-----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, RtnfnoRgXhG5sTnoO0hF7CVE+kfvhcnrctODj3w0Mn/S0brySaExbcMvhZgdcb2C sC8Rrwmn+HQEk2bOMIu9Iw== 0000950144-03-007725.txt : 20030613 0000950144-03-007725.hdr.sgml : 20030613 20030613152827 ACCESSION NUMBER: 0000950144-03-007725 CONFORMED SUBMISSION TYPE: NSAR-B PUBLIC DOCUMENT COUNT: 12 CONFORMED PERIOD OF REPORT: 20030331 FILED AS OF DATE: 20030613 EFFECTIVENESS DATE: 20030613 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-B SEC ACT: 1940 Act SEC FILE NUMBER: 811-09645 FILM NUMBER: 03743744 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-B 1 answer.fil NATIONS FUNDS TRUST PAGE 1 000 B000000 03/31/2003 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 7043884353 002 A000000 ONE BANK OF AMERICA PLAZA; NC1-002-33-31 002 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 NATIONS 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 Y 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 Y 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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028 E030300 0 028 E040300 2525 028 F010300 490 028 F020300 0 028 F030300 0 028 F040300 1214 028 G010300 6779 028 G020300 0 028 G030300 0 028 G040300 8620 028 H000300 529 029 000300 Y 030 A000300 29 030 B000300 5.75 030 C000300 0.00 031 A000300 4 031 B000300 0 032 000300 0 033 000300 25 034 000300 Y 035 000300 139 036 A000300 N 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 100 042 E000300 0 042 F000300 0 042 G000300 0 042 H000300 0 043 000300 422 044 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 PAGE 22 048 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 0.0 062 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 PAGE 23 067 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 070 Q010300 N 070 Q020300 N 070 R010300 N 070 R020300 N 071 A000300 0 071 B000300 0 071 C000300 0 071 D000300 0 072 A000300 12 072 B000300 18 072 C000300 327 072 D000300 0 072 E000300 11 072 F000300 0 072 G000300 71 PAGE 24 072 H000300 0 072 I000300 32 072 J000300 0 072 K000300 0 072 L000300 60 072 M000300 17 072 N000300 64 072 O000300 0 072 P000300 0 072 Q000300 0 072 R000300 20 072 S000300 48 072 T000300 422 072 U000300 0 072 V000300 0 072 W000300 486 072 X000300 1220 072 Y000300 0 072 Z000300 -863 072AA000300 0 072BB000300 1599 072CC010300 0 072CC020300 5523 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 0 074 D000300 0 074 E000300 0 074 F000300 0 074 G000300 0 074 H000300 0 074 I000300 47640 074 J000300 0 074 K000300 0 074 L000300 26 074 M000300 0 074 N000300 47666 074 O000300 0 074 P000300 5 074 Q000300 0 074 R010300 0 074 R020300 0 074 R030300 0 074 R040300 186 PAGE 25 074 S000300 0 074 T000300 47475 074 U010300 568 074 U020300 7218 074 V010300 6.24 074 V020300 6.19 074 W000300 0.0000 074 X000300 5782 074 Y000300 0 075 A000300 0 075 B000300 54790 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 731 028 A020400 0 028 A030400 0 028 A040400 1558 028 B010400 266 028 B020400 23 028 B030400 0 028 B040400 312 028 C010400 32 028 C020400 23 028 C030400 0 028 C040400 491 028 D010400 752 028 D020400 23 028 D030400 0 028 D040400 633 028 E010400 14 028 E020400 24 028 E030400 0 028 E040400 708 028 F010400 331 028 F020400 46 028 F030400 0 028 F040400 1069 PAGE 26 028 G010400 2126 028 G020400 139 028 G030400 0 028 G040400 4771 028 H000400 0 029 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 0 036 A000400 N 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 14 044 000400 0 045 000400 Y 046 000400 N 047 000400 Y 048 000400 0.500 048 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 PAGE 27 048 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 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 PAGE 28 062 N000400 0.0 062 O000400 98.4 062 P000400 0.0 062 Q000400 0.0 062 R000400 2.1 063 A000400 0 063 B000400 7.1 064 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 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 40493 PAGE 29 071 B000400 43190 071 C000400 96022 071 D000400 42 072 A000400 12 072 B000400 4554 072 C000400 17 072 D000400 0 072 E000400 0 072 F000400 490 072 G000400 215 072 H000400 0 072 I000400 30 072 J000400 7 072 K000400 0 072 L000400 24 072 M000400 17 072 N000400 2 072 O000400 0 072 P000400 0 072 Q000400 0 072 R000400 56 072 S000400 21 072 T000400 14 072 U000400 0 072 V000400 0 072 W000400 14 072 X000400 890 072 Y000400 289 072 Z000400 3970 072AA000400 214 072BB000400 0 072CC010400 2856 072CC020400 0 072DD010400 3788 072DD020400 182 072EE000400 210 073 A010400 0.4200 073 A020400 0.4000 073 B000400 0.0200 073 C000400 0.0000 074 A000400 1 074 B000400 0 074 C000400 0 074 D000400 95409 074 E000400 0 074 F000400 0 074 G000400 0 074 H000400 0 074 I000400 1994 074 J000400 0 074 K000400 0 PAGE 30 074 L000400 1247 074 M000400 0 074 N000400 98651 074 O000400 0 074 P000400 19 074 Q000400 0 074 R010400 0 074 R020400 0 074 R030400 0 074 R040400 1720 074 S000400 0 074 T000400 96912 074 U010400 8581 074 U020400 688 074 V010400 10.46 074 V020400 10.45 074 W000400 0.0000 074 X000400 32 074 Y000400 97403 075 A000400 0 075 B000400 97924 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 N 025 D000501 0 025 D000502 0 025 D000503 0 025 D000504 0 025 D000505 0 025 D000506 0 025 D000507 0 025 D000508 0 028 A010500 7836 028 A020500 0 028 A030500 0 028 A040500 1301 028 B010500 14800 028 B020500 0 028 B030500 0 028 B040500 338 028 C010500 18714 028 C020500 0 028 C030500 0 028 C040500 547 028 D010500 13254 028 D020500 0 PAGE 31 028 D030500 0 028 D040500 685 028 E010500 11485 028 E020500 0 028 E030500 0 028 E040500 697 028 F010500 17767 028 F020500 0 028 F030500 0 028 F040500 1835 028 G010500 83856 028 G020500 0 028 G030500 0 028 G040500 5403 028 H000500 402 029 000500 Y 030 A000500 29 030 B000500 5.75 030 C000500 0.00 031 A000500 5 031 B000500 0 032 000500 0 033 000500 24 034 000500 Y 035 000500 8 036 A000500 N 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 36 044 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 PAGE 32 048 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 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 PAGE 33 067 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 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 Y 070 Q010500 N 070 Q020500 N 070 R010500 N 070 R020500 N 071 A000500 0 071 B000500 0 071 C000500 0 071 D000500 0 072 A000500 12 072 B000500 46 072 C000500 730 072 D000500 0 072 E000500 5 072 F000500 0 072 G000500 46 PAGE 34 072 H000500 0 072 I000500 13 072 J000500 0 072 K000500 0 072 L000500 72 072 M000500 17 072 N000500 42 072 O000500 0 072 P000500 0 072 Q000500 0 072 R000500 20 072 S000500 49 072 T000500 36 072 U000500 0 072 V000500 0 072 W000500 429 072 X000500 724 072 Y000500 120 072 Z000500 177 072AA000500 0 072BB000500 6125 072CC010500 0 072CC020500 1658 072DD010500 0 072DD020500 0 072EE000500 0 073 A010500 0.0000 073 A020500 0.0000 073 B000500 0.0000 073 C000500 0.0000 074 A000500 0 074 B000500 0 074 C000500 0 074 D000500 0 074 E000500 0 074 F000500 0 074 G000500 0 074 H000500 0 074 I000500 100204 074 J000500 0 074 K000500 0 074 L000500 958 074 M000500 0 074 N000500 101162 074 O000500 0 074 P000500 9 074 Q000500 0 074 R010500 0 074 R020500 0 074 R030500 0 074 R040500 137 PAGE 35 074 S000500 0 074 T000500 101016 074 U010500 13626 074 U020500 865 074 V010500 6.98 074 V020500 6.93 074 W000500 0.0000 074 X000500 589 074 Y000500 0 075 A000500 0 075 B000500 38249 076 000500 0.00 015 A000601 BANK OF NEW YORK 015 B000601 C 015 C010601 NEW YORK 015 C020601 NY 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 6521 028 A020600 0 028 A030600 0 028 A040600 9131 028 B010600 4535 028 B020600 188 028 B030600 0 028 B040600 5783 028 C010600 4679 028 C020600 172 028 C030600 0 028 C040600 10456 028 D010600 3756 028 D020600 178 028 D030600 0 028 D040600 8272 028 E010600 3651 028 E020600 154 028 E030600 0 028 E040600 9261 028 F010600 2853 028 F020600 307 028 F030600 0 028 F040600 10273 PAGE 36 028 G010600 25995 028 G020600 999 028 G030600 0 028 G040600 53176 028 H000600 2487 029 000600 Y 030 A000600 208 030 B000600 4.75 030 C000600 0.00 031 A000600 26 031 B000600 0 032 000600 0 033 000600 182 034 000600 Y 035 000600 154 036 A000600 N 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 755 044 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 PAGE 37 048 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 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 3.1 062 D000600 0.0 062 E000600 0.0 062 F000600 0.0 062 G000600 0.0 062 H000600 0.0 062 I000600 0.0 062 J000600 0.0 062 K000600 0.0 062 L000600 0.0 062 M000600 35.2 PAGE 38 062 N000600 17.1 062 O000600 0.0 062 P000600 40.6 062 Q000600 0.0 062 R000600 36.8 063 A000600 0 063 B000600 7.4 064 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 070 B010600 Y 070 B020600 N 070 C010600 Y 070 C020600 Y 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 576318 PAGE 39 071 B000600 441280 071 C000600 225449 071 D000600 196 072 A000600 12 072 B000600 9381 072 C000600 756 072 D000600 0 072 E000600 32 072 F000600 1320 072 G000600 602 072 H000600 0 072 I000600 85 072 J000600 30 072 K000600 0 072 L000600 39 072 M000600 16 072 N000600 46 072 O000600 0 072 P000600 0 072 Q000600 0 072 R000600 34 072 S000600 96 072 T000600 755 072 U000600 0 072 V000600 0 072 W000600 33 072 X000600 3056 072 Y000600 364 072 Z000600 7477 072AA000600 14599 072BB000600 0 072CC010600 10869 072CC020600 0 072DD010600 4669 072DD020600 2803 072EE000600 0 073 A010600 0.3100 073 A020600 0.2900 073 B000600 0.0000 073 C000600 0.0000 074 A000600 9 074 B000600 0 074 C000600 7965 074 D000600 238496 074 E000600 0 074 F000600 0 074 G000600 0 074 H000600 0 074 I000600 94572 074 J000600 731 074 K000600 0 PAGE 40 074 L000600 2284 074 M000600 1137 074 N000600 345194 074 O000600 42308 074 P000600 126 074 Q000600 0 074 R010600 0 074 R020600 0 074 R030600 73 074 R040600 45845 074 S000600 0 074 T000600 256842 074 U010600 12294 074 U020600 11634 074 V010600 10.74 074 V020600 10.72 074 W000600 0.0000 074 X000600 4984 074 Y000600 255542 075 A000600 0 075 B000600 273772 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 954 025 A000702 CITIGROUP INC. 025 C000702 E 025 D000702 3981 025 A000703 COMERCIA INC. 025 C000703 E 025 D000703 972 025 A000704 FLEETBOSTON FINANCIAL CORPORATION 025 C000704 E 025 D000704 1433 025 A000705 HIBERNIA CORPORATION, CLASS A 025 C000705 E 025 D000705 397 025 A000706 SOVEREIGN BANCORP,INC. 025 C000706 E 025 D000706 506 025 A000707 BANK ONE CORPORATION 025 C000707 E 025 D000707 784 025 A000708 US BANCORP PAGE 41 025 C000708 E 025 D000708 751 025 A000709 WASHINGTON MUTUAL, INC. 025 C000709 E 025 D000709 1991 025 A000710 ZIONS BANCORPORATION 025 C000710 E 025 D000710 598 025 A000711 MERRILL LYNCH & COMPANY, INC. 025 C000711 E 025 D000711 2182 025 A000712 MORGAN STANLEY 025 C000712 E 025 D000712 919 025 A000713 AMSOUTH BANK NA 025 C000713 D 025 D000713 133 025 A000714 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025 C000733 D 025 D000733 302 025 A000734 GOLDMAN SACHS GROUP, INC. 025 C000734 D 025 D000734 201 025 A000735 LEHMAN BROTHERS HOLDINGS INC. 025 C000735 D 025 D000735 174 025 A000736 MERRILL LYNCH & COMPANY, INC. 025 C000736 D 025 D000736 209 025 A000737 MORGAN STANLEY 025 C000737 D 025 D000737 406 025 D000738 0 025 D000739 0 025 D000740 0 028 A010700 6148 028 A020700 0 028 A030700 0 028 A040700 19997 028 B010700 4657 028 B020700 0 028 B030700 0 028 B040700 13156 028 C010700 6522 028 C020700 1284 PAGE 43 028 C030700 0 028 C040700 16117 028 D010700 6028 028 D020700 0 028 D030700 0 028 D040700 19470 028 E010700 8465 028 E020700 0 028 E030700 0 028 E040700 23526 028 F010700 16475 028 F020700 363 028 F030700 0 028 F040700 46117 028 G010700 48295 028 G020700 1647 028 G030700 0 028 G040700 138383 028 H000700 239 029 000700 Y 030 A000700 40 030 B000700 5.75 030 C000700 0.00 031 A000700 6 031 B000700 0 032 000700 0 033 000700 34 034 000700 Y 035 000700 177 036 A000700 N 036 B000700 0 037 000700 N 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 1372 044 000700 0 045 000700 Y 046 000700 N 047 000700 Y 048 000700 0.650 048 A010700 0 PAGE 44 048 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 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 PAGE 45 062 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 070 B010700 Y 070 B020700 Y 070 C010700 Y 070 C020700 Y 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 PAGE 46 070 K020700 Y 070 L010700 Y 070 L020700 Y 070 M010700 Y 070 M020700 Y 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 919024 071 B000700 1034089 071 C000700 291861 071 D000700 315 072 A000700 12 072 B000700 5196 072 C000700 3469 072 D000700 0 072 E000700 17 072 F000700 1944 072 G000700 688 072 H000700 0 072 I000700 100 072 J000700 31 072 K000700 0 072 L000700 178 072 M000700 16 072 N000700 60 072 O000700 0 072 P000700 0 072 Q000700 0 072 R000700 29 072 S000700 55 072 T000700 1372 072 U000700 0 072 V000700 0 072 W000700 15 072 X000700 4488 072 Y000700 1 072 Z000700 4195 072AA000700 0 072BB000700 40246 072CC010700 0 072CC020700 23813 072DD010700 713 072DD020700 3625 072EE000700 0 073 A010700 0.3400 PAGE 47 073 A020700 0.2900 073 B000700 0.0000 073 C000700 0.0000 074 A000700 0 074 B000700 0 074 C000700 0 074 D000700 64614 074 E000700 0 074 F000700 126270 074 G000700 0 074 H000700 0 074 I000700 41748 074 J000700 19580 074 K000700 0 074 L000700 1791 074 M000700 2 074 N000700 254005 074 O000700 28558 074 P000700 163 074 Q000700 0 074 R010700 0 074 R020700 0 074 R030700 25 074 R040700 27398 074 S000700 0 074 T000700 197861 074 U010700 2163 074 U020700 9910 074 V010700 16.42 074 V020700 16.44 074 W000700 0.0000 074 X000700 12686 074 Y000700 209601 075 A000700 0 075 B000700 298788 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 7447 025 A000802 J.P. MORGAN CHASE & COMPANY 025 C000802 E 025 D000802 6527 025 D000803 0 025 D000804 0 PAGE 48 025 D000805 0 025 D000806 0 025 D000807 0 025 D000808 0 028 A010800 19802 028 A020800 0 028 A030800 0 028 A040800 10851 028 B010800 12862 028 B020800 1943 028 B030800 0 028 B040800 11249 028 C010800 9787 028 C020800 334 028 C030800 0 028 C040800 16152 028 D010800 14975 028 D020800 0 028 D030800 0 028 D040800 14173 028 E010800 15574 028 E020800 0 028 E030800 0 028 E040800 21579 028 F010800 23384 028 F020800 0 028 F030800 0 028 F040800 26571 028 G010800 96384 028 G020800 2277 028 G030800 0 028 G040800 100575 028 H000800 1092 029 000800 Y 030 A000800 189 030 B000800 5.75 030 C000800 0.00 031 A000800 31 031 B000800 0 032 000800 0 033 000800 158 034 000800 Y 035 000800 128 036 A000800 N 036 B000800 0 037 000800 N 038 000800 0 039 000800 N 040 000800 Y 041 000800 Y 042 A000800 0 PAGE 49 042 B000800 0 042 C000800 0 042 D000800 100 042 E000800 0 042 F000800 0 042 G000800 0 042 H000800 0 043 000800 783 044 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 0 048 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 PAGE 50 054 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 0.0 062 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 PAGE 51 070 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 256744 071 B000800 139133 071 C000800 362302 071 D000800 38 072 A000800 12 072 B000800 0 072 C000800 8734 072 D000800 0 072 E000800 63 072 F000800 2421 072 G000800 857 072 H000800 0 072 I000800 146 072 J000800 26 072 K000800 0 072 L000800 62 072 M000800 17 072 N000800 55 072 O000800 0 072 P000800 2 PAGE 52 072 Q000800 0 072 R000800 30 072 S000800 51 072 T000800 783 072 U000800 0 072 V000800 0 072 W000800 16 072 X000800 4466 072 Y000800 1 072 Z000800 4332 072AA000800 0 072BB000800 469 072CC010800 0 072CC020800 163167 072DD010800 3408 072DD020800 334 072EE000800 18946 073 A010800 0.1000 073 A020800 0.0800 073 B000800 0.4900 073 C000800 0.0000 074 A000800 0 074 B000800 0 074 C000800 0 074 D000800 0 074 E000800 0 074 F000800 315252 074 G000800 0 074 H000800 0 074 I000800 41498 074 J000800 0 074 K000800 0 074 L000800 1246 074 M000800 0 074 N000800 357996 074 O000800 0 074 P000800 245 074 Q000800 0 074 R010800 0 074 R020800 0 074 R030800 0 074 R040800 41340 074 S000800 0 074 T000800 316411 074 U010800 31868 074 U020800 10292 074 V010800 7.51 074 V020800 7.51 074 W000800 0.0000 074 X000800 5352 074 Y000800 316598 PAGE 53 075 A000800 0 075 B000800 371695 076 000800 0.00 028 A010900 25 028 A020900 0 028 A030900 0 028 A040900 15 028 B010900 4 028 B020900 0 028 B030900 0 028 B040900 13 028 C010900 0 028 C020900 14 028 C030900 0 028 C040900 4 028 D010900 27 028 D020900 0 028 D030900 0 028 D040900 0 028 E010900 5 028 E020900 0 028 E030900 0 028 E040900 14 028 F010900 0 028 F020900 0 028 F030900 0 028 F040900 4430 028 G010900 61 028 G020900 14 028 G030900 0 028 G040900 4476 028 H000900 29 029 000900 Y 030 A000900 1 030 B000900 0.00 030 C000900 0.00 031 A000900 0 031 B000900 0 032 000900 0 033 000900 1 034 000900 Y 035 000900 1 036 A000900 N 036 B000900 0 037 000900 N 038 000900 0 039 000900 N 040 000900 Y 041 000900 Y 042 A000900 0 042 B000900 0 PAGE 54 042 C000900 0 042 D000900 100 042 E000900 0 042 F000900 0 042 G000900 0 042 H000900 0 043 000900 0 044 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 0.000 048 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 PAGE 55 054 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 061 000900 0 062 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 0.0 062 Q000900 0.0 062 R000900 0.0 063 A000900 0 063 B000900 0.0 071 A000900 0 071 B000900 0 071 C000900 0 071 D000900 0 072 A000900 0 072 B000900 0 072 C000900 0 072 D000900 0 072 E000900 0 072 F000900 0 072 G000900 0 072 H000900 0 072 I000900 0 072 J000900 0 072 K000900 0 072 L000900 0 072 M000900 0 072 N000900 0 072 O000900 0 072 P000900 0 072 Q000900 0 PAGE 56 072 R000900 0 072 S000900 0 072 T000900 0 072 U000900 0 072 V000900 0 072 W000900 0 072 X000900 0 072 Y000900 0 072 Z000900 0 072AA000900 0 072BB000900 0 072CC010900 0 072CC020900 0 072DD010900 0 072DD020900 0 072EE000900 0 073 A010900 0.0000 073 A020900 0.0000 073 B000900 0.0000 073 C000900 0.0000 074 A000900 0 074 B000900 0 074 C000900 0 074 D000900 0 074 E000900 0 074 F000900 0 074 G000900 0 074 H000900 0 074 I000900 0 074 J000900 0 074 K000900 0 074 L000900 0 074 M000900 0 074 N000900 0 074 O000900 0 074 P000900 0 074 Q000900 0 074 R010900 0 074 R020900 0 074 R030900 0 074 R040900 0 074 S000900 0 074 T000900 0 074 U010900 0 074 U020900 0 074 V010900 0.00 074 V020900 0.00 074 W000900 0.0000 074 X000900 0 074 Y000900 0 075 A000900 0 PAGE 57 075 B000900 0 076 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 MITSUBISHI TOKYO FINANCIAL GROUP INC. 025 C001001 E 025 D001001 1203 025 A001002 SUMITOMO MITSUI FINANCIAL GROUP, INC. 025 C001002 E 025 D001002 654 025 A001003 ABN AMRO HOLDING NV 025 C001003 E 025 D001003 1261 025 A001004 BANCO BILBAO VIZCAYA ARGENTARIA SA 025 C001004 E 025 D001004 2625 025 A001005 ZURICH FINANCIAL SERVICES 025 C001005 E 025 D001005 5616 025 A001006 FLEETBOSTON FINANCIAL CORPORATION 025 C001006 E 025 D001006 2538 025 A001007 HSBC HOLDINGS PLC 025 C001007 E 025 D001007 1282 025 A001008 J.P. MORGAN CHASE & COMPANY 025 C001008 E 025 D001008 2606 025 A001009 DELETE 025 D001009 0 025 A001010 DELETE 025 D001010 0 025 D001011 0 025 D001012 0 025 D001013 0 025 D001014 0 025 D001015 0 025 D001016 0 028 A011000 6027 028 A021000 0 028 A031000 0 028 A041000 3621 028 B011000 8538 028 B021000 782 028 B031000 0 028 B041000 3356 PAGE 58 028 C011000 13493 028 C021000 153 028 C031000 0 028 C041000 5236 028 D011000 6122 028 D021000 0 028 D031000 0 028 D041000 5770 028 E011000 3465 028 E021000 0 028 E031000 0 028 E041000 4451 028 F011000 4698 028 F021000 0 028 F031000 0 028 F041000 3482 028 G011000 42343 028 G021000 935 028 G031000 0 028 G041000 25916 028 H001000 2190 029 001000 Y 030 A001000 334 030 B001000 5.75 030 C001000 0.00 031 A001000 52 031 B001000 0 032 001000 0 033 001000 282 034 001000 Y 035 001000 67 036 A001000 N 036 B001000 0 037 001000 Y 038 001000 31 039 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 705 044 001000 0 045 001000 Y 046 001000 N 047 001000 Y PAGE 59 048 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 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 PAGE 60 060 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 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 PAGE 61 070 I021000 N 070 J011000 Y 070 J021000 Y 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 128474 071 B001000 22854 071 C001000 154723 071 D001000 15 072 A001000 12 072 B001000 0 072 C001000 3623 072 D001000 0 072 E001000 57 072 F001000 1462 072 G001000 374 072 H001000 0 072 I001000 138 072 J001000 31 072 K001000 0 072 L001000 107 072 M001000 16 072 N001000 57 072 O001000 0 072 P001000 0 072 Q001000 0 072 R001000 28 072 S001000 50 072 T001000 705 072 U001000 0 072 V001000 0 072 W001000 10 072 X001000 2978 072 Y001000 0 072 Z001000 702 072AA001000 1452 072BB001000 0 PAGE 62 072CC011000 0 072CC021000 60374 072DD011000 315 072DD021000 153 072EE001000 2857 073 A011000 0.0400 073 A021000 0.0300 073 B001000 0.1600 073 C001000 0.0000 074 A001000 79 074 B001000 0 074 C001000 0 074 D001000 0 074 E001000 0 074 F001000 161687 074 G001000 0 074 H001000 0 074 I001000 32336 074 J001000 0 074 K001000 8 074 L001000 860 074 M001000 0 074 N001000 194970 074 O001000 0 074 P001000 127 074 Q001000 0 074 R011000 0 074 R021000 0 074 R031000 0 074 R041000 30291 074 S001000 0 074 T001000 164552 074 U011000 7956 074 U021000 15009 074 V011000 7.21 074 V021000 7.18 074 W001000 0.0000 074 X001000 6338 074 Y001000 164600 075 A001000 0 075 B001000 162194 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 PAGE 63 025 D001103 0 025 D001104 0 025 D001105 0 025 D001106 0 025 D001107 0 025 D001108 0 028 A011100 72396 028 A021100 0 028 A031100 0 028 A041100 46328 028 B011100 53531 028 B021100 0 028 B031100 0 028 B041100 29754 028 C011100 52511 028 C021100 0 028 C031100 0 028 C041100 33612 028 D011100 60760 028 D021100 0 028 D031100 0 028 D041100 41967 028 E011100 52497 028 E021100 0 028 E031100 0 028 E041100 61407 028 F011100 54492 028 F021100 0 028 F031100 0 028 F041100 36807 028 G011100 346187 028 G021100 0 028 G031100 0 028 G041100 249875 028 H001100 8187 029 001100 Y 030 A001100 792 030 B001100 5.75 030 C001100 0.00 031 A001100 119 031 B001100 0 032 001100 0 033 001100 673 034 001100 Y 035 001100 1795 036 A001100 Y 036 B001100 0 037 001100 N 038 001100 0 039 001100 N 040 001100 Y PAGE 64 041 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 8565 