Form NPORT-P - Monthly Portfolio Investments Report on Form N-PORT (Public)
28 November 2023 - 6:39PM
Edgar (US Regulatory)
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| Consolidated Schedule of Investments (unaudited)
September 30, 2023 |
|
BlackRock Enhanced Equity Dividend Trust (BDJ)
(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(a) — 2.7% |
|
| L3Harris Technologies, Inc.(b) |
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|
180,535 |
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|
$ |
31,434,754 |
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| RTX Corp. |
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157,472 |
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11,333,260 |
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42,768,014 |
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| Automobile Components — 0.4% |
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| Lear Corp.(a) |
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47,800 |
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6,414,760 |
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| Automobiles — 1.8% |
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| General Motors Co.(a)(b) |
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852,897 |
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28,120,014 |
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| Banks(a) — 10.2% |
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| Bank of America Corp. |
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|
287,771 |
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7,879,170 |
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| Citigroup, Inc. |
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970,830 |
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39,930,238 |
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| Citizens Financial Group, Inc. |
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418,904 |
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11,226,627 |
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| First Citizens BancShares, Inc., Class A(b)
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24,907 |
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34,374,151 |
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| JPMorgan Chase & Co. |
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|
150,138 |
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21,773,013 |
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| Wells Fargo & Co. |
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1,098,968 |
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44,903,832 |
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160,087,031 |
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| Beverages — 0.8% |
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| Constellation Brands, Inc., Class A(a) |
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47,639 |
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11,973,110 |
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| Building Products — 0.5% |
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| Allegion PLC(a) |
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74,240 |
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7,735,808 |
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| Capital Markets — 2.5% |
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| Carlyle Group, Inc.(a) |
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339,130 |
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10,228,161 |
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| Goldman Sachs Group, Inc. |
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14,450 |
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4,675,586 |
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| Intercontinental Exchange, Inc.(a) |
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84,950 |
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9,346,199 |
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| Raymond James Financial, Inc.(a) |
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|
146,399 |
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14,702,852 |
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38,952,798 |
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| Chemicals — 0.7% |
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| CF Industries Holdings, Inc. |
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19,987 |
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1,713,685 |
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| International Flavors & Fragrances, Inc.(a)
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127,520 |
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8,693,039 |
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10,406,724 |
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| Communications Equipment — 2.2% |
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| Cisco Systems, Inc.(a) |
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632,570 |
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34,006,963 |
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| Consumer Staples Distribution & Retail — 1.4% |
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| Dollar General Corp.(a) |
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213,276 |
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22,564,601 |
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| Containers & Packaging — 1.3% |
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| Sealed Air Corp.(a) |
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612,542 |
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20,128,130 |
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| Diversified Telecommunication Services(a) — 1.7% |
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| AT&T, Inc. |
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713,382 |
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10,714,998 |
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| Verizon Communications, Inc. |
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484,060 |
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15,688,384 |
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26,403,382 |
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| Electric Utilities(a) — 2.3% |
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| American Electric Power Co., Inc. |
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173,709 |
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13,066,391 |
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| Exelon Corp. |
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256,819 |
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9,705,190 |
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| PG&E Corp.(c) |
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763,531 |
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12,315,755 |
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35,087,336 |
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| Entertainment — 0.6% |
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| Activision Blizzard, Inc.(a) |
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99,436 |
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9,310,193 |
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| Financial Services — 5.2% |
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| AP Arsenal Co.(d) |
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15,830,106 |
