Form NPORT-P - Monthly Portfolio Investments Report on Form N-PORT (Public)
2023年11月29日 - 2:39AM
Edgar (US Regulatory)
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| Schedule of Investments (unaudited)
September 30, 2023 |
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BlackRock Innovation and Growth Term Trust (BIGZ)
(Percentages shown are based on Net Assets) |
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| Security |
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Shares |
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Value |
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| Common Stocks |
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| Aerospace & Defense — 5.7% |
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| Axon Enterprise, Inc.(a)(b) |
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347,424 |
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$ |
69,133,902 |
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| HEICO Corp. |
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251,100 |
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40,660,623 |
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109,794,525 |
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| Air Freight & Logistics — 1.3% |
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| GXO Logistics, Inc.(b) |
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410,887 |
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24,098,523 |
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| Automobile Components — 1.6% |
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| Fox Factory Holding Corp.(b)(c) |
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317,209 |
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31,429,068 |
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| Biotechnology — 1.1% |
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| Halozyme Therapeutics, Inc.(b) |
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534,864 |
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20,431,805 |
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| Broadline Retail — 0.4% |
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| Etsy, Inc.(b) |
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108,525 |
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7,008,545 |
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| Building Products — 1.3% |
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| AZEK Co., Inc., Class A(b) |
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832,420 |
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24,756,171 |
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| Capital Markets — 4.2% |
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| MarketAxess Holdings, Inc. |
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47,585 |
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10,166,059 |
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| TPG, Inc., Class A |
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913,473 |
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27,513,807 |
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| Tradeweb Markets, Inc., Class A(d) |
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540,143 |
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43,319,469 |
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80,999,335 |
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| Construction & Engineering — 1.8% |
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| Comfort Systems USA, Inc. |
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206,599 |
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35,206,536 |
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| Diversified Consumer Services — 3.7% |
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| Duolingo, Inc., Class A(b) |
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177,070 |
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29,370,601 |
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| Grammarly, Inc., (Acquired 11/17/21, Cost:
$26,250,012)(e)(f) |
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1,001,454 |
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17,505,416 |
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| Ideal Image, Class A, (Acquired 05/05/21, Cost: $50,000,000)(e)(f) |
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6,224 |
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24,085,297 |
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70,961,314 |
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| Food Products — 0.3% |
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| Freshpet, Inc.(b) |
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90,230 |
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5,944,352 |
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| Ground Transportation — 3.0% |
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| Saia, Inc.(b) |
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146,268 |
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58,309,738 |
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| Health Care Equipment & Supplies(b) — 3.2% |
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| Align Technology, Inc. |
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86,008 |
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26,259,962 |
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| Inmode Ltd. |
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148,982 |
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4,537,992 |
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| Inspire Medical Systems, Inc. |
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152,805 |
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30,322,624 |
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61,120,578 |
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| Health Care Providers & Services — 1.2% |
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| Surgery Partners, Inc.(b)(c) |
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771,352 |
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22,562,046 |
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| Health Care Technology(b) — 0.7% |
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| Certara, Inc. |
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396,935 |
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5,771,435 |
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| Phreesia, Inc. |
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419,312 |
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7,832,748 |
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13,604,183 |
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| Hotels, Restaurants & Leisure — 3.8% |
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| Domino’s Pizza, Inc. |
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14,476 |
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5,483,364 |
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| Evolution AB(g) |
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300,297 |
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30,302,740 |
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| Penn Entertainment, Inc.(b) |
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170,486 |
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3,912,654 |
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| Planet Fitness, Inc., Class A(b)(d) |
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676,683 |
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33,279,270 |
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72,978,028 |
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| Security |
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Shares |
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Value |
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| Industrial REITs — 0.4% |
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| Innovative Industrial Properties, Inc. |
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33,866 |
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$ |
2,562,302 |
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| Rexford Industrial Realty, Inc. |
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88,153 |
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4,350,350 |
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6,912,652 |
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| Interactive Media & Services — 1.7% |
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| Match Group, Inc.(b) |
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679,110 |
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26,604,134 |
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| Patreon, Inc., (Acquired 08/19/21, Cost:
$11,732,736)(e)(f) |
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208,333 |
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5,341,658 |
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31,945,792 |
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| IT Services — 5.4% |
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| DigitalOcean Holdings, Inc.(b) |
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334,161 |
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8,029,889 |
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| Globant SA(b) |
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197,420 |
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39,059,547 |
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| MongoDB, Inc., Class A(b) |
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121,848 |
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42,142,349 |
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| Teya Services Ltd., Series C, (Acquired 11/16/21, Cost: $49,999,974)(e)(f) |
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25,742 |
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13,508,115 |
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102,739,900 |
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| Life Sciences Tools & Services — 9.3% |
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| 10X Genomics, Inc., Class A(b)(d) |
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43,019 |
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1,774,534 |
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| Azenta, Inc.(b) |
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86,925 |
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4,362,765 |
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| Bio-Techne Corp. |
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605,614 |
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41,224,145 |
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| Charles River Laboratories International,
Inc.(b) |
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168,807 |
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33,082,796 |
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| Olink Holding AB, ADR(b) |
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65,984 |
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973,264 |
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| Repligen Corp.(b) |
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282,819 |
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44,971,049 |
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| West Pharmaceutical Services, Inc. |
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139,666 |
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52,404,080 |
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178,792,633 |
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| Machinery(b) — 1.6% |
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| AutoStore Holdings Ltd.(c)(g) |
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9,492,782 |
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13,342,964 |
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| Chart Industries, Inc. |
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99,138 |
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16,766,218 |
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30,109,182 |
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| Personal Care Products — 0.4% |
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| Beauty Health Co., Class A(b) |
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1,307,473 |
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7,870,987 |
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| Professional Services(b) — 0.9% |
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| Fiverr International Ltd. |
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278,377 |
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6,811,885 |
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| Paylocity Holding Corp.(d) |
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54,086 |
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9,827,426 |
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16,639,311 |
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| Semiconductors & Semiconductor Equipment — 9.5% |
