Form NPORT-P - Monthly Portfolio Investments Report on Form N-PORT (Public)
November 28 2023 - 12:39PM
Edgar (US Regulatory)
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| Schedule of Investments (unaudited)
September 30, 2023 |
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BlackRock Enhanced Capital and Income Fund, Inc. (CII)
(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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| Automobile Components — 1.5% |
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| Aptiv PLC(a) |
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123,254 |
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$ |
12,151,612 |
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| Automobiles — 1.4% |
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| General Motors Co.(b) |
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334,161 |
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11,017,288 |
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| Banks — 1.7% |
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| JPMorgan Chase & Co.(b) |
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97,072 |
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14,077,382 |
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| Beverages — 1.0% |
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| Monster Beverage Corp.(a) |
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149,640 |
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7,923,438 |
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| Broadline Retail — 5.1% |
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| Amazon.com, Inc.(a)(b) |
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327,850 |
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41,676,292 |
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| Building Products — 1.1% |
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| Allegion PLC |
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83,140 |
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8,663,188 |
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| Capital Markets — 3.0% |
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| Intercontinental Exchange, Inc.(b) |
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124,049 |
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13,647,871 |
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| LPL Financial Holdings, Inc. |
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46,833 |
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11,129,863 |
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24,777,734 |
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| Chemicals — 3.2% |
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| Axalta Coating Systems Ltd.(a) |
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364,990 |
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9,818,231 |
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| Corteva, Inc.(b) |
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314,989 |
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16,114,837 |
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25,933,068 |
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| Communications Equipment — 1.1% |
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| Ciena Corp.(a) |
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198,382 |
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9,375,533 |
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| Consumer Staples Distribution & Retail(b) — 2.0% |
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| Dollar General Corp. |
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78,282 |
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8,282,236 |
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| Dollar Tree, Inc.(a) |
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74,191 |
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7,897,632 |
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16,179,868 |
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| Electronic Equipment, Instruments & Components — 1.0% |
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| Zebra Technologies Corp., Class A(a) |
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35,872 |
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8,484,804 |
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| Entertainment — 1.1% |
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| TKO Group Holdings, Inc., Class A(b) |
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103,202 |
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8,675,160 |
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| Financial Services — 5.8% |
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| Berkshire Hathaway, Inc., Class B(a)(b) |
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67,108 |
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23,507,933 |
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| FleetCor Technologies, Inc., Series C(a) |
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43,818 |
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11,188,488 |
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| Visa, Inc., Class A(b) |
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20,818 |
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4,788,348 |
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| Voya Financial, Inc. |
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122,900 |
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8,166,705 |
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47,651,474 |
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| Food Products — 1.7% |
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| Mondelez International, Inc., Class A(b) |
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194,626 |
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13,507,044 |
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| Health Care Equipment & Supplies — 1.7% |
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| Medtronic PLC |
