-----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, BrRHGm2hPg5ch/ZIYvz2bcV+kKVikpeXJywQdpcfRVLe+m0RsBzE2Zgp97L30j9A lyOZQ0HOEfUBn6nYLLRE9g== 0000950144-02-012390.txt : 20021129 0000950144-02-012390.hdr.sgml : 20021128 20021129120745 ACCESSION NUMBER: 0000950144-02-012390 CONFORMED SUBMISSION TYPE: NSAR-A PUBLIC DOCUMENT COUNT: 10 CONFORMED PERIOD OF REPORT: 20020930 FILED AS OF DATE: 20021129 EFFECTIVENESS DATE: 20021129 FILER: COMPANY DATA: COMPANY CONFORMED NAME: NATIONS FUNDS TRUST CENTRAL INDEX KEY: 0001097519 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 0331 FILING VALUES: FORM TYPE: NSAR-A SEC ACT: 1940 Act SEC FILE NUMBER: 811-09645 FILM NUMBER: 02844736 BUSINESS ADDRESS: STREET 1: ONE BANK OF AMERICA PLAZA CITY: CHARLOTTE STATE: NC ZIP: 28255 BUSINESS PHONE: 8003217854 MAIL ADDRESS: STREET 1: ONE BANKOF AMERICA PLAZA CITY: CHARLOTTE STATE: NC ZIP: 28255 NSAR-A 1 answer.fil NATIONS FUNDS TRUST PAGE 1 000 A000000 09/30/2002 000 C000000 0001097519 000 D000000 N 000 E000000 F 000 F000000 Y 000 G000000 N 000 H000000 N 000 I000000 6.1 000 J000000 A 001 A000000 NATIONS FUNDS TRUST 001 B000000 811-09645 001 C000000 5013773481 002 A000000 ONE BANK OF AMERICA PLAZA 002 B000000 CHARLOTTE 002 C000000 NC 002 D010000 28255 003 000000 N 004 000000 N 005 000000 N 006 000000 N 007 A000000 Y 007 B000000 61 007 C010100 1 007 C020100 NATIONS HIGH YIELD BOND FUND 007 C030100 N 007 C010200 2 007 C020200 NATIONS MIDCAP INDEX FUND 007 C030200 N 007 C010300 3 007 C020300 MATIONS MARSICO 21ST CENTURY FUND 007 C030300 N 007 C010400 4 007 C020400 NATIONS KANSAS MUNICIPAL INCOME FUND 007 C030400 N 007 C010500 5 007 C020500 NATIONS MARSICO INT'L OPPORTUNITIES FUND 007 C030500 N 007 C010600 6 007 C020600 NATIONS GOVERNMENT SECURITIES FUND 007 C030600 N 007 C010700 7 007 C020700 NATIONS ASSET ALLOCATION FUND 007 C030700 N 007 C010800 8 007 C020800 NATIONS CLASSIC VALUE FUND 007 C030800 N 007 C010900 9 007 C020900 NATIONS FINANCIAL SERVICES FUND 007 C030900 N 007 C011000 10 007 C021000 NATIONS GLOBAL VALUE FUND PAGE 2 007 C031000 N 007 C011100 11 007 C021100 NATIONS MARSICO FOCUSED EQUITIES FUND 007 C031100 N 007 C011200 12 007 C021200 NATIONS MARSICO GROWTH FUND 007 C031200 N 007 C011300 13 007 C021300 NATIONS LIFEGOAL INCOME AND GROWTH PORTFOLIO 007 C031300 N 007 C011400 14 007 C021400 NATIONS LIFEGOAL GROWTH PORTFOLIO 007 C031400 N 007 C011500 15 007 C021500 NATIONS LIFEGOAL BALANCED GROWTH PORTFOLIO 007 C031500 N 007 C011600 16 007 C021600 NATIONS LARGECAP VALUE FUND 007 C031600 N 007 C011700 17 007 C021700 NATIONS MIDCAP VALUE FUND 007 C031700 N 007 C011800 18 007 C021800 NATIONS NEW YORK TAX-EXEMPT RESERVES 007 C031800 N 007 C011900 19 007 C021900 NATIONS CALIFORNIA INTERMEDIATE MUNI BOND 007 C031900 N 007 C012000 20 007 C022000 NATIONS RESEARCH FUND 007 C032000 N 007 C012100 21 007 C022100 NATIONS SMALLCAP VALUE FUND 007 C032100 N 007 C012200 22 007 C022200 CORPORATE BOND PORTFOLIO 007 C032200 N 007 C012300 23 007 C022300 HIGH INCOME PORTFOLIO 007 C032300 N 007 C012400 24 007 C022400 MORTGAGE & ASSET-BACKED SECURITIES PORTFOLIO 007 C032400 N 007 C012500 25 007 C022500 NATIONS VALUE FUND 007 C032500 N 007 C012600 26 007 C022600 NATIONS VIRGINIA INTERM. 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Y 070 I020200 N 070 J010200 Y 070 J020200 N 070 K010200 Y 070 K020200 Y 070 L010200 Y 070 L020200 N PAGE 19 070 M010200 Y 070 M020200 N 070 N010200 Y 070 N020200 Y 070 O010200 Y 070 O020200 N 070 P010200 Y 070 P020200 N 070 Q010200 Y 070 Q020200 N 070 R010200 Y 070 R020200 N 071 A000200 391044 071 B000200 66840 071 C000200 765088 071 D000200 9 072 A000200 6 072 B000200 23 072 C000200 4232 072 D000200 0 072 E000200 60 072 F000200 1564 072 G000200 899 072 H000200 0 072 I000200 98 072 J000200 27 072 K000200 0 072 L000200 18 072 M000200 7 072 N000200 24 072 O000200 0 072 P000200 0 072 Q000200 0 072 R000200 19 072 S000200 31 072 T000200 2 072 U000200 0 072 V000200 0 072 W000200 12 072 X000200 2701 072 Y000200 1331 072 Z000200 2945 072AA000200 376 072BB000200 0 072CC010200 225932 072CC020200 0 072DD010200 1361 072DD020200 2 072EE000200 7148 073 A010200 0.0100 073 A020200 0.0100 PAGE 20 073 B000200 0.0800 073 C000200 0.0000 074 A000200 7145 074 B000200 0 074 C000200 0 074 D000200 0 074 E000200 0 074 F000200 768488 074 G000200 0 074 H000200 0 074 I000200 53978 074 J000200 1238 074 K000200 0 074 L000200 484 074 M000200 0 074 N000200 831333 074 O000200 7159 074 P000200 66 074 Q000200 0 074 R010200 0 074 R020200 526 074 R030200 0 074 R040200 42537 074 S000200 0 074 T000200 781045 074 U010200 111934 074 U020200 298 074 V010200 6.96 074 V020200 6.97 074 W000200 0.0000 074 X000200 222 074 Y000200 107008 075 A000200 0 075 B000200 778115 076 000200 0.00 015 A000301 BANK OF NEW YORK 015 B000301 C 015 C010301 NEW YORK 015 C020301 NY 015 C030301 10286 015 E010301 X 024 000300 Y 025 A000301 LEHMAN BROTHERS HOLDINGS INC. 025 C000301 E 025 D000301 877 025 D000302 0 025 D000303 0 025 D000304 0 025 D000305 0 025 D000306 0 025 D000307 0 PAGE 21 025 D000308 0 028 A010300 777 028 A020300 0 028 A030300 0 028 A040300 2048 028 B010300 306 028 B020300 0 028 B030300 0 028 B040300 1761 028 C010300 229 028 C020300 0 028 C030300 0 028 C040300 1736 028 D010300 171 028 D020300 0 028 D030300 0 028 D040300 3019 028 E010300 555 028 E020300 0 028 E030300 0 028 E040300 1077 028 F010300 196 028 F020300 0 028 F030300 0 028 F040300 1236 028 G010300 2234 028 G020300 0 028 G030300 0 028 G040300 10877 028 H000300 615 029 000300 Y 030 A000300 8 030 B000300 5.75 030 C000300 0.00 031 A000300 1 031 B000300 0 032 000300 0 033 000300 7 034 000300 Y 035 000300 78 036 A000300 Y 036 B000300 0 037 000300 N 038 000300 0 039 000300 N 040 000300 Y 041 000300 Y 042 A000300 0 042 B000300 0 042 C000300 0 042 D000300 100 PAGE 22 042 E000300 0 042 F000300 0 042 G000300 0 042 H000300 0 043 000300 230 044 000300 0 045 000300 N 048 000300 0.000 048 A010300 0 048 A020300 0.000 048 B010300 0 048 B020300 0.000 048 C010300 0 048 C020300 0.000 048 D010300 0 048 D020300 0.000 048 E010300 0 048 E020300 0.000 048 F010300 0 048 F020300 0.000 048 G010300 0 048 G020300 0.000 048 H010300 0 048 H020300 0.000 048 I010300 0 048 I020300 0.000 048 J010300 0 048 J020300 0.000 048 K010300 0 048 K020300 0.000 055 A000300 N 055 B000300 N 056 000300 Y 057 000300 N 058 A000300 N 059 000300 Y 060 A000300 Y 060 B000300 Y 061 000300 1000 062 A000300 N 062 B000300 0.0 062 C000300 0.0 062 D000300 0.0 062 E000300 0.0 062 F000300 0.0 062 G000300 0.0 062 H000300 0.0 062 I000300 0.0 062 J000300 0.0 062 K000300 0.0 062 L000300 0.0 PAGE 23 062 M000300 0.0 062 N000300 0.0 062 O000300 0.0 062 P000300 0.0 062 Q000300 0.0 062 R000300 0.0 063 A000300 0 063 B000300 0.0 066 A000300 Y 066 B000300 N 066 C000300 Y 066 D000300 N 066 E000300 N 066 F000300 N 066 G000300 N 067 000300 N 068 A000300 N 068 B000300 N 069 000300 N 070 A010300 Y 070 A020300 N 070 B010300 Y 070 B020300 N 070 C010300 Y 070 C020300 N 070 D010300 Y 070 D020300 N 070 E010300 Y 070 E020300 N 070 F010300 Y 070 F020300 N 070 G010300 Y 070 G020300 N 070 H010300 Y 070 H020300 N 070 I010300 N 070 I020300 N 070 J010300 Y 070 J020300 Y 070 K010300 Y 070 K020300 Y 070 L010300 Y 070 L020300 Y 070 M010300 Y 070 M020300 N 070 N010300 Y 070 N020300 Y 070 O010300 Y 070 O020300 N 070 P010300 Y 070 P020300 N PAGE 24 070 Q010300 N 070 Q020300 N 070 R010300 N 070 R020300 N 071 A000300 88861 071 B000300 86913 071 C000300 58014 071 D000300 150 072 A000300 6 072 B000300 11 072 C000300 203 072 D000300 0 072 E000300 5 072 F000300 222 072 G000300 68 072 H000300 0 072 I000300 18 072 J000300 4 072 K000300 0 072 L000300 39 072 M000300 7 072 N000300 33 072 O000300 0 072 P000300 0 072 Q000300 0 072 R000300 10 072 S000300 23 072 T000300 230 072 U000300 0 072 V000300 0 072 W000300 1 072 X000300 655 072 Y000300 0 072 Z000300 -436 072AA000300 0 072BB000300 1739 072CC010300 0 072CC020300 5620 072DD010300 0 072DD020300 0 072EE000300 0 073 A010300 0.0000 073 A020300 0.0000 073 B000300 0.0000 073 C000300 0.0000 074 A000300 0 074 B000300 0 074 C000300 600 074 D000300 0 074 E000300 689 074 F000300 48128 PAGE 25 074 G000300 0 074 H000300 0 074 I000300 3718 074 J000300 2731 074 K000300 0 074 L000300 4 074 M000300 0 074 N000300 55870 074 O000300 2301 074 P000300 32 074 Q000300 0 074 R010300 0 074 R020300 0 074 R030300 0 074 R040300 4031 074 S000300 0 074 T000300 49506 074 U010300 375 074 U020300 7758 074 V010300 6.21 074 V020300 6.17 074 W000300 0.0000 074 X000300 6243 074 Y000300 0 075 A000300 0 075 B000300 58694 076 000300 0.00 015 A000401 BANK OF NEW YORK 015 B000401 C 015 C010401 NEW YORK 015 C020401 NY 015 C030401 10286 015 E010401 X 024 000400 N 025 D000401 0 025 D000402 0 025 D000403 0 025 D000404 0 025 D000405 0 025 D000406 0 025 D000407 0 025 D000408 0 028 A010400 1148 028 A020400 0 028 A030400 0 028 A040400 7166 028 B010400 774 028 B020400 28 028 B030400 0 028 B040400 2056 028 C010400 352 PAGE 26 028 C020400 14 028 C030400 0 028 C040400 732 028 D010400 1418 028 D020400 14 028 D030400 0 028 D040400 427 028 E010400 2117 028 E020400 16 028 E030400 0 028 E040400 1532 028 F010400 2641 028 F020400 46 028 F030400 0 028 F040400 1743 028 G010400 8450 028 G020400 118 028 G030400 0 028 G040400 13656 028 H000400 4958 029 000400 Y 030 A000400 8 030 B000400 3.25 030 C000400 0.00 031 A000400 1 031 B000400 0 032 000400 0 033 000400 7 034 000400 Y 035 000400 8 036 A000400 Y 036 B000400 0 037 000400 N 038 000400 0 039 000400 N 040 000400 Y 041 000400 Y 042 A000400 0 042 B000400 0 042 C000400 0 042 D000400 100 042 E000400 0 042 F000400 0 042 G000400 0 042 H000400 0 043 000400 4 044 000400 0 045 000400 Y 046 000400 N 047 000400 Y 048 000400 0.500 PAGE 27 048 A010400 0 048 A020400 0.000 048 B010400 0 048 B020400 0.000 048 C010400 0 048 C020400 0.000 048 D010400 0 048 D020400 0.000 048 E010400 0 048 E020400 0.000 048 F010400 0 048 F020400 0.000 048 G010400 0 048 G020400 0.000 048 H010400 0 048 H020400 0.000 048 I010400 0 048 I020400 0.000 048 J010400 0 048 J020400 0.000 048 K010400 0 048 K020400 0.000 049 000400 N 050 000400 N 051 000400 N 052 000400 N 053 A000400 Y 053 B000400 Y 053 C000400 N 054 A000400 Y 054 B000400 Y 054 C000400 Y 054 D000400 N 054 E000400 N 054 F000400 N 054 G000400 Y 054 H000400 N 054 I000400 N 054 J000400 Y 054 K000400 N 054 L000400 Y 054 M000400 Y 054 N000400 N 054 O000400 Y 055 A000400 N 055 B000400 N 056 000400 Y 057 000400 N 058 A000400 N 059 000400 Y 060 A000400 N PAGE 28 060 B000400 N 061 000400 1000 062 A000400 Y 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 98.3 062 P000400 0.0 062 Q000400 0.0 062 R000400 0.1 063 A000400 0 063 B000400 7.6 064 A000400 Y 064 B000400 N 066 A000400 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 Y 070 C020400 N 070 D010400 Y 070 D020400 N 070 E010400 Y 070 E020400 N 070 F010400 Y 070 F020400 N 070 G010400 Y 070 G020400 N 070 H010400 Y 070 H020400 N 070 I010400 Y 070 I020400 N 070 J010400 Y 070 J020400 N 070 K010400 Y 070 K020400 Y PAGE 29 070 L010400 Y 070 L020400 N 070 M010400 Y 070 M020400 N 070 N010400 Y 070 N020400 N 070 O010400 Y 070 O020400 Y 070 P010400 Y 070 P020400 N 070 Q010400 Y 070 Q020400 N 070 R010400 Y 070 R020400 N 071 A000400 15156 071 B000400 16903 071 C000400 96412 071 D000400 16 072 A000400 6 072 B000400 2364 072 C000400 8 072 D000400 0 072 E000400 0 072 F000400 246 072 G000400 108 072 H000400 0 072 I000400 17 072 J000400 3 072 K000400 0 072 L000400 10 072 M000400 7 072 N000400 5 072 O000400 0 072 P000400 0 072 Q000400 0 072 R000400 12 072 S000400 23 072 T000400 4 072 U000400 0 072 V000400 0 072 W000400 8 072 X000400 443 072 Y000400 144 072 Z000400 2073 072AA000400 0 072BB000400 43 072CC010400 4418 072CC020400 0 072DD010400 2015 072DD020400 57 072EE000400 212 PAGE 30 073 A010400 0.2200 073 A020400 0.2100 073 B000400 0.0200 073 C000400 0.0000 074 A000400 1 074 B000400 0 074 C000400 0 074 D000400 98971 074 E000400 0 074 F000400 0 074 G000400 0 074 H000400 0 074 I000400 108 074 J000400 550 074 K000400 0 074 L000400 1619 074 M000400 0 074 N000400 101249 074 O000400 0 074 P000400 19 074 Q000400 0 074 R010400 0 074 R020400 0 074 R030400 0 074 R040400 508 074 S000400 0 074 T000400 100722 074 U010400 8866 074 U020400 642 074 V010400 10.59 074 V020400 10.59 074 W000400 0.0000 074 X000400 27 074 Y000400 4068 075 A000400 0 075 B000400 98314 076 000400 0.00 015 A000501 BANK OF NEW YORK 015 B000501 C 015 C010501 NEW YORK 015 C020501 NY 015 C030501 10286 015 E040501 X 024 000500 Y 025 A000501 BANCO POPOLARE DI VERNOA E NOVARA SCRL 025 C000501 E 025 D000501 571 025 A000502 BNP PARIBAS SA 025 C000502 E 025 D000502 357 025 A000503 KOOKMIN BANK PAGE 31 025 C000503 E 025 D000503 367 025 A000504 ROYAL BANK OF SCOTLAND PLC 025 C000504 E 025 D000504 1266 025 A000505 STANDARD CHARTERED PLC 025 C000505 E 025 D000505 867 025 A000506 SMITHS GROUP PLC 025 C000506 E 025 D000506 1086 025 D000507 0 025 D000508 0 025 D000509 0 025 D000510 0 025 D000511 0 025 D000512 0 025 D000513 0 025 D000514 0 025 D000515 0 025 D000516 0 028 A010500 1358 028 A020500 0 028 A030500 0 028 A040500 1166 028 B010500 1250 028 B020500 0 028 B030500 0 028 B040500 1058 028 C010500 4028 028 C020500 0 028 C030500 0 028 C040500 73 028 D010500 5386 028 D020500 0 028 D030500 0 028 D040500 650 028 E010500 8203 028 E020500 0 028 E030500 0 028 E040500 740 028 F010500 7360 028 F020500 0 028 F030500 0 028 F040500 773 028 G010500 27585 028 G020500 0 028 G030500 0 028 G040500 4460 028 H000500 646 029 000500 Y PAGE 32 030 A000500 9 030 B000500 5.75 030 C000500 0.00 031 A000500 1 031 B000500 0 032 000500 0 033 000500 8 034 000500 Y 035 000500 3 036 A000500 Y 036 B000500 0 037 000500 Y 038 000500 0 039 000500 N 040 000500 Y 041 000500 Y 042 A000500 0 042 B000500 0 042 C000500 0 042 D000500 100 042 E000500 0 042 F000500 0 042 G000500 0 042 H000500 0 043 000500 16 044 000500 0 045 000500 N 048 000500 0.000 048 A010500 0 048 A020500 0.000 048 B010500 0 048 B020500 0.000 048 C010500 0 048 C020500 0.000 048 D010500 0 048 D020500 0.000 048 E010500 0 048 E020500 0.000 048 F010500 0 048 F020500 0.000 048 G010500 0 048 G020500 0.000 048 H010500 0 048 H020500 0.000 048 I010500 0 048 I020500 0.000 048 J010500 0 048 J020500 0.000 048 K010500 0 048 K020500 0.000 055 A000500 N PAGE 33 055 B000500 N 056 000500 Y 057 000500 N 058 A000500 N 059 000500 Y 060 A000500 Y 060 B000500 Y 061 000500 1000 062 A000500 N 062 B000500 0.0 062 C000500 0.0 062 D000500 0.0 062 E000500 0.0 062 F000500 0.0 062 G000500 0.0 062 H000500 0.0 062 I000500 0.0 062 J000500 0.0 062 K000500 0.0 062 L000500 0.0 062 M000500 0.0 062 N000500 0.0 062 O000500 0.0 062 P000500 0.0 062 Q000500 0.0 062 R000500 0.0 063 A000500 0 063 B000500 0.0 066 A000500 Y 066 B000500 N 066 C000500 Y 066 D000500 N 066 E000500 N 066 F000500 N 066 G000500 N 067 000500 N 068 A000500 N 068 B000500 Y 069 000500 N 070 A010500 N 070 A020500 N 070 B010500 Y 070 B020500 N 070 C010500 N 070 C020500 N 070 D010500 N 070 D020500 N 070 E010500 N 070 E020500 N 070 F010500 Y 070 F020500 N PAGE 34 070 G010500 N 070 G020500 N 070 H010500 N 070 H020500 N 070 I010500 N 070 I020500 N 070 J010500 Y 070 J020500 Y 070 K010500 Y 070 K020500 Y 070 L010500 Y 070 L020500 Y 070 M010500 Y 070 M020500 Y 070 N010500 Y 070 N020500 Y 070 O010500 Y 070 O020500 N 070 P010500 Y 070 P020500 N 070 Q010500 N 070 Q020500 N 070 R010500 N 070 R020500 N 071 A000500 29748 071 B000500 8200 071 C000500 13172 071 D000500 62 072 A000500 6 072 B000500 11 072 C000500 97 072 D000500 0 072 E000500 1 072 F000500 54 072 G000500 15 072 H000500 0 072 I000500 3 072 J000500 20 072 K000500 0 072 L000500 27 072 M000500 10 072 N000500 18 072 O000500 0 072 P000500 0 072 Q000500 0 072 R000500 9 072 S000500 22 072 T000500 16 072 U000500 0 072 V000500 0 072 W000500 1 PAGE 35 072 X000500 195 072 Y000500 78 072 Z000500 -8 072AA000500 0 072BB000500 574 072CC010500 0 072CC020500 2306 072DD010500 0 072DD020500 0 072EE000500 0 073 A010500 0.0000 073 A020500 0.0000 073 B000500 0.0000 073 C000500 0.0000 074 A000500 647 074 B000500 0 074 C000500 2000 074 D000500 0 074 E000500 1616 074 F000500 23969 074 G000500 0 074 H000500 0 074 I000500 2071 074 J000500 869 074 K000500 0 074 L000500 37 074 M000500 0 074 N000500 31209 074 O000500 1870 074 P000500 16 074 Q000500 0 074 R010500 0 074 R020500 0 074 R030500 0 074 R040500 2042 074 S000500 0 074 T000500 27281 074 U010500 3169 074 U020500 652 074 V010500 7.16 074 V020500 7.12 074 W000500 0.0000 074 X000500 440 074 Y000500 0 075 A000500 0 075 B000500 13418 076 000500 0.00 015 A000601 BANK OF NEW YORK 015 B000601 C 015 C010601 NEW YORK 015 C020601 NY PAGE 36 015 C030601 10286 015 E010601 X 024 000600 N 025 D000601 0 025 D000602 0 025 D000603 0 025 D000604 0 025 D000605 0 025 D000606 0 025 D000607 0 025 D000608 0 028 A010600 24752 028 A020600 0 028 A030600 0 028 A040600 28563 028 B010600 32738 028 B020600 201 028 B030600 0 028 B040600 33206 028 C010600 24836 028 C020600 215 028 C030600 0 028 C040600 33523 028 D010600 30514 028 D020600 192 028 D030600 0 028 D040600 29889 028 E010600 10797 028 E020600 189 028 E030600 0 028 E040600 15136 028 F010600 5212 028 F020600 369 028 F030600 0 028 F040600 6746 028 G010600 128849 028 G020600 1166 028 G030600 0 028 G040600 147063 028 H000600 85376 029 000600 Y 030 A000600 121 030 B000600 4.75 030 C000600 0.00 031 A000600 15 031 B000600 0 032 000600 0 033 000600 106 034 000600 Y 035 000600 78 036 A000600 Y PAGE 37 036 B000600 0 037 000600 N 038 000600 0 039 000600 N 040 000600 Y 041 000600 Y 042 A000600 0 042 B000600 0 042 C000600 0 042 D000600 100 042 E000600 0 042 F000600 0 042 G000600 0 042 H000600 0 043 000600 357 044 000600 0 045 000600 Y 046 000600 N 047 000600 Y 048 000600 0.000 048 A010600 200000 048 A020600 0.500 048 B010600 50000 048 B020600 0.450 048 C010600 0 048 C020600 0.000 048 D010600 0 048 D020600 0.000 048 E010600 0 048 E020600 0.000 048 F010600 0 048 F020600 0.000 048 G010600 0 048 G020600 0.000 048 H010600 0 048 H020600 0.000 048 I010600 0 048 I020600 0.000 048 J010600 0 048 J020600 0.000 048 K010600 250000 048 K020600 0.400 049 000600 N 050 000600 N 051 000600 N 052 000600 N 053 A000600 Y 053 B000600 Y 053 C000600 N 054 A000600 Y 054 B000600 Y PAGE 38 054 C000600 Y 054 D000600 N 054 E000600 N 054 F000600 N 054 G000600 Y 054 H000600 N 054 I000600 N 054 J000600 Y 054 K000600 N 054 L000600 Y 054 M000600 Y 054 N000600 N 054 O000600 Y 055 A000600 N 055 B000600 N 056 000600 Y 057 000600 N 058 A000600 N 059 000600 Y 060 A000600 Y 060 B000600 Y 061 000600 1000 062 A000600 Y 062 B000600 0.0 062 C000600 0.0 062 D000600 0.0 062 E000600 0.0 062 F000600 0.0 062 G000600 0.0 062 H000600 0.0 062 I000600 0.0 062 J000600 0.0 062 K000600 0.0 062 L000600 14.1 062 M000600 30.1 062 N000600 13.3 062 O000600 0.0 062 P000600 28.4 062 Q000600 0.0 062 R000600 25.0 063 A000600 0 063 B000600 8.3 064 A000600 N 064 B000600 N 066 A000600 N 067 000600 N 068 A000600 N 068 B000600 N 069 000600 N 070 A010600 Y 070 A020600 N PAGE 39 070 B010600 Y 070 B020600 N 070 C010600 Y 070 C020600 N 070 D010600 Y 070 D020600 N 070 E010600 Y 070 E020600 Y 070 F010600 Y 070 F020600 N 070 G010600 Y 070 G020600 N 070 H010600 Y 070 H020600 N 070 I010600 Y 070 I020600 N 070 J010600 Y 070 J020600 N 070 K010600 Y 070 K020600 Y 070 L010600 Y 070 L020600 N 070 M010600 Y 070 M020600 N 070 N010600 Y 070 N020600 Y 070 O010600 Y 070 O020600 N 070 P010600 Y 070 P020600 N 070 Q010600 Y 070 Q020600 N 070 R010600 Y 070 R020600 N 071 A000600 229505 071 B000600 192889 071 C000600 217321 071 D000600 89 072 A000600 6 072 B000600 5087 072 C000600 480 072 D000600 0 072 E000600 18 072 F000600 669 072 G000600 306 072 H000600 0 072 I000600 47 072 J000600 16 072 K000600 0 072 L000600 18 072 M000600 7 PAGE 40 072 N000600 33 072 O000600 0 072 P000600 0 072 Q000600 0 072 R000600 18 072 S000600 50 072 T000600 357 072 U000600 0 072 V000600 0 072 W000600 17 072 X000600 1538 072 Y000600 182 072 Z000600 4229 072AA000600 9149 072BB000600 0 072CC010600 15784 072CC020600 0 072DD010600 2698 072DD020600 1531 072EE000600 0 073 A010600 0.1700 073 A020600 0.1600 073 B000600 0.0000 073 C000600 0.0000 074 A000600 0 074 B000600 0 074 C000600 39961 074 D000600 202876 074 E000600 0 074 F000600 0 074 G000600 0 074 H000600 0 074 I000600 70540 074 J000600 6866 074 K000600 0 074 L000600 2819 074 M000600 1227 074 N000600 324289 074 O000600 0 074 P000600 131 074 Q000600 0 074 R010600 0 074 R020600 0 074 R030600 0 074 R040600 41674 074 S000600 0 074 T000600 282484 074 U010600 14936 074 U020600 11451 074 V010600 10.71 074 V020600 10.69 PAGE 41 074 W000600 0.0000 074 X000600 4795 074 Y000600 228077 075 A000600 0 075 B000600 277523 076 000600 0.00 015 A000701 BANK OF NEW YORK 015 B000701 C 015 C010701 NEW YORK 015 C020701 NY 015 C030701 10286 015 E010701 X 024 000700 Y 025 A000701 CHARTER ONE FINANCIAL, INC. 025 C000701 E 025 D000701 3689 025 A000702 CITIGROUP INC. 025 C000702 E 025 D000702 1601 025 A000703 FIFTH THIRD BANCORP 025 C000703 E 025 D000703 1685 025 A000704 TCF FINANCIAL CORPORATION 025 C000704 E 025 D000704 1524 025 A000705 WELLS FARGO & COMPANY 025 C000705 E 025 D000705 2890 025 A000706 MERRILL LYNCH & COMPANY, INC. 025 C000706 E 025 D000706 1920 025 A000707 BANK ONE CORPORATION 025 C000707 D 025 D000707 789 025 A000708 CITIGROUP INC. 025 C000708 D 025 D000708 567 025 A000709 CITIGROUP INC. 025 C000709 D 025 D000709 159 025 A000710 GOLDEN STATE HOLDINGS, ESCROW COPORATION 025 C000710 D 025 D000710 41 025 A000711 GOLDEN WEST FINANCIAL CORPORATION 025 C000711 D 025 D000711 243 025 A000712 J.P. MORGAN CHASE & COMPANY 025 C000712 D 025 D000712 422 025 A000713 MELLON FUNDING CORPORATION 025 C000713 D PAGE 42 025 D000713 267 025 A000714 DELETE 025 D000714 0 025 A000715 DELETE 025 D000715 0 025 A000716 PNC FUNDING CORPORATION 025 C000716 D 025 D000716 322 025 A000717 POPULAR NORTH AMERICA INC., SERIES E 025 C000717 D 025 D000717 375 025 A000718 REGIONS FINANCIAL CORPORATION 025 C000718 D 025 D000718 170 025 A000719 US BANK N.A., MINNESOTA 025 C000719 D 025 D000719 478 025 A000720 WACHOVIA CORPORATION 025 C000720 D 025 D000720 621 025 A000721 WASHINGTON MUTUAL, INC. 025 C000721 D 025 D000721 790 025 A000722 DELETE 025 D000722 0 025 A000723 WELLS FARGO FINANCIAL, INC. 025 C000723 D 025 D000723 409 025 A000724 BEAR STEARNS COMPANIES, INC. 025 C000724 D 025 D000724 359 025 A000725 CREDIT SUISSE FIRST BOSTON USA, INC. 025 C000725 D 025 D000725 651 025 A000726 DELETE 025 D000726 0 025 A000727 GOLDMAN SACHS GROUP INC. 025 C000727 D 025 D000727 310 025 A000728 DELETE 025 D000728 0 025 A000729 LEHMAN BROTHERS HOLDINGS INC. 025 C000729 D 025 D000729 282 025 A000730 MERRILL LYNCH & COMPANY, INC. 025 C000730 D 025 D000730 306 025 A000731 MORGAN STANLEY DEAN WITTER & COMPANY 025 C000731 D 025 D000731 885 025 A000732 DELETE PAGE 43 025 D000732 0 025 D000733 0 025 D000734 0 025 D000735 0 025 D000736 0 025 D000737 0 025 D000738 0 025 D000739 0 025 D000740 0 028 A010700 1196 028 A020700 0 028 A030700 0 028 A040700 5953 028 B010700 2810 028 B020700 0 028 B030700 0 028 B040700 7126 028 C010700 1814 028 C020700 1029 028 C030700 0 028 C040700 8359 028 D010700 701 028 D020700 0 028 D030700 0 028 D040700 16136 028 E010700 3098 028 E020700 0 028 E030700 0 028 E040700 7368 028 F010700 1502 028 F020700 1247 028 F030700 0 028 F040700 10020 028 G010700 11121 028 G020700 2276 028 G030700 0 028 G040700 54962 028 H000700 5809 029 000700 Y 030 A000700 28 030 B000700 5.75 030 C000700 0.00 031 A000700 4 031 B000700 0 032 000700 0 033 000700 24 034 000700 Y 035 000700 116 036 A000700 Y 036 B000700 0 037 000700 N PAGE 44 038 000700 0 039 000700 N 040 000700 Y 041 000700 Y 042 A000700 0 042 B000700 0 042 C000700 0 042 D000700 100 042 E000700 0 042 F000700 0 042 G000700 0 042 H000700 0 043 000700 785 044 000700 0 045 000700 Y 046 000700 N 047 000700 Y 048 000700 0.650 048 A010700 0 048 A020700 0.000 048 B010700 0 048 B020700 0.000 048 C010700 0 048 C020700 0.000 048 D010700 0 048 D020700 0.000 048 E010700 0 048 E020700 0.000 048 F010700 0 048 F020700 0.000 048 G010700 0 048 G020700 0.000 048 H010700 0 048 H020700 0.000 048 I010700 0 048 I020700 0.000 048 J010700 0 048 J020700 0.000 048 K010700 0 048 K020700 0.000 049 000700 N 050 000700 N 051 000700 N 052 000700 N 053 A000700 N 054 A000700 Y 054 B000700 Y 054 C000700 Y 054 D000700 N 054 E000700 N 054 F000700 N PAGE 45 054 G000700 Y 054 H000700 N 054 I000700 N 054 J000700 Y 054 K000700 N 054 L000700 Y 054 M000700 Y 054 N000700 N 054 O000700 Y 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 1000 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 Y 068 A000700 N 068 B000700 N 069 000700 N 070 A010700 Y 070 A020700 N PAGE 46 070 B010700 Y 070 B020700 Y 070 C010700 Y 070 C020700 N 070 D010700 Y 070 D020700 N 070 E010700 Y 070 E020700 Y 070 F010700 Y 070 F020700 N 070 G010700 Y 070 G020700 N 070 H010700 Y 070 H020700 N 070 I010700 Y 070 I020700 N 070 J010700 Y 070 J020700 Y 070 K010700 Y 070 K020700 Y 070 L010700 Y 070 L020700 Y 070 M010700 Y 070 M020700 N 070 N010700 Y 070 N020700 Y 070 O010700 Y 070 O020700 Y 070 P010700 Y 070 P020700 N 070 Q010700 Y 070 Q020700 N 071 A000700 474946 071 B000700 506823 071 C000700 332453 071 D000700 143 072 A000700 6 072 B000700 3249 072 C000700 1760 072 D000700 0 072 E000700 12 072 F000700 1108 072 G000700 392 072 H000700 0 072 I000700 66 072 J000700 21 072 K000700 0 072 L000700 105 072 M000700 7 072 N000700 29 072 O000700 0 PAGE 47 072 P000700 0 072 Q000700 0 072 R000700 16 072 S000700 29 072 T000700 785 072 U000700 0 072 V000700 0 072 W000700 9 072 X000700 2567 072 Y000700 1 072 Z000700 2455 072AA000700 0 072BB000700 17930 072CC010700 0 072CC020700 44744 072DD010700 380 072DD020700 2118 072EE000700 0 073 A010700 0.1800 073 A020700 0.1600 073 B000700 0.0000 073 C000700 0.0000 074 A000700 0 074 B000700 0 074 C000700 0 074 D000700 129117 074 E000700 0 074 F000700 148215 074 G000700 0 074 H000700 0 074 I000700 59210 074 J000700 613 074 K000700 0 074 L000700 2103 074 M000700 0 074 N000700 339258 074 O000700 44725 074 P000700 218 074 Q000700 0 074 R010700 0 074 R020700 0 074 R030700 0 074 R040700 6528 074 S000700 0 074 T000700 287787 074 U010700 2084 074 U020700 15291 074 V010700 16.59 074 V020700 16.59 074 W000700 0.0000 074 X000700 11250 PAGE 48 074 Y000700 130285 075 A000700 0 075 B000700 339391 076 000700 0.00 015 A000801 BANK OF NEW YORK 015 B000801 C 015 C010801 NEW YORK 015 C020801 NY 015 C030801 10286 015 E010801 X 024 000800 Y 025 A000801 FLEETBOSTON FINANCIAL CORPORATION 025 C000801 E 025 D000801 4808 025 A000802 J.P. MORGAN CHASE & COMPANY 025 C000802 E 025 D000802 5228 025 D000803 0 025 D000804 0 025 D000805 0 025 D000806 0 025 D000807 0 025 D000808 0 028 A010800 39567 028 A020800 0 028 A030800 0 028 A040800 3552 028 B010800 47561 028 B020800 3530 028 B030800 0 028 B040800 10792 028 C010800 36989 028 C020800 0 028 C030800 0 028 C040800 5807 028 D010800 21523 028 D020800 0 028 D030800 0 028 D040800 14734 028 E010800 18716 028 E020800 0 028 E030800 0 028 E040800 8302 028 F010800 14229 028 F020800 0 028 F030800 0 028 F040800 7827 028 G010800 178585 028 G020800 3530 028 G030800 0 028 G040800 51014 PAGE 49 028 H000800 11375 029 000800 Y 030 A000800 153 030 B000800 5.75 030 C000800 0.00 031 A000800 25 031 B000800 0 032 000800 0 033 000800 128 034 000800 Y 035 000800 74 036 A000800 Y 036 B000800 0 037 000800 N 038 000800 0 039 000800 N 040 000800 Y 041 000800 Y 042 A000800 0 042 B000800 0 042 C000800 0 042 D000800 100 042 E000800 0 042 F000800 0 042 G000800 0 042 H000800 0 043 000800 423 044 000800 0 045 000800 Y 046 000800 N 047 000800 Y 048 000800 0.650 048 A010800 0 048 A020800 0.000 048 B010800 0 048 B020800 0.000 048 C010800 0 048 C020800 0.000 048 D010800 0 048 D020800 0.000 048 E010800 0 048 E020800 0.000 048 F010800 0 048 F020800 0.000 048 G010800 0 048 G020800 0.000 048 H010800 0 048 H020800 0.000 048 I010800 0 048 I020800 0.000 048 J010800 0 PAGE 50 048 J020800 0.000 048 K010800 0 048 K020800 0.000 049 000800 N 050 000800 N 051 000800 N 052 000800 N 053 A000800 Y 053 B000800 Y 053 C000800 N 054 A000800 Y 054 B000800 Y 054 C000800 Y 054 D000800 N 054 E000800 N 054 F000800 N 054 G000800 Y 054 H000800 N 054 I000800 N 054 J000800 Y 054 K000800 N 054 L000800 Y 054 M000800 Y 054 N000800 N 054 O000800 Y 055 A000800 N 055 B000800 N 056 000800 Y 057 000800 N 058 A000800 N 059 000800 Y 060 A000800 Y 060 B000800 Y 061 000800 1000 062 A000800 N 062 B000800 0.0 062 C000800 0.0 062 D000800 0.0 062 E000800 0.0 062 F000800 0.0 062 G000800 0.0 062 H000800 0.0 062 I000800 0.0 062 J000800 0.0 062 K000800 0.0 062 L000800 0.0 062 M000800 0.0 062 N000800 0.0 062 O000800 0.0 062 P000800 0.0 062 Q000800 0.0 PAGE 51 062 R000800 0.0 063 A000800 0 063 B000800 0.0 066 A000800 Y 066 B000800 N 066 C000800 N 066 D000800 Y 066 E000800 N 066 F000800 N 066 G000800 N 067 000800 N 068 A000800 N 068 B000800 N 069 000800 N 070 A010800 Y 070 A020800 Y 070 B010800 N 070 B020800 N 070 C010800 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 070 H020800 N 070 I010800 N 070 I020800 N 070 J010800 N 070 J020800 N 070 K010800 Y 070 K020800 Y 070 L010800 Y 070 L020800 Y 070 M010800 Y 070 M020800 Y 070 N010800 Y 070 N020800 Y 070 O010800 N 070 O020800 N 070 P010800 N 070 P020800 N 070 Q010800 N 070 Q020800 N 070 R010800 N 070 R020800 N 071 A000800 196537 PAGE 52 071 B000800 71255 071 C000800 374802 071 D000800 19 072 A000800 6 072 B000800 0 072 C000800 4107 072 D000800 0 072 E000800 26 072 F000800 1274 072 G000800 450 072 H000800 0 072 I000800 65 072 J000800 10 072 K000800 0 072 L000800 27 072 M000800 7 072 N000800 26 072 O000800 0 072 P000800 0 072 Q000800 0 072 R000800 17 072 S000800 25 072 T000800 423 072 U000800 0 072 V000800 0 072 W000800 6 072 X000800 2330 072 Y000800 1 072 Z000800 1804 072AA000800 9974 072BB000800 0 072CC010800 0 072CC020800 182433 072DD010800 0 072DD020800 0 072EE000800 11170 073 A010800 0.0000 073 A020800 0.0000 073 B000800 0.3100 073 C000800 0.0000 074 A000800 210 074 B000800 0 074 C000800 0 074 D000800 0 074 E000800 0 074 F000800 314099 074 G000800 0 074 H000800 0 074 I000800 48451 074 J000800 0 074 K000800 0 PAGE 53 074 L000800 653 074 M000800 0 074 N000800 363413 074 O000800 1791 074 P000800 260 074 Q000800 0 074 R010800 0 074 R020800 0 074 R030800 0 074 R040800 42870 074 S000800 0 074 T000800 318492 074 U010800 32181 074 U020800 10255 074 V010800 7.52 074 V020800 7.51 074 W000800 0.0000 074 X000800 5436 074 Y000800 0 075 A000800 0 075 B000800 389013 076 000800 0.00 015 A000901 BANK OF NEW YORK 015 B000901 C 015 C010901 NEW YORK 015 C020901 NY 015 C030901 10286 015 E010901 X 024 000900 Y 025 A000901 CHARTER ONE FINANCIAL, INC. 025 C000901 E 025 D000901 206 025 A000902 CITIGROUP INC. 025 C000902 E 025 D000902 131 025 A000903 CITY NATIONAL CORPORATION 025 C000903 E 025 D000903 140 025 A000904 COMMERCE BANCORP, INC. 025 C000904 E 025 D000904 207 025 A000905 COMPASS BANCSHARES, INC. 025 C000905 E 025 D000905 177 025 A000906 FIFTH THIRD BANCORP 025 C000906 E 025 D000906 193 025 A000907 PROVIDENT FINANCIAL GROUP, INC. 025 C000907 E 025 D000907 125 025 A000908 TCF FINANCIAL CORPORATION PAGE 54 025 C000908 E 025 D000908 148 025 A000909 WELLS FARGO & COMPANY 025 C000909 E 025 D000909 169 025 A000910 BEAR STEARNS COMPANIES, INC. 025 C000910 E 025 D000910 102 025 A000911 FEDERATED INVESTORS INC. 025 C000911 E 025 D000911 81 025 A000912 GOLDMAN SACHS GROUP, INC. 025 C000912 E 025 D000912 99 025 A000913 LEGG MASON, INC. 025 C000913 E 025 D000913 136 025 A000914 MERRILL LYNCH & COMPANY, INC. 025 C000914 E 025 D000914 62 025 A000915 MORGAN STANLEY DEAN WITTER & COMPANY 025 C000915 E 025 D000915 60 025 D000916 0 028 A010900 25 028 A020900 0 028 A030900 0 028 A040900 158 028 B010900 32 028 B020900 0 028 B030900 0 028 B040900 5 028 C010900 5 028 C020900 0 028 C030900 0 028 C040900 0 028 D010900 96 028 D020900 0 028 D030900 0 028 D040900 20 028 E010900 0 028 E020900 0 028 E030900 0 028 E040900 0 028 F010900 0 028 F020900 0 028 F030900 0 028 F040900 0 028 G010900 158 028 G020900 0 028 G030900 0 PAGE 55 028 G040900 183 028 H000900 82 029 000900 Y 030 A000900 0 030 B000900 5.75 030 C000900 0.00 031 A000900 0 031 B000900 0 032 000900 0 033 000900 0 034 000900 Y 035 000900 0 036 A000900 Y 036 B000900 0 037 000900 N 038 000900 0 039 000900 N 040 000900 Y 041 000900 Y 042 A000900 0 042 B000900 0 042 C000900 0 042 D000900 100 042 E000900 0 042 F000900 0 042 G000900 0 042 H000900 0 043 000900 2 044 000900 0 045 000900 Y 046 000900 N 047 000900 Y 048 000900 0.750 048 A010900 0 048 A020900 0.000 048 B010900 0 048 B020900 0.000 048 C010900 0 048 C020900 0.000 048 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 PAGE 56 048 J010900 0 048 J020900 0.000 048 K010900 0 048 K020900 0.000 049 000900 N 050 000900 N 051 000900 N 052 000900 N 053 A000900 Y 053 B000900 Y 053 C000900 N 054 A000900 Y 054 B000900 Y 054 C000900 Y 054 D000900 N 054 E000900 N 054 F000900 N 054 G000900 Y 054 H000900 N 054 I000900 N 054 J000900 Y 054 K000900 N 054 L000900 Y 054 M000900 Y 054 N000900 N 054 O000900 Y 055 A000900 N 055 B000900 N 056 000900 Y 057 000900 N 058 A000900 N 059 000900 Y 060 A000900 N 060 B000900 N 061 000900 1000 062 A000900 N 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 0.0 062 K000900 0.0 062 L000900 0.0 062 M000900 0.0 062 N000900 0.0 062 O000900 0.0 062 P000900 0.0 PAGE 57 062 Q000900 0.0 062 R000900 0.0 063 A000900 0 063 B000900 0.0 066 A000900 Y 066 B000900 N 066 C000900 N 066 D000900 Y 066 E000900 N 066 F000900 N 066 G000900 N 067 000900 N 068 A000900 N 068 B000900 N 069 000900 N 070 A010900 Y 070 A020900 N 070 B010900 Y 070 B020900 Y 070 C010900 Y 070 C020900 N 070 D010900 Y 070 D020900 N 070 E010900 Y 070 E020900 N 070 F010900 Y 070 F020900 N 070 G010900 Y 070 G020900 N 070 H010900 Y 070 H020900 N 070 I010900 Y 070 I020900 N 070 J010900 Y 070 J020900 N 070 K010900 Y 070 K020900 Y 070 L010900 Y 070 L020900 Y 070 M010900 Y 070 M020900 N 070 N010900 Y 070 N020900 Y 070 O010900 Y 070 O020900 Y 070 P010900 Y 070 P020900 N 070 Q010900 Y 070 Q020900 N 070 R010900 Y 070 R020900 N PAGE 58 071 A000900 1877 071 B000900 1867 071 C000900 5093 071 D000900 37 072 A000900 6 072 B000900 1 072 C000900 39 072 D000900 0 072 E000900 1 072 F000900 20 072 G000900 6 072 H000900 0 072 I000900 1 072 J000900 0 072 K000900 0 072 L000900 21 072 M000900 8 072 N000900 10 072 O000900 0 072 P000900 0 072 Q000900 0 072 R000900 9 072 S000900 26 072 T000900 2 072 U000900 0 072 V000900 0 072 W000900 0 072 X000900 103 072 Y000900 67 072 Z000900 5 072AA000900 0 072BB000900 358 072CC010900 0 072CC020900 979 072DD010900 0 072DD020900 0 072EE000900 0 073 A010900 0.0000 073 A020900 0.0000 073 B000900 0.0000 073 C000900 0.0000 074 A000900 1 074 B000900 0 074 C000900 0 074 D000900 0 074 E000900 0 074 F000900 4170 074 G000900 0 074 H000900 0 074 I000900 595 074 J000900 0 PAGE 59 074 K000900 0 074 L000900 21 074 M000900 0 074 N000900 4787 074 O000900 0 074 P000900 3 074 Q000900 0 074 R010900 0 074 R020900 0 074 R030900 0 074 R040900 188 074 S000900 0 074 T000900 4596 074 U010900 520 074 U020900 54 074 V010900 8.02 074 V020900 7.99 074 W000900 0.0000 074 X000900 48 074 Y000900 0 075 A000900 0 075 B000900 5260 076 000900 0.00 015 A001001 BANK OF NEW YORK 015 B001001 C 015 C011001 NEW YORK 015 C021001 NY 015 C031001 10286 015 E041001 X 024 001000 Y 025 A001001 INTESABCI SPA 025 C001001 E 025 D001001 1040 025 A001002 SUMITOMO MITSUI BANKING CORPORATION 025 C001002 E 025 D001002 2056 025 A001003 ABN AMRO HOLDING NV 025 C001003 E 025 D001003 945 025 A001004 BANCO BILBAO VIZCAYA ARGENTARIA SA 025 C001004 E 025 D001004 2355 025 A001005 BAYERISCHE HYPO-UND VEREINSBANK AG 025 C001005 E 025 D001005 1954 025 A001006 FLEETBOSTON FINANCIAL CORPORATION 025 C001006 E 025 D001006 2161 025 A001007 HSBC HOLDING PLC 025 C001007 E 025 D001007 1282 PAGE 60 025 A001008 J.P. MORGAN CHASE & COMPANY 025 C001008 E 025 D001008 1204 025 A001009 MITSUBISHI TOKYO FINANCIAL GROUP INC. 025 C001009 E 025 D001009 2341 025 A001010 ZURICH FINANCIAL SERVICES AG 025 C001010 E 025 D001010 3696 025 D001011 0 025 D001012 0 025 D001013 0 025 D001014 0 025 D001015 0 025 D001016 0 028 A011000 19574 028 A021000 0 028 A031000 0 028 A041000 2099 028 B011000 20385 028 B021000 441 028 B031000 0 028 B041000 1574 028 C011000 32507 028 C021000 0 028 C031000 0 028 C041000 5946 028 D011000 25217 028 D021000 0 028 D031000 0 028 D041000 11711 028 E011000 15235 028 E021000 0 028 E031000 0 028 E041000 8406 028 F011000 9852 028 F021000 0 028 F031000 0 028 F041000 2875 028 G011000 122770 028 G021000 441 028 G031000 0 028 G041000 32611 028 H001000 41475 029 001000 Y 030 A001000 246 030 B001000 5.75 030 C001000 0.00 031 A001000 37 031 B001000 0 032 001000 0 PAGE 61 033 001000 209 034 001000 Y 035 001000 26 036 A001000 Y 036 B001000 0 037 001000 Y 038 001000 24 039 001000 N 040 001000 Y 041 001000 Y 042 A001000 0 042 B001000 0 042 C001000 0 042 D001000 100 042 E001000 0 042 F001000 0 042 G001000 0 042 H001000 0 043 001000 332 044 001000 0 045 001000 Y 046 001000 N 047 001000 Y 048 001000 0.900 048 A011000 0 048 A021000 0.000 048 B011000 0 048 B021000 0.000 048 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 0 048 K021000 0.000 049 001000 N 050 001000 N 051 001000 N 052 001000 N 053 A001000 Y PAGE 62 053 B001000 Y 053 C001000 N 054 A001000 Y 054 B001000 Y 054 C001000 Y 054 D001000 N 054 E001000 N 054 F001000 N 054 G001000 Y 054 H001000 N 054 I001000 N 054 J001000 Y 054 K001000 N 054 L001000 Y 054 M001000 Y 054 N001000 N 054 O001000 Y 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 1000 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 Y 066 D001000 N 066 E001000 N PAGE 63 066 F001000 N 066 G001000 N 067 001000 N 068 A001000 N 068 B001000 Y 069 001000 N 070 A011000 Y 070 A021000 Y 070 B011000 N 070 B021000 N 070 C011000 N 070 C021000 N 070 D011000 N 070 D021000 N 070 E011000 N 070 E021000 N 070 F011000 N 070 F021000 N 070 G011000 N 070 G021000 N 070 H011000 N 070 H021000 N 070 I011000 N 070 I021000 N 070 J011000 N 070 J021000 N 070 K011000 Y 070 K021000 Y 070 L011000 Y 070 L021000 Y 070 M011000 Y 070 M021000 Y 070 N011000 Y 070 N021000 Y 070 O011000 Y 070 O021000 N 070 P011000 N 070 P021000 N 070 Q011000 N 070 Q021000 N 070 R011000 N 070 R021000 N 071 A001000 101948 071 B001000 14531 071 C001000 141260 071 D001000 10 072 A001000 6 072 B001000 1 072 C001000 1777 072 D001000 0 072 E001000 29 PAGE 64 072 F001000 688 072 G001000 240 072 H001000 0 072 I001000 43 072 J001000 15 072 K001000 0 072 L001000 23 072 M001000 8 072 N001000 15 072 O001000 0 072 P001000 0 072 Q001000 0 072 R001000 11 072 S001000 23 072 T001000 332 072 U001000 0 072 V001000 0 072 W001000 3 072 X001000 1401 072 Y001000 0 072 Z001000 406 072AA001000 1620 072BB001000 0 072CC011000 0 072CC021000 62248 072DD011000 0 072DD021000 0 072EE001000 1069 073 A011000 0.0000 073 A021000 0.0000 073 B001000 0.0800 073 C001000 0.0000 074 A001000 214 074 B001000 0 074 C001000 0 074 D001000 0 074 E001000 0 074 F001000 141765 074 G001000 0 074 H001000 0 074 I001000 20271 074 J001000 0 074 K001000 0 074 L001000 376 074 M001000 2 074 N001000 162628 074 O001000 1304 074 P001000 156 074 Q001000 0 074 R011000 0 074 R021000 0 PAGE 65 074 R031000 0 074 R041000 13724 074 S001000 0 074 T001000 147444 074 U011000 7566 074 U021000 13236 074 V011000 7.13 074 V021000 7.10 074 W001000 0.0000 074 X001000 5523 074 Y001000 0 075 A001000 0 075 B001000 151768 076 001000 0.00 015 A001101 BANK OF NEW YORK 015 B001101 C 015 C011101 NEW YORK 015 C021101 NY 015 C031101 10286 015 E011101 X 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 32327 028 A021100 0 028 A031100 0 028 A041100 40938 028 B011100 41698 028 B021100 0 028 B031100 0 028 B041100 31509 028 C011100 34909 028 C021100 0 028 C031100 0 028 C041100 35930 028 D011100 68032 028 D021100 0 028 D031100 0 028 D041100 58183 028 E011100 92557 028 E021100 0 028 E031100 0 028 E041100 27664 028 F011100 48921 028 F021100 0 PAGE 66 028 F031100 0 028 F041100 29312 028 G011100 318444 028 G021100 0 028 G031100 0 028 G041100 223536 028 H001100 197817 029 001100 Y 030 A001100 407 030 