-----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, LFrkYJpvsNa5gG3EWdEgU9ehpu1cfuHhQ8vH+Vfbmo4MFnvX6ocNse099+JL25ax 3XW5zxi3hxlaHj4YL+F1iA== 0001127563-02-000171.txt : 20020828 0001127563-02-000171.hdr.sgml : 20020828 20020828111916 ACCESSION NUMBER: 0001127563-02-000171 CONFORMED SUBMISSION TYPE: NSAR-A PUBLIC DOCUMENT COUNT: 5 CONFORMED PERIOD OF REPORT: 20020630 FILED AS OF DATE: 20020828 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CDC NVEST FUNDS TRUST I CENTRAL INDEX KEY: 0000770540 IRS NUMBER: 000000000 STATE OF INCORPORATION: MA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NSAR-A SEC ACT: 1940 Act SEC FILE NUMBER: 811-04323 FILM NUMBER: 02750529 BUSINESS ADDRESS: STREET 1: 399 BOYLSTON ST CITY: BOSTON STATE: MA ZIP: 02116 BUSINESS PHONE: 8002831155 MAIL ADDRESS: STREET 1: 399 BOYLSTON STREET CITY: BOSTON STATE: MA ZIP: 02116 FORMER COMPANY: FORMER CONFORMED NAME: NEW ENGLAND FUNDS DATE OF NAME CHANGE: 19920703 FORMER COMPANY: FORMER CONFORMED NAME: NEW ENGLAND FUNDS TRUST I DATE OF NAME CHANGE: 19940614 FORMER COMPANY: FORMER CONFORMED NAME: NVEST FUNDS TRUST I DATE OF NAME CHANGE: 20000202 NSAR-A 1 answer.fil NSAR PAGE 1 000 A000000 06/30/2002 000 C000000 0000770540 000 D000000 N 000 E000000 NF 000 F000000 Y 000 G000000 N 000 H000000 N 000 I000000 6.1 000 J000000 A 001 A000000 CDC NVEST FUNDS TRUST I 001 B000000 811-4323 001 C000000 6174492804 002 A000000 399 BOYLSTON STREET 002 B000000 BOSTON 002 C000000 MA 002 D010000 02116 003 000000 N 004 000000 N 005 000000 N 006 000000 N 007 A000000 Y 007 B000000 15 007 C010100 1 007 C020100 CDC NVEST BALANCED FUND 007 C030100 N 007 C010200 2 007 C020200 CDC NVEST TARGETED EQUITY FUND 007 C030200 N 007 C010300 3 007 C020300 CDC NVEST STAR VALUE FUND 007 C030300 N 007 C010400 4 007 C020400 CDC NVEST BOND INCOME FUND 007 C030400 N 007 C010500 5 007 C020500 CDC NVEST MUNICIPAL INCOME FUND 007 C030500 N 007 C010600 6 007 C020600 CDC NVEST GOVERNMENT SECURITIES FUND 007 C030600 N 007 C010700 7 007 C010800 8 007 C020800 CDC NVEST INTERNATIONAL EQUITY FUND 007 C030800 N 007 C010900 9 007 C020900 CDC NVEST CAPITAL GROWTH FUND 007 C030900 N 007 C011000 10 007 C021000 CDC NVEST STAR ADVISERS FUND 007 C031000 N 007 C011100 11 PAGE 2 007 C021100 CDC NVEST STRATEGIC INCOME FUND 007 C031100 N 007 C011200 12 007 C021200 CDC NVEST STAR WORLDWIDE FUND 007 C031200 N 007 C011300 13 007 C021300 CDC NVEST STAR SMALL CAP FUND 007 C031300 N 007 C011400 14 007 C021400 CDC NVEST JURIKA & VOYLES RELATIVE VALUE FUND 007 C031400 N 007 C011500 15 007 C021500 CDC NVEST LARGE CAP GROWTH FUND 007 C031500 N 007 C011600 16 007 C021600 CDC NVEST STAR GROWTH FUND 007 C031600 N 007 C011700 17 007 C011800 18 007 C011900 19 007 C012000 20 007 C012100 21 007 C012200 22 007 C012300 23 007 C012400 24 007 C012500 25 007 C012600 26 007 C012700 27 007 C012800 28 007 C012900 29 007 C013000 30 007 C013100 31 007 C013200 32 007 C013300 33 007 C013400 34 007 C013500 35 007 C013600 36 007 C013700 37 007 C013800 38 007 C013900 39 007 C014000 40 007 C014100 41 007 C014200 42 007 C014300 43 007 C014400 44 007 C014500 45 007 C014600 46 007 C014700 47 007 C014800 48 007 C014900 49 007 C015000 50 PAGE 3 007 C015100 51 007 C015200 52 007 C015300 53 007 C015400 54 007 C015500 55 007 C015600 56 007 C015700 57 007 C015800 58 007 C015900 59 007 C016000 60 007 C016100 61 007 C016200 62 007 C016300 63 007 C016400 64 007 C016500 65 007 C016600 66 007 C016700 67 007 C016800 68 007 C016900 69 007 C017000 70 007 C017100 71 007 C017200 72 007 C017300 73 007 C017400 74 007 C017500 75 007 C017600 76 007 C017700 77 007 C017800 78 007 C017900 79 007 C018000 80 010 A00AA01 CDC IXIS ASSET MANAGEMENT SERVICES, INC. 010 B00AA01 84-5731 010 C01AA01 BOSTON 010 C02AA01 MA 010 C03AA01 02116 011 A00AA01 CDC IXIS ASSET MANAGEMENT DISTRIBUTORS, L.P. 011 B00AA01 8-46325 011 C01AA01 BOSTON 011 C02AA01 MA 011 C03AA01 02116 012 A00AA01 CDC IXIS ASSET MANAGEMENT SERVICES, INC. 012 B00AA01 84-5731 012 C01AA01 BOSTON 012 C02AA01 MA 012 C03AA01 02116 013 A00AA01 PRICEWATERHOUSECOOPERS LLP 013 B01AA01 BOSTON 013 B02AA01 MA 013 B03AA01 02110 014 A00AA01 AEW SECURITIES LTD PARTNERSHIP 014 B00AA01 8-45099 PAGE 4 014 A00AA02 HARRIS ASSOCIATES SECURITIES, L.P. 014 B00AA02 8-19988 014 A00AA03 LOOMIS SAYLES DISTRIBUTORS, L.P. 014 B00AA03 8-01170 014 A00AA04 REICH & TANG DISTRIBUTORS, INC. 014 B00AA04 8-150551 014 A00AA05 CDC SECURITIES 014 B00AA05 8-043912 015 A00AA01 INVESTORS BANK AND TRUST COMPANY 015 B00AA01 C 015 C01AA01 BOSTON 015 C02AA01 MA 015 C03AA01 02116 015 E01AA01 X 015 A00AA02 DELETE 015 A00AA03 DELETE 015 A00AA04 CITIBANK, N.A. 015 B00AA04 S 015 C01AA04 BUENOS AIRES 015 D01AA04 ARGENTINA 015 E04AA04 X 015 A00AA05 NATIONAL AUSTRALIA BANK LTD. 015 B00AA05 S 015 C01AA05 MELBOURNE 015 D01AA05 AUSTRALIA 015 E04AA05 X 015 A00AA06 BANK AUSTRIA CREDITANSTALT (HVB BANK) 015 B00AA06 S 015 C01AA06 VIENNA 015 D01AA06 AUSTRIA 015 E04AA06 X 015 A00AA07 DELETE 015 A00AA08 DELETE 015 A00AA09 BNP PARIBAS 015 B00AA09 S 015 C01AA09 BRUSSELS 015 D01AA09 BELGIUM 015 E04AA09 X 015 A00AA10 THE BANK OF BERMUDA LIMITED 015 B00AA10 S 015 C01AA10 HAMILTON 015 D01AA10 BERMUDA 015 E04AA10 X 015 A00AA11 BANKBOSTON BRAZIL 015 B00AA11 S 015 C01AA11 SAO PAULO 015 D01AA11 BRAZIL 015 E04AA11 X 015 A00AA12 ROYAL BANK OF CANADA 015 B00AA12 S 015 C01AA12 TORONTO PAGE 5 015 D01AA12 CANADA 015 E04AA12 X 015 A00AA13 CITIBANK, CHILE 015 B00AA13 S 015 C01AA13 SANTIAGO 015 D01AA13 CHILE 015 E04AA13 X 015 A00AA14 STANDARD CHARTERED BANK 015 B00AA14 S 015 C01AA14 SHANGHAI & SHENZHEN 015 D01AA14 CHINA 015 E04AA14 X 015 A00AA15 CITITRUST COLUMBIA S.A. 015 B00AA15 S 015 C01AA15 SANTA FE DE BOGATA 015 D01AA15 COLUMBIA 015 E04AA15 X 015 A00AA16 CITIBANK A.S. 015 B00AA16 S 015 C01AA16 PRAGUE 015 D01AA16 CZECH REPUBLIC 015 E04AA16 X 015 A00AA17 SEB 015 B00AA17 S 015 C01AA17 COPENHAGEN 015 D01AA17 DENMARK 015 E04AA17 X 015 A00AA18 CITIBANK A.S. 015 B00AA18 S 015 C01AA18 QUITO 015 D01AA18 ECUADOR 015 E04AA18 X 015 A00AA19 CITIBANK N.A. 015 B00AA19 S 015 C01AA19 CAIRO 015 D01AA19 EGYPT 015 E04AA19 X 015 A00AA20 SEB 015 B00AA20 S 015 C01AA20 HELSINKI 015 D01AA20 FINLAND 015 E04AA20 X 015 A00AA21 BNP PARIBAS 015 B00AA21 S 015 C01AA21 PARIS 015 D01AA21 FRANCE 015 E04AA21 X 015 A00AA22 BNP PARIBAS 015 B00AA22 S 015 C01AA22 FRANKFURT 015 D01AA22 GERMANY PAGE 6 015 E04AA22 X 015 A00AA23 BNP PARIBAS 015 B00AA23 S 015 C01AA23 ATHENS 015 D01AA23 GREECE 015 E04AA23 X 015 A00AA24 STANDARD CHARTERED BANK 015 B00AA24 S 015 C01AA24 HONG KONG 015 D01AA24 HONG KONG 015 E04AA24 X 015 A00AA25 HVB BANK (BANK AUSTRIA) 015 B00AA25 S 015 C01AA25 BUDAPEST 015 D01AA25 HUNGARY 015 E04AA25 X 015 A00AA26 KAUPTHING BANK 015 B00AA26 S 015 C01AA26 REYKJAVIK 015 D01AA26 ICELAND 015 E04AA26 X 015 A00AA27 STANDARD CHARTERED GRINDLAYS BANK, MUMBAI 015 B00AA27 S 015 C01AA27 MUMBAI 015 D01AA27 INDIA 015 E04AA27 X 015 A00AA28 STANDARD CHARTERED BANK 015 B00AA28 S 015 C01AA28 JAKARTA 015 D01AA28 INDONESIA 015 E04AA28 X 015 A00AA29 BANK OF IRELAND 015 B00AA29 S 015 C01AA29 DUBLIN 015 D01AA29 IRELAND 015 E04AA29 X 015 A00AA30 BANK HAPOALIM 015 B00AA30 S 015 C01AA30 TEL AVIV 015 D01AA30 ISRAEL 015 E04AA30 X 015 A00AA31 BNP PARIBAS 015 B00AA31 S 015 C01AA31 MILAN 015 D01AA31 ITALY 015 E04AA31 X 015 A00AA32 STANDARD CHARTERED BANK 015 B00AA32 S 015 C01AA32 TOKYO 015 D01AA32 JAPAN 015 E04AA32 X PAGE 7 015 A00AA33 CITIBANK N.A. 015 B00AA33 S 015 C01AA33 AMMAN 015 D01AA33 JORDAN 015 E04AA33 X 015 A00AA34 STANDARD CHARTERED BANK MALAYSIA BHD 015 B00AA34 S 015 C01AA34 KUALA LUMPUR 015 D01AA34 MALAYSIA 015 E04AA34 X 015 A00AA35 HONG KONG & SHANGHI BANKING CORP. 015 B00AA35 S 015 C01AA35 PORT LOUIS 015 D01AA35 MAURITIUS 015 E04AA35 X 015 A00AA36 BANCOMER S.A. 015 B00AA36 S 015 C01AA36 MEXICO CITY 015 D01AA36 MEXICO 015 E04AA36 X 015 A00AA37 CITIBANK MAGREB 015 B00AA37 S 015 C01AA37 CASABLANCA 015 D01AA37 MOROCCO 015 E04AA37 X 015 A00AA38 FORTIS BANK 015 B00AA38 S 015 C01AA38 AMSTERDAM 015 D01AA38 NETHERLANDS 015 E04AA38 X 015 A00AA39 NATIONAL NOMINEES LTD. 015 B00AA39 S 015 C01AA39 AUCKLAND 015 D01AA39 NEW ZEALAND 015 E04AA39 X 015 A00AA40 UNION BANK OF NORWAY 015 B00AA40 S 015 C01AA40 OSLO 015 D01AA40 NORWAY 015 E04AA40 X 015 A00AA41 STANDARD CHARTERED BANK 015 B00AA41 S 015 C01AA41 KARACHI 015 D01AA41 PAKISTAN 015 E04AA41 X 015 A00AA42 CITIBANK N.A. 015 B00AA42 S 015 C01AA42 LIMA 015 D01AA42 PERU 015 E04AA42 X 015 A00AA43 STANDARD CHARTERED BANK PAGE 8 015 B00AA43 S 015 C01AA43 MANILA 015 D01AA43 PHILIPPINES 015 E04AA43 X 015 A00AA44 BANK PRZEMYSLOWO-HANDLOWY PBK 015 B00AA44 S 015 C01AA44 WARSAW 015 D01AA44 POLAND 015 E04AA44 X 015 A00AA45 CITIBANK PORTUGAL S.A. 015 B00AA45 S 015 C01AA45 LISBON 015 D01AA45 PORTUGAL 015 E04AA45 X 015 A00AA46 STANDARD CHARTERED BANK 015 B00AA46 S 015 C01AA46 SEOUL 015 D01AA46 SOUTH KOREA 015 E04AA46 X 015 A00AA47 HVB BANK (BANK AUSTRIA) 015 B00AA47 S 015 C01AA47 BUCHAREST 015 D01AA47 ROMANIA 015 E04AA47 X 015 A00AA48 ZAO CITIBANK 015 B00AA48 S 015 C01AA48 MOSCOW 015 D01AA48 RUSSIA 015 E04AA48 X 015 A00AA49 STANDARD CHARTERED BANK 015 B00AA49 S 015 C01AA49 SINGAPORE 015 D01AA49 SINGAPORE 015 E04AA49 X 015 A00AA50 ING BANK 015 B00AA50 S 015 C01AA50 BRATISLAVA 015 D01AA50 SLOVAK REPUBLIC 015 E04AA50 X 015 A00AA51 STANDARD BANK OF SOUTH AFRICA 015 B00AA51 S 015 C01AA51 JOHANNESBURG 015 D01AA51 SOUTH AFRICA 015 E04AA51 X 015 A00AA52 BNP PARIBAS 015 B00AA52 S 015 C01AA52 MADRID 015 D01AA52 SPAIN 015 E04AA52 X 015 A00AA53 STANDARD CHARTERED BANK 015 B00AA53 S PAGE 9 015 C01AA53 COLOMBO 015 D01AA53 SRI LANKA 015 E04AA53 X 015 A00AA54 SVENSKA HANDELSBANKEN 015 B00AA54 S 015 C01AA54 STOCKHOLM 015 D01AA54 SWEDEN 015 E04AA54 X 015 A00AA55 BANK LEU 015 B00AA55 S 015 C01AA55 ZURICH 015 D01AA55 SWITZERLAND 015 E04AA55 X 015 A00AA56 STANDARED CHARTERED BANK 015 B00AA56 S 015 C01AA56 TAIPEI 015 D01AA56 TAIWAN 015 E04AA56 X 015 A00AA57 STANDARD CHARTERED BANK 015 B00AA57 S 015 C01AA57 BANKOK 015 D01AA57 THAILAND 015 E04AA57 X 015 A00AA58 GARANTI BANK 015 B00AA58 S 015 C01AA58 ISTANBUL 015 D01AA58 TURKEY 015 E04AA58 X 015 A00AA59 HSBC 015 B00AA59 S 015 C01AA59 LONDON 015 D01AA59 UNITED KINGDOM 015 E04AA59 X 015 A00AA60 BANKBOSTON MONTEVIDEO 015 B00AA60 S 015 C01AA60 MONTEVIDEO 015 D01AA60 URUGUAY 015 E04AA60 X 015 A00AA61 CITIBANK N.A. 015 B00AA61 S 015 C01AA61 CARACAS 015 D01AA61 VENEZUELA 015 E04AA61 X 015 A00AA62 SOCIETE GENERALE 015 B00AA62 S 015 C01AA62 ABIDJAN 015 D01AA62 IVORY COAST 015 E04AA62 X 015 A00AA63 ING BANK 015 B00AA63 S 015 C01AA63 SOFIA PAGE 10 015 D01AA63 BULGARIA 015 E04AA63 X 015 A00AA64 HVB BANK AG (BANK AUSTRIA) 015 B00AA64 S 015 C01AA64 ZAGREB 015 D01AA64 CROATIA 015 E04AA64 X 015 A00AA65 HANSABANK 015 B00AA65 S 015 C01AA65 TALLINN 015 D01AA65 ESTONIA 015 E04AA65 X 015 A00AA66 BARCLAYS BANK OF BOTSWANA 015 B00AA66 S 015 C01AA66 GABORONE 015 D01AA66 BOTSWANA 015 E04AA66 X 015 A00AA67 DELETE 015 A00AA68 DELETE 015 A00AA69 DELETE 015 A00AA70 DELETE 015 A00AA71 DELETE 015 A00AA72 DELETE 015 A00AA73 DELETE 015 A00AA74 DELETE 015 A00AA75 CLEARSTREAM 015 