Form NPORT-P - Monthly Portfolio Investments Report on Form N-PORT (Public)
29 May 2024 - 4:19AM
Edgar (US Regulatory)
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| Schedule of Investments (unaudited)
March 31, 2024 |
|
BlackRock Enhanced International Dividend Trust (BGY)
(Percentages shown are based on Net Assets) |
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| Security |
|
Shares |
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|
Value |
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| Common Stocks |
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|
| Brazil — 1.4% |
|
| B3 SA—Brasil Bolsa Balcao |
|
|
3,705,986 |
|
|
$ |
8,859,667 |
|
|
|
|
|
|
|
|
|
|
|
| Canada — 4.7% |
|
| Canadian National Railway Co. |
|
|
124,699 |
|
|
|
16,420,627 |
|
| TELUS Corp. |
|
|
797,205 |
|
|
|
12,753,632 |
|
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|
|
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29,174,259 |
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| Denmark — 4.6% |
|
| Novo Nordisk A/S, Class B |
|
|
224,794 |
|
|
|
28,835,081 |
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|
|
|
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|
|
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|
| France — 6.9% |
|
| Air Liquide SA |
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|
97,316 |
|
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|
20,246,451 |
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| LVMH Moet Hennessy Louis Vuitton SE |
|
|
25,420 |
|
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|
22,872,816 |
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|
|
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43,119,267 |
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| Germany — 7.4% |
|
| Beiersdorf AG |
|
|
124,635 |
|
|
|
18,146,489 |
|
| MTU Aero Engines AG, Class N |
|
|
51,092 |
|
|
|
12,958,258 |
|
| Symrise AG, Class A |
|
|
130,733 |
|
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|
15,650,158 |
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|
|
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|
46,754,905 |
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| Hong Kong — 1.2% |
|
| Prudential PLC |
|
|
783,440 |
|
|
|
7,347,546 |
|
|
|
|
|
|
|
|
|
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|
| India — 2.2% |
|
| AceVector Limited, Series I, (Acquired 01/25/22, Cost: $3,948,600) (a)(b)(c) |
|
|
848,000 |
|
|
|
419,920 |
|
| HDFC Bank Ltd. |
|
|
782,464 |
|
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|
13,644,302 |
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|
14,064,222 |
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| Indonesia — 1.6% |
|
| Bank Rakyat Indonesia Persero Tbk PT |
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|
26,413,700 |
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|
|
10,099,935 |
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|
|
|
|
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| Italy — 3.1% |
|
| FinecoBank Banca Fineco SpA |
|
|
1,307,308 |
|
|
|
19,579,277 |
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| Japan — 6.4% |
|
| Asics Corp. |
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|
156,300 |
|
|
|
7,399,067 |
|
| Keyence Corp. |
|
|
42,500 |
|
|
|
19,731,085 |
|
| Sony Group Corp. |
|
|
155,200 |
|
|
|
13,308,512 |
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|
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|
|
|
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|
|
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|
40,438,664 |
