-----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, RnX83hO968wy+CPcy2CqbJRqpgC7pyWXMZKqdc3fTp2B2UM9/CKF2szOI9PYdlfl 1n9knOatX/av0Iga4+9cRQ== 0001127563-03-000020.txt : 20030303 0001127563-03-000020.hdr.sgml : 20030303 20030303131441 ACCESSION NUMBER: 0001127563-03-000020 CONFORMED SUBMISSION TYPE: NSAR-B PUBLIC DOCUMENT COUNT: 9 CONFORMED PERIOD OF REPORT: 20021231 FILED AS OF DATE: 20030303 EFFECTIVENESS DATE: 20030303 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-B SEC ACT: 1940 Act SEC FILE NUMBER: 811-04323 FILM NUMBER: 03588768 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-B 1 answer.fil NSAR PAGE 1 000 B000000 12/31/2002 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 8-49575 014 A00AA03 LOOMIS SAYLES DISTRIBUTORS, L.P. 014 B00AA03 8-43429 014 A00AA04 REICH & TANG DISTRIBUTORS, INC. 014 B00AA04 8-150551 014 A00AA05 CDC SECURITIES, INC. 014 B00AA05 8-043912 014 A00AA06 CDC DERIVATIVES INC. 014 B00AA06 8-53212 014 A00AA07 CDC FINANCIAL PRODUCTS INC. 014 B00AA07 8-xxxxx 014 A00AA08 CDC FUNDING CORP. 014 B00AA08 8-xxxxx 014 A00AA09 CDC IXIS ASSET MANAGEMENT 014 B00AA09 8-xxxxx 014 A00AA10 CDC IXIS CAPITAL MARKETS 014 B00AA10 8-xxxxx 014 A00AA11 CDC IXIS CAPITAL MARKETS NORTH AMERICA INC. 014 B00AA11 8-xxxxx 014 A00AA12 CDC IXIS FONDSSERVICES GMBH 014 B00AA12 8-xxxxx 014 A00AA13 CDC IXIS GMBH 014 B00AA13 8-xxxxx 014 A00AA14 CDC IXIS INVESTMENT SERVICES JAPAN, INC. 014 B00AA14 8-xxxxx 014 A00AA15 CDC IXIS NORTH AMERICA, INC. 014 B00AA15 8-xxxxx 014 A00AA16 CDC IXIS SECURITIES 014 B00AA16 8-xxxxx 014 A00AA17 CDC MORTGAGE CAPITAL INC. 014 B00AA17 8-xxxxx 014 A00AA18 CDC MUNICIPAL PRODUCTS INC. 014 B00AA18 8-xxxxx 014 A00AA19 LOOMIS SAYLES (AUSTRALIA) LIMITED 014 B00AA19 8-xxxxx 014 A00AA20 SOGEPOSTE 014 B00AA20 8-xxxxx 014 A00AA21 VEGA FINANCE 014 B00AA21 8-xxxxx 014 A00AA22 ECUREIL GESTION 014 B00AA22 8-xxxxx 015 A00AA01 INVESTORS BANK AND TRUST COMPANY 015 B00AA01 C 015 C01AA01 BOSTON 015 C02AA01 MA 015 C03AA01 02116 015 E01AA01 X 015 A00AA04 CITIBANK, N.A. 015 B00AA04 S 015 C01AA04 BUENOS AIRES PAGE 5 015 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 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 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 PAGE 6 015 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 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 PAGE 7 015 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 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 PAGE 8 015 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 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 PAGE 9 015 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 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 PAGE 10 015 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 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 A00AA75 CLEARSTREAM 015 B00AA75 S 015 C01AA75 LUXEMBOURG 015 D01AA75 LUXEMBOURG PAGE 11 015 E04AA75 X 015 A00AA78 BANKBOSTON PANAMA 015 B00AA78 S 015 C01AA78 PANAMA CITY 015 D01AA78 PANAMA 015 E04AA78 X 018 00AA00 Y 019 A00AA00 Y 019 B00AA00 27 019 C00AA00 NVESTFUNDS 020 A000001 BNY CLEARING SERVICES, LLC 020 B000001 39-1939036 020 C000001 1236 020 A000002 MERRILL LYNCH & CO., INC. 020 B000002 13-5674085 020 C000002 1074 020 A000003 BEAR, STEARNS & COS., INC. 020 B000003 13-3299429 020 C000003 818 020 A000004 CREDIT SUISSE FIRST BOSTON CORP. 020 B000004 13-5659485 020 C000004 675 020 A000005 SALOMON SMITH BARNEY, INC. 020 B000005 11-2418191 020 C000005 670 020 A000006 LEHMAN BROTHERS, INC. 020 B000006 13-2518466 020 C000006 659 020 A000007 GOLDMAN SACHS GROUP, INC. 020 B000007 13-5108880 020 C000007 593 020 A000008 MORGAN STANLEY & CO., INC. 020 B000008 13-2655998 020 C000008 552 020 A000009 BANK OF AMERICA CORP. 020 B000009 56-2058405 020 C000009 501 020 A000010 VANDHAM SECURITIES CORP. 020 B000010 22-3039058 020 C000010 475 021 000000 12758 022 A000001 INVESTORS BANK & TRUST CO. 022 B000001 04-2447211 022 C000001 11145375 022 D000001 167652 022 A000002 STATE STREET BANK & TRUST 022 B000002 04-1867445 022 C000002 7587608 022 D000002 0 022 A000003 AMERICAN EXPRESS CO. 022 B000003 41-0973005 PAGE 12 022 C000003 377935 022 D000003 0 022 A000004 UBS AG 022 B000004 13-3873456 022 C000004 61805 022 D000004 49131 022 A000005 GOLDMAN SACHS GROUP, INC. 022 B000005 13-5108880 022 C000005 60523 022 D000005 39557 022 A000006 CREDIT SUISSE FIRST BOSTON CORP. 022 B000006 13-5659485 022 C000006 40964 022 D000006 43526 022 A000007 SALOMON SMITH BARNEY, INC. 022 B000007 11-2418191 022 C000007 52315 022 D000007 24211 022 A000008 LEHMAN BROTHERS, INC. 022 B000008 13-2518466 022 C000008 32237 022 D000008 39811 022 A000009 BEAR, STEARNS & COS., INC. 022 B000009 13-3299429 022 C000009 38757 022 D000009 29128 022 A000010 DEUTSCHE BANK SECURITIES, INC. 022 B000010 13-2730828 022 C000010 22405 022 D000010 30123 023 C000000 54149777 023 D000000 611742 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 PAGE 13 054 J00AA00 Y 054 K00AA00 Y 054 L00AA00 N 054 M00AA00 Y 054 N00AA00 Y 054 O00AA00 N 077 A000000 Y 077 B000000 Y 077 C000000 Y 077 D000000 Y 077 E000000 N 077 F000000 N 077 G000000 N 077 H000000 N 077 I000000 N 077 J000000 N 077 K000000 N 077 L000000 N 077 M000000 N 077 N000000 N 077 O000000 Y 077 P000000 N 077 Q010000 Y 077 Q020000 N 077 Q030000 Y 078 000000 N 080 A00AA00 NATIONAL UNION INSURANCE CO. OF PITTSBURGH 080 C00AA00 22000 081 A00AA00 Y 081 B00AA00 13 082 A00AA00 N 082 B00AA00 0 083 A00AA00 N 083 B00AA00 0 084 A00AA00 N 084 B00AA00 0 085 A00AA00 Y 085 B00AA00 N 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. PAGE 14 008 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 BANK OF AMERICA CORP. 025 B000101 56-2058405 025 C000101 E 025 D000101 894 025 A000102 SALOMON SMITH BARNEY, INC. 025 B000102 11-2418191 025 C000102 E 025 D000102 1068 025 A000103 GOLDMAN SACHS GROUP, INC. 025 B000103 13-5108880 025 C000103 E 025 D000103 288 025 A000104 LEHMAN BROTHERS, INC. 025 B000104 13-2518466 025 C000104 E 025 D000104 710 025 A000105 LEHMAN BROTHERS, INC. 025 B000105 13-2518466 025 C000105 D 025 D000105 497 025 D000106 0 025 D000107 0 025 D000108 0 028 A010100 662 028 A020100 0 028 A030100 0 028 A040100 4088 028 B010100 692 028 B020100 0 028 B030100 0 028 B040100 2789 028 C010100 749 028 C020100 456 PAGE 15 028 C030100 0 028 C040100 2218 028 D010100 791 028 D020100 0 028 D030100 0 028 D040100 2497 028 E010100 1181 028 E020100 0 028 E030100 0 028 E040100 2526 028 F010100 806 028 F020100 302 028 F030100 0 028 F040100 4755 028 G010100 4881 028 G020100 758 028 G030100 0 028 G040100 18873 028 H000100 582 029 000100 Y 030 A000100 63 030 B000100 5.75 030 C000100 0.00 031 A000100 8 031 B000100 0 032 000100 55 033 000100 0 034 000100 Y 035 000100 69 036 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 393 044 000100 0 045 000100 Y 046 000100 Y 047 000100 Y 048 000100 0.000 048 A010100 200000 PAGE 16 048 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 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 