-----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, HAzDaafXphxpPvmiYqthtnxbipiDJOFrfMLFJNkgzlbEXrXz0L07ncArDtNUn7ek CMLdZ54jx9baU0rxz6gEFg== 0000777535-98-000002.txt : 19980227 0000777535-98-000002.hdr.sgml : 19980227 ACCESSION NUMBER: 0000777535-98-000002 CONFORMED SUBMISSION TYPE: NSAR-B PUBLIC DOCUMENT COUNT: 9 CONFORMED PERIOD OF REPORT: 19971231 FILED AS OF DATE: 19980226 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: SEC FILE NUMBER: 811-04415 FILM NUMBER: 98550422 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 12/31/97 000 C000000 0000777535 000 D000000 N 000 E000000 F 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 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, INC. 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 ERNST & YOUNG LLP 013 B01AA01 NEW YORK 013 B02AA01 NY 013 B03AA01 10019 013 A00AA02 DELETE 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 15 019 C00AA00 TIAA--CREF 020 A000001 SPEAR, LEEDS & KELLOG 020 B000001 13-5515160 020 C000001 2116 020 A000002 MERRILL LYNCH, PIERCE, FENNER & SMITH 020 B000002 13-5674085 020 C000002 1883 020 A000003 UBS SECURITIES INC. 020 B000003 13-2932996 020 C000003 1579 020 A000004 MORGAN STANLEY & CO., INC. 020 B000004 13-2655998 020 C000004 1361 020 A000005 HSBC JAMES CAPEL 020 B000005 52-1348224 020 C000005 1191 020 A000006 INSTINET CORP. 020 B000006 13-3443395 020 C000006 1040 020 A000007 GOLDMAN SACHS & CO. 020 B000007 13-5108880 020 C000007 886 020 A000008 LEHMAN BROTHERS, INC. 020 B000008 13-2501865 020 C000008 846 020 A000009 CREDIT SUISSE FIRST BOSTON INC. 020 B000009 13-2853402 020 C000009 725 PAGE 3 020 A000010 BERNSTEIN (SANFORD C.) & CO., INC. 020 B000010 13-2625874 020 C000010 718 021 000000 25548 022 A000001 CREDIT SUISSE FIRST BOSTON INC. 022 B000001 13-2853402 022 C000001 11753219 022 D000001 1999599 022 A000002 GOLDMAN, SACHS, GROUP INC. 022 B000002 13-5108880 022 C000002 6967578 022 D000002 781407 022 A000003 MORGAN (JP) SECURITIES INC. 022 B000003 13-3224016 022 C000003 5372253 022 D000003 516034 022 A000004 LEHMAN GOVERNMENT SECURITIES INC. 022 B000004 13-2726611 022 C000004 2961888 022 D000004 1180530 022 A000005 LEHMAN COMMERCIAL PAPER INC. 022 B000005 13-2518466 022 C000005 3694239 022 D000005 362017 022 A000006 BANK AMERICA SECURITIES INC. 022 B000006 95-4035346 022 C000006 3421208 022 D000006 281407 022 A000007 CHASE SECURITES INC. 022 B000007 13-2633612 022 C000007 2239213 022 D000007 683067 022 A000008 MERRILL LYNCH MONEY MARKET, INC. 022 B000008 13-2973073 022 C000008 2142985 022 D000008 283694 022 A000009 NATIONSBANK CAPITAL MKTS, INC. 022 B000009 56-1684171 022 C000009 1768449 022 D000009 314648 022 A000010 MORGAN STANLEY, DEAN WITTER, DISCOVER & CO. 022 B000010 13-2655998 022 C000010 1464244 022 D000010 374322 023 C000000 56660458 023 D000000 10369512 026 A000000 N 026 B000000 Y 026 C000000 Y 026 D000000 Y 026 E000000 Y PAGE 4 026 F000000 N 026 G010000 N 026 G020000 N 026 H000000 N 027 000000 Y 029 00AA00 N 030 A00AA00 0 030 B00AA00 0.00 030 C00AA00 0.00 031 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 32413 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 PAGE 5 055 A00AA00 N 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 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 Y 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 15 082 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 PAGE 6 086 F010000 0 086 F020000 0 015 A000101 BANKERS TRUST COMPANY 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 THE CHASE MANHATTAN BANK 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 PAGE 7 015 B000109 S 015 C010109 COPENHAGEN 015 D010109 DENMARK 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 DRESDNER BANK A.G. 015 B000111 S 015 C010111 FRANKFURT 015 D010111 GERMANY 015 E040111 X 015 A000112 THE CHASE MANHATTAN BANK 015 B000112 S 015 C010112 HONG KONG 015 D010112 PEOPLES REP OF CHINA 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 BANQUE PARIBAS 015 B000114 S 015 C010114 MILAN 015 D010114 ITALY 015 D020114 20121 015 E040114 X 015 A000115 SUMITOMO BANK, LTD. 015 B000115 S 015 C010115 TOKYO 015 D010115 JAPAN 015 D020115 100 015 E040115 X 015 A000116 THE CHASE MANHATTAN BANK S.