-----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, NIrkhp9NDA7IvvLsFnnoGvUDOI/sBSom9ZSvfZMgczaTlixCh7cvW+2b4GmH7gSx XCIQc5e3UVr7cIZVhZWW0w== 0000897436-03-000356.txt : 20031030 0000897436-03-000356.hdr.sgml : 20031030 20031030154858 ACCESSION NUMBER: 0000897436-03-000356 CONFORMED SUBMISSION TYPE: NSAR-A PUBLIC DOCUMENT COUNT: 4 CONFORMED PERIOD OF REPORT: 20030831 FILED AS OF DATE: 20031030 EFFECTIVENESS DATE: 20031030 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: 03966708 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 08/31/2003 000 C000000 0000772129 000 D000000 N 000 E000000 NF 000 F000000 Y 000 G000000 N 000 H000000 N 000 I000000 6.1 000 J000000 U 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 40 007 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 C010600 6 007 C020600 GMO SHORT-DURATION INVESTMENT 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 13 007 C021300 GMO INTERNATIONAL SMALL COMPANIES FUND 007 C031300 N PAGE 2 007 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 GLOBAL BALANCED ASSET ALLOCATION FUND 007 C032500 N 007 C012600 26 007 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 30 007 C013100 31 007 C023100 GMO INFLATION INDEXED BOND FUND 007 C033100 N 007 C013200 32 PAGE 3 007 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 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 C024600 GMO TAIWAN FUND 007 C034600 N 007 C014700 47 007 C024700 GMO SHORT-DURATION COLLATERAL FUND 007 C034700 N 007 C014800 48 007 C024800 GMO BENCHMARK-FREE ALLOCATION FUND 007 C034800 N 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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PAGE 8 025 B000108 13-2655998 025 C000108 D 025 D000108 2349 025 A000109 SALOMON SMITH BARNEY, INC. 025 B000109 11-2418191 025 C000109 D 025 D000109 151594 028 A010100 178258 028 A020100 0 028 A030100 0 028 A040100 32934 028 B010100 43813 028 B020100 7773 028 B030100 0 028 B040100 85872 028 C010100 74164 028 C020100 0 028 C030100 0 028 C040100 5686 028 D010100 147648 028 D020100 0 028 D030100 0 028 D040100 84336 028 E010100 109694 028 E020100 13359 028 E030100 0 028 E040100 155599 028 F010100 175783 028 F020100 0 028 F030100 0 028 F040100 108139 028 G010100 729360 028 G020100 21132 028 G030100 0 028 G040100 472566 028 H000100 0 037 000100 N 038 000100 0 039 000100 N 040 000100 Y 041 000100 Y 042 A000100 0 042 B000100 0 042 C000100 0 042 D000100 100 042 E000100 0 042 F000100 0 042 G000100 0 042 H000100 0 043 000100 85 044 000100 0 PAGE 9 045 000100 Y 046 000100 N 047 000100 Y 048 000100 0.330 048 A010100 0 048 A020100 0.000 048 B010100 0 048 B020100 0.000 048 C010100 0 048 C020100 0.000 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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 Y 055 B000400 N 056 000400 Y 057 000400 N 058 A000400 N 059 000400 Y 060 A000400 N 060 B000400 N 061 000400 5000000 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 PAGE 19 066 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 Y 070 I020400 N 070 J010400 Y 070 J020400 N 070 K010400 Y 070 K020400 N 070 L010400 Y 070 L020400 N 070 M010400 N 070 M020400 N 070 N010400 Y 070 N020400 Y 070 O010400 Y 070 O020400 N 070 P010400 Y 070 P020400 N 070 Q010400 N 070 Q020400 N 070 R010400 N 070 R020400 N 071 A000400 190213 071 B000400 185445 071 C000400 373041 071 D000400 50 PAGE 20 072 A000400 6 072 B000400 35 072 C000400 2155 072 D000400 0 072 E000400 0 072 F000400 641 072 G000400 0 072 H000400 0 072 I000400 0 072 J000400 53 072 K000400 0 072 L000400 0 072 M000400 4 072 N000400 19 072 O000400 0 072 P000400 0 072 Q000400 0 072 R000400 20 072 S000400 7 072 T000400 83 072 U000400 0 072 V000400 0 072 W000400 311 072 X000400 1138 072 Y000400 102 072 Z000400 1154 072AA000400 6907 072BB000400 0 072CC010400 61860 072CC020400 0 072DD010400 1077 072DD020400 174 072EE000400 0 073 A010400 0.0540 073 A020400 0.0400 073 B000400 0.0000 073 C000400 0.0000 074 A000400 0 074 B000400 12474 074 C000400 9137 074 D000400 0 074 E000400 0 074 F000400 388171 074 G000400 0 074 H000400 0 074 I000400 6838 074 J000400 0 074 K000400 19 074 L000400 654 074 M000400 0 074 N000400 417293 PAGE 21 074 O000400 0 074 P000400 162 074 Q000400 0 074 R010400 0 074 R020400 0 074 R030400 0 074 R040400 15050 074 S000400 0 074 T000400 402081 074 U010400 19236 074 U020400 446 074 V010400 4446.00 074 V020400 16.94 074 W000400 0.0000 074 X000400 48 074 Y000400 998 075 A000400 0 075 B000400 381143 076 000400 0.00 015 A000601 INVESTORS BANK & TRUST COMPANY 015 B000601 C 015 C010601 BOSTON 015 C020601 MA 015 C030601 02116 015 E010601 X 024 000600 N 028 A010600 0 028 A020600 0 028 A030600 0 028 A040600 5763 028 B010600 0 028 B020600 22 028 B030600 0 028 B040600 586 028 C010600 0 028 C020600 0 028 C030600 0 028 C040600 2069 028 D010600 0 028 D020600 0 028 D030600 0 028 D040600 201 028 E010600 0 028 E020600 48 028 E030600 0 028 E040600 259 028 F010600 0 028 F020600 0 028 F030600 0 028 F040600 20 028 G010600 0 PAGE 22 028 G020600 70 028 G030600 0 028 G040600 8898 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 0 042 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 PAGE 23 060 A000600 N 060 B000600 N 061 000600 5000000 062 A000600 Y 062 B000600 0.0 062 C000600 0.0 062 D000600 0.0 062 E000600 0.0 062 F000600 0.0 062 G000600 0.0 062 H000600 0.0 062 I000600 0.0 062 J000600 0.0 062 K000600 0.0 062 L000600 0.0 062 M000600 6.7 062 N000600 7.9 062 O000600 0.0 062 P000600 0.0 062 Q000600 0.0 062 R000600 85.1 063 A000600 0 063 B000600 3.9 064 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 PAGE 24 070 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 1218 071 B000600 9525 071 C000600 48405 071 D000600 3 072 A000600 6 072 B000600 62 072 C000600 118 072 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 2 072 N000600 3 072 O000600 0 072 P000600 0 072 Q000600 0 072 R000600 14 072 S000600 1 072 T000600 0 072 U000600 0 072 V000600 0 072 W000600 37 072 X000600 73 072 Y000600 22 072 Z000600 129 072AA000600 0 072BB000600 113 072CC010600 507 072CC020600 0 072DD010600 71 072DD020600 0 PAGE 25 072EE000600 0 073 A010600 0.0130 073 A020600 0.0000 073 B000600 0.0000 073 C000600 0.0000 074 A000600 112 074 B000600 0 074 C000600 0 074 D000600 6852 074 E000600 0 074 F000600 0 074 G000600 0 074 H000600 0 074 I000600 39960 074 J000600 3 074 K000600 4 074 L000600 36 074 M000600 0 074 N000600 46967 074 O000600 0 074 P000600 8 074 Q000600 0 074 R010600 0 074 R020600 0 074 R030600 0 074 R040600 19 074 S000600 0 074 T000600 46940 074 U010600 5358 074 U020600 0 074 V010600 8.76 074 V020600 0.00 074 W000600 0.0000 074 X000600 60 074 Y000600 0 075 A000600 0 075 B000600 48919 076 000600 0.00 015 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 BANK OF AMERICA CORP. 025 B000801 56-0906609 025 C000801 E 025 D000801 959 025 A000802 BEAR STEARNS & CO., INC. 025 B000802 13-3299429 PAGE 26 025 C000802 E 025 D000802 588 025 A000803 SALOMON SMITH BARNEY, INC. 025 B000803 11-2418191 025 C000803 E 025 D000803 4000 025 A000804 J.P. MORGAN CHASE & CO. 025 B000804 13-3224016 025 C000804 E 025 D000804 1198 025 A000805 MERRILL LYNCH & CO., INC. 025 B000805 13-5674085 025 C000805 E 025 D000805 575 025 A000806 MORGAN STANLEY & CO., INC. 025 B000806 13-2655998 025 C000806 E 025 D000806 800 025 A000807 MORGAN STANLEY & CO., INC. 025 B000807 13-2655998 025 C000807 D 025 D000807 587 025 A000808 SALOMON SMITH BARNEY, INC. 025 B000808 11-2418191 025 C000808 D 025 D000808 2889 028 A010800 368 028 A020800 40 028 A030800 0 028 A040800 116832 028 B010800 2395 028 B020800 127 028 B030800 0 028 B040800 168 028 C010800 335 028 C020800 0 028 C030800 0 028 C040800 597 028 D010800 1513 028 D020800 0 028 D030800 0 028 D040800 767 028 E010800 425 028 E020800 99 028 E030800 0 028 E040800 538 028 F010800 269 028 F020800 0 028 F030800 0 028 F040800 1446 028 G010800 5305 PAGE 27 028 G020800 266 028 G030800 0 028 G040800 120348 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 9 044 000800 0 045 000800 Y 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 PAGE 28 060 A000800 N 060 B000800 N 061 000800 5000000 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 0.0 062 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 Y 070 I020800 N 070 J010800 Y PAGE 29 070 J020800 N 070 K010800 Y 070 K020800 N 070 L010800 Y 070 L020800 N 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 41877 071 B000800 155166 071 C000800 68988 071 D000800 61 072 A000800 6 072 B000800 5 072 C000800 765 072 D000800 0 072 E000800 0 072 F000800 148 072 G000800 0 072 H000800 0 072 I000800 0 072 J000800 26 072 K000800 0 072 L000800 0 072 M000800 1 072 N000800 7 072 O000800 0 072 P000800 0 072 Q000800 0 072 R000800 22 072 S000800 2 072 T000800 9 072 U000800 0 072 V000800 0 072 W000800 51 072 X000800 266 072 Y000800 58 072 Z000800 562 072AA000800 0 072BB000800 13678 072CC010800 16477 072CC020800 0 PAGE 30 072DD010800 419 072DD020800 34 072EE000800 0 073 A010800 0.0450 073 A020800 0.0350 073 B000800 0.0000 073 C000800 0.0000 074 A000800 0 074 B000800 3476 074 C000800 0 074 D000800 0 074 E000800 0 074 F000800 54697 074 G000800 0 074 H000800 0 074 I000800 0 074 J000800 94 074 K000800 8 074 L000800 91 074 M000800 0 074 N000800 58366 074 O000800 272 074 P000800 31 074 Q000800 0 074 R010800 0 074 R020800 0 074 R030800 0 074 R040800 26 074 S000800 0 074 T000800 58037 074 U010800 6204 074 U020800 1080 074 V010800 7.97 074 V020800 7.96 074 W000800 0.0000 074 X000800 58 074 Y000800 0 075 A000800 0 075 B000800 72856 076 000800 0.00 015 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 BANK OF AMERICA CORP. 025 B000901 56-0906609 025 C000901 E 025 D000901 9959 PAGE 31 025 A000902 BEAR STEARNS & CO., INC. 025 B000902 13-3299429 025 C000902 E 025 D000902 2255 025 A000903 CITIGROUP, INC. 025 B000903 11-2418191 025 C000903 E 025 D000903 14015 025 A000904 J.P. MORGAN CHASE & CO. 025 B000904 13-3224016 025 C000904 E 025 D000904 6199 025 A000905 LEHMAN BROTHERS, INC. 025 B000905 13-2518466 025 C000905 E 025 D000905 1131 025 A000906 MERRILL LYNCH & CO., INC. 025 B000906 13-5674085 025 C000906 E 025 D000906 3808 025 A000907 MORGAN STANLEY & CO., INC. 025 B000907 13-2655998 025 C000907 E 025 D000907 6518 025 A000908 CITIGROUP, INC. 025 B000908 11-2418191 025 C000908 D 025 D000908 23059 028 A010900 15530 028 A020900 0 028 A030900 0 028 A040900 0 028 B010900 2000 028 B020900 1717 028 B030900 0 028 B040900 245 028 C010900 1000 028 C020900 0 028 C030900 0 028 C040900 0 028 D010900 9600 028 D020900 0 028 D030900 0 028 D040900 3110 028 E010900 1000 028 E020900 1755 028 E030900 0 028 E040900 596 028 F010900 4636 028 F020900 0 028 F030900 0 PAGE 32 028 F040900 0 