NPORT-EX 2 NPORT_LCXD_29257184_0921.htm BlackRock Enhanced Equity Dividend Trust

Schedule of Investments  (unaudited)

September 30, 2021

   

BlackRock Enhanced Equity Dividend Trust (BDJ)

(Percentages shown are based on Net Assets)

 

Security   Shares     Value  

Common Stocks

 

Aerospace & Defense — 3.3%  

BAE Systems PLC

     5,386,436     $ 40,797,160  

Huntington Ingalls Industries, Inc.(a)

    52,323       10,101,478  

Raytheon Technologies Corp.(a)

    135,790       11,672,508  
   

 

 

  
      62,571,146  
Auto Components — 0.5%  

Lear Corp.(a)

    64,597       10,108,139  
   

 

 

  
Automobiles — 2.0%            

General Motors Co.(a)(b)

    719,137       37,905,711  
   

 

 

  
Banks — 12.2%            

Bank of America Corp.(a)

    1,223,701       51,946,107  

Citigroup, Inc.(a)(c)

    954,598       66,993,688  

First Citizens BancShares, Inc., Class A

     16,393       13,822,086  

JPMorgan Chase & Co.(a)(c)

    165,843       27,146,841  

Wells Fargo & Co.(a)(c)

    1,568,450       72,791,764  
   

 

 

  
      232,700,486  
Beverages(a) — 2.0%  

Coca-Cola Co.

     327,169       17,166,558  

Constellation Brands, Inc., Class A

     101,686       21,424,223  
   

 

 

  
      38,590,781  
Capital Markets(a) — 5.6%  

Apollo Global Management, Inc.

     254,290       15,661,721  

Charles Schwab Corp.

     363,544       26,480,545  

Intercontinental Exchange, Inc.

     50,280       5,773,150  

Morgan Stanley

     375,318       36,522,194  

Raymond James Financial, Inc

     249,325       23,007,711  
   

 

 

  
      107,445,321  
Chemicals(a) — 1.4%  

Corteva, Inc.

     205,111       8,631,071  

DuPont de Nemours, Inc.

     78,275       5,321,917  

PPG Industries, Inc.

     81,421       11,644,017  
   

 

 

  
      25,597,005  
Communications Equipment — 2.8%  

Cisco Systems, Inc.(a)

    962,847       52,407,762  
   

 

 

  
Consumer Finance — 0.8%            

Capital One Financial Corp.(a)

    96,828       15,683,231  
   

 

 

  
Containers & Packaging — 0.5%            

Sealed Air Corp.(a)

    176,370       9,663,312  
   

 

 

  
Diversified Financial Services — 0.8%            

Equitable Holdings, Inc.(a)

    517,620       15,342,257  
   

 

 

  
Diversified Telecommunication Services — 2.1%  

Verizon Communications, Inc.(a)(c)

    727,175       39,274,722  
   

 

 

  
Electric Utilities(a) — 1.5%            

American Electric Power Co., Inc.

     104,596       8,491,103  

Edison International

     255,905       14,195,051  

Exelon Corp.

     129,300       6,250,362  
   

 

 

  
      28,936,516  
Food Products — 0.9%  

Danone SA

     260,602       17,767,302  
   

 

 

  
Health Care Equipment & Supplies — 5.0%            

Alcon, Inc.

     193,065       15,632,610  

Koninklijke Philips NV

     436,073       19,373,372  
Security   Shares     Value  
Health Care Equipment & Supplies (continued)  

Medtronic PLC(a)

    283,455     $ 35,531,084  

Zimmer Biomet Holdings, Inc.(a)

    173,928       25,456,102  
   

 

 

  
      95,993,168  
Health Care Providers & Services(a) — 8.3%  

Anthem, Inc.(c)

    150,532       56,118,330  

Cigna Corp.

     96,135       19,242,382  

CVS Health Corp.

     287,226       24,373,998  

Humana, Inc.

     57,615       22,420,877  

McKesson Corp.

     52,847       10,536,635  

UnitedHealth Group, Inc.

     66,726       26,072,517  
   

 

 

  
      158,764,739  
Household Durables — 1.0%  

Newell Brands, Inc.(a)

    363,759       8,053,624  

Panasonic Corp.

     863,400       10,702,187  
   

 

 

  
      18,755,811  
Industrial Conglomerates — 2.4%  

General Electric Co.(a)

    304,521       31,374,799  

Siemens AG, Registered Shares

     83,039       13,581,111  
   

 

 

  
      44,955,910  
Insurance(a) — 7.7%  

Allstate Corp.

     104,026       13,243,550  

American International Group, Inc.

     1,192,859       65,476,030  

Arthur J. Gallagher & Co.

     155,349       23,092,629  

Fidelity National Financial, Inc.

     452,082       20,497,398  

MetLife, Inc.

     393,481       24,289,582  
   

 

 

  
      146,599,189  
IT Services(a) — 4.3%  

Cognizant Technology Solutions Corp., Class A

     438,347       32,529,731  

Fidelity National Information Services, Inc.

     213,130       25,933,658  

Fiserv, Inc.(b)

    25,824       2,801,904  

Visa, Inc., Class A

     91,685       20,422,834  
   

 

 

  
      81,688,127  
Machinery — 1.1%  

Komatsu Ltd.

     879,400       21,060,236  
   

 

 

  
Media(a) — 3.6%            

Comcast Corp., Class A

     712,587       39,854,991  

Fox Corp., Class A

     693,695       27,824,106  
   

 

 

  
      67,679,097  
Multi-line Retail — 1.2%  

Dollar General Corp.(a)

    110,061       23,348,340  
   

 

 

  
Multi-Utilities(a) — 2.8%            

Ameren Corp.