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178,830 |
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14,013,119 |
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| Health Care Providers & Services — 7.3% |
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| Elevance Health, Inc. |
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21,620 |
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9,413,780 |
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| Humana, Inc.(b) |
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21,269 |
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10,347,794 |
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| Laboratory Corp. of America Holdings(b) |
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62,183 |
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12,501,892 |
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| Tenet Healthcare Corp.(a) |
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134,121 |
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8,837,233 |
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| UnitedHealth Group, Inc.(b) |
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36,738 |
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18,522,932 |
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59,623,631 |
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| Health Care Technology — 1.0% |
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| Veeva Systems, Inc., Class A(a)(b) |
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40,086 |
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8,155,497 |
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| Hotels, Restaurants & Leisure — 0.8% |
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| Las Vegas Sands Corp.(b) |
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145,182 |
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6,655,143 |
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| Security |
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Shares |
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Value |
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| Household Durables — 1.5% |
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| Sony Group Corp., ADR |
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150,869 |
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$ |
12,433,114 |
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| Insurance — 3.3% |
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| Fidelity National Financial, Inc. |
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234,492 |
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9,684,520 |
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| Progressive Corp. |
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66,854 |
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9,312,762 |
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| Reinsurance Group of America, Inc.(b) |
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55,249 |
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8,021,602 |
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27,018,884 |
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| Interactive Media & Services(a) —
8.4% |
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| Alphabet, Inc., Class A |
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346,533 |
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45,347,309 |
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| Meta Platforms, Inc., Class A(b) |
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78,132 |
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23,456,008 |
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68,803,317 |
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| IT Services — 2.0% |
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| Cognizant Technology Solutions Corp., Class A |
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239,371 |
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16,214,992 |
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| Life Sciences Tools & Services(a) —
1.5% |
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| Avantor, Inc. |
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482,770 |
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10,176,791 |
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| Fortrea Holdings, Inc.(b) |
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62,598 |
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1,789,677 |
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11,966,468 |
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| Machinery(b) — 4.5% |
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| Caterpillar, Inc. |
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44,081 |
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12,034,113 |
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| Fortive Corp. |
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226,806 |
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16,819,933 |
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| Otis Worldwide Corp. |
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101,311 |
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8,136,286 |
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36,990,332 |
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| Media(b) — 3.9% |
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| Comcast Corp., Class A |
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583,839 |
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25,887,421 |
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| Fox Corp., Class A |
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192,693 |
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6,012,022 |
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31,899,443 |
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| Oil, Gas & Consumable Fuels — 4.8% |
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| BP PLC, ADR |
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324,869 |