028 G010900 33766 028 G020900 3472 028 G030900 0 028 G040900 3951 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 0 042 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 PAGE 33 058 A000900 N 059 000900 Y 060 A000900 Y 060 B000900 Y 061 000900 5000000 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 0.0 062 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 Y PAGE 34 070 I020900 N 070 J010900 Y 070 J020900 N 070 K010900 Y 070 K020900 N 070 L010900 Y 070 L020900 N 070 M010900 N 070 M020900 N 070 N010900 Y 070 N020900 Y 070 O010900 Y 070 O020900 N 070 P010900 Y 070 P020900 N 070 Q010900 N 070 Q020900 N 070 R010900 N 070 R020900 N 071 A000900 177435 071 B000900 162590 071 C000900 524408 071 D000900 31 072 A000900 6 072 B000900 40 072 C000900 4903 072 D000900 0 072 E000900 0 072 F000900 902 072 G000900 0 072 H000900 0 072 I000900 0 072 J000900 51 072 K000900 0 072 L000900 0 072 M000900 6 072 N000900 2 072 O000900 0 072 P000900 0 072 Q000900 0 072 R000900 20 072 S000900 10 072 T000900 0 072 U000900 0 072 V000900 0 072 W000900 334 072 X000900 1325 072 Y000900 88 072 Z000900 3706 072AA000900 0 072BB000900 7376 PAGE 35 072CC010900 96022 072CC020900 0 072DD010900 1248 072DD020900 2451 072EE000900 0 073 A010900 0.0640 073 A020900 0.0660 073 B000900 0.0000 073 C000900 0.0000 074 A000900 0 074 B000900 23059 074 C000900 10445 074 D000900 0 074 E000900 0 074 F000900 566988 074 G000900 0 074 H000900 0 074 I000900 7601 074 J000900 0 074 K000900 16 074 L000900 1766 074 M000900 0 074 N000900 609875 074 O000900 0 074 P000900 221 074 Q000900 0 074 R010900 0 074 R020900 0 074 R030900 0 074 R040900 16688 074 S000900 0 074 T000900 592966 074 U010900 20238 074 U020900 37527 074 V010900 10.27 074 V020900 10.26 074 W000900 0.0000 074 X000900 31 074 Y000900 1398 075 A000900 0 075 B000900 540912 076 000900 0.00 015 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 SALOMON SMITH BARNEY, INC. 025 B001101 11-2418191 PAGE 36 025 C001101 D 025 D001101 8734 025 D001102 0 025 D001103 0 025 D001104 0 025 D001105 0 025 D001106 0 025 D001107 0 025 D001108 0 028 A011100 3049 028 A021100 0 028 A031100 0 028 A041100 3421 028 B011100 4995 028 B021100 330 028 B031100 0 028 B041100 22455 028 C011100 5175 028 C021100 0 028 C031100 0 028 C041100 334 028 D011100 16163 028 D021100 0 028 D031100 0 028 D041100 6579 028 E011100 6902 028 E021100 1116 028 E031100 0 028 E041100 5185 028 F011100 4244 028 F021100 0 028 F031100 0 028 F041100 3296 028 G011100 40528 028 G021100 1446 028 G031100 0 028 G041100 41270 028 H001100 0 037 001100 Y 038 001100 178 039 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 PAGE 37 043 001100 0 044 001100 0 045 001100 Y 046 001100 N 047 001100 Y 048 001100 0.330 048 A011100 0 048 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 N 055 B001100 N 056 001100 Y 057 001100 N 058 A001100 N 059 001100 Y 060 A001100 Y 060 B001100 Y 061 001100 5000000 062 A001100 N 062 B001100 0.0 062 C001100 0.0 062 D001100 0.0 062 E001100 0.0 062 F001100 0.0 062 G001100 0.0 062 H001100 0.0 062 I001100 0.0 062 J001100 0.0 062 K001100 0.0 062 L001100 0.0 062 M001100 0.0 062 N001100 0.0 PAGE 38 062 O001100 0.0 062 P001100 0.0 062 Q001100 0.0 062 R001100 0.0 066 A001100 Y 066 B001100 N 066 C001100 N 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 Y 070 I021100 N 070 J011100 Y 070 J021100 N 070 K011100 Y 070 K021100 N 070 L011100 Y 070 L021100 N 070 M011100 N 070 M021100 N 070 N011100 Y 070 N021100 Y 070 O011100 Y 070 O021100 N 070 P011100 Y 070 P021100 N 070 Q011100 N 070 Q021100 N 070 R011100 N 070 R021100 N PAGE 39 071 A001100 58937 071 B001100 63235 071 C001100 159503 071 D001100 37 072 A001100 6 072 B001100 37 072 C001100 1545 072 D001100 0 072 E001100 0 072 F001100 279 072 G001100 0 072 H001100 0 072 I001100 0 072 J001100 27 072 K001100 0 072 L001100 0 072 M001100 2 072 N001100 14 072 O001100 0 072 P001100 0 072 Q001100 0 072 R001100 22 072 S001100 3 072 T001100 0 072 U001100 0 072 V001100 0 072 W001100 128 072 X001100 475 072 Y001100 66 072 Z001100 1173 072AA001100 4660 072BB001100 0 072CC011100 39451 072CC021100 0 072DD011100 1378 072DD021100 0 072EE001100 211 073 A011100 0.0910 073 A021100 0.0000 073 B001100 0.0140 073 C001100 0.0000 074 A001100 0 074 B001100 8734 074 C001100 6538 074 D001100 0 074 E001100 0 074 F001100 181325 074 G001100 0 074 H001100 0 074 I001100 4990 074 J001100 0 PAGE 40 074 K001100 12 074 L001100 764 074 M001100 0 074 N001100 202363 074 O001100 0 074 P001100 75 074 Q001100 0 074 R011100 0 074 R021100 0 074 R031100 0 074 R041100 10975 074 S001100 0 074 T001100 191313 074 U011100 14899 074 U021100 0 074 V011100 12.84 074 V021100 0.00 074 W001100 0.0000 074 X001100 133 074 Y001100 599 075 A001100 0 075 B001100 167269 076 001100 0.00 015 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 22940 028 A021300 0 028 A031300 0 028 A041300 8672 028 B011300 69838 028 B021300 0 028 B031300 0 028 B041300 9393 028 C011300 20418 028 C021300 0 028 C031300 0 028 C041300 12942 028 D011300 97930 028 D021300 0 028 D031300 0 028 D041300 5048 028 E011300 52210 028 E021300 2915 028 E031300 0 028 E041300 4486 028 F011300 75740 PAGE 41 028 F021300 0 028 F031300 0 028 F041300 13924 028 G011300 339076 028 G021300 2915 028 G031300 0 028 G041300 54465 028 H001300 0 037 001300 Y 038 001300 32 039 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 PAGE 42 056 001300 Y 057 001300 N 058 A001300 N 059 001300 Y 060 A001300 Y 060 B001300 Y 061 001300 5000000 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 PAGE 43 070 H021300 N 070 I011300 Y 070 I021300 N 070 J011300 Y 070 J021300 Y 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 434446 071 B001300 174166 071 C001300 704983 071 D001300 25 072 A001300 6 072 B001300 1246 072 C001300 13427 072 D001300 0 072 E001300 0 072 F001300 2293 072 G001300 0 072 H001300 0 072 I001300 15 072 J001300 403 072 K001300 0 072 L001300 0 072 M001300 7 072 N001300 2 072 O001300 0 072 P001300 0 072 Q001300 0 072 R001300 30 072 S001300 12 072 T001300 0 072 U001300 0 072 V001300 0 072 W001300 611 072 X001300 3373 072 Y001300 500 072 Z001300 11800 PAGE 44 072AA001300 23760 072BB001300 0 072CC011300 226754 072CC021300 0 072DD011300 5475 072DD021300 0 072EE001300 0 073 A011300 0.0740 073 A021300 0.0000 073 B001300 0.0000 073 C001300 0.0000 074 A001300 92 074 B001300 0 074 C001300 76217 074 D001300 0 074 E001300 14945 074 F001300 983870 074 G001300 0 074 H001300 0 074 I001300 131858 074 J001300 696 074 K001300 97 074 L001300 9876 074 M001300 1856 074 N001300 1219507 074 O001300 0 074 P001300 642 074 Q001300 0 074 R011300 0 074 R021300 0 074 R031300 0 074 R041300 137852 074 S001300 0 074 T001300 1081013 074 U011300 80819 074 U021300 0 074 V011300 13.38 074 V021300 0.00 074 W001300 0.0000 074 X001300 211 074 Y001300 8520 075 A001300 0 075 B001300 764975 076 001300 0.00 015 A001401 INVESTORS BANK & TRUST COMPANY 015 B001401 C 015 C011401 BOSTON 015 C021401 MA 015 C031401 02116 015 E011401 X 024 001400 Y PAGE 45 025 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 0 028 A021400 0 028 A031400 0 028 A041400 0 028 B011400 140 028 B021400 0 028 B031400 0 028 B041400 0 028 C011400 0 028 C021400 0 028 C031400 0 028 C041400 0 028 D011400 20000 028 D021400 0 028 D031400 0 028 D041400 0 028 E011400 5844 028 E021400 695 028 E031400 0 028 E041400 0 028 F011400 6358 028 F021400 0 028 F031400 0 028 F041400 450 028 G011400 32342 028 G021400 695 028 G031400 0 028 G041400 450 028 H001400 0 037 001400 Y 038 001400 18 039 001400 N 040 001400 Y 041 001400 N 042 A001400 0 042 B001400 0 042 C001400 0 042 D001400 0 042 E001400 0 042 F001400 0 PAGE 46 042 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 5000000 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 0.0 062 J001400 0.0 062 K001400 0.0 062 L001400 0.0 PAGE 47 062 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 Y 070 I021400 N 070 J011400 Y 070 J021400 N 070 K011400 Y 070 K021400 Y 070 L011400 Y 070 L021400 N 070 M011400 N 070 M021400 N 070 N011400 Y 070 N021400 N 070 O011400 Y 070 O021400 N 070 P011400 Y 070 P021400 N 070 Q011400 N 070 Q021400 N PAGE 48 070 R011400 N 070 R021400 N 071 A001400 33581 071 B001400 1359 071 C001400 26110 071 D001400 5 072 A001400 6 072 B001400 2 072 C001400 320 072 D001400 0 072 E001400 0 072 F001400 39 072 G001400 0 072 H001400 0 072 I001400 0 072 J001400 2 072 K001400 0 072 L001400 0 072 M001400 0 072 N001400 2 072 O001400 0 072 P001400 0 072 Q001400 0 072 R001400 10 072 S001400 0 072 T001400 0 072 U001400 0 072 V001400 0 072 W001400 19 072 X001400 72 072 Y001400 72 072 Z001400 322 072AA001400 0 072BB001400 595 072CC011400 4246 072CC021400 0 072DD011400 135 072DD021400 0 072EE001400 561 073 A011400 0.0180 073 A021400 0.0000 073 B001400 0.0750 073 C001400 0.0000 074 A001400 0 074 B001400 10 074 C001400 0 074 D001400 0 074 E001400 0 074 F001400 0 074 G001400 0 074 H001400 0 PAGE 49 074 I001400 49012 074 J001400 0 074 K001400 21 074 L001400 0 074 M001400 0 074 N001400 49043 074 O001400 0 074 P001400 18 074 Q001400 0 074 R011400 0 074 R021400 0 074 R031400 0 074 R041400 16 074 S001400 0 074 T001400 49009 074 U011400 8949 074 U021400 0 074 V011400 5.48 074 V021400 0.00 074 W001400 0.0000 074 X001400 11 074 Y001400 0 075 A001400 0 075 B001400 26110 076 001400 0.00 015 A001501 BROWN BROTHERS HARRIMAN & CO. 015 B001501 C 015 C011501 BOSTON 015 C021501 MA 015 C031501 02109 015 E011501 X 024 001500 N 028 A011500 189441 028 A021500 0 028 A031500 0 028 A041500 712 028 B011500 59771 028 B021500 0 028 B031500 0 028 B041500 11580 028 C011500 218850 028 C021500 0 028 C031500 0 028 C041500 27403 028 D011500 183300 028 D021500 0 028 D031500 0 028 D041500 72213 028 E011500 268178 028 E021500 12031 028 E031500 0 PAGE 50 028 E041500 34639 028 F011500 1068500 028 F021500 0 028 F031500 0 028 F041500 891868 028 G011500 1988040 028 G021500 12031 028 G031500 0 028 G041500 1038415 028 H001500 0 037 001500 Y 038 001500 54 039 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 0 048 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 PAGE 51 055 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 5000000 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 066 F001500 N 066 G001500 N 067 001500 N 068 A001500 N 068 B001500 Y 069 001500 N 070 A011500 Y 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 PAGE 52 070 G021500 N 070 H011500 Y 070 H021500 N 070 I011500 Y 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 N 070 P011500 Y 070 P021500 N 070 Q011500 N 070 Q021500 N 070 R011500 N 070 R021500 N 071 A001500 1657916 071 B001500 692822 071 C001500 2875615 071 D001500 24 072 A001500 6 072 B001500 2813 072 C001500 53510 072 D001500 0 072 E001500 0 