-----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, JkgoV6SCAsk0ScpRTM1e9zZtQDo3L2tQj9BiMbA/SD4G5Ea0Si6YzjNUP6am+JLE hWuUkUfEaJ6RJcQdRa1ZYA== 0000950144-05-006444.txt : 20050614 0000950144-05-006444.hdr.sgml : 20050613 20050613193603 ACCESSION NUMBER: 0000950144-05-006444 CONFORMED SUBMISSION TYPE: NSAR-B PUBLIC DOCUMENT COUNT: 8 CONFORMED PERIOD OF REPORT: 20050331 FILED AS OF DATE: 20050614 DATE AS OF CHANGE: 20050613 EFFECTIVENESS DATE: 20050614 FILER: COMPANY DATA: COMPANY CONFORMED NAME: NATIONS FUNDS TRUST CENTRAL INDEX KEY: 0001097519 IRS NUMBER: 000000000 STATE OF INCORPORATION: DE FISCAL YEAR END: 0331 FILING VALUES: FORM TYPE: NSAR-B SEC ACT: 1940 Act SEC FILE NUMBER: 811-09645 FILM NUMBER: 05893425 BUSINESS ADDRESS: STREET 1: ONE BANK OF AMERICA PLAZA CITY: CHARLOTTE STATE: NC ZIP: 28255 BUSINESS PHONE: 8003217854 MAIL ADDRESS: STREET 1: ONE BANKOF AMERICA PLAZA CITY: CHARLOTTE STATE: NC ZIP: 28255 NSAR-B 1 answer.fil NATIONS FUNDS TRUST PAGE 1 000 B000000 03/31/2005 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 7043889174 002 A000000 ONE BANK OF AMERICA PLAZA; NC1-002-12-01 002 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 57 007 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 C010900 9 007 C011000 10 007 C021000 NATIONS GLOBAL VALUE FUND 007 C031000 N 007 C011100 11 007 C021100 NATIONS MARSICO FOCUSED EQUITIES FUND 007 C031100 N PAGE 2 007 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 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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B000200 Y 053 C000200 N 054 A000200 Y 054 B000200 N 054 C000200 N 054 D000200 N 054 E000200 N 054 F000200 N 054 G000200 N 054 H000200 N 054 I000200 N 054 J000200 Y 054 K000200 N 054 L000200 N 054 M000200 Y 054 N000200 Y 054 O000200 N 055 A000200 N 055 B000200 N 056 000200 Y 057 000200 N 058 A000200 N 059 000200 Y 060 A000200 Y 060 B000200 Y 061 000200 1000 062 A000200 N 062 B000200 0.0 062 C000200 0.0 062 D000200 0.0 062 E000200 0.0 062 F000200 0.0 062 G000200 0.0 062 H000200 0.0 PAGE 20 062 I000200 0.0 062 J000200 0.0 062 K000200 0.0 062 L000200 0.0 062 M000200 0.0 062 N000200 0.0 062 O000200 0.0 062 P000200 0.0 062 Q000200 0.0 062 R000200 0.0 063 A000200 0 063 B000200 0.0 066 A000200 Y 066 B000200 N 066 C000200 N 066 D000200 N 066 E000200 N 066 F000200 N 066 G000200 Y 067 000200 N 068 A000200 N 068 B000200 N 069 000200 Y 070 A010200 Y 070 A020200 N 070 B010200 Y 070 B020200 N 070 C010200 Y 070 C020200 N 070 D010200 Y 070 D020200 N 070 E010200 Y 070 E020200 N 070 F010200 Y 070 F020200 Y 070 G010200 Y 070 G020200 N 070 H010200 Y 070 H020200 N 070 I010200 Y 070 I020200 N 070 J010200 Y 070 J020200 N 070 K010200 Y 070 K020200 Y 070 L010200 Y 070 L020200 N 070 M010200 Y 070 M020200 N 070 N010200 Y 070 N020200 Y PAGE 21 070 O010200 Y 070 O020200 Y 070 P010200 Y 070 P020200 N 070 Q010200 Y 070 Q020200 N 070 R010200 Y 070 R020200 N 071 A000200 293060 071 B000200 277995 071 C000200 1519088 071 D000200 18 072 A000200 12 072 B000200 0 072 C000200 20553 072 D000200 0 072 E000200 89 072 F000200 1532 072 G000200 1532 072 H000200 0 072 I000200 398 072 J000200 103 072 K000200 0 072 L000200 26 072 M000200 27 072 N000200 28 072 O000200 0 072 P000200 3 072 Q000200 0 072 R000200 40 072 S000200 81 072 T000200 21 072 U000200 0 072 V000200 0 072 W000200 465 072 X000200 4256 072 Y000200 2092 072 Z000200 18478 072AA000200 57216 072BB000200 0 072CC010200 0 072CC020200 82683 072DD010200 15091 072DD020200 69 072EE000200 40797 073 A010200 0.1000 073 A020200 0.0800 073 B000200 0.2700 073 C000200 0.0000 074 A000200 0 074 B000200 75652 PAGE 22 074 C000200 0 074 D000200 0 074 E000200 0 074 F000200 1604823 074 G000200 0 074 H000200 0 074 I000200 3377 074 J000200 0 074 K000200 445 074 L000200 2910 074 M000200 3 074 N000200 1687210 074 O000200 0 074 P000200 324 074 Q000200 0 074 R010200 0 074 R020200 0 074 R030200 0 074 R040200 76275 074 S000200 0 074 T000200 1610611 074 U010200 146369 074 U020200 880 074 V010200 10.94 074 V020200 10.92 074 W000200 0.0000 074 X000200 731 074 Y000200 75652 075 A000200 0 075 B000200 1531597 076 000200 0.00 015 A000301 BANK OF NEW YORK 015 B000301 C 015 C010301 NEW YORK 015 C020301 NY 015 C030301 10286 015 E010301 X 024 000300 Y 025 A000301 UCBH HOLDINGS INC. 025 B000301 - 025 C000301 E 025 D000301 18468 025 A000302 UBS AG 025 B000302 - 025 C000302 E 025 D000302 15907 025 A000303 JEFFERIES GROUP INC. 025 B000303 95-2622900 025 C000303 E 025 D000303 12224 025 A000304 COUNTRYWIDE FIN CORP PAGE 23 025 B000304 - 025 C000304 E 025 D000304 11305 025 A000305 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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 950 044 000300 0 045 000300 N 048 000300 0.000 048 A010300 0 048 A020300 0.000 048 B010300 0 048 B020300 0.000 048 C010300 0 048 C020300 0.000 048 D010300 0 048 D020300 0.000 048 E010300 0 048 E020300 0.000 048 F010300 0 048 F020300 0.000 048 G010300 0 048 G020300 0.000 048 H010300 0 048 H020300 0.000 048 I010300 0 048 I020300 0.000 048 J010300 0 048 J020300 0.000 048 K010300 0 048 K020300 0.000 055 A000300 N 055 B000300 N 056 000300 Y PAGE 25 057 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 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 PAGE 26 070 H010300 Y 070 H020300 N 070 I010300 N 070 I020300 N 070 J010300 Y 070 J020300 Y 070 K010300 Y 070 K020300 Y 070 L010300 Y 070 L020300 Y 070 M010300 Y 070 M020300 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 490585 071 B000300 286162 071 C000300 219929 071 D000300 130 072 A000300 12 072 B000300 14 072 C000300 2003 072 D000300 0 072 E000300 74 072 F000300 1729 072 G000300 519 072 H000300 0 072 I000300 86 072 J000300 28 072 K000300 0 072 L000300 50 072 M000300 27 072 N000300 56 072 O000300 0 072 P000300 0 072 Q000300 0 072 R000300 47 072 S000300 91 072 T000300 950 072 U000300 0 072 V000300 0 072 W000300 26 072 X000300 3608 072 Y000300 0 PAGE 27 072 Z000300 -1517 072AA000300 5252 072BB000300 0 072CC010300 12953 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 1484 074 B000300 24503 074 C000300 0 074 D000300 1651 074 E000300 0 074 F000300 367064 074 G000300 0 074 H000300 0 074 I000300 34730 074 J000300 2623 074 K000300 0 074 L000300 5142 074 M000300 1 074 N000300 437198 074 O000300 10225 074 P000300 484 074 Q000300 0 074 R010300 0 074 R020300 0 074 R030300 0 074 R040300 25543 074 S000300 0 074 T000300 400946 074 U010300 10688 074 U020300 27313 074 V010300 0.00 074 V020300 0.00 074 W000300 0.0000 074 X000300 11850 074 Y000300 25 075 A000300 0 075 B000300 230570 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 PAGE 28 024 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 746 028 A020400 0 028 A030400 0 028 A040400 273 028 B010400 1807 028 B020400 47 028 B030400 0 028 B040400 1060 028 C010400 1648 028 C020400 26 028 C030400 0 028 C040400 326 028 D010400 250 028 D020400 0 028 D030400 0 028 D040400 557 028 E010400 346 028 E020400 13 028 E030400 0 028 E040400 646 028 F010400 171 028 F020400 24 028 F030400 0 028 F040400 707 028 G010400 4968 028 G020400 110 028 G030400 0 028 G040400 3569 028 H000400 155 029 000400 Y 030 A000400 11 030 B000400 3.25 030 C000400 0.00 031 A000400 1 031 B000400 0 032 000400 0 033 000400 10 034 000400 Y 035 000400 2 036 A000400 N 036 B000400 0 037 000400 N PAGE 29 038 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 15 044 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 0.000 048 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 PAGE 30 054 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 Y 056 000400 Y 057 000400 N 058 A000400 N 059 000400 Y 060 A000400 N 060 B000400 N 061 000400 1000 062 A000400 Y 062 B000400 0.0 062 C000400 0.0 062 D000400 0.0 062 E000400 0.0 062 F000400 0.0 062 G000400 0.0 062 H000400 0.0 062 I000400 0.0 062 J000400 0.0 062 K000400 0.0 062 L000400 0.0 062 M000400 0.0 062 N000400 0.0 062 O000400 97.4 062 P000400 0.0 062 Q000400 0.0 062 R000400 2.0 063 A000400 0 063 B000400 8.8 064 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 PAGE 31 070 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 N 070 P010400 Y 070 P020400 N 070 Q010400 Y 070 Q020400 N 070 R010400 Y 070 R020400 N 071 A000400 14765 071 B000400 23610 071 C000400 70894 071 D000400 21 072 A000400 12 072 B000400 3013 072 C000400 37 072 D000400 0 072 E000400 0 072 F000400 341 072 G000400 144 072 H000400 0 072 I000400 21 072 J000400 5 072 K000400 0 072 L000400 16 072 M000400 27 072 N000400 1 072 O000400 0 PAGE 32 072 P000400 0 072 Q000400 0 072 R000400 40 072 S000400 97 072 T000400 15 072 U000400 0 072 V000400 0 072 W000400 19 072 X000400 726 072 Y000400 272 072 Z000400 2596 072AA000400 481 072BB000400 0 072CC010400 0 072CC020400 2947 072DD010400 2463 072DD020400 150 072EE000400 1057 073 A010400 0.0000 073 A020400 0.0000 073 B000400 0.0000 073 C000400 0.0000 074 A000400 1 074 B000400 0 074 C000400 0 074 D000400 69035 074 E000400 0 074 F000400 0 074 G000400 0 074 H000400 0 074 I000400 1425 074 J000400 0 074 K000400 0 074 L000400 837 074 M000400 0 074 N000400 71298 074 O000400 0 074 P000400 79 074 Q000400 0 074 R010400 0 074 R020400 0 074 R030400 0 074 R040400 318 074 S000400 0 074 T000400 70901 074 U010400 6683 074 U020400 464 074 V010400 0.00 074 V020400 0.00 074 W000400 0.0000 074 X000400 37 PAGE 33 074 Y000400 0 075 A000400 0 075 B000400 73080 076 000400 0.00 015 A000501 BANK OF NEW YORK 015 B000501 C 015 C010501 NEW YORK 015 C020501 NY 015 C030501 10286 015 E040501 X 024 000500 Y 025 A000501 UBS AG 025 B000501 - 025 C000501 E 025 D000501 52363 025 A000502 PROMISE CO 025 B000502 - 025 C000502 E 025 D000502 26196 025 A000503 ERSTE BANK DER OESTERREIC 025 B000503 - 025 C000503 E 025 D000503 24482 025 A000504 ANGLO IRISH BANK CORP 025 B000504 - 025 C000504 E 025 D000504 23097 025 A000505 RAS RIUN ADRIAT DI SICURT 025 B000505 - 025 C000505 E 025 D000505 21683 025 A000506 MITSUBISHI TOKYO FINANCIAL 025 B000506 - 025 C000506 E 025 D000506 20789 025 A000507 SPARBANKEN SVERIGE AB 025 B000507 - 025 C000507 E 025 D000507 16032 025 A000508 ICICI BANK LIMITED 025 B000508 - 025 C000508 E 025 D000508 12575 025 A000509 MILLEA HOLDINGS 025 B000509 - 025 C000509 E 025 D000509 12178 025 A000510 BANCA INTESA SPA 025 B000510 - 025 C000510 E 025 D000510 11835 PAGE 34 025 A000511 BAYERISCHE VEREINSBANK 025 B000511 - 025 C000511 E 025 D000511 11504 025 A000512 TAKEFUJI CORP 025 B000512 - 025 C000512 E 025 D000512 10395 025 A000513 MACQUARIE BANK 025 B000513 - 025 C000513 E 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A020500 0.000 048 B010500 0 048 B020500 0.000 048 C010500 0 048 C020500 0.000 048 D010500 0 048 D020500 0.000 048 E010500 0 048 E020500 0.000 048 F010500 0 048 F020500 0.000 048 G010500 0 048 G020500 0.000 048 H010500 0 048 H020500 0.000 048 I010500 0 048 I020500 0.000 048 J010500 0 048 J020500 0.000 048 K010500 0 048 K020500 0.000 049 000500 N 050 000500 N 051 000500 N 052 000500 N 053 A000500 Y PAGE 36 053 B000500 Y 053 C000500 N 054 A000500 Y 054 B000500 N 054 C000500 N 054 D000500 N 054 E000500 N 054 F000500 N 054 G000500 N 054 H000500 N 054 I000500 N 054 J000500 Y 054 K000500 N 054 L000500 N 054 M000500 Y 054 N000500 Y 054 O000500 N 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 PAGE 37 066 F000500 N 066 G000500 N 067 000500 N 068 A000500 N 068 B000500 Y 069 000500 N 070 A010500 Y 070 A020500 N 070 B010500 N 070 B020500 N 070 C010500 N 070 C020500 N 070 D010500 N 070 D020500 N 070 E010500 N 070 E020500 N 070 F010500 N 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 N 070 K010500 Y 070 K020500 Y 070 L010500 Y 070 L020500 Y 070 M010500 Y 070 M020500 Y 070 N010500 Y 070 N020500 N 070 O010500 Y 070 O020500 N 070 P010500 N 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 12 072 B000500 0 072 C000500 13691 072 D000500 0 072 E000500 478 PAGE 38 072 F000500 6150 072 G000500 1691 072 H000500 0 072 I000500 204 072 J000500 237 072 K000500 0 072 L000500 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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 329 028 A020600 0 028 A030600 0 028 A040600 2175 028 B010600 1082 028 B020600 122 028 B030600 0 028 B040600 3755 028 C010600 714 028 C020600 222 028 C030600 0 028 C040600 2304 028 D010600 738 028 D020600 0 028 D030600 0 028 D040600 3205 028 E010600 1232 028 E020600 177 028 E030600 0 028 E040600 2175 028 F010600 1314 028 F020600 350 PAGE 40 028 F030600 0 028 F040600 3778 028 G010600 5409 028 G020600 871 028 G030600 0 028 G040600 17392 028 H000600 260 029 000600 Y 030 A000600 23 030 B000600 4.75 030 C000600 0.00 031 A000600 3 031 B000600 0 032 000600 20 033 000600 0 034 000600 Y 035 000600 63 036 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 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0.0 062 L001000 0.0 062 M001000 0.0 062 N001000 0.0 062 O001000 0.0 062 P001000 0.0 062 Q001000 0.0 062 R001000 0.0 063 A001000 0 063 B001000 0.0 066 A001000 Y 066 B001000 N 066 C001000 Y 066 D001000 N 066 E001000 N 066 F001000 N 066 G001000 N 067 001000 N 068 A001000 N 068 B001000 Y 069 001000 N 070 A011000 Y 070 A021000 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 PAGE 59 070 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 Y 070 P011000 N 070 P021000 N 070 Q011000 N 070 Q021000 N 070 R011000 N 070 R021000 N 071 A001000 69679 071 B001000 117405 071 C001000 389979 071 D001000 18 072 A001000 12 072 B001000 0 072 C001000 9613 072 D001000 0 072 E001000 99 072 F001000 3565 072 G001000 804 072 H001000 0 072 I001000 227 072 J001000 82 072 K001000 0 072 L001000 83 072 M001000 28 072 N001000 44 072 O001000 0 072 P001000 0 072 Q001000 0 072 R001000 65 072 S001000 84 072 T001000 1651 072 U001000 0 072 V001000 0 072 W001000 28 072 X001000 6661 072 Y001000 0 072 Z001000 3051 072AA001000 27520 PAGE 60 072BB001000 0 072CC011000 1157 072CC021000 0 072DD011000 1657 072DD021000 1630 072EE001000 30287 073 A011000 0.0000 073 A021000 0.0000 073 B001000 0.0000 073 C001000 0.0000 074 A001000 46 074 B001000 18076 074 C001000 0 074 D001000 0 074 E001000 0 074 F001000 388935 074 G001000 0 074 H001000 0 074 I001000 5461 074 J001000 0 074 K001000 0 074 L001000 1093 074 M001000 8 074 N001000 413619 074 O001000 0 074 P001000 542 074 Q001000 0 074 R011000 0 074 R021000 0 074 R031000 0 074 R041000 18886 074 S001000 0 074 T001000 394191 074 U011000 11154 074 U021000 21884 074 V011000 0.00 074 V021000 0.00 074 W001000 0.0000 074 X001000 8597 074 Y001000 18076 075 A001000 0 075 B001000 395113 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 Y 025 A001101 SLM CORP PAGE 61 025 B001101 - 025 C001101 E 025 D001101 146454 025 A001102 GOLDMAN SACHS GROUP 025 B001102 13-5108880 025 C001102 E 025 D001102 145100 025 A001103 COUNTRYWIDE FIN CORP 025 B001103 - 025 C001103 E 025 D001103 94683 025 A001104 CHICAGO MERCANTILE EXCHANGE 025 B001104 - 025 C001104 E 025 D001104 55436 025 A001105 FOUR SEASONS HOTELS INC. 025 B001105 - 025 C001105 E 025 D001105 52358 025 D001106 0 025 D001107 0 025 D001108 0 028 A011100 33817 028 A021100 0 028 A031100 0 028 A041100 36239 028 B011100 49016 028 B021100 0 028 B031100 0 028 B041100 46178 028 C011100 58216 028 C021100 0 028 C031100 0 028 C041100 53824 028 D011100 63168 028 D021100 0 028 D031100 0 028 D041100 42800 028 E011100 90791 028 E021100 0 028 E031100 0 028 E041100 42549 028 F011100 123035 028 F021100 0 028 F031100 0 028 F041100 50013 028 G011100 418043 028 G021100 0 028 G031100 0 028 G041100 271603 028 H001100 7453 PAGE 62 029 001100 Y 030 A001100 706 030 B001100 5.75 030 C001100 0.00 031 A001100 106 031 B001100 0 032 001100 0 033 001100 600 034 001100 Y 035 001100 886 036 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 11623 044 001100 0 048 001100 0.000 048 A011100 0 048 A021100 0.000 048 B011100 0 048 B021100 0.000 048 C011100 0 048 C021100 0.000 048 D011100 0 048 D021100 0.000 048 E011100 0 048 E021100 0.000 048 F011100 0 048 F021100 0.000 048 G011100 0 048 G021100 0.000 048 H011100 0 048 H021100 0.000 048 I011100 0 048 I021100 0.000 048 J011100 0 048 J021100 0.000 048 K011100 0 048 K021100 0.000 055 A001100 N PAGE 63 055 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 070 E011100 Y 070 E021100 N 070 F011100 Y 070 F021100 N PAGE 64 070 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 N 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 12 072 B001100 0 072 C001100 24858 072 D001100 0 072 E001100 44 072 F001100 0 072 G001100 3368 072 H001100 0 072 I001100 1884 072 J001100 0 072 K001100 0 072 L001100 501 072 M001100 6 072 N001100 118 072 O001100 0 072 P001100 0 072 Q001100 0 072 R001100 65 072 S001100 0 072 T001100 11623 072 U001100 0 072 V001100 0 072 W001100 22810 PAGE 65 072 X001100 40375 072 Y001100 725 072 Z001100 -14748 072AA001100 0 072BB001100 1276 072CC011100 146168 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 2904391 074 J001100 11430 074 K001100 0 074 L001100 0 074 M001100 0 074 N001100 2915821 074 O001100 0 074 P001100 1383 074 Q001100 0 074 R011100 0 074 R021100 0 074 R031100 0 074 R041100 5888 074 S001100 0 074 T001100 2908550 074 U011100 41915 074 U021100 124639 074 V011100 0.00 074 V021100 0.00 074 W001100 0.0000 074 X001100 106173 074 Y001100 0 075 A001100 0 075 B001100 2663872 076 001100 0.00 015 A001201 BANK OF NEW YORK 015 B001201 C 015 C011201 NEW YORK 015 C021201 NY PAGE 66 015 C031201 10286 015 E011201 X 024 001200 Y 025 A001201 SLM CORP 025 B001201 - 025 C001201 E 025 D001201 67091 025 A001202 COUNTRYWIDE FIN CORP 025 B001202 - 025 C001202 E 025 D001202 50968 025 A001203 GOLDMAN SACHS GROUP 025 B001203 13-5108880 025 C001203 E 025 D001203 48906 025 A001204 CITIGROUP INC. 025 B001204 13-3082694 025 C001204 E 025 D001204 36637 025 A001205 CHICAGO MERCANTILE EXCHANGE 025 B001205 - 025 C001205 E 025 D001205 20556 025 A001206 UCBH HOLDINGS 025 B001206 - 025 C001206 E 025 D001206 15020 025 A001207 FOUR SEASONS HOTELS INC. 025 B001207 - 025 C001207 E 025 D001207 14770 025 D001208 0 028 A011200 71990 028 A021200 0 028 A031200 0 028 A041200 16667 028 B011200 106836 028 B021200 0 028 B031200 0 028 B041200 24979 028 C011200 134843 028 C021200 0 028 C031200 0 028 C041200 26290 028 D011200 187073 028 D021200 0 028 D031200 0 028 D041200 23981 028 E011200 171112 028 E021200 0 028 E031200 0 PAGE 67 028 E041200 25112 028 F011200 257021 028 F021200 0 028 F031200 0 028 F041200 38262 028 G011200 928875 028 G021200 0 028 G031200 0 028 G041200 155291 028 H001200 17883 029 001200 Y 030 A001200 1061 030 B001200 5.75 030 C001200 0.00 031 A001200 164 031 B001200 0 032 001200 0 033 001200 897 034 001200 Y 035 001200 263 036 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 6007 044 001200 0 045 001200 Y 