-----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, OSrsPDS/LjVbbOXBfkrT8pqazIIYtfjDhK3yN2rLRbVpgxggJ1Kvowm7s4u5XsRj etBs5+LJ/DmjSoBUaa+03A== 0000897436-04-000389.txt : 20041029 0000897436-04-000389.hdr.sgml : 20041029 20041029141952 ACCESSION NUMBER: 0000897436-04-000389 CONFORMED SUBMISSION TYPE: NSAR-A PUBLIC DOCUMENT COUNT: 9 CONFORMED PERIOD OF REPORT: 20040831 FILED AS OF DATE: 20041029 DATE AS OF CHANGE: 20041029 EFFECTIVENESS DATE: 20041029 FILER: COMPANY DATA: COMPANY CONFORMED NAME: GMO TRUST CENTRAL INDEX KEY: 0000772129 IRS NUMBER: 000000000 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: 041105679 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 08/31/2004 000 C000000 0000772129 000 D000000 N 000 E000000 NF 000 F000000 Y 000 G000000 N 000 H000000 N 000 I000000 6.1 000 J000000 A 001 A000000 GMO TRUST 001 B000000 811-4347 001 C000000 6173307500 002 A000000 40 ROWES WHARF 002 B000000 BOSTON 002 C000000 MA 002 D010000 02110 003 000000 N 004 000000 N 005 000000 N 006 000000 N 007 A000000 Y 007 B000000 42 007 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 ALPHA ONLY 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 (U.S.+) 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 C024100 GMO SPECIAL PURPOSE HOLDING FUND 007 C034100 N 007 C014200 42 007 C024200 GMO FOREIGN SMALL COMPANIES FUND 007 C034200 N 007 C014300 43 007 C024300 GMO INTERNATIONAL DISCIPLINED EQUITY FUND 007 C034300 N 007 C014400 44 007 C024400 GMO INTERNATIONAL GROWTH FUND 007 C034400 N 007 C014500 45 007 C024500 GMO INTERNATIONAL CORE PLUS ALLOCATION FUND 007 C034500 N 007 C014600 46 007 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 C024900 GMO U.S. QUALITY EQUITY FUND 007 C034900 N PAGE 4 007 C015000 50 007 C025000 GMO GLOBAL GROWTH FUND 007 C035000 N 007 C015100 51 007 C015200 52 007 C015300 53 007 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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028 D040400 7523 028 E010400 76142 028 E020400 24156 028 E030400 0 028 E040400 10056 028 F010400 49687 028 F020400 0 028 F030400 0 028 F040400 0 028 G010400 248342 028 G020400 24749 028 G030400 0 028 G040400 128983 028 H000400 0 037 000400 N 038 000400 0 039 000400 N 040 000400 Y 041 000400 Y 042 A000400 0 042 B000400 0 042 C000400 0 042 D000400 100 042 E000400 0 042 F000400 0 042 G000400 0 042 H000400 0 043 000400 283 044 000400 0 045 000400 Y 046 000400 N 047 000400 Y 048 000400 0.330 048 A010400 0 048 A020400 0.000 048 B010400 0 048 B020400 0.000 048 C010400 0 048 C020400 0.000 048 D010400 0 048 D020400 0.000 048 E010400 0 048 E020400 0.000 048 F010400 0 PAGE 19 048 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 0.000 049 000400 N 050 000400 N 051 000400 N 052 000400 N 053 A000400 Y 053 B000400 Y 053 C000400 N 055 A000400 N 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 0.0 066 A000400 Y 066 B000400 N 066 C000400 N 066 D000400 Y 066 E000400 N 066 F000400 N PAGE 20 066 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 Y 070 L010400 N 070 L020400 Y 070 M010400 N 070 M020400 N 070 N010400 Y 070 N020400 Y 070 O010400 Y 070 O020400 N 070 P010400 Y 070 P020400 N 070 Q010400 N 070 Q020400 N 070 R010400 N 070 R020400 N 071 A000400 483916 071 B000400 385554 071 C000400 633261 071 D000400 61 072 A000400 6 072 B000400 68 072 C000400 3514 072 D000400 0 072 E000400 0 072 F000400 1070 PAGE 21 072 G000400 0 072 H000400 0 072 I000400 0 072 J000400 55 072 K000400 0 072 L000400 0 072 M000400 5 072 N000400 11 072 O000400 0 072 P000400 0 072 Q000400 0 072 R000400 20 072 S000400 9 072 T000400 349 072 U000400 0 072 V000400 0 072 W000400 558 072 X000400 2077 072 Y000400 97 072 Z000400 1602 072AA000400 21447 072BB000400 0 072CC010400 0 072CC020400 66012 072DD010400 763 072DD020400 319 072EE000400 23676 073 A010400 0.0400 073 A020400 0.0220 073 B000400 0.6930 073 C000400 0.0000 074 A000400 0 074 B000400 63853 074 C000400 8430 074 D000400 0 074 E000400 0 074 F000400 679812 074 G000400 0 074 H000400 0 074 I000400 5703 074 J000400 18636 074 K000400 17 074 L000400 2635 074 M000400 0 074 N000400 779086 074 O000400 52729 074 P000400 288 074 Q000400 0 074 R010400 0 074 R020400 0 074 R030400 0 PAGE 22 074 R040400 12617 074 S000400 0 074 T000400 713452 074 U010400 23216 074 U020400 18615 074 V010400 17.08 074 V020400 17.02 074 W000400 0.0000 074 X000400 56 074 Y000400 1699 075 A000400 0 075 B000400 657872 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 025 D000601 0 025 D000602 0 025 D000603 0 025 D000604 0 025 D000605 0 025 D000606 0 025 D000607 0 025 D000608 0 028 A010600 23 028 A020600 0 028 A030600 0 028 A040600 120 028 B010600 483 028 B020600 303 028 B030600 0 028 B040600 192 028 C010600 4309 028 C020600 0 028 C030600 0 028 C040600 13049 028 D010600 487 028 D020600 0 028 D030600 0 028 D040600 2 028 E010600 0 028 E020600 49 028 E030600 0 028 E040600 0 028 F010600 4881 028 F020600 0 028 F030600 0 PAGE 23 028 F040600 0 028 G010600 10183 028 G020600 352 028 G030600 0 028 G040600 13363 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 0.000 049 000600 N 050 000600 N 051 000600 N 052 000600 N PAGE 24 053 A000600 Y 053 B000600 Y 053 C000600 N 055 A000600 N 055 B000600 N 056 000600 Y 057 000600 N 058 A000600 N 059 000600 Y 060 A000600 N 060 B000600 N 061 000600 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 7.9 062 N000600 8.1 062 O000600 0.0 062 P000600 0.0 062 Q000600 0.0 062 R000600 83.4 063 A000600 0 063 B000600 2.6 064 A000600 Y 064 B000600 N 066 A000600 N 067 000600 N 068 A000600 N 068 B000600 N 069 000600 N 070 A010600 Y 070 A020600 N 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 PAGE 25 070 G010600 Y 070 G020600 N 070 H010600 N 070 H020600 N 070 I010600 Y 070 I020600 N 070 J010600 Y 070 J020600 N 070 K010600 Y 070 K020600 Y 070 L010600 Y 070 L020600 N 070 M010600 N 070 M020600 N 070 N010600 Y 070 N020600 N 070 O010600 Y 070 O020600 N 070 P010600 Y 070 P020600 N 070 Q010600 N 070 Q020600 N 070 R010600 N 070 R020600 N 071 A000600 20097 071 B000600 22997 071 C000600 41054 071 D000600 49 072 A000600 6 072 B000600 150 072 C000600 287 072 D000600 0 072 E000600 0 072 F000600 10 072 G000600 0 072 H000600 0 072 I000600 0 072 J000600 3 072 K000600 0 072 L000600 0 072 M000600 1 072 N000600 2 072 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 30 PAGE 26 072 X000600 61 072 Y000600 19 072 Z000600 395 072AA000600 0 072BB000600 462 072CC010600 599 072CC020600 0 072DD010600 356 072DD020600 0 072EE000600 0 073 A010600 0.0730 073 A020600 0.0000 073 B000600 0.0000 073 C000600 0.0000 074 A000600 266 074 B000600 0 074 C000600 0 074 D000600 6618 074 E000600 0 074 F000600 0 074 G000600 0 074 H000600 0 074 I000600 34628 074 J000600 0 074 K000600 3 074 L000600 4915 074 M000600 0 074 N000600 46430 074 O000600 4900 074 P000600 7 074 Q000600 0 074 R010600 0 074 R020600 0 074 R030600 0 074 R040600 20 074 S000600 0 074 T000600 41503 074 U010600 4718 074 U020600 0 074 V010600 8.80 074 V020600 0.00 074 W000600 0.0000 074 X000600 56 074 Y000600 0 075 A000600 0 075 B000600 40892 076 000600 0.00 015 A000801 INVESTORS BANK & TRUST COMPANY 015 B000801 C 015 C010801 BOSTON 015 C020801 MA PAGE 27 015 C030801 02116 015 E010801 X 024 000800 Y 025 A000801 MORGAN STANLEY & CO., INC. 025 B000801 13-2655998 025 C000801 E 025 D000801 594 025 A000802 CITIGROUP, INC. 025 B000802 52-1568099 025 C000802 E 025 D000802 1463 025 A000803 CITIGROUP, INC. 025 B000803 52-1568099 025 C000803 D 025 D000803 2397 025 D000804 0 025 D000805 0 025 D000806 0 025 D000807 0 025 D000808 0 028 A010800 724 028 A020800 0 028 A030800 0 028 A040800 2658 028 B010800 575 028 B020800 201 028 B030800 0 028 B040800 1425 028 C010800 345 028 C020800 0 028 C030800 0 028 C040800 262 028 D010800 1617 028 D020800 0 028 D030800 0 028 D040800 212 028 E010800 707 028 E020800 51 028 E030800 0 028 E040800 477 028 F010800 369 028 F020800 0 028 F030800 0 028 F040800 24 028 G010800 4337 028 G020800 252 028 G030800 0 028 G040800 5058 028 H000800 0 037 000800 N 038 000800 0 PAGE 28 039 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 14 044 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 0.000 049 000800 N 050 000800 N 051 000800 N 052 000800 N 053 A000800 Y 053 B000800 Y 053 C000800 N 055 A000800 N 055 B000800 N 056 000800 Y 057 000800 N 058 A000800 N PAGE 29 059 000800 Y 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 Y 070 G010800 Y 070 G020800 N 070 H010800 Y 070 H020800 N 070 I010800 Y 070 I020800 N PAGE 30 070 J010800 Y 070 J020800 N 070 K010800 Y 070 K020800 Y 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 40240 071 B000800 41586 071 C000800 55683 071 D000800 72 072 A000800 6 072 B000800 3 072 C000800 624 072 D000800 0 072 E000800 0 072 F000800 133 072 G000800 0 072 H000800 0 072 I000800 0 072 J000800 21 072 K000800 0 072 L000800 0 072 M000800 0 072 N000800 6 072 O000800 0 072 P000800 0 072 Q000800 0 072 R000800 22 072 S000800 1 072 T000800 16 072 U000800 0 072 V000800 0 072 W000800 46 072 X000800 245 072 Y000800 50 072 Z000800 432 072AA000800 5111 072BB000800 0 072CC010800 0 PAGE 31 072CC020800 5344 072DD010800 244 072DD020800 47 072EE000800 0 073 A010800 0.0490 073 A020800 0.0370 073 B000800 0.0000 073 C000800 0.0000 074 A000800 0 074 B000800 2396 074 C000800 590 074 D000800 0 074 E000800 0 074 F000800 54782 074 G000800 0 074 H000800 0 074 I000800 500 074 J000800 0 074 K000800 8 074 L000800 131 074 M000800 0 074 N000800 58407 074 O000800 0 074 P000800 28 074 Q000800 0 074 R010800 0 074 R020800 0 074 R030800 0 074 R040800 1120 074 S000800 0 074 T000800 57259 074 U010800 4687 074 U020800 1496 074 V010800 9.27 074 V020800 9.25 074 W000800 0.0000 074 X000800 49 074 Y000800 0 075 A000800 0 075 B000800 57745 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 BEAR STEARNS & CO., INC. 025 B000901 13-3299429 025 C000901 E PAGE 32 025 D000901 1039 025 A000902 CITIGROUP, INC. 025 B000902 52-1568099 025 C000902 E 025 D000902 349 025 A000903 CITIGROUP, INC. 025 B000903 52-1568099 025 C000903 D 025 D000903 4446 025 D000904 0 025 D000905 0 025 D000906 0 025 D000907 0 025 D000908 0 028 A010900 1 028 A020900 0 028 A030900 0 028 A040900 0 028 B010900 18939 028 B020900 1417 028 B030900 0 028 B040900 15000 028 C010900 0 028 C020900 0 028 C030900 0 028 C040900 126847 028 D010900 350 028 D020900 0 028 D030900 0 028 D040900 500 028 E010900 0 028 E020900 1483 028 E030900 0 028 E040900 108758 028 F010900 21 028 F020900 0 028 F030900 0 028 F040900 6611 028 G010900 19311 028 G020900 2900 028 G030900 0 028 G040900 257716 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 PAGE 33 042 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 0.000 049 000900 N 050 000900 N 051 000900 N 052 000900 N 053 A000900 Y 053 B000900 Y 053 C000900 N 055 A000900 Y 055 B000900 N 056 000900 Y 057 000900 N 058 A000900 N 059 000900 Y 060 A000900 Y 060 B000900 Y 061 000900 5000000 062 A000900 N 062 B000900 0.0 PAGE 34 062 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 070 I020900 N 070 J010900 Y 070 J020900 N 070 K010900 Y 070 K020900 Y 070 L010900 N 070 L020900 N PAGE 35 070 M010900 N 070 M020900 N 070 N010900 Y 070 N020900 Y 070 O010900 Y 070 O020900 N 070 P010900 Y 070 P020900 Y 070 Q010900 N 070 Q020900 N 070 R010900 N 070 R020900 N 071 A000900 157365 071 B000900 384227 071 C000900 443217 071 D000900 36 072 A000900 6 072 B000900 25 072 C000900 4025 072 D000900 0 072 E000900 0 072 F000900 780 072 G000900 0 072 H000900 0 072 I000900 0 072 J000900 52 072 K000900 0 072 L000900 0 072 M000900 4 072 N000900 1 072 O000900 0 072 P000900 0 072 Q000900 0 072 R000900 20 072 S000900 8 072 T000900 0 072 U000900 0 072 V000900 0 072 W000900 296 072 X000900 1161 072 Y000900 84 072 Z000900 2973 072AA000900 30087 072BB000900 0 072CC010900 0 072CC020900 47307 072DD010900 1502 072DD020900 1697 072EE000900 0 073 A010900 0.0860 073 A020900 0.0900 PAGE 36 073 B000900 0.0000 073 C000900 0.0000 074 A000900 0 074 B000900 4446 074 C000900 6500 074 D000900 0 074 E000900 0 074 F000900 324217 074 G000900 0 074 H000900 0 074 I000900 4237 074 J000900 7089 074 K000900 13 074 L000900 564 074 M000900 0 074 N000900 347066 074 O000900 7779 074 P000900 130 074 Q000900 0 074 R010900 0 074 R020900 0 074 R030900 0 074 R040900 9284 074 S000900 0 074 T000900 329873 074 U010900 17654 074 U020900 11447 074 V010900 11.33 074 V020900 11.34 074 W000900 0.0000 074 X000900 24 074 Y000900 1499 075 A000900 0 075 B000900 470408 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 N 025 D001101 0 025 D001102 0 025 D001103 0 025 D001104 0 025 D001105 0 025 D001106 0 025 D001107 0 025 D001108 0 028 A011100 1878 PAGE 37 028 A021100 0 028 A031100 0 028 A041100 22823 028 B011100 3223 028 B021100 293 028 B031100 0 028 B041100 5786 028 C011100 1144 028 C021100 15498 028 C031100 0 028 C041100 46873 028 D011100 1045 028 D021100 20757 028 D031100 0 028 D041100 36230 028 E011100 299 028 E021100 174 028 E031100 0 028 E041100 510 028 F011100 383 028 F021100 0 028 F031100 0 028 F041100 0 028 G011100 7972 028 G021100 36722 028 G031100 0 028 G041100 112222 028 H001100 0 037 001100 Y 038 001100 558 039 001100 N 040 001100 N 041 001100 N 042 A001100 0 042 B001100 0 042 C001100 0 042 D001100 0 042 E001100 0 042 F001100 0 042 G001100 0 042 H001100 0 043 001100 0 044 001100 0 045 001100 Y 046 001100 N 047 001100 Y 048 001100 0.330 048 A011100 0 048 A021100 0.000 048 B011100 0 048 B021100 0.000 PAGE 38 048 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 0.000 049 001100 N 050 001100 N 051 001100 N 052 001100 N 053 A001100 Y 053 B001100 Y 053 C001100 N 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 0.0 062 O001100 0.0 062 P001100 0.0 062 Q001100 0.0 PAGE 39 062 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 Y 070 L011100 N 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 071 A001100 31830 071 B001100 134503 071 C001100 114957 PAGE 40 071 D001100 28 072 A001100 6 072 B001100 13 072 C001100 997 072 D001100 0 072 E001100 0 072 F001100 187 072 G001100 0 072 H001100 0 072 I001100 0 072 J001100 35 072 K001100 0 072 L001100 0 072 M001100 1 072 N001100 5 072 O001100 0 072 P001100 0 072 Q001100 0 072 R001100 22 072 S001100 2 072 T001100 0 072 U001100 0 072 V001100 0 072 W001100 86 072 X001100 338 072 Y001100 65 072 Z001100 737 072AA001100 23791 072BB001100 0 072CC011100 0 072CC021100 30308 072DD011100 1034 072DD021100 0 072EE001100 36091 073 A011100 0.1100 073 A021100 0.0000 073 B001100 3.9580 073 C001100 0.0000 074 A001100 0 074 B001100 1262 074 C001100 1964 074 D001100 0 074 E001100 0 074 F001100 66661 074 G001100 0 074 H001100 0 074 I001100 1664 074 J001100 1886 074 K001100 11 074 L001100 161 074 M001100 0 PAGE 41 074 N001100 73609 074 O001100 1030 074 P001100 28 074 Q001100 0 074 R011100 0 074 R021100 0 074 R031100 0 074 R041100 3715 074 S001100 0 074 T001100 68836 074 U011100 6296 074 U021100 0 074 V011100 10.93 074 V021100 0.00 074 W001100 0.0000 074 X001100 99 074 Y001100 0 075 A001100 0 075 B001100 117887 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 125711 028 A021300 0 028 A031300 0 028 A041300 39243 028 B011300 204010 028 B021300 0 028 B031300 0 028 B041300 10910 028 C011300 29731 028 C021300 0 028 C031300 0 028 C041300 55904 028 D011300 43895 028 D021300 0 028 D031300 0 028 D041300 24642 028 E011300 107367 028 E021300 60658 028 E031300 0 028 E041300 178768 028 F011300 17603 028 F021300 0 028 F031300 0 028 F041300 103044 PAGE 42 028 G011300 528317 028 G021300 60658 028 G031300 0 028 G041300 412511 028 H001300 0 037 001300 Y 038 001300 2063 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 0.000 049 001300 N 050 001300 N 051 001300 N 052 001300 N 053 A001300 Y PAGE 43 053 B001300 Y 053 C001300 N 055 A001300 N 055 B001300 N 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 PAGE 44 070 F021300 Y 070 G011300 Y 070 G021300 N 070 H011300 Y 070 H021300 N 070 I011300 Y 070 I021300 N 070 J011300 Y 070 J021300 N 070 K011300 Y 070 K021300 Y 070 L011300 Y 070 L021300 Y 070 M011300 Y 070 M021300 Y 070 N011300 Y 070 N021300 Y 070 O011300 Y 070 O021300 N 070 P011300 Y 070 P021300 N 070 Q011300 N 070 Q021300 N 070 R011300 N 070 R021300 N 071 A001300 647771 071 B001300 539642 071 C001300 1641987 071 D001300 33 072 A001300 6 072 B001300 1538 072 C001300 26798 072 D001300 0 072 E001300 0 072 F001300 5246 072 G001300 0 072 H001300 0 072 I001300 17 072 J001300 