B001100 5.75 030 C001100 0.00 031 A001100 61 031 B001100 0 032 001100 0 033 001100 346 034 001100 Y 035 001100 1020 036 A001100 Y 036 B001100 0 037 001100 N 038 001100 0 039 001100 N 040 001100 Y 041 001100 Y 042 A001100 0 042 B001100 0 042 C001100 0 042 D001100 100 042 E001100 0 042 F001100 0 042 G001100 0 042 H001100 0 043 001100 4583 044 001100 0 045 001100 N 048 001100 0.000 048 A011100 0 048 A021100 0.000 048 B011100 0 048 B021100 0.000 048 C011100 0 048 C021100 0.000 048 D011100 0 048 D021100 0.000 048 E011100 0 048 E021100 0.000 048 F011100 0 048 F021100 0.000 048 G011100 0 048 G021100 0.000 048 H011100 0 PAGE 67 048 H021100 0.000 048 I011100 0 048 I021100 0.000 048 J011100 0 048 J021100 0.000 048 K011100 0 048 K021100 0.000 055 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 1000 062 A001100 N 062 B001100 0.0 062 C001100 0.0 062 D001100 0.0 062 E001100 0.0 062 F001100 0.0 062 G001100 0.0 062 H001100 0.0 062 I001100 0.0 062 J001100 0.0 062 K001100 0.0 062 L001100 0.0 062 M001100 0.0 062 N001100 0.0 062 O001100 0.0 062 P001100 0.0 062 Q001100 0.0 062 R001100 0.0 063 A001100 0 063 B001100 0.0 066 A001100 Y 066 B001100 N 066 C001100 N 066 D001100 Y 066 E001100 N 066 F001100 N 066 G001100 N 067 001100 N 068 A001100 N 068 B001100 N 069 001100 N 070 A011100 N 070 A021100 N 070 B011100 Y 070 B021100 N PAGE 68 070 C011100 N 070 C021100 N 070 D011100 N 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 N 070 J021100 N 070 K011100 Y 070 K021100 Y 070 L011100 Y 070 L021100 Y 070 M011100 Y 070 M021100 Y 070 N011100 Y 070 N021100 Y 070 O011100 Y 070 O021100 N 070 P011100 N 070 P021100 N 070 Q011100 N 070 Q021100 N 070 R011100 Y 070 R021100 N 071 A001100 0 071 B001100 0 071 C001100 0 071 D001100 0 072 A001100 6 072 B001100 456 072 C001100 6076 072 D001100 0 072 E001100 182 072 F001100 0 072 G001100 1058 072 H001100 0 072 I001100 709 072 J001100 0 072 K001100 0 072 L001100 178 072 M001100 15 072 N001100 27 072 O001100 0 PAGE 69 072 P001100 0 072 Q001100 0 072 R001100 14 072 S001100 34 072 T001100 4583 072 U001100 0 072 V001100 0 072 W001100 7059 072 X001100 13677 072 Y001100 0 072 Z001100 -6963 072AA001100 0 072BB001100 118756 072CC011100 0 072CC021100 180310 072DD011100 0 072DD021100 0 072EE001100 0 073 A011100 0.0000 073 A021100 0.0000 073 B001100 0.0000 073 C001100 0.0000 074 A001100 0 074 B001100 0 074 C001100 0 074 D001100 0 074 E001100 0 074 F001100 0 074 G001100 0 074 H001100 0 074 I001100 1511425 074 J001100 0 074 K001100 0 074 L001100 5405 074 M001100 0 074 N001100 1516830 074 O001100 0 074 P001100 0 074 Q001100 0 074 R011100 0 074 R021100 0 074 R031100 0 074 R041100 5396 074 S001100 0 074 T001100 1511434 074 U011100 23912 074 U021100 93444 074 V011100 13.14 074 V021100 13.04 074 W001100 0.0000 074 X001100 89533 PAGE 70 074 Y001100 0 075 A001100 0 075 B001100 1621386 076 001100 0.00 015 A001201 BANK OF NEW YORK 015 B001201 C 015 C011201 NEW YORK 015 C021201 NY 015 C031201 10286 015 E011201 X 024 001200 N 025 D001201 0 025 D001202 0 025 D001203 0 025 D001204 0 025 D001205 0 025 D001206 0 025 D001207 0 025 D001208 0 028 A011200 35080 028 A021200 0 028 A031200 0 028 A041200 9979 028 B011200 16456 028 B021200 0 028 B031200 0 028 B041200 13486 028 C011200 9934 028 C021200 0 028 C031200 0 028 C041200 15523 028 D011200 12099 028 D021200 0 028 D031200 0 028 D041200 21359 028 E011200 20245 028 E021200 0 028 E031200 0 028 E041200 11222 028 F011200 21252 028 F021200 0 028 F031200 0 028 F041200 10671 028 G011200 115066 028 G021200 0 028 G031200 0 028 G041200 82240 028 H001200 82251 029 001200 Y 030 A001200 91 030 B001200 5.75 PAGE 71 030 C001200 0.00 031 A001200 14 031 B001200 0 032 001200 0 033 001200 77 034 001200 Y 035 001200 324 036 A001200 Y 036 B001200 0 037 001200 N 038 001200 0 039 001200 N 040 001200 Y 041 001200 Y 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 1372 044 001200 0 045 001200 N 048 001200 0.000 048 A011200 0 048 A021200 0.000 048 B011200 0 048 B021200 0.000 048 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 0 048 K021200 0.000 055 A001200 N 055 B001200 N 056 001200 Y PAGE 72 057 001200 N 058 A001200 N 059 001200 Y 060 A001200 Y 060 B001200 Y 061 001200 1000 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 N 070 A021200 N 070 B011200 Y 070 B021200 N 070 C011200 N 070 C021200 N 070 D011200 N 070 D021200 N 070 E011200 N 070 E021200 N 070 F011200 N 070 F021200 N 070 G011200 N 070 G021200 N PAGE 73 070 H011200 N 070 H021200 N 070 I011200 N 070 I021200 N 070 J011200 N 070 J021200 N 070 K011200 Y 070 K021200 Y 070 L011200 Y 070 L021200 Y 070 M011200 Y 070 M021200 Y 070 N011200 Y 070 N021200 Y 070 O011200 Y 070 O021200 N 070 P011200 N 070 P021200 N 070 Q011200 N 070 Q021200 N 070 R011200 Y 070 R021200 N 071 A001200 0 071 B001200 0 071 C001200 0 071 D001200 0 072 A001200 6 072 B001200 340 072 C001200 1894 072 D001200 0 072 E001200 41 072 F001200 0 072 G001200 324 072 H001200 0 072 I001200 248 072 J001200 0 072 K001200 0 072 L001200 66 072 M001200 14 072 N001200 21 072 O001200 0 072 P001200 0 072 Q001200 0 072 R001200 14 072 S001200 26 072 T001200 1372 072 U001200 0 072 V001200 0 072 W001200 2174 072 X001200 4259 072 Y001200 0 PAGE 74 072 Z001200 -1984 072AA001200 0 072BB001200 43250 072CC011200 0 072CC021200 53799 072DD011200 0 072DD021200 0 072EE001200 0 073 A011200 0.0000 073 A021200 0.0000 073 B001200 0.0000 073 C001200 0.0000 074 A001200 0 074 B001200 0 074 C001200 0 074 D001200 0 074 E001200 0 074 F001200 0 074 G001200 0 074 H001200 0 074 I001200 450185 074 J001200 0 074 K001200 0 074 L001200 3403 074 M001200 0 074 N001200 453588 074 O001200 0 074 P001200 0 074 Q001200 0 074 R011200 0 074 R021200 0 074 R031200 0 074 R041200 1691 074 S001200 0 074 T001200 451897 074 U011200 4248 074 U021200 33745 074 V011200 12.13 074 V021200 12.05 074 W001200 0.0000 074 X001200 17011 074 Y001200 0 075 A001200 0 075 B001200 495559 076 001200 0.00 015 A001301 NATIONS LIFEGOAL INCOME AND GROWTH PORTFOLIO 015 B001301 C 015 C011301 CHARLOTTE 015 C021301 NC 015 C031301 28255 015 E031301 X PAGE 75 024 001300 N 025 D001301 0 025 D001302 0 025 D001303 0 025 D001304 0 025 D001305 0 025 D001306 0 025 D001307 0 025 D001308 0 028 A011300 3290 028 A021300 0 028 A031300 0 028 A041300 1007 028 B011300 4048 028 B021300 43 028 B031300 0 028 B041300 960 028 C011300 2753 028 C021300 275 028 C031300 0 028 C041300 796 028 D011300 4026 028 D021300 0 028 D031300 0 028 D041300 2386 028 E011300 6823 028 E021300 0 028 E031300 0 028 E041300 1484 028 F011300 5490 028 F021300 274 028 F031300 0 028 F041300 1450 028 G011300 26430 028 G021300 592 028 G031300 0 028 G041300 8083 028 H001300 4587 029 001300 Y 030 A001300 128 030 B001300 5.75 030 C001300 0.00 031 A001300 22 031 B001300 0 032 001300 0 033 001300 106 034 001300 Y 035 001300 40 036 A001300 Y 036 B001300 0 037 001300 N PAGE 76 038 001300 0 039 001300 N 040 001300 Y 041 001300 Y 042 A001300 0 042 B001300 0 042 C001300 0 042 D001300 100 042 E001300 0 042 F001300 0 042 G001300 0 042 H001300 0 043 001300 113 044 001300 0 045 001300 Y 046 001300 N 047 001300 Y 048 001300 0.250 048 A011300 0 048 A021300 0.000 048 B011300 0 048 B021300 0.000 048 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 0 048 K021300 0.000 049 001300 N 050 001300 N 051 001300 N 052 001300 N 053 A001300 N 054 A001300 Y 054 B001300 Y 054 C001300 Y 054 D001300 N 054 E001300 N 054 F001300 N PAGE 77 054 G001300 Y 054 H001300 N 054 I001300 N 054 J001300 Y 054 K001300 N 054 L001300 Y 054 M001300 Y 054 N001300 N 054 O001300 Y 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 1000 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 0.0 062 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 N 067 001300 N 068 A001300 N 068 B001300 N 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 PAGE 78 070 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 Y 070 I021300 N 070 J011300 Y 070 J021300 N 070 K011300 Y 070 K021300 Y 070 L011300 Y 070 L021300 N 070 M011300 Y 070 M021300 N 070 N011300 Y 070 N021300 N 070 O011300 Y 070 O021300 N 070 P011300 Y 070 P021300 N 070 Q011300 Y 070 Q021300 N 070 R011300 Y 070 R021300 N 071 A001300 30489 071 B001300 11047 071 C001300 52114 071 D001300 21 072 A001300 6 072 B001300 0 072 C001300 818 072 D001300 0 072 E001300 0 072 F001300 66 072 G001300 0 072 H001300 0 072 I001300 0 072 J001300 0 072 K001300 0 072 L001300 0 072 M001300 0 072 N001300 0 072 O001300 0 072 P001300 0 072 Q001300 0 072 R001300 0 072 S001300 0 PAGE 79 072 T001300 113 072 U001300 0 072 V001300 0 072 W001300 0 072 X001300 179 072 Y001300 0 072 Z001300 639 072AA001300 32 072BB001300 0 072CC011300 0 072CC021300 4473 072DD011300 315 072DD021300 268 072EE001300 45 073 A011300 0.1200 073 A021300 0.1100 073 B001300 0.0100 073 C001300 0.0000 074 A001300 0 074 B001300 0 074 C001300 0 074 D001300 0 074 E001300 0 074 F001300 0 074 G001300 0 074 H001300 0 074 I001300 60520 074 J001300 0 074 K001300 0 074 L001300 411 074 M001300 0 074 N001300 60931 074 O001300 0 074 P001300 35 074 Q001300 0 074 R011300 0 074 R021300 0 074 R031300 0 074 R041300 485 074 S001300 0 074 T001300 60411 074 U011300 2650 074 U021300 3664 074 V011300 9.54 074 V021300 9.60 074 W001300 0.0000 074 X001300 1661 074 Y001300 0 075 A001300 0 075 B001300 52281 076 001300 0.00 PAGE 80 015 A001401 LIFEGOAL GROWTH PORTFOLIO 015 B001401 C 015 C011401 CHARLOTTE 015 C021401 NC 015 C031401 28255 015 E031401 X 024 001400 N 025 D001401 0 025 D001402 0 025 D001403 0 025 D001404 0 025 D001405 0 025 D001406 0 025 D001407 0 025 D001408 0 028 A011400 5159 028 A021400 0 028 A031400 0 028 A041400 1548 028 B011400 5735 028 B021400 0 028 B031400 0 028 B041400 1921 028 C011400 4580 028 C021400 0 028 C031400 0 028 C041400 2255 028 D011400 4519 028 D021400 0 028 D031400 0 028 D041400 3952 028 E011400 4989 028 E021400 0 028 E031400 0 028 E041400 2252 028 F011400 5384 028 F021400 0 028 F031400 0 028 F041400 2157 028 G011400 30366 028 G021400 0 028 G031400 0 028 G041400 14085 028 H001400 6988 029 001400 Y 030 A001400 223 030 B001400 5.75 030 C001400 0.00 031 A001400 33 031 B001400 0 032 001400 0 PAGE 81 033 001400 190 034 001400 Y 035 001400 63 036 A001400 Y 036 B001400 0 037 001400 N 038 001400 0 039 001400 N 040 001400 Y 041 001400 Y 042 A001400 0 042 B001400 0 042 C001400 0 042 D001400 100 042 E001400 0 042 F001400 0 042 G001400 0 042 H001400 0 043 001400 192 044 001400 0 045 001400 Y 046 001400 N 047 001400 Y 048 001400 0.250 048 A011400 0 048 A021400 0.000 048 B011400 0 048 B021400 0.000 048 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 0 048 I021400 0.000 048 J011400 0 048 J021400 0.000 048 K011400 0 048 K021400 0.000 049 001400 N 050 001400 N 051 001400 N 052 001400 N 053 A001400 N PAGE 82 054 A001400 Y 054 B001400 Y 054 C001400 Y 054 D001400 N 054 E001400 N 054 F001400 N 054 G001400 Y 054 H001400 N 054 I001400 N 054 J001400 Y 054 K001400 N 054 L001400 Y 054 M001400 Y 054 N001400 N 054 O001400 Y 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 1000 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 N 067 001400 N 068 A001400 N 068 B001400 N 069 001400 N 070 A011400 Y 070 A021400 N PAGE 83 070 B011400 Y 070 B021400 N 070 C011400 Y 070 C021400 N 070 D011400 Y 070 D021400 N 070 E011400 Y 070 E021400 N 070 F011400 Y 070 F021400 N 070 G011400 Y 070 G021400 N 070 H011400 Y 070 H021400 N 070 I011400 Y 070 I021400 N 070 J011400 Y 070 J021400 N 070 K011400 Y 070 K021400 Y 070 L011400 Y 070 L021400 N 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 Y 070 Q021400 N 070 R011400 Y 070 R021400 N 071 A001400 29005 071 B001400 11546 071 C001400 117859 071 D001400 10 072 A001400 6 072 B001400 0 072 C001400 252 072 D001400 0 072 E001400 0 072 F001400 148 072 G001400 0 072 H001400 0 072 I001400 0 072 J001400 0 072 K001400 0 072 L001400 0 072 M001400 0 PAGE 84 072 N001400 0 072 O001400 0 072 P001400 0 072 Q001400 0 072 R001400 0 072 S001400 0 072 T001400 192 072 U001400 0 072 V001400 0 072 W001400 0 072 X001400 340 072 Y001400 0 072 Z001400 -88 072AA001400 0 072BB001400 3527 072CC011400 0 072CC021400 32734 072DD011400 0 072DD021400 0 072EE001400 0 073 A011400 0.0000 073 A021400 0.0000 073 B001400 0.0000 073 C001400 0.0000 074 A001400 0 074 B001400 0 074 C001400 0 074 D001400 0 074 E001400 0 074 F001400 0 074 G001400 0 074 H001400 0 074 I001400 104840 074 J001400 0 074 K001400 0 074 L001400 242 074 M001400 0 074 N001400 105082 074 O001400 0 074 P001400 70 074 Q001400 0 074 R011400 0 074 R021400 0 074 R031400 0 074 R041400 306 074 S001400 0 074 T001400 104706 074 U011400 7154 074 U021400 6319 074 V011400 7.84 074 V021400 7.83 PAGE 85 074 W001400 0.0000 074 X001400 7949 074 Y001400 0 075 A001400 0 075 B001400 117920 076 001400 0.00 015 A001501 LIFEGOAL BALANCED GROWTH PORTFOLIO 015 B001501 C 015 C011501 CHARLOTTE 015 C021501 NC 015 C031501 28255 015 E031501 X 024 001500 N 025 D001501 0 025 D001502 0 025 D001503 0 025 D001504 0 025 D001505 0 025 D001506 0 025 D001507 0 025 D001508 0 028 A011500 8152 028 A021500 0 028 A031500 0 028 A041500 2427 028 B011500 10321 028 B021500 0 028 B031500 0 028 B041500 4210 028 C011500 8949 028 C021500 1024 028 C031500 0 028 C041500 3456 028 D011500 7796 028 D021500 0 028 D031500 0 028 D041500 6337 028 E011500 11520 028 E021500 0 028 E031500 0 028 E041500 4896 028 F011500 12586 028 F021500 897 028 F031500 0 028 F041500 3386 028 G011500 59324 028 G021500 1921 028 G031500 0 028 G041500 24712 028 H001500 12650 029 001500 Y PAGE 86 030 A001500 380 030 B001500 5.75 030 C001500 0.00 031 A001500 57 031 B001500 0 032 001500 0 033 001500 323 034 001500 Y 035 001500 100 036 A001500 Y 036 B001500 0 037 001500 N 038 001500 0 039 001500 N 040 001500 Y 041 001500 Y 042 A001500 0 042 B001500 0 042 C001500 0 042 D001500 100 042 E001500 0 042 F001500 0 042 G001500 0 042 H001500 0 043 001500 259 044 001500 0 045 001500 Y 046 001500 N 047 001500 Y 048 001500 0.250 048 A011500 0 048 A021500 0.000 048 B011500 0 048 B021500 0.000 048 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 0 PAGE 87 048 K021500 0.000 049 001500 N 050 001500 N 051 001500 N 052 001500 N 053 A001500 N 054 A001500 Y 054 B001500 Y 054 C001500 Y 054 D001500 N 054 E001500 N 054 F001500 N 054 G001500 Y 054 H001500 N 054 I001500 N 054 J001500 Y 054 K001500 N 054 L001500 Y 054 M001500 Y 054 N001500 N 054 O001500 Y 055 A001500 N 055 B001500 N 056 001500 Y 057 001500 N 058 A001500 N 059 001500 Y 060 A001500 Y 060 B001500 Y 061 001500 1000 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 N PAGE 88 067 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 Y 070 C021500 N 070 D011500 Y 070 D021500 N 070 E011500 Y 070 E021500 N 070 F011500 Y 070 F021500 N 070 G011500 Y 070 G021500 N 070 H011500 Y 070 H021500 N 070 I011500 Y 070 I021500 N 070 J011500 Y 070 J021500 N 070 K011500 Y 070 K021500 Y 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 Y 070 Q021500 N 070 R011500 Y 070 R021500 N 071 A001500 55450 071 B001500 18520 071 C001500 242850 071 D001500 8 072 A001500 6 072 B001500 0 072 C001500 2642 072 D001500 0 072 E001500 0 072 F001500 305 072 G001500 0 PAGE 89 072 H001500 0 072 I001500 0 072 J001500 0 072 K001500 0 072 L001500 0 072 M001500 0 072 N001500 0 072 O001500 0 072 P001500 0 072 Q001500 0 072 R001500 0 072 S001500 0 072 T001500 259 072 U001500 0 072 V001500 0 072 W001500 0 072 X001500 564 072 Y001500 0 072 Z001500 2078 072AA001500 0 072BB001500 1467 072CC011500 0 072CC021500 41367 072DD011500 1572 072DD021500 381 072EE001500 0 073 A011500 0.0900 073 A021500 0.0600 073 B001500 0.0000 073 C001500 0.0000 074 A001500 0 074 B001500 0 074 C001500 0 074 D001500 0 074 E001500 0 074 F001500 0 074 G001500 0 074 H001500 0 074 I001500 237169 074 J001500 0 074 K001500 0 074 L001500 1391 074 M001500 0 074 N001500 238560 074 O001500 0 074 P001500 150 074 Q001500 0 074 R011500 0 074 R021500 0 074 R031500 0 074 R041500 292 PAGE 90 074 S001500 0 074 T001500 238118 074 U011500 18372 074 U021500 8935 074 V011500 8.72 074 V021500 8.73 074 W001500 0.0000 074 X001500 5758 074 Y001500 0 075 A001500 0 075 B001500 243224 076 001500 0.00 015 A001601 BANK OF NEW YORK 015 B001601 C 015 C011601 NEW YORK 015 C021601 NY 015 C031601 10286 015 E011601 X 024 001600 Y 025 A001601 CHARTER ONE FINANCIAL, INC. 025 C001601 E 025 D001601 265 025 A001602 CITIGROUP INC. 025 C001602 E 025 D001602 329 025 A001603 COMERICA INC. 025 C001603 E 025 D001603 222 025 A001604 FLEETBOSTON FINANCIAL CORPORATION 025 C001604 E 025 D001604 236 025 A001605 US BANCORP 025 C001605 E 025 D001605 187 025 A001606 WACHOVIA CORPORATION 025 C001606 E 025 D001606 671 025 A001607 WELLS FARGO & COMPANY 025 C001607 E 025 D001607 515 025 A001608 GOLDMAN SACHS GROUP, INC. 025 C001608 E 025 D001608 241 025 A001609 MERRILL LYNCH & COMPANY 025 C001609 E 025 D001609 260 025 A001610 MORGAN STANLEY DEAN WITTER & COMPANY 025 C001610 E 025 D001610 193 025 D001611 0 025 D001612 0 PAGE 91 025 D001613 0 025 D001614 0 025 D001615 0 025 D001616 0 028 A011600 4756 028 A021600 0 028 A031600 0 028 A041600 116 028 B011600 3030 028 B021600 9 028 B031600 0 028 B041600 147 028 C011600 2939 028 C021600 8 028 C031600 0 028 C041600 135 028 D011600 1035 028 D021600 0 028 D031600 0 028 D041600 237 028 E011600 3250 028 E021600 0 028 E031600 0 028 E041600 608 028 F011600 2267 028 F021600 18 028 F031600 0 028 F041600 404 028 G011600 17277 028 G021600 35 028 G031600 0 028 G041600 1647 028 H001600 702 029 001600 Y 030 A001600 13 030 B001600 5.75 030 C001600 0.00 031 A001600 2 031 B001600 0 032 001600 0 033 001600 11 034 001600 Y 035 001600 1 036 A001600 Y 036 B001600 0 037 001600 N 038 001600 0 039 001600 N 040 001600 Y 041 001600 Y 042 A001600 0 PAGE 92 042 B001600 0 042 C001600 0 042 D001600 100 042 E001600 0 042 F001600 0 042 G001600 0 042 H001600 0 043 001600 4 044 001600 0 045 001600 Y 046 001600 N 047 001600 Y 048 001600 0.650 048 A011600 0 048 A021600 0.000 048 B011600 0 048 B021600 0.000 048 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 0 048 K021600 0.000 049 001600 N 050 001600 N 051 001600 N 052 001600 N 053 A001600 Y 053 B001600 Y 053 C001600 N 054 A001600 Y 054 B001600 Y 054 C001600 Y 054 D001600 N 054 E001600 N 054 F001600 N 054 G001600 Y 054 H001600 N 054 I001600 N PAGE 93 054 J001600 Y 054 K001600 N 054 L001600 Y 054 M001600 Y 054 N001600 N 054 O001600 Y 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 1000 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 0 063 B001600 0.0 066 A001600 Y 066 B001600 N 066 C001600 N 066 D001600 Y 066 E001600 N 066 F001600 N 066 G001600 N 067 001600 N 068 A001600 N 068 B001600 N 069 001600 N 070 A011600 Y 070 A021600 N 070 B011600 Y 070 B021600 N 070 C011600 Y PAGE 94 070 C021600 N 070 D011600 Y 070 D021600 N 070 E011600 Y 070 E021600 N 070 F011600 Y 070 F021600 N 070 G011600 Y 070 G021600 N 070 H011600 Y 070 H021600 N 070 I011600 Y 070 I021600 N 070 J011600 Y 070 J021600 Y 070 K011600 Y 070 K021600 Y 070 L011600 Y 070 L021600 Y 070 M011600 Y 070 M021600 N 070 N011600 Y 070 N021600 Y 070 O011600 Y 070 O021600 N 070 P011600 Y 070 P021600 N 070 Q011600 Y 070 Q021600 N 070 R011600 Y 070 R021600 N 071 A001600 22866 071 B001600 9367 071 C001600 22899 071 D001600 41 072 A001600 6 072 B001600 1 072 C001600 266 072 D001600 0 072 E001600 0 072 F001600 79 072 G001600 28 072 H001600 0 072 I001600 2 072 J001600 3 072 K001600 0 072 L001600 22 072 M001600 8 072 N001600 5 072 O001600 0 072 P001600 0 PAGE 95 072 Q001600 0 072 R001600 9 072 S001600 23 072 T001600 4 072 U001600 0 072 V001600 0 072 W001600 0 072 X001600 183 072 Y001600 49 072 Z001600 133 072AA001600 0 072BB001600 2450 072CC011600 0 072CC021600 6191 072DD011600 127 072DD021600 4 072EE001600 34 073 A011600 0.0400 073 A021600 0.0300 073 B001600 0.0100 073 C001600 0.0000 074 A001600 30 074 B001600 0 074 C001600 0 074 D001600 24 074 E001600 0 074 F001600 22639 074 G001600 0 074 H001600 0 074 I001600 2741 074 J001600 315 074 K001600 0 074 L001600 68 074 M001600 0 074 N001600 25817 074 O001600 262 074 P001600 14 074 Q001600 0 074 R011600 0 074 R021600 0 074 R031600 0 074 R041600 101 074 S001600 0 074 T001600 25440 074 U011600 3143 074 U021600 229 074 V011600 7.55 074 V021600 7.54 074 W001600 0.0000 074 X001600 154 074 Y001600 0 PAGE 96 075 A001600 0 075 B001600 24050 076 001600 0.00 015 A001701 BANK OF NEW YORK 015 B001701 C 015 C011701 NEW YORK 015 C021701 NY 015 C031701 10286 015 E011701 X 024 001700 Y 025 A001701 CHARTER ONE FINANCIAL, INC. 025 C001701 E 025 D001701 4965 025 A001702 COMERICA INC. 025 C001702 E 025 D001702 3129 025 A001703 COMPASS BANCSHARES, INC. 025 C001703 E 025 D001703 3863 025 A001704 HIBERNIA CORPORATION, CLASS A 025 C001704 E 025 D001704 2389 025 A001705 MERCANTILE BANKSHARES CORPORATION 025 C001705 E 025 D001705 1095 025 A001706 SOVEREIGN BANCORP, INC. 025 C001706 E 025 D001706 3615 025 A001707 ZIONS BANCORPORATION 025 C001707 E 025 D001707 2588 025 A001708 LINCOLN NATIONAL CORPORATION 025 C001708 E 025 D001708 1265 025 A001709 A.G. EDWARDS, INC. 025 C001709 E 025 D001709 4262 025 D001710 0 025 D001711 0 025 D001712 0 025 D001713 0 025 D001714 0 025 D001715 0 025 D001716 0 028 A011700 21567 028 A021700 0 028 A031700 0 028 A041700 6375 028 B011700 33328 028 B021700 62 028 B031700 0 PAGE 97 028 B041700 3503 028 C011700 17708 028 C021700 0 028 C031700 0 028 C041700 908 028 D011700 51125 028 D021700 0 028 D031700 0 028 D041700 4131 028 E011700 19766 028 E021700 0 028 E031700 0 028 E041700 5802 028 F011700 34263 028 F021700 28 028 F031700 0 028 F041700 3328 028 G011700 177757 028 G021700 90 028 G031700 0 028 G041700 24047 028 H001700 2656 029 001700 Y 030 A001700 24 030 B001700 5.75 030 C001700 0.00 031 A001700 4 031 B001700 0 032 001700 0 033 001700 20 034 001700 Y 035 001700 3 036 A001700 Y 036 B001700 0 037 001700 N 038 001700 0 039 001700 N 040 001700 Y 041 001700 Y 042 A001700 0 042 B001700 0 042 C001700 0 042 D001700 100 042 E001700 0 042 F001700 0 042 G001700 0 042 H001700 0 043 001700 10 044 001700 0 045 001700 Y 046 001700 N PAGE 98 047 001700 Y 048 001700 0.750 048 A011700 0 048 A021700 0.000 048 B011700 0 048 B021700 0.000 048 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 0 048 K021700 0.000 049 001700 N 050 001700 N 051 001700 N 052 001700 N 053 A001700 N 054 A001700 Y 054 B001700 Y 054 C001700 Y 054 D001700 N 054 E001700 N 054 F001700 N 054 G001700 Y 054 H001700 N 054 I001700 N 054 J001700 Y 054 K001700 N 054 L001700 Y 054 M001700 Y 054 N001700 N 054 O001700 Y 055 A001700 N 055 B001700 N 056 001700 Y 057 001700 N 058 A001700 N 059 001700 Y 060 A001700 Y PAGE 99 060 B001700 Y 061 001700 1000 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 N 066 C001700 N 066 D001700 Y 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 Y 070 C021700 N 070 D011700 Y 070 D021700 N 070 E011700 Y 070 E021700 N 070 F011700 Y 070 F021700 N 070 G011700 Y 070 G021700 N 070 H011700 Y 070 H021700 N 070 I011700 Y 070 I021700 N PAGE 100 070 J011700 Y 070 J021700 Y 070 K011700 Y 070 K021700 Y 070 L011700 Y 070 L021700 Y 070 M011700 Y 070 M021700 N 070 N011700 Y 070 N021700 Y 070 O011700 Y 070 O021700 N 070 P011700 Y 070 P021700 N 070 Q011700 Y 070 Q021700 N 070 R011700 Y 070 R021700 N 071 A001700 202655 071 B001700 59543 071 C001700 151134 071 D001700 39 072 A001700 6 072 B001700 7 072 C001700 1570 072 D001700 0 072 E001700 0 072 F001700 589 072 G001700 275 072 H001700 0 072 I001700 11 072 J001700 5 072 K001700 0 072 L001700 23 072 M001700 8 072 N001700 5 072 O001700 0 072 P001700 0 072 Q001700 0 072 R001700 10 072 S001700 24 072 T001700 10 072 U001700 0 072 V001700 0 072 W001700 2 072 X001700 962 072 Y001700 1 072 Z001700 616 072AA001700 0 072BB001700 10542 072CC011700 0 PAGE 101 072CC021700 35408 072DD011700 234 072DD021700 1 072EE001700 218 073 A011700 0.0100 073 A021700 0.0000 073 B001700 0.0200 073 C001700 0.0000 074 A001700 18805 074 B001700 0 074 C001700 0 074 D001700 256 074 E001700 2303 074 F001700 192165 074 G001700 0 074 H001700 0 074 I001700 11257 074 J001700 385 074 K001700 0 074 L001700 400 074 M001700 0 074 N001700 225571 074 O001700 17229 074 P001700 157 074 Q001700 0 074 R011700 0 074 R021700 0 074 R031700 0 074 R041700 94 074 S001700 0 074 T001700 208091 074 U011700 23607 074 U021700 428 074 V011700 8.66 074 V021700 8.65 074 W001700 0.0000 074 X001700 582 074 Y001700 0 075 A001700 0 075 B001700 156373 076 001700 0.00 015 A001801 BANK OF NEW YORK 015 B001801 C 015 C011801 NEW YORK 015 C021801 NY 015 C031801 10286 015 E011801 X 024 001800 N 025 D001801 0 025 D001802 0 025 D001803 0 PAGE 102 025 D001804 0 025 D001805 0 025 D001806 0 025 D001807 0 025 D001808 0 025 D001809 0 025 D001810 0 025 D001811 0 025 D001812 0 025 D001813 0 025 D001814 0 025 D001815 0 025 D001816 0 028 A011800 2741 028 A021800 0 028 A031800 0 028 A041800 612 028 B011800 5926 028 B021800 20 028 B031800 0 028 B041800 802 028 C011800 7420 028 C021800 22 028 C031800 0 028 C041800 6735 028 D011800 27424 028 D021800 21 028 D031800 0 028 D041800 10603 028 E011800 5004 028 E021800 22 028 E031800 0 028 E041800 6810 028 F011800 9849 028 F021800 26 028 F031800 0 028 F041800 6131 028 G011800 58364 028 G021800 111 028 G031800 0 028 G041800 31693 028 H001800 0 029 001800 N 030 A001800 0 030 B001800 0.00 030 C001800 0.00 031 A001800 0 031 B001800 0 032 001800 0 033 001800 0 034 001800 N PAGE 103 035 001800 0 036 B001800 0 037 001800 N 038 001800 0 039 001800 N 040 001800 Y 041 001800 Y 042 A001800 0 042 B001800 0 042 C001800 0 042 D001800 100 042 E001800 0 042 F001800 0 042 G001800 0 042 H001800 0 043 001800 7 044 001800 0 045 001800 Y 046 001800 N 047 001800 Y 048 001800 0.150 048 A011800 0 048 A021800 0.000 048 B011800 0 048 B021800 0.000 048 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 0 048 K021800 0.000 049 001800 N 050 001800 N 051 001800 N 052 001800 N 053 A001800 Y 053 B001800 Y 053 C001800 N 054 A001800 Y PAGE 104 054 B001800 Y 054 C001800 Y 054 D001800 N 054 E001800 N 054 F001800 N 054 G001800 Y 054 H001800 N 054 I001800 N 054 J001800 Y 054 K001800 N 054 L001800 Y 054 M001800 Y 054 N001800 N 054 O001800 Y 055 A001800 Y 055 B001800 N 056 001800 Y 057 001800 N 058 A001800 N 059 001800 Y 060 A001800 N 060 B001800 N 061 001800 1000 062 A001800 Y 062 B001800 0.0 062 C001800 0.0 062 D001800 0.0 062 E001800 100.7 062 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 0.0 062 R001800 0.0 063 A001800 35 063 B001800 0.0 064 A001800 Y 064 B001800 N 066 A001800 N 067 001800 N 068 A001800 N 068 B001800 N 069 001800 N 070 A011800 Y PAGE 105 070 A021800 N 070 B011800 Y 070 B021800 N 070 C011800 Y 070 C021800 N 070 D011800 Y 070 D021800 N 070 E011800 Y 070 E021800 N 070 F011800 Y 070 F021800 N 070 G011800 Y 070 G021800 N 070 H011800 Y 070 H021800 N 070 I011800 Y 070 I021800 N 070 J011800 Y 070 J021800 N 070 K011800 Y 070 K021800 N 070 L011800 Y 070 L021800 N 070 M011800 Y 070 M021800 N 070 N011800 Y 070 N021800 N 070 O011800 Y 070 O021800 N 070 P011800 Y 070 P021800 N 070 Q011800 Y 070 Q021800 N 070 R011800 Y 070 R021800 N 071 A001800 0 071 B001800 0 071 C001800 0 071 D001800 0 072 A001800 6 072 B001800 244 072 C001800 0 072 D001800 0 072 E001800 0 072 F001800 27 072 G001800 18 072 H001800 0 072 I001800 1 072 J001800 2 072 K001800 0 072 L001800 144 PAGE 106 072 M001800 9 072 N001800 35 072 O001800 0 072 P001800 0 072 Q001800 0 072 R001800 109 072 S001800 32 072 T001800 7 072 U001800 0 072 V001800 0 072 W001800 5 072 X001800 389 072 Y001800 367 072 Z001800 222 072AA001800 0 072BB001800 0 072CC011800 0 072CC021800 0 072DD011800 145 072DD021800 77 072EE001800 0 073 A011800 0.0064 073 A021800 0.0059 073 B001800 0.0000 073 C001800 0.0000 074 A001800 1 074 B001800 0 074 C001800 0 074 D001800 47976 074 E001800 0 074 F001800 0 074 G001800 0 074 H001800 0 074 I001800 0 074 J001800 0 074 K001800 0 074 L001800 111 074 M001800 0 074 N001800 48088 074 O001800 0 074 P001800 24 074 Q001800 0 074 R011800 0 074 R021800 0 074 R031800 0 074 R041800 432 074 S001800 0 074 T001800 47632 074 U011800 31246 074 U021800 16387 074 V011800 1.00 PAGE 107 074 V021800 1.00 074 W001800 1.0000 074 X001800 26 074 Y001800 3455 075 A001800 35503 075 B001800 0 076 001800 0.00 015 A001901 BANK OF NEW YORK 015 B001901 C 015 C011901 NEW YORK 015 C021901 NY 015 C031901 10286 015 E011901 X 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 0 028 A021900 0 028 A031900 0 028 A041900 0 028 B011900 0 028 B021900 0 028 B031900 0 028 B041900 0 028 C011900 0 028 C021900 0 028 C031900 0 028 C041900 0 028 D011900 0 028 D021900 0 028 D031900 0 028 D041900 0 028 E011900 123549 028 E021900 0 028 E031900 0 028 E041900 0 028 F011900 11046 028 F021900 2 028 F031900 0 028 F041900 10924 028 G011900 134595 028 G021900 2 028 G031900 0 028 G041900 10924 028 H001900 1195 PAGE 108 029 001900 Y 030 A001900 5 030 B001900 3.25 030 C001900 0.00 031 A001900 1 031 B001900 0 032 001900 0 033 001900 4 034 001900 N 035 001900 0 036 B001900 0 037 001900 N 038 001900 0 039 001900 N 040 001900 Y 041 001900 Y 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 0 044 001900 0 045 001900 Y 046 001900 N 047 001900 Y 048 001900 0.400 048 A011900 0 048 A021900 0.000 048 B011900 0 048 B021900 0.000 048 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 0 PAGE 109 048 K021900 0.000 049 001900 N 050 001900 N 051 001900 N 052 001900 N 053 A001900 Y 053 B001900 Y 053 C001900 N 054 A001900 Y 054 B001900 Y 054 C001900 Y 054 D001900 N 054 E001900 N 054 F001900 N 054 G001900 Y 054 H001900 N 054 I001900 N 054 J001900 Y 054 K001900 N 054 L001900 Y 054 M001900 Y 054 N001900 N 054 O001900 Y 055 A001900 N 055 B001900 N 056 001900 Y 057 001900 N 058 A001900 N 059 001900 Y 060 A001900 N 060 B001900 N 061 001900 1000 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 101.6 062 P001900 0.0 062 Q001900 0.0 062 R001900 1.9 063 A001900 0 PAGE 110 063 B001900 4.4 064 A001900 Y 064 B001900 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 Y 070 F021900 N 070 G011900 Y 070 G021900 N 070 H011900 Y 070 H021900 N 070 I011900 Y 070 I021900 N 070 J011900 Y 070 J021900 N 070 K011900 Y 070 K021900 Y 070 L011900 Y 070 L021900 N 070 M011900 Y 070 M021900 N 070 N011900 Y 070 N021900 N 070 O011900 Y 070 O021900 Y 070 P011900 Y 070 P021900 N 070 Q011900 Y 070 Q021900 N 070 R011900 Y 070 R021900 N 071 A001900 5371 071 B001900 7464 071 C001900 85646 071 D001900 6 072 A001900 2 072 B001900 653 072 C001900 4 PAGE 111 072 D001900 0 072 E001900 0 072 F001900 63 072 G001900 35 072 H001900 0 072 I001900 6 072 J001900 2 072 K001900 0 072 L001900 8 072 M001900 2 072 N001900 3 072 O001900 0 072 P001900 0 072 Q001900 0 072 R001900 5 072 S001900 6 072 T001900 0 072 U001900 0 072 V001900 0 072 W001900 1 072 X001900 131 072 Y001900 51 072 Z001900 577 072AA001900 513 072BB001900 0 072CC011900 2152 072CC021900 0 072DD011900 575 072DD021900 2 072EE001900 0 073 A011900 0.0400 073 A021900 0.0200 073 B001900 0.0000 073 C001900 0.0000 074 A001900 0 074 B001900 0 074 C001900 0 074 D001900 128393 074 E001900 0 074 F001900 0 074 G001900 0 074 H001900 0 074 I001900 2357 074 J001900 3234 074 K001900 0 074 L001900 2111 074 M001900 0 074 N001900 136095 074 O001900 0 074 P001900 33 074 Q001900 0 PAGE 112 074 R011900 0 074 R021900 0 074 R031900 0 074 R041900 9724 074 S001900 0 074 T001900 126338 074 U011900 12202 074 U021900 181 074 V011900 10.20 074 V021900 10.22 074 W001900 0.0000 074 X001900 13 074 Y001900 0 075 A001900 0 075 B001900 133900 076 001900 0.00 015 A002001 BANK OF NEW YORK 015 B002001 C 015 C012001 NEW YORK 015 C022001 NY 015 C032001 10286 015 E012001 X 024 002000 Y 025 A002001 CHARTER ONE FINANCIAL, INC. 025 C002001 E 025 D002001 172 025 A002002 CITY NATIONAL CORPORATION 025 C002002 E 025 D002002 90 025 A002003 COMMERCE BANCORP, INC. 025 C002003 E 025 D002003 81 025 A002004 COMPASS BANCSHARES, INC. 025 C002004 E 025 D002004 116 025 A002005 TCF FINANCIAL CORPORATION 025 C002005 E 025 D002005 102 025 A002006 WELLS FARGO & COMPANY 025 C002006 E 025 D002006 121 025 A002007 LEGG MASON, INC. 025 C002007 E 025 D002007 102 025 D002008 0 025 D002009 0 025 D002010 0 025 D002011 0 025 D002012 0 025 D002013 0 025 D002014 0 PAGE 113 025 D002015 0 025 D002016 0 028 A012000 10098 028 A022000 0 028 A032000 0 028 A042000 0 028 B012000 14 028 B022000 0 028 B032000 0 028 B042000 0 028 C012000 6 028 C022000 0 028 C032000 0 028 C042000 0 028 D012000 6 028 D022000 0 028 D032000 0 028 D042000 0 028 E012000 1 028 E022000 0 028 E032000 0 028 E042000 0 028 F012000 1 028 F022000 0 028 F032000 0 028 F042000 0 028 G012000 10126 028 G022000 0 028 G032000 0 028 G042000 0 028 H002000 136 029 002000 Y 030 A002000 0 030 B002000 5.75 030 C002000 0.00 031 A002000 0 031 B002000 0 032 002000 0 033 002000 0 034 002000 N 035 002000 0 036 B002000 0 037 002000 N 038 002000 0 039 002000 N 040 002000 Y 041 002000 Y 042 A002000 0 042 B002000 0 042 C002000 0 042 D002000 100 PAGE 114 042 E002000 0 042 F002000 0 042 G002000 0 042 H002000 0 043 002000 0 044 002000 0 045 002000 Y 046 002000 N 047 002000 Y 048 002000 0.650 048 A012000 0 048 A022000 0.000 048 B012000 0 048 B022000 0.000 048 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 0 048 K022000 0.000 049 002000 N 050 002000 N 051 002000 N 052 002000 N 053 A002000 Y 053 B002000 Y 053 C002000 N 054 A002000 Y 054 B002000 Y 054 C002000 Y 054 D002000 N 054 E002000 N 054 F002000 N 054 G002000 Y 054 H002000 N 054 I002000 N 054 J002000 Y 054 K002000 N 054 L002000 Y PAGE 115 054 M002000 Y 054 N002000 N 054 O002000 Y 055 A002000 Y 055 B002000 N 056 002000 Y 057 002000 N 058 A002000 N 059 002000 Y 060 A002000 Y 060 B002000 Y 061 002000 1000 062 A002000 N 062 B002000 0.0 062 C002000 0.0 062 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 Y 066 D002000 N 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 Y 070 C022000 N 070 D012000 Y 070 D022000 N PAGE 116 070 E012000 Y 070 E022000 N 070 F012000 Y 070 F022000 N 070 G012000 Y 070 G022000 N 070 H012000 Y 070 H022000 N 070 I012000 Y 070 I022000 N 070 J012000 Y 070 J022000 N 070 K012000 Y 070 K022000 Y 070 L012000 Y 070 L022000 Y 070 M012000 Y 070 M022000 N 070 N012000 Y 070 N022000 Y 070 O012000 Y 070 O022000 Y 070 P012000 Y 070 P022000 N 070 Q012000 Y 070 Q022000 N 070 R012000 Y 070 R022000 N 071 A002000 14851 071 B002000 5123 071 C002000 8077 071 D002000 63 072 A002000 6 072 B002000 1 072 C002000 53 072 D002000 0 072 E002000 0 072 F002000 28 072 G002000 10 072 H002000 0 072 I002000 2 072 J002000 1 072 K002000 0 072 L002000 3 072 M002000 1 072 N002000 3 072 O002000 0 072 P002000 0 072 Q002000 0 072 R002000 5 072 S002000 10 PAGE 117 072 T002000 0 072 U002000 0 072 V002000 0 072 W002000 1 072 X002000 64 072 Y002000 10 072 Z002000 0 072AA002000 0 072BB002000 1348 072CC012000 0 072CC022000 1524 072DD012000 0 072DD022000 0 072EE002000 0 073 A012000 0.0000 073 A022000 0.0000 073 B002000 0.0000 073 C002000 0.0000 074 A002000 0 074 B002000 0 074 C002000 0 074 D002000 0 074 E002000 0 074 F002000 6856 074 G002000 0 074 H002000 0 074 I002000 359 074 J002000 113 074 K002000 0 074 L002000 9 074 M002000 0 074 N002000 7337 074 O002000 77 074 P002000 3 074 Q002000 0 074 R012000 0 074 R022000 0 074 R032000 0 074 R042000 3 074 S002000 0 074 T002000 7254 074 U012000 997 074 U022000 16 074 V012000 7.16 074 V022000 7.15 074 W002000 0.0000 074 X002000 31 074 Y002000 0 075 A002000 0 075 B002000 8568 076 002000 0.00 PAGE 118 015 A002101 BANK OF NEW YORK 015 B002101 C 015 C012101 NEW YORK 015 C022101 NY 015 C032101 10286 015 E012101 X 024 002100 Y 025 A002101 COLONIAL BANKGROUP, INC. 025 C002101 E 025 D002101 444 025 A002102 COMMUNITY BANK SYSTEMS, INC. 025 C002102 E 025 D002102 403 025 A002103 FIRST STATE BANCORPORATION 025 C002103 E 025 D002103 515 025 A002104 FULTON FINANCIAL CORPORATION 025 C002104 E 025 D002104 406 025 A002105 HANCOCK HOLDING COMPANY 025 C002105 E 025 D002105 385 025 A002106 INDEPENDENCE COMMUNITY BANK CORPORATION 025 C002106 E 025 D002106 226 025 A002107 INDEPENDENT BANK CORP. 025 C002107 E 025 D002107 346 025 A002108 PACIFIC CAPITAL BANCORP 025 C002108 E 025 D002108 168 025 A002109 PROSPERITY BANCSHARES, INC. 025 C002109 E 025 D002109 388 025 A002110 SILICON VALLEY BANCSHARES 025 C002110 E 025 D002110 259 025 A002111 SUMMIT BANCSHARES, INC. 025 C002111 E 025 D002111 521 025 A002112 SUPERIOR FINANCIAL CORPORATION 025 C002112 E 025 D002112 500 025 A002113 AMERICAN CAPITAL STRATEGIES, LTD. 025 C002113 E 025 D002113 330 025 D002114 0 025 D002115 0 025 D002116 0 028 A012100 0 028 A022100 0 PAGE 119 028 A032100 0 028 A042100 0 028 B012100 21817 028 B022100 0 028 B032100 0 028 B042100 0 028 C012100 8111 028 C022100 0 028 C032100 0 028 C042100 127 028 D012100 6172 028 D022100 0 028 D032100 0 028 D042100 374 028 E012100 4376 028 E022100 0 028 E032100 0 028 E042100 197 028 F012100 19743 028 F022100 0 028 F032100 0 028 F042100 257 028 G012100 60219 028 G022100 0 028 G032100 0 028 G042100 955 028 H002100 461 029 002100 Y 030 A002100 8 030 B002100 5.75 030 C002100 0.00 031 A002100 1 031 B002100 0 032 002100 0 033 002100 7 034 002100 Y 035 002100 0 036 A002100 Y 036 B002100 0 037 002100 N 038 002100 0 039 002100 N 040 002100 Y 041 002100 Y 042 A002100 0 042 B002100 0 042 C002100 0 042 D002100 100 042 E002100 0 042 F002100 0 042 G002100 0 PAGE 120 042 H002100 0 043 002100 0 044 002100 0 045 002100 N 048 002100 0.000 048 A012100 0 048 A022100 0.000 048 B012100 0 048 B022100 0.000 048 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 0 048 K022100 0.000 055 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 1000 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 0.0 062 M002100 0.0 062 N002100 0.0 062 O002100 0.0 PAGE 121 062 P002100 0.0 062 Q002100 0.0 062 R002100 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 N 069 002100 N 070 A012100 Y 070 A022100 N 070 B012100 Y 070 B022100 N 070 C012100 Y 070 C022100 N 070 D012100 Y 070 D022100 N 070 E012100 Y 070 E022100 N 070 F012100 Y 070 F022100 N 070 G012100 Y 070 G022100 N 070 H012100 Y 070 H022100 N 070 I012100 Y 070 I022100 N 070 J012100 Y 070 J022100 Y 070 K012100 Y 070 K022100 Y 070 L012100 Y 070 L022100 Y 070 M012100 Y 070 M022100 N 070 N012100 Y 070 N022100 Y 070 O012100 Y 070 O022100 N 070 P012100 Y 070 P022100 N 070 Q012100 Y 070 Q022100 N 070 R012100 Y 070 R022100 N 071 A002100 66481 PAGE 122 071 B002100 10049 071 C002100 26778 071 D002100 38 072 A002100 5 072 B002100 1 072 C002100 187 072 D002100 0 072 E002100 1 072 F002100 113 072 G002100 29 072 H002100 0 072 I002100 10 072 J002100 4 072 K002100 0 072 L002100 25 072 M002100 7 072 N002100 27 072 O002100 0 072 P002100 0 072 Q002100 0 072 R002100 13 072 S002100 20 072 T002100 0 072 U002100 0 072 V002100 0 072 W002100 2 072 X002100 250 072 Y002100 87 072 Z002100 26 072AA002100 0 072BB002100 2623 072CC012100 0 072CC022100 4888 072DD012100 0 072DD022100 0 072EE002100 0 073 A012100 0.0000 073 A022100 0.0000 073 B002100 0.0000 073 C002100 0.0000 074 A002100 44 074 B002100 0 074 C002100 0 074 D002100 0 074 E002100 0 074 F002100 48934 074 G002100 0 074 H002100 0 074 I002100 3854 074 J002100 1002 074 K002100 0 PAGE 123 074 L002100 64 074 M002100 0 074 N002100 53898 074 O002100 961 074 P002100 35 074 Q002100 0 074 R012100 0 074 R022100 0 074 R032100 0 074 R042100 1123 074 S002100 0 074 T002100 51779 074 U012100 6496 074 U022100 67 074 V012100 7.89 074 V022100 7.88 074 W002100 0.0000 074 X002100 115 074 Y002100 0 075 A002100 0 075 B002100 29789 076 002100 0.00 015 A002201 BANK OF NEW YORK 015 B002201 C 015 C012201 NEW YORK 015 C022201 NY 015 C032201 10286 015 E012201 X 024 002200 Y 025 A002201 BB&T CORPORATION 025 C002201 D 025 D002201 16 025 A002202 GOLDEN WEST FINANCIAL CORPORATION 025 C002202 D 025 D002202 17 025 A002203 J.P. MORGAN CHASE & COMPANY 025 C002203 D 025 D002203 99 025 A002204 MELLON FUNDING CORPORATION 025 C002204 D 025 D002204 77 025 A002205 PNC FUNDING CORPORATION 025 C002205 D 025 D002205 114 025 A002206 POPULAR NORTH AMERICA INC. 025 C002206 D 025 D002206 70 025 A002207 STATE STREET CORPORATION 025 C002207 D 025 D002207 42 025 A002208 WACHOVIA CORPORATION PAGE 124 025 C002208 D 025 D002208 100 025 A002209 WASHINGTON MUTUAL, INC. 025 C002209 D 025 D002209 84 025 D002210 0 025 D002211 