Form NPORT-P - Monthly Portfolio Investments Report on Form N-PORT (Public)
28 Mayo 2024 - 1:19PM
Edgar (US Regulatory)
|
|
|
| Schedule of Investments (unaudited)
March 31, 2024 |
|
BlackRock Enhanced Capital and Income Fund, Inc. (CII)
(Percentages shown are based on Net Assets) |
|
|
|
|
|
|
|
|
|
| Security |
|
Shares |
|
|
Value |
|
|
|
|
| Common Stocks |
|
|
|
|
|
|
|
|
|
|
|
| Aerospace & Defense — 1.0% |
|
|
|
|
|
|
| RTX Corp. |
|
|
96,327 |
|
|
$ |
9,394,772 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Automobile Components — 1.3% |
|
|
|
|
|
|
| Aptiv PLC(a) |
|
|
147,551 |
|
|
|
11,752,437 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Banks — 2.0% |
|
|
|
|
|
|
| JPMorgan Chase & Co.(b) |
|
|
94,074 |
|
|
|
18,843,022 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Beverages — 2.0% |
|
|
|
|
|
|
| Diageo PLC, ADR |
|
|
69,525 |
|
|
|
10,341,149 |
|
| Monster Beverage Corp.(a) |
|
|
138,255 |
|
|
|
8,195,756 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
18,536,905 |
|
|
|
|
| Broadline Retail — 6.1% |
|
|
|
|
|
|
| Amazon.com, Inc.(a)(b) |
|
|
315,060 |
|
|
|
56,830,523 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Capital Markets — 3.4% |
|
|
|
|
|
|
| Intercontinental Exchange, Inc.(b) |
|
|
147,056 |
|
|
|
20,209,906 |
|
| LPL Financial Holdings, Inc. |
|
|
42,434 |
|
|
|
11,211,063 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
31,420,969 |
|
|
|
|
| Chemicals — 3.0% |
|
|
|
|
|
|
| Axalta Coating Systems Ltd.(a) |
|
|
328,337 |
|
|
|
11,291,509 |
|
| Corteva, Inc.(b) |
|
|
291,221 |
|
|
|
16,794,715 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
28,086,224 |
|
|
|
|
| Communications Equipment — 0.8% |
|
|
|
|
|
|
| Ciena Corp.(a) |
|
|
155,022 |
|
|
|
7,665,838 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Consumer Finance — 1.1% |
|
|
|
|
|
|
| American Express Co. |
|
|
42,880 |
|
|
|
9,763,347 |
|
|
|
|
|
|
|
|
|
|
|
|
| Consumer Staples Distribution & Retail(b) — 2.4% |
|
|
|
|
| Dollar General Corp. |
|
|
62,419 |
|
|
|
9,741,109 |
|
| Dollar Tree, Inc.(a) |
|
|
93,491 |
|
|
|
12,448,327 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
22,189,436 |
|
|
| Electronic Equipment, Instruments & Components — 1.7% |
|
| Zebra Technologies Corp., Class A(a) |
|
|
53,355 |
|
|
|
16,083,331 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Entertainment — 2.1% |
|
|
|
|
|
|
| Electronic Arts, Inc. |
|
|
88,759 |
|
|
|
11,775,657 |
|
| TKO Group Holdings, Inc., Class A(b) |
|
|
88,932 |
|
|
|
7,684,614 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
19,460,271 |
|
|
|
|
| Financial Services — 3.7% |
|
|
|
|
|
|
| Berkshire Hathaway, Inc., Class B(a)(b) |
|
|
61,107 |
|
|
|
25,696,715 |
|
| Voya Financial, Inc. |
|
|
115,016 |
|
|
|
8,501,983 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
34,198,698 |
|
|
|
|
| Health Care Equipment & Supplies — 1.6% |
|
|
|
|
|
|
| Medtronic PLC |
|
|
165,278 |
|
|
|
14,403,978 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Health Care Providers & Services — 5.2% |
|
|
|
|
|
|
| Elevance Health, Inc. |
|
|
20,952 |
|
|
|
10,864,450 |
|
| Humana, Inc.(b) |
|
|
26,758 |
|
|
|
9,277,534 |
|
| Tenet Healthcare Corp.(a) |
|
|
129,977 |
|
|
|
13,661,882 |
|
| UnitedHealth Group, Inc.(b) |
|
|
29,714 |
|
|
|
14,699,516 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
48,503,382 |
|
|
|
|
| Health Care Technology — 1.0% |
|
|
|
|
|
|
| Veeva Systems, Inc., Class A(a)(b) |
|
|
38,850 |
|
|
|
9,001,157 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Hotels, Restaurants & Leisure — 0.8% |
|
|
|
|
|
|
| Las Vegas Sands Corp.(b) |
|
|
140,692 |
|
|
|
7,273,776 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Security |
|
Shares |
|
|
Value |
|
|
|
|
| Household Durables — 1.8% |
|
|
|
|
|
|
| Sony Group Corp., ADR |
|
|
190,991 |
|
|
$ |
16,375,568 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Insurance — 3.5% |
|
|
|
|
|
|
| Fidelity National Financial, Inc., Class A |
|
|
186,839 |
|
|
|
9,921,151 |
|
| Progressive Corp. |
|
|
61,356 |
|
|
|
12,689,648 |
|
| Reinsurance Group of America, Inc.(b) |
|
|
53,542 |
|
|
|
10,327,181 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
32,937,980 |
|
|
|
|
| Interactive Media & Services — 9.2% |
|
|
|
|
|
|
| Alphabet, Inc., Class A(a) |
|
|
345,426 |
|
|
|
52,135,146 |
|
| Meta Platforms, Inc., Class A(b) |
|
|
69,439 |
|
|
|
33,718,190 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
85,853,336 |
|
|
|
|
| IT Services — 1.7% |
|
|
|
|
|
|
| Cognizant Technology Solutions Corp., Class A |
|
|
215,007 |
|
|
|