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| Ambarella, Inc.(b) |
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55,513 |
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2,943,855 |
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| ASM International NV |
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93,198 |
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38,918,784 |
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| Entegris, Inc.(d) |
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521,309 |
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48,956,128 |
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| Lattice Semiconductor Corp.(b)(c) |
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503,092 |
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43,230,696 |
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| Monolithic Power Systems, Inc.(a)(d) |
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97,279 |
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44,942,898 |
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| SolarEdge Technologies, Inc.(b) |
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16,083 |
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2,082,909 |
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181,075,270 |
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| Software — 15.2% |
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| Aspen Technology, Inc.(b)(c) |
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179,709 |
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36,707,360 |
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| Bentley Systems, Inc., Class B |
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853,256 |
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42,799,321 |
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| Bill Holdings, Inc.(b) |
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155,470 |
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16,879,378 |
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| Confluent, Inc., Class A(b) |
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1,134,927 |
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33,605,188 |
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| Five9, Inc.(b) |
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100,667 |
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6,472,888 |
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| HubSpot, Inc.(b) |
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95,070 |
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46,821,975 |
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| JFrog Ltd.(b) |
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847,689 |
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21,497,393 |
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| PagerDuty, Inc.(b) |
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334,226 |
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7,516,743 |
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| SiteMinder Ltd.(b) |
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7,706,868 |
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22,846,516 |
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| Snorkel AI, Inc., (Acquired 06/30/21, Cost:
$2,999,997)(e)(f) |
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199,738 |
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1,737,721 |
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| Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Innovation and Growth Term Trust (BIGZ)
(Percentages shown are based on Net Assets) |
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| Security |
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Shares |
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Value |
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| Software (continued) |
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| Snyk Ltd., (Acquired 09/02/21, Cost:
$25,961,537)(e)(f) |
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1,809,860 |
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$ |
20,795,291 |
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| Zscaler, Inc.(b)(c) |
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213,972 |
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33,291,904 |
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290,971,678 |
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| Textiles, Apparel & Luxury Goods — 0.3% |
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| Figs, Inc., Class A(b) |
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840,769 |
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4,960,537 |
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| Total Common Stocks — 78.0%
(Cost: $1,593,161,995) |
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1,491,222,689 |
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| Preferred Securities |
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| Preferred Stocks — 22.7%(e) |
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| Aerospace & Defense — 0.1% |
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| SkySafe, Inc., Series B, (Acquired 12/02/21, Cost:
$4,999,999)(f) |
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909,438 |
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1,591,516 |
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| Automobile Components — 1.8% |
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| Relativity Space, Inc., Series E, (Acquired 05/27/21, Cost: $50,000,009)(f) |
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2,189,612 |
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34,749,142 |
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| Capital Markets(f) — 2.8% |
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| Anchor Labs, Inc., Series D, (Acquired 11/24/21, Cost: $9,999,995) |
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428,785 |
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2,765,663 |
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| The Production Board LLC, Series A3, (Acquired 06/04/21, Cost: $50,000,001) |
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16,666,667 |
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32,833,334 |
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| Varo Money, Inc., Series E, (Acquired 08/27/21, Cost: $40,000,001) |
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4,316,904 |
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17,915,152 |
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53,514,149 |
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| Diversified Consumer Services — 0.3% |
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| Grammarly, Inc., Series 3, (Acquired 11/17/21, Cost:
$8,750,004)(f) |
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|
333,818 |
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5,835,139 |
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| Diversified Telecommunication Services — 0.6% |
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| Discord, Inc., Series I, (Acquired 09/13/21, Cost:
$17,999,912)(f) |
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|
32,690 |
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11,253,206 |
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| Entertainment — 1.1% |
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| Under Canvas, Inc., Class A, (Acquired 08/19/21, Cost: $49,999,982)(f) |
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2,172,486 |
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21,377,262 |
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| Food Products — 0.7% |
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| Motif Food Works, Inc., Series B, (Acquired 06/08/21, Cost: $39,999,986)(f) |
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|
1,972,240 |
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13,647,901 |
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| Hotels, Restaurants & Leisure(f) — 1.3% |
|
| Dapper Labs, Inc., Series 7, (Acquired 07/20/21, Cost: $29,999,946) |
|
|
191,067 |
|
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|
5,472,159 |
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| Underdog Sports, Inc., Series B, (Acquired 01/11/22, Cost: $14,999,974) |
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|
291,061 |
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19,113,976 |
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24,586,135 |
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| Interactive Media & Services — 0.6% |
|
| Patreon, Inc., Series D, (Acquired 07/14/21, Cost:
$23,333,352)(f) |
|
|
416,667 |
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|
10,683,342 |
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| Security |
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Shares |
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Value |
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| IT Services(f) — 1.8% |
|
| Via Transportation, Inc., Series G, (Acquired 11/05/21, Cost: $24,999,974) |
|
|
549,357 |
|
|
$ |
28,528,109 |
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| Wagestream Holdings Ltd., Series C, (Acquired 02/11/22, Cost: $10,024,684) |
|
|
762,746 |
|
|
|
5,034,688 |
|
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|
33,562,797 |
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| Semiconductors & Semiconductor Equipment — 2.6% |
|
| PsiQuantum Corp., Series D, (Acquired 05/21/21, Cost: $39,999,990)(f) |
|
|
1,525,192 |
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|
|
42,751,132 |
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| Rivos, Inc., Series A1 |
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|
2,997,684 |
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|
6,594,905 |
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49,346,037 |
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| Software(f) — 7.3% |
|
| AnyRoad, Inc., Series B, (Acquired 12/07/21, Cost: $14,999,995) |
|
|
2,745,894 |
|
|
|
10,901,199 |
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| Bolt Financial, Inc., Series E, (Acquired 01/18/22, Cost: $44,999,983) |
|
|
898,024 |
|
|
|
17,233,081 |
|
| Deepgram, Inc., Series B, (Acquired 10/22/21, Cost: $11,999,997) |
|
|
2,165,400 |
|
|
|
13,208,940 |
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| Dragos, Inc., Series D, (Acquired 09/28/21, Cost: $39,999,959) |
|
|
900,760 |
|
|
|
31,508,585 |
|
| Genesys Cloud Services, Inc., (Acquired 11/24/21, Cost: $30,000,101) |
|
|
4,651,163 |
|
|
|
17,209,303 |
|
| Open Space Labs, Inc., Series D, (Acquired 01/31/22, Cost: $15,000,003) |
|
|
1,687,916 |
|
|
|
14,988,694 |
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| Snorkel AI, Inc., Series C, (Acquired 06/30/21, Cost: $10,999,994) |
|
|
732,373 |
|
|
|
6,371,645 |
|
| Snyk Ltd., Series F, (Acquired 09/02/21, Cost: $24,038,470) |
|
|
1,685,092 |
|
|
|
19,361,707 |
|
| Validere Technologies, Inc., Series B, (Acquired 10/21/21, Cost: $10,000,000) |
|
|
4,684,060 |
|
|
|
9,602,323 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
140,385,477 |
|
|
| Specialty Retail — 0.5% |
|
| Super73, Inc., Series C-1, (Acquired 10/25/22, Cost: $12,000,000)(f) |
|
|
1,400,669 |
|
|
|
9,804,683 |
|
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|
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|
|
|
|
| Wireless Telecommunication Services — 1.2% |
|
| Loft Orbital Solutions, Inc., Series B, (Acquired 10/14/21, Cost: $24,999,992)(f) |
|
|
1,365,305 |
|
|
|
23,824,572 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
434,161,358 |
|
|
|
|
|
|
|
|
|
|
|
|
| Total Preferred Securities — 22.7%
(Cost: $662,142,595) |
|
|
|
434,161,358 |
|
|
|
|
|
|
|
|
|
|
|
|
| Total Long-Term Investments — 100.7%
(Cost: $2,255,304,590) |
|
|
|
1,925,384,047 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| S C H E D U L E O F I N V E S T M E N
T S |
|
2 |
|
|
|
| Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Innovation and Growth Term Trust (BIGZ)
(Percentages shown are based on Net Assets) |
|
|
|
|
|
|
|
|
|
| Security |
|
Shares |
|
|
Value |
|
|
|
|
| Short-Term Securities |
|
|
|
|
|
|
|
|
|
| Money Market Funds — 1.3% |
|
|
|
|
|
|
|
|
| SL Liquidity Series, LLC, Money Market Series,
5.52%(h)(i)(j) |
|
|
24,052,427 |
|
|
$ |
24,059,643 |
|
|
|
|
|
|
|
|
|
|
|
|
| Total Short-Term Securities — 1.3%
(Cost: $24,053,841) |
|
|
|
24,059,643 |
|
|
|
|
|
|
|
|
|
|
|
|
| Total Investments Before Options Written — 102.0%
(Cost: $2,279,358,431) |
|
|
|
1,949,443,690 |
|
|
|
|
|
|
|
|
|
|
|
|
| Options Written — (0.3)%
(Premiums Received: $(8,427,177)) |
|
|
|
(4,867,577 |
) |
|
|
|
|
|
|
|
|
|
|
|
| Total Investments, Net of Options Written — 101.7%
(Cost: $2,270,931,254) |
|
|
|
1,944,576,113 |
|
| Liabilities in Excess of Other Assets — (1.7)% |
|
|
|
(32,874,905 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
| Net Assets — 100.0% |
|
|
|
|
|
$ |
1,911,701,208 |
|
|
|
|
|
|
|
|
|
|
| (a) |
All or a portion of the security has been pledged as collateral in connection with outstanding OTC derivatives.
