-----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, QrmsTelm3a8YENWxNsD2/GrlrFCz4dlJMllte5ZrqmC/rxbW7MJcD1UL/4ItsGCi ayjyDuEhgNbACipZMvD9bA== /in/edgar/work/20000530/0000872649-00-000005/0000872649-00-000005.txt : 20000919 0000872649-00-000005.hdr.sgml : 20000919 ACCESSION NUMBER: 0000872649-00-000005 CONFORMED SUBMISSION TYPE: NSAR-A PUBLIC DOCUMENT COUNT: 38 CONFORMED PERIOD OF REPORT: 20000331 FILED AS OF DATE: 20000530 FILER: COMPANY DATA: COMPANY CONFORMED NAME: LOOMIS SAYLES FUNDS CENTRAL INDEX KEY: 0000872649 STANDARD INDUSTRIAL CLASSIFICATION: [ ] IRS NUMBER: 043113285 STATE OF INCORPORATION: MA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: NSAR-A SEC ACT: SEC FILE NUMBER: 811-06241 FILM NUMBER: 646051 BUSINESS ADDRESS: STREET 1: ONE FINANCIAL CENTER CITY: BOSTON STATE: MA ZIP: 02111 BUSINESS PHONE: 6173103609 MAIL ADDRESS: STREET 1: ONE FINANCIAL CENTER CITY: BOSTON STATE: MA ZIP: 02111 NSAR-A 1 0001.txt PAGE 1 000 A000000 03/31/2000 000 C000000 0000872649 000 D000000 Y 000 E000000 NF 000 F000000 Y 000 G000000 N 000 H000000 N 000 I000000 6.1 000 J000000 A 001 A000000 LOOMIS SAYLES FUNDS 001 B000000 811-6241 001 C000000 6174822450 002 A000000 ONE FINANCIAL CENTER 002 B000000 BOSTON 002 C000000 MA 002 D010000 02111 003 000000 N 004 000000 N 005 000000 N 006 000000 N 007 A000000 Y 007 B000000 19 007 C010100 1 007 C020100 LOOMIS SAYLES GROWTH FUND 007 C030100 N 007 C010200 2 007 C020200 LOOMIS SAYLES CORE VALUE FUND 007 C030200 N 007 C010300 3 007 C020300 LOOMIS SAYLES SMALL CAP VALUE FUND 007 C030300 N 007 C010400 4 007 C020400 LOOMIS SAYLES INTERNATIONAL EQUITY FUND 007 C030400 N 007 C010500 5 007 C020500 LOOMIS SAYLES GLOBAL BOND FUND 007 C030500 N 007 C010600 6 007 C020600 LOOMIS SAYLES BOND FUND 007 C030600 N 007 C010700 7 007 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SPARKASSEN AG 015 B00AA15 S 015 C01AA15 VIENNA 015 D01AA15 AUSTRIA 015 E04AA15 X 015 A00AA16 MEESPIERSON N.V. 015 B00AA16 S 015 C01AA16 AMSTERDAM 015 D01AA16 NETHERLANDS 015 E04AA16 X 015 A00AA17 AUSTRALIA AND NEW ZEALAND BANKING GROUP LTD 015 B00AA17 S 015 C01AA17 WELLINGTON 015 D01AA17 NEW ZEALAND 015 E04AA17 X 015 A00AA18 CHRISTIANIA BAK OF KREDITKASSE 015 B00AA18 S 015 C01AA18 OSLO 015 D01AA18 NORWAY 015 E04AA18 X 015 A00AA19 CITIBANK POLAND S.A. 015 B00AA19 S 015 C01AA19 WARSAW 015 D01AA19 POLAND 015 E04AA19 X 015 A00AA20 BANCO COMMERCIAL PORTUGUES (BCP) 015 B00AA20 S 015 C01AA20 LISBON 015 D01AA20 PORTUGAL 015 E04AA20 X 015 A00AA21 THE DEVELOPMENT BANK OF SINGAPORE LTD 015 B00AA21 S 015 C01AA21 SINGAPORE PAGE 5 015 D01AA21 SINGAPORE 015 E04AA21 X 015 A00AA22 THE BANK OF SOUTH AFRICA LIMITED 015 B00AA22 S 015 C01AA22 JOHANNESBURG 015 D01AA22 SOUTH AFRICA 015 E04AA22 X 015 A00AA23 BANCO SANTANDER 015 B00AA23 S 015 C01AA23 MADRID 015 D01AA23 SPAIN 015 E04AA23 X 015 A00AA24 SKANDINAVISKA ENSKILDA BANKEN 015 B00AA24 S 015 C01AA24 STOCKHOLM 015 D01AA24 SWEDEN 015 E04AA24 X 015 A00AA25 UNION BANK OF SWITZERLAND 015 B00AA25 S 015 C01AA25 ZURICH 015 D01AA25 SWITZERLAND 015 E04AA25 X 015 A00AA26 STANDARD CHARTERED BANK 015 B00AA26 S 015 C01AA26 BANGKOK 015 D01AA26 THAILAND 015 E04AA26 X 015 A00AA27 STATE STREET BANK AND TRUST CO. 015 B00AA27 S 015 C01AA27 LONDON 015 D01AA27 UNITED KINGDOM 015 E04AA27 X 015 A00AA28 CITIBANK 015 B00AA28 S 015 C01AA28 SANTIAGO 015 D01AA28 CHILE 015 E04AA28 X 015 A00AA29 THE HONGKONG AND SHANGHAI BANKING CORP LTD 015 B00AA29 S 015 C01AA29 SHANGHAI 015 D01AA29 CHINA 015 E04AA29 X 015 A00AA30 CESKOSLOVENSKA OBCHODNI BANKA A.S. 015 B00AA30 S 015 C01AA30 PRAGUE 015 D01AA30 CZECH REPUBLIC 015 E04AA30 X 015 A00AA31 MERITA BANK LTD 015 B00AA31 S 015 C01AA31 HELSINKI 015 D01AA31 FINLAND PAGE 6 015 E04AA31 X 015 A00AA32 CITIBANK BUDAPEST RT. 015 B00AA32 S 015 C01AA32 BUDAPEST 015 D01AA32 HUNGARY 015 E04AA32 X 015 A00AA33 DEUTSCHE BANK AG 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LTD. 015 B00AA34 S 015 C01AA34 MUMBAI 015 D01AA34 INDIA 015 E04AA34 X 015 A00AA35 CHARTERED BANK PLC. 015 B00AA35 S 015 C01AA35 JAKARTA 015 D01AA35 INDONESIA 015 E04AA35 X 015 A00AA36 BANK HAPOALIM 015 B00AA36 S 015 C01AA36 TEL AVIV 015 D01AA36 ISRAEL 015 E04AA36 X 015 A00AA37 PRIVRENDA BANKA ZAGREB 015 B00AA37 S 015 C01AA37 ZAGREB 015 D01AA37 CROATIA 015 E04AA37 X 015 A00AA38 PARIBAS, S.A. 015 B00AA38 S 015 C01AA38 MILAN 015 D01AA38 ITALY 015 E04AA38 X 015 A00AA39 CITIBANK, N.A. 015 B00AA39 S 015 C01AA39 QUITO 015 D01AA39 ECUADOR 015 E04AA39 X 015 A00AA40 THE FUJI BANK LIMITED 015 B00AA40 S 015 C01AA40 TOKYO 015 D01AA40 JAPAN 015 E04AA40 X 015 A00AA41 THE BRITISH BANK OF THE MIDDLE EAST 015 B00AA41 S 015 C01AA41 AMMAN 015 D01AA41 JORDAN 015 E04AA41 X PAGE 7 015 A00AA42 HANSABANK 015 B00AA42 S 015 C01AA42 TALLINN 015 D01AA42 ESTONIA 015 E04AA42 X 015 A00AA43 BANQUE COMMERCIALE DU MAROC 015 B00AA43 S 015 C01AA43 CASABLANCA 015 D01AA43 MOROCCO 015 E04AA43 X 015 A00AA44 CITIBANK N.A. 015 B00AA44 S 015 C01AA44 LIMA 015 D01AA44 PERU 015 E04AA44 X 015 A00AA45 STANDARD CHARTERED BANK PLC. 015 B00AA45 S 015 C01AA45 MANILA 015 D01AA45 PHILIPPINES 015 E04AA45 X 015 A00AA46 BANK OF IRELAND 015 B00AA46 S 015 C01AA46 DUBLIN 015 D01AA46 IRELAND 015 E04AA46 X 015 A00AA47 THE SUMITOMO BANK, LTD 015 B00AA47 S 015 C01AA47 TOKYO 015 D01AA47 JAPAN 015 E04AA47 X 015 A00AA48 THE HONGKONG AND SHANGHAI BANKING CORP. LTD. 015 B00AA48 S 015 C01AA48 COLOMBO 015 D01AA48 SRI LANKA 015 E04AA48 X 015 A00AA49 CENTRAL TRUST OF CHINA 015 B00AA49 S 015 C01AA49 TAIPEI 015 D01AA49 TAIWAN-REP. OF CHINA 015 E04AA49 X 015 A00AA50 CITIBANK N.A. 015 B00AA50 S 015 C01AA50 ISTANBUL 015 D01AA50 TURKEY 015 E04AA50 X 015 A00AA51 ANZ BANKING GROUP (NEW ZEALAND) LTD. 015 B00AA51 S 015 C01AA51 WELLINGTON 015 D01AA51 NEW ZEALAND 015 E04AA51 X 015 A00AA52 CITIBANK N.A. PAGE 8 015 B00AA52 S 015 C01AA52 CARACAS 015 D01AA52 VENEZUELA 015 E04AA52 X 015 A00AA53 NATIONAL BANK OF GREECE 015 B00AA53 S 015 C01AA53 