     134,496       10,894,176  

CenterPoint Energy, Inc.

     318,180       7,827,228  

NiSource, Inc.

     445,849       10,802,921  

Public Service Enterprise Group, Inc.

     398,487       24,267,859  
   

 

 

  
      53,792,184  
Oil, Gas & Consumable Fuels — 6.9%  

BP PLC

     7,833,652       35,681,131  

ConocoPhillips(a)

    451,512       30,598,968  

Enterprise Products Partners LP(a)

    1,536,284       33,245,186  

Equinor ASA

     450,619       11,459,606  

Marathon Petroleum Corp.(a)

    316,898       19,587,465  
   

 

 

  
      130,572,356  
Personal Products — 2.1%  

Unilever PLC, ADR(a)

    733,096       39,748,465  
   

 

 

  
 

 

 

1  

Schedule of Investments  (unaudited) (continued)

September 30, 2021

   

BlackRock Enhanced Equity Dividend Trust (BDJ)

(Percentages shown are based on Net Assets)

 

Security   Shares     Value  
Pharmaceuticals — 5.5%            

AstraZeneca PLC

     327,708     $ 39,494,624  

Bayer AG, Registered Shares

     514,687       27,934,880  

Sanofi

     382,028       36,775,545  
   

 

 

  
      104,205,049  
Professional Services — 1.0%  

Leidos Holdings, Inc.(a)

    187,656       18,039,371  
   

 

 

  
Road & Rail — 0.6%            

Union Pacific Corp.(a)

    55,557       10,889,728  
   

 

 

  
Semiconductors & Semiconductor Equipment — 0.5%  

Analog Devices, Inc.(a)

    59,870       10,027,028  
   

 

 

  
Software(a) — 2.8%            

CDK Global, Inc.

     276,792       11,777,500  

Microsoft Corp.

     40,207       11,335,157  

Open Text Corp.

     147,221       7,175,551  

SS&C Technologies Holdings, Inc.

     343,714       23,853,752  
   

 

 

  
      54,141,960  
Specialty Retail(a) — 2.4%  

Lowe’s Cos., Inc.

     72,454       14,698,018  

Ross Stores, Inc.

     275,253       29,961,289  
   

 

 

  
      44,659,307  
Technology Hardware, Storage & Peripherals — 0.5%  

Samsung Electronics Co. Ltd., Registered Shares, GDR

     5,781       8,968,183  
   

 

 

  
Tobacco — 1.3%            

Altria Group, Inc.(a)

    214,922       9,783,250  

British American Tobacco PLC

     451,005       15,764,661  
   

 

 

  
      25,547,911  
Security   Shares     Value  
Wireless Telecommunication Services — 0.6%  

Rogers Communications, Inc., Class B

     249,830     $ 11,667,018  
   

 

 

  

Total Long-Term Investments — 98.0%
(Cost: $1,396,050,392)

       1,865,096,868  
   

 

 

  

Short-Term Securities

    

Money Market Funds — 3.0%

    

BlackRock Liquidity Funds, T-Fund, Institutional Class, 0.01%(d)(e)

    57,272,388       57,272,388  
   

 

 

  

Total Short-Term Securities — 3.0%
(Cost: $57,272,388)

       57,272,388  
   

 

 

  

Total Investments Before Options
Written — 101.0%
(Cost: $1,453,322,780)

       1,922,369,256  
   

 

 

  

Options Written — (1.0)%
(Premiums Received: $(21,310,043))

       (17,986,970 ) 
   

 

 

  

Total Investments, Net of Options
Written — 100.0%
(Cost: $1,432,012,737)

       1,904,382,286  

Liabilities in Excess of Other Assets — 0.0%

 

     (725,754 ) 
   

 

 

  

Net Assets — 100.0%

     $ 1,903,656,532  
   

 

 

  

 

(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) 

Non-income producing security.

(c) 

All or a portion of the security has been pledged as collateral in connection with outstanding OTC derivatives.

(d) 

Affiliate of the Trust.

(e) 

Annualized 7-day yield as of period end.

 

For Trust compliance purposes, the Trust’s 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.

Affiliates

Investments in issuers considered to be affiliate(s) of the Trust during the period ended September 30, 2021 for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:

 

Affiliated Issuer   Value at
12/31/20		     Purchases
at Cost		     Proceeds
from Sales		     Net
Realized
Gain (Loss)		     Change in
Unrealized
Appreciation
(Depreciation)		     Value at
09/30/21		     Shares
Held at
09/30/21		     Income     Capital Gain
Distributions
from
Underlying
Funds		  

BlackRock Liquidity Funds, T-Fund, Institutional Class

   $ 12,016,637     $ 45,255,751 (a)    $ —     $ —     $ —     $ 57,272,388       57,272,388     $ 2,016     $ —  

SL Liquidity Series, LLC, Money Market Series(b)

    —       0 (a)       —       —       —       —       —       4,054 (c)      —  
       

 

 

    

 

 

    

 

 

      

 

 

    

 

 

  
        $ —     $ —     $ 57,272,388       $ 6,070     $ —  
       

 

 

    

 

 

    

 

 

      

 

 

    

 

 

  

 

  (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.

 

 

 

SCHEDULE OF INVESTMENTS

   2

Schedule of Investments  (unaudited) (continued)

September 30, 2021

   

BlackRock Enhanced Equity Dividend Trust (BDJ)

 

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                                                   

American International Group, Inc.

      1,345          10/01/21        USD     56.00        USD     7,383        $ (10,760 ) 

Analog Devices, Inc.

      164          10/01/21        USD     170.00        USD     2,747          (5,740 ) 

Anthem, Inc.

      159          10/01/21        USD     380.00        USD     5,928          (15,105 ) 

Bank of America Corp.

