-----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, JoG8hbIfMu7tDhASLrtFYdfTwczwcKE4mI13kCrfoch/cC+3iQTYqOzTd1k6Bmrq igGcJ2u7THcAcPQZP73oDA== 0000950144-03-013326.txt : 20031201 0000950144-03-013326.hdr.sgml : 20031201 20031201142019 ACCESSION NUMBER: 0000950144-03-013326 CONFORMED SUBMISSION TYPE: NSAR-A PUBLIC DOCUMENT COUNT: 5 CONFORMED PERIOD OF REPORT: 20030930 FILED AS OF DATE: 20031201 EFFECTIVENESS DATE: 20031201 FILER: COMPANY DATA: COMPANY CONFORMED NAME: NATIONS FUNDS TRUST CENTRAL INDEX KEY: 0001097519 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 0331 FILING VALUES: FORM TYPE: NSAR-A SEC ACT: 1940 Act SEC FILE NUMBER: 811-09645 FILM NUMBER: 031029717 BUSINESS ADDRESS: STREET 1: ONE BANK OF AMERICA PLAZA CITY: CHARLOTTE STATE: NC ZIP: 28255 BUSINESS PHONE: 8003217854 MAIL ADDRESS: STREET 1: ONE BANKOF AMERICA PLAZA CITY: CHARLOTTE STATE: NC ZIP: 28255 NSAR-A 1 answer.fil NATIONS FUNDS TRUST PAGE 1 000 A000000 09/30/2003 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 60 007 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 Y 007 C010900 9 007 C011000 10 007 C021000 NATIONS GLOBAL VALUE FUND 007 C031000 N 007 C011100 11 PAGE 2 007 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 Y 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 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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0.0000 074 A000200 2547 074 B000200 0 074 C000200 0 074 D000200 0 074 E000200 0 074 F000200 1177436 074 G000200 0 074 H000200 0 074 I000200 47276 074 J000200 0 074 K000200 0 074 L000200 685 074 M000200 0 074 N000200 1227944 074 O000200 889 074 P000200 298 PAGE 20 074 Q000200 0 074 R010200 0 074 R020200 0 074 R030200 0 074 R040200 34984 074 S000200 0 074 T000200 1191773 074 U010200 136328 074 U020200 491 074 V010200 8.71 074 V020200 8.70 074 W000200 0.0000 074 X000200 345 074 Y000200 1190075 075 A000200 0 075 B000200 1061421 076 000200 0.00 015 A000301 BANK OF NEW YORK 015 B000301 C 015 C010301 NEW YORK 015 C020301 NY 015 C030301 10286 015 E010301 X 024 000300 N 025 D000301 0 025 D000302 0 025 D000303 0 025 D000304 0 025 D000305 0 025 D000306 0 025 D000307 0 025 D000308 0 028 A010300 1051 028 A020300 0 028 A030300 0 028 A040300 626 028 B010300 3583 028 B020300 0 028 B030300 0 028 B040300 624 028 C010300 7106 028 C020300 0 028 C030300 0 028 C040300 621 028 D010300 4064 028 D020300 0 028 D030300 0 028 D040300 1133 028 E010300 11239 028 E020300 0 028 E030300 0 PAGE 21 028 E040300 556 028 F010300 8798 028 F020300 0 028 F030300 0 028 F040300 1493 028 G010300 35841 028 G020300 0 028 G030300 0 028 G040300 5053 028 H000300 2530 029 000300 Y 030 A000300 18 030 B000300 5.75 030 C000300 0.00 031 A000300 16 031 B000300 0 032 000300 0 033 000300 2 034 000300 Y 035 000300 39 036 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 232 044 000300 0 045 000300 N 048 000300 0.000 048 A010300 0 048 A020300 0.000 048 B010300 0 048 B020300 0.000 048 C010300 0 048 C020300 0.000 048 D010300 0 048 D020300 0.000 048 E010300 0 048 E020300 0.000 048 F010300 0 048 F020300 0.000 PAGE 22 048 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 067 000300 N 068 A000300 N 068 B000300 N 069 000300 N 070 A010300 Y PAGE 23 070 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 N 070 K010300 Y 070 K020300 Y 070 L010300 Y 070 L020300 Y 070 M010300 Y 070 M020300 Y 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 6 072 B000300 6 072 C000300 155 072 D000300 0 072 E000300 7 072 F000300 0 072 G000300 45 072 H000300 0 072 I000300 15 072 J000300 0 072 K000300 0 072 L000300 29 PAGE 24 072 M000300 10 072 N000300 13 072 O000300 0 072 P000300 0 072 Q000300 0 072 R000300 9 072 S000300 24 072 T000300 232 072 U000300 0 072 V000300 0 072 W000300 310 072 X000300 687 072 Y000300 0 072 Z000300 -519 072AA000300 5657 072BB000300 0 072CC010300 12034 072CC020300 0 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 95617 074 J000300 0 074 K000300 0 074 L000300 0 074 M000300 0 074 N000300 95617 074 O000300 0 074 P000300 10 074 Q000300 0 074 R010300 0 074 R020300 0 074 R030300 0 074 R040300 172 074 S000300 0 074 T000300 95435 074 U010300 1650 074 U020300 10038 074 V010300 8.34 PAGE 25 074 V020300 8.26 074 W000300 0.0000 074 X000300 6352 074 Y000300 0 075 A000300 0 075 B000300 70015 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 233 028 A020400 0 028 A030400 0 028 A040400 2067 028 B010400 268 028 B020400 42 028 B030400 0 028 B040400 2016 028 C010400 355 028 C020400 20 028 C030400 0 028 C040400 1060 028 D010400 636 028 D020400 20 028 D030400 0 028 D040400 1794 028 E010400 154 028 E020400 20 028 E030400 0 028 E040400 606 028 F010400 324 028 F020400 38 028 F030400 0 028 F040400 1057 028 G010400 1970 028 G020400 140 028 G030400 0 028 G040400 8600 028 H000400 150 PAGE 26 029 000400 Y 030 A000400 26 030 B000400 3.25 030 C000400 0.00 031 A000400 1 031 B000400 0 032 000400 0 033 000400 25 034 000400 Y 035 000400 14 036 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 10 044 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 0 048 H020400 0.000 048 I010400 0 048 I020400 0.000 048 J010400 0 048 J020400 0.000 PAGE 27 048 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 0.1 062 M000400 0.0 062 N000400 0.0 062 O000400 99.0 062 P000400 0.0 062 Q000400 0.0 062 R000400 2.1 PAGE 28 063 A000400 0 063 B000400 7.4 064 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 6737 071 B000400 12630 071 C000400 91251 071 D000400 7 072 A000400 6 072 B000400 2020 PAGE 29 072 C000400 4 072 D000400 0 072 E000400 0 072 F000400 232 072 G000400 102 072 H000400 0 072 I000400 16 072 J000400 4 072 K000400 0 072 L000400 7 072 M000400 10 072 N000400 0 072 O000400 0 072 P000400 0 072 Q000400 0 072 R000400 10 072 S000400 25 072 T000400 10 072 U000400 0 072 V000400 0 072 W000400 4 072 X000400 420 072 Y000400 131 072 Z000400 1735 072AA000400 630 072BB000400 0 072CC010400 0 072CC020400 475 072DD010400 1629 072DD020400 106 072EE000400 190 073 A010400 0.2000 073 A020400 0.1800 073 B000400 0.0200 073 C000400 0.0000 074 A000400 1 074 B000400 0 074 C000400 0 074 D000400 89537 074 E000400 0 074 F000400 0 074 G000400 0 074 H000400 0 074 I000400 69 074 J000400 0 074 K000400 0 074 L000400 1165 074 M000400 0 074 N000400 90772 074 O000400 0 074 P000400 32 PAGE 30 074 Q000400 0 074 R010400 0 074 R020400 0 074 R030400 0 074 R040400 353 074 S000400 0 074 T000400 90387 074 U010400 8084 074 U020400 563 074 V010400 10.45 074 V020400 10.45 074 W000400 0.0000 074 X000400 34 074 Y000400 89606 075 A000400 0 075 B000400 92751 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 17559 028 A020500 0 028 A030500 0 028 A040500 411 028 B010500 14607 028 B020500 0 028 B030500 0 028 B040500 447 028 C010500 18137 028 C020500 0 028 C030500 0 028 C040500 7426 028 D010500 18333 028 D020500 0 028 D030500 0 028 D040500 1228 028 E010500 20237 028 E020500 0 028 E030500 0 PAGE 31 028 E040500 1194 028 F010500 20182 028 F020500 0 028 F030500 0 028 F040500 2409 028 G010500 109055 028 G020500 0 028 G030500 0 028 G040500 13115 028 H000500 709 029 000500 Y 030 A000500 351 030 B000500 5.75 030 C000500 0.00 031 A000500 5 031 B000500 0 032 000500 0 033 000500 346 034 000500 Y 035 000500 5 036 A000500 N 036 B000500 0 037 000500 Y 038 000500 2 039 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 30 044 000500 0 045 000500 N 048 000500 0.000 048 A010500 0 048 A020500 0.000 048 B010500 0 048 B020500 0.000 048 C010500 0 048 C020500 0.000 048 D010500 0 048 D020500 0.000 048 E010500 0 048 E020500 0.000 048 F010500 0 048 F020500 0.000 PAGE 32 048 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 067 000500 N 068 A000500 N 068 B000500 Y 069 000500 N 070 A010500 N PAGE 33 070 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 N 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 6 072 B000500 63 072 C000500 1531 072 D000500 0 072 E000500 11 072 F000500 0 072 G000500 102 072 H000500 0 072 I000500 23 072 J000500 0 072 K000500 0 072 L000500 30 PAGE 34 072 M000500 10 072 N000500 27 072 O000500 0 072 P000500 0 072 Q000500 0 072 R000500 10 072 S000500 25 072 T000500 30 072 U000500 0 072 V000500 0 072 W000500 810 072 X000500 1067 072 Y000500 0 072 Z000500 538 072AA000500 7375 072BB000500 0 072CC010500 28459 072CC020500 0 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 233437 074 J000500 0 074 K000500 0 074 L000500 0 074 M000500 0 074 N000500 233437 074 O000500 0 074 P000500 22 074 Q000500 0 074 R010500 0 074 R020500 0 074 R030500 0 074 R040500 87 074 S000500 0 074 T000500 233328 074 U010500 24691 074 U020500 1404 074 V010500 8.95 PAGE 35 074 V020500 8.88 074 W000500 0.0000 074 X000500 936 074 Y000500 0 075 A000500 0 075 B000500 169322 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 1839 028 A020600 0 028 A030600 0 028 A040600 5780 028 B010600 2153 028 B020600 153 028 B030600 0 028 B040600 6331 028 C010600 1955 028 C020600 163 028 C030600 0 028 C040600 6754 028 D010600 8670 028 D020600 155 028 D030600 0 028 D040600 10530 028 E010600 4266 028 E020600 156 028 E030600 0 028 E040600 14302 028 F010600 1622 028 F020600 341 028 F030600 0 028 F040600 5546 028 G010600 20505 028 G020600 968 028 G030600 0 028 G040600 49243 028 H000600 1453 PAGE 36 029 000600 Y 030 A000600 58 030 B000600 4.75 030 C000600 0.00 031 A000600 7 031 B000600 0 032 000600 0 033 000600 51 034 000600 Y 035 000600 91 036 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 375 044 000600 0 045 000600 Y 046 000600 N 047 000600 Y 048 000600 0.000 048 A010600 200000 048 A020600 0.500 048 B010600 50000 048 B020600 0.450 048 C010600 0 048 C020600 0.000 048 D010600 0 048 D020600 0.000 048 E010600 0 048 E020600 0.000 048 F010600 0 048 F020600 0.000 048 G010600 0 048 G020600 0.000 048 H010600 0 048 H020600 0.000 048 I010600 0 048 I020600 0.000 048 J010600 0 048 J020600 0.000 PAGE 37 048 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 1.7 062 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 54.2 062 N000600 28.8 062 O000600 0.0 062 P000600 12.2 062 Q000600 0.0 062 R000600 34.0 PAGE 38 063 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 416331 071 B000600 393880 071 C000600 210445 071 D000600 187 072 A000600 6 072 B000600 3956 PAGE 39 072 C000600 190 072 D000600 0 072 E000600 18 072 F000600 598 072 G000600 268 072 H000600 0 072 I000600 42 072 J000600 15 072 K000600 0 072 L000600 16 072 M000600 10 072 N000600 27 072 O000600 0 072 P000600 0 072 Q000600 0 072 R000600 18 072 S000600 23 072 T000600 375 072 U000600 0 072 V000600 0 072 W000600 9 072 X000600 1401 072 Y000600 173 072 Z000600 2936 072AA000600 0 072BB000600 1856 072CC010600 1057 072CC020600 0 072DD010600 1696 072DD020600 1239 072EE000600 0 073 A010600 0.1500 073 A020600 0.1300 073 B000600 0.0000 073 C000600 0.0000 074 A000600 28 074 B000600 0 074 C000600 3994 074 D000600 217160 074 E000600 0 074 F000600 0 074 G000600 0 074 H000600 0 074 I000600 77725 074 J000600 5426 074 K000600 1 074 L000600 2341 074 M000600 854 074 N000600 307529 074 O000600 16497 074 P000600 105 PAGE 40 074 Q000600 0 074 R010600 0 074 R020600 0 074 R030600 0 074 R040600 62653 074 S000600 0 074 T000600 228274 074 U010600 11057 074 U020600 10267 074 V010600 10.71 074 V020600 10.69 074 W000600 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MORGAN CHASE & COMPANY 025 C000740 E 025 D000740 1137 025 A000741 LEHMAN BROTHERS HOLDINGS INC. 025 C000741 E 025 D000741 639 025 A000742 MBNA CORPORATION 025 C000742 E 025 D000742 1362 025 A000743 MELLON FINANCIAL CORPORATION 025 C000743 E 025 D000743 746 PAGE 43 025 A000744 MERRILL LYNCH & COMPANY, INC. 025 C000744 E 025 D000744 1111 025 A000745 PNC FINANCIAL SERVICES GROUP 025 C000745 E 025 D000745 660 025 A000746 PRUDENTIAL FINANCIAL, INC. 025 C000746 E 025 D000746 488 025 A000747 SOVEREIGN BANCORP, INC. 025 C000747 E 025 D000747 677 025 A000748 US BANCORP 025 C000748 E 025 D000748 1841 028 A010700 1745 028 A020700 0 028 A030700 0 028 A040700 3702 028 B010700 1389 028 B020700 0 028 B030700 0 028 B040700 3216 028 C010700 4061 028 C020700 419 028 C030700 0 028 C040700 3326 028 D010700 3155 028 D020700 0 028 D030700 0 028 D040700 6755 028 E010700 1264 028 E020700 0 028 E030700 0 028 E040700 2009 028 F010700 664 028 F020700 594 028 F030700 0 028 F040700 4617 028 G010700 12278 028 G020700 1013 028 G030700 0 028 G040700 23625 028 H000700 387 029 000700 Y 030 A000700 18 030 B000700 5.75 030 C000700 0.00 031 A000700 3 031 B000700 0 032 000700 0 PAGE 44 033 000700 15 034 000700 Y 035 000700 32 036 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 507 044 000700 0 045 000700 Y 046 000700 N 047 000700 Y 048 000700 0.650 048 A010700 0 048 A020700 0.000 048 B010700 0 048 B020700 0.000 048 C010700 0 048 C020700 0.000 048 D010700 0 048 D020700 0.000 048 E010700 0 048 E020700 0.000 048 F010700 0 048 F020700 0.000 048 G010700 0 048 G020700 0.000 048 H010700 0 048 H020700 0.000 048 I010700 0 048 I020700 0.000 048 J010700 0 048 J020700 0.000 048 K010700 0 048 K020700 0.000 049 000700 N 050 000700 N 051 000700 N 052 000700 N 053 A000700 Y PAGE 45 053 B000700 N 053 C000700 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 Y 055 B000700 N 056 000700 Y 057 000700 N 058 A000700 N 059 000700 Y 060 A000700 Y 060 B000700 Y 061 000700 1000 062 A000700 N 062 B000700 0.0 062 C000700 0.0 062 D000700 0.0 062 E000700 0.0 062 F000700 0.0 062 G000700 0.0 062 H000700 0.0 062 I000700 0.0 062 J000700 0.0 062 K000700 0.0 062 L000700 0.0 062 M000700 0.0 062 N000700 0.0 062 O000700 0.0 062 P000700 0.0 062 Q000700 0.0 062 R000700 0.0 063 A000700 0 063 B000700 0.0 066 A000700 Y 066 B000700 N 066 C000700 N 066 D000700 N 066 E000700 N PAGE 46 066 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 070 K020700 Y 070 L010700 Y 070 L020700 Y 070 M010700 Y 070 M020700 N 070 N010700 Y 070 N020700 Y 070 O010700 Y 070 O020700 Y 070 P010700 Y 070 P020700 N 070 Q010700 Y 070 Q020700 N 071 A000700 229526 071 B000700 239685 071 C000700 208151 071 D000700 110 072 A000700 6 072 B000700 1448 072 C000700 1381 072 D000700 0 072 E000700 3 072 F000700 685 072 G000700 242 PAGE 47 072 H000700 0 072 I000700 37 072 J000700 12 072 K000700 0 072 L000700 81 072 M000700 10 072 N000700 36 072 O000700 0 072 P000700 0 072 Q000700 0 072 R000700 15 072 S000700 24 072 T000700 507 072 U000700 0 072 V000700 0 072 W000700 0 072 X000700 1649 072 Y000700 0 072 Z000700 1183 072AA000700 1456 072BB000700 0 072CC010700 22115 072CC020700 0 072DD010700 311 072DD020700 854 072EE000700 0 073 A010700 0.1400 073 A020700 0.1200 073 B000700 0.0000 073 C000700 0.0000 074 A000700 0 074 B000700 0 074 C000700 0 074 D000700 72928 074 E000700 0 074 F000700 132855 074 G000700 0 074 H000700 0 074 I000700 29560 074 J000700 1428 074 K000700 0 074 L000700 792 074 M000700 40 074 N000700 237603 074 O000700 17049 074 P000700 154 074 Q000700 0 074 R010700 0 074 R020700 0 074 R030700 0 074 R040700 9284 PAGE 48 074 S000700 0 074 T000700 211116 074 U010700 2160 074 U020700 9334 074 V010700 18.40 074 V020700 18.43 074 W000700 0.0000 074 X000700 12150 074 Y000700 209512 075 A000700 0 075 B000700 211014 076 000700 0.00 024 000800 N 028 A010800 3913 028 A020800 0 028 A030800 0 028 A040800 11237 028 B010800 5100 028 B020800 0 028 B030800 0 028 B040800 10949 028 C010800 11095 028 C020800 0 028 C030800 0 028 C040800 9266 028 D010800 4501 028 D020800 341 028 D030800 0 028 D040800 31347 028 E010800 0 028 E020800 0 028 E030800 0 028 E040800 0 028 F010800 0 028 F020800 0 028 F030800 0 028 F040800 0 028 G010800 24609 028 G020800 341 028 G030800 0 028 G040800 62799 028 H000800 309 029 000800 Y 030 A000800 2 030 B000800 5.75 030 C000800 0.00 031 A000800 2 031 B000800 0 032 000800 0 033 000800 0 034 000800 Y PAGE 49 035 000800 29 036 A000800 N 036 B000800 0 037 000800 N 038 000800 0 039 000800 N 040 000800 Y 041 000800 Y 042 A000800 0 042 B000800 0 042 C000800 0 042 D000800 100 042 E000800 0 042 F000800 0 042 G000800 0 042 H000800 0 043 000800 0 044 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 PAGE 50 054 A000800 Y 054 B000800 Y 054 C000800 Y 054 D000800 N 054 E000800 N 054 F000800 N 054 G000800 Y 054 H000800 N 054 I000800 N 054 J000800 Y 054 K000800 N 054 L000800 Y 054 M000800 Y 054 N000800 N 054 O000800 Y 055 A000800 N 055 B000800 N 056 000800 Y 057 000800 N 058 A000800 N 059 000800 Y 060 A000800 Y 060 B000800 Y 061 000800 1000 062 A000800 N 062 B000800 0.0 062 C000800 0.0 062 D000800 0.0 062 E000800 0.0 062 F000800 0.0 062 G000800 0.0 062 H000800 0.0 062 I000800 0.0 062 J000800 0.0 062 K000800 0.0 062 L000800 0.0 062 M000800 0.0 062 N000800 0.0 062 O000800 0.0 062 P000800 0.0 062 Q000800 0.0 062 R000800 0.0 063 A000800 0 063 B000800 0.0 071 A000800 0 071 B000800 0 071 C000800 0 071 D000800 0 072 A000800 0 072 B000800 0 072 C000800 0 PAGE 51 072 D000800 0 072 E000800 0 072 F000800 0 072 G000800 0 072 H000800 0 072 I000800 0 072 J000800 0 072 K000800 0 072 L000800 0 072 M000800 0 072 N000800 0 072 O000800 0 072 P000800 0 072 Q000800 0 072 R000800 0 072 S000800 0 072 T000800 0 072 U000800 0 072 V000800 0 072 W000800 0 072 X000800 0 072 Y000800 0 072 Z000800 0 072AA000800 0 072BB000800 0 072CC010800 0 072CC020800 0 072DD010800 0 072DD020800 0 072EE000800 0 073 A010800 0.0000 073 A020800 0.0000 073 B000800 0.0000 073 C000800 0.0000 074 A000800 0 074 B000800 0 074 C000800 0 074 D000800 0 074 E000800 0 074 F000800 0 074 G000800 0 074 H000800 0 074 I000800 0 074 J000800 0 074 K000800 0 074 L000800 0 074 M000800 0 074 N000800 0 074 O000800 0 074 P000800 0 074 Q000800 0 PAGE 52 074 R010800 0 074 R020800 0 074 R030800 0 074 R040800 0 074 S000800 0 074 T000800 0 074 U010800 0 074 U020800 0 074 V010800 0.00 074 V020800 0.00 074 W000800 0.0000 074 X000800 0 074 Y000800 0 075 A000800 0 075 B000800 0 076 000800 0.00 055 A000900 N 055 B000900 N 056 000900 Y 057 000900 N 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 ABN AMRO HOLDING NV 025 C001001 E 025 D001001 1685 025 A001002 SUMITOMO MITSUI FINANCIAL GROUP, INC. 025 C001002 E 025 D001002 3931 025 A001003 CIT GROUP INC. 025 C001003 E 025 D001003 3894 025 A001004 BANCO BILBAO VIZCAYA ARGENTARIA SA 025 C001004 E 025 D001004 3252 025 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MORGAN CHASE & COMPANY 025 C001008 E 025 D001008 3773 PAGE 53 025 A001009 MITSUBISHI TOKYO FINANCIAL GROUP INC. 025 C001009 E 025 D001009 3894 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 5350 028 A021000 0 028 A031000 0 028 A041000 3475 028 B011000 7095 028 B021000 0 028 B031000 0 028 B041000 2302 028 C011000 8700 028 C021000 0 028 C031000 0 028 C041000 3330 028 D011000 10544 028 D021000 0 028 D031000 0 028 D041000 3897 028 E011000 9344 028 E021000 0 028 E031000 0 028 E041000 2325 028 F011000 14101 028 F021000 0 028 F031000 0 028 F041000 4086 028 G011000 55134 028 G021000 0 028 G031000 0 028 G041000 19415 028 H001000 1792 029 001000 Y 030 A001000 13 030 B001000 5.75 030 C001000 0.00 031 A001000 13 031 B001000 0 032 001000 0 033 001000 0 034 001000 Y 035 001000 24 036 A001000 N PAGE 54 036 B001000 0 037 001000 Y 038 001000 1 039 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 487 044 001000 0 045 001000 Y 046 001000 N 047 001000 Y 048 001000 0.900 048 A011000 0 048 A021000 0.000 048 B011000 0 048 B021000 0.000 048 C011000 0 048 C021000 0.000 048 D011000 0 048 D021000 0.000 048 E011000 0 048 E021000 0.000 048 F011000 0 048 F021000 0.000 048 G011000 0 048 G021000 0.000 048 H011000 0 048 H021000 0.000 048 I011000 0 048 I021000 0.000 048 J011000 0 048 J021000 0.000 048 K011000 0 048 K021000 0.000 049 001000 N 050 001000 N 051 001000 N 052 001000 N 053 A001000 Y 053 B001000 Y 053 C001000 N 054 A001000 Y 054 B001000 Y PAGE 55 054 C001000 Y 054 D001000 N 054 E001000 N 054 F001000 N 054 G001000 Y 054 H001000 N 054 I001000 N 054 J001000 Y 054 K001000 N 054 L001000 Y 054 M001000 Y 054 N001000 N 054 O001000 Y 055 A001000 N 055 B001000 N 056 001000 Y 057 001000 N 058 A001000 N 059 001000 Y 060 A001000 Y 060 B001000 Y 061 001000 1000 062 A001000 N 062 B001000 0.0 062 C001000 0.0 062 D001000 0.0 062 E001000 0.0 062 