-----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, TmTSnevg4OcGh0rIH/kBZaKkHohreyjDe2EzjCCk2Db/WfDmmH3KQExMogiQfmyX HU4M/uJ6K0ZPCMoMvFu14Q== 0000777535-07-000009.txt : 20070828 0000777535-07-000009.hdr.sgml : 20070828 20070828114651 ACCESSION NUMBER: 0000777535-07-000009 CONFORMED SUBMISSION TYPE: NSAR-A PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20070630 FILED AS OF DATE: 20070828 DATE AS OF CHANGE: 20070828 EFFECTIVENESS DATE: 20070828 FILER: COMPANY DATA: COMPANY CONFORMED NAME: COLLEGE RETIREMENT EQUITIES FUND CENTRAL INDEX KEY: 0000777535 IRS NUMBER: 136022042 STATE OF INCORPORATION: NY FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NSAR-A SEC ACT: 1940 Act SEC FILE NUMBER: 811-04415 FILM NUMBER: 071082742 BUSINESS ADDRESS: STREET 1: 730 THIRD AVE CITY: NEW YORK STATE: NY ZIP: 10017 BUSINESS PHONE: 2129164905 MAIL ADDRESS: STREET 1: 730 THIRD AVE CITY: NEW YORK STATE: NY ZIP: 10017