PAGE 17 062 P000100 0.0 062 Q000100 0.0 062 R000100 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 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 N 070 O020100 N 070 P010100 Y 070 P020100 N 070 Q010100 N 070 Q020100 N 070 R010100 Y 070 R020100 N 071 A000100 109290 PAGE 18 071 B000100 135941 071 C000100 122665 071 D000100 89 072 A000100 12 072 B000100 2938 072 C000100 653 072 D000100 0 072 E000100 8 072 F000100 943 072 G000100 71 072 H000100 0 072 I000100 461 072 J000100 81 072 K000100 0 072 L000100 32 072 M000100 2 072 N000100 44 072 O000100 0 072 P000100 0 072 Q000100 0 072 R000100 40 072 S000100 14 072 T000100 393 072 U000100 0 072 V000100 0 072 W000100 6 072 X000100 2087 072 Y000100 121 072 Z000100 1633 072AA000100 0 072BB000100 13614 072CC010100 0 072CC020100 7500 072DD010100 795 072DD020100 794 072EE000100 0 073 A010100 0.0000 073 A020100 0.0000 073 B000100 0.0000 073 C000100 0.0000 074 A000100 0 074 B000100 2927 074 C000100 0 074 D000100 40113 074 E000100 0 074 F000100 58034 074 G000100 0 074 H000100 0 074 I000100 0 074 J000100 574 074 K000100 0 PAGE 19 074 L000100 707 074 M000100 4962 074 N000100 107317 074 O000100 706 074 P000100 42 074 Q000100 0 074 R010100 0 074 R020100 0 074 R030100 0 074 R040100 5429 074 S000100 0 074 T000100 101140 074 U010100 6836 074 U020100 5739 074 V010100 0.00 074 V020100 0.00 074 W000100 0.0000 074 X000100 10150 074 Y000100 0 075 A000100 0 075 B000100 125670 076 000100 0.00 008 A000201 CAPITAL GROWTH MANAGEMENT LIMITED PARTNERSHIP 008 B000201 A 008 C000201 801-35935 008 D010201 BOSTON 008 D020201 MA 008 D030201 02110 024 000200 Y 025 A000201 SALOMON SMITH BARNEY, INC. 025 B000201 11-2418191 025 C000201 E 025 D000201 49618 025 A000202 LEHMAN BROTHERS, INC. 025 B000202 13-2518466 025 C000202 E 025 D000202 24620 025 D000203 0 025 D000204 0 025 D000205 0 025 D000206 0 025 D000207 0 025 D000208 0 028 A010200 2352 028 A020200 0 028 A030200 0 028 A040200 20422 028 B010200 1907 028 B020200 0 028 B030200 0 028 B040200 11740 PAGE 20 028 C010200 1293 028 C020200 0 028 C030200 0 028 C040200 11394 028 D010200 1369 028 D020200 0 028 D030200 0 028 D040200 14539 028 E010200 1370 028 E020200 0 028 E030200 0 028 E040200 10285 028 F010200 1609 028 F020200 0 028 F030200 0 028 F040200 13102 028 G010200 9900 028 G020200 0 028 G030200 0 028 G040200 81482 028 H000200 3459 029 000200 Y 030 A000200 408 030 B000200 5.75 030 C000200 0.00 031 A000200 53 031 B000200 0 032 000200 355 033 000200 0 034 000200 Y 035 000200 258 036 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 2788 044 000200 0 045 000200 Y 046 000200 N 047 000200 Y PAGE 21 048 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 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 PAGE 22 062 O000200 0.0 062 P000200 0.0 062 Q000200 0.0 062 R000200 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 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 Y 070 N020200 Y 070 O010200 N 070 O020200 N 070 P010200 Y 070 P020200 N 070 Q010200 N 070 Q020200 N 070 R010200 Y 070 R020200 N PAGE 23 071 A000200 2042863 071 B000200 2214390 071 C000200 915863 071 D000200 223 072 A000200 12 072 B000200 57 072 C000200 4827 072 D000200 0 072 E000200 4 072 F000200 6318 072 G000200 516 072 H000200 0 072 I000200 3750 072 J000200 157 072 K000200 0 072 L000200 187 072 M000200 32 072 N000200 62 072 O000200 0 072 P000200 0 072 Q000200 0 072 R000200 38 072 S000200 69 072 T000200 2788 072 U000200 0 072 V000200 0 072 W000200 48 072 X000200 13965 072 Y000200 744 072 Z000200 -8333 072AA000200 0 072BB000200 243684 072CC010200 0 072CC020200 31793 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 4181 074 C000200 0 074 D000200 0 074 E000200 0 074 F000200 653674 074 G000200 0 074 H000200 0 074 I000200 0 074 J000200 25687 PAGE 24 074 K000200 0 074 L000200 654 074 M000200 14768 074 N000200 698964 074 O000200 25135 074 P000200 443 074 Q000200 0 074 R010200 0 074 R020200 0 074 R030200 0 074 R040200 17055 074 S000200 0 074 T000200 656331 074 U010200 108357 074 U020200 10043 074 V010200 0.00 074 V020200 0.00 074 W000200 0.0000 074 X000200 57106 074 Y000200 0 075 A000200 0 075 B000200 918099 076 000200 0.00 008 A000301 CDC IXIS ASSET MANAGEMENT ADVISERS, L.P. 008 B000301 A 008 C000301 801-48408 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 PAGE 25 008 D020305 TX 008 D030305 77002 024 000300 Y 025 A000301 BANK OF AMERICA CORP. 025 B000301 56-2058405 025 C000301 E 025 D000301 2623 025 A000302 BNY CLEARING SERVICES, LLC 025 B000302 39-1939036 025 C000302 E 025 D000302 604 025 A000303 AMERICAN EXPRESS CO. 025 B000303 41-0973005 025 C000303 E 025 D000303 1061 025 A000304 BEAR, STEARNS & COS., INC. 025 B000304 13-3299429 025 C000304 E 025 D000304 101 025 A000305 SALMON SMITH BARNEY, INC. 025 B000305 11-2418191 025 C000305 E 025 D000305 1882 025 A000306 GOLDMAN SACHS GROUP, INC. 025 B000306 13-5108880 025 C000306 E 025 D000306 361 025 A000307 LEHMAN BROTHERS, INC. 025 B000307 13-2518466 025 C000307 E 025 D000307 421 025 A000308 MERRILL LYNCH & CO., INC. 025 B000308 13-5674085 025 C000308 E 025 D000308 570 025 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 1333 028 A020300 0 028 A030300 0 028 A040300 5706 028 B010300 867 028 B020300 0 028 B030300 0 028 B040300 3031 PAGE 26 028 C010300 767 028 C020300 0 028 C030300 0 028 C040300 3033 028 D010300 1765 028 D020300 0 028 D030300 0 028 D040300 3845 028 E010300 813 028 E020300 0 028 E030300 0 028 E040300 3536 028 F010300 7595 028 F020300 0 028 F030300 0 028 F040300 10188 028 G010300 13140 028 G020300 0 028 G030300 0 028 G040300 29339 028 H000300 1013 029 000300 Y 030 A000300 129 030 B000300 5.75 030 C000300 0.00 031 A000300 16 031 B000300 0 032 000300 113 033 000300 0 034 000300 Y 035 000300 98 036 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 673 044 000300 0 045 000300 Y 046 000300 Y 047 000300 Y PAGE 27 048 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 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 PAGE 28 062 O000300 0.0 062 P000300 0.0 062 Q000300 0.0 062 R000300 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 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 Y 070 N020300 Y 070 O010300 N 070 O020300 N 070 P010300 Y 070 P020300 Y 070 Q010300 N 070 Q020300 N 070 R010300 Y 070 R020300 N PAGE 29 071 A000300 105001 071 B000300 133723 071 C000300 157401 071 D000300 67 072 A000300 12 072 B000300 54 072 C000300 2256 072 D000300 0 072 E000300 3 072 F000300 1212 072 G000300 91 072 H000300 0 072 I000300 714 072 J000300 123 072 K000300 0 072 L000300 33 072 M000300 3 072 N000300 42 072 O000300 0 072 P000300 0 072 Q000300 0 072 R000300 40 072 S000300 19 072 T000300 673 072 U000300 0 072 V000300 0 072 W000300 17 072 X000300 2967 072 Y000300 79 072 Z000300 -575 072AA000300 0 072BB000300 8409 072CC010300 0 072CC020300 26668 072DD010300 0 072DD020300 0 072EE000300 0 073 A010300 0.0000 073 A020300 0.0000 073 B000300 0.0000 073 C000300 0.0000 074 A000300 0 074 B000300 3261 074 C000300 0 074 D000300 0 074 E000300 266 074 F000300 126076 074 G000300 0 