-----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, StOyRc1WqdaltemGsDnmt21AE0lGWD2MUXoKhMZbea+xjr/10icEYNDeiMbtTBsY ej/UO7NTSlbzjZS1KFb9+g== 0000897436-95-000087.txt : 19951030 0000897436-95-000087.hdr.sgml : 19951030 ACCESSION NUMBER: 0000897436-95-000087 CONFORMED SUBMISSION TYPE: NSAR-A PUBLIC DOCUMENT COUNT: 20 CONFORMED PERIOD OF REPORT: 19950831 FILED AS OF DATE: 19951027 SROS: NONE FILER: COMPANY DATA: COMPANY CONFORMED NAME: GMO TRUST CENTRAL INDEX KEY: 0000772129 STANDARD INDUSTRIAL CLASSIFICATION: UNKNOWN SIC - 0000 [0000] STATE OF INCORPORATION: MA FISCAL YEAR END: 0228 FILING VALUES: FORM TYPE: NSAR-A SEC ACT: 1940 Act SEC FILE NUMBER: 811-04347 FILM NUMBER: 95585134 BUSINESS ADDRESS: STREET 1: 40 ROWES WHARF CITY: BOSTON STATE: MA ZIP: 02110 BUSINESS PHONE: 6173307500 FORMER COMPANY: FORMER CONFORMED NAME: GMO CORE TRUST DATE OF NAME CHANGE: 19900927 NSAR-A 1 N-SAR (3.0.A) PAGE 1 000 A000000 08/31/95 000 C000000 0000772129 000 D000000 N 000 E000000 NF 000 F000000 Y 000 G000000 N 000 H000000 N 000 I000000 3.0.a 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 19 007 C010100 1 007 C020100 GMO CORE FUND 007 C030100 N 007 C010200 2 007 C010300 3 007 C020300 GMO INTERNATIONAL CORE FUND 007 C030300 N 007 C010400 4 007 C020400 GMO GROWTH ALLOCATION FUND 007 C030400 N 007 C010500 5 007 C020500 PELICAN FUND 007 C030500 N 007 C010600 6 007 C020600 GMO SHORT-TERM INCOME FUND 007 C030600 N 007 C010700 7 007 C020700 GMO JAPAN FUND 007 C030700 N 007 C010800 8 007 C020800 GMO VALUE ALLOCATION FUND 007 C030800 N 007 C010900 9 007 C020900 GMO TOBACCO-FREE CORE FUND 007 C030900 N 007 C011000 10 007 C021000 GMO FUNDAMENTAL VALUE FUND 007 C031000 N 007 C011100 11 PAGE 2 007 C021100 GMO CORE II SECONDARIES FUND 007 C031100 N 007 C011200 12 007 C011300 13 007 C021300 GMO INTERNATIONAL SMALL COMPANIES FUND 007 C031300 N 007 C011400 14 007 C021400 GMO U.S. SECTOR ALLOCATION FUND 007 C031400 N 007 C011500 15 007 C021500 GMO EMERGING MARKETS FUND 007 C031500 N 007 C011600 16 007 C021600 GMO INTERNATIONAL BOND FUND 007 C031600 N 007 C011700 17 007 C021700 GMO EMERGING COUNTRY DEBT FUND 007 C031700 N 007 C011800 18 007 C021800 GMO GLOBAL HEDGED EQUITY FUND 007 C031800 N 007 C011900 19 007 C021900 GMO DOMESTIC BOND FUND 007 C031900 N 007 C012000 20 007 C022000 GMO CURRENCY HEDGED INTERNATIONAL BOND FUND 007 C032000 N 007 C012100 21 007 C022100 GMO CURRENCY HEDGED INTERNATIONAL CORE FUND 007 C032100 N 007 C012200 22 007 C012300 23 007 C012400 24 007 C012500 25 007 C012600 26 007 C012700 27 007 C012800 28 007 C012900 29 007 C013000 30 007 C013100 31 007 C013200 32 007 C013300 33 007 C013400 34 007 C013500 35 007 C013600 36 007 C013700 37 007 C013800 38 007 C013900 39 007 C014000 40 013 A00AA01 PRICE WATERHOUSE 013 B01AA01 BOSTON PAGE 3 013 B02AA01 MA 013 B03AA01 02110 018 00AA00 Y 019 A00AA00 Y 019 B00AA00 19 019 C00AA00 GMOMUTUALF 020 A000001 SALOMON BROTHERS 020 B000001 13-2655998 020 C000001 1004 020 A000002 BEAR STEARNS 020 B000002 13-4946705 020 C000002 527 020 A000003 ELKINS MCF 020 C000003 410 020 A000004 MORGAN STANLEY 020 B000004 13-2655998 020 C000004 395 020 A000005 CARR (WI) 020 C000005 319 020 A000006 INVESTMENT TECHNOLOGY GROUP 020 C000006 286 020 A000007 INSTINET 020 C000007 286 020 A000008 UBS SECURITIES 020 C000008 256 020 A000009 CANTOR & FITZGERALD 020 C000009 161 020 A000010 MERRILL LYNCH 020 C000010 148 021 000000 5594 022 A000001 INVESTORS BANK & TRUST CO. (DIRECT ISSUE) 022 B000001 04-2447211 022 C000001 57210200 022 D000001 0 022 A000002 BROWN BROTHERS HARRIMAN & CO. (DIRECT ISSUE) 022 C000002 19184885 022 D000002 7413819 022 A000003 PRUDENTIAL SECURITIES 022 B000003 22-2347336 022 C000003 2024810 022 D000003 0 022 A000004 GOLDMAN SACHS 022 B000004 13-5108880 022 C000004 1158544 022 D000004 356496 022 A000005 BEAR STEARNS 022 B000005 13-4946705 022 C000005 877134 022 D000005 450864 022 A000006 SWISS BANC CORP 022 C000006 855979 PAGE 4 022 D000006 442885 022 A000007 FIRST BOSTON 022 C000007 424075 022 D000007 145441 022 A000008 AIG TRADING 022 C000008 259760 022 D000008 129069 022 A000009 MORGAN (JP) 022 C000009 167049 022 D000009 183743 022 A000010 CANTOR & FITGERALD 022 C000010 293697 022 D000010 11190 023 C000000 83973241 023 D000000 10037617 024 00AA00 N 026 A000000 N 026 B000000 Y 026 C000000 N 026 D000000 Y 026 E000000 N 026 F000000 N 026 G010000 N 026 G020000 N 026 H000000 N 027 000000 Y 029 00AA00 N 030 A00AA00 0 030 B00AA00 0.00 030 C00AA00 0.00 034 00AA00 N 035 00AA00 0 036 B00AA00 0 054 A00AA00 Y 054 B00AA00 Y 054 C00AA00 Y 054 D00AA00 N 054 E00AA00 N 054 F00AA00 N 054 G00AA00 Y 054 H00AA00 Y 054 I00AA00 N 054 J00AA00 Y 054 K00AA00 Y 054 L00AA00 Y 054 M00AA00 Y 054 N00AA00 Y 054 O00AA00 Y 055 A00AA00 N 055 B00AA00 N 056 00AA00 Y PAGE 5 057 00AA00 N 077 A000000 N 078 000000 N 008 A000101 GRANTHAM, MAYO, VAN OTTERLOO & CO. 008 B000101 A 008 C000101 801-6003 008 D010101 BOSTON 008 D020101 MA 008 D030101 02110 012 A000101 INVESTORS BANK & TRUST COMPANY 012 B000101 85-720 012 C010101 BOSTON 012 C020101 MA 012 C030101 02111 015 A000101 INVESTORS BANK & TRUST COMPANY 015 B000101 C 015 C010101 BOSTON 015 C020101 MA 015 C030101 02111 015 E010101 X 028 A010100 22992 028 A020100 0 028 A030100 0 028 A040100 12414 028 B010100 65896 028 B020100 8292 028 B030100 0 028 B040100 4933 028 C010100 55458 028 C020100 0 028 C030100 0 028 C040100 14977 028 D010100 13299 028 D020100 0 028 D030100 0 028 D040100 76997 028 E010100 50960 028 E020100 0 028 E030100 0 028 E040100 11944 028 F010100 47820 028 F020100 15911 028 F030100 0 028 F040100 5376 028 G010100 256425 028 G020100 24203 028 G030100 0 028 G040100 126641 028 H000100 0 037 000100 N 038 000100 0 PAGE 6 039 000100 N 040 000100 N 045 000100 Y 046 000100 N 047 000100 Y 048 000100 0.525 048 A010100 0 048 A020100 0.000 048 B010100 0 048 B020100 0.000 048 C010100 0 048 C020100 0.000 048 D010100 0 048 D020100 0.000 048 E010100 0 048 E020100 0.000 048 F010100 0 048 F020100 0.000 048 G010100 0 048 G020100 0.000 048 H010100 0 048 H020100 0.000 048 I010100 0 048 I020100 0.000 048 J010100 0 048 J020100 0.000 048 K010100 0 048 K020100 0.000 049 000100 N 050 000100 N 051 000100 N 052 000100 N 053 A000100 Y 053 B000100 Y 053 C000100 N 058 A000100 N 059 000100 Y 060 A000100 Y 060 B000100 Y 061 000100 1000000 062 A000100 N 062 B000100 0.0 062 C000100 0.0 062 D000100 0.0 062 E000100 0.0 062 F000100 0.0 062 G000100 0.0 062 H000100 0.0 062 I000100 0.0 062 J000100 0.0 062 K000100 0.0 PAGE 7 062 L000100 0.0 062 M000100 0.0 062 N000100 0.0 062 O000100 0.0 062 P000100 0.0 062 Q000100 0.0 062 R000100 0.0 066 A000100 Y 066 B000100 N 066 C000100 N 066 D000100 N 066 E000100 N 066 F000100 N 066 G000100 Y 067 000100 N 068 A000100 N 068 B000100 N 069 000100 N 070 A010100 Y 070 A020100 Y 070 B010100 N 070 B020100 N 070 C010100 N 070 C020100 N 070 D010100 N 070 D020100 N 070 E010100 N 070 E020100 N 070 F010100 Y 070 F020100 Y 070 G010100 N 070 G020100 N 070 H010100 N 070 H020100 N 070 I010100 N 070 I020100 N 070 J010100 N 070 J020100 N 070 K010100 Y 070 K020100 Y 070 L010100 Y 070 L020100 N 070 M010100 N 070 M020100 N 070 N010100 Y 070 N020100 Y 070 O010100 Y 070 O020100 N 070 P010100 N 070 P020100 N 070 Q010100 N PAGE 8 070 Q020100 N 070 R010100 N 070 R020100 N 071 A000100 1050223 071 B000100 924303 071 C000100 2503759 071 D000100 37 072 A000100 6 072 B000100 3119 072 C000100 35185 072 D000100 0 072 E000100 0 072 F000100 6885 072 G000100 0 072 H000100 0 072 I000100 0 072 J000100 204 072 K000100 0 072 L000100 0 072 M000100 5 072 N000100 12 072 O000100 0 072 P000100 0 072 Q000100 0 072 R000100 31 072 S000100 51 072 T000100 0 072 U000100 0 072 V000100 0 072 W000100 14 072 X000100 7202 072 Y000100 907 072 Z000100 32009 072AA000100 127372 072BB000100 0 072CC010100 307209 072CC020100 0 072DD010100 27340 072DD020100 0 072EE000100 7362 073 A010100 0.1800 073 A020100 0.0000 073 B000100 0.0500 073 C000100 0.0000 074 A000100 0 074 B000100 125717 074 C000100 164371 074 D000100 0 074 E000100 0 074 F000100 2771325 074 G000100 0 PAGE 9 074 H000100 0 074 I000100 0 074 J000100 13814 074 K000100 167 074 L000100 8730 074 M000100 0 074 N000100 3084124 074 O000100 26861 074 P000100 1243 074 Q000100 0 074 R010100 0 074 R020100 0 074 R030100 0 074 R040100 160896 074 S000100 0 074 T000100 2895124 074 U010100 158659 074 U020100 0 074 V010100 18.25 074 V020100 0.00 074 W000100 0.0000 074 X000100 190 074 Y000100 0 075 A000100 0 075 B000100 2608486 076 000100 0.00 008 A000301 GRANTHAM, MAYO, VAN OTTERLOO, & CO. 008 B000301 A 008 C000301 801-6003 008 D010301 BOSTON 008 D020301 MA 008 D030301 02110 012 A000301 INVESTORS BANK & TRUST COMPANY 012 B000301 85-720 012 C010301 BOSTON 012 C020301 MA 012 C030301 02111 015 A000301 BROWN BROTHERS HARRIMAN & CO. 015 B000301 C 015 C010301 BOSTON 015 C020301 MA 015 C030301 02109 015 E010301 X 028 A010300 44968 028 A020300 0 028 A030300 0 028 A040300 12315 028 B010300 86135 028 B020300 0 028 B030300 0 028 B040300 27155 PAGE 10 028 C010300 99239 028 C020300 0 028 C030300 0 028 C040300 51478 028 D010300 211914 028 D020300 84354 028 D030300 0 028 D040300 1734 028 E010300 97184 028 E020300 0 028 E030300 0 028 E040300 48545 028 F010300 180145 028 F020300 0 028 F030300 0 028 F040300 75405 028 G010300 719585 028 G020300 84354 028 G030300 0 028 G040300 216632 028 H000300 0 037 000300 N 038 000300 0 039 000300 N 040 000300 N 045 000300 Y 046 000300 N 047 000300 Y 048 000300 0.750 048 A010300 0 048 A020300 0.000 048 B010300 0 048 B020300 0.000 048 C010300 0 048 C020300 0.000 048 D010300 0 048 D020300 0.000 048 E010300 0 048 E020300 0.000 048 F010300 0 048 F020300 0.000 048 G010300 0 048 G020300 0.000 048 H010300 0 048 H020300 0.000 048 I010300 0 048 I020300 0.000 048 J010300 0 048 J020300 0.000 048 K010300 0 048 K020300 0.000 PAGE 11 049 000300 N 050 000300 N 051 000300 N 052 000300 N 053 A000300 Y 053 B000300 Y 053 C000300 N 058 A000300 N 059 000300 Y 060 A000300 Y 060 B000300 Y 061 000300 1000000 062 A000300 N 062 B000300 0.0 062 C000300 0.0 062 D000300 0.0 062 E000300 0.0 062 F000300 0.0 062 G000300 0.0 062 H000300 0.0 062 I000300 0.0 062 J000300 0.0 062 K000300 0.0 062 L000300 0.0 062 M000300 0.0 062 N000300 0.0 062 O000300 0.0 062 P000300 0.0 062 Q000300 0.0 062 R000300 0.0 066 A000300 Y 066 B000300 N 066 