-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, EoFndVEJA9AZEbKEEYRf9ynzp4I/6D0BqqPUuqnGHlBcHn1UOwoHzbJPA1ib/Ith TTyWvu8APw9Vhrhtbe3zbg== 0000940400-07-000223.txt : 20070530 0000940400-07-000223.hdr.sgml : 20070530 20070530151557 ACCESSION NUMBER: 0000940400-07-000223 CONFORMED SUBMISSION TYPE: NSAR-A PUBLIC DOCUMENT COUNT: 4 CONFORMED PERIOD OF REPORT: 20070331 FILED AS OF DATE: 20070530 DATE AS OF CHANGE: 20070530 EFFECTIVENESS DATE: 20070530 FILER: COMPANY DATA: COMPANY CONFORMED NAME: BLACKROCK FUNDS CENTRAL INDEX KEY: 0000844779 IRS NUMBER: 510318674 STATE OF INCORPORATION: MA FISCAL YEAR END: 0930 FILING VALUES: FORM TYPE: NSAR-A SEC ACT: 1940 Act SEC FILE NUMBER: 811-05742 FILM NUMBER: 07887221 BUSINESS ADDRESS: STREET 1: 301 BELLEVUE PKWY STREET 2: 2ND FLOOR CITY: WILMINGTON STATE: DE ZIP: 19809 BUSINESS PHONE: 3027922555 MAIL ADDRESS: STREET 1: 301 BELLEVUE PARKWAY STREET 2: 2ND FLOOR CITY: WILMINGTON STATE: DE ZIP: 19809 FORMER COMPANY: FORMER CONFORMED NAME: COMPASS CAPITAL FUNDS\ DATE OF NAME CHANGE: 19961114 FORMER COMPANY: FORMER CONFORMED NAME: PNC FUND DATE OF NAME CHANGE: 19920703 FORMER COMPANY: FORMER CONFORMED NAME: NCP FUNDS DATE OF NAME CHANGE: 19890511 0000844779 S000001503 BLACKROCK MONEY MARKET PORTFOLIO C000004025 INSTITUTIONAL PNIXX C000004026 SERVICE PNPXX C000004027 INVESTOR A PINXX C000004028 INVESTOR B CIBXX C000004029 INVESTOR C BMCXX C000004030 HILLIARD LYONS BHLXX 0000844779 S000001505 BLACKROCK MID CAP GROWTH EQUITY PORTFOLIO C000004036 INSTITUTIONAL CMGIX C000004037 SERVICE CMGSX C000004038 INVESTOR A BMGAX C000004039 INVESTOR B BMGBX C000004040 INVESTOR C BMGCX C000037625 R BMRRX 0000844779 S000001506 BLACKROCK SMALL CAP VALUE EQUITY PORTFOLIO C000004041 INSTITUTIONAL PNSEX C000004042 SERVICE PSESX 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285001 PAGE 10 028 B020100 2413 028 B030100 0 028 B040100 347301 028 C010100 278205 028 C020100 2347 028 C030100 0 028 C040100 256744 028 D010100 378384 028 D020100 2397 028 D030100 0 028 D040100 329680 028 E010100 303901 028 E020100 2457 028 E030100 0 028 E040100 259279 028 F010100 283399 028 F020100 4667 028 F030100 0 028 F040100 339376 028 G010100 1902769 028 G020100 14281 028 G030100 0 028 G040100 1841824 028 H000100 0 029 000100 N 030 A000100 0 030 B000100 0.00 030 C000100 0.00 031 A000100 0 031 B000100 0 032 000100 0 033 000100 0 037 000100 N 038 000100 0 039 000100 N 040 000100 Y 041 000100 Y 045 000100 Y 046 000100 N 047 000100 Y 048 000100 0.000 048 A010100 1000000 048 A020100 0.450 048 B010100 1000000 048 B020100 0.400 048 C010100 1000000 048 C020100 0.375 048 D010100 0 048 D020100 0.000 048 E010100 0 048 E020100 0.000 PAGE 11 048 F010100 0 048 F020100 0.000 048 G010100 0 048 G020100 0.000 048 H010100 0 048 H020100 0.000 048 I010100 0 048 I020100 0.000 048 J010100 0 048 J020100 0.000 048 K010100 3000000 048 K020100 0.350 058 A000100 N 059 000100 Y 060 A000100 Y 060 B000100 Y 061 000100 500 062 A000100 Y 062 B000100 0.0 062 C000100 0.0 062 D000100 1.1 062 E000100 1.5 062 F000100 14.5 062 G000100 5.0 062 H000100 0.0 062 I000100 54.8 062 J000100 0.0 062 K000100 0.0 062 L000100 23.1 062 M000100 0.0 062 N000100 0.0 062 O000100 0.0 062 P000100 0.0 062 Q000100 0.0 062 R000100 0.0 063 A000100 50 063 B000100 0.0 064 A000100 N 064 B000100 N 066 A000100 N 067 000100 N 068 A000100 N 068 B000100 N 069 000100 N 070 A010100 Y 070 A020100 Y 070 B010100 N 070 B020100 N 070 C010100 N 070 C020100 N 070 D010100 N PAGE 12 070 D020100 N 070 E010100 N 070 E020100 N 070 F010100 N 070 F020100 N 070 G010100 N 070 G020100 N 070 H010100 N 070 H020100 N 070 I010100 N 070 I020100 N 070 J010100 Y 070 J020100 N 070 K010100 Y 070 K020100 Y 070 L010100 Y 070 L020100 N 070 M010100 N 070 M020100 N 070 N010100 Y 070 N020100 N 070 O010100 Y 070 O020100 N 070 P010100 Y 070 P020100 N 070 Q010100 N 070 Q020100 N 070 R010100 N 070 R020100 N 071 A000100 0 071 B000100 0 071 C000100 0 071 D000100 0 072 A000100 6 072 B000100 43152 072 C000100 0 072 D000100 0 072 E000100 0 072 F000100 2420 072 G000100 638 072 H000100 0 072 I000100 1437 072 J000100 48 072 K000100 0 072 L000100 178 072 M000100 66 072 N000100 39 072 O000100 0 072 P000100 0 072 Q000100 0 072 R000100 15 PAGE 13 072 S000100 43 072 T000100 77 072 U000100 0 072 V000100 0 072 W000100 38 072 X000100 4999 072 Y000100 0 072 Z000100 38153 072AA000100 5 072BB000100 3 072CC010100 0 072CC020100 0 072DD010100 34658 072DD020100 3495 072EE000100 0 073 A010100 0.0000 073 A020100 0.0000 073 B000100 0.0000 073 C000100 0.0000 074 A000100 1 074 B000100 19001 074 C000100 1654370 074 D000100 0 074 E000100 0 074 F000100 0 074 G000100 0 074 H000100 0 074 I000100 0 074 J000100 0 074 K000100 6 074 L000100 4516 074 M000100 74 074 N000100 1677968 074 O000100 31935 074 P000100 650 074 Q000100 0 074 R010100 0 074 R020100 0 074 R030100 0 074 R040100 4856 074 S000100 0 074 T000100 1640527 074 U010100 1490390 074 U020100 150195 074 V010100 0.00 074 V020100 0.00 074 W000100 1.0000 074 X000100 11875 074 Y000100 0 075 A000100 1605226 075 B000100 0 PAGE 14 076 000100 0.00 008 A000201 BLACKROCK ADVISORS, LLC 008 B000201 A 008 C000201 801-47710 008 D010201 WILMINGTON 008 D020201 DE 008 D030201 19809 008 A000202 BLACKROCK INSTITUTIONAL MANAGEMENT CORP. 008 B000202 S 008 C000202 801-13304 008 D010202 WILMINGTON 008 D020202 DE 008 D030202 19809 015 A000201 PFPC TRUST COMPANY 015 B000201 C 015 C010201 PHILADELPHIA 015 C020201 PA 015 C030201 19153 015 E030201 X 024 000200 N 025 D000201 0 025 D000202 0 025 D000203 0 025 D000204 0 025 D000205 0 025 D000206 0 025 D000207 0 025 D000208 0 028 A010200 48522 028 A020200 0 028 A030200 0 028 A040200 38197 028 B010200 54619 028 B020200 468 028 B030200 0 028 B040200 54130 028 C010200 34201 028 C020200 478 028 C030200 0 028 C040200 76596 028 D010200 44355 028 D020200 475 028 D030200 0 028 D040200 43961 028 E010200 39312 028 E020200 469 028 E030200 0 028 E040200 38555 028 F010200 49444 028 F020200 885 028 F030200 0 PAGE 15 028 F040200 64678 028 G010200 270453 028 G020200 2775 028 G030200 0 028 G040200 316117 028 H000200 0 029 000200 N 030 A000200 0 030 B000200 0.00 030 C000200 0.00 031 A000200 0 031 B000200 0 032 000200 0 033 000200 0 037 000200 N 038 000200 0 039 000200 N 040 000200 Y 041 000200 Y 045 000200 Y 046 000200 N 047 000200 Y 048 000200 0.000 048 A010200 1000000 048 A020200 0.450 048 B010200 1000000 048 B020200 0.400 048 C010200 1000000 048 C020200 0.375 048 D010200 0 048 D020200 0.000 048 E010200 0 048 E020200 0.000 048 F010200 0 048 F020200 0.000 048 G010200 0 048 G020200 0.000 048 H010200 0 048 H020200 0.000 048 I010200 0 048 I020200 0.000 048 J010200 0 048 J020200 0.000 048 K010200 3000000 048 K020200 0.350 058 A000200 N 059 000200 Y 060 A000200 Y 060 B000200 Y 061 000200 500 062 A000200 Y PAGE 16 062 B000200 0.0 062 C000200 0.0 062 D000200 0.0 062 E000200 99.4 062 F000200 0.0 062 G000200 0.0 062 H000200 0.0 062 I000200 0.0 062 J000200 0.0 062 K000200 0.0 062 L000200 0.6 062 M000200 0.0 062 N000200 0.0 062 O000200 0.0 062 P000200 0.0 062 Q000200 0.0 062 R000200 0.0 063 A000200 21 063 B000200 0.0 064 A000200 Y 064 B000200 N 066 A000200 N 067 000200 N 068 A000200 N 068 B000200 N 069 000200 N 070 A010200 Y 070 A020200 N 070 B010200 N 070 B020200 N 070 C010200 N 070 C020200 N 070 D010200 N 070 D020200 N 070 E010200 N 070 E020200 N 070 F010200 N 070 F020200 N 070 G010200 N 070 G020200 N 070 H010200 N 070 H020200 N 070 I010200 N 070 I020200 N 070 J010200 Y 070 J020200 Y 070 K010200 Y 070 K020200 N 070 L010200 Y 070 L020200 N 070 M010200 N PAGE 17 070 M020200 N 070 N010200 Y 070 N020200 N 070 O010200 Y 070 O020200 N 070 P010200 Y 070 P020200 N 070 Q010200 N 070 Q020200 N 070 R010200 N 070 R020200 N 071 A000200 0 071 B000200 0 071 C000200 0 071 D000200 0 072 A000200 6 072 B000200 5970 072 C000200 0 072 D000200 0 072 E000200 0 072 F000200 443 072 G000200 146 072 H000200 0 072 I000200 161 072 J000200 19 072 K000200 0 072 L000200 25 072 M000200 14 072 N000200 27 072 O000200 0 072 P000200 0 072 Q000200 0 072 R000200 14 072 S000200 11 072 T000200 0 072 U000200 0 072 V000200 0 072 W000200 13 072 X000200 873 072 Y000200 0 072 Z000200 5097 072AA000200 1 072BB000200 35 072CC010200 0 072CC020200 0 072DD010200 5029 072DD020200 68 072EE000200 0 073 A010200 0.0000 073 A020200 0.0000 073 B000200 0.0000 PAGE 18 073 C000200 0.0000 074 A000200 0 074 B000200 0 074 C000200 292167 074 D000200 0 074 E000200 0 074 F000200 0 074 G000200 0 074 H000200 0 074 I000200 0 074 J000200 0 074 K000200 0 074 L000200 2293 074 M000200 42 074 N000200 294502 074 O000200 0 074 P000200 95 074 Q000200 0 074 R010200 0 074 R020200 0 074 R030200 0 074 R040200 414 074 S000200 0 074 T000200 293993 074 U010200 289988 074 U020200 3995 074 V010200 0.00 074 V020200 0.00 074 W000200 1.0000 074 X000200 30 074 Y000200 0 075 A000200 328072 075 B000200 0 076 000200 0.00 008 A000301 BLACKROCK ADVISORS, LLC 008 B000301 A 008 C000301 801-47710 008 D010301 WILMINGTON 008 D020301 DE 008 D030301 19809 008 A000302 BLACKROCK INSTITUTIONAL MANAGEMENT CORP. 008 B000302 S 008 C000302 801-13304 008 D010302 WILMINGTON 008 D020302 DE 008 D030302 19809 015 A000301 PFPC TRUST COMPANY 015 B000301 C 015 C010301 PHILADELPHIA 015 C020301 PA 015 C030301 19153 PAGE 19 015 E030301 X 024 000300 N 025 D000301 0 025 D000302 0 025 D000303 0 025 D000304 0 025 D000305 0 025 D000306 0 025 D000307 0 025 D000308 0 028 A010300 109608 028 A020300 0 028 A030300 0 028 A040300 122400 028 B010300 122365 028 B020300 145 028 B030300 0 028 B040300 90718 028 C010300 177415 028 C020300 141 028 C030300 0 028 C040300 196625 028 D010300 136336 028 D020300 148 028 D030300 0 028 D040300 166302 028 E010300 85643 028 E020300 143 028 E030300 0 028 E040300 145494 028 F010300 90920 028 F020300 274 028 F030300 0 028 F040300 83008 028 G010300 722287 028 G020300 851 028 G030300 0 028 G040300 804547 028 H000300 0 029 000300 N 030 A000300 0 030 B000300 0.00 030 C000300 0.00 031 A000300 0 031 B000300 0 032 000300 0 033 000300 0 037 000300 N 038 000300 0 039 000300 N 040 000300 Y PAGE 20 041 000300 Y 045 000300 Y 046 000300 N 047 000300 Y 048 000300 0.000 048 A010300 1000000 048 A020300 0.450 048 B010300 1000000 048 B020300 0.400 048 C010300 1000000 048 C020300 0.375 048 D010300 0 048 D020300 0.000 048 E010300 0 048 E020300 0.000 048 F010300 0 048 F020300 0.000 048 G010300 0 048 G020300 0.000 048 H010300 0 048 H020300 0.000 048 I010300 0 048 I020300 0.000 048 J010300 0 048 J020300 0.000 048 K010300 3000000 048 K020300 0.350 058 A000300 N 059 000300 Y 060 A000300 Y 060 B000300 Y 061 000300 500 062 A000300 Y 062 B000300 0.0 062 C000300 0.0 062 D000300 100.2 062 E000300 0.0 062 F000300 0.0 062 G000300 0.0 062 H000300 0.0 062 I000300 0.0 062 J000300 0.0 062 K000300 0.0 062 L000300 -0.2 062 M000300 0.0 062 N000300 0.0 062 O000300 0.0 062 P000300 0.0 062 Q000300 0.0 062 R000300 0.0 063 A000300 8 PAGE 21 063 B000300 0.0 064 A000300 N 064 B000300 N 066 A000300 N 067 000300 N 068 A000300 N 068 B000300 N 069 000300 N 070 A010300 Y 070 A020300 Y 070 B010300 N 070 B020300 N 070 C010300 N 070 C020300 N 070 D010300 N 070 D020300 N 070 E010300 N 070 E020300 N 070 F010300 N 070 F020300 N 070 G010300 N 070 G020300 N 070 H010300 N 070 H020300 N 070 I010300 N 070 I020300 N 070 J010300 Y 070 J020300 N 070 K010300 Y 070 K020300 N 070 L010300 Y 070 L020300 N 070 M010300 N 070 M020300 N 070 N010300 Y 070 N020300 N 070 O010300 Y 070 O020300 N 070 P010300 Y 070 P020300 N 070 Q010300 N 070 Q020300 N 070 R010300 N 070 R020300 N 071 A000300 0 071 B000300 0 071 C000300 0 071 D000300 0 072 A000300 6 072 B000300 11844 072 C000300 0 PAGE 22 072 D000300 0 072 E000300 0 072 F000300 614 072 G000300 201 072 H000300 0 072 I000300 337 072 J000300 20 072 K000300 0 072 L000300 35 072 M000300 19 072 N000300 23 072 O000300 0 072 P000300 0 072 Q000300 0 072 R000300 12 072 S000300 12 072 T000300 0 072 U000300 0 072 V000300 0 072 W000300 16 072 X000300 1289 072 Y000300 0 072 Z000300 10555 072AA000300 0 072BB000300 0 072CC010300 0 072CC020300 0 072DD010300 9854 072DD020300 701 072EE000300 0 073 A010300 0.0000 073 A020300 0.0000 073 B000300 0.0000 073 C000300 0.0000 074 A000300 1 074 B000300 406389 074 C000300 0 074 D000300 0 074 E000300 0 074 F000300 0 074 G000300 0 074 H000300 0 074 I000300 0 074 J000300 0 074 K000300 1 074 L000300 940 074 M000300 39 074 N000300 407370 074 O000300 0 074 P000300 148 074 Q000300 0 PAGE 23 074 R010300 0 074 R020300 0 074 R030300 0 074 R040300 1560 074 S000300 0 074 T000300 405662 074 U010300 375049 074 U020300 30683 074 V010300 0.00 074 V020300 0.00 074 W000300 0.9998 074 X000300 119 074 Y000300 0 075 A000300 449672 075 B000300 0 076 000300 0.00 008 A000401 BLACKROCK ADVISORS, LLC 008 B000401 A 008 C000401 801-47710 008 D010401 WILMINGTON 008 D020401 DE 008 D030401 19809 015 A000401 PFPC TRUST COMPANY 015 B000401 C 015 C010401 PHILADELPHIA 015 C020401 PA 015 C030401 19153 015 E030401 X 024 000400 N 025 D000401 0 025 D000402 0 025 D000403 0 025 D000404 0 025 D000405 0 025 D000406 0 025 D000407 0 025 D000408 0 028 A010400 200 028 A020400 0 028 A030400 0 028 A040400 2013 028 B010400 0 028 B020400 0 028 B030400 0 028 B040400 0 028 C010400 0 028 C020400 0 028 C030400 0 028 C040400 0 028 D010400 0 028 D020400 0 PAGE 24 028 D030400 0 028 D040400 0 028 E010400 0 028 E020400 0 028 E030400 0 028 E040400 0 028 F010400 0 028 F020400 0 028 F030400 0 028 F040400 0 028 G010400 200 028 G020400 0 028 G030400 0 028 G040400 2013 028 H000400 47 029 000400 Y 030 A000400 0 030 B000400 5.75 030 C000400 0.00 031 A000400 0 031 B000400 0 032 000400 0 033 000400 0 037 000400 Y 038 000400 7 039 000400 N 040 000400 Y 041 000400 Y 045 000400 Y 046 000400 N 047 000400 Y 048 000400 0.000 048 A010400 1000000 048 A020400 0.550 048 B010400 1000000 048 B020400 0.500 048 C010400 1000000 048 C020400 0.475 048 D010400 0 048 D020400 0.000 048 E010400 0 048 E020400 0.000 048 F010400 0 048 F020400 0.000 048 G010400 0 048 G020400 0.000 048 H010400 0 048 H020400 0.000 048 I010400 0 048 I020400 0.000 048 J010400 0 PAGE 25 048 J020400 0.000 048 K010400 3000000 048 K020400 0.450 058 A000400 N 059 000400 Y 060 A000400 Y 060 B000400 Y 061 000400 500 062 A000400 N 062 B000400 0.0 062 C000400 0.0 062 D000400 0.0 062 E000400 0.0 062 F000400 0.0 062 G000400 0.0 062 H000400 0.0 062 I000400 0.0 062 J000400 0.0 062 K000400 0.0 062 L000400 0.0 062 M000400 0.0 062 N000400 0.0 062 O000400 0.0 062 P000400 0.0 062 Q000400 0.0 062 R000400 0.0 063 A000400 0 063 B000400 0.0 066 A000400 Y 066 B000400 N 066 C000400 Y 066 D000400 N 066 E000400 N 066 F000400 N 066 G000400 N 067 000400 N 068 A000400 N 068 B000400 N 069 000400 N 070 A010400 Y 070 A020400 Y 070 B010400 Y 070 B020400 N 070 C010400 N 070 C020400 N 070 D010400 Y 070 D020400 N 070 E010400 N 070 E020400 N 070 F010400 Y 070 F020400 Y PAGE 26 070 G010400 Y 070 G020400 N 070 H010400 Y 070 H020400 N 070 I010400 N 070 I020400 N 070 J010400 Y 070 J020400 N 070 K010400 Y 070 K020400 Y 070 L010400 Y 070 L020400 N 070 M010400 N 070 M020400 N 070 N010400 Y 070 N020400 Y 070 O010400 Y 070 O020400 N 070 P010400 Y 070 P020400 N 070 Q010400 N 070 Q020400 N 070 R010400 N 070 R020400 N 071 A000400 0 071 B000400 2056 071 C000400 47295 071 D000400 0 072 A000400 6 072 B000400 0 072 C000400 14 072 D000400 0 072 E000400 0 072 F000400 2 072 G000400 0 072 H000400 0 072 I000400 5 072 J000400 1 072 K000400 0 072 L000400 0 072 M000400 0 072 N000400 14 072 O000400 0 072 P000400 0 072 Q000400 0 072 R000400 0 072 S000400 0 072 T000400 3 072 U000400 0 072 V000400 0 072 W000400 0 PAGE 27 072 X000400 25 072 Y000400 4 072 Z000400 -7 072AA000400 188 072BB000400 35 072CC010400 1246 072CC020400 0 072DD010400 0 072DD020400 0 072EE000400 0 073 A010400 0.0000 073 A020400 0.0000 073 B000400 0.0000 073 C000400 0.0000 074 A000400 0 074 B000400 0 074 C000400 0 074 D000400 0 074 E000400 0 074 F000400 0 074 G000400 0 074 H000400 0 074 I000400 0 074 J000400 0 074 K000400 0 074 L000400 0 074 M000400 0 074 N000400 0 074 O000400 0 074 P000400 0 074 Q000400 0 074 R010400 0 074 R020400 0 074 R030400 0 074 R040400 0 074 S000400 0 074 T000400 0 074 U010400 0 074 U020400 0 074 V010400 0.00 074 V020400 0.00 074 W000400 0.0000 074 X000400 0 074 Y000400 0 075 A000400 0 075 B000400 47696 076 000400 0.00 008 A000501 BLACKROCK ADVISORS, LLC 008 B000501 A 008 C000501 801-47710 008 D010501 WILMINGTON PAGE 28 008 D020501 DE 008 D030501 19809 008 A000502 BLACKROCK FINANCIAL MANAGEMENT, INC. 008 B000502 S 008 C000502 801-48433 008 D010502 NEW YORK 008 D020502 NY 008 D030502 10022 015 A000501 PFPC TRUST COMPANY 015 B000501 C 015 C010501 PHILADELPHIA 015 C020501 PA 015 C030501 19153 015 E030501 X 024 000500 Y 025 A000501 LEHMAN BROTHERS INC. 025 B000501 13-2518466 025 C000501 D 025 D000501 12765 025 A000502 MORGAN STANLEY & CO., INC. 025 B000502 13-2655998 025 C000502 D 025 D000502 18656 025 A000503 CITIGROUP GLOBAL MARKETS HOLDINGS, INC. 025 B000503 11-2418191 025 C000503 D 025 D000503 14975 025 A000504 JP MORGAN CHASE 025 B000504 13-3379014 025 C000504 D 025 D000504 17760 025 A000505 GOLDMAN SACHS & CO. 025 B000505 13-5108880 025 C000505 D 025 D000505 7437 025 A000506 CREDIT SUISSE FIRST BOSTON CORP. 025 B000506 13-5659485 025 C000506 D 025 D000506 16663 025 A000507 BARCLAYS INVESTMENTS, INC. 025 B000507 05-0346412 025 C000507 D 025 D000507 9909 025 A000508 BANK OF AMERICA SECURITIES LLC 025 B000508 56-2058405 025 C000508 D 025 D000508 9789 025 A000509 BEAR, STEARNS & CO., INC. 025 B000509 13-3299429 025 C000509 D 025 D000509 9244 PAGE 29 025 D000510 0 025 D000511 0 025 D000512 0 025 D000513 0 025 D000514 0 025 D000515 0 025 D000516 0 028 A010500 8397 028 A020500 8 028 A030500 0 028 A040500 9131 028 B010500 9458 028 B020500 573 028 B030500 0 028 B040500 14753 028 C010500 10322 028 C020500 586 028 C030500 0 028 C040500 10654 028 D010500 23613 028 D020500 555 028 D030500 0 028 D040500 8997 028 E010500 14123 028 E020500 568 028 E030500 0 028 E040500 15521 028 F010500 9674 028 F020500 1197 028 F030500 0 028 F040500 17091 028 G010500 75587 028 G020500 3487 028 G030500 0 028 G040500 76147 028 H000500 230 029 000500 Y 030 A000500 4 030 B000500 4.50 030 C000500 0.00 031 A000500 2 031 B000500 0 032 000500 2 033 000500 0 037 000500 N 038 000500 0 039 000500 N 040 000500 Y 041 000500 Y 045 000500 Y 046 000500 N PAGE 30 047 000500 Y 048 000500 0.000 048 A010500 1000000 048 A020500 0.500 048 B010500 1000000 048 B020500 0.450 048 C010500 1000000 048 C020500 0.425 048 D010500 0 048 D020500 0.000 048 E010500 0 048 E020500 0.000 048 F010500 0 048 F020500 0.000 048 G010500 0 048 G020500 0.000 048 H010500 0 048 H020500 0.000 048 I010500 0 048 I020500 0.000 048 J010500 0 048 J020500 0.000 048 K010500 3000000 048 K020500 0.400 058 A000500 N 059 000500 Y 060 A000500 Y 060 B000500 Y 061 000500 500 062 A000500 Y 062 B000500 0.0 062 C000500 -7.4 062 D000500 0.0 062 E000500 0.0 062 F000500 0.0 062 G000500 0.0 062 H000500 0.0 062 I000500 0.0 062 J000500 0.0 062 K000500 -0.1 062 L000500 -18.9 062 M000500 7.2 062 N000500 58.1 062 O000500 0.0 062 P000500 16.2 062 Q000500 44.9 062 R000500 0.0 063 A000500 0 063 B000500 5.8 064 A000500 N 064 B000500 N PAGE 31 066 A000500 N 067 000500 N 068 A000500 N 068 B000500 N 069 000500 N 070 A010500 Y 070 A020500 Y 070 B010500 N 070 B020500 N 070 C010500 Y 070 C020500 Y 070 D010500 N 070 D020500 N 070 E010500 Y 070 E020500 Y 070 F010500 N 070 F020500 N 070 G010500 Y 070 G020500 Y 070 H010500 N 070 H020500 N 070 I010500 N 070 I020500 N 070 J010500 Y 070 J020500 Y 070 K010500 Y 070 K020500 Y 070 L010500 Y 070 L020500 Y 070 M010500 Y 070 M020500 Y 070 N010500 Y 070 N020500 Y 070 O010500 Y 070 O020500 Y 070 P010500 Y 070 P020500 N 070 Q010500 N 070 Q020500 N 070 R010500 Y 070 R020500 N 071 A000500 609792 071 B000500 637492 071 C000500 789768 071 D000500 77 072 A000500 6 072 B000500 18563 072 C000500 153 072 D000500 0 072 E000500 68 072 F000500 1845 PAGE 32 072 G000500 318 072 H000500 0 072 I000500 293 072 J000500 51 072 K000500 0 072 L000500 50 072 M000500 30 072 N000500 24 072 O000500 30 072 P000500 0 072 Q000500 0 072 R000500 22 072 S000500 20 072 T000500 22 072 U000500 0 072 V000500 0 072 W000500 27 072 X000500 2732 072 Y000500 0 072 Z000500 16052 072AA000500 17817 072BB000500 14662 072CC010500 0 072CC020500 1657 072DD010500 15870 072DD020500 94 072EE000500 0 073 A010500 0.0000 073 A020500 0.0000 073 B000500 0.0000 073 C000500 0.0000 074 A000500 18368 074 B000500 0 074 C000500 57192 074 D000500 938348 074 E000500 0 074 F000500 0 074 G000500 0 074 H000500 2177 074 I000500 8416 074 J000500 116484 074 K000500 0 074 L000500 8841 074 M000500 43 074 N000500 1149869 074 O000500 242901 074 P000500 403 074 Q000500 0 074 R010500 0 074 R020500 0 074 R030500 3440 PAGE 33 074 R040500 160547 074 S000500 0 074 T000500 742578 074 U010500 73570 074 U020500 596 074 V010500 0.00 074 V020500 0.00 074 W000500 0.0000 074 X000500 542 074 Y000500 101912 075 A000500 0 075 B000500 740246 076 000500 0.00 008 A000601 BLACKROCK ADVISORS, LLC 008 B000601 A 008 C000601 801-47710 008 D010601 WILMINGTON 008 D020601 DE 008 D030601 19809 008 A000602 BLACKROCK FINANCIAL MANAGEMENT, INC. 008 B000602 S 008 C000602 801-48433 008 D010602 NEW YORK 008 D020602 NY 008 D030602 10022 015 A000601 PFPC TRUST COMPANY 015 B000601 C 015 C010601 PHILADELPHIA 015 C020601 PA 015 C030601 19153 015 E030601 X 024 000600 Y 025 A000601 LEHMAN BROTHERS, INC. 025 B000601 13-2518466 025 C000601 D 025 D000601 4589 025 A000602 MORGAN STANLEY 025 B000602 13-2655998 025 C000602 E 025 D000602 2134 025 A000603 MORGAN STANLEY 025 B000603 13-2655998 025 C000603 D 025 D000603 9852 025 A000604 CITIGROUP GLOBAL MARKETS, INC. 025 B000604 11-2418191 025 C000604 E 025 D000604 6556 025 A000605 CITIGROUP GLOBAL MARKETS, INC. 025 B000605 11-2418191 025 C000605 D PAGE 34 025 D000605 3831 025 A000606 JP MORGAN CHASE 025 B000606 13-3379014 025 C000606 E 025 D000606 6311 025 A000607 JP MORGAN CHASE 025 B000607 13-3379014 025 C000607 D 025 D000607 8169 025 A000608 BANK OF AMERICA SECURITIES LLC 025 B000608 56-2058405 025 C000608 E 025 D000608 8311 025 A000609 BANK OF AMERICA SECURITIES LLC 025 B000609 56-2058405 025 C000609 D 025 D000609 8764 025 A000610 BEAR, STEARNS & CO., INC. 025 B000610 13-3299429 025 C000610 E 025 D000610 1376 025 A000611 BEAR, STEARNS & CO., INC. 025 B000611 13-3299429 025 C000611 D 025 D000611 2349 025 A000612 GOLDMAN, SACHS & CO. 025 B000612 13-5108880 025 C000612 E 025 D000612 1715 025 A000613 GOLDMAN, SACHS & CO. 025 B000613 13-5108880 025 C000613 D 025 D000613 5 025 A000614 CREDIT SUISSE FIRST BOSTON CORP. 025 B000614 13-5659485 025 C000614 D 025 D000614 5950 025 D000615 0 025 D000616 0 028 A010600 5268 028 A020600 0 028 A030600 0 028 A040600 12614 028 B010600 4367 028 B020600 0 028 B030600 0 028 B040600 15979 028 C010600 7157 028 C020600 29113 028 C030600 0 028 C040600 12382 PAGE 35 028 D010600 6054 028 D020600 2 028 D030600 0 028 D040600 16288 028 E010600 8571 028 E020600 0 028 E030600 0 028 E040600 15427 028 F010600 7827 028 F020600 0 028 F030600 0 028 F040600 18332 028 G010600 39244 028 G020600 29115 028 G030600 0 028 G040600 91022 028 H000600 7578 030 A000600 277 030 B000600 5.75 030 C000600 0.00 031 A000600 36 031 B000600 0 032 000600 241 033 000600 0 037 000600 Y 038 000600 59 039 000600 N 040 000600 Y 041 000600 Y 045 000600 Y 046 000600 N 047 000600 Y 048 000600 0.000 048 A010600 1000000 048 A020600 0.550 048 B010600 1000000 048 B020600 0.500 048 C010600 1000000 048 C020600 0.475 048 D010600 0 048 D020600 0.000 048 E010600 0 048 E020600 0.000 048 F010600 0 048 F020600 0.000 048 G010600 0 048 G020600 0.000 048 H010600 0 048 H020600 0.000 048 I010600 0 048 I020600 0.000 PAGE 36 048 J010600 0 048 J020600 0.000 048 K010600 3000000 048 K020600 0.450 058 A000600 N 059 000600 Y 060 A000600 Y 060 B000600 Y 061 000600 500 062 A000600 N 062 B000600 0.0 062 C000600 0.0 062 D000600 0.0 062 E000600 0.0 062 F000600 0.0 062 G000600 0.0 062 H000600 0.0 062 I000600 0.0 062 J000600 0.0 062 K000600 0.0 062 L000600 0.0 062 M000600 0.0 062 N000600 0.0 062 O000600 0.0 062 P000600 0.0 062 Q000600 0.0 062 R000600 0.0 063 A000600 0 063 B000600 0.0 066 A000600 Y 066 B000600 N 066 C000600 Y 066 D000600 N 066 E000600 N 066 F000600 N 066 G000600 N 067 000600 Y 068 A000600 N 068 B000600 N 069 000600 N 070 A010600 Y 070 A020600 N 070 B010600 Y 070 B020600 Y 070 C010600 Y 070 C020600 Y 070 D010600 Y 070 D020600 Y 070 E010600 Y 070 E020600 Y 070 F010600 Y PAGE 37 070 F020600 Y 070 G010600 Y 070 G020600 Y 070 H010600 Y 070 H020600 Y 070 I010600 N 070 I020600 N 070 J010600 Y 070 J020600 Y 070 K010600 Y 070 K020600 Y 070 L010600 Y 070 L020600 Y 070 M010600 Y 070 M020600 Y 070 N010600 Y 070 N020600 Y 070 O010600 Y 070 O020600 Y 070 P010600 Y 070 P020600 N 070 Q010600 N 070 Q020600 N 070 R010600 Y 070 R020600 N 071 A000600 321753 071 B000600 306851 071 C000600 772690 071 D000600 40 072 A000600 6 072 B000600 6537 072 C000600 4595 072 D000600 0 072 E000600 106 072 F000600 2143 072 G000600 372 072 H000600 0 072 I000600 1598 072 J000600 210 072 K000600 0 072 L000600 115 072 M000600 32 072 N000600 18 072 O000600 0 072 P000600 0 072 Q000600 0 072 R000600 45 072 S000600 22 072 T000600 963 072 U000600 0 072 V000600 0 PAGE 38 072 W000600 43 072 X000600 5561 072 Y000600 0 072 Z000600 5677 072AA000600 38864 072BB000600 13345 072CC010600 27426 072CC020600 0 072DD010600 2338 072DD020600 183 072EE000600 30754 073 A010600 0.0000 073 A020600 0.0000 073 B000600 0.6317 073 C000600 0.0000 074 A000600 5511 074 B000600 0 074 C000600 29304 074 D000600 217162 074 E000600 1817 074 F000600 546956 074 G000600 0 074 H000600 536 074 I000600 109638 074 J000600 50387 074 K000600 0 074 L000600 5629 074 M000600 51 074 N000600 966991 074 O000600 66996 074 P000600 732 074 Q000600 0 074 R010600 0 074 R020600 0 074 R030600 785 074 R040600 122592 074 S000600 0 074 T000600 775886 074 U010600 46332 074 U020600 2304 074 V010600 0.00 074 V020600 0.00 074 W000600 0.0000 074 X000600 36406 074 Y000600 88799 075 A000600 0 075 B000600 781501 076 000600 0.00 008 A000701 BLACKROCK ADVISORS, LLC 008 B000701 A 008 C000701 801-47710 PAGE 39 008 D010701 WILMINGTON 008 D020701 DE 008 D030701 19809 008 A000702 BLACKROCK FINANCIAL MANAGEMENT, INC. 008 B000702 S 008 C000702 801-48433 008 D010702 NEW YORK 008 D020702 NY 008 D030702 10022 015 A000701 PFPC TRUST COMPANY 015 B000701 C 015 C010701 PHILADELPHIA 015 C020701 PA 015 C030701 19153 015 E030701 X 024 000700 N 025 D000701 0 025 D000702 0 025 D000703 0 025 D000704 0 025 D000705 0 025 D000706 0 025 D000707 0 025 D000708 0 028 A010700 3866 028 A020700 6 028 A030700 0 028 A040700 4380 028 B010700 4452 028 B020700 304 028 B030700 0 028 B040700 3856 028 C010700 8707 028 C020700 306 028 C030700 0 028 C040700 3110 028 D010700 5724 028 D020700 330 028 D030700 0 028 D040700 6780 028 E010700 5793 028 E020700 323 028 E030700 0 028 E040700 6596 028 F010700 2504 028 F020700 581 028 F030700 0 028 F040700 4053 028 G010700 31046 028 G020700 1850 028 G030700 0 PAGE 40 028 G040700 28775 028 H000700 370 029 000700 Y 030 A000700 14 030 B000700 4.00 030 C000700 0.00 031 A000700 1 031 B000700 0 032 000700 13 033 000700 0 037 000700 N 038 000700 0 039 000700 N 040 000700 Y 041 000700 Y 045 000700 Y 046 000700 N 047 000700 Y 048 000700 0.000 048 A010700 1000000 048 A020700 0.500 048 B010700 1000000 048 B020700 0.450 048 C010700 1000000 048 C020700 0.425 048 D010700 0 048 D020700 0.000 048 E010700 0 048 E020700 0.000 048 F010700 0 048 F020700 0.000 048 G010700 0 048 G020700 0.000 048 H010700 0 048 H020700 0.000 048 I010700 0 048 I020700 0.000 048 J010700 0 048 J020700 0.000 048 K010700 3000000 048 K020700 0.400 058 A000700 N 059 000700 Y 060 A000700 Y 060 B000700 Y 061 000700 500 062 A000700 Y 062 B000700 0.0 062 C000700 0.0 062 D000700 0.0 062 E000700 0.0 PAGE 41 062 F000700 0.0 062 G000700 0.0 062 H000700 0.0 062 I000700 0.0 062 J000700 0.0 062 K000700 0.0 062 L000700 -1.7 062 M000700 0.0 062 N000700 0.0 062 O000700 101.7 062 P000700 0.0 062 Q000700 0.0 062 R000700 0.0 063 A000700 0 063 B000700 6.2 064 A000700 Y 064 B000700 N 066 A000700 N 067 000700 N 068 A000700 N 068 B000700 N 069 000700 N 070 A010700 Y 070 A020700 N 070 B010700 N 070 B020700 N 070 C010700 Y 070 C020700 N 070 D010700 N 070 D020700 N 070 E010700 Y 070 E020700 N 070 F010700 N 070 F020700 N 070 G010700 Y 070 G020700 N 070 H010700 N 070 H020700 N 070 I010700 N 070 I020700 N 070 J010700 Y 070 J020700 Y 070 K010700 Y 070 K020700 Y 070 L010700 N 070 L020700 N 070 M010700 N 070 M020700 N 070 N010700 Y 070 N020700 N 070 O010700 Y PAGE 42 070 O020700 Y 070 P010700 Y 070 P020700 Y 070 Q010700 N 070 Q020700 N 070 R010700 Y 070 R020700 N 071 A000700 165735 071 B000700 164722 071 C000700 373776 071 D000700 44 072 A000700 6 072 B000700 8795 072 C000700 0 072 D000700 0 072 E000700 0 072 F000700 565 072 G000700 173 072 H000700 0 072 I000700 36 072 J000700 17 072 K000700 0 072 L000700 18 072 M000700 15 072 N000700 24 072 O000700 0 072 P000700 350 072 Q000700 0 072 R000700 16 072 S000700 10 072 T000700 20 072 U000700 0 072 V000700 0 072 W000700 14 072 X000700 1258 072 Y000700 0 072 Z000700 7537 072AA000700 1809 072BB000700 227 072CC010700 0 072CC020700 3102 072DD010700 7703 072DD020700 127 072EE000700 0 073 A010700 0.0000 073 A020700 0.0000 073 B000700 0.0000 073 C000700 0.0000 074 A000700 0 074 B000700 0 074 C000700 0 PAGE 43 074 D000700 369735 074 E000700 0 074 F000700 0 074 G000700 0 074 H000700 0 074 I000700 7300 074 J000700 5544 074 K000700 0 074 L000700 5155 074 M000700 45 074 N000700 387779 074 O000700 3600 074 P000700 150 074 Q000700 0 074 R010700 0 074 R020700 0 074 R030700 0 074 R040700 20398 074 S000700 0 074 T000700 363631 074 U010700 32738 074 U020700 699 074 V010700 0.00 074 V020700 0.00 074 W000700 0.0000 074 X000700 339 074 Y000700 3600 075 A000700 0 075 B000700 363589 076 000700 0.00 008 A000901 BLACKROCK ADVISORS, LLC 008 B000901 A 008 C000901 801-47710 008 D010901 WILMINGTON 008 D020901 DE 008 D030901 19809 008 A000902 BLACKROCK INSTITUTIONAL MANAGEMENT CORP. 008 B000902 S 008 C000902 801-13304 008 D010902 WILMINGTON 008 D020902 DE 008 D030902 19809 015 A000901 PFPC TRUST COMPANY 015 B000901 C 015 C010901 PHILADELPHIA 015 C020901 PA 015 C030901 19153 015 E030901 X 024 000900 N 025 D000901 0 025 D000902 0 PAGE 44 025 D000903 0 025 D000904 0 025 D000905 0 025 D000906 0 025 D000907 0 025 D000908 0 028 A010900 27811 