NPORT-EX 2 NPORT_5241155361032339.htm

BlackRock Limited Duration Income Trust

Schedule of Investments  (unaudited) March 31, 2020 BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets)

Security						Shares				Value
Common Stocks — 0.0%
Diversified Financial Services — 0.0%
Arrow Global Group PLC							2,735			$	3,582
Kcad Holdings I Ltd.(a)(b)							546,753,936				5,467
											9,049
Energy Equipment & Services — 0.0%
McDermott International, Inc.(b)							4,151				241
Health Care Management Services — 0.0%
New Millennium HoldCo, Inc.(b)							8,511				468
Household Durables — 0.0%
Berkline Benchcraft Equity LLC(a)(b)							3,155				—
Media — 0.0%
Clear Channel Outdoor Holdings, Inc.(b)							38,911				24,903
Metals & Mining — 0.0%
Ameriforge Group, Inc.(b)							801				40,050
Preferred Proppants LLC(a)(b)							5,738				22,952
											63,002
Software — 0.0%
Avaya Holdings Corp.(b)							19				154
Utilities — 0.0%
Texgen LLC(a)(b)							3,661				113,491
Total Common Stocks — 0.0% (Cost — $6,554,031)											211,308
						Par (000)
Asset-Backed Securities — 3.6%
522 Funding Clo I Ltd., Series 2019-1A, Class E, (3 mo. LIBOR US + 7.34%), 9.24%, 01/15/33(d)(e)			USD				250				153,702
Allegro CLO II-S Ltd., Series 2014-1RA, Class C, (3 mo. LIBOR US + 3.00%), 4.82%, 10/21/28(d)(e)							1,000				750,301
ALM XVI Ltd./ALM XVI LLC, Series 2015-16A, Class CR2, (3 mo. LIBOR US + 2.70%), 4.53%, 07/15/27(d)(e)							270				210,379
Anchorage Capital CLO Ltd.(d)(e):
Series 2014-3RA, Class E, (3 mo. LIBOR US + 5.50%), 7.30%, 01/28/31							850				497,109
Series 2014-4RA, Class D, (3 mo. LIBOR US + 2.60%), 4.40%, 01/28/31							250				175,102
Series 2015-7A, Class D1R2, (3 mo. LIBOR US + 3.50%), 4.52%, 01/28/31							1,000				749,098
Series 2016-8A, Class ER, (3 mo. LIBOR US + 5.75%), 7.55%, 07/28/28							1,000				661,478

Security						Par (000)				Value
Asset-Backed Securities (continued)
Benefit Street Partners CLO VII Ltd., Series 2015-VIIA, Class CR, 4.22%, 07/18/27(d)(f)			USD				250			$	187,899
BlueMountain CLO XXVI Ltd., Series 2019-26A, Class E, (3 mo. LIBOR US + 7.70%), 9.53%, 10/20/32(d)(e)							250				168,443
CarVal CLO III Ltd., Series 2019-2A, Class E, (3 mo. LIBOR US + 6.44%), 8.26%, 07/20/32(d)(e)							500				275,499
CarVal CLO Ltd., Series 2018-1A, Class E, 7.61%, 07/16/31(d)							500				277,441
Cedar Funding IV CLO Ltd., Series 2014-4A, Class DR, (3 mo. LIBOR US + 3.65%), 5.46%, 07/23/30(d)(e)							500				386,458
Clear Creek CLO, Series 2015-1A, Class DR, 4.77%, 10/20/30(d)							250				177,070
Credit Suisse ABS Repackaging Trust, Series 2013-A, Class B, 2.50%, 01/25/30(d)							386				377,481
Dryden 36 Senior Loan Fund, Series 2014-36A, Class DR2, (3 mo. LIBOR US + 3.70%), 5.53%, 04/15/29(d)(e)							250				196,426
Dryden 64 CLO Ltd., Series 2018-64A, Class D, (3 mo. LIBOR US + 2.65%), 4.47%, 04/18/31(d)(e)							250				170,998
Elmwood CLO III Ltd., Series 2019-3A, Class E, (3 mo. LIBOR US + 7.00%), 8.90%, 10/15/32(d)(e)							950				605,527
Litigation Fee Residual Funding, 4.00%, 10/30/27(a)							765				762,931
Madison Park Funding X Ltd., Series 2012-10A, Class ER2, (3 mo. LIBOR US + 6.40%), 8.22%, 01/20/29(d)(e)							500				347,488
Madison Park Funding XV Ltd., Series 2014-15A, Class B1R, (3 mo. LIBOR US + 2.20%), 3.99%, 01/27/26(d)(e)							1,500				1,245,858
Madison Park Funding XVI Ltd., Series 2015-16A, Class C, (3 mo. LIBOR US + 3.70%), 5.52%, 04/20/26(d)(e)							300				241,371
Neuberger Berman CLO XX Ltd., Series 2015-20A, Class ER, (3 mo. LIBOR US + 5.00%), 6.83%, 01/15/28(d)(e)							790				516,933
Oaktree CLO Ltd., Series 2015-1A, Class DR, (3 mo. LIBOR US + 5.20%), 7.02%, 10/20/27(d)(e)							500				338,022

1

Schedule of Investments  (unaudited) (continued) March 31, 2020 BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets)

Security						Par (000)				Value
Asset-Backed Securities (continued)
Octagon Investment Partners LLC, Series 2017-1A, Class E, (3 mo. LIBOR US + 6.30%), 8.12%, 07/20/30(d)(e)			USD				500			$	322,276
OZLM Funding Ltd., Series 2012-1A, Class CR2, (3 mo. LIBOR US + 3.60%), 5.40%, 07/22/29(d)(e)							250				194,090
OZLM VIII Ltd., Series 2014-8A(d)(e):
Class BRR, (3 mo. LIBOR US + 2.20%), 4.04%, 10/17/29							2,500				2,051,425
Class CRR, (3 mo. LIBOR US + 3.15%), 4.99%, 10/17/29							250				186,900
OZLM XXI Ltd., Series 2017-21A, Class D, (3 mo. LIBOR US + 5.54%), 7.36%, 01/20/31(d)(e)							250				141,955
Park Avenue Institutional Advisers CLO Ltd., Series 2017-1A, Class D, (3 mo. LIBOR US + 6.22%), 7.92%, 11/14/29(d)(e)							1,750				1,129,523
Rockford Tower CLO Ltd.(d)(e):
Series 2017-1A, Class DR, (3 mo. LIBOR US + 2.65%), 4.36%, 04/15/29							250				182,887
Series 2017-2A, Class DR, (3 mo. LIBOR US + 2.85%), 4.10%, 10/15/29							500				380,878
Sterling Coofs Trust(a)(d):
Series 2004-1, Class A, 2.36%, 04/15/29							1,565				54,297
Series 2004-2, Class Note, 2.08%, 03/30/30							2,301				76,210
Symphony CLO XVIII Ltd., Series 2016-18A, Class D, (3 mo. LIBOR US + 4.00%), 5.81%, 01/23/28(d)(e)							1,000				776,473
TICP CLO VII Ltd., Series 2017-7A, Class ER, (3 mo. LIBOR US + 7.05%), 8.56%, 04/15/33(d)(e)							250				155,606
Venture XXVI CLO Ltd., Series 2017-26A, Class D, (3 mo. LIBOR US + 4.25%), 6.07%, 01/20/29(d)(e)							1,000				782,377
Voya CLO Ltd., Series 2014-3A, Class CR, (3 mo. LIBOR US + 2.65%), 4.44%, 07/25/26(d)(e)							250				189,806
Wellfleet CLO Ltd., Series 2017-3A, Class B, (3 mo. LIBOR US + 1.95%), 3.79%, 01/17/31(d)(e)							500				399,724
Westcott Park CLO Ltd., Series 2016-1A, Class DR, (3 mo. LIBOR US + 3.25%), 5.07%, 07/20/28(d)(e)							500				385,215
York CLO Ltd.(d)(e):
Series 2016-1A, Class DR, (3 mo. LIBOR US + 3.60%), 5.42%, 10/20/29							250				191,369

Security						Par (000)				Value
Asset-Backed Securities (continued)
Series 2016-2A, Class ER, (3 mo. LIBOR US + 6.75%), 1.00%, 04/20/32(a)			USD				1,000			$	995,000
Total Asset-Backed Securities — 3.6% (Cost — $24,239,829)											18,069,025
Corporate Bonds — 71.8%
Aerospace & Defense — 2.6%
Amsted Industries, Inc., 5.63%, 07/01/27(d)							156				151,775
Arconic, Inc.:
5.13%, 10/01/24(g)							808				797,900
5.40%, 04/15/21							10				9,914
5.87%, 02/23/22							730				718,831
Bombardier, Inc.(d):
8.75%, 12/01/21(g)							635				527,844
5.75%, 03/15/22							108				81,810
6.00%, 10/15/22							8				6,000
6.13%, 01/15/23(g)							338				238,290
7.50%, 12/01/24							135				91,125
7.50%, 03/15/25							176				125,752
7.88%, 04/15/27(g)							1,184				790,142
CenturyLink, Inc., 4.00%, 02/15/27(d)(g)							466				452,020
Global Aircraft Leasing Co. Ltd., (6.5% Cash or 7.25% PIK), 6.50%, 09/15/24(d)(h)							429				274,959
Kratos Defense & Security Solutions, Inc., 6.50%, 11/30/25(d)							378				345,870
Moog, Inc., 4.25%, 12/15/27(d)							302				272,555
Signature Aviation US Holdings, Inc.(d):
5.38%, 05/01/26							271				262,193
4.00%, 03/01/28							321				289,799
TransDigm UK Holdings PLC, 6.88%, 05/15/26(g)							464				431,520
TransDigm, Inc., 6.25%, 03/15/26(d)(g)							6,141				6,117,971
Wolverine Escrow LLC(d):
8.50%, 11/15/24							256				204,157
9.00%, 11/15/26							1,007				818,187
											13,008,614
Air Freight & Logistics — 0.0%
XPO Logistics, Inc., 6.75%, 08/15/24(d)							18				17,600
Airlines — 1.5%
Air Canada Pass-Through Trust, Series 2015-1, Class B, 3.88%, 09/15/24(d)(g)							994				924,911
American Airlines Pass-Through Trust:
Series 2013-2, Class A, 4.95%, 07/15/24(g)							1,823				1,852,278
Series 2017-1, Class B, 4.95%, 02/15/25							1,142				987,965

2

Schedule of Investments  (unaudited) (continued) March 31, 2020 BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets)

Security						Par (000)				Value
Airlines (continued)
Avianca Holdings SA, 9.00%, 05/10/23(d)			USD				239			$	50,489
Gol Finance SA, 7.00%, 01/31/25(d)							200				85,000
Latam Finance Ltd., 6.88%, 04/11/24(d)							203				90,244
United Airlines Pass-Through Trust(g):
Series 2014-2, Class B, 4.63%, 09/03/22							1,336				1,249,991
Series 2015-1, Class A, 3.70%, 12/01/22							2,430				2,361,206
											7,602,084
Auto Components — 1.2%
Allison Transmission, Inc.(d):
5.00%, 10/01/24							28				27,160
5.88%, 06/01/29							358				336,520
Aptiv PLC, 4.40%, 10/01/46							240				184,568
Dealer Tire LLC/DT Issuer LLC, 8.00%, 02/01/28(d)							258				206,400
Goodyear Tire & Rubber Co., 5.00%, 05/31/26							67				61,808
Icahn Enterprises LP/Icahn Enterprises Finance Corp.:
6.25%, 02/01/22							299				299,747
6.75%, 02/01/24							314				303,010
4.75%, 09/15/24							93				85,533
6.38%, 12/15/25							120				113,400
6.25%, 05/15/26							366				345,870
5.25%, 05/15/27							489				451,714
Panther BF Aggregator 2 LP/Panther Finance Co., Inc.:
4.38%, 05/15/26			EUR				100				91,541
6.25%, 05/15/26(d)			USD				1,737				1,641,465
8.50%, 05/15/27(d)(g)							1,778				1,551,127
Tesla, Inc., 5.30%, 08/15/25(d)							299				280,312
											5,980,175
Banks — 2.2%
Al Ahli Bank of Kuwait KSCP, (5 year USD Swap + 4.17%), 7.25%(i)(j)							200				168,500
Banca Monte dei Paschi di Siena SpA, 2.63%, 04/28/25			EUR				100				91,538
Banco BPM SpA, 2.50%, 06/21/24							100				102,903
Banco de Sabadell SA, (5 year EUR Swap + 2.20%), 2.00%, 01/17/30(i)							100				80,340
Banco Espirito Santo SA(b)(c):
4.75%, 01/15/20							100				17,646
4.00%, 01/21/21							100				17,646
Bancolombia SA, (5 year CMT + 2.94%), 4.63%, 12/18/29(i)			USD				200				176,250
Banistmo SA, 3.65%, 09/19/22							200				185,187
Bank Tabungan Negara Persero Tbk PT, 4.20%, 01/23/25							200				171,000

Security						Par (000)				Value
Banks (continued)
Barclays PLC(g):
4.38%, 09/11/24			USD				580			$	577,967
3.65%, 03/16/25							3,600				3,520,767
5.20%, 05/12/26							200				205,480
BBVA Bancomer SA, 6.75%, 09/30/22(d)							192				190,603
Chong Hing Bank Ltd., (5 year CMT + 3.86%), 5.70%(i)(j)							250				212,891
CIT Group, Inc., 5.00%, 08/01/23							382				367,526
Emirates NBD Bank PJSC, (6 year USD Swap + 3.66%), 6.13%(i)(j)							250				211,094
HSBC Holdings PLC, 4.38%, 11/23/26(g)							395				415,860
Santander Holdings USA, Inc., 4.50%, 07/17/25(g)							1,750				1,785,362
Santander UK Group Holdings PLC, 2.88%, 08/05/21(g)							950				938,286
Standard Chartered PLC, (3 mo. LIBOR US + 1.08%), 3.89%, 03/15/24(d)(g)(i)							1,500				1,522,122
											10,958,968
Beverages — 0.2%
Anheuser-Busch Cos. LLC/Anheuser-Busch InBev Worldwide, Inc., 4.90%, 02/01/46							800				871,331
Central American Bottling Corp., 5.75%, 01/31/27(d)							176				150,220
Crown Cork & Seal Co., Inc., 7.38%, 12/15/26							34				34,850
Crown European Holdings SA, 2.25%, 02/01/23(d)			EUR				100				107,914
											1,164,315
Building Materials — 0.0%
CEMEX Finance LLC, 4.63%, 06/15/24							100				105,051
Building Products — 0.4%
Advanced Drainage Systems, Inc., 5.00%, 09/30/27(d)			USD				262				233,180
Beacon Roofing Supply, Inc.(d):
4.88%, 11/01/25							18				16,245
4.50%, 11/15/26							88				81,206
CPG Merger Sub LLC, 8.00%, 10/01/21(d)							324				314,410
Jeld-Wen, Inc.(d):
4.63%, 12/15/25							138				121,440
4.88%, 12/15/27							19				16,767
Masonite International Corp.(d):
5.75%, 09/15/26							86				84,280
5.38%, 02/01/28							120				117,936
Standard Industries, Inc.:
5.50%, 02/15/23(d)							29				27,985
5.38%, 11/15/24(d)							404				389,860

3

Schedule of Investments  (unaudited) (continued) March 31, 2020 BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets)

Security						Par (000)				Value
Building Products (continued)
6.00%, 10/15/25(d)			USD				600			$	589,680
2.25%, 11/21/26			EUR				100				87,538
5.00%, 02/15/27(d)			USD				36				32,760
4.75%, 01/15/28(d)							46				42,364
											2,155,651
Capital Markets — 0.5%
CFLD Cayman Investment Ltd., 6.90%, 01/13/23							200				163,834
Goldman Sachs Group, Inc., Series R, (5 year CMT + 3.22%), 4.95%(i)(j)							730				649,700
Intertrust Group BV, 3.38%, 11/15/25			EUR				100				104,996
LABL Escrow Issuer LLC, 6.75%, 07/15/26(d)			USD				380				349,600
Morgan Stanley, 4.00%, 07/23/25(g)							965				1,017,165
Owl Rock Capital Corp., 5.25%, 04/15/24(g)							88				85,356
Stevens Holding Co., Inc., 6.13%, 10/01/26(d)							167				164,982
											2,535,633
Chemicals — 1.8%
Ashland Services BV, 2.00%, 01/30/28			EUR				100				95,677
Atotech Alpha 2 BV, (8.75% Cash or 9.50% PIK), 8.75%, 06/01/23(d)(h)			USD				656				590,400
Atotech Alpha 3 BV/Alpha US Bidco, Inc., 6.25%, 02/01/25(d)(g)							1,830				1,685,887
Axalta Coating Systems LLC, 4.88%, 08/15/24(d)							608				583,680
Blue Cube Spinco LLC:
9.75%, 10/15/23							596				619,095
10.00%, 10/15/25							380				400,938
Chemours Co.:
6.63%, 05/15/23							259				220,150
7.00%, 05/15/25							20				16,650
Cydsa SAB de CV, 6.25%, 10/04/27(d)							252				182,739
Element Solutions, Inc., 5.88%, 12/01/25(d)(g)							1,384				1,356,320
ENN Clean Energy International Investment Ltd., 7.50%, 02/27/21							200				186,250
GCP Applied Technologies, Inc., 5.50%, 04/15/26(d)							165				153,450
Monitchem HoldCo 3 SA, 5.25%, 03/15/25			EUR				100				91,541
NOVA Chemicals Corp., 4.88%, 06/01/24(d)			USD				67				58,793
Orbia Advance Corp SAB de CV, 5.50%, 01/15/48(d)							200				172,500
PQ Corp.(d):
6.75%, 11/15/22							463				465,334
5.75%, 12/15/25							543				488,700
Valvoline, Inc., 4.25%, 02/15/30(d)							260				243,724

Security						Par (000)				Value
Chemicals (continued)
Vedanta Resources Finance II PLC, 9.25%, 04/23/26			USD				282			$	113,787
WR Grace & Co-Conn(d):
5.13%, 10/01/21(g)							741				748,410
5.63%, 10/01/24							216				212,695
Yingde Gases Investment Ltd., 6.25%, 01/19/23							200				181,500
											8,868,220
Commercial Services & Supplies — 1.3%
ADT Security Corp.:
6.25%, 10/15/21							139				135,873
3.50%, 07/15/22							55				53,625
4.13%, 06/15/23							9				8,797
4.88%, 07/15/32(d)							575				488,577
Advanced Disposal Services, Inc., 5.63%, 11/15/24(d)							147				148,838
Allied Universal Holdco LLC/Allied Universal Finance Corp., 9.75%, 07/15/27(d)							520				490,048
Booz Allen Hamilton, Inc., 5.13%, 05/01/25(d)							383				375,340
Clean Harbors, Inc.(d)(g):
4.88%, 07/15/27							250				244,725
5.13%, 07/15/29							172				159,960
Core & Main LP, 6.13%, 08/15/25(d)(g)							1,044				970,920
Garda World Security Corp., 9.50%, 11/01/27(d)(g)							136				121,570
GFL Environmental, Inc.(d):
5.13%, 12/15/26							458				446,550
8.50%, 05/01/27							233				234,095
KAR Auction Services, Inc., 5.13%, 06/01/25(d)							380				362,900
Mobile Mini, Inc., 5.88%, 07/01/24							499				477,792
Ritchie Bros Auctioneers, Inc., 5.38%, 01/15/25(d)							472				470,815
Summer BC Holdco B Sarl, 5.75%, 10/31/26			EUR				100				91,761
United Rentals North America, Inc.:
4.63%, 10/15/25			USD				269				258,240
5.88%, 09/15/26							17				17,218
5.50%, 05/15/27							339				342,136
3.88%, 11/15/27							200				189,000
Vericast Corp., 8.38%, 08/15/22(d)							398				306,958
											6,395,738
Communications Equipment — 0.6%
CommScope, Inc.(d):
5.50%, 03/01/24(g)							707				715,484
6.00%, 03/01/26							239				238,642
Gogo Intermediate Holdings LLC/Gogo Finance Co., Inc., 9.88%, 05/01/24(d)							70				55,300

4

Schedule of Investments  (unaudited) (continued) March 31, 2020 BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets)

Security						Par (000)				Value
Communications Equipment (continued)
Motorola Solutions, Inc., 3.75%, 05/15/22(g)			USD				843			$	843,242
Nokia OYJ:
3.38%, 06/12/22							106				105,540
4.38%, 06/12/27							149				144,530
6.63%, 05/15/39							200				202,600
ViaSat, Inc., 5.63%, 04/15/27(d)							593				585,587
											2,890,925
Construction & Engineering — 0.3%
Brand Industrial Services, Inc., 8.50%, 07/15/25(d)							498				391,030
Delhi International Airport Ltd., 6.45%, 06/04/29							200				164,187
frontdoor, Inc., 6.75%, 08/15/26(d)							473				452,898
PulteGroup, Inc., 7.88%, 06/15/32							21				23,100
SPIE SA, 2.63%, 06/18/26			EUR				100				98,323
SRS Distribution, Inc., 8.25%, 07/01/26(d)(g)			USD				296				224,960
											1,354,498
Construction Materials — 0.8%
American Builders & Contractors Supply Co., Inc.(d):
5.88%, 05/15/26							412				392,430
4.00%, 01/15/28							375				341,250
Core & Main Holdings LP, (8.625% Cash or 9.38% PIK), 8.63%, 09/15/24(d)(h)							464				424,560
HD Supply, Inc., 5.38%, 10/15/26(d)(g)							1,956				1,901,467
Navistar International Corp., 6.63%, 11/01/25(d)							448				372,960
New Enterprise Stone & Lime Co., Inc.(d):
10.13%, 04/01/22							136				135,660
6.25%, 03/15/26							74				68,080
Williams Scotsman International, Inc.(d):
7.88%, 12/15/22							98				95,599
6.88%, 08/15/23							391				355,810
											4,087,816
Consumer Discretionary — 0.2%
Dun & Bradstreet Corp., 6.88%, 08/15/26(d)(g)							1,062				1,104,480
Nielsen Co. Luxembourg Sarl, 5.00%, 02/01/25(d)							135				125,213
											1,229,693
Consumer Finance — 1.9%
Ally Financial, Inc., 8.00%, 11/01/31(g)							1,543				1,787,874
Husky III Holding Ltd., (13.00% PIK), 13.00%, 02/15/25(d)(h)							616				452,440

Security						Par (000)				Value
Consumer Finance (continued)
Muthoot Finance Ltd.:
6.13%, 10/31/22(d)			USD				427			$	363,751
4.40%, 09/02/23							200				155,403
Navient Corp.:
5.00%, 10/26/20							310				305,350
7.25%, 09/25/23							129				125,138
6.13%, 03/25/24							86				79,550
5.88%, 10/25/24							129				118,680
5.00%, 03/15/27							258				221,802
Refinitiv US Holdings, Inc.:
4.50%, 05/15/26			EUR				100				109,187
4.50%, 05/15/26(d)							400				436,748
6.25%, 05/15/26(d)(g)			USD				1,668				1,722,210
8.25%, 11/15/26(d)(g)							972				1,025,460
Springleaf Finance Corp.:
6.13%, 05/15/22							70				70,721
6.88%, 03/15/25							281				283,001
7.13%, 03/15/26							374				370,260
6.63%, 01/15/28							221				208,845
5.38%, 11/15/29							164				150,060
Verscend Escrow Corp., 9.75%, 08/15/26(d)							1,758				1,754,695
											9,741,175
Containers & Packaging — 1.6%
ARD Finance SA, (6.50% Cash or 7.25% PIK), 6.50%, 06/30/27(d)(h)							891				765,280
Ardagh Packaging Finance PLC/Ardagh Holdings USA, Inc.:
4.13%, 08/15/26(d)(g)							262				260,690
4.75%, 07/15/27(d)			GBP				100				113,342
4.75%, 07/15/27							100				113,342
Berry Global, Inc.:
1.00%, 01/15/25			EUR				100				100,364
4.88%, 07/15/26(d)			USD				395				398,950
Celulosa Arauco y Constitucion SA, 4.20%, 01/29/30							200				170,937
Crown Americas LLC/Crown Americas Capital Corp. V, 4.25%, 09/30/26							196				193,060
Crown Americas LLC/Crown Americas Capital Corp. VI, 4.75%, 02/01/26(g)							523				535,918
Graphic Packaging International LLC, 3.50%, 03/15/28(d)							118				106,164
Intertape Polymer Group, Inc., 7.00%, 10/15/26(d)							201				191,955
Mauser Packaging Solutions Holding Co., 5.50%, 04/15/24(d)(g)							1,394				1,282,480
OI European Group BV, 2.88%, 02/15/25			EUR				100				102,128

5

Schedule of Investments  (unaudited) (continued) March 31, 2020 BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets)