C000300 N 066 D000300 N 066 E000300 N 066 F000300 N 066 G000300 Y 067 000300 N 068 A000300 N 068 B000300 Y 069 000300 N 070 A010300 Y 070 A020300 N 070 B010300 Y 070 B020300 N 070 C010300 N 070 C020300 N 070 D010300 N 070 D020300 N 070 E010300 N 070 E020300 N PAGE 12 070 F010300 Y 070 F020300 Y 070 G010300 N 070 G020300 N 070 H010300 Y 070 H020300 N 070 I010300 N 070 I020300 N 070 J010300 N 070 J020300 Y 070 K010300 Y 070 K020300 N 070 L010300 Y 070 L020300 Y 070 M010300 Y 070 M020300 Y 070 N010300 Y 070 N020300 Y 070 O010300 Y 070 O020300 N 070 P010300 N 070 P020300 N 070 Q010300 N 070 Q020300 N 070 R010300 N 070 R020300 N 071 A000300 299182 071 B000300 171593 071 C000300 2780572 071 D000300 6 072 A000300 6 072 B000300 4004 072 C000300 48619 072 D000300 0 072 E000300 0 072 F000300 11237 072 G000300 0 072 H000300 0 072 I000300 14 072 J000300 1181 072 K000300 0 072 L000300 0 072 M000300 6 072 N000300 7 072 O000300 37 072 P000300 0 072 Q000300 0 072 R000300 36 072 S000300 51 072 T000300 0 072 U000300 0 PAGE 13 072 V000300 0 072 W000300 17 072 X000300 12586 072 Y000300 2120 072 Z000300 42156 072AA000300 27859 072BB000300 0 072CC010300 165796 072CC020300 0 072DD010300 3243 072DD020300 0 072EE000300 85496 073 A010300 0.0300 073 A020300 0.0000 073 B000300 0.6600 073 C000300 0.0000 074 A000300 59 074 B000300 0 074 C000300 299458 074 D000300 0 074 E000300 0 074 F000300 2878571 074 G000300 0 074 H000300 0 074 I000300 0 074 J000300 20489 074 K000300 397 074 L000300 387378 074 M000300 0 074 N000300 3586352 074 O000300 106206 074 P000300 2052 074 Q000300 0 074 R010300 0 074 R020300 0 074 R030300 0 074 R040300 152069 074 S000300 0 074 T000300 3326025 074 U010300 140653 074 U020300 0 074 V010300 23.65 074 V020300 0.00 074 W000300 0.0000 074 X000300 481 074 Y000300 0 075 A000300 0 075 B000300 2980282 076 000300 0.00 008 A000401 GRANTHAM, MAYO, VAN OTTERLOO, & CO. 008 B000401 A PAGE 14 008 C000401 801-6003 008 D010401 BOSTON 008 D020401 MA 008 D030401 02110 012 A000401 INVESTORS BANK & TRUST COMPANY 012 B000401 85-720 012 C010401 BOSTON 012 C020401 MA 012 C030401 02111 015 A000401 INVESTORS BANK & TRUST COMPANY 015 B000401 C 015 C010401 BOSTON 015 C020401 MA 015 C030401 02111 015 E010401 X 028 A010400 38417 028 A020400 0 028 A030400 0 028 A040400 0 028 B010400 8571 028 B020400 477 028 B030400 0 028 B040400 652 028 C010400 54131 028 C020400 0 028 C030400 0 028 C040400 39391 028 D010400 1164 028 D020400 0 028 D030400 0 028 D040400 8584 028 E010400 114 028 E020400 668 028 E030400 0 028 E040400 222 028 F010400 18 028 F020400 0 028 F030400 0 028 F040400 423 028 G010400 102415 028 G020400 1145 028 G030400 0 028 G040400 49272 028 H000400 0 037 000400 N 038 000400 0 039 000400 N 040 000400 N 045 000400 Y 046 000400 N 047 000400 Y PAGE 15 048 000400 0.500 048 A010400 0 048 A020400 0.000 048 B010400 0 048 B020400 0.000 048 C010400 0 048 C020400 0.000 048 D010400 0 048 D020400 0.000 048 E010400 0 048 E020400 0.000 048 F010400 0 048 F020400 0.000 048 G010400 0 048 G020400 0.000 048 H010400 0 048 H020400 0.000 048 I010400 0 048 I020400 0.000 048 J010400 0 048 J020400 0.000 048 K010400 0 048 K020400 0.000 049 000400 N 050 000400 N 051 000400 N 052 000400 N 053 A000400 Y 053 B000400 Y 053 C000400 N 058 A000400 N 059 000400 Y 060 A000400 N 060 B000400 N 061 000400 1000000 062 A000400 N 062 B000400 0.0 062 C000400 0.0 062 D000400 0.0 062 E000400 0.0 062 F000400 0.0 062 G000400 0.0 062 H000400 0.0 062 I000400 0.0 062 J000400 0.0 062 K000400 0.0 062 L000400 0.0 062 M000400 0.0 062 N000400 0.0 062 O000400 0.0 062 P000400 0.0 PAGE 16 062 Q000400 0.0 062 R000400 0.0 066 A000400 Y 066 B000400 N 066 C000400 N 066 D000400 Y 066 E000400 N 066 F000400 N 066 G000400 N 067 000400 N 068 A000400 N 068 B000400 N 069 000400 N 070 A010400 Y 070 A020400 Y 070 B010400 N 070 B020400 N 070 C010400 N 070 C020400 N 070 D010400 N 070 D020400 N 070 E010400 N 070 E020400 N 070 F010400 Y 070 F020400 Y 070 G010400 N 070 G020400 N 070 H010400 N 070 H020400 N 070 I010400 N 070 I020400 N 070 J010400 N 070 J020400 N 070 K010400 Y 070 K020400 Y 070 L010400 Y 070 L020400 N 070 M010400 N 070 M020400 N 070 N010400 Y 070 N020400 Y 070 O010400 Y 070 O020400 N 070 P010400 N 070 P020400 N 070 Q010400 N 070 Q020400 N 070 R010400 N 070 R020400 N 071 A000400 153363 071 B000400 85231 PAGE 17 071 C000400 287559 071 D000400 30 072 A000400 6 072 B000400 497 072 C000400 2781 072 D000400 0 072 E000400 0 072 F000400 771 072 G000400 0 072 H000400 0 072 I000400 0 072 J000400 39 072 K000400 0 072 L000400 0 072 M000400 1 072 N000400 5 072 O000400 0 072 P000400 0 072 Q000400 0 072 R000400 30 072 S000400 5 072 T000400 0 072 U000400 0 072 V000400 0 072 W000400 1 072 X000400 852 072 Y000400 112 072 Z000400 2537 072AA000400 4188 072BB000400 0 072CC010400 42089 072CC020400 0 072DD010400 1991 072DD020400 0 072EE000400 10203 073 A010400 0.0300 073 A020400 0.0000 073 B000400 0.1600 073 C000400 0.0000 074 A000400 0 074 B000400 11157 074 C000400 18904 074 D000400 0 074 E000400 0 074 F000400 327153 074 G000400 0 074 H000400 0 074 I000400 0 074 J000400 742 074 K000400 22 074 L000400 517 PAGE 18 074 M000400 0 074 N000400 358495 074 O000400 315 074 P000400 141 074 Q000400 0 074 R010400 0 074 R020400 0 074 R030400 0 074 R040400 18855 074 S000400 0 074 T000400 339184 074 U010400 67350 074 U020400 0 074 V010400 5.04 074 V020400 0.00 074 W000400 0.0000 074 X000400 117 074 Y000400 0 075 A000400 0 075 B000400 306755 076 000400 0.00 008 A000501 GRANTHAM, MAYO, VAN OTTERLOO & CO. 008 B000501 A 008 C000501 801-6003 008 D010501 BOSTON 008 D020501 MA 008 D030501 02110 012 A000501 STATE STREET BANK & TRUST COMPANY 012 B000501 85-xxxxxxx 012 C010501 BOSTON 012 C020501 MA 012 C030501 02110 015 A000501 STATE STREET BANK & TRUST COMPANY 015 B000501 C 015 C010501 BOSTON 015 C020501 M 015 C030501 02110 015 E010501 X 028 A010500 14449 028 A020500 0 028 A030500 0 028 A040500 0 028 B010500 1031 028 B020500 682 028 B030500 0 028 B040500 1032 028 C010500 1103 028 C020500 0 028 C030500 0 028 C040500 917 028 D010500 1320 PAGE 19 028 D020500 0 028 D030500 0 028 D040500 1983 028 E010500 2459 028 E020500 1983 028 E030500 0 028 E040500 1013 028 F010500 6660 028 F020500 0 028 F030500 0 028 F040500 1377 028 G010500 27022 028 G020500 2665 028 G030500 0 028 G040500 6322 028 H000500 0 037 000500 N 038 000500 0 039 000500 N 040 000500 N 045 000500 Y 046 000500 N 047 000500 Y 048 000500 0.900 048 A010500 0 048 A020500 0.000 048 B010500 0 048 B020500 0.000 048 C010500 0 048 C020500 0.000 048 D010500 0 048 D020500 0.000 048 E010500 0 048 E020500 0.000 048 F010500 0 048 F020500 0.000 048 G010500 0 048 G020500 0.000 048 H010500 0 048 H020500 0.000 048 I010500 0 048 I020500 0.000 048 J010500 0 048 J020500 0.000 048 K010500 0 048 K020500 0.000 049 000500 N 050 000500 N 051 000500 N 052 000500 N 053 A000500 N PAGE 20 058 A000500 N 059 000500 Y 060 A000500 Y 060 B000500 Y 061 000500 5000 062 A000500 N 062 B000500 0.0 062 C000500 0.0 062 D000500 0.0 062 E000500 0.0 062 F000500 0.0 062 G000500 0.0 062 H000500 0.0 062 I000500 0.0 062 J000500 0.0 062 K000500 0.0 062 L000500 0.0 062 M000500 0.0 062 N000500 0.0 062 O000500 0.0 062 P000500 0.0 062 Q000500 0.0 062 R000500 0.0 066 A000500 Y 066 B000500 N 066 C000500 Y 066 D000500 N 066 E000500 N 066 F000500 N 066 G000500 N 067 000500 N 068 A000500 N 068 B000500 N 069 000500 N 070 A010500 Y 070 A020500 Y 070 B010500 Y 070 B020500 N 070 C010500 Y 070 C020500 N 070 D010500 N 070 D020500 N 070 E010500 N 070 E020500 N 070 F010500 N 070 F020500 N 070 G010500 N 070 G020500 N 070 H010500 N 070 H020500 N 070 I010500 N PAGE 21 070 I020500 N 070 J010500 N 070 J020500 N 070 K010500 N 070 K020500 N 070 L010500 Y 070 L020500 Y 070 M010500 Y 070 M020500 N 070 N010500 N 070 N020500 N 070 O010500 Y 070 O020500 N 070 P010500 N 070 P020500 N 070 Q010500 N 070 Q020500 N 070 R010500 N 070 R020500 N 071 A000500 33588 071 B000500 21651 071 C000500 128760 071 D000500 17 072 A000500 6 072 B000500 835 072 C000500 1762 072 D000500 0 072 E000500 0 072 F000500 642 072 G000500 0 072 H000500 0 072 I000500 50 072 J000500 59 072 K000500 0 072 L000500 0 072 M000500 0 072 N000500 2 072 O000500 0 072 P000500 0 072 Q000500 0 072 R000500 24 072 S000500 3 072 T000500 0 072 U000500 0 072 V000500 0 072 W000500 4 072 X000500 784 072 Y000500 0 072 Z000500 1814 072AA000500 4391 072BB000500 0 PAGE 22 072CC010500 13909 072CC020500 0 072DD010500 1436 072DD020500 0 072EE000500 1471 073 A010500 0.1300 073 A020500 0.0000 073 B000500 0.1300 073 C000500 0.0000 074 A000500 3 074 B000500 12665 074 C000500 0 074 D000500 16433 074 E000500 0 074 F000500 128279 074 G000500 0 074 H000500 0 074 I000500 0 074 J000500 1227 074 K000500 0 074 L000500 638 074 M000500 0 074 N000500 159245 074 O000500 607 074 P000500 30 074 Q000500 0 074 R010500 0 074 R020500 0 074 R030500 0 074 R040500 116 074 S000500 0 074 T000500 158492 074 U010500 11672 074 U020500 0 074 V010500 13.58 074 V020500 0.00 074 W000500 0.0000 074 X000500 557 074 Y000500 0 075 A000500 0 075 B000500 141845 076 000500 0.00 008 A000601 GRANTHAM, MAYO, VAN OTTERLOO & CO. 008 B000601 A 008 C000601 801-6003 008 D010601 BOSTON 008 D020601 MA 008 D030601 02110 012 A000601 INVESTORS BANK & TRUST COMPANY 012 B000601 85-720 012 C010601 BOSTON PAGE 23 012 C020601 MA 012 C030601 02111 015 A000601 INVESTORS BANK & TRUST COMPANY 015 B000601 C 015 C010601 BOSTON 015 C020601 MA 015 C030601 02111 015 E010601 X 028 A010600 965 028 A020600 0 028 A030600 0 028 A040600 1005 028 B010600 2224 028 B020600 133 028 B030600 0 028 B040600 2233 028 C010600 1185 028 C020600 0 028 C030600 0 028 C040600 2024 028 D010600 125 028 D020600 0 028 D030600 0 028 D040600 318 028 E010600 190 028 E020600 120 028 E030600 0 028 E040600 1126 028 F010600 557 028 F020600 0 028 F030600 0 028 F040600 314 028 G010600 5246 028 G020600 253 028 G030600 0 028 G040600 7020 028 H000600 0 037 000600 N 038 000600 0 039 000600 N 040 000600 N 045 000600 Y 046 000600 N 047 000600 Y 048 000600 0.250 048 A010600 0 048 A020600 0.000 048 B010600 0 048 B020600 0.000 048 C010600 0 048 C020600 0.000 PAGE 24 048 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 053 A000600 Y 053 B000600 Y 053 C000600 N 058 A000600 N 059 000600 Y 060 A000600 N 060 B000600 N 061 000600 1000000 062 A000600 Y 062 B000600 0.0 062 