BlackRock Enhanced Equity Dividend Trust (BDJ) NPORT-P BlackRock Enhanced Equity Dividend Trust (Sep 2020 report)

Schedule of Investments  (unaudited) September 30, 2020 BlackRock Enhanced Equity Dividend Trust (BDJ) (Percentages shown are based on Net Assets)

Security	Shares		Value
Common Stocks
Aerospace & Defense — 2.1%
BAE Systems PLC		5,217,476	$	32,403,174
Air Freight & Logistics — 0.4%
FedEx Corp.(a)		25,880		6,509,338
Automobiles — 1.6%
General Motors Co.(a)		845,100		25,006,509
Banks(a) — 9.8%
Bank of America Corp.		2,021,632		48,701,115
Citigroup, Inc.(b)		1,048,832		45,215,147
JPMorgan Chase & Co.(b)		209,159		20,135,737
Wells Fargo & Co.		1,610,298		37,858,106
				151,910,105
Beverages(a) — 3.1%
Coca-Cola Co.		464,030		22,909,161
Constellation Brands, Inc., Class A		132,071		25,028,775
				47,937,936
Capital Markets(a) — 5.5%
Charles Schwab Corp.		635,910		23,039,019
CME Group, Inc.		84,870		14,199,600
Morgan Stanley		429,417		20,762,312
Raymond James Financial, Inc.		365,570		26,598,873
				84,599,804
Chemicals(a) — 2.2%
Corteva, Inc.		364,551		10,502,714
DuPont de Nemours, Inc.		226,373		12,559,174
PPG Industries, Inc.		89,930		10,978,655
				34,040,543
Communications Equipment(a) — 2.1%
Cisco Systems, Inc.		339,868		13,387,401
Motorola Solutions, Inc.		118,440		18,572,576
				31,959,977
Consumer Finance — 0.9%
American Express Co.(a)		140,370		14,072,093
Diversified Financial Services(a) — 2.6%
Berkshire Hathaway, Inc., Class B(c)		137,455		29,269,668
Equitable Holdings, Inc.		579,562		10,571,211
				39,840,879
Diversified Telecommunication Services — 4.7%
Verizon Communications, Inc.(a)(b)		1,216,250		72,354,712
Electric Utilities(a) — 1.5%
Edison International		262,790		13,360,244
PPL Corp.		356,254		9,693,671
				23,053,915
Food Products — 0.9%
Danone SA		59,890		3,879,374
Nestle SA, Registered Shares		81,208		9,664,724
				13,544,098
Health Care Equipment & Supplies — 5.9%
Alcon, Inc.(c)		287,330		16,290,372
Koninklijke Philips NV(c)		678,251		32,026,408
Medtronic PLC(a)		418,409		43,481,063
				91,797,843
Health Care Providers & Services(a) — 7.2%
Anthem, Inc.		159,101		42,732,938

Security	Shares			Value
Health Care Providers & Services (continued)
CVS Health Corp.		414,822		$	24,225,605
Humana, Inc.		16,990			7,031,991
McKesson Corp.		91,066			13,562,459
UnitedHealth Group, Inc.		75,670			23,591,636
					111,144,629
Household Durables — 0.7%
Newell Brands, Inc.(a)		667,896			11,461,095
Industrial Conglomerates — 2.4%
General Electric Co.(a)		2,765,273			17,227,651
Siemens AG, Class N, Registered Shares		154,130			19,464,919
					36,692,570
Insurance(a) — 7.2%
Allstate Corp.		131,757			12,403,603
American International Group, Inc.		1,176,486			32,388,660
Arthur J Gallagher & Co.		302,228			31,909,232
Fidelity National Financial, Inc.		361,987			11,333,813
MetLife, Inc.		621,726			23,109,556
					111,144,864
IT Services(a) — 4.3%
Cognizant Technology Solutions Corp., Class A		567,329			39,383,979
Visa, Inc., Class A		130,983			26,192,671
					65,576,650
Media(a) — 3.6%
Comcast Corp., Class A		809,755			37,459,266
Fox Corp., Class A		610,440			16,988,545
Fox Corp., Class B(c)		26,570			743,163
					55,190,974
Multiline Retail — 0.4%
Dollar General Corp.(a)		26,622			5,580,504
Multi-Utilities(a) — 2.1%
NiSource, Inc.		377,810			8,311,820
Public Service Enterprise Group, Inc.		451,785	��		24,807,514
					33,119,334
Oil, Gas & Consumable Fuels — 7.0%
BP PLC		2,644,260			7,647,143
ConocoPhillips(a)		365,320			11,997,109
Enterprise Products Partners LP(a)		1,336,081			21,096,719
Equinor ASA		902,240			12,782,632
Marathon Petroleum Corp.(a)		763,676			22,406,254
Pioneer Natural Resources Co.(a)		185,679			15,966,537
Williams Cos., Inc.(a)		832,029			16,349,370
					108,245,764
Personal Products — 2.5%
Unilever NV, NY Shares(a)		630,160			38,061,664
Pharmaceuticals — 5.1%
AstraZeneca PLC		203,128			22,194,660
Bayer AG, Registered Shares		437,514			26,991,854
Sanofi		301,690			30,232,902
					79,419,416
Road & Rail — 1.1%
Union Pacific Corp.		88,320			17,387,558
Semiconductors & Semiconductor Equipment(a) — 1.5%
Applied Materials, Inc.		137,030			8,146,433
NXP Semiconductors NV		114,100			14,240,821
					22,387,254