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12,578,928 |
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| ConocoPhillips(b) |
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134,283 |
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16,087,103 |
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| Shell PLC |
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343,276 |
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10,879,864 |
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39,545,895 |
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| Personal Care Products — 1.2% |
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| Unilever PLC, ADR(b) |
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192,733 |
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9,521,010 |
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| Pharmaceuticals — 4.1% |
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| Novo Nordisk A/S, ADR(b) |
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175,288 |
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15,940,691 |
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| Sanofi, ADR |
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326,738 |
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17,526,226 |
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33,466,917 |
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| Professional Services — 1.0% |
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| Dun & Bradstreet Holdings, Inc. |
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840,657 |
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8,398,164 |
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| Semiconductors & Semiconductor Equipment — 5.9% |
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| Advanced Micro Devices, Inc., Series E(a) |
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119,101 |
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12,245,965 |
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| Analog Devices, Inc.(b) |
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50,664 |
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8,870,760 |
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| Applied Materials, Inc.(b) |
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134,121 |
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18,569,052 |
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| Marvell Technology, Inc. |
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162,095 |
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8,774,202 |
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48,459,979 |
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| Software — 8.1% |
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| Microsoft Corp.(b)(c) |
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209,480 |
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66,143,310 |
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| Specialty Retail — 1.7% |
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| Ross Stores, Inc.(b) |
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124,187 |
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14,026,922 |
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| Technology Hardware, Storage & Peripherals — 4.5% |
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| Apple, Inc., Series BB(b) |
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215,639 |
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36,919,553 |
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1
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| Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Enhanced Capital and Income Fund, Inc. (CII)
(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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| Textiles, Apparel & Luxury Goods — 1.0% |
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| Skechers USA, Inc., Class A(a) |
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171,792 |
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$ |
8,409,218 |
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| Total Long-Term Investments — 98.9%
(Cost: $552,702,166) |
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808,758,793 |
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| Short-Term Securities |
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| Money Market Funds — 1.8% |
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| BlackRock Liquidity Funds, T-Fund, Institutional Class,
5.23%(d)(e) |
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14,460,662 |
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14,460,662 |
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| Total Short-Term Securities — 1.8%
(Cost: $14,460,662) |
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14,460,662 |
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| Total Investments Before Options Written — 100.7%
(Cost: $567,162,828) |
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823,219,455 |
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| Options Written — (0.7)%
(Premiums Received: $(10,883,817)) |
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(5,285,538 |
) |
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| Total Investments, Net of Options Written — 100.0%
(Cost:
$556,279,011) |
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|
817,933,917 |
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| Liabilities in Excess of Other Assets — 0.0% |
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(254,848 |
) |
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| Net Assets — 100.0% |
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$ |
817,679,069 |
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| (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 Trust compliance purposes, the
Trust’s sector classifications refer to one or more of the sector 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 sector 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:
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| Affiliated Issuer |
|
Value at
12/31/22 |
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|
Purchases
at Cost |
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|
Proceeds
from Sales |
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|
Net
Realized
Gain (Loss) |
|
|
Change in
Unrealized
Appreciation
(Depreciation) |
|
|
Value at
09/30/23 |
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|
Shares
Held at
09/30/23 |
|
|
Income |
|
|
Capital Gain
Distributions
from
Underlying
Funds |
|
| BlackRock Liquidity Funds, T-Fund, Institutional Class |
|
$ |
14,661,156 |
|
|
$ |
— |
|
|
$ |
(200,494 |
)(a) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
14,460,662 |
|
|
|
14,460,662 |
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|
$ |
447,397 |
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|
$ |
— |
|
| SL Liquidity Series, LLC, Money Market
Series(b) |
|
|
— |
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|
344 |
(a) |
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|
— |
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|
(344 |
) |
|
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— |
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— |
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— |
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|
6,008 |
(c) |
|
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— |
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$ |
(344 |
) |
|
$ |
— |
|
|
$ |
14,460,662 |
|
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|
$ |
453,405 |
|
|
$ |
— |
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| |
(a) |
Represents net amount purchased (sold). |
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| |
(b) |
As of period end, the entity is no longer held. |
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| |
(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
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| Description |
|
Number of
Contracts |
|
|
Expiration
Date |
|
|
Exercise Price |
|
|
Notional
Amount (000) |
|
|
Value |
|
| Call |
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| Avantor, Inc. |
|
|
735 |
|
|
|
10/03/23 |
|
|
|
USD |
|
|
|
22.50 |
|
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|
USD |
|
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|
1,549 |
|
|
$ |
(972 |
) |
| Cognizant Technology Solutions Corp., Class A |
|
|
383 |
|
|
|
10/03/23 |
|
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|
USD |
|
|
|
70.06 |
|
|
|
USD |
|
|
|
2,594 |
|
|
|
(1,051 |
) |
| Advanced Micro Devices, Inc. |
|
|
94 |
|
|
|
10/06/23 |
|
|
|
USD |
|
|
|
110.00 |
|
|
|
USD |
|
|
|
967 |
|
|
|
(2,632 |
) |
| Alphabet, Inc., Class A |
|
|
566 |
|
|
|
10/06/23 |
|
|
|
USD |
|
|
|
138.00 |
|
|
|
USD |
|
|
|
7,407 |
|
|
|
(4,528 |
) |
| Amazon.com, Inc. |
|
|
383 |
|
|
|
10/06/23 |
|
|
|
USD |
|
|
|
137.00 |
|
|
|
USD |
|
|
|
4,869 |
|
|
|
(3,064 |
) |
| Applied Materials, Inc. |
|
|
525 |
|
|
|
10/06/23 |
|
|
|
USD |
|
|
|
152.50 |
|
|
|
USD |
|
|
|
7,269 |
|
|
|
(1,838 |
) |
| Berkshire Hathaway, Inc., Class B |
|
|
239 |
|
|
|
10/06/23 |
|
|
|
USD |
|
|
|
365.00 |
|
|
|
USD |
|
|
|
8,372 |
|
|
|
(2,271 |
) |
| Caterpillar, Inc. |
|
|
207 |
|
|
|
10/06/23 |
|
|
|
USD |
|
|
|
290.00 |
|
|
|
USD |
|
|
|
5,651 |
|
|
|
(5,589 |
) |
|
|
|
| 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 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) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Ciena Corp. |
|
|
503 |
|
|
|
10/06/23 |
|
|
|
USD |
|
|
|
44.50 |
|
|
|
USD |
|
|
|
2,377 |
|
|
$ |
(143,003 |
) |
| Comcast Corp., Class A |
|
|
52 |
|
|
|
10/06/23 |
|
|
|
USD |
|
|
|
47.00 |
|
|
|
USD |
|
|
|
231 |
|
|
|
(104 |
) |
| ConocoPhillips |
|
|
109 |
|
|
|
10/06/23 |
|
|
|
USD |
|
|
|
117.00 |
|
|
|
USD |
|
|
|
1,306 |
|
|
|
(40,330 |
) |
| General Motors Co. |
|
|
192 |
|
|
|
10/06/23 |
|
|
|
USD |
|
|
|
35.00 |
|
|
|
USD |
|
|
|
633 |
|
|
|
(1,728 |
) |
| Humana, Inc. |
|
|
106 |
|
|
|
10/06/23 |
|
|
|
USD |
|
|
|
470.00 |
|
|
|
USD |
|
|
|
5,157 |
|
|
|
(196,100 |
) |
| JPMorgan Chase & Co. |
|
|
156 |
|
|
|
10/06/23 |
|
|
|
USD |
|
|
|
152.50 |
|
|
|
USD |
|
|
|
2,262 |
|
|
|
(546 |
) |
| Las Vegas Sands Corp. |
|
|
295 |
|
|
|
10/06/23 |
|
|
|
USD |
|
|
|
56.00 |
|
|
|
USD |
|
|
|
1,352 |
|
|
|
(885 |
) |
| Medtronic PLC |
|
|
97 |
|
|
|
10/06/23 |
|
|
|
USD |
|
|
|
84.00 |
|
|
|
USD |
|
|
|
760 |
|
|
|
(776 |
) |
| Meta Platforms, Inc., Class A |
|
|
315 |
|
|
|
10/06/23 |
|
|
|
USD |
|
|
|
320.00 |
|
|
|
USD |
|
|
|
9,457 |
|
|
|
(14,648 |
) |
| Microsoft Corp. |
|
|
306 |
|
|
|
10/06/23 |
|
|
|
USD |
|
|
|
340.00 |
|
|
|
USD |
|
|
|
9,662 |
|
|
|
(1,530 |
) |
| Mondelez International, Inc., Class A |
|
|
108 |
|
|
|
10/06/23 |
|
|
|
USD |
|
|
|
73.00 |
|
|
|
USD |
|
|
|
750 |
|
|
|
(1,080 |
) |
| Ross Stores, Inc. |
|
|
398 |
|
|
|
10/06/23 |
|
|
|
USD |
|
|
|
122.00 |
|
|
|
USD |
|
|
|
4,495 |
|
|
|
(5,970 |
) |
| Sony Group Corp., ADR |
|
|
246 |
|
|
|
10/06/23 |
|
|
|
USD |
|
|
|
84.00 |
|
|
|
USD |
|
|
|
2,027 |
|
|
|
(8,610 |
) |
| UnitedHealth Group, Inc. |
|
|
96 |
|
|
|
10/06/23 |
|
|
|
USD |
|
|
|
505.00 |
|
|
|
USD |
|
|
|
4,840 |
|
|
|
(47,040 |
) |
| Visa, Inc., Class A |
|
|
68 |
|
|
|
10/06/23 |
|
|
|
USD |
|
|
|
250.00 |
|
|
|
USD |
|
|
|
1,564 |
|
|
|
(102 |
) |
| Unilever PLC, ADR |
|
|
395 |
|
|
|
10/11/23 |
|
|
|
USD |
|
|
|
51.25 |
|
|
|
USD |
|
|
|
1,951 |
|
|
|
(3,142 |
) |
| Cognizant Technology Solutions Corp., Class A |
|
|
195 |
|
|
|
10/12/23 |
|
|
|
USD |
|
|
|
72.00 |
|
|
|
USD |
|
|
|
1,321 |
|
|
|
(1,155 |
) |
| Otis Worldwide Corp. |
|
|
195 |
|
|
|
10/12/23 |
|
|
|
USD |
|
|
|
87.25 |
|
|
|
USD |
|
|
|
1,566 |
|
|
|
(266 |
) |
| Alphabet, Inc., Class A |
|
|
186 |
|
|
|
10/13/23 |
|
|
|
USD |
|
|
|
139.00 |
|
|
|
USD |
|
|
|
2,434 |
|
|
|
(3,813 |
) |
| Amazon.com, Inc. |
|
|
357 |
|
|
|
10/13/23 |
|
|
|
USD |
|
|
|
134.50 |
|
|
|
USD |
|
|
|
4,538 |
|
|
|
(29,105 |
) |
| Amazon.com, Inc. |
|
|
359 |
|
|
|
10/13/23 |
|
|
|
USD |
|
|
|
142.00 |
|
|
|
USD |
|
|
|
4,564 |
|
|
|
(4,129 |
) |
| Analog Devices, Inc. |
|
|
60 |
|
|
|
10/13/23 |
|
|
|
USD |
|
|
|
190.00 |
|
|
|
USD |
|
|
|
1,051 |
|
|
|
(1,200 |