0 025 D002212 0 025 D002213 0 025 D002214 0 025 D002215 0 025 D002216 0 028 A012200 0 028 A022200 0 028 A032200 0 028 A042200 0 028 B012200 0 028 B022200 0 028 B032200 0 028 B042200 0 028 C012200 0 028 C022200 0 028 C032200 0 028 C042200 0 028 D012200 0 028 D022200 0 028 D032200 0 028 D042200 0 028 E012200 10000 028 E022200 25 028 E032200 0 028 E042200 0 028 F012200 0 028 F022200 0 028 F032200 0 028 F042200 0 028 G012200 10000 028 G022200 25 028 G032200 0 028 G042200 0 028 H002200 0 029 002200 N 030 A002200 0 030 B002200 0.00 030 C002200 0.00 034 002200 N 035 002200 0 036 B002200 0 037 002200 N 038 002200 0 039 002200 N PAGE 125 040 002200 N 042 A002200 0 042 B002200 0 042 C002200 0 042 D002200 0 042 E002200 0 042 F002200 0 042 G002200 0 042 H002200 0 043 002200 0 044 002200 0 045 002200 Y 046 002200 N 047 002200 N 048 002200 0.000 048 A012200 0 048 A022200 0.000 048 B012200 0 048 B022200 0.000 048 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 0 048 K022200 0.000 049 002200 N 050 002200 N 051 002200 N 052 002200 N 053 A002200 N 054 A002200 Y 054 B002200 Y 054 C002200 Y 054 D002200 N 054 E002200 N 054 F002200 N 054 G002200 Y 054 H002200 N 054 I002200 N PAGE 126 054 J002200 Y 054 K002200 N 054 L002200 Y 054 M002200 Y 054 N002200 N 054 O002200 Y 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 Y 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 0.0 062 L002200 0.0 062 M002200 64.6 062 N002200 0.0 062 O002200 0.0 062 P002200 27.6 062 Q002200 0.0 062 R002200 8.4 063 A002200 0 063 B002200 7.8 064 A002200 N 064 B002200 N 066 A002200 N 067 002200 N 068 A002200 N 068 B002200 N 069 002200 N 070 A012200 Y 070 A022200 N 070 B012200 Y 070 B022200 N 070 C012200 Y 070 C022200 N 070 D012200 Y 070 D022200 N 070 E012200 Y PAGE 127 070 E022200 Y 070 F012200 Y 070 F022200 N 070 G012200 Y 070 G022200 N 070 H012200 Y 070 H022200 N 070 I012200 Y 070 I022200 N 070 J012200 Y 070 J022200 Y 070 K012200 Y 070 K022200 Y 070 L012200 Y 070 L022200 Y 070 M012200 Y 070 M022200 N 070 N012200 Y 070 N022200 N 070 O012200 Y 070 O022200 N 070 P012200 Y 070 P022200 N 070 Q012200 Y 070 Q022200 N 070 R012200 Y 070 R022200 N 071 A002200 13776 071 B002200 4532 071 C002200 5952 071 D002200 76 072 A002200 2 072 B002200 28 072 C002200 2 072 D002200 0 072 E002200 0 072 F002200 0 072 G002200 0 072 H002200 0 072 I002200 0 072 J002200 0 072 K002200 0 072 L002200 0 072 M002200 0 072 N002200 0 072 O002200 0 072 P002200 0 072 Q002200 0 072 R002200 0 072 S002200 0 072 T002200 0 PAGE 128 072 U002200 0 072 V002200 0 072 W002200 0 072 X002200 0 072 Y002200 0 072 Z002200 30 072AA002200 39 072BB002200 0 072CC012200 171 072CC022200 0 072DD012200 25 072DD022200 0 072EE002200 0 073 A012200 0.0300 073 A022200 0.0000 073 B002200 0.0000 073 C002200 0.0000 074 A002200 0 074 B002200 0 074 C002200 0 074 D002200 9437 074 E002200 0 074 F002200 0 074 G002200 0 074 H002200 0 074 I002200 861 074 J002200 55 074 K002200 0 074 L002200 103 074 M002200 0 074 N002200 10456 074 O002200 216 074 P002200 0 074 Q002200 0 074 R012200 0 074 R022200 0 074 R032200 0 074 R042200 0 074 S002200 0 074 T002200 10240 074 U012200 1002 074 U022200 0 074 V012200 10.22 074 V022200 0.00 074 W002200 0.0000 074 X002200 2 074 Y002200 796 075 A002200 0 075 B002200 10113 076 002200 0.00 015 A002301 BANK OF NEW YORK PAGE 129 015 B002301 C 015 C012301 NEW YORK 015 C022301 NY 015 C032301 10286 015 E012301 X 024 002300 N 025 D002301 0 025 D002302 0 025 D002303 0 025 D002304 0 025 D002305 0 025 D002306 0 025 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 10000 028 E022300 21 028 E032300 0 028 E042300 0 028 F012300 0 028 F022300 0 028 F032300 0 028 F042300 0 028 G012300 10000 028 G022300 21 028 G032300 0 028 G042300 0 028 H002300 0 029 002300 N 030 A002300 0 030 B002300 0.00 030 C002300 0.00 034 002300 N 035 002300 0 036 B002300 0 037 002300 N PAGE 130 038 002300 0 039 002300 N 040 002300 N 042 A002300 0 042 B002300 0 042 C002300 0 042 D002300 0 042 E002300 0 042 F002300 0 042 G002300 0 042 H002300 0 043 002300 0 044 002300 0 045 002300 Y 046 002300 N 047 002300 N 048 002300 0.000 048 A012300 0 048 A022300 0.000 048 B012300 0 048 B022300 0.000 048 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 0 048 K022300 0.000 049 002300 N 050 002300 N 051 002300 N 052 002300 N 053 A002300 N 054 A002300 Y 054 B002300 Y 054 C002300 Y 054 D002300 N 054 E002300 N 054 F002300 N 054 G002300 Y PAGE 131 054 H002300 N 054 I002300 N 054 J002300 Y 054 K002300 N 054 L002300 Y 054 M002300 Y 054 N002300 N 054 O002300 Y 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 Y 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 65.1 062 O002300 0.0 062 P002300 33.7 062 Q002300 0.0 062 R002300 0.5 063 A002300 0 063 B002300 2.1 064 A002300 N 064 B002300 N 066 A002300 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 Y 070 C022300 N 070 D012300 Y PAGE 132 070 D022300 N 070 E012300 Y 070 E022300 Y 070 F012300 Y 070 F022300 N 070 G012300 Y 070 G022300 N 070 H012300 Y 070 H022300 N 070 I012300 Y 070 I022300 N 070 J012300 Y 070 J022300 Y 070 K012300 Y 070 K022300 Y 070 L012300 Y 070 L022300 Y 070 M012300 Y 070 M022300 N 070 N012300 Y 070 N022300 N 070 O012300 Y 070 O022300 N 070 P012300 Y 070 P022300 N 070 Q012300 Y 070 Q022300 N 070 R012300 Y 070 R022300 N 071 A002300 7250 071 B002300 1119 071 C002300 2587 071 D002300 43 072 A002300 2 072 B002300 25 072 C002300 1 072 D002300 0 072 E002300 0 072 F002300 0 072 G002300 0 072 H002300 0 072 I002300 0 072 J002300 0 072 K002300 0 072 L002300 0 072 M002300 0 072 N002300 0 072 O002300 0 072 P002300 0 072 Q002300 0 072 R002300 0 PAGE 133 072 S002300 0 072 T002300 0 072 U002300 0 072 V002300 0 072 W002300 0 072 X002300 0 072 Y002300 0 072 Z002300 26 072AA002300 4 072BB002300 0 072CC012300 0 072CC022300 49 072DD012300 21 072DD022300 0 072EE002300 0 073 A012300 0.0200 073 A022300 0.0000 073 B002300 0.0000 073 C002300 0.0000 074 A002300 0 074 B002300 0 074 C002300 0 074 D002300 9858 074 E002300 0 074 F002300 0 074 G002300 0 074 H002300 0 074 I002300 49 074 J002300 305 074 K002300 0 074 L002300 173 074 M002300 0 074 N002300 10385 074 O002300 391 074 P002300 0 074 Q002300 0 074 R012300 0 074 R022300 0 074 R032300 0 074 R042300 13 074 S002300 0 074 T002300 9981 074 U012300 1002 074 U022300 0 074 V012300 9.96 074 V022300 0.00 074 W002300 0.0000 074 X002300 2 074 Y002300 0 075 A002300 0 075 B002300 10001 PAGE 134 076 002300 0.00 015 A002401 BANK OF NEW YORK 015 B002401 C 015 C012401 NEW YORK 015 C022401 NY 015 C032401 10286 015 E012401 X 024 002400 N 025 D002401 0 025 D002402 0 025 D002403 0 025 D002404 0 025 D002405 0 025 D002406 0 025 D002407 0 025 D002408 0 028 A012400 0 028 A022400 0 028 A032400 0 028 A042400 0 028 B012400 0 028 B022400 0 028 B032400 0 028 B042400 0 028 C012400 0 028 C022400 0 028 C032400 0 028 C042400 0 028 D012400 0 028 D022400 0 028 D032400 0 028 D042400 0 028 E012400 5000 028 E022400 7 028 E032400 0 028 E042400 0 028 F012400 0 028 F022400 0 028 F032400 0 028 F042400 0 028 G012400 5000 028 G022400 7 028 G032400 0 028 G042400 0 028 H002400 0 029 002400 N 030 A002400 0 030 B002400 0.00 030 C002400 0.00 034 002400 N 035 002400 0 PAGE 135 036 B002400 0 037 002400 N 038 002400 0 039 002400 N 040 002400 N 042 A002400 0 042 B002400 0 042 C002400 0 042 D002400 0 042 E002400 0 042 F002400 0 042 G002400 0 042 H002400 0 043 002400 0 044 002400 0 045 002400 Y 046 002400 N 047 002400 N 048 002400 0.000 048 A012400 0 048 A022400 0.000 048 B012400 0 048 B022400 0.000 048 C012400 0 048 C022400 0.000 048 D012400 0 048 D022400 0.000 048 E012400 0 048 E022400 0.000 048 F012400 0 048 F022400 0.000 048 G012400 0 048 G022400 0.000 048 H012400 0 048 H022400 0.000 048 I012400 0 048 I022400 0.000 048 J012400 0 048 J022400 0.000 048 K012400 0 048 K022400 0.000 049 002400 N 050 002400 N 051 002400 N 052 002400 N 053 A002400 N 054 A002400 Y 054 B002400 Y 054 C002400 Y 054 D002400 N 054 E002400 N PAGE 136 054 F002400 N 054 G002400 Y 054 H002400 N 054 I002400 N 054 J002400 Y 054 K002400 N 054 L002400 Y 054 M002400 Y 054 N002400 N 054 O002400 Y 055 A002400 N 055 B002400 N 056 002400 Y 057 002400 N 058 A002400 N 059 002400 Y 060 A002400 Y 060 B002400 Y 061 002400 0 062 A002400 Y 062 B002400 0.0 062 C002400 59.6 062 D002400 0.0 062 E002400 0.0 062 F002400 0.0 062 G002400 0.0 062 H002400 0.0 062 I002400 0.0 062 J002400 0.0 062 K002400 0.0 062 L002400 0.0 062 M002400 1.3 062 N002400 0.0 062 O002400 0.0 062 P002400 94.0 062 Q002400 0.0 062 R002400 39.9 063 A002400 0 063 B002400 13.4 064 A002400 N 064 B002400 N 066 A002400 N 067 002400 N 068 A002400 N 068 B002400 N 069 002400 N 070 A012400 Y 070 A022400 N 070 B012400 Y 070 B022400 N 070 C012400 Y PAGE 137 070 C022400 N 070 D012400 Y 070 D022400 N 070 E012400 Y 070 E022400 Y 070 F012400 Y 070 F022400 N 070 G012400 Y 070 G022400 N 070 H012400 Y 070 H022400 N 070 I012400 Y 070 I022400 N 070 J012400 Y 070 J022400 N 070 K012400 Y 070 K022400 Y 070 L012400 Y 070 L022400 N 070 M012400 Y 070 M022400 N 070 N012400 Y 070 N022400 N 070 O012400 Y 070 O022400 N 070 P012400 Y 070 P022400 N 070 Q012400 Y 070 Q022400 N 070 R012400 Y 070 R022400 N 071 A002400 11513 071 B002400 6748 071 C002400 2889 071 D002400 234 072 A002400 2 072 B002400 5 072 C002400 3 072 D002400 0 072 E002400 0 072 F002400 0 072 G002400 0 072 H002400 0 072 I002400 0 072 J002400 0 072 K002400 0 072 L002400 0 072 M002400 0 072 N002400 0 072 O002400 0 072 P002400 0 PAGE 138 072 Q002400 0 072 R002400 0 072 S002400 0 072 T002400 0 072 U002400 0 072 V002400 0 072 W002400 0 072 X002400 0 072 Y002400 0 072 Z002400 8 072AA002400 9 072BB002400 0 072CC012400 14 072CC022400 0 072DD012400 7 072DD022400 0 072EE002400 0 073 A012400 0.0100 073 A022400 0.0000 073 B002400 0.0000 073 C002400 0.0000 074 A002400 2 074 B002400 0 074 C002400 0 074 D002400 7791 074 E002400 0 074 F002400 0 074 G002400 0 074 H002400 0 074 I002400 2008 074 J002400 0 074 K002400 0 074 L002400 17 074 M002400 0 074 N002400 9818 074 O002400 4772 074 P002400 0 074 Q002400 0 074 R012400 0 074 R022400 0 074 R032400 0 074 R042400 15 074 S002400 0 074 T002400 5031 074 U012400 501 074 U022400 0 074 V012400 10.05 074 V022400 0.00 074 W002400 0.0000 074 X002400 2 074 Y002400 2998 PAGE 139 075 A002400 0 075 B002400 5018 076 002400 0.00 015 A002501 BANK OF NEW YORK 015 B002501 C 015 C012501 NEW YORK 015 C022501 NY 015 C032501 10286 015 E012501 X 024 002500 Y 025 A002501 CHARTER ONE FINANCIAL, INC. 025 C002501 E 025 D002501 5046 025 A002502 CITIGROUP INC. 025 C002502 E 025 D002502 7072 025 A002503 COMERICA INC. 025 C002503 E 025 D002503 4566 025 A002504 FLEETBOSTON FINANCIAL CORPORATION 025 C002504 E 025 D002504 4736 025 A002505 US BANCORP 025 C002505 E 025 D002505 4244 025 A002506 WACHOVIA CORPORATION 025 C002506 E 025 D002506 13430 025 A002507 WELLS FARGO & COMPANY 025 C002507 E 025 D002507 10312 025 A002508 LEHMAN BROTHERS HOLDINGS INC. 025 C002508 E 025 D002508 70 025 A002509 MERRILL LYNCH & COMPANY, INC. 025 C002509 E 025 D002509 5359 025 A002510 MORGAN STANLEY DEAN WITTER & COMPANY 025 C002510 E 025 D002510 3905 025 D002511 0 025 D002512 0 025 D002513 0 025 D002514 0 025 D002515 0 025 D002516 0 028 A012500 0 028 A022500 0 028 A032500 0 028 A042500 0 028 B012500 6384 PAGE 140 028 B022500 6517 028 B032500 0 028 B042500 6235 028 C012500 9750 028 C022500 0 028 C032500 0 028 C042500 9423 028 D012500 16617 028 D022500 612 028 D032500 0 028 D042500 13951 028 E012500 13700 028 E022500 0 028 E032500 0 028 E042500 8307 028 F012500 17139 028 F022500 715 028 F032500 0 028 F042500 6939 028 G012500 63590 028 G022500 7844 028 G032500 0 028 G042500 44855 028 H002500 3164 029 002500 Y 030 A002500 24 030 B002500 5.75 030 C002500 0.00 031 A002500 4 031 B002500 0 032 002500 0 033 002500 20 034 002500 Y 035 002500 30 036 A002500 Y 036 B002500 0 037 002500 N 038 002500 0 039 002500 N 040 002500 Y 041 002500 Y 042 A002500 0 042 B002500 0 042 C002500 0 042 D002500 100 042 E002500 0 042 F002500 0 042 G002500 0 042 H002500 0 043 002500 311 044 002500 0 PAGE 141 045 002500 Y 046 002500 N 047 002500 Y 048 002500 0.650 048 A012500 0 048 A022500 0.000 048 B012500 0 048 B022500 0.000 048 C012500 0 048 C022500 0.000 048 D012500 0 048 D022500 0.000 048 E012500 0 048 E022500 0.000 048 F012500 0 048 F022500 0.000 048 G012500 0 048 G022500 0.000 048 H012500 0 048 H022500 0.000 048 I012500 0 048 I022500 0.000 048 J012500 0 048 J022500 0.000 048 K012500 0 048 K022500 0.000 049 002500 N 050 002500 N 051 002500 N 052 002500 N 053 A002500 N 054 A002500 Y 054 B002500 Y 054 C002500 Y 054 D002500 N 054 E002500 N 054 F002500 N 054 G002500 Y 054 H002500 N 054 I002500 N 054 J002500 Y 054 K002500 N 054 L002500 Y 054 M002500 Y 054 N002500 N 054 O002500 Y 055 A002500 N 055 B002500 N 056 002500 Y 057 002500 N 058 A002500 N PAGE 142 059 002500 Y 060 A002500 Y 060 B002500 Y 061 002500 1000 062 A002500 N 062 B002500 0.0 062 C002500 0.0 062 D002500 0.0 062 E002500 0.0 062 F002500 0.0 062 G002500 0.0 062 H002500 0.0 062 I002500 0.0 062 J002500 0.0 062 K002500 0.0 062 L002500 0.0 062 M002500 0.0 062 N002500 0.0 062 O002500 0.0 062 P002500 0.0 062 Q002500 0.0 062 R002500 0.0 066 A002500 Y 066 B002500 N 066 C002500 N 066 D002500 Y 066 E002500 N 066 F002500 N 066 G002500 N 067 002500 N 068 A002500 N 068 B002500 N 069 002500 N 070 A012500 Y 070 A022500 N 070 B012500 Y 070 B022500 N 070 C012500 Y 070 C022500 N 070 D012500 Y 070 D022500 N 070 E012500 Y 070 E022500 N 070 F012500 Y 070 F022500 N 070 G012500 Y 070 G022500 N 070 H012500 Y 070 H022500 N 070 I012500 Y 070 I022500 N PAGE 143 070 J012500 Y 070 J022500 Y 070 K012500 Y 070 K022500 Y 070 L012500 Y 070 L022500 Y 070 M012500 Y 070 M022500 N 070 N012500 Y 070 N022500 Y 070 O012500 Y 070 O022500 N 070 P012500 Y 070 P022500 N 070 Q012500 Y 070 Q022500 N 070 R012500 Y 070 R022500 N 071 A002500 246351 071 B002500 247104 071 C002500 561495 071 D002500 44 072 A002500 4 072 B002500 51 072 C002500 5349 072 D002500 0 072 E002500 10 072 F002500 1408 072 G002500 498 072 H002500 0 072 I002500 79 072 J002500 24 072 K002500 0 072 L002500 41 072 M002500 6 072 N002500 47 072 O002500 0 072 P002500 0 072 Q002500 0 072 R002500 14 072 S002500 25 072 T002500 311 072 U002500 0 072 V002500 0 072 W002500 9 072 X002500 2462 072 Y002500 0 072 Z002500 2948 072AA002500 0 072BB002500 28440 072CC012500 0 PAGE 144 072CC022500 159173 072DD012500 2399 072DD022500 351 072EE002500 10104 073 A012500 0.0530 073 A022500 0.0460 073 B002500 0.1800 073 C002500 0.0000 074 A002500 0 074 B002500 0 074 C002500 0 074 D002500 2285 074 E002500 0 074 F002500 450267 074 G002500 0 074 H002500 0 074 I002500 57750 074 J002500 6403 074 K002500 0 074 L002500 5702 074 M002500 0 074 N002500 522407 074 O002500 6302 074 P002500 275 074 Q002500 0 074 R012500 0 074 R022500 0 074 R032500 0 074 R042500 30472 074 S002500 0 074 T002500 485358 074 U012500 46950 074 U022500 11271 074 V012500 8.36 074 V022500 8.35 074 W002500 0.0000 074 X002500 9445 074 Y002500 0 075 A002500 0 075 B002500 558995 076 002500 0.00 015 A002601 BANK OF NEW YORK 015 B002601 C 015 C012601 NEW YORK 015 C022601 NY 015 C032601 10286 015 E012601 X 024 002600 N 025 D002601 0 025 D002602 0 025 D002603 0 PAGE 145 025 D002604 0 025 D002605 0 025 D002606 0 025 D002607 0 025 D002608 0 028 A012600 0 028 A022600 0 028 A032600 0 028 A042600 0 028 B012600 34054 028 B022600 0 028 B032600 0 028 B042600 1586 028 C012600 13530 028 C022600 157 028 C032600 0 028 C042600 4089 028 D012600 5119 028 D022600 166 028 D032600 0 028 D042600 1890 028 E012600 6561 028 E022600 173 028 E032600 0 028 E042600 4311 028 F012600 4874 028 F022600 351 028 F032600 0 028 F042600 4552 028 G012600 64138 028 G022600 847 028 G032600 0 028 G042600 16428 028 H002600 7153 029 002600 Y 030 A002600 31 030 B002600 3.25 030 C002600 0.00 031 A002600 3 031 B002600 0 032 002600 0 033 002600 28 034 002600 Y 035 002600 2 036 A002600 Y 036 B002600 0 037 002600 N 038 002600 0 039 002600 N 040 002600 Y 041 002600 Y PAGE 146 042 A002600 0 042 B002600 0 042 C002600 0 042 D002600 100 042 E002600 0 042 F002600 0 042 G002600 0 042 H002600 0 043 002600 126 044 002600 0 045 002600 Y 046 002600 N 047 002600 Y 048 002600 0.400 048 A012600 0 048 A022600 0.000 048 B012600 0 048 B022600 0.000 048 C012600 0 048 C022600 0.000 048 D012600 0 048 D022600 0.000 048 E012600 0 048 E022600 0.000 048 F012600 0 048 F022600 0.000 048 G012600 0 048 G022600 0.000 048 H012600 0 048 H022600 0.000 048 I012600 0 048 I022600 0.000 048 J012600 0 048 J022600 0.000 048 K012600 0 048 K022600 0.000 049 002600 N 050 002600 N 051 002600 N 052 002600 N 053 A002600 Y 053 B002600 Y 053 C002600 N 054 A002600 Y 054 B002600 Y 054 C002600 Y 054 D002600 N 054 E002600 N 054 F002600 N 054 G002600 Y 054 H002600 N PAGE 147 054 I002600 N 054 J002600 Y 054 K002600 N 054 L002600 Y 054 M002600 Y 054 N002600 N 054 O002600 Y 055 A002600 N 055 B002600 N 056 002600 Y 057 002600 N 058 A002600 N 059 002600 Y 060 A002600 N 060 B002600 N 061 002600 1000 062 A002600 Y 062 B002600 0.0 062 C002600 0.0 062 D002600 0.0 062 E002600 0.0 062 F002600 0.0 062 G002600 0.0 062 H002600 0.0 062 I002600 0.0 062 J002600 0.0 062 K002600 0.0 062 L002600 0.0 062 M002600 0.0 062 N002600 0.0 062 O002600 97.4 062 P002600 0.0 062 Q002600 0.0 062 R002600 1.6 063 A002600 0 063 B002600 9.6 064 A002600 Y 064 B002600 N 066 A002600 N 067 002600 N 068 A002600 N 068 B002600 N 069 002600 N 070 A012600 Y 070 A022600 N 070 B012600 Y 070 B022600 N 070 C012600 Y 070 C022600 N 070 D012600 Y 070 D022600 N PAGE 148 070 E012600 Y 070 E022600 N 070 F012600 Y 070 F022600 N 070 G012600 Y 070 G022600 N 070 H012600 Y 070 H022600 N 070 I012600 Y 070 I022600 N 070 J012600 Y 070 J022600 N 070 K012600 Y 070 K022600 Y 070 L012600 Y 070 L022600 N 070 M012600 Y 070 M022600 N 070 N012600 Y 070 N022600 N 070 O012600 Y 070 O022600 Y 070 P012600 Y 070 P022600 N 070 Q012600 Y 070 Q022600 N 070 R012600 Y 070 R022600 N 071 A002600 34093 071 B002600 11139 071 C002600 328606 071 D002600 3 072 A002600 4 072 B002600 6579 072 C002600 26 072 D002600 0 072 E002600 0 072 F002600 538 072 G002600 295 072 H002600 0 072 I002600 40 072 J002600 9 072 K002600 0 072 L002600 14 072 M002600 6 072 N002600 1 072 O002600 0 072 P002600 0 072 Q002600 0 072 R002600 12 072 S002600 20 PAGE 149 072 T002600 126 072 U002600 0 072 V002600 0 072 W002600 12 072 X002600 1073 072 Y002600 275 072 Z002600 5807 072AA002600 163 072BB002600 0 072CC012600 14192 072CC022600 0 072DD012600 4719 072DD022600 1088 072EE002600 0 073 A012600 0.1920 073 A022600 0.1750 073 B002600 0.0000 073 C002600 0.0000 074 A002600 9 074 B002600 0 074 C002600 0 074 D002600 351445 074 E002600 0 074 F002600 0 074 G002600 0 074 H002600 0 074 I002600 5698 074 J002600 0 074 K002600 0 074 L002600 5550 074 M002600 0 074 N002600 362702 074 O002600 0 074 P002600 122 074 Q002600 0 074 R012600 0 074 R022600 0 074 R032600 0 074 R042600 1921 074 S002600 0 074 T002600 360659 074 U012600 25330 074 U022600 6676 074 V012600 11.27 074 V022600 11.27 074 W002600 0.0000 074 X002600 1125 074 Y002600 13320 075 A002600 0 075 B002600 348255 076 002600 0.00 PAGE 150 015 A002701 BANK OF NEW YORK 015 B002701 C 015 C012701 NEW YORK 015 C022701 NY 015 C032701 10286 015 E012701 X 024 002700 N 025 D002701 0 025 D002702 0 025 D002703 0 025 D002704 0 025 D002705 0 025 D002706 0 025 D002707 0 025 D002708 0 028 A012700 0 028 A022700 0 028 A032700 0 028 A042700 0 028 B012700 40743 028 B022700 0 028 B032700 0 028 B042700 1260 028 C012700 1109 028 C022700 111 028 C032700 0 028 C042700 2207 028 D012700 2782 028 D022700 124 028 D032700 0 028 D042700 4304 028 E012700 1810 028 E022700 126 028 E032700 0 028 E042700 2011 028 F012700 4395 028 F022700 250 028 F032700 0 028 F042700 4547 028 G012700 50839 028 G022700 611 028 G032700 0 028 G042700 14329 028 H002700 5642 029 002700 Y 030 A002700 20 030 B002700 3.25 030 C002700 0.00 031 A002700 2 031 B002700 0 032 002700 0 PAGE 151 033 002700 18 034 002700 Y 035 002700 5 036 A002700 Y 036 B002700 0 037 002700 N 038 002700 0 039 002700 N 040 002700 Y 041 002700 Y 042 A002700 0 042 B002700 0 042 C002700 0 042 D002700 100 042 E002700 0 042 F002700 0 042 G002700 0 042 H002700 0 043 002700 123 044 002700 0 045 002700 Y 046 002700 N 047 002700 Y 048 002700 0.400 048 A012700 0 048 A022700 0.000 048 B012700 0 048 B022700 0.000 048 C012700 0 048 C022700 0.000 048 D012700 0 048 D022700 0.000 048 E012700 0 048 E022700 0.000 048 F012700 0 048 F022700 0.000 048 G012700 0 048 G022700 0.000 048 H012700 0 048 H022700 0.000 048 I012700 0 048 I022700 0.000 048 J012700 0 048 J022700 0.000 048 K012700 0 048 K022700 0.000 049 002700 N 050 002700 N 051 002700 N 052 002700 N 053 A002700 Y PAGE 152 053 B002700 Y 053 C002700 N 054 A002700 Y 054 B002700 Y 054 C002700 Y 054 D002700 N 054 E002700 N 054 F002700 N 054 G002700 Y 054 H002700 N 054 I002700 N 054 J002700 Y 054 K002700 N 054 L002700 Y 054 M002700 Y 054 N002700 N 054 O002700 Y 055 A002700 N 055 B002700 N 056 002700 Y 057 002700 N 058 A002700 N 059 002700 Y 060 A002700 N 060 B002700 N 061 002700 1000 062 A002700 Y 062 B002700 0.0 062 C002700 0.0 062 D002700 0.0 062 E002700 0.0 062 F002700 0.0 062 G002700 0.0 062 H002700 0.0 062 I002700 0.0 062 J002700 0.0 062 K002700 0.0 062 L002700 0.0 062 M002700 0.0 062 N002700 0.0 062 O002700 98.6 062 P002700 0.0 062 Q002700 0.0 062 R002700 0.4 063 A002700 0 063 B002700 9.4 064 A002700 Y 064 B002700 N 066 A002700 N 067 002700 N 068 A002700 N PAGE 153 068 B002700 N 069 002700 N 070 A012700 Y 070 A022700 N 070 B012700 Y 070 B022700 N 070 C012700 Y 070 C022700 N 070 D012700 Y 070 D022700 N 070 E012700 Y 070 E022700 N 070 F012700 Y 070 F022700 N 070 G012700 Y 070 G022700 N 070 H012700 Y 070 H022700 N 070 I012700 Y 070 I022700 N 070 J012700 Y 070 J022700 N 070 K012700 Y 070 K022700 Y 070 L012700 Y 070 L022700 N 070 M012700 Y 070 M022700 N 070 N012700 Y 070 N022700 N 070 O012700 Y 070 O022700 Y 070 P012700 Y 070 P022700 N 070 Q012700 Y 070 Q022700 N 070 R012700 Y 070 R022700 N 071 A002700 23185 071 B002700 19051 071 C002700 231103 071 D002700 8 072 A002700 4 072 B002700 4526 072 C002700 9 072 D002700 0 072 E002700 0 072 F002700 380 072 G002700 209 072 H002700 0 072 I002700 28 PAGE 154 072 J002700 6 072 K002700 0 072 L002700 13 072 M002700 6 072 N002700 4 072 O002700 0 072 P002700 0 072 Q002700 0 072 R002700 11 072 S002700 19 072 T002700 123 072 U002700 0 072 V002700 0 072 W002700 10 072 X002700 809 072 Y002700 210 072 Z002700 3936 072AA002700 400 072BB002700 0 072CC012700 8401 072CC022700 0 072DD012700 3216 072DD022700 720 072EE002700 0 073 A012700 0.1840 073 A022700 0.1770 073 B002700 0.0000 073 C002700 0.0000 074 A002700 2 074 B002700 0 074 C002700 0 074 D002700 246338 074 E002700 0 074 F002700 0 074 G002700 0 074 H002700 0 074 I002700 1061 074 J002700 0 074 K002700 0 074 L002700 3803 074 M002700 0 074 N002700 251204 074 O002700 0 074 P002700 81 074 Q002700 0 074 R012700 0 074 R022700 0 074 R032700 0 074 R042700 1329 074 S002700 0 074 T002700 249794 PAGE 155 074 U012700 17319 074 U022700 4635 074 V012700 11.38 074 V022700 11.38 074 W002700 0.0000 074 X002700 728 074 Y002700 14351 075 A002700 0 075 B002700 245741 076 002700 0.00 015 A002801 BANK OF NEW YORK 015 B002801 C 015 C012801 NEW YORK 015 C022801 NY 015 C032801 10286 015 E012801 X 024 002800 N 025 D002801 0 025 D002802 0 025 D002803 0 025 D002804 0 025 D002805 0 025 D002806 0 025 D002807 0 025 D002808 0 028 A012800 0 028 A022800 0 028 A032800 0 028 A042800 0 028 B012800 17600 028 B022800 0 028 B032800 0 028 B042800 18356 028 C012800 13006 028 C022800 174 028 C032800 0 028 C042800 29066 028 D012800 26939 028 D022800 161 028 D032800 0 028 D042800 27714 028 E012800 27730 028 E022800 160 028 E032800 0 028 E042800 27755 028 F012800 18193 028 F022800 346 028 F032800 0 028 F042800 12772 028 G012800 103468 028 G022800 841 PAGE 156 028 G032800 0 028 G042800 115663 028 H002800 37449 029 002800 Y 030 A002800 6 030 B002800 4.75 030 C002800 0.00 031 A002800 1 031 B002800 0 032 002800 0 033 002800 5 034 002800 Y 035 002800 7 036 A002800 Y 036 B002800 0 037 002800 Y 038 002800 0 039 002800 N 040 002800 Y 041 002800 Y 042 A002800 0 042 B002800 0 042 C002800 0 042 D002800 100 042 E002800 0 042 F002800 0 042 G002800 0 042 H002800 0 043 002800 91 044 002800 0 045 002800 Y 046 002800 N 047 002800 Y 048 002800 0.500 048 A012800 0 048 A022800 0.000 048 B012800 0 048 B022800 0.000 048 C012800 0 048 C022800 0.000 048 D012800 0 048 D022800 0.000 048 E012800 0 048 E022800 0.000 048 F012800 0 048 F022800 0.000 048 G012800 0 048 G022800 0.000 048 H012800 0 048 H022800 0.000 048 I012800 0 PAGE 157 048 I022800 0.000 048 J012800 0 048 J022800 0.000 048 K012800 0 048 K022800 0.000 049 002800 N 050 002800 N 051 002800 N 052 002800 N 053 A002800 Y 053 B002800 Y 053 C002800 N 054 A002800 Y 054 B002800 Y 054 C002800 Y 054 D002800 N 054 E002800 N 054 F002800 N 054 G002800 Y 054 H002800 N 054 I002800 N 054 J002800 Y 054 K002800 N 054 L002800 Y 054 M002800 Y 054 N002800 N 054 O002800 Y 055 A002800 N 055 B002800 N 056 002800 Y 057 002800 N 058 A002800 N 059 002800 Y 060 A002800 N 060 B002800 N 061 002800 1000 062 A002800 Y 062 B002800 0.0 062 C002800 0.0 062 D002800 0.0 062 E002800 0.0 062 F002800 0.0 062 G002800 0.0 062 H002800 0.0 062 I002800 0.0 062 J002800 0.0 062 K002800 0.0 062 L002800 0.0 062 M002800 0.0 062 N002800 0.0 062 O002800 98.4 PAGE 158 062 P002800 0.0 062 Q002800 0.0 062 R002800 2.1 063 A002800 0 063 B002800 12.9 064 A002800 Y 064 B002800 N 066 A002800 N 067 002800 N 068 A002800 N 068 B002800 N 069 002800 N 070 A012800 Y 070 A022800 N 070 B012800 Y 070 B022800 N 070 C012800 Y 070 C022800 N 070 D012800 Y 070 D022800 N 070 E012800 Y 070 E022800 N 070 F012800 Y 070 F022800 N 070 G012800 Y 070 G022800 N 070 H012800 Y 070 H022800 N 070 I012800 Y 070 I022800 N 070 J012800 Y 070 J022800 N 070 K012800 Y 070 K022800 Y 070 L012800 Y 070 L022800 N 070 M012800 Y 070 M022800 N 070 N012800 Y 070 N022800 N 070 O012800 Y 070 O022800 Y 070 P012800 Y 070 P022800 N 070 Q012800 Y 070 Q022800 N 070 R012800 Y 070 R022800 N 071 A002800 96066 071 B002800 105664 071 C002800 845956 PAGE 159 071 D002800 11 072 A002800 4 072 B002800 18337 072 C002800 76 072 D002800 0 072 E002800 0 072 F002800 1675 072 G002800 738 072 H002800 0 072 I002800 109 072 J002800 22 072 K002800 0 072 L002800 24 072 M002800 6 072 N002800 48 072 O002800 0 072 P002800 0 072 Q002800 0 072 R002800 13 072 S002800 23 072 T002800 91 072 U002800 0 072 V002800 0 072 W002800 27 072 X002800 2776 072 Y002800 674 072 Z002800 16311 072AA002800 0 072BB002800 10679 072CC012800 33320 072CC022800 0 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0 028 B042900 1369 028 C012900 9006 028 C022900 64 028 C032900 0 028 C042900 2886 028 D012900 3401 028 D022900 69 028 D032900 0 028 D042900 4159 PAGE 161 028 E012900 5382 028 E022900 74 028 E032900 0 028 E042900 4310 028 F012900 1762 028 F022900 144 028 F032900 0 028 F042900 3168 028 G012900 45606 028 G022900 351 028 G032900 0 028 G042900 15892 028 H002900 4523 029 002900 Y 030 A002900 10 030 B002900 3.25 030 C002900 0.00 031 A002900 1 031 B002900 0 032 002900 0 033 002900 9 034 002900 Y 035 002900 3 036 A002900 Y 036 B002900 0 037 002900 N 038 002900 0 039 002900 N 040 002900 Y 041 002900 Y 042 A002900 0 042 B002900 0 042 C002900 0 042 D002900 100 042 E002900 0 042 F002900 0 042 G002900 0 042 H002900 0 043 002900 79 044 002900 0 045 002900 Y 046 002900 N 047 002900 Y 048 002900 0.400 048 A012900 0 048 A022900 0.000 048 B012900 0 048 B022900 0.000 048 C012900 0 048 C022900 0.000 048 D012900 0 PAGE 162 048 D022900 0.000 048 E012900 0 048 E022900 0.000 048 F012900 0 048 F022900 0.000 048 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C013300 0 048 C023300 0.000 048 D013300 0 048 D023300 0.000 048 E013300 0 048 E023300 0.000 048 F013300 0 048 F023300 0.000 048 G013300 0 048 G023300 0.000 048 H013300 0 048 H023300 0.000 048 I013300 0 048 I023300 0.000 PAGE 183 048 J013300 0 048 J023300 0.000 048 K013300 0 048 K023300 0.000 049 003300 N 050 003300 N 051 003300 N 052 003300 N 053 A003300 Y 053 B003300 Y 053 C003300 N 054 A003300 Y 054 B003300 Y 054 C003300 Y 054 D003300 N 054 E003300 N 054 F003300 N 054 G003300 Y 054 H003300 N 054 I003300 N 054 J003300 Y 054 K003300 N 054 L003300 Y 054 M003300 Y 054 N003300 N 054 O003300 Y 055 A003300 N 055 B003300 N 056 003300 Y 057 003300 N 058 A003300 N 059 003300 Y 060 A003300 N 060 B003300 N 061 003300 1000 062 A003300 Y 062 B003300 0.0 062 C003300 0.0 062 D003300 0.0 062 E003300 0.0 062 F003300 0.0 062 G003300 0.0 062 H003300 0.0 062 I003300 0.0 062 J003300 0.0 062 K003300 0.0 062 L003300 0.0 062 M003300 0.0 062 N003300 0.0 062 O003300 95.6 062 P003300 0.0 PAGE 184 062 Q003300 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072 T003300 33 072 U003300 0 072 V003300 0 072 W003300 3 072 X003300 238 072 Y003300 82 072 Z003300 1012 072AA003300 37 072BB003300 0 072CC013300 2075 072CC023300 0 072DD013300 726 072DD023300 284 072EE003300 0 073 A013300 0.1770 073 A023300 0.1600 073 B003300 0.0000 073 C003300 0.0000 074 A003300 1 074 B003300 0 074 C003300 0 074 D003300 61414 074 E003300 0 074 F003300 0 074 G003300 0 074 H003300 0 074 I003300 2537 074 J003300 0 074 K003300 0 074 L003300 939 074 M003300 0 074 N003300 64891 PAGE 186 074 O003300 0 074 P003300 15 074 Q003300 0 074 R013300 0 074 R023300 0 074 R033300 0 074 R043300 582 074 S003300 0 074 T003300 64294 074 U013300 4088 074 U023300 1894 074 V013300 10.75 074 V023300 10.75 074 W003300 0.0000 074 X003300 213 074 Y003300 9002 075 A003300 0 075 B003300 63366 076 003300 0.00 015 A003401 BANK OF NEW YORK 015 B003401 C 015 C013401 NEW YORK 015 C023401 NY 015 C033401 10286 015 E013401 X 024 003400 N 025 D003401 0 025 D003402 0 025 D003403 0 025 D003404 0 025 D003405 0 025 D003406 0 025 D003407 0 025 D003408 0 028 A013400 0 028 A023400 0 028 A033400 0 028 A043400 0 028 B013400 12850 028 B023400 0 028 B033400 0 028 B043400 2999 028 C013400 1405 028 C023400 20 028 C033400 0 028 C043400 9549 028 D013400 1069 028 D023400 24 028 D033400 0 028 D043400 2288 028 E013400 1338 PAGE 187 028 E023400 23 028 E033400 0 028 E043400 2325 028 F013400 721 028 F023400 40 028 F033400 0 028 F043400 1629 028 G013400 17383 028 G023400 107 028 G033400 0 028 G043400 18790 028 H003400 1238 029 003400 Y 030 A003400 0 030 B003400 3.25 030 C003400 0.00 031 A003400 0 031 B003400 0 032 003400 0 033 003400 0 034 003400 Y 035 003400 1 036 A003400 Y 036 B003400 0 037 003400 N 038 003400 0 039 003400 N 040 003400 Y 041 003400 Y 042 A003400 0 042 B003400 0 042 C003400 0 042 D003400 100 042 E003400 0 042 F003400 0 042 G003400 0 042 H003400 0 043 003400 30 044 003400 0 045 003400 Y 046 003400 N 047 003400 Y 048 003400 0.400 048 A013400 0 048 A023400 0.000 048 B013400 0 048 B023400 0.000 048 C013400 0 048 C023400 0.000 048 D013400 0 048 D023400 0.000 PAGE 188 048 E013400 0 048 E023400 0.000 048 F013400 0 048 F023400 0.000 048 G013400 0 048 G023400 0.000 048 H013400 0 048 H023400 0.000 048 I013400 0 048 I023400 0.000 048 J013400 0 048 J023400 0.000 048 K013400 0 048 K023400 0.000 049 003400 N 050 003400 N 051 003400 N 052 003400 N 053 A003400 Y 053 B003400 Y 053 C003400 N 054 A003400 Y 054 B003400 Y 054 C003400 Y 054 D003400 N 054 E003400 N 054 F003400 N 054 G003400 Y 054 H003400 N 054 I003400 N 054 J003400 Y 054 K003400 N 054 L003400 Y 054 M003400 Y 054 N003400 N 054 O003400 Y 055 A003400 Y 055 B003400 N 056 003400 Y 057 003400 N 058 A003400 N 059 003400 Y 060 A003400 N 060 B003400 N 061 003400 1000 062 A003400 Y 062 B003400 0.0 062 C003400 0.0 062 D003400 0.0 062 E003400 0.0 062 F003400 0.0 PAGE 189 062 G003400 0.0 062 H003400 0.0 062 I003400 0.0 062 J003400 0.0 062 K003400 0.0 062 L003400 0.0 062 M003400 0.0 062 N003400 0.0 062 O003400 98.7 062 P003400 0.0 062 Q003400 0.0 062 R003400 0.6 063 A003400 0 063 B003400 9.5 064 A003400 Y 064 B003400 N 066 A003400 N 067 003400 N 068 A003400 N 068 B003400 N 069 003400 N 070 A013400 Y 070 A023400 N 070 B013400 Y 070 B023400 N 070 C013400 Y 070 C023400 N 070 D013400 Y 070 D023400 N 070 E013400 Y 070 E023400 N 070 F013400 Y 070 F023400 N 070 G013400 Y 070 G023400 N 070 H013400 Y 070 H023400 N 070 I013400 Y 070 I023400 N 070 J013400 Y 070 J023400 N 070 K013400 Y 070 K023400 Y 070 L013400 Y 070 L023400 N 070 M013400 Y 070 M023400 N 070 N013400 Y 070 N023400 N 070 O013400 Y 070 O023400 Y PAGE 190 070 P013400 Y 070 P023400 N 070 Q013400 Y 070 Q023400 N 070 R013400 Y 070 R023400 N 071 A003400 34443 071 B003400 38536 071 C003400 273496 071 D003400 13 072 A003400 4 072 B003400 5566 072 C003400 26 072 D003400 0 072 E003400 0 072 F003400 435 072 G003400 239 072 H003400 0 072 I003400 34 072 J003400 8 072 K003400 0 072 L003400 11 072 M003400 6 072 N003400 5 072 O003400 0 072 P003400 0 072 Q003400 0 072 R003400 12 072 S003400 20 072 T003400 30 072 U003400 0 072 V003400 0 072 W003400 9 072 X003400 809 072 Y003400 235 072 Z003400 5018 072AA003400 0 072BB003400 289 072CC013400 8118 072CC023400 0 072DD013400 4834 072DD023400 185 072EE003400 0 073 A013400 0.1820 073 A023400 0.1750 073 B003400 0.0000 073 C003400 0.0000 074 A003400 2 074 B003400 0 074 C003400 0 074 D003400 278639 PAGE 191 074 E003400 0 074 F003400 0 074 G003400 0 074 H003400 0 074 I003400 1719 074 J003400 0 074 K003400 0 074 L003400 3467 074 M003400 0 074 N003400 283827 074 O003400 0 074 P003400 93 074 Q003400 0 074 R013400 0 074 R023400 0 074 R033400 0 074 R043400 1528 074 S003400 0 074 T003400 282206 074 U013400 25571 074 U023400 1103 074 V013400 10.58 074 V023400 10.58 074 W003400 0.0000 074 X003400 189 074 Y003400 20615 075 A003400 0 075 B003400 281904 076 003400 0.00 015 A003501 BANK OF NEW YORK 015 B003501 C 015 C013501 NEW YORK 015 C023501 NY 015 C033501 10286 015 E013501 X 024 003500 N 025 D003501 0 025 D003502 0 025 D003503 0 025 D003504 0 025 D003505 0 025 D003506 0 025 D003507 0 025 D003508 0 028 A013500 0 028 A023500 0 028 A033500 0 028 A043500 0 028 B013500 31724 028 B023500 0 028 B033500 0 PAGE 192 028 B043500 7482 028 C013500 54304 028 C023500 358 028 C033500 0 028 C043500 21338 028 D013500 128639 028 D023500 363 028 D033500 0 028 D043500 17857 028 E013500 100434 028 E023500 395 028 E033500 0 028 E043500 13120 028 F013500 101163 028 F023500 816 028 F033500 0 028 F043500 27010 028 G013500 416264 028 G023500 1932 028 G033500 0 028 G043500 86807 028 H003500 70427 029 003500 Y 030 A003500 73 030 B003500 1.00 030 C003500 0.00 031 A003500 18 031 B003500 0 032 003500 0 033 003500 55 034 003500 Y 035 003500 12 036 A003500 Y 036 B003500 0 037 003500 N 038 003500 0 039 003500 N 040 003500 Y 041 003500 Y 042 A003500 0 042 B003500 0 042 C003500 0 042 D003500 100 042 E003500 0 042 F003500 0 042 G003500 0 042 H003500 0 043 003500 385 044 003500 0 045 003500 Y 046 003500 N PAGE 193 047 003500 Y 048 003500 0.300 048 A013500 0 048 A023500 0.000 048 B013500 0 048 B023500 0.000 048 C013500 0 048 C023500 0.000 048 D013500 0 048 D023500 0.000 048 E013500 0 048 E023500 0.000 048 F013500 0 048 F023500 0.000 048 G013500 0 048 G023500 0.000 048 H013500 0 048 H023500 0.000 048 I013500 0 048 I023500 0.000 048 J013500 0 048 J023500 0.000 048 K013500 0 048 K023500 0.000 049 003500 N 050 003500 N 051 003500 N 052 003500 N 053 A003500 Y 053 B003500 Y 053 C003500 N 054 A003500 Y 054 B003500 Y 054 C003500 Y 054 D003500 N 054 E003500 N 054 F003500 N 054 G003500 Y 054 H003500 N 054 I003500 N 054 J003500 Y 054 K003500 N 054 L003500 Y 054 M003500 Y 054 N003500 N 054 O003500 Y 055 A003500 N 055 B003500 N 056 003500 Y 057 003500 N 058 A003500 N PAGE 194 059 003500 Y 060 A003500 Y 060 B003500 Y 061 003500 1000 062 A003500 Y 062 B003500 0.0 062 C003500 0.0 062 D003500 0.0 062 E003500 0.0 062 F003500 0.0 062 G003500 0.0 062 H003500 0.0 062 I003500 0.0 062 J003500 0.0 062 K003500 0.0 062 L003500 0.0 062 M003500 0.0 062 N003500 0.0 062 O003500 94.6 062 P003500 0.0 062 Q003500 0.0 062 R003500 4.4 063 A003500 0 063 B003500 2.4 064 A003500 Y 064 B003500 N 066 A003500 N 067 003500 N 068 A003500 N 068 B003500 N 069 003500 N 070 A013500 Y 070 A023500 N 070 B013500 Y 070 B023500 N 070 C013500 Y 070 C023500 N 070 D013500 Y 070 D023500 N 070 E013500 Y 070 E023500 N 070 F013500 Y 070 F023500 N 070 G013500 Y 070 G023500 N 070 H013500 Y 070 H023500 N 070 I013500 Y 070 I023500 N 070 J013500 Y 070 J023500 N PAGE 195 070 K013500 Y 070 K023500 Y 070 L013500 Y 070 L023500 N 070 M013500 Y 070 M023500 N 070 N013500 Y 070 N023500 N 070 O013500 Y 070 O023500 Y 070 P013500 Y 070 P023500 N 070 Q013500 Y 070 Q023500 N 070 R013500 Y 070 R023500 N 071 A003500 381372 071 B003500 25340 071 C003500 710727 071 D003500 4 072 A003500 4 072 B003500 8201 072 C003500 194 072 D003500 0 072 E003500 0 072 F003500 846 072 G003500 620 072 H003500 0 072 I003500 66 072 J003500 7 072 K003500 0 072 L003500 15 072 M003500 6 072 N003500 46 072 O003500 0 072 P003500 0 072 Q003500 0 072 R003500 13 072 S003500 21 072 T003500 385 072 U003500 0 072 V003500 0 072 W003500 18 072 X003500 2043 072 Y003500 532 072 Z003500 6884 072AA003500 0 072BB003500 248 072CC013500 11675 072CC023500 0 072DD013500 5150 PAGE 196 072DD023500 1735 072EE003500 0 073 A013500 0.1060 073 A023500 0.0890 073 B003500 0.0000 073 C003500 0.0000 074 A003500 1 074 B003500 0 074 C003500 0 074 D003500 875520 074 E003500 0 074 F003500 0 074 G003500 0 074 H003500 0 074 I003500 40854 074 J003500 0 074 K003500 0 074 L003500 22970 074 M003500 0 074 N003500 939345 074 O003500 10039 074 P003500 247 074 Q003500 0 074 R013500 0 074 R023500 0 074 R033500 0 074 R043500 3655 074 S003500 0 074 T003500 925404 074 U013500 63891 074 U023500 25333 074 V013500 10.37 074 V023500 10.37 074 W003500 0.0000 074 X003500 1472 074 Y003500 7474 075 A003500 0 075 B003500 729787 076 003500 0.00 015 A003601 BANK OF NEW YORK 015 B003601 C 015 C013601 NEW YORK 015 C023601 NY 015 C033601 10286 015 E013601 X 024 003600 N 025 D003601 0 025 D003602 0 025 D003603 0 025 D003604 0 025 D003605 0 PAGE 197 025 D003606 0 025 D003607 0 025 D003608 0 028 A013600 0 028 A023600 0 028 A033600 0 028 A043600 0 028 B013600 56104 028 B023600 0 028 B033600 0 028 B043600 11826 028 C013600 21929 028 C023600 100 028 C033600 0 028 C043600 22808 028 D013600 30747 028 D023600 101 028 D033600 0 028 D043600 31278 028 E013600 714126 028 E023600 105 028 E033600 0 028 E043600 35890 028 F013600 35319 028 F023600 275 028 F033600 0 028 F043600 34317 028 G013600 858225 028 G023600 581 028 G033600 0 028 G043600 136119 028 H003600 38189 029 003600 Y 030 A003600 5 030 B003600 3.25 030 C003600 0.00 031 A003600 1 031 B003600 0 032 003600 0 033 003600 4 034 003600 Y 035 003600 6 036 A003600 Y 036 B003600 0 037 003600 N 038 003600 0 039 003600 N 040 003600 Y 041 003600 Y 042 A003600 0 042 B003600 0 PAGE 198 042 C003600 0 042 D003600 100 042 E003600 0 042 F003600 0 042 G003600 0 042 H003600 0 043 003600 63 044 003600 0 045 003600 Y 046 003600 N 047 003600 Y 048 003600 0.400 048 A013600 0 048 A023600 0.000 048 B013600 0 048 B023600 0.000 048 C013600 0 048 C023600 0.000 048 D013600 0 048 D023600 0.000 048 E013600 0 048 E023600 0.000 048 F013600 0 048 F023600 0.000 048 G013600 0 048 G023600 0.000 048 H013600 0 048 H023600 0.000 048 I013600 0 048 I023600 0.000 048 J013600 0 048 J023600 0.000 048 K013600 0 048 K023600 0.000 049 003600 N 050 003600 N 051 003600 N 052 003600 N 053 A003600 Y 053 B003600 Y 053 C003600 N 054 A003600 Y 054 B003600 Y 054 C003600 Y 054 D003600 N 054 E003600 N 054 F003600 N 054 G003600 Y 054 H003600 N 054 I003600 N 054 J003600 Y PAGE 199 054 K003600 N 054 L003600 Y 054 M003600 Y 054 N003600 N 054 O003600 Y 055 A003600 N 055 B003600 N 056 003600 Y 057 003600 N 058 A003600 N 059 003600 Y 060 A003600 Y 060 B003600 Y 061 003600 1000 062 A003600 Y 062 B003600 0.0 062 C003600 0.0 062 D003600 0.0 062 E003600 0.0 062 F003600 0.0 062 G003600 0.0 062 H003600 0.0 062 I003600 0.0 062 J003600 0.0 062 K003600 0.0 062 L003600 0.0 062 M003600 0.0 062 N003600 0.0 062 O003600 99.0 062 P003600 0.0 062 Q003600 0.0 062 R003600 0.8 063 A003600 0 063 B003600 8.2 064 A003600 Y 064 B003600 N 066 A003600 N 067 003600 N 068 A003600 N 068 B003600 N 069 003600 N 070 A013600 Y 070 A023600 N 070 B013600 Y 070 B023600 N 070 C013600 Y 070 