ATHENS 015 D01AA53 GREECE 015 E04AA53 X 015 A00AA54 CITITRUST COLOMBIA S.A. SOCIEDAD FIDUCIARIA 015 B00AA54 S 015 C01AA54 BOGOTA 015 D01AA54 COLOMBIA 015 E04AA54 X 015 A00AA55 CHRISTIANIA BANK OG KREDITKASSE ASA 015 B00AA55 S 015 C01AA55 OSLO 015 D01AA55 NORWAY 015 E04AA55 X 015 A00AA56 CREDIT SUISSE FIRST BOSTON AO, MOSCOW 015 B00AA56 S 015 C01AA56 MOSCOW 015 D01AA56 RUSSIA 015 E04AA56 X 015 A00AA57 CESKOSLOVENSKA OBCHODNA BANKA, AS 015 B00AA57 S 015 C01AA57 BRATISLAVA 015 D01AA57 SLOVAK REPUBLIC 015 E04AA57 X 018 00AA00 Y 019 A00AA00 Y 019 B00AA00 19 019 C00AA00 NEWLOOMISF 020 A000001 MERRILL LYNCH, PIERCE, FENNER 020 B000001 13-5674085 020 C000001 179 020 A000002 GOLDMAN SACHS 020 B000002 13-5108880 020 C000002 116 020 A000003 MORGAN STANLEY AND CO. 020 B000003 13-2655998 020 C000003 91 020 A000004 JEFFERIES AND CO. 020 B000004 95-2622900 020 C000004 73 020 A000005 DONALDSON, LUFKIN AND CO. 020 B000005 13-2741729 020 C000005 54 020 A000006 SOLOMON SMITH BARNEY INC. 020 B000006 13-1912900 020 C000006 62 PAGE 9 020 A000007 CS FIRST BOSTON CORPORATION 020 B000007 13-5659485 020 C000007 62 020 A000008 BEAR STEARNS CO. INC. 020 B000008 13-3299429 020 C000008 60 020 A000009 WARBURG DILLON REED 020 B000009 13-3340045 020 C000009 40 020 A000010 LEHMAN BROTHERS HOLDINGS, INC. 020 B000010 13-2518466 020 C000010 40 021 000000 1641 022 A000001 STATE STREET BANK & TRUST 022 B000001 04-1867445 022 C000001 7654175 022 D000001 0 022 A000002 ASSOCIATES CORP. NORTH AMERICA 022 B000002 74-1494554 022 C000002 2004317 022 D000002 0 022 A000003 CHEVRON OIL FINANCE CORP.NATIONS BANK 022 B000003 25-1215010 022 C000003 893396 022 D000003 0 022 A000004 MORGAN (J.P.) 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O000100 0 074 P000100 1 074 Q000100 0 074 R010100 0 074 R020100 0 074 R030100 0 074 R040100 36 074 S000100 0 074 T000100 42766 074 U010100 2744 074 U020100 66 074 V010100 15.23 074 V020100 15.05 074 W000100 0.0000 074 X000100 386 074 Y000100 0 075 A000100 0 075 B000100 37266 076 000100 0.00 PAGE 16 024 000200 Y 025 A000201 MORGAN STANLEY DEAN WITTER & CO. 025 B000201 13-2655998 025 C000201 E 025 D000201 922 025 D000202 0 025 D000203 0 025 D000204 0 025 D000205 0 025 D000206 0 025 D000207 0 025 D000208 0 028 A010200 763 028 A020200 0 028 A030200 0 028 A040200 1516 028 B010200 472 028 B020200 6926 028 B030200 0 028 B040200 2149 028 C010200 994 028 C020200 578 028 C030200 0 028 C040200 3044 028 D010200 1615 028 D020200 0 028 D030200 0 028 D040200 2029 028 E010200 347 028 E020200 0 028 E030200 0 028 E040200 1277 028 F010200 2168 028 F020200 0 028 F030200 0 028 F040200 11898 028 G010200 6359 028 G020200 7504 028 G030200 0 028 G040200 21913 028 H000200 0 029 000200 N 030 A000200 0 030 B000200 0.00 030 C000200 0.00 031 A000200 0 031 B000200 0 032 000200 0 033 000200 0 034 000200 N 035 000200 0 PAGE 17 036 B000200 0 045 000200 Y 046 000200 N 047 000200 Y 048 000200 0.500 048 A010200 0 048 A020200 0.000 048 B010200 0 048 B020200 0.000 048 C010200 0 048 C020200 0.000 048 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 0 048 K020200 0.000 058 A000200 N 059 000200 Y 060 A000200 Y 060 B000200 Y 061 000200 250000 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 PAGE 18 063 B000200 0.0 066 A000200 Y 066 B000200 N 066 C000200 N 066 D000200 N 066 E000200 Y 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 N 070 B020200 N 070 C010200 N 070 C020200 N 070 D010200 N 070 D020200 N 070 E010200 N 070 E020200 N 070 F010200 N 070 F020200 N 070 G010200 N 070 G020200 N 070 H010200 N 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 N 070 P020200 N 070 Q010200 N 070 Q020200 N 070 R010200 N 070 R020200 N 071 A000200 23044 071 B000200 38137 071 C000200 61203 PAGE 19 071 D000200 38 072 A000200 6 072 B000200 20 072 C000200 558 072 D000200 0 072 E000200 0 072 F000200 155 072 G000200 16 072 H000200 0 072 I000200 30 072 J000200 30 072 K000200 0 072 L000200 4 072 M000200 2 072 N000200 11 072 O000200 0 072 P000200 0 072 Q000200 0 072 R000200 11 072 S000200 2 072 T000200 1 072 U000200 0 072 V000200 0 072 W000200 5 072 X000200 267 072 Y000200 11 072 Z000200 323 072AA000200 0 072BB000200 1028 072CC010200 0 072CC020200 51 072DD010200 632 072DD020200 3 072EE000200 7327 073 A010200 0.1500 073 A020200 0.1000 073 B000200 1.8500 073 C000200 0.0000 074 A000200 344 074 B000200 0 074 C000200 0 074 D000200 0 074 E000200 0 074 F000200 49367 074 G000200 0 074 H000200 0 074 I000200 0 074 J000200 1063 074 K000200 0 074 L000200 97 074 M000200 0 PAGE 20 074 N000200 50871 074 O000200 257 074 P000200 1 074 Q000200 0 074 R010200 0 074 R020200 0 074 R030200 0 074 R040200 50 074 S000200 0 074 T000200 50563 074 U010200 3436 074 U020200 359 074 V010200 14.61 074 V020200 14.58 074 W000200 0.0000 074 X000200 468 074 Y000200 0 075 A000200 0 075 B000200 62164 076 000200 0.00 024 000300 N 025 D000301 0 025 D000302 0 025 D000303 0 025 D000304 0 025 D000305 0 025 D000306 0 025 D000307 0 025 D000308 0 028 A010300 18207 028 A020300 0 028 A030300 0 028 A040300 9431 028 B010300 5636 028 B020300 5676 028 B030300 0 028 B040300 13377 028 C010300 10531 028 C020300 2499 028 C030300 0 028 C040300 15783 028 D010300 6678 028 D020300 0 028 D030300 0 028 D040300 24904 028 E010300 5706 028 E020300 0 028 E030300 0 028 E040300 26336 028 F010300 7449 028 F020300 0 PAGE 21 028 F030300 0 028 F040300 38344 028 G010300 54207 028 G020300 8175 028 G030300 0 028 G040300 128175 028 H000300 0 029 000300 N 030 A000300 0 030 B000300 0.00 030 C000300 0.00 031 A000300 0 031 B000300 0 032 000300 0 033 000300 0 034 000300 N 035 000300 0 036 B000300 0 045 000300 Y 046 000300 N 047 000300 Y 048 000300 0.750 048 A010300 0 048 A020300 0.000 048 B010300 0 048 B020300 0.000 048 C010300 0 048 C020300 0.000 048 D010300 0 048 D020300 0.000 048 E010300 0 048 E020300 0.000 048 F010300 0 048 F020300 0.000 048 G010300 0 048 G020300 0.000 048 H010300 0 048 