Form NPORT-P - Monthly Portfolio Investments Report on Form N-PORT (Public)

Consolidated Schedule of Investments (unaudited) March 31, 2024		BlackRock Enhanced Equity Dividend Trust (BDJ) (Percentages shown are based on Net Assets)

 

Security		Shares				Value
Common Stocks
Aerospace & Defense(a) — 3.6%
L3Harris Technologies, Inc.(b)			175,789			$	37,460,636
RTX Corp.			261,976				25,550,519
							63,011,155
Automobile Components — 0.4%
Lear Corp.			46,545				6,743,440
Automobiles — 2.6%
General Motors Co.(a)(b)			991,914				44,983,300
Banks — 12.2%
Bank of America Corp.			306,538				11,623,921
Citigroup, Inc.(a)			945,332				59,782,796
Citizens Financial Group, Inc.			342,877				12,443,006
First Citizens BancShares, Inc., Class A			25,382				41,499,570
JPMorgan Chase & Co.(a)			119,166				23,868,950
Wells Fargo & Co.(a)			1,070,108				62,023,459
							211,241,702
Beverages — 1.1%
Diageo PLC			112,930				4,178,660
Keurig Dr. Pepper, Inc.			355,848				10,913,858
Pernod Ricard SA			27,360				4,429,147
							19,521,665
Broadline Retail — 0.4%
Alibaba Group Holding Ltd.			682,600				6,172,633
Building Products — 1.6%
Allegion PLC			101,915				13,728,970
Johnson Controls International PLC			227,500				14,860,300
							28,589,270
Capital Markets — 3.2%
Carlyle Group, Inc.			8,847				415,013
Charles Schwab Corp.			132,930				9,616,156
Goldman Sachs Group, Inc.			22,001				9,189,598
Intercontinental Exchange, Inc.			122,800				16,876,404
Raymond James Financial, Inc.			71,561				9,189,863
UBS Group AG, Registered Shares			310,900				9,572,898
							54,859,932
Chemicals — 0.6%
International Flavors & Fragrances, Inc.			124,174				10,677,722
Communications Equipment — 1.5%
Cisco Systems, Inc.(a)			506,153				25,262,096
Consumer Finance — 0.5%
American Express Co.			36,979				8,419,749
Consumer Staples Distribution & Retail — 1.4%
Dollar General Corp.(b)			154,299				24,079,902
Containers & Packaging — 1.4%
Sealed Air Corp.(b)			670,256				24,933,523
Diversified Telecommunication Services — 2.4%
AT&T, Inc.			805,639				14,179,245
Verizon Communications, Inc.(b)			640,705				26,883,982
							41,063,227
Electric Utilities — 2.9%
American Electric Power Co., Inc.			228,848				19,703,813
Edison International			93,710				6,628,108

Security		Shares				Value
Electric Utilities (continued)
Exelon Corp.			304,278			$	11,431,724
PG&E Corp.			743,481				12,460,742
							50,224,387
Financial Services — 5.3%
AP Arsenal Co. Invest LP(c)(d)			15,830,106				15,038,601
Equitable Holdings, Inc.			221,475				8,418,265
Fidelity National Information Services, Inc.(b)			560,009				41,541,468
Visa, Inc., Class A			93,703				26,150,633
							91,148,967
Food Products — 2.2%
Kraft Heinz Co.(a)(b)			1,051,476				38,799,464
Health Care Equipment & Supplies — 5.0%
Baxter International, Inc.(a)			808,725				34,564,907
Koninklijke Philips NV(d)			808,609				16,183,456
Medtronic PLC			405,012				35,296,796
							86,045,159
Health Care Providers & Services — 7.4%
Cardinal Health, Inc.			255,203				28,557,216
Cencora, Inc.			33,859				8,227,398
Cigna Group			62,714				22,777,098
CVS Health Corp.			87,689				6,994,075
Elevance Health, Inc.(a)			56,741				29,422,478
Humana, Inc.			35,572				12,333,524
Laboratory Corp. of America Holdings(a)			89,003				19,443,595
							127,755,384
Household Durables — 1.8%
Newell Brands, Inc.			851,774				6,839,746
Panasonic Holdings Corp.			957,900				9,141,968
Sony Group Corp.			174,900				14,997,801
							30,979,515
Industrial Conglomerates — 0.3%
Siemens AG, Class N, Registered Shares			24,358				4,650,889
Insurance — 6.5%
American International Group, Inc.(a)			685,008				53,547,076
Fidelity National Financial, Inc., Class A			340,543				18,082,833
First American Financial Corp.			28,966				1,768,374
Prudential PLC			850,940				7,980,600
Willis Towers Watson PLC			115,513				31,766,075
							113,144,958
IT Services — 1.2%
Cognizant Technology Solutions Corp., Class A(a)			275,145				20,165,377
Leisure Products — 0.6%
Hasbro, Inc.			175,583				9,923,951
Life Sciences Tools & Services — 1.2%
Fortrea Holdings, Inc.(d)			201,255				8,078,376
Thermo Fisher Scientific, Inc.			23,215				13,492,790
							21,571,166
Machinery — 2.3%
CNH Industrial NV			792,914				10,276,165
Komatsu Ltd.			214,900				6,359,056
Stanley Black & Decker, Inc.			84,718				8,296,434
Westinghouse Air Brake Technologies Corp.			98,063				14,285,818
							39,217,473
Media — 2.9%
Comcast Corp., Class A(a)			732,140				31,738,269

 

 

 

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		1

---

Consolidated Schedule of Investments (unaudited) (continued) March 31, 2024		BlackRock Enhanced Equity Dividend Trust (BDJ) (Percentages shown are based on Net Assets)