072 F001500 12107 072 G001500 0 072 H001500 0 072 I001500 26 072 J001500 2190 072 K001500 0 072 L001500 0 072 M001500 28 072 N001500 9 072 O001500 0 072 P001500 0 072 Q001500 0 072 R001500 73 072 S001500 85 072 T001500 0 072 U001500 0 072 V001500 0 072 W001500 1971 072 X001500 16489 PAGE 53 072 Y001500 162 072 Z001500 39996 072AA001500 69897 072BB001500 0 072CC011500 779073 072CC021500 0 072DD011500 10085 072DD021500 6595 072EE001500 0 073 A011500 0.0000 073 A021500 0.0000 073 B001500 0.0000 073 C001500 0.0000 074 A001500 0 074 B001500 0 074 C001500 61400 074 D001500 58473 074 E001500 436279 074 F001500 3222482 074 G001500 0 074 H001500 0 074 I001500 240457 074 J001500 13609 074 K001500 28 074 L001500 64478 074 M001500 16789 074 N001500 4113995 074 O001500 20584 074 P001500 3012 074 Q001500 0 074 R011500 0 074 R021500 0 074 R031500 0 074 R041500 36849 074 S001500 0 074 T001500 4053550 074 U011500 208580 074 U021500 139074 074 V011500 0.00 074 V021500 0.00 074 W001500 0.0000 074 X001500 567 074 Y001500 2345 075 A001500 0 075 B001500 2968241 076 001500 0.00 015 A001601 INVESTORS BANK & TRUST COMPANY 015 B001601 C 015 C011601 BOSTON 015 C021601 MA 015 C031601 02116 PAGE 54 015 E011601 X 024 001600 N 028 A011600 3848 028 A021600 0 028 A031600 0 028 A041600 100 028 B011600 2683 028 B021600 0 028 B031600 0 028 B041600 4 028 C011600 5469 028 C021600 0 028 C031600 0 028 C041600 7 028 D011600 7469 028 D021600 0 028 D031600 0 028 D041600 5169 028 E011600 9764 028 E021600 13545 028 E031600 0 028 E041600 1559 028 F011600 4657 028 F021600 0 028 F031600 0 028 F041600 0 028 G011600 33890 028 G021600 13545 028 G031600 0 028 G041600 6839 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 PAGE 55 048 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 0 048 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 5000000 062 A001600 Y 062 B001600 0.0 062 C001600 0.0 062 D001600 0.0 062 E001600 0.0 062 F001600 0.0 062 G001600 0.0 062 H001600 0.0 062 I001600 0.0 062 J001600 0.0 062 K001600 1.2 062 L001600 0.0 062 M001600 3.2 062 N001600 0.0 062 O001600 0.0 062 P001600 0.0 062 Q001600 15.8 062 R001600 79.6 063 A001600 0 063 B001600 4.0 064 A001600 Y PAGE 56 064 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 070 F011600 N 070 F021600 N 070 G011600 Y 070 G021600 N 070 H011600 N 070 H021600 N 070 I011600 Y 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 N 070 P011600 Y 070 P021600 N 070 Q011600 N 070 Q021600 N 070 R011600 N 070 R021600 N 071 A001600 53360 071 B001600 19097 071 C001600 134214 071 D001600 14 072 A001600 6 072 B001600 1099 072 C001600 405 072 D001600 0 072 E001600 0 PAGE 57 072 F001600 177 072 G001600 0 072 H001600 0 072 I001600 0 072 J001600 37 072 K001600 0 072 L001600 0 072 M001600 2 072 N001600 4 072 O001600 0 072 P001600 0 072 Q001600 0 072 R001600 25 072 S001600 3 072 T001600 0 072 U001600 0 072 V001600 0 072 W001600 106 072 X001600 354 072 Y001600 83 072 Z001600 1233 072AA001600 2497 072BB001600 0 072CC011600 1882 072CC021600 0 072DD011600 0 072DD021600 0 072EE001600 13545 073 A011600 0.0000 073 A021600 0.0000 073 B001600 0.9880 073 C001600 0.0000 074 A001600 0 074 B001600 0 074 C001600 0 074 D001600 29444 074 E001600 0 074 F001600 0 074 G001600 0 074 H001600 0 074 I001600 125393 074 J001600 0 074 K001600 14 074 L001600 5734 074 M001600 0 074 N001600 160585 074 O001600 0 074 P001600 52 074 Q001600 0 074 R011600 0 074 R021600 0 PAGE 58 074 R031600 0 074 R041600 5349 074 S001600 0 074 T001600 155184 074 U011600 16436 074 U021600 0 074 V011600 9.44 074 V021600 0.00 074 W001600 0.0000 074 X001600 50 074 Y001600 1910 075 A001600 0 075 B001600 141361 076 001600 0.00 015 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 27085 028 A021700 0 028 A031700 0 028 A041700 40845 028 B011700 17669 028 B021700 0 028 B031700 0 028 B041700 59044 028 C011700 21579 028 C021700 0 028 C031700 0 028 C041700 75132 028 D011700 20048 028 D021700 0 028 D031700 0 028 D041700 90581 028 E011700 29589 028 E021700 58883 028 E031700 0 028 E041700 39310 028 F011700 60098 028 F021700 0 028 F031700 0 028 F041700 73627 028 G011700 176068 028 G021700 58883 028 G031700 0 028 G041700 378539 028 H001700 0 037 001700 Y PAGE 59 038 001700 710 039 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 0 042 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 5000000 062 A001700 Y 062 B001700 0.0 PAGE 60 062 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 0.0 062 J001700 0.0 062 K001700 0.2 062 L001700 0.0 062 M001700 0.9 062 N001700 0.0 062 O001700 0.0 062 P001700 0.0 062 Q001700 99.5 062 R001700 3.5 063 A001700 0 063 B001700 17.0 064 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 Y 070 I021700 N 070 J011700 Y 070 J021700 Y 070 K011700 Y 070 K021700 Y 070 L011700 Y 070 L021700 Y 070 M011700 Y PAGE 61 070 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 071 A001700 1081493 071 B001700 1106098 071 C001700 1570421 071 D001700 69 072 A001700 6 072 B001700 88467 072 C001700 127 072 D001700 0 072 E001700 0 072 F001700 2599 072 G001700 0 072 H001700 0 072 I001700 0 072 J001700 433 072 K001700 0 072 L001700 0 072 M001700 17 072 N001700 3 072 O001700 0 072 P001700 879 072 Q001700 0 072 R001700 54 072 S001700 49 072 T001700 0 072 U001700 0 072 V001700 0 072 W001700 973 072 X001700 5007 072 Y001700 0 072 Z001700 83587 072AA001700 58156 072BB001700 0 072CC011700 98315 072CC021700 0 072DD011700 11172 072DD021700 7482 072EE001700 43571 073 A011700 0.1400 073 A021700 0.1400 073 B001700 0.3270 PAGE 62 073 C001700 0.0000 074 A001700 0 074 B001700 0 074 C001700 0 074 D001700 1479183 074 E001700 0 074 F001700 0 074 G001700 0 074 H001700 0 074 I001700 54025 074 J001700 16025 074 K001700 0 074 L001700 89161 074 M001700 9 074 N001700 1638403 074 O001700 6347 074 P001700 575 074 Q001700 0 074 R011700 154986 074 R021700 0 074 R031700 0 074 R041700 3996 074 S001700 0 074 T001700 1472499 074 U011700 82303 074 U021700 55075 074 V011700 10.72 074 V021700 10.72 074 W001700 0.0000 074 X001700 395 074 Y001700 147013 075 A001700 0 075 B001700 1473018 076 001700 0.00 015 A001801 BROWN BROTHERS HARRIMAN & CO. 015 B001801 C 015 C011801 BOSTON 015 C021801 MA 015 C031801 02111 015 E011801 X 024 001800 Y 025 A001801 HSBC SECURITIES, INC. 025 B001801 13-2650272 025 C001801 D 025 D001801 400 028 A011800 2504 028 A021800 0 028 A031800 0 028 A041800 547 028 B011800 2452 028 B021800 0 PAGE 63 028 B031800 0 028 B041800 45 028 C011800 8032 028 C021800 0 028 C031800 0 028 C041800 6305 028 D011800 5417 028 D021800 0 028 D031800 0 028 D041800 1 028 E011800 7237 028 E021800 0 028 E031800 0 028 E041800 0 028 F011800 3266 028 F021800 0 028 F031800 0 028 F041800 0 028 G011800 28908 028 G021800 0 028 G031800 0 028 G041800 6898 028 H001800 0 037 001800 Y 038 001800 16 039 001800 N 040 001800 N 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 PAGE 64 048 E021800 0.000 048 F011800 0 048 F021800 0.000 048 G011800 0 048 G021800 0.000 048 H011800 0 048 H021800 0.000 048 I011800 0 048 I021800 0.000 048 J011800 0 048 J021800 0.000 048 K011800 0 048 K021800 0.000 055 A001800 N 055 B001800 N 056 001800 Y 057 001800 N 058 A001800 N 059 001800 Y 060 A001800 N 060 B001800 N 061 001800 5000000 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 N 069 001800 N PAGE 65 070 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 070 F011800 Y 070 F021800 Y 070 G011800 Y 070 G021800 N 070 H011800 Y 070 H021800 N 070 I011800 Y 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 14110 071 B001800 100 071 C001800 31135 071 D001800 0 072 A001800 6 072 B001800 25 072 C001800 260 072 D001800 0 072 E001800 0 072 F001800 88 072 G001800 0 072 H001800 0 072 I001800 15 072 J001800 40 072 K001800 0 PAGE 66 072 L001800 0 072 M001800 0 072 N001800 2 072 O001800 0 072 P001800 0 072 Q001800 0 072 R001800 15 072 S001800 1 072 T001800 0 072 U001800 0 072 V001800 0 072 W001800 30 072 X001800 191 072 Y001800 133 072 Z001800 227 072AA001800 0 072BB001800 3765 072CC011800 3939 072CC021800 0 072DD011800 0 072DD021800 0 072EE001800 0 073 A011800 0.0000 073 A021800 0.0000 073 B001800 0.0000 073 C001800 0.0000 074 A001800 56 074 B001800 0 074 C001800 5580 074 D001800 0 074 E001800 0 074 F001800 0 074 G001800 0 074 H001800 0 074 I001800 43394 074 J001800 0 074 K001800 26 074 L001800 958 074 M001800 1 074 N001800 50015 074 O001800 450 074 P001800 26 074 Q001800 0 074 R011800 0 074 R021800 0 074 R031800 0 074 R041800 798 074 S001800 0 074 T001800 48741 074 U011800 5012 074 U021800 0 PAGE 67 074 V011800 9.72 074 V021800 0.00 074 W001800 0.0000 074 X001800 27 074 Y001800 2785 075 A001800 0 075 B001800 35221 076 001800 0.00 015 A001901 INVESTORS BANK & TRUST COMPANY 015 B001901 C 015 C011901 BOSTON 015 C021901 MA 015 C031901 02116 015 E011901 X 024 001900 N 028 A011900 9431 028 A021900 0 028 A031900 0 028 A041900 3414 028 B011900 8670 028 B021900 236 028 B031900 0 028 B041900 318 028 C011900 7921 028 C021900 0 028 C031900 0 028 C041900 89 028 D011900 36089 028 D021900 0 028 D031900 0 028 D041900 15044 028 E011900 14142 028 E021900 3725 028 E031900 0 028 E041900 7404 028 F011900 26531 028 F021900 0 028 F031900 0 028 F041900 125 028 G011900 102784 028 G021900 3961 028 G031900 0 028 G041900 26394 028 H001900 0 037 001900 N 038 001900 0 039 001900 N 040 001900 Y 041 001900 N 042 A001900 0 042 B001900 0 PAGE 68 042 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 5000000 062 A001900 Y 062 B001900 0.0 062 C001900 0.0 062 D001900 0.0 062 E001900 0.0 062 F001900 0.0 062 G001900 0.0 062 H001900 0.0 PAGE 69 062 I001900 0.0 062 J001900 0.0 062 K001900 0.0 062 L001900 0.0 062 M001900 2.1 062 N001900 17.6 062 O001900 0.0 062 P001900 1.5 062 Q001900 3.5 062 R001900 75.2 063 A001900 0 063 B001900 5.7 064 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 Y 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 070 N011900 Y 070 N021900 N 070 O011900 Y 070 O021900 N 070 P011900 Y 070 P021900 N PAGE 70 070 Q011900 N 070 Q021900 N 070 R011900 N 070 R021900 N 071 A001900 89161 071 B001900 13121 071 C001900 144116 071 D001900 9 072 A001900 6 072 B001900 591 072 C001900 640 072 D001900 0 072 E001900 0 072 F001900 73 072 G001900 0 072 H001900 0 072 I001900 0 072 J001900 12 072 K001900 0 072 L001900 0 072 M001900 1 072 N001900 2 072 O001900 0 072 P001900 0 072 Q001900 0 072 R001900 18 072 S001900 3 072 T001900 0 072 U001900 0 072 V001900 0 072 W001900 112 072 X001900 221 072 Y001900 36 072 Z001900 1046 072AA001900 0 072BB001900 2797 072CC011900 0 072CC021900 83 072DD011900 773 072DD021900 0 072EE001900 3268 073 A011900 0.0530 073 A021900 0.0000 073 B001900 0.2020 073 C001900 0.0000 074 A001900 0 074 B001900 0 074 C001900 0 074 D001900 46268 074 E001900 