) |
| Apple, Inc. |
|
|
371 |
|
|
|
10/13/23 |
|
|
|
USD |
|
|
|
185.00 |
|
|
|
USD |
|
|
|
6,352 |
|
|
|
(3,896 |
) |
| Berkshire Hathaway, Inc., Class B |
|
|
199 |
|
|
|
10/13/23 |
|
|
|
USD |
|
|
|
370.00 |
|
|
|
USD |
|
|
|
6,971 |
|
|
|
(3,383 |
) |
| Comcast Corp., Class A |
|
|
469 |
|
|
|
10/13/23 |
|
|
|
USD |
|
|
|
46.00 |
|
|
|
USD |
|
|
|
2,080 |
|
|
|
(6,097 |
) |
| Comcast Corp., Class A |
|
|
263 |
|
|
|
10/13/23 |
|
|
|
USD |
|
|
|
45.00 |
|
|
|
USD |
|
|
|
1,166 |
|
|
|
(9,074 |
) |
| Fox Corp., Class A |
|
|
590 |
|
|
|
10/13/23 |
|
|
|
USD |
|
|
|
32.00 |
|
|
|
USD |
|
|
|
1,841 |
|
|
|
(16,225 |
) |
| JPMorgan Chase & Co. |
|
|
298 |
|
|
|
10/13/23 |
|
|
|
USD |
|
|
|
148.00 |
|
|
|
USD |
|
|
|
4,322 |
|
|
|
(45,296 |
) |
| Las Vegas Sands Corp. |
|
|
174 |
|
|
|
10/13/23 |
|
|
|
USD |
|
|
|
55.00 |
|
|
|
USD |
|
|
|
798 |
|
|
|
(522 |
) |
| Meta Platforms, Inc., Class A |
|
|
107 |
|
|
|
10/13/23 |
|
|
|
USD |
|
|
|
302.50 |
|
|
|
USD |
|
|
|
3,212 |
|
|
|
(76,237 |
) |
| Microsoft Corp. |
|
|
278 |
|
|
|
10/13/23 |
|
|
|
USD |
|
|
|
345.00 |
|
|
|
USD |
|
|
|
8,778 |
|
|
|
(2,919 |
) |
| Ross Stores, Inc. |
|
|
118 |
|
|
|
10/13/23 |
|
|
|
USD |
|
|
|
123.00 |
|
|
|
USD |
|
|
|
1,333 |
|
|
|
(1,180 |
) |
| Sony Group Corp., ADR |
|
|
256 |
|
|
|
10/13/23 |
|
|
|
USD |
|
|
|
87.00 |
|
|
|
USD |
|
|
|
2,110 |
|
|
|
(5,120 |
) |
| Visa, Inc., Class A |
|
|
68 |
|
|
|
10/13/23 |
|
|
|
USD |
|
|
|
250.00 |
|
|
|
USD |
|
|
|
1,564 |
|
|
|
(374 |
) |
| Advanced Micro Devices, Inc. |
|
|
94 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
115.00 |
|
|
|
USD |
|
|
|
967 |
|
|
|
(6,110 |
) |
| Allegion PLC |
|
|
200 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
120.00 |
|
|
|
USD |
|
|
|
2,084 |
|
|
|
(86,000 |
) |
| Alphabet, Inc., Class A |
|
|
203 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
135.00 |
|
|
|
USD |
|
|
|
2,656 |
|
|
|
(34,307 |
) |
| Alphabet, Inc., Class A |
|
|
288 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
140.00 |
|
|
|
USD |
|
|
|
3,769 |
|
|
|
(15,120 |
) |
| Amazon.com, Inc. |
|
|
384 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
140.00 |
|
|
|
USD |
|
|
|
4,881 |
|
|
|
(15,168 |
) |
| Analog Devices, Inc. |
|
|
45 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
190.00 |
|
|
|
USD |
|
|
|
788 |
|
|
|
(2,025 |
) |
| Apple, Inc. |
|
|
96 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
185.00 |
|
|
|
USD |
|
|
|
1,644 |
|
|
|
(2,352 |
) |
| Aptiv PLC |
|
|
376 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
100.00 |
|
|
|
USD |
|
|
|
3,707 |
|
|
|
(87,420 |
) |
| Avantor, Inc. |
|
|
735 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
22.50 |
|
|
|
USD |
|
|
|
1,549 |
|
|
|
(18,375 |
) |
| Axalta Coating Systems Ltd. |
|
|
465 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
35.00 |
|
|
|
USD |
|
|
|
1,251 |
|
|
|
(34,875 |
) |
| Axalta Coating Systems Ltd. |
|
|
698 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
29.00 |
|
|
|
USD |
|
|
|
1,878 |
|
|
|
(13,960 |
) |
| BP PLC, ADR |
|
|
366 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
38.00 |
|
|
|
USD |
|
|
|
1,417 |
|
|
|
(49,227 |
) |
| Caterpillar, Inc. |
|
|
80 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
280.00 |
|
|
|
USD |
|
|
|
2,184 |
|
|
|
(35,000 |
) |
| Ciena Corp. |
|
|
429 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
45.00 |
|
|
|
USD |
|
|
|
2,027 |
|
|
|
(117,975 |
) |
| Ciena Corp. |
|
|
478 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
50.00 |
|
|
|
USD |
|
|
|
2,259 |
|
|
|
(11,950 |
) |
| Cognizant Technology Solutions Corp., Class A |
|
|
132 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
72.50 |
|
|
|
USD |
|
|
|
894 |
|
|
|
(1,650 |
) |
| Comcast Corp., Class A |
|
|
832 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
47.50 |
|
|
|
USD |
|
|
|
3,689 |
|
|
|
(8,320 |
) |
| Comcast Corp., Class A |
|
|
154 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
45.00 |
|
|
|
USD |
|
|
|
683 |
|
|
|
(7,854 |
) |
| ConocoPhillips |
|
|
214 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
125.00 |
|
|
|
USD |
|
|
|
2,564 |
|
|
|
(26,429 |
) |
| Corteva, Inc. |
|
|
515 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
52.00 |
|
|
|
USD |
|
|
|
2,635 |
|
|
|
(52,213 |
) |
| Dollar Tree, Inc. |
|
|
208 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
130.00 |
|
|
|
USD |
|
|
|
2,214 |
|
|
|
(936 |
) |
| Elevance Health, Inc. |
|
|
35 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
460.00 |
|
|
|
USD |
|
|
|
1,524 |
|
|
|
(14,875 |
) |
| Fidelity National Financial, Inc. |
|
|
480 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
42.48 |
|
|
|
USD |
|
|
|
1,982 |
|
|
|
(25,790 |
) |
| FleetCor Technologies, Inc. |
|
|
100 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
280.00 |
|
|
|
USD |
|
|
|
2,553 |
|
|
|
(21,750 |
) |
| Fortive Corp. |
|
|
240 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
80.00 |
|
|
|
USD |
|
|
|
1,780 |
|
|
|
(3,000 |
) |
| Fortive Corp. |
|
|
486 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
77.04 |
|
|
|
USD |
|
|
|
3,604 |
|
|
|
(26,331 |
) |
| General Motors Co. |
|
|
23 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
36.00 |
|
|
|
USD |
|
|
|
76 |
|
|
|
(472 |
) |
| General Motors Co. |
|
|
192 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
35.00 |
|
|
|
USD |
|
|
|
633 |
|
|
|
(7,200 |
) |
|
|
|
| Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
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) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Humana, Inc. |
|
|
33 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
485.00 |
|
|
|
USD |
|
|
|
1,606 |
|
|
$ |
(43,230 |
) |
| Intercontinental Exchange, Inc. |
|
|
472 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
115.00 |
|
|
|
USD |
|
|
|
5,193 |
|
|
|
(20,060 |
) |
| Laboratory Corp. of America Holdings |
|
|
249 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
220.00 |
|
|
|
USD |
|
|
|
5,006 |
|
|
|
(22,410 |
) |
| Las Vegas Sands Corp. |
|
|
281 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
57.50 |
|
|
|
USD |
|
|
|
1,288 |
|
|
|
(1,124 |
) |
| LPL Financial Holdings, Inc. |
|
|
151 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
