-----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, HkgzIPqa3sCIYAJnJeJey40/9sZO1mMDOlYaZpK1TyDkss2ExVpcphLHy+jpGy2J kBT0bIT0sYDlGIpgtq6K2w== 0000897436-02-000313.txt : 20021030 0000897436-02-000313.hdr.sgml : 20021030 20021030121407 ACCESSION NUMBER: 0000897436-02-000313 CONFORMED SUBMISSION TYPE: NSAR-A PUBLIC DOCUMENT COUNT: 5 CONFORMED PERIOD OF REPORT: 20020831 FILED AS OF DATE: 20021030 EFFECTIVENESS DATE: 20021030 FILER: COMPANY DATA: COMPANY CONFORMED NAME: GMO TRUST CENTRAL INDEX KEY: 0000772129 STATE OF INCORPORATION: MA FISCAL YEAR END: 0831 FILING VALUES: FORM TYPE: NSAR-A SEC ACT: 1940 Act SEC FILE NUMBER: 811-04347 FILM NUMBER: 02802421 BUSINESS ADDRESS: STREET 1: 40 ROWES WHARF CITY: BOSTON STATE: MA ZIP: 02110 BUSINESS PHONE: 6173307500 MAIL ADDRESS: STREET 1: 40 ROWES WHARF CITY: BOSTON STATE: MA ZIP: 02110 FORMER COMPANY: FORMER CONFORMED NAME: GMO CORE TRUST DATE OF NAME CHANGE: 19900927 NSAR-A 1 answer.fil PAGE 1 000 A000000 08/31/2002 000 C000000 0000772129 000 D000000 N 000 E000000 NF 000 F000000 Y 000 G000000 N 000 H000000 N 000 I000000 6.1 000 J000000 A 001 A000000 GMO TRUST 001 B000000 811-4347 001 C000000 6173307500 002 A000000 40 ROWES WHARF 002 B000000 BOSTON 002 C000000 MA 002 D010000 02110 003 000000 N 004 000000 N 005 000000 N 006 000000 N 007 A000000 Y 007 B000000 39 007 C010100 1 007 C020100 GMO U.S. CORE FUND 007 C030100 N 007 C010200 2 007 C010300 3 007 C020300 GMO INTERNATIONAL INTRINSIC VALUE FUND 007 C030300 N 007 C010400 4 007 C020400 GMO GROWTH FUND 007 C030400 N 007 C010500 5 007 C020500 GMO PELICAN FUND 007 C030500 N 007 C010600 6 007 C020600 GMO SHORT-TERM INCOME FUND 007 C030600 N 007 C010700 7 007 C010800 8 007 C020800 GMO VALUE FUND 007 C030800 N 007 C010900 9 007 C020900 GMO TOBACCO-FREE CORE FUND 007 C030900 N 007 C011000 10 007 C011100 11 007 C021100 GMO SMALL CAP VALUE FUND 007 C031100 N 007 C011200 12 007 C011300 13 PAGE 2 007 C021300 GMO INTERNATIONAL SMALL COMPANIES FUND 007 C031300 N 007 C011400 14 007 C021400 GMO U.S. SECTOR FUND 007 C031400 N 007 C011500 15 007 C021500 GMO EMERGING MARKETS FUND 007 C031500 N 007 C011600 16 007 C021600 GMO INTERNATIONAL BOND FUND 007 C031600 N 007 C011700 17 007 C021700 GMO EMERGING COUNTRY DEBT FUND 007 C031700 N 007 C011800 18 007 C021800 GMO GLOBAL HEDGED EQUITY FUND 007 C031800 N 007 C011900 19 007 C021900 GMO DOMESTIC BOND FUND 007 C031900 N 007 C012000 20 007 C022000 GMO CURRENCY HEDGED INTERNATIONAL BOND FUND 007 C032000 N 007 C012100 21 007 C022100 GMO CURRENCY HEDGED INTERNATIONAL EQUITY FUND 007 C032100 N 007 C012200 22 007 C022200 GMO GLOBAL BOND FUND 007 C032200 N 007 C012300 23 007 C022300 GMO REAL ESTATE FUND 007 C032300 N 007 C012400 24 007 C022400 GMO FOREIGN FUND 007 C032400 N 007 C012500 25 007 C022500 GMO WORLD BALANCED ALLOCATION FUND 007 C032500 N 007 C012600 26 007 C022600 GMO GLOBAL BALANCED ALLOCATION FUND 007 C032600 N 007 C012700 27 007 C022700 GMO SMALL CAP GROWTH FUND 007 C032700 N 007 C012800 28 007 C022800 GMO INTERNATIONAL EQUITY ALLOCATION FUND 007 C032800 N 007 C012900 29 007 C022900 GMO GLOBAL (US+) EQUITY ALLOCATION FUND 007 C032900 N 007 C013000 30 PAGE 3 007 C013100 31 007 C023100 GMO INFLATION INDEXED BOND FUND 007 C033100 N 007 C013200 32 007 C023200 GMO CORE PLUS BOND FUND 007 C033200 N 007 C013300 33 007 C013400 34 007 C023400 GMO EMERGING COUNTRIES FUND 007 C033400 N 007 C013500 35 007 C023500 GMO ASIA FUND 007 C033500 N 007 C013600 36 007 C023600 GMO TAX-MANAGED U.S. EQUITIES FUND 007 C033600 N 007 C013700 37 007 C023700 GMO TAX-MANAGED INTERNATIONAL EQUITIES FUND 007 C033700 N 007 C013800 38 007 C023800 GMO EMERGING COUNTRY DEBT SHARE FUND 007 C033800 N 007 C013900 39 007 C023900 GMO INTRINSIC VALUE FUND 007 C033900 N 007 C014000 40 007 C024000 GMO TAX-MANAGED SMALL COMPANIES FUND 007 C034000 N 007 C014100 41 007 C024100 GMO ALPHA LIBOR FUND 007 C034100 N 007 C014200 42 007 C024200 GMO FOREIGN SMALL COMPANIES FUND 007 C034200 N 007 C014300 43 007 C024300 GMO INTERNATIONAL DISCIPLINED EQUITY FUND 007 C034300 N 007 C014400 44 007 C024400 GMO INTERNATIONAL GROWTH FUND 007 C034400 N 007 C014500 45 007 C024500 GMO INTERNATIONAL CORE PLUS ALLOCATION FUND 007 C034500 N 007 C014600 46 007 C014700 47 007 C014800 48 007 C014900 49 007 C015000 50 007 C015100 51 007 C015200 52 007 C015300 53 PAGE 4 007 C015400 54 007 C015500 55 007 C015600 56 007 C015700 57 007 C015800 58 007 C015900 59 007 C016000 60 008 A00AA01 GRANTHAM, MAYO, VAN OTTERLOO & CO. 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D000400 0 042 E000400 0 042 F000400 0 042 G000400 0 042 H000400 0 043 000400 0 044 000400 0 045 000400 Y 046 000400 N 047 000400 Y 048 000400 0.330 048 A010400 0 048 A020400 0.000 048 B010400 0 048 B020400 0.000 048 C010400 0 048 C020400 0.000 048 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 0 048 J020400 0.000 048 K010400 0 048 K020400 0.000 055 A000400 N 055 B000400 N 056 000400 Y 057 000400 N 058 A000400 N 059 000400 Y PAGE 19 060 A000400 N 060 B000400 N 061 000400 1000000 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 0.0 066 A000400 Y 066 B000400 N 066 C000400 N 066 D000400 Y 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 070 G010400 Y 070 G020400 N 070 H010400 Y 070 H020400 N 070 I010400 N 070 I020400 N 070 J010400 Y PAGE 20 070 J020400 N 070 K010400 Y 070 K020400 Y 070 L010400 Y 070 L020400 Y 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 59734 071 B000400 47166 071 C000400 104727 071 D000400 45 072 A000400 6 072 B000400 26 072 C000400 530 072 D000400 0 072 E000400 0 072 F000400 181 072 G000400 0 072 H000400 0 072 I000400 0 072 J000400 21 072 K000400 0 072 L000400 0 072 M000400 1 072 N000400 6 072 O000400 0 072 P000400 0 072 Q000400 0 072 R000400 18 072 S000400 3 072 T000400 0 072 U000400 0 072 V000400 0 072 W000400 84 072 X000400 314 072 Y000400 48 072 Z000400 290 072AA000400 0 072BB000400 5843 072CC010400 0 072CC020400 13409 PAGE 21 072DD010400 306 072DD020400 0 072EE000400 0 073 A010400 0.0500 073 A020400 0.0000 073 B000400 0.0000 073 C000400 0.0000 074 A000400 0 074 B000400 4033 074 C000400 2271 074 D000400 0 074 E000400 0 074 F000400 104978 074 G000400 0 074 H000400 0 074 I000400 2899 074 J000400 2762 074 K000400 9 074 L000400 69 074 M000400 0 074 N000400 117021 074 O000400 4064 074 P000400 44 074 Q000400 0 074 R010400 0 074 R020400 0 074 R030400 0 074 R040400 4582 074 S000400 0 074 T000400 108331 074 U010400 7144 074 U020400 0 074 V010400 15.16 074 V020400 0.00 074 W000400 0.0000 074 X000400 35 074 Y000400 615 075 A000400 0 075 B000400 108993 076 000400 0.00 012 A000501 BOSTON FINANCIAL DATA SERVICES 012 B000501 84-00896 012 C010501 NORTH QUINCY 012 C020501 MA 012 C030501 02171 015 A000501 STATE STREET BANK & TRUST COMPANY 015 B000501 C 015 C010501 BOSTON 015 C020501 MA 015 C030501 02110 015 E010501 X PAGE 22 024 000500 Y 025 A000501 BEAR STEARNS COS INC 025 B000501 13-3299429 025 C000501 E 025 D000501 543 025 A000502 CITIGROUP INC 025 B000502 13-3039426 025 C000502 E 025 D000502 1670 025 A000503 TRAVELERS PROPERTY CASUALTY CORP, CLASS A 025 B000503 13-3039426 025 C000503 E 025 D000503 1045 025 A000504 TRAVELERS PROPERTY CASUALTY CORP, CLASS B 025 B000504 13-3039426 025 C000504 E 025 D000504 74 025 A000505 STATE STREET BANK AND TRUST CO 025 B000505 04-1867445 025 C000505 D 025 D000505 2480 025 D000506 0 025 D000507 0 025 D000508 0 028 A010500 1328 028 A020500 0 028 A030500 0 028 A040500 1190 028 B010500 698 028 B020500 349 028 B030500 0 028 B040500 3843 028 C010500 1516 028 C020500 0 028 C030500 0 028 C040500 1832 028 D010500 405 028 D020500 0 028 D030500 0 028 D040500 2095 028 E010500 516 028 E020500 6432 028 E030500 0 028 E040500 2256 028 F010500 434 028 F020500 0 028 F030500 0 028 F040500 1603 028 G010500 4897 028 G020500 6781 028 G030500 0 PAGE 23 028 G040500 12819 028 H000500 0 037 000500 N 038 000500 0 039 000500 N 040 000500 N 041 000500 N 042 A000500 0 042 B000500 0 042 C000500 0 042 D000500 0 042 E000500 0 042 F000500 0 042 G000500 0 042 H000500 0 043 000500 0 044 000500 0 045 000500 Y 046 000500 N 047 000500 Y 048 000500 0.750 048 A010500 0 048 A020500 0.000 048 B010500 0 048 B020500 0.000 048 C010500 0 048 C020500 0.000 048 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 0 048 K020500 0.000 055 A000500 N 055 B000500 N 056 000500 Y 057 000500 N 058 A000500 N 059 000500 Y 060 A000500 Y 060 B000500 Y PAGE 24 061 000500 5000 062 A000500 N 062 B000500 0.0 062 C000500 0.0 062 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 0.0 062 L000500 0.0 062 M000500 0.0 062 N000500 0.0 062 O000500 0.0 062 P000500 0.0 062 Q000500 0.0 062 R000500 0.0 066 A000500 Y 066 B000500 N 066 C000500 N 066 D000500 Y 066 E000500 N 066 F000500 N 066 G000500 N 067 000500 N 068 A000500 N 068 B000500 N 069 000500 N 070 A010500 Y 070 A020500 Y 070 B010500 Y 070 B020500 N 070 C010500 N 070 C020500 N 070 D010500 Y 070 D020500 N 070 E010500 N 070 E020500 N 070 F010500 Y 070 F020500 N 070 G010500 Y 070 G020500 N 070 H010500 Y 070 H020500 N 070 I010500 N 070 I020500 N 070 J010500 Y 070 J020500 N 070 K010500 Y PAGE 25 070 K020500 N 070 L010500 Y 070 L020500 Y 070 M010500 Y 070 M020500 N 070 N010500 Y 070 N020500 N 070 O010500 Y 070 O020500 N 070 P010500 Y 070 P020500 N 070 Q010500 N 070 Q020500 N 070 R010500 N 070 R020500 N 071 A000500 31451 071 B000500 31709 071 C000500 100408 071 D000500 31 072 A000500 6 072 B000500 16 072 C000500 1095 072 D000500 0 072 E000500 0 072 F000500 397 072 G000500 0 072 H000500 0 072 I000500 43 072 J000500 39 072 K000500 0 072 L000500 0 072 M000500 1 072 N000500 9 072 O000500 0 072 P000500 0 072 Q000500 0 072 R000500 19 072 S000500 2 072 T000500 0 072 U000500 0 072 V000500 0 072 W000500 1 072 X000500 511 072 Y000500 113 072 Z000500 713 072AA000500 0 072BB000500 1016 072CC010500 0 072CC020500 15763 072DD010500 893 072DD020500 0 PAGE 26 072EE000500 6012 073 A010500 0.0870 073 A020500 0.0000 073 B000500 0.5980 073 C000500 0.0000 074 A000500 2 074 B000500 2480 074 C000500 0 074 D000500 0 074 E000500 0 074 F000500 88180 074 G000500 0 074 H000500 0 074 I000500 0 074 J000500 0 074 K000500 20 074 L000500 137 074 M000500 0 074 N000500 90819 074 O000500 0 074 P000500 57 074 Q000500 0 074 R010500 0 074 R020500 0 074 R030500 0 074 R040500 576 074 S000500 0 074 T000500 90186 074 U010500 10471 074 U020500 0 074 V010500 8.61 074 V020500 0.00 074 W000500 0.0000 074 X000500 474 074 Y000500 0 075 A000500 0 075 B000500 104972 076 000500 0.00 012 A000601 INVESTORS BANK & TRUST COMPANY 012 B000601 85-720 012 C010601 BOSTON 012 C020601 MA 012 C030601 02116 015 A000601 INVESTORS BANK & TRUST COMPANY 015 B000601 C 015 C010601 BOSTON 015 C020601 MA 015 C030601 02116 015 E010601 X 024 000600 Y 025 A000601 MORGAN STANLEY DEAN WITTER & CO PAGE 27 025 B000601 13-2655998 025 C000601 D 025 D000601 377 025 D000602 0 025 D000603 0 025 D000604 0 025 D000605 0 025 D000606 0 025 D000607 0 025 D000608 0 028 A010600 16 028 A020600 0 028 A030600 0 028 A040600 817 028 B010600 52 028 B020600 20 028 B030600 0 028 B040600 47 028 C010600 0 028 C020600 0 028 C030600 0 028 C040600 520 028 D010600 8062 028 D020600 0 028 D030600 0 028 D040600 578 028 E010600 8810 028 E020600 716 028 E030600 0 028 E040600 9606 028 F010600 1014 028 F020600 0 028 F030600 0 028 F040600 6115 028 G010600 17954 028 G020600 736 028 G030600 0 028 G040600 17683 028 H000600 0 037 000600 N 038 000600 0 039 000600 N 040 000600 Y 041 000600 N 042 A000600 0 042 B000600 0 042 C000600 0 042 D000600 0 042 E000600 0 042 F000600 0 042 G000600 0 PAGE 28 042 H000600 0 043 000600 0 044 000600 0 045 000600 Y 046 000600 N 047 000600 Y 048 000600 0.050 048 A010600 0 048 A020600 0.000 048 B010600 0 048 B020600 0.000 048 C010600 0 048 C020600 0.000 048 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 0.000 048 J010600 0 048 J020600 0.000 048 K010600 0 048 K020600 0.000 055 A000600 N 055 B000600 N 056 000600 Y 057 000600 N 058 A000600 N 059 000600 Y 060 A000600 N 060 B000600 N 061 000600 1000000 062 A000600 Y 062 B000600 0.0 062 C000600 0.0 062 D000600 0.8 062 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 6.1 PAGE 29 062 N000600 8.4 062 O000600 0.0 062 P000600 0.0 062 Q000600 0.0 062 R000600 82.6 063 A000600 0 063 B000600 4.6 064 A000600 Y 064 B000600 N 066 A000600 N 067 000600 N 068 A000600 N 068 B000600 N 069 000600 N 070 A010600 Y 070 A020600 Y 070 B010600 N 070 B020600 N 070 C010600 Y 070 C020600 N 070 D010600 N 070 D020600 N 070 E010600 Y 070 E020600 N 070 F010600 N 070 F020600 N 070 G010600 Y 070 G020600 N 070 H010600 N 070 H020600 N 070 I010600 N 070 I020600 N 070 J010600 Y 070 J020600 N 070 K010600 Y 070 K020600 Y 070 L010600 Y 070 L020600 N 070 M010600 N 070 M020600 N 070 N010600 Y 070 N020600 N 070 O010600 Y 070 O020600 N 070 P010600 Y 070 P020600 N 070 Q010600 N 070 Q020600 N 070 R010600 N 070 R020600 N 071 A000600 7676 PAGE 30 071 B000600 8012 071 C000600 48815 071 D000600 16 072 A000600 6 072 B000600 146 072 C000600 247 072 D000600 0 072 E000600 0 072 F000600 12 072 G000600 0 072 H000600 0 072 I000600 0 072 J000600 4 072 K000600 0 072 L000600 0 072 M000600 1 072 N000600 2 072 O000600 0 072 P000600 0 072 Q000600 0 072 R000600 12 072 S000600 1 072 T000600 0 072 U000600 0 072 V000600 0 072 W000600 37 072 X000600 69 072 Y000600 19 072 Z000600 343 072AA000600 9 072BB000600 0 072CC010600 282 072CC020600 0 072DD010600 85 072DD020600 0 072EE000600 651 073 A010600 0.0170 073 A020600 0.0000 073 B000600 0.1290 073 C000600 0.0000 074 A000600 0 074 B000600 377 074 C000600 0 074 D000600 7172 074 E000600 0 074 F000600 0 074 G000600 0 074 H000600 0 074 I000600 40671 074 J000600 3 074 K000600 3 PAGE 31 074 L000600 1052 074 M000600 0 074 N000600 49278 074 O000600 0 074 P000600 9 074 Q000600 0 074 R010600 0 074 R020600 0 074 R030600 0 074 R040600 18 074 S000600 0 074 T000600 49251 074 U010600 5128 074 U020600 0 074 V010600 9.60 074 V020600 0.00 074 W000600 0.0000 074 X000600 62 074 Y000600 0 075 A000600 0 075 B000600 50113 076 000600 0.00 012 A000801 INVESTORS BANK & TRUST COMPANY 012 B000801 85-720 012 C010801 BOSTON 012 C020801 MA 012 C030801 02116 015 A000801 INVESTORS BANK & TRUST COMPANY 015 B000801 C 015 C010801 BOSTON 015 C020801 MA 015 C030801 02116 015 E010801 X 024 000800 Y 025 A000801 BEAR STEARNS COS INC 025 B000801 13-3299429 025 C000801 E 025 D000801 1144 025 A000802 CITIGROUP INC 025 B000802 13-3039426 025 C000802 E 025 D000802 3603 025 A000803 TRAVELERS PROPERTY CASUALTY CORP, CLASS A 025 B000803 13-3039426 025 C000803 E 025 D000803 2252 025 A000804 TRAVELERS PROPERTY CASUALTY CORP, CLASS B 025 B000804 13-3039426 025 C000804 E 025 D000804 159 025 A000805 SALOMON SMITH BARNEY INC PAGE 32 025 B000805 11-2418191 025 C000805 D 025 D000805 5946 025 D000806 0 025 D000807 0 025 D000808 0 028 A010800 336 028 A020800 0 028 A030800 0 028 A040800 7065 028 B010800 3153 028 B020800 203 028 B030800 0 028 B040800 6259 028 C010800 4754 028 C020800 0 028 C030800 0 028 C040800 1959 028 D010800 6234 028 D020800 0 028 D030800 0 028 D040800 5959 028 E010800 429 028 E020800 61 028 E030800 0 028 E040800 8984 028 F010800 11393 028 F020800 0 028 F030800 0 028 F040800 582 028 G010800 26299 028 G020800 264 028 G030800 0 028 G040800 30808 028 H000800 0 037 000800 N 038 000800 0 039 000800 N 040 000800 Y 041 000800 Y 042 A000800 0 042 B000800 0 042 C000800 0 042 D000800 100 042 E000800 0 042 F000800 0 042 G000800 0 042 H000800 0 043 000800 2 044 000800 0 045 000800 Y PAGE 33 046 000800 N 047 000800 Y 048 000800 0.460 048 A010800 0 048 A020800 0.000 048 B010800 0 048 B020800 0.000 048 C010800 0 048 C020800 0.000 048 D010800 0 048 D020800 0.000 048 E010800 0 048 E020800 0.000 048 F010800 0 048 F020800 0.000 048 G010800 0 048 G020800 0.000 048 H010800 0 048 H020800 0.000 048 I010800 0 048 I020800 0.000 048 J010800 0 048 J020800 0.000 048 K010800 0 048 K020800 0.000 055 A000800 N 055 B000800 N 056 000800 Y 057 000800 N 058 A000800 N 059 000800 Y 060 A000800 N 060 B000800 N 061 000800 1000000 062 A000800 N 062 B000800 0.0 062 C000800 0.0 062 D000800 0.0 062 E000800 0.0 062 F000800 0.0 062 G000800 0.0 062 H000800 0.0 062 I000800 0.0 062 J000800 0.0 062 K000800 0.0 062 L000800 0.0 062 M000800 0.0 062 N000800 0.0 062 O000800 0.0 062 P000800 0.0 062 Q000800 0.0 PAGE 34 062 R000800 0.0 066 A000800 Y 066 B000800 N 066 C000800 N 066 D000800 Y 066 E000800 N 066 F000800 N 066 G000800 N 067 000800 N 068 A000800 N 068 B000800 N 069 000800 N 070 A010800 Y 070 A020800 Y 070 B010800 Y 070 B020800 N 070 C010800 N 070 C020800 N 070 D010800 Y 070 D020800 N 070 E010800 N 070 E020800 N 070 