      1,529          10/01/21        USD     43.00        USD     6,491          (16,819 ) 

Charles Schwab Corp.

      718          10/01/21        USD     75.00        USD     5,230          (7,180 ) 

Cigna Corp.

      92          10/01/21        USD     215.00        USD     1,841          (4,600 ) 

Citigroup, Inc.

      853          10/01/21        USD     72.00        USD     5,986          (6,824 ) 

CVS Health Corp.

      427          10/01/21        USD     86.00        USD     3,624          (6,619 ) 

General Electric Co.

      585          10/01/21        USD     105.00        USD     6,027          (11,115 ) 

General Motors Co.

      216          10/01/21        USD     53.00        USD     1,139          (7,452 ) 

Humana, Inc.

      196          10/01/21        USD     420.00        USD     7,627          (5,880 ) 

JPMorgan Chase & Co.

      257          10/01/21        USD     165.00        USD     4,207          (15,806 ) 

McKesson Corp.

      82          10/01/21        USD     205.00        USD     1,635          (2,460 ) 

MetLife, Inc.

      361          10/01/21        USD     63.00        USD     2,228          (2,527 ) 

Raytheon Technologies Corp.

      238          10/01/21        USD     88.00        USD     2,046          (1,785 ) 

American International Group, Inc.

      555          10/08/21        USD     56.26        USD     3,046          (35,531 ) 

Bank of America Corp.

      439          10/08/21        USD     41.43        USD     1,864          (66,939 ) 

Capital One Financial Corp.

      205          10/08/21        USD     180.00        USD     3,320          (3,075 ) 

Charles Schwab Corp.

      386          10/08/21        USD     75.00        USD     2,812          (23,739 ) 

Cisco Systems, Inc.

      634          10/08/21        USD     60.00        USD     3,451          (1,902 ) 

Citigroup, Inc.

      303          10/08/21        USD     73.00        USD     2,126          (9,545 ) 

Coca-Cola Co.

      1,036          10/08/21        USD     56.00        USD     5,436          (2,590 ) 

Comcast Corp., Class A

      474          10/08/21        USD     60.00        USD     2,651          (2,370 ) 

Comcast Corp., Class A

      379          10/08/21        USD     62.00        USD     2,120          (2,274 ) 

ConocoPhillips

      504          10/08/21        USD     56.96        USD     3,416          (547,626 ) 

CVS Health Corp.

      427          10/08/21        USD     89.00        USD     3,624          (6,405 ) 

Dollar General Corp.

      152          10/08/21        USD     230.00        USD     3,225          (1,520 ) 

Fox Corp., Class A

      1,186          10/08/21        USD     38.00        USD     4,757          (278,710 ) 

General Motors Co.

      201          10/08/21        USD     53.00        USD     1,059          (27,939 ) 

JPMorgan Chase & Co.

      174          10/08/21        USD     165.00        USD     2,848          (28,623 ) 

Lowe’s Cos., Inc.

      39          10/08/21        USD     210.00        USD     791          (2,282 ) 

Marathon Petroleum Corp.

      278          10/08/21        USD     59.00        USD     1,718          (91,045 ) 

Medtronic PLC

      246          10/08/21        USD     134.00        USD     3,084          (5,535 ) 

MetLife, Inc.

      368          10/08/21        USD     64.00        USD     2,272          (11,040 ) 

Microsoft Corp.

      43          10/08/21        USD     305.00        USD     1,212          (409 ) 

Morgan Stanley

      505          10/08/21        USD     105.00        USD     4,914          (5,050 ) 

PPG Industries, Inc.

      290          10/08/21        USD     160.00        USD     4,147          (23,200 ) 

Ross Stores, Inc.

      419          10/08/21        USD     125.00        USD     4,561          (16,760 ) 

UnitedHealth Group, Inc.

      151          10/08/21        USD     425.00        USD     5,900          (4,379 ) 

Verizon Communications, Inc.

      1,353          10/08/21        USD     55.00        USD     7,308          (12,854 ) 

Visa, Inc., Class A

      35          10/08/21        USD     240.00        USD     780          (350 ) 

Huntington Ingalls Industries, Inc.

      287          10/11/21        USD     203.32        USD     5,541          (5,113 ) 

Allstate Corp.

      267          10/15/21        USD     135.00        USD     3,399          (8,678 ) 

Ameren Corp.

      474          10/15/21        USD     89.86        USD     3,839          (159 ) 

American Electric Power Co., Inc.

      401          10/15/21        USD     90.00        USD     3,255          (2,005 ) 

American International Group, Inc.

      943          10/15/21        USD     55.00        USD     5,176          (128,248 ) 

Analog Devices, Inc.

      165          10/15/21        USD     170.00        USD     2,763          (39,600 ) 

Anthem, Inc.

      156          10/15/21        USD     390.00        USD     5,816          (38,610 ) 

Arthur J. Gallagher & Co.

      428          10/15/21        USD     145.00        USD     6,362          (237,540 ) 

Bank of America Corp.

      1,362          10/15/21        USD     42.00        USD     5,782          (189,318 ) 

Capital One Financial Corp.

      227          10/15/21        USD     164.40        USD     3,677          (74,342 ) 

CDK Global, Inc.

      475          10/15/21        USD     42.03        USD     2,021          (93,146 ) 

CenterPoint Energy, Inc.

      874          10/15/21        USD     27.00        USD     2,150          (4,370 ) 

Cisco Systems, Inc.

      638          10/15/21        USD     60.00        USD     3,473          (2,233 ) 

Citigroup, Inc.