C000600 0.0 062 D000600 7.5 062 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 25.6 062 N000600 14.6 062 O000600 0.0 062 P000600 0.0 062 Q000600 51.5 062 R000600 0.0 063 A000600 0 063 B000600 1.0 064 A000600 N 064 B000600 N 066 A000600 N PAGE 25 067 000600 N 068 A000600 N 068 B000600 N 069 000600 N 070 A010600 Y 070 A020600 Y 070 B010600 N 070 B020600 N 070 C010600 N 070 C020600 N 070 D010600 N 070 D020600 N 070 E010600 N 070 E020600 N 070 F010600 N 070 F020600 N 070 G010600 N 070 G020600 N 070 H010600 N 070 H020600 N 070 I010600 N 070 I020600 N 070 J010600 N 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 Y 070 O010600 Y 070 O020600 N 070 P010600 N 070 P020600 N 070 Q010600 N 070 Q020600 N 070 R010600 N 070 R020600 N 071 A000600 503 071 B000600 1786 071 C000600 6882 071 D000600 7 072 A000600 6 072 B000600 256 072 C000600 0 072 D000600 0 072 E000600 0 072 F000600 9 072 G000600 0 PAGE 26 072 H000600 0 072 I000600 0 072 J000600 2 072 K000600 0 072 L000600 0 072 M000600 0 072 N000600 1 072 O000600 0 072 P000600 0 072 Q000600 0 072 R000600 10 072 S000600 0 072 T000600 0 072 U000600 0 072 V000600 0 072 W000600 1 072 X000600 23 072 Y000600 13 072 Z000600 247 072AA000600 22 072BB000600 0 072CC010600 65 072CC020600 0 072DD010600 274 072DD020600 0 072EE000600 0 073 A010600 0.3400 073 A020600 0.0000 073 B000600 0.0000 073 C000600 0.0000 074 A000600 0 074 B000600 509 074 C000600 0 074 D000600 6173 074 E000600 0 074 F000600 0 074 G000600 0 074 H000600 0 074 I000600 0 074 J000600 0 074 K000600 2 074 L000600 60 074 M000600 0 074 N000600 6744 074 O000600 0 074 P000600 1 074 Q000600 0 074 R010600 0 074 R020600 0 074 R030600 0 074 R040600 10 PAGE 27 074 S000600 0 074 T000600 6733 074 U010600 698 074 U020600 0 074 V010600 9.65 074 V020600 0.00 074 W000600 0.0000 074 X000600 25 074 Y000600 0 075 A000600 0 075 B000600 7536 076 000600 0.00 008 A000701 GRANTHAM, MAYO, VAN OTTERLOO & CO. 008 B000701 A 008 C000701 801-6003 008 D010701 BOSTON 008 D020701 MA 008 D030701 02110 012 A000701 INVESTORS BANK & TRUST COMPANY 012 B000701 85-720 012 C010701 BOSTON 012 C020701 MA 012 C030701 02111 015 A000701 BROWN BROTHERS HARRIMAN & CO. 015 B000701 C 015 C010701 BOSTON 015 C020701 MA 015 C030701 02109 015 E010701 X 028 A010700 6000 028 A020700 0 028 A030700 0 028 A040700 0 028 B010700 0 028 B020700 0 028 B030700 0 028 B040700 0 028 C010700 0 028 C020700 0 028 C030700 0 028 C040700 0 028 D010700 0 028 D020700 0 028 D030700 0 028 D040700 0 028 E010700 0 028 E020700 0 028 E030700 0 028 E040700 0 028 F010700 30000 028 F020700 0 PAGE 28 028 F030700 0 028 F040700 0 028 G010700 36000 028 G020700 0 028 G030700 0 028 G040700 0 028 H000700 0 037 000700 Y 038 000700 0 039 000700 N 040 000700 N 045 000700 Y 046 000700 N 047 000700 Y 048 000700 0.750 048 A010700 0 048 A020700 0.000 048 B010700 0 048 B020700 0.000 048 C010700 0 048 C020700 0.000 048 D010700 0 048 D020700 0.000 048 E010700 0 048 E020700 0.000 048 F010700 0 048 F020700 0.000 048 G010700 0 048 G020700 0.000 048 H010700 0 048 H020700 0.000 048 I010700 0 048 I020700 0.000 048 J010700 0 048 J020700 0.000 048 K010700 0 048 K020700 0.000 049 000700 N 050 000700 N 051 000700 N 052 000700 N 053 A000700 Y 053 B000700 Y 053 C000700 N 058 A000700 N 059 000700 Y 060 A000700 N 060 B000700 N 061 000700 1000000 062 A000700 N 062 B000700 0.0 PAGE 29 062 C000700 0.0 062 D000700 0.0 062 E000700 0.0 062 F000700 0.0 062 G000700 0.0 062 H000700 0.0 062 I000700 0.0 062 J000700 0.0 062 K000700 0.0 062 L000700 0.0 062 M000700 0.0 062 N000700 0.0 062 O000700 0.0 062 P000700 0.0 062 Q000700 0.0 062 R000700 0.0 066 A000700 Y 066 B000700 N 066 C000700 N 066 D000700 N 066 E000700 N 066 F000700 N 066 G000700 Y 067 000700 N 068 A000700 N 068 B000700 Y 069 000700 N 070 A010700 Y 070 A020700 N 070 B010700 Y 070 B020700 N 070 C010700 N 070 C020700 N 070 D010700 N 070 D020700 N 070 E010700 N 070 E020700 N 070 F010700 Y 070 F020700 Y 070 G010700 N 070 G020700 N 070 H010700 Y 070 H020700 N 070 I010700 N 070 I020700 N 070 J010700 N 070 J020700 N 070 K010700 Y 070 K020700 N 070 L010700 Y 070 L020700 Y PAGE 30 070 M010700 Y 070 M020700 Y 070 N010700 Y 070 N020700 Y 070 O010700 Y 070 O020700 N 070 P010700 N 070 P020700 N 070 Q010700 N 070 Q020700 N 070 R010700 N 070 R020700 N 071 A000700 41254 071 B000700 42 071 C000700 70250 071 D000700 0 072 A000700 6 072 B000700 53 072 C000700 293 072 D000700 0 072 E000700 0 072 F000700 270 072 G000700 0 072 H000700 0 072 I000700 14 072 J000700 83 072 K000700 0 072 L000700 0 072 M000700 0 072 N000700 1 072 O000700 2 072 P000700 0 072 Q000700 0 072 R000700 25 072 S000700 1 072 T000700 0 072 U000700 0 072 V000700 0 072 W000700 1 072 X000700 397 072 Y000700 41 072 Z000700 -10 072AA000700 95 072BB000700 0 072CC010700 3926 072CC020700 0 072DD010700 0 072DD020700 0 072EE000700 0 073 A010700 0.0000 073 A020700 0.0000 PAGE 31 073 B000700 0.0000 073 C000700 0.0000 074 A000700 99 074 B000700 0 074 C000700 6562 074 D000700 0 074 E000700 0 074 F000700 96873 074 G000700 0 074 H000700 0 074 I000700 0 074 J000700 0 074 K000700 6 074 L000700 2667 074 M000700 0 074 N000700 106207 074 O000700 676 074 P000700 48 074 Q000700 0 074 R010700 0 074 R020700 0 074 R030700 0 074 R040700 5349 074 S000700 0 074 T000700 100134 074 U010700 10333 074 U020700 0 074 V010700 9.69 074 V020700 0.00 074 W000700 0.0000 074 X000700 6 074 Y000700 0 075 A000700 0 075 B000700 70881 076 000700 0.00 008 A000801 GRANTHAM, MAYO, VAN OTTERLOO & CO. 008 B000801 A 008 C000801 801-6003 008 D010801 BOSTON 008 D020801 MA 008 D030801 02110 012 A000801 INVESTORS BANK & TRUST COMPANY 012 B000801 85-720 012 C010801 BOSTON 012 C020801 MA 012 C030801 02111 015 A000801 INVESTORS BANK & TRUST COMPANY 015 B000801 C 015 C010801 BOSTON 015 C020801 MA 015 C030801 02111 PAGE 32 015 E010801 X 028 A010800 319 028 A020800 0 028 A030800 0 028 A040800 8560 028 B010800 7090 028 B020800 1360 028 B030800 0 028 B040800 1824 028 C010800 2990 028 C020800 0 028 C030800 0 028 C040800 53905 028 D010800 1820 028 D020800 0 028 D030800 0 028 D040800 34916 028 E010800 20 028 E020800 5478 028 E030800 0 028 E040800 813 028 F010800 21 028 F020800 0 028 F030800 0 028 F040800 452 028 G010800 12260 028 G020800 6838 028 G030800 0 028 G040800 100470 028 H000800 0 037 000800 N 038 000800 0 039 000800 N 040 000800 N 045 000800 Y 046 000800 N 047 000800 Y 048 000800 0.700 048 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 PAGE 33 048 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 058 A000800 N 059 000800 Y 060 A000800 N 060 B000800 N 061 000800 1000000 062 A000800 N 062 B000800 0.0 062 C000800 0.0 062 D000800 0.0 062 E000800 0.0 062 F000800 0.0 062 G000800 0.0 062 H000800 0.0 062 I000800 0.0 062 J000800 0.0 062 K000800 0.0 062 L000800 0.0 062 M000800 0.0 062 N000800 0.0 062 O000800 0.0 062 P000800 0.0 062 Q000800 0.0 062 R000800 0.0 066 A000800 Y 066 B000800 N 066 C000800 N 066 D000800 N 066 E000800 N 066 F000800 N 066 G000800 Y 067 000800 N 068 A000800 N 068 B000800 N 069 000800 N 070 A010800 Y PAGE 34 070 A020800 Y 070 B010800 N 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 N 070 G020800 N 070 H010800 N 070 H020800 N 070 I010800 N 070 I020800 N 070 J010800 N 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 N 070 P020800 N 070 Q010800 N 070 Q020800 N 070 R010800 N 070 R020800 N 071 A000800 115223 071 B000800 186940 071 C000800 314428 071 D000800 37 072 A000800 6 072 B000800 493 072 C000800 5288 072 D000800 0 072 E000800 0 072 F000800 1169 072 G000800 0 072 H000800 0 072 I000800 0 072 J000800 72 072 K000800 0 072 L000800 0 PAGE 35 072 M000800 1 072 N000800 1 072 O000800 0 072 P000800 0 072 Q000800 0 072 R000800 25 072 S000800 8 072 T000800 0 072 U000800 0 072 V000800 0 072 W000800 1 072 X000800 1277 072 Y000800 259 072 Z000800 4762 072AA000800 26931 072BB000800 0 072CC010800 20135 072CC020800 0 072DD010800 4582 072DD020800 0 072EE000800 4574 073 A010800 0.1800 073 A020800 0.0000 073 B000800 0.2000 073 C000800 0.0000 074 A000800 0 074 B000800 10477 074 C000800 22695 074 D000800 0 074 E000800 0 074 F000800 303813 074 G000800 0 074 H000800 0 074 I000800 0 074 J000800 2456 074 K000800 42 074 L000800 1171 074 M000800 0 074 N000800 340654 074 O000800 3359 074 P000800 181 074 Q000800 0 074 R010800 0 074 R020800 0 074 R030800 0 074 R040800 25119 074 S000800 0 074 T000800 311995 074 U010800 22864 074 U020800 0 074 V010800 13.65 PAGE 36 074 V020800 0.00 074 W000800 0.0000 074 X000800 137 074 Y000800 0 075 A000800 0 075 B000800 332137 076 000800 0.00 008 A000901 GRANTHAM, MAYO, VAN OTTERLOO & CO. 008 B000901 A 008 C000901 801-6003 008 D010901 BOSTON 008 D020901 MA 008 D030901 02110 012 A000901 INVESTORS BANK & TRUST COMPANY 012 B000901 85-720 012 C010901 BOSTON 012 C020901 MA 012 C030901 02111 015 A000901 INVESTORS BANK & TRUST COMPANY 015 B000901 C 015 C010901 BOSTON 015 C020901 MA 015 C030901 02111 015 E010901 X 028 A010900 3066 028 A020900 0 028 A030900 0 028 A040900 0 028 B010900 2000 028 B020900 295 028 B030900 0 028 B040900 583 028 C010900 0 028 C020900 0 028 C030900 0 028 C040900 583 028 D010900 0 028 D020900 0 028 D030900 0 028 D040900 6798 028 E010900 2000 028 E020900 1006 028 E030900 0 028 E040900 583 028 F010900 0 028 F020900 0 028 F030900 0 028 F040900 930 028 G010900 7066 028 G020900 1301 028 G030900 0 PAGE 37 028 G040900 9477 028 H000900 0 037 000900 N 038 000900 0 039 000900 N 040 000900 N 045 000900 Y 046 000900 N 047 000900 Y 048 000900 0.500 048 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 058 A000900 N 059 000900 Y 060 A000900 Y 060 B000900 Y 061 000900 1000000 062 A000900 N 062 B000900 0.0 062 C000900 0.0 062 D000900 0.0 062 E000900 0.0 062 F000900 0.0 062 G000900 0.0 PAGE 38 062 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 N 066 E000900 N 066 F000900 N 066 G000900 Y 067 000900 N 068 A000900 N 068 B000900 N 069 000900 N 070 A010900 Y 070 A020900 Y 070 B010900 N 070 B020900 N 070 C010900 N 070 C020900 N 070 D010900 N 070 D020900 N 070 E010900 N 070 E020900 N 070 F010900 Y 070 F020900 Y 070 G010900 N 070 G020900 N 070 H010900 N 070 H020900 N 070 I010900 N 070 I020900 N 070 J010900 N 070 J020900 N 070 K010900 Y 070 K020900 Y 070 L010900 Y 070 L020900 N 070 M010900 N 070 M020900 N 070 N010900 Y 070 N020900 Y 070 O010900 Y PAGE 39 070 O020900 N 070 P010900 N 