C023600 N 070 D013600 Y 070 D023600 N 070 E013600 Y 070 E023600 N PAGE 200 070 F013600 Y 070 F023600 N 070 G013600 Y 070 G023600 N 070 H013600 Y 070 H023600 N 070 I013600 Y 070 I023600 N 070 J013600 Y 070 J023600 N 070 K013600 Y 070 K023600 Y 070 L013600 Y 070 L023600 N 070 M013600 Y 070 M023600 N 070 N013600 Y 070 N023600 N 070 O013600 Y 070 O023600 Y 070 P013600 Y 070 P023600 N 070 Q013600 Y 070 Q023600 N 070 R013600 Y 070 R023600 N 071 A003600 169812 071 B003600 96474 071 C003600 1409055 071 D003600 7 072 A003600 4 072 B003600 27263 072 C003600 175 072 D003600 0 072 E003600 0 072 F003600 2268 072 G003600 1247 072 H003600 0 072 I003600 151 072 J003600 29 072 K003600 0 072 L003600 26 072 M003600 6 072 N003600 54 072 O003600 0 072 P003600 0 072 Q003600 0 072 R003600 13 072 S003600 25 072 T003600 63 072 U003600 0 PAGE 201 072 V003600 0 072 W003600 36 072 X003600 3918 072 Y003600 1019 072 Z003600 24539 072AA003600 3191 072BB003600 0 072CC013600 48506 072CC023600 0 072DD013600 23884 072DD023600 656 072EE003600 229 073 A013600 0.1760 073 A023600 0.1590 073 B003600 0.0020 073 C003600 0.0000 074 A003600 0 074 B003600 0 074 C003600 0 074 D003600 1974489 074 E003600 0 074 F003600 0 074 G003600 0 074 H003600 0 074 I003600 15675 074 J003600 0 074 K003600 0 074 L003600 32456 074 M003600 0 074 N003600 2022620 074 O003600 8633 074 P003600 743 074 Q003600 0 074 R013600 0 074 R023600 0 074 R033600 0 074 R043600 18146 074 S003600 0 074 T003600 1995098 074 U013600 185557 074 U023600 5108 074 V013600 10.46 074 V023600 10.46 074 W003600 0.0000 074 X003600 426 074 Y003600 38519 075 A003600 0 075 B003600 1473575 076 003600 0.00 015 A003701 BANK OF NEW YORK 015 B003701 C PAGE 202 015 C013701 NEW YORK 015 C023701 NY 015 C033701 10286 015 E013701 X 024 003700 N 025 D003701 0 025 D003702 0 025 D003703 0 025 D003704 0 025 D003705 0 025 D003706 0 025 D003707 0 025 D003708 0 028 A013700 0 028 A023700 0 028 A033700 0 028 A043700 0 028 B013700 1342 028 B023700 0 028 B033700 0 028 B043700 1892 028 C013700 2674 028 C023700 101 028 C033700 0 028 C043700 2617 028 D013700 2158 028 D023700 98 028 D033700 0 028 D043700 2106 028 E013700 1202 028 E023700 103 028 E033700 0 028 E043700 1631 028 F013700 2160 028 F023700 191 028 F033700 0 028 F043700 2126 028 G013700 9536 028 G023700 493 028 G033700 0 028 G043700 10372 028 H003700 2459 029 003700 Y 030 A003700 23 030 B003700 4.75 030 C003700 0.00 031 A003700 3 031 B003700 0 032 003700 0 033 003700 20 034 003700 Y PAGE 203 035 003700 1 036 A003700 Y 036 B003700 0 037 003700 N 038 003700 0 039 003700 N 040 003700 Y 041 003700 Y 042 A003700 0 042 B003700 0 042 C003700 0 042 D003700 100 042 E003700 0 042 F003700 0 042 G003700 0 042 H003700 0 043 003700 87 044 003700 0 045 003700 Y 046 003700 N 047 003700 Y 048 003700 0.500 048 A013700 0 048 A023700 0.000 048 B013700 0 048 B023700 0.000 048 C013700 0 048 C023700 0.000 048 D013700 0 048 D023700 0.000 048 E013700 0 048 E023700 0.000 048 F013700 0 048 F023700 0.000 048 G013700 0 048 G023700 0.000 048 H013700 0 048 H023700 0.000 048 I013700 0 048 I023700 0.000 048 J013700 0 048 J023700 0.000 048 K013700 0 048 K023700 0.000 049 003700 N 050 003700 N 051 003700 N 052 003700 N 053 A003700 Y 053 B003700 Y 053 C003700 N PAGE 204 054 A003700 Y 054 B003700 Y 054 C003700 Y 054 D003700 N 054 E003700 N 054 F003700 N 054 G003700 Y 054 H003700 N 054 I003700 N 054 J003700 Y 054 K003700 N 054 L003700 Y 054 M003700 Y 054 N003700 N 054 O003700 Y 055 A003700 N 055 B003700 N 056 003700 Y 057 003700 N 058 A003700 N 059 003700 Y 060 A003700 N 060 B003700 N 061 003700 1000 062 A003700 Y 062 B003700 0.0 062 C003700 0.0 062 D003700 0.0 062 E003700 0.0 062 F003700 0.0 062 G003700 0.0 062 H003700 0.0 062 I003700 0.0 062 J003700 0.0 062 K003700 0.0 062 L003700 0.0 062 M003700 0.0 062 N003700 0.0 062 O003700 93.6 062 P003700 0.0 062 Q003700 0.0 062 R003700 4.4 063 A003700 0 063 B003700 12.2 064 A003700 Y 064 B003700 N 066 A003700 N 067 003700 N 068 A003700 N 068 B003700 N 069 003700 N PAGE 205 070 A013700 Y 070 A023700 N 070 B013700 Y 070 B023700 N 070 C013700 Y 070 C023700 N 070 D013700 Y 070 D023700 N 070 E013700 Y 070 E023700 N 070 F013700 Y 070 F023700 N 070 G013700 Y 070 G023700 N 070 H013700 Y 070 H023700 N 070 I013700 Y 070 I023700 N 070 J013700 Y 070 J023700 N 070 K013700 Y 070 K023700 Y 070 L013700 Y 070 L023700 N 070 M013700 Y 070 M023700 N 070 N013700 Y 070 N023700 N 070 O013700 Y 070 O023700 N 070 P013700 Y 070 P023700 N 070 Q013700 Y 070 Q023700 N 070 R013700 Y 070 R023700 N 071 A003700 14351 071 B003700 24233 071 C003700 127872 071 D003700 11 072 A003700 4 072 B003700 2616 072 C003700 7 072 D003700 0 072 E003700 0 072 F003700 251 072 G003700 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F003800 0.0 062 G003800 0.0 062 H003800 0.0 062 I003800 0.0 062 J003800 0.0 062 K003800 0.0 062 L003800 0.0 062 M003800 46.8 062 N003800 11.7 062 O003800 0.0 062 P003800 27.2 062 Q003800 0.0 062 R003800 49.5 063 A003800 0 PAGE 210 063 B003800 3.9 064 A003800 N 064 B003800 N 066 A003800 N 067 003800 N 068 A003800 N 068 B003800 N 069 003800 N 070 A013800 Y 070 A023800 N 070 B013800 Y 070 B023800 N 070 C013800 Y 070 C023800 N 070 D013800 Y 070 D023800 N 070 E013800 Y 070 E023800 Y 070 F013800 Y 070 F023800 N 070 G013800 Y 070 G023800 N 070 H013800 Y 070 H023800 N 070 I013800 Y 070 I023800 N 070 J013800 Y 070 J023800 N 070 K013800 Y 070 K023800 Y 070 L013800 Y 070 L023800 N 070 M013800 Y 070 M023800 N 070 N013800 Y 070 N023800 Y 070 O013800 Y 070 O023800 N 070 P013800 Y 070 P023800 N 070 Q013800 Y 070 Q023800 N 070 R013800 Y 070 R023800 N 071 A003800 346817 071 B003800 296556 071 C003800 406045 071 D003800 73 072 A003800 4 072 B003800 6814 072 C003800 451 PAGE 211 072 D003800 0 072 E003800 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A003800 0 075 B003800 492659 076 003800 0.00 015 A003901 BANK OF NEW YORK 015 B003901 C 015 C013901 NEY YORK 015 C023901 NY 015 C033901 10286 015 E013901 X 024 003900 Y 025 A003901 BB&T CORPORATION 025 C003901 D 025 D003901 2062 025 A003902 FIRST UNION CORPORATION 025 C003902 D 025 D003902 3062 025 A003903 FIRST USA BANK, N.A. 025 C003903 D 025 D003903 2612 025 A003904 GOLDEN STATE HOLDINGS, ESCROW CORPORATION 025 C003904 D 025 D003904 5268 025 A003905 MELLON FUNDING CORPORATION 025 C003905 D 025 D003905 178 025 A003906 PNC FUNDING CORPORATION 025 C003906 D 025 D003906 2031 025 A003907 POPULAR, INC., MTN 025 C003907 D 025 D003907 4117 025 A003908 SUNTRUST BANKS, INC. 025 C003908 D 025 D003908 1598 025 A003909 U.S. BANK, N.A. 025 C003909 D 025 D003909 3377 025 A003910 WELLS FARGO & COMPANY PAGE 213 025 C003910 D 025 D003910 5065 025 A003911 WELLS FARGO FINANCIAL, INC. 025 C003911 D 025 D003911 326 025 A003912 AMERICAN GENERAL FINANCE CORPORTION 025 C003912 D 025 D003912 1009 025 A003913 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D003900 N 054 E003900 N 054 F003900 N 054 G003900 Y 054 H003900 N 054 I003900 N 054 J003900 Y 054 K003900 N 054 L003900 Y 054 M003900 Y 054 N003900 N 054 O003900 Y 055 A003900 N 055 B003900 N 056 003900 Y 057 003900 N 058 A003900 N 059 003900 Y 060 A003900 Y 060 B003900 Y 061 003900 1000 062 A003900 Y 062 B003900 0.0 062 C003900 0.0 062 D003900 0.0 062 E003900 0.0 PAGE 216 062 F003900 0.0 062 G003900 0.0 062 H003900 0.0 062 I003900 0.0 062 J003900 0.0 062 K003900 0.0 062 L003900 0.0 062 M003900 38.9 062 N003900 12.9 062 O003900 0.0 062 P003900 43.9 062 Q003900 0.0 062 R003900 31.0 063 A003900 0 063 B003900 1.8 064 A003900 N 064 B003900 N 066 A003900 N 067 003900 N 068 A003900 N 068 B003900 N 069 003900 N 070 A013900 Y 070 A023900 N 070 B013900 Y 070 B023900 N 070 C013900 Y 070 C023900 N 070 D013900 Y 070 D023900 N 070 E013900 Y 070 E023900 Y 070 F013900 Y 070 F023900 N 070 G013900 Y 070 G023900 N 070 H013900 Y 070 H023900 N 070 I013900 Y 070 I023900 N 070 J013900 Y 070 J023900 Y 070 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10286 015 E014601 X 024 004600 Y 025 A004601 CHITTENDEN CORPORATION 025 C004601 E 025 D004601 1587 025 A004602 COMMERCIAL FEDERAL CORPORATION 025 C004602 E 025 D004602 1635 025 A004603 COMMUNITY FIRST BANKSHARES, INC. 025 C004603 E 025 D004603 1832 025 A004604 CULLEN FROST BANKERS, INC. 025 C004604 E 025 D004604 2897 025 A004605 DOWNEY FINANCIAL CORPORATION 025 C004605 E 025 D004605 1606 025 A004606 EAST WEST BANCORP, INC. 025 C004606 E 025 D004606 1327 025 A004607 FINANCIAL FEDERAL CORPORATION 025 C004607 E 025 D004607 949 025 A004608 FIRST MIDWEST BANCORP, INC. 025 C004608 E 025 D004608 2135 025 A004609 FIRST REPUBLIC BANK 025 C004609 E 025 D004609 535 025 A004610 FIRSTBANK CORPORATION 025 C004610 E 025 D004610 1685 025 A004611 FIRSTFED FINANCIAL CORPORATION 025 C004611 E 025 D004611 739 025 A004612 GBC BANCORP 025 C004612 E 025 D004612 373 PAGE 258 025 A004613 HUDSON UNITED BANCORP 025 C004613 E 025 D004613 1995 025 A004614 IRWIN FINANCIAL CORP. 025 C004614 E 025 D004614 784 025 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N004600 0.0 062 O004600 0.0 062 P004600 0.0 062 Q004600 0.0 062 R004600 0.0 063 A004600 0 063 B004600 0.0 066 A004600 Y 066 B004600 N 066 C004600 N 066 D004600 Y 066 E004600 N 066 F004600 N 066 G004600 N 067 004600 N 068 A004600 N 068 B004600 N 069 004600 Y 070 A014600 Y 070 A024600 N 070 B014600 Y 070 B024600 N 070 C014600 Y 070 C024600 N 070 D014600 Y PAGE 262 070 D024600 N 070 E014600 Y 070 E024600 N 070 F014600 Y 070 F024600 Y 070 G014600 Y 070 G024600 N 070 H014600 Y 070 H024600 N 070 I014600 Y 070 I024600 N 070 J014600 Y 070 J024600 N 070 K014600 Y 070 K024600 Y 070 L014600 Y 070 L024600 N 070 M014600 Y 070 M024600 N 070 N014600 Y 070 N024600 Y 070 O014600 Y 070 O024600 N 070 P014600 Y 070 P024600 N 070 Q014600 Y 070 Q024600 N 070 R014600 Y 070 R024600 N 071 A004600 224925 071 B004600 57721 071 C004600 540360 071 D004600 11 072 A004600 4 072 B004600 0 072 C004600 1816 072 D004600 0 072 E004600 55 072 F004600 846 072 G004600 487 072 H004600 0 072 I004600 60 072 J004600 98 072 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F004700 0 042 G004700 0 042 H004700 0 043 004700 681 044 004700 0 045 004700 N 048 004700 0.000 048 A014700 0 048 A024700 0.000 048 B014700 0 048 B024700 0.000 048 C014700 0 048 C024700 0.000 048 D014700 0 048 D024700 0.000 048 E014700 0 048 E024700 0.000 048 F014700 0 048 F024700 0.000 048 G014700 0 048 G024700 0.000 048 H014700 0 048 H024700 0.000 048 I014700 0 048 I024700 0.000 048 J014700 0 048 J024700 0.000 048 K014700 0 048 K024700 0.000 055 A004700 N 055 B004700 N 056 004700 Y 057 004700 N 058 A004700 N 059 004700 Y PAGE 266 060 A004700 Y 060 B004700 Y 061 004700 1000 062 A004700 N 062 B004700 0.0 062 C004700 0.0 062 D004700 0.0 062 E004700 0.0 062 F004700 0.0 062 G004700 0.0 062 H004700 0.0 062 I004700 0.0 062 J004700 0.0 062 K004700 0.0 062 L004700 0.0 062 M004700 0.0 062 N004700 0.0 062 O004700 0.0 062 P004700 0.0 062 Q004700 0.0 062 R004700 0.0 066 A004700 Y 066 B004700 N 066 C004700 N 066 D004700 Y 066 E004700 N 066 F004700 N 066 G004700 N 067 004700 N 068 A004700 N 068 B004700 N 069 004700 N 070 A014700 N 070 A024700 N 070 B014700 Y 070 B024700 Y 070 C014700 N 070 C024700 N 070 D014700 N 070 D024700 N 070 E014700 N 070 E024700 N 070 F014700 N 070 F024700 N 070 G014700 N 070 G024700 N 070 H014700 N 070 H024700 N 070 I014700 N 070 I024700 N 070 J014700 N PAGE 267 070 J024700 N 070 K014700 Y 070 K024700 Y 070 L014700 Y 070 L024700 Y 070 M014700 N 070 M024700 N 070 N014700 Y 070 N024700 Y 070 O014700 Y 070 O024700 Y 070 P014700 N 070 P024700 N 070 Q014700 N 070 Q024700 N 070 R014700 N 070 R024700 N 071 A004700 0 071 B004700 0 071 C004700 0 071 D004700 0 072 A004700 4 072 B004700 50 072 C004700 10685 072 D004700 0 072 E004700 18 072 F004700 0 072 G004700 1149 072 H004700 0 072 I004700 182 072 J004700 0 072 K004700 0 072 L004700 85 072 M004700 6 072 N004700 51 072 O004700 0 072 P004700 0 072 Q004700 0 072 R004700 14 072 S004700 33 072 T004700 681 072 U004700 0 072 V004700 0 072 W004700 5264 072 X004700 7465 072 Y004700 0 072 Z004700 3288 072AA004700 0 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B004800 0 042 C004800 0 042 D004800 100 042 E004800 0 042 F004800 0 042 G004800 0 042 H004800 0 043 004800 203 044 004800 0 045 004800 Y 046 004800 N 047 004800 Y 048 004800 0.900 048 A014800 0 048 A024800 0.000 048 B014800 0 048 B024800 0.000 048 C014800 0 048 C024800 0.000 048 D014800 0 048 D024800 0.000 048 E014800 0 048 E024800 0.000 048 F014800 0 048 F024800 0.000 048 G014800 0 048 G024800 0.000 048 H014800 0 048 H024800 0.000 048 I014800 0 048 I024800 0.000 048 J014800 0 048 J024800 0.000 048 K014800 0 048 K024800 0.000 049 004800 N 050 004800 N 051 004800 N 052 004800 N 053 A004800 Y 053 B004800 Y 053 C004800 N 054 A004800 Y PAGE 271 054 B004800 Y 054 C004800 Y 054 D004800 N 054 E004800 N 054 F004800 N 054 G004800 Y 054 H004800 N 054 I004800 N 054 J004800 Y 054 K004800 N 054 L004800 Y 054 M004800 Y 054 N004800 N 054 O004800 Y 055 A004800 N 055 B004800 N 056 004800 Y 057 004800 N 058 A004800 N 059 004800 Y 060 A004800 Y 060 B004800 Y 061 004800 1000 062 A004800 N 062 B004800 0.0 062 C004800 0.0 062 D004800 0.0 062 E004800 0.0 062 F004800 0.0 062 G004800 0.0 062 H004800 0.0 062 I004800 0.0 062 J004800 0.0 062 K004800 0.0 062 L004800 0.0 062 M004800 0.0 062 N004800 0.0 062 O004800 0.0 062 P004800 0.0 062 Q004800 0.0 062 R004800 0.0 063 A004800 0 063 B004800 0.0 066 A004800 Y 066 B004800 N 066 C004800 Y 066 D004800 N 066 E004800 N 066 F004800 N 066 G004800 N 067 004800 N PAGE 272 068 A004800 N 068 B004800 N 069 004800 N 070 A014800 Y 070 A024800 N 070 B014800 Y 070 B024800 N 070 C014800 Y 070 C024800 N 070 D014800 Y 070 D024800 N 070 E014800 Y 070 E024800 N 070 F014800 Y 070 F024800 N 070 G014800 Y 070 G024800 N 070 H014800 Y 070 H024800 N 070 I014800 Y 070 I024800 N 070 J014800 Y 070 J024800 N 070 K014800 Y 070 K024800 Y 070 L014800 Y 070 L024800 N 070 M014800 Y 070 M024800 N 070 N014800 Y 070 N024800 Y 070 O014800 Y 070 O024800 N 070 P014800 Y 070 P024800 N 070 Q014800 Y 070 Q024800 N 070 R014800 Y 070 R024800 N 071 A004800 132888 071 B004800 128919 071 C004800 624600 071 D004800 21 072 A004800 4 072 B004800 0 072 C004800 1254 072 D004800 0 072 E004800 87 072 F004800 2167 072 G004800 554 072 H004800 0 PAGE 273 072 I004800 86 072 J004800 21 072 K004800 0 072 L004800 48 072 M004800 6 072 N004800 55 072 O004800 0 072 P004800 1 072 Q004800 0 072 R004800 13 072 S004800 24 072 T004800 204 072 U004800 0 072 V004800 0 072 W004800 11 072 X004800 3190 072 Y004800 218 072 Z004800 -1631 072AA004800 0 072BB004800 34415 072CC014800 0 072CC024800 277903 072DD014800 0 072DD024800 0 072EE004800 0 073 A014800 0.0000 073 A024800 0.0000 073 B004800 0.0000 073 C004800 0.0000 074 A004800 1 074 B004800 0 074 C004800 0 074 D004800 0 074 E004800 0 074 F004800 502916 074 G004800 0 074 H004800 0 074 I004800 146087 074 J004800 3927 074 K004800 0 074 L004800 21447 074 M004800 0 074 N004800 674378 074 O004800 3539 074 P004800 382 074 Q004800 0 074 R014800 0 074 R024800 0 074 R034800 0 074 R044800 111807 074 S004800 0 PAGE 274 074 T004800 558650 074 U014800 40248 074 U024800 13760 074 V014800 10.40 074 V024800 10.23 074 W004800 0.0000 074 X004800 18718 074 Y004800 0 075 A004800 0 075 B004800 621652 076 004800 0.00 015 A004901 BANK OF NEW YORK 015 B004901 C 015 C014901 NEW YORK 015 C024901 NY 015 C034901 10286 015 E014901 X 024 004900 N 025 D004901 0 025 D004902 0 025 D004903 0 025 D004904 0 025 D004905 0 025 D004906 0 025 D004907 0 025 D004908 0 028 A014900 0 028 A024900 0 028 A034900 0 028 A044900 0 028 B014900 621382 028 B024900 0 028 B034900 0 028 B044900 440259 028 C014900 622426 028 C024900 1317 028 C034900 0 028 C044900 684142 028 D014900 602419 028 D024900 1120 028 D034900 0 028 D044900 628933 028 E014900 534025 028 E024900 1037 028 E034900 0 028 E044900 473070 028 F014900 488330 028 F024900 1092 028 F034900 0 028 F044900 509914 028 G014900 2868582 PAGE 275 028 G024900 4566 028 G034900 0 028 G044900 2736318 028 H004900 0 029 004900 N 030 A004900 0 030 B004900 0.00 030 C004900 0.00 031 A004900 0 031 B004900 0 032 004900 0 033 004900 0 034 004900 Y 035 004900 0 036 A004900 Y 036 B004900 0 037 004900 N 038 004900 0 039 004900 N 040 004900 Y 041 004900 Y 042 A004900 0 042 B004900 0 042 C004900 0 042 D004900 100 042 E004900 0 042 F004900 0 042 G004900 0 042 H004900 0 043 004900 2275 044 004900 0 045 004900 Y 046 004900 N 047 004900 Y 048 004900 0.150 048 A014900 0 048 A024900 0.000 048 B014900 0 048 B024900 0.000 048 C014900 0 048 C024900 0.000 048 D014900 0 048 D024900 0.000 048 E014900 0 048 E024900 0.000 048 F014900 0 048 F024900 0.000 048 G014900 0 048 G024900 0.000 048 H014900 0 048 H024900 0.000 PAGE 276 048 I014900 0 048 I024900 0.000 048 J014900 0 048 J024900 0.000 048 K014900 0 048 K024900 0.000 049 004900 N 050 004900 N 051 004900 N 052 004900 N 053 A004900 Y 053 B004900 Y 053 C004900 N 054 A004900 Y 054 B004900 Y 054 C004900 Y 054 D004900 N 054 E004900 N 054 F004900 N 054 G004900 Y 054 H004900 N 054 I004900 N 054 J004900 Y 054 K004900 N 054 L004900 Y 054 M004900 Y 054 N004900 N 054 O004900 Y 055 A004900 N 055 B004900 N 056 004900 Y 057 004900 N 058 A004900 N 059 004900 Y 060 A004900 Y 060 B004900 Y 061 004900 1000 062 A004900 Y 062 B004900 0.0 062 C004900 0.0 062 D004900 0.0 062 E004900 100.5 062 F004900 0.0 062 G004900 0.0 062 H004900 0.0 062 I004900 0.0 062 J004900 0.0 062 K004900 0.0 062 L004900 0.0 062 M004900 0.0 062 N004900 0.0 PAGE 277 062 O004900 0.0 062 P004900 0.0 062 Q004900 0.0 062 R004900 0.0 063 A004900 60 063 B004900 0.0 064 A004900 Y 064 B004900 N 066 A004900 N 067 004900 N 068 A004900 N 068 B004900 N 069 004900 N 070 A014900 Y 070 A024900 N 070 B014900 Y 070 B024900 N 070 C014900 Y 070 C024900 N 070 D014900 Y 070 D024900 N 070 E014900 Y 070 E024900 N 070 F014900 Y 070 F024900 N 070 G014900 Y 070 G024900 N 070 H014900 Y 070 H024900 N 070 I014900 Y 070 I024900 N 070 J014900 Y 070 J024900 Y 070 K014900 Y 070 K024900 N 070 L014900 Y 070 L024900 N 070 M014900 Y 070 M024900 N 070 N014900 Y 070 N024900 N 070 O014900 Y 070 O024900 N 070 P014900 Y 070 P024900 N 070 Q014900 Y 070 Q024900 N 070 R014900 Y 070 R024900 N 071 A004900 0 071 B004900 0 PAGE 278 071 C004900 0 071 D004900 0 072 A004900 4 072 B004900 15033 072 C004900 0 072 D004900 0 072 E004900 0 072 F004900 1483 072 G004900 988 072 H004900 0 072 I004900 33 072 J004900 52 072 K004900 0 072 L004900 89 072 M004900 5 072 N004900 188 072 O004900 0 072 P004900 0 072 Q004900 0 072 R004900 13 072 S004900 9 072 T004900 2489 072 U004900 0 072 V004900 0 072 W004900 29 072 X004900 5378 072 Y004900 1126 072 Z004900 10781 072AA004900 167 072BB004900 0 072CC014900 0 072CC024900 0 072DD014900 4125 072DD024900 6656 072EE004900 0 073 A014900 0.0051 073 A024900 0.0049 073 B004900 0.0000 073 C004900 0.0000 074 A004900 62 074 B004900 0 074 C004900 2534273 074 D004900 0 074 E004900 0 074 F004900 0 074 G004900 0 074 H004900 0 074 I004900 0 074 J004900 0 074 K004900 0 074 L004900 7806 PAGE 279 074 M004900 0 074 N004900 2542141 074 O004900 16564 074 P004900 347 074 Q004900 0 074 R014900 0 074 R024900 0 074 R034900 0 074 R044900 3351 074 S004900 0 074 T004900 2521879 074 U014900 841706 074 U024900 1680108 074 V014900 1.00 074 V024900 1.00 074 W004900 1.0000 074 X004900 174 074 Y004900 114100 075 A004900 2558412 075 B004900 0 076 004900 0.00 015 A005001 BANK OF NEW YORK 015 B005001 C 015 C015001 NEW YORK 015 C025001 NY 015 C035001 10286 015 E015001 X 024 005000 N 025 D005001 0 025 D005002 0 025 D005003 0 025 D005004 0 025 D005005 0 025 D005006 0 025 D005007 0 025 D005008 0 028 A015000 0 028 A025000 0 028 A035000 0 028 A045000 0 028 B015000 27215439 028 B025000 0 028 B035000 0 028 B045000 27768198 028 C015000 27036920 028 C025000 49093 028 C035000 0 028 C045000 32907520 028 D015000 26683958 028 D025000 42600 028 D035000 0 PAGE 280 028 D045000 30787096 028 E015000 25846458 028 E025000 41607 028 E035000 0 028 E045000 27676241 028 F015000 22555394 028 F025000 37772 028 F035000 0 028 F045000 29538168 028 G015000 129338169 028 G025000 171072 028 G035000 0 028 G045000 148677223 028 H005000 0 029 005000 N 030 A005000 0 030 B005000 0.00 030 C005000 0.00 031 A005000 0 031 B005000 0 032 005000 0 033 005000 0 034 005000 Y 035 005000 160 036 A005000 Y 036 B005000 0 037 005000 N 038 005000 0 039 005000 N 040 005000 Y 041 005000 Y 042 A005000 0 042 B005000 0 042 C005000 0 042 D005000 100 042 E005000 0 042 F005000 0 042 G005000 0 042 H005000 0 043 005000 65645 044 005000 0 045 005000 Y 046 005000 N 047 005000 Y 048 005000 0.150 048 A015000 0 048 A025000 0.000 048 B015000 0 048 B025000 0.000 048 C015000 0 048 C025000 0.000 PAGE 281 048 D015000 0 048 D025000 0.000 048 E015000 0 048 E025000 0.000 048 F015000 0 048 F025000 0.000 048 G015000 0 048 G025000 0.000 048 H015000 0 048 H025000 0.000 048 I015000 0 048 I025000 0.000 048 J015000 0 048 J025000 0.000 048 K015000 0 048 K025000 0.000 049 005000 N 050 005000 N 051 005000 N 052 005000 N 053 A005000 Y 053 B005000 Y 053 C005000 N 054 A005000 Y 054 B005000 Y 054 C005000 Y 054 D005000 N 054 E005000 N 054 F005000 N 054 G005000 Y 054 H005000 N 054 I005000 N 054 J005000 Y 054 K005000 N 054 L005000 Y 054 M005000 Y 054 N005000 N 054 O005000 Y 055 A005000 N 055 B005000 N 056 005000 Y 057 005000 N 058 A005000 N 059 005000 Y 060 A005000 Y 060 B005000 Y 061 005000 1000 062 A005000 Y 062 B005000 1.1 062 C005000 7.8 062 D005000 10.3 PAGE 282 062 E005000 0.7 062 F005000 0.3 062 G005000 25.7 062 H005000 0.5 062 I005000 36.2 062 J005000 4.7 062 K005000 0.0 062 L005000 13.3 062 M005000 0.0 062 N005000 0.0 062 O005000 0.0 062 P005000 0.0 062 Q005000 0.0 062 R005000 0.0 063 A005000 65 063 B005000 0.0 064 A005000 N 064 B005000 N 066 A005000 N 067 005000 N 068 A005000 N 068 B005000 N 069 005000 N 070 A015000 Y 070 A025000 Y 070 B015000 Y 070 B025000 N 070 C015000 Y 070 C025000 N 070 D015000 Y 070 D025000 N 070 E015000 Y 070 E025000 N 070 F015000 Y 070 F025000 N 070 G015000 Y 070 G025000 N 070 H015000 Y 070 H025000 N 070 I015000 Y 070 I025000 N 070 J015000 Y 070 J025000 Y 070 K015000 Y 070 K025000 N 070 L015000 Y 070 L025000 Y 070 M015000 Y 070 M025000 N 070 N015000 Y 070 N025000 N PAGE 283 070 O015000 Y 070 O025000 N 070 P015000 Y 070 P025000 N 070 Q015000 Y 070 Q025000 N 070 R015000 Y 070 R025000 N 071 A005000 0 071 B005000 0 071 C005000 0 071 D005000 0 072 A005000 4 072 B005000 604646 072 C005000 0 072 D005000 0 072 E005000 0 072 F005000 44378 072 G005000 30270 072 H005000 0 072 I005000 968 072 J005000 1661 072 K005000 0 072 L005000 541 072 M005000 5 072 N005000 1761 072 O005000 0 072 P005000 21 072 Q005000 0 072 R005000 13 072 S005000 85 072 T005000 65645 072 U005000 0 072 V005000 0 072 W005000 325 072 X005000 145673 072 Y005000 25573 072 Z005000 484546 072AA005000 399 072BB005000 0 072CC015000 0 072CC025000 0 072DD015000 251156 072DD025000 233397 072EE005000 0 073 A015000 0.0069 073 A025000 0.0068 073 B005000 0.0000 073 C005000 0.0000 074 A005000 0 074 B005000 6884397 PAGE 284 074 C005000 59922883 074 D005000 0 074 E005000 0 074 F005000 0 074 G005000 0 074 H005000 0 074 I005000 0 074 J005000 0 074 K005000 0 074 L005000 152609 074 M005000 0 074 N005000 66959889 074 O005000 184982 074 P005000 10764 074 Q005000 0 074 R015000 282781 074 R025000 0 074 R035000 0 074 R045000 101882 074 S005000 0 074 T005000 66379480 074 U015000 27076357 074 U025000 39304510 074 V015000 1.00 074 V025000 1.00 074 W005000 1.0000 074 X005000 10616 074 Y005000 0 075 A005000 78357677 075 B005000 0 076 005000 0.00 015 A005101 BANK OF NEW YORK 015 B005101 C 015 C015101 NEW YORK 015 C025101 NY 015 C035101 10286 015 E015101 X 024 005100 N 025 D005101 0 025 D005102 0 025 D005103 0 025 D005104 0 025 D005105 0 025 D005106 0 025 D005107 0 025 D005108 0 028 A015100 0 028 A025100 0 028 A035100 0 028 A045100 0 028 B015100 5516764 PAGE 285 028 B025100 0 028 B035100 0 028 B045100 4125846 028 C015100 4027983 028 C025100 6164 028 C035100 0 028 C045100 4786888 028 D015100 4850741 028 D025100 5513 028 D035100 0 028 D045100 5589091 028 E015100 4035711 028 E025100 5442 028 E035100 0 028 E045100 4116602 028 F015100 5630478 028 F025100 4960 028 F035100 0 028 F045100 4597896 028 G015100 24061677 028 G025100 22079 028 G035100 0 028 G045100 23216323 028 H005100 0 029 005100 N 030 A005100 0 030 B005100 0.00 030 C005100 0.00 034 005100 N 035 005100 0 036 B005100 0 037 005100 N 038 005100 0 039 005100 N 040 005100 Y 041 005100 Y 042 A005100 0 042 B005100 0 042 C005100 0 042 D005100 100 042 E005100 0 042 F005100 0 042 G005100 0 042 H005100 0 043 005100 11541 044 005100 0 045 005100 Y 046 005100 N 047 005100 Y 048 005100 0.150 048 A015100 0 PAGE 286 048 A025100 0.000 048 B015100 0 048 B025100 0.000 048 C015100 0 048 C025100 0.000 048 D015100 0 048 D025100 0.000 048 E015100 0 048 E025100 0.000 048 F015100 0 048 F025100 0.000 048 G015100 0 048 G025100 0.000 048 H015100 0 048 H025100 0.000 048 I015100 0 048 I025100 0.000 048 J015100 0 048 J025100 0.000 048 K015100 0 048 K025100 0.000 049 005100 N 050 005100 N 051 005100 N 052 005100 N 053 A005100 Y 053 B005100 Y 053 C005100 N 054 A005100 Y 054 B005100 Y 054 C005100 Y 054 D005100 N 054 E005100 N 054 F005100 N 054 G005100 Y 054 H005100 N 054 I005100 N 054 J005100 Y 054 K005100 N 054 L005100 Y 054 M005100 Y 054 N005100 N 054 O005100 Y 055 A005100 N 055 B005100 N 056 005100 Y 057 005100 N 058 A005100 N 059 005100 Y 060 A005100 Y 060 B005100 Y PAGE 287 061 005100 1000 062 A005100 Y 062 B005100 30.8 062 C005100 0.0 062 D005100 69.1 062 E005100 0.0 062 F005100 0.0 062 G005100 0.0 062 H005100 0.0 062 I005100 0.0 062 J005100 0.0 062 K005100 0.0 062 L005100 0.0 062 M005100 0.0 062 N005100 0.0 062 O005100 0.0 062 P005100 0.0 062 Q005100 0.0 062 R005100 0.0 063 A005100 46 063 B005100 0.0 064 A005100 N 064 B005100 N 066 A005100 N 067 005100 N 068 A005100 N 068 B005100 N 069 005100 N 070 A015100 Y 070 A025100 Y 070 B015100 Y 070 B025100 N 070 C015100 Y 070 C025100 N 070 D015100 Y 070 D025100 N 070 E015100 Y 070 E025100 N 070 F015100 Y 070 F025100 N 070 G015100 Y 070 G025100 N 070 H015100 Y 070 H025100 N 070 I015100 Y 070 I025100 N 070 J015100 Y 070 J025100 Y 070 K015100 Y 070 K025100 N 070 L015100 Y PAGE 288 070 L025100 Y 070 M015100 Y 070 M025100 N 070 N015100 Y 070 N025100 N 070 O015100 Y 070 O025100 N 070 P015100 Y 070 P025100 N 070 Q015100 Y 070 Q025100 N 070 R015100 Y 070 R025100 N 071 A005100 0 071 B005100 0 071 C005100 0 071 D005100 0 072 A005100 4 072 B005100 76119 072 C005100 0 072 D005100 0 072 E005100 0 072 F005100 5987 072 G005100 4069 072 H005100 0 072 I005100 127 072 J005100 232 072 K005100 0 072 L005100 62 072 M005100 5 072 N005100 336 072 O005100 0 072 P005100 0 072 Q005100 0 072 R005100 13 072 S005100 17 072 T005100 13008 072 U005100 0 072 V005100 0 072 W005100 68 072 X005100 23924 072 Y005100 4244 072 Z005100 56439 072AA005100 47 072BB005100 0 072CC015100 0 072CC025100 0 072DD015100 13555 072DD025100 42885 072EE005100 0 073 A015100 0.0064 PAGE 289 073 A025100 0.0062 073 B005100 0.0000 073 C005100 0.0000 074 A005100 0 074 B005100 0 074 C005100 3413346 074 D005100 0 074 E005100 0 074 F005100 0 074 G005100 0 074 H005100 0 074 I005100 7653142 074 J005100 0 074 K005100 0 074 L005100 26134 074 M005100 0 074 N005100 11092622 074 O005100 0 074 P005100 1521 074 Q005100 0 074 R015100 0 074 R025100 0 074 R035100 0 074 R045100 14033 074 S005100 0 074 T005100 11077068 074 U015100 1854990 074 U025100 9224270 074 V015100 1.00 074 V025100 1.00 074 W005100 1.0000 074 X005100 807 074 Y005100 0 075 A005100 10534874 075 B005100 0 076 005100 0.00 015 A005201 BANK OF NEW YORK 015 B005201 C 015 C015201 NEW YORK 015 C025201 NY 015 C035201 10286 015 E015201 X 024 005200 N 025 D005201 0 025 D005202 0 025 D005203 0 025 D005204 0 025 D005205 0 025 D005206 0 025 D005207 0 025 D005208 0 PAGE 290 028 A015200 0 028 A025200 0 028 A035200 0 028 A045200 0 028 B015200 958583 028 B025200 0 028 B035200 0 028 B045200 937935 028 C015200 1392922 028 C025200 5161 028 C035200 0 028 C045200 1409836 028 D015200 2265821 028 D025200 4830 028 D035200 0 028 D045200 2141546 028 E015200 1309445 028 E025200 4968 028 E035200 0 028 E045200 1581014 028 F015200 1096434 028 F025200 4590 028 F035200 0 028 F045200 1181256 028 G015200 7023205 028 G025200 19549 028 G035200 0 028 G045200 7251587 028 H005200 0 029 005200 N 030 A005200 0 030 B005200 0.00 030 C005200 0.00 031 A005200 0 031 B005200 0 032 005200 0 033 005200 0 034 005200 Y 035 005200 1 036 A005200 Y 036 B005200 0 037 005200 N 038 005200 0 039 005200 N 040 005200 Y 041 005200 Y 042 A005200 0 042 B005200 0 042 C005200 0 042 D005200 100 042 E005200 0 PAGE 291 042 F005200 0 042 G005200 0 042 H005200 0 043 005200 4222 044 005200 0 045 005200 Y 046 005200 N 047 005200 Y 048 005200 0.150 048 A015200 0 048 A025200 0.000 048 B015200 0 048 B025200 0.000 048 C015200 0 048 C025200 0.000 048 D015200 0 048 D025200 0.000 048 E015200 0 048 E025200 0.000 048 F015200 0 048 F025200 0.000 048 G015200 0 048 G025200 0.000 048 H015200 0 048 H025200 0.000 048 I015200 0 048 I025200 0.000 048 J015200 0 048 J025200 0.000 048 K015200 0 048 K025200 0.000 049 005200 N 050 005200 N 051 005200 N 052 005200 N 053 A005200 Y 053 B005200 Y 053 C005200 N 054 A005200 Y 054 B005200 Y 054 C005200 Y 054 D005200 N 054 E005200 N 054 F005200 N 054 G005200 Y 054 H005200 N 054 I005200 N 054 J005200 Y 054 K005200 N 054 L005200 Y 054 M005200 Y PAGE 292 054 N005200 N 054 O005200 Y 055 A005200 N 055 B005200 N 056 005200 Y 057 005200 N 058 A005200 N 059 005200 Y 060 A005200 Y 060 B005200 Y 061 005200 1000 062 A005200 Y 062 B005200 0.0 062 C005200 99.9 062 D005200 0.0 062 E005200 0.0 062 F005200 0.0 062 G005200 0.0 062 H005200 0.0 062 I005200 0.0 062 J005200 0.0 062 K005200 0.0 062 L005200 0.0 062 M005200 0.0 062 N005200 0.0 062 O005200 0.0 062 P005200 0.0 062 Q005200 0.0 062 R005200 0.0 063 A005200 56 063 B005200 0.0 064 A005200 N 064 B005200 N 066 A005200 N 067 005200 N 068 A005200 N 068 B005200 N 069 005200 N 070 A015200 Y 070 A025200 Y 070 B015200 Y 070 B025200 N 070 C015200 Y 070 C025200 N 070 D015200 Y 070 D025200 N 070 E015200 Y 070 E025200 N 070 F015200 Y 070 F025200 N 070 G015200 Y PAGE 293 070 G025200 N 070 H015200 Y 070 H025200 N 070 I015200 Y 070 I025200 N 070 J015200 Y 070 J025200 Y 070 K015200 Y 070 K025200 N 070 L015200 Y 070 L025200 Y 070 M015200 Y 070 M025200 N 070 N015200 Y 070 N025200 N 070 O015200 Y 070 O025200 N 070 P015200 Y 070 P025200 N 070 Q015200 Y 070 Q025200 N 070 R015200 Y 070 R025200 N 071 A005200 0 071 B005200 0 071 C005200 0 071 D005200 0 072 A005200 4 072 B005200 36270 072 C005200 0 072 D005200 0 072 E005200 0 072 F005200 2905 072 G005200 1936 072 H005200 0 072 I005200 65 072 J005200 123 072 K005200 0 072 L005200 53 072 M005200 5 072 N005200 323 072 O005200 0 072 P005200 0 072 Q005200 0 072 R005200 13 072 S005200 11 072 T005200 4868 072 U005200 0 072 V005200 0 072 W005200 27 072 X005200 10329 PAGE 294 072 Y005200 2235 072 Z005200 28176 072AA005200 84 072BB005200 0 072CC015200 0 072CC025200 0 072DD015200 10053 072DD025200 18123 072EE005200 0 073 A015200 0.0064 073 A025200 0.0063 073 B005200 0.0000 073 C005200 0.0000 074 A005200 2 074 B005200 0 074 C005200 4714285 074 D005200 0 074 E005200 0 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N 050 005300 N 051 005300 N 052 005300 N 053 A005300 Y 053 B005300 Y 053 C005300 N 054 A005300 Y 054 B005300 Y 054 C005300 Y PAGE 297 054 D005300 N 054 E005300 N 054 F005300 N 054 G005300 Y 054 H005300 N 054 I005300 N 054 J005300 Y 054 K005300 N 054 L005300 Y 054 M005300 Y 054 N005300 N 054 O005300 Y 055 A005300 N 055 B005300 N 056 005300 Y 057 005300 N 058 A005300 N 059 005300 Y 060 A005300 Y 060 B005300 Y 061 005300 1000 062 A005300 Y 062 B005300 0.0 062 C005300 8.5 062 D005300 5.5 062 E005300 0.7 062 F005300 0.0 062 G005300 21.7 062 H005300 0.0 062 I005300 43.7 062 J005300 4.1 062 K005300 0.0 062 L005300 16.3 062 M005300 0.0 062 N005300 0.0 062 O005300 0.0 062 P005300 0.0 062 Q005300 0.0 062 R005300 0.0 063 A005300 58 063 B005300 0.0 064 A005300 Y 064 B005300 N 066 A005300 N 067 005300 N 068 A005300 N 068 B005300 N 069 005300 N 070 A015300 Y 070 A025300 Y 070 B015300 Y PAGE 298 070 B025300 N 070 C015300 Y 070 C025300 N 070 D015300 Y 070 D025300 N 070 E015300 Y 070 E025300 N 070 F015300 Y 070 F025300 N 070 G015300 Y 070 G025300 N 070 H015300 Y 070 H025300 N 070 I015300 Y 070 I025300 N 070 J015300 Y 070 J025300 Y 070 K015300 Y 070 K025300 N 070 L015300 Y 070 L025300 Y 070 M015300 Y 070 M025300 N 070 N015300 Y 070 N025300 N 070 O015300 Y 070 O025300 N 070 P015300 Y 070 P025300 N 070 Q015300 Y 070 Q025300 N 070 R015300 Y 070 R025300 N 071 A005300 0 071 B005300 0 071 C005300 0 071 D005300 0 072 A005300 4 072 B005300 105357 072 C005300 0 072 D005300 0 072 E005300 0 072 F005300 8134 072 G005300 5429 072 H005300 0 072 I005300 186 072 J005300 336 072 K005300 0 072 L005300 73 072 M005300 5 072 N005300 756 PAGE 299 072 O005300 0 072 P005300 0 072 Q005300 0 072 R005300 13 072 S005300 20 072 T005300 6385 072 U005300 0 072 V005300 0 072 W005300 58 072 X005300 21395 072 Y005300 6039 072 Z005300 90001 072AA005300 76 072BB005300 0 072CC015300 0 072CC025300 0 072DD015300 70642 072DD025300 19359 072EE005300 0 073 A015300 0.0067 073 A025300 0.0065 073 B005300 0.0000 073 C005300 0.0000 074 A005300 0 074 B005300 700000 074 C005300 12076765 074 D005300 0 074 E005300 0 074 F005300 0 074 G005300 0 074 H005300 0 074 I005300 0 074 J005300 0 074 K005300 0 074 L005300 28220 074 M005300 0 074 N005300 12804985 074 O005300 74992 074 P005300 2055 074 Q005300 0 074 R015300 0 074 R025300 0 074 R035300 0 074 R045300 19937 074 S005300 0 074 T005300 12708001 074 U015300 9355918 074 U025300 3352274 074 V015300 1.00 074 V025300 1.00 074 W005300 1.0000 PAGE 300 074 X005300 1019 074 Y005300 175118 075 A005300 14054517 075 B005300 0 076 005300 0.00 015 A005401 BANK OF NEW YORK 015 B005401 C 015 C015401 NEW YORK 015 C025401 NY 015 C035401 10286 015 E015401 X 024 005400 N 025 D005401 0 025 D005402 0 025 D005403 0 025 D005404 0 025 D005405 0 025 D005406 0 025 D005407 0 025 D005408 0 028 A015400 0 028 A025400 0 028 A035400 0 028 A045400 0 028 B015400 286960 028 B025400 0 028 B035400 0 028 B045400 193432 028 C015400 264868 028 C025400 1418 028 C035400 0 028 C045400 277339 028 D015400 322207 028 D025400 1155 028 D035400 0 028 D045400 221920 028 E015400 274991 028 E025400 1076 028 E035400 0 028 E045400 348548 028 F015400 386730 028 F025400 997 028 F035400 0 028 F045400 260657 028 G015400 1535756 028 G025400 4646 028 G035400 0 028 G045400 1301896 028 H005400 0 029 005400 N 030 A005400 0 PAGE 301 030 B005400 0.00 030 C005400 0.00 031 A005400 0 031 B005400 0 032 005400 0 033 005400 0 034 005400 N 035 005400 0 036 B005400 0 037 005400 N 038 005400 0 039 005400 N 040 005400 Y 041 005400 Y 042 A005400 0 042 B005400 0 042 C005400 0 042 D005400 100 042 E005400 0 042 F005400 0 042 G005400 0 042 H005400 0 043 005400 2829 044 005400 0 045 005400 Y 046 005400 N 047 005400 Y 048 005400 0.150 048 A015400 0 048 A025400 0.000 048 B015400 0 048 B025400 0.000 048 C015400 0 048 C025400 0.000 048 D015400 0 048 D025400 0.000 048 E015400 0 048 E025400 0.000 048 F015400 0 048 F025400 0.000 048 G015400 0 048 G025400 0.000 048 H015400 0 048 H025400 0.000 048 I015400 0 048 I025400 0.000 048 J015400 0 048 J025400 0.000 048 K015400 0 048 K025400 0.000 049 005400 N PAGE 302 050 005400 N 051 005400 N 052 005400 N 053 A005400 Y 053 B005400 Y 053 C005400 N 054 A005400 Y 054 B005400 Y 054 C005400 Y 054 D005400 N 054 E005400 N 054 F005400 N 054 G005400 Y 054 H005400 N 054 I005400 N 054 J005400 Y 054 K005400 N 054 L005400 Y 054 M005400 Y 054 N005400 N 054 O005400 Y 055 A005400 N 055 B005400 N 056 005400 Y 057 005400 N 058 A005400 N 059 005400 Y 060 A005400 N 060 B005400 N 061 005400 1000 062 A005400 Y 062 B005400 0.0 062 C005400 0.0 062 D005400 0.0 062 E005400 101.2 062 F005400 0.0 062 G005400 0.0 062 H005400 0.0 062 I005400 0.0 062 J005400 0.0 062 K005400 0.0 062 L005400 0.0 062 M005400 0.0 062 N005400 0.0 062 O005400 0.0 062 P005400 0.0 062 Q005400 0.0 062 R005400 0.0 063 A005400 42 063 B005400 0.0 064 A005400 Y PAGE 303 064 B005400 N 066 A005400 N 067 005400 N 068 A005400 N 068 B005400 N 069 005400 N 070 A015400 Y 070 A025400 N 070 B015400 Y 070 B025400 N 070 C015400 Y 070 C025400 N 070 D015400 Y 070 D025400 N 070 E015400 Y 070 E025400 N 070 F015400 Y 070 F025400 N 070 G015400 Y 070 G025400 N 070 H015400 Y 070 H025400 N 070 I015400 Y 070 I025400 N 070 J015400 Y 070 J025400 Y 070 K015400 Y 070 K025400 N 070 L015400 Y 070 L025400 N 070 M015400 Y 070 M025400 N 070 N015400 Y 070 N025400 N 070 O015400 Y 070 O025400 N 070 P015400 Y 070 P025400 N 070 Q015400 Y 070 Q025400 N 070 R015400 Y 070 R025400 N 071 A005400 0 071 B005400 0 071 C005400 0 071 D005400 0 072 A005400 4 072 B005400 11896 072 C005400 0 072 D005400 0 072 E005400 0 PAGE 304 072 F005400 1282 072 G005400 859 072 H005400 0 072 I005400 26 072 J005400 42 072 K005400 0 072 L005400 71 072 M005400 5 072 N005400 20 072 O005400 0 072 P005400 0 072 Q005400 0 072 R005400 13 072 S005400 10 072 T005400 2838 072 U005400 0 072 V005400 0 072 W005400 19 072 X005400 5185 072 Y005400 638 072 Z005400 7349 072AA005400 14 072BB005400 0 072CC015400 0 072CC025400 0 072DD015400 1306 072DD025400 6044 072EE005400 0 073 A015400 0.0045 073 A025400 0.0039 073 B005400 0.0000 073 C005400 0.0000 074 A005400 35 074 B005400 0 074 C005400 2305065 074 D005400 0 074 E005400 0 074 F005400 0 074 G005400 0 074 H005400 0 074 I005400 0 074 J005400 0 074 K005400 0 074 L005400 5551 074 M005400 0 074 N005400 2310651 074 O005400 29524 074 P005400 333 074 Q005400 0 074 R015400 0 074 R025400 0 PAGE 305 074 R035400 0 074 R045400 2558 074 S005400 0 074 T005400 2278236 074 U015400 267920 074 U025400 2010329 074 V015400 1.00 074 V025400 1.00 074 W005400 1.0000 074 X005400 220 074 Y005400 166355 075 A005400 2223954 075 B005400 0 076 005400 0.00 015 A005501 BANK OF NEW YORK 015 B005501 C 015 C015501 NEW YORK 015 C025501 NY 015 C035501 10286 015 E015501 X 024 005500 Y 025 A005501 MERRILL LYNCH & COMPANY, INC. 025 C005501 E 025 D005501 1885 025 A005502 JMH FINANCE LTD. 025 C005502 D 025 D005502 6506 025 A005503 BANK UNITED CORPORATION 025 C005503 E 025 D005503 3 025 A005504 COMMERCE BANCORP, INC. 025 C005504 E 025 D005504 7495 025 A005505 SOVEREIGN CAPITAL TRUST II 025 C005505 E 025 D005505 8132 025 A005506 WASHINGTON MUTUAL CAPITAL TRUST I 025 C005506 E 025 D005506 6960 025 A005507 WASHINGTON MUTUAL INC. 025 C005507 E 025 D005507 1920 025 A005508 HARTFORD FINANCIAL SERVICES GROUP, INC. 025 C005508 E 025 D005508 1869 025 D005509 0 025 D005510 0 025 D005511 0 025 D005512 0 025 D005513 0 025 D005514 0 PAGE 306 025 D005515 0 025 D005516 0 028 A015500 0 028 A025500 0 028 A035500 0 028 A045500 0 028 B015500 148921 028 B025500 0 028 B035500 0 028 B045500 39030 028 C015500 56907 028 C025500 2514 028 C035500 0 028 C045500 37046 028 D015500 160678 028 D025500 0 028 D035500 0 028 D045500 51815 028 E015500 57743 028 E025500 0 028 E035500 0 028 E045500 43227 028 F015500 45544 028 F025500 3407 028 F035500 0 028 F045500 40856 028 G015500 469793 028 G025500 5921 028 G035500 0 028 G045500 211974 028 H005500 64078 029 005500 Y 030 A005500 262 030 B005500 5.75 030 C005500 0.00 031 A005500 44 031 B005500 0 032 005500 0 033 005500 218 034 005500 Y 035 005500 120 036 A005500 Y 036 B005500 0 037 005500 N 038 005500 0 039 005500 N 040 005500 Y 041 005500 Y 042 A005500 0 042 B005500 0 042 C005500 0 PAGE 307 042 D005500 100 042 E005500 0 042 F005500 0 042 G005500 0 042 H005500 0 043 005500 855 044 005500 0 045 005500 Y 046 005500 N 047 005500 Y 048 005500 0.650 048 A015500 0 048 A025500 0.000 048 B015500 0 048 B025500 0.000 048 C015500 0 048 C025500 0.000 048 D015500 0 048 D025500 0.000 048 E015500 0 048 E025500 0.000 048 F015500 0 048 F025500 0.000 048 G015500 0 048 G025500 0.000 048 H015500 0 048 H025500 0.000 048 I015500 0 048 I025500 0.000 048 J015500 0 048 J025500 0.000 048 K015500 0 048 K025500 0.000 049 005500 N 050 005500 N 051 005500 N 052 005500 N 053 A005500 N 054 A005500 Y 054 B005500 Y 054 C005500 Y 054 D005500 N 054 E005500 N 