F010800 Y 070 F020800 N 070 G010800 Y 070 G020800 N 070 H010800 Y 070 H020800 N 070 I010800 N 070 I020800 N 070 J010800 Y 070 J020800 N 070 K010800 Y 070 K020800 Y 070 L010800 Y 070 L020800 Y 070 M010800 N 070 M020800 N 070 N010800 Y 070 N020800 Y 070 O010800 Y 070 O020800 N 070 P010800 Y 070 P020800 N 070 Q010800 N 070 Q020800 N 070 R010800 N 070 R020800 N 071 A000800 62887 071 B000800 57549 071 C000800 202875 PAGE 35 071 D000800 28 072 A000800 6 072 B000800 50 072 C000800 2330 072 D000800 0 072 E000800 0 072 F000800 492 072 G000800 0 072 H000800 0 072 I000800 0 072 J000800 26 072 K000800 0 072 L000800 0 072 M000800 2 072 N000800 8 072 O000800 0 072 P000800 0 072 Q000800 0 072 R000800 19 072 S000800 5 072 T000800 5 072 U000800 0 072 V000800 0 072 W000800 164 072 X000800 721 072 Y000800 61 072 Z000800 1720 072AA000800 0 072BB000800 6277 072CC010800 0 072CC020800 27105 072DD010800 1281 072DD020800 10 072EE000800 0 073 A010800 0.0520 073 A020800 0.0480 073 B000800 0.0000 073 C000800 0.0000 074 A000800 2 074 B000800 5946 074 C000800 2632 074 D000800 0 074 E000800 0 074 F000800 189478 074 G000800 0 074 H000800 0 074 I000800 4606 074 J000800 0 074 K000800 11 074 L000800 271 074 M000800 0 PAGE 36 074 N000800 202946 074 O000800 0 074 P000800 99 074 Q000800 0 074 R010800 0 074 R020800 0 074 R030800 0 074 R040800 7271 074 S000800 0 074 T000800 195576 074 U010800 190150 074 U020800 5426 074 V010800 7.50 074 V020800 7.49 074 W000800 0.0000 074 X000800 65 074 Y000800 0 075 A000800 0 075 B000800 214873 076 000800 0.00 012 A000901 INVESTORS BANK & TRUST COMPANY 012 B000901 85-720 012 C010901 BOSTON 012 C020901 MA 012 C030901 02116 015 A000901 INVESTORS BANK & TRUST COMPANY 015 B000901 C 015 C010901 BOSTON 015 C020901 MA 015 C030901 02116 015 E010901 X 024 000900 Y 025 A000901 BEAR STEARNS COS INC 025 B000901 13-3299429 025 C000901 E 025 D000901 2060 025 A000902 CITIGROUP INC 025 B000902 13-3039426 025 C000902 E 025 D000902 1376 025 A000903 LEHMAN BROTHERS HOLDINGS INC 025 B000903 13-2518466 025 C000903 E 025 D000903 678 025 A000904 MERRILL LYNCH & CO INC 025 B000904 13-5674085 025 C000904 E 025 D000904 2264 025 A000905 MORGAN STANLEY DEAN WITTER & CO 025 B000905 13-2655998 025 C000905 E PAGE 37 025 D000905 3482 025 A000906 TRAVELERS PROPERTY CASUALTY CORP, CLASS A 025 B000906 13-3039426 025 C000906 E 025 D000906 9 025 A000907 TRAVELERS PROPERTY CASUALTY CORP, CLASS B 025 B000907 13-3039426 025 C000907 E 025 D000907 20 025 A000908 SALOMON SMITH BARNEY INC 025 B000908 11-2418191 025 C000908 D 025 D000908 20358 028 A010900 7500 028 A020900 0 028 A030900 0 028 A040900 7161 028 B010900 131174 028 B020900 997 028 B030900 0 028 B040900 119 028 C010900 1053 028 C020900 0 028 C030900 0 028 C040900 37 028 D010900 0 028 D020900 0 028 D030900 0 028 D040900 0 028 E010900 126210 028 E020900 1209 028 E030900 0 028 E040900 110230 028 F010900 10215 028 F020900 0 028 F030900 0 028 F040900 12 028 G010900 276152 028 G020900 2206 028 G030900 0 028 G040900 117559 028 H000900 0 037 000900 N 038 000900 0 039 000900 N 040 000900 Y 041 000900 N 042 A000900 0 042 B000900 0 042 C000900 0 042 D000900 0 PAGE 38 042 E000900 0 042 F000900 0 042 G000900 0 042 H000900 0 043 000900 0 044 000900 0 045 000900 Y 046 000900 N 047 000900 Y 048 000900 0.330 048 A010900 0 048 A020900 0.000 048 B010900 0 048 B020900 0.000 048 C010900 0 048 C020900 0.000 048 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 0 048 K020900 0.000 055 A000900 N 055 B000900 N 056 000900 Y 057 000900 N 058 A000900 N 059 000900 Y 060 A000900 Y 060 B000900 Y 061 000900 1000000 062 A000900 N 062 B000900 0.0 062 C000900 0.0 062 D000900 0.0 062 E000900 0.0 062 F000900 0.0 062 G000900 0.0 062 H000900 0.0 062 I000900 0.0 062 J000900 0.0 PAGE 39 062 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 0.0 066 A000900 Y 066 B000900 N 066 C000900 N 066 D000900 Y 066 E000900 N 066 F000900 N 066 G000900 N 067 000900 N 068 A000900 N 068 B000900 N 069 000900 N 070 A010900 Y 070 A020900 Y 070 B010900 Y 070 B020900 N 070 C010900 N 070 C020900 N 070 D010900 Y 070 D020900 N 070 E010900 N 070 E020900 N 070 F010900 Y 070 F020900 Y 070 G010900 Y 070 G020900 N 070 H010900 Y 070 H020900 N 070 I010900 N 070 I020900 N 070 J010900 Y 070 J020900 N 070 K010900 Y 070 K020900 Y 070 L010900 Y 070 L020900 Y 070 M010900 N 070 M020900 N 070 N010900 Y 070 N020900 Y 070 O010900 Y 070 O020900 N 070 P010900 Y 070 P020900 N PAGE 40 070 Q010900 N 070 Q020900 N 070 R010900 N 070 R020900 N 071 A000900 288188 071 B000900 120836 071 C000900 433996 071 D000900 28 072 A000900 6 072 B000900 110 072 C000900 3579 072 D000900 0 072 E000900 0 072 F000900 768 072 G000900 0 072 H000900 0 072 I000900 0 072 J000900 54 072 K000900 0 072 L000900 0 072 M000900 5 072 N000900 1 072 O000900 0 072 P000900 0 072 Q000900 0 072 R000900 18 072 S000900 10 072 T000900 0 072 U000900 0 072 V000900 0 072 W000900 291 072 X000900 1147 072 Y000900 87 072 Z000900 2629 072AA000900 0 072BB000900 14742 072CC010900 0 072CC020900 72183 072DD010900 938 072DD020900 1550 072EE000900 0 073 A010900 0.0510 073 A020900 0.0550 073 B000900 0.0000 073 C000900 0.0000 074 A000900 2 074 B000900 20358 074 C000900 6722 074 D000900 0 074 E000900 0 074 F000900 447728 PAGE 41 074 G000900 0 074 H000900 0 074 I000900 8789 074 J000900 3509 074 K000900 16 074 L000900 786 074 M000900 0 074 N000900 487910 074 O000900 18551 074 P000900 172 074 Q000900 0 074 R010900 0 074 R020900 0 074 R030900 0 074 R040900 13872 074 S000900 0 074 T000900 455315 074 U010900 14492 074 U020900 33998 074 V010900 9.39 074 V020900 9.39 074 W000900 0.0000 074 X000900 25 074 Y000900 1700 075 A000900 0 075 B000900 449991 076 000900 0.00 012 A001101 INVESTORS BANK & TRUST COMPANY 012 B001101 85-720 012 C011101 BOSTON 012 C021101 MA 012 C031101 02116 015 A001101 INVESTORS BANK & TRUST COMPANY 015 B001101 C 015 C011101 BOSTON 015 C021101 MA 015 C031101 02116 015 E011101 X 024 001100 Y 025 A001101 MORGAN STANLEY DEAN WITTER & CO 025 B001101 13-2655998 025 C001101 D 025 D001101 578 025 A001102 SALOMON SMITH BARNEY INC 025 B001102 11-2418191 025 C001102 D 025 D001102 7638 025 D001103 0 025 D001104 0 025 D001105 0 025 D001106 0 PAGE 42 025 D001107 0 025 D001108 0 028 A011100 3235 028 A021100 0 028 A031100 0 028 A041100 23925 028 B011100 994 028 B021100 443 028 B031100 0 028 B041100 85689 028 C011100 263 028 C021100 0 028 C031100 0 028 C041100 12476 028 D011100 6276 028 D021100 0 028 D031100 0 028 D041100 633 028 E011100 4608 028 E021100 6618 028 E031100 0 028 E041100 44520 028 F011100 2653 028 F021100 0 028 F031100 0 028 F041100 553 028 G011100 18029 028 G021100 7061 028 G031100 0 028 G041100 167796 028 H001100 0 037 001100 Y 038 001100 837 039 001100 N 040 001100 N 041 001100 N 042 A001100 0 042 B001100 0 042 C001100 0 042 D001100 0 042 E001100 0 042 F001100 0 042 G001100 0 042 H001100 0 043 001100 0 044 001100 0 045 001100 Y 046 001100 N 047 001100 Y 048 001100 0.330 048 A011100 0 PAGE 43 048 A021100 0.000 048 B011100 0 048 B021100 0.000 048 C011100 0 048 C021100 0.000 048 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 0 048 K021100 0.000 055 A001100 Y 055 B001100 N 056 001100 Y 057 001100 N 058 A001100 N 059 001100 Y 060 A001100 Y 060 B001100 Y 061 001100 1000000 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 0.0 062 O001100 0.0 062 P001100 0.0 062 Q001100 0.0 062 R001100 0.0 066 A001100 Y 066 B001100 N 066 C001100 N PAGE 44 066 D001100 Y 066 E001100 N 066 F001100 N 066 G001100 N 067 001100 N 068 A001100 N 068 B001100 N 069 001100 N 070 A011100 Y 070 A021100 Y 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 Y 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 070 R011100 N 070 R021100 N 071 A001100 49214 071 B001100 195492 071 C001100 213728 071 D001100 23 072 A001100 6 072 B001100 85 072 C001100 1765 PAGE 45 072 D001100 0 072 E001100 0 072 F001100 368 072 G001100 0 072 H001100 0 072 I001100 0 072 J001100 46 072 K001100 0 072 L001100 0 072 M001100 2 072 N001100 7 072 O001100 0 072 P001100 0 072 Q001100 0 072 R001100 20 072 S001100 5 072 T001100 0 072 U001100 0 072 V001100 0 072 W001100 169 072 X001100 617 072 Y001100 80 072 Z001100 1313 072AA001100 31953 072BB001100 0 072CC011100 0 072CC021100 44005 072DD011100 1558 072DD021100 0 072EE001100 5902 073 A011100 0.1190 073 A021100 0.0000 073 B001100 0.5270 073 C001100 0.0000 074 A001100 4 074 B001100 8216 074 C001100 8241 074 D001100 0 074 E001100 0 074 F001100 144602 074 G001100 0 074 H001100 0 074 I001100 11517 074 J001100 2068 074 K001100 15 074 L001100 219 074 M001100 0 074 N001100 174882 074 O001100 3915 074 P001100 61 074 Q001100 0 PAGE 46 074 R011100 0 074 R021100 0 074 R031100 0 074 R041100 18214 074 S001100 0 074 T001100 152692 074 U011100 11973 074 U021100 0 074 V011100 12.75 074 V021100 0.00 074 W001100 0.0000 074 X001100 133 074 Y001100 1660 075 A001100 0 075 B001100 230458 076 001100 0.00 012 A001301 INVESTORS BANK & TRUST COMPANY 012 B001301 85-720 012 C011301 BOSTON 012 C021301 MA 012 C031301 02116 015 A001301 BROWN BROTHERS HARRIMAN & CO. 015 B001301 C 015 C011301 BOSTON 015 C021301 MA 015 C031301 02109 015 E011301 X 024 001300 N 028 A011300 12503 028 A021300 0 028 A031300 0 028 A041300 0 028 B011300 37753 028 B021300 0 028 B031300 0 028 B041300 250 028 C011300 49395 028 C021300 0 028 C031300 0 028 C041300 106 028 D011300 127173 028 D021300 0 028 D031300 0 028 D041300 1350 028 E011300 26246 028 E021300 426 028 E031300 0 028 E041300 2234 028 F011300 24502 028 F021300 0 028 F031300 0 PAGE 47 028 F041300 703 028 G011300 277572 028 G021300 426 028 G031300 0 028 G041300 4643 028 H001300 0 037 001300 Y 038 001300 16 039 001300 N 040 001300 N 041 001300 N 042 A001300 0 042 B001300 0 042 C001300 0 042 D001300 0 042 E001300 0 042 F001300 0 042 G001300 0 042 H001300 0 043 001300 0 044 001300 0 045 001300 Y 046 001300 N 047 001300 Y 048 001300 0.600 048 A011300 0 048 A021300 0.000 048 B011300 0 048 B021300 0.000 048 C011300 0 048 C021300 0.000 048 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 0 048 K021300 0.000 055 A001300 N 055 B001300 N 056 001300 Y 057 001300 N PAGE 48 058 A001300 N 059 001300 Y 060 A001300 Y 060 B001300 Y 061 001300 1000000 062 A001300 N 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 0.0 066 A001300 Y 066 B001300 N 066 C001300 N 066 D001300 Y 066 E001300 N 066 F001300 N 066 G001300 N 067 001300 N 068 A001300 N 068 B001300 Y 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 Y 070 G011300 Y 070 G021300 N 070 H011300 Y 070 H021300 N 070 I011300 N PAGE 49 070 I021300 N 070 J011300 Y 070 J021300 N 070 K011300 Y 070 K021300 Y 070 L011300 Y 070 L021300 Y 070 M011300 Y 070 M021300 Y 070 N011300 Y 070 N021300 Y 070 O011300 Y 070 O021300 N 070 P011300 Y 070 P021300 Y 070 Q011300 N 070 Q021300 N 070 R011300 N 070 R021300 N 071 A001300 305480 071 B001300 44143 071 C001300 349362 071 D001300 13 072 A001300 6 072 B001300 539 072 C001300 5385 072 D001300 0 072 E001300 0 072 F001300 1169 072 G001300 0 072 H001300 0 072 I001300 14 072 J001300 199 072 K001300 0 072 L001300 0 072 M001300 2 072 N001300 1 072 O001300 0 072 P001300 0 072 Q001300 0 072 R001300 27 072 S001300 6 072 T001300 0 072 U001300 0 072 V001300 0 072 W001300 295 072 X001300 1713 072 Y001300 249 072 Z001300 4460 072AA001300 0 072BB001300 9818 PAGE 50 072CC011300 0 072CC021300 14854 072DD011300 928 072DD021300 0 072EE001300 0 073 A011300 0.0210 073 A021300 0.0000 073 B001300 0.0000 073 C001300 0.0000 074 A001300 30 074 B001300 0 074 C001300 24608 074 D001300 0 074 E001300 6118 074 F001300 468226 074 G001300 0 074 H001300 0 074 I001300 48593 074 J001300 0 074 K001300 45 074 L001300 18875 074 M001300 608 074 N001300 567103 074 O001300 0 074 P001300 315 074 Q001300 0 074 R011300 0 074 R021300 0 074 R031300 0 074 R041300 60960 074 S001300 0 074 T001300 505828 074 U011300 48437 074 U021300 0 074 V011300 10.44 074 V021300 0.00 074 W001300 0.0000 074 X001300 123 074 Y001300 5008 075 A001300 0 075 B001300 383565 076 001300 0.00 012 A001401 INVESTORS BANK & TRUST COMPANY 012 B001401 85-720 012 C011401 BOSTON 012 C021401 MA 012 C031401 02116 015 A001401 INVESTORS BANK & TRUST COMPANY 015 B001401 C 015 C011401 BOSTON 015 C021401 MA PAGE 51 015 C031401 02116 015 E011401 X 024 001400 Y 025 A001401 SALOMON SMITH BARNEY INC 025 B001401 11-2418191 025 C001401 D 025 D001401 10 025 D001402 0 025 D001403 0 025 D001404 0 025 D001405 0 025 D001406 0 025 D001407 0 025 D001408 0 028 A011400 5500 028 A021400 0 028 A031400 0 028 A041400 0 028 B011400 0 028 B021400 0 028 B031400 0 028 B041400 0 028 C011400 0 028 C021400 0 028 C031400 0 028 C041400 0 028 D011400 0 028 D021400 0 028 D031400 0 028 D041400 0 028 E011400 0 028 E021400 6 028 E031400 0 028 E041400 0 028 F011400 0 028 F021400 0 028 F031400 0 028 F041400 0 028 G011400 5500 028 G021400 6 028 G031400 0 028 G041400 0 028 H001400 0 037 001400 N 038 001400 0 039 001400 N 040 001400 Y 041 001400 N 042 A001400 0 042 B001400 0 042 C001400 0 PAGE 52 042 D001400 0 042 E001400 0 042 F001400 0 042 G001400 0 042 H001400 0 043 001400 0 044 001400 0 045 001400 Y 046 001400 N 047 001400 Y 048 001400 0.330 048 A011400 0 048 A021400 0.000 048 B011400 0 048 B021400 0.000 048 C011400 0 048 C021400 0.000 048 D011400 0 048 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 0 048 K021400 0.000 055 A001400 N 055 B001400 N 056 001400 Y 057 001400 N 058 A001400 N 059 001400 Y 060 A001400 N 060 B001400 N 061 001400 1000000 062 A001400 N 062 B001400 0.0 062 C001400 0.0 062 D001400 0.0 062 E001400 0.0 062 F001400 0.0 062 G001400 0.0 062 H001400 0.0 062 I001400 0.0 PAGE 53 062 J001400 0.0 062 K001400 0.0 062 L001400 0.0 062 M001400 0.0 062 N001400 0.0 062 O001400 0.0 062 P001400 0.0 062 Q001400 0.0 062 R001400 0.0 066 A001400 Y 066 B001400 N 066 C001400 N 066 D001400 Y 066 E001400 N 066 F001400 N 066 G001400 N 067 001400 N 068 A001400 N 068 B001400 N 069 001400 N 070 A011400 Y 070 A021400 Y 070 B011400 Y 070 B021400 N 070 C011400 N 070 C021400 N 070 D011400 Y 070 D021400 N 070 E011400 N 070 E021400 N 070 F011400 Y 070 F021400 N 070 G011400 Y 070 G021400 N 070 H011400 Y 070 H021400 N 070 I011400 N 070 I021400 N 070 J011400 Y 070 J021400 N 070 K011400 Y 070 K021400 Y 070 L011400 N 070 L021400 N 070 M011400 N 070 M021400 N 070 N011400 Y 070 N021400 N 070 O011400 Y 070 O021400 N 070 P011400 Y PAGE 54 070 P021400 N 070 Q011400 N 070 Q021400 N 070 R011400 N 070 R021400 N 071 A001400 5952 071 B001400 332 071 C001400 4672 071 D001400 7 072 A001400 6 072 B001400 0 072 C001400 59 072 D001400 0 072 E001400 0 072 F001400 8 072 G001400 0 072 H001400 0 072 I001400 0 072 J001400 1 072 K001400 0 072 L001400 0 072 M001400 0 072 N001400 2 072 O001400 0 072 P001400 0 072 Q001400 0 072 R001400 9 072 S001400 0 072 T001400 0 072 U001400 0 072 V001400 0 072 W001400 4 072 X001400 24 072 Y001400 24 072 Z001400 59 072AA001400 83 072BB001400 0 072CC011400 0 072CC021400 952 072DD011400 6 072DD021400 0 072EE001400 0 073 A011400 0.0060 073 A021400 0.0000 073 B001400 0.0000 073 C001400 0.0000 074 A001400 0 074 B001400 10 074 C001400 0 074 D001400 0 074 E001400 0 PAGE 55 074 F001400 3 074 G001400 0 074 H001400 0 074 I001400 4957 074 J001400 0 074 K001400 4 074 L001400 0 074 M001400 0 074 N001400 4974 074 O001400 0 074 P001400 1 074 Q001400 0 074 R011400 0 074 R021400 0 074 R031400 0 074 R041400 13 074 S001400 0 074 T001400 4960 074 U011400 1011 074 U021400 0 074 V011400 4.91 074 V021400 0.00 074 W001400 0.0000 074 X001400 2 074 Y001400 0 075 A001400 0 075 B001400 4673 076 001400 0.00 012 A001501 INVESTORS BANK & TRUST COMPANY 012 B001501 85-720 012 C011501 BOSTON 012 C021501 MA 012 C031501 02116 015 A001501 BROWN BROTHERS HARRIMAN & CO. 015 B001501 C 015 C011501 BOSTON 015 C021501 MA 015 C031501 02109 015 E011501 X 024 001500 Y 025 A001501 MORGAN STANLEY EMERGING MARKETS FUND 025 B001501 13-2655998 025 C001501 E 025 D001501 762 025 D001502 0 025 D001503 0 025 D001504 0 025 D001505 0 025 D001506 0 025 D001507 0 025 D001508 0 PAGE 56 028 A011500 40111 028 A021500 0 028 A031500 0 028 A041500 891 028 B011500 274301 028 B021500 0 028 B031500 0 028 B041500 139422 028 C011500 55343 028 C021500 0 028 C031500 0 028 C041500 19562 028 D011500 64966 028 D021500 0 028 D031500 0 028 D041500 5567 028 E011500 27156 028 E021500 9544 028 E031500 0 028 E041500 1252 028 F011500 64336 028 F021500 -148 028 F031500 0 028 F041500 113 028 G011500 526213 028 G021500 9396 028 G031500 0 028 G041500 166807 028 H001500 0 037 001500 Y 038 001500 41 039 001500 N 040 001500 N 041 001500 N 042 A001500 0 042 B001500 0 042 C001500 0 042 D001500 0 042 E001500 