H020300 0.000 048 I010300 0 048 I020300 0.000 048 J010300 0 048 J020300 0.000 048 K010300 0 048 K020300 0.000 058 A000300 N 059 000300 Y 060 A000300 Y 060 B000300 Y 061 000300 250000 062 A000300 N 062 B000300 0.0 PAGE 22 062 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 N 070 B020300 N 070 C010300 N 070 C020300 N 070 D010300 N 070 D020300 N 070 E010300 N 070 E020300 N 070 F010300 N 070 F020300 N 070 G010300 N 070 G020300 N 070 H010300 N 070 H020300 N 070 I010300 N 070 I020300 N 070 J010300 Y 070 J020300 N 070 K010300 Y 070 K020300 N PAGE 23 070 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 N 070 P020300 N 070 Q010300 N 070 Q020300 N 070 R010300 N 070 R020300 N 071 A000300 214434 071 B000300 264930 071 C000300 356625 071 D000300 60 072 A000300 6 072 B000300 544 072 C000300 2690 072 D000300 0 072 E000300 0 072 F000300 1422 072 G000300 87 072 H000300 0 072 I000300 129 072 J000300 69 072 K000300 0 072 L000300 22 072 M000300 2 072 N000300 12 072 O000300 0 072 P000300 0 072 Q000300 0 072 R000300 18 072 S000300 2 072 T000300 114 072 U000300 0 072 V000300 0 072 W000300 7 072 X000300 1884 072 Y000300 0 072 Z000300 1350 072AA000300 0 072BB000300 11060 072CC010300 59683 072CC020300 0 072DD010300 2391 072DD020300 466 072EE000300 5958 PAGE 24 073 A010300 0.1400 073 A020300 0.1300 073 B000300 0.2700 073 C000300 0.0000 074 A000300 110 074 B000300 0 074 C000300 0 074 D000300 0 074 E000300 0 074 F000300 351364 074 G000300 0 074 H000300 0 074 I000300 0 074 J000300 7538 074 K000300 0 074 L000300 616 074 M000300 0 074 N000300 359628 074 O000300 1306 074 P000300 7 074 Q000300 0 074 R010300 0 074 R020300 0 074 R030300 0 074 R040300 1288 074 S000300 0 074 T000300 357027 074 U010300 13477 074 U020300 4556 074 V010300 19.37 074 V020300 19.35 074 W000300 0.0000 074 X000300 1983 074 Y000300 0 075 A000300 0 075 B000300 379204 076 000300 0.00 024 000400 N 025 D000401 0 025 D000402 0 025 D000403 0 025 D000404 0 025 D000405 0 025 D000406 0 025 D000407 0 025 D000408 0 028 A010400 5565 028 A020400 0 028 A030400 0 028 A040400 3312 028 B010400 4393 PAGE 25 028 B020400 4644 028 B030400 0 028 B040400 4035 028 C010400 10163 028 C020400 370 028 C030400 0 028 C040400 6013 028 D010400 11621 028 D020400 0 028 D030400 0 028 D040400 11147 028 E010400 10662 028 E020400 0 028 E030400 0 028 E040400 11613 028 F010400 36336 028 F020400 0 028 F030400 0 028 F040400 19582 028 G010400 78740 028 G020400 5014 028 G030400 0 028 G040400 55702 028 H000400 0 029 000400 N 030 A000400 0 030 B000400 0.00 030 C000400 0.00 031 A000400 0 031 B000400 0 032 000400 0 033 000400 0 034 000400 N 035 000400 0 036 B000400 0 045 000400 Y 046 000400 N 047 000400 Y 048 000400 0.750 048 A010400 0 048 A020400 0.000 048 B010400 0 048 B020400 0.000 048 C010400 0 048 C020400 0.000 048 D010400 0 048 D020400 0.000 048 E010400 0 048 E020400 0.000 048 F010400 0 048 F020400 0.000 PAGE 26 048 G010400 0 048 G020400 0.000 048 H010400 0 048 H020400 0.000 048 I010400 0 048 I020400 0.000 048 J010400 0 048 J020400 0.000 048 K010400 0 048 K020400 0.000 058 A000400 N 059 000400 Y 060 A000400 Y 060 B000400 Y 061 000400 250000 062 A000400 N 062 B000400 0.0 062 C000400 0.0 062 D000400 0.0 062 E000400 0.0 062 F000400 0.0 062 G000400 0.0 062 H000400 0.0 062 I000400 0.0 062 J000400 0.0 062 K000400 0.0 062 L000400 0.0 062 M000400 0.0 062 N000400 0.0 062 O000400 0.0 062 P000400 0.0 062 Q000400 0.0 062 R000400 0.0 063 A000400 0 063 B000400 0.0 066 A000400 Y 066 B000400 N 066 C000400 N 066 D000400 N 066 E000400 N 066 F000400 N 066 G000400 Y 067 000400 N 068 A000400 N 068 B000400 Y 069 000400 N 070 A010400 Y 070 A020400 Y 070 B010400 Y 070 B020400 N 070 C010400 N PAGE 27 070 C020400 N 070 D010400 Y 070 D020400 N 070 E010400 N 070 E020400 N 070 F010400 N 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 N 070 K010400 Y 070 K020400 N 070 L010400 Y 070 L020400 Y 070 M010400 Y 070 M020400 Y 070 N010400 N 070 N020400 N 070 O010400 Y 070 O020400 Y 070 P010400 N 070 P020400 N 070 Q010400 N 070 Q020400 N 070 R010400 N 070 R020400 N 071 A000400 147063 071 B000400 122074 071 C000400 120375 071 D000400 101 072 A000400 6 072 B000400 105 072 C000400 141 072 D000400 0 072 E000400 0 072 F000400 471 072 G000400 25 072 H000400 0 072 I000400 26 072 J000400 133 072 K000400 0 072 L000400 4 072 M000400 2 072 N000400 10 072 O000400 0 072 P000400 0 PAGE 28 072 Q000400 0 072 R000400 13 072 S000400 2 072 T000400 5 072 U000400 0 072 V000400 0 072 W000400 5 072 X000400 696 072 Y000400 63 072 Z000400 -387 072AA000400 24501 072BB000400 0 072CC010400 33621 072CC020400 0 072DD010400 550 072DD020400 4 072EE000400 5960 073 A010400 0.0900 073 A020400 0.0400 073 B000400 1.0000 073 C000400 0.0000 074 A000400 0 074 B000400 0 074 C000400 0 074 D000400 0 074 E000400 1975 074 F000400 157851 074 G000400 0 074 H000400 0 074 I000400 0 074 J000400 2415 074 K000400 0 074 L000400 1003 074 M000400 447 074 N000400 163691 074 O000400 485 074 P000400 3 074 Q000400 0 074 R010400 0 074 R020400 0 074 R030400 0 074 R040400 4252 074 S000400 0 074 T000400 158951 074 U010400 6413 074 U020400 707 074 V010400 22.33 074 V020400 22.24 074 W000400 0.0000 074 X000400 598 074 Y000400 0 PAGE 29 075 A000400 0 075 B000400 125527 076 000400 0.00 024 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 725 028 A020500 0 028 A030500 0 028 A040500 318 028 B010500 1552 028 B020500 1346 028 B030500 0 028 B040500 518 028 C010500 946 028 C020500 2198 028 C030500 0 028 C040500 694 028 D010500 1228 028 D020500 0 028 D030500 0 028 D040500 1598 028 E010500 1400 028 E020500 0 028 E030500 0 028 E040500 583 028 F010500 2927 028 F020500 0 028 F030500 0 028 F040500 543 028 G010500 8778 028 G020500 3544 028 G030500 0 028 G040500 4254 028 H000500 0 029 000500 N 030 A000500 0 030 B000500 0.00 030 C000500 0.00 031 A000500 0 031 B000500 0 032 000500 0 033 000500 0 034 000500 N 035 000500 0 PAGE 30 036 B000500 0 045 000500 Y 046 