778 072 K001300 0 072 L001300 0 072 M001300 11 072 N001300 6 072 O001300 0 072 P001300 0 072 Q001300 0 072 R001300 30 072 S001300 24 072 T001300 0 072 U001300 0 072 V001300 0 PAGE 45 072 W001300 1319 072 X001300 7431 072 Y001300 864 072 Z001300 21769 072AA001300 122192 072BB001300 0 072CC011300 0 072CC021300 179818 072DD011300 5763 072DD021300 0 072EE001300 60981 073 A011300 0.0550 073 A021300 0.0000 073 B001300 0.5820 073 C001300 0.0000 074 A001300 40 074 B001300 0 074 C001300 274108 074 D001300 0 074 E001300 46845 074 F001300 1541158 074 G001300 0 074 H001300 0 074 I001300 1486 074 J001300 639 074 K001300 165 074 L001300 17657 074 M001300 2059 074 N001300 1884157 074 O001300 313 074 P001300 1053 074 Q001300 0 074 R011300 0 074 R021300 0 074 R031300 0 074 R041300 216464 074 S001300 0 074 T001300 1666327 074 U011300 102540 074 U021300 0 074 V011300 16.25 074 V021300 0.00 074 W001300 0.0000 074 X001300 261 074 Y001300 10491 075 A001300 0 075 B001300 1731246 076 001300 0.00 015 A001401 INVESTORS BANK & TRUST COMPANY 015 B001401 C 015 C011401 BOSTON PAGE 46 015 C021401 MA 015 C031401 02116 015 E011401 X 024 001400 N 025 D001401 0 025 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 0 028 B021400 0 028 B031400 0 028 B041400 0 028 C011400 128 028 C021400 0 028 C031400 0 028 C041400 0 028 D011400 5252 028 D021400 1824 028 D031400 0 028 D041400 0 028 E011400 6994 028 E021400 0 028 E031400 0 028 E041400 0 028 F011400 314 028 F021400 0 028 F031400 0 028 F041400 0 028 G011400 12688 028 G021400 1824 028 G031400 0 028 G041400 0 028 H001400 0 037 001400 Y 038 001400 0 039 001400 N 040 001400 N 041 001400 N 042 A001400 0 042 B001400 0 042 C001400 0 042 D001400 0 042 E001400 0 PAGE 47 042 F001400 0 042 G001400 0 042 H001400 0 043 001400 0 044 001400 0 045 001400 Y 046 001400 N 047 001400 Y 048 001400 0.330 048 A011400 0 048 A021400 0.000 048 B011400 0 048 B021400 0.000 048 C011400 0 048 C021400 0.000 048 D011400 0 048 D021400 0.000 048 E011400 0 048 E021400 0.000 048 F011400 0 048 F021400 0.000 048 G011400 0 048 G021400 0.000 048 H011400 0 048 H021400 0.000 048 I011400 0 048 I021400 0.000 048 J011400 0 048 J021400 0.000 048 K011400 0 048 K021400 0.000 049 001400 N 050 001400 N 051 001400 N 052 001400 N 053 A001400 Y 053 B001400 Y 053 C001400 N 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 PAGE 48 062 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 0.0 062 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 PAGE 49 070 N011400 Y 070 N021400 N 070 O011400 Y 070 O021400 N 070 P011400 Y 070 P021400 N 070 Q011400 N 070 Q021400 N 070 R011400 N 070 R021400 N 071 A001400 22555 071 B001400 7106 071 C001400 76172 071 D001400 9 072 A001400 6 072 B001400 0 072 C001400 506 072 D001400 0 072 E001400 0 072 F001400 125 072 G001400 0 072 H001400 0 072 I001400 0 072 J001400 5 072 K001400 0 072 L001400 0 072 M001400 1 072 N001400 1 072 O001400 0 072 P001400 0 072 Q001400 0 072 R001400 10 072 S001400 1 072 T001400 0 072 U001400 0 072 V001400 0 072 W001400 58 072 X001400 201 072 Y001400 201 072 Z001400 506 072AA001400 3610 072BB001400 0 072CC011400 0 072CC021400 6074 072DD011400 702 072DD021400 0 072EE001400 1121 073 A011400 0.0570 073 A021400 0.0000 073 B001400 0.0910 073 C001400 0.0000 PAGE 50 074 A001400 0 074 B001400 9 074 C001400 0 074 D001400 0 074 E001400 0 074 F001400 0 074 G001400 0 074 H001400 0 074 I001400 84079 074 J001400 0 074 K001400 36 074 L001400 0 074 M001400 0 074 N001400 84124 074 O001400 0 074 P001400 34 074 Q001400 0 074 R011400 0 074 R021400 0 074 R031400 0 074 R041400 18 074 S001400 0 074 T001400 84072 074 U011400 13833 074 U021400 0 074 V011400 6.08 074 V021400 0.00 074 W001400 0.0000 074 X001400 15 074 Y001400 0 075 A001400 0 075 B001400 76298 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 91687 028 A021500 0 028 A031500 0 028 A041500 29639 028 B011500 194638 028 B021500 0 028 B031500 0 028 B041500 64198 028 C011500 357188 028 C021500 0 028 C031500 0 PAGE 51 028 C041500 349264 028 D011500 151099 028 D021500 0 028 D031500 0 028 D041500 42991 028 E011500 82562 028 E021500 25939 028 E031500 0 028 E041500 23393 028 F011500 472463 028 F021500 0 028 F031500 0 028 F041500 454765 028 G011500 1349637 028 G021500 25939 028 G031500 0 028 G041500 964250 028 H001500 0 037 001500 Y 038 001500 632 039 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 PAGE 52 048 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 0.000 049 001500 N 050 001500 N 051 001500 N 052 001500 N 053 A001500 Y 053 B001500 Y 053 C001500 N 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 PAGE 53 068 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 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 Y 070 P011500 Y 070 P021500 N 070 Q011500 N 070 Q021500 N 070 R011500 N 070 R021500 N 071 A001500 2771029 071 B001500 2256035 071 C001500 6688486 071 D001500 34 072 A001500 6 072 B001500 2081 072 C001500 130631 072 D001500 0 072 E001500 0 072 F001500 27938 072 G001500 0 072 H001500 0 072 I001500 34 PAGE 54 072 J001500 5328 072 K001500 0 072 L001500 0 072 M001500 51 072 N001500 19 072 O001500 0 072 P001500 0 072 Q001500 0 072 R001500 81 072 S001500 114 072 T001500 0 072 U001500 0 072 V001500 0 072 W001500 4207 072 X001500 37772 072 Y001500 240 072 Z001500 95180 072AA001500 462848 072BB001500 0 072CC011500 0 072CC021500 994047 072DD011500 17112 072DD021500 16672 072EE001500 475 073 A011500 0.0000 073 A021500 0.0000 073 B001500 0.0000 073 C001500 0.0000 074 A001500 977 074 B001500 0 074 C001500 180563 074 D001500 51534 074 E001500 988296 074 F001500 5738473 074 G001500 0 074 H001500 0 074 I001500 108435 074 J001500 41439 074 K001500 40 074 L001500 31532 074 M001500 20865 074 N001500 7162154 074 O001500 21048 074 P001500 5393 074 Q001500 0 074 R011500 0 074 R021500 0 074 R031500 0 074 R041500 53729 074 S001500 0 074 T001500 7081984 PAGE 55 074 U011500 228673 074 U021500 251268 074 V011500 0.00 074 V021500 0.00 074 W001500 0.0000 074 X001500 622 074 Y001500 1182 075 A001500 0 075 B001500 6902615 076 001500 0.00 015 A001601 INVESTORS BANK & TRUST COMPANY 015 B001601 C 015 C011601 BOSTON 015 C021601 MA 015 C031601 02116 015 E011601 X 024 001600 N 028 A011600 13040 028 A021600 0 028 A031600 0 028 A041600 0 028 B011600 12713 028 B021600 0 028 B031600 0 028 B041600 1540 028 C011600 2606 028 C021600 0 028 C031600 0 028 C041600 25 028 D011600 9593 028 D021600 0 028 D031600 0 028 D041600 0 028 E011600 2691 028 E021600 9960 028 E031600 0 028 E041600 0 028 F011600 1635 028 F021600 0 028 F031600 0 028 F041600 1 028 G011600 42278 028 G021600 9960 028 G031600 0 028 G041600 1566 028 H001600 0 037 001600 N 038 001600 0 039 001600 N 040 001600 Y 041 001600 N PAGE 56 042 A001600 0 042 B001600 0 042 C001600 0 042 D001600 0 042 E001600 0 042 F001600 0 042 G001600 0 042 H001600 0 043 001600 0 044 001600 0 045 001600 Y 046 001600 N 047 001600 Y 048 001600 0.250 048 A011600 0 048 A021600 0.000 048 B011600 0 048 B021600 0.000 048 C011600 0 048 C021600 0.000 048 D011600 0 048 D021600 0.000 048 E011600 0 048 E021600 0.000 048 F011600 0 048 F021600 0.000 048 G011600 0 048 G021600 0.000 048 H011600 0 048 H021600 0.000 048 I011600 0 048 I021600 0.000 048 J011600 0 048 J021600 0.000 048 K011600 0 048 K021600 0.000 049 001600 N 050 001600 N 051 001600 N 052 001600 N 053 A001600 Y 053 B001600 Y 053 C001600 N 055 A001600 N 055 B001600 N 056 001600 Y 057 001600 N 058 A001600 N 059 001600 Y 060 A001600 N 060 B001600 N PAGE 57 061 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 0.1 062 L001600 0.0 062 M001600 1.7 062 N001600 0.0 062 O001600 0.0 062 P001600 0.3 062 Q001600 5.4 062 R001600 92.8 063 A001600 0 063 B001600 2.4 064 A001600 Y 064 B001600 N 066 A001600 N 067 001600 N 068 A001600 N 068 B001600 N 069 001600 N 070 A011600 Y 070 A021600 N 070 B011600 Y 070 B021600 N 070 C011600 Y 070 C021600 N 070 D011600 Y 070 D021600 N 070 E011600 Y 070 E021600 Y 070 F011600 Y 070 F021600 N 070 G011600 Y 070 G021600 Y 070 H011600 Y 070 H021600 N 070 I011600 Y 070 I021600 N 070 J011600 Y 070 J021600 N 070 K011600 Y 070 K021600 Y 070 L011600 Y PAGE 58 070 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 86493 071 B001600 40365 071 C001600 284224 071 D001600 14 072 A001600 6 072 B001600 741 072 C001600 732 072 D001600 0 072 E001600 0 072 F001600 368 072 G001600 0 072 H001600 0 072 I001600 0 072 J001600 57 072 K001600 0 072 L001600 0 072 M001600 2 072 N001600 6 072 O001600 0 072 P001600 0 072 Q001600 0 072 R001600 25 072 S001600 5 072 T001600 0 072 U001600 0 072 V001600 0 072 W001600 221 072 X001600 684 072 Y001600 117 072 Z001600 906 072AA001600 1875 072BB001600 0 072CC011600 0 072CC021600 4175 072DD011600 10726 072DD021600 0 072EE001600 0 073 A011600 0.3620 PAGE 59 073 A021600 0.0000 073 B001600 0.0000 073 C001600 0.0000 074 A001600 0 074 B001600 0 074 C001600 0 074 D001600 22084 074 E001600 0 074 F001600 0 074 G001600 0 074 H001600 0 074 I001600 284806 074 J001600 0 074 K001600 22 074 L001600 3657 074 M001600 526 074 N001600 311095 074 O001600 0 074 P001600 105 074 Q001600 0 074 R011600 0 074 R021600 0 074 R031600 0 074 R041600 1424 074 S001600 0 074 T001600 309566 074 U011600 31104 074 U021600 0 074 V011600 9.95 074 V021600 0.00 074 W001600 0.0000 074 X001600 70 074 Y001600 3172 075 A001600 0 075 B001600 291865 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 37517 028 A021700 0 028 A031700 0 028 A041700 12322 028 B011700 110472 028 B021700 0 028 B031700 0 028 B041700 2865 PAGE 60 028 C011700 36868 028 C021700 0 028 C031700 0 028 C041700 40827 028 D011700 10354 028 D021700 0 028 D031700 0 028 D041700 10210 028 E011700 80179 028 E021700 68047 028 E031700 0 028 E041700 17588 028 F011700 28717 028 F021700 0 028 F031700 0 028 F041700 2849 028 G011700 304107 028 G021700 68047 028 G031700 0 028 G041700 86661 028 H001700 0 037 001700 Y 038 001700 135 039 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 PAGE 61 048 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 0.000 049 001700 N 050 001700 N 051 001700 N 052 001700 N 053 A001700 N 055 A001700 Y 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 0.0 062 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 6.9 062 J001700 0.0 062 K001700 0.5 062 L001700 0.0 062 M001700 4.1 062 N001700 0.0 062 O001700 0.0 062 P001700 1.3 062 Q001700 84.5 062 R001700 8.9 063 A001700 0 063 B001700 16.0 064 A001700 Y 064 B001700 Y 065 001700 N 066 A001700 N 067 001700 N 068 A001700 N PAGE 62 068 B001700 Y 069 001700 N 070 A011700 Y 070 A021700 Y 070 B011700 Y 070 B021700 N 070 C011700 Y 070 C021700 Y 070 D011700 Y 070 D021700 N 070 E011700 Y 070 E021700 Y 070 F011700 Y 070 F021700 N 070 G011700 Y 070 G021700 N 070 H011700 Y 070 H021700 N 070 I011700 Y 070 I021700 N 070 J011700 Y 070 J021700 N 070 K011700 Y 070 K021700 Y 070 L011700 Y 070 L021700 Y 070 M011700 Y 070 M021700 Y 070 N011700 Y 070 N021700 Y 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 1168866 071 B001700 886565 071 C001700 2183807 071 D001700 40 072 A001700 6 072 B001700 104497 072 C001700 292 072 D001700 0 072 E001700 0 072 F001700 4047 072 G001700 0 072 H001700 0 072 I001700 0 PAGE 63 072 J001700 538 072 K001700 0 072 L001700 0 072 M001700 16 072 N001700 14 072 O001700 0 072 P001700 362 072 Q001700 0 072 R001700 54 072 S001700 45 072 T001700 0 072 U001700 0 072 V001700 0 072 W001700 1406 072 X001700 6482 072 Y001700 0 072 Z001700 98307 072AA001700 45364 072BB001700 0 072CC011700 13039 072CC021700 0 072DD011700 23648 072DD021700 35286 072EE001700 16738 073 A011700 0.2670 073 A021700 0.2680 073 B001700 0.0760 073 C001700 0.0000 074 A001700 0 074 B001700 0 074 C001700 174800 074 D001700 1883657 074 E001700 0 074 F001700 0 074 G001700 0 074 H001700 0 074 I001700 551532 074 J001700 28066 074 K001700 0 074 L001700 111176 074 M001700 7876 074 N001700 2757107 074 O001700 116891 074 P001700 989 074 Q001700 0 074 R011700 106858 074 R021700 0 074 R031700 0 074 R041700 1598 074 S001700 0 074 T001700 2530771 PAGE 64 074 U011700 92139 074 U021700 140997 074 V011700 10.85 074 V021700 10.86 074 W001700 0.0000 074 X001700 294 074 Y001700 116428 075 A001700 0 075 B001700 2295295 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 N 028 A011800 6736 028 A021800 0 028 A031800 0 028 A041800 162 028 B011800 4178 028 B021800 0 028 B031800 0 028 B041800 771 028 C011800 3002 028 C021800 0 028 C031800 0 028 C041800 1624 028 D011800 3142 028 D021800 0 028 D031800 0 028 D041800 0 028 E011800 688 028 E021800 0 028 E031800 0 028 E041800 0 028 F011800 492 028 F021800 0 028 F031800 0 028 F041800 2 028 G011800 18238 028 G021800 0 028 G031800 0 028 G041800 2559 028 H001800 0 037 001800 Y 038 001800 320 039 001800 N 040 001800 N 041 001800 N PAGE 65 042 A001800 0 042 B001800 0 042 C001800 0 042 D001800 0 042 E001800 0 042 F001800 0 042 G001800 0 042 H001800 0 043 001800 0 044 001800 0 045 001800 Y 046 001800 N 047 001800 Y 048 001800 0.500 048 A011800 0 048 A021800 0.000 048 B011800 0 048 B021800 0.000 048 C011800 0 048 C021800 0.000 048 D011800 0 048 D021800 0.000 048 E011800 0 048 E021800 0.000 048 F011800 0 048 F021800 0.000 048 G011800 0 048 G021800 0.000 048 H011800 0 048 H021800 0.000 048 I011800 0 048 I021800 0.000 048 J011800 0 048 J021800 0.000 048 K011800 0 048 K021800 0.000 049 001800 N 050 001800 N 051 001800 N 052 001800 N 053 A001800 Y 053 B001800 Y 053 C001800 N 055 A001800 N 055 B001800 N 056 001800 Y 057 001800 N 058 A001800 N 059 001800 Y 060 A001800 N 060 B001800 N PAGE 66 061 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 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 PAGE 67 070 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 29515 071 B001800 12656 071 C001800 75977 071 D001800 17 072 A001800 6 072 B001800 53 072 C001800 429 072 D001800 0 072 E001800 0 072 F001800 214 072 G001800 0 072 H001800 0 072 I001800 15 072 J001800 42 072 K001800 0 072 L001800 0 072 M001800 1 072 N001800 2 072 O001800 0 072 P001800 0 072 Q001800 0 072 R001800 16 072 S001800 1 072 T001800 0 072 U001800 0 072 V001800 0 072 W001800 64 072 X001800 355 072 Y001800 270 072 Z001800 397 072AA001800 0 072BB001800 2079 072CC011800 2019 072CC021800 0 072DD011800 0 072DD021800 0 PAGE 68 072EE001800 0 073 A011800 0.0000 073 A021800 0.0000 073 B001800 0.0000 073 C001800 0.0000 074 A001800 74 074 B001800 0 074 C001800 9097 074 D001800 0 074 E001800 0 074 F001800 0 074 G001800 0 074 H001800 0 074 I001800 81820 074 J001800 0 074 K001800 48 074 L001800 48 074 M001800 1 074 N001800 91088 074 O001800 0 074 P001800 50 074 Q001800 0 074 R011800 0 074 R021800 0 074 R031800 0 074 R041800 180 074 S001800 0 074 T001800 90858 074 U011800 9067 074 U021800 0 074 V011800 10.02 074 V021800 0.00 074 W001800 0.0000 074 X001800 27 074 Y001800 4497 075 A001800 0 075 B001800 84623 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 35197 028 A021900 0 028 A031900 0 028 A041900 200 028 B011900 45492 028 B021900 911 PAGE 69 028 B031900 0 028 B041900 1237 028 C011900 24818 028 C021900 0 028 C031900 0 028 C041900 2126 028 D011900 38236 028 D021900 0 028 D031900 0 028 D041900 223 028 E011900 26831 028 E021900 5277 028 E031900 0 028 E041900 1005 028 F011900 27560 028 F021900 0 028 F031900 0 028 F041900 1401 028 G011900 198134 028 G021900 6188 028 G031900 0 028 G041900 6192 028 H001900 0 037 001900 N 038 001900 0 039 001900 N 040 001900 Y 041 001900 N 042 A001900 0 042 B001900 0 042 C001900 0 042 D001900 0 042 E001900 0 042 F001900 0 042 G001900 0 042 H001900 0 043 001900 0 044 001900 0 045 001900 Y 046 001900 N 047 001900 Y 048 001900 0.100 048 A011900 0 048 A021900 0.000 048 B011900 0 048 B021900 0.000 048 C011900 0 048 C021900 0.000 048 D011900 0 048 D021900 0.000 048 E011900 0 PAGE 70 048 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 0.000 049 001900 N 050 001900 N 051 001900 N 052 001900 N 053 A001900 Y 053 B001900 Y 053 C001900 N 055 A001900 Y 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 0.0 062 I001900 0.0 062 J001900 0.0 062 K001900 0.0 062 L001900 0.0 062 M001900 1.8 062 N001900 5.4 062 O001900 0.0 062 P001900 0.5 062 Q001900 0.0 062 R001900 92.6 063 A001900 0 063 B001900 2.5 064 A001900 Y 064 B001900 N PAGE 71 066 A001900 N 067 001900 N 068 A001900 N 068 B001900 N 069 001900 N 070 A011900 Y 070 A021900 N 070 B011900 Y 070 B021900 N 070 C011900 Y 070 C021900 N 070 D011900 Y 070 D021900 N 070 E011900 Y 070 E021900 Y 070 F011900 