F001000 0.0 062 G001000 0.0 062 H001000 0.0 062 I001000 0.0 062 J001000 0.0 062 K001000 0.0 062 L001000 0.0 062 M001000 0.0 062 N001000 0.0 062 O001000 0.0 062 P001000 0.0 062 Q001000 0.0 062 R001000 0.0 063 A001000 0 063 B001000 0.0 066 A001000 Y 066 B001000 N 066 C001000 Y 066 D001000 N 066 E001000 N 066 F001000 N 066 G001000 N 067 001000 N 068 A001000 N PAGE 56 068 B001000 Y 069 001000 N 070 A011000 Y 070 A021000 N 070 B011000 N 070 B021000 N 070 C011000 N 070 C021000 N 070 D011000 N 070 D021000 N 070 E011000 N 070 E021000 N 070 F011000 N 070 F021000 N 070 G011000 N 070 G021000 N 070 H011000 N 070 H021000 N 070 I011000 N 070 I021000 N 070 J011000 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 55435 071 B001000 27931 071 C001000 215287 071 D001000 13 072 A001000 6 072 B001000 0 072 C001000 2429 072 D001000 0 072 E001000 57 072 F001000 1006 072 G001000 316 072 H001000 0 072 I001000 72 PAGE 57 072 J001000 16 072 K001000 0 072 L001000 39 072 M001000 10 072 N001000 25 072 O001000 0 072 P001000 0 072 Q001000 0 072 R001000 14 072 S001000 25 072 T001000 487 072 U001000 0 072 V001000 0 072 W001000 1 072 X001000 2011 072 Y001000 0 072 Z001000 475 072AA001000 1769 072BB001000 0 072CC011000 63558 072CC021000 0 072DD011000 0 072DD021000 0 072EE001000 0 073 A011000 0.0000 073 A021000 0.0000 073 B001000 0.0000 073 C001000 0.0000 074 A001000 1671 074 B001000 0 074 C001000 0 074 D001000 0 074 E001000 0 074 F001000 254512 074 G001000 0 074 H001000 0 074 I001000 23743 074 J001000 6156 074 K001000 0 074 L001000 347 074 M001000 0 074 N001000 286429 074 O001000 0 074 P001000 244 074 Q001000 0 074 R011000 0 074 R021000 0 074 R031000 0 074 R041000 20112 074 S001000 0 074 T001000 266073 PAGE 58 074 U011000 8949 074 U021000 17825 074 V011000 10.02 074 V021000 9.97 074 W001000 0.0000 074 X001000 7567 074 Y001000 254557 075 A001000 0 075 B001000 223797 076 001000 0.00 015 A001101 BANK OF NEW YORK 015 B001101 C 015 C011101 NEW YORK 015 C021101 NY 015 C031101 10286 015 E011101 X 024 001100 N 025 D001101 0 025 D001102 0 025 D001103 0 025 D001104 0 025 D001105 0 025 D001106 0 025 D001107 0 025 D001108 0 028 A011100 54158 028 A021100 0 028 A031100 0 028 A041100 27377 028 B011100 65606 028 B021100 0 028 B031100 0 028 B041100 33345 028 C011100 133350 028 C021100 0 028 C031100 0 028 C041100 105208 028 D011100 121396 028 D021100 0 028 D031100 0 028 D041100 33005 028 E011100 100260 028 E021100 0 028 E031100 0 028 E041100 39787 028 F011100 75210 028 F021100 0 028 F031100 0 028 F041100 40131 028 G011100 549980 028 G021100 0 PAGE 59 028 G031100 0 028 G041100 278853 028 H001100 12929 029 001100 Y 030 A001100 576 030 B001100 5.75 030 C001100 0.00 031 A001100 87 031 B001100 0 032 001100 0 033 001100 489 034 001100 Y 035 001100 498 036 A001100 Y 036 B001100 0 037 001100 N 038 001100 0 039 001100 N 040 001100 Y 041 001100 Y 042 A001100 0 042 B001100 0 042 C001100 0 042 D001100 100 042 E001100 0 042 F001100 0 042 G001100 0 042 H001100 0 043 001100 4566 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 PAGE 60 048 J021100 0.000 048 K011100 0 048 K021100 0.000 055 A001100 N 055 B001100 N 056 001100 Y 057 001100 N 058 A001100 N 059 001100 Y 060 A001100 N 060 B001100 N 061 001100 1000 062 A001100 N 062 B001100 0.0 062 C001100 0.0 062 D001100 0.0 062 E001100 0.0 062 F001100 0.0 062 G001100 0.0 062 H001100 0.0 062 I001100 0.0 062 J001100 0.0 062 K001100 0.0 062 L001100 0.0 062 M001100 0.0 062 N001100 0.0 062 O001100 0.0 062 P001100 0.0 062 Q001100 0.0 062 R001100 0.0 063 A001100 0 063 B001100 0.0 066 A001100 Y 066 B001100 N 066 C001100 N 066 D001100 Y 066 E001100 N 066 F001100 N 066 G001100 N 067 001100 N 068 A001100 N 068 B001100 N 069 001100 N 070 A011100 Y 070 A021100 N 070 B011100 Y 070 B021100 N 070 C011100 Y 070 C021100 N 070 D011100 Y 070 D021100 N PAGE 61 070 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 070 N021100 Y 070 O011100 Y 070 O021100 N 070 P011100 N 070 P021100 N 070 Q011100 N 070 Q021100 N 070 R011100 Y 070 R021100 N 071 A001100 0 071 B001100 0 071 C001100 0 071 D001100 0 072 A001100 6 072 B001100 315 072 C001100 7474 072 D001100 0 072 E001100 86 072 F001100 0 072 G001100 1238 072 H001100 0 072 I001100 773 072 J001100 0 072 K001100 0 072 L001100 180 072 M001100 10 072 N001100 39 072 O001100 0 072 P001100 0 072 Q001100 0 072 R001100 8 072 S001100 30 PAGE 62 072 T001100 4566 072 U001100 0 072 V001100 0 072 W001100 8213 072 X001100 15057 072 Y001100 0 072 Z001100 -7182 072AA001100 0 072BB001100 13346 072CC011100 327253 072CC021100 0 072DD011100 0 072DD021100 0 072EE001100 0 073 A011100 0.0000 073 A021100 0.0000 073 B001100 0.0000 073 C001100 0.0000 074 A001100 0 074 B001100 0 074 C001100 0 074 D001100 0 074 E001100 0 074 F001100 0 074 G001100 0 074 H001100 0 074 I001100 2135291 074 J001100 0 074 K001100 0 074 L001100 8700 074 M001100 0 074 N001100 2143991 074 O001100 0 074 P001100 232 074 Q001100 0 074 R011100 0 074 R021100 0 074 R031100 0 074 R041100 6129 074 S001100 0 074 T001100 2137630 074 U011100 38098 074 U021100 104735 074 V011100 15.30 074 V021100 15.15 074 W001100 0.0000 074 X001100 96605 074 Y001100 0 075 A001100 0 075 B001100 1907773 076 001100 0.00 PAGE 63 015 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 38952 028 A021200 0 028 A031200 0 028 A041200 10076 028 B011200 45090 028 B021200 0 028 B031200 0 028 B041200 13719 028 C011200 54242 028 C021200 0 028 C031200 0 028 C041200 17092 028 D011200 52947 028 D021200 0 028 D031200 0 028 D041200 14296 028 E011200 51276 028 E021200 0 028 E031200 0 028 E041200 15167 028 F011200 55225 028 F021200 0 028 F031200 0 028 F041200 28876 028 G011200 297732 028 G021200 0 028 G031200 0 028 G041200 99226 028 H001200 7156 029 001200 Y 030 A001200 276 030 B001200 5.75 030 C001200 0.00 031 A001200 44 031 B001200 0 032 001200 0 PAGE 64 033 001200 232 034 001200 Y 035 001200 140 036 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 1652 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 PAGE 65 060 B001200 Y 061 001200 1000 062 A001200 N 062 B001200 0.0 062 C001200 0.0 062 D001200 0.0 062 E001200 0.0 062 F001200 0.0 062 G001200 0.0 062 H001200 0.0 062 I001200 0.0 062 J001200 0.0 062 K001200 0.0 062 L001200 0.0 062 M001200 0.0 062 N001200 0.0 062 O001200 0.0 062 P001200 0.0 062 Q001200 0.0 062 R001200 0.0 063 A001200 0 063 B001200 0.0 066 A001200 Y 066 B001200 N 066 C001200 N 066 D001200 Y 066 E001200 N 066 F001200 N 066 G001200 N 067 001200 N 068 A001200 N 068 B001200 N 069 001200 N 070 A011200 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 PAGE 66 070 J011200 N 070 J021200 N 070 K011200 Y 070 K021200 Y 070 L011200 Y 070 L021200 Y 070 M011200 Y 070 M021200 Y 070 N011200 Y 070 N021200 Y 070 O011200 Y 070 O021200 N 070 P011200 N 070 P021200 N 070 Q011200 N 070 Q021200 N 070 R011200 Y 070 R021200 N 071 A001200 0 071 B001200 0 071 C001200 0 071 D001200 0 072 A001200 6 072 B001200 681 072 C001200 2460 072 D001200 0 072 E001200 19 072 F001200 0 072 G001200 495 072 H001200 0 072 I001200 286 072 J001200 0 072 K001200 0 072 L001200 82 072 M001200 10 072 N001200 34 072 O001200 0 072 P001200 0 072 Q001200 0 072 R001200 8 072 S001200 31 072 T001200 1652 072 U001200 0 072 V001200 0 072 W001200 3306 072 X001200 5904 072 Y001200 0 072 Z001200 -2744 072AA001200 4909 072BB001200 0 072CC011200 115859 PAGE 67 072CC021200 0 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 891966 074 J001200 0 074 K001200 0 074 L001200 5902 074 M001200 0 074 N001200 897868 074 O001200 0 074 P001200 96 074 Q001200 0 074 R011200 0 074 R021200 0 074 R031200 0 074 R041200 1621 074 S001200 0 074 T001200 896151 074 U011200 13818 074 U021200 50482 074 V011200 14.21 074 V021200 14.09 074 W001200 0.0000 074 X001200 24735 074 Y001200 0 075 A001200 0 075 B001200 763038 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 PAGE 68 025 D001304 0 025 D001305 0 025 D001306 0 025 D001307 0 025 D001308 0 028 A011300 10328 028 A021300 0 028 A031300 0 028 A041300 1093 028 B011300 8548 028 B021300 379 028 B031300 0 028 B041300 1257 028 C011300 8653 028 C021300 312 028 C031300 0 028 C041300 1429 028 D011300 9761 028 D021300 0 028 D031300 0 028 D041300 1904 028 E011300 6488 028 E021300 0 028 E031300 0 028 E041300 2446 028 F011300 7014 028 F021300 444 028 F031300 0 028 F041300 2818 028 G011300 50792 028 G021300 1135 028 G031300 0 028 G041300 10947 028 H001300 7845 029 001300 Y 030 A001300 52 030 B001300 5.75 030 C001300 0.00 031 A001300 52 031 B001300 0 032 001300 0 033 001300 0 034 001300 Y 035 001300 66 036 A001300 N 036 B001300 0 037 001300 N 038 001300 0 039 001300 N 040 001300 Y 041 001300 Y PAGE 69 042 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 352 044 001300 0 045 001300 Y 046 001300 N 047 001300 Y 048 001300 0.250 048 A011300 0 048 A021300 0.000 048 B011300 0 048 B021300 0.000 048 C011300 0 048 C021300 0.000 048 D011300 0 048 D021300 0.000 048 E011300 0 048 E021300 0.000 048 F011300 0 048 F021300 0.000 048 G011300 0 048 G021300 0.000 048 H011300 0 048 H021300 0.000 048 I011300 0 048 I021300 0.000 048 J011300 0 048 J021300 0.000 048 K011300 0 048 K021300 0.000 049 001300 N 050 001300 N 051 001300 N 052 001300 N 053 A001300 N 054 A001300 Y 054 B001300 Y 054 C001300 Y 054 D001300 Y 054 E001300 Y 054 F001300 Y 054 G001300 Y 054 H001300 Y 054 I001300 Y 054 J001300 Y PAGE 70 054 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 0.0 062 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 PAGE 71 070 G011300 Y 070 G021300 N 070 H011300 Y 070 H021300 N 070 I011300 Y 070 I021300 N 070 J011300 Y 070 J021300 N 070 K011300 Y 070 K021300 Y 070 L011300 Y 070 L021300 N 070 M011300 Y 070 M021300 N 070 N011300 Y 070 N021300 N 070 O011300 Y 070 O021300 N 070 P011300 Y 070 P021300 N 070 Q011300 Y 070 Q021300 N 070 R011300 Y 070 R021300 N 071 A001300 50574 071 B001300 8881 071 C001300 121167 071 D001300 7 072 A001300 6 072 B001300 0 072 C001300 1478 072 D001300 0 072 E001300 0 072 F001300 154 072 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 352 072 U001300 0 072 V001300 0 072 W001300 0 PAGE 72 072 X001300 506 072 Y001300 0 072 Z001300 972 072AA001300 0 072BB001300 174 072CC011300 8682 072CC021300 0 072DD011300 351 072DD021300 474 072EE001300 416 073 A011300 0.0900 073 A021300 0.0800 073 B001300 0.0400 073 C001300 0.0000 074 A001300 0 074 B001300 0 074 C001300 0 074 D001300 0 074 E001300 0 074 F001300 0 074 G001300 0 074 H001300 0 074 I001300 142536 074 J001300 0 074 K001300 0 074 L001300 421 074 M001300 0 074 N001300 142957 074 O001300 0 074 P001300 85 074 Q001300 0 074 R011300 0 074 R021300 0 074 R031300 0 074 R041300 339 074 S001300 0 074 T001300 142533 074 U011300 4024 074 U021300 9682 074 V011300 10.37 074 V021300 10.43 074 W001300 0.0000 074 X001300 3982 074 Y001300 142536 075 A001300 0 075 B001300 122884 076 001300 0.00 015 A001401 BANK OF AMERICA, N.A. 015 B001401 C 015 C011401 CHARLOTTE 015 C021401 NC PAGE 73 015 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 7530 028 A021400 0 028 A031400 0 028 A041400 1602 028 B011400 7476 028 B021400 0 028 B031400 0 028 B041400 2087 028 C011400 10467 028 C021400 0 028 C031400 0 028 C041400 1622 028 D011400 9219 028 D021400 0 028 D031400 0 028 D041400 2080 028 E011400 8822 028 E021400 0 028 E031400 0 028 E041400 2889 028 F011400 11006 028 F021400 0 028 F031400 0 028 F041400 3259 028 G011400 54520 028 G021400 0 028 G031400 0 028 G041400 13539 028 H001400 9050 029 001400 Y 030 A001400 821 030 B001400 5.75 030 C001400 0.00 031 A001400 64 031 B001400 0 032 001400 0 033 001400 757 034 001400 Y 035 001400 71 036 A001400 N PAGE 74 036 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 325 044 001400 0 045 001400 Y 046 001400 N 047 001400 Y 048 001400 0.250 048 A011400 0 048 A021400 0.000 048 B011400 0 048 B021400 0.000 048 C011400 0 048 C021400 0.000 048 D011400 0 048 D021400 0.000 048 E011400 0 048 E021400 0.000 048 F011400 0 048 F021400 0.000 048 G011400 0 048 G021400 0.000 048 H011400 0 048 H021400 0.000 048 I011400 0 048 I021400 0.000 048 J011400 0 048 J021400 0.000 048 K011400 0 048 K021400 0.000 049 001400 N 050 001400 N 051 001400 N 052 001400 N 053 A001400 N 054 A001400 Y 054 B001400 Y 054 C001400 Y 054 D001400 Y PAGE 75 054 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 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 PAGE 76 070 D011400 Y 070 D021400 N 070 E011400 Y 070 E021400 N 070 F011400 Y 070 F021400 N 070 G011400 Y 070 G021400 N 070 H011400 Y 070 H021400 N 070 I011400 Y 070 I021400 N 070 J011400 Y 070 J021400 N 070 K011400 Y 070 K021400 Y 070 L011400 Y 070 L021400 N 070 M011400 Y 070 M021400 N 070 N011400 Y 070 N021400 N 070 O011400 Y 070 O021400 N 070 P011400 Y 070 P021400 N 070 Q011400 Y 070 Q021400 N 070 R011400 Y 070 R021400 N 071 A001400 45169 071 B001400 3493 071 C001400 163027 071 D001400 2 072 A001400 6 072 B001400 0 072 C001400 438 072 D001400 0 072 E001400 0 072 F001400 206 072 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 PAGE 77 072 R001400 0 072 S001400 0 072 T001400 325 072 U001400 0 072 V001400 0 072 W001400 0 072 X001400 531 072 Y001400 0 072 Z001400 -93 072AA001400 0 072BB001400 521 072CC011400 30761 072CC021400 0 072DD011400 0 072DD021400 0 072EE001400 0 073 A011400 0.0000 073 A021400 0.0000 073 B001400 0.0000 073 C001400 0.0000 074 A001400 0 074 B001400 0 074 C001400 0 074 D001400 0 074 E001400 0 074 F001400 0 074 G001400 0 074 H001400 0 074 I001400 194865 074 J001400 0 074 K001400 0 074 L001400 895 074 M001400 0 074 N001400 195760 074 O001400 0 074 P001400 115 074 Q001400 0 074 R011400 0 074 R021400 0 074 R031400 0 074 R041400 1345 074 S001400 0 074 T001400 194300 074 U011400 8779 074 U021400 11673 074 V011400 9.62 074 V021400 9.61 074 W001400 0.0000 074 X001400 10584 074 Y001400 194865 075 A001400 0 PAGE 78 075 B001400 165268 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 15235 028 A021500 0 028 A031500 0 028 A041500 3291 028 B011500 17045 028 B021500 0 028 B031500 0 028 B041500 3815 028 C011500 21156 028 C021500 755 028 C031500 0 028 C041500 3182 028 D011500 21705 028 D021500 0 028 D031500 0 028 D041500 4220 028 E011500 21362 028 E021500 0 028 E031500 0 028 E041500 3287 028 F011500 20266 028 F021500 1039 028 F031500 0 028 F041500 4794 028 G011500 116769 028 G021500 1794 028 G031500 0 028 G041500 22589 028 H001500 20372 029 001500 Y 030 A001500 397 030 B001500 5.75 030 C001500 0.00 031 A001500 147 PAGE 79 031 B001500 0 032 001500 0 033 001500 250 034 001500 Y 035 001500 151 036 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 0 042 H001500 0 043 001500 752 044 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 PAGE 80 052 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 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 PAGE 81 070 A011500 Y 070 A021500 N 070 B011500 Y 070 B021500 N 070 C011500 Y 070 C021500 N 070 D011500 Y 070 D021500 N 070 E011500 Y 070 E021500 N 070 F011500 Y 070 F021500 N 070 G011500 Y 070 G021500 N 070 H011500 Y 070 H021500 N 070 I011500 Y 070 I021500 N 070 J011500 Y 070 J021500 N 070 K011500 Y 070 K021500 Y 070 L011500 Y 070 L021500 N 070 M011500 Y 070 M021500 N 070 N011500 Y 070 N021500 N 070 O011500 Y 070 O021500 N 070 P011500 Y 070 P021500 N 070 Q011500 Y 070 Q021500 N 070 R011500 Y 070 R021500 N 071 A001500 152263 071 B001500 55784 071 C001500 367675 071 D001500 15 072 A001500 6 072 B001500 0 072 C001500 3349 072 D001500 0 072 E001500 0 072 F001500 464 072 G001500 0 072 H001500 0 072 I001500 0 072 J001500 0 072 K001500 0 PAGE 82 072 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 752 072 U001500 0 072 V001500 0 072 W001500 0 072 X001500 1216 072 Y001500 0 072 Z001500 2133 072AA001500 0 072BB001500 1753 072CC011500 48714 072CC021500 0 072DD011500 1184 072DD021500 661 072EE001500 0 073 A011500 0.0600 073 A021500 0.0500 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 434256 074 J001500 0 074 K001500 0 074 L001500 2139 074 M001500 0 074 N001500 436395 074 O001500 0 074 P001500 255 074 Q001500 0 074 R011500 0 074 R021500 0 074 R031500 0 074 R041500 967 074 S001500 0 074 T001500 435173 074 U011500 18867 074 U021500 24181 PAGE 83 074 V011500 10.11 074 V021500 10.13 074 W001500 0.0000 074 X001500 12944 074 Y001500 434256 075 A001500 0 075 B001500 371429 076 001500 0.00 024 001600 N 025 D001601 0 025 D001602 0 025 D001603 0 025 D001604 0 025 D001605 0 025 D001606 0 025 D001607 0 025 D001608 0 028 A011600 4924 028 A021600 0 028 A031600 0 028 A041600 1714 028 B011600 6893 028 B021600 0 028 B031600 0 028 B041600 3409 028 C011600 9642 028 C021600 143 028 C031600 0 028 C041600 1571 028 D011600 3800 028 D021600 76 028 D031600 0 028 D041600 1290 028 E011600 0 028 E021600 0 028 E031600 0 028 E041600 0 028 F011600 0 028 F021600 0 028 F031600 0 028 F041600 0 028 G011600 25259 028 G021600 219 028 G031600 0 028 G041600 7984 028 H001600 249 029 001600 Y 030 A001600 92 030 B001600 5.75 030 C001600 0.00 031 A001600 2 PAGE 84 031 B001600 0 032 001600 0 033 001600 90 034 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 0 044 001600 0 045 001600 Y 046 001600 N 047 001600 Y 048 001600 0.650 048 A011600 0 048 A021600 0.000 048 B011600 0 048 B021600 0.000 048 C011600 0 048 C021600 0.000 048 D011600 0 048 D021600 0.000 048 E011600 0 048 E021600 0.000 048 F011600 0 048 F021600 0.000 048 G011600 0 048 G021600 0.000 048 H011600 0 048 H021600 0.000 048 I011600 0 048 I021600 0.000 048 J011600 0 048 J021600 0.000 048 K011600 0 048 K021600 0.000 049 001600 N 050 001600 N 051 001600 N PAGE 85 052 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 N 055 B001600 N 056 001600 Y 057 001600 N 058 A001600 N 059 001600 Y 060 A001600 Y 060 B001600 Y 061 001600 1000 062 A001600 N 062 B001600 0.0 062 C001600 0.0 062 D001600 0.0 062 E001600 0.0 062 F001600 0.0 062 G001600 0.0 062 H001600 0.0 062 I001600 0.0 062 J001600 0.0 062 K001600 0.0 062 L001600 0.0 062 M001600 0.0 062 N001600 0.0 062 O001600 0.0 062 P001600 0.0 062 Q001600 0.0 062 R001600 0.0 063 A001600 0 063 B001600 0.0 071 A001600 0 071 B001600 0 071 C001600 0 PAGE 86 071 D001600 0 072 A001600 0 072 B001600 0 072 C001600 0 072 D001600 0 072 E001600 0 072 F001600 0 072 G001600 0 072 H001600 0 072 I001600 0 072 J001600 0 072 K001600 0 072 L001600 0 072 M001600 0 072 N001600 0 072 O001600 0 072 P001600 0 072 Q001600 0 072 R001600 0 072 S001600 0 072 T001600 0 072 U001600 0 072 V001600 0 072 W001600 0 072 X001600 0 072 Y001600 0 072 Z001600 0 072AA001600 0 072BB001600 0 072CC011600 0 072CC021600 0 072DD011600 0 072DD021600 0 072EE001600 0 073 A011600 0.0000 073 A021600 0.0000 073 B001600 0.0000 073 C001600 0.0000 074 A001600 0 074 B001600 0 074 C001600 0 074 D001600 0 074 E001600 0 074 F001600 0 074 G001600 0 074 H001600 0 074 I001600 0 074 J001600 0 074 K001600 0 074 L001600 0 074 M001600 0 PAGE 87 074 N001600 0 074 O001600 0 074 P001600 0 074 Q001600 0 074 R011600 0 074 R021600 0 074 R031600 0 074 R041600 0 074 S001600 0 074 T001600 0 074 U011600 0 074 U021600 0 074 V011600 0.00 074 V021600 0.00 074 W001600 0.0000 074 X001600 0 074 Y001600 0 075 A001600 0 075 B001600 0 076 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 AMBAC FINANCIAL GROUP, INC. 025 C001701 E 025 D001701 5088 025 A001702 CAPITAL ONE FINANCIAL CORPORATION 025 C001702 E 025 D001702 4101 025 A001703 CHARTER ONE FINANCIAL, INC. 025 C001703 E 025 D001703 5493 025 A001704 CIT GROUP INC. 025 C001704 E 025 D001704 5352 025 A001705 CITY NATIONAL CORPORATION 025 C001705 E 025 D001705 4016 025 A001706 COMERICA INC. 025 C001706 E 025 D001706 4138 025 A001707 COMPASS BANCSHARES, INC. 025 C001707 E 025 D001707 4143 025 A001708 HARTFORD FINANCIAL SERVICES GROUP, INC. 025 C001708 E 025 D001708 4852 PAGE 88 025 A001709 HIBERNIA CORPORATION, CLASS A 025 C001709 E 025 D001709 4913 025 A001710 JOHN HANCOCK FINANCIAL SERVICES, INC. 025 C001710 E 025 D001710 4049 025 A001711 LEGG MASON, INC. 025 C001711 E 025 D001711 3112 025 A001712 LEHMAN BROTHERS HOLDINGS INC. 025 C001712 E 025 D001712 3129 025 A001713 MELLON FINANCIAL CORPORATION 025 C001713 E 025 D001713 6921 025 A001714 MERCANTILE BANKSHARES CORPORATION 