0000777535 S000005080 Stock Account

C000013867 Retirement Annuity

C000018661 Supplemental Retirement Annuity

C000018662 Retirement Select Plus II Annuity

C000018663 Retirement Choice Annuity

C000018664 Retirement Choice Plus Annuity

C000018665 Keogh Certificate

C000018666 Group Retirement Annuity

C000018667 Group Supplemental Retirement Annuity

C000018668 Group Annuity

C000018669 Individual Retirement Annuity

C000018670 Rollover Individual Retirement Annuity

C000018671 Roth Individual Retirement Annuity

C000018672 Retirement Select Annuity

C000018673 Retirement Select Plus Annuity

0000777535 S000005081 Global Equities Account

C000013868 Retirement Annuity

C000018818 Supplemental Retirement Annuity

C000018819 Rollover Individual Retirement Annuity

C000018820 Roth Individual Retirement Annuity

C000018821 Retirement Select Annuity

C000018822 Retirement Select Plus Annuity

C000018823 Retirement Select Plus II Annuity

C000018824 Retirement Choice Annuity

C000018825 Retirement Choice Plus Annuity

C000018826 Keogh Certificate

C000018827 Group Retirement Annuity

C000018828 Group Supplemental Retirement Annuity

C000018829 Group Annuity

C000018830 Individual Retirement Annuity

0000777535 S000005082 Growth Account

C000013869 Retirement Annuity

C000018833 Supplemental Retirement Annuity

C000018834 Rollover Individual Retirement Annuity

C000018835 Roth Individual Retirement Annuity

C000018836 Retirement Select Annuity

C000018837 Retirement Select Plus Annuity

C000018838 Retirement Select Plus II Annuity

C000018839 Retirement Choice Annuity

C000018840 Retirement Choice Plus Annuity

C000018841 Keogh Certificate

C000018842 Group Retirement Annuity

C000018843 Group Supplemental Retirement Annuity

C000018844 Group Annuity

C000018845 Individual Retirement Annuity

0000777535 S000005083 Equity Index Account

C000013870 Retirement Annuity

C000018850 Supplemental Retirement Annuity

C000018851 Group Retirement Annuity

C000018852 Group Supplemental Retirement Annuity

C000018853 Group Annuity

C000018854 Individual Retirement Annuity

C000018855 Rollover Individual Retirement Annuity

C000018856 Roth Individual Retirement Annuity

C000018857 Retirement Select Annuity

C000018858 Retirement Select Plus Annuity

C000018859 Retirement Select Plus II Annuity

C000018860 Retirement Choice Annuity

C000018861 Retirement Choice Plus Annuity

C000018862 Keogh Certificate

0000777535 S000005084 Bond Market Account

C000013871 Retirement Annuity

C000018878 Supplemental Retirement Annuity

C000018879 Rollover Individual Retirement Annuity

C000018880 Roth Individual Retirement Annuity

C000018881 Retirement Select Annuity

C000018882 Retirement Select Plus Annuity

C000018883 Retirement Select Plus II Annuity

C000018884 Retirement Choice Annuity

C000018885 Retirement Choice Plus Annuity

C000018886 Keogh Certificate

C000018887 Group Retirement Annuity

C000018888 Group Supplemental Retirement Annuity

C000018889 Group Annuity

C000018890 Individual Retirement Annuity

0000777535 S000005085 Inflation-Linked Bond Account

C000013872 Retirement Annuity

C000018891 Supplemental Retirement Annuity

C000018892 Rollover Individual Retirement Annuity

C000018893 Roth Individual Retirement Annuity

C000018894 Retirement Select Annuity

C000018895 Retirement Select Plus Annuity

C000018896 Retirement Select Plus II Annuity

C000018897 Retirement Choice Annuity

C000018898 Retirement Choice Plus Annuity

C000018899 Keogh Certificate

C000018900 Group Retirement Annuity

C000018901 Group Supplemental Retirement Annuity

C000018902 Group Annuity

C000018903 Individual Retirement Annuity

0000777535 S000005086 Social Choice Account

C000013873 Retirement Annuity

C000018914 Supplemental Retirement Annuity

C000018915 Rollover Individual Retirement Annuity

C000018916 Roth Individual Retirement Annuity

C000018917 Retirement Select Annuity

C000018918 Retirement Select Plus Annuity

C000018919 Retirement Select Plus II Annuity

C000018920 Retirement Choice Annuity

C000018921 Retirement Choice Plus Annuity

C000018922 Keogh Certificate

C000018923 Group Retirement Annuity

C000018924 Group Supplemental Retirement Annuity

C000018925 Group Annuity

C000018926 Individual Retirement Annuity

0000777535 S000005087 Money Market Account

C000013874 Retirement Annuity

C000018927 Supplemental Retirement Annuity

C000018928 Rollover Individual Retirement Annuity

C000018929 Roth Individual Retirement Annuity

C000018930 Retirement Select Annuity

C000018931 Retirement Select Plus Annuity

C000018932 Retirement Select Plus II Annuity

C000018933 Retirement Choice Annuity

C000018934 Retirement Choice Plus Annuity

C000018935 Keogh Certificate

C000018936 Group Retirement Annuity

C000018937 Group Supplemental Retirement Annuity

C000018938 Group Annuity

C000018939 Individual Retirement Annuity

NSAR-A 1 answer.fil CREF SEMI-ANNUAL REPORT 06-30-07 PAGE 1 000 A000000 06/30/2007 000 C000000 0000777535 000 D000000 N 000 E000000 NF 000 F000000 Y 000 G000000 N 000 H000000 N 000 I000000 6.1 000 J000000 A 001 A000000 COLLEGE RETIREMENT EQUITIES FUND 001 B000000 811-4415 001 C000000 2129164905 002 A000000 730 THIRD AVENUE 002 B000000 NEW YORK 002 C000000 NY 002 D010000 10017 002 D020000 3206 003 000000 N 004 000000 N 005 000000 N 006 000000 N 007 A000000 Y 007 B000000 8 007 C010100 1 007 C020100 CREF STOCK ACCOUNT 007 C030100 N 007 C010200 2 007 C020200 CREF MONEY MARKET ACCOUNT 007 C030200 N 007 C010300 3 007 C020300 CREF BOND MARKET ACCOUNT 007 C030300 N 007 C010400 4 007 C020400 CREF SOCIAL CHOICE ACCOUNT 007 C030400 N 007 C010500 5 007 C020500 CREF GLOBAL EQUITIES ACCOUNT 007 C030500 N 007 C010600 6 007 C020600 CREF GROWTH ACCOUNT 007 C030600 N 007 C010700 7 007 C020700 CREF EQUITY INDEX ACCOUNT 007 C030700 N 007 C010800 8 007 C020800 CREF INFLATION-LINKED BOND ACCOUNT 007 C030800 N 007 C010900 9 007 C011000 10 008 A00AA01 TIAA-CREF INVESTMENT MANAGEMENT, LLC 008 B00AA01 A PAGE 2 008 C00AA01 801-38029 008 D01AA01 NEW YORK 008 D02AA01 NY 008 D03AA01 10017 008 D04AA01 3206 011 A00AA01 TIAA-CREF INDIVIDUAL & INSTITUTIONAL SERVICES 011 B00AA01 8-44454 011 C01AA01 NEW YORK 011 C02AA01 NY 011 C03AA01 10017 011 C04AA01 3206 013 A00AA01 PRICEWATERHOUSECOOPERS LLP 013 B01AA01 NEW YORK 013 B02AA01 NY 013 B03AA01 10017 014 A00AA01 TIAA-CREF INDIVIDUAL & INSTITUTIONAL SERVICES 014 B00AA01 8-44454 014 A00AA02 TEACHERS PERSONAL INVESTORS SERVICES, INC. 014 B00AA02 8-47051 018 00AA00 Y 019 A00AA00 Y 019 B00AA00 55 019 C00AA00 TIAA--CREF 020 A000001 JP MORGAN CHASE & CO 020 B000001 13-3224016 020 C000001 7725 020 A000002 GOLDMAN SACHS & CO 020 B000002 13-5108880 020 C000002 7032 020 A000003 MORGAN STANLEY 020 B000003 13-2655998 020 C000003 5292 020 A000004 UBS SECURITIES LLC 020 B000004 13-3873456 020 C000004 5191 020 A000005 CREDIT SUISSE FIRST BOSTON 020 B000005 13-5659485 020 C000005 4958 020 A000006 CITIGROUP 020 B000006 11-2418191 020 C000006 4485 020 A000007 DEUTSCHE BANK 020 B000007 13-2730828 020 C000007 3567 020 A000008 LEHMAN BROTHERS, INC 020 B000008 13-2518466 020 C000008 3207 020 A000009 JEFFERIES & CO INC 020 B000009 95-2622900 020 C000009 2379 020 A000010 MERRILL LYNCH & CO PAGE 3 020 B000010 13-5674085 020 C000010 2123 021 000000 68778 022 A000001 GOLDMAN SACHS& CO 022 B000001 13-5108880 022 C000001 12120359 022 D000001 3282331 022 A000002 MERRIL LYNCH & CO 022 B000002 13-5674085 022 C000002 8619196 022 D000002 5677362 022 A000003 BANK OF AMERICA CORP 022 B000003 56-2058405 022 C000003 12217524 022 D000003 1476068 022 A000004 LEHMAN BROTHERS, INC 022 B000004 13-2518466 022 C000004 11193494 022 D000004 946644 022 A000005 CREDIT SUISSE FIRST BOSTON 022 B000005 13-5659485 022 C000005 8055272 022 D000005 1436866 022 A000006 JP MORGAN CHASE & CO 022 B000006 13-3224016 022 C000006 8689724 022 D000006 499518 022 A000007 FIRST TENNESSEE CAPITAL MARKETS 022 B000007 62-0201385 022 C000007 7298889 022 D000007 1028905 022 A000008 MORGAN STANLEY 022 B000008 13-2655998 022 C000008 6278907 022 D000008 1624485 022 A000009 BARCLAYS CAPITAL 022 B000009 05-0346412 022 C000009 4949218 