Predation or brood parasitism risks can change the behaviors and reproductive decisions in many parental animals. For oviparous species, mothers can mitigate their reproductive success in at least three ways: (1) by avoiding nest sites with high predation or parasitism risks, (2) through hormonal maternal effects that developmentally prime offspring for survival in risky environments, or (3) by investing less in reproduction when predation or parasitism risks are high. Here, we tested if perceived predation and parasitism risks can induce any of these behavioral or physiological responses by exposing female red-winged blackbirds (Agelaius phoeniceus) to playbacks of two major nest threats, a predator (Cooper’s hawk, Accipiter cooperii) and an obligate brood parasite (brown-headed cowbird; Molothrus ater), as well as two controls (harmless Eastern meadowlark, Sturnella magna; and silence). We found that female blackbirds did not avoid nesting at sites treated with predator or brood parasite playbacks, nor were females more likely to abandon nesting attempts at these sites. Egg size and yolk hormone profiles, which are common proxies for maternal investment in oviparous species, were statistically similar across treatment sites. Instead, we found intraclutch variation in yolk steroid hormone profiles: concentrations of three progestogens (pregnanedione, 17α-hydroxypregnenolone, and deoxycorticosterone) and two androgens (testosterone and androstenedione) were higher in third-laid than first-laid eggs. Our study largely confirms previous findings of consistent intraclutch yolk hormone variation in this species, in birds in general, and in other oviparous lineages, but uniquely reports on several yolk steroid hormones largely overlooked in the literature on hormone-mediated maternal effects.