025 C001714 E 025 D001714 2024 025 A001715 SOVEREIGN BANCORP, INC. 025 C001715 E 025 D001715 3053 025 A001716 ZIONS BANCORPORATION 025 C001716 E 025 D001716 5325 028 A011700 10732 028 A021700 0 028 A031700 0 028 A041700 3226 028 B011700 12760 028 B021700 0 028 B031700 0 028 B041700 4706 028 C011700 16073 028 C021700 113 028 C031700 0 028 C041700 6794 028 D011700 12754 028 D021700 0 028 D031700 0 028 D041700 6512 028 E011700 11552 028 E021700 0 028 E031700 0 028 E041700 6349 028 F011700 9679 028 F021700 118 028 F031700 0 028 F041700 10019 028 G011700 73550 028 G021700 231 028 G031700 0 PAGE 89 028 G041700 37606 028 H001700 345 029 001700 Y 030 A001700 2 030 B001700 5.75 030 C001700 0.00 031 A001700 2 031 B001700 0 032 001700 0 033 001700 0 034 001700 Y 035 001700 2 036 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 20 044 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 0 048 H021700 0.000 048 I011700 0 048 I021700 0.000 PAGE 90 048 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 0.0 062 N001700 0.0 062 O001700 0.0 062 P001700 0.0 PAGE 91 062 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 N 070 O011700 Y 070 O021700 N 070 P011700 Y 070 P021700 N 070 Q011700 Y 070 Q021700 N 070 R011700 Y 070 R021700 N PAGE 92 071 A001700 225425 071 B001700 186937 071 C001700 360150 071 D001700 52 072 A001700 6 072 B001700 98 072 C001700 3934 072 D001700 0 072 E001700 0 072 F001700 1395 072 G001700 428 072 H001700 0 072 I001700 56 072 J001700 15 072 K001700 0 072 L001700 32 072 M001700 9 072 N001700 24 072 O001700 0 072 P001700 0 072 Q001700 0 072 R001700 13 072 S001700 22 072 T001700 20 072 U001700 0 072 V001700 0 072 W001700 2 072 X001700 2016 072 Y001700 0 072 Z001700 2016 072AA001700 11264 072BB001700 0 072CC011700 60256 072CC021700 0 072DD011700 1976 072DD021700 21 072EE001700 0 073 A011700 0.0500 073 A021700 0.0400 073 B001700 0.0000 073 C001700 0.0000 074 A001700 91 074 B001700 0 074 C001700 0 074 D001700 3838 074 E001700 8577 074 F001700 385433 074 G001700 0 074 H001700 0 074 I001700 9987 074 J001700 2965 PAGE 93 074 K001700 0 074 L001700 795 074 M001700 0 074 N001700 411686 074 O001700 3830 074 P001700 335 074 Q001700 0 074 R011700 0 074 R021700 0 074 R031700 0 074 R041700 127 074 S001700 0 074 T001700 407394 074 U011700 37197 074 U021700 813 074 V011700 10.72 074 V021700 10.71 074 W001700 0.0000 074 X001700 953 074 Y001700 405968 075 A001700 0 075 B001700 372583 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 9813 028 A021800 8 028 A031800 0 028 A041800 8062 028 B011800 4816 PAGE 94 028 B021800 11 028 B031800 0 028 B041800 6252 028 C011800 4835 028 C021800 9 028 C031800 0 028 C041800 6340 028 D011800 4643 028 D021800 7 028 D031800 0 028 D041800 4455 028 E011800 91738 028 E021800 12 028 E031800 0 028 E041800 16432 028 F011800 10092 028 F021800 43 028 F031800 0 028 F041800 35681 028 G011800 125937 028 G021800 90 028 G031800 0 028 G041800 77222 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 0 043 001800 21 044 001800 0 045 001800 Y PAGE 95 046 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 055 B001800 N 056 001800 Y 057 001800 N PAGE 96 058 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 99.9 062 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 50 063 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 070 I011800 Y 070 I021800 N 070 J011800 Y PAGE 97 070 J021800 N 070 K011800 Y 070 K021800 N 070 L011800 Y 070 L021800 N 070 M011800 Y 070 M021800 N 070 N011800 Y 070 N021800 N 070 O011800 Y 070 O021800 N 070 P011800 Y 070 P021800 N 070 Q011800 Y 070 Q021800 N 070 R011800 Y 070 R021800 N 071 A001800 0 071 B001800 0 071 C001800 0 071 D001800 0 072 A001800 6 072 B001800 216 072 C001800 0 072 D001800 0 072 E001800 0 072 F001800 31 072 G001800 20 072 H001800 0 072 I001800 1 072 J001800 4 072 K001800 0 072 L001800 40 072 M001800 9 072 N001800 0 072 O001800 0 072 P001800 0 072 Q001800 0 072 R001800 7 072 S001800 22 072 T001800 21 072 U001800 0 072 V001800 0 072 W001800 4 072 X001800 159 072 Y001800 97 072 Z001800 154 072AA001800 3 072BB001800 0 072CC011800 0 072CC021800 0 PAGE 98 072DD011800 36 072DD021800 118 072EE001800 0 073 A011800 0.0046 073 A021800 0.0008 073 B001800 0.0000 073 C001800 0.0000 074 A001800 11 074 B001800 0 074 C001800 75240 074 D001800 0 074 E001800 0 074 F001800 0 074 G001800 0 074 H001800 0 074 I001800 0 074 J001800 0 074 K001800 1 074 L001800 219 074 M001800 0 074 N001800 75471 074 O001800 0 074 P001800 11 074 Q001800 0 074 R011800 0 074 R021800 0 074 R031800 0 074 R041800 151 074 S001800 0 074 T001800 75309 074 U011800 1422 074 U021800 73883 074 V011800 0.00 074 V021800 0.00 074 W001800 1.0000 074 X001800 6 074 Y001800 63400 075 A001800 40350 075 B001800 0 076 001800 0.00 015 A001901 BANK OF NEW YORK 015 B001901 C 015 C011901 NEW YORK 015 C021901 NY 015 C031901 10286 015 E011901 X 024 001900 N 025 D001901 0 025 D001902 0 025 D001903 0 025 D001904 0 PAGE 99 025 D001905 0 025 D001906 0 025 D001907 0 025 D001908 0 028 A011900 2183 028 A021900 0 028 A031900 0 028 A041900 3769 028 B011900 5293 028 B021900 500 028 B031900 0 028 B041900 1630 028 C011900 3415 028 C021900 26 028 C031900 0 028 C041900 3021 028 D011900 6615 028 D021900 30 028 D031900 0 028 D041900 2155 028 E011900 7873 028 E021900 31 028 E031900 0 028 E041900 3598 028 F011900 2035 028 F021900 66 028 F031900 0 028 F041900 2484 028 G011900 27414 028 G021900 653 028 G031900 0 028 G041900 16657 028 H001900 1009 029 001900 Y 030 A001900 21 030 B001900 3.25 030 C001900 0.00 031 A001900 3 031 B001900 0 032 001900 0 033 001900 18 034 001900 Y 035 001900 6 036 A001900 N 036 B001900 0 037 001900 N 038 001900 0 039 001900 N 040 001900 Y 041 001900 Y 042 A001900 0 PAGE 100 042 B001900 0 042 C001900 0 042 D001900 100 042 E001900 0 042 F001900 0 042 G001900 0 042 H001900 0 043 001900 40 044 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 054 G001900 Y 054 H001900 N 054 I001900 N PAGE 101 054 J001900 Y 054 K001900 N 054 L001900 Y 054 M001900 Y 054 N001900 N 054 O001900 Y 055 A001900 N 055 B001900 N 056 001900 Y 057 001900 N 058 A001900 N 059 001900 Y 060 A001900 N 060 B001900 N 061 001900 1000 062 A001900 Y 062 B001900 0.0 062 C001900 0.0 062 D001900 0.0 062 E001900 0.0 062 F001900 0.0 062 G001900 0.0 062 H001900 0.0 062 I001900 0.0 062 J001900 0.0 062 K001900 0.0 062 L001900 0.0 062 M001900 0.0 062 N001900 0.0 062 O001900 98.7 062 P001900 0.0 062 Q001900 0.0 062 R001900 0.4 063 A001900 0 063 B001900 6.4 064 A001900 Y 064 B001900 N 066 A001900 N 067 001900 N 068 A001900 N 068 B001900 N 069 001900 N 070 A011900 Y 070 A021900 N 070 B011900 Y 070 B021900 N 070 C011900 Y 070 C021900 N 070 D011900 Y 070 D021900 N 070 E011900 Y PAGE 102 070 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 15560 071 B001900 2198 071 C001900 137308 071 D001900 2 072 A001900 6 072 B001900 2760 072 C001900 11 072 D001900 0 072 E001900 0 072 F001900 281 072 G001900 155 072 H001900 0 072 I001900 23 072 J001900 5 072 K001900 0 072 L001900 8 072 M001900 10 072 N001900 0 072 O001900 0 072 P001900 0 072 Q001900 0 072 R001900 13 072 S001900 24 072 T001900 40 PAGE 103 072 U001900 0 072 V001900 0 072 W001900 10 072 X001900 569 072 Y001900 178 072 Z001900 2380 072AA001900 172 072BB001900 0 072CC011900 601 072CC021900 0 072DD011900 2133 072DD021900 247 072EE001900 533 073 A011900 0.1700 073 A021900 0.1600 073 B001900 0.0400 073 C001900 0.0000 074 A001900 0 074 B001900 0 074 C001900 0 074 D001900 145465 074 E001900 0 074 F001900 0 074 G001900 0 074 H001900 0 074 I001900 650 074 J001900 0 074 K001900 0 074 L001900 2383 074 M001900 0 074 N001900 148498 074 O001900 0 074 P001900 46 074 Q001900 0 074 R011900 0 074 R021900 0 074 R031900 0 074 R041900 947 074 S001900 0 074 T001900 147505 074 U011900 12837 074 U021900 1896 074 V011900 10.01 074 V021900 10.03 074 W001900 0.0000 074 X001900 122 074 Y001900 146115 075 A001900 0 075 B001900 140521 076 001900 0.00 055 A002000 N PAGE 104 055 B002000 N 056 002000 Y 057 002000 N 015 A002101 BANK OF NEW YORK 015 B002101 C 015 C012101 NEW YORK 015 C022101 NY 015 C032101 10286 015 E012101 X 024 002100 Y 025 A002101 AFFLIATED MANAGERS GROUP, INC. 025 C002101 E 025 D002101 1130 025 A002102 BROOKLINE BANCORP, INC. 025 C002102 E 025 D002102 1263 025 A002103 COLONIAL BANCGROUP, INC. 025 C002103 E 025 D002103 1038 025 A002104 COMMUNITY BANK SYSTEMS, INC. 025 C002104 E 025 D002104 1146 025 A002105 FIRST REPUBLIC BANK 025 C002105 E 025 D002105 1054 025 A002106 FIRST STATE BANCORPORATION 025 C002106 E 025 D002106 1247 025 A002107 FULTON FINANCIAL CORPORATION 025 C002107 E 025 D002107 1188 025 A002108 INDEPENDENT BANK CORPORATION 025 C002108 E 025 D002108 1240 025 A002109 PROSPERITY BANCSHARES, INC. 025 C002109 E 025 D002109 1080 025 A002110 STERLING BANCORP 025 C002110 E 025 D002110 848 025 A002111 SUMMIT BANCSHARES, INC. 025 C002111 E 025 D002111 1135 025 D002112 0 025 D002113 0 025 D002114 0 025 D002115 0 025 D002116 0 028 A012100 5297 028 A022100 0 028 A032100 0 PAGE 105 028 A042100 816 028 B012100 6607 028 B022100 0 028 B032100 0 028 B042100 940 028 C012100 6999 028 C022100 0 028 C032100 0 028 C042100 2314 028 D012100 5762 028 D022100 0 028 D032100 0 028 D042100 1435 028 E012100 3957 028 E022100 0 028 E032100 0 028 E042100 805 028 F012100 4819 028 F022100 0 028 F032100 0 028 F042100 2012 028 G012100 33441 028 G022100 0 028 G032100 0 028 G042100 8322 028 H002100 183 029 002100 Y 030 A002100 6 030 B002100 5.75 030 C002100 0.00 031 A002100 1 031 B002100 0 032 002100 0 033 002100 5 034 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 PAGE 106 043 002100 6 044 002100 0 045 002100 N 048 002100 0.000 048 A012100 0 048 A022100 0.000 048 B012100 0 048 B022100 0.000 048 C012100 0 048 C022100 0.000 048 D012100 0 048 D022100 0.000 048 E012100 0 048 E022100 0.000 048 F012100 0 048 F022100 0.000 048 G012100 0 048 G022100 0.000 048 H012100 0 048 H022100 0.000 048 I012100 0 048 I022100 0.000 048 J012100 0 048 J022100 0.000 048 K012100 0 048 K022100 0.000 055 A002100 N 055 B002100 N 056 002100 Y 057 002100 N 058 A002100 N 059 002100 Y 060 A002100 Y 060 B002100 Y 061 002100 1000 062 A002100 N 062 B002100 0.0 062 C002100 0.0 062 D002100 0.0 062 E002100 0.0 062 F002100 0.0 062 G002100 0.0 062 H002100 0.0 062 I002100 0.0 062 J002100 0.0 062 K002100 0.0 062 L002100 0.0 062 M002100 0.0 062 N002100 0.0 062 O002100 0.0 062 P002100 0.0 PAGE 107 062 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 N 070 K012100 Y 070 K022100 Y 070 L012100 Y 070 L022100 N 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 PAGE 108 071 C002100 0 071 D002100 0 072 A002100 6 072 B002100 0 072 C002100 709 072 D002100 0 072 E002100 12 072 F002100 0 072 G002100 91 072 H002100 0 072 I002100 15 072 J002100 0 072 K002100 0 072 L002100 31 072 M002100 10 072 N002100 24 072 O002100 0 072 P002100 0 072 Q002100 0 072 R002100 11 072 S002100 27 072 T002100 6 072 U002100 0 072 V002100 0 072 W002100 488 072 X002100 703 072 Y002100 42 072 Z002100 60 072AA002100 5239 072BB002100 0 072CC012100 17718 072CC022100 0 072DD012100 0 072DD022100 0 072EE002100 0 073 A012100 0.0000 073 A022100 0.0000 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 119900 074 J002100 0 074 K002100 0 074 L002100 0 PAGE 109 074 M002100 0 074 N002100 119900 074 O002100 0 074 P002100 7 074 Q002100 0 074 R012100 0 074 R022100 0 074 R032100 0 074 R042100 70 074 S002100 0 074 T002100 119823 074 U012100 11698 074 U022100 343 074 V012100 9.95 074 V022100 9.92 074 W002100 0.0000 074 X002100 390 074 Y002100 0 075 A002100 0 075 B002100 100958 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 AMERICAN EXPRESS COMPANY 025 C002201 D 025 D002201 150 025 A002202 AMSOUTH BANK N.A. 025 C002202 D 025 D002202 290 025 A002203 BANK ONE CORPORATION 025 C002203 D 025 D002203 847 025 A002204 BARCLAYS BANK PLC 025 C002204 D 025 D002204 7 025 A002205 BEAR STEARNS COMPANIES INC. 025 C002205 D 025 D002205 336 025 A002206 CIT GROUP INC. 025 C002206 D 025 D002206 221 025 A002207 CITIGROUP, INC. 025 C002207 D 025 D002207 1095 025 A002208 CITY NATIONAL BANK 025 C002208 D PAGE 110 025 D002208 76 025 A002209 COUNTRYWIDE HOME LOAN, INC. 025 C002209 D 025 D002209 711 025 A002210 CREDIT SUISSE FIRST BOSTON USA, INC. 025 C002210 D 025 D002210 284 025 A002211 FLEET BOSTON FINANCIAL CORPORATION 025 C002211 D 025 D002211 223 025 A002212 GOLDEN WEST FINANCIAL CORPORATION 025 C002212 D 025 D002212 277 025 A002213 GOLDMAN SACHS GROUP, INC. 025 C002213 D 025 D002213 967 025 A002214 HARTFORD FINANCIAL SERVICES GROUP, INC. 025 C002214 D 025 D002214 148 025 A002215 J.P. MORGAN CHASE & COMPANY 025 C002215 D 025 D002215 513 025 A002216 KEY BANK N.A. 025 C002216 D 025 D002216 282 025 A002217 LEHMAN BROTHERS HOLDINGS, INC. 025 C002217 D 025 D002217 886 025 A002218 MARSH & MCLENNAN COMPANIES, INC. 025 C002218 D 025 D002218 8 025 A002219 MELLON FUNDING CORPORATION 025 C002219 D 025 D002219 311 025 A002220 MERRILL LYNCH & COMPANY, INC. 025 C002220 D 025 D002220 797 025 A002221 METLIFE, INC. 025 C002221 D 025 D002221 233 025 A002222 MORGAN STANLEY 025 C002222 D 025 D002222 1229 025 A002223 NATIONAL CITY BANK 025 C002223 D 025 D002223 448 025 A002224 PNC FUNDING CORPORATION 025 C002224 D 025 D002224 549 025 A002225 POPULAR NORTH AMERICA, INC. 025 C002225 D PAGE 111 025 D002225 367 025 A002226 PRINCIPAL LIFE GLOBAL FUNDING 025 C002226 D 025 D002226 508 025 A002227 PRUDENTIAL FINANCIAL CORPORATION 025 C002227 D 025 D002227 51 025 A002228 PRUDENTIAL FUNDING LLC 025 C002228 D 025 D002228 453 025 A002229 REGIONS FINANCIAL CORPORATION 025 C002229 D 025 D002229 108 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37532 028 F022200 1 028 F032200 0 028 F042200 5749 028 G012200 45707 028 G022200 176 028 G032200 0 028 G042200 15437 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 PAGE 113 048 A012200 0 048 A022200 0.000 048 B012200 0 048 B022200 0.000 048 C012200 0 048 C022200 0.000 048 D012200 0 048 D022200 0.000 048 E012200 0 048 E022200 0.000 048 F012200 0 048 F022200 0.000 048 G012200 0 048 G022200 0.000 048 H012200 0 048 H022200 0.000 048 I012200 0 048 I022200 0.000 048 J012200 0 048 J022200 0.000 048 K012200 0 048 K022200 0.000 049 002200 N 050 002200 N 051 002200 N 052 002200 N 053 A002200 N 054 A002200 Y 054 B002200 Y 054 C002200 Y 054 D002200 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 PAGE 114 062 A002200 Y 062 B002200 0.0 062 C002200 0.0 062 D002200 0.0 062 E002200 0.0 062 F002200 0.0 062 G002200 0.0 062 H002200 0.0 062 I002200 0.0 062 J002200 0.0 062 K002200 0.0 062 L002200 0.0 062 M002200 3.3 062 N002200 0.0 062 O002200 0.0 062 P002200 91.4 062 Q002200 0.0 062 R002200 5.2 063 A002200 0 063 B002200 8.8 064 A002200 N 064 B002200 N 066 A002200 N 067 002200 N 068 A002200 N 068 B002200 N 069 002200 N 070 A012200 Y 070 A022200 N 070 B012200 Y 070 B022200 N 070 C012200 Y 070 C022200 N 070 D012200 Y 070 D022200 N 070 E012200 Y 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 PAGE 115 070 M012200 Y 070 M022200 N 070 N012200 Y 070 N022200 N 070 O012200 Y 070 O022200 N 070 P012200 Y 070 P022200 N 070 Q012200 Y 070 Q022200 N 070 R012200 Y 070 R022200 N 071 A002200 36636 071 B002200 9087 071 C002200 17718 071 D002200 51 072 A002200 6 072 B002200 401 072 C002200 2 072 D002200 0 072 E002200 0 072 F002200 0 072 G002200 0 072 H002200 0 072 I002200 0 072 J002200 0 072 K002200 0 072 L002200 0 072 M002200 0 072 N002200 0 072 O002200 0 072 P002200 0 072 Q002200 0 072 R002200 0 072 S002200 0 072 T002200 0 072 U002200 0 072 V002200 0 072 W002200 0 072 X002200 0 072 Y002200 0 072 Z002200 403 072AA002200 158 072BB002200 0 072CC012200 765 072CC022200 0 072DD012200 413 072DD022200 0 072EE002200 66 073 A012200 0.2500 073 A022200 0.0000 PAGE 116 073 B002200 0.0500 073 C002200 0.0000 074 A002200 22 074 B002200 0 074 C002200 0 074 D002200 43620 074 E002200 0 074 F002200 0 074 G002200 0 074 H002200 0 074 I002200 2417 074 J002200 0 074 K002200 0 074 L002200 623 074 M002200 21 074 N002200 46703 074 O002200 627 074 P002200 0 074 Q002200 0 074 R012200 0 074 R022200 0 074 R032200 0 074 R042200 11 074 S002200 0 074 T002200 46065 074 U012200 4401 074 U022200 0 074 V012200 10.47 074 V022200 0.00 074 W002200 0.0000 074 X002200 24 074 Y002200 43728 075 A002200 0 075 B002200 17519 076 002200 0.00 015 A002301 BANK OF NEW YORK 015 B002301 C 015 C012301 NEW YORK 015 C022301 NY 015 C032301 10286 015 E012301 X 024 002300 N 025 D002301 0 025 D002302 0 025 D002303 0 025 D002304 0 025 D002305 0 025 D002306 0 025 D002307 0 025 D002308 0 028 A012300 0 PAGE 117 028 A022300 69 028 A032300 0 028 A042300 2000 028 B012300 47 028 B022300 112 028 B032300 0 028 B042300 0 028 C012300 123 028 C022300 64 028 C032300 0 028 C042300 95 028 D012300 61 028 D022300 71 028 D032300 0 028 D042300 89 028 E012300 330 028 E022300 62 028 E032300 0 028 E042300 55 028 F012300 11663 028 F022300 34 028 F032300 0 028 F042300 12684 028 G012300 12224 028 G022300 412 028 G032300 0 028 G042300 14923 028 H002300 0 029 002300 N 030 A002300 0 030 B002300 0.00 030 C002300 0.00 031 A002300 0 031 B002300 0 032 002300 0 033 002300 0 034 002300 N 035 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 PAGE 118 043 002300 0 044 002300 0 045 002300 Y 046 002300 N 047 002300 N 048 002300 0.000 048 A012300 0 048 A022300 0.000 048 B012300 0 048 B022300 0.000 048 C012300 0 048 C022300 0.000 048 D012300 0 048 D022300 0.000 048 E012300 0 048 E022300 0.000 048 F012300 0 048 F022300 0.000 048 G012300 0 048 G022300 0.000 048 H012300 0 048 H022300 0.000 048 I012300 0 048 I022300 0.000 048 J012300 0 048 J022300 0.000 048 K012300 0 048 K022300 0.000 049 002300 N 050 002300 N 051 002300 N 052 002300 N 053 A002300 N 054 A002300 Y 054 B002300 Y 054 C002300 Y 054 D002300 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 PAGE 119 057 002300 N 058 A002300 N 059 002300 Y 060 A002300 Y 060 B002300 Y 061 002300 0 062 A002300 Y 062 B002300 0.0 062 C002300 0.0 062 D002300 0.0 062 E002300 0.0 062 F002300 0.0 062 G002300 0.0 062 H002300 0.0 062 I002300 0.0 062 J002300 0.0 062 K002300 0.0 062 L002300 0.0 062 M002300 0.0 062 N002300 0.0 062 O002300 0.0 062 P002300 90.0 062 Q002300 0.0 062 R002300 9.1 063 A002300 0 063 B002300 5.3 064 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 N 070 F012300 Y 070 F022300 N 070 G012300 Y 070 G022300 N 070 H012300 Y 070 H022300 N 070 I012300 Y 070 I022300 N PAGE 120 070 J012300 Y 070 J022300 Y 070 K012300 Y 070 K022300 Y 070 L012300 Y 070 L022300 Y 070 M012300 Y 070 M022300 N 070 N012300 Y 070 N022300 N 070 O012300 Y 070 O022300 N 070 P012300 Y 070 P022300 N 070 Q012300 Y 070 Q022300 N 070 R012300 Y 070 R022300 N 071 A002300 11729 071 B002300 11531 071 C002300 8050 071 D002300 143 072 A002300 6 072 B002300 468 072 C002300 10 072 D002300 0 072 E002300 0 072 F002300 0 072 G002300 0 072 H002300 0 072 I002300 0 072 J002300 0 072 K002300 0 072 L002300 0 072 M002300 0 072 N002300 0 072 O002300 0 072 P002300 0 072 Q002300 0 072 R002300 0 072 S002300 0 072 T002300 0 072 U002300 0 072 V002300 0 072 W002300 0 072 X002300 0 072 Y002300 0 072 Z002300 478 072AA002300 320 072BB002300 0 072CC012300 0 PAGE 121 072CC022300 5 072DD012300 480 072DD022300 0 072EE002300 60 073 A012300 0.4500 073 A022300 0.0000 073 B002300 0.0600 073 C002300 0.0000 074 A002300 7 074 B002300 0 074 C002300 0 074 D002300 9544 074 E002300 0 074 F002300 0 074 G002300 0 074 H002300 0 074 I002300 967 074 J002300 0 074 K002300 0 074 L002300 220 074 M002300 40 074 N002300 10778 074 O002300 164 074 P002300 0 074 Q002300 0 074 R012300 0 074 R022300 0 074 R032300 0 074 R042300 5 074 S002300 0 074 T002300 10609 074 U012300 1014 074 U022300 0 074 V012300 10.46 074 V022300 0.00 074 W002300 0.0000 074 X002300 19 074 Y002300 9194 075 A002300 0 075 B002300 11352 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 PAGE 122 025 D002404 0 025 D002405 0 025 D002406 0 025 D002407 0 025 D002408 0 028 A012400 606 028 A022400 10 028 A032400 0 028 A042400 35 028 B012400 3041 028 B022400 32 028 B032400 0 028 B042400 2400 028 C012400 4715 028 C022400 0 028 C032400 0 028 