SCHEDULE OF INVESTMENTS 1

Schedule of Investments  (unaudited) (continued) September 30, 2020 BlackRock Enhanced Equity Dividend Trust (BDJ) (Percentages shown are based on Net Assets)

Security	Shares		Value
Software(a) — 2.3%
CDK Global, Inc.		179,345	$	7,817,649
Microsoft Corp.		95,557		20,098,504
Open Text Corp.		183,693		7,759,192
				35,675,345
Specialty Retail(a) — 2.6%
Lowe’s Cos., Inc.		90,530		15,015,306
Ross Stores, Inc.		173,330		16,175,156
TJX Cos., Inc.		169,030		9,406,519
				40,596,981
Technology Hardware, Storage & Peripherals — 2.3%
Samsung Electronics Co. Ltd., Registered Shares, GDR		26,839		34,029,803
Siemens Energy AG(c)		77,065		2,078,161
				36,107,964
Tobacco — 2.4%
Altria Group, Inc.(a)		973,246		37,606,225
Trading Companies & Distributors — 0.7%
Ferguson PLC		107,500		10,817,770
Total Common Stocks — 98.7% (Cost: $1,381,901,563)				1,525,247,487
Preferred Securities
Preferred Stocks — 1.4%
Household Products — 1.4%
Henkel AG & Co. KGaA, Preference Shares		203,170		21,248,828
Total Preferred Securities — 1.4% (Cost: $18,703,928)				21,248,828
Total Long-Term Investments — 100.1% (Cost: $1,400,605,491)				1,546,496,315

Security	Shares		Value
Short-Term Securities
Money Market Funds — 0.8%
BlackRock Liquidity Funds, T-Fund, Institutional Class, 0.02%(d)(e)		12,864,186	$	12,864,186
Total Short-Term Securities — 0.8% (Cost: $ 12,864,186)				12,864,186
Total Investments Before Options Written — 100.9% (Cost: $ 1,413,469,677)				1,559,360,501
Options Written — (0.9)% (Premiums Received: $(21,994,571))				(14,223,905	)
Total Investments, Net of Options Written — 100.0% (Cost: $ 1,391,475,106)				1,545,136,596
Other Assets Less Liabilities — 0.0%				124,171
Net Assets — 100.0%			$	1,545,260,767

^(a)  All or a portion of the security has been pledged and/or segregated as collateral in connection with outstanding exchange-traded options written.

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

^(c) Non-income producing security.

^(d) Affiliate of the Trust.

^(e) Annualized 7-day yield as of period end.

Affiliates

Investments in issuers considered to be affiliate(s) of the Trust during the period ended September 30, 2020, for purposes of Section 2(a)(3) of the Investment Company Act of 1940, as amended, were as follows:

Affiliated Issuer	Value at 12/31/19		Purchases at Cost			Proceeds from Sales		Net Realized Gain (Loss)		Change in Unrealized Appreciation (Depreciation)		Value at 09/30/20		Shares Held at 09/30/20		Income		Capital Gain Distributions from Underlying Funds
BlackRock Liquidity Funds, T-Fund, Institutional Class	$	—	$	12,864,186	(a)	$	—	$	—	$	—	$	12,864,186		12,864,186	$	31,975	$	—

^(a) Represents net amount purchased (sold).

For Trust compliance purposes, the Trust’s sector classifications refer to one or more of the sector sub-classifications used by one or more widely recognized market indexes or rating group indexes, and/or as defined by the investment adviser. These definitions may not apply for purposes of this report, which may combine such sector sub-classifications for reporting ease.

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
Unilever NV, NY Shares		1,112		10/01/20	USD	61.87	USD	6,716	$	(121	)
Anthem, Inc.		221		10/02/20	USD	287.50	USD	5,936		(19,890	)
Bank of America Corp.		1,051		10/02/20	USD	26.50	USD	2,532		(1,051	)