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 PAGE 8 015 E040117 X 015 A000118 NATIONAL NOMINEES LTD. 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 STANDARD CHARTERED BANK 015 B000120 S 015 C010120 SINGAPORE 015 D010120 SINGAPORE 015 D020120 049909 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 015 B000125 S 015 C010125 BANGKOK 015 D010125 THAILAND 015 D020125 10500 015 E040125 X 015 A000126 THE CHASE MANHATTAN BANK 015 B000126 S PAGE 9 015 C010126 LONDON 015 D010126 UNITED KINGDOM 015 D020126 E1 9YT 015 E040126 X 015 A000127 THE HONG KONG AND SHANGHAI BANKING CORP. 015 B000127 S 015 C010127 SHENZHEN 015 D010127 PEOPLES REP OF CHINA 015 E040127 X 015 A000128 THE HONG KONG AND SHANGHAI BANKING CORP. 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 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 BANK OF SOUTH AFRICA 015 B000134 S 015 C010134 JOHANNESBURG 015 D010134 SOUTH AFRICA 015 E040134 X 015 A000135 THE HONG KONG AND SHANGHAI BANKING CORP. LTD. 015 B000135 S 015 C010135 JAKARTA 015 D010135 INDONESIA PAGE 10 015 D020135 10023 015 E040135 X 015 A000136 DELETE 015 A000137 BARCLAYS BANK OF ZIMBABWE 015 B000137 S 015 C010137 HARARE 015 D010137 ZIMBABWE 015 E040137 X 015 A000138 CHASE MANHATTAN TRUST CO., LTD. 015 B000138 S 015 C010138 NASSAU 015 D010138 BAHAMAS 015 E040138 X 015 A000139 DELETE 024 000100 Y 025 A000101 COMMERCIAL CREDIT CORP. 025 B000101 52-0883351 025 C000101 D 025 D000101 29882 025 A000102 GOLDMAN SACHS & CO. 025 B000102 13-5108880 025 C000102 D 025 D000102 99964 025 A000103 MERRIL LYNCH & CO. 025 B000103 13-2740599 025 C000103 D 025 D000103 54701 025 A000104 MORGAN STANLEY, DEAN WITTER, DISCOVER & CO. 025 B000104 13-2655998 025 C000104 D 025 D000104 49801 025 A000105 SMITH BARNEY HOLDINGS, INC. 025 B000105 13-1912900 025 C000105 D 025 D000105 4990 025 A000106 MORGAN STANLEY, DEAN WITTER, DISCOVER & CO 025 B000106 13-2655998 025 C000106 E 025 D000106 242626 025 A000107 MORGAN (JP) & CO., INC. 025 B000107 13-3224016 025 C000107 E 025 D000107 200798 025 A000108 LEHMAN BROTHERS HLDGS., INC. 025 B000108 13-2518466 025 C000108 E 025 D000108 70091 025 A000109 MERRILL LYNCH & CO., INC. 025 B000109 13-5674085 025 C000109 E 025 D000109 214435 PAGE 11 025 A000110 CREDIT SUISSE 025 B000110 FOREIGN 025 C000110 E 025 D000110 50737 025 D000111 0 025 D000112 0 025 D000113 0 025 D000114 0 025 D000115 0 025 D000116 0 028 A010100 455351 028 A020100 0 028 A030100 0 028 A040100 830434 028 B010100 444452 028 B020100 0 028 B030100 0 028 B040100 769381 028 C010100 430156 028 C020100 0 028 C030100 0 028 C040100 595053 028 D010100 601541 028 D020100 0 028 D030100 0 028 D040100 928386 028 E010100 481448 028 E020100 0 028 E030100 0 028 E040100 600455 028 F010100 560248 028 F020100 0 028 F030100 0 028 F040100 780910 028 G010100 2973196 028 G020100 0 028 G030100 0 028 G040100 4504619 028 H000100 0 045 000100 Y 046 000100 N 047 000100 Y 048 000100 0.080 048 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 PAGE 12 048 E010100 0 048 E020100 0.000 048 F010100 0 048 F020100 0.000 048 G010100 0 048 G020100 0.000 048 H010100 0 048 H020100 0.000 048 I010100 0 048 I020100 0.000 048 J010100 0 048 J020100 0.000 048 K010100 0 048 K020100 0.000 062 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 PAGE 13 070 D010100 Y 070 D020100 N 070 E010100 Y 070 E020100 N 070 F010100 Y 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 20576724 071 B000100 21174110 071 C000100 88483780 071 D000100 23 072 A000100 12 072 B000100 156232 072 C000100 1545278 072 D000100 0 072 E000100 0 072 F000100 78248 072 G000100 178896 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 PAGE 14 072 R000100 0 072 S000100 0 072 T000100 27324 072 U000100 0 072 V000100 0 072 W000100 0 072 X000100 284468 072 Y000100 0 072 Z000100 1417042 072AA000100 8253175 072BB000100 0 072CC010100 11432448 