C042400 2791 028 D012400 3115 028 D022400 0 028 D032400 0 028 D042400 625 028 E012400 2280 028 E022400 1 028 E032400 0 028 E042400 1196 028 F012400 52284 028 F022400 2 028 F032400 0 028 F042400 5113 028 G012400 66041 028 G022400 45 028 G032400 0 028 G042400 12160 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 PAGE 123 042 C002400 0 042 D002400 0 042 E002400 0 042 F002400 0 042 G002400 0 042 H002400 0 043 002400 0 044 002400 0 045 002400 Y 046 002400 N 047 002400 N 048 002400 0.000 048 A012400 0 048 A022400 0.000 048 B012400 0 048 B022400 0.000 048 C012400 0 048 C022400 0.000 048 D012400 0 048 D022400 0.000 048 E012400 0 048 E022400 0.000 048 F012400 0 048 F022400 0.000 048 G012400 0 048 G022400 0.000 048 H012400 0 048 H022400 0.000 048 I012400 0 048 I022400 0.000 048 J012400 0 048 J022400 0.000 048 K012400 0 048 K022400 0.000 049 002400 N 050 002400 N 051 002400 N 052 002400 N 053 A002400 N 054 A002400 Y 054 B002400 Y 054 C002400 Y 054 D002400 Y 054 E002400 Y 054 F002400 Y 054 G002400 Y 054 H002400 Y 054 I002400 Y 054 J002400 Y 054 K002400 Y 054 L002400 Y PAGE 124 054 M002400 Y 054 N002400 Y 054 O002400 Y 055 A002400 Y 055 B002400 N 056 002400 Y 057 002400 N 058 A002400 N 059 002400 Y 060 A002400 Y 060 B002400 Y 061 002400 0 062 A002400 Y 062 B002400 0.0 062 C002400 38.2 062 D002400 0.0 062 E002400 0.0 062 F002400 0.0 062 G002400 0.0 062 H002400 0.0 062 I002400 0.0 062 J002400 0.0 062 K002400 0.0 062 L002400 0.0 062 M002400 4.0 062 N002400 0.0 062 O002400 0.0 062 P002400 78.9 062 Q002400 0.0 062 R002400 32.5 063 A002400 0 063 B002400 3.2 064 A002400 N 064 B002400 N 066 A002400 N 067 002400 N 068 A002400 N 068 B002400 N 069 002400 N 070 A012400 Y 070 A022400 N 070 B012400 Y 070 B022400 N 070 C012400 Y 070 C022400 N 070 D012400 Y 070 D022400 N 070 E012400 Y 070 E022400 Y 070 F012400 Y 070 F022400 N PAGE 125 070 G012400 Y 070 G022400 N 070 H012400 Y 070 H022400 N 070 I012400 Y 070 I022400 N 070 J012400 Y 070 J022400 N 070 K012400 Y 070 K022400 Y 070 L012400 Y 070 L022400 N 070 M012400 Y 070 M022400 N 070 N012400 Y 070 N022400 N 070 O012400 Y 070 O022400 N 070 P012400 Y 070 P022400 N 070 Q012400 Y 070 Q022400 N 070 R012400 Y 070 R022400 N 071 A002400 111261 071 B002400 66202 071 C002400 16352 071 D002400 405 072 A002400 6 072 B002400 153 072 C002400 30 072 D002400 0 072 E002400 0 072 F002400 0 072 G002400 0 072 H002400 0 072 I002400 0 072 J002400 0 072 K002400 0 072 L002400 0 072 M002400 0 072 N002400 0 072 O002400 0 072 P002400 0 072 Q002400 0 072 R002400 0 072 S002400 0 072 T002400 0 072 U002400 0 072 V002400 0 072 W002400 0 PAGE 126 072 X002400 0 072 Y002400 0 072 Z002400 183 072AA002400 0 072BB002400 164 072CC012400 507 072CC022400 0 072DD012400 184 072DD022400 0 072EE002400 94 073 A012400 0.1000 073 A022400 0.0000 073 B002400 0.0900 073 C002400 0.0000 074 A002400 59 074 B002400 0 074 C002400 0 074 D002400 76746 074 E002400 0 074 F002400 0 074 G002400 0 074 H002400 0 074 I002400 20601 074 J002400 6282 074 K002400 0 074 L002400 240 074 M002400 0 074 N002400 103928 074 O002400 40408 074 P002400 0 074 Q002400 0 074 R012400 0 074 R022400 0 074 R032400 0 074 R042400 141 074 S002400 0 074 T002400 63379 074 U012400 6297 074 U022400 0 074 V012400 10.06 074 V022400 0.00 074 W002400 0.0000 074 X002400 25 074 Y002400 62824 075 A002400 0 075 B002400 17428 076 002400 0.00 015 A002501 BANK OF NEW YORK 015 B002501 C 015 C012501 NEW YORK 015 C022501 NY PAGE 127 015 C032501 10286 015 E012501 X 024 002500 Y 025 A002501 AMERICAN INTERNATIONAL GROUP, INC. 025 C002501 E 025 D002501 12314 025 A002502 CAPITAL ONE FINANCIAL CORPORATION 025 C002502 E 025 D002502 11505 025 A002503 CHARTER ONE FINANCIAL, INC. 025 C002503 E 025 D002503 7653 025 A002504 CIT GROUP INC. 025 C002504 E 025 D002504 15502 025 A002505 CITIGROUP INC. 025 C002505 E 025 D002505 50685 025 A002506 COMERICA INC. 025 C002506 E 025 D002506 3821 025 A002507 FLEETBOSTON FINANCIAL CORPORATION 025 C002507 E 025 D002507 32374 025 A002508 HARTFORD FINANCIAL SERVICES GROUP, INC. 025 C002508 E 025 D002508 15452 025 A002509 JOHN HANCOCK FINANCIAL SERVICES, INC. 025 C002509 E 025 D002509 8058 025 A002510 J.P. MORGAN CHASE & COMPANY 025 C002510 E 025 D002510 16880 025 A002511 LEHMAN BROTHERS HOLDINGS INC. 025 C002511 E 025 D002511 7371 025 A002512 MELLON FINANCIAL CORPORATION 025 C002512 E 025 D002512 17662 025 A002513 MERRILL LYNCH & COMPANY, INC. 025 C002513 E 025 D002513 17292 025 A002514 US BANCORP 025 C002514 E 025 D002514 28294 025 A002515 WACHOVIA CORPORATION 025 C002515 E 025 D002515 13729 025 A002516 WELLS FARGO & COMPANY 025 C002516 E 025 D002516 7967 PAGE 128 028 A012500 17384 028 A022500 0 028 A032500 0 028 A042500 5999 028 B012500 32969 028 B022500 0 028 B032500 0 028 B042500 17893 028 C012500 34953 028 C022500 1042 028 C032500 0 028 C042500 28583 028 D012500 510756 028 D022500 418 028 D032500 0 028 D042500 22249 028 E012500 31937 028 E022500 0 028 E032500 0 028 E042500 50987 028 F012500 29596 028 F022500 901 028 F032500 0 028 F042500 30646 028 G012500 657595 028 G022500 2361 028 G032500 0 028 G042500 156357 028 H002500 1643 029 002500 Y 030 A002500 57 030 B002500 5.75 030 C002500 0.00 031 A002500 10 031 B002500 0 032 002500 0 033 002500 47 034 002500 Y 035 002500 41 036 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 PAGE 129 042 F002500 0 042 G002500 0 042 H002500 0 043 002500 508 044 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 0 048 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 PAGE 130 055 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 0.0 062 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 N 070 C012500 Y 070 C022500 N 070 D012500 Y 070 D022500 Y 070 E012500 Y 070 E022500 N 070 F012500 Y PAGE 131 070 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 N 070 K012500 Y 070 K022500 Y 070 L012500 Y 070 L022500 Y 070 M012500 Y 070 M022500 N 070 N012500 Y 070 N022500 Y 070 O012500 Y 070 O022500 N 070 P012500 Y 070 P022500 N 070 Q012500 Y 070 Q022500 N 070 R012500 Y 070 R022500 N 071 A002500 527098 071 B002500 495907 071 C002500 825098 071 D002500 60 072 A002500 6 072 B002500 0 072 C002500 9958 072 D002500 0 072 E002500 10 072 F002500 2709 072 G002500 959 072 H002500 0 072 I002500 136 072 J002500 27 072 K002500 0 072 L002500 45 072 M002500 10 072 N002500 34 072 O002500 0 072 P002500 0 072 Q002500 0 072 R002500 15 072 S002500 27 072 T002500 508 072 U002500 0 072 V002500 0 PAGE 132 072 W002500 1 072 X002500 4471 072 Y002500 3 072 Z002500 5500 072AA002500 0 072BB002500 46303 072CC012500 155692 072CC022500 0 072DD012500 4417 072DD022500 530 072EE002500 0 073 A012500 0.0700 073 A022500 0.0500 073 B002500 0.0000 073 C002500 0.0000 074 A002500 98 074 B002500 0 074 C002500 0 074 D002500 0 074 E002500 0 074 F002500 1131324 074 G002500 1675 074 H002500 0 074 I002500 31931 074 J002500 1897 074 K002500 3 074 L002500 6063 074 M002500 0 074 N002500 1172991 074 O002500 0 074 P002500 846 074 Q002500 0 074 R012500 0 074 R022500 0 074 R032500 0 074 R042500 21335 074 S002500 0 074 T002500 1150810 074 U012500 86785 074 U022500 27747 074 V012500 10.08 074 V022500 10.07 074 W002500 0.0000 074 X002500 20011 074 Y002500 1144431 075 A002500 0 075 B002500 837205 076 002500 0.00 015 A002601 BANK OF NEW YORK 015 B002601 C 015 C012601 NEW YORK PAGE 133 015 C022601 NY 015 C032601 10286 015 E012601 X 024 002600 N 025 D002601 0 025 D002602 0 025 D002603 0 025 D002604 0 025 D002605 0 025 D002606 0 025 D002607 0 025 D002608 0 028 A012600 7872 028 A022600 0 028 A032600 0 028 A042600 5084 028 B012600 4966 028 B022600 176 028 B032600 0 028 B042600 4795 028 C012600 6339 028 C022600 179 028 C032600 0 028 C042600 3836 028 D012600 3894 028 D022600 166 028 D032600 0 028 D042600 24625 028 E012600 3426 028 E022600 165 028 E032600 0 028 E042600 13250 028 F012600 4984 028 F022600 334 028 F032600 0 028 F042600 5948 028 G012600 31481 028 G022600 1020 028 G032600 0 028 G042600 57538 028 H002600 1443 029 002600 Y 030 A002600 35 030 B002600 3.25 030 C002600 0.00 031 A002600 3 031 B002600 0 032 002600 0 033 002600 32 034 002600 Y 035 002600 2 PAGE 134 036 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 170 044 002600 0 045 002600 Y 046 002600 N 047 002600 Y 048 002600 0.400 048 A012600 0 048 A022600 0.000 048 B012600 0 048 B022600 0.000 048 C012600 0 048 C022600 0.000 048 D012600 0 048 D022600 0.000 048 E012600 0 048 E022600 0.000 048 F012600 0 048 F022600 0.000 048 G012600 0 048 G022600 0.000 048 H012600 0 048 H022600 0.000 048 I012600 0 048 I022600 0.000 048 J012600 0 048 J022600 0.000 048 K012600 0 048 K022600 0.000 049 002600 N 050 002600 N 051 002600 N 052 002600 N 053 A002600 Y 053 B002600 Y 053 C002600 N 054 A002600 Y PAGE 135 054 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 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 0.6 063 A002600 0 063 B002600 9.6 064 A002600 Y 064 B002600 N 066 A002600 N 067 002600 N 068 A002600 N 068 B002600 N 069 002600 N 070 A012600 Y PAGE 136 070 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 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 18087 071 B002600 44575 071 C002600 350020 071 D002600 5 072 A002600 6 072 B002600 8335 072 C002600 22 072 D002600 0 072 E002600 0 072 F002600 714 072 G002600 393 072 H002600 0 072 I002600 59 072 J002600 11 072 K002600 0 072 L002600 13 PAGE 137 072 M002600 10 072 N002600 0 072 O002600 0 072 P002600 1 072 Q002600 0 072 R002600 18 072 S002600 26 072 T002600 170 072 U002600 0 072 V002600 0 072 W002600 10 072 X002600 1425 072 Y002600 361 072 Z002600 7293 072AA002600 1232 072BB002600 0 072CC012600 0 072CC022600 1234 072DD012600 5843 072DD022600 1450 072EE002600 0 073 A012600 0.2300 073 A022600 0.2200 073 B002600 0.0000 073 C002600 0.0000 074 A002600 1 074 B002600 0 074 C002600 0 074 D002600 333282 074 E002600 0 074 F002600 0 074 G002600 0 074 H002600 0 074 I002600 1921 074 J002600 0 074 K002600 0 074 L002600 4786 074 M002600 0 074 N002600 339990 074 O002600 0 074 P002600 113 074 Q002600 0 074 R012600 0 074 R022600 0 074 R032600 0 074 R042600 1463 074 S002600 0 074 T002600 338414 074 U012600 23305 074 U022600 6935 074 V012600 11.19 PAGE 138 074 V022600 11.19 074 W002600 0.0000 074 X002600 1189 074 Y002600 335203 075 A002600 0 075 B002600 356975 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 0 025 D002705 0 025 D002706 0 025 D002707 0 025 D002708 0 028 A012700 2016 028 A022700 0 028 A032700 0 028 A042700 3125 028 B012700 3662 028 B022700 122 028 B032700 0 028 B042700 1986 028 C012700 5451 028 C022700 123 028 C032700 0 028 C042700 3469 028 D012700 3040 028 D022700 118 028 D032700 0 028 D042700 5793 028 E012700 2273 028 E022700 122 028 E032700 0 028 E042700 4483 028 F012700 2346 028 F022700 239 028 F032700 0 028 F042700 3940 028 G012700 18788 028 G022700 724 028 G032700 0 028 G042700 22796 028 H002700 2614 PAGE 139 029 002700 Y 030 A002700 60 030 B002700 3.25 030 C002700 0.00 031 A002700 7 031 B002700 0 032 002700 0 033 002700 53 034 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 0 042 B002700 0 042 C002700 0 042 D002700 100 042 E002700 0 042 F002700 0 042 G002700 0 042 H002700 0 043 002700 157 044 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 PAGE 140 048 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 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 0.7 PAGE 141 063 A002700 0 063 B002700 7.9 064 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 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 19978 071 B002700 22745 071 C002700 242053 071 D002700 8 072 A002700 6 072 B002700 5561 PAGE 142 072 C002700 17 072 D002700 0 072 E002700 0 072 F002700 496 072 G002700 273 072 H002700 0 072 I002700 41 072 J002700 8 072 K002700 0 072 L002700 11 072 M002700 10 072 N002700 2 072 O002700 0 072 P002700 0 072 Q002700 0 072 R002700 15 072 S002700 27 072 T002700 157 072 U002700 0 072 V002700 0 072 W002700 9 072 X002700 1049 072 Y002700 271 072 Z002700 4800 072AA002700 595 072BB002700 0 072CC012700 0 072CC022700 287 072DD012700 3833 072DD022700 967 072EE002700 0 073 A012700 0.2200 073 A022700 0.2100 073 B002700 0.0000 073 C002700 0.0000 074 A002700 0 074 B002700 0 074 C002700 0 074 D002700 240959 074 E002700 0 074 F002700 0 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002800 N 053 A002800 Y 053 B002800 Y 053 C002800 N 054 A002800 Y 054 B002800 Y 054 C002800 Y 054 D002800 N 054 E002800 N 054 F002800 N 054 G002800 Y 054 H002800 N 054 I002800 N 054 J002800 Y 054 K002800 N 054 L002800 Y 054 M002800 Y 054 N002800 N 054 O002800 Y 055 A002800 N 055 B002800 N 056 002800 Y 057 002800 N 058 A002800 N 059 002800 Y 060 A002800 N 060 B002800 N 061 002800 1000 062 A002800 Y 062 B002800 0.0 062 C002800 0.0 062 D002800 0.0 062 E002800 0.0 062 F002800 0.0 062 G002800 0.0 062 H002800 0.0 PAGE 146 062 I002800 0.0 062 J002800 0.0 062 K002800 0.0 062 L002800 0.0 062 M002800 0.0 062 N002800 0.0 062 O002800 99.0 062 P002800 0.0 062 Q002800 0.0 062 R002800 0.0 063 A002800 0 063 B002800 12.8 064 A002800 Y 064 B002800 N 066 A002800 N 067 002800 N 068 A002800 N 068 B002800 N 069 002800 N 070 A012800 Y 070 A022800 N 070 B012800 Y 070 B022800 N 070 C012800 Y 070 C022800 N 070 D012800 Y 070 D022800 N 070 E012800 Y 070 E022800 N 070 F012800 Y 070 F022800 N 070 G012800 Y 070 G022800 N 070 H012800 Y 070 H022800 N 070 I012800 Y 070 I022800 N 070 J012800 Y 070 J022800 N 070 K012800 Y 070 K022800 Y 070 L012800 Y 070 L022800 N 070 M012800 Y 070 M022800 N 070 N012800 Y 070 N022800 N 070 O012800 Y 070 O022800 Y 070 P012800 Y 070 P022800 N PAGE 147 070 Q012800 Y 070 Q022800 N 070 R012800 Y 070 R022800 N 071 A002800 39047 071 B002800 88073 071 C002800 762407 071 D002800 5 072 A002800 6 072 B002800 19724 072 C002800 23 072 D002800 0 072 E002800 0 072 F002800 1938 072 G002800 853 072 H002800 0 072 I002800 130 072 J002800 25 072 K002800 0 072 L002800 16 072 M002800 10 072 N002800 35 072 O002800 0 072 P002800 1 072 Q002800 0 072 R002800 17 072 S002800 28 072 T002800 103 072 U002800 0 072 V002800 0 072 W002800 11 072 X002800 3167 072 Y002800 737 072 Z002800 17317 072AA002800 1846 072BB002800 0 072CC012800 1195 072CC022800 0 072DD012800 16274 072DD022800 1043 072EE002800 0 073 A012800 0.2500 073 A022800 0.2400 073 B002800 0.0000 073 C002800 0.0000 074 A002800 1 074 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048 K022900 0.000 049 002900 N 050 002900 N 051 002900 N 052 002900 N 053 A002900 Y 053 B002900 Y 053 C002900 N 054 A002900 Y 054 B002900 Y 054 C002900 Y 054 D002900 N 054 E002900 N 054 F002900 N 054 G002900 Y 054 H002900 N 054 I002900 N 054 J002900 Y 054 K002900 N 054 L002900 Y 054 M002900 Y 054 N002900 N 054 O002900 Y 055 A002900 N 055 B002900 N 056 002900 Y 057 002900 N 058 A002900 N 059 002900 Y 060 A002900 N PAGE 151 060 B002900 N 061 002900 1000 062 A002900 Y 062 B002900 0.0 062 C002900 0.0 062 D002900 0.0 062 E002900 0.0 062 F002900 0.0 062 G002900 0.0 062 H002900 0.0 062 I002900 0.0 062 J002900 0.0 062 K002900 0.0 062 L002900 0.0 062 M002900 0.0 062 N002900 0.0 062 O002900 97.6 062 P002900 0.0 062 Q002900 0.0 062 R002900 1.3 063 A002900 0 063 B002900 9.2 064 A002900 Y 064 B002900 N 066 A002900 N 067 002900 N 068 A002900 N 068 B002900 N 069 002900 N 070 A012900 Y 070 A022900 N 070 B012900 Y 070 B022900 N 070 C012900 Y 070 C022900 N 070 D012900 Y 070 D022900 N 070 E012900 Y 070 E022900 N 070 F012900 Y 070 F022900 N 070 G012900 Y 070 G022900 N 070 H012900 Y 070 H022900 N 070 I012900 Y 070 I022900 N 070 J012900 Y 070 J022900 N 070 K012900 Y 070 K022900 Y PAGE 152 070 L012900 Y 070 L022900 N 070 M012900 Y 070 M022900 N 070 N012900 Y 070 N022900 N 070 O012900 Y 070 O022900 Y 070 P012900 Y 070 P022900 N 070 Q012900 Y 070 Q022900 N 070 R012900 Y 070 R022900 N 071 A002900 8557 071 B002900 13317 071 C002900 174847 071 D002900 5 072 A002900 6 072 B002900 4160 072 C002900 15 072 D002900 0 072 E002900 0 072 F002900 359 072 G002900 197 072 H002900 0 072 I002900 30 072 J002900 6 072 K002900 0 072 L002900 9 072 M002900 10 072 N002900 0 072 O002900 0 072 P002900 0 072 Q002900 0 072 R002900 14 072 S002900 25 072 T002900 96 072 U002900 0 072 V002900 0 072 W002900 6 072 X002900 752 072 Y002900 209 072 Z002900 3632 072AA002900 0 072BB002900 37 072CC012900 393 072CC022900 0 072DD012900 3038 072DD022900 594 072EE002900 0 PAGE 153 073 A012900 0.2300 073 A022900 0.2100 073 B002900 0.0000 073 C002900 0.0000 074 A002900 1 074 B002900 0 074 C002900 0 074 D002900 167776 074 E002900 0 074 F002900 0 074 G002900 0 074 H002900 0 074 I002900 2172 074 J002900 0 074 K002900 0 074 L002900 2651 074 M002900 0 074 N002900 172600 074 O002900 0 074 P002900 53 074 Q002900 0 074 R012900 0 074 R022900 0 074 R032900 0 074 R042900 686 074 S002900 0 074 T002900 171861 074 U012900 12566 074 U022900 3127 074 V012900 10.95 074 V022900 10.95 074 W002900 0.0000 074 X002900 578 074 Y002900 169948 075 A002900 0 075 B002900 179392 076 002900 0.00 015 A003001 BANK OF NEW YORK 015 B003001 C 015 C013001 NEW YORK 015 C023001 NY 015 C033001 10286 015 E013001 X 024 003000 N 025 D003001 0 025 D003002 0 025 D003003 0 025 D003004 0 025 D003005 0 025 D003006 0 025 D003007 0 PAGE 154 025 D003008 0 028 A013000 3759 028 A023000 0 028 A033000 0 028 A043000 2890 028 B013000 5636 028 B023000 225 028 B033000 0 028 B043000 4897 028 C013000 5077 028 C023000 99 028 C033000 0 028 C043000 6688 028 D013000 3455 028 D023000 100 028 D033000 0 028 D043000 2539 028 E013000 1682 028 E023000 101 028 E033000 0 028 E043000 1618 028 F013000 1893 028 F023000 199 028 F033000 0 028 F043000 7202 028 G013000 21502 028 G023000 724 028 G033000 0 028 G043000 25834 028 H003000 1923 029 003000 Y 030 A003000 43 030 B003000 3.25 030 C003000 0.00 031 A003000 5 031 B003000 0 032 003000 0 033 003000 38 034 003000 Y 035 003000 2 036 A003000 N 036 B003000 0 037 003000 N 038 003000 0 039 003000 N 040 003000 Y 041 003000 Y 042 A003000 0 042 B003000 0 042 C003000 0 042 D003000 100 PAGE 155 042 E003000 0 042 F003000 0 042 G003000 0 042 H003000 0 043 003000 149 044 003000 0 045 003000 Y 046 003000 N 047 003000 Y 048 003000 0.400 048 A013000 0 048 A023000 0.000 048 B013000 0 048 B023000 0.000 048 C013000 0 048 C023000 0.000 048 D013000 0 048 D023000 0.000 048 E013000 0 048 E023000 0.000 048 F013000 0 048 F023000 0.000 048 G013000 0 048 G023000 0.000 048 H013000 0 048 H023000 0.000 048 I013000 0 048 I023000 0.000 048 J013000 0 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070 D023000 N 070 E013000 Y 070 E023000 N 070 F013000 Y 070 F023000 N PAGE 157 070 G013000 Y 070 G023000 N 070 H013000 Y 070 H023000 N 070 I013000 Y 070 I023000 N 070 J013000 Y 070 J023000 N 070 K013000 Y 070 K023000 Y 070 L013000 Y 070 L023000 N 070 M013000 Y 070 M023000 N 070 N013000 Y 070 N023000 N 070 O013000 Y 070 O023000 Y 070 P013000 Y 070 P023000 N 070 Q013000 Y 070 Q023000 N 070 R013000 Y 070 R023000 N 071 A003000 30565 071 B003000 39551 071 C003000 254985 071 D003000 12 072 A003000 6 072 B003000 6294 072 C003000 25 072 D003000 0 072 E003000 0 072 F003000 528 072 G003000 290 072 H003000 0 072 I003000 44 072 J003000 9 072 K003000 0 072 L003000 10 072 M003000 10 072 N003000 0 072 O003000 0 072 P003000 0 072 Q003000 0 072 R003000 16 072 S003000 26 072 T003000 149 072 U003000 0 072 V003000 0 072 W003000 7 PAGE 158 072 X003000 1089 072 Y003000 280 072 Z003000 5510 072AA003000 1208 072BB003000 0 072CC013000 844 072CC023000 0 072DD013000 4543 072DD023000 967 072EE003000 867 073 A013000 0.2300 073 A023000 0.2200 073 B003000 0.0400 073 C003000 0.0000 074 A003000 1 074 B003000 0 074 C003000 0 074 D003000 248332 074 E003000 0 074 F003000 0 074 G003000 0 074 H003000 0 074 I003000 10706 074 J003000 0 074 K003000 0 074 L003000 3413 074 M003000 0 074 N003000 262452 074 O003000 0 074 P003000 87 074 Q003000 0 074 R013000 0 074 R023000 0 074 R033000 0 074 R043000 1413 074 S003000 0 074 T003000 260952 074 U013000 19591 074 U023000 4607 074 V013000 10.78 074 V023000 10.78 074 W003000 0.0000 074 X003000 716 074 Y003000 259038 075 A003000 0 075 B003000 263996 076 003000 0.00 015 A003101 BANK OF NEW YORK 015 B003101 C 015 C013101 NEW YORK 015 C023101 NY