Y 070 F021900 N 070 G011900 Y 070 G021900 Y 070 H011900 Y 070 H021900 N 070 I011900 Y 070 I021900 N 070 J011900 Y 070 J021900 N 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 070 Q011900 N 070 Q021900 N 070 R011900 N 070 R021900 N 071 A001900 219922 071 B001900 24643 071 C001900 468863 071 D001900 5 072 A001900 6 072 B001900 864 072 C001900 240 072 D001900 0 072 E001900 0 072 F001900 238 PAGE 72 072 G001900 0 072 H001900 0 072 I001900 0 072 J001900 28 072 K001900 0 072 L001900 0 072 M001900 3 072 N001900 5 072 O001900 0 072 P001900 0 072 Q001900 0 072 R001900 19 072 S001900 7 072 T001900 0 072 U001900 0 072 V001900 0 072 W001900 358 072 X001900 658 072 Y001900 59 072 Z001900 505 072AA001900 3857 072BB001900 0 072CC011900 4437 072CC021900 0 072DD011900 1275 072DD021900 0 072EE001900 4975 073 A011900 0.0290 073 A021900 0.0000 073 B001900 0.0950 073 C001900 0.0000 074 A001900 0 074 B001900 0 074 C001900 0 074 D001900 44396 074 E001900 4462 074 F001900 0 074 G001900 0 074 H001900 0 074 I001900 521008 074 J001900 0 074 K001900 11 074 L001900 5368 074 M001900 0 074 N001900 575245 074 O001900 800 074 P001900 119 074 Q001900 0 074 R011900 0 074 R021900 0 074 R031900 0 PAGE 73 074 R041900 370 074 S001900 0 074 T001900 573956 074 U011900 57035 074 U021900 0 074 V011900 10.06 074 V021900 0.00 074 W001900 0.0000 074 X001900 54 074 Y001900 3298 075 A001900 0 075 B001900 472128 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 44544 028 A022000 0 028 A032000 0 028 A042000 1667 028 B012000 135043 028 B022000 0 028 B032000 0 028 B042000 333 028 C012000 16956 028 C022000 0 028 C032000 0 028 C042000 12695 028 D012000 55239 028 D022000 0 028 D032000 0 028 D042000 20 028 E012000 145246 028 E022000 686 028 E032000 0 028 E042000 10688 028 F012000 54485 028 F022000 0 028 F032000 0 028 F042000 305 028 G012000 451513 028 G022000 686 028 G032000 0 028 G042000 25708 028 H002000 0 037 002000 N 038 002000 0 PAGE 74 039 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 0.000 048 K012000 0 048 K022000 0.000 049 002000 N 050 002000 N 051 002000 N 052 002000 N 053 A002000 Y 053 B002000 Y 053 C002000 N 055 A002000 N 055 B002000 N 056 002000 Y 057 002000 N 058 A002000 N PAGE 75 059 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 0.1 062 L002000 0.0 062 M002000 3.0 062 N002000 0.0 062 O002000 0.0 062 P002000 0.0 062 Q002000 0.0 062 R002000 98.6 063 A002000 0 063 B002000 1.8 064 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 N 070 B012000 Y 070 B022000 N 070 C012000 Y 070 C022000 N 070 D012000 Y 070 D022000 N 070 E012000 Y 070 E022000 Y 070 F012000 Y 070 F022000 N 070 G012000 Y 070 G022000 Y 070 H012000 Y 070 H022000 N 070 I012000 Y 070 I022000 N 070 J012000 Y 070 J022000 N PAGE 76 070 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 469691 071 B002000 36178 071 C002000 421993 071 D002000 9 072 A002000 6 072 B002000 428 072 C002000 421 072 D002000 0 072 E002000 0 072 F002000 545 072 G002000 0 072 H002000 0 072 I002000 0 072 J002000 49 072 K002000 0 072 L002000 0 072 M002000 3 072 N002000 10 072 O002000 0 072 P002000 0 072 Q002000 0 072 R002000 30 072 S002000 5 072 T002000 0 072 U002000 0 072 V002000 0 072 W002000 327 072 X002000 969 072 Y002000 128 072 Z002000 8 072AA002000 369 072BB002000 0 072CC012000 9008 072CC022000 0 072DD012000 1000 PAGE 77 072DD022000 0 072EE002000 0 073 A012000 0.0170 073 A022000 0.0000 073 B002000 0.0000 073 C002000 0.0000 074 A002000 8 074 B002000 0 074 C002000 0 074 D002000 19536 074 E002000 0 074 F002000 0 074 G002000 0 074 H002000 0 074 I002000 637313 074 J002000 0 074 K002000 32 074 L002000 10977 074 M002000 0 074 N002000 667866 074 O002000 8500 074 P002000 218 074 Q002000 0 074 R012000 0 074 R022000 0 074 R032000 0 074 R042000 1399 074 S002000 0 074 T002000 657749 074 U012000 71212 074 U022000 0 074 V012000 9.24 074 V022000 0.00 074 W002000 0.0000 074 X002000 50 074 Y002000 12612 075 A002000 0 075 B002000 426625 076 002000 0.00 015 A002101 BROWN BROTHERS HARRIMAN & CO. 015 B002101 C 015 C012101 BOSTON 015 C022101 MA 015 C032101 02109 015 E012101 X 024 002100 N 028 A012100 14044 028 A022100 0 028 A032100 0 028 A042100 8786 028 B012100 7668 PAGE 78 028 B022100 0 028 B032100 0 028 B042100 5 028 C012100 9977 028 C022100 0 028 C032100 0 028 C042100 0 028 D012100 12638 028 D022100 0 028 D032100 0 028 D042100 0 028 E012100 6376 028 E022100 0 028 E032100 0 028 E042100 0 028 F012100 5862 028 F022100 0 028 F032100 0 028 F042100 3 028 G012100 56565 028 G022100 0 028 G032100 0 028 G042100 8794 028 H002100 0 037 002100 N 038 002100 0 039 002100 N 040 002100 Y 041 002100 N 042 A002100 0 042 B002100 0 042 C002100 0 042 D002100 0 042 E002100 0 042 F002100 0 042 G002100 0 042 H002100 0 043 002100 0 044 002100 0 045 002100 Y 046 002100 N 047 002100 Y 048 002100 0.540 048 A012100 0 048 A022100 0.000 048 B012100 0 048 B022100 0.000 048 C012100 0 048 C022100 0.000 048 D012100 0 048 D022100 0.000 PAGE 79 048 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 0.000 049 002100 N 050 002100 N 051 002100 N 052 002100 N 053 A002100 Y 053 B002100 Y 053 C002100 N 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 80 066 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 59626 071 B002100 10050 071 C002100 181603 071 D002100 6 072 A002100 6 072 B002100 30 072 C002100 889 PAGE 81 072 D002100 0 072 E002100 0 072 F002100 505 072 G002100 0 072 H002100 0 072 I002100 15 072 J002100 36 072 K002100 0 072 L002100 0 072 M002100 1 072 N002100 3 072 O002100 0 072 P002100 0 072 Q002100 0 072 R002100 22 072 S002100 2 072 T002100 0 072 U002100 0 072 V002100 0 072 W002100 142 072 X002100 726 072 Y002100 682 072 Z002100 875 072AA002100 0 072BB002100 344 072CC012100 1841 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 22 074 B002100 0 074 C002100 2900 074 D002100 0 074 E002100 0 074 F002100 0 074 G002100 0 074 H002100 0 074 I002100 208230 074 J002100 0 074 K002100 126 074 L002100 82 074 M002100 44 074 N002100 211404 074 O002100 0 074 P002100 120 074 Q002100 0 PAGE 82 074 R012100 0 074 R022100 0 074 R032100 0 074 R042100 555 074 S002100 0 074 T002100 210729 074 U012100 28379 074 U022100 0 074 V012100 7.43 074 V022100 0.00 074 W002100 0.0000 074 X002100 20 074 Y002100 0 075 A002100 0 075 B002100 185396 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 300 028 A022200 0 028 A032200 0 028 A042200 0 028 B012200 700 028 B022200 0 028 B032200 0 028 B042200 0 028 C012200 0 028 C022200 0 028 C032200 0 028 C042200 0 028 D012200 1816 028 D022200 0 028 D032200 0 028 D042200 0 028 E012200 0 028 E022200 0 028 E032200 0 028 E042200 1167 028 F012200 400 028 F022200 0 028 F032200 0 028 F042200 500 028 G012200 3216 028 G022200 0 028 G032200 0 028 G042200 1667 PAGE 83 028 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 0.000 049 002200 N 050 002200 N 051 002200 N 052 002200 N 053 A002200 Y 053 B002200 Y 053 C002200 N 055 A002200 N 055 B002200 N PAGE 84 056 002200 Y 057 002200 N 058 A002200 N 059 002200 Y 060 A002200 N 060 B002200 N 061 002200 5000000 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 0.1 062 L002200 0.0 062 M002200 3.7 062 N002200 0.0 062 O002200 0.0 062 P002200 2.2 062 Q002200 13.6 062 R002200 80.9 063 A002200 0 063 B002200 2.6 064 A002200 Y 064 B002200 N 066 A002200 N 067 002200 N 068 A002200 N 068 B002200 N 069 002200 N 070 A012200 Y 070 A022200 N 070 B012200 Y 070 B022200 N 070 C012200 Y 070 C022200 N 070 D012200 Y 070 D022200 N 070 E012200 Y 070 E022200 Y 070 F012200 Y 070 F022200 N 070 G012200 Y 070 G022200 Y 070 H012200 Y 070 H022200 N 070 I012200 Y PAGE 85 070 I022200 N 070 J012200 Y 070 J022200 N 070 K012200 Y 070 K022200 Y 070 L012200 Y 070 L022200 Y 070 M012200 Y 070 M022200 Y 070 N012200 Y 070 N022200 N 070 O012200 Y 070 O022200 N 070 P012200 Y 070 P022200 N 070 Q012200 N 070 Q022200 N 070 R012200 N 070 R022200 N 071 A002200 34140 071 B002200 29108 071 C002200 132963 071 D002200 22 072 A002200 6 072 B002200 877 072 C002200 724 072 D002200 0 072 E002200 0 072 F002200 132 072 G002200 0 072 H002200 0 072 I002200 0 072 J002200 38 072 K002200 0 072 L002200 0 072 M002200 1 072 N002200 3 072 O002200 0 072 P002200 0 072 Q002200 0 072 R002200 24 072 S002200 3 072 T002200 0 072 U002200 0 072 V002200 0 072 W002200 104 072 X002200 305 072 Y002200 79 072 Z002200 1375 072AA002200 0 072BB002200 902 PAGE 86 072CC012200 0 072CC022200 845 072DD012200 0 072DD022200 0 072EE002200 0 073 A012200 0.0000 073 A022200 0.0000 073 B002200 0.0000 073 C002200 0.0000 074 A002200 0 074 B002200 0 074 C002200 0 074 D002200 27252 074 E002200 0 074 F002200 0 074 G002200 0 074 H002200 0 074 I002200 111299 074 J002200 0 074 K002200 14 074 L002200 2007 074 M002200 273 074 N002200 140845 074 O002200 0 074 P002200 41 074 Q002200 0 074 R012200 0 074 R022200 0 074 R032200 0 074 R042200 943 074 S002200 0 074 T002200 139861 074 U012200 16080 074 U022200 0 074 V012200 8.70 074 V022200 0.00 074 W002200 0.0000 074 X002200 18 074 Y002200 2049 075 A002200 0 075 B002200 137986 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 52-1568099 PAGE 87 025 C002301 D 025 D002301 7630 025 D002302 0 025 D002303 0 025 D002304 0 025 D002305 0 025 D002306 0 025 D002307 0 025 D002308 0 028 A012300 9484 028 A022300 0 028 A032300 0 028 A042300 3355 028 B012300 40986 028 B022300 0 028 B032300 0 028 B042300 3995 028 C012300 136297 028 C022300 0 028 C032300 0 028 C042300 386 028 D012300 27024 028 D022300 0 028 D032300 0 028 D042300 838 028 E012300 21692 028 E022300 3761 028 E032300 0 028 E042300 126882 028 F012300 4075 028 F022300 0 028 F032300 0 028 F042300 0 028 G012300 239558 028 G022300 3761 028 G032300 0 028 G042300 135456 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 PAGE 88 043 002300 0 044 002300 0 045 002300 Y 046 002300 N 047 002300 Y 048 002300 0.540 048 A012300 0 048 A022300 0.000 048 B012300 0 048 B022300 0.000 048 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 0.000 049 002300 N 050 002300 N 051 002300 N 052 002300 N 053 A002300 Y 053 B002300 Y 053 C002300 N 055 A002300 Y 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 PAGE 89 062 H002300 0.0 062 I002300 0.0 062 J002300 0.0 062 K002300 0.0 062 L002300 0.0 062 M002300 0.0 062 N002300 0.0 062 O002300 0.0 062 P002300 0.0 062 Q002300 0.0 062 R002300 0.0 066 A002300 Y 066 B002300 N 066 C002300 N 066 D002300 Y 066 E002300 N 066 F002300 N 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 Y 070 L012300 Y 070 L022300 N 070 M012300 N 070 M022300 N 070 N012300 Y 070 N022300 Y 070 O012300 Y PAGE 90 070 O022300 N 070 P012300 Y 070 P022300 N 070 Q012300 N 070 Q022300 N 070 R012300 N 070 R022300 N 071 A002300 304815 071 B002300 195904 071 C002300 284382 071 D002300 69 072 A002300 6 072 B002300 28 072 C002300 7905 072 D002300 0 072 E002300 0 072 F002300 812 072 G002300 0 072 H002300 0 072 I002300 0 072 J002300 20 072 K002300 0 072 L002300 0 072 M002300 2 072 N002300 1 072 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 226 072 X002300 1085 072 Y002300 362 072 Z002300 7210 072AA002300 29501 072BB002300 0 072CC012300 3674 072CC022300 0 072DD012300 4814 072DD022300 0 072EE002300 0 073 A012300 0.1810 073 A022300 0.0000 073 B002300 0.0000 073 C002300 0.0000 074 A002300 0 074 B002300 7630 074 C002300 2383 PAGE 91 074 D002300 0 074 E002300 0 074 F002300 4040 074 G002300 0 074 H002300 0 074 I002300 325611 074 J002300 10861 074 K002300 64 074 L002300 247 074 M002300 0 074 N002300 350836 074 O002300 11323 074 P002300 188 074 Q002300 0 074 R012300 0 074 R022300 0 074 R032300 0 074 R042300 4432 074 S002300 0 074 T002300 334893 074 U012300 21642 074 U022300 0 074 V012300 15.47 074 V022300 0.00 074 W002300 0.0000 074 X002300 142 074 Y002300 0 075 A002300 0 075 B002300 291656 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 ABN AMRO 025 B002401 36-3558925 025 C002401 E 025 D002401 4371 025 A002402 UBS WARBURG 025 B002402 13-3873456 025 C002402 E 025 D002402 11757 025 A002403 DEUTSCHE BANK SECURITIES, INC. 025 B002403 13-2730828 025 C002403 E 025 D002403 7708 025 A002404 HSBC JAMES CAPEL 025 C002404 E PAGE 92 025 D002404 40332 025 D002405 0 025 D002406 0 025 D002407 0 025 D002408 0 028 A012400 299001 028 A022400 0 028 A032400 0 028 A042400 21981 028 B012400 50938 028 B022400 0 028 B032400 0 028 B042400 11332 028 C012400 119127 028 C022400 0 028 C032400 0 028 C042400 41752 028 D012400 245292 028 D022400 0 028 D032400 0 028 D042400 34702 028 E012400 12456 028 E022400 23221 028 E032400 0 028 E042400 6347 028 F012400 39880 028 F022400 0 028 F032400 0 028 F042400 17628 028 G012400 766694 028 G022400 23221 028 G032400 0 028 G042400 133742 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 14 044 002400 0 045 002400 Y 046 002400 N PAGE 93 047 002400 Y 048 002400 0.600 048 A012400 0 048 A022400 0.000 048 B012400 0 048 B022400 0.000 048 C012400 0 048 C022400 0.000 048 D012400 0 048 D022400 0.000 048 E012400 0 048 E022400 0.000 048 F012400 0 048 F022400 0.000 048 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 0.000 049 002400 N 050 002400 N 051 002400 N 052 002400 N 053 A002400 Y 053 B002400 Y 053 C002400 N 055 A002400 N 055 B002400 N 056 002400 Y 057 002400 N 058 A002400 N 059 002400 Y 060 A002400 N 060 B002400 N 061 002400 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 PAGE 94 062 L002400 0.0 062 M002400 0.0 062 N002400 0.0 062 O002400 0.0 062 P002400 0.0 062 Q002400 0.0 062 R002400 0.0 066 A002400 Y 066 B002400 N 066 C002400 N 066 D002400 Y 066 E002400 N 066 F002400 N 066 G002400 N 067 002400 N 068 A002400 N 068 B002400 Y 069 002400 N 070 A012400 Y 070 A022400 N 070 B012400 Y 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 N 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 PAGE 95 070 Q022400 N 070 R012400 N 070 R022400 N 071 A002400 1151881 071 B002400 517565 071 C002400 4134461 071 D002400 13 072 A002400 6 072 B002400 3933 072 C002400 79747 072 D002400 0 072 E002400 0 072 F002400 13175 072 G002400 0 072 H002400 0 072 I002400 40 072 J002400 1107 072 K002400 0 072 L002400 0 072 M002400 29 072 N002400 24 072 O002400 0 072 P002400 0 072 Q002400 0 072 R002400 37 072 S002400 57 072 T002400 13 072 U002400 0 072 V002400 0 072 W002400 3310 072 X002400 17792 072 Y002400 1281 072 Z002400 67169 072AA002400 129495 072BB002400 0 072CC012400 0 072CC022400 215538 072DD012400 18816 072DD022400 12151 072EE002400 0 073 A012400 0.0000 073 A022400 0.0000 073 B002400 0.0000 073 C002400 0.0000 074 A002400 749 074 B002400 0 074 C002400 230056 074 D002400 629 074 E002400 75582 074 F002400 4273632 074 G002400 0 PAGE 96 074 H002400 0 074 I002400 0 074 J002400 11856 074 K002400 215 074 L002400 40100 074 M002400 126437 074 N002400 4759256 074 O002400 18270 074 P002400 2875 074 Q002400 0 074 R012400 0 074 R022400 0 074 R032400 0 074 R042400 154185 074 S002400 0 074 T002400 4583926 074 U012400 211692 074 U022400 135901 074 V012400 0.00 074 V022400 0.00 074 W002400 0.0000 074 X002400 265 074 Y002400 0 075 A002400 0 075 B002400 4346827 076 002400 0.00 015 A002501 INVESTORS BANK & TRUST COMPANY 015 B002501 C 015 C012501 BOSTON 015 C022501 MA 015 C032501 02116 015 E012501 X 024 002500 N 025 D002501 0 025 D002502 0 025 D002503 0 025 D002504 0 025 D002505 0 025 D002506 0 025 D002507 0 025 D002508 0 028 A012500 16553 028 A022500 0 028 A032500 0 028 A042500 2151 028 B012500 823 028 B022500 0 028 B032500 0 028 B042500 5650 028 C012500 0 028 C022500 0 PAGE 97 028 C032500 0 028 C042500 1087 028 D012500 20556 028 D022500 0 028 D032500 0 028 D042500 2334 028 E012500 67591 028 E022500 6126 028 E032500 0 028 E042500 4334 028 F012500 57075 028 F022500 0 028 F032500 0 028 F042500 0 028 G012500 162598 028 G022500 6126 028 G032500 0 028 G042500 15556 028 H002500 0 037 002500 Y 038 002500 1 039 002500 N 040 002500 N 041 002500 N 042 A002500 0 042 B002500 0 042 C002500 0 042 D002500 0 042 E002500 0 042 F002500 0 042 G002500 0 042 H002500 0 043 002500 0 044 002500 0 045 002500 Y 046 002500 N 048 002500 0.000 048 A012500 0 048 A022500 0.000 048 B012500 0 048 B022500 0.000 048 C012500 0 048 C022500 0.000 048 D012500 0 048 D022500 0.000 048 E012500 0 048 E022500 0.000 048 F012500 0 048 F022500 0.000 048 G012500 0 048 G022500 0.000 PAGE 98 048 H012500 0 048 H022500 0.000 048 I012500 0 048 I022500 0.000 048 J012500 0 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070 K012500 Y 070 K022500 Y 070 L012500 Y 070 L022500 Y 070 M012500 N 070 M022500 N 070 N012500 