 

Security		Shares				Value
Media (continued)
Fox Corp., Class A			370,323			$	11,580,000
WPP PLC			714,870				6,774,915
							50,093,184
Multi-Utilities — 1.3%
Public Service Enterprise Group, Inc.			112,736				7,528,510
Sempra			218,525				15,696,651
							23,225,161
Oil, Gas & Consumable Fuels — 8.5%
BP PLC			6,488,818				40,707,110
Chevron Corp.			127,530				20,116,582
Enterprise Products Partners LP(a)			604,554				17,640,886
Formentera Partners Fund II LP(c)(d)(e)			—	(f)			11,559,136
Shell PLC			1,127,484				37,409,323
Suncor Energy, Inc.			508,033				18,751,498
							146,184,535
Personal Care Products — 1.5%
Unilever PLC, ADR(a)			513,551				25,775,125
Pharmaceuticals — 4.4%
AstraZeneca PLC			92,661				12,448,429
Bayer AG, Class N, Registered Shares			374,484				11,468,408
Bristol-Myers Squibb Co.			90,014				4,881,459
Eli Lilly & Co.			21,778				16,942,413
Pfizer, Inc.			136,975				3,801,056
Sanofi SA			279,265				27,168,134
							76,709,899
Professional Services — 4.1%
Leidos Holdings, Inc.(a)			261,780				34,316,740
SS&C Technologies Holdings, Inc.			569,576				36,663,607
							70,980,347
Residential REITs — 0.5%
Mid-America Apartment Communities, Inc.			64,540				8,492,173
Semiconductors & Semiconductor Equipment — 3.0%
Micron Technology, Inc.(b)			367,540				43,329,291
Taiwan Semiconductor Manufacturing Co. Ltd., ADR			60,289				8,202,318
							51,531,609
Software — 1.3%
Microsoft Corp.			55,702				23,434,945
Specialized REITs — 0.6%
Crown Castle, Inc.			92,952				9,837,110
Specialty Retail — 0.4%
Ross Stores, Inc.			44,528				6,534,929
Textiles, Apparel & Luxury Goods — 0.8%
Swatch Group AG			20,150				4,700,634
Tapestry, Inc.			190,220				9,031,645
							13,732,279

Security		Shares				Value
Tobacco — 1.3%
British American Tobacco PLC, ADR			762,658			$	23,261,069
Wireless Telecommunication Services — 0.0%
Rogers Communications, Inc., Class B			8,721				357,326
Total Common Stocks — 100.2% (Cost: $1,379,129,999)							1,733,335,697
Preferred Securities
Preferred Stocks — 0.5%
Household Products — 0.5%
Henkel AG & Co. KGaA			103,775				8,341,020
							8,341,020
Total Preferred Securities — 0.5% (Cost: $8,162,813)							8,341,020
Total Long-Term Investments — 100.7% (Cost: $1,387,292,812)							1,741,676,717
Short-Term Securities
Money Market Funds — 1.2%
BlackRock Liquidity Funds, T-Fund, Institutional Class, 5.19%(g)(h)			20,324,852				20,324,852
Total Short-Term Securities — 1.2% (Cost: $20,324,852)							20,324,852
Total Investments Before Options Written — 101.9% (Cost: $1,407,617,664)							1,762,001,569
Options Written — (2.0)% (Premiums Received: $(23,782,440))							(34,885,814	)
Total Investments, Net of Options Written — 99.9% (Cost: $1,383,835,224)							1,727,115,755
Other Assets Less Liabilities — 0.1%							1,584,622
Net Assets — 100.0%						$	1,728,700,377

 

(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)	Security is valued using significant unobservable inputs and is classified as Level 3 in the fair value hierarchy.

(d)	Non-income producing security.

(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 purposes of this report, industry and sector sub-classifications may differ from those utilized by the Trust for compliance purposes.

 

 

2

---

Consolidated Schedule of Investments (unaudited) (continued) March 31, 2024		BlackRock Enhanced Equity Dividend Trust (BDJ)

 

Affiliates

Investments in issuers considered to be affiliate(s) of the Trust during the period ended March 31, 2024 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:

 

Affiliated Issuer		Value at 12/31/23				Purchases at Cost				Proceeds from Sales				Net Realized Gain (Loss)				Change in Unrealized Appreciation (Depreciation)				Value at 03/31/24				Shares Held at 03/31/24				Income				Capital Gain Distributions from Underlying Funds
BlackRock Cash Funds: Institutional, SL Agency Shares(a)		$	—			$	4	(b)		$	—			$	(4	)		$	—			$	—				—			$	3	(c)		$	—
BlackRock Liquidity Funds, T-Fund, Institutional Class			5,204,534				15,120,318	(b)			—				—				—				20,324,852				20,324,852				361,471				—
														$	(4	)		$	—			$	20,324,852							$	361,474			$	—

 

(a)

As of period end, the entity is no longer held.

(b)

Represents net amount purchased (sold).

(c)

All or a portion represents securities lending income earned from the reinvestment of cash collateral from loaned securities, net of fees and collateral investment expenses, and other payments to and from borrowers of securities.