      1,475          10/15/21        USD     75.00        USD     10,352          (53,837 ) 

Cognizant Technology Solutions Corp., Class A

      734          10/15/21        USD     77.50        USD     5,447          (22,020 ) 

Comcast Corp., Class A

      163          10/15/21        USD     60.00        USD     912          (1,875 ) 

Comcast Corp., Class A

      379          10/15/21        USD     62.50        USD     2,120          (1,327 ) 

ConocoPhillips

      86          10/15/21        USD     60.00        USD     583          (70,520 ) 

Corteva, Inc.

      1,290          10/15/21        USD     44.00        USD     5,428          (38,700 ) 

 

 

3  

Schedule of Investments  (unaudited) (continued)

September 30, 2021

   

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)                                                   

CVS Health Corp.

      426          10/15/21        USD     85.00        USD     3,615        $ (70,077 ) 

DuPont de Nemours, Inc.

      208          10/15/21        USD     75.00        USD     1,414          (2,496 ) 

Edison International

      364          10/15/21        USD     60.00        USD     2,019          (2,730 ) 

Enterprise Products Partners LP

      1,272          10/15/21        USD     23.00        USD     2,753          (7,632 ) 

Equitable Holdings, Inc.

      1,090          10/15/21        USD     30.00        USD     3,231          (73,575 ) 

Exelon Corp.

      280          10/15/21        USD     48.00        USD     1,354          (30,100 ) 

Exelon Corp.

      430          10/15/21        USD     50.00        USD     2,079          (10,750 ) 

Fidelity National Financial, Inc.

      1,047          10/15/21        USD     50.00        USD     4,747          (52,350 ) 

Fidelity National Information Services, Inc.

      279          10/15/21        USD     135.00        USD     3,395          (6,975 ) 

General Electric Co.

      283          10/15/21        USD     105.00        USD     2,916          (55,043 ) 

General Motors Co.

      1,044          10/15/21        USD     52.50        USD     5,503          (193,662 ) 

Humana, Inc.

      120          10/15/21        USD     425.00        USD     4,670          (5,100 ) 

Intercontinental Exchange, Inc.

      276          10/15/21        USD     120.00        USD     3,169          (9,660 ) 

JPMorgan Chase & Co.

      202          10/15/21        USD     165.00        USD     3,307          (56,358 ) 

Lear Corp.

      177          10/15/21        USD     165.00        USD     2,770          (18,585 ) 

Marathon Petroleum Corp.

      277          10/15/21        USD     57.50        USD     1,712          (131,575 ) 

McKesson Corp.

      76          10/15/21        USD     200.00        USD     1,515          (27,740 ) 

Medtronic PLC

      766          10/15/21        USD     135.00        USD     9,602          (22,597 ) 

MetLife, Inc.

      361          10/15/21        USD     65.00        USD     2,228          (10,830 ) 

Microsoft Corp.

      102          10/15/21        USD     295.00        USD     2,876          (14,841 ) 

Morgan Stanley

      519          10/15/21        USD     105.00        USD     5,050          (27,247 ) 

Newell Brands, Inc.

      1,029          10/15/21        USD     25.00        USD     2,278          (5,145 ) 

NiSource, Inc.

      955          10/15/21        USD     26.00        USD     2,314          (4,775 ) 

Open Text Corp.

      598          10/15/21        USD     53.25        USD     2,915          (590 ) 

Public Service Enterprise Group, Inc.

      979          10/15/21        USD     65.00        USD     5,962          (9,790 ) 

Raytheon Technologies Corp.

      91          10/15/21        USD     85.00        USD     782          (21,021 ) 

Rogers Communications Inc., Class B

      687          10/15/21        CAD     64.00        CAD     4,064          (4,339 ) 

Sealed Air Corp.

      485          10/15/21        USD     60.00        USD     2,657          (2,425 ) 

Union Pacific Corp.

      188          10/15/21        USD     215.00        USD     3,685          (2,726 ) 

UnitedHealth Group, Inc.

      22          10/15/21        USD     430.00        USD     860          (1,232 ) 

Visa, Inc., Class A

      163          10/15/21        USD     240.00        USD     3,631          (4,809 ) 

Wells Fargo & Co.

      661          10/15/21        USD     50.00        USD     3,068          (20,821 ) 

Zimmer Biomet Holdings, Inc.

      506          10/15/21        USD     148.80        USD     7,406          (109,270 ) 

Edison International

      678          10/20/21        USD     59.84        USD     3,761          (10,629 ) 

Altria Group, Inc.

      1,182          10/22/21        USD     51.00        USD     5,380          (14,184 ) 

American International Group, Inc.

      1,241          10/22/21        USD     56.00        USD     6,812          (139,612 ) 

Apollo Global Management, Inc.

      509          10/22/21        USD     63.00        USD     3,135          (69,987 ) 

Bank of America Corp.

      762          10/22/21        USD     41.00        USD     3,235          (172,212 ) 

Cigna Corp.

      113          10/22/21        USD     215.00        USD     2,262          (9,605 ) 

Cisco Systems, Inc.

      717          10/22/21        USD     60.00        USD     3,903          (3,585 ) 

Cognizant Technology Solutions Corp., Class A

      664          10/22/21        USD     77.00        USD     4,928          (39,840 ) 

Comcast Corp., Class A

      843          10/22/21        USD     61.00        USD     4,715          (10,116 ) 

ConocoPhillips

      83          10/22/21        USD     59.00        USD     562          (76,567 ) 

Constellation Brands, Inc., Class A

      153          10/22/21        USD     225.00        USD     3,224          (18,360 ) 

Dollar General Corp.

      186          10/22/21        USD     225.00        USD     3,946          (8,835 ) 

DuPont de Nemours, Inc.