070 P020900 N 070 Q010900 N 070 Q020900 N 070 R010900 N 070 R020900 N 071 A000900 21722 071 B000900 24016 071 C000900 50956 071 D000900 43 072 A000900 6 072 B000900 95 072 C000900 715 072 D000900 0 072 E000900 0 072 F000900 137 072 G000900 0 072 H000900 0 072 I000900 0 072 J000900 45 072 K000900 0 072 L000900 0 072 M000900 0 072 N000900 0 072 O000900 0 072 P000900 0 072 Q000900 0 072 R000900 23 072 S000900 1 072 T000900 0 072 U000900 0 072 V000900 0 072 W000900 1 072 X000900 207 072 Y000900 76 072 Z000900 678 072AA000900 3758 072BB000900 0 072CC010900 5381 072CC020900 0 072DD010900 398 072DD020900 0 072EE000900 903 073 A010900 0.0800 073 A020900 0.0000 073 B000900 0.2000 073 C000900 0.0000 074 A000900 0 074 B000900 2124 074 C000900 2091 PAGE 40 074 D000900 0 074 E000900 0 074 F000900 53229 074 G000900 0 074 H000900 0 074 I000900 0 074 J000900 292 074 K000900 14 074 L000900 173 074 M000900 0 074 N000900 57923 074 O000900 194 074 P000900 23 074 Q000900 0 074 R010900 0 074 R020900 0 074 R030900 0 074 R040900 2332 074 S000900 0 074 T000900 55374 074 U010900 4451 074 U020900 0 074 V010900 12.44 074 V020900 0.00 074 W000900 0.0000 074 X000900 3 074 Y000900 0 075 A000900 0 075 B000900 54543 076 000900 0.00 008 A001001 GRANTHAM, MAYO, VAN OTTERLOO & CO. 008 B001001 A 008 C001001 801-6003 008 D011001 BOSTON 008 D021001 MA 008 D031001 02110 012 A001001 INVESTORS BANK & TRUST COMPANY 012 B001001 85-720 012 C011001 BOSTON 012 C021001 MA 012 C031001 02111 015 A001001 INVESTORS BANK & TRUST COMPANY 015 B001001 C 015 C011001 BOSTON 015 C021001 MA 015 C031001 02111 015 E011001 X 028 A011000 0 028 A021000 0 028 A031000 0 028 A041000 5000 PAGE 41 028 B011000 0 028 B021000 235 028 B031000 0 028 B041000 0 028 C011000 0 028 C021000 0 028 C031000 0 028 C041000 0 028 D011000 0 028 D021000 0 028 D031000 0 028 D041000 5000 028 E011000 0 028 E021000 3430 028 E031000 0 028 E041000 0 028 F011000 0 028 F021000 0 028 F031000 0 028 F041000 0 028 G011000 0 028 G021000 3665 028 G031000 0 028 G041000 10000 028 H001000 0 037 001000 N 038 001000 0 039 001000 N 040 001000 N 045 001000 Y 046 001000 N 047 001000 Y 048 001000 0.750 048 A011000 0 048 A021000 0.000 048 B011000 0 048 B021000 0.000 048 C011000 0 048 C021000 0.000 048 D011000 0 048 D021000 0.000 048 E011000 0 048 E021000 0.000 048 F011000 0 048 F021000 0.000 048 G011000 0 048 G021000 0.000 048 H011000 0 048 H021000 0.000 048 I011000 0 048 I021000 0.000 PAGE 42 048 J011000 0 048 J021000 0.000 048 K011000 0 048 K021000 0.000 049 001000 N 050 001000 N 051 001000 N 052 001000 N 053 A001000 Y 053 B001000 Y 053 C001000 N 058 A001000 N 059 001000 Y 060 A001000 Y 060 B001000 Y 061 001000 1000000 062 A001000 N 062 B001000 0.0 062 C001000 0.0 062 D001000 0.0 062 E001000 0.0 062 F001000 0.0 062 G001000 0.0 062 H001000 0.0 062 I001000 0.0 062 J001000 0.0 062 K001000 0.0 062 L001000 0.0 062 M001000 0.0 062 N001000 0.0 062 O001000 0.0 062 P001000 0.0 062 Q001000 0.0 062 R001000 0.0 066 A001000 Y 066 B001000 N 066 C001000 Y 066 D001000 N 066 E001000 N 066 F001000 N 066 G001000 N 067 001000 N 068 A001000 N 068 B001000 N 069 001000 N 070 A011000 Y 070 A021000 Y 070 B011000 Y 070 B021000 N 070 C011000 Y 070 C021000 N PAGE 43 070 D011000 N 070 D021000 N 070 E011000 N 070 E021000 N 070 F011000 Y 070 F021000 Y 070 G011000 N 070 G021000 N 070 H011000 N 070 H021000 N 070 I011000 N 070 I021000 N 070 J011000 N 070 J021000 N 070 K011000 Y 070 K021000 Y 070 L011000 Y 070 L021000 N 070 M011000 Y 070 M021000 N 070 N011000 Y 070 N021000 Y 070 O011000 Y 070 O021000 N 070 P011000 N 070 P021000 N 070 Q011000 N 070 Q021000 N 070 R011000 N 070 R021000 N 071 A001000 27611 071 B001000 32684 071 C001000 186493 071 D001000 15 072 A001000 6 072 B001000 144 072 C001000 3266 072 D001000 0 072 E001000 0 072 F001000 719 072 G001000 0 072 H001000 0 072 I001000 0 072 J001000 29 072 K001000 0 072 L001000 0 072 M001000 0 072 N001000 1 072 O001000 0 072 P001000 0 072 Q001000 0 PAGE 44 072 R001000 22 072 S001000 3 072 T001000 0 072 U001000 0 072 V001000 0 072 W001000 3 072 X001000 777 072 Y001000 58 072 Z001000 2691 072AA001000 6037 072BB001000 0 072CC011000 17910 072CC021000 0 072DD011000 2384 072DD021000 0 072EE001000 3211 073 A011000 0.1700 073 A021000 0.0000 073 B001000 0.2300 073 C001000 0.0000 074 A001000 0 074 B001000 4285 074 C001000 15568 074 D001000 991 074 E001000 23836 074 F001000 167509 074 G001000 0 074 H001000 0 074 I001000 0 074 J001000 740 074 K001000 9 074 L001000 738 074 M001000 0 074 N001000 213676 074 O001000 376 074 P001000 123 074 Q001000 0 074 R011000 0 074 R021000 0 074 R031000 0 074 R041000 15607 074 S001000 0 074 T001000 197570 074 U011000 14092 074 U021000 0 074 V011000 14.02 074 V021000 0.00 074 W001000 0.0000 074 X001000 12 074 Y001000 0 075 A001000 0 PAGE 45 075 B001000 190645 076 001000 0.00 008 A001101 GRANTHAM, MAYO, VAN OTTERLOO & CO. 008 B001101 A 008 C001101 801-6003 008 D011101 BOSTON 008 D021101 MA 008 D031101 02110 012 A001101 INVESTORS BANK & TRUST COMPANY 012 B001101 85-720 012 C011101 BOSTON 012 C021101 MA 012 C031101 02111 015 A001101 INVESTORS BANK & TRUST COMPANY 015 B001101 C 015 C011101 BOSTON 015 C021101 MA 015 C031101 02111 015 E011101 X 028 A011100 558 028 A021100 0 028 A031100 0 028 A041100 64620 028 B011100 5991 028 B021100 596 028 B031100 0 028 B041100 24150 028 C011100 743 028 C021100 0 028 C031100 0 028 C041100 26339 028 D011100 1682 028 D021100 0 028 D031100 0 028 D041100 525 028 E011100 799 028 E021100 7227 028 E031100 0 028 E041100 748 028 F011100 0 028 F021100 0 028 F031100 0 028 F041100 0 028 G011100 9773 028 G021100 7823 028 G031100 0 028 G041100 116382 028 H001100 0 037 001100 Y 038 001100 353 039 001100 N PAGE 46 040 001100 N 045 001100 Y 046 001100 N 047 001100 Y 048 001100 0.500 048 A011100 0 048 A021100 0.000 048 B011100 0 048 B021100 0.000 048 C011100 0 048 C021100 0.000 048 D011100 0 048 D021100 0.000 048 E011100 0 048 E021100 0.000 048 F011100 0 048 F021100 0.000 048 G011100 0 048 G021100 0.000 048 H011100 0 048 H021100 0.000 048 I011100 0 048 I021100 0.000 048 J011100 0 048 J021100 0.000 048 K011100 0 048 K021100 0.000 049 001100 N 050 001100 N 051 001100 N 052 001100 N 053 A001100 Y 053 B001100 Y 053 C001100 N 058 A001100 N 059 001100 Y 060 A001100 Y 060 B001100 Y 061 001100 1000000 062 A001100 N 062 B001100 0.0 062 C001100 0.0 062 D001100 0.0 062 E001100 0.0 062 F001100 0.0 062 G001100 0.0 062 H001100 0.0 062 I001100 0.0 062 J001100 0.0 062 K001100 0.0 062 L001100 0.0 PAGE 47 062 M001100 0.0 062 N001100 0.0 062 O001100 0.0 062 P001100 0.0 062 Q001100 0.0 062 R001100 0.0 066 A001100 Y 066 B001100 N 066 C001100 Y 066 D001100 N 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 N 070 B021100 N 070 C011100 N 070 C021100 N 070 D011100 N 070 D021100 N 070 E011100 N 070 E021100 N 070 F011100 Y 070 F021100 Y 070 G011100 N 070 G021100 N 070 H011100 N 070 H021100 N 070 I011100 N 070 I021100 N 070 J011100 N 070 J021100 N 070 K011100 Y 070 K021100 Y 070 L011100 Y 070 L021100 N 070 M011100 N 070 M021100 N 070 N011100 Y 070 N021100 Y 070 O011100 Y 070 O021100 N 070 P011100 N 070 P021100 N 070 Q011100 N 070 Q021100 N PAGE 48 070 R011100 N 070 R021100 N 071 A001100 78307 071 B001100 183520 071 C001100 158241 071 D001100 49 072 A001100 6 072 B001100 279 072 C001100 1374 072 D001100 0 072 E001100 0 072 F001100 411 072 G001100 0 072 H001100 0 072 I001100 0 072 J001100 52 072 K001100 0 072 L001100 0 072 M001100 0 072 N001100 4 072 O001100 0 072 P001100 0 072 Q001100 0 072 R001100 25 072 S001100 3 072 T001100 0 072 U001100 0 072 V001100 0 072 W001100 1 072 X001100 496 072 Y001100 101 072 Z001100 1258 072AA001100 21590 072BB001100 0 072CC011100 22418 072CC021100 0 072DD011100 1293 072DD021100 0 072EE001100 7979 073 A011100 0.1100 073 A021100 0.0000 073 B001100 0.8200 073 C001100 0.0000 074 A001100 0 074 B001100 6399 074 C001100 22345 074 D001100 0 074 E001100 0 074 F001100 144005 074 G001100 0 074 H001100 0 PAGE 49 074 I001100 0 074 J001100 2686 074 K001100 18 074 L001100 268 074 M001100 0 074 N001100 175721 074 O001100 1705 074 P001100 63 074 Q001100 0 074 R011100 0 074 R021100 0 074 R031100 0 074 R041100 22200 074 S001100 0 074 T001100 151753 074 U011100 10171 074 U021100 0 074 V011100 14.92 074 V021100 0.00 074 W001100 0.0000 074 X001100 33 074 Y001100 0 075 A001100 0 075 B001100 163628 076 001100 0.00 008 A001301 GRANTHAM, MAYO, VAN OTTERLOO & CO. 008 B001301 A 008 C001301 801-6003 008 D011301 BOSTON 008 D021301 MA 008 D031301 02110 012 A001301 INVESTORS BANK & TRUST COMPANY 012 B001301 85-720 012 C011301 BOSTON 012 C021301 MA 012 C031301 02111 015 A001301 BROWN BROTHERS HARRIMAN & CO. 015 B001301 C 015 C011301 BOSTON 015 C021301 MA 015 C031301 02109 015 E011301 X 028 A011300 2752 028 A021300 0 028 A031300 0 028 A041300 186 028 B011300 4318 028 B021300 0 028 B031300 0 028 B041300 3025 028 C011300 6788 PAGE 50 028 C021300 0 028 C031300 0 028 C041300 6438 028 D011300 2151 028 D021300 972 028 D031300 0 028 D041300 14706 028 E011300 4761 028 E021300 0 028 E031300 0 028 E041300 25 028 F011300 4425 028 F021300 0 028 F031300 0 028 F041300 178 028 G011300 25195 028 G021300 972 028 G031300 0 028 G041300 24558 028 H001300 0 037 001300 Y 038 001300 0 039 001300 N 040 001300 N 045 001300 Y 046 001300 N 047 001300 Y 048 001300 1.250 048 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 PAGE 51 050 001300 N 051 001300 N 052 001300 N 053 A001300 Y 053 B001300 Y 053 C001300 N 058 A001300 N 059 001300 Y 060 A001300 Y 060 B001300 Y 061 001300 1000000 062 A001300 N 062 B001300 0.0 062 C001300 0.0 062 D001300 0.0 062 E001300 0.0 062 F001300 0.0 062 G001300 0.0 062 H001300 0.0 062 I001300 0.0 062 J001300 0.0 062 K001300 0.0 062 L001300 0.0 062 M001300 0.0 062 N001300 0.0 062 O001300 0.0 062 P001300 0.0 062 Q001300 0.0 062 R001300 0.0 066 A001300 Y 066 B001300 N 066 C001300 N 066 D001300 N 066 E001300 N 066 F001300 N 066 G001300 Y 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 N 070 D021300 N 070 E011300 N 070 E021300 N 070 F011300 Y PAGE 52 070 F021300 Y 070 G011300 N 070 G021300 N 070 H011300 Y 070 H021300 N 070 I011300 N 070 I021300 N 070 J011300 N 070 J021300 Y 070 K011300 Y 070 K021300 N 070 L011300 Y 070 L021300 Y 070 M011300 Y 070 M021300 Y 070 N011300 Y 070 N021300 N 070 O011300 Y 070 O021300 N 070 P011300 N 070 