Derivative Financial Instruments Outstanding as of Period End

Exchange-Traded Options Written

 

Description		Number of Contracts				Expiration Date				Exercise Price						Notional Amount (000)						Value
Call
Cencora, Inc.			129				04/01/24			USD			218.00			USD			3,135			$	(324,211	)
British American Tobacco PLC, ADR			1,075				04/03/24			USD			30.50			USD			3,279				(27,702	)
Fidelity National Financial, Inc., Class A			919				04/03/24			USD			53.50			USD			4,880				(60,797	)
American International Group, Inc.			1,155				04/05/24			USD			73.00			USD			9,029				(617,925	)
AT&T, Inc.			1,237				04/05/24			USD			17.00			USD			2,177				(81,642	)
Baxter International, Inc.			590				04/05/24			USD			44.00			USD			2,522				(4,425	)
Cisco Systems, Inc.			1,193				04/05/24			USD			49.00			USD			5,954				(107,966	)
Comcast Corp., Class A			611				04/05/24			USD			44.00			USD			2,649				(7,943	)
Fidelity National Information Services, Inc.			698				04/05/24			USD			69.00			USD			5,178				(362,960	)
Fox Corp., Class A			772				04/05/24			USD			30.00			USD			2,414				(71,410	)
Humana, Inc.			23				04/05/24			USD			380.00			USD			797				(1,323	)
JPMorgan Chase & Co.			223				04/05/24			USD			190.00			USD			4,467				(245,300	)
Kraft Heinz Co.			1,728				04/05/24			USD			37.00			USD			6,376				(39,744	)
Medtronic PLC			330				04/05/24			USD			87.00			USD			2,876				(25,410	)
Pfizer, Inc.			116				04/05/24			USD			28.00			USD			322				(2,552	)
PG&E Corp.			689				04/05/24			USD			17.00			USD			1,155				(5,512	)
Ross Stores, Inc.			28				04/05/24			USD			152.50			USD			411				(280	)
Suncor Energy, Inc.			589				04/05/24			USD			35.00			USD			2,174				(122,512	)
Tapestry, Inc.			236				04/05/24			USD			50.00			USD			1,121				(2,360	)
Verizon Communications, Inc.			658				04/05/24			USD			41.00			USD			2,761				(70,077	)
British American Tobacco PLC, ADR			1,058				04/10/24			USD			30.50			USD			3,227				(41,028	)
AT&T, Inc.			968				04/12/24			USD			17.50			USD			1,704				(24,200	)
Cigna Group			149				04/12/24			USD			345.00			USD			5,412				(294,275	)
Cisco Systems, Inc.			1,201				04/12/24			USD			51.00			USD			5,994				(13,211	)
Dollar General Corp.			105				04/12/24			USD			160.00			USD			1,639				(15,173	)
Enterprise Products Partners LP			632				04/12/24			USD			28.00			USD			1,844				(69,204	)
Medtronic PLC			522				04/12/24			USD			86.00			USD			4,549				(95,004	)
Microsoft Corp.			16				04/12/24			USD			415.00			USD			673				(15,600	)
Ross Stores, Inc.			18				04/12/24			USD			152.50			USD			264				(360	)
Tapestry, Inc.			340				04/12/24			USD			50.00			USD			1,614				(8,500	)
Visa, Inc., Class A			161				04/12/24			USD			285.00			USD			4,493				(18,113	)
Allegion PLC			99				04/19/24			USD			140.00			USD			1,334				(8,663	)
American Electric Power Co., Inc.			793				04/19/24			USD			78.47			USD			6,828				(635,850	)
American Express Co.			86				04/19/24			USD			210.00			USD			1,958				(162,325	)
American International Group, Inc.			942				04/19/24			USD			72.50			USD			7,364				(598,170	)
British American Tobacco PLC, ADR			986				04/19/24			USD			31.00			USD			3,007				(27,115	)
Cardinal Health, Inc.			502				04/19/24			USD			110.00			USD			5,617				(180,720	)
Charles Schwab Corp.			266				04/19/24			USD			70.00			USD			1,924				(92,435	)
Chevron Corp.			83				04/19/24			USD			155.00			USD			1,309				(36,520	)

 

 

