-----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, JdcHURQ2z6+rbchsemY8Nu7ytOs0aMMaZa8g+SnHhr+SNIveRqfbSoz/v6DcnBX/ QE5EcBPbDm9alAGe7EZtgA== 0000887318-05-000071.txt : 20050826 0000887318-05-000071.hdr.sgml : 20050826 20050826112018 ACCESSION NUMBER: 0000887318-05-000071 CONFORMED SUBMISSION TYPE: NSAR-A PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20050630 FILED AS OF DATE: 20050826 DATE AS OF CHANGE: 20050826 EFFECTIVENESS DATE: 20050826 FILER: COMPANY DATA: COMPANY CONFORMED NAME: ALLIANCEBERNSTEIN VARIABLE PRODUCTS SERIES FUND INC CENTRAL INDEX KEY: 0000825316 IRS NUMBER: 000000000 FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NSAR-A SEC ACT: 1940 Act SEC FILE NUMBER: 811-05398 FILM NUMBER: 051050641 BUSINESS ADDRESS: STREET 1: 500 PLAZA DRIVE STREET 2: 1345 AVENUE OF THE AMERICAS 31ST FL CITY: NEW YORK STATE: NY ZIP: 10105 BUSINESS PHONE: 2013194105 MAIL ADDRESS: STREET 1: ALLIANCE CAPITAL MANGEMENT LP STREET 2: 1345 AVENUE OF THE AMERICAS CITY: NEW YORK STATE: NY ZIP: 10105 NSAR-A 1 answer.fil ANSWER PAGE 1 000 A000000 06/30/2005 000 C000000 0000825316 000 D000000 N 000 E000000 NF 000 F000000 Y 000 G000000 N 000 H000000 N 000 I000000 6.1 000 J000000 A 001 A000000 ALLIANCEBERNSTEIN VARIABLE PRODUCTS SERIES 001 B000000 811-05398 001 C000000 2013194105 002 A000000 1345 AVENUE OF THE AMERICAS 002 B000000 NEW YORK 002 C000000 NY 002 D010000 10105 003 000000 N 004 000000 N 005 000000 N 006 000000 N 007 A000000 Y 007 B000000 23 007 C010100 1 007 C020100 ALLIANCEBERNSTEIN INTERNATIONAL VALUE PORT 007 C030100 N 007 C010200 2 007 C020200 ALLIANCEBERNSTEIN GROWTH AND INCOME PORTFOLIO 007 C030200 N 007 C010300 3 007 C020300 ALLIANCEBERNSTEIN GLOBAL BOND PORTFOLIO 007 C030300 N 007 C010400 4 007 C020400 ALLIANCEBERNSTEIN LARGE CAP GROWTH PORTFOLIO 007 C030400 N 007 C010500 5 007 C020500 ALLIANCEBERNSTEIN U.S. GOVERNMENT/HIGH GRADE 007 C030500 N 007 C010600 6 007 C020600 ALLIANCEBERNSTEIN TOTAL RETURN PORTFOLIO 007 C030600 N 007 C010700 7 007 C020700 ALLIANCEBERNSTEIN INTERNATIONAL PORTFOLIO 007 C030700 N 007 C010800 8 007 C020800 ALLIANCEBERNSTEIN MONEY MARKET PORTFOLIO 007 C030800 N 007 C010900 9 007 C020900 ALLIANCEBERNSTEIN AMERICAS GOVERNMENT INCOME 007 C030900 N 007 C011000 10 007 C021000 ALLIANCEBERNSTEIN UTILITY INCOME PORTFOLIO PAGE 2 007 C031000 N 007 C011100 11 007 C021100 ALLIANCEBERNSTEIN GLOBAL DOLLAR GOVERNMENT 007 C031100 N 007 C011200 12 007 C021200 ALLIANCEBERNSTEIN GROWTH PORTFOLIO 007 C031200 N 007 C011300 13 007 C021300 ALLIANCEBERNSTEIN WORLDWIDE PRIVATIZATION 007 C031300 N 007 C011400 14 007 C021400 ALLIANCEBERNSTEIN SMALL/MID CAP VALUE 007 C031400 N 007 C011500 15 007 C021500 ALLIANCEBERNSTEIN VALUE PORTFOLIO 007 C031500 N 007 C011600 16 007 C021600 ALLIANCEBERNSTEIN GLOBAL TECHNOLOGY PORTFOLIO 007 C031600 N 007 C011700 17 007 C021700 ALLIANCEBERNSTEIN SMALL CAP GROWTH PORTFOLIO 007 C031700 N 007 C011800 18 007 C021800 ALLIANCEBERNSTEIN REAL ESTATE INVESTMENT PORT 007 C031800 N 007 C011900 19 007 C021900 ALLIANCEBERNSTEIN HIGH YIELD PORTFOLIO 007 C031900 N 007 C012000 20 007 C022000 ALLIANCEBERNSTEIN U.S.LARGE CAP BLENDED STYLE 007 C032000 N 007 C012100 21 007 C022100 ALLIANCEBERNSTEIN BALANCED WEALTH STRATEGY 007 C032100 N 007 C012200 22 007 C022200 ALLIANCEBERNSTEIN WEALTH APPRECIATION 007 C032200 N 007 C012300 23 007 C022300 ALLIANCEBERNSTEIN GLOBAL RESEARCH GROWTH 007 C032300 N 007 C012400 24 007 C012500 25 007 C012600 26 007 C012700 27 007 C012800 28 007 C012900 29 007 C013000 30 008 A00AA01 ALLIANCE CAPITAL MANAGEMENT L.P. 008 B00AA01 A 008 C00AA01 801-56720 008 D01AA01 NEW YORK PAGE 3 008 D02AA01 NY 008 D03AA01 10105 011 A00AA01 ALLIANCEBERNSTEIN INVEST. RESEARCH AND MGMT. 011 B00AA01 8-30851 011 C01AA01 NEW YORK 011 C02AA01 NY 011 C03AA01 10105 012 A00AA01 ALLIANCE GLOBAL INVESTOR SERVICES, INC. 012 B00AA01 84-001187 012 C01AA01 SAN ANTONIO 012 C02AA01 TX 012 C03AA01 78278 013 A00AA01 ERNST & YOUNG LLP 013 B01AA01 NEW YORK 013 B02AA01 NY 013 B03AA01 10036 014 A00AA01 ADVEST, INC. 014 B00AA01 8-21409 014 A00AA02 SANFORD C. BERNSTEIN LIMITED 014 B00AA02 8-00000 014 A00AA03 SANFORD C. BERNSTEIN & CO., LLC 014 B00AA03 8-52942 015 A00AA01 THE BANK OF NEW YORK 015 B00AA01 C 015 C01AA01 NEW YORK 015 C02AA01 NY 015 C03AA01 10286 015 E01AA01 X 015 A00AA02 CITIBANK N.A. - ARGENTINA 015 B00AA02 S 015 C01AA02 BUENOS AIRES 015 D01AA02 ARGENTINA 015 E04AA02 X 015 A00AA03 NATIONAL AUSTRALIA BANK 015 B00AA03 S 015 C01AA03 MELBOURNE 015 D01AA03 AUSTRALIA 015 E04AA03 X 015 A00AA04 BANK AUSTRIA VREDITANSTALT AG 015 B00AA04 S 015 C01AA04 VIENNA 015 D01AA04 AUSTRIA 015 E04AA04 X 015 A00AA05 HSBC BANK MIDDLE EAST LTD. 015 B00AA05 S 015 C01AA05 MANAMA 015 D01AA05 BAHRAIN 015 E04AA05 X 015 A00AA06 THE HONGKONG & SHANGHAI BANKING CORP. LTD. 015 B00AA06 S 015 C01AA06 DHAKA PAGE 4 015 D01AA06 BANGLADESH 015 E04AA06 X 015 A00AA07 ING BELGIUM SA/NV 015 B00AA07 S 015 C01AA07 BRUSSELS 015 D01AA07 BELGIUM 015 E04AA07 X 015 A00AA08 SOCIETE GENERALE DE BANQUES EN COTE D'LVOIRE 015 B00AA08 S 015 C01AA08 ABIDJAN 015 D01AA08 BENIN 015 E04AA08 X 015 A00AA09 BUTTERFIELD TRUST 015 B00AA09 S 015 C01AA09 HAMILTON 015 D01AA09 BERMUDA 015 E04AA09 X 015 A00AA10 BARCLAYS BANK OF BOTSWANA LTD. 015 B00AA10 S 015 C01AA10 GABORONE 015 D01AA10 BOTSWANA 015 E04AA10 X 015 A00AA11 BANKBOSTON, N.A. 015 B00AA11 S 015 C01AA11 SAO PAULO 015 D01AA11 BRAZIL 015 E04AA11 X 015 A00AA12 ING BANK N.V. 015 B00AA12 S 015 C01AA12 SOFIA 015 D01AA12 BULGARIA 015 E04AA12 X 015 A00AA13 SOCIETE GENERALE DE BANQUES EN COTE D'LVOIRE 015 B00AA13 S 015 C01AA13 ABIDJAN 015 D01AA13 BURKINA FASO 015 E04AA13 X 015 A00AA14 ROYAL BANK OF CANADA 015 B00AA14 S 015 C01AA14 TORONTO 015 D01AA14 CANADA 015 E04AA14 X 015 A00AA15 THE BANK OF NEW YORK 015 B00AA15 S 015 C01AA15 GRAND CAYMAN 015 D01AA15 CAYMAN ISLANDS 015 E04AA15 X 015 A00AA16 BANKBOSTON, N.A. 015 B00AA16 S 015 C01AA16 SANTIAGO 015 D01AA16 CHILE PAGE 5 015 E04AA16 X 015 A00AA17 THE HONGKONG & SHANGHAI BANKING CORP. LTD. 015 B00AA17 S 015 C01AA17 KWUN TONG 015 D01AA17 CHINA 015 E04AA17 X 015 A00AA18 CITITRUST COLOMBIA S.A. 015 B00AA18 S 015 C01AA18 SANTA FE DE BOGOTA 015 D01AA18 COLOMBIA 015 E04AA18 X 015 A00AA19 BANCO BCT 015 B00AA19 S 015 C01AA19 SAN JOSE 015 D01AA19 COSTA RICA 015 E04AA19 X 015 A00AA20 PRIVREDNA BANKA ZAGREB D.D. 015 B00AA20 S 015 C01AA20 ZAGREBA 015 D01AA20 CROATIA 015 E04AA20 X 015 A00AA21 BANK OF CYPRUS PUBLIC COMPANY LTD. 015 B00AA21 S 015 C01AA21 NICOSIA 015 D01AA21 CYPRUS 015 E04AA21 X 015 A00AA22 ING N.V. PRAGUE 015 B00AA22 S 015 C01AA22 PRAGUE 015 D01AA22 CZECH REPUBLIC 015 E04AA22 X 015 A00AA23 DANSKE BANK 015 B00AA23 S 015 C01AA23 COPENHAGEN 015 D01AA23 DENMARK 015 E04AA23 X 015 A00AA24 BANCO DE LA PRODUCCION SA 015 B00AA24 S 015 C01AA24 QUITO 015 D01AA24 ECUADOR 015 E04AA24 X 015 A00AA25 CITIBANK, N.A. 015 B00AA25 S 015 C01AA25 CAIRO 015 D01AA25 EGYPT 015 E04AA25 X 015 A00AA26 HANSABANK LIMITED 015 B00AA26 S 015 C01AA26 TALLINN 015 D01AA26 ESTONIA 015 E04AA26 X PAGE 6 015 A00AA27 CLEARSTREAM BANKING LUXEMBOURG 015 B00AA27 S 015 C01AA27 LUXEMBOURG 015 D01AA27 EUROMARKET 015 E04AA27 X 015 A00AA28 EUROCLEAR BANK 015 B00AA28 S 015 C01AA28 BRUSSELS 015 D01AA28 EUROMARKET 015 E04AA28 X 015 A00AA29 NORDEA BANK FINLAND PLC 015 B00AA29 S 015 C01AA29 HELSINKI 015 D01AA29 FINLAND 015 E04AA29 X 015 A00AA30 BNP PARIBAS SECURITIES SERVICE/CREDI AGRICOLE 015 B00AA30 S 015 C01AA30 PARIS 015 D01AA30 FRANCE 015 E04AA30 X 015 A00AA31 DRESDNER BANK AG 015 B00AA31 S 015 C01AA31 FRANKFURT 015 D01AA31 GERMANY 015 E04AA31 X 015 A00AA32 BARCLAYS BANK OF GHANA LTD. 015 B00AA32 S 015 C01AA32 ACCRA 015 D01AA32 GHANA 015 E04AA32 X 015 A00AA33 BNP PARIBAS SECURITIES SERVICES 015 B00AA33 S 015 C01AA33 ATHENS 015 D01AA33 GREECE 015 E04AA33 X 015 A00AA34 SOCIETE GENERALE DE BANQUES EN COTE D'LVOIRE 015 B00AA34 S 015 C01AA34 ABIDIJAN 015 D01AA34 GUINEA BISSAU 015 E04AA34 X 015 A00AA35 THE HONGKONG & SHANGHAI BANKING CORP. LTD. 015 B00AA35 S 015 C01AA35 WAN CHAI 015 D01AA35 HONG KONG 015 E04AA35 X 015 A00AA36 HVB BANK HUNGARY RT. 015 B00AA36 S 015 C01AA36 BUDAPEST 015 D01AA36 HUNGARY 015 E04AA36 X 015 A00AA37 LANDSBANKI ISLANDS PAGE 7 015 B00AA37 S 015 C01AA37 REYKJAVIK 015 D01AA37 ICELAND 015 E04AA37 X 015 A00AA38 THE HONGKONG & SHANGHAI BANKING CORP. LTD. 015 B00AA38 S 015 C01AA38 MUMBAI 015 D01AA38 INDIA 015 E04AA38 X 015 A00AA39 THE HONGKONG & SHANGHAI BANKING CORP. LTD. 015 B00AA39 S 015 C01AA39 JAKARTA 015 D01AA39 INDONESIA 015 E04AA39 X 015 A00AA40 AIB/BNY TRUST COMPANY LIMITED 015 B00AA40 S 015 C01AA40 DUBLIN 015 D01AA40 IRELAND 015 E04AA40 X 015 A00AA41 BANK LEUMI LE-ISRAEL B.M. 015 B00AA41 S 015 C01AA41 TEL AVIV 015 D01AA41 ISRAEL 015 E04AA41 X 015 A00AA42 BANCA INTESA 015 B00AA42 S 015 C01AA42 MILANO 015 D01AA42 ITALY 015 E04AA42 X 015 A00AA43 SOCIETE GENERALE DE BANQUES EN COTE D'LVOIRE 015 B00AA43 S 015 C01AA43 ABIDJAN 015 D01AA43 IVORY COAST 015 E04AA43 X 015 A00AA44 FIRST CARIBBEAN INTERNATIONAL SECURITIES LTD. 015 B00AA44 S 015 C01AA44 KINGSTON 015 D01AA44 JAMAICA 015 E04AA44 X 015 A00AA45 THE BANK OF TOKYO-MUTSUBISHI LIMITED 015 B00AA45 S 015 C01AA45 TOKYO 015 D01AA45 JAPAN 015 E04AA45 X 015 A00AA46 HABC BANK MIDDLE EAST LIMITED 015 B00AA46 S 015 C01AA46 WESTERN AMMAN 015 D01AA46 JORDAN 015 E04AA46 X 015 A00AA47 THE HONGKONG & SHANGHAI BANKING CORP. 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LTD. 015 B00AA81 S 015 C01AA81 SEOUL 015 D01AA81 SOUTH KOREA 015 E04AA81 X 015 A00AA82 BANCO BILBAO VIZCAYA ARGENTARIA S.A. 015 B00AA82 S 015 C01AA82 MADRID 015 D01AA82 SPAIN 015 E04AA82 X 015 A00AA83 THE HONGKONG & SHANGHAI BANKING CORP. LTD. 015 B00AA83 S 015 C01AA83 COLOMBO 015 D01AA83 SRI LANKA 015 E04AA83 X 015 A00AA84 STANDARD BANK SWAZILAND LTD. 015 B00AA84 S 015 C01AA84 MBABANE 015 D01AA84 SWAZILAND 015 E04AA84 X 015 A00AA85 SKANDINAVISKA ENSKILDA BANKEN 015 B00AA85 S 015 C01AA85 STOCKHOLM 015 D01AA85 SWEDEN 015 E04AA85 X 015 A00AA86 CREDIT SUISSE, ZURICH 015 B00AA86 S 015 C01AA86 ZURICH 015 D01AA86 SWITZERLAND 015 E04AA86 X 015 A00AA87 THE HONGKONG & SHANGHAI CORP. LTD. 015 B00AA87 S 015 C01AA87 TAIPEI 015 D01AA87 TAIWAN 015 E04AA87 X 015 A00AA88 THE HONGKONG & SHANGHAI BANKING CORP. LTD. PAGE 12 015 B00AA88 S 015 C01AA88 BANGKOK 015 D01AA88 THAILAND 015 E04AA88 X 015 A00AA89 SOCIETE GENERALE DE BANQUES EN COTE D'LVOIRE 015 B00AA89 S 015 C01AA89 ABIDJAN 015 D01AA89 TOGO 015 E04AA89 X 015 A00AA90 REPUBLIC BANK LIMITED 015 B00AA90 S 015 C01AA90 PORT OF SPAIN 015 D01AA90 TRINIDAD & TOBAGO 015 E04AA90 X 015 A00AA91 BANQUE INTERNATIONALE ARABE DE TUNISIE 015 B00AA91 S 015 C01AA91 TUNIS 015 D01AA91 TUNISIA 015 E04AA91 X 015 A00AA92 TURKYE GARANTI BANKASI A.S. 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G000200 0 042 H000200 0 043 000200 2567 044 000200 0 045 000200 Y 046 000200 N 047 000200 Y 048 000200 0.000 048 A010200 2500000 048 A020200 0.550 048 B010200 2500000 048 B020200 0.450 048 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 5000000 048 K020200 0.400 049 000200 N 050 000200 N 051 000200 N 052 000200 N 053 A000200 N 055 A000200 N 055 B000200 N 056 000200 Y 057 000200 N 058 A000200 N 059 000200 Y 060 A000200 Y 060 B000200 Y 061 000200 0 062 A000200 N 062 B000200 0.0 062 C000200 0.0 PAGE 23 062 D000200 0.0 062 E000200 0.0 062 F000200 0.0 062 G000200 0.0 062 H000200 0.0 062 I000200 0.0 062 J000200 0.0 062 K000200 0.0 062 L000200 0.0 062 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 0 063 B000200 0.0 066 A000200 Y 066 B000200 N 066 C000200 N 066 D000200 N 066 E000200 Y 066 F000200 N 066 G000200 N 067 000200 N 068 A000200 N 068 B000200 N 069 000200 N 070 A010200 Y 070 A020200 N 070 B010200 Y 070 B020200 N 070 C010200 N 070 C020200 N 070 D010200 N 070 D020200 N 070 E010200 N 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 PAGE 24 070 L020200 Y 070 M010200 N 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 898120 071 B000200 838903 071 C000200 2634740 071 D000200 32 072 A000200 6 072 B000200 393 072 C000200 23566 072 D000200 0 072 E000200 0 072 F000200 7238 072 G000200 36 072 H000200 0 072 I000200 0 072 J000200 142 072 K000200 0 072 L000200 346 072 M000200 1 072 N000200 0 072 O000200 0 072 P000200 0 072 Q000200 0 072 R000200 21 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D000307 0 025 D000308 0 028 A010300 1308 028 A020300 0 028 A030300 0 028 A040300 623 PAGE 26 028 B010300 2249 028 B020300 0 028 B030300 0 028 B040300 640 028 C010300 922 028 C020300 0 028 C030300 0 028 C040300 1220 028 D010300 591 028 D020300 0 028 D030300 0 028 D040300 1184 028 E010300 447 028 E020300 0 028 E030300 0 028 E040300 1437 028 F010300 837 028 F020300 6832 028 F030300 0 028 F040300 731 