022 D000009 533685 022 A000010 DEUTSCHE BANK 022 B000010 13-2730828 022 C000010 4037282 022 D000010 139903 023 C000000 103270693 023 D000000 22940833 026 A000000 N 026 B000000 Y 026 C000000 Y 026 D000000 Y 026 E000000 Y 026 F000000 N PAGE 4 026 G010000 N 026 G020000 N 026 H000000 N 027 000000 Y 029 00AA00 N 030 A00AA00 0 030 B00AA00 0.00 030 C00AA00 0.00 031 A00AA00 0 031 B00AA00 0 032 00AA00 0 033 00AA00 0 034 00AA00 N 035 00AA00 0 036 B00AA00 0 037 00AA00 N 038 00AA00 0 039 00AA00 N 040 00AA00 Y 041 00AA00 Y 042 A00AA00 0 042 B00AA00 0 042 C00AA00 0 042 D00AA00 100 042 E00AA00 0 042 F00AA00 0 042 G00AA00 0 042 H00AA00 0 043 00AA00 91155 044 00AA00 0 049 00AA00 N 050 00AA00 N 051 00AA00 N 052 00AA00 N 053 A00AA00 N 054 A00AA00 N 054 B00AA00 N 054 C00AA00 N 054 D00AA00 N 054 E00AA00 N 054 F00AA00 N 054 G00AA00 N 054 H00AA00 N 054 I00AA00 N 054 J00AA00 N 054 K00AA00 N 054 L00AA00 N 054 M00AA00 N 054 N00AA00 N 054 O00AA00 N 055 A00AA00 N PAGE 5 055 B00AA00 N 056 00AA00 N 057 00AA00 N 058 A00AA00 N 059 00AA00 Y 060 A00AA00 Y 060 B00AA00 Y 061 00AA00 0 077 A000000 N 078 000000 N 080 C00AA00 0 081 B00AA00 0 082 B00AA00 0 083 B00AA00 0 084 B00AA00 0 086 A010000 0 086 A020000 0 086 B010000 0 086 B020000 0 086 C010000 0 086 C020000 0 086 D010000 0 086 D020000 0 086 E010000 0 086 E020000 0 086 F010000 0 086 F020000 0 015 A000101 STATE STREET CAYMAN TRUST CO., LTD. 015 B000101 S 015 C010101 GRAND CAYMAN 015 D010101 CAYMAN ISLANDS 015 E040101 X 015 A000102 JPMORGAN CHASE BANK N.A. 015 B000102 C 015 C010102 NEW YORK 015 C020102 NY 015 C030102 10004 015 E010102 X 015 A000103 HSBC BANK ARGENTINA S.A. 015 B000103 S 015 C010103 BUENOS AIRES 015 D010103 ARGENTINA 015 D020103 1005 015 E040103 X 015 A000104 JPMORGAN CHASE BANK N.A. 015 B000104 S 015 C010104 SYDNEY 015 D010104 AUSTRALIA 015 D020104 NSW 2000 015 E040104 X 015 A000105 BANK AUSTRIA CREDITANSTALT A.G. PAGE 6 015 B000105 S 015 C010105 VIENNA 015 D010105 AUSTRIA 015 D020105 A-1090 015 E040105 X 015 A000106 FORTIS BANK (NEDERLAND) N.V. 015 B000106 S 015 C010106 AMSTERDAM 015 D010106 NETHERLANDS 015 D020106 1012KK 015 E040106 X 015 A000107 HSBC BANK BRASIL S.A. BANCO MULTIPLO 015 B000107 S 015 C010107 SAO PAOLO 015 D010107 BRAZIL 015 D020107 SP 01451-000 015 E040107 X 015 A000108 CITIBANK A.S. 015 B000108 S 015 C010108 ISTANBUL 015 D010108 TURKEY 015 D020108 80280 015 E040108 X 015 A000109 DANSKE BANK A/S 015 B000109 S 015 C010109 COPENHAGEN 015 D010109 DENMARK 015 D020109 DK 1092 015 E040109 X 015 A000110 BNP PARIBAS SECURITIES SERVICE S.A. 015 B000110 S 015 C010110 PARIS 015 D010110 FRANCE 015 D020110 75078 015 E040110 X 015 A000111 DEUTSCHE BANK AG 015 B000111 S 015 C010111 FRANKFURT 015 D010111 GERMANY 015 D020111 D-65760 015 E040111 X 015 A000112 THE HONG KONG AND SHANGHAI BANKING CORP. LTD. 015 B000112 S 015 C010112 WAN CHAI 015 D010112 HONG KONG 015 E040112 X 015 A000113 SKANDINAVISKA ENSKILDA BANKEN AB 015 B000113 S 015 C010113 HELSINKI 015 D010113 FINLAND 015 D020113 FIN-00101 PAGE 7 015 E040113 X 015 A000114 INTESTA SANPAOLO S.P.A 015 B000114 S 015 C010114 MILAN 015 D010114 ITALY 015 D020114 20121 015 E040114 X 015 A000115 THE BANK OF TOKYO-MITSUBISHI UFJ, LIMITED 015 B000115 S 015 C010115 TOKYO 015 D010115 JAPAN 015 D020115 103 015 E040115 X 015 A000116 BANCO NACIONAL DE MEXICO, S.A. 015 B000116 S 015 C010116 MEXICO, D.F. 015 D010116 MEXICO 015 D020116 01210 015 E040116 X 015 A000117 KAS BANK N.V. 015 B000117 S 015 C010117 AMSTERDAM 015 D010117 NETHERLANDS 015 D020117 1012VT 015 E040117 X 015 A000118 NATIONAL NOMINEES LTD. 015 B000118 S 015 C010118 AUCKLAND 015 D010118 NEW ZEALAND 015 E040118 X 015 A000119 DNB NOR BANK ASA 015 B000119 S 015 C010119 OSLO 015 D010119 NORWAY 015 D020119 N-0107 015 E040119 X 015 A000120 DBS BANK LTD. 015 B000120 S 015 C010120 SINGAPORE 015 D010120 SINGAPORE 015 D020120 239922 015 E040120 X 015 A000121 STANDARD CHARTERED FIRST BANK KOREA LIMITED 015 B000121 S 015 C010121 SEOUL 015 D010121 SOUTH KOREA 015 D020121 110-702 015 E040121 X 015 A000122 SANTANDER INVESTMENT, S.A. 015 B000122 S 015 C010122 MADRID PAGE 8 015 D010122 SPAIN 015 D020122 28660 015 E040122 X 015 A000123 SKANDINAVISKA ENSKILDA BANKEN AB 015 B000123 S 015 C010123 STOCKHOLM 015 D010123 SWEDEN 015 D020123 SE-106 40 015 E040123 X 015 A000124 UBS AG 015 B000124 S 015 C010124 ZURICH 015 D010124 SWITZERLAND 015 D020124 8021 015 E040124 X 015 A000125 STANDARD CHARTERED BANK (THAI) PUBLIC CO LTD 015 B000125 S 015 C010125 BANGKOK 015 D010125 THAILAND 015 D020125 10500 015 E040125 X 015 A000126 JPMORGAN CHASE BANK N.A. 015 B000126 S 015 C010126 LONDON 015 D010126 UNITED KINGDOM 015 D020126 EC4Y 5AJ 015 E040126 X 015 A000127 THE HONG KONG AND SHANGHAI BANKING CORP. 015 B000127 S 015 C010127 SHANGHAI 015 D010127 PEOPLES REP OF CHINA 015 D020127 200120 015 E040127 X 015 A000128 SANTANDER INVESTMENT, S.A. 015 B000128 S 015 C010128 BOGOTA 015 D010128 COLUMBIA 015 E040128 X 015 A000129 BANK OF IRELAND 015 B000129 S 015 C010129 DUBLIN 015 D010129 IRELAND 015 D020129 1 015 E040129 X 015 A000130 HSBC BANK MALAYSIA BERHAD 015 B000130 S 015 C010130 KUALA LUMPUR 015 D010130 MALAYSIA 015 D020130 50100 015 E040130 X 015 A000131 DEUTSCHE BANK ZRT. PAGE 9 015 B000131 S 015 C010131 BUDAPEST 015 D010131 HUNGARY 015 D020131 H-1054 015 E040131 X 015 A000132 FORTIS BANQUE LUXEMBOURG S.A. 015 B000132 S 015 C010132 LUXEMBOURG 015 D010132 LUXEMBOURG 015 D020132 L-2951 015 E040132 X 015 A000133 THE HONG KONG AND SHANGHAI BANKING CORP.LTD. 015 B000133 S 015 C010133 MANILA 015 D010133 PHILIPPINES 015 E040133 X 015 A000134 FIRSTRAND BANK LIMITED 015 B000134 S 015 C010134 JOHANNESBURG 015 D010134 SOUTH AFRICA 015 D020134 2001 015 E040134 X 015 A000135 THE HONG KONG AND SHANGHAI BANKING CORP. LTD. 015 B000135 S 015 C010135 JAKARTA 015 D010135 INDONESIA 015 D020135 12920 015 E040135 X 015 A000136 STANDARD CHARTERED BANK 015 B000136 S 015 C010136 MUMBAI 015 D010136 INDIA 015 D020136 400 001 015 E040136 X 015 A000137 BARCLAYS BANK OF ZIMBABWE 015 B000137 S 015 C010137 HARARE 015 D010137 ZIMBABWE 015 E040137 X 015 A000138 JPMORGAN CHASE BANK N.A.-NASSAU BRANCH 015 B000138 S 015 C010138 NASSAU 015 D010138 BAHAMAS 015 E040138 X 015 A000139 CANADIAN IMPERIAL BANK OF COMMERCE 015 B000139 S 015 C010139 TORONTO, ONTARIO 015 D010139 CANADA 015 D020139 M5L 1G9 015 E040139 X 015 A000140 BANCO ESPIRTO SANTO, S.A. PAGE 10 015 B000140 S 015 C010140 LISBON 015 D010140 PORTUGAL 015 D020140 1250-069 015 E040140 X 015 A000141 HSBC BANK PLC 015 B000141 S 015 C010141 ATHENS 015 D010141 GREECE 015 D020141 11526 015 E040141 X 015 A000142 JPMORGAN CHASE BANK N.A. 015 B000142 S 015 C010142 TAIPEI 015 D010142 TAIWAN 015 D020142 110 015 E040142 X 015 A000143 HVB BANK CZECH REPUBLIC A.S. 015 B000143 S 015 C010143 PRAGUE 015 D010143 CZECH REPUBLIC 015 D020143 110 05 015 E040143 X 015 A000144 BANK HANDLOWY W. WARSZAWIE S.A. 015 B000144 S 015 C010144 WARSAW 015 D010144 POLAND 015 D020144 00-923 015 E040144 X 015 A000145 STATE STREET BANK AND TRUST COMPANY 015 B000145 C 015 C010145 BOSTON 015 C020145 MA 015 C030145 02110 015 E010145 X 015 A000146 BANK LEUMI LE-ISRAEL B.M. 015 B000146 S 015 C010146 TEL AVIV 015 D010146 ISRAEL 015 D020146 61000 015 E040146 X 015 A000147 CITIBANK, N.A. 015 B000147 S 015 C010147 SANTIAGO 015 D010147 CHILE 015 E040147 X 015 A000148 CITIBANK, N.A. 015 B000148 S 015 C010148 CAIRO 015 D010148 EGYPT 015 E040148 X PAGE 11 015 A000149 HSBC BANK MIDDLE EAST LTD 015 B000149 S 015 C010149 AMMAN 015 D010149 JORDAN 015 E040149 X 015 A000150 ATTIJARIWAFA BANK S.A. 015 B000150 S 015 C010150 CASABLANCA 015 D010150 MOROCCO 015 D020150 20000 015 E040150 X 015 A000151 CITIBANK DEL PERU S.A. 015 B000151 S 015 C010151 LIMA 015 D010151 PERU 015 D020151 27 015 E040151 X 015 A000152 STANDARD CHARTERED BANK (PAKISTAN) LTD 015 B000152 S 015 C010152 KARACHI 015 D010152 PAKISTAN 015 D020152 74000 015 E040152 X 024 000100 Y 025 A000101 BANK OF AMERICA CORP 025 B000101 56-2058405 025 C000101 E 025 D000101 1221609 025 A000102 BARCLAYS 025 B000102 05-0346412 025 C000102 E 025 D000102 270938 025 A000103 CITIGROUP INC 025 B000103 11-2418191 025 C000103 E 025 D000103 1687415 025 A000104 