074 H000300 0 074 I000300 0 074 J000300 724 PAGE 30 074 K000300 0 074 L000300 285 074 M000300 14066 074 N000300 144678 074 O000300 354 074 P000300 93 074 Q000300 0 074 R010300 0 074 R020300 0 074 R030300 0 074 R040300 14481 074 S000300 0 074 T000300 129750 074 U010300 16105 074 U020300 5144 074 V010300 0.00 074 V020300 0.00 074 W000300 0.0000 074 X000300 14877 074 Y000300 0 075 A000300 0 075 B000300 161637 076 000300 0.00 008 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 STATE STREET BANK & TRUST 025 B000401 04-1867445 025 C000401 D 025 D000401 2450 025 A000402 SALOMON SMITH BARNEY, INC. 025 B000402 11-2418191 025 C000402 D 025 D000402 4611 025 A000403 GOLDMAN SACHS GROUP, INC. 025 B000403 13-5108880 025 C000403 D 025 D000403 3311 025 A000404 LEHMAN BROTHERS, INC. 025 B000404 13-2518466 025 C000404 D PAGE 31 025 D000404 4313 025 D000405 0 025 D000406 0 025 D000407 0 025 D000408 0 028 A010400 9023 028 A020400 760 028 A030400 0 028 A040400 11131 028 B010400 5916 028 B020400 986 028 B030400 0 028 B040400 9359 028 C010400 6130 028 C020400 848 028 C030400 0 028 C040400 7115 028 D010400 7613 028 D020400 840 028 D030400 0 028 D040400 9952 028 E010400 6102 028 E020400 859 028 E030400 0 028 E040400 8433 028 F010400 6847 028 F020400 837 028 F030400 0 028 F040400 8230 028 G010400 41631 028 G020400 5130 028 G030400 0 028 G040400 54220 028 H000400 1832 029 000400 Y 030 A000400 237 030 B000400 4.50 030 C000400 0.00 031 A000400 23 031 B000400 0 032 000400 214 033 000400 0 034 000400 Y 035 000400 518 036 A000400 N 036 B000400 0 037 000400 N 038 000400 0 039 000400 N 040 000400 Y 041 000400 Y PAGE 32 042 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 1815 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 0 048 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 PAGE 33 062 B000400 0.0 062 C000400 0.0 062 D000400 1.6 062 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 4.3 062 N000400 36.9 062 O000400 0.0 062 P000400 54.4 062 Q000400 1.5 062 R000400 0.0 063 A000400 0 063 B000400 6.5 064 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 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 PAGE 34 070 M020400 Y 070 N010400 Y 070 N020400 Y 070 O010400 N 070 O020400 N 070 P010400 Y 070 P020400 N 070 Q010400 N 070 Q020400 N 070 R010400 Y 070 R020400 N 071 A000400 213415 071 B000400 198953 071 C000400 305231 071 D000400 65 072 A000400 12 072 B000400 21720 072 C000400 0 072 D000400 0 072 E000400 83 072 F000400 1318 072 G000400 182 072 H000400 0 072 I000400 1072 072 J000400 102 072 K000400 0 072 L000400 82 072 M000400 14 072 N000400 48 072 O000400 0 072 P000400 0 072 Q000400 0 072 R000400 41 072 S000400 25 072 T000400 1815 072 U000400 0 072 V000400 0 072 W000400 16 072 X000400 4715 072 Y000400 0 072 Z000400 17088 072AA000400 0 072BB000400 18725 072CC010400 9020 072CC020400 0 072DD010400 8791 072DD020400 7865 072EE000400 0 073 A010400 0.0000 073 A020400 0.0000 073 B000400 0.0000 PAGE 35 073 C000400 0.0000 074 A000400 0 074 B000400 5055 074 C000400 0 074 D000400 307145 074 E000400 0 074 F000400 0 074 G000400 0 074 H000400 0 074 I000400 0 074 J000400 0 074 K000400 0 074 L000400 5538 074 M000400 23165 074 N000400 340903 074 O000400 0 074 P000400 128 074 Q000400 0 074 R010400 0 074 R020400 0 074 R030400 0 074 R040400 24570 074 S000400 0 074 T000400 316205 074 U010400 13088 074 U020400 14935 074 V010400 0.00 074 V020400 0.00 074 W000400 0.0000 074 X000400 15121 074 Y000400 0 075 A000400 0 075 B000400 318112 076 000400 0.00 008 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 PAGE 36 025 D000505 0 025 D000506 0 025 D000507 0 025 D000508 0 028 A010500 2528 028 A020500 381 028 A030500 0 028 A040500 2214 028 B010500 3240 028 B020500 370 028 B030500 0 028 B040500 5031 028 C010500 -471 028 C020500 367 028 C030500 0 028 C040500 919 028 D010500 1041 028 D020500 364 028 D030500 0 028 D040500 3853 028 E010500 1018 028 E020500 374 028 E030500 0 028 E040500 1957 028 F010500 1393 028 F020500 367 028 F030500 0 028 F040500 2476 028 G010500 8749 028 G020500 2223 028 G030500 0 028 G040500 16450 028 H000500 572 029 000500 Y 030 A000500 50 030 B000500 4.50 030 C000500 0.00 031 A000500 6 031 B000500 0 032 000500 44 033 000500 0 034 000500 Y 035 000500 73 036 A000500 N 036 B000500 0 037 000500 N 038 000500 0 039 000500 N 040 000500 Y 041 000500 Y 042 A000500 0 PAGE 37 042 B000500 0 042 C000500 100 042 D000500 0 042 E000500 0 042 F000500 0 042 G000500 0 042 H000500 0 043 000500 473 044 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 0.000 048 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 PAGE 38 062 C000500 0.0 062 D000500 0.4 062 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 98.1 062 P000500 0.0 062 Q000500 0.0 062 R000500 0.0 063 A000500 0 063 B000500 11.0 064 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 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 PAGE 39 070 N010500 Y 070 N020500 N 070 O010500 N 070 O020500 N 070 P010500 Y 070 P020500 N 070 Q010500 N 070 Q020500 N 070 R010500 Y 070 R020500 N 071 A000500 47926 071 B000500 59055 071 C000500 146990 071 D000500 33 072 A000500 12 072 B000500 8578 072 C000500 0 072 D000500 0 072 E000500 0 072 F000500 687 072 G000500 86 072 H000500 0 072 I000500 278 072 J000500 57 072 K000500 0 072 L000500 6 072 M000500 8 072 N000500 27 072 O000500 0 072 P000500 0 072 Q000500 0 072 R000500 37 072 S000500 13 072 T000500 473 072 U000500 0 072 V000500 0 072 W000500 8 072 X000500 1680 072 Y000500 0 072 Z000500 6898 072AA000500 2710 072BB000500 0 072CC010500 873 072CC020500 0 072DD010500 6303 072DD020500 508 072EE000500 0 073 A010500 0.3400 073 A020500 0.2900 073 B000500 0.0000 073 C000500 0.0000 PAGE 40 074 A000500 0 074 B000500 652 074 C000500 0 074 D000500 142548 074 E000500 0 074 F000500 0 074 G000500 0 074 H000500 0 074 I000500 0 074 J000500 0 074 K000500 0 074 L000500 2629 074 M000500 0 074 N000500 145829 074 O000500 0 074 P000500 65 074 Q000500 0 074 R010500 0 074 R020500 0 074 R030500 0 074 R040500 433 074 S000500 0 074 T000500 145331 074 U010500 17893 074 U020500 1657 074 V010500 7.43 074 V020500 7.44 074 W000500 0.0000 074 X000500 3559 074 Y000500 0 075 A000500 0 075 B000500 149866 076 000500 0.00 008 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 PAGE 41 025 D000606 0 025 D000607 0 025 D000608 0 028 A010600 5144 028 A020600 313 028 A030600 0 028 A040600 2377 028 B010600 2263 028 B020600 274 028 B030600 0 028 B040600 1547 028 C010600 3136 028 C020600 265 028 C030600 0 028 C040600 1518 028 D010600 3519 028 D020600 292 028 D030600 0 028 D040600 2401 028 E010600 2094 028 E020600 330 028 E030600 0 028 E040600 1872 028 F010600 1489 028 F020600 350 028 F030600 0 028 F040600 2460 028 G010600 17645 028 G020600 1824 028 G030600 0 028 G040600 12175 028 H000600 2219 029 000600 Y 030 A000600 140 030 B000600 4.50 030 C000600 0.00 031 A000600 16 031 B000600 0 032 000600 124 033 000600 0 034 000600 Y 035 000600 71 036 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 PAGE 42 042 C000600 100 042 D000600 0 042 E000600 0 