2

Schedule of Investments  (unaudited) (continued) September 30, 2020 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)
Berkshire Hathaway, Inc., Class B		254		10/02/20	USD	215.00	USD	5,409	$	(15,748	)
Charles Schwab Corp.		491		10/02/20	USD	36.50	USD	1,779		(12,030	)
Coca-Cola Co.		262		10/02/20	USD	51.50	USD	1,294		(524	)
Cognizant Technology Solutions Corp., Class A		1,240		10/02/20	USD	69.00	USD	8,608		(111,600	)
Comcast Corp., Class A		1,107		10/02/20	USD	44.50	USD	5,121		(202,581	)
ConocoPhillips		714		10/02/20	USD	43.00	USD	2,345		(2,142	)
Constellation Brands, Inc., Class A		77		10/02/20	USD	187.50	USD	1,459		(42,735	)
Constellation Brands, Inc., Class A		46		10/02/20	USD	195.00	USD	872		(10,005	)
Dollar General Corp.		122		10/02/20	USD	202.50	USD	2,557		(89,670	)
Fox Corp., Class A		530		10/02/20	USD	29.00	USD	1,475		(5,300	)
General Motors Co.		796		10/02/20	USD	31.50	USD	2,355		(1,990	)
General Motors Co.		38		10/02/20	USD	30.50	USD	112		(456	)
Medtronic PLC		261		10/02/20	USD	102.00	USD	2,712		(47,894	)
MetLife, Inc.		593		10/02/20	USD	41.00	USD	2,204		(2,372	)
NXP Semiconductors NV		99		10/02/20	USD	128.00	USD	1,236		(3,366	)
Pioneer Natural Resources Co.		228		10/02/20	USD	110.00	USD	1,961		(2,280	)
Ross Stores, Inc.		240		10/02/20	USD	95.50	USD	2,240		(12,000	)
Union Pacific Corp.		243		10/02/20	USD	200.00	USD	4,784		(11,664	)
UnitedHealth Group, Inc.		141		10/02/20	USD	317.50	USD	4,396		(13,395	)
Verizon Communications, Inc.		652		10/02/20	USD	59.00	USD	3,879		(40,098	)
Visa, Inc., Class A		140		10/02/20	USD	202.50	USD	2,800		(9,100	)
Williams Cos., Inc.		2,284		10/02/20	USD	22.50	USD	4,488		(11,420	)
American Express Co.		207		10/09/20	USD	106.00	USD	2,075		(7,866	)
American International Group, Inc.		1,132		10/09/20	USD	31.00	USD	3,116		(4,528	)
Anthem, Inc.		97		10/09/20	USD	272.50	USD	2,605		(36,860	)
Applied Materials, Inc.		188		10/09/20	USD	58.50	USD	1,118		(36,284	)
Bank of America Corp.		3,071		10/09/20	USD	26.50	USD	7,398		(10,749	)
Charles Schwab Corp.		612		10/09/20	USD	38.00	USD	2,217		(13,158	)
Cisco Systems, Inc.		389		10/09/20	USD	43.00	USD	1,532		(584	)
Citigroup, Inc.		942		10/09/20	USD	54.00	USD	4,061		(2,826	)
CME Group, Inc.		152		10/09/20	USD	180.00	USD	2,543		(3,800	)
Coca-Cola Co.		261		10/09/20	USD	51.50	USD	1,289		(2,349	)
Cognizant Technology Solutions Corp., Class A		683		10/09/20	USD	67.50	USD	4,741		(175,872	)
ConocoPhillips		705		10/09/20	USD	39.00	USD	2,315		(1,410	)
Constellation Brands, Inc., Class A		242		10/09/20	USD	200.00	USD	4,586		(38,115	)
CVS Health Corp.		277		10/09/20	USD	63.50	USD	1,618		(1,385	)
DuPont de Nemours, Inc.		315		10/09/20	USD	58.00	USD	1,748		(12,600	)
FedEx Corp.		146		10/09/20	USD	245.00	USD	3,672		(138,700	)
Fox Corp., Class A		907		10/09/20	USD	30.00	USD	2,524		(18,140	)
General Motors Co.		683		10/09/20	USD	31.59	USD	2,021		(17,549	)
Humana, Inc.		47		10/09/20	USD	407.50	USD	1,945		(58,280	)
JPMorgan Chase & Co.		257		10/09/20	USD	110.00	USD	2,474		(1,285	)
Marathon Petroleum Corp.		611		10/09/20	USD	37.50	USD	1,793		(7,943	)
Medtronic PLC		523		10/09/20	USD	105.51	USD	5,435		(49,372	)
MetLife, Inc.		176		10/09/20	USD	41.00	USD	654		(968	)
Microsoft Corp.		102		10/09/20	USD	232.50	USD	2,145		(765	)
Microsoft Corp.		78		10/09/20	USD	212.50	USD	1,641		(20,787	)
Morgan Stanley		304		10/09/20	USD	52.50	USD	1,470		(2,128	)
NXP Semiconductors NV		166		10/09/20	USD	131.00	USD	2,072		(13,612	)
Pioneer Natural Resources Co.		440		10/09/20	USD	106.00	USD	3,784		(6,600	)
Ross Stores, Inc.		294		10/09/20	USD	95.50	USD	2,744		(40,425	)
TJX Cos., Inc.		85		10/09/20	USD	56.50	USD	473		(8,500	)
Unilever NV, NY Shares		436		10/09/20	USD	58.86	USD	2,633		(81,425	)
Union Pacific Corp.		243		10/09/20	USD	200.00	USD	4,784		(41,553	)
Verizon Communications, Inc.		1,280		10/09/20	USD	60.00	USD	7,615		(41,600	)
Williams Cos., Inc.		617		10/09/20	USD	21.95	USD	1,212		(1,027	)
Allstate Corp.		309		10/16/20	USD	100.00	USD	2,909		(9,270	)
Altria Group, Inc.		1,099		10/16/20	USD	45.00	USD	4,247		(2,748	)
Altria Group, Inc.		868		10/16/20	USD	40.50	USD	3,354		(20,832	)
American Express Co.		165		10/16/20	USD	105.00	USD	1,654		(17,325	)
American International Group, Inc.		326		10/16/20	USD	34.00	USD	897		(1,630	)
American International Group, Inc.		1,019		10/16/20	USD	32.00	USD	2,805		(4,586	)