CITIGROUP INC 025 B000104 11-2418191 025 C000104 D 025 D000104 74813 025 A000105 CREDIT SUISSE FIRST BOSTON CORP 025 B000105 13-5659485 025 C000105 E 025 D000105 203561 025 A000106 DEUTSCHE BANK 025 B000106 13-2730828 025 C000106 E 025 D000106 80805 025 A000107 FIRST TENNESSEE CAPITAL MARKETS 025 B000107 62-0201385 025 C000107 D PAGE 12 025 D000107 75001 025 A000108 GOLDMAN SACHS & CO 025 B000108 13-5108880 025 C000108 E 025 D000108 492975 025 A000109 JP MORGAN CHASE & CO 025 B000109 13-3224016 025 C000109 E 025 D000109 1096320 025 A000110 JP MORGAN CHASE & CO 025 B000110 13-3224016 025 C000110 D 025 D000110 39953 025 A000111 JEFFERIES GROUP 025 B000111 95-2622900 025 C000111 E 025 D000111 12824 025 A000112 LEHMAN BROTHERS INC 025 B000112 13-2518466 025 C000112 E 025 D000112 210427 025 A000113 MERRILL LYNCH & CO 025 B000113 13-5674085 025 C000113 E 025 D000113 348684 025 A000114 MORGAN STANLEY 025 B000114 13-2655998 025 C000114 E 025 D000114 634706 025 A000115 UBS SECURITIES LLC 025 B000115 13-3873456 025 C000115 E 025 D000115 243004 025 A000116 UBS SECURITIES LLC 025 B000116 13-3873456 025 C000116 D 025 D000116 66264 025 D000117 0 025 D000118 0 025 D000119 0 025 D000120 0 025 D000121 0 025 D000122 0 025 D000123 0 025 D000124 0 025 D000125 0 025 D000126 0 025 D000127 0 025 D000128 0 025 D000129 0 025 D000130 0 PAGE 13 025 D000131 0 025 D000132 0 028 A010100 704591 028 A020100 0 028 A030100 0 028 A040100 1022283 028 B010100 657576 028 B020100 0 028 B030100 0 028 B040100 1002755 028 C010100 810527 028 C020100 0 028 C030100 0 028 C040100 1295713 028 D010100 641174 028 D020100 0 028 D030100 0 028 D040100 1227858 028 E010100 681665 028 E020100 0 028 E030100 0 028 E040100 1334710 028 F010100 724596 028 F020100 0 028 F030100 0 028 F040100 1173553 028 G010100 4220129 028 G020100 0 028 G030100 0 028 G040100 7056872 028 H000100 0 045 000100 Y 046 000100 N 047 000100 Y 048 000100 0.120 048 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 PAGE 14 048 I010100 0 048 I020100 0.000 048 J010100 0 048 J020100 0.000 048 K010100 0 048 K020100 0.000 062 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 0.0 062 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 0.0 063 A000100 0 063 B000100 0.0 066 A000100 Y 066 B000100 N 066 C000100 Y 066 D000100 N 066 E000100 N 066 F000100 N 066 G000100 N 067 000100 N 068 A000100 N 068 B000100 N 069 000100 N 070 A010100 Y 070 A020100 N 070 B010100 Y 070 B020100 N 070 C010100 Y 070 C020100 N 070 D010100 Y 070 D020100 N 070 E010100 Y 070 E020100 N 070 F010100 Y 070 F020100 N 070 G010100 Y 070 G020100 N PAGE 15 070 H010100 Y 070 H020100 N 070 I010100 N 070 I020100 N 070 J010100 Y 070 J020100 Y 070 K010100 Y 070 K020100 Y 070 L010100 Y 070 L020100 Y 070 M010100 Y 070 M020100 Y 070 N010100 Y 070 N020100 Y 070 O010100 Y 070 O020100 N 070 P010100 Y 070 P020100 Y 070 Q010100 N 070 Q020100 N 070 R010100 N 070 R020100 N 071 A000100 36125798 071 B000100 37827100 071 C000100 135490995 071 D000100 27 072 A000100 6 072 B000100 47506 072 C000100 1439492 072 D000100 0 072 E000100 0 072 F000100 96100 072 G000100 205601 072 H000100 0 072 I000100 0 072 J000100 0 072 K000100 0 072 L000100 0 072 M000100 0 072 N000100 0 072 O000100 0 072 P000100 0 072 Q000100 0 072 R000100 0 072 S000100 0 072 T000100 60205 072 U000100 0 072 V000100 0 072 W000100 3362 072 X000100 365268 072 Y000100 0 PAGE 16 072 Z000100 1121730 072AA000100 9354241 072BB000100 0 072CC010100 854884 072CC020100 0 072DD010100 0 072DD020100 0 072EE000100 0 073 A010100 0.0000 073 A020100 0.0000 073 B000100 0.0000 073 C000100 0.0000 074 A000100 65624 074 B000100 0 074 C000100 9015631 074 D000100 326 074 E000100 111967 074 F000100 89359125 074 G000100 0 074 H000100 0 074 I000100 0 074 J000100 1191177 074 K000100 38987 074 L000100 217162 074 M000100 0 074 N000100 99999999 074 O000100 937211 074 P000100 82442 074 Q000100 0 074 R010100 0 074 R020100 0 074 R030100 0 074 R040100 8944021 074 S000100 0 074 T000100 90036325 074 U010100 460769 074 U020100 0 074 V010100 263.28 074 V020100 0.00 074 W000100 0.0000 074 X000100 2015941 074 Y000100 0 075 A000100 0 075 B000100 99999999 076 000100 0.00 015 A000201 BANK OF NEW YORK 015 B000201 S 015 C010201 LONDON 015 D010201 UNITED KINGDOM 015 E040201 X 015 A000202 BANK OF NEW YORK - GRAND CAYMAN BRANCH PAGE 17 015 B000202 S 015 C010202 GRAND CAYMAN 015 D010202 CAYMAN ISLANDS 015 E040202 X 015 A000203 DELETE 015 A000204 BANK OF NEW YORK 015 B000204 C 015 C010204 NEW YORK 015 C020204 NY 015 C030204 10286 015 E010204 X 024 000200 Y 025 A000201 BANK OF AMERICA 025 B000201 56-2058405 025 C000201 D 025 D000201 12361 025 A000202 BARCLAYS 025 B000202 05-0346412 025 C000202 D 025 D000202 133214 025 A000203 CITIGROUP 025 B000203 11-2418191 025 C000203 D 025 D000203 198882 025 A000204 DEUTSCHE BANK 025 B000204 13-2730828 025 C000204 D 025 D000204 189986 025 A000205 FIRST TENNESSEE CAPITAL MARKETS 025 B000205 62-0201385 025 C000205 D 025 D000205 46997 025 A000206 GOLDMAN SACHS & CO 025 B000206 13-5108880 025 C000206 D 025 D000206 109584 025 A000207 JP MORGAN CHASE & CO 025 B000207 13-3224016 025 C000207 D 025 D000207 139287 025 A000208 MERRILL LYNCH & CO 025 B000208 13-5674085 025 C000208 D 025 D000208 71252 025 A000209 MORGAN STANLEY 025 B000209 13-2655998 025 C000209 D 025 D000209 138738 025 A000210 UBS SECURITIES LLC 025 B000210 13-3873456 025 C000210 D PAGE 18 025 D000210 180579 025 D000211 0 025 D000212 0 025 D000213 0 025 D000214 0 025 D000215 0 025 D000216 0 025 D000217 0 025 D000218 0 025 D000219 0 025 D000220 0 025 D000221 0 025 D000222 0 025 D000223 0 025 D000224 0 028 A010200 594350 028 A020200 0 028 A030200 0 028 A040200 614878 028 B010200 687872 028 B020200 0 028 B030200 0 028 B040200 517492 028 C010200 922689 028 C020200 0 028 C030200 0 028 C040200 684134 028 D010200 636524 028 D020200 0 028 D030200 0 028 D040200 547532 028 E010200 743852 028 E020200 0 028 E030200 0 028 E040200 527051 028 F010200 754437 028 F020200 0 028 F030200 0 028 F040200 565602 028 G010200 4339724 028 G020200 0 028 G030200 0 028 G040200 3456689 028 H000200 0 045 000200 Y 046 000200 N 047 000200 Y 048 000200 0.060 048 A010200 0 048 A020200 0.000 048 B010200 0 PAGE 19 048 B020200 0.000 048 C010200 0 048 C020200 0.000 048 D010200 0 048 D020200 0.000 048 E010200 0 048 E020200 0.000 048 F010200 0 048 F020200 0.000 048 G010200 0 048 G020200 0.000 048 H010200 0 048 H020200 0.000 048 I010200 0 048 I020200 0.000 048 J010200 0 048 J020200 0.000 048 K010200 0 048 K020200 0.000 062 A000200 Y 062 B000200 0.0 062 C000200 3.7 062 D000200 0.0 062 E000200 0.0 062 F000200 11.5 062 G000200 0.0 062 H000200 0.0 062 I000200 80.8 062 J000200 0.0 062 K000200 0.0 062 L000200 3.7 062 M000200 0.0 062 N000200 0.0 062 O000200 0.0 062 P000200 0.0 062 Q000200 0.0 062 R000200 0.0 063 A000200 50 063 B000200 0.0 064 A000200 Y 064 B000200 N 066 A000200 N 067 000200 N 068 A000200 N 068 B000200 N 069 000200 N 070 A010200 Y 070 A020200 N 070 B010200 N 070 B020200 N 070 C010200 Y PAGE 20 070 C020200 N 070 D010200 N 070 D020200 N 070 E010200 Y 070 E020200 N 070 F010200 N 070 F020200 N 070 G010200 Y 070 G020200 N 070 H010200 N 070 H020200 N 070 I010200 N 070 I020200 N 070 J010200 Y 070 J020200 N 070 K010200 Y 070 K020200 N 070 L010200 Y 070 L020200 Y 070 M010200 Y 070 M020200 N 070 N010200 Y 070 N020200 N 070 O010200 Y 070 O020200 N 070 P010200 Y 070 P020200 N 070 Q010200 N 070 Q020200 N 070 R010200 N 070 R020200 N 071 A000200 0 071 B000200 0 071 C000200 0 071 D000200 0 072 A000200 6 072 B000200 266207 072 C000200 0 072 D000200 0 072 E000200 0 072 F000200 4058 072 G000200 15128 072 H000200 0 072 I000200 0 072 J000200 0 072 K000200 0 072 L000200 0 072 M000200 0 072 N000200 0 072 O000200 0 072 P000200 0 PAGE 21 072 Q000200 0 072 R000200 0 072 S000200 0 072 T000200 4402 072 U000200 0 072 V000200 0 072 W000200 250 072 X000200 23838 072 Y000200 0 072 Z000200 242369 072AA000200 0 072BB000200 0 072CC010200 0 072CC020200 118 072DD010200 0 072DD020200 0 072EE000200 0 073 A010200 0.0000 073 A020200 0.0000 073 B000200 0.0000 073 C000200 0.0000 074 A000200 0 074 B000200 0 074 C000200 10667363 074 D000200 0 074 E000200 0 074 F000200 0 074 