042 F000600 0 042 G000600 0 042 H000600 0 043 000600 320 044 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 0 048 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 PAGE 43 062 D000600 1.7 062 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 68.8 062 N000600 28.8 062 O000600 0.0 062 P000600 0.0 062 Q000600 0.0 062 R000600 0.0 063 A000600 0 063 B000600 11.5 064 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 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 PAGE 44 070 N020600 Y 070 O010600 N 070 O020600 N 070 P010600 Y 070 P020600 N 070 Q010600 N 070 Q020600 N 070 R010600 Y 070 R020600 N 071 A000600 49390 071 B000600 45495 071 C000600 88041 071 D000600 52 072 A000600 12 072 B000600 4695 072 C000600 0 072 D000600 0 072 E000600 13 072 F000600 503 072 G000600 53 072 H000600 0 072 I000600 203 072 J000600 46 072 K000600 0 072 L000600 15 072 M000600 5 072 N000600 36 072 O000600 0 072 P000600 0 072 Q000600 0 072 R000600 34 072 S000600 8 072 T000600 320 072 U000600 0 072 V000600 0 072 W000600 6 072 X000600 1229 072 Y000600 0 072 Z000600 3479 072AA000600 1754 072BB000600 0 072CC010600 6102 072CC020600 0 072DD010600 3186 072DD020600 820 072EE000600 0 073 A010600 0.0000 073 A020600 0.0000 073 B000600 0.0000 073 C000600 0.0000 074 A000600 0 PAGE 45 074 B000600 1745 074 C000600 0 074 D000600 97608 074 E000600 0 074 F000600 0 074 G000600 0 074 H000600 0 074 I000600 0 074 J000600 0 074 K000600 0 074 L000600 1145 074 M000600 19838 074 N000600 120336 074 O000600 0 074 P000600 52 074 Q000600 0 074 R010600 0 074 R020600 0 074 R030600 0 074 R040600 20246 074 S000600 0 074 T000600 100038 074 U010600 6300 074 U020600 1956 074 V010600 0.00 074 V020600 0.00 074 W000600 0.0000 074 X000600 6489 074 Y000600 0 075 A000600 0 075 B000600 91401 076 000600 0.00 008 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 DEUTSCHE BANK SECURITIES, INC. 025 B000801 13-2730828 025 C000801 E 025 D000801 359 025 A000802 CREDIT SUISSE FIRST BOSTON CORP. 025 B000802 13-5659485 PAGE 46 025 C000802 E 025 D000802 583 025 A000803 UBS AG 025 B000803 13-3873456 025 C000803 E 025 D000803 753 025 D000804 0 025 D000805 0 025 D000806 0 025 D000807 0 025 D000808 0 028 A010800 1222 028 A020800 0 028 A030800 0 028 A040800 2118 028 B010800 4114 028 B020800 0 028 B030800 0 028 B040800 5793 028 C010800 2232 028 C020800 0 028 C030800 0 028 C040800 3055 028 D010800 6761 028 D020800 0 028 D030800 0 028 D040800 7562 028 E010800 4889 028 E020800 0 028 E030800 0 028 E040800 4721 028 F010800 1009 028 F020800 0 028 F030800 0 028 F040800 2188 028 G010800 20227 028 G020800 0 028 G030800 0 028 G040800 25437 028 H000800 211 029 000800 Y 030 A000800 36 030 B000800 5.75 030 C000800 0.00 031 A000800 4 031 B000800 0 032 000800 32 033 000800 0 034 000800 Y 035 000800 45 036 A000800 N PAGE 47 036 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 216 044 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 0.000 048 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 PAGE 48 058 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 0.0 066 A000800 Y 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 PAGE 49 070 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 N 070 O020800 N 070 P010800 Y 070 P020800 N 070 Q010800 N 070 Q020800 N 070 R010800 N 070 R020800 N 071 A000800 58028 071 B000800 74049 071 C000800 46484 071 D000800 125 072 A000800 12 072 B000800 45 072 C000800 708 072 D000800 0 072 E000800 28 072 F000800 428 072 G000800 27 072 H000800 0 072 I000800 257 072 J000800 138 072 K000800 0 072 L000800 11 072 M000800 5 072 N000800 43 072 O000800 0 072 P000800 0 072 Q000800 0 072 R000800 50 072 S000800 3 072 T000800 216 072 U000800 0 072 V000800 0 072 W000800 7 072 X000800 1185 072 Y000800 9 072 Z000800 -395 072AA000800 0 072BB000800 9991 PAGE 50 072CC010800 0 072CC020800 139 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 1306 074 C000800 0 074 D000800 0 074 E000800 208 074 F000800 34167 074 G000800 0 074 H000800 0 074 I000800 0 074 J000800 157 074 K000800 0 074 L000800 83 074 M000800 2833 074 N000800 38754 074 O000800 0 074 P000800 30 074 Q000800 0 074 R010800 0 074 R020800 0 074 R030800 0 074 R040800 3016 074 S000800 0 074 T000800 35708 074 U010800 2214 074 U020800 1386 074 V010800 0.00 074 V020800 0.00 074 W000800 0.0000 074 X000800 7632 074 Y000800 0 075 A000800 0 075 B000800 47574 076 000800 0.00 008 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 PAGE 51 008 D010902 BOULDER 008 D020902 CO 008 D030902 80302 024 000900 Y 025 A000901 AMERICAN EXPRESS CO. 025 B000901 41-0973005 025 C000901 E 025 D000901 951 025 D000902 0 025 D000903 0 025 D000904 0 025 D000905 0 025 D000906 0 025 D000907 0 025 D000908 0 028 A010900 631 028 A020900 0 028 A030900 0 028 A040900 3293 028 B010900 659 028 B020900 0 028 B030900 0 028 B040900 2192 028 C010900 514 028 C020900 0 028 C030900 0 028 C040900 1624 028 D010900 397 028 D020900 0 028 D030900 0 028 D040900 2272 028 E010900 354 028 E020900 0 028 E030900 0 028 E040900 2194 028 F010900 445 028 F020900 0 028 F030900 0 028 F040900 2037 028 G010900 3000 028 G020900 0 028 G030900 0 028 G040900 13612 028 H000900 1018 029 000900 Y 030 A000900 104 030 B000900 5.75 030 C000900 0.00 031 A000900 13 031 B000900 0 032 000900 91 PAGE 52 033 000900 0 034 000900 Y 035 000900 78 036 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 451 044 000900 0 045 000900 Y 046 000900 Y 047 000900 Y 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 PAGE 53 055 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 0.0 062 O000900 0.0 062 P000900 0.0 062 Q000900 0.0 062 R000900 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 PAGE 54 070 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 Y 070 M010900 Y 070 M020900 N 070 N010900 Y 070 N020900 Y 070 O010900 N 070 O020900 N 070 P010900 Y 070 P020900 N 070 Q010900 N 070 Q020900 N 070 R010900 N 070 R020900 N 071 A000900 105962 071 B000900 132086 071 C000900 103188 071 D000900 103 072 A000900 12 072 B000900 24 072 C000900 875 072 D000900 0 072 E000900 8 072 F000900 778 072 G000900 58 072 H000900 0 072 I000900 525 072 J000900 62 072 K000900 0 072 L000900 33 072 M000900 7 072 N000900 35 072 O000900 0 072 P000900 0 072 Q000900 0 072 R000900 34 072 S000900 9 072 T000900 451 072 U000900 0 072 V000900 0 072 W000900 13 072 X000900 2005 PAGE 55 072 Y000900 40 072 Z000900 -1058 072AA000900 0 072BB000900 24033 072CC010900 0 072CC020900 9195 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 592 074 C000900 0 074 D000900 0 074 E000900 0 074 F000900 75495 074 G000900 0 074 H000900 0 074 I000900 0 074 J000900 0 074 K000900 0 074 L000900 111 074 M000900 6648 074 N000900 82846 074 O000900 0 074 P000900 55 074 Q000900 0 074 R010900 0 074 R020900 0 074 R030900 0 074 R040900 6947 074 S000900 0 074 T000900 75844 074 U010900 6848 074 U020900 2263 074 V010900 0.00 074 V020900 0.00 074 W000900 0.0000 074 X000900 13302 074 Y000900 0 075 A000900 0 075 B000900 103715 076 000900 0.00 008 A001001 CDC IXIS ASSET MANAGEMENT ADVISERS, L.P. 008 B001001 A 008 C001001 