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 0 048 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 PAGE 65 062 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 Y 070 A021100 N 070 B011100 Y 070 B021100 N 070 C011100 Y 070 C021100 N 070 D011100 Y 070 D021100 N 070 E011100 Y 070 E021100 N 070 F011100 Y 070 F021100 N 070 G011100 Y 070 G021100 N 070 H011100 Y 070 H021100 N 070 I011100 Y 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 PAGE 66 070 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 12 072 B001100 771 072 C001100 11383 072 D001100 0 072 E001100 258 072 F001100 0 072 G001100 2068 072 H001100 0 072 I001100 1414 072 J001100 0 072 K001100 0 072 L001100 419 072 M001100 17 072 N001100 79 072 O001100 0 072 P001100 0 072 Q001100 0 072 R001100 16 072 S001100 64 072 T001100 8565 072 U001100 0 072 V001100 0 072 W001100 13799 072 X001100 26441 072 Y001100 0 072 Z001100 -14029 072AA001100 0 072BB001100 142705 072CC011100 0 072CC021100 197263 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 PAGE 67 074 B001100 0 074 C001100 0 074 D001100 0 074 E001100 0 074 F001100 0 074 G001100 0 074 H001100 0 074 I001100 1559122 074 J001100 4555 074 K001100 0 074 L001100 0 074 M001100 0 074 N001100 1563677 074 O001100 0 074 P001100 169 074 Q001100 0 074 R011100 0 074 R021100 0 074 R031100 0 074 R041100 3730 074 S001100 0 074 T001100 1559778 074 U011100 30036 074 U021100 94333 074 V011100 12.81 074 V021100 12.70 074 W001100 0.0000 074 X001100 90615 074 Y001100 0 075 A001100 0 075 B001100 1590112 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 72221 028 A021200 0 028 A031200 0 028 A041200 19679 PAGE 68 028 B011200 34131 028 B021200 0 028 B031200 0 028 B041200 9909 028 C011200 27705 028 C021200 0 028 C031200 0 028 C041200 17444 028 D011200 35482 028 D021200 0 028 D031200 0 028 D041200 11686 028 E011200 22963 028 E021200 0 028 E031200 0 028 E041200 18889 028 F011200 44575 028 F021200 0 028 F031200 0 028 F041200 16533 028 G011200 237077 028 G021200 0 028 G031200 0 028 G041200 94140 028 H001200 2439 029 001200 Y 030 A001200 214 030 B001200 5.75 030 C001200 0.00 031 A001200 33 031 B001200 0 032 001200 0 033 001200 181 034 001200 Y 035 001200 568 036 A001200 N 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 2660 PAGE 69 044 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 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 PAGE 70 062 R001200 0.0 063 A001200 0 063 B001200 0.0 066 A001200 Y 066 B001200 N 066 C001200 N 066 D001200 Y 066 E001200 N 066 F001200 N 066 G001200 N 067 001200 N 068 A001200 N 068 B001200 N 069 001200 N 070 A011200 Y 070 A021200 N 070 B011200 Y 070 B021200 N 070 C011200 Y 070 C021200 N 070 D011200 Y 070 D021200 N 070 E011200 Y 070 E021200 N 070 F011200 Y 070 F021200 N 070 G011200 Y 070 G021200 N 070 H011200 Y 070 H021200 N 070 I011200 Y 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 PAGE 71 071 B001200 0 071 C001200 0 071 D001200 0 072 A001200 12 072 B001200 599 072 C001200 3550 072 D001200 0 072 E001200 73 072 F001200 0 072 G001200 668 072 H001200 0 072 I001200 513 072 J001200 0 072 K001200 0 072 L001200 199 072 M001200 17 072 N001200 67 072 O001200 0 072 P001200 0 072 Q001200 0 072 R001200 40 072 S001200 32 072 T001200 2660 072 U001200 0 072 V001200 0 072 W001200 4493 072 X001200 8689 072 Y001200 0 072 Z001200 -4467 072AA001200 0 072BB001200 55290 072CC011200 0 072CC021200 54489 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 578153 074 J001200 0 074 K001200 0 PAGE 72 074 L001200 3132 074 M001200 0 074 N001200 581285 074 O001200 0 074 P001200 61 074 Q001200 0 074 R011200 0 074 R021200 0 074 R031200 0 074 R041200 1603 074 S001200 0 074 T001200 579621 074 U011200 8908 074 U021200 40504 074 V011200 11.95 074 V021200 11.86 074 W001200 0.0000 074 X001200 21411 074 Y001200 0 075 A001200 0 075 B001200 513279 076 001200 0.00 015 A001301 BANK OF AMERICA, N.A. 015 B001301 C 015 C011301 CHARLOTTE 015 C021301 NC 015 C031301 28255 015 E031301 X 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 5370 028 A021300 0 028 A031300 0 028 A041300 2004 028 B011300 5405 028 B021300 140 028 B031300 0 028 B041300 1335 028 C011300 4888 028 C021300 710 028 C031300 0 028 C041300 661 028 D011300 5364 028 D021300 2 PAGE 73 028 D031300 0 028 D041300 1885 028 E011300 6529 028 E021300 0 028 E031300 0 028 E041300 1883 028 F011300 13563 028 F021300 124 028 F031300 0 028 F041300 1771 028 G011300 41119 028 G021300 976 028 G031300 0 028 G041300 9539 028 H001300 3349 029 001300 Y 030 A001300 275 030 B001300 5.75 030 C001300 0.00 031 A001300 46 031 B001300 0 032 001300 0 033 001300 229 034 001300 Y 035 001300 90 036 A001300 N 036 B001300 0 037 001300 N 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 312 044 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 PAGE 74 048 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 Y 054 E001300 Y 054 F001300 Y 054 G001300 Y 054 H001300 Y 054 I001300 Y 054 J001300 Y 054 K001300 Y 054 L001300 Y 054 M001300 Y 054 N001300 Y 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 PAGE 75 062 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 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 PAGE 76 070 P021300 N 070 Q011300 Y 070 Q021300 N 070 R011300 Y 070 R021300 N 071 A001300 72579 071 B001300 21297 071 C001300 63140 071 D001300 34 072 A001300 12 072 B001300 0 072 C001300 1868 072 D001300 0 072 E001300 0 072 F001300 158 072 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 0 072 T001300 312 072 U001300 0 072 V001300 0 072 W001300 0 072 X001300 470 072 Y001300 0 072 Z001300 1398 072AA001300 461 072BB001300 0 072CC011300 0 072CC021300 4258 072DD011300 713 072DD021300 774 072EE001300 197 073 A011300 0.2600 073 A021300 0.2400 073 B001300 0.0300 073 C001300 0.0000 074 A001300 0 074 B001300 0 074 C001300 0 074 D001300 0 074 E001300 0 PAGE 77 074 F001300 0 074 G001300 0 074 H001300 0 074 I001300 92646 074 J001300 0 074 K001300 0 074 L001300 929 074 M001300 0 074 N001300 93575 074 O001300 0 074 P001300 50 074 Q001300 0 074 R011300 0 074 R021300 0 074 R031300 0 074 R041300 211 074 S001300 0 074 T001300 93314 074 U011300 3465 074 U021300 6210 074 V011300 9.62 074 V021300 9.67 074 W001300 0.0000 074 X001300 2781 074 Y001300 0 075 A001300 0 075 B001300 63039 076 001300 0.00 015 A001401 BANK OF AMERICA, N.A. 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 3992 028 A021400 0 028 A031400 0 028 A041400 2635 028 B011400 5142 028 B021400 0 028 B031400 0 028 B041400 1548 PAGE 78 028 C011400 4985 028 C021400 219 028 C031400 0 028 C041400 1220 028 D011400 4824 028 D021400 0 028 D031400 0 028 D041400 1918 028 E011400 5569 028 E021400 0 028 E031400 0 028 E041400 2774 028 F011400 7694 028 F021400 0 028 F031400 0 028 F041400 2749 028 G011400 32206 028 G021400 219 028 G031400 0 028 G041400 12844 028 H001400 4334 029 001400 Y 030 A001400 420 030 B001400 5.75 030 C001400 0.00 031 A001400 62 031 B001400 0 032 001400 0 033 001400 358 034 001400 Y 035 001400 141 036 A001400 N 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 401 044 001400 0 045 001400 Y 046 001400 N 047 001400 Y PAGE 79 048 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 054 A001400 Y 054 B001400 Y 054 C001400 Y 054 D001400 Y 054 E001400 Y 054 F001400 Y 054 G001400 Y 054 H001400 Y 054 I001400 Y 054 J001400 Y 054 K001400 Y 054 L001400 Y 054 M001400 Y 054 N001400 Y 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 PAGE 80 061 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 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 PAGE 81 070 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 52183 071 B001400 15489 071 C001400 117892 071 D001400 13 072 A001400 12 072 B001400 0 072 C001400 851 072 D001400 0 072 E001400 0 072 F001400 294 072 G001400 0 072 H001400 0 072 I001400 0 072 J001400 0 072 K001400 0 072 L001400 0 072 M001400 0 072 N001400 0 072 O001400 0 072 P001400 0 072 Q001400 0 072 R001400 0 072 S001400 0 072 T001400 401 072 U001400 0 072 V001400 0 072 W001400 0 072 X001400 695 072 Y001400 0 072 Z001400 156 072AA001400 0 072BB001400 5854 072CC011400 0 072CC021400 31534 072DD011400 205 072DD021400 27 072EE001400 0 073 A011400 0.0300 073 A021400 0.0100 073 B001400 0.0000 PAGE 82 073 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 122949 074 J001400 0 074 K001400 0 074 L001400 466 074 M001400 0 074 N001400 123415 074 O001400 0 074 P001400 74 074 Q001400 0 074 R011400 0 074 R021400 0 074 R031400 0 074 R041400 169 074 S001400 0 074 T001400 123172 074 U011400 7929 074 U021400 7970 074 V011400 7.82 074 V021400 7.82 074 W001400 0.0000 074 X001400 8714 074 Y001400 0 075 A001400 0 075 B001400 117405 076 001400 0.00 015 A001501 BANK OF AMERICA, N.A. 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 12254 028 A021500 0 PAGE 83 028 A031500 0 028 A041500 11184 028 B011500 11204 028 B021500 0 028 B031500 0 028 B041500 3997 028 C011500 13054 028 C021500 2995 028 C031500 0 028 C041500 3522 028 D011500 14394 028 D021500 4 028 D031500 0 028 D041500 5148 028 E011500 12568 028 E021500 0 028 E031500 0 028 E041500 5552 028 F011500 21279 028 F021500 330 028 F031500 0 028 F041500 5399 028 G011500 84753 028 G021500 3329 028 G031500 0 028 G041500 34802 028 H001500 13629 029 001500 Y 030 A001500 939 030 B001500 5.75 030 C001500 0.00 031 A001500 147 031 B001500 0 032 001500 0 033 001500 792 034 001500 Y 035 001500 250 036 A001500 N 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 PAGE 84 042 H001500 0 043 001500 682 044 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 0 048 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 Y 054 E001500 Y 054 F001500 Y 054 G001500 Y 054 H001500 Y 054 I001500 Y 054 J001500 Y 054 K001500 Y 054 L001500 Y 054 M001500 Y 054 N001500 Y 054 O001500 Y 055 A001500 N 055 B001500 N PAGE 85 056 001500 Y 057 001500 N 058 A001500 N 059 001500 Y 060 A001500 Y 060 B001500 Y 061 001500 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 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 PAGE 86 070 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 157107 071 B001500 66342 071 C001500 253899 071 D001500 26 072 A001500 12 072 B001500 0 072 C001500 5681 072 D001500 0 072 E001500 0 072 F001500 633 072 G001500 0 072 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 682 072 U001500 0 072 V001500 0 072 W001500 0 072 X001500 1315 072 Y001500 0 072 Z001500 4366 072AA001500 0 072BB001500 749 072CC011500 0 072CC021500 40408 PAGE 87 072DD011500 3800 072DD021500 1566 072EE001500 0 073 A011500 0.2100 073 A021500 0.1900 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 291375 074 J001500 0 074 K001500 0 074 L001500 1138 074 M001500 0 074 N001500 292513 074 O001500 0 074 P001500 170 074 Q001500 0 074 R011500 0 074 R021500 0 074 R031500 0 074 R041500 393 074 S001500 0 074 T001500 291950 074 U011500 18049 074 U021500 15211 074 V011500 8.77 074 V021500 8.79 074 W001500 0.0000 074 X001500 8816 074 Y001500 0 075 A001500 0 075 B001500 253121 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 833 025 A001602 CITIGROUP INC. PAGE 88 025 C001602 E 025 D001602 3500 025 A001603 COMERICA INC. 025 C001603 E 025 D001603 989 025 A001604 FLEETBOSTON FINANCIAL CORPORATION 025 C001604 E 025 D001604 1949 025 A001605 US BANCORP 025 C001605 E 025 D001605 834 025 A001606 WACHOVIA CORPORATION 025 C001606 E 025 D001606 2334 025 A001607 WELLS FARGO & COMPANY 025 C001607 E 025 D001607 1539 025 A001608 GOLDMAN SACHS GROUP, INC. 025 C001608 E 025 D001608 762 025 A001609 MERRILL LYNCH & COMPANY,INC. 025 C001609 E 025 D001609 1176 025 A001610 MORGAN STANLEY DEAN WITTER & COMPANY 025 C001610 E 025 D001610 1035 025 A001611 PRUDENTIAL FINANCIAL, INC. 025 C001611 E 025 D001611 686 025 D001612 0 025 D001613 0 025 D001614 0 025 D001615 0 025 D001616 0 028 A011600 37291 028 A021600 0 028 A031600 0 028 A041600 320 028 B011600 5813 028 B021600 0 028 B031600 0 028 B041600 1580 028 C011600 5577 028 C021600 119 028 C031600 0 028 C041600 5631 028 D011600 9197 028 D021600 0 028 D031600 0 028 D041600 2335 028 E011600 6083 PAGE 89 028 E021600 0 028 E031600 0 028 E041600 3139 028 F011600 5812 028 F021600 88 028 F031600 0 028 F041600 2390 028 G011600 69773 028 G021600 207 028 G031600 0 028 G041600 15395 028 H001600 184 029 001600 Y 030 A001600 20 030 B001600 5.75 030 C001600 0.00 031 A001600 3 031 B001600 0 032 001600 0 033 001600 17 034 001600 Y 035 001600 1 036 A001600 N 036 B001600 0 037 001600 N 038 001600 0 039 001600 N 040 001600 Y 041 001600 Y 042 A001600 0 042 B001600 0 042 C001600 0 042 D001600 100 042 E001600 0 042 F001600 0 042 G001600 0 042 H001600 0 043 001600 56 044 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 PAGE 90 048 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 054 J001600 Y 054 K001600 N 054 L001600 Y 054 M001600 Y 054 N001600 N 054 O001600 Y 055 A001600 Y 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 PAGE 91 062 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 Y 070 C011600 Y 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 PAGE 92 070 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 98186 071 B001600 30264 071 C001600 43660 071 D001600 69 072 A001600 12 072 B001600 1 072 C001600 1142 072 D001600 0 072 E001600 0 072 F001600 292 072 G001600 103 072 H001600 0 072 I001600 14 072 J001600 16 072 K001600 0 072 L001600 50 072 M001600 17 072 N001600 40 072 O001600 0 072 P001600 0 072 Q001600 0 072 R001600 21 072 S001600 44 072 T001600 56 072 U001600 0 072 V001600 0 072 W001600 4 072 X001600 657 072 Y001600 123 072 Z001600 609 072AA001600 0 072BB001600 4976 072CC011600 0 072CC021600 5648 072DD011600 294 072DD021600 215 072EE001600 33 073 A011600 0.0900 073 A021600 0.0700 073 B001600 0.0200 073 C001600 0.0000 PAGE 93 074 A001600 0 074 B001600 0 074 C001600 0 074 D001600 0 074 E001600 0 074 F001600 74685 074 G001600 0 074 H001600 0 074 I001600 2509 074 J001600 336 074 K001600 15 074 L001600 855 074 M001600 0 074 N001600 78400 074 O001600 0 074 P001600 42 074 Q001600 0 074 R011600 0 074 R021600 0 074 R031600 0 074 R041600 217 074 S001600 0 074 T001600 78141 074 U011600 3987 074 U021600 6188 074 V011600 7.68 074 V021600 7.68 074 W001600 0.0000 074 X001600 3670 074 Y001600 77194 075 A001600 0 075 B001600 44852 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 6671 025 A001702 COMERICA INC. 025 C001702 E 025 D001702 6219 025 A001703 COMPASS BANCSHARES, INC. 025 C001703 E 025 D001703 5904 025 A001704 HIBERNIA CORPORATION, CLASS A 025 C001704 E PAGE 94 025 D001704 4493 025 A001705 MERCANTILE BANKSHARES CORPORATION 025 C001705 E 025 D001705 2576 025 A001706 SOVEREIGN BANCORP, INC. 025 C001706 E 025 D001706 5356 025 A001707 ZIONS BANCORPORATION 025 C001707 E 025 D001707 4935 025 A001708 AMBAC FINANCIAL GROUP,INC. 025 C001708 E 025 D001708 3879 025 A001709 A.G. EDWARDS, INC. 025 C001709 E 025 D001709 3494 025 A001710 LEGG MASON, INC. 025 C001710 E 025 D001710 2929 025 A001711 LEHMAN BROTHERS HOLDINGS INC. 025 C001711 E 025 D001711 1507 025 D001712 0 025 D001713 0 025 D001714 0 025 D001715 0 025 D001716 0 028 A011700 17517 028 A021700 0 028 A031700 0 028 A041700 5256 028 B011700 17736 028 B021700 0 028 B031700 0 028 B041700 4708 028 C011700 16946 028 C021700 113 028 C031700 0 028 C041700 8737 028 D011700 16152 028 D021700 0 028 D031700 0 028 D041700 5851 028 E011700 33221 028 E021700 0 028 E031700 0 028 E041700 4383 028 F011700 22442 028 F021700 60 028 F031700 0 028 F041700 3509 PAGE 95 028 G011700 124014 028 G021700 173 028 G031700 0 028 G041700 32444 028 H001700 325 029 001700 Y 030 A001700 35 030 B001700 5.75 030 C001700 0.00 031 A001700 6 031 B001700 0 032 001700 0 033 001700 29 034 001700 Y 035 001700 5 036 A001700 N 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 24 044 001700 0 045 001700 Y 046 001700 N 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 PAGE 96 048 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 Y 053 B001700 Y 053 C001700 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 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 PAGE 97 062 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 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 PAGE 98 070 Q021700 N 070 R011700 Y 070 R021700 N 071 A001700 430042 071 B001700 193020 071 C001700 197530 071 D001700 98 072 A001700 12 072 B001700 60 072 C001700 4595 072 D001700 0 072 E001700 0 072 F001700 1537 072 G001700 565 072 H001700 0 072 I001700 60 072 J001700 25 072 K001700 0 072 L001700 54 072 M001700 14 072 N001700 41 072 O001700 0 072 P001700 0 072 Q001700 0 072 R001700 29 072 S001700 47 072 T001700 24 072 U001700 0 072 V001700 0 072 W001700 10 072 X001700 2406 072 Y001700 1 072 Z001700 2250 072AA001700 0 072BB001700 20984 072CC011700 0 072CC021700 25133 072DD011700 1835 072DD021700 21 072EE001700 218 073 A011700 0.0700 073 A021700 0.0500 073 B001700 0.0200 073 C001700 0.0000 074 A001700 0 074 B001700 0 074 C001700 0 074 D001700 1911 074 E001700 2500 074 F001700 283407 074 G001700 0 PAGE 99 074 H001700 0 074 I001700 10627 074 J001700 0 074 K001700 0 074 L001700 1908 074 M001700 0 074 N001700 300353 074 O001700 0 074 P001700 244 074 Q001700 0 074 R011700 0 074 R021700 0 074 R031700 0 074 R041700 429 074 S001700 0 074 T001700 299680 074 U011700 33721 074 U021700 643 074 V011700 8.72 074 V021700 8.71 074 W001700 0.0000 074 X001700 793 074 Y001700 298445 075 A001700 0 075 B001700 204833 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 0 025 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 24815 028 A021800 31 PAGE 100 028 A031800 0 028 A041800 11720 028 B011800 7120 028 B021800 42 028 B031800 0 028 B041800 12972 028 C011800 5745 028 C021800 33 028 C031800 0 028 C041800 26484 028 D011800 5169 028 D021800 8 028 D031800 0 028 D041800 4102 028 E011800 5613 028 E021800 7 028 E031800 0 028 E041800 9487 028 F011800 7916 028 F021800 14 028 F031800 0 028 F041800 12879 028 G011800 56378 028 G021800 135 028 G031800 0 028 G041800 77644 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 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 PAGE 101 043 001800 19 044 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 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 PAGE 102 055 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 100.3 062 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 47 063 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 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 PAGE 103 070 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 12 072 B001800 551 072 C001800 0 072 D001800 0 072 E001800 0 072 F001800 61 072 G001800 40 072 H001800 0 072 I001800 1 072 J001800 2 072 K001800 0 072 L001800 86 072 M001800 15 072 N001800 31 072 O001800 0 072 P001800 0 072 Q001800 0 072 R001800 32 072 S001800 38 072 T001800 19 072 U001800 0 072 V001800 0 072 W001800 8 072 X001800 333 072 Y001800 263 072 Z001800 481 072AA001800 3 PAGE 104 072BB001800 0 072CC011800 0 072CC021800 0 072DD011800 265 072DD021800 216 072EE001800 0 073 A011800 0.0122 073 A021800 0.0091 073 B001800 0.0000 073 C001800 0.0000 074 A001800 1 074 B001800 0 074 C001800 26576 074 D001800 0 074 E001800 0 074 F001800 0 074 G001800 0 074 H001800 0 074 I001800 0 074 J001800 0 074 K001800 0 074 L001800 97 074 M001800 0 074 N001800 26674 074 O001800 0 074 P001800 22 074 Q001800 0 074 R011800 0 074 R021800 0 074 R031800 0 074 R041800 148 074 S001800 0 074 T001800 26504 074 U011800 9483 074 U021800 17018 074 V011800 0.00 074 V021800 0.00 074 W001800 1.0000 074 X001800 4 074 Y001800 25021 075 A001800 40099 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 PAGE 105 025 D001902 0 025 D001903 0 025 D001904 0 025 D001905 0 025 D001906 0 025 D001907 0 025 D001908 0 028 A011900 6298 028 A021900 0 028 A031900 0 028 A041900 2659 028 B011900 2063 028 B021900 821 028 B031900 0 028 B041900 4022 028 C011900 3549 028 C021900 14 028 C031900 0 028 C041900 1446 028 D011900 12056 028 D021900 16 028 D031900 0 028 D041900 1497 028 E011900 1283 028 E021900 18 028 E031900 0 028 E041900 2656 028 F011900 3040 028 F021900 37 028 F031900 0 028 F041900 4891 028 G011900 28289 028 G021900 906 028 G031900 0 028 G041900 17171 028 H001900 2335 029 001900 Y 030 A001900 51 030 B001900 3.25 030 C001900 0.00 031 A001900 6 031 B001900 0 032 001900 0 033 001900 45 034 001900 Y 035 001900 1 036 A001900 N 036 B001900 0 037 001900 N 038 001900 0 039 001900 N PAGE 106 040 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 22 044 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 0 048 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 PAGE 107 054 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 Y 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 97.4 062 P001900 0.0 062 Q001900 0.0 062 R001900 1.7 063 A001900 0 063 B001900 6.5 064 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 PAGE 108 070 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 30144 071 B001900 22009 071 C001900 114523 071 D001900 19 072 A001900 9 072 B001900 3324 072 C001900 21 072 D001900 0 072 E001900 0 072 F001900 326 072 G001900 179 072 H001900 0 072 I001900 25 072 J001900 6 072 K001900 0 072 L001900 18 072 M001900 11 072 N001900 1 072 O001900 0 072 P001900 1 072 Q001900 0 PAGE 109 072 R001900 24 072 S001900 30 072 T001900 22 072 U001900 0 072 V001900 0 072 W001900 9 072 X001900 652 072 Y001900 222 072 Z001900 2915 072AA001900 1455 072BB001900 0 072CC011900 0 072CC021900 458 072DD011900 2787 072DD021900 128 072EE001900 839 073 A011900 0.2200 073 A021900 0.1800 073 B001900 0.0700 073 C001900 0.0000 074 A001900 1 074 B001900 0 074 C001900 0 074 D001900 132425 074 E001900 0 074 F001900 0 074 G001900 0 074 H001900 0 074 I001900 2250 074 J001900 0 074 K001900 0 074 L001900 1750 074 M001900 0 074 N001900 136426 074 O001900 0 074 P001900 55 074 Q001900 0 074 R011900 0 074 R021900 0 074 R031900 0 074 R041900 516 074 S001900 0 074 T001900 135855 074 U011900 12399 074 U021900 1182 074 V011900 10.00 074 V021900 10.02 074 W001900 0.0000 074 X001900 86 074 Y001900 134675 075 A001900 0 PAGE 110 075 B001900 132256 076 001900 0.00 028 A012000 0 028 A022000 0 028 A032000 0 028 A042000 0 028 B012000 1 028 B022000 0 028 B032000 0 028 B042000 0 028 C012000 6 028 C022000 0 028 C032000 0 028 C042000 0 028 D012000 1 028 D022000 0 028 D032000 0 028 D042000 6 028 E012000 0 028 E022000 0 028 E032000 0 028 E042000 0 028 F012000 0 028 F022000 0 028 F032000 0 028 F042000 7527 028 G012000 8 028 G022000 0 028 G032000 0 028 G042000 7533 028 H002000 0 029 002000 N 030 A002000 0 030 B002000 0.00 030 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 111 042 