PAGE 159 015 C033101 10286 015 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 4315 028 A023100 0 028 A033100 0 028 A043100 7533 028 B013100 8617 028 B023100 51 028 B033100 0 028 B043100 3691 028 C013100 8101 028 C023100 55 028 C033100 0 028 C043100 3987 028 D013100 4402 028 D023100 52 028 D033100 0 028 D043100 8208 028 E013100 4650 028 E023100 52 028 E033100 0 028 E043100 9144 028 F013100 2059 028 F023100 91 028 F033100 0 028 F043100 7883 028 G013100 32144 028 G023100 301 028 G033100 0 028 G043100 40446 028 H003100 1764 029 003100 Y 030 A003100 42 030 B003100 3.25 030 C003100 0.00 031 A003100 5 031 B003100 0 032 003100 0 033 003100 37 034 003100 Y 035 003100 14 036 A003100 N PAGE 160 036 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 124 044 003100 0 045 003100 Y 046 003100 N 047 003100 Y 048 003100 0.400 048 A013100 0 048 A023100 0.000 048 B013100 0 048 B023100 0.000 048 C013100 0 048 C023100 0.000 048 D013100 0 048 D023100 0.000 048 E013100 0 048 E023100 0.000 048 F013100 0 048 F023100 0.000 048 G013100 0 048 G023100 0.000 048 H013100 0 048 H023100 0.000 048 I013100 0 048 I023100 0.000 048 J013100 0 048 J023100 0.000 048 K013100 0 048 K023100 0.000 049 003100 N 050 003100 N 051 003100 N 052 003100 N 053 A003100 Y 053 B003100 Y 053 C003100 N 054 A003100 Y 054 B003100 Y PAGE 161 054 C003100 Y 054 D003100 N 054 E003100 N 054 F003100 N 054 G003100 Y 054 H003100 N 054 I003100 N 054 J003100 Y 054 K003100 N 054 L003100 Y 054 M003100 Y 054 N003100 N 054 O003100 Y 055 A003100 N 055 B003100 N 056 003100 Y 057 003100 N 058 A003100 N 059 003100 Y 060 A003100 N 060 B003100 N 061 003100 1000 062 A003100 Y 062 B003100 0.0 062 C003100 0.0 062 D003100 0.0 062 E003100 0.0 062 F003100 0.0 062 G003100 0.0 062 H003100 0.0 062 I003100 0.0 062 J003100 0.0 062 K003100 0.0 062 L003100 0.0 062 M003100 0.0 062 N003100 0.0 062 O003100 99.7 062 P003100 0.0 062 Q003100 0.0 062 R003100 0.3 063 A003100 0 063 B003100 8.6 064 A003100 Y 064 B003100 N 066 A003100 N 067 003100 N 068 A003100 N 068 B003100 N 069 003100 N 070 A013100 Y 070 A023100 N PAGE 162 070 B013100 Y 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A003300 N 068 B003300 N 069 003300 N 070 A013300 Y 070 A023300 N 070 B013300 Y 070 B023300 N 070 C013300 Y 070 C023300 N 070 D013300 Y 070 D023300 N 070 E013300 Y 070 E023300 N 070 F013300 Y 070 F023300 N 070 G013300 Y 070 G023300 N 070 H013300 Y 070 H023300 N 070 I013300 Y 070 I023300 N 070 J013300 Y 070 J023300 N 070 K013300 Y 070 K023300 Y 070 L013300 Y 070 L023300 N 070 M013300 Y 070 M023300 N 070 N013300 Y 070 N023300 N 070 O013300 Y 070 O023300 Y 070 P013300 Y 070 P023300 N 070 Q013300 Y PAGE 173 070 Q023300 N 070 R013300 Y 070 R023300 N 071 A003300 11394 071 B003300 17998 071 C003300 70449 071 D003300 16 072 A003300 6 072 B003300 1576 072 C003300 15 072 D003300 0 072 E003300 0 072 F003300 147 072 G003300 81 072 H003300 0 072 I003300 13 072 J003300 3 072 K003300 0 072 L003300 8 072 M003300 10 072 N003300 1 072 O003300 0 072 P003300 0 072 Q003300 0 072 R003300 10 072 S003300 25 072 T003300 48 072 U003300 0 072 V003300 0 072 W003300 4 072 X003300 350 072 Y003300 117 072 Z003300 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A023500 0 028 A033500 0 028 A043500 65993 028 B013500 59953 028 B023500 406 028 B033500 0 028 B043500 46573 028 C013500 80224 028 C023500 408 028 C033500 0 028 C043500 50710 028 D013500 109519 028 D023500 381 028 D033500 0 028 D043500 41237 028 E013500 72974 028 E023500 374 028 E033500 0 028 E043500 68363 028 F013500 53834 028 F023500 651 028 F033500 0 028 F043500 54974 028 G013500 438829 028 G023500 2220 028 G033500 0 028 G043500 327850 028 H003500 5748 029 003500 Y 030 A003500 37 030 B003500 1.00 030 C003500 0.00 031 A003500 9 031 B003500 0 032 003500 0 033 003500 28 034 003500 Y 035 003500 68 036 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 PAGE 181 042 F003500 0 042 G003500 0 042 H003500 0 043 003500 656 044 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 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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 PAGE 183 070 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 070 P023500 N 070 Q013500 Y 070 Q023500 N 070 R013500 Y 070 R023500 N 071 A003500 246224 071 B003500 70768 071 C003500 1089203 071 D003500 7 072 A003500 6 072 B003500 14012 072 C003500 173 072 D003500 0 072 E003500 0 072 F003500 1685 072 G003500 1236 072 H003500 0 072 I003500 173 072 J003500 32 072 K003500 0 072 L003500 23 072 M003500 10 072 N003500 36 072 O003500 0 072 P003500 1 072 Q003500 0 072 R003500 18 072 S003500 30 072 T003500 656 072 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0 075 B003800 482529 076 003800 0.00 015 A003901 BANK OF NEW YORK 015 B003901 C 015 C013901 NEY YORK 015 C023901 NY 015 C033901 10286 015 E013901 X 024 003900 Y 025 A003901 AMERICAN INTERNATIONAL GROUP, INC. 025 C003901 D 025 D003901 3067 025 A003902 BANK ONE CORPORATION 025 C003902 D 025 D003902 10921 025 A003903 BEAR STEARNS COMPANIES INC. 025 C003903 D 025 D003903 8696 025 A003904 CITIGROUP, INC. 025 C003904 D 025 D003904 17571 025 A003905 COUNTRYWIDE HOME LOAN, INC. 025 C003905 D 025 D003905 7696 025 A003906 CREDIT SUISSE FIRST BOSTON USA, INC. 025 C003906 D 025 D003906 4371 025 A003907 FLEET BOSTON FINANCIAL CORPORATION PAGE 201 025 C003907 D 025 D003907 1214 025 A003908 GOLDMAN SACHS GROUP, INC. 025 C003908 D 025 D003908 12413 025 A003909 HARTFORD FINANCIAL SERVICES GROUP, INC. 025 C003909 D 025 D003909 697 025 A003910 J.P. 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PAGE 202 025 C003924 D 025 D003924 5677 025 A003925 WELLS FARGO & COMPANY 025 C003925 D 025 D003925 7688 025 A003926 WELLS FARGO FINANCIAL, INC. 025 C003926 D 025 D003926 6335 025 D003927 0 025 D003928 0 025 D003929 0 025 D003930 0 025 D003931 0 025 D003932 0 025 D003933 0 025 D003934 0 025 D003935 0 025 D003936 0 025 D003937 0 025 D003938 0 025 D003939 0 025 D003940 0 028 A013900 37030 028 A023900 0 028 A033900 0 028 A043900 54357 028 B013900 53672 028 B023900 1572 028 B033900 0 028 B043900 28288 028 C013900 124143 028 C023900 332 028 C033900 0 028 C043900 47985 028 D013900 61377 028 D023900 377 028 D033900 0 028 D043900 35081 028 E013900 49689 028 E023900 446 028 E033900 0 028 E043900 44051 028 F013900 48005 028 F023900 915 028 F033900 0 028 F043900 38738 028 G013900 373916 028 G023900 3642 028 G033900 0 028 G043900 248500 028 H003900 3996 PAGE 203 029 003900 Y 030 A003900 28 030 B003900 1.00 030 C003900 0.00 031 A003900 7 031 B003900 0 032 003900 0 033 003900 21 034 003900 Y 035 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F034000 0 028 F044000 6378 028 G014000 49064 028 G024000 992 028 G034000 0 028 G044000 31729 028 H004000 2536 029 004000 Y 030 A004000 81 030 B004000 4.75 030 C004000 0.00 031 A004000 10 031 B004000 0 032 004000 0 033 004000 71 034 004000 Y 035 004000 19 036 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 251 044 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 PAGE 211 048 E014000 0 048 E024000 0.000 048 F014000 0 048 F024000 0.000 048 G014000 0 048 G024000 0.000 048 H014000 0 048 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 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MORGAN CHASE & COMPANY 025 C004329 E 025 D004329 8346 025 A004330 KEYCORP 025 C004330 E 025 D004330 1285 025 A004331 LEHMAN BROTHERS HOLDINGS INC. 025 C004331 E 025 D004331 1995 025 A004332 LINCOLN NATIONAL CORPORATION 025 C004332 E 025 D004332 751 025 A004333 MARSH & MCLENNAN COMPANIES, INC. 025 C004333 E 025 D004333 3027 025 A004334 MARSHALL AND ILSLEY CORPORATION 025 C004334 E 025 D004334 855 025 A004335 MBIA, INC. 025 C004335 E 025 D004335 951 025 A004336 MBNA CORPORATION 025 C004336 E 025 D004336 3478 025 A004337 MELLON FINANCIAL CORPORATION 025 C004337 E 025 D004337 1549 025 A004338 MERRILL LYNCH & COMPANY, INC. 025 C004338 E 025 D004338 5975 025 A004339 METLIFE, INC. 025 C004339 E 025 D004339 2546 025 A004340 MGIC INVESTMENT CORPORATION 025 C004340 E 025 D004340 612 025 A004341 MOODY'S CORPORATION 025 C004341 E 025 D004341 978 025 A004342 MORGAN STANLEY 025 C004342 E 025 D004342 6552 025 A004343 NATIONAL CITY CORPORATION 025 C004343 E 025 D004343 2160 025 A004344 NORTH FORK BANCORPORATION, INC. 025 C004344 E PAGE 230 025 D004344 632 025 A004345 NORTHERN TRUST CORPORATION 025 C004345 E 025 D004345 1118 025 A004346 PNC FINANCIAL SERVICES GROUP 025 C004346 E 025 D004346 1592 025 A004347 PRINCIPAL FINANCIAL GROUP, INC. 025 C004347 E 025 D004347 1198 025 A004348 PROVIDIAN FINANCIAL CORPORATION 025 C004348 E 025 D004348 409 025 A004349 PRUDENTIAL FINANCIAL, INC. 025 C004349 E 025 D004349 2434 025 A004350 REGIONS FINANCIAL CORPORATION 025 C004350 E 025 D004350 910 025 A004351 SOUTHTRUST CORPORATION 025 C004351 E 025 D004351 1184 025 A004352 STATE STREET CORPORATION 025 C004352 E 025 D004352 1788 025 A004353 SUNTRUST BANKS, INC. 025 C004353 E 025 D004353 2028 025 A004354 T ROWE PRICE GROUP INC. 025 C004354 E 025 D004354 609 025 A004355 THE BANK OF NEW YORK COMPANY, INC. 025 C004355 E 025 D004355 2677 025 A004356 UNION PLANTERS CORPORATION 025 C004356 E 025 D004356 740 025 A004357 US BANCORP 025 C004357 E 025 D004357 5517 025 A004358 WACHOVIA CORPORATION 025 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C004300 0 042 D004300 100 042 E004300 0 042 F004300 0 042 G004300 0 042 H004300 0 043 004300 34 044 004300 0 045 004300 Y 046 004300 N 047 004300 Y 048 004300 0.400 048 A014300 0 048 A024300 0.000 048 B014300 0 048 B024300 0.000 048 C014300 0 048 C024300 0.000 048 D014300 0 048 D024300 0.000 048 E014300 0 048 E024300 0.000 048 F014300 0 048 F024300 0.000 048 G014300 0 048 G024300 0.000 048 H014300 0 048 H024300 0.000 048 I014300 0 048 I024300 0.000 048 J014300 0 048 J024300 0.000 048 K014300 0 048 K024300 0.000 049 004300 N 050 004300 N 051 004300 N 052 004300 N 053 A004300 Y 053 B004300 Y 053 C004300 N 054 A004300 Y 054 B004300 Y 054 C004300 Y 054 D004300 N 054 E004300 N 054 F004300 N 054 G004300 Y 054 H004300 N 054 I004300 N 054 J004300 Y PAGE 233 054 K004300 N 054 L004300 Y 054 M004300 Y 054 N004300 N 054 O004300 Y 055 A004300 N 055 B004300 N 056 004300 Y 057 004300 N 058 A004300 N 059 004300 Y 060 A004300 Y 060 B004300 Y 061 004300 1000 062 A004300 N 062 B004300 0.0 062 C004300 0.0 062 D004300 0.0 062 E004300 0.0 062 F004300 0.0 062 G004300 0.0 062 H004300 0.0 062 I004300 0.0 062 J004300 0.0 062 K004300 0.0 062 L004300 0.0 062 M004300 0.0 062 N004300 0.0 062 O004300 0.0 062 P004300 0.0 062 Q004300 0.0 062 R004300 0.0 063 A004300 0 063 B004300 0.0 066 A004300 Y 066 B004300 N 066 C004300 N 066 D004300 Y 066 E004300 N 066 F004300 N 066 G004300 N 067 004300 N 068 A004300 N 068 B004300 N 069 004300 Y 070 A014300 Y 070 A024300 N 070 B014300 Y 070 B024300 N 070 C014300 Y 070 C024300 N PAGE 234 070 D014300 Y 070 D024300 N 070 E014300 Y 070 E024300 N 070 F014300 Y 070 F024300 Y 070 G014300 Y 070 G024300 N 070 H014300 Y 070 H024300 N 070 I014300 Y 070 I024300 N 070 J014300 Y 070 J024300 Y 070 K014300 Y 070 K024300 Y 070 L014300 Y 070 L024300 N 070 M014300 Y 070 M024300 N 070 N014300 Y 070 N024300 Y 070 O014300 Y 070 O024300 N 070 P014300 Y 070 P024300 N 070 Q014300 Y 070 Q024300 N 070 R014300 Y 070 R024300 N 071 A004300 25440 071 B004300 3475 071 C004300 1047117 071 D004300 0 072 A004300 6 072 B004300 0 072 C004300 9302 072 D004300 0 072 E004300 8 072 F004300 2157 072 G004300 1240 072 H004300 0 072 I004300 151 072 J004300 28 072 K004300 0 072 L004300 14 072 M004300 10 072 N004300 23 072 O004300 0 072 P004300 0 072 Q004300 0 PAGE 235 072 R004300 15 072 S004300 27 072 T004300 34 072 U004300 0 072 V004300 0 072 W004300 1 072 X004300 3700 072 Y004300 1780 072 Z004300 7390 072AA004300 3830 072BB004300 0 072CC014300 161323 072CC024300 0 072DD014300 0 072DD024300 0 072EE004300 0 073 A014300 0.0000 073 A024300 0.0000 073 B004300 0.0000 073 C004300 0.0000 074 A004300 0 074 B004300 0 074 C004300 0 074 D004300 0 074 E004300 0 074 F004300 1099211 074 G004300 0 074 H004300 0 074 I004300 24118 074 J004300 0 074 K004300 1 074 L004300 3610 074 M004300 0 074 N004300 1126940 074 O004300 0 074 P004300 292 074 Q004300 0 074 R014300 0 074 R024300 0 074 R034300 0 074 R044300 8450 074 S004300 0 074 T004300 1118198 074 U014300 56298 074 U024300 1473 074 V014300 19.36 074 V024300 19.22 074 W004300 0.0000 074 X004300 1464 074 Y004300 1115781 075 A004300 0 PAGE 236 075 B004300 1079803 076 004300 0.00 015 A004401 BANK OF NEW YORK 015 B004401 C 015 C014401 NEW YORK 015 C024401 NY 015 C034401 10286 015 E014401 X 024 004400 Y 025 A004401 AMBACK FINANCIAL GROUP, INC. 025 C004401 E 025 D004401 2088 025 A004402 AMERICAN EXPRESS COMPANY 025 C004402 E 025 D004402 2317 025 A004403 CAPITAL ONE FINANCIAL CORPORATION 025 C004403 E 025 D004403 3568 025 A004404 CITIGROUP INC. 025 C004404 E 025 D004404 7745 025 A004405 GOLDMAN SACHS GROUP, INC. 025 C004405 E 025 D004405 4170 025 A004406 LEHMAN BROTHERS HOLDINGS INC. 025 C004406 E 025 D004406 2827 025 A004407 MELLON FINANCIAL CORPORATION 025 C004407 E 025 D004407 1084 025 D004408 0 028 A014400 814 028 A024400 0 028 A034400 0 028 A044400 4891 028 B014400 3920 028 B024400 0 028 B034400 0 028 B044400 6129 028 C014400 2158 028 C024400 0 028 C034400 0 028 C044400 7283 028 D014400 1639 028 D024400 0 028 D034400 0 028 D044400 7508 028 E014400 4095 028 E024400 0 028 E034400 0 028 E044400 35263 PAGE 237 028 F014400 719 028 F024400 0 028 F034400 0 028 F044400 10513 028 G014400 13345 028 G024400 0 028 G034400 0 028 G044400 71587 028 H004400 289 029 004400 Y 030 A004400 53 030 B004400 5.75 030 C004400 0.00 031 A004400 2 031 B004400 0 032 004400 0 033 004400 51 034 004400 Y 035 004400 10 036 A004400 N 036 B004400 0 037 004400 N 038 004400 0 039 004400 N 040 004400 Y 041 004400 Y 042 A004400 0 042 B004400 0 042 C004400 0 042 D004400 100 042 E004400 0 042 F004400 0 042 G004400 0 042 H004400 0 043 004400 170 044 004400 0 045 004400 Y 046 004400 N 047 004400 Y 048 004400 0.650 048 A014400 0 048 A024400 0.000 048 B014400 0 048 B024400 0.000 048 C014400 0 048 C024400 0.000 048 D014400 0 048 D024400 0.000 048 E014400 0 048 E024400 0.000 048 F014400 0 PAGE 238 048 F024400 0.000 048 G014400 0 048 G024400 0.000 048 H014400 0 048 H024400 0.000 048 I014400 0 048 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 Y 053 B004400 N 053 C004400 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 PAGE 239 062 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 0.0 062 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 PAGE 240 070 O024400 Y 070 P014400 Y 070 P024400 N 070 Q014400 Y 070 Q024400 N 070 R014400 Y 070 R024400 N 071 A004400 133952 071 B004400 186311 071 C004400 206511 071 D004400 65 072 A004400 6 072 B004400 0 072 C004400 907 072 D004400 0 072 E004400 4 072 F004400 699 072 G004400 247 072 H004400 0 072 I004400 35 072 J004400 9 072 K004400 0 072 L004400 42 072 M004400 10 072 N004400 31 072 O004400 0 072 P004400 1 072 Q004400 0 072 R004400 15 072 S004400 25 072 T004400 170 072 U004400 0 072 V004400 0 072 W004400 0 072 X004400 1284 072 Y004400 0 072 Z004400 -373 072AA004400 12821 072BB004400 0 072CC014400 20416 072CC024400 0 072DD014400 0 072DD024400 0 072EE004400 0 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MORGAN CHASE & COMPANY 025 C004513 E 025 D004513 3375 025 A004514 KEYCORP 025 C004514 E 025 D004514 772 025 A004515 MBNA CORPORATION 025 C004515 E 025 D004515 748 025 A004516 MERRILL LYNCH & COMPANY, INC. 025 C004516 E 025 D004516 2848 025 A004517 MORGAN STANLEY 025 C004517 E 025 D004517 247 025 A004518 NATIONAL CITY CORPORATION 025 C004518 E 025 D004518 1028 025 A004519 PNC FINANCIAL SERVICES GROUP 025 C004519 E 025 D004519 623 025 A004520 PRINCIPAL FINANCIAL GROUP, INC. 025 C004520 E 025 D004520 896 025 A004521 PROVIDIAN FINANCIAL CORPORATION 025 C004521 E 025 D004521 259 025 A004522 PRUDENTIAL FINANCIAL, INC. 025 C004522 E PAGE 243 025 D004522 239 025 A004523 REGIONS FINANCIAL CORPORATION 025 C004523 E 025 D004523 21 025 A004524 SOUTHTRUST CORPORATION 025 C004524 E 025 D004524 1234 025 A004525 THE BANK OF NEW YORK COMPANY, INC. 025 C004525 E 025 D004525 827 025 A004526 US BANCORP 025 C004526 E 025 D004526 2061 025 A004527 WACHOVIA CORPORATION 025 C004527 E 025 D004527 2990 025 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K004500 0.0 062 L004500 0.0 062 M004500 0.0 062 N004500 0.0 062 O004500 0.0 062 P004500 0.0 PAGE 246 062 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 Y 070 F014500 Y 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 Y 070 M014500 Y 070 M024500 Y 070 N014500 Y 070 N024500 N 070 O014500 Y 070 O024500 N 070 P014500 Y 070 P024500 N 070 Q014500 Y 070 Q024500 N 070 R014500 Y 070 R024500 N PAGE 247 071 A004500 382055 071 B004500 357738 071 C004500 219898 071 D004500 163 072 A004500 6 072 B004500 0 072 C004500 1453 072 D004500 0 072 E004500 0 072 F004500 470 072 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A004627 SOURCECORP, INC. 025 C004627 E 025 D004627 725 025 A004628 SOUTH FINANCIAL GROUP, INC. 025 C004628 E 025 D004628 2255 025 A004629 SOUTHWEST BANCORPORATION OF TEXAS, INC. 025 C004629 E 025 D004629 2402 025 A004630 STATEN ISLAND BANCORP, INC. 025 C004630 E 025 D004630 2196 025 A004631 STERLING BANCSHARES, INC. 025 C004631 E 025 D004631 1016 025 A004632 SUSQUEHANNA BANCSHARES INC. 025 C004632 E 025 D004632 1971 025 A004633 SWS GROUP, INC. 025 C004633 E 025 D004633 645 025 A004634 TRUSTCO BANK CORPORATION NY 025 C004634 E 025 D004634 1770 025 A004635 UCBH HOLDINGS INC. 025 C004635 E 025 D004635 2618 025 A004636 UNITED BANKSHARES INC. 025 C004636 E 025 D004636 2387 025 A004637 WAYPOINT FINANCIAL CORPORATION 025 C004637 E 025 D004637 1301 025 A004638 WHITNEY HOLDING CORPORATION 025 C004638 E 025 D004638 2645 025 A004639 WINTRUST FINANCIAL CORPORATION 025 C004639 E 025 D004639 1356 025 A004640 DELETE 025 D004640 0 025 D004641 0 025 D004642 0 025 D004643 0 025 D004644 0 PAGE 251 025 D004645 0 025 D004646 0 025 D004647 0 025 D004648 0 028 A014600 22553 028 A024600 0 028 A034600 0 028 A044600 15816 028 B014600 22488 028 B024600 0 028 B034600 0 028 B044600 10781 028 C014600 25129 028 C024600 0 028 C034600 0 028 C044600 8951 028 D014600 19929 028 D024600 0 028 D034600 0 028 D044600 12144 028 E014600 22807 028 E024600 0 028 E034600 0 028 E044600 8894 028 F014600 26150 028 F024600 0 028 F034600 0 028 F044600 11689 028 G014600 139056 028 G024600 0 028 G034600 0 028 G044600 68275 028 H004600 0 029 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 PAGE 252 042 C004600 0 042 D004600 100 042 E004600 0 042 F004600 0 042 G004600 0 042 H004600 0 043 004600 12 044 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 0 048 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 PAGE 253 054 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 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H004900 N 054 I004900 N 054 J004900 Y 054 K004900 N 054 L004900 Y 054 M004900 Y 054 N004900 N 054 O004900 Y 055 A004900 N 055 B004900 N 056 004900 Y 057 004900 N 058 A004900 N 059 004900 Y 060 A004900 Y 060 B004900 Y 061 004900 1000 062 A004900 Y 062 B004900 0.0 062 C004900 0.0 PAGE 268 062 D004900 0.0 062 E004900 98.9 062 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 59 063 B004900 0.0 064 A004900 Y 064 B004900 N 066 A004900 N 067 004900 N 068 A004900 N 068 B004900 N 069 004900 N 070 A014900 Y 070 A024900 N 070 B014900 Y 070 B024900 N 070 C014900 Y 070 C024900 N 070 D014900 Y 070 D024900 N 070 E014900 Y 070 E024900 N 070 F014900 Y 070 F024900 N 070 G014900 Y 070 G024900 N 070 H014900 Y 070 H024900 N 070 I014900 Y 070 I024900 N 070 J014900 Y 070 J024900 Y 070 K014900 Y 070 K024900 N 070 L014900 Y 070 L024900 N 070 M014900 Y 070 M024900 N 070 N014900 Y PAGE 269 070 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 6 072 B004900 19802 072 C004900 0 072 D004900 0 072 E004900 0 072 F004900 2667 072 G004900 1778 072 H004900 0 072 I004900 68 072 J004900 86 072 K004900 0 072 L004900 99 072 M004900 9 072 N004900 86 072 O004900 0 072 P004900 0 072 Q004900 