SCHEDULE OF INVESTMENTS 3

Schedule of Investments  (unaudited) (continued) September 30, 2020 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)
Arthur J Gallagher & Co.		889		10/16/20	USD	105.00	USD	9,386	$	(224,472	)
Bank of America Corp.		1,983		10/16/20	USD	27.00	USD	4,777		(15,864	)
Bank of America Corp.		1,015		10/16/20	USD	28.00	USD	2,445		(3,553	)
CDK Global, Inc.		332		10/16/20	USD	50.00	USD	1,447		(23,240	)
Charles Schwab Corp.		714		10/16/20	USD	36.00	USD	2,587		(94,605	)
Cisco Systems, Inc.		531		10/16/20	USD	44.00	USD	2,092		(1,328	)
Citigroup, Inc.		606		10/16/20	USD	55.00	USD	2,612		(1,818	)
CME Group, Inc.		105		10/16/20	USD	170.00	USD	1,757		(23,888	)
Coca-Cola Co.		1,113		10/16/20	USD	52.50	USD	5,495		(10,017	)
Cognizant Technology Solutions Corp., Class A		494		10/16/20	USD	70.00	USD	3,429		(71,630	)
Comcast Corp., Class A		1,518		10/16/20	USD	45.00	USD	7,022		(248,193	)
ConocoPhillips		85		10/16/20	USD	41.00	USD	279		(1,615	)
Corteva, Inc.		1,045		10/16/20	USD	30.00	USD	3,011		(36,575	)
CVS Health Corp.		506		10/16/20	USD	65.00	USD	2,955		(3,289	)
DuPont de Nemours, Inc.		226		10/16/20	USD	62.50	USD	1,254		(2,034	)
Edison International		748		10/16/20	USD	55.00	USD	3,803		(16,830	)
Equitable Holdings, Inc.		987		10/16/20	USD	22.50	USD	1,800		(14,805	)
FedEx Corp.		8		10/16/20	USD	250.00	USD	201		(6,520	)
Fidelity National Financial, Inc.		729		10/16/20	USD	35.00	USD	2,283		(5,468	)
Fox Corp., Class A		73		10/16/20	USD	29.82	USD	204		(1,867	)
General Electric Co.		4,309		10/16/20	USD	7.00	USD	2,685		(19,391	)
General Motors Co.		563		10/16/20	USD	33.00	USD	1,666		(9,290	)
JPMorgan Chase & Co.		328		10/16/20	USD	105.00	USD	3,158		(13,120	)
Marathon Petroleum Corp.		518		10/16/20	USD	40.00	USD	1,520		(3,367	)
Medtronic PLC		220		10/16/20	USD	110.00	USD	2,286		(5,830	)
Microsoft Corp.		66		10/16/20	USD	230.00	USD	1,388		(2,805	)
Morgan Stanley		646		10/16/20	USD	52.50	USD	3,123		(16,796	)
Motorola Solutions, Inc.		240		10/16/20	USD	150.00	USD	3,763		(192,000	)
Motorola Solutions, Inc.		23		10/16/20	USD	160.00	USD	361		(4,255	)
Newell Brands, Inc.		2,170		10/16/20	USD	17.00	USD	3,724		(141,050	)
NiSource, Inc.		324		10/16/20	USD	24.00	USD	713		(3,240	)
NiSource, Inc.		424		10/16/20	USD	23.00	USD	933		(4,240	)
NXP Semiconductors NV		167		10/16/20	USD	130.00	USD	2,084		(31,062	)
Open Text Corp.		99		10/16/20	USD	45.00	USD	418		(1,238	)
Open Text Corp.		445		10/16/20	USD	45.85	USD	1,880		(2,369	)
PPL Corp.		877		10/16/20	USD	30.00	USD	2,386		(8,770	)
Public Service Enterprise Group, Inc.		2,008		10/16/20	USD	55.00	USD	11,026		(230,920	)
Raymond James Financial, Inc.		981		10/16/20	USD	77.50	USD	7,138		(53,955	)
Ross Stores, Inc.		116		10/16/20	USD	95.00	USD	1,083		(26,390	)
TJX Cos., Inc.		422		10/16/20	USD	55.00	USD	2,348		(87,565	)
Unilever NV, NY Shares		333		10/16/20	USD	62.50	USD	2,011		(8,325	)
Verizon Communications, Inc.		1,340		10/16/20	USD	60.00	USD	7,972		(55,610	)
Visa, Inc., Class A		180		10/16/20	USD	210.00	USD	3,599		(17,280	)
Wells Fargo & Co.		1,661		10/16/20	USD	27.50	USD	3,905		(13,288	)
Williams Cos., Inc.		617		10/16/20	USD	22.00	USD	1,212		(6,170	)
Altria Group, Inc.		837		10/23/20	USD	45.00	USD	3,234		(8,370	)
Altria Group, Inc.		868		10/23/20	USD	40.50	USD	3,354		(31,682	)
American International Group, Inc.		459		10/23/20	USD	32.00	USD	1,264		(5,738	)
American International Group, Inc.		1,360		10/23/20	USD	31.00	USD	3,744		(27,200	)
Anthem, Inc.		159		10/23/20	USD	280.00	USD	4,271		(69,960	)
Applied Materials, Inc.		188		10/23/20	USD	58.50	USD	1,118		(54,050	)
Bank of America Corp.		501		10/23/20	USD	27.00	USD	1,207		(6,764	)
Bank of America Corp.		662		10/23/20	USD	26.50	USD	1,595		(12,578	)
Berkshire Hathaway, Inc., Class B		194		10/23/20	USD	220.00	USD	4,131		(36,957	)
Charles Schwab Corp.		479		10/23/20	USD	36.50	USD	1,735		(65,862	)
Cisco Systems, Inc.		173		10/23/20	USD	41.50	USD	681		(3,114	)
Citigroup, Inc.		320		10/23/20	USD	54.00	USD	1,380		(32,960	)
CME Group, Inc.		86		10/23/20	USD	175.00	USD	1,439		(10,320	)
CME Group, Inc.		63		10/23/20	USD	172.50	USD	1,054		(12,443	)
Coca-Cola Co.		553		10/23/20	USD	51.00	USD	2,730		(32,351	)
Cognizant Technology Solutions Corp., Class A		748		10/23/20	USD	72.00	USD	5,193		(93,500	)
Comcast Corp., Class A		566		10/23/20	USD	46.00	USD	2,618		(69,901	)