|
| (b) |
Non-income producing security. |
| (c) |
All or a portion of this security is on loan. |
| (d) |
All or a portion of the security has been pledged and/or segregated as collateral in connection with outstanding
exchange-traded options written. |
| (e) |
Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy.
|
| (f) |
Restricted security as to resale, excluding 144A securities. The Trust held restricted securities with a current value
of $510,539,951, representing 26.7% of its net assets as of period end, and an original cost of $821,090,559. |
| (g) |
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. |
| (h) |
Affiliate of the Trust. |
| (i) |
Annualized 7-day yield as of period end. |
| (j) |
All or a portion of this security was purchased with the cash collateral from loaned securities.
|
For Trust compliance purposes, the Trust’s industry classifications refer to one or more of the
industry sub-classifications used by one or more widely recognized market indexes or rating group indexes, and/or as defined by the investment adviser. These definitions may not apply for purposes of this
report, which may combine such industry sub-classifications for reporting ease.
Affiliates
Investments in issuers considered to be affiliate(s) of the Trust during the period ended September 30, 2023 for purposes of Section 2(a)(3) of
the Investment Company Act of 1940, as amended, were as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
|
|
| Affiliated Issuer |
|
Value at
12/31/22 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Net
Realized Gain (Loss) |
|
|
Change in
Unrealized Appreciation
(Depreciation) |
|
|
Value at
09/30/23 |
|
|
Shares
Held at 09/30/23 |
|
|
Income |
|
|
Capital Gain
Distributions from
Underlying Funds |
|
|
|
|
|
|
|
|
|
|
|
| BlackRock Liquidity Funds, T-Fund, Institutional Class(a) |
|
$ |
20,778,628 |
|
|
$ |
— |
|
|
$ |
(20,778,628 |
)(b) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
— |
|
|
|
— |
|
|
$ |
345,677 |
|
|
$ |
— |
|
| SL Liquidity Series, LLC, Money Market Series |
|
|
184,600 |
|
|
|
23,872,851 |
(b) |
|
|
— |
|
|
|
(3,610 |
) |
|
|
5,802 |
|
|
|
24,059,643 |
|
|
|
24,052,427 |
|
|
|
52,233 |
(c) |
|
|
— |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(3,610 |
) |
|
$ |
5,802 |
|
|
$ |
24,059,643 |
|
|
|
|
|
|
$ |
397,910 |
|
|
$ |
— |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
(a) |
As of period end, the entity is no longer held. |
|
| |
(b) |
Represents net amount purchased (sold). |
|
| |
(c) |
All or a portion represents securities lending income earned from the reinvestment of cash collateral from loaned
securities, net of fees and collateral investment expenses, and other payments to and from borrowers of securities. |
|
Derivative Financial Instruments Outstanding as of Period End
Exchange-Traded Options Written
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
| Description |
|
Number of
Contracts |
|
|
Expiration
Date |
|
|
Exercise Price |
|
|
Notional
Amount (000) |
|
|
Value |
|
|
|
|
|
|
|
|
|
| Call |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Ambarella, Inc. |
|
|
12 |
|
|
|
10/06/23 |
|
|
|
USD |
|
|
|
68.00 |
|
|
|
USD |
|
|
|
64 |
|
|
$ |
(180 |
) |
| Domino’s Pizza, Inc. |
|
|
13 |
|
|
|
10/06/23 |
|
|
|
USD |
|
|
|
395.00 |
|
|
|
USD |
|
|
|
492 |
|
|
|
(910 |
) |
| MongoDB, Inc., Class A |
|
|
80 |
|
|
|
10/06/23 |
|
|
|
USD |
|
|
|
420.00 |
|
|
|
USD |
|
|
|
2,767 |
|
|
|
(640 |
) |
| Penn Entertainment, Inc. |
|
|
136 |
|
|
|
10/06/23 |
|
|
|
USD |
|
|
|
26.00 |
|
|
|
USD |
|
|
|
312 |
|
|
|
(544 |
) |
| Zscaler, Inc. |
|
|
180 |
|
|
|
10/06/23 |
|
|
|
USD |
|
|
|
155.00 |
|
|
|
USD |
|
|
|
2,801 |
|
|
|
(68,400 |
) |
| Saia, Inc. |
|
|
119 |
|
|
|
10/11/23 |
|
|
|
USD |
|
|
|
437.00 |
|
|
|
USD |
|
|
|
4,744 |
|
|
|
(8,786 |
) |
| Tradeweb Markets, Inc., Class A |
|
|
360 |
|
|
|
10/11/23 |
|
|
|
USD |
|
|
|
84.00 |
|
|
|
USD |
|
|
|
2,887 |
|
|
|
(12,905 |
) |
| Bill Holdings, Inc. |
|
|
92 |
|
|
|
10/13/23 |
|
|
|
USD |
|
|
|
125.00 |
|
|
|
USD |
|
|
|
999 |
|
|
|
(2,990 |
) |
| Match Group, Inc. |
|
|
434 |
|
|
|
10/13/23 |
|
|
|
USD |
|
|
|
48.00 |
|
|
|
USD |
|
|
|
1,700 |
|
|
|
(6,727 |
) |
| 10X Genomics, Inc., Class A |
|
|
35 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
50.00 |
|
|
|
USD |
|
|
|
144 |
|
|
|
(1,138 |
) |
| Aspen Technology, Inc. |
|
|
198 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
200.00 |
|
|
|
USD |
|
|
|
4,044 |
|
|
|
(153,450 |
) |
| Axon Enterprise, Inc. |
|
|
290 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
210.00 |
|
|
|
USD |
|
|
|
5,771 |
|
|
|
(56,550 |
) |
| AZEK Co., Inc., Class A |
|
|
714 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
35.23 |
|
|
|
USD |
|
|
|
2,123 |
|
|
|
(18,540 |
) |
| Azenta, Inc. |
|
|
24 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
60.00 |
|
|
|
USD |
|
|
|
120 |
|
|
|
(2,400 |
) |
|
|
|
| Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Innovation and Growth Term Trust (BIGZ) |
Exchange-Traded Options Written (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