0 072 R004900 18 072 S004900 26 072 T004900 3533 072 U004900 0 072 V004900 0 072 W004900 31 072 X004900 8401 072 Y004900 1882 072 Z004900 13283 072AA004900 1 072BB004900 0 072CC014900 0 072CC024900 0 072DD014900 6713 072DD024900 6571 072EE004900 0 073 A014900 0.0046 073 A024900 0.0044 073 B004900 0.0000 073 C004900 0.0000 074 A004900 55 PAGE 270 074 B004900 0 074 C004900 4167260 074 D004900 0 074 E004900 0 074 F004900 0 074 G004900 0 074 H004900 0 074 I004900 0 074 J004900 37100 074 K004900 0 074 L004900 10638 074 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22182 028 F035000 0 028 F045000 32089366 028 G015000 159919754 028 G025000 165052 028 G035000 0 028 G045000 169326744 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 286 036 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 0 042 C005000 0 042 D005000 100 042 E005000 0 042 F005000 0 042 G005000 0 042 H005000 0 043 005000 69349 PAGE 272 044 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 054 K005000 N 054 L005000 Y 054 M005000 Y 054 N005000 N 054 O005000 Y 055 A005000 N 055 B005000 N PAGE 273 056 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 1.4 062 C005000 37.3 062 D005000 12.4 062 E005000 1.0 062 F005000 1.5 062 G005000 6.3 062 H005000 0.0 062 I005000 12.7 062 J005000 1.5 062 K005000 0.0 062 L005000 27.0 062 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 73 063 B005000 0.0 064 A005000 N 064 B005000 N 066 A005000 N 067 005000 N 068 A005000 N 068 B005000 N 069 005000 N 070 A015000 Y 070 A025000 Y 070 B015000 Y 070 B025000 N 070 C015000 Y 070 C025000 N 070 D015000 Y 070 D025000 N 070 E015000 Y 070 E025000 N 070 F015000 Y 070 F025000 N 070 G015000 Y 070 G025000 N 070 H015000 Y 070 H025000 N 070 I015000 Y PAGE 274 070 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 6 072 B005000 427380 072 C005000 0 072 D005000 0 072 E005000 0 072 F005000 50755 072 G005000 33837 072 H005000 0 072 I005000 1253 072 J005000 2109 072 K005000 0 072 L005000 615 072 M005000 9 072 N005000 876 072 O005000 0 072 P005000 0 072 Q005000 0 072 R005000 17 072 S005000 45 072 T005000 69349 072 U005000 0 072 V005000 0 072 W005000 474 072 X005000 159339 072 Y005000 28526 072 Z005000 296567 072AA005000 0 072BB005000 826 PAGE 275 072CC015000 0 072CC025000 0 072DD015000 164258 072DD025000 132315 072EE005000 0 073 A015000 0.0053 073 A025000 0.0051 073 B005000 0.0000 073 C005000 0.0000 074 A005000 620 074 B005000 7719515 074 C005000 55000490 074 D005000 0 074 E005000 0 074 F005000 0 074 G005000 0 074 H005000 0 074 I005000 0 074 J005000 122465 074 K005000 106 074 L005000 83206 074 M005000 0 074 N005000 62926402 074 O005000 841879 074 P005000 9687 074 Q005000 0 074 R015000 0 074 R025000 0 074 R035000 0 074 R045000 27763 074 S005000 0 074 T005000 62047073 074 U015000 26449087 074 U025000 35600958 074 V015000 0.00 074 V025000 0.00 074 W005000 1.0000 074 X005000 8648 074 Y005000 51117106 075 A005000 67673200 075 B005000 0 076 005000 0.00 015 A005101 BANK OF NEW YORK 015 B005101 C 015 C015101 NEW YORK 015 C025101 NY 015 C035101 10286 015 E015101 X 024 005100 N 025 D005101 0 025 D005102 0 PAGE 276 025 D005103 0 025 D005104 0 025 D005105 0 025 D005106 0 025 D005107 0 025 D005108 0 028 A015100 6048700 028 A025100 3496 028 A035100 0 028 A045100 6935806 028 B015100 7127753 028 B025100 3391 028 B035100 0 028 B045100 6271379 028 C015100 7556072 028 C025100 3553 028 C035100 0 028 C045100 8127586 028 D015100 6722921 028 D025100 3017 028 D035100 0 028 D045100 6241407 028 E015100 6490989 028 E025100 2643 028 E035100 0 028 E045100 7112433 028 F015100 7261406 028 F025100 2585 028 F035100 0 028 F045100 7807825 028 G015100 41207841 028 G025100 18685 028 G035100 0 028 G045100 42496436 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 N 035 005100 0 036 B005100 0 037 005100 N 038 005100 0 039 005100 N 040 005100 Y 041 005100 Y PAGE 277 042 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 15254 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 054 A005100 Y 054 B005100 Y 054 C005100 Y 054 D005100 N 054 E005100 N 054 F005100 N 054 G005100 Y 054 H005100 N PAGE 278 054 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 27.6 062 C005100 0.0 062 D005100 72.3 062 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 53 063 B005100 0.0 064 A005100 N 064 B005100 N 066 A005100 N 067 005100 N 068 A005100 N 068 B005100 N 069 005100 N 070 A015100 Y 070 A025100 Y 070 B015100 Y 070 B025100 N 070 C015100 Y 070 C025100 N 070 D015100 Y 070 D025100 N PAGE 279 070 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 N 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 6 072 B005100 65924 072 C005100 0 072 D005100 0 072 E005100 0 072 F005100 8210 072 G005100 5473 072 H005100 0 072 I005100 178 072 J005100 310 072 K005100 0 072 L005100 60 072 M005100 9 072 N005100 169 072 O005100 0 072 P005100 0 072 Q005100 0 072 R005100 18 072 S005100 30 PAGE 280 072 T005100 15254 072 U005100 0 072 V005100 0 072 W005100 99 072 X005100 29810 072 Y005100 5418 072 Z005100 41532 072AA005100 43 072BB005100 0 072CC015100 0 072CC025100 0 072DD015100 12560 072DD025100 28969 072EE005100 0 073 A015100 0.0050 073 A025100 0.0048 073 B005100 0.0000 073 C005100 0.0000 074 A005100 0 074 B005100 7345448 074 C005100 2798789 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 19860 074 M005100 0 074 N005100 10164097 074 O005100 0 074 P005100 1597 074 Q005100 0 074 R015100 0 074 R025100 0 074 R035100 0 074 R045100 5099 074 S005100 0 074 T005100 10157401 074 U015100 1844888 074 U025100 8314674 074 V015100 0.00 074 V025100 0.00 074 W005100 1.0000 074 X005100 629 074 Y005100 9944237 075 A005100 10946420 075 B005100 0 076 005100 0.00 PAGE 281 015 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 1385442 028 A025200 2550 028 A035200 0 028 A045200 1629336 028 B015200 1420053 028 B025200 2566 028 B035200 0 028 B045200 1387765 028 C015200 2241632 028 C025200 2264 028 C035200 0 028 C045200 2419168 028 D015200 2205192 028 D025200 1980 028 D035200 0 028 D045200 2020435 028 E015200 2948329 028 E025200 1860 028 E035200 0 028 E045200 2307293 028 F015200 2993378 028 F025200 2230 028 F035200 0 028 F045200 3057470 028 G015200 13194026 028 G025200 13450 028 G035200 0 028 G045200 12821467 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 PAGE 282 033 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 5356 044 005200 0 045 005200 Y 046 005200 N 047 005200 Y 048 005200 0.150 048 A015200 0 048 A025200 0.000 048 B015200 0 048 B025200 0.000 048 C015200 0 048 C025200 0.000 048 D015200 0 048 D025200 0.000 048 E015200 0 048 E025200 0.000 048 F015200 0 048 F025200 0.000 048 G015200 0 048 G025200 0.000 048 H015200 0 048 H025200 0.000 048 I015200 0 048 I025200 0.000 048 J015200 0 048 J025200 0.000 048 K015200 0 048 K025200 0.000 049 005200 N 050 005200 N 051 005200 N 052 005200 N 053 A005200 Y PAGE 283 053 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 100.6 062 D005200 0.0 062 E005200 0.0 062 F005200 0.0 062 G005200 0.0 062 H005200 0.0 062 I005200 0.0 062 J005200 0.0 062 K005200 0.0 062 L005200 0.0 062 M005200 0.0 062 N005200 0.0 062 O005200 0.0 062 P005200 0.0 062 Q005200 0.0 062 R005200 0.0 063 A005200 52 063 B005200 0.0 064 A005200 N 064 B005200 N 066 A005200 N 067 005200 N 068 A005200 N PAGE 284 068 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 N 070 K015200 Y 070 K025200 N 070 L015200 Y 070 L025200 N 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 6 072 B005200 26842 072 C005200 0 072 D005200 0 072 E005200 0 072 F005200 3326 072 G005200 2217 072 H005200 0 072 I005200 81 PAGE 285 072 J005200 153 072 K005200 0 072 L005200 39 072 M005200 9 072 N005200 157 072 O005200 0 072 P005200 0 072 Q005200 0 072 R005200 18 072 S005200 24 072 T005200 5356 072 U005200 0 072 V005200 0 072 W005200 39 072 X005200 11419 072 Y005200 2544 072 Z005200 17967 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C025300 0.000 048 D015300 0 048 D025300 0.000 048 E015300 0 048 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 PAGE 288 048 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 30.2 062 D005300 15.7 062 E005300 1.1 062 F005300 1.6 062 G005300 5.2 062 H005300 0.0 062 I005300 17.3 062 J005300 1.7 062 K005300 0.0 062 L005300 28.9 062 M005300 0.0 062 N005300 0.0 062 O005300 0.0 PAGE 289 062 P005300 0.0 062 Q005300 0.0 062 R005300 0.0 063 A005300 54 063 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 070 P025300 N 070 Q015300 Y 070 Q025300 N 070 R015300 Y 070 R025300 N 071 A005300 0 071 B005300 0 071 C005300 0 PAGE 290 071 D005300 0 072 A005300 6 072 B005300 86087 072 C005300 0 072 D005300 0 072 E005300 0 072 F005300 10470 072 G005300 6980 072 H005300 0 072 I005300 227 072 J005300 416 072 K005300 0 072 L005300 55 072 M005300 9 072 N005300 349 072 O005300 0 072 P005300 0 072 Q005300 0 072 R005300 18 072 S005300 25 072 T005300 6437 072 U005300 0 072 V005300 0 072 W005300 99 072 X005300 25085 072 Y005300 6396 072 Z005300 67398 072AA005300 25 072BB005300 0 072CC015300 0 072CC025300 0 072DD015300 53728 072DD025300 13677 072EE005300 0 073 A015300 0.0052 073 A025300 0.0050 073 B005300 0.0000 073 C005300 0.0000 074 A005300 0 074 B005300 200000 074 C005300 11935204 074 D005300 0 074 E005300 0 074 F005300 0 074 G005300 0 074 H005300 0 074 I005300 0 074 J005300 0 074 K005300 0 074 L005300 11108 074 M005300 0 PAGE 291 074 N005300 12146312 074 O005300 206010 074 P005300 1860 074 Q005300 0 074 R015300 0 074 R025300 0 074 R035300 0 074 R045300 5380 074 S005300 0 074 T005300 11933062 074 U015300 8601426 074 U025300 3331355 074 V015300 0.00 074 V025300 0.00 074 W005300 1.0000 074 X005300 868 074 Y005300 9909827 075 A005300 13960079 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 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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 55 063 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 070 L015400 Y 070 L025400 N 070 M015400 Y 070 M025400 N 070 N015400 Y 070 N025400 N 070 O015400 Y PAGE 295 070 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 6 072 B005400 11747 072 C005400 0 072 D005400 0 072 E005400 0 072 F005400 1662 072 G005400 1108 072 H005400 0 072 I005400 44 072 J005400 65 072 K005400 0 072 L005400 74 072 M005400 9 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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 Y 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 838339 071 B005500 551374 071 C005500 1186121 071 D005500 46 072 A005500 6 072 B005500 16815 072 C005500 8801 072 D005500 0 PAGE 301 072 E005500 201 072 F005500 3928 072 G005500 1390 072 H005500 0 072 I005500 179 072 J005500 39 072 K005500 0 072 L005500 79 072 M005500 10 072 N005500 39 072 O005500 0 072 P005500 22 072 Q005500 0 072 R005500 15 072 S005500 29 072 T005500 1285 072 U005500 0 072 V005500 0 072 W005500 8 072 X005500 7023 072 Y005500 50 072 Z005500 18844 072AA005500 15805 072BB005500 0 072CC015500 103292 072CC025500 0 072DD015500 11587 072DD025500 6945 072EE005500 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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 98.9 062 P005700 0.0 062 Q005700 0.0 062 R005700 0.3 063 A005700 0 063 B005700 16.2 064 A005700 Y 064 B005700 N 066 A005700 N 067 005700 N PAGE 310 068 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 15458 071 B005700 29370 071 C005700 316063 071 D005700 5 072 A005700 6 072 B005700 8159 072 C005700 12 072 D005700 0 072 E005700 0 072 F005700 803 072 G005700 353 072 H005700 0 PAGE 311 072 I005700 51 072 J005700 11 072 K005700 0 072 L005700 12 072 M005700 10 072 N005700 0 072 O005700 0 072 P005700 1 072 Q005700 0 072 R005700 18 072 S005700 26 072 T005700 252 072 U005700 0 072 V005700 0 072 W005700 4 072 X005700 1541 072 Y005700 324 072 Z005700 6954 072AA005700 439 072BB005700 0 072CC015700 0 072CC025700 1469 072DD015700 3689 072DD025700 3265 072EE005700 2082 073 A015700 0.1700 073 A025700 0.1600 073 B005700 0.0500 073 C005700 0.0000 074 A005700 1 074 B005700 0 074 C005700 0 074 D005700 308052 074 E005700 0 074 F005700 0 074 G005700 0 074 H005700 0 074 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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 070 D015800 Y 070 D025800 N 070 E015800 Y PAGE 315 070 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 N 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 6 072 B005800 48 072 C005800 9886 072 D005800 0 072 E005800 233 072 F005800 0 072 G005800 610 072 H005800 0 072 I005800 112 072 J005800 0 072 K005800 0 072 L005800 26 072 M005800 10 072 N005800 43 072 O005800 0 072 P005800 0 072 Q005800 0 072 R005800 9 072 S005800 27 072 T005800 75 PAGE 316 072 U005800 0 072 V005800 0 072 W005800 3270 072 X005800 4182 072 Y005800 66 072 Z005800 6051 072AA005800 13872 072BB005800 0 072CC015800 133827 072CC025800 0 072DD015800 0 072DD025800 0 072EE005800 0 073 A015800 0.0000 073 A025800 0.0000 073 B005800 0.0000 073 C005800 0.0000 074 A005800 0 074 B005800 0 074 C005800 0 074 D005800 0 074 E005800 0 074 F005800 0 074 G005800 0 074 H005800 0 074 I005800 774581 074 J005800 0 074 K005800 0 074 L005800 2 074 M005800 0 074 N005800 774583 074 O005800 0 074 P005800 110 074 Q005800 0 074 R015800 0 074 R025800 0 074 R035800 0 074 R045800 310 074 S005800 0 074 T005800 774163 074 U015800 73958 074 U025800 3303 074 V015800 10.03 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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 070 I015900 Y 070 I025900 N 070 J015900 Y PAGE 320 070 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 6 072 B005900 6 072 C005900 38486 072 D005900 0 072 E005900 589 072 F005900 0 072 G005900 2382 072 H005900 0 072 I005900 792 072 J005900 0 072 K005900 0 072 L005900 178 072 M005900 10 072 N005900 5 072 O005900 0 072 P005900 0 072 Q005900 0 072 R005900 8 072 S005900 35 072 T005900 1872 072 U005900 0 072 V005900 0 072 W005900 12623 072 X005900 17905 072 Y005900 0 072 Z005900 21176 072AA005900 0 072BB005900 1936 072CC015900 878912 072CC025900 0 PAGE 321 072DD015900 0 072DD025900 0 072EE005900 0 073 A015900 0.0000 073 A025900 0.0000 073 B005900 0.0000 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 3022208 074 J005900 0 074 K005900 0 074 L005900 771 074 M005900 0 074 N005900 3022979 074 O005900 0 074 P005900 429 074 Q005900 0 074 R015900 0 074 R025900 0 074 R035900 0 074 R045900 9685 074 S005900 0 074 T005900 3012865 074 U015900 130210 074 U025900 54745 074 V015900 16.33 074 V025900 16.26 074 W005900 0.0000 074 X005900 38857 074 Y005900 0 075 A005900 0 075 B005900 2810866 076 005900 0.00 024 006000 N 028 A016000 0 028 A026000 0 028 A036000 0 028 A046000 12264 028 B016000 0 028 B026000 0 028 B036000 0 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C016101 NEW YORK 015 C026101 NY 015 C036101 10286 015 E016101 X 024 006100 N PAGE 326 025 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 453949 028 A026100 279 028 A036100 0 028 A046100 553857 028 B016100 315332 028 B026100 320 028 B036100 0 028 B046100 312626 028 C016100 541056 028 C026100 272 028 C036100 0 028 C046100 398119 028 D016100 554390 028 D026100 241 028 D036100 0 028 D046100 546698 028 E016100 628845 028 E026100 238 028 E036100 0 028 E046100 637267 028 F016100 591251 028 F026100 261 028 F036100 0 028 F046100 673217 028 G016100 3084823 028 G026100 1611 028 G036100 0 028 G046100 3121784 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 1 036 A006100 N 036 B006100 0 037 006100 N 038 006100 0 PAGE 327 039 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 0 042 G006100 0 042 H006100 0 043 006100 1792 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 PAGE 328 054 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 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 100.0 062 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 63 063 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 PAGE 329 070 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 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 6 072 B006100 16530 072 C006100 0 072 D006100 0 072 E006100 0 072 F006100 2277 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075 B006100 0 076 006100 0.00 015 A006201 BANK OF AMERICA, N.A. 015 B006201 C 015 C016201 CHARLOTTE 015 C026201 NC 015 C036201 28255 015 E036201 X 024 006200 N 028 A016200 0 028 A026200 0 028 A036200 0 028 A046200 0 028 B016200 0 028 B026200 0 028 B036200 0 028 B046200 0 028 C016200 0 028 C026200 0 028 C036200 0 028 C046200 0 028 D016200 0 028 D026200 0 028 D036200 0 028 D046200 0 028 E016200 0 028 E026200 0 028 E036200 0 028 E046200 0 028 F016200 11089 028 F026200 0 028 F036200 0 028 F046200 46 028 G016200 11089 028 G026200 0 028 G036200 0 028 G046200 46 028 H006200 1054 029 006200 Y 030 A006200 24 030 B006200 3.25 030 C006200 0.00 031 A006200 9 031 B006200 0 032 006200 0 033 006200 15 034 006200 N 035 006200 0 036 B006200 0 037 006200 N PAGE 332 038 006200 0 039 006200 N 040 006200 Y 041 006200 Y 042 A006200 0 042 B006200 0 042 C006200 0 042 D006200 100 042 E006200 0 042 F006200 0 042 G006200 0 042 H006200 0 043 006200 2 044 006200 0 045 006200 Y 046 006200 N 047 006200 Y 048 006200 0.500 048 A016200 0 048 A026200 0.000 048 B016200 0 048 B026200 0.000 048 C016200 0 048 C026200 0.000 048 D016200 0 048 D026200 0.000 048 E016200 0 048 E026200 0.000 048 F016200 0 048 F026200 0.000 048 G016200 0 048 G026200 0.000 048 H016200 0 048 H026200 0.000 048 I016200 0 048 I026200 0.000 048 J016200 0 048 J026200 0.000 048 K016200 0 048 K026200 0.000 049 006200 N 050 006200 N 051 006200 N 052 006200 N 053 A006200 Y 053 B006200 Y 053 C006200 N 054 A006200 Y 054 B006200 Y 054 C006200 Y 054 D006200 Y PAGE 333 054 E006200 Y 054 F006200 Y 054 G006200 Y 054 H006200 Y 054 I006200 Y 054 J006200 Y 054 K006200 Y 054 L006200 Y 054 M006200 Y 054 N006200 Y 054 O006200 Y 055 A006200 N 055 B006200 N 056 006200 Y 057 006200 N 058 A006200 N 059 006200 Y 060 A006200 Y 060 B006200 Y 061 006200 1000 062 A006200 N 062 B006200 0.0 062 C006200 0.0 062 D006200 0.0 062 E006200 0.0 062 F006200 0.0 062 G006200 0.0 062 H006200 0.0 062 I006200 0.0 062 J006200 0.0 062 K006200 0.0 062 L006200 0.0 062 M006200 0.0 062 N006200 0.0 062 O006200 0.0 062 P006200 0.0 062 Q006200 0.0 062 R006200 0.0 066 A006200 N 067 006200 N 068 A006200 N 068 B006200 N 069 006200 N 070 A016200 Y 070 A026200 N 070 B016200 Y 070 B026200 N 070 C016200 Y 070 C026200 N 070 D016200 Y 070 D026200 N PAGE 334 070 E016200 Y 070 E026200 N 070 F016200 Y 070 F026200 N 070 G016200 Y 070 G026200 N 070 H016200 Y 070 H026200 N 070 I016200 Y 070 I026200 N 070 J016200 Y 070 J026200 N 070 K016200 Y 070 K026200 Y 070 L016200 Y 070 L026200 N 070 M016200 Y 070 M026200 N 070 N016200 Y 070 N026200 N 070 O016200 Y 070 O026200 N 070 P016200 Y 070 P026200 N 070 Q016200 Y 070 Q026200 N 070 R016200 Y 070 R026200 N 071 A006200 8739 071 B006200 0 071 C006200 1253 071 D006200 0 072 A006200 1 072 B006200 0 072 C006200 22 072 D006200 0 072 E006200 0 072 F006200 0 072 G006200 1 072 H006200 0 072 I006200 0 072 J006200 0 072 K006200 0 072 L006200 2 072 M006200 2 072 N006200 6 072 O006200 0 072 P006200 0 072 Q006200 0 072 R006200 2 072 S006200 0 PAGE 335 072 T006200 2 072 U006200 0 072 V006200 0 072 W006200 1 072 X006200 16 072 Y006200 12 072 Z006200 18 072AA006200 0 072BB006200 0 072CC016200 32 072CC026200 0 072DD016200 0 072DD026200 0 072EE006200 0 073 A016200 0.0000 073 A026200 0.0000 073 B006200 0.0000 073 C006200 0.0000 074 A006200 0 074 B006200 0 074 C006200 0 074 D006200 0 074 E006200 0 074 F006200 0 074 G006200 0 074 H006200 0 074 I006200 8949 074 J006200 0 074 K006200 11 074 L006200 2148 074 M006200 0 074 N006200 11108 074 O006200 0 074 P006200 1 074 Q006200 0 074 R016200 0 074 R026200 0 074 R036200 0 074 R046200 14 074 S006200 0 074 T006200 11093 074 U016200 175 074 U026200 924 074 V016200 10.10 074 V026200 10.10 074 W006200 0.0000 074 X006200 154 074 Y006200 8949 075 A006200 0 075 B006200 6096 076 006200 0.00 PAGE 336 SIGNATURE EDWARD D. BEDARD TITLE CHIEF EXECUTIVE OFCR EX-99.77E LEGAL 3 g86103ex77e.txt LEGAL PROCEEDINGS LEGAL PROCEEDINGS On September 