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15,830,106 |
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| Apollo Global Management, Inc.(a) |
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51,104 |
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4,587,095 |
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| Equitable Holdings, Inc.(a) |
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|
227,446 |
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6,457,192 |
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| Security |
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Shares |
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Value |
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| Financial Services (continued) |
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| Fidelity National Information Services, Inc.(a)(b)
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|
575,110 |
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$ |
31,786,330 |
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| Visa, Inc., Class A(a) |
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|
99,391 |
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22,860,924 |
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81,521,647 |
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| Food Products(a) — 2.8% |
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| Kraft Heinz Co.(b) |
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1,159,824 |
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39,016,479 |
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| Mondelez International, Inc., Class A |
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|
66,289 |
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4,600,457 |
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43,616,936 |
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| Ground Transportation — 0.4% |
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| Union Pacific Corp.(a) |
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33,971 |
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6,917,515 |
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| Health Care Equipment & Supplies — 6.5% |
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| Baxter International, Inc.(a) |
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|
934,402 |
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35,264,331 |
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| Koninklijke Philips NV(c) |
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|
870,995 |
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17,378,308 |
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| Medtronic PLC(a) |
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|
436,130 |
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34,175,147 |
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| Zimmer Biomet Holdings, Inc.(a)(b) |
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|
134,699 |
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15,115,922 |
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101,933,708 |
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| Health Care Providers & Services(a) — 8.2% |
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| Cardinal Health, Inc. |
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|
314,869 |
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27,336,927 |
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| Cencora, Inc. |
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|
44,126 |
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7,941,356 |
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| Cigna Group |
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|
84,724 |
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24,236,995 |
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| Elevance Health, Inc. |
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|
53,556 |
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23,319,353 |
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| Humana, Inc. |
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|
19,268 |
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|
9,374,267 |
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| Laboratory Corp. of America Holdings |
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|
174,997 |
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|
35,183,147 |
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|
127,392,045 |
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| Household Durables — 2.1% |
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| Newell Brands, Inc.(a) |
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|
747,674 |
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6,751,496 |
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| Panasonic Holdings Corp. |
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|
1,390,500 |
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15,695,643 |
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| Sony Group Corp. |
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|
124,700 |
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|
10,197,411 |
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32,644,550 |
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| Industrial Conglomerates — 0.4% |
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| Siemens AG, Registered Shares |
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|
42,742 |
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|
6,108,201 |
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| Insurance — 7.2% |
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| Allstate Corp.(a) |
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|
95,457 |
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10,634,864 |
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| American International Group, Inc.(a) |
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|
703,484 |
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|
42,631,130 |
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| Fidelity National Financial, Inc.(a) |
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|
496,525 |
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|
20,506,483 |
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| First American Financial Corp.(a) |
|
|
29,750 |
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|
1,680,578 |
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| Prudential PLC |
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|
931,935 |
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|
10,017,675 |
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| Willis Towers Watson PLC(a) |
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|
132,095 |
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27,602,571 |
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|
113,073,301 |
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| IT Services — 2.6% |
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| Cognizant Technology Solutions Corp., Class A(a)
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|
608,870 |
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41,244,854 |
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| Life Sciences Tools & Services — 0.4% |
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| Fortrea Holdings, Inc.(a)(c) |
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|
206,787 |
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|
5,912,040 |