4

Schedule of Investments  (unaudited) (continued) September 30, 2020 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)
ConocoPhillips		56		10/23/20	USD	36.50	USD	184	$	(1,932	)
Constellation Brands, Inc., Class A		361		10/23/20	USD	192.50	USD	6,841		(178,695	)
DuPont de Nemours, Inc.		502		10/23/20	USD	60.00	USD	2,785		(26,355	)
Enterprise Products Partners LP		1,349		10/23/20	USD	17.50	USD	2,130		(8,769	)
Enterprise Products Partners LP		1,271		10/23/20	USD	15.50	USD	2,007		(261,826	)
Fox Corp., Class A		1,061		10/23/20	USD	30.00	USD	2,953		(37,135	)
General Electric Co.		4,583		10/23/20	USD	6.50	USD	2,855		(77,911	)
General Motors Co.		341		10/23/20	USD	33.00	USD	1,009		(9,548	)
Humana, Inc.		47		10/23/20	USD	407.50	USD	1,945		(77,315	)
JPMorgan Chase & Co.		174		10/23/20	USD	103.00	USD	1,675		(16,269	)
Lowe’s Cos., Inc.		150		10/23/20	USD	170.00	USD	2,488		(48,075	)
Marathon Petroleum Corp.		610		10/23/20	USD	35.00	USD	1,790		(12,200	)
Medtronic PLC		766		10/23/20	USD	110.00	USD	7,960		(49,024	)
MetLife, Inc.		819		10/23/20	USD	40.00	USD	3,044		(48,730	)
Microsoft Corp.		6		10/23/20	USD	232.50	USD	126		(555	)
Microsoft Corp.		78		10/23/20	USD	212.50	USD	1,641		(44,265	)
NXP Semiconductors NV		57		10/23/20	USD	128.00	USD	711		(23,085	)
Pioneer Natural Resources Co.		75		10/23/20	USD	95.00	USD	645		(11,625	)
Ross Stores, Inc.		303		10/23/20	USD	97.00	USD	2,828		(59,085	)
UnitedHealth Group, Inc.		35		10/23/20	USD	317.50	USD	1,091		(23,625	)
Verizon Communications, Inc.		1,481		10/23/20	USD	61.00	USD	8,810		(61,461	)
Visa, Inc., Class A		102		10/23/20	USD	210.00	USD	2,040		(22,746	)
Wells Fargo & Co.		1,173		10/23/20	USD	25.50	USD	2,758		(44,574	)
Williams Cos., Inc.		861		10/23/20	USD	21.97	USD	1,692		(10,943	)
Allstate Corp.		415		10/28/20	USD	96.00	USD	3,907		(77,540	)
Corteva, Inc.		480		10/28/20	USD	30.50	USD	1,383		(33,413	)
Fox Corp., Class A		73		10/28/20	USD	29.50	USD	204		(3,670	)
Altria Group, Inc.		812		10/30/20	USD	44.00	USD	3,138		(11,774	)
Altria Group, Inc.		868		10/30/20	USD	40.50	USD	3,354		(50,344	)
Anthem, Inc.		159		10/30/20	USD	267.50	USD	4,271		(189,210	)
Bank of America Corp.		1,632		10/30/20	USD	26.50	USD	3,932		(46,512	)
Charles Schwab Corp.		478		10/30/20	USD	36.50	USD	1,732		(65,725	)
Cisco Systems, Inc.		504		10/30/20	USD	40.50	USD	1,985		(28,980	)
Citigroup, Inc.		921		10/30/20	USD	50.00	USD	3,970		(26,709	)
Coca-Cola Co.		363		10/30/20	USD	50.00	USD	1,792		(42,108	)
Comcast Corp., Class A		990		10/30/20	USD	47.50	USD	4,580		(101,970	)
CVS Health Corp.		208		10/30/20	USD	60.00	USD	1,215		(21,632	)
Dollar General Corp.		24		10/30/20	USD	205.00	USD	503		(18,600	)
Enterprise Products Partners LP		3,456		10/30/20	USD	18.00	USD	5,457		(25,920	)
Fox Corp., Class A		859		10/30/20	USD	27.50	USD	2,391		(122,407	)
General Electric Co.		2,414		10/30/20	USD	7.50	USD	1,504		(18,105	)
General Electric Co.		1,252		10/30/20	USD	6.50	USD	780		(33,804	)
General Motors Co.		409		10/30/20	USD	33.50	USD	1,210		(13,497	)
JPMorgan Chase & Co.		112		10/30/20	USD	96.50	USD	1,078		(38,640	)
Lowe’s Cos., Inc.		150		10/30/20	USD	170.00	USD	2,488		(58,125	)
Marathon Petroleum Corp.		518		10/30/20	USD	34.50	USD	1,520		(32,116	)
Medtronic PLC		269		10/30/20	USD	104.00	USD	2,795		(83,121	)
MetLife, Inc.		1,224		10/30/20	USD	38.50	USD	4,550		(115,056	)
Microsoft Corp.		67		10/30/20	USD	207.50	USD	1,409		(61,807	)
Morgan Stanley		764		10/30/20	USD	50.50	USD	3,694		(82,894	)
NXP Semiconductors NV		138		10/30/20	USD	127.00	USD	1,722		(75,210	)
PPG Industries, Inc.		494		10/30/20	USD	131.00	USD	6,031		(60,515	)
UnitedHealth Group, Inc.		225		10/30/20	USD	322.50	USD	7,015		(135,000	)
Verizon Communications, Inc.		653		10/30/20	USD	60.00	USD	3,885		(55,178	)
Visa, Inc., Class A		57		10/30/20	USD	207.50	USD	1,140		(19,580	)
Wells Fargo & Co.		1,172		10/30/20	USD	26.50	USD	2,755		(35,746	)
Williams Cos., Inc.		8		10/30/20	USD	20.86	USD	16		(345	)
American Express Co.		400		11/06/20	USD	105.00	USD	4,010		(125,600	)
American International Group, Inc.		814		11/06/20	USD	30.00	USD	2,241		(72,039	)
Cisco Systems, Inc.		98		11/06/20	USD	40.50	USD	386		(7,987	)
Citigroup, Inc.		478		11/06/20	USD	44.00	USD	2,061		(93,927	)
CVS Health Corp.		208		11/06/20	USD	59.00	USD	1,215		(55,224	)