B00AA75 S 015 C01AA75 LUXEMBOURG 015 D01AA75 LUXEMBOURG 015 E04AA75 X 015 A00AA76 DELETE 015 A00AA77 DELETE 015 A00AA78 BANKBOSTON PANAMA 015 B00AA78 S 015 C01AA78 PANAMA CITY 015 D01AA78 PANAMA 015 E04AA78 X 015 A00AA79 DELETE 015 A00AA80 DELETE 015 A00AA81 DELETE 015 A00AA82 DELETE 015 A00AA83 DELETE 015 A00AA84 DELETE 015 A00AA85 DELETE 015 A00AA86 DELETE 015 A00AA87 DELETE 018 00AA00 Y 019 A00AA00 Y 019 B00AA00 28 019 C00AA00 NVESTFUNDS 020 A000001 MERRILL LYNCH & CO. PAGE 11 020 B000001 13-5674085 020 C000001 494 020 A000002 VANDHAM SECURITIES CORP. 020 C000002 475 020 A000003 SALOMON SMITH BARNEY, INC. 020 B000003 13-5365580 020 C000003 408 020 A000004 CREDIT SUISSE FIRST BOSTON CORP. 020 B000004 13-5659485 020 C000004 333 020 A000005 LEHMAN BROTHERS, INC. 020 B000005 13-2518466 020 C000005 306 020 A000006 BANK OF NEW YORK CLEARING SERVICES 020 C000006 305 020 A000007 GOLDMAN SACHS GROUP, INC. 020 B000007 13-5108880 020 C000007 296 020 A000008 MORGAN STANLEY & CO., INC. 020 B000008 13-2655998 020 C000008 288 020 A000009 BEAR, STEARNS & CO., INC. 020 B000009 13-3299429 020 C000009 267 020 A000010 J.P. MORGAN CHASE & CO., INC. 020 B000010 13-3224016 020 C000010 196 021 000000 6636 022 A000001 STATE STREET BANK & TRUST CO. 022 B000001 04-1867445 022 C000001 7587608 022 D000001 0 022 A000002 INVESTORS BANK & TRUST CO. 022 B000002 04-2447211 022 C000002 2903341 022 D000002 0 022 A000003 AMERICAN EXPRESS 022 C000003 377935 022 D000003 0 022 A000004 GOLDMAN SACHS GROUP, INC. 022 B000004 13-5108880 022 C000004 49981 022 D000004 30492 022 A000005 SALOMON SMITH BARNEY, INC. 022 B000005 13-5365580 022 C000005 36068 022 D000005 20299 022 A000006 LEHMAN BROTHERS, INC. 022 B000006 13-2518466 022 C000006 21692 022 D000006 30225 PAGE 12 022 A000007 UBS PAINEWEBBER, INC. 022 C000007 18760 022 D000007 23956 022 A000008 CREDIT SUISSE FIRST BOSTON CORP. 022 B000008 13-5659485 022 C000008 14147 022 D000008 27654 022 A000009 MORGAN STANLEY & CO., INC. 022 B000009 13-2655998 022 C000009 21846 022 D000009 11513 022 A000010 J.P. MORGAN CHASE & CO., INC. 022 B000010 13-3224016 022 C000010 15438 022 D000010 15108 023 C000000 18251931 023 D000000 281652 026 A000000 N 026 B000000 Y 026 C000000 Y 026 D000000 Y 026 E000000 N 026 F000000 Y 026 G010000 N 026 G020000 Y 026 H000000 N 027 000000 Y 054 A00AA00 Y 054 B00AA00 Y 054 C00AA00 N 054 D00AA00 N 054 E00AA00 N 054 F00AA00 N 054 G00AA00 N 054 H00AA00 Y 054 I00AA00 N 054 J00AA00 Y 054 K00AA00 Y 054 L00AA00 N 054 M00AA00 Y 054 N00AA00 Y 054 O00AA00 N 077 A000000 Y 077 B000000 N 077 C000000 N 077 D000000 Y 077 E000000 N 077 F000000 N 077 G000000 N 077 H000000 N 077 I000000 N PAGE 13 077 J000000 N 077 K000000 N 077 L000000 N 077 M000000 N 077 N000000 Y 077 O000000 Y 077 P000000 N 077 Q010000 Y 077 Q020000 N 077 Q030000 N 078 000000 N 080 C00AA00 0 081 B00AA00 0 082 B00AA00 0 086 A010000 0 086 A020000 0 086 B010000 0 086 B020000 0 086 C010000 0 086 C020000 0 086 D010000 0 086 D020000 0 086 E010000 0 086 E020000 0 086 F010000 0 086 F020000 0 008 A000101 CDC IXIS ASSET MANAGEMENT ADVISERS, L.P. 008 B000101 A 008 C000101 801-48408 008 D010101 BOSTON 008 D020101 MA 008 D030101 02116 008 A000102 LOOMIS,SAYLES & COMPANY, L.P. 008 B000102 S 008 C000102 801-170 008 D010102 BOSTON 008 D020102 MA 008 D030102 02111 008 A000103 JURIKA & VOYLES L.P. 008 B000103 S 008 C000103 801-53366 008 D010103 OAKLAND 008 D020103 CA 008 D030103 94612 024 000100 Y 025 A000101 AMERICAN EXPRESS 025 C000101 E 025 D000101 458 025 A000102 SALOMON SMITH BARNEY, INC. 025 B000102 13-5365580 025 C000102 E PAGE 14 025 D000102 667 025 A000103 SALOMON SMITH BARNEY, INC. 025 B000103 13-5365580 025 C000103 D 025 D000103 605 025 A000104 LEHMAN BROTHERS, INC. 025 B000104 13-2518466 025 C000104 D 025 D000104 524 025 D000105 0 025 D000106 0 025 D000107 0 025 D000108 0 028 A010100 848 028 A020100 0 028 A030100 0 028 A040100 2117 028 B010100 878 028 B020100 0 028 B030100 0 028 B040100 2314 028 C010100 973 028 C020100 397 028 C030100 0 028 C040100 4129 028 D010100 1090 028 D020100 0 028 D030100 0 028 D040100 5942 028 E010100 1086 028 E020100 0 028 E030100 0 028 E040100 3627 028 F010100 10337 028 F020100 359 028 F030100 0 028 F040100 12100 028 G010100 15212 028 G020100 756 028 G030100 0 028 G040100 30229 028 H000100 712 029 000100 Y 030 A000100 33 030 B000100 5.75 030 C000100 0.00 031 A000100 4 031 B000100 0 032 000100 29 033 000100 0 034 000100 Y PAGE 15 035 000100 40 036 A000100 N 036 B000100 0 037 000100 N 038 000100 0 039 000100 N 040 000100 Y 041 000100 Y 042 A000100 0 042 B000100 0 042 C000100 100 042 D000100 0 042 E000100 0 042 F000100 0 042 G000100 0 042 H000100 0 043 000100 222 044 000100 0 045 000100 Y 046 000100 Y 047 000100 Y 048 000100 0.000 048 A010100 200000 048 A020100 0.750 048 B010100 300000 048 B020100 0.700 048 C010100 0 048 C020100 0.000 048 D010100 0 048 D020100 0.000 048 E010100 0 048 E020100 0.000 048 F010100 0 048 F020100 0.000 048 G010100 0 048 G020100 0.000 048 H010100 0 048 H020100 0.000 048 I010100 0 048 I020100 0.000 048 J010100 0 048 J020100 0.000 048 K010100 500000 048 K020100 0.650 049 000100 N 049 000100 N 049 000100 N 050 000100 N 050 000100 Y 050 000100 Y 055 A000100 Y PAGE 16 055 B000100 N 056 000100 Y 057 000100 N 058 A000100 N 059 000100 Y 060 A000100 Y 060 B000100 Y 061 000100 2500 062 A000100 N 062 B000100 0.0 062 C000100 0.0 062 D000100 0.0 062 E000100 0.0 062 F000100 0.0 062 G000100 0.0 062 H000100 0.0 062 I000100 0.0 062 J000100 0.0 062 K000100 0.0 062 L000100 0.0 062 M000100 0.0 062 N000100 0.0 062 O000100 0.0 062 P000100 0.0 062 Q000100 0.0 062 R000100 0.0 063 A000100 0 063 B000100 0.0 066 A000100 Y 066 B000100 N 066 C000100 N 066 D000100 N 066 E000100 Y 066 F000100 N 066 G000100 N 067 000100 Y 068 A000100 N 068 B000100 N 069 000100 N 070 A010100 Y 070 A020100 Y 070 B010100 Y 070 B020100 N 070 C010100 Y 070 C020100 N 070 D010100 Y 070 D020100 N 070 E010100 Y 070 E020100 N 070 F010100 Y 070 F020100 N PAGE 17 070 G010100 Y 070 G020100 N 070 H010100 Y 070 H020100 N 070 I010100 N 070 I020100 N 070 J010100 Y 070 J020100 Y 070 K010100 Y 070 K020100 N 070 L010100 Y 070 L020100 Y 070 M010100 Y 070 M020100 N 070 N010100 Y 070 N020100 Y 070 O010100 Y 070 O020100 N 070 P010100 Y 070 P020100 N 070 Q010100 N 070 Q020100 N 070 R010100 Y 070 R020100 N 071 A000100 64989 071 B000100 79081 071 C000100 137873 071 D000100 47 072 A000100 6 072 B000100 1567 072 C000100 318 072 D000100 0 072 E000100 2 072 F000100 525 072 G000100 35 072 H000100 0 072 I000100 217 072 J000100 61 072 K000100 0 072 L000100 27 072 M000100 6 072 N000100 21 072 O000100 0 072 P000100 0 072 Q000100 0 072 R000100 18 072 S000100 3 072 T000100 222 072 U000100 0 072 V000100 0 072 W000100 2 PAGE 18 072 X000100 1137 072 Y000100 38 072 Z000100 788 072AA000100 0 072BB000100 1854 072CC010100 0 072CC020100 7361 072DD010100 392 072DD020100 37 072EE000100 0 073 A010100 0.0500 073 A020100 0.0100 073 B000100 0.0000 073 C000100 0.0000 074 A000100 0 074 B000100 529 074 C000100 0 074 D000100 44443 074 E000100 0 074 F000100 78757 074 G000100 0 074 H000100 0 074 I000100 0 074 J000100 3269 074 K000100 0 074 L000100 727 074 M000100 14908 074 N000100 142633 074 O000100 873 074 P000100 93 074 Q000100 0 074 R010100 0 074 R020100 0 074 R030100 0 074 R040100 15444 074 S000100 0 074 T000100 126223 074 U010100 7308 074 U020100 2414 074 V010100 8.92 074 V020100 8.95 074 W000100 0.0000 074 X000100 10939 074 Y000100 0 075 A000100 0 075 B000100 141069 076 000100 0.00 083 B000100 0 084 B000100 0 008 A000201 CAPITAL GROWTH MANAGEMENT LIMITED PARTNERSHIP 008 B000201 A PAGE 19 008 C000201 801-35935 008 D010201 BOSTON 008 D020201 MA 008 D030201 02110 024 000200 N 025 D000201 0 025 D000202 0 025 D000203 0 025 D000204 0 025 D000205 0 025 D000206 0 025 D000207 0 025 D000208 0 028 A010200 2579 028 A020200 0 028 A030200 0 028 A040200 16507 028 B010200 4789 028 B020200 0 028 B030200 0 028 B040200 15286 028 C010200 2436 028 C020200 0 028 C030200 0 028 C040200 19192 028 D010200 2596 028 D020200 0 028 D030200 0 028 D040200 19449 028 E010200 2821 028 E020200 0 028 E030200 0 028 E040200 18865 028 F010200 1810 028 F020200 0 028 F030200 0 028 F040200 19860 028 G010200 17031 028 G020200 0 028 G030200 0 028 G040200 109159 028 H000200 5190 029 000200 Y 030 A000200 240 030 B000200 5.75 030 C000200 0.00 031 A000200 31 031 B000200 0 032 000200 209 033 000200 0 034 000200 Y PAGE 20 035 000200 151 036 A000200 N 036 B000200 0 037 000200 N 038 000200 0 039 000200 N 040 000200 Y 041 000200 Y 042 A000200 0 042 B000200 0 042 C000200 100 042 D000200 0 042 E000200 0 042 F000200 0 042 G000200 0 042 H000200 0 043 000200 1594 044 000200 0 045 000200 Y 046 000200 N 047 000200 Y 048 000200 0.000 048 A010200 200000 048 A020200 0.750 048 B010200 300000 048 B020200 0.700 048 C010200 1500000 048 C020200 0.650 048 D010200 0 048 D020200 0.000 048 E010200 0 048 E020200 0.000 048 F010200 0 048 F020200 0.000 048 G010200 0 048 G020200 0.000 048 H010200 0 048 H020200 0.000 048 I010200 0 048 I020200 0.000 048 J010200 0 048 J020200 0.000 048 K010200 2000000 048 K020200 0.600 049 000200 N 050 000200 N 051 000200 N 052 000200 N 053 A000200 N 055 A000200 N 055 B000200 N PAGE 21 056 000200 Y 057 000200 N 058 A000200 N 059 000200 Y 060 A000200 Y 060 B000200 Y 061 000200 2500 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 0.0 062 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 Y 066 E000200 N 066 F000200 N 066 G000200 N 067 000200 N 068 A000200 N 068 B000200 N 069 000200 N 070 A010200 Y 070 A020200 Y 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 N 070 G010200 Y PAGE 22 070 G020200 N 070 H010200 Y 070 H020200 N 070 I010200 N 070 I020200 N 070 J010200 Y 070 J020200 N 070 K010200 Y 070 K020200 N 070 L010200 Y 070 L020200 Y 070 M010200 Y 070 M020200 N 070 N010200 N 070 N020200 N 070 O010200 Y 070 O020200 N 070 P010200 Y 070 P020200 N 070 Q010200 N 070 Q020200 N 070 R010200 Y 070 R020200 N 071 A000200 1179248 071 B000200 1277694 071 C000200 1052290 071 D000200 112 072 A000200 6 072 B000200 34 072 C000200 2527 072 D000200 0 072 E000200 0 072 F000200 3579 072 G000200 262 072 H000200 0 072 I000200 1868 072 J000200 93 072 K000200 0 072 L000200 90 072 M000200 32 072 N000200 36 072 O000200 0 072 P000200 0 072 Q000200 0 072 R000200 18 072 S000200 36 072 T000200 1594 072 U000200 0 072 V000200 0 072 W000200 90 072 X000200 7698 PAGE 23 072 Y000200 331 072 Z000200 -4806 072AA000200 0 072BB000200 72090 072CC010200 35374 072CC020200 0 072DD010200 0 072DD020200 0 072EE000200 0 073 A010200 0.0000 073 A020200 0.0000 073 B000200 0.0000 073 C000200 0.0000 074 A000200 0 074 B000200 4630 074 C000200 0 074 D000200 0 074 E000200 0 074 F000200 965066 074 G000200 0 074 H000200 0 074 I000200 0 074 J000200 16375 074 K000200 0 074 L000200 208 074 M000200 0 074 N000200 986279 074 O000200 13407 074 P000200 602 074 Q000200 0 074 R010200 0 074 R020200 0 074 R030200 0 074 R040200 2069 074 S000200 0 074 T000200 970201 074 U010200 118708 074 U020200 9608 074 V010200 7.50 074 V020200 7.15 074 W000200 0.0000 074 