      62          10/22/21        USD     73.00        USD     422          (2,170 ) 

Enterprise Products Partners LP

      1,135          10/22/21        USD     23.00        USD     2,456          (12,485 ) 

Fidelity National Information Services, Inc.

      205          10/22/21        USD     130.50        USD     2,494          (14,926 ) 

Fox Corp., Class A

      600          10/22/21        USD     38.00        USD     2,407          (153,000 ) 

General Motors Co.

      318          10/22/21        USD     52.00        USD     1,676          (75,207 ) 

JPMorgan Chase & Co.

      279          10/22/21        USD     165.00        USD     4,567          (93,465 ) 

Lowe’s Cos., Inc.

      44          10/22/21        USD     205.00        USD     893          (14,960 ) 

Marathon Petroleum Corp.

      277          10/22/21        USD     61.00        USD     1,712          (80,191 ) 

Medtronic PLC

      222          10/22/21        USD     135.00        USD     2,783          (11,877 ) 

MetLife, Inc.

      352          10/22/21        USD     63.00        USD     2,173          (41,888 ) 

Raytheon Technologies Corp.

      236          10/22/21        USD     86.00        USD     2,029          (52,038 ) 

UnitedHealth Group, Inc.

      114          10/22/21        USD     415.00        USD     4,454          (35,853 ) 

Verizon Communications, Inc.

      1,154          10/22/21        USD     56.00        USD     6,233          (13,848 ) 

Visa, Inc., Class A

      165          10/22/21        USD     240.00        USD     3,675          (8,085 ) 

Wells Fargo & Co.

      1,802          10/22/21        USD     46.00        USD     8,363          (355,895 ) 

CDK Global, Inc.

      370          10/25/21        USD     42.50        USD     1,574          (45,116 ) 

American International Group, Inc

      623          10/29/21        USD     55.00        USD     3,420          (114,943 ) 

 

 

SCHEDULE OF INVESTMENTS

   4

Schedule of Investments  (unaudited) (continued)

September 30, 2021

   

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)                                                   

Anthem, Inc.

      128          10/29/21        USD     395.00        USD     4,772        $ (65,920 ) 

Capital One Financial Corp.

      100          10/29/21        USD     165.00        USD     1,620          (56,000 ) 

Citigroup, Inc.

      490          10/29/21        USD     72.00        USD     3,439          (77,665 ) 

Coca-Cola Co.

      46          10/29/21        USD     57.00        USD     241          (322 ) 

ConocoPhillips

      337          10/29/21        USD     59.00        USD     2,284          (328,575 ) 

CVS Health Corp.

      200          10/29/21        USD     87.00        USD     1,697          (25,200 ) 

Edison International

      365          10/29/21        USD     60.15        USD     2,025          (4,673 ) 

General Motors Co.

      1,408          10/29/21        USD     53.00        USD     7,422          (331,584 ) 

Marathon Petroleum Corp.

      278          10/29/21        USD     62.00        USD     1,718          (72,975 ) 

Verizon Communications, Inc.

      599          10/29/21        USD     55.00        USD     3,235          (20,366 ) 

Bank of America Corp.

      1,876          11/03/21        USD     40.50        USD     7,964          (521,937 ) 

Charles Schwab Corp.

      895          11/03/21        USD     73.25        USD     6,519          (232,660 ) 

Cisco Systems, Inc.

      323          11/03/21        USD     56.00        USD     1,758          (23,182 ) 

Open Text Corp.

      211          11/03/21        USD     52.00        USD     1,028          (8,499 ) 

Public Service Enterprise Group, Inc.

      1,212          11/03/21        USD     63.00        USD     7,381          (75,624 ) 

Enterprise Products Partners LP

      2,401          11/04/21        USD     23.25        USD     5,196          (22,800 ) 

American International Group, Inc.

      945          11/05/21        USD     55.00        USD     5,187          (216,405 ) 

Anthem, Inc.

      159          11/05/21        USD     385.00        USD     5,928          (150,255 ) 

Cigna Corp.

      85          11/05/21        USD     210.00        USD     1,701          (34,000 ) 

Cisco Systems, Inc.

      900          11/05/21        USD     57.00        USD     4,899          (41,850 ) 

Cognizant Technology Solutions Corp., Class A

      256          11/05/21        USD     80.00        USD     1,900          (19,200 ) 

Comcast Corp., Class A

      283          11/05/21        USD     58.00        USD     1,583          (26,885 ) 

ConocoPhillips

      501          11/05/21        USD     65.00        USD     3,395          (229,207 ) 

Constellation Brands, Inc., Class A

      196          11/05/21        USD     220.00        USD     4,130          (73,429 ) 

CVS Health Corp.

      99          11/05/21        USD     87.00        USD     840          (17,870 ) 

DuPont de Nemours, Inc.

      238          11/05/21        USD     72.00        USD     1,618          (26,061 ) 

Fox Corp., Class A

      958          11/05/21        USD     41.00        USD     3,843          (126,935 ) 

Marathon Petroleum Corp.

      296          11/05/21        USD     64.00        USD     1,830          (60,236 ) 

Medtronic PLC

      99          11/05/21        USD     132.00        USD     1,241          (12,920 ) 

MetLife, Inc.

      361          11/05/21        USD     60.47        USD     2,228          (107,418 ) 

Microsoft Corp.

      21          11/05/21        USD     305.00        USD     592          (4,515 ) 

Morgan Stanley

      1,040          11/05/21        USD     104.00        USD     10,120          (152,880 ) 

Raytheon Technologies Corp.

      181          11/05/21        USD     85.87        USD     1,556          (59,028 ) 

Ross Stores, Inc.

      268          11/05/21        USD     116.51        USD     2,917          (34,385 ) 

Union Pacific Corp.