SCHEDULE OF INVESTMENTS 5

Schedule of Investments  (unaudited) (continued) September 30, 2020 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)
DuPont de Nemours, Inc.		214		11/06/20	USD	58.00	USD	1,187	$	(40,981	)
Enterprise Products Partners LP		1,271		11/06/20	USD	15.50	USD	2,007		(451,205	)
FedEx Corp.		14		11/06/20	USD	260.00	USD	352		(13,685	)
General Electric Co.		1,399		11/06/20	USD	6.50	USD	872		(46,867	)
General Electric Co.		1,252		11/06/20	USD	7.00	USD	780		(23,788	)
General Motors Co.		340		11/06/20	USD	31.29	USD	1,006		(31,730	)
JPMorgan Chase & Co.		279		11/06/20	USD	100.00	USD	2,686		(79,654	)
Lowe’s Cos., Inc.		289		11/06/20	USD	165.00	USD	4,793		(221,807	)
Marathon Petroleum Corp.		797		11/06/20	USD	31.00	USD	2,338		(127,121	)
McKesson Corp.		364		11/06/20	USD	155.00	USD	5,421		(185,640	)
Medtronic PLC		262		11/06/20	USD	105.00	USD	2,723		(92,355	)
TJX Cos., Inc.		422		11/06/20	USD	55.00	USD	2,348		(141,370	)
Visa, Inc., Class A		57		11/06/20	USD	210.00	USD	1,140		(22,658	)
Wells Fargo & Co.		730		11/06/20	USD	25.50	USD	1,716		(51,465	)
Comcast Corp., Class A		272		11/09/20	USD	46.89	USD	1,258		(23,864	)
Public Service Enterprise Group, Inc.		475		11/12/20	USD	53.00	USD	2,608		(143,915	)
American International Group, Inc.		1,360		11/20/20	USD	30.00	USD	3,744		(136,680	)
Applied Materials, Inc.		377		11/20/20	USD	62.50	USD	2,241		(101,790	)
Arthur J Gallagher & Co.		773		11/20/20	USD	110.00	USD	8,161		(189,385	)
Bank of America Corp.		1,203		11/20/20	USD	26.00	USD	2,898		(90,826	)
Berkshire Hathaway, Inc., Class B		308		11/20/20	USD	220.00	USD	6,559		(148,610	)
CDK Global, Inc.		651		11/20/20	USD	45.00	USD	2,838		(123,690	)
Charles Schwab Corp.		723		11/20/20	USD	37.00	USD	2,619		(123,271	)
Cisco Systems, Inc.		174		11/20/20	USD	42.00	USD	685		(14,094	)
Citigroup, Inc.		321		11/20/20	USD	47.50	USD	1,384		(36,273	)
Citigroup, Inc.		607		11/20/20	USD	45.00	USD	2,617		(115,937	)
CME Group, Inc.		60		11/20/20	USD	175.00	USD	1,004		(23,100	)
ConocoPhillips		449		11/20/20	USD	36.00	USD	1,475		(50,512	)
Corteva, Inc.		480		11/20/20	USD	32.00	USD	1,383		(31,200	)
CVS Health Corp.		460		11/20/20	USD	60.00	USD	2,686		(89,700	)
DuPont de Nemours, Inc.		214		11/20/20	USD	60.00	USD	1,187		(35,738	)
Edison International		699		11/20/20	USD	55.50	USD	3,554		(91,770	)
Equitable Holdings, Inc.		1,331		11/20/20	USD	20.00	USD	2,428		(109,807	)
Fidelity National Financial, Inc.		1,236		11/20/20	USD	35.00	USD	3,870		(61,800	)
MetLife, Inc.		624		11/20/20	USD	37.50	USD	2,319		(123,240	)
Microsoft Corp.		199		11/20/20	USD	220.00	USD	4,186		(141,787	)
Morgan Stanley		660		11/20/20	USD	50.00	USD	3,191		(131,340	)
Motorola Solutions, Inc.		388		11/20/20	USD	165.00	USD	6,084		(172,660	)
Newell Brands, Inc.		2,171		11/20/20	USD	19.00	USD	3,725		(103,122	)
Open Text Corp.		364		11/20/20	USD	45.00	USD	1,538		(32,760	)
Raymond James Financial, Inc.		969		11/20/20	USD	77.50	USD	7,050		(232,560	)
Unilever NV, NY Shares		1,112		11/20/20	USD	62.50	USD	6,717		(127,880	)
Verizon Communications, Inc.		1,283		11/20/20	USD	60.00	USD	7,633		(162,299	)
Visa, Inc., Class A		184		11/20/20	USD	215.00	USD	3,679		(62,100	)
Wells Fargo & Co.		852		11/20/20	USD	25.00	USD	2,003		(87,756	)
Wells Fargo & Co.		853		11/20/20	USD	25.75	USD	2,005		(66,654	)
Williams Cos., Inc.		1,021		11/20/20	USD	22.00	USD	2,006		(32,672	)
									$	(12,009,451	)