15,757,863 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Life Sciences Tools & Services — 3.7% |
|
|
|
|
|
|
| Avantor, Inc.(a) |
|
|
480,445 |
|
|
|
12,284,979 |
|
| Fortrea Holdings, Inc.(a)(b) |
|
|
179,083 |
|
|
|
7,188,392 |
|
| Thermo Fisher Scientific, Inc. |
|
|
24,974 |
|
|
|
14,515,138 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
33,988,509 |
|
|
|
|
| Machinery — 3.9% |
|
|
|
|
|
|
| Fortive Corp.(b) |
|
|
259,406 |
|
|
|
22,314,104 |
|
| Otis Worldwide Corp.(b) |
|
|
98,175 |
|
|
|
9,745,832 |
|
| Westinghouse Air Brake Technologies Corp. |
|
|
26,895 |
|
|
|
3,918,064 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
35,978,000 |
|
|
|
|
| Media — 2.5% |
|
|
|
|
|
|
| Comcast Corp., Class A(b) |
|
|
526,089 |
|
|
|
22,805,958 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Oil, Gas & Consumable Fuels — 4.1% |
|
|
|
|
|
|
| BP PLC, ADR |
|
|
314,828 |
|
|
|
11,862,719 |
|
| ConocoPhillips(b) |
|
|
122,310 |
|
|
|
15,567,617 |
|
| Shell PLC |
|
|
332,659 |
|
|
|
11,037,450 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
38,467,786 |
|
|
|
|
| Personal Care Products — 1.0% |
|
|
|
|
|
|
| Unilever PLC, ADR(b) |
|
|
175,796 |
|
|
|
8,823,201 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Pharmaceuticals — 4.3% |
|
|
|
|
|
|
| Novo Nordisk A/S, ADR(b) |
|
|
167,890 |
|
|
|
21,557,076 |
|
| Sanofi SA, ADR |
|
|
382,723 |
|
|
|
18,600,338 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
40,157,414 |
|
|
|
|
| Professional Services — 0.9% |
|
|
|
|
|
|
| Dun & Bradstreet Holdings, Inc. |
|
|
814,663 |
|
|
|
8,179,217 |
|
|
|
|
|
|
|
|
|
|
|
|
| Semiconductors & Semiconductor Equipment — 10.2% |
|
|
|
|
| Advanced Micro Devices, Inc.(a)(c) |
|
|
130,199 |
|
|
|
23,499,618 |
|
| Applied Materials, Inc.(b) |
|
|
66,944 |
|
|
|
13,805,861 |
|
| Marvell Technology, Inc. |
|
|
164,777 |
|
|
|
11,679,394 |
|
| Micron Technology, Inc. |
|
|
163,988 |
|
|
|
19,332,545 |
|
| NVIDIA Corp. |
|
|
29,615 |
|
|
|
26,758,929 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
95,076,347 |
|
|
|
|
| Software — 8.9% |
|
|
|
|
|
|
| Microsoft Corp.(b)(c) |
|
|
196,409 |
|
|
|
82,633,194 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Specialty Retail — 1.7% |
|
|
|
|
|
|
| Ross Stores, Inc.(b) |
|
|
108,234 |
|
|
|
15,884,422 |
|
|
|
|
|
|
|
|
|
|
|
|
| Technology Hardware, Storage & Peripherals — 3.6% |
|
|
|
|
| Apple, Inc.(b) |
|
|
195,174 |
|
|
|
33,468,438 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
S C H E D U L E OF I N V E S T M E N T S
|
|
1 |
|
|
|
| Schedule of Investments (unaudited) (continued)
March 31, 2024 |
|
BlackRock Enhanced Capital and Income Fund, Inc. (CII)
(Percentages shown are based on Net Assets) |
|
|
|
|
|
|
|
|
|
| Security |
|
Shares |
|
|
Value |
|
|
|
|
| Textiles, Apparel & Luxury Goods — 0.8% |
|
|
|
|
|
|
| Skechers USA, Inc., Class A(a) |
|
|
123,155 |
|
|
$ |
7,544,475 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Total Long-Term Investments — 101.0%
(Cost: $555,522,807) |
|
|
|
|
|
|
937,339,774 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Short-Term Securities |
|
|
|
|
|
|
|
|
|
|
|
| Money Market Funds — 0.9% |
|
|
|
|
|
|
| BlackRock Liquidity Funds, T-Fund, Institutional Class, 5.19%(d)(e) |
|
|
8,728,712 |
|
|
|
8,728,712 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Total Short-Term Securities — 0.9%
(Cost: $8,728,712) |
|
|
|
|
|
|
8,728,712 |
|
|
|
|
|
|
|
|
|
|
|
|
| Total Investments Before Options Written — 101.9%
(Cost: $564,251,519) |
|
|
|
946,068,486 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Options Written — (1.9)%
(Premiums Received: $(14,971,572)) |
|
|
|
|
|
|
(17,741,184 |
) |
|
|
|
|
|
|
|
|
|
|
|
| Total Investments, Net of Options Written — 100.0%
(Cost: $549,279,947) |
|
|
|
928,327,302 |
|
|
|
|
| Other Assets Less Liabilities — 0.0% |
|
|
|
|
|
|
6,207 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Net Assets — 100.0% |
|
|
|
|
|
$ |
928,333,509 |
|
|
|
|
|
|
|
|
|
|
| (a) |
Non-income producing security. |
| (b) |
All or a portion of the security has been pledged and/or segregated as collateral in connection with outstanding
exchange-traded options written. |
| (c) |
All or a portion of the security has been pledged as collateral in connection with outstanding OTC derivatives.
|
| (d) |
Affiliate of the Trust. |
| (e) |
Annualized 7-day yield as of period end.
|
For purposes of this report, industry
and sector sub-classifications may differ from those utilized by the Trust for compliance purposes.
Affiliates