028 G010300 6354 028 G020300 6832 028 G030300 0 028 G040300 5835 028 H000300 0 042 A000300 0 042 B000300 0 042 C000300 100 042 D000300 0 042 E000300 0 042 F000300 0 042 G000300 0 042 H000300 0 043 000300 18 044 000300 0 045 000300 Y 046 000300 N 047 000300 Y 048 000300 0.000 048 A010300 2500000 048 A020300 0.450 048 B010300 2500000 048 B020300 0.400 048 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 PAGE 27 048 G010300 0 048 G020300 0.000 048 H010300 0 048 H020300 0.000 048 I010300 0 048 I020300 0.000 048 J010300 0 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Y 070 M010300 Y 070 M020300 Y 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 N 070 R020300 N 071 A000300 53414 071 B000300 53907 071 C000300 66103 071 D000300 81 072 A000300 6 072 B000300 1073 072 C000300 0 072 D000300 0 072 E000300 0 072 F000300 155 072 G000300 36 072 H000300 0 072 I000300 0 072 J000300 74 072 K000300 0 PAGE 29 072 L000300 8 072 M000300 1 072 N000300 0 072 O000300 0 072 P000300 0 072 Q000300 0 072 R000300 21 072 S000300 1 072 T000300 18 072 U000300 0 072 V000300 0 072 W000300 2 072 X000300 316 072 Y000300 0 072 Z000300 757 072AA000300 2717 072BB000300 0 072CC010300 0 072CC020300 6664 072DD010300 4802 072DD020300 1253 072EE000300 776 073 A010300 1.1760 073 A020300 1.1470 073 B000300 0.1500 073 C000300 0.0000 074 A000300 2 074 B000300 0 074 C000300 1870 074 D000300 63608 074 E000300 0 074 F000300 0 074 G000300 0 074 H000300 0 074 I000300 0 074 J000300 6651 074 K000300 0 074 L000300 1065 074 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028 C030400 0 028 C040400 26954 028 D010400 4531 028 D020400 0 028 D030400 0 028 D040400 22635 028 E010400 9701 028 E020400 0 028 E030400 0 PAGE 31 028 E040400 21944 028 F010400 4068 028 F020400 0 028 F030400 0 028 F040400 25482 028 G010400 33883 028 G020400 0 028 G030400 0 028 G040400 141432 028 H000400 0 042 A000400 0 042 B000400 0 042 C000400 100 042 D000400 0 042 E000400 0 042 F000400 0 042 G000400 0 042 H000400 0 043 000400 697 044 000400 0 045 000400 Y 046 000400 N 047 000400 Y 048 000400 0.000 048 A010400 2500000 048 A020400 0.750 048 B010400 2500000 048 B020400 0.650 048 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 5000000 048 K020400 0.600 049 000400 N 050 000400 N 051 000400 N 052 000400 N 053 A000400 N PAGE 32 055 A000400 N 055 B000400 N 056 000400 Y 057 000400 N 058 A000400 N 059 000400 Y 060 A000400 Y 060 B000400 Y 061 000400 0 062 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 Y 066 E000400 N 066 F000400 N 066 G000400 N 067 000400 N 068 A000400 N 068 B000400 N 069 000400 N 070 A010400 Y 070 A020400 N 070 B010400 Y 070 B020400 N 070 C010400 N 070 C020400 N 070 D010400 N 070 D020400 N 070 E010400 N 070 E020400 N 070 F010400 N PAGE 33 070 F020400 N 070 G010400 N 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 Y 070 M010400 N 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 287630 071 B000400 389585 071 C000400 1155971 071 D000400 25 072 A000400 6 072 B000400 63 072 C000400 3432 072 D000400 0 072 E000400 0 072 F000400 4294 072 G000400 36 072 H000400 0 072 I000400 0 072 J000400 119 072 K000400 0 072 L000400 165 072 M000400 1 072 N000400 0 072 O000400 0 072 P000400 0 072 Q000400 0 072 R000400 21 072 S000400 25 072 T000400 697 072 U000400 0 072 V000400 0 PAGE 34 072 W000400 38 072 X000400 5396 072 Y000400 0 072 Z000400 -1901 072AA000400 30202 072BB000400 0 072CC010400 0 072CC020400 38156 072DD010400 0 072DD020400 0 072EE000400 0 073 A010400 0.0000 073 A020400 0.0000 073 B000400 0.0000 073 C000400 0.0000 074 A000400 0 074 B000400 0 074 C000400 4558 074 D000400 0 074 E000400 0 074 F000400 1137579 074 G000400 0 074 H000400 0 074 I000400 0 074 J000400 10921 074 K000400 0 074 L000400 695 074 M000400 0 074 N000400 1153753 074 O000400 7848 074 P000400 835 074 Q000400 0 074 R010400 0 074 R020400 0 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A030500 0 028 A040500 1515 028 B010500 829 028 B020500 0 028 B030500 0 028 B040500 2127 028 C010500 583 028 C020500 0 028 C030500 0 028 C040500 4443 028 D010500 1757 PAGE 36 028 D020500 0 028 D030500 0 028 D040500 2520 028 E010500 758 028 E020500 0 028 E030500 0 028 E040500 2552 028 F010500 626 028 F020500 6795 028 F030500 0 028 F040500 2051 028 G010500 5388 028 G020500 6795 028 G030500 0 028 G040500 15208 028 H000500 0 042 A000500 0 042 B000500 0 042 C000500 100 042 D000500 0 042 E000500 0 042 F000500 0 042 G000500 0 042 H000500 0 043 000500 32 044 000500 0 045 000500 Y 046 000500 N 047 000500 Y 048 000500 0.000 048 A010500 2500000 048 A020500 0.450 048 B010500 2500000 048 B020500 0.400 048 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 5000000 PAGE 37 048 K020500 0.350 049 000500 N 050 000500 N 051 000500 N 052 000500 N 053 A000500 N 055 A000500 N 055 B000500 N 056 000500 Y 057 000500 N 058 A000500 N 059 000500 Y 060 A000500 Y 060 B000500 Y 061 000500 0 062 A000500 Y 062 B000500 0.0 062 C000500 34.3 062 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 3.6 062 K000500 0.0 062 L000500 0.0 062 M000500 15.4 062 N000500 37.8 062 O000500 0.0 062 P000500 23.6 062 Q000500 18.4 062 R000500 0.0 063 A000500 0 063 B000500 6.9 064 A000500 N 064 B000500 N 066 A000500 N 067 000500 N 068 A000500 N 068 B000500 N 069 000500 N 070 A010500 Y 070 A020500 N 070 B010500 N 070 B020500 N 070 C010500 Y 070 C020500 N 070 D010500 N 070 D020500 N 070 E010500 Y PAGE 38 070 E020500 N 070 F010500 N 070 F020500 N 070 G010500 Y 070 G020500 N 070 H010500 N 070 H020500 N 070 I010500 N 070 I020500 N 070 J010500 Y 070 J020500 Y 070 K010500 N 070 K020500 N 070 L010500 Y 070 L020500 Y 070 M010500 N 070 M020500 N 070 N010500 Y 070 N020500 N 070 O010500 Y 070 O020500 N 070 P010500 Y 070 P020500 N 070 Q010500 N 070 Q020500 N 070 R010500 Y 070 R020500 N 071 A000500 356963 071 B000500 357526 071 C000500 110794 071 D000500 322 072 A000500 6 072 B000500 2325 072 C000500 0 072 D000500 0 072 E000500 0 072 F000500 277 072 G000500 36 072 H000500 0 072 I000500 0 072 J000500 78 072 K000500 0 072 L000500 17 072 M000500 0 072 N000500 0 072 O000500 0 072 P000500 0 072 Q000500 0 072 R000500 21 072 S000500 3 072 T000500 32 PAGE 39 072 U000500 0 072 V000500 0 072 W000500 4 072 X000500 468 072 Y000500 0 072 Z000500 1857 072AA000500 389 072BB000500 0 072CC010500 281 072CC020500 0 072DD010500 2755 072DD020500 705 072EE000500 3336 073 A010500 0.3610 073 A020500 0.3320 073 B000500 0.3420 073 C000500 0.0000 074 A000500 2 074 B000500 0 074 C000500 45831 074 D000500 115250 074 E000500 0 074 F000500 0 074 G000500 0 074 H000500 0 074 I000500 0 074 J000500 11848 074 K000500 0 074 L000500 785 074 M000500 0 074 N000500 173716 074 O000500 52479 074 P000500 52 074 Q000500 0 074 R010500 0 074 R020500 0 074 R030500 0 074 R040500 192 074 S000500 0 074 T000500 120993 074 U010500 8000 074 U020500 2234 074 V010500 11.84 074 V020500 11.75 074 W000500 0.0000 074 X000500 6 074 Y000500 0 075 A000500 0 075 B000500 124234 076 000500 0.00 024 000600 Y PAGE 40 025 A000601 CITIGROUP, INC. 025 B000601 13-1912900 025 C000601 E 025 D000601 5122 025 A000602 JPMORGAN CHASE & CO. 025 B000602 13-2624428 025 C000602 E 025 D000602 3681 025 A000603 BANK OF AMERICA CORP. 025 B000603 56-2058405 025 C000603 E 025 D000603 2691 025 A000604 MERRILL LYNCH & CO. 025 B000604 13-2740599 025 C000604 E 025 D000604 1958 025 A000605 THE GOLDMAN SACHS GROUP, INC. 025 B000605 13-5108880 025 C000605 E 025 D000605 1010 025 A000606 MORGAN STANLEY 025 B000606 36-3145972 025 C000606 E 025 D000606 992 025 A000607 WACHOVIA CORP. 025 B000607 56-1473727 025 C000607 E 025 D000607 808 025 A000608 THE GOLDMAN SACHS GROUP, INC. 025 B000608 13-5108880 025 C000608 D 025 D000608 772 025 A000609 MERRILL LYNCH & CO., INC. 025 B000609 13-2740599 025 C000609 D 025 D000609 527 025 A000610 LEHMAN BROTHERS HOLDINGS, INC. 025 B000610 13-2518466 025 C000610 D 025 D000610 174 025 A000611 DELETE 025 D000611 0 025 A000612 DELETE 025 D000612 0 025 A000613 DELETE 025 D000613 0 025 A000614 DELETE 025 D000614 0 025 D000615 0 025 D000616 0 028 A010600 1054 PAGE 41 028 A020600 0 028 A030600 0 028 A040600 1799 028 B010600 1104 028 B020600 0 028 B030600 0 028 B040600 2738 028 C010600 763 028 C020600 0 028 C030600 0 028 C040600 2517 028 D010600 1013 028 D020600 0 028 D030600 0 028 D040600 2061 028 E010600 476 028 E020600 0 028 E030600 0 028 E040600 3330 028 F010600 819 028 F020600 5811 028 F030600 0 028 F040600 3463 028 G010600 5229 028 G020600 5811 028 G030600 0 028 G040600 15908 028 H000600 0 042 A000600 0 042 B000600 0 042 C000600 100 042 D000600 0 042 E000600 0 042 F000600 0 042 G000600 0 042 H000600 0 043 000600 57 044 000600 0 045 000600 Y 046 000600 N 047 000600 Y 048 000600 0.000 048 A010600 2500000 048 A020600 0.550 048 B010600 2500000 048 B020600 0.450 048 C010600 0 048 C020600 0.000 048 D010600 0 048 D020600 0.000 048 E010600 0 PAGE 42 048 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 5000000 048 K020600 0.400 049 000600 N 050 000600 N 051 000600 N 052 000600 N 053 A000600 N 055 A000600 Y 055 B000600 N 056 000600 Y 057 000600 N 058 A000600 N 059 000600 Y 060 A000600 Y 060 B000600 Y 061 000600 0 062 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 N PAGE 43 066 E000600 N 066 F000600 N 066 G000600 Y 067 000600 Y 068 A000600 N 068 B000600 N 069 000600 N 070 A010600 N 070 A020600 N 070 B010600 Y 070 B020600 N 070 C010600 Y 070 C020600 N 070 D010600 N 070 D020600 N 070 E010600 N 070 E020600 N 070 F010600 N 070 F020600 N 070 G010600 N 070 G020600 N 070 H010600 N 070 H020600 N 070 I010600 N 070 I020600 N 070 J010600 Y 070 J020600 Y 070 K010600 Y 070 K020600 N 070 L010600 Y 070 L020600 Y 070 M010600 N 070 M020600 N 070 N010600 Y 070 N020600 N 070 O010600 Y 070 O020600 N 070 P010600 Y 070 P020600 N 070 Q010600 N 070 Q020600 N 070 R010600 N 070 R020600 N 071 A000600 58440 071 B000600 62611 071 C000600 231166 071 D000600 25 072 A000600 6 072 B000600 2126 072 C000600 1259 072 D000600 0 PAGE 44 072 E000600 0 072 F000600 638 072 G000600 36 072 H000600 0 072 I000600 0 072 J000600 91 072 K000600 0 072 L000600 31 072 M000600 1 072 N000600 0 072 O000600 0 072 P000600 0 072 Q000600 0 072 R000600 21 072 S000600 5 072 T000600 57 072 U000600 0 072 V000600 0 072 W000600 15 072 X000600 895 072 Y000600 0 072 Z000600 2490 072AA000600 9110 072BB000600 0 072CC010600 0 072CC020600 9751 072DD010600 4723 072DD020600 1088 072EE000600 0 073 A010600 0.4860 073 A020600 0.4470 073 B000600 0.0000 073 C000600 0.0000 074 A000600 957 074 B000600 0 074 C000600 0 074 D000600 92077 074 E000600 1039 074 F000600 136223 074 G000600 0 074 H000600 0 074 I000600 0 074 J000600 0 074 K000600 0 074 L000600 1309 074 M000600 0 074 N000600 231605 074 O000600 1444 074 P000600 116 074 Q000600 0 074 R010600 0 PAGE 45 074 R020600 0 074 R030600 0 074 R040600 228 074 S000600 0 074 T000600 229817 074 U010600 9870 074 U020600 2489 074 V010600 18.61 074 V020600 18.52 074 W000600 0.0000 074 X000600 6 074 Y000600 0 075 A000600 0 075 B000600 233991 076 000600 0.00 024 000700 Y 025 A000701 UBS 025 B000701 13-3873456 025 C000701 E 025 D000701 1547 025 A000702 CREDIT SUISSE 025 B000702 13-1898818 025 C000702 E 025 D000702 1203 025 A000703 BANCO BILBAO VIZCAYA ARGENTARIA, SA 025 C000703 E 025 D000703 996 025 A000704 BNP PARIBAS, SA 025 C000704 E 025 D000704 778 025 A000705 ING GROEP 025 C000705 E 025 D000705 493 025 A000706 NOMURA HOLDINGS, INC. 025 C000706 E 025 D000706 387 025 D000707 0 025 D000708 0 028 A010700 445 028 A020700 0 028 A030700 0 028 A040700 996 028 B010700 951 028 B020700 0 028 B030700 0 028 B040700 813 028 C010700 1204 028 C020700 0 028 C030700 0 028 C040700 970 028 D010700 533 PAGE 46 028 D020700 0 028 D030700 0 028 D040700 652 028 E010700 870 028 E020700 0 028 E030700 0 028 E040700 829 028 F010700 905 028 F020700 324 028 F030700 0 028 F040700 916 028 G010700 4908 028 G020700 324 028 G030700 0 028 G040700 5176 028 H000700 0 042 A000700 0 042 B000700 0 042 C000700 100 042 D000700 0 042 E000700 0 042 F000700 0 042 G000700 0 042 H000700 0 043 000700 9 044 000700 0 045 000700 Y 046 000700 N 047 000700 Y 048 000700 0.000 048 A010700 2500000 048 A020700 0.750 048 B010700 2500000 048 B020700 0.650 048 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 5000000 PAGE 47 048 K020700 0.600 049 000700 N 050 000700 N 051 000700 N 052 000700 N 053 A000700 N 055 A000700 N 055 B000700 N 056 000700 Y 057 000700 N 058 A000700 N 059 000700 Y 060 A000700 Y 060 B000700 Y 061 000700 0 062 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 N 066 E000700 N 066 F000700 N 066 G000700 Y 067 000700 N 068 A000700 N 068 B000700 Y 069 000700 N 070 A010700 Y 070 A020700 N 070 B010700 N 070 B020700 N 070 C010700 N PAGE 48 070 