OTC Options Written

Description	Counterparty	Number of Contracts		Expiration Date		Exercise Price			Notional Amount (000)			Value
Call
Bayer AG, Registered Shares	UBS AG		62,700		10/07/20		EUR	59.38		EUR	3,299	$	(987	)
Koninklijke Philips NV	Goldman Sachs International		143,900		10/07/20		EUR	46.86		EUR	5,795		(7	)
Sanofi	Barclays Bank PLC		58,600		10/15/20		EUR	90.53		EUR	5,009		(15,225	)
Equinor ASA	Credit Suisse International		109,400		10/20/20		NOK	144.84		NOK	14,457		(2,889	)
BAE Systems PLC	Morgan Stanley & Co. International PLC		102,700		10/21/20		GBP	5.29		GBP	494		(1,454	)
BP PLC	Morgan Stanley & Co. International PLC		588,400		10/21/20		GBP	2.74		GBP	1,319		(615	)

6

Schedule of Investments  (unaudited) (continued) September 30, 2020 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)
Ferguson PLC	Morgan Stanley & Co. International PLC		17,100		10/21/20		GBP	73.90		GBP	1,334	$	(122,600	)
Siemens Energy AG	Goldman Sachs International		42,100		10/21/20		EUR	118.03		EUR	4,535		(17,716	)
AstraZeneca PLC	Barclays Bank PLC		2,500		10/22/20		GBP	84.37		GBP	212		(8,999	)
Sanofi	Credit Suisse International		13,300		10/22/20		EUR	88.96		EUR	1,137		(11,924	)
Nestle SA, Registered Shares	Credit Suisse International		6,200		10/23/20		CHF	110.59		CHF	680		(8,579	)
Henkel AG & Co. KGaA, Preference Shares	Goldman Sachs International		76,100		10/27/20		EUR	92.86		EUR	6,788		(97,381	)
Ferguson PLC	Credit Suisse International		47,000		10/28/20		GBP	76.12		GBP	3,665		(205,723	)
Alcon, Inc.	Credit Suisse International		35,500		11/04/20		CHF	54.18		CHF	1,854		(46,528	)
AstraZeneca PLC	UBS AG		109,300		11/04/20		GBP	88.74		GBP	9,255		(193,847	)
BAE Systems PLC	Credit Suisse International		570,000		11/04/20		GBP	5.15		GBP	2,743		(30,170	)
Bayer AG, Registered Shares	Credit Suisse International		62,800		11/04/20		EUR	56.88		EUR	3,304		(72,636	)
BP PLC	Credit Suisse International		866,000		11/04/20		GBP	2.53		GBP	1,941		(29,307	)
Equinor ASA	Goldman Sachs International		304,300		11/04/20		NOK	146.90		NOK	40,213		(15,808	)
Sanofi	Goldman Sachs International		94,000		11/04/20		EUR	89.50		EUR	8,034		(91,350	)
Alcon, Inc.	Goldman Sachs International		85,300		11/06/20		CHF	53.77		CHF	4,454		(134,154	)
BAE Systems PLC	UBS AG		214,000		11/06/20		GBP	5.35		GBP	1,030		(4,811	)
Bayer AG, Registered Shares	Goldman Sachs International		49,500		11/06/20		EUR	57.74		EUR	2,605		(51,157	)
NiSource, Inc.	UBS AG		41,600		11/09/20		USD	22.90		USD	915		(10,567	)
Danone SA	Barclays Bank PLC		32,900		11/10/20		EUR	56.70		EUR	1,818		(41,105	)
Henkel AG & Co. KGaA, Preference Shares	Goldman Sachs International		35,600		11/10/20		EUR	91.57		EUR	3,176		(83,179	)
Koninklijke Philips NV	Credit Suisse International		127,500		11/10/20		EUR	41.72		EUR	5,135		(137,525	)
BAE Systems PLC	Credit Suisse International		600,000		11/12/20		GBP	4.94		GBP	2,888		(82,840	)
Equinor ASA	Morgan Stanley & Co. International PLC		82,600		11/12/20		NOK	136.59		NOK	10,915		(29,855	)
Samsung Electronics Co. Ltd.	Goldman Sachs International		14,700		11/12/20		USD	1,282.31		USD	18,638		(366,017	)
PPL Corp	UBS AG		108,200		11/13/20		USD	28.40		USD	2,944		(44,852	)
Unilever NV, NY Shares	Bank of America N.A.		47,200		11/16/20		USD	61.75		USD	2,851		(81,481	)
NiSource, Inc.	Goldman Sachs International		91,300		11/17/20		USD	22.95		USD	2,009		(71,567	)
Nestle SA, Registered Shares	Credit Suisse International		38,500		11/18/20		CHF	113.40		CHF	4,220		(46,528	)
Albemarle Corp.	Credit Suisse International		37,200		11/19/20		CHF	53.79		CHF	1,943		(55,071	)
												$	(2,214,454	)