5576 074 F001900 0 PAGE 71 074 G001900 0 074 H001900 0 074 I001900 135597 074 J001900 0 074 K001900 7 074 L001900 2878 074 M001900 0 074 N001900 190326 074 O001900 2500 074 P001900 37 074 Q001900 0 074 R011900 0 074 R021900 0 074 R031900 0 074 R041900 91 074 S001900 0 074 T001900 187698 074 U011900 19219 074 U021900 0 074 V011900 9.77 074 V021900 0.00 074 W001900 0.0000 074 X001900 55 074 Y001900 1637 075 A001900 0 075 B001900 145159 076 001900 0.00 015 A002001 INVESTORS BANK & TRUST COMPANY 015 B002001 C 015 C012001 BOSTON 015 C022001 MA 015 C032001 02116 015 E012001 X 024 002000 N 028 A012000 253 028 A022000 0 028 A032000 0 028 A042000 0 028 B012000 17 028 B022000 0 028 B032000 0 028 B042000 0 028 C012000 100 028 C022000 0 028 C032000 0 028 C042000 9 028 D012000 7578 028 D022000 0 028 D032000 0 028 D042000 7527 028 E012000 100 PAGE 72 028 E022000 1124 028 E032000 0 028 E042000 1010 028 F012000 2100 028 F022000 0 028 F032000 0 028 F042000 0 028 G012000 10148 028 G022000 1124 028 G032000 0 028 G042000 8546 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 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 PAGE 73 048 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 5000000 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 0.0 062 J002000 0.0 062 K002000 1.1 062 L002000 0.0 062 M002000 5.6 062 N002000 0.0 062 O002000 0.0 062 P002000 0.0 062 Q002000 0.0 062 R002000 91.8 063 A002000 0 063 B002000 3.4 064 A002000 N 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 PAGE 74 070 G022000 N 070 H012000 N 070 H022000 N 070 I012000 Y 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 N 070 P012000 Y 070 P022000 N 070 Q012000 N 070 Q022000 N 070 R012000 N 070 R022000 N 071 A002000 3694 071 B002000 1660 071 C002000 20406 071 D002000 8 072 A002000 6 072 B002000 36 072 C002000 75 072 D002000 0 072 E002000 0 072 F002000 27 072 G002000 0 072 H002000 0 072 I002000 0 072 J002000 12 072 K002000 0 072 L002000 0 072 M002000 0 072 N002000 2 072 O002000 0 072 P002000 0 072 Q002000 0 072 R002000 29 072 S002000 0 072 T002000 0 072 U002000 0 072 V002000 0 072 W002000 17 072 X002000 87 PAGE 75 072 Y002000 46 072 Z002000 70 072AA002000 474 072BB002000 0 072CC012000 8 072CC022000 0 072DD012000 1183 072DD022000 0 072EE002000 0 073 A012000 0.5050 073 A022000 0.0000 073 B002000 0.0000 073 C002000 0.0000 074 A002000 312 074 B002000 0 074 C002000 0 074 D002000 1252 074 E002000 0 074 F002000 0 074 G002000 0 074 H002000 0 074 I002000 20720 074 J002000 0 074 K002000 8 074 L002000 274 074 M002000 0 074 N002000 22566 074 O002000 0 074 P002000 7 074 Q002000 0 074 R012000 0 074 R022000 0 074 R032000 0 074 R042000 245 074 S002000 0 074 T002000 22314 074 U012000 2599 074 U022000 0 074 V012000 8.58 074 V022000 0.00 074 W002000 0.0000 074 X002000 21 074 Y002000 459 075 A002000 0 075 B002000 21010 076 002000 0.00 015 A002101 BROWN BROTHERS HARRIMAN & CO. 015 B002101 C 015 C012101 BOSTON 015 C022101 MA 015 C032101 02109 PAGE 76 015 E012101 X 024 002100 N 028 A012100 4225 028 A022100 0 028 A032100 0 028 A042100 0 028 B012100 3866 028 B022100 0 028 B032100 0 028 B042100 1 028 C012100 10375 028 C022100 0 028 C032100 0 028 C042100 6832 028 D012100 4036 028 D022100 0 028 D032100 0 028 D042100 2 028 E012100 8193 028 E022100 0 028 E032100 0 028 E042100 662 028 F012100 6832 028 F022100 0 028 F032100 0 028 F042100 0 028 G012100 37527 028 G022100 0 028 G032100 0 028 G042100 7497 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 PAGE 77 048 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 057 002100 N 058 A002100 N 059 002100 Y 060 A002100 N 060 B002100 N 061 002100 5000000 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 PAGE 78 066 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 070 I012100 Y 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 30664 071 B002100 650 071 C002100 44850 071 D002100 1 072 A002100 6 072 B002100 8 072 C002100 250 PAGE 79 072 D002100 0 072 E002100 0 072 F002100 122 072 G002100 0 072 H002100 0 072 I002100 15 072 J002100 36 072 K002100 0 072 L002100 0 072 M002100 0 072 N002100 2 072 O002100 0 072 P002100 0 072 Q002100 0 072 R002100 22 072 S002100 1 072 T002100 0 072 U002100 0 072 V002100 0 072 W002100 34 072 X002100 232 072 Y002100 222 072 Z002100 248 072AA002100 0 072BB002100 791 072CC012100 7465 072CC022100 0 072DD012100 0 072DD022100 0 072EE002100 0 073 A012100 0.0000 073 A022100 0.0000 073 B002100 0.0000 073 C002100 0.0000 074 A002100 35 074 B002100 0 074 C002100 400 074 D002100 0 074 E002100 0 074 F002100 0 074 G002100 0 074 H002100 0 074 I002100 66150 074 J002100 0 074 K002100 48 074 L002100 8450 074 M002100 39 074 N002100 75122 074 O002100 1600 074 P002100 36 074 Q002100 0 PAGE 80 074 R012100 0 074 R022100 0 074 R032100 0 074 R042100 7612 074 S002100 0 074 T002100 65874 074 U012100 10148 074 U022100 0 074 V012100 6.49 074 V022100 0.00 074 W002100 0.0000 074 X002100 23 074 Y002100 0 075 A002100 0 075 B002100 45135 076 002100 0.00 015 A002201 INVESTORS BANK & TRUST COMPANY 015 B002201 C 015 C012201 BOSTON 015 C022201 MA 015 C032201 02116 015 E012201 X 024 002200 N 028 A012200 4200 028 A022200 0 028 A032200 0 028 A042200 7931 028 B012200 1500 028 B022200 19009 028 B032200 0 028 B042200 79782 028 C012200 0 028 C022200 0 028 C032200 0 028 C042200 21606 028 D012200 600 028 D022200 0 028 D032200 0 028 D042200 6103 028 E012200 500 028 E022200 19006 028 E032200 0 028 E042200 2185 028 F012200 0 028 F022200 0 028 F032200 0 028 F042200 10303 028 G012200 6800 028 G022200 38015 028 G032200 0 028 G042200 127910 PAGE 81 028 H002200 0 037 002200 N 038 002200 0 039 002200 N 040 002200 Y 041 002200 N 042 A002200 0 042 B002200 0 042 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 5000000 PAGE 82 062 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 0.0 062 I002200 0.0 062 J002200 0.0 062 K002200 1.6 062 L002200 0.0 062 M002200 4.1 062 N002200 0.0 062 O002200 0.0 062 P002200 0.0 062 Q002200 17.2 062 R002200 76.4 063 A002200 0 063 B002200 4.0 064 A002200 Y 064 B002200 N 066 A002200 N 067 002200 N 068 A002200 N 068 B002200 N 069 002200 N 070 A012200 Y 070 A022200 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 Y 070 I022200 N 070 J012200 Y 070 J022200 Y 070 K012200 Y 070 K022200 Y 070 L012200 Y 070 L022200 Y PAGE 83 070 M012200 Y 070 M022200 Y 070 N012200 Y 070 N022200 Y 070 O012200 Y 070 O022200 N 070 P012200 Y 070 P022200 N 070 Q012200 N 070 Q022200 N 070 R012200 N 070 R022200 N 071 A002200 39444 071 B002200 152098 071 C002200 160759 071 D002200 25 072 A002200 6 072 B002200 734 072 C002200 360 072 D002200 0 072 E002200 0 072 F002200 159 072 G002200 0 072 H002200 0 072 I002200 0 072 J002200 48 072 K002200 0 072 L002200 0 072 M002200 2 072 N002200 4 072 O002200 0 072 P002200 0 072 Q002200 0 072 R002200 24 072 S002200 5 072 T002200 0 072 U002200 0 072 V002200 0 072 W002200 127 072 X002200 369 072 Y002200 97 072 Z002200 822 072AA002200 3544 072BB002200 0 072CC012200 3464 072CC022200 0 072DD012200 0 072DD022200 0 072EE002200 38015 073 A012200 0.0000 073 A022200 0.0000 PAGE 84 073 B002200 2.0100 073 C002200 0.0000 074 A002200 483 074 B002200 0 074 C002200 0 074 D002200 26083 074 E002200 0 074 F002200 0 074 G002200 0 074 H002200 0 074 I002200 95572 074 J002200 0 074 K002200 13 074 L002200 3239 074 M002200 195 074 N002200 125585 074 O002200 0 074 P002200 37 074 Q002200 0 074 R012200 0 074 R022200 0 074 R032200 0 074 R042200 2984 074 S002200 0 074 T002200 122564 074 U012200 16178 074 U022200 0 074 V012200 7.58 074 V022200 0.00 074 W002200 0.0000 074 X002200 16 074 Y002200 3582 075 A002200 0 075 B002200 166620 076 002200 0.00 015 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 CITIGROUP, INC. 025 B002301 11-2418191 025 C002301 D 025 D002301 9551 025 D002302 0 025 D002303 0 025 D002304 0 025 D002305 0 025 D002306 0 PAGE 85 025 D002307 0 025 D002308 0 028 A012300 6033 028 A022300 0 028 A032300 0 028 A042300 196 028 B012300 8091 028 B022300 0 028 B032300 0 028 B042300 10187 028 C012300 5706 028 C022300 0 028 C032300 0 028 C042300 19 028 D012300 18398 028 D022300 0 028 D032300 0 028 D042300 5486 028 E012300 9617 028 E022300 3747 028 E032300 0 028 E042300 2474 028 F012300 12632 028 F022300 0 028 F032300 0 028 F042300 17732 028 G012300 60477 028 G022300 3747 028 G032300 0 028 G042300 36094 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 PAGE 86 048 A022300 0.000 048 B012300 0 048 B022300 0.000 048 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 5000000 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 PAGE 87 066 D002300 Y 066 E002300 N 066 F002300 N 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 Y 070 I022300 N 070 J012300 Y 070 J022300 N 070 K012300 Y 070 K022300 N 070 L012300 Y 070 L022300 N 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 39781 071 B002300 16508 071 C002300 161459 071 D002300 10 072 A002300 6 072 B002300 10 072 C002300 5356 PAGE 88 072 D002300 0 072 E002300 0 072 F002300 460 072 G002300 0 072 H002300 0 072 I002300 0 072 J002300 19 072 K002300 0 072 L002300 0 072 M002300 2 072 N002300 2 072 O002300 0 072 P002300 0 072 Q002300 0 072 R002300 21 072 S002300 3 072 T002300 0 072 U002300 0 072 V002300 0 072 W002300 129 072 X002300 636 072 Y002300 157 072 Z002300 4887 072AA002300 1324 072BB002300 0 072CC012300 25318 072CC022300 0 072DD012300 5006 072DD022300 0 072EE002300 0 073 A012300 0.3180 073 A022300 0.0000 073 B002300 0.0000 073 C002300 0.0000 074 A002300 0 074 B002300 9551 074 C002300 1596 074 D002300 0 074 E002300 0 074 F002300 1881 074 G002300 0 074 H002300 0 074 I002300 185044 074 J002300 0 074 K002300 43 074 L002300 1862 074 M002300 0 074 N002300 199977 074 O002300 0 074 P002300 111 074 Q002300 0 PAGE 89 074 R012300 0 074 R022300 0 074 R032300 0 074 R042300 2957 074 S002300 0 074 T002300 196909 074 U012300 15929 074 U022300 0 074 V012300 12.36 074 V022300 0.00 074 W002300 0.0000 074 X002300 176 074 Y002300 0 075 A002300 0 075 B002300 168457 076 002300 0.00 015 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 SECURITIES, INC. 025 B002401 13-2730828 025 C002401 E 025 D002401 16384 025 A002402 UBS WARBURG LLC 025 B002402 13-3873456 025 C002402 E 025 D002402 3139 025 A002403 BARCLAY INVESTMENTS, INC. 025 B002403 05-0346412 025 C002403 E 025 D002403 24058 025 A002404 HSBC SECURITIES, INC. 025 B002404 13-2650272 025 C002404 E 025 D002404 20834 025 D002405 0 025 D002406 0 025 D002407 0 025 D002408 0 028 A012400 41704 028 A022400 0 028 A032400 0 028 A042400 5762 028 B012400 250117 028 B022400 0 028 B032400 0 028 B042400 6756 PAGE 90 028 C012400 50817 028 C022400 0 028 C032400 0 028 C042400 3868 028 D012400 267952 028 D022400 0 028 D032400 0 028 D042400 15951 028 E012400 80247 028 