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 PAGE 68 048 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 0.000 049 001200 N 050 001200 N 051 001200 N 052 001200 N 053 A001200 Y 053 B001200 Y 053 C001200 N 055 A001200 N 055 B001200 N 056 001200 Y 057 001200 N 058 A001200 N 059 001200 Y 060 A001200 Y 060 B001200 Y 061 001200 1000 062 A001200 N 062 B001200 0.0 062 C001200 0.0 062 D001200 0.0 062 E001200 0.0 062 F001200 0.0 062 G001200 0.0 062 H001200 0.0 062 I001200 0.0 062 J001200 0.0 062 K001200 0.0 062 L001200 0.0 062 M001200 0.0 062 N001200 0.0 062 O001200 0.0 062 P001200 0.0 062 Q001200 0.0 062 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 PAGE 69 066 F001200 N 066 G001200 N 067 001200 N 068 A001200 N 068 B001200 N 069 001200 N 070 A011200 Y 070 A021200 N 070 B011200 Y 070 B021200 N 070 C011200 Y 070 C021200 N 070 D011200 Y 070 D021200 N 070 E011200 Y 070 E021200 N 070 F011200 Y 070 F021200 N 070 G011200 Y 070 G021200 N 070 H011200 Y 070 H021200 N 070 I011200 Y 070 I021200 N 070 J011200 N 070 J021200 N 070 K011200 Y 070 K021200 Y 070 L011200 Y 070 L021200 Y 070 M011200 Y 070 M021200 N 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 12 072 B001200 1173 072 C001200 15939 072 D001200 0 072 E001200 42 PAGE 70 072 F001200 0 072 G001200 1991 072 H001200 0 072 I001200 1037 072 J001200 0 072 K001200 0 072 L001200 227 072 M001200 6 072 N001200 60 072 O001200 0 072 P001200 0 072 Q001200 0 072 R001200 21 072 S001200 57 072 T001200 6007 072 U001200 0 072 V001200 0 072 W001200 13608 072 X001200 23014 072 Y001200 431 072 Z001200 -5429 072AA001200 0 072BB001200 31651 072CC011200 146210 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 2273098 074 J001200 43486 074 K001200 0 074 L001200 0 074 M001200 0 074 N001200 2316584 074 O001200 0 074 P001200 1053 074 Q001200 0 074 R011200 0 074 R021200 0 PAGE 71 074 R031200 0 074 R041200 4904 074 S001200 0 074 T001200 2310627 074 U011200 44916 074 U021200 91807 074 V011200 0.00 074 V021200 0.00 074 W001200 0.0000 074 X001200 46314 074 Y001200 0 075 A001200 0 075 B001200 1582986 076 001200 0.00 015 A001301 BANK OF AMERICA, N.A. 015 B001301 C 015 C011301 CHARLOTTE 015 C021301 NC 015 C031301 28255 015 E031301 X 024 001300 N 025 D001301 0 025 D001302 0 025 D001303 0 025 D001304 0 025 D001305 0 025 D001306 0 025 D001307 0 025 D001308 0 028 A011300 3197 028 A021300 0 028 A031300 0 028 A041300 2579 028 B011300 5413 028 B021300 936 028 B031300 0 028 B041300 3438 028 C011300 4306 028 C021300 2362 028 C031300 0 028 C041300 2844 028 D011300 4061 028 D021300 0 028 D031300 0 028 D041300 3898 028 E011300 4636 028 E021300 0 028 E031300 0 028 E041300 3500 028 F011300 7823 028 F021300 1422 PAGE 72 028 F031300 0 028 F041300 6329 028 G011300 29436 028 G021300 4720 028 G031300 0 028 G041300 22588 028 H001300 3202 029 001300 Y 030 A001300 322 030 B001300 5.75 030 C001300 0.00 031 A001300 58 031 B001300 0 032 001300 264 033 001300 0 034 001300 Y 035 001300 207 036 A001300 N 036 B001300 0 037 001300 N 038 001300 0 039 001300 N 040 001300 Y 041 001300 Y 042 A001300 0 042 B001300 0 042 C001300 0 042 D001300 100 042 E001300 0 042 F001300 0 042 G001300 0 042 H001300 0 043 001300 1108 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 PAGE 73 048 G021300 0.000 048 H011300 0 048 H021300 0.000 048 I011300 0 048 I021300 0.000 048 J011300 0 048 J021300 0.000 048 K011300 0 048 K021300 0.000 049 001300 N 050 001300 N 051 001300 N 052 001300 N 053 A001300 N 054 A001300 Y 054 B001300 Y 054 C001300 Y 054 D001300 Y 054 E001300 Y 054 F001300 Y 054 G001300 Y 054 H001300 Y 054 I001300 Y 054 J001300 Y 054 K001300 Y 054 L001300 Y 054 M001300 Y 054 N001300 Y 054 O001300 Y 055 A001300 N 055 B001300 N 056 001300 Y 057 001300 N 058 A001300 N 059 001300 Y 060 A001300 Y 060 B001300 Y 061 001300 1000 062 A001300 N 062 B001300 0.0 062 C001300 0.0 062 D001300 0.0 062 E001300 0.0 062 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 PAGE 74 062 N001300 0.0 062 O001300 0.0 062 P001300 0.0 062 Q001300 0.0 062 R001300 0.0 063 A001300 0 063 B001300 0.0 066 A001300 N 067 001300 N 068 A001300 N 068 B001300 N 069 001300 N 070 A011300 Y 070 A021300 N 070 B011300 Y 070 B021300 N 070 C011300 Y 070 C021300 N 070 D011300 Y 070 D021300 N 070 E011300 Y 070 E021300 N 070 F011300 Y 070 F021300 N 070 G011300 Y 070 G021300 N 070 H011300 Y 070 H021300 N 070 I011300 Y 070 I021300 N 070 J011300 Y 070 J021300 N 070 K011300 Y 070 K021300 Y 070 L011300 Y 070 L021300 N 070 M011300 Y 070 M021300 N 070 N011300 Y 070 N021300 N 070 O011300 Y 070 O021300 N 070 P011300 Y 070 P021300 N 070 Q011300 Y 070 Q021300 N 070 R011300 Y 070 R021300 N 071 A001300 76906 071 B001300 67006 071 C001300 194428 PAGE 75 071 D001300 34 072 A001300 12 072 B001300 0 072 C001300 4933 072 D001300 0 072 E001300 0 072 F001300 487 072 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 1108 072 U001300 0 072 V001300 0 072 W001300 0 072 X001300 1595 072 Y001300 0 072 Z001300 3338 072AA001300 10369 072BB001300 0 072CC011300 0 072CC021300 8479 072DD011300 1568 072DD021300 2872 072EE001300 2080 073 A011300 0.0000 073 A021300 0.0000 073 B001300 0.1200 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 203473 074 J001300 0 074 K001300 0 074 L001300 595 074 M001300 0 PAGE 76 074 N001300 204068 074 O001300 314 074 P001300 142 074 Q001300 0 074 R011300 0 074 R021300 0 074 R031300 0 074 R041300 429 074 S001300 0 074 T001300 203183 074 U011300 5185 074 U021300 13281 074 V011300 0.00 074 V021300 0.00 074 W001300 0.0000 074 X001300 3202 074 Y001300 0 075 A001300 0 075 B001300 194874 076 001300 0.00 015 A001401 BANK OF AMERICA, N.A. 015 B001401 C 015 C011401 CHARLOTTE 015 C021401 NC 015 C031401 28255 015 E031401 X 024 001400 N 025 D001401 0 025 D001402 0 025 D001403 0 025 D001404 0 025 D001405 0 025 D001406 0 025 D001407 0 025 D001408 0 028 A011400 7137 028 A021400 0 028 A031400 0 028 A041400 3617 028 B011400 14719 028 B021400 0 028 B031400 0 028 B041400 4431 028 C011400 11076 028 C021400 2047 028 C031400 0 028 C041400 3929 028 D011400 8301 028 D021400 0 028 D031400 0 028 D041400 4617 PAGE 77 028 E011400 13882 028 E021400 0 028 E031400 0 028 E041400 3717 028 F011400 13073 028 F021400 0 028 F031400 0 028 F041400 4681 028 G011400 68188 028 G021400 2047 028 G031400 0 028 G041400 24992 028 H001400 9703 029 001400 Y 030 A001400 916 030 B001400 5.75 030 C001400 0.00 031 A001400 146 031 B001400 0 032 001400 770 033 001400 0 034 001400 Y 035 001400 218 036 A001400 N 036 B001400 0 037 001400 N 038 001400 0 039 001400 N 040 001400 Y 041 001400 Y 042 A001400 0 042 B001400 0 042 C001400 0 042 D001400 100 042 E001400 0 042 F001400 0 042 G001400 0 042 H001400 0 043 001400 1492 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 PAGE 78 048 D021400 0.000 048 E011400 0 048 E021400 0.000 048 F011400 0 048 F021400 0.000 048 G011400 0 048 G021400 0.000 048 H011400 0 048 H021400 0.000 048 I011400 0 048 I021400 0.000 048 J011400 0 048 J021400 0.000 048 K011400 0 048 K021400 0.000 049 001400 N 050 001400 N 051 001400 N 052 001400 N 053 A001400 N 054 A001400 Y 054 B001400 Y 054 C001400 Y 054 D001400 Y 054 E001400 Y 054 F001400 Y 054 G001400 Y 054 H001400 Y 054 I001400 Y 054 J001400 Y 054 K001400 Y 054 L001400 Y 054 M001400 Y 054 N001400 Y 054 O001400 Y 055 A001400 N 055 B001400 N 056 001400 Y 057 001400 N 058 A001400 N 059 001400 Y 060 A001400 Y 060 B001400 Y 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 PAGE 79 062 H001400 0.0 062 I001400 0.0 062 J001400 0.0 062 K001400 0.0 062 L001400 0.0 062 M001400 0.0 062 N001400 0.0 062 O001400 0.0 062 P001400 0.0 062 Q001400 0.0 062 R001400 0.0 063 A001400 0 063 B001400 0.0 066 A001400 N 067 001400 N 068 A001400 N 068 B001400 N 069 001400 N 070 A011400 Y 070 A021400 N 070 B011400 Y 070 B021400 N 070 C011400 Y 070 C021400 N 070 D011400 Y 070 D021400 N 070 E011400 Y 070 E021400 N 070 F011400 Y 070 F021400 N 070 G011400 Y 070 G021400 N 070 H011400 Y 070 H021400 N 070 I011400 Y 070 I021400 N 070 J011400 Y 070 J021400 N 070 K011400 Y 070 K021400 Y 070 L011400 Y 070 L021400 N 070 M011400 Y 070 M021400 N 070 N011400 Y 070 N021400 N 070 O011400 Y 070 O021400 N 070 P011400 Y 070 P021400 N 070 Q011400 Y PAGE 80 070 Q021400 N 070 R011400 Y 070 R021400 N 071 A001400 116852 071 B001400 41035 071 C001400 324049 071 D001400 13 072 A001400 12 072 B001400 0 072 C001400 2823 072 D001400 0 072 E001400 0 072 F001400 807 072 G001400 0 072 H001400 0 072 I001400 0 072 J001400 0 072 K001400 0 072 L001400 0 072 M001400 0 072 N001400 0 072 O001400 0 072 P001400 0 072 Q001400 0 072 R001400 0 072 S001400 0 072 T001400 1492 072 U001400 0 072 V001400 0 072 W001400 0 072 X001400 2299 072 Y001400 0 072 Z001400 524 072AA001400 9079 072BB001400 0 072CC011400 18296 072CC021400 0 072DD011400 890 072DD021400 1297 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 PAGE 81 074 H001400 0 074 I001400 381446 074 J001400 0 074 K001400 0 074 L001400 968 074 M001400 0 074 N001400 382414 074 O001400 0 074 P001400 234 074 Q001400 0 074 R011400 0 074 R021400 0 074 R031400 0 074 R041400 359 074 S001400 0 074 T001400 381821 074 U011400 10847 074 U021400 20960 074 V011400 0.00 074 V021400 0.00 074 W001400 0.0000 074 X001400 16157 074 Y001400 0 075 A001400 0 075 B001400 322900 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 12807 028 A021500 0 028 A031500 0 028 A041500 7315 028 B011500 18657 028 B021500 1693 028 B031500 0 028 B041500 6676 028 C011500 18070 028 C021500 4734 PAGE 82 028 C031500 0 028 C041500 6409 028 D011500 17282 028 D021500 0 028 D031500 0 028 D041500 7528 028 E011500 19857 028 E021500 0 028 E031500 0 028 E041500 8736 028 F011500 23177 028 F021500 1838 028 F031500 0 028 F041500 9569 028 G011500 109850 028 G021500 8266 028 G031500 0 028 G041500 46233 028 H001500 19412 029 001500 Y 030 A001500 1549 030 B001500 5.75 030 C001500 0.00 031 A001500 251 031 B001500 0 032 001500 1298 033 001500 0 034 001500 Y 035 001500 518 036 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 3181 044 001500 0 045 001500 Y 046 001500 N 047 001500 Y 048 001500 0.250 048 A011500 0 PAGE 83 048 A021500 0.000 048 B011500 0 048 B021500 0.000 048 C011500 0 048 C021500 0.000 048 D011500 0 048 D021500 0.000 048 E011500 0 048 E021500 0.000 048 F011500 0 048 F021500 0.000 048 G011500 0 048 G021500 0.000 048 H011500 0 048 H021500 0.000 048 I011500 0 048 I021500 0.000 048 J011500 0 048 J021500 0.000 048 K011500 0 048 K021500 0.000 049 001500 N 050 001500 N 051 001500 N 052 001500 N 053 A001500 N 054 A001500 Y 054 B001500 Y 054 C001500 Y 054 D001500 Y 054 E001500 Y 054 F001500 Y 054 G001500 Y 054 H001500 Y 054 I001500 Y 054 J001500 Y 054 K001500 Y 054 L001500 Y 054 M001500 Y 054 N001500 Y 054 O001500 Y 055 A001500 N 055 B001500 N 056 001500 Y 057 001500 N 058 A001500 N 059 001500 Y 060 A001500 Y 060 B001500 Y 061 001500 1000 062 A001500 N PAGE 84 062 B001500 0.0 062 C001500 0.0 062 D001500 0.0 062 E001500 0.0 062 F001500 0.0 062 G001500 0.0 062 H001500 0.0 062 I001500 0.0 062 J001500 0.0 062 K001500 0.0 062 L001500 0.0 062 M001500 0.0 062 N001500 0.0 062 O001500 0.0 062 P001500 0.0 062 Q001500 0.0 062 R001500 0.0 063 A001500 0 063 B001500 0.0 066 A001500 N 067 001500 N 068 A001500 N 068 B001500 N 069 001500 N 070 A011500 Y 070 A021500 N 070 B011500 Y 070 B021500 N 070 C011500 Y 070 C021500 N 070 D011500 Y 070 D021500 N 070 E011500 Y 070 E021500 N 070 F011500 Y 070 F021500 N 070 G011500 Y 070 G021500 N 070 H011500 Y 070 H021500 N 070 I011500 Y 070 I021500 N 070 J011500 Y 070 J021500 N 070 K011500 Y 070 K021500 Y 070 L011500 Y 070 L021500 N 070 M011500 Y 070 M021500 N 070 N011500 Y PAGE 85 070 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 221709 071 B001500 104769 071 C001500 628487 071 D001500 17 072 A001500 12 072 B001500 12203 072 C001500 0 072 D001500 0 072 E001500 0 072 F001500 1567 072 G001500 0 072 H001500 0 072 I001500 0 072 J001500 0 072 K001500 0 072 L001500 0 072 M001500 0 072 N001500 0 072 O001500 0 072 P001500 0 072 Q001500 0 072 R001500 0 072 S001500 0 072 T001500 3181 072 U001500 0 072 V001500 0 072 W001500 0 072 X001500 4748 072 Y001500 0 072 Z001500 7455 072AA001500 13035 072BB001500 0 072CC011500 14016 072CC021500 0 072DD011500 4708 072DD021500 6475 072EE001500 6023 073 A011500 0.0000 073 A021500 0.0000 073 B001500 0.1100 073 C001500 0.0000 074 A001500 0 PAGE 86 074 B001500 0 074 C001500 0 074 D001500 0 074 E001500 0 074 F001500 0 074 G001500 0 074 H001500 0 074 I001500 709648 074 J001500 0 074 K001500 0 074 L001500 3793 074 M001500 0 074 N001500 713441 074 O001500 639 074 P001500 467 074 Q001500 0 074 R011500 0 074 R021500 0 074 R031500 0 074 R041500 795 074 S001500 0 074 T001500 711540 074 U011500 19184 074 U021500 42783 074 V011500 0.00 074 V021500 0.00 074 W001500 0.0000 074 X001500 21458 074 Y001500 0 075 A001500 0 075 B001500 626811 076 001500 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 MARSHALL & ILSLEY CORP 025 B001701 - 025 C001701 E 025 D001701 8033 025 A001702 LINCOLN NATIONAL CORP 025 B001702 - 025 C001702 E 025 D001702 6451 025 A001703 GENWORTH FINANCIAL INC. 025 B001703 - 025 C001703 E 025 D001703 6225 PAGE 87 025 A001704 ZIONS BANCORPORATION 025 B001704 - 025 C001704 E 025 D001704 6070 025 A001705 PMI GROUP INC. 025 B001705 - 025 C001705 E 025 D001705 5968 025 A001706 WACHOVIA CORP 025 B001706 - 025 C001706 E 025 D001706 5392 025 A001707 SOVEREIGN BANCORP 025 B001707 - 025 C001707 E 025 D001707 5159 025 A001708 HIBERNIA CORP 025 B001708 - 025 C001708 E 025 D001708 4968 025 A001709 LOEWS CORP 025 B001709 - 025 C001709 E 025 D001709 4604 025 A001710 LEGG MASON INC. 025 B001710 52-0902557 025 C001710 E 025 D001710 4532 025 A001711 AMBAC FINANCIAL GROUP 025 B001711 - 025 C001711 E 025 D001711 4470 025 A001712 COMPASS BANCSHARES 025 B001712 - 025 C001712 E 025 D001712 4227 025 A001713 CITY NATIONAL CORP 025 B001713 - 025 C001713 E 025 D001713 4210 025 A001714 UNIONBANCAL CORP 025 B001714 - 025 C001714 E 025 D001714 4110 025 A001715 OLD REPUBLIC INT'L CORP 025 B001715 - 025 C001715 E 025 D001715 3920 025 A001716 GOLDEN WEST FINANCIAL 025 B001716 - 025 C001716 E PAGE 88 025 D001716 3067 025 A001717 MERCANTILE BANKSHARES 025 B001717 - 025 C001717 E 025 D001717 2818 025 A001718 CULLEN FROST BANKERS 025 B001718 - 025 C001718 E 025 D001718 2693 025 A001719 HARTFORD FINANCIAL SERVICES 025 B001719 - 025 C001719 E 025 D001719 2681 025 D001720 0 025 D001721 0 025 D001722 0 025 D001723 0 025 D001724 0 028 A011700 9395 028 A021700 0 028 A031700 0 028 A041700 3815 028 B011700 8032 028 B021700 4568 028 B031700 0 028 B041700 5668 028 C011700 11485 028 C021700 599 028 C031700 0 028 C041700 12484 028 D011700 9490 028 D021700 0 028 D031700 0 028 D041700 5909 028 E011700 30956 028 E021700 0 028 E031700 0 028 E041700 9085 028 F011700 17717 028 F021700 73 028 F031700 0 028 F041700 29647 028 G011700 87075 028 G021700 5240 028 G031700 0 028 G041700 66608 028 H001700 261 029 001700 Y 030 A001700 20 030 B001700 5.75 030 C001700 0.00 PAGE 89 031 A001700 4 031 B001700 0 032 001700 16 033 001700 0 034 001700 Y 035 001700 8 036 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 68 044 001700 0 045 001700 Y 046 001700 N 047 001700 Y 048 001700 0.000 048 A011700 500000 048 A021700 0.650 048 B011700 500000 048 B021700 0.600 048 C011700 500000 048 C021700 0.550 048 D011700 0 048 D021700 0.000 048 E011700 0 048 E021700 0.000 048 F011700 0 048 F021700 0.000 048 G011700 0 048 G021700 0.000 048 H011700 0 048 H021700 0.000 048 I011700 0 048 I021700 0.000 048 J011700 0 048 J021700 0.000 048 K011700 3000000 048 K021700 0.500 049 001700 N 050 001700 N PAGE 90 051 001700 N 052 001700 N 053 A001700 N 054 A001700 Y 054 B001700 Y 054 C001700 Y 054 D001700 N 054 E001700 N 054 F001700 N 054 G001700 Y 054 H001700 N 054 I001700 N 054 J001700 Y 054 K001700 N 054 L001700 Y 054 M001700 Y 054 N001700 N 054 O001700 Y 055 A001700 N 055 B001700 Y 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 0.0 062 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 PAGE 91 066 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 N 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 071 A001700 323571 071 B001700 323628 071 C001700 529518 071 D001700 61 072 A001700 12 072 B001700 415 072 C001700 11340 072 D001700 0 PAGE 92 072 E001700 0 072 F001700 3472 072 G001700 1116 072 H001700 0 072 I001700 137 072 J001700 39 072 K001700 0 072 L001700 88 072 M001700 27 072 N001700 45 072 O001700 0 072 P001700 1 072 Q001700 0 072 R001700 42 072 S001700 88 072 T001700 68 072 U001700 0 072 V001700 0 072 W001700 25 072 X001700 5148 072 Y001700 2 072 Z001700 6609 072AA001700 66140 072BB001700 0 072CC011700 27259 072CC021700 0 072DD011700 6155 072DD021700 106 072EE001700 40778 073 A011700 0.0000 073 A021700 0.0000 073 B001700 0.0000 073 C001700 0.0000 074 A001700 474 074 B001700 0 074 C001700 0 074 D001700 0 074 E001700 3375 074 F001700 589545 074 G001700 0 074 H001700 0 074 I001700 16619 074 J001700 3881 074 K001700 0 074 L001700 1649 074 M001700 1 074 N001700 615544 074 O001700 7614 074 P001700 455 074 Q001700 0 074 R011700 0 PAGE 93 074 R021700 0 074 R031700 0 074 R041700 507 074 S001700 0 074 T001700 606968 074 U011700 42122 074 U021700 1120 074 V011700 0.00 074 V021700 0.00 074 W001700 0.0000 074 X001700 1337 074 Y001700 0 075 A001700 0 075 B001700 536042 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 0 028 A011800 14385 028 A021800 47 028 A031800 0 028 A041800 6557 028 B011800 24048 028 B021800 55 028 B031800 0 028 B041800 9915 028 C011800 51118 028 C021800 62 028 C031800 0 028 C041800 21120 028 D011800 59413 028 D021800 79 028 D031800 0 028 D041800 26003 028 E011800 48872 028 E021800 110 028 E031800 0 028 E041800 50038 028 F011800 14106 PAGE 94 028 F021800 238 028 F031800 0 028 F041800 62181 028 G011800 211942 028 G021800 591 028 G031800 0 028 G041800 175814 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 203 044 001800 0 045 001800 Y 046 001800 N 047 001800 Y 048 001800 0.150 048 A011800 0 048 A021800 0.000 048 B011800 0 048 B021800 0.000 048 C011800 0 048 C021800 0.000 048 D011800 0 048 D021800 0.000 048 E011800 0 048 E021800 0.000 048 F011800 0 048 F021800 0.000 048 G011800 0 PAGE 95 048 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 N 055 B001800 N 056 001800 Y 057 001800 N 058 A001800 N 059 001800 Y 060 A001800 N 060 B001800 N 061 001800 1000 062 A001800 Y 062 B001800 0.0 062 C001800 0.0 062 D001800 0.0 062 E001800 99.4 062 F001800 0.0 062 G001800 0.0 062 H001800 0.0 062 I001800 0.0 062 J001800 0.0 062 K001800 0.0 PAGE 96 062 L001800 0.6 062 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 39 063 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 070 J021800 Y 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 PAGE 97 