801-48408 008 D011001 BOSTON 008 D021001 MA PAGE 56 008 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 024 001000 Y 025 A001001 INVESTORS BANK & TRUST CO. 025 B001001 04-2447211 025 C001001 E 025 D001001 1553 025 A001002 STATE STREET BANK & TRUST 025 B001002 04-1867445 025 C001002 E 025 D001002 3202 025 A001003 AMERICAN EXPRESS CO. 025 B001003 41-0973005 025 C001003 E 025 D001003 2513 025 D001004 0 025 D001005 0 025 D001006 0 025 D001007 0 025 D001008 0 028 A011000 9970 028 A021000 0 028 A031000 0 028 A041000 38562 028 B011000 7574 028 B021000 0 028 B031000 0 028 B041000 20957 028 C011000 6590 028 C021000 0 028 C031000 0 028 C041000 17375 028 D011000 7808 028 D021000 0 PAGE 57 028 D031000 0 028 D041000 25998 028 E011000 7402 028 E021000 0 028 E031000 0 028 E041000 16966 028 F011000 7786 028 F021000 0 028 F031000 0 028 F041000 19553 028 G011000 47130 028 G021000 0 028 G031000 0 028 G041000 139411 028 H001000 3535 029 001000 Y 030 A001000 486 030 B001000 5.75 030 C001000 0.00 031 A001000 60 031 B001000 0 032 001000 426 033 001000 0 034 001000 Y 035 001000 888 036 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 5420 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 PAGE 58 048 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 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 0.0 066 A001000 Y 066 B001000 N PAGE 59 066 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 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 N 070 O021000 N 070 P011000 Y 070 P021000 Y 070 Q011000 N 070 Q021000 N 070 R011000 N 070 R021000 N 071 A001000 767536 071 B001000 931215 071 C001000 807818 071 D001000 95 072 A001000 12 072 B001000 379 PAGE 60 072 C001000 8792 072 D001000 0 072 E001000 167 072 F001000 8747 072 G001000 467 072 H001000 0 072 I001000 3560 072 J001000 242 072 K001000 0 072 L001000 165 072 M001000 45 072 N001000 64 072 O001000 0 072 P001000 0 072 Q001000 0 072 R001000 49 072 S001000 81 072 T001000 5420 072 U001000 0 072 V001000 0 072 W001000 58 072 X001000 18898 072 Y001000 143 072 Z001000 -9417 072AA001000 0 072BB001000 70960 072CC011000 0 072CC021000 128832 072DD011000 0 072DD021000 0 072EE001000 0 073 A011000 0.0000 073 A021000 0.0000 073 B001000 0.0000 073 C001000 0.0000 074 A001000 0 074 B001000 20180 074 C001000 0 074 D001000 0 074 E001000 0 074 F001000 622679 074 G001000 0 074 H001000 0 074 I001000 0 074 J001000 6507 074 K001000 0 074 L001000 994 074 M001000 76303 074 N001000 726663 074 O001000 4075 074 P001000 627 PAGE 61 074 Q001000 0 074 R011000 0 074 R021000 0 074 R031000 0 074 R041000 78218 074 S001000 0 074 T001000 643743 074 U011000 21664 074 U021000 32563 074 V011000 0.00 074 V021000 0.00 074 W001000 0.0000 074 X001000 75284 074 Y001000 0 075 A001000 0 075 B001000 833092 076 001000 0.00 008 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 N 025 D001101 0 025 D001102 0 025 D001103 0 025 D001104 0 025 D001105 0 025 D001106 0 025 D001107 0 025 D001108 0 028 A011100 5562 028 A021100 683 028 A031100 0 028 A041100 6668 028 B011100 1882 028 B021100 695 028 B031100 0 028 B041100 6091 028 C011100 1906 028 C021100 653 028 C031100 0 028 C041100 4264 028 D011100 1825 PAGE 62 028 D021100 609 028 D031100 0 028 D041100 4305 028 E011100 1957 028 E021100 659 028 E031100 0 028 E041100 4306 028 F011100 2356 028 F021100 655 028 F031100 0 028 F041100 4230 028 G011100 15488 028 G021100 3954 028 G031100 0 028 G041100 29864 028 H001100 2289 029 001100 Y 030 A001100 148 030 B001100 4.50 030 C001100 0.00 031 A001100 14 031 B001100 0 032 001100 134 033 001100 0 034 001100 Y 035 001100 259 036 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 1488 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 PAGE 63 048 C011100 0 048 C021100 0.000 048 D011100 0 048 D021100 0.000 048 E011100 0 048 E021100 0.000 048 F011100 0 048 F021100 0.000 048 G011100 0 048 G021100 0.000 048 H011100 0 048 H021100 0.000 048 I011100 0 048 I021100 0.000 048 J011100 0 048 J021100 0.000 048 K011100 200000 048 K021100 0.600 049 001100 N 050 001100 N 051 001100 N 052 001100 N 053 A001100 N 055 A001100 Y 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 0.8 062 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 9.6 062 O001100 0.0 062 P001100 22.0 062 Q001100 56.9 062 R001100 9.5 063 A001100 0 PAGE 64 063 B001100 16.3 064 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 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 N 070 O021100 N 070 P011100 Y 070 P021100 N 070 Q011100 N 070 Q021100 N 070 R011100 N 070 R021100 N 071 A001100 64870 071 B001100 94261 071 C001100 212777 071 D001100 30 072 A001100 12 072 B001100 17836 PAGE 65 072 C001100 1061 072 D001100 0 072 E001100 36 072 F001100 1405 072 G001100 124 072 H001100 0 072 I001100 513 072 J001100 119 072 K001100 0 072 L001100 34 072 M001100 16 072 N001100 46 072 O001100 0 072 P001100 0 072 Q001100 0 072 R001100 46 072 S001100 20 072 T001100 1488 072 U001100 0 072 V001100 0 072 W001100 16 072 X001100 3827 072 Y001100 0 072 Z001100 15106 072AA001100 0 072BB001100 21248 072CC011100 36561 072CC021100 0 072DD011100 5702 072DD021100 7176 072EE001100 0 073 A011100 0.0000 073 A021100 0.0000 073 B001100 0.0000 073 C001100 0.0000 074 A001100 0 074 B001100 1809 074 C001100 0 074 D001100 194246 074 E001100 3847 074 F001100 16943 074 G001100 0 074 H001100 0 074 I001100 0 074 J001100 0 074 K001100 0 074 L001100 3638 074 M001100 4931 074 N001100 225414 074 O001100 0 074 P001100 131 PAGE 66 074 Q001100 0 074 R011100 0 074 R021100 0 074 R031100 0 074 R041100 5714 074 S001100 0 074 T001100 219569 074 U011100 8609 074 U021100 11889 074 V011100 0.00 074 V021100 0.00 074 W001100 0.0000 074 X001100 12688 074 Y001100 0 075 A001100 0 075 B001100 217479 076 001100 0.00 008 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 DEUTSCHE BANK SECURITIES, INC. 025 B001201 13-2730828 025 C001201 E 025 D001201 262 025 A001202 CREDIT SUISSE FIRST BOSTON CORP. 025 B001202 13-5659485 025 C001202 E 025 D001202 939 025 A001203 UBS AG PAGE 67 025 B001203 13-3873456 025 C001203 E 025 D001203 928 025 D001204 0 025 D001205 0 025 D001206 0 025 D001207 0 025 D001208 0 028 A011200 2184 028 A021200 0 028 A031200 0 028 A041200 7003 028 B011200 1326 028 B021200 0 028 B031200 0 028 B041200 3735 028 C011200 3152 028 C021200 0 028 C031200 0 028 C041200 4806 028 D011200 3029 028 D021200 0 028 D031200 0 028 D041200 5863 028 E011200 3359 028 E021200 0 028 E031200 0 028 E041200 4441 028 F011200 5307 028 F021200 0 028 F031200 0 028 F041200 7251 028 G011200 18357 028 G021200 0 028 G031200 0 028 G041200 33099 028 H001200 998 029 001200 Y 030 A001200 80 030 B001200 5.75 030 C001200 0.00 031 A001200 9 031 B001200 0 032 001200 71 033 001200 0 034 001200 Y 035 001200 150 036 A001200 N 036 B001200 0 037 001200 N 038 001200 0 PAGE 68 039 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 975 044 001200 0 045 001200 Y 046 001200 Y 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 PAGE 69 060 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 0.0 062 N001200 0.0 062 O001200 