E022400 16088 028 E032400 0 028 E042400 11533 028 F012400 76781 028 F022400 0 028 F032400 0 028 F042400 51654 028 G012400 767618 028 G022400 16088 028 G032400 0 028 G042400 95524 028 H002400 0 037 002400 N 038 002400 0 039 002400 N 040 002400 Y 041 002400 Y 042 A002400 0 042 B002400 0 042 C002400 0 042 D002400 100 042 E002400 0 042 F002400 0 042 G002400 0 042 H002400 0 043 002400 6 044 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 PAGE 91 048 F022400 0.000 048 G012400 0 048 G022400 0.000 048 H012400 0 048 H022400 0.000 048 I012400 0 048 I022400 0.000 048 J012400 0 048 J022400 0.000 048 K012400 0 048 K022400 0.000 055 A002400 Y 055 B002400 N 056 002400 Y 057 002400 N 058 A002400 N 059 002400 Y 060 A002400 N 060 B002400 N 061 002400 5000000 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 PAGE 92 070 B012400 Y 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 Y 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 916358 071 B002400 223356 071 C002400 2198251 071 D002400 10 072 A002400 6 072 B002400 2485 072 C002400 45501 072 D002400 0 072 E002400 0 072 F002400 7160 072 G002400 0 072 H002400 0 072 I002400 37 072 J002400 689 072 K002400 0 072 L002400 0 072 M002400 23 PAGE 93 072 N002400 20 072 O002400 0 072 P002400 0 072 Q002400 0 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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 N 055 B002500 N 056 002500 Y 057 002500 N 058 A002500 N 059 002500 Y 060 A002500 Y 060 B002500 Y 061 002500 5000000 PAGE 96 062 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 N 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 Y 070 I022500 N 070 J012500 N 070 J022500 N 070 K012500 Y 070 K022500 Y PAGE 97 070 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 88893 071 B002500 112888 071 C002500 293499 071 D002500 30 072 A002500 6 072 B002500 3 072 C002500 1893 072 D002500 0 072 E002500 0 072 F002500 0 072 G002500 0 072 H002500 0 072 I002500 0 072 J002500 19 072 K002500 0 072 L002500 0 072 M002500 4 072 N002500 2 072 O002500 0 072 P002500 0 072 Q002500 0 072 R002500 10 072 S002500 6 072 T002500 0 072 U002500 0 072 V002500 0 072 W002500 1 072 X002500 42 072 Y002500 39 072 Z002500 1893 072AA002500 1011 072BB002500 0 072CC012500 43691 072CC022500 0 072DD012500 1942 072DD022500 0 072EE002500 832 PAGE 98 073 A012500 0.0490 073 A022500 0.0000 073 B002500 0.0210 073 C002500 0.0000 074 A002500 0 074 B002500 52 074 C002500 0 074 D002500 0 074 E002500 0 074 F002500 0 074 G002500 0 074 H002500 0 074 I002500 323415 074 J002500 0 074 K002500 8 074 L002500 11154 074 M002500 0 074 N002500 334629 074 O002500 11185 074 P002500 0 074 Q002500 0 074 R012500 0 074 R022500 0 074 R032500 0 074 R042500 20 074 S002500 0 074 T002500 323424 074 U012500 34531 074 U022500 0 074 V012500 9.37 074 V022500 0.00 074 W002500 0.0000 074 X002500 96 074 Y002500 0 075 A002500 0 075 B002500 293548 076 002500 0.00 015 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 SALOMON SMITH BARNEY, INC. 025 B002701 11-2418191 025 C002701 D 025 D002701 1459 025 D002702 0 025 D002703 0 025 D002704 0 PAGE 99 025 D002705 0 025 D002706 0 025 D002707 0 025 D002708 0 028 A012700 936 028 A022700 0 028 A032700 0 028 A042700 0 028 B012700 710 028 B022700 1 028 B032700 0 028 B042700 1500 028 C012700 1 028 C022700 0 028 C032700 0 028 C042700 0 028 D012700 11015 028 D022700 0 028 D032700 0 028 D042700 25 028 E012700 1250 028 E022700 0 028 E032700 0 028 E042700 1400 028 F012700 275 028 F022700 0 028 F032700 0 028 F042700 1400 028 G012700 14187 028 G022700 1 028 G032700 0 028 G042700 4325 028 H002700 0 037 002700 Y 038 002700 21 039 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 PAGE 100 048 002700 0.330 048 A012700 0 048 A022700 0.000 048 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 5000000 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 PAGE 101 066 B002700 N 066 C002700 N 066 D002700 Y 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 Y 070 I022700 N 070 J012700 Y 070 J022700 N 070 K012700 Y 070 K022700 N 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 20420 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0 074 V012700 18.92 074 V022700 0.00 074 W002700 0.0000 074 X002700 42 074 Y002700 100 075 A002700 0 075 B002700 26238 076 002700 0.00 015 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 CITIGROUP, INC. 025 B002801 11-2418191 025 C002801 D 025 D002801 7 025 D002802 0 025 D002803 0 025 D002804 0 025 D002805 0 025 D002806 0 025 D002807 0 025 D002808 0 028 A012800 1510 028 A022800 2347 028 A032800 0 028 A042800 2773 028 B012800 41 028 B022800 0 028 B032800 0 028 B042800 31655 028 C012800 7105 028 C022800 0 028 C032800 0 028 C042800 3222 028 D012800 3600 028 D022800 0 028 D032800 0 PAGE 104 028 D042800 1342 028 E012800 13304 028 E022800 0 028 E032800 0 028 E042800 10 028 F012800 906 028 F022800 0 028 F032800 0 028 F042800 3883 028 G012800 26466 028 G022800 2347 028 G032800 0 028 G042800 42885 028 H002800 0 037 002800 Y 038 002800 0 039 002800 N 040 002800 N 041 002800 N 042 A002800 0 042 B002800 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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 070 E012800 N 070 E022800 N PAGE 106 070 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 Y 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 26294 071 B002800 47862 071 C002800 95310 071 D002800 28 072 A002800 6 072 B002800 1 072 C002800 504 072 D002800 0 072 E002800 0 072 F002800 0 072 G002800 0 072 H002800 0 072 I002800 0 072 J002800 7 072 K002800 0 072 L002800 0 072 M002800 1 072 N002800 5 072 O002800 0 072 P002800 0 072 Q002800 0 072 R002800 9 072 S002800 2 072 T002800 0 072 U002800 0 PAGE 107 072 V002800 0 072 W002800 1 072 X002800 25 072 Y002800 24 072 Z002800 504 072AA002800 1603 072BB002800 0 072CC012800 16188 072CC022800 0 072DD012800 2516 072DD022800 0 072EE002800 0 073 A012800 0.2020 073 A022800 0.0000 073 B002800 0.0000 073 C002800 0.0000 074 A002800 0 074 B002800 7 074 C002800 0 074 D002800 0 074 E002800 0 074 F002800 0 074 G002800 0 074 H002800 0 074 I002800 105481 074 J002800 0 074 K002800 4 074 L002800 0 074 M002800 0 074 N002800 105492 074 O002800 0 074 P002800 0 074 Q002800 0 074 R012800 0 074 R022800 0 074 R032800 0 074 R042800 17 074 S002800 0 074 T002800 105475 074 U012800 10510 074 U022800 0 074 V012800 10.04 074 V022800 0.00 074 W002800 0.0000 074 X002800 38 074 Y002800 0 075 A002800 0 075 B002800 95319 076 002800 0.00 015 A002901 INVESTORS BANK & TRUST COMPANY 015 B002901 C PAGE 108 015 C012901 BOSTON 015 C022901 MA 015 C032901 02116 015 E012901 X 024 002900 Y 025 A002901 SALOMON SMITH BARNEY, INC. 025 B002901 11-2418191 025 C002901 D 025 D002901 16 025 D002902 0 025 D002903 0 025 D002904 0 025 D002905 0 025 D002906 0 025 D002907 0 025 D002908 0 028 A012900 8460 028 A022900 0 028 A032900 0 028 A042900 0 028 B012900 9625 028 B022900 0 028 B032900 0 028 B042900 163 028 C012900 0 028 C022900 0 028 C032900 0 028 C042900 5 028 D012900 1809 028 D022900 0 028 D032900 0 028 D042900 2 028 E012900 9201 028 E022900 544 028 E032900 0 028 E042900 445 028 F012900 1341 028 F022900 0 028 F032900 0 028 F042900 330 028 G012900 30436 028 G022900 544 028 G032900 0 028 G042900 945 028 H002900 0 037 002900 Y 038 002900 0 039 002900 N 040 002900 Y 041 002900 N 042 A002900 0 PAGE 109 042 B002900 0 042 C002900 0 042 D002900 0 042 E002900 0 042 F002900 0 042 G002900 0 042 H002900 0 043 002900 0 044 002900 0 045 002900 Y 046 002900 N 048 002900 0.000 048 A012900 0 048 A022900 0.000 048 B012900 0 048 B022900 0.000 048 C012900 0 048 C022900 0.000 048 D012900 0 048 D022900 0.000 048 E012900 0 048 E022900 0.000 048 F012900 0 048 F022900 0.000 048 G012900 0 048 G022900 0.000 048 H012900 0 048 H022900 0.000 048 I012900 0 048 I022900 0.000 048 J012900 0 048 J022900 0.000 048 K012900 0 048 K022900 0.000 055 A002900 N 055 B002900 N 056 002900 Y 057 002900 N 058 A002900 N 059 002900 Y 060 A002900 Y 060 B002900 Y 061 002900 5000000 062 A002900 N 062 B002900 0.0 062 C002900 0.0 062 D002900 0.0 062 E002900 0.0 062 F002900 0.0 062 G002900 0.0 062 H002900 0.0 PAGE 110 062 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 N 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 070 L022900 Y 070 M012900 Y 070 M022900 N 070 N012900 Y 070 N022900 N 070 O012900 Y 070 O022900 N PAGE 111 070 P012900 N 070 P022900 N 070 Q012900 N 070 Q022900 N 070 R012900 N 070 R022900 N 071 A002900 32851 071 B002900 7349 071 C002900 108364 071 D002900 7 072 A002900 6 072 B002900 1 072 C002900 892 072 D002900 0 072 E002900 0 072 F002900 0 072 G002900 0 072 H002900 0 072 I002900 0 072 J002900 8 072 K002900 0 072 L002900 0 072 M002900 1 072 N002900 2 072 O002900 0 072 P002900 0 072 Q002900 0 072 R002900 9 072 S002900 2 072 T002900 0 072 U002900 0 072 V002900 0 072 W002900 1 072 X002900 23 072 Y002900 21 072 Z002900 891 072AA002900 4433 072BB002900 0 072CC012900 17158 072CC022900 0 072DD012900 538 072DD022900 0 072EE002900 283 073 A012900 0.0380 073 A022900 0.0000 073 B002900 0.0200 073 C002900 0.0000 074 A002900 0 074 B002900 16 074 C002900 0 074 D002900 0 PAGE 112 074 E002900 0 074 F002900 0 074 G002900 0 074 H002900 0 074 I002900 131425 074 J002900 0 074 K002900 5 074 L002900 0 074 M002900 0 074 N002900 131446 074 O002900 0 074 P002900 0 074 Q002900 0 074 R012900 0 074 R022900 0 074 R032900 0 074 R042900 14 074 S002900 0 074 T002900 131432 074 U012900 14319 074 U022900 0 074 V012900 9.18 074 V022900 0.00 074 W002900 0.0000 074 X002900 26 074 Y002900 0 075 A002900 0 075 B002900 108367 076 002900 0.00 015 A003101 INVESTORS BANK & TRUST COMPANY 015 B003101 C 015 C013101 BOSTON 015 C023101 MA 015 C033101 02116 015 E013101 X 024 003100 Y 025 A003101 J.P. 