Security						Par (000)				Value
Containers & Packaging (continued)
Reynolds Group Issuer, Inc./Reynolds Group Issuer LLC/Reynolds Group Issuer Lu(d):
(3 mo. LIBOR US + 3.50%), 5.33%, 07/15/21(e)			USD				433			$	422,175
5.13%, 07/15/23							146				144,540
7.00%, 07/15/24(g)							344				349,590
Sealed Air Corp.(d):
5.13%, 12/01/24							46				46,230
6.88%, 07/15/33							44				44,087
Silgan Holdings, Inc., 4.13%, 02/01/28(d)							228				210,330
Trivium Packaging Finance BV:
3.75%, 08/15/26			EUR				100				100,309
5.50%, 08/15/26(d)			USD				1,004				998,980
8.50%, 08/15/27(d)(g)							1,367				1,373,835
											8,024,686
Diversified Consumer Services — 0.6%
APX Group, Inc.:
7.88%, 12/01/22(g)							252				236,965
8.50%, 11/01/24(d)							60				54,751
Ascend Learning LLC(d):
6.88%, 08/01/25							317				307,490
6.88%, 08/01/25(g)							690				669,300
Garda World Security Corp., 4.63%, 02/15/27(d)							267				238,965
Graham Holdings Co., 5.75%, 06/01/26(d)							211				206,780
Laureate Education, Inc., 8.25%, 05/01/25(d)							114				113,430
Pinnacle Bidco PLC, 6.38%, 02/15/25			GBP				100				83,221
Prime Security Services Borrower LLC/Prime Finance, Inc.(d):
5.25%, 04/15/24			USD				141				139,278
5.75%, 04/15/26(g)							320				313,600
Service Corp. International, 5.13%, 06/01/29							238				242,760
ServiceMaster Co. LLC, 5.13%, 11/15/24(d)(g)							598				590,525
											3,197,065
Diversified Financial Services — 2.5%
Allied Universal Holdco LLC/Allied Universal Finance Corp., 6.63%, 07/15/26(d)(g)							1,752				1,721,340
Alpha Holding SA de CV, 9.00%, 02/10/25(d)							200				134,000
Altice France Holding SA:
8.00%, 05/15/27			EUR				200				231,596
10.50%, 05/15/27(d)			USD				1,473				1,554,015
6.00%, 02/15/28(d)							382				336,038

Security						Par (000)				Value
Diversified Financial Services (continued)
Arrow Global Finance PLC, 5.13%, 09/15/24			GBP				100			$	106,821
CFLD Cayman Investment Ltd.:
8.63%, 02/28/21			USD				200				193,000
8.60%, 04/08/24							200				161,375
Citigroup, Inc., Series V, (Secured Overnight Financing Rate + 3.23%), 4.70%(i)(j)							620				531,092
F-Brasile SpA/F-Brasile US LLC, Series XR, 7.38%, 08/15/26(d)							423				420,885
Ford Motor Credit Co. LLC:
5.88%, 08/02/21							222				217,560
2.98%, 08/03/22							249				231,570
3.81%, 01/09/24							229				207,245
4.13%, 08/04/25							411				364,557
Garfunkelux Holdco 3 SA, 7.50%, 08/01/22			EUR				100				75,322
General Motors Financial Co., Inc., 4.38%, 09/25/21(g)			USD				530				487,998
Gilex Holding Sarl, 8.50%, 05/02/23(d)							182				154,791
Greenko Dutch BV, 5.25%, 07/24/24							200				160,464
Greenko Mauritius Ltd., 6.25%, 02/21/23							200				176,448
Intesa Sanpaolo SpA, 5.02%, 06/26/24(d)(g)							2,442				2,391,934
Intrum AB, 3.00%, 09/15/27			EUR				100				77,887
LHC3 PLC, (4.13% Cash or 4.88% PIK), 4.13%, 08/15/24(h)							100				91,680
Lloyds Banking Group PLC, (5 year CMT + 4.82%), 6.75%(i)(j)			USD				450				370,125
Manappuram Finance Ltd., 5.90%, 01/13/23							200				144,000
Mong Doung Financial Holdings BV, 5.13%, 05/07/29							250				208,081
Murphy Oil USA, Inc., 4.75%, 09/15/29							163				152,812
Scenery Journey Ltd.:
11.00%, 11/06/20							200				190,625
11.50%, 10/24/22							219				163,411
13.00%, 11/06/22							200				154,841
Spectrum Brands, Inc., 5.00%, 10/01/29(d)							162				137,700
Tempo Acquisition LLC/Tempo Acquisition Finance Corp., 6.75%, 06/01/25(d)(g)							752				688,125
Usiminas International Sarl, 5.88%, 07/18/26(d)							200				152,812
VZ Vendor Financing BV, 2.50%, 01/31/24			EUR				100				103,893
Wanda Group Overseas Ltd., 7.50%, 07/24/22			USD				200				176,150

6

Schedule of Investments  (unaudited) (continued) March 31, 2020 BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets)

Security						Par (000)				Value
Diversified Financial Services (continued)
WMG Acquisition Corp., 5.50%, 04/15/26(d)			USD				166			$	162,265
											12,832,458
Diversified Telecommunication Services — 1.8%
Axtel SAB de CV, 6.38%, 11/14/24(d)							200				159,104
CenturyLink, Inc.:
5.13%, 12/15/26(d)(g)							1,082				1,082,000
Series P, 7.60%, 09/15/39							308				298,760
Series U, 7.65%, 03/15/42							391				379,270
Series W, 6.75%, 12/01/23(g)							512				544,154
Series Y, 7.50%, 04/01/24(g)							516				565,020
Cincinnati Bell, Inc., 7.00%, 07/15/24(d)							82				82,512
Frontier Communications Corp., 8.00%, 04/01/27(b)(d)(g)							1,478				1,457,722
GCI LLC, 6.63%, 06/15/24(d)							153				151,470
Level 3 Financing, Inc.:
5.38%, 08/15/22							155				155,775
5.63%, 02/01/23							61				60,695
5.13%, 05/01/23							295				289,835
5.38%, 05/01/25							90				89,550
5.25%, 03/15/26(g)							865				864,459
4.63%, 09/15/27(d)							143				142,128
Oi SA, (8.00% Cash or 4.00% PIK), 10.00%, 07/27/25(h)							220				150,150
SoftBank Group Corp.:
4.50%, 04/20/25			EUR				100				98,864
4.75%, 07/30/25							100				100,517
5.00%, 04/15/28							100				97,232
Telecom Argentina SA, 8.00%, 07/18/26(d)			USD				203				155,041
Telecom Italia Capital SA:
6.38%, 11/15/33							137				139,055
6.00%, 09/30/34							423				418,770
7.20%, 07/18/36							90				93,150
7.72%, 06/04/38							163				172,325
Telecom Italia SpA:
4.00%, 04/11/24			EUR				150				164,583
5.30%, 05/30/24(d)(g)			USD				600				603,036
2.75%, 04/15/25			EUR				100				103,397
Telesat Canada/Telesat LLC, 4.88%, 06/01/27(d)			USD				332				316,994
Verizon Communications, Inc., 3.38%, 02/15/25(g)							156				166,639
											9,102,207
Electric Utilities — 0.6%
Adani Green Energy UP Ltd./Prayatna Developers Pvt Ltd./Parampujya Solar Energy, 6.25%, 12/10/24							200				175,987
Black Hills Corp., 3.15%, 01/15/27(g)							305				325,366
Enel Finance International NV, 3.63%, 05/25/27(d)(g)							900				912,852

Security						Par (000)				Value
Electric Utilities (continued)
Energuate Trust, 5.88%, 05/03/27(d)			USD				200			$	191,850
Exelon Corp., 3.40%, 04/15/26(g)							140				135,709
Inkia Energy Ltd., 5.88%, 11/09/27(d)							377				336,472
NextEra Energy Operating Partners LP(d):
4.25%, 07/15/24							528				514,800
4.25%, 09/15/24							101				98,475
4.50%, 09/15/27							39				38,025
ReNew Power Synthetic, 6.67%, 03/12/24							200				159,062
Talen Energy Supply LLC:
6.50%, 06/01/25							50				32,365
10.50%, 01/15/26(d)							50				36,000
Texas Competitive Electric Holdings Co. LLC/TCEH Finance, Inc.(a):
Term Loan, 1.00%, 11/10/20(b)(c)							780				—
11.50%, 10/01/20							300				—
10.50%, 11/01/20							31				152
10.25%(j)							47				—
											2,957,115
Electronic Equipment, Instruments & Components — 0.2%
CDW LLC/CDW Finance Corp.:
5.50%, 12/01/24(g)							655				682,700
5.00%, 09/01/25							107				110,242
Itron, Inc., 5.00%, 01/15/26(d)							25				23,750
											816,692
Energy Equipment & Services — 0.3%
Apergy Corp., 6.38%, 05/01/26							239				184,030
Archrock Partners LP/Archrock Partners Finance Corp., 6.88%, 04/01/27(d)							147				104,385
Gates Global LLC/Gates Global Co., 6.25%, 01/15/26(d)							316				279,660
Halliburton Co., 3.80%, 11/15/25(g)							7				6,607
Odebrecht Oil & Gas Finance Ltd., 0.00%(d)(j)(k)			BRL				43				244
Pattern Energy Group, Inc., 5.88%, 02/01/24(d)			USD				299				296,811
Transocean, Inc., 8.38%, 12/15/21							51				29,583
USA Compression Partners LP/USA Compression Finance Corp.:
6.88%, 04/01/26							322				201,250
6.88%, 09/01/27							503				311,860
											1,414,430
Environmental, Maintenance, & Security Service — 0.2%
GFL Environmental, Inc., 7.00%, 06/01/26(d)							566				547,840
Tervita Corp., 7.63%, 12/01/21(d)							343				240,100

7

Schedule of Investments  (unaudited) (continued) March 31, 2020 BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets)

Security						Par (000)				Value
Environmental, Maintenance, & Security Service (continued)
Waste Pro USA, Inc., 5.50%, 02/15/26(d)			USD				436			$	404,521
											1,192,461
Equity Real Estate Investment Trusts (REITs) — 2.4%
AvalonBay Communities, Inc., 3.45%, 06/01/25(g)							1,245				1,277,243
Brookfield Property REIT, Inc./BPR Cumulus LLC/BPR Nimbus LLC/GGSI Sellco LL, 5.75%, 05/15/26(d)							141				114,405
ERP Operating LP, 3.38%, 06/01/25(g)							1,015				1,051,070
Five Point Operating Co. LP/Five Point Capital Corp., 7.88%, 11/15/25(d)							389				334,540
Fortune Star BVI Ltd.:
6.88%, 01/31/21							200				192,000
5.95%, 01/29/23							200				176,562
6.75%, 07/02/23							250				224,219
GLP Capital LP/GLP Financing II, Inc.(g):
5.25%, 06/01/25							108				99,900
5.38%, 04/15/26							174				154,234
Hilton Domestic Operating Co., Inc., 4.25%, 09/01/24							337				315,095
Hilton Worldwide Finance LLC/Hilton Worldwide Finance Corp., 4.63%, 04/01/25							30				27,900
Iron Mountain, Inc.(d):
4.88%, 09/15/27							397				385,090
4.88%, 09/15/29							198				185,997
iStar, Inc., 5.25%, 09/15/22							67				61,808
Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp., 4.25%, 02/01/27(d)(g)							824				650,960
LMIRT Capital Pte Ltd., 7.25%, 06/19/24							229				193,276
Marriott Ownership Resorts, Inc./ILG LLC, 6.50%, 09/15/26							40				34,800
MGM Growth Properties Operating Partnership LP/MGP Finance Co-Issuer, Inc.:
5.63%, 05/01/24(g)							1,334				1,280,640
4.50%, 09/01/26(g)							637				528,710
5.75%, 02/01/27							27				23,490
4.50%, 01/15/28							432				367,200
MPT Operating Partnership LP/MPT Finance Corp.:
5.50%, 05/01/24							73				70,993
5.00%, 10/15/27(g)							991				961,270
4.63%, 08/01/29(g)							456				424,080
Ryman Hospitality Properties, Inc., 4.75%, 10/15/27(d)							542				406,500
SBA Communications Corp., 4.88%, 09/01/24(g)							1,195				1,211,431

Security						Par (000)				Value
Equity Real Estate Investment Trusts (REITs) (continued)
Starwood Property Trust, Inc., 5.00%, 12/15/21			USD				234			$	214,110
Trust F/1401, 6.95%, 01/30/44							200				188,000
Ventas Realty LP, 4.13%, 01/15/26(g)							650				649,509
VICI Properties LP/VICI Note Co., Inc., 4.63%, 12/01/29(d)							498				454,365
											12,259,397
Food & Staples Retailing — 0.5%
Albertsons Cos., Inc./Safeway, Inc./New Albertsons LP/Albertson’s LLC:
6.63%, 06/15/24							186				188,790
5.75%, 03/15/25							70				70,728
7.50%, 03/15/26(d)							107				115,325
4.63%, 01/15/27(d)							666				662,670
5.88%, 02/15/28(d)							320				325,696
4.88%, 02/15/30(d)							246				245,385
BRF GmbH, 4.35%, 09/29/26							200				169,781
Health & Happiness H&H International Holdings Ltd., 5.63%, 10/24/24							200				186,250
Kraft Heinz Foods Co., 4.63%, 10/01/39(d)							106				94,927
Post Holdings, Inc., 4.63%, 04/15/30(d)							491				470,132
											2,529,684
Food Products — 1.8%
Aramark Services, Inc.(d):
5.00%, 04/01/25							623				589,732
5.00%, 02/01/28(g)							558				519,286
Chobani LLC/Chobani Finance Corp., Inc., 7.50%, 04/15/25(d)(g)							416				378,560
Darling Ingredients, Inc., 5.25%, 04/15/27(d)							302				292,849
Graphic Packaging International LLC, 4.75%, 07/15/27(d)							89				87,042
Grupo Bimbo SAB de CV, (5 year CMT + 3.28%), 5.95%(d)(i)(j)							200				184,375
JBS USA LUX SA/JBS USA Finance, Inc.(d):
5.88%, 07/15/24							412				417,150
5.75%, 06/15/25(g)							1,006				1,016,060
6.75%, 02/15/28							361				384,638
JBS USA LUX SA/JBS USA Food Co./JBS USA Finance, Inc.(d):
6.50%, 04/15/29							735				788,435
5.50%, 01/15/30							675				696,938
Kraft Heinz Foods Co.:
5.00%, 07/15/35							127				126,264
6.88%, 01/26/39							233				266,511
6.50%, 02/09/40							155				169,131
5.00%, 06/04/42							129				122,135

8

Schedule of Investments  (unaudited) (continued) March 31, 2020 BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets)

Security						Par (000)				Value
Food Products (continued)
5.20%, 07/15/45			USD				351			$	337,449
4.38%, 06/01/46							403				363,030
4.88%, 10/01/49(d)							1,057				961,092
MARB BondCo PLC, 6.88%, 01/19/25(d)							200				178,938
MHP Lux SA, 6.25%, 09/19/29(d)							200				164,000
Minerva Luxembourg SA, 6.50%, 09/20/26(d)							200				183,500
Post Holdings, Inc.(d):
5.75%, 03/01/27							253				259,252
5.63%, 01/15/28							73				74,095
5.50%, 12/15/29							230				238,579
Simmons Foods, Inc., 7.75%, 01/15/24(d)							270				270,000
											9,069,041
Health Care Equipment & Supplies — 1.0%
Avantor, Inc.(d)(g):
6.00%, 10/01/24							1,767				1,851,286
9.00%, 10/01/25							1,092				1,149,548
Hologic, Inc.(d):
4.38%, 10/15/25							57				56,447
4.63%, 02/01/28							206				206,515
Immucor, Inc., 11.13%, 02/15/22(d)							100				90,000
Ortho-Clinical Diagnostics, Inc./Ortho-Clinical Diagnostics SA(d):
6.63%, 05/15/22							404				381,780
7.25%, 02/01/28							1,177				1,012,102
Teleflex, Inc.:
4.88%, 06/01/26							87				86,130
4.63%, 11/15/27							58				57,936
											4,891,744
Health Care Providers & Services — 3.8%
Acadia Healthcare Co., Inc., 5.13%, 07/01/22							146				139,157
AHP Health Partners, Inc., 9.75%, 07/15/26(d)							213				184,320
Centene Corp.(d)(g):
5.25%, 04/01/25							310				311,550
5.38%, 06/01/26							336				346,117
5.38%, 08/15/26							343				349,860
4.25%, 12/15/27							657				643,860
4.63%, 12/15/29							1,782				1,790,910
3.38%, 02/15/30							452				420,360
CHS/Community Health Systems, Inc.(d):
8.63%, 01/15/24(g)							704				694,982
6.63%, 02/15/25							255				235,875
8.00%, 03/15/26(g)							1,110				1,054,500
Encompass Health Corp., 5.75%, 11/01/24							46				46,216

Security						Par (000)				Value
Health Care Providers & Services (continued)
HCA, Inc.:
5.38%, 02/01/25			USD				490			$	501,025
5.88%, 02/15/26							46				48,415
5.38%, 09/01/26(g)							430				442,900
5.63%, 09/01/28(g)							692				724,316
5.88%, 02/01/29(g)							547				578,453
3.50%, 09/01/30							1,478				1,340,859
5.50%, 06/15/47							650				706,327
LifePoint Health, Inc., 4.38%, 02/15/27(d)							217				204,414
MEDNAX, Inc., 5.25%, 12/01/23(d)							168				136,920
Molina Healthcare, Inc.:
5.38%, 11/15/22							172				167,700
4.88%, 06/15/25(d)							168				163,800
MPH Acquisition Holdings LLC, 7.13%, 06/01/24(d)(g)							714				621,223
Polaris Intermediate Corp., (8.50% Cash), 8.50%, 12/01/22(d)(g)(h)							433				335,240
Radiology Partners, Inc., 9.25%, 02/01/28(d)							130				112,547
Surgery Center Holdings, Inc.(d):
6.75%, 07/01/25(g)							611				439,920
10.00%, 04/15/27							294				205,800
Tenet Healthcare Corp.:
8.13%, 04/01/22							615				585,788
4.63%, 07/15/24(g)							514				490,870
4.63%, 09/01/24(d)							367				351,513
4.88%, 01/01/26(d)(g)							1,605				1,528,762
6.25%, 02/01/27(d)(g)							537				523,575
5.13%, 11/01/27(d)(g)							959				913,447
UnitedHealth Group, Inc., 3.75%, 07/15/25(g)							1,470				1,588,569
Vizient, Inc., 6.25%, 05/15/27(d)							407				396,994
											19,327,084
Health Care Technology — 0.4%
Change Healthcare Holdings LLC/Change Healthcare Finance, Inc., 5.75%, 03/01/25(d)(g)							791				727,720
IQVIA, Inc.:
3.25%, 03/15/25			EUR				148				159,151
3.25%, 03/15/25(d)							100				107,534
5.00%, 10/15/26(d)			USD				463				472,260
5.00%, 05/15/27(d)							637				651,333
											2,117,998
Hotels, Restaurants & Leisure — 3.8%
1011778 BC ULC/New Red Finance, Inc.(d):
4.25%, 05/15/24							10				9,975
5.00%, 10/15/25(g)							1,384				1,321,706
3.88%, 01/15/28							423				401,850
4.38%, 01/15/28							302				279,018

9

Schedule of Investments  (unaudited) (continued) March 31, 2020 BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets)

Security						Par (000)				Value
Hotels, Restaurants & Leisure (continued)
Boyd Gaming Corp., 6.00%, 08/15/26			USD				112			$	96,320
Boyne USA, Inc., 7.25%, 05/01/25(d)							220				210,100
Cedar Fair LP, 5.25%, 07/15/29(d)							383				323,635
Churchill Downs, Inc.(d):
5.50%, 04/01/27(g)							899				847,460
4.75%, 01/15/28							358				311,460
CPUK Finance Ltd., 4.25%, 02/28/47			GBP				100				99,675
Eldorado Resorts, Inc.:
6.00%, 04/01/25			USD				91				81,900
6.00%, 09/15/26							117				105,593
Golden Nugget, Inc., 6.75%, 10/15/24(d)(g)							1,641				1,033,649
Hilton Domestic Operating Co., Inc.:
5.13%, 05/01/26(g)							697				655,180
4.88%, 01/15/30							1,077				915,450
IRB Holding Corp., 6.75%, 02/15/26(d)							166				130,794
KFC Holding Co./Pizza Hut Holdings LLC/Taco Bell of America LLC(d):
5.00%, 06/01/24							35				34,300
5.25%, 06/01/26							368				367,485
Las Vegas Sands Corp.:
2.90%, 06/25/25							52				47,142
3.50%, 08/18/26							47				42,990
3.90%, 08/08/29							30				25,855
LHMC Finco 2 Sarl, (7.25% Cash or 8.00% PIK), 7.25%, 10/02/25(h)			EUR				100				41,910
Lions Gate Capital Holdings LLC(d):
6.38%, 02/01/24			USD				25				22,000
5.88%, 11/01/24							171				146,205
McDonald’s Corp., 3.70%, 01/30/26(g)							405				423,631
Melco Resorts Finance Ltd., 5.25%, 04/26/26							250				223,853
MGM China Holdings Ltd., 5.88%, 05/15/26							250				208,047
MGM Resorts International:
7.75%, 03/15/22(g)							575				569,549
6.00%, 03/15/23							416				401,440
5.75%, 06/15/25							29				25,955
Scientific Games International, Inc.:
5.00%, 10/15/25(d)(g)							1,160				1,009,200
3.38%, 02/15/26			EUR				100				84,967
8.25%, 03/15/26(d)(g)			USD				795				508,887
7.00%, 05/15/28(d)							174				107,010
7.25%, 11/15/29(d)							51				31,875
Six Flags Entertainment Corp.(d)(g):
4.88%, 07/31/24							709				600,877
5.50%, 04/15/27							113				95,203
Spirit Issuer PLC, Series A5, 5.47%, 12/28/34			GBP				4,500				5,029,604
Studio City Finance Ltd., 7.25%, 02/11/24			USD				250				217,938
Unique Pub Finance Co. PLC:
Series A4, 5.66%, 06/30/27			GBP				49				67,354
Series N, 6.46%, 03/30/32							100				138,906

Security						Par (000)				Value
Hotels, Restaurants & Leisure (continued)
Wyndham Destinations, Inc.:
5.40%, 04/01/24			USD				13			$	10,985
5.75%, 04/01/27							216				180,360
Wyndham Hotels & Resorts, Inc., 5.38%, 04/15/26(d)							121				105,270
Wynn Las Vegas LLC/Wynn Las Vegas Capital Corp., 5.25%, 05/15/27(d)							192				173,760
Wynn Macau Ltd., 5.50%, 10/01/27							200				173,000
Wynn Resorts Finance LLC/Wynn Resorts Capital Corp., 5.13%, 10/01/29(d)							412				374,920
Yum! Brands, Inc.:
7.75%, 04/01/25(d)							334				350,700
4.75%, 01/15/30(d)(g)							597				561,180
5.35%, 11/01/43							71				60,350
											19,286,473
Household Durables — 0.9%
Brookfield Residential Properties, Inc./Brookfield Residential US Corp.(d):
6.25%, 09/15/27							217				188,226
4.88%, 02/15/30							340				258,298
Controladora Mabe SA de CV, 5.60%, 10/23/28(d)							200				189,063
Global Prime Capital Pte Ltd., 5.50%, 10/18/23							200				159,130
K Hovnanian Enterprises, Inc., 7.75%, 02/15/26(d)							307				313,907
Lennar Corp.:
8.38%, 01/15/21							134				136,010
4.88%, 12/15/23							122				119,560
4.75%, 05/30/25							260				248,300
5.25%, 06/01/26							28				28,490
4.75%, 11/29/27							497				495,757
Mattamy Group Corp., 4.63%, 03/01/30(d)							233				200,380
MDC Holdings, Inc., 6.00%, 01/15/43							122				115,351
Meritage Homes Corp., 5.13%, 06/06/27							50				47,000
PulteGroup, Inc.:
5.00%, 01/15/27							24				23,947
6.38%, 05/15/33(g)							469				474,018
Shea Homes LP/Shea Homes Funding Corp., 4.75%, 02/15/28(d)							173				147,699
Shui On Development Holding Ltd., 5.75%, 11/12/23							200				175,666
Taylor Morrison Communities, Inc., 5.88%, 06/15/27(d)							264				245,195
Tempur Sealy International, Inc., 5.50%, 06/15/26							180				157,527

10

Schedule of Investments  (unaudited) (continued) March 31, 2020 BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets)

Security						Par (000)				Value
Household Durables (continued)
Theta Capital Pte Ltd., 8.13%, 01/22/25			USD				200			$	144,750
TRI Pointe Group, Inc.:
4.88%, 07/01/21							112				104,031
5.25%, 06/01/27							15				13,346
TRI Pointe Group, Inc./TRI Pointe Homes, Inc., 5.88%, 06/15/24							11				10,219
Yanlord Land HK Co. Ltd.:
6.75%, 04/23/23							200				186,063
6.80%, 02/27/24							200				174,200
											4,356,133
Household Products — 0.1%
ACCO Brands Corp., 5.25%, 12/15/24(d)							85				81,600
Berkline Benchcraft LLC, 4.50%, 06/01/20(a)(b)(c)							200				—
Energizer Holdings, Inc.(d):
6.38%, 07/15/26							46				46,460
7.75%, 01/15/27(g)							305				315,279
											443,339
Independent Power and Renewable Electricity Producers — 1.3%
Azure Power Solar Energy Pvt Ltd., 5.65%, 12/24/24							200				169,016
Calpine Corp.:
5.75%, 01/15/25(g)							608				562,400
5.25%, 06/01/26(d)(g)							718				682,100
4.50%, 02/15/28(d)							581				563,134
5.13%, 03/15/28(d)(g)							1,351				1,242,920
Clearway Energy Operating LLC:
5.75%, 10/15/25							214				211,860
4.75%, 03/15/28(d)							309				286,598
Genneia SA, 8.75%, 01/20/22(d)							200				112,250
Greenko Solar Mauritius Ltd., 5.95%, 07/29/26							200				161,271
NRG Energy, Inc.:
6.63%, 01/15/27(g)							898				933,920
5.75%, 01/15/28							63				64,260
5.25%, 06/15/29(d)							993				1,022,790
TerraForm Power Operating LLC(d):
4.25%, 01/31/23							184				182,620
5.00%, 01/31/28							228				238,898
4.75%, 01/15/30							334				323,980
											6,758,017
Industrial Conglomerates — 0.1%
BWX Technologies, Inc., 5.38%, 07/15/26(d)							209				200,640