C020700 N 070 D010700 N 070 D020700 N 070 E010700 N 070 E020700 N 070 F010700 N 070 F020700 N 070 G010700 N 070 G020700 N 070 H010700 N 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 Y 070 M010700 Y 070 M020700 Y 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 28811 071 B000700 30485 071 C000700 62837 071 D000700 46 072 A000700 6 072 B000700 11 072 C000700 883 072 D000700 0 072 E000700 0 072 F000700 241 072 G000700 36 072 H000700 0 072 I000700 0 072 J000700 100 072 K000700 0 072 L000700 8 072 M000700 1 072 N000700 0 072 O000700 0 072 P000700 0 PAGE 49 072 Q000700 0 072 R000700 21 072 S000700 1 072 T000700 9 072 U000700 0 072 V000700 0 072 W000700 2 072 X000700 419 072 Y000700 0 072 Z000700 475 072AA000700 3519 072BB000700 0 072CC010700 0 072CC020700 3819 072DD010700 295 072DD020700 29 072EE000700 0 073 A010700 0.0790 073 A020700 0.0550 073 B000700 0.0000 073 C000700 0.0000 074 A000700 859 074 B000700 0 074 C000700 1884 074 D000700 0 074 E000700 0 074 F000700 62591 074 G000700 0 074 H000700 0 074 I000700 0 074 J000700 173 074 K000700 0 074 L000700 240 074 M000700 0 074 N000700 65747 074 O000700 218 074 P000700 43 074 Q000700 0 074 R010700 0 074 R020700 0 074 R030700 0 074 R040700 173 074 S000700 0 074 T000700 65313 074 U010700 3745 074 U020700 547 074 V010700 15.23 074 V020700 15.12 074 W000700 0.0000 074 X000700 6 074 Y000700 0 PAGE 50 075 A000700 0 075 B000700 64896 076 000700 0.00 024 000800 Y 025 A000801 TORONTO-DOMINION BANK 025 B000801 13-5640479 025 C000801 D 025 D000801 2000 025 A000802 STATE STREET BANK TRUST CO. 025 B000802 04-1867445 025 C000802 D 025 D000802 1996 025 A000803 CREDIT SUISSE 025 B000803 13-1898818 025 C000803 D 025 D000803 1993 025 A000804 MORGAN STANLEY 025 B000804 36-3145972 025 C000804 D 025 D000804 1992 025 A000805 DEXIA DELAWARE LLC 025 C000805 D 025 D000805 1649 025 A000806 BANCO BILBAO VIZCAYA ARGENTARIA 025 C000806 D 025 D000806 2000 025 A000807 UBS FINANCE 025 B000807 13-3873456 025 C000807 D 025 D000807 1500 025 A000808 DELETE 025 D000808 0 028 A010800 7732 028 A020800 78 028 A030800 0 028 A040800 4283 028 B010800 828 028 B020800 80 028 B030800 0 028 B040800 3669 028 C010800 9236 028 C020800 95 028 C030800 0 028 C040800 5433 028 D010800 4615 028 D020800 109 028 D030800 0 028 D040800 4184 028 E010800 2324 028 E020800 120 028 E030800 0 PAGE 51 028 E040800 9431 028 F010800 2375 028 F020800 105 028 F030800 0 028 F040800 5144 028 G010800 27110 028 G020800 587 028 G030800 0 028 G040800 32144 028 H000800 0 042 A000800 0 042 B000800 0 042 C000800 100 042 D000800 0 042 E000800 0 042 F000800 0 042 G000800 0 042 H000800 0 043 000800 34 044 000800 0 045 000800 Y 046 000800 N 047 000800 Y 048 000800 0.000 048 A010800 2500000 048 A020800 0.450 048 B010800 2500000 048 B020800 0.400 048 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 5000000 048 K020800 0.350 049 000800 N 050 000800 N 051 000800 N 052 000800 N 053 A000800 N PAGE 52 055 A000800 Y 055 B000800 N 056 000800 Y 057 000800 N 058 A000800 N 059 000800 Y 060 A000800 Y 060 B000800 Y 061 000800 0 062 A000800 Y 062 B000800 0.0 062 C000800 0.0 062 D000800 0.0 062 E000800 0.0 062 F000800 15.7 062 G000800 0.0 062 H000800 0.0 062 I000800 77.4 062 J000800 0.4 062 K000800 0.0 062 L000800 6.6 062 M000800 0.0 062 N000800 0.0 062 O000800 0.0 062 P000800 0.0 062 Q000800 0.0 062 R000800 0.0 063 A000800 34 063 B000800 0.0 064 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 N 070 C020800 N 070 D010800 N 070 D020800 N 070 E010800 N 070 E020800 N 070 F010800 N 070 F020800 N 070 G010800 N 070 G020800 N 070 H010800 N PAGE 53 070 H020800 N 070 I010800 N 070 I020800 N 070 J010800 Y 070 J020800 N 070 K010800 N 070 K020800 N 070 L010800 N 070 L020800 N 070 M010800 N 070 M020800 N 070 N010800 N 070 N020800 N 070 O010800 Y 070 O020800 N 070 P010800 Y 070 P020800 N 070 Q010800 N 070 Q020800 N 070 R010800 N 070 R020800 N 071 A000800 0 071 B000800 0 071 C000800 0 071 D000800 0 072 A000800 6 072 B000800 907 072 C000800 0 072 D000800 0 072 E000800 0 072 F000800 148 072 G000800 36 072 H000800 0 072 I000800 0 072 J000800 71 072 K000800 0 072 L000800 9 072 M000800 1 072 N000800 0 072 O000800 0 072 P000800 0 072 Q000800 0 072 R000800 20 072 S000800 1 072 T000800 34 072 U000800 0 072 V000800 0 072 W000800 1 072 X000800 321 072 Y000800 0 072 Z000800 586 PAGE 54 072AA000800 0 072BB000800 0 072CC010800 0 072CC020800 0 072DD010800 367 072DD020800 219 072EE000800 0 073 A010800 0.0094 073 A020800 0.0081 073 B000800 0.0000 073 C000800 0.0000 074 A000800 0 074 B000800 0 074 C000800 60658 074 D000800 0 074 E000800 0 074 F000800 0 074 G000800 0 074 H000800 0 074 I000800 0 074 J000800 0 074 K000800 0 074 L000800 75 074 M000800 0 074 N000800 60733 074 O000800 0 074 P000800 28 074 Q000800 0 074 R010800 0 074 R020800 0 074 R030800 0 074 R040800 125 074 S000800 0 074 T000800 60580 074 U010800 35164 074 U020800 25417 074 V010800 1.00 074 V020800 1.00 074 W000800 1.0000 074 X000800 5 074 Y000800 0 075 A000800 66448 075 B000800 0 076 000800 0.00 024 000900 N 025 D000901 0 025 D000902 0 025 D000903 0 025 D000904 0 025 D000905 0 025 D000906 0 PAGE 55 025 D000907 0 025 D000908 0 028 A010900 1928 028 A020900 0 028 A030900 0 028 A040900 681 028 B010900 543 028 B020900 0 028 B030900 0 028 B040900 1107 028 C010900 137 028 C020900 0 028 C030900 0 028 C040900 5317 028 D010900 3426 028 D020900 0 028 D030900 0 028 D040900 855 028 E010900 983 028 E020900 0 028 E030900 0 028 E040900 832 028 F010900 357 028 F020900 3965 028 F030900 0 028 F040900 929 028 G010900 7374 028 G020900 3965 028 G030900 0 028 G040900 9721 028 H000900 0 042 A000900 0 042 B000900 0 042 C000900 100 042 D000900 0 042 E000900 0 042 F000900 0 042 G000900 0 042 H000900 0 043 000900 13 044 000900 0 045 000900 Y 046 000900 N 047 000900 Y 048 000900 0.000 048 A010900 2500000 048 A020900 0.500 048 B010900 2500000 048 B020900 0.450 048 C010900 0 048 C020900 0.000 PAGE 56 048 D010900 0 048 D020900 0.000 048 E010900 0 048 E020900 0.000 048 F010900 0 048 F020900 0.000 048 G010900 0 048 G020900 0.000 048 H010900 0 048 H020900 0.000 048 I010900 0 048 I020900 0.000 048 J010900 0 048 J020900 0.000 048 K010900 5000000 048 K020900 0.400 049 000900 N 050 000900 N 051 000900 N 052 000900 N 053 A000900 N 055 A000900 Y 055 B000900 N 056 000900 Y 057 000900 N 058 A000900 N 059 000900 Y 060 A000900 N 060 B000900 N 061 000900 0 062 A000900 Y 062 B000900 0.0 062 C000900 0.0 062 D000900 0.0 062 E000900 0.0 062 F000900 0.0 062 G000900 0.0 062 H000900 0.0 062 I000900 0.0 062 J000900 2.3 062 K000900 0.0 062 L000900 0.0 062 M000900 47.4 062 N000900 22.0 062 O000900 0.0 062 P000900 0.0 062 Q000900 43.4 062 R000900 0.0 063 A000900 0 063 B000900 15.6 064 A000900 N PAGE 57 064 B000900 N 066 A000900 N 067 000900 N 068 A000900 N 068 B000900 N 069 000900 N 070 A010900 Y 070 A020900 N 070 B010900 N 070 B020900 N 070 C010900 Y 070 C020900 N 070 D010900 N 070 D020900 N 070 E010900 Y 070 E020900 Y 070 F010900 N 070 F020900 N 070 G010900 Y 070 G020900 N 070 H010900 N 070 H020900 N 070 I010900 N 070 I020900 N 070 J010900 Y 070 J020900 N 070 K010900 Y 070 K020900 N 070 L010900 Y 070 L020900 Y 070 M010900 Y 070 M020900 Y 070 N010900 Y 070 N020900 N 070 O010900 Y 070 O020900 N 070 P010900 Y 070 P020900 N 070 Q010900 N 070 Q020900 N 070 R010900 Y 070 R020900 N 071 A000900 32748 071 B000900 36700 071 C000900 64739 071 D000900 51 072 A000900 6 072 B000900 1915 072 C000900 0 072 D000900 0 072 E000900 0 PAGE 58 072 F000900 140 072 G000900 36 072 H000900 0 072 I000900 0 072 J000900 72 072 K000900 0 072 L000900 7 072 M000900 1 072 N000900 0 072 O000900 0 072 P000900 67 072 Q000900 0 072 R000900 21 072 S000900 1 072 T000900 13 072 U000900 0 072 V000900 0 072 W000900 8 072 X000900 366 072 Y000900 0 072 Z000900 1549 072AA000900 0 072BB000900 118 072CC010900 1458 072CC020900 0 072DD010900 3193 072DD020900 772 072EE000900 0 073 A010900 0.9330 073 A020900 0.9100 073 B000900 0.0000 073 C000900 0.0000 074 A000900 221 074 B000900 0 074 C000900 1325 074 D000900 65103 074 E000900 0 074 F000900 0 074 G000900 0 074 H000900 0 074 I000900 0 074 J000900 0 074 K000900 0 074 L000900 744 074 M000900 2 074 N000900 67395 074 O000900 6224 074 P000900 27 074 Q000900 0 074 R010900 2930 074 R020900 0 PAGE 59 074 R030900 0 074 R040900 504 074 S000900 0 074 T000900 57710 074 U010900 3639 074 U020900 920 074 V010900 12.66 074 V020900 12.65 074 W000900 0.0000 074 X000900 5 074 Y000900 28520 075 A000900 0 075 B000900 56789 076 000900 0.00 024 001000 N 025 D001001 0 025 D001002 0 025 D001003 0 025 D001004 0 025 D001005 0 025 D001006 0 025 D001007 0 025 D001008 0 028 A011000 873 028 A021000 0 028 A031000 0 028 A041000 2596 028 B011000 1121 028 B021000 0 028 B031000 0 028 B041000 672 028 C011000 3714 028 C021000 0 028 C031000 0 028 C041000 4647 028 D011000 2016 028 D021000 0 028 D031000 0 028 D041000 860 028 E011000 1694 028 E021000 0 028 E031000 0 028 E041000 1283 028 F011000 3239 028 F021000 1328 028 F031000 0 028 F041000 1850 028 G011000 12657 028 G021000 1328 028 G031000 0 028 G041000 11908 PAGE 60 028 H001000 0 042 A001000 0 042 B001000 0 042 C001000 100 042 D001000 0 042 E001000 0 042 F001000 0 042 G001000 0 042 H001000 0 043 001000 8 044 001000 0 045 001000 Y 046 001000 N 047 001000 Y 048 001000 0.000 048 A011000 2500000 048 A021000 0.550 048 B011000 2500000 048 B021000 0.450 048 C011000 0 048 C021000 0.000 048 D011000 0 048 D021000 0.000 048 E011000 0 048 E021000 0.000 048 F011000 0 048 F021000 0.000 048 G011000 0 048 G021000 0.000 048 H011000 0 048 H021000 0.000 048 I011000 0 048 I021000 0.000 048 J011000 0 048 J021000 0.000 048 K011000 5000000 048 K021000 0.400 049 001000 N 050 001000 N 051 001000 N 052 001000 N 053 A001000 N 055 A001000 N 055 B001000 N 056 001000 Y 057 001000 N 058 A001000 N 059 001000 Y 060 A001000 Y 060 B001000 Y 061 001000 0 PAGE 61 062 A001000 N 062 B001000 0.0 062 C001000 0.0 062 D001000 0.0 062 E001000 0.0 062 F001000 0.0 062 G001000 0.0 062 H001000 0.0 062 I001000 0.0 062 J001000 0.0 062 K001000 0.0 062 L001000 0.0 062 M001000 0.0 062 N001000 0.0 062 O001000 0.0 062 P001000 0.0 062 Q001000 0.0 062 R001000 0.0 063 A001000 0 063 B001000 0.0 066 A001000 Y 066 B001000 N 066 C001000 N 066 D001000 N 066 E001000 N 066 F001000 Y 066 G001000 N 067 001000 N 068 A001000 N 068 B001000 N 069 001000 N 070 A011000 Y 070 A021000 N 070 B011000 Y 070 B021000 N 070 C011000 N 070 C021000 N 070 D011000 Y 070 D021000 N 070 E011000 Y 070 E021000 N 070 F011000 Y 070 F021000 N 070 G011000 Y 070 G021000 N 070 H011000 Y 070 H021000 N 070 I011000 N 070 I021000 N 070 J011000 Y 070 J021000 N PAGE 62 070 K011000 Y 070 K021000 N 070 L011000 Y 070 L021000 Y 070 M011000 Y 070 M021000 Y 070 N011000 Y 070 N021000 N 070 O011000 Y 070 O021000 N 070 P011000 Y 070 P021000 N 070 Q011000 N 070 Q021000 N 070 R011000 Y 070 R021000 N 071 A001000 14441 071 B001000 12869 071 C001000 57847 071 D001000 22 072 A001000 6 072 B001000 114 072 C001000 1023 072 D001000 0 072 E001000 0 072 F001000 163 072 G001000 36 072 H001000 0 072 I001000 0 072 J001000 69 072 K001000 0 072 L001000 7 072 M001000 1 072 N001000 0 072 O001000 0 072 P001000 0 072 Q001000 0 072 R001000 21 072 S001000 1 072 T001000 8 072 U001000 0 072 V001000 0 072 W001000 3 072 X001000 309 072 Y001000 0 072 Z001000 828 072AA001000 2241 072BB001000 0 072CC011000 3078 072CC021000 0 072DD011000 1190 PAGE 63 072DD021000 138 072EE001000 0 073 A011000 0.4140 073 A021000 0.3830 073 B001000 0.0000 073 C001000 0.0000 074 A001000 1 074 B001000 0 074 C001000 4548 074 D001000 0 074 E001000 8035 074 F001000 54735 074 G001000 0 074 H001000 0 074 I001000 0 074 J001000 0 074 K001000 0 074 L001000 286 074 M001000 0 074 N001000 67605 074 O001000 284 074 P001000 32 074 Q001000 0 074 R011000 0 074 R021000 0 074 R031000 0 074 R041000 1485 074 S001000 0 074 T001000 65804 074 U011000 2978 074 U021000 361 074 V011000 19.71 074 V021000 19.65 074 W001000 0.0000 074 X001000 5 074 Y001000 0 075 A001000 0 075 B001000 60155 076 001000 0.00 024 001100 N 025 D001101 0 025 D001102 0 025 D001103 0 025 D001104 0 025 D001105 0 025 D001106 0 025 D001107 0 025 D001108 0 028 A011100 550 028 A021100 0 028 A031100 0 PAGE 64 028 A041100 423 028 B011100 391 028 B021100 0 028 B031100 0 028 B041100 696 028 C011100 622 028 C021100 0 028 C031100 0 028 C041100 1527 028 D011100 326 028 D021100 0 028 D031100 0 028 D041100 859 028 E011100 758 028 E021100 0 028 E031100 0 028 E041100 740 028 F011100 438 028 F021100 2982 028 F031100 0 028 F041100 346 028 G011100 3085 028 G021100 2982 028 G031100 0 028 G041100 4591 028 H001100 0 042 A001100 0 042 B001100 0 042 C001100 100 042 D001100 0 042 E001100 0 042 F001100 0 042 G001100 0 042 H001100 