-----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, S9OQCDNo1RRc4sX2+GZKqcTLEUrM5rHQ0JbuqqrgfotTXUM6szpwlukA6iIaCscI HPTv0hzEqIXPXkQtp9rMAQ== 0000777535-97-000001.txt : 19970226 0000777535-97-000001.hdr.sgml : 19970226 ACCESSION NUMBER: 0000777535-97-000001 CONFORMED SUBMISSION TYPE: NSAR-B PUBLIC DOCUMENT COUNT: 8 CONFORMED PERIOD OF REPORT: 19961231 FILED AS OF DATE: 19970225 SROS: NONE FILER: COMPANY DATA: COMPANY CONFORMED NAME: COLLEGE RETIREMENT EQUITIES FUND CENTRAL INDEX KEY: 0000777535 STANDARD INDUSTRIAL CLASSIFICATION: UNKNOWN SIC - 0000 [0000] IRS NUMBER: 136022042 STATE OF INCORPORATION: NY FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NSAR-B SEC ACT: 1940 Act SEC FILE NUMBER: 811-04415 FILM NUMBER: 97542735 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 NSAR-B 1 N-SAR (3.0) PAGE 1 000 B000000 12/31/96 000 C000000 0000777535 000 D000000 N 000 E000000 NF 000 F000000 Y 000 G000000 N 000 H000000 N 000 I000000 3.0 000 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 7 007 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 C010900 9 007 C011000 10 008 A00AA01 TIAA-CREF INVESTMENT MANAGEMENT, INC. 008 B00AA01 A 008 C00AA01 801-38029 008 D01AA01 NEW YORK PAGE 2 008 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 DELOITTE & TOUCHE LLP 013 B01AA01 NEW YORK 013 B02AA01 NY 013 B03AA01 10281 013 B04AA01 1414 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 8 019 C00AA00 TIAA--CREF 020 A000001 JEFFERIES & CO., INC. 020 B000001 95-2622900 020 C000001 4594 020 A000002 MORGAN STANLEY & CO., INC. 020 B000002 13-2655998 020 C000002 4150 020 A000003 GOLDMAN, SACHS & CO. 020 B000003 13-5108880 020 C000003 2847 020 A000004 MERRILL, LYNCH, PIERCE, FENNER & SMITH 020 B000004 13-5674085 020 C000004 2364 020 A000005 HSBC JAMES CAPEL 020 B000005 13-2650272 020 C000005 1877 020 A000006 BZW SECURITIES INC. 020 B000006 13-3410233 020 C000006 1752 020 A000007 UBS SECURITIES INC. 020 B000007 13-3351367 020 C000007 1677 020 A000008 INSTINET CORP. 020 B000008 13-3443395 020 C000008 1361 020 A000009 CREDIT LYONNAIS SECURITIES INC. 020 B000009 13-2602298 020 C000009 1203 020 A000010 JARDINE FLEMING LTD. 020 C000010 1124 PAGE 3 021 000000 50415 022 A000001 CS FIRST BOSTON CORP.(THE) 022 B000001 13-5659485 022 C000001 11894817 022 D000001 1226430 022 A000002 GOLDMAN, SACHS GROUP L.P. 022 B000002 13-3160926 022 C000002 7905814 022 D000002 243086 022 A000003 LEHMAN COMMERCIAL PAPER INC. 022 B000003 13-2501865 022 C000003 6822750 022 D000003 242647 022 A000004 NATIONSBANK CAPITAL MARKETS, VA. 022 B000004 56-1684171 022 C000004 6664175 022 D000004 348644 022 A000005 MORGAN (J.P.) SECURITIES INC. 022 B000005 13-3224016 022 C000005 4651739 022 D000005 424366 022 A000006 MERRILL LYNCH MONEY MARKET INC. 022 B000006 13-2973073 022 C000006 3037136 022 D000006 49430 022 A000007 CIBC WOOD GUNDY MONEY MARKETS 022 B000007 13-5492430 022 C000007 2592505 022 D000007 6892 022 A000008 MORGAN STANLEY & CO., INC. 022 B000008 13-2655598 022 C000008 2034886 022 D000008 521759 022 A000009 ASSOCIATES CORPORATION OF N.A. 022 B000009 74-1494554 022 C000009 2335016 022 D000009 0 022 A000010 COMMERCIAL CREDIT CORPORATION 022 B000010 52-0883351 022 C000010 1672124 022 D000010 15268 023 C000000 69040347 023 D000000 6931087 026 A000000 N 026 B000000 Y 026 C000000 Y 026 D000000 Y 026 E000000 Y 026 F000000 N 026 G010000 N 026 G020000 N PAGE 4 026 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 Y 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 29099 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 055 B00AA00 N 056 00AA00 N PAGE 5 057 00AA00 N 058 A00AA00 N 059 00AA00 Y 060 A00AA00 Y 060 B00AA00 Y 061 00AA00 0 077 A000000 Y 077 B000000 Y 077 C000000 N 077 D000000 N 077 E000000 N 077 F000000 N 077 G000000 N 077 H000000 N 077 I000000 N 077 J000000 N 077 K000000 N 077 L000000 N 077 M000000 N 077 N000000 N 077 O000000 N 077 P000000 N 077 Q010000 Y 077 Q020000 N 077 Q030000 N 078 000000 N 080 A00AA00 AETNA CASUALTY & SURETY COMPANY 080 C00AA00 100000 081 