Security						Par (000)				Value
Industrial Conglomerates (continued)
Grupo KUO SAB de CV, 5.75%, 07/07/27(d)			USD				200			$	144,625
											345,265
Insurance — 1.7%
Acrisure LLC/Acrisure Finance, Inc., 8.13%, 02/15/24(d)							173				168,511
Alliant Holdings Intermediate LLC/Alliant Holdings Co-Issuer, 6.75%, 10/15/27(d)(g)							1,031				965,428
Allied World Assurance Co. Holdings Ltd., 4.35%, 10/29/25(g)							360				367,540
AmWINS Group, Inc., 7.75%, 07/01/26(d)							221				216,580
Aon PLC, 3.88%, 12/15/25(g)							1,115				1,162,251
Asahi Mutual Life Insurance Co., (5 year USD Swap + 4.59%), 6.50%(i)(j)							306				290,707
Assicurazioni Generali SpA, (3 mo. Euribor + 5.35%), 5.50%, 10/27/47(i)			EUR				100				119,682
Global Atlantic Fin Co., 8.63%, 04/15/21(d)(g)			USD				750				798,934
GTCR AP Finance, Inc., 8.00%, 05/15/27(d)							355				326,600
HUB International Ltd., 7.00%, 05/01/26(d)(g)							1,308				1,294,920
Lincoln National Corp., 3.35%, 03/09/25(g)							845				845,027
Muenchener Rueckversicherungs-Gesellschaft AG in Muenchen(3 mo. Euribor + 3.50%), 6.00%, 05/26/41(i)			EUR				400				461,550
Nationstar Mortgage Holdings, Inc.(d):
8.13%, 07/15/23(g)			USD				712				696,194
9.13%, 07/15/26							94				85,070
Nationwide Building Society, (5 year USD ICE Swap + 1.85%), 4.13%, 10/18/32(d)(g)(i)							595				573,787
											8,372,781
Interactive Media & Services — 0.8%
Go Daddy Operating Co. LLC/GD Finance Co., Inc., 5.25%, 12/01/27(d)							303				305,788
Match Group, Inc.(d):
5.63%, 02/15/29							177				169,035
4.13%, 08/01/30							230				205,562
Netflix, Inc.:
4.88%, 04/15/28							109				112,270
5.88%, 11/15/28(g)							754				805,649
5.38%, 11/15/29(d)(g)							793				822,856
3.63%, 06/15/30			EUR				100				107,533
4.88%, 06/15/30(d)			USD				515				522,802
Rackspace Hosting, Inc., 8.63%, 11/15/24(d)(g)							202				181,295
Twitter, Inc., 3.88%, 12/15/27(d)							129				124,082

11

Schedule of Investments  (unaudited) (continued) March 31, 2020 BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets)

Security						Par (000)				Value
Interactive Media & Services (continued)
Uber Technologies, Inc.(d)(g):
7.50%, 11/01/23			USD				253			$	246,058
8.00%, 11/01/26							129				128,032
7.50%, 09/15/27							164				161,901
											3,892,863
IT Services — 0.7%
21Vianet Group, Inc., 7.88%, 10/15/21							200				168,008
Banff Merger Sub, Inc., 9.75%, 09/01/26(d)(g)							1,618				1,423,840
Camelot Finance SA, 4.50%, 11/01/26(d)(g)							679				658,630
Fair Isaac Corp., 4.00%, 06/15/28(d)							169				160,127
Gartner, Inc., 5.13%, 04/01/25(d)							174				170,085
Outfront Media Capital LLC/Outfront Media Capital Corp., 5.00%, 08/15/27(d)							470				432,400
Science Applications International Corp., 4.88%, 04/01/28(d)							254				243,840
WEX, Inc., 4.75%, 02/01/23(d)							177				169,920
Xerox Corp., 4.80%, 03/01/35							203				164,430
											3,591,280
Leisure Products — 0.2%
Mattel, Inc.:
6.75%, 12/31/25(d)(g)							638				648,782
5.88%, 12/15/27(d)							293				301,146
6.20%, 10/01/40							24				19,860
5.45%, 11/01/41							110				86,900
											1,056,688
Machinery — 0.6%
Colfax Corp.(d):
6.00%, 02/15/24							575				554,875
6.38%, 02/15/26							270				265,950
Manitowoc Co., Inc., 9.00%, 04/01/26(d)							99				87,615
Mueller Water Products, Inc., 5.50%, 06/15/26(d)							336				325,080
RBS Global, Inc./Rexnord LLC, 4.88%, 12/15/25(d)							353				330,055
SPX FLOW, Inc.(d):
5.63%, 08/15/24							206				199,820
5.88%, 08/15/26							89				85,440
Terex Corp., 5.63%, 02/01/25(d)(g)							352				330,915
Titan Acquisition Ltd./Titan Co-Borrower LLC, 7.75%, 04/15/26(d)(g)							813				678,855
Wabash National Corp., 5.50%, 10/01/25(d)							241				191,595
											3,050,200

Security						Par (000)				Value
Media — 8.4%
Altice Financing SA:
7.50%, 05/15/26(d)(g)			USD				1,143			$	1,107,453
3.00%, 01/15/28			EUR				100				96,967
5.00%, 01/15/28(d)			USD				378				334,530
Altice France SA:
7.38%, 05/01/26(d)(g)							2,104				2,088,536
5.88%, 02/01/27			EUR				100				111,669
8.13%, 02/01/27(d)(g)			USD				707				737,047
AMC Networks, Inc., 4.75%, 08/01/25							222				215,895
Block Communications, Inc., 4.88%, 03/01/28(d)							128				119,040
CCO Holdings LLC/CCO Holdings Capital Corp.(d):
4.00%, 03/01/23(g)							670				667,488
5.13%, 05/01/27(g)							1,008				1,010,621
5.88%, 05/01/27							349				359,470
5.00%, 02/01/28							34				34,085
5.38%, 06/01/29(g)							1,248				1,282,445
4.75%, 03/01/30							147				146,265
4.50%, 08/15/30(g)							1,354				1,326,920
4.50%, 05/01/32(g)							1,260				1,228,752
Charter Communications Operating LLC/Charter Communications Operating Capital, 4.91%, 07/23/25(g)							2,425				2,574,364
Clear Channel Worldwide Holdings, Inc.(d)(g):
9.25%, 02/15/24							908				778,610
5.13%, 08/15/27							1,774				1,678,647
Comcast Corp., 3.95%, 10/15/25(g)							3,000				3,262,018
Connect Finco Sarl/Connect US Finco LLC, 6.75%, 10/01/26(d)							1,466				1,211,282
CSC Holdings LLC:
6.75%, 11/15/21							187				192,610
5.38%, 07/15/23(d)(g)							1,109				1,108,989
5.25%, 06/01/24							123				123,306
7.75%, 07/15/25(d)							202				210,080
6.63%, 10/15/25(d)(g)							235				247,058
10.88%, 10/15/25(d)(g)							1,614				1,745,137
5.50%, 05/15/26(d)(g)							200				206,870
5.38%, 02/01/28(d)							200				204,000
6.50%, 02/01/29(d)(g)							865				932,894
5.75%, 01/15/30(d)(g)							862				869,293
Diamond Sports Group LLC/Diamond Sports Finance Co., 5.38%, 08/15/26(d)							650				528,138
Discovery Communications LLC(g):
3.25%, 04/01/23							1,490				1,485,583
3.45%, 03/15/25							170				164,585
DISH DBS Corp.:
6.75%, 06/01/21(g)							627				635,778
5.88%, 07/15/22(g)							1,365				1,329,264
5.00%, 03/15/23							358				342,534
7.75%, 07/01/26							217				222,968

12

Schedule of Investments  (unaudited) (continued) March 31, 2020 BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets)

Security						Par (000)				Value
Media (continued)
DISH Network Corp.(l):
2.38%, 03/15/24			USD				56			$	45,240
3.38%, 08/15/26							385				307,247
Entercom Media Corp., 6.50%, 05/01/27(d)							286				248,105
Front Range BidCo, Inc.(d):
4.00%, 03/01/27							1,637				1,565,381
6.13%, 03/01/28							967				918,650
Hughes Satellite Systems Corp., 5.25%, 08/01/26(g)							177				175,230
iHeartCommunications, Inc.:
6.38%, 05/01/26							264				249,973
5.25%, 08/15/27(d)							122				106,750
4.75%, 01/15/28(d)							78				70,200
Intelsat Jackson Holdings SA, 5.50%, 08/01/23(g)							927				607,185
Lamar Media Corp.:
5.75%, 02/01/26							124				125,860
4.00%, 02/15/30(d)							126				117,180
LCPR Senior Secured Financing DAC, 6.75%, 10/15/27(d)							400				394,000
Live Nation Entertainment, Inc.(d):
4.88%, 11/01/24							29				26,400
4.75%, 10/15/27							199				177,110
Meredith Corp., 6.88%, 02/01/26							56				49,129
Midcontinent Communications/Midcontinent Finance Corp., 5.38%, 08/15/27(d)							177				171,374
Network i2i Ltd., (5 year CMT + 4.27%), 5.65%(i)(j)							250				198,438
Qualitytech LP/QTS Finance Corp., 4.75%, 11/15/25(d)							146				140,890
Radiate Holdco LLC/Radiate Finance, Inc., 6.63%, 02/15/25(d)							137				116,450
Sable International Finance Ltd., 5.75%, 09/07/27(d)							200				180,000
Sirius XM Radio, Inc.(d):
5.00%, 08/01/27							322				326,798
5.50%, 07/01/29(g)							887				904,740
TEGNA, Inc., 5.50%, 09/15/24(d)							66				62,700
Telenet Finance Luxembourg Notes Sarl, 5.50%, 03/01/28(d)							200				186,000
Terrier Media Buyer, Inc., 8.88%, 12/15/27(d)							490				414,050
Tower Bersama Infrastructure Tbk PT, 4.25%, 01/21/25							200				175,000
United Group BV, 3.63%, 02/15/28			EUR				100				89,247
Univision Communications, Inc.(d):
5.13%, 05/15/23(g)			USD				366				323,910
5.13%, 02/15/25							133				113,383
Videotron Ltd., 5.13%, 04/15/27(d)							439				439,000

Security						Par (000)				Value
Media (continued)
Virgin Media Finance PLC, 5.75%, 01/15/25(d)(g)			USD				855			$	829,350
Virgin Media Receivables Financing Notes I DAC, 5.50%, 09/15/24			GBP				100				120,284
Virgin Media Secured Finance PLC(d):
5.50%, 08/15/26			USD				200				203,000
5.50%, 05/15/29							200				199,280
Ziggo Bond Co. BV(d):
6.00%, 01/15/27							199				193,030
5.13%, 02/28/30							225				220,500
Ziggo BV:
4.25%, 01/15/27			EUR				90				98,368
5.50%, 01/15/27(d)(g)			USD				599				599,000
4.88%, 01/15/30(d)							200				194,787
											42,604,410
Metals & Mining — 1.8%
ABJA Investment Co. Pte Ltd., 5.95%, 07/31/24							250				204,625
Allegheny Technologies, Inc., 5.88%, 12/01/27							183				152,347
Arconic Corp., 6.13%, 02/15/28(d)							222				226,995
Big River Steel LLC/BRS Finance Corp., 7.25%, 09/01/25(d)							221				201,110
Constellium SE(d):
5.75%, 05/15/24							506				451,656
6.63%, 03/01/25(g)							1,269				1,142,100
5.88%, 02/15/26(g)							838				729,060
Freeport-McMoRan, Inc.:
3.55%, 03/01/22							91				87,929
3.88%, 03/15/23							1,119				1,057,455
4.25%, 03/01/30							386				335,820
5.40%, 11/14/34							161				148,925
5.45%, 03/15/43							1,990				1,781,050
Gold Fields Orogen Holdings BVI Ltd., 5.13%, 05/15/24(d)							200				187,812
Grinding Media, Inc./Moly-Cop AltaSteel Ltd., 7.38%, 12/15/23(d)							371				346,069
Joseph T Ryerson & Son, Inc., 11.00%, 05/15/22(d)							135				125,550
JSW Steel Ltd., 5.95%, 04/18/24							200				149,875
Kaiser Aluminum Corp., 4.63%, 03/01/28(d)							143				126,912
Nexa Resources SA, 5.38%, 05/04/27(d)							237				177,750
Novelis Corp.(d):
5.88%, 09/30/26							502				492,645
4.75%, 01/30/30							881				784,090
thyssenkrupp AG:
1.88%, 03/06/23			EUR				43				41,497
2.88%, 02/22/24							84				81,526
Vale Overseas Ltd., 6.25%, 08/10/26(g)			USD				188				201,164

13

Schedule of Investments  (unaudited) (continued) March 31, 2020 BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets)

Security						Par (000)				Value
Metals & Mining (continued)
Vedanta Resources Finance II PLC, 8.00%, 04/23/23			USD				313			$	118,549
											9,352,511
Multi-Utilities — 0.3%
Brooklyn Union Gas Co., 3.41%, 03/10/26(d)(g)							1,475				1,515,282
Superior Plus LP/Superior General Partner, Inc., 7.00%, 07/15/26(d)							243				236,925
											1,752,207
Multiline Retail — 0.1%
Dufry One BV, 2.00%, 02/15/27			EUR				100				85,939
Future Retail Ltd.:
5.60%, 01/22/25			USD				200				100,250
5.60%, 01/22/25(d)							200				100,250
											286,439
Offshore Drilling & Other Services — 0.0%
Entegris, Inc., 4.63%, 02/10/26(d)							190				180,500
Oil, Gas & Consumable Fuels — 4.2%
Apache Corp., 3.25%, 04/15/22							10				7,508
Ascent Resources Utica Holdings LLC/ARU Finance Corp., 10.00%, 04/01/22(d)							547				319,995
Bioceanico Sovereign Certificate Ltd., 0.00%, 06/05/34(k)							150				84,750
Buckeye Partners LP:
4.13%, 03/01/25(d)							262				220,866
4.50%, 03/01/28(d)							362				296,840
5.85%, 11/15/43							130				87,061
5.60%, 10/15/44							146				91,980
Callon Petroleum Co.:
6.25%, 04/15/23							372				88,350
6.13%, 10/01/24							208				36,920
8.25%, 07/15/25							243				38,880
Series WI, 6.38%, 07/01/26							192				32,160
Centennial Resource Production LLC, 6.88%, 04/01/27(d)							255				62,475
Cheniere Corpus Christi Holdings LLC, 5.13%, 06/30/27							106				94,140
Cheniere Energy Partners LP:
5.63%, 10/01/26							173				159,160
4.50%, 10/01/29(d)							512				445,440
Series WI, 5.25%, 10/01/25							48				44,160
Chesapeake Energy Corp., 11.50%, 01/01/25(d)							503				85,510
Cimarex Energy Co., 4.38%, 06/01/24							20				15,761
Citgo Holding, Inc., 9.25%, 08/01/24(d)							228				185,820
CNX Resources Corp., 5.88%, 04/15/22(g)							916				838,140
Comstock Resources, Inc.:
7.50%, 05/15/25(d)							287				186,550
9.75%, 08/15/26							138				98,297

Security						Par (000)				Value
Oil, Gas & Consumable Fuels (continued)
Continental Resources, Inc., 5.00%, 09/15/22			USD				25			$	15,949
Crestwood Midstream Partners LP/Crestwood Midstream Finance Corp.:
6.25%, 04/01/23							21				11,764
5.63%, 05/01/27(d)							389				213,837
CrownRock LP/CrownRock Finance, Inc., 5.63%, 10/15/25(d)(g)							1,170				608,400
CVR Energy, Inc.(d):
5.25%, 02/15/25							231				179,603
5.75%, 02/15/28							77				57,558
DCP Midstream Operating LP:
5.38%, 07/15/25(g)							188				128,366
5.13%, 05/15/29							99				62,365
6.45%, 11/03/36(d)							226				108,412
6.75%, 09/15/37(d)(g)							392				211,680
Denbury Resources, Inc., 9.00%, 05/15/21(d)							235				68,738
Diamondback Energy, Inc., 3.50%, 12/01/29							46				31,276
eG Global Finance PLC:
6.75%, 02/07/25(d)							396				324,720
6.25%, 10/30/25			EUR				142				124,505
8.50%, 10/30/25(d)			USD				252				224,280
Enbridge, Inc., (3 mo. LIBOR US + 3.64%), 6.25%, 03/01/78(g)(i)							1,565				1,173,750
Endeavor Energy Resources LP/EER Finance, Inc.(d):
5.50%, 01/30/26							650				448,636
5.75%, 01/30/28							408				277,440
EnLink Midstream LLC, 5.38%, 06/01/29							82				42,640
EnLink Midstream Partners LP:
4.40%, 04/01/24							240				121,128
4.15%, 06/01/25							17				8,240
4.85%, 07/15/26							99				48,678
5.60%, 04/01/44							176				59,400
5.05%, 04/01/45							28				10,212
EnQuest PLC, (7.00% PIK), 7.00%, 10/15/23(d)(h)							7				1,680
EQT Corp.:
3.90%, 10/01/27							61				42,072
7.00%, 02/01/30							18				13,410
Extraction Oil & Gas, Inc.(d):
7.38%, 05/15/24							302				53,605
5.63%, 02/01/26							572				94,380
Genesis Energy LP/Genesis Energy Finance Corp.:
6.00%, 05/15/23							171				124,035
5.63%, 06/15/24							169				118,300
6.50%, 10/01/25							95				68,666
7.75%, 02/01/28							167				116,265

14

Schedule of Investments  (unaudited) (continued) March 31, 2020 BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets)

Security						Par (000)				Value
Oil, Gas & Consumable Fuels (continued)
Geopark Ltd., 6.50%, 09/21/24(d)			USD				200			$	113,500
GMR Hyderabad International Airport Ltd., 4.25%, 10/27/27							200				159,848
Great Western Petroleum LLC/Great Western Finance, Inc., 9.00%, 09/30/21(d)							484				309,760
Hess Corp., 4.30%, 04/01/27							50				36,211
Hess Midstream Operations LP, 5.63%, 02/15/26(d)							210				148,274
Hilong Holding Ltd., 8.25%, 09/26/22							200				130,000
HPCL-Mittal Energy Ltd., 5.45%, 10/22/26							200				151,688
Impulsora Pipeline LLC, 6.05%, 12/31/42(a)							1,452				1,414,209
Indigo Natural Resources LLC, 6.88%, 02/15/26(d)							444				293,040
Matador Resources Co., 5.88%, 09/15/26							323				94,639
Medco Bell Pte Ltd., 6.38%, 01/30/27							250				145,000
Medco Oak Tree Pte Ltd., 7.38%, 05/14/26							250				147,813
MEG Energy Corp.(d):
7.00%, 03/31/24							48				22,140
6.50%, 01/15/25(g)							635				401,637
MPLX LP(d):
6.38%, 05/01/24							101				90,603
4.25%, 12/01/27							185				149,433
Murphy Oil Corp.:
5.75%, 08/15/25							25				13,378
5.88%, 12/01/42							29				11,887
Nabors Industries Ltd.(d):
7.25%, 01/15/26							174				59,160
7.50%, 01/15/28							159				50,880
Nabors Industries, Inc., 4.63%, 09/15/21							20				12,600
Neptune Energy Bondco PLC, 6.63%, 05/15/25(d)							200				112,000
NGPL PipeCo LLC, 7.77%, 12/15/37(d)							227				225,982
NuStar Logistics LP, 6.00%, 06/01/26							163				120,620
Occidental Petroleum Corp.:
4.85%, 03/15/21							89				74,715
2.60%, 08/13/21							218				171,412
2.70%, 08/15/22							141				100,539
Series 1, 4.10%, 02/01/21							130				110,498
Odebrecht Offshore Drilling Finance Ltd.(d):
6.72%, 12/01/22			BRL				63				50,069
(7.72% PIK), 7.72%, 12/01/26(h)							9				930
Pacific Drilling SA, 8.38%, 10/01/23(d)			USD				332				89,640

Security						Par (000)				Value
Oil, Gas & Consumable Fuels (continued)
Parsley Energy LLC/Parsley Finance Corp.(d):
5.38%, 01/15/25			USD				251			$	193,892
5.25%, 08/15/25							59				44,840
5.63%, 10/15/27							271				191,055
4.13%, 02/15/28							281				191,080
PBF Holding Co. LLC/PBF Finance Corp., 7.25%, 06/15/25							137				91,831
PDC Energy, Inc.:
6.25%, 12/01/25							122				59,762
1.13%, 09/15/21(l)							922				752,031
6.13%, 09/15/24							140				74,725
5.75%, 05/15/26							108				60,480
Pertamina Persero PT, 4.30%, 05/20/23							200				199,125
Petrobras Global Finance BV:
6.00%, 01/27/28							189				183,046
7.25%, 03/17/44							160				160,503
Puma International Financing SA, 5.13%, 10/06/24(d)							200				71,000
QEP Resources, Inc.:
6.88%, 03/01/21							456				232,560
5.38%, 10/01/22							178				83,660
5.25%, 05/01/23							138				51,060
5.63%, 03/01/26(g)							202				73,730
Range Resources Corp.:
5.88%, 07/01/22							44				31,680
5.00%, 08/15/22							192				143,942
5.00%, 03/15/23(g)							199				145,270
Saudi Arabian Oil Co., 3.50%, 04/16/29							200				196,500
SM Energy Co.:
6.13%, 11/15/22							143				60,507
5.00%, 01/15/24							334				110,220
5.63%, 06/01/25(g)							125				34,064
6.75%, 09/15/26							122				36,600
6.63%, 01/15/27							34				9,896
Southwestern Energy Co., 4.10%, 03/15/22							222				166,500
Sunoco Logistics Partners Operations LP, 3.90%, 07/15/26(g)							235				196,596
Sunoco LP/Sunoco Finance Corp.:
6.00%, 04/15/27							141				121,260
Series WI, 4.88%, 01/15/23							213				203,415
Series WI, 5.50%, 02/15/26							33				28,554
Series WI, 5.88%, 03/15/28							124				102,920
Tallgrass Energy Partners LP/Tallgrass Energy Finance Corp.(d):
5.50%, 09/15/24							462				254,100
5.50%, 01/15/28(g)							47				24,440
Targa Resources Partners LP/Targa Resources Partners Finance Corp.:
5.13%, 02/01/25							118				100,583
5.88%, 04/15/26							304				252,320
5.38%, 02/01/27							2				1,646

15

Schedule of Investments  (unaudited) (continued) March 31, 2020 BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets)

Security						Par (000)				Value
Oil, Gas & Consumable Fuels (continued)
6.50%, 07/15/27			USD				324			$	276,210
5.00%, 01/15/28							359				289,377
6.88%, 01/15/29(g)							786				632,730
5.50%, 03/01/30(d)							364				281,154
Transcontinental Gas Pipe Line Co. LLC, 4.00%, 03/15/28(g)							280				251,353
Transocean, Inc., 8.00%, 02/01/27(d)							324				153,900
Viper Energy Partners LP, 5.38%, 11/01/27(d)							123				103,320
WPX Energy, Inc.:
8.25%, 08/01/23							100				73,500
5.25%, 09/15/24							84				51,240
5.75%, 06/01/26							61				34,770
5.25%, 10/15/27							104				57,200
4.50%, 01/15/30							446				242,178
YPF SA, 8.50%, 07/28/25							250				128,477
											21,237,660
Paper & Forest Products — 0.0%
Norbord, Inc., 6.25%, 04/15/23(d)							152				146,680
Pharmaceuticals — 3.0%
AbbVie, Inc., 3.60%, 05/14/25(g)							695				729,339
Allergan Funding SCS, 3.45%, 03/15/22(g)							2,460				2,554,312
Bausch Health Americas, Inc., 8.50%, 01/31/27(d)(g)							1,109				1,158,905
Bausch Health Cos., Inc.:
5.50%, 03/01/23(d)							150				147,000
4.50%, 05/15/23			EUR				346				365,164
5.88%, 05/15/23(d)			USD				33				32,835
7.00%, 03/15/24(d)							317				322,941
6.13%, 04/15/25(d)(g)							813				800,805
5.50%, 11/01/25(d)(g)							152				153,566
9.00%, 12/15/25(d)							501				528,154
5.75%, 08/15/27(d)							145				149,292
7.00%, 01/15/28(d)							266				273,022
5.00%, 01/30/28(d)							214				202,594
7.25%, 05/30/29(d)							498				516,824
5.25%, 01/30/30(d)							260				245,846
Catalent Pharma Solutions, Inc.:
5.00%, 07/15/27(d)							495				480,150
2.38%, 03/01/28			EUR				100				100,364
Charles River Laboratories International, Inc.(d):
5.50%, 04/01/26			USD				365				375,950
4.25%, 05/01/28							167				160,971
CVS Health Corp.(g):
4.75%, 12/01/22							165				174,720
4.10%, 03/25/25							2,355				2,491,195