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070 G023100 N 070 H013100 N 070 H023100 N 070 I013100 Y 070 I023100 N 070 J013100 Y 070 J023100 N 070 K013100 Y 070 K023100 Y 070 L013100 Y 070 L023100 N 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 86434 071 B003100 28718 071 C003100 330957 071 D003100 9 072 A003100 6 072 B003100 7134 072 C003100 150 072 D003100 0 072 E003100 0 072 F003100 145 072 G003100 0 072 H003100 0 072 I003100 0 072 J003100 50 072 K003100 0 PAGE 116 072 L003100 0 072 M003100 3 072 N003100 3 072 O003100 0 072 P003100 272 072 Q003100 0 072 R003100 16 072 S003100 7 072 T003100 0 072 U003100 0 072 V003100 0 072 W003100 219 072 X003100 715 072 Y003100 76 072 Z003100 6645 072AA003100 2982 072BB003100 0 072CC013100 0 072CC023100 11777 072DD013100 710 072DD023100 0 072EE003100 3882 073 A013100 0.0280 073 A023100 0.0000 073 B003100 0.1530 073 C003100 0.0000 074 A003100 0 074 B003100 0 074 C003100 0 074 D003100 331436 074 E003100 0 074 F003100 0 074 G003100 0 074 H003100 0 074 I003100 51945 074 J003100 0 074 K003100 14 074 L003100 9411 074 M003100 0 074 N003100 392806 074 O003100 8811 074 P003100 71 074 Q003100 0 074 R013100 33263 074 R023100 0 074 R033100 0 074 R043100 58 074 S003100 0 074 T003100 350603 074 U013100 30639 074 U023100 0 PAGE 117 074 V013100 11.44 074 V023100 0.00 074 W003100 0.0000 074 X003100 159 074 Y003100 29875 075 A003100 0 075 B003100 291443 076 003100 0.00 015 A003201 INVESTORS BANK & TRUST COMPANY 015 B003201 C 015 C013201 BOSTON 015 C023201 MA 015 C033201 02116 015 E013201 X 024 003200 N 028 A013200 8614 028 A023200 0 028 A033200 0 028 A043200 17208 028 B013200 9389 028 B023200 0 028 B033200 0 028 B043200 51 028 C013200 8515 028 C023200 0 028 C033200 0 028 C043200 2009 028 D013200 23508 028 D023200 0 028 D033200 0 028 D043200 11648 028 E013200 15623 028 E023200 7422 028 E033200 0 028 E043200 146 028 F013200 26984 028 F023200 0 028 F033200 0 028 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J003200 0.0 062 K003200 1.1 062 L003200 0.0 062 M003200 10.9 062 N003200 5.6 062 O003200 0.0 062 P003200 2.6 062 Q003200 8.0 062 R003200 77.0 063 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 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 Y 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 N 070 O013200 Y 070 O023200 N 070 P013200 Y 070 P023200 N PAGE 120 070 Q013200 N 070 Q023200 N 070 R013200 N 070 R023200 N 071 A003200 238348 071 B003200 184603 071 C003200 331166 071 D003200 56 072 A003200 6 072 B003200 1505 072 C003200 1084 072 D003200 0 072 E003200 0 072 F003200 387 072 G003200 0 072 H003200 0 072 I003200 0 072 J003200 63 072 K003200 0 072 L003200 0 072 M003200 3 072 N003200 3 072 O003200 0 072 P003200 0 072 Q003200 0 072 R003200 24 072 S003200 8 072 T003200 0 072 U003200 0 072 V003200 0 072 W003200 233 072 X003200 721 072 Y003200 126 072 Z003200 1994 072AA003200 873 072BB003200 0 072CC013200 6711 072CC023200 0 072DD013200 282 072DD023200 0 072EE003200 7149 073 A013200 0.0090 073 A023200 0.0000 073 B003200 0.2280 073 C003200 0.0000 074 A003200 0 074 B003200 0 074 C003200 0 074 D003200 96593 074 E003200 5576 074 F003200 0 PAGE 121 074 G003200 0 074 H003200 0 074 I003200 273417 074 J003200 0 074 K003200 22 074 L003200 5462 074 M003200 124 074 N003200 381194 074 O003200 1000 074 P003200 117 074 Q003200 0 074 R013200 0 074 R023200 0 074 R033200 0 074 R043200 22907 074 S003200 0 074 T003200 357170 074 U013200 35494 074 U023200 0 074 V013200 10.06 074 V023200 0.00 074 W003200 0.0000 074 X003200 43 074 Y003200 39470 075 A003200 0 075 B003200 310046 076 003200 0.00 015 A003401 BROWN BROTHERS HARRIMAN & CO. 015 B003401 C 015 C013401 BOSTON 015 C023401 MA 015 C033401 02109 015 E013401 X 024 003400 N 028 A013400 10278 028 A023400 0 028 A033400 0 028 A043400 2018 028 B013400 32349 028 B023400 0 028 B033400 0 028 B043400 4936 028 C013400 19374 028 C023400 0 028 C033400 0 028 C043400 3548 028 D013400 40680 028 D023400 0 028 D033400 0 028 D043400 31311 028 E013400 13347 PAGE 122 028 E023400 833 028 E033400 0 028 E043400 6718 028 F013400 10370 028 F023400 0 028 F033400 0 028 F043400 3161 028 G013400 126398 028 G023400 833 028 G033400 0 028 G043400 51692 028 H003400 0 037 003400 N 038 003400 0 039 003400 N 040 003400 Y 041 003400 Y 042 A003400 0 042 B003400 0 042 C003400 0 042 D003400 100 042 E003400 0 042 F003400 0 042 G003400 0 042 H003400 0 043 003400 5 044 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 PAGE 123 048 K013400 0 048 K023400 0.000 055 A003400 N 055 B003400 N 056 003400 Y 057 003400 N 058 A003400 N 059 003400 Y 060 A003400 N 060 B003400 N 061 003400 5000000 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 PAGE 124 070 F023400 N 070 G013400 Y 070 G023400 N 070 H013400 Y 070 H023400 N 070 I013400 Y 070 I023400 N 070 J013400 Y 070 J023400 Y 070 K013400 Y 070 K023400 Y 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 100828 071 B003400 31539 071 C003400 144198 071 D003400 22 072 A003400 6 072 B003400 49 072 C003400 2736 072 D003400 0 072 E003400 0 072 F003400 502 072 G003400 0 072 H003400 0 072 I003400 24 072 J003400 267 072 K003400 0 072 L003400 0 072 M003400 1 072 N003400 13 072 O003400 0 072 P003400 0 072 Q003400 0 072 R003400 28 072 S003400 3 072 T003400 18 072 U003400 0 072 V003400 0 PAGE 125 072 W003400 121 072 X003400 977 072 Y003400 41 072 Z003400 1849 072AA003400 3754 072BB003400 0 072CC013400 43576 072CC023400 0 072DD013400 906 072DD023400 172 072EE003400 0 073 A013400 0.0600 073 A023400 0.0620 073 B003400 0.0000 073 C003400 0.0000 074 A003400 9564 074 B003400 0 074 C003400 0 074 D003400 0 074 E003400 21911 074 F003400 179039 074 G003400 0 074 H003400 0 074 I003400 579 074 J003400 14 074 K003400 16 074 L003400 2149 074 M003400 312 074 N003400 213584 074 O003400 14 074 P003400 131 074 Q003400 0 074 R013400 0 074 R023400 0 074 R033400 0 074 R043400 178 074 S003400 0 074 T003400 213261 074 U013400 15773 074 U023400 3005 074 V013400 11.37 074 V023400 11.31 074 W003400 0.0000 074 X003400 80 074 Y003400 0 075 A003400 0 075 B003400 151879 076 003400 0.00 015 A003501 BROWN BROTHERS HARRIMAN & CO. 015 B003501 C 015 C013501 BOSTON PAGE 126 015 C023501 MA 015 C033501 02109 015 E013501 X 024 003500 Y 025 A003501 HSBC SECURITIES, INC. 025 B003501 13-2650272 025 C003501 D 025 D003501 3700 028 A013500 154 028 A023500 0 028 A033500 0 028 A043500 190 028 B013500 0 028 B023500 0 028 B033500 0 028 B043500 0 028 C013500 0 028 C023500 0 028 C033500 0 028 C043500 1000 028 D013500 2000 028 D023500 0 028 D033500 0 028 D043500 2000 028 E013500 400 028 E023500 384 028 E033500 0 028 E043500 612 028 F013500 4430 028 F023500 0 028 F033500 0 028 F043500 1500 028 G013500 6984 028 G023500 384 028 G033500 0 028 G043500 5302 028 H003500 0 037 003500 Y 038 003500 13 039 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 PAGE 127 044 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 0 048 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 5000000 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 PAGE 128 062 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 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 Y 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 22964 PAGE 129 071 B003500 22029 071 C003500 120258 071 D003500 18 072 A003500 6 072 B003500 11 072 C003500 2894 072 D003500 0 072 E003500 0 072 F003500 501 072 G003500 0 072 H003500 0 072 I003500 14 072 J003500 164 072 K003500 0 072 L003500 0 072 M003500 1 072 N003500 1 072 O003500 0 072 P003500 0 072 Q003500 0 072 R003500 25 072 S003500 3 072 T003500 0 072 U003500 0 072 V003500 0 072 W003500 94 072 X003500 803 072 Y003500 41 072 Z003500 2143 072AA003500 3695 072BB003500 0 072CC013500 34025 072CC023500 0 072DD013500 810 072DD023500 0 072EE003500 0 073 A013500 0.0560 073 A023500 0.0000 073 B003500 0.0000 073 C003500 0.0000 074 A003500 83 074 B003500 0 074 C003500 3700 074 D003500 0 074 E003500 1261 074 F003500 142173 074 G003500 0 074 H003500 0 074 I003500 308 074 J003500 75 074 K003500 7 PAGE 130 074 L003500 405 074 M003500 367 074 N003500 148379 074 O003500 183 074 P003500 116 074 Q003500 0 074 R013500 0 074 R023500 0 074 R033500 0 074 R043500 1608 074 S003500 0 074 T003500 146472 074 U013500 14745 074 U023500 0 074 V013500 9.93 074 V023500 0.00 074 W003500 0.0000 074 X003500 45 074 Y003500 0 075 A003500 0 075 B003500 122442 076 003500 0.00 015 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 BANK OF AMERICA CORP. 025 B003601 56-0906609 025 C003601 E 025 D003601 1078 025 A003602 BEAR STERNS & CO., INC. 025 B003602 13-3299429 025 C003602 E 025 D003602 217 025 A003603 CITIGROUP, INC. 025 B003603 11-2418191 025 C003603 E 025 D003603 1319 025 A003604 J.P. MORGAN CHASE & CO. 025 B003604 13-3224016 025 C003604 E 025 D003604 582 025 A003605 LEHMAN BROTHERS, INC. 025 B003605 13-2518466 025 C003605 E 025 D003605 99 025 A003606 MERRILL LYNCH & CO., INC. 025 B003606 13-5674085 PAGE 131 025 C003606 E 025 D003606 129 025 A003607 MORGAN STANLEY & CO., INC. 025 B003607 13-2655998 025 C003607 E 025 D003607 532 025 A003608 CITIGROUP, INC. 025 B003608 11-2418191 025 C003608 D 025 D003608 561 028 A013600 0 028 A023600 0 028 A033600 0 028 A043600 0 028 B013600 1025 028 B023600 17 028 B033600 0 028 B043600 0 028 C013600 1947 028 C023600 0 028 C033600 0 028 C043600 0 028 D013600 0 028 D023600 0 028 D033600 0 028 D043600 1000 028 E013600 2994 028 E023600 20 028 E033600 0 028 E043600 6219 028 F013600 5256 028 F023600 0 028 F033600 0 028 F043600 0 028 G013600 11222 028 G023600 37 028 G033600 0 028 G043600 7219 028 H003600 0 042 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 PAGE 132 047 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 0 048 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 5000000 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 PAGE 133 066 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 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 Y 070 G013600 Y 070 G023600 N 070 H013600 Y 070 H023600 N 070 I013600 Y 070 I023600 N 070 J013600 Y 070 J023600 N 070 K013600 Y 070 K023600 N 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 23922 071 B003600 20101 071 C003600 44724 071 D003600 45 PAGE 134 072 A003600 6 072 B003600 1 072 C003600 443 072 D003600 0 072 E003600 0 072 F003600 76 072 G003600 0 072 H003600 0 072 I003600 0 072 J003600 10 072 K003600 0 072 L003600 0 072 M003600 1 072 N003600 1 072 O003600 0 072 P003600 0 072 Q003600 0 072 R003600 18 072 S003600 1 072 T003600 0 072 U003600 0 072 V003600 0 072 W003600 35 072 X003600 142 072 Y003600 30 072 Z003600 332 072AA003600 0 072BB003600 1427 072CC013600 8637 072CC023600 0 072DD013600 340 072DD023600 0 072EE003600 0 073 A013600 0.0710 073 A023600 0.0000 073 B003600 0.0000 073 C003600 0.0000 074 A003600 0 074 B003600 560 074 C003600 778 074 D003600 0 074 E003600 0 074 F003600 51001 074 G003600 0 074 H003600 0 074 I003600 654 074 J003600 0 074 K003600 6 074 L003600 64 074 M003600 0 074 N003600 53063 PAGE 135 074 O003600 0 074 P003600 19 074 Q003600 0 074 R013600 0 074 R023600 0 074 R033600 0 074 R043600 1455 074 S003600 0 074 T003600 51589 074 U013600 5105 074 U023600 0 074 V013600 10.11 074 V023600 0.00 074 W003600 0.0000 074 X003600 21 074 Y003600 0 075 A003600 0 075 B003600 45577 076 003600 0.00 015 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 BARCLAY INVESTMENTS, INC. 025 B003701 05-0346412 025 C003701 E 025 D003701 940 025 A003702 HSBC SECURITIES, INC. 025 B003702 13-2650272 025 C003702 E 025 D003702 356 025 D003703 0 025 D003704 0 025 D003705 0 025 D003706 0 025 D003707 0 025 D003708 0 028 A013700 2248 028 A023700 0 028 A033700 0 028 A043700 0 028 B013700 2000 028 B023700 0 028 