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 112 054 M002000 Y 054 N002000 N 054 O002000 Y 055 A002000 N 055 B002000 N 056 002000 Y 057 002000 N 061 002000 0 062 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 0.0 071 A002000 0 071 B002000 0 071 C002000 0 071 D002000 0 072 A002000 0 072 B002000 0 072 C002000 0 072 D002000 0 072 E002000 0 072 F002000 0 072 G002000 0 072 H002000 0 072 I002000 0 072 J002000 0 072 K002000 0 072 L002000 0 072 M002000 0 072 N002000 0 072 O002000 0 072 P002000 0 072 Q002000 0 072 R002000 0 072 S002000 0 PAGE 113 072 T002000 0 072 U002000 0 072 V002000 0 072 W002000 0 072 X002000 0 072 Y002000 0 072 Z002000 0 072AA002000 0 072BB002000 0 072CC012000 0 072CC022000 0 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 0 074 G002000 0 074 H002000 0 074 I002000 0 074 J002000 0 074 K002000 0 074 L002000 0 074 M002000 0 074 N002000 0 074 O002000 0 074 P002000 0 074 Q002000 0 074 R012000 0 074 R022000 0 074 R032000 0 074 R042000 0 074 S002000 0 074 T002000 0 074 U012000 0 074 U022000 0 074 V012000 0.00 074 V022000 0.00 074 W002000 0.0000 074 X002000 0 074 Y002000 0 075 A002000 0 075 B002000 0 076 002000 0.00 PAGE 114 015 A002101 BANK OF NEW YORK 015 B002101 C 015 C012101 NEW YORK 015 C022101 NY 015 C032101 10286 015 E012101 X 024 002100 N 025 D002101 0 025 D002102 0 025 D002103 0 025 D002104 0 025 D002105 0 025 D002106 0 025 D002107 0 025 D002108 0 028 A012100 4867 028 A022100 0 028 A032100 0 028 A042100 668 028 B012100 5722 028 B022100 0 028 B032100 0 028 B042100 839 028 C012100 6704 028 C022100 41 028 C032100 0 028 C042100 9994 028 D012100 5405 028 D022100 0 028 D032100 0 028 D042100 1010 028 E012100 4612 028 E022100 0 028 E032100 0 028 E042100 974 028 F012100 8333 028 F022100 0 028 F032100 0 028 F042100 682 028 G012100 35643 028 G022100 41 028 G032100 0 028 G042100 14167 028 H002100 188 029 002100 Y 030 A002100 14 030 B002100 5.75 030 C002100 0.00 031 A002100 2 031 B002100 0 032 002100 0 PAGE 115 033 002100 12 034 002100 Y 035 002100 0 036 A002100 N 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 0 042 H002100 0 043 002100 3 044 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 PAGE 116 060 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 0.0 062 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 PAGE 117 070 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 0 071 B002100 0 071 C002100 0 071 D002100 0 072 A002100 11 072 B002100 1 072 C002100 753 072 D002100 0 072 E002100 4 072 F002100 0 072 G002100 78 072 H002100 0 072 I002100 12 072 J002100 0 072 K002100 0 072 L002100 54 072 M002100 17 072 N002100 25 072 O002100 0 072 P002100 0 072 Q002100 0 072 R002100 21 072 S002100 44 072 T002100 3 072 U002100 0 072 V002100 0 072 W002100 430 072 X002100 684 072 Y002100 118 072 Z002100 192 072AA002100 0 072BB002100 5890 072CC012100 0 072CC022100 3247 072DD012100 147 PAGE 118 072DD022100 2 072EE002100 0 073 A012100 0.0200 073 A022100 0.0200 073 B002100 0.0000 073 C002100 0.0000 074 A002100 0 074 B002100 0 074 C002100 0 074 D002100 0 074 E002100 0 074 F002100 0 074 G002100 0 074 H002100 0 074 I002100 71621 074 J002100 0 074 K002100 10 074 L002100 97 074 M002100 0 074 N002100 71728 074 O002100 0 074 P002100 0 074 Q002100 0 074 R012100 0 074 R022100 0 074 R032100 0 074 R042100 41 074 S002100 0 074 T002100 71687 074 U012100 9079 074 U022100 198 074 V012100 7.73 074 V022100 7.71 074 W002100 0.0000 074 X002100 232 074 Y002100 0 075 A002100 0 075 B002100 47176 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 ABN-AMRO BANK NV, CHICAGO 025 C002201 D 025 D002201 173 025 A002202 AMSOUTH BANK NA 025 C002202 D PAGE 119 025 D002202 101 025 A002203 BANK ONE CORPORATION 025 C002203 D 025 D002203 236 025 A002204 BB&T CORPORATION 025 C002204 D 025 D002204 62 025 A002205 CITIGROUP INC. 025 C002205 D 025 D002205 290 025 A002206 FLEETBOSTON FINANCIAL CORPORATION 025 C002206 D 025 D002206 100 025 A002207 GOLDEN WEST FINANCIAL CORPORATION 025 C002207 D 025 D002207 92 025 A002208 J.P. MORGAN CHASE & COMPANY 025 C002208 D 025 D002208 253 025 A002209 KEY BANK NA 025 C002209 D 025 D002209 57 025 A002210 MELLON FUNDING CORPORATION 025 C002210 D 025 D002210 78 025 A002211 PNC FUNDING CORPORATION 025 C002211 D 025 D002211 171 025 A002212 POPULAR NORTH AMERICA INC. 025 C002212 D 025 D002212 20 025 A002213 POPULAR NORTH AMERICA INC.,MTN,SERIES E 025 C002213 D 025 D002213 87 025 A002214 SOUTHTRUST BANK NA 025 C002214 D 025 D002214 23 025 A002215 STATE STREET CORPORATION 025 C002215 D 025 D002215 43 025 A002216 SUNTRUST BANKS, INC. 025 C002216 D 025 D002216 119 025 A002217 US BANK NA, MINNESOTA 025 C002217 D 025 D002217 163 025 A002218 WACHOVIA CORPORATION 025 C002218 D 025 D002218 203 025 A002219 WASHINGTON MUTUAL, INC. 025 C002219 D PAGE 120 025 D002219 85 025 A002220 WELLS FARGO & COMPANY 025 C002220 D 025 D002220 42 025 A002221 WELLS FARGO FINANCIAL, INC. 025 C002221 D 025 D002221 99 025 A002222 JOHN HANCOCK FINANCIAL SERVICES, INC. 025 C002222 D 025 D002222 93 025 A002223 BEAR STEARNS COMPANIES INC. 025 C002223 D 025 D002223 124 025 A002224 CREDIT SUISSE FIRST BOSTON USA, INC. 025 C002224 D 025 D002224 177 025 A002225 GOLDMAN SACHS GROUP, INC. 025 C002225 D 025 D002225 133 025 A002226 LEHMAN BROTHERS HOLDINGS INC. 025 C002226 D 025 D002226 115 025 A002227 MERRILL LYNCH & COMPANY, INC. 025 C002227 D 025 D002227 109 025 A002228 MORGAN STANLEY 025 C002228 D 025 D002228 290 025 A002229 PRINCIPAL LIFE GLOBAL FUNDING 025 C002229 D 025 D002229 55 025 D002230 0 025 D002231 0 025 D002232 0 028 A012200 0 028 A022200 38 028 A032200 0 028 A042200 0 028 B012200 0 028 B022200 133 028 B032200 0 028 B042200 0 028 C012200 0 028 C022200 52 028 C032200 0 028 C042200 0 028 D012200 0 028 D022200 42 028 D032200 0 028 D042200 0 028 E012200 2284 PAGE 121 028 E022200 35 028 E032200 0 028 E042200 0 028 F012200 1793 028 F022200 38 028 F032200 0 028 F042200 0 028 G012200 4077 028 G022200 338 028 G032200 0 028 G042200 0 028 H002200 0 029 002200 N 030 A002200 0 030 B002200 0.00 030 C002200 0.00 031 A002200 0 031 B002200 0 032 002200 0 033 002200 0 034 002200 N 035 002200 0 036 B002200 0 037 002200 N 038 002200 0 039 002200 N 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 PAGE 122 048 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 Y 054 E002200 Y 054 F002200 Y 054 G002200 Y 054 H002200 Y 054 I002200 Y 054 J002200 Y 054 K002200 Y 054 L002200 Y 054 M002200 Y 054 N002200 Y 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 PAGE 123 062 K002200 0.0 062 L002200 0.0 062 M002200 11.2 062 N002200 0.0 062 O002200 0.0 062 P002200 76.7 062 Q002200 4.3 062 R002200 8.9 063 A002200 0 063 B002200 8.2 064 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 Y 070 D012200 Y 070 D022200 N 070 E012200 Y 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 PAGE 124 070 R012200 Y 070 R022200 Y 071 A002200 30246 071 B002200 17095 071 C002200 9345 071 D002200 183 072 A002200 8 072 B002200 292 072 C002200 6 072 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 0 072 U002200 0 072 V002200 0 072 W002200 0 072 X002200 0 072 Y002200 0 072 Z002200 298 072AA002200 125 072BB002200 0 072CC012200 293 072CC022200 0 072DD012200 289 072DD022200 0 072EE002200 95 073 A012200 0.2600 073 A022200 0.0000 073 B002200 0.0900 073 C002200 0.0000 074 A002200 13 074 B002200 0 074 C002200 0 074 D002200 13611 074 E002200 0 074 F002200 0 074 G002200 0 074 H002200 0 PAGE 125 074 I002200 1317 074 J002200 346 074 K002200 0 074 L002200 187 074 M002200 0 074 N002200 15474 074 O002200 680 074 P002200 0 074 Q002200 0 074 R012200 0 074 R022200 0 074 R032200 0 074 R042200 22 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002300 0 036 B002300 0 037 002300 N 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 PAGE 127 048 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 Y 054 E002300 Y 054 F002300 Y 054 G002300 Y 054 H002300 Y 054 I002300 Y 054 J002300 Y 054 K002300 Y 054 L002300 Y 054 M002300 Y 054 N002300 Y 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 PAGE 128 062 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 5.6 062 O002300 0.0 062 P002300 74.2 062 Q002300 0.0 062 R002300 10.0 063 A002300 0 063 B002300 4.1 064 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 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 PAGE 129 070 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 14766 071 B002300 7141 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0.00 074 W002300 0.0000 074 X002300 5 074 Y002300 10526 075 A002300 0 075 B002300 10269 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 8 028 A032400 0 028 A042400 0 028 B012400 0 PAGE 131 028 B022400 35 028 B032400 0 028 B042400 0 028 C012400 0 028 C022400 9 028 C032400 0 028 C042400 0 028 D012400 0 028 D022400 7 028 D032400 0 028 D042400 0 028 E012400 2427 028 E022400 6 028 E032400 0 028 E042400 0 028 F012400 1629 028 F022400 7 028 F032400 0 028 F042400 0 028 G012400 4056 028 G022400 72 028 G032400 0 028 G042400 0 028 H002400 0 029 002400 N 030 A002400 0 030 B002400 0.00 030 C002400 0.00 031 A002400 0 031 B002400 0 032 002400 0 033 002400 0 034 002400 N 035 002400 0 036 B002400 0 037 002400 N 038 002400 0 039 002400 N 040 002400 N 042 A002400 0 042 B002400 0 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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 0 072 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 61 072AA002400 103 072BB002400 0 072CC012400 0 072CC022400 8 072DD012400 59 072DD022400 0 072EE002400 27 PAGE 135 073 A012400 0.1000 073 A022400 0.0000 073 B002400 0.0600 073 C002400 0.0000 074 A002400 9 074 B002400 0 074 C002400 4596 074 D002400 9534 074 E002400 0 074 F002400 0 074 G002400 0 074 H002400 0 074 I002400 2606 074 J002400 0 074 K002400 0 074 L002400 31 074 M002400 0 074 N002400 16776 074 O002400 7547 074 P002400 0 074 Q002400 0 074 R012400 0 074 R022400 0 074 R032400 2 074 R042400 22 074 S002400 0 074 T002400 9205 074 U012400 907 074 U022400 0 074 V012400 10.15 074 V022400 0.00 074 W002400 0.0000 074 X002400 4 074 Y002400 9168 075 A002400 0 075 B002400 5732 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 6005 025 A002502 CITIGROUP INC. 025 C002502 E 025 D002502 23998 025 A002503 COMERICA INC. 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028 E022500 0 PAGE 137 028 E032500 0 028 E042500 6658 028 F012500 35355 028 F022500 736 028 F032500 0 028 F042500 7452 028 G012500 123937 028 G022500 2024 028 G032500 0 028 G042500 79220 028 H002500 592 029 002500 Y 030 A002500 56 030 B002500 5.75 030 C002500 0.00 031 A002500 10 031 B002500 0 032 002500 0 033 002500 46 034 002500 Y 035 002500 70 036 A002500 N 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 717 044 002500 0 045 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 PAGE 138 048 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 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 PAGE 139 062 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 0.0 063 A002500 0 063 B002500 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 Y 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 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 PAGE 140 070 O022500 N 070 P012500 Y 070 P022500 N 070 Q012500 Y 070 Q022500 N 070 R012500 Y 070 R022500 N 071 A002500 465399 071 B002500 404867 071 C002500 540463 071 D002500 75 072 A002500 12 072 B002500 124 072 C002500 13005 072 D002500 0 072 E002500 62 072 F002500 3592 072 G002500 1271 072 H002500 0 072 I002500 172 072 J002500 38 072 K002500 0 072 L002500 76 072 M002500 17 072 N002500 66 072 O002500 0 072 P002500 0 072 Q002500 0 072 R002500 47 072 S002500 58 072 T002500 717 072 U002500 0 072 V002500 0 072 W002500 22 072 X002500 6076 072 Y002500 0 072 Z002500 7115 072AA002500 0 072BB002500 54789 072CC012500 0 072CC022500 132951 072DD012500 6087 072DD022500 783 072EE002500 10104 073 A012500 0.1300 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C032600 0 028 C042600 3548 028 D012600 6306 028 D022600 182 028 D032600 0 028 D042600 4468 028 E012600 3268 028 E022600 184 028 E032600 0 028 E042600 2133 028 F012600 3963 028 F022600 348 028 F032600 0 028 F042600 5586 028 G012600 30755 028 G022600 1061 028 G032600 0 028 G042600 26111 028 H002600 1365 029 002600 Y 030 A002600 81 030 B002600 3.25 030 C002600 0.00 031 A002600 9 031 B002600 0 032 002600 0 033 002600 72 034 002600 Y 035 002600 6 036 A002600 N 036 B002600 0 037 002600 N 038 002600 0 039 002600 N 040 002600 Y 041 002600 Y 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 315 044 002600 0 045 002600 Y PAGE 143 046 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 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 PAGE 144 058 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 98.5 062 P002600 0.0 062 Q002600 0.0 062 R002600 1.5 063 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 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 PAGE 145 070 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 67930 071 B002600 25196 071 C002600 340009 071 D002600 7 072 A002600 12 072 B002600 16837 072 C002600 73 072 D002600 0 072 E002600 0 072 F002600 1393 072 G002600 766 072 H002600 0 072 I002600 103 072 J002600 23 072 K002600 0 072 L002600 27 072 M002600 17 072 N002600 1 072 O002600 0 072 P002600 0 072 Q002600 0 072 R002600 33 072 S002600 49 072 T002600 315 072 U002600 0 072 V002600 0 072 W002600 34 072 X002600 2761 072 Y002600 704 072 Z002600 14853 072AA002600 163 072BB002600 0 072CC012600 11420 072CC022600 0 PAGE 146 072DD012600 12065 072DD022600 2788 072EE002600 0 073 A012600 0.4800 073 A022600 0.4500 073 B002600 0.0000 073 C002600 0.0000 074 A002600 4 074 B002600 0 074 C002600 0 074 D002600 357873 074 E002600 0 074 F002600 0 074 G002600 0 074 H002600 0 074 I002600 5588 074 J002600 0 074 K002600 0 074 L002600 5424 074 M002600 0 074 N002600 368889 074 O002600 3784 074 P002600 131 074 Q002600 0 074 R012600 0 074 R022600 0 074 R032600 0 074 R042600 1521 074 S002600 0 074 T002600 363453 074 U012600 25709 074 U022600 6808 074 V012600 11.18 074 V022600 11.18 074 W002600 0.0000 074 X002600 1194 074 Y002600 366582 075 A002600 0 075 B002600 348395 076 002600 0.00 015 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 PAGE 147 025 D002705 0 025 D002706 0 025 D002707 0 025 D002708 0 028 A012700 6162 028 A022700 0 028 A032700 0 028 A042700 4040 028 B012700 3985 028 B022700 125 028 B032700 0 028 B042700 3875 028 C012700 2663 028 C022700 120 028 C032700 0 028 C042700 4654 028 D012700 3286 028 D022700 125 028 D032700 0 028 D042700 2273 028 E012700 2928 028 E022700 127 028 E032700 0 028 E042700 3527 028 F012700 3868 028 F022700 239 028 F032700 0 028 F042700 3417 028 G012700 22892 028 G022700 736 028 G032700 0 028 G042700 21786 028 H002700 2095 029 002700 Y 030 A002700 83 030 B002700 3.25 030 C002700 0.00 031 A002700 8 031 B002700 0 032 002700 0 033 002700 75 034 002700 Y 035 002700 15 036 A002700 N 036 B002700 0 037 002700 N 038 002700 0 039 002700 N 040 002700 Y 041 002700 Y 042 A002700 0 PAGE 148 042 B002700 0 042 C002700 0 042 D002700 100 042 E002700 0 042 F002700 0 042 G002700 0 042 H002700 0 043 002700 294 044 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 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 PAGE 149 054 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 98.3 062 P002700 0.0 062 Q002700 0.0 062 R002700 1.6 063 A002700 0 063 B002700 9.1 064 A002700 Y 064 B002700 N 066 A002700 N 067 002700 N 068 A002700 N 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 PAGE 150 070 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 41089 071 B002700 35679 071 C002700 235240 071 D002700 15 072 A002700 12 072 B002700 11354 072 C002700 41 072 D002700 0 072 E002700 0 072 F002700 966 072 G002700 531 072 H002700 0 072 I002700 72 072 J002700 17 072 K002700 0 072 L002700 24 072 M002700 17 072 N002700 4 072 O002700 0 072 P002700 0 072 Q002700 0 072 R002700 31 072 S002700 52 072 T002700 294 PAGE 151 072 U002700 0 072 V002700 0 072 W002700 27 072 X002700 2035 072 Y002700 534 072 Z002700 9894 072AA002700 0 072BB002700 527 072CC012700 8353 072CC022700 0 072DD012700 8105 072DD022700 1789 072EE002700 0 073 A012700 0.4700 073 A022700 0.4400 073 B002700 0.0000 073 C002700 0.0000 074 A002700 0 074 B002700 0 074 C002700 0 074 D002700 243855 074 E002700 0 074 F002700 0 074 G002700 0 074 H002700 0 074 I002700 4033 074 J002700 0 074 K002700 0 074 L002700 4171 074 M002700 0 074 N002700 252059 074 O002700 2474 074 P002700 84 074 Q002700 0 074 R012700 0 074 R022700 0 074 R032700 0 074 R042700 1318 074 S002700 0 074 T002700 248183 074 U012700 17170 074 U022700 4947 074 V012700 11.22 074 V022700 11.22 074 W002700 0.0000 074 X002700 845 074 Y002700 247888 075 A002700 0 075 B002700 241422 076 002700 0.00 015 A002801 BANK OF NEW YORK PAGE 152 015 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 20612 028 A022800 0 028 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E013101 X 024 003100 N 025 D003101 0 025 D003102 0 025 D003103 0 025 D003104 0 025 D003105 0 025 D003106 0 025 D003107 0 025 D003108 0 028 A013100 12792 028 A023100 0 028 A033100 0 028 A043100 7029 028 B013100 3724 028 B023100 43 028 B033100 0 PAGE 168 028 B043100 3952 028 C013100 8254 028 C023100 48 028 C033100 0 028 C043100 3140 028 D013100 4465 028 D023100 50 028 D033100 0 028 D043100 3709 028 E013100 5195 028 E023100 55 028 E033100 0 028 E043100 4964 028 F013100 5370 028 F023100 104 028 F033100 0 028 F043100 8161 028 G013100 39800 028 G023100 300 028 G033100 0 028 G043100 30955 028 H003100 2873 029 003100 Y 030 A003100 138 030 B003100 3.25 030 C003100 0.00 031 A003100 14 031 B003100 0 032 003100 0 033 003100 124 034 003100 Y 035 003100 6 036 A003100 N 036 B003100 0 037 003100 N 038 003100 0 039 003100 N 040 003100 Y 041 003100 Y 042 A003100 0 042 B003100 0 042 C003100 0 042 D003100 100 042 E003100 0 042 F003100 0 042 G003100 0 042 H003100 0 043 003100 162 044 003100 0 045 003100 Y 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A003300 0 075 B003300 63866 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 2296 028 A023400 0 028 A033400 0 028 A043400 3020 028 B013400 1875 028 B023400 19 028 B033400 0 028 B043400 2048 028 C013400 2107 028 C023400 19 028 C033400 0 028 C043400 2461 028 D013400 568 028 D023400 20 028 D033400 0 028 D043400 2591 028 E013400 7344 028 E023400 21 028 E033400 0 028 E043400 4973 028 F013400 1497 028 F023400 37 028 F033400 0 028 F043400 3338 028 G013400 15687 028 G023400 116 028 G033400 0 028 G043400 18431 PAGE 184 028 H003400 30 029 003400 Y 030 A003400 1 030 B003400 3.25 030 C003400 0.00 031 A003400 0 031 B003400 0 032 003400 0 033 003400 1 034 003400 Y 035 003400 1 036 A003400 N 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 70 044 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 0.000 048 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 PAGE 185 048 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 0.0 062 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 PAGE 186 062 R003400 2.1 063 A003400 0 063 B003400 10.5 064 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 070 P013400 Y 070 P023400 N 070 Q013400 Y 070 Q023400 N 070 R013400 Y 070 R023400 N 071 A003400 92936 071 B003400 80292 071 C003400 273645 071 D003400 29 072 A003400 12 PAGE 187 072 B003400 13998 072 C003400 64 072 D003400 0 072 E003400 0 072 F003400 1115 072 G003400 613 072 H003400 0 072 I003400 82 072 J003400 19 072 K003400 0 072 L003400 19 072 M003400 17 072 N003400 2 072 O003400 0 072 P003400 0 072 Q003400 0 072 R003400 33 072 S003400 48 072 T003400 70 072 U003400 0 072 V003400 0 072 W003400 23 072 X003400 2041 072 Y003400 578 072 Z003400 12599 072AA003400 1240 072BB003400 0 072CC013400 7192 072CC023400 0 072DD013400 12148 072DD023400 451 072EE003400 0 073 A013400 0.4700 073 A023400 0.4500 073 B003400 0.0000 073 C003400 0.0000 074 A003400 1 074 B003400 0 074 C003400 0 074 D003400 273847 074 E003400 0 074 F003400 0 074 G003400 0 074 H003400 0 074 I003400 5948 074 J003400 0 074 K003400 0 074 L003400 3481 074 M003400 0 074 N003400 283277 074 O003400 4289 PAGE 188 074 P003400 106 074 Q003400 0 074 R013400 0 074 R023400 0 074 R033400 0 074 R043400 1308 074 S003400 0 074 T003400 277574 074 U013400 25098 074 U023400 1325 074 V013400 10.51 074 V023400 10.50 074 W003400 0.0000 074 X003400 213 074 Y003400 279795 075 A003400 0 075 B003400 278823 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 108544 028 A023500 0 028 A033500 0 028 A043500 88610 028 B013500 34161 028 B023500 542 028 B033500 0 028 B043500 39269 028 C013500 77905 028 C023500 536 028 C033500 0 028 C043500 72423 028 D013500 71015 028 D023500 504 028 D033500 0 028 D043500 26385 028 E013500 105303 028 E023500 493 PAGE 189 028 E033500 0 028 E043500 44802 028 F013500 69933 028 F023500 866 028 F033500 0 028 F043500 57613 028 G013500 466861 028 G023500 2941 028 G033500 0 028 G043500 329102 028 H003500 12818 029 003500 Y 030 A003500 175 030 B003500 1.00 030 C003500 0.00 031 A003500 42 031 B003500 0 032 003500 0 033 003500 133 034 003500 Y 035 003500 93 036 A003500 N 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 1138 044 003500 0 045 003500 Y 046 003500 N 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 PAGE 190 048 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 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 PAGE 191 062 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 96.0 062 P003500 0.0 062 Q003500 0.0 062 R003500 4.0 063 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 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 PAGE 192 070 P023500 N 070 Q013500 Y 070 Q023500 N 070 R013500 Y 070 R023500 N 071 A003500 659840 071 B003500 93621 071 C003500 818946 071 D003500 11 072 A003500 12 072 B003500 23524 072 C003500 426 072 D003500 0 072 E003500 0 072 F003500 2511 072 G003500 1841 072 H003500 0 072 I003500 252 072 J003500 54 072 K003500 0 072 L003500 46 072 M003500 17 072 N003500 89 072 O003500 0 072 P003500 0 072 Q003500 0 072 R003500 36 072 S003500 57 072 T003500 1138 072 U003500 0 072 V003500 0 072 W003500 67 072 X003500 6108 072 Y003500 1621 072 Z003500 19463 072AA003500 0 072BB003500 365 072CC013500 17948 072CC023500 0 072DD013500 14580 072DD023500 4883 072EE003500 0 073 A013500 0.2600 073 A023500 0.2300 073 B003500 0.0000 073 C003500 0.0000 074 A003500 0 074 B003500 0 074 C003500 0 074 D003500 1025000 074 E003500 0 PAGE 193 074 F003500 0 074 G003500 0 074 H003500 0 074 I003500 42777 074 J003500 0 074 K003500 0 074 L003500 0 074 M003500 13874 074 N003500 1081651 074 O003500 10501 074 P003500 282 074 Q003500 0 074 