028 A020900 0 028 A030900 0 028 A040900 37320 028 B010900 41784 028 B020900 78 028 B030900 0 028 B040900 36693 028 C010900 63192 028 C020900 85 028 C030900 0 028 C040900 52559 028 D010900 23890 028 D020900 84 028 D030900 0 028 D040900 30096 028 E010900 21099 028 E020900 70 028 E030900 0 028 E040900 29224 028 F010900 52661 028 F020900 127 028 F030900 0 028 F040900 48868 028 G010900 230436 028 G020900 444 028 G030900 0 028 G040900 234760 028 H000900 0 029 000900 N 030 A000900 0 030 B000900 0.00 030 C000900 0.00 031 A000900 0 031 B000900 0 032 000900 0 033 000900 0 037 000900 N 038 000900 0 039 000900 N 040 000900 Y 041 000900 Y 045 000900 Y 046 000900 N 047 000900 Y PAGE 45 048 000900 0.000 048 A010900 1000000 048 A020900 0.450 048 B010900 1000000 048 B020900 0.400 048 C010900 1000000 048 C020900 0.375 048 D010900 0 048 D020900 0.000 048 E010900 0 048 E020900 0.000 048 F010900 0 048 F020900 0.000 048 G010900 0 048 G020900 0.000 048 H010900 0 048 H020900 0.000 048 I010900 0 048 I020900 0.000 048 J010900 0 048 J020900 0.000 048 K010900 3000000 048 K020900 0.350 058 A000900 N 059 000900 Y 060 A000900 N 060 B000900 N 061 000900 500 062 A000900 Y 062 B000900 0.0 062 C000900 0.0 062 D000900 0.0 062 E000900 100.0 062 F000900 0.0 062 G000900 0.0 062 H000900 0.0 062 I000900 0.0 062 J000900 0.0 062 K000900 0.0 062 L000900 0.0 062 M000900 0.0 062 N000900 0.0 062 O000900 0.0 062 P000900 0.0 062 Q000900 0.0 062 R000900 0.0 063 A000900 47 063 B000900 0.0 064 A000900 Y 064 B000900 N 066 A000900 N PAGE 46 067 000900 N 068 A000900 N 068 B000900 N 069 000900 N 070 A010900 Y 070 A020900 N 070 B010900 N 070 B020900 N 070 C010900 N 070 C020900 N 070 D010900 N 070 D020900 N 070 E010900 N 070 E020900 N 070 F010900 N 070 F020900 N 070 G010900 N 070 G020900 N 070 H010900 N 070 H020900 N 070 I010900 N 070 I020900 N 070 J010900 Y 070 J020900 Y 070 K010900 Y 070 K020900 N 070 L010900 N 070 L020900 N 070 M010900 N 070 M020900 N 070 N010900 Y 070 N020900 N 070 O010900 Y 070 O020900 N 070 P010900 Y 070 P020900 N 070 Q010900 N 070 Q020900 N 070 R010900 N 070 R020900 N 071 A000900 0 071 B000900 0 071 C000900 0 071 D000900 0 072 A000900 6 072 B000900 2980 072 C000900 0 072 D000900 0 072 E000900 0 072 F000900 194 072 G000900 64 PAGE 47 072 H000900 0 072 I000900 36 072 J000900 14 072 K000900 0 072 L000900 10 072 M000900 7 072 N000900 6 072 O000900 0 072 P000900 0 072 Q000900 0 072 R000900 7 072 S000900 10 072 T000900 0 072 U000900 0 072 V000900 0 072 W000900 7 072 X000900 355 072 Y000900 0 072 Z000900 2625 072AA000900 29 072BB000900 0 072CC010900 0 072CC020900 0 072DD010900 2538 072DD020900 87 072EE000900 0 073 A010900 0.0000 073 A020900 0.0000 073 B000900 0.0000 073 C000900 0.0000 074 A000900 0 074 B000900 0 074 C000900 153131 074 D000900 0 074 E000900 0 074 F000900 0 074 G000900 0 074 H000900 0 074 I000900 0 074 J000900 0 074 K000900 1 074 L000900 1232 074 M000900 10 074 N000900 154374 074 O000900 779 074 P000900 53 074 Q000900 0 074 R010900 0 074 R020900 0 074 R030900 0 074 R040900 463 PAGE 48 074 S000900 0 074 T000900 153079 074 U010900 147483 074 U020900 5594 074 V010900 0.00 074 V020900 0.00 074 W000900 1.0000 074 X000900 16 074 Y000900 779 075 A000900 162254 075 B000900 0 076 000900 0.00 008 A001001 BLACKROCK ADVISORS, LLC 008 B001001 A 008 C001001 801-47710 008 D011001 WILMINGTON 008 D021001 DE 008 D031001 19809 008 A001002 BLACKROCK INSTITUTIONAL MANAGEMENT CORP. 008 B001002 S 008 C001002 801-13304 008 D011002 NEW YORK 008 D021002 NY 008 D031002 10154 015 A001001 PFPC TRUST COMPANY 015 B001001 C 015 C011001 PHILADELPHIA 015 C021001 PA 015 C031001 19153 015 E031001 X 024 001000 N 025 D001001 0 025 D001002 0 025 D001003 0 025 D001004 0 025 D001005 0 025 D001006 0 025 D001007 0 025 D001008 0 028 A011000 78925 028 A021000 0 028 A031000 0 028 A041000 55972 028 B011000 58726 028 B021000 149 028 B031000 0 028 B041000 72537 028 C011000 103085 028 C021000 163 028 C031000 0 028 C041000 50802 PAGE 49 028 D011000 108763 028 D021000 163 028 D031000 0 028 D041000 152982 028 E011000 61152 028 E021000 160 028 E031000 0 028 E041000 55989 028 F011000 85418 028 F021000 318 028 F031000 0 028 F041000 63840 028 G011000 496069 028 G021000 953 028 G031000 0 028 G041000 452122 028 H001000 0 029 001000 N 030 A001000 0 030 B001000 0.00 030 C001000 0.00 031 A001000 0 031 B001000 0 032 001000 0 033 001000 0 037 001000 N 038 001000 0 039 001000 N 040 001000 Y 041 001000 Y 045 001000 Y 046 001000 N 047 001000 Y 048 001000 0.000 048 A011000 1000000 048 A021000 0.450 048 B011000 1000000 048 B021000 0.400 048 C011000 1000000 048 C021000 0.375 048 D011000 0 048 D021000 0.000 048 E011000 0 048 E021000 0.000 048 F011000 0 048 F021000 0.000 048 G011000 0 048 G021000 0.000 048 H011000 0 048 H021000 0.000 048 I011000 0 PAGE 50 048 I021000 0.000 048 J011000 0 048 J021000 0.000 048 K011000 3000000 048 K021000 0.350 058 A001000 N 059 001000 Y 060 A001000 N 060 B001000 N 061 001000 500 062 A001000 Y 062 B001000 0.0 062 C001000 0.0 062 D001000 0.0 062 E001000 99.6 062 F001000 0.0 062 G001000 0.0 062 H001000 0.0 062 I001000 0.0 062 J001000 0.0 062 K001000 0.0 062 L001000 0.4 062 M001000 0.0 062 N001000 0.0 062 O001000 0.0 062 P001000 0.0 062 Q001000 0.0 062 R001000 0.0 063 A001000 16 063 B001000 0.0 064 A001000 Y 064 B001000 N 066 A001000 N 067 001000 N 068 A001000 N 068 B001000 N 069 001000 N 070 A011000 Y 070 A021000 N 070 B011000 N 070 B021000 N 070 C011000 N 070 C021000 N 070 D011000 N 070 D021000 N 070 E011000 N 070 E021000 N 070 F011000 N 070 F021000 N 070 G011000 N 070 G021000 N PAGE 51 070 H011000 N 070 H021000 N 070 I011000 N 070 I021000 N 070 J011000 Y 070 J021000 Y 070 K011000 Y 070 K021000 N 070 L011000 N 070 L021000 N 070 M011000 N 070 M021000 N 070 N011000 Y 070 N021000 N 070 O011000 Y 070 O021000 N 070 P011000 Y 070 P021000 N 070 Q011000 N 070 Q021000 N 070 R011000 N 070 R021000 N 071 A001000 0 071 B001000 0 071 C001000 0 071 D001000 0 072 A001000 6 072 B001000 10241 072 C001000 0 072 D001000 0 072 E001000 0 072 F001000 833 072 G001000 219 072 H001000 0 072 I001000 113 072 J001000 24 072 K001000 0 072 L001000 34 072 M001000 23 072 N001000 9 072 O001000 0 072 P001000 0 072 Q001000 0 072 R001000 15 072 S001000 16 072 T001000 0 072 U001000 0 072 V001000 0 072 W001000 19 072 X001000 1305 072 Y001000 0 PAGE 52 072 Z001000 8936 072AA001000 5 072BB001000 0 072CC011000 0 072CC021000 0 072DD011000 8438 072DD021000 498 072EE001000 0 073 A011000 0.0000 073 A021000 0.0000 073 B001000 0.0000 073 C001000 0.0000 074 A001000 42 074 B001000 0 074 C001000 580275 074 D001000 0 074 E001000 0 074 F001000 0 074 G001000 0 074 H001000 0 074 I001000 0 074 J001000 0 074 K001000 2 074 L001000 3947 074 M001000 19 074 N001000 584290 074 O001000 0 074 P001000 211 074 Q001000 0 074 R011000 0 074 R021000 0 074 R031000 0 074 R041000 1519 074 S001000 0 074 T001000 582560 074 U011000 548582 074 U021000 33992 074 V011000 0.00 074 V021000 0.00 074 W001000 1.0000 074 X001000 30 074 Y001000 0 075 A001000 564200 075 B001000 0 076 001000 0.00 008 A001101 BLACKROCK ADVISORS, LLC 008 B001101 A 008 C001101 801-47710 008 D011101 WILMINGTON 008 D021101 DE 008 D031101 19809 PAGE 53 015 A001101 PFPC TRUST COMPANY 015 B001101 C 015 C011101 PHILADELPHIA 015 C021101 PA 015 C031101 19153 015 E031101 X 024 001100 N 025 D001101 0 025 D001102 0 025 D001103 0 025 D001104 0 025 D001105 0 025 D001106 0 025 D001107 0 025 D001108 0 028 A011100 18617 028 A021100 7131 028 A031100 0 028 A041100 30738 028 B011100 0 028 B021100 0 028 B031100 0 028 B041100 0 028 C011100 0 028 C021100 0 028 C031100 0 028 C041100 0 028 D011100 0 028 D021100 0 028 D031100 0 028 D041100 0 028 E011100 0 028 E021100 0 028 E031100 0 028 E041100 0 028 F011100 0 028 F021100 0 028 F031100 0 028 F041100 0 028 G011100 18617 028 G021100 7131 028 G031100 0 028 G041100 30738 028 H001100 253 029 001100 Y 030 A001100 8 030 B001100 5.75 030 C001100 0.00 031 A001100 1 031 B001100 0 032 001100 7 PAGE 54 033 001100 0 037 001100 Y 038 001100 0 039 001100 N 040 001100 Y 041 001100 Y 045 001100 Y 046 001100 N 047 001100 Y 048 001100 0.000 048 A011100 1000000 048 A021100 0.550 048 B011100 1000000 048 B021100 0.500 048 C011100 1000000 048 C021100 0.475 048 D011100 0 048 D021100 0.000 048 E011100 0 048 E021100 0.000 048 F011100 0 048 F021100 0.000 048 G011100 0 048 G021100 0.000 048 H011100 0 048 H021100 0.000 048 I011100 0 048 I021100 0.000 048 J011100 0 048 J021100 0.000 048 K011100 3000000 048 K021100 0.450 058 A001100 N 059 001100 Y 060 A001100 Y 060 B001100 Y 061 001100 500 062 A001100 N 062 B001100 0.0 062 C001100 0.0 062 D001100 0.0 062 E001100 0.0 062 F001100 0.0 062 G001100 0.0 062 H001100 0.0 062 I001100 0.0 062 J001100 0.0 062 K001100 0.0 062 L001100 0.0 062 M001100 0.0 062 N001100 0.0 PAGE 55 062 O001100 0.0 062 P001100 0.0 062 Q001100 0.0 062 R001100 0.0 063 A001100 0 063 B001100 0.0 066 A001100 Y 066 B001100 N 066 C001100 N 066 D001100 N 066 E001100 Y 066 F001100 N 066 G001100 N 067 001100 N 068 A001100 N 068 B001100 N 069 001100 N 070 A011100 Y 070 A021100 N 070 B011100 Y 070 B021100 N 070 C011100 N 070 C021100 N 070 D011100 Y 070 D021100 N 070 E011100 N 070 E021100 N 070 F011100 Y 070 F021100 Y 070 G011100 Y 070 G021100 N 070 H011100 Y 070 H021100 N 070 I011100 N 070 I021100 N 070 J011100 Y 070 J021100 N 070 K011100 Y 070 K021100 Y 070 L011100 Y 070 L021100 N 070 M011100 N 070 M021100 N 070 N011100 Y 070 N021100 Y 070 O011100 Y 070 O021100 N 070 P011100 Y 070 P021100 N 070 Q011100 N 070 Q021100 N PAGE 56 070 R011100 N 070 R021100 N 071 A001100 0 071 B001100 14879 071 C001100 347660 071 D001100 0 072 A001100 6 072 B001100 0 072 C001100 359 072 D001100 0 072 E001100 0 072 F001100 66 072 G001100 11 072 H001100 0 072 I001100 33 072 J001100 2 072 K001100 0 072 L001100 0 072 M001100 0 072 N001100 14 072 O001100 0 072 P001100 0 072 Q001100 0 072 R001100 0 072 S001100 0 072 T001100 13 072 U001100 0 072 V001100 0 072 W001100 0 072 X001100 139 072 Y001100 0 072 Z001100 220 072AA001100 1582 072BB001100 320 072CC011100 6474 072CC021100 0 072DD011100 637 072DD021100 73 072EE001100 7970 073 A011100 0.0000 073 A021100 0.0000 073 B001100 0.3814 073 C001100 0.0000 074 A001100 0 074 B001100 0 074 C001100 0 074 D001100 0 074 E001100 0 074 F001100 0 074 G001100 0 074 H001100 0 PAGE 57 074 I001100 0 074 J001100 0 074 K001100 0 074 L001100 0 074 M001100 0 074 N001100 0 074 O001100 0 074 P001100 0 074 Q001100 0 074 R011100 0 074 R021100 0 074 R031100 0 074 R041100 0 074 S001100 0 074 T001100 0 074 U011100 0 074 U021100 0 074 V011100 0.00 074 V021100 0.00 074 W001100 0.0000 074 X001100 0 074 Y001100 0 075 A001100 0 075 B001100 343510 076 001100 0.00 008 A001201 DIMENSIONAL FUND ADVISORS 008 B001201 A 008 C001201 801-162830 008 D011201 SANTA MONICA 008 D021201 CA 008 D031201 90401 015 A001201 PFPC TRUST COMPANY 015 B001201 C 015 C011201 PHILADELPHIA 015 C021201 PA 015 C031201 19153 015 E031201 X 024 001200 N 025 D001201 0 025 D001202 0 025 D001203 0 025 D001204 0 025 D001205 0 025 D001206 0 025 D001207 0 025 D001208 0 028 A011200 10842 028 A021200 0 028 A031200 0 028 A041200 19074 028 B011200 13283 PAGE 58 028 B021200 0 028 B031200 0 028 B041200 20767 028 C011200 8227 028 C021200 1594 028 C031200 0 028 C041200 28401 028 D011200 12637 028 D021200 0 028 D031200 0 028 D041200 22294 028 E011200 7686 028 E021200 0 028 E031200 0 028 E041200 45316 028 F011200 10491 028 F021200 0 028 F031200 0 028 F041200 25646 028 G011200 63166 028 G021200 1594 028 G031200 0 028 G041200 161495 028 H001200 393 029 001200 Y 030 A001200 9 030 B001200 3.00 030 C001200 0.00 031 A001200 2 031 B001200 0 032 001200 7 033 001200 0 037 001200 Y 038 001200 35 039 001200 N 040 001200 Y 041 001200 Y 045 001200 Y 046 001200 N 048 001200 0.000 048 A011200 0 048 A021200 0.000 048 B011200 0 048 B021200 0.000 048 C011200 0 048 C021200 0.000 048 D011200 0 048 D021200 0.000 048 E011200 0 048 E021200 0.000 048 F011200 0 PAGE 59 048 F021200 0.000 048 G011200 0 048 G021200 0.000 048 H011200 0 048 H021200 0.000 048 I011200 0 048 I021200 0.000 048 J011200 0 048 J021200 0.000 048 K011200 0 048 K021200 0.000 058 A001200 N 059 001200 Y 060 A001200 Y 060 B001200 Y 061 001200 500 062 A001200 N 062 B001200 0.0 062 C001200 0.0 062 D001200 0.0 062 E001200 0.0 062 F001200 0.0 062 G001200 0.0 062 H001200 0.0 062 I001200 0.0 062 J001200 0.0 062 K001200 0.0 062 L001200 0.0 062 M001200 0.0 062 N001200 0.0 062 O001200 0.0 062 P001200 0.0 062 Q001200 0.0 062 R001200 0.0 063 A001200 0 063 B001200 0.0 066 A001200 Y 066 B001200 N 066 C001200 Y 066 D001200 N 066 E001200 N 066 F001200 N 066 G001200 N 067 001200 N 068 A001200 N 068 B001200 N 069 001200 Y 070 A011200 Y 070 A021200 N 070 B011200 Y 070 B021200 N PAGE 60 070 C011200 N 070 C021200 N 070 D011200 Y 070 D021200 N 070 E011200 N 070 E021200 N 070 F011200 Y 070 F021200 N 070 G011200 Y 070 G021200 N 070 H011200 Y 070 H021200 N 070 I011200 N 070 I021200 N 070 J011200 Y 070 J021200 N 070 K011200 Y 070 K021200 Y 070 L011200 Y 070 L021200 N 070 M011200 N 070 M021200 N 070 N011200 Y 070 N021200 N 070 O011200 Y 070 O021200 N 070 P011200 Y 070 P021200 N 070 Q011200 N 070 Q021200 N 070 R011200 N 070 R021200 N 071 A001200 0 071 B001200 0 071 C001200 0 071 D001200 2 072 A001200 6 072 B001200 65 072 C001200 0 072 D001200 0 072 E001200 11379 072 F001200 0 072 G001200 455 072 H001200 0 072 I001200 746 072 J001200 8 072 K001200 0 072 L001200 134 072 M001200 45 072 N001200 27 072 O001200 0 PAGE 61 072 P001200 0 072 Q001200 0 072 R001200 11 072 S001200 26 072 T001200 981 072 U001200 0 072 V001200 0 072 W001200 24 072 X001200 2457 072 Y001200 0 072 Z001200 8987 072AA001200 12008 072BB001200 6847 072CC011200 62121 072CC021200 0 072DD011200 2683 072DD021200 166 072EE001200 0 073 A011200 0.0000 073 A021200 0.0000 073 B001200 0.0000 073 C001200 0.0000 074 A001200 0 074 B001200 0 074 C001200 0 074 D001200 0 074 E001200 0 074 F001200 0 074 G001200 0 074 H001200 0 074 I001200 1055996 074 J001200 576 074 K001200 8 074 L001200 538 074 M001200 458 074 N001200 1057576 074 O001200 0 074 P001200 416 074 Q001200 0 074 R011200 0 074 R021200 0 074 R031200 0 074 R041200 2769 074 S001200 0 074 T001200 1054391 074 U011200 35184 074 U021200 3909 074 V011200 0.00 074 V021200 0.00 074 W001200 0.0000 074 X001200 7691 PAGE 62 074 Y001200 0 075 A001200 0 075 B001200 1096891 076 001200 0.00 008 A001301 BLACKROCK ADVISORS, LLC 008 B001301 A 008 C001301 801-47710 008 D011301 WILMINGTON 008 D021301 DE 008 D031301 19809 015 A001301 PFPC TRUST COMPANYY 015 B001301 C 015 C011301 PHILADELPHIA 015 C021301 PA 015 C031301 19153 015 E031301 X 024 001300 Y 025 A001301 MORGAN STANLEY 025 B001301 13-2655998 025 C001301 D 025 D001301 102 025 D001302 0 025 D001303 0 025 D001304 0 025 D001305 0 025 D001306 0 025 D001307 0 025 D001308 0 028 A011300 402 028 A021300 0 028 A031300 0 028 A041300 1385 028 B011300 264 028 B021300 0 028 B031300 0 028 B041300 1547 028 C011300 2234 028 C021300 14804 028 C031300 0 028 C041300 2692 028 D011300 463 028 D021300 0 028 D031300 0 028 D041300 1897 028 E011300 2494 028 E021300 0 028 E031300 0 028 E041300 4412 028 F011300 953 028 F021300 0 028 F031300 0 PAGE 63 028 F041300 2177 028 G011300 6810 028 G021300 14804 028 G031300 0 028 G041300 14110 028 H001300 300 029 001300 Y 030 A001300 2 030 B001300 5.75 030 C001300 0.00 031 A001300 1 031 B001300 0 032 001300 1 033 001300 0 037 001300 Y 038 001300 0 039 001300 N 040 001300 Y 041 001300 Y 045 001300 Y 046 001300 N 047 001300 Y 048 001300 0.000 048 A011300 1000000 048 A021300 0.550 048 B011300 1000000 048 B021300 0.500 048 C011300 1000000 048 C021300 0.475 048 D011300 0 048 D021300 0.000 048 E011300 0 048 E021300 0.000 048 F011300 0 048 F021300 0.000 048 G011300 0 048 G021300 0.000 048 H011300 0 048 H021300 0.000 048 I011300 0 048 I021300 0.000 048 J011300 0 048 J021300 0.000 048 K011300 3000000 048 K021300 0.450 058 A001300 N 059 001300 Y 060 A001300 Y 060 B001300 Y 061 001300 500 062 A001300 N PAGE 64 062 B001300 0.0 062 C001300 0.0 062 D001300 0.0 062 E001300 0.0 062 F001300 0.0 062 G001300 0.0 062 H001300 0.0 062 I001300 0.0 062 J001300 0.0 062 K001300 0.0 062 L001300 0.0 062 M001300 0.0 062 N001300 0.0 062 O001300 0.0 062 P001300 0.0 062 Q001300 0.0 062 R001300 0.0 063 A001300 0 063 B001300 0.0 066 A001300 Y 066 B001300 N 066 C001300 N 066 D001300 N 066 E001300 Y 066 F001300 N 066 G001300 N 067 001300 N 068 A001300 N 068 B001300 N 069 001300 N 070 A011300 Y 070 A021300 N 070 B011300 Y 070 B021300 N 070 C011300 N 070 C021300 N 070 D011300 Y 070 D021300 N 070 E011300 N 070 E021300 N 070 F011300 Y 070 F021300 N 070 G011300 Y 070 G021300 N 070 H011300 Y 070 H021300 N 070 I011300 N 070 I021300 N 070 J011300 Y 070 J021300 N 070 K011300 Y PAGE 65 070 K021300 Y 070 L011300 Y 070 L021300 Y 070 M011300 N 070 M021300 N 070 N011300 Y 070 N021300 Y 070 O011300 Y 070 O021300 N 070 P011300 Y 070 P021300 N 070 Q011300 N 070 Q021300 N 070 R011300 N 070 R021300 N 071 A001300 41042 071 B001300 52085 071 C001300 82528 071 D001300 50 072 A001300 6 072 B001300 2 072 C001300 752 072 D001300 0 072 E001300 9 072 F001300 229 072 G001300 41 072 H001300 0 072 I001300 111 072 J001300 15 072 K001300 0 072 L001300 14 072 M001300 4 072 N001300 27 072 O001300 0 072 P001300 0 072 Q001300 0 072 R001300 12 072 S001300 2 072 T001300 43 072 U001300 0 072 V001300 0 072 W001300 5 072 X001300 503 072 Y001300 0 072 Z001300 260 072AA001300 8998 072BB001300 1659 072CC011300 1105 072CC021300 0 072DD011300 1527 072DD021300 222 PAGE 66 072EE001300 16817 073 A011300 0.0000 073 A021300 0.0000 073 B001300 2.6538 073 C001300 0.0000 074 A001300 0 074 B001300 0 074 C001300 102 074 D001300 0 074 E001300 0 074 F001300 79883 074 G001300 0 074 H001300 0 074 I001300 16815 074 J001300 937 074 K001300 1 074 L001300 215 074 M001300 13 074 N001300 97966 074 O001300 775 074 P001300 110 074 Q001300 0 074 R011300 0 074 R021300 0 074 R031300 0 074 R041300 14693 074 S001300 0 074 T001300 82388 074 U011300 6154 074 U021300 1052 074 V011300 0.00 074 V021300 0.00 074 W001300 0.0000 074 X001300 1358 074 Y001300 0 075 A001300 0 075 B001300 85291 076 001300 0.00 008 A001401 BLACKROCK ADVISORS, LLC 008 B001401 A 008 C001401 801-47710 008 D011401 WILMINGTON 008 D021401 DE 008 D031401 19809 008 A001402 BLACKROCK FINANCIAL MANAGEMENT, INC. 008 B001402 S 008 C001402 801-48433 008 D011402 NEW YORK 008 D021402 NY 008 D031402 10022 015 A001401 PFPC TRUST COMPANY PAGE 67 015 B001401 C 015 C011401 PHILADELPHIA 015 C021401 PA 015 C031401 19153 015 E031401 X 024 001400 Y 025 A001401 LEHMAN BROTHERS, INC. 025 B001401 13-2518466 025 C001401 D 025 D001401 7439 025 A001402 JP MORGAN CHASE 025 B001402 13-3370914 025 C001402 D 025 D001402 10151 025 A001403 MORGAN STANLEY 025 B001403 13-2655998 025 C001403 D 025 D001403 2418 025 A001404 BARCLAYS INVESTMENTS, INC. 025 B001404 05-0346412 025 C001404 D 025 D001404 442 025 A001405 CREDIT SUISSEE FIRST BOSTON MORTAGE 025 B001405 13-5659485 025 C001405 D 025 D001405 3901 025 A001406 DEUTSCHE MORTGAGE SECURITIES,INC. 025 B001406 13-2655998 025 C001406 D 025 D001406 881 025 A001407 BEAR, STEARNS & CO., INC. 025 B001407 13-3299429 025 C001407 D 025 D001407 6696 025 A001408 GOLDMAN, SACHS & CO. 025 B001408 13-5108880 025 C001408 D 025 D001408 2088 025 A001409 BANK OF AMERICA SECURITIES LLC 025 B001409 56-2058405 025 C001409 D 025 D001409 3522 025 D001410 0 025 D001411 0 025 D001412 0 025 D001413 0 025 D001414 0 025 D001415 0 025 D001416 0 028 A011400 3747 028 A021400 156 PAGE 68 028 A031400 0 028 A041400 10434 028 B011400 4905 028 B021400 903 028 B031400 0 028 B041400 11849 028 C011400 3413 028 C021400 898 028 C031400 0 028 C041400 11752 028 D011400 9906 028 D021400 886 028 D031400 0 028 D041400 13098 028 E011400 3516 028 E021400 932 028 E031400 0 028 E041400 12427 028 F011400 5991 028 F021400 1707 028 F031400 0 028 F041400 10559 028 G011400 31478 028 G021400 5482 028 G031400 0 028 G041400 70119 028 H001400 845 029 001400 Y 030 A001400 26 030 B001400 4.00 030 C001400 0.00 031 A001400 2 031 B001400 0 032 001400 24 033 001400 0 037 001400 N 038 001400 0 039 001400 N 040 001400 Y 041 001400 Y 045 001400 Y 046 001400 N 047 001400 Y 048 001400 0.000 048 A011400 1000000 048 A021400 0.500 048 B011400 1000000 048 B021400 0.450 048 C011400 1000000 048 C021400 0.425 048 D011400 0 PAGE 69 048 D021400 0.000 048 E011400 0 048 E021400 0.000 048 F011400 0 048 F021400 0.000 048 G011400 0 048 G021400 0.000 048 H011400 0 048 H021400 0.000 048 I011400 0 048 I021400 0.000 048 J011400 0 048 J021400 0.000 048 K011400 3000000 048 K021400 0.400 058 A001400 N 059 001400 Y 060 A001400 Y 060 B001400 Y 061 001400 500 062 A001400 Y 062 B001400 0.0 062 C001400 3.9 062 D001400 0.0 062 E001400 0.0 062 F001400 0.0 062 G001400 0.0 062 H001400 0.0 062 I001400 0.0 062 J001400 0.0 062 K001400 -0.2 062 L001400 1.4 062 M001400 0.8 062 N001400 60.5 062 O001400 0.0 062 P001400 2.7 062 Q001400 30.9 062 R001400 0.0 063 A001400 0 063 B001400 2.9 064 A001400 N 064 B001400 N 066 A001400 N 067 001400 N 068 A001400 N 068 B001400 N 069 001400 N 070 A011400 Y 070 A021400 Y 070 B011400 N 070 B021400 N PAGE 70 070 C011400 Y 070 C021400 N 070 D011400 N 070 D021400 N 070 E011400 Y 070 E021400 Y 070 F011400 N 070 F021400 N 070 G011400 Y 070 G021400 Y 070 H011400 N 070 H021400 N 070 I011400 N 070 I021400 N 070 J011400 Y 070 J021400 Y 070 K011400 Y 070 K021400 Y 070 L011400 Y 070 L021400 N 070 M011400 N 070 M021400 N 070 N011400 Y 070 N021400 N 070 O011400 Y 070 O021400 Y 070 P011400 Y 070 P021400 Y 070 Q011400 N 070 Q021400 N 070 R011400 Y 070 R021400 N 071 A001400 130383 071 B001400 237365 071 C001400 563110 071 D001400 23 072 A001400 6 072 B001400 12806 072 C001400 101 072 D001400 0 072 E001400 18 072 F001400 1195 072 G001400 230 072 H001400 0 072 I001400 687 072 J001400 35 072 K001400 0 072 L001400 42 072 M001400 22 072 N001400 24 072 O001400 0 PAGE 71 072 P001400 0 072 Q001400 0 072 R001400 20 072 S001400 11 072 T001400 225 072 U001400 0 072 V001400 0 072 W001400 21 072 X001400 2512 072 Y001400 0 072 Z001400 10413 072AA001400 10496 072BB001400 10485 072CC011400 2179 072CC021400 0 072DD011400 9836 072DD021400 244 072EE001400 0 073 A011400 0.0000 073 A021400 0.0000 073 B001400 0.0000 073 C001400 0.0000 074 A001400 0 074 B001400 0 074 C001400 19994 074 D001400 484620 074 E001400 0 074 F001400 0 074 G001400 0 074 H001400 1556 074 I001400 8456 074 J001400 711 074 K001400 5 074 L001400 6714 074 M001400 40 074 N001400 522096 074 O001400 4514 074 P001400 352 074 Q001400 0 074 R011400 0 074 R021400 0 074 R031400 1730 074 R041400 4106 074 S001400 0 074 T001400 511394 074 U011400 48683 074 U021400 1409 074 V011400 0.00 074 V021400 0.00 074 W001400 0.0000 074 X001400 12560 PAGE 72 074 Y001400 162782 075 A001400 0 075 B001400 525000 076 001400 0.00 008 A001501 BLACKROCK ADVISORS, LLC 008 B001501 A 008 C001501 801-47710 008 D011501 WILMINGTON 008 D021501 DE 008 D031501 19809 008 A001502 BLACKROCK FINANCIAL MANAGEMENT, INC. 008 B001502 S 008 C001502 801-48433 008 D011502 NEW YORK 008 D021502 NY 008 D031502 10022 015 A001501 PFPC TRUST COMPANY 015 B001501 C 015 C011501 PHILADELPHIA 015 C021501 PA 015 C031501 19153 015 E031501 X 024 001500 N 025 D001501 0 025 D001502 0 025 D001503 0 025 D001504 0 025 D001505 0 025 D001506 0 025 D001507 0 025 D001508 0 028 A011500 1265 028 A021500 32 028 A031500 0 028 A041500 2028 028 B011500 627 028 B021500 60 028 B031500 0 028 B041500 2393 028 C011500 918 028 C021500 57 028 C031500 0 028 C041500 3418 028 D011500 2058 028 D021500 58 028 D031500 0 028 D041500 1759 028 E011500 1658 028 E021500 57 028 E031500 0 028 E041500 820 PAGE 73 028 F011500 2114 028 F021500 84 028 F031500 0 028 F041500 2004 028 G011500 8640 028 G021500 348 028 G031500 0 028 G041500 12422 028 H001500 674 029 001500 Y 030 A001500 19 030 B001500 4.00 030 C001500 0.00 031 A001500 3 031 B001500 0 032 001500 16 033 001500 0 037 001500 N 038 001500 0 039 001500 N 040 001500 Y 041 001500 Y 045 001500 Y 046 001500 N 047 001500 Y 048 001500 0.000 048 A011500 1000000 048 A021500 0.500 048 B011500 1000000 048 B021500 0.450 048 C011500 1000000 048 C021500 0.425 048 D011500 0 048 D021500 0.000 048 E011500 0 048 E021500 0.000 048 F011500 0 048 F021500 0.000 048 G011500 0 048 G021500 0.000 048 H011500 0 048 H021500 0.000 048 I011500 0 048 I021500 0.000 048 J011500 0 048 J021500 0.000 048 K011500 3000000 048 K021500 0.400 058 A001500 N 059 001500 Y 060 A001500 N PAGE 74 060 B001500 N 061 001500 500 062 A001500 Y 062 B001500 0.0 062 C001500 0.0 062 D001500 0.0 062 E001500 0.0 062 F001500 0.0 062 G001500 0.0 062 H001500 0.0 062 I001500 0.0 062 J001500 0.0 062 K001500 0.0 062 L001500 -19.8 062 M001500 0.0 062 N001500 0.0 062 O001500 119.8 062 P001500 0.0 062 Q001500 0.0 062 R001500 0.0 063 A001500 0 063 B001500 5.0 064 A001500 Y 064 B001500 N 066 A001500 N 067 001500 N 068 A001500 N 068 B001500 N 069 001500 N 070 A011500 Y 070 A021500 N 070 B011500 N 070 B021500 N 070 C011500 Y 070 C021500 N 070 D011500 N 070 D021500 N 070 E011500 Y 070 E021500 Y 070 F011500 N 070 F021500 N 070 G011500 Y 070 G021500 N 070 H011500 N 070 H021500 N 070 I011500 N 070 I021500 N 070 J011500 Y 070 J021500 Y 070 K011500 Y 070 K021500 Y PAGE 75 070 L011500 Y 070 L021500 N 070 M011500 N 070 M021500 N 070 N011500 Y 070 N021500 N 070 O011500 Y 070 O021500 Y 070 P011500 Y 070 P021500 Y 070 Q011500 N 070 Q021500 N 070 R011500 Y 070 R021500 N 071 A001500 9764 071 B001500 8087 071 C001500 129258 071 D001500 6 072 A001500 6 072 B001500 3190 072 C001500 0 072 D001500 0 072 E001500 0 072 F001500 230 072 G001500 42 072 H001500 0 072 I001500 33 072 J001500 9 072 K001500 0 072 L001500 7 072 M001500 4 072 N001500 6 072 O001500 0 072 P001500 441 072 Q001500 0 072 R001500 14 072 S001500 5 072 T001500 52 072 U001500 0 072 V001500 0 072 W001500 5 072 X001500 848 072 Y001500 0 072 Z001500 2342 072AA001500 2 072BB001500 10 072CC011500 0 072CC021500 804 072DD011500 2065 072DD021500 119 072EE001500 0 PAGE 76 073 A011500 0.0000 073 A021500 0.0000 073 B001500 0.0000 073 C001500 0.0000 074 A001500 0 074 B001500 0 074 C001500 0 074 D001500 128178 074 E001500 0 074 F001500 0 074 G001500 0 074 H001500 0 074 I001500 995 074 J001500 0 074 K001500 1 074 L001500 2037 074 M001500 10 074 N001500 131221 074 O001500 0 074 P001500 57 074 Q001500 0 074 R011500 0 074 R021500 0 074 R031500 0 074 R041500 24124 074 S001500 0 074 T001500 107040 074 U011500 9596 074 U021500 643 074 V011500 0.00 074 V021500 0.00 074 W001500 0.0000 074 X001500 293 074 Y001500 0 075 A001500 0 075 B001500 107858 076 001500 0.00 008 A001601 BLACKROCK ADVISORS, LLC 008 B001601 A 008 C001601 801-47710 008 D011601 WILMINGTON 008 D021601 DE 008 D031601 19809 008 A001602 BLACKROCK FINANCIAL MANAGEMENT, INC. 008 B001602 S 008 C001602 801-48433 008 D011602 NEW YORK 008 D021602 NY 008 D031602 10022 015 A001601 PFPC TRUST COMPANY 015 B001601 C PAGE 77 015 C011601 PHILADELPHIA 015 C021601 PA 015 C031601 19153 015 E031601 X 024 001600 N 025 D001601 0 025 D001602 0 025 D001603 0 025 D001604 0 025 D001605 0 025 D001606 0 025 D001607 0 025 D001608 0 028 A011600 315 028 A021600 48 028 A031600 0 028 A041600 6845 028 B011600 0 028 B021600 0 028 B031600 0 028 B041600 0 028 C011600 0 028 C021600 0 028 C031600 0 028 C041600 0 028 D011600 0 028 D021600 0 028 D031600 0 028 D041600 0 028 E011600 0 028 E021600 0 028 E031600 0 028 E041600 0 028 F011600 0 028 F021600 0 028 F031600 0 028 F041600 0 028 G011600 315 028 G021600 48 028 G031600 0 028 G041600 6845 028 H001600 11 029 001600 Y 030 A001600 0 030 B001600 4.00 030 C001600 0.00 031 A001600 0 031 B001600 0 032 001600 0 033 001600 0 037 001600 N PAGE 78 038 001600 0 039 001600 N 040 001600 Y 041 001600 Y 045 001600 Y 046 001600 N 047 001600 Y 048 001600 0.000 048 A011600 1000000 048 A021600 0.500 048 B011600 1000000 048 B021600 0.450 048 C011600 1000000 048 C021600 0.425 048 D011600 0 048 D021600 0.000 048 E011600 0 048 E021600 0.000 048 F011600 0 048 F021600 0.000 048 G011600 0 048 G021600 0.000 048 H011600 0 048 H021600 0.000 048 I011600 0 048 I021600 0.000 048 J011600 0 048 J021600 0.000 048 K011600 3000000 048 K021600 0.400 058 A001600 N 059 001600 Y 060 A001600 N 060 B001600 N 061 001600 500 062 A001600 Y 062 B001600 0.0 062 C001600 0.0 062 D001600 0.0 062 E001600 0.0 062 F001600 0.0 062 G001600 0.0 062 H001600 0.0 062 I001600 0.0 062 J001600 0.0 062 K001600 0.0 062 L001600 0.0 062 M001600 0.0 062 N001600 0.0 062 O001600 0.0 062 P001600 0.0 PAGE 79 062 Q001600 0.0 062 R001600 0.0 063 A001600 0 063 B001600 0.0 064 A001600 Y 064 B001600 N 066 A001600 N 067 001600 N 068 A001600 N 068 B001600 N 069 001600 N 070 A011600 Y 070 A021600 N 070 B011600 N 070 B021600 N 070 C011600 Y 070 C021600 N 070 D011600 N 070 D021600 N 070 E011600 Y 070 E021600 Y 070 F011600 N 070 F021600 N 070 G011600 Y 070 G021600 N 070 H011600 N 070 H021600 N 070 I011600 N 070 I021600 N 070 J011600 Y 070 J021600 Y 070 K011600 Y 070 K021600 Y 070 L011600 Y 070 L021600 N 070 M011600 N 070 M021600 N 070 N011600 Y 070 N021600 N 070 O011600 Y 070 O021600 N 070 P011600 Y 070 P021600 Y 070 Q011600 N 070 Q021600 N 070 R011600 Y 070 R021600 N 071 A001600 0 071 B001600 9755 071 C001600 570871 071 D001600 0 PAGE 80 072 A001600 6 072 B001600 1176 072 C001600 3 072 D001600 0 072 E001600 0 072 F001600 117 072 G001600 18 072 H001600 0 072 I001600 4 072 J001600 2 072 K001600 0 072 L001600 0 072 M001600 0 072 N001600 3 072 O001600 0 072 P001600 0 072 Q001600 0 072 R001600 0 072 S001600 1 072 T001600 2 072 U001600 0 072 V001600 0 072 W001600 1 072 X001600 148 072 Y001600 0 072 Z001600 1031 072AA001600 10 072BB001600 0 072CC011600 0 072CC021600 3504 072DD011600 733 072DD021600 6 072EE001600 0 073 A011600 0.0000 073 A021600 0.0000 073 B001600 0.0000 073 C001600 0.0000 074 A001600 0 074 B001600 0 074 C001600 0 074 D001600 0 074 E001600 0 074 F001600 0 074 G001600 0 074 H001600 0 074 I001600 0 074 J001600 0 074 K001600 0 074 L001600 0 074 M001600 0 074 N001600 0 PAGE 81 074 O001600 0 074 P001600 0 074 Q001600 0 074 R011600 0 074 R021600 0 074 R031600 0 074 R041600 0 074 S001600 0 074 T001600 0 074 U011600 0 074 U021600 0 074 V011600 0.00 074 V021600 0.00 074 W001600 0.0000 074 X001600 0 074 Y001600 0 075 A001600 0 075 B001600 571814 076 001600 0.00 008 A001701 BLACKROCK ADVISORS, LLC 008 B001701 A 008 C001701 801-47710 008 D011701 WILMINGTON 008 D021701 DE 008 D031701 19809 008 A001702 BLACKROCK INSTITUTIONAL MANAGEMENT