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| Machinery — 1.0% |
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| Fortive Corp.(a) |
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|
74,754 |
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|
5,543,757 |
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| Komatsu Ltd. |
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|
396,100 |
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|
10,683,259 |
|
|
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|
16,227,016 |
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| Media(a) — 2.9% |
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|
|
|
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| Comcast Corp., Class A |
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|
749,197 |
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|
33,219,395 |
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| Fox Corp., Class A |
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|
380,307 |
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|
11,865,578 |
|
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|
|
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|
|
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|
45,084,973 |
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| Multi-Utilities — 1.6% |
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|
|
|
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| Public Service Enterprise Group, Inc. |
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|
178,638 |
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|
10,166,289 |
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| Sempra(a) |
|
|
212,882 |
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|
14,482,362 |
|
|
|
|
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|
|
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|
|
|
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|
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|
24,648,651 |
|
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| Consolidated Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Enhanced Equity Dividend Trust (BDJ)
(Percentages shown are based on Net Assets) |
|
|
|
|
|
|
|
|
|
| Security |
|
Shares |
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|
Value |
|
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| Oil, Gas & Consumable Fuels — 9.0% |
|
| BP PLC |
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|
6,111,980 |
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|
$ |
39,397,422 |
|
| ConocoPhillips(a) |
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|
105,233 |
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|
12,606,913 |
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| Enterprise Products Partners LP(a) |
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|
1,220,258 |
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|
33,398,461 |
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| Shell PLC |
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|
1,435,252 |
|
|
|
45,489,187 |
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| Suncor Energy, Inc.(a) |
|
|
293,920 |
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|
|
10,104,970 |
|
|
|
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|
|
|
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|
|
|
|
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|
140,996,953 |
|
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| Personal Care Products — 2.0% |
|
|
|
|
|
|
| Unilever PLC, ADR(a) |
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|
635,218 |
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|
31,379,769 |
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| Pharmaceuticals — 5.2% |
|
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| AstraZeneca PLC |
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|
82,305 |
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|
11,101,662 |
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| Bayer AG, Registered Shares |
|
|
404,504 |
|
|
|
19,426,056 |
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| Eli Lilly & Co.(a) |
|
|
19,577 |
|
|
|
10,515,394 |
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| Novo Nordisk A/S, ADR(a) |
|
|
102,154 |
|
|
|
9,289,885 |
|
| Sanofi |
|
|
293,812 |
|
|
|
31,548,136 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
81,881,133 |
|
|
|
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| Professional Services(a) — 4.2% |
|
|
|
|
|
|
| Leidos Holdings, Inc. |
|
|
354,172 |
|
|
|
32,640,491 |
|
| Robert Half, Inc. |
|
|
65,910 |
|
|
|
4,829,885 |
|
| SS&C Technologies Holdings, Inc. |
|
|
549,700 |
|
|
|
28,881,238 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
66,351,614 |
|
|
| Semiconductors & Semiconductor Equipment(a) — 0.8% |
|
| Intel Corp. |
|
|
122,670 |
|
|
|
4,360,918 |
|
| Taiwan Semiconductor Manufacturing Co. Ltd., ADR |
|
|
92,084 |
|
|
|
8,002,100 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
12,363,018 |
|
|
|
|
| Software — 1.8% |
|
|
|
|
|
|
| Microsoft Corp.(a) |
|
|
88,563 |
|
|
|
27,963,767 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Specialty Retail — 0.6% |
|
|
|
|
|
|
| Ross Stores, Inc.(a) |
|
|
88,225 |
|
|
|
9,965,014 |
|
|
|
|
|
|
|
|
|
|
|
| Technology Hardware, Storage & Peripherals — 1.5% |
|
| Samsung Electronics Co. Ltd., GDR, Registered Shares |
|
|
17,974 |
|
|
|
22,602,534 |
|
|
|
|
|
|
|
|
|
|
|
| Textiles, Apparel & Luxury Goods — 0.5% |
|
| Ralph Lauren Corp., Class A(a) |
|
|
68,473 |
|
|
|
7,949,031 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Tobacco — 1.5% |
|
|
|
|
|
|
| British American Tobacco PLC, ADR(a) |
|
|
753,006 |
|
|
|
23,651,918 |
|
|
|
|
|
|
|
|
|
|
|
| Wireless Telecommunication Services — 0.4% |
|
| Rogers Communications, Inc., Class B |
|
|
167,832 |
|
|
|
6,443,909 |
|
|
|
|
|
|
|
|
|
|
| Total Common Stocks — 97.9%
(Cost: $1,396,821,153) |
|
|
|
|
|
|
1,531,832,961 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Security |
|
Shares |
|
|
Value |
|
|
|
|
| Investment Companies |
|
|
|
|
|
|
|
|
|
|
|
| Oil, Gas & Consumable Fuels — 0.4% |
|
|
|
|
|
|
| Formentera Partners Fund II LP(d)(e) |
|
|
— |
(f) |
|
$ |
6,604,838 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Total Investment Companies — 0.4%
(Cost: $6,421,915) |
|
|
|
|
|
|
6,604,838 |
|
|
|
|
|
|
|
|
|
|
|
|
|
| Total Long-Term Investments — 98.3%
(Cost: $1,403,243,068) |
|
|
|
|
|
|
1,538,437,799 |
|
|
|
|
|
|
|
|
|
|
|
| Short-Term Securities |
|
|
|
|
| Money Market Funds — 2.8% |
|
|
|
|
|
|
| BlackRock Liquidity Funds, T-Fund, Institutional Class, 5.23%(g)(h) |
|
|
43,376,302 |
|
|
|
43,376,302 |
|
|
|
|
|
|
|
|
|
|
|
|
| Total Short-Term Securities — 2.8%
(Cost: $43,376,302) |
|
|
|
43,376,302 |
|
|
|
|
|
|
|
|
|
|
|
|
| Total Investments Before Options Written — 101.1%
(Cost: $1,446,619,370) |
|
|
|
1,581,814,101 |
|
|
|
|
|
|
|
|
|
|
|
|
| Options Written — (0.7)%
(Premiums Received: $(17,009,823)) |
|
|
|
(11,087,509 |
) |
|
|
|
|
|
|
|
|
|
|
|
| Total Investments, Net of Options Written — 100.4%
(Cost: $1,429,609,547) |
|
|
|
1,570,726,592 |
|
|
|
| Liabilities in Excess of Other Assets — (0.4)% |
|
|
|
(6,192,176 |
) |
|
|
|
|
|
|
|
|
|
| Net Assets — 100.0% |
|
|
|
|
|
$ |
1,564,534,416 |
|
|
|
|
|
|
|
|
|
|
| (a) |
|
All or a portion of the security has been pledged and/or segregated as collateral in connection with outstanding exchange-traded options written. |
| (b) |
|
All or a portion of the security has been pledged as collateral in connection with outstanding OTC derivatives. |
| (c) |
|
Non-income producing security. |
| (d) |
|
Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy. |
| (e) |
|
All or a portion of the security is held by a wholly-owned subsidiary. |
| (f) |
|
Investment does not issue shares. |
| (g) |
|
Affiliate of the Trust. |
| (h) |
|
Annualized 7-day yield as of period end. |
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.
|
|
|
| C O N S O L I D A T E D S C H E D U L E
O F I N V E S T M E N T S |
|
2 |
|
|
|
| Consolidated Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Enhanced Equity Dividend Trust (BDJ) |
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 |
|
$ |
76,042,437 |
|
|
$ |
— |
|
|
$ |
(32,666,135 |
)(a) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
43,376,302 |
|
|
|
43,376,302 |
|
|
$ |
2,240,664 |
|
|
$ |
— |
|
| SL Liquidity Series, LLC, Money Market Series(b)
|
|
|
— |
|
|
|
331 |
(a) |
|
|
— |
|
|
|
(331 |
) |
|
|
— |
|
|
|
— |
|
|
|
— |
|
|
|
1,130 |
(c) |
|
|
— |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(331 |
) |
|
$ |
— |
|
|
$ |
43,376,302 |
|
|
|
|
|
|
$ |
2,241,794 |
|
|
$ |
— |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| (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 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Cencora, Inc. |
|
|
39 |
|
|
|
10/02/23 |
|
|
USD |
|
|
191.50 |
|
|
USD |
|
|
702 |
|
|
$ |
(1 |
) |
| Cognizant Technology Solutions Corp., Class A |
|
|
864 |
|
|
|
10/03/23 |
|
|
USD |
|
|
70.06 |
|
|
USD |
|
|
5,853 |
|
|
|
(2,371 |
) |
| American International Group, Inc. |
|
|
732 |
|
|
|
10/06/23 |
|
|
USD |
|
|
60.00 |
|
|
USD |
|
|
4,436 |
|
|
|
(82,350 |
) |
| AT&T, Inc. |
|
|
1,308 |
|
|
|
10/06/23 |
|
|
USD |
|
|
15.00 |
|
|
USD |
|
|
1,965 |
|
|
|
(22,890 |
) |
| Bank of America Corp. |
|
|
741 |
|
|
|
10/06/23 |
|
|
USD |
|
|
30.00 |
|
|
USD |
|
|
2,029 |
|
|
|
(741 |
) |
| Baxter International, Inc. |
|
|
1,079 |
|
|
|
10/06/23 |
|
|
USD |
|
|
43.00 |
|
|
USD |
|
|
4,072 |
|
|
|
(5,395 |
) |
| Cardinal Health, Inc. |
|
|
726 |
|
|
|
10/06/23 |
|
|
USD |
|
|
89.00 |
|
|
USD |
|
|
6,303 |
|
|
|
(9,075 |
) |
| Cigna Group |
|
|
178 |
|
|
|
10/06/23 |
|
|
USD |
|
|
290.00 |
|
|
USD |
|
|
5,092 |
|
|
|
(32,485 |
) |
| Cisco Systems, Inc. |
|
|
325 |
|
|
|
10/06/23 |
|
|
USD |
|
|
57.00 |
|
|
USD |
|
|
1,747 |
|
|
|
(650 |
) |
| Comcast Corp., Class A |
|
|
1,249 |
|
|
|
10/06/23 |
|
|
USD |
|
|
47.00 |
|
|
USD |
|
|
5,538 |
|
|
|
(2,498 |
) |
| ConocoPhillips |
|
|
111 |
|
|
|
10/06/23 |
|
|
USD |
|
|
117.00 |
|
|
USD |
|
|
1,330 |
|
|
|
(41,070 |
) |
| General Motors Co. |
|
|
607 |
|
|
|
10/06/23 |
|
|
USD |
|
|
35.00 |
|
|
USD |
|
|
2,001 |
|
|
|
(5,463 |
) |
| Intel Corp. |
|
|
225 |
|
|
|
10/06/23 |
|
|
USD |
|
|
36.00 |
|
|
USD |
|
|
800 |
|
|
|
(9,900 |
) |
| JPMorgan Chase & Co. |
|
|
224 |
|
|
|
10/06/23 |
|
|
USD |
|
|
152.50 |
|
|
USD |
|
|
3,248 |
|
|
|
(784 |
) |
| Kraft Heinz Co. |
|
|
702 |
|
|
|
10/06/23 |
|
|
USD |
|
|
33.00 |
|
|
USD |
|
|
2,362 |
|
|
|
(56,160 |
) |
| Medtronic PLC |
|
|
368 |
|
|
|
10/06/23 |
|
|
USD |
|
|
84.00 |
|
|
USD |
|
|
2,884 |
|
|
|
(2,944 |
) |
| PG&E Corp. |
|
|
755 |
|
|
|
10/06/23 |
|
|
USD |
|
|
17.00 |
|
|
USD |
|
|
1,218 |
|
|
|
(2,265 |
) |
| Suncor Energy, Inc. |
|
|
540 |
|
|
|
10/06/23 |
|
|
USD |
|
|
35.00 |
|
|
USD |
|
|
1,857 |
|
|
|
(12,960 |
) |
| Verizon Communications, Inc. |
|
|
443 |
|
|
|
10/06/23 |
|
|
USD |
|
|
35.00 |
|
|
USD |
|
|
1,436 |
|
|
|
(886 |
) |
| Visa, Inc., Class A |
|
|
46 |
|
|
|
10/06/23 |
|
|
USD |
|
|
250.00 |
|
|
USD |
|
|
1,058 |
|
|
|
(69 |
) |
| Wells Fargo & Co. |
|
|
2,281 |
|
|
|
10/06/23 |
|
|
USD |
|
|
43.00 |
|
|
USD |
|
|
9,320 |
|
|
|
(10,265 |
) |
| Sealed Air Corp. |
|
|
1,263 |
|
|
|
10/10/23 |
|
|
USD |
|
|
37.75 |
|
|
USD |
|
|
4,150 |
|
|
|
(966 |
) |
| Exelon Corp. |
|
|
556 |
|
|
|
10/11/23 |
|
|
USD |
|
|
40.50 |
|
|
USD |
|
|
2,101 |
|
|
|
(2,320 |
) |
| Unilever PLC, ADR |
|
|
1,988 |
|
|
|
10/11/23 |
|
|
USD |
|
|
51.25 |
|
|
USD |
|
|
9,821 |
|
|
|
(15,813 |
) |
| Cognizant Technology Solutions Corp., Class A |
|
|
1,019 |
|
|
|
10/12/23 |
|
|
USD |
|
|
72.00 |
|
|
USD |
|
|
6,903 |
|
|
|
(6,038 |
) |
| Baxter International, Inc. |
|
|
1,080 |
|
|
|
10/13/23 |
|
|
USD |
|
|
42.88 |
|
|
USD |
|
|
4,076 |
|
|
|
(2,818 |
) |
| Cardinal Health, Inc. |
|
|
502 |
|
|
|
10/13/23 |
|
|
USD |
|
|
88.00 |
|
|
USD |
|
|
4,358 |
|
|
|
(31,375 |
) |
| Citigroup, Inc. |
|
|
509 |
|
|
|
10/13/23 |
|
|
USD |
|
|
43.00 |
|
|
USD |
|
|
2,094 |
|
|
|
(20,360 |
) |
| Comcast Corp., Class A |
|
|
637 |
|
|
|
10/13/23 |
|
|
USD |
|
|
45.00 |
|
|
USD |
|
|
2,824 |
|
|
|
(21,976 |
) |
| Constellation Brands, Inc., Class A |
|
|
90 |
|
|
|
10/13/23 |
|
|
USD |
|
|
270.00 |
|
|
USD |
|
|
2,262 |
|
|
|
(5,625 |
) |
| Dollar General Corp. |
|
|
372 |
|
|
|
10/13/23 |
|
|
USD |
|
|
130.00 |
|
|
USD |
|
|
3,936 |
|
|
|
(3,720 |
) |
| Eli Lilly & Co. |
|
|
37 |
|
|
|
10/13/23 |
|
|
USD |
|
|
560.00 |
|
|
USD |
|
|
1,987 |
|
|
|
(11,100 |
) |
| Enterprise Products Partners LP |
|
|
1,269 |
|
|
|
10/13/23 |
|
|
USD |
|
|
27.00 |
|
|
USD |
|
|
3,473 |
|
|
|
(69,160 |
) |
| Fox Corp., Class A |
|
|
827 |
|
|
|
10/13/23 |
|
|
USD |
|
|
32.00 |
|
|
USD |
|
|
2,580 |
|
|
|
(22,742 |
) |
| JPMorgan Chase & Co. |
|
|
484 |
|
|
|
10/13/23 |
|
|
USD |
|
|
148.00 |
|
|
USD |
|
|
7,019 |
|
|
|
(73,568 |
) |
| Kraft Heinz Co. |
|
|
702 |
|
|
|
10/13/23 |
|
|
USD |
|
|
33.00 |
|
|
USD |
|
|
2,362 |
|
|
|
(64,935 |
) |
| Microsoft Corp. |
|
|
33 |
|
|
|
10/13/23 |
|
|
USD |
|
|
345.00 |
|
|
USD |
|
|
1,042 |
|
|
|
(347 |
) |
| PG&E Corp. |
|
|
1,562 |
|
|
|
10/13/23 |
|
|
USD |
|
|
17.00 |
|
|
USD |
|
|
2,520 |
|
|
|
(7,810 |
) |
| Ross Stores, Inc. |
|
|
203 |
|
|
|
10/13/23 |
|
|
USD |
|
|
123.00 |
|
|
USD |
|
|
2,293 |
|
|
|
(2,030 |
) |
|
|
|
| Consolidated Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Enhanced Equity Dividend Trust (BDJ) |
Exchange-Traded Options Written (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Description |
|
Number of
Contracts |
|
|
Expiration
Date |
|
|
Exercise Price |
|
|
Notional
Amount (000) |
|
|
Value |
|
| Call (continued) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Suncor Energy, Inc. |
|
|
540 |
|
|
|
10/13/23 |
|
|
USD |
|
|
35.00 |
|
|
USD |
|
|
1,857 |
|
|
$ |
(23,490 |
) |
| Visa, Inc., Class A |
|
|
46 |
|
|
|
10/13/23 |
|
|
USD |
|
|
250.00 |
|
|
USD |
|
|
1,058 |
|
|
|
(253 |
) |
| Allegion PLC |
|
|
204 |
|
|
|
10/20/23 |
|
|
USD |
|
|
120.00 |
|
|
USD |
|
|
2,126 |
|
|
|
(87,720 |
) |
| Allstate Corp. |
|
|
262 |
|
|
|
10/20/23 |
|
|
USD |
|
|
115.00 |
|
|
USD |
|
|
2,919 |
|
|
|
(36,025 |
) |
| American International Group, Inc. |
|
|
733 |
|
|
|
10/20/23 |
|
|
USD |
|
|
60.00 |
|
|
USD |
|
|
4,442 |
|
|
|
(128,275 |
) |
| AT&T, Inc. |
|
|
1,308 |
|
|
|
10/20/23 |
|
|
USD |
|
|
15.00 |
|
|
USD |
|
|
1,965 |
|
|
|
(45,126 |
) |
| Bank of America Corp. |
|
|
841 |
|
|
|
10/20/23 |
|
|
USD |
|
|
29.00 |
|
|
USD |
|
|
2,303 |
|
|
|
(21,866 |
) |
| Baxter International, Inc. |
|
|
336 |
|
|
|
10/20/23 |
|
|
USD |
|
|
40.00 |
|
|
USD |
|
|
1,268 |
|
|
|
(7,560 |
) |
| British American Tobacco PLC, ADR |
|
|
1,614 |
|
|
|
10/20/23 |
|
|
USD |
|
|
33.00 |
|
|
USD |
|
|
5,070 |
|
|
|
(12,105 |
) |
| British American Tobacco PLC, ADR |
|
|
459 |
|
|
|
10/20/23 |
|
|
USD |
|
|
33.13 |
|
|
USD |
|
|
1,442 |
|
|
|
(2,779 |
) |
| Carlyle Group, Inc. |
|
|
1,205 |
|
|
|
10/20/23 |
|
|
USD |
|
|
30.60 |
|
|
USD |
|
|
3,634 |
|
|
|
(92,824 |
) |
| Cigna Group |
|
|
146 |
|
|
|
10/20/23 |
|
|
USD |
|
|
295.00 |
|
|
USD |
|
|
4,177 |
|
|
|
(41,610 |
) |
| Cisco Systems, Inc. |
|
|
1,408 |
|
|
|
10/20/23 |
|
|
USD |
|
|
55.00 |
|
|
USD |
|
|
7,569 |
|
|
|
(40,128 |
) |
| Citigroup, Inc. |
|
|
673 |
|
|
|
10/20/23 |
|
|
USD |
|
|
44.00 |
|
|
USD |
|
|
2,768 |
|
|
|
(19,854 |
) |
| Citigroup, Inc. |