000500 N 047 000500 Y 048 000500 0.600 048 A010500 0 048 A020500 0.000 048 B010500 0 048 B020500 0.000 048 C010500 0 048 C020500 0.000 048 D010500 0 048 D020500 0.000 048 E010500 0 048 E020500 0.000 048 F010500 0 048 F020500 0.000 048 G010500 0 048 G020500 0.000 048 H010500 0 048 H020500 0.000 048 I010500 0 048 I020500 0.000 048 J010500 0 048 J020500 0.000 048 K010500 0 048 K020500 0.000 058 A000500 N 059 000500 Y 060 A000500 Y 060 B000500 Y 061 000500 250000 062 A000500 Y 062 B000500 0.0 062 C000500 0.0 062 D000500 5.1 062 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 1.1 062 N000500 0.7 062 O000500 0.0 062 P000500 46.1 062 Q000500 42.8 062 R000500 2.2 063 A000500 0 PAGE 31 063 B000500 9.6 064 A000500 N 064 B000500 N 066 A000500 N 067 000500 N 068 A000500 N 068 B000500 Y 069 000500 N 070 A010500 Y 070 A020500 Y 070 B010500 N 070 B020500 N 070 C010500 Y 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 Y 070 L020500 Y 070 M010500 Y 070 M020500 Y 070 N010500 N 070 N020500 N 070 O010500 Y 070 O020500 N 070 P010500 N 070 P020500 N 070 Q010500 N 070 Q020500 N 070 R010500 N 070 R020500 N 071 A000500 6773 071 B000500 2885 071 C000500 39587 071 D000500 7 072 A000500 6 072 B000500 1567 072 C000500 0 PAGE 32 072 D000500 0 072 E000500 0 072 F000500 127 072 G000500 12 072 H000500 0 072 I000500 25 072 J000500 38 072 K000500 0 072 L000500 2 072 M000500 2 072 N000500 11 072 O000500 0 072 P000500 0 072 Q000500 0 072 R000500 15 072 S000500 2 072 T000500 10 072 U000500 0 072 V000500 0 072 W000500 5 072 X000500 249 072 Y000500 48 072 Z000500 1366 072AA000500 186 072BB000500 0 072CC010500 0 072CC020500 2007 072DD010500 1915 072DD020500 426 072EE000500 1439 073 A010500 0.6700 073 A020500 0.6400 073 B000500 0.4300 073 C000500 0.0000 074 A000500 0 074 B000500 2301 074 C000500 0 074 D000500 40911 074 E000500 966 074 F000500 0 074 G000500 0 074 H000500 0 074 I000500 0 074 J000500 0 074 K000500 0 074 L000500 988 074 M000500 0 074 N000500 45166 074 O000500 0 074 P000500 1 074 Q000500 0 PAGE 33 074 R010500 0 074 R020500 0 074 R030500 0 074 R040500 72 074 S000500 0 074 T000500 45093 074 U010500 3063 074 U020500 902 074 V010500 11.37 074 V020500 11.36 074 W000500 0.0000 074 X000500 174 074 Y000500 0 075 A000500 0 075 B000500 42347 076 000500 0.00 024 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 26017 028 A020600 27739 028 A030600 0 028 A040600 36383 028 B010600 47347 028 B020600 0 028 B030600 0 028 B040600 51487 028 C010600 64118 028 C020600 28539 028 C030600 0 028 C040600 82416 028 D010600 53511 028 D020600 0 028 D030600 0 028 D040600 71061 028 E010600 142800 028 E020600 0 028 E030600 0 028 E040600 64018 028 F010600 63406 028 F020600 0 028 F030600 0 028 F040600 58947 028 G010600 397199 028 G020600 56278 PAGE 34 028 G030600 0 028 G040600 364312 028 H000600 0 029 000600 N 030 A000600 0 030 B000600 0.00 030 C000600 0.00 031 A000600 0 031 B000600 0 032 000600 0 033 000600 0 034 000600 N 035 000600 0 036 B000600 0 045 000600 Y 046 000600 N 047 000600 Y 048 000600 0.600 048 A010600 0 048 A020600 0.000 048 B010600 0 048 B020600 0.000 048 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 0 048 K020600 0.000 058 A000600 N 059 000600 Y 060 A000600 Y 060 B000600 Y 061 000600 25000 062 A000600 Y 062 B000600 0.0 062 C000600 0.0 062 D000600 1.9 062 E000600 0.0 062 F000600 0.0 PAGE 35 062 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 0.0 062 N000600 5.1 062 O000600 0.1 062 P000600 81.6 062 Q000600 6.4 062 R000600 3.4 063 A000600 0 063 B000600 17.6 064 A000600 N 064 B000600 Y 065 000600 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 Y 070 L020600 Y 070 M010600 Y 070 M020600 Y 070 N010600 N 070 N020600 N 070 O010600 Y PAGE 36 070 O020600 N 070 P010600 N 070 P020600 N 070 Q010600 N 070 Q020600 N 070 R010600 N 070 R020600 N 071 A000600 283763 071 B000600 239332 071 C000600 1587025 071 D000600 15 072 A000600 6 072 B000600 70111 072 C000600 1937 072 D000600 0 072 E000600 0 072 F000600 4866 072 G000600 340 072 H000600 0 072 I000600 479 072 J000600 223 072 K000600 0 072 L000600 86 072 M000600 2 072 N000600 56 072 O000600 0 072 P000600 0 072 Q000600 0 072 R000600 27 072 S000600 2 072 T000600 80 072 U000600 0 072 V000600 0 072 W000600 18 072 X000600 6179 072 Y000600 17 072 Z000600 65886 072AA000600 0 072BB000600 21468 072CC010600 66504 072CC020600 0 072DD010600 63125 072DD020600 2385 072EE000600 0 073 A010600 0.4800 073 A020600 0.9200 073 B000600 0.0000 073 C000600 0.0000 074 A000600 0 074 B000600 32842 074 C000600 0 PAGE 37 074 D000600 1614109 074 E000600 55542 074 F000600 1573 074 G000600 0 074 H000600 0 074 I000600 1126 074 J000600 2728 074 K000600 0 074 L000600 32678 074 M000600 0 074 N000600 1740598 074 O000600 5098 074 P000600 28 074 Q000600 0 074 R010600 0 074 R020600 0 074 R030600 0 074 R040600 2023 074 S000600 0 074 T000600 1733449 074 U010600 138235 074 U020600 5856 074 V010600 12.01 074 V020600 12.00 074 W000600 0.0000 074 X000600 9664 074 Y000600 0 075 A000600 0 075 B000600 1621888 076 000600 0.00 024 000700 N 025 D000701 0 025 D000702 0 025 D000703 0 025 D000704 0 025 D000705 0 025 D000706 0 025 D000707 0 025 D000708 0 028 A010700 132 028 A020700 26 028 A030700 0 028 A040700 6 028 B010700 0 028 B020700 32 028 B030700 0 028 B040700 827 028 C010700 11 028 C020700 25 028 C030700 0 028 C040700 429 PAGE 38 028 D010700 51 028 D020700 23 028 D030700 0 028 D040700 326 028 E010700 154 028 E020700 22 028 E030700 0 028 E040700 260 028 F010700 10 028 F020700 22 028 F030700 0 028 F040700 116 028 G010700 358 028 G020700 150 028 G030700 0 028 G040700 1964 028 H000700 0 029 000700 N 030 A000700 0 030 B000700 0.00 030 C000700 0.00 031 A000700 0 031 B000700 0 032 000700 0 033 000700 0 034 000700 N 035 000700 0 036 B000700 0 045 000700 Y 046 000700 N 047 000700 Y 048 000700 0.300 048 A010700 0 048 A020700 0.000 048 B010700 0 048 B020700 0.000 048 C010700 0 048 C020700 0.000 