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| Mexico — 2.8% |
|
| Wal-Mart de Mexico SAB de CV |
|
|
4,298,658 |
|
|
|
17,305,899 |
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|
|
|
|
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| Netherlands — 9.7% |
|
| ASML Holding NV |
|
|
26,078 |
|
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|
25,281,604 |
|
| Koninklijke KPN NV |
|
|
4,514,181 |
|
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|
16,884,860 |
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| Shell PLC. |
|
|
567,699 |
|
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|
19,019,088 |
|
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|
|
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61,185,552 |
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| Singapore — 4.3% |
|
| DBS Group Holdings Ltd. |
|
|
477,400 |
|
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|
12,740,763 |
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| United Overseas Bank Ltd. |
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|
653,100 |
|
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14,198,408 |
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|
26,939,171 |
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| Sweden — 5.6% |
|
| Assa Abloy AB, Class B |
|
|
671,225 |
|
|
|
19,263,017 |
|
| Atlas Copco AB, A Shares |
|
|
948,853 |
|
|
|
16,024,752 |
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|
35,287,769 |
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| Security |
|
Shares |
|
|
Value |
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| Switzerland — 2.2% |
|
| Zurich Insurance Group AG, Class N |
|
|
25,565 |
|
|
$ |
13,810,581 |
|
|
|
|
|
|
|
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| Taiwan — 5.0% |
|
| Taiwan Semiconductor Manufacturing Co. Ltd. |
|
|
1,297,000 |
|
|
|
31,570,391 |
|
|
|
|
|
|
|
|
|
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| United Kingdom — 13.7% |
|
| AstraZeneca PLC |
|
|
145,036 |
|
|
|
19,484,684 |
|
| BAE Systems PLC |
|
|
589,371 |
|
|
|
10,046,074 |
|
| Diageo PLC |
|
|
500,084 |
|
|
|
18,504,214 |
|
| RELX PLC |
|
|
518,745 |
|
|
|
22,470,339 |
|
| Smith & Nephew PLC |
|
|
492,926 |
|
|
|
6,170,931 |
|
| Taylor Wimpey PLC, Series L |
|
|
5,469,595 |
|
|
|
9,456,212 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
86,132,454 |
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| United States — 18.1% |
|
| Baker Hughes Co., Class A (d)(e) |
|
|
730,834 |
|
|
|
24,482,939 |
|
| Freeport-McMoRan, Inc. (d)(e) |
|
|
208,322 |
|
|
|
9,795,300 |
|
| Nestle SA, Class N, Registered Shares |
|
|
119,418 |
|
|
|
12,688,158 |
|
| Otis Worldwide Corp. (d)(e) |
|
|
135,915 |
|
|
|
13,492,282 |
|
| Sanofi SA |
|
|
164,875 |
|
|
|
16,039,769 |
|
| Texas Instruments, Inc. (d)(e) |
|
|
109,115 |
|
|
|
19,008,924 |
|
| Visa, Inc., Class A (d)(e) |
|
|
66,147 |
|
|
|
18,460,305 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
113,967,677 |
|
|
|
|
|
|
|
|
|
|
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|
| Total Long-Term Investments — 100.9%
(Cost: $505,513,546) |
|
|
|
634,472,317 |
|
|
|
|
|
|
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| Short-Term Securities |
|
|
|
|
|
|
| Money Market Funds — 0.6% |
|
|
|
|
|
BlackRock Liquidity Funds, T-Fund,
Institutional
Class, 5.19%(f)(g) |
|
|
3,868,203 |
|
|
|
3,868,203 |
|
|
|
|
|
|
|
|
|
|
|
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| Total Short-Term Securities — 0.6%
(Cost: $3,868,203) |
|
|
|
3,868,203 |
|
|
|
|
|
|
|
|
|
|
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| Total Investments Before Options Written — 101.5%
(Cost:
$509,381,749) |
|
|
|
638,340,520 |
|
|
|
|
|
|
|
|
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| Options Written — (1.5)%
(Premiums Received: $(5,948,982)) |
|
|
|
(9,425,737 |
) |
|
|
|
|
|
|
|
|
|
|
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| Total Investments, Net of Options Written — 100.0%
(Cost:
$503,432,767) |
|
|
|
628,914,783 |
|
| Other Assets Less Liabilities — 0.0% |
|
|
|
83,500 |
|
|
|
|
|
|
|
|
|
|
|
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| Net Assets — 100.0% |
|
|
$ |
628,998,283 |
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| (a) |
Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value
hierarchy. |
| (b) |
Non-income producing security. |
| (c) |
Restricted security as to resale, excluding 144A securities. The Trust held restricted securities with a current
value of $419,920, representing 0.1% of its net assets as of period end, and an original cost of $3,948,600. |
| (d) |
All or a portion of the security has been pledged as collateral in connection with outstanding OTC derivatives.
|
| (e) |
All or a portion of the security has been pledged and/or segregated as collateral in connection with outstanding
exchange-traded options written. |
| (f) |
Affiliate of the Trust. |
| (g) |
Annualized 7-day yield as of period end.
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S C H E D U L E O F
I N V E S T M E N T S |
|
1 |
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| Schedule of Investments (unaudited) (continued)
March 31, 2024 |
|
BlackRock Enhanced International Dividend Trust (BGY) |
Affiliates
Investments in issuers considered to be affiliate(s) of the Trust during the period ended March 31, 2024 for purposes of Section 2(a)(3)
of the Investment Company Act of 1940, as amended, were as follows:
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| Affiliated Issuer |
|
Value at
12/31/23 |
|
|
Purchases
at Cost |
|
|
Proceeds
from Sales |
|
|
Net
Realized
Gain (Loss) |
|
|
Change in
Unrealized
Appreciation
(Depreciation) |
|
|
Value at
03/31/24 |
|
|
Shares
Held at
03/31/24 |
|
|
Income |
|
|
Capital Gain
Distributions
from
Underlying
Funds |
|
| BlackRock Liquidity Funds, T-Fund, Institutional
Class |
|
$ |
8,260,103 |
|
|
$ |
— |
|
|
|
$ (4,391,900 |
)(a) |
|
$ |
— |
|
|
$ |
— |
|
|
$ |
3,868,203 |
|
|
|
3,868,203 |
|
|
$ |
79,550 |
|
|
$ |
— |
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| |
(a) |
Represents net amount purchased (sold). |
|
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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|
|
|
| Texas Instruments, Inc. |
|
|
120 |
|
|
|
04/05/24 |
|
|
USD |
|
|
170.00 |
|
|
USD |
|
|
2,091 |
|
|
$ |
(60,000 |
) |
| Otis Worldwide Corp. |
|
|
100 |
|
|
|
04/08/24 |
|
|
USD |
|
|
87.00 |
|
|
USD |
|
|
993 |
|
|
|
(125,463 |
) |
| Texas Instruments, Inc. |
|
|
61 |
|
|
|
04/12/24 |
|
|
USD |
|
|
175.00 |
|
|
USD |
|
|
1,063 |
|
|
|
(17,110 |
) |
| Visa, Inc., Class A |
|
|
35 |
|
|
|
04/12/24 |
|
|
USD |
|
|
285.00 |
|
|
USD |
|
|
977 |
|
|
|
(3,938 |
) |
| Baker Hughes Co., Class A |
|
|
736 |
|
|
|
04/19/24 |
|
|
USD |
|
|
32.00 |
|
|
USD |
|
|
2,466 |
|
|
|
(132,480 |
) |
| Canadian National Railway Co. |
|
|
341 |
|
|
|
04/19/24 |
|
|
CAD |
|
|
175.00 |
|
|
CAD |
|
|
6,082 |
|
|
|
(112,026 |
) |
| Freeport-McMoRan, Inc. |
|
|
284 |
|
|
|
04/19/24 |
|
|
USD |
|
|
42.00 |
|
|
USD |
|
|
1,335 |
|
|
|
(146,970 |
) |
| Otis Worldwide Corp. |
|
|
437 |
|
|
|
04/19/24 |
|
|
USD |
|
|
91.25 |
|
|
USD |
|
|
4,338 |
|
|
|
(373,308 |
) |
| TELUS Corp. |
|
|
985 |
|
|
|
04/19/24 |
|
|
CAD |
|
|
26.00 |
|
|
CAD |
|
|
2,134 |
|
|
|
(2,182 |
) |
| TELUS Corp. |
|
|
346 |
|
|
|