CORP. 008 B001702 S 008 C001702 801-13304 008 D011702 WILMINGTON 008 D021702 DE 008 D031702 19809 015 A001701 PFPC TRUST COMPANY 015 B001701 C 015 C011701 PHILADELPHIA 015 C021701 PA 015 C031701 19153 015 E031701 X 024 001700 N 025 D001701 0 025 D001702 0 025 D001703 0 025 D001704 0 025 D001705 0 025 D001706 0 025 D001707 0 025 D001708 0 028 A011700 22739 028 A021700 0 028 A031700 0 028 A041700 23398 028 B011700 17152 PAGE 82 028 B021700 99 028 B031700 0 028 B041700 10632 028 C011700 19984 028 C021700 101 028 C031700 0 028 C041700 13297 028 D011700 21970 028 D021700 123 028 D031700 0 028 D041700 18834 028 E011700 35368 028 E021700 128 028 E031700 0 028 E041700 14037 028 F011700 28822 028 F021700 267 028 F031700 0 028 F041700 43036 028 G011700 146035 028 G021700 718 028 G031700 0 028 G041700 123234 028 H001700 0 029 001700 N 030 A001700 0 030 B001700 0.00 030 C001700 0.00 031 A001700 0 031 B001700 0 032 001700 0 033 001700 0 037 001700 N 038 001700 0 039 001700 N 040 001700 Y 041 001700 Y 045 001700 Y 046 001700 N 047 001700 Y 048 001700 0.000 048 A011700 1000000 048 A021700 0.450 048 B011700 1000000 048 B021700 0.400 048 C011700 1000000 048 C021700 0.375 048 D011700 0 048 D021700 0.000 048 E011700 0 048 E021700 0.000 PAGE 83 048 F011700 0 048 F021700 0.000 048 G011700 0 048 G021700 0.000 048 H011700 0 048 H021700 0.000 048 I011700 0 048 I021700 0.000 048 J011700 0 048 J021700 0.000 048 K011700 3000000 048 K021700 0.350 058 A001700 N 059 001700 Y 060 A001700 N 060 B001700 N 061 001700 500 062 A001700 Y 062 B001700 0.0 062 C001700 0.0 062 D001700 0.0 062 E001700 99.6 062 F001700 0.0 062 G001700 0.0 062 H001700 0.0 062 I001700 0.0 062 J001700 0.0 062 K001700 0.0 062 L001700 0.4 062 M001700 0.0 062 N001700 0.0 062 O001700 0.0 062 P001700 0.0 062 Q001700 0.0 062 R001700 0.0 063 A001700 37 063 B001700 0.0 064 A001700 Y 064 B001700 N 066 A001700 N 067 001700 N 068 A001700 N 068 B001700 N 069 001700 N 070 A011700 Y 070 A021700 N 070 B011700 N 070 B021700 N 070 C011700 N 070 C021700 N 070 D011700 N PAGE 84 070 D021700 N 070 E011700 N 070 E021700 N 070 F011700 N 070 F021700 N 070 G011700 N 070 G021700 N 070 H011700 N 070 H021700 N 070 I011700 N 070 I021700 N 070 J011700 Y 070 J021700 N 070 K011700 Y 070 K021700 N 070 L011700 Y 070 L021700 N 070 M011700 N 070 M021700 N 070 N011700 Y 070 N021700 N 070 O011700 Y 070 O021700 N 070 P011700 Y 070 P021700 N 070 Q011700 N 070 Q021700 N 070 R011700 N 070 R021700 N 071 A001700 0 071 B001700 0 071 C001700 0 071 D001700 0 072 A001700 6 072 B001700 1361 072 C001700 0 072 D001700 0 072 E001700 0 072 F001700 43 072 G001700 29 072 H001700 0 072 I001700 1 072 J001700 6 072 K001700 0 072 L001700 4 072 M001700 3 072 N001700 7 072 O001700 0 072 P001700 0 072 Q001700 0 072 R001700 12 PAGE 85 072 S001700 6 072 T001700 0 072 U001700 0 072 V001700 0 072 W001700 4 072 X001700 115 072 Y001700 0 072 Z001700 1246 072AA001700 0 072BB001700 0 072CC011700 0 072CC021700 0 072DD011700 1241 072DD021700 5 072EE001700 0 073 A011700 0.0000 073 A021700 0.0000 073 B001700 0.0000 073 C001700 0.0000 074 A001700 62 074 B001700 0 074 C001700 85237 074 D001700 0 074 E001700 0 074 F001700 0 074 G001700 0 074 H001700 0 074 I001700 0 074 J001700 0 074 K001700 0 074 L001700 399 074 M001700 11 074 N001700 85709 074 O001700 0 074 P001700 18 074 Q001700 0 074 R011700 0 074 R021700 0 074 R031700 0 074 R041700 114 074 S001700 0 074 T001700 85577 074 U011700 85238 074 U021700 343 074 V011700 0.00 074 V021700 0.00 074 W001700 0.9999 074 X001700 19 074 Y001700 0 075 A001700 75892 075 B001700 0 PAGE 86 076 001700 0.00 008 A001801 BLACKROCK ADVISORS, LLC 008 B001801 A 008 C001801 801-47710 008 D011801 WILMINGTON 008 D021801 DE 008 D031801 19809 008 A001802 BLACKROCK FINANCIAL MANAGEMENT, INC. 008 B001802 S 008 C001802 801-48433 008 D011802 NEW YORK 008 D021802 NY 008 D031802 10022 015 A001801 PFPC TRUST COMPANY 015 B001801 C 015 C011801 PHILADELPHIA 015 C021801 PA 015 C031801 19153 015 E031801 X 024 001800 Y 025 A001801 LEHMAN BROTHERS, INC. 025 B001801 13-2518466 025 C001801 D 025 D001801 18259 025 A001802 GOLDMAN, SACHS & CO. 025 B001802 13-5108880 025 C001802 D 025 D001802 48526 025 A001803 CITIGROUP GLOBAL MARKETS, INC. 025 B001803 11-2418191 025 C001803 D 025 D001803 18247 025 A001804 JP MORGAN CHASE 025 B001804 13-3379014 025 C001804 D 025 D001804 60993 025 A001805 CREDIT SUISSE FIRST BOSTON COPR. 025 B001805 13-5699485 025 C001805 D 025 D001805 7978 025 A001806 MORGAN STANLEY 025 B001806 13-2655998 025 C001806 D 025 D001806 12200 025 A001807 BEAR, STEARNS, & CO., INC. 025 B001807 13-3299429 025 C001807 D 025 D001807 24279 025 A001808 BANK OF AMERICA SECURITIES LLC 025 B001808 56-2058405 025 C001808 D PAGE 87 025 D001808 19821 028 A011800 25087 028 A021800 303 028 A031800 138763 028 A041800 52058 028 B011800 12371 028 B021800 3143 028 B031800 0 028 B041800 43883 028 C011800 49114 028 C021800 3064 028 C031800 0 028 C041800 25752 028 D011800 24130 028 D021800 3174 028 D031800 0 028 D041800 53514 028 E011800 12681 028 E021800 3124 028 E031800 0 028 E041800 39667 028 F011800 45699 028 F021800 5491 028 F031800 0 028 F041800 140200 028 G011800 169082 028 G021800 18299 028 G031800 138763 028 G041800 355074 028 H001800 1102 029 001800 Y 030 A001800 12 030 B001800 3.00 030 C001800 0.00 031 A001800 4 031 B001800 0 032 001800 8 033 001800 0 037 001800 N 038 001800 0 039 001800 N 040 001800 Y 041 001800 Y 045 001800 Y 046 001800 N 047 001800 Y 048 001800 0.000 048 A011800 1000000 048 A021800 0.500 048 B011800 1000000 048 B021800 0.450 PAGE 88 048 C011800 1000000 048 C021800 0.425 048 D011800 0 048 D021800 0.000 048 E011800 0 048 E021800 0.000 048 F011800 0 048 F021800 0.000 048 G011800 0 048 G021800 0.000 048 H011800 0 048 H021800 0.000 048 I011800 0 048 I021800 0.000 048 J011800 0 048 J021800 0.000 048 K011800 3000000 048 K021800 0.400 058 A001800 N 059 001800 Y 060 A001800 Y 060 B001800 Y 061 001800 500 062 A001800 Y 062 B001800 0.0 062 C001800 0.1 062 D001800 0.0 062 E001800 0.0 062 F001800 0.0 062 G001800 0.0 062 H001800 0.0 062 I001800 0.0 062 J001800 0.0 062 K001800 0.0 062 L001800 -5.9 062 M001800 1.4 062 N001800 26.6 062 O001800 0.0 062 P001800 16.2 062 Q001800 61.6 062 R001800 0.0 063 A001800 0 063 B001800 2.4 064 A001800 N 064 B001800 N 066 A001800 N 067 001800 N 068 A001800 N 068 B001800 N 069 001800 N 070 A011800 Y PAGE 89 070 A021800 Y 070 B011800 N 070 B021800 N 070 C011800 Y 070 C021800 Y 070 D011800 N 070 D021800 N 070 E011800 Y 070 E021800 Y 070 F011800 N 070 F021800 N 070 G011800 Y 070 G021800 Y 070 H011800 N 070 H021800 N 070 I011800 N 070 I021800 N 070 J011800 Y 070 J021800 Y 070 K011800 Y 070 K021800 Y 070 L011800 Y 070 L021800 Y 070 M011800 Y 070 M021800 Y 070 N011800 Y 070 N021800 Y 070 O011800 Y 070 O021800 Y 070 P011800 Y 070 P021800 Y 070 Q011800 N 070 Q021800 N 070 R011800 Y 070 R021800 N 071 A001800 782396 071 B001800 903969 071 C001800 1169164 071 D001800 67 072 A001800 6 072 B001800 29498 072 C001800 186 072 D001800 0 072 E001800 2 072 F001800 1702 072 G001800 455 072 H001800 0 072 I001800 981 072 J001800 51 072 K001800 0 072 L001800 112 PAGE 90 072 M001800 52 072 N001800 49 072 O001800 0 072 P001800 39 072 Q001800 0 072 R001800 19 072 S001800 32 072 T001800 378 072 U001800 0 072 V001800 0 072 W001800 44 072 X001800 3909 072 Y001800 0 072 Z001800 25777 072AA001800 20519 072BB001800 25010 072CC011800 9616 072CC021800 0 072DD011800 21156 072DD021800 4622 072EE001800 0 073 A011800 0.0000 073 A021800 0.0000 073 B001800 0.0000 073 C001800 0.0000 074 A001800 17354 074 B001800 0 074 C001800 1099 074 D001800 1201879 074 E001800 0 074 F001800 0 074 G001800 0 074 H001800 2701 074 I001800 5910 074 J001800 908 074 K001800 35 074 L001800 23475 074 M001800 70 074 N001800 1253431 074 O001800 91684 074 P001800 804 074 Q001800 0 074 R011800 0 074 R021800 0 074 R031800 2729 074 R041800 22068 074 S001800 0 074 T001800 1136146 074 U011800 90464 074 U021800 240992 074 V011800 0.00 PAGE 91 074 V021800 0.00 074 W001800 0.0000 074 X001800 6667 074 Y001800 422163 075 A001800 0 075 B001800 1239989 076 001800 0.00 008 A001901 BLACKROCK ADVISORS, LLC 008 B001901 A 008 C001901 801-47710 008 D011901 WILMINGTON 008 D021901 DE 008 D031901 19809 008 A001902 BLACKROCK FINANCIAL MANAGEMENT, INC. 008 B001902 S 008 C001902 801-48433 008 D011902 NEW YORK 008 D021902 NY 008 D031902 10022 015 A001901 PFPC TRUST COMPANY 015 B001901 C 015 C011901 PHILADELPHIA 015 C021901 PA 015 C031901 19153 015 E031901 X 024 001900 Y 025 A001901 LEHMAN BROTHERS, INC. 025 B001901 13-2518466 025 C001901 D 025 D001901 8390 025 A001902 CITIGROUP GLOBAL MARKETS INC. 025 B001902 11-2418191 025 C001902 D 025 D001902 23107 025 A001903 JP MORGAN CHASE 025 B001903 13-3370914 025 C001903 D 025 D001903 28622 025 A001904 CREDIT SUISSE FIRST BOSTON 025 B001904 13-5699485 025 C001904 D 025 D001904 11994 025 A001905 UBS PAINEWEBBER 025 B001905 13-3873456 025 C001905 D 025 D001905 525 025 A001906 BARCLAYS INVESTMENTS, INC. 025 B001906 05-0346412 025 C001906 D 025 D001906 14224 025 A001907 MORGAN STANLEY PAGE 92 025 B001907 13-2655998 025 C001907 D 025 D001907 20106 025 A001908 BEAR, STEARNS & CO., INC. 025 B001908 13-3299429 025 C001908 D 025 D001908 15746 025 A001909 BANK OF AMERICA SECURITIES LLC 025 B001909 56-2058405 025 C001909 D 025 D001909 13411 025 A001910 GOLDMAN, SACHS & CO. 025 B001910 13-5108880 025 C001910 D 025 D001910 24 025 D001911 0 025 D001912 0 025 D001913 0 025 D001914 0 025 D001915 0 025 D001916 0 028 A011900 14937 028 A021900 33 028 A031900 0 028 A041900 11121 028 B011900 14633 028 B021900 1992 028 B031900 0 028 B041900 35682 028 C011900 16631 028 C021900 2025 028 C031900 0 028 C041900 35717 028 D011900 19793 028 D021900 3713 028 D031900 0 028 D041900 10611 028 E011900 10223 028 E021900 2020 028 E031900 0 028 E041900 23981 028 F011900 22981 028 F021900 4033 028 F031900 0 028 F041900 21143 028 G011900 99198 028 G021900 13816 028 G031900 0 028 G041900 138255 028 H001900 342 029 001900 Y PAGE 93 030 A001900 9 030 B001900 4.00 030 C001900 0.00 031 A001900 2 031 B001900 0 032 001900 7 033 001900 0 037 001900 Y 038 001900 0 039 001900 N 040 001900 Y 041 001900 Y 045 001900 Y 046 001900 N 047 001900 Y 048 001900 0.000 048 A011900 1000000 048 A021900 0.500 048 B011900 1000000 048 B021900 0.450 048 C011900 1000000 048 C021900 0.425 048 D011900 0 048 D021900 0.000 048 E011900 0 048 E021900 0.000 048 F011900 0 048 F021900 0.000 048 G011900 0 048 G021900 0.000 048 H011900 0 048 H021900 0.000 048 I011900 0 048 I021900 0.000 048 J011900 0 048 J021900 0.000 048 K011900 3000000 048 K021900 0.400 058 A001900 N 059 001900 Y 060 A001900 Y 060 B001900 Y 061 001900 500 062 A001900 Y 062 B001900 0.0 062 C001900 7.9 062 D001900 0.0 062 E001900 0.0 062 F001900 0.0 062 G001900 0.0 062 H001900 0.0 PAGE 94 062 I001900 0.0 062 J001900 0.0 062 K001900 -0.1 062 L001900 1.0 062 M001900 1.9 062 N001900 13.3 062 O001900 0.0 062 P001900 30.7 062 Q001900 45.3 062 R001900 0.0 063 A001900 0 063 B001900 6.5 064 A001900 N 064 B001900 N 066 A001900 N 067 001900 N 068 A001900 N 068 B001900 N 069 001900 N 070 A011900 Y 070 A021900 Y 070 B011900 N 070 B021900 N 070 C011900 Y 070 C021900 N 070 D011900 N 070 D021900 N 070 E011900 Y 070 E021900 Y 070 F011900 N 070 F021900 N 070 G011900 Y 070 G021900 Y 070 H011900 N 070 H021900 N 070 I011900 N 070 I021900 N 070 J011900 Y 070 J021900 Y 070 K011900 Y 070 K021900 Y 070 L011900 Y 070 L021900 N 070 M011900 N 070 M021900 N 070 N011900 Y 070 N021900 Y 070 O011900 Y 070 O021900 Y 070 P011900 Y 070 P021900 Y PAGE 95 070 Q011900 N 070 Q021900 N 070 R011900 Y 070 R021900 N 071 A001900 298770 071 B001900 558972 071 C001900 904707 071 D001900 33 072 A001900 6 072 B001900 22340 072 C001900 165 072 D001900 0 072 E001900 4 072 F001900 1449 072 G001900 386 072 H001900 0 072 I001900 415 072 J001900 42 072 K001900 0 072 L001900 84 072 M001900 37 072 N001900 40 072 O001900 0 072 P001900 0 072 Q001900 0 072 R001900 20 072 S001900 25 072 T001900 58 072 U001900 0 072 V001900 0 072 W001900 32 072 X001900 2588 072 Y001900 0 072 Z001900 19921 072AA001900 15139 072BB001900 13661 072CC011900 2473 072CC021900 0 072DD011900 21295 072DD021900 936 072EE001900 0 073 A011900 0.0000 073 A021900 0.0000 073 B001900 0.0000 073 C001900 0.0000 074 A001900 0 074 B001900 0 074 C001900 71745 074 D001900 827664 074 E001900 0 074 F001900 0 PAGE 96 074 G001900 0 074 H001900 2718 074 I001900 10580 074 J001900 281 074 K001900 0 074 L001900 13581 074 M001900 68 074 N001900 926637 074 O001900 0 074 P001900 451 074 Q001900 0 074 R011900 0 074 R021900 0 074 R031900 3431 074 R041900 15222 074 S001900 0 074 T001900 907533 074 U011900 93477 074 U021900 4561 074 V011900 0.00 074 V021900 0.00 074 W001900 0.0000 074 X001900 1190 074 Y001900 247616 075 A001900 0 075 B001900 913888 076 001900 0.00 008 A002001 BLACKROCK ADVISORS, LLC 008 B002001 A 008 C002001 801-47710 008 D012001 WILMINGTON 008 D022001 DE 008 D032001 19809 015 A002001 PFPC TRUST COMPANY 015 B002001 C 015 C012001 PHILADELPHIA 015 C022001 PA 015 C032001 19153 015 E032001 X 024 002000 Y 025 A002001 CITIGROUP GLOBAL MARKETS, INC. 025 B002001 11-2418191 025 C002001 E 025 D002001 25064 025 A002002 JP MORGAN CHASE 025 B002002 13-3379014 025 C002002 E 025 D002002 25922 025 A002003 GOLDMAN SACHS & CO. 025 B002003 13-5108880 025 C002003 E PAGE 97 025 D002003 11778 025 A002004 BEAR, STEARNS & CO., INC. 025 B002004 13-3299429 025 C002004 E 025 D002004 6856 025 A002005 BANK OF AMERICA SECURITIES LLC 025 B002005 56-2058405 025 C002005 E 025 D002005 31433 025 A002006 MORGAN STANLEY 025 B002006 13-2655998 025 C002006 E 025 D002006 8333 025 A002007 LEHMAN BROTHERS, INC. 025 B002007 13-2518466 025 C002007 E 025 D002007 6573 025 A002008 BANK OF AMERICA SECURITIES LLC 025 B002008 56-2058405 025 C002008 D 025 D002008 24901 025 A002009 BEAR, STEARNS & CO., INC. 025 B002009 13-3299429 025 C002009 D 025 D002009 5368 025 A002010 CITIGROUP GLOBAL MARKETS, INC. 025 B002010 11-2418191 025 C002010 D 025 D002010 1318 025 A002011 MORGAN STANLEY 025 B002011 13-2655998 025 C002011 D 025 D002011 184 025 D002012 0 025 D002013 0 025 D002014 0 025 D002015 0 025 D002016 0 028 A012000 1746 028 A022000 0 028 A032000 0 028 A042000 25984 028 B012000 2327 028 B022000 0 028 B032000 0 028 B042000 17508 028 C012000 1967 028 C022000 6846 028 C032000 0 028 C042000 30396 028 D012000 4966 PAGE 98 028 D022000 0 028 D032000 0 028 D042000 25519 028 E012000 7240 028 E022000 0 028 E032000 0 028 E042000 21275 028 F012000 7323 028 F022000 0 028 F032000 0 028 F042000 24339 028 G012000 25569 028 G022000 6846 028 G032000 0 028 G042000 145021 028 H002000 2403 029 002000 Y 030 A002000 94 030 B002000 5.75 030 C002000 0.00 031 A002000 7 031 B002000 0 032 002000 87 033 002000 0 037 002000 Y 038 002000 2 039 002000 N 040 002000 Y 041 002000 Y 045 002000 Y 046 002000 N 047 002000 Y 048 002000 0.000 048 A012000 1000000 048 A022000 0.550 048 B012000 1000000 048 B022000 0.500 048 C012000 1000000 048 C022000 0.475 048 D012000 0 048 D022000 0.000 048 E012000 0 048 E022000 0.000 048 F012000 0 048 F022000 0.000 048 G012000 0 048 G022000 0.000 048 H012000 0 048 H022000 0.000 048 I012000 0 048 I022000 0.000 PAGE 99 048 J012000 0 048 J022000 0.000 048 K012000 3000000 048 K022000 0.450 058 A002000 N 059 002000 Y 060 A002000 Y 060 B002000 Y 061 002000 500 062 A002000 N 062 B002000 0.0 062 C002000 0.0 062 D002000 0.0 062 E002000 0.0 062 F002000 0.0 062 G002000 0.0 062 H002000 0.0 062 I002000 0.0 062 J002000 0.0 062 K002000 0.0 062 L002000 0.0 062 M002000 0.0 062 N002000 0.0 062 O002000 0.0 062 P002000 0.0 062 Q002000 0.0 062 R002000 0.0 063 A002000 0 063 B002000 0.0 066 A002000 Y 066 B002000 N 066 C002000 N 066 D002000 N 066 E002000 Y 066 F002000 N 066 G002000 N 067 002000 N 068 A002000 N 068 B002000 N 069 002000 N 070 A012000 Y 070 A022000 N 070 B012000 Y 070 B022000 N 070 C012000 N 070 C022000 N 070 D012000 Y 070 D022000 N 070 E012000 N 070 E022000 N 070 F012000 Y PAGE 100 070 F022000 Y 070 G012000 Y 070 G022000 N 070 H012000 Y 070 H022000 N 070 I012000 N 070 I022000 N 070 J012000 Y 070 J022000 N 070 K012000 Y 070 K022000 Y 070 L012000 Y 070 L022000 N 070 M012000 N 070 M022000 N 070 N012000 Y 070 N022000 Y 070 O012000 Y 070 O022000 N 070 P012000 Y 070 P022000 N 070 Q012000 N 070 Q022000 N 070 R012000 N 070 R022000 N 071 A002000 362883 071 B002000 485699 071 C002000 1173049 071 D002000 31 072 A002000 6 072 B002000 259 072 C002000 11707 072 D002000 0 072 E002000 77 072 F002000 3197 072 G002000 459 072 H002000 0 072 I002000 1882 072 J002000 53 072 K002000 0 072 L002000 157 072 M002000 49 072 N002000 25 072 O002000 0 072 P002000 0 072 Q002000 0 072 R002000 17 072 S002000 34 072 T002000 814 072 U002000 0 072 V002000 0 PAGE 101 072 W002000 30 072 X002000 6717 072 Y002000 0 072 Z002000 5326 072AA002000 67732 072BB002000 9784 072CC012000 28655 072CC022000 0 072DD012000 7771 072DD022000 18 072EE002000 0 073 A012000 0.0000 073 A022000 0.0000 073 B002000 0.0000 073 C002000 0.0000 074 A002000 0 074 B002000 0 074 C002000 34771 074 D002000 0 074 E002000 0 074 F002000 1140797 074 G002000 0 074 H002000 0 074 I002000 137428 074 J002000 0 074 K002000 0 074 L002000 1869 074 M002000 51 074 N002000 1314916 074 O002000 0 074 P002000 1169 074 Q002000 0 074 R012000 0 074 R022000 0 074 R032000 0 074 R042000 163138 074 S002000 0 074 T002000 1150609 074 U012000 76671 074 U022000 1364 074 V012000 0.00 074 V022000 0.00 074 W002000 0.0000 074 X002000 79536 074 Y002000 0 075 A002000 0 075 B002000 1182896 076 002000 0.00 008 A002101 BLACKROCK ADVISORS, LLC 008 B002101 A 008 C002101 801-47710 PAGE 102 008 D012101 WILMINGTON 008 D022101 DE 008 D032101 19809 015 A002101 PFPC TRUST COMPANY 015 B002101 C 015 C012101 PHILADELPHIA 015 C022101 PA 015 C032101 19153 015 E032101 X 024 002100 Y 025 A002101 BANK OF AMERICA SECURITIES LLC 025 B002101 56-2058405 025 C002101 D 025 D002101 8486 025 A002102 MORGAN STANLEY 025 B002102 13-2655998 025 C002102 D 025 D002102 8144 025 D002103 0 025 D002104 0 025 D002105 0 025 D002106 0 025 D002107 0 025 D002108 0 028 A012100 14600 028 A022100 0 028 A032100 0 028 A042100 13193 028 B012100 14457 028 B022100 0 028 B032100 0 028 B042100 10506 028 C012100 10994 028 C022100 0 028 C032100 0 028 C042100 6318 028 D012100 21329 028 D022100 0 028 D032100 0 028 D042100 22000 028 E012100 15037 028 E022100 0 028 E032100 0 028 E042100 10498 028 F012100 38406 028 F022100 0 028 F032100 0 028 F042100 34862 028 G012100 114822 028 G022100 0 028 G032100 0 PAGE 103 028 G042100 97377 028 H002100 2200 029 002100 Y 030 A002100 77 030 B002100 5.75 030 C002100 0.00 031 A002100 7 031 B002100 0 032 002100 70 033 002100 0 037 002100 Y 038 002100 8 039 002100 N 040 002100 Y 041 002100 Y 045 002100 Y 046 002100 N 047 002100 Y 048 002100 0.000 048 A012100 1000000 048 A022100 0.550 048 B012100 1000000 048 B022100 0.500 048 C012100 1000000 048 C022100 0.475 048 D012100 0 048 D022100 0.000 048 E012100 0 048 E022100 0.000 048 F012100 0 048 F022100 0.000 048 G012100 0 048 G022100 0.000 048 H012100 0 048 H022100 0.000 048 I012100 0 048 I022100 0.000 048 J012100 0 048 J022100 0.000 048 K012100 3000000 048 K022100 0.450 058 A002100 N 059 002100 Y 060 A002100 Y 060 B002100 Y 061 002100 500 062 A002100 N 062 B002100 0.0 062 C002100 0.0 062 D002100 0.0 062 E002100 0.0 PAGE 104 062 F002100 0.0 062 G002100 0.0 062 H002100 0.0 062 I002100 0.0 062 J002100 0.0 062 K002100 0.0 062 L002100 0.0 062 M002100 0.0 062 N002100 0.0 062 O002100 0.0 062 P002100 0.0 062 Q002100 0.0 062 R002100 0.0 063 A002100 0 063 B002100 0.0 066 A002100 Y 066 B002100 N 066 C002100 Y 066 D002100 N 066 E002100 N 066 F002100 N 066 G002100 N 067 002100 N 068 A002100 N 068 B002100 N 069 002100 N 070 A012100 Y 070 A022100 N 070 B012100 Y 070 B022100 N 070 C012100 N 070 C022100 N 070 D012100 Y 070 D022100 N 070 E012100 N 070 E022100 N 070 F012100 Y 070 F022100 N 070 G012100 Y 070 G022100 N 070 H012100 Y 070 H022100 N 070 I012100 N 070 I022100 N 070 J012100 Y 070 J022100 N 070 K012100 Y 070 K022100 Y 070 L012100 Y 070 L022100 N 070 M012100 N PAGE 105 070 M022100 N 070 N012100 Y 070 N022100 Y 070 O012100 Y 070 O022100 N 070 P012100 Y 070 P022100 N 070 Q012100 N 070 Q022100 N 070 R012100 N 070 R022100 N 071 A002100 270057 071 B002100 207191 071 C002100 683902 071 D002100 30 072 A002100 6 072 B002100 619 072 C002100 1092 072 D002100 0 072 E002100 196 072 F002100 1972 072 G002100 346 072 H002100 0 072 I002100 656 072 J002100 35 072 K002100 0 072 L002100 134 072 M002100 29 072 N002100 31 072 O002100 0 072 P002100 0 072 Q002100 0 072 R002100 15 072 S002100 19 072 T002100 108 072 U002100 0 072 V002100 0 072 W002100 17 072 X002100 3362 072 Y002100 0 072 Z002100 -1455 072AA002100 50068 072BB002100 10123 072CC012100 44574 072CC022100 0 072DD012100 0 072DD022100 0 072EE002100 0 073 A012100 0.0000 073 A022100 0.0000 073 B002100 0.0000 PAGE 106 073 C002100 0.0000 074 A002100 0 074 B002100 0 074 C002100 49625 074 D002100 0 074 E002100 0 074 F002100 727034 074 G002100 0 074 H002100 0 074 I002100 167068 074 J002100 4797 074 K002100 1 074 L002100 972 074 M002100 56 074 N002100 949553 074 O002100 18022 074 P002100 528 074 Q002100 0 074 R012100 0 074 R022100 0 074 R032100 0 074 R042100 175498 074 S002100 0 074 T002100 755505 074 U012100 34113 074 U022100 1698 074 V012100 0.00 074 V022100 0.00 074 W002100 0.0000 074 X002100 9987 074 Y002100 0 075 A002100 0 075 B002100 718998 076 002100 0.00 008 A002201 BLACKROCK ADVISORS, LLC 008 B002201 A 008 C002201 801-47710 008 D012201 WILMINGTON 008 D022201 DE 008 D032201 19809 008 A002202 BLACKROCK INSTITUTIONAL MANAGEMENT CORP. 008 B002202 S 008 C002202 801-13304 008 D012202 WILMINGTON 008 D022202 DE 008 D032202 19809 015 A002201 PFPC TRUST COMPANY 015 B002201 C 015 C012201 PHILADELPHIA 015 C022201 PA 015 C032201 19153 PAGE 107 015 E032201 X 024 002200 N 025 D002201 0 025 D002202 0 025 D002203 0 025 D002204 0 025 D002205 0 025 D002206 0 025 D002207 0 025 D002208 0 028 A012200 7810 028 A022200 0 028 A032200 0 028 A042200 12602 028 B012200 15403 028 B022200 8 028 B032200 0 028 B042200 11992 028 C012200 10972 028 C022200 8 028 C032200 0 028 C042200 12385 028 D012200 15975 028 D022200 7 028 D032200 0 028 D042200 7284 028 E012200 8971 028 E022200 8 028 E032200 0 028 E042200 7633 028 F012200 8495 028 F022200 16 028 F032200 0 028 F042200 13496 028 G012200 67626 028 G022200 47 028 G032200 0 028 G042200 65392 028 H002200 0 029 002200 N 030 A002200 0 030 B002200 0.00 030 C002200 0.00 031 A002200 0 031 B002200 0 032 002200 0 033 002200 0 037 002200 N 038 002200 0 039 002200 N 040 002200 Y PAGE 108 041 002200 Y 045 002200 Y 046 002200 N 047 002200 Y 048 002200 0.000 048 A012200 1000000 048 A022200 0.450 048 B012200 1000000 048 B022200 0.400 048 C012200 1000000 048 C022200 0.375 048 D012200 0 048 D022200 0.000 048 E012200 0 048 E022200 0.000 048 F012200 0 048 F022200 0.000 048 G012200 0 048 G022200 0.000 048 H012200 0 048 H022200 0.000 048 I012200 0 048 I022200 0.000 048 J012200 0 048 J022200 0.000 048 K012200 3000000 048 K022200 0.350 058 A002200 N 059 002200 Y 060 A002200 N 060 B002200 N 061 002200 500 062 A002200 Y 062 B002200 0.0 062 C002200 0.0 062 D002200 0.0 062 E002200 99.8 062 F002200 0.0 062 G002200 0.0 062 H002200 0.0 062 I002200 0.0 062 J002200 0.0 062 K002200 0.0 062 L002200 0.2 062 M002200 0.0 062 N002200 0.0 062 O002200 0.0 062 P002200 0.0 062 Q002200 0.0 062 R002200 0.0 063 A002200 16 PAGE 109 063 B002200 0.0 064 A002200 Y 064 B002200 N 066 A002200 N 067 002200 N 068 A002200 N 068 B002200 N 069 002200 N 070 A012200 Y 070 A022200 N 070 B012200 N 070 B022200 N 070 C012200 N 070 C022200 N 070 D012200 N 070 D022200 N 070 E012200 N 070 E022200 N 070 F012200 N 070 F022200 N 070 G012200 N 070 G022200 N 070 H012200 N 070 H022200 N 070 I012200 N 070 I022200 N 070 J012200 Y 070 J022200 N 070 K012200 Y 070 K022200 N 070 L012200 Y 070 L022200 N 070 M012200 N 070 M022200 N 070 N012200 Y 070 N022200 N 070 O012200 Y 070 O022200 N 070 P012200 Y 070 P022200 N 070 Q012200 N 070 Q022200 N 070 R012200 N 070 R022200 N 071 A002200 0 071 B002200 0 071 C002200 0 071 D002200 0 072 A002200 6 072 B002200 1289 072 C002200 0 PAGE 110 072 D002200 0 072 E002200 0 072 F002200 41 072 G002200 27 072 H002200 0 072 I002200 0 072 J002200 6 072 K002200 0 072 L002200 5 072 M002200 3 072 N002200 8 072 O002200 0 072 P002200 0 072 Q002200 0 072 R002200 11 072 S002200 4 072 T002200 0 072 U002200 0 072 V002200 0 072 W002200 3 072 X002200 108 072 Y002200 0 072 Z002200 1181 072AA002200 0 072BB002200 1 072CC012200 0 072CC022200 0 072DD012200 1181 072DD022200 0 072EE002200 0 073 A012200 0.0000 073 A022200 0.0000 073 B002200 0.0000 073 C002200 0.0000 074 A002200 27 074 B002200 0 074 C002200 73664 074 D002200 0 074 E002200 0 074 F002200 0 074 G002200 0 074 H002200 0 074 I002200 0 074 J002200 0 074 K002200 1 074 L002200 337 074 M002200 11 074 N002200 74040 074 O002200 0 074 P002200 18 074 Q002200 0 PAGE 111 074 R012200 0 074 R022200 0 074 R032200 0 074 R042200 224 074 S002200 0 074 T002200 73798 074 U012200 73778 074 U022200 20 074 V012200 0.00 074 V022200 0.00 074 W002200 1.0000 074 X002200 11 074 Y002200 0 075 A002200 72130 075 B002200 0 076 002200 0.00 008 A002401 BLACKROCK ADVISORS, LLC 008 B002401 A 008 C002401 801-47710 008 D012401 WILMINGTON 008 D022401 DE 008 D032401 19809 008 A002402 BLACKROCK FINANCIAL MANAGEMENT, INC. 008 B002402 S 008 C002402 801-48433 008 D012402 NEW YORK 008 D022402 NY 008 D032402 10022 015 A002401 PFPC TRUST COMPANY 015 B002401 C 015 C012401 PHILADELPHIA 015 C022401 PA 015 C032401 19153 015 E032401 X 024 002400 Y 025 A002401 JP MORGAN CHASE CO. 025 B002401 13-3379014 025 C002401 D 025 D002401 105638 025 A002402 CREDIT SUISSE FIRST BOSTON CORP. 025 B002402 13-5659485 025 C002402 D 025 D002402 68300 025 A002403 BANK OF AMERICA SECURITIES LLC 025 B002403 56-2058405 025 C002403 D 025 D002403 8872 025 A002404 GREENWICH CAPITAL MARKETS, INC. 025 B002404 13-3172275 025 C002404 D 025 D002404 8872 PAGE 112 025 A002405 DEUTSCHE BANK SECURITIES, LLC 025 B002405 13-2730828 025 C002405 D 025 D002405 16367 025 D002406 0 025 D002407 0 025 D002408 0 028 A012400 43610 028 A022400 2608 028 A032400 1455168 028 A042400 50884 028 B012400 28463 028 B022400 5745 028 B032400 0 028 B042400 42773 028 C012400 39378 028 C022400 5697 028 C032400 0 028 C042400 41087 028 D012400 94003 028 D022400 5871 028 D032400 0 028 D042400 65561 028 E012400 45108 028 E022400 5816 028 E032400 0 028 E042400 60034 028 F012400 138474 028 F022400 6819 028 F032400 0 028 F042400 96527 028 G012400 389036 028 G022400 32556 028 G032400 1455168 028 G042400 356866 028 H002400 3074 029 002400 Y 030 A002400 95 030 B002400 4.50 030 C002400 0.00 031 A002400 8 031 B002400 0 032 002400 87 033 002400 0 037 002400 N 038 002400 0 039 002400 N 040 002400 Y 041 002400 Y 045 002400 Y 046 002400 N PAGE 113 047 002400 Y 048 002400 0.000 048 A012400 1000000 048 A022400 0.500 048 B012400 1000000 048 B022400 0.450 048 C012400 1000000 048 C022400 0.425 048 D012400 0 048 D022400 0.000 048 E012400 0 048 E022400 0.000 048 F012400 0 048 F022400 0.000 048 G012400 0 048 G022400 0.000 048 H012400 0 048 H022400 0.000 048 I012400 0 048 I022400 0.000 048 J012400 0 048 J022400 0.000 048 K012400 3000000 048 K022400 0.400 058 A002400 N 059 002400 Y 060 A002400 Y 060 B002400 Y 061 002400 500 062 A002400 Y 062 B002400 0.0 062 C002400 -45.0 062 D002400 0.0 062 E002400 0.0 062 F002400 0.0 062 G002400 0.0 062 H002400 0.0 062 I002400 0.0 062 J002400 0.0 062 K002400 0.0 062 L002400 -93.3 062 M002400 9.6 062 N002400 148.4 062 O002400 0.0 062 P002400 0.0 062 Q002400 80.3 062 R002400 0.0 063 A002400 0 063 B002400 11.6 064 A002400 N 064 B002400 N PAGE 114 066 A002400 N 067 002400 N 068 A002400 N 068 B002400 N 069 002400 N 070 A012400 Y 070 A022400 Y 070 B012400 N 070 B022400 N 070 C012400 Y 070 C022400 Y 070 D012400 N 070 D022400 N 070 E012400 Y 070 E022400 N 070 F012400 N 070 F022400 N 070 G012400 Y 070 G022400 Y 070 H012400 N 070 H022400 N 070 I012400 N 070 I022400 N 070 J012400 Y 070 J022400 N 070 K012400 Y 070 K022400 Y 070 L012400 Y 070 L022400 N 070 M012400 N 070 M022400 N 070 N012400 Y 070 N022400 N 070 O012400 Y 070 O022400 Y 070 P012400 Y 070 P022400 N 070 Q012400 N 070 Q022400 N 070 R012400 Y 070 R022400 N 071 A002400 10573877 071 B002400 10409473 071 C002400 1743882 071 D002400 597 072 A002400 6 072 B002400 47878 072 C002400 0 072 D002400 0 072 E002400 2 072 F002400 2798 PAGE 115 072 G002400 669 072 H002400 0 072 I002400 3702 072 J002400 149 072 K002400 0 072 L002400 133 072 M002400 76 072 N002400 26 072 O002400 0 072 P002400 114 072 Q002400 0 072 R002400 19 072 S002400 44 072 T002400 1297 072 U002400 0 072 V002400 0 072 W002400 43 072 X002400 9070 072 Y002400 0 072 Z002400 38810 072AA002400 202955 072BB002400 190598 072CC012400 0 072CC022400 20244 072DD012400 32068 072DD022400 5954 072EE002400 0 073 A012400 0.0000 073 A022400 0.0000 073 B002400 0.0000 073 C002400 0.0000 074 A002400 0 074 B002400 0 074 C002400 20597 074 D002400 4523681 074 E002400 0 074 F002400 0 074 G002400 0 074 H002400 3644 074 I002400 8667 074 J002400 2183553 074 K002400 31 074 L002400 129548 074 M002400 62 074 N002400 6869783 074 O002400 3718692 074 P002400 1246 074 Q002400 0 074 R012400 0 074 R022400 0 074 R032400 3978 PAGE 116 074 R042400 1247081 074 S002400 0 074 T002400 1898786 074 U012400 148586 074 U022400 28774 074 V012400 0.00 074 V022400 0.00 074 W002400 0.0000 074 X002400 11856 074 Y002400 821687 075 A002400 0 075 B002400 1730968 076 002400 0.00 008 A002501 BLACKROCK ADVISORS, LLC 008 B002501 A 008 C002501 801-47710 008 D012501 WILMINGTON 008 D022501 DE 008 D032501 19809 008 A002502 BLACKROCK INSTITUTIONAL MANAGEMENT CORP. 008 B002502 S 008 C002502 801-13304 008 D012502 WILMINGTON 008 D022502 DE 008 D032502 19809 015 A002501 PFPC TRUST COMPANY 015 B002501 C 015 C012501 PHILADELPHIA 015 C022501 PA 015 C032501 19153 015 E032501 X 024 002500 N 025 D002501 0 025 D002502 0 025 D002503 0 025 D002504 0 025 D002505 0 025 D002506 0 025 D002507 0 025 D002508 0 028 A012500 41954 028 A022500 0 028 A032500 0 028 A042500 35311 028 B012500 25451 028 B022500 56 028 B032500 0 028 B042500 40600 028 C012500 30215 028 C022500 58 028 C032500 0 PAGE 117 028 C042500 30364 028 D012500 28815 028 D022500 65 028 D032500 0 028 D042500 36076 028 E012500 36404 028 E022500 64 028 E032500 0 028 E042500 26944 028 F012500 21368 