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 O000100 224218 074 P000100 0 074 Q000100 0 074 R010100 0 074 R020100 0 074 R030100 0 074 R040100 2432022 074 S000100 0 074 T000100 99549402 074 U010100 597531 074 U020100 0 074 V010100 138.02 074 V020100 0.00 074 W000100 0.0000 074 X000100 1577199 074 Y000100 0 075 A000100 0 075 B000100 91614692 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 015 B000202 S 015 C010202 GRAND CAYMAN 015 D010202 CAYMAN ISLANDS 015 E040202 X 015 A000204 BANK OF NEW YORK 015 B000204 C PAGE 15 015 C010204 NEW YORK 015 C020204 NY 015 C030204 10286 015 E010204 X 024 000200 Y 025 A000201 COMMERCIAL CREDIT CORP. 025 B000201 52-0883351 025 C000201 D 025 D000201 79586 025 A000202 GOLDMAN SACHS & CO., INC. 025 B000202 13-5108880 025 C000202 D 025 D000202 124226 025 A000203 MERRILL LYNCH & COMPANY 025 B000203 13-2740599 025 C000203 D 025 D000203 124086 025 A000204 MORGAN STANLEY, DEAN WITTER, DISCOVER & CO. 025 B000204 13-2655998 025 C000204 D 025 D000204 111486 025 A000205 SMITH BARNEY HOLDINGS INC. 025 B000205 13-1912900 025 C000205 D 025 D000205 39583 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 518159 028 A020200 0 028 A030200 0 028 A040200 614462 028 B010200 755789 028 B020200 0 028 B030200 0 028 B040200 576644 028 C010200 539572 028 C020200 0 028 C030200 0 028 C040200 636806 028 D010200 955555 028 D020200 0 028 D030200 0 PAGE 16 028 D040200 831642 028 E010200 606682 028 E020200 0 028 E030200 0 028 E040200 599155 028 F010200 627935 028 F020200 0 028 F030200 0 028 F040200 673493 028 G010200 4003692 028 G020200 0 028 G030200 0 028 G040200 3932202 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 062 B000200 0.0 062 C000200 1.8 062 D000200 0.0 062 E000200 0.0 062 F000200 3.5 062 G000200 7.7 062 H000200 3.2 062 I000200 63.7 062 J000200 0.0 062 K000200 0.0 PAGE 17 062 L000200 19.6 062 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 57 063 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 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 PAGE 18 070 R020200 N 071 A000200 0 071 B000200 0 071 C000200 0 071 D000200 0 072 A000200 12 072 B000200 225939 072 C000200 0 072 D000200 0 072 E000200 0 072 F000200 1884 072 G000200 7844 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 1198 072 U000200 0 072 V000200 0 072 W000200 0 072 X000200 10926 072 Y000200 0 072 Z000200 215013 072AA000200 0 072BB000200 17 072CC010200 232 072CC020200 0 072DD010200 0 072DD020200 0 072EE000200 0 073 A010200 0.0000 073 A020200 0.0000 073 B000200 0.0000 073 C000200 0.0000 074 A000200 1039 074 B000200 0 074 C000200 4181388 074 D000200 0 074 E000200 0 074 F000200 0 074 G000200 0 074 H000200 0 074 I000200 0 PAGE 19 074 J000200 471 074 K000200 0 074 L000200 18558 074 M000200 0 074 N000200 4201456 074 O000200 0 074 P000200 0 074 Q000200 0 074 R010200 0 074 R020200 0 074 R030200 0 074 R040200 0 074 S000200 0 074 T000200 4201456 074 U010200 233116 074 U020200 0 074 V010200 17.40 074 V020200 0.00 074 W000200 0.0000 074 X000200 1236527 074 Y000200 0 075 A000200 4018536 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 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 DONALDSON LUFKIN & JENRETTE SEC. 025 B000301 13-2741729 025 C000301 D 025 D000301 5149 025 A000302 LEHMAN BROTHERS 025 B000302 13-2501865 025 C000302 D 025 D000302 11828 025 A000303 SALOMON BROTHERS 025 B000303 13-3082694 025 C000303 D 025 D000303 5049 025 D000304 0 025 D000305 0 025 D000306 0 PAGE 20 025 D000307 0 025 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 89654 028 A020300 0 028 A030300 0 028 A040300 52887 028 B010300 84779 028 B020300 0 028 B030300 0 028 B040300 42138 028 C010300 72941 028 C020300 0 028 C030300 0 028 C040300 40023 028 D010300 169866 028 D020300 0 028 D030300 0 028 D040300 81098 028 E010300 147040 028 E020300 0 028 E030300 0 028 E040300 85971 028 F010300 190935 028 F020300 0 028 F030300 0 028 F040300 97941 028 G010300 755215 028 G020300 0 028 G030300 0 028 G040300 400058 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 PAGE 21 048 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 