      117          11/05/21        USD     210.00        USD     2,293          (19,071 ) 

UnitedHealth Group, Inc.

      79          11/05/21        USD     420.00        USD     3,087          (31,718 ) 

Verizon Communications, Inc.

      599          11/05/21        USD     54.00        USD     3,235          (46,123 ) 

Visa, Inc., Class A

      141          11/05/21        USD     235.00        USD     3,141          (36,166 ) 

Wells Fargo & Co.

      1,452          11/05/21        USD     51.00        USD     6,739          (72,600 ) 

Cognizant Technology Solutions Corp., Class A

      603          11/08/21        USD     77.00        USD     4,475          (76,942 ) 

Fidelity National Information Services, Inc.

      281          11/08/21        USD     134.00        USD     3,419          (30,938 ) 

CDK Global, Inc.

      204          11/10/21        USD     44.25        USD     868          (17,635 ) 

Coca-Cola Co.

      201          11/10/21        USD     56.10        USD     1,055          (4,359 ) 

Arthur J. Gallagher & Co.

      426          11/12/21        USD     149.75        USD     6,332          (207,976 ) 

ConocoPhillips

      114          11/12/21        USD     65.30        USD     773          (53,067 ) 

Enterprise Products Partners LP

      1,820          11/12/21        USD     22.01        USD     3,938          (74,675 ) 

Lowe’s Cos., Inc.

      155          11/12/21        USD     206.00        USD     3,144          (94,332 ) 

Ross Stores, Inc.

      266          11/12/21        USD     113.00        USD     2,895          (75,810 ) 

Wells Fargo & Co.

      1,452          11/12/21        USD     49.25        USD     6,739          (142,491 ) 

Ameren Corp.

      265          11/19/21        USD     85.00        USD     2,147          (16,563 ) 

American Electric Power Co., Inc.

      174          11/19/21        USD     90.00        USD     1,413          (2,610 ) 

American International Group, Inc.

      908          11/19/21        USD     55.00        USD     4,984          (241,528 ) 

Apollo Global Management, Inc.

      508          11/19/21        USD     65.00        USD     3,129          (83,820 ) 

Bank of America Corp.

      762          11/19/21        USD     41.00        USD     3,235          (212,217 ) 

CDK Global, Inc.

      103          11/19/21        USD     45.00        USD     438          (8,240 ) 

CDK Global, Inc.

      370          11/19/21        USD     43.50        USD     1,574          (48,010 ) 

CenterPoint Energy, Inc.

      874          11/19/21        USD     27.00        USD     2,150          (19,665 ) 

Cigna Corp.

      94          11/19/21        USD     220.00        USD     1,882          (23,500 ) 

Cisco Systems, Inc.

      639          11/19/21        USD     57.50        USD     3,478          (48,564 ) 

Citigroup, Inc.

      697          11/19/21        USD     70.00        USD     4,892          (214,327 ) 

Coca-Cola Co.

      516          11/19/21        USD     57.50        USD     2,707          (7,482 ) 

Cognizant Technology Solutions Corp., Class A

      153          11/19/21        USD     77.50        USD     1,135          (26,010 ) 

 

 

5  

Schedule of Investments  (unaudited) (continued)

September 30, 2021

   

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)                                                   

Comcast Corp., Class A

      737          11/19/21        USD     60.00        USD     4,122        $ (49,747 ) 

Comcast Corp., Class A

      661          11/19/21        USD     57.50        USD     3,697          (92,870 ) 

ConocoPhillips

      858          11/19/21        USD     60.00        USD     5,815          (759,330 ) 

Constellation Brands, Inc., Class A

      210          11/19/21        USD     215.00        USD     4,424          (117,600 ) 

Dollar General Corp.

      267          11/19/21        USD     230.00        USD     5,664          (25,365 ) 

Enterprise Products Partners LP

      1,820          11/19/21        USD     22.00        USD     3,938          (95,550 ) 

Equitable Holdings, Inc.

      977          11/19/21        USD     30.00        USD     2,896          (127,010 ) 

Fidelity National Financial, Inc.

      1,439          11/19/21        USD     47.00        USD     6,524          (161,887 ) 

Fidelity National Information Services, Inc.

      345          11/19/21        USD     125.00        USD     4,198          (132,825 ) 

Fidelity National Information Services, Inc.

      163          11/19/21        USD     135.00        USD     1,983          (22,412 ) 

Fox Corp., Class A

      1,071          11/19/21        USD     41.00        USD     4,296          (171,360 ) 

General Electric Co.

      806          11/19/21        USD     105.00        USD     8,304          (374,790 ) 

General Motors Co.

      768          11/19/21        USD     55.00        USD     4,048          (155,136 ) 

Lear Corp.

      177          11/19/21        USD     165.00        USD     2,770          (89,385 ) 

Leidos Holdings, Inc.

      766          11/19/21        USD     100.00        USD     7,364          (187,670 ) 

Lowe’s Cos., Inc.

      160          11/19/21        USD     210.00        USD     3,246          (81,340 ) 

Marathon Petroleum Corp.

      336          11/19/21        USD     62.50        USD     2,077          (103,320 ) 

McKesson Corp.

      53          11/19/21        USD     210.00        USD     1,057          (21,995 ) 

Medtronic PLC

      226          11/19/21        USD     135.00        USD     2,833          (27,459 ) 

MetLife, Inc.

      361          11/19/21        USD     62.50        USD     2,228          (75,810 ) 

Newell Brands, Inc.

      971          11/19/21        USD     25.59        USD     2,150          (20,671 ) 

NiSource, Inc.

      1,497          11/19/21        USD     26.00        USD     3,627          (14,970 ) 

PPG Industries, Inc.