| Description |
|
Number of
Contracts |
|
|
Expiration
Date |
|
|
Exercise Price |
|
|
Notional
Amount (000) |
|
|
Value |
|
|
|
|
|
|
|
|
|
| Call (continued) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Beauty Health Co. |
|
|
1,046 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
7.00 |
|
|
|
USD |
|
|
|
630 |
|
|
$ |
(13,075 |
) |
| Bio-Techne Corp. |
|
|
643 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
85.00 |
|
|
|
USD |
|
|
|
4,377 |
|
|
|
(12,860 |
) |
| Certara, Inc. |
|
|
385 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
18.10 |
|
|
|
USD |
|
|
|
560 |
|
|
|
(6,562 |
) |
| Charles River Laboratories International, Inc. |
|
|
270 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
210.00 |
|
|
|
USD |
|
|
|
5,291 |
|
|
|
(31,725 |
) |
| Chart Industries, Inc. |
|
|
64 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
165.00 |
|
|
|
USD |
|
|
|
1,082 |
|
|
|
(59,200 |
) |
| Comfort Systems USA, Inc. |
|
|
141 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
190.00 |
|
|
|
USD |
|
|
|
2,403 |
|
|
|
(16,920 |
) |
| Confluent, Inc., Class A |
|
|
980 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
36.00 |
|
|
|
USD |
|
|
|
2,902 |
|
|
|
(9,800 |
) |
| DigitalOcean Holdings, Inc. |
|
|
110 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
30.00 |
|
|
|
USD |
|
|
|
264 |
|
|
|
(825 |
) |
| Duolingo, Inc. |
|
|
130 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
145.00 |
|
|
|
USD |
|
|
|
2,156 |
|
|
|
(302,900 |
) |
| Entegris, Inc. |
|
|
479 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
100.00 |
|
|
|
USD |
|
|
|
4,498 |
|
|
|
(56,282 |
) |
| Etsy, Inc. |
|
|
173 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
69.00 |
|
|
|
USD |
|
|
|
1,117 |
|
|
|
(19,981 |
) |
| Figs, Inc., Class A |
|
|
1,020 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
7.50 |
|
|
|
USD |
|
|
|
602 |
|
|
|
(5,100 |
) |
| Five9, Inc. |
|
|
254 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
80.00 |
|
|
|
USD |
|
|
|
1,633 |
|
|
|
(3,810 |
) |
| Fiverr International Ltd. |
|
|
221 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
33.00 |
|
|
|
USD |
|
|
|
541 |
|
|
|
(526 |
) |
| Fox Factory Holding Corp. |
|
|
313 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
110.00 |
|
|
|
USD |
|
|
|
3,101 |
|
|
|
(28,170 |
) |
| Freshpet, Inc. |
|
|
72 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
85.00 |
|
|
|
USD |
|
|
|
474 |
|
|
|
(34,560 |
) |
| Globant SA |
|
|
220 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
180.00 |
|
|
|
USD |
|
|
|
4,353 |
|
|
|
(435,600 |
) |
| GXO Logistics, Inc. |
|
|
297 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
70.00 |
|
|
|
USD |
|
|
|
1,742 |
|
|
|
(31,185 |
) |
| Halozyme Therapeutics, Inc. |
|
|
482 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
45.00 |
|
|
|
USD |
|
|
|
1,841 |
|
|
|
(4,820 |
) |
| HEICO Corp. |
|
|
170 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
170.00 |
|
|
|
USD |
|
|
|
2,753 |
|
|
|
(15,725 |
) |
| HubSpot, Inc. |
|
|
75 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
550.00 |
|
|
|
USD |
|
|
|
3,694 |
|
|
|
(15,375 |
) |
| Inmode Ltd. |
|
|
119 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
42.50 |
|
|
|
USD |
|
|
|
362 |
|
|
|
(1,190 |
) |
| Inspire Medical Systems, Inc. |
|
|
173 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
240.00 |
|
|
|
USD |
|
|
|
3,433 |
|
|
|
(11,245 |
) |
| JFrog Ltd. |
|
|
264 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
28.45 |
|
|
|
USD |
|
|
|
670 |
|
|
|
(3,564 |
) |
| Lattice Semiconductor Corp. |
|
|
108 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
95.50 |
|
|
|
USD |
|
|
|
928 |
|
|
|
(7,432 |
) |
| MarketAxess Holdings, Inc. |
|
|
71 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
260.00 |
|
|
|
USD |
|
|
|
1,517 |
|
|
|
(17,218 |
) |
| MongoDB, Inc., Class A |
|
|
40 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
410.00 |
|
|
|
USD |
|
|
|
1,383 |
|
|
|
(3,420 |
) |
| Monolithic Power Systems, Inc. |
|
|
101 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
550.00 |
|
|
|
USD |
|
|
|
4,666 |
|
|
|
(6,565 |
) |
| Olink Holding AB, ADR |
|
|
105 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
20.00 |
|
|
|
USD |
|
|
|
155 |
|
|
|
(11,025 |
) |
| PagerDuty, Inc. |
|
|
534 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
25.00 |
|
|
|
USD |
|
|
|
1,201 |
|
|
|
(9,345 |
) |
| Phreesia, Inc. |
|
|
444 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
30.00 |
|
|
|
USD |
|
|
|
829 |
|
|
|
(4,440 |
) |
| Planet Fitness, Inc., Class A |
|
|
600 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
65.00 |
|
|
|
USD |
|
|
|
2,951 |
|
|
|
(3,000 |
) |
| Repligen Corp. |
|
|
357 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
175.00 |
|
|
|
USD |
|
|
|
5,677 |
|
|
|
(83,895 |
) |
| Rexford Industrial Realty, Inc. |
|
|
71 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
52.09 |
|
|
|
USD |
|
|
|
350 |
|
|
|
(5,416 |
) |
| Surgery Partners, Inc. |