0 042 F001500 0 042 G001500 0 042 H001500 0 043 001500 0 044 001500 0 045 001500 Y 046 001500 N 047 001500 Y 048 001500 0.810 048 A011500 0 048 A021500 0.000 048 B011500 0 PAGE 57 048 B021500 0.000 048 C011500 0 048 C021500 0.000 048 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 0 048 K021500 0.000 055 A001500 N 055 B001500 N 056 001500 Y 057 001500 N 058 A001500 N 059 001500 Y 060 A001500 N 060 B001500 N 061 001500 1000000 062 A001500 N 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 0.0 062 M001500 0.0 062 N001500 0.0 062 O001500 0.0 062 P001500 0.0 062 Q001500 0.0 062 R001500 0.0 066 A001500 Y 066 B001500 N 066 C001500 N 066 D001500 Y 066 E001500 N PAGE 58 066 F001500 N 066 G001500 N 067 001500 N 068 A001500 N 068 B001500 Y 069 001500 N 070 A011500 N 070 A021500 N 070 B011500 Y 070 B021500 N 070 C011500 N 070 C021500 N 070 D011500 Y 070 D021500 N 070 E011500 N 070 E021500 N 070 F011500 Y 070 F021500 N 070 G011500 Y 070 G021500 N 070 H011500 Y 070 H021500 N 070 I011500 N 070 I021500 N 070 J011500 Y 070 J021500 Y 070 K011500 Y 070 K021500 Y 070 L011500 Y 070 L021500 Y 070 M011500 Y 070 M021500 Y 070 N011500 Y 070 N021500 Y 070 O011500 Y 070 O021500 Y 070 P011500 Y 070 P021500 N 070 Q011500 N 070 Q021500 N 070 R011500 N 070 R021500 N 071 A001500 912139 071 B001500 584518 071 C001500 1704289 071 D001500 34 072 A001500 6 072 B001500 1931 072 C001500 21456 072 D001500 0 072 E001500 0 PAGE 59 072 F001500 7405 072 G001500 0 072 H001500 0 072 I001500 24 072 J001500 1579 072 K001500 0 072 L001500 0 072 M001500 22 072 N001500 10 072 O001500 0 072 P001500 0 072 Q001500 0 072 R001500 36 072 S001500 74 072 T001500 0 072 U001500 0 072 V001500 0 072 W001500 1205 072 X001500 10355 072 Y001500 115 072 Z001500 13147 072AA001500 27060 072BB001500 0 072CC011500 0 072CC021500 174240 072DD011500 8303 072DD021500 7799 072EE001500 0 073 A011500 0.0860 073 A021500 0.0880 073 B001500 0.0000 073 C001500 0.0000 074 A001500 796 074 B001500 0 074 C001500 69091 074 D001500 31532 074 E001500 122710 074 F001500 1416445 074 G001500 0 074 H001500 0 074 I001500 157391 074 J001500 5000 074 K001500 19 074 L001500 5664 074 M001500 9388 074 N001500 1818036 074 O001500 3444 074 P001500 1397 074 Q001500 0 074 R011500 0 074 R021500 0 PAGE 60 074 R031500 0 074 R041500 32114 074 S001500 0 074 T001500 1781081 074 U011500 105104 074 U021500 89366 074 V011500 9.16 074 V021500 9.15 074 W001500 0.0000 074 X001500 428 074 Y001500 12794 075 A001500 0 075 B001500 1770846 076 001500 0.00 012 A001601 INVESTORS BANK & TRUST COMPANY 012 B001601 85-720 012 C011601 BOSTON 012 C021601 MA 012 C031601 02116 015 A001601 INVESTORS BANK & TRUST COMPANY 015 B001601 C 015 C011601 BOSTON 015 C021601 MA 015 C031601 02116 015 E011601 X 024 001600 Y 025 A001601 MORGAN STANLEY DEAN WITTER & CO 025 B001601 13-2655998 025 C001601 D 025 D001601 1 025 D001602 0 025 D001603 0 025 D001604 0 025 D001605 0 025 D001606 0 025 D001607 0 025 D001608 0 028 A011600 135 028 A021600 0 028 A031600 0 028 A041600 3009 028 B011600 300 028 B021600 0 028 B031600 0 028 B041600 0 028 C011600 100 028 C021600 0 028 C031600 0 028 C041600 0 028 D011600 500 028 D021600 0 PAGE 61 028 D031600 0 028 D041600 0 028 E011600 1556 028 E021600 0 028 E031600 0 028 E041600 3781 028 F011600 35 028 F021600 0 028 F031600 0 028 F041600 15670 028 G011600 2626 028 G021600 0 028 G031600 0 028 G041600 22460 028 H001600 0 037 001600 N 038 001600 0 039 001600 N 040 001600 Y 041 001600 N 042 A001600 0 042 B001600 0 042 C001600 0 042 D001600 0 042 E001600 0 042 F001600 0 042 G001600 0 042 H001600 0 043 001600 0 044 001600 0 045 001600 Y 046 001600 N 047 001600 Y 048 001600 0.250 048 A011600 0 048 A021600 0.000 048 B011600 0 048 B021600 0.000 048 C011600 0 048 C021600 0.000 048 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 PAGE 62 048 I021600 0.000 048 J011600 0 048 J021600 0.000 048 K011600 0 048 K021600 0.000 055 A001600 N 055 B001600 N 056 001600 Y 057 001600 N 058 A001600 N 059 001600 Y 060 A001600 N 060 B001600 N 061 001600 1000000 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 0.6 062 J001600 0.0 062 K001600 1.1 062 L001600 0.0 062 M001600 3.5 062 N001600 1.2 062 O001600 0.0 062 P001600 0.0 062 Q001600 23.9 062 R001600 67.1 063 A001600 0 063 B001600 5.0 064 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 Y 070 B011600 N 070 B021600 N 070 C011600 Y 070 C021600 N 070 D011600 N 070 D021600 N 070 E011600 Y 070 E021600 Y PAGE 63 070 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 Y 070 M011600 Y 070 M021600 Y 070 N011600 Y 070 N021600 N 070 O011600 Y 070 O021600 Y 070 P011600 Y 070 P021600 N 070 Q011600 N 070 Q021600 N 070 R011600 N 070 R021600 N 071 A001600 22399 071 B001600 27592 071 C001600 136223 071 D001600 16 072 A001600 6 072 B001600 1512 072 C001600 729 072 D001600 0 072 E001600 0 072 F001600 180 072 G001600 0 072 H001600 0 072 I001600 0 072 J001600 36 072 K001600 0 072 L001600 0 072 M001600 2 072 N001600 2 072 O001600 0 072 P001600 0 072 Q001600 0 072 R001600 22 072 S001600 3 072 T001600 0 072 U001600 0 PAGE 64 072 V001600 0 072 W001600 108 072 X001600 353 072 Y001600 80 072 Z001600 1968 072AA001600 11200 072BB001600 0 072CC011600 9352 072CC021600 0 072DD011600 0 072DD021600 0 072EE001600 0 073 A011600 0.0000 073 A021600 0.0000 073 B001600 0.0000 073 C001600 0.0000 074 A001600 0 074 B001600 1 074 C001600 0 074 D001600 39383 074 E001600 0 074 F001600 0 074 G001600 0 074 H001600 0 074 I001600 94714 074 J001600 0 074 K001600 13 074 L001600 4493 074 M001600 0 074 N001600 138604 074 O001600 0 074 P001600 48 074 Q001600 0 074 R011600 0 074 R021600 0 074 R031600 0 074 R041600 823 074 S001600 0 074 T001600 137733 074 U011600 12985 074 U021600 0 074 V011600 10.61 074 V021600 0.00 074 W001600 0.0000 074 X001600 39 074 Y001600 201 075 A001600 0 075 B001600 142409 076 001600 0.00 012 A001701 INVESTORS BANK & TRUST COMPANY 012 B001701 85-720 PAGE 65 012 C011701 BOSTON 012 C021701 MA 012 C031701 02116 015 A001701 INVESTORS BANK & TRUST COMPANY 015 B001701 C 015 C011701 BOSTON 015 C021701 MA 015 C031701 02116 015 E011701 X 024 001700 N 028 A011700 14026 028 A021700 0 028 A031700 0 028 A041700 2179 028 B011700 12374 028 B021700 0 028 B031700 0 028 B041700 3209 028 C011700 31406 028 C021700 0 028 C031700 0 028 C041700 39303 028 D011700 41597 028 D021700 0 028 D031700 0 028 D041700 44556 028 E011700 56805 028 E021700 25662 028 E031700 0 028 E041700 11258 028 F011700 34079 028 F021700 -84 028 F031700 0 028 F041700 5805 028 G011700 190287 028 G021700 25578 028 G031700 0 028 G041700 106310 028 H001700 0 037 001700 Y 038 001700 45 039 001700 N 040 001700 N 041 001700 N 042 A001700 0 042 B001700 0 042 C001700 0 042 D001700 0 042 E001700 0 042 F001700 0 042 G001700 0 PAGE 66 042 H001700 0 043 001700 0 044 001700 0 045 001700 Y 046 001700 N 047 001700 Y 048 001700 0.350 048 A011700 0 048 A021700 0.000 048 B011700 0 048 B021700 0.000 048 C011700 0 048 C021700 0.000 048 D011700 0 048 D021700 0.000 048 E011700 0 048 E021700 0.000 048 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 0 048 K021700 0.000 055 A001700 N 055 B001700 N 056 001700 Y 057 001700 N 058 A001700 N 059 001700 Y 060 A001700 N 060 B001700 N 061 001700 1000000 062 A001700 Y 062 B001700 0.0 062 C001700 0.0 062 D001700 0.0 062 E001700 0.0 062 F001700 0.0 062 G001700 0.0 062 H001700 0.0 062 I001700 0.3 062 J001700 0.0 062 K001700 0.5 062 L001700 0.0 062 M001700 0.4 PAGE 67 062 N001700 0.0 062 O001700 0.0 062 P001700 1.0 062 Q001700 94.0 062 R001700 3.7 063 A001700 0 063 B001700 16.0 064 A001700 Y 064 B001700 Y 065 001700 N 066 A001700 N 067 001700 N 068 A001700 N 068 B001700 Y 069 001700 N 070 A011700 Y 070 A021700 Y 070 B011700 N 070 B021700 N 070 C011700 Y 070 C021700 Y 070 D011700 N 070 D021700 N 070 E011700 Y 070 E021700 Y 070 F011700 N 070 F021700 N 070 G011700 Y 070 G021700 N 070 H011700 N 070 H021700 N 070 I011700 N 070 I021700 N 070 J011700 Y 070 J021700 Y 070 K011700 Y 070 K021700 Y 070 L011700 Y 070 L021700 Y 070 M011700 Y 070 M021700 Y 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 PAGE 68 071 A001700 523833 071 B001700 480210 071 C001700 1118903 071 D001700 43 072 A001700 6 072 B001700 53631 072 C001700 240 072 D001700 0 072 E001700 0 072 F001700 1902 072 G001700 0 072 H001700 0 072 I001700 0 072 J001700 292 072 K001700 0 072 L001700 0 072 M001700 13 072 N001700 2 072 O001700 0 072 P001700 561 072 Q001700 0 072 R001700 41 072 S001700 20 072 T001700 0 072 U001700 0 072 V001700 0 072 W001700 724 072 X001700 3555 072 Y001700 60 072 Z001700 50376 072AA001700 17951 072BB001700 0 072CC011700 0 072CC021700 80860 072DD011700 10550 072DD021700 8040 072EE001700 9683 073 A011700 0.1570 073 A021700 0.1580 073 B001700 0.0820 073 C001700 0.0000 074 A001700 1 074 B001700 0 074 C001700 0 074 D001700 1074614 074 E001700 0 074 F001700 0 074 G001700 0 074 H001700 0 074 I001700 52600 074 J001700 10093 PAGE 69 074 K001700 0 074 L001700 40993 074 M001700 0 074 N001700 1178301 074 O001700 9636 074 P001700 441 074 Q001700 0 074 R011700 38200 074 R021700 0 074 R031700 0 074 R041700 1202 074 S001700 0 074 T001700 1128822 074 U011700 70937 074 U021700 55619 074 V011700 8.92 074 V021700 8.92 074 W001700 0.0000 074 X001700 349 074 Y001700 44486 075 A001700 0 075 B001700 1076208 076 001700 0.00 012 A001801 INVESTORS BANK & TRUST COMPANY 012 B001801 85-720 012 C011801 BOSTON 012 C021801 MA 012 C031801 02116 015 A001801 BROWN BROTHERS HARRIMAN & CO. 015 B001801 C 015 C011801 BOSTON 015 C021801 MA 015 C031801 02111 015 E011801 X 024 001800 N 028 A011800 0 028 A021800 0 028 A031800 0 028 A041800 2 028 B011800 0 028 B021800 509 028 B031800 0 028 B041800 7078 028 C011800 200 028 C021800 0 028 C031800 0 028 C041800 0 028 D011800 1000 028 D021800 0 028 D031800 0 028 D041800 1150 PAGE 70 028 E011800 1000 028 E021800 0 028 E031800 0 028 E041800 0 028 F011800 0 028 F021800 0 028 F031800 0 028 F041800 0 028 G011800 2200 028 G021800 509 028 G031800 0 028 G041800 8230 028 H001800 0 037 001800 N 038 001800 0 039 001800 N 040 001800 Y 041 001800 N 042 A001800 0 042 B001800 0 042 C001800 0 042 D001800 0 042 E001800 0 042 F001800 0 042 G001800 0 042 H001800 0 043 001800 0 044 001800 0 045 001800 Y 046 001800 N 047 001800 Y 048 001800 0.500 048 A011800 0 048 A021800 0.000 048 B011800 0 048 B021800 0.000 048 C011800 0 048 C021800 0.000 048 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 PAGE 71 048 J021800 0.000 048 K011800 0 048 K021800 0.000 055 A001800 Y 055 B001800 N 056 001800 Y 057 001800 N 058 A001800 N 059 001800 Y 060 A001800 N 060 B001800 N 061 001800 1000000 062 A001800 N 062 B001800 0.0 062 C001800 0.0 062 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 0.0 062 M001800 0.0 062 N001800 0.0 062 O001800 0.0 062 P001800 0.0 062 Q001800 0.0 062 R001800 0.0 066 A001800 Y 066 B001800 N 066 C001800 N 066 D001800 Y 066 E001800 N 066 F001800 N 066 G001800 N 067 001800 N 068 A001800 N 068 B001800 Y 069 001800 N 070 A011800 Y 070 A021800 N 070 B011800 Y 070 B021800 N 070 C011800 N 070 C021800 N 070 D011800 Y 070 D021800 N 070 E011800 N 070 E021800 N PAGE 72 070 F011800 Y 070 F021800 Y 070 G011800 Y 070 G021800 N 070 H011800 Y 070 H021800 N 070 I011800 N 070 I021800 N 070 J011800 Y 070 J021800 N 070 K011800 Y 070 K021800 Y 070 L011800 Y 070 L021800 Y 070 M011800 Y 070 M021800 Y 070 N011800 Y 070 N021800 N 070 O011800 Y 070 O021800 N 070 P011800 Y 070 P021800 N 070 Q011800 N 070 Q021800 N 070 R011800 N 070 R021800 N 071 A001800 2774 071 B001800 7525 071 C001800 11705 071 D001800 24 072 A001800 6 072 B001800 18 072 C001800 81 072 D001800 0 072 E001800 0 072 F001800 33 072 G001800 0 072 H001800 0 072 I001800 14 072 J001800 33 072 K001800 0 072 L001800 0 072 M001800 0 072 N001800 1 072 O001800 0 072 P001800 0 072 Q001800 0 072 R001800 14 072 S001800 0 072 T001800 0 072 U001800 0 PAGE 73 072 V001800 0 072 W001800 11 072 X001800 106 072 Y001800 66 072 Z001800 59 072AA001800 1243 072BB001800 0 072CC011800 0 072CC021800 352 072DD011800 526 072DD021800 0 072EE001800 0 073 A011800 0.2920 073 A021800 0.0000 073 B001800 0.0000 073 C001800 0.0000 074 A001800 33 074 B001800 0 074 C001800 2767 074 D001800 0 074 E001800 0 074 F001800 0 074 G001800 0 074 H001800 0 074 I001800 9264 074 J001800 0 074 K001800 10 074 L001800 1197 074 M001800 0 074 N001800 13271 074 O001800 0 074 P001800 6 074 Q001800 0 074 R011800 0 074 R021800 0 074 R031800 0 074 R041800 1734 074 S001800 0 074 T001800 11531 074 U011800 1207 074 U021800 0 074 V011800 9.55 074 V021800 0.00 074 W001800 0.0000 074 X001800 23 074 Y001800 767 075 A001800 0 075 B001800 13687 076 001800 0.00 012 A001901 INVESTORS BANK & TRUST COMPANY 012 B001901 85-720 PAGE 74 012 C011901 BOSTON 012 C021901 MA 012 C031901 02116 015 A001901 INVESTORS BANK & TRUST COMPANY 015 B001901 C 015 C011901 BOSTON 015 C021901 MA 015 C031901 02116 015 E011901 X 024 001900 Y 025 A001901 MORGAN STANLEY DEAN WITTER & CO 025 B001901 13-2655998 025 C001901 D 025 D001901 0 025 D001902 0 025 D001903 0 025 D001904 0 025 D001905 0 025 D001906 0 025 D001907 0 025 D001908 0 028 A011900 3648 028 A021900 0 028 A031900 0 028 A041900 19299 028 B011900 2395 028 B021900 902 028 B031900 0 028 B041900 865 028 C011900 981 028 C021900 0 028 C031900 0 028 C041900 23787 028 D011900 276 028 D021900 0 028 D031900 0 028 D041900 1165 028 E011900 5495 028 E021900 542 028 E031900 0 028 E041900 6746 028 F011900 755 028 F021900 0 028 F031900 0 028 F041900 9747 028 G011900 13550 028 G021900 1444 028 G031900 0 028 G041900 61609 028 H001900 0 037 001900 N PAGE 75 038 001900 0 039 001900 N 040 001900 Y 041 001900 N 042 A001900 0 042 B001900 0 042 C001900 0 042 D001900 0 042 E001900 0 042 F001900 0 042 G001900 0 042 H001900 0 043 001900 0 044 001900 0 045 001900 Y 046 001900 N 047 001900 Y 048 001900 0.100 048 A011900 0 048 A021900 0.000 048 B011900 0 048 B021900 0.000 048 C011900 0 048 C021900 0.000 048 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 0 048 K021900 0.000 055 A001900 N 055 B001900 N 056 001900 Y 057 001900 N 058 A001900 N 059 001900 Y 060 A001900 N 060 B001900 N 061 001900 1000000 062 A001900 Y 062 B001900 0.0 PAGE 76 062 C001900 0.0 062 D001900 0.0 062 E001900 0.0 062 F001900 0.0 062 G001900 0.0 062 H001900 0.0 062 I001900 1.0 062 J001900 0.0 062 K001900 0.0 062 L001900 0.0 062 M001900 1.2 062 N001900 68.2 062 O001900 0.0 062 P001900 4.9 062 Q001900 5.7 062 R001900 16.5 063 A001900 0 063 B001900 13.5 064 A001900 Y 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 N 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 Y 070 M011900 N 070 M021900 N PAGE 77 070 N011900 Y 070 N021900 N 070 O011900 Y 070 O021900 N 070 P011900 Y 070 P021900 N 070 Q011900 N 070 Q021900 N 070 R011900 N 070 R021900 N 071 A001900 16231 071 B001900 59246 071 C001900 128461 071 D001900 13 072 A001900 6 072 B001900 1542 072 C001900 336 072 D001900 0 072 E001900 0 072 F001900 64 072 G001900 0 072 H001900 0 072 I001900 0 072 J001900 13 072 K001900 0 072 L001900 0 072 M001900 2 072 N001900 1 072 O001900 0 072 P001900 0 072 Q001900 0 072 R001900 16 072 S001900 3 072 T001900 0 072 U001900 0 072 V001900 0 072 W001900 99 072 X001900 198 072 Y001900 35 072 Z001900 1715 072AA001900 2554 072BB001900 0 072CC011900 2900 072CC021900 0 072DD011900 1547 072DD021900 0 072EE001900 0 073 A011900 0.1140 073 A021900 0.0000 073 B001900 0.0000 073 C001900 0.0000 PAGE 78 074 A001900 0 074 B001900 0 074 C001900 0 074 D001900 91266 074 E001900 6733 074 F001900 0 074 G001900 0 074 H001900 0 074 I001900 13207 074 J001900 0 074 K001900 6 074 L001900 3212 074 M001900 0 074 N001900 114424 074 O001900 300 074 P001900 24 074 Q001900 0 074 R011900 0 074 R021900 0 074 R031900 0 074 R041900 92 074 S001900 0 074 T001900 114008 074 U011900 11194 074 U021900 0 074 V011900 10.18 074 V021900 0.00 074 W001900 0.0000 074 X001900 47 074 Y001900 1328 075 A001900 0 075 B001900 131783 076 001900 0.00 012 A002001 INVESTORS BANK & TRUST COMPANY 012 B002001 85-720 012 C012001 BOSTON 012 C022001 MA 012 C032001 02116 015 A002001 INVESTORS BANK & TRUST COMPANY 015 B002001 C 015 C012001 BOSTON 015 C022001 MA 015 C032001 02116 015 E012001 X 024 002000 Y 025 A002001 MORGAN STANLEY DEAN WITTER & CO 025 B002001 13-2655998 025 C002001 D 025 D002001 1 025 D002002 0 025 D002003 0 PAGE 79 025 D002004 0 025 D002005 0 025 D002006 0 025 D002007 0 025 D002008 0 028 A012000 751 028 A022000 0 028 A032000 0 028 A042000 0 028 B012000 714 028 B022000 1219 028 B032000 0 028 B042000 0 028 C012000 0 028 C022000 0 028 C032000 0 028 C042000 4581 028 D012000 0 028 D022000 0 028 D032000 0 028 