Y 070 N022500 N 070 O012500 Y 070 O022500 N 070 P012500 N 070 P022500 N 070 Q012500 N 070 Q022500 N 070 R012500 N 070 R022500 N 071 A002500 187276 071 B002500 33290 071 C002500 490606 071 D002500 7 072 A002500 6 072 B002500 3 072 C002500 2485 072 D002500 0 072 E002500 0 072 F002500 0 072 G002500 0 072 H002500 0 072 I002500 0 PAGE 100 072 J002500 27 072 K002500 0 072 L002500 0 072 M002500 3 072 N002500 3 072 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 3 072 X002500 52 072 Y002500 48 072 Z002500 2484 072AA002500 12131 072BB002500 0 072CC012500 0 072CC022500 14769 072DD012500 2397 072DD022500 0 072EE002500 3944 073 A012500 0.0480 073 A022500 0.0000 073 B002500 0.0790 073 C002500 0.0000 074 A002500 0 074 B002500 10 074 C002500 0 074 D002500 0 074 E002500 0 074 F002500 0 074 G002500 0 074 H002500 0 074 I002500 600506 074 J002500 0 074 K002500 8 074 L002500 0 074 M002500 0 074 N002500 600524 074 O002500 0 074 P002500 1 074 Q002500 0 074 R012500 0 074 R022500 0 074 R032500 0 074 R042500 42 074 S002500 0 074 T002500 600481 PAGE 101 074 U012500 56809 074 U022500 0 074 V012500 10.57 074 V022500 0.00 074 W002500 0.0000 074 X002500 144 074 Y002500 0 075 A002500 0 075 B002500 491167 076 002500 0.00 061 002600 0 015 A002701 INVESTORS BANK & TRUST COMPANY 015 B002701 C 015 C012701 BOSTON 015 C022701 MA 015 C032701 02116 015 E012701 X 024 002700 N 025 D002701 0 025 D002702 0 025 D002703 0 025 D002704 0 025 D002705 0 025 D002706 0 025 D002707 0 025 D002708 0 028 A012700 1184 028 A022700 0 028 A032700 0 028 A042700 2 028 B012700 2467 028 B022700 0 028 B032700 0 028 B042700 739 028 C012700 400 028 C022700 0 028 C032700 0 028 C042700 448 028 D012700 1050 028 D022700 0 028 D032700 0 028 D042700 342 028 E012700 0 028 E022700 3752 028 E032700 0 028 E042700 500 028 F012700 0 028 F022700 0 028 F032700 0 028 F042700 263 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E002700 0.0 062 F002700 0.0 062 G002700 0.0 062 H002700 0.0 062 I002700 0.0 062 J002700 0.0 062 K002700 0.0 062 L002700 0.0 062 M002700 0.0 062 N002700 0.0 062 O002700 0.0 062 P002700 0.0 062 Q002700 0.0 062 R002700 0.0 066 A002700 Y 066 B002700 N 066 C002700 N 066 D002700 Y 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 PAGE 104 070 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 26888 071 B002700 24201 071 C002700 41117 071 D002700 59 072 A002700 6 072 B002700 8 072 C002700 97 072 D002700 0 072 E002700 0 072 F002700 71 072 G002700 0 072 H002700 0 072 I002700 0 072 J002700 26 072 K002700 0 072 L002700 0 072 M002700 0 072 N002700 0 072 O002700 0 072 P002700 0 072 Q002700 0 072 R002700 18 072 S002700 1 072 T002700 0 072 U002700 0 072 V002700 0 072 W002700 32 PAGE 105 072 X002700 148 072 Y002700 45 072 Z002700 2 072AA002700 1237 072BB002700 0 072CC012700 0 072CC022700 5620 072DD012700 19 072DD022700 0 072EE002700 3739 073 A012700 0.0090 073 A022700 0.0000 073 B002700 1.8010 073 C002700 0.0000 074 A002700 0 074 B002700 810 074 C002700 1508 074 D002700 0 074 E002700 0 074 F002700 39138 074 G002700 0 074 H002700 0 074 I002700 1172 074 J002700 1067 074 K002700 9 074 L002700 26 074 M002700 0 074 N002700 43730 074 O002700 1055 074 P002700 16 074 Q002700 0 074 R012700 0 074 R022700 0 074 R032700 0 074 R042700 2578 074 S002700 0 074 T002700 40081 074 U012700 2233 074 U022700 0 074 V012700 17.95 074 V022700 0.00 074 W002700 0.0000 074 X002700 46 074 Y002700 125 075 A002700 0 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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 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 PAGE 109 070 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 180606 071 B002800 16881 071 C002800 351057 071 D002800 5 072 A002800 6 072 B002800 8 072 C002800 1823 072 D002800 0 072 E002800 0 072 F002800 0 072 G002800 0 072 H002800 0 072 I002800 0 072 J002800 16 072 K002800 0 072 L002800 0 072 M002800 2 072 N002800 5 072 O002800 0 072 P002800 0 072 Q002800 0 072 R002800 9 072 S002800 4 072 T002800 0 072 U002800 0 072 V002800 0 072 W002800 2 072 X002800 38 072 Y002800 36 072 Z002800 1829 072AA002800 7745 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002900 N 051 002900 N 052 002900 N 053 A002900 Y 053 B002900 Y 053 C002900 N 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 0.0 062 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 PAGE 113 066 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 070 P012900 N 070 P022900 N 070 Q012900 N 070 Q022900 N 070 R012900 N 070 R022900 N 071 A002900 37100 071 B002900 22507 071 C002900 226245 071 D002900 10 072 A002900 6 072 B002900 1 072 C002900 1421 072 D002900 0 PAGE 114 072 E002900 0 072 F002900 0 072 G002900 0 072 H002900 0 072 I002900 0 072 J002900 14 072 K002900 0 072 L002900 0 072 M002900 4 072 N002900 1 072 O002900 0 072 P002900 0 072 Q002900 0 072 R002900 9 072 S002900 3 072 T002900 0 072 U002900 0 072 V002900 0 072 W002900 1 072 X002900 32 072 Y002900 30 072 Z002900 1420 072AA002900 5735 072BB002900 0 072CC012900 0 072CC022900 10995 072DD012900 0 072DD022900 0 072EE002900 2483 073 A012900 0.0000 073 A022900 0.0000 073 B002900 0.1190 073 C002900 0.0000 074 A002900 0 074 B002900 13 074 C002900 0 074 D002900 0 074 E002900 0 074 F002900 0 074 G002900 0 074 H002900 0 074 I002900 229426 074 J002900 0 074 K002900 5 074 L002900 0 074 M002900 0 074 N002900 229444 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MORGAN CHASE & CO. 025 B003101 13-3224016 025 C003101 D 025 D003101 15038 025 D003102 0 025 D003103 0 025 D003104 0 025 D003105 0 025 D003106 0 025 D003107 0 025 D003108 0 028 A013100 7584 028 A023100 0 028 A033100 0 028 A043100 31638 028 B013100 65818 028 B023100 0 028 B033100 0 028 B043100 180 028 C013100 16117 028 C023100 0 028 C033100 0 028 C043100 19729 028 D013100 70188 028 D023100 0 028 D033100 0 028 D043100 543 028 E013100 130441 028 E023100 12412 PAGE 116 028 E033100 0 028 E043100 548 028 F013100 42560 028 F023100 0 028 F033100 0 028 F043100 0 028 G013100 332708 028 G023100 12412 028 G033100 0 028 G043100 52638 028 H003100 0 037 003100 N 038 003100 0 039 003100 N 040 003100 Y 041 003100 N 042 A003100 0 042 B003100 0 042 C003100 0 042 D003100 0 042 E003100 0 042 F003100 0 042 G003100 0 042 H003100 0 043 003100 0 044 003100 0 045 003100 Y 046 003100 N 047 003100 Y 048 003100 0.100 048 A013100 0 048 A023100 0.000 048 B013100 0 048 B023100 0.000 048 C013100 0 048 C023100 0.000 048 D013100 0 048 D023100 0.000 048 E013100 0 048 E023100 0.000 048 F013100 0 048 F023100 0.000 048 G013100 0 048 G023100 0.000 048 H013100 0 048 H023100 0.000 048 I013100 0 048 I023100 0.000 048 J013100 0 048 J023100 0.000 048 K013100 0 PAGE 117 048 K023100 0.000 049 003100 N 050 003100 N 051 003100 N 052 003100 N 053 A003100 Y 053 B003100 Y 053 C003100 N 055 A003100 N 055 B003100 N 056 003100 Y 057 003100 N 058 A003100 N 059 003100 Y 060 A003100 N 060 B003100 N 061 003100 5000000 062 A003100 Y 062 B003100 0.0 062 C003100 0.0 062 D003100 0.0 062 E003100 0.0 062 F003100 0.0 062 G003100 0.0 062 H003100 0.0 062 I003100 0.0 062 J003100 0.0 062 K003100 0.0 062 L003100 0.0 062 M003100 106.3 062 N003100 0.0 062 O003100 0.0 062 P003100 2.1 062 Q003100 0.0 062 R003100 17.2 063 A003100 0 063 B003100 11.0 064 A003100 N 064 B003100 N 066 A003100 N 067 003100 N 068 A003100 N 068 B003100 N 069 003100 N 070 A013100 Y 070 A023100 Y 070 B013100 Y 070 B023100 N 070 C013100 Y 070 C023100 N 070 D013100 Y PAGE 118 070 D023100 N 070 E013100 Y 070 E023100 Y 070 F013100 Y 070 F023100 N 070 G013100 Y 070 G023100 N 070 H013100 Y 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 707062 071 B003100 252835 071 C003100 555557 071 D003100 46 072 A003100 6 072 B003100 17195 072 C003100 391 072 D003100 0 072 E003100 0 072 F003100 263 072 G003100 0 072 H003100 0 072 I003100 0 072 J003100 70 072 K003100 0 072 L003100 0 072 M003100 3 072 N003100 1 072 O003100 0 072 P003100 270 072 Q003100 0 072 R003100 16 PAGE 119 072 S003100 8 072 T003100 0 072 U003100 0 072 V003100 0 072 W003100 397 072 X003100 1028 072 Y003100 96 072 Z003100 16654 072AA003100 11819 072BB003100 0 072CC013100 0 072CC023100 12680 072DD013100 53 072DD023100 0 072EE003100 12746 073 A013100 0.0010 073 A023100 0.0000 073 B003100 0.2420 073 C003100 0.0000 074 A003100 0 074 B003100 0 074 C003100 0 074 D003100 771007 074 E003100 0 074 F003100 0 074 G003100 0 074 H003100 0 074 I003100 121944 074 J003100 0 074 K003100 14 074 L003100 6281 074 M003100 0 074 N003100 899246 074 O003100 0 074 P003100 149 074 Q003100 0 074 R013100 186635 074 R023100 0 074 R033100 0 074 R043100 1371 074 S003100 0 074 T003100 711091 074 U013100 59342 074 U023100 0 074 V013100 11.98 074 V023100 0.00 074 W003100 0.0000 074 X003100 153 074 Y003100 254501 075 A003100 0 075 B003100 516761 PAGE 120 076 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 34006 028 A023200 0 028 A033200 0 028 A043200 0 028 B013200 98735 028 B023200 0 028 B033200 0 028 B043200 573 028 C013200 26378 028 C023200 0 028 C033200 0 028 C043200 2500 028 D013200 47709 028 D023200 0 028 D033200 0 028 D043200 22320 028 E013200 45430 028 E023200 3877 028 E033200 0 028 E043200 270 028 F013200 28025 028 F023200 0 028 F033200 0 028 F043200 8 028 G013200 280283 028 G023200 3877 028 G033200 0 028 G043200 25671 028 H003200 0 037 003200 N 038 003200 0 039 003200 N 040 003200 Y 041 003200 N 042 A003200 0 042 B003200 0 042 C003200 0 042 D003200 0 042 E003200 0 042 F003200 0 042 G003200 0 042 H003200 0 043 003200 0 PAGE 121 044 003200 0 045 003200 Y 046 003200 N 047 003200 Y 048 003200 0.250 048 A013200 0 048 A023200 0.000 048 B013200 0 048 B023200 0.000 048 C013200 0 048 C023200 0.000 048 D013200 0 048 D023200 0.000 048 E013200 0 048 E023200 0.000 048 F013200 0 048 F023200 0.000 048 G013200 0 048 G023200 0.000 048 H013200 0 048 H023200 0.000 048 I013200 0 048 I023200 0.000 048 J013200 0 048 J023200 0.000 048 K013200 0 048 K023200 0.000 049 003200 N 050 003200 N 051 003200 N 052 003200 N 053 A003200 Y 053 B003200 Y 053 C003200 N 055 A003200 N 055 B003200 N 056 003200 Y 057 003200 N 058 A003200 N 059 003200 Y 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U013200 83193 074 U023200 0 074 V013200 10.46 074 V023200 0.00 074 W003200 0.0000 074 X003200 47 074 Y003200 7799 075 A003200 0 075 B003200 738244 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 9711 028 A023400 0 028 A033400 0 028 A043400 6441 028 B013400 5538 028 B023400 0 028 B033400 0 028 B043400 3625 028 C013400 3939 028 C023400 0 028 C033400 0 028 C043400 12736 028 D013400 5647 028 D023400 0 028 D033400 0 028 D043400 28801 028 E013400 3366 PAGE 125 028 E023400 13542 028 E033400 0 028 E043400 10548 028 F013400 3916 028 F023400 0 028 F033400 0 028 F043400 14138 028 G013400 32117 028 G023400 13542 028 G033400 0 028 G043400 76289 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 71 044 003400 0 045 003400 Y 046 003400 N 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003400 N 068 A003400 N 068 B003400 Y 069 003400 N 070 A013400 Y 070 A023400 N 070 B013400 Y 070 B023400 N PAGE 127 070 C013400 N 070 C023400 N 070 D013400 Y 070 D023400 N 070 E013400 N 070 E023400 N 070 F013400 Y 070 F023400 N 070 G013400 Y 070 G023400 N 070 H013400 Y 070 H023400 N 070 I013400 Y 070 I023400 N 070 J013400 Y 070 J023400 N 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 Y 070 P013400 Y 070 P023400 N 070 Q013400 N 070 Q023400 N 070 R013400 N 070 R023400 N 071 A003400 79449 071 B003400 117391 071 C003400 268366 071 D003400 30 072 A003400 6 072 B003400 23 072 C003400 5147 072 D003400 0 072 E003400 0 072 F003400 899 072 G003400 0 072 H003400 0 072 I003400 24 072 J003400 450 072 K003400 0 072 L003400 0 072 M003400 2 072 N003400 12 072 O003400 0 PAGE 128 072 P003400 0 072 Q003400 0 072 R003400 30 072 S003400 5 072 T003400 71 072 U003400 0 072 V003400 0 072 W003400 223 072 X003400 1716 072 Y003400 69 072 Z003400 3523 072AA003400 27737 072BB003400 0 072CC013400 0 072CC023400 52803 072DD013400 228 072DD023400 40 072EE003400 15382 073 A013400 0.0160 073 A023400 0.0100 073 B003400 0.8440 073 C003400 0.0000 074 A003400 40 074 B003400 0 074 C003400 3400 074 D003400 0 074 E003400 30545 074 F003400 206040 074 G003400 0 074 H003400 0 074 I003400 0 074 J003400 1230 074 K003400 26 074 L003400 1222 074 M003400 1796 074 N003400 244299 074 O003400 386 074 P003400 165 074 Q003400 0 074 R013400 0 074 R023400 0 074 R033400 0 074 R043400 3378 074 S003400 0 074 T003400 240370 074 U013400 14085 074 U023400 4144 074 V013400 13.21 074 V023400 13.11 074 W003400 0.0000 074 X003400 90 PAGE 129 074 Y003400 0 075 A003400 0 075 B003400 276612 076 003400 0.00 015 A003501 BROWN BROTHERS HARRIMAN & CO. 015 B003501 C 015 C013501 BOSTON 015 C023501 MA 015 C033501 02109 015 E013501 X 024 003500 N 028 A013500 1 028 A023500 0 028 A033500 0 028 A043500 71 028 B013500 10 028 B023500 0 028 B033500 0 028 B043500 40319 028 C013500 5 028 C023500 0 028 C033500 0 028 C043500 7227 028 D013500 0 028 D023500 0 028 D033500 0 028 D043500 1402 028 E013500 0 028 E023500 2155 028 E033500 0 028 E043500 7537 028 F013500 0 028 F023500 23790 028 F033500 0 028 F043500 8253 028 G013500 16 028 G023500 25945 028 G033500 0 028 G043500 64809 028 H003500 0 037 003500 Y 038 003500 298 039 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 PAGE 130 042 G003500 0 042 H003500 0 043 003500 0 044 003500 0 045 003500 Y 046 003500 N 047 003500 Y 048 003500 0.810 048 A013500 0 048 A023500 0.000 048 B013500 0 048 B023500 0.000 048 C013500 0 048 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 0.000 049 003500 N 050 003500 N 051 003500 N 052 003500 N 053 A003500 Y 053 B003500 Y 053 C003500 N 055 A003500 Y 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 PAGE 131 062 F003500 0.0 062 G003500 0.0 062 H003500 0.0 062 I003500 0.0 062 J003500 0.0 062 K003500 0.0 062 L003500 0.0 062 M003500 0.0 062 N003500 0.0 062 O003500 0.0 062 P003500 0.0 062 Q003500 0.0 062 R003500 0.0 066 A003500 Y 066 B003500 N 066 C003500 N 066 D003500 Y 066 E003500 N 066 F003500 N 066 G003500 N 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 N 070 L013500 Y 070 L023500 Y 070 M013500 Y 070 M023500 Y 070 N013500 Y PAGE 132 070 N023500 Y 070 O013500 Y 070 O023500 Y 070 P013500 Y 070 P023500 N 070 Q013500 N 070 Q023500 N 070 R013500 N 070 R023500 N 071 A003500 21981 071 B003500 97901 071 C003500 98267 071 D003500 24 072 A003500 6 072 B003500 36 072 C003500 1821 072 D003500 0 072 E003500 0 072 F003500 386 072 G003500 0 072 H003500 0 072 I003500 14 072 J003500 222 072 K003500 0 072 L003500 0 072 M003500 1 072 N003500 1 072 O003500 0 072 P003500 0 072 Q003500 0 072 R003500 27 072 S003500 2 072 T003500 0 072 U003500 0 072 V003500 0 072 W003500 72 072 X003500 725 072 Y003500 41 072 Z003500 1173 072AA003500 28119 072BB003500 0 072CC013500 0 072CC023500 40814 072DD013500 3254 072DD023500 0 072EE003500 32459 073 A013500 0.5070 073 A023500 0.0000 073 B003500 5.6390 073 C003500 0.0000 074 A003500 19 PAGE 133 074 B003500 0 074 C003500 3857 074 D003500 0 074 E003500 263 074 F003500 51287 074 G003500 0 074 H003500 0 074 I003500 36 074 J003500 581 074 K003500 7 074 L003500 307 074 M003500 135 074 N003500 56492 074 O003500 132 074 P003500 53 074 Q003500 0 074 R013500 0 074 R023500 0 074 R033500 0 074 R043500 776 074 S003500 0 074 T003500 55531 074 U013500 9004 074 U023500 0 074 V013500 6.17 074 V023500 0.00 074 W003500 0.0000 074 X003500 29 074 Y003500 0 075 A003500 0 075 B003500 94987 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 MERRILL LYNCH & CO., INC. 025 B003601 13-5674085 025 C003601 E 025 D003601 158 025 A003602 MORGAN STANLEY & CO., INC, 025 B003602 13-2655998 025 C003602 E 025 D003602 198 025 A003603 CITIGROUP, INC. 025 B003603 52-1568099 025 C003603 D 025 D003603 1153 PAGE 134 025 D003604 0 025 D003605 0 025 D003606 0 025 D003607 0 025 D003608 0 028 A013600 0 028 A023600 0 028 A033600 0 028 A043600 0 028 B013600 37573 028 B023600 73 028 B033600 0 028 B043600 0 028 C013600 4353 028 C023600 0 028 C033600 0 028 C043600 0 028 D013600 0 028 D023600 0 028 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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 PAGE 136 062 L003600 0.0 062 M003600 0.0 062 N003600 0.0 062 O003600 0.0 062 P003600 0.0 062 Q003600 0.0 062 R003600 0.0 066 A003600 Y 066 B003600 N 066 C003600 N 066 D003600 Y 066 E003600 N 066 F003600 N 066 G003600 N 067 003600 N 068 A003600 N 