048 D010700 0 048 D020700 0.000 048 E010700 0 048 E020700 0.000 048 F010700 0 048 F020700 0.000 048 G010700 0 048 G020700 0.000 048 H010700 0 048 H020700 0.000 048 I010700 0 048 I020700 0.000 048 J010700 0 PAGE 39 048 J020700 0.000 048 K010700 0 048 K020700 0.000 058 A000700 N 059 000700 Y 060 A000700 Y 060 B000700 Y 061 000700 250000 062 A000700 Y 062 B000700 0.0 062 C000700 0.0 062 D000700 1.7 062 E000700 0.0 062 F000700 0.0 062 G000700 0.0 062 H000700 0.0 062 I000700 0.0 062 J000700 0.0 062 K000700 0.0 062 L000700 0.0 062 M000700 0.0 062 N000700 0.0 062 O000700 97.3 062 P000700 0.0 062 Q000700 0.0 062 R000700 0.0 063 A000700 0 063 B000700 11.4 064 A000700 Y 064 B000700 N 066 A000700 N 067 000700 N 068 A000700 N 068 B000700 N 069 000700 N 070 A010700 Y 070 A020700 Y 070 B010700 N 070 B020700 N 070 C010700 Y 070 C020700 N 070 D010700 N 070 D020700 N 070 E010700 Y 070 E020700 N 070 F010700 N 070 F020700 N 070 G010700 Y 070 G020700 N 070 H010700 N 070 H020700 N PAGE 40 070 I010700 N 070 I020700 N 070 J010700 Y 070 J020700 N 070 K010700 Y 070 K020700 N 070 L010700 N 070 L020700 N 070 M010700 N 070 M020700 N 070 N010700 N 070 N020700 N 070 O010700 Y 070 O020700 N 070 P010700 N 070 P020700 N 070 Q010700 N 070 Q020700 N 070 R010700 N 070 R020700 N 071 A000700 1317 071 B000700 2354 071 C000700 8546 071 D000700 15 072 A000700 6 072 B000700 230 072 C000700 0 072 D000700 0 072 E000700 0 072 F000700 13 072 G000700 2 072 H000700 0 072 I000700 13 072 J000700 23 072 K000700 0 072 L000700 1 072 M000700 2 072 N000700 7 072 O000700 0 072 P000700 0 072 Q000700 0 072 R000700 8 072 S000700 2 072 T000700 0 072 U000700 0 072 V000700 0 072 W000700 4 072 X000700 75 072 Y000700 53 072 Z000700 208 072AA000700 0 PAGE 41 072BB000700 67 072CC010700 11 072CC020700 0 072DD010700 208 072DD020700 0 072EE000700 8 073 A010700 0.2500 073 A020700 0.0000 073 B000700 0.0100 073 C000700 0.0000 074 A000700 1 074 B000700 139 074 C000700 0 074 D000700 8077 074 E000700 0 074 F000700 0 074 G000700 0 074 H000700 0 074 I000700 0 074 J000700 0 074 K000700 0 074 L000700 122 074 M000700 0 074 N000700 8339 074 O000700 0 074 P000700 0 074 Q000700 0 074 R010700 0 074 R020700 0 074 R030700 0 074 R040700 37 074 S000700 0 074 T000700 8302 074 U010700 763 074 U020700 0 074 V010700 10.87 074 V020700 0.00 074 W000700 0.0000 074 X000700 74 074 Y000700 0 075 A000700 0 075 B000700 8843 076 000700 0.00 024 000800 N 025 D000801 0 025 D000802 0 025 D000803 0 025 D000804 0 025 D000805 0 025 D000806 0 025 D000807 0 PAGE 42 025 D000808 0 028 A010800 960 028 A020800 197 028 A030800 0 028 A040800 1200 028 B010800 9 028 B020800 0 028 B030800 0 028 B040800 254 028 C010800 42 028 C020800 0 028 C030800 0 028 C040800 522 028 D010800 92 028 D020800 233 028 D030800 0 028 D040800 536 028 E010800 824 028 E020800 0 028 E030800 0 028 E040800 224 028 F010800 114 028 F020800 0 028 F030800 0 028 F040800 2344 028 G010800 2041 028 G020800 430 028 G030800 0 028 G040800 5080 028 H000800 0 029 000800 N 030 A000800 0 030 B000800 0.00 030 C000800 0.00 031 A000800 0 031 B000800 0 032 000800 0 033 000800 0 034 000800 N 035 000800 0 036 B000800 0 045 000800 Y 046 000800 N 047 000800 Y 048 000800 0.300 048 A010800 0 048 A020800 0.000 048 B010800 0 048 B020800 0.000 048 C010800 0 048 C020800 0.000 PAGE 43 048 D010800 0 048 D020800 0.000 048 E010800 0 048 E020800 0.000 048 F010800 0 048 F020800 0.000 048 G010800 0 048 G020800 0.000 048 H010800 0 048 H020800 0.000 048 I010800 0 048 I020800 0.000 048 J010800 0 048 J020800 0.000 048 K010800 0 048 K020800 0.000 058 A000800 N 059 000800 Y 060 A000800 Y 060 B000800 Y 061 000800 250000 062 A000800 Y 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 65.5 062 N000800 32.9 062 O000800 0.0 062 P000800 0.0 062 Q000800 0.0 062 R000800 0.0 063 A000800 0 063 B000800 15.1 064 A000800 N 064 B000800 N 066 A000800 N 067 000800 N 068 A000800 N 068 B000800 N 069 000800 N 070 A010800 Y 070 A020800 Y 070 B010800 N PAGE 44 070 B020800 N 070 C010800 N 070 C020800 N 070 D010800 N 070 D020800 N 070 E010800 N 070 E020800 N 070 F010800 N 070 F020800 N 070 G010800 N 070 G020800 N 070 H010800 N 070 H020800 N 070 I010800 N 070 I020800 N 070 J010800 Y 070 J020800 N 070 K010800 Y 070 K020800 N 070 L010800 N 070 L020800 N 070 M010800 N 070 M020800 N 070 N010800 N 070 N020800 N 070 O010800 Y 070 O020800 N 070 P010800 N 070 P020800 N 070 Q010800 N 070 Q020800 N 070 R010800 N 070 R020800 N 071 A000800 4832 071 B000800 7056 071 C000800 14977 071 D000800 32 072 A000800 6 072 B000800 521 072 C000800 0 072 D000800 0 072 E000800 0 072 F000800 23 072 G000800 3 072 H000800 0 072 I000800 15 072 J000800 19 072 K000800 0 072 L000800 3 072 M000800 2 072 N000800 7 PAGE 45 072 O000800 0 072 P000800 0 072 Q000800 0 072 R000800 9 072 S000800 2 072 T000800 0 072 U000800 0 072 V000800 0 072 W000800 4 072 X000800 87 072 Y000800 49 072 Z000800 483 072AA000800 0 072BB000800 384 072CC010800 519 072CC020800 0 072DD010800 467 072DD020800 0 072EE000800 0 073 A010800 0.3000 073 A020800 0.0000 073 B000800 0.0000 073 C000800 0.0000 074 A000800 54 074 B000800 0 074 C000800 0 074 D000800 13459 074 E000800 0 074 F000800 0 074 G000800 0 074 H000800 0 074 I000800 0 074 J000800 0 074 K000800 0 074 L000800 207 074 M000800 0 074 N000800 13720 074 O000800 0 074 P000800 0 074 Q000800 0 074 R010800 0 074 R020800 0 074 R030800 0 074 R040800 37 074 S000800 0 074 T000800 13683 074 U010800 1301 074 U020800 0 074 V010800 10.52 074 V020800 0.00 074 W000800 0.0000 PAGE 46 074 X000800 96 074 Y000800 0 075 A000800 0 075 B000800 15342 076 000800 0.00 024 000900 Y 025 A000901 MORGAN STANLEY DEAN WITTER & CO. 025 B000901 13-2655998 025 C000901 E 025 D000901 993 025 D000902 0 025 D000903 0 025 D000904 0 025 D000905 0 025 D000906 0 025 D000907 0 025 D000908 0 028 A010900 6636 028 A020900 140 028 A030900 0 028 A040900 1488 028 B010900 301 028 B020900 146 028 B030900 0 028 B040900 685 