04/19/24 |
|
|
CAD |
|
|
24.00 |
|
|
CAD |
|
|
750 |
|
|
|
(1,277 |
) |
| Texas Instruments, Inc. |
|
|
155 |
|
|
|
04/19/24 |
|
|
USD |
|
|
180.00 |
|
|
USD |
|
|
2,700 |
|
|
|
(25,962 |
) |
| Visa, Inc., Class A |
|
|
34 |
|
|
|
04/19/24 |
|
|
USD |
|
|
280.00 |
|
|
USD |
|
|
949 |
|
|
|
(12,920 |
) |
| Visa, Inc., Class A |
|
|
37 |
|
|
|
04/19/24 |
|
|
USD |
|
|
292.50 |
|
|
USD |
|
|
1,033 |
|
|
|
(1,573 |
) |
| Visa, Inc., Class A |
|
|
223 |
|
|
|
04/26/24 |
|
|
USD |
|
|
280.00 |
|
|
USD |
|
|
6,223 |
|
|
|
(135,472 |
) |
| Visa, Inc., Class A |
|
|
34 |
|
|
|
05/03/24 |
|
|
USD |
|
|
290.00 |
|
|
USD |
|
|
949 |
|
|
|
(11,424 |
) |
| Baker Hughes Co., Class A |
|
|
394 |
|
|
|
05/06/24 |
|
|
USD |
|
|
32.00 |
|
|
USD |
|
|
1,320 |
|
|
|
(83,195 |
) |
| Baker Hughes Co., Class A |
|
|
381 |
|
|
|
05/13/24 |
|
|
USD |
|
|
32.00 |
|
|
USD |
|
|
1,276 |
|
|
|
(85,839 |
) |
| Canadian National Railway Co. |
|
|
241 |
|
|
|
05/17/24 |
|
|
CAD |
|
|
180.00 |
|
|
CAD |
|
|
4,299 |
|
|
|
(63,606 |
) |
| Freeport-McMoRan, Inc. |
|
|
370 |
|
|
|
05/17/24 |
|
|
USD |
|
|
45.00 |
|
|
USD |
|
|
1,740 |
|
|
|
(138,750 |
) |
| Otis Worldwide Corp. |
|
|
103 |
|
|
|
05/17/24 |
|
|
USD |
|
|
97.75 |
|
|
USD |
|
|
1,022 |
|
|
|
(39,276 |
) |
| TELUS Corp. |
|
|
985 |
|
|
|
05/17/24 |
|
|
CAD |
|
|
23.50 |
|
|
CAD |
|
|
2,134 |
|
|
|
(4,727 |
) |
| Texas Instruments, Inc. |
|
|
155 |
|
|
|
05/17/24 |
|
|
USD |
|
|
185.00 |
|
|
USD |
|
|
2,700 |
|
|
|
(43,632 |
) |
| Baker Hughes Co., Class A |
|
|
665 |
|
|
|
06/21/24 |
|
|
USD |
|
|
33.00 |
|
|
USD |
|
|
2,228 |
|
|
|
(133,000 |
) |
|
|
|
|
|
|
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|
|
|
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|
|
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|
|
|
|
|
|
|
|
|
|
|
$ |
(1,754,130) |
|
|
|
|
|
|
|
|
|
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|
|
|
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|
|
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|
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|
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|
|
OTC Options Written
|
|
|
|
|
|
|
|
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|
| Description |
|
Counterparty |
|
Number of
Contracts |
|
|
Expiration
Date |
|
|
Exercise Price |
|
|
Notional
Amount (000) |
|
|
Value |
|
| Call |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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|
|
|
|
|
|
| Nestle SA, Registered Shares, Class N |
|
Morgan Stanley & Co. International PLC |
|
|
12,800 |
|
|
|
04/02/24 |
|
|
CHF |
|
|
101.91 |
|
|
|
CHF |
|
|
|
1,227 |
|
|
|
$ (4 |
) |
| Prudential PLC |
|
UBS AG |
|
|
95,600 |
|
|
|
04/02/24 |
|
|
GBP |
|
|
8.75 |
|
|
|
GBP |
|
|
|
710 |
|
|
|
— |
|
| Taylor Wimpey PLC |
|
Morgan Stanley & Co. International PLC |
|
|
1,290,000 |
|
|
|
04/02/24 |
|
|
GBP |
|
|
1.50 |
|
|
|
GBP |
|
|
|
1,767 |
|
|
|
(16 |
) |
| Zurich Insurance Group AG |
|
Morgan Stanley & Co. International PLC |
|
|
6,300 |
|
|
|
04/02/24 |
|
|
CHF |
|
|
451.55 |
|
|
|
CHF |
|
|
|
3,069 |
|
|
|
(243,388 |
) |
| Air Liquide SA |
|
UBS AG |
|
|
24,700 |
|
|
|
04/03/24 |
|
|
EUR |
|
|
172.93 |
|
|
|
EUR |
|
|
|
4,763 |
|
|
|
(533,647 |
) |
| ASML Holding NV |
|
Goldman Sachs International |
|
|
2,800 |
|
|
|
04/03/24 |
|
|
EUR |
|
|
879.00 |
|
|
|
EUR |
|
|
|
2,516 |
|
|
|
(73,741 |
) |
| AstraZeneca PLC |
|
UBS AG |
|
|
6,900 |
|
|
|
04/03/24 |
|
|
GBP |
|
|
99.25 |
|
|
|
GBP |
|
|
|
734 |
|
|
|
(66,436 |
) |
| BAE Systems PLC |
|
UBS AG |
|
|
102,400 |
|
|
|
04/03/24 |
|
|
GBP |
|
|
12.37 |
|
|
|
GBP |
|
|
|
1,383 |
|
|
|
(147,121 |
) |
| Baker Hughes Co., Class A |
|