R013500 0 074 R023500 0 074 R033500 0 074 R043500 2830 074 S003500 0 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031 B003600 0 032 003600 0 033 003600 37 034 003600 Y 035 003600 45 036 A003600 N 036 B003600 0 037 003600 N 038 003600 0 039 003600 N 040 003600 Y 041 003600 Y 042 A003600 0 042 B003600 0 042 C003600 0 042 D003600 100 042 E003600 0 042 F003600 0 042 G003600 0 042 H003600 0 043 003600 184 044 003600 0 045 003600 Y 046 003600 N 047 003600 Y PAGE 195 048 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 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 PAGE 196 060 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 97.1 062 P003600 0.0 062 Q003600 0.0 062 R003600 2.1 063 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 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 PAGE 197 070 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 391838 071 B003600 247581 071 C003600 1649032 071 D003600 15 072 A003600 12 072 B003600 80371 072 C003600 422 072 D003600 0 072 E003600 0 072 F003600 6771 072 G003600 3724 072 H003600 0 072 I003600 495 072 J003600 104 072 K003600 0 072 L003600 70 072 M003600 17 072 N003600 83 072 O003600 0 072 P003600 0 072 Q003600 0 072 R003600 33 072 S003600 69 072 T003600 184 072 U003600 0 072 V003600 0 072 W003600 124 072 X003600 11674 072 Y003600 3026 072 Z003600 72145 072AA003600 0 072BB003600 738 072CC013600 52334 072CC023600 0 072DD013600 70371 072DD023600 1774 PAGE 198 072EE003600 3496 073 A013600 0.4400 073 A023600 0.4200 073 B003600 0.0200 073 C003600 0.0000 074 A003600 1 074 B003600 0 074 C003600 0 074 D003600 1965372 074 E003600 0 074 F003600 0 074 G003600 0 074 H003600 0 074 I003600 42682 074 J003600 0 074 K003600 0 074 L003600 31100 074 M003600 0 074 N003600 2039155 074 O003600 0 074 P003600 761 074 Q003600 0 074 R013600 0 074 R023600 0 074 R033600 0 074 R043600 13463 074 S003600 0 074 T003600 2024931 074 U013600 189742 074 U023600 5349 074 V013600 10.36 074 V023600 10.36 074 W003600 0.0000 074 X003600 527 074 Y003600 2008054 075 A003600 0 075 B003600 1695032 076 003600 0.00 015 A003701 BANK OF NEW YORK 015 B003701 C 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 PAGE 199 025 D003707 0 025 D003708 0 028 A013700 1146 028 A023700 583 028 A033700 0 028 A043700 1502 028 B013700 2603 028 B023700 0 028 B033700 0 028 B043700 3169 028 C013700 1315 028 C023700 96 028 C033700 0 028 C043700 1782 028 D013700 1105 028 D023700 101 028 D033700 0 028 D043700 2402 028 E013700 1032 028 E023700 101 028 E033700 0 028 E043700 2050 028 F013700 874 028 F023700 186 028 F033700 0 028 F043700 3597 028 G013700 8075 028 G023700 1067 028 G033700 0 028 G043700 14502 028 H003700 1315 029 003700 Y 030 A003700 77 030 B003700 4.75 030 C003700 0.00 031 A003700 9 031 B003700 0 032 003700 0 033 003700 68 034 003700 Y 035 003700 10 036 A003700 N 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 PAGE 200 042 D003700 100 042 E003700 0 042 F003700 0 042 G003700 0 042 H003700 0 043 003700 226 044 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 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 PAGE 201 054 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 98.4 062 P003700 0.0 062 Q003700 0.0 062 R003700 0.2 063 A003700 0 063 B003700 12.1 064 A003700 Y 064 B003700 N 066 A003700 N 067 003700 N 068 A003700 N 068 B003700 N 069 003700 N 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 PAGE 202 070 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 Y 070 P013700 Y 070 P023700 N 070 Q013700 Y 070 Q023700 N 070 R013700 Y 070 R023700 N 071 A003700 26118 071 B003700 36605 071 C003700 126981 071 D003700 21 072 A003700 12 072 B003700 6621 072 C003700 26 072 D003700 0 072 E003700 0 072 F003700 647 072 G003700 285 072 H003700 0 072 I003700 39 072 J003700 10 072 K003700 0 072 L003700 21 072 M003700 17 072 N003700 1 072 O003700 0 072 P003700 0 072 Q003700 0 072 R003700 23 072 S003700 48 072 T003700 226 072 U003700 0 072 V003700 0 PAGE 203 072 W003700 10 072 X003700 1327 072 Y003700 324 072 Z003700 5644 072AA003700 2186 072BB003700 0 072CC013700 4016 072CC023700 0 072DD013700 3344 072DD023700 2300 072EE003700 2308 073 A013700 0.4600 073 A023700 0.4300 073 B003700 0.1800 073 C003700 0.0000 074 A003700 0 074 B003700 0 074 C003700 0 074 D003700 123055 074 E003700 0 074 F003700 0 074 G003700 0 074 H003700 0 074 I003700 192 074 J003700 0 074 K003700 0 074 L003700 2669 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E003800 N 054 F003800 N 054 G003800 Y 054 H003800 N 054 I003800 N 054 J003800 Y 054 K003800 N 054 L003800 Y 054 M003800 Y 054 N003800 N 054 O003800 Y 055 A003800 N 055 B003800 N 056 003800 Y 057 003800 N 058 A003800 N 059 003800 Y 060 A003800 Y 060 B003800 Y 061 003800 1000 062 A003800 Y 062 B003800 0.0 062 C003800 0.0 062 D003800 0.0 062 E003800 0.0 062 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 34.4 062 N003800 14.7 062 O003800 0.0 062 P003800 43.7 062 Q003800 0.0 062 R003800 51.1 063 A003800 0 063 B003800 4.0 064 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 PAGE 207 070 B023800 N 070 C013800 Y 070 C023800 Y 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 Y 071 A003800 1074978 071 B003800 798746 071 C003800 443480 071 D003800 180 072 A003800 10 072 B003800 16835 072 C003800 1047 072 D003800 0 072 E003800 129 072 F003800 1518 072 G003800 1113 072 H003800 0 072 I003800 154 072 J003800 37 072 K003800 0 072 L003800 35 072 M003800 17 072 N003800 82 PAGE 208 072 O003800 0 072 P003800 0 072 Q003800 0 072 R003800 34 072 S003800 100 072 T003800 490 072 U003800 0 072 V003800 0 072 W003800 22 072 X003800 3602 072 Y003800 1 072 Z003800 14410 072AA003800 22763 072BB003800 0 072CC013800 12775 072CC023800 0 072DD013800 12496 072DD023800 1904 072EE003800 13597 073 A013800 0.1300 073 A023800 0.1100 073 B003800 0.1100 073 C003800 0.0000 074 A003800 1 074 B003800 0 074 C003800 0 074 D003800 474948 074 E003800 0 074 F003800 0 074 G003800 0 074 H003800 0 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D003907 176 025 A003908 PNC FUNDING CORPORATION 025 C003908 D 025 D003908 4049 025 A003909 POPULAR, INC.,MTN,SERIES 3 025 C003909 D 025 D003909 4077 025 A003910 SUNTRUST BANKS, INC. 025 C003910 D 025 D003910 1584 025 A003911 U.S. BANCORP, MTN, SERIES N 025 C003911 D 025 D003911 8941 025 A003912 U.S. BANK, N.A. 025 C003912 D 025 D003912 3376 025 A003913 WACHOVIA CORPORATION 025 C003913 D 025 D003913 6799 PAGE 210 025 A003914 WASHINGTON MUTUAL, INC. 025 C003914 D 025 D003914 5743 025 A003915 WELLS FARGO & COMPANY, MTN, SERIES F 025 C003915 D 025 D003915 4474 025 A003916 WELLS FARGO AND COMPANY 025 C003916 D 025 D003916 3307 025 A003917 WELLS FARGO FINANCIAL, INC. 025 C003917 D 025 D003917 322 025 A003918 BEAR STERNS COMPANIES INC. 025 C003918 D 025 D003918 5047 025 A003919 CITIGROUP INC. 025 C003919 D 025 D003919 8804 025 A003920 CREDIT SUISSE FIRST BOSTON USA, INC. 025 C003920 D 025 D003920 4336 025 A003921 GOLDMAN SACHS GROUP, INC. 025 C003921 D 025 D003921 9895 025 A003922 LEHMAN BROTHERS HOLDINGS INC. 025 C003922 D 025 D003922 3155 025 A003923 MERRILL LYNCH & COMPANY, INC., MTN, SERIES B 025 C003923 D 025 D003923 5356 025 A003924 MORGAN STANLEY 025 C003924 D 025 D003924 10102 025 A003925 MORGAN STANLEY, MTN, SERIES C 025 C003925 D 025 D003925 4008 025 D003926 0 025 D003927 0 025 D003928 0 025 D003929 0 025 D003930 0 025 D003931 0 025 D003932 0 028 A013900 75479 028 A023900 0 028 A033900 0 028 A043900 51800 028 B013900 37633 028 B023900 1200 028 B033900 0 028 B043900 28974 PAGE 211 028 C013900 41825 028 C023900 369 028 C033900 0 028 C043900 28319 028 D013900 39851 028 D023900 374 028 D033900 0 028 D043900 19964 028 E013900 61984 028 E023900 365 028 E033900 0 028 E043900 32387 028 F013900 82168 028 F023900 634 028 F033900 0 028 F043900 35080 028 G013900 338940 028 G023900 2942 028 G033900 0 028 G043900 196524 028 H003900 8829 029 003900 Y 030 A003900 100 030 B003900 1.00 030 C003900 0.00 031 A003900 26 031 B003900 0 032 003900 0 033 003900 74 034 003900 Y 035 003900 86 036 A003900 N 036 B003900 0 037 003900 N 038 003900 0 039 003900 N 040 003900 Y 041 003900 Y 042 A003900 0 042 B003900 0 042 C003900 0 042 D003900 100 042 E003900 0 042 F003900 0 042 G003900 0 042 H003900 0 043 003900 829 044 003900 0 045 003900 Y 046 003900 N 047 003900 Y PAGE 212 048 003900 0.300 048 A013900 0 048 A023900 0.000 048 B013900 0 048 B023900 0.000 048 C013900 0 048 C023900 0.000 048 D013900 0 048 D023900 0.000 048 E013900 0 048 E023900 0.000 048 F013900 0 048 F023900 0.000 048 G013900 0 048 G023900 0.000 048 H013900 0 048 H023900 0.000 048 I013900 0 048 I023900 0.000 048 J013900 0 048 J023900 0.000 048 K013900 0 048 K023900 0.000 049 003900 N 050 003900 N 051 003900 N 052 003900 N 053 A003900 Y 053 B003900 Y 053 C003900 N 054 A003900 Y 054 B003900 Y 054 C003900 Y 054 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 PAGE 213 060 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 0.0 062 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 35.8 062 N003900 12.7 062 O003900 0.0 062 P003900 45.8 062 Q003900 1.2 062 R003900 26.7 063 A003900 0 063 B003900 1.7 064 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 K013900 Y PAGE 214 070 K023900 Y 070 L013900 Y 070 L023900 Y 070 M013900 Y 070 M023900 N 070 N013900 Y 070 N023900 Y 070 O013900 Y 070 O023900 N 070 P013900 Y 070 P023900 N 070 Q013900 Y 070 Q023900 N 070 R013900 Y 070 R023900 Y 071 A003900 1304423 071 B003900 410786 071 C003900 759444 071 D003900 54 072 A003900 12 072 B003900 27495 072 C003900 611 072 D003900 0 072 E003900 154 072 F003900 2424 072 G003900 1778 072 H003900 0 072 I003900 238 072 J003900 53 072 K003900 0 072 L003900 47 072 M003900 17 072 N003900 68 072 O003900 0 072 P003900 0 072 Q003900 0 072 R003900 35 072 S003900 104 072 T003900 829 072 U003900 0 072 V003900 0 072 W003900 50 072 X003900 5643 072 Y003900 810 072 Z003900 23427 072AA003900 12459 072BB003900 0 072CC013900 9425 072CC023900 0 072DD013900 19160 072DD023900 4267 PAGE 215 072EE003900 2840 073 A013900 0.3100 073 A023900 0.2800 073 B003900 0.0300 073 C003900 0.0000 074 A003900 0 074 B003900 0 074 C003900 0 074 D003900 934623 074 E003900 0 074 F003900 0 074 G003900 0 074 H003900 0 074 I003900 261419 074 J003900 0 074 K003900 0 074 L003900 16323 074 M003900 0 074 N003900 1212365 074 O003900 12185 074 P003900 343 074 Q003900 0 074 R013900 0 074 R023900 0 074 R033900 0 074 R043900 221300 074 S003900 0 074 T003900 978537 074 U013900 78548 074 U023900 18478 074 V013900 10.08 074 V023900 10.10 074 W003900 0.0000 074 X003900 3551 074 Y003900 956440 075 A003900 0 075 B003900 808322 076 003900 0.00 015 A004001 BANK OF NEW YORK 015 B004001 C 015 C014001 NEW YORK 015 C024001 NY 015 C034001 10286 015 E014001 X 024 004000 Y 025 A004001 BANK ONE CORPORATION 025 C004001 D 025 D004001 675 025 A004002 CITIGROUP INC. 025 C004002 D 025 D004002 712 PAGE 216 025 A004003 AMSOUTH BANK NA 025 C004003 D 025 D004003 226 025 A004004 FLEETBOSTON FINANCIAL CORPORATION 025 C004004 D 025 D004004 160 025 A004005 GOLDEN WEST FINANCIAL CORPORATION 025 C004005 D 025 D004005 228 025 A004006 J.P. MORGAN CHASE & COMPANY 025 C004006 D 025 D004006 383 025 A004007 MELLON FUNDING CORPORATION 025 C004007 D 025 D004007 120 025 A004008 CITY NATIONAL CORPORATION 025 C004008 D 025 D004008 41 025 A004009 PNC FUNDING CORPORATION 025 C004009 D 025 D004009 271 025 A004010 KEY BANK N.A. 025 C004010 D 025 D004010 141 025 A004011 POPULAR NORTH AMERICA INC. 025 C004011 D 025 D004011 126 025 A004012 REGIONS FINANCIAL CORPORATION 025 C004012 D 025 D004012 83 025 A004013 US BANK N.A., MINNESOTA 025 C004013 D 025 D004013 405 025 A004014 WACHOVIA CORPORATION 025 C004014 D 025 D004014 508 025 A004015 WASHINGTON MUTUAL, INC. 025 C004015 D 025 D004015 241 025 A004016 POPULAR NORTH AMERICA INC., MTN, SERIES E 025 C004016 D 025 D004016 124 025 A004017 WELLS FARGO FINANCIAL, INC. 025 C004017 D 025 D004017 358 025 A004018 BEAR STEARNS COMPANIES, INC. 025 C004018 D 025 D004018 311 025 A004019 CREDIT SUISSE FIRST BOSTON USA, INC. 025 C004019 D 025 D004019 359 PAGE 217 025 A004020 SOUTHTRUST BANK N.A. 025 C004020 D 025 D004020 32 025 A004021 GOLDMAN SACHS GROUP INC. 025 C004021 D 025 D004021 339 025 A004022 LEHMAN BROTHERS HOLDINGS INC. 025 C004022 D 025 D004022 285 025 A004023 U.S. BANCORP 025 C004023 D 025 D004023 202 025 A004024 MERRILL LYNCH & COMPANY, INC. 025 C004024 D 025 D004024 271 025 A004025 MORGAN STANLEY 025 C004025 D 025 D004025 683 025 A004026 WELLS FARGO & COMPANY 025 C004026 D 025 D004026 603 025 D004027 0 025 D004028 0 025 D004029 0 025 D004030 0 025 D004031 0 025 D004032 0 028 A014000 9342 028 A024000 0 028 A034000 0 028 A044000 13733 028 B014000 4800 028 B024000 155 028 B034000 0 028 B044000 8328 028 C014000 4171 028 C024000 141 028 C034000 0 028 C044000 3977 028 D014000 3959 028 D024000 160 028 D034000 0 028 D044000 4740 028 E014000 4199 028 E024000 170 028 E034000 0 028 E044000 3040 028 F014000 7071 028 F024000 305 028 F034000 0 028 F044000 6076 PAGE 218 028 G014000 33542 028 G024000 931 028 G034000 0 028 G044000 39894 028 H004000 1214 029 004000 Y 030 A004000 153 030 B004000 4.75 030 C004000 0.00 031 A004000 18 031 B004000 0 032 004000 0 033 004000 135 034 004000 Y 035 004000 66 036 A004000 N 036 B004000 0 037 004000 N 038 004000 0 039 004000 N 040 004000 Y 041 004000 Y 042 A004000 0 042 B004000 0 042 C004000 0 042 D004000 100 042 E004000 0 042 F004000 0 042 G004000 0 042 H004000 0 043 004000 503 044 004000 0 045 004000 Y 046 004000 N 047 004000 Y 048 004000 0.500 048 A014000 0 048 A024000 0.000 048 B014000 0 048 B024000 0.000 048 C014000 0 048 C024000 0.000 048 D014000 0 048 D024000 0.000 048 E014000 0 048 E024000 0.000 048 F014000 0 048 F024000 0.000 048 G014000 0 048 G024000 0.000 048 H014000 0 PAGE 219 048 H024000 0.000 048 I014000 0 048 I024000 0.000 048 J014000 0 048 J024000 0.000 048 K014000 0 048 K024000 0.000 049 004000 N 050 004000 N 051 004000 N 052 004000 N 053 A004000 Y 053 B004000 Y 053 C004000 N 054 A004000 Y 054 B004000 Y 054 C004000 Y 054 D004000 N 054 E004000 N 054 F004000 N 054 G004000 Y 054 H004000 N 054 I004000 N 054 J004000 Y 054 K004000 N 054 L004000 Y 054 M004000 Y 054 N004000 N 054 O004000 Y 055 A004000 N 055 B004000 N 056 004000 Y 057 004000 N 058 A004000 N 059 004000 Y 060 A004000 Y 060 B004000 Y 061 004000 1000 062 A004000 Y 062 B004000 0.0 062 C004000 10.8 062 D004000 0.0 062 E004000 0.0 062 F004000 0.0 062 G004000 0.0 062 H004000 0.0 062 I004000 0.0 062 J004000 0.0 062 K004000 0.0 062 L004000 0.0 062 M004000 11.3 PAGE 220 062 N004000 5.6 062 O004000 0.0 062 P004000 32.9 062 Q004000 9.4 062 R004000 64.0 063 A004000 0 063 B004000 6.2 064 A004000 N 064 B004000 N 066 A004000 N 067 004000 N 068 A004000 N 068 B004000 N 069 004000 N 070 A014000 Y 070 A024000 Y 070 B014000 Y 070 B024000 N 070 C014000 Y 070 C024000 Y 070 D014000 Y 070 D024000 N 070 E014000 Y 070 E024000 Y 070 F014000 Y 070 F024000 N 070 G014000 Y 070 G024000 N 070 H014000 Y 070 H024000 N 070 I014000 Y 070 I024000 N 070 J014000 Y 070 J024000 Y 070 K014000 Y 070 K024000 Y 070 L014000 Y 070 L024000 Y 070 M014000 Y 070 M024000 Y 070 N014000 Y 070 N024000 Y 070 O014000 Y 070 O024000 N 070 P014000 Y 070 P024000 N 070 Q014000 Y 070 Q024000 N 070 R014000 Y 070 R024000 Y 071 A004000 438059 PAGE 221 071 B004000 364409 071 C004000 142796 071 D004000 255 072 A004000 12 072 B004000 2218 072 C004000 9496 072 D004000 0 072 E004000 6 072 F004000 1050 072 G004000 462 072 H004000 0 072 I004000 66 072 J004000 15 072 K004000 0 072 L004000 41 072 M004000 17 072 N004000 67 072 O004000 0 072 P004000 0 072 Q004000 0 072 R004000 30 072 S004000 95 072 T004000 503 072 U004000 0 072 V004000 0 072 W004000 16 072 X004000 2362 072 Y004000 212 072 Z004000 9570 072AA004000 2907 072BB004000 0 072CC014000 1785 072CC024000 0 072DD014000 6602 072DD024000 2967 072EE004000 0 073 A014000 0.4600 073 A024000 0.4500 073 B004000 0.0000 073 C004000 0.0000 074 A004000 106 074 B004000 0 074 C004000 22550 074 D004000 123886 074 E004000 0 074 F004000 0 074 G004000 0 074 H004000 0 074 I004000 133917 074 J004000 9719 074 K004000 0 PAGE 222 074 L004000 2606 074 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D024400 0.000 048 E014400 0 048 E024400 0.000 048 F014400 0 048 F024400 0.000 048 G014400 0 048 G024400 0.000 048 H014400 0 048 H024400 0.000 048 I014400 0 PAGE 245 048 I024400 0.000 048 J014400 0 048 J024400 0.000 048 K014400 0 048 K024400 0.000 049 004400 N 050 004400 N 051 004400 N 052 004400 N 053 A004400 N 054 A004400 Y 054 B004400 Y 054 C004400 Y 054 D004400 N 054 E004400 N 054 F004400 N 054 G004400 Y 054 H004400 N 054 I004400 N 054 J004400 Y 054 K004400 N 054 L004400 Y 054 M004400 Y 054 N004400 N 054 O004400 Y 055 A004400 N 055 B004400 N 056 004400 Y 057 004400 N 058 A004400 N 059 004400 Y 060 A004400 Y 060 B004400 Y 061 004400 1000 062 A004400 N 062 B004400 0.0 062 C004400 0.0 062 D004400 0.0 062 E004400 0.0 062 F004400 0.0 062 G004400 0.0 062 H004400 0.0 062 I004400 0.0 062 J004400 0.0 062 K004400 0.0 062 L004400 0.0 062 M004400 0.0 062 N004400 0.0 062 O004400 0.0 062 P004400 0.0 062 Q004400 0.0 PAGE 246 062 R004400 0.0 063 A004400 0 063 B004400 0.0 066 A004400 Y 066 B004400 N 066 C004400 N 066 D004400 Y 066 E004400 N 066 F004400 N 066 G004400 N 067 004400 N 068 A004400 N 068 B004400 N 069 004400 N 070 A014400 Y 070 A024400 N 070 B014400 Y 070 B024400 Y 070 C014400 Y 070 C024400 N 070 D014400 Y 070 D024400 N 070 E014400 Y 070 E024400 N 070 F014400 Y 070 F024400 N 070 G014400 Y 070 G024400 N 070 H014400 Y 070 H024400 N 070 I014400 Y 070 I024400 N 070 J014400 Y 070 J024400 N 070 K014400 Y 070 K024400 Y 070 L014400 Y 070 L024400 Y 070 M014400 Y 070 M024400 N 070 N014400 Y 070 N024400 Y 070 O014400 Y 070 O024400 Y 070 P014400 Y 070 P024400 N 070 Q014400 Y 070 Q024400 N 070 R014400 Y 070 R024400 N 071 A004400 486022 PAGE 247 071 B004400 566447 071 C004400 273468 071 D004400 178 072 A004400 12 072 B004400 0 072 C004400 3206 072 D004400 0 072 E004400 14 072 F004400 1838 072 G004400 650 072 H004400 0 072 I004400 89 072 J004400 25 072 K004400 0 072 L004400 70 072 M004400 17 072 N004400 69 072 O004400 0 072 P004400 1 072 Q004400 0 072 R004400 29 072 S004400 55 072 T004400 403 072 U004400 0 072 V004400 0 072 W004400 11 072 X004400 3257 072 Y004400 1 072 Z004400 -36 072AA004400 0 072BB004400 45359 072CC014400 0 072CC024400 61387 072DD014400 0 072DD024400 0 072EE004400 0 073 A014400 0.0000 073 A024400 0.0000 073 B004400 0.0000 073 C004400 0.0000 074 A004400 1 074 B004400 0 074 C004400 0 074 D004400 0 074 E004400 0 074 F004400 202670 074 G004400 0 074 H004400 0 074 I004400 12169 074 J004400 0 074 K004400 0 PAGE 248 074 L004400 666 074 M004400 0 074 N004400 215506 074 O004400 0 074 P004400 157 074 Q004400 0 074 R014400 0 074 R024400 0 074 R034400 0 074 R044400 4504 074 S004400 0 074 T004400 210845 074 U014400 28172 074 U024400 10081 074 V014400 5.61 074 V024400 5.49 074 W004400 0.0000 074 X004400 8186 074 Y004400 207779 075 A004400 0 075 B004400 282349 076 004400 0.00 015 A004501 BANK OF NEW YORK 015 B004501 C 015 C014501 NEW YORK 015 C024501 NY 015 C034501 10286 015 E014501 X 024 004500 Y 025 A004501 BANC ONE CORPORATION 025 C004501 E 025 D004501 1728 025 A004502 BB&T CORPORATION 025 C004502 E 025 D004502 69 025 A004503 CITIGROUP INC. 025 C004503 E 025 D004503 4772 025 A004504 CHARTER ONE FINANCIAL, INC. 025 C004504 E 025 D004504 47 025 A004505 FIFTH THIRD BANCORP. 025 C004505 E 025 D004505 191 025 A004506 FLEETBOSTON FINANCIAL CORPORATION 025 C004506 E 025 D004506 88 025 A004507 J.P. 