      240          11/19/21        USD     160.00        USD     3,432          (23,400 ) 

Rogers Communications Inc., Class B

      687          11/19/21        CAD     60.00        CAD     4,064          (65,359 ) 

Ross Stores, Inc.

      560          11/19/21        USD     120.00        USD     6,096          (75,600 ) 

SS&C Technologies Holdings, Inc.

      525          11/19/21        USD     75.00        USD     3,644          (48,562 ) 

Unilever PLC, ADR

      918          11/19/21        USD     55.00        USD     4,977          (96,390 ) 

Verizon Communications, Inc.

      294          11/19/21        USD     55.00        USD     1,588          (16,905 ) 

Wells Fargo & Co

      906          11/19/21        USD     50.00        USD     4,205          (84,258 ) 

Zimmer Biomet Holdings, Inc

      450          11/19/21        USD     150.00        USD     6,586          (213,750 ) 

Microsoft Corp.

      55          12/17/21        USD     305.00        USD     1,551          (26,675 ) 
                          

 

 

  
                           $ (13,817,651 ) 
                          

 

 

  

OTC Options Written

 

Description    Counterparty    Number of
Contracts		      Expiration
Date		      Exercise Price     

Notional

Amount (000)

      Value  
Call                                                

BP PLC

    Credit Suisse International      400,000        10/05/21      GBP     3.13      GBP     1,361      $ (134,906 ) 

SS&C Technologies Holdings, Inc

    JPMorgan Chase Bank N.A.      83,900        10/06/21      USD     77.57      USD     5,823        (15 ) 

Astrazeneca PLC

    Goldman Sachs International      44,800        10/07/21      GBP     88.40      GBP     4,013        (108,490 ) 

BAE Systems PLC

    UBS AG      571,000        10/07/21      GBP     5.81      GBP     3,227        (4,115 ) 

SS&C Technologies Holdings, Inc.

    Barclays Bank PLC      52,600        10/07/21      USD     76.31      USD     3,650        (166 ) 

Danone S.A

    Credit Suisse International      66,500        10/08/21      EUR     64.89      EUR     3,927        (116 ) 

Komatsu Ltd.

    Goldman Sachs International      210,000        10/08/21      JPY     2,747.57      JPY     565,950        (42,539 ) 

Danone S.A

    Credit Suisse International      28,700        10/12/21      EUR     65.10      EUR     1,695        (162 ) 

Leidos Holdings, Inc.

    Bank of America N.A.      21,100        10/12/21      USD     101.90      USD     2,028        (5,254 ) 

Leidos Holdings, Inc.

    BNP Paribas SA      24,200        10/12/21      USD     98.54      USD     2,326        (24,150 ) 

Sanofi

    Credit Suisse International      92,100        10/12/21      EUR     91.97      EUR     7,652        (159 ) 

Statoil ASA

    Morgan Stanley & Co. International PLC      289,300        10/12/21      NOK     186.29      NOK     64,413        (1,192,253 ) 

Unilever PLC, ADR.

    Citibank N.A.      165,100        10/12/21      USD     58.25      USD     8,952        (3,145 ) 

Komatsu Ltd.

    UBS AG      210,000        10/13/21      JPY     2,746.75      JPY     565,950        (64,077 ) 

Alcon, Inc.

    UBS AG      68,900        10/14/21      CHF     77.73      CHF     5,239        (37,262 ) 

Bayer AG, Registered Shares

    Credit Suisse International      68,000        10/14/21      EUR     48.51      EUR     3,196        (25,965 ) 

Koninklijke Philips NV

    Goldman Sachs International      119,900        10/14/21      EUR     40.69      EUR     4,597        (18,279 ) 

Panasonic Corp.

    Goldman Sachs International      237,000        10/15/21      JPY     1,409.56      JPY     329,430        (51,488 ) 

Raymond James Financial, Inc.

    RBC Capital Markets, LLC      82,200        10/15/21      USD     93.33      USD     7,585        (156,180 ) 

BAE Systems PLC

    UBS AG      573,500        10/19/21      GBP     5.96      GBP     3,241        (790 ) 

Bayer AG, Registered Shares

    Goldman Sachs International      61,900        10/19/21      EUR     49.29      EUR     2,910        (18,346 ) 

Danone S.A

    Goldman Sachs International      28,700        10/19/21      EUR     65.92      EUR     1,695        (566 ) 

 

 

SCHEDULE OF INVESTMENTS

   6

Schedule of Investments  (unaudited) (continued)

September 30, 2021

   

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)

                      

Astrazeneca PLC

    Goldman Sachs International      132,900        10/21/21      GBP     87.53      GBP     11,905      $ (563,222 ) 

Unilever PLC, ADR.

    BNP Paribas SA      146,300        10/22/21      USD     58.00      USD     7,932        (16,466 ) 

Alcon, Inc.

    UBS AG      37,200        10/26/21      CHF     79.66      CHF     2,829        (20,244 ) 

BAE Systems PLC

    Goldman Sachs International      506,000        10/26/21      GBP     5.66      GBP     2,860        (26,373 ) 

Koninklijke Philips NV

    UBS AG      120,000        10/26/21      EUR     41.41      EUR     4,601        (34,492 ) 

Bayer AG, Registered Shares

    UBS AG      76,000        10/29/21      EUR     47.30      EUR     3,572        (90,732 ) 

BP PLC

    Morgan Stanley & Co. International PLC      1,103,400        10/29/21      GBP     3.05      GBP     3,755        (531,815 ) 

Sanofi

    UBS AG      94,000        10/29/21      EUR     84.38      EUR     7,810        (145,276 ) 

Allstate Corp.