|
|
700 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
35.90 |
|
|
|
USD |
|
|
|
2,048 |
|
|
|
(3,964 |
) |
| TPG, Inc. |
|
|
400 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
30.00 |
|
|
|
USD |
|
|
|
1,205 |
|
|
|
(41,000 |
) |
| Tradeweb Markets, Inc., Class A |
|
|
330 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
90.00 |
|
|
|
USD |
|
|
|
2,647 |
|
|
|
(13,200 |
) |
| Tradeweb Markets, Inc., Class A |
|
|
230 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
82.00 |
|
|
|
USD |
|
|
|
1,845 |
|
|
|
(27,046 |
) |
| West Pharmaceutical Services, Inc. |
|
|
119 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
390.00 |
|
|
|
USD |
|
|
|
4,465 |
|
|
|
(48,492 |
) |
| Bill Holdings, Inc. |
|
|
184 |
|
|
|
10/27/23 |
|
|
|
USD |
|
|
|
115.00 |
|
|
|
USD |
|
|
|
1,998 |
|
|
|
(58,880 |
) |
| Domino’s Pizza, Inc. |
|
|
18 |
|
|
|
10/27/23 |
|
|
|
USD |
|
|
|
415.00 |
|
|
|
USD |
|
|
|
682 |
|
|
|
(5,760 |
) |
| Match Group, Inc. |
|
|
266 |
|
|
|
10/27/23 |
|
|
|
USD |
|
|
|
43.00 |
|
|
|
USD |
|
|
|
1,042 |
|
|
|
(12,369 |
) |
| MongoDB, Inc., Class A |
|
|
24 |
|
|
|
10/27/23 |
|
|
|
USD |
|
|
|
375.00 |
|
|
|
USD |
|
|
|
830 |
|
|
|
(16,980 |
) |
| Zscaler, Inc. |
|
|
162 |
|
|
|
10/27/23 |
|
|
|
USD |
|
|
|
162.50 |
|
|
|
USD |
|
|
|
2,521 |
|
|
|
(70,065 |
) |
| Ambarella, Inc. |
|
|
76 |
|
|
|
11/03/23 |
|
|
|
USD |
|
|
|
55.00 |
|
|
|
USD |
|
|
|
403 |
|
|
|
(14,820 |
) |
| Fiverr International Ltd. |
|
|
350 |
|
|
|
11/03/23 |
|
|
|
USD |
|
|
|
32.00 |
|
|
|
USD |
|
|
|
856 |
|
|
|
(5,523 |
) |
| Match Group, Inc. |
|
|
386 |
|
|
|
11/03/23 |
|
|
|
USD |
|
|
|
45.00 |
|
|
|
USD |
|
|
|
1,512 |
|
|
|
(21,037 |
) |
| MongoDB, Inc., Class A |
|
|
18 |
|
|
|
11/03/23 |
|
|
|
USD |
|
|
|
370.00 |
|
|
|
USD |
|
|
|
623 |
|
|
|
(19,215 |
) |
| Penn Entertainment, Inc. |
|
|
136 |
|
|
|
11/03/23 |
|
|
|
USD |
|
|
|
23.50 |
|
|
|
USD |
|
|
|
312 |
|
|
|
(17,544 |
) |
| SolarEdge Technologies, Inc. |
|
|
25 |
|
|
|
11/03/23 |
|
|
|
USD |
|
|
|
155.00 |
|
|
|
USD |
|
|
|
324 |
|
|
|
(6,875 |
) |
| Rexford Industrial Realty, Inc. |
|
|
70 |
|
|
|
11/08/23 |
|
|
|
USD |
|
|
|
53.00 |
|
|
|
USD |
|
|
|
345 |
|
|
|
(6,216 |
) |
| Align Technology, Inc. |
|
|
61 |
|
|
|
11/10/23 |
|
|
|
USD |
|
|
|
340.00 |
|
|
|
USD |
|
|
|
1,862 |
|
|
|
(52,155 |
) |
| Saia, Inc. |
|
|
115 |
|
|
|
11/10/23 |
|
|
|
USD |
|
|
|
461.00 |
|
|
|
USD |
|
|
|
4,584 |
|
|
|
(44,921 |
) |
| 10X Genomics, Inc., Class A |
|
|
70 |
|
|
|
11/17/23 |
|
|
|
USD |
|
|
|
60.00 |
|
|
|
USD |
|
|
|
289 |
|
|
|
(10,500 |
) |
| 10X Genomics, Inc., Class A |
|
|
35 |
|
|
|
11/17/23 |
|
|
|
USD |
|
|
|
55.00 |
|
|
|
USD |
|
|
|
144 |
|
|
|
(1,138 |
) |
| Axon Enterprise, Inc. |
|
|
265 |
|
|
|
11/17/23 |
|
|
|
USD |
|
|
|
230.00 |
|
|
|
USD |
|
|
|
5,273 |
|
|
|
(80,825 |
) |
| AZEK Co., Inc., Class A |
|
|
617 |
|
|
|
11/17/23 |
|
|
|
USD |
|
|
|
34.75 |
|
|
|
USD |
|
|
|
1,835 |
|
|
|
(55,245 |
) |
| Azenta, Inc. |
|
|
270 |
|
|
|
11/17/23 |
|
|
|
USD |
|
|
|
55.00 |
|
|
|
USD |
|
|
|
1,355 |
|
|
|
(51,300 |
) |
| Beauty Health Co. |
|
|
1,045 |
|
|
|
11/17/23 |
|
|
|
USD |
|
|
|
7.00 |
|
|
|
USD |
|
|
|
629 |
|
|
|
(33,962 |
) |
| Bio-Techne Corp. |
|
|
259 |
|
|
|
11/17/23 |
|
|
|
USD |
|
|
|
77.00 |
|
|
|
USD |
|
|
|
1,763 |
|
|
|
(36,020 |
) |
| Chart Industries, Inc. |
|
|
54 |
|
|
|
11/17/23 |
|
|
|
USD |
|
|
|
175.00 |
|
|
|
USD |
|
|
|
913 |
|
|
|
(54,270 |
) |
| Comfort Systems USA, Inc. |
|
|
189 |
|
|
|
11/17/23 |
|
|
|
USD |
|
|
|
190.00 |
|
|
|
USD |
|
|
|
3,221 |
|
|
|
(90,720 |
) |
|
|
|
| S C H E D U L E O F I N V E S T M E N
T S |
|
4 |
|
|
|
| Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Innovation and Growth Term Trust (BIGZ) |
Exchange-Traded Options Written (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
| Description |
|
Number of
Contracts |
|
|
Expiration
Date |
|
|
Exercise Price |
|
|
Notional
Amount (000) |
|
|
Value |
|
|
|
|
|
|
|
|
|
| Call (continued) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Confluent, Inc., Class A |
|
|
630 |
|
|
|
11/17/23 |
|
|
|
USD |
|
|
|
37.00 |
|
|
|
USD |
|
|
|
1,865 |
|
|
$ |
(40,950 |
) |
| Confluent, Inc., Class A |
|
|
205 |
|
|
|
11/17/23 |
|
|
|
USD |
|
|
|
35.00 |
|
|
|
USD |
|
|
|
607 |
|
|
|
(20,500 |
) |
| DigitalOcean Holdings, Inc. |
|
|
424 |
|
|
|
11/17/23 |
|
|
|
USD |
|
|
|
30.00 |
|
|
|
USD |
|
|
|
1,019 |
|
|
|
(27,560 |
) |
| Duolingo, Inc. |
|
|
153 |
|
|
|
11/17/23 |
|
|
|
USD |
|
|
|
170.00 |
|
|
|
USD |
|
|
|
2,538 |
|
|
|
(203,490 |
) |
| Entegris, Inc. |
|
|
355 |
|
|
|
11/17/23 |
|
|
|
USD |
|
|
|
100.00 |
|
|
|
USD |
|
|
|
3,334 |
|
|
|
(129,575 |
) |
| Figs, Inc., Class A |
|
|
1,700 |
|
|
|
11/17/23 |
|
|
|
USD |
|
|
|
6.30 |
|
|
|
USD |
|
|
|
1,003 |
|
|
|
(66,269 |
) |
| Fox Factory Holding Corp. |
|
|
194 |
|
|
|
11/17/23 |
|
|
|
USD |
|
|
|
115.00 |
|
|
|
USD |
|
|
|
1,922 |
|
|
|
(40,255 |
) |
| Freshpet, Inc. |
|
|
72 |
|
|
|
11/17/23 |
|
|
|
USD |
|
|
|
75.00 |
|
|
|
USD |
|
|
|
474 |
|
|
|
(10,980 |
) |
| Globant SA |
|
|
134 |