|
|
733 |
|
|
|
10/20/23 |
|
|
USD |
|
|
44.50 |
|
|
USD |
|
|
3,015 |
|
|
|
(16,126 |
) |
| Citizens Financial Group, Inc. |
|
|
1,210 |
|
|
|
10/20/23 |
|
|
USD |
|
|
30.00 |
|
|
USD |
|
|
3,243 |
|
|
|
(18,150 |
) |
| Cognizant Technology Solutions Corp., Class A |
|
|
863 |
|
|
|
10/20/23 |
|
|
USD |
|
|
72.50 |
|
|
USD |
|
|
5,846 |
|
|
|
(10,788 |
) |
| Comcast Corp., Class A |
|
|
374 |
|
|
|
10/20/23 |
|
|
USD |
|
|
45.00 |
|
|
USD |
|
|
1,658 |
|
|
|
(19,074 |
) |
| ConocoPhillips |
|
|
355 |
|
|
|
10/20/23 |
|
|
USD |
|
|
125.00 |
|
|
USD |
|
|
4,253 |
|
|
|
(43,842 |
) |
| Constellation Brands, Inc., Class A |
|
|
84 |
|
|
|
10/20/23 |
|
|
USD |
|
|
275.00 |
|
|
USD |
|
|
2,111 |
|
|
|
(4,410 |
) |
| Elevance Health, Inc. |
|
|
119 |
|
|
|
10/20/23 |
|
|
USD |
|
|
460.00 |
|
|
USD |
|
|
5,181 |
|
|
|
(50,575 |
) |
| Eli Lilly & Co. |
|
|
39 |
|
|
|
10/20/23 |
|
|
USD |
|
|
540.00 |
|
|
USD |
|
|
2,095 |
|
|
|
(47,872 |
) |
| Enterprise Products Partners LP |
|
|
1,269 |
|
|
|
10/20/23 |
|
|
USD |
|
|
27.00 |
|
|
USD |
|
|
3,473 |
|
|
|
(79,947 |
) |
| Equitable Holdings, Inc. |
|
|
626 |
|
|
|
10/20/23 |
|
|
USD |
|
|
30.00 |
|
|
USD |
|
|
1,777 |
|
|
|
(31,300 |
) |
| Exelon Corp. |
|
|
556 |
|
|
|
10/20/23 |
|
|
USD |
|
|
41.00 |
|
|
USD |
|
|
2,101 |
|
|
|
(5,560 |
) |
| Fidelity National Financial, Inc. |
|
|
1,777 |
|
|
|
10/20/23 |
|
|
USD |
|
|
42.48 |
|
|
USD |
|
|
7,339 |
|
|
|
(95,476 |
) |
| Fidelity National Information Services, Inc. |
|
|
1,445 |
|
|
|
10/20/23 |
|
|
USD |
|
|
57.50 |
|
|
USD |
|
|
7,987 |
|
|
|
(90,312 |
) |
| First American Financial Corp. |
|
|
163 |
|
|
|
10/20/23 |
|
|
USD |
|
|
61.75 |
|
|
USD |
|
|
921 |
|
|
|
(3,468 |
) |
| First Citizens BancShares, Inc., Class A |
|
|
90 |
|
|
|
10/20/23 |
|
|
USD |
|
|
1,400.00 |
|
|
USD |
|
|
12,421 |
|
|
|
(279,900 |
) |
| Fortive Corp. |
|
|
55 |
|
|
|
10/20/23 |
|
|
USD |
|
|
80.00 |
|
|
USD |
|
|
408 |
|
|
|
(688 |
) |
| Fortive Corp. |
|
|
112 |
|
|
|
10/20/23 |
|
|
USD |
|
|
77.04 |
|
|
USD |
|
|
831 |
|
|
|
(6,068 |
) |
| General Motors Co. |
|
|
963 |
|
|
|
10/20/23 |
|
|
USD |
|
|
36.00 |
|
|
USD |
|
|
3,175 |
|
|
|
(19,742 |
) |
| General Motors Co. |
|
|
607 |
|
|
|
10/20/23 |
|
|
USD |
|
|
35.00 |
|
|
USD |
|
|
2,001 |
|
|
|
(22,762 |
) |
| Humana, Inc. |
|
|
26 |
|
|
|
10/20/23 |
|
|
USD |
|
|
485.00 |
|
|
USD |
|
|
1,265 |
|
|
|
(34,060 |
) |
| Intel Corp. |
|
|
224 |
|
|
|
10/20/23 |
|
|
USD |
|
|
36.00 |
|
|
USD |
|
|
796 |
|
|
|
(21,952 |
) |
| Intercontinental Exchange, Inc. |
|
|
335 |
|
|
|
10/20/23 |
|
|
USD |
|
|
115.00 |
|
|
USD |
|
|
3,686 |
|
|
|
(14,238 |
) |
| International Flavors & Fragrances, Inc. |
|
|
628 |
|
|
|
10/20/23 |
|
|
USD |
|
|
70.00 |
|
|
USD |
|
|
4,281 |
|
|
|
(72,220 |
) |
| Kraft Heinz Co. |
|
|
1,875 |
|
|
|
10/20/23 |
|
|
USD |
|
|
35.00 |
|
|
USD |
|
|
6,308 |
|
|
|
(30,937 |
) |
| L3Harris Technologies, Inc. |
|
|
466 |
|
|
|
10/20/23 |
|
|
USD |
|
|
175.00 |
|
|
USD |
|
|
8,114 |
|
|
|
(151,450 |
) |
| Laboratory Corp. of America Holdings |
|
|
222 |
|
|
|
10/20/23 |
|
|
USD |
|
|
220.00 |
|
|
USD |
|
|
4,463 |
|
|
|
(19,980 |
) |
| Lear Corp. |
|
|
88 |
|
|
|
10/20/23 |
|
|
USD |
|
|
150.00 |
|
|
USD |
|
|
1,181 |
|
|
|
(3,740 |
) |
| Leidos Holdings, Inc. |
|
|
958 |
|
|
|
10/20/23 |
|
|
USD |
|
|
95.00 |
|
|
USD |
|
|
8,829 |
|
|
|
(62,270 |
) |
| Medtronic PLC |
|
|
470 |
|
|
|
10/20/23 |
|
|
USD |
|
|
82.50 |
|
|
USD |
|
|
3,683 |
|
|
|
(23,030 |
) |
| Microsoft Corp. |
|
|
174 |
|
|
|
10/20/23 |
|
|
USD |
|
|
340.00 |
|
|
USD |
|
|
5,494 |
|
|
|
(11,136 |
) |
| Newell Brands, Inc. |
|
|
921 |
|
|
|
10/20/23 |
|
|
USD |
|
|
11.00 |
|
|
USD |
|
|
832 |
|
|
|
(4,605 |
) |
| Newell Brands, Inc. |
|
|
517 |
|
|
|
10/20/23 |
|
|
USD |
|
|
10.00 |
|
|
USD |
|
|
467 |
|
|
|
(3,878 |
) |
| Novo Nordisk A/S, ADR |
|
|
220 |
|
|
|
10/20/23 |
|
|
USD |
|
|
95.00 |
|
|
USD |
|
|
2,001 |
|
|
|
(21,450 |
) |
| Ralph Lauren Corp., Class A |
|
|
378 |
|
|
|
10/20/23 |
|
|
USD |
|
|
123.00 |
|
|
USD |
|
|
4,388 |
|
|
|
(27,918 |
) |
| Raymond James Financial, Inc. |
|
|
285 |
|
|
|
10/20/23 |
|
|
USD |
|
|
110.00 |
|
|
USD |
|
|
2,862 |
|
|
|
(4,988 |
) |
| Robert Half, Inc. |
|
|
181 |
|
|
|
10/20/23 |
|
|
USD |
|
|
75.00 |
|
|
USD |
|
|
1,326 |
|
|
|
(27,150 |
) |
| Rogers Communications, Inc., Class B |
|
|
463 |
|
|
|
10/20/23 |
|
|
CAD |
|
|
56.00 |
|
|
CAD |
|
|
2,415 |
|
|
|
(4,943 |
) |
| Ross Stores, Inc. |
|
|
204 |
|
|
|
10/20/23 |
|
|
USD |
|
|
125.00 |
|
|
USD |
|
|
2,304 |
|
|
|
(2,040 |
) |
| Sealed Air Corp. |
|
|
1,039 |
|
|
|
10/20/23 |
|
|
USD |
|
|
47.50 |
|
|
USD |
|
|
3,414 |
|
|
|
(10,390 |
) |
| Sealed Air Corp. |
|
|
150 |
|
|
|
10/20/23 |
|
|
USD |
|
|
37.50 |
|
|
USD |
|
|
493 |
|
|
|
(1,500 |
) |
| Sempra |
|
|
294 |
|
|
|
10/20/23 |
|
|
USD |
|
|
72.50 |
|
|
USD |
|
|
2,000 |
|
|
|
(5,880 |
) |
| Sempra |
|
|
292 |
|
|
|
10/20/23 |
|
|
USD |
|
|
75.00 |
|
|
USD |
|
|
1,986 |
|
|
|
(6,570 |
) |
| SS&C Technologies Holdings, Inc. |
|
|
1,654 |
|
|
|
10/20/23 |
|
|
USD |
|
|
58.50 |
|
|
USD |
|
|
8,690 |
|
|
|
(14,560 |
) |
| Suncor Energy, Inc. |
|
|
540 |
|
|
|
10/20/23 |
|
|
USD |
|
|
36.00 |
|
|
USD |
|
|
1,857 |
|
|
|
(15,660 |
) |
| Unilever PLC, ADR |
|
|
1,505 |
|
|
|
10/20/23 |
|
|
USD |
|
|
50.83 |
|
|
USD |
|
|
7,435 |
|
|
|
(40,378 |
) |
| Union Pacific Corp. |
|
|
102 |
|
|
|
10/20/23 |
|
|
USD |
|
|
230.00 |
|
|
USD |
|
|
2,077 |
|
|
|
(1,785 |
) |
| Verizon Communications, Inc. |
|
|
888 |
|
|
|
10/20/23 |
|
|
USD |
|
|
36.00 |
|
|
USD |
|
|
2,878 |
|
|
|
(2,220 |
) |
| Visa, Inc., Class A |
|
|
348 |
|
|
|
10/20/23 |
|
|
USD |
|
|
245.00 |
|
|
USD |
|
|
8,004 |
|
|
|
(10,788 |
) |
|
|
|
| C O N S O L I D A T E D S C H E D U L E
O F I N V E S T M E N T S |
|
4 |
|
|
|
| Consolidated Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Enhanced Equity Dividend Trust (BDJ) |
Exchange-Traded Options Written (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Description |
|
Number of
Contracts |
|
|
Expiration
Date |
|
|
Exercise Price |
|
|
Notional
Amount (000) |
|
|
Value |
|
| Call (continued) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Willis Towers Watson PLC |
|
|
281 |
|
|
|
10/20/23 |
|
|
USD |
|
|
240.00 |
|
|
USD |
|
|
5,872 |
|
|
$ |
(9,835 |
) |
| Willis Towers Watson PLC |
|
|
196 |
|
|
|
10/20/23 |
|
|
USD |
|
|
200.00 |
|
|
USD |
|
|
4,096 |
|
|
|
(215,600 |
) |
| Zimmer Biomet Holdings, Inc. |
|
|
180 |
|
|
|
10/20/23 |
|
|
USD |
|
|
125.00 |
|
|
USD |
|
|
2,020 |
|
|
|
(9,000 |
) |
| Fortive Corp. |
|
|
188 |
|
|
|
10/24/23 |
|
|
USD |
|
|
78.00 |
|
|
USD |
|
|
1,394 |
|
|
|
(8,779 |
) |
| American International Group, Inc. |
|
|
775 |
|
|
|
10/27/23 |
|
|
USD |
|
|
61.00 |
|
|
USD |
|
|
4,697 |
|
|
|
(110,437 |
) |
| Apollo Global Management, Inc. |
|
|
281 |
|
|
|
10/27/23 |
|
|
USD |
|
|
94.00 |
|
|
USD |
|
|
2,522 |
|
|
|
(34,422 |
) |
| Baxter International, Inc. |
|
|
1,458 |
|
|
|
10/27/23 |
|
|
USD |
|
|
41.00 |
|
|
USD |
|
|
5,502 |
|
|
|
(32,805 |
) |
| Cardinal Health, Inc. |
|
|
503 |
|
|
|
10/27/23 |
|
|
USD |
|
|
90.00 |
|
|
USD |
|
|
4,367 |
|
|
|
(26,407 |
) |
| Cigna Group |
|
|
70 |
|
|
|
10/27/23 |
|
|
USD |
|
|
295.00 |
|
|
USD |
|
|
2,002 |
|
|
|
(26,250 |
) |
| Cisco Systems, Inc. |
|
|
1,022 |
|
|
|
10/27/23 |
|
|
USD |
|
|
56.00 |
|
|
USD |
|
|
5,494 |
|
|
|
(19,929 |
) |
| Citigroup, Inc. |
|
|
509 |
|
|
|
10/27/23 |
|
|
USD |
|
|
43.00 |
|
|
USD |
|
|
2,094 |
|
|
|
(33,085 |
) |
| ConocoPhillips |
|
|
112 |
|
|
|
10/27/23 |
|
|
USD |
|
|
124.00 |
|
|
USD |
|
|
1,342 |
|
|
|
(22,512 |
) |
| Constellation Brands, Inc., Class A |
|
|
90 |
|
|
|
10/27/23 |
|
|
USD |
|
|
270.00 |
|
|
USD |
|
|
2,262 |
|
|
|
(10,125 |
) |
| Enterprise Products Partners LP |
|
|
1,269 |
|
|