Security						Par (000)				Value
Pharmaceuticals (continued)
Elanco Animal Health, Inc., 5.65%, 08/28/28			USD				176			$	185,566
Endo DAC/Endo Finance LLC/Endo Finco, Inc., 6.00%, 07/15/23(d)							200				144,876
Jaguar Holding Co. II/Pharmaceutical Product Development LLC, 6.38%, 08/01/23(d)(g)							1,567				1,594,422
MEDNAX, Inc., 6.25%, 01/15/27(d)(g)							323				259,208
Nidda BondCo GmbH, 7.25%, 09/30/25			EUR				100				97,187
Nidda Healthcare Holding GmbH, 3.50%, 09/30/24							100				101,742
Par Pharmaceutical, Inc., 7.50%, 04/01/27(d)(g)			USD				989				984,055
											15,331,005
Producer Durables: Miscellaneous — 0.2%
Open Text Corp., 3.88%, 02/15/28(d)							411				386,340
Open Text Holdings, Inc., 4.13%, 02/15/30(d)							411				386,443
											772,783
Professional Services — 0.2%
ASGN, Inc., 4.63%, 05/15/28(d)							286				265,665
Dun & Bradstreet Corp., 10.25%, 02/15/27(d)							497				526,820
											792,485
Real Estate — 0.9%
Central China Real Estate Ltd., 7.25%, 04/24/23							200				154,000
China Aoyuan Group Ltd.:
7.50%, 05/10/21							200				194,528
7.95%, 02/19/23							450				412,632
China SCE Group Holdings Ltd., 7.25%, 04/19/23							200				172,000
CIFI Holdings Group Co. Ltd.:
7.63%, 03/02/21							200				198,000
6.55%, 03/28/24							200				185,022
Country Garden Holdings Co. Ltd.:
8.00%, 01/27/24							200				204,000
6.50%, 04/08/24							200				194,938
6.15%, 09/17/25							200				192,000
Easy Tactic Ltd., 9.13%, 07/28/22							200				181,748
Kaisa Group Holdings Ltd., 11.95%, 10/22/22							200				172,375
KWG Group Holdings Ltd., 7.88%, 09/01/23							200				186,272
Logan Property Holdings Co. Ltd.:
7.50%, 08/25/22							200				189,750
6.50%, 07/16/23							200				187,125
New Metro Global Ltd.:
6.50%, 04/23/21							200				191,500
6.80%, 08/05/23							200				172,000

16

Schedule of Investments  (unaudited) (continued) March 31, 2020 BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets)

Security						Par (000)				Value
Real Estate (continued)
Powerlong Real Estate Holdings Ltd., 7.13%, 11/08/22			USD				200			$	179,654
Prologis LP, 3.75%, 11/01/25(g)							255				270,585
Ronshine China Holdings Ltd.:
11.25%, 08/22/21							200				196,500
10.50%, 03/01/22							200				189,750
8.95%, 01/22/23							200				184,950
Yuzhou Properties Co. Ltd., 8.63%, 01/23/22							200				189,882
Zhenro Properties Group Ltd.:
9.15%, 03/08/22							200				183,750
8.70%, 08/03/22							200				161,334
											4,744,295
Real Estate Management & Development — 1.6%
ADLER Real Estate AG, 3.00%, 04/27/26			EUR				100				95,612
Agile Group Holdings Ltd.:
(5 year CMT + 11.29%), 7.88%(i)(j)			USD				200				159,518
6.70%, 03/07/22							250				239,830
Central China Real Estate Ltd., 6.88%, 08/08/22							200				163,500
China Evergrande Group:
8.25%, 03/23/22							200				161,575
9.50%, 04/11/22							200				162,250
11.50%, 01/22/23							450				363,082
12.00%, 01/22/24							250				187,031
China SCE Group Holdings Ltd., 7.38%, 04/09/24							200				175,375
CIFI Holdings Group Co. Ltd.:
7.63%, 02/28/23							200				192,137
6.45%, 11/07/24							200				181,454
Country Garden Holdings Co. Ltd., 5.13%, 01/14/27							200				185,250
Easy Tactic Ltd.:
8.75%, 01/10/21							200				193,000
8.13%, 02/27/23							200				173,000
Fantasia Holdings Group Co. Ltd.:
8.38%, 03/08/21							200				181,000
11.75%, 04/17/22							200				172,100
Greenland Global Investment Ltd.:
7.25%, 03/12/22							200				186,868
5.60%, 11/13/22							200				172,500
Greystar Real Estate Partners LLC, 5.75%, 12/01/25(d)							174				157,480
Heimstaden Bostad AB, (5 year EUR Swap + 3.67%), 3.25%(i)(j)			EUR				100				89,059
Hopson Development Holdings Ltd., 7.50%, 06/27/22			USD				200				183,494
Howard Hughes Corp., 5.38%, 03/15/25(d)							281				271,868
Kaisa Group Holdings Ltd.:
11.25%, 04/09/22							200				178,250

Security						Par (000)				Value
Real Estate Management & Development (continued)
11.50%, 01/30/23			USD				200			$	167,651
10.88%, 07/23/23							400				323,500
KWG Group Holdings Ltd.:
7.88%, 08/09/21							200				192,433
7.40%, 03/05/24							200				180,662
Logan Property Holdings Co. Ltd.:
6.90%, 06/09/24							200				186,385
5.75%, 01/14/25							200				175,000
Newmark Group, Inc., 6.13%, 11/15/23							106				107,826
Redsun Properties Group Ltd., 9.95%, 04/11/22							200				168,430
RKPF Overseas A Ltd., Class A, 6.70%, 09/30/24							513				458,654
Shimao Property Holdings Ltd.:
6.13%, 02/21/24							200				198,875
5.60%, 07/15/26							200				192,625
Sunac China Holdings Ltd.:
7.25%, 06/14/22							200				187,887
7.95%, 10/11/23							200				183,188
7.50%, 02/01/24							200				179,850
Times China Holdings Ltd., 6.75%, 07/16/23							313				282,385
Yango Justice International Ltd., 10.00%, 02/12/23							200				174,250
Yuzhou Properties Co. Ltd.:
8.50%, 02/04/23							200				183,814
8.50%, 02/26/24							200				177,625
8.38%, 10/30/24							200				173,313
											8,119,586
Road & Rail — 0.5%
Autostrade per l’Italia SpA, 5.88%, 06/09/24			EUR				200				222,786
Herc Holdings, Inc., 5.50%, 07/15/27(d)			USD				416				386,880
Lima Metro Line 2 Finance Ltd., 5.88%, 07/05/34(d)							1,633				1,714,629
United Rentals North America, Inc.:
5.25%, 01/15/30							161				160,952
4.00%, 07/15/30							152				136,040
											2,621,287
Semiconductors & Semiconductor Equipment — 1.1%
Advanced Micro Devices, Inc., 7.50%, 08/15/22							73				77,380
Analog Devices, Inc.(g):
3.90%, 12/15/25							375				391,258
3.50%, 12/05/26							275				278,113
Applied Materials, Inc., 3.90%, 10/01/25(g)							285				300,282
Broadcom Corp./Broadcom Cayman Finance Ltd., 3.63%, 01/15/24(g)							1,515				1,488,157

17

Schedule of Investments  (unaudited) (continued) March 31, 2020 BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets)

Security						Par (000)				Value
Semiconductors & Semiconductor Equipment (continued)
Microchip Technology, Inc., 1.63%, 02/15/25(l)			USD				86			$	124,646
ON Semiconductor Corp., 1.00%, 12/01/20(l)							274				272,187
Qorvo, Inc.:
5.50%, 07/15/26							234				244,589
4.38%, 10/15/29(d)							82				76,260
QUALCOMM, Inc., 3.45%, 05/20/25(g)							1,570				1,645,136
Sensata Tech, Inc., 4.38%, 02/15/30(d)							190				171,000
Sensata Technologies BV(d):
5.63%, 11/01/24							229				223,275
5.00%, 10/01/25(g)							324				306,990
											5,599,273
Software — 2.3%
ACI Worldwide, Inc., 5.75%, 08/15/26(d)(g)							696				689,040
CA, Inc., 3.60%, 08/15/22(g)							555				520,326
Castle US Holding Corp., 9.50%, 02/15/28(d)							585				555,750
CDK Global, Inc.:
4.88%, 06/01/27							655				671,375
5.25%, 05/15/29(d)							138				140,760
Genesys Telecommunications Laboratories, Inc./Greeneden Lux 3 Sarl/Greeneden US Ho, 10.00%, 11/30/24(d)(g)							1,047				1,070,861
Infor US, Inc., 6.50%, 05/15/22(g)							2,144				2,106,480
MSCI, Inc.(d):
4.00%, 11/15/29							83				82,451
3.63%, 09/01/30							84				79,695
Nuance Communications, Inc., 5.63%, 12/15/26							303				294,874
PTC, Inc.:
6.00%, 05/15/24							227				233,588
3.63%, 02/15/25(d)							164				153,340
4.00%, 02/15/28(d)							187				179,576
RP Crown Parent LLC, 7.38%, 10/15/24(d)(g)							758				722,222
Solera LLC/Solera Finance, Inc., 10.50%, 03/01/24(d)(g)							1,829				1,792,420
Sophia LP/Sophia Finance, Inc., 9.00%, 09/30/23(d)							292				292,000
SS&C Technologies, Inc., 5.50%, 09/30/27(d)(g)							1,814				1,890,569
Veritas US, Inc./Veritas Bermuda Ltd., 7.50%, 02/01/23(d)							200				176,000
											11,651,327
Specialty Retail — 0.6%
Asbury Automotive Group, Inc.(d):
4.50%, 03/01/28							87				73,950
4.75%, 03/01/30							85				72,250

Security						Par (000)				Value
Specialty Retail (continued)
Catalent Pharma Solutions, Inc., 4.88%, 01/15/26(d)			USD				324			$	314,280
Group 1 Automotive, Inc.:
5.00%, 06/01/22							155				142,600
5.25%, 12/15/23(d)							18				18,473
IAA, Inc., 5.50%, 06/15/27(d)							372				359,910
L Brands, Inc.:
6.88%, 11/01/35							401				296,740
6.75%, 07/01/36							71				51,120
Penske Automotive Group, Inc., 5.50%, 05/15/26							32				29,190
PetSmart, Inc.(d)(g):
7.13%, 03/15/23							256				238,400
5.88%, 06/01/25							903				889,455
Staples, Inc., 7.50%, 04/15/26(d)(g)							882				779,467
											3,265,835
Technology Hardware, Storage & Peripherals — 0.6%
Dell International LLC/EMC Corp., 7.13%, 06/15/24(d)(g)							931				961,258
Hewlett Packard Enterprise Co., 4.90%, 10/15/25(g)							375				394,834
NCR Corp.(d):
5.75%, 09/01/27							220				200,200
6.13%, 09/01/29							228				212,929
Presidio Holdings, Inc.(d):
4.88%, 02/01/27							363				324,885
8.25%, 02/01/28(g)							481				423,881
Western Digital Corp., 4.75%, 02/15/26(g)							589				597,835
											3,115,822
Textiles, Apparel & Luxury Goods — 0.0%
William Carter Co., 5.63%, 03/15/27(d)							160				154,800
Thrifts & Mortgage Finance — 0.1%
Ladder Capital Finance Holdings LLLP/Ladder Capital Finance Corp., 5.25%, 03/15/22(d)							23				20,585
Nationstar Mortgage Holdings, Inc., 6.00%, 01/15/27(d)							402				341,700
											362,285
Transportation Infrastructure — 0.2%
Aeropuertos Dominicanos Siglo XXI SA, 6.75%, 03/30/29(d)							200				132,000
Ferrovial Netherlands BV(5 year EUR Swap + 2.13%), 2.12%(i)(j)			EUR				100				89,726
Heathrow Finance PLC, 4.13%, 09/01/29			GBP				100				106,262

18

Schedule of Investments  (unaudited) (continued) March 31, 2020 BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets)

Security						Par (000)				Value
Transportation Infrastructure (continued)
Transurban Finance Co. Property Ltd., 4.13%, 02/02/26(d)(g)			USD				435			$	477,898
											805,886
Utilities — 0.1%
Generacion Mediterranea SA/Generacion Frias SA/Central Termica Roca SA, 9.63%, 07/27/23(d)							293				123,060
Vistra Operations Co. LLC(d):
3.55%, 07/15/24							6				5,639
5.50%, 09/01/26							8				8,240
5.63%, 02/15/27							422				435,188
5.00%, 07/31/27							158				160,370
											732,497
Wireless Telecommunication Services — 2.2%
Altice France SA, 5.50%, 01/15/28(d)							581				543,990
Comunicaciones Celulares SA Via Comcel Trust, 6.88%, 02/06/24(d)							300				286,969
Iron Mountain, Inc., 3.00%, 01/15/25			EUR				100				96,871
Radiate Holdco LLC/Radiate Finance, Inc., 6.88%, 02/15/23(d)			USD				113				102,830
Rogers Communications, Inc., 5.00%, 03/15/44(g)							545				653,422
SBA Communications Corp.:
4.00%, 10/01/22							401				400,880
3.88%, 02/15/27(d)(g)							722				723,805
Sprint Capital Corp.:
6.88%, 11/15/28(g)							805				919,471
8.75%, 03/15/32							243				321,368
Sprint Corp.(g):
7.88%, 09/15/23							519				569,644
7.13%, 06/15/24							626				687,129
7.63%, 02/15/25							159				175,695
7.63%, 03/01/26							552				624,754
Sprint Spectrum Co. LLC/Sprint Spectrum Co. II LLC/Sprint Spectrum Co. III LLC, 3.36%, 09/20/21(d)(g)							195				194,025
T-Mobile USA, Inc.:
4.00%, 04/15/22							197				197,493
6.38%, 03/01/25							282				288,001
6.50%, 01/15/26							227				238,350
4.50%, 02/01/26(g)							498				509,205
4.75%, 02/01/28(g)							479				499,022
VICI Properties LP/VICI Note Co., Inc.(d):
3.50%, 02/15/25							387				360,877
4.25%, 12/01/26							1,246				1,143,205
3.75%, 02/15/27							411				387,367
4.13%, 08/15/30							1,102				1,031,747
Vodafone Group PLC, 3.10%, 01/03/79			EUR				100				106,016

Security						Par (000)				Value
Wireless Telecommunication Services (continued)
Xplornet Communications, Inc., (9.63% Cash or 10.63% PIK), 9.63%, 06/01/22(d)(h)			USD				141			$	131,588
											11,193,724
Total Corporate Bonds — 71.8% (Cost — $395,924,109)											363,804,554
Floating Rate Loan Interests(e) — 47.3%
Aerospace & Defense — 1.1%
Arconic Rolled Products Corp., Term Loan B, 1.00%, 02/04/27(a)(m)							266				239,400
Bleriot US Bidco, Inc.,(a)(m):
Delayed Draw Term Loan, (1 mo. LIBOR US), 7.00%, 10/31/26							61				53,461
Term Loan B, (1 mo. LIBOR US), 6.20%, 10/31/26							389				342,146
Dynasty Acquisition Co., Inc.,:
2020 CAD Term Loan B2, (1 mo. LIBOR US), 4.95%, 04/06/26							979				774,892
2020 Term Loan B1, (1 mo. LIBOR US), 4.95%, 04/06/26							1,822				1,441,301
TransDigm, Inc.,:
2020 Term Loan F, (1 mo. LIBOR + 2.25%), 3.24%, 12/09/25							2,321				2,106,290
2020 Term Loan G, (1 mo. LIBOR + 2.25%), 3.24%, 08/22/24							410				379,536
											5,337,026
Air Freight & Logistics — 0.2%
WestJet Airlines Ltd., Term Loan B, (1 mo. LIBOR + 3.00%, 1.00% Floor), 4.00%, 12/11/26							1,288				978,707
Airlines — 0.2%
American Airlines, Inc.,:
2017 1st Lien Term Loan, (1 mo. LIBOR US), 2.69%, 01/29/27							65				52,488
2017 Incremental Term Loan, (3 mo. LIBOR US), 2.70%, 12/14/23							881				691,970
Repriced TL B due 2023, (3 mo. LIBOR US), 2.94%, 04/28/23							393				317,180
											1,061,638
Auto Components — 1.0%
Dealer Tire, LLC, 2020 Term Loan B, (1 mo. LIBOR US), 5.24%, 12/12/25(a)							851				689,203
Panther BF Aggregator 2 LP, USD Term Loan B, (1 mo. LIBOR + 3.50%), 4.44%, 04/30/26(a)							2,312				2,103,993

19

Schedule of Investments  (unaudited) (continued) March 31, 2020 BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets)

Security						Par (000)				Value
Auto Components (continued)
USI, Inc.:
2017 Repriced Term Loan, (3 mo. LIBOR + 3.00%), 3.99%, 05/16/24			USD				1,509			$	1,373,593
2019 Incremental Term Loan B, (1 mo. LIBOR + 4.00%), 4.99%, 12/02/26							85				75,743
Wand NewCo 3, Inc., 2020 Term Loan, (6 mo. LIBOR + 3.00%), 4.07%, 02/05/26							617				548,688
											4,791,220
Banks — 0.3%
Capri Finance LLC, 2017 1st Lien Term Loan, (3 mo. LIBOR + 3.00%), 4.78%, 11/01/24							1,461				1,252,650
Building Materials — 0.4%
Allied Universal Holdco LLC, 2019 Term Loan B, (1 mo. LIBOR US), 5.24%, 07/10/26							1,978				1,819,758
Building Products — 0.4%
CPG International, Inc., 2017 Term Loan, (3 mo. LIBOR US), 5.93%, 05/05/24(m)							740				613,701
Wilsonart LLC, 2017 Term Loan B, (3 mo. LIBOR + 3.25%, 1.00% Floor), 4.71%, 12/19/23(a)							1,436				1,148,956
											1,762,657
Capital Markets — 0.7%
Duff & Phelps Corp., 2017 Term Loan B, (3 mo. LIBOR US), 4.25%, 02/13/25(a)							1,448				1,418,747
Fortress Investment Group LLC, 2018 Term Loan B, (3 mo. LIBOR US), 2.99%, 12/27/22							421				403,095
Greenhill & Co., Inc., Term Loan B, (3 mo. LIBOR US), 3.86%, 04/12/24(a)							491				426,771
Jefferies Finance LLC, 2019 Term Loan, (1 mo. LIBOR US), 4.24%, 06/03/26(a)							864				713,994
Travelport Finance (Luxembourg) Sarl,:
2019 2nd Lien Term Loan, (3 mo. LIBOR + 9.00%), 10.07%, 05/28/27(a)							410				129,834
2019 Term Loan, (3 mo. LIBOR + 5.00%), 6.07%, 05/29/26							996				638,070
											3,730,511

Security						Par (000)				Value
Chemicals — 1.6%
Alpha 3 BV, 2017 Term Loan B1, (3 mo. LIBOR + 3.00%, 1.00% Floor), 4.45%, 01/31/24(a)			USD				1,368			$	1,244,935
Ascend Performance Materials Operations LLC, 2019 Term Loan B, (3 mo. LIBOR US), 6.70%, 08/27/26(a)							1,059				889,776
Axalta Coating Systems US Holdings, Inc., Term Loan, (3 mo. LIBOR + 1.75%), 3.20%, 06/01/24(a)							732				684,157
Charter NEX US Holdings, Inc., 2017 Term Loan B, (3 mo. LIBOR US), 4.00%, 05/16/24(a)							1,373				1,159,763
Charter NEX US, Inc., Incremental Term Loan, (3 mo. LIBOR US), 4.49%, 05/16/24(a)							261				225,689
Chemours Co., 2018 Term Loan B, (3 mo. LIBOR US), 2.74%, 04/03/25(a)							343				312,353
Element Materials Technology Group US Holdings, Inc., 2017 Term Loan B, (3 mo. LIBOR + 3.50%, 1.00% Floor), 4.95%, 06/28/24(m)							351				297,001
Encapsys LLC, 2020 Term Loan B2, (1 mo. LIBOR US), 4.25%, 11/07/24(a)							565				440,467
Invictus US LLC:
1st Lien Term Loan, (3 mo. LIBOR US), 4.78%, 03/28/25							345				266,531
2nd Lien Term Loan, (6 mo. LIBOR + 6.75%), 8.53%, 03/30/26(a)							135				94,500
Messer Industries GmbH, 2018 USD Term Loan, (3 mo. LIBOR + 2.50%), 3.95%, 03/01/26							959				848,061
Momentive Performance Materials, Inc., Term Loan B, (1 mo. LIBOR + 3.25%), 4.24%, 05/15/24							433				347,619
Oxea Holding Drei GmbH, 2017 Term Loan B2, (1 mo. LIBOR + 3.50%), 4.94%, 10/14/24							1,001				815,604

20

Schedule of Investments  (unaudited) (continued) March 31, 2020 BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets)

Security						Par (000)				Value
Chemicals (continued)
Tata Chemicals North America, Inc., Term Loan B, (1 mo. LIBOR + 2.75%, 1.00% Floor), 4.38%, 08/07/20(a)			USD				476			$	430,448
											8,056,904
Commercial Services & Supplies — 2.2%
Advanced Disposal Services, Inc., Term Loan B3, (3 mo. LIBOR US), 3.00%, 11/10/23							1,049				1,034,373
Aramark Services, Inc.,(a):
2018 Term Loan B3, (1 mo. LIBOR US), 2.74%, 03/11/25							663				616,540
2019 Term Loan B4, (1 mo. LIBOR US), 2.74%, 01/15/27							248				229,400
Asurion LLC,:
2017 2nd Lien Term Loan, (3 mo. LIBOR US), 7.49%, 08/04/25							671				611,449
2017 Term Loan B4, (1 mo. LIBOR US), 3.99%, 08/04/22(m)							221				208,900
2018 Term Loan B6, (1 mo. LIBOR US), 3.99%, 11/03/23(m)							1,633				1,551,172
2018 Term Loan B7, (1 mo. LIBOR US), 3.99%, 11/03/24(a)							385				363,957
Creative Artists Agency LLC, 2019 Term Loan B, (1 mo. LIBOR US), 4.74%, 11/27/26							1,216				1,051,799
Diamond (BC) BV, Term Loan, (3 mo. LIBOR + 3.00%), 4.78%, 09/06/24(m)							751				556,058
EnergySolutions LLC, 2018 Term Loan B, (3 mo. LIBOR US), 5.20%, 05/09/25(a)							190				163,075
GFL Environmental, Inc., 2018 USD Term Loan B, (1 mo. LIBOR + 3.00%, 1.00% Floor), 3.99%, 05/30/25							309				297,991
Harland Clarke Holdings Corp., Term Loan B7, (3 mo. LIBOR US), 6.46%, 11/03/23							169				101,537
KAR Auction Services, Inc., 2019 Term Loan B6, (1 mo. LIBOR + 2.25%), 3.19%, 09/19/26(a)(m)							449				413,375
Prime Security Services Borrower LLC, 2019 Term Loan B1, (1 mo. LIBOR US), 4.61%, 09/23/26							870				776,917
US Ecology, Inc., Term Loan B, (1 mo. LIBOR + 2.50%), 3.49%, 11/01/26							158				149,725
Verscend Holding Corp., 2018 Term Loan B, (1 mo. LIBOR + 4.50%), 5.49%, 08/27/25(a)							2,262				2,126,672
West Corp.,:
2017 Term Loan, (3 mo. LIBOR + 4.00%, 1.00% Floor), 5.45%, 10/10/24							1,242				926,258
2018 Term Loan B1, (3 mo. LIBOR + 3.50%, 1.00% Floor), 4.95%, 10/10/24							98				72,050
											11,251,248

Security						Par (000)				Value
Communications Equipment — 0.1%
Avantor, Inc., 2017 1st Lien Term Loan, (1 mo. LIBOR US), 3.25%, 11/21/24(m)			USD				690			$	649,004
Construction & Engineering — 0.4%
Brand Energy & Infrastructure Services, Inc., 2017 Term Loan, (3 mo. LIBOR US), 6.06%, 06/21/24							1,162				923,290
Ply Gem Midco, Inc., 2018 Term Loan, (1 mo. LIBOR + 3.75%), 4.56%, 04/12/25(a)							128				108,198
SRS Distribution, Inc., 2018 1st Lien Term Loan, (1 mo. LIBOR + 3.00%), 3.99%, 05/23/25							807				679,837
USIC Holdings, Inc., 2017 Term Loan B, (1 mo. LIBOR + 3.25%, 1.00% Floor), 4.25%, 12/08/23							90				75,225
											1,786,550
Construction Materials — 0.9%
American Builders & Contractors Supply Co., Inc., 2019 Term Loan, (1 mo. LIBOR US), 2.99%, 01/15/27(a)							863				811,603
Core & Main LP, 2017 Term Loan B, (3 mo. LIBOR US), 4.33%, 08/01/24(a)							2,012				1,765,443
Filtration Group Corp., 2018 1st Lien Term Loan, (3 mo. LIBOR US), 3.99%, 03/29/25							1,009				871,788
Forterra Finance LLC, 2017 Term Loan B, (3 mo. LIBOR US), 4.00%, 10/25/23(m)							629				517,499
Foundation Building Materials LLC, 2018 Term Loan B, (3 mo. LIBOR US), 3.99%, 08/13/25							269				232,363
Tamko Building Products, Inc., Term Loan B, (1 mo. LIBOR + 3.25%), 4.25%, 06/01/26(a)							261				242,429
											4,441,125
Containers & Packaging — 0.7%
Berry Global, Inc., Term Loan W, (1 mo. LIBOR US), 2.86%, 10/01/22							1,595				1,518,231
BWAY Holding Co., 2017 Term Loan B, (3 mo. LIBOR US), 5.08%, 04/03/24							1,073				870,095
Flex Acquisition Co., Inc., 1st Lien Term Loan, (3 mo. LIBOR US), 4.91%, 12/29/23(a)							1,050				950,682