A00AA00 Y 081 B00AA00 8 082 A00AA00 N 082 B00AA00 0 083 A00AA00 N 083 B00AA00 0 084 A00AA00 N 084 B00AA00 0 085 A00AA00 Y 085 B00AA00 N 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 BANKERS TRUST COMPANY PAGE 6 015 B000101 C 015 C010101 NEW YORK 015 C020101 NY 015 C030101 10015 015 E010101 X 015 A000102 THE CHASE MANHATTAN BANK, N.A. 015 B000102 C 015 C010102 NEW YORK 015 C020102 NY 015 C030102 11245 015 E010102 X 015 A000103 THE CHASE MANHATTAN BANK, N.A. 015 B000103 S 015 C010103 BUENOS AIRES 015 D010103 ARGENTINA 015 D020103 130/140 015 E040103 X 015 A000104 CHASE MANHATTAN BANK AUSTRALIA LIMITED 015 B000104 S 015 C010104 SYDNEY 015 D010104 AUSTRALIA 015 D020104 2000 015 E040104 X 015 A000105 CREDITANSTALT-BANKVEREIN 015 B000105 S 015 C010105 VIENNA 015 D010105 AUSTRIA 015 D020105 A-1011 015 E040105 X 015 A000106 GENERALE BANK 015 B000106 S 015 C010106 BRUSSELS 015 D010106 BELGIUM 015 D020106 1000 015 E040106 X 015 A000107 BANCO CHASE MANHATTAN, SA 015 B000107 S 015 C010107 SAO PAOLO 015 D010107 BRAZIL 015 D020107 SP04719-002 015 E040107 X 015 A000108 CANADA TRUST COMPANY 015 B000108 S 015 C010108 TORONTO 015 D010108 CANADA 015 D020108 M5J 2T2 015 E040108 X 015 A000109 DEN DANSKE BANK 015 B000109 S 015 C010109 COPENHAGEN 015 D010109 DENMARK PAGE 7 015 D020109 1091 015 E040109 X 015 A000110 BANQUE PARIBAS 015 B000110 S 015 C010110 PARIS 015 D010110 FRANCE 015 D020110 75078 015 E040110 X 015 A000111 CHASE BANK A.G. 015 B000111 S 015 C010111 FRANKFURT/MAIN 015 D010111 GERMANY 015 D020111 60441 015 E040111 X 015 A000112 THE CHASE MANHATTAN BANK, N.A. 015 B000112 S 015 C010112 HONG KONG 015 D010112 HONG KONG 015 D020112 CENTRAL 015 E040112 X 015 A000113 MERITA BANK LTD. 015 B000113 S 015 C010113 HELSINKI 015 D010113 FINLAND 015 D020113 29B 015 E040113 X 015 A000114 THE CHASE MANHATTAN BANK, N.A. 015 B000114 S 015 C010114 MILAN 015 D010114 ITALY 015 D020114 20121 015 E040114 X 015 A000115 BANK OF TOKYO - MITSUBISHI, LTD. 015 B000115 S 015 C010115 TOKYO 015 D010115 JAPAN 015 D020115 103 015 E040115 X 015 A000116 THE CHASE MANHATTAN BANK, N.A. 015 B000116 S 015 C010116 MEXICO CITY 015 D010116 MEXICO 015 D020116 06660 015 E040116 X 015 A000117 ABN-AMRO N.V. 015 B000117 S 015 C010117 BREDA 015 D010117 NETHERLANDS 015 D020117 4800 015 E040117 X 015 A000118 NATIONAL NOMINEES LTD. PAGE 8 015 B000118 S 015 C010118 AUCKLAND 015 D010118 NEW ZEALAND 015 D020118 1036 015 E040118 X 015 A000119 DEN NORSKE BANK 015 B000119 S 015 C010119 OSLO 015 D010119 NORWAY 015 D020119 1 015 E040119 X 015 A000120 THE CHASE MANHATTAN BANK 015 B000120 S 015 C010120 SINGAPORE 015 D010120 SINGAPORE 015 D020120 189720 015 E040120 X 015 A000121 THE HONG KONG AND SHANGHAI BANKING CORP. LTD. 015 B000121 S 015 C010121 SEOUL 015 D010121 SOUTH KOREA 015 D020121 1-KA 015 E040121 X 015 A000122 THE CHASE MANHATTAN BANK 015 B000122 S 015 C010122 MADRID 015 D010122 SPAIN 015 D020122 28046 015 E040122 X 015 A000123 SKANDINAVISKA ENSKILDA BANKEN 015 B000123 S 015 C010123 STOCKHOLM 015 D010123 SWEDEN 015 D020123 S-106-40 015 E040123 X 015 A000124 UNION BANK OF SWITZERLAND 015 B000124 S 015 C010124 ZURICH 015 D010124 SWITZERLAND 015 D020124 8021 015 E040124 X 015 A000125 THE CHASE MANHATTAN BANK, N.A. 015 B000125 S 015 C010125 BANGKOK 015 D010125 THAILAND 015 D020125 10500 015 E040125 X 015 A000126 THE CHASE MANHATTAN BANK, N.A. 015 B000126 S 015 C010126 LONDON 015 D010126 UNITED KINGDOM PAGE 9 015 D020126 EC2P 2HD 015 E040126 X 015 A000127 THE HONG KONG AND SHANGHAI BANKING CORP.LTD. 015 B000127 S 015 C010127 SHENZHEN 015 D010127 PEOPLES REP OF CHINA 015 E040127 X 015 A000128 THE HONG KONG AND SHANGHAI BANKING CORP. LTD. 015 B000128 S 015 C010128 SHANGHAI 015 D010128 PEOPLES REP OF CHINA 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 THE CHASE MANHATTAN BANK, N.A. 015 B000130 S 015 C010130 KUALA LUMPUR 015 D010130 MALAYSIA 015 D020130 50250 015 E040130 X 015 A000131 BANKERS TRUST COMPANY 015 B000131 S 015 C010131 LONDON 015 D010131 UNITED KINGDOM 015 D020131 EC2A 2HE 015 E040131 X 015 A000132 