    UBS AG      30,500        11/02/21      USD     135.29      USD     3,883        (28,585 ) 

Astrazeneca PLC

    Morgan Stanley & Co. International PLC      2,500        11/02/21      GBP     84.06      GBP     224        (21,081 ) 

BAE Systems PLC

    UBS AG      504,000        11/02/21      GBP     5.54      GBP     2,849        (52,031 ) 

Corteva, Inc.

    JPMorgan Chase Bank N.A.      4,300        11/02/21      USD     44.15      USD     181        (2,452 ) 
Samsung Electronics Co. Ltd., Registered Shares,                                                

GDR.

    Morgan Stanley & Co. International PLC      3,200        11/02/21      USD     1,666.06      USD     5,000        (39,677 ) 

British American Tobacco PLC

    Goldman Sachs International      248,000        11/10/21      GBP     27.03      GBP     6,458        (16,605 ) 

Panasonic Corp.

    Goldman Sachs International      237,800        11/10/21      JPY     1,479.07      JPY     330,542        (33,684 ) 

Siemens AG, Registered Shares

    UBS AG      45,700        11/10/21      EUR     146.72      EUR     6,486        (149,146 ) 

BP PLC

    Goldman Sachs International      1,630,000        11/11/21      GBP     3.51      GBP     5,547        (165,159 ) 

Sanofi

    UBS AG      24,000        11/11/21      EUR     84.87      EUR     1,994        (36,596 ) 

Raymond James Financial, Inc

    Citigroup Global Markets, Inc.      54,900        11/19/21      USD     93.33      USD     5,066        (236,070 ) 

Sealed Air Corp.

    Royal Bank of Canada      24,300        11/19/21      USD     56.88      USD     1,331        (37,317 ) 

Sealed Air Corp.

    Royal Bank of Canada      24,300        12/17/21      USD     56.88      USD     1,331        (33,873 ) 
                     

 

 

  
                                              $(4,169,319)  
                     

 

 

  

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 BlackRock Global Valuation Methodologies Committee’s (the “Global 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 Global 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

                  

Aerospace & Defense

    $ 21,773,986        $ 40,797,160        $ —        $ 62,571,146  

Auto Components.

      10,108,139          —          —          10,108,139  

Automobiles

      37,905,711          —          —          37,905,711  

 

 

7  

Schedule of Investments  (unaudited) (continued)

September 30, 2021

   

BlackRock Enhanced Equity Dividend Trust (BDJ)

 

Fair Value Hierarchy as of Period End (continued)

 

      Level 1        Level 2        Level 3        Total  

Common Stocks (continued)

                  

Banks

    $ 232,700,486        $ —        $         —        $ 232,700,486  

Beverages

      38,590,781          —          —          38,590,781  

Capital Markets

      107,445,321          —          —          107,445,321  

Chemicals

      25,597,005          —          —          25,597,005  

Communications Equipment

      52,407,762          —          —          52,407,762  

Consumer Finance

      15,683,231          —          —          15,683,231  

Containers & Packaging

      9,663,312          —          —          9,663,312  

Diversified Financial Services

      15,342,257          —          —          15,342,257  

Diversified Telecommunication Services

      39,274,722          —          —          39,274,722  

Electric Utilities

      28,936,516          —          —          28,936,516  

Food Products

      —          17,767,302          —          17,767,302  

Health Care Equipment & Supplies

      60,987,186          35,005,982          —          95,993,168  

Health Care Providers & Services

      158,764,739          —          —          158,764,739  

Household Durables

      8,053,624          10,702,187          —          18,755,811  

Industrial Conglomerates

      31,374,799          13,581,111          —          44,955,910  

Insurance

      146,599,189          —          —          146,599,189  

IT Services

      81,688,127          —          —          81,688,127  

Machinery

      —          21,060,236          —          21,060,236  

Media

      67,679,097          —          —          67,679,097  

Multi-line Retail

      23,348,340          —          —          23,348,340  

Multi-Utilities

      53,792,184          —          —          53,792,184  

Oil, Gas & Consumable Fuels

      83,431,619          47,140,737          —          130,572,356  

Personal Products

      39,748,465          —          —          39,748,465  

Pharmaceuticals

      —          104,205,049          —          104,205,049  

Professional Services

      18,039,371          —          —          18,039,371  

Road & Rail

      10,889,728          —          —          10,889,728  

Semiconductors & Semiconductor Equipment

      10,027,028          —          —          10,027,028  

Software

      54,141,960          —          —          54,141,960  

Specialty Retail

      44,659,307          —          —          44,659,307  

Technology Hardware, Storage & Peripherals

      —          8,968,183          —          8,968,183  

Tobacco

      9,783,250          15,764,661          —          25,547,911  

Wireless Telecommunication Services

      11,667,018          —          —          11,667,018  

Short-Term Securities

                  

Money Market Funds

      57,272,388          —          —          57,272,388  
  

 

 

       

 

 

       

 

 

       

 

 

  
   $ 1,607,376,648        $ 314,992,608        $ —        $ 1,922,369,256  
  

 

 

       

 

 

       

 

 

       

 

 

  

Derivative Financial Instruments(a)

                 

Liabilities

                  

Equity Contracts

    $ (11,027,304 )       $ (6,959,666 )       $ —        $ (17,986,970 ) 
  

 

 

       

 

 

       

 

 

       

 

 

  

 

  (a)

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

 

 

Currency Abbreviation
CAD    Canadian Dollar
CHF    Swiss Franc
EUR    Euro
GBP    British Pound
JPY    Japanese Yen
NOK    Norwegian Krone
USD    United States Dollar
Portfolio Abbreviation
ADR    American Depositary Receipt
GDR    Global Depositary Receipt
LP    Limited Partnership

 

 

SCHEDULE OF INVESTMENTS

   8