070 R021800 N 071 A001800 0 071 B001800 0 071 C001800 0 071 D001800 0 072 A001800 12 072 B001800 1352 072 C001800 0 072 D001800 0 072 E001800 0 072 F001800 133 072 G001800 88 072 H001800 0 072 I001800 4 072 J001800 11 072 K001800 0 072 L001800 53 072 M001800 28 072 N001800 0 072 O001800 0 072 P001800 0 072 Q001800 0 072 R001800 48 072 S001800 104 072 T001800 92 072 U001800 0 072 V001800 0 072 W001800 3 072 X001800 564 072 Y001800 295 072 Z001800 1083 072AA001800 2 072BB001800 0 072CC011800 0 072CC021800 0 072DD011800 17 072DD021800 1066 072EE001800 0 073 A011800 0.0000 073 A021800 0.0000 073 B001800 0.0000 073 C001800 0.0000 074 A001800 1 074 B001800 0 074 C001800 0 074 D001800 100436 074 E001800 0 074 F001800 0 074 G001800 0 074 H001800 0 074 I001800 0 PAGE 98 074 J001800 0 074 K001800 0 074 L001800 680 074 M001800 84 074 N001800 101201 074 O001800 0 074 P001800 59 074 Q001800 0 074 R011800 0 074 R021800 0 074 R031800 0 074 R041800 93 074 S001800 0 074 T001800 101049 074 U011800 2850 074 U021800 98183 074 V011800 0.00 074 V021800 0.00 074 W001800 0.0000 074 X001800 10 074 Y001800 0 075 A001800 88669 075 B001800 0 076 001800 0.00 015 A001901 BANK OF NEW YORK 015 B001901 C 015 C011901 NEW YORK 015 C021901 NY 015 C031901 10286 015 E011901 X 024 001900 N 025 D001901 0 025 D001902 0 025 D001903 0 025 D001904 0 025 D001905 0 025 D001906 0 025 D001907 0 025 D001908 0 028 A011900 1089 028 A021900 0 028 A031900 0 028 A041900 1024 028 B011900 1065 028 B021900 830 028 B031900 0 028 B041900 775 028 C011900 1728 028 C021900 24 028 C031900 0 028 C041900 3226 PAGE 99 028 D011900 583 028 D021900 0 028 D031900 0 028 D041900 982 028 E011900 3148 028 E021900 11 028 E031900 0 028 E041900 1244 028 F011900 2937 028 F021900 19 028 F031900 0 028 F041900 1725 028 G011900 10550 028 G021900 884 028 G031900 0 028 G041900 8976 028 H001900 115 029 001900 Y 030 A001900 9 030 B001900 3.25 030 C001900 0.00 031 A001900 1 031 B001900 0 032 001900 0 033 001900 8 034 001900 Y 035 001900 7 036 A001900 N 036 B001900 0 037 001900 N 038 001900 0 039 001900 N 040 001900 Y 041 001900 Y 042 A001900 0 042 B001900 0 042 C001900 0 042 D001900 100 042 E001900 0 042 F001900 0 042 G001900 0 042 H001900 0 043 001900 59 044 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 PAGE 100 048 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 054 J001900 Y 054 K001900 N 054 L001900 Y 054 M001900 Y 054 N001900 N 054 O001900 Y 055 A001900 N 055 B001900 Y 056 001900 Y 057 001900 N 058 A001900 N 059 001900 Y 060 A001900 N 060 B001900 N 061 001900 1000 062 A001900 Y PAGE 101 062 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 100.2 062 P001900 0.0 062 Q001900 0.0 062 R001900 4.1 063 A001900 0 063 B001900 7.5 064 A001900 Y 064 B001900 N 066 A001900 N 067 001900 N 068 A001900 N 068 B001900 N 069 001900 N 070 A011900 Y 070 A021900 N 070 B011900 Y 070 B021900 N 070 C011900 Y 070 C021900 N 070 D011900 Y 070 D021900 N 070 E011900 Y 070 E021900 N 070 F011900 Y 070 F021900 N 070 G011900 Y 070 G021900 N 070 H011900 Y 070 H021900 N 070 I011900 Y 070 I021900 N 070 J011900 Y 070 J021900 N 070 K011900 Y 070 K021900 Y 070 L011900 Y 070 L021900 N 070 M011900 Y PAGE 102 070 M021900 N 070 N011900 Y 070 N021900 N 070 O011900 Y 070 O021900 N 070 P011900 Y 070 P021900 N 070 Q011900 Y 070 Q021900 N 070 R011900 Y 070 R021900 N 071 A001900 32298 071 B001900 45143 071 C001900 125335 071 D001900 26 072 A001900 12 072 B001900 4862 072 C001900 43 072 D001900 0 072 E001900 0 072 F001900 513 072 G001900 253 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F032100 0 028 F042100 2916 028 G012100 36460 028 G022100 1568 028 G032100 0 028 G042100 17487 028 H002100 99 029 002100 Y 030 A002100 10 030 B002100 5.75 030 C002100 0.00 031 A002100 2 PAGE 106 031 B002100 0 032 002100 0 033 002100 8 034 002100 Y 035 002100 3 036 A002100 N 036 B002100 0 037 002100 N 038 002100 0 039 002100 N 040 002100 Y 041 002100 Y 042 A002100 0 042 B002100 0 042 C002100 0 042 D002100 100 042 E002100 0 042 F002100 0 042 G002100 0 042 H002100 0 043 002100 29 044 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 Y 056 002100 Y 057 002100 N 058 A002100 N PAGE 107 059 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 0.0 062 Q002100 0.0 062 R002100 0.0 063 A002100 0 063 B002100 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 PAGE 108 070 I012100 Y 070 I022100 N 070 J012100 Y 070 J022100 N 070 K012100 Y 070 K022100 Y 070 L012100 Y 070 L022100 Y 070 M012100 Y 070 M022100 N 070 N012100 Y 070 N022100 Y 070 O012100 Y 070 O022100 N 070 P012100 Y 070 P022100 N 070 Q012100 Y 070 Q022100 N 070 R012100 Y 070 R022100 N 071 A002100 124062 071 B002100 103459 071 C002100 170329 071 D002100 61 072 A002100 12 072 B002100 0 072 C002100 2010 072 D002100 0 072 E002100 36 072 F002100 1436 072 G002100 361 072 H002100 0 072 I002100 53 072 J002100 14 072 K002100 0 072 L002100 69 072 M002100 27 072 N002100 44 072 O002100 0 072 P002100 0 072 Q002100 0 072 R002100 49 072 S002100 88 072 T002100 29 072 U002100 0 072 V002100 0 072 W002100 12 072 X002100 2182 072 Y002100 22 072 Z002100 -114 072AA002100 15337 PAGE 109 072BB002100 0 072CC012100 0 072CC022100 7285 072DD012100 0 072DD022100 0 072EE002100 16040 073 A012100 0.0000 073 A022100 0.0000 073 B002100 0.0000 073 C002100 0.0000 074 A002100 1 074 B002100 15758 074 C002100 0 074 D002100 0 074 E002100 0 074 F002100 196756 074 G002100 0 074 H002100 0 074 I002100 9327 074 J002100 2551 074 K002100 18 074 L002100 443 074 M002100 0 074 N002100 224854 074 O002100 4114 074 P002100 187 074 Q002100 0 074 R012100 0 074 R022100 0 074 R032100 0 074 R042100 15917 074 S002100 0 074 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C002234 D 025 D002234 222 025 A002235 NATIONAL RURAL UTILITIES 025 B002235 - 025 C002235 D 025 D002235 212 025 A002236 CIT GROUP INC. 025 B002236 - 025 C002236 D 025 D002236 204 025 A002237 MERRILL LYNCH & CO. 025 B002237 13-5674085 025 C002237 D 025 D002237 197 025 A002238 MELLON FUNDING CORP 025 B002238 - 025 C002238 D 025 D002238 189 025 A002239 GENERAL MOTORS ACCEPTANCE CORP 025 B002239 - PAGE 113 025 C002239 D 025 D002239 175 025 A002240 HSBC HOLDINGS PLC 025 B002240 - 025 C002240 D 025 D002240 149 025 A002241 HARTFORD FINANCIAL SERVICES 025 B002241 - 025 C002241 D 025 D002241 145 025 A002242 AMERICAN EXPRESS 025 B002242 1988350 025 C002242 D 025 D002242 144 025 A002243 MASS MUTUAL LIFE 025 B002243 - 025 C002243 D 025 D002243 143 025 A002244 AMERICAN GENERAL FINANCE 025 B002244 - 025 C002244 D 025 D002244 135 025 A002245 CAPITAL ONE BANK 025 B002245 - 025 C002245 D 025 D002245 120 025 A002246 REGIONS FINANCIAL CORP 025 B002246 - 025 C002246 D 025 D002246 108 025 A002247 CHINATRUST 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LTD 025 B002247 - 025 C002247 D 025 D002247 103 025 A002248 SOUTHTRUST BANK 025 B002248 - 025 C002248 D 025 D002248 73 025 A002249 PRINCIPAL LIFE 025 B002249 - 025 C002249 D 025 D002249 51 025 A002250 PRUDENTIAL FINANCIAL 025 B002250 - 025 C002250 D 025 D002250 50 025 A002251 HARTFORD LIFE 025 B002251 - 025 C002251 D 025 D002251 38 025 A002252 CREDIT SUISSE FIRST BOSTON USA PAGE 114 025 B002252 13-5659485 025 C002252 D 025 D002252 30 025 A002253 POPULAR NORTH AMERICA 025 B002253 - 025 C002253 D 025 D002253 20 025 A002254 BARCLAYS BANK PLC 025 B002254 - 025 C002254 D 025 D002254 7 025 D002255 0 025 D002256 0 028 A012200 1767 028 A022200 13 028 A032200 0 028 A042200 2772 028 B012200 352 028 B022200 13 028 B032200 0 028 B042200 3919 028 C012200 1322 028 C022200 13 028 C032200 0 028 C042200 728 028 D012200 647 028 D022200 9 028 D032200 0 028 D042200 203 028 E012200 1265 028 E022200 9 028 E032200 0 028 E042200 1284 028 F012200 1064 028 F022200 9 028 F032200 0 028 F042200 443 028 G012200 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M012200 Y 070 M022200 N 070 N012200 Y 070 N022200 N 070 O012200 Y 070 O022200 Y 070 P012200 Y 070 P022200 N 070 Q012200 Y 070 Q022200 N 070 R012200 Y 070 R022200 N 071 A002200 21343 071 B002200 28056 071 C002200 54602 071 D002200 39 072 A002200 12 072 B002200 2645 072 C002200 18 072 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 PAGE 118 072 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 2663 072AA002200 70 072BB002200 0 072CC012200 0 072CC022200 1901 072DD012200 2631 072DD022200 0 072EE002200 196 073 A012200 0.4800 073 A022200 0.0000 073 B002200 0.0300 073 C002200 0.0000 074 A002200 0 074 B002200 0 074 C002200 515 074 D002200 50628 074 E002200 0 074 F002200 0 074 G002200 0 074 H002200 0 074 I002200 0 074 J002200 0 074 K002200 0 074 L002200 1567 074 M002200 0 074 N002200 52710 074 O002200 4 074 P002200 0 074 Q002200 0 074 R012200 0 074 R022200 0 074 R032200 0 074 R042200 8 074 S002200 0 074 T002200 52698 074 U012200 5170 074 U022200 0 074 V012200 10.19 074 V022200 0.00 074 W002200 0.0000 074 X002200 43 PAGE 119 074 Y002200 9239 075 A002200 0 075 B002200 56823 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 Y 025 A002301 LABRANCHE & CO. 025 B002301 - 025 C002301 D 025 D002301 53 025 A002302 E*TRADE FINANCIAL CORO 025 B002302 - 025 C002302 D 025 D002302 15 025 D002303 0 025 D002304 0 025 D002305 0 025 D002306 0 025 D002307 0 025 D002308 0 028 A012300 247 028 A022300 8 028 A032300 0 028 A042300 70 028 B012300 12 028 B022300 36 028 B032300 0 028 B042300 0 028 C012300 432 028 C022300 11 028 C032300 0 028 C042300 286 028 D012300 2 028 D022300 8 028 D032300 0 028 D042300 11 028 E012300 2 028 E022300 9 028 E032300 0 028 E042300 36 028 F012300 536 028 F022300 11 028 F032300 0 028 F042300 0 028 G012300 1231 028 G022300 83 PAGE 120 028 G032300 0 028 G042300 403 028 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 041 002300 N 042 A002300 0 042 B002300 0 042 C002300 0 042 D002300 0 042 E002300 0 042 F002300 0 042 G002300 0 042 H002300 0 043 002300 0 044 002300 0 045 002300 Y 046 002300 N 047 002300 N 048 002300 0.000 048 A012300 0 048 A022300 0.000 048 B012300 0 048 B022300 0.000 048 C012300 0 048 C022300 0.000 048 D012300 0 048 D022300 0.000 048 E012300 0 048 E022300 0.000 048 F012300 0 048 F022300 0.000 048 G012300 0 048 G022300 0.000 048 H012300 0 048 H022300 0.000 048 I012300 0 048 I022300 0.000 PAGE 121 048 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 N 054 B002300 N 054 C002300 N 054 D002300 N 054 E002300 N 054 F002300 N 054 G002300 N 054 H002300 N 054 I002300 N 054 J002300 N 054 K002300 N 054 L002300 N 054 M002300 N 054 N002300 N 054 O002300 N 055 A002300 N 055 B002300 Y 056 002300 Y 057 002300 N 058 A002300 N 059 002300 Y 060 A002300 Y 060 B002300 Y 061 002300 0 062 A002300 Y 062 B002300 0.0 062 C002300 0.0 062 D002300 0.0 062 E002300 0.0 062 F002300 0.0 062 G002300 0.0 062 H002300 0.0 062 I002300 0.0 062 J002300 0.0 062 K002300 0.0 062 L002300 5.4 062 M002300 0.0 062 N002300 0.0 062 O002300 0.0 062 P002300 88.1 062 Q002300 0.0 062 R002300 0.0 PAGE 122 063 A002300 0 063 B002300 5.9 064 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 070 J012300 Y 070 J022300 N 070 K012300 Y 070 K022300 Y 070 L012300 Y 070 L022300 Y 070 M012300 Y 070 M022300 Y 070 N012300 Y 070 N022300 Y 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 9098 071 B002300 9588 071 C002300 5499 071 D002300 165 072 A002300 12 072 B002300 409 PAGE 123 072 C002300 12 072 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 421 072AA002300 193 072BB002300 0 072CC012300 0 072CC022300 339 072DD012300 498 072DD022300 0 072EE002300 328 073 A012300 0.7500 073 A022300 0.0000 073 B002300 0.4900 073 C002300 0.0000 074 A002300 36 074 B002300 0 074 C002300 367 074 D002300 5981 074 E002300 0 074 F002300 0 074 G002300 0 074 H002300 0 074 I002300 0 074 J002300 5 074 K002300 0 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G032400 0 028 G042400 13183 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 041 002400 N 042 A002400 0 042 B002400 0 042 C002400 0 042 D002400 0 042 E002400 0 042 F002400 0 042 G002400 0 042 H002400 0 043 002400 0 044 002400 0 045 002400 Y 046 002400 N 047 002400 N 048 002400 0.000 048 A012400 0 048 A022400 0.000 048 B012400 0 048 B022400 0.000 048 C012400 0 048 C022400 0.000 048 D012400 0 048 D022400 0.000 048 E012400 0 048 E022400 0.000 048 F012400 0 PAGE 126 048 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 N 054 B002400 N 054 C002400 N 054 D002400 N 054 E002400 N 054 F002400 N 054 G002400 N 054 H002400 N 054 I002400 N 054 J002400 N 054 K002400 N 054 L002400 N 054 M002400 N 054 N002400 N 054 O002400 N 055 A002400 N 055 B002400 N 056 002400 Y 057 002400 N 058 A002400 N 059 002400 Y 060 A002400 Y 060 B002400 Y 061 002400 0 062 A002400 Y 062 B002400 0.0 062 C002400 10.2 062 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 PAGE 127 062 L002400 17.0 062 M002400 0.0 062 N002400 112.2 062 O002400 1.2 062 P002400 0.0 062 Q002400 39.1 062 R002400 0.0 063 A002400 0 063 B002400 3.1 064 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 070 G012400 Y 070 G022400 N 070 H012400 Y 070 H022400 N 070 I012400 Y 070 I022400 Y 070 J012400 Y 070 J022400 Y 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 PAGE 128 070 R022400 N 071 A002400 799589 071 B002400 811216 071 C002400 104572 071 D002400 765 072 A002400 12 072 B002400 1787 072 C002400 381 072 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 0 072 X002400 0 072 Y002400 0 072 Z002400 2168 072AA002400 670 072BB002400 0 072CC012400 0 072CC022400 639 072DD012400 2124 072DD022400 0 072EE002400 1449 073 A012400 0.2600 073 A022400 0.0000 073 B002400 0.1700 073 C002400 0.0000 074 A002400 48 074 B002400 0 074 C002400 21312 074 D002400 119227 074 E002400 0 074 F002400 0 074 G002400 0 074 H002400 0 074 I002400 0 PAGE 129 074 J002400 0 074 K002400 0 074 L002400 1224 074 M002400 0 074 N002400 141811 074 O002400 0 074 P002400 0 074 Q002400 0 074 R012400 0 074 R022400 0 074 R032400 0 074 R042400 63595 074 S002400 0 074 T002400 78216 074 U012400 7812 074 U022400 0 074 V012400 10.01 074 V022400 0.00 074 W002400 0.0000 074 X002400 45 074 Y002400 74513 075 A002400 0 075 B002400 82946 076 002400 0.00 015 A002501 BANK OF NEW YORK 015 B002501 C 015 C012501 NEW YORK 015 C022501 NY 015 C032501 10286 015 E012501 X 024 002500 Y 025 A002501 CITIGROUP INC. 025 B002501 13-3082694 025 C002501 E 025 D002501 62247 025 A002502 WACHOVIA CORP 025 B002502 - 025 C002502 E 025 D002502 44120 025 A002503 MERRILL LYNCH & CO. 025 B002503 13-5674085 025 C002503 E 025 D002503 40387 025 A002504 GENWORTH FINANCIAL INC. 025 B002504 - 025 C002504 E 025 D002504 30195 025 A002505 US BANCORP 025 B002505 41-0953246 025 C002505 E 025 D002505 29543 PAGE 130 025 A002506 WELLS FARGO & CO. 025 B002506 - 025 C002506 E 025 D002506 29099 025 A002507 GOLDMAN SACHS GROUP 025 B002507 13-5108880 025 C002507 E 025 D002507 22427 025 A002508 BANK OF NEW YORK 025 B002508 13-4941102 025 C002508 E 025 D002508 19812 025 A002509 JP MORGAN CHASE & CO. 025 B002509 13-3112953 025 C002509 E 025 D002509 17013 025 A002510 MEDCO HEALTH SOLUTIONS 025 B002510 - 025 C002510 E 025 D002510 14797 025 A002511 MARSHALL & ILSLEY CORP 025 B002511 - 025 C002511 E 025 D002511 13473 025 A002512 UNIONBANCAL CORP 025 B002512 - 025 C002512 E 025 D002512 12973 025 A002513 GENWORTH FINANCIAL INC. 025 B002513 - 025 C002513 E 025 D002513 4369 025 A002514 PHH CORP 025 B002514 - 025 C002514 E 025 D002514 661 025 D002515 0 025 D002516 0 028 A012500 25009 028 A022500 0 028 A032500 0 028 A042500 12812 028 B012500 40382 028 B022500 0 028 B032500 0 028 B042500 23445 028 C012500 55707 028 C022500 3100 028 C032500 0 028 C042500 25021 028 D012500 38717 PAGE 131 028 D022500 0 028 D032500 0 028 D042500 21125 028 E012500 58634 028 E022500 0 028 E032500 0 028 E042500 42638 028 F012500 64615 028 F022500 3036 028 F032500 0 028 F042500 30896 028 G012500 283064 028 G022500 6136 028 G032500 0 028 G042500 155937 028 H002500 1306 029 002500 Y 030 A002500 107 030 B002500 5.75 030 C002500 0.00 031 A002500 19 031 B002500 0 032 002500 88 033 002500 0 034 002500 Y 035 002500 109 036 A002500 N 036 B002500 0 037 002500 N 038 002500 0 039 002500 N 040 002500 Y 041 002500 Y 042 A002500 0 042 B002500 0 042 C002500 0 042 D002500 100 042 E002500 0 042 F002500 0 042 G002500 0 042 H002500 0 043 002500 1643 044 002500 0 045 002500 Y 046 002500 N 047 002500 Y 048 002500 0.000 048 A012500 500000 048 A022500 0.600 048 B012500 500000 048 B022500 0.550 PAGE 132 048 C012500 500000 048 C022500 0.500 048 D012500 1500000 048 D022500 0.450 048 E012500 3000000 048 E022500 0.430 048 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 6000000 048 K022500 0.410 049 002500 N 050 002500 N 051 002500 N 052 002500 N 053 A002500 Y 053 B002500 Y 053 C002500 N 054 A002500 Y 054 B002500 Y 054 C002500 Y 054 D002500 N 054 E002500 N 054 F002500 N 054 G002500 Y 054 H002500 N 054 I002500 N 054 J002500 Y 054 K002500 N 054 L002500 Y 054 M002500 Y 054 N002500 N 054 O002500 Y 055 A002500 N 055 B002500 N 056 002500 Y 057 002500 N 058 A002500 N 059 002500 Y 060 A002500 Y 060 B002500 Y 061 002500 1000 062 A002500 N 062 B002500 0.0 PAGE 133 062 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 N 070 E012500 Y 070 E022500 N 070 F012500 Y 070 F022500 N 070 G012500 Y 070 G022500 N 070 H012500 Y 070 H022500 N 070 I012500 Y 070 I022500 N 070 J012500 Y 070 J022500 N 070 K012500 Y 070 K022500 Y PAGE 134 070 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 943154 071 B002500 797071 071 C002500 1517010 071 D002500 52 072 A002500 12 072 B002500 0 072 C002500 37565 072 D002500 0 072 E002500 17 072 F002500 9382 072 G002500 3205 072 H002500 0 072 I002500 411 072 J002500 89 072 K002500 0 072 L002500 121 072 M002500 27 072 N002500 54 072 O002500 0 072 P002500 0 072 Q002500 0 072 R002500 40 072 S002500 86 072 T002500 1643 072 U002500 0 072 V002500 0 072 W002500 477 072 X002500 15535 072 Y002500 1952 072 Z002500 23999 072AA002500 70719 072BB002500 0 072CC012500 90473 072CC022500 0 072DD012500 19810 072DD022500 4059 072EE002500 0 PAGE 135 073 A012500 0.0000 073 A022500 0.0000 073 B002500 0.0000 073 C002500 0.0000 074 A002500 0 074 B002500 51027 074 C002500 0 074 D002500 0 074 E002500 4369 074 F002500 1717909 074 G002500 0 074 H002500 0 074 I002500 41510 074 J002500 3594 074 K002500 0 074 L002500 10055 074 M002500 0 074 N002500 1828464 074 O002500 3401 074 P002500 1336 074 Q002500 0 074 R012500 0 074 R022500 0 074 R032500 0 074 R042500 53034 074 S002500 0 074 T002500 1770693 074 U012500 104934 074 U022500 30285 074 V012500 0.00 074 V022500 0.00 074 W002500 0.0000 074 X002500 24887 074 Y002500 51 075 A002500 0 075 B002500 1541273 076 002500 0.00 015 A002601 BANK OF NEW YORK 015 B002601 C 015 C012601 NEW YORK 015 C022601 NY 015 C032601 10286 015 E012601 X 024 002600 N 025 D002601 0 025 D002602 0 025 D002603 0 025 