P021300 N 070 Q011300 N 070 Q021300 N 070 R011300 N 070 R021300 N 071 A001300 8501 071 B001300 21200 071 C001300 185091 071 D001300 5 072 A001300 6 072 B001300 168 072 C001300 2991 072 D001300 0 072 E001300 0 072 F001300 1204 072 G001300 0 072 H001300 0 072 I001300 14 072 J001300 215 072 K001300 0 072 L001300 0 072 M001300 0 072 N001300 1 072 O001300 4 072 P001300 0 072 Q001300 0 072 R001300 24 072 S001300 4 072 T001300 0 072 U001300 0 072 V001300 0 PAGE 53 072 W001300 2 072 X001300 1468 072 Y001300 741 072 Z001300 2431 072AA001300 109 072BB001300 0 072CC011300 9693 072CC021300 0 072DD011300 0 072DD021300 0 072EE001300 1004 073 A011300 0.0000 073 A021300 0.0000 073 B001300 0.0700 073 C001300 0.0000 074 A001300 64 074 B001300 0 074 C001300 13039 074 D001300 0 074 E001300 0 074 F001300 182370 074 G001300 0 074 H001300 0 074 I001300 0 074 J001300 0 074 K001300 127 074 L001300 4941 074 M001300 0 074 N001300 200541 074 O001300 57 074 P001300 205 074 Q001300 0 074 R011300 0 074 R021300 0 074 R031300 0 074 R041300 1255 074 S001300 0 074 T001300 199024 074 U011300 15692 074 U021300 0 074 V011300 12.68 074 V021300 0.00 074 W001300 0.0000 074 X001300 194 074 Y001300 0 075 A001300 0 075 B001300 191545 076 001300 0.00 008 A001401 GRANTHAM, MAYO, VAN OTTERLOO & CO. 008 B001401 A 008 C001401 801-6003 PAGE 54 008 D011401 BOSTON 008 D021401 MA 008 D031401 02110 012 A001401 INVESTORS BANK & TRUST COMPANY 012 B001401 85-720 012 C011401 BOSTON 012 C021401 MA 012 C031401 02111 015 A001401 INVESTORS BANK & TRUST COMPANY 015 B001401 C 015 C011401 BOSTON 015 C021401 MA 015 C031401 02111 015 E011401 X 028 A011400 1621 028 A021400 0 028 A031400 0 028 A041400 0 028 B011400 59 028 B021400 219 028 B031400 0 028 B041400 0 028 C011400 53 028 C021400 0 028 C031400 0 028 C041400 0 028 D011400 30 028 D021400 0 028 D031400 0 028 D041400 10162 028 E011400 442 028 E021400 615 028 E031400 0 028 E041400 1178 028 F011400 19 028 F021400 0 028 F031400 0 028 F041400 548 028 G011400 2224 028 G021400 834 028 G031400 0 028 G041400 11888 028 H001400 0 037 001400 N 038 001400 0 039 001400 N 040 001400 N 045 001400 Y 046 001400 N 047 001400 Y 048 001400 0.490 PAGE 55 048 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 058 A001400 N 059 001400 Y 060 A001400 N 060 B001400 N 061 001400 1000000 062 A001400 N 062 B001400 0.0 062 C001400 0.0 062 D001400 0.0 062 E001400 0.0 062 F001400 0.0 062 G001400 0.0 062 H001400 0.0 062 I001400 0.0 062 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 PAGE 56 062 R001400 0.0 066 A001400 Y 066 B001400 N 066 C001400 N 066 D001400 N 066 E001400 N 066 F001400 N 066 G001400 Y 067 001400 N 068 A001400 N 068 B001400 N 069 001400 N 070 A011400 Y 070 A021400 Y 070 B011400 N 070 B021400 N 070 C011400 N 070 C021400 N 070 D011400 N 070 D021400 N 070 E011400 N 070 E021400 N 070 F011400 Y 070 F021400 Y 070 G011400 N 070 G021400 N 070 H011400 N 070 H021400 N 070 I011400 N 070 I021400 N 070 J011400 N 070 J021400 N 070 K011400 Y 070 K021400 Y 070 L011400 Y 070 L021400 N 070 M011400 N 070 M021400 N 070 N011400 Y 070 N021400 Y 070 O011400 Y 070 O021400 N 070 P011400 N 070 P021400 N 070 Q011400 N 070 Q021400 N 070 R011400 N 070 R021400 N 071 A001400 80212 071 B001400 92453 071 C001400 216279 PAGE 57 071 D001400 37 072 A001400 6 072 B001400 244 072 C001400 3050 072 D001400 0 072 E001400 0 072 F001400 555 072 G001400 0 072 H001400 0 072 I001400 0 072 J001400 55 072 K001400 0 072 L001400 0 072 M001400 0 072 N001400 1 072 O001400 0 072 P001400 0 072 Q001400 0 072 R001400 23 072 S001400 4 072 T001400 0 072 U001400 0 072 V001400 0 072 W001400 2 072 X001400 640 072 Y001400 97 072 Z001400 2751 072AA001400 12051 072BB001400 0 072CC011400 25747 072CC021400 0 072DD011400 2132 072DD021400 0 072EE001400 1086 073 A011400 0.1200 073 A021400 0.0000 073 B001400 0.0600 073 C001400 0.0000 074 A001400 0 074 B001400 8039 074 C001400 8090 074 D001400 0 074 E001400 0 074 F001400 226645 074 G001400 0 074 H001400 0 074 I001400 0 074 J001400 1219 074 K001400 17 074 L001400 716 074 M001400 0 PAGE 58 074 N001400 244726 074 O001400 993 074 P001400 96 074 Q001400 0 074 R011400 0 074 R021400 0 074 R031400 0 074 R041400 7845 074 S001400 0 074 T001400 235792 074 U011400 18053 074 U021400 0 074 V011400 13.06 074 V021400 0.00 074 W001400 0.0000 074 X001400 99 074 Y001400 0 075 A001400 0 075 B001400 225313 076 001400 0.00 008 A001501 GRANTHAM, MAYO, VAN OTTERLOO & CO. 008 B001501 A 008 C001501 801-6003 008 D011501 BOSTON 008 D021501 MA 008 D031501 02110 008 A001502 DANCING ELEPHANT LTD 008 B001502 S 008 C001502 801-45369 008 D011502 BERKELY 008 D021502 CA 008 D031502 94704 012 A001501 INVESTORS BANK & TRUST COMPANY 012 B001501 85-720 012 C011501 BOSTON 012 C021501 MA 012 C031501 02111 015 A001501 BROWN BROTHERS HARRIMAN & CO. 015 B001501 C 015 C011501 BOSTON 015 C021501 MA 015 C031501 02109 015 E011501 X 028 A011500 15242 028 A021500 0 028 A031500 0 028 A041500 314 028 B011500 14970 028 B021500 0 028 B031500 0 028 B041500 2 PAGE 59 028 C011500 30559 028 C021500 0 028 C031500 0 028 C041500 174 028 D011500 71061 028 D021500 6829 028 D031500 0 028 D041500 0 028 E011500 19922 028 E021500 0 028 E031500 0 028 E041500 12 028 F011500 28406 028 F021500 0 028 F031500 0 028 F041500 0 028 G011500 180160 028 G021500 6829 028 G031500 0 028 G041500 502 028 H001500 0 037 001500 Y 038 001500 0 039 001500 N 040 001500 N 045 001500 Y 046 001500 N 047 001500 Y 048 001500 1.000 048 A011500 0 048 A021500 0.000 048 B011500 0 048 B021500 0.000 048 C011500 0 048 C021500 0.000 048 D011500 0 048 D021500 0.000 048 E011500 0 048 E021500 0.000 048 F011500 0 048 F021500 0.000 048 G011500 0 048 G021500 0.000 048 H011500 0 048 H021500 0.000 048 I011500 0 048 I021500 0.000 048 J011500 0 048 J021500 0.000 048 K011500 0 048 K021500 0.000 PAGE 60 049 001500 N 050 001500 N 051 001500 N 052 001500 N 053 A001500 Y 053 B001500 Y 058 A001500 N 059 001500 Y 060 A001500 N 060 B001500 N 061 001500 1000000 062 A001500 N 062 B001500 0.0 062 C001500 0.0 062 D001500 0.0 062 E001500 0.0 062 F001500 0.0 062 G001500 0.0 062 H001500 0.0 062 I001500 0.0 062 J001500 0.0 062 K001500 0.0 062 L001500 0.0 062 M001500 0.0 062 N001500 0.0 062 O001500 0.0 062 P001500 0.0 062 Q001500 0.0 062 R001500 0.0 066 A001500 Y 066 B001500 N 066 C001500 Y 066 D001500 N 066 E001500 N 066 F001500 N 066 G001500 N 067 001500 N 068 A001500 N 068 B001500 Y 069 001500 N 070 A011500 Y 070 A021500 N 070 B011500 Y 070 B021500 N 070 C011500 N 070 C021500 N 070 D011500 N 070 D021500 N 070 E011500 N 070 E021500 N 070 F011500 Y PAGE 61 070 F021500 N 070 G011500 N 070 G021500 N 070 H011500 Y 070 H021500 Y 070 I011500 N 070 I021500 N 070 J011500 Y 070 J021500 Y 070 K011500 Y 070 K021500 N 070 L011500 Y 070 L021500 Y 070 M011500 Y 070 M021500 Y 070 N011500 Y 070 N021500 N 070 O011500 Y 070 O021500 N 070 P011500 N 070 P021500 N 070 Q011500 N 070 Q021500 N 070 R011500 N 070 R021500 N 071 A001500 264730 071 B001500 119443 071 C001500 460434 071 D001500 26 072 A001500 6 072 B001500 885 072 C001500 8820 072 D001500 0 072 E001500 0 072 F001500 2504 072 G001500 0 072 H001500 0 072 I001500 14 072 J001500 563 072 K001500 0 072 L001500 0 072 M001500 1 072 N001500 7 072 O001500 304 072 P001500 0 072 Q001500 0 072 R001500 30 072 S001500 9 072 T001500 0 072 U001500 0 072 V001500 0 PAGE 62 072 W001500 4 072 X001500 3436 072 Y001500 21 072 Z001500 6290 072AA001500 0 072BB001500 24010 072CC011500 63685 072CC021500 0 072DD011500 0 072DD021500 0 072EE001500 7081 073 A011500 0.0000 073 A021500 0.0000 073 B001500 0.1300 073 C001500 0.0000 074 A001500 1060 074 B001500 0 074 C001500 8700 074 D001500 5943 074 E001500 0 074 F001500 546529 074 G001500 663 074 H001500 0 074 I001500 0 074 J001500 16260 074 K001500 10 074 L001500 46642 074 M001500 0 074 N001500 625807 074 O001500 15073 074 P001500 502 074 Q001500 0 074 R011500 0 074 R021500 0 074 R031500 0 074 R041500 602 074 S001500 0 074 T001500 609630 074 U011500 57879 074 U021500 0 074 V011500 10.53 074 V021500 0.00 074 W001500 0.0000 074 X001500 254 074 Y001500 0 075 A001500 0 075 B001500 477712 076 001500 0.00 008 A001601 GRANTHAM, MAYO, VAN OTTERLOO & CO. 008 B001601 A 008 C001601 801-6003 PAGE 63 008 D011601 BOSTON 008 D021601 MA 008 D031601 02110 012 A001601 INVESTORS BANK & TRUST COMPANY 012 B001601 85-720 012 C011601 BOSTON 012 C021601 MA 012 C031601 02111 015 A001601 INVESTORS BANK & TRUST COMPANY 015 B001601 C 015 C011601 BOSTON 015 C021601 MA 015 C031601 02111 015 E011601 X 028 A011600 12710 028 A021600 0 028 A031600 0 028 A041600 0 028 B011600 4177 028 B021600 0 028 B031600 0 028 B041600 25 028 C011600 14706 028 C021600 0 028 C031600 0 028 C041600 23585 028 D011600 26314 028 D021600 0 028 D031600 0 028 D041600 8600 028 E011600 1602 028 E021600 4677 028 E031600 0 028 E041600 2267 028 F011600 15564 028 F021600 0 028 F031600 0 028 F041600 22737 028 G011600 75073 028 G021600 4677 028 G031600 0 028 G041600 57214 028 H001600 0 037 001600 N 038 001600 0 039 001600 N 040 001600 N 045 001600 Y 046 001600 N 047 001600 Y 048 001600 0.400 PAGE 64 048 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 058 A001600 N 059 001600 Y 060 A001600 N 060 B001600 N 061 001600 1000000 062 A001600 Y 062 B001600 0.5 062 C001600 0.0 062 D001600 0.7 062 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 3.9 062 L001600 0.0 062 M001600 0.0 062 N001600 2.5 062 O001600 0.0 062 P001600 1.9 062 Q001600 92.6 PAGE 65 062 R001600 1.4 063 A001600 0 063 B001600 10.4 064 A001600 N 064 B001600 Y 065 001600 N 066 A001600 N 067 001600 N 068 A001600 N 068 B001600 Y 069 001600 N 070 A011600 Y 070 A021600 Y 070 B011600 Y 070 B021600 N 070 C011600 Y 070 C021600 Y 070 D011600 Y 070 D021600 N 070 E011600 Y 070 E021600 N 070 F011600 Y 070 F021600 N 070 G011600 Y 070 G021600 Y 070 H011600 Y 070 H021600 N 070 I011600 N 070 I021600 N 070 J011600 N 070 J021600 N 070 K011600 Y 070 K021600 Y 070 L011600 Y 070 L021600 Y 070 M011600 Y 070 M021600 Y 070 N011600 Y 070 N021600 Y 070 O011600 Y 070 O021600 N 070 P011600 N 070 P021600 N 070 Q011600 N 070 Q021600 N 070 R011600 N 070 R021600 N 071 A001600 115773 071 B001600 68954 071 C001600 174565 071 D001600 40 PAGE 66 072 A001600 6 072 B001600 8173 072 C001600 0 072 D001600 0 072 E001600 0 072 F001600 390 072 G001600 0 072 H001600 0 072 I001600 0 072 J001600 