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 PAGE 137 070 Q023600 N 070 R013600 N 070 R023600 N 071 A003600 67766 071 B003600 26380 071 C003600 87399 071 D003600 30 072 A003600 6 072 B003600 4 072 C003600 850 072 D003600 0 072 E003600 0 072 F003600 154 072 G003600 0 072 H003600 0 072 I003600 0 072 J003600 12 072 K003600 0 072 L003600 0 072 M003600 1 072 N003600 0 072 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 71 072 X003600 257 072 Y003600 32 072 Z003600 629 072AA003600 1121 072BB003600 0 072CC013600 0 072CC023600 5015 072DD013600 479 072DD023600 0 072EE003600 0 073 A013600 0.0540 073 A023600 0.0000 073 B003600 0.0000 073 C003600 0.0000 074 A003600 0 074 B003600 1153 074 C003600 0 074 D003600 0 074 E003600 0 074 F003600 98661 074 G003600 0 PAGE 138 074 H003600 0 074 I003600 0 074 J003600 0 074 K003600 6 074 L003600 167 074 M003600 0 074 N003600 99987 074 O003600 0 074 P003600 41 074 Q003600 0 074 R013600 0 074 R023600 0 074 R033600 0 074 R043600 23 074 S003600 0 074 T003600 99923 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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 PAGE 141 062 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 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 N 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 171567 071 B003700 73119 071 C003700 327012 PAGE 142 071 D003700 22 072 A003700 6 072 B003700 60 072 C003700 6864 072 D003700 0 072 E003700 0 072 F003700 908 072 G003700 0 072 H003700 0 072 I003700 14 072 J003700 200 072 K003700 0 072 L003700 0 072 M003700 2 072 N003700 5 072 O003700 0 072 P003700 0 072 Q003700 0 072 R003700 22 072 S003700 4 072 T003700 0 072 U003700 0 072 V003700 0 072 W003700 254 072 X003700 1409 072 Y003700 246 072 Z003700 5761 072AA003700 0 072BB003700 1610 072CC013700 0 072CC023700 651 072DD013700 1601 072DD023700 0 072EE003700 0 073 A013700 0.0590 073 A023700 0.0000 073 B003700 0.0000 073 C003700 0.0000 074 A003700 81 074 B003700 0 074 C003700 2550 074 D003700 0 074 E003700 5821 074 F003700 377205 074 G003700 0 074 H003700 0 074 I003700 0 074 J003700 137 074 K003700 49 074 L003700 1308 074 M003700 2915 PAGE 143 074 N003700 390066 074 O003700 64 074 P003700 222 074 Q003700 0 074 R013700 0 074 R023700 0 074 R033700 0 074 R043700 86 074 S003700 0 074 T003700 389694 074 U013700 29681 074 U023700 0 074 V013700 13.13 074 V023700 0.00 074 W003700 0.0000 074 X003700 53 074 Y003700 0 075 A003700 0 075 B003700 335746 076 003700 0.00 015 A003801 INVESTORS BANK & TRUST COMPANY 015 B003801 C 015 C013801 BOSTON 015 C023801 MA 015 C033801 02116 015 E013801 X 024 003800 N 028 A013800 2318 028 A023800 0 028 A033800 0 028 A043800 1095 028 B013800 681 028 B023800 0 028 B033800 0 028 B043800 1601 028 C013800 492 028 C023800 0 028 C033800 0 028 C043800 2186 028 D013800 2223 028 D023800 0 028 D033800 0 028 D043800 634 028 E013800 949 028 E023800 814 028 E033800 0 028 E043800 403 028 F013800 1079 028 F023800 0 028 F033800 0 028 F043800 0 PAGE 144 028 G013800 7742 028 G023800 814 028 G033800 0 028 G043800 5919 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 0 042 D003800 0 042 E003800 0 042 F003800 0 042 G003800 0 042 H003800 0 043 003800 0 044 003800 0 045 003800 Y 046 003800 N 048 003800 0.000 048 A013800 0 048 A023800 0.000 048 B013800 0 048 B023800 0.000 048 C013800 0 048 C023800 0.000 048 D013800 0 048 D023800 0.000 048 E013800 0 048 E023800 0.000 048 F013800 0 048 F023800 0.000 048 G013800 0 048 G023800 0.000 048 H013800 0 048 H023800 0.000 048 I013800 0 048 I023800 0.000 048 J013800 0 048 J023800 0.000 048 K013800 0 048 K023800 0.000 049 003800 N 050 003800 N 051 003800 N 052 003800 N 053 A003800 Y 053 B003800 Y PAGE 145 053 C003800 N 055 A003800 N 055 B003800 N 056 003800 Y 057 003800 N 058 A003800 N 059 003800 Y 060 A003800 N 060 B003800 N 061 003800 5000000 062 A003800 Y 062 B003800 0.0 062 C003800 0.0 062 D003800 0.0 062 E003800 0.0 062 F003800 0.0 062 G003800 0.0 062 H003800 0.0 062 I003800 6.7 062 J003800 0.0 062 K003800 0.5 062 L003800 0.0 062 M003800 4.8 062 N003800 0.0 062 O003800 0.0 062 P003800 1.3 062 Q003800 82.0 062 R003800 5.0 063 A003800 0 063 B003800 16.0 064 A003800 Y 064 B003800 Y 065 003800 N 066 A003800 N 067 003800 N 068 A003800 N 068 B003800 Y 069 003800 N 070 A013800 Y 070 A023800 N 070 B013800 Y 070 B023800 N 070 C013800 Y 070 C023800 N 070 D013800 Y 070 D023800 N 070 E013800 Y 070 E023800 N 070 F013800 Y 070 F023800 N 070 G013800 Y PAGE 146 070 G023800 N 070 H013800 Y 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 N 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 9125 071 B003800 3850 071 C003800 101293 071 D003800 4 072 A003800 6 072 B003800 1 072 C003800 2549 072 D003800 0 072 E003800 0 072 F003800 0 072 G003800 0 072 H003800 0 072 I003800 0 072 J003800 8 072 K003800 0 072 L003800 0 072 M003800 1 072 N003800 7 072 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 0 072 X003800 23 PAGE 147 072 Y003800 23 072 Z003800 2550 072AA003800 1310 072BB003800 0 072CC013800 2825 072CC023800 0 072DD013800 10 072DD023800 0 072EE003800 804 073 A013800 0.0010 073 A023800 0.0000 073 B003800 0.0800 073 C003800 0.0000 074 A003800 469 074 B003800 0 074 C003800 0 074 D003800 0 074 E003800 0 074 F003800 0 074 G003800 0 074 H003800 0 074 I003800 108895 074 J003800 0 074 K003800 3 074 L003800 93 074 M003800 0 074 N003800 109460 074 O003800 0 074 P003800 0 074 Q003800 0 074 R013800 0 074 R023800 0 074 R033800 0 074 R043800 9 074 S003800 0 074 T003800 109451 074 U013800 10297 074 U023800 0 074 V013800 10.63 074 V023800 0.00 074 W003800 0.0000 074 X003800 2 074 Y003800 0 075 A003800 0 075 B003800 101851 076 003800 0.00 015 A003901 INVESTORS BANK & TRUST COMPANY 015 B003901 C 015 C013901 BOSTON 015 C023901 MA 015 C033901 02116 PAGE 148 015 E013901 X 024 003900 Y 025 A003901 BEAR STEARNS & CO., INC. 025 B003901 13-3299429 025 C003901 E 025 D003901 359 025 A003902 CITIGROUP, INC. 025 B003902 52-1568099 025 C003902 E 025 D003902 880 025 D003903 0 025 D003904 0 025 D003905 0 025 D003906 0 025 D003907 0 025 D003908 0 028 A013900 6339 028 A023900 0 028 A033900 0 028 A043900 301 028 B013900 1300 028 B023900 168 028 B033900 0 028 B043900 1300 028 C013900 0 028 C023900 0 028 C033900 0 028 C043900 0 028 D013900 0 028 D023900 0 028 D033900 0 028 D043900 4624 028 E013900 0 028 E023900 498 028 E033900 0 028 E043900 0 028 F013900 30639 028 F023900 0 028 F033900 0 028 F043900 0 028 G013900 38278 028 G023900 666 028 G033900 0 028 G043900 6225 028 H003900 0 037 003900 N 038 003900 0 039 003900 N 040 003900 Y 041 003900 N 042 A003900 0 PAGE 149 042 B003900 0 042 C003900 0 042 D003900 0 042 E003900 0 042 F003900 0 042 G003900 0 042 H003900 0 043 003900 0 044 003900 0 045 003900 Y 046 003900 N 047 003900 Y 048 003900 0.330 048 A013900 0 048 A023900 0.000 048 B013900 0 048 B023900 0.000 048 C013900 0 048 C023900 0.000 048 D013900 0 048 D023900 0.000 048 E013900 0 048 E023900 0.000 048 F013900 0 048 F023900 0.000 048 G013900 0 048 G023900 0.000 048 H013900 0 048 H023900 0.000 048 I013900 0 048 I023900 0.000 048 J013900 0 048 J023900 0.000 048 K013900 0 048 K023900 0.000 049 003900 N 050 003900 N 051 003900 N 052 003900 N 053 A003900 Y 053 B003900 Y 053 C003900 N 055 A003900 Y 055 B003900 N 056 003900 Y 057 003900 N 058 A003900 N 059 003900 Y 060 A003900 N 060 B003900 N 061 003900 5000000 PAGE 150 062 A003900 N 062 B003900 0.0 062 C003900 0.0 062 D003900 0.0 062 E003900 0.0 062 F003900 0.0 062 G003900 0.0 062 H003900 0.0 062 I003900 0.0 062 J003900 0.0 062 K003900 0.0 062 L003900 0.0 062 M003900 0.0 062 N003900 0.0 062 O003900 0.0 062 P003900 0.0 062 Q003900 0.0 062 R003900 0.0 066 A003900 Y 066 B003900 N 066 C003900 N 066 D003900 Y 066 E003900 N 066 F003900 N 066 G003900 N 067 003900 N 068 A003900 N 068 B003900 N 069 003900 N 070 A013900 Y 070 A023900 Y 070 B013900 Y 070 B023900 N 070 C013900 N 070 C023900 N 070 D013900 Y 070 D023900 N 070 E013900 N 070 E023900 N 070 F013900 Y 070 F023900 Y 070 G013900 Y 070 G023900 N 070 H013900 Y 070 H023900 N 070 I013900 Y 070 I023900 N 070 J013900 Y 070 J023900 N 070 K013900 Y 070 K023900 N PAGE 151 070 L013900 N 070 L023900 N 070 M013900 N 070 M023900 N 070 N013900 Y 070 N023900 Y 070 O013900 Y 070 O023900 N 070 P013900 Y 070 P023900 N 070 Q013900 N 070 Q023900 N 070 R013900 N 070 R023900 N 071 A003900 56324 071 B003900 26018 071 C003900 76214 071 D003900 34 072 A003900 6 072 B003900 6 072 C003900 842 072 D003900 0 072 E003900 0 072 F003900 122 072 G003900 0 072 H003900 0 072 I003900 0 072 J003900 18 072 K003900 0 072 L003900 0 072 M003900 1 072 N003900 1 072 O003900 0 072 P003900 0 072 Q003900 0 072 R003900 20 072 S003900 1 072 T003900 0 072 U003900 0 072 V003900 0 072 W003900 56 072 X003900 219 072 Y003900 41 072 Z003900 670 072AA003900 3628 072BB003900 0 072CC013900 0 072CC023900 5378 072DD013900 602 072DD023900 0 072EE003900 299 PAGE 152 073 A013900 0.0900 073 A023900 0.0000 073 B003900 0.0460 073 C003900 0.0000 074 A003900 0 074 B003900 3617 074 C003900 2119 074 D003900 0 074 E003900 0 074 F003900 98873 074 G003900 0 074 H003900 0 074 I003900 1711 074 J003900 1925 074 K003900 7 074 L003900 29175 074 M003900 0 074 N003900 137427 074 O003900 30969 074 P003900 29 074 Q003900 0 074 R013900 0 074 R023900 0 074 R033900 0 074 R043900 3760 074 S003900 0 074 T003900 102669 074 U013900 9302 074 U023900 0 074 V013900 11.04 074 V023900 0.00 074 W003900 0.0000 074 X003900 24 074 Y003900 100 075 A003900 0 075 B003900 74482 076 003900 0.00 015 A004001 INVESTORS BANK & TRUST COMPANY 015 B004001 C 015 C014001 BOSTON 015 C024001 MA 015 C034001 02116 015 E014001 X 024 004000 Y 025 A004001 CITIGROUP, INC. 025 B004001 52-1568099 025 C004001 D 025 D004001 200 025 D004002 0 025 D004003 0 025 D004004 0 PAGE 153 025 D004005 0 025 D004006 0 025 D004007 0 025 D004008 0 028 A014000 0 028 A024000 0 028 A034000 0 028 A044000 0 028 B014000 1000 028 B024000 5 028 B034000 0 028 B044000 0 028 C014000 0 028 C024000 0 028 C034000 0 028 C044000 0 028 D014000 0 028 D024000 0 028 D034000 0 028 D044000 400 028 E014000 0 028 E024000 15 028 E034000 0 028 E044000 0 028 F014000 0 028 F024000 0 028 F034000 0 028 F044000 0 028 G014000 1000 028 G024000 20 028 G034000 0 028 G044000 400 028 H004000 0 037 004000 N 038 004000 0 039 004000 N 040 004000 N 041 004000 N 042 A004000 0 042 B004000 0 042 C004000 0 042 D004000 0 042 E004000 0 042 F004000 0 042 G004000 0 042 H004000 0 043 004000 0 044 004000 0 045 004000 Y 046 004000 N 047 004000 Y PAGE 154 048 004000 0.550 048 A014000 0 048 A024000 0.000 048 B014000 0 048 B024000 0.000 048 C014000 0 048 C024000 0.000 048 D014000 0 048 D024000 0.000 048 E014000 0 048 E024000 0.000 048 F014000 0 048 F024000 0.000 048 G014000 0 048 G024000 0.000 048 H014000 0 048 H024000 0.000 048 I014000 0 048 I024000 0.000 048 J014000 0 048 J024000 0.000 048 K014000 0 048 K024000 0.000 049 004000 N 050 004000 N 051 004000 N 052 004000 N 053 A004000 Y 053 B004000 Y 053 C004000 N 055 A004000 N 055 B004000 N 056 004000 Y 057 004000 N 058 A004000 N 059 004000 Y 060 A004000 N 060 B004000 N 061 004000 5000000 062 A004000 N 062 B004000 0.0 062 C004000 0.0 062 D004000 0.0 062 E004000 0.0 062 F004000 0.0 062 G004000 0.0 062 H004000 0.0 062 I004000 0.0 062 J004000 0.0 062 K004000 0.0 062 L004000 0.0 PAGE 155 062 M004000 0.0 062 N004000 0.0 062 O004000 0.0 062 P004000 0.0 062 Q004000 0.0 062 R004000 0.0 066 A004000 Y 066 B004000 N 066 C004000 N 066 D004000 Y 066 E004000 N 066 F004000 N 066 G004000 N 067 004000 N 068 A004000 N 068 B004000 N 069 004000 N 070 A014000 Y 070 A024000 Y 070 B014000 Y 070 B024000 N 070 C014000 N 070 C024000 N 070 D014000 Y 070 D024000 N 070 E014000 N 070 E024000 N 070 F014000 Y 070 F024000 N 070 G014000 Y 070 G024000 N 070 H014000 Y 070 H024000 N 070 I014000 Y 070 I024000 N 070 J014000 Y 070 J024000 N 070 K014000 Y 070 K024000 N 070 L014000 Y 070 L024000 N 070 M014000 N 070 M024000 N 070 N014000 Y 070 N024000 Y 070 O014000 Y 070 O024000 N 070 P014000 Y 070 P024000 N 070 Q014000 N 070 Q024000 N PAGE 156 070 R014000 N 070 R024000 N 071 A004000 11606 071 B004000 10861 071 C004000 24006 071 D004000 45 072 A004000 6 072 B004000 1 072 C004000 153 072 D004000 0 072 E004000 0 072 F004000 67 072 G004000 0 072 H004000 0 072 I004000 0 072 J004000 9 072 K004000 0 072 L004000 0 072 M004000 0 072 N004000 1 072 O004000 0 072 P004000 0 072 Q004000 0 072 R004000 18 072 S004000 0 072 T004000 0 072 U004000 0 072 V004000 0 072 W004000 19 072 X004000 114 072 Y004000 28 072 Z004000 68 072AA004000 931 072BB004000 0 072CC014000 0 072CC024000 2438 072DD014000 46 072DD024000 0 072EE004000 0 073 A014000 0.0270 073 A024000 0.0000 073 B004000 0.0000 073 C004000 0.0000 074 A004000 0 074 B004000 200 074 C004000 0 074 D004000 0 074 E004000 0 074 F004000 23480 074 G004000 0 074 H004000 0 PAGE 157 074 I004000 0 074 J004000 0 074 K004000 4 074 L004000 21 074 M004000 0 074 N004000 23705 074 O004000 0 074 P004000 14 074 Q004000 0 074 R014000 0 074 R024000 0 074 R034000 0 074 R044000 28 074 S004000 0 074 T004000 23663 074 U014000 1699 074 U024000 0 074 V014000 13.93 074 V024000 0.00 074 W004000 0.0000 074 X004000 15 074 Y004000 0 075 A004000 0 075 B004000 24458 076 004000 0.00 015 A004101 INVESTORS BANK & TRUST COMPANY 015 B004101 C 015 C014101 BOSTON 015 C024101 MA 015 C034101 02116 015 E014101 X 024 004100 N 028 A014100 0 028 A024100 7490 028 A034100 0 028 A044100 0 028 B014100 0 028 B024100 0 028 B034100 0 028 B044100 214143 028 C014100 0 028 C024100 0 028 C034100 0 028 C044100 0 028 D014100 0 028 D024100 0 028 D034100 0 028 D044100 413 028 E014100 0 028 E024100 0 028 E034100 0 PAGE 158 028 E044100 0 028 F014100 0 028 F024100 0 028 F034100 0 028 F044100 0 028 G014100 0 028 G024100 7490 028 G034100 0 028 G044100 214556 028 H004100 0 037 004100 N 038 004100 0 039 004100 N 040 004100 N 041 004100 N 042 A004100 0 042 B004100 0 042 C004100 0 042 D004100 0 042 E004100 0 042 F004100 0 042 G004100 0 042 H004100 0 043 004100 0 044 004100 0 045 004100 Y 046 004100 N 047 004100 N 048 004100 0.000 048 A014100 0 048 A024100 0.000 048 B014100 0 048 B024100 0.000 048 C014100 0 048 C024100 0.000 048 D014100 0 048 D024100 0.000 048 E014100 0 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070 F014100 Y 070 F024100 N 070 G014100 Y 070 G024100 N 070 H014100 Y 070 H024100 N 070 I014100 Y 070 I024100 N 070 J014100 Y 070 J024100 N 070 K014100 Y 070 K024100 Y 070 L014100 Y 070 L024100 N 070 M014100 Y 070 M024100 N 070 N014100 Y 070 N024100 N 070 O014100 Y 070 O024100 N 070 P014100 Y 070 P024100 N 070 Q014100 N 070 Q024100 N 070 R014100 N 070 R024100 N 071 A004100 0 071 B004100 207456 071 C004100 70959 071 D004100 0 072 A004100 6 072 B004100 484 072 C004100 0 072 D004100 0 072 E004100 29 072 F004100 0 072 G004100 0 072 H004100 0 072 I004100 0 072 J004100 17 072 K004100 0 072 L004100 0 072 M004100 9 072 N004100 0 072 O004100 0 072 P004100 0 072 Q004100 0 072 R004100 27 072 S004100 11 PAGE 161 072 T004100 0 072 U004100 0 072 V004100 0 072 W004100 1 072 X004100 65 072 Y004100 76 072 Z004100 524 072AA004100 2403 072BB004100 0 072CC014100 5463 072CC024100 0 072DD014100 6893 072DD024100 0 072EE004100 596 073 A014100 0.7400 073 A024100 0.0600 073 B004100 15.4100 073 C004100 0.0000 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0 028 G014200 10000 028 G024200 23077 028 G034200 0 028 G044200 17155 028 H004200 0 037 004200 N 038 004200 0 039 004200 N 040 004200 N 041 004200 N 042 A004200 0 042 B004200 0 042 C004200 0 042 D004200 0 042 E004200 0 042 F004200 0 042 G004200 0 042 H004200 0 043 004200 0 044 004200 0 PAGE 163 045 004200 Y 046 004200 N 047 004200 Y 048 004200 0.700 048 A014200 0 048 A024200 0.000 048 B014200 0 048 B024200 0.000 048 C014200 0 048 C024200 0.000 048 D014200 0 048 D024200 0.000 048 E014200 0 048 E024200 0.000 048 F014200 0 048 F024200 0.000 048 G014200 0 048 G024200 0.000 048 H014200 0 048 H024200 0.000 048 I014200 0 048 I024200 0.000 048 J014200 0 048 J024200 0.000 048 K014200 0 048 K024200 0.000 049 004200 N 050 004200 N 051 004200 N 052 004200 N 053 A004200 Y 053 B004200 Y 053 C004200 N 055 A004200 N 055 B004200 N 056 004200 Y 057 004200 N 058 A004200 N 059 004200 Y 060 A004200 Y 060 B004200 Y 061 004200 5000000 062 A004200 N 062 B004200 0.0 062 C004200 0.0 062 D004200 0.0 062 E004200 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J004300 191 072 K004300 0 072 L004300 