D002604 0 025 D002605 0 025 D002606 0 025 D002607 0 PAGE 136 025 D002608 0 028 A012600 2469 028 A022600 0 028 A032600 0 028 A042600 4205 028 B012600 5023 028 B022600 193 028 B032600 0 028 B042600 4025 028 C012600 16137 028 C022600 287 028 C032600 0 028 C042600 2814 028 D012600 2842 028 D022600 0 028 D032600 0 028 D042600 2740 028 E012600 9492 028 E022600 142 028 E032600 0 028 E042600 4031 028 F012600 6151 028 F022600 125 028 F032600 0 028 F042600 10018 028 G012600 42114 028 G022600 747 028 G032600 0 028 G042600 27833 028 H002600 293 029 002600 Y 030 A002600 16 030 B002600 3.25 030 C002600 0.00 031 A002600 1 031 B002600 0 032 002600 0 033 002600 15 034 002600 Y 035 002600 5 036 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 PAGE 137 042 E002600 0 042 F002600 0 042 G002600 0 042 H002600 0 043 002600 301 044 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 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070 D012600 Y 070 D022600 N 070 E012600 Y 070 E022600 N 070 F012600 Y 070 F022600 N PAGE 139 070 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 N 070 P012600 Y 070 P022600 N 070 Q012600 Y 070 Q022600 N 070 R012600 Y 070 R022600 N 071 A002600 48370 071 B002600 46245 071 C002600 336748 071 D002600 14 072 A002600 12 072 B002600 15174 072 C002600 51 072 D002600 0 072 E002600 0 072 F002600 1371 072 G002600 673 072 H002600 0 072 I002600 94 072 J002600 21 072 K002600 0 072 L002600 21 072 M002600 28 072 N002600 0 072 O002600 0 072 P002600 0 072 Q002600 0 072 R002600 33 072 S002600 81 072 T002600 301 072 U002600 0 072 V002600 0 072 W002600 43 PAGE 140 072 X002600 2666 072 Y002600 651 072 Z002600 13210 072AA002600 0 072BB002600 325 072CC012600 0 072CC022600 10702 072DD012600 10764 072DD022600 2507 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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 0 048 J023000 0.000 048 K013000 0 048 K023000 0.000 049 003000 N 050 003000 N 051 003000 N 052 003000 N 053 A003000 Y 053 B003000 Y 053 C003000 N 054 A003000 Y 054 B003000 Y 054 C003000 Y 054 D003000 N 054 E003000 N 054 F003000 N 054 G003000 Y 054 H003000 N 054 I003000 N 054 J003000 Y 054 K003000 N 054 L003000 Y 054 M003000 Y 054 N003000 N 054 O003000 Y 055 A003000 N 055 B003000 N 056 003000 Y 057 003000 N 058 A003000 N 059 003000 Y 060 A003000 N 060 B003000 N PAGE 159 061 003000 1000 062 A003000 Y 062 B003000 0.0 062 C003000 0.0 062 D003000 0.0 062 E003000 0.0 062 F003000 0.0 062 G003000 0.0 062 H003000 0.0 062 I003000 0.0 062 J003000 0.0 062 K003000 0.0 062 L003000 0.0 062 M003000 0.0 062 N003000 0.0 062 O003000 98.8 062 P003000 0.0 062 Q003000 0.0 062 R003000 0.4 063 A003000 0 063 B003000 8.9 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M003400 0.0 062 N003400 0.0 062 O003400 102.0 062 P003400 0.0 062 Q003400 0.0 062 R003400 0.1 063 A003400 0 063 B003400 8.2 064 A003400 Y 064 B003400 N 066 A003400 N 067 003400 N 068 A003400 N 068 B003400 N 069 003400 N 070 A013400 Y 070 A023400 N 070 B013400 Y 070 B023400 N 070 C013400 Y 070 C023400 N 070 D013400 Y 070 D023400 N 070 E013400 Y 070 E023400 N 070 F013400 Y 070 F023400 N 070 G013400 Y 070 G023400 N 070 H013400 Y 070 H023400 N 070 I013400 Y 070 I023400 N 070 J013400 Y 070 J023400 N 070 K013400 Y 070 K023400 Y 070 L013400 Y 070 L023400 N 070 M013400 Y 070 M023400 N 070 N013400 Y 070 N023400 N 070 O013400 Y 070 O023400 N 070 P013400 Y 070 P023400 N 070 Q013400 Y 070 Q023400 N PAGE 181 070 R013400 Y 070 R023400 N 071 A003400 35675 071 B003400 55082 071 C003400 236547 071 D003400 15 072 A003400 12 072 B003400 10237 072 C003400 38 072 D003400 0 072 E003400 0 072 F003400 959 072 G003400 474 072 H003400 0 072 I003400 68 072 J003400 16 072 K003400 0 072 L003400 16 072 M003400 28 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10286 015 E013501 X 024 003500 N 025 D003501 0 025 D003502 0 025 D003503 0 025 D003504 0 025 D003505 0 025 D003506 0 025 D003507 0 025 D003508 0 028 A013500 21152 028 A023500 0 028 A033500 0 028 A043500 47181 028 B013500 35450 028 B023500 229 028 B033500 0 028 B043500 34635 028 C013500 53953 028 C023500 433 028 C033500 0 PAGE 183 028 C043500 47434 028 D013500 19580 028 D023500 0 028 D033500 0 028 D043500 32415 028 E013500 15267 028 E023500 217 028 E033500 0 028 E043500 35943 028 F013500 28376 028 F023500 405 028 F033500 0 028 F043500 49087 028 G013500 173778 028 G023500 1284 028 G033500 0 028 G043500 246695 028 H003500 291 029 003500 Y 030 A003500 10 030 B003500 1.00 030 C003500 0.00 031 A003500 3 031 B003500 0 032 003500 0 033 003500 7 034 003500 Y 035 003500 58 036 A003500 N 036 B003500 0 037 003500 N 038 003500 0 039 003500 N 040 003500 Y 041 003500 Y 042 A003500 0 042 B003500 0 042 C003500 0 042 D003500 100 042 E003500 0 042 F003500 0 042 G003500 0 042 H003500 0 043 003500 746 044 003500 0 045 003500 Y 046 003500 N 047 003500 Y 048 003500 0.300 048 A013500 0 048 A023500 0.000 PAGE 184 048 B013500 0 048 B023500 0.000 048 C013500 0 048 C023500 0.000 048 D013500 0 048 D023500 0.000 048 E013500 0 048 E023500 0.000 048 F013500 0 048 F023500 0.000 048 G013500 0 048 G023500 0.000 048 H013500 0 048 H023500 0.000 048 I013500 0 048 I023500 0.000 048 J013500 0 048 J023500 0.000 048 K013500 0 048 K023500 0.000 049 003500 N 050 003500 N 051 003500 N 052 003500 N 053 A003500 Y 053 B003500 Y 053 C003500 N 054 A003500 Y 054 B003500 Y 054 C003500 Y 054 D003500 N 054 E003500 N 054 F003500 N 054 G003500 Y 054 H003500 N 054 I003500 N 054 J003500 Y 054 K003500 N 054 L003500 Y 054 M003500 Y 054 N003500 N 054 O003500 Y 055 A003500 N 055 B003500 N 056 003500 Y 057 003500 N 058 A003500 N 059 003500 Y 060 A003500 Y 060 B003500 Y 061 003500 1000 PAGE 185 062 A003500 Y 062 B003500 0.0 062 C003500 0.0 062 D003500 0.0 062 E003500 0.0 062 F003500 0.0 062 G003500 0.0 062 H003500 0.0 062 I003500 0.0 062 J003500 0.0 062 K003500 0.0 062 L003500 0.0 062 M003500 0.0 062 N003500 0.0 062 O003500 99.1 062 P003500 0.0 062 Q003500 0.0 062 R003500 0.1 063 A003500 0 063 B003500 1.9 064 A003500 Y 064 B003500 N 066 A003500 N 067 003500 N 068 A003500 N 068 B003500 N 069 003500 N 070 A013500 Y 070 A023500 N 070 B013500 Y 070 B023500 N 070 C013500 Y 070 C023500 N 070 D013500 Y 070 D023500 N 070 E013500 Y 070 E023500 N 070 F013500 Y 070 F023500 N 070 G013500 Y 070 G023500 N 070 H013500 Y 070 H023500 N 070 I013500 Y 070 I023500 N 070 J013500 Y 070 J023500 N 070 K013500 Y 070 K023500 Y 070 L013500 Y 070 L023500 N PAGE 186 070 M013500 Y 070 M023500 N 070 N013500 Y 070 N023500 N 070 O013500 Y 070 O023500 N 070 P013500 Y 070 P023500 N 070 Q013500 Y 070 Q023500 N 070 R013500 Y 070 R023500 N 071 A003500 188640 071 B003500 429128 071 C003500 942589 071 D003500 17 072 A003500 12 072 B003500 29237 072 C003500 109 072 D003500 0 072 E003500 0 072 F003500 3123 072 G003500 2119 072 H003500 0 072 I003500 320 072 J003500 67 072 K003500 0 072 L003500 40 072 M003500 27 072 N003500 41 072 O003500 0 072 P003500 1 072 Q003500 0 072 R003500 28 072 S003500 80 072 T003500 746 072 U003500 0 072 V003500 0 072 W003500 84 072 X003500 6676 072 Y003500 1654 072 Z003500 24324 072AA003500 0 072BB003500 1951 072CC013500 0 072CC023500 21067 072DD013500 21152 072DD023500 3172 072EE003500 0 073 A013500 0.0000 073 A023500 0.0000 PAGE 187 073 B003500 0.0000 073 C003500 0.0000 074 A003500 0 074 B003500 0 074 C003500 0 074 D003500 954030 074 E003500 0 074 F003500 0 074 G003500 0 074 H003500 0 074 I003500 1014 074 J003500 2000 074 K003500 0 074 L003500 12612 074 M003500 0 074 N003500 969656 074 O003500 0 074 P003500 479 074 Q003500 0 074 R013500 0 074 R023500 0 074 R033500 0 074 R043500 6357 074 S003500 0 074 T003500 962820 074 U013500 82367 074 U023500 11940 074 V013500 0.00 074 V023500 0.00 074 W003500 0.0000 074 X003500 2095 074 Y003500 0 075 A003500 0 075 B003500 1068366 076 003500 0.00 015 A003601 BANK OF NEW YORK 015 B003601 C 015 C013601 NEW YORK 015 C023601 NY 015 C033601 10286 015 E013601 X 024 003600 N 025 D003601 0 025 D003602 0 025 D003603 0 025 D003604 0 025 D003605 0 025 D003606 0 025 D003607 0 025 D003608 0 028 A013600 13866 PAGE 188 028 A023600 0 028 A033600 0 028 A043600 14596 028 B013600 12789 028 B023600 580 028 B033600 0 028 B043600 21333 028 C013600 22799 028 C023600 198 028 C033600 0 028 C043600 30293 028 D013600 8229 028 D023600 0 028 D033600 0 028 D043600 17816 028 E013600 18048 028 E023600 99 028 E033600 0 028 E043600 20984 028 F013600 21314 028 F023600 186 028 F033600 0 028 F043600 32079 028 G013600 97045 028 G023600 1063 028 G033600 0 028 G043600 137101 028 H003600 65 029 003600 Y 030 A003600 6 030 B003600 3.25 030 C003600 0.00 031 A003600 1 031 B003600 0 032 003600 5 033 003600 0 034 003600 Y 035 003600 4 036 A003600 N 036 B003600 1 037 003600 N 038 003600 0 039 003600 N 040 003600 Y 041 003600 Y 042 A003600 0 042 B003600 0 042 C003600 0 042 D003600 100 042 E003600 0 042 F003600 0 PAGE 189 042 G003600 0 042 H003600 0 043 003600 71 044 003600 0 045 003600 Y 046 003600 N 047 003600 Y 048 003600 0.400 048 A013600 0 048 A023600 0.000 048 B013600 0 048 B023600 0.000 048 C013600 0 048 C023600 0.000 048 D013600 0 048 D023600 0.000 048 E013600 0 048 E023600 0.000 048 F013600 0 048 F023600 0.000 048 G013600 0 048 G023600 0.000 048 H013600 0 048 H023600 0.000 048 I013600 0 048 I023600 0.000 048 J013600 0 048 J023600 0.000 048 K013600 0 048 K023600 0.000 049 003600 N 050 003600 N 051 003600 N 052 003600 N 053 A003600 Y 053 B003600 Y 053 C003600 N 054 A003600 Y 054 B003600 Y 054 C003600 Y 054 D003600 N 054 E003600 N 054 F003600 N 054 G003600 Y 054 H003600 N 054 I003600 N 054 J003600 Y 054 K003600 N 054 L003600 Y 054 M003600 Y 054 N003600 N PAGE 190 054 O003600 Y 055 A003600 N 055 B003600 N 056 003600 Y 057 003600 N 058 A003600 N 059 003600 Y 060 A003600 Y 060 B003600 Y 061 003600 1000 062 A003600 Y 062 B003600 0.0 062 C003600 0.0 062 D003600 0.0 062 E003600 0.0 062 F003600 0.0 062 G003600 0.0 062 H003600 0.0 062 I003600 0.0 062 J003600 0.0 062 K003600 0.0 062 L003600 0.0 062 M003600 0.0 062 N003600 0.0 062 O003600 95.7 062 P003600 0.0 062 Q003600 0.0 062 R003600 6.1 063 A003600 0 063 B003600 7.9 064 A003600 Y 064 B003600 N 066 A003600 N 067 003600 N 068 A003600 N 068 B003600 N 069 003600 N 070 A013600 Y 070 A023600 N 070 B013600 Y 070 B023600 N 070 C013600 Y 070 C023600 N 070 D013600 Y 070 D023600 N 070 E013600 Y 070 E023600 N 070 F013600 Y 070 F023600 N 070 G013600 Y 070 G023600 N PAGE 191 070 H013600 Y 070 H023600 N 070 I013600 Y 070 I023600 N 070 J013600 Y 070 J023600 N 070 K013600 Y 070 K023600 Y 070 L013600 Y 070 L023600 N 070 M013600 Y 070 M023600 N 070 N013600 Y 070 N023600 N 070 O013600 Y 070 O023600 N 070 P013600 Y 070 P023600 N 070 Q013600 Y 070 Q023600 N 070 R013600 Y 070 R023600 N 071 A003600 361116 071 B003600 548203 071 C003600 1703530 071 D003600 21 072 A003600 12 072 B003600 77497 072 C003600 429 072 D003600 0 072 E003600 0 072 F003600 6730 072 G003600 3465 072 H003600 0 072 I003600 484 072 J003600 103 072 K003600 0 072 L003600 38 072 M003600 27 072 N003600 62 072 O003600 0 072 P003600 2 072 Q003600 0 072 R003600 28 072 S003600 82 072 T003600 180 072 U003600 0 072 V003600 0 072 W003600 109 072 X003600 11310 072 Y003600 2346 PAGE 192 072 Z003600 68962 072AA003600 5912 072BB003600 0 072CC013600 0 072CC023600 59923 072DD013600 67413 072DD023600 1549 072EE003600 2746 073 A013600 0.0000 073 A023600 0.0000 073 B003600 0.0158 073 C003600 0.0000 074 A003600 1 074 B003600 0 074 C003600 0 074 D003600 1607246 074 E003600 0 074 F003600 0 074 G003600 0 074 H003600 0 074 I003600 102761 074 J003600 0 074 K003600 62 074 L003600 22518 074 M003600 0 074 N003600 1732588 074 O003600 46183 074 P003600 798 074 Q003600 0 074 R013600 0 074 R023600 0 074 R033600 0 074 R043600 6375 074 S003600 0 074 T003600 1679232 074 U013600 162568 074 U023600 3937 074 V013600 0.00 074 V023600 0.00 074 W003600 0.0000 074 X003600 547 074 Y003600 0 075 A003600 0 075 B003600 1756262 076 003600 0.00 015 A003701 BANK OF NEW YORK 015 B003701 C 015 C013701 NEW YORK 015 C023701 NY 015 C033701 10286 015 E013701 X PAGE 193 024 003700 N 025 D003701 0 025 D003702 0 025 D003703 0 025 D003704 0 025 D003705 0 025 D003706 0 025 D003707 0 025 D003708 0 028 A013700 1012 028 A023700 0 028 A033700 0 028 A043700 2160 028 B013700 1872 028 B023700 157 028 B033700 0 028 B043700 1589 028 C013700 789 028 C023700 174 028 C033700 0 028 C043700 2591 028 D013700 129 028 D023700 0 028 D033700 0 028 D043700 2465 028 E013700 809 028 E023700 83 028 E033700 0 028 E043700 2024 028 F013700 858 028 F023700 150 028 F033700 0 028 F043700 1853 028 G013700 5469 028 G023700 564 028 G033700 0 028 G043700 12682 028 H003700 268 029 003700 Y 030 A003700 33 030 B003700 4.75 030 C003700 0.00 031 A003700 4 031 B003700 0 032 003700 29 033 003700 0 034 003700 Y 035 003700 22 036 A003700 Y 036 B003700 0 037 003700 N PAGE 194 038 003700 0 039 003700 N 040 003700 Y 041 003700 Y 042 A003700 0 042 B003700 0 042 C003700 0 042 D003700 100 042 E003700 0 042 F003700 0 042 G003700 0 042 H003700 0 043 003700 73 044 003700 0 045 003700 Y 046 003700 N 047 003700 Y 048 003700 0.500 048 A013700 0 048 A023700 0.000 048 B013700 0 048 B023700 0.000 048 C013700 0 048 C023700 0.000 048 D013700 0 048 D023700 0.000 048 E013700 0 048 E023700 0.000 048 F013700 0 048 F023700 0.000 048 G013700 0 048 G023700 0.000 048 H013700 0 048 H023700 0.000 048 I013700 0 048 I023700 0.000 048 J013700 0 048 J023700 0.000 048 K013700 0 048 K023700 0.000 049 003700 N 050 003700 N 051 003700 N 052 003700 N 053 A003700 Y 053 B003700 Y 053 C003700 N 054 A003700 Y 054 B003700 Y 054 C003700 Y 054 D003700 N PAGE 195 054 E003700 N 054 F003700 N 054 G003700 Y 054 H003700 N 054 I003700 N 054 J003700 Y 054 K003700 N 054 L003700 Y 054 M003700 Y 054 N003700 N 054 O003700 Y 055 A003700 N 055 B003700 Y 056 003700 Y 057 003700 N 058 A003700 N 059 003700 Y 060 A003700 N 060 B003700 N 061 003700 1000 062 A003700 Y 062 B003700 0.0 062 C003700 0.0 062 D003700 0.0 062 E003700 0.0 062 F003700 0.0 062 G003700 0.0 062 H003700 0.0 062 I003700 0.0 062 J003700 0.0 062 K003700 0.0 062 L003700 0.0 062 M003700 0.0 062 N003700 0.0 062 O003700 97.7 062 P003700 0.0 062 Q003700 0.0 062 R003700 0.8 063 A003700 0 063 B003700 11.0 064 A003700 Y 064 B003700 N 066 A003700 N 067 003700 N 068 A003700 N 068 B003700 N 069 003700 N 070 A013700 Y 070 A023700 N 070 B013700 Y 070 B023700 N PAGE 196 070 C013700 Y 070 C023700 N 070 D013700 Y 070 D023700 N 070 E013700 Y 070 E023700 N 070 F013700 Y 070 F023700 N 070 G013700 Y 070 G023700 N 070 H013700 Y 070 H023700 N 070 I013700 Y 070 I023700 N 070 J013700 Y 070 J023700 N 070 K013700 Y 070 K023700 Y 070 L013700 Y 070 L023700 N 070 M013700 Y 070 M023700 N 070 N013700 Y 070 N023700 N 070 O013700 Y 070 O023700 N 070 P013700 Y 070 P023700 N 070 Q013700 Y 070 Q023700 N 070 R013700 Y 070 R023700 N 071 A003700 11479 071 B003700 28343 071 C003700 94404 071 D003700 12 072 A003700 12 072 B003700 4634 072 C003700 10 072 D003700 0 072 E003700 0 072 F003700 449 072 G003700 190 072 H003700 0 072 I003700 22 072 J003700 7 072 K003700 0 072 L003700 14 072 M003700 28 072 N003700 4 072 O003700 0 PAGE 197 072 P003700 1 072 Q003700 0 072 R003700 31 072 S003700 96 072 T003700 189 072 U003700 0 072 V003700 0 072 W003700 18 072 X003700 1049 072 Y003700 283 072 Z003700 3878 072AA003700 1254 072BB003700 0 072CC013700 0 072CC023700 4916 072DD013700 2090 072DD023700 1788 072EE003700 1116 073 A013700 0.0000 073 A023700 0.0000 073 B003700 0.0000 073 C003700 0.0000 074 A003700 1 074 B003700 0 074 C003700 0 074 D003700 85713 074 E003700 0 074 F003700 0 074 G003700 0 074 H003700 0 074 I003700 725 074 J003700 0 074 K003700 0 074 L003700 1731 074 M003700 0 074 N003700 88170 074 O003700 0 074 P003700 121 074 Q003700 0 074 R013700 0 074 R023700 0 074 R033700 0 074 R043700 297 074 S003700 0 074 T003700 87752 074 U013700 4640 074 U023700 4549 074 V013700 0.00 074 V023700 0.00 074 W003700 0.0000 074 X003700 974 PAGE 198 074 Y003700 0 075 A003700 0 075 B003700 95982 076 003700 0.00 015 A003801 BANK OF NEW YORK 015 B003801 C 015 C013801 NEW YORK 015 C023801 NY 015 C033801 10286 015 E013801 X 024 003800 N 025 D003801 0 025 D003802 0 025 D003803 0 025 D003804 0 025 D003805 0 025 D003806 0 025 D003807 0 025 D003808 0 028 A013800 2129 028 A023800 0 028 A033800 0 028 A043800 7277 028 B013800 3006 028 B023800 90 028 B033800 0 028 B043800 6468 028 C013800 2918 028 C023800 183 028 C033800 0 028 C043800 10322 028 D013800 2915 028 D023800 0 028 D033800 0 028 D043800 11228 028 E013800 5022 028 E023800 105 028 E033800 0 028 E043800 8230 028 F013800 21895 028 F023800 218 028 F033800 0 028 F043800 8209 028 G013800 37885 028 G023800 596 028 G033800 0 028 G043800 51734 028 H003800 226 029 003800 Y 030 A003800 12 030 B003800 3.25 PAGE 199 030 C003800 0.00 031 A003800 1 031 B003800 0 032 003800 11 033 003800 0 034 003800 Y 035 003800 59 036 A003800 N 036 B003800 0 037 003800 N 038 003800 0 039 003800 N 040 003800 Y 041 003800 Y 042 A003800 0 042 B003800 0 042 C003800 0 042 D003800 100 042 E003800 0 042 F003800 0 042 G003800 0 042 H003800 0 043 003800 365 044 003800 0 045 003800 Y 046 003800 N 047 003800 Y 048 003800 0.000 048 A013800 500000 048 A023800 0.300 048 B013800 500000 048 B023800 0.250 048 C013800 500000 048 C023800 0.250 048 D013800 1500000 048 D023800 0.250 048 E013800 3000000 048 E023800 0.250 048 F013800 0 048 F023800 0.000 048 G013800 0 048 G023800 0.000 048 H013800 0 048 H023800 0.000 048 I013800 0 048 I023800 0.000 048 J013800 0 048 J023800 0.000 048 K013800 6000000 048 K023800 0.250 049 003800 N PAGE 200 050 003800 N 051 003800 N 052 003800 N 053 A003800 Y 053 B003800 N 053 C003800 N 054 A003800 Y 054 B003800 Y 054 C003800 Y 054 D003800 N 054 E003800 N 054 F003800 N 054 G003800 Y 054 H003800 N 054 I003800 N 054 J003800 Y 054 K003800 N 054 L003800 Y 054 M003800 Y 054 N003800 N 054 O003800 Y 055 A003800 N 055 B003800 N 056 003800 Y 057 003800 N 058 A003800 N 059 003800 Y 060 A003800 Y 060 B003800 Y 061 003800 1000 062 A003800 Y 062 B003800 0.0 062 C003800 8.4 062 D003800 45.1 062 E003800 0.0 062 F003800 0.0 062 G003800 0.0 062 H003800 0.0 062 I003800 0.0 062 J003800 0.0 062 K003800 0.0 062 L003800 -57.1 062 M003800 49.0 062 N003800 43.6 062 O003800 0.0 062 P003800 0.0 062 Q003800 7.0 062 R003800 0.0 063 A003800 0 063 B003800 4.1 064 A003800 N PAGE 201 064 B003800 N 066 A003800 N 067 003800 N 068 A003800 N 068 B003800 N 069 003800 N 070 A013800 Y 070 A023800 N 070 B013800 Y 070 B023800 N 070 C013800 Y 070 C023800 N 070 D013800 Y 070 D023800 N 070 E013800 Y 070 E023800 Y 070 F013800 Y 070 F023800 N 070 G013800 Y 070 G023800 N 070 H013800 Y 070 H023800 N 070 I013800 Y 070 I023800 Y 070 J013800 Y 070 J023800 N 070 K013800 Y 070 K023800 Y 070 L013800 Y 070 L023800 N 070 