0.0 062 P001200 0.0 062 Q001200 0.0 062 R001200 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 PAGE 70 070 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 N 070 O021200 N 070 P011200 Y 070 P021200 Y 070 Q011200 N 070 Q021200 N 070 R011200 N 070 R021200 N 071 A001200 125368 071 B001200 157580 071 C001200 137755 071 D001200 91 072 A001200 12 072 B001200 57 072 C001200 2368 072 D001200 0 072 E001200 55 072 F001200 1506 072 G001200 81 072 H001200 0 072 I001200 724 072 J001200 295 072 K001200 0 072 L001200 47 072 M001200 11 072 N001200 36 072 O001200 0 072 P001200 0 072 Q001200 0 072 R001200 53 072 S001200 10 072 T001200 975 072 U001200 0 072 V001200 0 072 W001200 15 072 X001200 3753 072 Y001200 14 072 Z001200 -1259 072AA001200 0 072BB001200 9744 072CC011200 0 072CC021200 14423 072DD011200 253 PAGE 71 072DD021200 363 072EE001200 0 073 A011200 0.0000 073 A021200 0.0000 073 B001200 0.0000 073 C001200 0.0000 074 A001200 2 074 B001200 3278 074 C001200 0 074 D001200 0 074 E001200 657 074 F001200 109834 074 G001200 0 074 H001200 0 074 I001200 0 074 J001200 1024 074 K001200 0 074 L001200 361 074 M001200 8373 074 N001200 123529 074 O001200 235 074 P001200 111 074 Q001200 0 074 R011200 0 074 R021200 0 074 R031200 0 074 R041200 8812 074 S001200 0 074 T001200 114371 074 U011200 4618 074 U021200 6314 074 V011200 0.00 074 V021200 0.00 074 W001200 0.0000 074 X001200 18504 074 Y001200 0 075 A001200 0 075 B001200 143466 076 001200 0.00 008 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 PAGE 72 008 A001303 SALOMON BROTHERS ASSET MANAGEMENT INC 008 B001303 S 008 C001303 801-32046 008 D011303 NEW YORK 008 D021303 NY 008 D031303 10022 008 A001304 LOOMIS, SAYLES & COMPANY, L.P. 008 B001304 S 008 C001304 801-170 008 D011304 BOSTON 008 D021304 MA 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 Y 025 A001301 INVESTORS BANK & TRUST CO. 025 B001301 04-2447211 025 C001301 E 025 D001301 180 025 D001302 0 025 D001303 0 025 D001304 0 025 D001305 0 025 D001306 0 025 D001307 0 025 D001308 0 028 A011300 907 028 A021300 0 028 A031300 0 028 A041300 5489 028 B011300 804 028 B021300 0 028 B031300 0 028 B041300 2834 028 C011300 1092 028 C021300 0 028 C031300 0 028 C041300 1961 028 D011300 1133 028 D021300 0 028 D031300 0 028 D041300 3913 028 E011300 1227 028 E021300 0 028 E031300 0 028 E041300 2705 028 F011300 93 PAGE 73 028 F021300 0 028 F031300 0 028 F041300 2318 028 G011300 5256 028 G021300 0 028 G031300 0 028 G041300 19220 028 H001300 616 029 001300 Y 030 A001300 105 030 B001300 5.75 030 C001300 0.00 031 A001300 12 031 B001300 0 032 001300 93 033 001300 0 034 001300 Y 035 001300 185 036 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 913 044 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 PAGE 74 048 G011300 0 048 G021300 0.000 048 H011300 0 048 H021300 0.000 048 I011300 0 048 I021300 0.000 048 J011300 0 048 J021300 0.000 048 K011300 0 048 K021300 0.000 049 001300 N 050 001300 N 051 001300 N 052 001300 N 053 A001300 N 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 0.0 066 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 PAGE 75 068 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 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 N 070 O021300 N 070 P011300 Y 070 P021300 Y 070 Q011300 N 070 Q021300 N 070 R011300 N 070 R021300 N 071 A001300 204140 071 B001300 234525 071 C001300 127263 071 D001300 160 072 A001300 12 072 B001300 53 072 C001300 414 072 D001300 0 072 E001300 45 072 F001300 1370 072 G001300 73 072 H001300 0 072 I001300 656 PAGE 76 072 J001300 185 072 K001300 0 072 L001300 48 072 M001300 9 072 N001300 37 072 O001300 0 072 P001300 0 072 Q001300 0 072 R001300 48 072 S001300 20 072 T001300 913 072 U001300 0 072 V001300 0 072 W001300 8 072 X001300 3367 072 Y001300 31 072 Z001300 -2824 072AA001300 0 072BB001300 29898 072CC011300 0 072CC021300 17538 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 3722 074 C001300 0 074 D001300 0 074 E001300 0 074 F001300 91557 074 G001300 0 074 H001300 0 074 I001300 0 074 J001300 1405 074 K001300 0 074 L001300 113 074 M001300 22445 074 N001300 119242 074 O001300 676 074 P001300 94 074 Q001300 0 074 R011300 0 074 R021300 0 074 R031300 0 074 R041300 22886 074 S001300 0 074 T001300 95586 PAGE 77 074 U011300 3824 074 U021300 6008 074 V011300 0.00 074 V021300 0.00 074 W001300 0.0000 074 X001300 18428 074 Y001300 0 075 A001300 0 075 B001300 130430 076 001300 0.00 008 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 94 028 A021400 0 028 A031400 0 028 A041400 1355 028 B011400 43 028 B021400 0 028 B031400 0 028 B041400 138 028 C011400 51 028 C021400 0 028 C031400 0 028 C041400 128 028 D011400 383 028 D021400 0 028 D031400 0 028 D041400 211 028 E011400 48 028 E021400 0 028 E031400 0 028 E041400 891 PAGE 78 028 F011400 95 028 F021400 0 028 F031400 0 028 F041400 183 028 G011400 714 028 G021400 0 028 G031400 0 028 G041400 2906 028 H001400 16 029 001400 Y 030 A001400 3 030 B001400 5.75 030 C001400 0.00 031 A001400 0 031 B001400 0 032 001400 3 033 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 3 044 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 PAGE 79 048 F021400 0.000 048 G011400 0 048 G021400 0.000 048 H011400 0 048 H021400 0.000 048 I011400 0 048 I021400 0.000 048 J011400 0 048 J021400 0.000 048 K011400 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 PAGE 80 067 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 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 N 070 O021400 N 070 P011400 Y 070 P021400 N 070 Q011400 N 070 Q021400 N 070 R011400 Y 070 R021400 N 071 A001400 8944 071 B001400 11947 071 C001400 21350 071 D001400 42 072 A001400 12 072 B001400 10 072 C001400 237 072 D001400 0 072 E001400 1 072 F001400 191 072 G001400 70 PAGE 81 072 H001400 0 072 I001400 77 072 J001400 51 072 K001400 0 072 L001400 5 072 M001400 8 072 N001400 90 072 O001400 0 072 P001400 0 072 Q001400 0 072 R001400 31 072 S001400 3 072 T001400 3 072 U001400 0 072 V001400 0 072 W001400 5 072 X001400 534 072 Y001400 251 072 Z001400 -35 072AA001400 0 072BB001400 3105 072CC011400 0 072CC021400 3351 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 924 074 C001400 0 074 D001400 0 074 E001400 0 074 F001400 16149 074 G001400 0 074 H001400 0 074 I001400 0 074 J001400 0 074 K001400 24 074 L001400 22 074 M001400 1258 074 N001400 18377 074 O001400 0 074 P001400 6 074 Q001400 0 074 R011400 0 074 R021400 0 074 R031400 0 074 R041400 1316 PAGE 82 074 S001400 0 074 T001400 17055 074 U011400 90 074 U021400 1673 074 V011400 0.00 074 V021400 0.00 074 W001400 0.0000 074 X001400 164 074 Y001400 0 075 A001400 0 075 B001400 22418 076 001400 0.00 008 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 STATE STREET BANK & TRUST 025 B001501 04-1867445 025 C001501 E 025 D001501 764 025 A001502 AMERICAN EXPRESS CO. 025 B001502 41-0973005 025 C001502 E 025 D001502 304 025 A001503 SALOMON SMITH BARNEY, INC. 025 B001503 11-2418191 025 C001503 E 025 D001503 324 025 A001504 GOLDMAN SACHS GROUP, INC. 025 B001504 13-5108880 025 C001504 E 025 