13.7 062 J000300 0.0 062 K000300 0.0 062 L000300 0.0 062 M000300 38.7 062 N000300 27.2 062 O000300 0.0 062 P000300 29.1 062 Q000300 0.3 062 R000300 0.5 063 A000300 0 063 B000300 8.3 064 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 PAGE 22 070 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 4976520 071 B000300 4514716 071 C000300 1132159 071 D000300 399 072 A000300 12 072 B000300 78222 072 C000300 432 072 D000300 0 072 E000300 0 072 F000300 796 072 G000300 2280 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 348 072 U000300 0 PAGE 23 072 V000300 0 072 W000300 0 072 X000300 3424 072 Y000300 0 072 Z000300 75230 072AA000300 15277 072BB000300 0 072CC010300 19390 072CC020300 0 072DD010300 0 072DD020300 0 072EE000300 0 073 A010300 0.0000 073 A020300 0.0000 073 B000300 0.0000 073 C000300 0.0000 074 A000300 1823 074 B000300 0 074 C000300 211544 074 D000300 1461807 074 E000300 13749 074 F000300 0 074 G000300 0 074 H000300 0 074 I000300 0 074 J000300 167994 074 K000300 0 074 L000300 18288 074 M000300 0 074 N000300 1875205 074 O000300 334840 074 P000300 0 074 Q000300 0 074 R010300 0 074 R020300 0 074 R030300 0 074 R040300 0 074 S000300 0 074 T000300 1540365 074 U010300 31654 074 U020300 0 074 V010300 48.21 074 V020300 0.00 074 W000300 0.0000 074 X000300 168439 074 Y000300 0 075 A000300 0 075 B000300 1168022 076 000300 0.00 015 A000401 BANK OF NEW YORK 015 B000401 C PAGE 24 015 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 GRAND CAYMAN ISLANDS 015 E040402 X 015 A000403 BANKERS TRUST COMPANY 015 B000403 C 015 C010403 NEW YORK 015 C020403 NY 015 C030403 10015 015 E010403 X 015 A000404 BANKERS TRUST COMPANY 015 B000404 S 015 C010404 LONDON 015 D010404 UNITED KINGDOM 015 D020404 EC2A 2HE 015 E040404 X 024 000400 Y 025 A000401 MERRILL LYNCH 025 B000401 13-2793073 025 C000401 D 025 D000401 5000 025 A000402 SMITH BARNEY 025 B000402 13-1912900 025 C000402 D 025 D000402 5000 025 A000403 MERRILL LYNCH & CO., INC. 025 B000403 13-5674085 025 C000403 E 025 D000403 11976 025 A000404 MORGAN (JP) & CO., INC. 025 B000404 13-3224016 025 C000404 E 025 D000404 8748 025 A000405 DELETE 025 D000405 0 025 D000406 0 025 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 PAGE 25 028 A010400 55466 028 A020400 0 028 A030400 0 028 A040400 27979 028 B010400 50451 028 B020400 0 028 B030400 0 028 B040400 28450 028 C010400 43487 028 C020400 0 028 C030400 0 028 C040400 18621 028 D010400 63190 028 D020400 0 028 D030400 0 028 D040400 33550 028 E010400 56716 028 E020400 0 028 E030400 0 028 E040400 17238 028 F010400 68344 028 F020400 0 028 F030400 0 028 F040400 26527 028 G010400 337654 028 G020400 0 028 G030400 0 028 G040400 152365 028 H000400 0 045 000400 Y 046 000400 N 047 000400 Y 048 000400 0.070 048 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 PAGE 26 048 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 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 PAGE 27 070 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 N 070 R020400 N 071 A000400 2126162 071 B000400 1747680 071 C000400 1902357 071 D000400 92 072 A000400 12 072 B000400 51664 072 C000400 18999 072 D000400 0 072 E000400 0 072 F000400 1380 072 G000400 3747 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 570 072 U000400 0 072 V000400 0 072 W000400 0 072 X000400 5697 072 Y000400 0 072 Z000400 64966 072AA000400 34533 PAGE 28 072BB000400 0 072CC010400 319331 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 321 074 B000400 0 074 C000400 133304 074 D000400 901033 074 E000400 0 074 F000400 1392055 074 G000400 0 074 H000400 0 074 I000400 0 074 J000400 123368 074 K000400 0 074 L000400 16833 074 M000400 0 074 N000400 2566914 074 O000400 248926 074 P000400 0 074 Q000400 0 074 R010400 0 074 R020400 0 074 R030400 0 074 R040400 0 074 S000400 0 074 T000400 2317988 074 U010400 30554 074 U020400 0 074 V010400 73.02 074 V020400 0.00 074 W000400 0.0000 074 X000400 189667 074 Y000400 0 075 A000400 0 075 B000400 1929623 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 PAGE 29 015 C010502 