028 C010900 3510 028 C020900 160 028 C030900 0 028 C040900 1035 028 D010900 492 028 D020900 152 028 D030900 0 028 D040900 5853 028 E010900 543 028 E020900 147 028 E030900 0 028 E040900 585 028 F010900 7568 028 F020900 150 028 F030900 0 028 F040900 1313 028 G010900 19050 028 G020900 895 028 G030900 0 028 G040900 10959 028 H000900 0 029 000900 N 030 A000900 0 030 B000900 0.00 030 C000900 0.00 031 A000900 0 PAGE 47 031 B000900 0 032 000900 0 033 000900 0 034 000900 N 035 000900 0 036 B000900 0 045 000900 Y 046 000900 N 047 000900 Y 048 000900 0.250 048 A010900 0 048 A020900 0.000 048 B010900 0 048 B020900 0.000 048 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 0 048 K020900 0.000 058 A000900 N 059 000900 Y 060 A000900 Y 060 B000900 Y 061 000900 250000 062 A000900 Y 062 B000900 0.0 062 C000900 0.0 062 D000900 10.3 062 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 22.8 062 N000900 18.2 PAGE 48 062 O000900 0.0 062 P000900 54.1 062 Q000900 0.0 062 R000900 0.0 063 A000900 0 063 B000900 2.5 064 A000900 N 064 B000900 N 066 A000900 N 067 000900 N 068 A000900 N 068 B000900 N 069 000900 N 070 A010900 Y 070 A020900 Y 070 B010900 N 070 B020900 N 070 C010900 Y 070 C020900 N 070 D010900 N 070 D020900 N 070 E010900 Y 070 E020900 N 070 F010900 N 070 F020900 N 070 G010900 Y 070 G020900 N 070 H010900 N 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 N 070 N020900 N 070 O010900 Y 070 O020900 N 070 P010900 N 070 P020900 N 070 Q010900 N 070 Q020900 N 070 R010900 N 070 R020900 N 071 A000900 19973 071 B000900 11215 PAGE 49 071 C000900 28815 071 D000900 39 072 A000900 6 072 B000900 1084 072 C000900 0 072 D000900 0 072 E000900 0 072 F000900 40 072 G000900 9 072 H000900 0 072 I000900 24 072 J000900 28 072 K000900 0 072 L000900 1 072 M000900 2 072 N000900 10 072 O000900 0 072 P000900 0 072 Q000900 0 072 R000900 10 072 S000900 2 072 T000900 1 072 U000900 0 072 V000900 0 072 W000900 4 072 X000900 131 072 Y000900 71 072 Z000900 1024 072AA000900 0 072BB000900 187 072CC010900 0 072CC020900 256 072DD010900 1002 072DD020900 22 072EE000900 0 073 A010900 0.3100 073 A020900 0.2900 073 B000900 0.0000 073 C000900 0.0000 074 A000900 0 074 B000900 3743 074 C000900 0 074 D000900 34396 074 E000900 0 074 F000900 0 074 G000900 0 074 H000900 0 074 I000900 0 074 J000900 0 074 K000900 0 074 L000900 595 PAGE 50 074 M000900 0 074 N000900 38734 074 O000900 2503 074 P000900 0 074 Q000900 0 074 R010900 0 074 R020900 0 074 R030900 0 074 R040900 52 074 S000900 0 074 T000900 36179 074 U010900 3795 074 U020900 63 074 V010900 9.38 074 V020900 9.38 074 W000900 0.0000 074 X000900 166 074 Y000900 0 075 A000900 0 075 B000900 31671 076 000900 0.00 024 001000 N 025 D001001 0 025 D001002 0 025 D001003 0 025 D001004 0 025 D001005 0 025 D001006 0 025 D001007 0 025 D001008 0 028 A011000 10 028 A021000 0 028 A031000 0 028 A041000 13 028 B011000 29 028 B021000 288 028 B031000 0 028 B041000 35 028 C011000 108 028 C021000 304 028 C031000 0 028 C041000 79 028 D011000 366 028 D021000 0 028 D031000 0 028 D041000 21 028 E011000 116 028 E021000 0 028 E031000 0 028 E041000 15 028 F011000 536 PAGE 51 028 F021000 0 028 F031000 0 028 F041000 72 028 G011000 1165 028 G021000 592 028 G031000 0 028 G041000 235 028 H001000 0 029 001000 N 030 A001000 0 030 B001000 0.00 030 C001000 0.00 031 A001000 0 031 B001000 0 032 001000 0 033 001000 0 034 001000 N 035 001000 0 036 B001000 0 045 001000 Y 046 001000 N 047 001000 Y 048 001000 0.750 048 A011000 0 048 A021000 0.000 048 B011000 0 048 B021000 0.000 048 C011000 0 048 C021000 0.000 048 D011000 0 048 D021000 0.000 048 E011000 0 048 E021000 0.000 048 F011000 0 048 F021000 0.000 048 G011000 0 048 G021000 0.000 048 H011000 0 048 H021000 0.000 048 I011000 0 048 I021000 0.000 048 J011000 0 048 J021000 0.000 048 K011000 0 048 K021000 0.000 058 A001000 N 059 001000 Y 060 A001000 Y 060 B001000 Y 061 001000 250000 062 A001000 N PAGE 52 062 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 N 066 E001000 N 066 F001000 N 066 G001000 Y 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 PAGE 53 070 K021000 N 070 L011000 Y 070 L021000 Y 070 M011000 Y 070 M021000 Y 070 N011000 N 070 N021000 N 070 O011000 Y 070 O021000 Y 070 P011000 N 070 P021000 N 070 Q011000 N 070 Q021000 N 070 R011000 N 070 R021000 N 071 A001000 7198 071 B001000 7830 071 C001000 7893 071 D001000 91 072 A001000 6 072 B001000 183 072 C001000 11 072 D001000 0 072 E001000 0 072 F001000 33 072 G001000 4 072 H001000 0 072 I001000 22 072 J001000 41 072 K001000 0 072 L001000 0 072 M001000 2 072 N001000 10 072 O001000 0 072 P001000 0 072 Q001000 0 072 R001000 8 072 S001000 2 072 T001000 0 072 U001000 0 072 V001000 0 072 W001000 4 072 X001000 126 072 Y001000 82 072 Z001000 150 072AA001000 1998 072BB001000 0 072CC011000 1559 072CC021000 0 072DD011000 299 072DD021000 6 PAGE 54 072EE001000 289 073 A011000 0.4800 073 A021000 0.4500 073 B001000 0.4700 073 C001000 0.0000 074 A001000 0 074 B001000 2026 074 C001000 0 074 D001000 3068 074 E001000 82 074 F001000 5809 074 G001000 0 074 H001000 0 074 I001000 0 074 J001000 353 074 K001000 1 074 L001000 104 074 M001000 48 074 N001000 11491 074 O001000 235 074 P001000 0 074 Q001000 0 074 R011000 0 074 R021000 0 074 R031000 0 074 R041000 248 074 S001000 0 074 T001000 11008 074 U011000 708 074 U021000 26 074 V011000 14.99 074 V021000 14.96 074 W001000 0.0000 074 X001000 37 074 Y001000 0 075 A001000 0 075 B001000 8727 076 001000 0.00 024 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 776 028 A021100 527 028 A031100 0 028 A041100 237 PAGE 55 028 B011100 191 028 B021100 2 028 B031100 0 028 B041100 233 028 C011100 1650 028 C021100 523 028 C031100 0 028 C041100 1853 028 D011100 757 028 D021100 0 028 D031100 0 028 D041100 439 028 E011100 1498 028 E021100 0 028 E031100 0 028 E041100 884 028 F011100 386 028 F021100 0 028 F031100 0 028 F041100 604 028 G011100 5258 028 G021100 1052 028 G031100 0 