|
|
|
11/17/23 |
|
|
|
USD |
|
|
|
210.00 |
|
|
|
USD |
|
|
|
2,651 |
|
|
|
(99,160 |
) |
| GXO Logistics, Inc. |
|
|
360 |
|
|
|
11/17/23 |
|
|
|
USD |
|
|
|
64.50 |
|
|
|
USD |
|
|
|
2,111 |
|
|
|
(41,520 |
) |
| Halozyme Therapeutics, Inc. |
|
|
373 |
|
|
|
11/17/23 |
|
|
|
USD |
|
|
|
45.00 |
|
|
|
USD |
|
|
|
1,425 |
|
|
|
(26,110 |
) |
| HEICO Corp. |
|
|
231 |
|
|
|
11/17/23 |
|
|
|
USD |
|
|
|
175.00 |
|
|
|
USD |
|
|
|
3,741 |
|
|
|
(20,790 |
) |
| HubSpot, Inc. |
|
|
77 |
|
|
|
11/17/23 |
|
|
|
USD |
|
|
|
540.00 |
|
|
|
USD |
|
|
|
3,792 |
|
|
|
(118,580 |
) |
| Inmode Ltd. |
|
|
119 |
|
|
|
11/17/23 |
|
|
|
USD |
|
|
|
40.00 |
|
|
|
USD |
|
|
|
362 |
|
|
|
(3,868 |
) |
| Innovative Industrial Properties, Inc. |
|
|
54 |
|
|
|
11/17/23 |
|
|
|
USD |
|
|
|
95.00 |
|
|
|
USD |
|
|
|
409 |
|
|
|
(1,890 |
) |
| Inspire Medical Systems, Inc. |
|
|
71 |
|
|
|
11/17/23 |
|
|
|
USD |
|
|
|
210.00 |
|
|
|
USD |
|
|
|
1,409 |
|
|
|
(70,290 |
) |
| Lattice Semiconductor Corp. |
|
|
560 |
|
|
|
11/17/23 |
|
|
|
USD |
|
|
|
95.00 |
|
|
|
USD |
|
|
|
4,812 |
|
|
|
(148,400 |
) |
| MarketAxess Holdings, Inc. |
|
|
55 |
|
|
|
11/17/23 |
|
|
|
USD |
|
|
|
240.00 |
|
|
|
USD |
|
|
|
1,175 |
|
|
|
(18,838 |
) |
| MongoDB, Inc., Class A |
|
|
23 |
|
|
|
11/17/23 |
|
|
|
USD |
|
|
|
370.00 |
|
|
|
USD |
|
|
|
795 |
|
|
|
(33,235 |
) |
| Monolithic Power Systems, Inc. |
|
|
93 |
|
|
|
11/17/23 |
|
|
|
USD |
|
|
|
530.00 |
|
|
|
USD |
|
|
|
4,297 |
|
|
|
(69,285 |
) |
| Paylocity Holding Corp. |
|
|
130 |
|
|
|
11/17/23 |
|
|
|
USD |
|
|
|
210.00 |
|
|
|
USD |
|
|
|
2,362 |
|
|
|
(29,250 |
) |
| Phreesia, Inc. |
|
|
226 |
|
|
|
11/17/23 |
|
|
|
USD |
|
|
|
22.50 |
|
|
|
USD |
|
|
|
422 |
|
|
|
(8,475 |
) |
| Planet Fitness, Inc., Class A |
|
|
482 |
|
|
|
11/17/23 |
|
|
|
USD |
|
|
|
65.00 |
|
|
|
USD |
|
|
|
2,370 |
|
|
|
(8,435 |
) |
| Repligen Corp. |
|
|
95 |
|
|
|
11/17/23 |
|
|
|
USD |
|
|
|
180.00 |
|
|
|
USD |
|
|
|
1,511 |
|
|
|
(32,775 |
) |
| Surgery Partners, Inc. |
|
|
534 |
|
|
|
11/17/23 |
|
|
|
USD |
|
|
|
35.00 |
|
|
|
USD |
|
|
|
1,562 |
|
|
|
(21,360 |
) |
| TPG, Inc. |
|
|
661 |
|
|
|
11/17/23 |
|
|
|
USD |
|
|
|
32.50 |
|
|
|
USD |
|
|
|
1,991 |
|
|
|
(34,702 |
) |
| West Pharmaceutical Services, Inc. |
|
|
104 |
|
|
|
11/17/23 |
|
|
|
USD |
|
|
|
410.00 |
|
|
|
USD |
|
|
|
3,902 |
|
|
|
(55,120 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(3,888,620 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
OTC Options Written
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
| Description |
|
Counterparty |
|
Number of
Contracts |
|
|
Expiration
Date |
|
|
Exercise Price |
|
|
Notional
Amount (000) |
|
|
Value |
|
|
|
|
|
|
|
|
|
|
| Call |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| AutoStore Holdings Ltd. |
|
Goldman Sachs International |
|
|
125,000 |
|
|
|
10/03/23 |
|
|
|
NOK |
|
|
|
24.78 |
|
|
NOK |
|
|
1,879 |
|
|
$ |
— |
|
| Evolution AB |
|
UBS AG |
|
|
48,100 |
|
|
|
10/05/23 |
|
|
|
SEK |
|
|
|
1,298.98 |
|
|
SEK |
|
|
53,030 |
|
|
|
(5 |
) |
| AutoStore Holdings Ltd. |
|
Barclays Bank PLC |
|
|
250,000 |
|
|
|
10/10/23 |
|
|
|
NOK |
|
|
|
27.49 |
|
|
NOK |
|
|
3,759 |
|
|
|
— |
|
| JFrog Ltd. |
|
Morgan Stanley & Co. International PLC |
|
|
62,200 |
|
|
|
10/12/23 |
|
|
|
USD |
|
|
|
28.84 |
|
|
USD |
|
|
1,577 |
|
|
|
(1,865 |
) |
| AutoStore Holdings Ltd. |
|
Goldman Sachs International |
|
|
267,000 |
|
|
|
10/13/23 |
|
|
|
NOK |
|
|
|
20.44 |
|
|
NOK |
|
|
4,014 |
|
|
|
(45 |
) |
| ASM International NV |
|
Goldman Sachs International |
|
|
4,000 |
|
|
|
10/17/23 |
|
|
|
EUR |
|
|
|
449.71 |
|
|
EUR |
|
|
1,580 |
|
|
|
(4,851 |
) |
| SiteMinder Ltd. |
|
Goldman Sachs International |
|
|
54,000 |
|
|
|
10/17/23 |
|
|
|
AUD |
|
|
|
4.68 |
|
|
AUD |
|
|
249 |
|
|
|
(7,111 |
) |
| AutoStore Holdings Ltd. |
|
Goldman Sachs International |
|
|
250,000 |
|
|
|
10/19/23 |
|
|
|
NOK |
|
|
|
19.48 |
|
|
NOK |
|
|
3,759 |
|
|
|
(271 |
) |
| Chart Industries, Inc. |
|
Citibank N.A. |
|
|
4,000 |
|
|
|
10/24/23 |
|
|
|
USD |
|
|
|
181.94 |
|
|
USD |
|
|
676 |
|
|
|
(12,487 |
) |
| SiteMinder Ltd. |
|
Goldman Sachs International |
|
|
54,000 |
|
|
|
10/24/23 |
|
|
|
AUD |
|
|
|
4.68 |
|
|
AUD |
|
|
249 |
|
|
|
(8,544 |
) |
| SiteMinder Ltd. |
|
UBS AG |
|
|
33,200 |
|
|
|
10/24/23 |
|
|
|
AUD |
|
|
|
4.87 |
|
|
AUD |
|
|
153 |
|
|
|
(3,603 |
) |
| Lattice Semiconductor Corp. |
|
Citibank N.A. |
|
|
5,100 |
|
|
|
10/25/23 |
|
|
|
USD |
|
|
|
93.43 |
|
|
USD |
|
|
438 |
|
|
|
(6,896 |
) |
| Bentley Systems, Inc., Class B |
|
Morgan Stanley & Co. International PLC |
|
|
51,000 |
|
|
|
10/30/23 |
|
|
|
USD |
|
|
|
51.71 |
|
|
USD |
|
|
2,558 |
|
|
|
(50,927 |
) |
| SiteMinder Ltd. |
|
Goldman Sachs International |
|
|
54,000 |
|
|
|
10/31/23 |
|
|
|
AUD |
|
|
|
4.68 |
|
|
AUD |
|
|
249 |
|
|
|
(9,794 |
) |
| Certara, Inc. |
|
BNP Paribas SA |
|
|
25,000 |
|
|
|
11/02/23 |
|
|
|
USD |
|
|
|
15.42 |
|
|
USD |
|
|
364 |
|
|
|
(46,278 |
) |
| SiteMinder Ltd. |
|
UBS AG |
|
|
33,200 |
|
|
|
11/07/23 |
|
|
|
AUD |
|