028 F022500 141 028 F032500 0 028 F042500 23045 028 G012500 184207 028 G022500 384 028 G032500 0 028 G042500 192337 028 H002500 0 029 002500 N 030 A002500 0 030 B002500 0.00 030 C002500 0.00 031 A002500 0 031 B002500 0 032 002500 0 033 002500 0 037 002500 N 038 002500 0 039 002500 N 040 002500 Y 041 002500 Y 045 002500 Y 046 002500 N 047 002500 Y 048 002500 0.000 048 A012500 1000000 048 A022500 0.450 048 B012500 1000000 048 B022500 0.400 048 C012500 1000000 048 C022500 0.375 048 D012500 0 048 D022500 0.000 048 E012500 0 048 E022500 0.000 048 F012500 0 048 F022500 0.000 048 G012500 0 048 G022500 0.000 048 H012500 0 048 H022500 0.000 PAGE 118 048 I012500 0 048 I022500 0.000 048 J012500 0 048 J022500 0.000 048 K012500 3000000 048 K022500 0.350 058 A002500 N 059 002500 Y 060 A002500 N 060 B002500 N 061 002500 500 062 A002500 Y 062 B002500 0.0 062 C002500 0.0 062 D002500 0.0 062 E002500 99.4 062 F002500 0.0 062 G002500 0.0 062 H002500 0.0 062 I002500 0.0 062 J002500 0.0 062 K002500 0.0 062 L002500 0.6 062 M002500 0.0 062 N002500 0.0 062 O002500 0.0 062 P002500 0.0 062 Q002500 0.0 062 R002500 0.0 063 A002500 28 063 B002500 0.0 064 A002500 Y 064 B002500 N 066 A002500 N 067 002500 N 068 A002500 N 068 B002500 N 069 002500 N 070 A012500 Y 070 A022500 N 070 B012500 N 070 B022500 N 070 C012500 N 070 C022500 N 070 D012500 N 070 D022500 N 070 E012500 N 070 E022500 N 070 F012500 N 070 F022500 N 070 G012500 N PAGE 119 070 G022500 N 070 H012500 N 070 H022500 N 070 I012500 N 070 I022500 N 070 J012500 Y 070 J022500 Y 070 K012500 Y 070 K022500 N 070 L012500 Y 070 L022500 N 070 M012500 N 070 M022500 N 070 N012500 Y 070 N022500 N 070 O012500 Y 070 O022500 N 070 P012500 Y 070 P022500 N 070 Q012500 N 070 Q022500 N 070 R012500 N 070 R022500 N 071 A002500 0 071 B002500 0 071 C002500 0 071 D002500 0 072 A002500 6 072 B002500 3043 072 C002500 0 072 D002500 0 072 E002500 0 072 F002500 204 072 G002500 73 072 H002500 0 072 I002500 92 072 J002500 10 072 K002500 0 072 L002500 12 072 M002500 7 072 N002500 8 072 O002500 0 072 P002500 0 072 Q002500 0 072 R002500 12 072 S002500 6 072 T002500 0 072 U002500 0 072 V002500 0 072 W002500 8 072 X002500 432 PAGE 120 072 Y002500 0 072 Z002500 2611 072AA002500 0 072BB002500 0 072CC012500 0 072CC022500 0 072DD012500 2316 072DD022500 295 072EE002500 0 073 A012500 0.0000 073 A022500 0.0000 073 B002500 0.0000 073 C002500 0.0000 074 A002500 1 074 B002500 0 074 C002500 165099 074 D002500 0 074 E002500 0 074 F002500 0 074 G002500 0 074 H002500 0 074 I002500 0 074 J002500 0 074 K002500 0 074 L002500 1400 074 M002500 12 074 N002500 166512 074 O002500 0 074 P002500 57 074 Q002500 0 074 R012500 0 074 R022500 0 074 R032500 0 074 R042500 410 074 S002500 0 074 T002500 166045 074 U012500 141842 074 U022500 24207 074 V012500 0.00 074 V022500 0.00 074 W002500 1.0000 074 X002500 19 074 Y002500 0 075 A002500 170358 075 B002500 0 076 002500 0.00 008 A002601 BLACKROCK ADVISORS, LLC 008 B002601 A 008 C002601 801-47710 008 D012601 WILMINGTON 008 D022601 DE PAGE 121 008 D032601 19809 008 A002602 BLACKROCK FINANCIAL MANAGEMENT, INC. 008 B002602 S 008 C002602 801-48433 008 D012602 NEW YORK 008 D022602 NY 008 D032602 10022 015 A002601 PFPC TRUST COMPANY 015 B002601 C 015 C012601 PHILADELPHIA 015 C022601 PA 015 C032601 19153 015 E032601 X 015 A002602 CITIBANK, NA 015 B002602 S 015 C012602 NEW YORK 015 C022602 NY 015 C032602 10005 015 E042602 X 024 002600 Y 025 A002601 MORGAN STANLEY 025 B002601 13-2655998 025 C002601 D 025 D002601 672 025 A002602 CITIGROUP GLOBAL MARKETS, INC. 025 B002602 11-2418191 025 C002602 D 025 D002602 6152 025 A002603 JP MORGAN CHASE 025 B002603 13-3379014 025 C002603 D 025 D002603 20870 025 A002604 LEHMAN BROTHERS, INC. 025 B002604 13-2518466 025 C002604 D 025 D002604 6002 025 A002605 CREDIT SUISSE FIRST BOSTON CORP. 025 B002605 13-5659485 025 C002605 D 025 D002605 5577 025 A002606 GOLDMAN SACHS & CO. 025 B002606 13-5108880 025 C002606 D 025 D002606 2084 025 A002607 BARCLAYS INVESTMENTS, INC. 025 B002607 05-0346412 025 C002607 D 025 D002607 977 025 A002608 DEUTSCHE BANK SECURITIES, INC. 025 B002608 13-2730828 025 C002608 D PAGE 122 025 D002608 1 025 A002609 BANK OF AMERICA SECURITIES LLC 025 B002609 56-2058405 025 C002609 D 025 D002609 10349 025 A002610 BEAR, STEARNS & CO., INC. 025 B002610 13-3299429 025 C002610 D 025 D002610 3529 025 A002611 GREENWICH CAPITAL MARKETS, INC. 025 B002611 13-3172275 025 C002611 D 025 D002611 733 025 D002612 0 025 D002613 0 025 D002614 0 025 D002615 0 025 D002616 0 028 A012600 9792 028 A022600 49 028 A032600 0 028 A042600 19763 028 B012600 64700 028 B022600 625 028 B032600 0 028 B042600 70201 028 C012600 17034 028 C022600 619 028 C032600 0 028 C042600 20096 028 D012600 18594 028 D022600 592 028 D032600 0 028 D042600 65131 028 E012600 20103 028 E022600 586 028 E032600 0 028 E042600 25743 028 F012600 17139 028 F022600 1157 028 F032600 0 028 F042600 20582 028 G012600 147362 028 G022600 3628 028 G032600 0 028 G042600 221516 028 H002600 5368 029 002600 Y 030 A002600 35 030 B002600 5.00 030 C002600 0.00 PAGE 123 031 A002600 3 031 B002600 0 032 002600 32 033 002600 0 037 002600 Y 038 002600 8 039 002600 N 040 002600 Y 041 002600 Y 045 002600 Y 046 002600 Y 047 002600 Y 048 002600 0.000 048 A012600 1000000 048 A022600 0.550 048 B012600 1000000 048 B022600 0.500 048 C012600 1000000 048 C022600 0.475 048 D012600 0 048 D022600 0.000 048 E012600 0 048 E022600 0.000 048 F012600 0 048 F022600 0.000 048 G012600 0 048 G022600 0.000 048 H012600 0 048 H022600 0.000 048 I012600 0 048 I022600 0.000 048 J012600 0 048 J022600 0.000 048 K012600 3000000 048 K022600 0.450 058 A002600 N 059 002600 Y 060 A002600 Y 060 B002600 Y 061 002600 500 062 A002600 Y 062 B002600 0.0 062 C002600 4.0 062 D002600 0.0 062 E002600 0.0 062 F002600 0.0 062 G002600 0.0 062 H002600 0.0 062 I002600 0.0 062 J002600 0.0 062 K002600 -0.1 PAGE 124 062 L002600 2.7 062 M002600 4.2 062 N002600 1.0 062 O002600 0.0 062 P002600 4.7 062 Q002600 83.5 062 R002600 0.0 063 A002600 0 063 B002600 8.8 064 A002600 Y 064 B002600 N 066 A002600 N 067 002600 N 068 A002600 N 068 B002600 Y 069 002600 N 070 A012600 Y 070 A022600 Y 070 B012600 N 070 B022600 N 070 C012600 Y 070 C022600 N 070 D012600 N 070 D022600 N 070 E012600 Y 070 E022600 Y 070 F012600 N 070 F022600 N 070 G012600 Y 070 G022600 Y 070 H012600 N 070 H022600 N 070 I012600 N 070 I022600 N 070 J012600 Y 070 J022600 N 070 K012600 Y 070 K022600 N 070 L012600 Y 070 L022600 Y 070 M012600 Y 070 M022600 Y 070 N012600 Y 070 N022600 N 070 O012600 Y 070 O022600 N 070 P012600 Y 070 P022600 N 070 Q012600 N 070 Q022600 N 070 R012600 Y PAGE 125 070 R022600 N 071 A002600 253710 071 B002600 319736 071 C002600 582100 071 D002600 44 072 A002600 6 072 B002600 11673 072 C002600 170 072 D002600 0 072 E002600 3 072 F002600 1705 072 G002600 289 072 H002600 0 072 I002600 639 072 J002600 82 072 K002600 0 072 L002600 60 072 M002600 26 072 N002600 29 072 O002600 0 072 P002600 7 072 Q002600 0 072 R002600 17 072 S002600 17 072 T002600 240 072 U002600 0 072 V002600 0 072 W002600 25 072 X002600 3136 072 Y002600 0 072 Z002600 8710 072AA002600 41250 072BB002600 43416 072CC012600 11350 072CC022600 0 072DD012600 5959 072DD022600 1231 072EE002600 0 073 A012600 0.0000 073 A022600 0.0000 073 B002600 0.0000 073 C002600 0.0000 074 A002600 5121 074 B002600 0 074 C002600 23990 074 D002600 555693 074 E002600 0 074 F002600 0 074 G002600 0 074 H002600 1844 074 I002600 8207 PAGE 126 074 J002600 1919 074 K002600 1 074 L002600 24540 074 M002600 66 074 N002600 621381 074 O002600 8931 074 P002600 643 074 Q002600 0 074 R012600 0 074 R022600 0 074 R032600 2658 074 R042600 14152 074 S002600 0 074 T002600 594997 074 U012600 41449 074 U022600 11857 074 V012600 0.00 074 V022600 0.00 074 W002600 0.0000 074 X002600 13661 074 Y002600 407892 075 A002600 0 075 B002600 622723 076 002600 0.00 008 A002701 BLACKROCK ADVISORS, LLC 008 B002701 A 008 C002701 801-47710 008 D012701 WILMINGTON 008 D022701 DE 008 D032701 19809 008 A002702 BLACKROCK FINANCIAL MANAGEMENT, INC. 008 B002702 S 008 C002702 801-48433 008 D012702 NEW YORK 008 D022702 NY 008 D032702 10022 015 A002701 PFPC TRUST COMPANY 015 B002701 C 015 C012701 PHILADELPHIA 015 C022701 PA 015 C032701 19153 015 E032701 X 024 002700 N 025 D002701 0 025 D002702 0 025 D002703 0 025 D002704 0 025 D002705 0 025 D002706 0 025 D002707 0 025 D002708 0 PAGE 127 028 A012700 294 028 A022700 53 028 A032700 0 028 A042700 267 028 B012700 0 028 B022700 0 028 B032700 0 028 B042700 0 028 C012700 0 028 C022700 0 028 C032700 0 028 C042700 0 028 D012700 0 028 D022700 0 028 D032700 0 028 D042700 0 028 E012700 0 028 E022700 0 028 E032700 0 028 E042700 0 028 F012700 0 028 F022700 0 028 F032700 0 028 F042700 0 028 G012700 294 028 G022700 53 028 G032700 0 028 G042700 267 028 H002700 0 029 002700 Y 030 A002700 0 030 B002700 4.00 030 C002700 0.00 031 A002700 0 031 B002700 0 032 002700 0 033 002700 0 037 002700 N 038 002700 0 039 002700 N 040 002700 Y 041 002700 Y 045 002700 Y 046 002700 N 047 002700 Y 048 002700 0.000 048 A012700 1000000 048 A022700 0.500 048 B012700 1000000 048 B022700 0.450 048 C012700 1000000 PAGE 128 048 C022700 0.425 048 D012700 0 048 D022700 0.000 048 E012700 0 048 E022700 0.000 048 F012700 0 048 F022700 0.000 048 G012700 0 048 G022700 0.000 048 H012700 0 048 H022700 0.000 048 I012700 0 048 I022700 0.000 048 J012700 0 048 J022700 0.000 048 K012700 3000000 048 K022700 0.400 058 A002700 N 059 002700 Y 060 A002700 N 060 B002700 N 061 002700 500 062 A002700 Y 062 B002700 0.0 062 C002700 0.0 062 D002700 0.0 062 E002700 0.0 062 F002700 0.0 062 G002700 0.0 062 H002700 0.0 062 I002700 0.0 062 J002700 0.0 062 K002700 0.0 062 L002700 0.0 062 M002700 0.0 062 N002700 0.0 062 O002700 0.0 062 P002700 0.0 062 Q002700 0.0 062 R002700 0.0 063 A002700 0 063 B002700 0.0 064 A002700 Y 064 B002700 N 066 A002700 N 067 002700 N 068 A002700 N 068 B002700 N 069 002700 N 070 A012700 Y 070 A022700 N PAGE 129 070 B012700 N 070 B022700 N 070 C012700 Y 070 C022700 N 070 D012700 N 070 D022700 N 070 E012700 Y 070 E022700 Y 070 F012700 N 070 F022700 N 070 G012700 Y 070 G022700 N 070 H012700 N 070 H022700 N 070 I012700 N 070 I022700 N 070 J012700 Y 070 J022700 Y 070 K012700 Y 070 K022700 Y 070 L012700 Y 070 L022700 N 070 M012700 N 070 M022700 N 070 N012700 Y 070 N022700 N 070 O012700 Y 070 O022700 N 070 P012700 Y 070 P022700 N 070 Q012700 N 070 Q022700 N 070 R012700 Y 070 R022700 N 071 A002700 0 071 B002700 0 071 C002700 160382 071 D002700 0 072 A002700 6 072 B002700 337 072 C002700 5 072 D002700 0 072 E002700 0 072 F002700 32 072 G002700 5 072 H002700 0 072 I002700 4 072 J002700 1 072 K002700 0 072 L002700 0 072 M002700 0 PAGE 130 072 N002700 3 072 O002700 0 072 P002700 0 072 Q002700 0 072 R002700 0 072 S002700 0 072 T002700 4 072 U002700 0 072 V002700 0 072 W002700 0 072 X002700 49 072 Y002700 0 072 Z002700 293 072AA002700 0 072BB002700 0 072CC012700 0 072CC022700 793 072DD012700 241 072DD022700 12 072EE002700 0 073 A012700 0.0000 073 A022700 0.0000 073 B002700 0.0000 073 C002700 0.0000 074 A002700 0 074 B002700 0 074 C002700 0 074 D002700 0 074 E002700 0 074 F002700 0 074 G002700 0 074 H002700 0 074 I002700 0 074 J002700 0 074 K002700 0 074 L002700 0 074 M002700 0 074 N002700 0 074 O002700 0 074 P002700 0 074 Q002700 0 074 R012700 0 074 R022700 0 074 R032700 0 074 R042700 0 074 S002700 0 074 T002700 0 074 U012700 0 074 U022700 0 074 V012700 0.00 074 V022700 0.00 PAGE 131 074 W002700 0.0000 074 X002700 0 074 Y002700 0 075 A002700 0 075 B002700 169131 076 002700 0.00 008 A002801 BLACKROCK ADVISORS, LLC 008 B002801 A 008 C002801 801-47710 008 D012801 WILMINGTON 008 D022801 DE 008 D032801 19809 008 A002802 BLACKROCK FINANCIAL MANAGEMENT, INC. 008 B002802 S 008 C002802 801-48433 008 D012802 NEW YORK 008 D022802 NY 008 D032802 10022 015 A002801 PFPC TRUST COMPANY 015 B002801 C 015 C012801 PHILADELPHIA 015 C022801 PA 015 C032801 19153 015 E032801 X 024 002800 Y 025 A002801 CITIGROUP GLOBAL MARKETS, INC. 025 B002801 11-2418191 025 C002801 D 025 D002801 78649 025 A002802 LEHMAN BROTHERS, INC. 025 B002802 13-2518466 025 C002802 D 025 D002802 22860 025 A002803 UBS PAINEWEBBER 025 B002803 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C012800 79371 028 C022800 7325 028 C032800 0 028 C042800 77984 028 D012800 69348 028 D022800 7197 028 D032800 0 028 D042800 44167 028 E012800 61793 028 E022800 7306 028 E032800 0 028 E042800 47979 028 F012800 166758 028 F022800 13493 028 F032800 0 028 F042800 51403 028 G012800 822990 028 G022800 43648 028 G032800 0 028 G042800 565214 PAGE 133 028 H002800 7725 029 002800 Y 030 A002800 157 030 B002800 4.00 030 C002800 0.00 031 A002800 17 031 B002800 0 032 002800 140 033 002800 0 037 002800 N 038 002800 0 039 002800 N 040 002800 Y 041 002800 Y 045 002800 Y 046 002800 N 047 002800 Y 048 002800 0.000 048 A012800 1000000 048 A022800 0.500 048 B012800 1000000 048 B022800 0.450 048 C012800 1000000 048 C022800 0.425 048 D012800 0 048 D022800 0.000 048 E012800 0 048 E022800 0.000 048 F012800 0 048 F022800 0.000 048 G012800 0 048 G022800 0.000 048 H012800 0 048 H022800 0.000 048 I012800 0 048 I022800 0.000 048 J012800 0 048 J022800 0.000 048 K012800 3000000 048 K022800 0.400 058 A002800 N 059 002800 Y 060 A002800 Y 060 B002800 Y 061 002800 500 062 A002800 Y 062 B002800 0.0 062 C002800 -15.6 062 D002800 0.0 062 E002800 0.0 062 F002800 0.0 PAGE 134 062 G002800 0.0 062 H002800 0.0 062 I002800 0.0 062 J002800 0.0 062 K002800 -0.1 062 L002800 -16.9 062 M002800 21.8 062 N002800 52.3 062 O002800 0.0 062 P002800 17.1 062 Q002800 40.9 062 R002800 0.5 063 A002800 0 063 B002800 6.5 064 A002800 N 064 B002800 Y 065 002800 N 066 A002800 N 067 002800 N 068 A002800 N 068 B002800 N 069 002800 N 070 A012800 Y 070 A022800 Y 070 B012800 N 070 B022800 N 070 C012800 Y 070 C022800 Y 070 D012800 N 070 D022800 N 070 E012800 Y 070 E022800 Y 070 F012800 N 070 F022800 N 070 G012800 Y 070 G022800 Y 070 H012800 N 070 H022800 N 070 I012800 N 070 I022800 N 070 J012800 Y 070 J022800 Y 070 K012800 Y 070 K022800 Y 070 L012800 Y 070 L022800 Y 070 M012800 Y 070 M022800 Y 070 N012800 Y 070 N022800 Y 070 O012800 Y PAGE 135 070 O022800 Y 070 P012800 Y 070 P022800 Y 070 Q012800 N 070 Q022800 N 070 R012800 Y 070 R022800 N 071 A002800 4157100 071 B002800 3537003 071 C002800 2958128 071 D002800 120 072 A002800 6 072 B002800 75460 072 C002800 151 072 D002800 0 072 E002800 7 072 F002800 4374 072 G002800 1028 072 H002800 0 072 I002800 882 072 J002800 148 072 K002800 0 072 L002800 215 072 M002800 122 072 N002800 32 072 O002800 0 072 P002800 117 072 Q002800 0 072 R002800 27 072 S002800 78 072 T002800 386 072 U002800 0 072 V002800 0 072 W002800 93 072 X002800 7502 072 Y002800 0 072 Z002800 68116 072AA002800 67798 072BB002800 60259 072CC012800 0 072CC022800 6464 072DD012800 64396 072DD022800 3481 072EE002800 0 073 A012800 0.0000 073 A022800 0.0000 073 B002800 0.0000 073 C002800 0.0000 074 A002800 73684 074 B002800 0 074 C002800 18997 PAGE 136 074 D002800 4193097 074 E002800 241 074 F002800 0 074 G002800 0 074 H002800 8707 074 I002800 8116 074 J002800 492514 074 K002800 0 074 L002800 83078 074 M002800 131 074 N002800 4878565 074 O002800 845780 074 P002800 1064 074 Q002800 0 074 R012800 0 074 R022800 0 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16912 028 B013000 22395 028 B023000 0 028 B033000 0 028 B043000 15181 028 C013000 43083 028 C023000 91952 028 C033000 0 028 C043000 16737 028 D013000 32090 028 D023000 0 028 D033000 0 028 D043000 23479 028 E013000 39985 028 E023000 0 028 E033000 0 028 E043000 21469 028 F013000 75420 028 F023000 2 028 F033000 0 028 F043000 23713 028 G013000 232490 028 G023000 91954 028 G033000 0 028 G043000 117491 028 H003000 9423 029 003000 Y 030 A003000 324 030 B003000 5.75 030 C003000 0.00 031 A003000 27 031 B003000 0 032 003000 297 033 003000 0 037 003000 Y 038 003000 2 PAGE 138 039 003000 N 040 003000 Y 041 003000 Y 045 003000 Y 046 003000 N 047 003000 Y 048 003000 0.000 048 A013000 1000000 048 A023000 0.800 048 B013000 1000000 048 B023000 0.700 048 C013000 1000000 048 C023000 0.650 048 D013000 0 048 D023000 0.000 048 E013000 0 048 E023000 0.000 048 F013000 0 048 F023000 0.000 048 G013000 0 048 G023000 0.000 048 H013000 0 048 H023000 0.000 048 I013000 0 048 I023000 0.000 048 J013000 0 048 J023000 0.000 048 K013000 3000000 048 K023000 0.625 058 A003000 N 059 003000 Y 060 A003000 Y 060 B003000 Y 061 003000 500 062 A003000 N 062 B003000 0.0 062 C003000 0.0 062 D003000 0.0 062 E003000 0.0 062 F003000 0.0 062 G003000 0.0 062 H003000 0.0 062 I003000 0.0 062 J003000 0.0 062 K003000 0.0 062 L003000 0.0 062 M003000 0.0 062 N003000 0.0 062 O003000 0.0 062 P003000 0.0 062 Q003000 0.0 PAGE 139 062 R003000 0.0 063 A003000 0 063 B003000 0.0 066 A003000 Y 066 B003000 N 066 C003000 N 066 D003000 N 066 E003000 Y 066 F003000 N 066 G003000 N 067 003000 N 068 A003000 N 068 B003000 N 069 003000 N 070 A013000 Y 070 A023000 N 070 B013000 Y 070 B023000 N 070 C013000 N 070 C023000 N 070 D013000 Y 070 D023000 N 070 E013000 N 070 E023000 N 070 F013000 Y 070 F023000 N 070 G013000 Y 070 G023000 N 070 H013000 Y 070 H023000 N 070 I013000 N 070 I023000 N 070 J013000 Y 070 J023000 N 070 K013000 Y 070 K023000 Y 070 L013000 Y 070 L023000 N 070 M013000 N 070 M023000 N 070 N013000 Y 070 N023000 Y 070 O013000 Y 070 O023000 N 070 P013000 Y 070 P023000 N 070 Q013000 N 070 Q023000 N 070 R013000 N 070 R023000 N 071 A003000 1119281 PAGE 140 071 B003000 1024902 071 C003000 920874 071 D003000 111 072 A003000 6 072 B003000 563 072 C003000 10945 072 D003000 0 072 E003000 128 072 F003000 3752 072 G003000 331 072 H003000 0 072 I003000 1319 072 J003000 55 072 K003000 0 072 L003000 160 072 M003000 38 072 N003000 31 072 O003000 0 072 P003000 0 072 Q003000 0 072 R003000 14 072 S003000 24 072 T003000 1057 072 U003000 0 072 V003000 0 072 W003000 22 072 X003000 6803 072 Y003000 0 072 Z003000 4833 072AA003000 73301 072BB003000 22967 072CC013000 75086 072CC023000 0 072DD013000 5643 072DD023000 178 072EE003000 108528 073 A013000 0.0000 073 A023000 0.0000 073 B003000 1.6642 073 C003000 0.0000 074 A003000 0 074 B003000 0 074 C003000 64034 074 D003000 0 074 E003000 0 074 F003000 1038499 074 G003000 0 074 H003000 0 074 I003000 163726 074 J003000 28203 074 K003000 93 PAGE 141 074 L003000 2906 074 M003000 69 074 N003000 1297530 074 O003000 48324 074 P003000 979 074 Q003000 0 074 R013000 0 074 R023000 0 074 R033000 646 074 R043000 181861 074 S003000 0 074 T003000 1065720 074 U013000 69414 074 U023000 10648 074 V013000 0.00 074 V023000 0.00 074 W003000 0.0000 074 X003000 39078 074 Y003000 0 075 A003000 0 075 B003000 944291 076 003000 0.00 008 A003101 BLACKROCK ADVISORS, LLC 008 B003101 A 008 C003101 801-47110 008 D013101 WILMINGTON 008 D023101 DE 008 D033101 19809 015 A003101 PFPC TRUST COMPANY 015 B003101 C 015 C013101 PHILADELPHIA 015 C023101 PA 015 C033101 19153 015 E033101 X 024 003100 Y 025 A003101 BANK OF AMERICA SECURITIES LLC 025 B003101 56-2058405 025 C003101 D 025 D003101 5783 025 A003102 MORGAN STANLEY 025 B003102 13-2655998 025 C003102 D 025 D003102 1205 025 D003103 0 025 D003104 0 025 D003105 0 025 D003106 0 025 D003107 0 025 D003108 0 028 A013100 2550 028 A023100 0 PAGE 142 028 A033100 0 028 A043100 11263 028 B013100 1598 028 B023100 0 028 B033100 0 028 B043100 8179 028 C013100 1342 028 C023100 0 028 C033100 0 028 C043100 8552 028 D013100 2311 028 D023100 0 028 D033100 0 028 D043100 10581 028 E013100 2565 028 E023100 0 028 E033100 0 028 E043100 13636 028 F013100 2686 028 F023100 0 028 F033100 0 028 F043100 9455 028 G013100 13052 028 G023100 0 028 G033100 0 028 G043100 61666 028 H003100 1282 029 003100 Y 030 A003100 43 030 B003100 5.75 030 C003100 0.00 031 A003100 4 031 B003100 0 032 003100 39 033 003100 0 037 003100 Y 038 003100 0 039 003100 N 040 003100 Y 041 003100 Y 045 003100 Y 046 003100 N 047 003100 Y 048 003100 0.000 048 A013100 1000000 048 A023100 0.800 048 B013100 1000000 048 B023100 0.700 048 C013100 1000000 048 C023100 0.650 048 D013100 0 PAGE 143 048 D023100 0.000 048 E013100 0 048 E023100 0.000 048 F013100 0 048 F023100 0.000 048 G013100 0 048 G023100 0.000 048 H013100 0 048 H023100 0.000 048 I013100 0 048 I023100 0.000 048 J013100 0 048 J023100 0.000 048 K013100 3000000 048 K023100 0.625 058 A003100 N 059 003100 Y 060 A003100 Y 060 B003100 Y 061 003100 500 062 A003100 N 062 B003100 0.0 062 C003100 0.0 062 D003100 0.0 062 E003100 0.0 062 F003100 0.0 062 G003100 0.0 062 H003100 0.0 062 I003100 0.0 062 J003100 0.0 062 K003100 0.0 062 L003100 0.0 062 M003100 0.0 062 N003100 0.0 062 O003100 0.0 062 P003100 0.0 062 Q003100 0.0 062 R003100 0.0 063 A003100 0 063 B003100 0.0 066 A003100 Y 066 B003100 N 066 C003100 Y 066 D003100 N 066 E003100 N 066 F003100 N 066 G003100 N 067 003100 N 068 A003100 N 068 B003100 N 069 003100 N PAGE 144 070 A013100 Y 070 A023100 N 070 B013100 Y 070 B023100 N 070 C013100 N 070 C023100 N 070 D013100 Y 070 D023100 N 070 E013100 N 070 E023100 N 070 F013100 Y 070 F023100 N 070 G013100 Y 070 G023100 N 070 H013100 Y 070 H023100 N 070 I013100 N 070 I023100 N 070 J013100 Y 070 J023100 N 070 K013100 Y 070 K023100 Y 070 L013100 Y 070 L023100 Y 070 M013100 N 070 M023100 N 070 N013100 Y 070 N023100 Y 070 O013100 Y 070 O023100 N 070 P013100 Y 070 P023100 N 070 Q013100 N 070 Q023100 N 070 R013100 Y 070 R023100 N 071 A003100 124657 071 B003100 174265 071 C003100 396751 071 D003100 31 072 A003100 6 072 B003100 27 072 C003100 809 072 D003100 0 072 E003100 67 072 F003100 1603 072 G003100 176 072 H003100 0 072 I003100 1034 072 J003100 19 072 K003100 0 PAGE 145 072 L003100 55 072 M003100 17 072 N003100 20 072 O003100 0 072 P003100 0 072 Q003100 0 072 R003100 13 072 S003100 11 072 T003100 249 072 U003100 0 072 V003100 0 072 W003100 10 072 X003100 3207 072 Y003100 0 072 Z003100 -2304 072AA003100 37699 072BB003100 8963 072CC013100 14646 072CC023100 0 072DD013100 0 072DD023100 0 072EE003100 0 073 A013100 0.0000 073 A023100 0.0000 073 B003100 0.0000 073 C003100 0.0000 074 A003100 0 074 B003100 0 074 C003100 6988 074 D003100 0 074 E003100 0 074 F003100 391398 074 G003100 0 074 H003100 0 074 I003100 101782 074 J003100 0 074 K003100 7 074 L003100 234 074 M003100 42 074 N003100 500451 074 O003100 2091 074 P003100 572 074 Q003100 0 074 R013100 0 074 R023100 0 074 R033100 0 074 R043100 105043 074 S003100 0 074 T003100 392745 074 U013100 33802 074 U023100 1821 PAGE 146 074 V013100 0.00 074 V023100 0.00 074 W003100 0.0000 074 X003100 34780 074 Y003100 0 075 A003100 0 075 B003100 401964 076 003100 0.00 008 A003201 BLACKROCK ADVISORS, LLC 008 B003201 A 008 C003201 801-47710 008 D013201 WILMINGTON 008 D023201 DE 008 D033201 19809 008 A003202 BLACKROCK INTERNATIONAL, LIMITED 008 B003202 S 008 C003202 801-51087 008 D013202 EDINBURGH 008 D053202 SCOTLAND 008 D063202 EH38JB 015 A003201 PFPC TRUST COMPANY 015 B003201 C 015 C013201 PHILADELPHIA 015 C023201 PA 015 C033201 19153 015 E033201 X 015 A003202 CITIBANK, NA 015 B003202 S 015 C013202 NEW YORK 015 C023202 NY 015 C033202 10005 015 E043202 X 024 003200 N 025 D003201 0 025 D003202 0 025 D003203 0 025 D003204 0 025 D003205 0 025 D003206 0 025 D003207 0 025 D003208 0 028 A013200 19882 028 A023200 0 028 A033200 0 028 A043200 28140 028 B013200 13684 028 B023200 0 028 B033200 0 028 B043200 19050 028 C013200 43814 028 C023200 134341 PAGE 147 028 C033200 0 028 C043200 18006 028 D013200 28269 028 D023200 0 028 D033200 0 028 D043200 20328 028 E013200 71413 028 E023200 0 028 E033200 0 028 E043200 75424 028 F013200 36882 028 F023200 0 028 F033200 0 028 F043200 29496 028 G013200 213944 028 G023200 134341 028 G033200 0 028 G043200 190444 028 H003200 3924 029 003200 Y 030 A003200 102 030 B003200 5.00 030 C003200 0.00 031 A003200 13 031 B003200 0 032 003200 89 033 003200 0 037 003200 Y 038 003200 2 039 003200 N 040 003200 Y 041 003200 Y 045 003200 Y 046 003200 N 047 003200 Y 048 003200 0.000 048 A013200 1000000 048 A023200 1.000 048 B013200 1000000 048 B023200 0.950 048 C013200 1000000 048 C023200 0.900 048 D013200 0 048 D023200 0.000 048 E013200 0 048 E023200 0.000 048 F013200 0 048 F023200 0.000 048 G013200 0 048 G023200 0.000 048 H013200 0 PAGE 148 048 H023200 0.000 048 I013200 0 048 I023200 0.000 048 J013200 0 048 J023200 0.000 048 K013200 3000000 048 K023200 0.850 058 A003200 N 059 003200 Y 060 A003200 Y 060 B003200 Y 061 003200 500 062 A003200 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510303 071 C003200 1252398 071 D003200 36 072 A003200 6 072 B003200 427 072 C003200 10348 072 D003200 0 072 E003200 6 072 F003200 6366 072 G003200 590 072 H003200 0 072 I003200 1882 072 J003200 285 072 K003200 0 072 L003200 210 072 M003200 52 072 N003200 43 072 O003200 0 072 P003200 0 072 Q003200 0 072 R003200 22 072 S003200 33 PAGE 150 072 T003200 1200 072 U003200 0 072 V003200 0 072 W003200 63 072 X003200 10746 072 Y003200 0 072 Z003200 35 072AA003200 151804 072BB003200 35195 072CC013200 138867 072CC023200 0 072DD013200 13339 072DD023200 2074 072EE003200 165993 073 A013200 0.0000 073 A023200 0.0000 073 B003200 5.8329 073 C003200 0.0000 074 A003200 18665 074 B003200 0 074 C003200 44994 074 D003200 0 074 E003200 6867 074 F003200 1316385 074 G003200 0 074 H003200 0 074 I003200 17012 074 J003200 4600 074 K003200 0 074 L003200 13823 074 M003200 56 074 N003200 1422402 074 O003200 5201 074 P003200 1511 074 Q003200 0 074 R013200 0 074 R023200 0 074 R033200 0 074 R043200 14017 074 S003200 0 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0.0 062 N003300 0.0 062 O003300 0.0 062 P003300 0.0 062 Q003300 67.6 062 R003300 0.0 063 A003300 0 063 B003300 6.5 064 A003300 N 064 B003300 N 066 A003300 N 067 003300 N 068 A003300 N 068 B003300 Y 069 003300 N 070 A013300 Y 070 A023300 N 070 B013300 N 070 B023300 N 070 C013300 Y 070 C023300 N 070 D013300 N 070 D023300 N 070 E013300 Y 070 E023300 Y 070 F013300 N 070 F023300 N 070 G013300 Y 070 G023300 N 070 H013300 N 070 H023300 N 070 I013300 N 070 I023300 N 070 J013300 Y 070 J023300 N 070 K013300 Y 070 K023300 Y 070 L013300 Y 070 L023300 Y 070 M013300 Y 070 M023300 Y PAGE 154 070 N013300 Y 070 N023300 N 070 O013300 Y 070 O023300 N 070 P013300 Y 070 P023300 N 070 Q013300 N 070 Q023300 N 070 R013300 Y 070 R023300 N 071 A003300 5530 071 B003300 26509 071 C003300 70926 071 D003300 8 072 A003300 6 072 B003300 1289 072 C003300 62 072 D003300 0 072 E003300 0 072 F003300 0 072 G003300 20 072 H003300 0 072 I003300 1 072 J003300 27 072 K003300 0 072 L003300 2 072 M003300 3 072 N003300 0 072 O003300 0 072 P003300 0 072 Q003300 0 072 R003300 11 072 S003300 0 072 T003300 0 072 U003300 0 072 V003300 0 072 W003300 4 072 X003300 68 072 Y003300 0 072 Z003300 1283 072AA003300 2533 072BB003300 2307 072CC013300 0 072CC023300 753 072DD013300 2258 072DD023300 0 072EE003300 0 073 A013300 0.2436 073 A023300 0.0000 073 B003300 0.0000 073 C003300 0.0000 PAGE 155 074 A003300 226 074 B003300 0 074 C003300 22997 074 D003300 54959 074 E003300 0 074 F003300 0 074 G003300 0 074 H003300 0 074 I003300 2679 074 J003300 0 074 K003300 0 074 L003300 1911 074 M003300 1 074 N003300 82773 074 O003300 0 074 P003300 40 074 Q003300 0 074 R013300 0 074 R023300 0 074 R033300 0 074 R043300 1419 074 S003300 0 074 T003300 81314 074 U013300 9559 074 U023300 0 074 V013300 8.51 074 V023300 0.00 074 W003300 0.0000 074 X003300 22 074 Y003300 54190 075 A003300 0 075 B003300 81612 076 003300 0.00 008 A003401 BLACKROCK ADVISORS, LLC 008 B003401 A 008 C003401 801-47710 008 D013401 WILMINGTON 008 D023401 DE 008 D033401 19809 008 A003402 BLACKROCK FINANCIAL MANAGEMENT, INC. 008 B003402 S 008 C003402 801-48433 008 D013402 NEW YORK 008 D023402 NY 008 D033402 10022 015 A003401 PFPC TRUST COMPANY 015 B003401 C 015 C013401 PHILADELPHIA 015 C023401 PA 015 C033401 19153 015 E033401 X PAGE 156 024 003400 N 025 D003401 0 025 D003402 0 025 D003403 0 025 D003404 0 025 D003405 0 025 D003406 0 025 D003407 0 025 D003408 0 028 A013400 1195 028 A023400 2 028 A033400 0 028 A043400 469 028 B013400 10623 028 B023400 39 028 B033400 0 028 B043400 2037 028 C013400 5004 028 C023400 38 028 C033400 0 028 C043400 913 028 D013400 5998 028 D023400 47 028 D033400 0 028 D043400 1082 028 E013400 10403 028 E023400 59 028 E033400 0 028 E043400 1669 028 F013400 18101 028 F023400 146 028 F033400 0 028 F043400 1424 028 G013400 51324 028 G023400 331 028 G033400 0 028 G043400 7594 028 H003400 7264 029 003400 Y 030 A003400 50 030 B003400 4.00 030 C003400 0.00 031 A003400 21 031 B003400 0 032 003400 29 033 003400 0 037 003400 N 038 003400 0 039 003400 N 040 003400 Y 041 003400 Y PAGE 157 045 003400 Y 046 003400 N 047 003400 Y 048 003400 0.000 048 A013400 1000000 048 A023400 0.550 048 B013400 1000000 048 B023400 0.500 048 C013400 1000000 048 C023400 0.475 048 D013400 0 048 D023400 0.000 048 E013400 0 048 E023400 0.000 048 F013400 0 048 F023400 0.000 048 G013400 0 048 G023400 0.000 048 H013400 0 048 H023400 0.000 048 I013400 0 048 I023400 0.000 048 J013400 0 048 J023400 0.000 048 K013400 3000000 048 K023400 0.450 058 A003400 N 059 003400 Y 060 A003400 N 060 B003400 N 061 003400 500 062 A003400 Y 062 B003400 0.0 062 C003400 0.0 062 D003400 0.0 062 E003400 0.0 062 F003400 0.0 062 G003400 0.0 062 H003400 0.0 062 I003400 0.0 062 J003400 0.0 062 K003400 0.0 062 L003400 1.4 062 M003400 0.0 062 N003400 0.0 062 O003400 98.6 062 P003400 0.0 062 Q003400 0.0 062 R003400 0.0 063 A003400 0 063 B003400 7.3 PAGE 158 064 A003400 Y 064 B003400 N 066 A003400 N 067 003400 N 068 A003400 N 068 B003400 N 069 003400 N 070 A013400 Y 070 A023400 N 070 B013400 N 070 B023400 N 070 C013400 Y 070 C023400 N 070 D013400 N 070 D023400 N 070 E013400 Y 070 E023400 Y 070 F013400 N 070 F023400 N 070 G013400 Y 070 G023400 N 070 H013400 N 070 H023400 N 070 I013400 N 070 I023400 N 070 J013400 Y 070 J023400 Y 070 K013400 Y 070 K023400 Y 070 L013400 Y 070 L023400 N 070 M013400 N 070 M023400 N 070 N013400 Y 070 N023400 N 070 O013400 Y 070 O023400 Y 070 P013400 Y 070 P023400 Y 070 Q013400 N 070 Q023400 N 070 R013400 Y 070 R023400 N 071 A003400 40235 071 B003400 6953 071 C003400 92923 071 D003400 7 072 A003400 6 072 B003400 2405 072 C003400 0 072 D003400 0 PAGE 159 072 E003400 0 072 F003400 181 072 G003400 42 072 H003400 0 072 I003400 19 072 J003400 5 072 K003400 0 072 L003400 5 072 M003400 3 072 N003400 7 072 O003400 0 072 P003400 221 072 Q003400 0 072 R003400 14 072 S003400 4 072 T003400 15 072 U003400 0 072 V003400 0 072 W003400 4 072 X003400 520 072 Y003400 0 