0 043 001100 6 044 001100 0 045 001100 Y 046 001100 N 047 001100 Y 048 001100 0.000 048 A011100 2500000 048 A021100 0.500 048 B011100 2500000 048 B021100 0.450 048 C011100 0 048 C021100 0.000 048 D011100 0 048 D021100 0.000 048 E011100 0 048 E021100 0.000 048 F011100 0 PAGE 65 048 F021100 0.000 048 G011100 0 048 G021100 0.000 048 H011100 0 048 H021100 0.000 048 I011100 0 048 I021100 0.000 048 J011100 0 048 J021100 0.000 048 K011100 5000000 048 K021100 0.400 049 001100 N 050 001100 N 051 001100 N 052 001100 N 053 A001100 N 055 A001100 N 055 B001100 N 056 001100 Y 057 001100 N 058 A001100 N 059 001100 Y 060 A001100 N 060 B001100 N 061 001100 0 062 A001100 Y 062 B001100 0.0 062 C001100 0.0 062 D001100 6.2 062 E001100 0.0 062 F001100 0.0 062 G001100 0.0 062 H001100 0.0 062 I001100 0.0 062 J001100 2.6 062 K001100 0.0 062 L001100 0.0 062 M001100 0.0 062 N001100 0.0 062 O001100 0.0 062 P001100 7.2 062 Q001100 82.7 062 R001100 0.0 063 A001100 0 063 B001100 13.3 064 A001100 N 064 B001100 N 066 A001100 N 067 001100 N 068 A001100 N 068 B001100 Y PAGE 66 069 001100 N 070 A011100 Y 070 A021100 Y 070 B011100 N 070 B021100 N 070 C011100 Y 070 C021100 Y 070 D011100 Y 070 D021100 N 070 E011100 N 070 E021100 N 070 F011100 N 070 F021100 N 070 G011100 N 070 G021100 N 070 H011100 N 070 H021100 N 070 I011100 N 070 I021100 N 070 J011100 Y 070 J021100 Y 070 K011100 Y 070 K021100 N 070 L011100 Y 070 L021100 Y 070 M011100 N 070 M021100 N 070 N011100 Y 070 N021100 N 070 O011100 Y 070 O021100 N 070 P011100 Y 070 P021100 N 070 Q011100 N 070 Q021100 N 070 R011100 Y 070 R021100 N 071 A001100 10792 071 B001100 10268 071 C001100 23937 071 D001100 43 072 A001100 6 072 B001100 1075 072 C001100 0 072 D001100 0 072 E001100 0 072 F001100 67 072 G001100 36 072 H001100 0 072 I001100 0 072 J001100 112 PAGE 67 072 K001100 0 072 L001100 4 072 M001100 1 072 N001100 0 072 O001100 0 072 P001100 1 072 Q001100 0 072 R001100 21 072 S001100 1 072 T001100 6 072 U001100 0 072 V001100 0 072 W001100 2 072 X001100 251 072 Y001100 0 072 Z001100 824 072AA001100 502 072BB001100 0 072CC011100 0 072CC021100 273 072DD011100 1361 072DD021100 330 072EE001100 1290 073 A011100 0.9540 073 A021100 0.9240 073 B001100 0.7230 073 C001100 0.0000 074 A001100 93 074 B001100 1700 074 C001100 711 074 D001100 24687 074 E001100 0 074 F001100 0 074 G001100 0 074 H001100 0 074 I001100 0 074 J001100 2534 074 K001100 0 074 L001100 541 074 M001100 76 074 N001100 30342 074 O001100 2688 074 P001100 13 074 Q001100 0 074 R011100 0 074 R021100 0 074 R031100 10 074 R041100 172 074 S001100 0 074 T001100 27459 074 U011100 1606 PAGE 68 074 U021100 401 074 V011100 13.69 074 V021100 13.66 074 W001100 0.0000 074 X001100 3 074 Y001100 820 075 A001100 0 075 B001100 27302 076 001100 0.00 024 001200 Y 025 A001201 LEGG MASON, INC. 025 C001201 E 025 D001201 13243 025 A001202 CITIGROUP, INC. 025 B001202 52-1568099 025 C001202 E 025 D001202 8682 025 A001203 GOLDMAN SACHS GROUP, INC. 025 B001203 13-5108880 025 C001203 E 025 D001203 6590 025 A001204 CHARLES SCHWAB CORP. 025 C001204 E 025 D001204 2835 025 A001205 MERRILL LYNCH & CO. 025 B001205 13-5674085 025 C001205 E 025 D001205 2833 025 A001206 DELETE 025 D001206 0 025 A001207 DELETE 025 D001207 0 025 D001208 0 028 A011200 3000 028 A021200 0 028 A031200 0 028 A041200 5441 028 B011200 3915 028 B021200 0 028 B031200 0 028 B041200 5773 028 C011200 3157 028 C021200 0 028 C031200 0 028 C041200 6289 028 D011200 1923 028 D021200 0 028 D031200 0 028 D041200 5680 028 E011200 2532 028 E021200 0 PAGE 69 028 E031200 0 028 E041200 4759 028 F011200 2713 028 F021200 0 028 F031200 0 028 F041200 5575 028 G011200 17240 028 G021200 0 028 G031200 0 028 G041200 33517 028 H001200 0 042 A001200 0 042 B001200 0 042 C001200 0 042 D001200 100 042 E001200 0 042 F001200 0 042 G001200 0 042 H001200 0 043 001200 182 044 001200 0 045 001200 Y 046 001200 N 047 001200 Y 048 001200 0.000 048 A011200 2500000 048 A021200 0.750 048 B011200 2500000 048 B021200 0.650 048 C011200 0 048 C021200 0.000 048 D011200 0 048 D021200 0.000 048 E011200 0 048 E021200 0.000 048 F011200 0 048 F021200 0.000 048 G011200 0 048 G021200 0.000 048 H011200 0 048 H021200 0.000 048 I011200 0 048 I021200 0.000 048 J011200 0 048 J021200 0.000 048 K011200 5000000 048 K021200 0.600 049 001200 N 050 001200 N 051 001200 N 052 001200 N PAGE 70 053 A001200 N 055 A001200 N 055 B001200 N 056 001200 Y 057 001200 N 058 A001200 N 059 001200 Y 060 A001200 Y 060 B001200 Y 061 001200 0 062 A001200 N 062 B001200 0.0 062 C001200 0.0 062 D001200 0.0 062 E001200 0.0 062 F001200 0.0 062 G001200 0.0 062 H001200 0.0 062 I001200 0.0 062 J001200 0.0 062 K001200 0.0 062 L001200 0.0 062 M001200 0.0 062 N001200 0.0 062 O001200 0.0 062 P001200 0.0 062 Q001200 0.0 062 R001200 0.0 063 A001200 0 063 B001200 0.0 066 A001200 Y 066 B001200 N 066 C001200 N 066 D001200 Y 066 E001200 N 066 F001200 N 066 G001200 N 067 001200 N 068 A001200 N 068 B001200 N 069 001200 N 070 A011200 Y 070 A021200 N 070 B011200 Y 070 B021200 N 070 C011200 N 070 C021200 N 070 D011200 Y 070 D021200 N 070 E011200 Y 070 E021200 N PAGE 71 070 F011200 Y 070 F021200 N 070 G011200 Y 070 G021200 N 070 H011200 Y 070 H021200 N 070 I011200 N 070 I021200 N 070 J011200 Y 070 J021200 N 070 K011200 Y 070 K021200 N 070 L011200 Y 070 L021200 Y 070 M011200 Y 070 M021200 N 070 N011200 Y 070 N021200 N 070 O011200 Y 070 O021200 N 070 P011200 Y 070 P021200 N 070 Q011200 N 070 Q021200 N 070 R011200 Y 070 R021200 N 071 A001200 58197 071 B001200 73200 071 C001200 271535 071 D001200 21 072 A001200 6 072 B001200 9 072 C001200 640 072 D001200 0 072 E001200 0 072 F001200 1007 072 G001200 36 072 H001200 0 072 I001200 0 072 J001200 74 072 K001200 0 072 L001200 36 072 M001200 0 072 N001200 0 072 O001200 0 072 P001200 0 072 Q001200 0 072 R001200 21 072 S001200 6 072 T001200 182 072 U001200 0 PAGE 72 072 V001200 0 072 W001200 13 072 X001200 1375 072 Y001200 0 072 Z001200 -726 072AA001200 11850 072BB001200 0 072CC011200 0 072CC021200 11531 072DD011200 0 072DD021200 0 072EE001200 0 073 A011200 0.0000 073 A021200 0.0000 073 B001200 0.0000 073 C001200 0.0000 074 A001200 976 074 B001200 0 074 C001200 0 074 D001200 0 074 E001200 0 074 F001200 271508 074 G001200 0 074 H001200 0 074 I001200 0 074 J001200 1901 074 K001200 0 074 L001200 97 074 M001200 0 074 N001200 274482 074 O001200 31 074 P001200 202 074 Q001200 0 074 R011200 0 074 R021200 0 074 R031200 0 074 R041200 689 074 S001200 0 074 T001200 273560 074 U011200 6639 074 U021200 8400 074 V011200 18.34 074 V021200 18.07 074 W001200 0.0000 074 X001200 11 074 Y001200 0 075 A001200 0 075 B001200 272799 076 001200 0.00 024 001300 Y 025 A001301 BANCO BILBAO VIZCAYA ARGENTARIA, SA PAGE 73 025 C001301 E 025 D001301 1030 025 A001302 NOMURA HOLDINGS, INC. 025 C001302 E 025 D001302 808 025 A001303 BNP PARIBAS, SA 025 C001303 E 025 D001303 724 025 D001304 0 025 D001305 0 025 D001306 0 025 D001307 0 025 D001308 0 028 A011300 1371 028 A021300 0 028 A031300 0 028 A041300 1356 028 B011300 1059 028 B021300 0 028 B031300 0 028 B041300 570 028 C011300 2520 028 C021300 0 028 C031300 0 028 C041300 2343 028 D011300 1434 028 D021300 0 028 D031300 0 028 D041300 870 028 E011300 1430 028 E021300 0 028 E031300 0 028 E041300 873 028 F011300 1130 028 F021300 248 028 F031300 0 028 F041300 1037 028 G011300 8944 028 G021300 248 028 G031300 0 028 G041300 7049 028 H001300 0 042 A001300 0 042 B001300 0 042 C001300 100 042 D001300 0 042 E001300 0 042 F001300 0 042 G001300 0 042 H001300 0 043 001300 21 PAGE 74 044 001300 0 045 001300 Y 046 001300 N 047 001300 Y 048 001300 0.000 048 A011300 2500000 048 A021300 0.750 048 B011300 2500000 048 B021300 0.650 048 C011300 0 048 C021300 0.000 048 D011300 0 048 D021300 0.000 048 E011300 0 048 E021300 0.000 048 F011300 0 048 F021300 0.000 048 G011300 0 048 G021300 0.000 048 H011300 0 048 H021300 0.000 048 I011300 0 048 I021300 0.000 048 J011300 0 048 J021300 0.000 048 K011300 5000000 048 K021300 0.600 049 001300 N 050 001300 N 051 001300 N 052 001300 N 053 A001300 N 055 A001300 N 055 B001300 N 056 001300 Y 057 001300 N 058 A001300 N 059 001300 Y 060 A001300 Y 060 B001300 Y 061 001300 0 062 A001300 N 062 B001300 0.0 062 C001300 0.0 062 D001300 0.0 062 E001300 0.0 062 F001300 0.0 062 G001300 0.0 062 H001300 0.0 062 I001300 0.0 062 J001300 0.0 PAGE 75 062 K001300 0.0 062 L001300 0.0 062 M001300 0.0 062 N001300 0.0 062 O001300 0.0 062 P001300 0.0 062 Q001300 0.0 062 R001300 0.0 063 A001300 0 063 B001300 0.0 066 A001300 Y 066 B001300 N 066 C001300 Y 066 D001300 N 066 E001300 N 066 F001300 N 066 G001300 N 067 001300 N 068 A001300 N 068 B001300 Y 069 001300 N 070 A011300 Y 070 A021300 N 070 B011300 Y 070 B021300 N 070 C011300 Y 070 C021300 N 070 D011300 Y 070 D021300 N 070 E011300 Y 070 E021300 N 070 F011300 Y 070 F021300 N 070 G011300 Y 070 G021300 N 070 H011300 Y 070 H021300 N 070 I011300 N 070 I021300 N 070 J011300 Y 070 J021300 Y 070 K011300 Y 070 K021300 N 070 L011300 Y 070 L021300 Y 070 M011300 Y 070 M021300 Y 070 N011300 Y 070 N021300 N 070 O011300 Y 070 O021300 N PAGE 76 070 P011300 Y 070 P021300 N 070 Q011300 N 070 Q021300 N 070 R011300 Y 070 R021300 N 071 A001300 14113 071 B001300 10065 071 C001300 54716 071 D001300 18 072 A001300 6 072 B001300 16 072 C001300 1058 072 D001300 0 072 E001300 0 072 F001300 212 072 G001300 36 072 H001300 0 072 I001300 0 072 J001300 95 072 K001300 0 072 L001300 25 072 M001300 1 072 N001300 0 072 O001300 0 072 P001300 0 072 Q001300 0 072 R001300 21 072 S001300 1 072 T001300 21 072 U001300 0 072 V001300 0 072 W001300 6 072 X001300 418 072 Y001300 0 072 Z001300 656 072AA001300 1843 072BB001300 0 072CC011300 0 072CC021300 1369 072DD011300 185 072DD021300 63 072EE001300 0 073 A011300 0.0960 073 A021300 0.0690 073 B001300 0.0000 073 C001300 0.0000 074 A001300 228 074 B001300 0 074 C001300 1002 074 D001300 0 PAGE 77 074 E001300 918 074 F001300 56311 074 G001300 0 074 H001300 0 074 I001300 0 074 J001300 239 074 K001300 0 074 L001300 193 074 M001300 0 074 N001300 58891 074 O001300 0 074 P001300 41 074 Q001300 0 074 R011300 0 074 R021300 0 074 R031300 0 074 R041300 126 074 S001300 0 074 T001300 58724 074 U011300 1941 074 U021300 923 074 V011300 20.52 074 V021300 20.45 074 W001300 0.0000 074 X001300 7 074 Y001300 0 075 A001300 0 075 B001300 56837 076 001300 0.00 024 001400 Y 025 A001401 HIBERNIA CORP. 025 C001401 E 025 D001401 2863 025 A001402 EDWARDS (A.G.) 025 C001402 E 025 D001402 5048 025 D001403 0 025 D001404 0 025 D001405 0 025 D001406 0 025 D001407 0 025 D001408 0 028 A011400 7243 028 A021400 0 028 A031400 0 028 A041400 2177 028 B011400 5149 028 B021400 0 028 B031400 0 028 B041400 4257 028 C011400 5929 PAGE 78 028 C021400 0 028 C031400 0 028 C041400 5054 028 D011400 5311 028 D021400 0 028 D031400 0 028 D041400 3426 028 E011400 4707 028 E021400 0 028 E031400 0 028 E041400 3668 028 F011400 9450 028 F021400 14009 028 F031400 0 028 F041400 2373 028 G011400 37789 028 G021400 14009 028 G031400 0 028 G041400 20955 028 H001400 0 042 A001400 0 042 B001400 0 042 C001400 100 042 D001400 0 042 E001400 0 042 F001400 0 042 G001400 0 042 H001400 0 043 001400 182 044 001400 0 045 001400 Y 046 001400 N 047 001400 Y 048 001400 0.000 048 A011400 2500000 048 A021400 0.750 048 B011400 2500000 048 B021400 0.650 048 C011400 0 048 C021400 0.000 048 D011400 0 048 D021400 0.000 048 E011400 0 048 E021400 0.000 048 F011400 0 048 F021400 0.000 048 G011400 0 048 G021400 0.000 048 H011400 0 048 H021400 0.000 048 I011400 0 PAGE 79 048 I021400 0.000 048 J011400 0 048 J021400 0.000 048 K011400 5000000 048 K021400 0.600 049 001400 N 050 001400 N 051 001400 N 052 001400 N 053 A001400 N 055 A001400 N 055 B001400 N 056 001400 Y 057 001400 N 058 A001400 N 059 001400 Y 060 A001400 Y 060 B001400 Y 061 001400 0 062 A001400 N 062 B001400 0.0 062 C001400 0.0 062 D001400 0.0 062 E001400 0.0 062 F001400 0.0 062 G001400 0.0 062 H001400 0.0 062 I001400 0.0 062 J001400 0.0 062 K001400 0.0 062 L001400 0.0 062 M001400 0.0 062 N001400 0.0 062 O001400 0.0 062 P001400 0.0 062 Q001400 0.0 062 R001400 0.0 063 A001400 0 063 B001400 0.0 066 A001400 Y 066 B001400 N 066 C001400 N 066 D001400 Y 066 E001400 N 066 F001400 N 066 G001400 N 067 001400 N 068 A001400 N 068 B001400 N 069 001400 N 070 A011400 Y PAGE 80 070 A021400 N 070 B011400 Y 070 B021400 N 070 C011400 N 070 C021400 N 070 D011400 Y 070 D021400 N 070 E011400 N 070 E021400 N 070 F011400 Y 070 F021400 N 070 G011400 Y 070 G021400 N 070 H011400 Y 070 H021400 N 070 I011400 N 070 I021400 N 070 J011400 Y 070 J021400 N 070 K011400 Y 070 K021400 N 070 L011400 Y 070 L021400 Y 070 M011400 Y 070 M021400 N 070 N011400 Y 070 N021400 N 070 O011400 Y 070 O021400 N 070 P011400 Y 070 