G000200 0 074 H000200 0 074 I000200 0 074 J000200 0 074 K000200 18521 074 L000200 10461 074 M000200 0 074 N000200 10696345 074 O000200 0 074 P000200 322 074 Q000200 0 074 R010200 0 074 R020200 0 074 R030200 0 074 R040200 220 074 S000200 0 074 T000200 10695803 074 U010200 429618 074 U020200 0 074 V010200 24.31 074 V020200 0.00 074 W000200 0.0000 074 X000200 763977 074 Y000200 0 PAGE 22 075 A000200 10076080 075 B000200 0 076 000200 0.00 015 A000301 BANK OF NEW YORK - GRAND CAYMAN BRANCH 015 B000301 S 015 C010301 GRAND CAYMAN 015 D010301 CAYMAN ISLANDS 015 E040301 X 015 A000302 DELETE 015 A000303 BANK OF NEW YORK 015 B000303 C 015 C010303 NEW YORK 015 C020303 NY 015 C030303 10286 015 E010303 X 024 000300 Y 025 A000301 LEHMAN BROTHERS INC 025 B000301 13-2518466 025 C000301 D 025 D000301 25720 025 A000302 MERRILL LYNCH & CO 025 B000302 13-5674085 025 C000302 D 025 D000302 26809 025 A000303 MORGAN STANLEY 025 B000303 13-2655998 025 C000303 D 025 D000303 113167 025 A000304 DELETE 025 D000304 0 025 A000305 DELETE 025 D000305 0 025 A000306 DELETE 025 D000306 0 025 A000307 DELETE 025 D000307 0 025 A000308 DELETE 025 D000308 0 025 A000309 DELETE 025 D000309 0 025 A000310 DELETE 025 D000310 0 025 A000311 DELETE 025 D000311 0 025 A000312 DELETE 025 D000312 0 025 A000313 DELETE 025 D000313 0 025 D000314 0 025 D000315 0 025 D000316 0 PAGE 23 028 A010300 151477 028 A020300 0 028 A030300 0 028 A040300 95006 028 B010300 137573 028 B020300 0 028 B030300 0 028 B040300 71769 028 C010300 210699 028 C020300 0 028 C030300 0 028 C040300 103661 028 D010300 159113 028 D020300 0 028 D030300 0 028 D040300 91960 028 E010300 182404 028 E020300 0 028 E030300 0 028 E040300 85844 028 F010300 146939 028 F020300 0 028 F030300 0 028 F040300 86272 028 G010300 988205 028 G020300 0 028 G030300 0 028 G040300 534512 028 H000300 0 045 000300 Y 046 000300 N 047 000300 Y 048 000300 0.110 048 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 PAGE 24 048 J010300 0 048 J020300 0.000 048 K010300 0 048 K020300 0.000 062 A000300 Y 062 B000300 0.0 062 C000300 0.6 062 D000300 0.0 062 E000300 0.0 062 F000300 0.0 062 G000300 0.0 062 H000300 0.0 062 I000300 8.2 062 J000300 0.0 062 K000300 0.0 062 L000300 15.3 062 M000300 11.5 062 N000300 43.3 062 O000300 0.0 062 P000300 40.6 062 Q000300 2.8 062 R000300 0.0 063 A000300 0 063 B000300 7.1 064 A000300 Y 064 B000300 N 066 A000300 N 067 000300 N 068 A000300 N 068 B000300 N 069 000300 N 070 A010300 Y 070 A020300 N 070 B010300 N 070 B020300 N 070 C010300 Y 070 C020300 N 070 D010300 N 070 D020300 N 070 E010300 Y 070 E020300 N 070 F010300 N 070 F020300 N 070 G010300 Y 070 G020300 N 070 H010300 N 070 H020300 N 070 I010300 Y 070 I020300 N 070 J010300 Y 070 J020300 Y PAGE 25 070 K010300 Y 070 K020300 Y 070 L010300 Y 070 L020300 Y 070 M010300 Y 070 M020300 N 070 N010300 Y 070 N020300 Y 070 O010300 Y 070 O020300 N 070 P010300 Y 070 P020300 N 070 Q010300 N 070 Q020300 N 070 R010300 Y 070 R020300 N 071 A000300 7283058 071 B000300 6752498 071 C000300 5990214 071 D000300 113 072 A000300 6 072 B000300 177687 072 C000300 262 072 D000300 0 072 E000300 0 072 F000300 4137 072 G000300 10223 072 H000300 0 072 I000300 0 072 J000300 0 072 K000300 0 072 L000300 0 072 M000300 0 072 N000300 0 072 O000300 0 072 P000300 0 072 Q000300 0 072 R000300 0 072 S000300 0 072 T000300 2952 072 U000300 0 072 V000300 0 072 W000300 166 072 X000300 17478 072 Y000300 0 072 Z000300 160471 072AA000300 0 072BB000300 22111 072CC010300 0 072CC020300 89676 072DD010300 0 PAGE 26 072DD020300 0 072EE000300 0 073 A010300 0.0000 073 A020300 0.0000 073 B000300 0.0000 073 C000300 0.0000 074 A000300 0 074 B000300 0 074 C000300 1659473 074 D000300 6768038 074 E000300 3452 074 F000300 0 074 G000300 0 074 H000300 0 074 I000300 4268 074 J000300 573377 074 K000300 8302 074 L000300 56041 074 M000300 0 074 N000300 9072951 074 O000300 1121953 074 P000300 287 074 Q000300 0 074 R010300 0 074 R020300 0 074 R030300 0 074 R040300 1053501 074 S000300 0 074 T000300 6897210 074 U010300 83836 074 U020300 0 074 V010300 80.16 074 V020300 0.00 074 W000300 0.0000 074 X000300 619408 074 Y000300 645874 075 A000300 0 075 B000300 6680942 076 000300 0.00 015 A000401 BANK OF NEW YORK 015 B000401 C 015 C010401 NEW YORK 015 C020401 NY 015 C030401 10286 015 E010401 X 015 A000402 BANK OF NEW YORK - GRAND CAYMAN BRANCH 015 B000402 S 015 C010402 GRAND CAYMAN 015 D010402 CAYMAN ISLANDS 015 E040402 X 015 A000403 STATE STREET BANK AND TRUST COMPANY PAGE 27 015 B000403 C 015 C010403 BOSTON 015 C020403 MA 015 C030403 02110 015 E010403 X 015 A000407 STATE STREET CAYMAN TRUST CO., LTD. 015 B000407 S 015 C010407 GRAND CAYMAN 015 D010407 CAYMAN ISLANDS 015 E040407 X 024 000400 Y 025 A000401 BANK OF AMERICA CORP 025 B000401 56-2058405 025 C000401 D 025 D000401 59917 025 A000402 BANK OF AMERICA CORP 025 B000402 56-2058405 025 C000402 E 025 D000402 91000 025 A000403 CITIGROUP 025 B000403 11-2418191 025 C000403 D 025 D000403 10312 025 A000404 CREDIT SUISSE FIRST BOSTON CORP 025 B000404 13-5659485 025 C000404 D 025 D000404 48844 025 A000405 GOLDMAN SACHS & CO 025 B000405 13-5108880 025 C000405 D 025 D000405 41767 025 A000406 GOLDMAN SACHS & CO 025 B000406 13-5108880 025 C000406 E 025 D000406 52297 025 A000407 JP MORGAN CHASE & CO 025 B000407 13-3224016 025 C000407 D 025 D000407 56213 025 A000408 JEFFERIES GROUP 025 B000408 95-2622900 025 C000408 D 025 D000408 4875 025 A000409 LEHMAN BROTHERS, INC 025 B000409 13-2518466 025 C000409 D 025 D000409 5869 025 A000410 MERRILL LYNCH & CO 025 B000410 13-5674085 025 C000410 D 025 D000410 130419 PAGE 28 025 A000411 MERRILL LYNCH & CO 025 B000411 13-5674085 025 C000411 E 025 D000411 51855 025 A000412 MORGAN STANLEY 025 B000412 13-2655998 025 C000412 D 025 D000412 65255 025 D000413 0 025 D000414 0 025 D000415 0 025 D000416 0 025 D000417 0 025 D000418 0 025 D000419 0 025 D000420 0 025 D000421 0 025 D000422 0 025 D000423 0 025 D000424 0 028 A010400 93910 028 A020400 0 028 A030400 0 028 A040400 70289 028 B010400 84700 028 B020400 0 028 B030400 0 028 B040400 61959 028 C010400 96598 028 C020400 0 028 C030400 0 028 C040400 68839 028 D010400 83110 028 D020400 0 028 D030400 0 028 D040400 71581 028 E010400 86198 028 E020400 0 028 E030400 0 028 E040400 79579 028 F010400 83537 028 F020400 0 028 F030400 0 028 F040400 66257 028 G010400 528053 028 G020400 0 028 G030400 0 028 G040400 418504 028 H000400 0 045 000400 Y 046 000400 N PAGE 29 047 000400 Y 048 000400 0.080 048 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 0.000 062 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 0.0 063 A000400 0 063 B000400 0.0 066 A000400 Y 066 B000400 N 066 C000400 N 066 D000400 N 066 E000400 N 066 F000400 N 066 G000400 Y PAGE 30 067 000400 Y 068 A000400 N 068 B000400 N 069 000400 N 070 A010400 Y 070 A020400 Y 070 B010400 Y 070 B020400 N 070 C010400 Y 070 C020400 N 070 D010400 Y 070 D020400 N 070 E010400 Y 070 E020400 N 070 F010400 Y 070 F020400 N 070 G010400 Y 070 G020400 N 070 H010400 Y 070 H020400 N 070 I010400 N 070 I020400 N 070 J010400 Y 070 J020400 Y 070 K010400 Y 070 K020400 N 070 L010400 Y 070 L020400 Y 070 M010400 Y 070 M020400 N 070 N010400 Y 070 N020400 Y 070 O010400 Y 070 O020400 N 070 P010400 Y 070 P020400 Y 070 Q010400 N 070 Q020400 N 070 R010400 Y 070 R020400 N 071 A000400 3453120 071 B000400 3193777 071 C000400 8582543 071 D000400 37 072 A000400 6 072 B000400 96884 072 C000400 50150 072 D000400 0 072 E000400 0 072 F000400 4994 072 G000400 13481 PAGE 31 072 H000400 0 072 I000400 0 072 J000400 0 072 K000400 0 072 L000400 0 072 M000400 0 072 N000400 0 072 O000400 0 072 P000400 0 072 Q000400 0 072 R000400 0 072 S000400 0 072 T000400 4006 072 U000400 0 072 V000400 0 072 W000400 224 072 X000400 22705 072 Y000400 0 072 Z000400 124329 072AA000400 161067 072BB000400 0 072CC010400 56309 072CC020400 0 072DD010400 0 072DD020400 0 072EE000400 0 073 A010400 0.0000 073 A020400 0.0000 073 B000400 0.0000 073 C000400 0.0000 074 A000400 524 074 B000400 236017 074 C000400 776721 074 D000400 3639539 074 E000400 7064 074 F000400 5449944 074 G000400 0 074 H000400 0 074 I000400 0 074 J000400 224932 074 K000400 9003 074 L000400 35376 074 M000400 0 074 