X000200 61201 074 Y000200 0 075 A000200 0 075 B000200 1056452 076 000200 0.00 083 B000200 0 084 B000200 0 008 A000301 CDC IXIS ASSET MANAGEMENT ADVISERS, L.P. 008 B000301 A 008 C000301 801-48408 PAGE 24 008 D010301 BOSTON 008 D020301 MA 008 D030301 02116 008 A000302 LOOMIS, SAYLES & COMPANY, L.P. 008 B000302 S 008 C000302 801-170 008 D010302 BOSTON 008 D020302 MA 008 D030302 02111 008 A000303 HARRIS ASSOCIATES L.P. 008 B000303 S 008 C000303 801-50333 008 D010303 CHICAGO 008 D020303 IL 008 D030303 60602 008 A000304 WESTPEAK GLOBAL ADVISORS, L.P. 008 B000304 S 008 C000304 801-39554 008 D010304 BOULDER 008 D020304 CO 008 D030304 80302 008 A000305 VAUGHAN, NELSON, SCARBOROUGH & MCCULLOUGH, LP 008 B000305 S 008 C000305 801-51795 008 D010305 HOUSTON 008 D020305 TX 008 D030305 77002 024 000300 Y 025 A000301 MERRILL LYNCH & CO., INC. 025 B000301 13-5674085 025 C000301 E 025 D000301 810 025 A000302 MORGAN STANLEY & CO., INC. 025 B000302 13-2655998 025 C000302 E 025 D000302 388 025 A000303 LEHMAN BROTHERS, INC. 025 B000303 13-2518468 025 C000303 E 025 D000303 969 025 A000304 GOLDMAN SACHS GROUP, INC. 025 B000304 13-5108880 025 C000304 E 025 D000304 550 025 A000305 J.P. MORGAN CHASE & CO. 025 B000305 13-3224016 025 C000305 E 025 D000305 2252 025 A000306 AMERICAN EXPRESS 025 C000306 E 025 D000306 494 PAGE 25 025 A000307 BEAR, STEARNS & COS., INC. 025 B000307 13-3299429 025 C000307 E 025 D000307 104 025 A000308 SALOMON SMITH BARNEY, INC. 025 B000308 13-5365580 025 C000308 E 025 D000308 2654 025 D000309 0 025 D000310 0 025 D000311 0 025 D000312 0 025 D000313 0 025 D000314 0 025 D000315 0 025 D000316 0 028 A010300 1780 028 A020300 0 028 A030300 0 028 A040300 4363 028 B010300 1873 028 B020300 0 028 B030300 0 028 B040300 3342 028 C010300 2071 028 C020300 0 028 C030300 0 028 C040300 4104 028 D010300 1941 028 D020300 0 028 D030300 0 028 D040300 3591 028 E010300 1861 028 E020300 0 028 E030300 0 028 E040300 3692 028 F010300 1438 028 F020300 0 028 F030300 0 028 F040300 3918 028 G010300 10964 028 G020300 0 028 G030300 0 028 G040300 23010 028 H000300 1996 029 000300 Y 030 A000300 81 030 B000300 5.75 030 C000300 0.00 031 A000300 10 031 B000300 0 PAGE 26 032 000300 71 033 000300 0 034 000300 Y 035 000300 56 036 A000300 N 036 B000300 0 037 000300 N 038 000300 0 039 000300 N 040 000300 Y 041 000300 Y 042 A000300 0 042 B000300 0 042 C000300 100 042 D000300 0 042 E000300 0 042 F000300 0 042 G000300 0 042 H000300 0 043 000300 384 044 000300 0 045 000300 Y 046 000300 Y 047 000300 Y 048 000300 0.000 048 A010300 200000 048 A020300 0.750 048 B010300 300000 048 B020300 0.700 048 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 500000 048 K020300 0.650 049 000300 N 050 000300 N 051 000300 N 052 000300 N PAGE 27 053 A000300 N 055 A000300 N 055 B000300 N 056 000300 Y 057 000300 N 058 A000300 N 059 000300 Y 060 A000300 Y 060 B000300 Y 061 000300 2500 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 N 066 D000300 Y 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 Y 070 B010300 Y 070 B020300 N 070 C010300 Y 070 C020300 N 070 D010300 Y 070 D020300 N 070 E010300 Y 070 E020300 N PAGE 28 070 F010300 Y 070 F020300 N 070 G010300 Y 070 G020300 N 070 H010300 Y 070 H020300 N 070 I010300 N 070 I020300 N 070 J010300 Y 070 J020300 N 070 K010300 Y 070 K020300 N 070 L010300 Y 070 L020300 Y 070 M010300 Y 070 M020300 N 070 N010300 N 070 N020300 N 070 O010300 Y 070 O020300 N 070 P010300 Y 070 P020300 N 070 Q010300 N 070 Q020300 N 070 R010300 Y 070 R020300 N 071 A000300 50725 071 B000300 63789 071 C000300 178133 071 D000300 28 072 A000300 6 072 B000300 40 072 C000300 1134 072 D000300 0 072 E000300 0 072 F000300 688 072 G000300 46 072 H000300 0 072 I000300 361 072 J000300 78 072 K000300 0 072 L000300 20 072 M000300 9 072 N000300 21 072 O000300 0 072 P000300 0 072 Q000300 0 072 R000300 18 072 S000300 2 072 T000300 383 072 U000300 0 PAGE 29 072 V000300 0 072 W000300 16 072 X000300 1642 072 Y000300 15 072 Z000300 -453 072AA000300 2299 072BB000300 0 072CC010300 0 072CC020300 18467 072DD010300 0 072DD020300 0 072EE000300 0 073 A010300 0.0000 073 A020300 0.0000 073 B000300 0.0000 073 C000300 0.0000 074 A000300 49 074 B000300 4542 074 C000300 0 074 D000300 0 074 E000300 0 074 F000300 160479 074 G000300 0 074 H000300 0 074 I000300 318 074 J000300 579 074 K000300 0 074 L000300 207 074 M000300 0 074 N000300 166174 074 O000300 333 074 P000300 114 074 Q000300 0 074 R010300 0 074 R020300 0 074 R030300 0 074 R040300 748 074 S000300 0 074 T000300 164979 074 U010300 16914 074 U020300 5510 074 V010300 7.01 074 V020300 6.58 074 W000300 0.0000 074 X000300 16127 074 Y000300 0 075 A000300 0 075 B000300 184993 076 000300 0.00 083 B000300 0 084 B000300 0 PAGE 30 008 A000401 CDC IXIS ASSET MANAGEMENT ADVISERS, L.P. 008 B000401 A 008 C000401 801-48408 008 D010401 BOSTON 008 D020401 MA 008 D030401 02116 008 A000402 LOOMIS, SAYLES & COMPANY, L.P. 008 B000402 S 008 C000402 801-170 008 D010402 BOSTON 008 D020402 MA 008 D030402 02111 024 000400 Y 025 A000401 GOLDMAN SACHS GROUP, INC. 025 B000401 13-5108880 025 C000401 D 025 D000401 906 025 A000402 DELETE 025 D000402 0 025 D000403 0 025 D000404 0 025 D000405 0 025 D000406 0 025 D000407 0 025 D000408 0 028 A010400 8574 028 A020400 1090 028 A030400 0 028 A040400 6440 028 B010400 7426 028 B020400 1124 028 B030400 0 028 B040400 8822 028 C010400 9183 028 C020400 1103 028 C030400 0 028 C040400 9199 028 D010400 9815 028 D020400 1089 028 D030400 0 028 D040400 12516 028 E010400 8924 028 E020400 1087 028 E030400 0 028 E040400 9571 028 F010400 8722 028 F020400 1053 028 F030400 0 028 F040400 9881 028 G010400 52644 028 G020400 6546 PAGE 31 028 G030400 0 028 G040400 56429 028 H000400 3971 029 000400 Y 030 A000400 124 030 B000400 4.50 030 C000400 0.00 031 A000400 15 031 B000400 0 032 000400 109 033 000400 0 034 000400 Y 035 000400 258 036 A000400 N 036 B000400 0 037 000400 N 038 000400 0 039 000400 N 040 000400 Y 041 000400 Y 042 A000400 0 042 B000400 0 042 C000400 100 042 D000400 0 042 E000400 0 042 F000400 0 042 G000400 0 042 H000400 0 043 000400 907 044 000400 0 045 000400 Y 046 000400 Y 047 000400 Y 048 000400 0.000 048 A010400 100000 048 A020400 0.500 048 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 PAGE 32 048 I020400 0.000 048 J010400 0 048 J020400 0.000 048 K010400 100000 048 K020400 0.375 049 000400 N 050 000400 N 051 000400 N 052 000400 N 053 A000400 N 055 A000400 Y 055 B000400 N 056 000400 Y 057 000400 N 058 A000400 N 059 000400 Y 060 A000400 Y 060 B000400 Y 061 000400 2500 062 A000400 Y 062 B000400 0.0 062 C000400 0.0 062 D000400 2.7 062 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 9.3 062 N000400 34.5 062 O000400 0.0 062 P000400 52.3 062 Q000400 0.0 062 R000400 0.0 063 A000400 0 063 B000400 12.5 064 A000400 N 064 B000400 N 066 A000400 N 067 000400 N 068 A000400 N 068 B000400 N 069 000400 N 070 A010400 Y 070 A020400 Y 070 B010400 Y 070 B020400 N 070 C010400 Y PAGE 33 070 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 N 070 I020400 N 070 J010400 Y 070 J020400 Y 070 K010400 Y 070 K020400 N 070 L010400 Y 070 L020400 Y 070 M010400 Y 070 M020400 Y 070 N010400 Y 070 N020400 Y 070 O010400 Y 070 O020400 N 070 P010400 Y 070 P020400 N 070 Q010400 N 070 Q020400 N 070 R010400 Y 070 R020400 N 071 A000400 110846 071 B000400 94308 071 C000400 308538 071 D000400 31 072 A000400 6 072 B000400 11415 072 C000400 0 072 D000400 0 072 E000400 58 072 F000400 668 072 G000400 81 072 H000400 0 072 I000400 463 072 J000400 71 072 K000400 0 072 L000400 80 072 M000400 12 072 N000400 24 072 O000400 0 072 P000400 0 PAGE 34 072 Q000400 0 072 R000400 16 072 S000400 15 072 T000400 907 072 U000400 0 072 V000400 0 072 W000400 110 072 X000400 2447 072 Y000400 0 072 Z000400 9026 072AA000400 0 072BB000400 14652 072CC010400 0 072CC020400 2510 072DD010400 4917 072DD020400 3363 072EE000400 0 073 A010400 0.3200 073 A020400 0.2900 073 B000400 0.0000 073 C000400 0.0000 074 A000400 0 074 B000400 8541 074 C000400 0 074 D000400 303351 074 E000400 0 074 F000400 0 074 G000400 0 074 H000400 0 074 I000400 0 074 J000400 5805 074 K000400 0 074 L000400 6368 074 M000400 36039 074 N000400 360104 074 O000400 6354 074 P000400 124 074 Q000400 0 074 R010400 0 074 R020400 0 074 R030400 0 074 R040400 37952 074 S000400 0 074 T000400 315674 074 U010400 14401 074 U020400 11825 074 V010400 10.99 074 V020400 10.99 074 W000400 0.0000 074 X000400 16154 074 Y000400 0 PAGE 35 075 A000400 0 075 B000400 325900 076 000400 0.00 083 B000400 0 084 B000400 0 008 A000501 CDC IXIS ASSET MANAGEMENT ADVISERS, L.P. 008 B000501 A 008 C000501 801-48408 008 D010501 BOSTON 008 D020501 MA 008 D030501 02116 008 A000502 LOOMIS, SAYLES & COMPANY, L.P. 008 B000502 S 008 C000502 801-170 008 D010502 BOSTON 008 D020502 MA 008 D030502 02111 024 000500 N 025 D000501 0 025 D000502 0 025 D000503 0 025 D000504 0 025 D000505 0 025 D000506 0 025 D000507 0 025 D000508 0 028 A010500 451 028 A020500 391 028 A030500 0 028 A040500 1621 028 B010500 569 028 B020500 395 028 B030500 0 028 B040500 1836 028 C010500 1094 028 C020500 380 028 C030500 0 028 C040500 3308 028 D010500 592 028 D020500 386 028 D030500 0 028 D040500 1713 028 E010500 1390 028 E020500 386 028 E030500 0 028 E040500 2210 028 F010500 2098 028 F020500 369 028 F030500 0 028 F040500 3074 028 G010500 6194 PAGE 36 028 G020500 2307 028 G030500 0 028 G040500 13762 028 H000500 789 029 000500 Y 030 A000500 29 030 B000500 4.50 030 C000500 0.00 031 A000500 4 031 B000500 0 032 000500 25 033 000500 0 034 000500 Y 035 000500 42 036 A000500 N 036 B000500 0 037 000500 N 038 000500 0 039 000500 N 040 000500 Y 041 000500 Y 042 A000500 0 042 B000500 0 042 C000500 100 042 D000500 0 042 E000500 0 042 F000500 0 042 G000500 0 042 H000500 0 043 000500 238 044 000500 0 045 000500 Y 046 000500 Y 047 000500 Y 048 000500 0.000 048 A010500 100000 048 A020500 0.500 048 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 PAGE 37 048 I010500 0 048 I020500 0.000 048 J010500 0 048 J020500 0.000 048 K010500 100000 048 K020500 0.375 049 000500 N 050 000500 N 051 000500 N 052 000500 N 053 A000500 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 2500 062 A000500 Y 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 98.5 062 P000500 0.0 062 Q000500 0.0 062 R000500 0.0 063 A000500 0 063 B000500 7.0 064 A000500 Y 064 B000500 N 066 A000500 N 067 000500 N 068 A000500 N 068 B000500 N 069 000500 N 070 A010500 Y 070 A020500 Y 070 B010500 N 070 B020500 N PAGE 38 070 C010500 N 070 C020500 N 070 D010500 N 070 D020500 N 070 E010500 Y 070 E020500 N 070 F010500 N 070 F020500 N 070 G010500 Y 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 N 070 L010500 N 070 L020500 N 070 M010500 N 070 M020500 N 070 N010500 N 070 N020500 N 070 O010500 Y 070 O020500 N 070 P010500 Y 070 P020500 N 070 Q010500 N 070 Q020500 N 070 R010500 N 070 R020500 N 071 A000500 30449 071 B000500 33974 071 C000500 148907 071 D000500 20 072 A000500 6 072 B000500 4423 072 C000500 0 072 D000500 0 072 E000500 0 072 F000500 344 072 G000500 38 072 H000500 0 072 I000500 155 072 J000500 34 072 K000500 