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		3

---

Consolidated Schedule of Investments (unaudited) (continued) March 31, 2024		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)
Cigna Group			43				04/19/24			USD			340.00			USD			1,562			$	(110,725	)
Cisco Systems, Inc.			388				04/19/24			USD			50.00			USD			1,937				(19,594	)
Citigroup, Inc.			518				04/19/24			USD			57.50			USD			3,276				(315,980	)
Citizens Financial Group, Inc.			689				04/19/24			USD			35.00			USD			2,500				(134,355	)
CNH Industrial NV			2,892				04/19/24			USD			12.50			USD			3,748				(173,520	)
Comcast Corp., Class A			637				04/19/24			USD			42.50			USD			2,761				(78,032	)
CVS Health Corp.			190				04/19/24			USD			80.00			USD			1,515				(30,875	)
Dollar General Corp.			483				04/19/24			USD			145.00			USD			7,538				(575,977	)
Edison International			168				04/19/24			USD			67.50			USD			1,188				(65,520	)
Edison International			76				04/19/24			USD			70.00			USD			538				(12,920	)
Elevance Health, Inc.			116				04/19/24			USD			510.00			USD			6,015				(200,100	)
Eli Lilly & Co.			91				04/19/24			USD			740.00			USD			7,079				(417,462	)
Enterprise Products Partners LP			632				04/19/24			USD			28.00			USD			1,844				(78,368	)
Exelon Corp.			532				04/19/24			USD			38.00			USD			1,999				(21,280	)
Exelon Corp.			245				04/19/24			USD			35.00			USD			920				(77,175	)
First American Financial Corp.			78				04/19/24			USD			60.17			USD			476				(17,863	)
First Citizens BancShares, Inc., Class A			70				04/19/24			USD			1,550.00			USD			11,445				(675,150	)
Fortrea Holdings, Inc.			537				04/19/24			USD			40.00			USD			2,156				(76,522	)
Fox Corp., Class A			632				04/19/24			USD			33.00			USD			1,976				(9,480	)
General Motors Co.			541				04/19/24			USD			39.00			USD			2,453				(351,650	)
Hasbro, Inc.			397				04/19/24			USD			57.50			USD			2,244				(47,640	)
Humana, Inc.			63				04/19/24			USD			355.00			USD			2,184				(46,620	)
Intercontinental Exchange, Inc.			252				04/19/24			USD			136.92			USD			3,463				(54,758	)
International Flavors & Fragrances, Inc.			345				04/19/24			USD			85.50			USD			2,967				(82,700	)
JPMorgan Chase & Co.			134				04/19/24			USD			190.00			USD			2,684				(146,395	)
Keurig Dr. Pepper, Inc.			300				04/19/24			USD			30.00			USD			920				(30,000	)
L3Harris Technologies, Inc.			526				04/19/24			USD			213.71			USD			11,209				(209,259	)
Laboratory Corp. of America Holdings			182				04/19/24			USD			228.25			USD			3,976				(22,055	)
Lear Corp.			258				04/19/24			USD			145.00			USD			3,738				(90,300	)
Leidos Holdings, Inc.			514				04/19/24			USD			130.00			USD			6,738				(136,210	)
Microsoft Corp.			9				04/19/24			USD			415.00			USD			379				(10,013	)
Mid-America Apartment Communities, Inc.			170				04/19/24			USD			130.00			USD			2,237				(43,350	)
Newell Brands, Inc.			1,242				04/19/24			USD			8.00			USD			997				(40,365	)
Pfizer, Inc.			386				04/19/24			USD			29.00			USD			1,071				(7,334	)
Raymond James Financial, Inc.			196				04/19/24			USD			125.00			USD			2,517				(95,060	)
RTX Corp.			764				04/19/24			USD			91.25			USD			7,451				(536,267	)
Sempra			586				04/19/24			USD			72.50			USD			4,209				(54,205	)
SS&C Technologies Holdings, Inc.			1,621				04/19/24			USD			63.95			USD			10,434				(255,175	)
Suncor Energy, Inc.			815				04/19/24			USD			36.00			USD			3,008				(109,210	)
Taiwan Semiconductor Manufacturing Co. Ltd., ADR			192				04/19/24			USD			115.00			USD			2,612				(418,560	)
Thermo Fisher Scientific, Inc.			22				04/19/24			USD			570.00			USD			1,279				(41,580	)
Thermo Fisher Scientific, Inc.			53				04/19/24			USD			600.00			USD			3,080				(21,730	)
Unilever PLC, ADR			1,022				04/19/24			USD			50.00			USD			5,129				(86,870	)
Unilever PLC, ADR			273				04/19/24			USD			51.22			USD			1,370				(7,108	)
Verizon Communications, Inc.			1,233				04/19/24			USD			41.00			USD			5,174				(141,795	)
Visa, Inc., Class A			13				04/19/24			USD			280.00			USD			363				(4,940	)
Visa, Inc., Class A			89				04/19/24			USD			292.50			USD			2,484				(3,783	)
Wells Fargo & Co.			2,050				04/19/24			USD			52.50			USD			11,882				(1,178,750	)
Westinghouse Air Brake Technologies Corp			191				04/19/24			USD			140.00			USD			2,782				(125,105	)
Willis Towers Watson PLC			305				04/19/24			USD			280.00			USD			8,388				(71,675	)
Tapestry, Inc.			182				04/24/24			USD			48.00			USD			864				(23,079	)
American Express Co.			31				04/26/24			USD			225.00			USD			706				(25,963	)
American International Group, Inc			936				04/26/24			USD			75.00			USD			7,317				(477,360	)
AT&T, Inc.			1,089				04/26/24			USD			17.50			USD			1,917				(47,916	)
Bank of America Corp.			807				04/26/24			USD			36.00			USD			3,060				(188,434	)
Baxter International, Inc.			593				04/26/24			USD			42.00			USD			2,534				(136,390	)
Cardinal Health, Inc.			503				04/26/24			USD			117.00			USD			5,629				(51,558	)
Charles Schwab Corp.			266				04/26/24			USD			69.00			USD			1,924				(139,650	)
Chevron Corp.			140				04/26/24			USD			160.00			USD			2,208				(33,530	)
Citigroup, Inc.			673				04/26/24			USD			58.00			USD			4,256				(390,340	)
Comcast Corp., Class A			1,527				04/26/24			USD			44.00			USD			6,620				(149,646	)
Eli Lilly & Co.			12				04/26/24			USD			810.00			USD			934				(14,580	)

 

 