|
10/27/23 |
|
|
USD |
|
|
27.00 |
|
|
USD |
|
|
3,473 |
|
|
|
(86,292 |
) |
| General Motors Co. |
|
|
288 |
|
|
|
10/27/23 |
|
|
USD |
|
|
35.00 |
|
|
USD |
|
|
950 |
|
|
|
(18,432 |
) |
| Humana, Inc. |
|
|
79 |
|
|
|
10/27/23 |
|
|
USD |
|
|
480.00 |
|
|
USD |
|
|
3,844 |
|
|
|
(139,435 |
) |
| Kraft Heinz Co. |
|
|
1,592 |
|
|
|
10/27/23 |
|
|
USD |
|
|
34.00 |
|
|
USD |
|
|
5,355 |
|
|
|
(100,296 |
) |
| Medtronic PLC |
|
|
676 |
|
|
|
10/27/23 |
|
|
USD |
|
|
83.00 |
|
|
USD |
|
|
5,297 |
|
|
|
(18,928 |
) |
| Microsoft Corp. |
|
|
97 |
|
|
|
10/27/23 |
|
|
USD |
|
|
335.00 |
|
|
USD |
|
|
3,063 |
|
|
|
(30,797 |
) |
| Mondelez International, Inc., Class A |
|
|
263 |
|
|
|
10/27/23 |
|
|
USD |
|
|
72.00 |
|
|
USD |
|
|
1,825 |
|
|
|
(11,835 |
) |
| Novo Nordisk A/S, ADR |
|
|
218 |
|
|
|
10/27/23 |
|
|
USD |
|
|
92.50 |
|
|
USD |
|
|
1,982 |
|
|
|
(47,415 |
) |
| PG&E Corp. |
|
|
1,077 |
|
|
|
10/27/23 |
|
|
USD |
|
|
17.50 |
|
|
USD |
|
|
1,737 |
|
|
|
(8,078 |
) |
| Ross Stores, Inc. |
|
|
78 |
|
|
|
10/27/23 |
|
|
USD |
|
|
119.00 |
|
|
USD |
|
|
881 |
|
|
|
(5,070 |
) |
| RTX Corp. |
|
|
699 |
|
|
|
10/27/23 |
|
|
USD |
|
|
78.00 |
|
|
USD |
|
|
5,031 |
|
|
|
(23,766 |
) |
| Taiwan Semiconductor Manufacturing Co. Ltd., ADR |
|
|
313 |
|
|
|
10/27/23 |
|
|
USD |
|
|
92.00 |
|
|
USD |
|
|
2,720 |
|
|
|
(34,743 |
) |
| Enterprise Products Partners LP |
|
|
1,018 |
|
|
|
10/30/23 |
|
|
USD |
|
|
28.00 |
|
|
USD |
|
|
2,786 |
|
|
|
(8,557 |
) |
| American International Group, Inc. |
|
|
853 |
|
|
|
11/03/23 |
|
|
USD |
|
|
63.35 |
|
|
USD |
|
|
5,169 |
|
|
|
(75,587 |
) |
| Baxter International, Inc. |
|
|
1,186 |
|
|
|
11/03/23 |
|
|
USD |
|
|
39.00 |
|
|
USD |
|
|
4,476 |
|
|
|
(136,390 |
) |
| Cigna Group |
|
|
71 |
|
|
|
11/03/23 |
|
|
USD |
|
|
300.00 |
|
|
USD |
|
|
2,031 |
|
|
|
(29,465 |
) |
| Cisco Systems, Inc. |
|
|
877 |
|
|
|
11/03/23 |
|
|
USD |
|
|
55.00 |
|
|
USD |
|
|
4,715 |
|
|
|
(47,796 |
) |
| Citigroup, Inc. |
|
|
787 |
|
|
|
11/03/23 |
|
|
USD |
|
|
43.00 |
|
|
USD |
|
|
3,237 |
|
|
|
(59,025 |
) |
| Comcast Corp., Class A |
|
|
1,249 |
|
|
|
11/03/23 |
|
|
USD |
|
|
46.00 |
|
|
USD |
|
|
5,538 |
|
|
|
(87,430 |
) |
| Dollar General Corp. |
|
|
714 |
|
|
|
11/03/23 |
|
|
USD |
|
|
115.00 |
|
|
USD |
|
|
7,554 |
|
|
|
(89,250 |
) |
| Eli Lilly & Co. |
|
|
39 |
|
|
|
11/03/23 |
|
|
USD |
|
|
555.00 |
|
|
USD |
|
|
2,095 |
|
|
|
(50,895 |
) |
| Fox Corp., Class A |
|
|
1,264 |
|
|
|
11/03/23 |
|
|
USD |
|
|
32.00 |
|
|
USD |
|
|
3,944 |
|
|
|
(91,640 |
) |
| General Motors Co. |
|
|
946 |
|
|
|
11/03/23 |
|
|
USD |
|
|
35.00 |
|
|
USD |
|
|
3,119 |
|
|
|
(75,680 |
) |
| JPMorgan Chase & Co. |
|
|
117 |
|
|
|
11/03/23 |
|
|
USD |
|
|
152.50 |
|
|
USD |
|
|
1,697 |
|
|
|
(15,620 |
) |
| Kraft Heinz Co. |
|
|
1,508 |
|
|
|
11/03/23 |
|
|
USD |
|
|
36.00 |
|
|
USD |
|
|
5,073 |
|
|
|
(32,422 |
) |
| Medtronic PLC |
|
|
284 |
|
|
|
11/03/23 |
|
|
USD |
|
|
84.37 |
|
|
USD |
|
|
2,225 |
|
|
|
(8,944 |
) |
| Mondelez International, Inc., Class A |
|
|
101 |
|
|
|
11/03/23 |
|
|
USD |
|
|
72.00 |
|
|
USD |
|
|
701 |
|
|
|
(7,070 |
) |
| Novo Nordisk A/S, ADR |
|
|
166 |
|
|
|
11/03/23 |
|
|
USD |
|
|
95.00 |
|
|
USD |
|
|
1,510 |
|
|
|
(23,240 |
) |
| Verizon Communications, Inc. |
|
|
1,331 |
|
|
|
11/03/23 |
|
|
USD |
|
|
34.00 |
|
|
USD |
|
|
4,314 |
|
|
|
(33,275 |
) |
| Visa, Inc., Class A |
|
|
93 |
|
|
|
11/03/23 |
|
|
USD |
|
|
245.00 |
|
|
USD |
|
|
2,139 |
|
|
|
(13,625 |
) |
| Wells Fargo & Co. |
|
|
2,114 |
|
|
|
11/03/23 |
|
|
USD |
|
|
43.00 |
|
|
USD |
|
|
8,638 |
|
|
|
(136,353 |
) |
| Intel Corp. |
|
|
225 |
|
|
|
11/10/23 |
|
|
USD |
|
|
38.00 |
|
|
USD |
|
|
800 |
|
|
|
(22,612 |
) |
| Allegion PLC |
|
|
204 |
|
|
|
11/17/23 |
|
|
USD |
|
|
115.00 |
|
|
USD |
|
|
2,126 |
|
|
|
(19,890 |
) |
| Allstate Corp. |
|
|
263 |
|
|
|
11/17/23 |
|
|
USD |
|
|
115.00 |
|
|
USD |
|
|
2,930 |
|
|
|
(86,790 |
) |
| American Electric Power Co., Inc. |
|
|
793 |
|
|
|
11/17/23 |
|
|
USD |
|
|
82.00 |
|
|
USD |
|
|
5,965 |
|
|
|
(35,683 |
) |
| American International Group, Inc. |
|
|
776 |
|
|
|
11/17/23 |
|
|
USD |
|
|
62.50 |
|
|
USD |
|
|
4,703 |
|
|
|
(116,400 |
) |
| AT&T, Inc. |
|
|
1,307 |
|
|
|
11/17/23 |
|
|
USD |
|
|
15.00 |
|
|
USD |
|
|
1,963 |
|
|
|
(63,389 |
) |
| British American Tobacco PLC, ADR |
|
|
2,071 |
|
|
|
11/17/23 |
|
|
USD |
|
|
33.63 |
|
|
USD |
|
|
6,505 |
|
|
|
(39,656 |
) |
| Carlyle Group, Inc. |
|
|
658 |
|
|
|
11/17/23 |
|
|
USD |
|
|
34.00 |
|
|
USD |
|
|
1,985 |
|
|
|
(16,663 |
) |
| Cencora, Inc. |
|
|
129 |
|
|
|
11/17/23 |
|
|
USD |
|
|
185.00 |
|
|
USD |
|
|
2,322 |
|
|
|
(48,375 |
) |
| Cisco Systems, Inc. |
|
|
325 |
|
|
|
11/17/23 |
|
|
USD |
|
|
57.50 |
|
|
USD |
|
|
1,747 |
|
|
|
(13,813 |
) |
| Citigroup, Inc. |
|
|
672 |
|
|
|
11/17/23 |
|
|
USD |
|
|
44.00 |
|
|
USD |
|
|
2,764 |
|
|
|
(37,968 |
) |
| Citizens Financial Group, Inc. |
|
|
1,093 |
|
|
|
11/17/23 |
|
|
USD |
|
|
30.00 |
|
|
USD |
|
|
2,929 |
|
|
|
(46,452 |
) |
| Cognizant Technology Solutions Corp., Class A |
|
|
863 |
|
|
|
11/17/23 |
|
|
USD |
|
|
72.50 |
|
|
USD |
|
|
5,846 |
|
|
|
(97,087 |
) |
| Comcast Corp., Class A |
|
|
611 |
|
|
|
11/17/23 |
|
|
USD |
|
|
47.50 |
|
|
USD |
|
|
2,709 |
|
|
|
(29,939 |
) |
| Elevance Health, Inc. |
|
|
113 |
|
|
|
11/17/23 |
|
|
USD |
|
|
460.00 |
|
|
USD |
|
|
4,920 |
|
|
|
(91,530 |
) |
| Enterprise Products Partners LP |
|
|
1,887 |
|
|
|
11/17/23 |
|
|
USD |
|
|
27.60 |
|
|
USD |
|
|
5,165 |
|
|
|
(57,525 |
) |
| Exelon Corp. |
|
|
300 |
|
|
|
11/17/23 |
|
|
USD |
|
|
43.00 |
|
|
USD |
|
|
1,134 |
|
|
|
(3,000 |
) |
| Fidelity National Financial, Inc. |
|
|
953 |
|
|
|
11/17/23 |
|
|
USD |
|
|
42.65 |
|
|
USD |
|
|
3,936 |
|
|
|
(84,554 |
) |
|
|
|
| Consolidated Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Enhanced Equity Dividend Trust (BDJ) |
Exchange-Traded Options Written (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Description |
|
Number of
Contracts |
|
|
Expiration
Date |
|
|
Exercise Price |
|
|
Notional
Amount (000) |
|
|
Value |
|
| Call (continued) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Fidelity National Information Services, Inc. |
|
|
855 |
|
|
|
11/17/23 |
|
|
USD |
|
|
58.25 |
|
|
USD |
|
|
4,726 |
|
|
$ |
(139,382 |
) |
| First Citizens BancShares, Inc., Class A |
|
|
46 |
|
|
|
11/17/23 |
|
|
USD |
|
|
1,420.00 |
|
|
USD |
|
|
6,348 |
|
|
|
(248,630 |
) |
| Fortive Corp. |
|
|
56 |
|
|
|
11/17/23 |
|
|
USD |
|
|
77.67 |
|
|
USD |
|
|
415 |
|
|
|
(7,980 |
) |
| Fortrea Holdings, Inc. |
|
|
568 |
|
|
|
11/17/23 |
|
|
USD |
|
|
30.00 |
|
|
USD |
|
|
1,624 |
|
|
|
(83,780 |
) |
| Intercontinental Exchange, Inc. |
|
|
132 |
|
|
|
11/17/23 |
|
|
USD |
|
|
118.31 |
|
|
USD |
|
|
1,452 |
|
|
|
(11,233 |
) |
| L3Harris Technologies, Inc. |
|
|
466 |
|
|
|
11/17/23 |
|
|
USD |
|
|
180.00 |
|
|
USD |
|
|
8,114 |
|
|
|
(179,410 |
) |
| Laboratory Corp. of America Holdings |
|
|
772 |
|
|
|
11/17/23 |
|
|
USD |
|
|
214.50 |
|
|
USD |
|
|
15,521 |
|
|
|
(151,158 |
) |
| Lear Corp. |
|
|
174 |
|
|
|
11/17/23 |
|
|
USD |
|
|
145.00 |
|
|
USD |
|
|
2,335 |
|
|
|
(38,715 |
) |
| Leidos Holdings, Inc. |
|
|
958 |
|
|
|
11/17/23 |
|
|
USD |
|
|
95.00 |
|
|
USD |
|
|
8,829 |
|
|
|
(227,525 |
) |
| Medtronic PLC |
|
|
600 |
|
|
|
11/17/23 |
|
|
USD |
|
|
85.00 |
|
|
USD |
|
|
4,702 |
|
|
|
(26,700 |
) |
| Microsoft Corp. |
|
|
183 |
|
|
|
11/17/23 |
|
|
USD |
|
|
350.00 |
|
|
USD |
|
|
5,778 |
|
|
|
(41,358 |
) |
| Newell Brands, Inc. |
|
|
1,555 |
|
|
|
11/17/23 |
|
|
USD |
|
|
9.95 |
|
|
USD |
|
|
1,404 |
|
|
|
(63,491 |
) |
| PG&E Corp. |
|
|
805 |
|
|
|
11/17/23 |
|
|
USD |
|
|
18.00 |
|
|
USD |
|
|
1,298 |
|
|
|
(8,050 |
) |
| Raymond James Financial, Inc. |
|
|
318 |
|
|
|
11/17/23 |