68 072 K001600 0 072 L001600 0 072 M001600 0 072 N001600 6 072 O001600 0 072 P001600 0 072 Q001600 0 072 R001600 28 072 S001600 6 072 T001600 0 072 U001600 0 072 V001600 0 072 W001600 1 072 X001600 499 072 Y001600 109 072 Z001600 7784 072AA001600 11740 072BB001600 0 072CC011600 2191 072CC021600 0 072DD011600 54 072DD021600 0 072EE001600 4700 073 A011600 0.0000 073 A021600 0.0000 073 B001600 0.2600 073 C001600 0.0000 074 A001600 0 074 B001600 1245 074 C001600 959 074 D001600 187843 074 E001600 0 074 F001600 0 074 G001600 0 074 H001600 0 074 I001600 7307 074 J001600 13466 074 K001600 22 074 L001600 10667 074 M001600 0 074 N001600 221509 PAGE 67 074 O001600 1311 074 P001600 71 074 Q001600 0 074 R011600 0 074 R021600 0 074 R031600 1540 074 R041600 27903 074 S001600 0 074 T001600 190684 074 U011600 17841 074 U021600 0 074 V011600 10.69 074 V021600 0.00 074 W001600 0.0000 074 X001600 131 074 Y001600 0 075 A001600 0 075 B001600 193818 076 001600 0.00 008 A001701 GRANTHAM, MAYO, VAN OTTERLOO & CO. 008 B001701 A 008 C001701 801-6003 008 D011701 BOSTON 008 D021701 MA 008 D031701 02110 012 A001701 INVESTORS BANK & TRUST CO. 012 B001701 85-720 012 C011701 BOSTON 012 C021701 MA 012 C031701 02111 015 A001701 INVESTORS BANK & TRUST COMPANY 015 B001701 C 015 C011701 BOSTON 015 C021701 MA 015 C031701 02111 015 E011701 X 028 A011700 56425 028 A021700 0 028 A031700 0 028 A041700 551 028 B011700 88291 028 B021700 0 028 B031700 0 028 B041700 1213 028 C011700 8096 028 C021700 0 028 C031700 0 028 C041700 34424 028 D011700 59484 028 D021700 0 028 D031700 0 PAGE 68 028 D041700 55064 028 E011700 7327 028 E021700 2127 028 E031700 0 028 E041700 2829 028 F011700 22960 028 F021700 0 028 F031700 0 028 F041700 65 028 G011700 242583 028 G021700 2127 028 G031700 0 028 G041700 94146 028 H001700 0 037 001700 Y 038 001700 0 039 001700 N 040 001700 N 045 001700 Y 046 001700 N 047 001700 Y 048 001700 0.500 048 A011700 0 048 A021700 0.000 048 B011700 0 048 B021700 0.000 048 C011700 0 048 C021700 0.000 048 D011700 0 048 D021700 0.000 048 E011700 0 048 E021700 0.000 048 F011700 0 048 F021700 0.000 048 G011700 0 048 G021700 0.000 048 H011700 0 048 H021700 0.000 048 I011700 0 048 I021700 0.000 048 J011700 0 048 J021700 0.000 048 K011700 0 048 K021700 0.000 049 001700 N 050 001700 N 051 001700 N 052 001700 N 053 A001700 Y 053 B001700 Y 053 C001700 N PAGE 69 058 A001700 N 059 001700 Y 060 A001700 N 060 B001700 N 061 001700 1000000 062 A001700 Y 062 B001700 0.3 062 C001700 0.0 062 D001700 5.9 062 E001700 0.0 062 F001700 0.0 062 G001700 0.0 062 H001700 0.0 062 I001700 0.0 062 J001700 1.5 062 K001700 8.9 062 L001700 0.2 062 M001700 0.0 062 N001700 0.0 062 O001700 0.0 062 P001700 0.0 062 Q001700 71.9 062 R001700 16.2 063 A001700 0 063 B001700 15.2 064 A001700 N 064 B001700 Y 065 001700 N 066 A001700 N 067 001700 N 068 A001700 N 068 B001700 Y 069 001700 N 070 A011700 Y 070 A021700 Y 070 B011700 Y 070 B021700 N 070 C011700 Y 070 C021700 Y 070 D011700 Y 070 D021700 N 070 E011700 Y 070 E021700 N 070 F011700 Y 070 F021700 N 070 G011700 Y 070 G021700 Y 070 H011700 Y 070 H021700 N 070 I011700 N 070 I021700 N PAGE 70 070 J011700 N 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 N 070 P021700 N 070 Q011700 N 070 Q021700 N 070 R011700 N 070 R021700 N 071 A001700 464645 071 B001700 330669 071 C001700 372182 071 D001700 89 072 A001700 6 072 B001700 31970 072 C001700 0 072 D001700 0 072 E001700 0 072 F001700 1046 072 G001700 0 072 H001700 0 072 I001700 0 072 J001700 231 072 K001700 0 072 L001700 0 072 M001700 1 072 N001700 16 072 O001700 0 072 P001700 0 072 Q001700 0 072 R001700 25 072 S001700 15 072 T001700 0 072 U001700 0 072 V001700 0 072 W001700 3 072 X001700 1337 072 Y001700 290 072 Z001700 30924 072AA001700 1998 072BB001700 0 072CC011700 84248 PAGE 71 072CC021700 0 072DD011700 3396 072DD021700 0 072EE001700 0 073 A011700 0.0800 073 A021700 0.0000 073 B001700 0.0000 073 C001700 0.0000 074 A001700 0 074 B001700 29949 074 C001700 10351 074 D001700 447227 074 E001700 0 074 F001700 0 074 G001700 0 074 H001700 0 074 I001700 45398 074 J001700 6079 074 K001700 77 074 L001700 14785 074 M001700 0 074 N001700 553866 074 O001700 36525 074 P001700 206 074 Q001700 0 074 R011700 0 074 R021700 0 074 R031700 0 074 R041700 9331 074 S001700 0 074 T001700 507804 074 U011700 46554 074 U021700 0 074 V011700 10.91 074 V021700 0.00 074 W001700 0.0000 074 X001700 257 074 Y001700 0 075 A001700 0 075 B001700 416340 076 001700 0.00 008 A001801 GRANTHAM, MAYO, VAN OTTERLOO & CO. 008 B001801 A 008 C001801 801-6003 008 D011801 BOSTON 008 D021801 MA 008 D031801 02110 012 A001801 INVESTORS BANK & TRUST CO. 012 B001801 85-720 012 C011801 BOSTON 012 C021801 MA PAGE 72 012 C031801 02111 015 A001801 BROWN BROTHERS HARRIMAN & CO. 015 B001801 C 015 C011801 BOSTON 015 C021801 MA 015 C031801 02111 015 E011801 X 028 A011800 13724 028 A021800 0 028 A031800 0 028 A041800 0 028 B011800 9843 028 B021800 0 028 B031800 0 028 B041800 1841 028 C011800 67501 028 C021800 0 028 C031800 0 028 C041800 1137 028 D011800 12424 028 D021800 0 028 D031800 0 028 D041800 5827 028 E011800 12429 028 E021800 455 028 E031800 0 028 E041800 13 028 F011800 8765 028 F021800 0 028 F031800 0 028 F041800 919 028 G011800 124686 028 G021800 455 028 G031800 0 028 G041800 9737 028 H001800 0 037 001800 Y 038 001800 0 039 001800 N 040 001800 N 045 001800 Y 046 001800 N 047 001800 Y 048 001800 0.650 048 A011800 0 048 A021800 0.000 048 B011800 0 048 B021800 0.000 048 C011800 0 048 C021800 0.000 048 D011800 0 PAGE 73 048 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 058 A001800 N 059 001800 Y 060 A001800 N 060 B001800 N 061 001800 1000000 062 A001800 N 062 B001800 0.0 062 C001800 0.0 062 D001800 0.0 062 E001800 0.0 062 F001800 0.0 062 G001800 0.0 062 H001800 0.0 062 I001800 0.0 062 J001800 0.0 062 K001800 0.0 062 L001800 0.0 062 M001800 0.0 062 N001800 0.0 062 O001800 0.0 062 P001800 0.0 062 Q001800 0.0 062 R001800 0.0 066 A001800 Y 066 B001800 N 066 C001800 Y 066 D001800 N 066 E001800 N 066 F001800 N PAGE 74 066 G001800 N 067 001800 N 068 A001800 N 068 B001800 Y 069 001800 N 070 A011800 Y 070 A021800 N 070 B011800 Y 070 B021800 N 070 C011800 Y 070 C021800 N 070 D011800 Y 070 D021800 Y 070 E011800 Y 070 E021800 N 070 F011800 Y 070 F021800 N 070 G011800 Y 070 G021800 Y 070 H011800 Y 070 H021800 N 070 I011800 N 070 I021800 N 070 J011800 Y 070 J021800 Y 070 K011800 Y 070 K021800 N 070 L011800 Y 070 L021800 N 070 M011800 Y 070 M021800 N 070 N011800 Y 070 N021800 N 070 O011800 Y 070 O021800 N 070 P011800 N 070 P021800 N 070 Q011800 N 070 Q021800 N 070 R011800 N 070 R021800 N 071 A001800 221760 071 B001800 155128 071 C001800 231030 071 D001800 67 072 A001800 6 072 B001800 1766 072 C001800 3669 072 D001800 0 072 E001800 0 072 F001800 918 PAGE 75 072 G001800 0 072 H001800 0 072 I001800 14 072 J001800 171 072 K001800 0 072 L001800 0 072 M001800 1 072 N001800 19 072 O001800 0 072 P001800 0 072 Q001800 0 072 R001800 28 072 S001800 9 072 T001800 0 072 U001800 0 072 V001800 0 072 W001800 1 072 X001800 1161 072 Y001800 73 072 Z001800 4346 072AA001800 0 072BB001800 10049 072CC011800 17120 072CC021800 0 072DD011800 762 072DD021800 0 072EE001800 0 073 A011800 0.0300 073 A021800 0.0000 073 B001800 0.0000 073 C001800 0.0000 074 A001800 58 074 B001800 0 074 C001800 50700 074 D001800 21434 074 E001800 0 074 F001800 266730 074 G001800 0 074 H001800 0 074 I001800 3320 074 J001800 14 074 K001800 16 074 L001800 957 074 M001800 0 074 N001800 343229 074 O001800 18 074 P001800 181 074 Q001800 0 074 R011800 0 074 R021800 0 074 R031800 0 PAGE 76 074 R041800 2333 074 S001800 0 074 T001800 340697 074 U011800 32443 074 U021800 0 074 V011800 10.50 074 V021800 0.00 074 W001800 0.0000 074 X001800 96 074 Y001800 0 075 A001800 0 075 B001800 280976 076 001800 0.00 008 A001901 GRANTHAM, MAYO, VAN OTTERLOO & CO. 008 B001901 A 008 C001901 801-6003 008 D011901 BOSTON 008 D021901 MA 008 D031901 02110 012 A001901 INVESTORS BANK & TRUST CO. 012 B001901 85-720 012 C011901 BOSTON 012 C021901 MA 012 C031901 02111 015 A001901 INVESTORS BANK & TRUST COMPANY 015 B001901 C 015 C011901 BOSTON 015 C021901 MA 015 C031901 02111 015 E011901 X 028 A011900 5559 028 A021900 0 028 A031900 0 028 A041900 206 028 B011900 16616 028 B021900 2165 028 B031900 0 028 B041900 446 028 C011900 11169 028 C021900 0 028 C031900 0 028 C041900 460 028 D011900 30342 028 D021900 0 028 D031900 0 028 D041900 617 028 E011900 348 028 E021900 4512 028 E031900 0 028 E041900 4561 028 F011900 8297 PAGE 77 028 F021900 0 028 F031900 0 028 F041900 54 028 G011900 72331 028 G021900 6677 028 G031900 0 028 G041900 6344 028 H001900 0 037 001900 N 038 001900 0 039 001900 N 040 001900 N 045 001900 Y 046 001900 N 047 001900 Y 048 001900 0.250 048 A011900 0 048 A021900 0.000 048 B011900 0 048 B021900 0.000 048 C011900 0 048 C021900 0.000 048 D011900 0 048 D021900 0.000 048 E011900 0 048 E021900 0.000 048 F011900 0 048 F021900 0.000 048 G011900 0 048 G021900 0.000 048 H011900 0 048 H021900 0.000 048 I011900 0 048 I021900 0.000 048 J011900 0 048 J021900 0.000 048 K011900 0 048 K021900 0.000 049 001900 N 050 001900 N 051 001900 N 052 001900 N 053 A001900 Y 053 B001900 Y 053 C001900 N 058 A001900 N 059 001900 Y 060 A001900 N 060 B001900 N 061 001900 1000000 062 A001900 Y PAGE 78 062 B001900 0.0 062 C001900 0.0 062 D001900 3.6 062 E001900 0.0 062 F001900 0.0 062 G001900 0.0 062 H001900 0.0 062 I001900 0.0 062 J001900 7.4 062 K001900 0.0 062 L001900 10.2 062 M001900 24.4 062 N001900 16.6 062 O001900 0.0 062 P001900 3.3 062 Q001900 52.2 062 R001900 0.0 063 A001900 0 063 B001900 10.2 064 A001900 N 064 B001900 N 066 A001900 N 067 001900 N 068 A001900 N 068 B001900 N 069 001900 N 070 A011900 Y 070 A021900 Y 070 B011900 Y 070 B021900 N 070 C011900 Y 070 C021900 N 070 D011900 Y 070 D021900 N 070 E011900 Y 070 E021900 N 070 F011900 Y 070 F021900 N 070 G011900 Y 070 G021900 N 070 H011900 Y 070 H021900 N 070 I011900 N 070 I021900 N 070 J011900 N 070 J021900 N 070 K011900 Y 070 K021900 Y 070 L011900 Y 070 L021900 N 070 M011900 Y PAGE 79 070 M021900 N 070 N011900 Y 070 N021900 Y 070 O011900 Y 070 O021900 N 070 P011900 N 070 P021900 N 070 Q011900 N 070 Q021900 N 070 R011900 N 070 R021900 N 071 A001900 187575 071 B001900 80590 071 C001900 240445 071 D001900 34 072 A001900 6 072 