N000400 10379120 074 O000400 458576 074 P000400 260 074 Q000400 0 074 R010400 0 074 R020400 0 074 R030400 0 074 R040400 736134 PAGE 32 074 S000400 0 074 T000400 9184150 074 U010400 68285 074 U020400 0 074 V010400 130.40 074 V020400 0.00 074 W000400 0.0000 074 X000400 440961 074 Y000400 231840 075 A000400 0 075 B000400 9022291 076 000400 0.00 015 A000501 STATE STREET BANK AND TRUST COMPANY 015 B000501 C 015 C010501 BOSTON 015 C020501 MA 015 C030501 02110 015 E010501 X 015 A000502 JPMORGAN CHASE BANK N.A. 015 B000502 C 015 C010502 NEW YORK 015 C020502 NY 015 C030502 10004 015 E010502 X 015 A000503 JPMORGAN CHASE BANK N.A. 015 B000503 S 015 C010503 SYDNEY 015 D010503 AUSTRALIA 015 D020503 NSW 2000 015 E040503 X 015 A000504 BANK AUSTRIA CREDITANSTALT AG 015 B000504 S 015 C010504 VIENNA 015 D010504 AUSTRIA 015 D020504 A-1090 015 E040504 X 015 A000505 FORTIS BANK (NEDERLAND) N.V. 015 B000505 S 015 C010505 AMSTERDAM 015 D010505 NETHERLANDS 015 D020505 1012KK 015 E040505 X 015 A000506 CANADIAN IMPERIAL BANK OF COMMERCE 015 B000506 S 015 C010506 TORONTO, ONTARIO 015 D010506 CANADA 015 D020506 M5L 1G9 015 E040506 X 015 A000507 DANSKE BANK A/S 015 B000507 S 015 C010507 COPENHAGEN PAGE 33 015 D010507 DENMARK 015 D020507 DK 1092 015 E040507 X 015 A000508 HSBC BANK BRASIL S.A. BANCO MULTIPLO 015 B000508 S 015 C010508 SAO PAOLO 015 D010508 BRAZIL 015 D020508 SP 01451-000 015 E040508 X 015 A000509 BNP PARIBAS SECURITIES SERVICES S.A. 015 B000509 S 015 C010509 PARIS 015 D010509 FRANCE 015 D020509 75078 015 E040509 X 015 A000510 DEUTSCHE BANK A.G. 015 B000510 S 015 C010510 FRANKFURT 015 D010510 GERMANY 015 D020510 D-65760 015 E040510 X 015 A000511 THE HONG KONG AND SHANGHAI BANK CORP. 015 B000511 S 015 C010511 WAN CHAI 015 D010511 HONG KONG 015 E040511 X 015 A000512 INTESTA SANPAOLO S.P.A 015 B000512 S 015 C010512 MILAN 015 D010512 ITALY 015 D020512 20121 015 E040512 X 015 A000513 THE BANK OF TOKYO-MITSUBISHI UFJ, LIMITED 015 B000513 S 015 C010513 TOKYO 015 D010513 JAPAN 015 D020513 103 015 E040513 X 015 A000514 BANCO NACIONAL DE MEXICO, S.A. 015 B000514 S 015 C010514 MEXICO, D.F. 015 D010514 MEXICO 015 D020514 01210 015 E040514 X 015 A000515 KAS BANK N.V. 015 B000515 S 015 C010515 AMSTERDAM 015 D010515 NETHERLANDS 015 D020515 1012VT 015 E040515 X 015 A000516 BANK OF IRELAND PAGE 34 015 B000516 S 015 C010516 DUBLIN 015 D010516 IRELAND 015 D020516 1 015 E040516 X 015 A000517 DNB NOR BANK ASA 015 B000517 S 015 C010517 OSLO 015 D010517 NORWAY 015 D020517 N-0107 015 E040517 X 015 A000518 DBS BANK LTD. 015 B000518 S 015 C010518 SINGAPORE 015 D010518 SINGAPORE 015 D020518 239922 015 E040518 X 015 A000519 SANTANDER INVESTMENT, S.A. 015 B000519 S 015 C010519 MADRID 015 D010519 SPAIN 015 D020519 28660 015 E040519 X 015 A000520 SKANDINAVISKA ENSKILDA BANKEN AB 015 B000520 S 015 C010520 STOCKHOLM 015 D010520 SWEDEN 015 D020520 SE-106 40 015 E040520 X 015 A000521 UBS AG 015 B000521 S 015 C010521 ZURICH 015 D010521 SWITZERLAND 015 D020521 8021 015 E040521 X 015 A000522 JPMORGAN CHASE BANK N.A. 015 B000522 S 015 C010522 LONDON 015 D010522 UNITED KINGDOM 015 D020522 EC4Y 5AJ 015 E040522 X 015 A000523 SKANDINAVISKA ENSKILDA BANKEN AB 015 B000523 S 015 C010523 HELSINKI 015 D010523 FINLAND 015 D020523 FIN-00101 015 E040523 X 015 A000524 HSBC BANK MALAYSIA BERHAD 015 B000524 S 015 C010524 KUALA LUMPUR 015 D010524 MALAYSIA PAGE 35 015 D020524 50100 015 E040524 X 015 A000525 HSBC BANK ARGENTINA S.A. 015 B000525 S 015 C010525 BUENOS AIRES 015 D010525 ARGENTINA 015 D020525 1005 015 E040525 X 015 A000526 NATIONAL NOMINEES LTD. 015 B000526 S 015 C010526 AUCKLAND 015 D010526 NEW ZEALAND 015 E040526 X 015 A000527 CITIBANK, N.A. 015 B000527 S 015 C010527 SANTIAGO 015 D010527 CHILE 015 E040527 X 015 A000528 FIRSTRAND BANK LIMITED 015 B000528 S 015 C010528 JOHANNESBURG 015 D010528 SOUTH AFRICA 015 D020528 2001 015 E040528 X 015 A000529 THE HONG KONG AND SHANGHAI BANKING CORP. LTD. 015 B000529 S 015 C010529 JAKARTA 015 D010529 INDONESIA 015 D020529 12920 015 E040529 X 015 A000530 JPMORGAN CHASE BANK N.A.-NASSAU BRANCH 015 B000530 S 015 C010530 NASSAU 015 D010530 BAHAMAS 015 E040530 X 015 A000531 BANCO ESPIRITO SANTO,S.A. 015 B000531 S 015 C010531 LISBON 015 D010531 PORTUGAL 015 D020531 1250-069 015 E040531 X 015 A000532 STANDARD CHARTERED BANK (THAI) PUBLIC CO LTD 015 B000532 S 015 C010532 BANGKOK 015 D010532 THAILAND 015 D020532 10500 015 E040532 X 015 A000533 STANDARD CHARTERED BANK 015 B000533 S 015 C010533 MUMBAI 015 D010533 INDIA PAGE 36 015 D020533 400 001 015 E040533 X 015 A000534 HSBC BANK PLC 015 B000534 S 015 C010534 ATHENS 015 D010534 GREECE 015 D020534 11526 015 E040534 X 015 A000535 STANDARD CHARTERED FIRST BANK KOREA LIMITED 015 B000535 S 015 C010535 SEOUL 015 D010535 SOUTH KOREA 015 D020535 110-702 015 E040535 X 015 A000536 STATE STREET CAYMAN TRUST CO., LTD. 015 B000536 S 015 C010536 GRAND CAYMAN 015 D010536 CAYMAN ISLANDS 015 E040536 X 015 A000537 HVB BANK CZECH REPUBLIC A.S. 015 B000537 S 015 C010537 PRAGUE 015 D010537 CZECH REPUBLIC 015 D020537 110 05 015 E040537 X 015 A000538 DEUTSCHE BANK ZRT. 015 B000538 S 015 C010538 BUDAPEST 015 D010538 HUNGARY 015 D020538 H-1054 015 E040538 X 015 A000539 CITIBANK, N.A. 015 B000539 S 015 C010539 CAIRO 015 D010539 EGYPT 015 E040539 X 015 A000540 BANK HANDLOWY W. WARSZAWIE S.A. 015 B000540 S 015 C010540 WARSAW 015 D010540 POLAND 015 D020540 00-923 015 E040540 X 015 A000541 HSBC BANK MIDDLE EAST LTD 015 B000541 S 015 C010541 AMMAN 015 D010541 JORDAN 015 E040541 X 015 A000542 ATTIJARIWAFA BANK S.A. 015 B000542 S 015 C010542 CASABLANCA 015 D010542 MOROCCO PAGE 37 015 D020542 20000 015 E040542 X 015 A000543 CITIBANK DEL PERU S.A. 015 B000543 S 015 C010543 LIMA 015 D010543 PERU 015 D020543 27 015 E040543 X 015 A000544 SANTANDER INVESTMENT, S.A. 015 B000544 S 015 C010544 BOGOTA 015 D010544 COLUMBIA 015 E040544 X 015 A000545 BANK LEUMI LE-ISRAEL B.M. 015 B000545 S 015 C010545 TEL AVIV 015 D010545 ISRAEL 015 D020545 61000 015 E040545 X 015 A000546 STANDARD CHARTERED BANK (PAKISTAN) LTD 015 B000546 S 015 C010546 KARACHI 015 D010546 PAKISTAN 015 D020546 74000 015 E040546 X 015 A000547 THE HONG KONG AND SHANGHAI BANKING CORP. LTD 015 B000547 S 015 C010547 MANILA 015 D010547 PHILIPPINES 015 E040547 X 015 A000548 JP MORGAN CHASE BANK, N.A. 015 B000548 S 015 C010548 TAIPEI 015 D010548 TAIWAN 015 D020548 110 015 E040548 X 015 A000549 CITIBANK A.S. 015 B000549 S 015 C010549 ISTANBUL 015 D010549 TURKEY 015 D020549 80280 015 E040549 X 024 000500 Y 025 A000501 BANK OF AMERICA CORP 025 B000501 56-2058405 025 C000501 E 025 D000501 102271 025 A000502 BARCLAYS PLC 025 B000502 05-0346412 025 C000502 E 025 D000502 95989 PAGE 38 025 A000503 CITIGROUP,INC 025 B000503 11-2418191 025 C000503 E 025 D000503 126887 025 A000504 CREDIT SUISSE FIRST BOSTON CORP 025 B000504 13-5659485 025 C000504 E 025 D000504 53036 025 A000505 DEUTSCHE BANK 025 B000505 13-2730828 025 C000505 E 025 D000505 25233 025 A000506 FIRST TENNESSEE CAPITAL MARKETS 025 B000506 62-0201385 025 C000506 D 025 D000506 20000 025 A000507 GOLDMAN SACHS & CO 025 B000507 13-5108880 025 C000507 E 025 D000507 37121 025 A000508 JP MORGAN CHASE & CO 025 B000508 13-3224016 025 C000508 E 025 D000508 88146 025 A000509 LEHMAN BROTHERS, INC 025 B000509 13-2518466 025 C000509 E 025 D000509 16288 025 A000510 MERRILL LYNCH & CO 025 B000510 13-5674085 025 C000510 E 025 D000510 35185 025 A000511 MORGAN STANLEY 025 B000511 13-2655998 025 C000511 E 025 D000511 45117 025 A000512 UBS SECURITIES LLC 025 B000512 13-3873456 025 C000512 D 025 D000512 24934 025 A000513 UBS SECURITIES LLC 025 B000513 13-3873456 025 C000513 E 025 D000513 39337 025 D000514 0 025 D000515 0 025 D000516 0 028 A010500 394735 028 A020500 0 028 A030500 0 028 A040500 272084 PAGE 39 028 B010500 283226 028 B020500 0 028 B030500 0 028 B040500 287819 028 C010500 285061 028 C020500 0 028 C030500 0 028 C040500 369974 028 D010500 315621 028 D020500 0 028 D030500 0 028 D040500 248296 028 E010500 313573 028 E020500 0 028 E030500 0 028 E040500 276777 028 F010500 290010 028 F020500 0 028 F030500 0 028 F040500 282461 028 G010500 1882226 028 G020500 0 028 G030500 0 028 G040500 1737411 