|
|
4.92 |
|
|
AUD |
|
|
153 |
|
|
|
(4,663 |
) |
| AutoStore Holdings Ltd. |
|
Goldman Sachs International |
|
|
250,000 |
|
|
|
11/08/23 |
|
|
|
NOK |
|
|
|
17.24 |
|
|
NOK |
|
|
3,759 |
|
|
|
(8,420 |
) |
| Aspen Technology, Inc. |
|
Citibank N.A. |
|
|
8,900 |
|
|
|
11/09/23 |
|
|
|
USD |
|
|
|
205.02 |
|
|
USD |
|
|
1,818 |
|
|
|
(87,980 |
) |
| AutoStore Holdings Ltd. |
|
Barclays Bank PLC |
|
|
250,900 |
|
|
|
11/09/23 |
|
|
|
NOK |
|
|
|
15.53 |
|
|
NOK |
|
|
3,772 |
|
|
|
(22,837 |
) |
| JFrog Ltd. |
|
UBS AG |
|
|
47,000 |
|
|
|
11/10/23 |
|
|
|
USD |
|
|
|
29.21 |
|
|
USD |
|
|
1,192 |
|
|
|
(18,248 |
) |
| TPG, Inc. |
|
UBS AG |
|
|
40,000 |
|
|
|
11/13/23 |
|
|
|
USD |
|
|
|
31.79 |
|
|
USD |
|
|
1,205 |
|
|
|
(33,784 |
) |
| ASM International NV |
|
Morgan Stanley & Co. International PLC |
|
|
9,800 |
|
|
|
11/14/23 |
|
|
|
EUR |
|
|
|
391.24 |
|
|
EUR |
|
|
3,871 |
|
|
|
(279,152 |
) |
| AutoStore Holdings Ltd. |
|
Barclays Bank PLC |
|
|
125,900 |
|
|
|
11/14/23 |
|
|
|
NOK |
|
|
|
15.30 |
|
|
NOK |
|
|
1,893 |
|
|
|
(13,941 |
) |
| SiteMinder Ltd. |
|
Goldman Sachs International |
|
|
56,800 |
|
|
|
11/15/23 |
|
|
|
AUD |
|
|
|
5.00 |
|
|
AUD |
|
|
262 |
|
|
|
(8,214 |
) |
|
|
|
| Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Innovation and Growth Term Trust (BIGZ) |
OTC Options Written (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
|
|
|
| Description |
|
Counterparty |
|
Number of
Contracts |
|
|
Expiration
Date |
|
|
Exercise Price |
|
|
|
|
|
Notional
Amount (000) |
|
|
Value |
|
|
|
|
|
|
|
|
|
|
|
| Call (continued) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Bentley Systems, Inc., Class B |
|
JPMorgan Chase Bank N.A. |
|
|
85,700 |
|
|
|
11/29/23 |
|
|
|
USD |
|
|
|
49.40 |
|
|
|
|
|
|
USD |
|
|
4,299 |
|
|
$ |
(298,342 |
) |
| Lattice Semiconductor Corp |
|
JPMorgan Chase Bank N.A. |
|
|
8,500 |
|
|
|
12/06/23 |
|
|
|
USD |
|
|
|
88.58 |
|
|
|
|
|
|
USD |
|
|
730 |
|
|
|
(50,699 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(978,957 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
Fair Value Hierarchy as of Period End
Various inputs are used in determining the fair value of financial instruments. These inputs to valuation techniques are categorized into a fair value
hierarchy consisting of three broad levels for financial reporting purposes as follows:
| |
• |
|
Level 1 – Unadjusted price quotations in active markets/exchanges for identical assets or liabilities that the
Trust has the ability to access; |
| |
• |
|
Level 2 – Other observable inputs (including, but not limited to, quoted prices for similar assets or
liabilities in markets that are active, quoted prices for identical or similar assets or liabilities in markets that are not active, inputs other than quoted prices that are observable for the assets or liabilities (such as interest rates, yield
curves, volatilities, prepayment speeds, loss severities, credit risks and default rates) or other market–corroborated inputs); and |
| |
• |
|
Level 3 – Unobservable inputs based on the best information available in the circumstances, to the extent
observable inputs are not available (including the Valuation Committee’s assumptions used in determining the fair value of financial instruments). |
The hierarchy gives the highest priority to unadjusted quoted prices in active markets for identical assets or liabilities (Level 1 measurements) and the
lowest priority to unobservable inputs (Level 3 measurements). Accordingly, the degree of judgment exercised in determining fair value is greatest for instruments categorized in Level 3. The inputs used to measure fair value may fall into
different levels of the fair value hierarchy. In such cases, for disclosure purposes, the fair value hierarchy classification is determined based on the lowest level input that is significant to the fair value measurement in its entirety.
Investments classified within Level 3 have significant unobservable inputs used by the Valuation Committee in determining the price for Fair Valued Investments. Level 3 investments include equity or debt issued by privately held companies
or funds. There may not be a secondary market, and/or there are a limited number of investors. The categorization of a value determined for financial instruments is based on the pricing transparency of the financial instruments and is not
necessarily an indication of the risks associated with investing in those securities. For information about the Trust’s policy regarding valuation of financial instruments, refer to its most recent financial statements.
Certain investments of the Trust were fair valued using net asset value (“NAV”) as a practical expedient as no quoted market value is available
and therefore have been excluded from the fair value hierarchy.
The following table summarizes the Trust’s financial instruments categorized in
the fair value hierarchy. The breakdown of the Trust’s financial instruments into major categories is disclosed in the Schedule of Investments above.