|
|
USD |
|
|
110.00 |
|
|
USD |
|
|
3,194 |
|
|
|
(23,850 |
) |
| Robert Half, Inc. |
|
|
181 |
|
|
|
11/17/23 |
|
|
USD |
|
|
80.00 |
|
|
USD |
|
|
1,326 |
|
|
|
(20,815 |
) |
| Rogers Communications, Inc., Class B |
|
|
460 |
|
|
|
11/17/23 |
|
|
CAD |
|
|
56.00 |
|
|
CAD |
|
|
2,399 |
|
|
|
(23,876 |
) |
| Sempra |
|
|
584 |
|
|
|
11/17/23 |
|
|
USD |
|
|
75.00 |
|
|
USD |
|
|
3,973 |
|
|
|
(18,980 |
) |
| SS&C Technologies Holdings, Inc. |
|
|
1,368 |
|
|
|
11/17/23 |
|
|
USD |
|
|
57.20 |
|
|
USD |
|
|
7,187 |
|
|
|
(88,475 |
) |
| Taiwan Semiconductor Manufacturing Co. Ltd., ADR |
|
|
122 |
|
|
|
11/17/23 |
|
|
USD |
|
|
90.00 |
|
|
USD |
|
|
1,060 |
|
|
|
(31,781 |
) |
| Visa, Inc., Class A |
|
|
13 |
|
|
|
11/17/23 |
|
|
USD |
|
|
250.00 |
|
|
USD |
|
|
299 |
|
|
|
(1,567 |
) |
| Willis Towers Watson PLC |
|
|
249 |
|
|
|
11/17/23 |
|
|
USD |
|
|
210.00 |
|
|
USD |
|
|
5,203 |
|
|
|
(197,955 |
) |
| Zimmer Biomet Holdings, Inc. |
|
|
304 |
|
|
|
11/17/23 |
|
|
USD |
|
|
125.00 |
|
|
USD |
|
|
3,411 |
|
|
|
(17,480 |
) |
| Cencora, Inc. |
|
|
74 |
|
|
|
12/15/23 |
|
|
USD |
|
|
195.00 |
|
|
USD |
|
|
1,332 |
|
|
|
(13,875 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(7,405,245 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
OTC Options Written
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Description |
|
Counterparty |
|
Number of
Contracts |
|
|
Expiration
Date |
|
|
Exercise Price |
|
|
Notional
Amount (000) |
|
|
Value |
|
| Call |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Komatsu Ltd. |
|
Citibank N.A. |
|
|
103,000 |
|
|
|
10/03/23 |
|
|
JPY |
|
|
4,145.44 |
|
|
JPY |
|
|
415,148 |
|
|
$ |
(4,329 |
) |
| Shell PLC |
|
JPMorgan Chase Bank N.A. |
|
|
308,100 |
|
|
|
10/03/23 |
|
|
GBP |
|
|
24.02 |
|
|
GBP |
|
|
8,003 |
|
|
|
(772,922 |
) |
| Prudential PLC |
|
JPMorgan Chase Bank N.A. |
|
|
96,800 |
|
|
|
10/05/23 |
|
|
GBP |
|
|
10.16 |
|
|
GBP |
|
|
853 |
|
|
|
(2 |
) |
| Public Service Enterprise Group, Inc. |
|
JPMorgan Chase Bank N.A. |
|
|
41,200 |
|
|
|
10/05/23 |
|
|
USD |
|
|
62.14 |
|
|
USD |
|
|
2,345 |
|
|
|
(51 |
) |
| Shell PLC |
|
JPMorgan Chase Bank N.A. |
|
|
153,900 |
|
|
|
10/05/23 |
|
|
GBP |
|
|
24.15 |
|
|
GBP |
|
|
3,998 |
|
|
|
(362,189 |
) |
| Equitable Holdings, Inc. |
|
JPMorgan Chase Bank N.A. |
|
|
62,400 |
|
|
|
10/06/23 |
|
|
USD |
|
|
28.37 |
|
|
USD |
|
|
1,772 |
|
|
|
(33,115 |
) |
| Zimmer Biomet Holdings, Inc. |
|
Citibank N.A. |
|
|
25,600 |
|
|
|
10/06/23 |
|
|
USD |
|
|
138.15 |
|
|
USD |
|
|
2,873 |
|
|
|
— |
|
| Panasonic Holdings Corp. |
|
JPMorgan Chase Bank N.A. |
|
|
261,500 |
|
|
|
10/10/23 |
|
|
JPY |
|
|
1,722.83 |
|
|
JPY |
|
|
441,110 |
|
|
|
(29,578 |
) |
| American Electric Power Co., Inc. |
|
JPMorgan Chase Bank N.A. |
|
|
16,300 |
|
|
|
10/11/23 |
|
|
USD |
|
|
81.61 |
|
|
USD |
|
|
1,226 |
|
|
|
(625 |
) |
| Elevance Health, Inc. |
|
Morgan Stanley & Co. International PLC |
|
|
6,200 |
|
|
|
10/12/23 |
|
|
USD |
|
|
466.66 |
|
|
USD |
|
|
2,700 |
|
|
|
(8,889 |
) |
| Raymond James Financial, Inc. |
|
Citibank N.A. |
|
|
20,200 |
|
|
|
10/12/23 |
|
|
USD |
|
|
106.58 |
|
|
USD |
|
|
2,029 |
|
|
|
(4,257 |
) |
| Samsung Electronics Co. Ltd., GDR, Registered Shares |
|
Morgan Stanley & Co. International PLC |
|
|
1,600 |
|
|
|
10/12/23 |
|
|
USD |
|
|
1,292.28 |
|
|
USD |
|
|
2,012 |
|
|
|
(16,121 |
) |
| BP PLC |
|
Barclays Bank PLC |
|
|
732,200 |
|
|
|
10/13/23 |
|
|
GBP |
|
|
4.90 |
|
|
GBP |
|
|
3,868 |
|
|
|
(383,295 |
) |
| Prudential PLC |
|
Morgan Stanley & Co. International PLC |
|
|
318,900 |
|
|
|
10/13/23 |
|
|
GBP |
|
|
10.00 |
|
|
GBP |
|
|
2,810 |
|
|
|
(2,163 |
) |
| Samsung Electronics Co. Ltd., GDR, Registered Shares |
|
Morgan Stanley & Co. International PLC |
|
|
2,000 |
|
|
|
10/13/23 |
|
|
USD |
|
|
1,292.69 |
|
|
USD |
|
|
2,515 |
|
|
|
(21,473 |
) |
| Shell PLC |
|
Morgan Stanley & Co. International PLC |
|
|
90,800 |
|
|
|
10/13/23 |
|
|
GBP |
|
|
24.62 |
|
|
GBP |
|
|
2,359 |
|
|
|
(171,028 |
) |
| Sony Group Corp. |
|
Citibank N.A. |
|
|
44,200 |
|
|
|
10/13/23 |
|
|
JPY |
|
|
12,515.15 |
|
|
JPY |
|
|
540,148 |
|
|
|
(39,042 |
) |
| AstraZeneca PLC |
|
Goldman Sachs International |
|
|
45,300 |
|
|
|
10/19/23 |
|
|
GBP |
|
|
109.24 |
|
|
GBP |
|
|
5,008 |
|
|
|
(193,316 |
) |
| Koninklijke Philips NV |
|
UBS AG |
|
|
217,800 |
|
|
|
10/19/23 |
|
|
EUR |
|
|
21.30 |
|
|
EUR |
|
|
4,110 |
|
|
|
(11,069 |
) |
| Sanofi |
|
Goldman Sachs International |
|
|
57,900 |
|
|
|
10/19/23 |
|
|
EUR |
|
|
101.19 |
|
|
EUR |
|
|
5,880 |
|
|
|
(117,804 |
) |
| Shell PLC |
|
Barclays Bank PLC |
|
|
236,500 |
|
|
|
10/19/23 |
|
|
GBP |
|
|
25.64 |
|
|
GBP |
|
|
6,143 |
|
|
|
(220,602 |
) |
| Siemens AG, Registered Shares |
|
Barclays Bank PLC |
|
|
23,600 |
|
|
|
10/19/23 |
|
|
EUR |
|
|
142.73 |
|
|
EUR |
|
|
3,190 |
|
|
|
(15,324 |
) |
| Public Service Enterprise Group, Inc. |
|
Goldman Sachs International |
|
|
58,300 |
|
|
|
10/23/23 |
|
|
USD |
|
|
62.75 |
|
|
USD |
|
|
3,318 |
|
|
|
(6,585 |
) |
| BP PLC |
|
Morgan Stanley & Co. International PLC |
|
|
296,000 |
|
|
|
10/24/23 |
|
|
GBP |
|
|
5.18 |
|
|
GBP |
|
|
1,564 |
|
|
|
(77,618 |
) |
| Bayer AG, Registered Shares |
|
Morgan Stanley & Co. International PLC |
|
|
75,900 |
|
|
|
10/25/23 |
|
|
EUR |
|
|
49.78 |
|
|
EUR |
|
|
3,448 |
|
|
|
(10,177 |
) |
| Koninklijke Philips NV |
|
Barclays Bank PLC |
|
|
130,700 |
|
|
|
10/25/23 |
|
|
EUR |
|
|
19.96 |
|
|
EUR |
|
|
2,467 |
|
|
|
(34,917 |
) |
| Panasonic Holdings Corp. |
|
BNP Paribas SA |
|
|
116,200 |
|
|
|
10/25/23 |
|
|
JPY |
|
|
1,827.13 |
|
|
JPY |
|
|
196,011 |
|
|
|
(9,282 |
) |
| Panasonic Holdings Corp. |
|
BNP Paribas SA |
|
|
170,000 |
|
|
|
10/31/23 |
|
|
JPY |
|
|
1,778.58 |
|
|
JPY |
|
|
286,764 |
|
|
|
(25,196 |
) |
|
|
|
| C O N S O L I D A T E D S C H E D U L E
O F I N V E S T M E N T S |
|
6 |
|
|
|
| Consolidated Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Enhanced Equity Dividend Trust (BDJ) |
OTC Options Written (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Description |
|
Counterparty |
|
Number of
Contracts |
|
|
Expiration
Date |
|
|
Exercise Price |
|
|
Notional
Amount (000) |
|
|
Value |
|
| Call (continued) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Prudential PLC |
|
Morgan Stanley & Co. International PLC |
|
|
96,800 |
|
|
|
11/08/23 |
|
|
|
GBP |
|
|
|
9.45 |
|
|
|
GBP |
|
|
|
853 |
|
|
$ |
(22,231 |
) |
| Bayer AG, Registered Shares |
|
Goldman Sachs International |
|
|
146,600 |
|
|
|
11/09/23 |
|
|
|
EUR |
|
|
|
45.95 |
|
|
|
EUR |
|
|
|
6,659 |
|
|
|
(211,846 |
) |
| Koninklijke Philips NV |
|
Morgan Stanley & Co. International PLC |
|
|
130,500 |
|
|
|
11/09/23 |
|
|
|
EUR |
|
|
|
19.38 |
|
|
|
EUR |
|
|
|
2,463 |
|
|
|
(85,993 |
) |
| Panasonic Holdings Corp. |
|
BNP Paribas SA |
|
|
217,100 |
|
|
|
11/09/23 |
|
|
|
JPY |
|
|
|
1,770.72 |
|
|
|
JPY |
|
|
|
366,214 |
|
|
|
(43,310 |
) |
| BP PLC |
|
Morgan Stanley & Co. International PLC |
|
|
2,333,300 |
|
|
|
11/14/23 |
|
|
|
GBP |
|
|
|
5.43 |
|
|
|
GBP |
|
|
|
12,327 |
|
|
|
(398,560 |
) |
| Samsung Electronics Co. Ltd., GDR, Registered Shares |
|
Morgan Stanley & Co. International PLC |
|
|
3,100 |
|
|
|
11/14/23 |
|
|
|
USD |
|
|
|
1,295.29 |
|
|
|
USD |
|
|
|
3,898 |
|
|
|
(88,829 |
) |
| Sanofi |
|
Morgan Stanley & Co. International PLC |
|
|
103,700 |
|
|
|
11/16/23 |
|
|
|
EUR |
|
|
|
103.71 |
|
|
|
EUR |
|
|
|
10,532 |
|
|
|
(221,691 |
) |
| Sony Group Corp. |
|
Citibank N.A. |
|
|
24,300 |
|
|
|
11/16/23 |
|
|
|
JPY |
|
|
|
12,777.15 |
|
|
|
JPY |
|
|
|
296,959 |
|
|
|
(38,835 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(3,682,264 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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.