D042000 0 028 E012000 1000 028 E022000 0 028 E032000 0 028 E042000 2500 028 F012000 1300 028 F022000 0 028 F032000 0 028 F042000 3020 028 G012000 3765 028 G022000 1219 028 G032000 0 028 G042000 10101 028 H002000 0 037 002000 N 038 002000 0 039 002000 N 040 002000 Y 041 002000 N 042 A002000 0 042 B002000 0 042 C002000 0 042 D002000 0 042 E002000 0 042 F002000 0 042 G002000 0 042 H002000 0 043 002000 0 044 002000 0 045 002000 Y 046 002000 N PAGE 80 047 002000 Y 048 002000 0.250 048 A012000 0 048 A022000 0.000 048 B012000 0 048 B022000 0.000 048 C012000 0 048 C022000 0.000 048 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 0.000 048 J012000 0 048 J022000 0.000 048 K012000 0 048 K022000 0.000 055 A002000 N 055 B002000 N 056 002000 Y 057 002000 N 058 A002000 N 059 002000 Y 060 A002000 N 060 B002000 N 061 002000 1000000 062 A002000 Y 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 5.1 062 J002000 0.0 062 K002000 1.3 062 L002000 0.0 062 M002000 9.9 062 N002000 0.0 062 O002000 0.0 062 P002000 0.0 062 Q002000 0.0 062 R002000 83.6 PAGE 81 063 A002000 0 063 B002000 4.1 064 A002000 Y 064 B002000 N 066 A002000 N 067 002000 N 068 A002000 N 068 B002000 N 069 002000 N 070 A012000 Y 070 A022000 Y 070 B012000 N 070 B022000 N 070 C012000 Y 070 C022000 N 070 D012000 N 070 D022000 N 070 E012000 Y 070 E022000 Y 070 F012000 N 070 F022000 N 070 G012000 Y 070 G022000 N 070 H012000 N 070 H022000 N 070 I012000 N 070 I022000 N 070 J012000 Y 070 J022000 Y 070 K012000 Y 070 K022000 Y 070 L012000 Y 070 L022000 Y 070 M012000 Y 070 M022000 Y 070 N012000 Y 070 N022000 N 070 O012000 Y 070 O022000 Y 070 P012000 Y 070 P022000 N 070 Q012000 N 070 Q022000 N 070 R012000 N 070 R022000 N 071 A002000 2230 071 B002000 8369 071 C002000 15191 071 D002000 15 072 A002000 6 072 B002000 45 PAGE 82 072 C002000 74 072 D002000 0 072 E002000 0 072 F002000 20 072 G002000 0 072 H002000 0 072 I002000 0 072 J002000 20 072 K002000 0 072 L002000 0 072 M002000 1 072 N002000 2 072 O002000 0 072 P002000 0 072 Q002000 0 072 R002000 20 072 S002000 3 072 T002000 0 072 U002000 0 072 V002000 0 072 W002000 13 072 X002000 79 072 Y002000 47 072 Z002000 87 072AA002000 40 072BB002000 0 072CC012000 512 072CC022000 0 072DD012000 1286 072DD022000 0 072EE002000 0 073 A012000 0.5990 073 A022000 0.0000 073 B002000 0.0000 073 C002000 0.0000 074 A002000 0 074 B002000 1 074 C002000 0 074 D002000 1207 074 E002000 0 074 F002000 0 074 G002000 0 074 H002000 0 074 I002000 10953 074 J002000 0 074 K002000 7 074 L002000 127 074 M002000 0 074 N002000 12295 074 O002000 0 074 P002000 4 PAGE 83 074 Q002000 0 074 R012000 0 074 R022000 0 074 R032000 0 074 R042000 123 074 S002000 0 074 T002000 12168 074 U012000 1381 074 U022000 0 074 V012000 8.81 074 V022000 0.00 074 W002000 0.0000 074 X002000 21 074 Y002000 452 075 A002000 0 075 B002000 15996 076 002000 0.00 012 A002101 INVESTORS BANK & TRUST COMPANY 012 B002101 85-720 012 C012101 BOSTON 012 C022101 MA 012 C032101 02116 015 A002101 BROWN BROTHERS HARRIMAN & CO. 015 B002101 C 015 C012101 BOSTON 015 C022101 MA 015 C032101 02109 015 E012101 X 024 002100 N 028 A012100 0 028 A022100 0 028 A032100 0 028 A042100 0 028 B012100 175 028 B022100 1365 028 B032100 0 028 B042100 20644 028 C012100 150 028 C022100 0 028 C032100 0 028 C042100 0 028 D012100 0 028 D022100 0 028 D032100 0 028 D042100 300 028 E012100 0 028 E022100 0 028 E032100 0 028 E042100 0 028 F012100 714 028 F022100 0 PAGE 84 028 F032100 0 028 F042100 2 028 G012100 1039 028 G022100 1365 028 G032100 0 028 G042100 20946 028 H002100 0 037 002100 N 038 002100 0 039 002100 N 040 002100 Y 041 002100 N 042 A002100 0 042 B002100 0 042 C002100 0 042 D002100 0 042 E002100 0 042 F002100 0 042 G002100 0 042 H002100 0 043 002100 0 044 002100 0 045 002100 Y 046 002100 N 047 002100 Y 048 002100 0.540 048 A012100 0 048 A022100 0.000 048 B012100 0 048 B022100 0.000 048 C012100 0 048 C022100 0.000 048 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 0 048 K022100 0.000 055 A002100 N 055 B002100 N 056 002100 Y PAGE 85 057 002100 N 058 A002100 N 059 002100 Y 060 A002100 N 060 B002100 N 061 002100 1000000 062 A002100 N 062 B002100 0.0 062 C002100 0.0 062 D002100 0.0 062 E002100 0.0 062 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 0.0 066 A002100 Y 066 B002100 N 066 C002100 N 066 D002100 Y 066 E002100 N 066 F002100 N 066 G002100 N 067 002100 N 068 A002100 N 068 B002100 Y 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 PAGE 86 070 I012100 N 070 I022100 N 070 J012100 Y 070 J022100 N 070 K012100 Y 070 K022100 Y 070 L012100 Y 070 L022100 Y 070 M012100 Y 070 M022100 Y 070 N012100 Y 070 N022100 N 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 1083 071 B002100 23000 071 C002100 26228 071 D002100 4 072 A002100 6 072 B002100 11 072 C002100 148 072 D002100 0 072 E002100 0 072 F002100 68 072 G002100 0 072 H002100 0 072 I002100 14 072 J002100 37 072 K002100 0 072 L002100 0 072 M002100 0 072 N002100 2 072 O002100 0 072 P002100 0 072 Q002100 0 072 R002100 18 072 S002100 1 072 T002100 0 072 U002100 0 072 V002100 0 072 W002100 20 072 X002100 160 072 Y002100 151 072 Z002100 150 072AA002100 0 PAGE 87 072BB002100 1673 072CC012100 899 072CC022100 0 072DD012100 1412 072DD022100 0 072EE002100 0 073 A012100 0.2670 073 A022100 0.0000 073 B002100 0.0000 073 C002100 0.0000 074 A002100 29 074 B002100 0 074 C002100 1700 074 D002100 0 074 E002100 0 074 F002100 0 074 G002100 0 074 H002100 0 074 I002100 17048 074 J002100 0 074 K002100 21 074 L002100 27517 074 M002100 173 074 N002100 46488 074 O002100 0 074 P002100 10 074 Q002100 0 074 R012100 0 074 R022100 0 074 R032100 0 074 R042100 29475 074 S002100 0 074 T002100 17003 074 U012100 2710 074 U022100 0 074 V012100 6.27 074 V022100 0.00 074 W002100 0.0000 074 X002100 18 074 Y002100 0 075 A002100 0 075 B002100 26602 076 002100 0.00 012 A002201 INVESTORS BANK & TRUST COMPANY 012 B002201 85-720 012 C012201 BOSTON 012 C022201 MA 012 C032201 02116 015 A002201 INVESTORS BANK & TRUST COMPANY 015 B002201 C 015 C012201 BOSTON PAGE 88 015 C022201 MA 015 C032201 02116 015 E012201 X 024 002200 Y 025 A002201 MORGAN STANLEY DEAN WITTER & CO 025 B002201 13-2655998 025 C002201 D 025 D002201 2 025 D002202 0 025 D002203 0 025 D002204 0 025 D002205 0 025 D002206 0 025 D002207 0 025 D002208 0 028 A012200 2003 028 A022200 0 028 A032200 0 028 A042200 1258 028 B012200 0 028 B022200 0 028 B032200 0 028 B042200 4510 028 C012200 97 028 C022200 0 028 C032200 0 028 C042200 7010 028 D012200 500 028 D022200 0 028 D032200 0 028 D042200 7001 028 E012200 6780 028 E022200 0 028 E032200 0 028 E042200 11791 028 F012200 1000 028 F022200 0 028 F032200 0 028 F042200 3372 028 G012200 10380 028 G022200 0 028 G032200 0 028 G042200 34942 028 H002200 0 037 002200 N 038 002200 0 039 002200 N 040 002200 Y 041 002200 N 042 A002200 0 042 B002200 0 PAGE 89 042 C002200 0 042 D002200 0 042 E002200 0 042 F002200 0 042 G002200 0 042 H002200 0 043 002200 0 044 002200 0 045 002200 Y 046 002200 N 047 002200 Y 048 002200 0.190 048 A012200 0 048 A022200 0.000 048 B012200 0 048 B022200 0.000 048 C012200 0 048 C022200 0.000 048 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 0 048 K022200 0.000 055 A002200 N 055 B002200 N 056 002200 Y 057 002200 N 058 A002200 N 059 002200 Y 060 A002200 N 060 B002200 N 061 002200 1000000 062 A002200 Y 062 B002200 0.0 062 C002200 0.0 062 D002200 0.0 062 E002200 0.0 062 F002200 0.0 062 G002200 0.0 062 H002200 0.0 PAGE 90 062 I002200 0.9 062 J002200 0.0 062 K002200 1.1 062 L002200 0.0 062 M002200 1.3 062 N002200 0.0 062 O002200 0.0 062 P002200 0.0 062 Q002200 2.0 062 R002200 94.3 063 A002200 0 063 B002200 4.4 064 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 Y 070 B012200 N 070 B022200 N 070 C012200 Y 070 C022200 N 070 D012200 N 070 D022200 N 070 E012200 Y 070 E022200 Y 070 F012200 N 070 F022200 N 070 G012200 Y 070 G022200 N 070 H012200 N 070 H022200 N 070 I012200 N 070 I022200 N 070 J012200 Y 070 J022200 Y 070 K012200 Y 070 K022200 Y 070 L012200 Y 070 L022200 Y 070 M012200 Y 070 M022200 Y 070 N012200 Y 070 N022200 N 070 O012200 Y 070 O022200 Y 070 P012200 Y 070 P022200 N PAGE 91 070 Q012200 N 070 Q022200 N 070 R012200 N 070 R022200 N 071 A002200 36424 071 B002200 30988 071 C002200 273156 071 D002200 11 072 A002200 6 072 B002200 658 072 C002200 1744 072 D002200 0 072 E002200 0 072 F002200 271 072 G002200 0 072 H002200 0 072 I002200 0 072 J002200 53 072 K002200 0 072 L002200 0 072 M002200 3 072 N002200 1 072 O002200 0 072 P002200 0 072 Q002200 0 072 R002200 21 072 S002200 6 072 T002200 0 072 U002200 0 072 V002200 0 072 W002200 217 072 X002200 572 072 Y002200 110 072 Z002200 1940 072AA002200 27503 072BB002200 0 072CC012200 8088 072CC022200 0 072DD012200 0 072DD022200 0 072EE002200 0 073 A012200 0.0000 073 A022200 0.0000 073 B002200 0.0000 073 C002200 0.0000 074 A002200 0 074 B002200 2 074 C002200 0 074 D002200 9545 074 E002200 0 074 F002200 0 PAGE 92 074 G002200 0 074 H002200 0 074 I002200 275302 074 J002200 0 074 K002200 19 074 L002200 4283 074 M002200 0 074 N002200 289151 074 O002200 800 074 P002200 83 074 Q002200 0 074 R012200 0 074 R022200 0 074 R032200 0 074 R042200 2225 074 S002200 0 074 T002200 286043 074 U012200 26869 074 U022200 0 074 V012200 10.65 074 V022200 0.00 074 W002200 0.0000 074 X002200 28 074 Y002200 3296 075 A002200 0 075 B002200 280421 076 002200 0.00 012 A002301 INVESTORS BANK & TRUST COMPANY 012 B002301 85-720 012 C012301 BOSTON 012 C022301 MA 012 C032301 02116 015 A002301 INVESTORS BANK & TRUST COMPANY 015 B002301 C 015 C012301 BOSTON 015 C022301 MA 015 C032301 02116 015 E012301 X 024 002300 Y 025 A002301 SALOMON SMITH BARNEY INC 025 B002301 11-2418191 025 C002301 D 025 D002301 10894 025 D002302 0 025 D002303 0 025 D002304 0 025 D002305 0 025 D002306 0 025 D002307 0 025 D002308 0 028 A012300 1648 PAGE 93 028 A022300 0 028 A032300 0 028 A042300 2969 028 B012300 15635 028 B022300 0 028 B032300 0 028 B042300 6456 028 C012300 14332 028 C022300 0 028 C032300 0 028 C042300 615 028 D012300 217 028 D022300 0 028 D032300 0 028 D042300 1198 028 E012300 39218 028 E022300 4769 028 E032300 0 028 E042300 15806 028 F012300 3488 028 F022300 -218 028 F032300 0 028 F042300 5135 028 G012300 74538 028 G022300 4551 028 G032300 0 028 G042300 32179 028 H002300 0 037 002300 N 038 002300 0 039 002300 N 040 002300 Y 041 002300 N 042 A002300 0 042 B002300 0 042 C002300 0 042 D002300 0 042 E002300 0 042 F002300 0 042 G002300 0 042 H002300 0 043 002300 0 044 002300 0 045 002300 Y 046 002300 N 047 002300 Y 048 002300 0.540 048 A012300 0 048 A022300 0.000 048 B012300 0 048 B022300 0.000 PAGE 94 048 C012300 0 048 C022300 0.000 048 D012300 0 048 D022300 0.000 048 E012300 0 048 E022300 0.000 048 F012300 0 048 F022300 0.000 048 G012300 0 048 G022300 0.000 048 H012300 0 048 H022300 0.000 048 I012300 0 048 I022300 0.000 048 J012300 0 048 J022300 0.000 048 K012300 0 048 K022300 0.000 055 A002300 N 055 B002300 N 056 002300 Y 057 002300 N 058 A002300 N 059 002300 Y 060 A002300 N 060 B002300 N 061 002300 1000000 062 A002300 N 062 B002300 0.0 062 C002300 0.0 062 D002300 0.0 062 E002300 0.0 062 F002300 0.0 062 G002300 0.0 062 H002300 0.0 062 I002300 0.0 062 J002300 0.0 062 K002300 0.0 062 L002300 0.0 062 M002300 0.0 062 N002300 0.0 062 O002300 0.0 062 P002300 0.0 062 Q002300 0.0 062 R002300 0.0 066 A002300 Y 066 B002300 N 066 C002300 N 066 D002300 Y 066 E002300 N 066 F002300 N PAGE 95 066 G002300 N 067 002300 N 068 A002300 N 068 B002300 N 069 002300 N 070 A012300 Y 070 A022300 Y 070 B012300 Y 070 B022300 N 070 C012300 N 070 C022300 N 070 D012300 Y 070 D022300 N 070 E012300 N 070 E022300 N 070 F012300 Y 070 F022300 N 070 G012300 Y 070 G022300 N 070 H012300 Y 070 H022300 N 070 I012300 N 070 I022300 N 070 J012300 Y 070 J022300 N 070 K012300 Y 070 K022300 Y 070 L012300 Y 070 L022300 Y 070 M012300 N 070 M022300 N 070 N012300 Y 070 N022300 Y 070 O012300 Y 070 O022300 N 070 P012300 Y 070 P022300 N 070 Q012300 N 070 Q022300 N 070 R012300 N 070 R022300 N 071 A002300 64406 071 B002300 19892 071 C002300 211447 071 D002300 9 072 A002300 6 072 B002300 71 072 C002300 6379 072 D002300 0 072 E002300 0 072 F002300 612 PAGE 96 072 G002300 0 072 H002300 0 072 I002300 0 072 J002300 14 072 K002300 0 072 L002300 0 072 M002300 2 072 N002300 2 072 O002300 0 072 P002300 0 072 Q002300 0 072 R002300 18 072 S002300 5 072 T002300 0 072 U002300 0 072 V002300 0 072 W002300 172 072 X002300 825 072 Y002300 41 072 Z002300 5666 072AA002300 816 072BB002300 0 072CC012300 0 072CC022300 424 072DD012300 6227 072DD022300 0 072EE002300 0 073 A012300 0.2990 073 A022300 0.0000 073 B002300 0.0000 073 C002300 0.0000 074 A002300 1 074 B002300 10894 074 C002300 4394 074 D002300 0 074 E002300 0 074 F002300 14748 074 G002300 0 074 H002300 0 074 I002300 221203 074 J002300 390 074 K002300 7 074 L002300 121 074 M002300 0 074 N002300 251758 074 O002300 160 074 P002300 138 074 Q002300 0 074 R012300 0 074 R022300 0 074 R032300 0 PAGE 97 074 R042300 12112 074 S002300 0 074 T002300 239348 074 U012300 21097 074 U022300 0 074 V012300 11.34 074 V022300 0.00 074 W002300 0.0000 074 X002300 174 074 Y002300 0 075 A002300 0 075 B002300 222398 076 002300 0.00 012 A002401 INVESTORS BANK & TRUST COMPANY 012 B002401 85-720 012 C012401 BOSTON 012 C022401 MA 012 C032401 02116 015 A002401 BROWN BROTHERS HARRIMAN & CO 015 B002401 C 015 C012401 BOSTON 015 C022401 MA 015 C032401 02109 015 E012401 X 024 002400 Y 025 A002401 DEUTSCHE BANK AG 025 B002401 13-2730828 025 C002401 E 025 D002401 9344 025 A002402 BARCLAYS PLC 025 B002402 05-0346412 025 C002402 E 025 D002402 6045 025 A002403 HSBC HOLDINGS PLC 025 B002403 13-2650272 025 C002403 E 025 D002403 5899 025 D002404 0 025 D002405 0 025 D002406 0 025 D002407 0 025 D002408 0 028 A012400 62985 028 A022400 0 028 A032400 0 028 A042400 36811 028 B012400 68739 028 B022400 0 028 B032400 0 028 B042400 764 028 C012400 97087 PAGE 98 028 C022400 0 028 C032400 0 028 C042400 87217 028 D012400 59327 028 D022400 0 028 D032400 0 028 D042400 7148 028 E012400 24838 028 E022400 7202 028 E032400 0 028 E042400 4160 028 F012400 38448 028 F022400 0 028 F032400 0 028 F042400 2558 028 G012400 351424 028 G022400 7202 028 G032400 0 028 G042400 138658 028 H002400 0 037 002400 N 038 002400 0 039 002400 N 040 002400 Y 041 002400 N 042 A002400 0 042 B002400 0 042 C002400 0 042 D002400 0 042 E002400 0 042 F002400 0 042 G002400 0 042 H002400 0 043 002400 0 044 002400 0 045 002400 Y 046 002400 N 047 002400 Y 048 002400 0.600 048 A012400 0 048 A022400 0.000 048 B012400 0 048 B022400 0.000 048 C012400 0 048 C022400 0.000 048 D012400 0 048 D022400 0.000 048 E012400 0 048 E022400 0.000 048 F012400 0 048 F022400 0.000 PAGE 99 048 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 0 048 K022400 0.000 055 A002400 N 055 B002400 N 056 002400 Y 057 002400 N 058 A002400 N 059 002400 Y 060 A002400 N 060 B002400 N 061 002400 1000000 062 A002400 N 062 B002400 0.0 062 C002400 0.0 062 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 0.0 062 M002400 0.0 062 N002400 0.0 062 O002400 0.0 062 P002400 0.0 062 Q002400 0.0 062 R002400 0.0 066 A002400 Y 066 B002400 N 066 C002400 N 066 D002400 Y 066 E002400 N 066 F002400 N 066 G002400 N 067 002400 N 068 A002400 N 068 B002400 Y 069 002400 N 070 A012400 Y 070 A022400 N 070 B012400 Y PAGE 100 070 B022400 N 070 C012400 N 070 C022400 N 070 D012400 Y 070 D022400 N 070 E012400 N 070 E022400 N 070 F012400 Y 070 F022400 N 070 G012400 Y 070 G022400 N 070 H012400 Y 070 H022400 N 070 I012400 N 070 I022400 N 070 J012400 Y 070 J022400 Y 070 K012400 Y 070 K022400 Y 070 L012400 Y 070 L022400 Y 070 M012400 Y 070 M022400 Y 070 N012400 Y 070 N022400 Y 070 O012400 Y 070 O022400 N 070 P012400 Y 070 P022400 Y 070 Q012400 N 070 Q022400 N 070 R012400 N 070 R022400 N 071 A002400 336612 071 B002400 141169 071 C002400 1349940 071 D002400 10 072 A002400 6 072 B002400 2282 072 C002400 22936 072 D002400 0 072 E002400 0 072 F002400 4429 072 G002400 0 072 H002400 0 072 I002400 31 072 J002400 474 072 K002400 0 072 L002400 0 072 M002400 16 072 N002400 12 PAGE 101 072 O002400 0 072 P002400 0 072 Q002400 0 072 R002400 26 072 S002400 27 072 T002400 0 072 U002400 0 072 V002400 0 072 W002400 1116 072 X002400 6131 072 Y002400 585 072 Z002400 19672 072AA002400 7190 072BB002400 0 072CC012400 0 072CC022400 40755 072DD012400 9305 072DD022400 3124 072EE002400 0 073 A012400 0.0000 073 A022400 0.0000 073 B002400 0.0000 073 C002400 0.0000 074 A002400 13 074 B002400 0 074 C002400 39700 074 D002400 6629 074 E002400 28968 074 F002400 1346030 074 G002400 0 074 H002400 0 074 I002400 40621 074 J002400 915 074 K002400 109 