230.00 |
|
|
|
USD |
|
|
|
3,589 |
|
|
|
(184,975 |
) |
| Medtronic PLC |
|
|
262 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
82.50 |
|
|
|
USD |
|
|
|
2,053 |
|
|
|
(12,838 |
) |
| Meta Platforms, Inc., Class A |
|
|
89 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
310.00 |
|
|
|
USD |
|
|
|
2,672 |
|
|
|
(52,955 |
) |
| Microsoft Corp. |
|
|
345 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
340.00 |
|
|
|
USD |
|
|
|
10,893 |
|
|
|
(22,080 |
) |
| Mondelez International, Inc., Class A |
|
|
109 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
71.00 |
|
|
|
USD |
|
|
|
756 |
|
|
|
(5,599 |
) |
| Monster Beverage Corp. |
|
|
506 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
60.00 |
|
|
|
USD |
|
|
|
2,679 |
|
|
|
(2,530 |
) |
| Novo Nordisk A/S, ADR |
|
|
360 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
95.00 |
|
|
|
USD |
|
|
|
3,274 |
|
|
|
(35,100 |
) |
| Otis Worldwide Corp. |
|
|
271 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
85.00 |
|
|
|
USD |
|
|
|
2,176 |
|
|
|
(6,098 |
) |
| Progressive Corp. |
|
|
217 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
140.00 |
|
|
|
USD |
|
|
|
3,023 |
|
|
|
(78,120 |
) |
| Reinsurance Group of America, Inc. |
|
|
164 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
145.00 |
|
|
|
USD |
|
|
|
2,381 |
|
|
|
(63,140 |
) |
| Ross Stores, Inc. |
|
|
118 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
125.00 |
|
|
|
USD |
|
|
|
1,333 |
|
|
|
(1,180 |
) |
| Sanofi, ADR |
|
|
781 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
53.82 |
|
|
|
USD |
|
|
|
4,189 |
|
|
|
(86,184 |
) |
| Skechers USA, Inc., Class A |
|
|
117 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
55.00 |
|
|
|
USD |
|
|
|
573 |
|
|
|
(1,463 |
) |
| Tenet Healthcare Corp. |
|
|
360 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
80.00 |
|
|
|
USD |
|
|
|
2,372 |
|
|
|
(7,200 |
) |
| TKO Group Holdings, Inc., Class A |
|
|
256 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
106.14 |
|
|
|
USD |
|
|
|
2,152 |
|
|
|
(8,960 |
) |
| TKO Group Holdings, Inc., Class A |
|
|
256 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
101.14 |
|
|
|
USD |
|
|
|
2,152 |
|
|
|
(3,840 |
) |
| Unilever PLC, ADR |
|
|
536 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
50.83 |
|
|
|
USD |
|
|
|
2,648 |
|
|
|
(14,380 |
) |
| Veeva Systems, Inc., Class A |
|
|
193 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
220.00 |
|
|
|
USD |
|
|
|
3,927 |
|
|
|
(13,510 |
) |
| Voya Financial, Inc. |
|
|
407 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
70.00 |
|
|
|
USD |
|
|
|
2,705 |
|
|
|
(14,245 |
) |
| Zebra Technologies Corp., Class A |
|
|
87 |
|
|
|
10/20/23 |
|
|
|
USD |
|
|
|
290.00 |
|
|
|
USD |
|
|
|
2,058 |
|
|
|
(9,570 |
) |
| Fortive Corp. |
|
|
517 |
|
|
|
10/24/23 |
|
|
|
USD |
|
|
|
78.00 |
|
|
|
USD |
|
|
|
3,834 |
|
|
|
(24,141 |
) |
| Advanced Micro Devices, Inc. |
|
|
50 |
|
|
|
10/27/23 |
|
|
|
USD |
|
|
|
107.00 |
|
|
|
USD |
|
|
|
514 |
|
|
|
(15,500 |
) |
| Alphabet, Inc., Class A |
|
|
566 |
|
|
|
10/27/23 |
|
|
|
USD |
|
|
|
137.00 |
|
|
|
USD |
|
|
|
7,407 |
|
|
|
(127,916 |
) |
| Analog Devices, Inc. |
|
|
61 |
|
|
|
10/27/23 |
|
|
|
USD |
|
|
|
190.00 |
|
|
|
USD |
|
|
|
1,068 |
|
|
|
(5,185 |
) |
| Apple, Inc. |
|
|
416 |
|
|
|
10/27/23 |
|
|
|
USD |
|
|
|
185.00 |
|
|
|
USD |
|
|
|
7,122 |
|
|
|
(18,720 |
) |
| Applied Materials, Inc. |
|
|
346 |
|
|
|
10/27/23 |
|
|
|
USD |
|
|
|
150.00 |
|
|
|
USD |
|
|
|
4,790 |
|
|
|
(51,381 |
) |
| BP PLC, ADR |
|
|
358 |
|
|
|
10/27/23 |
|
|
|
USD |
|
|
|
40.00 |
|
|
|
USD |
|
|
|
1,386 |
|
|
|
(17,721 |
) |
| ConocoPhillips |
|
|
137 |
|
|
|
10/27/23 |
|
|
|
USD |
|
|
|
124.00 |
|
|
|
USD |
|
|
|
1,641 |
|
|
|
(27,537 |
) |
| Dollar Tree, Inc. |
|
|
135 |
|
|
|
10/27/23 |
|
|
|
USD |
|
|
|
116.00 |
|
|
|
USD |
|
|
|
1,437 |
|
|
|
(6,683 |
) |
| General Motors Co. |
|
|
274 |
|
|
|
10/27/23 |
|
|
|
USD |
|
|
|
35.00 |
|
|
|
USD |
|
|
|
903 |
|
|
|
(17,536 |
) |
| Las Vegas Sands Corp. |
|
|
193 |
|
|
|
10/27/23 |
|
|
|
USD |
|
|
|
52.00 |
|
|
|
USD |
|
|
|
885 |
|
|
|
(5,018 |
) |
| Microsoft Corp. |
|
|
273 |
|
|
|
10/27/23 |
|
|
|
USD |
|
|
|
335.00 |
|
|
|
USD |
|
|
|
8,620 |
|
|
|
(86,677 |
) |
| Mondelez International, Inc., Class A |
|
|
371 |
|
|
|
10/27/23 |
|
|
|
USD |
|
|
|
72.00 |
|
|
|
USD |
|
|
|
2,575 |
|
|
|
(16,695 |
) |
| Novo Nordisk A/S, ADR |
|
|
360 |
|
|
|
10/27/23 |
|
|
|
USD |
|
|
|
92.50 |
|
|
|
USD |
|
|
|
3,274 |
|
|
|
(78,300 |
) |
| Ross Stores, Inc. |
|
|
173 |
|
|
|
10/27/23 |
|
|
|
USD |
|
|
|
119.00 |
|
|
|
USD |
|
|
|
1,954 |
|
|
|
(11,245 |
) |
| UnitedHealth Group, Inc. |
|
|
142 |
|
|
|
10/27/23 |
|
|
|
USD |
|
|
|
490.00 |
|
|
|
USD |
|
|
|
7,159 |
|
|
|
(326,955 |
) |
| Alphabet, Inc., Class A |
|
|
121 |
|
|
|
11/03/23 |
|
|
|
USD |
|
|
|
141.24 |
|
|
|
USD |
|
|
|
1,583 |
|
|
|
(11,001 |
) |
| Amazon.com, Inc. |
|
|
295 |
|
|
|
11/03/23 |
|
|
|
USD |
|
|
|
141.00 |
|
|
|
USD |
|
|
|
3,750 |
|
|
|
(50,740 |
) |
| Apple, Inc. |
|
|
518 |
|
|
|
11/03/23 |
|
|
|
USD |
|
|
|
185.00 |
|
|
|
USD |
|
|
|
8,869 |
|
|
|
(63,714 |
) |
| Comcast Corp., Class A |
|
|
877 |
|
|
|
11/03/23 |
|
|
|
USD |
|
|
|
46.00 |
|
|
|
USD |
|
|
|
3,889 |
|
|
|
(61,390 |
) |
| ConocoPhillips |
|
|
77 |
|
|
|
11/03/23 |
|
|
|
USD |
|
|
|
126.64 |
|
|
|
USD |
|
|
|
922 |
|
|
|
(14,097 |
) |
| Dollar General Corp. |
|
|
156 |
|
|
|
11/03/23 |
|
|
|
USD |
|
|
|
115.00 |
|
|
|
USD |
|
|
|
1,650 |
|
|
|
(19,500 |
) |
| Fox Corp., Class A |
|
|
662 |
|
|
|
11/03/23 |
|
|
|
USD |
|
|
|
32.00 |
|
|
|
USD |
|
|
|
2,065 |
|
|
|
(47,995 |
) |
| General Motors Co. |
|
|
655 |
|
|
|
11/03/23 |
|
|
|
USD |
|
|
|
35.00 |
|
|
|
USD |
|
|
|
2,160 |
|
|
|
(52,400 |
) |
| JPMorgan Chase & Co. |
|
|
176 |
|
|
|
11/03/23 |
|
|
|
USD |
|
|
|
152.50 |
|
|
|
USD |
|
|
|
2,552 |
|
|
|
(23,496 |
) |
| Marvell Technology, Inc. |
|
|
324 |
|
|
|
11/03/23 |
|
|
|
USD |
|
|
|
57.00 |
|
|
|
USD |
|
|
|
1,754 |
|
|
|
(45,684 |
) |
| Mondelez International, Inc., Class A |
|
|
346 |
|
|
|
11/03/23 |
|
|
|
USD |
|
|
|
72.00 |
|
|
|
USD |
|
|
|
2,401 |
|
|
|
(24,220 |
) |
| Novo Nordisk A/S, ADR |
|
|
419 |
|
|
|
11/03/23 |
|
|
|
USD |
|
|
|