0 072 M004300 2 072 N004300 5 072 O004300 0 072 P004300 0 072 Q004300 0 072 R004300 22 072 S004300 4 072 T004300 0 072 U004300 0 072 V004300 0 072 W004300 217 072 X004300 1151 072 Y004300 245 072 Z004300 5880 072AA004300 5712 072BB004300 0 072CC014300 0 072CC024300 14569 072DD014300 495 072DD024300 386 072EE004300 670 073 A014300 0.0650 073 A024300 0.0700 073 B004300 0.0510 073 C004300 0.0000 074 A004300 97 074 B004300 0 074 C004300 25198 074 D004300 0 074 E004300 1586 074 F004300 337640 074 G004300 0 074 H004300 0 074 I004300 0 074 J004300 0 074 K004300 54 PAGE 171 074 L004300 1383 074 M004300 300 074 N004300 366258 074 O004300 0 074 P004300 156 074 Q004300 0 074 R014300 0 074 R024300 0 074 R034300 0 074 R044300 386 074 S004300 0 074 T004300 365716 074 U014300 8382 074 U024300 5522 074 V014300 26.31 074 V024300 26.30 074 W004300 0.0000 074 X004300 20 074 Y004300 3498 075 A004300 0 075 B004300 336106 076 004300 0.00 015 A004401 BROWN BROTHERS HARRIMAN & CO. 015 B004401 C 015 C014401 BOSTON 015 C024401 MA 015 C034401 02109 015 E014401 X 024 004400 Y 025 A004401 ABN AMRO 025 B004401 36-3558925 025 C004401 E 025 D004401 4128 025 A004402 BARCLAY INVESTMENTS, INC. 025 B004402 05-0346412 025 C004402 E 025 D004402 7430 025 D004403 0 025 D004404 0 025 D004405 0 025 D004406 0 025 D004407 0 025 D004408 0 028 A014400 54985 028 A024400 0 028 A034400 0 028 A044400 5816 028 B014400 57087 028 B024400 0 028 B034400 0 028 B044400 48 PAGE 172 028 C014400 24421 028 C024400 0 028 C034400 0 028 C044400 423 028 D014400 46383 028 D024400 0 028 D034400 0 028 D044400 2226 028 E014400 54116 028 E024400 8671 028 E034400 0 028 E044400 15 028 F014400 88873 028 F024400 0 028 F034400 0 028 F044400 25 028 G014400 325865 028 G024400 8671 028 G034400 0 028 G044400 8553 028 H004400 0 037 004400 N 038 004400 0 039 004400 N 040 004400 Y 041 004400 N 042 A004400 0 042 B004400 0 042 C004400 0 042 D004400 0 042 E004400 0 042 F004400 0 042 G004400 0 042 H004400 0 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D004400 Y 066 E004400 N 066 F004400 N PAGE 174 066 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 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 N 070 Q014400 N 070 Q024400 N 070 R014400 Y 070 R024400 N 071 A004400 520686 071 B004400 178217 071 C004400 634620 071 D004400 28 072 A004400 6 072 B004400 316 072 C004400 11700 072 D004400 0 072 E004400 0 072 F004400 1892 PAGE 175 072 G004400 0 072 H004400 0 072 I004400 16 072 J004400 219 072 K004400 0 072 L004400 0 072 M004400 4 072 N004400 6 072 O004400 0 072 P004400 0 072 Q004400 0 072 R004400 22 072 S004400 8 072 T004400 0 072 U004400 0 072 V004400 0 072 W004400 528 072 X004400 2695 072 Y004400 274 072 Z004400 9595 072AA004400 15695 072BB004400 0 072CC014400 0 072CC024400 38223 072DD014400 2869 072DD024400 0 072EE004400 6157 073 A014400 0.0890 073 A024400 0.0000 073 B004400 0.1910 073 C004400 0.0000 074 A004400 67 074 B004400 0 074 C004400 51397 074 D004400 0 074 E004400 7072 074 F004400 802911 074 G004400 0 074 H004400 0 074 I004400 0 074 J004400 0 074 K004400 50 074 L004400 7888 074 M004400 701 074 N004400 870086 074 O004400 0 074 P004400 487 074 Q004400 0 074 R014400 0 074 R024400 0 074 R034400 0 PAGE 176 074 R044400 470 074 S004400 0 074 T004400 869129 074 U014400 37994 074 U024400 0 074 V014400 22.88 074 V024400 0.00 074 W004400 0.0000 074 X004400 72 074 Y004400 4596 075 A004400 0 075 B004400 697878 076 004400 0.00 049 004500 N 050 004500 N 051 004500 N 052 004500 N 053 A004500 Y 053 B004500 Y 053 C004500 N 062 A004500 N 062 B004500 0.0 062 C004500 0.0 062 D004500 0.0 062 E004500 0.0 062 F004500 0.0 062 G004500 0.0 062 H004500 0.0 062 I004500 0.0 062 J004500 0.0 062 K004500 0.0 062 L004500 0.0 062 M004500 0.0 062 N004500 0.0 062 O004500 0.0 062 P004500 0.0 062 Q004500 0.0 062 R004500 0.0 071 A004500 0 071 B004500 0 071 C004500 0 071 D004500 0 072 A004500 6 072 B004500 0 072 C004500 0 072 D004500 0 072 E004500 0 072 F004500 0 072 G004500 0 072 H004500 0 072 I004500 0 PAGE 177 072 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 0 074 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 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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 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 PAGE 181 070 L024600 Y 070 M014600 Y 070 M024600 Y 070 N014600 Y 070 N024600 N 070 O014600 Y 070 O024600 Y 070 P014600 Y 070 P024600 N 070 Q014600 N 070 Q024600 N 070 R014600 N 070 R024600 N 071 A004600 71768 071 B004600 90943 071 C004600 148023 071 D004600 48 072 A004600 6 072 B004600 8 072 C004600 2899 072 D004600 0 072 E004600 0 072 F004600 602 072 G004600 0 072 H004600 0 072 I004600 14 072 J004600 266 072 K004600 0 072 L004600 0 072 M004600 1 072 N004600 0 072 O004600 0 072 P004600 0 072 Q004600 0 072 R004600 24 072 S004600 3 072 T004600 0 072 U004600 0 072 V004600 0 072 W004600 113 072 X004600 1023 072 Y004600 0 072 Z004600 1884 072AA004600 106 072BB004600 0 072CC014600 0 072CC024600 32485 072DD014600 0 072DD024600 0 072EE004600 9931 073 A014600 0.0000 PAGE 182 073 A024600 0.0000 073 B004600 1.5620 073 C004600 0.0000 074 A004600 35 074 B004600 0 074 C004600 100 074 D004600 0 074 E004600 0 074 F004600 130288 074 G004600 0 074 H004600 0 074 I004600 0 074 J004600 0 074 K004600 0 074 L004600 1124 074 M004600 870 074 N004600 132417 074 O004600 130 074 P004600 103 074 Q004600 0 074 R014600 0 074 R024600 0 074 R034600 0 074 R044600 168 074 S004600 0 074 T004600 132016 074 U014600 5691 074 U024600 0 074 V014600 23.20 074 V024600 0.00 074 W004600 0.0000 074 X004600 4 074 Y004600 0 075 A004600 0 075 B004600 149855 076 004600 0.00 024 004700 Y 025 A004701 J.P. MORGAN CHASE & CO. 025 B004701 13-3224016 025 C004701 D 025 D004701 60730 025 A004702 MORGAN STANLEY & CO INC. 025 B004702 13-2655998 025 C004702 D 025 D004702 73638 025 A004703 CITIGROUP, INC. 025 B004703 52-1568099 025 C004703 D 025 D004703 45262 025 A004704 LEHMAN BROTHERS, INC. 025 B004704 04-2447211 PAGE 183 025 C004704 D 025 D004704 46201 025 A004705 WACHOVIA 025 B004705 56-0898180 025 C004705 D 025 D004705 37896 025 A004706 DEUTSCHE BANK SECURITIES, INC. 025 B004706 13-2730828 025 C004706 D 025 D004706 16482 025 D004707 0 025 D004708 0 028 A014700 166300 028 A024700 0 028 A034700 0 028 A044700 19100 028 B014700 498043 028 B024700 0 028 B034700 0 028 B044700 38200 028 C014700 55400 028 C024700 0 028 C034700 0 028 C044700 49300 028 D014700 227150 028 D024700 0 028 D034700 0 028 D044700 40600 028 E014700 270800 028 E024700 1687 028 E034700 0 028 E044700 11100 028 F014700 217350 028 F024700 0 028 F034700 0 028 F044700 25900 028 G014700 1435043 028 G024700 1687 028 G034700 0 028 G044700 184200 028 H004700 0 037 004700 N 038 004700 0 039 004700 N 040 004700 N 041 004700 N 042 A004700 0 042 B004700 0 042 C004700 0 042 D004700 0 042 E004700 0 PAGE 184 042 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 0.000 049 004700 N 050 004700 N 051 004700 N 052 004700 N 053 A004700 Y 053 B004700 Y 053 C004700 N 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 0 062 A004700 Y 062 B004700 0.0 062 C004700 0.0 062 D004700 0.0 062 E004700 0.0 PAGE 185 062 F004700 0.0 062 G004700 0.0 062 H004700 0.0 062 I004700 10.6 062 J004700 0.5 062 K004700 0.1 062 L004700 0.0 062 M004700 9.0 062 N004700 3.3 062 O004700 0.0 062 P004700 2.9 062 Q004700 73.5 062 R004700 3.1 063 A004700 0 063 B004700 1.7 064 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 N 070 B014700 N 070 B024700 N 070 C014700 Y 070 C024700 N 070 D014700 N 070 D024700 N 070 E014700 Y 070 E024700 N 070 F014700 N 070 F024700 N 070 G014700 Y 070 G024700 N 070 H014700 N 070 H024700 N 070 I014700 Y 070 I024700 N 070 J014700 Y 070 J024700 N 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 PAGE 186 070 O024700 N 070 P014700 Y 070 P024700 N 070 Q014700 N 070 Q024700 N 070 R014700 N 070 R024700 N 071 A004700 1518637 071 B004700 408246 071 C004700 2189135 071 D004700 19 072 A004700 6 072 B004700 25179 072 C004700 0 072 D004700 0 072 E004700 0 072 F004700 0 072 G004700 0 072 H004700 0 072 I004700 0 072 J004700 103 072 K004700 0 072 L004700 0 072 M004700 22 072 N004700 0 072 O004700 0 072 P004700 0 072 Q004700 0 072 R004700 33 072 S004700 36 072 T004700 0 072 U004700 0 072 V004700 0 072 W004700 11 072 X004700 205 072 Y004700 184 072 Z004700 25158 072AA004700 0 072BB004700 6675 072CC014700 0 072CC024700 1537 072DD014700 316 072DD024700 0 072EE004700 1371 073 A014700 0.0030 073 A024700 0.0000 073 B004700 0.0130 073 C004700 0.0000 074 A004700 0 074 B004700 0 074 C004700 335434 PAGE 187 074 D004700 2679275 074 E004700 0 074 F004700 0 074 G004700 0 074 H004700 0 074 I004700 88504 074 J004700 0 074 K004700 44 074 L004700 25420 074 M004700 0 074 N004700 3128677 074 O004700 74005 074 P004700 4 074 Q004700 0 074 R014700 0 074 R024700 0 074 R034700 0 074 R044700 35343 074 S004700 0 074 T004700 3019325 074 U014700 119153 074 U024700 0 074 V014700 25.34 074 V024700 0.00 074 W004700 0.0000 074 X004700 13 074 Y004700 0 075 A004700 0 075 B004700 2395822 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 N 025 D004801 0 025 D004802 0 025 D004803 0 025 D004804 0 025 D004805 0 025 D004806 0 025 D004807 0 025 D004808 0 028 A014800 13957 028 A024800 0 028 A034800 0 028 A044800 0 028 B014800 196762 028 B024800 0 PAGE 188 028 B034800 0 028 B044800 0 028 C014800 23993 028 C024800 0 028 C034800 0 028 C044800 0 028 D014800 56867 028 D024800 0 028 D034800 0 028 D044800 4993 028 E014800 208297 028 E024800 2433 028 E034800 0 028 E044800 118 028 F014800 146045 028 F024800 0 028 F034800 0 028 F044800 3992 028 G014800 645921 028 G024800 2433 028 G034800 0 028 G044800 9103 028 H004800 0 037 004800 Y 038 004800 1 039 004800 N 040 004800 N 041 004800 N 042 A004800 0 042 B004800 0 042 C004800 0 042 D004800 0 042 E004800 0 042 F004800 0 042 G004800 0 042 H004800 0 043 004800 0 044 004800 0 045 004800 Y 046 004800 N 048 004800 0.000 048 A014800 0 048 A024800 0.000 048 B014800 0 048 B024800 0.000 048 C014800 0 048 C024800 0.000 048 D014800 0 048 D024800 0.000 048 E014800 0 048 E024800 0.000 PAGE 189 048 F014800 0 048 F024800 0.000 048 G014800 0 048 G024800 0.000 048 H014800 0 048 H024800 0.000 048 I014800 0 048 I024800 0.000 048 J014800 0 048 J024800 0.000 048 K014800 0 048 K024800 0.000 049 004800 N 050 004800 N 051 004800 N 052 004800 N 053 A004800 Y 053 B004800 Y 053 C004800 N 055 A004800 N 055 B004800 N 056 004800 Y 057 004800 N 058 A004800 N 059 004800 Y 060 A004800 Y 060 B004800 Y 061 004800 5000000 062 A004800 N 062 B004800 0.0 062 C004800 0.0 062 D004800 0.0 062 E004800 0.0 062 F004800 0.0 062 G004800 0.0 062 H004800 0.0 062 I004800 0.0 062 J004800 0.0 062 K004800 0.0 062 L004800 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 PAGE 190 066 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 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 818040 071 B004800 167817 071 C004800 550040 071 D004800 31 072 A004800 6 072 B004800 24 072 C004800 4574 072 D004800 0 072 E004800 0 PAGE 191 072 F004800 0 072 G004800 0 072 H004800 0 072 I004800 0 072 J004800 18 072 K004800 0 072 L004800 0 072 M004800 3 072 N004800 4 072 O004800 0 072 P004800 0 072 Q004800 0 072 R004800 10 072 S004800 6 072 T004800 0 072 U004800 0 072 V004800 0 072 W004800 1 072 X004800 42 072 Y004800 39 072 Z004800 4595 072AA004800 24957 072BB004800 0 072CC014800 0 072CC024800 14613 072DD014800 0 072DD024800 0 072EE004800 2514 073 A014800 0.0000 073 A024800 0.0000 073 B004800 0.0840 073 C004800 0.0000 074 A004800 72 074 B004800 10 074 C004800 0 074 D004800 0 074 E004800 0 074 F004800 0 074 G004800 0 074 H004800 0 074 I004800 939149 074 J004800 0 074 K004800 8 074 L004800 19868 074 M004800 0 074 N004800 959107 074 O004800 19920 074 P004800 1 074 Q004800 0 074 R014800 0 074 R024800 0 PAGE 192 074 R034800 0 074 R044800 22 074 S004800 0 074 T004800 939164 074 U014800 38260 074 U024800 0 074 V014800 24.55 074 V024800 0.00 074 W004800 0.0000 074 X004800 112 074 Y004800 0 075 A004800 0 075 B004800 751417 076 004800 0.00 015 A004901 INVESTORS BANK & TRUST COMPANY 015 B004901 C 015 C014901 BOSTON 015 C024901 MA 015 C034901 02116 015 E014901 X 024 004900 Y 025 A004901 CITIGROUP, INC. 025 B004901 52-1568099 025 C004901 D 025 D004901 35374 025 A004902 MORGAN STANLEY & CO., INC. 025 B004902 13-2655998 025 C004902 D 025 D004902 28385 025 D004903 0 025 D004904 0 025 D004905 0 025 D004906 0 025 D004907 0 025 D004908 0 028 A014900 14432 028 A024900 0 028 A034900 0 028 A044900 0 028 B014900 76737 028 B024900 180 028 B034900 0 028 B044900 308 028 C014900 140021 028 C024900 0 028 C034900 0 028 C044900 0 028 D014900 54263 028 D024900 0 028 D034900 0 028 D044900 0 PAGE 193 028 E014900 179652 028 E024900 684 028 E034900 0 028 E044900 0 028 F014900 105078 028 F024900 0 028 F034900 0 028 F044900 7 028 G014900 570183 028 G024900 864 028 G034900 0 028 G044900 315 028 H004900 0 037 004900 N 038 004900 0 039 004900 N 040 004900 N 041 004900 N 042 A004900 0 042 B004900 0 042 C004900 0 042 D004900 0 042 E004900 0 042 F004900 0 042 G004900 0 042 H004900 0 043 004900 0 044 004900 0 045 004900 Y 046 004900 N 047 004900 Y 048 004900 0.330 048 A014900 0 048 A024900 0.000 048 B014900 0 048 B024900 0.000 048 C014900 0 048 C024900 0.000 048 D014900 0 048 D024900 0.000 048 E014900 0 048 E024900 0.000 048 F014900 0 048 F024900 0.000 048 G014900 0 048 G024900 0.000 048 H014900 0 048 H024900 0.000 048 I014900 0 048 I024900 0.000 048 J014900 0 PAGE 194 048 J024900 0.000 048 K014900 0 048 K024900 0.000 049 004900 N 050 004900 N 051 004900 N 052 004900 N 053 A004900 Y 053 B004900 Y 053 C004900 N 055 A004900 N 055 B004900 N 056 004900 Y 057 004900 N 058 A004900 N 059 004900 Y 060 A004900 N 060 B004900 N 061 004900 5000000 062 A004900 N 062 B004900 0.0 062 C004900 0.0 062 D004900 0.0 062 E004900 0.0 062 F004900 0.0 062 G004900 0.0 062 H004900 0.0 062 I004900 0.0 062 J004900 0.0 062 K004900 0.0 062 L004900 0.0 062 M004900 0.0 062 N004900 0.0 062 O004900 0.0 062 P004900 0.0 062 Q004900 0.0 062 R004900 0.0 066 A004900 Y 066 B004900 N 066 C004900 N 066 D004900 Y 066 E004900 N 066 F004900 N 066 G004900 N 067 004900 N 068 A004900 N 068 B004900 N 069 004900 N 070 A014900 Y 070 A024900 Y 070 B014900 Y PAGE 195 070 B024900 N 070 C014900 N 070 C024900 N 070 D014900 Y 070 D024900 N 070 E014900 N 070 E024900 N 070 F014900 Y 070 F024900 Y 070 G014900 Y 070 G024900 N 070 H014900 Y 070 H024900 N 070 I014900 Y 070 I024900 N 070 J014900 Y 070 J024900 N 070 K014900 Y 070 K024900 N 070 L014900 N 070 L024900 N 070 M014900 N 070 M024900 N 070 N014900 Y 070 N024900 N 070 O014900 Y 070 O024900 N 070 P014900 Y 070 P024900 N 070 Q014900 N 070 Q024900 N 070 R014900 Y 070 R024900 N 071 A004900 610015 071 B004900 100774 071 C004900 348231 071 D004900 29 072 A004900 6 072 B004900 96 072 C004900 2786 072 D004900 0 072 E004900 0 072 F004900 659 072 G004900 0 072 H004900 0 072 I004900 0 072 J004900 19 072 K004900 0 072 L004900 0 072 M004900 2 072 N004900 7 PAGE 196 072 O004900 0 072 P004900 0 072 Q004900 0 072 R004900 23 072 S004900 2 072 T004900 0 072 U004900 0 072 V004900 0 072 W004900 233 072 X004900 945 072 Y004900 53 072 Z004900 1990 072AA004900 0 072BB004900 10009 072CC014900 0 072CC024900 936 072DD014900 197 072DD024900 747 072EE004900 0 073 A014900 0.0430 073 A024900 0.0440 073 B004900 0.0000 073 C004900 0.0000 074 A004900 0 074 B004900 63759 074 C004900 799 074 D004900 0 074 E004900 0 074 F004900 643729 074 G004900 0 074 H004900 0 074 I004900 0 074 J004900 0 074 K004900 9 074 L004900 9866 074 M004900 0 074 N004900 718162 074 O004900 0 074 P004900 262 074 Q004900 0 074 R014900 0 074 R024900 0 074 R034900 0 074 R044900 268 074 S004900 0 074 T004900 717632 074 U014900 13198 074 U024900 23645 074 V014900 19.47 074 V024900 19.48 074 W004900 0.0000 PAGE 197 074 X004900 132 074 Y004900 799 075 A004900 0 075 B004900 396207 076 004900 0.00 015 A005001 BROWN BROTHERS HARRIMAN & CO. 015 B005001 C 015 C015001 BOSTON 015 C025001 MA 015 C035001 02109 015 E015001 X 024 005000 Y 025 A005001 BEAR STEARNS & CO., INC. 025 B005001 13-3299429 025 C005001 E 025 D005001 53 025 A005002 CITIGROUP, INC. 025 B005002 52-1568099 025 C005002 E 025 D005002 545 025 D005003 0 025 D005004 0 025 D005005 0 025 D005006 0 025 D005007 0 025 D005008 0 028 A015000 0 028 A025000 0 028 A035000 0 028 A045000 0 028 B015000 0 028 B025000 0 028 B035000 