B033700 0 028 B043700 0 028 C013700 1600 028 C023700 0 028 C033700 0 PAGE 136 028 C043700 250 028 D013700 10 028 D023700 0 028 D033700 0 028 D043700 0 028 E013700 13450 028 E023700 471 028 E033700 0 028 E043700 9828 028 F013700 0 028 F023700 0 028 F033700 0 028 F043700 0 028 G013700 19308 028 G023700 471 028 G033700 0 028 G043700 10078 028 H003700 0 042 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 0.000 048 J013700 0 PAGE 137 048 J023700 0.000 048 K013700 0 048 K023700 0.000 055 A003700 N 055 B003700 N 056 003700 Y 057 003700 N 058 A003700 N 059 003700 Y 060 A003700 N 060 B003700 N 061 003700 5000000 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 070 E023700 N PAGE 138 070 F013700 Y 070 F023700 Y 070 G013700 Y 070 G023700 N 070 H013700 Y 070 H023700 N 070 I013700 Y 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 N 070 P013700 Y 070 P023700 Y 070 Q013700 N 070 Q023700 N 070 R013700 N 070 R023700 N 071 A003700 38162 071 B003700 25720 071 C003700 108398 071 D003700 24 072 A003700 6 072 B003700 21 072 C003700 2416 072 D003700 0 072 E003700 0 072 F003700 305 072 G003700 0 072 H003700 0 072 I003700 14 072 J003700 140 072 K003700 0 072 L003700 0 072 M003700 1 072 N003700 1 072 O003700 0 072 P003700 0 072 Q003700 0 072 R003700 22 072 S003700 2 072 T003700 0 072 U003700 0 PAGE 139 072 V003700 0 072 W003700 85 072 X003700 570 072 Y003700 179 072 Z003700 2046 072AA003700 683 072BB003700 0 072CC013700 18748 072CC023700 0 072DD013700 700 072DD023700 0 072EE003700 0 073 A013700 0.0610 073 A023700 0.0000 073 B003700 0.0000 073 C003700 0.0000 074 A003700 61 074 B003700 0 074 C003700 200 074 D003700 0 074 E003700 2735 074 F003700 121162 074 G003700 0 074 H003700 0 074 I003700 25 074 J003700 0 074 K003700 27 074 L003700 385 074 M003700 775 074 N003700 125370 074 O003700 0 074 P003700 73 074 Q003700 0 074 R013700 0 074 R023700 0 074 R033700 0 074 R043700 109 074 S003700 0 074 T003700 125188 074 U013700 11875 074 U023700 0 074 V013700 10.54 074 V023700 0.00 074 W003700 0.0000 074 X003700 36 074 Y003700 0 075 A003700 0 075 B003700 111080 076 003700 0.00 015 A003801 INVESTORS BANK & TRUST COMPANY 015 B003801 C PAGE 140 015 C013801 BOSTON 015 C023801 MA 015 C033801 02116 015 E013801 X 024 003800 N 028 A013800 2177 028 A023800 0 028 A033800 0 028 A043800 60 028 B013800 1407 028 B023800 0 028 B033800 0 028 B043800 129 028 C013800 6541 028 C023800 0 028 C033800 0 028 C043800 1375 028 D013800 2421 028 D023800 0 028 D033800 0 028 D043800 1934 028 E013800 7127 028 E023800 141 028 E033800 0 028 E043800 11010 028 F013800 2160 028 F023800 0 028 F033800 0 028 F043800 1218 028 G013800 21833 028 G023800 141 028 G033800 0 028 G043800 15726 028 H003800 0 037 003800 N 038 003800 0 039 003800 N 040 003800 Y 041 003800 N 042 A003800 0 042 B003800 0 042 C003800 0 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B003800 Y 069 003800 N 070 A013800 Y 070 A023800 Y 070 B013800 N 070 B023800 N 070 C013800 Y 070 C023800 N 070 D013800 N 070 D023800 N 070 E013800 Y 070 E023800 N 070 F013800 N 070 F023800 N 070 G013800 Y 070 G023800 N 070 H013800 N 070 H023800 N 070 I013800 Y 070 I023800 N 070 J013800 Y 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 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 23634 071 B003800 13800 071 C003800 77722 071 D003800 18 072 A003800 6 072 B003800 1 072 C003800 1100 072 D003800 0 072 E003800 0 PAGE 143 072 F003800 0 072 G003800 0 072 H003800 0 072 I003800 0 072 J003800 6 072 K003800 0 072 L003800 0 072 M003800 1 072 N003800 9 072 O003800 0 072 P003800 0 072 Q003800 0 072 R003800 6 072 S003800 1 072 T003800 0 072 U003800 0 072 V003800 0 072 W003800 1 072 X003800 24 072 Y003800 23 072 Z003800 1100 072AA003800 6308 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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 Y 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 42678 071 B004300 19912 071 C004300 79494 071 D004300 25 072 A004300 6 072 B004300 24 072 C004300 1567 072 D004300 0 072 E004300 0 072 F004300 170 072 G004300 0 072 H004300 0 072 I004300 14 072 J004300 81 072 K004300 0 072 L004300 0 072 M004300 1 072 N004300 4 072 O004300 0 072 P004300 0 072 Q004300 0 072 R004300 22 PAGE 162 072 S004300 1 072 T004300 0 072 U004300 0 072 V004300 0 072 W004300 64 072 X004300 357 072 Y004300 122 072 Z004300 1356 072AA004300 0 072BB004300 1242 072CC014300 13734 072CC024300 0 072DD014300 697 072DD024300 65 072EE004300 0 073 A014300 0.1580 073 A024300 0.1620 073 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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 PAGE 165 060 B004400 Y 061 004400 5000000 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 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 Y 070 I024400 N 070 J014400 Y 070 J024400 N PAGE 166 070 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 98173 071 B004400 84470 071 C004400 184443 071 D004400 46 072 A004400 6 072 B004400 92 072 C004400 3283 072 D004400 0 072 E004400 0 072 F004400 548 072 G004400 0 072 H004400 0 072 I004400 15 072 J004400 144 072 K004400 0 072 L004400 0 072 M004400 2 072 N004400 3 072 O004400 0 072 P004400 0 072 Q004400 0 072 R004400 22 072 S004400 4 072 T004400 0 072 U004400 0 072 V004400 0 072 W004400 153 072 X004400 891 072 Y004400 189 072 Z004400 2673 072AA004400 1530 072BB004400 0 072CC014400 24524 072CC024400 0 072DD014400 651 PAGE 167 072DD024400 0 072EE004400 0 073 A014400 0.0620 073 A024400 0.0000 073 B004400 0.0000 073 C004400 0.0000 074 A004400 14 074 B004400 0 074 C004400 27277 074 D004400 0 074 E004400 844 074 F004400 207722 074 G004400 0 074 H004400 0 074 I004400 0 074 J004400 0 074 K004400 40 074 L004400 4652 074 M004400 433 074 N004400 240982 074 O004400 0 074 P004400 130 074 Q004400 0 074 R014400 0 074 R024400 0 074 R034400 0 074 R044400 2019 074 S004400 0 074 T004400 238833 074 U014400 12357 074 U024400 0 074 V014400 19.33 074 V024400 0.00 074 W004400 0.0000 074 X004400 41 074 Y004400 1577 075 A004400 0 075 B004400 204447 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 PAGE 168 062 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 0 072 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 PAGE 169 074 E004500 0 074 F004500 0 074 G004500 0 074 H004500 0 074 I004500 0 074 J004500 0 074 K004500 0 074 L004500 0 074 M004500 0 074 N004500 0 074 O004500 0 074 P004500 0 074 Q004500 0 074 R014500 0 074 R024500 0 074 R034500 0 074 R044500 0 074 S004500 0 074 T004500 0 074 U014500 0 074 U024500 0 074 V014500 0.00 074 V024500 0.00 074 W004500 0.0000 074 X004500 0 074 Y004500 0 075 A004500 0 075 B004500 0 076 004500 0.00 015 A004601 BROWN BROTHERS HARRIMAN & CO. 015 B004601 C 015 C014601 BOSTON 015 C024601 MA 015 C034601 02109 015 E014601 X 024 004600 Y 025 A004601 HSBC SECURITIES, INC. 025 B004601 13-2650272 025 C004601 D 025 D004601 2500 028 A014600 28526 028 A024600 0 028 A034600 0 028 A044600 0 028 B014600 3992 028 B024600 0 028 B034600 0 028 B044600 0 028 C014600 2862 028 C024600 0 028 C034600 0 PAGE 170 028 C044600 0 028 D014600 73 028 D024600 0 028 D034600 0 028 D044600 4383 028 E014600 765 028 E024600 1032 028 E034600 0 028 E044600 0 028 F014600 3461 028 F024600 0 028 F034600 0 028 F044600 0 028 G014600 39679 028 G024600 1032 028 G034600 0 028 G044600 4383 028 H004600 0 037 004600 Y 038 004600 19 039 004600 N 040 004600 N 041 004600 N 042 A004600 0 042 B004600 0 042 C004600 0 042 D004600 0 042 E004600 0 042 F004600 0 042 G004600 0 042 H004600 0 043 004600 0 044 004600 0 045 004600 Y 046 004600 N 047 004600 Y 048 004600 0.810 048 A014600 0 048 A024600 0.000 048 B014600 0 048 B024600 0.000 048 C014600 0 048 C024600 0.000 048 D014600 0 048 D024600 0.000 048 E014600 0 048 E024600 0.000 048 F014600 0 048 F024600 0.000 048 G014600 0 048 G024600 0.000 PAGE 171 048 H014600 0 048 H024600 0.000 048 I014600 0 048 I024600 0.000 048 J014600 0 048 J024600 0.000 048 K014600 0 048 K024600 0.000 055 A004600 N 055 B004600 N 056 004600 Y 057 004600 N 058 A004600 N 059 004600 Y 060 A004600 N 060 B004600 N 061 004600 5000000 062 A004600 N 062 B004600 0.0 062 C004600 0.0 062 D004600 0.0 062 E004600 0.0 062 F004600 0.0 062 G004600 0.0 062 H004600 0.0 062 I004600 0.0 062 J004600 0.0 062 K004600 0.0 062 L004600 0.0 062 M004600 0.0 062 N004600 0.0 062 O004600 0.0 062 P004600 0.0 062 Q004600 0.0 062 R004600 0.0 066 A004600 Y 066 B004600 N 066 C004600 N 066 D004600 N 066 E004600 N 066 F004600 N 066 G004600 Y 067 004600 N 068 A004600 N 068 B004600 Y 069 004600 N 070 A014600 Y 070 A024600 N 070 B014600 Y 070 B024600 N 070 C014600 N PAGE 172 070 C024600 N 070 D014600 Y 070 D024600 N 070 E014600 N 070 E024600 N 070 F014600 Y 070 F024600 N 070 G014600 Y 070 G024600 N 070 H014600 Y 070 H024600 N 070 I014600 Y 070 I024600 N 070 J014600 Y 070 J024600 N 070 K014600 Y 070 K024600 N 070 L014600 Y 070 L024600 Y 070 M014600 Y 070 M024600 Y 070 N014600 Y 070 N024600 N 070 O014600 Y 070 O024600 N 070 P014600 Y 070 P024600 N 070 Q014600 N 070 Q024600 N 070 R014600 N 070 R024600 N 071 A004600 54752 071 B004600 22401 071 C004600 72440 071 D004600 31 072 A004600 6 072 B004600 7 072 C004600 934 072 D004600 0 072 E004600 0 072 F004600 308 072 G004600 0 072 H004600 0 072 I004600 14 072 J004600 120 072 K004600 0 072 L004600 0 072 M004600 1 072 N004600 0 072 O004600 0 072 P004600 0 PAGE 173 072 Q004600 0 072 R004600 24 072 S004600 1 072 T004600 0 072 U004600 0 072 V004600 0 072 W004600 57 072 X004600 525 072 Y004600 0 072 Z004600 416 072AA004600 330 072BB004600 0 072CC014600 18380 072CC024600 0 072DD014600 0 072DD024600 0 072EE004600 1041 073 A014600 0.0000 073 A024600 0.0000 073 B004600 0.2940 073 C004600 0.0000 074 A004600 41 074 B004600 0 074 C004600 2500 074 D004600 0 074 E004600 0 074 F004600 92393 074 G004600 0 074 H004600 0 074 I004600 0 074 J004600 2495 074 K004600 0 074 L004600 392 074 M004600 416 074 N004600 98237 074 O004600 2500 074 P004600 75 074 Q004600 0 074 R014600 0 074 R024600 0 074 R034600 0 074 R044600 80 074 S004600 0 074 T004600 95582 074 U014600 3762 074 U024600 0 074 V014600 25.41 074 V024600 0.00 074 W004600 0.0000 074 X004600 3 074 Y004600 0 PAGE 174 075 A004600 0 075 B004600 73715 076 004600 0.00 024 004700 Y 025 A004701 J.P. MORGAN CHASE & CO. 025 B004701 13-3224016 025 C004701 D 025 D004701 35687 025 A004702 MORGAN STANLEY & CO INC. 025 B004702 13-2655998 025 C004702 D 025 D004702 15799 025 D004703 0 025 D004704 0 025 D004705 0 025 D004706 0 025 D004707 0 025 D004708 0 028 A014700 12125 028 A024700 0 028 A034700 0 028 A044700 53210 028 B014700 64650 028 B024700 0 028 B034700 0 028 B044700 92100 028 C014700 63280 028 C024700 0 028 C034700 0 028 C044700 29150 028 D014700 82700 028 D024700 0 028 D034700 0 028 D044700 43000 