Morgan Stanley & Co. International PLC |
|
|
38,100 |
|
|
|
04/03/24 |
|
|
USD |
|
|
30.36 |
|
|
|
USD |
|
|
|
1,276 |
|
|
|
(120,908 |
) |
| DBS Group Holdings Ltd. |
|
HSBC Bank PLC |
|
|
95,400 |
|
|
|
04/03/24 |
|
|
SGD |
|
|
33.05 |
|
|
|
SGD |
|
|
|
3,438 |
|
|
|
(215,942 |
) |
| FinecoBank Banca Fineco SpA |
|
Morgan Stanley & Co. International PLC |
|
|
210,400 |
|
|
|
04/03/24 |
|
|
EUR |
|
|
13.30 |
|
|
|
EUR |
|
|
|
2,921 |
|
|
|
(138,727 |
) |
| Keyence Corp. |
|
JPMorgan Chase Bank N.A. |
|
|
8,300 |
|
|
|
04/03/24 |
|
|
JPY |
|
|
68,670.10 |
|
|
|
JPY |
|
|
|
583,322 |
|
|
|
(103,062 |
) |
| LVMH Moet Hennessy Louis Vuitton SE |
|
Goldman Sachs International |
|
|
11,400 |
|
|
|
04/03/24 |
|
|
EUR |
|
|
818.65 |
|
|
|
EUR |
|
|
|
9,508 |
|
|
|
(269,523 |
) |
| B3 SA - Brasil Bolsa Balcao |
|
JPMorgan Chase Bank N.A. |
|
|
614,500 |
|
|
|
04/09/24 |
|
|
BRL |
|
|
13.64 |
|
|
|
BRL |
|
|
|
7,368 |
|
|
|
(61,703 |
) |
|
|
|
| Schedule of Investments (unaudited) (continued)
March 31, 2024 |
|
BlackRock Enhanced International Dividend Trust (BGY) |
OTC Options Written (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Description |
|
Counterparty |
|
Number of
Contracts |
|
|
Expiration
Date |
|
|
Exercise Price |
|
|
Notional
Amount (000) |
|
|
Value |
|
| Call (continued) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| BAE Systems PLC |
|
UBS AG |
|
|
246,300 |
|
|
|
04/09/24 |
|
|
GBP |
|
|
12.24 |
|
|
|
GBP |
|
|
|
3,326 |
|
|
|
$ (398,103 |
) |
| Koninklijke KPN NV |
|
UBS AG |
|
|
26,900 |
|
|
|
04/09/24 |
|
|
EUR |
|
|
3.25 |
|
|
|
EUR |
|
|
|
93 |
|
|
|
(6,552 |
) |
| RELX PLC |
|
UBS AG |
|
|
29,400 |
|
|
|
04/09/24 |
|
|
EUR |
|
|
40.06 |
|
|
|
EUR |
|
|
|
1,180 |
|
|
|
(17,706 |
) |
| Shell PLC |
|
Bank of America N.A. |
|
|
82,500 |
|
|
|
04/09/24 |
|
|
EUR |
|
|
30.89 |
|
|
|
EUR |
|
|
|
2,562 |
|
|
|
(36,190 |
) |
| Smith & Nephew PLC |
|
UBS AG |
|
|
95,400 |
|
|
|
04/09/24 |
|
|
GBP |
|
|
11.39 |
|
|
|
GBP |
|
|
|
946 |
|
|
|
(53 |
) |
| United Overseas Bank Ltd. |
|
Citibank N.A. |
|
|
74,200 |
|
|
|
04/09/24 |
|
|
SGD |
|
|
28.31 |
|
|
|
SGD |
|
|
|
2,178 |
|
|
|
(61,888 |
) |
| Wal-Mart de Mexico SAB de CV |
|
JPMorgan Chase Bank N.A. |
|
|
734,100 |
|
|
|
04/09/24 |
|
|
MXN |
|
|
76.28 |
|
|
|
MXN |
|
|
|
49,132 |
|
|
|
(5 |
) |
| Beiersdorf AG |
|
UBS AG |
|
|
28,000 |
|
|
|
04/10/24 |
|
|
EUR |
|
|
141.70 |
|
|
|
EUR |
|
|
|
3,779 |
|
|
|
(4,603 |
) |
| Prudential PLC |
|
UBS AG |
|
|
154,100 |
|
|
|
04/12/24 |
|
|
GBP |
|
|
8.71 |
|
|
|
GBP |
|
|
|
1,145 |
|
|
|
(93 |
) |
| Atlas Copco AB, A Shares |
|
Morgan Stanley & Co. International PLC |
|
|
129,800 |
|
|
|
04/16/24 |
|
|
SEK |
|
|
182.73 |
|
|
|
SEK |
|
|
|
23,465 |
|
|
|
(28,744 |
) |
| DBS Group Holdings Ltd. |
|
HSBC Bank PLC |
|
|
119,400 |
|
|
|
04/16/24 |
|
|
SGD |
|
|
33.16 |
|
|
|
SGD |
|
|
|
4,303 |
|
|
|
(216,510 |
) |
| Diageo PLC |
|
Goldman Sachs International |
|
|
76,600 |
|
|
|
04/16/24 |
|
|
GBP |
|
|
30.09 |
|
|
|
GBP |
|
|
|
2,246 |
|
|
|
(20,056 |
) |
| MTU Aero Engines AG |
|
Bank of America N.A. |
|
|
23,000 |
|
|
|
04/16/24 |
|
|
EUR |
|
|
218.58 |
|
|
|
EUR |
|
|
|
5,407 |
|
|
|
(426,281 |
) |
| United Overseas Bank Ltd. |
|
HSBC Bank PLC |
|
|
156,600 |
|
|
|
04/16/24 |
|
|
SGD |
|
|
28.48 |
|
|
|
SGD |
|
|
|
4,597 |
|
|
|
(117,158 |
) |
| Wal-Mart de Mexico SAB de CV |
|
Citibank N.A. |
|
|
734,000 |
|
|
|
04/16/24 |
|
|
MXN |
|
|
69.41 |
|
|
|
MXN |
|
|
|
49,125 |
|
|
|
(27,096 |
) |
| Prudential PLC |
|
UBS AG |
|
|
91,650 |
|
|
|
04/17/24 |
|
|
GBP |
|
|
8.48 |
|
|
|
GBP |
|
|
|
681 |
|
|
|
(632 |
) |
| Taiwan Semiconductor Manufacturing Co. Ltd. |
|
Bank of America N.A. |
|
|
97,000 |
|
|
|