Investments in issuers considered to be affiliate(s) of the Trust during the period ended March 31, 2024 for purposes of Section 2(a)(3) of the
Investment Company Act of 1940, as amended, were as follows:
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Affiliated Issuer |
|
Value at
12/31/23 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Net
Realized
Gain (Loss) |
|
|
Change in
Unrealized
Appreciation
(Depreciation) |
|
|
Value at
03/31/24 |
|
|
Shares
Held at
03/31/24 |
|
|
Income |
|
|
Capital Gain
Distributions
from
Underlying
Funds |
|
| BlackRock Liquidity Funds, T-Fund, Institutional Class |
|
$ |
12,932,953 |
|
|
$ |
— |
|
|
$ |
(4,204,241 |
)(a) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
8,728,712 |
|
|
|
8,728,712 |
|
|
$ |
125,814 |
|
|
$ |
— |
|
| SL Liquidity Series, LLC, Money Market Series(b)
|
|
|
397,512 |
|
|
|
— |
|
|
|
(397,856 |
)(a) |
|
|
305 |
|
|
|
39 |
|
|
|
— |
|
|
|
— |
|
|
|
214 |
(c) |
|
|
— |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
305 |
|
|
$ |
39 |
|
|
$ |
8,728,712 |
|
|
|
|
|
|
$ |
126,028 |
|
|
$ |
— |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
(a) |
Represents net amount purchased (sold). |
|
| |
(b) |
As of period end, the entity is no longer held. |
|
| |
(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 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Fidelity National Financial, Inc., Class A |
|
|
381 |
|
|
|
04/03/24 |
|
|
|
USD |
|
|
|
53.50 |
|
|
|
USD |
|
|
|
2,023 |
|
|
$ |
(25,205 |
) |
| Amazon.com, Inc. |
|
|
358 |
|
|
|
04/05/24 |
|
|
|
USD |
|
|
|
180.00 |
|
|
|
USD |
|
|
|
6,458 |
|
|
|
(83,056 |
) |
| Apple, Inc. |
|
|
124 |
|
|
|
04/05/24 |
|
|
|
USD |
|
|
|
180.00 |
|
|
|
USD |
|
|
|
2,126 |
|
|
|
(1,054 |
) |
| Comcast Corp., Class A |
|
|
134 |
|
|
|
04/05/24 |
|
|
|
USD |
|
|
|
44.00 |
|
|
|
USD |
|
|
|
581 |
|
|
|
(1,742 |
) |
| Dollar Tree, Inc. |
|
|
137 |
|
|
|
04/05/24 |
|
|
|
USD |
|
|
|
148.00 |
|
|
|
USD |
|
|
|
1,824 |
|
|
|
(17,399 |
) |
| Humana, Inc. |
|
|
53 |
|
|
|
04/05/24 |
|
|
|
USD |
|
|
|
380.00 |
|
|
|
USD |
|
|
|
1,838 |
|
|
|
(3,048 |
) |
| JPMorgan Chase & Co. |
|
|
147 |
|
|
|
04/05/24 |
|
|
|
USD |
|
|
|
190.00 |
|
|
|
USD |
|
|
|
2,944 |
|
|
|
(161,700 |
) |
| Las Vegas Sands Corp. |
|
|
285 |
|
|
|
04/05/24 |
|
|
|
USD |
|
|
|
57.00 |
|
|
|
USD |
|
|
|
1,473 |
|
|
|
(1,425 |
) |
| Medtronic PLC |
|
|
34 |
|
|
|
04/05/24 |
|
|
|
USD |
|
|
|
87.00 |
|
|
|
USD |
|
|
|
296 |
|
|
|
(2,618 |
) |
| NVIDIA Corp. |
|
|
16 |
|
|
|
04/05/24 |
|
|
|
USD |
|
|
|
860.00 |
|
|
|
USD |
|
|
|
1,446 |
|
|
|
(78,400 |
) |
|
|
|
| Schedule of Investments (unaudited) (continued)
March 31, 2024 |
|
BlackRock Enhanced Capital and Income Fund, Inc. (CII) |
Exchange-Traded Options Written (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Description |
|
Number of
Contracts |
|
|
Expiration
Date |
|
|
Exercise Price |
|
|
Notional
Amount (000) |
|
|
Value |
|
|
|
|
|
|
|
|
|
| Call (continued) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Ross Stores, Inc. |
|
|
195 |
|
|
|
04/05/24 |
|
|
|
USD |
|
|
|
152.50 |
|
|
|
USD |
|
|
|
2,862 |
|
|
$ |
(1,950 |
) |
| Otis Worldwide Corp. |
|
|
193 |
|
|
|
04/08/24 |
|
|
|
USD |
|
|
|
87.00 |
|
|
|
USD |
|
|
|
1,916 |
|
|
|
(242,145 |
) |
| Alphabet, Inc., Class A |
|
|
388 |
|
|
|
04/12/24 |
|
|
|
USD |
|
|
|
139.00 |
|
|
|
USD |
|
|
|
5,856 |
|
|
|
(489,850 |
) |
| Las Vegas Sands Corp. |
|
|
82 |
|
|
|
04/12/24 |
|
|
|
USD |
|
|
|
54.00 |
|
|
|
USD |
|
|
|
424 |
|
|
|
(3,362 |
) |
| Medtronic PLC |
|
|
53 |
|
|
|
04/12/24 |
|
|
|
USD |
|
|
|
86.00 |
|
|
|
USD |
|
|
|
462 |
|
|
|
(9,646 |
) |
| Microsoft Corp. |
|
|
140 |
|
|
|
04/12/24 |
|
|
|
USD |
|
|
|
415.00 |
|
|
|
USD |
|
|
|
5,890 |
|
|
|
(136,500 |
) |
| Microsoft Corp. |
|
|
239 |
|
|
|
04/12/24 |
|
|
|
USD |
|
|
|
420.00 |
|
|
|
USD |
|
|
|
10,055 |
|
|
|
(158,337 |
) |
| NVIDIA Corp. |
|
|
35 |
|
|
|
04/12/24 |
|
|
|
USD |
|
|
|
925.00 |
|
|
|
USD |
|
|
|
3,162 |
|
|
|
(76,300 |
) |
| Ross Stores, Inc. |
|
|
106 |
|
|
|
04/12/24 |
|
|
|
USD |
|
|
|
152.50 |
|
|
|
USD |
|
|
|
1,556 |
|
|
|
(2,120 |
) |
| Sony Group Corp., ADR |
|
|
300 |
|
|
|
04/12/24 |
|
|
|
USD |
|
|
|
91.00 |
|
|
|
USD |
|
|
|
2,572 |
|
|
|
(4,500 |
) |
| Alphabet, Inc., Class A |
|
|
581 |
|
|
|
04/19/24 |
|
|
|
USD |
|
|
|
150.00 |
|
|
|
USD |
|
|
|
8,769 |
|
|
|
(232,400 |
) |
| Amazon.com, Inc. |
|
|
563 |
|
|
|
04/19/24 |
|
|
|
USD |
|
|
|
170.00 |
|
|
|
USD |
|
|
|
10,155 |
|
|
|
(651,672 |
) |
| Amazon.com, Inc. |
|
|
493 |
|
|
|
04/19/24 |
|
|
|
USD |
|
|
|
182.50 |
|
|
|
USD |
|
|
|
8,893 |
|
|
|
(152,830 |
) |
| American Express Co. |
|
|
92 |
|
|
|
04/19/24 |
|
|
|
USD |