21

Schedule of Investments  (unaudited) (continued) March 31, 2020 BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets)

Security						Par (000)				Value
Containers & Packaging (continued)
Pregis TopCo Corp., 1st Lien Term Loan, (1 mo. LIBOR + 4.00%), 4.99%, 07/31/26(a)			USD				300			$	259,714
											3,598,722
Distributors — 0.2%
TriMark USA LLC, 2017 1st Lien Term Loan, (3 mo. LIBOR US), 4.58%, 08/28/24							1,337				832,391
Diversified Consumer Services — 1.4%
Amentum Government Services Holdings LLC, Term Loan B, (1 mo. LIBOR + 4.00%), 4.99%, 02/01/27							204				187,680
APX Group, Inc., 2020 Term Loan, (1 mo. LIBOR US), 6.70%, 12/31/25							143				116,926
Ascend Learning LLC, 2017 Term Loan B, (3 mo. LIBOR US), 4.00%, 07/12/24(m)							775				687,083
BidFair MergerRight, Inc., Term Loan B, (1 mo. LIBOR US), 6.50%, 01/15/27							1,164				894,521
Bright Horizons Family Solutions, Inc., 2017 Term Loan B, (3 mo. LIBOR US), 2.74%, 11/07/23							788				746,804
Genuine Financial Holdings LLC, 2018 1st Lien Term Loan, (3 mo. LIBOR US), 4.74%, 07/12/25(a)							970				790,782
Nomad Foods Europe Midco Ltd., 2017 Term Loan B4, (1 mo. LIBOR + 2.25%), 2.95%, 05/15/24							414				373,004
Serta Simmons Bedding LLC,:
1st Lien Term Loan, (1 mo. LIBOR + 3.50%, 1.00% Floor), 4.50%, 11/08/23							325				127,472
2nd Lien Term Loan, (1 mo. LIBOR + 8.00%, 1.00% Floor), 9.00%, 11/08/24							40				8,707
Spin Holdco, Inc., 2017 Term Loan B, (3 mo. LIBOR + 3.25%, 1.00% Floor), 5.09%, 11/14/22							1,830				1,624,543
TruGreen LP, 2019 Term Loan, (1 mo. LIBOR + 3.75%, 1.00% Floor), 4.74%, 03/19/26							747				676,290
Uber Technologies, Inc., 2018 Incremental Term Loan, (1 mo. LIBOR + 3.50%), 4.49%, 07/13/23							1,010				937,090
											7,170,902
Diversified Financial Services — 1.5%
Advisor Group, Inc., 2019 Term Loan, (1 mo. LIBOR US), 5.99%, 07/31/26							1,152				828,637
AlixPartners LLP, 2017 Term Loan B, (1 mo. LIBOR US), 3.50%, 04/04/24(a)(m)							1,732				1,649,726

Security						Par (000)				Value
Diversified Financial Services (continued)
Allsup’s Convenience Stores, Inc., Term Loan, (1 mo. LIBOR US), 7.18%, 11/18/24(a)			USD				437			$	355,834
Credito Real Sab DE CV, Term Loan B, (3 mo. LIBOR + 3.75%), 5.43%, 02/17/23(a)							35				35,000
Deerfield Dakota Holding LLC, 2020 USD Term Loan B, 1.00%, 03/05/27(a)(m)							946				794,417
EG Finco Ltd., 2018 Term Loan, (6 mo. LIBOR + 4.00%), 5.07%, 02/07/25							524				380,097
Kingpin Intermediate Holdings LLC, 2018 Term Loan B, (1 mo. LIBOR + 3.50%, 1.00% Floor), 4.50%, 07/03/24(a)							695				469,757
Knowlton Development Corp., Inc., 2020 Term Loan B, (1 mo. LIBOR + 3.75%), 4.74%, 12/22/25(m)							794				671,989
LTI Holdings, Inc., 2018 Add On 1st Lien Term Loan, (1 mo. LIBOR + 3.50%), 4.49%, 09/06/25							187				137,307
SMG US Midco 2, Inc., 2020 Term Loan, (3 mo. LIBOR + 2.50%), 3.43%, 01/23/25							541				455,816
SSH Group Holdings, Inc., 2018 1st Lien Term Loan, (3 mo. LIBOR + 4.25%), 5.70%, 07/30/25(a)							416				345,034
Starwood Property Trust, Inc., 2019 Term Loan B, (1 mo. LIBOR + 2.50%), 3.49%, 07/27/26(a)							215				186,980
VS Buyer LLC, Term Loan B, (3 mo. LIBOR + 3.25%), 4.86%, 02/28/27(a)(m)							900				859,167
Ziggo Financing Partnership, USD Term Loan I, (1 mo. LIBOR + 2.50%), 3.20%, 04/30/28(a)							600				564,000
											7,733,761
Diversified Telecommunication Services — 1.7%
Hargray Communications Group, Inc., 2017 Term Loan B, (1 mo. LIBOR US), 4.00%, 05/16/24							658				568,318
Iridium Satellite LLC, Term Loan, (1 mo. LIBOR US), 4.75%, 11/04/26							143				134,420
Level 3 Financing, Inc., 2019 Term Loan B, (1 mo. LIBOR + 1.75%), 2.74%, 03/01/27							566				526,582
MTN Infrastructure TopCo, Inc., 1st Lien Term Loan B, (1 mo. LIBOR + 3.00%, 1.00% Floor), 4.00%, 11/15/24(a)							1,009				882,521
TDC A/S, Term Loan, (EURIBOR + 3.00%), 3.00%, 06/04/25			EUR				819				844,985

22

Schedule of Investments  (unaudited) (continued) March 31, 2020 BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets)

Security						Par (000)				Value
Diversified Telecommunication Services (continued)
Zayo Group Holdings, Inc., USD Term Loan, (1 mo. LIBOR + 3.00%), 3.99%, 03/09/27(a)(m)			USD				5,887			$	5,533,730
											8,490,556
Electric Utilities — 0.1%
Vistra Energy Corp., 1st Lien Term Loan B3, (1 mo. LIBOR + 1.75%), 2.55%, 12/31/25							604				571,525
Electrical Equipment — 0.5%
Dell International LLC, 2019 Term Loan B, (1 mo. LIBOR US), 2.99%, 09/19/25(m)							1,335				1,268,809
Gates Global LLC, 2017 Repriced Term Loan B, (3 mo. LIBOR US), 3.75%, 04/01/24							1,440				1,241,503
											2,510,312
Energy Equipment & Services — 0.1%
GrafTech Finance, Inc., 2018 Term Loan B, (3 mo. LIBOR US), 4.50%, 02/12/25(a)							545				469,000
Pioneer Energy Services Corp., Term Loan, (1 mo. LIBOR + 7.75%, 1.00% Floor), 9.35%, 11/08/22(a)							260				244,400
											713,400
Equity Real Estate Investment Trusts (REITs) — 0.7%
Claros Mortgage Trust, Inc., Term Loan B, (1 mo. LIBOR US), 4.26%, 08/09/26(a)							575				442,835
Cushman & Wakefield U.S. Borrower LLC, 2020 Term Loan B, (1 mo. LIBOR US), 3.74%, 08/21/25							1,049				915,013
Iron Mountain, Inc., 2018 Term Loan B, (3 mo. LIBOR US), 2.74%, 01/02/26							352				331,254
RHP Hotel Properties LP, 2017 Term Loan B, (1 mo. LIBOR + 2.00%), 2.99%, 05/11/24							355				314,074
VICI Properties 1 LLC, Replacement Term Loan B, (1 mo. LIBOR + 1.75%), 2.67%, 12/20/24							1,686				1,544,543
											3,547,719
Food & Staples Retailing — 0.5%
BCPE Empire Holdings, Inc.,:
2019 Delayed Draw Term Loan, (3 mo. LIBOR US), 4.99%, 06/11/26							58				51,465
2019 Term Loan B, (3 mo. LIBOR US), 4.99%, 06/11/26							372				327,491
Hearthside Food Solutions LLC,:
2018 Incremental Term Loan, (3 mo. LIBOR US), 4.99%, 05/23/25							698				590,166
2018 Term Loan B, (3 mo. LIBOR US), 4.68%, 05/23/25							270				223,690

Security						Par (000)				Value
Food & Staples Retailing (continued)
US Foods, Inc.,:
2016 Term Loan B, (1 mo. LIBOR + 1.75%), 2.74%, 06/27/23			USD				1,083			$	998,275
2019 Term Loan B, (6 mo. LIBOR + 2.00%), 3.07%, 09/13/26							576				523,248
											2,714,335
Food Products — 1.3%
8th Avenue Food & Provisions, Inc., 2018 1st Lien Term Loan, (3 mo. LIBOR US), 4.30%, 10/01/25							287				260,255
B&G Foods, Inc., 2019 Term Loan B4, 1.00%, 10/10/26(m)							73				67,917
Chobani LLC, 2017 Term Loan B, (3 mo. LIBOR US), 4.50%, 10/10/23							1,974				1,751,588
Froneri International Ltd.,(a):
2020 USD 2nd Lien Term Loan, (6 mo. LIBOR + 5.75%), 6.74%, 01/31/28							87				78,300
2020 USD Term Loan, (1 mo. LIBOR + 2.25%), 3.24%, 01/29/27(m)							2,062				1,953,745
Hostess Brands LLC, 2019 Term Loan, (1 mo. LIBOR US), 4.01%, 08/03/25(m)							139				128,253
JBS USA LUX SA, 2019 Term Loan B, (1 mo. LIBOR US), 3.07%, 05/01/26							115				107,033
Reynolds Group Holdings, Inc., 2017 Term Loan, (1 mo. LIBOR + 2.75%), 3.74%, 02/05/23(a)							2,505				2,361,138
											6,708,229
Health Care Equipment & Supplies — 0.8%
Immucor, Inc., Extended Term Loan B, (3 mo. LIBOR US), 6.45%, 06/15/21(a)							1,842				1,574,775
Mallinckrodt International Finance SA, Term Loan B, (3 mo. LIBOR + 2.75%), 4.20%, 09/24/24							265				177,170
Ortho-Clinical Diagnostics SA, 2018 Term Loan B, (1 mo. LIBOR + 3.25%), 4.77%, 06/30/25(a)							2,629				2,224,564
											3,976,509
Health Care Providers & Services — 1.2%
AHP Health Partners, Inc., 2018 Term Loan, (3 mo. LIBOR US), 5.50%, 06/30/25							334				292,944

23

Schedule of Investments  (unaudited) (continued) March 31, 2020 BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets)

Security						Par (000)				Value
Health Care Providers & Services (continued)
CHG Healthcare Services, Inc., 2017 1st Lien Term Loan B, (3 mo. LIBOR US), 4.07%, 06/07/23			USD				963			$	850,734
Da Vinci Purchaser Corp., 2019 Term Loan, (1 mo. LIBOR US), 5.87%, 01/08/27(a)(m)							547				514,170
DentalCorp Perfect Smile ULC, 1st Lien Term Loan, (1 mo. LIBOR + 3.75%, 1.00% Floor), 4.75%, 06/06/25							287				221,590
Envision Healthcare Corp., 2018 1st Lien Term Loan, (3 mo. LIBOR US), 4.74%, 10/10/25							906				457,432
EyeCare Partners LLC, 2020 Term Loan, (1 mo. LIBOR US), 4.82%, 02/05/27							521				417,042
Gentiva Health Services, Inc., 2020 Term Loan, (1 mo. LIBOR US), 4.25%, 07/02/25(a)							819				766,052
HC Group Holdings II, Inc., Term Loan B, (1 mo. LIBOR US), 5.49%, 08/06/26							864				708,345
HCA, Inc., Term Loan B13, (1 mo. LIBOR US), 2.74%, 03/18/26							765				720,849
MPH Acquisition Holdings LLC, 2016 Term Loan B, (3 mo. LIBOR + 2.75%, 1.00% Floor), 4.20%, 06/07/23							442				389,602
nThrive, Inc., 2016 1st Lien Term Loan, (1 mo. LIBOR + 4.50%, 1.00% Floor), 5.50%, 10/20/22							642				534,257
Team Health Holdings, Inc., 1st Lien Term Loan, (1 mo. LIBOR + 2.75%, 1.00% Floor), 3.75%, 02/06/24							643				402,013
											6,275,030
Health Care Services — 0.4%
Emerald TopCo., Inc., Term Loan, (1 mo. LIBOR US), 4.49%, 07/24/26(a)							1,150				1,046,135
WP CityMD Bidco LLC, 2019 Term Loan B, (3 mo. LIBOR + 4.50%, 1.00% Floor), 5.95%, 08/13/26							1,069				948,134
											1,994,269
Health Care Technology — 0.6%
Athenahealth, Inc., 2019 Term Loan B, (3 mo. LIBOR US), 5.28%, 02/11/26(a)							1,299				1,208,132
Change Healthcare Holdings, Inc., 2017 Term Loan B, (1 mo. LIBOR US), 3.50%, 03/01/24(a)							1,597				1,501,011

Security						Par (000)				Value
Health Care Technology (continued)
GoodRx, Inc., 1st Lien Term Loan, (1 mo. LIBOR US), 3.74%, 10/10/25			USD				393			$	364,415
											3,073,558
Hotels, Restaurants & Leisure — 2.2%
1011778 B.C. Unlimited Liability Co., Term Loan B4, (1 mo. LIBOR + 1.75%), 2.74%, 11/19/26(a)							1,010				929,547
Aimbridge Acquisition Co., Inc., 2019 Term Loan B, (3 mo. LIBOR US), 5.02%, 02/02/26(a)							282				197,688
Aristocrat Technologies, Inc., 2018 1st Lien Term Loan, (3 mo. LIBOR US), 3.58%, 10/19/24							367				327,694
Boyd Gaming Corp., Term Loan B3, (3 mo. LIBOR US), 2.93%, 09/15/23							400				343,953
Caesars Resort Collection LLC, 2017 1st Lien Term Loan B, (3 mo. LIBOR US), 3.74%, 12/23/24							1,999				1,607,026
CCM Merger, Inc., Term Loan B, (3 mo. LIBOR US), 3.24%, 08/08/21							434				384,374
Four Seasons Hotels Ltd., 1st Lien Term Loan, (3 mo. LIBOR US), 2.99%, 11/30/23							624				561,666
Gateway Casinos & Entertainment Ltd., 2018 Term Loan B, (3 mo. LIBOR + 3.00%), 4.45%, 03/13/25(a)							49				34,510
Golden Nugget LLC, 2017 Incremental Term Loan B, (3 mo. LIBOR + 2.50%), 3.70%, 10/04/23							755				585,054
IRB Holding Corp, 2020 Term Loan B, (1 mo. LIBOR US), 3.75%, 02/05/25							1,149				882,488
KFC Holding Co., 2018 Term Loan B, (1 mo. LIBOR + 1.75%), 2.36%, 04/03/25							502				473,118
Penn National Gaming, Inc., 2018 1st Lien Term Loan B, (1 mo. LIBOR + 2.25%), 3.24%, 10/15/25							196				146,294
Playa Resorts Holding BV, 2017 Term Loan B, (1 mo. LIBOR + 2.75%, 1.00% Floor), 3.75%, 04/29/24(a)							394				266,897
Playtika Holding Corp., Term Loan B, (6 mo. LIBOR + 6.00%, 1.00% Floor), 7.07%, 12/10/24							495				459,219
Sabre GLBL, Inc., 2018 Term Loan B, (1 mo. LIBOR + 2.00%), 2.99%, 02/22/24							461				383,448
Scientific Games International, Inc., 2018 Term Loan B5, (1 mo. LIBOR + 2.75%), 4.37%, 08/14/24							580				466,105
Stars Group Holdings BV, 2018 USD Incremental Term Loan, (3 mo. LIBOR + 3.50%), 4.95%, 07/10/25							1,560				1,483,359

24

Schedule of Investments  (unaudited) (continued) March 31, 2020 BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets)

Security						Par (000)				Value
Hotels, Restaurants & Leisure (continued)
Station Casinos LLC, 2020 Term Loan B, (1 mo. LIBOR + 2.25%), 3.24%, 02/08/27			USD				595			$	504,341
Whatabrands LLC, 2020 Term Loan B, (1 mo. LIBOR + 2.75%), 3.77%, 08/02/26							1,021				837,670
Wyndham Hotels & Resorts, Inc., Term Loan B, (1 mo. LIBOR + 1.75%), 2.74%, 05/30/25							204				178,282
											11,052,733
Household Durables — 0.1%
Reynolds Consumer Products LLC, Term Loan, (3 mo. LIBOR + 1.75%), 3.50%, 02/04/27							706				661,522
Independent Power and Renewable Electricity Producers — 0.4%
Calpine Construction Finance Co. LP, 2017 Term Loan B, (1 mo. LIBOR US), 2.99%, 01/15/25							798				744,077
Calpine Corp.,:
2019 Term Loan B10, (1 mo. LIBOR US), 2.99%, 08/12/26(a)(m)							996				935,904
Term Loan B9, (1 mo. LIBOR US), 3.24%, 04/05/26							274				259,549
											1,939,530
Industrial Conglomerates — 0.6%
Sequa Mezzanine Holdings LLC, 1st Lien Term Loan, (3 mo. LIBOR + 5.00%, 1.00% Floor), 6.74%, 11/28/21							665				530,034
Vertiv Group Corp., Term Loan B, 1.00%, 03/02/27(a)(m)							3,179				2,733,940
											3,263,974
Insurance — 1.6%
Alliant Holdings I, Inc., 2018 Term Loan B, (3 mo. LIBOR US), 3.99%, 05/09/25							1,549				1,403,261
Alliant Holdings Intermediate LLC, Term Loan B, (3 mo. LIBOR US), 3.86%, 05/09/25							288				261,145
AmWINS Group, Inc., 2017 Term Loan B, (3 mo. LIBOR US), 3.75%, 01/25/24							1,189				1,095,223
AssuredPartners, Inc., 2020 Term Loan B, (1 mo. LIBOR US), 4.49%, 02/12/27(a)(m)							843				731,130
Davis Vision, Inc., 1st Lien Term Loan B, (3 mo. LIBOR + 3.00%, 1.00% Floor), 4.45%, 12/02/24							869				728,821

Security						Par (000)				Value
Insurance (continued)
Hub International Ltd.,:
2018 Term Loan B, (3 mo. LIBOR US), 4.55%, 04/25/25			USD				1,104			$	1,025,578
2019 Incremental Term Loan B, (1 mo. LIBOR US), 5.69%, 04/25/25							707				663,026
Sedgwick Claims Management Services, Inc.,:
2019 Term Loan B, (1 mo. LIBOR + 4.00%), 4.99%, 09/03/26							628				562,802
Term Loan B, (1 mo. LIBOR + 3.25%), 4.24%, 12/31/25							1,654				1,453,711
											7,924,697
Interactive Media & Services — 0.3%
Ancestry.com Operations Inc., 2019 Extended Term Loan B, (3 mo. LIBOR US), 5.24%, 08/27/26(a)							294				232,464
Ancestry.com Operations, Inc., Non-Extended Term Loan B, (1 mo. LIBOR US), 4.75%, 10/19/23(a)							953				819,940
Rackspace Hosting, Inc., 2017 Incremental 1st Lien Term Loan, (3 mo. LIBOR + 3.00%, 1.00% Floor), 4.76%, 11/03/23							184				159,532
TierPoint LLC, 2017 1st Lien Term Loan, (1 mo. LIBOR + 3.75%, 1.00% Floor), 4.75%, 05/06/24							441				386,098
											1,598,034
IT Services — 1.7%
Altran Technologies SA, 1st Lien Term Loan, (1 mo. LIBOR + 2.50%), 3.27%, 03/20/25							211				192,255
Camelot U.S. Acquisition 1 Co., Term Loan B, (1 mo. LIBOR + 3.25%), 4.24%, 10/31/26(a)(m)							1,814				1,705,192
Epicor Software Corp., 1st Lien Term Loan, (3 mo. LIBOR US), 4.25%, 06/01/22							877				797,635
Evertec Group LLC, 2018 Term Loan B, (1 mo. LIBOR + 3.50%), 4.49%, 11/27/24(a)							375				317,594
Flexential Intermediate Corp., 2nd Lien Term Loan, (3 mo. LIBOR + 7.25%, 1.00% Floor), 8.71%, 08/01/25							273				103,284
Greeneden US Holdings II LLC, 2018 Term Loan B, (3 mo. LIBOR US), 4.24%, 12/01/23(a)							1,010				938,990
Presidio, Inc., 2020 Term Loan B, (3 mo. LIBOR + 3.50%), 5.28%, 01/22/27(a)							320				297,600
PUG LLC, USD Term Loan, (1 mo. LIBOR + 3.50%), 4.49%, 01/29/27(a)							1,577				1,340,614

25

Schedule of Investments  (unaudited) (continued) March 31, 2020 BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets)

Security		Par (000)				Value
IT Services (continued)
Trans Union LLC, 2019 Term Loan B5, (1 mo. LIBOR + 1.75%), 2.74%, 11/16/26			USD   1,500			$	1,432,092
WEX, Inc., Term Loan B3, (1 mo. LIBOR + 2.25%), 3.24%, 05/15/26			1,603				1,381,745
							8,507,001
Life Sciences Tools & Services — 0.8%
Albany Molecular Research, Inc.,:
2017 1st Lien Term Loan, (3 mo. LIBOR US), 4.25%, 08/30/24			58				49,778
2017 2nd Lien Term Loan, (3 mo. LIBOR US), 8.00%, 08/30/25(a)			130				91,000
eResearchTechnology, Inc., 2020 1st Lien Term Loan, (1 mo. LIBOR US), 5.95%, 02/04/27			1,063				924,810
Sotera Health Holdings LLC, 2019 Term Loan, (1 mo. LIBOR + 4.50%, 1.00% Floor), 5.50%, 12/11/26			3,654				3,164,470
							4,230,058
Machinery — 0.6%
Clark Equipment Co., 2019 Term Loan B, (1 mo. LIBOR US), 3.20%, 05/18/24			188				167,550
Columbus McKinnon Corp., 2018 Term Loan B, (3 mo. LIBOR US), 3.95%, 01/31/24			59				52,142
Ingersoll-Rand Global Holding Co. Ltd., 2020 USD Spinco Term Loan, (1 mo. LIBOR + 1.75%), 2.74%, 03/01/27(a)			875				818,125
Terex Corp., 2019 Term Loan B1, (1 mo. LIBOR + 2.75%), 3.74%, 01/31/24(a)			116				105,405
Titan Acquisition Ltd., 2018 Term Loan B, (3 mo. LIBOR + 3.00%), 4.45%, 03/28/25			2,540				2,069,837
							3,213,059
Media — 3.8%
Altice Financing SA, 2017 1st Lien Term Loan, (1 mo. LIBOR + 2.75%), 3.67%, 01/31/26			82				74,071
Altice France SA, 2018 Term Loan B13, (1 mo. LIBOR + 4.00%), 4.70%, 08/14/26			1,459				1,382,542
Cable One, Inc., 2017 Term Loan B, (3 mo. LIBOR US), 2.74%, 05/01/24			126				122,390
Charter Communications Operating LLC, 2019 Term Loan B1, (1 mo. LIBOR US), 2.74%, 04/30/25(m)			1,630				1,559,962
Clear Channel Outdoor Holdings, Inc., Term Loan B, (1 mo. LIBOR US), 4.49%, 08/21/26(a)(m)			2,668				2,241,048

Security		Par (000)				Value
Media (continued)
Connect Finco Sarl, Term Loan B, (UNFND + 0.37%), 5.49%, 12/11/26(a)			USD   4,292			$	3,358,490
CSC Holdings LLC,:
2017 1st Lien Term Loan, (1 mo. LIBOR + 2.25%), 2.86%, 07/17/25			456				434,048
2019 Term Loan B5, (1 mo. LIBOR + 2.50%), 3.11%, 04/15/27(m)			879				838,215
Diamond Sports Group LLC, Term Loan, (1 mo. LIBOR US), 4.18%, 08/24/26(a)			338				260,254
Gray Television, Inc., 2017 Term Loan B, (3 mo. LIBOR US), 3.77%, 02/07/24(m)			684				637,648
Intelsat Jackson Holdings SA, 2017 Term Loan B3, (6 mo. LIBOR + 3.75%, 1.00% Floor), 5.68%, 11/27/23			145				132,131
Learfield Communications LLC, 2016 1st Lien Term Loan, (3 mo. LIBOR US), 4.86%, 12/01/23			1,759				1,149,323
Liberty Latin America Ltd., Term Loan B, (3 mo. LIBOR + 5.00%), 5.70%, 10/15/26			409				374,746
Lions Gate Capital Holdings LLC, 2018 Term Loan B, (1 mo. LIBOR + 2.25%), 3.24%, 03/24/25(a)			531				474,875
MH Sub I LLC, 2017 1st Lien Term Loan, (3 mo. LIBOR US), 4.82%, 09/13/24			867				728,795
Midcontinent Communications, 2019 Term Loan B, (3 mo. LIBOR + 1.75%), 3.20%, 08/15/26			262				242,525
Nexstar Broadcasting, Inc., 2019 Term Loan B4, (1 mo. LIBOR + 2.75%), 4.33%, 09/18/26			511				473,746
PCI Gaming Authority, Term Loan, (1 mo. LIBOR + 2.50%), 3.49%, 05/29/26			501				405,531
PSAV Holdings LLC, 2018 1st Lien Term Loan, (3 mo. LIBOR US), 4.83%, 03/03/25(a)			1,320				824,980
Radiate Holdco LLC, 1st Lien Term Loan, (1 mo. LIBOR + 3.00%), 3.99%, 02/01/24			732				671,061
Sinclair Television Group, Inc., Term Loan B2, 1.00%, 01/03/24(a)(m)			228				216,301
Terrier Media Buyer, Inc., Term Loan B, (3 mo. LIBOR + 4.25%), 5.70%, 12/17/26(a)			571				503,602
Trader Corp., 2017 Term Loan B, (1 mo. LIBOR + 3.00%, 1.00% Floor), 4.00%, 09/28/23(a)			1,480				1,242,802