NEW YORK 015 C020502 NY 015 C030502 11245 015 E010502 X 015 A000503 THE CHASE MANHATTAN BANK 015 B000503 S 015 C010503 SYDNEY 015 D010503 AUSTRALIA 015 D020503 2000 015 E040503 X 015 A000504 CREDITANSTALT-BANKVEREIN 015 B000504 S 015 C010504 VIENNA 015 D010504 AUSTRIA 015 D020504 A-1011 015 E040504 X 015 A000505 GENERALE BANK 015 B000505 S 015 C010505 BRUSSELS 015 D010505 BELGIUM 015 D020505 1000 015 E040505 X 015 A000506 CANADA TRUST COMPANY 015 B000506 S 015 C010506 TORONTO 015 D010506 CANADA 015 D020506 M5J 2T2 015 E040506 X 015 A000507 DEN DANSKE BANK 015 B000507 S 015 C010507 COPENHAGEN 015 D010507 DENMARK 015 D020507 1091 015 E040507 X 015 A000508 BANCO CHASE MANHATTAN, SA. 015 B000508 S 015 C010508 SAO PAOLO 015 D010508 BRAZIL 015 D020508 SP04719-002 015 E040508 X 015 A000509 BANQUE PARIBAS 015 B000509 S 015 C010509 PARIS 015 D010509 FRANCE 015 D020509 75078 015 E040509 X 015 A000510 DRESDNER BANK A.G. 015 B000510 S 015 C010510 FRANKFURT 015 D010510 GERMANY 015 E040510 X PAGE 30 015 A000511 THE CHASE MANHATTAN BANK 015 B000511 S 015 C010511 HONG KONG 015 D010511 PEOPLES REP OF CHINA 015 E040511 X 015 A000512 BANQUE PARIBAS 015 B000512 S 015 C010512 MILAN 015 D010512 ITALY 015 D020512 20121 015 E040512 X 015 A000513 SUMITOMO BANK LTD. 015 B000513 S 015 C010513 TOKYO 015 D010513 JAPAN 015 D020513 100 015 E040513 X 015 A000514 THE CHASE MANHATTAN BANK S.A. 015 B000514 S 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 STANDARD CHARTERED BANK 015 B000518 S 015 C010518 SINGAPORE 015 D010518 SINGAPORE 015 D020518 049909 015 E040518 X 015 A000519 THE CHASE MANHATTAN BANK 015 B000519 S 015 C010519 MADRID 015 D010519 SPAIN PAGE 31 015 D020519 28046 015 E040519 X 015 A000520 SKANDINAVISKA ENSKILDA BANKEN 015 B000520 S 015 C010520 STOCKHOLM 015 D010520 SWEDEN 015 D020520 S-106-40 015 E040520 X 015 A000521 UNION BANK OF SWITZERLAND 015 B000521 S 015 C010521 ZURICH 015 D010521 SWITZERLAND 015 D020521 8021 015 E040521 X 015 A000522 THE CHASE MANHATTAN BANK 015 B000522 S 015 C010522 LONDON 015 D010522 UNITED KINGDOM 015 D020522 E1 9YT 015 E040522 X 015 A000523 MERITA BANK LTD. 015 B000523 S 015 C010523 HELSINKI 015 D010523 FINLAND 015 D020523 29B 015 E040523 X 015 A000524 THE CHASE MANHATTAN BANK 015 B000524 S 015 C010524 KUALA LUMPUR 015 D010524 MALAYSIA 015 D020524 50250 015 E040524 X 015 A000525 THE CHASE MANHATTAN BANK, N.A. 015 B000525 S 015 C010525 BUENOS AIRES 015 D010525 ARGENTINA 015 D020525 130/140 015 E040525 X 015 A000526 NATIONAL NOMINEES LTD. 015 B000526 S 015 C010526 AUCKLAND 015 D010526 NEW ZEALAND 015 D020526 1036 015 E040526 X 015 A000527 BANKERS TRUST COMPANY 015 B000527 S 015 C010527 LONDON 015 D010527 UNITED KINGDOM 015 D020527 EC2A 2HE 015 E040527 X 015 A000528 STANDARD BANK OF SOUTH AFRICA PAGE 32 015 B000528 S 015 C010528 JOHANNESBURG 015 D010528 SOUTH AFRICA 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 015 A000530 CHASE MANHATTAN TRUST CO., LTD. 015 B000530 S 015 C010530 NASSAU 015 D010530 BAHAMAS 015 E040530 X 015 A000531 BANCO ESPIRITO SANTO & COMMERCIAL DE LISBOA 015 B000531 S 015 C010531 LISBON 015 D010531 PORTUGAL 015 D020531 1200 015 E040531 X 024 000500 Y 025 A000501 MORGAN (JP) & CO., INC. 025 B000501 13-3224016 025 C000501 E 025 D000501 4891 025 A000502 MERRILL LYNCH & CO., INC. 025 B000502 13-5674085 025 C000502 E 025 D000502 1335 025 A000503 CREDIT SUISSE 025 B000503 FOREIGN 025 C000503 E 025 D000503 4546 025 D000504 0 025 D000505 0 025 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 319384 028 A020500 0 028 A030500 0 028 A040500 260601 PAGE 33 028 B010500 241643 028 B020500 0 028 B030500 0 028 B040500 264423 028 C010500 318727 028 C020500 0 028 C030500 0 028 C040500 250250 028 D010500 328694 028 D020500 0 028 D030500 0 028 D040500 400749 028 E010500 277531 028 E020500 0 028 E030500 0 028 E040500 289157 028 F010500 291071 028 F020500 0 028 F030500 0 028 F040500 288384 028 G010500 1777050 028 G020500 0 028 G030500 0 028 G040500 1753564 028 H000500 0 045 000500 Y 046 000500 N 047 000500 Y 048 000500 0.150 048 