PAGE  1
000 A000000 09/30/2006
000 C000000 0001057861
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020 A000001 GOLDMAN, SACHS & CO.
020 B000001 13-5108880
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020 A000002 LEHMAN BROTHERS INC.
020 B000002 13-2518466
020 C000002      1
020 A000003 MERRIL LYNCH, PIERCE, FENNER & SMITH INC.
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022 B000001 11-2418191
022 C000001     10930
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022 A000002 J.P. MORGAN CHASE & CO.
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022 C000002      5153
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      PAGE  2
022 A000003 DEUTSCHE BANK SECURITIES INC.
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022 A000004 MORGAN STANLEY
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022 C000004      6044
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022 A000005 MERRILL LYNCH, PIERCE, FENNER & SMITH
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022 A000007 CREDIT SUISSE FIRST BOSTON CORPORATION
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022 A000010 FIRST TENNESSEE CAPITAL MARKETS
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SIGNATURE   ERIK D. NAVILOFF
TITLE       ASSISTANT TREASURER