|
|
|
210.00 |
|
|
|
USD |
|
|
|
2,095 |
|
|
|
(173,650 |
) |
| Apple, Inc. |
|
|
290 |
|
|
|
04/19/24 |
|
|
|
USD |
|
|
|
190.00 |
|
|
|
USD |
|
|
|
4,973 |
|
|
|
(3,045 |
) |
| Applied Materials, Inc. |
|
|
165 |
|
|
|
04/19/24 |
|
|
|
USD |
|
|
|
200.00 |
|
|
|
USD |
|
|
|
3,403 |
|
|
|
(172,012 |
) |
| Aptiv PLC |
|
|
351 |
|
|
|
04/19/24 |
|
|
|
USD |
|
|
|
83.00 |
|
|
|
USD |
|
|
|
2,796 |
|
|
|
(37,809 |
) |
| Aptiv PLC |
|
|
114 |
|
|
|
04/19/24 |
|
|
|
USD |
|
|
|
82.50 |
|
|
|
USD |
|
|
|
908 |
|
|
|
(13,965 |
) |
| Avantor, Inc. |
|
|
588 |
|
|
|
04/19/24 |
|
|
|
USD |
|
|
|
23.98 |
|
|
|
USD |
|
|
|
1,504 |
|
|
|
(108,503 |
) |
| Axalta Coating Systems Ltd. |
|
|
1,181 |
|
|
|
04/19/24 |
|
|
|
USD |
|
|
|
33.00 |
|
|
|
USD |
|
|
|
4,061 |
|
|
|
(188,960 |
) |
| Berkshire Hathaway, Inc., Class B |
|
|
181 |
|
|
|
04/19/24 |
|
|
|
USD |
|
|
|
420.00 |
|
|
|
USD |
|
|
|
7,611 |
|
|
|
(110,410 |
) |
| BP PLC, ADR |
|
|
920 |
|
|
|
04/19/24 |
|
|
|
USD |
|
|
|
37.00 |
|
|
|
USD |
|
|
|
3,467 |
|
|
|
(101,200 |
) |
| Ciena Corp. |
|
|
503 |
|
|
|
04/19/24 |
|
|
|
USD |
|
|
|
60.00 |
|
|
|
USD |
|
|
|
2,487 |
|
|
|
(3,773 |
) |
| Comcast Corp., Class A |
|
|
1,564 |
|
|
|
04/19/24 |
|
|
|
USD |
|
|
|
42.50 |
|
|
|
USD |
|
|
|
6,780 |
|
|
|
(191,590 |
) |
| ConocoPhillips |
|
|
226 |
|
|
|
04/19/24 |
|
|
|
USD |
|
|
|
115.00 |
|
|
|
USD |
|
|
|
2,877 |
|
|
|
(284,195 |
) |
| Corteva, Inc. |
|
|
983 |
|
|
|
04/19/24 |
|
|
|
USD |
|
|
|
55.00 |
|
|
|
USD |
|
|
|
5,669 |
|
|
|
(309,645 |
) |
| Diageo PLC, ADR |
|
|
278 |
|
|
|
04/19/24 |
|
|
|
USD |
|
|
|
155.00 |
|
|
|
USD |
|
|
|
4,135 |
|
|
|
(14,595 |
) |
| Dollar General Corp. |
|
|
147 |
|
|
|
04/19/24 |
|
|
|
USD |
|
|
|
145.00 |
|
|
|
USD |
|
|
|
2,294 |
|
|
|
(175,297 |
) |
| Electronic Arts, Inc. |
|
|
240 |
|
|
|
04/19/24 |
|
|
|
USD |
|
|
|
145.00 |
|
|
|
USD |
|
|
|
3,184 |
|
|
|
(18,600 |
) |
| Elevance Health, Inc. |
|
|
52 |
|
|
|
04/19/24 |
|
|
|
USD |
|
|
|
510.00 |
|
|
|
USD |
|
|
|
2,696 |
|
|
|
(89,700 |
) |
| Fortive Corp. |
|
|
1,234 |
|
|
|
04/19/24 |
|
|
|
USD |
|
|
|
83.93 |
|
|
|
USD |
|
|
|
10,615 |
|
|
|
(358,436 |
) |
| Fortrea Holdings, Inc. |
|
|
195 |
|
|
|
04/19/24 |
|
|
|
USD |
|
|
|
40.00 |
|
|
|
USD |
|
|
|
783 |
|
|
|
(27,788 |
) |
| Intercontinental Exchange, Inc. |
|
|
326 |
|
|
|
04/19/24 |
|
|
|
USD |
|
|
|
136.92 |
|
|
|
USD |
|
|
|
4,480 |
|
|
|
(70,838 |
) |
| JPMorgan Chase & Co. |
|
|
162 |
|
|
|
04/19/24 |
|
|
|
USD |
|
|
|
190.00 |
|
|
|
USD |
|
|
|
3,245 |
|
|
|
(176,985 |
) |
| LPL Financial Holdings, Inc. |
|
|
143 |
|
|
|
04/19/24 |
|
|
|
USD |
|
|
|
270.00 |
|
|
|
USD |
|
|
|
3,778 |
|
|
|
(61,490 |
) |
| Marvell Technology, Inc. |
|
|
139 |
|
|
|
04/19/24 |
|
|
|
USD |
|
|
|
72.50 |
|
|
|
USD |
|
|
|
985 |
|
|
|
(37,044 |
) |
| Meta Platforms, Inc., Class A |
|
|
80 |
|
|
|
04/19/24 |
|
|
|
USD |
|
|
|
475.00 |
|
|
|
USD |
|
|
|
3,885 |
|
|
|
(159,800 |
) |
| Microsoft Corp. |
|
|
424 |
|
|
|
04/19/24 |
|
|
|
USD |
|
|
|
415.00 |
|
|
|
USD |
|
|
|
17,839 |
|
|
|
(471,700 |
) |
| Monster Beverage Corp. |
|
|
500 |
|
|
|
04/19/24 |
|
|
|
USD |
|
|
|
57.50 |
|
|
|
USD |
|
|
|
2,964 |
|
|
|
(118,750 |
) |
| Novo Nordisk A/S, ADR |
|
|
611 |
|
|
|
04/19/24 |
|
|
|
USD |
|
|
|
140.00 |
|
|
|
USD |
|
|
|
7,845 |
|
|
|
(25,357 |
) |
| NVIDIA Corp. |
|
|
35 |
|
|
|
04/19/24 |
|
|
|
USD |
|
|
|
925.00 |
|
|
|
USD |
|
|
|
3,162 |
|
|
|
(105,350 |
) |
| Otis Worldwide Corp. |
|
|
174 |
|
|
|
04/19/24 |
|
|
|
USD |
|
|
|
91.25 |
|
|
|
USD |
|
|
|
1,727 |
|
|
|
(148,640 |
) |
| Progressive Corp. |
|
|
193 |
|
|
|
04/19/24 |
|
|
|
USD |
|
|
|
188.00 |
|
|
|
USD |
|
|
|
3,992 |
|
|
|
(390,051 |
) |
| Reinsurance Group of America, Inc. |
|
|
188 |
|
|
|
04/19/24 |
|
|
|
USD |
|
|
|
165.00 |
|
|
|
USD |
|
|
|
3,626 |
|
|
|
(532,040 |
) |
| Reinsurance Group of America, Inc. |
|
|
160 |
|
|
|
04/19/24 |
|
|
|
USD |
|
|
|
190.00 |
|
|
|
USD |
|
|
|
3,086 |
|
|
|
(78,400 |
) |
| Ross Stores, Inc. |
|
|
118 |
|
|
|
04/19/24 |
|
|
|
USD |
|
|
|
150.00 |
|
|
|
USD |
|
|
|
1,732 |
|
|
|
(12,095 |
) |
| RTX Corp. |
|
|
232 |
|
|
|
04/19/24 |
|
|
|
USD |
|
|
|
90.00 |
|
|
|
USD |
|
|
|
2,263 |
|
|
|
(187,340 |
) |
| Sanofi SA, ADR |
|
|
756 |
|
|
|
04/19/24 |
|
|
|
USD |
|
|
|
47.50 |
|
|
|
USD |
|
|
|
3,674 |
|
|
|
(119,070 |
) |
| Skechers USA, Inc., Class A |
|
|
462 |
|
|
|
04/19/24 |
|
|
|
USD |
|
|
|
60.00 |
|
|
|
USD |
|
|
|
2,830 |
|
|
|
(105,105 |
) |
| Skechers USA, Inc., Class A |
|
|
433 |
|
|
|
04/19/24 |
|
|
|
USD |
|
|
|
65.00 |
|
|
|
USD |
|
|
|
2,653 |
|
|
|
(12,990 |
) |
| Tenet Healthcare Corp. |
|
|
130 |
|
|
|