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 34 062 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 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 N 070 G010500 Y 070 G020500 N 070 H010500 Y 070 H020500 Y 070 I010500 N 070 I020500 N 070 J010500 Y 070 J020500 Y PAGE 35 070 K010500 Y 070 K020500 N 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 5028146 071 B000500 4657136 071 C000500 4718269 071 D000500 99 072 A000500 12 072 B000500 9773 072 C000500 67513 072 D000500 0 072 E000500 0 072 F000500 7653 072 G000500 9577 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 1459 072 U000500 0 072 V000500 0 072 W000500 0 072 X000500 18689 072 Y000500 0 072 Z000500 58597 072AA000500 560335 072BB000500 0 072CC010500 187267 072CC020500 0 072DD010500 0 PAGE 36 072DD020500 0 072EE000500 0 073 A010500 0.0000 073 A020500 0.0000 073 B000500 0.0000 073 C000500 0.0000 074 A000500 17576 074 B000500 0 074 C000500 396582 074 D000500 12909 074 E000500 31030 074 F000500 5144290 074 G000500 0 074 H000500 0 074 I000500 0 074 J000500 14549 074 K000500 0 074 L000500 9977 074 M000500 0 074 N000500 5626913 074 O000500 11995 074 P000500 0 074 Q000500 0 074 R010500 0 074 R020500 0 074 R030500 0 074 R040500 348248 074 S000500 0 074 T000500 5266670 074 U010500 84645 074 U020500 0 074 V010500 59.97 074 V020500 0.00 074 W000500 0.0000 074 X000500 314232 074 Y000500 0 075 A000500 0 075 B000500 4906554 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 PAGE 37 015 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 015 A000605 CANADA TRUST 015 B000605 S 015 C010605 TORONTO, ONTARIO 015 D010605 CANADA 015 D020605 M55-2T2 015 E040605 X 015 A000606 CHASE MANHATTAN TRUST CO., LTD. 015 B000606 S 015 C010606 NASSAU 015 D010606 BAHAMAS 015 E040606 X 024 000600 Y 025 A000601 MORGAN STANLEY, DEAN WITTER, DISCOVER & CO 025 B000601 13-2655998 025 C000601 E 025 D000601 2129 025 A000602 LEHMAN BROTHERS HDLGS., INC. 025 B000602 13-2518466 025 C000602 E 025 D000602 485 025 D000603 0 025 D000604 0 025 D000605 0 025 D000606 0 025 D000607 0 025 D000608 0 028 A010600 389903 028 A020600 0 028 A030600 0 028 A040600 176547 028 B010600 324992 028 B020600 0 028 B030600 0 028 B040600 253611 028 C010600 313759 028 C020600 0 028 C030600 0 028 C040600 179834 028 D010600 406846 PAGE 38 028 D020600 0 028 D030600 0 028 D040600 326401 028 E010600 290525 028 E020600 0 028 E030600 0 028 E040600 192386 028 F010600 311365 028 F020600 0 028 F030600 0 028 F040600 216483 028 G010600 2037390 028 G020600 0 028 G030600 0 028 G040600 1345262 028 H000600 0 045 000600 Y 046 000600 N 047 000600 Y 048 000600 0.130 048 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 Y 062 B000600 0.0 062 C000600 0.0 062 D000600 0.0 062 E000600 0.0 062 F000600 0.0 062 G000600 0.0 062 H000600 0.0 062 I000600 0.0 PAGE 39 062 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 N 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 PAGE 40 070 O020600 N 070 P010600 Y 070 P020600 Y 070 Q010600 N 070 Q020600 N 070 R010600 N 070 R020600 N 071 A000600 3250381 071 B000600 1862979 071 C000600 3496922 071 D000600 53 072 A000600 12 072 B000600 8556 072 C000600 34164 072 D000600 0 072 E000600 0 072 F000600 4315 072 G000600 7153 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 1078 072 U000600 0 072 V000600 0 072 W000600 0 072 X000600 12546 072 Y000600 0 072 Z000600 30174 072AA000600 374778 072BB000600 0 072CC010600 437711 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 854 074 B000600 0 074 C000600 168144 PAGE 41 074 D000600 0 074 E000600 267 074 F000600 4511118 074 G000600 0 074 H000600 0 074 I000600 0 074 J000600 11560 074 K000600 0 074 L000600 9724 074 M000600 0 074 N000600 4701667 074 O000600 10704 074 P000600 0 074 Q000600 0 074 R010600 0 074 R020600 0 074 R030600 0 074 R040600 0 074 S000600 0 074 T000600 4690963 074 U010600 80370 074 U020600 0 074 V010600 56.90 074 V020600 0.00 074 W000600 0.0000 074 X000600 255059 074 Y000600 0 075 A000600 0 075 B000600 3666877 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 024 000700 Y 025 