4

---

Consolidated Schedule of Investments (unaudited) (continued) March 31, 2024		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)
Enterprise Products Partners LP			1,113				04/26/24			USD			28.25			USD			3,248			$	(88,522	)
Fidelity National Information Services, Inc.			819				04/26/24			USD			69.00			USD			6,075				(487,305	)
General Motors Co.			827				04/26/24			USD			44.00			USD			3,750				(193,518	)
JPMorgan Chase & Co.			164				04/26/24			USD			195.00			USD			3,285				(123,410	)
Kraft Heinz Co.			1,823				04/26/24			USD			36.00			USD			6,727				(210,556	)
Medtronic PLC			738				04/26/24			USD			86.00			USD			6,432				(181,917	)
Micron Technology, Inc.			548				04/26/24			USD			99.00			USD			6,460				(1,059,010	)
Microsoft Corp.			174				04/26/24			USD			425.00			USD			7,321				(152,250	)
Pfizer, Inc.			251				04/26/24			USD			29.00			USD			697				(6,777	)
PG&E Corp..			1,222				04/26/24			USD			17.00			USD			2,048				(39,104	)
Suncor Energy, Inc.			648				04/26/24			USD			37.00			USD			2,392				(57,672	)
Taiwan Semiconductor Manufacturing Co. Ltd., ADR			139				04/26/24			USD			152.50			USD			1,891				(22,866	)
Thermo Fisher Scientific, Inc.			53				04/26/24			USD			600.00			USD			3,080				(33,655	)
Verizon Communications, Inc.			438				04/26/24			USD			41.00			USD			1,838				(60,882	)
Visa, Inc., Class A			91				04/26/24			USD			280.00			USD			2,540				(55,282	)
AT&T, Inc.			1,137				05/03/24			USD			17.50			USD			2,001				(52,871	)
Baxter International, Inc.			593				05/03/24			USD			42.66			USD			2,534				(119,695	)
Cardinal Health, Inc.			398				05/03/24			USD			114.00			USD			4,454				(95,520	)
Charles Schwab Corp.			199				05/03/24			USD			74.00			USD			1,440				(34,029	)
Chevron Corp.			478				05/03/24			USD			160.00			USD			7,540				(141,010	)
Citigroup, Inc.			692				05/03/24			USD			62.00			USD			4,376				(191,684	)
Comcast Corp., Class A			1,251				05/03/24			USD			44.00			USD			5,423				(146,367	)
CVS Health Corp.			292				05/03/24			USD			81.00			USD			2,329				(54,020	)
Dollar General Corp.			260				05/03/24			USD			160.00			USD			4,058				(87,100	)
Goldman Sachs Group, Inc.			121				05/03/24			USD			425.00			USD			5,054				(111,622	)
Humana, Inc.			109				05/03/24			USD			360.00			USD			3,779				(109,545	)
JPMorgan Chase & Co.			134				05/03/24			USD			200.00			USD			2,684				(67,000	)
Kraft Heinz Co.			2,232				05/03/24			USD			38.00			USD			8,236				(107,136	)
Medtronic PLC			317				05/03/24			USD			85.00			USD			2,763				(101,757	)
Micron Technology, Inc.			547				05/03/24			USD			119.00			USD			6,449				(294,012	)
Microsoft Corp.			107				05/03/24			USD			430.00			USD			4,502				(112,350	)
PG&E Corp.			1,033				05/03/24			USD			17.00			USD			1,731				(31,507	)
Ross Stores, Inc.			198				05/03/24			USD			148.00			USD			2,906				(54,945	)
Tapestry, Inc.			210				05/03/24			USD			48.00			USD			997				(32,025	)
Verizon Communications, Inc.			597				05/03/24			USD			43.00			USD			2,505				(27,462	)
Visa, Inc., Class A			161				05/03/24			USD			290.00			USD			4,493				(54,096	)
Baxter International, Inc.			729				05/10/24			USD			43.41			USD			3,116				(153,382	)
Citigroup, Inc.			836				05/10/24			USD			63.00			USD			5,287				(239,514	)
General Motors Co.			827				05/10/24			USD			45.00			USD			3,750				(182,353	)
Allegion PLC			461				05/17/24			USD			133.65			USD			6,210				(286,031	)
American Electric Power Co., Inc.			465				05/17/24			USD			87.50			USD			4,004				(80,212	)
American Express Co.			86				05/17/24			USD			230.00			USD			1,958				(67,510	)
American International Group, Inc.			734				05/17/24			USD			75.00			USD			5,738				(374,340	)
Bank of America Corp.			878				05/17/24			USD			37.00			USD			3,329				(172,966	)
Baxter International, Inc.			729				05/17/24			USD			45.00			USD			3,116				(69,255	)
British American Tobacco PLC, ADR			1,075				05/17/24			USD			31.00			USD			3,279				(64,500	)
Cigna Group			152				05/17/24			USD			350.00			USD			5,520				(337,440	)
Citigroup, Inc.			1,062				05/17/24			USD			60.00			USD			6,716				(472,590	)
CNH Industrial NV			1,469				05/17/24			USD			12.55			USD			1,904				(111,521	)
Cognizant Technology Solutions Corp., Class A			945				05/17/24			USD			77.50			USD			6,926				(89,775	)
Edison International			179				05/17/24			USD			68.26			USD			1,266				(70,736	)
Edison International			84				05/17/24			USD			70.62			USD			594				(19,584	)
Elevance Health, Inc.			93				05/17/24			USD			520.00			USD			4,822				(159,960	)
Eli Lilly & Co.			16				05/17/24			USD			800.00			USD			1,245				(47,800	)
Enterprise Products Partners LP			949				05/17/24			USD			29.00			USD			2,769				(56,465	)
Exelon Corp.			896				05/17/24			USD			37.76			USD			3,366				(82,430	)
Fidelity National Financial, Inc., Class A			953				05/17/24			USD			50.00			USD			5,060				(495,560	)
Fidelity National Information Services, Inc.			723				05/17/24			USD			70.00			USD			5,363				(390,420	)
First American Financial Corp.			81				05/17/24			USD			60.00			USD			495				(23,693	)
First Citizens BancShares, Inc., Class A			69				05/17/24			USD			1,600.00			USD			11,282				(668,610	)
Fortrea Holdings, Inc.			569				05/17/24			USD			35.00			USD			2,284				(335,710	)
Fox Corp., Class A			632				05/17/24			USD			31.00			USD			1,976				(97,960	)

 

 