26

Schedule of Investments  (unaudited) (continued) March 31, 2020 BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets)

Security		Par (000)				Value
Media (continued)
William Morris Endeavor Entertainment LLC, 2018 1st Lien Term Loan, (1 mo. LIBOR + 2.75%), 3.74%, 05/18/25(m)			USD   1,213			$	951,025
							19,300,111
Metals & Mining — 0.3%
Ball Metalpack LLC, 2018 1st Lien Term Loan B, (3 mo. LIBOR US), 6.11%, 07/31/25			674				505,773
Equinox Holdings, Inc., 2017 1st Lien Term Loan, (3 mo. LIBOR US), 4.07%, 03/08/24			1,133				822,311
							1,328,084
Multiline Retail — 0.0%
Neiman Marcus Group Ltd. LLC, Cash Pay Extended Term Loan, (1 mo. LIBOR + 6.00%), 7.50%, 10/25/23			353				138,791
Oil & Gas Equipment & Services — 0.1%
McDermott Technology Americas, Inc.,:
2018 1st Lien Term Loan, (PRIME + 4.00%), 7.25%, 05/09/25			663				187,824
2020 DIP New Money Term Loan, (UNFND + 0.50%), 10.81%, 10/21/20(m)			265				239,732
2020 SP DIP Roll Up Term Loan, (3 mo. LIBOR + 9.00%), 10.65%, 10/22/20(m)			308				277,733
							705,289
Oil, Gas & Consumable Fuels — 0.1%
California Resources Corp., Second Out Term Loan, (3 mo. LIBOR + 10.37%, 1.00% Floor), 11.99%, 12/31/21			600				28,300
CITGO Holding, Inc., 2019 Term Loan B, (1 mo. LIBOR US), 8.00%, 08/01/23			2				1,605
CONSOL Energy, Inc., 1st Lien Term Loan B, (3 mo. LIBOR US), 5.49%, 09/27/24			190				123,719
Edgewater Generation LLC, Term Loan, (3 mo. LIBOR US), 4.74%, 12/13/25			447				357,489

Security		Par (000)				Value
Oil, Gas & Consumable Fuels (continued)
EG Group Ltd., 2018 Term Loan B, (6 mo. LIBOR + 4.00%), 5.45%, 02/07/25			USD   250			$	181,178
							692,291
Personal Products — 0.2%
Sunshine Luxembourg VII Sarl, USD 1st Lien Term Loan, (6 mo. LIBOR + 4.25%, 1.00% Floor), 5.32%, 10/01/26(m)			1,299				1,161,078
Pharmaceuticals — 1.9%
Amneal Pharmaceuticals LLC, 2018 Term Loan B, (3 mo. LIBOR US), 4.50%, 05/04/25			862				732,880
Catalent Pharma Solutions, Inc., Term Loan B2, (3 mo. LIBOR US), 3.25%, 05/18/26(a)			992				957,469
Elanco Animal Health Inc., Term Loan B, 1.00%, 02/04/27(m)			955				902,137
Grifols Worldwide Operations USA, Inc., USD 2019 Term Loan B, (1 mo. LIBOR US), 2.68%, 11/15/27			888				836,577
Jaguar Holding Co. II, 2018 Term Loan, (3 mo. LIBOR US), 3.50%, 08/18/22(m)			3,176				3,022,997
Valeant Pharmaceuticals International, Inc., 2018 Term Loan B, (1 mo. LIBOR + 3.00%), 3.61%, 06/02/25(m)			3,175				3,004,791
							9,456,851
Professional Services — 0.6%
Cast and Crew Payroll LLC,:
2019 1st Lien Term Loan, (1 mo. LIBOR US), 4.75%, 02/09/26			691				539,211
2020 Incremental Term Loan, 1.00%, 02/09/26(a)(m)			147				113,190
Dun & Bradstreet Corp., Term Loan, (1 mo. LIBOR US), 4.96%, 02/06/26(m)			1,818				1,629,776
SIRVA Worldwide, Inc., 2018 1st Lien Term Loan, (3 mo. LIBOR + 5.50%), 6.95%, 08/04/25(a)			399				287,370
STG-Fairway Holdings LLC, Term Loan B, (3 mo. LIBOR + 3.50%), 4.57%, 01/31/27			473				397,320
							2,966,867
Real Estate Management & Development — 0.5%
CityCenter Holdings LLC, 2017 Term Loan B, (3 mo. LIBOR US), 3.24%, 04/18/24			1,596				1,385,396
ESH Hospitality, Inc., 2019 Term Loan B, (1 mo. LIBOR US), 2.99%, 09/18/26			282				248,776

27

Schedule of Investments  (unaudited) (continued) March 31, 2020 BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets)

Security		Par (000)				Value
Real Estate Management & Development (continued)
Forest City Enterprises LP, 2019 Term Loan B, (1 mo. LIBOR US), 4.49%, 12/08/25(a)			USD   778			$	661,428
Realogy Corp., 2018 Term Loan B, (1 mo. LIBOR + 2.25%), 3.83%, 02/08/25(a)			189				159,214
							2,454,814
Road & Rail — 0.3%
Lineage Logistics Holdings LLC, 2018 Term Loan, (1 mo. LIBOR + 3.00%, 1.00% Floor), 4.00%, 02/27/25(m)			1,442				1,336,740
Road Infrastructure Investment LLC, 2016 1st Lien Term Loan, (PRIME + 2.50%), 4.50%, 06/13/23(a)(m)			549				394,964
							1,731,704
Semiconductors & Semiconductor Equipment — 0.2%
Cabot Microelectronics Corp., 2019 Term Loan B1, (1 mo. LIBOR US), 3.00%, 11/17/25(a)			469				449,888
Microchip Technology, Inc., 2018 Term Loan B, (1 mo. LIBOR + 2.00%), 2.99%, 05/29/25(a)			350				335,659
ON Semiconductor Corp., 2019 Term Loan B, (1 mo. LIBOR + 2.00%), 2.99%, 09/19/26			225				209,993
							995,540
Software — 7.6%
Applied Systems, Inc.,:
2017 1st Lien Term Loan, (3 mo. LIBOR US), 4.70%, 09/19/24			1,611				1,479,487
2017 2nd Lien Term Loan, (3 mo. LIBOR US), 8.45%, 09/19/25			250				225,073
BMC Software Finance, Inc., 2017 Term Loan, (3 mo. LIBOR US), 5.24%, 10/02/25			645				532,565
Castle US Holding Corp., USD Term Loan B, (1 mo. LIBOR US), 5.20%, 01/29/27			1,170				927,962
Cerence, Inc., Term Loan B, (1 mo. LIBOR US), 7.52%, 10/01/24(a)			315				279,755
Cypress Intermediate Holdings III, Inc., 2017 1st Lien Term Loan, (1 mo. LIBOR US), 3.75%, 04/29/24			1,876				1,701,753
Digicel International Finance Ltd., 2017 Term Loan B, (3 mo. LIBOR + 3.25%), 4.87%, 05/28/24(a)			498				384,972
DTI Holdco, Inc., 2018 Term Loan B, (3 mo. LIBOR US), 6.53%, 09/30/23			493				346,602
Ellie Mae, Inc., Term Loan, (3 mo. LIBOR US), 5.20%, 04/17/26(m)			1,887				1,644,302

Security		Par (000)				Value
Software (continued)
Financial & Risk US Holdings, Inc., 2018 USD Term Loan, (1 mo. LIBOR US), 4.24%, 10/01/25(m)			USD   2,546			$	2,433,677
Infor (US), Inc., Term Loan B6, (3 mo. LIBOR US), 3.75%, 02/01/22(m)			3,211				3,077,336
Informatica LLC,:
2020 USD 2nd Lien Term Loan, (Fixed + 7.12%), 7.13%, 02/25/25(a)			487				428,560
2020 USD Term Loan B, (1 mo. LIBOR US), 4.24%, 02/25/27(m)			3,264				2,812,628
Kronos, Inc.,(m):
2017 Term Loan B, (3 mo. LIBOR + 3.00%, 1.00% Floor), 4.76%, 11/01/23			3,403				3,088,856
2nd Lien Term Loan, (3 mo. LIBOR + 8.25%, 1.00% Floor), 10.01%, 11/01/24			702				643,068
McAfee LLC, 2018 Term Loan B, (1 mo. LIBOR + 3.75%), 4.69%, 09/30/24			1,611				1,503,720
Mitchell International, Inc.,:
2017 1st Lien Term Loan, (1 mo. LIBOR + 3.25%), 4.24%, 11/29/24			780				644,683
2017 2nd Lien Term Loan, (1 mo. LIBOR + 7.25%), 8.24%, 12/01/25(a)			267				200,000
Renaissance Holding Corp., 2018 Add On Term Loan, (1 mo. LIBOR + 3.25%), 4.24%, 05/30/25			32				26,252
RP Crown Parent LLC, 2016 Term Loan B, (1 mo. LIBOR + 2.75%, 1.00% Floor), 3.75%, 10/12/23(a)(m)			1,366				1,297,291
Severin Acquisition LLC, 2018 Term Loan B, (3 mo. LIBOR + 3.00%), 4.74%, 08/01/25(m)			1,314				1,123,509
SolarWinds Holdings, Inc., 2018 Term Loan B, (1 mo. LIBOR + 2.75%), 3.74%, 02/05/24			1,699				1,574,689
Solera LLC, Term Loan B, (3 mo. LIBOR + 2.75%), 4.36%, 03/03/23			1,431				1,334,273
Sophia LP, 2017 Term Loan B, (3 mo. LIBOR + 3.25%, 1.00% Floor), 4.70%, 09/30/22			1,882				1,783,589
SS&C Technologies Holdings Europe Sarl, 2018 Term Loan B4, (1 mo. LIBOR + 1.75%), 2.74%, 04/16/25(m)			607				565,897
SS&C Technologies, Inc.,(m):
2018 Term Loan B3, (1 mo. LIBOR + 1.75%), 2.74%, 04/16/25			851				793,512
2018 Term Loan B5, (1 mo. LIBOR + 1.75%), 2.74%, 04/16/25			647				604,196

28

Schedule of Investments  (unaudited) (continued) March 31, 2020 BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets)

Security		Par (000)				Value
Software (continued)
Tempo Acquisition LLC, Term Loan, (1 mo. LIBOR + 2.75%), 3.74%, 05/01/24			USD   2,200			$	1,957,765
Tibco Software Inc.,(a):
2020 2nd Lien Term Loan, (1 mo. LIBOR + 7.25%), 8.24%, 03/03/28			1,083				1,007,190
2020 Term Loan B, (1 mo. LIBOR + 3.75%), 4.74%, 06/30/26			1,953				1,836,082
Ultimate Software Group, Inc., Term Loan B, (1 mo. LIBOR + 3.75%), 4.74%, 05/04/26(m)			1,029				954,795
Vertafore, Inc., 2018 1st Lien Term Loan, (1 mo. LIBOR + 3.25%), 4.24%, 07/02/25			1,472				1,289,663
							38,503,702
Specialty Retail — 1.1%
Belron Finance US LLC,(a):
2019 USD Term Loan B, (1 mo. LIBOR US), 4.27%, 10/30/26			419				393,813
Term Loan B, (3 mo. LIBOR + 2.25%), 3.99%, 11/07/24			745				700,164
Term Loan B, (3 mo. LIBOR + 2.25%), 3.96%, 11/13/25			184				172,655
CD&R Firefly Bidco Ltd., 2018 GBP Term Loan B1, (LIBOR - GBP + 4.50%), 5.26%, 06/23/25			GBP   1,000				993,680
IAA, Inc., Term Loan B, (3 mo. LIBOR US), 3.25%, 06/28/26(a)			USD      287				272,213
MED ParentCo LP,:
1st Lien Delayed Draw Term Loan, (UNFND + 4.25%), 5.24%, 08/31/26			80				65,925
1st Lien Term Loan, (1 mo. LIBOR + 4.25%), 5.24%, 08/31/26			454				375,739
Midas Intermediate Holdco II LLC, Incremental Term Loan B, (3 mo. LIBOR + 2.75%, 1.00% Floor), 4.02%, 08/18/21			539				418,785
PetSmart, Inc., Term Loan B2, (6 mo. LIBOR + 4.00%, 1.00% Floor), 5.00%, 03/11/22			2,141				2,047,587
Research Now Group, Inc., 2017 1st Lien Term Loan, (3 mo. LIBOR + 5.50%, 1.00% Floor), 7.26%, 12/20/24(a)			386				339,779
							5,780,340
Technology Hardware, Storage & Peripherals — 0.3%
Electronics for Imaging, Inc., Term Loan, (3 mo. LIBOR US), 6.45%, 07/23/26(m)			533				433,215

Security		Par (000)				Value
Technology Hardware, Storage & Peripherals (continued)
Western Digital Corp., 2018 Term Loan B4, (3 mo. LIBOR + 1.75%), 3.35%, 04/29/23(a)(m)			USD   913			$	876,832
							1,310,047
Thrifts & Mortgage Finance — 0.2%
IG Investment Holdings LLC, 2018 1st Lien Term Loan, (3 mo. LIBOR US), 5.45%, 05/23/25			1,266				999,477
Trading Companies & Distributors — 0.2%
HD Supply, Inc., Term Loan B5, (3 mo. LIBOR US), 2.74%, 10/17/23(m)			1,079				1,001,026
Utilities — 0.1%
ExGen Renewables IV LLC, Term Loan B, (3 mo. LIBOR US), 4.62%, 11/28/24			808				722,965
Wireless Telecommunication Services — 0.3%
Geo Group, Inc., 2018 Term Loan B, (3 mo. LIBOR US), 2.99%, 03/22/24			335				272,671
Ligado Networks LLC, PIK Exit Term Loan (9.75% PIK), 0.00%, 12/07/20(a)(h)			265				159,234
SBA Senior Finance II LLC, 2018 Term Loan B, (1 mo. LIBOR + 1.75%), 2.74%, 04/11/25(m)			975				919,219
							1,351,124
Total Floating Rate Loan Interests — 47.3% (Cost — $272,287,261)							239,820,925
Foreign Agency Obligations — 2.9%
Bahrain — 0.0%
CBB International Sukuk Co. 7 SPC, 6.88%, 10/05/25			200				196,750
Colombia — 0.1%
Colombia Government International Bond:
8.13%, 05/21/24			238				272,956
4.50%, 01/28/26(g)			236				239,761
3.88%, 04/25/27			200				196,938
							709,655
Dominican Republic — 0.0%
Dominican Republic International Bond, 5.50%, 01/27/25			159				152,243
Egypt — 0.3%
Egypt Government Bond:
16.00%, 06/11/22			EGP   2,625				168,917
14.30%, 09/03/22			5,685				354,751

29

Schedule of Investments  (unaudited) (continued) March 31, 2020 BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets)

Security		Par (000)				Value
Egypt (continued)
Egypt Government International Bond, 5.75%, 04/29/20			USD             882			$	879,244
							1,402,912
Iceland — 0.7%
Iceland Government International Bond, 5.88%, 05/11/22			3,030				3,350,087
Indonesia — 0.2%
Indonesia Government International Bond:
4.75%, 01/08/26			395				418,206
5.35%, 02/11/49(g)			200				226,563
Indonesia Treasury Bond, 6.13%, 05/15/28			IDR   3,387,000				184,717
							829,486
Mexico — 0.0%
Mexico Government International Bond, 4.15%, 03/28/27(g)			USD            210				213,806
Mongolia — 0.1%
Mongolia Government International Bond, 8.75%, 03/09/24			250				235,755
Nigeria — 0.0%
Nigeria Government International Bond, 7.63%, 11/21/25			284				218,680
Pakistan — 0.1%
Pakistan Government International Bond, 6.88%, 12/05/27			200				165,245
Third Pakistan International Sukuk Co. Ltd., 5.63%, 12/05/22			200				186,700
							351,945
Paraguay — 0.0%
Paraguay Government International Bond, 5.40%, 03/30/50(d)			200				187,312
Portugal — 0.7%
Portugal Government International Bond, 5.13%, 10/15/24(d)			3,190				3,573,636
Qatar — 0.2%
Qatar Government International Bond:
4.50%, 04/23/28			490				541,450
4.00%, 03/14/29(d)(g)			200				214,000
							755,450
Russia — 0.2%
Russian Foreign Bond — Eurobond:
4.75%, 05/27/26			400				425,400
4.25%, 06/23/27			400				419,000
							844,400

Security		Par (000)				Value
Saudi Arabia — 0.1%
Saudi Government International Bond, 4.50%, 04/17/30			USD   385			$	413,875
Sri Lanka — 0.1%
Sri Lanka Government International Bond:
6.85%, 03/14/24			200				118,396
6.35%, 06/28/24			200				117,713
7.85%, 03/14/29			400				216,424
7.55%, 03/28/30			200				110,250
							562,783
Turkey — 0.0%
Turkey Government International Bond, 6.25%, 09/26/22			200				194,875
Ukraine — 0.1%
Ukraine Government International Bond:
7.75%, 09/01/22			118				110,920
7.75%, 09/01/25			166				150,022
9.75%, 11/01/28			236				229,879
							490,821
Total Foreign Agency Obligations — 2.9% (Cost — $14,889,984)							14,684,471
		Shares
Investment Companies — 0.7%
Invesco Senior Loan ETF			165,601				3,388,197
Total Investment Companies — 0.7% (Cost — $3,734,592)							3,388,197
		Par (000)
Non-Agency Mortgage-Backed Securities — 1.6%
Collateralized Mortgage Obligations — 0.6%
Countrywide Alternative Loan Trust, Series 2005-54CB, Class 3A4, 5.50%, 11/25/35			USD 1,712				1,302,866
Countrywide Home Loan Mortgage Pass-Through Trust:
Series 2005-17, Class 1A6, 5.50%, 09/25/35			259				239,125
Series 2006-17, Class A2, 6.00%, 12/25/36			922				615,496
Series 2007-HY5, Class 3A1, 3.80%, 09/25/37(f)			600				474,474

30

Schedule of Investments  (unaudited) (continued) March 31, 2020 BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets)

Security						Par (000)				Value
Collateralized Mortgage Obligations (continued)
GSR Mortgage Loan Trust, Series 2005-AR5, Class 2A3, 4.12%, 10/25/35(f)			USD				466			$	325,353
											2,957,314
Commercial Mortgage-Backed Securities — 1.0%
Banc of America Merrill Lynch Commercial Mortgage Securities Trust, Series 2015-200P, Class C, 3.60%, 04/14/33(d)(f)							4,830				4,949,406
Greenwich Capital Commercial Funding Corp. Commercial Mortgage Trust, Series 2006-GG7, Class AM, 5.51%, 07/10/38(f)							247				245,291
											5,194,697
Total Non-Agency Mortgage-Backed Securities — 1.6% (Cost — $8,477,397)											8,152,011
						Beneficial Value (000)
Other Interests(n) — 0.0%
Auto Components — 0.0%
Lear Corp. Escrow(a)(b)(c)							1,000				10
IT Services — 0.0%
Millennium Corp.(a)(b)							918				—
Millennium Lender Claims(a)(b)							861				—
											—
Total Other Interests — 0.0% (Cost — $—)											10
						Par (000)
Preferred Securities — 9.4%
Capital Trusts — 7.1%
Banks — 1.3%
Banco Mercantil del Norte SA, 6.75%(d)(i)(j)			USD				396				302,029
Bank of East Asia Ltd., 5.88%(i)(j)			HKD				250				248,332
Bankia SA, 6.38%(i)(j)			EUR				200				172,016
Burgan Bank SAK, 5.75%(i)(j)			KWD				250				220,313
Capital One Financial Corp., Series E, 5.55%(g)(i)(j)			USD				3,000				2,580,000
CIT Group, Inc., Series A, 5.80%(i)(j)							235				204,450

Security						Par (000)				Value
Banks (continued)
Nanyang Commercial Bank Ltd., 5.00%(i)(j)			EUR				200			$	181,605
TMB Bank PCL, 4.90%(i)(j)			USD				250				212,500
Wells Fargo & Co.,(g)(i)(j):
Series S, 5.90%							1,500				1,470,000
Series U, 5.88%							968				982,520
											6,573,765
Building Materials — 0.0%
Holcim Finance Luxembourg SA, 3.00%(i)(j)			EUR				100				95,036
Capital Markets — 0.8%
China Cinda Asset Management Co. Ltd., 4.45%(i)(j)			CNY				200				196,875
Goldman Sachs Group, Inc., Series M, 5.38%(g)(i)(j)			USD				1,730				1,546,187
Morgan Stanley, Series H, 5.44%(g)(i)(j)							2,546				2,145,005
											3,888,067
Diversified Financial Services — 3.8%
Bank of America Corp.,(g)(i)(j):
Series AA, 6.10%							1,038				1,048,380
Series DD, 6.30%							215				225,750
Series U, 5.20%							1,250				1,186,275
Series X, 6.25%							1,929				1,957,935
Series Z, 6.50%							143				150,865
BNP Paribas SA, 4.50%(d)(i)(j)							205				157,850
Credit Agricole SA, 6.50%(i)(j)			EUR				100				104,693
Credit Suisse Group AG(i)(j):
5.10%(d)			USD				200				154,500
6.25%							200				184,250
6.38%(d)							495				434,461
HBOS Capital Funding LP, 6.85%(j)							100				94,150
HSBC Holdings PLC(i)(j):
6.00%							415				393,212
6.25%							695				643,744
JPMorgan Chase & Co.,(i)(j):
Series 1, 5.24%(g)							146				130,343
Series FF, 5.00%							1,345				1,263,278
Series HH, 4.60%(g)							570				498,864
Series R, 6.00%(g)							120				118,800
Series S, 6.75%(g)							160				167,200
Series U, 6.13%(g)							6,690				6,355,500
Series V, 4.75%(g)							4,060				3,524,080
Royal Bank of Scotland Group PLC, 8.63%(i)(j)							200				195,000
Woori Bank, 4.25%(i)(j)			KRW				250				235,168
											19,224,298
Diversified Telecommunication Services — 0.1%
Koninklijke KPN NV, 2.00%(i)(j)			EUR				100				102,454
Telefonica Europe BV(i)(j):
3.75%							100				107,197

31

Schedule of Investments  (unaudited) (continued) March 31, 2020 BlackRock Limited Duration Income Trust (BLW) (Percentages shown are based on Net Assets)

Security						Par (000)				Value
Diversified Telecommunication Services (continued)
4.38%			EUR				100			$	107,222
5.88%							100				112,803
											429,676
Electric Utilities — 0.3%
NextEra Energy Capital Holdings, Inc., 5.65%,(g)(i)			USD				1,750				1,609,295
Electronic Equipment, Instruments & Components — 0.0%
Belden, Inc., 4.13%, 10/15/26			EUR				100				102,998
Insurance — 0.7%
Achmea BV, 4.63%(i)(j)							200				181,356
Heungkuk Life Insurance Co. Ltd., 4.48%(i)(j)			USD				200				191,313
Voya Financial, Inc., 5.65%, 05/15/53(i)							3,500				3,167,500
											3,540,169
Oil, Gas & Consumable Fuels — 0.0%
Naturgy Finance BV, 3.38%(i)(j)			EUR				100				105,909
Utilities — 0.1%
Electricite de France SA, 3.00%(i)(j)							200				205,137
Total Capital Trusts — 7.1%											35,774,350
						Shares
Preferred Stocks — 1.9%
Banks — 0.0%
CF-B L2 (D) LLC, (Acquired 04/08/15, cost $131,171), 0.00%(o)							134,077				54,207
Capital Markets — 1.9%
Goldman Sachs Group, Inc., Series J, 5.50%(i)(j)							202,526				4,921,382
Morgan Stanley,(i)(j):
Series F, 6.88%							120				3,078,000
Series K, 5.85%							53				1,311,089
											9,310,471
Total Preferred Stocks — 1.9%											9,364,678
Trust Preferred — 0.4%
Diversified Financial Services — 0.4%
GMAC Capital Trust I, Series 2, 7.48%(i)							105,753				2,168,994
Total Trust Preferreds — 0.4%											2,168,994
Total Preferred Securities — 9.4% (Cost — $51,380,879)											47,308,022

Security						Par (000)				Value
U.S. Government Sponsored Agency Securities — 2.5%
Collateralized Mortgage Obligations — 1.3%
Fannie Mae Connecticut Avenue Securities, Series 2017-C03, Class 1M2, (1 mo. LIBOR US + 3.00%), 3.95%, 10/25/29(e)			USD				1,600			$	1,416,784
Freddie Mac Mortgage-Backed Securities, Series 4480, Class ZX, 4.00%, 11/15/44							4,835				5,373,962
											6,790,746
Interest Only Collateralized Mortgage Obligations — 0.3%
Freddie Mac Mortgage-Backed Securities, Series K042, Class X1, 1.04%, 12/25/24(f)							33,753				1,386,271
Mortgage-Backed Securities — 0.9%
Fannie Mae Mortgage-Backed Securities, 5.00%, 07/01/20 - 08/01/23							34				35,948
Freddie Mac Mortgage-Backed Securities, 3.50%, 04/15/20(g)							4,198				4,464,803
											4,500,751
Total U.S. Government Sponsored Agency Securities — 2.5% (Cost — $12,821,903)											12,677,768
U.S. Treasury Obligations — 3.7%
U.S. Treasury Bills, 2.75%, 09/30/20(g)							1,600				1,621,000
U.S. Treasury Bonds, 2.88%, 05/15/49(g)							1,350				1,842,064
U.S. Treasury Notes(g):
2.75%, 04/30/23							8,000				8,604,063
2.75%, 08/31/25							6,150				6,911,303
Total U.S. Treasury Obligations — 3.7% (Cost — $17,035,096)											18,978,430
Warrants — 0.0%
Metals & Mining — 0.0%
AFGlobal Corp. (Expires 12/20/20)(a)							2,542				—
Total Warrants — 0.0% (Cost — $—)											—
Total Long-Term Investments — 143.5% (Cost — $807,345,081)											727,094,721
Total Investments — 143.5% (Cost — $807,345,081)											727,094,721
Liabilities in Excess of Other Assets — (43.5)%											(220,330,493	)
Net Assets — 100.0%										$	506,764,228

^(a)  Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy.