BANQUE GENERALE DU LUXEMBOURG, S.A. 015 B000132 S 015 C010132 LUXEMBOURG 015 D010132 LUXEMBOURG 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 STANDARD CORPORATE AND MERCHANT BANK 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 10023 PAGE 10 015 E040135 X 015 A000136 BANCO ESPIRITO SANTO & COMMERCIAL DE LISBOA 015 B000136 S 015 C010136 LISBON 015 D010136 PORTUGAL 015 D020136 1200 015 E040136 X 015 A000137 BARCLAYS BANK OF ZIMBABWE 015 B000137 S 015 C010137 HARARE 015 D010137 ZIMBABWE 015 E040137 X 024 000100 Y 025 A000101 GOLDMAN, SACHS GROUP LP 025 B000101 13-3501777 025 C000101 D 025 D000101 99746 025 A000102 MORGAN STANLEY GROUP, INC. 025 B000102 13-2838811 025 C000102 D 025 D000102 99381 025 A000103 MERRILL, LYNCH & CO., INC. 025 B000103 13-2973073 025 C000103 D 025 D000103 98762 025 A000104 AMERICAN EXPRESS CREDIT CORP. 025 B000104 11-1988350 025 C000104 D 025 D000104 215338 025 A000105 CREDIT SUISSE 025 B000105 13-5659485 025 C000105 E 025 D000105 23844 025 A000106 LEHMAN BROTHERS HOLDINGS, INC. 025 B000106 13-3216325 025 C000106 E 025 D000106 28656 025 A000107 MERRILL LYNCH & CO., INC. 025 B000107 13-5674085 025 C000107 E 025 D000107 135110 025 A000108 MORGAN (J.P.) & CO., INC. 025 B000108 13-3160926 025 C000108 E 025 D000108 147857 025 A000109 MORGAN STANLEY GROUP, INC. 025 B000109 13-2838891 025 C000109 E 025 D000109 51024 025 D000110 0 025 D000111 0 PAGE 11 025 D000112 0 025 D000113 0 025 D000114 0 025 D000115 0 025 D000116 0 028 A010100 408579 028 A020100 0 028 A030100 0 028 A040100 596373 028 B010100 318085 028 B020100 0 028 B030100 0 028 B040100 345209 028 C010100 339368 028 C020100 0 028 C030100 0 028 C040100 399927 028 D010100 342756 028 D020100 0 028 D030100 0 028 D040100 527488 028 E010100 392239 028 E020100 0 028 E030100 0 028 E040100 559291 028 F010100 388240 028 F020100 0 028 F030100 0 028 F040100 778034 028 G010100 2189267 028 G020100 0 028 G030100 0 028 G040100 3206322 028 H000100 0 045 000100 Y 046 000100 N 047 000100 Y 048 000100 0.090 048 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 PAGE 12 048 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 0.000 062 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 N 066 D000100 Y 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 PAGE 13 070 F020100 Y 070 G010100 Y 070 G020100 N 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 14323144 071 B000100 16573470 071 C000100 73173111 071 D000100 20 072 A000100 12 072 B000100 106224 072 C000100 1487761 072 D000100 0 072 E000100 0 072 F000100 61960 072 G000100 142409 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 25214 072 U000100 0 072 V000100 0 PAGE 14 072 W000100 0 072 X000100 229583 072 Y000100 0 072 Z000100 1364402 072AA000100 6232549 072BB000100 0 072CC010100 5768438 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 29525 074 B000100 0 074 C000100 4876890 074 D000100 45742 074 E000100 209015 074 F000100 78401473 074 G000100 0 074 H000100 0 074 I000100 0 074 J000100 773299 074 K000100 0 074 L000100 153602 074 M000100 0 074 N000100 84489546 074 O000100 715635 074 P000100 0 074 Q000100 0 074 R010100 0 074 R020100 0 074 R030100 0 074 R040100 2427466 074 S000100 0 074 T000100 81346445 074 U010100 620498 074 U020100 0 074 V010100 109.22 074 V020100 0.00 074 W000100 0.0000 074 X000100 1504545 074 Y000100 0 075 A000100 0 075 B000100 74935131 076 000100 0.00 015 A000201 MORGAN GUARANTY TRUST COMPANY OF NEW YORK 015 B000201 C 015 C010201 NEW YORK PAGE 15 015 C020201 NY 015 C030201 10260 015 E010201 X 015 A000202 MORGAN GUARANTY TRUST COMPANY OF NEW YORK 015 B000202 S 015 C010202 LONDON 015 D010202 U.K 015 D020202 EC4Y0JP 015 E040202 X 015 A000203 MORGAN GUARANTY TRUST COMPANY 015 B000203 S 015 C010203 NASSAU 015 D010203 BAHAMAS 015 E040203 X 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 GOLDMAN SACHS GROUP LP 025 B000201 13-3501777 025 C000201 D 025 D000201 98444 025 A000202 MERRILL LYNCH & CO. 025 B000202 13-2973073 025 C000202 D 025 D000202 103623 025 A000203 MORGAN STANLEY GROUP INC. 025 