0 072 L000500 11 072 M000500 8 072 N000500 18 072 O000500 0 PAGE 39 072 P000500 0 072 Q000500 0 072 R000500 18 072 S000500 7 072 T000500 238 072 U000500 0 072 V000500 0 072 W000500 21 072 X000500 891 072 Y000500 0 072 Z000500 3532 072AA000500 1512 072BB000500 0 072CC010500 1434 072CC020500 0 072DD010500 3219 072DD020500 267 072EE000500 0 073 A010500 0.1700 073 A020500 0.1500 073 B000500 0.0000 073 C000500 0.0000 074 A000500 0 074 B000500 0 074 C000500 0 074 D000500 147867 074 E000500 0 074 F000500 0 074 G000500 0 074 H000500 0 074 I000500 0 074 J000500 613 074 K000500 0 074 L000500 2726 074 M000500 0 074 N000500 151206 074 O000500 0 074 P000500 64 074 Q000500 0 074 R010500 0 074 R020500 0 074 R030500 0 074 R040500 1009 074 S000500 0 074 T000500 150133 074 U010500 18580 074 U020500 1718 074 V010500 7.40 074 V020500 7.40 074 W000500 0.0000 074 X000500 3616 PAGE 40 074 Y000500 0 075 A000500 0 075 B000500 151390 076 000500 0.00 083 B000500 0 084 B000500 0 008 A000601 CDC IXIS ASSET MANAGEMENT ADVISERS, L.P. 008 B000601 A 008 C000601 801-48408 008 D010601 BOSTON 008 D020601 MA 008 D030601 02116 008 A000602 LOOMIS, SAYLES & COMPANY, L.P. 008 B000602 S 008 C000602 801-170 008 D010602 BOSTON 008 D020602 MA 008 D030602 02111 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 1086 028 A020600 275 028 A030600 0 028 A040600 2313 028 B010600 1209 028 B020600 250 028 B030600 0 028 B040600 1221 028 C010600 730 028 C020600 285 028 C030600 0 028 C040600 3246 028 D010600 844 028 D020600 292 028 D030600 0 028 D040600 1580 028 E010600 826 028 E020600 292 028 E030600 0 028 E040600 1475 028 F010600 2131 028 F020600 318 028 F030600 0 028 F040600 1909 PAGE 41 028 G010600 6826 028 G020600 1712 028 G030600 0 028 G040600 11744 028 H000600 1246 029 000600 Y 030 A000600 50 030 B000600 4.50 030 C000600 0.00 031 A000600 6 031 B000600 0 032 000600 44 033 000600 0 034 000600 Y 035 000600 31 036 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 100 042 D000600 0 042 E000600 0 042 F000600 0 042 G000600 0 042 H000600 0 043 000600 149 044 000600 0 045 000600 Y 046 000600 Y 047 000600 Y 048 000600 0.000 048 A010600 200000 048 A020600 0.550 048 B010600 300000 048 B020600 0.525 048 C010600 0 048 C020600 0.000 048 D010600 0 048 D020600 0.000 048 E010600 0 048 E020600 0.000 048 F010600 0 048 F020600 0.000 048 G010600 0 048 G020600 0.000 048 H010600 0 PAGE 42 048 H020600 0.000 048 I010600 0 048 I020600 0.000 048 J010600 0 048 J020600 0.000 048 K010600 500000 048 K020600 0.500 049 000600 N 050 000600 N 051 000600 N 052 000600 N 053 A000600 N 055 A000600 Y 055 B000600 N 056 000600 Y 057 000600 N 058 A000600 N 059 000600 Y 060 A000600 Y 060 B000600 Y 061 000600 2500 062 A000600 Y 062 B000600 0.0 062 C000600 0.0 062 D000600 1.4 062 E000600 0.0 062 F000600 0.0 062 G000600 0.0 062 H000600 0.0 062 I000600 0.0 062 J000600 0.0 062 K000600 0.0 062 L000600 0.0 062 M000600 65.8 062 N000600 32.2 062 O000600 0.0 062 P000600 0.0 062 Q000600 0.0 062 R000600 0.0 063 A000600 0 063 B000600 19.5 064 A000600 N 064 B000600 N 066 A000600 N 067 000600 N 068 A000600 N 068 B000600 N 069 000600 N 070 A010600 Y 070 A020600 Y 070 B010600 N PAGE 43 070 B020600 N 070 C010600 Y 070 C020600 N 070 D010600 N 070 D020600 N 070 E010600 Y 070 E020600 N 070 F010600 N 070 F020600 N 070 G010600 Y 070 G020600 N 070 H010600 N 070 H020600 N 070 I010600 N 070 I020600 N 070 J010600 Y 070 J020600 N 070 K010600 Y 070 K020600 N 070 L010600 N 070 L020600 N 070 M010600 N 070 M020600 N 070 N010600 Y 070 N020600 Y 070 O010600 Y 070 O020600 N 070 P010600 Y 070 P020600 N 070 Q010600 N 070 Q020600 N 070 R010600 Y 070 R020600 N 071 A000600 14284 071 B000600 16902 071 C000600 84089 071 D000600 17 072 A000600 6 072 B000600 2412 072 C000600 0 072 D000600 0 072 E000600 2 072 F000600 237 072 G000600 22 072 H000600 0 072 I000600 92 072 J000600 30 072 K000600 0 072 L000600 14 072 M000600 6 072 N000600 16 PAGE 44 072 O000600 0 072 P000600 0 072 Q000600 0 072 R000600 17 072 S000600 4 072 T000600 149 072 U000600 0 072 V000600 0 072 W000600 58 072 X000600 645 072 Y000600 0 072 Z000600 1769 072AA000600 135 072BB000600 0 072CC010600 1731 072CC020600 0 072DD010600 1563 072DD020600 247 072EE000600 0 073 A010600 0.2600 073 A020600 0.2200 073 B000600 0.0000 073 C000600 0.0000 074 A000600 0 074 B000600 1239 074 C000600 0 074 D000600 85328 074 E000600 0 074 F000600 0 074 G000600 0 074 H000600 0 074 I000600 0 074 J000600 0 074 K000600 0 074 L000600 982 074 M000600 21089 074 N000600 108638 074 O000600 0 074 P000600 43 074 Q000600 0 074 R010600 0 074 R020600 0 074 R030600 0 074 R040600 21491 074 S000600 0 074 T000600 87104 074 U010600 6007 074 U020600 1119 074 V010600 11.40 074 V020600 11.40 074 W000600 0.0000 PAGE 45 074 X000600 5702 074 Y000600 0 075 A000600 0 075 B000600 86801 076 000600 0.00 083 B000600 0 084 B000600 0 083 B000700 0 084 B000700 0 008 A000801 CDC IXIS ASSET MANAGEMENT ADVISERS, L.P. 008 B000801 A 008 C000801 801-48408 008 D010801 BOSTON 008 D020801 MA 008 D030801 02116 008 A000802 LOOMIS,SAYLES & COMPANY, L.P. 008 B000802 S 008 C000802 801-170 008 D010802 BOSTON 008 D020802 MA 008 D030802 02111 024 000800 Y 025 A000801 CREDIT SUISSE FIRST BOSTON 025 B000801 13-5659485 025 C000801 E 025 D000801 460 025 A000802 UBS SECURITIES 025 B000802 13-2932996 025 C000802 E 025 D000802 890 025 D000803 0 025 D000804 0 025 D000805 0 025 D000806 0 025 D000807 0 025 D000808 0 028 A010800 3167 028 A020800 0 028 A030800 0 028 A040800 3701 028 B010800 1362 028 B020800 0 028 B030800 0 028 B040800 2470 028 C010800 1151 028 C020800 0 028 C030800 0 028 C040800 1756 028 D010800 2841 028 D020800 0 028 D030800 0 PAGE 46 028 D040800 4421 028 E010800 4352 028 E020800 0 028 E030800 0 028 E040800 7403 028 F010800 1252 028 F020800 0 028 F030800 0 028 F040800 3684 028 G010800 14125 028 G020800 0 028 G030800 0 028 G040800 23435 028 H000800 772 029 000800 Y 030 A000800 24 030 B000800 5.75 030 C000800 0.00 031 A000800 3 031 B000800 0 032 000800 21 033 000800 0 034 000800 Y 035 000800 27 036 A000800 N 036 B000800 0 037 000800 N 038 000800 0 039 000800 N 040 000800 Y 041 000800 Y 042 A000800 0 042 B000800 0 042 C000800 100 042 D000800 0 042 E000800 0 042 F000800 0 042 G000800 0 042 H000800 0 043 000800 126 044 000800 0 045 000800 Y 046 000800 Y 047 000800 Y 048 000800 0.000 048 A010800 200000 048 A020800 0.900 048 B010800 300000 048 B020800 0.850 048 C010800 0 048 C020800 0.000 PAGE 47 048 D010800 0 048 D020800 0.000 048 E010800 0 048 E020800 0.000 048 F010800 0 048 F020800 0.000 048 G010800 0 048 G020800 0.000 048 H010800 0 048 H020800 0.000 048 I010800 0 048 I020800 0.000 048 J010800 0 048 J020800 0.000 048 K010800 500000 048 K020800 0.800 049 000800 N 050 000800 N 051 000800 N 052 000800 N 053 A000800 N 055 A000800 Y 055 B000800 N 056 000800 Y 057 000800 N 058 A000800 N 059 000800 Y 060 A000800 Y 060 B000800 Y 061 000800 2500 062 A000800 N 062 B000800 0.0 062 C000800 0.0 062 D000800 0.0 062 E000800 0.0 062 F000800 0.0 062 G000800 0.0 062 H000800 0.0 062 I000800 0.0 062 J000800 0.0 062 K000800 0.0 062 L000800 0.0 062 M000800 0.0 062 N000800 0.0 062 O000800 0.0 062 P000800 0.0 062 Q000800 0.0 062 R000800 0.0 063 A000800 0 063 B000800 0.0 066 A000800 Y PAGE 48 066 B000800 N 066 C000800 N 066 D000800 N 066 E000800 N 066 F000800 N 066 G000800 Y 067 000800 N 068 A000800 N 068 B000800 Y 069 000800 N 070 A010800 Y 070 A020800 Y 070 B010800 Y 070 B020800 N 070 C010800 Y 070 C020800 N 070 D010800 Y 070 D020800 N 070 E010800 Y 070 E020800 N 070 F010800 Y 070 F020800 N 070 G010800 Y 070 G020800 N 070 H010800 Y 070 H020800 N 070 I010800 N 070 I020800 N 070 J010800 Y 070 J020800 Y 070 K010800 Y 070 K020800 N 070 L010800 Y 070 L020800 Y 070 M010800 Y 070 M020800 Y 070 N010800 Y 070 N020800 Y 070 O010800 Y 070 O020800 N 070 P010800 Y 070 P020800 N 070 Q010800 N 070 Q020800 N 070 R010800 Y 070 R020800 N 071 A000800 34611 071 B000800 44678 071 C000800 53641 071 D000800 65 072 A000800 6 PAGE 49 072 B000800 6 072 C000800 501 072 D000800 0 072 E000800 16 072 F000800 248 072 G000800 14 072 H000800 0 072 I000800 110 072 J000800 82 072 K000800 0 072 L000800 2 072 M000800 5 072 N000800 21 072 O000800 0 072 P000800 0 072 Q000800 0 072 R000800 21 072 S000800 0 072 T000800 126 072 U000800 0 072 V000800 0 072 W000800 6 072 X000800 635 072 Y000800 0 072 Z000800 -112 072AA000800 0 072BB000800 3382 072CC010800 435 072CC020800 0 072DD010800 0 072DD020800 0 072EE000800 0 073 A010800 0.0000 073 A020800 0.0000 073 B000800 0.0000 073 C000800 0.0000 074 A000800 0 074 B000800 514 074 C000800 0 074 D000800 0 074 E000800 109 074 F000800 47365 074 G000800 0 074 H000800 0 074 I000800 0 074 J000800 240 074 K000800 0 074 L000800 519 074 M000800 6018 074 N000800 54765 074 O000800 7 PAGE 50 074 P000800 39 074 Q000800 0 074 R010800 0 074 R020800 0 074 R030800 0 074 R040800 6334 074 S000800 0 074 T000800 48385 074 U010800 2454 074 U020800 1164 074 V010800 12.02 074 V020800 11.43 074 W000800 0.0000 074 X000800 8373 074 Y000800 0 075 A000800 0 075 B000800 55567 076 000800 0.00 083 B000800 0 084 B000800 0 008 A000901 CDC IXIS ASSET MANAGEMENT ADVISERS, L.P. 008 B000901 A 008 C000901 801-48408 008 D010901 BOSTON 008 D020901 MA 008 D030901 02116 008 A000902 WESTPEAK GLOBAL ADVISORS, L.P. 008 B000902 S 008 C000902 801-39554 008 D010902 BOULDER 008 D020902 CO 008 D030902 80302 024 000900 Y 025 A000901 AMERICAN EXPRESS 025 C000901 E 025 D000901 817 025 D000902 0 025 D000903 0 025 D000904 0 025 D000905 0 025 D000906 0 025 D000907 0 025 D000908 0 028 A010900 1516 028 A020900 0 028 A030900 0 028 A040900 3823 028 B010900 1184 028 B020900 0 028 B030900 0 028 B040900 2854 PAGE 51 028 C010900 1148 028 C020900 0 028 C030900 0 028 C040900 3258 028 D010900 1753 028 D020900 0 028 D030900 0 028 D040900 4348 028 E010900 1074 028 E020900 0 028 E030900 0 028 E040900 4654 028 F010900 884 028 F020900 0 028 F030900 0 028 F040900 3446 028 G010900 7559 028 G020900 0 028 G030900 0 028 G040900 22383 028 H000900 1197 029 000900 Y 030 A000900 54 030 B000900 5.75 030 C000900 0.00 031 A000900 7 031 B000900 0 032 000900 47 033 000900 0 034 000900 Y 035 000900 44 036 A000900 N 036 B000900 0 037 000900 N 038 000900 0 039 000900 N 040 000900 Y 041 000900 Y 042 A000900 0 042 B000900 0 042 C000900 100 042 D000900 0 042 E000900 0 042 F000900 0 042 G000900 0 042 H000900 0 043 000900 270 044 000900 0 045 000900 Y 046 000900 Y 047 000900 Y PAGE 52 048 000900 0.000 048 A010900 200000 048 A020900 0.750 048 B010900 300000 048 B020900 0.700 048 C010900 0 048 C020900 0.000 048 D010900 0 048 D020900 0.000 048 E010900 0 048 E020900 0.000 048 F010900 0 048 F020900 0.000 048 G010900 0 048 G020900 0.000 048 H010900 0 048 H020900 0.000 048 I010900 0 048 I020900 0.000 048 J010900 0 048 J020900 0.000 048 K010900 500000 048 K020900 0.650 049 000900 N 050 000900 N 051 000900 N 052 000900 N 053 A000900 N 055 A000900 Y 055 B000900 N 056 000900 Y 057 000900 N 058 A000900 N 059 000900 Y 060 A000900 Y 060 B000900 Y 061 000900 2500 062 A000900 N 062 B000900 0.0 062 C000900 0.0 062 D000900 0.0 062 E000900 0.0 062 