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D004521 736 025 A004522 MORGAN STANLEY 025 C004522 E 025 D004522 940 025 A004523 NORTHERN TRUST CORPORATION 025 C004523 E 025 D004523 46 025 A004524 STATE STREET CORPORATION 025 C004524 E 025 D004524 190 028 A014500 8115 PAGE 250 028 A024500 0 028 A034500 0 028 A044500 3717 028 B014500 9150 028 B024500 1 028 B034500 0 028 B044500 3102 028 C014500 9557 028 C024500 167 028 C034500 0 028 C044500 5073 028 D014500 4279 028 D024500 0 028 D034500 0 028 D044500 20004 028 E014500 10858 028 E024500 0 028 E034500 0 028 E044500 5817 028 F014500 49207 028 F024500 0 028 F034500 0 028 F044500 7887 028 G014500 91166 028 G024500 168 028 G034500 0 028 G044500 45600 028 H004500 0 029 004500 N 030 A004500 0 030 B004500 0.00 030 C004500 0.00 031 A004500 0 031 B004500 0 032 004500 0 033 004500 0 034 004500 N 035 004500 0 036 B004500 0 037 004500 N 038 004500 0 039 004500 N 040 004500 Y 041 004500 Y 042 A004500 0 042 B004500 0 042 C004500 0 042 D004500 100 042 E004500 0 042 F004500 0 042 G004500 0 PAGE 251 042 H004500 0 043 004500 46 044 004500 0 045 004500 Y 046 004500 N 047 004500 Y 048 004500 0.400 048 A014500 0 048 A024500 0.000 048 B014500 0 048 B024500 0.000 048 C014500 0 048 C024500 0.000 048 D014500 0 048 D024500 0.000 048 E014500 0 048 E024500 0.000 048 F014500 0 048 F024500 0.000 048 G014500 0 048 G024500 0.000 048 H014500 0 048 H024500 0.000 048 I014500 0 048 I024500 0.000 048 J014500 0 048 J024500 0.000 048 K014500 0 048 K024500 0.000 049 004500 N 050 004500 N 051 004500 N 052 004500 N 053 A004500 Y 053 B004500 Y 053 C004500 N 054 A004500 Y 054 B004500 Y 054 C004500 Y 054 D004500 N 054 E004500 N 054 F004500 N 054 G004500 Y 054 H004500 N 054 I004500 N 054 J004500 Y 054 K004500 N 054 L004500 Y 054 M004500 Y 054 N004500 N 054 O004500 Y PAGE 252 055 A004500 N 055 B004500 N 056 004500 Y 057 004500 N 058 A004500 N 059 004500 Y 060 A004500 Y 060 B004500 Y 061 004500 1000 062 A004500 N 062 B004500 0.0 062 C004500 0.0 062 D004500 0.0 062 E004500 0.0 062 F004500 0.0 062 G004500 0.0 062 H004500 0.0 062 I004500 0.0 062 J004500 0.0 062 K004500 0.0 062 L004500 0.0 062 M004500 0.0 062 N004500 0.0 062 O004500 0.0 062 P004500 0.0 062 Q004500 0.0 062 R004500 0.0 063 A004500 0 063 B004500 0.0 066 A004500 Y 066 B004500 N 066 C004500 N 066 D004500 Y 066 E004500 N 066 F004500 N 066 G004500 N 067 004500 N 068 A004500 N 068 B004500 N 069 004500 N 070 A014500 Y 070 A024500 N 070 B014500 Y 070 B024500 Y 070 C014500 Y 070 C024500 Y 070 D014500 Y 070 D024500 Y 070 E014500 Y 070 E024500 N 070 F014500 Y PAGE 253 070 F024500 Y 070 G014500 Y 070 G024500 N 070 H014500 Y 070 H024500 N 070 I014500 Y 070 I024500 N 070 J014500 Y 070 J024500 N 070 K014500 Y 070 K024500 Y 070 L014500 Y 070 L024500 N 070 M014500 Y 070 M024500 Y 070 N014500 Y 070 N024500 Y 070 O014500 Y 070 O024500 N 070 P014500 Y 070 P024500 N 070 Q014500 Y 070 Q024500 N 070 R014500 Y 070 R024500 Y 071 A004500 675620 071 B004500 656873 071 C004500 179332 071 D004500 366 072 A004500 12 072 B004500 0 072 C004500 2515 072 D004500 0 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Y004500 310344 075 A004500 0 075 B004500 181052 076 004500 0.00 015 A004601 BANK OF NEW YORK 015 B004601 C 015 C014601 NEW YORK PAGE 255 015 C024601 NY 015 C034601 10286 015 E014601 X 024 004600 Y 025 A004601 CHITTENDEN CORPORATION 025 C004601 E 025 D004601 1665 025 A004602 COMMERCIAL FEDERAL CORPORATION 025 C004602 E 025 D004602 1722 025 A004603 COMMUNITY FIRST BANKSHARES, INC. 025 C004603 E 025 D004603 1755 025 A004604 CULLEN FROST BANKERS, INC. 025 C004604 E 025 D004604 2721 025 A004605 DOWNEY FINANCIAL CORPORATION 025 C004605 E 025 D004605 1931 025 A004606 EAST WEST BANCORP, INC. 025 C004606 E 025 D004606 1293 025 A004607 FINANCIAL FEDERAL CORPORATION 025 C004607 E 025 D004607 623 025 A004608 FIRST MIDWEST BANCORP, INC. 025 C004608 E 025 D004608 2124 025 A004609 FIRST REPUBLIC BANK 025 C004609 E 025 D004609 555 025 A004610 FIRSTBANK CORPORATION 025 C004610 E 025 D004610 1893 025 A004611 FIRSTFED FINANCIAL CORPORATION 025 C004611 E 025 D004611 897 025 A004612 GBC BANCORP 025 C004612 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D004626 2569 025 A004627 WHITNEY HOLDING CORPORATION 025 C004627 E 025 D004627 2399 025 A004628 WAYPOINT FINANCIAL CORPORATION 025 C004628 E 025 D004628 1082 025 A004629 WINTRUST FINANCIAL CORPORATION 025 C004629 E 025 D004629 864 025 A004630 BANKUNITED FINANCIAL CORPORATION, CLASS A 025 C004630 E 025 D004630 773 025 A004631 FLAGSTAR BANCORP, INC. 025 C004631 E 025 D004631 1361 025 A004632 ANCHOR BANCORP WISCONSIN INC. 025 C004632 E 025 D004632 942 025 A004633 BOSTON PRIVATE FINANCIAL HOLDINGS, INC. 025 C004633 E PAGE 257 025 D004633 595 025 A004634 DIME COMMUNITY BANCSHARES 025 C004634 E 025 D004634 1032 025 A004635 NEW CENTURY FINANCIAL CORPORATION 025 C004635 E 025 D004635 1366 025 A004636 SOURCECORP, INC. 025 C004636 E 025 D004636 430 025 A004637 SWS GROUP, INC. 025 C004637 E 025 D004637 420 025 A004638 UCBH HOLDINGS INC. 025 C004638 E 025 D004638 1622 025 A004639 JEFFERIES GROUP, INC. 025 C004639 E 025 D004639 1697 025 A004640 RAYMOND JAMES FINANCIAL, INC. 025 C004640 E 025 D004640 2238 028 A014600 23898 028 A024600 0 028 A034600 0 028 A044600 19285 028 B014600 21413 028 B024600 0 028 B034600 0 028 B044600 10587 028 C014600 25331 028 C024600 318 028 C034600 0 028 C044600 22519 028 D014600 23849 028 D024600 0 028 D034600 0 028 D044600 15537 028 E014600 23690 028 E024600 0 028 E034600 0 028 E044600 17241 028 F014600 26399 028 F024600 0 028 F034600 0 028 F044600 39620 028 G014600 144580 028 G024600 318 028 G034600 0 028 G044600 124789 028 H004600 0 PAGE 258 029 004600 N 030 A004600 0 030 B004600 0.00 030 C004600 0.00 031 A004600 0 031 B004600 0 032 004600 0 033 004600 0 034 004600 N 035 004600 0 036 B004600 0 037 004600 N 038 004600 0 039 004600 N 040 004600 Y 041 004600 Y 042 A004600 0 042 B004600 0 042 C004600 0 042 D004600 100 042 E004600 0 042 F004600 0 042 G004600 0 042 H004600 0 043 004600 22 044 004600 0 045 004600 Y 046 004600 N 047 004600 Y 048 004600 0.400 048 A014600 0 048 A024600 0.000 048 B014600 0 048 B024600 0.000 048 C014600 0 048 C024600 0.000 048 D014600 0 048 D024600 0.000 048 E014600 0 048 E024600 0.000 048 F014600 0 048 F024600 0.000 048 G014600 0 048 G024600 0.000 048 H014600 0 048 H024600 0.000 048 I014600 0 048 I024600 0.000 048 J014600 0 048 J024600 0.000 048 K014600 0 PAGE 259 048 K024600 0.000 049 004600 N 050 004600 N 051 004600 N 052 004600 N 053 A004600 Y 053 B004600 Y 053 C004600 N 054 A004600 Y 054 B004600 Y 054 C004600 Y 054 D004600 N 054 E004600 N 054 F004600 N 054 G004600 Y 054 H004600 N 054 I004600 N 054 J004600 Y 054 K004600 N 054 L004600 Y 054 M004600 Y 054 N004600 N 054 O004600 Y 055 A004600 N 055 B004600 N 056 004600 Y 057 004600 N 058 A004600 N 059 004600 Y 060 A004600 Y 060 B004600 Y 061 004600 1000 062 A004600 N 062 B004600 0.0 062 C004600 0.0 062 D004600 0.0 062 E004600 0.0 062 F004600 0.0 062 G004600 0.0 062 H004600 0.0 062 I004600 0.0 062 J004600 0.0 062 K004600 0.0 062 L004600 0.0 062 M004600 0.0 062 N004600 0.0 062 O004600 0.0 062 P004600 0.0 062 Q004600 0.0 062 R004600 0.0 063 A004600 0 PAGE 260 063 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 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 331377 071 B004600 141532 071 C004600 540618 PAGE 261 071 D004600 26 072 A004600 12 072 B004600 0 072 C004600 4807 072 D004600 0 072 E004600 144 072 F004600 2180 072 G004600 1253 072 H004600 0 072 I004600 163 072 J004600 328 072 K004600 0 072 L004600 36 072 M004600 17 072 N004600 46 072 O004600 0 072 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X 024 004700 N 025 D004701 0 025 D004702 0 025 D004703 0 025 D004704 0 025 D004705 0 025 D004706 0 025 D004707 0 025 D004708 0 028 A014700 221307 028 A024700 0 028 A034700 0 028 A044700 60074 028 B014700 30119 028 B024700 0 028 B034700 0 028 B044700 60289 028 C014700 41642 028 C024700 1056 028 C034700 0 028 C044700 102126 028 D014700 37803 028 D024700 2 028 D034700 0 028 D044700 53272 PAGE 263 028 E014700 53948 028 E024700 0 028 E034700 0 028 E044700 68443 028 F014700 62788 028 F024700 0 028 F034700 0 028 F044700 171649 028 G014700 447607 028 G024700 1058 028 G034700 0 028 G044700 515853 028 H004700 854 029 004700 Y 030 A004700 96 030 B004700 5.75 030 C004700 0.00 031 A004700 14 031 B004700 0 032 004700 0 033 004700 82 034 004700 Y 035 004700 186 036 A004700 N 036 B004700 0 037 004700 N 038 004700 0 039 004700 N 040 004700 Y 041 004700 Y 042 A004700 0 042 B004700 0 042 C004700 0 042 D004700 100 042 E004700 0 042 F004700 0 042 G004700 0 042 H004700 0 043 004700 1369 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 PAGE 264 048 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 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 PAGE 265 070 A014700 Y 070 A024700 N 070 B014700 Y 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CORPORATION 025 C004802 E 025 D004802 8399 025 A004803 NATIONAL COMMERCE FINANCIAL COPORATION 025 C004803 E 025 D004803 7800 025 A004804 DELETE 025 D004804 0 025 D004805 0 025 D004806 0 025 D004807 0 025 D004808 0 028 A014800 155828 028 A024800 0 028 A034800 0 028 A044800 127570 028 B014800 88345 028 B024800 0 028 B034800 0 028 B044800 98919 028 C014800 93549 028 C024800 0 028 C034800 0 028 C044800 112057 028 D014800 30953 028 D024800 0 028 D034800 0 028 D044800 36727 028 E014800 25340 028 E024800 0 028 E034800 0 028 E044800 21886 028 F014800 50074 PAGE 268 028 F024800 0 028 F034800 0 028 F044800 36910 028 G014800 444089 028 G024800 0 028 G034800 0 028 G044800 434069 028 H004800 650 029 004800 Y 030 A004800 127 030 B004800 5.75 030 C004800 0.00 031 A004800 20 031 B004800 0 032 004800 0 033 004800 107 034 004800 Y 035 004800 53 036 A004800 N 036 B004800 0 037 004800 N 038 004800 0 039 004800 N 040 004800 Y 041 004800 Y 042 A004800 0 042 B004800 0 042 C004800 0 042 D004800 100 042 E004800 0 042 F004800 0 042 G004800 0 042 H004800 0 043 004800 521 044 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 PAGE 269 048 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 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 PAGE 270 062 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 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 PAGE 271 070 P014800 Y 070 P024800 N 070 Q014800 Y 070 Q024800 N 070 R014800 Y 070 R024800 N 071 A004800 279644 071 B004800 255620 071 C004800 584101 071 D004800 44 072 A004800 12 072 B004800 0 072 C004800 3074 072 D004800 0 072 E004800 205 072 F004800 5487 072 G004800 1402 072 H004800 0 072 I004800 204 072 J004800 46 072 K004800 0 072 L004800 84 072 M004800 17 072 N004800 88 072 O004800 0 072 P004800 1 072 Q004800 0 072 R004800 47 072 S004800 59 072 T004800 521 072 U004800 0 072 V004800 0 072 W004800 24 072 X004800 7980 072 Y004800 448 072 Z004800 -4253 072AA004800 0 072BB004800 98329 072CC014800 0 072CC024800 142917 072DD014800 0 072DD024800 0 072EE004800 0 073 A014800 0.0000 073 A024800 0.0000 073 B004800 0.0000 073 C004800 0.0000 074 A004800 0 074 B004800 0 074 C004800 0 074 D004800 0 PAGE 272 074 E004800 0 074 F004800 489111 074 G004800 0 074 H004800 0 074 I004800 143316 074 J004800 4288 074 K004800 0 074 L004800 1364 074 M004800 0 074 N004800 638079 074 O004800 348 074 P004800 510 074 Q004800 0 074 R014800 0 074 R024800 0 074 R034800 0 074 R044800 82192 074 S004800 0 074 T004800 555029 074 U014800 40448 074 U024800 14615 074 V014800 10.14 074 V024800 9.96 074 W004800 0.0000 074 X004800 22034 074 Y004800 555467 075 A004800 0 075 B004800 608878 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 819840 028 A024900 1289 028 A034900 0 028 A044900 552073 028 B014900 794237 028 B024900 1650 028 B034900 0 PAGE 273 028 B044900 521382 028 C014900 1003436 028 C024900 1498 028 C034900 0 028 C044900 1022962 028 D014900 1064012 028 D024900 1301 028 D034900 0 028 D044900 867138 028 E014900 791261 028 E024900 1213 028 E034900 0 028 E044900 832417 028 F014900 781510 028 F024900 2642 028 F034900 0 028 F044900 711921 028 G014900 5254296 028 G024900 9593 028 G034900 0 028 G044900 4507893 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 1 036 A004900 N 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 5894 044 004900 0 045 004900 Y 046 004900 N PAGE 274 047 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 0.000 048 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 Y 055 B004900 N 056 004900 Y 057 004900 N 058 A004900 N PAGE 275 059 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 100.2 062 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 0.0 062 O004900 0.0 062 P004900 0.0 062 Q004900 0.0 062 R004900 0.0 063 A004900 58 063 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 PAGE 276 070 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 0 071 C004900 0 071 D004900 0 072 A004900 12 072 B004900 40694 072 C004900 0 072 D004900 0 072 E004900 0 072 F004900 4195 072 G004900 2796 072 H004900 0 072 I004900 106 072 J004900 140 072 K004900 0 072 L004900 183 072 M004900 15 072 N004900 204 072 O004900 0 072 P004900 0 072 Q004900 0 072 R004900 30 072 S004900 47 072 T004900 6430 072 U004900 0 072 V004900 0 072 W004900 39 072 X004900 14185 072 Y004900 2699 072 Z004900 29208 072AA004900 113 072BB004900 0 072CC014900 0 072CC024900 0 072DD014900 12244 PAGE 277 072DD024900 16937 072EE004900 0 073 A014900 0.0127 073 A024900 0.0123 073 B004900 0.0000 073 C004900 0.0000 074 A004900 0 074 B004900 0 074 C004900 3284415 074 D004900 0 074 E004900 0 074 F004900 0 074 G004900 0 074 H004900 0 074 I004900 0 074 J004900 41980 074 K004900 0 074 L004900 11269 074 M004900 0 074 N004900 3337664 074 O004900 57586 074 P004900 523 074 Q004900 0 074 R014900 0 074 R024900 0 074 R034900 0 074 R044900 1713 074 S004900 0 074 T004900 3277842 074 U014900 1379712 074 U024900 1898096 074 V014900 0.00 074 V024900 0.00 074 W004900 1.0000 074 X004900 160 074 Y004900 3013905 075 A004900 2796281 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 PAGE 278 025 D005006 0 025 D005007 0 025 D005008 0 028 A015000 24926522 028 A025000 29036 028 A035000 0 028 A045000 24872510 028 B015000 36501333 028 B025000 46809 028 B035000 0 028 B045000 23111730 028 C015000 33193601 028 C025000 43949 028 C035000 0 028 C045000 36554438 028 D015000 29170613 028 D025000 40312 028 D035000 0 028 D045000 32318896 028 E015000 27933387 028 E025000 36027 028 E035000 0 028 E045000 27598424 028 F015000 30083123 028 F025000 70503 028 F035000 0 028 F045000 32708101 028 G015000 181808579 028 G025000 266636 028 G035000 0 028 G045000 177164099 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 420 036 A005000 N 036 B005000 0 037 005000 N 038 005000 0 039 005000 N 040 005000 Y 041 005000 Y 042 A005000 0 042 B005000 0 PAGE 279 042 C005000 0 042 D005000 100 042 E005000 0 042 F005000 0 042 G005000 0 042 H005000 0 043 005000 147982 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 0.000 048 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 PAGE 280 054 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 1.9 062 C005000 17.5 062 D005000 8.9 062 E005000 0.7 062 F005000 1.3 062 G005000 12.4 062 H005000 0.0 062 I005000 37.2 062 J005000 1.5 062 K005000 0.0 062 L005000 19.0 062 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 77 063 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 PAGE 281 070 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 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 12 072 B005000 1392850 072 C005000 0 072 D005000 0 072 E005000 0 072 F005000 114805 072 G005000 76536 072 H005000 0 072 I005000 2345 072 J005000 3870 072 K005000 0 072 L005000 773 072 M005000 15 072 N005000 255 072 O005000 0 072 P005000 21 072 Q005000 0 072 R005000 32 072 S005000 204 072 T005000 159761 072 U005000 0 PAGE 282 072 V005000 0 072 W005000 621 072 X005000 359238 072 Y005000 58163 072 Z005000 1091775 072AA005000 0 072BB005000 74 072CC015000 0 072CC025000 0 072DD015000 582896 072DD025000 509042 072EE005000 0 073 A015000 0.0161 073 A025000 0.0158 073 B005000 0.0000 073 C005000 0.0000 074 A005000 0 074 B005000 6336181 074 C005000 65228827 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 137062 074 M005000 0 074 N005000 71702070 074 O005000 359000 074 P005000 11930 074 Q005000 0 074 R015000 0 074 R025000 0 074 R035000 0 074 R045000 41297 074 S005000 0 074 T005000 71289843 074 U015000 33085080 074 U025000 38206903 074 V015000 0.00 074 V025000 0.00 074 W005000 1.0000 074 X005000 10581 074 Y005000 43042968 075 A005000 76536527 075 B005000 0 076 005000 0.00 015 A005101 BANK OF NEW YORK 015 B005101 C PAGE 283 015 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 6142071 028 A025100 4479 028 A035100 0 028 A045100 6315625 028 B015100 6180321 028 B025100 5390 028 B035100 0 028 B045100 5686750 028 C015100 7477846 028 C025100 4342 028 C035100 0 028 C045100 7381158 028 D015100 6582870 028 D025100 3509 028 D035100 0 028 D045100 7145357 028 E015100 4941737 028 E025100 3831 028 E035100 0 028 E045100 5009488 028 F015100 6543320 028 F025100 7326 028 F035100 0 028 F045100 6008451 028 G015100 37868165 028 G025100 28877 028 G035100 0 028 G045100 37546829 028 H005100 0 029 005100 N 030 A005100 0 030 B005100 0.00 030 C005100 0.00 031 A005100 0 031 B005100 0 032 005100 0 033 005100 0 034 005100 Y PAGE 284 035 005100 1 036 A005100 N 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 29083 044 005100 0 045 005100 Y 046 005100 N 047 005100 Y 048 005100 0.150 048 A015100 0 048 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 PAGE 285 054 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 061 005100 1000 062 A005100 Y 062 B005100 30.9 062 C005100 0.0 062 D005100 69.0 062 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 52 063 B005100 0.0 064 A005100 N 064 B005100 N 066 A005100 N 067 005100 N 068 A005100 N 068 B005100 N 069 005100 N PAGE 286 070 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 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 12 072 B005100 182073 072 C005100 0 072 D005100 0 072 E005100 0 072 F005100 16037 072 G005100 10691 072 H005100 0 072 I005100 333 072 J005100 564 072 K005100 0 PAGE 287 072 L005100 91 072 M005100 15 072 N005100 224 072 O005100 0 072 P005100 0 072 Q005100 0 072 R005100 34 072 S005100 57 072 T005100 32179 072 U005100 0 072 V005100 0 072 W005100 158 072 X005100 60383 072 Y005100 9917 072 Z005100 131607 072AA005100 155 072BB005100 0 072CC015100 0 072CC025100 0 072DD015100 36253 072DD025100 95382 072EE005100 0 073 A015100 0.0150 073 A025100 0.0146 073 B005100 0.0000 073 C005100 0.0000 074 A005100 1 074 B005100 7878948 074 C005100 3532713 074 D005100 0 074 E005100 0 074 F005100 0 074 G005100 0 074 H005100 0 074 I005100 0 074 J005100 0 074 K005100 0 074 L005100 24824 074 M005100 0 074 N005100 11436486 074 O005100 0 074 P005100 1751 074 Q005100 0 074 R015100 0 074 R025100 0 074 R035100 0 074 R045100 7470 074 S005100 0 074 T005100 11427265 074 U015100 2560927 074 U025100 8868545 PAGE 288 074 V015100 0.00 074 V025100 0.00 074 W005100 1.0000 074 X005100 730 074 Y005100 11411661 075 A005100 10691293 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 0 028 A015200 1452805 028 A025200 4187 028 A035200 0 028 A045200 1922988 028 B015200 3271820 028 B025200 4254 028 B035200 0 028 B045200 2625388 028 C015200 5820292 028 C025200 3632 028 C035200 0 028 C045200 2101368 028 D015200 1591192 028 D025200 4287 028 D035200 0 028 D045200 5498020 028 E015200 977076 028 E025200 3164 028 E035200 0 028 E045200 1065165 028 F015200 1284486 028 F025200 5808 028 F035200 0 028 F045200 1496215 028 G015200 14397671 028 G025200 25332 028 G035200 0 028 G045200 14709144 PAGE 289 028 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 N 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 0 042 F005200 0 042 G005200 0 042 H005200 0 043 005200 10447 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 PAGE 290 048 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 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 0.3 062 C005200 102.3 062 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 PAGE 291 062 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 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 12 PAGE 292 072 B005200 86568 072 C005200 0 072 D005200 0 072 E005200 0 072 F005200 7612 072 G005200 5075 072 H005200 0 072 I005200 158 072 J005200 254 072 K005200 0 072 L005200 95 072 M005200 15 072 N005200 216 072 O005200 0 072 P005200 0 072 Q005200 0 072 R005200 32 072 S005200 44 072 T005200 11909 072 U005200 0 072 V005200 0 072 W005200 70 072 X005200 25480 072 Y005200 4884 072 Z005200 65972 072AA005200 151 072BB005200 0 072CC015200 0 072CC025200 0 072DD015200 25925 072DD025200 40081 072EE005200 0 073 A015200 0.0151 073 A025200 0.0147 073 B005200 0.0000 073 C005200 0.0000 074 A005200 1 074 B005200 0 074 C005200 4550731 074 D005200 0 074 E005200 0 074 F005200 0 074 G005200 0 074 H005200 0 074 I005200 0 074 J005200 0 074 K005200 0 074 L005200 10492 074 M005200 0 074 N005200 4561224 074 O005200 124960 PAGE 293 074 P005200 717 074 Q005200 0 074 R015200 0 074 R025200 0 074 R035200 0 074 R045200 1795 074 S005200 0 074 T005200 4433752 074 U015200 1771986 074 U025200 2661649 074 V015200 0.00 074 V025200 0.00 074 W005200 1.0000 074 X005200 451 074 Y005200 4550731 075 A005200 5074802 075 B005200 0 076 005200 0.00 015 A005301 BANK OF NEW YORK 015 B005301 C 015 C015301 NEW YORK 015 C025301 NY 015 C035301 10286 015 E015301 X 024 005300 N 025 D005301 0 025 D005302 0 025 D005303 0 025 D005304 0 025 D005305 0 025 D005306 0 025 D005307 0 025 D005308 0 028 A015300 7058518 028 A025300 9006 028 A035300 0 028 A045300 7575071 028 B015300 8792705 028 B025300 8729 028 B035300 0 028 B045300 5256565 028 C015300 9179228 028 C025300 7050 028 C035300 0 028 C045300 9859793 028 D015300 6927099 028 D025300 8409 028 D035300 0 028 D045300 8396676 028 E015300 5752895 028 E025300 7305 PAGE 294 028 E035300 0 028 E045300 6014510 028 F015300 7071637 028 F025300 12746 028 F035300 0 028 F045300 6992894 028 G015300 44782082 028 G025300 53245 028 G035300 0 028 G045300 44095509 028 H005300 0 029 005300 N 030 A005300 0 030 B005300 0.00 030 C005300 0.00 031 A005300 0 031 B005300 0 032 005300 0 033 005300 0 034 005300 Y 035 005300 102 036 A005300 N 036 B005300 0 037 005300 N 038 005300 0 039 005300 N 040 005300 Y 041 005300 Y 042 A005300 0 042 B005300 0 042 C005300 0 042 D005300 100 042 E005300 0 042 F005300 0 042 G005300 0 042 H005300 0 043 005300 11410 044 005300 0 045 005300 Y 046 005300 N 047 005300 Y 048 005300 0.150 048 A015300 0 048 A025300 0.000 048 B015300 0 048 B025300 0.000 048 C015300 0 048 C025300 0.000 048 D015300 0 048 D025300 0.000 048 E015300 0 PAGE 295 048 E025300 0.000 048 F015300 0 048 F025300 0.000 048 G015300 0 048 G025300 0.000 048 H015300 0 048 H025300 0.000 048 I015300 0 048 I025300 0.000 048 J015300 0 048 J025300 0.000 048 K015300 0 048 K025300 0.000 049 005300 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 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 10.0 062 D005300 9.5 062 E005300 0.4 062 F005300 1.5 062 G005300 11.2 PAGE 296 062 H005300 0.0 062 I005300 44.5 062 J005300 3.0 062 K005300 0.0 062 L005300 20.0 062 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 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 PAGE 297 070 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 12 072 B005300 252618 072 C005300 0 072 D005300 0 072 E005300 0 072 F005300 21706 072 G005300 14471 072 H005300 0 072 I005300 431 072 J005300 730 072 K005300 0 072 L005300 46 072 M005300 15 072 N005300 211 072 O005300 0 072 P005300 6 072 Q005300 0 072 R005300 32 072 S005300 41 072 T005300 15152 072 U005300 0 072 V005300 0 072 W005300 185 072 X005300 53026 072 Y005300 12667 072 Z005300 212259 072AA005300 365 072BB005300 0 072CC015300 0 072CC025300 0 072DD015300 165332 072DD025300 46789 072EE005300 0 073 A015300 0.0155 073 A025300 0.0151 073 B005300 0.0000 073 C005300 0.0000 074 A005300 321 074 B005300 1271052 074 C005300 12189580 074 D005300 0 074 E005300 0 PAGE 298 074 F005300 0 074 G005300 0 074 H005300 0 074 I005300 0 074 J005300 0 074 K005300 0 074 L005300 20434 074 M005300 0 074 N005300 13481387 074 O005300 23500 074 P005300 2252 074 Q005300 0 074 R015300 0 074 R025300 0 074 R035300 0 074 R045300 7364 074 S005300 0 074 T005300 13448271 074 U015300 10092869 074 U025300 3355139 074 V015300 0.00 074 V025300 0.00 074 W005300 1.0000 074 X005300 1124 074 Y005300 7111108 075 A005300 14470788 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 365956 028 A025400 1211 028 A035400 0 028 A045400 342291 028 B015400 288441 028 B025400 1611 028 B035400 0 028 B045400 164079 PAGE 299 028 C015400 385025 028 C025400 1384 028 C035400 0 028 C045400 332864 028 D015400 175872 028 D025400 1053 028 D035400 0 028 D045400 382124 028 E015400 269535 028 E025400 814 028 E035400 0 028 E045400 257312 028 F015400 201179 028 F025400 1651 028 F035400 0 028 F045400 226713 028 G015400 1686008 028 G025400 7724 028 G035400 0 028 G045400 1705383 028 H005400 0 029 005400 N 030 A005400 0 030 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 7519 044 005400 0 045 005400 Y 046 005400 N 047 005400 Y 048 005400 0.150 PAGE 300 048 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 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 PAGE 301 060 B005400 N 061 005400 1000 062 A005400 Y 062 B005400 0.0 062 C005400 0.0 062 D005400 0.0 062 E005400 98.4 062 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 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 PAGE 302 070 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 12 