B000203 13-2838811 025 C000203 D 025 D000203 93942 025 D000204 0 025 D000205 0 025 D000206 0 025 D000207 0 025 D000208 0 025 D000209 0 025 D000210 0 025 D000211 0 025 D000212 0 025 D000213 0 025 D000214 0 025 D000215 0 025 D000216 0 028 A010200 586957 028 A020200 0 028 A030200 0 028 A040200 398392 028 B010200 285699 PAGE 16 028 B020200 0 028 B030200 0 028 B040200 312224 028 C010200 316174 028 C020200 0 028 C030200 0 028 C040200 310072 028 D010200 369474 028 D020200 0 028 D030200 0 028 D040200 302128 028 E010200 430457 028 E020200 0 028 E030200 0 028 E040200 379130 028 F010200 566847 028 F020200 0 028 F030200 0 028 F040200 397916 028 G010200 2555608 028 G020200 0 028 G030200 0 028 G040200 2099862 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 0 048 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 PAGE 17 062 B000200 0.0 062 C000200 4.2 062 D000200 0.0 062 E000200 0.0 062 F000200 2.4 062 G000200 9.6 062 H000200 1.3 062 I000200 59.3 062 J000200 0.0 062 K000200 0.0 062 L000200 23.2 062 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 56 063 B000200 0.0 064 A000200 N 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 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 Y 070 K010200 Y 070 K020200 N 070 L010200 Y 070 L020200 Y 070 M010200 Y PAGE 18 070 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 180623 072 C000200 0 072 D000200 0 072 E000200 0 072 F000200 2597 072 G000200 6276 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 0 072 Q000200 0 072 R000200 0 072 S000200 0 072 T000200 1115 072 U000200 0 072 V000200 0 072 W000200 0 072 X000200 9988 072 Y000200 0 072 Z000200 170635 072AA000200 4 072BB000200 0 072CC010200 0 072CC020200 876 072DD010200 0 072DD020200 0 072EE000200 0 073 A010200 0.0000 073 A020200 0.0000 073 B000200 0.0000 PAGE 19 073 C000200 0.0000 074 A000200 5969 074 B000200 0 074 C000200 3710977 074 D000200 0 074 E000200 0 074 F000200 0 074 G000200 0 074 H000200 0 074 I000200 0 074 J000200 64444 074 K000200 0 074 L000200 17634 074 M000200 0 074 N000200 3799024 074 O000200 69311 074 P000200 0 074 Q000200 0 074 R010200 0 074 R020200 0 074 R030200 0 074 R040200 0 074 S000200 0 074 T000200 3729713 074 U010200 218292 074 U020200 0 074 V010200 16.49 074 V020200 0.00 074 W000200 0.0000 074 X000200 1162937 074 Y000200 0 075 A000200 3307318 075 B000200 0 076 000200 0.00 015 A000301 MORGAN GUARANTY TRUST COMPANY OF NEW YORK 015 B000301 C 015 C010301 NEW YORK 015 C020301 NY 015 C030301 10260 015 E010301 X 015 A000302 MORGAN GUARANTY TRUST COMPANY 015 B000302 S 015 C010302 NASSAU 015 D010302 BAHAMAS 015 E040302 X 015 A000303 BANK OF NEW YORK 015 B000303 C 015 C010303 NEW YORK 015 C020303 NY 015 C030303 10286 015 E010303 X PAGE 20 024 000300 Y 025 A000301 GOLDMAN SACHS GROUP LP 025 B000301 13-5108880 025 C000301 D 025 D000301 5600 025 A000302 LEHMAN BROS. 025 B000302 13-2501865 025 C000302 D 025 D000302 5000 025 A000303 DELETE 025 D000303 0 025 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 D000309 0 025 D000310 0 025 D000311 0 025 D000312 0 025 D000313 0 025 D000314 0 025 D000315 0 025 D000316 0 028 A010300 62528 028 A020300 0 028 A030300 0 028 A040300 47627 028 B010300 32066 028 B020300 0 028 B030300 0 028 B040300 23597 028 C010300 30285 028 C020300 0 028 C030300 0 028 C040300 27464 028 D010300 37658 028 D020300 0 028 D030300 0 028 D040300 31703 028 E010300 48597 028 E020300 0 028 E030300 0 028 E040300 28341 028 F010300 55477 028 F020300 0 PAGE 21 028 F030300 0 028 F040300 33941 028 G010300 266611 028 G020300 0 028 G030300 0 028 G040300 192673 028 H000300 0 045 000300 Y 046 000300 N 047 000300 Y 048 000300 0.060 048 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 0.000 062 A000300 Y 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 0.7 062 J000300 0.0 062 K000300 0.0 062 L000300 1.4 062 M000300 43.1 062 N000300 1.3 062 O000300 0.0 062 P000300 22.1 062 Q000300 31.4 062 R000300 0.0 PAGE 22 063 A000300 0 063 B000300 13.7 064 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 N 070 I020300 N 070 J010300 Y 070 