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		5

---

Consolidated Schedule of Investments (unaudited) (continued) March 31, 2024		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)
General Motors Co.			1,772				05/17/24			USD			44.00			USD			8,036			$	(491,730	)
Hasbro, Inc.			568				05/17/24			USD			57.50			USD			3,210				(146,260	)
Intercontinental Exchange, Inc.			423				05/17/24			USD			139.16			USD			5,813				(118,157	)
International Flavors & Fragrances, Inc.			337				05/17/24			USD			87.50			USD			2,898				(114,580	)
Johnson Controls International PLC			435				05/17/24			USD			67.50			USD			2,841				(66,337	)
Johnson Controls International PLC			381				05/17/24			USD			62.58			USD			2,489				(157,086	)
Keurig Dr. Pepper, Inc.			300				05/17/24			USD			31.00			USD			920				(29,250	)
L3Harris Technologies, Inc.			440				05/17/24			USD			216.00			USD			9,376				(227,766	)
Laboratory Corp. of America Holdings			310				05/17/24			USD			216.00			USD			6,772				(258,266	)
Leidos Holdings, Inc.			926				05/17/24			USD			128.10			USD			12,139				(603,216	)
Medtronic PLC			320				05/17/24			USD			85.00			USD			2,789				(122,400	)
Micron Technology, Inc.			274				05/17/24			USD			95.00			USD			3,230				(650,750	)
Micron Technology, Inc.			274				05/17/24			USD			115.00			USD			3,230				(230,160	)
Mid-America Apartment Communities, Inc.			184				05/17/24			USD			135.00			USD			2,421				(55,660	)
PG&E Corp.			1,145				05/17/24			USD			17.00			USD			1,919				(54,388	)
Raymond James Financial, Inc.			196				05/17/24			USD			125.00			USD			2,517				(131,320	)
RTX Corp.			676				05/17/24			USD			95.00			USD			6,593				(319,410	)
Sealed Air Corp.			550				05/17/24			USD			37.50			USD			2,046				(99,000	)
Sempra			615				05/17/24			USD			73.20			USD			4,418				(91,116	)
SS&C Technologies Holdings, Inc.			1,511				05/17/24			USD			65.00			USD			9,726				(309,755	)
Suncor Energy, Inc.			742				05/17/24			USD			37.00			USD			2,739				(101,654	)
Tapestry, Inc.			78				05/17/24			USD			50.00			USD			370				(12,090	)
Unilever PLC, ADR			1,527				05/17/24			USD			51.22			USD			7,664				(103,537	)
Verizon Communications, Inc.			597				05/17/24			USD			41.00			USD			2,505				(97,311	)
Wells Fargo & Co.			2,232				05/17/24			USD			57.50			USD			12,937				(535,680	)
Westinghouse Air Brake Technologies Corp.			348				05/17/24			USD			145.00			USD			5,070				(179,220	)
Willis Towers Watson PLC			330				05/17/24			USD			280.00			USD			9,075				(231,000	)
Cognizant Technology Solutions Corp., Class A			569				06/21/24			USD			77.50			USD			4,170				(103,842	)
Elevance Health, Inc.			103				06/21/24			USD			530.00			USD			5,341				(170,465	)
Johnson Controls International PLC			435				06/21/24			USD			67.50			USD			2,841				(95,700	)
Keurig Dr. Pepper, Inc.			300				06/21/24			USD			31.04			USD			920				(36,203	)
Micron Technology, Inc.			378				06/21/24			USD			120.00			USD			4,456				(322,245	)
																						$	(29,972,673	)

OTC Options Written

 

Description		Counterparty		Number of Contracts				Expiration Date				Exercise Price						Notional Amount (000)						Value
Call
BP PLC		UBS AG			855,000				04/02/24			GBP			4.81			GBP			4,250			$	(162,464	)
Prudential PLC		UBS AG			215,400				04/02/24			GBP			8.75			GBP			1,601				—
Shell PLC		UBS AG			90,800				04/02/24			GBP			25.38			GBP			2,387				(103,714	)
Sony Group Corp.		JPMorgan Chase Bank N.A.			44,200				04/02/24			JPY			15,204.00			JPY			573,758				(1	)
Bayer AG, Registered Shares, Class N		Goldman Sachs International			135,700				04/03/24			EUR			29.39			EUR			3,852				(7,916	)
Koninklijke Philips NV		UBS AG			130,500				04/03/24			EUR			19.17			EUR			2,421				(6,157	)
Panasonic Holdings Corp.		JPMorgan Chase Bank N.A.			111,200				04/03/24			JPY			1,430.56			JPY			160,654				(17,324	)
Pernod Ricard SA		Goldman Sachs International			7,500				04/03/24			EUR			162.95			EUR			1,125				(12	)
Swatch Group AG		Goldman Sachs International			5,500				04/03/24			CHF			216.26			CHF			1,157				(3,231	)
Public Service Enterprise Group, Inc.		JPMorgan Chase Bank N.A.			57,700				04/08/24			USD			59.77			USD			3,853				(410,489	)
Bayer AG, Registered Shares, Class N		Morgan Stanley & Co. International PLC			72,500				04/09/24			EUR			29.93			EUR			2,058				(5,625	)
Koninklijke Philips NV		Morgan Stanley & Co. International PLC			109,000				04/09/24			EUR			20.43			EUR			2,022				(886	)
Newell Brands, Inc.		Morgan Stanley & Co. International PLC			106,200				04/09/24			USD			8.89			USD			853				(2,268	)
Panasonic Holdings Corp.		Société Générale			170,000				04/09/24			JPY			1,429.40			JPY			245,605				(36,002	)
Crown Castle, Inc.		JPMorgan Chase Bank N.A.			31,300				04/10/24			USD			109.49			USD			3,312				(30,125	)
Sealed Air Corp.		Goldman Sachs International			61,300				04/10/24			USD			35.48			USD			2,280				(121,493	)
Prudential PLC		UBS AG			77,900				04/12/24			GBP			8.48			GBP			579				(184	)
Diageo PLC		Goldman Sachs International			62,100				04/16/24			GBP			30.09			GBP			1,821				(16,260	)
Komatsu Ltd.		BNP Paribas SA			60,700				04/16/24			JPY			4,478.22			JPY			271,903				(29,499	)
Pernod Ricard SA		Goldman Sachs International			7,500				04/16/24			EUR			162.97			EUR			1,125				(1,432	)
Shell PLC		Goldman Sachs International			269,100				04/16/24			GBP			25.11			GBP			7,074				(438,766	)