054 F005500 N 054 G005500 Y 054 H005500 N 054 I005500 N 054 J005500 Y 054 K005500 N 054 L005500 Y 054 M005500 Y PAGE 308 054 N005500 N 054 O005500 Y 055 A005500 N 055 B005500 N 056 005500 Y 057 005500 N 058 A005500 N 059 005500 Y 060 A005500 Y 060 B005500 Y 061 005500 1000 062 A005500 N 062 B005500 0.0 062 C005500 0.0 062 D005500 0.0 062 E005500 0.0 062 F005500 0.0 062 G005500 0.0 062 H005500 0.0 062 I005500 0.0 062 J005500 0.0 062 K005500 0.0 062 L005500 0.0 062 M005500 0.0 062 N005500 0.0 062 O005500 0.0 062 P005500 0.0 062 Q005500 0.0 062 R005500 0.0 066 A005500 Y 066 B005500 N 066 C005500 N 066 D005500 N 066 E005500 N 066 F005500 N 066 G005500 Y 067 005500 Y 068 A005500 N 068 B005500 N 069 005500 N 070 A015500 Y 070 A025500 N 070 B015500 Y 070 B025500 N 070 C015500 Y 070 C025500 N 070 D015500 Y 070 D025500 N 070 E015500 Y 070 E025500 N 070 F015500 Y PAGE 309 070 F025500 N 070 G015500 Y 070 G025500 N 070 H015500 Y 070 H025500 N 070 I015500 Y 070 I025500 N 070 J015500 Y 070 J025500 N 070 K015500 Y 070 K025500 N 070 L015500 Y 070 L025500 Y 070 M015500 Y 070 M025500 N 070 N015500 Y 070 N025500 Y 070 O015500 Y 070 O025500 N 070 P015500 Y 070 P025500 N 070 Q015500 Y 070 Q025500 N 070 R015500 Y 070 R025500 N 071 A005500 276027 071 B005500 142164 071 C005500 736109 071 D005500 19 072 A005500 4 072 B005500 6455 072 C005500 7577 072 D005500 0 072 E005500 32 072 F005500 2017 072 G005500 713 072 H005500 0 072 I005500 96 072 J005500 20 072 K005500 0 072 L005500 73 072 M005500 6 072 N005500 61 072 O005500 0 072 P005500 0 072 Q005500 0 072 R005500 12 072 S005500 25 072 T005500 855 072 U005500 0 072 V005500 0 PAGE 310 072 W005500 15 072 X005500 3893 072 Y005500 1 072 Z005500 10172 072AA005500 0 072BB005500 40764 072CC015500 0 072CC025500 89852 072DD015500 5938 072DD025500 6167 072EE005500 0 073 A015500 0.2300 073 A025500 0.2200 073 B005500 0.0000 073 C005500 0.0000 074 A005500 1 074 B005500 0 074 C005500 0 074 D005500 442968 074 E005500 220674 074 F005500 110480 074 G005500 0 074 H005500 0 074 I005500 103233 074 J005500 0 074 K005500 0 074 L005500 7797 074 M005500 0 074 N005500 885153 074 O005500 1998 074 P005500 603 074 Q005500 0 074 R015500 0 074 R025500 0 074 R035500 0 074 R045500 71553 074 S005500 0 074 T005500 810999 074 U015500 29576 074 U025500 31104 074 V015500 13.39 074 V025500 13.38 074 W005500 0.0000 074 X005500 24548 074 Y005500 0 075 A005500 0 075 B005500 802684 076 005500 0.00 015 A005601 BANK OF NEW YORK 015 B005601 C 015 C015601 NEW YORK PAGE 311 015 C025601 NY 015 C035601 10286 015 E015601 X 024 005600 N 025 D005601 0 025 D005602 0 025 D005603 0 025 D005604 0 025 D005605 0 025 D005606 0 025 D005607 0 025 D005608 0 028 A015600 0 028 A025600 0 028 A035600 0 028 A045600 0 028 B015600 15170 028 B025600 131 028 B035600 0 028 B045600 5026 028 C015600 27797 028 C025600 129 028 C035600 0 028 C045600 8193 028 D015600 43776 028 D025600 148 028 D035600 0 028 D045600 36426 028 E015600 455288 028 E025600 143 028 E035600 0 028 E045600 9426 028 F015600 22775 028 F025600 152 028 F035600 0 028 F045600 145933 028 G015600 564806 028 G025600 703 028 G035600 0 028 G045600 205004 028 H005600 15386 029 005600 Y 030 A005600 33 030 B005600 3.25 030 C005600 0.00 031 A005600 4 031 B005600 0 032 005600 0 033 005600 29 034 005600 Y 035 005600 21 PAGE 312 036 A005600 Y 036 B005600 0 037 005600 N 038 005600 0 039 005600 N 040 005600 Y 041 005600 Y 042 A005600 0 042 B005600 0 042 C005600 0 042 D005600 100 042 E005600 0 042 F005600 0 042 G005600 0 042 H005600 0 043 005600 100 044 005600 0 045 005600 N 048 005600 0.000 048 A015600 0 048 A025600 0.000 048 B015600 0 048 B025600 0.000 048 C015600 0 048 C025600 0.000 048 D015600 0 048 D025600 0.000 048 E015600 0 048 E025600 0.000 048 F015600 0 048 F025600 0.000 048 G015600 0 048 G025600 0.000 048 H015600 0 048 H025600 0.000 048 I015600 0 048 I025600 0.000 048 J015600 0 048 J025600 0.000 048 K015600 0 048 K025600 0.000 055 A005600 N 055 B005600 N 056 005600 Y 057 005600 N 058 A005600 N 059 005600 Y 060 A005600 Y 060 B005600 Y 061 005600 1000 062 A005600 Y PAGE 313 062 B005600 0.0 062 C005600 0.0 062 D005600 0.0 062 E005600 0.0 062 F005600 0.0 062 G005600 0.0 062 H005600 0.0 062 I005600 0.0 062 J005600 0.0 062 K005600 0.0 062 L005600 0.0 062 M005600 29.3 062 N005600 14.7 062 O005600 0.0 062 P005600 39.8 062 Q005600 0.0 062 R005600 28.1 063 A005600 0 063 B005600 4.7 064 A005600 N 064 B005600 N 066 A005600 N 067 005600 N 068 A005600 N 068 B005600 N 069 005600 N 070 A015600 Y 070 A025600 N 070 B015600 N 070 B025600 N 070 C015600 Y 070 C025600 N 070 D015600 N 070 D025600 N 070 E015600 Y 070 E025600 Y 070 F015600 N 070 F025600 N 070 G015600 N 070 G025600 N 070 H015600 N 070 H025600 N 070 I015600 N 070 I025600 N 070 J015600 N 070 J025600 N 070 K015600 Y 070 K025600 Y 070 L015600 Y 070 L025600 Y 070 M015600 N PAGE 314 070 M025600 N 070 N015600 Y 070 N025600 Y 070 O015600 Y 070 O025600 N 070 P015600 N 070 P025600 N 070 Q015600 N 070 Q025600 N 070 R015600 N 070 R025600 N 071 A005600 0 071 B005600 0 071 C005600 0 071 D005600 0 072 A005600 4 072 B005600 8374 072 C005600 305 072 D005600 0 072 E005600 41 072 F005600 0 072 G005600 234 072 H005600 0 072 I005600 32 072 J005600 0 072 K005600 0 072 L005600 15 072 M005600 10 072 N005600 57 072 O005600 0 072 P005600 0 072 Q005600 0 072 R005600 9 072 S005600 20 072 T005600 100 072 U005600 0 072 V005600 0 072 W005600 1055 072 X005600 1532 072 Y005600 0 072 Z005600 7188 072AA005600 8083 072BB005600 0 072CC015600 15986 072CC025600 0 072DD015600 6571 072DD025600 839 072EE005600 0 073 A015600 0.1440 073 A025600 0.1360 073 B005600 0.0000 PAGE 315 073 C005600 0.0000 074 A005600 0 074 B005600 0 074 C005600 0 074 D005600 0 074 E005600 0 074 F005600 0 074 G005600 0 074 H005600 0 074 I005600 863715 074 J005600 0 074 K005600 0 074 L005600 4439 074 M005600 0 074 N005600 868154 074 O005600 0 074 P005600 120 074 Q005600 0 074 R015600 0 074 R025600 0 074 R035600 0 074 R045600 127501 074 S005600 0 074 T005600 740533 074 U015600 68119 074 U025600 6165 074 V015600 9.96 074 V025600 9.99 074 W005600 0.0000 074 X005600 1258 074 Y005600 0 075 A005600 0 075 B005600 527657 076 005600 0.00 015 A005701 BANK OF NEW 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070 F025900 N 070 G015900 N 070 G025900 N 070 H015900 N 070 H025900 N 070 I015900 N 070 I025900 N 070 J015900 N 070 J025900 N 070 K015900 Y 070 K025900 Y 070 L015900 Y 070 L025900 Y 070 M015900 Y 070 M025900 Y 070 N015900 Y 070 N025900 Y 070 O015900 Y 070 O025900 N 070 P015900 N 070 P025900 N 070 Q015900 N 070 Q025900 N 070 R015900 N 070 R025900 N 071 A005900 0 PAGE 329 071 B005900 0 071 C005900 0 071 D005900 0 072 A005900 4 072 B005900 2 072 C005900 30772 072 D005900 0 072 E005900 865 072 F005900 0 072 G005900 2204 072 H005900 0 072 I005900 686 072 J005900 0 072 K005900 0 072 L005900 136 072 M005900 10 072 N005900 144 072 O005900 0 072 P005900 0 072 Q005900 0 072 R005900 11 072 S005900 37 072 T005900 1824 072 U005900 0 072 V005900 0 072 W005900 11723 072 X005900 16775 072 Y005900 0 072 Z005900 14864 072AA005900 0 072BB005900 49667 072CC015900 0 072CC025900 946702 072DD015900 0 072DD025900 0 072EE005900 19139 073 A015900 0.0000 073 A025900 0.0900 073 B005900 0.0000 073 C005900 0.0000 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006000 Y 042 A006000 0 042 B006000 0 042 C006000 0 042 D006000 100 042 E006000 0 042 F006000 0 042 G006000 0 042 H006000 0 043 006000 11 044 006000 0 045 006000 Y 046 006000 N 047 006000 Y 048 006000 1.000 048 A016000 0 048 A026000 0.000 048 B016000 0 048 B026000 0.000 048 C016000 0 048 C026000 0.000 048 D016000 0 048 D026000 0.000 048 E016000 0 048 E026000 0.000 048 F016000 0 048 F026000 0.000 048 G016000 0 048 G026000 0.000 048 H016000 0 048 H026000 0.000 048 I016000 0 048 I026000 0.000 048 J016000 0 048 J026000 0.000 048 K016000 0 048 K026000 0.000 049 006000 N 050 006000 N 051 006000 N 052 006000 N PAGE 333 053 A006000 Y 053 B006000 Y 053 C006000 N 054 A006000 Y 054 B006000 Y 054 C006000 Y 054 D006000 N 054 E006000 N 054 F006000 N 054 G006000 Y 054 H006000 N 054 I006000 N 054 J006000 Y 054 K006000 N 054 L006000 Y 054 M006000 Y 054 N006000 N 054 O006000 Y 055 A006000 N 055 B006000 N 056 006000 Y 057 006000 N 058 A006000 N 059 006000 Y 060 A006000 Y 060 B006000 Y 061 006000 1000 062 A006000 N 062 B006000 0.0 062 C006000 0.0 062 D006000 0.0 062 E006000 0.0 062 F006000 0.0 062 G006000 0.0 062 H006000 0.0 062 I006000 0.0 062 J006000 0.0 062 K006000 0.0 062 L006000 0.0 062 M006000 0.0 062 N006000 0.0 062 O006000 0.0 062 P006000 0.0 062 Q006000 0.0 062 R006000 0.0 063 A006000 0 063 B006000 0.0 066 A006000 Y 066 B006000 N 066 C006000 Y 066 D006000 N PAGE 334 066 E006000 N 066 F006000 N 066 G006000 N 067 006000 N 068 A006000 N 068 B006000 Y 069 006000 N 070 A016000 N 070 A026000 N 070 B016000 N 070 B026000 N 070 C016000 N 070 C026000 N 070 D016000 N 070 D026000 N 070 E016000 N 070 E026000 N 070 F016000 N 070 F026000 N 070 G016000 N 070 G026000 N 070 H016000 N 070 H026000 N 070 I016000 N 070 I026000 N 070 J016000 Y 070 J026000 Y 070 K016000 Y 070 K026000 Y 070 L016000 Y 070 L026000 Y 070 M016000 Y 070 M026000 Y 070 N016000 Y 070 N026000 Y 070 O016000 Y 070 O026000 Y 070 P016000 N 070 P026000 N 070 Q016000 N 070 Q026000 N 070 R016000 N 070 R026000 N 071 A006000 13861 071 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T006100 2756083 074 U016100 139657 074 U026100 2616607 074 V016100 1.00 074 V026100 1.00 074 W006100 1.0000 074 X006100 547 074 Y006100 65925 075 A006100 2788743 075 B006100 0 076 006100 0.00 SIGNATURE EDWARD D. BEDARD TITLE TREASURER EX-99.77C VOTES 3 g79575ex77c1.txt AGREEMENT & PLAN OF REORGANIZATION/FUND INC. AGREEMENT AND PLAN OF REORGANIZATION This AGREEMENT AND PLAN OF REORGANIZATION ("Agreement") is made as of this January 1, 2002 by and between Nations Fund, Inc. (the "Company"), a Maryland corporation, for itself and on behalf of its Nations Prime Fund, Nations Treasury Fund, Nations Equity Income Fund and Nations Small Company Fund, and Nations Funds Trust ("Funds Trust"), a Delaware statutory business trust, for itself and on behalf of its Nations Cash Reserves, Nations Treasury Reserves, Nations Convertible Securities Fund and Nations Small Company Fund. WHEREAS, the Company and Funds Trust are open-end management investment companies registered with the Securities and Exchange Commission (the "SEC") under the Investment Company Act of 1940, as amended (the "1940 Act"); WHEREAS, the parties desire that the Fund Assets and Liabilities (as defined below) of the Company's Nations Prime Fund, Nations Treasury Fund, Nations Equity Income Fund and Nations Small Company Fund (each an "Acquired Fund" and collectively the "Acquired Funds") be conveyed to and, acquired and assumed, respectively, by Funds Trust's Nations Cash Reserves, Nations Treasury Reserves, Nations Convertible Securities Fund and Nations Small Company Fund (each an "Acquiring Fund" and collectively the "Acquiring Funds") in exchange for shares of equal U.S. dollar value of such Acquiring Fund which shall thereafter promptly be distributed to the shareholders of an Acquired Fund in connection with its liquidation as described in this Agreement and set forth in Schedule A attached hereto (each such acquisition and assumption of an Acquired Fund's Fund Assets and Liabilities by the corresponding Acquiring Fund a "Reorganization" and collectively the "Reorganizations"); and WHEREAS, the parties intend that each Reorganization qualify as a "reorganization," within the meaning of Section 368(a) of the Internal Revenue Code of 1986, as amended (the "Code"), and that each Acquiring Fund and corresponding Acquired Fund will each be a "party to a reorganization," within the meaning of Section 368(b) of the Code, with respect to each respective Reorganization. NOW, THEREFORE, in accordance with the terms and conditions described herein, the Acquired Funds and Acquiring Funds shall be consolidated as follows: 1. Conveyance of Fund Assets and Liabilities of the Acquired Funds. (a) Except as provided below, at the Effective Time of the Reorganization (as defined in Section 8) all assets of every kind, and all interests, rights, privileges and powers of the Acquired Funds (the "Fund Assets"), subject to all liabilities of the Acquired Funds existing as of the Effective Time of the Reorganization (the "Liabilities"), shall be transferred by each Acquired Fund to each corresponding Acquiring Fund and shall be accepted and assumed by such Acquiring Fund, as more particularly set forth in this Agreement, such that at and after the Effective Time of the Reorganization: (i) all Fund Assets of each Acquired Fund shall become the assets of the corresponding Acquiring Fund; and (ii) all Liabilities of each Acquired Fund shall attach to the corresponding Acquiring Fund, enforceable against each Acquiring Fund to the same extent as if originally incurred by such Acquiring Fund. (b) It is understood and agreed that the Fund Assets shall include all property and assets of any nature whatsoever, including, without limitation, all cash, cash equivalents, securities, claims (whether absolute or contingent, known or unknown, accrued or unaccrued) and receivables (including dividend and interest receivables) owned or exercisable by an Acquired Fund, and any deferred or prepaid expenses shown as an asset on such Acquired Fund's books, that the Liabilities of an Acquired Fund shall include all liabilities, whether known or unknown, accrued or unaccrued, absolute or contingent, in all cases, existing at the Effective Time of the Reorganization. 1 (c) At least fifteen (15) business days prior to the Closing Date (as defined in Section 8), each Acquired Fund will provide to, or cause to be provided to, each corresponding Acquiring Fund, a schedule of its securities, other assets and its known liabilities. It is understood and agreed that such Acquired Fund may sell any of the securities or other assets shown on such schedule prior to the Effective Time of the Reorganization but will not, without the prior approval of each corresponding Acquiring Fund, acquire any additional securities other than securities that such Acquiring Fund is permitted to purchase in accordance with its stated investment objective and policies. At least ten (10) business days prior to the Closing Date, each Acquiring Fund will advise each corresponding Acquired Fund of any investments of such Acquired Fund shown on such schedule that such Acquiring Fund would not be permitted to hold, pursuant to its stated investment objective and policies or otherwise. Each Acquired Fund, if requested by the corresponding Acquiring Fund, will dispose of any such securities prior to the Closing Date to the extent practicable and consistent with applicable legal requirements. In addition, if it is determined that the investment portfolios of an Acquired Fund and its corresponding Acquiring Fund, when aggregated, would contain investments exceeding certain percentage limitations applicable to the Acquiring Fund, such Acquired Fund, if requested by the corresponding Acquiring Fund, will dispose of a sufficient amount of such investments as may be necessary to avoid violating such limitations as of the Effective Time of the Reorganization. (d) The Fund Assets shall be transferred and conveyed to the Acquiring Funds on the following basis: (1) In exchange for the transfer of the Fund Assets, each Acquiring Fund shall simultaneously issue to the corresponding Acquired Fund at the Effective Time of the Reorganization full and fractional shares of such Acquiring Fund, as set forth in Schedule A attached hereto, having an aggregate net asset value equal to the net value of the Fund Assets minus Liabilities so conveyed and assumed, all determined in accordance with this Agreement. In this regard, the number of full and fractional shares of the Acquiring Funds delivered to each Acquired Fund shall be determined by dividing the value of the Fund Assets minus Liabilities, computed in the manner and as of the time and date set forth in this Agreement, by the net asset value of one Acquiring Fund share of such designated class, computed in the manner and as of the time and date set forth in this Agreement. (2) The net asset value of shares to be delivered by each Acquiring Fund, and the net value of the Fund Assets minus Liabilities to be conveyed by each Acquired Fund and assumed by the Acquiring Funds, shall, in each case, be determined as of the Valuation Time as defined in Section 3. The net asset value of shares of the Acquiring Funds shall be computed in accordance with its then current valuation procedures. In determining the value of the Fund Assets, each security to be included in the Fund Assets shall be priced in accordance with each Acquiring Fund's then current valuation procedures. 2. Liquidation of Each Acquired Fund. At the Effective Time of the Reorganization, each Acquired Fund shall make a liquidating distribution to its shareholders as follows: Shareholders of record of an Acquired Fund shall be credited with full and fractional shares of the respective shares that are issued by the corresponding Acquiring Fund in connection with the Reorganization corresponding to the Acquired Fund shares that are held of record by the shareholder at the Effective Time of the Reorganization. Each such shareholder also shall have the right to receive any unpaid dividends or other distributions which were declared before the Effective Time of the Reorganization with respect to the Acquired Fund shares that are held of record by the shareholder at the Effective Time of the Reorganization, and Funds 2 Trust shall record on its books the ownership of the respective Acquiring Fund shares by such shareholders (the "Transferor Record Holders"). All of the issued and outstanding shares of an Acquired Fund at the Effective Time of the Reorganization shall be redeemed and canceled on the books of the Company at such time. As soon as reasonably possible after the Effective Time of the Reorganization, the Company shall wind up the affairs of each Acquired Fund and shall file any final regulatory reports, including but not limited to any Form N-SAR and Rule 24f-2 filings, with respect to each Acquired Fund, and also shall take all other steps as are necessary and proper to effect the termination or declassification of the Acquired Funds in accordance with all applicable laws. Subject to the provisions of this Agreement at an appropriate time as determined by the officers of the Company, upon the advice of counsel, the Company will be dissolved and unwound under the laws of the State of Maryland and de-registered as an investment company under the 1940 Act. 3. Valuation Time. The "Valuation Time" shall be the time as of which the net asset value of each class of shares of the Acquired Funds and the Acquiring Funds is determined pursuant to their respective valuation procedures on the Closing Date or such earlier or later time as may be mutually agreed to in writing by the parties hereto. 4. Certain Representations, Warranties and Agreements of the Company on behalf of the Acquired Funds. The Company, for itself and, where appropriate, on behalf of each Acquired Fund, represents and warrants to, and agrees with, Funds Trust, on behalf of each Acquiring Fund as follows, with such representations, warranties and agreements made on behalf of the Acquired Funds on a several (and not joint, or joint and several) basis: (a) The Company is a corporation, duly incorporated, validly existing and in good standing under the laws of the State of Maryland. The Company is registered with the SEC as an open-end management investment company under the 1940 Act, and such registration is in full force and effect. (b) The Company has the power to own all of its properties and assets and to consummate the transactions contemplated herein, and has all necessary federal, state and local authorizations to carry on its business as now being conducted and to consummate the transactions contemplated by this Agreement. (c) This Agreement has been duly authorized by the Board of Directors of the Company on behalf of each Acquired Fund, and has been executed and delivered by duly authorized officers of the Company, and represents a valid and binding contract, enforceable in accordance with its terms, subject as to enforcement to bankruptcy, insolvency, reorganization, arrangement, moratorium, and other similar laws of general applicability relating to or affecting creditors' rights and to general equity principles. The execution and delivery of this Agreement does not, and, subject to the approval of shareholders referred to in Section 7, the consummation of the transactions contemplated by this Agreement will not, violate the Articles of Incorporation or the By-Laws of the Company, or any material agreement or arrangement to which the Company is a party or by which it is bound. (d) Each Acquired Fund has elected to qualify and has qualified as a regulated investment company under Part I of Subchapter M of Subtitle A, Chapter 1, of the Code, as of and since its first taxable year; each has been a regulated investment company under such Part of the Code at all times since the end of its first taxable year when it so qualified; and each qualifies and shall continue to qualify as a regulated investment company for its taxable year ending upon its liquidation. (e) The Company has valued, and will continue to value, the portfolio securities and other assets of the Acquired Funds in accordance with applicable legal requirements. 3 (f) The combined proxy statement/prospectus and form of proxy included within Funds Trust's registration statement on Form N-14 (the "N-14 Registration Statement") and the proxy statement and form of proxy included within the Company's Schedule 14A (the "Proxy Statement"), from their respective effective dates with the SEC through the time of the shareholder meeting(s) referred to in Section 7 and the Effective Time of the Reorganization, insofar as they relate to the Company, or the Acquired Funds (i) shall comply in all material respects with the provisions of the Securities Act of 1933, as amended (the "1933 Act"), the Securities Exchange Act of 1934, as amended (the "1934 Act") and the 1940 Act, the rules and regulations thereunder, and applicable state securities laws, and (ii) shall not contain any untrue statement of a material fact or omit to state a material fact required to be stated therein or necessary to make the statements made therein not misleading. (g) All of the issued and outstanding shares of the Company's Acquired Funds have been validly issued and are fully paid and non-assessable, and were offered for sale and sold in conformity with the registration requirements of all applicable federal and state securities laws. (h) The Company shall operate the business of the Acquired Funds in the ordinary course between the date hereof and the Effective Time of the Reorganization, except that the Company shall complete all measures in respect of the Acquired Funds prior to the Effective Time of the Reorganization to ensure that each Reorganization qualifies as a "reorganization" within the meaning of Section 368(a) of the Code, regardless of whether such measures are in the ordinary course. It is understood that such ordinary course of business will include the declaration and payment of customary dividends and distributions and any other dividends and distributions deemed advisable in anticipation of the Reorganizations. Notwithstanding anything herein to the contrary, the Company shall take all appropriate action necessary in order for the Company to receive the opinion provided for in Section 9(f). (i) At the Effective Time of the Reorganization, the Company's Acquired Funds will have good and marketable title to the Fund Assets and full right, power and authority to assign, deliver and otherwise transfer such assets. (j) At the Effective Time of the Reorganization, all federal and other tax returns and reports of the Acquired Funds required by law to have been filed by such time shall have been filed, and all federal and other taxes shall have been paid so far as due, or provision shall have been made for the payment thereof and, to the best knowledge of management of the Company, no such return or report shall be currently under audit and no assessment shall have been asserted with respect to such returns or reports. 5. Certain Representations, Warranties and Agreements of Funds Trust on behalf of the Acquiring Funds. Funds Trust, on behalf of itself and where appropriate, on behalf of each Acquiring Fund, represents and warrants to, and agrees with, the Company on behalf of each Acquired Fund as follows, with such representations, warranties and agreements made on behalf of the Acquiring Funds on a several (and not joint, or joint and several) basis: (a) Funds Trust is a statutory business trust duly formed, validly existing and in good standing under the laws of the State of Delaware and is registered with the SEC as an open-end management investment company under the 1940 Act and such registration is in full force and effect. (b) Funds Trust has the power to own all of its properties and assets and to consummate the transactions contemplated herein, and has all necessary federal, state and local authorizations to carry on its business as now being conducted and to consummate the transactions contemplated by this Agreement. 4 (c) This Agreement has been duly authorized by the Board of Trustees of Funds Trust on behalf of each Acquiring Fund, and executed and delivered by duly authorized officers of Funds Trust, and represents a valid and binding contract, enforceable in accordance with its terms, subject as to enforcement to bankruptcy, insolvency, reorganization, arrangement, moratorium and other similar laws of general applicability relating to or affecting creditors' rights and to general equity principles. The execution and delivery of this Agreement does not, and the consummation of the transactions contemplated by this Agreement will not, violate the Amended and Restated Declaration of Trust of Funds Trust or any material agreement or arrangement to which it is a party or by which it is bound. (d) Each Acquiring Fund has elected to qualify and has qualified as a regulated investment company under Part I of Subchapter M of Subtitle A, Chapter 1, of the Code, as of and since its first taxable year; each has been a regulated investment company under such Part of the Code at all times since the end of its first taxable year when it so qualified; and each qualifies and shall continue to qualify as a regulated investment company for its current taxable year. (e) Funds Trust has valued, and will continue to value, the portfolio securities and other assets of the Acquiring Funds in accordance with applicable legal requirements. (f) The N-14 Registration Statement and the Proxy Statement, from their respective effective dates with the SEC through the time of the shareholder meeting(s) referred to in Section 7 and at the Effective Time of the Reorganization, insofar as it relates to Funds Trust, or the Acquiring Funds (i) shall comply in all material respects with the provisions of the 1933 Act, the 1934 Act and the 1940 Act, the rules and regulations thereunder, and state securities laws, and (ii) shall not contain any untrue statement of a material fact or omit to state a material fact required to be stated therein or necessary to make the statements made therein not misleading. (g) The shares of the Acquiring Funds to be issued and delivered to the corresponding Acquired Funds for the account of the shareholders of each Acquired Fund, pursuant to the terms hereof, shall have been duly authorized as of the Effective Time of the Reorganization and, when so issued and delivered, shall be duly and validly issued, fully paid and non-assessable, and no shareholder of the Acquiring Funds shall have any preemptive right of subscription or purchase in respect thereto. (h) All of the issued and outstanding shares of the Acquiring Funds have been validly issued and are fully paid and non-assessable, and were offered for sale and sold in conformity with the registration requirements of all applicable federal and state securities laws. (i) Funds Trust shall operate the business of the Acquiring Funds in the ordinary course between the date hereof and the Effective Time of the Reorganization, it being understood that such ordinary course of business will include the declaration and payment of customary dividends and distributions and any other dividends and distributions deemed advisable in anticipation of the Reorganizations. Notwithstanding anything herein to the contrary, Funds Trust shall take all appropriate action necessary in order for Funds Trust to receive the opinion provided for in Section 10(d). (j) At the Effective Time of the Reorganization, all federal and other tax returns and reports of the Acquiring Funds required by law to have been filed by such time shall have been filed, and all federal and other taxes shall have been paid so far as due, or provision shall have been made for the payment thereof and, to the best knowledge of management of Funds Trust, no such return or report shall be currently under audit and no assessment shall have been asserted with respect to such returns or reports. 5 6. Regulatory Filings. Funds Trust has filed the N-14 Registration Statement with the SEC and the Company has filed the Proxy Statement with the SEC. 7. Shareholder Action. After the effective date of the N-14 Registration Statement and the Proxy Statement, the Company shall hold a meeting(s) of the shareholders of each Acquired Fund for the purpose of considering and voting upon: (a) approval of this Agreement and the Reorganization contemplated hereby; and (b) such other matters as may be determined by the Board of Directors of the Company. 8. Closing Date, Effective Time of the Reorganization. The "Closing Date" shall be May 10, 2002 for all Funds, except Nations Small Company Fund, which shall be May 17, 2002, or such earlier or later dates as may be mutually agreed in writing by the parties hereto. Delivery of the Fund Assets and each class of shares of the Acquiring Fund to be issued pursuant to Section 1 and the liquidation of the Acquired Funds pursuant to Section 2 shall occur on the day following the Closing Date, whether or not such day is a business day, or on such other date, and at such place and time, as may be mutually agreed in writing, by the parties hereto. The date and time at which such actions are taken are referred to herein as the "Effective Time of the Reorganization." To the extent any Fund Assets are, for any reason, not transferred at the Effective Time of the Reorganization, the Company shall cause such Fund Assets to be transferred in accordance with this Agreement at the earliest practicable date thereafter. 9. Conditions to Funds Trust's Obligations on Behalf of the Acquiring Funds. The obligations of Funds Trust hereunder shall be subject to the following conditions precedent: (a) This Agreement and the Reorganization shall have been approved by the Board of Directors of the Company and by a requisite vote of the shareholders of the Acquired Funds in the manner required by the Company's Articles of Incorporation, By-Laws, applicable law and this Agreement. (b) All representations and warranties of the Company made in this Agreement shall be true and correct in all material respects as if made at and as of the Valuation Time and the Effective Time of the Reorganization. (c) The Company shall have delivered to Funds Trust a statement of assets and liabilities of each Acquired Fund, showing the tax basis of such assets for federal income tax purposes by lot and the holding periods of such assets, as of the Valuation Time. (d) The Company shall have duly executed and delivered to Funds Trust such bills of sale, assignments, certificates and other instruments of transfer ("Transfer Documents") as Funds Trust may deem necessary or desirable to transfer all of the Acquired Funds' rights, title and interest in and to the Fund Assets. (e) The Company shall have delivered a certificate executed in its name executed by an appropriate officer, in a form reasonably satisfactory to Funds Trust and dated as of the Closing Date, to the effect that the representations and warranties of the Company on behalf of each Acquired Fund made in this Agreement are true and correct at and as of the Valuation Time and that, to the best of its knowledge, the Fund Assets include only assets which the corresponding Acquiring Fund may properly acquire under its investment objectives, policies and limitations and may otherwise be lawfully acquired by such Acquiring Fund. 6 (f) Funds Trust shall have received an opinion of Morrison & Foerster LLP, upon which each Acquiring Fund and its shareholders may rely, based upon representations made in certificates provided by the Company, and/or its affiliates and/or principal shareholders of the Acquired Funds to Morrison & Foerster LLP, addressed to Funds Trust in a form reasonably satisfactory to it, and dated as of the Closing Date, substantially to the effect that, for federal income tax purposes, each Reorganization will qualify as a "reorganization" within the meaning of Section 368(a) of the Code, and each Acquired Fund and each Acquiring Fund will each be a "party to a reorganization," within the meaning of Section 368(b) of the Code, with respect to each Reorganization. (g) The N-14 Registration Statement and the Proxy Statement shall have become effective and no stop order suspending the effectiveness shall have been instituted, or to the knowledge of the Company, contemplated by the SEC. (h) No action, suit or other proceeding shall be threatened or pending before any court or governmental agency in which it is sought to restrain or prohibit, or obtain damages or other relief in connection with, this Agreement or the transactions contemplated herein. (i) The SEC shall not have issued any unfavorable advisory report under Section 25(b) of the 1940 Act nor instituted any proceeding seeking to enjoin consummation of the transactions contemplated by this Agreement under Section 25(c) of the 1940 Act. (j) The Company on behalf of each Acquired Fund shall have performed and complied in all material respects with each of its agreements and covenants required by this Agreement to be performed or complied with by it prior to or at the Valuation Time and the Effective Time of the Reorganization. (k) The Company shall have received a duly executed instrument whereby each Acquiring Fund assumes all of the liabilities of the Company's corresponding Acquired Fund. (l) Except to the extent prohibited by Rule 19b-1 under the 1940 Act, prior to the Valuation Time, each Acquired Fund shall have declared a dividend or dividends, with a record date and ex-dividend date prior to the Valuation Time, which, together with all previous dividends, shall have the effect of distributing to its shareholders all of its previously undistributed (i) "investment company taxable income" within the meaning of Section 852(b) of the Code (determined without regarding Section 852(b)(2)(D) of the Code), (ii) excess of (A) the amount specified in Section 852(a)(1)(B)(i) of the Code over (B) the amount specified in Section 852(a)(1)(B)(ii) of the Code, and (iii) "net capital gain" (within the meaning of Section 1222(11) of the Code), if any, realized in taxable periods or years ending on or before Effective Time. 10. Conditions to the Company's Obligations on behalf of the Acquired Funds. The obligations of the Company hereunder shall be subject to the following conditions precedent: (a) This Agreement and the Reorganization shall have been approved by the Board of Trustees of Funds Trust on behalf of each Acquiring Fund. (b) All representations and warranties of Funds Trust made in this Agreement shall be true and correct in all material respects as if made at and as of the Valuation Time and the Effective Time of the Reorganization. (c) Funds Trust shall have delivered a certificate executed in its name by an appropriate officer, in a form reasonably satisfactory to the Company and dated as of the Closing Date, to the effect that the representations and warranties of each Acquiring Fund made in this Agreement are true and correct at and as of the Valuation Time. 7 (d) The Company shall have received an opinion of Morrison & Foerster LLP, upon which each Acquired Fund and its shareholders may rely, based upon representations made in certificates provided by Funds Trust, and/or its affiliates and/or principal shareholders of the Acquiring Funds to Morrison & Foerster LLP, addressed to the Company in a form reasonably satisfactory to it, and dated as of the Closing Date, substantially to the effect that, for federal income tax purposes, the Reorganization will qualify as a "reorganization" within the meaning of Section 368(a) of the Code, and the Acquired Funds and the Acquiring Funds will each be a "party to a reorganization," within the meaning of Section 368(b) of the Code, with respect to each Reorganization. (e) The N-14 Registration Statement and the Proxy Statement shall have become effective and no stop order suspending such effectiveness shall have been instituted or, to the knowledge of Funds Trust, contemplated by the SEC. (f) No action, suit or other proceeding shall be threatened or pending before any court or governmental agency in which it is sought to restrain or prohibit or obtain damages or other relief in connection with this Agreement or the transactions contemplated herein. (g) The SEC shall not have issued any unfavorable advisory report under Section 25(b) of the 1940 Act nor instituted any proceeding seeking to enjoin consummation of the transactions contemplated by this Agreement under Section 25(c) of the 1940 Act. (h) Funds Trust on behalf of each Acquiring Fund shall have performed and complied in all material respects with each of its agreements and covenants required by this Agreement to be performed or complied with by it prior to or at the Valuation Time and the Effective Time of the Reorganization. 11. Tax Matters (a) The Company and Funds Trust hereby represent and warrant and that each shall use its best efforts to cause the Reorganization to qualify, and will not (whether before or after consummation of the Reorganization) take any actions that could prevent the Reorganization from qualifying, as a "reorganization" under the provisions of Section 368 of the Code. (b) Except where otherwise required by law, the parties shall not take a position on any tax returns inconsistent with the treatment of the Reorganization for tax purposes as a "reorganization," within the meaning of Section 368(a) of the Code and each Acquiring Fund and each Acquired Fund will comply with the record keeping and information filing requirements of Section 1.368-3 of the Treasury Regulation in accordance therewith. 12. Survival of Representations and Warranties. The representations and warranties of Funds Trust on behalf of each Acquiring Fund and the Company on behalf of each Acquired Fund set forth in this Agreement shall survive the delivery of the Fund Assets to such Acquiring Fund and the issuance of the shares of each Acquiring Fund at the Effective Time of the Reorganization to the corresponding Acquired Fund shareholders. 13. Termination of Agreement. This Agreement may be terminated by a party at or, in the case of Subsection 13(c), below, at any time prior to, the Effective Time of the Reorganization by a vote of a majority of its Board members as provided below: (a) By Funds Trust on behalf of its Acquiring Funds if the conditions set forth in Section 9 are not satisfied as specified in said Section; 8 (b) By the Company on behalf of its Acquired Funds if the conditions set forth in Section 10 are not satisfied as specified in said Section; (c) By mutual written consent of Funds Trust and the Company. 14. Governing Law. This Agreement and the transactions contemplated hereby shall be governed, construed and enforced in accordance with the laws of the State of Delaware, except to the extent preempted by federal law. 15. Brokerage Fees and Expenses. (a) Funds Trust represents and warrants that there are no brokers or finders entitled to receive any payments in connection with the transactions provided for herein. (b) The Acquiring Funds will be responsible for the expenses related to entering into and carrying out the provisions of this Agreement, whether or not the transactions contemplated hereby are consummated. To the extent that such expenses exceed contractual total operating expense ratio caps in place for any such Acquiring Fund, Banc of America Advisors, LLC or any of its affiliates will bear such excess expenses. 16. Amendments. This Agreement may be amended, modified or supplemented in such manner as may be mutually agreed upon in writing by the authorized officers of the Company, acting on behalf of the Acquired Funds or Funds Trust, acting on behalf of the Acquiring Funds; provided, however, that following the meeting of the shareholders of an Acquired Fund, no such amendment may have the effect of changing the provisions for determining the number of shares of the Acquiring Funds to be issued to the Transferor Record Holders under this Agreement to the detriment of such Transferor Record Holders, or otherwise materially and adversely affecting an Acquired Fund, without such Acquired Fund obtaining its shareholders' further approval: (a) At any time prior to or (to the fullest extent permitted by law) after approval of this Agreement by the shareholders of an Acquired Fund, the Company on behalf of an Acquired Fund, may waive any breach by Funds Trust, on behalf of an Acquiring Fund, or the failure to satisfy any of the conditions to its obligations (such waiver to be in writing and signed by an officer of such registered investment companies); (b) At any time prior to or (to the fullest extent permitted by law) after approval of this Agreement by the shareholders of an Acquired Fund, Funds Trust, on behalf of an Acquiring Fund, may waive any breach by the Company on behalf of an Acquired Fund, or the failure to satisfy any of the conditions to either of their obligations (such waiver to be in writing and signed by an officer of such registered investment companies). 17. Miscellaneous. The Reorganization of an Acquired Fund into a corresponding Acquiring Fund (including the representations and warranties and conditions precedent made or required to occur in connection therewith) shall not be conditioned on any other Reorganization contemplated either under this Agreement or any other agreement and plan of reorganization. 9 IN WITNESS WHEREOF, the parties hereto have caused this Agreement to be executed by their duly authorized officers designated below as of the date first written above. NATIONS FUND, INC. On behalf of the Acquired Funds identified on Schedule A By: /s/ Richard H. Blank, Jr. ------------------------- Richard H. Blank, Jr. Secretary and Treasurer NATIONS FUNDS TRUST On behalf of the Acquiring Funds identified on Schedule A By: /s/ Richard H. Blank, Jr. ------------------------- Richard H. Blank, Jr. Secretary and Treasurer 10 SCHEDULE A