J020300 Y 070 K010300 Y 070 K020300 N 070 L010300 Y 070 L020300 Y 070 M010300 Y 070 M020300 N 070 N010300 Y 070 N020300 N 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 1470443 071 B000300 1278824 071 C000300 880298 071 D000300 145 072 A000300 12 072 B000300 64242 PAGE 23 072 C000300 0 072 D000300 0 072 E000300 0 072 F000300 657 072 G000300 1710 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 302 072 U000300 0 072 V000300 0 072 W000300 0 072 X000300 2669 072 Y000300 0 072 Z000300 61573 072AA000300 0 072BB000300 3513 072CC010300 0 072CC020300 28782 072DD010300 0 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 6591 074 D000300 979046 074 E000300 0 074 F000300 0 074 G000300 0 074 H000300 0 074 I000300 0 074 J000300 41552 074 K000300 0 074 L000300 14392 074 M000300 0 074 N000300 1041581 074 O000300 32979 074 P000300 0 PAGE 24 074 Q000300 0 074 R010300 0 074 R020300 0 074 R030300 0 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D000402 4000 025 A000403 MERRILL LYNCH & CO., INC. 025 B000403 13-5674085 025 C000403 E 025 D000403 6691 025 A000404 MORGAN (J.P.) & CO., INC. 025 B000404 13-3160926 025 C000404 E 025 D000404 7566 025 A000405 MORGAN STANLEY GROUP, INC. 025 B000405 13-2838891 025 C000405 E 025 D000405 4924 025 A000406 TRAVELERS GROUP, INC. 025 B000406 13-1912900 025 C000406 E 025 D000406 6710 025 D000407 0 025 D000408 0 025 D000409 0 025 D000410 0 025 D000411 0 025 D000412 0 025 D000413 0 025 D000414 0 025 D000415 0 025 D000416 0 028 A010400 30344 028 A020400 0 028 A030400 0 028 A040400 20179 028 B010400 28116 028 B020400 0 028 B030400 0 028 B040400 10672 028 C010400 26741 028 C020400 0 028 C030400 0 028 C040400 11457 028 D010400 33041 028 D020400 0 028 D030400 0 028 D040400 18797 028 E010400 32081 028 E020400 0 028 E030400 0 028 E040400 14581 028 F010400 35821 PAGE 26 028 F020400 0 028 F030400 0 028 F040400 19071 028 G010400 186144 028 G020400 0 028 G030400 0 028 G040400 94757 028 H000400 0 045 000400 Y 046 000400 N 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 PAGE 27 062 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 067 000400 Y 068 A000400 N 068 B000400 N 069 000400 N 070 A010400 Y 070 A020400 N 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 N 070 K010400 Y 070 K020400 N 070 L010400 Y 070 L020400 N 070 M010400 Y 070 M020400 N 070 N010400 Y 070 N020400 N 070 O010400 Y 070 O020400 N 070 P010400 Y 070 P020400 N 070 Q010400 N 070 Q020400 N 070 R010400 Y 070 R020400 N 071 A000400 801912 PAGE 28 071 B000400 548003 071 C000400 1338915 071 D000400 41 072 A000400 12 072 B000400 35957 072 C000400 16487 072 D000400 0 072 E000400 0 072 F000400 977 072 G000400 2580 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 454 072 U000400 0 072 V000400 0 072 W000400 0 072 X000400 4011 072 Y000400 0 072 Z000400 48433 072AA000400 11910 072BB000400 0 072CC010400 140409 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 1365 074 B000400 0 074 C000400 4898 074 D000400 587866 074 E000400 135 074 F000400 972708 074 G000400 0 074 H000400 0 074 I000400 0 074 J000400 10612 074 K000400 0 PAGE 29 074 L000400 10286 074 M000400 0 074 N000400 1587870 074 O000400 11775 074 P000400 0 074 Q000400 0 074 R010400 0 074 R020400 0 074 R030400 0 074 R040400 355 074 S000400 0 074 T000400 1575740 074 U010400 25841 074 U020400 0 074 V010400 58.59 074 V020400 0.00 074 W000400 0.0000 074 X000400 165162 074 Y000400 0 075 A000400 0 075 B000400 1353971 076 000400 0.00 015 A000501 BANKERS TRUST COMPANY 015 B000501 C 015 C010501 NEW YORK 015 C020501 NY 015 C030501 10015 015 E010501 X 015 A000502 THE CHASE MANHATTAN BANK 015 B000502 C 015 C010502 NEW YORK 015 C020502 NY 015 C030502 11245 015 E010502 X 015 A000503 CHASE MANHATTAN BANK AUSTRALIA LIMITED 015 B000503 S 015 C010503 SYDNEY 015 D010503 AUSTRALIA 015 D020503 2000 015 E040503 X 015 A000504 CREDITANSTALT-BANKVEREIN 015 B000504 S 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D010512 ITALY 015 D020512 20121 015 E040512 X 015 A000513 BANK OF TOKYO - MITSUBISHI, LTD. 015 B000513 S 015 C010513 