M013800 Y 070 M023800 N 070 N013800 Y 070 N023800 Y 070 O013800 Y 070 O023800 N 070 P013800 Y 070 P023800 N 070 Q013800 Y 070 Q023800 N 070 R013800 Y 070 R023800 N 071 A003800 522244 071 B003800 477589 071 C003800 370327 071 D003800 129 072 A003800 12 072 B003800 12601 072 C003800 68 072 D003800 0 072 E003800 76 PAGE 202 072 F003800 1118 072 G003800 637 072 H003800 0 072 I003800 110 072 J003800 24 072 K003800 0 072 L003800 29 072 M003800 25 072 N003800 34 072 O003800 0 072 P003800 0 072 Q003800 0 072 R003800 31 072 S003800 81 072 T003800 365 072 U003800 0 072 V003800 0 072 W003800 132 072 X003800 2586 072 Y003800 0 072 Z003800 10159 072AA003800 0 072BB003800 1885 072CC013800 0 072CC023800 12235 072DD013800 8635 072DD023800 1393 072EE003800 1782 073 A013800 0.0000 073 A023800 0.0000 073 B003800 0.0000 073 C003800 0.0000 074 A003800 31 074 B003800 160496 074 C003800 29960 074 D003800 351171 074 E003800 0 074 F003800 0 074 G003800 0 074 H003800 0 074 I003800 3044 074 J003800 0 074 K003800 0 074 L003800 3253 074 M003800 1 074 N003800 547956 074 O003800 30004 074 P003800 87 074 Q003800 0 074 R013800 0 074 R023800 0 PAGE 203 074 R033800 0 074 R043800 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K013900 6000000 048 K023900 0.300 049 003900 N 050 003900 N 051 003900 N 052 003900 N 053 A003900 Y 053 B003900 Y 053 C003900 N 054 A003900 Y 054 B003900 Y 054 C003900 Y 054 D003900 N 054 E003900 N 054 F003900 N 054 G003900 Y 054 H003900 N 054 I003900 N 054 J003900 Y 054 K003900 N 054 L003900 Y 054 M003900 Y 054 N003900 N 054 O003900 Y 055 A003900 N 055 B003900 N 056 003900 Y 057 003900 N 058 A003900 N 059 003900 Y 060 A003900 Y 060 B003900 Y 061 003900 1000 062 A003900 Y 062 B003900 0.0 PAGE 208 062 C003900 3.1 062 D003900 2.4 062 E003900 0.0 062 F003900 0.0 062 G003900 0.0 062 H003900 0.0 062 I003900 0.0 062 J003900 0.0 062 K003900 0.0 062 L003900 -7.7 062 M003900 5.1 062 N003900 14.1 062 O003900 0.0 062 P003900 39.8 062 Q003900 43.2 062 R003900 0.0 063 A003900 0 063 B003900 1.8 064 A003900 N 064 B003900 N 066 A003900 N 067 003900 N 068 A003900 N 068 B003900 N 069 003900 N 070 A013900 Y 070 A023900 N 070 B013900 Y 070 B023900 N 070 C013900 Y 070 C023900 N 070 D013900 Y 070 D023900 N 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J024000 0.000 048 K014000 6000000 048 K024000 0.350 049 004000 N 050 004000 N 051 004000 N 052 004000 N 053 A004000 Y 053 B004000 Y 053 C004000 N 054 A004000 Y 054 B004000 Y 054 C004000 Y 054 D004000 N 054 E004000 N 054 F004000 N 054 G004000 Y 054 H004000 N 054 I004000 N 054 J004000 Y 054 K004000 N 054 L004000 Y 054 M004000 Y 054 N004000 N 054 O004000 Y 055 A004000 N 055 B004000 N 056 004000 Y 057 004000 N 058 A004000 N PAGE 214 059 004000 Y 060 A004000 Y 060 B004000 Y 061 004000 1000 062 A004000 Y 062 B004000 0.0 062 C004000 17.8 062 D004000 5.1 062 E004000 0.0 062 F004000 0.0 062 G004000 0.0 062 H004000 0.0 062 I004000 0.0 062 J004000 0.0 062 K004000 0.0 062 L004000 -22.9 062 M004000 10.0 062 N004000 22.2 062 O004000 0.0 062 P004000 31.0 062 Q004000 36.8 062 R004000 0.0 063 A004000 0 063 B004000 8.4 064 A004000 N 064 B004000 N 066 A004000 N 067 004000 N 068 A004000 N 068 B004000 N 069 004000 N 070 A014000 Y 070 A024000 N 070 B014000 Y 070 B024000 N 070 C014000 Y 070 C024000 N 070 D014000 Y 070 D024000 N 070 E014000 Y 070 E024000 N 070 F014000 Y 070 F024000 N 070 G014000 Y 070 G024000 N 070 H014000 Y 070 H024000 N 070 I014000 Y 070 I024000 N 070 J014000 Y 070 J024000 Y PAGE 215 070 K014000 Y 070 K024000 Y 070 L014000 Y 070 L024000 Y 070 M014000 Y 070 M024000 Y 070 N014000 Y 070 N024000 Y 070 O014000 Y 070 O024000 N 070 P014000 Y 070 P024000 N 070 Q014000 Y 070 Q024000 N 070 R014000 Y 070 R024000 N 071 A004000 659314 071 B004000 721741 071 C004000 158091 071 D004000 417 072 A004000 12 072 B004000 6375 072 C004000 5931 072 D004000 0 072 E004000 6 072 F004000 993 072 G004000 457 072 H004000 0 072 I004000 68 072 J004000 22 072 K004000 0 072 L004000 50 072 M004000 25 072 N004000 39 072 O004000 0 072 P004000 0 072 Q004000 0 072 R004000 37 072 S004000 82 072 T004000 417 072 U004000 0 072 V004000 0 072 W004000 43 072 X004000 2233 072 Y004000 0 072 Z004000 10079 072AA004000 2076 072BB004000 0 072CC014000 0 072CC024000 6254 072DD014000 7691 PAGE 216 072DD024000 2464 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004100 N 051 004100 N 052 004100 N 053 A004100 Y 053 B004100 N 053 C004100 N 054 A004100 Y 054 B004100 Y 054 C004100 Y 054 D004100 N 054 E004100 N 054 F004100 N 054 G004100 Y 054 H004100 N 054 I004100 N 054 J004100 Y 054 K004100 N 054 L004100 Y 054 M004100 Y 054 N004100 N 054 O004100 Y 055 A004100 N 055 B004100 N 056 004100 Y 057 004100 N 058 A004100 N 059 004100 Y 060 A004100 Y 060 B004100 Y 061 004100 1000 062 A004100 Y 062 B004100 0.0 062 C004100 7.4 062 D004100 6.9 062 E004100 0.0 PAGE 224 062 F004100 0.0 062 G004100 0.0 062 H004100 0.0 062 I004100 0.0 062 J004100 0.0 062 K004100 0.0 062 L004100 -37.3 062 M004100 7.4 062 N004100 42.8 062 O004100 0.5 062 P004100 34.4 062 Q004100 37.9 062 R004100 0.0 063 A004100 0 063 B004100 8.0 064 A004100 Y 064 B004100 N 066 A004100 N 067 004100 N 068 A004100 N 068 B004100 N 069 004100 N 070 A014100 Y 070 A024100 N 070 B014100 Y 070 B024100 N 070 C014100 Y 070 C024100 N 070 D014100 Y 070 D024100 N 070 E014100 Y 070 E024100 N 070 F014100 Y 070 F024100 N 070 G014100 Y 070 G024100 N 070 H014100 Y 070 H024100 N 070 I014100 Y 070 I024100 N 070 J014100 Y 070 J024100 N 070 K014100 Y 070 K024100 Y 070 L014100 Y 070 L024100 Y 070 M014100 Y 070 M024100 Y 070 N014100 Y 070 N024100 Y 070 O014100 Y PAGE 225 070 O024100 N 070 P014100 Y 070 P024100 N 070 Q014100 Y 070 Q024100 N 070 R014100 Y 070 R024100 N 071 A004100 8061109 071 B004100 8762736 071 C004100 2007602 071 D004100 402 072 A004100 12 072 B004100 77954 072 C004100 2560 072 D004100 0 072 E004100 147 072 F004100 6862 072 G004100 3547 072 H004100 0 072 I004100 588 072 J004100 165 072 K004100 0 072 L004100 36 072 M004100 27 072 N004100 44 072 O004100 0 072 P004100 0 072 Q004100 0 072 R004100 35 072 S004100 83 072 T004100 212 072 U004100 0 072 V004100 0 072 W004100 717 072 X004100 12316 072 Y004100 0 072 Z004100 68345 072AA004100 25452 072BB004100 0 072CC014100 0 072CC024100 65303 072DD014100 73997 072DD024100 1491 072EE004100 31455 073 A014100 0.0000 073 A024100 0.0000 073 B004100 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A004200 0 042 B004200 0 042 C004200 0 042 D004200 100 042 E004200 0 042 F004200 0 042 G004200 0 042 H004200 0 043 004200 316 044 004200 0 045 004200 Y 046 004200 N 047 004200 Y 048 004200 0.650 048 A014200 0 048 A024200 0.000 048 B014200 0 048 B024200 0.000 048 C014200 0 048 C024200 0.000 048 D014200 0 048 D024200 0.000 048 E014200 0 048 E024200 0.000 048 F014200 0 048 F024200 0.000 048 G014200 0 048 G024200 0.000 048 H014200 0 048 H024200 0.000 048 I014200 0 048 I024200 0.000 048 J014200 0 048 J024200 0.000 048 K014200 0 048 K024200 0.000 049 004200 N 050 004200 N 051 004200 N 052 004200 N 053 A004200 Y PAGE 229 053 B004200 N 053 C004200 N 054 A004200 Y 054 B004200 Y 054 C004200 Y 054 D004200 N 054 E004200 N 054 F004200 N 054 G004200 Y 054 H004200 N 054 I004200 N 054 J004200 Y 054 K004200 N 054 L004200 Y 054 M004200 Y 054 N004200 N 054 O004200 Y 055 A004200 N 055 B004200 N 056 004200 Y 057 004200 N 058 A004200 N 059 004200 Y 060 A004200 Y 060 B004200 Y 061 004200 1000 062 A004200 N 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O004300 N 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 PAGE 239 062 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 N 066 E004300 N 066 F004300 N 066 G004300 Y 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 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 N 070 K014300 Y 070 K024300 Y 070 L014300 Y 070 L024300 Y 070 M014300 Y 070 M024300 N 070 N014300 Y 070 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J004700 0.0 062 K004700 0.0 062 L004700 0.0 062 M004700 0.0 062 N004700 0.0 062 O004700 0.0 062 P004700 0.0 062 Q004700 0.0 062 R004700 0.0 063 A004700 0 063 B004700 0.0 066 A004700 Y 066 B004700 N 066 C004700 Y 066 D004700 N 066 E004700 N 066 F004700 N PAGE 261 066 G004700 N 067 004700 N 068 A004700 N 068 B004700 N 069 004700 N 070 A014700 Y 070 A024700 N 070 B014700 Y 070 B024700 N 070 C014700 Y 070 C024700 N 070 D014700 Y 070 D024700 N 070 E014700 Y 070 E024700 N 070 F014700 Y 070 F024700 N 070 G014700 Y 070 G024700 N 070 H014700 Y 070 H024700 N 070 I014700 Y 070 I024700 N 070 J014700 Y 070 J024700 N 070 K014700 Y 070 K024700 Y 070 L014700 Y 070 L024700 Y 070 M014700 Y 070 M024700 N 070 N014700 Y 070 N024700 Y 070 O014700 Y 070 O024700 Y 070 P014700 Y 070 P024700 N 070 Q014700 Y 070 Q024700 N 070 R014700 Y 070 R024700 N 071 A004700 0 071 B004700 0 071 C004700 0 071 D004700 0 072 A004700 12 072 B004700 0 072 C004700 33388 072 D004700 0 072 E004700 74 072 F004700 0 PAGE 262 072 G004700 2671 072 H004700 0 072 I004700 398 072 J004700 0 072 K004700 0 072 L004700 54 072 M004700 6 072 N004700 47 072 O004700 0 072 P004700 23 072 Q004700 0 072 R004700 21 072 S004700 49 072 T004700 1131 072 U004700 0 072 V004700 0 072 W004700 11746 072 X004700 16146 072 Y004700 545 072 Z004700 17861 072AA004700 394488 072BB004700 0 072CC014700 0 072CC024700 137623 072DD014700 14473 072DD024700 1812 072EE004700 0 073 A014700 0.0000 073 A024700 0.0000 073 B004700 0.0000 073 C004700 0.0000 074 A004700 0 074 B004700 0 074 C004700 0 074 D004700 0 074 E004700 0 074 F004700 0 074 G004700 0 074 H004700 0 074 I004700 1455251 074 J004700 0 074 K004700 0 074 L004700 1387 074 M004700 0 074 N004700 1456638 074 O004700 0 074 P004700 325 074 Q004700 0 074 R014700 0 074 R024700 0 074 R034700 0 PAGE 263 074 R044700 3139 074 S004700 0 074 T004700 1453174 074 U014700 98705 074 U024700 22260 074 V014700 0.00 074 V024700 0.00 074 W004700 0.0000 074 X004700 19826 074 Y004700 0 075 A004700 0 075 B004700 1659018 076 004700 0.00 015 A004801 BANK OF NEW YORK 015 B004801 C 015 C014801 NEW YORK 015 C024801 NY 015 C034801 10286 015 E014801 X 024 004800 Y 025 A004801 AFFILIATED MANAGERS GROUP 025 B004801 - 025 C004801 E 025 D004801 9895 025 A004802 CITY NATIONAL CORP 025 B004802 - 025 C004802 E 025 D004802 7496 025 A004803 BOSTON PRIVATE HOLDINGS 025 B004803 - 025 C004803 E 025 D004803 6323 025 A004804 TRIAD GUARANTY INC. 025 B004804 - 025 C004804 E 025 D004804 5131 025 A004805 ISHARES NASDAQ BIOTECH IN 025 B004805 - 025 C004805 E 025 D004805 4683 025 A004806 SOUTH FINANCIAL GROUP 025 B004806 - 025 C004806 E 025 D004806 3681 025 A004807 FIDELITY BANCSHARES INC. 025 B004807 - 025 C004807 E 025 D004807 3036 025 A004808 WORLD ACCEP CORP 025 B004808 - 025 C004808 E PAGE 264 025 D004808 2257 025 A004809 NELNET INC. 025 B004809 - 025 C004809 E 025 D004809 1592 025 A004810 MAIN STR BKS INC. 025 B004810 - 025 C004810 E 025 D004810 1200 025 A004811 TEXAS CAPITAL BANCSHARES 025 B004811 - 025 C004811 E 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B014800 0 048 B024800 0.000 048 C014800 0 048 C024800 0.000 048 D014800 0 048 D024800 0.000 048 E014800 0 048 E024800 0.000 048 F014800 0 048 F024800 0.000 048 G014800 0 048 G024800 0.000 048 H014800 0 048 H024800 0.000 048 I014800 0 048 I024800 0.000 048 J014800 0 048 J024800 0.000 048 K014800 0 048 K024800 0.000 055 A004800 N 055 B004800 Y 056 004800 Y 057 004800 N PAGE 266 058 A004800 N 059 004800 Y 060 A004800 Y 060 B004800 Y 061 004800 1000 062 A004800 N 062 B004800 0.0 062 C004800 0.0 062 D004800 0.0 062 E004800 0.0 062 F004800 0.0 062 G004800 0.0 062 H004800 0.0 062 I004800 0.0 062 J004800 0.0 062 K004800 0.0 062 L004800 0.0 062 M004800 0.0 062 N004800 0.0 062 O004800 0.0 062 P004800 0.0 062 Q004800 0.0 062 R004800 0.0 063 A004800 0 063 B004800 0.0 066 A004800 Y 066 B004800 N 066 C004800 Y 066 D004800 N 066 E004800 N 066 F004800 N 066 G004800 N 067 004800 N 068 A004800 N 068 B004800 N 069 004800 N 070 A014800 Y 070 A024800 N 070 B014800 Y 070 B024800 N 070 C014800 Y 070 C024800 N 070 D014800 Y 070 D024800 N 070 E014800 Y 070 E024800 N 070 F014800 Y 070 F024800 N 070 G014800 Y 070 G024800 N 070 H014800 Y PAGE 267 070 H024800 N 070 I014800 Y 070 I024800 N 070 J014800 Y 070 J024800 N 070 K014800 Y 070 K024800 Y 070 L014800 Y 070 L024800 Y 070 M014800 Y 070 M024800 N 070 N014800 Y 070 N024800 Y 070 O014800 Y 070 O024800 Y 070 P014800 Y 070 P024800 N 070 Q014800 Y 070 Q024800 N 070 R014800 Y 070 R024800 N 071 A004800 0 071 B004800 0 071 C004800 0 071 D004800 0 072 A004800 12 072 B004800 0 072 C004800 1916 072 D004800 0 072 E004800 214 072 F004800 0 072 G004800 989 072 H004800 0 072 I004800 176 072 J004800 0 072 K004800 0 072 L004800 48 072 M004800 6 072 N004800 55 072 O004800 0 072 P004800 6 072 Q004800 0 072 R004800 6 072 S004800 60 072 T004800 596 072 U004800 0 072 V004800 0 072 W004800 5717 072 X004800 7659 072 Y004800 502 072 Z004800 -5027 PAGE 268 072AA004800 84648 072BB004800 0 072CC014800 0 072CC024800 83967 072DD014800 0 072DD024800 0 072EE004800 0 073 A014800 0.0000 073 A024800 0.0000 073 B004800 0.0000 073 C004800 0.0000 074 A004800 0 074 B004800 0 074 C004800 0 074 D004800 0 074 E004800 0 074 F004800 0 074 G004800 0 074 H004800 0 074 I004800 514434 074 J004800 0 074 K004800 0 074 L004800 377 074 M004800 0 074 N004800 514811 074 O004800 0 074 P004800 100 074 Q004800 0 074 R014800 0 074 R024800 0 074 R034800 0 074 R044800 1555 074 S004800 0 074 T004800 513156 074 U014800 23434 074 U024800 10191 074 V014800 0.00 074 V024800 0.00 074 W004800 0.0000 074 X004800 12936 074 Y004800 0 075 A004800 0 075 B004800 612586 076 004800 0.00 015 A004901 BANK OF NEW YORK 015 B004901 C 015 C014901 NEW YORK 015 C024901 NY 015 C034901 10286 015 E014901 X 024 004900 N PAGE 269 025 D004901 0 025 D004902 0 025 D004903 0 025 D004904 0 025 D004905 0 025 D004906 0 025 D004907 0 025 D004908 0 028 A014900 2234652 028 A024900 3094 028 A034900 0 028 A044900 2421487 028 B014900 1754674 028 B024900 3266 028 B034900 0 028 B044900 1208530 028 C014900 2612117 028 C024900 3609 028 C034900 0 028 C044900 2603044 028 D014900 2793474 028 D024900 3831 028 D034900 0 028 D044900 2295665 028 E014900 1872310 028 E024900 5276 028 E034900 0 028 E044900 1490682 028 F014900 2167391 028 F024900 8733 028 F034900 0 028 F044900 2404565 028 G014900 13434618 028 G024900 27809 028 G034900 0 028 G044900 12423973 028 H004900 0 029 004900 N 030 A004900 0 030 B004900 0.00 030 C004900 0.00 031 A004900 0 031 B004900 0 032 004900 0 033 004900 0 034 004900 N 035 004900 0 036 B004900 0 037 004900 N 038 004900 0 039 004900 N PAGE 270 040 004900 Y 041 004900 Y 042 A004900 0 042 B004900 0 042 C004900 0 042 D004900 100 042 E004900 0 042 F004900 0 042 G004900 0 042 H004900 0 043 004900 2080 044 004900 0 045 004900 Y 046 004900 N 047 004900 Y 048 004900 0.150 048 A014900 0 048 A024900 0.000 048 B014900 0 048 B024900 0.000 048 C014900 0 048 C024900 0.000 048 D014900 0 048 D024900 0.000 048 E014900 0 048 E024900 0.000 048 F014900 0 048 F024900 0.000 048 G014900 0 048 G024900 0.000 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A024900 N 070 B014900 Y 070 B024900 N 070 C014900 Y 070 C024900 N PAGE 272 070 D014900 Y 070 D024900 N 070 E014900 Y 070 E024900 N 070 F014900 Y 070 F024900 N 070 G014900 Y 070 G024900 N 070 H014900 Y 070 H024900 N 070 I014900 Y 070 I024900 N 070 J014900 Y 070 J024900 Y 070 K014900 Y 070 K024900 N 070 L014900 Y 070 L024900 N 070 M014900 Y 070 M024900 N 070 N014900 Y 070 N024900 N 070 O014900 Y 070 O024900 N 070 P014900 Y 070 P024900 N 070 Q014900 Y 070 Q024900 N 070 R014900 Y 070 R024900 N 071 A004900 0 071 B004900 0 071 C004900 0 071 D004900 0 072 A004900 12 072 B004900 80516 072 C004900 0 072 D004900 0 072 E004900 0 072 F004900 7995 072 G004900 5330 072 H004900 0 072 I004900 237 072 J004900 299 072 K004900 0 072 L004900 444 072 M004900 28 072 N004900 121 072 O004900 0 072 P004900 0 072 Q004900 0 PAGE 273 072 R004900 42 072 S004900 91 072 T004900 6462 072 U004900 0 072 V004900 0 072 W004900 183 072 X004900 21232 072 Y004900 4382 072 Z004900 63666 072AA004900 12 072BB004900 0 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C005042 D 025 D005042 50000 025 A005043 JACKSON NTL LIFE 025 B005043 - 025 C005043 D 025 D005043 50000 025 A005044 NATIONAL BANK COM 025 B005044 - 025 C005044 D 025 D005044 49997 025 A005045 TANGO FIN 025 B005045 - 025 C005045 D 025 D005045 49996 025 A005046 SLM CORP 025 B005046 - 025 C005046 D 025 D005046 48096 025 A005047 CRED AGRIC FLTR 025 B005047 - 025 C005047 D 025 D005047 40000 025 A005048 STRIPS III LLC 025 B005048 - 025 C005048 D 025 D005048 36524 025 A005049 SOUTHTRUST BANK 025 B005049 - 025 C005049 D PAGE 278 025 D005049 20002 025 A005050 TRANSAMERICA 025 B005050 - 025 C005050 D 025 D005050 20000 025 A005051 BROSIS FINANCE 025 B005051 - 025 C005051 D 025 D005051 10000 025 A005052 DJD INVESTMENT 025 B005052 - 025 C005052 D 025 D005052 8155 025 A005053 SAHTOOMA FRN 025 B005053 - 025 C005053 D 025 D005053 4400 025 A005054 MARYLAND IN 025 B005054 - 025 C005054 D 025 D005054 2865 025 A005055 L&H HOLDING 025 B005055 - 025 C005055 D 025 D005055 2770 025 A005056 RDR INVESTMENT 025 B005056 - 025 C005056 D 025 D005056 1555 025 A005057 COLE INVESTMENT 025 B005057 - 025 C005057 D 025 D005057 1515 025 D005058 0 025 D005059 0 025 D005060 0 025 D005061 0 025 D005062 0 025 D005063 0 025 D005064 0 028 A015000 14322852 028 A025000 31402 028 A035000 0 028 A045000 17416896 028 B015000 14562266 028 B025000 33965 028 B035000 0 028 B045000 13298876 028 C015000 19917459 028 C025000 38596 028 C035000 0 PAGE 279 028 C045000 20030785 028 D015000 13264868 028 D025000 44547 028 D035000 0 028 D045000 14954954 028 E015000 12012251 028 E025000 48790 028 E035000 0 028 E045000 11689023 028 F015000 18533184 028 F025000 73170 028 F035000 0 028 F045000 18559290 028 G015000 92612880 028 G025000 270470 028 G035000 0 028 G045000 95949824 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 0 036 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 63032 044 005000 0 045 005000 Y 046 005000 N 047 005000 Y 048 005000 0.150 048 A015000 0 048 A025000 0.000 PAGE 280 048 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 056 005000 Y 057 005000 N 058 A005000 N 059 005000 Y 060 A005000 Y 060 B005000 Y 061 005000 1000 PAGE 281 062 A005000 Y 062 B005000 0.0 062 C005000 16.4 062 D005000 4.3 062 E005000 2.4 062 F005000 21.6 062 G005000 0.0 062 H005000 0.0 062 I005000 17.6 062 J005000 0.0 062 K005000 0.0 062 L005000 37.8 062 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 69 063 B005000 0.0 064 A005000 N 064 B005000 N 066 A005000 N 067 005000 N 068 A005000 N 068 B005000 N 069 005000 N 070 A015000 Y 070 A025000 Y 070 B015000 Y 070 B025000 N 070 C015000 Y 070 C025000 N 070 