072 B005400 30763 072 C005400 0 072 D005400 0 072 E005400 0 072 F005400 3413 072 G005400 2275 072 H005400 0 072 I005400 79 072 J005400 113 072 K005400 0 072 L005400 141 072 M005400 15 072 N005400 16 072 O005400 0 072 P005400 0 072 Q005400 0 072 R005400 32 072 S005400 50 072 T005400 7562 072 U005400 0 072 V005400 0 072 W005400 39 072 X005400 13735 072 Y005400 1666 072 Z005400 18694 072AA005400 32 072BB005400 0 072CC015400 0 072CC025400 0 072DD015400 2900 072DD025400 15796 072EE005400 0 PAGE 303 073 A015400 0.0115 073 A025400 0.0106 073 B005400 0.0000 073 C005400 0.0000 074 A005400 0 074 B005400 0 074 C005400 2230242 074 D005400 0 074 E005400 0 074 F005400 0 074 G005400 0 074 H005400 0 074 I005400 0 074 J005400 36797 074 K005400 0 074 L005400 9024 074 M005400 0 074 N005400 2276063 074 O005400 0 074 P005400 347 074 Q005400 0 074 R015400 0 074 R025400 0 074 R035400 0 074 R045400 9114 074 S005400 0 074 T005400 2266602 074 U015400 172264 074 U025400 2094335 074 V015400 0.00 074 V025400 0.00 074 W005400 1.0000 074 X005400 204 074 Y005400 1840511 075 A005400 2274993 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 BANK UNITED CORPORATION 025 C005501 E 025 D005501 6 025 A005502 COMMERCE BANCORP, INC. 025 C005502 E 025 D005502 7806 025 A005503 COMMERCE CAPITAL TRUST II PAGE 304 025 C005503 E 025 D005503 176 025 A005504 SOVEREIGN CAPITAL TRUST II 025 C005504 E 025 D005504 8584 025 A005505 WASHINGTON MUTUAL CAPITAL TRUST I 025 C005505 E 025 D005505 7621 025 A005506 WASHINGTON MUTUAL INC. 025 C005506 E 025 D005506 2102 025 A005507 DELETE 025 D005507 0 025 A005508 DELETE 025 D005508 0 025 D005509 0 025 D005510 0 025 D005511 0 025 D005512 0 025 D005513 0 025 D005514 0 025 D005515 0 025 D005516 0 028 A015500 64227 028 A025500 0 028 A035500 0 028 A045500 54232 028 B015500 44946 028 B025500 0 028 B035500 0 028 B045500 34594 028 C015500 87448 028 C025500 4147 028 C035500 0 028 C045500 79772 028 D015500 77489 028 D025500 1 028 D035500 0 028 D045500 64001 028 E015500 76014 028 E025500 0 028 E035500 0 028 E045500 44542 028 F015500 102491 028 F025500 2948 028 F035500 0 028 F045500 57682 028 G015500 452615 028 G025500 7096 028 G035500 0 028 G045500 334823 PAGE 305 028 H005500 8492 029 005500 Y 030 A005500 805 030 B005500 5.75 030 C005500 0.00 031 A005500 133 031 B005500 0 032 005500 0 033 005500 672 034 005500 Y 035 005500 315 036 A005500 N 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 0 042 D005500 100 042 E005500 0 042 F005500 0 042 G005500 0 042 H005500 0 043 005500 2123 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 PAGE 306 048 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 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 PAGE 307 066 B005500 N 066 C005500 N 066 D005500 N 066 E005500 N 066 F005500 N 066 G005500 Y 067 005500 N 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 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 721259 071 B005500 451373 071 C005500 791712 071 D005500 57 072 A005500 12 PAGE 308 072 B005500 19344 072 C005500 17711 072 D005500 0 072 E005500 138 072 F005500 5358 072 G005500 1896 072 H005500 0 072 I005500 275 072 J005500 58 072 K005500 0 072 L005500 155 072 M005500 17 072 N005500 73 072 O005500 0 072 P005500 1 072 Q005500 0 072 R005500 29 072 S005500 63 072 T005500 2123 072 U005500 0 072 V005500 0 072 W005500 48 072 X005500 10096 072 Y005500 4 072 Z005500 27101 072AA005500 0 072BB005500 64748 072CC015500 0 072CC025500 49899 072DD015500 15142 072DD025500 13367 072EE005500 0 073 A015500 0.5000 073 A025500 0.4700 073 B005500 0.0000 073 C005500 0.0000 074 A005500 0 074 B005500 0 074 C005500 0 074 D005500 585512 074 E005500 220823 074 F005500 120233 074 G005500 0 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A005600 N 059 005600 Y 060 A005600 Y 060 B005600 Y 061 005600 1000 062 A005600 Y 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 23.5 062 N005600 20.5 062 O005600 0.0 062 P005600 44.5 062 Q005600 2.1 062 R005600 32.6 063 A005600 0 063 B005600 4.6 064 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 Y 070 B025600 N PAGE 312 070 C015600 Y 070 C025600 Y 070 D015600 Y 070 D025600 N 070 E015600 Y 070 E025600 Y 070 F015600 Y 070 F025600 N 070 G015600 Y 070 G025600 N 070 H015600 Y 070 H025600 N 070 I015600 Y 070 I025600 N 070 J015600 Y 070 J025600 N 070 K015600 Y 070 K025600 Y 070 L015600 Y 070 L025600 Y 070 M015600 Y 070 M025600 N 070 N015600 Y 070 N025600 Y 070 O015600 Y 070 O025600 N 070 P015600 Y 070 P025600 N 070 Q015600 Y 070 Q025600 N 070 R015600 Y 070 R025600 Y 071 A005600 0 071 B005600 0 071 C005600 0 071 D005600 0 072 A005600 12 072 B005600 25007 072 C005600 777 072 D005600 0 072 E005600 128 072 F005600 0 072 G005600 1045 072 H005600 0 072 I005600 185 072 J005600 0 072 K005600 0 072 L005600 33 072 M005600 17 072 N005600 77 072 O005600 0 PAGE 313 072 P005600 0 072 Q005600 0 072 R005600 16 072 S005600 66 072 T005600 267 072 U005600 0 072 V005600 0 072 W005600 2897 072 X005600 4603 072 Y005600 0 072 Z005600 21309 072AA005600 10750 072BB005600 0 072CC015600 28591 072CC025600 0 072DD015600 19190 072DD025600 1885 072EE005600 9024 073 A015600 0.3400 073 A025600 0.3200 073 B005600 0.1200 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 751859 074 J005600 0 074 K005600 0 074 L005600 1231 074 M005600 0 074 N005600 753090 074 O005600 0 074 P005600 109 074 Q005600 0 074 R015600 0 074 R025600 0 074 R035600 0 074 R045600 5828 074 S005600 0 074 T005600 747153 074 U015600 70081 074 U025600 5099 074 V015600 9.93 074 V025600 9.96 074 W005600 0.0000 074 X005600 2377 PAGE 314 074 Y005600 0 075 A005600 0 075 B005600 615432 076 005600 0.00 015 A005701 BANK OF NEW YORK 015 B005701 C 015 C015701 NEW YORK 015 C025701 NY 015 C035701 10286 015 E015701 X 024 005700 N 025 D005701 0 025 D005702 0 025 D005703 0 025 D005704 0 025 D005705 0 025 D005706 0 025 D005707 0 025 D005708 0 028 A015700 3855 028 A025700 0 028 A035700 0 028 A045700 6856 028 B015700 3727 028 B025700 547 028 B035700 0 028 B045700 6629 028 C015700 6400 028 C025700 325 028 C035700 0 028 C045700 8263 028 D015700 4183 028 D025700 336 028 D035700 0 028 D045700 18965 028 E015700 3397 028 E025700 338 028 E035700 0 028 E045700 4847 028 F015700 3499 028 F025700 647 028 F035700 0 028 F045700 11483 028 G015700 25061 028 G025700 2193 028 G035700 0 028 G045700 57043 028 H005700 2624 029 005700 Y 030 A005700 184 030 B005700 4.75 PAGE 315 030 C005700 0.00 031 A005700 22 031 B005700 0 032 005700 0 033 005700 162 034 005700 Y 035 005700 18 036 A005700 N 036 B005700 0 037 005700 N 038 005700 0 039 005700 N 040 005700 Y 041 005700 Y 042 A005700 0 042 B005700 0 042 C005700 0 042 D005700 100 042 E005700 0 042 F005700 0 042 G005700 0 042 H005700 0 043 005700 494 044 005700 0 045 005700 Y 046 005700 N 047 005700 Y 048 005700 0.500 048 A015700 0 048 A025700 0.000 048 B015700 0 048 B025700 0.000 048 C015700 0 048 C025700 0.000 048 D015700 0 048 D025700 0.000 048 E015700 0 048 E025700 0.000 048 F015700 0 048 F025700 0.000 048 G015700 0 048 G025700 0.000 048 H015700 0 048 H025700 0.000 048 I015700 0 048 I025700 0.000 048 J015700 0 048 J025700 0.000 048 K015700 0 048 K025700 0.000 049 005700 N PAGE 316 050 005700 N 051 005700 N 052 005700 N 053 A005700 Y 053 B005700 Y 053 C005700 N 054 A005700 Y 054 B005700 Y 054 C005700 Y 054 D005700 N 054 E005700 N 054 F005700 N 054 G005700 Y 054 H005700 N 054 I005700 N 054 J005700 Y 054 K005700 N 054 L005700 Y 054 M005700 Y 054 N005700 N 054 O005700 Y 055 A005700 N 055 B005700 N 056 005700 Y 057 005700 N 058 A005700 N 059 005700 Y 060 A005700 N 060 B005700 N 061 005700 1000 062 A005700 Y 062 B005700 0.0 062 C005700 0.0 062 D005700 0.0 062 E005700 0.0 062 F005700 0.0 062 G005700 0.0 062 H005700 0.0 062 I005700 0.0 062 J005700 0.0 062 K005700 0.0 062 L005700 0.0 062 M005700 0.0 062 N005700 0.0 062 O005700 98.3 062 P005700 0.0 062 Q005700 0.0 062 R005700 0.7 063 A005700 0 063 B005700 16.3 064 A005700 Y PAGE 317 064 B005700 N 066 A005700 N 067 005700 N 068 A005700 N 068 B005700 N 069 005700 N 070 A015700 Y 070 A025700 N 070 B015700 Y 070 B025700 N 070 C015700 Y 070 C025700 N 070 D015700 Y 070 D025700 N 070 E015700 Y 070 E025700 N 070 F015700 Y 070 F025700 N 070 G015700 Y 070 G025700 N 070 H015700 Y 070 H025700 N 070 I015700 Y 070 I025700 N 070 J015700 Y 070 J025700 N 070 K015700 Y 070 K025700 Y 070 L015700 Y 070 L025700 N 070 M015700 Y 070 M025700 N 070 N015700 Y 070 N025700 N 070 O015700 Y 070 O025700 Y 070 P015700 Y 070 P025700 N 070 Q015700 Y 070 Q025700 N 070 R015700 Y 070 R025700 N 071 A005700 33245 071 B005700 50611 071 C005700 521518 071 D005700 6 072 A005700 12 072 B005700 15391 072 C005700 29 072 D005700 0 072 E005700 0 PAGE 318 072 F005700 1489 072 G005700 655 072 H005700 0 072 I005700 90 072 J005700 20 072 K005700 0 072 L005700 28 072 M005700 17 072 N005700 4 072 O005700 0 072 P005700 3 072 Q005700 0 072 R005700 51 072 S005700 54 072 T005700 494 072 U005700 0 072 V005700 0 072 W005700 25 072 X005700 2930 072 Y005700 647 072 Z005700 13137 072AA005700 2506 072BB005700 0 072CC015700 8127 072CC025700 0 072DD015700 6388 072DD025700 6749 072EE005700 303 073 A015700 0.3400 073 A025700 0.3200 073 B005700 0.0100 073 C005700 0.0000 074 A005700 1 074 B005700 0 074 C005700 0 074 D005700 322852 074 E005700 0 074 F005700 0 074 G005700 0 074 H005700 0 074 I005700 2190 074 J005700 0 074 K005700 0 074 L005700 5168 074 M005700 0 074 N005700 330211 074 O005700 0 074 P005700 130 074 Q005700 0 074 R015700 0 074 R025700 0 PAGE 319 074 R035700 0 074 R045700 1777 074 S005700 0 074 T005700 328304 074 U015700 22532 074 U025700 20651 074 V015700 7.60 074 V025700 7.61 074 W005700 0.0000 074 X005700 2468 074 Y005700 325042 075 A005700 0 075 B005700 298227 076 005700 0.00 015 A005801 BANK OF NEW YORK 015 B005801 C 015 C015801 NEW YORK 015 C025801 NY 015 C035801 10286 015 E045801 X 024 005800 N 025 D005801 0 025 D005802 0 025 D005803 0 025 D005804 0 025 D005805 0 025 D005806 0 025 D005807 0 025 D005808 0 028 A015800 98820 028 A025800 0 028 A035800 0 028 A045800 80546 028 B015800 66328 028 B025800 0 028 B035800 0 028 B045800 49236 028 C015800 61718 028 C025800 825 028 C035800 0 028 C045800 54704 028 D015800 65646 028 D025800 0 028 D035800 0 028 D045800 58676 028 E015800 72555 028 E025800 0 028 E035800 0 028 E045800 52597 028 F015800 78122 028 F025800 0 PAGE 320 028 F035800 0 028 F045800 64765 028 G015800 443189 028 G025800 825 028 G035800 0 028 G045800 360524 028 H005800 120 029 005800 Y 030 A005800 0 030 B005800 5.75 030 C005800 0.00 031 A005800 0 031 B005800 0 032 005800 0 033 005800 0 034 005800 Y 035 005800 13 036 A005800 N 036 B005800 0 037 005800 Y 038 005800 349 039 005800 N 040 005800 Y 041 005800 Y 042 A005800 0 042 B005800 0 042 C005800 0 042 D005800 100 042 E005800 0 042 F005800 0 042 G005800 0 042 H005800 0 043 005800 177 044 005800 0 045 005800 N 048 005800 0.000 048 A015800 0 048 A025800 0.000 048 B015800 0 048 B025800 0.000 048 C015800 0 048 C025800 0.000 048 D015800 0 048 D025800 0.000 048 E015800 0 048 E025800 0.000 048 F015800 0 048 F025800 0.000 048 G015800 0 048 G025800 0.000 048 H015800 0 PAGE 321 048 H025800 0.000 048 I015800 0 048 I025800 0.000 048 J015800 0 048 J025800 0.000 048 K015800 0 048 K025800 0.000 055 A005800 N 055 B005800 N 056 005800 Y 057 005800 N 058 A005800 N 059 005800 Y 060 A005800 Y 060 B005800 Y 061 005800 1000 062 A005800 N 062 B005800 0.0 062 C005800 0.0 062 D005800 0.0 062 E005800 0.0 062 F005800 0.0 062 G005800 0.0 062 H005800 0.0 062 I005800 0.0 062 J005800 0.0 062 K005800 0.0 062 L005800 0.0 062 M005800 0.0 062 N005800 0.0 062 O005800 0.0 062 P005800 0.0 062 Q005800 0.0 062 R005800 0.0 066 A005800 Y 066 B005800 N 066 C005800 Y 066 D005800 N 066 E005800 N 066 F005800 N 066 G005800 N 067 005800 N 068 A005800 N 068 B005800 Y 069 005800 N 070 A015800 Y 070 A025800 N 070 B015800 Y 070 B025800 N 070 C015800 Y 070 C025800 N PAGE 322 070 D015800 Y 070 D025800 N 070 E015800 Y 070 E025800 N 070 F015800 Y 070 F025800 N 070 G015800 Y 070 G025800 N 070 H015800 Y 070 H025800 N 070 I015800 Y 070 I025800 N 070 J015800 Y 070 J025800 Y 070 K015800 Y 070 K025800 Y 070 L015800 Y 070 L025800 Y 070 M015800 Y 070 M025800 Y 070 N015800 Y 070 N025800 Y 070 O015800 Y 070 O025800 N 070 P015800 Y 070 P025800 Y 070 Q015800 N 070 Q025800 N 070 R015800 N 070 R025800 N 071 A005800 0 071 B005800 0 071 C005800 0 071 D005800 0 072 A005800 12 072 B005800 143 072 C005800 12089 072 D005800 0 072 E005800 354 072 F005800 0 072 G005800 936 072 H005800 0 072 I005800 183 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E005900 0 042 F005900 0 042 G005900 0 042 H005900 0 043 005900 4167 044 005900 0 045 005900 N 048 005900 0.000 048 A015900 0 048 A025900 0.000 048 B015900 0 048 B025900 0.000 048 C015900 0 048 C025900 0.000 048 D015900 0 048 D025900 0.000 048 E015900 0 048 E025900 0.000 048 F015900 0 048 F025900 0.000 048 G015900 0 048 G025900 0.000 048 H015900 0 048 H025900 0.000 048 I015900 0 048 I025900 0.000 048 J015900 0 048 J025900 0.000 048 K015900 0 048 K025900 0.000 055 A005900 N 055 B005900 N 056 005900 Y 057 005900 N 058 A005900 N PAGE 326 059 005900 Y 060 A005900 Y 060 B005900 Y 061 005900 1000 062 A005900 N 062 B005900 0.0 062 C005900 0.0 062 D005900 0.0 062 E005900 0.0 062 F005900 0.0 062 G005900 0.0 062 H005900 0.0 062 I005900 0.0 062 J005900 0.0 062 K005900 0.0 062 L005900 0.0 062 M005900 0.0 062 N005900 0.0 062 O005900 0.0 062 P005900 0.0 062 Q005900 0.0 062 R005900 0.0 063 A005900 0 063 B005900 0.0 066 A005900 Y 066 B005900 N 066 C005900 Y 066 D005900 N 066 E005900 N 066 F005900 N 066 G005900 N 067 005900 N 068 A005900 N 068 B005900 Y 069 005900 N 070 A015900 Y 070 A025900 N 070 B015900 Y 070 B025900 N 070 C015900 Y 070 C025900 N 070 D015900 Y 070 D025900 N 070 E015900 Y 070 E025900 N 070 F015900 Y 070 F025900 N 070 G015900 Y 070 G025900 N 070 H015900 Y 070 H025900 N PAGE 327 070 I015900 Y 070 I025900 N 070 J015900 Y 070 J025900 Y 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 0 071 B005900 0 071 C005900 0 071 D005900 0 072 A005900 12 072 B005900 10 072 C005900 68053 072 D005900 0 072 E005900 2221 072 F005900 0 072 G005900 5078 072 H005900 0 072 I005900 1893 072 J005900 0 072 K005900 0 072 L005900 656 072 M005900 17 072 N005900 86 072 O005900 0 072 P005900 0 072 Q005900 0 072 R005900 18 072 S005900 78 072 T005900 4167 072 U005900 0 072 V005900 0 072 W005900 27012 072 X005900 39005 072 Y005900 0 072 Z005900 31279 072AA005900 0 PAGE 328 072BB005900 142717 072CC015900 0 072CC025900 956728 072DD015900 24922 072DD025900 6098 072EE005900 19156 073 A015900 0.1700 073 A025900 0.1300 073 B005900 0.0900 073 C005900 0.0000 074 A005900 0 074 B005900 0 074 C005900 0 074 D005900 0 074 E005900 0 074 F005900 0 074 G005900 0 074 H005900 0 074 I005900 2287912 074 J005900 0 074 K005900 0 074 L005900 593 074 M005900 0 074 N005900 2288505 074 O005900 0 074 P005900 337 074 Q005900 0 074 R015900 0 074 R025900 0 074 R035900 0 074 R045900 4345 074 S005900 0 074 T005900 2283823 074 U015900 138587 074 U025900 57801 074 V015900 11.65 074 V025900 11.62 074 W005900 0.0000 074 X005900 42291 074 Y005900 0 075 A005900 0 075 B005900 2984141 076 005900 0.00 015 A006001 BANK OF NEW YORK 015 B006001 C 015 C016001 NEW YORK 015 C026001 NY 015 C036001 10286 015 E046001 X 024 006000 Y 025 A006001 UNIBANCO HOLDINGS GDR PAGE 329 025 C006001 E 025 D006001 67 025 A006002 OTP BANK RT. 025 C006002 E 025 D006002 242 025 A006003 LG INVESTMENT & SECURITIES COMPANY, LTD. 025 C006003 E 025 D006003 44 025 A006004 ICICI BANK LTD., ADR 025 C006004 E 025 D006004 185 025 A006005 FUBON FINANCIAL HOLDING COMPANY, LTD. 025 C006005 E 025 D006005 147 025 A006006 MEGA FINANCIAL HOLDINGS COMPANY, LTD. 025 C006006 E 025 D006006 111 025 A006007 SHINHAN FINANCIAL GROUP COMPANY, LTD., GDR 025 C006007 E 025 D006007 235 025 A006008 SIAM COMMERCIAL BANK PUBLIC COMPANY LTD. 025 C006008 E 025 D006008 761 025 A006009 TURKIYE GARANTI BANKASI AS 025 C006009 E 025 D006009 187 025 A006010 BANCO BRADESCO SA 025 C006010 E 025 D006010 151 025 A006011 DELETE 025 D006011 0 025 D006012 0 025 D006013 0 025 D006014 0 025 D006015 0 025 D006016 0 028 A016000 2886 028 A026000 0 028 A036000 0 028 A046000 3161 028 B016000 3505 028 B026000 0 028 B036000 0 028 B046000 1875 028 C016000 1889 028 C026000 2 028 C036000 0 028 C046000 3772 028 D016000 2692 028 D026000 0 028 D036000 0 PAGE 330 028 D046000 2603 028 E016000 3409 028 E026000 0 028 E036000 0 028 E046000 2867 028 F016000 836 028 F026000 0 028 F036000 0 028 F046000 8022 028 G016000 15217 028 G026000 2 028 G036000 0 028 G046000 22300 028 H006000 15 029 006000 Y 030 A006000 8 030 B006000 5.75 030 C006000 0.00 031 A006000 1 031 B006000 0 032 006000 0 033 006000 7 034 006000 Y 035 006000 7 036 A006000 N 036 B006000 0 037 006000 Y 038 006000 0 039 006000 N 040 006000 Y 041 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 26 044 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 PAGE 331 048 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 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 PAGE 332 062 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 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 PAGE 333 070 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 25733 071 B006000 31622 071 C006000 21628 071 D006000 119 072 A006000 12 072 B006000 0 072 C006000 478 072 D006000 0 072 E006000 35 072 F006000 226 072 G006000 50 072 H006000 0 072 I006000 7 072 J006000 48 072 K006000 0 072 L006000 70 072 M006000 17 072 N006000 66 072 O006000 0 072 P006000 4 072 Q006000 0 072 R006000 11 072 S006000 41 072 T006000 26 072 U006000 0 072 V006000 0 072 W006000 21 072 X006000 587 072 Y006000 134 072 Z006000 60 072AA006000 0 072BB006000 2767 072CC016000 0 072CC026000 3826 072DD016000 36 072DD026000 2 072EE006000 0 073 A016000 0.0200 073 A026000 0.0100 PAGE 334 073 B006000 0.0000 073 C006000 0.0000 074 A006000 20 074 B006000 0 074 C006000 0 074 D006000 0 074 E006000 214 074 F006000 13306 074 G006000 0 074 H006000 0 074 I006000 151 074 J006000 115 074 K006000 0 074 L006000 77 074 M006000 0 074 N006000 13883 074 O006000 0 074 P006000 11 074 Q006000 0 074 R016000 0 074 R026000 0 074 R036000 0 074 R046000 203 074 S006000 0 074 T006000 13669 074 U016000 1396 074 U026000 342 074 V016000 7.91 074 V026000 7.81 074 W006000 0.0000 074 X006000 715 074 Y006000 13642 075 A006000 0 075 B006000 22553 076 006000 0.00 015 A006101 BANK OF NEW YORK 015 B006101 C 015 C016101 NEW YORK 015 C026101 NY 015 C036101 10286 015 E016101 X 024 006100 N 025 D006101 0 025 D006102 0 025 D006103 0 025 D006104 0 025 D006105 0 025 D006106 0 025 D006107 0 025 D006108 0 028 A016100 484896 PAGE 335 028 A026100 270 028 A036100 0 028 A046100 380669 028 B016100 510959 028 B026100 326 028 B036100 0 028 B046100 356384 028 C016100 664830 028 C026100 353 028 C036100 0 028 C046100 897204 028 D016100 762762 028 D026100 322 028 D036100 0 028 D046100 499708 028 E016100 378845 028 E026100 295 028 E036100 0 028 E046100 425695 028 F016100 2806187 028 F026100 356 028 F036100 0 028 F046100 2795004 028 G016100 5608479 028 G026100 1922 028 G036100 0 028 G046100 5354664 028 H006100 0 029 006100 N 030 A006100 0 030 B006100 0.00 030 C006100 0.00 031 A006100 0 031 B006100 0 032 006100 0 033 006100 0 034 006100 Y 035 006100 2 036 A006100 N 036 B006100 0 037 006100 N 038 006100 0 039 006100 N 040 006100 Y 041 006100 Y 042 A006100 0 042 B006100 0 042 C006100 0 042 D006100 100 042 E006100 0 042 F006100 0 PAGE 336 042 G006100 0 042 H006100 0 043 006100 3539 044 006100 0 045 006100 Y 046 006100 N 047 006100 Y 048 006100 0.150 048 A016100 0 048 A026100 0.000 048 B016100 0 048 B026100 0.000 048 C016100 0 048 C026100 0.000 048 D016100 0 048 D026100 0.000 048 E016100 0 048 E026100 0.000 048 F016100 0 048 F026100 0.000 048 G016100 0 048 G026100 0.000 048 H016100 0 048 H026100 0.000 048 I016100 0 048 I026100 0.000 048 J016100 0 048 J026100 0.000 048 K016100 0 048 K026100 0.000 049 006100 N 050 006100 N 051 006100 N 052 006100 N 053 A006100 Y 053 B006100 Y 053 C006100 N 054 A006100 Y 054 B006100 Y 054 C006100 Y 054 D006100 N 054 E006100 N 054 F006100 N 054 G006100 Y 054 H006100 N 054 I006100 N 054 J006100 Y 054 K006100 N 054 L006100 Y 054 M006100 Y 054 N006100 N PAGE 337 054 O006100 Y 055 A006100 N 055 B006100 N 056 006100 Y 057 006100 N 058 A006100 N 059 006100 Y 060 A006100 Y 060 B006100 Y 061 006100 1000 062 A006100 Y 062 B006100 0.0 062 C006100 0.0 062 D006100 0.0 062 E006100 102.1 062 F006100 0.0 062 G006100 0.0 062 H006100 0.0 062 I006100 0.0 062 J006100 0.0 062 K006100 0.0 062 L006100 0.0 062 M006100 0.0 062 N006100 0.0 062 O006100 0.0 062 P006100 0.0 062 Q006100 0.0 062 R006100 0.0 063 A006100 55 063 B006100 0.0 064 A006100 Y 064 B006100 N 066 A006100 N 067 006100 N 068 A006100 N 068 B006100 N 069 006100 N 070 A016100 Y 070 A026100 N 070 B016100 Y 070 B026100 N 070 C016100 Y 070 C026100 N 070 D016100 Y 070 D026100 N 070 E016100 Y 070 E026100 N 070 F016100 Y 070 F026100 N 070 G016100 Y 070 G026100 N PAGE 338 070 H016100 Y 070 H026100 N 070 I016100 Y 070 I026100 N 070 J016100 Y 070 J026100 Y 070 K016100 Y 070 K026100 N 070 L016100 Y 070 L026100 N 070 M016100 Y 070 M026100 N 070 N016100 Y 070 N026100 N 070 O016100 Y 070 O026100 N 070 P016100 Y 070 P026100 N 070 Q016100 Y 070 Q026100 N 070 R016100 Y 070 R026100 N 071 A006100 0 071 B006100 0 071 C006100 0 071 D006100 0 072 A006100 12 072 B006100 41531 072 C006100 0 072 D006100 0 072 E006100 0 072 F006100 4527 072 G006100 2910 072 H006100 0 072 I006100 191 072 J006100 145 072 K006100 0 072 L006100 175 072 M006100 15 072 N006100 164 072 O006100 0 072 P006100 0 072 Q006100 0 072 R006100 32 072 S006100 37 072 T006100 3545 072 U006100 0 072 V006100 0 072 W006100 15 072 X006100 11756 072 Y006100 2073 PAGE 339 072 Z006100 31848 072AA006100 56 072BB006100 0 072CC016100 0 072CC026100 0 072DD016100 1801 072DD026100 30072 072EE006100 0 073 A016100 0.0095 073 A026100 0.0090 073 B006100 0.0000 073 C006100 0.0000 074 A006100 5 074 B006100 0 074 C006100 3075950 074 D006100 0 074 E006100 0 074 F006100 0 074 G006100 0 074 H006100 0 074 I006100 0 074 J006100 16018 074 K006100 0 074 L006100 10504 074 M006100 0 074 N006100 3102477 074 O006100 87771 074 P006100 454 074 Q006100 0 074 R016100 0 074 R026100 0 074 R036100 0 074 R046100 2780 074 S006100 0 074 T006100 3011472 074 U016100 275091 074 U026100 2736550 074 V016100 0.00 074 V026100 0.00 074 W006100 1.0000 074 X006100 512 074 Y006100 2650450 075 A006100 2922129 075 B006100 0 076 006100 0.00 SIGNATURE EDWARD D. BEDARD TITLE CHIEF FINANCIAL OFCR EX-99.77B ACCT LTTR 3 g83138ex77b.htm REPORT OF INDEPENDENT ACCOUNTANTS