F000900 0.0 062 G000900 0.0 062 H000900 0.0 062 I000900 0.0 062 J000900 0.0 062 K000900 0.0 062 L000900 0.0 062 M000900 0.0 062 N000900 0.0 PAGE 53 062 O000900 0.0 062 P000900 0.0 062 Q000900 0.0 062 R000900 0.0 063 A000900 0 063 B000900 0.0 066 A000900 Y 066 B000900 N 066 C000900 N 066 D000900 Y 066 E000900 N 066 F000900 N 066 G000900 N 067 000900 N 068 A000900 N 068 B000900 N 069 000900 N 070 A010900 Y 070 A020900 Y 070 B010900 Y 070 B020900 N 070 C010900 Y 070 C020900 N 070 D010900 Y 070 D020900 N 070 E010900 Y 070 E020900 N 070 F010900 Y 070 F020900 N 070 G010900 Y 070 G020900 N 070 H010900 Y 070 H020900 N 070 I010900 N 070 I020900 N 070 J010900 Y 070 J020900 N 070 K010900 Y 070 K020900 N 070 L010900 Y 070 L020900 N 070 M010900 Y 070 M020900 N 070 N010900 Y 070 N020900 Y 070 O010900 Y 070 O020900 N 070 P010900 Y 070 P020900 N 070 Q010900 N 070 Q020900 N PAGE 54 070 R010900 Y 070 R020900 N 071 A000900 60661 071 B000900 76484 071 C000900 121157 071 D000900 50 072 A000900 6 072 B000900 9 072 C000900 434 072 D000900 0 072 E000900 13 072 F000900 458 072 G000900 31 072 H000900 0 072 I000900 256 072 J000900 37 072 K000900 0 072 L000900 10 072 M000900 7 072 N000900 19 072 O000900 0 072 P000900 0 072 Q000900 0 072 R000900 15 072 S000900 2 072 T000900 270 072 U000900 0 072 V000900 0 072 W000900 2 072 X000900 1107 072 Y000900 19 072 Z000900 -632 072AA000900 0 072BB000900 7159 072CC010900 0 072CC020900 12151 072DD010900 0 072DD020900 0 072EE000900 0 073 A010900 0.0000 073 A020900 0.0000 073 B000900 0.0000 073 C000900 0.0000 074 A000900 0 074 B000900 460 074 C000900 0 074 D000900 0 074 E000900 0 074 F000900 99716 074 G000900 0 074 H000900 0 PAGE 55 074 I000900 0 074 J000900 1272 074 K000900 0 074 L000900 110 074 M000900 7435 074 N000900 108993 074 O000900 256 074 P000900 70 074 Q000900 0 074 R010900 0 074 R020900 0 074 R030900 0 074 R040900 7868 074 S000900 0 074 T000900 100799 074 U010900 7605 074 U020900 2605 074 V010900 10.04 074 V020900 8.89 074 W000900 0.0000 074 X000900 14706 074 Y000900 0 075 A000900 0 075 B000900 123134 076 000900 0.00 083 B000900 0 084 B000900 0 008 A001001 CDC IXIS ASSET MANAGEMENT ADVISERS, L.P. 008 B001001 A 008 C001001 801-48408 008 D011001 BOSTON 008 D021001 MA 008 D031001 02116 008 A001002 HARRIS ASSOCIATES L.P. 008 B001002 S 008 C001002 801-50333 008 D011002 CHICAGO 008 D021002 IL 008 D031002 60602 008 A001003 FUND ASSET MANAGEMENT, L.P. 008 B001003 S 008 C001003 801-12485 008 D011003 PLAINSBORO 008 D021003 NJ 008 D031003 08536 008 A001004 LOOMIS, SAYLES & COMPANY, L.P. 008 B001004 S 008 C001004 801-170 008 D011004 BOSTON 008 D021004 MA 008 D031004 02111 PAGE 56 024 001000 Y 025 A001001 MORGAN STANLEY & CO., INC. 025 B001001 13-2655998 025 C001001 E 025 D001001 1878 025 A001002 DELETE 025 D001002 0 025 A001003 DELETE 025 D001003 0 025 A001004 DELETE 025 D001004 0 025 A001005 DELETE 025 D001005 0 025 D001006 0 025 D001007 0 025 D001008 0 028 A011000 5877 028 A021000 0 028 A031000 0 028 A041000 17812 028 B011000 4703 028 B021000 0 028 B031000 0 028 B041000 16504 028 C011000 6683 028 C021000 0 028 C031000 0 028 C041000 19561 028 D011000 6959 028 D021000 0 028 D031000 0 028 D041000 20864 028 E011000 6812 028 E021000 0 028 E031000 0 028 E041000 19326 028 F011000 4674 028 F021000 0 028 F031000 0 028 F041000 20642 028 G011000 35708 028 G021000 0 028 G031000 0 028 G041000 114709 028 H001000 8479 029 001000 Y 030 A001000 316 030 B001000 5.75 030 C001000 0.00 031 A001000 39 031 B001000 0 PAGE 57 032 001000 277 033 001000 0 034 001000 Y 035 001000 491 036 A001000 N 036 B001000 0 037 001000 N 038 001000 0 039 001000 N 040 001000 Y 041 001000 Y 042 A001000 0 042 B001000 0 042 C001000 100 042 D001000 0 042 E001000 0 042 F001000 0 042 G001000 0 042 H001000 0 043 001000 3168 044 001000 0 045 001000 Y 046 001000 Y 047 001000 Y 048 001000 0.000 048 A011000 1000000 048 A021000 1.050 048 B011000 1000000 048 B021000 1.000 048 C011000 0 048 C021000 0.000 048 D011000 0 048 D021000 0.000 048 E011000 0 048 E021000 0.000 048 F011000 0 048 F021000 0.000 048 G011000 0 048 G021000 0.000 048 H011000 0 048 H021000 0.000 048 I011000 0 048 I021000 0.000 048 J011000 0 048 J021000 0.000 048 K011000 2000000 048 K021000 0.950 049 001000 N 050 001000 N 051 001000 N 052 001000 N PAGE 58 053 A001000 N 055 A001000 N 055 B001000 N 056 001000 Y 057 001000 N 058 A001000 N 059 001000 Y 060 A001000 Y 060 B001000 Y 061 001000 2500 062 A001000 N 062 B001000 0.0 062 C001000 0.0 062 D001000 0.0 062 E001000 0.0 062 F001000 0.0 062 G001000 0.0 062 H001000 0.0 062 I001000 0.0 062 J001000 0.0 062 K001000 0.0 062 L001000 0.0 062 M001000 0.0 062 N001000 0.0 062 O001000 0.0 062 P001000 0.0 062 Q001000 0.0 062 R001000 0.0 063 A001000 0 063 B001000 0.0 066 A001000 Y 066 B001000 N 066 C001000 N 066 D001000 Y 066 E001000 N 066 F001000 N 066 G001000 N 067 001000 N 068 A001000 N 068 B001000 N 069 001000 N 070 A011000 Y 070 A021000 Y 070 B011000 Y 070 B021000 N 070 C011000 Y 070 C021000 N 070 D011000 Y 070 D021000 N 070 E011000 Y 070 E021000 N PAGE 59 070 F011000 Y 070 F021000 N 070 G011000 Y 070 G021000 N 070 H011000 Y 070 H021000 N 070 I011000 N 070 I021000 N 070 J011000 Y 070 J021000 N 070 K011000 Y 070 K021000 N 070 L011000 Y 070 L021000 Y 070 M011000 Y 070 M021000 Y 070 N011000 Y 070 N021000 Y 070 O011000 Y 070 O021000 N 070 P011000 Y 070 P021000 Y 070 Q011000 N 070 Q021000 N 070 R011000 Y 070 R021000 N 071 A001000 447676 071 B001000 516388 071 C001000 929196 071 D001000 48 072 A001000 6 072 B001000 292 072 C001000 4720 072 D001000 0 072 E001000 98 072 F001000 5050 072 G001000 240 072 H001000 0 072 I001000 1843 072 J001000 159 072 K001000 0 072 L001000 79 072 M001000 18 072 N001000 42 072 O001000 0 072 P001000 0 072 Q001000 0 072 R001000 24 072 S001000 36 072 T001000 3168 072 U001000 0 PAGE 60 072 V001000 0 072 W001000 32 072 X001000 10691 072 Y001000 60 072 Z001000 -5522 072AA001000 9896 072BB001000 0 072CC011000 0 072CC021000 101861 072DD011000 0 072DD021000 0 072EE001000 0 073 A011000 0.0000 073 A021000 0.0000 073 B001000 0.0000 073 C001000 0.0000 074 A001000 1 074 B001000 23518 074 C001000 0 074 D001000 0 074 E001000 0 074 F001000 823822 074 G001000 0 074 H001000 0 074 I001000 0 074 J001000 7065 074 K001000 0 074 L001000 1229 074 M001000 104867 074 N001000 960502 074 O001000 4681 074 P001000 801 074 Q001000 0 074 R011000 0 074 R021000 0 074 R031000 0 074 R041000 107275 074 S001000 0 074 T001000 847745 074 U011000 22531 074 U021000 30657 074 V011000 14.32 074 V021000 13.13 074 W001000 0.0000 074 X001000 81163 074 Y001000 0 075 A001000 0 075 B001000 969967 076 001000 0.00 083 B001000 0 084 B001000 0 PAGE 61 008 A001101 CDC IXIS ASSET MANAGEMENT ADVISERS, L.P. 008 B001101 A 008 C001101 801-48408 008 D011101 BOSTON 008 D021101 MA 008 D031101 02116 008 A001102 LOOMIS, SAYLES & COMPANY, L.P. 008 B001102 S 008 C001102 801-170 008 D011102 BOSTON 008 D021102 MA 008 D031102 02111 024 001100 Y 025 A001101 UBS SECURITIES 025 B001101 13-2932996 025 C001101 D 025 D001101 887 025 D001102 0 025 D001103 0 025 D001104 0 025 D001105 0 025 D001106 0 025 D001107 0 025 D001108 0 028 A011100 2578 028 A021100 1109 028 A031100 0 028 A041100 5902 028 B011100 1354 028 B021100 881 028 B031100 0 028 B041100 5611 028 C011100 1085 028 C021100 808 028 C031100 0 028 C041100 4575 028 D011100 1516 028 D021100 768 028 D031100 0 028 D041100 4425 028 E011100 1783 028 E021100 768 028 E031100 0 028 E041100 3673 028 F011100 2792 028 F021100 817 028 F031100 0 028 F041100 5307 028 G011100 11108 028 G021100 5151 028 G031100 0 PAGE 62 028 G041100 29493 028 H001100 2808 029 001100 Y 030 A001100 77 030 B001100 4.50 030 C001100 0.00 031 A001100 8 031 B001100 0 032 001100 69 033 001100 0 034 001100 Y 035 001100 120 036 A001100 N 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 100 042 D001100 0 042 E001100 0 042 F001100 0 042 G001100 0 042 H001100 0 043 001100 757 044 001100 0 045 001100 Y 046 001100 Y 047 001100 Y 048 001100 0.000 048 A011100 200000 048 A021100 0.650 048 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 PAGE 63 048 J011100 0 048 J021100 0.000 048 K011100 200000 048 K021100 0.600 049 001100 N 050 001100 N 051 001100 N 052 001100 N 053 A001100 N 055 A001100 N 055 B001100 N 056 001100 Y 057 001100 N 058 A001100 N 059 001100 Y 060 A001100 Y 060 B001100 Y 061 001100 2500 062 A001100 Y 062 B001100 0.0 062 C001100 0.0 062 D001100 0.7 062 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 8.5 062 O001100 0.0 062 P001100 16.6 062 Q001100 61.8 062 R001100 9.8 063 A001100 0 063 B001100 14.0 064 A001100 N 064 B001100 Y 065 001100 N 066 A001100 N 067 001100 N 068 A001100 N 068 B001100 Y 069 001100 N 070 A011100 Y 070 A021100 Y 070 B011100 Y 070 B021100 N 070 C011100 Y PAGE 64 070 C021100 N 070 D011100 Y 070 D021100 N 070 E011100 Y 070 E021100 N 070 F011100 Y 070 F021100 N 070 G011100 Y 070 G021100 N 070 H011100 Y 070 H021100 N 070 I011100 N 070 I021100 N 070 J011100 Y 070 J021100 Y 070 K011100 Y 070 K021100 Y 070 L011100 Y 070 L021100 Y 070 M011100 Y 070 M021100 Y 070 N011100 Y 070 N021100 Y 070 O011100 Y 070 O021100 N 070 P011100 Y 070 P021100 N 070 Q011100 N 070 Q021100 N 070 R011100 Y 070 R021100 N 071 A001100 38042 071 B001100 59305 071 C001100 216275 071 D001100 18 072 A001100 6 072 B001100 9101 072 C001100 597 072 D001100 0 072 E001100 24 072 F001100 713 072 G001100 56 072 H001100 0 072 I001100 245 072 J001100 68 072 K001100 0 072 L001100 11 072 M001100 9 072 N001100 28 072 O001100 0 072 P001100 0 PAGE 65 072 Q001100 0 072 R001100 21 072 S001100 3 072 T001100 757 072 U001100 0 072 V001100 0 072 W001100 37 072 X001100 1948 072 Y001100 0 072 Z001100 7774 072AA001100 0 072BB001100 14252 072CC011100 20246 072CC021100 0 072DD011100 3232 072DD021100 3158 072EE001100 0 073 A011100 0.3500 073 A021100 0.3100 073 B001100 0.0000 073 C001100 0.0000 074 A001100 0 074 B001100 1589 074 C001100 0 074 D001100 190234 074 E001100 2585 074 F001100 18821 074 G001100 0 074 H001100 0 074 I001100 0 074 J001100 4152 074 K001100 0 074 L001100 3166 074 M001100 9550 074 N001100 230097 074 O001100 501 074 P001100 128 074 Q001100 0 074 R011100 0 074 R021100 0 074 R031100 0 074 R041100 10545 074 S001100 0 074 T001100 218923 074 U011100 8951 074 U021100 9745 074 V011100 10.17 074 V021100 10.16 074 W001100 0.0000 074 X001100 12871 074 Y001100 0 PAGE 66 075 A001100 0 075 B001100 223103 076 001100 0.00 083 B001100 0 084 B001100 0 008 A001201 CDC IXIS ASSET MANAGEMENT ADVISERS, L.P. 008 B001201 A 008 C001201 801-48408 008 D011201 BOSTON 008 D021201 MA 008 D031201 02116 008 A001202 LOOMIS, SAYLES & COMPANY, L.P. 008 B001202 S 008 C001202 801-170 008 D011202 BOSTON 008 D021202 MA 008 D031202 02111 008 A001203 HANSBERGER GLOBAL INVESTORS, INC. 008 B001203 S 008 C001203 801-46059 008 D011203 FORT LAUDERDALE 008 D021203 FL 008 D031203 33301 008 A001204 HARRIS ASSOCIATES L.P. 008 B001204 S 008 C001204 801-54803 008 D011204 CHICAGO 008 D021204 IL 008 D031204 60602 024 001200 Y 025 A001201 CREDIT SUISSE FIRST BOSTON 025 B001201 13-5659485 025 C001201 E 025 D001201 317 025 