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).