074 L002400 3292 074 M002400 57465 074 N002400 1523742 074 O002400 5028 074 P002400 927 074 Q002400 0 074 R012400 0 074 R022400 0 074 R032400 0 074 R042400 40199 074 S002400 0 074 T002400 1477588 074 U012400 112895 074 U022400 37026 074 V012400 0.00 074 V022400 0.00 074 W002400 0.0000 PAGE 102 074 X002400 144 074 Y002400 0 075 A002400 0 075 B002400 1446895 076 002400 0.00 012 A002501 INVESTORS BANK & TRUST COMPANY 012 B002501 85-720 012 C012501 BOSTON 012 C022501 MA 012 C032501 02116 015 A002501 INVESTORS BANK & TRUST COMPANY 015 B002501 C 015 C012501 BOSTON 015 C022501 MA 015 C032501 02116 015 E012501 X 024 002500 Y 025 A002501 SALOMON SMITH BARNEY INC 025 B002501 11-2418191 025 C002501 D 025 D002501 38 025 D002502 0 025 D002503 0 025 D002504 0 025 D002505 0 025 D002506 0 025 D002507 0 025 D002508 0 028 A012500 0 028 A022500 0 028 A032500 0 028 A042500 0 028 B012500 4 028 B022500 0 028 B032500 0 028 B042500 0 028 C012500 0 028 C022500 0 028 C032500 0 028 C042500 0 028 D012500 0 028 D022500 0 028 D032500 0 028 D042500 0 028 E012500 24000 028 E022500 0 028 E032500 0 028 E042500 7426 028 F012500 153136 028 F022500 0 028 F032500 0 PAGE 103 028 F042500 0 028 G012500 177140 028 G022500 0 028 G032500 0 028 G042500 7426 028 H002500 0 037 002500 N 038 002500 0 039 002500 N 040 002500 Y 041 002500 N 042 A002500 0 042 B002500 0 042 C002500 0 042 D002500 0 042 E002500 0 042 F002500 0 042 G002500 0 042 H002500 0 043 002500 0 044 002500 0 045 002500 Y 046 002500 N 048 002500 0.000 048 A012500 0 048 A022500 0.000 048 B012500 0 048 B022500 0.000 048 C012500 0 048 C022500 0.000 048 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 0.000 048 I012500 0 048 I022500 0.000 048 J012500 0 048 J022500 0.000 048 K012500 0 048 K022500 0.000 055 A002500 Y 055 B002500 N 056 002500 Y 057 002500 N 058 A002500 N PAGE 104 059 002500 Y 060 A002500 Y 060 B002500 Y 061 002500 1000000 062 A002500 N 062 B002500 0.0 062 C002500 0.0 062 D002500 0.0 062 E002500 0.0 062 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 0.0 062 M002500 0.0 062 N002500 0.0 062 O002500 0.0 062 P002500 0.0 062 Q002500 0.0 062 R002500 0.0 066 A002500 Y 066 B002500 N 066 C002500 N 066 D002500 N 066 E002500 N 066 F002500 N 066 G002500 Y 067 002500 Y 068 A002500 N 068 B002500 Y 069 002500 N 070 A012500 Y 070 A022500 Y 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 070 G022500 N 070 H012500 N 070 H022500 N 070 I012500 N 070 I022500 N PAGE 105 070 J012500 N 070 J022500 N 070 K012500 Y 070 K022500 Y 070 L012500 Y 070 L022500 Y 070 M012500 N 070 M022500 N 070 N012500 Y 070 N022500 N 070 O012500 Y 070 O022500 N 070 P012500 N 070 P022500 N 070 Q012500 N 070 Q022500 N 070 R012500 N 070 R022500 N 071 A002500 64148 071 B002500 9154 071 C002500 33126 071 D002500 28 072 A002500 6 072 B002500 3 072 C002500 233 072 D002500 0 072 E002500 0 072 F002500 0 072 G002500 0 072 H002500 0 072 I002500 0 072 J002500 1 072 K002500 0 072 L002500 0 072 M002500 0 072 N002500 1 072 O002500 0 072 P002500 0 072 Q002500 0 072 R002500 8 072 S002500 0 072 T002500 0 072 U002500 0 072 V002500 0 072 W002500 1 072 X002500 11 072 Y002500 11 072 Z002500 236 072AA002500 117 072BB002500 0 072CC012500 0 PAGE 106 072CC022500 6888 072DD012500 203 072DD022500 0 072EE002500 0 073 A012500 0.2400 073 A022500 0.0000 073 B002500 0.0000 073 C002500 0.0000 074 A002500 0 074 B002500 38 074 C002500 0 074 D002500 0 074 E002500 0 074 F002500 0 074 G002500 0 074 H002500 0 074 I002500 170262 074 J002500 0 074 K002500 2 074 L002500 619 074 M002500 0 074 N002500 170921 074 O002500 620 074 P002500 0 074 Q002500 0 074 R012500 0 074 R022500 0 074 R032500 0 074 R042500 7 074 S002500 0 074 T002500 170294 074 U012500 19926 074 U022500 0 074 V012500 8.55 074 V022500 0.00 074 W002500 0.0000 074 X002500 69 074 Y002500 0 075 A002500 0 075 B002500 33133 076 002500 0.00 012 A002601 INVESTORS BANK & TRUST COMPANY 012 B002601 85-720 012 C012601 BOSTON 012 C022601 MA 012 C032601 02116 015 A002601 INVESTORS BANK & TRUST COMPANY 015 B002601 C 015 C012601 BOSTON 015 C022601 MA 015 C032601 02116 PAGE 107 015 E012601 X 024 002600 Y 025 A002601 SALOMON SMITH BARNEY INC 025 B002601 11-2418191 025 C002601 D 025 D002601 1 025 D002602 0 025 D002603 0 025 D002604 0 025 D002605 0 025 D002606 0 025 D002607 0 025 D002608 0 028 A012600 29 028 A022600 0 028 A032600 0 028 A042600 322 028 B012600 11951 028 B022600 0 028 B032600 0 028 B042600 558 028 C012600 679 028 C022600 0 028 C032600 0 028 C042600 1 028 D012600 4034 028 D022600 0 028 D032600 0 028 D042600 0 028 E012600 0 028 E022600 13 028 E032600 0 028 E042600 306 028 F012600 722 028 F022600 2518 028 F032600 0 028 F042600 146555 028 G012600 17415 028 G022600 2531 028 G032600 0 028 G042600 147742 028 H002600 0 037 002600 N 038 002600 0 039 002600 N 040 002600 N 041 002600 N 042 A002600 0 042 B002600 0 042 C002600 0 042 D002600 0 PAGE 108 042 E002600 0 042 F002600 0 042 G002600 0 042 H002600 0 043 002600 0 044 002600 0 045 002600 Y 046 002600 N 048 002600 0.000 048 A012600 0 048 A022600 0.000 048 B012600 0 048 B022600 0.000 048 C012600 0 048 C022600 0.000 048 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 0 048 K022600 0.000 055 A002600 N 055 B002600 N 056 002600 Y 057 002600 N 058 A002600 N 059 002600 Y 060 A002600 Y 060 B002600 Y 061 002600 1000000 062 A002600 N 062 B002600 0.0 062 C002600 0.0 062 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 0.0 PAGE 109 062 L002600 0.0 062 M002600 0.0 062 N002600 0.0 062 O002600 0.0 062 P002600 0.0 062 Q002600 0.0 062 R002600 0.0 066 A002600 Y 066 B002600 N 066 C002600 N 066 D002600 N 066 E002600 N 066 F002600 N 066 G002600 Y 067 002600 Y 068 A002600 N 068 B002600 Y 069 002600 N 070 A012600 Y 070 A022600 Y 070 B012600 N 070 B022600 N 070 C012600 N 070 C022600 N 070 D012600 N 070 D022600 N 070 E012600 N 070 E022600 N 070 F012600 N 070 F022600 N 070 G012600 N 070 G022600 N 070 H012600 N 070 H022600 N 070 I012600 N 070 I022600 N 070 J012600 N 070 J022600 N 070 K012600 Y 070 K022600 Y 070 L012600 Y 070 L022600 Y 070 M012600 N 070 M022600 N 070 N012600 Y 070 N022600 N 070 O012600 Y 070 O022600 N 070 P012600 N 070 P022600 N 070 Q012600 N PAGE 110 070 Q022600 N 070 R012600 N 070 R022600 N 071 A002600 37766 071 B002600 166111 071 C002600 122185 071 D002600 31 072 A002600 6 072 B002600 1 072 C002600 2107 072 D002600 0 072 E002600 0 072 F002600 0 072 G002600 0 072 H002600 0 072 I002600 0 072 J002600 9 072 K002600 0 072 L002600 0 072 M002600 2 072 N002600 2 072 O002600 0 072 P002600 0 072 Q002600 0 072 R002600 8 072 S002600 3 072 T002600 0 072 U002600 0 072 V002600 0 072 W002600 1 072 X002600 25 072 Y002600 23 072 Z002600 2106 072AA002600 0 072BB002600 4553 072CC012600 2469 072CC022600 0 072DD012600 2183 072DD022600 0 072EE002600 475 073 A012600 0.1610 073 A022600 0.0000 073 B002600 0.0350 073 C002600 0.0000 074 A002600 0 074 B002600 1 074 C002600 0 074 D002600 0 074 E002600 0 074 F002600 0 074 G002600 0 PAGE 111 074 H002600 0 074 I002600 492 074 J002600 0 074 K002600 4 074 L002600 0 074 M002600 0 074 N002600 497 074 O002600 0 074 P002600 0 074 Q002600 0 074 R012600 0 074 R022600 0 074 R032600 0 074 R042600 3 074 S002600 0 074 T002600 494 074 U012600 47 074 U022600 0 074 V012600 10.55 074 V022600 0.00 074 W002600 0.0000 074 X002600 1 074 Y002600 0 075 A002600 0 075 B002600 122196 076 002600 0.00 012 A002701 INVESTORS BANK & TRUST COMPANY 012 B002701 85-720 012 C012701 BOSTON 012 C022701 MA 012 C032701 02116 015 A002701 INVESTORS BANK & TRUST COMPANY 015 B002701 C 015 C012701 BOSTON 015 C022701 MA 015 C032701 02116 015 E012701 X 024 002700 Y 025 A002701 INVESTORS FINANCIAL SERVICES CORP 025 B002701 04-2447211 025 C002701 E 025 D002701 60 025 A002702 SALOMON SMITH BARNEY INC 025 B002702 11-2418191 025 C002702 D 025 D002702 464 025 D002703 0 025 D002704 0 025 D002705 0 025 D002706 0 025 D002707 0 PAGE 112 025 D002708 0 028 A012700 1 028 A022700 0 028 A032700 0 028 A042700 0 028 B012700 0 028 B022700 0 028 B032700 0 028 B042700 0 028 C012700 0 028 C022700 0 028 C032700 0 028 C042700 1278 028 D012700 0 028 D022700 0 028 D032700 0 028 D042700 0 028 E012700 0 028 E022700 0 028 E032700 0 028 E042700 20 028 F012700 500 028 F022700 0 028 F032700 0 028 F042700 0 028 G012700 501 028 G022700 0 028 G032700 0 028 G042700 1298 028 H002700 0 037 002700 Y 038 002700 7 039 002700 N 040 002700 N 041 002700 N 042 A002700 0 042 B002700 0 042 C002700 0 042 D002700 0 042 E002700 0 042 F002700 0 042 G002700 0 042 H002700 0 043 002700 0 044 002700 0 045 002700 Y 046 002700 N 047 002700 Y 048 002700 0.330 048 A012700 0 048 A022700 0.000 PAGE 113 048 B012700 0 048 B022700 0.000 048 C012700 0 048 C022700 0.000 048 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 0 048 K022700 0.000 055 A002700 N 055 B002700 N 056 002700 Y 057 002700 N 058 A002700 N 059 002700 Y 060 A002700 N 060 B002700 N 061 002700 1000000 062 A002700 N 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 0.0 066 A002700 Y 066 B002700 N 066 C002700 N 066 D002700 Y PAGE 114 066 E002700 N 066 F002700 N 066 G002700 N 067 002700 N 068 A002700 N 068 B002700 N 069 002700 N 070 A012700 Y 070 A022700 Y 070 B012700 Y 070 B022700 N 070 C012700 N 070 C022700 N 070 D012700 Y 070 D022700 N 070 E012700 N 070 E022700 N 070 F012700 Y 070 F022700 Y 070 G012700 Y 070 G022700 N 070 H012700 Y 070 H022700 N 070 I012700 N 070 I022700 N 070 J012700 Y 070 J022700 N 070 K012700 Y 070 K022700 Y 070 L012700 N 070 L022700 N 070 M012700 N 070 M022700 N 070 N012700 Y 070 N022700 Y 070 O012700 Y 070 O022700 N 070 P012700 Y 070 P022700 N 070 Q012700 N 070 Q022700 N 070 R012700 N 070 R022700 N 071 A002700 8793 071 B002700 9172 071 C002700 15422 071 D002700 57 072 A002700 6 072 B002700 6 072 C002700 26 072 D002700 0 PAGE 115 072 E002700 0 072 F002700 27 072 G002700 0 072 H002700 0 072 I002700 0 072 J002700 11 072 K002700 0 072 L002700 0 072 M002700 0 072 N002700 1 072 O002700 0 072 P002700 0 072 Q002700 0 072 R002700 16 072 S002700 0 072 T002700 0 072 U002700 0 072 V002700 0 072 W002700 13 072 X002700 68 072 Y002700 29 072 Z002700 -7 072AA002700 247 072BB002700 0 072CC012700 0 072CC022700 2406 072DD012700 0 072DD022700 0 072EE002700 0 073 A012700 0.0000 073 A022700 0.0000 073 B002700 0.0000 073 C002700 0.0000 074 A002700 1 074 B002700 464 074 C002700 708 074 D002700 0 074 E002700 0 074 F002700 13540 074 G002700 0 074 H002700 0 074 I002700 1072 074 J002700 0 074 K002700 5 074 L002700 5 074 M002700 0 074 N002700 15795 074 O002700 0 074 P002700 6 074 Q002700 0 074 R012700 0 PAGE 116 074 R022700 0 074 R032700 0 074 R042700 1702 074 S002700 0 074 T002700 14087 074 U012700 998 074 U022700 0 074 V012700 14.11 074 V022700 0.00 074 W002700 0.0000 074 X002700 28 074 Y002700 100 075 A002700 0 075 B002700 16219 076 002700 0.00 012 A002801 INVESTORS BANK & TRUST COMPANY 012 B002801 85-720 012 C012801 BOSTON 012 C022801 MA 012 C032801 02116 015 A002801 INVESTORS BANK & TRUST COMPANY 015 B002801 C 015 C012801 BOSTON 015 C022801 MA 015 C032801 02116 015 E012801 X 024 002800 Y 025 A002801 SALOMON SMITH BARNEY INC 025 B002801 11-2418191 025 C002801 D 025 D002801 21 025 D002802 0 025 D002803 0 025 D002804 0 025 D002805 0 025 D002806 0 025 D002807 0 025 D002808 0 028 A012800 6601 028 A022800 0 028 A032800 0 028 A042800 1579 028 B012800 0 028 B022800 0 028 B032800 0 028 B042800 0 028 C012800 0 028 C022800 0 028 C032800 0 028 C042800 0 028 D012800 6400 PAGE 117 028 D022800 0 028 D032800 0 028 D042800 0 028 E012800 14704 028 E022800 1692 028 E032800 0 028 E042800 0 028 F012800 6600 028 F022800 0 028 F032800 0 028 F042800 0 028 G012800 34305 028 G022800 1692 028 G032800 0 028 G042800 1579 028 H002800 0 037 002800 N 038 002800 0 039 002800 N 040 002800 Y 041 002800 N 042 A002800 0 042 B002800 0 042 C002800 0 042 D002800 0 042 E002800 0 042 F002800 0 042 G002800 0 042 H002800 0 043 002800 0 044 002800 0 045 002800 Y 046 002800 N 048 002800 0.000 048 A012800 0 048 A022800 0.000 048 B012800 0 048 B022800 0.000 048 C012800 0 048 C022800 0.000 048 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 PAGE 118 048 I022800 0.000 048 J012800 0 048 J022800 0.000 048 K012800 0 048 K022800 0.000 055 A002800 N 055 B002800 N 056 002800 Y 057 002800 N 058 A002800 N 059 002800 Y 060 A002800 Y 060 B002800 Y 061 002800 1000000 062 A002800 N 062 B002800 0.0 062 C002800 0.0 062 D002800 0.0 062 E002800 0.0 062 F002800 0.0 062 G002800 0.0 062 H002800 0.0 062 I002800 0.0 062 J002800 0.0 062 K002800 0.0 062 L002800 0.0 062 M002800 0.0 062 N002800 0.0 062 O002800 0.0 062 P002800 0.0 062 Q002800 0.0 062 R002800 0.0 066 A002800 Y 066 B002800 N 066 C002800 N 066 D002800 Y 066 E002800 N 066 F002800 N 066 G002800 N 067 002800 N 068 A002800 N 068 B002800 Y 069 002800 N 070 A012800 Y 070 A022800 Y 070 B012800 N 070 B022800 N 070 C012800 N 070 C022800 N 070 D012800 N 070 D022800 N PAGE 119 070 E012800 N 070 E022800 N 070 F012800 N 070 F022800 N 070 G012800 N 070 G022800 N 070 H012800 N 070 H022800 N 070 I012800 N 070 I022800 N 070 J012800 N 070 J022800 N 070 K012800 Y 070 K022800 Y 070 L012800 Y 070 L022800 Y 070 M012800 N 070 M022800 N 070 N012800 Y 070 N022800 N 070 O012800 Y 070 O022800 N 070 P012800 N 070 P022800 N 070 Q012800 N 070 Q022800 N 070 R012800 N 070 R022800 N 071 A002800 40362 071 B002800 7298 071 C002800 78609 071 D002800 9 072 A002800 6 072 B002800 1 072 C002800 505 072 D002800 0 072 E002800 0 072 F002800 0 072 G002800 0 072 H002800 0 072 I002800 0 072 J002800 5 072 K002800 0 072 L002800 0 072 M002800 1 072 N002800 1 072 O002800 0 072 P002800 0 072 Q002800 0 072 R002800 8 072 S002800 1 PAGE 120 072 T002800 0 072 U002800 0 072 V002800 0 072 W002800 2 072 X002800 18 072 Y002800 17 072 Z002800 506 072AA002800 100 072BB002800 0 072CC012800 0 072CC022800 1976 072DD012800 1880 072DD022800 0 072EE002800 0 073 A012800 0.2200 073 A022800 0.0000 073 B002800 0.0000 073 C002800 0.0000 074 A002800 0 074 B002800 21 074 C002800 0 074 D002800 0 074 E002800 0 074 F002800 0 074 G002800 0 074 H002800 0 074 I002800 96867 074 J002800 0 074 K002800 3 074 L002800 0 074 M002800 0 074 N002800 96891 074 O002800 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G002900 0.0 062 H002900 0.0 062 I002900 0.0 062 J002900 0.0 062 K002900 0.0 062 L002900 0.0 062 M002900 0.0 062 N002900 0.0 062 O002900 0.0 062 P002900 0.0 062 Q002900 0.0 062 R002900 0.0 066 A002900 Y 066 B002900 N 066 C002900 N 066 D002900 Y 066 E002900 N 066 F002900 N 066 G002900 N 067 002900 N 068 A002900 N 068 B002900 Y 069 002900 N 070 A012900 Y 070 A022900 Y 070 B012900 N 070 B022900 N 070 C012900 N 070 C022900 N 070 D012900 N 070 D022900 N 070 E012900 N 070 E022900 N 070 F012900 N 070 F022900 N 070 G012900 N 070 G022900 N 070 H012900 N 070 H022900 N 070 I012900 N 070 I022900 N 070 J012900 N 070 J022900 N 070 K012900 Y 070 K022900 Y 070 L012900 Y PAGE 124 070 L022900 Y 070 M012900 N 070 M022900 N 070 N012900 Y 070 N022900 N 070 O012900 Y 070 O022900 N 070 P012900 N 070 P022900 N 070 Q012900 N 070 Q022900 N 070 R012900 N 070 R022900 N 071 A002900 14684 071 B002900 8980 071 C002900 43625 071 D002900 21 072 A002900 6 072 B002900 0 072 C002900 379 072 D002900 0 072 E002900 0 072 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067 003100 N 068 A003100 N 068 B003100 N 069 003100 N 070 A013100 Y 070 A023100 Y 070 B013100 N 070 B023100 N 070 C013100 Y 070 C023100 N 070 D013100 N 070 D023100 N 070 E013100 Y 070 E023100 N 070 F013100 N 070 F023100 N 070 G013100 Y 070 G023100 N 070 H013100 N 070 H023100 N 070 I013100 N 070 I023100 N 070 J013100 Y 070 J023100 Y 070 K013100 Y 070 K023100 Y 070 L013100 Y 070 L023100 Y 070 M013100 Y 070 M023100 N 070 N013100 Y 070 N023100 N 070 O013100 Y 070 O023100 N 070 P013100 Y 070 P023100 N 070 Q013100 N 070 Q023100 N 070 R013100 N 070 R023100 N 071 A003100 124570 071 B003100 22016 071 C003100 222365 PAGE 129 071 D003100 10 072 A003100 6 072 B003100 6853 072 C003100 110 072 D003100 0 072 E003100 0 072 F003100 112 072 G003100 0 072 H003100 0 072 I003100 0 072 J003100 26 072 K003100 0 072 L003100 0 072 M003100 2 072 N003100 2 072 O003100 0 072 P003100 99 072 Q003100 0 072 R003100 14 072 S003100 4 072 T003100 0 072 U003100 0 072 V003100 0 072 W003100 170 072 X003100 429 072 Y003100 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STANLEY DEAN WITTER & CO 025 B003201 13-2655998 025 C003201 D 025 D003201 434 025 D003202 0 025 D003203 0 025 D003204 0 025 D003205 0 025 D003206 0 025 D003207 0 025 D003208 0 028 A013200 1500 028 A023200 0 028 A033200 0 028 A043200 24246 028 B013200 1741 028 B023200 0 028 B033200 0 028 B043200 32 PAGE 131 028 C013200 0 028 