 

 

6

---

Consolidated Schedule of Investments (unaudited) (continued) March 31, 2024		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)
Swatch Group AG		Bank of America N.A.			5,500				04/16/24				CHF				216.55				CHF				1,157			$	(12,555	)
UBS Group AG, Registered Shares		Morgan Stanley & Co. International PLC			83,200				04/16/24				CHF				25.42				CHF				2,310				(221,322	)
Alibaba Group Holding Ltd.		Bank of America N.A.			131,900				04/17/24				HKD				79.22				HKD				9,336				(2,042	)
Prudential PLC		UBS AG			38,950				04/17/24				GBP				8.48				GBP				289				(268	)
Komatsu Ltd.		BNP Paribas SA			57,400				04/23/24				JPY				4,493.84				JPY				257,120				(32,365	)
AstraZeneca PLC		Morgan Stanley & Co. International PLC			25,800				04/24/24				GBP				104.21				GBP				2,746				(134,330	)
Henkel AG & Co. KGaA, Preferred Shares		Morgan Stanley & Co. International PLC			43,700				04/24/24				EUR				70.39				EUR				3,256				(144,957	)
Sanofi SA		Morgan Stanley & Co. International PLC			99,900				04/24/24				EUR				89.75				EUR				9,008				(272,296	)
Siemens AG, Registered Shares, Class N		Goldman Sachs International			9,800				04/24/24				EUR				183.60				EUR				1,734				(12,535	)
Sony Group Corp.		Société Générale			53,000				04/24/24				JPY				13,374.55				JPY				685,290				(76,023	)
Alibaba Group Holding Ltd.		Citibank N.A.			128,000				04/25/24				HKD				76.30				HKD				9,059				(8,300	)
BP PLC		Morgan Stanley & Co. International PLC			1,976,000				04/25/24				GBP				4.81				GBP				9,822				(498,004	)
Equitable Holdings, Inc.		Bank of America N.A.			61,000				04/25/24				USD				34.53				USD				2,319				(230,556	)
Henkel AG & Co. KGaA, Preferred Shares		Goldman Sachs International			13,400				04/25/24				EUR				73.19				EUR				998				(16,963	)
Sealed Air Corp.		Bank of America N.A.			92,500				04/29/24				USD				36.64				USD				3,441				(152,428	)
Citizens Financial Group, Inc.		Citibank N.A.			65,600				04/30/24				USD				34.60				USD				2,381				(162,954	)
UBS Group AG, Registered Shares		Citibank N.A.			87,800				04/30/24				CHF				28.39				CHF				2,438				(22,531	)
AstraZeneca PLC		UBS AG			25,800				05/02/24				GBP				104.76				GBP				2,746				(136,632	)
Koninklijke Philips NV		Goldman Sachs International			210,600				05/02/24				EUR				19.22				EUR				3,907				(113,044	)
Siemens AG, Registered Shares, Class N		Bank of America N.A.			3,600				05/02/24				EUR				186.60				EUR				637				(4,841	)
Citizens Financial Group, Inc.		Morgan Stanley & Co. International PLC			54,000				05/06/24				USD				32.11				USD				1,960				(225,623	)
Newell Brands, Inc.		Bank of America N.A.			110,300				05/07/24				USD				8.74				USD				886				(21,441	)
Panasonic Holdings Corp.		Bank of America N.A.			245,700				05/07/24				JPY				1,473.93				JPY				354,971				(63,782	)
Sanofi SA		Goldman Sachs International			53,700				05/07/24				EUR				92.50				EUR				4,842				(110,645	)
Sealed Air Corp.		UBS AG			59,300				05/07/24				USD				36.08				USD				2,206				(135,691	)
Alibaba Group Holding Ltd.		JPMorgan Chase Bank N.A.			115,500				05/08/24				HKD				74.96				HKD				8,175				(17,646	)
Prudential PLC		Goldman Sachs International			96,800				05/08/24				GBP				8.34				GBP				719				(6,128	)
Crown Castle, Inc.		Bank of America N.A.			19,800				05/10/24				USD				105.95				USD				2,095				(81,619	)
Shell PLC		Morgan Stanley & Co. International PLC			260,300				05/10/24				GBP				25.97				GBP				6,843				(295,516	)
Cencora, Inc.		Citibank N.A.			5,700				05/13/24				USD				236.25				USD				1,385				(62,849	)
Public Service Enterprise Group, Inc.		Morgan Stanley & Co. International PLC			4,900				05/13/24				USD				65.20				USD				327				(14,487	)
Prudential PLC		Morgan Stanley & Co. International PLC			38,900				05/16/24				GBP				7.89				GBP				289				(8,054	)
BP PLC		Bank of America N.A.			737,800				05/21/24				GBP				5.15				GBP				3,667				(64,254	)
Equitable Holdings, Inc.		UBS AG			61,000				05/24/24				USD				36.70				USD				2,319				(156,612	)
																												$	(4,913,141	)

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.