028 G041100 4250 028 H001100 0 029 001100 N 030 A001100 0 030 B001100 0.00 030 C001100 0.00 031 A001100 0 031 B001100 0 032 001100 0 033 001100 0 034 001100 N 035 001100 0 036 B001100 0 045 001100 Y 046 001100 N 047 001100 Y 048 001100 0.600 048 A011100 0 048 A021100 0.000 048 B011100 0 048 B021100 0.000 048 C011100 0 048 C021100 0.000 048 D011100 0 048 D021100 0.000 048 E011100 0 048 E021100 0.000 048 F011100 0 PAGE 56 048 F021100 0.000 048 G011100 0 048 G021100 0.000 048 H011100 0 048 H021100 0.000 048 I011100 0 048 I021100 0.000 048 J011100 0 048 J021100 0.000 048 K011100 0 048 K021100 0.000 058 A001100 N 059 001100 Y 060 A001100 Y 060 B001100 Y 061 001100 1000000 062 A001100 Y 062 B001100 0.0 062 C001100 0.0 062 D001100 2.8 062 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 0.0 062 O001100 0.0 062 P001100 73.1 062 Q001100 12.7 062 R001100 9.8 063 A001100 0 063 B001100 14.7 064 A001100 N 064 B001100 Y 065 001100 N 066 A001100 N 067 001100 N 068 A001100 N 068 B001100 N 069 001100 N 070 A011100 Y 070 A021100 Y 070 B011100 N 070 B021100 N 070 C011100 Y 070 C021100 N 070 D011100 N PAGE 57 070 D021100 N 070 E011100 Y 070 E021100 N 070 F011100 N 070 F021100 N 070 G011100 Y 070 G021100 N 070 H011100 N 070 H021100 N 070 I011100 N 070 I021100 N 070 J011100 Y 070 J021100 N 070 K011100 Y 070 K021100 N 070 L011100 Y 070 L021100 Y 070 M011100 Y 070 M021100 Y 070 N011100 N 070 N021100 N 070 O011100 Y 070 O021100 N 070 P011100 N 070 P021100 N 070 Q011100 N 070 Q021100 N 070 R011100 N 070 R021100 N 071 A001100 5202 071 B001100 4116 071 C001100 21081 071 D001100 20 072 A001100 6 072 B001100 1188 072 C001100 69 072 D001100 0 072 E001100 0 072 F001100 66 072 G001100 6 072 H001100 0 072 I001100 15 072 J001100 28 072 K001100 0 072 L001100 4 072 M001100 2 072 N001100 9 072 O001100 0 072 P001100 0 072 Q001100 0 072 R001100 13 PAGE 58 072 S001100 1 072 T001100 0 072 U001100 1 072 V001100 0 072 W001100 4 072 X001100 149 072 Y001100 66 072 Z001100 1175 072AA001100 0 072BB001100 173 072CC011100 1414 072CC021100 0 072DD011100 1206 072DD021100 0 072EE001100 2 073 A011100 0.5000 073 A021100 0.0000 073 B001100 0.0000 073 C001100 0.0000 074 A001100 0 074 B001100 661 074 C001100 0 074 D001100 20099 074 E001100 1350 074 F001100 899 074 G001100 0 074 H001100 0 074 I001100 44 074 J001100 309 074 K001100 0 074 L001100 423 074 M001100 3 074 N001100 23788 074 O001100 294 074 P001100 0 074 Q001100 0 074 R011100 0 074 R021100 0 074 R031100 0 074 R041100 77 074 S001100 0 074 T001100 23417 074 U011100 2582 074 U021100 0 074 V011100 9.07 074 V021100 0.00 074 W001100 0.0000 074 X001100 99 074 Y001100 0 075 A001100 0 075 B001100 22072 PAGE 59 076 001100 0.00 024 001200 N 025 D001201 0 025 D001202 0 025 D001203 0 025 D001204 0 025 D001205 0 025 D001206 0 025 D001207 0 025 D001208 0 028 A011200 4164 028 A021200 0 028 A031200 0 028 A041200 1398 028 B011200 4733 028 B021200 0 028 B031200 0 028 B041200 1479 028 C011200 9110 028 C021200 0 028 C031200 0 028 C041200 1350 028 D011200 19221 028 D021200 0 028 D031200 0 028 D041200 2982 028 E011200 29747 028 E021200 0 028 E031200 0 028 E041200 5134 028 F011200 16424 028 F021200 0 028 F031200 0 028 F041200 10771 028 G011200 83399 028 G021200 0 028 G031200 0 028 G041200 23114 028 H001200 0 029 001200 N 030 A001200 0 030 B001200 0.00 030 C001200 0.00 031 A001200 0 031 B001200 0 032 001200 0 033 001200 0 034 001200 N 035 001200 0 036 B001200 0 045 001200 Y PAGE 60 046 001200 N 047 001200 Y 048 001200 0.750 048 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 0.000 058 A001200 N 059 001200 Y 060 A001200 Y 060 B001200 Y 061 001200 250000 062 A001200 N 062 B001200 0.0 062 C001200 0.0 062 D001200 0.0 062 E001200 0.0 062 F001200 0.0 062 G001200 0.0 062 H001200 0.0 062 I001200 0.0 062 J001200 0.0 062 K001200 0.0 062 L001200 0.0 062 M001200 0.0 062 N001200 0.0 062 O001200 0.0 062 P001200 0.0 062 Q001200 0.0 062 R001200 0.0 063 A001200 0 063 B001200 0.0 066 A001200 Y PAGE 61 066 B001200 N 066 C001200 N 066 D001200 Y 066 E001200 N 066 F001200 N 066 G001200 N 067 001200 N 068 A001200 N 068 B001200 N 069 001200 N 070 A011200 Y 070 A021200 Y 070 B011200 Y 070 B021200 N 070 C011200 N 070 C021200 N 070 D011200 Y 070 D021200 N 070 E011200 N 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 N 070 K011200 Y 070 K021200 N 070 L011200 Y 070 L021200 Y 070 M011200 Y 070 M021200 N 070 N011200 Y 070 N021200 N 070 O011200 Y 070 O021200 N 070 P011200 N 070 P021200 N 070 Q011200 N 070 Q021200 N 070 R011200 N 070 R021200 N 071 A001200 201146 071 B001200 142053 071 C001200 151239 071 D001200 94 072 A001200 6 PAGE 62 072 B001200 184 072 C001200 10 072 D001200 0 072 E001200 0 072 F001200 597 072 G001200 29 072 H001200 0 072 I001200 25 072 J001200 40 072 K001200 0 072 L001200 2 072 M001200 2 072 N001200 10 072 O001200 0 072 P001200 0 072 Q001200 0 072 R001200 9 072 S001200 2 072 T001200 20 072 U001200 0 072 V001200 0 072 W001200 4 072 X001200 740 072 Y001200 0 072 Z001200 -546 072AA001200 35091 072BB001200 0 072CC011200 41609 072CC021200 0 072DD011200 0 072DD021200 0 072EE001200 0 073 A011200 0.0000 073 A021200 0.0000 073 B001200 0.0000 073 C001200 0.0000 074 A001200 0 074 B001200 6626 074 C001200 0 074 D001200 0 074 E001200 0 074 F001200 218902 074 G001200 0 074 H001200 0 074 I001200 0 074 J001200 6385 074 K001200 0 074 L001200 784 074 M001200 0 074 N001200 232697 074 O001200 3926 PAGE 63 074 P001200 5 074 Q001200 0 074 R011200 0 074 R021200 0 074 R031200 0 074 R041200 5162 074 S001200 0 074 T001200 223604 074 U011200 6640 074 U021200 844 074 V011200 29.90 074 V021200 29.68 074 W001200 0.0000 074 X001200 393 074 Y001200 0 075 A001200 0 075 B001200 159458 076 001200 0.00 024 001300 Y 025 A001301 LEHMAN BROTHERS HOLDINGS, INC. 025 B001301 13-2518466 025 C001301 D 025 D001301 231 025 D001302 0 025 D001303 0 025 D001304 0 025 D001305 0 025 D001306 0 025 D001307 0 025 D001308 0 028 