C023200 0 028 C033200 0 028 C043200 6137 028 D013200 0 028 D023200 0 028 D033200 0 028 D043200 5000 028 E013200 5410 028 E023200 4152 028 E033200 0 028 E043200 10333 028 F013200 1220 028 F023200 -47 028 F033200 0 028 F043200 19818 028 G013200 9871 028 G023200 4105 028 G033200 0 028 G043200 65566 028 H003200 0 037 003200 N 038 003200 0 039 003200 N 040 003200 Y 041 003200 N 042 A003200 0 042 B003200 0 042 C003200 0 042 D003200 0 042 E003200 0 042 F003200 0 042 G003200 0 042 H003200 0 043 003200 0 044 003200 0 045 003200 Y 046 003200 N 047 003200 Y 048 003200 0.250 048 A013200 0 048 A023200 0.000 048 B013200 0 048 B023200 0.000 048 C013200 0 048 C023200 0.000 048 D013200 0 048 D023200 0.000 048 E013200 0 048 E023200 0.000 048 F013200 0 PAGE 132 048 F023200 0.000 048 G013200 0 048 G023200 0.000 048 H013200 0 048 H023200 0.000 048 I013200 0 048 I023200 0.000 048 J013200 0 048 J023200 0.000 048 K013200 0 048 K023200 0.000 058 A003200 N 059 003200 Y 060 A003200 N 060 B003200 N 061 003200 1000000 062 A003200 Y 062 B003200 0.0 062 C003200 0.0 062 D003200 0.2 062 E003200 0.0 062 F003200 0.0 062 G003200 0.0 062 H003200 0.0 062 I003200 0.0 062 J003200 0.0 062 K003200 1.1 062 L003200 0.1 062 M003200 12.5 062 N003200 8.5 062 O003200 0.0 062 P003200 0.5 062 Q003200 8.3 062 R003200 76.5 063 A003200 0 063 B003200 5.2 064 A003200 Y 064 B003200 N 066 A003200 N 067 003200 N 068 A003200 N 068 B003200 N 069 003200 N 070 A013200 Y 070 A023200 Y 070 B013200 N 070 B023200 N 070 C013200 Y 070 C023200 N 070 D013200 N 070 D023200 N PAGE 133 070 E013200 Y 070 E023200 Y 070 F013200 N 070 F023200 N 070 G013200 Y 070 G023200 N 070 H013200 N 070 H023200 N 070 I013200 N 070 I023200 N 070 J013200 Y 070 J023200 Y 070 K013200 Y 070 K023200 Y 070 L013200 Y 070 L023200 Y 070 M013200 Y 070 M023200 Y 070 N013200 Y 070 N023200 Y 070 O013200 Y 070 O023200 Y 070 P013200 Y 070 P023200 N 070 Q013200 N 070 Q023200 N 070 R013200 N 070 R023200 N 071 A003200 195697 071 B003200 258980 071 C003200 348705 071 D003200 56 072 A003200 6 072 B003200 2229 072 C003200 1860 072 D003200 0 072 E003200 0 072 F003200 399 072 G003200 0 072 H003200 0 072 I003200 0 072 J003200 68 072 K003200 0 072 L003200 0 072 M003200 4 072 N003200 2 072 O003200 0 072 P003200 0 072 Q003200 0 072 R003200 20 072 S003200 7 PAGE 134 072 T003200 0 072 U003200 0 072 V003200 0 072 W003200 242 072 X003200 742 072 Y003200 133 072 Z003200 3480 072AA003200 6744 072BB003200 0 072CC013200 4143 072CC023200 0 072DD013200 174 072DD023200 0 072EE003200 3979 073 A013200 0.0060 073 A023200 0.0000 073 B003200 0.1370 073 C003200 0.0000 074 A003200 0 074 B003200 434 074 C003200 103 074 D003200 89098 074 E003200 6733 074 F003200 0 074 G003200 0 074 H003200 0 074 I003200 224865 074 J003200 219 074 K003200 23 074 L003200 4604 074 M003200 0 074 N003200 326079 074 O003200 0 074 P003200 103 074 Q003200 0 074 R013200 0 074 R023200 0 074 R033200 0 074 R043200 27313 074 S003200 0 074 T003200 298663 074 U013200 27794 074 U023200 0 074 V013200 10.75 074 V023200 0.00 074 W003200 0.0000 074 X003200 36 074 Y003200 46595 075 A003200 0 075 B003200 320235 076 003200 0.00 PAGE 135 012 A003401 INVESTORS BANK & TRUST COMPANY 012 B003401 85-720 012 C013401 BOSTON 012 C023401 MA 012 C033401 02116 015 A003401 BROWN BROTHERS HARRIMAN & CO. 015 B003401 C 015 C013401 BOSTON 015 C023401 MA 015 C033401 02109 015 E013401 X 024 003400 Y 025 A003401 MORGAN STANLEY EMERGING MARKETS FUND 025 B003401 13-2655998 025 C003401 E 025 D003401 160 025 D003402 0 025 D003403 0 025 D003404 0 025 D003405 0 025 D003406 0 025 D003407 0 025 D003408 0 028 A013400 1 028 A023400 0 028 A033400 0 028 A043400 252 028 B013400 4620 028 B023400 0 028 B033400 0 028 B043400 1907 028 C013400 0 028 C023400 0 028 C033400 0 028 C043400 9649 028 D013400 5457 028 D023400 0 028 D033400 0 028 D043400 5925 028 E013400 3829 028 E023400 971 028 E033400 0 028 E043400 519 028 F013400 4590 028 F023400 0 028 F033400 0 028 F043400 3 028 G013400 18497 028 G023400 971 028 G033400 0 028 G043400 18255 PAGE 136 028 H003400 0 037 003400 Y 038 003400 1 039 003400 N 040 003400 Y 041 003400 N 042 A003400 0 042 B003400 0 042 C003400 0 042 D003400 0 042 E003400 0 042 F003400 0 042 G003400 0 042 H003400 0 043 003400 0 044 003400 0 045 003400 Y 046 003400 N 047 003400 Y 048 003400 0.650 048 A013400 0 048 A023400 0.000 048 B013400 0 048 B023400 0.000 048 C013400 0 048 C023400 0.000 048 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 0 048 K023400 0.000 055 A003400 Y 055 B003400 N 056 003400 Y 057 003400 N 058 A003400 N 059 003400 Y 060 A003400 N 060 B003400 N 061 003400 1000000 PAGE 137 062 A003400 N 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 0.0 062 M003400 0.0 062 N003400 0.0 062 O003400 0.0 062 P003400 0.0 062 Q003400 0.0 062 R003400 0.0 066 A003400 Y 066 B003400 N 066 C003400 N 066 D003400 Y 066 E003400 N 066 F003400 N 066 G003400 N 067 003400 N 068 A003400 N 068 B003400 Y 069 003400 N 070 A013400 Y 070 A023400 N 070 B013400 Y 070 B023400 N 070 C013400 N 070 C023400 N 070 D013400 Y 070 D023400 N 070 E013400 N 070 E023400 N 070 F013400 Y 070 F023400 N 070 G013400 Y 070 G023400 N 070 H013400 Y 070 H023400 N 070 I013400 N 070 I023400 N 070 J013400 Y 070 J023400 Y 070 K013400 Y 070 K023400 Y PAGE 138 070 L013400 Y 070 L023400 Y 070 M013400 Y 070 M023400 Y 070 N013400 Y 070 N023400 N 070 O013400 Y 070 O023400 N 070 P013400 Y 070 P023400 N 070 Q013400 N 070 Q023400 N 070 R013400 N 070 R023400 N 071 A003400 47621 071 B003400 45855 071 C003400 70100 071 D003400 65 072 A003400 6 072 B003400 23 072 C003400 846 072 D003400 0 072 E003400 0 072 F003400 242 072 G003400 0 072 H003400 0 072 I003400 14 072 J003400 211 072 K003400 0 072 L003400 0 072 M003400 1 072 N003400 1 072 O003400 0 072 P003400 0 072 Q003400 0 072 R003400 23 072 S003400 4 072 T003400 0 072 U003400 0 072 V003400 0 072 W003400 58 072 X003400 554 072 Y003400 84 072 Z003400 399 072AA003400 6646 072BB003400 0 072CC013400 0 072CC023400 10649 072DD013400 1011 072DD023400 0 072EE003400 0 PAGE 139 073 A013400 0.1490 073 A023400 0.0000 073 B003400 0.0000 073 C003400 0.0000 074 A003400 10 074 B003400 0 074 C003400 1700 074 D003400 282 074 E003400 4473 074 F003400 60794 074 G003400 0 074 H003400 0 074 I003400 1474 074 J003400 78 074 K003400 22 074 L003400 257 074 M003400 134 074 N003400 69224 074 O003400 0 074 P003400 46 074 Q003400 0 074 R013400 0 074 R023400 0 074 R033400 0 074 R043400 175 074 S003400 0 074 T003400 69003 074 U013400 7759 074 U023400 2 074 V013400 8.89 074 V023400 8.88 074 W003400 0.0000 074 X003400 58 074 Y003400 1064 075 A003400 0 075 B003400 72742 076 003400 0.00 012 A003501 INVESTORS BANK & TRUST COMPANY 012 B003501 85-720 012 C013501 BOSTON 012 C023501 MA 012 C033501 02116 015 A003501 BROWN BROTHERS HARRIMAN & CO. 015 B003501 C 015 C013501 BOSTON 015 C023501 MA 015 C033501 02109 015 E013501 X 024 003500 N 028 A013500 0 028 A023500 0 PAGE 140 028 A033500 0 028 A043500 560 028 B013500 3 028 B023500 0 028 B033500 0 028 B043500 2196 028 C013500 0 028 C023500 0 028 C033500 0 028 C043500 0 028 D013500 0 028 D023500 0 028 D033500 0 028 D043500 1005 028 E013500 0 028 E023500 330 028 E033500 0 028 E043500 200 028 F013500 4000 028 F023500 0 028 F033500 0 028 F043500 0 028 G013500 4003 028 G023500 330 028 G033500 0 028 G043500 3961 028 H003500 0 037 003500 Y 038 003500 18 039 003500 N 040 003500 N 041 003500 N 042 A003500 0 042 B003500 0 042 C003500 0 042 D003500 0 042 E003500 0 042 F003500 0 042 G003500 0 042 H003500 0 043 003500 0 044 003500 0 045 003500 Y 046 003500 N 047 003500 Y 048 003500 0.810 048 A013500 0 048 A023500 0.000 048 B013500 0 048 B023500 0.000 048 C013500 0 PAGE 141 048 C023500 0.000 048 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 0.000 048 H013500 0 048 H023500 0.000 048 I013500 0 048 I023500 0.000 048 J013500 0 048 J023500 0.000 048 K013500 0 048 K023500 0.000 055 A003500 N 055 B003500 N 056 003500 Y 057 003500 N 058 A003500 N 059 003500 Y 060 A003500 N 060 B003500 N 061 003500 1000000 062 A003500 N 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 0.0 062 M003500 0.0 062 N003500 0.0 062 O003500 0.0 062 P003500 0.0 062 Q003500 0.0 062 R003500 0.0 066 A003500 Y 066 B003500 N 066 C003500 N 066 D003500 Y 066 E003500 N 066 F003500 N 066 G003500 N PAGE 142 067 003500 N 068 A003500 N 068 B003500 Y 069 003500 N 070 A013500 Y 070 A023500 N 070 B013500 Y 070 B023500 N 070 C013500 N 070 C023500 N 070 D013500 Y 070 D023500 N 070 E013500 N 070 E023500 N 070 F013500 Y 070 F023500 N 070 G013500 Y 070 G023500 N 070 H013500 Y 070 H023500 N 070 I013500 N 070 I023500 N 070 J013500 Y 070 J023500 N 070 K013500 Y 070 K023500 Y 070 L013500 Y 070 L023500 Y 070 M013500 Y 070 M023500 Y 070 N013500 Y 070 N023500 N 070 O013500 Y 070 O023500 N 070 P013500 Y 070 P023500 N 070 Q013500 N 070 Q023500 N 070 R013500 N 070 R023500 N 071 A003500 49992 071 B003500 48893 071 C003500 119066 071 D003500 41 072 A003500 6 072 B003500 37 072 C003500 1763 072 D003500 0 072 E003500 0 072 F003500 503 072 G003500 0 PAGE 143 072 H003500 0 072 I003500 14 072 J003500 199 072 K003500 0 072 L003500 0 072 M003500 1 072 N003500 1 072 O003500 0 072 P003500 0 072 Q003500 0 072 R003500 21 072 S003500 4 072 T003500 0 072 U003500 0 072 V003500 0 072 W003500 95 072 X003500 838 072 Y003500 40 072 Z003500 1002 072AA003500 1638 072BB003500 0 072CC013500 0 072CC023500 7199 072DD013500 750 072DD023500 0 072EE003500 0 073 A013500 0.0530 073 A023500 0.0000 073 B003500 0.0000 073 C003500 0.0000 074 A003500 10 074 B003500 0 074 C003500 2100 074 D003500 1199 074 E003500 1098 074 F003500 105813 074 G003500 0 074 H003500 0 074 I003500 2928 074 J003500 1 074 K003500 7 074 L003500 241 074 M003500 61 074 N003500 113458 074 O003500 14 074 P003500 92 074 Q003500 0 074 R013500 0 074 R023500 0 074 R033500 0 074 R043500 411 PAGE 144 074 S003500 0 074 T003500 112941 074 U013500 14656 074 U023500 0 074 V013500 7.71 074 V023500 0.00 074 W003500 0.0000 074 X003500 38 074 Y003500 3745 075 A003500 0 075 B003500 121674 076 003500 0.00 012 A003601 INVESTORS BANK & TRUST COMPANY 012 B003601 85-720 012 C013601 BOSTON 012 C023601 MA 012 C033601 02116 015 A003601 INVESTORS BANK & TRUST COMPANY 015 B003601 C 015 C013601 BOSTON 015 C023601 MA 015 C033601 02116 015 E013601 X 024 003600 Y 025 A003601 BEAR STEARNS COS INC 025 B003601 13-3299429 025 C003601 E 025 D003601 141 025 A003602 LEHMAN BROTHERS HOLDINGS INC 025 B003602 13-2518466 025 C003602 E 025 D003602 63 025 A003603 MERRILL LYNCH & CO INC 025 B003603 13-5674085 025 C003603 E 025 D003603 170 025 A003604 MORGAN STANLEY DEAN WITTER & CO 025 B003604 13-2655998 025 C003604 E 025 D003604 299 025 A003605 SALOMON SMITH BARNEY INC 025 B003605 11-2418191 025 C003605 D 025 D003605 691 025 D003606 0 025 D003607 0 025 D003608 0 028 A013600 8000 028 A023600 0 028 A033600 0 028 A043600 0 PAGE 145 028 B013600 0 028 B023600 6 028 B033600 0 028 B043600 0 028 C013600 0 028 C023600 0 028 C033600 0 028 C043600 0 028 D013600 9334 028 D023600 0 028 D033600 0 028 D043600 0 028 E013600 850 028 E023600 4 028 E033600 0 028 E043600 1839 028 F013600 300 028 F023600 0 028 F033600 0 028 F043600 0 028 G013600 18484 028 G023600 10 028 G033600 0 028 G043600 1839 028 H003600 0 037 003600 N 038 003600 0 039 003600 N 040 003600 N 041 003600 N 042 A003600 0 042 B003600 0 042 C003600 0 042 D003600 0 042 E003600 0 042 F003600 0 042 G003600 0 042 H003600 0 043 003600 0 044 003600 0 045 003600 Y 046 003600 N 047 003600 Y 048 003600 0.330 048 A013600 0 048 A023600 0.000 048 B013600 0 048 B023600 0.000 048 C013600 0 048 C023600 0.000 048 D013600 0 PAGE 146 048 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 0 048 K023600 0.000 055 A003600 N 055 B003600 N 056 003600 Y 057 003600 N 058 A003600 N 059 003600 Y 060 A003600 N 060 B003600 N 061 003600 1000000 062 A003600 N 062 B003600 0.0 062 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 0.0 066 A003600 Y 066 B003600 N 066 C003600 N 066 D003600 Y 066 E003600 N 066 F003600 N 066 G003600 N 067 003600 N 068 A003600 N PAGE 147 068 B003600 N 069 003600 N 070 A013600 Y 070 A023600 Y 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 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 25224 071 B003600 9064 071 C003600 33662 071 D003600 27 072 A003600 6 072 B003600 6 072 C003600 283 072 D003600 0 072 E003600 0 072 F003600 58 072 G003600 0 072 H003600 0 072 I003600 0 PAGE 148 072 J003600 12 072 K003600 0 072 L003600 0 072 M003600 0 072 N003600 1 072 O003600 0 072 P003600 0 072 Q003600 0 072 R003600 16 072 S003600 0 072 T003600 0 072 U003600 0 072 V003600 0 072 W003600 27 072 X003600 114 072 Y003600 30 072 Z003600 205 072AA003600 0 072BB003600 1269 072CC013600 0 072CC023600 5350 072DD013600 183 072DD023600 0 072EE003600 0 073 A013600 0.0520 073 A023600 0.0000 073 B003600 0.0000 073 C003600 0.0000 074 A003600 0 074 B003600 691 074 C003600 751 074 D003600 0 074 E003600 0 074 F003600 36840 074 G003600 0 074 H003600 0 074 I003600 1314 074 J003600 0 074 K003600 5 074 L003600 58 074 M003600 0 074 N003600 39659 074 O003600 0 074 P003600 15 074 Q003600 0 074 R013600 0 074 R023600 0 074 R033600 0 074 R043600 2091 074 S003600 0 074 T003600 37553 PAGE 149 074 U013600 3989 074 U023600 0 074 V013600 9.41 074 V023600 0.00 074 W003600 0.0000 074 X003600 13 074 Y003600 0 075 A003600 0 075 B003600 35629 076 003600 0.00 012 A003701 INVESTORS BANK & TRUST COMPANY 012 B003701 85-720 012 C013701 BOSTON 012 C023701 MA 012 C033701 02116 015 A003701 BROWN BROTHERS HARRIMAN & CO. 015 B003701 C 015 C013701 BOSTON 015 C023701 MA 015 C033701 02109 015 E013701 X 024 003700 Y 025 A003701 BARCLAYS PLC 025 B003701 05-0346412 025 C003701 E 025 D003701 629 025 A003702 HSBC HOLDINGS PLC 025 B003702 13-2650272 025 C003702 E 025 D003702 222 025 D003703 0 025 D003704 0 025 D003705 0 025 D003706 0 025 D003707 0 025 D003708 0 028 A013700 0 028 A023700 0 028 A033700 0 028 A043700 0 028 B013700 2030 028 B023700 0 028 B033700 0 028 B043700 30 028 C013700 6940 028 C023700 0 028 C033700 0 028 C043700 0 028 D013700 1454 028 D023700 0 028 D033700 0 PAGE 150 028 D043700 1 028 E013700 0 028 E023700 199 028 E033700 0 028 E043700 0 028 F013700 1360 028 F023700 0 028 F033700 0 028 F043700 0 028 G013700 11784 028 G023700 199 028 G033700 0 028 G043700 31 028 H003700 0 037 003700 N 038 003700 0 039 003700 N 040 003700 N 041 003700 N 042 A003700 0 042 B003700 0 042 C003700 0 042 D003700 0 042 E003700 0 042 F003700 0 042 G003700 0 042 H003700 0 043 003700 0 044 003700 0 045 003700 Y 046 003700 N 047 003700 Y 048 003700 0.540 048 A013700 0 048 A023700 0.000 048 B013700 0 048 B023700 0.000 048 C013700 0 048 C023700 0.000 048 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 PAGE 151 048 J013700 0 048 J023700 0.000 048 K013700 0 048 K023700 0.000 055 A003700 Y 055 B003700 N 056 003700 Y 057 003700 N 058 A003700 N 059 003700 Y 060 A003700 N 060 B003700 N 061 003700 1000000 062 A003700 N 062 B003700 0.0 062 C003700 0.0 062 D003700 0.0 062 E003700 0.0 062 F003700 0.0 062 G003700 0.0 062 H003700 0.0 062 I003700 0.0 062 J003700 0.0 062 K003700 0.0 062 L003700 0.0 062 M003700 0.0 062 N003700 0.0 062 O003700 0.0 062 P003700 0.0 062 Q003700 0.0 062 R003700 0.0 066 A003700 Y 066 B003700 N 066 C003700 N 066 D003700 Y 066 E003700 N 066 F003700 N 066 G003700 N 067 003700 N 068 A003700 N 068 B003700 Y 069 003700 N 070 A013700 Y 070 A023700 N 070 B013700 Y 070 B023700 N 070 C013700 N 070 C023700 N 070 D013700 Y 070 D023700 N 070 E013700 N PAGE 152 070 E023700 N 070 F013700 Y 070 F023700 Y 070 G013700 Y 070 G023700 N 070 H013700 Y 070 H023700 N 070 I013700 N 070 I023700 N 070 J013700 Y 070 J023700 Y 070 K013700 Y 070 K023700 Y 070 L013700 Y 070 L023700 Y 070 M013700 Y 070 M023700 Y 070 N013700 Y 070 N023700 N 070 O013700 Y 070 O023700 Y 070 P013700 Y 070 P023700 Y 070 Q013700 N 070 Q023700 N 070 R013700 N 070 R023700 N 071 A003700 32518 071 B003700 20788 071 C003700 81056 071 D003700 26 072 A003700 6 072 B003700 38 072 C003700 1576 072 D003700 0 072 E003700 0 072 F003700 232 072 G003700 0 072 H003700 0 072 I003700 14 072 J003700 109 072 K003700 0 072 L003700 0 072 M003700 1 072 N003700 1 072 O003700 0 072 P003700 0 072 Q003700 0 072 R003700 19 072 S003700 2 072 T003700 0 PAGE 153 072 U003700 0 072 V003700 0 072 W003700 67 072 X003700 445 072 Y003700 146 072 Z003700 1315 072AA003700 0 072BB003700 1169 072CC013700 0 072CC023700 636 072DD013700 315 072DD023700 0 072EE003700 0 073 A013700 0.0360 073 A023700 0.0000 073 B003700 0.0000 073 C003700 0.0000 074 A003700 43 074 B003700 0 074 C003700 329 074 D003700 0 074 E003700 