32

Schedule of Investments  (unaudited) (continued) March 31, 2020 BlackRock Limited Duration Income Trust (BLW)     

^(b)  Non-income producing security.

^(c)  Issuer filed for bankruptcy and/or is in default.

^(d)  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.

^(e)  Variable rate security. Rate shown is the rate in effect as of period end.

^(f)  Variable or floating rate security, which interest rate adjusts periodically based on changes in current interest rates and prepayments on the underlying pool of assets. Rate shown is the rate in effect as of period end.

^(g)  All or a portion of the security has been pledged as collateral in connection with outstanding reverse repurchase agreements.

^(h)  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.

⁽ⁱ⁾  Variable rate security. Security may be issued at a fixed coupon rate, which converts to a variable rate at a specified date. Rate shown is the rate in effect as of period end.

^(j)  Perpetual security with no stated maturity date.

^(k)  Zero-coupon bond.

^(l)  Convertible security.

^(m)  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.

⁽ⁿ⁾  Other interests represent beneficial interests in liquidation trusts and other reorganization or private entities.

^(o)  Restricted security as to resale, excluding 144A securities. The Fund held restricted securities with a current value of $54,207 , representing 0.01% of its net assets as of period end, and an original cost of $131,171.

Affiliate		Shares Held at 12/31/19				Shares Purchased				Shares Sold				Shares Held at 03/31/20				Value at 03/31/20				Income				Net Realized Gain (Loss) (a)				Change in Unrealized Appreciation (Depreciation)
BlackRock Liquidity Funds, T-Fund, Institutional Class(b)			1,358,645				—				(1,358,645	)(c)			—			$	—			$	17,394			$	—			$	—

^(a)  Includes net capital gain distributions, if applicable.

^(b)  As of period end, the entity is no longer held by the Fund.

^(c)  Represents net shares purchased (sold).

Currency Abbreviations
BRL		Brazilian Real
CAD		Canadian Dollar
CNY		China
EUR		Euro
HKD		Hong Kong
GBP		British Pound
JPY		Japanese Yen
KRW		South Korea
KWD		Kuwait
NZD		New Zealand Dollar
USD		United States Dollar
Portfolio Abbreviations
ABS		Asset-Backed Security
CLO		Collateralized Loan Obligation
CR		Custodian Receipt
DIP		Debtor-In-Possession
ETF		Exchange-Traded Fund
LIBOR		London Interbank Offered Rate
MTN		Medium-Term Note
PIK		Payment-In-Kind
PRIME		U.S. Prime Rate
REIT		Real Estate Investment Trust

33

Schedule of Investments  (unaudited) (continued) March 31, 2020 BlackRock Limited Duration Income Trust (BLW)     

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)

BNP Paribas S.A.

0.95

%

06/21/19

Open

$

2,902,500

$

2,955,547

Capital Trusts

Open/Demand

BNP Paribas S.A.

0.95

06/21/19

Open

1,483,125

1,536,079

Capital Trusts

Open/Demand

BNP Paribas S.A.

0.95

06/21/19

Open

581,788

592,192

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.15

06/21/19

Open

226,188

230,641

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.15

06/21/19

Open

993,200

1,012,757

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.15

06/21/19

Open

944,843

963,209

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.15

06/21/19

Open

590,008

601,626

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.15

06/21/19

Open

2,421,969

2,468,058

Corporate Bonds

Open/Demand

RBC Capital Markets, LLC

1.04

06/21/19

Open

1,493,888

1,521,069

Corporate Bonds

Open/Demand

RBC Capital Markets, LLC

1.04

06/21/19

Open

654,063

665,963

Corporate Bonds

Open/Demand

RBC Capital Markets, LLC

1.04

06/21/19

Open

1,528,788

1,556,604

Corporate Bonds

Open/Demand

RBC Capital Markets, LLC

1.04

06/21/19

Open

407,531

414,946

Corporate Bonds

Open/Demand

RBC Capital Markets, LLC

1.04

06/21/19

Open

154,635

157,449

Corporate Bonds

Open/Demand

RBC Capital Markets, LLC

1.04

06/21/19

Open

256,275

260,938

Corporate Bonds

Open/Demand

RBC Capital Markets, LLC

1.04

06/21/19

Open

386,250

393,278

Corporate Bonds

Open/Demand

RBC Capital Markets, LLC

1.04

06/21/19

Open

288,563

293,813

Corporate Bonds

Open/Demand

RBC Capital Markets, LLC

1.04

06/21/19

Open

680,231

692,608

Corporate Bonds

Open/Demand

RBC Capital Markets, LLC

1.04

06/21/19

Open

1,110,819

1,131,030

Corporate Bonds

Open/Demand

RBC Capital Markets, LLC

1.04

06/21/19

Open

343,350

349,597

Corporate Bonds

Open/Demand

RBC Capital Markets, LLC

1.04

06/21/19

Open

1,776,250

1,808,569

Corporate Bonds

Open/Demand

RBC Capital Markets, LLC

1.04

06/21/19

Open

993,431

1,011,507

Corporate Bonds

Open/Demand

RBC Capital Markets, LLC

1.04

06/21/19

Open

535,575

545,320

Corporate Bonds

Open/Demand

RBC Capital Markets, LLC

1.04

06/21/19

Open

392,531

399,673

Corporate Bonds

Open/Demand

RBC Capital Markets, LLC

1.04

06/21/19

Open

1,455,000

1,481,474

Corporate Bonds

Open/Demand

RBC Capital Markets, LLC

1.04

06/21/19

Open

1,434,125

1,460,219

Corporate Bonds

Open/Demand

RBC Capital Markets, LLC

1.04

06/21/19

Open

275,224

280,521

Corporate Bonds

Open/Demand

RBC Capital Markets, LLC

1.04

06/21/19

Open

2,364,675

2,407,701

Corporate Bonds

Open/Demand

RBC Capital Markets, LLC

1.04

06/21/19

Open

263,313

268,104

Corporate Bonds

Open/Demand

RBC Capital Markets, LLC

1.04

06/21/19

Open

285,938

291,140

Corporate Bonds

Open/Demand

RBC Capital Markets, LLC

1.04

06/21/19

Open

1,218,544

1,240,715

Corporate Bonds

Open/Demand

RBC Capital Markets, LLC

1.04

06/21/19

Open

430,650

438,486

Corporate Bonds

Open/Demand

RBC Capital Markets, LLC

1.04

06/21/19

Open

1,452,506

1,478,935

Corporate Bonds

Open/Demand

RBC Capital Markets, LLC

1.04

06/21/19

Open

370,781

377,528

Corporate Bonds

Open/Demand

RBC Capital Markets, LLC

1.04

06/21/19

Open

843,750

859,102

Corporate Bonds

Open/Demand

RBC Capital Markets, LLC

1.04

06/21/19

Open

162,350

165,304

Corporate Bonds

Open/Demand

RBC Capital Markets, LLC

1.04

06/21/19

Open

134,925

137,380

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.15

07/16/19

Open

569,250

578,628

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.15

07/16/19

Open

795,150

808,250

Corporate Bonds

Open/Demand

HSBC Securities (USA), Inc.

0.06

07/17/19

Open

6,512,000

6,600,607

U.S. Treasury Obligations

Open/Demand

HSBC Securities (USA), Inc.

0.06

07/17/19

Open

8,316,000

8,429,153

U.S. Treasury Obligations

Open/Demand

RBC Capital Markets, LLC

1.30

08/26/19

Open

1,682,738

1,707,754

Corporate Bonds

Open/Demand

HSBC Securities (USA), Inc.

1.66

08/27/19

Open

1,636,000

1,654,651

U.S. Treasury Obligations

Open/Demand

RBC Capital Markets, LLC

0.10

08/29/19

Open

264,128

266,079

Corporate Bonds

Open/Demand

RBC Capital Markets, LLC

1.15

08/29/19

Open

643,125

651,910

Corporate Bonds

Open/Demand

RBC Capital Markets, LLC

1.30

08/29/19

Open

419,543

425,649

Corporate Bonds

Open/Demand

34

Schedule of Investments  (unaudited) (continued) March 31, 2020 BlackRock Limited Duration Income Trust (BLW)     

Reverse Repurchase Agreements (continued)

Counterparty

Interest Rate

Trade Date

Maturity Date (a)

Face Value

Face Value Including Accrued Interest

Type of Non-Cash Underlying Collateral

Remaining Contractual Maturity of the Agreements (a)

RBC Capital Markets, LLC

1.30

%

08/29/19

Open

$

535,301

$

543,093

Corporate Bonds

Open/Demand

RBC Capital Markets, LLC

1.30

08/29/19

Open

1,561,573

1,584,302

Corporate Bonds

Open/Demand

RBC Capital Markets, LLC

1.30

08/29/19

Open

1,075,718

1,091,375

Corporate Bonds

Open/Demand

RBC Capital Markets, LLC

1.30

08/29/19

Open

1,073,600

1,089,227

Corporate Bonds

Open/Demand

Barclays Capital, Inc.

1.00

09/03/19

Open

1,437,188

1,455,033

Capital Trusts

Open/Demand

Barclays Capital, Inc.

1.00

09/03/19

Open

2,349,187

2,378,356

Corporate Bonds

Open/Demand

Barclays Capital, Inc.

1.00

09/03/19

Open

1,068,750

1,082,020

Capital Trusts

Open/Demand

Barclays Capital, Inc.

1.00

09/03/19

Open

2,307,900

2,336,556

Corporate Bonds

Open/Demand

Barclays Capital, Inc.

1.00

09/03/19

Open

1,622,771

1,642,921

Capital Trusts

Open/Demand

Barclays Capital, Inc.

1.00

09/03/19

Open

1,081,267

1,094,693

Corporate Bonds

Open/Demand

Barclays Capital, Inc.

1.25

09/03/19

Open

1,327,775

1,346,198

Capital Trusts

Open/Demand

Barclays Capital, Inc.

1.25

09/03/19

Open

1,081,978

1,096,990

Capital Trusts

Open/Demand

Barclays Capital, Inc.

1.25

09/03/19

Open

509,469

516,538

Corporate Bonds

Open/Demand

Barclays Capital, Inc.

1.25

09/03/19

Open

2,310,000

2,342,051

Capital Trusts

Open/Demand

Barclays Capital, Inc.

1.25

09/03/19

Open

1,226,569

1,243,587

Corporate Bonds

Open/Demand

Barclays Capital, Inc.

1.25

09/04/19

Open

392,201

397,613

Corporate Bonds

Open/Demand

BNP Paribas S.A.

0.95

09/04/19

Open

908,438

919,359

Corporate Bonds

Open/Demand

BNP Paribas S.A.

0.95

09/04/19

Open

3,172,500

3,210,640

Corporate Bonds

Open/Demand

BNP Paribas S.A.

0.95

09/04/19

Open

6,781,988

6,863,758

Capital Trusts

Open/Demand

BNP Paribas S.A.

0.95

09/04/19

Open

1,504,500

1,522,587

Corporate Bonds

Open/Demand

BNP Paribas S.A.

0.95

09/04/19

Open

3,555,000

3,597,739

Corporate Bonds

Open/Demand

BNP Paribas S.A.

0.95

09/04/19

Open

838,785

848,869

Corporate Bonds

Open/Demand

BNP Paribas S.A.

0.95

09/04/19

Open

3,812,057

3,857,886

Corporate Bonds

Open/Demand

BNP Paribas S.A.

0.95

09/04/19

Open

849,225

859,435

Corporate Bonds

Open/Demand

BNP Paribas S.A.

0.95

09/04/19

Open

288,400

291,871

Corporate Bonds

Open/Demand

BNP Paribas S.A.

0.95

09/04/19

Open

169,744

171,784

Corporate Bonds

Open/Demand

BNP Paribas S.A.

0.95

09/04/19

Open

1,002,394

1,014,445

Corporate Bonds

Open/Demand

BNP Paribas S.A.

0.95

09/04/19

Open

526,025

532,356

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.15

09/04/19

Open

2,289,375

2,319,636

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.15

09/09/19

Open

446,500

452,250

Corporate Bonds

Open/Demand

Barclays Capital, Inc.

1.25

09/11/19

Open

986,798

999,886

Corporate Bonds

Open/Demand

Barclays Capital, Inc.

1.25

09/16/19

Open

1,105,561

1,119,887

Corporate Bonds

Open/Demand

Barclays Capital, Inc.

1.25

09/16/19

Open

778,500

788,529

Corporate Bonds

Open/Demand

Barclays Capital, Inc.

0.45

09/17/19

Open

400,000

403,380

Corporate Bonds

Open/Demand

Barclays Capital, Inc.

1.00

09/17/19

Open

806,925

816,160

Capital Trusts

Open/Demand

Barclays Capital, Inc.

1.05

09/17/19

Open

292,370

295,796

Corporate Bonds

Open/Demand

Barclays Capital, Inc.

1.05

09/17/19

Open

181,750

183,880

Corporate Bonds

Open/Demand

Barclays Capital, Inc.

1.25

09/17/19

Open

103,853

104,972

Corporate Bonds

Open/Demand

Barclays Capital, Inc.

1.25

09/17/19

Open

514,639

521,229

Corporate Bonds

Open/Demand

Barclays Capital, Inc.

1.25

09/17/19

Open

1,078,761

1,092,575

Corporate Bonds

Open/Demand

Barclays Capital, Inc.

1.25

09/17/19

Open

728,850

738,183

Corporate Bonds

Open/Demand

Barclays Capital, Inc.

1.25

09/17/19

Open

597,690

605,344

Corporate Bonds

Open/Demand

Barclays Capital, Inc.

1.25

09/17/19

Open

670,605

679,192

Corporate Bonds

Open/Demand

Barclays Capital, Inc.

1.25

09/17/19

Open

454,436

460,256

Corporate Bonds

Open/Demand

Barclays Capital, Inc.

1.25

09/17/19

Open

855,400

866,354

Capital Trusts

Open/Demand

Barclays Capital, Inc.

1.25

09/17/19

Open

412,539

417,822

Corporate Bonds

Open/Demand

Barclays Capital, Inc.

1.25

09/17/19

Open

642,715

650,945

Corporate Bonds

Open/Demand

Barclays Capital, Inc.

1.25

09/17/19

Open

143,696

145,536

Corporate Bonds

Open/Demand

Barclays Capital, Inc.

1.25

09/17/19

Open

788,880

798,982

Capital Trusts

Open/Demand

Barclays Capital, Inc.

1.25

09/17/19

Open

430,320

435,830

Corporate Bonds

Open/Demand

Barclays Capital, Inc.

1.25

09/20/19

Open

575,920

583,047

Corporate Bonds

Open/Demand

35

Schedule of Investments  (unaudited) (continued) March 31, 2020 BlackRock Limited Duration Income Trust (BLW)     

Reverse Repurchase Agreements (continued)

Counterparty

Interest Rate

Trade Date

Maturity Date (a)

Face Value

Face Value Including Accrued Interest

Type of Non-Cash Underlying Collateral

Remaining Contractual Maturity of the Agreements (a)

BNP Paribas S.A.

1.15

%

09/20/19

Open

$

512,513

$

518,583

Corporate Bonds

Open/Demand

RBC Capital Markets, LLC

1.30

10/01/19

Open

264,600

267,883

Corporate Bonds

Open/Demand

RBC Capital Markets, LLC

1.30

10/01/19

Open

844,828

855,308

Corporate Bonds

Open/Demand

J.P. Morgan Securities LLC

0.75

10/11/19

Open

200,430

202,134

Corporate Bonds

Open/Demand

J.P. Morgan Securities LLC

1.10

10/11/19

Open

446,400

450,594

Corporate Bonds

Open/Demand

J.P. Morgan Securities LLC

1.10

10/11/19

Open

862,875

871,431

Corporate Bonds

Open/Demand

Barclays Capital, Inc.

1.25

10/31/19

Open

532,675

537,721

Corporate Bonds

Open/Demand

RBC Capital Markets, LLC

1.30

11/04/19

Open

798,968

806,500

Corporate Bonds

Open/Demand

RBC Capital Markets, LLC

1.30

11/12/19

Open

450,640

454,658

Corporate Bonds

Open/Demand

Barclays Capital, Inc.

0.45

11/15/19

Open

218,738

220,613

Corporate Bonds

Open/Demand

Barclays Capital, Inc.

1.00

11/15/19

Open

390,181

393,162

Capital Trusts

Open/Demand

Barclays Capital, Inc.

1.10

11/15/19

Open

202,120

203,741

Foreign Agency Obligations

Open/Demand

Barclays Capital, Inc.

1.25

11/15/19

Open

109,385

110,325

Corporate Bonds

Open/Demand

Barclays Capital, Inc.

1.25

11/15/19

Open

314,038

316,737

Corporate Bonds

Open/Demand

Barclays Capital, Inc.

1.25

11/15/19

Open

447,440

451,287

Corporate Bonds

Open/Demand

RBC Capital Markets, LLC

1.30

11/15/19

Open

1,247,063

1,257,784

Corporate Bonds

Open/Demand

RBC Capital Markets, LLC

1.30

11/15/19

Open

380,190

383,531

Corporate Bonds

Open/Demand

RBC Capital Markets, LLC

1.30

11/15/19

Open

684,203

690,216

Corporate Bonds

Open/Demand

RBC Capital Markets, LLC

1.30

11/15/19

Open

143,303

144,562

Corporate Bonds

Open/Demand

Barclays Capital, Inc.

1.25

11/21/19

Open

310,030

312,560

Corporate Bonds

Open/Demand

Barclays Capital, Inc.

1.25

12/05/19

Open

553,465

557,497

Corporate Bonds

Open/Demand

Barclays Capital, Inc.

1.50

12/05/19

Open

41,513

41,444

Corporate Bonds

Open/Demand

RBC Capital Markets, LLC

1.30

12/05/19

Open

291,280

293,449

Corporate Bonds

Open/Demand

RBC Capital Markets, LLC

1.30

12/09/19

Open

687,660

692,605

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.15

12/17/19

Open

1,048,005

1,054,548

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.15

12/17/19

Open

2,048,770

2,061,561

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.15

12/17/19

Open

1,357,563

1,366,038

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.15

12/18/19

Open

917,975

923,651

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.15

12/18/19

Open

1,143,000

1,150,068

Corporate Bonds

Open/Demand

RBC Capital Markets, LLC

1.30

12/18/19

Open

1,041,074

1,047,962

Corporate Bonds

Open/Demand

RBC Capital Markets, LLC

1.30

12/18/19

Open

321,722

323,851

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.35

12/19/19

Open

903,858

909,910

Corporate Bonds

Open/Demand

RBC Capital Markets, LLC

1.30

12/19/19

Open

149,425

150,414

Corporate Bonds

Open/Demand

RBC Capital Markets, LLC

1.30

12/19/19

Open

165,205

166,298

Corporate Bonds

Open/Demand

RBC Capital Markets, LLC

1.30

12/19/19

Open

334,670

336,884

Corporate Bonds

Open/Demand

RBC Capital Markets, LLC

1.30

12/19/19

Open

285,600

287,471

Corporate Bonds

Open/Demand

RBC Capital Markets, LLC

1.30

12/20/19

Open

1,726,231

1,737,212

Corporate Bonds

Open/Demand

BNP Paribas S.A.

0.10

01/02/20

Open

1,498,500

1,504,498

U.S. Treasury Obligations

Open/Demand

BNP Paribas S.A.

1.12

01/08/20

Open

837,533

841,603

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.12

01/08/20

Open

1,502,361

1,509,663

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.22

01/08/20

Open

1,640,138

1,648,487

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.15

01/14/20

Open

760,598

764,074

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.15

01/14/20

Open

5,976,413

6,003,730

Corporate Bonds

Open/Demand

RBC Capital Markets LLC

1.04

01/14/20

Open

1,155,131

1,160,139

Corporate Bonds

Open/Demand

RBC Capital Markets LLC

1.30

01/14/20

Open

1,009,775

1,014,714

Corporate Bonds

Open/Demand

36

Schedule of Investments  (unaudited) (continued) March 31, 2020 BlackRock Limited Duration Income Trust (BLW)     

Reverse Repurchase Agreements (continued)

Counterparty

Interest Rate

Trade Date

Maturity Date (a)

Face Value

Face Value Including Accrued Interest

Type of Non-Cash Underlying Collateral

Remaining Contractual Maturity of the Agreements (a)

BNP Paribas S.A.

1.10

%

01/15/20

Open

$

1,665,343

$

1,672,679

Corporate Bonds

Open/Demand

Barclays Capital, Inc.

1.25

01/16/20

Open

1,019,655

1,024,406

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.15

01/16/20

Open

1,696,500

1,704,052

Corporate Bonds

Open/Demand

RBC Capital Markets LLC

1.30

01/16/20

Open

210,938

211,942

Corporate Bonds

Open/Demand

RBC Capital Markets LLC

1.30

01/16/20

Open

1,348,200

1,354,623

Corporate Bonds

Open/Demand

RBC Capital Markets LLC

1.30

01/16/20

Open

765,475

769,122

Corporate Bonds

Open/Demand

Barclays Capital, Inc.

0.25

01/21/20

Open

168,670

168,490

Corporate Bonds

Open/Demand

Barclays Capital, Inc.

1.00

01/21/20

Open

459,608

461,382

Corporate Bonds

Open/Demand

Barclays Capital, Inc.

1.00

01/21/20

Open

1,673,415

1,679,876

Corporate Bonds

Open/Demand

Barclays Capital, Inc.

1.25

01/21/20

Open

404,260

406,017

Corporate Bonds

Open/Demand

Barclays Capital, Inc.

1.25

01/21/20

Open

1,041,100

1,045,626

Corporate Bonds

Open/Demand

Barclays Capital, Inc.

1.25

01/21/20

Open

581,819

584,348

Corporate Bonds

Open/Demand

Barclays Capital, Inc.

1.25

01/21/20

Open

146,450

147,087

Corporate Bonds

Open/Demand

Barclays Capital, Inc.

1.25

01/21/20

Open

1,549,083

1,555,817

Corporate Bonds

Open/Demand

Barclays Capital, Inc.

1.25

01/21/20

Open

396,664

398,388

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.15

01/21/20

Open

443,438

445,279

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.15

01/21/20

Open

536,130

538,356

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.15

01/21/20

Open

570,000

572,367

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.30

01/21/20

Open

1,186,868

1,192,142

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.38

01/21/20

Open

835,728

839,572

Corporate Bonds

Open/Demand

Barclays Capital, Inc.

1.25

01/22/20

Open

882,000

885,779

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.15

01/22/20

Open

313,600

314,884

Corporate Bonds

Open/Demand

RBC Capital Markets LLC

1.30

01/23/20

Open

636,380

639,127

Corporate Bonds

Open/Demand

RBC Capital Markets LLC

1.30

01/24/20

Open

1,079,520

1,083,973

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.15

01/27/20

Open

869,938

873,238

Corporate Bonds

Open/Demand

Barclays Capital, Inc.

0.50

01/31/20

Open

446,985

448,053

Corporate Bonds

Open/Demand

Barclays Capital, Inc.

1.00

01/31/20

Open

739,688

742,009

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.09

01/31/20

Open

393,335

394,626

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.09

01/31/20

Open

267,890

268,769

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.09

01/31/20

Open

275,220

276,123

Corporate Bonds

Open/Demand

J.P. Morgan Securities LLC

0.75

01/31/20

Open

254,294

255,004

Corporate Bonds

Open/Demand

Barclays Capital, Inc.

1.25

02/06/20

Open

983,678

986,970

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.05

02/11/20

Open

159,568

160,008

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.05

02/11/20

Open

1,750,815

1,755,652

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.05

02/11/20

Open

395,106

396,198

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.05

02/11/20

Open

734,969

736,999

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.05

02/11/20

Open

178,351

178,844

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.05

02/11/20

Open

118,080

118,406

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.05

02/11/20

Open

874,278

876,693

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.05

02/11/20

Open

590,094

591,724

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.05

02/11/20

Open

1,193,688

1,196,985

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.05

02/11/20

Open

1,021,138

1,023,958

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.05

02/11/20

Open

580,583

582,186

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.09

02/11/20

Open

270,338

271,099

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.10

02/11/20

Open

158,400

158,848

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.10

02/11/20

Open

879,675

882,165

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.10

02/11/20

Open

976,140

978,903

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.10

02/11/20

Open

938,210

940,866

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.30

02/11/20

Open

350,400

351,370

Corporate Bonds

Open/Demand

Barclays Capital, Inc.