P021400 N 070 Q011400 N 070 Q021400 N 070 R011400 Y 070 R021400 N 071 A001400 54858 071 B001400 35425 071 C001400 254433 071 D001400 14 072 A001400 6 072 B001400 97 072 C001400 1527 072 D001400 0 072 E001400 0 072 F001400 980 072 G001400 36 072 H001400 0 072 I001400 0 072 J001400 73 072 K001400 0 072 L001400 28 PAGE 81 072 M001400 1 072 N001400 0 072 O001400 0 072 P001400 0 072 Q001400 0 072 R001400 21 072 S001400 5 072 T001400 182 072 U001400 0 072 V001400 0 072 W001400 2 072 X001400 1328 072 Y001400 0 072 Z001400 296 072AA001400 9413 072BB001400 0 072CC011400 0 072CC021400 5487 072DD011400 876 072DD021400 893 072EE001400 12240 073 A011400 0.1250 073 A021400 0.0970 073 B001400 0.7560 073 C001400 0.0000 074 A001400 1 074 B001400 0 074 C001400 9073 074 D001400 0 074 E001400 0 074 F001400 270483 074 G001400 0 074 H001400 0 074 I001400 0 074 J001400 1561 074 K001400 0 074 L001400 2085 074 M001400 0 074 N001400 283203 074 O001400 204 074 P001400 215 074 Q001400 0 074 R011400 0 074 R021400 0 074 R031400 0 074 R041400 231 074 S001400 0 074 T001400 282553 074 U011400 7558 074 U021400 9913 074 V011400 16.20 PAGE 82 074 V021400 16.15 074 W001400 0.0000 074 X001400 10 074 Y001400 0 075 A001400 0 075 B001400 264548 076 001400 0.00 024 001500 Y 025 A001501 CITIGROUP, INC. 025 B001501 52-1568099 025 C001501 E 025 D001501 7226 025 A001502 BANK OF AMERICA CORP. 025 B001502 36-0947896 025 C001502 E 025 D001502 4876 025 A001503 WACHOVIA CORP. 025 B001503 56-1473727 025 C001503 E 025 D001503 2636 025 A001504 JPMORGAN CHASE & CO. 025 B001504 13-2624428 025 C001504 E 025 D001504 2356 025 A001505 U.S. BANCORP 025 B001505 93-0571730 025 C001505 E 025 D001505 1743 025 A001506 LEHMAN BROTHERS HOLDINGS, INC. 025 B001506 13-3216325 025 C001506 E 025 D001506 1360 025 A001507 PRUDENTIAL FINANCIAL, INC. 025 C001507 E 025 D001507 1182 025 A001508 THE GOLDMAN SACHS GROUP, INC. 025 B001508 13-5108880 025 C001508 E 025 D001508 1173 025 A001509 MERRILL LYNCH & CO., INC. 025 B001509 13-5674085 025 C001509 E 025 D001509 1161 025 A001510 METLIFE, INC. 025 C001510 E 025 D001510 1115 025 A001511 COMERICA 025 C001511 E 025 D001511 1017 025 A001512 KEY CORP. 025 B001512 34-6542451 PAGE 83 025 C001512 E 025 D001512 927 025 A001513 MORGAN STANLEY 025 B001513 36-3145972 025 C001513 E 025 D001513 908 025 A001514 MELLON FINANCIAL BANK 025 B001514 25-1233834 025 C001514 E 025 D001514 898 025 A001515 PNC FINANCIAL SERVICES GROUP 025 B001515 25-1435939 025 C001515 E 025 D001515 801 025 A001516 MBIA, INC. 025 B001516 06-1185706 025 C001516 E 025 D001516 700 025 A001517 BB&T CORP. 025 C001517 E 025 D001517 540 025 A001518 DELETE 025 D001518 0 025 A001519 DELETE 025 D001519 0 025 D001520 0 025 D001521 0 025 D001522 0 025 D001523 0 025 D001524 0 028 A011500 1881 028 A021500 0 028 A031500 0 028 A041500 1661 028 B011500 2233 028 B021500 0 028 B031500 0 028 B041500 1597 028 C011500 2101 028 C021500 0 028 C031500 0 028 C041500 2823 028 D011500 2326 028 D021500 0 028 D031500 0 028 D041500 1532 028 E011500 5278 028 E021500 0 028 E031500 0 028 E041500 2808 028 F011500 7339 PAGE 84 028 F021500 4590 028 F031500 0 028 F041500 2673 028 G011500 21158 028 G021500 4590 028 G031500 0 028 G041500 13094 028 H001500 0 042 A001500 0 042 B001500 0 042 C001500 100 042 D001500 0 042 E001500 0 042 F001500 0 042 G001500 0 042 H001500 0 043 001500 189 044 001500 0 045 001500 Y 046 001500 N 047 001500 Y 048 001500 0.000 048 A011500 2500000 048 A021500 0.550 048 B011500 2500000 048 B021500 0.450 048 C011500 0 048 C021500 0.000 048 D011500 0 048 D021500 0.000 048 E011500 0 048 E021500 0.000 048 F011500 0 048 F021500 0.000 048 G011500 0 048 G021500 0.000 048 H011500 0 048 H021500 0.000 048 I011500 0 048 I021500 0.000 048 J011500 0 048 J021500 0.000 048 K011500 5000000 048 K021500 0.400 049 001500 N 050 001500 N 051 001500 N 052 001500 N 053 A001500 N 055 A001500 N 055 B001500 N PAGE 85 056 001500 Y 057 001500 N 058 A001500 N 059 001500 Y 060 A001500 Y 060 B001500 Y 061 001500 0 062 A001500 N 062 B001500 0.0 062 C001500 0.0 062 D001500 0.0 062 E001500 0.0 062 F001500 0.0 062 G001500 0.0 062 H001500 0.0 062 I001500 0.0 062 J001500 0.0 062 K001500 0.0 062 L001500 0.0 062 M001500 0.0 062 N001500 0.0 062 O001500 0.0 062 P001500 0.0 062 Q001500 0.0 062 R001500 0.0 063 A001500 0 063 B001500 0.0 066 A001500 Y 066 B001500 N 066 C001500 N 066 D001500 Y 066 E001500 N 066 F001500 N 066 G001500 N 067 001500 N 068 A001500 N 068 B001500 N 069 001500 N 070 A011500 Y 070 A021500 N 070 B011500 Y 070 B021500 N 070 C011500 N 070 C021500 N 070 D011500 Y 070 D021500 N 070 E011500 N 070 E021500 N 070 F011500 Y 070 F021500 N 070 G011500 Y PAGE 86 070 G021500 N 070 H011500 Y 070 H021500 N 070 I011500 N 070 I021500 N 070 J011500 Y 070 J021500 N 070 K011500 Y 070 K021500 N 070 L011500 Y 070 L021500 N 070 M011500 Y 070 M021500 N 070 N011500 Y 070 N021500 N 070 O011500 Y 070 O021500 N 070 P011500 Y 070 P021500 N 070 Q011500 N 070 Q021500 N 070 R011500 Y 070 R021500 N 071 A001500 20123 071 B001500 13996 071 C001500 148582 071 D001500 9 072 A001500 6 072 B001500 34 072 C001500 1707 072 D001500 0 072 E001500 0 072 F001500 415 072 G001500 36 072 H001500 0 072 I001500 0 072 J001500 69 072 K001500 0 072 L001500 16 072 M001500 0 072 N001500 0 072 O001500 0 072 P001500 0 072 Q001500 0 072 R001500 21 072 S001500 3 072 T001500 189 072 U001500 0 072 V001500 0 072 W001500 2 072 X001500 751 PAGE 87 072 Y001500 0 072 Z001500 990 072AA001500 2566 072BB001500 0 072CC011500 2289 072CC021500 0 072DD011500 0 072DD021500 1908 072EE001500 2682 073 A011500 0.1790 073 A021500 0.1530 073 B001500 0.2200 073 C001500 0.0000 074 A001500 0 074 B001500 0 074 C001500 8857 074 D001500 0 074 E001500 0 074 F001500 154159 074 G001500 0 074 H001500 0 074 I001500 0 074 J001500 1164 074 K001500 0 074 L001500 692 074 M001500 0 074 N001500 164872 074 O001500 3532 074 P001500 118 074 Q001500 0 074 R011500 0 074 R021500 0 074 R031500 0 074 R041500 92 074 S001500 0 074 T001500 161130 074 U011500 1 074 U021500 13133 074 V011500 12.34 074 V021500 12.27 074 W001500 0.0000 074 X001500 11 074 Y001500 0 075 A001500 0 075 B001500 152843 076 001500 0.00 024 001600 N 025 D001601 0 025 D001602 0 025 D001603 0 025 D001604 0 PAGE 88 025 D001605 0 025 D001606 0 025 D001607 0 025 D001608 0 028 A011600 2258 028 A021600 0 028 A031600 0 028 A041600 7387 028 B011600 2352 028 B021600 0 028 B031600 0 028 B041600 8226 028 C011600 2668 028 C021600 0 028 C031600 0 028 C041600 6897 028 D011600 2794 028 D021600 0 028 D031600 0 028 D041600 7307 028 E011600 2327 028 E021600 0 028 E031600 0 028 E041600 3850 028 F011600 2134 028 F021600 0 028 F031600 0 028 F041600 7126 028 G011600 14533 028 G021600 0 028 G031600 0 028 G041600 40793 028 H001600 0 042 A001600 0 042 B001600 0 042 C001600 100 042 D001600 0 042 E001600 0 042 F001600 0 042 G001600 0 042 H001600 0 043 001600 180 044 001600 0 045 001600 Y 046 001600 N 047 001600 Y 048 001600 0.000 048 A011600 2500000 048 A021600 0.750 048 B011600 2500000 048 B021600 0.650 PAGE 89 048 C011600 0 048 C021600 0.000 048 D011600 0 048 D021600 0.000 048 E011600 0 048 E021600 0.000 048 F011600 0 048 F021600 0.000 048 G011600 0 048 G021600 0.000 048 H011600 0 048 H021600 0.000 048 I011600 0 048 I021600 0.000 048 J011600 0 048 J021600 0.000 048 K011600 5000000 048 K021600 0.600 049 001600 N 050 001600 N 051 001600 N 052 001600 N 053 A001600 N 055 A001600 N 055 B001600 N 056 001600 Y 057 001600 N 058 A001600 N 059 001600 Y 060 A001600 Y 060 B001600 Y 061 001600 0 062 A001600 N 062 B001600 0.0 062 C001600 0.0 062 D001600 0.0 062 E001600 0.0 062 F001600 0.0 062 G001600 0.0 062 H001600 0.0 062 I001600 0.0 062 J001600 0.0 062 K001600 0.0 062 L001600 0.0 062 M001600 0.0 062 N001600 0.0 062 O001600 0.0 062 P001600 0.0 062 Q001600 0.0 062 R001600 0.0 063 A001600 0 PAGE 90 063 B001600 0.0 066 A001600 Y 066 B001600 Y 066 C001600 N 066 D001600 N 066 E001600 N 066 F001600 N 066 G001600 N 067 001600 N 068 A001600 N 068 B001600 N 069 001600 N 070 A011600 N 070 A021600 N 070 B011600 Y 070 B021600 N 070 C011600 N 070 C021600 N 070 D011600 Y 070 D021600 N 070 E011600 N 070 E021600 N 070 F011600 N 070 F021600 N 070 G011600 N 070 G021600 N 070 H011600 N 070 H021600 N 070 I011600 N 070 I021600 N 070 J011600 Y 070 J021600 N 070 K011600 N 070 K021600 N 070 L011600 Y 070 L021600 Y 070 M011600 Y 070 M021600 Y 070 N011600 Y 070 N021600 N 070 O011600 N 070 O021600 N 070 P011600 Y 070 P021600 N 070 Q011600 N 070 Q021600 N 070 R011600 N 070 R021600 N 071 A001600 107584 071 B001600 136721 071 C001600 243016 PAGE 91 071 D001600 44 072 A001600 6 072 B001600 61 072 C001600 620 072 D001600 0 072 E001600 0 072 F001600 921 072 G001600 36 072 H001600 0 072 I001600 0 072 J001600 81 072 K001600 0 072 L001600 36 072 M001600 1 072 N001600 0 072 O001600 0 072 P001600 0 072 Q001600 0 072 R001600 21 072 S001600 6 072 T001600 180 072 U001600 0 072 V001600 0 072 W001600 20 072 X001600 1302 072 Y001600 0 072 Z001600 -621 072AA001600 18034 072BB001600 0 072CC011600 0 072CC021600 33712 072DD011600 0 072DD021600 0 072EE001600 0 073 A011600 0.0000 073 A021600 0.0000 073 B001600 0.0000 073 C001600 0.0000 074 A001600 0 074 B001600 0 074 C001600 6701 074 D001600 0 074 E001600 0 074 F001600 229839 074 G001600 0 074 H001600 0 074 I001600 0 074 J001600 3590 074 K001600 0 074 L001600 188 074 M001600 0 PAGE 92 074 N001600 240318 074 O001600 471 074 P001600 182 074 Q001600 0 074 R011600 0 074 R021600 0 074 R031600 0 074 R041600 358 074 S001600 0 074 T001600 239307 074 U011600 6885 074 U021600 9845 074 V011600 14.42 074 V021600 14.23 074 W001600 0.0000 074 X001600 15 074 Y001600 0 075 A001600 0 075 B001600 249998 076 001600 0.00 024 001700 Y 025 A001701 AFFILIATED MANAGERS GROUP, INC. 025 C001701 E 025 D001701 731 025 A001702 DELETE 025 D001702 0 025 D001703 0 025 D001704 0 025 D001705 0 025 D001706 0 025 D001707 0 025 D001708 0 028 A011700 496 028 A021700 0 028 A031700 0 028 A041700 4440 028 B011700 507 028 B021700 0 028 B031700 0 028 B041700 1837 028 C011700 1039 028 C021700 0 028 C031700 0 028 C041700 1582 028 D011700 557 028 D021700 0 028 D031700 0 028 D041700 1567 028 E011700 435 028 E021700 0 028 E031700 0 PAGE 93 028 E041700 1742 028 F011700 1519 028 F021700 0 028 F031700 0 028 F041700 1745 028 G011700 4553 028 G021700 0 028 G031700 0 028 G041700 12913 028 H001700 0 042 A001700 0 042 B001700 0 042 C001700 100 042 D001700 0 042 E001700 0 042 F001700 0 042 G001700 0 042 H001700 0 043 001700 25 044 001700 0 045 001700 Y 046 001700 N 047 001700 Y 048 001700 0.000 048 A011700 2500000 048 A021700 0.750 048 B011700 2500000 048 B021700 0.650 048 C011700 0 048 C021700 0.000 048 D011700 0 048 D021700 0.000 048 E011700 0 048 E021700 0.000 048 F011700 0 048 F021700 0.000 048 G011700 0 048 G021700 0.000 048 H011700 0 048 H021700 0.000 048 I011700 0 048 I021700 0.000 048 J011700 0 048 J021700 0.000 048 K011700 5000000 048 K021700 0.600 049 001700 N 050 001700 N 051 001700 N 052 001700 N 053 A001700 N PAGE 94 055 A001700 Y 055 B001700 N 056 001700 Y 057 001700 N 058 A001700 N 059 001700 Y 060 A001700 Y 060 B001700 Y 061 001700 0 062 A001700 N 062 B001700 0.0 062 C001700 0.0 062 D001700 0.0 062 E001700 0.0 062 F001700 0.0 062 G001700 0.0 062 H001700 0.0 062 I001700 0.0 062 J001700 0.0 062 K001700 0.0 062 L001700 0.0 062 M001700 0.0 062 N001700 0.0 062 O001700 0.0 062 P001700 0.0 062 Q001700 0.0 062 R001700 0.0 063 A001700 0 063 B001700 0.0 066 A001700 Y 066 B001700 Y 066 C001700 N 066 D001700 N 066 E001700 N 066 F001700 N 066 G001700 N 067 001700 N 068 A001700 N 068 B001700 N 069 001700 N 070 A011700 Y 070 A021700 N 070 B011700 Y 070 B021700 N 070 C011700 N 070 C021700 N 070 D011700 N 070 D021700 N 070 E011700 N 070 E021700 N 070 F011700 Y PAGE 95 070 F021700 N 070 G011700 Y 070 G021700 N 070 H011700 Y 070 H021700 N 070 I011700 N 070 I021700 N 070 J011700 Y 070 J021700 N 070 K011700 Y 070 K021700 N 070 L011700 Y 070 L021700 Y 070 M011700 N 070 M021700 N 070 N011700 Y 070 N021700 N 070 O011700 N 070 O021700 N 070 P011700 Y 070 P021700 N 070 Q011700 N 070 Q021700 N 070 R011700 Y 070 R021700 N 071 A001700 27334 071 B001700 36486 071 C001700 74871 071 D001700 37 072 A001700 6 072 B001700 6 072 C001700 70 072 D001700 0 072 E001700 0 072 F001700 278 072 G001700 36 072 H001700 0 072 I001700 0 072 J001700 76 072 K001700 0 072 L001700 10 072 M001700 1 072 N001700 0 072 O001700 0 072 P001700 0 072 Q001700 0 072 R001700 21 072 S001700 2 072 T001700 25 072 U001700 0 072 V001700 0 PAGE 96 072 W001700 5 072 X001700 454 072 Y001700 0 072 Z001700 -378 072AA001700 1703 072BB001700 0 072CC011700 0 072CC021700 5269 072DD011700 0 072DD021700 0 072EE001700 0 073 A011700 0.0000 