3, 2003, the Office of the Attorney General for the State of New York ("NYAG") simultaneously filed and settled a complaint against Canary Capital Partners, LLC, et al. (collectively, "Canary"). The complaint alleged, among other things, that Canary engaged in improper trading with certain mutual funds in the Nations Funds family (the "Nations Funds"). Specifically, the NYAG alleged that Canary engaged in activities that it characterized as "market timing" and also "late trading." Nations Funds and the Board of Trustees (the "Board") are cooperating fully with the NYAG, the U.S. Securities and Exchange Commission (the "SEC") and other regulators in connection with these inquiries. On September 8, 2003, the Board's independent trustees announced that they would retain an independent firm to evaluate the extent of any adverse monetary impact to any Nations Fund in which the Nations Funds' adviser permitted a discretionary market-timing agreement. They also announced that they would evaluate whether any additional steps are appropriate to assure Nations Funds shareholders that the Nations Funds are being managed in their best interests. In addition, the independent trustees announced that the Board, with the assistance of the independent firm, will conduct a review of the issues relating to late trading in Nations Funds, consider the results of the review of these issues being conducted by Bank of America Corporation, and take action as appropriate. On the same date, Bank of America Corporation announced that, to the extent that the independent trustees, after consultation with the independent firm, determine that Nations Funds shareholders were adversely affected by such discretionary market-timing agreement, the adviser will make appropriate restitution. Appropriate restitution will also be made to the extent that it is determined that Nations Funds shareholders were adversely impacted by any late trading activities. Bank of America Corporation also announced that the adviser will promptly return to Nations Funds that were the subject of a market-timing agreement all management and investment advisory fees it received as a result of such agreement. Bank of America Corporation has also agreed to make appropriate reimbursement of costs incurred by Nations Funds in connection with this matter, including the cost of preparing and mailing this supplement to shareholders. On September 16, 2003, the NYAG announced a criminal action, and the SEC announced a civil action, against an employee of Banc of America Securities, Inc., a selling agent affiliated with the Nations Funds' distributor and adviser. The complaints allege that this employee played a key role in enabling Canary to engage in "late trading" of shares of Nations Funds and other mutual funds in violation of state and federal law. As of the date of this filing, the following lawsuits have been filed in connection with these circumstances: o On September 3, 2003, Shirley M. McLain and Keith Nichols, plaintiffs identifying themselves as Nations Funds shareholders, filed a purported class action lawsuit against Bank of America, Nations Funds and Banc of America Capital Management, LLC in the District Court in Denver, Colorado. The suit alleges, among other things, that the defendants violated their fiduciary duty to plaintiffs. The action seeks, among other things, damages and the payment of the plaintiff's attorneys' and experts' fees. o On September 5, 2003, Leann Lin, a plaintiff identifying herself as a Nations Funds shareholder, filed a purported class action lawsuit against Bank of America Corporation, Bank of America, N.A., Banc of America Capital Management LLC, Nations Fund Trust and Robert H. Gordon in the U.S. District Court for the Central District of California. The suit alleges, among other things, that the defendants made false and misleading statements in Nations Funds prospectuses in violation of Sections 11, 12(2) and 15 of the Securities Act of 1933 and Sections 10(b) and 20(a) of the Securities Exchange Act of 1934. The action seeks, 1 among other things, compensatory damages and the payment of the plaintiff's attorneys' and experts' fees. o On September 8, 2003, Samuel T. Cohen, a plaintiff identifying himself as a Nations Funds shareholder, filed a purported class action lawsuit against Nations Funds, Bank of America Corporation, Banc of America Capital Management LLC, Banc of America Advisors, LLC, Nations Fund, Inc., Robert H. Gordon, Theodore H. Sihpol, III, Charles D. Bryceland, Edward J. Stern, Canary Capital Partners, LLC, Canary Investment Management, LLC, Canary Capital Partners, Ltd. and John Does 1-100 in the U.S. District Court for the Southern District of New York. The suit alleges, among other things, that the defendants made false and misleading statements in Nations Funds prospectuses in violation of Sections 11 and 15 of the Securities Act of 1933, Sections 10(b) and 20(a) of the Securities Exchange Act of 1934 and Section 206 of the Investment Advisers Act of 1940. The action seeks, among other things, compensatory damages and the payment of the plaintiff's attorneys' and experts' fees. o On September 9, 2003, John Golisano, a plaintiff identifying himself as a Nations Funds shareholder, filed a purported class action lawsuit against Bank of America Corporation, Nations Institutional Reserves Convertible Securities Fund, Nations International Equity Primary Fund, Nations Emerging Markets Fund, Nations Fund Inc. Small Company Fund, Bank of America, N.A., Banc of America Capital Management, LLC, BACAP Distributors, LLC, Stephens Inc., Edward J. Stern, Canary Investment Management, LLC, Canary Capital Partners, Ltd., and Does 1-100 in the U.S. District Court for the District of New Jersey. The suit alleges, among other things, that the defendants violated their fiduciary duty to the plaintiffs in violation of Sections 36(a) and (b) of the Investment Company Act of 1940. The action seeks, among other things, proven damages. o On September 12, 2003, James McLain, a plaintiff identifying himself as a Nations Funds shareholder, filed a purported class action lawsuit against Bank of America Corporation, Banc of America Advisors, LLC, Banc of America Capital Management, LLC, Nations Funds Trust, Banc of America Securities, LLC and Doe Defendants 1-100 in the North Carolina General Court of Justice, Superior Court Division, Mecklenburg County. The suit alleges, among other things, that the defendants violated their fiduciary duty to the plaintiffs and breached contracts with the plaintiffs. The action seeks, among other things, restitution, punitive damages and attorneys' fees. o On September 22, 2003, Robert K. Finnell, a plaintiff identifying himself as a Nations Funds shareholder, filed a purported class action lawsuit against Bank of America Corp., Banc of America Capital Management, LLC, Canary Capital Partners, LLC, Canary Investment Management, LLC, Canary Capital Partners, LTD, Kenneth D. Lewis, A. Max Walker, Robert H. Gordon and Edward D. Bedard in the United States District Court of the District of New Jersey. The suit alleges, among other things, that the defendants violated Section 36 of the Investment Company Act of 1940, Sections 10(b) and 20(a) of the Securities Exchange Act of 1934 and Rule 10b-5 thereunder and common law breach of duty. The action seeks, among other things, the removal of the current trustees of Nations Funds Trust, damages and reasonable attorneys' fees and costs. o On September 22, 2003, Roderick L. Rohher, a plaintiff identifying himself as a Nations Funds shareholder, filed a purported class action lawsuit against Nations Capital Growth Fund, Nations Marsico 21st Century Fund, Nations Marsico Focused Equities Fund, Nations Marsico Growth Fund, Nations MidCap Growth Fund, Nations Strategic Growth Fund, Nations Asset Allocation Fund, Nations MidCap Value Fund, Nations SmallCap Value Fund, Nations Value Fund, Nations Global Value Fund, Nations International Equity Fund, Nations International Value Fund, Nations Marsico International Opportunities Fund, Nations Bond 2 Fund, Nations Government Securities Fund, Nations High Yield Bond Fund, Nations Intermediate Bond Fund, Nations Short-Intermediate Government Fund, Nations Short-Term Income Fund, Nations Strategic Income Fund, Nations CA Intermediate Municipal Bond Fund, Nations CA Municipal Bond Fund, Nations FL Intermediate Municipal Bond Fund, Nations FL Municipal Bond Fund, Nations GA Intermediate Municipal Bond Fund, Nations Intermediate Municipal Bond Fund, Nations Kansas Municipal Income Fund, Nations MD Intermediate Municipal Bond Fund, Nations Municipal Income Fund, Nations NC Intermediate Municipal Bond Fund, Nations SC Intermediate Municipal Bond Fund, Nations Short-Term Municipal Income Fund, Nations TN Intermediate Municipal Bond Fund, Nations TX Intermediate Municipal Bond Fund, Nations VA Intermediate Municipal Bond Fund, Nations LargeCap Enhanced Core Fund, Nations LargeCap Index Fund, Nations MidCap Index Fund, Nations SmallCap Index Fund, Nations LifeGoal Balanced Growth Portfolio, Nations LifeGoal Growth Portfolio, Nations LifeGoal Income and Growth Portfolio, Nations Convertible Securities Fund, Nations CA Tax-Exempt Reserves, Nations Cash Reserves, Nations Government Reserves, Nations Money Market Reserves, Nations Municipal Reserves, Nations Tax-Exempt Reserves, Nations Treasury Reserves, Bank of America Corporation, Banc of America Capital Management, LLC, Banc of America Advisors, LLC, Robert H. Gordon, Theodore H. Sihpol, III, Charles D. Bryceland, Edward J. Stern, Canary Capital Partners, LLC, Canary Investment Management, LLC, Canary Capital Partners, LTD and John Does 1-100, in the United States District Court for the Central District of California. The suit alleges, among other things, that the defendants violated Sections 11 and 15 of the Securities Act of 1933, Sections 10(b), 20(a) and Rule 10b-5 of the Securities Exchange Act of 1934 and Section 206 of the Investment Advisers Act of 1940. The action seeks, among other things, damages and the payment of the plaintiff's attorneys' and experts' fees. o On September 23, 2003, Emanuel Wasserman, a plaintiff identifying himself as a Nations Funds shareholder, filed a purported class action lawsuit against Kenneth D. Lewis, John R. Belk, Charles W. Coker, Frank Dowd IV, Kathleen F. Feldstein, Paul Fulton, Donald E. Guinn, James H. Hance, Jr., Walter E. Massey, C. Steven McMillan, Particia E. Mitchell, Edward L. Romero, O. Temple Sloan, Jr., Meredith R. Spangler, Ronald Townsend, Jacqueline M. Ward, Virgil R. Williams, Canary Capital Partners, LLC, Canary Investment Management, LLC, Canary Capital Partners, Ltd, Edward J. Stern, Charles D. Bryceland, Theodore C. Sihpol, III, Does 1-50 and Bank of America Corporation, in the Superior Court of California, County of Los Angeles. The suit alleges, among other things, that the defendants breached fiduciary duty, wasted corporate assets, aided and abetted breach of fiduciary duty and violated California Corporations Code Section 25402 and 255025. The action seeks, among other things, declaratory relief, damages and reasonable attorneys' fees and costs. o On September 26, 2003, Margo A. Bode, a plaintiff identifying herself as a Nations Funds shareholder, filed a purported class action lawsuit against Bank of America Corporation, Banc of America Capital Management, LLC, Banc of America Advisors, LLC, Nations Fund, Inc., Nations Capital Growth Fund, Nations Marsico 21st Century Fund, Nations Marsico Equities Fund, Nations Marsico Focused Equities Fund, Nations Marsico Growth Fund, Nations MidCap Growth Fund, Nations Small Company Fund, Nations Strategic Growth Fund, Nations Asset Allocation Fund, Nations MidCap Value Fund, Nations Value Fund, Nations Global Value Fund, Nations International Equity Fund, Nations International Value Fund, Nations Marsico International Opportunities Fund, Nations Bond Fund, Nations Government Securities Fund, Nations High Yield Bond Fund, Nations Intermediate Bond Fund, Nations Short Intermediate Government Fund, Nations Short-Term Income Fund, Nations Strategic Income Fund, Nations CA Intermediate Municipal Bond Fund, Nations CA Municipal Bond Fund, Nations FL Intermediate Municipal Bond Fund, Nations FL Municipal Bond Fund, Nations GA Intermediate Municipal Bond Fund, Nations Intermediate Municipal Bond Fund, 3 Nations Kansas Municipal Income Fund, Nations MD Intermediate Municipal Bond Fund, Nations Municipal Income Fund, Nations NC Intermediate Municipal Bond Fund, Nations SC Intermediate Municipal Bond Fund, Nations Short Term Municipal Income Fund, Nations TN Intermediate Municipal Bond Fund, Nations TX Intermediate Municipal Bond Fund, Nations VA Intermediate Municipal Bond Fund, Nations Large Cap Enhanced Core Fund, Nations Large Cap Index Fund, Nations Mid Cap Index Fund, Nations Small Cap Index Fund, Nations LifeGoal Balanced Growth Portfolio, Nations LifeGoal Growth Portfolio, Nations LifeGoal Income and Growth Portfolio, Nations Convertible Securities Fund, Nations CA Tax Exempt Reserves, Nations Cash Reserves, Nations Government Reserves, Nations Money Market Reserves, Nations Municipal Reserves, Nations Tax-Exempt Reserves, Nations Treasury Reserves, Robert H. Gordon, Theodore H. Sihpol, III, Charles D. Bryceland, Edward J. Stern, Canary Capital Partners, LLC, Canary Investment Management, LLC, Canary Capital Partners, LTD and John Does 1-100, in the United States District Court for the District of New Jersey. The suit alleges, among other things, that the defendants violated Sections 11 and 15 of the Securities Act of 1933, Sections 10(b), 20(a) and Rule 10b-5 of the Securities Exchange Act of 1934, Sections 36(a) and 36(b) of the Investment Company Act of 1940 and breach of fiduciary duty. The action seeks, among other things, damages and the payment of the plaintiff's attorneys' and experts' fees. o On September 26, 2003, Kathleen A. Sussman and Howard Segal, plaintiffs identifying themselves as Nations Funds shareholders, filed a purported class action lawsuit against Nations Capital Growth Fund, Nations Marsico 21st Century Fund, Nations Marsico Focused Equities Fund, Nations Marsico Growth Fund, Nations MidCap Growth Fund, Nations Strategic Growth Fund, Nations Asset Allocation Fund, Nations MidCap Value Fund, Nations SmallCap Value Fund, Nations Value Fund, Nations Global Value Fund, Nations International Equity Fund, Nations International Value Fund, Nations Marsico International Opportunities Fund, Nations Bond Fund, Nations Government Securities Fund, Nations High Yield Bond Fund, Nations Intermediate Bond Fund, Nations Short-Intermediate Government Fund, Nations Short-Term Income Fund, Nations Strategic Income Fund, Nations CA Intermediate Municipal Bond Fund, Nations CA Municipal Bond Fund, Nations FL Intermediate Municipal Bond Fund, Nations FL Municipal Bond Fund, Nations GA Intermediate Municipal Bond Fund, Nations Intermediate Municipal Bond Fund, Nations Kansas Municipal Income Fund, Nations MD Intermediate Municipal Bond Fund, Nations Municipal Income Fund, Nations NC Intermediate Municipal Bond Fund, Nations SC Intermediate Municipal Bond Fund, Nations Short-Term Municipal Income Fund, Nations TN Intermediate Municipal Bond Fund, Nations TX Intermediate Municipal Bond Fund, Nations VA Intermediate Municipal Bond Fund, Nations LargeCap Enhanced Core Fund, Nations LargeCap Index Fund, Nations MidCap Index Fund, Nations SmallCap Index Fund, Nations LifeGoal Balanced Growth Portfolio, Nations LifeGoal Growth Portfolio, Nations LifeGoal Income and Growth Portfolio, Nations Convertible Securities Fund, Nations CA Tax-Exempt Reserves, Nations Cash Reserves, Nations Government Reserves, Nations Money Market Reserves, Nations Municipal Reserves, Nations Tax-Exempt Reserves, Nations Treasury Reserves, Bank of America Corporation, Banc of America Capital Management, LLC, Banc of America Advisors, LLC, Robert H. Gordon, Theodore H. Sihpol, III, Charles D. Bryceland, Edward J. Stern, Canary Capital Partners, LLC, Canary Investment Management, LLC and Canary Capital Partners, Inc., in the United States District Court for the Central District of California. The suit alleges, among other things, that the defendants violated Sections 11 and 15 of the Securities Act of 1933, Sections 10(b), 20(a) and Rule 10b-5 of the Securities Exchange Act of 1934 and Section 206 of the Investment Advisers Act of 1940. The action seeks, among other things, damages and the payment of the plaintiff's attorneys' and experts' fees. o On September 30, 2003, A. Duane Wahl, a plaintiff identifying himself as a Nations Funds shareholder, filed a purported class action lawsuit against Nations Capital Growth Fund, 4 Nations Marsico 21st Century Fund, Nations Marsico Equities Fund, Nations Marsico Focused Equities Fund, Nations Marsico Growth Fund, Nations MidCap Growth Fund, Nations Small Company Fund, Nations Strategic Growth Fund, Nations Asset Allocation Fund, Nations MidCap Value Fund, Nations SmallCap Value Fund, Nations Value Fund, Nations Global Value Fund, Nations International Equity Fund, Nations International Value Fund, Nations Marsico International Opportunities Fund, Nations Bond Fund, Nations Government Securities Fund, Nations High Yield Bond Fund, Nations Intermediate Bond Fund, Nations Short-Intermediate Government Fund, Nations Short-Term Income Fund, Nations Strategic Income Fund, Nations CA Intermediate Municipal Bond Fund, Nations CA Municipal Bond Fund, Nations FL Intermediate Municipal Bond Fund, Nations FL Municipal Bond Fund, Nations GA Intermediate Municipal Bond Fund, Nations Intermediate Municipal Bond Fund, Nations Kansas Municipal Income Fund, Nations MD Intermediate Municipal Bond Fund, Nations Municipal Income Fund, Nations NC Intermediate Municipal Bond Fund, Nations SC Intermediate Municipal Bond Fund, Nations Short-Term Municipal Income Fund, Nations TN Intermediate Municipal Bond Fund, Nations TX Intermediate Municipal Bond Fund, Nations VA Intermediate Municipal Bond Fund, Nations LargeCap Enhanced Core Fund, Nations LargeCap Index Fund, Nations MidCap Index Fund, Nations SmallCap Index Fund, Nations LifeGoal Balanced Growth Portfolio, Nations LifeGoal Growth Portfolio, Nations LifeGoal Income and Growth Portfolio, Nations Convertible Securities Fund, Nations CA Tax-Exempt Reserves, Nations Cash Reserves, Nations Government Reserves, Nations Money Market Reserves, Nations Municipal Reserves, Nations Tax-Exempt Reserves, Nations Treasury Reserves, Bank of America Corporation, Banc of America Capital Management, LLC, Banc of America Advisors, LLC, Robert H. Gordon, Theodore H. Sihpol, III, Charles D. Bryceland, Edward J. Stern, Canary Capital Partners, LLC, Canary Investment Management, LLC, Canary Capital Partners, LTD and John Does 1-100, in the United States District Court for the Southern District of New York. The suit alleges, among other things, that the defendants violated Sections 11 and 15 of the Securities Act of 1933, Sections 10(b), 20(a) and Rule 10b-5 of the Securities Exchange Act of 1934 and Section 206 of the Investment Advisers Act of 1940. The action seeks, among other things, damages and the payment of the plaintiff's attorneys' and experts' fees. o On October 9, 2003, Jean Marie Maggi, individually and as a representative of Angelina Maggi, plaintiffs identifying themselves as Nations Funds shareholders, filed a purported class action lawsuit against Bank of America Corporation, Nations Funds Trust, Banc of America Capital Management, LLC, BACAP Distributors, LLC, Banc of America Securities, LLC, Richard M. DeMartini, Robert H. Gordon, Charles D. Bryceland and Theodore C. Sihpol III, in the United States District Court for the Central District of California. The suit alleges, among