SHAREHOLDERS OWNING SHARES OF THE FOLLOWING WOULD RECEIVE SHARES OF THE FOLLOWING ACQUIRED FUND ANDCLASSES OF THE COMPANY: ACQUIRING FUND AND CLASSES OF FUNDS TRUST: Nations Prime Fund Nations Cash Reserves Primary A Shares (will reorganize into Trust Class) Capital Class Shares Primary B Shares (will reorganize into Investor Class) Liquidity Class Shares Investor A Shares (will reorganize into Investor A) Adviser Class Shares Investor B Shares (will reorganize into Investor Class) Investor A Shares Investor C Shares (will reorganize into Investor Class) Market Class Shares Daily Shares (will reorganize into Daily Class) Daily Class Shares Marsico Shares (will reorganize into Marsico Shares) Service Class Shares Investor Class Shares Trust Class Shares Institutional Class Shares Investor B Shares Investor C Shares Marsico Shares NationsTreasury Fund -> Nations Treasury Reserves Primary A Shares (will reorganize into Trust Class) Capital Class Shares Primary B Shares (will reorganize into Investor Class) Liquidity Class Shares Investor A Shares (will reorganize into Investor A) Adviser Class Shares Investor B Shares (will reorganize into Investor Class) Investor A Shares Investor C Shares (will reorganize into Investor Class) Market Class Shares Daily Shares (will reorganize into Daily Class) Daily Class Shares Service Class Shares Investor Class Shares Trust Class Shares Institutional Class Shares Investor B Shares Investor C Shares Nations Equity Income Fund -> Nations Convertible Securities Fund Primary A Shares Primary A Shares Investor A Shares Investor A Shares Investor B Shares Investor B Shares Investor C Shares Investor C Shares Nations Small Company Fund -> Nations Small Company Fund Primary A Shares Primary A Shares Investor A Shares Investor A Shares Investor B Shares Investor B Shares Investor C Shares Investor C Shares
11 EX-99.77C VOTES 4 g79575ex77c2.txt AMEND TO AGREEMENT & PLAN OF REORGANIZATION/FUND INC. AMENDMENT TO AGREEMENT AND PLAN OF REORGANIZATION This Amendment is made April 10, 2002 to the Agreement and Plan of Reorganization (the "Agreement") dated January 1, 2002 by and between Nations Fund, Inc. (the "Company"), a Maryland corporation, for itself and on behalf of its Nations Prime Fund, Nations Treasury Fund, Nations Equity Income Fund and Nations Small Company Fund, and Nations Funds Trust ("Funds Trust"), a Delaware statutory business trust, for itself and on behalf of its Nations Cash Reserves, Nations Treasury Reserves, Nations Convertible Securities Fund and Nations Small Company Fund. WHEREAS, terms used herein shall have the meaning ascribed to them in the Agreement unless otherwise defined; WHEREAS, the Board of Directors of the Company and the Board of Trustees of Funds Trust approved the Agreement and the Reorganizations contemplated thereby as in the best interest of Acquired Fund shareholders, including that Acquired Fund shareholders would bear the expenses related to entering into and carrying out the provisions of the Agreement, provided that if such expenses exceed contractual total operating expense ratio caps in place for any such Acquired Fund, Banc of America Advisors, LLC or any of its affiliates will bear such excess expenses; WHEREAS, such expense-bearing arrangements were fully disclosed to Acquired Fund shareholders in the proxy materials that solicited shareholders with regard to approval of the Reorganizations; and WHEREAS, the Reorganization of each Acquired Fund was approved by shareholders at Special Meetings held on March 27, 2002. NOW THEREFORE, pursuant to Section 16 of the Agreement, the parties hereby amend the Agreement to effect a technical correction by substituting Section 15(b) with the following amended Section 15(b): 15. Brokerage Fees and Expenses. (b) The Acquired Funds will be responsible for the expenses related to entering into and carrying out the provisions of this Agreement, whether or not the transactions contemplated hereby are consummated. To the extent that such expenses exceed contractual total operating expense ratio caps in place for any such Acquired Fund, Banc of America Advisors, LLC or any of its affiliates will bear such excess expenses. 1 IN WITNESS WHEREOF, the parties hereto have caused this Amendment to be executed by their duly authorized officers designated below as of the date first written above. NATIONS FUND, INC. On behalf of the Acquired Funds By: /s/ Richard H. Blank, Jr. ------------------------- Richard H. Blank, Jr. Secretary and Treasurer NATIONS FUNDS TRUST On behalf of the Acquiring Funds By: /s/ Richard H. Blank, Jr. ------------------------- Richard H. Blank, Jr. Secretary and Treasurer 2 EX-99.77C VOTES 5 g79575ex77c3.txt AGREEMENT & PLAN OF REORGANIZATION/FUND TRUST AGREEMENT AND PLAN OF REORGANIZATION This AGREEMENT AND PLAN OF REORGANIZATION ("Agreement") is made as of this January 1, 2002 by and between Nations Fund Trust (the "Trust"), a Massachusetts business trust, for itself and on behalf of its Nations Georgia Intermediate Municipal Bond Fund, Nations Georgia Municipal Bond Fund, Nations Maryland Intermediate Municipal Bond Fund, Nations Maryland Municipal Bond Fund, Nations North Carolina Intermediate Municipal Bond Fund, Nations North Carolina Municipal Bond Fund, Nations South Carolina Intermediate Municipal Bond Fund, Nations South Carolina Municipal Bond Fund, Nations Tennessee Intermediate Municipal Bond Fund, Nations Tennessee Municipal Bond Fund, Nations Texas Intermediate Municipal Bond Fund, Nations Texas Municipal Bond Fund, Nations Virginia Intermediate Municipal Bond Fund, Nations Virginia Municipal Bond Fund, Nations Capital Growth Fund, Nations Aggressive Growth Fund, Nations Strategic Growth Fund, Nations Government Money Market Fund, Nations Tax Exempt Fund, Nations Value Fund, Nations MidCap Growth Fund, Nations LargeCap Index Fund, Nations Managed Index Fund, Nations SmallCap Index Fund, Nations Short-Intermediate Government Fund, Nations Municipal Income Fund, Nations Short-Term Municipal Income Fund, Nations Intermediate Municipal Bond Fund, Nations Short-Term Income Fund, Nations Strategic Income Fund, Nations Bond Fund, Nations Florida Intermediate Municipal Bond Fund and Nations Florida Municipal Bond Fund, and Nations Funds Trust ("Funds Trust"), a Delaware statutory business trust, for itself and on behalf of its Nations Georgia Intermediate Municipal Bond Fund, Nations Maryland Intermediate Municipal Bond Fund, Nations North Carolina Intermediate Municipal Bond Fund, Nations South Carolina Intermediate Municipal Bond Fund, Nations Tennessee Intermediate Municipal Bond Fund, Nations Texas Intermediate Municipal Bond Fund, Nations Virginia Intermediate Municipal Bond Fund, Nations Capital Growth Fund, Nations Strategic Growth Fund, Nations Government Reserves, Nations Tax-Exempt Reserves, Nations Value Fund, Nations MidCap Growth Fund, Nations LargeCap Index Fund, Nations Managed Index Fund, Nations SmallCap Index Fund, Nations Short-Intermediate Government Fund, Nations Municipal Income Fund, Nations Short-Term Municipal Income Fund, Nations Intermediate Municipal Bond Fund, Nations Short-Term Income Fund, Nations Strategic Income Fund, Nations Bond Fund, Nations Florida Intermediate Municipal Bond Fund and Nations Florida Municipal Bond Fund. WHEREAS, the Trust and Funds Trust are open-end management investment companies registered with the Securities and Exchange Commission (the "SEC") under the Investment Company Act of 1940, as amended (the "1940 Act"); WHEREAS, the parties desire that the Fund Assets and Liabilities (as defined below) of the Trust's Nations Georgia Intermediate Municipal Bond Fund, Nations Georgia Municipal Bond Fund, Nations Maryland Intermediate Municipal Bond Fund, Nations Maryland Municipal Bond Fund, Nations North Carolina Intermediate Municipal Bond Fund, Nations North Carolina Municipal Bond Fund, Nations South Carolina Intermediate Municipal Bond Fund, Nations South Carolina Municipal Bond Fund, Nations Tennessee Intermediate Municipal Bond Fund, Nations Tennessee Municipal Bond Fund, Nations Texas Intermediate Municipal Bond Fund, Nations Texas Municipal Bond Fund, Nations Virginia Intermediate Municipal Bond Fund, Nations Virginia Municipal Bond Fund, Nations Capital Growth Fund, Nations Aggressive Growth Fund, Nations Strategic Growth Fund, Nations Government Money Market Fund, Nations Tax Exempt Fund, Nations Value Fund, Nations MidCap Growth Fund, Nations LargeCap Index Fund, Nations Managed Index Fund, Nations SmallCap Index Fund, Nations Short-Intermediate Government Fund, Nations Municipal Income Fund, Nations Short-Term Municipal Income Fund, Nations Intermediate Municipal Bond Fund, Nations Short-Term Income Fund, Nations Strategic Income Fund, Nations Bond Fund, Nations Florida Intermediate Municipal Bond Fund and Nations Florida Municipal Bond Fund (each an "Acquired Fund" and collectively the "Acquired Funds") be conveyed to and, acquired and assumed, respectively, by Funds Trust's Nations Georgia Intermediate Municipal Bond Fund, Nations Maryland Intermediate Municipal Bond Fund, Nations North Carolina Intermediate Municipal Bond Fund, Nations South Carolina Intermediate Municipal Bond Fund, Nations Tennessee Intermediate Municipal Bond Fund, Nations Texas Intermediate Municipal Bond Fund, Nations Virginia Intermediate Municipal Bond Fund, Nations Capital Growth Fund, Nations Strategic Growth Fund, Nations Government Reserves, Nations Tax-Exempt Reserves, Nations Value Fund, Nations MidCap Growth Fund, Nations LargeCap Index Fund, Nations Managed Index Fund, Nations SmallCap Index Fund, Nations Short-Intermediate Government Fund, Nations Municipal Income Fund, Nations Short-Term Municipal Income Fund, Nations 1 Intermediate Municipal Bond Fund, Nations Short-Term Income Fund, Nations Strategic Income Fund, Nations Bond Fund, Nations Florida Intermediate Municipal Bond Fund and Nations Florida Municipal Bond Fund (each an "Acquiring Fund" and collectively the "Acquiring Funds") in exchange for shares of equal U.S. dollar value of such Acquiring Fund which shall thereafter promptly be distributed to the shareholders of an Acquired Fund in connection with its liquidation as described in this Agreement and set forth in Schedule A attached hereto (each such acquisition and assumption of an Acquired Fund's Fund Assets and Liabilities by the corresponding Acquiring Fund a "Reorganization" and collectively the "Reorganizations"); and WHEREAS, the parties intend that each Reorganization qualify as a "reorganization," within the meaning of Section 368(a) of the Internal Revenue Code of 1986, as amended (the "Code"), and that each Acquiring Fund and corresponding Acquired Fund will each be a "party to a reorganization," within the meaning of Section 368(b) of the Code, with respect to each respective Reorganization. NOW, THEREFORE, in accordance with the terms and conditions described herein, the Acquired Funds and Acquiring Funds shall be consolidated as follows: 1. Conveyance of Fund Assets and Liabilities of the Acquired Funds. (a) Except as provided below, at the Effective Time of the Reorganization (as defined in Section 8) all assets of every kind, and all interests, rights, privileges and powers of the Acquired Funds (the "Fund Assets"), subject to all liabilities of the Acquired Funds existing as of the Effective Time of the Reorganization (the "Liabilities"), shall be transferred by each Acquired Fund to each corresponding Acquiring Fund and shall be accepted and assumed by such Acquiring Fund, as more particularly set forth in this Agreement, such that at and after the Effective Time of the Reorganization: (i) all Fund Assets of each Acquired Fund shall become the assets of the corresponding Acquiring Fund; and (ii) all Liabilities of each Acquired Fund shall attach to the corresponding Acquiring Fund, enforceable against each Acquiring Fund to the same extent as if originally incurred by such Acquiring Fund. (b) It is understood and agreed that the Fund Assets shall include all property and assets of any nature whatsoever, including, without limitation, all cash, cash equivalents, securities, claims (whether absolute or contingent, known or unknown, accrued or unaccrued) and receivables (including dividend and interest receivables) owned or exercisable by an Acquired Fund, and any deferred or prepaid expenses shown as an asset on such Acquired Fund's books, that the Liabilities of an Acquired Fund shall include all liabilities, whether known or unknown, accrued or unaccrued, absolute or contingent, in all cases, existing at the Effective Time of the Reorganization. (c) At least fifteen (15) business days prior to the Closing Date (as defined in Section 8), each Acquired Fund will provide to, or cause to be provided to, each corresponding Acquiring Fund, a schedule of its securities, other assets and its known liabilities. It is understood and agreed that such Acquired Fund may sell any of the securities or other assets shown on such schedule prior to the Effective Time of the Reorganization but will not, without the prior approval of each corresponding Acquiring Fund, acquire any additional securities other than securities that such Acquiring Fund is permitted to purchase in accordance with its stated investment objective and policies. At least ten (10) business days prior to the Closing Date, each Acquiring Fund will advise each corresponding Acquired Fund of any investments of such Acquired Fund shown on such schedule that such Acquiring Fund would not be permitted to hold, pursuant to its stated investment objective and policies or otherwise. Each Acquired Fund, if requested by the corresponding Acquiring Fund, will dispose of any such securities prior to the Closing Date to the extent practicable and consistent with applicable legal requirements. In addition, if it is determined that the investment portfolios of an Acquired Fund and its corresponding Acquiring Fund, when aggregated, would contain investments exceeding 2 certain percentage limitations applicable to the Acquiring Fund, such Acquired Fund, if requested by the corresponding Acquiring Fund, will dispose of a sufficient amount of such investments as may be necessary to avoid violating such limitations as of the Effective Time of the Reorganization. (d) The Fund Assets shall be transferred and conveyed to the Acquiring Funds on the following basis: (1) In exchange for the transfer of the Fund Assets, each Acquiring Fund shall simultaneously issue to the corresponding Acquired Fund at the Effective Time of the Reorganization full and fractional shares of such Acquiring Fund, as set forth in Schedule A attached hereto, having an aggregate net asset value equal to the net value of the Fund Assets minus Liabilities so conveyed and assumed, all determined in accordance with this Agreement. In this regard, the number of full and fractional shares of the Acquiring Funds delivered to each Acquired Fund shall be determined by dividing the value of the Fund Assets minus Liabilities, computed in the manner and as of the time and date set forth in this Agreement, by the net asset value of one Acquiring Fund share of such designated class, computed in the manner and as of the time and date set forth in this Agreement. (2) The net asset value of shares to be delivered by each Acquiring Fund, and the net value of the Fund Assets minus Liabilities to be conveyed by each Acquired Fund and assumed by the Acquiring Funds, shall, in each case, be determined as of the Valuation Time as defined in Section 3. The net asset value of shares of the Acquiring Funds shall be computed in accordance with its then current valuation procedures. In determining the value of the Fund Assets, each security to be included in the Fund Assets shall be priced in accordance with each Acquiring Fund's then current valuation procedures. 2. Liquidation of Each Acquired Fund. At the Effective Time of the Reorganization, each Acquired Fund shall make a liquidating distribution to its shareholders as follows: Shareholders of record of an Acquired Fund shall be credited with full and fractional shares of the respective shares that are issued by the corresponding Acquiring Fund in connection with the Reorganization corresponding to the Acquired Fund shares that are held of record by the shareholder at the Effective Time of the Reorganization. Each such shareholder also shall have the right to receive any unpaid dividends or other distributions which were declared before the Effective Time of the Reorganization with respect to the Acquired Fund shares that are held of record by the shareholder at the Effective Time of the Reorganization, and Funds Trust shall record on its books the ownership of the respective Acquiring Fund shares by such shareholders (the "Transferor Record Holders"). All of the issued and outstanding shares of an Acquired Fund at the Effective Time of the Reorganization shall be redeemed and canceled on the books of the Trust at such time. As soon as reasonably possible after the Effective Time of the Reorganization, the Trust shall wind up the affairs of each Acquired Fund and shall file any final regulatory reports, including but not limited to any Form N-SAR and Rule 24f-2 filings, with respect to each Acquired Fund, and also shall take all other steps as are necessary and proper to effect the termination or declassification of the Acquired Funds in accordance with all applicable laws. Subject to the provisions of this Agreement at an appropriate time as determined by the officers of the Trust, upon the advice of counsel, the Trust will be dissolved and unwound under the laws of the Commonwealth of Massachusetts and de-registered as an investment company under the 1940 Act. 3. Valuation Time. The "Valuation Time" shall be the time as of which the net asset value of each class of shares of the Acquired Funds and the Acquiring Funds is determined pursuant to 3 their respective valuation procedures on the Closing Date or such earlier or later time as may be mutually agreed to in writing by the parties hereto. 4. Certain Representations, Warranties and Agreements of the Trust on behalf of the Acquired Funds. The Trust, for itself and, where appropriate, on behalf of each Acquired Fund, represents and warrants to, and agrees with, Funds Trust, on behalf of each Acquiring Fund as follows, with such representations, warranties and agreements made on behalf of the Acquired Funds on a several (and not joint, or joint and several) basis: (a) The Trust is a business trust, duly established, validly existing and in good standing under the laws of the Commonwealth of Massachusetts. The Trust is registered with the SEC as an open-end management investment company under the 1940 Act, and such registration is in full force and effect. (b) The Trust has the power to own all of its properties and assets and to consummate the transactions contemplated herein, and has all necessary federal, state and local authorizations to carry on its business as now being conducted and to consummate the transactions contemplated by this Agreement. (c) This Agreement has been duly authorized by the Board of Trustees of the Trust on behalf of each Acquired Fund, and has been executed and delivered by duly authorized officers of the Trust, and represents a valid and binding contract, enforceable in accordance with its terms, subject as to enforcement to bankruptcy, insolvency, reorganization, arrangement, moratorium, and other similar laws of general applicability relating to or affecting creditors' rights and to general equity principles. The execution and delivery of this Agreement does not, and, subject to the approval of shareholders referred to in Section 7, the consummation of the transactions contemplated by this Agreement will not, violate the Declaration of Trust or the Code of Regulations of the Trust, or any material agreement or arrangement to which the Trust is a party or by which it is bound. (d) Each Acquired Fund has elected to qualify and has qualified as a regulated investment company under Part I of Subchapter M of Subtitle A, Chapter 1, of the Code, as of and since its first taxable year; each has been a regulated investment company under such Part of the Code at all times since the end of its first taxable year when it so qualified; and each qualifies and shall continue to qualify as a regulated investment company for its taxable year ending upon its liquidation. (e) The Trust has valued, and will continue to value, the portfolio securities and other assets of the Acquired Funds in accordance with applicable legal requirements. (f) The combined proxy statement/prospectus and form of proxy included within Funds Trust's registration statement on Form N-14 (the "N-14 Registration Statement") and the proxy statement and form of proxy included within the Trust's Schedule 14A (the "Proxy Statement"), from their respective effective dates with the SEC through the time of the shareholder meeting(s) referred to in Section 7 and the Effective Time of the Reorganization, insofar as they relate to the Trust, or the Acquired Funds (i) shall comply in all material respects with the provisions of the Securities Act of 1933, as amended (the "1933 Act"), the Securities Exchange Act of 1934, as amended (the "1934 Act") and the 1940 Act, the rules and regulations thereunder, and applicable state securities laws, and (ii) shall not contain any untrue statement of a material fact or omit to state a material fact required to be stated therein or necessary to make the statements made therein not misleading. (g) All of the issued and outstanding shares of the Trust's Acquired Funds have been validly issued and are fully paid and non-assessable, and were offered for sale and sold in 4 conformity with the registration requirements of all applicable federal and state securities laws. (h) The Trust shall operate the business of the Acquired Funds in the ordinary course between the date hereof and the Effective Time of the Reorganization, except that the Trust shall complete all measures in respect of the Acquired Funds prior to the Effective Time of the Reorganization to ensure that each Reorganization qualifies as a "reorganization" within the meaning of Section 368(a) of the Code, regardless of whether such measures are in the ordinary course. It is understood that such ordinary course of business will include the declaration and payment of customary dividends and distributions and any other dividends and distributions deemed advisable in anticipation of the Reorganizations. Notwithstanding anything herein to the contrary, the Trust shall take all appropriate action necessary in order for the Trust to receive the opinion provided for in Section 9(f). (i) At the Effective Time of the Reorganization, the Trust's Acquired Funds will have good and marketable title to the Fund Assets and full right, power and authority to assign, deliver and otherwise transfer such assets. (j) At the Effective Time of the Reorganization, all federal and other tax returns and reports of the Acquired Funds required by law to have been filed by such time shall have been filed, and all federal and other taxes shall have been paid so far as due, or provision shall have been made for the payment thereof and, to the best knowledge of management of the Trust, no such return or report shall be currently under audit and no assessment shall have been asserted with respect to such returns or reports. 5. Certain Representations, Warranties and Agreements of Funds Trust on behalf of the Acquiring Funds. Funds Trust, on behalf of itself and where appropriate, on behalf of each Acquiring Fund, represents and warrants to, and agrees with, the Trust on behalf of each Acquired Fund as follows, with such representations, warranties and agreements made on behalf of the Acquiring Funds on a several (and not joint, or joint and several) basis: (a) Funds Trust is a statutory business trust duly formed, validly existing and in good standing under the laws of the State of Delaware and is registered with the SEC as an open-end management investment company under the 1940 Act and such registration is in full force and effect. (b) Funds Trust has the power to own all of its properties and assets and to consummate the transactions contemplated herein, and has all necessary federal, state and local authorizations to carry on its business as now being conducted and to consummate the transactions contemplated by this Agreement. (c) This Agreement has been duly authorized by the Board of Trustees of Funds Trust on behalf of each Acquiring Fund, and executed and delivered by duly authorized officers of Funds Trust, and represents a valid and binding contract, enforceable in accordance with its terms, subject as to enforcement to bankruptcy, insolvency, reorganization, arrangement, moratorium and other similar laws of general applicability relating to or affecting creditors' rights and to general equity principles. The execution and delivery of this Agreement does not, and the consummation of the transactions contemplated by this Agreement will not, violate the Amended and Restated Declaration of Trust of Funds Trust or any material agreement or arrangement to which it is a party or by which it is bound. (d) Each Acquiring Fund has elected to qualify and has qualified as a regulated investment company under Part I of Subchapter M of Subtitle A, Chapter 1, of the Code, as of and since its first taxable year; each has been a regulated investment company under such Part 5 of the Code at all times since the end of its first taxable year when it so qualified; and each qualifies and shall continue to qualify as a regulated investment company for its current taxable year. (e) Funds Trust has valued, and will continue to value, the portfolio securities and other assets of the Acquiring Funds in accordance with applicable legal requirements. (f) The N-14 Registration Statement and the Proxy Statement, from their respective effective dates with the SEC through the time of the shareholder meeting(s) referred to in Section 7 and at the Effective Time of the Reorganization, insofar as it relates to Funds Trust, or the Acquiring Fund (i) shall comply in all material respects with the provisions of the 1933 Act, the 1934 Act and the 1940 Act, the rules and regulations thereunder, and state securities laws, and (ii) shall not contain any untrue statement of a material fact or omit to state a material fact required to be stated therein or necessary to make the statements made therein not misleading. (g) The shares of the Acquiring Funds to be issued and delivered to the corresponding Acquired Funds for the account of the shareholders of each Acquired Fund, pursuant to the terms hereof, shall have been duly authorized as of the Effective Time of the Reorganization and, when so issued and delivered, shall be duly and validly issued, fully paid and non-assessable, and no shareholder of the Acquiring Funds shall have any preemptive right of subscription or purchase in respect thereto. (h) All of the issued and outstanding shares of the Acquiring Funds have been validly issued and are fully paid and non-assessable, and were offered for sale and sold in conformity with the registration requirements of all applicable federal and state securities laws. (i) Funds Trust shall operate the business of the Acquiring Funds in the ordinary course between the date hereof and the Effective Time of the Reorganization, it being understood that such ordinary course of business will include the declaration and payment of customary dividends and distributions and any other dividends and distributions deemed advisable in anticipation of the Reorganizations. Notwithstanding anything herein to the contrary, Funds Trust shall take all appropriate action necessary in order for Funds Trust to receive the opinion provided for in Section 10(d). (j) At the Effective Time of the Reorganization, all federal and other tax returns and reports of the Acquiring Funds required by law to have been filed by such time shall have been filed, and all federal and other taxes shall have been paid so far as due, or provision shall have been made for the payment thereof and, to the best knowledge of management of Funds Trust, no such return or report shall be currently under audit and no assessment shall have been asserted with respect to such returns or reports. 6. Regulatory Filings. Funds Trust has filed the N-14 Registration Statement with the SEC and the Trust has filed the Proxy Statement with the SEC. 7. Shareholder Action. After the effective date of the N-14 Registration Statement and the Proxy Statement, the Trust shall hold a meeting(s) of the shareholders of each Acquired Fund for the purpose of considering and voting upon: (a) approval of this Agreement and the Reorganization contemplated hereby; and (b) such other matters as may be determined by the Board of Trustees of the Trust. 8. Closing Date, Effective Time of the Reorganization. The "Closing Date" shall be May 10, 2002 for all Funds, except Nations Value Fund, which shall be May 17, 2002, or such earlier or later dates as may be mutually agreed in writing by the parties hereto. Delivery of the Fund 6 Assets and each class of shares of the Acquiring Fund to be issued pursuant to Section 1 and the liquidation of the Acquired Funds pursuant to Section 2 shall occur on the day following the Closing Date, whether or not such day is a business day, or on such other date, and at such place and time, as may be mutually agreed in writing, by the parties hereto. The date and time at which such actions are taken are referred to herein as the "Effective Time of the Reorganization." To the extent any Fund Assets are, for any reason, not transferred at the Effective Time of the Reorganization, the Trust shall cause such Fund Assets to be transferred in accordance with this Agreement at the earliest practicable date thereafter. 9. Conditions to Funds Trust's Obligations on Behalf of the Acquiring Funds. The obligations of Funds Trust hereunder shall be subject to the following conditions precedent: (a) This Agreement and the Reorganization shall have been approved by the Board of Trustees of the Trust and by a requisite vote of the shareholders of the Acquired Funds in the manner required by the Trust's Declaration of Trust, Code of Regulations, applicable law and this Agreement. (b) All representations and warranties of the Trust made in this Agreement shall be true and correct in all material respects as if made at and as of the Valuation Time and the Effective Time of the Reorganization. (c) The Trust shall have delivered to Funds Trust a statement of assets and liabilities of each Acquired Fund, showing the tax basis of such assets for federal income tax purposes by lot and the holding periods of such assets, as of the Valuation Time. (d) The Trust shall have duly executed and delivered to Funds Trust such bills of sale, assignments, certificates and other instruments of transfer ("Transfer Documents") as Funds Trust may deem necessary or desirable to transfer all of the Acquired Funds' rights, title and interest in and to the Fund Assets. (e) The Trust shall have delivered a certificate executed in its name executed by an appropriate officer, in a form reasonably satisfactory to Funds Trust and dated as of the Closing Date, to the effect that the representations and warranties of the Trust on behalf of each Acquired Fund made in this Agreement are true and correct at and as of the Valuation Time and that, to the best of its knowledge, the Fund Assets include only assets which the corresponding Acquiring Fund may properly acquire under its investment objectives, policies and limitations and may otherwise be lawfully acquired by such Acquiring Fund. (f) Funds Trust shall have received an opinion of Morrison & Foerster LLP, upon which each Acquiring Fund and its shareholders may rely, based upon representations made in certificates provided by the Trust, and/or its affiliates and/or principal shareholders of the Acquired Funds to Morrison & Foerster LLP, addressed to Funds Trust in a form reasonably satisfactory to it, and dated as of the Closing Date, substantially to the effect that, for federal income tax purposes, each Reorganization will qualify as a "reorganization" within the meaning of Section 368(a) of the Code, and each Acquired Fund and each Acquiring Fund will each be a "party to a reorganization," within the meaning of Section 368(b) of the Code, with respect to each Reorganization. (g) The N-14 Registration Statement and the Proxy Statement shall have become effective and no stop order suspending the effectiveness shall have been instituted, or to the knowledge of the Trust, contemplated by the SEC. (h) No action, suit or other proceeding shall be threatened or pending before any court or governmental agency in which it is sought to restrain or prohibit, or obtain damages or other relief in connection with, this Agreement or the transactions contemplated herein. 7 (i) The SEC shall not have issued any unfavorable advisory report under Section 25(b) of the 1940 Act nor instituted any proceeding seeking to enjoin consummation of the transactions contemplated by this Agreement under Section 25(c) of the 1940 Act. (j) The Trust on behalf of each Acquired Fund shall have performed and complied in all material respects with each of its agreements and covenants required by this Agreement to be performed or complied with by it prior to or at the Valuation Time and the Effective Time of the Reorganization. (k) The Trust shall have received a duly executed instrument whereby each Acquiring Fund assumes all of the liabilities of the Trust's corresponding Acquired Fund. (l) Except to the extent prohibited by Rule 19b-1 under the 1940 Act, prior to the Valuation Time, each Acquired Fund shall have declared a dividend or dividends, with a record date and ex-dividend date prior to the Valuation Time, which, together with all previous dividends, shall have the effect of distributing to its shareholders all of its previously undistributed (i) "investment company taxable income" within the meaning of Section 852(b) of the Code (determined without regarding Section 852(b)(2)(D) of the Code), (ii) excess of (A) the amount specified in Section 852(a)(1)(B)(i) of the Code over (B) the amount specified in Section 852(a)(1)(B)(ii) of the Code, and (iii) "net capital gain" (within the meaning of Section 1222(11) of the Code), if any, realized in taxable periods or years ending on or before Effective Time. 10. Conditions to the Trust's Obligations on behalf of the Acquired Funds. The obligations of the Trust hereunder shall be subject to the following conditions precedent: (a) This Agreement and the Reorganization shall have been approved by the Board of Trustees of Funds Trust on behalf of each Acquiring Fund. (b) All representations and warranties of Funds Trust made in this Agreement shall be true and correct in all material respects as if made at and as of the Valuation Time and the Effective Time of the Reorganization. (c) Funds Trust shall have delivered a certificate executed in its name by an appropriate officer, in a form reasonably satisfactory to the Trust and dated as of the Closing Date, to the effect that the representations and warranties of each Acquiring Fund made in this Agreement are true and correct at and as of the Valuation Time. (d) The Trust shall have received an opinion of Morrison & Foerster LLP, upon which each Acquired Fund and its shareholders may rely, based upon representations made in certificates provided by Funds Trust, and/or its affiliates and/or principal shareholders of the Acquiring Funds to Morrison & Foerster LLP, addressed to the Trust in a form reasonably satisfactory to it, and dated as of the Closing Date, substantially to the effect that, for federal income tax purposes, the Reorganization will qualify as a "reorganization" within the meaning of Section 368(a) of the Code, and the Acquired Funds and the Acquiring Funds will each be a "party to a reorganization," within the meaning of Section 368(b) of the Code, with respect to each Reorganization. (e) The N-14 Registration Statement and the Proxy Statement shall have become effective and no stop order suspending such effectiveness shall have been instituted or, to the knowledge of Funds Trust, contemplated by the SEC. (f) No action, suit or other proceeding shall be threatened or pending before any court or governmental agency in which it is sought to restrain or prohibit or obtain damages or other relief in connection with this Agreement or the transactions contemplated herein. 