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).