TOKYO 015 D010513 JAPAN 015 D020513 103 015 E040513 X 015 A000514 THE CHASE MANHATTAN BANK, N.A. 015 B000514 S PAGE 31 015 C010514 MEXICO CITY 015 D010514 MEXICO 015 D020514 06660 015 E040514 X 015 A000515 ABN-AMRO N.V. 015 B000515 S 015 C010515 BREDA 015 D010515 NETHERLANDS 015 D020515 4800 015 E040515 X 015 A000516 BANK OF IRELAND 015 B000516 S 015 C010516 DUBLIN 015 D010516 IRELAND 015 D020516 1 015 E040516 X 015 A000517 DEN NORSKE BANK 015 B000517 S 015 C010517 OSLO 015 D010517 NORWAY 015 D020517 1 015 E040517 X 015 A000518 THE CHASE MANHATTAN BANK 015 B000518 S 015 C010518 SINGAPORE 015 D010518 SINGAPORE 015 D020518 189720 015 E040518 X 015 A000519 THE CHASE MANHATTAN BANK, N.A. 015 B000519 S 015 C010519 MADRID 015 D010519 SPAIN 015 D020519 28046 015 E040519 X 015 A000520 SKANDINAVISKA ENSKILDA BANKEN 015 B000520 S 015 C010520 STOCKHOLM 015 D010520 SWEDEN 015 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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 10023 015 E040529 X 024 000500 Y 025 A000501 MERRILL, LYNCH & CO., INC. 025 B000501 13-2973073 025 C000501 D 025 D000501 14396 025 A000502 CREDIT SUISSE 025 C000502 E 025 D000502 2995 PAGE 33 025 A000503 MORGAN (J.P.) & CO., INC. 025 B000503 13-3160926 025 C000503 E 025 D000503 3879 025 A000504 MERRILL, LYNCH & CO., INC. 025 B000504 13-5674085 025 C000504 E 025 D000504 3586 025 A000505 UNION BANK OF SWITZERLAND 025 C000505 E 025 D000505 3694 025 D000506 0 025 D000507 0 025 D000508 0 025 D000509 0 025 D000510 0 025 D000511 0 025 D000512 0 025 D000513 0 025 D000514 0 025 D000515 0 025 D000516 0 028 A010500 201337 028 A020500 0 028 A030500 0 028 A040500 185828 028 B010500 158186 028 B020500 0 028 B030500 0 028 B040500 132642 028 C010500 173675 028 C020500 0 028 C030500 0 028 C040500 127888 028 D010500 203320 028 D020500 0 028 D030500 0 028 D040500 183774 028 E010500 214364 028 E020500 0 028 E030500 0 028 E040500 180759 028 F010500 216164 028 F020500 0 028 F030500 0 028 F040500 185608 028 G010500 1167046 028 G020500 0 028 G030500 0 028 G040500 996499 028 H000500 0 PAGE 34 045 000500 Y 046 000500 N 047 000500 Y 048 000500 0.170 048 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 0.000 062 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 N 066 D000500 Y 066 E000500 N PAGE 35 066 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 N 070 I020500 N 070 J010500 Y 070 J020500 Y 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 N 070 R020500 N 071 A000500 3653988 071 B000500 3102085 071 C000500 3491636 071 D000500 89 072 A000500 12 072 B000500 9433 072 C000500 50570 072 D000500 0 072 E000500 0 PAGE 36 072 F000500 5169 072 G000500 6928 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 1220 072 U000500 0 072 V000500 0 072 W000500 0 072 X000500 13317 072 Y000500 0 072 Z000500 46686 072AA000500 357715 072BB000500 0 072CC010500 207390 072CC020500 0 072DD010500 0 072DD020500 0 072EE000500 0 073 A010500 0.0000 073 A020500 0.0000 073 B000500 0.0000 073 C000500 0.0000 074 A000500 55764 074 B000500 0 074 C000500 357742 074 D000500 12346 074 E000500 33599 074 F000500 4010029 074 G000500 0 074 H000500 0 074 I000500 0 074 J000500 182446 074 K000500 0 074 L000500 8460 074 M000500 0 074 N000500 4660386 074 O000500 182261 074 P000500 0 074 Q000500 0 074 R010500 0 074 R020500 0 PAGE 37 074 R030500 0 074 R040500 284948 074 S000500 0 074 T000500 4193177 074 U010500 80016 074 U020500 0 074 V010500 50.68 074 V020500 0.00 074 W000500 0.0000 074 X000500 263999 074 Y000500 0 075 A000500 0 075 B000500 3637098 076 000500 0.00 015 A000601 BANKERS TRUST COMPANY 015 B000601 C 015 C010601 NEW YORK 015 C020601 NY 015 C030601 10015 015 E010601 X 015 A000602 BANKERS TRUST COMPANY 015 B000602 S 015 C010602 LONDON 015 D010602 UNITED KINGDOM 015 D020602 EC2A 2HE 015 E040602 X 015 A000603 THE CHASE MANHATTAN BANK, N.A. 015 B000603 C 015 C010603 NEW YORK 015 C020603 NY 015 C030603 11245 015 E010603 X 015 A000604 SKANDINAVISKA ENSKILDA BANKEN 015 B000604 S 015 C010604 STOCKHOLM 015 D010604 SWEDEN 015 D020604 S-106-40 