A001202 UBS SECURITIES 025 B001202 13-2932996 025 C001202 E 025 D001202 639 025 D001203 0 025 D001204 0 025 D001205 0 025 D001206 0 025 D001207 0 025 D001208 0 028 A011200 1287 028 A021200 0 028 A031200 0 028 A041200 4065 028 B011200 2905 028 B021200 0 028 B031200 0 PAGE 67 028 B041200 3929 028 C011200 2276 028 C021200 0 028 C031200 0 028 C041200 4769 028 D011200 2092 028 D021200 0 028 D031200 0 028 D041200 7316 028 E011200 5079 028 E021200 0 028 E031200 0 028 E041200 7054 028 F011200 1981 028 F021200 588 028 F031200 0 028 F041200 4809 028 G011200 15620 028 G021200 588 028 G031200 0 028 G041200 31942 028 H001200 1305 029 001200 Y 030 A001200 46 030 B001200 5.75 030 C001200 0.00 031 A001200 6 031 B001200 0 032 001200 40 033 001200 0 034 001200 Y 035 001200 94 036 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 100 042 D001200 0 042 E001200 0 042 F001200 0 042 G001200 0 042 H001200 0 043 001200 556 044 001200 0 045 001200 Y 046 001200 Y PAGE 68 047 001200 Y 048 001200 1.050 048 A011200 0 048 A021200 0.000 048 B011200 0 048 B021200 0.000 048 C011200 0 048 C021200 0.000 048 D011200 0 048 D021200 0.000 048 E011200 0 048 E021200 0.000 048 F011200 0 048 F021200 0.000 048 G011200 0 048 G021200 0.000 048 H011200 0 048 H021200 0.000 048 I011200 0 048 I021200 0.000 048 J011200 0 048 J021200 0.000 048 K011200 0 048 K021200 0.000 049 001200 N 050 001200 N 051 001200 N 052 001200 N 053 A001200 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 2500 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 PAGE 69 062 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 Y 066 D001200 N 066 E001200 N 066 F001200 N 066 G001200 N 067 001200 N 068 A001200 N 068 B001200 Y 069 001200 N 070 A011200 Y 070 A021200 Y 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 N 070 I021200 N 070 J011200 Y 070 J021200 Y 070 K011200 Y 070 K021200 N 070 L011200 Y 070 L021200 Y 070 M011200 Y 070 M021200 Y 070 N011200 Y 070 N021200 Y 070 O011200 Y 070 O021200 N 070 P011200 Y 070 P021200 Y 070 Q011200 N PAGE 70 070 Q021200 N 070 R011200 Y 070 R021200 N 071 A001200 87931 071 B001200 104309 071 C001200 155930 071 D001200 56 072 A001200 6 072 B001200 40 072 C001200 1544 072 D001200 0 072 E001200 23 072 F001200 857 072 G001200 41 072 H001200 0 072 I001200 357 072 J001200 204 072 K001200 0 072 L001200 20 072 M001200 8 072 N001200 13 072 O001200 0 072 P001200 0 072 Q001200 0 072 R001200 23 072 S001200 1 072 T001200 556 072 U001200 0 072 V001200 0 072 W001200 2 072 X001200 2082 072 Y001200 4 072 Z001200 -471 072AA001200 943 072BB001200 0 072CC011200 0 072CC021200 4619 072DD011200 253 072DD021200 302 072EE001200 0 073 A011200 0.0500 073 A021200 0.0500 073 B001200 0.0000 073 C001200 0.0000 074 A001200 0 074 B001200 2959 074 C001200 0 074 D001200 0 074 E001200 806 074 F001200 146021 074 G001200 0 PAGE 71 074 H001200 0 074 I001200 0 074 J001200 1592 074 K001200 0 074 L001200 562 074 M001200 9781 074 N001200 161721 074 O001200 555 074 P001200 140 074 Q001200 0 074 R011200 0 074 R021200 0 074 R031200 0 074 R041200 10634 074 S001200 0 074 T001200 150392 074 U011200 5069 074 U021200 6016 074 V011200 12.62 074 V021200 11.91 074 W001200 0.0000 074 X001200 20261 074 Y001200 0 075 A001200 0 075 B001200 164558 076 001200 0.00 083 B001200 0 084 B001200 0 008 A001301 CDC IXIS ASSET MANAGEMENT ADVISERS, L.P. 008 B001301 A 008 C001301 801-48408 008 D011301 BOSTON 008 D021301 MA 008 D031301 02116 008 A001302 RS INVESTMENT MANAGEMENT, L.P. 008 B001302 S 008 C001302 801-44125 008 D011302 SAN FRANCISCO 008 D021302 CA 008 D031302 94111 008 A001303 MONTGOMERY ASSET MANAGEMENT, LLC 008 B001303 S 008 C001303 801-54803 008 D011303 SAN FRANCISCO 008 D021303 CA 008 D031303 94111 008 A001304 LOOMIS,SAYLES & COMPANY, L.P. 008 B001304 S 008 C001304 801-170 008 D011304 BOSTON 008 D021304 MA PAGE 72 008 D031304 02111 008 A001305 HARRIS ASSOCIATES L.P. 008 B001305 S 008 C001305 801-50333 008 D011305 CHICAGO 008 D021305 IL 008 D031305 60602 024 001300 N 025 A001301 DELETE 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 1919 028 A021300 0 028 A031300 0 028 A041300 3347 028 B011300 1723 028 B021300 0 028 B031300 0 028 B041300 3699 028 C011300 2162 028 C021300 0 028 C031300 0 028 C041300 4011 028 D011300 2841 028 D021300 0 028 D031300 0 028 D041300 4373 028 E011300 1051 028 E021300 0 028 E031300 0 028 E041300 3945 028 F011300 1669 028 F021300 0 028 F031300 0 028 F041300 6161 028 G011300 11365 028 G021300 0 028 G031300 0 028 G041300 25536 028 H001300 2363 029 001300 Y 030 A001300 68 030 B001300 5.75 030 C001300 0.00 031 A001300 8 PAGE 73 031 B001300 0 032 001300 60 033 001300 0 034 001300 Y 035 001300 102 036 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 100 042 D001300 0 042 E001300 0 042 F001300 0 042 G001300 0 042 H001300 0 043 001300 548 044 001300 0 045 001300 Y 046 001300 Y 047 001300 Y 048 001300 1.050 048 A011300 0 048 A021300 0.000 048 B011300 0 048 B021300 0.000 048 C011300 0 048 C021300 0.000 048 D011300 0 048 D021300 0.000 048 E011300 0 048 E021300 0.000 048 F011300 0 048 F021300 0.000 048 G011300 0 048 G021300 0.000 048 H011300 0 048 H021300 0.000 048 I011300 0 048 I021300 0.000 048 J011300 0 048 J021300 0.000 048 K011300 0 048 K021300 0.000 049 001300 N 050 001300 N 051 001300 N PAGE 74 052 001300 N 053 A001300 N 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 2500 062 A001300 N 062 B001300 0.0 062 C001300 0.0 062 D001300 0.0 062 E001300 0.0 062 F001300 0.0 062 G001300 0.0 062 H001300 0.0 062 I001300 0.0 062 J001300 0.0 062 K001300 0.0 062 L001300 0.0 062 M001300 0.0 062 N001300 0.0 062 O001300 0.0 062 P001300 0.0 062 Q001300 0.0 062 R001300 0.0 063 A001300 0 063 B001300 0.0 066 A001300 Y 066 B001300 N 066 C001300 Y 066 D001300 N 066 E001300 N 066 F001300 N 066 G001300 N 067 001300 N 068 A001300 N 068 B001300 N 069 001300 N 070 A011300 Y 070 A021300 Y 070 B011300 Y 070 B021300 N 070 C011300 Y 070 C021300 N 070 D011300 Y 070 D021300 N 070 E011300 Y PAGE 75 070 E021300 N 070 F011300 Y 070 F021300 N 070 G011300 Y 070 G021300 N 070 H011300 Y 070 H021300 N 070 I011300 N 070 I021300 N 070 J011300 Y 070 J021300 N 070 K011300 Y 070 K021300 Y 070 L011300 Y 070 L021300 Y 070 M011300 Y 070 M021300 Y 070 N011300 Y 070 N021300 Y 070 O011300 Y 070 O021300 N 070 P011300 Y 070 P021300 Y 070 Q011300 N 070 Q021300 N 070 R011300 Y 070 R021300 N 071 A001300 120014 071 B001300 136512 071 C001300 153014 071 D001300 78 072 A001300 6 072 B001300 39 072 C001300 141 072 D001300 0 072 E001300 15 072 F001300 822 072 G001300 39 072 H001300 0 072 I001300 346 072 J001300 119 072 K001300 0 072 L001300 18 072 M001300 8 072 N001300 12 072 O001300 0 072 P001300 0 072 Q001300 0 072 R001300 22 072 S001300 7 072 T001300 548 PAGE 76 072 U001300 0 072 V001300 0 072 W001300 62 072 X001300 2003 072 Y001300 15 072 Z001300 -1793 072AA001300 0 072BB001300 11849 072CC011300 0 072CC021300 11853 072DD011300 0 072DD021300 0 072EE001300 0 073 A011300 0.0000 073 A021300 0.0000 073 B001300 0.0000 073 C001300 0.0000 074 A001300 0 074 B001300 4453 074 C001300 0 074 D001300 0 074 E001300 0 074 F001300 129667 074 G001300 0 074 H001300 0 074 I001300 0 074 J001300 2007 074 K001300 0 074 L001300 100 074 M001300 21187 074 N001300 157414 074 O001300 1109 074 P001300 126 074 Q001300 0 074 R011300 0 074 R021300 0 074 R031300 0 074 R041300 21864 074 S001300 0 074 T001300 134315 074 U011300 4382 074 U021300 5502 074 V011300 12.33 074 V021300 11.71 074 W001300 0.0000 074 X001300 20387 074 Y001300 0 075 A001300 0 075 B001300 157797 076 001300 0.00 083 B001300 0 PAGE 77 084 B001300 0 008 A001401 CDC IXIS ASSET MANAGEMENT ADVISERS, L.P. 008 B001401 A 008 C001401 801-48408 008 D011401 BOSTON 008 D021401 MA 008 D031401 02116 008 A001402 JURIKA & VOYLES, L.P. 008 B001402 S 008 C001402 801-53366 008 D011402 OAKLAND 008 D021402 CA 008 D031402 94612 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 90 028 A021400 0 028 A031400 0 028 A041400 1075 028 B011400 68 028 B021400 0 028 B031400 0 028 B041400 287 028 C011400 253 028 C021400 0 028 C031400 0 028 C041400 178 028 D011400 176 028 D021400 0 028 D031400 0 028 D041400 154 028 E011400 249 028 E021400 0 028 E031400 0 028 E041400 291 028 F011400 250 028 F021400 0 028 F031400 0 028 F041400 674 028 G011400 1086 028 G021400 0 028 G031400 0 028 G041400 2659 028 H001400 48 PAGE 78 029 001400 Y 030 A001400 2 030 B001400 5.75 030 C001400 0.00 031 A001400 0 031 B001400 0 032 001400 2 033 001400 0 034 001400 Y 035 001400 0 036 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 100 042 D001400 0 042 E001400 0 042 F001400 0 042 G001400 0 042 H001400 0 043 001400 2 044 001400 0 045 001400 Y 046 001400 Y 047 001400 Y 048 001400 0.000 048 A011400 500000 048 A021400 0.850 048 B011400 0 048 B021400 0.000 048 C011400 0 048 C021400 0.000 048 D011400 0 048 D021400 0.000 048 E011400 0 048 E021400 0.000 048 F011400 0 048 F021400 0.000 048 G011400 0 048 G021400 0.000 048 H011400 0 048 H021400 0.000 048 I011400 0 048 I021400 0.000 048 J011400 0 048 J021400 0.000 PAGE 79 048 K011400 500000 048 K021400 0.800 049 001400 N 050 001400 N 051 001400 N 052 001400 N 053 A001400 Y 053 B001400 Y 055 A001400 Y 055 B001400 N 056 001400 Y 057 001400 N 058 A001400 N 059 001400 Y 060 A001400 Y 060 B001400 Y 061 001400 2500 062 A001400 N 062 B001400 0.0 062 C001400 0.0 062 D001400 0.0 062 E001400 0.0 062 F001400 0.0 062 G001400 0.0 062 H001400 0.0 062 I001400 0.0 062 J001400 0.0 062 K001400 0.0 062 L001400 0.0 062 M001400 0.0 062 N001400 0.0 062 O001400 0.0 062 P001400 0.0 062 Q001400 0.0 062 R001400 0.0 066 A001400 Y 066 B001400 N 066 C001400 N 066 D001400 Y 066 E001400 N 066 F001400 N 066 G001400 N 067 001400 N 068 A001400 N 068 B001400 N 069 001400 N 070 A011400 Y 070 A021400 Y 070 B011400 Y 070 B021400 N 070 C011400 Y PAGE 80 070 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 N 070 I021400 N 070 J011400 Y 070 J021400 N 070 K011400 Y 070 K021400 N 070 L011400 Y 070 L021400 Y 070 M011400 Y 070 M021400 N 070 N011400 Y 070 N021400 Y 070 O011400 Y 070 O021400 N 070 P011400 Y 070 P021400 N 070 Q011400 N 070 Q021400 N 070 R011400 Y 070 R021400 N 071 A001400 3964 071 B001400 5198 071 C001400 24615 071 D001400 16 072 A001400 6 072 B001400 6 072 C001400 117 072 D001400 0 072 E001400 0 072 F001400 109 072 G001400 35 072 H001400 0 072 I001400 47 072 J001400 22 072 K001400 0 072 L001400 3 072 M001400 4 072 N001400 39 072 O001400 0 072 P001400 0 PAGE 81 072 Q001400 0 072 R001400 13 072 S001400 1 072 T001400 2 072 U001400 0 072 V001400 0 072 W001400 0 072 X001400 275 072 Y001400 113 072 Z001400 -39 072AA001400 0 072BB001400 332 072CC011400 0 072CC021400 1932 072DD011400 0 072DD021400 0 072EE001400 0 073 A011400 0.0000 073 A021400 0.0000 073 B001400 0.0000 073 C001400 0.0000 074 A001400 0 074 B001400 410 074 C001400 0 074 D001400 0 074 E001400 0 074 F001400 22112 074 G001400 0 074 H001400 0 074 I001400 0 074 J001400 1471 074 K001400 0 074 L001400 27 074 M001400 2247 074 N001400 26267 074 O001400 581 074 P001400 6 074 Q001400 0 074 R011400 0 074 R021400 0 074 R031400 0 074 R041400 