8 (g) The SEC shall not have issued any unfavorable advisory report under Section 25(b) of the 1940 Act nor instituted any proceeding seeking to enjoin consummation of the transactions contemplated by this Agreement under Section 25(c) of the 1940 Act. (h) Funds Trust on behalf of each Acquiring Fund shall have performed and complied in all material respects with each of its agreements and covenants required by this Agreement to be performed or complied with by it prior to or at the Valuation Time and the Effective Time of the Reorganization. 11. Tax Matters (a) The Trust and Funds Trust hereby represent and warrant and that each shall use its best efforts to cause the Reorganization to qualify, and will not (whether before or after consummation of the Reorganization) take any actions that could prevent the Reorganization from qualifying, as a "reorganization" under the provisions of Section 368 of the Code. (b) Except where otherwise required by law, the parties shall not take a position on any tax returns inconsistent with the treatment of the Reorganization for tax purposes as a "reorganization," within the meaning of Section 368(a) of the Code and each Acquiring Fund and each Acquired Fund will comply with the record keeping and information filing requirements of Section 1.368-3 of the Treasury Regulation in accordance therewith. 12. Survival of Representations and Warranties. The representations and warranties of Funds Trust on behalf of each Acquiring Fund and the Trust on behalf of each Acquired Fund set forth in this Agreement shall survive the delivery of the Fund Assets to such Acquiring Fund and the issuance of the shares of each Acquiring Fund at the Effective Time of the Reorganization to the corresponding Acquired Fund shareholders. 13. Termination of Agreement. This Agreement may be terminated by a party at or, in the case of Subsection 13(c), below, at any time prior to, the Effective Time of the Reorganization by a vote of a majority of its Board members as provided below: (a) By Funds Trust on behalf of its Acquiring Funds if the conditions set forth in Section 9 are not satisfied as specified in said Section; (b) By the Trust on behalf of its Acquired Funds if the conditions set forth in Section 10 are not satisfied as specified in said Section; (c) By mutual written consent of Funds Trust and the Trust. 14. Governing Law. This Agreement and the transactions contemplated hereby shall be governed, construed and enforced in accordance with the laws of the State of Delaware, except to the extent preempted by federal law. 15. Brokerage Fees and Expenses. (a) Funds Trust represents and warrants that there are no brokers or finders entitled to receive any payments in connection with the transactions provided for herein. (b) The Acquiring Funds will be responsible for the expenses related to entering into and carrying out the provisions of this Agreement, whether or not the transactions contemplated hereby are consummated. To the extent that such expenses exceed 9 contractual total operating expense ratio caps in place for any such Acquiring Fund, Banc of America Advisors, LLC or any of its affiliates will bear such excess expenses. 16. Amendments. This Agreement may be amended, modified or supplemented in such manner as may be mutually agreed upon in writing by the authorized officers of the Trust, acting on behalf of the Acquired Funds or Funds Trust, acting on behalf of the Acquiring Funds; provided, however, that following the meeting of the shareholders of an Acquired Fund, no such amendment may have the effect of changing the provisions for determining the number of shares of the Acquiring Funds to be issued to the Transferor Record Holders under this Agreement to the detriment of such Transferor Record Holders, or otherwise materially and adversely affecting an Acquired Fund, without such Acquired Fund obtaining its shareholders' further approval: (a) At any time prior to or (to the fullest extent permitted by law) after approval of this Agreement by the shareholders of an Acquired Fund, the Trust on behalf of an Acquired Fund, may waive any breach by Funds Trust, on behalf of an Acquiring Fund, or the failure to satisfy any of the conditions to its obligations (such waiver to be in writing and signed by an officer of such registered investment companies); (b) At any time prior to or (to the fullest extent permitted by law) after approval of this Agreement by the shareholders of an Acquired Fund, Funds Trust, on behalf of an Acquiring Fund, may waive any breach by the Trust on behalf of an Acquired Fund, or the failure to satisfy any of the conditions to either of their obligations (such waiver to be in writing and signed by an officer of such registered investment companies). 17. Miscellaneous. The Reorganization of an Acquired Fund into a corresponding Acquiring Fund (including the representations and warranties and conditions precedent made or required to occur in connection therewith) shall not be conditioned on any other Reorganization contemplated either under this Agreement or any other agreement and plan of reorganization. 10 IN WITNESS WHEREOF, the parties hereto have caused this Agreement to be executed by their duly authorized officers designated below as of the date first written above. NATIONS FUND TRUST On behalf of the Acquired Funds identified on Schedule A By: /s/ Richard H. Blank, Jr. ------------------------- Richard H. Blank, Jr. Secretary and Treasurer NATIONS FUNDS TRUST On behalf of the Acquiring Funds identified on Schedule A By: /s/ Richard H. Blank, Jr. ------------------------- Richard H. Blank, Jr. Secretary and Treasurer 11 SCHEDULE A
SHAREHOLDERS OWNING SHARES OF THE FOLLOWING WOULD RECEIVE SHARES OF THE FOLLOWING ACQUIRED FUND AND CLASSES OF THE TRUST: ACQUIRING FUND AND CLASSES OF FUNDS TRUST: Nations Georgia Intermediate Municipal Bond Fund -> Nations Georgia Intermediate Municipal Bond Fund Primary A Shares Primary A Shares Investor A Shares Investor A Shares Investor B Shares Investor B Shares Investor C Shares Investor C Shares Nations Georgia Municipal Bond Fund Primary A Shares Investor A Shares Investor B Shares Investor C Shares Nations Maryland Intermediate Municipal Bond Fund -> Nations Maryland Intermediate Municipal Bond Fund Primary A Shares Primary A Shares Investor A Shares Investor A Shares Investor B Shares Investor B Shares Investor C Shares Investor C Shares Nations Maryland Municipal Bond Fund Primary A Shares Investor A Shares Investor B Shares Investor C Shares Nations North Carolina Intermediate Municipal Bond Fund Nations North Carolina Intermediate Municipal Bond Fund Primary A Shares Primary A Shares Investor A Shares Investor A Shares Investor B Shares Investor B Shares Investor C Shares Investor C Shares Nations North Carolina Municipal Bond Fund Primary A Shares Investor A Shares Investor B Shares Investor C Shares Nations South Carolina Intermediate Municipal Bond Fund Nations South Carolina Intermediate Municipal Bond Fund Primary A Shares Primary A Shares Investor A Shares Investor A Shares Investor B Shares Investor B Shares Investor C Shares Investor C Shares Nations South Carolina Municipal Bond Fund Primary A Shares Investor A Shares Investor B Shares Investor C Shares
12
SHAREHOLDERS OWNING SHARES OF THE FOLLOWING WOULD RECEIVE SHARES OF THE FOLLOWING ACQUIRED FUND AND CLASSES OF THE TRUST: ACQUIRING FUND AND CLASSES OF FUNDS TRUST: Nations Tennessee Intermediate Municipal Bond Fund -> Nations Tennessee Intermediate Municipal Bond Fund Primary A Shares Primary A Shares Investor A Shares Investor A Shares Investor B Shares Investor B Shares Investor C Shares Investor C Shares Nations Tennessee Municipal Bond Fund Primary A Shares Investor A Shares Investor B Shares Investor C Shares Nations Texas Intermediate Municipal Bond Fund Nations Texas Intermediate Municipal Bond Fund Primary A Shares Primary A Shares Investor A Shares Investor A Shares Investor B Shares Investor B Shares Investor C Shares Investor C Shares Nations Texas Municipal Bond Fund Primary A Shares Investor A Shares Investor B Shares Investor C Shares Nations Virginia Intermediate Municipal Bond Fund Nations Virginia Intermediate Municipal Bond Fund Primary A Shares Primary A Shares Investor A Shares Investor A Shares Investor B Shares Investor B Shares Investor C Shares Investor C Shares Nations Virginia Municipal Bond Fund Primary A Shares Investor A Shares Investor B Shares Investor C Shares Nations Capital Growth Fund Nations Capital Growth Fund Primary A Shares Primary A Shares Investor A Shares Investor A Shares Investor B Shares Investor B Shares Investor C Shares Investor C Shares Nations Aggressive Growth Fund Primary A Shares Investor A Shares Investor B Shares Investor C Shares Nations Strategic Growth Fund -> Nations Strategic Growth Fund Primary A Shares Primary A Shares Investor A Shares Investor A Shares Investor B Shares Investor B Shares Investor C Shares Investor C Shares
13
SHAREHOLDERS OWNING SHARES OF THE FOLLOWING WOULD RECEIVE SHARES OF THE FOLLOWING ACQUIRED FUND AND CLASSES OF THE TRUST: ACQUIRING FUND AND CLASSES OF FUNDS TRUST: Nations Government Money Market Fund -> Nations Government Reserves Primary A Shares (will reorganize into Trust Class) Capital Class Shares Primary B Shares (will reorganize into Investor Class) Liquidity Class Shares Investor A Shares (will reorganize into Investor A) Adviser Class Shares Investor B Shares (will reorganize into Investor Class) Investor A Shares Investor C Shares (will reorganize into Investor Class) Market Class Shares Daily Shares (will reorganize into Daily Class) Daily Class Shares Service Class Shares Investor Class Shares Trust Class Shares Institutional Class Shares Investor B Shares Investor C Shares Nations Tax Exempt Fund -> Nations Tax-Exempt Reserves Primary A Shares (will reorganize into Trust Class) Capital Class Shares Primary B Shares (will reorganize into Investor Class) Liquidity Class Shares Investor A Shares (will reorganize into Investor A Class) Adviser Class Shares Investor B Shares (will reorganize into Investor Class) Investor A Shares Investor C Shares (will reorganize into Investor Class) Market Class Shares Daily Shares (will reorganize into Daily Class) Daily Class Shares Service Class Shares Investor Class Shares Trust Class Shares Institutional Class Shares Investor B Shares Investor C Shares Nations Value Fund Nations Value Fund Primary A Shares Primary A Shares Investor A Shares Investor A Shares Investor B Shares Investor B Shares Investor C Shares Investor C Shares Nations MidCap Growth Fund -> Nations MidCap Growth Fund Primary A Shares Primary A Shares Investor A Shares Investor A Shares Investor B Shares Investor B Shares Investor C Shares Investor C Shares Nations LargeCap Index Fund Nations LargeCap Index Fund Primary A Shares Primary A Shares Investor A Shares Investor A Shares Nations Managed Index Fund -> Nations Managed Index Fund Primary A Shares Primary A Shares Primary B Shares Primary B Shares Investor A Shares Investor A Shares Nations SmallCap Index Fund Nations SmallCap Index Fund Primary A Shares Primary A Shares Investor A Shares Investor A Shares Nations Short-Intermediate Government Fund -> Nations Short-Intermediate Government Fund Primary A Shares Primary A Shares Primary B Shares Primary B Shares Investor A Shares Investor A Shares Investor B Shares Investor B Shares Investor C Shares Investor C Shares
14
SHAREHOLDERS OWNING SHARES OF THE FOLLOWING WOULD RECEIVE SHARES OF THE FOLLOWING ACQUIRED FUND AND CLASSES OF THE TRUST: ACQUIRING FUND AND CLASSES OF FUNDS TRUST: Nations Municipal Income Fund -> Nations Municipal Income Fund Primary A Shares Primary A Shares Investor A Shares Investor A Shares Investor B Shares Investor B Shares Investor C Shares Investor C Shares Nations Short-Term Municipal Income Fund -> Nations Short-Term Municipal Income Fund Primary A Shares Primary A Shares Investor A Shares Investor A Shares Investor B Shares Investor B Shares Investor C Shares Investor C Shares Nations Intermediate Municipal Bond Fund -> Nations Intermediate Municipal Bond Fund Primary A Shares Primary A Shares Investor A Shares Investor A Shares Investor B Shares Investor B Shares Investor C Shares Investor C Shares Nations Short-Term Income Fund -> Nations Short-Term Income Fund Primary A Shares Primary A Shares Investor A Shares Investor A Shares Investor B Shares Investor B Shares Investor C Shares Investor C Shares Nations Strategic Income Fund Nations Strategic Income Fund Primary A Shares Primary A Shares Investor A Shares Investor A Shares Investor B Shares Investor B Shares Investor C Shares Investor C Shares Nations Bond Fund -> Nations Bond Fund Primary A Shares Primary A Shares Investor A Shares Investor A Shares Investor B Shares Investor B Shares Investor C Shares Investor C Shares Nations Florida Intermediate Municipal Bond Fund Nations Florida Intermediate Municipal Bond Fund Primary A Shares Primary A Shares Investor A Shares Investor A Shares Investor B Shares Investor B Shares Investor C Shares Investor C Shares Nations Florida Municipal Bond Fund -> Nations Florida Municipal Bond Fund Primary A Shares Primary A Shares Investor A Shares Investor A Shares Investor B Shares Investor B Shares Investor C Shares Investor C Shares
15 EX-99.77C VOTES 6 g79575ex77c4.txt AMEND TO AGREEMENT & PLAN OF REORGANIZATION/FUND TRUST AMENDMENT TO AGREEMENT AND PLAN OF REORGANIZATION This Amendment is made April 10, 2002 to the Agreement and Plan of Reorganization (the "Agreement") dated January 1, 2002 by and between Nations Fund Trust (the "Trust"), a Massachusetts business trust, for itself and on behalf of its Nations Georgia Intermediate Municipal Bond Fund, Nations Georgia Municipal Bond Fund, Nations Maryland Intermediate Municipal Bond Fund, Nations Maryland Municipal Bond Fund, Nations North Carolina Intermediate Municipal Bond Fund, Nations North Carolina Municipal Bond Fund, Nations South Carolina Intermediate Municipal Bond Fund, Nations South Carolina Municipal Bond Fund, Nations Tennessee Intermediate Municipal Bond Fund, Nations Tennessee Municipal Bond Fund, Nations Texas Intermediate Municipal Bond Fund, Nations Texas Municipal Bond Fund, Nations Virginia Intermediate Municipal Bond Fund, Nations Virginia Municipal Bond Fund, Nations Capital Growth Fund, Nations Aggressive Growth Fund, Nations Strategic Growth Fund, Nations Government Money Market Fund, Nations Tax Exempt Fund, Nations Value Fund, Nations MidCap Growth Fund, Nations LargeCap Index Fund, Nations Managed Index Fund, Nations SmallCap Index Fund, Nations Short-Intermediate Government Fund, Nations Municipal Income Fund, Nations Short-Term Municipal Income Fund, Nations Intermediate Municipal Bond Fund, Nations Short-Term Income Fund, Nations Strategic Income Fund, Nations Bond Fund, Nations Florida Intermediate Municipal Bond Fund and Nations Florida Municipal Bond Fund, and Nations Funds Trust ("Funds Trust"), a Delaware statutory business trust, for itself and on behalf of its Nations Georgia Intermediate Municipal Bond Fund, Nations Maryland Intermediate Municipal Bond Fund, Nations North Carolina Intermediate Municipal Bond Fund, Nations South Carolina Intermediate Municipal Bond Fund, Nations Tennessee Intermediate Municipal Bond Fund, Nations Texas Intermediate Municipal Bond Fund, Nations Virginia Intermediate Municipal Bond Fund, Nations Capital Growth Fund, Nations Strategic Growth Fund, Nations Government Reserves, Nations Tax-Exempt Reserves, Nations Value Fund, Nations MidCap Growth Fund, Nations LargeCap Index Fund, Nations Managed Index Fund, Nations SmallCap Index Fund, Nations Short-Intermediate Government Fund, Nations Municipal Income Fund, Nations Short-Term Municipal Income Fund, Nations Intermediate Municipal Bond Fund, Nations Short-Term Income Fund, Nations Strategic Income Fund, Nations Bond Fund, Nations Florida Intermediate Municipal Bond Fund and Nations Florida Municipal Bond Fund. WHEREAS, terms used herein shall have the meaning ascribed to them in the Agreement unless otherwise defined; WHEREAS, the Board of Trustees of the Trust and Funds Trust approved the Agreement and the Reorganizations contemplated thereby as in the best interest of Acquired Fund shareholders, including that Acquired Fund shareholders would bear the expenses related to entering into and carrying out the provisions of the Agreement, provided that if such expenses exceed contractual total operating expense ratio caps in place for any such Acquired Fund, Banc of America Advisors, LLC or any of its affiliates will bear such excess expenses; WHEREAS, such expense-bearing arrangements were fully disclosed to Acquired Fund shareholders in the proxy materials that solicited shareholders with regard to approval of the Reorganizations; and WHEREAS, the Reorganization of each Acquired Fund was approved by shareholders at Special Meetings held on March 27, 2002. NOW THEREFORE, pursuant to Section 16 of the Agreement, the parties hereby amend the Agreement to effect a technical correction by substituting Section 15(b) with the following amended Section 15(b): 15. Brokerage Fees and Expenses. (b) The Acquired Funds will be responsible for the expenses related to entering into and carrying out the provisions of this Agreement, whether or not the transactions contemplated hereby are consummated. To the extent that such expenses exceed 1 contractual total operating expense ratio caps in place for any such Acquired Fund, Banc of America Advisors, LLC or any of its affiliates will bear such excess expenses. IN WITNESS WHEREOF, the parties hereto have caused this Amendment to be executed by their duly authorized officers designated below as of the date first written above. NATIONS FUND TRUST On behalf of the Acquired Funds By: /s/ Richard H. Blank, Jr. ------------------------- Richard H. Blank, Jr. Secretary and Treasurer NATIONS FUNDS TRUST On behalf of the Acquiring Funds By: /s/ Richard H. Blank, Jr. ------------------------- Richard H. Blank, Jr. Secretary and Treasurer 2 EX-99.77C VOTES 7 g79575ex77c5.txt AGREEMENT & PLAN OF REORGANIZATION/CAPITAL MUTUAL AGREEMENT AND PLAN OF REORGANIZATION This AGREEMENT AND PLAN OF REORGANIZATION ("Agreement") is made as of this January 1, 2002 by and between the Capitol Mutual Funds (doing business as Nations Reserves) ("Reserves"), a Massachusetts business trust, for itself and on behalf of its Nations Blue Chip Fund, Nations Government Reserves, Nations Cash Reserves, Nations Treasury Reserves, Nations Convertible Securities Fund, Nations Municipal Reserves, Nations Money Market Reserves, Nations California Tax-Exempt Reserves, Nations California Municipal Bond Fund, Nations Emerging Markets Fund, Nations International Value Fund, Nations International Equity Fund and Nations Intermediate Bond Fund, and Nations Funds Trust ("Funds Trust"), a Delaware statutory business trust, for itself and on behalf of its Nations Strategic Growth Fund, Nations Government Reserves, Nations Cash Reserves, Nations Treasury Reserves, Nations Convertible Securities Fund, Nations Municipal Reserves, Nations Money Market Reserves, Nations California Tax-Exempt Reserves, Nations California Municipal Bond Fund, Nations Emerging Markets Fund, Nations International Value Fund, Nations International Equity Fund and Nations Intermediate Bond Fund. WHEREAS, Reserves and Funds Trust are open-end management investment companies registered with the Securities and Exchange Commission (the "SEC") under the Investment Company Act of 1940, as amended (the "1940 Act"); WHEREAS, the parties desire that the Fund Assets and Liabilities (as defined below) of Reserves's Nations Blue Chip Fund, Nations Government Reserves, Nations Cash Reserves, Nations Treasury Reserves, Nations Convertible Securities Fund, Nations Municipal Reserves, Nations Money Market Reserves, Nations California Tax-Exempt Reserves, Nations California Municipal Bond Fund, Nations Emerging Markets Fund, Nations International Value Fund, Nations International Equity Fund and Nations Intermediate Bond Fund (each an "Acquired Fund" and collectively the "Acquired Funds") be conveyed to and, acquired and assumed, respectively, by Funds Trust's Nations Strategic Growth Fund, Nations Government Reserves, Nations Cash Reserves, Nations Treasury Reserves, Nations Convertible Securities Fund, Nations Municipal Reserves, Nations Money Market Reserves, Nations California Tax-Exempt Reserves, Nations California Municipal Bond Fund, Nations Emerging Markets Fund, Nations International Value Fund, Nations International Equity Fund and Nations Intermediate Bond Fund (each an "Acquiring Fund" and collectively the "Acquiring Funds") in exchange for shares of equal U.S. dollar value of such Acquiring Fund which shall thereafter promptly be distributed to the shareholders of an Acquired Fund in connection with its liquidation as described in this Agreement and set forth in Schedule A attached hereto (each such acquisition and assumption of an Acquired Fund's Fund Assets and Liabilities by the corresponding Acquiring Fund a "Reorganization" and collectively the "Reorganizations"); and WHEREAS, the parties intend that each Reorganization qualify as a "reorganization," within the meaning of Section 368(a) of the Internal Revenue Code of 1986, as amended (the "Code"), and that each Acquiring Fund and corresponding Acquired Fund will each be a "party to a reorganization," within the meaning of Section 368(b) of the Code, with respect to each respective Reorganization. NOW, THEREFORE, in accordance with the terms and conditions described herein, the Acquired Funds and Acquiring Funds shall be consolidated as follows: 1. Conveyance of Fund Assets and Liabilities of the Acquired Funds. (a) Except as provided below, at the Effective Time of the Reorganization (as defined in Section 8) all assets of every kind, and all interests, rights, privileges and powers of the Acquired Funds (the "Fund Assets"), subject to all liabilities of the Acquired Funds existing as of the Effective Time of the Reorganization (the "Liabilities"), shall be transferred by each Acquired Fund to each corresponding Acquiring Fund and shall be accepted and assumed by such Acquiring Fund, as more particularly set forth in this Agreement, such that at and after the Effective Time of the Reorganization: (i) all Fund Assets of each Acquired Fund shall become the assets of the corresponding Acquiring Fund; and (ii) all Liabilities of each Acquired Fund shall attach to the corresponding 1 Acquiring Fund, enforceable against each Acquiring Fund to the same extent as if originally incurred by such Acquiring Fund. (b) It is understood and agreed that the Fund Assets shall include all property and assets of any nature whatsoever, including, without limitation, all cash, cash equivalents, securities, claims (whether absolute or contingent, known or unknown, accrued or unaccrued) and receivables (including dividend and interest receivables) owned or exercisable by an Acquired Fund, and any deferred or prepaid expenses shown as an asset on such Acquired Fund's books, that the Liabilities of an Acquired Fund shall include all liabilities, whether known or unknown, accrued or unaccrued, absolute or contingent, in all cases, existing at the Effective Time of the Reorganization. (c) At least fifteen (15) business days prior to the Closing Date (as defined in Section 8), each Acquired Fund will provide to, or cause to be provided to, each corresponding Acquiring Fund, a schedule of its securities, other assets and its known liabilities. It is understood and agreed that such Acquired Fund may sell any of the securities or other assets shown on such schedule prior to the Effective Time of the Reorganization but will not, without the prior approval of each corresponding Acquiring Fund, acquire any additional securities other than securities that such Acquiring Fund is permitted to purchase in accordance with its stated investment objective and policies. At least ten (10) business days prior to the Closing Date, each Acquiring Fund will advise each corresponding Acquired Fund of any investments of such Acquired Fund shown on such schedule that such Acquiring Fund would not be permitted to hold, pursuant to its stated investment objective and policies or otherwise. Each Acquired Fund, if requested by the corresponding Acquiring Fund, will dispose of any such securities prior to the Closing Date to the extent practicable and consistent with applicable legal requirements. In addition, if it is determined that the investment portfolios of an Acquired Fund and its corresponding Acquiring Fund, when aggregated, would contain investments exceeding certain percentage limitations applicable to the Acquiring Fund, such Acquired Fund, if requested by the corresponding Acquiring Fund, will dispose of a sufficient amount of such investments as may be necessary to avoid violating such limitations as of the Effective Time of the Reorganization. (d) The Fund Assets shall be transferred and conveyed to the Acquiring Funds on the following basis: (1) In exchange for the transfer of the Fund Assets, each Acquiring Fund shall simultaneously issue to the corresponding Acquired Fund at the Effective Time of the Reorganization full and fractional shares of such Acquiring Fund, as set forth in Schedule A attached hereto, having an aggregate net asset value equal to the net value of the Fund Assets minus Liabilities so conveyed and assumed, all determined in accordance with this Agreement. In this regard, the number of full and fractional shares of the Acquiring Funds delivered to each Acquired Fund shall be determined by dividing the value of the Fund Assets minus Liabilities, computed in the manner and as of the time and date set forth in this Agreement, by the net asset value of one Acquiring Fund share of such designated class, computed in the manner and as of the time and date set forth in this Agreement. (2) The net asset value of shares to be delivered by each Acquiring Fund, and the net value of the Fund Assets minus Liabilities to be conveyed by each Acquired Fund and assumed by the Acquiring Funds, shall, in each case, be determined as of the Valuation Time as defined in Section 3. The net asset value of shares of the Acquiring Funds shall be computed in accordance with its then current valuation procedures. In determining the value of the Fund Assets, each security to be included in the Fund Assets 2 shall be priced in accordance with each Acquiring Fund's then current valuation procedures. 2. Liquidation of Each Acquired Fund. At the Effective Time of the Reorganization, each Acquired Fund shall make a liquidating distribution to its shareholders as follows: Shareholders of record of an Acquired Fund shall be credited with full and fractional shares of the respective shares that are issued by the corresponding Acquiring Fund in connection with the Reorganization corresponding to the Acquired Fund shares that are held of record by the shareholder at the Effective Time of the Reorganization. Each such shareholder also shall have the right to receive any unpaid dividends or other distributions which were declared before the Effective Time of the Reorganization with respect to the Acquired Fund shares that are held of record by the shareholder at the Effective Time of the Reorganization, and Funds Trust shall record on its books the ownership of the respective Acquiring Fund shares by such shareholders (the "Transferor Record Holders"). All of the issued and outstanding shares of an Acquired Fund at the Effective Time of the Reorganization shall be redeemed and canceled on the books of Reserves at such time. As soon as reasonably possible after the Effective Time of the Reorganization, Reserves shall wind up the affairs of each Acquired Fund and shall file any final regulatory reports, including but not limited to any Form N-SAR and Rule 24f-2 filings, with respect to each Acquired Fund, and also shall take all other steps as are necessary and proper to effect the termination or declassification of the Acquired Funds in accordance with all applicable laws. Subject to the provisions of this Agreement at an appropriate time as determined by the officers of Reserves, upon the advice of counsel, Reserves will be dissolved and unwound under the laws of the Commonwealth of Massachusetts and de-registered as an investment company under the 1940 Act. 3. Valuation Time. The "Valuation Time" shall be the time as of which the net asset value of each class of shares of the Acquired Funds and the Acquiring Funds is determined pursuant to their respective valuation procedures on the Closing Date or such earlier or later time as may be mutually agreed to in writing by the parties hereto. 4. Certain Representations, Warranties and Agreements of Reserves on behalf of the Acquired Funds. Reserves, for itself and, where appropriate, on behalf of each Acquired Fund, represents and warrants to, and agrees with, Funds Trust, on behalf of each Acquiring Fund as follows, with such representations, warranties and agreements made on behalf of the Acquired Funds on a several (and not joint, or joint and several) basis: (a) Reserves is a business trust, duly established, validly existing and in good standing under the laws of the Commonwealth of Massachusetts. Reserves is registered with the SEC as an open-end management investment company under the 1940 Act, and such registration is in full force and effect. (b) Reserves has the power to own all of its properties and assets and to consummate the transactions contemplated herein, and has all necessary federal, state and local authorizations to carry on its business as now being conducted and to consummate the transactions contemplated by this Agreement. (c) This Agreement has been duly authorized by the Board of Trustees of Reserves on behalf of each Acquired Fund, and has been executed and delivered by duly authorized officers of Reserves, and represents a valid and binding contract, enforceable in accordance with its terms, subject as to enforcement to bankruptcy, insolvency, reorganization, arrangement, moratorium, and other similar laws of general applicability relating to or affecting creditors' rights and to general equity principles. The execution and delivery of this Agreement does not, and, subject to the approval of shareholders referred to in Section 7, the consummation of the transactions contemplated by this Agreement will not, violate the Declaration of Trust or the By-Laws of Reserves, or any material agreement or arrangement to which Reserves is a party or by which it is bound. 3 (d) Each Acquired Fund has elected to qualify and has qualified as a regulated investment company under Part I of Subchapter M of Subtitle A, Chapter 1, of the Code, as of and since its first taxable year; each has been a regulated investment company under such Part of the Code at all times since the end of its first taxable year when it so qualified; and each qualifies and shall continue to qualify as a regulated investment company for its taxable year ending upon its liquidation. (e) Reserves has valued, and will continue to value, the portfolio securities and other assets of the Acquired Funds in accordance with applicable legal requirements. (f) The combined proxy statement/prospectus and form of proxy included within Funds Trust's registration statement on Form N-14 (the "N-14 Registration Statement") and the proxy statement and form of proxy included within Reserves's Schedule 14A (the "Proxy Statement"), from their respective effective dates with the SEC through the time of the shareholder meeting(s) referred to in Section 7 and the Effective Time of the Reorganization, insofar as they relate to Reserves, or the Acquired Funds (i) shall comply in all material respects with the provisions of the Securities Act of 1933, as amended (the "1933 Act"), the Securities Exchange Act of 1934, as amended (the "1934 Act") and the 1940 Act, the rules and regulations thereunder, and applicable state securities laws, and (ii) shall not contain any untrue statement of a material fact or omit to state a material fact required to be stated therein or necessary to make the statements made therein not misleading. (g) All of the issued and outstanding shares of Reserves's Acquired Funds have been validly issued and are fully paid and non-assessable, and were offered for sale and sold in conformity with the registration requirements of all applicable federal and state securities laws. (h) Reserves shall operate the business of the Acquired Funds in the ordinary course between the date hereof and the Effective Time of the Reorganization, except that Reserves shall complete all measures in respect of the Acquired Funds prior to the Effective Time of the Reorganization to ensure that each Reorganization qualifies as a "reorganization" within the meaning of Section 368(a) of the Code, regardless of whether such measures are in the ordinary course. It is understood that such ordinary course of business will include the declaration and payment of customary dividends and distributions and any other dividends and distributions deemed advisable in anticipation of the Reorganizations. Notwithstanding anything herein to the contrary, Reserves shall take all appropriate action necessary in order for Reserves to receive the opinion provided for in Section 9(f). (i) At the Effective Time of the Reorganization, Reserves's Acquired Funds will have good and marketable title to the Fund Assets and full right, power and authority to assign, deliver and otherwise transfer such assets. (j) At the Effective Time of the Reorganization, all federal and other tax returns and reports of the Acquired Funds required by law to have been filed by such time shall have been filed, and all federal and other taxes shall have been paid so far as due, or provision shall have been made for the payment thereof and, to the best knowledge of management of Reserves, no such return or report shall be currently under audit and no assessment shall have been asserted with respect to such returns or reports. 5. Certain Representations, Warranties and Agreements of Funds Trust on behalf of the Acquiring Funds. Funds Trust, on behalf of itself and where appropriate, on behalf of each Acquiring Fund, represents and warrants to, and agrees with, Reserves on behalf of each Acquired Fund as follows, with such representations, warranties and agreements made on behalf of the Acquiring Funds on a several (and not joint, or joint and several) basis: 4 (a) Funds Trust is a statutory business trust duly formed, validly existing and in good standing under the laws of the State of Delaware and is registered with the SEC as an open-end management investment company under the 1940 Act and such registration is in full force and effect. (b) Funds Trust has the power to own all of its properties and assets and to consummate the transactions contemplated herein, and has all necessary federal, state and local authorizations to carry on its business as now being conducted and to consummate the transactions contemplated by this Agreement. (c) This Agreement has been duly authorized by the Board of Trustees of Funds Trust on behalf of each Acquiring Fund, and executed and delivered by duly authorized officers of Funds Trust, and represents a valid and binding contract, enforceable in accordance with its terms, subject as to enforcement to bankruptcy, insolvency, reorganization, arrangement, moratorium and other similar laws of general applicability relating to or affecting creditors' rights and to general equity principles. The execution and delivery of this Agreement does not, and the consummation of the transactions contemplated by this Agreement will not, violate the Amended and Restated Declaration of Trust of Funds Trust or any material agreement or arrangement to which it is a party or by which it is bound. (d) Each Acquiring Fund has elected to qualify and has qualified as a regulated investment company under Part I of Subchapter M of Subtitle A, Chapter 1, of the Code, as of and since its first taxable year; each has been a regulated investment company under such Part of the Code at all times since the end of its first taxable year when it so qualified; and each qualifies and shall continue to qualify as a regulated investment company for its current taxable year. (e) Funds Trust has valued, and will continue to value, the portfolio securities and other assets of the Acquiring Funds in accordance with applicable legal requirements. (f) The N-14 Registration Statement and the Proxy Statement, from their respective effective dates with the SEC through the time of the shareholder meeting(s) referred to in Section 7 and at the Effective Time of the Reorganization, insofar as it relates to Funds Trust, or the Acquiring Funds (i) shall comply in all material respects with the provisions of the 1933 Act, the 1934 Act and the 1940 Act, the rules and regulations thereunder, and state securities laws, and (ii) shall not contain any untrue statement of a material fact or omit to state a material fact required to be stated therein or necessary to make the statements made therein not misleading. (g) The shares of the Acquiring Funds to be issued and delivered to the corresponding Acquired Funds for the account of the shareholders of each Acquired Fund, pursuant to the terms hereof, shall have been duly authorized as of the Effective Time of the Reorganization and, when so issued and delivered, shall be duly and validly issued, fully paid and non-assessable, and no shareholder of the Acquiring Funds shall have any preemptive right of subscription or purchase in respect thereto. (h) All of the issued and outstanding shares of the Acquiring Funds have been validly issued and are fully paid and non-assessable, and were offered for sale and sold in conformity with the registration requirements of all applicable federal and state securities laws. (i) Funds Trust shall operate the business of the Acquiring Funds in the ordinary course between the date hereof and the Effective Time of the Reorganization, it being understood that such ordinary course of business will include the declaration and payment of customary dividends and distributions and any other dividends and 5 distributions deemed advisable in anticipation of the Reorganizations. Notwithstanding anything herein to the contrary, Funds Trust shall take all appropriate action necessary in order for Funds Trust to receive the opinion provided for in Section 10(d). (j) At the Effective Time of the Reorganization, all federal and other tax returns and reports of the Acquiring Funds required by law to have been filed by such time shall have been filed, and all federal and other taxes shall have been paid so far as due, or provision shall have been made for the payment thereof and, to the best knowledge of management of Funds Trust, no such return or report shall be currently under audit and no assessment shall have been asserted with respect to such returns or reports. 