1381 074 F003700 81475 074 G003700 0 074 H003700 0 074 I003700 186 074 J003700 7 074 K003700 25 074 L003700 610 074 M003700 2721 074 N003700 86777 074 O003700 0 074 P003700 50 074 Q003700 0 074 R013700 0 074 R023700 0 074 R033700 0 074 R043700 293 074 S003700 0 074 T003700 86434 074 U013700 8907 074 U023700 0 074 V013700 9.70 074 V023700 0.00 074 W003700 0.0000 074 X003700 24 074 Y003700 229 075 A003700 0 075 B003700 84785 076 003700 0.00 012 A003801 INVESTORS BANK & TRUST COMPANY PAGE 154 012 B003801 85-720 012 C013801 BOSTON 012 C023801 MA 012 C033801 02116 015 A003801 INVESTORS BANK & TRUST COMPANY 015 B003801 C 015 C013801 BOSTON 015 C023801 MA 015 C033801 02116 015 E013801 X 024 003800 Y 025 A003801 SALOMON SMITH BARNEY INC 025 B003801 11-2418191 025 C003801 D 025 D003801 422 025 D003802 0 025 D003803 0 025 D003804 0 025 D003805 0 025 D003806 0 025 D003807 0 025 D003808 0 028 A013800 733 028 A023800 0 028 A033800 0 028 A043800 90 028 B013800 667 028 B023800 0 028 B033800 0 028 B043800 77 028 C013800 3039 028 C023800 0 028 C033800 0 028 C043800 1383 028 D013800 1502 028 D023800 0 028 D033800 0 028 D043800 41555 028 E013800 230 028 E023800 11 028 E033800 0 028 E043800 188 028 F013800 332 028 F023800 0 028 F033800 0 028 F043800 264 028 G013800 6503 028 G023800 11 028 G033800 0 028 G043800 43557 028 H003800 0 PAGE 155 037 003800 N 038 003800 0 039 003800 N 040 003800 Y 041 003800 N 042 A003800 0 042 B003800 0 042 C003800 0 042 D003800 0 042 E003800 0 042 F003800 0 042 G003800 0 042 H003800 0 043 003800 0 044 003800 0 045 003800 Y 046 003800 N 048 003800 0.000 048 A013800 0 048 A023800 0.000 048 B013800 0 048 B023800 0.000 048 C013800 0 048 C023800 0.000 048 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 0 048 K023800 0.000 055 A003800 N 055 B003800 N 056 003800 Y 057 003800 N 058 A003800 N 059 003800 Y 060 A003800 N 060 B003800 N 061 003800 1000000 062 A003800 Y 062 B003800 0.0 PAGE 156 062 C003800 0.0 062 D003800 0.8 062 E003800 0.0 062 F003800 0.0 062 G003800 0.0 062 H003800 0.0 062 I003800 0.3 062 J003800 0.0 062 K003800 0.5 062 L003800 0.0 062 M003800 0.4 062 N003800 0.0 062 O003800 0.0 062 P003800 1.0 062 Q003800 93.1 062 R003800 3.7 063 A003800 0 063 B003800 16.0 066 A003800 N 067 003800 N 068 A003800 N 068 B003800 Y 069 003800 N 070 A013800 Y 070 A023800 Y 070 B013800 N 070 B023800 N 070 C013800 N 070 C023800 N 070 D013800 N 070 D023800 N 070 E013800 N 070 E023800 N 070 F013800 N 070 F023800 N 070 G013800 N 070 G023800 N 070 H013800 N 070 H023800 N 070 I013800 N 070 I023800 N 070 J013800 N 070 J023800 N 070 K013800 Y 070 K023800 Y 070 L013800 Y 070 L023800 Y 070 M013800 Y 070 M023800 N 070 N013800 Y 070 N023800 N PAGE 157 070 O013800 Y 070 O023800 N 070 P013800 Y 070 P023800 N 070 Q013800 N 070 Q023800 N 070 R013800 N 070 R023800 N 071 A003800 7548 071 B003800 43251 071 C003800 73972 071 D003800 10 072 A003800 6 072 B003800 2 072 C003800 883 072 D003800 0 072 E003800 0 072 F003800 0 072 G003800 0 072 H003800 0 072 I003800 0 072 J003800 7 072 K003800 0 072 L003800 0 072 M003800 1 072 N003800 8 072 O003800 0 072 P003800 0 072 Q003800 0 072 R003800 5 072 S003800 2 072 T003800 0 072 U003800 0 072 V003800 0 072 W003800 1 072 X003800 24 072 Y003800 23 072 Z003800 884 072AA003800 1466 072BB003800 0 072CC013800 0 072CC023800 3106 072DD013800 11 072DD023800 0 072EE003800 0 073 A013800 0.0020 073 A023800 0.0000 073 B003800 0.0000 073 C003800 0.0000 074 A003800 0 074 B003800 422 PAGE 158 074 C003800 0 074 D003800 0 074 E003800 0 074 F003800 0 074 G003800 0 074 H003800 0 074 I003800 51630 074 J003800 0 074 K003800 4 074 L003800 90 074 M003800 0 074 N003800 52146 074 O003800 0 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A003906 TRAVELERS PROPERTY CASUALTY CORP, CLASS B 025 B003906 13-3039426 025 C003906 E 025 D003906 8 025 A003907 SALOMON SMITH BARNEY INC 025 B003907 11-2418191 025 C003907 D 025 D003907 1405 025 D003908 0 028 A013900 0 028 A023900 0 028 A033900 0 028 A043900 0 028 B013900 3 028 B023900 1105 028 B033900 0 028 B043900 50050 028 C013900 0 028 C023900 0 028 C033900 0 028 C043900 0 028 D013900 0 028 D023900 0 028 D033900 0 028 D043900 0 028 E013900 612 028 E023900 23 028 E033900 0 028 E043900 1784 028 F013900 0 028 F023900 0 028 F033900 0 028 F043900 590 028 G013900 615 028 G023900 1128 028 G033900 0 028 G043900 52424 028 H003900 0 037 003900 N PAGE 160 038 003900 0 039 003900 N 040 003900 Y 041 003900 N 042 A003900 0 042 B003900 0 042 C003900 0 042 D003900 0 042 E003900 0 042 F003900 0 042 G003900 0 042 H003900 0 043 003900 0 044 003900 0 045 003900 Y 046 003900 N 047 003900 Y 048 003900 0.330 048 A013900 0 048 A023900 0.000 048 B013900 0 048 B023900 0.000 048 C013900 0 048 C023900 0.000 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B003900 1405 074 C003900 926 074 D003900 0 074 E003900 0 074 F003900 39151 074 G003900 0 074 H003900 0 074 I003900 1491 074 J003900 430 074 K003900 9 074 L003900 76 074 M003900 0 074 N003900 43488 074 O003900 1100 074 P003900 16 074 Q003900 0 074 R013900 0 074 R023900 0 074 R033900 0 074 R043900 2378 074 S003900 0 074 T003900 39994 074 U013900 4386 074 U023900 0 074 V013900 9.12 074 V023900 0.00 074 W003900 0.0000 074 X003900 18 074 Y003900 75 075 A003900 0 075 B003900 60149 076 003900 0.00 012 A004001 INVESTORS BANK & TRUST COMPANY 012 B004001 85-720 012 C014001 BOSTON 012 C024001 MA 012 C034001 02116 015 A004001 INVESTORS BANK & TRUST COMPANY 015 B004001 C 015 C014001 BOSTON 015 C024001 MA 015 C034001 02116 015 E014001 X 024 004000 Y 025 A004001 SALOMON SMITH BARNEY INC 025 B004001 11-2418191 025 C004001 D 025 D004001 474 PAGE 164 025 D004002 0 025 D004003 0 025 D004004 0 025 D004005 0 025 D004006 0 025 D004007 0 025 D004008 0 028 A014000 0 028 A024000 0 028 A034000 0 028 A044000 0 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A004000 N 055 B004000 N 056 004000 Y 057 004000 N 058 A004000 N 059 004000 Y 060 A004000 N 060 B004000 N 061 004000 1000000 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 PAGE 166 062 Q004000 0.0 062 R004000 0.0 066 A004000 Y 066 B004000 N 066 C004000 N 066 D004000 Y 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 Y 070 B014000 Y 070 B024000 N 070 C014000 N 070 C024000 N 070 D014000 Y 070 D024000 N 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 N 070 K014000 Y 070 K024000 Y 070 L014000 Y 070 L024000 Y 070 M014000 N 070 M024000 N 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 6380 071 B004000 10981 PAGE 167 071 C004000 35167 071 D004000 18 072 A004000 6 072 B004000 5 072 C004000 300 072 D004000 0 072 E004000 0 072 F004000 98 072 G004000 0 072 H004000 0 072 I004000 0 072 J004000 13 072 K004000 0 072 L004000 0 072 M004000 0 072 N004000 0 072 O004000 0 072 P004000 0 072 Q004000 0 072 R004000 16 072 S004000 1 072 T004000 0 072 U004000 0 072 V004000 0 072 W004000 28 072 X004000 156 072 Y004000 30 072 Z004000 179 072AA004000 2172 072BB004000 0 072CC014000 0 072CC024000 4784 072DD014000 123 072DD024000 0 072EE004000 0 073 A014000 0.0420 073 A024000 0.0000 073 B004000 0.0000 073 C004000 0.0000 074 A004000 1 074 B004000 474 074 C004000 1093 074 D004000 0 074 E004000 0 074 F004000 29740 074 G004000 0 074 H004000 0 074 I004000 1911 074 J004000 0 074 K004000 5 074 L004000 35 PAGE 168 074 M004000 0 074 N004000 33259 074 O004000 0 074 P004000 18 074 Q004000 0 074 R014000 0 074 R024000 0 074 R034000 0 074 R044000 3041 074 S004000 0 074 T004000 30200 074 U014000 2817 074 U024000 0 074 V014000 10.72 074 V024000 0.00 074 W004000 0.0000 074 X004000 20 074 Y004000 0 075 A004000 0 075 B004000 35668 076 004000 0.00 012 A004101 INVESTORS BANK & TRUST COMPANY 012 B004101 85-720 012 C014101 BOSTON 012 C024101 MA 012 C034101 02116 015 A004101 INVESTORS BANK & TRUST COMPANY 015 B004101 C 015 C014101 BOSTON 015 C024101 MA 015 C034101 02116 015 E014101 X 024 004100 Y 025 A004101 CITIBANK CREDIT CARD ISSUANCE 00-B2 025 B004101 13-3039426 025 C004101 D 025 D004101 18896 025 A004102 MERRILL LYNCH CBO SERIES 97-F1 025 B004102 13-5674085 025 C004102 D 025 D004102 8897 025 A004103 MORGAN STANLEY DEAN WITTER & CO 025 B004103 13-2655998 025 C004103 D 025 D004103 8 025 D004104 0 025 D004105 0 025 D004106 0 025 D004107 0 025 D004108 0 028 A014100 43250 PAGE 169 028 A024100 0 028 A034100 0 028 A044100 83000 028 B014100 34800 028 B024100 0 028 B034100 0 028 B044100 32200 028 C014100 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A004100 N 059 004100 Y 060 A004100 N 060 B004100 N 061 004100 0 062 A004100 Y 062 B004100 0.0 062 C004100 0.0 062 D004100 0.0 062 E004100 0.0 062 F004100 0.0 062 G004100 0.0 062 H004100 0.0 062 I004100 2.4 062 J004100 0.0 062 K004100 0.1 062 L004100 0.0 062 M004100 0.2 062 N004100 4.8 062 O004100 0.0 062 P004100 4.0 062 Q004100 93.6 062 R004100 0.0 063 A004100 0 063 B004100 4.0 064 A004100 Y 064 B004100 N 066 A004100 N 067 004100 N 068 A004100 N PAGE 171 068 B004100 N 069 004100 N 070 A014100 Y 070 A024100 Y 070 B014100 N 070 B024100 N 070 C014100 Y 070 C024100 Y 070 D014100 N 070 D024100 N 070 E014100 Y 070 E024100 N 070 F014100 N 070 F024100 N 070 G014100 Y 070 G024100 N 070 H014100 N 070 H024100 N 070 I014100 N 070 I024100 N 070 J014100 Y 070 J024100 Y 070 K014100 Y 070 K024100 Y 070 L014100 Y 070 L024100 Y 070 M014100 Y 070 M024100 Y 070 N014100 Y 070 N024100 Y 070 O014100 Y 070 O024100 N 070 P014100 Y 070 P024100 N 070 Q014100 N 070 Q024100 N 070 R014100 N 070 R024100 N 071 A004100 203582 071 B004100 244875 071 C004100 1412291 071 D004100 14 072 A004100 6 072 B004100 24361 072 C004100 0 072 D004100 0 072 E004100 0 072 F004100 0 072 G004100 0 072 H004100 0 072 I004100 0 PAGE 172 072 J004100 85 072 K004100 0 072 L004100 0 072 M004100 15 072 N004100 0 072 O004100 0 072 P004100 147 072 Q004100 0 072 R004100 16 072 S004100 28 072 T004100 0 072 U004100 0 072 V004100 0 072 W004100 14 072 X004100 305 072 Y004100 143 072 Z004100 24199 072AA004100 0 072BB004100 2312 072CC014100 0 072CC024100 9191 072DD014100 8125 072DD024100 0 072EE004100 4223 073 A014100 0.1520 073 A024100 0.0000 073 B004100 0.0790 073 C004100 0.0000 074 A004100 0 074 B004100 8 074 C004100 0 074 D004100 1417119 074 E004100 0 074 F004100 0 074 G004100 0 074 H004100 0 074 I004100 33481 074 J004100 0 074 K004100 24 074 L004100 9011 074 M004100 0 074 N004100 1459643 074 O004100 28029 074 P004100 0 074 Q004100 0 074 R014100 39328 074 R024100 0 074 R034100 0 074 R044100 11666 074 S004100 0 074 T004100 1380620 PAGE 173 074 U014100 53806 074 U024100 0 074 V014100 25.66 074 V024100 0.00 074 W004100 0.0000 074 X004100 15 074 Y004100 52811 075 A004100 0 075 B004100 1412384 076 004100 0.00 012 A004201 INVESTORS BANK & TRUST COMPANY 012 B004201 85-720 012 C014201 BOSTON 012 C024201 MA 012 C034201 02116 015 A004201 BROWN BROTHERS HARRIMAN & CO. 015 B004201 C 015 C014201 BOSTON 015 C024201 MA 015 C034201 02109 015 E014201 X 024 004200 N 028 A014200 17579 028 A024200 0 028 A034200 0 028 A044200 0 028 B014200 20011 028 B024200 0 028 B034200 0 028 B044200 0 028 C014200 0 028 C024200 0 028 C034200 0 028 C044200 0 028 D014200 174285 028 D024200 0 028 D034200 0 028 D044200 0 028 E014200 53167 028 E024200 0 028 E034200 0 028 E044200 0 028 F014200 60575 028 F024200 0 028 F034200 0 028 F044200 35643 028 G014200 325617 028 G024200 0 028 G034200 0 028 G044200 35643 028 H004200 0 PAGE 174 037 004200 N 038 004200 0 039 004200 N 040 004200 N 041 004200 N 042 A004200 0 042 B004200 0 042 C004200 0 042 D004200 0 042 E004200 0 042 F004200 0 042 G004200 0 042 H004200 0 043 004200 0 044 004200 0 045 004200 Y 046 004200 N 047 004200 Y 048 004200 0.700 048 A014200 0 048 A024200 0.000 048 B014200 0 048 B024200 0.000 048 C014200 0 048 C024200 0.000 048 D014200 0 048 D024200 0.000 048 E014200 0 048 E024200 0.000 048 F014200 0 048 F024200 0.000 048 G014200 0 048 G024200 0.000 048 H014200 0 048 H024200 0.000 048 I014200 0 048 I024200 0.000 048 J014200 0 048 J024200 0.000 048 K014200 0 048 K024200 0.000 055 A004200 N 055 B004200 N 056 004200 Y 057 004200 N 058 A004200 N 059 004200 Y 060 A004200 Y 060 B004200 Y 061 004200 1000000 062 A004200 N PAGE 175 062 B004200 0.0 062 C004200 0.0 062 D004200 0.0 062 E004200 0.0 062 F004200 0.0 062 G004200 0.0 062 H004200 0.0 062 I004200 0.0 062 J004200 0.0 062 K004200 0.0 062 L004200 0.0 062 M004200 0.0 062 N004200 0.0 062 O004200 0.0 062 P004200 0.0 062 Q004200 0.0 062 R004200 0.0 066 A004200 Y 066 B004200 N 066 C004200 N 066 D004200 Y 066 E004200 N 066 F004200 N 066 G004200 N 067 004200 N 068 A004200 N 068 B004200 Y 069 004200 N 070 A014200 Y 070 A024200 N 070 B014200 Y 070 B024200 N 070 C014200 N 070 C024200 N 070 D014200 Y 070 D024200 N 070 E014200 N 070 E024200 N 070 F014200 Y 070 F024200 N 070 G014200 Y 070 G024200 N 070 H014200 Y 070 H024200 N 070 I014200 N 070 I024200 N 070 J014200 Y 070 J024200 Y 070 K014200 Y 070 K024200 N 070 L014200 Y PAGE 176 070 L024200 Y 070 M014200 Y 070 M024200 Y 070 N014200 Y 070 N024200 N 070 O014200 Y 070 O024200 N 070 P014200 Y 070 P024200 N 070 Q014200 N 070 Q024200 N 070 R014200 N 070 R024200 N 071 A004200 272441 071 B004200 22074 071 C004200 256943 071 D004200 9 072 A004200 6 072 B004200 288 072 C004200 3484 072 D004200 0 072 E004200 0 072 F004200 973 072 G004200 0 072 H004200 0 072 I004200 14 072 J004200 131 072 K004200 0 072 L004200 0 072 M004200 2 072 N004200 1 072 O004200 0 072 P004200 0 072 Q004200 0 072 R004200 19 072 S004200 4 072 T004200 0 072 U004200 0 072 V004200 0 072 W004200 192 072 X004200 1336 072 Y004200 170 072 Z004200 2606 072AA004200 938 072BB004200 0 072CC014200 0 072CC024200 13662 072DD014200 0 072DD024200 0 072EE004200 0 073 A014200 0.0000 PAGE 177 073 A024200 0.0000 073 B004200 0.0000 073 C004200 0.0000 074 A004200 22 074 B004200 0 074 C004200 24300 074 D004200 0 074 E004200 8533 074 F004200 372808 074 G004200 0 074 H004200 0 074 I004200 22 074 J004200 1151 074 K004200 33 074 L004200 906 074 M004200 24223 074 N004200 431998 074 O004200 2227 074 P004200 292 074 Q004200 0 074 R014200 0 074 R024200 0 074 R034200 0 074 R044200 58 074 S004200 0 074 T004200 429421 074 U014200 23093 074 U024200 20350 074 V014200 9.88 074 V024200 9.89 074 W004200 0.0000 074 X004200 69 074 Y004200 0 075 A004200 0 075 B004200 279043 076 004200 0.00 012 A004301 INVESTORS BANK & TRUST COMPANY 012 B004301 85-720 012 C014301 BOSTON 012 C024301 MA 012 C034301 02116 015 A004301 BROWN BROTHERS HARRIMAN & CO. 015 B004301 C 015 C014301 BOSTON 015 C024301 MA 015 C034301 02109 015 E014301 X 024 004300 Y 025 A004301 BARCLAYS PLC 025 B004301 05-0346412 025 C004301 E PAGE 178 025 D004301 721 025 D004302 0 025 D004303 0 025 D004304 0 025 D004305 0 025 D004306 0 025 D004307 0 025 D004308 0 028 A014300 26631 028 A024300 0 028 A034300 0 028 A044300 0 028 B014300 0 028 B024300 0 028 B034300 0 028 B044300 0 028 C014300 0 028 C024300 0 028 C034300 0 028 C044300 0 028 D014300 0 028 D024300 0 028 D034300 0 028 D044300 0 028 E014300 850 028 E024300 37 028 E034300 0 028 E044300 0 028 F014300 0 028 F024300 0 028 F034300 0 028 F044300 0 028 G014300 27481 028 G024300 37 028 G034300 0 028 G044300 0 028 H004300 0 037 004300 N 038 004300 0 039 004300 N 040 004300 Y 041 004300 N 042 A004300 0 042 B004300 0 042 C004300 0 042 D004300 0 042 E004300 0 042 F004300 0 042 G004300 0 042 H004300 0 043 004300 0 PAGE 179 044 004300 0 045 004300 Y 046 004300 N 047 004300 Y 048 004300 0.400 048 A014300 0 048 A024300 0.000 048 B014300 0 048 B024300 0.000 048 C014300 0 048 C024300 0.000 048 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 0 048 K024300 0.000 055 A004300 Y 055 B004300 N 056 004300 Y 057 004300 N 058 A004300 N 059 004300 Y 060 A004300 Y 060 B004300 Y 061 004300 1000000 062 A004300 N 062 B004300 0.0 062 C004300 0.0 062 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 0.0 062 L004300 0.0 062 M004300 0.0 062 N004300 0.0 062 O004300 0.0 PAGE 180 062 P004300 0.0 062 Q004300 0.0 062 R004300 0.0 066 A004300 Y 066 B004300 N 066 C004300 N 066 D004300 Y 066 E004300 N 066 F004300 N 066 G004300 N 067 004300 N 068 A004300 N 068 B004300 Y 069 004300 N 070 A014300 Y 070 A024300 N 070 B014300 Y 070 B024300 N 070 C014300 N 070 C024300 N 070 D014300 Y 070 D024300 N 070 E014300 N 070 E024300 N 070 F014300 Y 070 F024300 Y 070 G014300 Y 070 G024300 N 070 H014300 Y 070 H024300 N 070 I014300 N 070 I024300 N 070 J014300 Y 070 J024300 N 070 K014300 Y 070 K024300 N 070 L014300 Y 070 L024300 Y 070 M014300 Y 070 M024300 Y 070 N014300 Y 070 N024300 N 070 O014300 Y 070 O024300 N 070 P014300 Y 070 P024300 Y 070 Q014300 N 070 Q024300 N 070 R014300 Y 070 R024300 N 071 A004300 52134 PAGE 181 071 B004300 