Report of Independent Accountants

To the Shareholders and Trustees
of Nations Funds Trust

In planning and performing our audits of the financial statements of Nations Asset Allocation Fund, Nations Classic Value Fund, Nations Kansas Municipal Income Fund, Nations LargeCap Value Fund, Nations Corporate Bond Portfolio, Nations Marsico Focused Equities Fund, Nations Marsico Growth Fund, Nations MidCap Index Fund, Nations MidCap Value Fund, Nations New York Tax-Exempt Reserves, Nations Global Value Fund, Nations Government Securities Fund, Nations High Yield Bond Fund, Nations LifeGoal Balanced Growth Portfolio, Nations LifeGoal Growth Portfolio, Nations LifeGoal Income and Growth Portfolio, Nations Emerging Markets Fund, Nations Intermediate Bond Fund, Nations International Equity Fund, Nations International Value Fund, Nations California Municipal Bond Fund, Nations California Intermediate Municipal Bond Fund, Nations California Tax-Exempt Reserves, Nations Cash Reserves, Nations Convertible Securities Fund, Nations Government Reserves, Nations Money Market Reserves, Nations Municipal Reserves, Nations Treasury Reserves, Nations Small Company Fund, Nations Bond Fund, Nations Short-Intermediate Government Fund, Nations Short-Term Income Fund, Nations Strategic Income Fund, Nations Capital Growth Fund, Nations LargeCap Index Fund, Nations Managed Index Fund, Nations Marsico 21st Century Fund, Nations MidCap Growth Fund, Nations Marsico International Opportunities Fund, Nations SmallCap Index Fund, Nations Strategic Growth Fund, Nations Tax Exempt Reserves, Nations Value Fund, Nations Intermediate Municipal Bond Fund, Nations Municipal Income Fund, Nations Short-Term Municipal Income Fund, Nations Florida Intermediate Municipal Bond Fund, Nations Florida Municipal Bond Fund, 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 SmallCap Value Fund, Nations Mortgage and Asset Backed Portfolio and Nations High Income Portfolio (each a portfolio of Nations Funds Trust, hereafter referred to as the “Trust”) for the year ended March 31, 2003, we considered its internal control, including control activities for safeguarding securities, in order to determine our auditing procedures for the purpose of expressing our opinion on the financial statements and to comply with the requirements of Form N-SAR, not to provide assurance on internal control.