2245 074 S001400 0 074 T001400 23435 074 U011400 91 074 U021400 8 074 V011400 11.83 074 V021400 11.81 074 W001400 0.0000 074 X001400 151 074 Y001400 0 PAGE 82 075 A001400 0 075 B001400 25944 076 001400 0.00 083 B001400 0 084 B001400 0 008 A001501 CDC IXIS ASSET MANAGEMENT ADVISERS, L.P. 008 B001501 A 008 C001501 801-48408 008 D011501 BOSTON 008 D021501 MA 008 D031501 02116 008 A001502 VAUGHAN, NELSON, SCARBOROUGH & MCCULLOUGH, LP 008 B001502 S 008 C001502 801-51795 008 D011502 HOUSTON 008 D021502 TX 008 D031502 77002 024 001500 Y 025 A001501 MERRILL LYNCH & CO., INC. 025 B001501 13-5674085 025 C001501 E 025 D001501 842 025 A001502 SALOMON SMITH BARNEY, INC. 025 B001502 13-5365580 025 C001502 E 025 D001502 806 025 A001503 DELETE 025 D001503 0 025 D001504 0 025 D001505 0 025 D001506 0 025 D001507 0 025 D001508 0 028 A011500 494 028 A021500 0 028 A031500 0 028 A041500 1547 028 B011500 345 028 B021500 0 028 B031500 0 028 B041500 1065 028 C011500 420 028 C021500 0 028 C031500 0 028 C041500 1829 028 D011500 593 028 D021500 0 028 D031500 0 028 D041500 1640 028 E011500 417 028 E021500 0 PAGE 83 028 E031500 0 028 E041500 1235 028 F011500 757 028 F021500 0 028 F031500 0 028 F041500 3640 028 G011500 3026 028 G021500 0 028 G031500 0 028 G041500 10956 028 H001500 535 029 001500 Y 030 A001500 24 030 B001500 5.75 030 C001500 0.00 031 A001500 3 031 B001500 0 032 001500 21 033 001500 0 034 001500 Y 035 001500 56 036 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 100 042 D001500 0 042 E001500 0 042 F001500 0 042 G001500 0 042 H001500 0 043 001500 142 044 001500 0 045 001500 Y 046 001500 Y 047 001500 Y 048 001500 0.900 048 A011500 0 048 A021500 0.000 048 B011500 0 048 B021500 0.000 048 C011500 0 048 C021500 0.000 048 D011500 0 048 D021500 0.000 048 E011500 0 PAGE 84 048 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 Y 053 B001500 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 2500 062 A001500 N 062 B001500 0.0 062 C001500 0.0 062 D001500 0.0 062 E001500 0.0 062 F001500 0.0 062 G001500 0.0 062 H001500 0.0 062 I001500 0.0 062 J001500 0.0 062 K001500 0.0 062 L001500 0.0 062 M001500 0.0 062 N001500 0.0 062 O001500 0.0 062 P001500 0.0 062 Q001500 0.0 062 R001500 0.0 066 A001500 Y 066 B001500 N 066 C001500 N 066 D001500 Y 066 E001500 N PAGE 85 066 F001500 N 066 G001500 N 067 001500 N 068 A001500 N 068 B001500 N 069 001500 N 070 A011500 Y 070 A021500 Y 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 N 070 I021500 N 070 J011500 Y 070 J021500 N 070 K011500 Y 070 K021500 N 070 L011500 Y 070 L021500 Y 070 M011500 Y 070 M021500 N 070 N011500 Y 070 N021500 Y 070 O011500 Y 070 O021500 N 070 P011500 Y 070 P021500 N 070 Q011500 N 070 Q021500 N 070 R011500 Y 070 R021500 N 071 A001500 8608 071 B001500 17332 071 C001500 46040 071 D001500 19 072 A001500 6 072 B001500 3 072 C001500 188 072 D001500 0 072 E001500 11 PAGE 86 072 F001500 210 072 G001500 35 072 H001500 0 072 I001500 139 072 J001500 27 072 K001500 0 072 L001500 14 072 M001500 5 072 N001500 45 072 O001500 0 072 P001500 0 072 Q001500 0 072 R001500 13 072 S001500 2 072 T001500 142 072 U001500 0 072 V001500 0 072 W001500 1 072 X001500 633 072 Y001500 223 072 Z001500 -207 072AA001500 0 072BB001500 6868 072CC011500 0 072CC021500 6235 072DD011500 0 072DD021500 0 072EE001500 0 073 A011500 0.0000 073 A021500 0.0000 073 B001500 0.0000 073 C001500 0.0000 074 A001500 0 074 B001500 868 074 C001500 0 074 D001500 0 074 E001500 0 074 F001500 34212 074 G001500 0 074 H001500 0 074 I001500 0 074 J001500 0 074 K001500 24 074 L001500 4206 074 M001500 31 074 N001500 39341 074 O001500 0 074 P001500 6 074 Q001500 0 074 R011500 0 074 R021500 0 PAGE 87 074 R031500 0 074 R041500 4412 074 S001500 0 074 T001500 34923 074 U011500 1575 074 U021500 1587 074 V011500 10.31 074 V021500 10.13 074 W001500 0.0000 074 X001500 7860 074 Y001500 0 075 A001500 0 075 B001500 46986 076 001500 0.00 083 B001500 0 084 B001500 0 008 A001601 CDC IXIS ASSET MANAGEMENT ADVISERS, L.P. 008 B001601 A 008 C001601 801-48408 008 D011601 BOSTON 008 D021601 MA 008 D031601 02116 008 A001602 RS INVESTMENT MANAGEMENT, L.P. 008 B001602 S 008 C001602 801-44125 008 D011602 SAN FRANCISCO 008 D021602 CA 008 D031602 94111 008 A001603 VAUGHAN, NELSON, SCARBOROUGH & MCCULLOUGH, LP 008 B001603 S 008 C001603 801-51795 008 D011603 HOUSTON 008 D021603 TX 008 D031603 77002 008 A001604 WESTPEAK GLOBAL ADVISORS, L.P. 008 B001604 S 008 C001604 801-39554 008 D011604 BOULDER 008 D021604 CO 008 D031604 80302 008 A001605 MORGAN STANLEY INVESTMENT MANAGEMENT, INC. 008 B001605 S 008 C001605 801-15757 008 D011605 NEW YORK 008 D021605 NY 008 D031605 10020 024 001600 Y 025 A001601 MERRILL LYNCH & CO., INC. 025 B001601 13-5674085 025 C001601 E 025 D001601 329 PAGE 88 025 A001602 AMERICAN EXPRESS 025 C001602 E 025 D001602 109 025 A001603 SALOMON SMITH BARNEY, INC. 025 B001603 13-5365580 025 C001603 E 025 D001603 312 025 A001604 DELETE 025 D001604 0 025 D001605 0 025 D001606 0 025 D001607 0 025 D001608 0 028 A011600 850 028 A021600 0 028 A031600 0 028 A041600 2818 028 B011600 875 028 B021600 0 028 B031600 0 028 B041600 2631 028 C011600 793 028 C021600 0 028 C031600 0 028 C041600 3301 028 D011600 1068 028 D021600 0 028 D031600 0 028 D041600 3715 028 E011600 642 028 E021600 0 028 E031600 0 028 E041600 3534 028 F011600 504 028 F021600 0 028 F031600 0 028 F041600 7216 028 G011600 4732 028 G021600 0 028 G031600 0 028 G041600 23215 028 H001600 1054 029 001600 Y 030 A001600 49 030 B001600 5.75 030 C001600 0.00 031 A001600 6 031 B001600 0 032 001600 43 033 001600 0 034 001600 Y PAGE 89 035 001600 121 036 A001600 N 036 B001600 0 037 001600 N 038 001600 0 039 001600 N 040 001600 Y 041 001600 Y 042 A001600 0 042 B001600 0 042 C001600 100 042 D001600 0 042 E001600 0 042 F001600 0 042 G001600 0 042 H001600 0 043 001600 296 044 001600 0 045 001600 Y 046 001600 Y 047 001600 Y 048 001600 1.000 048 A011600 0 048 A021600 0.000 048 B011600 0 048 B021600 0.000 048 C011600 0 048 C021600 0.000 048 D011600 0 048 D021600 0.000 048 E011600 0 048 E021600 0.000 048 F011600 0 048 F021600 0.000 048 G011600 0 048 G021600 0.000 048 H011600 0 048 H021600 0.000 048 I011600 0 048 I021600 0.000 048 J011600 0 048 J021600 0.000 048 K011600 0 048 K021600 0.000 049 001600 N 050 001600 N 051 001600 N 052 001600 N 053 A001600 Y 053 B001600 Y 055 A001600 Y PAGE 90 055 B001600 N 056 001600 Y 057 001600 N 058 A001600 N 059 001600 Y 060 A001600 Y 060 B001600 Y 061 001600 2500 062 A001600 N 062 B001600 0.0 062 C001600 0.0 062 D001600 0.0 062 E001600 0.0 062 F001600 0.0 062 G001600 0.0 062 H001600 0.0 062 I001600 0.0 062 J001600 0.0 062 K001600 0.0 062 L001600 0.0 062 M001600 0.0 062 N001600 0.0 062 O001600 0.0 062 P001600 0.0 062 Q001600 0.0 062 R001600 0.0 066 A001600 Y 066 B001600 N 066 C001600 N 066 D001600 Y 066 E001600 N 066 F001600 N 066 G001600 N 067 001600 N 068 A001600 N 068 B001600 N 069 001600 N 070 A011600 Y 070 A021600 Y 070 B011600 Y 070 B021600 N 070 C011600 Y 070 C021600 N 070 D011600 Y 070 D021600 N 070 E011600 Y 070 E021600 N 070 F011600 Y 070 F021600 N 070 G011600 Y 070 G021600 N PAGE 91 070 H011600 Y 070 H021600 N 070 I011600 N 070 I021600 N 070 J011600 Y 070 J021600 N 070 K011600 Y 070 K021600 Y 070 L011600 Y 070 L021600 Y 070 M011600 Y 070 M021600 Y 070 N011600 Y 070 N021600 Y 070 O011600 Y 070 O021600 N 070 P011600 Y 070 P021600 Y 070 Q011600 N 070 Q021600 N 070 R011600 Y 070 R021600 N 071 A001600 65587 071 B001600 84259 071 C001600 97278 071 D001600 67 072 A001600 6 072 B001600 10 072 C001600 206 072 D001600 0 072 E001600 23 072 F001600 489 072 G001600 50 072 H001600 0 072 I001600 290 072 J001600 86 072 K001600 0 072 L001600 27 072 M001600 6 072 N001600 49 072 O001600 0 072 P001600 0 072 Q001600 0 072 R001600 19 072 S001600 4 072 T001600 296 072 U001600 0 072 V001600 0 072 W001600 15 072 X001600 1331 072 Y001600 426 PAGE 92 072 Z001600 -666 072AA001600 0 072BB001600 8787 072CC011600 0 072CC021600 14495 072DD011600 0 072DD021600 0 072EE001600 0 073 A011600 0.0000 073 A021600 0.0000 073 B001600 0.0000 073 C001600 0.0000 074 A001600 0 074 B001600 411 074 C001600 0 074 D001600 0 074 E001600 0 074 F001600 73028 074 G001600 0 074 H001600 0 074 I001600 0 074 J001600 1147 074 K001600 0 074 L001600 67 074 M001600 9794 074 N001600 84447 074 O001600 1204 074 P001600 33 074 Q001600 0 074 R011600 0 074 R021600 0 074 R031600 0 074 R041600 10133 074 S001600 0 074 T001600 73077 074 U011600 5234 074 U021600 4904 074 V011600 6.77 074 V021600 6.64 074 W001600 0.0000 074 X001600 22042 074 Y001600 0 075 A001600 0 075 B001600 98576 076 001600 0.00 083 B001600 0 084 B001600 0 SIGNATURE PHILIP PREFONTAINE TITLE ASSISTANT TREASURER EX-99.77Q1 3 item77q1b.txt EXHIBIT 77 Q1B SUB-ITEM 77 Q1(b): EXHIBITS Incorporated by reference to post-effective amendment no. 51 to Registrant's registration statement filed on Form Type 485BPOS on April 29, 2002 (Accession No. 0001127563-02-000096). EX-99.77Q1 4 item77q1e.txt EXHIBIT 77 Q1E Item 77Q1(e) New Investment Advisory Contracts Incorporated by reference to exhibit (d)(3)(xviii) to post-effective amendment no. 51 to the Registrant's registration statement filed on Form Type 485BPOS on April 29, 2002 (Accession No. 0001127563-02-000096). EX-99.77O 5 item77o.txt EXHIBIT 77 O Item 77O TRANSACTIONS EFFECTED PURSUANT TO RULE 10F-3 (1) The securities were purchased from Carolina Group. The underwriting syndicate member was Morgan Stanley. The terms of the transaction is as follows: Issuer: Carolina Group Purchase Date: 1/31/02 Date of Offering: 1/31/02 Purchase Amount: 2400 Price: $28.00 Commission/Spread: $0.80 Information upon which the determination was made: The securities are (i) part of an issue registered under the Securities Act of 1933, (ii) "municipal securities" as defined under the Securities Exchange Act of 1934, (iii) sold in an offering conducted under the laws of a country other than the United States subject to certain requirements, or (iv) exempt from registration under section 4(2) of the Securities Act of 1933 or Rules 144A or 501-508 thereunder. The purchase price of the securities did not exceed the offering price at the end of the first business day after the first day of the offering (or fourth days before termination, if rights offering). The underwriting was a firm commitment. The commission, spread or profit was reasonable and fair in relation to that being received by others for underwriting similar securities during a comparable period of time. The issuer of such securities has been in continuous operation for not less that three years (including operations of predecessors). The amount of the securities purchased by all of the Funds advised by the same investment adviser or sub-adviser did not exceed 25% of the principal amount of the offering. The purchase price was not greater than 3% of the Fund's total assets. No underwriter which is an affiliate of the Fund's adviser or sub-adviser was a direct or indirect participant in, or benefited directly or indirectly from the purchase. The purchase was not part of a group sale (or part of the institutional pot), or otherwise allocated to the account of an officer, director, member of an advisory board, investment adviser or employee of the Fund or affiliated person thereof. 