028 H000500 0 045 000500 Y 046 000500 N 047 000500 Y 048 000500 0.160 048 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 PAGE 40 062 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 0.0 063 A000500 0 063 B000500 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 Y 069 000500 N 070 A010500 Y 070 A020500 N 070 B010500 Y 070 B020500 N 070 C010500 Y 070 C020500 N 070 D010500 Y 070 D020500 N 070 E010500 Y 070 E020500 N 070 F010500 Y 070 F020500 Y 070 G010500 Y 070 G020500 N 070 H010500 Y 070 H020500 N 070 I010500 Y 070 I020500 N 070 J010500 Y 070 J020500 N PAGE 41 070 K010500 Y 070 K020500 Y 070 L010500 Y 070 L020500 Y 070 M010500 Y 070 M020500 Y 070 N010500 Y 070 N020500 Y 070 O010500 Y 070 O020500 N 070 P010500 Y 070 P020500 Y 070 Q010500 N 070 Q020500 N 070 R010500 Y 070 R020500 N 071 A000500 14696511 071 B000500 14331299 071 C000500 16133621 071 D000500 89 072 A000500 6 072 B000500 10217 072 C000500 190695 072 D000500 0 072 E000500 0 072 F000500 15231 072 G000500 24433 072 H000500 0 072 I000500 0 072 J000500 0 072 K000500 0 072 L000500 0 072 M000500 0 072 N000500 0 072 O000500 0 072 P000500 0 072 Q000500 0 072 R000500 0 072 S000500 0 072 T000500 7173 072 U000500 0 072 V000500 0 072 W000500 407 072 X000500 47244 072 Y000500 0 072 Z000500 153668 072AA000500 1291383 072BB000500 0 072CC010500 0 072CC020500 66671 072DD010500 0 PAGE 42 072DD020500 0 072EE000500 0 073 A010500 0.0000 073 A020500 0.0000 073 B000500 0.0000 073 C000500 0.0000 074 A000500 52280 074 B000500 0 074 C000500 1567522 074 D000500 0 074 E000500 0 074 F000500 17068410 074 G000500 0 074 H000500 0 074 I000500 0 074 J000500 50826 074 K000500 5258 074 L000500 31464 074 M000500 0 074 N000500 18775760 074 O000500 30631 074 P000500 556 074 Q000500 0 074 R010500 0 074 R020500 0 074 R030500 0 074 R040500 1547181 074 S000500 0 074 T000500 17197392 074 U010500 152587 074 U020500 0 074 V010500 109.97 074 V020500 0.00 074 W000500 0.0000 074 X000500 886471 074 Y000500 0 075 A000500 0 075 B000500 16401162 076 000500 0.00 015 A000601 STATE STREET CAYMAN TRUST CO., LTD. 015 B000601 S 015 C010601 GRAND CAYMAN 015 D010601 CAYMAN ISLANDS 015 E040601 X 015 A000602 STATE STREET BANK AND TRUST COMPANY 015 B000602 C 015 C010602 BOSTON 015 C020602 MA 015 C030602 02110 015 E010602 X 015 A000603 JPMORGAN CHASE BANK N.A. PAGE 43 015 B000603 C 015 C010603 NEW YORK 015 C020603 NY 015 C030603 10004 015 E010603 X 015 A000604 SKANDINAVISKA ENSKILDA BANKEN 015 B000604 S 015 C010604 STOCKHOLM 015 D010604 SWEDEN 015 D020604 SE-106 40 015 E040604 X 015 A000605 JP MORGAN CHASE BANK N.A. 015 B000605 S 015 C010605 LONDON 015 D010605 UNITED KINGDOM 015 D020605 EC4Y 5AJ 015 E040605 X 015 A000606 JPMORGAN CHASE BANK N.A.-NASSAU BRANCH 015 B000606 S 015 C010606 NASSAU 015 D010606 BAHAMAS 015 E040606 X 015 A000607 JPMORGAN CHASE BANK, N.A. 015 B000607 S 015 C010607 SYDNEY 015 D010607 AUSTRALIA 015 D020607 NSW 2000 015 E040607 X 015 A000608 SKANDINAVISKA ENSKILDA BANKEN AB 015 B000608 S 015 C010608 HELSINKI 015 D010608 FINLAND 015 D020608 FIN-00101 015 E040608 X 015 A000609 BNP PARIBAS SECURITIES SERVICES S.A. 015 B000609 S 015 C010609 PARIS 015 D010609 FRANCE 015 D020609 75078 015 E040609 X 015 A000610 THE BANK OF TOKYO-MITSUBISHI UFJ, LTD. 015 B000610 S 015 C010610 TOKYO 015 D010610 JAPAN 015 D020610 103 015 E040610 X 015 A000611 UBS AG 015 B000611 S 015 C010611 ZURICH 015 D010611 SWITZERLAND 015 D020611 8021 PAGE 44 015 E040611 X 015 A000612 CANADIAN IMPERIAL BANK OF COMMERCE 015 B000612 S 015 C010612 TORONTO 015 D010612 CANADA 015 D020612 M5L 1G9 015 E040612 X 015 A000613 CITIBANK, N.A. 015 B000613 S 015 C010613 SANTIAGO 015 D010613 CHILE 015 E040613 X 015 A000614 DANSKE BANK A/S 015 B000614 S 015 C010614 COPENHAGEN 015 D010614 DENMARK 015 D020614 DK 1092 015 E040614 X 015 A000615 CITIBANK, N.A. 015 B000615 S 015 C010615 CAIRO 015 D010615 EGYPT 015 E040615 X 015 A000616 THE HONG KONG AND SHANGHAI BANKING CORP LTD 015 B000616 S 015 C010616 WAN CHAI 015 D010616 HONG KONG 015 E040616 X 015 A000617 STANDARD CHARTERED BANK 015 B000617 S 015 C010617 MUMBAI 015 D010617 INDIA 015 D020617 400 001 015 E040617 X 015 A000618 THE HONG KONG AND SHANGHAI BANKING CORP LTD 015 B000618 S 015 C010618 JAKARTA 015 D010618 INDONESIA 015 D020618 12920 015 E040618 X 015 A000619 HSBC BANK MIDDLE EAST LTD 015 B000619 S 015 C010619 AMMAN 015 D010619 JORDAN 015 E040619 X 015 A000620 HSBC BANK MALAYSIA BERHAD 015 B000620 S 015 C010620 KUALA LUMPUR 015 D010620 MALAYSIA 015 D020620 50100 015 E040620 X PAGE 45 015 A000621 ATTIJARIWAFA BANK S.A. 015 B000621 S 015 C010621 CASABLANCA 015 D010621 MOROCCO 015 D020621 20000 015 E040621 X 015 A000622 NATIONAL NOMINEES LTD 015 B000622 S 015 C010622 AUCKLAND 015 D010622 NEW ZEALAND 015 E040622 X 015 A000623 DNB NOR BANK ASA 015 B000623 S 015 C010623 OSLO 015 D010623 NORWAY 015 D020623 N-0107 015 E040623 X 015 A000624 STANDARD CHARTERED BANK (PAKISTAN) LTD 015 B000624 S 015 C010624 KARACHI 015 D010624 PAKISTAN 015 D020624 74000 015 E040624 X 015 A000625 CITIBANK DEL PERU S.A. 015 B000625 S 015 C010625 LIMA 015 D010625 PERU 015 D020625 27 015 E040625 X 015 A000626 THE HONG KONG AND SHANGHAI BANKING CORP LTD 015 B000626 S 015 C010626 MANILA 015 D010626 PHILIPPINES 015 E040626 X 015 A000627 DBS BANK LTD 015 B000627 S 015 C010627 SINGAPORE 015 D010627 SINGAPORE 015 D020627 239922 015 E040627 X 015 A000628 FIRSTRAND BANK LTD 015 B000628 S 015 C010628 JOHANNESBURG 015 D010628 SOUTH AFRICA 015 D020628 2001 015 E040628 X 015 A000629 STANDARD CHARTERED BANK (THAI) PUBLIC CO. LTD 015 B000629 S 015 C010629 BANGKOK 015 D010629 THAILAND 015 D020629 10500 PAGE 46 015 E040629 X 015 A000630 CITIBANK A.S. 015 B000630 S 015 C010630 ISTANBUL 015 D010630 TURKEY 015 D020630 80280 015 E040630 X 024 000600 Y 025 A000601 GOLDMAN SACHS & CO 025 B000601 13-5108880 025 C000601 E 025 D000601 134624 025 A000602 MERRILL LYNCH & CO 025 B000602 13-5674085 025 C000602 E 025 D000602 6013 025 A000603 DELETE 025 D000603 0 025 A000604 DELETE 025 D000604 0 025 A000605 DELETE 025 D000605 0 025 D000606 0 025 D000607 0 025 D000608 0 025 D000609 0 025 D000610 0 025 D000611 0 025 D000612 0 025 D000613 0 025 D000614 0 025 D000615 0 025 D000616 0 028 A010600 187466 028 A020600 0 028 A030600 0 028 A040600 310037 028 B010600 148309 028 B020600 0 028 B030600 0 028 B040600 224878 028 C010600 152697 028 C020600 0 028 C030600 0 028 C040600 205950 028 D010600 138463 028 D020600 0 028 D030600 0 028 D040600 261779 028 E010600 143919 028 E020600 0 PAGE 47 028 E030600 0 028 E040600 228535 028 F010600 167581 028 F020600 0 028 F030600 0 028 F040600 171577 028 G010600 938435 028 G020600 0 028 G030600 0 028 G040600 1402756 028 H000600 0 045 000600 Y 046 000600 N 047 000600 Y 048 000600 0.140 048 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 0.000 062 A000600 N 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 0.0 062 N000600 0.0 PAGE 48 062 O000600 0.0 062 P000600 0.0 062 Q000600 0.0 062 R000600 0.0 063 A000600 0 063 B000600 0.0 066 A000600 Y 066 B000600 N 066 C000600 N 066 D000600 Y 066 E000600 N 066 F000600 N 066 G000600 N 067 000600 N 068 A000600 N 068 B000600 N 069 000600 N 070 A010600 Y 070 A020600 N 070 B010600 Y 070 B020600 N 070 C010600 Y 070 C020600 N 070 D010600 Y 070 D020600 N 070 E010600 Y 070 E020600 N 070 F010600 Y 070 F020600 N 070 G010600 Y 070 G020600 N 070 H010600 Y 070 H020600 Y 070 I010600 N 070 I020600 N 070 J010600 Y 070 J020600 N 070 K010600 Y 070 K020600 Y 070 L010600 Y 070 L020600 Y 070 M010600 Y 070 M020600 Y 070 N010600 Y 070 N020600 Y 070 O010600 Y 070 O020600 N 070 P010600 Y 070 P020600 Y 070 Q010600 N 070 Q020600 N PAGE 49 070 R010600 Y 070 R020600 N 071 A000600 8937921 071 B000600 9368987 071 C000600 12111514 071 D000600 74 072 A000600 6 072 B000600 1782 072 C000600 65940 072 D000600 0 072 E000600 0 072 F000600 10612 072 G000600 18831 072 H000600 0 072 I000600 0 072 J000600 0 072 K000600 0 072 L000600 0 072 M000600 0 072 N000600 0 072 O000600 0 072 P000600 0 072 Q000600 0 072 R000600 0 072 S000600 0 072 T000600 5510 072 U000600 0 072 V000600 0 072 W000600 302 072 X000600 35255 072 Y000600 0 072 Z000600 32467 072AA000600 872874 