The management of the Fund is responsible for establishing and maintaining internal control. In fulfilling this responsibility, estimates and judgments by management are required to assess the expected benefits and related costs of controls. Generally, controls that are relevant to an audit pertain to the entity’s objective of preparing financial statements for external purposes that are fairly presented in conformity with generally accepted accounting principles. Those controls include the safeguarding of assets against unauthorized acquisition, use or disposition.

Because of inherent limitations in internal control, errors or fraud may occur and not be detected. Also, projection of any evaluation of internal control to future periods is subject to the risk that controls may become inadequate because of changes in conditions or that the effectiveness of their design and operation may deteriorate.

Our consideration of internal control would not necessarily disclose all matters in internal control that might be material weaknesses under standards established by the American Institute of Certified Public Accountants. A material weakness is a condition in which the design or operation of one or more of the internal control components does not reduce to a relatively low level the risk that misstatements caused by error or fraud in amounts that would be material in relation to the financial statements being audited may occur and not be detected within a timely period by employees in the normal course of performing their assigned functions. However, we noted no matters involving internal control and its operation, including controls for safeguarding securities, that we consider to be material weaknesses as defined above as of March 31, 2003.

This report is intended solely for the information and use of the Trustees, management and the Securities and Exchange Commission and is not intended to be and should not be used by anyone other than these specified parties.

May 16, 2003

EX-99.77D POLICIES 4 g83138ex77d1.htm NATIONS LIFEGOAL SUPPLEMENT DATED 3-4-2003

NATIONS FUNDS TRUST

NATIONS LIFEGOAL GROWTH PORTFOLIO
NATIONS LIFEGOAL BALANCED GROWTH PORTFOLIO
NATIONS LIFEGOAL INCOME AND GROWTH PORTFOLIO

Supplement dated March 4, 2003
to Prospectuses dated August 1, 2002, as supplemented

1. The prospectuses for all share classes of Nations LifeGoal Growth Portfolio, Nations LifeGoal Balanced Growth Portfolio and Nations LifeGoal Income and Growth Portfolio (each a “Portfolio”) are hereby supplemented to reflect the addition and deletion of certain underlying Fund categories and the deletion of an underlying Fund as follows:

(a) Nations LifeGoal Growth Portfolio: The underlying Fund category for “Emerging markets stock fund” which had a target allocation of 0-5% and its corresponding underlying Fund, Nations Emerging Markets Fund are removed from the allocation chart. All references to Nations Emerging Markets Fund and any related information are deleted throughout the prospectus. In addition, a new underlying Fund category is added for “Convertibles securities fund” with a target allocation of 0-10% and a corresponding underlying Fund, Nations Convertible Securities Fund. Information for Nations Convertible Securities Fund is provided below.

(b) Nations LifeGoal Balanced Growth Portfolio and Nations LifeGoal Income and Growth Portfolio: A new underlying Fund category is added to the allocation chart for “Convertibles securities fund” with a target allocation of 0-10% and a corresponding underlying Fund, Nations Convertible Securities Fund. Information for Nations Convertible Securities Fund is provided below. In addition, the underlying Fund, International Bond Portfolio is removed from the allocation chart. All references to International Bond Portfolio and any related information are deleted throughout the prospectus.

2. Risks and other things to consider:

(a) The following risks relating to the addition of Nations Convertible Securities Fund are inserted under the heading “Risks and other things to consider” for each Portfolio as needed:

• Convertible securities risk – The Portfolio allocates assets to Funds that invest in convertible securities. The issuer of a convertible security may have the option to redeem it at a specified price. If a convertible security is redeemed, the underlying Fund may accept the redemption, convert the convertible security to common stock, or sell the convertible security to a third party. Any of these transactions could affect the underlying Fund’s ability to meet its objective.

• Interest rate risk – The Portfolio allocates assets to Funds that may invest in fixed income securities. The prices of fixed income securities will tend to fall when interest rates rise. In general, fixed income securities with longer terms tend to fall more in value when interest rates rise than fixed income securities with shorter terms.

• Credit risk – An underlying Fund that invests in fixed income securities could lose money if the issuer of a fixed income security is unable to pay interest or repay principal when it’s due. Fixed income securities with the lowest investment grade rating or that aren’t investment grade are more speculative in nature than securities with higher ratings, and they tend to be more sensitive to credit risk, particularly during a downturn in the economy.

3. General:

(a) The following overview of objective and principal investments relating to the addition of Nations Convertible Securities Fund is inserted in the chart under the heading “About the Nations Funds”:


	The Fund’s investment objective	What the Fund invests in

Convertible Securities Fund Nations Convertible Securities Fund	To provide investors with a total investment return, comprised of current income and capital appreciation, consistent with prudent investment risk	• At least 80% of its assets in convertible securities. Most convertible securities are issued by U.S. issuers and are not investment grade.
		• The Fund may invest up to 15% of its assets in Eurodollar convertible securities
		• The team generally chooses convertible securities that are rated at least “B” by a nationally recognized statistical rating organization but may choose unrated securities if it believes they are of comparable quality at the time of investment

(b) The chart under the heading “How the Portfolios are managed — Banc of America Capital Management, LLC” outlining the BACAP asset management team that is responsible for making the day-to-day investment decisions for certain underlying Funds should identify that BACAP’s Income Strategies Team makes the day-to-day investment decisions for Nations Convertible Securities Fund.

(c) The portfolio manager information under the heading “How the Portfolios are managed — Marsico Capital Management, LLC” should be modified to identify that effective February 1, 2003, Mr. Thomas F. Marsico and Mr. James A. Hillary co-manage Nations Marsico Focused Equities Master Portfolio in which Nations Marsico Focused Equities Fund invests all of its assets.

EX-99.77D POLICIES 5 g83138ex77d2.htm SUPPLEMENT DATED 1-29-2003

NATIONS FUNDS TRUST
Nations Marsico Focused Equities Fund, Nations Marsico Growth Fund, Nations Marsico
21st Century Fund, Nations LifeGoal Growth Portfolio, Nations LifeGoal Balanced
Growth Portfolio and Nations LifeGoal Income and Growth Portfolio
(collectively the “Funds”)

Supplement dated January 29, 2003
to Prospectuses dated August 1, 2002, as supplemented

The prospectuses for the Funds are hereby supplemented as follows:

1. Effective February 1, 2003, Mr. Thomas F. Marsico and Mr. James A. Hillary co-manage Nations Marsico Focused Equities Master Portfolio and Nations Marsico Growth Master Portfolio, in which Nations Marsico Focused Equities Fund and Nations Marsico Growth Fund invest all of their assets, respectively.

2. Effective February 1, 2003, Mr. Hillary no longer manages Nations Marsico 21st Century Master Portfolio, in which Nations Marsico 21st Century Fund invests all of its assets. Mr. Corydon J. Gilchrist, CFA is the portfolio manager of Nations Marsico 21st Century Master Portfolio. Prior to joining Marsico Capital Management, LLC in May of 2000, Mr. Gilchrist spent four years as an international portfolio manager and analyst at Invista Capital Management, where he was on a committee that managed several international equity funds. He holds BBA and MBA degrees from the University of Iowa, and holds a CFA charter.

3. All references to the portfolio managers of Nations Marsico Focused Equities Fund, Nations Marsico Growth Fund and Nations Marsico 21st Century Fund throughout the prospectuses should be read in accordance with the above information.

EX-99.77D POLICIES 6 g83138ex77d3.htm SUPPLEMENT DATED 5-10-2002

NATIONS FUNDS TRUST

Supplement dated May 10, 2002
to Prospectuses dated August 1, 2001, as supplemented

I. The date of the prospectuses for all share classes of all non-money market Nations Funds within Nations Funds Trust, excluding Nations California Municipal Bond Fund, Nations Small Company Fund and Nations Value Fund (the “May 10 Funds”), is hereby changed from August 1, 2001 to May 10, 2002. The date of the prospectuses for all share classes of Nations California Municipal Bond Fund, Nations Small Company Fund and Nations Value Fund (the “May 17 Funds”) is hereby changed from August 1, 2001 to May 17, 2002.

II. The Securities and Exchange Commission (“SEC”) file numbers on the back cover of all prospectuses are hereby modified as follows:

• As of May 10, 2002, the SEC file numbers are modified by replacing Nations Fund Trust, 811-04305, Nations Reserves 811-6030 and Nations Fund, Inc. 811-04614, as applicable, with Nations Funds Trust, 811- 09645 for all of the May 10 Funds.

• As of May 17, 2002, the SEC file numbers are modified by replacing Nations Fund Trust, 811-04305, Nations Reserves 811-6030 and Nations Fund, Inc. 811-04614, as applicable, with Nations Funds Trust, 811- 09645 for all of the May 17 Funds.

III. The prospectuses for all share classes of the Nations Funds listed below are hereby supplemented by adding the following bullet point paragraph at the end of the first paragraph of the section entitled “An overview of the Funds”:

• As of May 10, 2002, the following funds are no longer available for investment:

Nations Georgia Municipal Bond Fund
Nations Maryland Municipal Bond Fund
Nations North Carolina Municipal Bond Fund
Nations South Carolina Municipal Bond Fund
Nations Tennessee Municipal Bond Fund
Nations Texas Municipal Bond Fund
Nations Virginia Municipal Bond Fund
Nations Aggressive Growth Fund
Nations Blue Chip Fund
Nations Equity Income Fund

IV. As of May 10, 2002 for the May 10 Funds and May 17, 2002 for the May 17 Funds, the prospectuses for all share classes of all Nations Funds within Nations Funds Trust that are not currently feeder funds (defined below) investing in a master portfolio (defined below) are hereby supplemented by adding the following bullet point paragraph at the end of the section entitled “About the Funds — Other important information”:

• Changing to a feeder fund — Unlike traditional mutual funds, which invest in individual securities, a “feeder fund” invests all of its assets in another fund, called a “master portfolio.” Other feeder funds generally also invest in a master portfolio. The master portfolio invests in individual securities and has the same investment objective, investment strategies and principal risks as the feeder funds. This structure can help reduce a feeder fund’s expenses because its assets are combined with those of other feeder funds. If a master portfolio doesn’t attract other feeder funds, however, a feeder fund’s expenses could be higher than those of a traditional mutual fund.

Each fund may become a feeder fund if the Board decides this would be in the best interests of shareholders. We don’t require shareholder approval to make the change, but we’ll notify you if it happens. If a fund becomes a feeder fund, it will have the additional risks of investing in a master portfolio.

V. As of May 10, 2002 Nations Strategic Growth Fund began operating as a “feeder fund” in a master-feeder structure. As a feeder fund, the fund invests all of its assets in Nations Strategic Growth Master Portfolio and does not have its own investment adviser or sub-adviser. BA Advisors is the master portfolio’s investment adviser, and BACAP is its sub-adviser. BACAP’s Growth Strategies Team makes the day-to-day investment decisions for the master portfolio. The master portfolio has the same investment objective as the fund.

In addition to the risks disclosed in its current prospectus, the fund has the risks and issues associated with investing in the master portfolio including the fact that other mutual funds and eligible investors can buy shares in the master portfolio. All investors in the master portfolio invest under the same terms and conditions as the fund and pay a proportionate share of the master portfolio’s expenses. Other feeder funds that invest in the master portfolio may have different share prices and returns than the fund because different feeder funds typically have varying sales charges, and ongoing administrative expenses. The fund could withdraw its entire investment from the master portfolio if it believes it’s in the best interests of the fund to do so (for example, if the master portfolio changed its investment objective). It is unlikely that this would happen, but if it did, the fund’s portfolio could be less diversified and therefore less liquid, and expenses could increase. The fund might also have to pay brokerage, tax or other charges.

EX-99.77D POLICIES 7 g83138ex77d4.htm NATIONS ASSET ALLOC SUPPLEMENT DATED 12-1-2002

NATIONS FUNDS TRUST

Supplement dated December 1, 2002

to Prospectuses dated August 1, 2002

Effective December 31, 2002, the prospectuses for all share classes of Nations Asset Allocation Fund are hereby supplemented by replacing all references to BACAP’s Growth Strategies Team with BACAP’s Investment Strategies Team as the portfolio management team that makes the day-to-day investment decisions for the equity portion of the Fund and replacing the discussion of the Fund under the heading “About the Funds” with the discussion below, which reflects changes to the principal investment strategies of the Fund.

About the sub-advisers

BACAP is this Fund’s sub-adviser. BACAP’s Investment Strategies Team makes the day-to-day investment decisions for the equity portion of the Fund. BACAP’s Fixed Income Management Team makes the day-to-day investment decisions for the fixed income and money market portions of the Fund.

What is an asset

allocation fund?

This asset allocation fund invests in a mix of equity and fixed income securities, and cash equivalents.

Each of these “asset classes” has different risk/return characteristics. The portfolio management team changes the mix based on its assessment of the expected risks and returns of each class.

Asset allocation funds like this one can provide a diversified asset mix for you in a single investment.

Nations Asset Allocation Fund

Investment objective

The Fund seeks to obtain long-term growth from capital appreciation, and dividend and interest income.

Principal investment strategies

The Fund invests in a mix of equity and fixed income securities, as well as cash equivalents, including U.S. government obligations, commercial paper and other short-term, interest-bearing instruments.

The team uses asset allocation and active security selection as its principal investment approach. The team actively allocates assets among the three asset classes based on its assessment of the expected risks and returns of each class.

The equity securities the Fund invests in are primarily common stocks of medium and large-sized companies whose market capitalizations typically are at least $1 billion and that are believed to have potential for long-term growth.

For the equity portion of the Fund, the team starts with a universe of companies generally with market capitalizations of at least $1 billion that have been identified using a disciplined analytical process. The investment potential of these companies and their industries have been assessed by evaluating:

•

the growth prospects of a company’s industry

•

a company’s relative competitive position in the industry

which companies are mature, fundamentally sound businesses that are believed to be attractively priced due to investor indifference or unpopularity

a company’s current operating margins relative to its historic range

various measures of relative valuation, including price to cash flow and relative dividend yield

indicators of potential stock price appreciation. These could have taken the form of anticipated earnings growth, company restructuring, changes in management, new product opportunities, business model changes, or other anticipated improvements in micro and macroeconomic factors

It is believed that this fundamental analysis identifies companies with favorable long-term growth potential, competitive advantages and sensible business strategies.

The team then uses quantitative analysis to create a core portfolio from the identified companies, evaluating each company’s earnings trends and stock valuations, among other things.

In managing the portfolio, the team considers the characteristics of the Russell 1000 Index as a general baseline. The index characteristics evaluated by the team include risk and sector diversification, as well as individual securities holdings.

The fixed income securities the Fund invests in are primarily investment grade bonds and notes; however, the Fund may invest up to 10% of its total assets in high yield debt securities which are often referred to as “junk bonds”. The Fund normally invests at least 25% of its assets in senior securities. The Fund may also invest up to 35% of its assets in mortgage-backed and asset-backed securities.

In the fixed income portion of its portfolio, the Fund may also engage in repurchase, reverse repurchase and forward purchase agreements. These investments will generally be short-term in nature and are primarily used to seek to enhance returns and manage liquidity. In addition, the Fund may use futures, interest rate swaps, total return swaps, options, and other derivative instruments to seek to enhance returns, to hedge some of the risks of its investments in fixed income securities or as a substitute for a position in an underlying asset.

The Fund may also invest in securities that aren’t part of its principal investment strategies, but it won’t hold more than 10% of its assets in any one type of these securities. These securities are described in the SAI.

The team may sell a security when the Fund’s asset allocation changes, if there is a deterioration in the issuer’s financial situation, when the team believes other investments are more attractive, or for other reasons.

The team may use various strategies, consistent with the Fund’s investment objective, to try to reduce the amount of capital gains distributed to shareholders. For example, the team:

•

may limit the number of buy and sell transactions it makes

•

may try to sell shares that have the lowest tax burden on shareholders

•

may offset capital gains by selling securities to realize a capital loss

While the Fund may try to manage capital gain distributions, it will not be able to completely avoid making taxable distributions. These strategies also may be affected by changes in tax laws and regulations, or by court decisions.

EX-99.77O RULE 10F-3 8 g83138ex77o.txt TRANSACTIONS REPORT Schedule A RULE 10f-3 TRANSACTIONS REPORT April 1, 2002 through March 31, 2003 Affiliated Underwriter: Banc of America Securities, LLC

* 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. 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 9 g83138ex77q1.htm ITEM 28H RESPONSE

The Registrant’s response to Item 28H includes only shares sold that were actually charged a front-end sales load. Based on informal guidance from the staff of the Division of Investment Management, we understand that including only these shares, and not shares subject to a waived load, a CDSC or an asset based sales charge where no front-end sales load was actually charged, is an acceptable response to this Item.

EX-99.77Q3 CERT 10 g83138ex77q3.htm PRESIDENT AND CFO CERTIFICATIONS

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 Chief Financial Officer (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: May 27, 2003

/s/ Robert H. Gordon
Robert H. Gordon
President

CERTIFICATIONS

I, Edward D. Bedard, certify that:

Date: May 27, 2003

/s/ Edward D. Bedard
Edward D. Bedard
Chief Financial Officer

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	(a)		Nations LifeGoal Growth Portfolio: The underlying Fund category for “Emerging markets stock fund” which had a target allocation of 0-5% and its corresponding underlying Fund, Nations Emerging Markets Fund are removed from the allocation chart. All references to Nations Emerging Markets Fund and any related information are deleted throughout the prospectus. In addition, a new underlying Fund category is added for “Convertibles securities fund” with a target allocation of 0-10% and a corresponding underlying Fund, Nations Convertible Securities Fund. Information for Nations Convertible Securities Fund is provided below.

	(b)		Nations LifeGoal Balanced Growth Portfolio and Nations LifeGoal Income and Growth Portfolio: A new underlying Fund category is added to the allocation chart for “Convertibles securities fund” with a target allocation of 0-10% and a corresponding underlying Fund, Nations Convertible Securities Fund. Information for Nations Convertible Securities Fund is provided below. In addition, the underlying Fund, International Bond Portfolio is removed from the allocation chart. All references to International Bond Portfolio and any related information are deleted throughout the prospectus.

	•		*Interest rate risk* – The Portfolio allocates assets to Funds that may invest in fixed income securities. The prices of fixed income securities will tend to fall when interest rates rise. In general, fixed income securities with longer terms tend to fall more in value when interest rates rise than fixed income securities with shorter terms.

	•		*Credit risk* – An underlying Fund that invests in fixed income securities could lose money if the issuer of a fixed income security is unable to pay interest or repay principal when it’s due. Fixed income securities with the lowest investment grade rating or that aren’t investment grade are more speculative in nature than securities with higher ratings, and they tend to be more sensitive to credit risk, particularly during a downturn in the economy.

	(b)		The chart under the heading “How the Portfolios are managed — Banc of America Capital Management, LLC” outlining the BACAP asset management team that is responsible for making the day-to-day investment decisions for certain underlying Funds should identify that BACAP’s Income Strategies Team makes the day-to-day investment decisions for Nations Convertible Securities Fund.

	(c)		The portfolio manager information under the heading “How the Portfolios are managed — Marsico Capital Management, LLC” should be modified to identify that effective February 1, 2003, Mr. Thomas F. Marsico and Mr. James A. Hillary co-manage Nations Marsico Focused Equities Master Portfolio in which Nations Marsico Focused Equities Fund invests all of its assets.

1.		Effective February 1, 2003, Mr. Thomas F. Marsico and Mr. James A. Hillary co-manage Nations Marsico Focused Equities Master Portfolio and Nations Marsico Growth Master Portfolio, in which Nations Marsico Focused Equities Fund and Nations Marsico Growth Fund invest all of their assets, respectively.

2.		Effective February 1, 2003, Mr. Hillary no longer manages Nations Marsico 21st Century Master Portfolio, in which Nations Marsico 21st Century Fund invests all of its assets. Mr. Corydon J. Gilchrist, CFA is the portfolio manager of Nations Marsico 21st Century Master Portfolio. Prior to joining Marsico Capital Management, LLC in May of 2000, Mr. Gilchrist spent four years as an international portfolio manager and analyst at Invista Capital Management, where he was on a committee that managed several international equity funds. He holds BBA and MBA degrees from the University of Iowa, and holds a CFA charter.

3.		All references to the portfolio managers of Nations Marsico Focused Equities Fund, Nations Marsico Growth Fund and Nations Marsico 21st Century Fund throughout the prospectuses should be read in accordance with the above information.

	•		As of May 10, 2002, the SEC file numbers are modified by replacing Nations Fund Trust, 811-04305, Nations Reserves 811-6030 and Nations Fund, Inc. 811-04614, as applicable, with Nations Funds Trust, 811- 09645 for all of the May 10 Funds.

	•		As of May 17, 2002, the SEC file numbers are modified by replacing Nations Fund Trust, 811-04305, Nations Reserves 811-6030 and Nations Fund, Inc. 811-04614, as applicable, with Nations Funds Trust, 811- 09645 for all of the May 17 Funds.

	(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 Chief Financial Officer (see attached).

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;

	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