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.