95.00 |
|
|
|
USD |
|
|
|
3,810 |
|
|
|
(58,660 |
) |
| Sony Group Corp., ADR |
|
|
101 |
|
|
|
11/03/23 |
|
|
|
USD |
|
|
|
85.00 |
|
|
|
USD |
|
|
|
832 |
|
|
|
(12,878 |
) |
| Otis Worldwide Corp. |
|
|
196 |
|
|
|
11/06/23 |
|
|
|
USD |
|
|
|
88.00 |
|
|
|
USD |
|
|
|
1,574 |
|
|
|
(4,866 |
) |
| BP PLC, ADR |
|
|
575 |
|
|
|
11/10/23 |
|
|
|
USD |
|
|
|
40.00 |
|
|
|
USD |
|
|
|
2,226 |
|
|
|
(47,725 |
) |
| Dollar Tree, Inc. |
|
|
139 |
|
|
|
11/10/23 |
|
|
|
USD |
|
|
|
111.00 |
|
|
|
USD |
|
|
|
1,480 |
|
|
|
(31,344 |
) |
| Skechers USA, Inc., Class A |
|
|
220 |
|
|
|
11/10/23 |
|
|
|
USD |
|
|
|
52.00 |
|
|
|
USD |
|
|
|
1,077 |
|
|
|
(32,483 |
) |
| Allegion PLC |
|
|
199 |
|
|
|
11/17/23 |
|
|
|
USD |
|
|
|
115.00 |
|
|
|
USD |
|
|
|
2,074 |
|
|
|
(19,402 |
) |
| Alphabet, Inc., Class A |
|
|
322 |
|
|
|
11/17/23 |
|
|
|
USD |
|
|
|
135.00 |
|
|
|
USD |
|
|
|
4,214 |
|
|
|
(138,460 |
) |
| Amazon.com, Inc. |
|
|
353 |
|
|
|
11/17/23 |
|
|
|
USD |
|
|
|
145.00 |
|
|
|
USD |
|
|
|
4,487 |
|
|
|
(54,715 |
) |
| Analog Devices, Inc. |
|
|
37 |
|
|
|
11/17/23 |
|
|
|
USD |
|
|
|
185.00 |
|
|
|
USD |
|
|
|
648 |
|
|
|
(12,025 |
) |
| Aptiv PLC |
|
|
430 |
|
|
|
11/17/23 |
|
|
|
USD |
|
|
|
110.00 |
|
|
|
USD |
|
|
|
4,239 |
|
|
|
(58,050 |
) |
|
|
|
| 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 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) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Avantor, Inc. |
|
|
473 |
|
|
|
11/17/23 |
|
|
|
USD |
|
|
|
23.50 |
|
|
|
USD |
|
|
|
997 |
|
|
$ |
(18,466 |
) |
| Axalta Coating Systems Ltd. |
|
|
1,224 |
|
|
|
11/17/23 |
|
|
|
USD |
|
|
|
29.00 |
|
|
|
USD |
|
|
|
3,293 |
|
|
|
(61,200 |
) |
| Ciena Corp. |
|
|
270 |
|
|
|
11/17/23 |
|
|
|
USD |
|
|
|
50.00 |
|
|
|
USD |
|
|
|
1,276 |
|
|
|
(21,600 |
) |
| Comcast Corp., Class A |
|
|
155 |
|
|
|
11/17/23 |
|
|
|
USD |
|
|
|
47.50 |
|
|
|
USD |
|
|
|
687 |
|
|
|
(7,595 |
) |
| Corteva, Inc. |
|
|
758 |
|
|
|
11/17/23 |
|
|
|
USD |
|
|
|
55.00 |
|
|
|
USD |
|
|
|
3,878 |
|
|
|
(54,955 |
) |
| Elevance Health, Inc. |
|
|
70 |
|
|
|
11/17/23 |
|
|
|
USD |
|
|
|
460.00 |
|
|
|
USD |
|
|
|
3,048 |
|
|
|
(56,700 |
) |
| Fidelity National Financial, Inc. |
|
|
1,054 |
|
|
|
11/17/23 |
|
|
|
USD |
|
|
|
42.65 |
|
|
|
USD |
|
|
|
4,353 |
|
|
|
(93,515 |
) |
| Fortive Corp. |
|
|
240 |
|
|
|
11/17/23 |
|
|
|
USD |
|
|
|
77.67 |
|
|
|
USD |
|
|
|
1,780 |
|
|
|
(34,201 |
) |
| Fortrea Holdings, Inc. |
|
|
203 |
|
|
|
11/17/23 |
|
|
|
USD |
|
|
|
30.00 |
|
|
|
USD |
|
|
|
580 |
|
|
|
(29,942 |
) |
| Intercontinental Exchange, Inc. |
|
|
339 |
|
|
|
11/17/23 |
|
|
|
USD |
|
|
|
118.31 |
|
|
|
USD |
|
|
|
3,730 |
|
|
|
(28,848 |
) |
| Laboratory Corp. of America Holdings |
|
|
157 |
|
|
|
11/17/23 |
|
|
|
USD |
|
|
|
214.50 |
|
|
|
USD |
|
|
|
3,156 |
|
|
|
(30,741 |
) |
| LPL Financial Holdings, Inc. |
|
|
155 |
|
|
|
11/17/23 |
|
|
|
USD |
|
|
|
251.00 |
|
|
|
USD |
|
|
|
3,684 |
|
|
|
(97,660 |
) |
| Microsoft Corp. |
|
|
159 |
|
|
|
11/17/23 |
|
|
|
USD |
|
|
|
350.00 |
|
|
|
USD |
|
|
|
5,020 |
|
|
|
(35,934 |
) |
| Monster Beverage Corp. |
|
|
472 |
|
|
|
11/17/23 |
|
|
|
USD |
|
|
|
57.81 |
|
|
|
USD |
|
|
|
2,499 |
|
|
|
(20,132 |
) |
| Progressive Corp. |
|
|
217 |
|
|
|
11/17/23 |
|
|
|
USD |
|
|
|
140.00 |
|
|
|
USD |
|
|
|
3,023 |
|
|
|
(115,010 |
) |
| Reinsurance Group of America, Inc. |
|
|
195 |
|
|
|
11/17/23 |
|
|
|
USD |
|
|
|
145.00 |
|
|
|
USD |
|
|
|
2,831 |
|
|
|
(119,925 |
) |
| Sanofi, ADR |
|
|
797 |
|
|
|
11/17/23 |
|
|
|
USD |
|
|
|
55.00 |
|
|
|
USD |
|
|
|
4,275 |
|
|
|
(97,632 |
) |
| Tenet Healthcare Corp. |
|
|
109 |
|
|
|
11/17/23 |
|
|
|
USD |
|
|
|
80.00 |
|
|
|
USD |
|
|
|
718 |
|
|
|
(10,900 |
) |
| Tenet Healthcare Corp. |
|
|
174 |
|
|
|
11/17/23 |
|
|
|
USD |
|
|
|
75.00 |
|
|
|
USD |
|
|
|
1,146 |
|
|
|
(22,185 |
) |
| Zebra Technologies Corp., Class A |
|
|
57 |
|
|
|
11/17/23 |
|
|
|
USD |
|
|
|
280.00 |
|
|
|
USD |
|
|
|
1,348 |
|
|
|
(13,395 |
) |
| Corteva, Inc. |
|
|
774 |
|
|
|
12/15/23 |
|
|
|
USD |
|
|
|
55.00 |
|
|
|
USD |
|
|
|
3,960 |
|
|
|
(83,205 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(4,910,801 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
OTC Options Written
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Description |
|
Counterparty |
|
Number of
Contracts |
|
|
Expiration
Date |
|
|
Exercise Price |
|
|
Notional
Amount (000) |
|
|
Value |
|
| Call |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| FleetCor Technologies, Inc. |
|
Citibank N.A. |
|
|
18,400 |
|
|
|
10/06/23 |
|
|
|
USD |
|
|
|
250.00 |
|
|
|
USD |
|
|
|
4,698 |
|
|
$ |
(130,383 |
) |
| Voya Financial, Inc. |
|
Citibank N.A. |
|
|
39,600 |
|
|
|
10/06/23 |
|
|
|
USD |
|
|
|
75.00 |
|
|
|
USD |
|
|
|
2,631 |
|
|
|
(5 |
) |
| Elevance Health, Inc. |
|
Morgan Stanley & Co. International PLC |
|
|
3,500 |
|
|
|
10/12/23 |
|
|
|
USD |
|
|
|
466.66 |
|
|
|
USD |
|
|
|
1,524 |
|
|
|
(5,018 |
) |
| Shell PLC |
|
Morgan Stanley & Co. International PLC |
|
|
71,300 |
|
|
|
10/13/23 |
|
|
|
GBP |
|
|
|
24.47 |
|
|
|
GBP |
|
|
|
1,852 |
|
|
|
(145,990 |
) |
| Shell PLC |
|
Barclays Bank PLC |
|
|
25,400 |
|
|
|
10/19/23 |
|
|
|
GBP |
|
|
|
25.64 |
|
|
|
GBP |
|
|
|
660 |
|
|
|
(23,692 |
) |
| Dun & Bradstreet Holdings, Inc. |
|
Goldman Sachs International |
|
|
47,500 |
|
|
|
10/25/23 |
|
|
|
USD |
|
|
|
10.83 |
|
|
|
USD |
|
|
|
475 |
|
|
|
(9,700 |
) |
| Dun & Bradstreet Holdings, Inc. |
|
Citibank N.A. |
|
|
48,900 |
|
|
|
11/02/23 |
|
|
|
USD |
|
|
|
10.81 |
|
|
|
USD |
|
|
|
489 |
|
|
|
(10,084 |
) |
| Dun & Bradstreet Holdings, Inc. |
|
Goldman Sachs International |
|
|
71,700 |
|
|
|
11/02/23 |
|
|
|
USD |
|
|
|
10.47 |
|
|
|
USD |
|
|
|
716 |
|
|
|
(21,630 |
) |
| Shell PLC |
|
UBS AG |
|
|
40,600 |
|
|
|
11/14/23 |
|
|
|
GBP |
|
|
|
26.77 |
|
|
|
GBP |
|
|
|
1,055 |
|
|
|
(28,235 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(374,737 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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
|
|
|
| Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Enhanced Capital and Income Fund, Inc. (CII) |
Fair Value Hierarchy as of Period End (continued)
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.