B001900 8796 072 C001900 0 072 D001900 0 072 E001900 0 072 F001900 319 072 G001900 0 072 H001900 0 072 I001900 0 072 J001900 34 072 K001900 0 072 L001900 0 072 M001900 0 072 N001900 11 072 O001900 0 072 P001900 0 072 Q001900 0 072 R001900 19 072 S001900 6 072 T001900 0 072 U001900 0 072 V001900 0 072 W001900 1 072 X001900 390 072 Y001900 72 072 Z001900 8477 072AA001900 7326 072BB001900 0 072CC011900 3284 072CC021900 0 072DD011900 6515 072DD021900 0 072EE001900 1188 073 A011900 0.2700 073 A021900 0.0000 073 B001900 0.0500 PAGE 80 073 C001900 0.0000 074 A001900 0 074 B001900 10649 074 C001900 51339 074 D001900 283244 074 E001900 0 074 F001900 0 074 G001900 0 074 H001900 0 074 I001900 0 074 J001900 0 074 K001900 12 074 L001900 2031 074 M001900 0 074 N001900 347275 074 O001900 2424 074 P001900 59 074 Q001900 0 074 R011900 0 074 R021900 0 074 R031900 0 074 R041900 51366 074 S001900 0 074 T001900 293426 074 U011900 27612 074 U021900 0 074 V011900 10.63 074 V021900 0.00 074 W001900 0.0000 074 X001900 126 074 Y001900 0 075 A001900 0 075 B001900 253478 076 001900 0.00 008 A002001 GRANTHAM, MAYO, VAN OTTERLOO & CO. 008 B002001 A 008 C002001 801-6003 008 D012001 BOSTON 008 D022001 MA 008 D032001 02110 012 A002001 INVESTORS BANK & TRUST CO. 012 B002001 85-720 012 C012001 BOSTON 012 C022001 MA 012 C032001 02111 015 A002001 INVESTORS BANK & TRUST COMPANY 015 B002001 C 015 C012001 BOSTON 015 C022001 MA 015 C032001 02111 015 E012001 X PAGE 81 028 A012000 10368 028 A022000 0 028 A032000 0 028 A042000 498 028 B012000 2788 028 B022000 0 028 B032000 0 028 B042000 0 028 C012000 21359 028 C022000 0 028 C032000 0 028 C042000 50700 028 D012000 4744 028 D022000 0 028 D032000 0 028 D042000 57521 028 E012000 2426 028 E022000 2154 028 E032000 0 028 E042000 2837 028 F012000 28914 028 F022000 0 028 F032000 0 028 F042000 9305 028 G012000 70599 028 G022000 2154 028 G032000 0 028 G042000 120861 028 H002000 0 037 002000 N 038 002000 0 039 002000 N 040 002000 N 045 002000 Y 046 002000 N 047 002000 Y 048 002000 0.500 048 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 PAGE 82 048 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 058 A002000 N 059 002000 Y 060 A002000 N 060 B002000 N 061 002000 1000000 062 A002000 Y 062 B002000 1.7 062 C002000 0.0 062 D002000 4.0 062 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 4.5 062 L002000 0.0 062 M002000 0.0 062 N002000 0.0 062 O002000 0.0 062 P002000 3.4 062 Q002000 83.7 062 R002000 0.8 063 A002000 0 063 B002000 12.0 064 A002000 N 064 B002000 Y 065 002000 N 066 A002000 N 067 002000 N 068 A002000 N 068 B002000 Y 069 002000 N 070 A012000 Y 070 A022000 Y 070 B012000 Y 070 B022000 N PAGE 83 070 C012000 Y 070 C022000 Y 070 D012000 Y 070 D022000 N 070 E012000 Y 070 E022000 N 070 F012000 Y 070 F022000 N 070 G012000 Y 070 G022000 Y 070 H012000 Y 070 H022000 N 070 I012000 N 070 I022000 N 070 J012000 N 070 J022000 N 070 K012000 Y 070 K022000 Y 070 L012000 Y 070 L022000 Y 070 M012000 Y 070 M022000 Y 070 N012000 Y 070 N022000 Y 070 O012000 Y 070 O022000 N 070 P012000 N 070 P022000 N 070 Q012000 N 070 Q022000 N 070 R012000 N 070 R022000 N 071 A002000 123636 071 B002000 166718 071 C002000 215581 071 D002000 57 072 A002000 6 072 B002000 10698 072 C002000 0 072 D002000 0 072 E002000 0 072 F002000 581 072 G002000 0 072 H002000 0 072 I002000 0 072 J002000 118 072 K002000 0 072 L002000 0 072 M002000 0 072 N002000 7 072 O002000 0 PAGE 84 072 P002000 0 072 Q002000 0 072 R002000 28 072 S002000 8 072 T002000 0 072 U002000 0 072 V002000 0 072 W002000 2 072 X002000 744 072 Y002000 279 072 Z002000 10233 072AA002000 4505 072BB002000 0 072CC012000 21643 072CC022000 0 072DD012000 2976 072DD022000 0 072EE002000 35 073 A012000 0.1700 073 A022000 0.0000 073 B002000 0.0020 073 C002000 0.0000 074 A002000 0 074 B002000 9018 074 C002000 3837 074 D002000 196808 074 E002000 0 074 F002000 0 074 G002000 0 074 H002000 0 074 I002000 10069 074 J002000 525 074 K002000 44 074 L002000 25050 074 M002000 0 074 N002000 245351 074 O002000 15480 074 P002000 86 074 Q002000 0 074 R012000 0 074 R022000 0 074 R032000 1902 074 R042000 3957 074 S002000 0 074 T002000 223926 074 U012000 19620 074 U022000 0 074 V012000 11.41 074 V022000 0.00 074 W002000 0.0000 074 X002000 166 PAGE 85 074 Y002000 0 075 A002000 0 075 B002000 231100 076 002000 0.00 008 A002101 GRANTHAM, MAYO, VAN OTTERLOO & CO. 008 B002101 A 008 C002101 801-6003 008 D012101 BOSTON 008 D022101 MA 008 D032101 02110 012 A002101 INVESTORS BANK & TRUST COMPANY 012 B002101 85-720 012 C012101 BOSTON 012 C022101 MA 012 C032101 02111 015 A002101 BROWN BROTHERS HARRIMAN & CO. 015 B002101 C 015 C012101 BOSTON 015 C022101 MA 015 C032101 02109 015 E012101 X 028 A012100 0 028 A022100 0 028 A032100 0 028 A042100 0 028 B012100 0 028 B022100 0 028 B032100 0 028 B042100 0 028 C012100 0 028 C022100 0 028 C032100 0 028 C042100 0 028 D012100 0 028 D022100 0 028 D032100 0 028 D042100 0 028 E012100 32702 028 E022100 0 028 E032100 0 028 E042100 0 028 F012100 154571 028 F022100 0 028 F032100 0 028 F042100 0 028 G012100 187273 028 G022100 0 028 G032100 0 028 G042100 0 028 H002100 0 037 002100 N PAGE 86 038 002100 0 039 002100 N 040 002100 N 045 002100 Y 046 002100 N 047 002100 Y 048 002100 0.750 048 A012100 0 048 A022100 0.000 048 B012100 0 048 B022100 0.000 048 C012100 0 048 C022100 0.000 048 D012100 0 048 D022100 0.000 048 E012100 0 048 E022100 0.000 048 F012100 0 048 F022100 0.000 048 G012100 0 048 G022100 0.000 048 H012100 0 048 H022100 0.000 048 I012100 0 048 I022100 0.000 048 J012100 0 048 J022100 0.000 048 K012100 0 048 K022100 0.000 049 002100 N 050 002100 N 051 002100 N 052 002100 N 053 A002100 Y 053 B002100 Y 058 A002100 N 059 002100 Y 060 A002100 N 060 B002100 N 061 002100 1000000 062 A002100 N 062 B002100 0.0 062 C002100 0.0 062 D002100 0.0 062 E002100 0.0 062 F002100 0.0 062 G002100 0.0 062 H002100 0.0 062 I002100 0.0 062 J002100 0.0 062 K002100 0.0 PAGE 87 062 L002100 0.0 062 M002100 0.0 062 N002100 0.0 062 O002100 0.0 062 P002100 0.0 062 Q002100 0.0 062 R002100 0.0 066 A002100 Y 066 B002100 N 066 C002100 N 066 D002100 N 066 E002100 N 066 F002100 N 066 G002100 Y 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 N 070 D022100 N 070 E012100 N 070 E022100 N 070 F012100 Y 070 F022100 Y 070 G012100 N 070 G022100 N 070 H012100 Y 070 H022100 N 070 I012100 N 070 I022100 N 070 J012100 N 070 J022100 Y 070 K012100 Y 070 K022100 N 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 N 070 P022100 N 070 Q012100 N PAGE 88 070 Q022100 N 070 R012100 N 070 R022100 N 071 A002100 96180 071 B002100 14 071 C002100 63290 071 D002100 0 072 A002100 2 072 B002100 32 072 C002100 105 072 D002100 0 072 E002100 0 072 F002100 63 072 G002100 0 072 H002100 0 072 I002100 4 072 J002100 26 072 K002100 0 072 L002100 0 072 M002100 0 072 N002100 2 072 O002100 1 072 P002100 0 072 Q002100 0 072 R002100 12 072 S002100 1 072 T002100 0 072 U002100 0 072 V002100 0 072 W002100 2 072 X002100 111 072 Y002100 51 072 Z002100 77 072AA002100 340 072BB002100 0 072CC012100 2158 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 82 074 B002100 0 074 C002100 7864 074 D002100 0 074 E002100 0 074 F002100 95346 074 G002100 0 PAGE 89 074 H002100 0 074 I002100 0 074 J002100 2706 074 K002100 28 074 L002100 89466 074 M002100 0 074 N002100 195492 074 O002100 5413 074 P002100 44 074 Q002100 0 074 R012100 0 074 R022100 0 074 R032100 0 074 R042100 187 074 S002100 0 074 T002100 189848 074 U012100 17584 074 U022100 0 074 V012100 10.80 074 V022100 0.00 074 W002100 0.0000 074 X002100 7 074 Y002100 0 075 A002100 0 075 B002100 52409 076 002100 0.00 SIGNATURE SUSAN RANDALL HARBERT TITLE ASSISTANT TREASURER EX-27.SER01 2
6 This schedule contains summary financial information extracted from GMO Trust, form N-SAR for the period ended August 31, 1995 and is qualified in its entirety by reference to such financial statements. 1 Core Fund 6-MOS FEB-29-1996 AUG-31-1995 2,537,544,341 3,061,413,430 22,710,477 0 0 3,084,123,907 26,861,443 0 162,138,786 189,000,229 0 2,238,124,306 158,659,078 149,509,336 14,661,757 0 118,288,630 0 524,048,985 2,895,123,678 35,184,953 3,118,522 0 6,294,511 32,008,964 127,372,303 434,581,218 466,590,182 0 (27,339,592) (7,361,868) 0 15,074,172 (7,360,742) 1,436,312 585,875,740 9,992,385 (1,721,805) 0 0 6,884,621 0 7,201,830 2,608,485,944 15.45 0.21 2.82 0.00 (0.23) 0.00 18.25 0.48 0 0.00
EX-27.SER04 3
6 This schedule contains summary financial information extracted from GMO Trust, form N-SAR for the period ended August 31, 1995 and is qualified in its entirety by reference to such financial statements. 4 Growth Allocation Fund 6-MOS FEB-29-1996 AUG-31-1995 300,687,670 357,214,573 1,280,652 0 0 358,495,225 315,092 0 18,995,827 19,310,919 0 277,827,521 67,350,475 53,657,221 1,105,348 0 3,710,155 0 56,541,282 339,184,306 2,781,264 496,506 0 740,316 2,537,454 4,187,624 42,088,589 48,813,667 0 (1,990,601) (10,202,708) 0 21,976,921 (10,445,188) 2,161,521 100,177,989 558,495 9,725,239 0 0 771,163 0 852,014 306,754,612 4.45 0.04 0.74 0.00 (0.19) 0.00 5.04 0.48 0 0.00
EX-27.SER08 4
6 This schedule contains summary financial information extracted from GMO Trust, form N-SAR for the period ended August 31, 1995 and is qualified in its entirety by reference to such financial statements. 8 Value Allocation Fund 6-MOS FEB-29-1996 AUG-31-1995 287,736,889 336,985,441 3,668,234 0 0 340,653,675 3,359,296 0 25,299,416 28,658,712 0 244,872,047 22,864,103 29,095,761 2,094,911 0 18,237,048 0 46,790,957 311,994,963 5,288,058 492,545 0 1,018,551 4,762,052 26,930,966 20,134,510 51,827,528 0 (4,581,860) (4,574,131) 0 955,616 (7,711,166) 523,892 (38,699,498) 1,914,719 (4,119,787) 0 0 1,168,831 0 1,277,177 332,137,225 12.05 0.21 0.77 0.00 (0.38) 0.00 13.65 0.61 0 0.00
EX-27.SER06 5
6 This schedule contains summary financial information extracted from GMO Trust, form N-SAR for the period ended August 31, 1995 and is qualified in its entirety by reference to such financial statements. 6 Short Term Income Fund 6-MOS FEB-29-1996 AUG-31-1995 6,625,993 6,682,089 62,328 0 0 6,744,417 0 0 11,808 11,808 0 6,750,598 697,949 856,832 72,013 0 (146,098) 0 56,096 6,732,609 0 256,222 0 9,475 246,747 21,838 65,271 333,856 0 (273,835) 0 0 547,622 (733,107) 26,602 (1,460,887) 99,101 (167,936) 0 0 9,475 0 22,909 7,535,622 9.56 0.33 0.10 0.00 (0.34) 0.00 9.65 0.25 0 0.00