0 028 B045000 0 028 C015000 0 028 C025000 0 028 C035000 0 028 C045000 0 028 D015000 0 028 D025000 0 028 D035000 0 028 D045000 0 028 E015000 50613 028 E025000 0 028 E035000 0 028 E045000 0 028 F015000 0 028 F025000 0 028 F035000 0 028 F045000 0 028 G015000 50613 PAGE 198 028 G025000 0 028 G035000 0 028 G045000 0 028 H005000 0 037 005000 Y 038 005000 0 039 005000 N 040 005000 N 041 005000 N 042 A005000 0 042 B005000 0 042 C005000 0 042 D005000 0 042 E005000 0 042 F005000 0 042 G005000 0 042 H005000 0 043 005000 0 044 005000 0 045 005000 Y 046 005000 N 047 005000 Y 048 005000 0.470 048 A015000 0 048 A025000 0.000 048 B015000 0 048 B025000 0.000 048 C015000 0 048 C025000 0.000 048 D015000 0 048 D025000 0.000 048 E015000 0 048 E025000 0.000 048 F015000 0 048 F025000 0.000 048 G015000 0 048 G025000 0.000 048 H015000 0 048 H025000 0.000 048 I015000 0 048 I025000 0.000 048 J015000 0 048 J025000 0.000 048 K015000 0 048 K025000 0.000 049 005000 N 050 005000 N 051 005000 N 052 005000 N 053 A005000 Y 053 B005000 Y PAGE 199 053 C005000 N 055 A005000 N 055 B005000 N 056 005000 Y 057 005000 N 058 A005000 N 059 005000 Y 060 A005000 N 060 B005000 N 061 005000 5000000 062 A005000 N 062 B005000 0.0 062 C005000 0.0 062 D005000 0.0 062 E005000 0.0 062 F005000 0.0 062 G005000 0.0 062 H005000 0.0 062 I005000 0.0 062 J005000 0.0 062 K005000 0.0 062 L005000 0.0 062 M005000 0.0 062 N005000 0.0 062 O005000 0.0 062 P005000 0.0 062 Q005000 0.0 062 R005000 0.0 066 A005000 Y 066 B005000 N 066 C005000 N 066 D005000 Y 066 E005000 N 066 F005000 N 066 G005000 N 067 005000 N 068 A005000 N 068 B005000 Y 069 005000 N 070 A015000 Y 070 A025000 N 070 B015000 Y 070 B025000 N 070 C015000 N 070 C025000 N 070 D015000 Y 070 D025000 N 070 E015000 N 070 E025000 N 070 F015000 Y 070 F025000 N PAGE 200 070 G015000 Y 070 G025000 N 070 H015000 Y 070 H025000 N 070 I015000 Y 070 I025000 N 070 J015000 Y 070 J025000 N 070 K015000 Y 070 K025000 N 070 L015000 Y 070 L025000 Y 070 M015000 Y 070 M025000 Y 070 N015000 Y 070 N025000 N 070 O015000 Y 070 O025000 N 070 P015000 Y 070 P025000 N 070 Q015000 N 070 Q025000 N 070 R015000 N 070 R025000 N 071 A005000 51284 071 B005000 1200 071 C005000 49039 071 D005000 2 072 A005000 2 072 B005000 6 072 C005000 122 072 D005000 0 072 E005000 0 072 F005000 27 072 G005000 0 072 H005000 0 072 I005000 3 072 J005000 13 072 K005000 0 072 L005000 0 072 M005000 0 072 N005000 0 072 O005000 0 072 P005000 0 072 Q005000 0 072 R005000 8 072 S005000 0 072 T005000 0 072 U005000 0 072 V005000 0 072 W005000 10 PAGE 201 072 X005000 61 072 Y005000 26 072 Z005000 93 072AA005000 75 072BB005000 0 072CC015000 0 072CC025000 739 072DD015000 0 072DD025000 0 072EE005000 0 073 A015000 0.0000 073 A025000 0.0000 073 B005000 0.0000 073 C005000 0.0000 074 A005000 24 074 B005000 0 074 C005000 700 074 D005000 0 074 E005000 102 074 F005000 49136 074 G005000 0 074 H005000 0 074 I005000 0 074 J005000 0 074 K005000 19 074 L005000 84 074 M005000 29 074 N005000 50094 074 O005000 0 074 P005000 27 074 Q005000 0 074 R015000 0 074 R025000 0 074 R035000 0 074 R045000 25 074 S005000 0 074 T005000 50042 074 U015000 2531 074 U025000 0 074 V015000 19.77 074 V025000 0.00 074 W005000 0.0000 074 X005000 1 074 Y005000 0 075 A005000 0 075 B005000 50144 076 005000 0.00 SIGNATURE SUSAN RANDALL HARBERT TITLE TREASURER EX-99 2 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 0.02% of the Fund's total assets as of August 31, 2004. 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 3 att77h.txt SUB-ITEM 77H The following shareholders held greater than 25% of the outstanding shares of a series of the Trust as of August 31, 2004: Fund Shareholder GMO Alpha Only Fund Evergreen Asset Allocation Fund GMO Asia Fund The Northern Trust Co. FBO Mayo Foundation GMO Asia Fund Leland Stanford Junior University II GMO Core Plus Bond Fund Evergreen Asset Allocation Fund GMO Currency Hedged International Bond Fund GMO Benchmark Free Allocation Fund GMO Currency Hedged International Equity Fund Evergreen Asset Allocation Fund GMO Domestic Bond Fund Evergreen Asset Allocation Fund GMO Emerging Country Debt Share Fund Sprint Corporate Master Trust GMO Emerging Country Debt Share Fund Fidelity Investments Institutional GMO Foreign Small Companies Fund Virginia Retirement System GMO Global Bond Fund Fresno County Employees' Retirement Association GMO Global Bond Fund General Retirement System of The City Detroit GMO Global Growth Fund GMO Global Growth Fund GMO Inflation Indexed Bond Fund GMO Benchmark Free Allocation Fund GMO International Disciplined Equity Fund The Paul Hamlyn Foundation GMO International Growth Fund Evergreen Asset Allocation Fund GMO Intrinsic Value Fund Corning Retirement Master Trust GMO Real Estate Fund Evergreen Asset Allocation Fund GMO Special Purpose Holding Fund Verib NYXF1776322 GMO Taiwan Fund Pension Reserves Investment Trust GMO Tax-Managed US Equity Fund Northern Trust Co. FBO BA Sev Core LLC GMO Tobacco-Free Core Fund Memorial Sloan-Kettering Cancer Center GMO U.S. Quality Equity Fund Evergreen Asset Allocation Fund GMO U.S. Sector Fund The Board of Trustees of the University of Illinois GMO Value Fund Nabank & Co
The following shareholders ceased to hold greater than 25% of the outstanding shares of a series of the Trust during the period March 1, 2004 through August 31, 2004: Fund Shareholder GMO Asia Fund Princeton University TR GMO Benchmark-Free Allocation The Ministers and Missionaries Benefit Board of American Baptist Churces GMO Core Plus Bond Fund Bost & Co A/C NYXF174740 (Verizon-Core Plus) GMO International Disciplined Equity Fund Mac & Co A/C KREF0756022 Kresge Foundation GMO International Disciplined Equity Fund State Street Bank & Trust Company TR GMO Intrinsic Value Fund Princeton University TR GMO Short-Duration Investment Fund Bost & Co A/C NYXF1049822 (Verizon-STIF) GMO Taiwan Fund Teachers Retirement System of The State of Illinois
EX-99 4 att77q1a.txt MANAGEMENT CONTRACT Management Contract executed as of June 25, 2004 between GMO TRUST, a Massachusetts business trust (the "Trust") on behalf of its GMO Global Growth Fund (the "Fund"), and GRANTHAM, MAYO, VAN OTTERLOO & CO. LLC, a Massachusetts limited liability company (the "Manager"). W I T N E S S E T H: That in consideration of the mutual covenants herein contained, it is agreed as follows: 1. SERVICES TO BE RENDERED BY MANAGER TO THE TRUST. (a) Subject always to the control of the Trustees of the Trust and to such policies as the Trustees may determine, the Manager will, at its expense, (i) furnish continuously an investment program for the Fund and will make investment decisions on behalf of the Fund and place all orders for the purchase and sale of its portfolio securities and (ii) furnish office space and equipment, provide bookkeeping and clerical services (excluding determination of net asset value, shareholder accounting services and the fund accounting services for the Fund being supplied by Investors Bank & Trust Company or such other administrator as the Fund may engage from time to time) and pay all salaries, fees and expenses of officers and Trustees of the Trust who are affiliated with the Manager. In the performance of its duties, the Manager will comply with the provisions of the Agreement and Declaration of Trust and By-laws of the Trust and the Fund's stated investment objective, policies and restrictions. (b) In placing orders for the portfolio transactions of the Fund, the Manager will seek the best price and execution available, except to the extent it may be permitted to pay higher brokerage commissions for brokerage and research services as described below. In using its best efforts to obtain for the Fund the most favorable price and execution available, the Manager shall consider all factors it deems relevant, including, without limitation, the overall net economic result to the Fund (involving price paid or received and any commissions and other costs paid), the efficiency with which the transaction is effected, the ability to effect the transaction at all where a large block is involved, availability of the broker to stand ready to execute possibly difficult transactions in the future and financial strength and stability of the broker. Subject to such policies as the Trustees may determine, the Manager shall not be deemed to have acted unlawfully or to have breached any duty created by this Contract or otherwise solely by reason of its having caused a Fund to pay a broker or dealer that provides brokerage and research services to the Manager an amount of commission for effecting a portfolio investment transaction in excess of the amount of commission another broker or dealer would have charged for effecting that transaction, if the Manager determines in good faith that such amount of commission was reasonable in relation to the value of the brokerage and research services provided by such broker or dealer, viewed in terms of either that particular transaction or the Manager's overall responsibilities with respect to the Trust and to other clients of the Manager as to which the Manager exercises investment discretion. (c) The Manager shall not be obligated under this agreement to pay any expenses of or for the Trust or of or for the Fund not expressly assumed by the Manager pursuant to this Section 1 other than as provided in Section 3. 2. OTHER AGREEMENTS, ETC. It is understood that any of the shareholders, Trustees, officers and employees of the Trust may be a partner, shareholder, director, officer or employee of, or be otherwise interested in, the Manager, and in any person controlled by or under common control with the Manager, and that the Manager and any person controlled by or under common control with the Manager may have an interest in the Trust. It is also understood that the Manager and persons controlled by or under common control with the Manager have and may have advisory, management service, distribution or other contracts with other organizations and persons, and may have other interests and businesses. 3. COMPENSATION TO BE PAID BY THE TRUST TO THE MANAGER. The Fund will pay to the Manager as compensation for the Manager's services rendered, for the facilities furnished and for the expenses borne by the Manager pursuant to Section 1, a fee, computed and paid monthly at the annual rate of 0.47% of the Fund's average daily net asset value. Such average daily net asset value of the Fund shall be determined by taking an average of all of the determinations of such net asset value during such month at the close of business on each business day during such month while this Contract is in effect. Such fee shall be payable for each month within five (5) business days after the end of such month. In the event that expenses of the Fund for any fiscal year should exceed the expense limitation on investment company expenses imposed by any statute or regulatory authority of any jurisdiction in which shares of the Trust are qualified for offer and sale, the compensation due the Manager for such fiscal year shall be reduced by the amount of such excess by a reduction or refund thereof. In the event that the expenses of the Fund exceed any expense limitation which the Manager may, by written notice to the Trust, voluntarily declare to be effective with respect to the Fund, subject to such terms and conditions as the Manager may prescribe in such notice, the compensation due the Manager shall be reduced, and, if necessary, the Manager shall bear the Fund's expenses to the extent required by such expense limitation. If the Manager shall serve for less than the whole of a month, the foregoing compensation shall be prorated. 4. ASSIGNMENT TERMINATES THIS CONTRACT; AMENDMENTS OF THIS CONTRACT. This Contract shall automatically terminate, without the payment of any penalty, in the event of its assignment; and this Contract shall not be amended unless such amendment is approved at a meeting by the affirmative vote of a majority of the outstanding shares of the Fund, and by the vote, cast in person at a meeting called for the purpose of voting on such approval, of a majority of the Trustees of the Trust who are not interested persons of the Trust or of the Manager. 5. EFFECTIVE PERIOD AND TERMINATION OF THIS CONTRACT. This Contract shall become effective upon its execution, and shall remain in full force and effect continuously thereafter (unless terminated automatically as set forth in Section 4) until terminated as follows: (a) Either party hereto may at any time terminate this Contract by not more than sixty days' written notice delivered or mailed by registered mail, postage prepaid, to the other party, or (b) If (i) the Trustees of the Trust or the shareholders by the affirmative vote of a majority of the outstanding shares of the Fund, and (ii) a majority of the Trustees of the Trust who are not interested persons of the Trust or of the Manager, by vote cast in person at a meeting called for the purpose of voting on such approval, do not specifically approve at least annually the continuance of this Contract, then this Contract shall automatically terminate at the close of business on the second anniversary of its execution, or upon the expiration of one year from the effective date of the last such continuance, whichever is later; provided, however, that if the continuance of this Contract is submitted to the shareholders of the Fund for their approval and such shareholders fail to approve such continuance of this Contract as provided herein, the Manager may continue to serve hereunder in a manner consistent with the Investment Company Act of 1940 and the rules and regulations thereunder. Action by the Trust under (a) above may be taken either (i) by vote of a majority of its Trustees, or (ii) by the affirmative vote of a majority of the outstanding shares of the Fund. Termination of this Contract pursuant to this Section 5 shall be without the payment of any penalty. 6. CERTAIN DEFINITIONS. For the purposes of this Contract, the "affirmative vote of a majority of the outstanding shares" of the Fund means the affirmative vote, at a duly called and held meeting of shareholders, (a) of the holders of 67% or more of the shares of the Fund present (in person or by proxy) and entitled to vote at such meeting, if the holders of more than 50% of the outstanding shares of the Fund entitled to vote at such meeting are present in person or by proxy, or (b) of the holders of more than 50% of the outstanding shares of the Fund entitled to vote at such meeting, whichever is less. For the purposes of this Contract, the terms "affiliated person", "control", "interested person" and "assignment" shall have their respective meanings defined in the Investment Company Act of 1940 and the rules and regulations thereunder, subject, however, to such exemptions as may be granted by the Securities and Exchange Commission under said Act; and the phrase "specifically approve at least annually" shall be construed in a manner consistent with the Investment Company Act of 1940 and the rules and regulations thereunder. 7. NONLIABILITY OF MANAGER. In the absence of willful misfeasance, bad faith or gross negligence on the part of the Manager, or reckless disregard of its obligations and duties hereunder, the Manager shall not be subject to any liability to the Trust, or to any shareholder of the Trust, for any act or omission in the course of, or connected with, rendering services hereunder. 