072 Z003400 1885 072AA003400 0 072BB003400 1 072CC013400 0 072CC023400 805 072DD013400 2377 072DD023400 47 072EE003400 0 073 A013400 0.0000 073 A023400 0.0000 073 B003400 0.0000 073 C003400 0.0000 074 A003400 0 074 B003400 0 074 C003400 0 074 D003400 112894 074 E003400 0 074 F003400 0 074 G003400 0 074 H003400 0 074 I003400 10955 074 J003400 0 074 K003400 0 074 L003400 2697 074 M003400 24 074 N003400 126570 074 O003400 0 074 P003400 58 074 Q003400 0 074 R013400 0 PAGE 160 074 R023400 0 074 R033400 0 074 R043400 12027 074 S003400 0 074 T003400 114485 074 U013400 11871 074 U023400 251 074 V013400 0.00 074 V023400 0.00 074 W003400 0.0000 074 X003400 79 074 Y003400 0 075 A003400 0 075 B003400 85607 076 003400 0.00 008 A003501 BLACKROCK ADVISORS, LLC 008 B003501 A 008 C003501 801-47710 008 D013501 WILMINGTON 008 D023501 DE 008 D033501 19809 008 A003502 BLACKROCK FINANCIAL MANAGEMENT, INC, 008 B003502 S 008 C003502 801-48433 008 D013502 NEW YORK 008 D023502 NY 008 D033502 10022 015 A003501 PFPC TRUST COMPANY 015 B003501 C 015 C013501 PHILADELPHIA 015 C023501 PA 015 C033501 19153 015 E033501 X 024 003500 N 025 D003501 0 025 D003502 0 025 D003503 0 025 D003504 0 025 D003505 0 025 D003506 0 025 D003507 0 025 D003508 0 028 A013500 237 028 A023500 12 028 A033500 0 028 A043500 797 028 B013500 189 028 B023500 43 028 B033500 0 028 B043500 704 028 C013500 240 PAGE 161 028 C023500 42 028 C033500 0 028 C043500 1288 028 D013500 415 028 D023500 42 028 D033500 0 028 D043500 742 028 E013500 344 028 E023500 41 028 E033500 0 028 E043500 806 028 F013500 787 028 F023500 73 028 F033500 0 028 F043500 1763 028 G013500 2212 028 G023500 253 028 G033500 0 028 G043500 6100 028 H003500 357 029 003500 Y 030 A003500 9 030 B003500 4.00 030 C003500 0.00 031 A003500 8 031 B003500 0 032 003500 1 033 003500 0 037 003500 N 038 003500 0 039 003500 N 040 003500 Y 041 003500 Y 045 003500 Y 046 003500 N 047 003500 Y 048 003500 0.000 048 A013500 1000000 048 A023500 0.550 048 B013500 1000000 048 B023500 0.500 048 C013500 1000000 048 C023500 0.475 048 D013500 0 048 D023500 0.000 048 E013500 0 048 E023500 0.000 048 F013500 0 048 F023500 0.000 048 G013500 0 048 G023500 0.000 PAGE 162 048 H013500 0 048 H023500 0.000 048 I013500 0 048 I023500 0.000 048 J013500 0 048 J023500 0.000 048 K013500 3000000 048 K023500 0.450 058 A003500 N 059 003500 Y 060 A003500 N 060 B003500 N 061 003500 500 062 A003500 Y 062 B003500 0.0 062 C003500 0.0 062 D003500 0.0 062 E003500 0.0 062 F003500 0.0 062 G003500 0.0 062 H003500 0.0 062 I003500 0.0 062 J003500 0.0 062 K003500 0.0 062 L003500 -34.6 062 M003500 0.0 062 N003500 0.0 062 O003500 134.6 062 P003500 0.0 062 Q003500 0.0 062 R003500 0.0 063 A003500 0 063 B003500 5.2 064 A003500 Y 064 B003500 N 066 A003500 N 067 003500 N 068 A003500 N 068 B003500 N 069 003500 N 070 A013500 Y 070 A023500 N 070 B013500 N 070 B023500 N 070 C013500 Y 070 C023500 N 070 D013500 N 070 D023500 N 070 E013500 Y 070 E023500 Y 070 F013500 N PAGE 163 070 F023500 N 070 G013500 Y 070 G023500 N 070 H013500 N 070 H023500 N 070 I013500 N 070 I023500 N 070 J013500 Y 070 J023500 Y 070 K013500 Y 070 K023500 Y 070 L013500 Y 070 L023500 N 070 M013500 N 070 M023500 N 070 N013500 Y 070 N023500 N 070 O013500 Y 070 O023500 Y 070 P013500 Y 070 P023500 N 070 Q013500 N 070 Q023500 N 070 R013500 Y 070 R023500 N 071 A003500 4365 071 B003500 6841 071 C003500 84752 071 D003500 5 072 A003500 6 072 B003500 2008 072 C003500 0 072 D003500 0 072 E003500 0 072 F003500 141 072 G003500 29 072 H003500 0 072 I003500 36 072 J003500 4 072 K003500 0 072 L003500 4 072 M003500 3 072 N003500 7 072 O003500 0 072 P003500 424 072 Q003500 0 072 R003500 13 072 S003500 5 072 T003500 55 072 U003500 0 072 V003500 0 PAGE 164 072 W003500 4 072 X003500 725 072 Y003500 0 072 Z003500 1283 072AA003500 133 072BB003500 146 072CC013500 0 072CC023500 324 072DD013500 1117 072DD023500 93 072EE003500 0 073 A013500 0.0000 073 A023500 0.0000 073 B003500 0.0000 073 C003500 0.0000 074 A003500 0 074 B003500 0 074 C003500 0 074 D003500 82563 074 E003500 0 074 F003500 0 074 G003500 0 074 H003500 0 074 I003500 306 074 J003500 0 074 K003500 1 074 L003500 1420 074 M003500 11 074 N003500 84301 074 O003500 0 074 P003500 37 074 Q003500 0 074 R013500 0 074 R023500 0 074 R033500 0 074 R043500 22927 074 S003500 0 074 T003500 61337 074 U013500 5730 074 U023500 554 074 V013500 0.00 074 V023500 0.00 074 W003500 0.0000 074 X003500 253 074 Y003500 0 075 A003500 0 075 B003500 63558 076 003500 0.00 008 A003601 BLACKROCK ADVISORS, LLC 008 B003601 A 008 C003601 801-47710 PAGE 165 008 D013601 WILMINGTON 008 D023601 DE 008 D033601 19809 015 A003601 PFPC TRUST COMPANY 015 B003601 C 015 C013601 PHILADELPHIA 015 C023601 PA 015 C033601 19153 015 E033601 X 024 003600 Y 025 A003601 MORGAN STANLEY 025 B003601 13-2655998 025 C003601 D 025 D003601 1758 025 A003602 BEAR, STEARNS & CO., INC. 025 B003602 13-3299429 025 C003602 D 025 D003602 1007 025 A003603 CITIGROUP GLOBAL MARKETS, INC. 025 B003603 11-2418191 025 C003603 D 025 D003603 2618 025 D003604 0 025 D003605 0 025 D003606 0 025 D003607 0 025 D003608 0 028 A013600 17631 028 A023600 0 028 A033600 0 028 A043600 3594 028 B013600 16759 028 B023600 0 028 B033600 0 028 B043600 4451 028 C013600 22343 028 C023600 0 028 C033600 0 028 C043600 4223 028 D013600 35624 028 D023600 0 028 D033600 0 028 D043600 6262 028 E013600 31149 028 E023600 0 028 E033600 0 028 E043600 16825 028 F013600 19691 028 F023600 0 028 F033600 0 028 F043600 7977 PAGE 166 028 G013600 143197 028 G023600 0 028 G033600 0 028 G043600 43332 028 H003600 8227 029 003600 Y 030 A003600 301 030 B003600 5.75 030 C003600 0.00 031 A003600 32 031 B003600 0 032 003600 269 033 003600 0 037 003600 Y 038 003600 12 039 003600 N 040 003600 Y 041 003600 Y 045 003600 Y 046 003600 N 047 003600 Y 048 003600 0.000 048 A013600 1000000 048 A023600 1.100 048 B013600 1000000 048 B023600 1.050 048 C013600 1000000 048 C023600 1.025 048 D013600 0 048 D023600 0.000 048 E013600 0 048 E023600 0.000 048 F013600 0 048 F023600 0.000 048 G013600 0 048 G023600 0.000 048 H013600 0 048 H023600 0.000 048 I013600 0 048 I023600 0.000 048 J013600 0 048 J023600 0.000 048 K013600 3000000 048 K023600 1.000 058 A003600 N 059 003600 Y 060 A003600 Y 060 B003600 Y 061 003600 500 062 A003600 N 062 B003600 0.0 PAGE 167 062 C003600 0.0 062 D003600 0.0 062 E003600 0.0 062 F003600 0.0 062 G003600 0.0 062 H003600 0.0 062 I003600 0.0 062 J003600 0.0 062 K003600 0.0 062 L003600 0.0 062 M003600 0.0 062 N003600 0.0 062 O003600 0.0 062 P003600 0.0 062 Q003600 0.0 062 R003600 0.0 063 A003600 0 063 B003600 0.0 066 A003600 Y 066 B003600 N 066 C003600 Y 066 D003600 N 066 E003600 N 066 F003600 N 066 G003600 N 067 003600 N 068 A003600 N 068 B003600 N 069 003600 N 070 A013600 Y 070 A023600 N 070 B013600 Y 070 B023600 N 070 C013600 N 070 C023600 N 070 D013600 Y 070 D023600 N 070 E013600 N 070 E023600 N 070 F013600 Y 070 F023600 N 070 G013600 Y 070 G023600 N 070 H013600 Y 070 H023600 N 070 I013600 N 070 I023600 N 070 J013600 Y 070 J023600 N 070 K013600 Y 070 K023600 Y PAGE 168 070 L013600 Y 070 L023600 N 070 M013600 N 070 M023600 N 070 N013600 Y 070 N023600 Y 070 O013600 Y 070 O023600 N 070 P013600 Y 070 P023600 N 070 Q013600 N 070 Q023600 N 070 R013600 N 070 R023600 N 071 A003600 223858 071 B003600 125725 071 C003600 248881 071 D003600 51 072 A003600 6 072 B003600 123 072 C003600 1566 072 D003600 0 072 E003600 38 072 F003600 1149 072 G003600 118 072 H003600 0 072 I003600 427 072 J003600 19 072 K003600 0 072 L003600 41 072 M003600 10 072 N003600 25 072 O003600 0 072 P003600 0 072 Q003600 0 072 R003600 14 072 S003600 6 072 T003600 342 072 U003600 0 072 V003600 0 072 W003600 8 072 X003600 2159 072 Y003600 0 072 Z003600 -432 072AA003600 11853 072BB003600 5688 072CC013600 23873 072CC023600 0 072DD013600 0 072DD023600 0 072EE003600 0 PAGE 169 073 A013600 0.0000 073 A023600 0.0000 073 B003600 0.0000 073 C003600 0.0000 074 A003600 0 074 B003600 0 074 C003600 14381 074 D003600 0 074 E003600 0 074 F003600 311008 074 G003600 0 074 H003600 0 074 I003600 64073 074 J003600 7291 074 K003600 4 074 L003600 2333 074 M003600 57 074 N003600 399147 074 O003600 15073 074 P003600 266 074 Q003600 0 074 R013600 0 074 R023600 0 074 R033600 0 074 R043600 60535 074 S003600 0 074 T003600 323273 074 U013600 8804 074 U023600 1532 074 V013600 0.00 074 V023600 0.00 074 W003600 0.0000 074 X003600 13935 074 Y003600 0 075 A003600 0 075 B003600 260061 076 003600 0.00 008 A003701 BLACKROCK ADVISORS, LLC 008 B003701 A 008 C003701 801-47710 008 D013701 WILMINGTON 008 D023701 DE 008 D033701 19809 008 A003702 BLACKROCK FINANCIAL MANAGEMENT, INC. 008 B003702 S 008 C003702 801-48433 008 D013702 NEW YORK 008 D023702 NY 008 D033702 10022 015 A003701 PFPC TRUST COMPANY 015 B003701 C PAGE 170 015 C013701 PHILADELPHIA 015 C023701 PA 015 C033701 19153 015 E033701 X 024 003700 Y 025 A003701 JP MORGAN CHASE 025 B003701 13-3379014 025 C003701 D 025 D003701 1608 025 A003702 CREDIT SUISSE FIRST BOSTON CORP. 025 B003702 13-5659485 025 C003702 D 025 D003702 440 025 A003703 DEUTSCHE BANK SECURITIES LLC 025 B003703 13-2730828 025 C003703 D 025 D003703 84 025 D003704 0 025 D003705 0 025 D003706 0 025 D003707 0 025 D003708 0 028 A013700 4944 028 A023700 30 028 A033700 0 028 A043700 3000 028 B013700 4158 028 B023700 187 028 B033700 0 028 B043700 2904 028 C013700 1873 028 C023700 188 028 C033700 0 028 C043700 2592 028 D013700 4996 028 D023700 188 028 D033700 0 028 D043700 2236 028 E013700 1756 028 E023700 188 028 E033700 0 028 E043700 2304 028 F013700 3080 028 F023700 344 028 F033700 0 028 F043700 2240 028 G013700 20807 028 G023700 1125 028 G033700 0 028 G043700 15276 028 H003700 785 PAGE 171 029 003700 Y 030 A003700 22 030 B003700 4.00 030 C003700 0.00 031 A003700 3 031 B003700 0 032 003700 19 033 003700 0 037 003700 N 038 003700 0 039 003700 N 040 003700 Y 041 003700 Y 045 003700 Y 046 003700 N 047 003700 Y 048 003700 0.000 048 A013700 1000000 048 A023700 0.550 048 B013700 1000000 048 B023700 0.500 048 C013700 1000000 048 C023700 0.475 048 D013700 0 048 D023700 0.000 048 E013700 0 048 E023700 0.000 048 F013700 0 048 F023700 0.000 048 G013700 0 048 G023700 0.000 048 H013700 0 048 H023700 0.000 048 I013700 0 048 I023700 0.000 048 J013700 0 048 J023700 0.000 048 K013700 3000000 048 K023700 0.450 058 A003700 N 059 003700 Y 060 A003700 Y 060 B003700 Y 061 003700 500 062 A003700 Y 062 B003700 0.0 062 C003700 -7.4 062 D003700 0.0 062 E003700 0.0 062 F003700 0.0 062 G003700 0.0 PAGE 172 062 H003700 0.0 062 I003700 0.0 062 J003700 0.0 062 K003700 -0.1 062 L003700 -19.8 062 M003700 2.5 062 N003700 121.1 062 O003700 0.0 062 P003700 0.0 062 Q003700 3.7 062 R003700 0.0 063 A003700 0 063 B003700 6.9 064 A003700 N 064 B003700 N 066 A003700 N 067 003700 N 068 A003700 N 068 B003700 N 069 003700 N 070 A013700 Y 070 A023700 Y 070 B013700 N 070 B023700 N 070 C013700 Y 070 C023700 Y 070 D013700 N 070 D023700 N 070 E013700 Y 070 E023700 Y 070 F013700 N 070 F023700 N 070 G013700 Y 070 G023700 Y 070 H013700 N 070 H023700 N 070 I013700 N 070 I023700 N 070 J013700 Y 070 J023700 N 070 K013700 Y 070 K023700 Y 070 L013700 Y 070 L023700 N 070 M013700 N 070 M023700 N 070 N013700 Y 070 N023700 N 070 O013700 Y 070 O023700 Y 070 P013700 Y PAGE 173 070 P023700 N 070 Q013700 N 070 Q023700 N 070 R013700 Y 070 R023700 N 071 A003700 332430 071 B003700 287152 071 C003700 132763 071 D003700 216 072 A003700 6 072 B003700 4683 072 C003700 171 072 D003700 0 072 E003700 0 072 F003700 243 072 G003700 88 072 H003700 0 072 I003700 108 072 J003700 19 072 K003700 0 072 L003700 12 072 M003700 7 072 N003700 26 072 O003700 0 072 P003700 0 072 Q003700 0 072 R003700 21 072 S003700 0 072 T003700 122 072 U003700 0 072 V003700 0 072 W003700 9 072 X003700 655 072 Y003700 0 072 Z003700 4199 072AA003700 9303 072BB003700 9065 072CC013700 103 072CC023700 0 072DD013700 3721 072DD023700 774 072EE003700 0 073 A013700 0.0000 073 A023700 0.0000 073 B003700 0.0000 073 C003700 0.0000 074 A003700 0 074 B003700 0 074 C003700 4999 074 D003700 232325 074 E003700 0 PAGE 174 074 F003700 0 074 G003700 0 074 H003700 85 074 I003700 7900 074 J003700 18631 074 K003700 0 074 L003700 2773 074 M003700 26 074 N003700 266739 074 O003700 63050 074 P003700 59 074 Q003700 0 074 R013700 0 074 R023700 0 074 R033700 201 074 R043700 20853 074 S003700 0 074 T003700 182576 074 U013700 15730 074 U023700 3405 074 V013700 0.00 074 V023700 0.00 074 W003700 0.0000 074 X003700 1245 074 Y003700 82531 075 A003700 0 075 B003700 180052 076 003700 0.00 008 A003801 BLACKROCK ADVISORS, LLC 008 B003801 A 008 C003801 801-47710 008 D013801 WILMINGTON 008 D023801 DE 008 D033801 19809 008 A003802 BLACKROCK FINANCIAL MANAGEMENT, INC. 008 B003802 S 008 C003802 801-48433 008 D013802 NEW YORK 008 D023802 NY 008 D033802 10022 015 A003801 PFPC TRUST COMPANY 015 B003801 C 015 C013801 PHILADELPHIA 015 C023801 PA 015 C033801 19153 015 E033801 X 024 003800 N 025 D003801 0 025 D003802 0 025 D003803 0 025 D003804 0 PAGE 175 025 D003805 0 025 D003806 0 025 D003807 0 025 D003808 0 028 A013800 45350 028 A023800 399 028 A033800 221732 028 A043800 20805 028 B013800 58572 028 B023800 5091 028 B033800 0 028 B043800 33343 028 C013800 61163 028 C023800 5213 028 C033800 0 028 C043800 34865 028 D013800 106367 028 D023800 5275 028 D033800 0 028 D043800 61934 028 E013800 55536 028 E023800 5488 028 E033800 0 028 E043800 27951 028 F013800 64596 028 F023800 11160 028 F033800 0 028 F043800 48056 028 G013800 391584 028 G023800 32626 028 G033800 221732 028 G043800 226954 028 H003800 15648 029 003800 Y 030 A003800 302 030 B003800 5.00 030 C003800 0.00 031 A003800 33 031 B003800 0 032 003800 269 033 003800 0 037 003800 Y 038 003800 29 039 003800 N 040 003800 Y 041 003800 Y 045 003800 Y 046 003800 N 047 003800 Y 048 003800 0.000 048 A013800 1000000 PAGE 176 048 A023800 0.500 048 B013800 1000000 048 B023800 0.450 048 C013800 1000000 048 C023800 0.425 048 D013800 0 048 D023800 0.000 048 E013800 0 048 E023800 0.000 048 F013800 0 048 F023800 0.000 048 G013800 0 048 G023800 0.000 048 H013800 0 048 H023800 0.000 048 I013800 0 048 I023800 0.000 048 J013800 0 048 J023800 0.000 048 K013800 3000000 048 K023800 0.400 058 A003800 N 059 003800 Y 060 A003800 Y 060 B003800 Y 061 003800 500 062 A003800 Y 062 B003800 0.0 062 C003800 2.7 062 D003800 3.8 062 E003800 0.0 062 F003800 0.0 062 G003800 0.0 062 H003800 0.0 062 I003800 0.0 062 J003800 0.0 062 K003800 -0.1 062 L003800 1.1 062 M003800 0.0 062 N003800 0.0 062 O003800 0.0 062 P003800 82.4 062 Q003800 1.5 062 R003800 8.6 063 A003800 0 063 B003800 5.0 064 A003800 N 064 B003800 Y 065 003800 N 066 A003800 N 067 003800 N PAGE 177 068 A003800 N 068 B003800 N 069 003800 N 070 A013800 Y 070 A023800 Y 070 B013800 N 070 B023800 N 070 C013800 Y 070 C023800 Y 070 D013800 N 070 D023800 N 070 E013800 Y 070 E023800 N 070 F013800 N 070 F023800 N 070 G013800 Y 070 G023800 N 070 H013800 Y 070 H023800 N 070 I013800 N 070 I023800 N 070 J013800 Y 070 J023800 Y 070 K013800 Y 070 K023800 Y 070 L013800 Y 070 L023800 Y 070 M013800 Y 070 M023800 Y 070 N013800 Y 070 N023800 Y 070 O013800 Y 070 O023800 Y 070 P013800 Y 070 P023800 N 070 Q013800 N 070 Q023800 N 070 R013800 Y 070 R023800 N 071 A003800 985966 071 B003800 555953 071 C003800 1379630 071 D003800 40 072 A003800 6 072 B003800 61745 072 C003800 1267 072 D003800 0 072 E003800 225 072 F003800 3190 072 G003800 566 072 H003800 0 PAGE 178 072 I003800 2008 072 J003800 64 072 K003800 0 072 L003800 135 072 M003800 63 072 N003800 61 072 O003800 0 072 P003800 36 072 Q003800 0 072 R003800 20 072 S003800 45 072 T003800 915 072 U003800 0 072 V003800 0 072 W003800 70 072 X003800 7173 072 Y003800 0 072 Z003800 56064 072AA003800 21631 072BB003800 18199 072CC013800 47596 072CC023800 0 072DD013800 36846 072DD023800 16512 072EE003800 0 073 A013800 0.0000 073 A023800 0.0000 073 B003800 0.0000 073 C003800 0.0000 074 A003800 5436 074 B003800 63410 074 C003800 45109 074 D003800 1629369 074 E003800 17485 074 F003800 18379 074 G003800 0 074 H003800 0 074 I003800 10000 074 J003800 4651 074 K003800 6 074 L003800 44043 074 M003800 84 074 N003800 1837967 074 O003800 23872 074 P003800 738 074 Q003800 0 074 R013800 0 074 R023800 0 074 R033800 0 074 R043800 152011 074 S003800 0 PAGE 179 074 T003800 1661346 074 U013800 139599 074 U023800 61968 074 V013800 0.00 074 V023800 0.00 074 W003800 0.0000 074 X003800 54048 074 Y003800 23221 075 A003800 0 075 B003800 1524148 076 003800 0.00 008 A004001 BLACKROCK ADVISORS, LLC 008 B004001 A 008 C004001 801-47710 008 D014001 WILMINGTON 008 D024001 DE 008 D034001 19809 015 A004001 PFPC TRUST COMPANY 015 B004001 C 015 C014001 PHILADELPHIA 015 C024001 PA 015 C034001 19153 015 E034001 X 015 A004002 CITIBANK, NA 015 B004002 S 015 C014002 NEW YORK 015 C024002 NY 015 C034002 10005 015 E044002 X 024 004000 Y 025 A004001 BANK OF AMERICA SECURITIES LLC 025 B004001 56-2058405 025 C004001 D 025 D004001 651 025 D004002 0 025 D004003 0 025 D004004 0 025 D004005 0 025 D004006 0 025 D004007 0 025 D004008 0 028 A014000 1361 028 A024000 0 028 A034000 0 028 A044000 1139 028 B014000 1526 028 B024000 0 028 B034000 0 028 B044000 1038 028 C014000 458 028 C024000 0 PAGE 180 028 C034000 0 028 C044000 1478 028 D014000 3055 028 D024000 0 028 D034000 0 028 D044000 1440 028 E014000 1026 028 E024000 0 028 E034000 0 028 E044000 1695 028 F014000 508 028 F024000 0 028 F034000 0 028 F044000 1212 028 G014000 7934 028 G024000 0 028 G034000 0 028 G044000 8002 028 H004000 540 029 004000 Y 030 A004000 19 030 B004000 5.75 030 C004000 0.00 031 A004000 2 031 B004000 0 032 004000 17 033 004000 0 037 004000 Y 038 004000 2 039 004000 N 040 004000 Y 041 004000 Y 045 004000 Y 046 004000 N 047 004000 Y 048 004000 0.000 048 A014000 1000000 048 A024000 0.900 048 B014000 1000000 048 B024000 0.850 048 C014000 1000000 048 C024000 0.800 048 D014000 0 048 D024000 0.000 048 E014000 0 048 E024000 0.000 048 F014000 0 048 F024000 0.000 048 G014000 0 048 G024000 0.000 048 H014000 0 PAGE 181 048 H024000 0.000 048 I014000 0 048 I024000 0.000 048 J014000 0 048 J024000 0.000 048 K014000 3000000 048 K024000 0.750 058 A004000 N 059 004000 Y 060 A004000 Y 060 B004000 Y 061 004000 500 062 A004000 N 062 B004000 0.0 062 C004000 0.0 062 D004000 0.0 062 E004000 0.0 062 F004000 0.0 062 G004000 0.0 062 H004000 0.0 062 I004000 0.0 062 J004000 0.0 062 K004000 0.0 062 L004000 0.0 062 M004000 0.0 062 N004000 0.0 062 O004000 0.0 062 P004000 0.0 062 Q004000 0.0 062 R004000 0.0 063 A004000 0 063 B004000 0.0 066 A004000 Y 066 B004000 N 066 C004000 Y 066 D004000 N 066 E004000 N 066 F004000 N 066 G004000 N 067 004000 N 068 A004000 N 068 B004000 N 069 004000 N 070 A014000 Y 070 A024000 N 070 B014000 Y 070 B024000 N 070 C014000 N 070 C024000 N 070 D014000 Y 070 D024000 N PAGE 182 070 E014000 N 070 E024000 N 070 F014000 Y 070 F024000 N 070 G014000 Y 070 G024000 N 070 H014000 Y 070 H024000 N 070 I014000 N 070 I024000 N 070 J014000 Y 070 J024000 Y 070 K014000 Y 070 K024000 Y 070 L014000 Y 070 L024000 Y 070 M014000 N 070 M024000 Y 070 N014000 Y 070 N024000 Y 070 O014000 Y 070 O024000 N 070 P014000 Y 070 P024000 N 070 Q014000 N 070 Q024000 N 070 R014000 N 070 R024000 N 071 A004000 16088 071 B004000 15628 071 C004000 31977 071 D004000 49 072 A004000 6 072 B004000 9 072 C004000 105 072 D004000 0 072 E004000 4 072 F004000 119 072 G004000 13 072 H004000 0 072 I004000 74 072 J004000 37 072 K004000 0 072 L004000 9 072 M004000 1 072 N004000 22 072 O004000 0 072 P004000 0 072 Q004000 0 072 R004000 16 072 S004000 1 PAGE 183 072 T004000 68 072 U004000 0 072 V004000 0 072 W004000 5 072 X004000 365 072 Y004000 0 072 Z004000 -247 072AA004000 2044 072BB004000 1001 072CC014000 1009 072CC024000 0 072DD014000 0 072DD024000 0 072EE004000 0 073 A014000 0.0000 073 A024000 0.0000 073 B004000 0.0000 073 C004000 0.0000 074 A004000 534 074 B004000 0 074 C004000 651 074 D004000 0 074 E004000 0 074 F004000 32794 074 G004000 0 074 H004000 0 074 I004000 7086 074 J004000 266 074 K004000 4 074 L004000 183 074 M004000 40 074 N004000 41558 074 O004000 411 074 P004000 53 074 Q004000 0 074 R014000 0 074 R024000 0 074 R034000 0 074 R044000 7956 074 S004000 0 074 T004000 33138 074 U014000 4418 074 U024000 175 074 V014000 0.00 074 V024000 0.00 074 W004000 0.0000 074 X004000 2228 074 Y004000 0 075 A004000 0 075 B004000 33205 076 004000 0.00 PAGE 184 008 A004301 BLACKROCK ADVISORS, LLC 008 B004301 A 008 C004301 801-47710 008 D014301 WILMINGTON 008 D024301 DE 008 D034301 19809 008 A004302 BLACKROCK FINANCIAL MANAGEMENT, INC. 008 B004302 S 008 C004302 801-48433 008 D014302 NEW YORK 008 D024302 NY 008 D034302 10022 015 A004301 PFPC TRUST COMPANY 015 B004301 C 015 C014301 PHILADELPHIA 015 C024301 PA 015 C034301 19153 015 E034301 X 024 004300 Y 025 A004301 JP MORGAN CHASE 025 B004301 13-3379014 025 C004301 D 025 D004301 22116 025 A004302 CREDIT SUISSE FIRST BOSTON CORP. 025 B004302 13-5659485 025 C004302 D 025 D004302 8651 025 A004303 LEHMAN BROTHERS, INC. 025 B004303 13-2518466 025 C004303 D 025 D004303 5684 025 A004304 MORGAN STANLEY 025 B004304 13-2655998 025 C004304 D 025 D004304 13349 025 A004305 CITIGROUP GLOBAL MARKETS 025 B004305 11-2418191 025 C004305 D 025 D004305 13392 025 A004306 GOLDMAN SACHS & 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109516 028 G024300 9250 028 G034300 0 028 G044300 8194 028 H004300 375 029 004300 Y 030 A004300 13 030 B004300 4.00 030 C004300 0.00 031 A004300 1 PAGE 186 031 B004300 0 032 004300 12 033 004300 0 037 004300 N 038 004300 0 039 004300 N 040 004300 Y 041 004300 Y 045 004300 Y 046 004300 N 047 004300 Y 048 004300 0.000 048 A014300 1000000 048 A024300 0.500 048 B014300 1000000 048 B024300 0.450 048 C014300 1000000 048 C024300 0.425 048 D014300 0 048 D024300 0.000 048 E014300 0 048 E024300 0.000 048 F014300 0 048 F024300 0.000 048 G014300 0 048 G024300 0.000 048 H014300 0 048 H024300 0.000 048 I014300 0 048 I024300 0.000 048 J014300 0 048 J024300 0.000 048 K014300 3000000 048 K024300 0.400 058 A004300 N 059 004300 Y 060 A004300 Y 060 B004300 Y 061 004300 500 062 A004300 Y 062 B004300 0.0 062 C004300 -6.3 062 D004300 0.0 062 E004300 0.0 062 F004300 0.0 062 G004300 0.0 062 H004300 0.0 062 I004300 0.0 062 J004300 0.0 062 K004300 -0.2 062 L004300 -11.0 PAGE 187 062 M004300 7.9 062 N004300 46.5 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0 072 P004300 20 072 Q004300 0 072 R004300 19 072 S004300 10 072 T004300 5 072 U004300 0 072 V004300 0 072 W004300 15 072 X004300 894 072 Y004300 0 072 Z004300 10036 072AA004300 9221 072BB004300 8695 072CC014300 0 072CC024300 653 072DD014300 10638 072DD024300 29 072EE004300 0 073 A014300 0.0000 073 A024300 0.0000 073 B004300 0.0000 073 C004300 0.0000 074 A004300 16101 074 B004300 0 074 C004300 37488 074 D004300 564947 074 E004300 0 074 F004300 0 074 G004300 0 074 H004300 1242 074 I004300 10124 074 J004300 63169 PAGE 189 074 K004300 1 074 L004300 5602 074 M004300 33 074 N004300 698707 074 O004300 114834 074 P004300 160 074 Q004300 0 074 R014300 0 074 R024300 0 074 R034300 1702 074 R044300 100814 074 S004300 0 074 T004300 481197 074 U014300 47329 074 U024300 191 074 V014300 0.00 074 V024300 0.00 074 W004300 0.0000 074 X004300 187 074 Y004300 94210 075 A004300 0 075 B004300 432986 076 004300 0.00 008 A004401 BLACKROCK ADVISORS, LLC 008 B004401 A 008 C004401 801-47710 008 D014401 WILMINGTON 008 D024401 DE 008 D034401 19809 015 A004401 PFPC TRUST COMPANY 015 B004401 C 015 C014401 PHILADELPHIA 015 C024401 PA 015 C034401 19153 015 E034401 X 024 004400 Y 025 A004401 BANK OF AMERICA SECURITIES LLC 025 B004401 56-2058405 025 C004401 D 025 D004401 350 025 A004402 MORGAN STANLEY 025 B004402 13-2655998 025 C004402 D 025 D004402 2890 025 D004403 0 025 D004404 0 025 D004405 0 025 D004406 0 025 D004407 0 025 D004408 0 028 A014400 1470 PAGE 190 028 A024400 0 028 A034400 0 028 A044400 2478 028 B014400 1748 028 B024400 0 028 B034400 0 028 B044400 2772 028 C014400 2438 028 C024400 907 028 C034400 0 028 C044400 1340 028 D014400 2015 028 D024400 0 028 D034400 0 028 D044400 2732 028 E014400 3757 028 E024400 0 028 E034400 0 028 E044400 1991 028 F014400 4555 028 F024400 0 028 F034400 0 028 F044400 6534 028 G014400 15983 028 G024400 907 028 G034400 0 028 G044400 17847 028 H004400 1239 029 004400 Y 030 A004400 52 030 B004400 5.75 030 C004400 0.00 031 A004400 5 031 B004400 0 032 004400 47 033 004400 0 037 004400 Y 038 004400 0 039 004400 N 040 004400 Y 041 004400 Y 045 004400 Y 046 004400 N 047 004400 Y 048 004400 1.000 048 A014400 0 048 A024400 0.000 048 B014400 0 048 B024400 0.000 048 C014400 0 048 C024400 0.000 PAGE 191 048 D014400 0 048 D024400 0.000 048 E014400 0 048 E024400 0.000 048 F014400 0 048 F024400 0.000 048 G014400 0 048 G024400 0.000 048 H014400 0 048 H024400 0.000 048 I014400 0 048 I024400 0.000 048 J014400 0 048 J024400 0.000 048 K014400 0 048 K024400 0.000 058 A004400 N 059 004400 Y 060 A004400 Y 060 B004400 Y 061 004400 500 062 A004400 N 062 B004400 0.0 062 C004400 0.0 062 D004400 0.0 062 E004400 0.0 062 F004400 0.0 062 G004400 0.0 062 H004400 0.0 062 I004400 0.0 062 J004400 0.0 062 K004400 0.0 062 L004400 0.0 062 M004400 0.0 062 N004400 0.0 062 O004400 0.0 062 P004400 0.0 062 Q004400 0.0 062 R004400 0.0 063 A004400 0 063 B004400 0.0 066 A004400 Y 066 B004400 N 066 C004400 Y 066 D004400 N 066 E004400 N 066 F004400 N 066 G004400 N 067 004400 N 068 A004400 N 068 B004400 N PAGE 192 069 004400 N 070 A014400 Y 070 A024400 N 070 B014400 Y 070 B024400 N 070 C014400 N 070 C024400 N 070 D014400 Y 070 D024400 N 070 E014400 N 070 E024400 N 070 F014400 Y 070 F024400 N 070 G014400 Y 070 G024400 N 070 H014400 Y 070 H024400 N 070 I014400 N 070 I024400 N 070 J014400 Y 070 J024400 N 070 K014400 Y 070 K024400 Y 070 L014400 Y 070 L024400 N 070 M014400 N 070 M024400 N 070 N014400 Y 070 N024400 Y 070 O014400 Y 070 O024400 N 070 P014400 Y 070 P024400 N 070 Q014400 N 070 Q024400 N 070 R014400 N 070 R024400 N 071 A004400 41301 071 B004400 48145 071 C004400 85365 071 D004400 48 072 A004400 6 072 B004400 1 072 C004400 209 072 D004400 0 072 E004400 17 072 F004400 434 072 G004400 40 072 H004400 0 072 I004400 146 072 J004400 10 PAGE 193 072 K004400 0 072 L004400 18 072 M004400 3 072 N004400 19 072 O004400 0 072 P004400 0 072 Q004400 0 072 R004400 12 072 S004400 2 072 T004400 134 072 U004400 0 072 V004400 0 072 W004400 4 072 X004400 822 072 Y004400 0 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D014500 0 048 D024500 0.000 048 E014500 0 048 E024500 0.000 048 F014500 0 048 F024500 0.000 048 G014500 0 048 G024500 0.000 048 H014500 0 048 H024500 0.000 048 I014500 0 048 I024500 0.000 048 J014500 0 048 J024500 0.000 PAGE 196 048 K014500 0 048 K024500 0.000 058 A004500 N 059 004500 Y 060 A004500 N 060 B004500 N 061 004500 500 062 A004500 Y 062 B004500 0.0 062 C004500 0.0 062 D004500 0.0 062 E004500 0.0 062 F004500 0.0 062 G004500 0.0 062 H004500 0.0 062 I004500 0.0 062 J004500 0.0 062 K004500 0.0 062 L004500 0.0 062 M004500 0.0 062 N004500 0.0 062 O004500 0.0 062 P004500 0.0 062 Q004500 0.0 062 R004500 0.0 063 A004500 0 063 B004500 0.0 064 A004500 Y 064 B004500 N 066 A004500 N 067 004500 N 068 A004500 N 068 B004500 N 069 004500 N 070 A014500 Y 070 A024500 N 070 B014500 N 070 B024500 N 070 C014500 Y 070 C024500 N 070 D014500 N 070 D024500 N 070 E014500 Y 070 E024500 N 070 F014500 N 070 F024500 N 070 G014500 Y 070 G024500 N 070 H014500 N 070 H024500 N 070 I014500 N PAGE 197 070 I024500 N 070 J014500 Y 070 J024500 N 070 K014500 Y 070 K024500 Y 070 L014500 N 070 L024500 N 070 M014500 N 070 M024500 N 070 N014500 Y 070 N024500 N 070 O014500 Y 070 O024500 N 070 P014500 Y 070 P024500 N 070 Q014500 N 070 Q024500 N 070 R014500 N 070 R024500 N 071 A004500 1600 071 B004500 5530 071 C004500 17785 071 D004500 9 072 A004500 6 072 B004500 27 072 C004500 0 072 D004500 0 072 E004500 0 072 F004500 0 072 G004500 0 072 H004500 0 072 I004500 0 072 J004500 0 072 K004500 0 072 L004500 3 072 M004500 0 072 N004500 7 072 O004500 0 072 P004500 0 072 Q004500 0 072 R004500 1 072 S004500 0 072 T004500 0 072 U004500 0 072 V004500 0 072 W004500 0 072 X004500 8 072 Y004500 5 072 Z004500 24 072AA004500 0 072BB004500 0 PAGE 198 072CC014500 0 072CC024500 0 072DD014500 24 072DD024500 0 072EE004500 0 073 A014500 0.0000 073 A024500 0.0000 073 B004500 0.0000 073 C004500 0.0000 074 A004500 0 074 B004500 0 074 C004500 0 074 D004500 0 074 E004500 0 074 F004500 0 074 G004500 0 074 H004500 0 074 I004500 0 074 J004500 0 074 K004500 0 074 L004500 0 074 M004500 0 074 N004500 0 074 O004500 0 074 P004500 0 074 Q004500 0 074 R014500 0 074 R024500 0 074 R034500 0 074 R044500 0 074 S004500 0 074 T004500 0 074 U014500 0 074 U024500 0 074 V014500 0.00 074 V024500 0.00 074 W004500 0.0000 074 X004500 0 074 Y004500 0 075 A004500 0 075 B004500 18153 076 004500 0.00 008 A004601 BLACKROCK ADVISORS, LLC 008 B004601 A 008 C004601 801-47710 008 D014601 WILMINGTON 008 D024601 DE 008 D034601 19809 008 A004602 BLACKROCK FINANCIAL MANAGEMENT, INC. 008 B004602 S 008 C004602 801-48433 PAGE 199 008 D014602 NEW YORK 008 D024602 NY 008 D034602 10022 015 A004601 PFPC TRUST COMPANY 015 B004601 C 015 C014601 PHILADELPHIA 015 C024601 PA 015 C034601 19153 015 E034601 X 024 004600 Y 025 A004601 LEHMAN BROTHERS INC. 025 B004601 13-2518466 025 C004601 D 025 D004601 564 025 A004602 GOLDMAN SACHS & CO. 025 B004602 13-5108800 025 C004602 D 025 D004602 1669 025 A004603 JP MORGAN CHASE 025 B004603 13-3379014 025 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C004600 0.00 031 A004600 0 031 B004600 0 032 004600 0 033 004600 0 037 004600 N 038 004600 0 039 004600 N 040 004600 Y 041 004600 Y 045 004600 Y 046 004600 N 047 004600 Y 048 004600 0.400 048 A014600 0 048 A024600 0.000 048 B014600 0 048 B024600 0.000 048 C014600 0 048 C024600 0.000 048 D014600 0 048 D024600 0.000 048 E014600 0 048 E024600 0.000 048 F014600 0 048 F024600 0.000 048 G014600 0 048 G024600 0.000 PAGE 201 048 H014600 0 048 H024600 0.000 048 I014600 0 048 I024600 0.000 048 J014600 0 048 J024600 0.000 048 K014600 0 048 K024600 0.000 058 A004600 N 059 004600 Y 060 A004600 Y 060 B004600 Y 061 004600 500 062 A004600 Y 062 B004600 0.0 062 C004600 -6.6 062 D004600 0.0 062 E004600 0.0 062 F004600 0.0 062 G004600 0.0 062 H004600 0.0 062 I004600 0.0 062 J004600 0.0 062 K004600 0.0 062 L004600 1.5 062 M004600 0.0 062 N004600 26.1 062 O004600 0.0 062 P004600 8.8 062 Q004600 70.2 062 R004600 0.0 063 A004600 0 063 B004600 1.4 064 A004600 N 