other things, that the defendants violated various provisions of the Investment Company Act of 1940, the Investment Advisers Act of 1940, Section 11 of the Securities Act of 1933 and breached fiduciary duty. The action seeks, among other things, damages and reasonable attorneys' fees and costs. o On October 17, 2003, Katrina S. Weaver, a plaintiff identifying herself as a Nations Funds shareholder, filed a purported class action lawsuit against Nations Capital Growth Fund, Nations Marsico 21st Century Fund, Nations Marsico Focused Equities Fund, Nations Marsico Growth Fund, Nations MidCap Growth Fund, Nations Small Company Fund, Nations Strategic Growth Fund, Nations Asset Allocation Fund, Nations MidCap Value Fund, Nations SmallCap Value Fund, Nations Value Fund, Nations Global Value Fund, Nations International Equity Fund, Nations International Value Fund, Nations Marsico International Opportunities Fund, Nations Bond Fund, Nations Government Securities Fund, Nations High Yield Bond Fund, Nations Intermediate Bond Fund, Nations Short-Intermediate Government Fund, Nations Short-Term Income Fund, Nations Strategic Income Fund, Nations CA Intermediate Municipal Bond Fund, Nations CA Municipal Bond Fund, Nations FL Intermediate Municipal 5 Bond Fund, Nations FL Municipal Bond Fund, Nations GA Intermediate Municipal Bond Fund, Nations Intermediate Municipal Bond Fund, Nations Kansas Municipal Income Fund, Nations MD Intermediate Municipal Bond Fund, Nations Municipal Income Fund, Nations NC Intermediate Municipal Bond Fund, Nations SC Intermediate Municipal Bond Fund, Nations Short-Term Municipal Income Fund, Nations TN Intermediate Municipal Bond Fund, Nations TX Intermediate Municipal Bond Fund, Nations VA Intermediate Municipal Bond Fund, Nations LargeCap Enhanced Core Fund, Nations LargeCap Index Fund, Nations MidCap Index Fund, Nations SmallCap Index Fund, Nations LifeGoal Balanced Growth Portfolio, Nations LifeGoal Growth Portfolio, Nations LifeGoal Income and Growth Portfolio, Nations Convertible Securities Fund, Nations CA Tax-Exempt Reserves, Nations Cash Reserves, Nations Government Reserves, Nations Money Market Reserves, Nations Municipal Reserves, Nations Tax-Exempt Reserves, Nations Treasury Reserves, Bank of America Corporation, Banc of America Capital Management, LLC, Banc of America Advisors, LLC, Nations Fund, Inc., Robert H. Gordon, Theodore H. Sihpol, III, Charles D. Bryceland, Edward J. Stern, Canary Capital Partners, LLC, Canary Investment Management, LLC, Canary Capital Partners, LTD and John Does 1-100, in the United States District Court for the Southern District of New York. The suit alleges, among other things, that the defendants violated Sections 11 and 15 of the Securities Act of 1933, Sections 10(b), 20(a) and Rule 10b-5 of the Securities Exchange Act of 1934 and Section 206 of the Investment Advisers Act of 1940. The action seeks, among other things, damages and the payment of the plaintiff's attorneys' and experts' fees. o On October 22, 2003, Mike Sayegh, a citizen on behalf of the general public, filed a purported class action lawsuit against Janus Capital Corporation, Janus Capital Management LLC, Janus Investment Fund, Edward J. Stern, Canary Capital Partners LLC, Canary Investment Management LLC, Canary Capital Partners LTD, Kaplan & Co. Securities Inc., Bank One Corporation, Banc One Investment Advisors, The One Group Mutual Funds, Bank of America Corporation, Banc of America Capital Management LLC, Banc of America Advisors LLC, Nations fund Inc., Robert H. Gordon, Theodore H. Sihpol III, Charles D. Bryceland, Security Trust Company, Strong Capital Management Inc., JB Oxford & Company, Alliance Capital Management Holding L.P., Alliance Capital Management L.P., Alliance Capital Management Corporation, AXA Financial Inc., AllianceBernstein Registrants, Gerald Malone, Charles Schaffran, Marsh & McLennan Companies, Inc., Putnam Investments Trust, Putnam Investment Management LLC, Putnam Investment Funds, and Does 1-500. The suit alleges, among other things, that the defendants violated Sections 17200 and 17203 of the California Business and Professions Code. The action seeks, among other things, restitution, declaratory relief relating to defendants' actions and practices and damages and reasonable attorneys' fees and costs. o On November 5, 2003, Mary Ann Arnold, a plaintiff identifying herself as a Nations Funds shareholder, filed a purported class action lawsuit against Bank of America, N.A., Bank of America Corporation, Nations Funds, William P. Carmichael, BACAP Distributors, LLC and Banc of America Capital Management, LLC, in the United States District Court for the Central District of California. The suit alleges, among other things, that the defendants breached fiduciary duty and contract, were unjustly enriched and violated Section 36 of the Investment Company Act of 1940, Section 16002 of the California Probate Code and Section 17200 of the California Business and Professions Code. The action seeks, among other things, judgment compelling remedial measures, and damages and reasonable attorneys' fees and costs. Additional lawsuits presenting allegations and requests for relief that are not materially different from those described here may be filed against these and related parties in the near future arising out of these circumstances. 6 EX-99.77M MERGERS 4 g86103ex77m.txt FUND REORGANIZATION FUND REORGANIZATION On July 18, 2003, Value Fund ("Acquiring Fund"), acquired the assets and assumed the liabilities of Classic Value Fund and LargeCap Value Fund (each an "Acquired Fund"), in a tax-free reorganization in exchange for shares of the Acquiring Fund, pursuant to a plan of reorganization approved by the Acquired Fund's shareholders. The number and value of shares issued by the Acquiring Fund are presented in the Schedules of capital stock activity. Net assets and unrealized appreciation/(depreciation) as of the reorganization date were as follows:
ACQUIRED FUND TOTAL NET ASSETS UNREALIZED TOTAL NET ASSETS OF TOTAL NET ASSETS OF OF ACQUIRING FUND APPRECIATION/ ACQUIRING ACQUIRED ACQUIRED FUND ACQUIRING FUND AFTER ACQUISITION (DEPRECIATION) FUND FUND (000) (000) (000) (000) ---- ---- ----- ----- ----- ----- Value Classic Value $367,675 $675,324 $1,042,999 $(50,233) Value LargeCap Value 109,570 675,324 784,894 7,896
EX-99.77O RULE 10F-3 5 g86103_2ex77o.txt RULE 10F-3 TRANSACTION REPORT - 4/1/03 - 6/30/03 SCHEDULE A RULE 10F-3 TRANSACTIONS REPORT APRIL 1, 2003 THROUGH JUNE 30, 2003 AFFILIATED UNDERWRITER: BANC OF AMERICA SECURITIES, LLC
Type of Security* Date Principal/ Price Issuer (1), (2), Offering Purchase Shares Price/ Paid % of % of Fund (3), (4) Commenced Date Selling Broker** Purchased Par By Fund Issue Assets - ------------------------------------------------------------------------------------------------------------------------------------ NATIONS FUNDS TRUST NATIONS ASSET ALLOCATION FUND BHP Billiton Finance 1 04/14/03 04/14/03 Citigroup 48,000 $99.890 $47,947 0.01% 0.02% Cox Enterprises Corporation 3 04/14/03 04/14/03 J.P. Morgan 38,000 $99.935 $37,975 0.01% 0.02% Wal-Mart 4.55% 5/1/13 1 04/22/03 04/22/03 Lehman Brothers 50,000 $99.753 $49,877 0.00% 0.02% Hartford Financial Services 1 05/19/03 05/19/03 Wachovia 46,000 $99.884 $45,947 0.02% 0.02% Daimler Chrysler 3.375% 6/4/08 1 05/28/03 05/28/03 Deutche Bank 243,000 $99.657 $242,167 0.01% 0.11% Rio Tinto Financial USA Ltd 1 06/12/03 06/12/03 J.P. Morgan 48,000 $99.978 $47,989 0.01% 0.02% Electronic Data Systems 1 06/25/03 06/25/03 Citigroup 24,000 $98.434 $23,624 0.01% 0.01% NATIONS BOND FUND BHP Billiton Finance 1 04/14/03 04/14/03 Citigroup 1,593,000 $99.890 $1,591,248 0.19% 0.06% Cox Enterprises Corporation 3 04/14/03 04/14/03 J.P. Morgan 1,261,000 $99.935 $1,260,180 0.25% 0.05% Wal-Mart 4.55% 5/1/13 1 04/22/03 04/22/03 Lehman Brothers 2,600,000 $99.753 $2,593,578 0.17% 0.10% Hartford Financial Services 1 05/19/03 05/19/03 Wachovia 1,605,000 $99.884 $1,603,138 0.64% 0.06% Daimler Chrysler 3.375% 6/4/08 1 05/28/03 05/28/03 Deutche Bank 7,908,000 $99.657 $7,880,876 0.32% 0.31% Rio Tinto Financial USA Ltd 1 06/12/03 06/12/03 J.P. Morgan 1,451,000 $99.978 $1,450,681 0.24% 0.06% Electronic Data Systems 1 06/25/03 06/25/03 Citigroup 758,000 $98.434 $746,130 0.19% 0.03% NATIONS CONVERTIBLE SECURITIES FUND Walt Disney Company Cv Salomon Senior Note 1 04/09/03 04/09/03 Smith Barney 11,800,000 $100.000 $11,800,000 1.03% 1.21% UnumProvident Corporation 8.25% CVBD 5/15/06 1 05/01/03 05/01/03 Goldman Sachs 83,960 $25.000 $20,990 0.42% 0.00% KV Pharmacutical 2.5% CVBD 5/15/33 144A 3 05/13/03 05/13/03 Deutche Bank 1,980,000 $100.000 $1,980,000 1.13% 0.18% Centerpoint Energy 3.75% Salomon 5/15/23 CVBD 3 05/14/03 05/14/03 Smith Barney 4,960,000 $100.000 $4,960,000 0.86% 0.44% Hartford Financial 7% 8/16/06 Pfd. 1 05/19/03 05/19/03 Goldman Sachs 59,700 $50.000 $29,850 0.50% 0.00% Wilson GreatBatch Tech Morgan 2.25% 6/15/13 CVBD 3 05/21/03 05/21/03 Stanley 2,475,000 $100.000 $2,475,000 1.83% 0.22% Lincare Holdings 3% 6/15/23 CVBD 3 06/06/03 06/06/03 J.P. Morgan 4,965,000 $100.000 $4,965,000 1.99% 0.41% Reliant Resources 5% CVBD due 8/15/10 3 06/19/03 06/19/03 Goldman Sachs 4,955,000 $100.000 $4,955,000 2.20% 0.40% General Motors 6.25% Morgan Series C 7/15/33 1 06/26/03 06/26/03 Stanley 16,762,500 $100.000 $16,762,500 0.01% 1.36% Sealed Air 3% CVBD 6/30/33 Morgan 144A 3 06/26/03 06/26/03 Stanley 9,940,000 $100.000 $9,940,000 2.65% 0.81% NATIONS INTERMEDIATE MUNICIPAL BOND FUND North Carolina Medical Center 4 06/27/03 06/27/03 Citigroup 3,505,000 $111.621 $3,912,316 1.98% 0.20% NATIONS LARGECAP INDEX FUND Lehman AES Corporation 1 06/20/03 06/03/03 Brothers 9,425 $6.925 $65,268 0.02% 0.01% NATIONS LARGECAP VALUE FUND Hartford Financial Services Group 1 05/19/03 05/19/03 Goldman Sachs 9,400 $45.500 $427,700 0.04% 0.46% NATIONS LARGECAP ENHANCED CORE FUND AES Corporation 1 06/03/03 06/03/03 ITG 11,038 $8.010 $88,411 0.00% 0.04% AES Corporation 1 06/03/03 06/03/03 ITG 162 $7.995 $1,295 0.03% 0.00% NATIONS MIDCAP VALUE FUND UnumProvident Corporation 1 05/01/03 05/01/03 Goldman Sachs 200,000 $10.875 $2,175,000 0.46% 0.67% UnumProvident Corporation Cv. Pfd. 1 05/01/03 05/01/03 Goldman Sachs 26,640 $25.000 $666,000 0.13% 0.20% Hartford Financial Services Group 1 05/19/03 05/19/03 Goldman Sachs 34,800 $45.500 $1,583,400 0.14% 0.46% Hartford Financial Services Group Cv Pfd 1 05/19/03 05/19/03 Goldman Sachs 14,100 $50.000 $705,000 0.12% 0.21% NATIONS SHORT-TERM INCOME FUND Hartford Financial Services 1 05/19/03 05/19/03 Wachovia 699,000 $99.884 $698,189 0.28% 0.07% NATIONS SMALL COMPANY FUND Chicago Bridge & Iron Credit Suisse Company N.V. 1 06/26/03 06/26/03 First Boston 175,000 $21.750 3,806,250 2.48% 0.56% NATIONS STRATEGIC INCOME FUND BHP Billiton Finance 1 04/14/03 04/14/03 Citigroup 84,000 $99.890 $83,908 0.01% 0.04% Cox Enterprises Corporation 3 04/14/03 04/14/03 J.P. Morgan 67,000 $99.935 $66,956 0.01% 0.03% Wal-Mart 4.55% 5/1/13 1 04/22/03 04/22/03 Lehman Brothers 142,000 $99.753 $141,649 0.01% 0.07% Hartford Financial Services 1 05/19/03 05/19/03 Wachovia 78,000 $99.884 $77,910 0.03% 0.04% Daimler Chrysler 3.375% 6/4/08 1 05/28/03 05/28/03 Deutche Bank 443,000 $99.657 $441,481 0.02% 0.19% Rio Tinto Financial USA Ltd 1 06/12/03 06/12/03 J.P. Morgan 87,000 $99.978 $86,981 0.01% 0.04% Electronic Data Systems 1 06/25/03 06/25/03 Citigroup 46,000 $98.434 $45,280 0.01% 0.02% NATIONS VALUE FUND Hartford Financial Services Group 1 05/19/03 05/19/03 Goldman Sachs 62,700 $45.500 $2,852,850 0.26% 0.47% CORPORATE BOND PORTFOLIO BHP Billiton Finance 1 04/14/03 04/14/03 Citigroup 34,000 $99.890 $33,963 0.00% 0.23% Cox Enterprises Corporation 3 04/14/03 04/14/03 J.P. Morgan 3,000 $99.935 $2,998 0.00% 0.02% Wal-Mart 4.55% 5/1/13 1 04/22/03 04/22/03 Lehman Brothers 15,000 $99.753 $14,963 0.00% 0.11% Hartford Financial Services 1 05/19/03 05/19/03 Wachovia 30,000 $99.884 $29,965 0.01% 0.21% Daimler Chrysler 3.375% 6/4/08 1 05/28/03 05/28/03 Deutche Bank 154,000 $99.657 $153,472 0.01% 1.07% Rio Tinto Financial USA Ltd 1 06/12/03 06/12/03 J.P. Morgan 26,000 $99.978 $25,994 0.00% 0.17% Electronic Data Systems 1 06/25/03 06/25/03 Citigroup 15,000 $98.434 $14,765 0.00% 0.10% HIGH INCOME PORTFOLIO Vivendi Universal Corporation 1 04/03/03 04/03/03 Goldman Sachs 144,000 $100.000 $144,000 0.02% 1.13% Deutche Bank Park Place Entertainment Corp 1 04/08/03 04/08/03 -Alex Brown 24,000 $100.000 $24,000 0.01% 0.19% CIBC Alpharma Inc. Sr. Notes 1 04/16/03 04/16/03 World Markets 23,000 $100.000 $23,000 0.01% 0.18% Equistar Chemicals Corporation Sr. Notes 10.625% 1 04/16/03 04/16/03 Citigroup 92,000 $100.000 $92,000 0.02% 0.72% Salomon Flextronics 1 05/05/03 05/05/03 Smith Barney 165,000 $100.000 $165,000 0.04% 1.49% Credit Suisse El Paso Production Holdings 1 05/20/03 05/20/03 First Boston 40,000 $100.000 $40,000 0.00% 0.36% Apogent Technologies 1 05/22/03 05/22/03 UBS Warburg 39,000 $101.000 $39,390 0.02% 0.36% Georgia Pacific 1 05/22/03 05/22/03 UBS Warburg 506,000 $100.000 $506,000 0.14% 4.58% Williams Company 8% 6/1/10 1 06/05/03 06/05/03 Lehman Brothers 63,000 $100.000 $63,000 0.01% 0.57% CBD Media, LLC 8.625% 6/1/2011 1 06/09/03 06/09/03 Lehman Brothers 19,000 $100.000 $19,000 0.01% 0.17% Tenneco Automotive Inc. 1 06/10/03 06/10/03 J.P. Morgan 20,000 $100.000 $20,000 0.01% 0.18% Centennial Cellular 10.125% Credit Suisse 6/15/2013 1 06/16/03 06/16/03 First Boston 102,000 $100.000 $102,000 0.02% 0.90% Domino's Inc Sr, sub notes 8.25% due 7/11/2011 1 06/18/03 06/18/03 J.P. Morgan 38,000 $99.278 $37,726 0.01% 0.33% American Color Graphics 1 06/19/03 06/19/03 Morgan Stanley 9,000 $100.000 $9,000 0.00% 0.08%
* 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 aggregated with purchases by any other investment company advised by the Adviser, and any purchases by another account with respect to which the Adviser has investment discretion if the Adviser exercised such investment discretion with respect to the purchase, shall 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-99.77O RULE 10F-3 6 g86103_3ex77o.txt RULE 10F-3 TRANSACTION REPORT - 7/1/03 - 9/30-03 SCHEDULE A RULE 10F-3 TRANSACTIONS REPORT JULY 1, 2003 THROUGH SEPTEMBER 30, 2003 AFFILIATED UNDERWRITER: BANC OF AMERICA SECURITIES, LLC
Type of Security* Date Principal/ Price Issuer (1), (2), Offering Purchase Shares Price/ Paid % of % of Fund (3), (4) Commenced Date Selling Broker** Purchased Par By Fund Issue Assets - ------------------------------------------------------------------------------------------------------------------------------------ NATIONS FUNDS TRUST NATIONS ASSET ALLOCATION FUND Salomon Marsh & McLennan 5.875 8/1/33 1 07/23/03 07/23/03 Smith Barney 31,000 $99.136 $30,732 0.01% 0.01% Thomson Corporation 5.25 8/15/13 1 08/05/03 08/05/03 Bear Stearns 105,000 $99.568 $104,546 0.04% 0.05% General Dynamics 4.50 8/15/10 1 08/11/03 08/11/03 Bear Stearns 10,000 $99.655 $9,966 0.00% 0.00% Bristol Meyers Squibb 1 08/13/03 08/13/03 Goldman Sachs 57,000 $99.356 $56,633 0.01% 0.03% Cox Communications 5.50% 10/1/15 1 09/15/03 09/15/03 Morgan Stanley 69,000 $99.295 $68,514 0.01% 0.03% Cadbury Schweppes 5.125 10/1/13 1 09/22/03 09/22/03 J.P. Morgan Chase 126,000 $99.436 $125,289 0.01% 0.06% NATIONS BOND FUND Salomon Marsh & McLennan 5.875 8/1/33 1 07/23/03 07/23/03 Smith Barney 990,000 $99.136 $981,446 0.33% 0.04% Carat 2003-3 A1B 1 08/05/03 08/05/03 J.P. Morgan Chase 5,000,000 $100.000 $5,000,000 0.17% 0.21% Thomson Corporation 5.25 8/15/13 1 08/05/03 08/05/03 Bear Stearns 3,371,000 $99.568 $3,356,437 1.35% 0.14% General Dynamics 4.50 8/15/10 1 08/11/03 08/11/03 Bear Stearns 290,000 $99.655 $289,000 0.04% 0.01% Bristol Meyers Squibb 1 08/13/03 08/13/03 Goldman Sachs 1,763,000 $99.356 $1,751,646 0.29% 0.07% RASC Series 2003-KS7 Trust 1 08/13/03 08/13/03 J.P. Morgan 5,000,000 $100.000 $5,000,000 0.33% 0.21% Daimler Chrysler Auto Trust 2003-A 1 08/14/03 08/14/03 Morgan Stanley 3,000,000 $99.995 $2,999,847 0.24% 0.13% Cox Communications 5.50% 10/1/15 1 09/15/03 09/15/03 Morgan Stanley 1,682,000 $99.295 $1,670,142 0.34% 0.07% Cadbury Schweppes 5.125 10/1/13 1 09/22/03 09/22/03 J.P. Morgan Chase 3,876,000 $99.436 $3,854,139 0.39% 0.16% NATIONS CASH RESERVES USAA Owner Trust 2003-1 A1 1 07/24/03 07/24/03 Deutsche Bank 35,000,000 $100.000 $35,000,000 0.79% 0.05% Daimler Chrysler Auto Trust 1 08/21/03 08/21/03 Morgan Stanley 150,000,000 $100.000 $150,000,000 8.44% 0.23% CIT Equipment Collateral 2003-EF1A1 1 09/25/03 09/25/03 Wachovia 50,000,000 $100.000 $50,000,000 6.33% 0.08% NATIONS CONVERTIBLE SECURITIES FUND TXU Corp Float Rate Due 7/15/33 3 07/10/03 07/10/03 CS First Boston 14,900,000 $99.500 $14,825,500 2.75% 1.18% School Specialty 3.75% CV BD DUE 8/1/23 3 07/15/03 07/15/03 Citigroup 4,900,000 $100.000 $4,900,000 2.75% 0.39% Health Management Assoc 1.5% CVBD DUE 8/1/23 3 07/24/03 07/24/03 Wachovia 9,920,000 $98.750 $9,796,000 1.96% 0.77% Vishay Intertechnology, J.P. Morgan Inc 3.625% 8/1/23 3 08/01/03 08/01/03 -Chase 12,890,000 $98.000 $12,632,200 2.81% 0.99% Andrew Corp 3.25% 8/15/13 3 08/05/03 08/05/03 Citigroup 7,425,000 $100.000 $7,425,000 3.71% 0.59% DST System 4.125% 8/15/23 3 08/07/03 08/07/03 Citigroup 9,920,000 $100.000 $9,920,000 2.20% 0.78% Exult Inc 2.5% 10/1/2010 3 09/24/03 09/24/03 Goldman Sachs 2,976,000 $100.000 $2,976,000 2.98% 0.22% NATIONS MIDCAP GROWTH FUND Hewitt Associates, Inc. 1 08/07/03 08/07/03 Goldman Sachs 60,150 $23.000 $1,383,450 0.76% 0.28% NATIONS MONEY MARKET RESERVES Daimler Chrysler Auto Trust 1 08/21/03 08/21/03 Morgan Stanley 40,000,000 $100.000 $40,000,000 2.25% 0.29% NATIONS SHORT TERM INCOME FUND Carat 2003-3 A-3A 1 08/05/03 08/05/03 J.P. Morgan Chase 4,000,000 $99.998 $3,999,922 0.14% 0.37% NATIONS SMALL COMPANY FUND Molina Healthcare 1 07/01/03 07/01/03 CIBC, SG Cowen 50,000 $17.500 $875,000 0.76% 0.13% NATIONS STRATEGIC INCOME FUND Salomon Marsh & McLennan 5.875 8/1/33 1 07/23/03 07/23/03 Smith Barney 59,000 $99.136 $58,490 0.02% 0.03% Thomson Corporation 5.25 8/15/13 1 08/05/03 08/05/03 Bear Stearns 204,000 $99.568 $203,119 0.08% 0.09% General Dynamics 4.50 8/15/10 1 08/11/03 08/11/03 Bear Stearns 19,000 $99.655 $18,934 0.00% 0.01% Bristol Meyers Squibb 1 08/13/03 08/13/03 Goldman Sachs 105,000 $99.356 $104,324 0.02% 0.05% Cox Communications 5.50% 10/1/15 1 09/15/03 09/15/03 Morgan Stanley 130,000 $99.295 $129,084 0.03% 0.06% Cadbury Schweppes 5.125 10/1/13 1 09/22/03 09/22/03 J.P. Morgan Chase 237,000 $99.436 $235,663 0.02% 0.10% CORPORATE BOND PORTFOLIO Salomon Marsh & McLennan 5.875 8/1/33 1 07/23/03 07/23/03 Smith Barney 8,000 $99.136 $7,931 0.00% 0.06% Thomson Corporation 5.25 8/15/13 1 08/05/03 08/05/03 Bear Stearns 24,000 $99.568 $23,896 0.01% 0.18% General Dynamics 4.50 8/15/10 1 08/11/03 08/11/03 Bear Stearns 8,000 $99.655 $7,972 0.00% 0.06% Bristol Meyers Squibb 1 08/13/03 08/13/03 Goldman Sachs 36,000 $99.356 $35,768 0.01% 0.26% Cadbury Schweppes 5.125 10/1/13 1 09/22/03 09/22/03 J.P. Morgan Chase 83,000 $99.436 $82,532 0.01% 0.18% HIGH INCOME PORTFOLIO Case New Holland Inc. KBC Financial Corporation 1 07/29/03 07/29/03 Products 77,000 $98.750 $76,038 0.01% 0.68% Case New Holland Inc. Corporation 1 07/29/03 07/29/03 Citigroup 36,000 $98.621 $35,504 0.00% 0.32% DEX Media West 9.875 8/15/13 1 08/15/03 08/15/03 J.P. Morgan 38,000 $100.000 $38,000 0.00% 0.35%
* The following designations identify whether the securities are: (1) part of a Registered Offering; (2) part of an Eligible Foreign Offering; (3) part of an Eligible Rule 144A Offering; or (4) Eligible Municipal Securities, as such terms are defined in the Procedures for Investment Pursuant to Rule 10f-3 under the Investment Company Act of 1940, as amended. ** The Selling Broker is not affiliated with the Affiliated Underwriter. 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). -----END PRIVACY-ENHANCED MESSAGE-----