8. INITIALS "GMO". The Manager owns the initials "GMO" which may be used by the Trust only with the consent of the Manager. The Manager consents to the use by the Trust of the name "GMO Trust" or any other name embodying the initials "GMO", in such forms as the Manager shall in writing approve, but only on condition and so long as (i) this Contract shall remain in full force and (ii) the Trust shall fully perform, fulfill and comply with all provisions of this Contract expressed herein to be performed, fulfilled or complied with by it. No such name shall be used by the Trust at any time or in any place or for any purposes or under any conditions except as in this section provided. The foregoing authorization by the Manager to the Trust to use said initials as part of a business or name is not exclusive of the right of the Manager itself to use, or to authorize others to use, the same; the Trust acknowledges and agrees that as between the Manager and the Trust, the Manager has the exclusive right so to authorize others to use the same; the Trust acknowledges and agrees that as between the Manager and the Trust, the Manager has the exclusive right so to use, or authorize others to use, said initials and the Trust agrees to take such action as may reasonably be requested by the Manager to give full effect to the provisions of this section (including, without limitation, consenting to such use of said initials). Without limiting the generality of the foregoing, the Trust agrees that, upon any termination of this Contract by either party or upon the violation of any of its provisions by the Trust, the Trust will, at the request of the Manager made within six months after the Manager has knowledge of such termination or violation, use its best efforts to change the name of the Trust so as to eliminate all reference, if any, to the initials "GMO" and will not thereafter transact any business in a name containing the initials "GMO" in any form or combination whatsoever, or designate itself as the same entity as or successor to an entity of such name, or otherwise use the initials "GMO" or any other reference to the Manager. Such covenants on the part of the Trust shall be binding upon it, its trustees, officers, stockholders, creditors and all other persons claiming under or through it. 9. LIMITATION OF LIABILITY OF THE TRUSTEES AND SHAREHOLDERS. A copy of the Agreement and Declaration of Trust of the Trust is on file with the Secretary of The Commonwealth of Massachusetts, and notice is hereby given that this instrument is executed on behalf of the Trustees of the Trust as Trustees and not individually and that the obligations of this instrument are not binding upon any of the Trustees or shareholders individually but are binding only upon the assets and property of the Fund. IN WITNESS WHEREOF, GMO TRUST and GRANTHAM, MAYO, VAN OTTERLOO & CO. LLC have each caused this instrument to be signed in duplicate on its behalf by its duly authorized representative, all as of the day and year first above written. GMO TRUST By /s/ Elaine M. Hartnett Title: Vice President and Secretary GRANTHAM, MAYO, VAN OTTERLOO & CO. LLC By /s/ William R. Royer Title: General Counsel and Partner EX-99 5 att77q1b.txt GMO TRUST AMENDMENT NO. 15 TO AMENDED AND RESTATED AGREEMENT AND DECLARATION OF TRUST The undersigned, constituting at least a majority of the trustees of the GMO Trust, a Massachusetts business trust created and existing under an Amended and Restated Agreement and Declaration of Trust dated June 23, 2000 (the "Declaration of Trust"), a copy of which is on file in the Office of the Secretary of The Commonwealth of Massachusetts, having determined that it is desirable and appropriate to change the name of the "GMO Global Hedged Equity Fund," a series of the GMO Trust, to the "GMO Alpha Only Fund," do hereby direct that this Amendment No. 15 be filed with the Secretary of The Commonwealth of Massachusetts and do hereby amend the Declaration of Trust so that Schedule 3.6 of the Declaration of Trust is amended and restated in its entirety as attached hereto. The foregoing amendment shall become effective on August 30, 2004. IN WITNESS WHEREOF, we have hereunto set our hands for ourselves and for our successors and assigns this 27th day of August 2004. /s/ Donald W. Glazer Donald W. Glazer 225 Kenrick Street Newton, MA 02458 /s/ R. Jeremy Grantham R. Jeremy Grantham 40 Rowes Wharf Boston, MA 02110 /s/ Jay O. Light Jay O. Light 30 Wellesley Road Belmont, MA 02478 Schedule 3.6 to Decl. of Trust Series GMO U.S. Core Fund GMO Tobacco-Free Core Fund GMO Value Fund GMO Intrinsic Value Fund GMO Growth Fund GMO Small Cap Value Fund GMO Small Cap Growth Fund GMO Real Estate Fund GMO Tax-Managed U.S. Equities Fund GMO Tax-Managed Small Companies Fund GMO International Disciplined Equity Fund GMO International Intrinsic Value Fund GMO International Growth Fund GMO Currency Hedged International Equity Fund GMO Foreign Fund GMO Foreign Small Companies Fund GMO International Small Companies Fund GMO Emerging Markets Fund GMO Emerging Countries Fund GMO Asia Fund GMO Tax-Managed International Equities Fund GMO Domestic Bond Fund GMO Core Plus Bond Fund GMO International Bond Fund GMO Currency Hedged International Bond Fund GMO Global Bond Fund GMO Emerging Country Debt Fund GMO Short-Duration Investment Fund GMO Alpha Only Fund GMO Inflation Indexed Bond Fund GMO Emerging Country Debt Share Fund GMO International Equity Allocation Fund GMO Global Balanced Asset Allocation Fund GMO Global (U.S.+) Equity Allocation Fund GMO U.S. Sector Fund GMO International Core Plus Allocation Fund GMO Special Purpose Holding Fund GMO Taiwan Fund GMO Short-Duration Collateral Fund GMO Benchmark-Free Allocation Fund GMO U.S. Quality Equity Fund GMO Global Growth Fund GMO Real Asset Fund EX-99 6 att77q1c.txt GMO TRUST AMENDMENT NO. 14 TO AMENDED AND RESTATED AGREEMENT AND DECLARATION OF TRUST The undersigned, constituting at least a majority of the trustees of the GMO Trust, a Massachusetts business trust created and existing under an Amended and Restated Agreement and Declaration of Trust dated June 23, 2000 (the "Declaration of Trust"), a copy of which is on file in the Office of the Secretary of The Commonwealth of Massachusetts, having determined that it is desirable and appropriate to establish and designate one new series of the GMO Trust, "GMO Real Asset Fund," do hereby direct that this Amendment No. 14 be filed with the Secretary of The Commonwealth of Massachusetts and do hereby amend the Declaration of Trust so that Schedule 3.6 of the Declaration of Trust is amended and restated in its entirety as attached hereto. The foregoing amendment shall become effective on July 6, 2004. IN WITNESS WHEREOF, we have hereunto set our hands for ourselves and for our successors and assigns this 6th day of July 2004. /s/ Donald W. Glazer Donald W. Glazer 225 Kenrick Street Newton, MA 02458 /s/ R. Jeremy Grantham R. Jeremy Grantham 40 Rowes Wharf Boston, MA 02110 /s/ Jay O. Light Jay O. Light 30 Wellesley Road Belmont, MA 02478 Schedule 3.6 to Decl. of Trust Series GMO U.S. Core Fund GMO Tobacco-Free Core Fund GMO Value Fund GMO Intrinsic Value Fund GMO Growth Fund GMO Small Cap Value Fund GMO Small Cap Growth Fund GMO Real Estate Fund GMO Tax-Managed U.S. Equities Fund GMO Tax-Managed Small Companies Fund GMO International Disciplined Equity Fund GMO International Intrinsic Value Fund GMO International Growth Fund GMO Currency Hedged International Equity Fund GMO Foreign Fund GMO Foreign Small Companies Fund GMO International Small Companies Fund GMO Emerging Markets Fund GMO Emerging Countries Fund GMO Asia Fund GMO Tax-Managed International Equities Fund GMO Domestic Bond Fund GMO Core Plus Bond Fund GMO International Bond Fund GMO Currency Hedged International Bond Fund GMO Global Bond Fund GMO Emerging Country Debt Fund GMO Short-Duration Investment Fund GMO Global Hedged Equity Fund GMO Inflation Indexed Bond Fund GMO Emerging Country Debt Share Fund GMO International Equity Allocation Fund GMO Global Balanced Asset Allocation Fund GMO Global (U.S.+) Equity Allocation Fund GMO U.S. Sector Fund GMO International Core Plus Allocation Fund GMO Special Purpose Holding Fund GMO Taiwan Fund GMO Short-Duration Collateral Fund GMO Benchmark-Free Allocation Fund GMO U.S. Quality Equity Fund GMO Global Growth Fund GMO Real Asset Fund EX-99 7 att77q1d.txt GMO TRUST AMENDMENT NO. 13 TO AMENDED AND RESTATED AGREEMENT AND DECLARATION OF TRUST The undersigned, constituting at least a majority of the trustees of the GMO Trust, a Massachusetts business trust created and existing under an Amended and Restated Agreement and Declaration of Trust dated June 23, 2000 (the "Declaration of Trust"), a copy of which is on file in the Office of the Secretary of The Commonwealth of Massachusetts, having determined that it is desirable and appropriate to establish and designate one new series of the GMO Trust, "GMO Global Growth Fund," do hereby direct that this Amendment No. 13 be filed with the Secretary of The Commonwealth of Massachusetts and do hereby amend the Declaration of Trust so that Schedule 3.6 of the Declaration of Trust is amended and restated in its entirety as attached hereto. The foregoing amendment shall become effective on June 24, 2004. IN WITNESS WHEREOF, we have hereunto set our hands for ourselves and for our successors and assigns this 23rd day of June 2004. /s/ Donald W. Glazer Donald W. Glazer 225 Kenrick Street Newton, MA 02458 /s/ R. Jeremy Grantham R. Jeremy Grantham 40 Rowes Wharf Boston, MA 02110 /s/ Jay O. Light Jay O. Light 30 Wellesley Road Belmont, MA 02478 Schedule 3.6 to Decl. of Trust Series GMO U.S. Core Fund GMO Tobacco-Free Core Fund GMO Value Fund GMO Intrinsic Value Fund GMO Growth Fund GMO Small Cap Value Fund GMO Small Cap Growth Fund GMO Real Estate Fund GMO Tax-Managed U.S. Equities Fund GMO Tax-Managed Small Companies Fund GMO International Disciplined Equity Fund GMO International Intrinsic Value Fund GMO International Growth Fund GMO Currency Hedged International Equity Fund GMO Foreign Fund GMO Foreign Small Companies Fund GMO International Small Companies Fund GMO Emerging Markets Fund GMO Emerging Countries Fund GMO Asia Fund GMO Tax-Managed International Equities Fund GMO Domestic Bond Fund GMO Core Plus Bond Fund GMO International Bond Fund GMO Currency Hedged International Bond Fund GMO Global Bond Fund GMO Emerging Country Debt Fund GMO Short-Duration Investment Fund GMO Global Hedged Equity Fund GMO Inflation Indexed Bond Fund GMO Emerging Country Debt Share Fund GMO International Equity Allocation Fund GMO Global Balanced Asset Allocation Fund GMO Global (U.S.+) Equity Allocation Fund GMO U.S. Sector Fund GMO International Core Plus Allocation Fund GMO Special Purpose Holding Fund GMO Taiwan Fund GMO Short-Duration Collateral Fund GMO Benchmark-Free Allocation Fund GMO U.S. Quality Equity Fund GMO Global Growth Fund EX-99 8 att77q1e.txt GMO TRUST AMENDMENT NO. 12 TO AMENDED AND RESTATED AGREEMENT AND DECLARATION OF TRUST The undersigned, constituting at least a majority of the trustees of the GMO Trust, a Massachusetts business trust created and existing under an Amended and Restated Agreement and Declaration of Trust dated June 23, 2000 (the "Declaration of Trust"), a copy of which is on file in the Office of the Secretary of The Commonwealth of Massachusetts, having determined that it is desirable and appropriate to change the name of the "GMO Alpha LIBOR Fund," a series of the GMO Trust, to the "GMO Special Purpose Holding Fund," do hereby direct that this Amendment No. 12 be filed with the Secretary of The Commonwealth of Massachusetts and do hereby amend the Declaration of Trust so that Schedule 3.6 of the Declaration of Trust is amended and restated in its entirety as attached hereto. The foregoing amendment shall become effective on April 1, 2004. IN WITNESS WHEREOF, we have hereunto set our hands for ourselves and for our successors and assigns this 31st day of March 2004. /s/ Donald W. Glazer Donald W. Glazer 225 Kenrick Street Newton, MA 02458 /s/ R. Jeremy Grantham R. Jeremy Grantham 40 Rowes Wharf Boston, MA 02110 /s/ Jay O. Light Jay O. Light 30 Wellesley Road Belmont, MA 02478 Schedule 3.6 to Decl. of Trust Series GMO U.S. Core Fund GMO Tobacco-Free Core Fund GMO Value Fund GMO Intrinsic Value Fund GMO Growth Fund GMO Small Cap Value Fund GMO Small Cap Growth Fund GMO Real Estate Fund GMO Tax-Managed U.S. Equities Fund GMO Tax-Managed Small Companies Fund GMO International Disciplined Equity Fund GMO International Intrinsic Value Fund GMO International Growth Fund GMO Currency Hedged International Equity Fund GMO Foreign Fund GMO Foreign Small Companies Fund GMO International Small Companies Fund GMO Emerging Markets Fund GMO Emerging Countries Fund GMO Asia Fund GMO Tax-Managed International Equities Fund GMO Domestic Bond Fund GMO Core Plus Bond Fund GMO International Bond Fund GMO Currency Hedged International Bond Fund GMO Global Bond Fund GMO Emerging Country Debt Fund GMO Short-Duration Investment Fund GMO Global Hedged Equity Fund GMO Inflation Indexed Bond Fund GMO Emerging Country Debt Share Fund GMO International Equity Allocation Fund GMO Global Balanced Asset Allocation Fund GMO Global (U.S.+) Equity Allocation Fund GMO U.S. Sector Fund GMO International Core Plus Allocation Fund GMO Special Purpose Holding Fund GMO Taiwan Fund GMO Short-Duration Collateral Fund GMO Benchmark-Free Allocation Fund GMO U.S. Quality Equity Fund EX-99 9 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, 2004 Re: GMO Trust - Item 77 Attachments - Form N-SAR For Period March 1, 2004 - August 31, 2004 GMO TRUST Item 7 As a reminder to update on your report under item #7: Effective June 25, 2004, a new series of the GMO Trust became effective: GMO Global Growth Fund Effective April 1, 2004 the name of GMO Alpha LIBOR Fund ("ALF") has been changed to: GMO Special Purpose Holding Fund ? Effective August 30, 2004, the name of GMO Global Hedged Equity Fund has been changed to: GMO Alpha Only Fund ? Effective September 23, 2004, the name of GMO Asia Fund has been changed to: GMO Emerging Markets Quality Fund Item 77D Effective April 1, 2004, in addition to the name change of GMO Alpha LIBOR Fund to GMO Special Purpose Holding Fund, its investment objective and operating policies changed. GMO Special Purpose Holding Fund's investment objective is total return, and its assets are primarily limited to a special purpose vehicle that holds certain defaulted securities, certain claims relating to such securities, and cash and cash items. GMO Special Purpose Holding Fund is presently closed to new investments by existing or prospective shareholders. Effective September 23, 2004, in addition to the name change of GMO Asia Fund to GMO Emerging Markets Quality Fund, its investment objective and strategies have changed. The Fund's investment objective is to seek broad exposure to the higher quality companies in emerging markets. The Fund typically makes equity investments in companies whose stocks are traded in the securities markets of emerging countries in Asia, Latin America, the Middle East, Africa and Europe. The Manager uses proprietary quality models to evaluate an issuer's quality score. GMO Global (U.S.+) Equity Allocation Fund and GMO U.S. Sector Fund: Footnote 4 to the "Fees and expenses" table for GMO Global (U.S.+) Equity Allocation Fund and footnote 5 to the "Fees and expenses" table for GMO U.S. Sector Fund are amended to reflect the Manager's contractual agreement to reimburse each Fund through at least December 31, 2004 for certain of such Funds' operating expenses, as described more fully in the "Fees and expenses" tables. Accordingly, each instance of "September 30, 2004" in the footnotes is replaced with "December 31, 2004." Item 77I Effective September 23, 2004, GMO Emerging Markets Quality Fund added a new class of fund shares, Class VI. This class of shares is distinguished from the other classes by its minimum total fund investment of $300 million or minimum total investment with GMO plus fund investment of $750 million plus $35 million in the fund and its Shareholder Service fee of .055%. Item 77Q1 (a) Attached are copies of the following Amendments to the GMO Trust - Declaration of Trust Amendment No. 15: GMO Global Hedged Equity Fund changed its name to: GMO Alpha Only Fund Amendment No.14: GMO Real Asset Fund was added as a new series of the Trust (registration statement delayed; fund has not commenced operations) Amendment No. 13: GMO Global Growth Fund was added as a new series of the Trust Amendment No. 12: GMO Alpha LIBOR Fund changed its name to: GMO Special Purpose Holding Fund Item 77Q1 (e) Attached is a copy of the following investment advisory contract with Grantham Mayo Van Otterloo & Co LLC: GMO Trust on behalf of GMO Global Growth Fund, June 25, 2004 Item 81 Yes -----END PRIVACY-ENHANCED MESSAGE-----