064 B004600 N 066 A004600 N 067 004600 N 068 A004600 N 068 B004600 N 069 004600 N 070 A014600 Y 070 A024600 N 070 B014600 N 070 B024600 N 070 C014600 Y 070 C024600 N 070 D014600 N 070 D024600 N 070 E014600 Y 070 E024600 N 070 F014600 N PAGE 202 070 F024600 N 070 G014600 Y 070 G024600 N 070 H014600 N 070 H024600 N 070 I014600 N 070 I024600 N 070 J014600 Y 070 J024600 Y 070 K014600 Y 070 K024600 Y 070 L014600 Y 070 L024600 N 070 M014600 Y 070 M024600 N 070 N014600 Y 070 N024600 N 070 O014600 Y 070 O024600 N 070 P014600 Y 070 P024600 N 070 Q014600 N 070 Q024600 N 070 R014600 Y 070 R024600 N 071 A004600 10565 071 B004600 20208 071 C004600 40195 071 D004600 26 072 A004600 6 072 B004600 1005 072 C004600 30 072 D004600 0 072 E004600 0 072 F004600 4 072 G004600 18 072 H004600 0 072 I004600 1 072 J004600 8 072 K004600 0 072 L004600 3 072 M004600 2 072 N004600 9 072 O004600 0 072 P004600 3 072 Q004600 0 072 R004600 16 072 S004600 1 072 T004600 0 072 U004600 0 072 V004600 0 PAGE 203 072 W004600 4 072 X004600 69 072 Y004600 0 072 Z004600 966 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I024700 0.000 048 J014700 0 048 J024700 0.000 048 K014700 3000000 048 K024700 0.400 058 A004700 N 059 004700 Y 060 A004700 Y 060 B004700 Y 061 004700 500 062 A004700 Y 062 B004700 0.0 062 C004700 -2.8 062 D004700 0.0 062 E004700 0.0 062 F004700 0.0 062 G004700 0.0 062 H004700 0.0 062 I004700 0.0 062 J004700 0.0 062 K004700 -0.3 062 L004700 -26.7 062 M004700 3.4 062 N004700 47.5 062 O004700 0.0 062 P004700 23.6 062 Q004700 55.3 062 R004700 0.0 063 A004700 0 063 B004700 4.9 064 A004700 N PAGE 207 064 B004700 Y 065 004700 N 066 A004700 N 067 004700 N 068 A004700 N 068 B004700 N 069 004700 N 070 A014700 Y 070 A024700 N 070 B014700 N 070 B024700 N 070 C014700 Y 070 C024700 N 070 D014700 N 070 D024700 N 070 E014700 Y 070 E024700 N 070 F014700 N 070 F024700 N 070 G014700 Y 070 G024700 Y 070 H014700 N 070 H024700 N 070 I014700 N 070 I024700 N 070 J014700 Y 070 J024700 Y 070 K014700 Y 070 K024700 Y 070 L014700 Y 070 L024700 Y 070 M014700 Y 070 M024700 Y 070 N014700 Y 070 N024700 N 070 O014700 Y 070 O024700 Y 070 P014700 Y 070 P024700 N 070 Q014700 N 070 Q024700 N 070 R014700 Y 070 R024700 N 071 A004700 9215 071 B004700 30176 071 C004700 19997 071 D004700 46 072 A004700 6 072 B004700 531 072 C004700 10 072 D004700 0 PAGE 208 072 E004700 0 072 F004700 19 072 G004700 4 072 H004700 0 072 I004700 2 072 J004700 7 072 K004700 0 072 L004700 2 072 M004700 1 072 N004700 19 072 O004700 0 072 P004700 8 072 Q004700 0 072 R004700 16 072 S004700 0 072 T004700 3 072 U004700 0 072 V004700 0 072 W004700 4 072 X004700 85 072 Y004700 30 072 Z004700 486 072AA004700 707 072BB004700 811 072CC014700 193 072CC024700 0 072DD014700 480 072DD024700 6 072EE004700 0 073 A014700 0.0000 073 A024700 0.0000 073 B004700 0.0000 073 C004700 0.0000 074 A004700 251 074 B004700 0 074 C004700 500 074 D004700 14232 074 E004700 0 074 F004700 0 074 G004700 0 074 H004700 61 074 I004700 590 074 J004700 2906 074 K004700 16 074 L004700 186 074 M004700 30 074 N004700 18772 074 O004700 6149 074 P004700 2 074 Q004700 0 074 R014700 445 PAGE 209 074 R024700 0 074 R034700 130 074 R044700 1078 074 S004700 0 074 T004700 10968 074 U014700 1055 074 U024700 65 074 V014700 0.00 074 V024700 0.00 074 W004700 0.0000 074 X004700 33 074 Y004700 7757 075 A004700 0 075 B004700 21160 076 004700 0.00 008 A004801 BLACKROCK ADVISORS, LLC 008 B004801 A 008 C004801 801-47710 008 D014801 WILMINGTON 008 D024801 DE 008 D034801 19809 008 A004802 BLACKROCK FINANCIAL MANGEMENT, INC. 008 B004802 S 008 C004802 801-48433 008 D014802 NEW YORK 008 D024802 NY 008 D034802 10022 015 A004801 PFPC TRUST COMPANY 015 B004801 C 015 C014801 PHILADELPHIA 015 C024801 PA 015 C034801 19153 015 E034801 X 024 004800 Y 025 A004801 JP MORGAN CHASE 025 B004801 13-3379014 025 C004801 D 025 D004801 629 025 A004802 LEHMAN BROTHERS, INC. 025 B004802 13-2518466 025 C004802 D 025 D004802 406 025 D004803 0 025 D004804 0 025 D004805 0 025 D004806 0 025 D004807 0 025 D004808 0 028 A014800 4453 028 A024800 132 028 A034800 67636 PAGE 210 028 A044800 3457 028 B014800 2299 028 B024800 43 028 B034800 0 028 B044800 3112 028 C014800 1610 028 C024800 27 028 C034800 0 028 C044800 3262 028 D014800 1838 028 D024800 23 028 D034800 0 028 D044800 3038 028 E014800 938 028 E024800 19 028 E034800 0 028 E044800 5410 028 F014800 1218 028 F024800 23 028 F034800 0 028 F044800 17491 028 G014800 12356 028 G024800 267 028 G034800 67636 028 G044800 35770 028 H004800 331 029 004800 Y 030 A004800 11 030 B004800 3.00 030 C004800 0.00 031 A004800 1 031 B004800 0 032 004800 10 033 004800 0 037 004800 N 038 004800 0 039 004800 N 040 004800 Y 041 004800 Y 045 004800 Y 046 004800 N 047 004800 Y 048 004800 0.000 048 A014800 1000000 048 A024800 0.400 048 B014800 1000000 048 B024800 0.375 048 C014800 1000000 048 C024800 0.350 048 D014800 0 048 D024800 0.000 PAGE 211 048 E014800 0 048 E024800 0.000 048 F014800 0 048 F024800 0.000 048 G014800 0 048 G024800 0.000 048 H014800 0 048 H024800 0.000 048 I014800 0 048 I024800 0.000 048 J014800 0 048 J024800 0.000 048 K014800 3000000 048 K024800 0.325 058 A004800 N 059 004800 Y 060 A004800 N 060 B004800 N 061 004800 500 062 A004800 Y 062 B004800 0.0 062 C004800 0.0 062 D004800 0.0 062 E004800 0.0 062 F004800 0.0 062 G004800 0.0 062 H004800 0.0 062 I004800 0.0 062 J004800 0.0 062 K004800 0.0 062 L004800 1.9 062 M004800 91.9 062 N004800 1.1 062 O004800 0.0 062 P004800 3.6 062 Q004800 1.5 062 R004800 0.0 063 A004800 0 063 B004800 11.0 064 A004800 N 064 B004800 N 066 A004800 N 067 004800 N 068 A004800 N 068 B004800 N 069 004800 N 070 A014800 Y 070 A024800 N 070 B014800 N 070 B024800 N 070 C014800 Y PAGE 212 070 C024800 N 070 D014800 N 070 D024800 N 070 E014800 Y 070 E024800 Y 070 F014800 N 070 F024800 N 070 G014800 Y 070 G024800 Y 070 H014800 N 070 H024800 N 070 I014800 N 070 I024800 N 070 J014800 Y 070 J024800 N 070 K014800 Y 070 K024800 Y 070 L014800 Y 070 L024800 Y 070 M014800 Y 070 M024800 Y 070 N014800 Y 070 N024800 N 070 O014800 Y 070 O024800 N 070 P014800 Y 070 P024800 N 070 Q014800 N 070 Q024800 N 070 R014800 Y 070 R024800 N 071 A004800 122458 071 B004800 130311 071 C004800 94330 071 D004800 130 072 A004800 6 072 B004800 689 072 C004800 52 072 D004800 0 072 E004800 0 072 F004800 34 072 G004800 38 072 H004800 0 072 I004800 125 072 J004800 9 072 K004800 0 072 L004800 8 072 M004800 4 072 N004800 28 072 O004800 0 072 P004800 0 PAGE 213 072 Q004800 0 072 R004800 16 072 S004800 3 072 T004800 182 072 U004800 0 072 V004800 0 072 W004800 5 072 X004800 452 072 Y004800 0 072 Z004800 289 072AA004800 2331 072BB004800 2312 072CC014800 0 072CC024800 144 072DD014800 434 072DD024800 143 072EE004800 118 073 A014800 0.0000 073 A024800 0.0000 073 B004800 0.0264 073 C004800 0.0000 074 A004800 8 074 B004800 0 074 C004800 0 074 D004800 87044 074 E004800 0 074 F004800 0 074 G004800 0 074 H004800 1149 074 I004800 3561 074 J004800 44 074 K004800 1 074 L004800 869 074 M004800 28 074 N004800 92704 074 O004800 1416 074 P004800 22 074 Q004800 0 074 R014800 0 074 R024800 0 074 R034800 1168 074 R044800 2368 074 S004800 0 074 T004800 87730 074 U014800 7232 074 U024800 1541 074 V014800 0.00 074 V024800 0.00 074 W004800 0.0000 074 X004800 560 074 Y004800 27990 PAGE 214 075 A004800 0 075 B004800 99568 076 004800 0.00 008 A004901 BLACKROCK ADVISORS, LLC 008 B004901 A 008 C004901 801-47710 008 D014901 WILMINGTON 008 D024901 DE 008 D034901 19809 015 A004901 PFPC TRUST COMPANY 015 B004901 C 015 C014901 PHILADELPHIA 015 C024901 PA 015 C034901 19153 015 E034901 X 024 004900 N 025 D004901 0 025 D004902 0 025 D004903 0 025 D004904 0 025 D004905 0 025 D004906 0 025 D004907 0 025 D004908 0 028 A014900 896 028 A024900 32 028 A034900 0 028 A044900 342 028 B014900 0 028 B024900 0 028 B034900 0 028 B044900 0 028 C014900 0 028 C024900 0 028 C034900 0 028 C044900 0 028 D014900 0 028 D024900 0 028 D034900 0 028 D044900 0 028 E014900 0 028 E024900 0 028 E034900 0 028 E044900 0 028 F014900 0 028 F024900 0 028 F034900 0 028 F044900 0 028 G014900 896 028 G024900 32 028 G034900 0 PAGE 215 028 G044900 342 028 H004900 125 029 004900 Y 030 A004900 5 030 B004900 5.75 030 C004900 0.00 031 A004900 0 031 B004900 0 032 004900 5 033 004900 0 037 004900 Y 038 004900 0 039 004900 N 040 004900 Y 041 004900 Y 045 004900 Y 046 004900 N 047 004900 Y 048 004900 0.000 048 A014900 1000000 048 A024900 0.550 048 B014900 1000000 048 B024900 0.500 048 C014900 1000000 048 C024900 0.475 048 D014900 0 048 D024900 0.000 048 E014900 0 048 E024900 0.000 048 F014900 0 048 F024900 0.000 048 G014900 0 048 G024900 0.000 048 H014900 0 048 H024900 0.000 048 I014900 0 048 I024900 0.000 048 J014900 0 048 J024900 0.000 048 K014900 3000000 048 K024900 0.450 058 A004900 N 059 004900 Y 060 A004900 Y 060 B004900 Y 061 004900 500 062 A004900 N 062 B004900 0.0 062 C004900 0.0 062 D004900 0.0 062 E004900 0.0 PAGE 216 062 F004900 0.0 062 G004900 0.0 062 H004900 0.0 062 I004900 0.0 062 J004900 0.0 062 K004900 0.0 062 L004900 0.0 062 M004900 0.0 062 N004900 0.0 062 O004900 0.0 062 P004900 0.0 062 Q004900 0.0 062 R004900 0.0 063 A004900 0 063 B004900 0.0 066 A004900 Y 066 B004900 N 066 C004900 N 066 D004900 N 066 E004900 Y 066 F004900 N 066 G004900 N 067 004900 N 068 A004900 N 068 B004900 N 069 004900 N 070 A014900 Y 070 A024900 N 070 B014900 Y 070 B024900 N 070 C014900 N 070 C024900 N 070 D014900 Y 070 D024900 N 070 E014900 N 070 E024900 N 070 F014900 Y 070 F024900 Y 070 G014900 Y 070 G024900 N 070 H014900 Y 070 H024900 N 070 I014900 N 070 I024900 N 070 J014900 Y 070 J024900 N 070 K014900 Y 070 K024900 Y 070 L014900 Y 070 L024900 N 070 M014900 N PAGE 217 070 M024900 N 070 N014900 Y 070 N024900 Y 070 O014900 Y 070 O024900 N 070 P014900 Y 070 P024900 N 070 Q014900 N 070 Q024900 N 070 R014900 N 070 R024900 N 071 A004900 0 071 B004900 1234 071 C004900 39835 071 D004900 0 072 A004900 6 072 B004900 0 072 C004900 53 072 D004900 0 072 E004900 0 072 F004900 2 072 G004900 0 072 H004900 0 072 I004900 7 072 J004900 0 072 K004900 0 072 L004900 0 072 M004900 0 072 N004900 13 072 O004900 0 072 P004900 0 072 Q004900 0 072 R004900 0 072 S004900 0 072 T004900 7 072 U004900 0 072 V004900 0 072 W004900 2 072 X004900 31 072 Y004900 7 072 Z004900 29 072AA004900 2 072BB004900 3 072CC014900 997 072CC024900 0 072DD014900 46 072DD024900 2 072EE004900 0 073 A014900 0.0000 073 A024900 0.0000 073 B004900 0.0000 PAGE 218 073 C004900 0.0000 074 A004900 0 074 B004900 0 074 C004900 0 074 D004900 0 074 E004900 0 074 F004900 0 074 G004900 0 074 H004900 0 074 I004900 0 074 J004900 0 074 K004900 0 074 L004900 0 074 M004900 0 074 N004900 0 074 O004900 0 074 P004900 0 074 Q004900 0 074 R014900 0 074 R024900 0 074 R034900 0 074 R044900 0 074 S004900 0 074 T004900 0 074 U014900 0 074 U024900 0 074 V014900 0.00 074 V024900 0.00 074 W004900 0.0000 074 X004900 0 074 Y004900 0 075 A004900 0 075 B004900 42233 076 004900 0.00 008 A005001 BLACKROCK ADVISORS, LLC 008 B005001 A 008 C005001 801-47710 008 D015001 WILMINGTON 008 D025001 DE 008 D035001 19809 015 A005001 PFPC TRUST COMPANY 015 B005001 C 015 C015001 PHILADELPHIA 015 C025001 PA 015 C035001 19153 015 E035001 X 024 005000 Y 025 A005001 CITIGROUP GLOBAL MARKETS, INC. 025 B005001 11-2418191 025 C005001 D 025 D005001 492 PAGE 219 025 A005002 BANK OF AMERICA SECURITIES LLC 025 B005002 56-2058405 025 C005002 D 025 D005002 1352 025 D005003 0 025 D005004 0 025 D005005 0 025 D005006 0 025 D005007 0 025 D005008 0 028 A015000 13429 028 A025000 0 028 A035000 0 028 A045000 80996 028 B015000 13889 028 B025000 0 028 B035000 0 028 B045000 87538 028 C015000 145777 028 C025000 432983 028 C035000 0 028 C045000 85131 028 D015000 26451 028 D025000 22 028 D035000 0 028 D045000 111534 028 E015000 75468 028 E025000 0 028 E035000 0 028 E045000 118117 028 F015000 21248 028 F025000 0 028 F035000 0 028 F045000 118554 028 G015000 296260 028 G025000 433005 028 G035000 0 028 G045000 601870 028 H005000 4913 029 005000 Y 030 A005000 196 030 B005000 5.75 030 C005000 0.00 031 A005000 13 031 B005000 0 032 005000 183 033 005000 0 037 005000 Y 038 005000 50 039 005000 N 040 005000 Y PAGE 220 041 005000 Y 045 005000 Y 046 005000 N 047 005000 Y 048 005000 0.000 048 A015000 1000000 048 A025000 0.850 048 B015000 1000000 048 B025000 0.800 048 C015000 1000000 048 C025000 0.750 048 D015000 0 048 D025000 0.000 048 E015000 0 048 E025000 0.000 048 F015000 0 048 F025000 0.000 048 G015000 0 048 G025000 0.000 048 H015000 0 048 H025000 0.000 048 I015000 0 048 I025000 0.000 048 J015000 0 048 J025000 0.000 048 K015000 3000000 048 K025000 0.700 058 A005000 N 059 005000 Y 060 A005000 Y 060 B005000 Y 061 005000 500 062 A005000 N 062 B005000 0.0 062 C005000 0.0 062 D005000 0.0 062 E005000 0.0 062 F005000 0.0 062 G005000 0.0 062 H005000 0.0 062 I005000 0.0 062 J005000 0.0 062 K005000 0.0 062 L005000 0.0 062 M005000 0.0 062 N005000 0.0 062 O005000 0.0 062 P005000 0.0 062 Q005000 0.0 062 R005000 0.0 063 A005000 0 PAGE 221 063 B005000 0.0 066 A005000 Y 066 B005000 N 066 C005000 Y 066 D005000 N 066 E005000 N 066 F005000 N 066 G005000 N 067 005000 N 068 A005000 N 068 B005000 N 069 005000 N 070 A015000 Y 070 A025000 Y 070 B015000 Y 070 B025000 N 070 C015000 N 070 C025000 N 070 D015000 Y 070 D025000 N 070 E015000 N 070 E025000 N 070 F015000 Y 070 F025000 N 070 G015000 Y 070 G025000 N 070 H015000 Y 070 H025000 N 070 I015000 N 070 I025000 N 070 J015000 Y 070 J025000 N 070 K015000 Y 070 K025000 Y 070 L015000 Y 070 L025000 N 070 M015000 N 070 M025000 N 070 N015000 Y 070 N025000 Y 070 O015000 Y 070 O025000 N 070 P015000 Y 070 P025000 N 070 Q015000 N 070 Q025000 N 070 R015000 Y 070 R025000 N 071 A005000 1269655 071 B005000 1661743 071 C005000 1838338 PAGE 222 071 D005000 69 072 A005000 6 072 B005000 476 072 C005000 16763 072 D005000 0 072 E005000 246 072 F005000 7736 072 G005000 633 072 H005000 0 072 I005000 4103 072 J005000 70 072 K005000 0 072 L005000 295 072 M005000 78 072 N005000 25 072 O005000 0 072 P005000 0 072 Q005000 0 072 R005000 19 072 S005000 55 072 T005000 2197 072 U005000 0 072 V005000 0 072 W005000 48 072 X005000 15259 072 Y005000 0 072 Z005000 2226 072AA005000 235927 072BB005000 23081 072CC015000 15850 072CC025000 0 072DD015000 0 072DD025000 0 072EE005000 589336 073 A015000 0.0000 073 A025000 0.0000 073 B005000 11.1983 073 C005000 0.0000 074 A005000 0 074 B005000 0 074 C005000 1844 074 D005000 0 074 E005000 0 074 F005000 1725035 074 G005000 0 074 H005000 0 074 I005000 244434 074 J005000 62394 074 K005000 5 074 L005000 3085 074 M005000 70 PAGE 223 074 N005000 2036867 074 O005000 61326 074 P005000 3227 074 Q005000 0 074 R015000 0 074 R025000 0 074 R035000 0 074 R045000 247971 074 S005000 0 074 T005000 1724343 074 U015000 58267 074 U025000 4122 074 V015000 0.00 074 V025000 0.00 074 W005000 0.0000 074 X005000 71039 074 Y005000 0 075 A005000 0 075 B005000 1876897 076 005000 0.00 008 A005101 BLACKROCK ADVISORS, LLC 008 B005101 A 008 C005101 801-47710 008 D015101 WILMINGTON 008 D025101 DE 008 D035101 19809 015 A005101 PFPC TRUST COMPANY 015 B005101 C 015 C015101 PHILADELPHIA 015 C025101 PA 015 C035101 19153 015 E035101 X 024 005100 Y 025 A005101 BANK OF AMERICA SECURITIES LLC 025 B005101 56-2058405 025 C005101 D 025 D005101 340 025 D005102 0 025 D005103 0 025 D005104 0 025 D005105 0 025 D005106 0 025 D005107 0 025 D005108 0 028 A015100 2804 028 A025100 0 028 A035100 0 028 A045100 7946 028 B015100 3648 028 B025100 0 028 B035100 0 PAGE 224 028 B045100 8209 028 C015100 5878 028 C025100 11604 028 C035100 0 028 C045100 5097 028 D015100 5054 028 D025100 0 028 D035100 0 028 D045100 19274 028 E015100 4346 028 E025100 0 028 E035100 0 028 E045100 7051 028 F015100 6144 028 F025100 0 028 F035100 0 028 F045100 7696 028 G015100 27874 028 G025100 11604 028 G035100 0 028 G045100 55273 028 H005100 310 029 005100 Y 030 A005100 13 030 B005100 5.75 030 C005100 0.00 031 A005100 1 031 B005100 0 032 005100 12 033 005100 0 037 005100 Y 038 005100 4 039 005100 N 040 005100 Y 041 005100 Y 045 005100 Y 046 005100 N 047 005100 Y 048 005100 0.000 048 A015100 1000000 048 A025100 0.750 048 B015100 1000000 048 B025100 0.700 048 C015100 1000000 048 C025100 0.675 048 D015100 0 048 D025100 0.000 048 E015100 0 048 E025100 0.000 048 F015100 0 048 F025100 0.000 PAGE 225 048 G015100 0 048 G025100 0.000 048 H015100 0 048 H025100 0.000 048 I015100 0 048 I025100 0.000 048 J015100 0 048 J025100 0.000 048 K015100 3000000 048 K025100 0.650 058 A005100 N 059 005100 Y 060 A005100 Y 060 B005100 Y 061 005100 500 062 A005100 N 062 B005100 0.0 062 C005100 0.0 062 D005100 0.0 062 E005100 0.0 062 F005100 0.0 062 G005100 0.0 062 H005100 0.0 062 I005100 0.0 062 J005100 0.0 062 K005100 0.0 062 L005100 0.0 062 M005100 0.0 062 N005100 0.0 062 O005100 0.0 062 P005100 0.0 062 Q005100 0.0 062 R005100 0.0 063 A005100 0 063 B005100 0.0 066 A005100 Y 066 B005100 N 066 C005100 Y 066 D005100 N 066 E005100 N 066 F005100 N 066 G005100 N 067 005100 N 068 A005100 N 068 B005100 N 069 005100 N 070 A015100 Y 070 A025100 Y 070 B015100 Y 070 B025100 N 070 C015100 N PAGE 226 070 C025100 N 070 D015100 Y 070 D025100 N 070 E015100 N 070 E025100 N 070 F015100 Y 070 F025100 N 070 G015100 Y 070 G025100 N 070 H015100 Y 070 H025100 N 070 I015100 N 070 I025100 N 070 J015100 Y 070 J025100 N 070 K015100 Y 070 K025100 Y 070 L015100 Y 070 L025100 N 070 M015100 N 070 M025100 N 070 N015100 Y 070 N025100 Y 070 O015100 Y 070 O025100 N 070 P015100 Y 070 P025100 N 070 Q015100 N 070 Q025100 N 070 R015100 Y 070 R025100 N 071 A005100 110325 071 B005100 141834 071 C005100 272195 071 D005100 41 072 A005100 6 072 B005100 4 072 C005100 460 072 D005100 0 072 E005100 45 072 F005100 1027 072 G005100 106 072 H005100 0 072 I005100 553 072 J005100 23 072 K005100 0 072 L005100 41 072 M005100 11 072 N005100 16 072 O005100 0 072 P005100 0 PAGE 227 072 Q005100 0 072 R005100 13 072 S005100 8 072 T005100 152 072 U005100 0 072 V005100 0 072 W005100 8 072 X005100 1958 072 Y005100 0 072 Z005100 -1449 072AA005100 32659 072BB005100 6096 072CC015100 3808 072CC025100 0 072DD015100 0 072DD025100 0 072EE005100 14950 073 A015100 0.0000 073 A025100 0.0000 073 B005100 0.8254 073 C005100 0.0000 074 A005100 0 074 B005100 0 074 C005100 340 074 D005100 0 074 E005100 0 074 F005100 268561 074 G005100 0 074 H005100 0 074 I005100 70777 074 J005100 0 074 K005100 33 074 L005100 384 074 M005100 34 074 N005100 340129 074 O005100 1968 074 P005100 581 074 Q005100 0 074 R015100 0 074 R025100 0 074 R035100 0 074 R045100 65851 074 S005100 0 074 T005100 271729 074 U015100 16499 074 U025100 1268 074 V015100 0.00 074 V025100 0.00 074 W005100 0.0000 074 X005100 11956 074 Y005100 0 PAGE 228 075 A005100 0 075 B005100 274657 076 005100 0.00 008 A005201 BLACKROCK ADVISORS, LLC 008 B005201 A 008 C005201 801-47710 008 D015201 WILMNGTON 008 D025201 DE 008 D035201 19809 015 A005201 PFPC TRUST COMPANY 015 B005201 C 015 C015201 PHILADELPHIA 015 C025201 PA 015 C035201 19153 015 E035201 X 024 005200 Y 025 A005201 BEAR, STEARNS & CO., INC. 025 B005201 13-3299429 025 C005201 D 025 D005201 2740 025 A005202 BANK OF AMERICA SECURITIES LLC 025 B005202 56-2058405 025 C005202 D 025 D005202 4182 025 A005203 MORGAN STANLEY 025 B005203 13-2655998 025 C005203 D 025 D005203 13776 025 D005204 0 025 D005205 0 025 D005206 0 025 D005207 0 025 D005208 0 028 A015200 17781 028 A025200 0 028 A035200 0 028 A045200 46171 028 B015200 12362 028 B025200 0 028 B035200 0 028 B045200 33006 028 C015200 38016 028 C025200 221036 028 C035200 0 028 C045200 28288 028 D015200 11827 028 D025200 29 028 D035200 0 028 D045200 44896 028 E015200 7502 028 E025200 0 PAGE 229 028 E035200 0 028 E045200 28655 028 F015200 10452 028 F025200 0 028 F035200 0 028 F045200 31293 028 G015200 97940 028 G025200 221065 028 G035200 0 028 G045200 212309 028 H005200 1137 029 005200 Y 030 A005200 37 030 B005200 5.75 030 C005200 0.00 031 A005200 3 031 B005200 0 032 005200 34 033 005200 0 037 005200 Y 038 005200 11 039 005200 Y 040 005200 Y 041 005200 Y 045 005200 Y 046 005200 N 047 005200 Y 048 005200 0.000 048 A015200 1000000 048 A025200 0.750 048 B015200 1000000 048 B025200 0.700 048 C015200 1000000 048 C025200 0.675 048 D015200 0 048 D025200 0.000 048 E015200 0 048 E025200 0.000 048 F015200 0 048 F025200 0.000 048 G015200 0 048 G025200 0.000 048 H015200 0 048 H025200 0.000 048 I015200 0 048 I025200 0.000 048 J015200 0 048 J025200 0.000 048 K015200 3000000 048 K025200 0.650 058 A005200 N PAGE 230 059 005200 Y 060 A005200 Y 060 B005200 Y 061 005200 500 062 A005200 N 062 B005200 0.0 062 C005200 0.0 062 D005200 0.0 062 E005200 0.0 062 F005200 0.0 062 G005200 0.0 062 H005200 0.0 062 I005200 0.0 062 J005200 0.0 062 K005200 0.0 062 L005200 0.0 062 M005200 0.0 062 N005200 0.0 062 O005200 0.0 062 P005200 0.0 062 Q005200 0.0 062 R005200 0.0 063 A005200 0 063 B005200 0.0 066 A005200 Y 066 B005200 N 066 C005200 Y 066 D005200 N 066 E005200 N 066 F005200 N 066 G005200 N 067 005200 N 068 A005200 N 068 B005200 N 069 005200 N 070 A015200 Y 070 A025200 Y 070 B015200 Y 070 B025200 N 070 C015200 N 070 C025200 N 070 D015200 Y 070 D025200 N 070 E015200 N 070 E025200 N 070 F015200 Y 070 F025200 N 070 G015200 Y 070 G025200 N 070 H015200 Y 070 H025200 N PAGE 231 070 I015200 N 070 I025200 N 070 J015200 Y 070 J025200 N 070 K015200 Y 070 K025200 Y 070 L015200 Y 070 L025200 Y 070 M015200 Y 070 M025200 Y 070 N015200 Y 070 N025200 Y 070 O015200 Y 070 O025200 N 070 P015200 Y 070 P025200 N 070 Q015200 N 070 Q025200 N 070 R015200 Y 070 R025200 N 071 A005200 52352 071 B005200 230279 071 C005200 931294 071 D005200 6 072 A005200 6 072 B005200 46 072 C005200 5777 072 D005200 0 072 E005200 246 072 F005200 3442 072 G005200 366 072 H005200 0 072 I005200 1711 072 J005200 225 072 K005200 0 072 L005200 136 072 M005200 39 072 N005200 31 072 O005200 0 072 P005200 0 072 Q005200 0 072 R005200 19 072 S005200 26 072 T005200 839 072 U005200 0 072 V005200 0 072 W005200 28 072 X005200 6862 072 Y005200 0 072 Z005200 -793 072AA005200 83143 PAGE 232 072BB005200 7933 072CC015200 7112 072CC025200 0 072DD015200 5888 072DD025200 176 072EE005200 264255 073 A015200 0.0000 073 A025200 0.0000 073 B005200 18.5781 073 C005200 0.0000 074 A005200 5431 074 B005200 0 074 C005200 20697 074 D005200 0 074 E005200 0 074 F005200 865559 074 G005200 0 074 H005200 0 074 I005200 191785 074 J005200 0 074 K005200 3 074 L005200 2857 074 M005200 73 074 N005200 1086405 074 O005200 971 074 P005200 1090 074 Q005200 0 074 R015200 0 074 R025200 0 074 R035200 0 074 R045200 212642 074 S005200 0 074 T005200 871702 074 U015200 14904 074 U025200 2344 074 V015200 0.00 074 V025200 0.00 074 W005200 0.0000 074 X005200 17887 074 Y005200 0 075 A005200 0 075 B005200 920490 076 005200 0.00 008 A005301 BLACKROCK ADVISORS, LLC 008 B005301 A 008 C005301 801-47710 008 D015301 WILMINGTON 008 D025301 DE 008 D035301 19809 015 A005301 PFPC TRUST COMPANY 015 B005301 C PAGE 233 015 C015301 PHILADELPHIA 015 C025301 PA 015 C035301 19153 015 E035301 X 024 005300 Y 025 A005301 MORGAN SGTANLEY 025 B005301 13-2655998 025 C005301 D 025 D005301 914 025 A005302 BANK OF AMERICA SECURITIES LLC 025 B005302 56-2058405 025 C005302 E 025 D005302 3281 025 A005303 UBS PAINEWEBBER 025 B005303 13-3873456 025 C005303 E 025 D005303 582 025 A005304 BEAR, STEARNS & CO., INC. 025 B005304 13-3299429 025 C005304 D 025 D005304 1311 025 A005305 BANK OF AMERICA SECURITIES LLC 025 B005305 56-2058405 025 C005305 D 025 D005305 10859 025 D005306 0 025 D005307 0 025 D005308 0 028 A015300 2152 028 A025300 0 028 A035300 0 028 A045300 5418 028 B015300 782 028 B025300 0 028 B035300 0 028 B045300 4554 028 C015300 1084 028 C025300 0 028 C035300 0 028 C045300 4131 028 D015300 2519 028 D025300 0 028 D035300 0 028 D045300 9404 028 E015300 6114 028 E025300 0 028 E035300 0 028 E045300 8755 028 F015300 4709 028 F025300 0 028 F035300 0 PAGE 234 028 F045300 7390 028 G015300 17360 028 G025300 0 028 G035300 0 028 G045300 39652 028 H005300 975 029 005300 Y 030 A005300 14 030 B005300 5.75 030 C005300 0.00 031 A005300 1 031 B005300 0 032 005300 13 033 005300 0 037 005300 Y 038 005300 0 039 005300 N 040 005300 Y 041 005300 Y 045 005300 Y 046 005300 N 047 005300 Y 048 005300 0.000 048 A015300 1000000 048 A025300 0.650 048 B015300 1000000 048 B025300 0.600 048 C015300 1000000 048 C025300 0.575 048 D015300 0 048 D025300 0.000 048 E015300 0 048 E025300 0.000 048 F015300 0 048 F025300 0.000 048 G015300 0 048 G025300 0.000 048 H015300 0 048 H025300 0.000 048 I015300 0 048 I025300 0.000 048 J015300 0 048 J025300 0.000 048 K015300 3000000 048 K025300 0.550 058 B005300 N 059 005300 Y 060 A005300 Y 060 B005300 Y 061 005300 500 062 A005300 N PAGE 235 062 B005300 0.0 062 C005300 0.0 062 D005300 0.0 062 E005300 0.0 062 F005300 0.0 062 G005300 0.0 062 H005300 0.0 062 I005300 0.0 062 J005300 0.0 062 K005300 0.0 062 L005300 0.0 062 M005300 0.0 062 N005300 0.0 062 O005300 0.0 062 P005300 0.0 062 Q005300 0.0 062 R005300 0.0 063 A005300 0 063 B005300 0.0 066 A005300 Y 066 B005300 N 066 C005300 N 066 D005300 Y 066 E005300 N 066 F005300 N 066 G005300 N 067 005300 N 068 A005300 N 068 B005300 N 069 005300 N 070 A015300 Y 070 A025300 N 070 B015300 Y 070 B025300 N 070 C015300 N 070 C025300 N 070 D015300 Y 070 D025300 N 070 E015300 N 070 E025300 N 070 F015300 Y 070 F025300 N 070 G015300 Y 070 G025300 N 070 H015300 Y 070 H025300 N 070 I015300 N 070 I025300 N 070 J015300 Y 070 J025300 N 070 K015300 Y PAGE 236 070 K025300 Y 070 L015300 Y 070 L025300 N 070 M015300 N 070 M025300 N 070 N015300 Y 070 N025300 Y 070 O015300 Y 070 O025300 N 070 P015300 Y 070 P025300 N 070 Q015300 N 070 Q025300 N 070 R015300 Y 070 R025300 N 071 A005300 136527 071 B005300 161217 071 C005300 246864 071 D005300 55 072 A005300 6 072 B005300 38 072 C005300 1226 072 D005300 0 072 E005300 146 072 F005300 765 072 G005300 112 072 H005300 0 072 I005300 527 072 J005300 16 072 K005300 0 072 L005300 35 072 M005300 11 072 N005300 13 072 O005300 0 072 P005300 0 072 Q005300 0 072 R005300 13 072 S005300 6 072 T005300 315 072 U005300 0 072 V005300 0 072 W005300 7 072 X005300 1820 072 Y005300 0 072 Z005300 -410 072AA005300 22283 072BB005300 5023 072CC015300 0 072CC025300 3032 072DD015300 0 072DD025300 0 PAGE 237 072EE005300 0 073 A015300 0.0000 073 A025300 0.0000 073 B005300 0.0000 073 C005300 0.0000 074 A005300 0 074 B005300 0 074 C005300 13084 074 D005300 0 074 E005300 0 074 F005300 239211 074 G005300 0 074 H005300 0 074 I005300 30732 074 J005300 498 074 K005300 2 074 L005300 471 074 M005300 39 074 N005300 284037 074 O005300 520 074 P005300 289 074 Q005300 0 074 R015300 0 074 R025300 0 074 R035300 0 074 R045300 42662 074 S005300 0 074 T005300 240566 074 U015300 14947 074 U025300 1036 074 V015300 0.00 074 V025300 0.00 074 W005300 0.0000 074 X005300 14662 074 Y005300 0 075 A005300 0 075 B005300 248789 076 005300 0.00 008 A005401 BLACKROCK ADVISORS, LLC 008 B005401 A 008 C005401 801-47710 008 D015401 WILMINGTON 008 D025401 DE 008 D035401 19809 015 A005401 PFPC TRUST COMPANY 015 B005401 C 015 C015401 PHILADELPHIA 015 C025401 PA 015 C035401 19153 015 E035401 X 024 005400 Y PAGE 238 025 A005401 BANK OF AMERICA SECURITIES LLC 025 B005401 56-2058405 025 C005401 D 025 D005401 5275 025 A005402 MORGAN STANLEY 025 B005402 13-2655998 025 C005402 D 025 D005402 1607 025 D005403 0 025 D005404 0 025 D005405 0 025 D005406 0 025 D005407 0 025 D005408 0 028 A015400 46908 028 A025400 0 028 A035400 0 028 A045400 13921 028 B015400 39426 028 B025400 0 028 B035400 0 028 B045400 33961 028 C015400 49528 028 C025400 7925 028 C035400 0 028 C045400 30704 028 D015400 68565 028 D025400 0 028 D035400 0 028 D045400 27937 028 E015400 60458 028 E025400 0 028 E035400 0 028 E045400 19244 028 F015400 49106 028 F025400 0 028 F035400 0 028 F045400 26019 028 G015400 313991 028 G025400 7925 028 G035400 0 028 G045400 151786 028 H005400 40791 029 005400 Y 030 A005400 1252 030 B005400 5.75 030 C005400 0.00 031 A005400 102 031 B005400 0 032 005400 1150 033 005400 0 PAGE 239 037 005400 Y 038 005400 26 039 005400 N 040 005400 Y 041 005400 Y 045 005400 Y 046 005400 N 047 005400 Y 048 005400 0.000 048 A015400 1000000 048 A025400 0.750 048 B015400 1000000 048 B025400 0.700 048 C015400 1000000 048 C025400 0.675 048 D015400 0 048 D025400 0.000 048 E015400 0 048 E025400 0.000 048 F015400 0 048 F025400 0.000 048 G015400 0 048 G025400 0.000 048 H015400 0 048 H025400 0.000 048 I015400 0 048 I025400 0.000 048 J015400 0 048 J025400 0.000 048 K015400 3000000 048 K025400 0.650 058 A005400 N 059 005400 Y 060 A005400 Y 060 B005400 Y 061 005400 500 062 A005400 N 062 B005400 0.0 062 C005400 0.0 062 D005400 0.0 062 E005400 0.0 062 F005400 0.0 062 G005400 0.0 062 H005400 0.0 062 I005400 0.0 062 J005400 0.0 062 K005400 0.0 062 L005400 0.0 062 M005400 0.0 062 N005400 0.0 062 O005400 0.0 PAGE 240 062 P005400 0.0 062 Q005400 0.0 062 R005400 0.0 063 A005400 0 063 B005400 0.0 066 A005400 Y 066 B005400 N 066 C005400 Y 066 D005400 N 066 E005400 N 066 F005400 N 066 G005400 N 067 005400 N 068 A005400 N 068 B005400 N 069 005400 N 070 A015400 Y 070 A025400 Y 070 B015400 Y 070 B025400 Y 070 C015400 N 070 C025400 N 070 D015400 Y 070 D025400 N 070 E015400 N 070 E025400 N 070 F015400 Y 070 F025400 N 070 G015400 Y 070 G025400 N 070 H015400 Y 070 H025400 N 070 I015400 N 070 I025400 N 070 J015400 Y 070 J025400 N 070 K015400 Y 070 K025400 Y 070 L015400 Y 070 L025400 Y 070 M015400 N 070 M025400 N 070 N015400 Y 070 N025400 Y 070 O015400 Y 070 O025400 N 070 P015400 Y 070 P025400 N 070 Q015400 N 070 Q025400 N 070 R015400 Y PAGE 241 070 R025400 N 071 A005400 748504 071 B005400 599261 071 C005400 861171 071 D005400 70 072 A005400 6 072 B005400 2501 072 C005400 4241 072 D005400 0 072 E005400 98 072 F005400 3676 072 G005400 461 072 H005400 0 072 I005400 1733 072 J005400 44 072 K005400 0 072 L005400 157 072 M005400 39 072 N005400 58 072 O005400 0 072 P005400 0 072 Q005400 0 072 R005400 15 072 S005400 26 072 T005400 1356 072 U005400 0 072 V005400 0 072 W005400 22 072 X005400 7587 072 Y005400 0 072 Z005400 -747 072AA005400 47888 072BB005400 17477 072CC015400 12057 072CC025400 0 072DD015400 0 072DD025400 0 072EE005400 12709 073 A015400 0.0000 073 A025400 0.0000 073 B005400 0.3486 073 C005400 0.0000 074 A005400 1 074 B005400 0 074 C005400 167859 074 D005400 0 074 E005400 0 074 F005400 1007092 074 G005400 0 074 H005400 0 074 I005400 80201 PAGE 242 074 J005400 59074 074 K005400 25 074 L005400 5206 074 M005400 68 074 N005400 1319526 074 