EX-27.SER03 6
6 This schedule contains summary financial information extracted from GMO Trust, form N-SAR for the period ended August 31, 1995 and is qualified in its entirety by reference to such financial statements. 3 International Core Fund 6-MOS FEB-29-1996 AUG-31-1995 2,967,722,389 3,178,028,624 133,266,889 275,056,491 0 3,586,352,004 106,205,654 0 154,121,237 260,326,891 0 3,040,520,339 140,653,201 116,104,099 38,912,911 0 43,084,700 0 203,507,163 3,326,025,113 48,619,227 4,003,560 0 10,466,466 42,156,321 27,859,033 165,796,303 235,811,657 0 (3,243,410) (85,496,279) 0 30,026,350 (9,080,579) 3,603,331 734,379,261 0 100,721,946 0 0 11,237,128 0 12,586,122 2,980,281,699 22.32 0.30 1.72 0.00 (0.69) 0.00 23.65 0.70 0 0.00
EX-27.SER07 7
6 This schedule contains summary financial information extracted from GMO Trust, form N-SAR for the period ended August 31, 1995 and is qualified in its entirety by reference to such financial statements. 7 Japan Fund 6-MOS FEB-29-1996 AUG-31-1995 102,072,196 103,434,850 223,321 2,549,152 0 106,207,323 675,984 0 5,397,020 6,073,004 0 87,478,963 10,333,221 6,591,242 0 (411,556) 11,742,908 0 1,324,004 100,134,319 293,006 52,715 0 355,931 (10,210) 95,060 3,926,306 4,011,156 0 0 0 0 3,741,979 0 0 40,011,156 0 11,647,848 (401,346) 0 270,489 0 396,785 70,880,558 9.12 0.00 0.57 0.00 0.00 0.00 9.69 1.00 0 0.00
EX-27.SER09 8
6 This schedule contains summary financial information extracted from GMO Trust, form N-SAR for the period ended August 31, 1995 and is qualified in its entirety by reference to such financial statements. 9 Tobacco Free Core Fund 6-MOS FEB-29-1996 AUG-31-1995 47,622,387 57,444,325 478,271 0 0 57,922,596 194,387 0 2,353,970 2,548,357 0 41,904,629 4,451,076 4,502,238 280,261 0 3,370,573 0 9,818,776 55,374,239 714,953 95,004 0 131,617 678,340 3,757,733 5,381,127 9,817,200 0 (398,079) (902,689) 0 629,346 (792,160) 111,652 7,405,508 0 515,529 0 0 137,101 0 207,337 54,543,133 10.65 0.15 1.92 0.00 (0.28) 0.00 12.44 0.48 0 0.00
EX-27.SER10 9
6 This schedule contains summary financial information extracted from GMO Trust, form N-SAR for the period ended August 31, 1995 and is qualified in its entirety by reference to such financial statements. 10 Fundamental Value Fund 6-MOS FEB-29-1996 AUG-31-1995 182,679,126 212,188,505 1,487,127 0 0 213,675,632 376,255 0 15,729,498 16,105,753 0 161,648,644 14,091,776 14,581,927 1,197,547 0 5,214,309 0 29,509,379 197,569,879 3,266,380 143,737 0 718,819 2,691,298 6,036,757 17,909,814 26,637,869 0 (2,383,879) (3,210,933) 0 0 (759,934) 269,783 14,698,972 890,128 2,388,485 0 0 718,819 0 776,524 190,645,326 12.54 0.19 1.69 0.00 (0.40) 0.00 14.02 0.75 0 0.00
EX-27.SER13 10
6 This schedule contains summary financial information extracted from GMO Trust, form N-SAR for the period ended August 31, 1995 and is qualified in its entirety by reference to such financial statements. 13 International Small Companies Fund 6-MOS FEB-29-1996 AUG-31-1995 195,304,026 195,408,640 3,407,551 1,724,624 0 200,540,815 57,389 0 1,459,413 1,516,802 0 195,623,335 15,691,530 15,585,433 3,137,700 0 86,339 0 176,639 199,024,013 2,990,500 167,555 0 726,812 2,431,243 109,079 9,692,644 12,232,966 0 0 (1,004,007) 0 2,011,931 (1,985,467) 79,633 12,838,813 706,457 981,267 0 0 1,203,901 0 1,467,743 191,545,369 11.95 0.15 0.65 0.00 (0.07) 0.00 12.68 0.75 0 0.00
EX-27.SER11 11
6 This schedule contains summary financial information extracted from GMO Trust, form N-SAR for the period ended August 31, 1995 and is qualified in its entirety by reference to such financial statements. 11 Core II Secondaries Fund 6-MOS FEB-29-1996 AUG-31-1995 154,489,444 172,748,198 2,972,603 0 0 175,720,801 1,704,601 0 22,263,636 23,968,237 0 111,866,948 10,171,408 17,325,736 672,908 0 20,882,092 0 18,330,616 151,752,564 1,373,929 279,414 0 395,009 1,258,334 21,590,046 828,211 23,676,591 0 (1,292,502) (7,978,894) 0 702,032 (8,418,103) 561,743 (84,028,083) 707,076 7,270,940 0 0 411,465 0 496,377 163,627,876 13.61 0.14 2.11 0.00 (0.93) 0.00 14.92 0.48 0 0.00
EX-27.SER14 12
6 This schedule contains summary financial information extracted from GMO Trust, form N-SAR for the period ended August 31, 1995 and is qualified in its entirety by reference to such financial statements. 14 U.S. Sector Allocation Fund 6-MOS FEB-29-1996 AUG-31-1995 198,885,106 242,774,490 1,951,067 0 0 244,725,557 992,871 0 7,940,799 8,933,670 0 179,513,557 18,053,484 18,734,305 1,536,450 0 10,868,869 0 43,873,011 235,791,887 3,050,053 244,449 0 543,701 2,750,801 12,051,152 25,746,757 40,548,710 0 (2,132,461) (1,086,252) 0 194,243 (943,623) 68,559 28,500,789 918,110 (96,031) 0 0 555,028 0 640,340 225,312,501 11.06 0.16 2.02 0.00 (0.18) 0.00 13.06 0.48 0 0.00
EX-27.SER16 13
6 This schedule contains summary financial information extracted from GMO Trust, form N-SAR for the period ended August 31, 1995 and is qualified in its entirety by reference to such financial statements. 16 International Bond Fund 6-MOS FEB-29-1996 AUG-31-1995 185,147,389 197,354,531 23,579,065 575,483 0 221,509,079 1,311,302 0 29,513,653 30,824,955 0 174,855,008 17,840,505 15,687,479 11,494,360 0 3,697,739 0 637,017 190,684,124 0 8,173,247 0 389,741 7,783,506 11,739,543 2,190,549 21,713,598 0 (54,248) (4,700,407) 0 6,922,449 (5,196,111) 426,688 39,494,753 3,765,102 (3,341,397) 0 0 389,741 0 498,550 193,817,701 9.64 0.41 0.90 0.00 (0.26) 0.00 10.69 0.40 0 0.00
EX-27.SER05 14
6 This schedule contains summary financial information extracted from GMO Trust, form N-SAR for the period ended August 31, 1995 and is qualified in its entirety by reference to such financial statements. 5 Pelican Fund 6-MOS FEB-29-1996 AUG-31-1995 128,801,037 157,377,489 1,863,819 3,358 0 159,244,666 607,478 0 145,297 752,775 0 126,633,371 11,671,816 9,831,023 658,871 0 2,623,197 0 28,576,452 158,491,891 1,762,410 835,313 0 783,599 1,814,124 4,390,880 13,909,499 20,114,503 0 (1,435,525) (1,471,339) 0 2,119,430 (480,570) 201,933 40,572,120 280,272 (296,344) 0 0 641,789 0 783,599 141,844,805 11.99 0.16 1.69 0.00 (0.26) 0.00 13.58 1.10 0 0.00
EX-27.SER15 15
6 This schedule contains summary financial information extracted from GMO Trust, form N-SAR for the period ended August 31, 1995 and is qualified in its entirety by reference to such financial statements. 15 Emerging Markets Fund 6-MOS FEB-29-1996 AUG-31-1995 593,641,840 561,834,243 41,612,967 22,360,226 0 625,807,436 15,073,192 0 1,104,651 16,177,843 0 659,958,844 57,879,323 40,355,453 6,289,965 0 (26,585,344) 0 (30,033,872) 609,629,593 8,819,966 884,849 0 3,414,850 6,289,965 (24,010,305) 63,685,402 45,965,062 0 0 (7,081,456) 0 16,922,728 (52,350) 653,492 225,370,831 0 4,506,417 0 0 2,504,377 0 3,436,117 477,712,330 9.52 0.11 1.03 0.00 (0.13) 0.00 10.53 1.42 0 0.00
EX-27.SER17 16
6 This schedule contains summary financial information extracted from GMO Trust, form N-SAR for the period ended August 31, 1995 and is qualified in its entirety by reference to such financial statements. 17 Emerging Country Debt Fund 6-MOS FEB-29-1996 AUG-31-1995 485,058,505 532,925,779 20,675,540 264,450 0 553,865,769 36,525,178 0 9,536,365 46,061,543 0 431,280,634 46,553,536 29,024,789 29,886,155 0 (5,746,027) 0 52,383,464 507,804,226 0 31,969,973 0 1,046,340 30,923,633 1,998,099 84,247,675 117,169,407 0 (3,395,584) 0 0 26,445,537 (9,117,813) 201,023 264,352,882 2,358,106 (7,744,126) 0 0 1,046,340 0 1,336,577 416,339,726 8.39 0.64 1.96 0.00 (0.08) 0.00 10.91 0.50 0 0.00
EX-27.SER18 17
6 This schedule contains summary financial information extracted from GMO Trust, form N-SAR for the period ended August 31, 1995 and is qualified in its entirety by reference to such financial statements. 18 Global Hedged Equity Fund 6-MOS FEB-29-1996 AUG-31-1995 317,440,305 342,184,451 800,911 244,083 0 343,229,445 18,331 0 2,513,797 2,532,128 0 328,881,940 32,443,087 21,216,892 4,329,441 0 (9,937,977) 0 17,423,913 340,697,317 3,668,784 1,765,857 0 1,088,702 4,345,939 (10,048,663) 17,120,171 11,417,447 0 (761,607) 0 0 12,127,111 (944,829) 43,913 126,059,196 745,109 110,686 0 0 918,184 0 1,161,272 280,975,811 10.12 0.12 0.29 0.00 (0.03) 0.00 10.50 0.77 0 0.00
EX-27.SER19 18
6 This schedule contains summary financial information extracted from GMO Trust, form N-SAR for the period ended August 31, 1995 and is qualified in its entirety by reference to such financial statements. 19 Domestic Bond Fund 6-MOS FEB-29-1996 AUG-31-1995 340,163,566 345,231,001 2,044,384 0 0 347,275,385 2,424,169 0 51,424,802 53,848,971 0 278,270,504 27,611,985 20,670,984 3,284,083 0 6,034,745 0 5,837,082 293,426,414 0 8,795,627 0 318,583 8,477,044 7,326,425 3,283,718 19,087,187 0 (6,514,968) (1,187,937) 0 6,894,982 (597,034) 643,053 84,049,166 1,322,007 (103,743) 0 0 318,583 0 390,491 253,478,349 10.13 0.33 0.49 0.00 (0.32) 0.00 10.63 0.25 0 0.00
EX-27.SER20 19
6 This schedule contains summary financial information extracted from GMO Trust, form N-SAR for the period ended August 31, 1995 and is qualified in its entirety by reference to such financial statements. 20 Currency Hedged International Bond Fund 6-MOS FEB-29-1996 AUG-31-1995 204,411,312 219,732,287 25,197,236 421,302 0 245,350,825 15,479,828 0 5,944,922 21,424,750 0 189,819,428 19,619,510 23,885,450 9,330,112 0 4,507,319 0 20,269,216 223,926,075 0 10,697,697 0 464,895 10,232,802 4,505,254 21,642,627 36,380,683 0 (2,975,615) (35,020) 0 6,414,653 (10,878,710) 198,117 (14,738,363) 2,072,925 37,085 0 0 581,119 0 744,258 231,100,233 9.99 0.56 1.03 0.00 (0.17) 0.00 11.41 0.40 0 0.00
EX-27.SER21 20
6 This schedule contains summary financial information extracted from GMO Trust, form N-SAR for the period ended August 31, 1995 and is qualified in its entirety by reference to such financial statements. 21 Currency Hedged International Core Fund 6-MOS FEB-29-1996 AUG-31-1995 104,023,787 103,210,183 92,187,718 93,941 0 195,491,842 5,412,610 0 230,800 5,643,410 0 187,273,305 17,583,602 0 77,402 0 339,950 0 2,157,775 189,848,432 104,997 31,665 0 59,260 77,402 339,950 2,157,775 2,575,127 0 0 0 0 17,583,602 0 0 189,848,432 0 0 0 0 63,323 0 110,582 52,409,403 10.00 0.00 0.80 0.00 0.00 0.00 10.80 0.70 0 0.00
-----END PRIVACY-ENHANCED MESSAGE-----