1.25

02/12/20

Open

548,368

549,997

Corporate Bonds

Open/Demand

37

Schedule of Investments  (unaudited) (continued) March 31, 2020 BlackRock Limited Duration Income Trust (BLW)     

Reverse Repurchase Agreements (continued)

Counterparty

Interest Rate

Trade Date

Maturity Date (a)

Face Value

Face Value Including Accrued Interest

Type of Non-Cash  Underlying Collateral

Remaining Contractual Maturity of the Agreements (a)

BNP Paribas S.A.

1.35

%

02/12/20

Open

$

718,815

$

721,047

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.05

02/13/20

Open

879,056

881,385

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.05

02/13/20

Open

799,939

802,057

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.05

02/13/20

Open

574,291

575,812

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.05

02/13/20

Open

806,575

808,711

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.05

02/13/20

Open

752,595

754,588

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.05

02/13/20

Open

878,130

880,456

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.05

02/13/20

Open

678,510

680,307

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.05

02/13/20

Open

686,190

688,007

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.05

02/13/20

Open

745,518

747,492

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.05

02/13/20

Open

844,760

846,997

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.05

02/13/20

Open

749,875

751,861

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.10

02/13/20

Open

752,169

754,210

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.10

02/13/20

Open

707,783

709,703

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.40

02/13/20

Open

793,800

796,265

Corporate Bonds

Open/Demand

RBC Capital Markets LLC

1.30

02/14/20

Open

976,920

979,577

Corporate Bonds

Open/Demand

Barclays Capital, Inc.

1.25

02/19/20

Open

37,541

37,636

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.15

02/25/20

Open

727,635

729,136

Corporate Bonds

Open/Demand

RBC Capital Markets LLC

1.30

02/26/20

Open

128,060

128,335

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.05

02/28/20

Open

611,100

612,231

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.05

02/28/20

Open

654,309

655,520

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.05

02/28/20

Open

642,563

643,752

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.05

02/28/20

Open

646,905

648,103

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.05

02/28/20

Open

669,030

670,269

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.05

02/28/20

Open

549,780

550,798

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.05

02/28/20

Open

657,510

658,727

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.05

02/28/20

Open

660,630

661,853

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.10

02/28/20

Open

634,480

635,684

Corporate Bonds

Open/Demand

Credit Suisse Securities (USA) LLC

0.50

03/02/20

Open

225,000

225,275

Foreign Agency Obligations

Open/Demand

Credit Suisse Securities (USA) LLC

1.75

03/02/20

Open

222,430

222,781

Foreign Agency Obligations

Open/Demand

Credit Suisse Securities (USA) LLC

2.25

03/02/20

Open

179,250

179,550

Foreign Agency Obligations

Open/Demand

Goldman Sachs & Co.

0.25

03/02/20

Open

176,587

176,820

Corporate Bonds

Open/Demand

Goldman Sachs & Co.

0.25

03/02/20

Open

253,869

254,204

Corporate Bonds

Open/Demand

Goldman Sachs & Co.

0.25

03/02/20

Open

288,576

288,957

Corporate Bonds

Open/Demand

Goldman Sachs & Co.

0.25

03/02/20

Open

397,350

397,874

Corporate Bonds

Open/Demand

Goldman Sachs & Co.

0.35

03/02/20

Open

709,000

709,991

Corporate Bonds

Open/Demand

Goldman Sachs & Co.

0.50

03/02/20

Open

221,038

221,372

Foreign Agency Obligations

Open/Demand

Goldman Sachs & Co.

0.55

03/02/20

Open

553,155

554,014

Capital Trusts

Open/Demand

Goldman Sachs & Co.

0.55

03/02/20

Open

531,421

532,246

Corporate Bonds

Open/Demand

Goldman Sachs & Co.

0.60

03/02/20

Open

1,954,014

1,957,124

Corporate Bonds

Open/Demand

Goldman Sachs & Co.

0.60

03/02/20

Open

1,270,074

1,272,096

Corporate Bonds

Open/Demand

Goldman Sachs & Co.

0.60

03/02/20

Open

391,957

392,581

Corporate Bonds

Open/Demand

Barclays Capital, Inc.

1.00

03/05/20

Open

3,117,113

3,120,446

Corporate Bonds

Open/Demand

RBC Capital Markets LLC

1.04

03/09/20

Open

7,341

7,348

Corporate Bonds

Open/Demand

Citigroup Global Markets Inc.

0.90

03/10/20

4/15/20

4,341,388

4,343,558

U.S. Government Sponsored Agency Securities

Up to 30 Days

38

Schedule of Investments  (unaudited) (continued) March 31, 2020 BlackRock Limited Duration Income Trust (BLW)     

Reverse Repurchase Agreements (continued)

Counterparty

Interest Rate

Trade Date

Maturity Date (a)

Face Value

Face Value Including Accrued Interest

Type of Non-Cash Underlying Collateral

Remaining Contractual Maturity of the Agreements (a)

BNP Paribas S.A.

1.15

%

03/13/20

Open

$

231,840

$

232,039

Corporate Bonds

Open/Demand

BoFA Securities, Inc.

1.25

03/17/20

Open

101,490

101,437

Corporate Bonds

Open/Demand

Barclays Capital, Inc.

1.60

03/18/20

Open

971,480

972,084

Corporate Bonds

Open/Demand

Barclays Capital, Inc.

1.60

03/18/20

Open

940,275

940,860

Corporate Bonds

Open/Demand

Barclays Capital, Inc.

1.60

03/19/20

Open

436,905

437,157

Corporate Bonds

Open/Demand

Barclays Capital, Inc.

2.00

03/20/20

Open

17,969

17,978

Corporate Bonds

Open/Demand

Barclays Capital, Inc.

3.25

03/23/20

Open

150,590

150,712

Corporate Bonds

Open/Demand

Barclays Capital, Inc.

3.25

03/23/20

Open

123,840

123,941

Corporate Bonds

Open/Demand

Barclays Capital, Inc.

3.25

03/23/20

Open

71,540

71,636

Corporate Bonds

Open/Demand

Barclays Capital, Inc.

3.25

03/23/20

Open

231,400

231,588

Corporate Bonds

Open/Demand

Barclays Capital, Inc.

3.25

03/23/20

Open

211,935

212,107

Corporate Bonds

Open/Demand

Barclays Capital, Inc.

3.25

03/23/20

Open

68,693

68,748

Corporate Bonds

Open/Demand

Barclays Capital, Inc.

3.25

03/23/20

Open

80,360

80,425

Corporate Bonds

Open/Demand

HSBC Securities (USA), Inc.

0.65

03/23/20

Open

85,000

85,014

Corporate Bonds

Open/Demand

HSBC Securities (USA), Inc.

0.90

03/23/20

Open

273,000

273,061

Corporate Bonds

Open/Demand

HSBC Securities (USA), Inc.

0.90

03/23/20

Open

356,000

356,080

Corporate Bonds

Open/Demand

HSBC Securities (USA), Inc.

0.90

03/23/20

Open

146,000

146,033

Corporate Bonds

Open/Demand

HSBC Securities (USA), Inc.

0.90

03/23/20

Open

331,000

331,074

Corporate Bonds

Open/Demand

HSBC Securities (USA), Inc.

0.90

03/23/20

Open

257,000

257,058

Corporate Bonds

Open/Demand

HSBC Securities (USA), Inc.

0.90

03/23/20

Open

99,000

99,022

Corporate Bonds

Open/Demand

HSBC Securities (USA), Inc.

0.90

03/23/20

Open

158,000

158,036

Corporate Bonds

Open/Demand

Barclays Capital, Inc.

1.25

03/24/20

Open

74,439

74,457

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.05

03/24/20

Open

361,950

362,024

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.15

03/24/20

Open

427,313

427,408

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.05

03/25/20

Open

514,025

514,115

Corporate Bonds

Open/Demand

BNP Paribas S.A.

1.05

03/25/20

Open

611,888

611,995

Corporate Bonds

Open/Demand

RBC Capital Markets LLC

1.04

03/25/20

Open

178,600

178,631

Corporate Bonds

Open/Demand

HSBC Securities (USA), Inc.

0.65

03/26/20

Open

529,000

529,048

Corporate Bonds

Open/Demand

HSBC Securities (USA), Inc.

0.65

03/26/20

Open

139,000

139,013

Capital Trusts

Open/Demand

HSBC Securities (USA), Inc.

0.65

03/26/20

Open

194,000

194,018

Corporate Bonds

Open/Demand

HSBC Securities (USA), Inc.

0.65

03/26/20

Open

201,000

201,018

Capital Trusts

Open/Demand

HSBC Securities (USA), Inc.

0.65

03/26/20

Open

110,000

110,010

Capital Trusts

Open/Demand

HSBC Securities (USA), Inc.

0.65

03/26/20

Open

458,000

458,041

Capital Trusts

Open/Demand

HSBC Securities (USA), Inc.

0.65

03/26/20

Open

151,000

151,014

Capital Trusts

Open/Demand

39

Schedule of Investments  (unaudited) (continued) March 31, 2020 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)
HSBC Securities (USA), Inc.			0.65	%			03/26/20				Open			$	118,000			$	118,011			Capital Trusts		Open/Demand
Barclays Capital, Inc.			0.75				03/30/20				Open				6,208				6,208			Capital Trusts		Open/Demand
BNP Paribas S.A.			1.10				03/30/20				Open				738,135				738,158			Corporate Bonds		Open/Demand
														$	228,609,967			$	230,696,859

^(a)  Certain agreements have no stated maturity and can be terminated by either party at any time.

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			64				06/19/20			$	9,986			$	43,945
2-Year U.S. Treasury Note			1,109				06/30/20				244,405				4,334,730
															4,378,675
Short Contracts
10-Year U.S. Treasury Note			182				06/19/20				25,241				(110,222	)
U.S. Long Treasury Bond			17				06/19/20				3,044				(256,175	)
U.S. Ultra Bond			9				06/19/20				1,997				(212,838	)
5-Year U.S. Treasury Note			397				06/30/20				49,768				(468,931	)
															(1,048,166	)
														$	3,330,509

Forward Foreign Currency Exchange Contracts

Currency Purchased						Currency Sold						Counterparty		Settlement Date				Unrealized Appreciation (Depreciation)
GBP			6,375,000			USD			7,905,255			JPMorgan Chase Bank N.A.			04/03/20			$	13,234
GBP			855,000			USD			1,061,746			State Street Bank and Trust Co.			04/03/20				263
GBP			893,000			USD			1,108,934			State Street Bank and Trust Co.			04/03/20				275
USD			8,222,118			GBP			6,375,000			Natwest Markets PLC			04/03/20				303,629
USD			1,113,844			GBP			864,000			Standard Chartered Bank			04/03/20				40,656
USD			1,151,230			GBP			893,000			Standard Chartered Bank			04/03/20				42,020
USD			54,453			NZD			86,000			Morgan Stanley & Co. International PLC			04/03/20				3,138
USD			319,289			EUR			289,000			UBS AG			05/05/20				145
USD			926,931			EUR			839,000			UBS AG			05/05/20				422
USD			8,141,308			EUR			7,369,000			UBS AG			05/05/20				3,706
USD			51,595			NZD			86,000			Morgan Stanley & Co. International PLC			05/05/20				292
JPY			482,803,165			NZD			7,250,000			Morgan Stanley & Co. International PLC			06/17/20				181,255
USD			8,220,000			CAD			11,443,884			Bank of America N.A.			06/17/20				82,289
USD			4,310,000			CAD			5,971,282			HSBC Bank USA N.A.			06/17/20				63,840

40

Schedule of Investments  (unaudited) (continued) March 31, 2020 BlackRock Limited Duration Income Trust (BLW)     

Forward Foreign Currency Exchange Contracts (continued)

Currency Purchased						Currency Sold						Counterparty		Settlement Date				Unrealized Appreciation (Depreciation)
USD			4,110,000			CAD			5,703,365			UBS AG			06/17/20			$	54,355
USD			4,320,000			JPY			452,409,019			JPMorgan Chase Bank N.A.			06/17/20				98,868
																			888,387
EUR			289,000			USD			318,854			UBS AG			04/03/20				(107	)
EUR			839,000			USD			925,669			UBS AG			04/03/20				(310	)
EUR			7,369,000			USD			8,130,218			UBS AG			04/03/20				(2,720	)
NZD			86,000			USD			51,606			Morgan Stanley & Co. International PLC			04/03/20				(291	)
USD			924,958			EUR			841,000			HSBC Bank USA N.A.			04/03/20				(2,606	)
USD			8,591,489			EUR			7,811,000			HSBC Bank USA N.A.			04/03/20				(23,504	)
USD			1,648,143			EUR			1,499,000			UBS AG			04/03/20				(5,150	)
USD			7,911,184			GBP			6,375,000			JPMorgan Chase Bank N.A.			05/05/20				(12,875	)
USD			1,062,572			GBP			855,000			State Street Bank and Trust Co.			05/05/20				(184	)
USD			1,109,797			GBP			893,000			State Street Bank and Trust Co.			05/05/20				(192	)
CAD			5,680,678			USD			4,110,000			Citibank N.A.			06/17/20				(70,488	)
CAD			5,720,610			USD			4,110,000			Citibank N.A.			06/17/20				(42,092	)
CAD			5,723,526			USD			4,110,000			JPMorgan Chase Bank N.A.			06/17/20				(40,019	)
CAD			6,003,313			USD			4,310,000			JPMorgan Chase Bank N.A.			06/17/20				(41,063	)
JPY			453,587,472			USD			4,320,000			Goldman Sachs International			06/17/20				(87,872	)
NZD			7,250,000			JPY			466,899,275			Natwest Markets PLC			06/17/20				(32,866	)
																			(362,339	)
			Net Unrealized Appreciation															$	526,048

Centrally Cleared Credit Default Swaps — Sell Protection

Reference Obligation/Index		Financing Rate Received by the Fund				Payment Frequency				Termination Date		Credit Rating (a)				Notional Amount (000) (b)						Value				Upfront Premium Paid (Received)				Unrealized Appreciation (Depreciation)
Markit iTraxx XO, Series 32, Version 1			5.00	%			Quarterly			12/20/24			B			EUR			100			$	(2,079	)		$	1,101			$	(3,180	)

^(a) Using the rating of the issuer or the underlying securities of the index, as applicable, provided by S&P Global Ratings.

^(b) The maximum potential amount the Fund may pay should a negative credit event take place as defined under the terms of the agreement.

Centrally Cleared Interest Rate Swaps

Paid by the Fund

Received by the Fund

Effective Date

Termination Date

Notional Amount (000)

Value

Upfront Premium Paid (Received)

Unrealized Appreciation (Depreciation)

Rate

Frequency

Rate

Frequency

3-Month LIBOR, 1.45%

Quarterly

1.57%

Semi-Annual

N/A

02/11/30

USD            5

$

415

$

207

$

208

41

Schedule of Investments  (unaudited) (continued) March 31, 2020 BlackRock Limited Duration Income Trust (BLW)     

OTC Credit Default Swaps — Buy Protection

Reference Obligation/Index		Financing Rate Paid by the Fund				Payment Frequency				Counterparty		Termination Date				Notional Amount (000)						Value				Upfront Premium Paid (Received)				Unrealized Appreciation (Depreciation)
Altice Finco SA			5.00	%			Quarterly			Credit Suisse International			12/20/24			EUR			40			$	(356	)		$	(5,163	)		$	4,807
Altice Finco SA			5.00				Quarterly			Credit Suisse International			12/20/24			EUR			30				(267	)			(3,200	)			2,933
																						$	(623	)		$	(8,363	)		$	7,740

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 PremiumPaid (Received)				Unrealized Appreciation (Depreciation)
		Casino Guichard Perrachon SA			1.00	%			Quarterly			Citibank N.A.			06/20/23			B			EUR				11			$	(1,902	)		$	(1,066	)		$	(836	)
		Casino Guichard Perrachon SA			1.00				Quarterly			Barclays Bank PLC			12/20/23			B			EUR				40				(8,118	)			(4,881	)			(3,237	)
		Chesapeake Energy Corp.			5.00				Quarterly			Barclays Bank PLC			12/20/23			CCC-			USD				79				(69,125	)			114				(69,239	)
		Chesapeake Energy Corp.			5.00				Quarterly			Barclays Bank PLC			12/20/23			CCC-			USD				62				(54,250	)			454				(54,704	)
		Broadcom, Inc.			1.00				Quarterly			Citibank N.A.			06/20/24			B-			USD				1,185				(86,893	)			(76,924	)			(9,969	)
		Altice SA			5.00				Quarterly			Citibank N.A.			12/20/24			B-			EUR				10				(224	)			1,108				(1,332	)
		Garfunkelux Holdco 2 SA			5.00				Quarterly			Credit Suisse International			12/20/24			B-			EUR				10				(2,797	)			(127	)			(2,670	)
		Garfunkelux Holdco 2 SA			5.00				Quarterly			Credit Suisse International			12/20/24			B-			EUR				30				(8,391	)			—				(8,391	)
		Garfunkelux Holdco 2 SA			5.00				Quarterly			Credit Suisse International			12/20/24			B-			EUR				10				(2,797	)			588				(3,385	)
		Intrum Justitia AB			5.00				Quarterly			Credit Suisse International			12/20/24			B			EUR				20				(4,407	)			629				(5,036	)
		Tesco PLC			1.00				Quarterly			Morgan Stanley & Co. International PLC			12/20/28			B			EUR				60				(3,699	)			(5,399	)			1,700
		CMBX.NA.8			3.00				Annual			Barclays Bank PLC			10/17/57			NR			USD				5,000				(1,195,006	)			(501,631	)			(693,375	)
		CMBX.NA.8			3.00				Annual			Credit Suisse International			10/17/57			NR			USD				2,500				(597,503	)			(248,102	)			(349,401	)
		CMBX.NA.8			3.00				Annual			Morgan Stanley & Co. International PLC			10/17/57			NR			USD				4,450				(1,063,555	)			(586,315	)			(477,240	)
		CMBX.NA.9			3.00				Annual			Morgan Stanley & Co. International PLC			09/17/58			NR			USD				7,550				(1,920,676	)			(920,510	)			(1,000,166	)
		CMBX.NA.9			3.00				Annual			Credit Suisse International			09/17/58			NR			USD				5,000				(1,271,971	)			(537,135	)			(734,836	)
		CMBX.NA.9			3.00				Annual			Credit Suisse International			09/17/58			NR			USD				5,000				(1,271,971	)			(537,135	)			(734,836	)
		CMBX.NA.9			3.00				Annual			Credit Suisse International			09/17/58			NR			USD				5,000				(1,271,971	)			(531,269	)			(740,702	)
																												$	(8,835,256	)		$	(3,947,601	)		$	(4,887,655	)

^(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.

42

Schedule of Investments  (unaudited) (continued) March 31, 2020 BlackRock Limited Duration Income Trust (BLW)     

Fair Value Hierarchy as of Period End

Various inputs are used in determining the fair value of investments and derivative financial instruments. These inputs to valuation techniques are categorized into a fair value hierarchy consisting of three broad levels for financial reporting purposes as follows:

• Level 1 — Unadjusted price quotations in active markets/exchanges for identical assets or liabilities that the Fund has the ability to access

• Level 2 — Other observable inputs (including, but not limited to, quoted prices for similar assets or liabilities in markets that are active, quoted prices for identical or similar assets or liabilities in markets that are not active, inputs other than quoted prices that are observable for the assets or liabilities (such as interest rates, yield curves, volatilities, prepayment speeds, loss severities, credit risks and default rates) or other market-corroborated inputs)

• Level 3 — Unobservable inputs based on the best information available in the circumstances, to the extent observable inputs are not available (including the BlackRock Global Valuation Methodologies Committee’s (the “Global Valuation Committee’s”) assumptions used in determining the fair value of investments and derivative 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 Global 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 investments and derivative financial instruments is based on the pricing transparency of the investments and derivative financial instruments and is not necessarily an indication of the risks associated with investing in those securities. For information about the Fund’s policy regarding valuation of investments and derivative financial instruments, refer to the Fund”s most recent financial statements as contained in its annual report.

As of March 31, 2020, certain investments of the Fund were fair valued using net asset value (“NAV”) per share as no quoted market value is available and therefore have been excluded from the fair value hierarchy.

The following tables summarize the Fund’s investments and derivative financial instruments categorized in the disclosure hierarchy:

		Level 1				Level 2				Level 3				Total
Assets:
Investments:
Long-Term Investments:
Common Stocks(a)		$	25,298			$	157,591			$	28,419			$	211,308
Asset-Backed Securities			—				16,180,587				1,888,438				18,069,025
Corporate Bonds(a)			—				362,390,345				1,414,209				363,804,554
Floating Rate Loan Interests(a)			—				181,409,792				58,411,133				239,820,925
Foreign Agency Obligations(a)			—				14,684,471				—				14,684,471
Investment Companies			3,388,197				—				—				3,388,197
Non-Agency Mortgage-Backed Securities			—				8,152,011				—				8,152,011
Other Interests			—				—				10				10
Preferred Securities(a)			11,479,465				35,774,350				—				47,253,815
U.S. Government Sponsored Agency Securities			—				12,677,768				—				12,677,768
U.S. Treasury Obligations			—				18,978,430				—				18,978,430
Liabilities:
Investments:
Unfunded Floating Rate Loan Interests(b)			—				(31,684	)			—				(31,684	)
Subtotal		$	14,892,960			$	650,373,661			$	61,742,209			$	727,008,830
Investments valued at NAV(c)															54,207
Total Investments														$	727,063,037

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Schedule of Investments  (unaudited) (continued) March 31, 2020 BlackRock Limited Duration Income Trust (BLW)     

Fair Value Hierarchy as of Period End (continued)

		Level 1				Level 2				Level 3				Total
Derivative Financial Instruments(d)
Assets:
Credit contracts		$	—			$	9,440			$	—			$	9,440
Forward foreign currency contracts			—				888,387				—				888,387
Interest rate contracts			4,378,675				208				—				4,378,883
Liabilities:
Credit contracts			—				(4,882,566	)			(9,969	)			(4,892,535	)
Forward foreign currency contracts			—				(362,339	)			—				(362,339	)
Interest rate contracts			(1,048,166	)			—				—				(1,048,166	)
Total		$	3,330,509			$	(4,346,870	)		$	(9,969	)		$	(1,026,330	)

^(a)  See above Schedule of Investments for values in each industry.

^(b)  Unfunded floating rate loan interests are valued at the unrealized appreciation (depreciation) on the commitment.

^(c)  Certain investments of the Fund were fair valued using NAV per share or its equivalent as no quoted market value is available and therefore have been excluded from the fair value hierarchy.

^(d)  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 statement purposes. As of period end, reverse repurchase agreements of $230,696,859 are categorized within as Level 2 the disclosure hierarchy.

A reconciliation of Level 3 Investments is presented when the Fund had a significant amount of Level 3 investments at the beginning and/or end of the year in relation to net assets. The following table is a reconciliation of Level 3 investments for which significant unobservable inputs were used in determining fair value:

		Asset-Backed Securities				Common Stocks				Corporate Bonds				Floating Rate Loan Interests				Other Interests				Grand Total
Assets:
Opening balance, as of December 31, 2019		$	1,015,603			$	522,907			$	1,561,152			$	8,974,479			$	10			$	12,074,151
Transfers into Level 3(a)			—				—				—				36,920,507				—				36,920,507
Transfers out of Level 3			—				(138,203	)			—				(3,323,436	)			—				(3,461,639	)
Accrued discounts/premiums			(30,532	)			—				—				12,226				—				(18,306	)
Net realized gain (loss)			—				—				—				(290,542	)			—				(290,542	)
Net change in unrealized appreciation (depreciation)(b)			(3,637	)			(356,285	)			(130,152	)			(5,753,314	)			—				(6,243,388	)
Purchases			1,000,000				—				—				26,097,146				—				27,097,146
Sales			(92,996	)			—				(16,791	)			(4,225,933	)			—				(4,335,720	)
Closing balance, as of March 31, 2020		$	1,888,438			$	28,419			$	1,414,209			$	58,411,133			$	10			$	61,742,209
Net change in unrealized appreciation (depreciation) on investments still held at March 31, 2020(b)		$	(3,637	)		$	(356,285	)		$	(130,152	)		$	(5,755,946	)		$	—			$	(6,246,020	)

^(a)  As of December 31, 2019, the Fund used observable inputs in determining the value of certain investments. As of March 31, 2020, 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.

^(b)  Any difference between net change in unrealized appreciation (depreciation) and net change in unrealized appreciation (depreciation) on investments still held at March 31, 2020 is generally due to investments no longer held or categorized as Level 3 at period end.

44

Schedule of Investments  (unaudited) (continued) March 31, 2020 BlackRock Limited Duration Income Trust (BLW)     

		Credit Contracts				Grand Total
Assets:
Opening balance, as of December 31, 2019		$	84,334			$	84,334
Transfers into Level 3			—				—
Transfers out of Level 3			—				—
Accrued discounts/premiums			—				—
Net realized gain (loss)			—				—
Net change in unrealized appreciation (depreciation)(a)			(94,303	)			(94,303	)
Purchases			—				—
Sales			—				—
Closing balance, as of March 31, 2020		$	(9,969	)		$	(9,969	)
Net change in unrealized appreciation (depreciation) on derivative financial instruments held at March 31, 2020(a)		$	(94,303	)		$	(94,303	)

^(a)  Any difference between net change in unrealized appreciation (depreciation) and net change in unrealized appreciation (depreciation) on derivative financial instruments still held at March 31, 2020 is generally due to derivative financial instruments no longer held or categorized as Level 3 at period end.

The Fund’s investments and derivative 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 investments and derivative financial instruments.

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