073 A021700 0.0000 073 B001700 0.0000 073 C001700 0.0000 074 A001700 963 074 B001700 0 074 C001700 0 074 D001700 0 074 E001700 0 074 F001700 72350 074 G001700 0 074 H001700 0 074 I001700 0 074 J001700 830 074 K001700 0 074 L001700 1138 074 M001700 0 074 N001700 75281 074 O001700 1296 074 P001700 50 074 Q001700 0 074 R011700 0 074 R021700 0 074 R031700 0 074 R041700 131 074 S001700 0 074 T001700 73804 074 U011700 4828 074 U021700 1810 074 V011700 11.15 074 V021700 11.02 074 W001700 0.0000 074 X001700 9 074 Y001700 0 075 A001700 0 075 B001700 75940 076 001700 0.00 024 001800 N 025 D001801 0 025 D001802 0 PAGE 97 025 D001803 0 025 D001804 0 025 D001805 0 025 D001806 0 025 D001807 0 025 D001808 0 028 A011800 1583 028 A021800 0 028 A031800 0 028 A041800 5454 028 B011800 2371 028 B021800 0 028 B031800 0 028 B041800 2033 028 C011800 1959 028 C021800 0 028 C031800 0 028 C041800 3940 028 D011800 1430 028 D021800 0 028 D031800 0 028 D041800 3168 028 E011800 2956 028 E021800 0 028 E031800 0 028 E041800 61449 028 F011800 2036 028 F021800 11945 028 F031800 0 028 F041800 1248 028 G011800 12335 028 G021800 11945 028 G031800 0 028 G041800 77292 028 H001800 0 042 A001800 0 042 B001800 0 042 C001800 100 042 D001800 0 042 E001800 0 042 F001800 0 042 G001800 0 042 H001800 0 043 001800 61 044 001800 0 045 001800 Y 046 001800 N 047 001800 Y 048 001800 0.000 048 A011800 2500000 048 A021800 0.550 PAGE 98 048 B011800 2500000 048 B021800 0.450 048 C011800 0 048 C021800 0.000 048 D011800 0 048 D021800 0.000 048 E011800 0 048 E021800 0.000 048 F011800 0 048 F021800 0.000 048 G011800 0 048 G021800 0.000 048 H011800 0 048 H021800 0.000 048 I011800 0 048 I021800 0.000 048 J011800 0 048 J021800 0.000 048 K011800 5000000 048 K021800 0.400 049 001800 N 050 001800 N 051 001800 N 052 001800 N 053 A001800 N 055 A001800 N 055 B001800 N 056 001800 Y 057 001800 N 058 A001800 N 059 001800 Y 060 A001800 Y 060 B001800 Y 061 001800 0 062 A001800 N 062 B001800 0.0 062 C001800 0.0 062 D001800 0.0 062 E001800 0.0 062 F001800 0.0 062 G001800 0.0 062 H001800 0.0 062 I001800 0.0 062 J001800 0.0 062 K001800 0.0 062 L001800 0.0 062 M001800 0.0 062 N001800 0.0 062 O001800 0.0 062 P001800 0.0 062 Q001800 0.0 PAGE 99 062 R001800 0.0 063 A001800 0 063 B001800 0.0 066 A001800 Y 066 B001800 N 066 C001800 N 066 D001800 N 066 E001800 N 066 F001800 N 066 G001800 Y 067 001800 N 068 A001800 N 068 B001800 N 069 001800 N 070 A011800 Y 070 A021800 N 070 B011800 Y 070 B021800 N 070 C011800 Y 070 C021800 N 070 D011800 N 070 D021800 N 070 E011800 N 070 E021800 N 070 F011800 N 070 F021800 N 070 G011800 N 070 G021800 N 070 H011800 N 070 H021800 N 070 I011800 N 070 I021800 N 070 J011800 Y 070 J021800 N 070 K011800 Y 070 K021800 N 070 L011800 Y 070 L021800 N 070 M011800 N 070 M021800 N 070 N011800 Y 070 N021800 N 070 O011800 N 070 O021800 N 070 P011800 Y 070 P021800 N 070 Q011800 N 070 Q021800 N 070 R011800 Y 070 R021800 N 071 A001800 31123 PAGE 100 071 B001800 30196 071 C001800 125269 071 D001800 24 072 A001800 6 072 B001800 24 072 C001800 605 072 D001800 0 072 E001800 0 072 F001800 339 072 G001800 36 072 H001800 0 072 I001800 0 072 J001800 67 072 K001800 0 072 L001800 18 072 M001800 3 072 N001800 0 072 O001800 0 072 P001800 0 072 Q001800 0 072 R001800 21 072 S001800 3 072 T001800 61 072 U001800 0 072 V001800 0 072 W001800 2 072 X001800 550 072 Y001800 0 072 Z001800 79 072AA001800 18697 072BB001800 0 072CC011800 0 072CC021800 18347 072DD011800 2200 072DD021800 550 072EE001800 9195 073 A011800 0.6760 073 A021800 0.5430 073 B001800 2.1550 073 C001800 0.0000 074 A001800 1 074 B001800 0 074 C001800 1225 074 D001800 0 074 E001800 0 074 F001800 90240 074 G001800 0 074 H001800 0 074 I001800 0 074 J001800 0 074 K001800 0 PAGE 101 074 L001800 366 074 M001800 0 074 N001800 91832 074 O001800 0 074 P001800 46 074 Q001800 0 074 R011800 0 074 R021800 0 074 R031800 0 074 R041800 416 074 S001800 0 074 T001800 91370 074 U011800 3745 074 U021800 1182 074 V011800 18.55 074 V021800 18.53 074 W001800 0.0000 074 X001800 8 074 Y001800 0 075 A001800 0 075 B001800 127814 076 001800 0.00 024 001900 N 025 D001901 0 025 D001902 0 025 D001903 0 025 D001904 0 025 D001905 0 025 D001906 0 025 D001907 0 025 D001908 0 028 A011900 397 028 A021900 0 028 A031900 0 028 A041900 900 028 B011900 495 028 B021900 0 028 B031900 0 028 B041900 795 028 C011900 2152 028 C021900 0 028 C031900 0 028 C041900 4243 028 D011900 338 028 D021900 0 028 D031900 0 028 D041900 2201 028 E011900 290 028 E021900 0 028 E031900 0 028 E041900 1348 PAGE 102 028 F011900 525 028 F021900 4142 028 F031900 0 028 F041900 694 028 G011900 4197 028 G021900 4142 028 G031900 0 028 G041900 10181 028 H001900 0 042 A001900 0 042 B001900 0 042 C001900 0 042 D001900 100 042 E001900 0 042 F001900 0 042 G001900 0 042 H001900 0 043 001900 15 044 001900 0 045 001900 Y 046 001900 N 047 001900 Y 048 001900 0.000 048 A011900 2500000 048 A021900 0.500 048 B011900 2500000 048 B021900 0.450 048 C011900 0 048 C021900 0.000 048 D011900 0 048 D021900 0.000 048 E011900 0 048 E021900 0.000 048 F011900 0 048 F021900 0.000 048 G011900 0 048 G021900 0.000 048 H011900 0 048 H021900 0.000 048 I011900 0 048 I021900 0.000 048 J011900 0 048 J021900 0.000 048 K011900 5000000 048 K021900 0.400 049 001900 N 050 001900 N 051 001900 N 052 001900 N 053 A001900 N 055 A001900 Y PAGE 103 055 B001900 Y 056 001900 Y 057 001900 N 058 A001900 N 059 001900 Y 060 A001900 Y 060 B001900 Y 061 001900 0 062 A001900 Y 062 B001900 0.0 062 C001900 0.0 062 D001900 0.0 062 E001900 0.0 062 F001900 0.0 062 G001900 0.0 062 H001900 0.0 062 I001900 0.0 062 J001900 0.0 062 K001900 0.0 062 L001900 0.0 062 M001900 0.0 062 N001900 0.0 062 O001900 0.0 062 P001900 96.4 062 Q001900 1.3 062 R001900 0.0 063 A001900 0 063 B001900 7.9 064 A001900 N 064 B001900 Y 065 001900 N 066 A001900 N 067 001900 N 068 A001900 N 068 B001900 N 069 001900 N 070 A011900 Y 070 A021900 N 070 B011900 Y 070 B021900 N 070 C011900 Y 070 C021900 N 070 D011900 Y 070 D021900 N 070 E011900 Y 070 E021900 N 070 F011900 N 070 F021900 N 070 G011900 Y 070 G021900 N 070 H011900 N PAGE 104 070 H021900 N 070 I011900 N 070 I021900 N 070 J011900 Y 070 J021900 Y 070 K011900 N 070 K021900 N 070 L011900 Y 070 L021900 Y 070 M011900 Y 070 M021900 Y 070 N011900 Y 070 N021900 N 070 O011900 Y 070 O021900 N 070 P011900 Y 070 P021900 N 070 Q011900 N 070 Q021900 N 070 R011900 N 070 R021900 N 071 A001900 14465 071 B001900 18037 071 C001900 51117 071 D001900 28 072 A001900 6 072 B001900 2224 072 C001900 33 072 D001900 0 072 E001900 0 072 F001900 130 072 G001900 36 072 H001900 0 072 I001900 0 072 J001900 86 072 K001900 0 072 L001900 6 072 M001900 1 072 N001900 0 072 O001900 0 072 P001900 0 072 Q001900 0 072 R001900 21 072 S001900 1 072 T001900 15 072 U001900 0 072 V001900 0 072 W001900 1 072 X001900 297 072 Y001900 0 072 Z001900 1960 PAGE 105 072AA001900 422 072BB001900 0 072CC011900 0 072CC021900 2161 072DD011900 3195 072DD021900 948 072EE001900 0 073 A011900 0.6700 073 A021900 0.6520 073 B001900 0.0000 073 C001900 0.0000 074 A001900 200 074 B001900 0 074 C001900 0 074 D001900 47859 074 E001900 654 074 F001900 0 074 G001900 0 074 H001900 0 074 I001900 0 074 J001900 160 074 K001900 0 074 L001900 1110 074 M001900 0 074 N001900 49983 074 O001900 233 074 P001900 24 074 Q001900 0 074 R011900 0 074 R021900 0 074 R031900 0 074 R041900 90 074 S001900 0 074 T001900 49636 074 U011900 5163 074 U021900 1596 074 V011900 7.35 074 V021900 7.34 074 W001900 0.0000 074 X001900 3 074 Y001900 547 075 A001900 0 075 B001900 52226 076 001900 0.00 024 002000 Y 025 A002001 CITIGROUP, INC. 025 B002001 13-1912900 025 C002001 E 025 D002001 476 025 A002002 BANK OF AMERICA CORP 025 B002002 56-2058405 PAGE 106 025 C002002 E 025 D002002 292 025 A002003 JPMORGAN CHASE & CO. 025 B002003 13-2624428 025 C002003 E 025 D002003 208 025 A002004 THE GOLDMAN SACHS GROUP, INC. 025 B002004 13-5108880 025 C002004 E 025 D002004 194 025 A002005 MERRILL LYNCH & CO. 025 B002005 13-2740599 025 C002005 E 025 D002005 187 025 A002006 WACHOVIA CORP. 025 B002006 56-1473727 025 C002006 E 025 D002006 149 025 A002007 FRANKLIN RESOURCES, INC. 025 B002007 13-2670991 025 C002007 E 025 D002007 139 025 A002008 MORGAN STANLEY 025 B002008 36-3145972 025 C002008 E 025 D002008 110 025 A002009 LEHMAN BROTHERS HOLDINGS, INC. 025 B002009 13-2518466 025 C002009 E 025 D002009 79 025 A002010 MELLON FINANCIAL CORP. 025 B002010 25-1233834 025 C002010 E 025 D002010 57 025 A002011 LEGG MASON 025 B002011 52-1200960 025 C002011 E 025 D002011 52 025 A002012 THE CHARLES SCHWAB CORP. 025 B002012 94-1737782 025 C002012 E 025 D002012 49 025 A002013 FEDERATED INVESTORS, INC. 025 B002013 25-1111467 025 C002013 E 025 D002013 30 025 A002014 MBIA, INC. 025 B002014 06-1185706 025 C002014 E 025 D002014 30 025 A002015 PNC FINANCIAL SERVICES GROUP PAGE 107 025 B002015 25-1435939 025 C002015 E 025 D002015 22 025 A002016 KEY CORP. 025 B002016 34-6542451 025 C002016 E 025 D002016 20 025 A002017 WADDELL & REED FINANCIAL, INC. 025 B002017 51-0261715 025 C002017 E 025 D002017 19 025 D002018 0 025 D002019 0 025 D002020 0 025 D002021 0 025 D002022 0 025 D002023 0 025 D002024 0 028 A012000 436 028 A022000 0 028 A032000 0 028 A042000 62 028 B012000 223 028 B022000 0 028 B032000 0 028 B042000 163 028 C012000 191 028 C022000 0 028 C032000 0 028 C042000 571 028 D012000 100 028 D022000 0 028 D032000 0 028 D042000 189 028 E012000 91 028 E022000 0 028 E032000 0 028 E042000 89 028 F012000 81 028 F022000 49 028 F032000 0 028 F042000 391 028 G012000 1122 028 G022000 49 028 G032000 0 028 G042000 1465 028 H002000 0 042 A002000 0 042 B002000 0 042 C002000 100 042 D002000 0 PAGE 108 042 E002000 0 042 F002000 0 042 G002000 0 042 H002000 0 043 002000 19 044 002000 0 045 002000 Y 046 002000 N 047 002000 Y 048 002000 0.000 048 A012000 2500000 048 A022000 0.650 048 B012000 2500000 048 B022000 0.550 048 C012000 0 048 C022000 0.000 048 D012000 0 048 D022000 0.000 048 E012000 0 048 E022000 0.000 048 F012000 0 048 F022000 0.000 048 G012000 0 048 G022000 0.000 048 H012000 0 048 H022000 0.000 048 I012000 0 048 I022000 0.000 048 J012000 0 048 J022000 0.000 048 K012000 5000000 048 K022000 0.500 049 002000 N 050 002000 N 051 002000 N 052 002000 N 053 A002000 Y 053 B002000 Y 053 C002000 N 055 A002000 N 055 B002000 N 056 002000 Y 057 002000 N 058 A002000 N 059 002000 Y 060 A002000 Y 060 B002000 Y 061 002000 0 062 A002000 N 062 B002000 0.0 062 C002000 0.0 PAGE 109 062 D002000 0.0 062 E002000 0.0 062 F002000 0.0 062 G002000 0.0 062 H002000 0.0 062 I002000 0.0 062 J002000 0.0 062 K002000 0.0 062 L002000 0.0 062 M002000 0.0 062 N002000 0.0 062 O002000 0.0 062 P002000 0.0 062 Q002000 0.0 062 R002000 0.0 063 A002000 0 063 B002000 0.0 066 A002000 Y 066 B002000 N 066 C002000 N 066 D002000 Y 066 E002000 N 066 F002000 N 066 G002000 N 067 002000 N 068 A002000 N 068 B002000 N 069 002000 N 070 A012000 Y 070 A022000 N 070 B012000 Y 070 B022000 N 070 C012000 N 070 C022000 N 070 D012000 Y 070 D022000 N 070 E012000 N 070 E022000 N 070 F012000 Y 070 F022000 N 070 G012000 Y 070 G022000 N 070 H012000 Y 070 H022000 N 070 I012000 N 070 I022000 N 070 J012000 Y 070 J022000 N 070 K012000 Y 070 K022000 N 070 L012000 Y PAGE 110 070 L022000 Y 070 M012000 Y 070 M022000 N 070 N012000 Y 070 N022000 N 070 O012000 Y 070 O022000 N 070 P012000 Y 070 P022000 N 070 Q012000 N 070 Q022000 N 070 R012000 Y 070 R022000 N 071 A002000 10144 071 B002000 10908 071 C002000 16184 071 D002000 63 072 A002000 6 072 B002000 0 072 C002000 107 072 D002000 0 072 E002000 0 072 F002000 52 072 G002000 36 072 H002000 0 072 I002000 0 072 J002000 60 072 K002000 0 072 L002000 29 072 M002000 1 072 N002000 0 072 O002000 0 072 P002000 0 072 Q002000 0 072 R002000 21 072 S002000 0 072 T002000 19 072 U002000 0 072 V002000 0 072 W002000 2 072 X002000 220 072 Y002000 105 072 Z002000 -8 072AA002000 701 072BB002000 0 072CC012000 0 072CC022000 785 072DD012000 6 072DD022000 43 072EE002000 0 073 A012000 0.0570 PAGE 111 073 A022000 0.0340 073 B002000 0.0000 073 C002000 0.0000 074 A002000 40 074 B002000 0 074 C002000 0 074 D002000 0 074 E002000 0 074 F002000 15894 074 G002000 0 074 H002000 0 074 I002000 0 074 J002000 6252 074 K002000 60 074 L002000 16 074 M002000 0 074 N002000 22262 074 O002000 5888 074 P002000 3 074 Q002000 0 074 R012000 0 074 R022000 0 074 R032000 0 074 R042000 122 074 S002000 0 074 T002000 16249 074 U012000 101 074 U022000 1277 074 V012000 11.87 074 V022000 11.79 074 W002000 0.0000 074 X002000 3 074 Y002000 0 075 A002000 0 075 B002000 16282 076 002000 0.00 024 002100 Y 025 A002101 CITIGROUP, INC. 025 B002101 13-1912900 025 C002101 E 025 D002101 559 025 A002102 CITIGROUP, INC. 025 B002102 