6. Regulatory Filings. Funds Trust has filed the N-14 Registration Statement with the SEC and Reserves has filed the Proxy Statement with the SEC. 7. Shareholder Action. After the effective date of the N-14 Registration Statement and the Proxy Statement, Reserves shall hold a meeting(s) of the shareholders of each Acquired Fund for the purpose of considering and voting upon: (a) approval of this Agreement and the Reorganization contemplated hereby; and (b) such other matters as may be determined by the Board of Trustees of Reserves. 8. Closing Date, Effective Time of the Reorganization. The "Closing Date" shall be May 10, 2002 for all Funds, except Nations California Municipal Bond Fund, which shall be May 17, 2002, or such earlier or later dates as may be mutually agreed in writing by the parties hereto. Delivery of the Fund Assets and each class of shares of the Acquiring Fund to be issued pursuant to Section 1 and the liquidation of the Acquired Funds pursuant to Section 2 shall occur on the day following the Closing Date, whether or not such day is a business day, or on such other date, and at such place and time, as may be mutually agreed in writing, by the parties hereto. The date and time at which such actions are taken are referred to herein as the "Effective Time of the Reorganization." To the extent any Fund Assets are, for any reason, not transferred at the Effective Time of the Reorganization, Reserves shall cause such Fund Assets to be transferred in accordance with this Agreement at the earliest practicable date thereafter. 9. Conditions to Funds Trust's Obligations on Behalf of the Acquiring Funds. The obligations of Funds Trust hereunder shall be subject to the following conditions precedent: (a) This Agreement and the Reorganization shall have been approved by the Board of Trustees of Reserves and by a requisite vote of the shareholders of the Acquired Funds in the manner required by Reserves's Declaration of Trust, By-Laws, applicable law and this Agreement. (b) All representations and warranties of Reserves made in this Agreement shall be true and correct in all material respects as if made at and as of the Valuation Time and the Effective Time of the Reorganization. (c) Reserves shall have delivered to Funds Trust a statement of assets and liabilities of each Acquired Fund, showing the tax basis of such assets for federal income tax purposes by lot and the holding periods of such assets, as of the Valuation Time. (d) Reserves shall have duly executed and delivered to Funds Trust such bills of sale, assignments, certificates and other instruments of transfer ("Transfer Documents") as Funds Trust may deem necessary or desirable to transfer all of the Acquired Funds' rights, title and interest in and to the Fund Assets. 6 (e) Reserves shall have delivered a certificate executed in its name executed by an appropriate officer, in a form reasonably satisfactory to Funds Trust and dated as of the Closing Date, to the effect that the representations and warranties of Reserves on behalf of each Acquired Fund made in this Agreement are true and correct at and as of the Valuation Time and that, to the best of its knowledge, the Fund Assets include only assets which the corresponding Acquiring Fund may properly acquire under its investment objectives, policies and limitations and may otherwise be lawfully acquired by such Acquiring Fund. (f) Funds Trust shall have received an opinion of Morrison & Foerster LLP, upon which each Acquiring Fund and its shareholders may rely, based upon representations made in certificates provided by Reserves, and/or its affiliates and/or principal shareholders of the Acquired Funds to Morrison & Foerster LLP, addressed to Funds Trust in a form reasonably satisfactory to it, and dated as of the Closing Date, substantially to the effect that, for federal income tax purposes, each Reorganization will qualify as a "reorganization" within the meaning of Section 368(a) of the Code, and each Acquired Fund and each Acquiring Fund will each be a "party to a reorganization," within the meaning of Section 368(b) of the Code, with respect to each Reorganization. (g) The N-14 Registration Statement and the Proxy Statement shall have become effective and no stop order suspending the effectiveness shall have been instituted, or to the knowledge of Reserves, contemplated by the SEC. (h) No action, suit or other proceeding shall be threatened or pending before any court or governmental agency in which it is sought to restrain or prohibit, or obtain damages or other relief in connection with, this Agreement or the transactions contemplated herein. (i) The SEC shall not have issued any unfavorable advisory report under Section 25(b) of the 1940 Act nor instituted any proceeding seeking to enjoin consummation of the transactions contemplated by this Agreement under Section 25(c) of the 1940 Act. (j) Reserves on behalf of each Acquired Fund shall have performed and complied in all material respects with each of its agreements and covenants required by this Agreement to be performed or complied with by it prior to or at the Valuation Time and the Effective Time of the Reorganization. (k) Reserves shall have received a duly executed instrument whereby each Acquiring Fund assumes all of the liabilities of Reserves's corresponding Acquired Fund. (l) Except to the extent prohibited by Rule 19b-1 under the 1940 Act, prior to the Valuation Time, each Acquired Fund shall have declared a dividend or dividends, with a record date and ex-dividend date prior to the Valuation Time, which, together with all previous dividends, shall have the effect of distributing to its shareholders all of its previously undistributed (i) "investment company taxable income" within the meaning of Section 852(b) of the Code (determined without regarding Section 852(b)(2)(D) of the Code), (ii) excess of (A) the amount specified in Section 852(a)(1)(B)(i) of the Code over (B) the amount specified in Section 852(a)(1)(B)(ii) of the Code, and (iii) "net capital gain" (within the meaning of Section 1222(11) of the Code), if any, realized in taxable periods or years ending on or before Effective Time. 10. Conditions to Reserves's Obligations on behalf of the Acquired Funds. The obligations of Reserves hereunder shall be subject to the following conditions precedent: (a) This Agreement and the Reorganization shall have been approved by the Board of Trustees of Funds Trust on behalf of each Acquiring Fund. 7 (b) All representations and warranties of Funds Trust made in this Agreement shall be true and correct in all material respects as if made at and as of the Valuation Time and the Effective Time of the Reorganization. (c) Funds Trust shall have delivered a certificate executed in its name by an appropriate officer, in a form reasonably satisfactory to Reserves and dated as of the Closing Date, to the effect that the representations and warranties of each Acquiring Fund made in this Agreement are true and correct at and as of the Valuation Time. (d) Reserves shall have received an opinion of Morrison & Foerster LLP, upon which each Acquired Fund and its shareholders may rely, based upon representations made in certificates provided by Funds Trust, and/or its affiliates and/or principal shareholders of the Acquiring Funds to Morrison & Foerster LLP, addressed to Reserves in a form reasonably satisfactory to it, and dated as of the Closing Date, substantially to the effect that, for federal income tax purposes, the Reorganization will qualify as a "reorganization" within the meaning of Section 368(a) of the Code, and the Acquired Funds and the Acquiring Funds will each be a "party to a reorganization," within the meaning of Section 368(b) of the Code, with respect to each Reorganization. (e) The N-14 Registration Statement and the Proxy Statement shall have become effective and no stop order suspending such effectiveness shall have been instituted or, to the knowledge of Funds Trust, contemplated by the SEC. (f) No action, suit or other proceeding shall be threatened or pending before any court or governmental agency in which it is sought to restrain or prohibit or obtain damages or other relief in connection with this Agreement or the transactions contemplated herein. (g) The SEC shall not have issued any unfavorable advisory report under Section 25(b) of the 1940 Act nor instituted any proceeding seeking to enjoin consummation of the transactions contemplated by this Agreement under Section 25(c) of the 1940 Act. (h) Funds Trust on behalf of each Acquiring Fund shall have performed and complied in all material respects with each of its agreements and covenants required by this Agreement to be performed or complied with by it prior to or at the Valuation Time and the Effective Time of the Reorganization. 11. Tax Matters (a) Reserves and Funds Trust hereby represent and warrant and that each shall use its best efforts to cause the Reorganization to qualify, and will not (whether before or after consummation of the Reorganization) take any actions that could prevent the Reorganization from qualifying, as a "reorganization" under the provisions of Section 368 of the Code. (b) Except where otherwise required by law, the parties shall not take a position on any tax returns inconsistent with the treatment of the Reorganization for tax purposes as a "reorganization," within the meaning of Section 368(a) of the Code and each Acquiring Fund and each Acquired Fund will comply with the record keeping and information filing requirements of Section 1.368-3 of the Treasury Regulation in accordance therewith. 12. Survival of Representations and Warranties. The representations and warranties of Funds Trust on behalf of each Acquiring Fund and Reserves on behalf of each Acquired Fund set forth in this Agreement shall survive the delivery of the Fund Assets to such Acquiring Fund and the issuance of the shares of each Acquiring Fund at the Effective Time of the Reorganization to the corresponding Acquired Fund shareholders. 8 13. Termination of Agreement. This Agreement may be terminated by a party at or, in the case of Subsection 13(c), below, at any time prior to, the Effective Time of the Reorganization by a vote of a majority of its Board members as provided below: (a) By Funds Trust on behalf of its Acquiring Funds if the conditions set forth in Section 9 are not satisfied as specified in said Section; (b) By Reserves on behalf of its Acquired Funds if the conditions set forth in Section 10 are not satisfied as specified in said Section; (c) By mutual written consent of Funds Trust and Reserves. 14. Governing Law. This Agreement and the transactions contemplated hereby shall be governed, construed and enforced in accordance with the laws of the State of Delaware, except to the extent preempted by federal law. 15. Brokerage Fees and Expenses. (a) Funds Trust represents and warrants that there are no brokers or finders entitled to receive any payments in connection with the transactions provided for herein. (b) The Acquiring Funds will be responsible for the expenses related to entering into and carrying out the provisions of this Agreement, whether or not the transactions contemplated hereby are consummated. To the extent that such expenses exceed contractual total operating expense ratio caps in place for any such Acquiring Fund, Banc of America Advisors, LLC or any of its affiliates will bear such excess expenses. 16. Amendments. This Agreement may be amended, modified or supplemented in such manner as may be mutually agreed upon in writing by the authorized officers of Reserves, acting on behalf of the Acquired Funds or Funds Trust, acting on behalf of the Acquiring Funds; provided, however, that following the meeting of the shareholders of an Acquired Fund, no such amendment may have the effect of changing the provisions for determining the number of shares of the Acquiring Funds to be issued to the Transferor Record Holders under this Agreement to the detriment of such Transferor Record Holders, or otherwise materially and adversely affecting an Acquired Fund, without such Acquired Fund obtaining its shareholders' further approval: (a) At any time prior to or (to the fullest extent permitted by law) after approval of this Agreement by the shareholders of an Acquired Fund, Reserves on behalf of an Acquired Fund, may waive any breach by Funds Trust, on behalf of an Acquiring Fund, or the failure to satisfy any of the conditions to its obligations (such waiver to be in writing and signed by an officer of such registered investment companies); (b) At any time prior to or (to the fullest extent permitted by law) after approval of this Agreement by the shareholders of an Acquired Fund, Funds Trust, on behalf of an Acquiring Fund, may waive any breach by Reserves on behalf of an Acquired Fund, or the failure to satisfy any of the conditions to either of their obligations (such waiver to be in writing and signed by an officer of such registered investment companies). 17. Miscellaneous. The Reorganization of an Acquired Fund into a corresponding Acquiring Fund (including the representations and warranties and conditions precedent made or required to occur in connection therewith) shall not be conditioned on any other Reorganization contemplated either under this Agreement or any other agreement and plan of reorganization. 9 IN WITNESS WHEREOF, the parties hereto have caused this Agreement to be executed by their duly authorized officers designated below as of the date first written above. THE CAPITOL MUTUAL FUNDS (doing business as Nations Reserves) On behalf of the Acquired Funds identified on Schedule A By: /s/ Richard H. Blank, Jr. ------------------------- Richard H. Blank, Jr. Secretary and Treasurer NATIONS FUNDS TRUST On behalf of the Acquiring Funds identified on Schedule A By: /s/ Richard H. Blank, Jr. ------------------------- Richard H. Blank, Jr. Secretary and Treasurer 10 SCHEDULE A
SHAREHOLDERS OWNING SHARES OF THE FOLLOWING WOULD RECEIVE SHARES OF THE FOLLOWING ACQUIRED FUND AND CLASSES OF RESERVES: ACQUIRING FUND AND CLASSES OF FUNDS TRUST: Nations Blue Chip Fund -> Nations Strategic Growth Fund Primary A Shares Primary A Shares Investor A Shares Investor A Shares Investor B Shares Investor B Shares Investor C Shares Investor C Shares Nations Government Reserves Nations Government Reserves Capital Class Shares Capital Class Shares Liquidity Class Shares Liquidity Class Shares Adviser Class Shares Adviser Class Shares Market Class Shares Market Class Shares Daily Class Shares Daily Class Shares Service Class Shares Service Class Shares Investor Class Shares Investor Class Shares Trust Class Shares Trust Class Shares Institutional Class Shares Institutional Class Shares Investor B Shares Investor B Shares Investor C Shares Investor C Shares Nations Cash Reserves -> Nations Cash Reserves Capital Class Shares Capital Class Shares Liquidity Class Shares Liquidity Class Shares Adviser Class Shares Adviser Class Shares Market Class Shares Market Class Shares Daily Class Shares Daily Class Shares Service Class Shares Service Class Shares Investor Class Shares Investor Class Shares Trust Class Shares Trust Class Shares Institutional Class Shares Institutional Class Shares Investor B Shares Investor B Shares Investor C Shares Investor C Shares Nations Treasury Reserves -> Nations Treasury Reserves Capital Class Shares Capital Class Shares Liquidity Class Shares Liquidity Class Shares Adviser Class Shares Adviser Class Shares Market Class Shares Market Class Shares Daily Class Shares Daily Class Shares Service Class Shares Service Class Shares Investor Class Shares Investor Class Shares Trust Class Shares Trust Class Shares Institutional Class Shares Institutional Class Shares Investor B Shares Investor B Shares Investor C Shares Investor C Shares
11
SHAREHOLDERS OWNING SHARES OF THE FOLLOWING WOULD RECEIVE SHARES OF THE FOLLOWING ACQUIRED FUND AND CLASSES OF RESERVES: ACQUIRING FUND AND CLASSES OF FUNDS TRUST: Nations Municipal Reserves Nations Municipal Reserves Capital Class Shares Capital Class Shares Liquidity Class Shares Liquidity Class Shares Adviser Class Shares Adviser Class Shares Market Class Shares Market Class Shares Daily Class Shares Daily Class Shares Service Class Shares Service Class Shares Investor Class Shares Investor Class Shares Trust Class Shares Trust Class Shares Institutional Class Shares Institutional Class Shares Investor B Shares Investor B Shares Investor C Shares Investor C Shares Nations Money Market Reserves -> Nations Money Market Reserves Capital Class Shares Capital Class Shares Liquidity Class Shares Liquidity Class Shares Adviser Class Shares Adviser Class Shares Market Class Shares Market Class Shares Daily Class Shares Daily Class Shares Service Class Shares Service Class Shares Investor Class Shares Investor Class Shares Trust Class Shares Trust Class Shares Institutional Class Shares Institutional Class Shares Investor B Shares Investor B Shares Investor C Shares Investor C Shares Nations California Tax-Exempt Reserves Nations California Tax-Exempt Reserves Capital Class Shares Capital Class Shares Liquidity Class Shares Liquidity Class Shares Adviser Class Shares Adviser Class Shares Market Class Shares Market Class Shares Daily Class Shares Daily Class Shares Service Class Shares Service Class Shares Investor Class Shares Investor Class Shares Trust Class Shares Trust Class Shares Institutional Class Shares Institutional Class Shares Investor B Shares Investor B Shares Investor C Shares Investor C Shares Nations California Municipal Bond Fund Nations California Municipal Bond Fund Primary A Shares Primary A Shares Investor A Shares Investor A Shares Investor B Shares Investor B Shares Investor C Shares Investor C Shares Nations Convertible Securities Fund -> Nations Convertible Securities Fund Primary A Shares Primary A Shares Investor A Shares Investor A Shares Investor B Shares Investor B Shares Investor C Shares Investor C Shares Nations Emerging Markets Fund -> Nations Emerging Markets Fund Primary A Shares Primary A Shares Investor A Shares Investor A Shares Investor B Shares Investor B Shares Investor C Shares Investor C Shares
12
SHAREHOLDERS OWNING SHARES OF THE FOLLOWING WOULD RECEIVE SHARES OF THE FOLLOWING ACQUIRED FUND AND CLASSES OF RESERVES: ACQUIRING FUND AND CLASSES OF FUNDS TRUST: Nations International Value Fund -> Nations International Value Fund Primary A Shares Primary A Shares Investor A Shares Investor A Shares Investor B Shares Investor B Shares Investor C Shares Investor C Shares Nations International Equity Fund -> Nations International Equity Fund Primary A Shares Primary A Shares Investor A Shares Investor A Shares Investor B Shares Investor B Shares Investor C Shares Investor C Shares Nations Intermediate Bond Fund -> Nations Intermediate Bond Fund Primary A Shares Primary A Shares Investor A Shares Investor A Shares Investor B Shares Investor B Shares Investor C Shares Investor C Shares
13 EX-99.77C VOTES 8 g79575ex77c6.txt AMEND TO AGREEMENT & PLAN OF REORGANIZATION/CAPITAL MUTUAL AMENDMENT TO AGREEMENT AND PLAN OF REORGANIZATION This Amendment is made April 10, 2002 to the Agreement and Plan of Reorganization (the "Agreement") dated January 1, 2002 by and between The Capitol Mutual Funds (doing business as Nations Reserves) ("Reserves"), a Massachusetts business trust, for itself and on behalf of its Nations Blue Chip Fund, Nations Government Reserves, Nations Cash Reserves, Nations Treasury Reserves, Nations Convertible Securities Fund, Nations Municipal Reserves, Nations Money Market Reserves, Nations California Tax-Exempt Reserves, Nations California Municipal Bond Fund, Nations Emerging Markets Fund, Nations International Value Fund, Nations International Equity Fund and Nations Intermediate Bond Fund, and Nations Funds Trust ("Funds Trust"), a Delaware statutory business trust, for itself and on behalf of its Nations Strategic Growth Fund, Nations Government Reserves, Nations Cash Reserves, Nations Treasury Reserves, Nations Convertible Securities Fund, Nations Municipal Reserves, Nations Money Market Reserves, Nations California Tax-Exempt Reserves, Nations California Municipal Bond Fund, Nations Emerging Markets Fund, Nations International Value Fund, Nations International Equity Fund and Nations Intermediate Bond Fund. WHEREAS, terms used herein shall have the meaning ascribed to them in the Agreement unless otherwise defined; WHEREAS, the Board of Trustees of Reserves and Funds Trust approved the Agreement and the Reorganizations contemplated thereby as in the best interest of Acquired Fund shareholders, including that Acquired Fund shareholders would bear the expenses related to entering into and carrying out the provisions of the Agreement, provided that if such expenses exceed contractual total operating expense ratio caps in place for any such Acquired Fund, Banc of America Advisors, LLC or any of its affiliates will bear such excess expenses; WHEREAS, such expense-bearing arrangements were fully disclosed to Acquired Fund shareholders in the proxy materials that solicited shareholders with regard to approval of the Reorganizations; and WHEREAS, the Reorganization of each Acquired Fund was approved by shareholders at Special Meetings held on March 27, 2002. NOW THEREFORE, pursuant to Section 16 of the Agreement, the parties hereby amend the Agreement to effect a technical correction by substituting Section 15(b) with the following amended Section 15(b): 15. Brokerage Fees and Expenses. (b) The Acquired Funds will be responsible for the expenses related to entering into and carrying out the provisions of this Agreement, whether or not the transactions contemplated hereby are consummated. To the extent that such expenses exceed contractual total operating expense ratio caps in place for any such Acquired Fund, Banc of America Advisors, LLC or any of its affiliates will bear such excess expenses. 1 IN WITNESS WHEREOF, the parties hereto have caused this Amendment to be executed by their duly authorized officers designated below as of the date first written above. THE CAPITOL MUTUAL FUNDS D/B/A NATIONS RESERVES On behalf of the Acquired Funds By: /s/ Richard H. Blank, Jr. ------------------------- Richard H. Blank, Jr. Secretary and Treasurer NATIONS FUNDS TRUST On behalf of the Acquiring Funds By: /s/ Richard H. Blank, Jr. ------------------------- Richard H. Blank, Jr. Secretary and Treasurer 2 EX-99.77M MERGERS 9 g79575ex77m.txt MERGER/REORGANIZATION MERGERS/REORGANIZATIONS NATIONS FUNDS TRUST On October 10, 2001, the Board of Trustees/Directors of each fund listed in the left column below (each a "Fund") approved its Reorganization into a newly created successor fund that is substantially identical to the existing Fund. On March 27, 2002, the shareholders of each Fund approved the Reorganization. The Reorganization occurred on May 10, 2002. At that time, shares of each Fund were exchanged for shares of equal value of the newly created successor fund. The principal effect of this Reorganization was to redomicile the Fund in Delaware, under a Delaware business trust structure that management believes provides greater flexibility and efficiency in certain corporate and organizational matters.
FUND REORGANIZED INTO A NEWLY CREATED SUCCESSOR FUND ---- ----------------------------------------------- Convertible Securities Convertible Securities Strategic Growth Strategic Growth Capital Growth Capital Growth MidCap Growth MidCap Growth Short-Term Income Short-Term Income Short-Intermediate Government Short-Intermediate Government Intermediate Bond Intermediate Bond Bond Bond Strategic Income Strategic Income LargeCap Index LargeCap Index Managed Index Managed Index SmallCap Index SmallCap Index International Value International Value International Equity International Equity Emerging Markets Emerging Markets Georgia Intermediate Municipal Bond Georgia Intermediate Municipal Bond Maryland Intermediate Municipal Bond Maryland Intermediate Municipal Bond North Carolina Intermediate Municipal Bond North Carolina Intermediate Municipal Bond South Carolina Intermediate Municipal Bond South Carolina Intermediate Municipal Bond Tennessee Intermediate Municipal Bond Tennessee Intermediate Municipal Bond Texas Intermediate Municipal Bond Texas Intermediate Municipal Bond Virginia Intermediate Municipal Bond Virginia Intermediate Municipal Bond Short-Term Municipal Income Short-Term Municipal Income Intermediate Muncipal Bond Intermediate Muncipal Bond Municipal Income Municipal Income California Municipal Bond California Municipal Bond Florida Intermediate Municipal Bond Florida Intermediate Municipal Bond Florida Municipal Bond Florida Municipal Bond Cash Reserves Cash Reserves Money Market Reserves Money Market Reserves Treasury Reserves Treasury Reserves Government Reserves Government Reserves Municipal Reserves Municipal Reserves California Tax-Exempt Reserves California Tax-Exempt Reserves
On October 10, 2001, the Board of Trustees/Directors of each fund listed in the left column below (each a "Fund") approved its Reorganization into a newly created successor fund that is substantially identical to the existing Fund. On March 27, 2002, the shareholders of each Fund approved the Reorganization. The Reorganization occurred on May 10, 2002. At that time, shares of each Fund were exchanged for shares of equal value of the newly created successor fund. The principal effect of this Reorganization was to redomicile the Fund in Delaware, under a Delaware business trust structure that management believes provides greater flexibility and efficiency in certain corporate and organizational matters. FUND REORGANIZED INTO A NEWLY CREATED SUCCESSOR: ---- ------------------------------------------- Value Value Small Company Small Company California Municipal Bond California Municipal Bond EX-99.77O RULE 10F-3 10 g79575ex77o.txt RULE 10F-3 TRANSACTION REPORT Schedule A RULE 10F-3 TRANSACTIONS REPORT ------------------------------ April 1, 2002 through September 30, 2002 Affiliated Underwriter: Banc of America Securities, LLC
Type of Security* Date Principal/ Price % of (1),(2), Offering Purchase Shares Price Paid % of Fund Issuer (3),(4) Commenced Date Selling Broker** Purchased /Par By Fund Issue Assets - ------------------------------------------------------------------------------------------------------------------------------------ NATIONS FUNDS TRUST*** NATIONS ASSET ALLOCATION AOL-Time Warner, 6.15%, 05/01/07 1 04/03/02 04/03/02 JP Morgan Chase 411,000 $99.69 $409,705 0.04% 0.09% DR Horton, Inc. Corporation, 8.50%, 04/15/02 1 04/04/02 04/04/02 Salomon Smith Barney 217,000 $99.17 $215,201 0.01% 0.05% Standard Pacific, 9.25%, 4/5/12 1 04/10/02 04/10/02 CS First Boston 150,000 $99.20 $148,800 0.10% 0.00% AT&T Wireless Service Corporation, 8.25%, 05/01/12 1 04/11/02 04/11/02 JP Morgan Chase 297,000 $99.50 $295,515 0.01% 0.06% Capital Auto Receivables Asset Trust - 2002B , 4.18%, 10/15/07 1 04/15/02 04/15/02 JP Morgan Chase 734,000 $99.99 $733,955 0.05% 0.16% CITEC 2002 - VTI A4, 1 05/09/02 05/09/02 Deutsche Bank 900,000 $99.996 $899,966 0.08% 0.19% - Alex Brown Johns Q. Hammons, 8.875%, 05/15/12 1 05/14/02 05/14/02 Lehman Bros. 104,000 $100.00 $104,000 0.02% 0.02% Wells Fargo Financial, 4.875%, 6/12/07 1 06/05/02 06/05/02 Salomon Smith Barney 386,000 $99.388 $383,638 0.08% 0.09% Advance Medical Optics, 9.25%, 07/15/10 1 06/13/02 06/13/02 Merrill Lynch 94,000 $98.60 $92,681 0.05% 0.02% PCA Finance, LLC, 11.875%, 08/01/09 1 06/20/02 06/20/02 Goldman Sachs 160,000 $98.22 $157,149 0.10% 0.04% L-3 Communications Corp., 7.65%, 06/15/2012 1 06/25/02 06/25/02 Lehman Bros. 209,000 $100.00 $209,000 0.03% 0.05% NATIONS CASH RESERVES CITEC 2002-VTI A 1 05/14/02 05/14/02 Deutsche Bank 35,000,000 $100.00 $35,000,000 12.13% 0.03% - Alex Brown HAROT 2002-2 A1 1 05/21/02 05/21/02 JP Morgan 75,000,000 $100.00 $75,000,000 15.18% 0.07% WESTO 2002-2 A1 1 05/22/02 05/22/02 Deutsche Bank 35,000,000 $100.00 $35,000,000 10.00% 0.03% - Alex Brown CARMAX 2002-1 A1 1 06/14/02 06/14/02 Wachovia 25,000,000 $100.00 $25,000,000 22.73% 0.03% USAA AutoOwner Trust (US AOT 2002-1 A1) 1 09/18/02 09/18/02 Bank One, NA 440,000 $100.00 $44,000,000 24.72% 0.06% NATIONS MIDCAP VALUE Temple Inland, CvPfd., 7.5% 1 04/25/02 04/25/02 Salomon Smith Barney 8,910 $50.00 $445,500 0.15% 0.37% Hartford Financial Mandatory Convertible Equity 1 09/09/02 09/09/02 Salomon Smith Barney 11,280 $50.00 $564,000 0.19% 0.28% NATIONS LARGECAP VALUE El Paso 1 06/20/02 06/20/02 CS First Boston 6,300 $19.95 $125,685 0.01% 0.77% NATIONS SMALLCAP VALUE Aeropostale 1 05/15/02 05/15/02 Bear Stearns 788 $18.00 $14,184 0.01% 0.09% Cumulus Media 1 05/17/02 05/17/02 Deutsche Bank 5,000 $19.75 $98,750 0.99% 0.58% Eon Labs 1 05/22/02 05/22/02 CS First Boston 15,000 $15.00 $225,000 0.16% 1.19% CTI Molecular Imaging 1 06/20/02 06/20/02 CS First Boston 15,000 $17.00 $255,000 0.14% 0.88% Hewitt Associates 1 06/20/02 06/20/02 Goldman Sachs 10,000 $19.00 $190,000 0.09% 0.65% NATIONS STRATEGIC INCOME AOL-Time Warner, 6.15%, 05/01/07 1 04/03/02 04/03/02 JP Morgan Chase 111,000 $99.69 $110,650 0.01% 0.04% AT&T Wireless Service Corporation, 8.25%, 05/01/12 1 04/11/02 04/11/02 JP Morgan Chase 110,000 $99.50 $109,450 0.01% 0.04% Capital Auto Receivables Asset Trust - 2002B , 4.18% 10/15/07 1 04/15/02 04/15/02 JP Morgan Chase 145,000 $99.99 $144,991 0.01% 0.06% CITEC 2002 - VTI A4, 1 05/09/02 05/09/02 Deutsche Bank 420,000 $99.996 $419,984 0.04% 0.16% - Alex Brown Wells Fargo Financial, 4.875%, 6/12/07 1 06/05/02 06/05/02 Salomon Smith Barney 186,000 $99.388 $184,862 0.04% 0.07% NATIONS SHORT-TERM INCOME AT&T Wireless Service , Inc. 6.875%, 4/18/05 1 04/11/02 04/11/02 Merrill Lynch 2,000,000 $99.55 $1,990,920 0.80% 0.30% Capital Auto Receivables Asset Trust - 2002B , 4.18% 10/15/07 1 04/15/02 04/15/02 JP Morgan Chase 1,310,000 $99.99 $1,309,920 0.09% 0.20% Capital Auto Receivables Asset Trust - 2002A A3, 4.03%, 08/15/06 1 04 /16/02 04/16/02 Deutsche Bank 3,000,000 $99.98 $2,999,494 0.30% 0.45% - Alex Brown CITEC 2002 - VTI A4, 1 05/09/02 05/09/02 Deutsche Bank 2,000,000 $99.996 $1,999,925 0.19% 0.30% - Alex Brown CITEC 2002 - VTI, B 1 05/09/02 05/09/02 Deutsche Bank 1,750,000 $99.99 $1,749,838 0.16% 0.26% - Alex Brown Household Auto Receivables 2002-2 A-3 1 08/21/02 08/21/02 Merrill Lynch 40,007 $99.982 $40,000 0.01% 0.01% NATIONS BOND AOL-Time Warner, 6.15%, 05/01/07 1 04/03/02 04/03/02 JP Morgan Chase 5,016,000 $99.69 $5,000,200 0.50% 0.09% DR Horton, Inc. Corporation, 8.50%, 04/15/02 1 04/04/02 04/04/02 Salomon Smith Barney 2,149,000 $99.17 $2,131,185 0.09% 0.04% Standard Pacific, 9.25%, 4/5/12 1 04/10/02 04/10/02 CS First Boston 1,500,000 $99.20 $1,488,000 1.00% 0.02% AT&T Wireless Service Corporation, 8.25%, 05/01/12 1 04/11/02 04/11/02 JP Morgan Chase 3,204,000 $99.50 $3,187,980 0.16% 0.05% Capital Auto Receivables Asset Trust - 2002B , 4.18%, 10/15/07 1 04/15/02 04/15/02 JP Morgan Chase 4,725,000 $99.99 $4,724,712 0.34% 0.09% CITEC 2002 - VTI A4, 1 05/09/02 05/09/02 Deutsche Bank 4,380,000 $99.996 $4,379,836 0.41% 0.08% - Alex Brown Johns Q. Hammons, 8.875%, 05/15/12 1 05/14/02 05/14/02 Lehman Bros. 1,213,000 $100.00 $1,213,000 0.24% 0.02% Wells Fargo Financial, 4.875%, 6/12/07 1 06/05/02 06/05/02 Salomon Smith Barney 6,250,000 $99.388 $6,211,750 1.24% 0.14% Advance Medical Optics, 9.25%, 07/15/10 1 06/13/02 06/13/02 Merrill Lynch 1,059,000 $98.60 $1,044,142 0.60% 0.02% PCA Finance, LLC, 11.875%, 08/01/09 1 06/20/02 06/20/02 Goldman Sachs 1,815,000 $98.22 $1,782,657 1.08% 0.04% L-3 Communications Corp., 7.65%, 06/15/2012 1 06/25/02 06/25/02 Lehman Bros. 2,390,000 $100.00 $2,390,000 0.32% 0.06% Solutia Inc., 11.25%, 7/15/09 1 07/02/02 07/02/02 Salomon Smith Barney 1,566,000 $89.99 $1,409,275 0.63% 0.18% NATIONS CONVERTIBLE SECURITIES Alltel Corporation 1 04/30/02 04/30/02 Salomon Smith Barney 97,000 $50.00 $4,850,000 0.39% 0.70% Sonic Automotive Corporation, 5.25%, 05/7/09 1 05/01/02 05/01/02 Merrill Lynch 193,000 $100.00 $193,000 0.15% 0.03% El Paso Mondatory, 9% Pfd Cvd 1 06/20/02 06/20/02 CS First Boston 79,330 $50.00 $3,966,500 0.02% 0.50% Hartford Financial Services, Pfd 6% 1 09/09/02 09/09/02 Salomon Smith Barney 40,900 $50.00 $2,045,000 0.14% 0.24% Century Telephone Convertible Bond, 4.75%, 08/01/32 3 08/21/02 08/21/02 JP Morgan Chase 950,000 $100.00 $950,000 0.63% 0.11% NATIONS SMALL COMPANY Aeropostale 1 05/15/02 05/15/02 Bear Stearns 49,212 $18.00 $885,816 0.39% 0.12% Computer Programs and Systems, Inc. 1 05/21/02 05/21/02 Morgan Keegan 100,000 $16.50 $1,650,000 3.33% 0.23% Triumph Group, Inc. 1 06/07/02 06/07/02 Deutsche Bank 70,000 $40.50 $2,835,000 2.98% 0.40% NATIONS VALUE El Paso 1 06/20/02 06/20/02 CS First Boston 107,400 $19.95 $2,142,630 0.24% 0.35%
* The following designations identify whether the securities are: (1) part of a Registered Offering; (2) part of an Eligible Foreign Offering; (3) part of an Eligible Rule 144A Offering; or (4) Eligible Municipal Securities, as such terms are defined in the Procedures for Investment Pursuant to Rule 10f-3 under the Investment Company Act of 1940, as amended. ** The Selling Broker is not affiliated with the Affiliated Underwriter. ***Prior to May 10, 2002, certain Nations Funds were in Nations Reserves, Nations Fund, Inc. and Nations Fund Trust. Transactions that occurred prior to that date require approval from the appropriate board. The amount of securities of any class purchased by a Fund and any other investment companies advised by a Sub-Adviser or Adviser to the Funds may not exceed (i) 25% of the principal amount of the offering of such class or (ii) if an Eligible Rule 144A offering, 25% of the total of the principal amount of the offering of such class sold to qualified institutional buyers plus the principal amount of the offering of such class in any concurrent public offering. The securities were offered in a firm commitment underwriting (unless a rights offering) and the securities purchased were of an issuer who had been in continuous operations for not less than three years, including predecessors (except for Eligible Municipal Securities). EX-99.77Q1 OTHR EXHB 11 g79575ex77q3.txt CERTIFICATIONS OF PRESIDENT AND TREASURER Exhibit SUB-ITEM 77Q3 (a) (i) The Nations Funds Trust's President and Treasurer after establishing disclosure controls and procedures and evaluating such disclosure controls and procedures within 90 days prior to the filing of this report on Form N-SAR, have concluded that the Registrant's disclosure controls and procedures are effective in design and operation and are sufficient to form the basis of the certifications required by Rule 30a-2 under the Investment Company Act of 1940. (ii) There were no significant changes in the Fund's internal controls or in other factors that could significantly affect these controls subsequent to the date of their evaluation, and there were no corrective actions with regard to significant deficiencies and material weaknesses. (iii) Certification of President (see attached). Certification of Treasurer (see attached). CERTIFICATIONS I, Robert H. Gordon, certify that: 1. I have reviewed this report on Form N-SAR of Nations Funds Trust; 2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report; 3. Based on my knowledge, the financial information included in this report, and the financial statements on which the financial information is based, fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the periods presented in this report; 4. The registrant's other certifying officers and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in rule 30a-2(c) under the Investment Company Act) for the registrant and have: a) designed such disclosure controls and procedures to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared; b) evaluated the effectiveness of the registrant's disclosure controls and procedures as of a date within 90 days prior to the filing date of this report (the "Evaluation Date"); and c) presented in this report our conclusions about the effectiveness of the disclosure controls and procedures based on our evaluation as of the Evaluation Date; 5. The registrant's other certifying officers and I have disclosed, based on our most recent evaluation, to the registrant's auditors and the audit committee of the registrant's board of directors (or persons performing the equivalent functions): a) all significant deficiencies in the design or operation of internal controls which could adversely affect the registrant's ability to record, process, summarize, and report financial data and have identified for the registrant's auditors any material weaknesses in internal controls; and b) any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's internal controls; and 6. The registrant's other certifying officers and I have indicated in this report whether or not there were significant changes in internal controls or in other factors that could significantly affect internal controls subsequent to the date of our most recent evaluation, including any corrective actions with regard to significant deficiencies and material weaknesses. Date: November 25, 2002 /s/ Robert H. Gordon - ------------------------ Robert H. Gordon President CERTIFICATIONS I, Edward D. Bedard, certify that: 1. I have reviewed this report on Form N-SAR of Nations Funds Trust; 2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report; 3. Based on my knowledge, the financial information included in this report, and the financial statements on which the financial information is based, fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the periods presented in this report; 4. The registrant's other certifying officers and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in rule 30a-2(c) under the Investment Company Act) for the registrant and have: a) designed such disclosure controls and procedures to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared; b) evaluated the effectiveness of the registrant's disclosure controls and procedures as of a date within 90 days prior to the filing date of this report (the "Evaluation Date"); and c) presented in this report our conclusions about the effectiveness of the disclosure controls and procedures based on our evaluation as of the Evaluation Date; 5. The registrant's other certifying officers and I have disclosed, based on our most recent evaluation, to the registrant's auditors and the audit committee of the registrant's board of directors (or persons performing the equivalent functions): a) all significant deficiencies in the design or operation of internal controls which could adversely affect the registrant's ability to record, process, summarize, and report financial data and have identified for the registrant's auditors any material weaknesses in internal controls; and b) any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's internal controls; and 6. The registrant's other certifying officers and I have indicated in this report whether or not there were significant changes in internal controls or in other factors that could significantly affect internal controls subsequent to the date of our most recent evaluation, including any corrective actions with regard to significant deficiencies and material weaknesses. Date: November 25, 2002 /s/ Edward D. Bedard - ------------------------ Edward D. Bedard Treasurer -----END PRIVACY-ENHANCED MESSAGE-----