028 E014700 99700 028 E024700 4642 028 E034700 0 028 E044700 51000 028 F014700 87050 028 F024700 0 028 F034700 0 028 F044700 76175 028 G014700 409505 028 G024700 4642 028 G034700 0 028 G044700 344635 028 H004700 0 037 004700 N 038 004700 0 039 004700 N 040 004700 N PAGE 175 041 004700 N 042 A004700 0 042 B004700 0 042 C004700 0 042 D004700 0 042 E004700 0 042 F004700 0 042 G004700 0 042 H004700 0 043 004700 0 044 004700 0 045 004700 Y 046 004700 N 048 004700 0.000 048 A014700 0 048 A024700 0.000 048 B014700 0 048 B024700 0.000 048 C014700 0 048 C024700 0.000 048 D014700 0 048 D024700 0.000 048 E014700 0 048 E024700 0.000 048 F014700 0 048 F024700 0.000 048 G014700 0 048 G024700 0.000 048 H014700 0 048 H024700 0.000 048 I014700 0 048 I024700 0.000 048 J014700 0 048 J024700 0.000 048 K014700 0 048 K024700 0.000 055 A004700 N 055 B004700 N 056 004700 Y 057 004700 N 058 A004700 N 059 004700 Y 060 A004700 N 060 B004700 N 061 004700 5000000 062 A004700 Y 062 B004700 0.0 062 C004700 0.0 062 D004700 0.0 062 E004700 0.0 062 F004700 0.0 PAGE 176 062 G004700 0.0 062 H004700 0.0 062 I004700 0.0 062 J004700 0.6 062 K004700 0.0 062 L004700 0.0 062 M004700 10.1 062 N004700 8.6 062 O004700 0.0 062 P004700 2.2 062 Q004700 77.6 062 R004700 3.4 063 A004700 0 063 B004700 3.5 064 A004700 Y 064 B004700 N 066 A004700 N 067 004700 N 068 A004700 N 068 B004700 N 069 004700 N 070 A014700 Y 070 A024700 Y 070 B014700 N 070 B024700 N 070 C014700 Y 070 C024700 N 070 D014700 N 070 D024700 N 070 E014700 Y 070 E024700 N 070 F014700 N 070 F024700 N 070 G014700 Y 070 G024700 N 070 H014700 N 070 H024700 N 070 I014700 N 070 I024700 N 070 J014700 Y 070 J024700 Y 070 K014700 Y 070 K024700 Y 070 L014700 Y 070 L024700 Y 070 M014700 Y 070 M024700 Y 070 N014700 Y 070 N024700 Y 070 O014700 Y 070 O024700 N PAGE 177 070 P014700 Y 070 P024700 N 070 Q014700 N 070 Q024700 N 070 R014700 N 070 R024700 N 071 A004700 319989 071 B004700 161220 071 C004700 1127967 071 D004700 14 072 A004700 6 072 B004700 11043 072 C004700 0 072 D004700 0 072 E004700 0 072 F004700 0 072 G004700 0 072 H004700 0 072 I004700 0 072 J004700 72 072 K004700 0 072 L004700 0 072 M004700 14 072 N004700 0 072 O004700 0 072 P004700 15 072 Q004700 0 072 R004700 29 072 S004700 29 072 T004700 0 072 U004700 0 072 V004700 0 072 W004700 10 072 X004700 169 072 Y004700 133 072 Z004700 11007 072AA004700 1566 072BB004700 0 072CC014700 1128 072CC024700 0 072DD014700 4642 072DD024700 0 072EE004700 0 073 A014700 0.0980 073 A024700 0.0000 073 B004700 0.0000 073 C004700 0.0000 074 A004700 0 074 B004700 0 074 C004700 7825 074 D004700 1206886 PAGE 178 074 E004700 0 074 F004700 0 074 G004700 0 074 H004700 0 074 I004700 41855 074 J004700 0 074 K004700 22 074 L004700 10770 074 M004700 300 074 N004700 1267658 074 O004700 0 074 P004700 0 074 Q004700 0 074 R014700 14709 074 R024700 0 074 R034700 0 074 R044700 27424 074 S004700 0 074 T004700 1225525 074 U014700 48606 074 U024700 0 074 V014700 25.21 074 V024700 0.00 074 W004700 0.0000 074 X004700 12 074 Y004700 12028 075 A004700 0 075 B004700 1158473 076 004700 0.00 015 A004801 INVESTORS BANK & TRUST COMPANY 015 B004801 C 015 C014801 BOSTON 015 C024801 MA 015 C034801 02116 015 E014801 X 024 004800 Y 025 A004801 SALOMON SMITH BARNEY, INC. 025 B004801 11-2418191 025 C004801 D 025 D004801 9 028 A014800 0 028 A024800 0 028 A034800 0 028 A044800 0 028 B014800 0 028 B024800 0 028 B034800 0 028 B044800 0 028 C014800 0 028 C024800 0 028 C034800 0 PAGE 179 028 C044800 0 028 D014800 527 028 D024800 0 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0.0 062 D004800 0.0 062 E004800 0.0 062 F004800 0.0 062 G004800 0.0 062 H004800 0.0 062 I004800 0.0 062 J004800 0.0 062 K004800 0.0 062 L004800 0.0 062 M004800 0.0 062 N004800 0.0 062 O004800 0.0 062 P004800 0.0 062 Q004800 0.0 062 R004800 0.0 066 A004800 Y 066 B004800 N 066 C004800 N 066 D004800 Y 066 E004800 N 066 F004800 N 066 G004800 N 067 004800 N 068 A004800 N 068 B004800 N 069 004800 N 070 A014800 Y 070 A024800 Y 070 B014800 N 070 B024800 N 070 C014800 N 070 C024800 N PAGE 181 070 D014800 N 070 D024800 N 070 E014800 N 070 E024800 N 070 F014800 N 070 F024800 N 070 G014800 N 070 G024800 N 070 H014800 N 070 H024800 N 070 I014800 N 070 I024800 N 070 J014800 N 070 J024800 N 070 K014800 Y 070 K024800 Y 070 L014800 Y 070 L024800 Y 070 M014800 Y 070 M024800 N 070 N014800 Y 070 N024800 N 070 O014800 Y 070 O024800 N 070 P014800 N 070 P024800 N 070 Q014800 N 070 Q024800 N 070 R014800 Y 070 R024800 N 071 A004800 113464 071 B004800 23914 071 C004800 32660 071 D004800 73 072 A004800 2 072 B004800 1 072 C004800 0 072 D004800 0 072 E004800 0 072 F004800 0 072 G004800 0 072 H004800 0 072 I004800 0 072 J004800 1 072 K004800 0 072 L004800 0 072 M004800 0 072 N004800 2 072 O004800 0 072 P004800 0 072 Q004800 0 PAGE 182 072 R004800 3 072 S004800 0 072 T004800 0 072 U004800 0 072 V004800 0 072 W004800 1 072 X004800 7 072 Y004800 7 072 Z004800 1 072AA004800 883 072BB004800 0 072CC014800 1616 072CC024800 0 072DD014800 0 072DD024800 0 072EE004800 0 073 A014800 0.0000 073 A024800 0.0000 073 B004800 0.0000 073 C004800 0.0000 074 A004800 0 074 B004800 9 074 C004800 0 074 D004800 0 074 E004800 0 074 F004800 0 074 G004800 0 074 H004800 0 074 I004800 92050 074 J004800 0 074 K004800 5 074 L004800 16000 074 M004800 0 074 N004800 108064 074 O004800 16000 074 P004800 0 074 Q004800 0 074 R014800 0 074 R024800 0 074 R034800 0 074 R044800 7 074 S004800 0 074 T004800 92057 074 U014800 4433 074 U024800 0 074 V014800 20.77 074 V024800 0.00 074 W004800 0.0000 074 X004800 6 074 Y004800 0 075 A004800 0 PAGE 183 075 B004800 32658 076 004800 0.00 SIGNATURE SUSAN RANDALL HARBERT TITLE TREASURER EX-99 3 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 29, 2003: Fund Shareholder GMO Value Fund Nabank & Co GMO Short-Duration Investment Fund Bost & Co A/C NYXF1049822 (Verizon-STIF) GMO U.S. Sector Fund The Board of Trustees of the University of Illinois 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 Global Hedged Equity Fund Evergreen Asset Allocation Fund GMO Domestic Bond Fund Evergreen Asset Allocation Fund GMO Currency Hedged International Bond Fund Municipal Fire & Police Retirement System of Iowa GMO Currency Hedged International Bond Fund GMO World Equity Allocation Fund GMO Currency Hedged International Equity Fund Evergreen Asset Allocation Fund GMO Global Bond Fund Fresno County Employees' Retirement Association GMO Global Bond Fund General Retirement System of The City Detroit GMO Global Ballanced Asset Allocation Fund The Ministers and Missionaries Benefit Board of American Baptist Churches 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 Asia Fund Princeton University TR GMO Intrinsic Value Fund Princeton University TR GMO Intrinsic Value Fund Corning Retirement Master Trust GMO Emerging Country Debt Share Fund Sprint Corporate Master Trust GMO Foreign Small Companies Virginia Retiremant 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 Disciplined Equity Fund Mac & Co A/CKREF0756022 Kresge Foundation GMO International Disciplined Equity Fund Northern Trust Company as Custodian FB Nathan Cummings Foundation GMO Lntl GMO Benchmark-Free Asset Allocation The Ministers and Missionaries Benefit Board of American Baptist Churches GMO Taiwan Fund Pension Reserves Investment Trust GMO Taiwan Fund Teachers Retirement System of The State of Illinois The following shareholders ceased to hold greater than 25% of the outstanding shares of a series of the Trust during the period March 1, 2003 through August 29, 2003: Fund Shareholder GMO Value Fund Leland Stanford Junior University II GMO International Intrinsic Value Fund State Street Bank as Trustee for the Electronic Data Systems Corporation GMO Small Cap Value Fund Bost & Co A/C WFHF6202002 - FBO The Hewlett Foundation GMO U.S. Sector Fund Wadsworth Atheneum Museum of Art GMO U.S. Sector Fund Catholic Diocese of Kansas City-St GMO Small Cap Growth Fund Bost & Co A/C WFHF6202002 - FBO The Hewlett Foundation GMO Global Hedged Equity Fund GMO World Equity Allocation Fund GMO Domestic Bond Fund GMO World Equity Allocation Fund GMO Currency Hedged International Equity Fund GMO World Equity Allocation Fund GMO International Small Companies Fund Yale University
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 0.04% of the Fund's total assets as of August 31, 2003. 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 att77d.txt Grantham, Mayo, Van Otterloo & Co. LLC MEMORANDUM To: Mr. John Sgroi Investors Bank & Trust Company From: Judith Lyden cc: Edward Monahan, IBT Matthew Dunlap, IBT Date: October 28, 2003 Re: GMO Trust - Item 77 Attachments - Form N-SAR GMO TRUST Item 7 As a reminder to update on your report under item #7: Effective June 30,2003, the name of GMO World Balanced Allocation Fund has been changed to: GMO Global Balanced Asset Allocation Fund Effective June 30, 2003, the name of GMOShort-Term Income Fund has been changed to: GMO Short-Duration Investment Fund Effective June 30, 2003 a new series of the GMO Trust was added: GMO Benchmark-Free Allocation Fund, effective June 30, 2003 Item 77D Effective June 30, 2003, GMO temporarily agreed to waive 0.21% of GMO Real Estate Fund's management fee. As a result, the Fund will incur management fees at the annual rate of 0.33% of the Fund's average daily net assets Effective June 30, 2003, purchase premiums and redemption have been reinstated for all GMO asset allocation funds Effective June 27, 2003, GMO Short-Duration Collateral Fund investment objective has changed to reflect that the reference to LIBOR and emphasis on high total return be deleted and that the fund adopt the following non-fundamental investment objective: Total return in excess of the Fund's benchmark (JP Morgan US 3-Month Cash Index) Effective June 30, 2003,GMO Trust eliminated the following non-fundamental restriction to GMO Foreign Fund: The Restriction states that: With respect to Foreign Fund only, to (i) invest in interests of any general partnership, (ii) utilize margin or other borrowings to increase market exposure (such prohibition shall extend to the use of cash collateral obtained in exchange for loaned securities but does not prohibit the use of margin accounts for permissible futures trading; further, the Fund may borrow an amount equal to cash receivable from sales of stocks or securities the settlement of which is deferred under standard practice in the country of sale), (iii) pledge or otherwise encumber its assets, and (iv) invest more than 5% of its assets in any one issuer (except Government securities and bank certificates of deposit). -----END PRIVACY-ENHANCED MESSAGE-----