A000701 MORGAN STANLEY, DEAN WITTER, DISCOVER & CO. 025 B000701 13-2655998 025 C000701 E 025 D000701 5972 025 A000702 MORGAN (JP) & CO., INC. 025 B000702 13-3224016 025 C000702 E 025 D000702 4673 PAGE 42 025 A000703 LEHMAN BROTHERS HLDGS., INC. 025 B000703 13-2518466 025 C000703 E 025 D000703 1398 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 162569 028 A020700 0 028 A030700 0 028 A040700 92430 028 B010700 151984 028 B020700 0 028 B030700 0 028 B040700 112223 028 C010700 144238 028 C020700 0 028 C030700 0 028 C040700 77997 028 D010700 264413 028 D020700 0 028 D030700 0 028 D040700 157115 028 E010700 179705 028 E020700 0 028 E030700 0 028 E040700 111870 028 F010700 245207 028 F020700 0 028 F030700 0 028 F040700 134093 028 G010700 1148116 028 G020700 0 028 G030700 0 028 G040700 685728 028 H000700 0 045 000700 Y 046 000700 N 047 000700 Y 048 000700 0.070 048 A010700 0 PAGE 43 048 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 Y 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 066 E000700 N 066 F000700 N 066 G000700 N 067 000700 N 068 A000700 N 068 B000700 N PAGE 44 069 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 Y 070 Q010700 N 070 Q020700 N 070 R010700 N 070 R020700 N 071 A000700 801424 071 B000700 49503 071 C000700 1414561 071 D000700 4 072 A000700 12 072 B000700 1103 072 C000700 24212 072 D000700 0 072 E000700 0 072 F000700 1121 072 G000700 2787 072 H000700 0 072 I000700 0 072 J000700 0 PAGE 45 072 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 420 072 U000700 0 072 V000700 0 072 W000700 0 072 X000700 4328 072 Y000700 0 072 Z000700 20987 072AA000700 27214 072BB000700 0 072CC010700 318147 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 118 074 B000700 0 074 C000700 37085 074 D000700 20 074 E000700 118 074 F000700 2016162 074 G000700 0 074 H000700 0 074 I000700 0 074 J000700 0 074 K000700 0 074 L000700 4872 074 M000700 0 074 N000700 2058375 074 O000700 15669 074 P000700 0 074 Q000700 0 074 R010700 0 074 R020700 0 074 R030700 0 074 R040700 0 074 S000700 0 074 T000700 2042706 074 U010700 35368 PAGE 46 074 U020700 0 074 V010700 56.19 074 V020700 0.00 074 W000700 0.0000 074 X000700 127957 074 Y000700 0 075 A000700 0 075 B000700 1431045 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 N 025 D000801 0 025 D000802 0 025 D000803 0 025 D000804 0 025 D000805 0 025 D000806 0 025 D000807 0 025 D000808 0 028 A010800 9332 028 A020800 0 028 A030800 0 028 A040800 2792 028 B010800 6107 028 B020800 0 028 B030800 0 028 B040800 1997 028 C010800 5805 028 C020800 0 028 C030800 0 028 C040800 2408 028 D010800 7012 028 D020800 0 028 D030800 0 028 D040800 3954 028 E010800 2545 028 E020800 0 028 E030800 0 028 E040800 1270 028 F010800 4159 028 F020800 0 PAGE 47 028 F030800 0 028 F040800 2089 028 G010800 34960 028 G020800 0 028 G030800 0 028 G040800 14510 028 H000800 0 045 000800 Y 046 000800 N 047 000800 Y 048 000800 0.080 048 A010800 0 048 A020800 0.000 048 B010800 0 048 B020800 0.000 048 C010800 0 048 C020800 0.000 048 D010800 0 048 D020800 0.000 048 E010800 0 048 E020800 0.000 048 F010800 0 048 F020800 0.000 048 G010800 0 048 G020800 0.000 048 H010800 0 048 H020800 0.000 048 I010800 0 048 I020800 0.000 048 J010800 0 048 J020800 0.000 048 K010800 0 048 K020800 0.000 062 A000800 Y 062 B000800 0.0 062 C000800 0.0 062 D000800 0.0 062 E000800 0.0 062 F000800 0.0 062 G000800 0.0 062 H000800 0.0 062 I000800 0.0 062 J000800 0.0 062 K000800 0.0 062 L000800 0.0 062 M000800 95.6 062 N000800 0.0 062 O000800 0.0 062 P000800 2.4 062 Q000800 0.0 062 R000800 0.0 PAGE 48 063 A000800 0 063 B000800 6.9 064 A000800 N 064 B000800 N 066 A000800 N 067 000800 N 068 A000800 N 068 B000800 N 069 000800 N 070 A010800 Y 070 A020800 N 070 B010800 N 070 B020800 N 070 C010800 Y 070 C020800 N 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 Y 070 K010800 Y 070 K020800 N 070 L010800 Y 070 L020800 N 070 M010800 Y 070 M020800 N 070 N010800 Y 070 N020800 N 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 129756 071 B000800 36404 071 C000800 57275 071 D000800 64 072 A000800 12 