04/19/24 |
|
|
|
USD |
|
|
|
90.00 |
|
|
|
USD |
|
|
|
1,366 |
|
|
|
(204,750 |
) |
| Thermo Fisher Scientific, Inc. |
|
|
16 |
|
|
|
04/19/24 |
|
|
|
USD |
|
|
|
570.00 |
|
|
|
USD |
|
|
|
930 |
|
|
|
(30,240 |
) |
| Thermo Fisher Scientific, Inc. |
|
|
73 |
|
|
|
04/19/24 |
|
|
|
USD |
|
|
|
600.00 |
|
|
|
USD |
|
|
|
4,243 |
|
|
|
(29,930 |
) |
| TKO Group Holdings, Inc., Class A |
|
|
405 |
|
|
|
04/19/24 |
|
|
|
USD |
|
|
|
85.00 |
|
|
|
USD |
|
|
|
3,500 |
|
|
|
(120,487 |
) |
| Unilever PLC, ADR |
|
|
497 |
|
|
|
04/19/24 |
|
|
|
USD |
|
|
|
50.00 |
|
|
|
USD |
|
|
|
2,494 |
|
|
|
(42,245 |
) |
| Unilever PLC, ADR |
|
|
57 |
|
|
|
04/19/24 |
|
|
|
USD |
|
|
|
51.22 |
|
|
|
USD |
|
|
|
286 |
|
|
|
(1,484 |
) |
| UnitedHealth Group, Inc. |
|
|
93 |
|
|
|
04/19/24 |
|
|
|
USD |
|
|
|
510.00 |
|
|
|
USD |
|
|
|
4,601 |
|
|
|
(55,800 |
) |
| Veeva Systems, Inc., Class A |
|
|
126 |
|
|
|
04/19/24 |
|
|
|
USD |
|
|
|
240.00 |
|
|
|
USD |
|
|
|
2,919 |
|
|
|
(31,185 |
) |
| Voya Financial, Inc. |
|
|
374 |
|
|
|
04/19/24 |
|
|
|
USD |
|
|
|
72.50 |
|
|
|
USD |
|
|
|
2,765 |
|
|
|
(84,150 |
) |
| Westinghouse Air Brake Technologies Corp. |
|
|
174 |
|
|
|
04/19/24 |
|
|
|
USD |
|
|
|
140.00 |
|
|
|
USD |
|
|
|
2,535 |
|
|
|
(113,970 |
) |
| Zebra Technologies Corp., Class A |
|
|
130 |
|
|
|
04/19/24 |
|
|
|
USD |
|
|
|
290.00 |
|
|
|
USD |
|
|
|
3,919 |
|
|
|
(212,550 |
) |
| Advanced Micro Devices, Inc. |
|
|
123 |
|
|
|
04/26/24 |
|
|
|
USD |
|
|
|
187.50 |
|
|
|
USD |
|
|
|
2,220 |
|
|
|
(75,338 |
) |
|
|
|
|
S C H E D U L E OF I N V E S T M E N T S
|
|
3 |
|
|
|
| Schedule of Investments (unaudited) (continued)
March 31, 2024 |
|
BlackRock Enhanced Capital and Income Fund, Inc. (CII) |
Exchange-Traded Options Written (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Description |
|
Number of
Contracts |
|
|
Expiration
Date |
|
|
Exercise Price |
|
|
Notional
Amount (000) |
|
|
Value |
|
|
|
|
|
|
|
|
|
| Call (continued) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Alphabet, Inc., Class A |
|
|
477 |
|
|
|
04/26/24 |
|
|
|
USD |
|
|
|
149.00 |
|
|
|
USD |
|
|
|
7,199 |
|
|
$ |
(304,087 |
) |
| Amazon.com, Inc. |
|
|
285 |
|
|
|
04/26/24 |
|
|
|
USD |
|
|
|
190.00 |
|
|
|
USD |
|
|
|
5,141 |
|
|
|
(95,475 |
) |
| American Express Co. |
|
|
93 |
|
|
|
04/26/24 |
|
|
|
USD |
|
|
|
225.00 |
|
|
|
USD |
|
|
|
2,118 |
|
|
|
(77,887 |
) |
| Apple, Inc. |
|
|
222 |
|
|
|
04/26/24 |
|
|
|
USD |
|
|
|
180.00 |
|
|
|
USD |
|
|
|
3,807 |
|
|
|
(24,309 |
) |
| Comcast Corp., Class A |
|
|
423 |
|
|
|
04/26/24 |
|
|
|
USD |
|
|
|
44.00 |
|
|
|
USD |
|
|
|
1,834 |
|
|
|
(41,454 |
) |
| ConocoPhillips |
|
|
107 |
|
|
|
04/26/24 |
|
|
|
USD |
|
|
|
121.00 |
|
|
|
USD |
|
|
|
1,362 |
|
|
|
(80,517 |
) |
| Dollar Tree, Inc. |
|
|
208 |
|
|
|
04/26/24 |
|
|
|
USD |
|
|
|
132.00 |
|
|
|
USD |
|
|
|
2,770 |
|
|
|
(80,080 |
) |
| JPMorgan Chase & Co. |
|
|
140 |
|
|
|
04/26/24 |
|
|
|
USD |
|
|
|
195.00 |
|
|
|
USD |
|
|
|
2,804 |
|
|
|
(105,350 |
) |
| Medtronic PLC |
|
|
64 |
|
|
|
04/26/24 |
|
|
|
USD |
|
|
|
86.00 |
|
|
|
USD |
|
|
|
558 |
|
|
|
(15,776 |
) |
| Meta Platforms, Inc., Class A |
|
|
133 |
|
|
|
04/26/24 |
|
|
|
USD |
|
|
|
545.00 |
|
|
|
USD |
|
|
|
6,458 |
|
|
|
(106,732 |
) |
| Meta Platforms, Inc., Class A |
|
|
78 |
|
|
|
04/26/24 |
|
|
|
USD |
|
|
|
520.00 |
|
|
|
USD |
|
|
|
3,788 |
|
|
|
(108,420 |
) |
| Micron Technology, Inc. |
|
|
119 |
|
|
|
04/26/24 |
|
|
|
USD |
|
|
|
99.00 |
|
|
|
USD |
|
|
|
1,403 |
|
|
|
(229,967 |
) |
| Microsoft Corp. |
|
|
302 |
|
|
|
04/26/24 |
|
|
|
USD |
|
|
|
425.00 |
|
|
|
USD |
|
|
|
12,706 |
|
|
|
(264,250 |
) |
| Novo Nordisk A/S, ADR |
|
|
238 |
|
|
|
04/26/24 |
|
|
|
USD |
|
|
|
137.00 |
|
|
|
USD |
|
|
|
3,056 |
|
|
|
(24,752 |
) |
| NVIDIA Corp. |
|
|
32 |
|
|
|
04/26/24 |
|
|
|
USD |
|
|
|
920.00 |
|
|
|
USD |
|
|
|
2,891 |
|
|
|
(125,360 |
) |
| RTX Corp. |
|
|
153 |
|
|
|
04/26/24 |
|
|
|
USD |
|
|
|
94.00 |
|
|
|
USD |
|
|
|
1,492 |
|
|
|
(69,233 |
) |
| Thermo Fisher Scientific, Inc. |
|
|
73 |
|
|
|
04/26/24 |
|
|
|
USD |
|
|
|
600.00 |
|
|
|
USD |
|
|
|
4,243 |
|
|
|
(46,355 |
) |
| UnitedHealth Group, Inc. |
|
|
49 |
|
|
|
04/26/24 |
|
|
|
USD |
|
|
|
505.00 |
|
|
|
USD |
|
|
|
2,424 |
|
|
|
(42,140 |
) |
| Alphabet, Inc., Class A |
|
|
477 |
|
|
|
05/03/24 |
|
|
|
USD |
|
|
|
150.00 |
|
|
|
USD |
|
|
|
7,199 |
|
|
|
(281,430 |
) |
| Amazon.com, Inc. |
|
|
348 |
|
|
|
05/03/24 |
|
|
|
USD |
|
|
|
190.00 |
|
|
|
USD |
|
|
|
6,277 |
|
|
|
(156,600 |
) |
| Apple, Inc. |
|
|
290 |
|
|
|
05/03/24 |
|
|
|
USD |
|
|
|
175.00 |
|
|
|
USD |
|
|
|
4,973 |