015 E040604 X 024 000600 N 025 D000601 0 025 D000602 0 025 D000603 0 025 D000604 0 025 D000605 0 025 D000606 0 025 D000607 0 025 D000608 0 028 A010600 175044 028 A020600 0 028 A030600 0 028 A040600 169342 PAGE 38 028 B010600 157024 028 B020600 0 028 B030600 0 028 B040600 89904 028 C010600 171236 028 C020600 0 028 C030600 0 028 C040600 100198 028 D010600 242776 028 D020600 0 028 D030600 0 028 D040600 128257 028 E010600 210195 028 E020600 0 028 E030600 0 028 E040600 122585 028 F010600 244172 028 F020600 0 028 F030600 0 028 F040600 171911 028 G010600 1200447 028 G020600 0 028 G030600 0 028 G040600 782197 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 PAGE 39 062 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 0.0 062 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 Y 070 G010600 Y 070 G020600 N 070 H010600 Y 070 H020600 N 070 I010600 N 070 I020600 N 070 J010600 Y 070 J020600 Y PAGE 40 070 K010600 Y 070 K020600 N 070 L010600 Y 070 L020600 Y 070 M010600 Y 070 M020600 Y 070 N010600 Y 070 N020600 N 070 O010600 Y 070 O020600 N 070 P010600 Y 070 P020600 N 070 Q010600 N 070 Q020600 N 070 R010600 N 070 R020600 N 071 A000600 1446152 071 B000600 646209 071 C000600 1677928 071 D000600 39 072 A000600 12 072 B000600 4288 072 C000600 20420 072 D000600 0 072 E000600 0 072 F000600 2134 072 G000600 3334 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 576 072 U000600 0 072 V000600 0 072 W000600 0 072 X000600 6044 072 Y000600 0 072 Z000600 18664 072AA000600 111570 072BB000600 0 072CC010600 261922 072CC020600 0 072DD010600 0 PAGE 41 072DD020600 0 072EE000600 0 073 A010600 0.0000 073 A020600 0.0000 073 B000600 0.0000 073 C000600 0.0000 074 A000600 3355 074 B000600 0 074 C000600 108279 074 D000600 0 074 E000600 308 074 F000600 2318253 074 G000600 0 074 H000600 0 074 I000600 0 074 J000600 11798 074 K000600 0 074 L000600 6011 074 M000600 0 074 N000600 2448004 074 O000600 27109 074 P000600 0 074 Q000600 0 074 R010600 0 074 R020600 0 074 R030600 0 074 R040600 0 074 S000600 0 074 T000600 2420895 074 U010600 53201 074 U020600 0 074 V010600 44.31 074 V020600 0.00 074 W000600 0.0000 074 X000600 163174 074 Y000600 0 075 A000600 0 075 B000600 1742219 076 000600 0.00 015 A000701 BANKERS TRUST COMPANY 015 B000701 C 015 C010701 NEW YORK 015 C020701 NY 015 C030701 10015 015 E010701 X 015 A000702 BANKERS TRUST COMPANY 015 B000702 S 015 C010702 LONDON 015 D010702 UNITED KINGDOM 015 D020702 EC2A 2HE 015 E040702 X PAGE 42 024 000700 Y 025 A000701 LEHMAN BROTHERS HOLDINGS, INC. 025 B000701 13-3216325 025 C000701 E 025 D000701 509 025 A000702 MORNAN (J.P.) & CO., INC. 025 B000702 13-3160926 025 C000702 E 025 D000702 2636 025 D000703 0 025 D000704 0 025 D000705 0 025 D000706 0 025 D000707 0 025 D000708 0 025 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 76494 028 A020700 0 028 A030700 0 028 A040700 67557 028 B010700 54218 028 B020700 0 028 B030700 0 028 B040700 29734 028 C010700 49737 028 C020700 0 028 C030700 0 028 C040700 30908 028 D010700 82517 028 D020700 0 028 D030700 0 028 D040700 43483 028 E010700 81846 028 E020700 0 028 E030700 0 028 E040700 42087 028 F010700 89410 028 F020700 0 028 F030700 0 028 F040700 70039 028 G010700 434222 028 G020700 0 028 G030700 0 028 G040700 283808 PAGE 43 028 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 0.0 066 A000700 Y 066 B000700 N 066 C000700 N 066 D000700 Y PAGE 44 066 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 N 070 L010700 Y 070 L020700 N 070 M010700 Y 070 M020700 N 070 N010700 Y 070 N020700 N 070 O010700 Y 070 O020700 N 070 P010700 Y 070 P020700 N 070 Q010700 N 070 Q020700 N 070 R010700 N 070 R020700 N 071 A000700 462698 071 B000700 51733 071 C000700 659351 071 D000700 8 072 A000700 12 072 B000700 575 072 C000700 13857 072 D000700 0 PAGE 45 072 E000700 0 072 F000700 495 072 G000700 1269 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 218 072 U000700 0 072 V000700 0 072 W000700 0 072 X000700 1982 072 Y000700 0 072 Z000700 12450 072AA000700 10324 072BB000700 0 072CC010700 108747 