04/17/24 |
|
|
TWD |
|
|
715.25 |
|
|
|
TWD |
|
|
|
74,368 |
|
|
|
(174,363 |
) |
| B3 SA - Brasil Bolsa Balcao |
|
Morgan Stanley & Co. International PLC |
|
|
768,100 |
|
|
|
04/23/24 |
|
|
BRL |
|
|
13.84 |
|
|
|
BRL |
|
|
|
9,210 |
|
|
|
(74,736 |
) |
| RELX PLC |
|
Goldman Sachs International |
|
|
89,000 |
|
|
|
04/23/24 |
|
|
EUR |
|
|
39.89 |
|
|
|
EUR |
|
|
|
3,573 |
|
|
|
(89,407 |
) |
| Shell PLC |
|
UBS AG |
|
|
51,600 |
|
|
|
04/23/24 |
|
|
EUR |
|
|
30.61 |
|
|
|
EUR |
|
|
|
1,602 |
|
|
|
(42,546 |
) |
| Asics Corp. |
|
Citibank N.A. |
|
|
68,000 |
|
|
|
04/24/24 |
|
|
JPY |
|
|
6,865.56 |
|
|
|
JPY |
|
|
|
487,299 |
|
|
|
(215,546 |
) |
| Asics Corp. |
|
Citibank N.A. |
|
|
2,400 |
|
|
|
04/24/24 |
|
|
JPY |
|
|
6,820.32 |
|
|
|
JPY |
|
|
|
17,199 |
|
|
|
(8,000 |
) |
| AstraZeneca PLC |
|
Morgan Stanley & Co. International PLC |
|
|
36,400 |
|
|
|
04/24/24 |
|
|
GBP |
|
|
104.21 |
|
|
|
GBP |
|
|
|
3,874 |
|
|
|
(189,520 |
) |
| FinecoBank Banca Fineco SpA |
|
UBS AG |
|
|
210,400 |
|
|
|
04/24/24 |
|
|
EUR |
|
|
13.38 |
|
|
|
EUR |
|
|
|
2,921 |
|
|
|
(155,838 |
) |
| Koninklijke KPN NV |
|
Goldman Sachs International |
|
|
468,550 |
|
|
|
04/24/24 |
|
|
EUR |
|
|
3.48 |
|
|
|
EUR |
|
|
|
1,624 |
|
|
|
(20,154 |
) |
| Novo Nordisk A/S, Class B |
|
Bank of America N.A. |
|
|
26,000 |
|
|
|
04/24/24 |
|
|
DKK |
|
|
880.65 |
|
|
|
DKK |
|
|
|
23,058 |
|
|
|
(100,814 |
) |
| Sanofi SA |
|
Morgan Stanley & Co. International PLC |
|
|
3,400 |
|
|
|
04/24/24 |
|
|
EUR |
|
|
89.75 |
|
|
|
EUR |
|
|
|
307 |
|
|
|
(9,267 |
) |
| Taiwan Semiconductor Manufacturing Co. Ltd. |
|
JPMorgan Chase Bank N.A. |
|
|
198,000 |
|
|
|
04/24/24 |
|
|
TWD |
|
|
751.90 |
|
|
|
TWD |
|
|
|
151,803 |
|
|
|
(199,649 |
) |
| Taylor Wimpey PLC |
|
Goldman Sachs International |
|
|
795,497 |
|
|
|
04/24/24 |
|
|
GBP |
|
|
1.42 |
|
|
|
GBP |
|
|
|
1,090 |
|
|
|
(19,870 |
) |
| Wal-Mart de Mexico SAB de CV |
|
Citibank N.A. |
|
|
466,300 |
|
|
|
04/24/24 |
|
|
MXN |
|
|
69.20 |
|
|
|
MXN |
|
|
|
31,209 |
|
|
|
(27,723 |
) |
| Air Liquide SA |
|
Morgan Stanley & Co. International PLC |
|
|
28,900 |
|
|
|
04/25/24 |
|
|
EUR |
|
|
190.11 |
|
|
|
EUR |
|
|
|
5,573 |
|
|
|
(158,920 |
) |
| Atlas Copco AB, A Shares |
|
UBS AG |
|
|
69,100 |
|
|
|
04/25/24 |
|
|
SEK |
|
|
181.53 |
|
|
|
SEK |
|
|
|
12,492 |
|
|
|
(21,260 |
) |
| Beiersdorf AG |
|
UBS AG |
|
|
28,000 |
|
|
|
04/25/24 |
|
|
EUR |
|
|
141.70 |
|
|
|
EUR |
|
|
|
3,779 |
|
|
|
(14,171 |
) |
| Diageo PLC |
|
Goldman Sachs International |
|
|
109,800 |
|
|
|
04/25/24 |
|
|
GBP |
|
|
30.56 |
|
|
|
GBP |
|
|
|
3,219 |
|
|
|
(28,183 |
) |
| Nestle SA, Registered Shares, Class N |
|
Goldman Sachs International |
|
|
35,000 |
|
|
|
04/25/24 |
|
|
CHF |
|
|
100.02 |
|
|
|
CHF |
|
|
|
3,354 |
|
|
|
(2,523 |
) |
| Taiwan Semiconductor Manufacturing Co. Ltd. |
|
Bank of America N.A. |
|
|
316,000 |
|
|
|
04/25/24 |
|
|
TWD |
|
|
728.22 |
|
|
|
TWD |
|
|
|
242,272 |
|
|
|
(481,710 |
) |
| ASML Holding NV |
|
Goldman Sachs International |
|
|
8,900 |
|
|
|
04/30/24 |
|
|
EUR |
|
|
905.27 |
|
|
|
EUR |
|
|
|
7,998 |
|
|
|
(313,580 |
) |
| Shell PLC |
|
Morgan Stanley & Co. International PLC |
|
|
64,600 |
|
|
|
04/30/24 |
|
|
EUR |
|
|
30.70 |
|
|
|
EUR |
|
|
|
2,006 |
|
|
|
(56,864 |
) |
| AstraZeneca PLC |
|
UBS AG |
|
|
36,400 |
|
|
|
05/02/24 |
|
|
GBP |
|
|
104.76 |
|
|
|
GBP |
|
|
|
3,874 |
|
|
|
(192,768 |
) |
| FinecoBank Banca Fineco SpA |
|
Morgan Stanley & Co. International PLC |
|
|
140,800 |
|
|
|
05/02/24 |
|
|
EUR |
|
|
13.19 |
|
|
|
EUR |
|
|
|
1,955 |
|
|
|
(134,798 |
) |
| Prudential PLC |
|
UBS AG |
|
|
90,300 |
|
|
|
05/02/24 |
|
|
GBP |
|
|
8.15 |
|
|
|
GBP |
|
|
|
671 |