|
|
|
(116,000 |
) |
| Applied Materials, Inc. |
|
|
62 |
|
|
|
05/03/24 |
|
|
|
USD |
|
|
|
215.00 |
|
|
|
USD |
|
|
|
1,279 |
|
|
|
(34,410 |
) |
| Berkshire Hathaway, Inc., Class B |
|
|
216 |
|
|
|
05/03/24 |
|
|
|
USD |
|
|
|
415.00 |
|
|
|
USD |
|
|
|
9,083 |
|
|
|
(257,580 |
) |
| Comcast Corp., Class A |
|
|
404 |
|
|
|
05/03/24 |
|
|
|
USD |
|
|
|
44.00 |
|
|
|
USD |
|
|
|
1,751 |
|
|
|
(47,268 |
) |
| Dollar General Corp. |
|
|
102 |
|
|
|
05/03/24 |
|
|
|
USD |
|
|
|
160.00 |
|
|
|
USD |
|
|
|
1,592 |
|
|
|
(34,170 |
) |
| Electronic Arts, Inc. |
|
|
115 |
|
|
|
05/03/24 |
|
|
|
USD |
|
|
|
133.00 |
|
|
|
USD |
|
|
|
1,526 |
|
|
|
(26,163 |
) |
| Humana, Inc. |
|
|
2 |
|
|
|
05/03/24 |
|
|
|
USD |
|
|
|
360.00 |
|
|
|
USD |
|
|
|
69 |
|
|
|
(2,010 |
) |
| JPMorgan Chase & Co. |
|
|
162 |
|
|
|
05/03/24 |
|
|
|
USD |
|
|
|
200.00 |
|
|
|
USD |
|
|
|
3,245 |
|
|
|
(81,000 |
) |
| Las Vegas Sands Corp. |
|
|
195 |
|
|
|
05/03/24 |
|
|
|
USD |
|
|
|
53.00 |
|
|
|
USD |
|
|
|
1,008 |
|
|
|
(32,565 |
) |
| Marvell Technology, Inc. |
|
|
50 |
|
|
|
05/03/24 |
|
|
|
USD |
|
|
|
72.00 |
|
|
|
USD |
|
|
|
354 |
|
|
|
(18,500 |
) |
| Medtronic PLC |
|
|
111 |
|
|
|
05/03/24 |
|
|
|
USD |
|
|
|
85.00 |
|
|
|
USD |
|
|
|
967 |
|
|
|
(35,631 |
) |
| Meta Platforms, Inc., Class A |
|
|
61 |
|
|
|
05/03/24 |
|
|
|
USD |
|
|
|
560.00 |
|
|
|
USD |
|
|
|
2,962 |
|
|
|
(46,665 |
) |
| Micron Technology, Inc. |
|
|
122 |
|
|
|
05/03/24 |
|
|
|
USD |
|
|
|
119.00 |
|
|
|
USD |
|
|
|
1,438 |
|
|
|
(65,575 |
) |
| Microsoft Corp. |
|
|
171 |
|
|
|
05/03/24 |
|
|
|
USD |
|
|
|
430.00 |
|
|
|
USD |
|
|
|
7,194 |
|
|
|
(179,550 |
) |
| Ross Stores, Inc. |
|
|
284 |
|
|
|
05/03/24 |
|
|
|
USD |
|
|
|
148.00 |
|
|
|
USD |
|
|
|
4,168 |
|
|
|
(78,810 |
) |
| Sony Group Corp., ADR |
|
|
463 |
|
|
|
05/03/24 |
|
|
|
USD |
|
|
|
88.00 |
|
|
|
USD |
|
|
|
3,970 |
|
|
|
(97,230 |
) |
| Advanced Micro Devices, Inc. |
|
|
92 |
|
|
|
05/10/24 |
|
|
|
USD |
|
|
|
195.00 |
|
|
|
USD |
|
|
|
1,661 |
|
|
|
(61,640 |
) |
| Advanced Micro Devices, Inc. |
|
|
45 |
|
|
|
05/17/24 |
|
|
|
USD |
|
|
|
185.00 |
|
|
|
USD |
|
|
|
812 |
|
|
|
(53,438 |
) |
| Alphabet, Inc., Class A |
|
|
322 |
|
|
|
05/17/24 |
|
|
|
USD |
|
|
|
155.00 |
|
|
|
USD |
|
|
|
4,860 |
|
|
|
(177,905 |
) |
| American Express Co. |
|
|
93 |
|
|
|
05/17/24 |
|
|
|
USD |
|
|
|
230.00 |
|
|
|
USD |
|
|
|
2,118 |
|
|
|
(73,005 |
) |
| Apple, Inc. |
|
|
126 |
|
|
|
05/17/24 |
|
|
|
USD |
|
|
|
180.00 |
|
|
|
USD |
|
|
|
2,161 |
|
|
|
(38,115 |
) |
| Apple, Inc. |
|
|
216 |
|
|
|
05/17/24 |
|
|
|
USD |
|
|
|
185.00 |
|
|
|
USD |
|
|
|
3,704 |
|
|
|
(38,232 |
) |
| Applied Materials, Inc. |
|
|
208 |
|
|
|
05/17/24 |
|
|
|
USD |
|
|
|
200.00 |
|
|
|
USD |
|
|
|
4,290 |
|
|
|
(322,400 |
) |
| Aptiv PLC |
|
|
494 |
|
|
|
05/17/24 |
|
|
|
USD |
|
|
|
85.00 |
|
|
|
USD |
|
|
|
3,935 |
|
|
|
(109,915 |
) |
| Avantor, Inc. |
|
|
1,546 |
|
|
|
05/17/24 |
|
|
|
USD |
|
|
|
26.00 |
|
|
|
USD |
|
|
|
3,953 |
|
|
|
(150,735 |
) |
| BP PLC, ADR |
|
|
339 |
|
|
|
05/17/24 |
|
|
|
USD |
|
|
|
39.00 |
|
|
|
USD |
|
|
|
1,277 |
|
|
|
(21,696 |
) |
| Ciena Corp. |
|
|
504 |
|
|
|
05/17/24 |
|
|
|
USD |
|
|
|
60.00 |
|
|
|
USD |
|
|
|
2,492 |
|
|
|
(10,080 |
) |
| Cognizant Technology Solutions Corp., Class A |
|
|
204 |
|
|
|
05/17/24 |
|
|
|
USD |
|
|
|
77.50 |
|
|
|
USD |
|
|
|
1,495 |
|
|
|
(19,380 |
) |
| ConocoPhillips |
|
|
77 |
|
|
|
05/17/24 |
|
|
|
USD |
|
|
|
125.00 |
|
|
|
USD |
|
|
|
980 |
|
|
|
(43,505 |
) |
| Dollar Tree, Inc. |
|
|
122 |
|
|
|
05/17/24 |
|
|
|
USD |
|
|
|
135.00 |
|
|
|
USD |
|
|
|
1,624 |
|
|
|
(49,410 |
) |
| Elevance Health, Inc. |
|
|
53 |
|
|
|
05/17/24 |
|
|
|
USD |
|
|
|
520.00 |
|
|
|
USD |
|
|
|
2,748 |
|
|
|
(91,160 |
) |
| Fidelity National Financial, Inc., Class A |
|
|
838 |
|
|
|
05/17/24 |
|
|
|
USD |
|
|
|
50.00 |
|
|
|
USD |
|
|
|
4,450 |
|
|
|
(435,760 |
) |
| Fortive Corp. |
|
|
503 |
|
|
|
05/17/24 |
|
|
|
USD |
|
|
|
84.25 |
|
|
|
USD |
|
|
|
4,327 |
|
|
|
(203,415 |
) |
| Fortrea Holdings, Inc. |
|
|
552 |
|
|
|
05/17/24 |
|
|
|
USD |
|
|
|
35.00 |
|
|
|
USD |
|
|
|
2,216 |
|
|
|
(325,680 |
) |
| Intercontinental Exchange, Inc. |
|
|
645 |
|
|
|
05/17/24 |
|
|
|
USD |
|
|
|
139.16 |
|
|
|
USD |
|
|
|
8,864 |
|
|
|
(180,169 |
) |
| LPL Financial Holdings, Inc. |
|
|
151 |
|
|
|
05/17/24 |
|
|
|
USD |
|
|
|
268.75 |
|
|
|
USD |
|
|
|
3,989 |
|
|
|
(151,169 |
) |
| Marvell Technology, Inc. |
|
|
140 |
|
|
|
05/17/24 |
|
|
|
USD |
|
|
|
85.00 |
|
|
|
USD |
|
|
|
992 |
|
|
|
(14,350 |
) |
| Medtronic PLC |
|
|
68 |
|
|
|
05/17/24 |
|
|
|
USD |