D001504 456 025 D001505 0 025 D001506 0 025 D001507 0 025 D001508 0 028 A011500 285 028 A021500 0 028 A031500 0 028 A041500 2012 028 B011500 258 028 B021500 0 PAGE 83 028 B031500 0 028 B041500 1262 028 C011500 147 028 C021500 0 028 C031500 0 028 C041500 915 028 D011500 175 028 D021500 0 028 D031500 0 028 D041500 752 028 E011500 161 028 E021500 0 028 E031500 0 028 E041500 609 028 F011500 164 028 F021500 0 028 F031500 0 028 F041500 752 028 G011500 1190 028 G021500 0 028 G031500 0 028 G041500 6302 028 H001500 266 029 001500 Y 030 A001500 38 030 B001500 5.75 030 C001500 0.00 031 A001500 5 031 B001500 0 032 001500 33 033 001500 0 034 001500 Y 035 001500 101 036 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 231 044 001500 0 045 001500 Y PAGE 84 046 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 0 048 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 PAGE 85 062 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 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 N 070 O021500 N 070 P011500 Y 070 P021500 N 070 Q011500 N PAGE 86 070 Q021500 N 070 R011500 Y 070 R021500 N 071 A001500 16399 071 B001500 30048 071 C001500 37107 071 D001500 44 072 A001500 12 072 B001500 5 072 C001500 360 072 D001500 0 072 E001500 12 072 F001500 337 072 G001500 70 072 H001500 0 072 I001500 219 072 J001500 53 072 K001500 0 072 L001500 26 072 M001500 9 072 N001500 93 072 O001500 0 072 P001500 0 072 Q001500 0 072 R001500 33 072 S001500 4 072 T001500 231 072 U001500 0 072 V001500 0 072 W001500 1 072 X001500 1076 072 Y001500 425 072 Z001500 -274 072AA001500 0 072BB001500 11969 072CC011500 0 072CC021500 5831 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 511 074 C001500 0 074 D001500 0 074 E001500 0 074 F001500 24591 074 G001500 0 PAGE 87 074 H001500 0 074 I001500 0 074 J001500 0 074 K001500 32 074 L001500 40 074 M001500 244 074 N001500 25418 074 O001500 0 074 P001500 6 074 Q001500 0 074 R011500 0 074 R021500 0 074 R031500 0 074 R041500 364 074 S001500 0 074 T001500 25048 074 U011500 1279 074 U021500 1576 074 V011500 0.00 074 V021500 0.00 074 W001500 0.0000 074 X001500 6808 074 Y001500 0 075 A001500 0 075 B001500 37400 076 001500 0.00 008 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. PAGE 88 008 B001605 S 008 C001605 801-15757 008 D011605 NEW YORK 008 D021605 NY 008 D031605 10020 024 001600 Y 025 A001601 STATE STREET BANK & TRUST 025 B001601 04-1867445 025 C001601 E 025 D001601 299 025 A001602 AMERICAN EXPRESS CO. 025 B001602 41-0973005 025 C001602 E 025 D001602 272 025 A001603 SALOMON SMITH BARNEY, INC. 025 B001603 11-2418191 025 C001603 E 025 D001603 128 025 A001604 GOLDMAN SACHS GROUP, INC. 025 B001604 13-5108880 025 C001604 E 025 D001604 184 025 D001605 0 025 D001606 0 025 D001607 0 025 D001608 0 028 A011600 435 028 A021600 0 028 A031600 0 028 A041600 2818 028 B011600 464 028 B021600 0 028 B031600 0 028 B041600 2616 028 C011600 694 028 C021600 0 028 C031600 0 028 C041600 1365 028 D011600 580 028 D021600 0 028 D031600 0 028 D041600 2071 028 E011600 415 028 E021600 0 028 E031600 0 028 E041600 1255 028 F011600 506 028 F021600 0 028 F031600 0 028 F041600 1848 028 G011600 3094 PAGE 89 028 G021600 0 028 G031600 0 028 G041600 11973 028 H001600 829 029 001600 Y 030 A001600 84 030 B001600 5.75 030 C001600 0.00 031 A001600 10 031 B001600 0 032 001600 74 033 001600 0 034 001600 Y 035 001600 203 036 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 485 044 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 PAGE 90 048 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 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 PAGE 91 070 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 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 N 070 O021600 N 070 P011600 Y 070 P021600 Y 070 Q011600 N 070 Q021600 N 070 R011600 Y 070 R021600 N 071 A001600 108516 071 B001600 137209 071 C001600 78889 071 D001600 138 072 A001600 12 072 B001600 8 072 C001600 383 072 D001600 0 072 E001600 34 072 F001600 787 072 G001600 100 072 H001600 0 072 I001600 522 072 J001600 160 072 K001600 0 072 L001600 49 PAGE 92 072 M001600 0 072 N001600 102 072 O001600 0 072 P001600 0 072 Q001600 0 072 R001600 46 072 S001600 9 072 T001600 485 072 U001600 0 072 V001600 0 072 W001600 26 072 X001600 2286 072 Y001600 825 072 Z001600 -1036 072AA001600 0 072BB001600 20713 072CC011600 0 072CC021600 12307 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 922 074 C001600 0 074 D001600 0 074 E001600 0 074 F001600 53151 074 G001600 0 074 H001600 0 074 I001600 0 074 J001600 446 074 K001600 55 074 L001600 72 074 M001600 7180 074 N001600 61826 074 O001600 174 074 P001600 8 074 Q001600 0 074 R011600 0 074 R021600 0 074 R031600 0 074 R041600 7554 074 S001600 0 074 T001600 54090 074 U011600 4344 074 U021600 5046 074 V011600 0.00 PAGE 93 074 V021600 0.00 074 W001600 0.0000 074 X001600 19949 074 Y001600 0 075 A001600 0 075 B001600 78701 076 001600 0.00 SIGNATURE PHILIP PREFONTAINE TITLE ASSISTANT TREASURER EX-99.77B 3 letter.txt EXH77B February 13, 2003 To the Board of Trustees and Shareholders of the CDC Nvest Funds Trust I In planning and performing our audit of the financial statements of the CDC Nvest Funds Trust I (the "Trust") for the year ended December 31, 2002, we considered its internal control, including control activities for safeguarding securities, in order to determine our auditing procedures for the purpose of expressing our opinion on the financial statements and to comply with the requirements of Form N-SAR, not to provide assurance on internal control. The management of the Trust is responsible for establishing and maintaining internal control. In fulfilling this responsibility, estimates and judgments by management are required to assess the expected benefits and related costs of controls. Generally, controls that are relevant to an audit pertain to the entity's objective of preparing financial statements for external purposes that are fairly presented in conformity with generally accepted accounting principles. Those controls include the safeguarding of assets against unauthorized acquisition, use or disposition. Because of inherent limitations in internal control, errors or fraud may occur and not be detected. Also, projection of any evaluation of internal control to future periods is subject to the risk that controls may become inadequate because of changes in conditions or that the effectiveness of their design and operation may deteriorate. Our consideration of internal control would not necessarily disclose all matters in internal control that might be material weaknesses under standards established by the American Institute of Certified Public Accountants. A material weakness is a condition in which the design or operation of one or more of the internal control components does not reduce to a relatively low level the risk that misstatements caused by error or fraud in amounts that would be material in relation to the financial statements being audited may occur and not be detected within a timely