24019 071 C004300 69027 071 D004300 35 072 A004300 6 072 B004300 24 072 C004300 1159 072 D004300 0 072 E004300 0 072 F004300 152 072 G004300 0 072 H004300 0 072 I004300 14 072 J004300 140 072 K004300 0 072 L004300 0 072 M004300 1 072 N004300 1 072 O004300 0 072 P004300 0 072 Q004300 0 072 R004300 23 072 S004300 1 072 T004300 0 072 U004300 0 072 V004300 0 072 W004300 57 072 X004300 389 072 Y004300 180 072 Z004300 974 072AA004300 0 072BB004300 89 072CC014300 0 072CC024300 2354 072DD014300 104 072DD024300 0 072EE004300 0 073 A014300 0.0290 073 A024300 0.0000 073 B004300 0.0000 073 C004300 0.0000 074 A004300 41 074 B004300 0 074 C004300 1889 074 D004300 0 074 E004300 301 074 F004300 69625 074 G004300 0 074 H004300 0 074 I004300 0 074 J004300 0 074 K004300 35 PAGE 182 074 L004300 2003 074 M004300 218 074 N004300 74112 074 O004300 0 074 P004300 34 074 Q004300 0 074 R014300 0 074 R024300 0 074 R034300 0 074 R044300 1052 074 S004300 0 074 T004300 73026 074 U014300 3592 074 U024300 0 074 V014300 20.33 074 V024300 0.00 074 W004300 0.0000 074 X004300 3 074 Y004300 289 075 A004300 0 075 B004300 72341 076 004300 0.00 012 A004401 INVESTORS BANK & TRUST COMPANY 012 B004401 85-720 012 C014401 BOSTON 012 C024401 MA 012 C034401 02116 015 A004401 BROWN BROTHERS HARRIMAN & CO. 015 B004401 C 015 C014401 BOSTON 015 C024401 MA 015 C034401 02109 015 E014401 X 024 004400 Y 025 A004401 DEUTSCHE BANK AG 025 B004401 13-2730828 025 C004401 E 025 D004401 825 025 A004402 UBS AG 025 B004402 13-3873456 025 C004402 E 025 D004402 290 025 A004403 BARCLAYS PLC 025 B004403 05-0346412 025 C004403 E 025 D004403 909 025 D004404 0 025 D004405 0 025 D004406 0 025 D004407 0 025 D004408 0 PAGE 183 028 A014400 21 028 A024400 0 028 A034400 0 028 A044400 1390 028 B014400 43480 028 B024400 0 028 B034400 0 028 B044400 4550 028 C014400 1000 028 C024400 0 028 C034400 0 028 C044400 0 028 D014400 6750 028 D024400 0 028 D034400 0 028 D044400 1000 028 E014400 5970 028 E024400 102 028 E034400 0 028 E044400 0 028 F014400 44303 028 F024400 0 028 F034400 0 028 F044400 300 028 G014400 101524 028 G024400 102 028 G034400 0 028 G044400 7240 028 H004400 0 037 004400 N 038 004400 0 039 004400 N 040 004400 Y 041 004400 N 042 A004400 0 042 B004400 0 042 C004400 0 042 D004400 0 042 E004400 0 042 F004400 0 042 G004400 0 042 H004400 0 043 004400 0 044 004400 0 045 004400 Y 046 004400 N 047 004400 Y 048 004400 0.540 048 A014400 0 048 A024400 0.000 048 B014400 0 PAGE 184 048 B024400 0.000 048 C014400 0 048 C024400 0.000 048 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 0.000 055 A004400 N 055 B004400 N 056 004400 Y 057 004400 N 058 A004400 N 059 004400 Y 060 A004400 Y 060 B004400 Y 061 004400 1000000 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 0.0 066 A004400 Y 066 B004400 N 066 C004400 N 066 D004400 Y 066 E004400 N PAGE 185 066 F004400 N 066 G004400 N 067 004400 N 068 A004400 N 068 B004400 Y 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 Y 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 N 070 L014400 Y 070 L024400 Y 070 M014400 Y 070 M024400 Y 070 N014400 Y 070 N024400 N 070 O014400 Y 070 O024400 N 070 P014400 Y 070 P024400 Y 070 Q014400 N 070 Q024400 N 070 R014400 Y 070 R024400 N 071 A004400 120204 071 B004400 24092 071 C004400 115062 071 D004400 21 072 A004400 6 072 B004400 64 072 C004400 1684 072 D004400 0 072 E004400 0 PAGE 186 072 F004400 343 072 G004400 0 072 H004400 0 072 I004400 14 072 J004400 114 072 K004400 0 072 L004400 0 072 M004400 1 072 N004400 1 072 O004400 0 072 P004400 0 072 Q004400 0 072 R004400 20 072 S004400 2 072 T004400 0 072 U004400 0 072 V004400 0 072 W004400 96 072 X004400 591 072 Y004400 152 072 Z004400 1309 072AA004400 0 072BB004400 825 072CC014400 0 072CC024400 7062 072DD014400 156 072DD024400 0 072EE004400 0 073 A014400 0.0240 073 A024400 0.0000 073 B004400 0.0000 073 C004400 0.0000 074 A004400 85 074 B004400 0 074 C004400 8497 074 D004400 0 074 E004400 1159 074 F004400 160241 074 G004400 0 074 H004400 0 074 I004400 0 074 J004400 0 074 K004400 30 074 L004400 4674 074 M004400 223 074 N004400 174909 074 O004400 0 074 P004400 93 074 Q004400 0 074 R014400 0 074 R024400 0 PAGE 187 074 R034400 0 074 R044400 2280 074 S004400 0 074 T004400 172536 074 U014400 9203 074 U024400 0 074 V014400 18.75 074 V024400 0.00 074 W004400 0.0000 074 X004400 103 074 Y004400 897 075 A004400 0 075 B004400 123724 076 004400 0.00 062 A004500 N 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 0.0 071 A004500 0 071 B004500 0 071 C004500 0 071 D004500 0 072 A004500 6 072 B004500 0 072 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 0 072 M004500 0 072 N004500 0 072 O004500 0 PAGE 188 072 P004500 0 072 Q004500 0 072 R004500 0 072 S004500 0 072 T004500 0 072 U004500 0 072 V004500 0 072 W004500 0 072 X004500 0 072 Y004500 0 072 Z004500 0 072AA004500 0 072BB004500 0 072CC014500 0 072CC024500 0 072DD014500 0 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 PAGE 189 074 Y004500 0 075 A004500 0 075 B004500 0 076 004500 0.00 SIGNATURE SUSAN RANDALL HARBERT TITLE TREASURER EX-99 2 att77q3.txt GMO Trust Item 77Q3 Section (a)(i): The Chief Executive Officer and Chief Financial Officer have concluded that, based on their evaluation as of a date within 90 days of the filing date hereof, the disclosure controls and procedures of GMO Trust are reasonably designed to achieve the purposes described in the attached certification, Section (a)(iii). Section (a)(ii): There were no significant changes in GMO Trust's internal controls or in other factors that could significantly affect these controls subsequent to the date of their evaluation. Section (a)(iii): Certifications of the Chief Executive Officer and Chief Financial Officer of GMO Trust are attached. CERTIFICATIONS I, Scott Eston, certify that: 1. I have reviewed this report on Form N-SAR of GMO Trust; 2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report; 3. Based on my knowledge, the financial information included in this report, and the financial statements on which the financial information is based, fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the periods presented in this report; 4. The registrant's other certifying officers and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in rule 30a-2(c) under the Investment Company Act) for the registrant and have: a) designed such disclosure controls and procedures to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared; b) evaluated the effectiveness of the registrant's disclosure controls and procedures as of a date within 90 days prior to the filing date of this report (the "Evaluation Date"); and c) presented in this report our conclusions about the effectiveness of the disclosure controls and procedures based on our evaluation as of the Evaluation Date; 5. The registrant's other certifying officers and I have disclosed, based on our most recent evaluation, to the registrant's auditors and the audit committee of the registrant's board of directors (or persons performing the equivalent functions): a) all significant deficiencies in the design or operation of internal controls which could adversely affect the registrant's ability to record, process, summarize, and report financial data and have identified for the registrant's auditors any material weaknesses in internal controls; and b) any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's internal controls; and 6. The registrant's other certifying officers and I have indicated in this report whether or not there were significant changes in internal controls or in other factors that could significantly affect internal controls subsequent to the date of our most recent evaluation, including any corrective actions with regard to significant deficiencies and material weaknesses. Date: October 30, 2002 Scott Eston Chief Executive Officer GMO Trust CERTIFICATIONS I, Susan Randall Harbert, certify that: 1. I have reviewed this report on Form N-SAR of GMO Trust; 2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report; 3. Based on my knowledge, the financial information included in this report, and the financial statements on which the financial information is based, fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the periods presented in this report; 4. The registrant's other certifying officers and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in rule 30a-2(c) under the Investment Company Act) for the registrant and have: a) designed such disclosure controls and procedures to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared; b) evaluated the effectiveness of the registrant's disclosure controls and procedures as of a date within 90 days prior to the filing date of this report (the "Evaluation Date"); and c) presented in this report our conclusions about the effectiveness of the disclosure controls and procedures based on our evaluation as of the Evaluation Date; 5. The registrant's other certifying officers and I have disclosed, based on our most recent evaluation, to the registrant's auditors and the audit committee of the registrant's board of directors (or persons performing the equivalent functions): a) all significant deficiencies in the design or operation of internal controls which could adversely affect the registrant's ability to record, process, summarize, and report financial data and have identified for the registrant's auditors any material weaknesses in internal controls; and b) any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's internal controls; and 6. The registrant's other certifying officers and I have indicated in this report whether or not there were significant changes in internal controls or in other factors that could significantly affect internal controls subsequent to the date of our most recent evaluation, including any corrective actions with regard to significant deficiencies and material weaknesses. Date: October 30, 2002 Susan Randall Harbert Chief Financial Officer GMO Trust EX-99 3 att77d.txt GMO Trust Item 77D Effective August 15, 2002, a non-fundamental restriction was adopted for GMO Short-Term Income Fund and GMO Pelican Fund stating that it is contrary to the present policy of these funds to invest more than 25% of the value of their respective total assets in obligations issued by banks. Effective August 19, 2002, under "Principal Investment Strategies" of the GMO International Small Companies Fund, the Manager has further defined "small companies" to include those companies in the MSCI database whose market capitalizations fall within the smallest 25% of total database capitalization within their country." Effective October 1, 2002, the definition of "tied economically" under certain fund's "Principal investment strategies" was revised to mean: (i) it is an investment in an issuer that is organized under the laws of the U.S. or in an issuer that maintains its principal place of business in the U.S.; (ii) it is traded principally in the U.S.; or (iii) it is an investment in an issuer that derived at least 50% of its revenues or profits from goods produced or sold, investments made, or services performed in the U.S., or has at least 50% of its assets in the U.S. Effective June 30, 2002, GMO no longer reimburses any of GMO Emerging Country Debt Fund's expenses. EX-99 4 att77e.txt NSAR Item 77E: Legal Proceedings Series 15 - GMO Emerging Markets Fund Indian regulators have alleged that the Fund violated certain conditions under which it was granted permission to operate in India and have restricted a portion of the Fund's locally held assets pending resolution of the dispute. The amount of restricted assets is small relative to the size of the Fund, representing approximately 0.15% of the Fund's total assets as of August 31, 2002. The valuation of this possible claim and all matters relating to the Fund's response to these allegations are subject to the supervision and control the Trust's Board of Trustees, and all costs in respect of this matter are being borne by the Fund. EX-99 5 att77h.txt GMO TRUST SUB-ITEM 77H The following shareholders held greater than 25% of the outstanding shares of a series "of the Trust as of August 31, 2002: Fund Shareholder GMO Growth Fund Surdna Foundation Inc GMO Growth Fund The Northern Trust Company, Trustee of The Aerospace Corporation Employees Retirement Plan Trust GMO Value Fund Leland Stanford Junior University II GMO International Small Companies Fund Yale University GMO U.S. Sector Fund Wadsworth Atheneum Museum of Art GMO International Bond Fund Saturn & Co A/C 4600712 c/o Investors Bank & Trust Company TR - FBO The John Hancock Mutual Life Insurance Company Pension Plan GMO International Bond Fund Bost & Co A/C NYXF1049812 (Verizon-IBF) GMO Small Cap Growth Fund Bost & Co A/C WFHF6202002 - FBO The Hewlett Foundation GMO Emerging Markets Fund Princeton University TR GMO Currency Hedged International Bond Fund GMO World Equity Allocation Fund GMO Currency Hedged International Equity Fund The Edna McConnell Clark Foundation GMO Global Bond Fund Fresno County Employees' Retirement Association GMO Global (U.S.+) Equity Allocation Fund Bost & Co, Yale Trusts GMO Core Plus Bond Fund Bost & Co A/C NYXF174740 (Verizon-Core Plus) GMO Emerging Countries Fund Duke University Long-Term (Endowment) Pool - Emerging c/o Duke Management Company GMO Asia Fund Princeton University TR GMO Tax-Managed International Equities Fund Gordon Family Trust GMO Tax-Managed International Equities Fund The Northern Trust Mars Benefit Trust GMO Intrinsic Value Fund Princeton University TR GMO Emerging Country Debt Share Fund Sprint Corporate Master Trust GMO Tax-Managed Small Companies Fund Bost & Co A/C WBHF7000702 FBO W B Hilton Crut Mutual Fund Operations GMO Foreign Small Companies Fund Virginia Retirement System GMO International Disciplined Equity Fund Mac & Co A/C KREF0756022 Kresge Foundation GMO International Disciplined Equity Fund Northern Trust Company as Custodian FB The Nathan Cummings Foundation GMO International Growth Fund Bost & Co A/C NYXF1776502 (Verizon-Intl Growth) Mutual Funds Operations GMO Small Cap Value Fund Bost & Co A/C WFHF6202002 - FBO The Hewlett Foundation GMO Global Ballanced Allocation Fund GMO LLC GMO Pelican The Chase Manhattan Bank as Trustee Corning Investment Plan The following shareholders ceased to hold greater than 25% of the outstanding shares of a series of the Trust during the period March 1, 2002 through August 31, 2002: Fund Shareholder GMO U.S. Core Fund NRECA GMO Value Fund American Express Trust Co. FBO American Express Trust Retirement Services Plans GMO Tobacco-Free Core Fund Northern Trust Company Custodian FBO Mayo Foundation (General) A/C# 26-1024, Attn Mr. Harry Hoffman GMO Tobacco-Free Core Fund Northern Trust Company as Trustee FBO Mayo Foundation (Pension) AC# 22-06943, Attn Mr. Harry Hoffman GMO Short-Term Income Fund Bost & Co A/C NYXF1049822 (Verizon-STIF) GMO International Intrinsic Value Fund State Street Bank as Trustee for the Electronic Data Systems Corporation GMO International Intrinsic Value Fund Trustees of Columbia University in the City of New York - Global GMO International Intrinsic Value Fund Sisters of the Holy Cross Inc. c/o Sister Mary Eliza Martin CSC General Treasurer GMO International Intrinsic Value Fund MD CO FBO Memorial Drive Trust c/o MDT Advisors Inc, Attn Kelly Corwin GMO U.S. Sector Fund Cormorant Fund c/o GMO GMO Emerging Country Debt Fund San Francisco City & County Retirement System GMO Emerging Country Debt Fund Chase Manhattan Bank, TTEE for General Motors Employees Global Group Pension Trust GMO Global Hedged Equity Fund The Edna McConnell Clark Foundation GMO Currency Hedged International Bond Fund Metropolitan Opera Association Inc GMO Currency Hedged International Bond Fund The Edna McConnell Clark Foundation GMO Foreign Fund Princeton University TR GMO Foreign Fund Harris County Hospital District Pension Plan GMO Foreign Fund Fidelity Investments Institutional Operations Company Inc (FIIOC) as Agent for Certain Non-Qualified PLA GMO World Equity Allocation Fund Mars & Co (Bridgewater College) c/o Investors Bank & Trust Co GMO Tax-Managed U.S. Equities Fund Alexander Family Trust c/o Groves-Alexander GMO Tax-Managed Small Companies Fund Bank of America FBO William Barron Hilton Charitable Remainder Trust GMO Foreign Small Companies Fund The University of Chicago Attn Regina Manikowski
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