072 B000800 2755 PAGE 49 072 C000800 0 072 D000800 0 072 E000800 0 072 F000800 56 072 G000800 108 072 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 0 072 R000800 0 072 S000800 0 072 T000800 16 072 U000800 0 072 V000800 0 072 W000800 0 072 X000800 180 072 Y000800 0 072 Z000800 2575 072AA000800 173 072BB000800 0 072CC010800 201 072CC020800 0 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 0 074 C000800 0 074 D000800 93725 074 E000800 0 074 F000800 0 074 G000800 0 074 H000800 0 074 I000800 0 074 J000800 510 074 K000800 0 074 L000800 1689 074 M000800 0 074 N000800 95924 074 O000800 0 074 P000800 0 PAGE 50 074 Q000800 0 074 R010800 0 074 R020800 0 074 R030800 0 074 R040800 344 074 S000800 0 074 T000800 95580 074 U010800 3626 074 U020800 0 074 V010800 26.12 074 V020800 0.00 074 W000800 0.0000 074 X000800 2044 074 Y000800 0 075 A000800 0 075 B000800 71501 076 000800 0.00 SIGNATURE ANTHONY V. BETRO TITLE ADM.DIRECTOR-FINANCE 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. ALL AMOUNTS ARE IN THOUSANDS, EXCEPT PER SHARE AMOUNTS. 0000777535 COLLEGE RETIREMENT EQUITIES FUND 1 STOCK ACCOUNT 1,000 YEAR DEC-31-1997 DEC-31-1997 58,653,834 101,553,111 542,849 0 109,682 102,205,642 224,218 0 2,432,022 2,656,240 0 0 597,531 620,498 0 0 0 0 0 99,549,402 1,545,278 156,232 0 (284,468) 1,417,042 8,253,175 11,432,448 21,102,665 0 0 0 0 20,134 (43,101) 0 18,202,957 0 0 0 0 78,248 0 284,468 91,614,692 109.223 1.930 26.864 0 0 0 138.017 .310 0 0

EX-27 3
6 0000777535 COLLEGE RETIREMENT EQUITIES FUND 2 MONEY MARKET ACCOUNT 1,000 YEAR DEC-31-1997 DEC-31-1997 4,182,428 4,181,388 19,029 0 1,039 4,201,456 0 0 0 0 0 0 233,116 218,292 0 0 0 0 0 4,201,456 0 225,939 0 (10,926) 215,013 (17) 232 215,228 0 0 0 0 20,511 (5,687) 0 471,743 0 0 0 0 1,884 0 10,926 4,018,536 16.494 .907 .001 0 0 0 17.402 .270 0 0

EX-27 4
6 0000777535 COLLEGE RETIREMENT EQUITIES FUND 3 BOND MARKET ACCOUNT 1,000 YEAR DEC-31-1997 DEC-31-1997 1,666,549 1,687,100 186,282 0 1,823 1,875,205 334,840 0 0 334,840 0 0 31,654 22,611 0 0 0 0 0 1,540,365 432 78,222 0 (3,424) 75,230 15,277 19,390 109,897 0 0 0 0 9,043 0 0 540,132 0 0 0 0 796 0 3,424 1,168,022 44.002 2.947 1.266 0 0 0 48.215 .290 0 0

EX-27 5
6 0000777535 COLLEGE RETIREMENT EQUITIES FUND 4 SOCIAL CHOICE ACCOUNT 1,000 YEAR DEC-31-1997 DEC-31-1997 1,756,844 2,426,392 140,201 0 321 2,566,914 248,926 0 0 248,926 0 0 30,554 25,841 0 0 0 0 0 2,317,988 18,999 51,664 0 (5,697) 64,966 34,533 319,331 418,830 0 0 0 0 4,713 0 0 742,248 0 0 0 0 1,380 0 5,697 1,929,623 58.590 2.203 12.223 0 0 0 73.016 .300 0 0

EX-27 6
6 0000777535 COLLEGE RETIREMENT EQUITIES FUND 5 GLOBAL EQUITIES ACCOUNT 1,000 YEAR DEC-31-1997 DEC-31-1997 4,855,836 5,584,811 24,526 0 17,576 5,626,913 11,995 0 348,248 360,243 0 0 84,645 80,016 0 0 0 0 0 5,266,670 67,513 9,773 0 (18,689) 58,597 560,335 187,267 806,199 0 0 0 0 9,103 (4,474) 0 1,073,493 0 0 0 0 7,653 0 18,689 4,906,554 50.680 .643 8.650 0 0 0 59.973 .380 0 0

EX-27 7
6 0000777535 COLLEGE RETIREMENT EQUITIES FUND 6 GROWTH ACCOUNT 1,000 YEAR DEC-31-1997 DEC-31-1997 3,825,057 4,679,529 21,284 0 854 4,701,667 10,704 0 0 10,704 0 0 80,370 53,201 0 0 0 0 0 4,690,963 34,164 8,556 0 (12,546) 30,174 374,778 437,711 842,663 0 0 0 0 27,169 0 0 2,270,068 0 0 0 0 4,315 0 12,546 3,666,877 44.313 .372 12.219 0 0 0 56.904 .340 0 0

EX-27 8
6 0000777535 COLLEGE RETIREMENT EQUITIES FUND 7 EQUITY INDEX ACCOUNT 1,000 YEAR DEC-31-1997 DEC-31-1997 1,583,659 2,053,385 4,872 0 118 2,058,375 15,669 0 0 15,669 0 0 35,368 20,725 0 0 0 0 0 2,042,706 24,212 1,103 0 (4,328) 20,987 27,214 318,147 366,348 0 0 0 0 14,643 0 0 1,120,781 0 0 0 0 1,121 0 4,328 1,431,045 42.834 .685 12.672 0 0 0 56.191 .300 0 0

EX-27 9
6 0000777535 COLLEGE RETIREMENT EQUITIES FUND 8 INFLATION-LINKED BOND ACCOUNT 1,000 YEAR DEC-31-1997 DEC-31-1997 93,524 93,725 2,199 0 0 95,924 0 0 344 344 0 0 3,626 0 0 0 0 0 0 95,580 0 2,755 0 (180) 2,575 173 201 2,949 0 0 0 0 3,626 0 0 95,580 0 0 0 0 56 0 180 71,501 25.000 .964 .154 0 0 0 26.118 .250 0 0

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