period by employees in the normal course of performing their assigned functions. However, we noted no matters involving internal control and its operation, including controls for safeguarding securities, that we consider to be material weaknesses as defined above as of December 31, 2002. This report is intended solely for the information and use of the Board of Trustees, management and the Securities and Exchange Commission and is not intended to be and should not be used by anyone other than these specified parties. EX-99.77C 4 item77c.txt ITEM77C SUB-ITEM 77C Submission of matters to a vote of security matters is incorporated by reference to Form N-30D, filed by Registrant on February 28, 2003 (Accession No. 0001127563-03-000008). EX-99.77D 5 item77d.txt ITEM77D SUB-ITEM 77D: POLICIES WITH RESPECT TO SECURITY INVESTMENTS Incorporated by reference to exhibit (b)(3) to post-effective amendment no.52 to Registrant's registration statement filed on Form Type 485APOS on February 28, 2003 (Accession No. 0001127563-03-000008). EX-99.77O 6 item77o.txt ITEM77O SUB-ITEM 77O TRANSACTION EFFECTED PURSUANT TO RULE 10F-3 The securities were purchased from Trimeris Inc. The underwriting syndicate member was Morgan Stanley, Goldman Sach & Co., Lehman Brothers Inc., Banc of America Securities LLC, Bear Stearns & Co. Inc, Punk, Ziegel & Co., L.P., RBC Capital Markets. The terms of the transaction is as follows: Issuer: Trimeris Inc. Purchase Date: 9/26/02 Date of Offering: 9/26/02 Purchase Amount: $40,725 Price: $45.25 Commission/Spread: $2.38 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. Prior approval by President of the Fund or Managing Director of the investment adviser and/or subadviser. EX-99.77Q1 7 item77q1a.txt ITEM77Q1A SUB-ITEM 77Q1(a) MATERIAL AMENDMENTS TO BY-LAWS Incorporated by reference to exhibit (b)(3) to post-effective amendment no. 52 to Registrant's registration statement filed on Form Type 485APOS on February 28, 2003 (Accession No. 0001127563-03-000008). EX-99.77Q1 8 item77q1e.txt ITEM77Q1E SUB-ITEM 77Q1(E) NEW INVESTMENT ADVISORY CONTRACTS Incorporated by reference to exhibit (d)(3)(xxv) to post-effective amendment no. 52 to the Registrant's registration statement filed on Form Type 485APOS on February 28, 2003 (Accession No. 0001127563-03-000008). EX-99.77Q3 9 item77q3jth.txt ITEM77Q3 Exhibit to SEC Form N-SAR I, John T. Hailer, certify that: 1. I have reviewed this report on Form N-SAR of CDC Nvest Funds Trust I; 2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report; 3. Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all materials respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows), of the registrant as of, and for, the periods presented in this report; 4. The registrant's other certifying officers and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-2(c) under the Investment Company Act of 1940) for the registrant and have: a. Designed such disclosure controls and procedures to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made know to us by others within those entities, particularly during the period in which this report is being prepared; b. Evaluated the effectiveness of the registrant's disclosure controls and procedures as of a date within 90 days prior to the filing of this report (the "Evaluation Date"); and c. Presented in this report our conclusions about the effectiveness of the disclosure controls and procedures based on our evaluation as of the Evaluation Date; 5. The registrant's other certifying officers and I have disclosed, based on our most recent evaluation, to the registrant's auditors and the audit committee of the registrant's board of directors (or persons performing the equivalent functions): a. All significant deficiencies in the design or operation of internal controls which could adversely affect the registrant's ability to record, process, summarize and report financial data and have identified for the registrant's auditors any material weaknesses in internal controls; and b. Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's internal controls; and 6. The registrant's other certifying officers and I have indicated in this report whether or not there were significant changes in internal controls or in other factors that could significantly affect internal controls subsequent to the date of our most recent evaluation, including any corrective actions with regard to the significant deficiencies and material weaknesses. Date: February 28, 2003 /s/ John T. Hailer --------------------------- John T. Hailer President & Chief Executive Officer EX-99.77Q3 10 item77q3nhp.txt ITEM77Q3 Exhibit to SEC Form N-SAR I, Nicholas H. Palmerino, certify that: 1. I have reviewed this report on Form N-SAR of CDC Nvest Funds Trust I; 2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report; 3. Based on my knowledge, the financial statements, and other financial information included in this report, fairly present in all materials respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows), of the registrant as of, and for, the periods presented in this report; 4. The registrant's other certifying officers and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-2(c) under the Investment Company Act of 1940) for the registrant and have: a. Designed such disclosure controls and procedures to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made know to us by others within those entities, particularly during the period in which this report is being prepared; b. Evaluated the effectiveness of the registrant's disclosure controls and procedures as of a date within 90 days prior to the filing of this report (the "Evaluation Date"); and c. Presented in this report our conclusions about the effectiveness of the disclosure controls and procedures based on our evaluation as of the Evaluation Date; 5. The registrant's other certifying officers and I have disclosed, based on our most recent evaluation, to the registrant's auditors and the audit committee of the registrant's board of directors (or persons performing the equivalent functions): a. All significant deficiencies in the design or operation of internal controls which could adversely affect the registrant's ability to record, process, summarize and report financial data and have identified for the registrant's auditors any material weaknesses in internal controls; and b. Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's internal controls; and 6. The registrant's other certifying officers and I have indicated in this report whether or not there were significant changes in internal controls or in other factors that could significantly affect internal controls subsequent to the date of our most recent evaluation, including any corrective actions with regard to the significant deficiencies and material weaknesses. Date: February 28, 2003 /s/ Nicholas H. Palmerino --------------------------- Nicholas H. Palmerino Treasurer -----END PRIVACY-ENHANCED MESSAGE-----