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)

• 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

SCHEDULE OF INVESTMENTS 7

Schedule of Investments  (unaudited) (continued) September 30, 2020 BlackRock Enhanced Equity Dividend Trust (BDJ)

Fair Value Hierarchy as of Period End (continued)

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 tables summarize the Trust’s investments and derivative financial instruments categorized in the disclosure hierarchy. The breakdown of the Trust’s investments 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	$	—		$	32,403,174		$	—	$	32,403,174
Air Freight & Logistics		6,509,338			—			—		6,509,338
Automobiles		25,006,509			—			—		25,006,509
Banks		151,910,105			—			—		151,910,105
Beverages		47,937,936			—			—		47,937,936
Capital Markets		84,599,804			—			—		84,599,804
Chemicals		34,040,543			—			—		34,040,543
Communications Equipment		31,959,977			—			—		31,959,977
Consumer Finance		14,072,093			—			—		14,072,093
Diversified Financial Services		39,840,879			—			—		39,840,879
Diversified Telecommunication Services		72,354,712			—			—		72,354,712
Electric Utilities		23,053,915			—			—		23,053,915
Food Products		—			13,544,098			—		13,544,098
Health Care Equipment & Supplies		43,481,063			48,316,780			—		91,797,843
Health Care Providers & Services		111,144,629			—			—		111,144,629
Household Durables		11,461,095			—			—		11,461,095
Industrial Conglomerates		17,227,651			19,464,919			—		36,692,570
Insurance		111,144,864			—			—		111,144,864
IT Services		65,576,650			—			—		65,576,650
Media		55,190,974			—			—		55,190,974
Multiline Retail		5,580,504			—			—		5,580,504
Multi-Utilities		33,119,334			—			—		33,119,334
Oil, Gas & Consumable Fuels		87,815,989			20,429,775			—		108,245,764
Personal Products		38,061,664			—			—		38,061,664
Pharmaceuticals		—			79,419,416			—		79,419,416
Road & Rail		17,387,558			—			—		17,387,558
Semiconductors & Semiconductor Equipment		22,387,254			—			—		22,387,254
Software		35,675,345			—			—		35,675,345
Specialty Retail		40,596,981			—			—		40,596,981
Technology Hardware, Storage & Peripherals		2,078,161			34,029,803			—		36,107,964
Tobacco		37,606,225			—			—		37,606,225
Trading Companies & Distributors		—			10,817,770			—		10,817,770
Preferred Securities
Preferred Stocks		—			21,248,828			—		21,248,828
Short-Term Securities
Money Market Funds		12,864,186			—			—		12,864,186
	$	1,279,685,938		$	279,674,563		$	—		1,559,360,501
Derivative Financial Instruments(a)
Liabilities
Equity Contracts	$	(11,371,877	)	$	(2,852,028	)	$	—	$	(14,223,905	)

^(a) Derivative financial instruments are options written. Options written are shown at value.

8

Schedule of Investments  (unaudited) (continued) September 30, 2020 BlackRock Enhanced Equity Dividend Trust (BDJ)

Currency Abbreviation
CHF	Swiss Franc
EUR	Euro
GBP	British Pound
NOK	Norwegian Krone
USD	United States Dollar
Portfolio Abbreviation
CME	Chicago Mercantile Exchange
GDR	Global Depositary Receipt
LP	Limited Partnership
OTC	Over-the-Counter

SCHEDULE OF INVESTMENTS 9