|
|
|
85.00 |
|
|
|
USD |
|
|
|
593 |
|
|
|
(26,010 |
) |
| Meta Platforms, Inc., Class A |
|
|
99 |
|
|
|
05/17/24 |
|
|
|
USD |
|
|
|
500.00 |
|
|
|
USD |
|
|
|
4,807 |
|
|
|
(261,855 |
) |
| Micron Technology, Inc. |
|
|
62 |
|
|
|
05/17/24 |
|
|
|
USD |
|
|
|
95.00 |
|
|
|
USD |
|
|
|
731 |
|
|
|
(147,250 |
) |
| Micron Technology, Inc. |
|
|
62 |
|
|
|
05/17/24 |
|
|
|
USD |
|
|
|
115.00 |
|
|
|
USD |
|
|
|
731 |
|
|
|
(52,080 |
) |
| Novo Nordisk A/S, ADR |
|
|
242 |
|
|
|
05/17/24 |
|
|
|
USD |
|
|
|
130.00 |
|
|
|
USD |
|
|
|
3,107 |
|
|
|
(137,940 |
) |
|
|
|
| Schedule of Investments (unaudited) (continued)
March 31, 2024 |
|
BlackRock Enhanced Capital and Income Fund, Inc. (CII) |
Exchange-Traded Options Written (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Description |
|
Number of
Contracts |
|
|
Expiration
Date |
|
|
Exercise Price |
|
|
Notional
Amount (000) |
|
|
Value |
|
|
|
|
|
|
|
|
|
| Call (continued) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Otis Worldwide Corp. |
|
|
271 |
|
|
|
05/17/24 |
|
|
|
USD |
|
|
|
97.75 |
|
|
|
USD |
|
|
|
2,690 |
|
|
$ |
(103,337 |
) |
| Progressive Corp. |
|
|
205 |
|
|
|
05/17/24 |
|
|
|
USD |
|
|
|
200.00 |
|
|
|
USD |
|
|
|
4,240 |
|
|
|
(252,150 |
) |
| Sanofi SA, ADR |
|
|
816 |
|
|
|
05/17/24 |
|
|
|
USD |
|
|
|
50.10 |
|
|
|
USD |
|
|
|
3,966 |
|
|
|
(57,189 |
) |
| Tenet Healthcare Corp. |
|
|
130 |
|
|
|
05/17/24 |
|
|
|
USD |
|
|
|
100.00 |
|
|
|
USD |
|
|
|
1,366 |
|
|
|
(122,200 |
) |
| Unilever PLC, ADR |
|
|
326 |
|
|
|
05/17/24 |
|
|
|
USD |
|
|
|
51.22 |
|
|
|
USD |
|
|
|
1,636 |
|
|
|
(22,104 |
) |
| UnitedHealth Group, Inc. |
|
|
51 |
|
|
|
05/17/24 |
|
|
|
USD |
|
|
|
490.00 |
|
|
|
USD |
|
|
|
2,523 |
|
|
|
(103,402 |
) |
| Veeva Systems, Inc., Class A |
|
|
126 |
|
|
|
05/17/24 |
|
|
|
USD |
|
|
|
240.00 |
|
|
|
USD |
|
|
|
2,919 |
|
|
|
(70,560 |
) |
| Voya Financial, Inc. |
|
|
400 |
|
|
|
05/17/24 |
|
|
|
USD |
|
|
|
70.00 |
|
|
|
USD |
|
|
|
2,957 |
|
|
|
(216,000 |
) |
| Zebra Technologies Corp., Class A |
|
|
93 |
|
|
|
05/17/24 |
|
|
|
USD |
|
|
|
290.00 |
|
|
|
USD |
|
|
|
2,803 |
|
|
|
(234,360 |
) |
| Cognizant Technology Solutions Corp., Class A |
|
|
227 |
|
|
|
06/21/24 |
|
|
|
USD |
|
|
|
77.50 |
|
|
|
USD |
|
|
|
1,664 |
|
|
|
(41,428 |
) |
| ConocoPhillips |
|
|
79 |
|
|
|
06/21/24 |
|
|
|
USD |
|
|
|
130.00 |
|
|
|
USD |
|
|
|
1,006 |
|
|
|
(35,155 |
) |
| Elevance Health, Inc. |
|
|
31 |
|
|
|
06/21/24 |
|
|
|
USD |
|
|
|
530.00 |
|
|
|
USD |
|
|
|
1,607 |
|
|
|
(51,305 |
) |
| Micron Technology, Inc. |
|
|
290 |
|
|
|
06/21/24 |
|
|
|
USD |
|
|
|
120.00 |
|
|
|
USD |
|
|
|
3,419 |
|
|
|
(247,225 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(16,921,616 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
OTC Options Written
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Description |
|
Counterparty |
|
Number of
Contracts |
|
|
Expiration
Date |
|
|
Exercise Price |
|
|
Notional
Amount (000) |
|
|
Value |
|
| Call |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Shell PLC |
|
UBS AG |
|
|
70,000 |
|
|
|
04/02/24 |
|
|
|
GBP |
|
|
|
25.38 |
|
|
|
GBP |
|
|
|
1,840 |
|
|
$ |
(79,956 |
) |
| Axalta Coating Systems Ltd. |
|
Bank of America N.A. |
|
|
108,000 |
|
|
|
04/03/24 |
|
|
|
USD |
|
|
|
32.77 |
|
|
|
USD |
|
|
|
3,714 |
|
|
|
(188,159 |
) |
| Corteva, Inc. |
|
Citibank N.A. |
|
|
96,800 |
|
|
|
04/03/24 |
|
|
|
USD |
|
|
|
56.37 |
|
|
|
USD |
|
|
|
5,582 |
|
|
|
(152,565 |
) |
| Dun & Bradstreet Holdings, Inc. |
|
Goldman Sachs International |
|
|
42,700 |
|
|
|
04/22/24 |
|
|
|
USD |
|
|
|
11.36 |
|
|
|
USD |
|
|
|
429 |
|
|
|
(621 |
) |
| Shell PLC |
|
Goldman Sachs International |
|
|
40,600 |
|
|
|
04/25/24 |
|
|
|
GBP |
|
|
|
25.98 |
|
|
|
GBP |
|
|
|
1,067 |
|
|
|
(36,907 |
) |
| Zebra Technologies Corp., Class A |
|
Morgan Stanley & Co. International PLC |
|
|
13,300 |
|
|
|
04/25/24 |
|
|
|
USD |
|
|
|
288.82 |
|
|
|
USD |
|
|
|
4,009 |
|
|
|
(280,229 |
) |
| Monster Beverage Corp. |
|
Citibank N.A. |
|
|
39,800 |
|
|
|
04/30/24 |
|
|
|
USD |
|
|
|
62.31 |
|
|
|
USD |
|
|
|
2,359 |
|
|
|
(18,388 |
) |
| Shell PLC |
|
Morgan Stanley & Co. International PLC |
|
|
22,500 |
|
|
|
05/10/24 |
|
|
|
GBP |
|
|
|
25.97 |
|
|
|
GBP |
|
|
|
591 |
|
|
|
(25,544 |
) |
| Dun & Bradstreet Holdings, Inc. |
|
Citibank N.A. |
|
|
119,400 |
|
|
|
05/22/24 |
|
|
|
USD |
|
|
|
10.57 |
|
|
|
USD |
|
|
|
1,199 |
|
|
|
(37,199 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(819,568 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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.