D015000 Y 070 D025000 N 070 E015000 Y 070 E025000 N 070 F015000 Y 070 F025000 N 070 G015000 Y 070 G025000 N 070 H015000 Y 070 H025000 N 070 I015000 Y 070 I025000 N 070 J015000 Y 070 J025000 Y 070 K015000 Y 070 K025000 N 070 L015000 Y 070 L025000 N PAGE 282 070 M015000 Y 070 M025000 N 070 N015000 Y 070 N025000 N 070 O015000 Y 070 O025000 N 070 P015000 Y 070 P025000 N 070 Q015000 Y 070 Q025000 N 070 R015000 Y 070 R025000 N 071 A005000 0 071 B005000 0 071 C005000 0 071 D005000 0 072 A005000 12 072 B005000 936849 072 C005000 0 072 D005000 0 072 E005000 0 072 F005000 79985 072 G005000 53324 072 H005000 0 072 I005000 2307 072 J005000 2646 072 K005000 0 072 L005000 1232 072 M005000 28 072 N005000 156 072 O005000 0 072 P005000 0 072 Q005000 0 072 R005000 42 072 S005000 104 072 T005000 99185 072 U005000 0 072 V005000 0 072 W005000 1729 072 X005000 240738 072 Y005000 36153 072 Z005000 732264 072AA005000 0 072BB005000 1229 072CC015000 0 072CC025000 0 072DD015000 319840 072DD025000 412414 072EE005000 0 073 A015000 0.0000 073 A025000 0.0000 PAGE 283 073 B005000 0.0000 073 C005000 0.0000 074 A005000 7758 074 B005000 2181302 074 C005000 48460133 074 D005000 0 074 E005000 0 074 F005000 0 074 G005000 0 074 H005000 0 074 I005000 0 074 J005000 0 074 K005000 2553 074 L005000 137553 074 M005000 0 074 N005000 50789299 074 O005000 157725 074 P005000 19853 074 Q005000 0 074 R015000 0 074 R025000 0 074 R035000 0 074 R045000 41809 074 S005000 0 074 T005000 50569912 074 U015000 18287900 074 U025000 32286009 074 V015000 0.00 074 V025000 0.00 074 W005000 0.0000 074 X005000 5764 074 Y005000 0 075 A005000 53323626 075 B005000 0 076 005000 0.00 015 A005101 BANK OF NEW YORK 015 B005101 C 015 C015101 NEW YORK 015 C025101 NY 015 C035101 10286 015 E015101 X 024 005100 N 025 D005101 0 025 D005102 0 025 D005103 0 025 D005104 0 025 D005105 0 025 D005106 0 025 D005107 0 025 D005108 0 028 A015100 4577206 PAGE 284 028 A025100 3759 028 A035100 0 028 A045100 4460622 028 B015100 5840009 028 B025100 4426 028 B035100 0 028 B045100 4482168 028 C015100 5882742 028 C025100 4927 028 C035100 0 028 C045100 7901603 028 D015100 4831657 028 D025100 4804 028 D035100 0 028 D045100 5061391 028 E015100 3480965 028 E025100 5051 028 E035100 0 028 E045100 3550709 028 F015100 4534422 028 F025100 7390 028 F035100 0 028 F045100 4022760 028 G015100 29147001 028 G025100 30357 028 G035100 0 028 G045100 29479253 028 H005100 0 029 005100 N 030 A005100 0 030 B005100 0.00 030 C005100 0.00 031 A005100 0 031 B005100 0 032 005100 0 033 005100 0 034 005100 Y 035 005100 0 036 A005100 N 036 B005100 0 037 005100 N 038 005100 0 039 005100 N 040 005100 Y 041 005100 Y 042 A005100 0 042 B005100 0 042 C005100 0 042 D005100 100 042 E005100 0 042 F005100 0 PAGE 285 042 G005100 0 042 H005100 0 043 005100 11491 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 054 I005100 N 054 J005100 Y 054 K005100 N 054 L005100 Y 054 M005100 Y 054 N005100 N PAGE 286 054 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 35.4 062 C005100 0.0 062 D005100 64.5 062 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 28 063 B005100 0.0 064 A005100 N 064 B005100 N 066 A005100 N 067 005100 N 068 A005100 N 068 B005100 N 069 005100 N 070 A015100 Y 070 A025100 Y 070 B015100 Y 070 B025100 N 070 C015100 Y 070 C025100 N 070 D015100 Y 070 D025100 N 070 E015100 Y 070 E025100 N 070 F015100 Y 070 F025100 N 070 G015100 Y 070 G025100 N PAGE 287 070 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 12 072 B005100 149436 072 C005100 0 072 D005100 0 072 E005100 0 072 F005100 13752 072 G005100 9168 072 H005100 0 072 I005100 393 072 J005100 501 072 K005100 0 072 L005100 47 072 M005100 28 072 N005100 136 072 O005100 0 072 P005100 0 072 Q005100 0 072 R005100 42 072 S005100 91 072 T005100 18151 072 U005100 0 072 V005100 0 072 W005100 457 072 X005100 42766 072 Y005100 6661 PAGE 288 072 Z005100 113331 072AA005100 0 072BB005100 896 072CC015100 0 072CC025100 0 072DD015100 29053 072DD025100 84279 072EE005100 0 073 A015100 0.0000 073 A025100 0.0000 073 B005100 0.0000 073 C005100 0.0000 074 A005100 0 074 B005100 5763698 074 C005100 3169351 074 D005100 0 074 E005100 0 074 F005100 0 074 G005100 0 074 H005100 0 074 I005100 0 074 J005100 0 074 K005100 480 074 L005100 23238 074 M005100 65 074 N005100 8956832 074 O005100 0 074 P005100 3525 074 Q005100 0 074 R015100 0 074 R025100 0 074 R035100 0 074 R045100 8539 074 S005100 0 074 T005100 8944768 074 U015100 1570852 074 U025100 7376971 074 V015100 0.00 074 V025100 0.00 074 W005100 0.0000 074 X005100 420 074 Y005100 0 075 A005100 9168087 075 B005100 0 076 005100 0.00 015 A005201 BANK OF NEW YORK 015 B005201 C 015 C015201 NEW YORK 015 C025201 NY 015 C035201 10286 015 E015201 X PAGE 289 024 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 1071960 028 A025200 2778 028 A035200 0 028 A045200 1259014 028 B015200 1570707 028 B025200 3182 028 B035200 0 028 B045200 1314497 028 C015200 4282755 028 C025200 3190 028 C035200 0 028 C045200 1398338 028 D015200 1089048 028 D025200 4912 028 D035200 0 028 D045200 4124152 028 E015200 1039112 028 E025200 4329 028 E035200 0 028 E045200 1126954 028 F015200 1124206 028 F025200 6471 028 F035200 0 028 F045200 1099689 028 G015200 10177788 028 G025200 24862 028 G035200 0 028 G045200 10322644 028 H005200 0 029 005200 N 030 A005200 0 030 B005200 0.00 030 C005200 0.00 031 A005200 0 031 B005200 0 032 005200 0 033 005200 0 034 005200 Y 035 005200 0 036 A005200 N 036 B005200 0 037 005200 N PAGE 290 038 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 4335 044 005200 0 045 005200 Y 046 005200 N 047 005200 Y 048 005200 0.150 048 A015200 0 048 A025200 0.000 048 B015200 0 048 B025200 0.000 048 C015200 0 048 C025200 0.000 048 D015200 0 048 D025200 0.000 048 E015200 0 048 E025200 0.000 048 F015200 0 048 F025200 0.000 048 G015200 0 048 G025200 0.000 048 H015200 0 048 H025200 0.000 048 I015200 0 048 I025200 0.000 048 J015200 0 048 J025200 0.000 048 K015200 0 048 K025200 0.000 049 005200 N 050 005200 N 051 005200 N 052 005200 N 053 A005200 Y 053 B005200 Y 053 C005200 N 054 A005200 Y 054 B005200 Y 054 C005200 Y 054 D005200 N PAGE 291 054 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 Y 055 B005200 N 056 005200 Y 057 005200 N 058 A005200 N 059 005200 Y 060 A005200 Y 060 B005200 Y 061 005200 1000 062 A005200 Y 062 B005200 0.0 062 C005200 99.8 062 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 42 063 B005200 0.0 064 A005200 N 064 B005200 N 066 A005200 N 067 005200 N 068 A005200 N 068 B005200 N 069 005200 N 070 A015200 Y 070 A025200 N 070 B015200 Y 070 B025200 N PAGE 292 070 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 12 072 B005200 67639 072 C005200 0 072 D005200 0 072 E005200 0 072 F005200 5948 072 G005200 3965 072 H005200 0 072 I005200 173 072 J005200 162 072 K005200 0 072 L005200 57 072 M005200 28 072 N005200 136 072 O005200 0 PAGE 293 072 P005200 0 072 Q005200 0 072 R005200 42 072 S005200 95 072 T005200 7490 072 U005200 0 072 V005200 0 072 W005200 143 072 X005200 18239 072 Y005200 3155 072 Z005200 52555 072AA005200 0 072BB005200 233 072CC015200 0 072CC025200 0 072DD015200 18875 072DD025200 33675 072EE005200 0 073 A015200 0.0000 073 A025200 0.0000 073 B005200 0.0000 073 C005200 0.0000 074 A005200 0 074 B005200 0 074 C005200 3574843 074 D005200 0 074 E005200 0 074 F005200 0 074 G005200 0 074 H005200 0 074 I005200 0 074 J005200 0 074 K005200 33 074 L005200 9732 074 M005200 8 074 N005200 3584616 074 O005200 0 074 P005200 1536 074 Q005200 0 074 R015200 0 074 R025200 0 074 R035200 0 074 R045200 1849 074 S005200 0 074 T005200 3581231 074 U015200 1181883 074 U025200 2449436 074 V015200 0.00 074 V025200 0.00 074 W005200 0.0000 074 X005200 368 PAGE 294 074 Y005200 0 075 A005200 3965398 075 B005200 0 076 005200 0.00 015 A005301 BANK OF NEW YORK 015 B005301 C 015 C015301 NEW YORK 015 C025301 NY 015 C035301 10286 015 E015301 X 024 005300 Y 025 A005301 WELLS FARGO FRN 025 B005301 - 025 C005301 D 025 D005301 190010 025 A005302 CRED AGRIC FLTR 025 B005302 - 025 C005302 D 025 D005302 149999 025 A005303 SIGMA FIN 025 B005303 - 025 C005303 D 025 D005303 149974 025 A005304 DORADA FINANCE 025 B005304 - 025 C005304 D 025 D005304 119980 025 A005305 CSFB FLTR 025 B005305 - 025 C005305 D 025 D005305 119505 025 A005306 FIFTH THIRD 025 B005306 - 025 C005306 D 025 D005306 114999 025 A005307 CSFB FLTR 025 B005307 - 025 C005307 D 025 D005307 101997 025 A005308 MORGAN ST DEAN 025 B005308 - 025 C005308 D 025 D005308 100000 025 A005309 UNICRED ITA 025 B005309 - 025 C005309 D 025 D005309 99989 025 A005310 BNP PARIBAS FRN 025 B005310 13-3235334 025 C005310 D 025 D005310 91499 PAGE 295 025 A005311 CANADIA IMPERIAL BANK 025 B005311 13-1942440 025 C005311 D 025 D005311 75000 025 A005312 CRED SUIS F 025 B005312 - 025 C005312 D 025 D005312 75000 025 A005313 TANGO FINANCE 025 B005313 - 025 C005313 D 025 D005313 62009 025 A005314 TOYOTA MOTOR 025 B005314 - 025 C005314 D 025 D005314 51997 025 A005315 CHASE MANHATTAN 025 B005315 13-3112953 025 C005315 D 025 D005315 50000 025 A005316 WELLS FARGO FLTR 025 B005316 - 025 C005316 D 025 D005316 50000 025 A005317 TANGO FINANCE 025 B005317 - 025 C005317 D 025 D005317 49996 025 A005318 SIGMA FIN 025 B005318 - 025 C005318 D 025 D005318 49996 025 A005319 BETA FINANCE 025 B005319 - 025 C005319 D 025 D005319 31000 025 A005320 WHITE PINE 025 B005320 - 025 C005320 D 025 D005320 24000 025 A005321 CITIGROUP 025 B005321 13-3082694 025 C005321 D 025 D005321 20003 025 D005322 0 025 D005323 0 025 D005324 0 028 A015300 4642068 028 A025300 6769 028 A035300 0 028 A045300 4735590 PAGE 296 028 B015300 5693231 028 B025300 7078 028 B035300 0 028 B045300 5038287 028 C015300 5693105 028 C025300 8194 028 C035300 0 028 C045300 4918347 028 D015300 5279614 028 D025300 9522 028 D035300 0 028 D045300 6327980 028 E015300 5067219 028 E025300 11412 028 E035300 0 028 E045300 4333531 028 F015300 6438570 028 F025300 15254 028 F035300 0 028 F045300 5114516 028 G015300 32813807 028 G025300 58229 028 G035300 0 028 G045300 30468251 028 H005300 0 029 005300 N 030 A005300 0 030 B005300 0.00 030 C005300 0.00 031 A005300 0 031 B005300 0 032 005300 0 033 005300 0 034 005300 Y 035 005300 0 036 A005300 N 036 B005300 0 037 005300 N 038 005300 0 039 005300 N 040 005300 Y 041 005300 Y 042 A005300 0 042 B005300 0 042 C005300 0 042 D005300 100 042 E005300 0 042 F005300 0 042 G005300 0 042 H005300 0 043 005300 506 PAGE 297 044 005300 0 045 005300 Y 046 005300 N 047 005300 Y 048 005300 0.150 048 A015300 0 048 A025300 0.000 048 B015300 0 048 B025300 0.000 048 C015300 0 048 C025300 0.000 048 D015300 0 048 D025300 0.000 048 E015300 0 048 E025300 0.000 048 F015300 0 048 F025300 0.000 048 G015300 0 048 G025300 0.000 048 H015300 0 048 H025300 0.000 048 I015300 0 048 I025300 0.000 048 J015300 0 048 J025300 0.000 048 K015300 0 048 K025300 0.000 049 005300 N 050 005300 N 051 005300 N 052 005300 N 053 A005300 Y 053 B005300 Y 053 C005300 N 054 A005300 Y 054 B005300 Y 054 C005300 Y 054 D005300 N 054 E005300 N 054 F005300 N 054 G005300 Y 054 H005300 N 054 I005300 N 054 J005300 Y 054 K005300 N 054 L005300 Y 054 M005300 Y 054 N005300 N 054 O005300 Y 055 A005300 N 055 B005300 N PAGE 298 056 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 16.9 062 D005300 11.8 062 E005300 3.2 062 F005300 17.3 062 G005300 0.0 062 H005300 0.0 062 I005300 15.5 062 J005300 0.0 062 K005300 0.0 062 L005300 35.2 062 M005300 0.0 062 N005300 0.0 062 O005300 0.0 062 P005300 0.0 062 Q005300 0.0 062 R005300 0.0 063 A005300 50 063 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 PAGE 299 070 I025300 N 070 J015300 Y 070 J025300 Y 070 K015300 Y 070 K025300 Y 070 L015300 Y 070 L025300 N 070 M015300 Y 070 M025300 N 070 N015300 Y 070 N025300 N 070 O015300 Y 070 O025300 N 070 P015300 Y 070 P025300 N 070 Q015300 Y 070 Q025300 N 070 R015300 Y 070 R025300 N 071 A005300 0 071 B005300 0 071 C005300 0 071 D005300 0 072 A005300 12 072 B005300 178070 072 C005300 0 072 D005300 0 072 E005300 0 072 F005300 15329 072 G005300 10219 072 H005300 0 072 I005300 411 072 J005300 512 072 K005300 0 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D005400 0.0 062 E005400 100.8 062 F005400 0.0 062 G005400 0.0 062 H005400 0.0 062 I005400 0.0 062 J005400 0.0 062 K005400 0.0 062 L005400 0.0 062 M005400 0.0 062 N005400 0.0 062 O005400 0.0 062 P005400 0.0 062 Q005400 0.0 062 R005400 0.0 063 A005400 29 063 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 PAGE 304 070 D025400 N 070 E015400 Y 070 E025400 N 070 F015400 Y 070 F025400 N 070 G015400 Y 070 G025400 N 070 H015400 Y 070 H025400 N 070 I015400 Y 070 I025400 N 070 J015400 Y 070 J025400 Y 070 K015400 Y 070 K025400 N 070 L015400 Y 070 L025400 N 070 M015400 Y 070 M025400 N 070 N015400 Y 070 N025400 N 070 O015400 Y 070 O025400 N 070 P015400 Y 070 P025400 N 070 Q015400 Y 070 Q025400 N 070 R015400 Y 070 R025400 N 071 A005400 0 071 B005400 0 071 C005400 0 071 D005400 0 072 A005400 12 072 B005400 29376 072 C005400 0 072 D005400 0 072 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H005500 N 054 I005500 N 054 J005500 Y 054 K005500 N 054 L005500 Y 054 M005500 Y 054 N005500 N 054 O005500 Y 055 A005500 N 055 B005500 Y 056 005500 Y 057 005500 N 058 A005500 N 059 005500 Y 060 A005500 Y 060 B005500 Y 061 005500 1000 062 A005500 N 062 B005500 0.0 062 C005500 0.0 062 D005500 0.0 062 E005500 0.0 062 F005500 0.0 062 G005500 0.0 062 H005500 0.0 062 I005500 0.0 062 J005500 0.0 062 K005500 0.0 062 L005500 0.0 062 M005500 0.0 062 N005500 0.0 062 O005500 0.0 062 P005500 0.0 062 Q005500 0.0 062 R005500 0.0 063 A005500 0 PAGE 310 063 B005500 0.0 066 A005500 Y 066 B005500 N 066 C005500 N 066 D005500 N 066 E005500 N 066 F005500 N 066 G005500 Y 067 005500 N 068 A005500 N 068 B005500 N 069 005500 N 070 A015500 Y 070 A025500 N 070 B015500 Y 070 B025500 N 070 C015500 Y 070 C025500 N 070 D015500 Y 070 D025500 N 070 E015500 Y 070 E025500 N 070 F015500 Y 070 F025500 N 070 G015500 Y 070 G025500 N 070 H015500 Y 070 H025500 N 070 I015500 Y 070 I025500 N 070 J015500 Y 070 J025500 Y 070 K015500 Y 070 K025500 Y 070 L015500 Y 070 L025500 Y 070 M015500 Y 070 M025500 Y 070 N015500 Y 070 N025500 Y 070 O015500 Y 070 O025500 Y 070 P015500 Y 070 P025500 N 070 Q015500 Y 070 Q025500 N 070 R015500 Y 070 R025500 N 071 A005500 563612 071 B005500 706137 071 C005500 1455396 PAGE 311 071 D005500 37 072 A005500 12 072 B005500 32257 072 C005500 23900 072 D005500 0 072 E005500 464 072 F005500 9737 072 G005500 3233 072 H005500 0 072 I005500 481 072 J005500 98 072 K005500 0 072 L005500 185 072 M005500 28 072 N005500 56 072 O005500 0 072 P005500 2 072 Q005500 0 072 R005500 40 072 S005500 85 072 T005500 3134 072 U005500 0 072 V005500 0 072 W005500 487 072 X005500 17566 072 Y005500 420 072 Z005500 39475 072AA005500 71680 072BB005500 0 072CC015500 0 072CC025500 51319 072DD015500 28975 072DD025500 15427 072EE005500 13444 073 A015500 0.0000 073 A025500 0.0000 073 B005500 0.0000 073 C005500 0.0000 074 A005500 0 074 B005500 138497 074 C005500 0 074 D005500 948159 074 E005500 289991 074 F005500 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005900 1000 062 A005900 N 062 B005900 0.0 PAGE 338 062 C005900 0.0 062 D005900 0.0 062 E005900 0.0 062 F005900 0.0 062 G005900 0.0 062 H005900 0.0 062 I005900 0.0 062 J005900 0.0 062 K005900 0.0 062 L005900 0.0 062 M005900 0.0 062 N005900 0.0 062 O005900 0.0 062 P005900 0.0 062 Q005900 0.0 062 R005900 0.0 063 A005900 0 063 B005900 0.0 066 A005900 Y 066 B005900 N 066 C005900 Y 066 D005900 N 066 E005900 N 066 F005900 N 066 G005900 N 067 005900 N 068 A005900 N 068 B005900 Y 069 005900 N 070 A015900 Y 070 A025900 N 070 B015900 Y 070 B025900 N 070 C015900 Y 070 C025900 N 070 D015900 Y 070 D025900 N 070 E015900 Y 070 E025900 N 070 F015900 Y 070 F025900 N 070 G015900 Y 070 G025900 N 070 H015900 Y 070 H025900 N 070 I015900 Y 070 I025900 N 070 J015900 Y 070 J025900 Y 070 K015900 Y 070 K025900 Y PAGE 339 070 L015900 Y 070 L025900 Y 070 M015900 Y 070 M025900 Y 070 N015900 Y 070 N025900 Y 070 O015900 Y 070 O025900 Y 070 P015900 N 070 P025900 N 070 Q015900 N 070 Q025900 N 070 R015900 N 070 R025900 N 071 A005900 0 071 B005900 0 071 C005900 0 071 D005900 0 072 A005900 12 072 B005900 0 072 C005900 85772 072 D005900 0 072 E005900 1177 072 F005900 0 072 G005900 6079 072 H005900 0 072 I005900 1388 072 J005900 0 072 K005900 0 072 L005900 145 072 M005900 6 072 N005900 52 072 O005900 0 072 P005900 0 072 Q005900 0 072 R005900 22 072 S005900 40 072 T005900 4801 072 U005900 0 072 V005900 0 072 W005900 31889 072 X005900 44422 072 Y005900 974 072 Z005900 43501 072AA005900 309532 072BB005900 0 072CC015900 106501 072CC025900 0 072DD015900 34798 072DD025900 11193 072EE005900 131293 PAGE 340 073 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 3761650 074 J005900 0 074 K005900 373 074 L005900 2256 074 M005900 0 074 N005900 3764279 074 O005900 0 074 P005900 1052 074 Q005900 0 074 R015900 0 074 R025900 0 074 R035900 0 074 R045900 4503 074 S005900 0 074 T005900 3758724 074 U015900 114951 074 U025900 53064 074 V015900 0.00 074 V025900 0.00 074 W005900 0.0000 074 X005900 31037 074 Y005900 0 075 A005900 0 075 B005900 3577536 076 005900 0.00 015 A006101 BANK OF NEW YORK 015 B006101 C 015 C016101 NEW YORK 015 C026101 NY 015 C036101 10286 015 E016101 X 024 006100 N 025 D006101 0 025 D006102 0 025 D006103 0 025 D006104 0 025 D006105 0 025 D006106 0 025 D006107 0 PAGE 341 025 D006108 0 028 A016100 953303 028 A026100 297 028 A036100 0 028 A046100 898066 028 B016100 739793 028 B026100 359 028 B036100 0 028 B046100 588296 028 C016100 851414 028 C026100 525 028 C036100 0 028 C046100 1072153 028 D016100 1150036 028 D026100 549 028 D036100 0 028 D046100 867750 028 E016100 527700 028 E026100 665 028 E036100 0 028 E046100 598431 028 F016100 1117047 028 F026100 1519 028 F036100 0 028 F046100 778032 028 G016100 5339293 028 G026100 3914 028 G036100 0 028 G046100 4802728 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 0 036 A006100 N 036 B006100 0 037 006100 N 038 006100 0 039 006100 N 040 006100 Y 041 006100 Y 042 A006100 0 042 B006100 0 042 C006100 0 042 D006100 100 PAGE 342 042 E006100 0 042 F006100 0 042 G006100 0 042 H006100 0 043 006100 103 044 006100 0 045 006100 Y 046 006100 N 047 006100 Y 048 006100 0.150 048 A016100 0 048 A026100 0.000 048 B016100 0 048 B026100 0.000 048 C016100 0 048 C026100 0.000 048 D016100 0 048 D026100 0.000 048 E016100 0 048 E026100 0.000 048 F016100 0 048 F026100 0.000 048 G016100 0 048 G026100 0.000 048 H016100 0 048 H026100 0.000 048 I016100 0 048 I026100 0.000 048 J016100 0 048 J026100 0.000 048 K016100 0 048 K026100 0.000 049 006100 N 050 006100 N 051 006100 N 052 006100 N 053 A006100 Y 053 B006100 Y 053 C006100 N 054 A006100 Y 054 B006100 Y 054 