O005400 153366 074 P005400 769 074 Q005400 0 074 R015400 0 074 R025400 0 074 R035400 0 074 R045400 81327 074 S005400 0 074 T005400 1084064 074 U015400 37816 074 U025400 3576 074 V015400 0.00 074 V025400 0.00 074 W005400 0.0000 074 X005400 39766 074 Y005400 0 075 A005400 0 075 B005400 984348 076 005400 0.00 008 A005501 BLACKROCK ADVISORS, LLC 008 B005501 A 008 C005501 801-47710 008 D015501 WILMINGTON 008 D025501 DE 008 D035501 19809 015 A005501 PFPC TRUST COMPANY 015 B005501 C 015 C015501 PHILADELPHIA 015 C025501 PA 015 C035501 19153 015 E035501 X 024 005500 Y 025 A005501 BANK OF AMERICA SECURITIES LLC 025 B005501 56-2058405 025 C005501 D 025 D005501 6474 025 A005502 CITIGROUP GLOBAL MARKETS, INC. 025 B005502 11-2418191 025 C005502 D 025 D005502 1642 025 D005503 0 025 D005504 0 025 D005505 0 025 D005506 0 025 D005507 0 025 D005508 0 PAGE 243 028 A015500 15076 028 A025500 0 028 A035500 0 028 A045500 18699 028 B015500 15721 028 B025500 0 028 B035500 0 028 B045500 11772 028 C015500 62356 028 C025500 18997 028 C035500 0 028 C045500 13073 028 D015500 28739 028 D025500 0 028 D035500 0 028 D045500 36174 028 E015500 66572 028 E025500 0 028 E035500 0 028 E045500 31371 028 F015500 16133 028 F025500 0 028 F035500 0 028 F045500 24764 028 G015500 204597 028 G025500 18997 028 G035500 0 028 G045500 135853 028 H005500 15435 029 005500 Y 030 A005500 416 030 B005500 5.75 030 C005500 0.00 031 A005500 32 031 B005500 0 032 005500 384 033 005500 0 037 005500 Y 038 005500 35 039 005500 N 040 005500 Y 041 005500 Y 045 005500 Y 046 005500 N 047 005500 Y 048 005500 0.000 048 A015500 1000000 048 A025500 0.750 048 B015500 1000000 048 B025500 0.700 048 C015500 1000000 PAGE 244 048 C025500 0.675 048 D015500 0 048 D025500 0.000 048 E015500 0 048 E025500 0.000 048 F015500 0 048 F025500 0.000 048 G015500 0 048 G025500 0.000 048 H015500 0 048 H025500 0.000 048 I015500 0 048 I025500 0.000 048 J015500 0 048 J025500 0.000 048 K015500 3000000 048 K025500 0.650 058 A005500 N 059 005500 Y 060 A005500 Y 060 B005500 Y 061 005500 500 062 A005500 N 062 B005500 0.0 062 C005500 0.0 062 D005500 0.0 062 E005500 0.0 062 F005500 0.0 062 G005500 0.0 062 H005500 0.0 062 I005500 0.0 062 J005500 0.0 062 K005500 0.0 062 L005500 0.0 062 M005500 0.0 062 N005500 0.0 062 O005500 0.0 062 P005500 0.0 062 Q005500 0.0 062 R005500 0.0 063 A005500 0 063 B005500 0.0 066 A005500 Y 066 B005500 N 066 C005500 Y 066 D005500 N 066 E005500 N 066 F005500 N 066 G005500 N 067 005500 N 068 A005500 N PAGE 245 068 B005500 Y 069 005500 N 070 A015500 Y 070 A025500 N 070 B015500 Y 070 B025500 N 070 C015500 N 070 C025500 N 070 D015500 Y 070 D025500 N 070 E015500 N 070 E025500 N 070 F015500 Y 070 F025500 N 070 G015500 Y 070 G025500 N 070 H015500 Y 070 H025500 N 070 I015500 N 070 I025500 N 070 J015500 Y 070 J025500 Y 070 K015500 Y 070 K025500 Y 070 L015500 Y 070 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F005600 718 072 G005600 111 072 H005600 0 072 I005600 0 072 J005600 15 072 K005600 0 072 L005600 7 072 M005600 12 072 N005600 0 072 O005600 0 072 P005600 0 072 Q005600 0 072 R005600 12 072 S005600 9 072 T005600 0 072 U005600 0 072 V005600 0 072 W005600 7 072 X005600 891 072 Y005600 0 072 Z005600 1650 072AA005600 10860 072BB005600 1214 072CC015600 3446 PAGE 251 072CC025600 0 072DD015600 1513 072DD025600 0 072EE005600 0 073 A015600 3.0697 073 A025600 0.0000 073 B005600 0.0000 073 C005600 0.0000 074 A005600 0 074 B005600 0 074 C005600 0 074 D005600 0 074 E005600 0 074 F005600 289737 074 G005600 0 074 H005600 0 074 I005600 59288 074 J005600 0 074 K005600 1 074 L005600 511 074 M005600 3 074 N005600 349540 074 O005600 0 074 P005600 152 074 Q005600 0 074 R015600 0 074 R025600 0 074 R035600 0 074 R045600 58609 074 S005600 0 074 T005600 290779 074 U015600 483 074 U025600 0 074 V015600 601.50 074 V025600 0.00 074 W005600 0.0000 074 X005600 335 074 Y005600 0 075 A005600 0 075 B005600 297840 076 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Q005700 0.0 062 R005700 0.0 063 A005700 0 063 B005700 0.0 066 A005700 Y 066 B005700 N 066 C005700 Y 066 D005700 N 066 E005700 N 066 F005700 N 066 G005700 N 067 005700 N 068 A005700 N 068 B005700 Y 069 005700 N 070 A015700 Y 070 A025700 N 070 B015700 Y 070 B025700 N 070 C015700 N 070 C025700 N 070 D015700 Y 070 D025700 N 070 E015700 N 070 E025700 N 070 F015700 Y 070 F025700 N 070 G015700 Y 070 G025700 N 070 H015700 Y 070 H025700 N 070 I015700 N 070 I025700 N 070 J015700 Y 070 J025700 N 070 K015700 Y 070 K025700 N 070 L015700 Y 070 L025700 Y 070 M015700 Y 070 M025700 Y 070 N015700 Y 070 N025700 N 070 O015700 Y PAGE 255 070 O025700 N 070 P015700 Y 070 P025700 N 070 Q015700 N 070 Q025700 N 070 R015700 N 070 R025700 N 071 A005700 36289 071 B005700 32072 071 C005700 51734 071 D005700 62 072 A005700 6 072 B005700 7 072 C005700 400 072 D005700 0 072 E005700 0 072 F005700 238 072 G005700 21 072 H005700 0 072 I005700 73 072 J005700 22 072 K005700 0 072 L005700 5 072 M005700 2 072 N005700 30 072 O005700 0 072 P005700 0 072 Q005700 0 072 R005700 16 072 S005700 10 072 T005700 66 072 U005700 0 072 V005700 0 072 W005700 3 072 X005700 486 072 Y005700 0 072 Z005700 -79 072AA005700 3936 072BB005700 1982 072CC015700 5335 072CC025700 0 072DD015700 0 072DD025700 296 072EE005700 25 073 A015700 0.0000 073 A025700 0.0000 073 B005700 0.0000 073 C005700 0.0000 074 A005700 1473 074 B005700 0 074 C005700 0 PAGE 256 074 D005700 0 074 E005700 0 074 F005700 57838 074 G005700 0 074 H005700 0 074 I005700 2502 074 J005700 532 074 K005700 12 074 L005700 496 074 M005700 59 074 N005700 62912 074 O005700 1816 074 P005700 157 074 Q005700 0 074 R015700 0 074 R025700 0 074 R035700 0 074 R045700 229 074 S005700 0 074 T005700 60710 074 U015700 4740 074 U025700 548 074 V015700 0.00 074 V025700 0.00 074 W005700 0.0000 074 X005700 2475 074 Y005700 0 075 A005700 0 075 B005700 54201 076 005700 0.00 008 A005801 BLACKROCK ADVISORS, LLC 008 B005801 A 008 C005801 801-47710 008 D015801 WILMINGTON 008 D025801 DE 008 D035801 19809 015 A005801 PFPC TRUST COMPANY 015 B005801 C 015 C015801 PHILADELPHIA 015 C025801 PA 015 C035801 19153 015 E035801 X 024 005800 N 025 D005801 0 025 D005802 0 025 D005803 0 025 D005804 0 025 D005805 0 025 D005806 0 025 D005807 0 025 D005808 0 PAGE 257 028 A015800 0 028 A025800 0 028 A035800 0 028 A045800 0 028 B015800 0 028 B025800 0 028 B035800 0 028 B045800 0 028 C015800 80 028 C025800 0 028 C035800 0 028 C045800 0 028 D015800 0 028 D025800 0 028 D035800 0 028 D045800 0 028 E015800 1697 028 E025800 0 028 E035800 0 028 E045800 0 028 F015800 2152 028 F025800 0 028 F035800 0 028 F045800 41 028 G015800 3929 028 G025800 0 028 G035800 0 028 G045800 41 028 H005800 1022 029 005800 Y 030 A005800 18 030 B005800 5.25 030 C005800 0.00 031 A005800 2 031 B005800 0 032 005800 16 033 005800 0 037 005800 Y 038 005800 0 039 005800 N 040 005800 Y 041 005800 Y 045 005800 N 048 005800 0.000 048 A015800 0 048 A025800 0.000 048 B015800 0 048 B025800 0.000 048 C015800 0 048 C025800 0.000 048 D015800 0 PAGE 258 048 D025800 0.000 048 E015800 0 048 E025800 0.000 048 F015800 0 048 F025800 0.000 048 G015800 0 048 G025800 0.000 048 H015800 0 048 H025800 0.000 048 I015800 0 048 I025800 0.000 048 J015800 0 048 J025800 0.000 048 K015800 0 048 K025800 0.000 058 A005800 N 059 005800 Y 060 A005800 Y 060 B005800 Y 061 005800 100 062 A005800 N 062 B005800 0.0 062 C005800 0.0 062 D005800 0.0 062 E005800 0.0 062 F005800 0.0 062 G005800 0.0 062 H005800 0.0 062 I005800 0.0 062 J005800 0.0 062 K005800 0.0 062 L005800 0.0 062 M005800 0.0 062 N005800 0.0 062 O005800 0.0 062 P005800 0.0 062 Q005800 0.0 062 R005800 0.0 063 A005800 0 063 B005800 0.0 066 A005800 Y 066 B005800 N 066 C005800 N 066 D005800 N 066 E005800 N 066 F005800 Y 066 G005800 N 067 005800 N 068 A005800 N 068 B005800 N 069 005800 N PAGE 259 070 A015800 Y 070 A025800 N 070 B015800 Y 070 B025800 N 070 C015800 Y 070 C025800 N 070 D015800 Y 070 D025800 N 070 E015800 Y 070 E025800 N 070 F015800 Y 070 F025800 N 070 G015800 Y 070 G025800 N 070 H015800 Y 070 H025800 N 070 I015800 N 070 I025800 N 070 J015800 Y 070 J025800 N 070 K015800 Y 070 K025800 Y 070 L015800 Y 070 L025800 N 070 M015800 N 070 M025800 N 070 N015800 Y 070 N025800 N 070 O015800 Y 070 O025800 N 070 P015800 Y 070 P025800 N 070 Q015800 N 070 Q025800 N 070 R015800 Y 070 R025800 N 071 A005800 3841 071 B005800 0 071 C005800 1396 071 D005800 0 072 A005800 4 072 B005800 0 072 C005800 7 072 D005800 0 072 E005800 0 072 F005800 0 072 G005800 0 072 H005800 0 072 I005800 1 072 J005800 3 072 K005800 0 PAGE 260 072 L005800 7 072 M005800 0 072 N005800 56 072 O005800 0 072 P005800 0 072 Q005800 0 072 R005800 7 072 S005800 5 072 T005800 1 072 U005800 0 072 V005800 0 072 W005800 0 072 X005800 80 072 Y005800 78 072 Z005800 5 072AA005800 0 072BB005800 0 072CC015800 7 072CC025800 0 072DD015800 0 072DD025800 0 072EE005800 0 073 A015800 0.0000 073 A025800 0.0000 073 B005800 0.0000 073 C005800 0.0000 074 A005800 0 074 B005800 0 074 C005800 0 074 D005800 0 074 E005800 0 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0 028 D035900 0 028 D045900 0 028 E015900 4760 028 E025900 0 028 E035900 0 028 E045900 0 028 F015900 6893 028 F025900 0 PAGE 262 028 F035900 0 028 F045900 202 028 G015900 11733 028 G025900 0 028 G035900 0 028 G045900 202 028 H005900 2192 029 005900 Y 030 A005900 67 030 B005900 5.25 030 C005900 0.00 031 A005900 6 031 B005900 0 032 005900 61 033 005900 0 037 005900 Y 038 005900 0 039 005900 N 040 005900 Y 041 005900 Y 045 005900 N 048 005900 0.000 048 A015900 0 048 A025900 0.000 048 B015900 0 048 B025900 0.000 048 C015900 0 048 C025900 0.000 048 D015900 0 048 D025900 0.000 048 E015900 0 048 E025900 0.000 048 F015900 0 048 F025900 0.000 048 G015900 0 048 G025900 0.000 048 H015900 0 048 H025900 0.000 048 I015900 0 048 I025900 0.000 048 J015900 0 048 J025900 0.000 048 K015900 0 048 K025900 0.000 058 A005900 N 059 005900 Y 060 A005900 Y 060 B005900 Y 061 005900 100 062 A005900 N 062 B005900 0.0 PAGE 263 062 C005900 0.0 062 D005900 0.0 062 E005900 0.0 062 F005900 0.0 062 G005900 0.0 062 H005900 0.0 062 I005900 0.0 062 J005900 0.0 062 K005900 0.0 062 L005900 0.0 062 M005900 0.0 062 N005900 0.0 062 O005900 0.0 062 P005900 0.0 062 Q005900 0.0 062 R005900 0.0 063 A005900 0 063 B005900 0.0 066 A005900 Y 066 B005900 N 066 C005900 Y 066 D005900 N 066 E005900 N 066 F005900 N 066 G005900 N 067 005900 N 068 A005900 N 068 B005900 N 069 005900 N 070 A015900 Y 070 A025900 N 070 B015900 Y 070 B025900 N 070 C015900 N 070 C025900 N 070 D015900 Y 070 D025900 N 070 E015900 N 070 E025900 N 070 F015900 Y 070 F025900 N 070 G015900 Y 070 G025900 N 070 H015900 Y 070 H025900 N 070 I015900 N 070 I025900 N 070 J015900 Y 070 J025900 Y 070 K015900 Y 070 K025900 Y PAGE 264 070 L015900 Y 070 L025900 Y 070 M015900 Y 070 M025900 Y 070 N015900 Y 070 N025900 Y 070 O015900 Y 070 O025900 N 070 P015900 Y 070 P025900 N 070 Q015900 N 070 Q025900 N 070 R015900 N 070 R025900 N 071 A005900 11433 071 B005900 0 071 C005900 3987 071 D005900 0 072 A005900 4 072 B005900 0 072 C005900 14 072 D005900 0 072 E005900 0 072 F005900 0 072 G005900 0 072 H005900 0 072 I005900 2 072 J005900 3 072 K005900 0 072 L005900 14 072 M005900 0 072 N005900 49 072 O005900 0 072 P005900 0 072 Q005900 0 072 R005900 7 072 S005900 5 072 T005900 5 072 U005900 0 072 V005900 0 072 W005900 0 072 X005900 85 072 Y005900 78 072 Z005900 8 072AA005900 0 072BB005900 0 072CC015900 49 072CC025900 0 072DD015900 0 072DD025900 0 072EE005900 0 PAGE 265 073 A015900 0.0000 073 A025900 0.0000 073 B005900 0.0000 073 C005900 0.0000 074 A005900 0 074 B005900 0 074 C005900 0 074 D005900 0 074 E005900 0 074 F005900 0 074 G005900 0 074 H005900 0 074 I005900 11482 074 J005900 0 074 K005900 22 074 L005900 1031 074 M005900 7 074 N005900 12542 074 O005900 360 074 P005900 2 074 Q005900 0 074 R015900 0 074 R025900 0 074 R035900 0 074 R045900 593 074 S005900 0 074 T005900 11587 074 U015900 1134 074 U025900 2 074 V015900 0.00 074 V025900 0.00 074 W005900 0.0000 074 X005900 9 074 Y005900 0 075 A005900 0 075 B005900 2941 076 005900 0.00 008 A006001 BLACKROCK ADVIROSR, LLC 008 B006001 A 008 C006001 801-47710 008 D016001 WILMINGTON 008 D026001 DE 008 D036001 19809 015 A006001 PFPC TRUST COMPANY 015 B006001 C 015 C016001 PHILADELPHIA 015 C026001 PA 015 C036001 19153 015 E036001 X 024 006000 N 025 D006001 0 PAGE 266 025 D006002 0 025 D006003 0 025 D006004 0 025 D006005 0 025 D006006 0 025 D006007 0 025 D006008 0 028 A016000 0 028 A026000 0 028 A036000 0 028 A046000 0 028 B016000 0 028 B026000 0 028 B036000 0 028 B046000 0 028 C016000 80 028 C026000 0 028 C036000 0 028 C046000 0 028 D016000 0 028 D026000 0 028 D036000 0 028 D046000 0 028 E016000 4696 028 E026000 0 028 E036000 0 028 E046000 130 028 F016000 8014 028 F026000 0 028 F036000 0 028 F046000 385 028 G016000 12790 028 G026000 0 028 G036000 0 028 G046000 515 028 H006000 2024 029 006000 Y 030 A006000 61 030 B006000 5.25 030 C006000 0.00 031 A006000 5 031 B006000 0 032 006000 56 033 006000 0 037 006000 Y 038 006000 0 039 006000 N 040 006000 Y 041 006000 Y 045 006000 N 048 006000 0.000 PAGE 267 048 A016000 0 048 A026000 0.000 048 B016000 0 048 B026000 0.000 048 C016000 0 048 C026000 0.000 048 D016000 0 048 D026000 0.000 048 E016000 0 048 E026000 0.000 048 F016000 0 048 F026000 0.000 048 G016000 0 048 G026000 0.000 048 H016000 0 048 H026000 0.000 048 I016000 0 048 I026000 0.000 048 J016000 0 048 J026000 0.000 048 K016000 0 048 K026000 0.000 058 A006000 N 059 006000 Y 060 A006000 Y 060 B006000 Y 061 006000 100 062 A006000 N 062 B006000 0.0 062 C006000 0.0 062 D006000 0.0 062 E006000 0.0 062 F006000 0.0 062 G006000 0.0 062 H006000 0.0 062 I006000 0.0 062 J006000 0.0 062 K006000 0.0 062 L006000 0.0 062 M006000 0.0 062 N006000 0.0 062 O006000 0.0 062 P006000 0.0 062 Q006000 0.0 062 R006000 0.0 063 A006000 0 063 B006000 0.0 066 A006000 Y 066 B006000 N 066 C006000 Y 066 D006000 N PAGE 268 066 E006000 N 066 F006000 N 066 G006000 N 067 006000 N 068 A006000 N 068 B006000 N 069 006000 N 070 A016000 Y 070 A026000 N 070 B016000 Y 070 B026000 N 070 C016000 N 070 C026000 N 070 D016000 Y 070 D026000 N 070 E016000 N 070 E026000 N 070 F016000 Y 070 F026000 N 070 G016000 Y 070 G026000 N 070 H016000 Y 070 H026000 N 070 I016000 N 070 I026000 N 070 J016000 Y 070 J026000 Y 070 K016000 Y 070 K026000 Y 070 L016000 Y 070 L026000 Y 070 M016000 Y 070 M026000 Y 070 N016000 Y 070 N026000 Y 070 O016000 Y 070 O026000 N 070 P016000 Y 070 P026000 N 070 Q016000 N 070 Q026000 N 070 R016000 N 070 R026000 N 071 A006000 11887 071 B006000 0 071 C006000 4130 071 D006000 0 072 A006000 4 072 B006000 0 072 C006000 8 072 D006000 0 PAGE 269 072 E006000 0 072 F006000 0 072 G006000 0 072 H006000 0 072 I006000 2 072 J006000 3 072 K006000 0 072 L006000 11 072 M006000 0 072 N006000 0 072 O006000 49 072 P006000 0 072 Q006000 0 072 R006000 7 072 S006000 5 072 T006000 3 072 U006000 0 072 V006000 0 072 W006000 1 072 X006000 81 072 Y006000 75 072 Z006000 2 072AA006000 0 072BB006000 0 072CC016000 101 072CC026000 0 072DD016000 0 072DD026000 0 072EE006000 0 073 A016000 0.0000 073 A026000 0.0000 073 B006000 0.0000 073 C006000 0.0000 074 A006000 0 074 B006000 0 074 C006000 0 074 D006000 0 074 E006000 0 074 F006000 0 074 G006000 0 074 H006000 0 074 I006000 11987 074 J006000 0 074 K006000 16 074 L006000 971 074 M006000 0 074 N006000 12974 074 O006000 212 074 P006000 2 074 Q006000 0 074 R016000 0 PAGE 270 074 R026000 0 074 R036000 0 074 R046000 382 074 S006000 0 074 T006000 12378 074 U016000 1204 074 U026000 2 074 V016000 0.00 074 V026000 0.00 074 W006000 0.0000 074 X006000 11 074 Y006000 0 075 A006000 0 075 B006000 3078 076 006000 0.00 008 A006101 BLACKROCK ADVISORS, LLC 008 B006101 A 008 C006101 801-47710 008 D016101 WILMINGTON 008 D026101 DE 008 D036101 19809 015 A006101 PFPC TRUST COMPANY 015 B006101 C 015 C016101 PHILADELPHIA 015 C026101 PA 015 C036101 19153 015 E036101 X 024 006100 N 025 D006101 0 025 D006102 0 025 D006103 0 025 D006104 0 025 D006105 0 025 D006106 0 025 D006107 0 025 D006108 0 028 A016100 0 028 A026100 0 028 A036100 0 028 A046100 0 028 B016100 0 028 B026100 0 028 B036100 0 028 B046100 0 028 C016100 80 028 C026100 0 028 C036100 0 028 C046100 0 028 D016100 0 028 D026100 0 028 D036100 0 PAGE 271 028 D046100 0 028 E016100 1576 028 E026100 0 028 E036100 0 028 E046100 5 028 F016100 2364 028 F026100 0 028 F036100 0 028 F046100 70 028 G016100 4020 028 G026100 0 028 G036100 0 028 G046100 75 028 H006100 332 029 006100 Y 030 A006100 12 030 B006100 5.25 030 C006100 0.00 031 A006100 1 031 B006100 0 032 006100 11 033 006100 0 037 006100 Y 038 006100 0 039 006100 N 040 006100 Y 041 006100 Y 045 006100 N 048 006100 0.000 048 A016100 0 048 A026100 0.000 048 B016100 0 048 B026100 0.000 048 C016100 0 048 C026100 0.000 048 D016100 0 048 D026100 0.000 048 E016100 0 048 E026100 0.000 048 F016100 0 048 F026100 0.000 048 G016100 0 048 G026100 0.000 048 H016100 0 048 H026100 0.000 048 I016100 0 048 I026100 0.000 048 J016100 0 048 J026100 0.000 048 K016100 0 048 K026100 0.000 PAGE 272 058 A006100 N 059 006100 Y 060 A006100 Y 060 B006100 Y 061 006100 100 062 A006100 N 062 B006100 0.0 062 C006100 0.0 062 D006100 0.0 062 E006100 0.0 062 F006100 0.0 062 G006100 0.0 062 H006100 0.0 062 I006100 0.0 062 J006100 0.0 062 K006100 0.0 062 L006100 0.0 062 M006100 0.0 062 N006100 0.0 062 O006100 0.0 062 P006100 0.0 062 Q006100 0.0 062 R006100 0.0 063 A006100 0 063 B006100 0.0 066 A006100 Y 066 B006100 Y 066 C006100 N 066 D006100 N 066 E006100 N 066 F006100 N 066 G006100 N 067 006100 N 068 A006100 N 068 B006100 N 069 006100 N 070 A016100 Y 070 A026100 N 070 B016100 Y 070 B026100 N 070 C016100 N 070 C026100 N 070 D016100 Y 070 D026100 N 070 E016100 N 070 E026100 N 070 F016100 Y 070 F026100 N 070 G016100 Y 070 G026100 N 070 H016100 Y PAGE 273 070 H026100 N 070 I016100 N 070 I026100 N 070 J016100 Y 070 J026100 Y 070 K016100 Y 070 K026100 Y 070 L016100 Y 070 L026100 Y 070 M016100 Y 070 M026100 Y 070 N016100 Y 070 N026100 Y 070 O016100 Y 070 O026100 N 070 P016100 Y 070 P026100 N 070 Q016100 N 070 Q026100 N 070 R016100 N 070 R026100 N 071 A006100 3875 071 B006100 23 071 C006100 1333 071 D006100 2 072 A006100 4 072 B006100 0 072 C006100 0 072 D006100 0 072 E006100 0 072 F006100 0 072 G006100 0 072 H006100 0 072 I006100 1 072 J006100 3 072 K006100 0 072 L006100 4 072 M006100 0 072 N006100 49 072 O006100 0 072 P006100 0 072 Q006100 0 072 R006100 7 072 S006100 5 072 T006100 1 072 U006100 0 072 V006100 0 072 W006100 0 072 X006100 70 072 Y006100 68 072 Z006100 -2 PAGE 274 072AA006100 0 072BB006100 1 072CC016100 43 072CC026100 0 072DD016100 0 072DD026100 0 072EE006100 0 073 A016100 0.0000 073 A026100 0.0000 073 B006100 0.0000 073 C006100 0.0000 074 A006100 0 074 B006100 0 074 C006100 0 074 D006100 0 074 E006100 0 074 F006100 0 074 G006100 0 074 H006100 0 074 I006100 3895 074 J006100 0 074 K006100 1 074 L006100 196 074 M006100 5 074 N006100 4103 074 O006100 80 074 P006100 2 074 Q006100 0 074 R016100 0 074 R026100 0 074 R036100 0 074 R046100 35 074 S006100 0 074 T006100 3986 074 U016100 385 074 U026100 2 074 V016100 0.00 074 V026100 0.00 074 W006100 0.0000 074 X006100 9 074 Y006100 0 075 A006100 0 075 B006100 1061 076 006100 0.00 SIGNATURE LAURIE PFLUGH TITLE MANAGER EX-99.77M MERGERS 2 blackrock77m.txt Exhibit 77M - Mergers (a) The shareholders of each of the following registered investment companies (the "Target Funds") approved transactions whereby each Target Fund was reorganized with a portfolio of BlackRock Funds (the "Acquiring Portfolios") as follows (each, a "Reorganization"): Target Fund Acquiring Portfolio Merrill Lynch Short Term U.S. BlackRock Low Duration Bond Government Fund, Inc. Portfolio Merrill Lynch U.S. Government BlackRock Government Income Fund Portfolio Merrill Lynch Inflation BlackRock Inflation Protected Protected Fund Bond Portfolio Merrill Lynch U.S. High Yield BlackRock High Yield Bond Fund, Inc. Portfolio (b) Each Reorganization arose out of the agreement, announced on February 15, 2006, pursuant to which Merrill Lynch & Co., Inc. contributed its investment management business, including Merrill Lynch Investment Managers, L.P. and its affiliates (collectively "MLIM"), to BlackRock, Inc. Each Reorganization was part of a larger initiative to consolidate certain of the comparable MLIM and BlackRock mutual funds. Each Reorganization was accomplished pursuant to the terms of separate agreements and plans of reorganization (each, a "Plan"). The board of trustees of BlackRock Funds approved each Plan and related transactions at a meeting held on May 16, 2006. The boards of trustees or directors, as applicable, of the Target Funds approved each applicable Plan and related transactions at special meetings held on May 9, 2006 (with respect to the Merrill Lynch Short Term U.S. Government Fund, Inc. and Merrill Lynch U.S. Government Fund), May 10, 2006 (with respect to the Merrill Lynch Inflation Protected Fund) or May 12, 2006 (with respect to the Merrill Lynch U.S. High Yield Fund, Inc.). Each applicable Plan was approved by the shareholders of each Target Fund at a special meeting of shareholders held on August 15, 2006 (July 31, 2006 with respect to the Merrill Lynch U.S. Government Fund), and adjourned (i) with respect to the Merrill Lynch U.S. Government Fund until October 5, 2006 and (ii) with respect to the Merrill Lynch Short Term U.S. Government Fund, Inc. until August 31, 2006. Each Reorganization closed on October 16, 2006. Following the Reorganizations, each shareholder of a Target Fund held shares of the corresponding Acquiring Portfolio with the same aggregate net asset value as the shares held in the Target Fund prior to the Reorganization. Each Target Fund has filed with the Securities and Exchange Commission an application under Section 8(f) of the Investment Company Act of 1940, as amended, and Rule 8f-1 thereunder for an order declaring that each Target Fund has ceased to be an investment company. Upon receipt of such orders, steps will be taken to accomplish the termination of the existence of each Target Fund under state law. Merrill Lynch Short Term U.S. Government Fund, Inc., Merrill Lynch U.S. Government Fund and Merrill Lynch U.S. High Yield Fund, Inc. have received their orders and have been de- registered under the Investment Company Act of 1940, as amended. The order for Merrill Lynch Inflation Protected Fund is pending. With respect to additional circumstances and details of each Reorganization, BlackRock Funds incorporates herein by reference the definitive Combined Prospectuses/Proxy Statements and Statements of Additional Information (File Nos. 333-133761, 333- 133762, 333-133763 and 333-133764) dated June 19, 2006, each as filed with the Securities and Exchange Commission on June 23, 2006. EX-99.77O RULE 10F-3 3 blackrock77o.txt ITEM 77.O 10/01/2006 - 3/31/2007 THE FOLLOWING INFORMATION IS IN THE FOLLOWING ORDER PORTFOLIO TRADE DATE ISSUER SELLING COUNTERPARTY TRADE AMOUNT TRADE PRICE AFFILATED UNDERWRITER COMMISSION/ GROSS SPREAD AMOUNT PUR. BY BLK ACCOUNTS PERCENTAGE OF OFFERING PURCHASED BY BlackRock ACCOUNTS DATE OFFERING COMMENCED UNDERWRITERS BlackRock Global Science & Technology Opportunities 10/12/06 EHEALTH INC. Morgan Stanley & Co., Thomas Weisel Partner, JP Morgan Securities Inc. 500 shares 14.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated 7.14% 115,000 shares 2.3% 10/12/06 Morgan Stanley & Co. Incorporated; Merrill Lynch, Pierce, Fenner & Smith Incorporated; Thomas Weisel Partners LLC; JMP Securities LLC; Allen & Company LLC" BlackRock Small Cap Growth Equity 10/12/06 EHEALTH INC. Morgan Stanley & Co., Thomas Weisel Partner, JP Morgan Securities Inc. 15,500 shares 14.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated 7.14% 115,000 shares 2.3% 10/12/06 Morgan Stanley & Co. Incorporated; Merrill Lynch, Pierce, Fenner & Smith Incorporated; Thomas Weisel Partners LLC; JMP Securities LLC; Allen & Company LLC" BlackRock U.S. Opportunities 10/12/06 EHEALTH INC. Morgan Stanley & Co., Thomas Weisel Partner, JP Morgan Securities Inc. 4,700 shares 14.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated 7.14% 115,000 shares 2.3% 10/12/06 Morgan Stanley & Co. Incorporated; Merrill Lynch, Pierce, Fenner & Smith Incorporated; Thomas Weisel Partners LLC; JMP Securities LLC; Allen & Company LLC BlackRock Small Cap Growth Equity 10/19/06 EXLSERVICE HOLDINGS INC. Citigroup Global Markets Inc, Goldman Sachs & Co., Thomas Weisel Partner 28,900 shares 13.50 Merrill Lynch, Pierce, Fenner & Smith Incorporated 7.00% 140,000 shares 2.8% 10/19/06 Citigroup Global Markets Inc.; Goldman, Sachs & Co.; Merrill Lynch, Pierce, Fenner & Smith Incorporated; Thomas Weisel Partners LLC BlackRock Aurora 10/23/06 DOUGLAS EMMETT INC. Citigroup Global Markets Inc, A.G. Edwards, Wachovia Securities Inc., Banc of America Securities LLC, Raymond James" 166,400 shares 21.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated 5.12% 625,000 shares 0.9% 10/23/06 Lehman Brothers Inc.; Merrill Lynch, Pierce, Fenner & Smith Incorporated; Citigroup Global Markets Inc.; Wachovia Capital Markets, LLC; UBS SecuritiesLLC; Banc of America Securities LLC; A.G. Edwards & Sons, Inc.; Raymond James& Associates, Inc.; Wells Fargo Securities, LLC; BMO Capital Markets Corp.;Robert W. Baird & Co. Incorporated; Oppenheimer & Co. Inc.; Stifel, Nicolaus & Company, Incorporated; Susquehanna Financial Group, LLLP; Blaylock & Company, Inc; Chatsworth Securities, LLC; C.L. King & Associates, Inc.; Samuel A. Ramirez & Co., Inc.; Toussaint Capital Partners, LLC BlackRock U.S. Opportunities 10/23/06 DOUGLAS EMMETT INC. Citigroup Global Markets Inc, A.G. Edwards, Wachovia Securities Inc., Banc of America Securities LLC, Raymond James 15,200 shares 21.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated 5.12% 625,000 shares 0.9% 10/23/06 Lehman Brothers Inc.; Merrill Lynch, Pierce, Fenner & Smith Incorporated; Citigroup Global Markets Inc.; Wachovia Capital Markets, LLC; UBS Securities LLC; Banc of America Securities LLC; A.G. Edwards & Sons, Inc.; Raymond James & Associates, Inc.; Wells Fargo Securities, LLC; BMO Capital Markets Corp.; Robert W. Baird & Co. Incorporated; Oppenheimer & Co. Inc.; Stifel, Nicolaus & Company, Incorporated; Susquehanna Financial Group, LLLP; Blaylock & Company, Inc; Chatsworth Securities, LLC; C.L. King & Associates, Inc.; Samuel A. Ramirez & Co., Inc.; Toussaint Capital Partners, LLC BlackRock International Opportunities 10/26/06 HOME INNS & HOTELS MANAGEMENT INC. Credit Suisse First Boston LLC, Deutsche Bank Securities Inc. 23,500 shares 13.80 Merrill Lynch, Pierce, Fenner & Smith Incorporated 7.00% 345,000 shares" 4.4% 10/26/06 Credit Suisse Securities (USA) LLC; Merrill Lynch, Pierce, Fenner & Smith Incorporated; Deutsche Bank Securities Inc.; Credit Suisse (Hong Kong) Limited; Merrill Lynch Far East Limited; Deutsche Bank AG, Hong Kong Branch BlackRock Aurora 11/08/06 KBW INC. Keefe, Bruyette & Woods, Inc., Banc of America Securities LLC, Midwest Secs 36,200 shares 21.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated 7.00% 150,000 shares 2.2% 11/08/06 Keefe, Bruyette & Woods, Inc.; Merrill Lynch, Pierce, Fenner & Smith Incorporated; Banc of America Securities LLC; Fox-Pitt, Kelton Incorporated; JMP Securities LLC; Thomas Weisel Partners LLC; BNY Capital Markets, Inc.; FTN Midwest Securities Corp.; Morgan Keegan & Company, Inc. BlackRock Small Cap Growth Equity 11/08/06 KBW INC. Keefe, Bruyette & Woods, Inc., Banc of America Securities LLC, Midwest Secs 4,500 shares 21.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated 7.00% 150,000 shares 2.2% 11/08/06 Keefe, Bruyette & Woods, Inc.; Merrill Lynch, Pierce, Fenner & Smith Incorporated; Banc of America Securities LLC; Fox-Pitt, Kelton Incorporated JMP Securities LLC; Thomas Weisel Partners LLC; BNY Capital Markets, Inc.; FTN Midwest Securities Corp.; Morgan Keegan & Company, Inc." BlackRock Small Cap Core Equity 11/08/06 KBW INC. Keefe, Bruyette & Woods, Inc., Banc of America Securities LLC, Midwest Secs 1,400 shares " 21.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated 7.00% 150,000 shares 2.2% 11/08/06 Keefe, Bruyette & Woods, Inc.; Merrill Lynch, Pierce, Fenner & Smith Incorporated; Banc of America Securities LLC; Fox-Pitt, Kelton Incorporated; JMP Securities LLC; Thomas Weisel Partners LLC; BNY Capital Markets, Inc.; FTN Midwest Securities Corp.; Morgan Keegan & Company, Inc. BlackRock Small Cap Value Equity 11/08/06 KBW INC. Keefe, Bruyette & Woods, Inc., Banc of America Securities LLC, Midwest Secs" 2,200 shares " 21.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated 7.00% 150,000 shares 2.2% 11/08/06 Keefe, Bruyette & Woods, Inc.; Merrill Lynch, Pierce, Fenner & Smith Incorporated; Banc of America Securities LLC; Fox-Pitt, Kelton Incorporated; JMP Securities LLC; Thomas Weisel Partners LLC; BNY Capital Markets, Inc.; FTN Midwest Securities Corp.; Morgan Keegan & Company, Inc." BlackRock Aurora 11/15/06 KBR INC. Credit Suisse First Boston LLC, Goldman Sachs & Co., DA Davidson 177,900 shares 17.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated 6.00% 286,000 shares 1.0% 11/15/06 Credit Suisse Securities (USA) LLC; Goldman, Sachs & Co.; UBS Securities LLC; Citigroup Global Markets Inc.; HSBC Securities (USA) Inc.; Lehman Brothers Inc.; Merrill Lynch, Pierce, Fenner & Smith Incorporated; Scotia Capital (USA) Inc.; Wachovia Capital Markets, LLC; D.A. Davidson & Co.; Pickering Energy Partners, Inc.; Simmons & Company International" BlackRock Mid-Cap Value Equity 11/15/06 KBR INC. Credit Suisse First Boston LLC, Goldman Sachs & Co., DA Davidson 39,300 shares 17.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated 6.00% 286,000 shares 1.0% 11/15/06 Credit Suisse Securities (USA) LLC; Goldman, Sachs & Co.; UBS Securities LLC; Citigroup Global Markets Inc.; HSBC Securities (USA) Inc.; Lehman Brothers Inc.; Merrill Lynch, Pierce, Fenner & Smith Incorporated; Scotia Capital (USA) Inc.; Wachovia Capital Markets, LLC; D.A. Davidson & Co.; Pickering Energy Partners, Inc.; Simmons & Company International" BlackRock Aurora 11/16/06 NYMEX HOLDINGS INC. JP Morgan Securities Inc., Banc of America Securities LLC, Citigroup Global Markets Inc, Lehman Brothers Inc., Sandler O'Neill and Partners Inc 29,900 shares 59.