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 Consolidated Schedule of Investments above.
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
Level 1 |
|
|
Level 2 |
|
|
Level 3 |
|
|
Total |
|
| Assets |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Investments |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Long-Term Investments |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Common Stocks |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Aerospace & Defense |
|
$ |
42,768,014 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
42,768,014 |
|
| Automobile Components |
|
|
6,414,760 |
|
|
|
— |
|
|
|
— |
|
|
|
6,414,760 |
|
| Automobiles |
|
|
28,120,014 |
|
|
|
— |
|
|
|
— |
|
|
|
28,120,014 |
|
| Banks |
|
|
160,087,031 |
|
|
|
— |
|
|
|
— |
|
|
|
160,087,031 |
|
| Beverages |
|
|
11,973,110 |
|
|
|
— |
|
|
|
— |
|
|
|
11,973,110 |
|
| Building Products |
|
|
7,735,808 |
|
|
|
— |
|
|
|
— |
|
|
|
7,735,808 |
|
| Capital Markets |
|
|
38,952,798 |
|
|
|
— |
|
|
|
— |
|
|
|
38,952,798 |
|
| Chemicals |
|
|
10,406,724 |
|
|
|
— |
|
|
|
— |
|
|
|
10,406,724 |
|
| Communications Equipment |
|
|
34,006,963 |
|
|
|
— |
|
|
|
— |
|
|
|
34,006,963 |
|
| Consumer Staples Distribution & Retail |
|
|
22,564,601 |
|
|
|
— |
|
|
|
— |
|
|
|
22,564,601 |
|
| Containers & Packaging |
|
|
20,128,130 |
|
|
|
— |
|
|
|
— |
|
|
|
20,128,130 |
|
| Diversified Telecommunication Services |
|
|
26,403,382 |
|
|
|
— |
|
|
|
— |
|
|
|
26,403,382 |
|
| Electric Utilities |
|
|
35,087,336 |
|
|
|
— |
|
|
|
— |
|
|
|
35,087,336 |
|
| Entertainment |
|
|
9,310,193 |
|
|
|
— |
|
|
|
— |
|
|
|
9,310,193 |
|
| Financial Services |
|
|
65,691,541 |
|
|
|
— |
|
|
|
15,830,106 |
|
|
|
81,521,647 |
|
| Food Products |
|
|
43,616,936 |
|
|
|
— |
|
|
|
— |
|
|
|
43,616,936 |
|
| Ground Transportation |
|
|
6,917,515 |
|
|
|
— |
|
|
|
— |
|
|
|
6,917,515 |
|
|
|
|
| Consolidated Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Enhanced Equity Dividend Trust (BDJ) |
Fair Value Hierarchy as of Period End (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
Level 1 |
|
|
Level 2 |
|
|
Level 3 |
|
|
Total |
|
| Common Stocks (continued) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Health Care Equipment & Supplies |
|
$ |
84,555,400 |
|
|
$ |
17,378,308 |
|
|
$ |
— |
|
|
$ |
101,933,708 |
|
| Health Care Providers & Services |
|
|
127,392,045 |
|
|
|
— |
|
|
|
— |
|
|
|
127,392,045 |
|
| Household Durables |
|
|
6,751,496 |
|
|
|
25,893,054 |
|
|
|
— |
|
|
|
32,644,550 |
|
| Industrial Conglomerates |
|
|
— |
|
|
|
6,108,201 |
|
|
|
— |
|
|
|
6,108,201 |
|
| Insurance |
|
|
103,055,626 |
|
|
|
10,017,675 |
|
|
|
— |
|
|
|
113,073,301 |
|
| IT Services |
|
|
41,244,854 |
|
|
|
— |
|
|
|
— |
|
|
|
41,244,854 |
|
| Life Sciences Tools & Services |
|
|
5,912,040 |
|
|
|
— |
|
|
|
— |
|
|
|
5,912,040 |
|
| Machinery |
|
|
5,543,757 |
|
|
|
10,683,259 |
|
|
|
— |
|
|
|
16,227,016 |
|
| Media |
|
|
45,084,973 |
|
|
|
— |
|
|
|
— |
|
|
|
45,084,973 |
|
| Multi-Utilities |
|
|
24,648,651 |
|
|
|
— |
|
|
|
— |
|
|
|
24,648,651 |
|
| Oil, Gas & Consumable Fuels |
|
|
56,110,344 |
|
|
|
84,886,609 |
|
|
|
— |
|
|
|
140,996,953 |
|
| Personal Care Products |
|
|
31,379,769 |
|
|
|
— |
|
|
|
— |
|
|
|
31,379,769 |
|
| Pharmaceuticals |
|
|
19,805,279 |
|
|
|
62,075,854 |
|
|
|
— |
|
|
|
81,881,133 |
|
| Professional Services |
|
|
66,351,614 |
|
|
|
— |
|
|
|
— |
|
|
|
66,351,614 |
|
| Semiconductors & Semiconductor Equipment |
|
|
12,363,018 |
|
|
|
— |
|
|
|
— |
|
|
|
12,363,018 |
|
| Software |
|
|
27,963,767 |
|
|
|
— |
|
|
|
— |
|
|
|
27,963,767 |
|
| Specialty Retail |
|
|
9,965,014 |
|
|
|
— |
|
|
|
— |
|
|
|
9,965,014 |
|
| Technology Hardware, Storage & Peripherals |
|
|
— |
|
|
|
22,602,534 |
|
|
|
— |
|
|
|
22,602,534 |
|
| Textiles, Apparel & Luxury Goods |
|
|
7,949,031 |
|
|
|
— |
|
|
|
— |
|
|
|
7,949,031 |
|
| Tobacco |
|
|
23,651,918 |
|
|
|
— |
|
|
|
— |
|
|
|
23,651,918 |
|
| Wireless Telecommunication Services |
|
|
6,443,909 |
|
|
|
— |
|
|
|
— |
|
|
|
6,443,909 |
|
| Investment Companies |
|
|
— |
|
|
|
— |
|
|
|
6,604,838 |
|
|
|
6,604,838 |
|
| Short-Term Securities |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Money Market Funds |
|
|
43,376,302 |
|
|
|
— |
|
|
|
— |
|
|
|
43,376,302 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
1,319,733,663 |
|
|
$ |
239,645,494 |
|
|
$ |
22,434,944 |
|
|
$ |
1,581,814,101 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Derivative Financial Instruments(a) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Liabilities |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Equity Contracts |
|
$ |
(6,293,780 |
) |
|
$ |
(4,793,729 |
) |
|
$ |
— |
|
|
$ |
(11,087,509 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
(a) |
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 |
|
| |
|
| Assets |
|
|
|
|
| Opening balance, as of December 31, 2022 |
|
$ |
11,435,463 |
|
| Transfers into Level 3 |
|
|
— |
|
| Transfers out of Level 3 |
|
|
— |
|
| Accrued discounts/premiums |
|
|
— |
|
| Net realized gain (loss) |
|
|
(106,982 |
) |
| Net change in unrealized appreciation (depreciation)(a)
|
|
|
(60,359 |
) |
| Purchases |
|
|
17,221,681 |
|
| Sales |
|
|
(6,054,859 |
) |
|
|
|
|
|
| Closing balance, as of September 30, 2023 |
|
$ |
22,434,944 |
|
|
|
|
|
|
| Net change in unrealized appreciation (depreciation) on investments still held at September 30, 2023(a) |
|
$ |
(60,359 |
) |
|
|
|
|
|
| |
(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. |
|
|
|
|
| C O N S O L I D A T E D S C H E D U L E
O F I N V E S T M E N T S |
|
8 |
|
|
|
| Consolidated Schedule of Investments (unaudited) (continued)
September 30, 2023 |
|
BlackRock Enhanced Equity Dividend Trust (BDJ) |
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.
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
Value |
|
|
Valuation
Approach |
|
|
Unobservable
Inputs |
|
|
Range of
Unobservable
Inputs Utilized(a) |
|
|
Weighted
Average of Unobservable
Inputs Based on Fair Value |
|
| Assets |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Common Stock |
|
$ |
22,434,944 |
|
|
|
Income |
|
|
|
Discount Rate |
|
|
|
13% |
|
|
|
— |
|
|
|
|
|
|
|
|
Market |
|
|
|
EBITDA Multiple |
|
|
|
7.71x |
|
|
|
— |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
22,434,944 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
(a) |
A significant change in unobservable input would have resulted in a correlated (inverse) significant change to value.
|
|
|
|
|
| Currency Abbreviation |
|
|
| CAD |
|
Canadian Dollar |
|
|
| EUR |
|
Euro |
|
|
| GBP |
|
British Pound |
|
|
| JPY |
|
Japanese Yen |
|
|
| USD |
|
United States Dollar |
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|
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| Portfolio Abbreviation |
|
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| ADR |
|
American Depositary Receipt |
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| GDR |
|
Global Depositary Receipt |
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| LP |
|
Limited Partnership |
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