|
|
|
(6,927 |
) |
| RELX PLC |
|
UBS AG |
|
|
69,000 |
|
|
|
05/02/24 |
|
|
EUR |
|
|
41.24 |
|
|
|
EUR |
|
|
|
2,770 |
|
|
|
(19,403 |
) |
| Smith & Nephew PLC |
|
Goldman Sachs International |
|
|
126,400 |
|
|
|
05/02/24 |
|
|
GBP |
|
|
10.66 |
|
|
|
GBP |
|
|
|
1,254 |
|
|
|
(10,620 |
) |
| Sony Group Corp. |
|
Société Générale |
|
|
32,500 |
|
|
|
05/02/24 |
|
|
JPY |
|
|
13,192.30 |
|
|
|
JPY |
|
|
|
421,881 |
|
|
|
(70,942 |
) |
| Symrise AG, Class A |
|
Bank of America N.A. |
|
|
30,200 |
|
|
|
05/02/24 |
|
|
EUR |
|
|
96.52 |
|
|
|
EUR |
|
|
|
3,351 |
|
|
|
(495,323 |
) |
| Assa Abloy AB, Class B |
|
Bank of America N.A. |
|
|
170,000 |
|
|
|
05/07/24 |
|
|
SEK |
|
|
302.51 |
|
|
|
SEK |
|
|
|
52,222 |
|
|
|
(148,483 |
) |
| Diageo PLC |
|
Goldman Sachs International |
|
|
38,600 |
|
|
|
05/07/24 |
|
|
GBP |
|
|
31.24 |
|
|
|
GBP |
|
|
|
1,132 |
|
|
|
(7,659 |
) |
| Keyence Corp. |
|
Bank of America N.A. |
|
|
12,000 |
|
|
|
05/07/24 |
|
|
JPY |
|
|
73,164.00 |
|
|
|
JPY |
|
|
|
843,358 |
|
|
|
(103,005 |
) |
| Novo Nordisk A/S, Class B |
|
JPMorgan Chase Bank N.A. |
|
|
26,000 |
|
|
|
05/07/24 |
|
|
DKK |
|
|
867.46 |
|
|
|
DKK |
|
|
|
23,058 |
|
|
|
(162,525 |
) |
| Sanofi SA |
|
Goldman Sachs International |
|
|
54,400 |
|
|
|
05/07/24 |
|
|
EUR |
|
|
92.50 |
|
|
|
EUR |
|
|
|
4,905 |
|
|
|
(112,087 |
) |
| Koninklijke KPN NV |
|
Goldman Sachs International |
|
|
501,000 |
|
|
|
05/10/24 |
|
|
EUR |
|
|
3.53 |
|
|
|
EUR |
|
|
|
1,737 |
|
|
|
(20,674 |
) |
| Taylor Wimpey PLC |
|
Bank of America N.A. |
|
|
375,900 |
|
|
|
05/10/24 |
|
|
GBP |
|
|
1.42 |
|
|
|
GBP |
|
|
|
515 |
|
|
|
(14,646 |
) |
| United Overseas Bank Ltd. |
|
Bank of America N.A. |
|
|
63,000 |
|
|
|
05/10/24 |
|
|
SGD |
|
|
28.56 |
|
|
|
SGD |
|
|
|
1,849 |
|
|
|
(24,820 |
) |
| Koninklijke KPN NV |
|
Goldman Sachs International |
|
|
501,000 |
|
|
|
05/14/24 |
|
|
EUR |
|
|
3.36 |
|
|
|
EUR |
|
|
|
1,737 |
|
|
|
(47,035 |
) |
| Assa Abloy AB, Class B |
|
Bank of America N.A. |
|
|
132,000 |
|
|
|
05/16/24 |
|
|
SEK |
|
|
323.32 |
|
|
|
SEK |
|
|
|
40,549 |
|
|
|
(32,192 |
) |
| Atlas Copco AB, A Shares |
|
Bank of America N.A. |
|
|
228,000 |
|
|
|
05/16/24 |
|
|
SEK |
|
|
191.27 |
|
|
|
SEK |
|
|
|
41,217 |
|
|
|
(44,778 |
) |
| Novo Nordisk A/S, Class B |
|
Goldman Sachs International |
|
|
26,600 |
|
|
|
05/16/24 |
|
|
DKK |
|
|
932.71 |
|
|
|
DKK |
|
|
|
23,591 |
|
|
|
(78,315 |
) |
| RELX PLC |
|
Goldman Sachs International |
|
|
46,100 |
|
|
|
05/16/24 |
|
|
EUR |
|
|
40.53 |
|
|
|
EUR |
|
|
|
1,851 |
|
|
|
(33,825 |
) |
| Sony Group Corp. |
|
Société Générale |
|
|
37,400 |
|
|
|
05/16/24 |
|
|
JPY |
|
|
13,622.44 |
|
|
|
JPY |
|
|
|
485,487 |
|
|
|
(67,697 |
) |
|
|
|
| S C H E D U L E O F
I N V E S T M E N T S |
|
3 |
|
|
|
| Schedule of Investments (unaudited) (continued)
March 31, 2024 |
|
BlackRock Enhanced International Dividend Trust (BGY) |
OTC Options Written (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Description |
|
Counterparty |
|
Number of
Contracts |
|
|
Expiration
Date |
|
|
Exercise Price |
|
|
Notional
Amount (000) |
|
|
Value |
|
| Call (continued) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Symrise AG, Class A |
|
Bank of America N.A. |
|
|
28,700 |
|
|
|
05/16/24 |
|
|
|
EUR |
|
|
|
113.50 |
|
|
|
EUR |
|
|
|
3,185 |
|
|
$ |
(65,890 |
) |
| Koninklijke KPN NV |
|
Goldman Sachs International |
|
|
534,000 |
|
|
|
05/29/24 |
|
|
|
EUR |
|
|
|
3.45 |
|
|
|
EUR |
|
|
|
1,851 |
|
|
|
(36,663 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
(7,671,607) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
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 Schedule of Investments above.