13-1912900 025 C002102 D 025 D002102 409 025 A002103 BANK OF AMERICA CORP. 025 B002103 56-2058405 025 C002103 E 025 D002103 347 025 A002104 CREDIT SUISSE 025 B002104 13-1898818 PAGE 112 025 C002104 D 025 D002104 300 025 A002105 THE GOLDMAN SACHS GROUP 025 B002105 13-5108880 025 C002105 D 025 D002105 300 025 A002106 LEHMAN BROTHERS 025 B002106 13-2518466 025 C002106 D 025 D002106 299 025 A002107 BEAR STEARNS 025 B002107 13-3299429 025 C002107 D 025 D002107 289 025 A002108 BANK OF AMERICA CORP. 025 B002108 56-2058405 025 C002108 D 025 D002108 286 025 A002109 JPMORGAN CHASE & CO. 025 B002109 13-2624428 025 C002109 E 025 D002109 251 025 A002110 THE GOLDMAN SACHS GROUP 025 B002110 13-5108880 025 C002110 E 025 D002110 232 025 A002111 MERRILL LYNCH & CO. 025 B002111 13-2740599 025 C002111 E 025 D002111 220 025 A002112 JPMORGAN CHASE & CO. 025 B002112 13-2624428 025 C002112 D 025 D002112 204 025 A002113 MORGAN STANLEY 025 B002113 36-3145972 025 C002113 D 025 D002113 199 025 A002114 WACHOVIA, CORP. 025 B002114 56-1473727 025 C002114 E 025 D002114 179 025 A002115 FRANKLIN RESOURCES, INC. 025 B002115 13-2670991 025 C002115 E 025 D002115 169 025 A002116 MORGAN STANLEY 025 B002116 36-3145972 025 C002116 E 025 D002116 126 025 A002117 WACHOVIA CORP. PAGE 113 025 B002117 56-1473727 025 C002117 D 025 D002117 104 025 A002118 LEHMAN BROTHERS 025 B002118 13-2518466 025 C002118 E 025 D002118 99 025 A002119 LEGG MASON 025 B002119 52-1200960 025 C002119 D 025 D002119 94 025 A002120 MANULIFE FINACIAL CORP. 025 B002120 04-1414660 025 C002120 D 025 D002120 86 025 A002121 BNP PARIBAS, SA 025 B002121 N/A 025 C002121 D 025 D002121 84 025 A002122 UBS 025 B002122 13-3873456 025 C002122 E 025 D002122 83 025 A002123 BANCO BILBAO VIZCAYA ARGENTARIA 025 B002123 N/A 025 C002123 D 025 D002123 80 025 A002124 MELLON FINANCIAL CORP. 025 B002124 25-1233834 025 C002124 D 025 D002124 69 025 A002125 SOCIETE GENERALE 025 B002125 13-3863222 025 C002125 D 025 D002125 61 025 A002126 THE CHARLES SCHWAB CORP. 025 B002126 94-1737782 025 C002126 D 025 D002126 39 025 A002127 MBIA, INC. 025 B002127 06-1185706 025 C002127 D 025 D002127 36 025 A002128 KEYCORP 025 B002128 34-6542451 025 C002128 D 025 D002128 23 025 A002129 PNC FINANCIAL SERVICES GROUP, INC. 025 B002129 25-1435979 025 C002129 D 025 D002129 25 PAGE 114 025 A002130 WADDELL & REED FINANCIAL, INC. 025 B002130 51-0261715 025 C002130 D 025 D002130 22 025 A002131 CREDIT SUISSE 025 B002131 13-1898818 025 C002131 E 025 D002131 160 025 D002132 0 028 A012100 2626 028 A022100 0 028 A032100 0 028 A042100 27 028 B012100 2783 028 B022100 0 028 B032100 0 028 B042100 140 028 C012100 9320 028 C022100 0 028 C032100 0 028 C042100 45 028 D012100 3565 028 D022100 0 028 D032100 0 028 D042100 2628 028 E012100 5971 028 E022100 0 028 E032100 0 028 E042100 177 028 F012100 3161 028 F022100 338 028 F032100 0 028 F042100 149 028 G012100 27426 028 G022100 338 028 G032100 0 028 G042100 3166 028 H002100 0 042 A002100 0 042 B002100 0 042 C002100 0 042 D002100 0 042 E002100 0 042 F002100 0 042 G002100 0 042 H002100 0 043 002100 36 044 002100 0 045 002100 Y 046 002100 N 047 002100 Y PAGE 115 048 002100 0.000 048 A012100 2500000 048 A022100 0.550 048 B012100 2500000 048 B022100 0.450 048 C012100 0 048 C022100 0.000 048 D012100 0 048 D022100 0.000 048 E012100 0 048 E022100 0.000 048 F012100 0 048 F022100 0.000 048 G012100 0 048 G022100 0.000 048 H012100 0 048 H022100 0.000 048 I012100 0 048 I022100 0.000 048 J012100 0 048 J022100 0.000 048 K012100 5000000 048 K022100 0.400 049 002100 N 050 002100 N 051 002100 N 052 002100 N 053 A002100 Y 053 B002100 Y 053 C002100 N 055 A002100 N 055 B002100 N 056 002100 Y 057 002100 N 058 A002100 N 059 002100 Y 060 A002100 Y 060 B002100 Y 061 002100 0 062 A002100 N 062 B002100 0.0 062 C002100 0.0 062 D002100 0.0 062 E002100 0.0 062 F002100 0.0 062 G002100 0.0 062 H002100 0.0 062 I002100 0.0 062 J002100 0.0 062 K002100 0.0 062 L002100 0.0 PAGE 116 062 M002100 0.0 062 N002100 0.0 062 O002100 0.0 062 P002100 0.0 062 Q002100 0.0 062 R002100 0.0 063 A002100 0 063 B002100 0.0 066 A002100 Y 066 B002100 N 066 C002100 Y 066 D002100 N 066 E002100 N 066 F002100 N 066 G002100 N 067 002100 N 068 A002100 N 068 B002100 Y 069 002100 N 070 A012100 Y 070 A022100 Y 070 B012100 N 070 B022100 N 070 C012100 Y 070 C022100 N 070 D012100 N 070 D022100 N 070 E012100 N 070 E022100 N 070 F012100 Y 070 F022100 Y 070 G012100 N 070 G022100 N 070 H012100 N 070 H022100 N 070 I012100 N 070 I022100 N 070 J012100 Y 070 J022100 Y 070 K012100 Y 070 K022100 N 070 L012100 Y 070 L022100 Y 070 M012100 Y 070 M022100 Y 070 N012100 Y 070 N022100 N 070 O012100 Y 070 O022100 N 070 P012100 N 070 P022100 N PAGE 117 070 Q012100 N 070 Q022100 N 070 R012100 Y 070 R022100 N 071 A002100 36674 071 B002100 11636 071 C002100 34078 071 D002100 34 072 A002100 6 072 B002100 329 072 C002100 225 072 D002100 0 072 E002100 0 072 F002100 105 072 G002100 36 072 H002100 0 072 I002100 0 072 J002100 126 072 K002100 0 072 L002100 3 072 M002100 1 072 N002100 0 072 O002100 0 072 P002100 0 072 Q002100 0 072 R002100 21 072 S002100 0 072 T002100 36 072 U002100 0 072 V002100 0 072 W002100 6 072 X002100 334 072 Y002100 79 072 Z002100 299 072AA002100 0 072BB002100 150 072CC012100 440 072CC022100 0 072DD012100 42 072DD022100 177 072EE002100 120 073 A012100 0.0490 073 A022100 0.0470 073 B002100 0.0260 073 C002100 0.0000 074 A002100 762 074 B002100 0 074 C002100 2198 074 D002100 17280 074 E002100 0 074 F002100 31419 PAGE 118 074 G002100 0 074 H002100 0 074 I002100 0 074 J002100 3096 074 K002100 0 074 L002100 453 074 M002100 0 074 N002100 55208 074 O002100 3322 074 P002100 31 074 Q002100 0 074 R012100 0 074 R022100 0 074 R032100 0 074 R042100 53 074 S002100 0 074 T002100 51802 074 U012100 856 074 U022100 4017 074 V012100 10.65 074 V022100 10.62 074 W002100 0.0000 074 X002100 3 074 Y002100 49 075 A002100 0 075 B002100 38552 076 002100 0.00 024 002200 Y 025 A002201 CITIGROUP, INC. 025 B002201 13-1912900 025 C002201 E 025 D002201 458 025 A002202 BANK OF AMERICA CORP. 025 B002202 56-2058405 025 C002202 E 025 D002202 283 025 A002203 JPMORGAN CHASE & CO. 025 B002203 13-2624428 025 C002203 E 025 D002203 205 025 A002204 THE GOLDMAN SACHS GROUP, INC. 025 B002204 13-5108880 025 C002204 E 025 D002204 191 025 A002205 MERRILL LYNCH & CO. 025 B002205 13-2740599 025 C002205 E 025 D002205 182 025 A002206 WACHOVIA CORP. 025 B002206 56-1473727 025 C002206 E PAGE 119 025 D002206 144 025 A002207 FRANKLIN RESOURCES, INC. 025 B002207 13-2670991 025 C002207 E 025 D002207 139 025 A002208 MORGAN STANLEY 025 B002208 36-3145972 025 C002208 E 025 D002208 105 025 A002209 LEHMAN BROTHERS HOLDINGS, INC. 025 B002209 13-2518466 025 C002209 E 025 D002209 79 025 A002210 LEGG MASON, INC. 025 B002210 52-1200960 025 C002210 E 025 D002210 73 025 A002211 BNP PARIBAS, SA 025 C002211 E 025 D002211 69 025 A002212 ING GROEP NV 025 C002212 E 025 D002212 69 025 A002213 CREDIT SUISSE GROUP 025 B002213 13-1898818 025 C002213 E 025 D002213 66 025 A002214 MELLON FINANCIAL CORP. 025 B002214 25-123384 025 C002214 E 025 D002214 55 025 A002215 FEDERATED INVESTORS, INC. 025 B002215 25-1111467 025 C002215 E 025 D002215 32 025 A002216 THE CHARLES SCHWAB CORP. 025 B002216 94-1737782 025 C002216 E 025 D002216 32 025 A002217 MBIA, INC. 025 B002217 06-1185706 025 C002217 E 025 D002217 30 025 A002218 PNC FINANCIAL SERVICES GROUP, INC. 025 B002218 25-1435979 025 C002218 E 025 D002218 22 025 A002219 KEY CORP. 025 B002219 34-6542451 025 C002219 E 025 D002219 17 PAGE 120 025 A002220 WADDELL & REED FINANCIAL, INC. 025 B002220 51-0261715 025 C002220 E 025 D002220 17 025 A002221 BANCO BILBAO VIZCAYA ARGENTARIA, SA 025 C002221 E 025 D002221 9 025 D002222 0 025 D002223 0 025 D002224 0 028 A012200 2671 028 A022200 0 028 A032200 0 028 A042200 6 028 B012200 1878 028 B022200 0 028 B032200 0 028 B042200 3 028 C012200 1522 028 C022200 0 028 C032200 0 028 C042200 270 028 D012200 2238 028 D022200 0 028 D032200 0 028 D042200 1010 028 E012200 1270 028 E022200 0 028 E032200 0 028 E042200 117 028 F012200 732 028 F022200 201 028 F032200 0 028 F042200 87 028 G012200 10311 028 G022200 201 028 G032200 0 028 G042200 1493 028 H002200 0 042 A002200 0 042 B002200 0 042 C002200 100 042 D002200 0 042 E002200 0 042 F002200 0 042 G002200 0 042 H002200 0 043 002200 19 044 002200 0 045 002200 Y 046 002200 N PAGE 121 047 002200 Y 048 002200 0.000 048 A012200 2500000 048 A022200 0.650 048 B012200 2500000 048 B022200 0.550 048 C012200 0 048 C022200 0.000 048 D012200 0 048 D022200 0.000 048 E012200 0 048 E022200 0.000 048 F012200 0 048 F022200 0.000 048 G012200 0 048 G022200 0.000 048 H012200 0 048 H022200 0.000 048 I012200 0 048 I022200 0.000 048 J012200 0 048 J022200 0.000 048 K012200 5000000 048 K022200 0.500 049 002200 N 050 002200 N 051 002200 N 052 002200 N 053 A002200 Y 053 B002200 Y 053 C002200 N 055 A002200 N 055 B002200 N 056 002200 Y 057 002200 N 058 A002200 N 059 002200 Y 060 A002200 Y 060 B002200 Y 061 002200 0 062 A002200 N 062 B002200 0.0 062 C002200 0.0 062 D002200 0.0 062 E002200 0.0 062 F002200 0.0 062 G002200 0.0 062 H002200 0.0 062 I002200 0.0 062 J002200 0.0 062 K002200 0.0 PAGE 122 062 L002200 0.0 062 M002200 0.0 062 N002200 0.0 062 O002200 0.0 062 P002200 0.0 062 Q002200 0.0 062 R002200 0.0 063 A002200 0 063 B002200 0.0 066 A002200 Y 066 B002200 N 066 C002200 Y 066 D002200 N 066 E002200 N 066 F002200 N 066 G002200 N 067 002200 N 068 A002200 N 068 B002200 Y 069 002200 N 070 A012200 Y 070 A022200 N 070 B012200 N 070 B022200 N 070 C012200 Y 070 C022200 N 070 D012200 N 070 D022200 N 070 E012200 N 070 E022200 N 070 F012200 Y 070 F022200 Y 070 G012200 N 070 G022200 N 070 H012200 N 070 H022200 N 070 I012200 N 070 I022200 N 070 J012200 Y 070 J022200 Y 070 K012200 Y 070 K022200 N 070 L012200 Y 070 L022200 Y 070 M012200 Y 070 M022200 Y 070 N012200 Y 070 N022200 N 070 O012200 Y 070 O022200 N 070 P012200 N PAGE 123 070 P022200 N 070 Q012200 N 070 Q022200 N 070 R012200 Y 070 R022200 N 071 A002200 14271 071 B002200 6616 071 C002200 17826 071 D002200 37 072 A002200 6 072 B002200 14 072 C002200 168 072 D002200 0 072 E002200 0 072 F002200 69 072 G002200 36 072 H002200 0 072 I002200 0 072 J002200 126 072 K002200 0 072 L002200 2 072 M002200 1 072 N002200 0 072 O002200 0 072 P002200 0 072 Q002200 0 072 R002200 21 072 S002200 0 072 T002200 19 072 U002200 0 072 V002200 0 072 W002200 6 072 X002200 280 072 Y002200 134 072 Z002200 36 072AA002200 64 072BB002200 0 072CC012200 7 072CC022200 0 072DD012200 25 072DD022200 76 072EE002200 100 073 A012200 0.0460 073 A022200 0.0430 073 B002200 0.0430 073 C002200 0.0000 074 A002200 2927 074 B002200 0 074 C002200 997 074 D002200 0 074 E002200 0 PAGE 124 074 F002200 21134 074 G002200 0 074 H002200 0 074 I002200 0 074 J002200 2858 074 K002200 0 074 L002200 64 074 M002200 0 074 N002200 27980 074 O002200 2700 074 P002200 8 074 Q002200 0 074 R012200 0 074 R022200 0 074 R032200 0 074 R042200 54 074 S002200 0 074 T002200 25218 074 U012200 555 074 U022200 1835 074 V012200 10.57 074 V022200 10.55 074 W002200 0.0000 074 X002200 3 074 Y002200 174 075 A002200 0 075 B002200 21266 076 002200 0.00 024 002300 Y 025 A002301 CITIGROUP, INC. 025 B002301 13-1912900 025 C002301 E 025 D002301 157 025 A002302 THE CHARLES SCHWAB CORP. 025 B002302 94-1737782 025 C002302 E 025 D002302 77 025 A002303 THE GOLDMAN SACHS GROUP 025 B002303 13-5108880 025 C002303 E 025 D002303 61 025 A002304 UBS 025 B002304 13-3873456 025 C002304 E 025 D002304 53 025 A002305 CREDIT SUISSE 025 B002305 13-1898818 025 C002305 E 025 D002305 39 025 A002306 FRANKLIN RESOURCES, INC. 025 B002306 13-2670991 PAGE 125 025 C002306 E 025 D002306 31 025 D002307 0 025 D002308 0 028 A012300 0 028 A022300 0 028 A032300 0 028 A042300 0 028 B012300 0 028 B022300 0 028 B032300 0 028 B042300 0 028 C012300 0 028 C022300 0 028 C032300 0 028 C042300 0 028 D012300 0 028 D022300 0 028 D032300 0 028 D042300 0 028 E012300 5019 028 E022300 0 028 E032300 0 028 E042300 0 028 F012300 26 028 F022300 0 028 F032300 0 028 F042300 0 028 G012300 5045 028 G022300 0 028 G032300 0 028 G042300 0 028 H002300 0 042 A002300 0 042 B002300 0 042 C002300 100 042 D002300 0 042 E002300 0 042 F002300 0 042 G002300 0 042 H002300 0 043 002300 2 044 002300 0 045 002300 Y 046 002300 N 047 002300 Y 048 002300 0.000 048 A012300 2500000 048 A022300 0.750 048 B012300 2500000 048 B022300 0.650 PAGE 126 048 C012300 0 048 C022300 0.000 048 D012300 0 048 D022300 0.000 048 E012300 0 048 E022300 0.000 048 F012300 0 048 F022300 0.000 048 G012300 0 048 G022300 0.000 048 H012300 0 048 H022300 0.000 048 I012300 0 048 I022300 0.000 048 J012300 0 048 J022300 0.000 048 K012300 5000000 048 K022300 0.600 