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 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Automobile Components |
|
$ |
12,151,612 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
12,151,612 |
|
| Automobiles |
|
|
11,017,288 |
|
|
|
— |
|
|
|
— |
|
|
|
11,017,288 |
|
| Banks |
|
|
14,077,382 |
|
|
|
— |
|
|
|
— |
|
|
|
14,077,382 |
|
| Beverages |
|
|
7,923,438 |
|
|
|
— |
|
|
|
— |
|
|
|
7,923,438 |
|
| Broadline Retail |
|
|
41,676,292 |
|
|
|
— |
|
|
|
— |
|
|
|
41,676,292 |
|
| Building Products |
|
|
8,663,188 |
|
|
|
— |
|
|
|
— |
|
|
|
8,663,188 |
|
| Capital Markets |
|
|
24,777,734 |
|
|
|
— |
|
|
|
— |
|
|
|
24,777,734 |
|
| Chemicals |
|
|
25,933,068 |
|
|
|
— |
|
|
|
— |
|
|
|
25,933,068 |
|
| Communications Equipment |
|
|
9,375,533 |
|
|
|
— |
|
|
|
— |
|
|
|
9,375,533 |
|
| Consumer Staples Distribution & Retail |
|
|
16,179,868 |
|
|
|
— |
|
|
|
— |
|
|
|
16,179,868 |
|
| Electronic Equipment, Instruments & Components |
|
|
8,484,804 |
|
|
|
— |
|
|
|
— |
|
|
|
8,484,804 |
|
| Entertainment |
|
|
8,675,160 |
|
|
|
— |
|
|
|
— |
|
|
|
8,675,160 |
|
| Financial Services |
|
|
47,651,474 |
|
|
|
— |
|
|
|
— |
|
|
|
47,651,474 |
|
| Food Products |
|
|
13,507,044 |
|
|
|
— |
|
|
|
— |
|
|
|
13,507,044 |
|
| Health Care Equipment & Supplies |
|
|
14,013,119 |
|
|
|
— |
|
|
|
— |
|
|
|
14,013,119 |
|
| Health Care Providers & Services |
|
|
59,623,631 |
|
|
|
— |
|
|
|
— |
|
|
|
59,623,631 |
|
| Health Care Technology |
|
|
8,155,497 |
|
|
|
— |
|
|
|
— |
|
|
|
8,155,497 |
|
| Hotels, Restaurants & Leisure |
|
|
6,655,143 |
|
|
|
— |
|
|
|
— |
|
|
|
6,655,143 |
|
| Household Durables |
|
|
12,433,114 |
|
|
|
— |
|
|
|
— |
|
|
|
12,433,114 |
|
| Insurance |
|
|
27,018,884 |
|
|
|
— |
|
|
|
— |
|
|
|
27,018,884 |
|
| Interactive Media & Services |
|
|
68,803,317 |
|
|
|
— |
|
|
|
— |
|
|
|
68,803,317 |
|
| IT Services |
|
|
16,214,992 |
|
|
|
— |
|
|
|
— |
|
|
|
16,214,992 |
|
| Life Sciences Tools & Services |
|
|
11,966,468 |
|
|
|
— |
|
|
|
— |
|
|
|
11,966,468 |
|
| Machinery |
|
|
36,990,332 |
|
|
|
— |
|
|
|
— |
|
|
|
36,990,332 |
|
| Media |
|
|
31,899,443 |
|
|
|
— |
|
|
|
— |
|
|
|
31,899,443 |
|
| Oil, Gas & Consumable Fuels |
|
|
28,666,031 |
|
|
|
10,879,864 |
|
|
|
— |
|
|
|
39,545,895 |
|
| Personal Care Products |
|
|
9,521,010 |
|
|
|
— |
|
|
|
— |
|
|
|
9,521,010 |
|
| Pharmaceuticals |
|
|
33,466,917 |
|
|
|
— |
|
|
|
— |
|
|
|
33,466,917 |
|
| Professional Services |
|
|
8,398,164 |
|
|
|
— |
|
|
|
— |
|
|
|
8,398,164 |
|
| Semiconductors & Semiconductor Equipment |
|
|
48,459,979 |
|
|
|
— |
|
|
|
— |
|
|
|
48,459,979 |
|
| Software |
|
|
66,143,310 |
|
|
|
— |
|
|
|
— |
|
|
|
66,143,310 |
|
| Specialty Retail |
|
|
14,026,922 |
|
|
|
— |
|
|
|
— |
|
|
|
14,026,922 |
|
| Technology Hardware, Storage & Peripherals |
|
|
36,919,553 |
|
|
|
— |
|
|
|
— |
|
|
|
36,919,553 |
|
| Textiles, Apparel & Luxury Goods |
|
|
8,409,218 |
|
|
|
— |
|
|
|
— |
|
|
|
8,409,218 |
|
| Short-Term Securities |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Money Market Funds |
|
|
14,460,662 |
|
|
|
— |
|
|
|
— |
|
|
|
14,460,662 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
812,339,591 |
|
|
$ |
10,879,864 |
|
|
$ |
— |
|
|
$ |
823,219,455 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Derivative Financial Instruments(a) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Liabilities |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Equity Contracts |
|
$ |
(4,111,459 |
) |
|
$ |
(1,174,079 |
) |
|
$ |
— |
|
|
$ |
(5,285,538 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
(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 |
|
|
|
| S C H E D U L E O F I N V E S T M E N T
S |
|
6 |
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