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
Level 1 |
|
|
Level 2 |
|
|
Level 3 |
|
|
Total |
|
| Assets |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Investments |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Long-Term Investments |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Common Stocks |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Brazil |
|
$ |
8,859,667 |
|
|
$ |
— |
|
|
$ |
— |
|
|
$ |
8,859,667 |
|
| Canada |
|
|
29,174,259 |
|
|
|
— |
|
|
|
— |
|
|
|
29,174,259 |
|
| Denmark |
|
|
— |
|
|
|
28,835,081 |
|
|
|
— |
|
|
|
28,835,081 |
|
| France |
|
|
— |
|
|
|
43,119,267 |
|
|
|
— |
|
|
|
43,119,267 |
|
| Germany |
|
|
— |
|
|
|
46,754,905 |
|
|
|
— |
|
|
|
46,754,905 |
|
| Hong Kong |
|
|
— |
|
|
|
7,347,546 |
|
|
|
— |
|
|
|
7,347,546 |
|
| India |
|
|
— |
|
|
|
13,644,302 |
|
|
|
419,920 |
|
|
|
14,064,222 |
|
| Indonesia |
|
|
— |
|
|
|
10,099,935 |
|
|
|
— |
|
|
|
10,099,935 |
|
| Italy |
|
|
— |
|
|
|
19,579,277 |
|
|
|
— |
|
|
|
19,579,277 |
|
| Japan |
|
|
— |
|
|
|
40,438,664 |
|
|
|
— |
|
|
|
40,438,664 |
|
| Mexico |
|
|
— |
|
|
|
17,305,899 |
|
|
|
— |
|
|
|
17,305,899 |
|
| Netherlands |
|
|
— |
|
|
|
61,185,552 |
|
|
|
— |
|
|
|
61,185,552 |
|
| Singapore |
|
|
— |
|
|
|
26,939,171 |
|
|
|
— |
|
|
|
26,939,171 |
|
| Sweden |
|
|
— |
|
|
|
35,287,769 |
|
|
|
— |
|
|
|
35,287,769 |
|
| Switzerland |
|
|
— |
|
|
|
13,810,581 |
|
|
|
— |
|
|
|
13,810,581 |
|
| Taiwan |
|
|
31,570,391 |
|
|
|
— |
|
|
|
— |
|
|
|
31,570,391 |
|
| United Kingdom |
|
|
— |
|
|
|
86,132,454 |
|
|
|
— |
|
|
|
86,132,454 |
|
| United States |
|
|
85,239,750 |
|
|
|
28,727,927 |
|
|
|
— |
|
|
|
113,967,677 |
|
| Short-Term Securities |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Money Market Funds |
|
|
3,868,203 |
|
|
|
— |
|
|
|
— |
|
|
|
3,868,203 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
$ |
158,712,270 |
|
|
$ |
479,208,330 |
|
|
$ |
419,920 |
|
|
$ |
638,340,520 |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Schedule of Investments (unaudited) (continued)
March 31, 2024 |
|
BlackRock Enhanced International Dividend Trust (BGY) |
Fair Value Hierarchy as of Period End (continued)
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
|
Level 1 |
|
|
Level 2 |
|
|
Level 3 |
|
|
Total |
|
|
|
|
|
|
| Derivative Financial Instruments(a) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Liabilities |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| Equity Contracts |
|
|
$ (1,047,049 |
) |
|
|
$ (8,378,688 |
) |
|
|
$ — |
|
|
|
$ (9,425,737 |
) |
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
|
| |
(a) |
Derivative financial instruments are options written. Options written are shown at value. |
|
|
|
|
| Currency Abbreviation |
|
|
| BRL |
|
Brazilian Real |
|
|
| CAD |
|
Canadian Dollar |
|
|
| CHF |
|
Swiss Franc |
|
|
| DKK |
|
Danish Krone |
|
|
| EUR |
|
Euro |
|
|
| GBP |
|
British Pound |
|
|
| JPY |
|
Japanese Yen |
|
|
| MXN |
|
Mexican Peso |
|
|
| SEK |
|
Swedish Krona |
|
|
| SGD |
|
Singapore Dollar |
|
|
| TWD |
|
New Taiwan Dollar |
|
|
| USD |
|
United States Dollar |
|
| Portfolio Abbreviation |
|
|
| SAB |
|
Special Assessment Bonds |
|
|
|
| S C H E D U L E O F
I N V E S T M E N T S |
|
5 |
BlackRock Enhanced Inter... (NYSE:BGY)
Historical Stock Chart
From May 2024 to Jun 2024
BlackRock Enhanced Inter... (NYSE:BGY)
Historical Stock Chart
From Jun 2023 to Jun 2024