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 4314 074 B000700 0 074 C000700 13886 074 D000700 21 074 E000700 144 074 F000700 919235 074 G000700 0 074 H000700 0 074 I000700 0 074 J000700 8399 074 K000700 0 074 L000700 2508 074 M000700 0 074 N000700 948507 074 O000700 26582 074 P000700 0 074 Q000700 0 074 R010700 0 PAGE 46 074 R020700 0 074 R030700 0 074 R040700 0 074 S000700 0 074 T000700 921925 074 U010700 20725 074 U020700 0 074 V010700 42.83 074 V020700 0.00 074 W000700 0.0000 074 X000700 77499 074 Y000700 0 075 A000700 0 075 B000700 664192 076 000700 0.00 SIGNATURE ANTHONY V. BETRO TITLE DIRECTOR, INV.ACCTG. EX-27 2
6 THIS SCHEDULE CONTAINS SUMMARY FINANCIAL INFORMATION EXTRACTED FROM THE ANNUAL REPORT AND IS QUALIFIED IN ITS ENTIRETY BY REFERENCE TO SUCH FINANCIAL STATEMENTS. 0000777535 COLLEGE RETIREMENT EQUITIES FUND 1 STOCK ACCOUNT 1 YEAR DEC-31-1996 DEC-31-1996 52,068,002,137 83,533,120,282 926,900,951 0 29,525,264 84,489,546,497 715,635,449 0 2,427,465,734 3,143,101,183 0 0 620,498,335 632,802,980 0 0 0 0 0 81,346,445,314 1,487,760,929 106,224,449 0 (229,583,345) 1,364,402,033 6,232,549,023 5,768,437,860 13,365,388,916 0 0 0 0 24,089,810 (36,394,455) 0 11,976,161,429 0 0 0 0 61,960,030 0 229,583,345 74,935,131,283 91.460 1.810 15.953 0 0 0 109.223 .310 0 0

EX-27 3
6 0000777535 COLLEGE RETIREMENT EQUITIES FUND 2 MONEY MARKET ACCOUNT 1 YEAR DEC-31-1996 DEC-31-1996 3,712,248,621 3,710,977,049 82,078,052 0 5,968,779 3,799,023,880 69,310,550 0 0 69,310,550 0 0 218,291,636 193,181,428 0 0 0 0 0 3,729,713,330 0 180,622,896 0 (9,987,743) 170,635,153 3,598 (876,263) 169,762,488 0 0 0 0 25,110,208 0 0 582,858,890 0 0 0 0 2,597,014 0 9,987,743 3,307,318,378 15.666 .831 (.003) 0 0 0 16.494 .300 0 0

EX-27 4
6 0000777535 COLLEGE RETIREMENT EQUITIES FUND 3 BOND MARKET ACCOUNT 1 YEAR DEC-31-1996 DEC-31-1996 984,475,105 985,636,447 55,944,742 0 0 1,041,581,189 32,978,880 0 8,368,897 41,347,777 0 0 22,611,134 19,522,467 0 0 0 0 0 1,000,233,412 0 64,241,772 0 (2,668,857) 61,572,915 (3,512,730) (28,782,350) 29,277,835 0 0 0 0 3,106,394 (17,727) 0 166,848,588 0 0 0 0 656,539 0 2,668,857 897,691,904 42.689 2.913 (1.600) 0 0 0 44.002 .300 0 0

EX-27 5
6 0000777535 COLLEGE RETIREMENT EQUITIES FUND 4 SOCIAL CHOICE ACCOUNT 1 YEAR DEC-31-1996 DEC-31-1996 1,215,391,024 1,565,608,026 20,897,714 0 1,364,530 1,587,870,270 11,775,579 0 354,846 12,130,425 0 0 25,841,336 22,195,567 0 0 0 0 0 1,575,739,845 16,485,935 35,957,391 0 (4,010,636) 48,432,690 11,910,403 140,408,956 200,752,049 0 0 0 0 4,247,359 (601,590) 0 411,420,946 0 0 0 0 976,893 0 4,010,636 1,353,970,884 50.712 1.910 5.968 0 0 0 58.590 .300 0 0

EX-27 6
6 0000777535 COLLEGE RETIREMENT EQUITIES FUND 5 GLOBAL EQUITIES ACCOUNT 1 YEAR DEC-31-1996 DEC-31-1996 3,872,499,528 4,413,716,220 190,906,169 0 55,763,443 4,660,385,832 182,261,387 0 284,947,527 467,208,914 0 0 80,015,913 70,162,908 0 0 0 0 0 4,193,176,918 50,569,749 9,432,801 0 (13,316,884) 46,685,666 357,715,738 207,389,762 611,791,166 0 0 0 0 9,853,005 0 0 1,094,381,819 0 0 0 0 5,168,905 0 13,316,884 3,637,097,781 42.958 .584 7.138 0 0 0 50.680 .370 0 0

EX-27 7
6 0000777535 COLLEGE RETIREMENT EQUITIES FUND 6 GROWTH ACCOUNT 1 YEAR DEC-31-1996 DEC-31-1996 2,010,889,220 2,426,839,754 17,809,542 0 3,354,922 2,448,004,218 27,109,072 0 0 27,109,072 0 0 53,200,553 32,375,238 0 0 0 0 0 2,420,895,146 20,419,790 4,288,343 0 (6,043,974) 18,664,159 111,570,297 261,921,473 392,155,929 0 0 0 0 20,825,315 0 0 1,264,465,519 0 0 0 0 2,134,334 0 6,043,974 1,742,219,151 35.310 .365 8.638 0 0 0 44.313 .350 0 0

EX-27 8
6 0000777535 COLLEGE RETIREMENT EQUITIES FUND 7 EQUITY INDEX ACCOUNT 1 YEAR DEC-31-1996 DEC-31-1996 781,764,884 933,285,693 10,907,443 0 4,313,376 948,506,512 26,581,427 0 0 26,581,427 0 0 20,724,711 10,910,656 0 0 0 0 0 921,925,085 13,856,832 575,292 0 (1,982,258) 12,449,866 10,324,266 108,747,047 131,521,179 0 0 0 0 9,814,055 0 0 531,047,539 0 0 0 0 495,305 0 1,982,258 664,191,875 35.231 .667 6.936 0 0 0 42.834 .300 0 0

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