|
|
|
|
S C H E D U L E OF I N V E S T M E N T S
|
|
5 |
|
|
|
| Schedule of Investments (unaudited) (continued)
March 31, 2024 |
|
BlackRock Enhanced Capital and Income Fund, Inc. (CII) |
Fair Value Hierarchy as of Period End (continued)
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 |
|
$ |
9,394,772 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
9,394,772 |
|
| Automobile Components |
|
|
11,752,437 |
|
|
|
— |
|
|
|
— |
|
|
|
11,752,437 |
|
| Banks |
|
|
18,843,022 |
|
|
|
— |
|
|
|
— |
|
|
|
18,843,022 |
|
| Beverages |
|
|
18,536,905 |
|
|
|
— |
|
|
|
— |
|
|
|
18,536,905 |
|
| Broadline Retail |
|
|
56,830,523 |
|
|
|
— |
|
|
|
— |
|
|
|
56,830,523 |
|
| Capital Markets |
|
|
31,420,969 |
|
|
|
— |
|
|
|
— |
|
|
|
31,420,969 |
|
| Chemicals |
|
|
28,086,224 |
|
|
|
— |
|
|
|
— |
|
|
|
28,086,224 |
|
| Communications Equipment |
|
|
7,665,838 |
|
|
|
— |
|
|
|
— |
|
|
|
7,665,838 |
|
| Consumer Finance |
|
|
9,763,347 |
|
|
|
— |
|
|
|
— |
|
|
|
9,763,347 |
|
| Consumer Staples Distribution & Retail |
|
|
22,189,436 |
|
|
|
— |
|
|
|
— |
|
|
|
22,189,436 |
|
| Electronic Equipment, Instruments & Components |
|
|
16,083,331 |
|
|
|
— |
|
|
|
— |
|
|
|
16,083,331 |
|
| Entertainment |
|
|
19,460,271 |
|
|
|
— |
|
|
|
— |
|
|
|
19,460,271 |
|
| Financial Services |
|
|
34,198,698 |
|
|
|
— |
|
|
|
— |
|
|
|
34,198,698 |
|
| Health Care Equipment & Supplies |
|
|
14,403,978 |
|
|
|
— |
|
|
|
— |
|
|
|
14,403,978 |
|
| Health Care Providers & Services |
|
|
48,503,382 |
|
|
|
— |
|
|
|
— |
|
|
|
48,503,382 |
|
| Health Care Technology |
|
|
9,001,157 |
|
|
|
— |
|
|
|
— |
|
|
|
9,001,157 |
|
| Hotels, Restaurants & Leisure |
|
|
7,273,776 |
|
|
|
— |
|
|
|
— |
|
|
|
7,273,776 |
|
| Household Durables |
|
|
16,375,568 |
|
|
|
— |
|
|
|
— |
|
|
|
16,375,568 |
|
| Insurance |
|
|
32,937,980 |
|
|
|
— |
|
|
|
— |
|
|
|
32,937,980 |
|
| Interactive Media & Services |
|
|
85,853,336 |
|
|
|
— |
|
|
|
— |
|
|
|
85,853,336 |
|
| IT Services |
|
|
15,757,863 |
|
|
|
— |
|
|
|
— |
|
|
|
15,757,863 |
|
| Life Sciences Tools & Services |
|
|
33,988,509 |
|
|
|
— |
|
|
|
— |
|
|
|
33,988,509 |
|
| Machinery |
|
|
35,978,000 |
|
|
|
— |
|
|
|
— |
|
|
|
35,978,000 |
|
| Media |
|
|
22,805,958 |
|
|
|
— |
|
|
|
— |
|
|
|
22,805,958 |
|
| Oil, Gas & Consumable Fuels |
|
|
27,430,336 |
|
|
|
11,037,450 |
|
|
|
— |
|
|
|
38,467,786 |
|
| Personal Care Products |
|
|
8,823,201 |
|
|
|
— |
|
|
|
— |
|
|
|
8,823,201 |
|
| Pharmaceuticals |
|
|
40,157,414 |
|
|
|
— |
|
|
|
— |
|
|
|
40,157,414 |
|
| Professional Services |
|
|
8,179,217 |
|
|
|
— |
|
|
|
— |
|
|
|
8,179,217 |
|
| Semiconductors & Semiconductor Equipment |
|
|
95,076,347 |
|
|
|
— |
|
|
|
— |
|
|
|
95,076,347 |
|
| Software |
|
|
82,633,194 |
|
|
|
— |
|
|
|
— |
|
|
|
82,633,194 |
|
| Specialty Retail |
|
|
15,884,422 |
|
|
|
— |
|
|
|
— |
|
|
|
15,884,422 |
|
| Technology Hardware, Storage & Peripherals |
|
|
33,468,438 |
|
|
|
— |
|
|
|
— |
|
|
|
33,468,438 |
|
| Textiles, Apparel & Luxury Goods |
|
|
7,544,475 |
|
|
|
— |
|
|
|
— |
|
|
|
7,544,475 |
|
| Short-Term Securities |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Money Market Funds |
|
|
8,728,712 |
|
|
|
— |
|
|
|
— |
|
|
|
8,728,712 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
935,031,036 |
|
|
$ |
11,037,450 |
|
|
$ |
— |
|
|
$ |
946,068,486 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Derivative Financial Instruments(a) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Liabilities |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Equity Contracts |
|
$ |
(14,821,122 |
) |
|
$ |
(2,920,062 |
) |
|
$ |
— |
|
|
$ |
(17,741,184 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
(a) Derivative financial instruments are options written. Options
written are shown at value.
|
|
|
| Currency Abbreviation |
|
|
| GBP |
|
British Pound |
|
|
| USD |
|
United States Dollar |
|
| Portfolio Abbreviation |
|
|
| ADR |
|
American Depositary Receipt |
BlackRock Enhanced Capit... (NYSE:CII)
Gráfica de Acción Histórica
De May 2024 a Jun 2024
BlackRock Enhanced Capit... (NYSE:CII)
Gráfica de Acción Histórica
De Jun 2023 a Jun 2024