 

 

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		7

---

Consolidated Schedule of Investments (unaudited) (continued) March 31, 2024		BlackRock Enhanced Equity Dividend Trust (BDJ)

 

Fair Value Hierarchy as of Period End (continued)

The following table summarizes the Trust’s financial instruments categorized in the fair value hierarchy. The breakdown of the Trust’s financial instruments into major categories is disclosed in the Consolidated Schedule of Investments above.

 

		Level 1				Level 2				Level 3				Total
Assets
Investments
Long-Term Investments
Common Stocks
Aerospace & Defense		$	63,011,155			$	—			$	—			$	63,011,155
Automobile Components			6,743,440				—				—				6,743,440
Automobiles			44,983,300				—				—				44,983,300
Banks			211,241,702				—				—				211,241,702
Beverages			10,913,858				8,607,807				—				19,521,665
Broadline Retail			—				6,172,633				—				6,172,633
Building Products			28,589,270				—				—				28,589,270
Capital Markets			45,287,034				9,572,898				—				54,859,932
Chemicals			10,677,722				—				—				10,677,722
Communications Equipment			25,262,096				—				—				25,262,096
Consumer Finance			8,419,749				—				—				8,419,749
Consumer Staples Distribution & Retail			24,079,902				—				—				24,079,902
Containers & Packaging			24,933,523				—				—				24,933,523
Diversified Telecommunication Services			41,063,227				—				—				41,063,227
Electric Utilities			50,224,387				—				—				50,224,387
Financial Services			76,110,366				—				15,038,601				91,148,967
Food Products			38,799,464				—				—				38,799,464
Health Care Equipment & Supplies			69,861,703				16,183,456				—				86,045,159
Health Care Providers & Services			127,755,384				—				—				127,755,384
Household Durables			6,839,746				24,139,769				—				30,979,515
Industrial Conglomerates			—				4,650,889				—				4,650,889
Insurance			105,164,358				7,980,600				—				113,144,958
IT Services			20,165,377				—				—				20,165,377
Leisure Products			9,923,951				—				—				9,923,951
Life Sciences Tools & Services			21,571,166				—				—				21,571,166
Machinery			32,858,417				6,359,056				—				39,217,473
Media			43,318,269				6,774,915				—				50,093,184
Multi-Utilities			23,225,161				—				—				23,225,161
Oil, Gas & Consumable Fuels			56,508,966				78,116,433				11,559,136				146,184,535
Personal Care Products			25,775,125				—				—				25,775,125
Pharmaceuticals			25,624,928				51,084,971				—				76,709,899
Professional Services			70,980,347				—				—				70,980,347
Residential REITs			8,492,173				—				—				8,492,173
Semiconductors & Semiconductor Equipment			51,531,609				—				—				51,531,609
Software			23,434,945				—				—				23,434,945
Specialized REITs			9,837,110				—				—				9,837,110
Specialty Retail			6,534,929				—				—				6,534,929
Textiles, Apparel & Luxury Goods			9,031,645				4,700,634				—				13,732,279
Tobacco			23,261,069				—				—				23,261,069
Wireless Telecommunication Services			357,326				—				—				357,326
Preferred Securities
Preferred Stocks			—				8,341,020				—				8,341,020
Short-Term Securities
Money Market Funds			20,324,852				—				—				20,324,852
		$	1,502,718,751			$	232,685,081			$	26,597,737			$	1,762,001,569
Derivative Financial Instruments(a)
Liabilities
Equity Contracts		$	(25,147,573	)		$	(9,738,241	)		$	—			$	(34,885,814	)

 

(a)

Derivative financial instruments are options written. Options written are shown at value.

 

 

8

---

Consolidated Schedule of Investments (unaudited) (continued) March 31, 2024		BlackRock Enhanced Equity Dividend Trust (BDJ)

 

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, 2023		$	26,546,732
Transfers into Level 3			—
Transfers out of Level 3			—
Accrued discounts/premiums			—
Net realized gain (loss)			—
Net change in unrealized appreciation (depreciation)(a)			2,301,727
Purchases			877,615
Sales			(3,128,337	)
Closing balance, as of March 31, 2024		$	26,597,737
Net change in unrealized appreciation (depreciation) on investments still held at March 31, 2024(a)		$	2,301,727

 

(a)

Any difference between net change in unrealized appreciation (depreciation) and net change in unrealized appreciation (depreciation) on investments still held at March 31, 2024 is generally due to investments no longer held or categorized as Level 3 at period end.

The following table summarizes the valuation approaches used and unobservable inputs utilized by the BlackRock Valuation Committee (the “Valuation Committee”) to determine the value of certain of the Trust’s Level 3 financial instruments as of period end.

 

Value

Valuation Approach

Unobservable Inputs

Range of Unobservable Inputs Utilized

(a)

Weighted Average of Unobservable Inputs Based on Fair Value

Assets

Common Stocks

$

26,597,737

Income

Discount Rate

11%

—

Market

EBITDA Multiple

7.50x

—

$

26,597,737

 

(a)

A significant change in unobservable input would have resulted in a correlated (inverse) significant change to value.

Currency Abbreviation

 

CHF		Swiss Franc
EUR		Euro
GBP		British Pound
HKD		Hong Kong Dollar
JPY		Japanese Yen
USD		United States Dollar

Portfolio Abbreviation

 

ADR		American Depositary Receipt
LP		Limited Partnership
REIT		Real Estate Investment Trust

 

 

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		9

---