049 002300 N 050 002300 N 051 002300 N 052 002300 N 053 A002300 Y 053 B002300 Y 053 C002300 N 055 A002300 N 055 B002300 N 056 002300 Y 057 002300 N 058 A002300 N 059 002300 Y 060 A002300 Y 060 B002300 Y 061 002300 0 062 A002300 N 062 B002300 0.0 062 C002300 0.0 062 D002300 0.0 062 E002300 0.0 062 F002300 0.0 062 G002300 0.0 062 H002300 0.0 062 I002300 0.0 062 J002300 0.0 062 K002300 0.0 062 L002300 0.0 062 M002300 0.0 062 N002300 0.0 062 O002300 0.0 062 P002300 0.0 062 Q002300 0.0 PAGE 127 062 R002300 0.0 063 A002300 0 063 B002300 0.0 066 A002300 Y 066 B002300 N 066 C002300 N 066 D002300 Y 066 E002300 N 066 F002300 N 066 G002300 N 067 002300 N 068 A002300 N 068 B002300 N 069 002300 N 070 A012300 Y 070 A022300 N 070 B012300 Y 070 B022300 N 070 C012300 N 070 C022300 N 070 D012300 Y 070 D022300 N 070 E012300 Y 070 E022300 N 070 F012300 Y 070 F022300 N 070 G012300 Y 070 G022300 N 070 H012300 N 070 H022300 N 070 I012300 N 070 I022300 N 070 J012300 Y 070 J022300 N 070 K012300 N 070 K022300 N 070 L012300 Y 070 L022300 Y 070 M012300 Y 070 M022300 Y 070 N012300 Y 070 N022300 N 070 O012300 Y 070 O022300 N 070 P012300 Y 070 P022300 N 070 Q012300 N 070 Q022300 N 070 R012300 N 070 R022300 N 071 A002300 5284 PAGE 128 071 B002300 373 071 C002300 5089 071 D002300 7 072 A002300 6 072 B002300 1 072 C002300 18 072 D002300 0 072 E002300 0 072 F002300 6 072 G002300 13 072 H002300 0 072 I002300 0 072 J002300 24 072 K002300 0 072 L002300 1 072 M002300 0 072 N002300 0 072 O002300 0 072 P002300 0 072 Q002300 0 072 R002300 10 072 S002300 3 072 T002300 2 072 U002300 0 072 V002300 0 072 W002300 1 072 X002300 60 072 Y002300 48 072 Z002300 7 072AA002300 7 072BB002300 0 072CC012300 209 072CC022300 0 072DD012300 0 072DD022300 0 072EE002300 0 073 A012300 0.0000 073 A022300 0.0000 073 B002300 0.0000 073 C002300 0.0000 074 A002300 138 074 B002300 0 074 C002300 0 074 D002300 0 074 E002300 0 074 F002300 5139 074 G002300 0 074 H002300 0 074 I002300 0 074 J002300 19 074 K002300 15 PAGE 129 074 L002300 6 074 M002300 0 074 N002300 5317 074 O002300 10 074 P002300 1 074 Q002300 0 074 R012300 0 074 R022300 0 074 R032300 0 074 R042300 38 074 S002300 0 074 T002300 5268 074 U012300 10 074 U022300 494 074 V012300 10.45 074 V022300 10.44 074 W002300 0.0000 074 X002300 3 074 Y002300 0 075 A002300 0 075 B002300 5147 076 002300 0.00 SIGNATURE MARK D. GERSTEN TITLE TREASURER & C.F.O. EX-99.77E LEGAL 2 legal063005.txt LEGAL AllianceBernstein Variable Products Series Fund June-05 Exhibit 77E Legal Proceedings As has been previously reported in the press, the staff of the U.S. Securities and Exchange Commission ("SEC") and the New York Attorney General's Office ("NYAG") have been investigating practices in the mutual fund industry identified as "market timing" and "late trading" of mutual fund shares. Certain other regulatory authorities have also been conducting investigations into these practices within the industry and have requested that Alliance Capital Management L.P. (the "Adviser") provide information to them. The Adviser has been cooperating and will continue to cooperate with all of these authorities. On December 18, 2003, the Adviser confirmed that it had reached terms with the SEC and the NYAG for the resolution of regulatory claims relating to the practice of "market timing" mutual fund shares in some of the AllianceBernstein Mutual Funds. The agreement with the SEC is reflected in an Order of the Commission ("SEC Order"). The agreement with the NYAG is memorialized in an Assurrance of Discontinuance dated September 1, 2004 ("NYAG Order"). Among the key provisions of these agreements are the following: (i) The Adviser agreed to establish a $250 million fund (the "Reimbursement Fund") to compensate mutual fund shareholders for the adverse effects of market timing attributable to market timing relationships described in the SEC Order. According to the SEC Order, the Reimbursement Fund is to be paid, in order of priority, to fund investors based on (i) their aliquot share of losses suffered by the fund due to market timing, and (ii) a proportionate share of advisory fees paid by such fund during the period of such market timing; (ii) The Adviser agreed to reduce the advisory fees it receives from some of the AllianceBernstein long-term, open-end retail funds until December 31, 2008; and (iii) The Adviser agreed to implement changes to its governance and compliance procedures. Additionally, the SEC Order and the NYAG Order contemplate that the Adviser's registered investment company clients, including the Fund, will introduce governance and compliance changes. In anticipation of final, definitive documentation of the NYAG Order and Effective January 1, 2004, the Adviser began waiving a portion of its advisory fee with respect to certain AllianceBernstein funds. On September 7, 2004, the Fund's investment advisory agreement was amended to reflect the reduced advisory fees (please refer to the schedule below for details). A special committee of the Adviser's Board of Directors, comprised of the Members of the Adviser's Audit Committee and the other independent member of the Adviser's Board, is continuing to direct and oversee an internal investigation and a comprehensive review of the facts and circumstances relevant to the SEC's and the NYAG's investigations. In addition, the Independent Directors of the Fund ("the Independent Directors") have initiated an investigation of the above-mentioned matters with the advice of an independent economic consultant and independent counsel. The Independent Directors have formed a special committee to supervise the investigation. On October 2, 2003, a putative class action complaint entitled Hindo et al. v. AllianceBernstein Growth & Income Fund et al. (the "Hindo Complaint") was filed against the Adviser; Alliance Capital Management Holding L.P.; Alliance Capital Management Corporation; AXA Financial, Inc.; certain of the AllianceBernstein Mutual Funds, including the Fund; Gerald Malone; Charles Schaffran (collectively, the "Alliance Capital defendants"); and certain other defendants not affiliated with the Adviser. The Hindo Complaint was filed in the United States District Court for the Southern District of New York by alleged shareholders of two of the AllianceBernstein Mutual Funds. The Hindo Complaint alleges that certain of the Alliance Capital defendants failed to disclose that they improperly allowed certain hedge funds and other unidentified parties to engage in late trading and market timing of AllianceBernstein Fund securities, violating Sections 11 and 15 of the Securities Act, Sections 10(b) and 20(a) of the Exchange Act, and Sections 206 and 215 of the Advisers Act. Plaintiffs seek an unspecified amount of compensatory damages and rescission of their contracts with the Adviser, including recovery of all fees paid to the Adviser pursuant to such contracts. Since October 2, 2003, numerous additional lawsuits making factual Allegations similar to those in the Hindo Complaint were filed against the Adviser and certain other defendants, some of which name the Fund as a defendant. All of these lawsuits seek an unspecified amount of damages. The lawsuits are now pending in the United States District Court for the District of Maryland pursuant to a ruling by the Judicial Panel on Multidistrict Litigation transferring and centralizing all of the mutual fund cases involving market and late trading in the District of Maryland. As a result of the matters discussed above, investors in the AllianceBernstein Mutual Funds may choose to redeem their investments. This may require the AllianceBernstein Mutual Funds to sell investments held by those funds to provide for sufficient liquidity and could also have an adverse effect on the investment performance of the AllianceBernstein Mutual Funds. The Adviser and approximately twelve other investment management firms were publicly mentioned in connection with the settlement by the SEC of charges that an unaffiliated broker/dealer violated federal securities laws relating to its receipt of compensation for selling specific mutual funds and the disclosure of such compensation. The SEC indicated publicly that, among other things, it was considering enforcement action in connection with mutual funds' disclosure of such arrangements and in connection with the practice of considering mutual fund sales in the direction of brokerage commissions from fund portfolio transactions. The SEC issued subpoenas to the Adviser, and the NASD issued requests for information in connection with this matter and the Adviser provided documents and other information to the SEC and NASD and cooperated fully with the investigations. On June 8, 2005 the NASD announced that it had reached a settlement with the Distributor in connection with this matter. Management of the Adviser expects that the settlement has resolved both regulatory inquiries described above. On June 22, 2004, a purported class action complaint entitled Aucoin, et al. v. Alliance Capital Management L.P., et al. ("Aucoin Complaint") was filed against the Adviser, Alliance Capital Management Holding L.P., Alliance Capital Management Corporation, AXA Financial, Inc., AllianceBernstein Investment Research & Management, Inc., certain current and former directors of the AllianceBernstein Mutual Funds, and unnamed Doe defendants. The Aucoin Complaint names certain of the AllianceBernstein mutual funds as nominal defendants. The Aucoin Complaint was filed in the United States District Court for the Southern District of New York by an alleged shareholder of an AllianceBernstein mutual fund. The Aucoin Complaint alleges, among other things, (i) that certain of the defendants improperly authorized the payment of excessive commissions and other fees from fund assets to broker-dealers in exchange for preferential marketing services, (ii) that certain of the defendants misrepresented and omitted from registration statements and other reports material facts concerning such payments, and (iii) that certain defendants caused such conduct as control persons of other defendants. The Aucoin Complaint asserts claims for violation of Sections 34(b), 36(b) and 48(a) of the Investment Company Act, Sections 206 and 215 of the Advisers Act, breach of common law fiduciary duties, and aiding and abetting breaches of common law fiduciary duties. Plaintiffs seek an unspecified amount of compensatory damages and punitive damages, rescission of their contracts with the Adviser, including recovery of all fees paid to the Adviser pursuant to such contracts, an accounting of all fund related fees, commissions and soft dollar payments, and restitution of all unlawfully or discriminatorily obtained fees and expenses. Since June 22, 2004, numerous additional lawsuits making factual allegations substantially similar to those in the Aucoin Complaint were filed against the Adviser and certain other defendants, and others may be filed. It is possible that these matters and/or other developments resulting from These matters could result in increased redemptions of the Fund's shares or other adverse consequences to the Fund. However, the Adviser believes that these matters are not likely to have a material adverse effect on its ability to perform advisory services relating to the Fund. Advisory Fee Rates Reduced Annual Rates After Fee Waiver Effective January 1, 2004 Investment Advisory Agreement was amended on September 7, 2004 Portfolio 1st $2.5 billion Next $2.5 billion Over $5 billion AB VP Int'l Value Portfolio 0.75% 0.65% 0.60% AB VP Growth & Income 0.55% 0.45% 0.40% AB VP Global Bond Portfolio 0.45% 0.40% 0.35% AB VP Premier Growth Portfolio 0.75% 0.65% 0.60% AB VP U.S. Gvt High Grade 0.45% 0.40% 0.35% AB VP Total Return Portfolio 0.55% 0.45% 0.40% AB VP International Portfolio 0.75% 0.65% 0.60% AB VP Money Market Portfolio 0.45% 0.40% 0.35% AB VP Americas Gvt Income 0.50% 0.45% 0.40% AB VP Utility Income Portfolio 0.55% 0.45% 0.40% AB VP Global Dollar Gvt 0.50% 0.45% 0.40% AB VP Growth Portfolio 0.75% 0.65% 0.60% AB VP Worldwide Privitization 0.75% 0.65% 0.60% AB VP Small Cap Value Portfolio 0.75% 0.65% 0.60% AB VP Value Portfolio 0.55% 0.45% 0.40% AB VP Technology Portfolio 0.75% 0.65% 0.60% AB VP Small Cap Growth Portfolio 0.75% 0.65% 0.60% AB VP Real Estate Invt Portfolio 0.55% 0.45% 0.40% AB VP High Yield Portfolio 0.50% 0.45% 0.40% AB VP U.S. Large Cap Blended Style 0.65% 0.55% 0.50% **Fees based on the annual rate of the Portfolio's average daily net assets** -----END PRIVACY-ENHANCED MESSAGE-----