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
| |
|
Level 1 |
|
|
Level 2 |
|
|
Level 3 |
|
|
Total |
|
|
|
|
|
|
| Assets |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Investments |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Long-Term Investments |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Common Stocks |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Aerospace & Defense |
|
$ |
109,794,525 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
109,794,525 |
|
| Air Freight & Logistics |
|
|
24,098,523 |
|
|
|
— |
|
|
|
— |
|
|
|
24,098,523 |
|
| Automobile Components |
|
|
31,429,068 |
|
|
|
— |
|
|
|
— |
|
|
|
31,429,068 |
|
| Biotechnology |
|
|
20,431,805 |
|
|
|
— |
|
|
|
— |
|
|
|
20,431,805 |
|
| Broadline Retail |
|
|
7,008,545 |
|
|
|
— |
|
|
|
— |
|
|
|
7,008,545 |
|
| Building Products |
|
|
24,756,171 |
|
|
|
— |
|
|
|
— |
|
|
|
24,756,171 |
|
| Capital Markets |
|
|
80,999,335 |
|
|
|
— |
|
|
|
— |
|
|
|
80,999,335 |
|
| Construction & Engineering |
|
|
35,206,536 |
|
|
|
— |
|
|
|
— |
|
|
|
35,206,536 |
|
| Diversified Consumer Services |
|
|
29,370,601 |
|
|
|
— |
|
|
|
41,590,713 |
|
|
|
70,961,314 |
|
| Food Products |
|
|
5,944,352 |
|
|
|
— |
|
|
|
— |
|
|
|
5,944,352 |
|
| Ground Transportation |
|
|
58,309,738 |
|
|
|
— |
|
|
|
— |
|
|
|
58,309,738 |
|
| Health Care Equipment & Supplies |
|
|
61,120,578 |
|
|
|
— |
|
|
|
— |
|
|
|
61,120,578 |
|
| Health Care Providers & Services |
|
|
22,562,046 |
|
|
|
— |
|
|
|
— |
|
|
|
22,562,046 |
|
| Health Care Technology |
|
|
13,604,183 |
|
|
|
— |
|
|
|
— |
|
|
|
13,604,183 |
|
| Hotels, Restaurants & Leisure |
|
|
42,675,288 |
|
|
|
30,302,740 |
|
|
|
— |
|
|
|
72,978,028 |
|
| Industrial REITs |
|
|
6,912,652 |
|
|
|
— |
|
|
|
— |
|
|
|
6,912,652 |
|
| Interactive Media & Services |
|
|
26,604,134 |
|
|
|
— |
|
|
|
5,341,658 |
|
|
|
31,945,792 |
|
| IT Services |
|
|
89,231,785 |
|
|
|
— |
|
|
|
13,508,115 |
|
|
|
102,739,900 |
|
| Life Sciences Tools & Services |
|
|
178,792,633 |
|
|
|
— |
|
|
|
— |
|
|
|
178,792,633 |
|
| Machinery |
|
|
16,766,218 |
|
|
|
13,342,964 |
|
|
|
— |
|
|
|
30,109,182 |
|
| Personal Care Products |
|
|
7,870,987 |
|
|
|
— |
|
|
|
— |
|
|
|
7,870,987 |
|
|
|
|
| S C H E D U L E O F I N V E S T M E N
T S |
|
6 |
|
|
|
| Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Innovation and Growth Term Trust (BIGZ) |
Fair Value Hierarchy as of Period End (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
|
| |
|
Level 1 |
|
|
Level 2 |
|
|
Level 3 |
|
|
Total |
|
| Common Stocks (continued) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Professional Services |
|
$ |
16,639,311 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
16,639,311 |
|
| Semiconductors & Semiconductor Equipment |
|
|
142,156,486 |
|
|
|
38,918,784 |
|
|
|
— |
|
|
|
181,075,270 |
|
| Software |
|
|
245,592,150 |
|
|
|
22,846,516 |
|
|
|
22,533,012 |
|
|
|
290,971,678 |
|
| Textiles, Apparel & Luxury Goods |
|
|
4,960,537 |
|
|
|
— |
|
|
|
— |
|
|
|
4,960,537 |
|
| Preferred Securities |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Preferred Stocks |
|
|
— |
|
|
|
— |
|
|
|
434,161,358 |
|
|
|
434,161,358 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
1,302,838,187 |
|
|
$ |
105,411,004 |
|
|
$ |
517,134,856 |
|
|
|
1,925,384,047 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Investments Valued at NAV(a) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
24,059,643 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
1,949,443,690 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Derivative Financial Instruments(b) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Liabilities |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Equity Contracts |
|
$ |
(3,538,165 |
) |
|
$ |
(1,329,412 |
) |
|
$ |
— |
|
|
$ |
(4,867,577 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
(a) |
Certain investments of the Trust were fair valued using NAV as a practical expedient as no quoted market value is
available and therefore have been excluded from the fair value hierarchy. |
|
| |
(b) |
Derivative financial instruments are options written. Options written are shown at value. |
|
A reconciliation of Level 3 financial instruments is presented when the Trust had a significant amount of
Level 3 investments and derivative financial instruments at the beginning and/or end of the period in relation to net assets. The following table is a reconciliation of Level 3 investments for which significant unobservable inputs were
used in determining fair value:
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
|
|
| |
|
Common
Stocks |
|
|
Preferred
Stocks |
|
|
Total |
|
|
|
|
|
| Assets |
|
|
|
|
|
|
|
|
|
|
|
|
| Opening balance, as of December 31, 2022 |
|
$ |
102,169,910 |
|
|
$ |
471,282,347 |
|
|
$ |
573,452,257 |
|
| Transfers into Level 3 |
|
|
— |
|
|
|
— |
|
|
|
— |
|
| Transfers out of Level 3 |
|
|
— |
|
|
|
— |
|
|
|
— |
|
| Accrued discounts/premiums |
|
|
— |
|
|
|
— |
|
|
|
— |
|
| Net realized gain (loss) |
|
|
— |
|
|
|
— |
|
|
|
— |
|
| Net change in unrealized appreciation
(depreciation)(a) |
|
|
(19,196,412 |
) |
|
|
(37,120,989 |
) |
|
|
(56,317,401 |
) |
| Purchases |
|
|
— |
|
|
|
— |
|
|
|
— |
|
| Sales |
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Closing balance, as of September 30, 2023 |
|
$ |
82,973,498 |
|
|
$ |
434,161,358 |
|
|
$ |
517,134,856 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Net change in unrealized appreciation (depreciation) on investments still held at September 30, 2023(a) |
|
$ |
(19,196,412 |
) |
|
$ |
(37,120,989 |
) |
|
$ |
(56,317,401 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
(a) |
Any difference between net change in unrealized appreciation (depreciation) and net change in unrealized appreciation
(depreciation) on investments still held at September 30, 2023 is generally due to investments no longer held or categorized as Level 3 at period end. |
|
The following table summarizes the valuation approaches used and unobservable inputs utilized by the BlackRock
Valuation Committee (the “Valuation Committee”) to determine the value of certain of the Trust’s Level 3 financial instruments as of period end.
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
| |
|
|
|
|
|
| |
|
|
Value |
|
|
|
Valuation
Approach |
|
|
Unobservable
Inputs |
|
|
Range of
Unobservable
Inputs Utilized(a) |
|
|
|
Weighted
Average of
Unobservable
Inputs Based
on Fair Value |
|
|
|
|
|
|
|
| Assets |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Common Stocks |
|
$ |
82,973,498 |
|
|
|
Market |
|
|
Revenue Multiple |
|
|
1.50x - 25.09x |
|
|
|
12.22x |
|
|
|
|
|
|
|
|
|
|
|
Time to Exit |
|
|
2.0 years |
|
|
|
— |
|
|
|
|
|
|
|
|
|
|
|
Volatility |
|
|
90% |
|
|
|
— |
|
|
|
|
|
|
|
|
|
|
|
Gross Profit Multiple |
|
|
14.25x |
|
|
|
— |
|
|
|
|
|
|
|
| Preferred Stocks |
|
|
434,161,358 |
|
|
|
Market |
|
|
Revenue Multiple |
|
|
1.05x - 25.09x |
|
|
|
9.53x |
|
|
|
|
|
|
|
|
|
|
|
Time to Exit |
|
|
1.0 year - 5.0 years |
|
|
|
3.1 years |
|
|
|
|
|
|
|
|
|
|
|
Volatility |
|
|
45% - 100% |
|
|
|
68% |
|
|
|
|
|
|
|
|
|
|
|
Market Adjustment Multiple |
|
|
0.60x - 1.20x |
|
|
|
0.94x |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
517,134,856 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
|
|
|
|
| |
(a) |
A significant change in unobservable input would have resulted in a correlated (inverse) significant change to value.
|
|
|
|
|
| Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Innovation and Growth Term Trust (BIGZ) |
|
|
|
| Currency Abbreviation |
|
|
| AUD |
|
Australian Dollar |
|
|
| EUR |
|
Euro |
|
|
| NOK |
|
Norwegian Krone |
|
|
| SEK |
|
Swedish Krona |
|
|
| USD |
|
United States Dollar |
|
| Portfolio Abbreviation |
|
|
| ADR |
|
American Depositary Receipt |
|
|
|
| S C H E D U L E O F I N V E S T M E N
T S |
|
8 |
BlackRock Innovation and... (NYSE:BIGZ)
過去 株価チャート
から 4 2024 まで 5 2024
BlackRock Innovation and... (NYSE:BIGZ)
過去 株価チャート
から 5 2023 まで 5 2024