C006100 Y 054 D006100 N 054 E006100 N 054 F006100 N 054 G006100 Y 054 H006100 N 054 I006100 N 054 J006100 Y 054 K006100 N 054 L006100 Y PAGE 343 054 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 97.9 062 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 1.9 062 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 38 063 B006100 0.0 064 A006100 Y 064 B006100 N 066 A006100 N 067 006100 N 068 A006100 N 068 B006100 N 069 006100 N 070 A016100 Y 070 A026100 N 070 B016100 Y 070 B026100 N 070 C016100 Y 070 C026100 N 070 D016100 Y 070 D026100 N 070 E016100 Y 070 E026100 N 070 F016100 Y 070 F026100 N PAGE 344 070 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 12 072 B006100 43388 072 C006100 0 072 D006100 0 072 E006100 0 072 F006100 4452 072 G006100 2968 072 H006100 0 072 I006100 189 072 J006100 168 072 K006100 0 072 L006100 210 072 M006100 28 072 N006100 125 072 O006100 0 072 P006100 0 072 Q006100 0 072 R006100 38 072 S006100 96 072 T006100 2548 072 U006100 0 072 V006100 0 072 W006100 106 PAGE 345 072 X006100 10928 072 Y006100 2446 072 Z006100 34906 072AA006100 34 072BB006100 0 072CC016100 0 072CC026100 0 072DD016100 10151 072DD026100 24754 072EE006100 0 073 A016100 0.0000 073 A026100 0.0000 073 B006100 0.0000 073 C006100 0.0000 074 A006100 2 074 B006100 0 074 C006100 3220659 074 D006100 0 074 E006100 0 074 F006100 0 074 G006100 0 074 H006100 0 074 I006100 0 074 J006100 100457 074 K006100 303 074 L006100 16794 074 M006100 6 074 N006100 3338221 074 O006100 50203 074 P006100 1037 074 Q006100 0 074 R016100 0 074 R026100 0 074 R036100 0 074 R046100 3865 074 S006100 0 074 T006100 3283116 074 U016100 1049718 074 U026100 2234081 074 V016100 0.00 074 V026100 0.00 074 W006100 0.0000 074 X006100 237 074 Y006100 0 075 A006100 2967934 075 B006100 0 076 006100 0.00 015 A006201 BANK OF AMERICA, N.A. 015 B006201 C 015 C016201 CHARLOTTE 015 C026201 NC PAGE 346 015 C036201 28255 015 E036201 X 024 006200 N 025 D006201 0 025 D006202 0 025 D006203 0 025 D006204 0 025 D006205 0 025 D006206 0 025 D006207 0 025 D006208 0 028 A016200 1382 028 A026200 98 028 A036200 0 028 A046200 1093 028 B016200 2340 028 B026200 286 028 B036200 0 028 B046200 2950 028 C016200 2633 028 C026200 516 028 C036200 0 028 C046200 1652 028 D016200 1391 028 D026200 129 028 D036200 0 028 D046200 2589 028 E016200 1205 028 E026200 27 028 E036200 0 028 E046200 4248 028 F016200 712 028 F026200 327 028 F036200 0 028 F046200 4424 028 G016200 9663 028 G026200 1383 028 G036200 0 028 G046200 16956 028 H006200 1678 029 006200 Y 030 A006200 93 030 B006200 3.25 030 C006200 0.00 031 A006200 9 031 B006200 0 032 006200 84 033 006200 0 034 006200 Y 035 006200 59 036 A006200 N PAGE 347 036 B006200 0 037 006200 N 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 305 044 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 PAGE 348 054 C006200 Y 054 D006200 Y 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 0.0 063 A006200 0 063 B006200 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 PAGE 349 070 C016200 Y 070 C026200 N 070 D016200 Y 070 D026200 N 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 26037 071 B006200 30803 071 C006200 53750 071 D006200 48 072 A006200 12 072 B006200 0 072 C006200 2076 072 D006200 0 072 E006200 0 072 F006200 50 072 G006200 128 072 H006200 0 072 I006200 25 072 J006200 0 072 K006200 0 072 L006200 48 072 M006200 27 072 N006200 48 072 O006200 0 PAGE 350 072 P006200 0 072 Q006200 0 072 R006200 25 072 S006200 89 072 T006200 305 072 U006200 0 072 V006200 0 072 W006200 42 072 X006200 787 072 Y006200 249 072 Z006200 1538 072AA006200 484 072BB006200 0 072CC016200 0 072CC026200 948 072DD016200 45 072DD026200 2043 072EE006200 224 073 A016200 0.0000 073 A026200 0.0000 073 B006200 0.0400 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 48677 074 J006200 0 074 K006200 54 074 L006200 111 074 M006200 0 074 N006200 48842 074 O006200 72 074 P006200 56 074 Q006200 0 074 R016200 0 074 R026200 0 074 R036200 0 074 R046200 215 074 S006200 0 074 T006200 48499 074 U016200 66 074 U026200 4752 074 V016200 0.00 074 V026200 0.00 074 W006200 0.0000 074 X006200 1312 PAGE 351 074 Y006200 0 075 A006200 0 075 B006200 55684 076 006200 0.00 SIGNATURE JEFFREY R. COLEMAN TITLE FUND CONTROLLER EX-99.77B ACCT LTTR 2 b55450ex77b.txt PRICEWATERHOUSECOOPERS ACCOUNTANT' REPORT 77B Accountant's Report on Internal Control Nations Funds Trust [PricewaterhouseCoopers logo] PricewaterhouseCoopers LLP 300 Madison Avenue New York, New York 10017 Report of Independent Registered Public Accounting Firm To the Board of Trustees and Shareholders of Nations Funds Trust In planning and performing our audits of the financial statements of Nations Asset Allocation Fund, Nations Kansas Municipal Income Fund, Nations Marsico Focused Equities Fund, Nations Marsico Growth Fund, Nations Marsico 21st Century Fund, Nations Marsico International Opportunities Fund, Nations MidCap Index Fund, Nations MidCap Value Fund, Nations New York Tax-Exempt Reserves, Nations Global Value Fund, Nations Government Securities Fund, Nations High Yield Bond Fund, Nations LifeGoal Balanced Growth Portfolio, Nations LifeGoal Growth Portfolio, Nations LifeGoal Income Portfolio, Nations LifeGoal Income and Growth Portfolio, Nations Intermediate Bond Fund, Nations International Equity Fund, Nations International Value Fund, Nations California Municipal Bond Fund, Nations California Intermediate Municipal Bond Fund, Nations California Tax-Exempt Reserves, Nations Cash Reserves, Nations Convertible Securities Fund, Nations Government Reserves, Nations Money Market Reserves, Nations Municipal Reserves, Nations Treasury Reserves, Nations Small Company Fund, Nations Bond Fund, Nations Short-Intermediate Government Fund, Nations Short-Term Income Fund, Nations Strategic Income Fund, Nations LargeCap Enhanced Core Fund, Nations LargeCap Index Fund, Nations MidCap Growth Fund, Nations SmallCap Index Fund, Nations SmallCap Value Fund, Nations Strategic Growth Fund, Nations Tax Exempt Reserves, Nations Value Fund, Nations Intermediate Municipal Bond Fund, Nations Municipal Income Fund, Nations Short-Term Municipal Income Fund, Nations Florida Intermediate Municipal Bond Fund, Nations Florida Municipal Bond Fund, Nations Georgia Intermediate Municipal Bond Fund, Nations Maryland Intermediate Municipal Bond Fund, Nations North Carolina Intermediate Municipal Bond Fund, Nations South Carolina Intermediate Municipal Bond Fund, Nations Tennessee Intermediate Municipal Bond Fund, Nations Texas Intermediate Municipal Bond Fund, Nations Virginia Intermediate Municipal Bond Fund, Corporate Bond Portfolio, Mortgage- and Asset-Backed Portfolio and High Income Portfolio (each a portfolio of Nations Funds Trust, hereafter referred to as the "Trust") for the year ended March 31, 2005, we considered its internal control, including control activities for safeguarding securities, in order to determine our auditing procedures for the purpose of expressing our opinion on the financial statements and to comply with the requirements of Form N-SAR, not to provide assurance on internal control. The management of the Trust is responsible for establishing and maintaining internal control. In fulfilling this responsibility, estimates and judgments by management are required to assess the expected benefits and related costs of controls. Generally, controls that are relevant to an audit pertain to the entity's objective of preparing financial statements for external purposes that are fairly presented in conformity with generally accepted accounting principles. Those controls include the safeguarding of assets against unauthorized acquisition, use or disposition. Because of inherent limitations in internal control, errors or fraud may occur and not be detected. Also, projection of any evaluation of internal control to future periods is subject to the risk that controls may become inadequate because of changes in conditions or that the effectiveness of their design and operation may deteriorate. Our consideration of internal control would not necessarily disclose all matters in internal control that might be material weaknesses under standards established by the Public Company Accounting Oversight Board (United States). A material weakness, for purposes of this report, is a condition in which the design or operation of one or more of the internal control components does not reduce to a relatively low level the risk that misstatements caused by error or fraud in amounts that would be material in relation to the financial statements being audited may occur and not be detected within a timely period by employees in the normal course of performing their assigned functions. However, we noted no matters involving internal control and its operation, including controls for safeguarding securities, that we consider to be material weaknesses as defined above as of March 31, 2005. This report is intended solely for the information and use of the Board of Trustees, management and the Securities and Exchange Commission and is not intended to be and should not be used by anyone other than these specified parties. /s/ Pricewaterhouse LLP PricewaterhouseCoopers LLP New York, New York May 26, 2005 EX-99.77C VOTES 3 b55450ex77c.txt MATTERS SUBMITTED TO A VOTE 77C Matters submitted to a vote of security holders Nations Funds Trust On March 17, 2004, a Special Meeting of Shareholders of the Nations Funds Trust was held to approve the following items:
Election of Trustees: For Withheld Edward J. Boudreau Jr 60,106,221,349.959 182,307,606.293 William P. Carmichael 60,097,356,926.044 191,172,030.208 William A. Hawkins 60,107,769,386.409 180,759,569.843 R. Glenn Hilliard 60,106,552,354.994 181,976,601.258 Minor M. Shaw 60,099,464,530.427 189,064,425.825
Nations Master Investment Trust On March 17, 2004, a Special Meeting of Shareholders of the Nations Master Investment Trust was held to approve the following items:
Election of Trustees: For Withheld Edward J. Boudreau Jr 911,066,248.176 4,746,034.691 William P. Carmichael 911,023,808.609 4,788,474.258 William A. Hawkins 911,084,335.387 4,727,947.480 R. Glenn Hilliard 911,060,387.719 4,751,895.148 Minor M. Shaw 911,038,473.677 4,773,809.190
(proxy statement incorporated herein by reference to Accession number 0000950144-05-001408) EX-99.77D POLICIES 4 b55450ex77d.txt POLICIES WITH RESPECT TO SECURITY INVESTMENTS 77D Policies with respect to security investments Nations Intermediate Municipal Bond Fund Nations Municipal Income Fund Nations Short-Term Municipal Income Fund Nations California Intermediate Municipal Bond Fund Nations California Municipal Bond Fund Nations Florida Intermediate Municipal Bond Fund Nations Florida Municipal Bond Fund Nations Georgia Intermediate Municipal Bond Fund Nations Kansas Municipal Income Fund Nations Maryland Intermediate Municipal Bond Fund Nations North Carolina Intermediate Municipal Bond Fund Nations South Carolina Intermediate Municipal Bond Fund Nations Tennessee Intermediate Municipal Bond Fund Nations Texas Intermediate Municipal Bond Fund Nations Virginia Intermediate Municipal Bond Fund (Funds) Effective March 18, 2005, the Funds deleted all references to duration under each Fund's discussion of its principal investment strategies and the corresponding call-outs to the principal investment strategies discussion. All references to the duration of a Fund throughout the prospectuses should also be removed in accordance with this supplemental information. Nations Value Fund Nations MidCap Value Fund (Funds) Effective March 18, 2005, the Funds' may invest in real estate investment trusts and the Funds have the following corresponding principal risk: Real estate investment trust risk - Changes in real estate values or economic downturns can have a significant negative effect on issuers in the real estate industry. EX-99.77E LEGAL 5 b55450ex77e.txt LEGAL PROCEEDINGS 77E Legal Proceedings NATIONS FUNDS TRUST AND NATIONS MASTER INVESTMENT TRUST On September 3, 2003, the Office of the New York Attorney General ("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 in various mutual funds including certain Nations Funds. Specifically, the NYAG alleged that Canary engaged in activities that it characterized as "market timing" and "late trading." The NYAG later announced a criminal action, and the SEC announced a civil action, against a former employee of Banc of America Securities, LLC, a selling agent affiliated with the Nations Funds' distributor and adviser. In connection with these events, various lawsuits have been filed, some of which name certain Nations Funds, among others, as defendants (see Civil Litigation below). The independent Trustees of the Boards of Trustees of the Nations Funds (the "Boards") have engaged independent legal counsel and, through them, accountants to determine the extent of any "late trading" or improper "market timing" activity in any of the Nations Funds and to determine the extent of any losses suffered by the Funds from such activity and/or the amount of any disgorgement that should be made. On September 8, 2003, Bank of America Corporation and the Boards jointly announced that: (i) to the extent that the independent counsel and accountants determine that any Nations Fund was adversely affected by any late trading or any discretionary market timing agreement, BACAP would make appropriate restitution; and (ii) BACAP and BACAP Distributors would promptly return to any Nations Fund that was the subject of a market timing agreement all advisory and administration fees they received as a result of such an agreement, irrespective as to whether or not there is an independent determination of any negative impact to any shareholders. In addition, Bank of America Corporation has also agreed to make appropriate reimbursement of costs incurred by any Nations Fund in connection with this matter. Settlements in Principle with Regulators On March 15, 2004, Bank of America Corporation and FleetBoston Financial Corporation ("Fleet") entered into agreements in principle (each an "Agreement In Principle" and together, the "Agreements In Principle") with the NYAG and the SEC over matters related to improper late trading and market timing of mutual funds. As noted below, on April 1, 2004, Bank of America Corporation acquired Fleet. Under the Agreements In Principle, Bank of America Corporation has agreed to pay $250 million in total disgorgement and restitution and a penalty of $125 million. In addition, the Agreement In Principle with the NYAG requires an aggregate reduction in mutual fund fees of $32 million per year for five years across selected non-money market funds in the Nations Funds and Fleet mutual fund complexes. The final amount payable as restitution and whether such restitution will be effectuated through a Nations Fund or directly to shareholders, has not yet been determined. When finalized, the Agreements In Principle will conclude the investigation by the NYAG and the SEC of Bank of America Corporation and its affiliates relating to late trading and market timing activities, provided that the NYAG and the SEC have reserved the right to continue their respective investigations of and actions against individuals. Bank of America Corporation Acquisition of Fleet On April 1, 2004, Bank of America Corporation acquired Fleet. As a result of this acquisition, Columbia Management Advisors, Inc. ("CMA") and Columbia Funds Distributor, Inc. ("CFDI") are now indirect wholly-owned subsidiaries of Bank of America Corporation. The SEC and NYAG filed proceedings against both CMA and CFDI on February 24, 2004 alleging that they had violated certain provisions of the federal securities laws in connection with trading activity in mutual funds shares and violated certain New York anti-fraud statutes. In order to settle these matters, as noted above, Fleet entered into the March 15, 2004 Agreements In Principle with the NYAG and the SEC, including committing to substantial payments and other terms similar to those discussed above with respect to Bank of America Corporation. If either CMA or CFDI is ultimately unsuccessful in its defense of, or efforts to procure a final settlement of, the February 24, 2004 proceedings, or if any final settlement includes an injunction against CMA or CFDI prohibiting them from engaging in certain conduct, CMA, CFDI or any company that is an affiliated person of CMA and CFDI could be barred from serving as an investment adviser or distributor for any investment company registered under the Investment Company Act of 1940. As a result of the Fleet acquisition, BACAP and BACAP Distributors are now affiliated persons of CMA and CFDI and, therefore, under these circumstances, could be barred from serving as an investment adviser or distributor for any registered investment company, including the Nations Funds. If either CMA or CFDI is ultimately unsuccessful in its defense of, or efforts to procure a final settlement of, the February 24, 2004 proceedings, it is expected that BACAP and BACAP Distributors would seek exemptive relief from the SEC to permit them to continue serving as the investment adviser and distributor of the Nations Funds. Civil Litigation In connection with the events described in detail above, various parties have filed suit against certain Nations Funds, their Boards and/or Bank of America Corporation (and affiliated entities). More than 200 cases have been consolidated in a multi-district proceeding and transferred to the Federal District Court in Maryland. EX-99.77I NEW SECUR 6 b55450ex77i.txt TERMS OF NEW OR AMENDED SECURITIES 77I Terms of new or amended securities Nations Global Value Fund Nations International Value Fund Nations International Equity Fund Nations Marsico International Opportunities Fund (Funds) Effective March 21, 2005, the Funds deleted the discussion regarding when you may not have to pay a redemption fee under the heading "About your investment - Redemption fees" and inserted the following discussion in its place: You won't pay an otherwise applicable redemption fee on the following categories of transactions: o shares sold following the death or disability (as defined in the tax code) of the shareholder, including a registered joint owner o shares sold by or distributions from participant-directed retirement plans, such as 401(k), 403(b), 457, Keogh, profit sharing and money purchase pension plans, where Nations Funds does not have access to information about the individual participant account activity, except