072BB000600 0 072CC010600 102733 072CC020600 0 072DD010600 0 072DD020600 0 072EE000600 0 073 A010600 0.0000 073 A020600 0.0000 073 B000600 0.0000 073 C000600 0.0000 074 A000600 1240 074 B000600 0 074 C000600 546240 074 D000600 0 074 E000600 0 074 F000600 12514877 074 G000600 0 074 H000600 0 PAGE 50 074 I000600 0 074 J000600 185254 074 K000600 12821 074 L000600 8544 074 M000600 0 074 N000600 13268976 074 O000600 189683 074 P000600 3809 074 Q000600 0 074 R010600 0 074 R020600 0 074 R030600 0 074 R040600 546241 074 S000600 0 074 T000600 12529243 074 U010600 175064 074 U020600 0 074 V010600 70.39 074 V020600 0.00 074 W000600 0.0000 074 X000600 905236 074 Y000600 0 075 A000600 0 075 B000600 12181102 076 000600 0.00 015 A000701 STATE STREET CAYMAN TRUST CO., LTD. 015 B000701 S 015 C010701 GRAND CAYMAN 015 D010701 CAYMAN ISLANDS 015 E040701 X 015 A000702 STATE STREET BANK AND TRUST COMPANY 015 B000702 C 015 C010702 BOSTON 015 C020702 MA 015 C030702 02110 015 E010702 X 024 000700 Y 025 A000701 BANK OF AMERICA CORP 025 B000701 56-2058405 025 C000701 E 025 D000701 153376 025 A000702 CITIGROUP, INC 025 B000702 11-2418191 025 C000702 E 025 D000702 179420 025 A000703 GOLDMAN SACHS & CO 025 B000703 13-5108880 025 C000703 E 025 D000703 61350 025 A000704 JP MORGAN CHASE & CO 025 B000704 13-3224016 PAGE 51 025 C000704 E 025 D000704 117010 025 A000705 JEFFERIES GROUP 025 B000705 95-2622900 025 C000705 E 025 D000705 2375 025 A000706 LEHMAN BROTHERS, INC 025 B000706 13-2518466 025 C000706 E 025 D000706 28058 025 A000707 MERRILL LYNCH & CO 025 B000707 13-5674085 025 C000707 E 025 D000707 51299 025 A000708 MORGAN STANLEY 025 B000708 13-2655998 025 C000708 E 025 D000708 62494 025 A000709 DELETE 025 D000709 0 025 D000710 0 025 D000711 0 025 D000712 0 025 D000713 0 025 D000714 0 025 D000715 0 025 D000716 0 028 A010700 303008 028 A020700 0 028 A030700 0 028 A040700 268156 028 B010700 246551 028 B020700 0 028 B030700 0 028 B040700 224064 028 C010700 283998 028 C020700 0 028 C030700 0 028 C040700 270240 028 D010700 220928 028 D020700 0 028 D030700 0 028 D040700 299651 028 E010700 255938 028 E020700 0 028 E030700 0 028 E040700 301652 028 F010700 285902 028 F020700 0 028 F030700 0 028 F040700 266398 PAGE 52 028 G010700 1596325 028 G020700 0 028 G030700 0 028 G040700 1630161 028 H000700 0 045 000700 Y 046 000700 N 047 000700 Y 048 000700 0.070 048 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 0.000 062 A000700 N 062 B000700 0.0 062 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 0.0 063 A000700 0 063 B000700 0.0 PAGE 53 066 A000700 Y 066 B000700 N 066 C000700 Y 066 D000700 N 066 E000700 N 066 F000700 N 066 G000700 N 067 000700 N 068 A000700 N 068 B000700 N 069 000700 Y 070 A010700 Y 070 A020700 N 070 B010700 Y 070 B020700 N 070 C010700 Y 070 C020700 N 070 D010700 Y 070 D020700 N 070 E010700 Y 070 E020700 N 070 F010700 Y 070 F020700 Y 070 G010700 Y 070 G020700 N 070 H010700 Y 070 H020700 N 070 I010700 N 070 I020700 N 070 J010700 Y 070 J020700 N 070 K010700 Y 070 K020700 Y 070 L010700 Y 070 L020700 Y 070 M010700 Y 070 M020700 N 070 N010700 Y 070 N020700 Y 070 O010700 Y 070 O020700 N 070 P010700 Y 070 P020700 Y 070 Q010700 N 070 Q020700 N 070 R010700 Y 070 R020700 N 071 A000700 899325 071 B000700 905942 071 C000700 11647966 071 D000700 8 PAGE 54 072 A000700 6 072 B000700 2098 072 C000700 106242 072 D000700 0 072 E000700 0 072 F000700 5462 072 G000700 17678 072 H000700 0 072 I000700 0 072 J000700 0 072 K000700 0 072 L000700 0 072 M000700 0 072 N000700 0 072 O000700 0 072 P000700 0 072 Q000700 0 072 R000700 0 072 S000700 0 072 T000700 5183 072 U000700 0 072 V000700 0 072 W000700 291 072 X000700 28614 072 Y000700 0 072 Z000700 79726 072AA000700 249922 072BB000700 0 072CC010700 447886 072CC020700 0 072DD010700 0 072DD020700 0 072EE000700 0 073 A010700 0.0000 073 A020700 0.0000 073 B000700 0.0000 073 C000700 0.0000 074 A000700 0 074 B000700 0 074 C000700 2428400 074 D000700 0 074 E000700 0 074 F000700 11958406 074 G000700 0 074 H000700 0 074 I000700 0 074 J000700 7969 074 K000700 34850 074 L000700 12860 074 M000700 0 074 N000700 14442485 PAGE 55 074 O000700 4663 074 P000700 1981 074 Q000700 0 074 R010700 0 074 R020700 0 074 R030700 0 074 R040700 2409573 074 S000700 0 074 T000700 12026268 074 U010700 115593 074 U020700 0 074 V010700 101.76 074 V020700 0.00 074 W000700 0.0000 074 X000700 545395 074 Y000700 18906 075 A000700 0 075 B000700 11720608 076 000700 0.00 015 A000801 BANK OF NEW YORK 015 B000801 C 015 C010801 NEW YORK 015 C020801 NY 015 C030801 10286 015 E010801 X 015 A000802 BANK OF NEW YORK - GRAND CAYMAN BRANCH 015 B000802 S 015 C010802 GRAND CAYMAN 015 D010802 CAYMAN ISLANDS 015 E040802 X 024 000800 Y 025 A000801 CITIGROUP, INC 025 B000801 11-2418191 025 C000801 D 025 D000801 25003 025 A000802 CREDIT SUISSE FIRST BOSTON CORP 025 B000802 13-5659485 025 C000802 D 025 D000802 25004 025 A000803 GOLDMAN SACHS & CO 025 B000803 13-5108880 025 C000803 D 025 D000803 25004 025 A000804 MERRILL LYNCH & CO 025 B000804 13-5674085 025 C000804 D 025 D000804 25004 025 A000805 MORGAN STANLEY 025 B000805 13-2655998 025 C000805 D 025 D000805 17462 PAGE 56 025 A000806 UBS SECURITIES LLC 025 B000806 13-3873456 025 C000806 D 025 D000806 2240 025 D000807 0 025 D000808 0 025 D000809 0 025 D000810 0 025 D000811 0 025 D000812 0 025 D000813 0 025 D000814 0 025 D000815 0 025 D000816 0 028 A010800 63642 028 A020800 0 028 A030800 0 028 A040800 148640 028 B010800 69238 028 B020800 0 028 B030800 0 028 B040800 72238 028 C010800 149948 028 C020800 0 028 C030800 0 028 C040800 84137 028 D010800 95256 028 D020800 0 028 D030800 0 028 D040800 72764 028 E010800 113722 028 E020800 0 028 E030800 0 028 E040800 69424 028 F010800 87112 028 F020800 0 028 F030800 0 028 F040800 76320 028 G010800 578918 028 G020800 0 028 G030800 0 028 G040800 523523 028 H000800 0 045 000800 Y 046 000800 N 047 000800 Y 048 000800 0.110 048 A010800 0 048 A020800 0.000 048 B010800 0 048 B020800 0.000 PAGE 57 048 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 0.000 062 A000800 Y 062 B000800 0.0 062 C000800 0.0 062 D000800 3.7 062 E000800 0.0 062 F000800 0.0 062 G000800 0.0 062 H000800 0.0 062 I000800 0.2 062 J000800 0.0 062 K000800 0.0 062 L000800 0.0 062 M000800 98.7 062 N000800 0.0 062 O000800 0.0 062 P000800 0.0 062 Q000800 0.0 062 R000800 0.0 063 A000800 0 063 B000800 9.6 064 A000800 Y 064 B000800 N 066 A000800 N 067 000800 N 068 A000800 N 068 B000800 N 069 000800 N 070 A010800 Y 070 A020800 Y 070 B010800 N 070 B020800 N 070 C010800 Y 070 C020800 N PAGE 58 070 D010800 N 070 D020800 N 070 E010800 Y 070 E020800 N 070 F010800 N 070 F020800 N 070 G010800 Y 070 G020800 N 070 H010800 N 070 H020800 N 070 I010800 N 070 I020800 N 070 J010800 Y 070 J020800 N 070 K010800 Y 070 K020800 N 070 L010800 Y 070 L020800 N 070 M010800 Y 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 Y 070 R020800 N 071 A000800 447984 071 B000800 365712 071 C000800 3755669 071 D000800 10 072 A000800 6 072 B000800 129932 072 C000800 0 072 D000800 0 072 E000800 0 072 F000800 2242 072 G000800 5853 072 H000800 0 072 I000800 0 072 J000800 0 072 K000800 0 072 L000800 0 072 M000800 0 072 N000800 0 072 O000800 0 072 P000800 0 072 Q000800 0 PAGE 59 072 R000800 0 072 S000800 0 072 T000800 1724 072 U000800 0 072 V000800 0 072 W000800 93 072 X000800 9912 072 Y000800 0 072 Z000800 120020 072AA000800 0 072BB000800 3357 072CC010800 0 072CC020800 65218 072DD010800 0 072DD020800 0 072EE000800 0 073 A010800 0.0000 073 A020800 0.0000 073 B000800 0.0000 073 C000800 0.0000 074 A000800 0 074 B000800 142481 074 C000800 6800 074 D000800 3802925 074 E000800 0 074 F000800 0 074 G000800 0 074 H000800 0 074 I000800 0 074 J000800 0 074 K000800 3815 074 L000800 37184 074 M000800 0 074 N000800 3993205 074 O000800 0 074 P000800 120 074 Q000800 0 074 R010800 0 074 R020800 0 074 R030800 0 074 R040800 142483 074 S000800 0 074 T000800 3850602 074 U010800 78671 074 U020800 0 074 V010800 47.12 074 V020800 0.00 074 W000800 0.0000 074 X000800 352522 074 Y000800 0 075 A000800 0 PAGE 60 075 B000800 3773380 076 000800 0.00 SIGNATURE SHALINNI THOMPSON TITLE MANAGER -----END PRIVACY-ENHANCED MESSAGE-----