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated 6.51% 105,000 shares 1.6% 11/16/06 J.P. Morgan Securities Inc.; Merrill Lynch, Pierce Fenner & Smith Incorporated; Banc of America Securities LLC; Citigroup Global Markets Inc.; Lehman Brothers Inc.; Sandler O'Neill & Partners, L.P. BlackRock Mid-Cap Value Equity 11/16/06 NYMEX HOLDINGS INC. JP Morgan Securities Inc., Banc of America Securities LLC, Citigroup Global Markets Inc, Lehman Brothers Inc., Sandler O'Neill and Partners Inc" 19,400 shares " 59.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated 6.51% 105,000 shares 1.6% 11/16/06 J.P. Morgan Securities Inc.; Merrill Lynch, Pierce Fenner & Smith Incorporated; Banc of America Securities LLC; Citigroup Global Markets Inc.; Lehman Brothers Inc.; Sandler O'Neill & Partners, L.P. BlackRock Mid-Cap Growth Equity 11/16/06 NYMEX HOLDINGS INC. JP Morgan Securities Inc., Banc of America Securities LLC, Citigroup Global Markets Inc, Lehman Brothers Inc., Sandler O'Neill and Partners Inc" 2,500 shares " 59.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated 6.51% 105,000 shares 1.6% 11/16/06 J.P. Morgan Securities Inc.; Merrill Lynch, Pierce Fenner & Smith Incorporated; Banc of America Securities LLC; Citigroup Global Markets Inc.; Lehman Brothers Inc.; Sandler O'Neill & Partners, L.P." BlackRock Small/Mid Cap Growth 11/16/06 NYMEX HOLDINGS INC. JP Morgan Securities Inc., Banc of America Securities LLC, Citigroup Global Markets Inc, Lehman Brothers Inc., Sandler O'Neill and Partners Inc" 1,400 shares 59.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated 6.51% 105,000 shares 1.6% 11/16/06 J.P. Morgan Securities Inc.; Merrill Lynch, Pierce Fenner & Smith Incorporated; Banc of America Securities LLC; Citigroup Global Markets Inc.; Lehman Brothers Inc.; Sandler O'Neill & Partners, L.P. BlackRock Aurora 11/20/06 SPIRIT AEROSYSTEMS HOLDINGS INC. Credit Suisse First Boston LLC, Goldman Sachs & Co., Banc of America Securities LLC, Lehman Brothers Inc., Citigroup Global Markets Inc, RBC Dain Rauscher Inc., SG Cowne and Co LLC, Deutsche Bank Securities Inc." 182,300 shares 26.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated 5.00% 1,250,000 shares 2.3% 11/20/06 Credit Suisse Securities (USA) LLC; Goldman, Sachs & Co.; Morgan Stanley & Co. Incorporated; Banc of America Securities LLC.; Citigroup Global Markets Inc.; Cowen and Company, LLC; Deutsche Bank Securities Inc.; Griffiths McBurney Corp. as Agent Affiliate of GMP Securities L.P.; Jefferies & Company, Inc.; Lehman Brothers Inc.; Merrill Lynch, Pierce, Fenner & Smith Incorporated; RBC Capital Markets Corporation; Scotia Capital (USA) Inc.; UBS Securities LLC; Westwind Partners (USA) Inc." BlackRock Mid-Cap Value Equity 11/20/06 SPIRIT AEROSYSTEMS HOLDINGS INC. Credit Suisse First Boston LLC, Goldman Sachs & Co., Banc of America Securities LLC, Lehman Brothers Inc., Citigroup Global Markets Inc, RBC Dain Rauscher Inc., SG Cowne and Co LLC, Deutsche Bank Securities Inc." 41,100 shares 26.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated 5.00% 1,250,000 shares 2.3% 11/20/06 Credit Suisse Securities (USA) LLC; Goldman, Sachs & Co.; Morgan Stanley & Co. Incorporated; Banc of America Securities LLC.; Citigroup Global Markets Inc.; Cowen and Company, LLC; Deutsche Bank Securities Inc.; Griffiths McBurney Corp. as Agent Affiliate of GMP Securities L.P.; Jefferies & Company, Inc.; Lehman Brothers Inc.; Merrill Lynch, Pierce, Fenner & Smith Incorporated; RBC Capital Markets Corporation; Scotia Capital (USA) Inc.; UBS Securities LLC; Westwind Partners (USA) Inc. BlackRock Mid-Cap Growth Equity 11/20/06 SPIRIT AEROSYSTEMS HOLDINGS INC. Credit Suisse First Boston LLC, Goldman Sachs & Co., Banc of America Securities LLC, Lehman Brothers Inc., Citigroup Global Markets Inc, RBC Dain Rauscher Inc., SG Cowne and Co LLC, Deutsche Bank Securities Inc. 34,600 shares 26.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated 5.00% 1,250,000 shares 2.3% 11/20/06 Credit Suisse Securities (USA) LLC; Goldman, Sachs & Co.; Morgan Stanley & Co. Incorporated; Banc of America Securities LLC.; Citigroup Global Markets Inc.; Cowen and Company, LLC; Deutsche Bank Securities Inc.; Griffiths McBurney Corp. as Agent Affiliate of GMP Securities L.P.; Jefferies & Company, Inc.; Lehman Brothers Inc.; Merrill Lynch, Pierce, Fenner & Smith Incorporated; RBC Capital Markets Corporation; Scotia Capital (USA) Inc.; UBS Securities LLC; Westwind Partners (USA) Inc. BlackRock Small/Mid Cap Growth 11/20/06 SPIRIT AEROSYSTEMS HOLDINGS INC. Credit Suisse First Boston LLC, Goldman Sachs & Co., Banc of America Securities LLC, Lehman Brothers Inc., Citigroup Global Markets Inc, RBC Dain Rauscher Inc., SG Cowne and Co LLC, Deutsche Bank Securities Inc. 40,500 shares 26.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated 5.00% 1,250,000 shares 2.3% 11/20/06 Credit Suisse Securities (USA) LLC; Goldman, Sachs & Co.; Morgan Stanley & Co. Incorporated; Banc of America Securities LLC.; Citigroup Global Markets Inc.; Cowen and Company, LLC; Deutsche Bank Securities Inc.; Griffiths McBurney Corp. as Agent Affiliate of GMP Securities L.P.; Jefferies & Company, Inc.; Lehman Brothers Inc.; Merrill Lynch, Pierce, Fenner & Smith Incorporated; RBC Capital Markets Corporation; Scotia Capital (USA) Inc.; UBS Securities LLC; Westwind Partners (USA) Inc. BlackRock Global Science & Technology Opportunities 12/14/06 ISILON SYSTEMS INC. Morgan Stanley & Co., Needham & Company, RBC Capital Markets Corp 1,300 shares 13.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated 7.00% 65,000 shares 0.8% 12/14/06 Morgan Stanley & Co. Incorporated; Merrill Lynch, Pierce, Fenner & Smith Incorporated; Needham & Company, LLC; RBC Capital Markets Corporation" BlackRock U.S. Opportunities 12/14/06 ISILON SYSTEMS INC. Morgan Stanley & Co., Needham & Company, RBC Capital Markets Corp 10,000 shares 13.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated 7.00% 65,000 shares 0.8% 12/14/06 Morgan Stanley & Co. Incorporated; Merrill Lynch, Pierce, Fenner & Smith Incorporated; Needham & Company, LLC; RBC Capital Markets Corporation BlackRock Total Return 11/01/06 IDEARC INC JP Morgan Securities Inc. $195,000 " 100.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated 2.25% $90,000,000 3.2% 11/01/06 J.P. Morgan Securities Inc.; Bear, Stearns & Co. Inc.; Banc of America Securities LLC; Barclays Capital Inc.; Citigroup Global Markets Inc.; ABN AMRO Incorporated; Credit Suisse Securities (USA) LLC; Goldman, Sachs & Co.; Merrill Lynch, Pierce, Fenner & Smith Incorporated; Morgan Stanley & Co. Incorporated; Greenwich Capital Markets, Inc.; Lehman Brothers Inc.; Mitsubishi UFJ Securities International plc; RBC Capital Markets Corporation; UBS Securities LLC; Wachovia Capital Markets, LLC" BlackRock High Yield Bond 11/01/06 IDEARC INC JP Morgan Securities Inc. $10,650,000 100.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated 2.25% $90,000,000 3.2% 11/01/06 J.P. Morgan Securities Inc.; Bear, Stearns & Co. Inc.; Banc of America Securities LLC; Barclays Capital Inc.; Citigroup Global Markets Inc.; ABN AMRO Incorporated; Credit Suisse Securities (USA) LLC; Goldman, Sachs & Co.; Merrill Lynch, Pierce, Fenner & Smith Incorporated; Morgan Stanley & Co. Incorporated; Greenwich Capital Markets, Inc.; Lehman Brothers Inc.; Mitsubishi UFJ Securities International plc; RBC Capital Markets Corporation; UBS Securities LLC; Wachovia Capital Markets, LLC BlackRock High Yield Bond 11/30/06 UNITED AUTO GROUP INC JP Morgan Securities Inc. $4,000,000 100.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated 1.00% $29,997,500 0.7% 11/30/06 JPMorgan; Banc of America Securities LLC; Merrill Lynch & Co.; Wachovia Securities BlackRock High Yield Bond 12/04/06 UNITED AUTO GROUP INC JP Morgan Securities Inc. $1,300,000 " 100.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated 1.00% $29,997,500 0.7% 12/04/06 JPMorgan; Banc of America Securities LLC; Merrill Lynch & Co.; Wachovia Securities BlackRock High Yield Bond 12/07/06 FORD MOTOR COMPANY Citicorp Group $5,825,000 100.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated 2.00% $49,950,000 1.1% 12/07/06 Citigroup Global Markets Inc.; Goldman, Sachs & Co.; J.P. Morgan Securities Inc.; Deutsche Bank Securities Inc.; Lehman Brothers Inc.; Merrill Lynch, Pierce, Fenner & Smith Incorporated; Morgan Stanley & Co. Incorporated; BNP Paribas Securities Corp.; HSBC Securities (USA) Inc.; The Royal Bank of Scotland plc; ABN AMRO Rothschild LLC; Barclays Capital Inc.; Credit Suisse Securities (USA) LLC; UBS Securities LLC; Scotia Capital (USA) Inc.; Bear, Stearns & Co. Inc.; Calyon Securities (USA) Inc.; Comerica Securities, Inc.; Dresdner Kleinwort Wasserstein Securities LLC; Harris Nesbitt Corp.; BNY Capital Markets, Inc.; Fortis Securities LLC; PNC Capital Markets, Inc.; Wells Fargo Securities, LLC BlackRock High Yield Bond 12/07/06 FORD MOTOR COMPANY JP Morgan Securities Inc. $2,528,900 104.50 Merrill Lynch, Pierce, Fenner & Smith Incorporated 2.00% $49,950,000 1.8% 12/07/06 Citigroup Global Markets Inc.; Goldman, Sachs & Co.; J.P. Morgan Securities Inc.; Deutsche Bank Securities Inc.; Lehman Brothers Inc.; Merrill Lynch, Pierce, Fenner & Smith Incorporated; Morgan Stanley & Co. Incorporated; BNP Paribas Securities Corp.; HSBC Securities (USA) Inc.; The Royal Bank of Scotland plc; ABN AMRO Rothschild LLC; Barclays Capital Inc.; Credit Suisse Securities (USA) LLC; UBS Securities LLC; Scotia Capital (USA) Inc.; Bear, Stearns & Co. Inc.; Calyon Securities (USA) Inc.; Comerica Securities, Inc.; Dresdner Kleinwort Wasserstein Securities LLC; Harris Nesbitt Corp.; BNY Capital Markets, Inc.; Fortis Securities LLC; PNC Capital Markets, Inc.; Wells Fargo Securities, LLC BlackRock High Yield Bond 12/07/06 FORD MOTOR COMPANY Deutsche Bank Securities Inc. $1,262,938 " 104.38 Merrill Lynch, Pierce, Fenner & Smith Incorporated 2.00% $49,950,000 4.0% 12/07/06 Citigroup Global Markets Inc.; Goldman, Sachs & Co.; J.P. Morgan Securities Inc.; Deutsche Bank Securities Inc.; Lehman Brothers Inc.; Merrill Lynch, Pierce, Fenner & Smith Incorporated; Morgan Stanley & Co. Incorporated; BNP Paribas Securities Corp.; HSBC Securities (USA) Inc.; The Royal Bank of Scotland plc; ABN AMRO Rothschild LLC; Barclays Capital Inc.; Credit Suisse Securities (USA) LLC; UBS Securities LLC; Scotia Capital (USA) Inc.; Bear, Stearns & Co. Inc.; Calyon Securities (USA) Inc.; Comerica Securities, Inc.; Dresdner Kleinwort Wasserstein Securities LLC; Harris Nesbitt Corp.; BNY Capital Markets, Inc.; Fortis Securities LLC; PNC Capital Markets, Inc.; Wells Fargo Securities, LLC BlackRock High Yield Bond 12/11/06 FORD MOTOR CREDIT COMPANY Morgan Stanley & Co. $4,817,778 98.32 Merrill Lynch, Pierce, Fenner & Smith Incorporated 0.66% $45,000,000 3.0% 12/11/06 Deutsche Bank Securities; Goldman, Sachs & Co.; Lehman Brothers; Merrill Lynch & Co.; Morgan Stanley BlackRock High Yield Bond 12/11/06 FORD MOTOR CREDIT COMPANY Morgan Stanley & Co. $6,419,270 98.76 Merrill Lynch, Pierce, Fenner & Smith Incorporated 0.66% $49,950,000 3.3% 12/11/06 Deutsche Bank Securities; Goldman, Sachs & Co.; Lehman Brothers; Merrill Lynch & Co.; Morgan Stanley BlackRock High Yield Bond 12/13/06 NAVIOS MARITIME HOLDINGS INC JP Morgan Securities Inc. $3,674,692 99.32 Merrill Lynch, Pierce, Fenner & Smith Incorporated 1.30% $30,000,000 2.4% 12/13/06 Merrill Lynch, Pierce, Fenner & Smith Incorporated; J.P. Morgan Securities Inc.; Banc of America Securities LLC; S. Goldman Advisors LLC BlackRock Total Return II 12/14/06 METLIFE INC Goldman Sachs & Co. $6,400,000 99.82 Merrill Lynch, Pierce, Fenner & Smith Incorporated 1.00% $85,000,000 4.0% 12/14/06 Goldman, Sachs & Co.; J.P. Morgan Securities Inc.; Merrill, Lynch, Pierce, Fenner & Smith Incorporated; HSBC Securities (USA) Inc.; Banc of America Securities, LLC; Deutsche Bank Securities Inc.; Lehman Brothers Inc.; Morgan Stanley & Co. Incorporated; Wachovia Capital Markets LLC; Guzman & Company; Samuel A. Ramirez & Company, Inc.; Muriel Siebert & Co., Inc.; Toussaint Capital Partners, LLC; The Williams Capital Group, L.P. BlackRock Total Return 12/14/06 METLIFE INC Goldman Sachs & Co. $908,326 99.82 Merrill Lynch, Pierce, Fenner & Smith Incorporated 1.00% $85,000,000 4.0% 12/14/06 Goldman, Sachs & Co.; J.P. Morgan Securities Inc.; Merrill, Lynch, Pierce, Fenner & Smith Incorporated; HSBC Securities (USA) Inc.; Banc of America Securities, LLC; Deutsche Bank Securities Inc.; Lehman Brothers Inc.; Morgan Stanley & Co. Incorporated; Wachovia Capital Markets LLC; Guzman & Company; Samuel A. Ramirez & Company, Inc.; Muriel Siebert & Co., Inc.; Toussaint Capital Partners, LLC; The Williams Capital Group, L.P. BlackRock Managed Income 12/14/06 METLIFE INC Goldman Sachs & Co. $1,562,120 99.82 Merrill Lynch, Pierce, Fenner & Smith Incorporated 1.00% $85,000,000 4.0% 12/14/06 Goldman, Sachs & Co.; J.P. Morgan Securities Inc.; Merrill, Lynch, Pierce, Fenner & Smith Incorporated; HSBC Securities (USA) Inc.; Banc of America Securities, LLC; Deutsche Bank Securities Inc.; Lehman Brothers Inc.; Morgan Stanley & Co. Incorporated; Wachovia Capital Markets LLC; Guzman & Company; Samuel A. Ramirez & Company, Inc.; Muriel Siebert & Co., Inc.; Toussaint Capital Partners, LLC; The Williams Capital Group, L.P. BlackRock High Yield Bond 01/09/07 INTELSAT (BERMUDA) LTD Deutsche Bank Securities Inc. $4,750,000 100.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated 2.25% $30,000,000 5.0% 01/09/07 Deutsche Bank Securities; Lehman Brothers; Citigroup; Credit Suisse; Bear, Stearns & Co. Inc.; Goldman, Sachs & Co.; Merrill Lynch & Co.; BNP Paribas; JPMorgan; RBS Greenwich Capital BlackRock High Yield Bond 01/18/07 OPEN SOLUTIONS INC Wachovia Securities Inc. $2,300,000 100.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated 2.25% $11,950,000 3.7% 01/18/07 Wachovia Securities; JPMorgan; Merrill Lynch & Co.; GE Capital Markets, Inc. BlackRock High Yield Bond 02/01/07 YANKEE CANDLE CORP Lehman Brothers Inc. $1,050,000 100.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated 2.50% $7,000,000 3.5% 02/01/07 Lehman Brothers Inc.; Merrill Lynch, Pierce, Fenner & Smith Incorporated BlackRock High Yield Bond 02/01/07 YANKEE CANDLE CORP Lehman Brothers Inc. $1,300,000 100.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated 2.25% $7,995,000 2.5% 02/01/07 Lehman Brothers Inc.; Merrill Lynch, Pierce, Fenner & Smith Incorporated BlackRock Aurora 02/08/07 FORTRESS INVESTMENT GROUP L.L.C. Lehman Brothers Inc. 35,400 shares 18.50 Merrill Lynch, Pierce, Fenner & Smith Incorporated 6.00% 568, 233 shares 1.8% 02/08/07 Goldman, Sachs & Co.; Lehman Brothers Inc.; Banc of America Securities LLC; Citigroup Global Markets Inc.; Deutsche Bank Securities Inc.; Bear, Stearns & Co. Inc.; Lazard Capital Markets LLC; Merrill Lynch, Pierce, Fenner & Smith Incorporated; Morgan Stanley & Co. Incorporated; Wells Fargo Securities, LLC; Friedman, Billings, Ramsey & Co., Inc.; Jefferies & Company, Inc.; JMP Securities LLC; Keybanc Capital Markets, a Division of McDonald Investments Inc.; Sandler O'Neill & Partners, L.P. BlackRock Capital Appreciation 02/08/07 FORTRESS INVESTMENT GROUP L.L.C. Lehman Brothers Inc. 1,400 shares 18.50 Merrill Lynch, Pierce, Fenner & Smith Incorporated 6.00% 568, 233 shares 1.8% 02/08/07 Goldman, Sachs & Co.; Lehman Brothers Inc.; Banc of America Securities LLC; Citigroup Global Markets Inc.; Deutsche Bank Securities Inc.; Bear, Stearns & Co. Inc.; Lazard Capital Markets LLC; Merrill Lynch, Pierce, Fenner & Smith Incorporated; Morgan Stanley & Co. Incorporated; Wells Fargo Securities, LLC; Friedman, Billings, Ramsey & Co., Inc.; Jefferies & Company, Inc.; JMP Securities LLC; Keybanc Capital Markets, a Division of McDonald Investments Inc.; Sandler O'Neill & Partners, L.P. BlackRock Mid-Cap Growth Equity 02/08/07 FORTRESS INVESTMENT GROUP L.L.C. Lehman Brothers Inc. 3,000 shares 18.50 Merrill Lynch, Pierce, Fenner & Smith Incorporated 6.00% 568, 233 shares 1.8% 02/08/07 Goldman, Sachs & Co.; Lehman Brothers Inc.; Banc of America Securities LLC; Citigroup Global Markets Inc.; Deutsche Bank Securities Inc.; Bear, Stearns & Co. Inc.; Lazard Capital Markets LLC; Merrill Lynch, Pierce, Fenner & Smith Incorporated; Morgan Stanley & Co. Incorporated; Wells Fargo Securities, LLC; Friedman, Billings, Ramsey & Co., Inc.; Jefferies & Company, Inc.; JMP Securities LLC; Keybanc Capital Markets, a Division of McDonald Investments Inc.; Sandler O'Neill & Partners, L.P. BlackRock Mid-Cap Value Equity 02/08/07 FORTRESS INVESTMENT GROUP L.L.C. Lehman Brothers Inc. 26,800 shares 18.50 Merrill Lynch, Pierce, Fenner & Smith Incorporated 6.00% 568, 233 shares 1.8% 02/08/07 Goldman, Sachs & Co.; Lehman Brothers Inc.; Banc of America Securities LLC; Citigroup Global Markets Inc.; Deutsche Bank Securities Inc.; Bear, Stearns & Co. Inc.; Lazard Capital Markets LLC; Merrill Lynch, Pierce, Fenner & Smith Incorporated; Morgan Stanley & Co. Incorporated; Wells Fargo Securities, LLC; Friedman, Billings, Ramsey & Co., Inc.; Jefferies & Company, Inc.; JMP Securities LLC; Keybanc Capital Markets, a Division of McDonald Investments Inc.; Sandler O'Neill & Partners, L.P. BlackRock Small/Mid Cap Growth 02/08/07 FORTRESS INVESTMENT GROUP L.L.C. Lehman Brothers Inc. 1,700 shares 18.50 Merrill Lynch, Pierce, Fenner & Smith Incorporated 6.00% 568, 233 shares 1.8% 02/08/07 Goldman, Sachs & Co.; Lehman Brothers Inc.; Banc of America Securities LLC; Citigroup Global Markets Inc.; Deutsche Bank Securities Inc.; Bear, Stearns & Co. Inc.; Lazard Capital Markets LLC; Merrill Lynch, Pierce, Fenner & Smith Incorporated; Morgan Stanley & Co. Incorporated; Wells Fargo Securities, LLC; Friedman, Billings, Ramsey & Co., Inc.; Jefferies & Company, Inc.; JMP Securities LLC; Keybanc Capital Markets, a Division of McDonald Investments Inc.; Sandler O'Neill & Partners, L.P. BlackRock U.S. Opportunities 02/08/07 FORTRESS INVESTMENT GROUP L.L.C. Lehman Brothers Inc. 1,900 shares " 18.50 Merrill Lynch, Pierce, Fenner & Smith Incorporated 6.00% 568, 233 shares 1.8% 02/08/07 Goldman, Sachs & Co.; Lehman Brothers Inc.; Banc of America Securities LLC; Citigroup Global Markets Inc.; Deutsche Bank Securities Inc.; Bear, Stearns & Co. Inc.; Lazard Capital Markets LLC; Merrill Lynch, Pierce, Fenner & Smith Incorporated; Morgan Stanley & Co. Incorporated; Wells Fargo Securities, LLC; Friedman, Billings, Ramsey & Co., Inc.; Jefferies & Company, Inc.; JMP Securities LLC; Keybanc Capital Markets, a Division of McDonald Investments Inc.; Sandler O'Neill & Partners, L.P. BlackRock Aurora 02/08/07 FORTRESS INVESTMENT GROUP L.L.C. McDonald Investments Inc. 700 shares 18.50 Merrill Lynch, Pierce, Fenner & Smith Incorporated 6.00% 568, 233 shares 1.8% 02/08/07 Goldman, Sachs & Co.; Lehman Brothers Inc.; Banc of America Securities LLC; Citigroup Global Markets Inc.; Deutsche Bank Securities Inc.; Bear, Stearns & Co. Inc.; Lazard Capital Markets LLC; Merrill Lynch, Pierce, Fenner & Smith Incorporated; Morgan Stanley & Co. Incorporated; Wells Fargo Securities, LLC; Friedman, Billings, Ramsey & Co., Inc.; Jefferies & Company, Inc.; JMP Securities LLC; Keybanc Capital Markets, a Division of McDonald Investments Inc.; Sandler O'Neill & Partners, L.P. BlackRock Mid-Cap Growth Equity 02/08/07 FORTRESS INVESTMENT GROUP L.L.C. McDonald Investments Inc. 100 shares 18.50 Merrill Lynch, Pierce, Fenner & Smith Incorporated 6.00% 568, 233 shares 1.8% 02/08/07 Goldman, Sachs & Co.; Lehman Brothers Inc.; Banc of America Securities LLC; Citigroup Global Markets Inc.; Deutsche Bank Securities Inc.; Bear, Stearns & Co. Inc.; Lazard Capital Markets LLC; Merrill Lynch, Pierce, Fenner & Smith Incorporated; Morgan Stanley & Co. Incorporated; Wells Fargo Securities, LLC; Friedman, Billings, Ramsey & Co., Inc.; Jefferies & Company, Inc.; JMP Securities LLC; Keybanc Capital Markets, a Division of McDonald Investments Inc.; Sandler O'Neill & Partners, L.P. BlackRock Mid-Cap Value Equity 02/08/07 FORTRESS INVESTMENT GROUP L.L.C. McDonald Investments Inc. 600 shares 18.50 Merrill Lynch, Pierce, Fenner & Smith Incorporated 6.00% 568, 233 shares 1.8% 02/08/07 Goldman, Sachs & Co.; Lehman Brothers Inc.; Banc of America Securities LLC; Citigroup Global Markets Inc.; Deutsche Bank Securities Inc.; Bear, Stearns & Co. Inc.; Lazard Capital Markets LLC; Merrill Lynch, Pierce, Fenner & Smith Incorporated; Morgan Stanley & Co. Incorporated; Wells Fargo Securities, LLC; Friedman, Billings, Ramsey & Co., Inc.; Jefferies & Company, Inc.; JMP Securities LLC; Keybanc Capital Markets, a Division of McDonald Investments Inc.; Sandler O'Neill & Partners, L.P. BlackRock High Yield Bond 02/15/07 ARCHER DANIELS MIDLAND Citigroup Global Markets Inc. $1,150,000 100.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated 1.25% $4,025,000 0.4% 02/15/07 Citigroup Global Markets Inc.; J.P. Morgan Securities Inc.; Merrill Lynch, Pierce, Fenner & Smith Incorporated; Banc of America Securities LLC; Barclays Capital Inc.; BNP Paribas Securities Corp.; Deutsche Bank Securities Inc.; Goldman, Sachs & Co.; HSBC Securities (USA) Inc. BlackRock High Yield Bond 02/22/07 AMERICAN AXLE & MANUFACTURING INC JP Morgan Securities Inc. $1,960,000 100.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated 1.50% $9,990,000 3.3% 02/22/07 ".P. Morgan Securities Inc.; Banc of America Securities LLC; ABN AMRO Incorporated; Wachovia Capital Markets, LLC.; BNP Paribas Securities Corp.; Comerica Securities, Inc.; KeyBanc Capital Markets, a division of McDonald Investment Inc.; Lazard Capital Markets LLC; Merrill Lynch, Pierce, Fenner & Smith Incorporated; Mizuho Securities USA Inc.; Piper Jaffray & Co.; SunTrust Capital Markets, Inc. BlackRock Capital Appreciation 03/07/07 CLEARWIRE CORP. JP Morgan Securities Inc. 11,300 shares 25.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated 6.00% 177,500 shares 0.7% 03/07/07 Merrill Lynch, Pierce, Fenner & Smith; Morgan Stanley & Co. Incorporated; J.P. Morgan Securities Inc.; Wachovia Capital Markets, LLC; Bear, Stearns & Co. Incorporated; Citigroup Global Markets Inc.; Jefferies & Company, Inc.; Raymond James & Associates, Inc.; ThinkEquity Partners LLC; S tifel, Nicolaus & Company, Incorporated; D.A. Davidson & Co.; A.G. Edwards & Sons, Inc.; JMP Securities LLC; McAdams Wright Ragen, Inc.; Morgan Keegan & Company, Inc.; Susquehanna Financial Group, LLLP; Wedbush Morgan Securities Inc.; Wells Fargo Securities, LLC BlackRock Mid-Cap Growth Equity 03/07/07 CLEARWIRE CORP. JP Morgan Securities Inc. 24,500 shares 25.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated 6.00% 177,500 shares 0.7% 03/07/07 Merrill Lynch, Pierce, Fenner & Smith; Morgan Stanley & Co. Incorporated; J.P. Morgan Securities Inc.; Wachovia Capital Markets, LLC; Bear, Stearns & Co. Incorporated; Citigroup Global Markets Inc.; Jefferies & Company, Inc.; Raymond James & Associates, Inc.; ThinkEquity Partners LLC; Stifel, Nicolaus & Company, Incorporated; D.A. Davidson & Co.; A.G. Edwards & Sons, Inc.; JMP Securities LLC; McAdams Wright Ragen, Inc.; Morgan Keegan & Company, Inc.; Susquehanna Financial Group, LLLP; Wedbush Morgan Securities Inc.; Wells Fargo Securities, LLC BlackRock Small/Mid Cap Growth 03/07/07 CLEARWIRE CORP. JP Morgan Securities Inc. 11,200 shares 25.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated 6.00% 177,500 shares 0.7% 03/07/07 Merrill Lynch, Pierce, Fenner & Smith; Morgan Stanley & Co. Incorporated; J.P. Morgan Securities Inc.; Wachovia Capital Markets, LLC; Bear, Stearns & Co. Incorporated; Citigroup Global Markets Inc.; Jefferies & Company, Inc.; Raymond James & Associates, Inc.; ThinkEquity Partners LLC; Stifel, Nicolaus & Company, Incorporated; D.A. Davidson & Co.; A.G. Edwards & Sons, Inc.; JMP Securities LLC; McAdams Wright Ragen, Inc.; Morgan Keegan & Company, Inc.; Susquehanna Financial Group, LLLP; Wedbush Morgan Securities Inc.; Wells Fargo Securities, LLC BlackRock High Yield Bond 03/07/07 GENERAL NUTRITION CENTERS INC. JP Morgan Securities Inc. $9,085,000 99.00 "Merrill Lynch, Pierce, Fenner & Smith Incorporated" 2.50% $65,010,000 21.7% 03/07/07 J.P. Morgan Securities Inc.; Goldman, Sachs & Co.; Lehman Brothers Inc.; Merrill Lynch, Pierce, Fenner & Smith Incorporated; BNP Paribas Securities Corp.; UBS Securities LLC BlackRock AMT-Free Municipal Bond 03/08/07 GOLDEN ST TOB SECURITIZATION CORP Bear Stearn & Co. Inc. $2,400,000 104.39 Merrill Lynch, Pierce, Fenner & Smith Incorporated 0.48% $57,808,743 1.3% 03/08/07 Bear, Stearns & Co. Inc.; Goldman, Sachs & Co.; Citigroup; First Albany Capital Inc.; M.R. Beal & Company; A.G. Edwards; Banc of America Securities LLC; E.J. De La Rosa & Co., Inc.; Fidelity Capital Markets Services; Great Pacific Securities, Inc.; Jackson Securities; JPMorgan; Lehman Brothers; Loop Capital Markets, LLC; Merrill Lynch & Company; Morgan Keegan and Co., Inc.; Morgan Stanley; Prager, Sealy & Company, LLC; Ramirez & Co., Inc.; RBC Capital Markets; Siebert Brandford Shank & Co., LLC; Southwest Securities; Stone & Youngberg, LLC; UBS Investment Bank BlackRock High Yield Bond 03/13/07 SMURFIT-STONE CONTAINER ENTERPRISE Deutsche Bank Securities Inc. $4,230,000 100.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated 0.90% $30,000,000 4.4% 03/13/07 Deutsche Bank Securities Inc.; Banc of America Securities LLC; J.P. Morgan Securities Inc.; Merrill Lynch, Pierce, Fenner & Smith Incorporated; Morgan Stanley & Co. Incorporated; UBS Securities LLC; BNY Capital Markets, Inc.; Goldman, Sachs & Co.; Scotia Capital (USA) Inc.; SG Americas Securities, LLC; Wachovia Capital Markets, LLC BlackRock High Yield Bond 03/14/07 FREEPORT-MCMORAN C & G JP Morgan Securities Inc. $16,550,000 100.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated 2.00% $100,000,000 10.0% 03/14/07 "J.P. Morgan Securities Inc.; Merrill Lynch, Pierce, Fenner & Smith Incorporated; HSBC Securities (USA) Inc.; Scotia Capital (USA) Inc.; UBS Securities LLC; ANZ Securities, Inc.; BNP Paribas Securities Corp.; Calyon Securities (USA) Inc.; Daiwa Securities SMBC Europe Limited; Greenwich Capital Markets, Inc.; HVB Capital Markets, Inc.; ING Financial Markets LLC; Mitsubishi UFJ Securities International plc; Mizuho Securities USA, Inc.; Natexis Bleichroeder Inc.; RBC Capital Markets Corporation; SG Americas Securities, LLC; Standard Chartered Bank; WestLB AG, London Branch BlackRock High Yield Bond 03/14/07 FREEPORT-MCMORAN C & G JP Morgan Securities Inc. $8,250,000 100.00 Merrill Lynch, Pierce, Fenner & Smith Incorporated 2.00% $100,000,000 10.0% 03/14/07 J.P. Morgan Securities Inc.; Merrill Lynch, Pierce, Fenner & Smith Incorporated; HSBC Securities (USA) Inc.; Scotia Capital (USA) Inc.; UBS Securities LLC; ANZ Securities, Inc.; BNP Paribas Securities Corp.; Calyon Securities (USA) Inc.; Daiwa Securities SMBC Europe Limited; Greenwich Capital Markets, Inc.; HVB Capital Markets, Inc.; ING Financial Markets LLC; Mitsubishi UFJ Securities International plc; Mizuho Securities USA, Inc.; Natexis Bleichroeder Inc.; RBC Capital Markets Corporation; SG Americas Securities, LLC; Standard Chartered Bank; WestLB AG, London Branch BlackRock AMT-Free Municipal Bond 03/21/07 NEW YORK N Y CITY MUN FIN AUTH WTR Siebert, Branford, Shank & Co. $4,400,000 96.59 Merrill Lynch, Pierce, Fenner & Smith Incorporated 0.57% $54,975,663 9.4% 03/21/07 Siebert Brandford Shank & Co., LLC; First Albany Capital, Inc.; M.R. Beal & Company; Merrill Lynch & Co.; UBS Investment Bank; A.G. Edwards & Sons, Inc.; Banc of America Securities LLC; Bear, Stearns & Co. Inc.; Citigroup; Goldman, Sachs & Co.; JPMorgan; Lehman Brothers; Loop Capital Markets LLC; Morgan Stanley; Raymond James & Associates, Inc.; Wachovia Bank, National Association; Piper Jaffray; Prager, Sealy & Co., LLC; RBC Capital Markets; Roosevelt & Cross Incorporated BlackRock Mid-Cap Growth Equity 03/29/07 TELETECH HOLDINGS INC. Citigroup Global Markets Inc. 57,300 shares 36.50 Merrill Lynch, Pierce, Fenner & Smith Incorporated 4.80% 275,500 shares 5.5% 03/29/07 Citigroup Global Markets Inc.; Morgan Stanley & Co. Incorporated; Merrill Lynch, Pierce, Fenner & Smith Incorporated; Credit Suisse Securities (USA) LLC; Craig-Hallum Capital Group LLC; Janco Partners, Inc. BlackRock Small/Mid Cap Growth 03/29/07 TELETECH HOLDINGS INC. Citigroup Global Markets Inc. 39,800 shares 36.50 Merrill Lynch, Pierce, Fenner & Smith Incorporated 4.80% 275,500 shares 5.5% 03/29/07 Citigroup Global Markets Inc.; Morgan Stanley & Co. Incorporated; Merrill Lynch, Pierce, Fenner & Smith Incorporated; Credit Suisse Securities (USA) LLC; Craig-Hallum Capital Group LLC; Janco Partners, Inc. EX-99.77P EXMPT INFO 4 blackrock77p.txt BLACKROCK FUNDS ITEM 77.P EXHIBIT Pursuant to Exemptive Order ICA Release No. 15520 dated January 5, 1987, the following schedule enumerates the transactions with Merrill Lynch, Pierce, Fenner & Smith Incorporated. Municipal Money Market Portfolio TRADE DATE 10/03/06 BUY/SELL SELL SECURITY DESCRIPTION DENVER COLO URB REN - PT 999 RATE 3.46 MATURITY DATE 12/01/24 AMOUNT (In Thousands) $1,500 TRADE DATE 03/06/07 BUY/SELL SELL SECURITY DESCRIPTION PLEASANT VALLEY CALIF SD PT-2783 RATE 3.50 MATURITY DATE 08/01/31 AMOUNT (In Thousands) $150 North Carolina Municipal Money Market Portfolio TRADE DATE 02/15/07 BUY/SELL SELL SECURITY DESCRIPTION NORTH CAROLINA MED BAPTISTS RATE 3.62 MATURITY DATE 06/01/12 AMOUNT (In Thousands) $200 TADE DATE 02/23/07 BUY/SELL SELL SECURITY DESCRIPTION PUERTO RICO GDB RATE 3.45 MATURITY DATE 12/01/15 AMOUNT (In Thousands) $100 Ohio Municipal Money Market Portfolio TRADE DATE 11/13/06 BUY/SELL BUY SECURITY DESCRIPTION OHIO STATE UNIVERSITY RATE 3.65 MATURITY DATE 11/14/06 AMOUNT (In Thousands) $8,775 New Jersey Municipal Money Market Portfolio TRADE DATE 12/06/06 BUY/SELL SELL SECURITY DESCRIPTION PUERTO RICO GDB RATE 3.28 MATURITY DATE 12/01/15 AMOUNT (In Thousands) $3,100 Virginia Municipal Money Market Portfolio TRADE DATE 10/18/06 BUY/SELL SELL SECURITY DESCRIPTION HARRISONBURG VA INDL DEV AUTH RATE 3.56 MATURITY DATE 12/01/21 AMOUNT (In Thousands) $200 -----END PRIVACY-ENHANCED MESSAGE-----