where Nations Funds has received an indication that the plan administrator is able to assess the redemption fee on the appropriate accounts o shares sold by certain investment funds (e.g. Nations LifeGoal Portfolios and Future Scholar) that have provided assurances reasonably satisfactory to BACAP that the investment fund is not a vehicle for market timing. BACAP or its affiliates may manage certain of the approved investment funds o shares sold in certain transactions in connection with certain asset allocation or wrap programs where the program sponsor has provided assurances reasonably satisfactory to BACAP that the program is not designed to be a vehicle for market timing o shares sold by accounts where Nations Funds has received information reasonably satisfactory to BACAP indicating that financial institutions or intermediaries maintaining the accounts are currently unable for administrative reasons to assess the redemption fee on underlying shareholders o shares sold by an account which has demonstrated a severe hardship, such as a medical emergency, as determined in the absolute discretion of BACAP o shares that were purchased by reinvested dividends o shares that are redeemed or exchanged through Nations Funds' Automatic Withdrawal Plan or Automatic Exchange Feature or similar affiliated or unaffiliated automated plans o the following retirement plan distributions: o lump-sum or other distributions from a qualified corporate or self-employed retirement plan following the retirement (or following attainment of age 59 1/2 in the case of a "key employee" of a "top heavy" plan) o distributions from an individual retirement account (IRA) or Custodial Account under Section 403(b)(7) of the tax code, following attainment of age 59 1/2 Nations Funds also has the discretion to waive the 2% redemption fee if a Fund is in jeopardy of failing the 90% income test or losing its RIC qualification for tax purposes. Certain financial institutions or intermediaries may not assess redemption fees on certain categories of redemptions that they believe do not present significant market timing concerns (such as automatic withdrawal plan redemptions). Conversely, certain financial institutions or intermediaries may assess redemption fees on certain redemptions by accounts maintained with them that would be exempt from the redemption fee if the accounts were maintained directly with Nations Funds' transfer agent or with a different financial institution or intermediary. Nations Funds and its agents reserve the right to permit imposition of the redemption fee under these circumstances. Nations Funds' ability to assess redemption fees or apply waivers is generally limited by the policies of these financial institutions and intermediaries. Accordingly, the parameters of the exemption categories described above are subject to the different policies of the various financial institutions and intermediaries that maintain accounts. You should check with your financial institution or intermediary about its redemption fee and waiver policies before investing or submitting a redemption order within the specified time periods. Nations Funds reserves the right to impose the redemption fee in the future if it determines that a financial institution or intermediary that previously did not or was not able to assess the redemption fee on underlying shareholders has developed the policy or capability to assess the fee on some or all of its underlying shareholders, however, Nations Funds may determine not to impose the redemption fee under certain circumstances. From time to time, as circumstances change, Nations Funds may modify or eliminate certain exemption categories without advance notice to shareholders. EX-99.77O RULE 10F-3 7 b55450ex77o1.txt TRANSACTIONS REPORT 1-1-2005 THROUGH 3-31-2005 RULE 10F-3 TRANSACTIONS REPORT JANUARY 1, 2005 THROUGH MARCH 31, 2005 AFFILIATED UNDERWRITER: BANC OF AMERICA SECURITIES, LLC
TYPE OF SECURITY* DATE OFFERING PURCHASE PRINCIPAL/ SHARES ISSUER (1),(2),(3),(4) COMMENCED DATE SELLING BROKER** PURCHASED - ----------------------------------- ----------------- ------------- --------- -------------------------- ----------------- NATIONS FUNDS TRUST NATIONS BOND FUND Carriage Services, Inc. 7.875% 01/15/15 3 01/20/05 01/20/05 Merrill Lynch 100,000 Intelsat Bermuda FLTR 01/15/12 3 01/24/05 01/24/05 Deutsche Bank 130,000 Intelsat Bermuda 8.25% 01/15/13 3 01/24/05 01/24/05 Deutsche Bank 230,000 Tenet Healthcare Corp 9.25% 02/01/15 3 01/25/05 01/25/05 CitiGroup Financial 130,000 Del Monte Corp 6.75% 02/15/15 3 01/25/05 01/25/05 Morgan Stanley 30,000 Mohegan Tribal Gaming 6.125% 02/15/13 3 02/03/05 02/03/05 CitiGroup Financial 170,000 Radio One Inc. 6.375% 02/15/13 3 02/04/05 02/04/05 Credit Suisse First Boston 35,000 Nortek Holdings Inc. 03/01/14 3 02/10/05 02/10/05 Credit Suisse First Boston 70,000 Samina-Sci Corp 6.75% 03/01/13 3 02/16/05 02/16/05 CitiGroup Financial 160,000 Range Resources Corp 6.375% 03/15/15 3 03/02/05 03/02/05 JP Morgan Chase 15,000 Allied Waste 7.25% 03/15/15 3 03/03/05 03/03/05 JP Morgan Chase 125,000 Corrections Corp 6.25% 03/15/13 3 03/08/05 03/08/05 Lehman Brothers Inc. 205,000 Davita Inc. 6.625% 03/15/13 3 03/15/05 03/15/05 JP Morgan Chase 35,000 Davita Inc. 7.25% 03/15/15 3 03/15/05 03/15/05 JP Morgan Chase 55,000 ABITIBI-Consolidated Inc. 8.375% 04/01/15 1 03/22/05 03/22/05 CitiGroup Financial 210,000 NATIONS CONVERTIBLE SECURITIES FUND Playboy Enterprises Inc 3.0% 03/15/25 3 03/10/05 03/10/05 UBS Warburg 10,000,000 NATIONS MIDCAP VALUE FUND Celanese Corporation 1 01/20/05 01/20/05 Lehman Brothers Inc. 175,000 NATIONS SMALL COMPANY FUND International Securities Exchange 1 03/08/05 03/08/05 Bear Stearns & Co Inc. 13,100 PRICE PAID BY PRICE/PAR FUND % OF ISSUE % OF FUND ASSETS ----------- ------------- ---------- ---------------- NATIONS FUNDS TRUST NATIONS BOND FUND Carriage Services, Inc. 7.875% 01/15/15 $ 100.000 $ 100,000 0.08% 0.01% Intelsat Bermuda FLTR 01/15/12 $ 100.000 $ 130,000 0.01% 0.01% Intelsat Bermuda 8.25% 01/15/13 $ 100.000 $ 230,000 0.01% 0.01% Tenet Healthcare Corp 9.25% 02/01/15 $ 98.406 $ 127,928 0.02% 0.01% Del Monte Corp 6.75% 02/15/15 $ 100.000 $ 30,000 0.01% 0.00% Mohegan Tribal Gaming 6.125% 02/15/13 $ 100.000 $ 170,000 0.07% 0.01% Radio One Inc. 6.375% 02/15/13 $ 100.000 $ 35,000 0.02% 0.00% Nortek Holdings Inc. 03/01/14 $ 62.136 $ 43,495 0.02% 0.00% Samina-Sci Corp 6.75% 03/01/13 $ 100.000 $ 160,000 0.04% 0.01% Range Resources Corp 6.375% 03/15/15 $ 100.000 $ 15,000 0.01% 0.00% Allied Waste 7.25% 03/15/15 $ 100.000 $ 125,000 0.02% 0.01% Corrections Corp 6.25% 03/15/13 $ 100.000 $ 205,000 0.05% 0.01% Davita Inc. 6.625% 03/15/13 $ 100.000 $ 35,000 0.01% 0.00% Davita Inc. 7.25% 03/15/15 $ 100.000 $ 55,000 0.01% 0.00% ABITIBI-Consolidated Inc. 8.375% 04/01/15 $ 100.000 $ 210,000 0.05% 0.01% NATIONS CONVERTIBLE SECURITIES FUND Playboy Enterprises Inc 3.0% 03/15/25 $ 100.000 $10,000,000 10.00% 0.64% NATIONS MIDCAP VALUE FUND Celanese Corporation $ 16.000 $ 2,800,000 0.35% 0.50% NATIONS SMALL COMPANY FUND International Securities Exchange $ 18.000 $ 235,800 0.13% 0.04%
* 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). RULE 10F-3 TRANSACTIONS REPORT JANUARY 1, 2005 THROUGH MARCH 31, 2005 AFFILIATED UNDERWRITER: BANC OF AMERICA SECURITIES, LLC
TYPE OF SECURITY* DATE OFFERING PURCHASE PRINCIPAL/ SHARES ISSUER (1),(2),(3),(4) COMMENCED DATE SELLING BROKER** PURCHASED - ----------------------------------- ----------------- ------------- --------- -------------------------- ----------------- HIGH INCOME PORTFOLIO Carriage Services, Inc. 7.875% 01/15/15 3 01/20/05 01/20/05 Merrill Lynch 5,000 Intelsat Bermuda FLTR 01/15/12 3 01/24/05 01/24/05 Deutsche Bank 20,000 Intelsat Bermuda 8.25% 01/15/13 3 01/24/05 01/24/05 Deutsche Bank 20,000 Tenet Healthcare Corp 9.25% 02/01/15 3 01/25/05 01/25/05 CitiGroup Financial 10,000 Del Monte Corp 6.75% 02/15/15 3 01/25/05 01/25/05 Morgan Stanley 5,000 Mohegan Tribal Gaming 6.125% 02/15/13 3 02/03/05 02/03/05 CitiGroup Financial 10,000 Radio One Inc. 6.375% 02/5/13 3 02/04/05 02/04/05 Credit Suisse First Boston 10,000 Nortek Holdings Inc. 03/01/14 3 02/10/05 02/10/05 Credit Suisse First Boston 5,000 Samina-Sci Corp 6.75% 03/01/13 3 02/16/05 02/16/05 CitiGroup Financial 10,000 Allied Waste 7.25% 03/15/15 3 03/03/05 03/03/05 JP Morgan Chase 10,000 Corrections Corp 6.25% 03/15/13 3 03/08/05 03/08/05 Lehman Brothers Inc. 15,000 Davita Inc. 7.25% 03/15/15 3 03/15/05 03/15/05 JP Morgan Chase 5,000 ABITIBI-Consolidated Inc. 8.375% 04/01/15 1 03/22/05 03/22/05 CitiGroup Financial 15,000 HIGH YIELD BOND PORTFOLIO - CORE FUND Carriage Services, Inc. 7.875% 01/15/15 3 01/20/05 01/20/05 Merrill Lynch 75,000 Intelsat Bermuda FLTR 01/15/12 3 01/24/05 01/24/05 Deutsche Bank 100,000 Intelsat Bermuda 8.25% 01/15/13 3 01/24/05 01/24/05 Deutsche Bank 175,000 Tenet Healthcare Corp 9.25% 02/01/15 3 01/25/05 01/25/05 CitiGroup Financial 100,000 Del Monte Corp 6.75% 02/15/15 3 01/25/05 01/25/05 Morgan Stanley 25,000 Mohegan Tribal Gaming 6.125% 02/15/13 3 02/03/05 02/03/05 CitiGroup Financial 130,000 Radio One Inc. 6.375% 02/5/13 3 02/04/05 02/04/05 Credit Suisse First Boston 25,000 Nortek Holdings Inc. 03/01/14 3 02/10/05 02/10/05 Credit Suisse First Boston 55,000 Samina-Sci Corp 6.75% 03/01/13 3 02/16/05 02/16/05 CitiGroup Financial 120,000 Range Resources Corp 6.375% 03/15/15 3 03/02/05 03/02/05 JP Morgan Chase 15,000 Allied Waste 7.25% 03/15/15 3 03/03/05 03/03/05 JP Morgan Chase 100,000 Corrections Corp 6.25% 03/15/13 3 03/08/05 03/08/05 Lehman Brothers Inc. 165,000 Davita Inc. 6.625% 03/15/13 3 03/15/05 03/15/05 JP Morgan Chase 30,000 Davita Inc. 7.25% 03/15/15 3 03/15/05 03/15/05 JP Morgan Chase 40,000 ABITIBI-Consolidated Inc. 8.375% 04/01/15 1 03/22/05 03/22/05 CitiGroup Financial 180,000 PRICE PAID BY PRICE/PAR FUND % OF ISSUE % OF FUND ASSETS ----------- ------------- ---------- ---------------- HIGH INCOME PORTFOLIO Carriage Services, Inc. 7.875% 01/15/15 $100.000 $ 5,000 0.00% 0.08% Intelsat Bermuda FLTR 01/15/12 $100.000 $ 20,000 0.00% 0.31% Intelsat Bermuda 8.25% 01/15/13 $100.000 $ 20,000 0.00% 0.31% Tenet Healthcare Corp 9.25% 02/01/15 $ 98.406 $ 9,841 0.00% 0.15% Del Monte Corp 6.75% 02/15/15 $100.000 $ 5,000 0.00% 0.08% Mohegan Tribal Gaming 6.125% 02/15/13 $100.000 $ 10,000 0.00% 0.15% Radio One Inc. 6.375% 02/5/13 $100.000 $ 10,000 0.01% 0.15% Nortek Holdings Inc. 03/01/14 $ 62.136 $ 3,107 0.00% 0.05% Samina-Sci Corp 6.75% 03/01/13 $100.000 $ 10,000 0.00% 0.15% Allied Waste 7.25% 03/15/15 $100.000 $ 10,000 0.00% 0.15% Corrections Corp 6.25% 03/15/13 $100.000 $ 15,000 0.00% 0.23% Davita Inc. 7.25% 03/15/15 $100.000 $ 5,000 0.00% 0.08% ABITIBI-Consolidated Inc. 8.375% 04/01/15 $100.000 $ 15,000 0.00% 0.23% HIGH YIELD BOND PORTFOLIO - CORE FUND Carriage Services, Inc. 7.875% 01/15/15 $100.000 $ 75,000 0.06% 0.10% Intelsat Bermuda FLTR 01/15/12 $100.000 $100,000 0.01% 0.14% Intelsat Bermuda 8.25% 01/15/13 $100.000 $175,000 0.02% 0.24% Tenet Healthcare Corp 9.25% 02/01/15 $ 98.406 $ 98,406 0.01% 0.14% Del Monte Corp 6.75% 02/15/15 $100.000 $ 25,000 0.01% 0.03% Mohegan Tribal Gaming 6.125% 02/15/13 $100.000 $130,000 0.05% 0.18% Radio One Inc. 6.375% 02/5/13 $100.000 $ 25,000 0.01% 0.03% Nortek Holdings Inc. 03/01/14 $ 62.136 $ 34,175 0.01% 0.05% Samina-Sci Corp 6.75% 03/01/13 $100.000 $120,000 0.03% 0.16% Range Resources Corp 6.375% 03/15/15 $100.000 $ 15,000 0.01% 0.02% Allied Waste 7.25% 03/15/15 $100.000 $100,000 0.02% 0.14% Corrections Corp 6.25% 03/15/13 $100.000 $165,000 0.04% 0.22% Davita Inc. 6.625% 03/15/13 $100.000 $ 30,000 0.01% 0.04% Davita Inc. 7.25% 03/15/15 $100.000 $ 40,000 0.00% 0.05% ABITIBI-Consolidated Inc. 8.375% 04/01/15 $100.000 $180,000 0.04% 0.25%
* 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 8 b55450ex77o2.txt TRANSACTIONS REPORT 8-1-2004 THROUGH 12-31-2004 RULE 10F-3 TRANSACTIONS REPORT OCTOBER 1, 2004 THROUGH DECEMBER 31, 2004 AFFILIATED UNDERWRITER: BANC OF AMERICA SECURITIES, LLC
TYPE OF SECURITY* DATE OFFERING PURCHASE PRINCIPAL/ SHARES ISSUER (1),(2),(3),(4) COMMENCED DATE SELLING BROKER** PURCHASED - ----------------------------------- ----------------- ------------- --------- -------------------------- ----------------- NATIONS FUNDS TRUST NATIONS BOND FUND CWL 2004-11 A FLTR 03/25/2033 1 10/25/04 10/25/04 Countrywide Securities 15,000,000 Flextronics Intl LTD 6.25% 11/15/2014 3 11/09/04 11/09/04 Credit Suisse First Boston 500,000 Wynn Las Vegas LLC 6.625% 12/01/2014 3 11/22/04 11/22/04 Deutsche Bank 500,000 WDAC Subsidiary Corp 3 11/30/04 11/30/04 JP Morgan Chase 500,000 Carrol's Corp 9.0% 01/15/2013 3 12/09/04 12/09/04 JP Morgan Chase 80,000 Community Health Services 6.5% 12/15/2012 3 12/09/04 12/09/04 JP Morgan Chase 95,000 Aventine Renewable Energy 12/15/2011 3 12/10/04 12/10/04 Morgan Stanley 50,000 Church & Dwight 6.0% 12/15/2012 3 12/15/04 12/15/04 JP Morgan Chase 90,000 Landry's Restaurants Inc 7.5% 12/15/2014 3 12/15/04 12/15/04 Wachovia Securities, Inc 160,000 Reliant Energy Inc 6.75% 12/15/2014 3 12/14/04 12/14/04 Goldman Sachs & Co 160,000 NATIONS CALIFORNIA TAX-EXEMPT RESERVES CA Daily-UNIV-A-3 Floater 05/01/2034 4 10/21/04 10/21/04 Lehman Brothers Inc. 5,700,000 NATIONS CONVERTIBLE SECURITIES FUND Dov Pharmaceuticals, Inc. 2.5% CVBD Due 01/15/2025 3 12/17/04 12/17/04 CitiGroup Financial 1,500,000 NATIONS MIDCAP VALUE FUND DreamWorks Animation SKG, Inc. 1 10/27/04 10/27/04 JP Morgan Chase 150,000 Nalco Holding Company 1 11/10/04 11/10/04 Goldman Sachs & Co 100,000 PRICE PAID BY PRICE/PAR FUND % OF ISSUE % OF FUND ASSETS ----------- ------------- ---------- ---------------- NATIONS FUNDS TRUST NATIONS BOND FUND CWL 2004-11 A FLTR 03/25/2033 $ 100.000 $15,000,000 4.42% 0.71% Flextronics Intl LTD 6.25% 11/15/2014 $ 100.000 $ 500,000 0.10% 0.02% Wynn Las Vegas LLC 6.625% 12/01/2014 $ 100.000 $ 500,000 0.04% 0.02% WDAC Subsidiary Corp $ 100.000 $ 500,000 0.25% 0.02% Carrol's Corp 9.0% 01/15/2013 $ 100.000 $ 80,000 0.04% 0.00% Community Health Services 6.5% 12/15/2012 $ 100.000 $ 95,000 0.03% 0.00% Aventine Renewable Energy 12/15/2011 $ 100.000 $ 50,000 0.03% 0.00% Church & Dwight 6.0% 12/15/2012 $ 100.000 $ 90,000 0.04% 0.00% Landry's Restaurants Inc 7.5% 12/15/2014 $ 100.000 $ 160,000 0.04% 0.01% Reliant Energy Inc 6.75% 12/15/2014 $ 100.000 $ 160,000 0.02% 0.01% NATIONS CALIFORNIA TAX-EXEMPT RESERVES CA Daily-UNIV-A-3 Floater 05/01/2034 $ 100.000 $ 5,700,000 0.57% 0.31% NATIONS CONVERTIBLE SECURITIES FUND Dov Pharmaceuticals, Inc. 2.5% CVBD Due 01/15/2025 $ 100.000 $ 1,500,000 2.31% 0.07% NATIONS MIDCAP VALUE FUND DreamWorks Animation SKG, Inc. $ 28.000 $ 4,200,000 0.52% 0.78% Nalco Holding Company $ 15.000 $ 1,500,000 0.23% 0.27%
* 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). RULE 10F-3 TRANSACTIONS REPORT OCTOBER 1, 2004 THROUGH DECEMBER 31, 2004 AFFILIATED UNDERWRITER: BANC OF AMERICA SECURITIES, LLC
TYPE OF SECURITY* DATE OFFERING PURCHASE PRINCIPAL/ SHARES ISSUER (1),(2),(3),(4) COMMENCED DATE SELLING BROKER** PURCHASED - ----------------------------------- ----------------- ------------- --------- -------------------------- ----------------- NATIONS MUNICIPAL RESERVES CA Daily-UNIV-A-5 Floater 05/01/2034 4 10/21/04 10/21/04 Morgan Stanley 1,000,000 State of Oregon Full Faith and Credit TANs 4 10/27/04 10/27/04 Salomon Smith Barney, Inc. 40,000,000 Connecticut Housing Finance Authority 11/15/2027 4 11/09/04 11/09/04 Salomon Smith Barney, Inc. 21,750,000 NATIONS SHORT-TERM INCOME FUND Washington Mutual Inc 4.2% 01/15/2010 1 12/13/04 12/13/04 Lehman Brothers Inc 6,000,000 NATIONS SMALL COMPANY FUND MarketAxess Holdings, Inc. 1 11/04/04 11/04/04 Credit Suisse First Boston 9,200 NATIONS SMALLCAP VALUE FUND New York + Co Inc USD 0.01 1 10/06/04 10/06/04 Bear Stearns & Co Inc. 48,300 Atmos Energy 1 10/21/04 10/21/04 Merrill Lynch 21,300 NATIONS TAX-EXEMPT RESERVES State of Oregon Full Faith and Credit TANs 4 10/27/04 10/27/04 Salomon Smith Barney, Inc. 20,000,000 CA Daily-UNIV-A-3 Floater 05/01/2034 4 10/21/04 10/21/04 Lehman Brothers Inc. 55,455,000 NATIONS INTERMEDIATE MUNICIPAL FUND New Jersey Economic Dev Auth 5.5 6/15/2016 4 10/06/04 10/07/04 CitiGroup Financial 5,500,000 HIGH YIELD BOND PORTFOLIO - CORE FUND Flextronics Intl LTD 6.25% 11/15/2014 3 11/09/04 11/09/04 Credit Suisse First Boston 500,000 Wynn Las Vegas LLC 6.625% 12/01/2014 3 11/22/04 11/22/04 Deutsche Bank 500,000 Carrol's Corp 9.0% 01/15/2013 3 12/09/04 12/09/04 JP Morgan Chase 65,000 Community Health Services 6.5% 12/15/2012 3 12/09/04 12/09/04 JP Morgan Chase 80,000 Aventine Renewable Energy 12/15/2011 3 12/10/04 12/10/04 Morgan Stanley 40,000 Church & Dwight 6.0% 12/15/2012 3 12/15/04 12/15/04 JP Morgan Chase 75,000 Landry's Restaurants Inc 7.5% 12/15/2014 3 12/15/04 12/15/04 Wachovia Securities, Inc 130,000 Reliant Energy Inc 6.75% 12/15/2014 3 12/14/04 12/14/04 Goldman Sachs & Co 135,000 PRICE PAID BY PRICE/PAR FUND % OF ISSUE % OF FUND ASSETS ----------- ------------- ---------- ---------------- NATIONS MUNICIPAL RESERVES CA Daily-UNIV-A-5 Floater 05/01/2034 $ 100.000 $ 1,000,000 0.10% 0.02% State of Oregon Full Faith and Credit TANs $ 100.803 $40,321,200 5.08% 0.76% Connecticut Housing Finance Authority 11/15/2027 $ 100.000 $21,750,000 17.40% 0.41% NATIONS SHORT-TERM INCOME FUND Washington Mutual Inc 4.2% 01/15/2010 $ 99.847 $ 5,990,820 1.00% 0.54% NATIONS SMALL COMPANY FUND MarketAxess Holdings, Inc. $ 11.000 $ 101,200 0.18% 0.02% NATIONS SMALLCAP VALUE FUND New York + Co Inc USD 0.01 $ 17.000 $ 821,100 0.48% 0.47% Atmos Energy $ 24.750 $ 527,175 0.15% 0.30% NATIONS TAX-EXEMPT RESERVES State of Oregon Full Faith and Credit TANs $ 100.803 $20,160,600 2.54% 0.69% CA Daily-UNIV-A-3 Floater 05/01/2034 $ 100.000 $55,455,000 5.55% 1.86% NATIONS INTERMEDIATE MUNICIPAL FUND New Jersey Economic Dev Auth 5.5 6/15/2016 $ 104.372 $ 5,740,460 0.39% 0.33% HIGH YIELD BOND PORTFOLIO - CORE FUND Flextronics Intl LTD 6.25% 11/15/2014 $ 100.000 $ 500,000 0.10% 0.69% Wynn Las Vegas LLC 6.625% 12/01/2014 $ 100.000 $ 500,000 0.04% 0.69% Carrol's Corp 9.0% 01/15/2013 $ 100.000 $ 65,000 0.04% 0.09% Community Health Services 6.5% 12/15/2012 $ 100.000 $ 80,000 0.03% 0.11% Aventine Renewable Energy 12/15/2011 $ 100.000 $ 40,000 0.03% 0.06% Church & Dwight 6.0% 12/15/2012 $ 100.000 $ 75,000 0.03% 0.10% Landry's Restaurants Inc 7.5% 12/15/2014 $ 100.000 $ 130,000 0.03% 0.18% Reliant Energy Inc 6.75% 12/15/2014 $ 100.000 $ 135,000 0.02% 0.19%
* 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). -----END PRIVACY-ENHANCED MESSAGE-----