1 Prior approval by President of the Fund or Managing Director of the investment adviser and/or subadviser. (2) The securities were purchased from Alcon, Inc. The underwriting syndicate member was Morgan Stanley. The terms of the transaction is as follows: Issuer: Alcon, Inc. Purchase Date: 3/20/02 Date of Offering: 3/20/02 Purchase Amount: 2900 Price: $33.00 Commission/Spread: $0.76 Information upon which the determination was made: The securities are (i) part of an issue registered under the Securities Act of 1933, (ii) "municipal securities" as defined under the Securities Exchange Act of 1934, (iii) sold in an offering conducted under the laws of a country other than the United States subject to certain requirements, or (iv) exempt from registration under section 4(2) of the Securities Act of 1933 or Rules 144A or 501-508 thereunder. The purchase price of the securities did not exceed the offering price at the end of the first business day after the first day of the offering (or fourth days before termination, if rights offering). The underwriting was a firm commitment. The commission, spread or profit was reasonable and fair in relation to that being received by others for underwriting similar securities during a comparable period of time. The issuer of such securities has been in continuous operation for not less that three years (including operations of predecessors). The amount of the securities purchased by all of the Funds advised by the same investment adviser or sub-adviser did not exceed 25% of the principal amount of the offering. The purchase price was not greater than 3% of the Fund's total assets. No underwriter which is an affiliate of the Fund's adviser or sub-adviser was a direct or indirect participant in, or benefited directly or indirectly from the purchase. 2 The purchase was not part of a group sale (or part of the institutional pot), or otherwise allocated to the account of an officer, director, member of an advisory board, investment adviser or employee of the Fund or affiliated person thereof. Prior approval by President of the Fund or Managing Director of the investment adviser and/or subadviser. (3) The securities were purchased from PETCO Animal Supplies, Inc. The underwriting syndicate member was Morgan Stanley. The terms of the transaction is as follows: Issuer: Alcon, Inc. Purchase Date: 2/21/02 Date of Offering: 2/21/02 Purchase Amount: 700 Price: $19.00 Commission/Spread: $0.74 Information upon which the determination was made: The securities are (i) part of an issue registered under the Securities Act of 1933, (ii) "municipal securitie" as defined under the Securities Exchange Act of 1934, (iii) sold in an offering conducted under the laws of a country other than the United States subject to certain requirements, or (iv) exempt from registration under section 4(2) of the Securities Act of 1933 or Rules 144A or 501-508 thereunder. The purchase price of the securities did not exceed the offering price at the end of the first business day after the first day of the offering (or fourth days before termination, if rights offering). The underwriting was a firm commitment. The commission, spread or profit was reasonable and fair in relation to that being received by others for underwriting similar securities during a comparable period of time. The issuer of such securities has been in continuous operation for not less that three years (including operations of predecessors). The amount of the securities purchased by all of the Funds advised by the same investment adviser or sub-adviser did not exceed 25% of the principal amount of the offering. The purchase price was not greater than 3% of the Fund's total assets. 3 No underwriter which is an affiliate of the Fund's adviser or sub-adviser was a direct or indirect participant in, or benefited directly or indirectly from the purchase. The purchase was not part of a group sale (or part of the institutional pot), or otherwise allocated to the account of an officer, director, member of an advisory board, investment adviser or employee of the Fund or affiliated person thereof. Prior approval by President of the Fund or Managing Director of the investment adviser and/or subadviser. (4) The securities were purchased from Sabre Holdings Corp. The underwriting syndicate member was Morgan Stanley. The terms of the transaction is as follows: Issuer: Alcon, Inc. Purchase Date: 4/04/02 Date of Offering: 4/04/02 Purchase Amount: 800 Price: $44.50 Commission/Spread: 5.50% Information upon which the determination was made: The securities are (i) part of an issue registered under the Securities Act of 1933, (ii) "municipal securities" as defined under the Securities Exchange Act of 1934, (iii) sold in an offering conducted under the laws of a country other than the United States subject to certain requirements, or (iv) exempt from registration under section 4(2) of the Securities Act of 1933 or Rules 144A or 501-508 thereunder. The purchase price of the securities did not exceed the offering price at the end of the first business day after the first day of the offering (or fourth days before termination, if rights offering). The underwriting was a firm commitment. The commission, spread or profit was reasonable and fair in relation to that being received by others for underwriting similar securities during a comparable period of time. The issuer of such securities has been in continuous operation for not less that three years (including operations of predecessors). The amount of the securities purchased by all of the Funds advised by the same investment adviser or sub-adviser did not exceed 25% of the principal amount of the offering. 4 The purchase price was not greater than 3% of the Fund's total assets. No underwriter which is an affiliate of the Fund's adviser or sub-adviser was a direct or indirect participant in, or benefited directly or indirectly from the purchase. The purchase was not part of a group sale (or part of the institutional pot), or otherwise allocated to the account of an officer, director, member of an advisory board, investment adviser or employee of the Fund or affiliated person thereof. Prior approval by President of the Fund or Managing Director of the investment adviser and/or subadviser. (5) The securities were purchased from Jetblue Airways Corp. The underwriting syndicate member was Morgan Stanley. The terms of the transaction is as follows: Issuer: Jetblue Airways Corp. Purchase Date: 4/11/02 Date of Offering: 4/11/02 Purchase Amount: 100 Price: $27.00 Commission/Spread: $1.89 Information upon which the determination was made: The securities are (i) part of an issue registered under the Securities Act of 1933, (ii)"municipal securities" as defined under the Securities Exchange Act of 1934, (iii) sold in an offering conducted under the laws of a country other than the United States subject to certain requirements, or (iv) exempt from registration under section 4(2) of the Securities Act of 1933 or Rules 144A or 501-508 thereunder. The purchase price of the securities did not exceed the offering price at the end of the first business day after the first day of the offering (or fourth days before termination, if rights offering). The underwriting was a firm commitment. The commission, spread or profit was reasonable and fair in relation to that being received by others for underwriting similar securities during a comparable period of time. The issuer of such securities has been in continuous operation for not less that three years (including operations of predecessors). 5 The amount of the securities purchased by all of the Funds advised by the same investment adviser or sub-adviser did not exceed 25% of the principal amount of the offering. The purchase price was not greater than 3% of the Fund's total assets. No underwriter which is an affiliate of the Fund's adviser or sub-adviser was a direct or indirect participant in, or benefited directly or indirectly from the purchase. The purchase was not part of a group sale (or part of the institutional pot), or otherwise allocated to the account of an officer, director, member of an advisory board, investment adviser or employee of the Fund or affiliated person thereof. Prior approval by President of the Fund or Managing Director of the investment adviser and/or subadviser. (6) The securities were purchased from Premcor Inc. The underwriting syndicate member was Morgan Stanley. The terms of the transaction is as follows: Issuer: Jetblue Airways Corp. Purchase Date: 4/29/02 Date of Offering: 4/29/02 Purchase Amount: 100 Price: $24.00 Commission/Spread: $1.50 Information upon which the determination was made: The securities are (i) part of an issue registered under the Securities Act of 1933, (ii) "municipal securities" as defined under the Securities Exchange Act of 1934, (iii) sold in an offering conducted under the laws of a country other than the United States subject to certain requirements, or (iv) exempt from registration under section 4(2) of the Securities Act of 1933 or Rules 144A or 501-508 thereunder. The purchase price of the securities did not exceed the offering price at the end of the first business day after the first day of the offering (or fourth days before termination, if rights offering). The underwriting was a firm commitment. The commission, spread or profit was reasonable and fair in relation to that being received by others for underwriting similar securities during a comparable period of time. 6 The issuer of such securities has been in continuous operation for not less than three years (including operations of predecessors). The amount of the securities purchased by all of the Funds advised by the same investment adviser or sub-adviser did not exceed 25% of the principal amount of the offering. The purchase price was not greater than 3% of the Fund's total assets. No underwriter which is an affiliate of the Fund's adviser or sub-adviser was a direct or indirect participant in, or benefited directly or indirectly from the purchase. The purchase was not part of a group sale (or part of the institutional pot), or otherwise allocated to the account of an officer, director, member of an advisory board, investment adviser or employee of the Fund or affiliated person thereof. Prior approval by President of the Fund or Managing Director of the investment adviser and/or subadviser. 7 EX-99.77D 6 item77da.txt EXHIBIT 77 D A SUB-ITEM 77 D(a): POLICIES WITH RESPECT TO SECURITY INVESTMENTS Incorporated by reference to post-effective amendment no. 51 to Registrant's registration statement filed on Form Type 485BPOS on April 29, 2002 (Accession No. 0001127563-02-000096). -----END PRIVACY-ENHANCED MESSAGE-----