A011300 600 028 A021300 16 028 A031300 0 028 A041300 177 028 B011300 207 028 B021300 17 028 B031300 0 028 B041300 436 028 C011300 511 028 C021300 35 028 C031300 0 028 C041300 206 028 D011300 378 028 D021300 0 028 D031300 0 028 D041300 444 028 E011300 313 028 E021300 18 028 E031300 0 028 E041300 589 028 F011300 807 PAGE 64 028 F021300 22 028 F031300 0 028 F041300 466 028 G011300 2816 028 G021300 108 028 G031300 0 028 G041300 2318 028 H001300 0 029 001300 Y 030 A001300 73 030 B001300 3.50 030 C001300 3.50 031 A001300 9 031 B001300 0 032 001300 64 033 001300 0 034 001300 N 035 001300 0 036 B001300 0 045 001300 Y 046 001300 N 047 001300 Y 048 001300 0.400 048 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 0.000 058 A001300 N 059 001300 Y 060 A001300 Y 060 B001300 Y 061 001300 250000 062 A001300 Y PAGE 65 062 B001300 0.0 062 C001300 0.0 062 D001300 0.8 062 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 2.2 062 O001300 0.0 062 P001300 86.8 062 Q001300 5.4 062 R001300 2.0 063 A001300 0 063 B001300 20.3 064 A001300 N 064 B001300 N 066 A001300 N 067 001300 N 068 A001300 N 068 B001300 N 069 001300 N 070 A011300 Y 070 A021300 Y 070 B011300 N 070 B021300 N 070 C011300 Y 070 C021300 N 070 D011300 N 070 D021300 N 070 E011300 Y 070 E021300 N 070 F011300 N 070 F021300 N 070 G011300 Y 070 G021300 N 070 H011300 N 070 H021300 N 070 I011300 N 070 I021300 N 070 J011300 Y 070 J021300 N 070 K011300 Y 070 K021300 N 070 L011300 Y 070 L021300 Y 070 M011300 Y PAGE 66 070 M021300 Y 070 N011300 Y 070 N021300 N 070 O011300 Y 070 O021300 N 070 P011300 N 070 P021300 N 070 Q011300 N 070 Q021300 N 070 R011300 N 070 R021300 N 071 A001300 3236 071 B001300 2616 071 C001300 21000 071 D001300 12 072 A001300 6 072 B001300 845 072 C001300 15 072 D001300 0 072 E001300 0 072 F001300 43 072 G001300 15 072 H001300 0 072 I001300 26 072 J001300 38 072 K001300 0 072 L001300 8 072 M001300 2 072 N001300 9 072 O001300 0 072 P001300 0 072 Q001300 0 072 R001300 9 072 S001300 2 072 T001300 65 072 U001300 0 072 V001300 0 072 W001300 74 072 X001300 291 072 Y001300 167 072 Z001300 736 072AA001300 0 072BB001300 43 072CC011300 393 072CC021300 0 072DD011300 89 072DD021300 635 072EE001300 0 073 A011300 0.3600 073 A021300 0.6800 073 B001300 0.0000 PAGE 67 073 C001300 0.0000 074 A001300 0 074 B001300 189 074 C001300 0 074 D001300 21007 074 E001300 455 074 F001300 0 074 G001300 0 074 H001300 0 074 I001300 0 074 J001300 0 074 K001300 70 074 L001300 581 074 M001300 0 074 N001300 22302 074 O001300 0 074 P001300 0 074 Q001300 0 074 R011300 0 074 R021300 0 074 R031300 0 074 R041300 38 074 S001300 0 074 T001300 22264 074 U011300 256 074 U021300 282 074 V011300 10.12 074 V021300 10.11 074 W001300 0.0000 074 X001300 40 074 Y001300 0 075 A001300 0 075 B001300 21487 076 001300 0.00 024 001400 Y 025 A001401 LEHMAN BROTHERS HOLDINGS INC. 025 B001401 13-2518466 025 C001401 D 025 D001401 158 025 A001402 MORGAN STANLEY DEAN WITTER & CO. 025 B001402 13-2655998 025 C001402 D 025 D001402 189 025 A001403 BEAR STEARNS CO. INC. 025 B001403 13-3299429 025 C001403 D 025 D001403 241 025 D001404 0 025 D001405 0 025 D001406 0 025 D001407 0 PAGE 68 025 D001408 0 028 A011400 394 028 A021400 172 028 A031400 0 028 A041400 7 028 B011400 70 028 B021400 0 028 B031400 0 028 B041400 122 028 C011400 117 028 C021400 173 028 C031400 0 028 C041400 31 028 D011400 99 028 D021400 0 028 D031400 0 028 D041400 128 028 E011400 2432 028 E021400 0 028 E031400 0 028 E041400 66 028 F011400 327 028 F021400 0 028 F031400 0 028 F041400 365 028 G011400 3439 028 G021400 345 028 G031400 0 028 G041400 719 028 H001400 0 029 001400 N 030 A001400 0 030 B001400 0.00 030 C001400 0.00 031 A001400 0 031 B001400 0 032 001400 0 033 001400 0 034 001400 N 035 001400 0 036 B001400 0 045 001400 Y 046 001400 N 047 001400 Y 048 001400 0.400 048 A011400 0 048 A021400 0.000 048 B011400 0 048 B021400 0.000 048 C011400 0 048 C021400 0.000 PAGE 69 048 D011400 0 048 D021400 0.000 048 E011400 0 048 E021400 0.000 048 F011400 0 048 F021400 0.000 048 G011400 0 048 G021400 0.000 048 H011400 0 048 H021400 0.000 048 I011400 0 048 I021400 0.000 048 J011400 0 048 J021400 0.000 048 K011400 0 048 K021400 0.000 058 A001400 N 059 001400 Y 060 A001400 Y 060 B001400 Y 061 001400 250000 062 A001400 Y 062 B001400 0.0 062 C001400 0.0 062 D001400 2.9 062 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 8.4 062 O001400 0.0 062 P001400 85.9 062 Q001400 2.7 062 R001400 0.0 063 A001400 0 063 B001400 5.0 064 A001400 N 064 B001400 N 066 A001400 N 067 001400 N 068 A001400 N 068 B001400 N 069 001400 N 070 A011400 Y 070 A021400 Y 070 B011400 N PAGE 70 070 B021400 N 070 C011400 Y 070 C021400 N 070 D011400 N 070 D021400 N 070 E011400 Y 070 E021400 N 070 F011400 N 070 F021400 N 070 G011400 Y 070 G021400 N 070 H011400 N 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 N 070 O011400 Y 070 O021400 N 070 P011400 N 070 P021400 N 070 Q011400 N 070 Q021400 N 070 R011400 N 070 R021400 N 071 A001400 4903 071 B001400 1665 071 C001400 11521 071 D001400 14 072 A001400 6 072 B001400 436 072 C001400 0 072 D001400 0 072 E001400 0 072 F001400 24 072 G001400 5 072 H001400 0 072 I001400 22 072 J001400 31 072 K001400 0 072 L001400 1 072 M001400 2 072 N001400 9 PAGE 71 072 O001400 0 072 P001400 0 072 Q001400 0 072 R001400 9 072 S001400 2 072 T001400 2 072 U001400 0 072 V001400 0 072 W001400 4 072 X001400 111 072 Y001400 76 072 Z001400 401 072AA001400 0 072BB001400 16 072CC011400 18 072CC021400 0 072DD011400 317 072DD021400 61 072EE001400 0 073 A011400 0.3300 073 A021400 0.3200 073 B001400 0.0000 073 C001400 0.0000 074 A001400 1 074 B001400 397 074 C001400 0 074 D001400 13434 074 E001400 0 074 F001400 0 074 G001400 0 074 H001400 0 074 I001400 0 074 J001400 0 074 K001400 0 074 L001400 247 074 M001400 0 074 N001400 14079 074 O001400 198 074 P001400 0 074 Q001400 0 074 R011400 0 074 R021400 0 074 R031400 0 074 R041400 34 074 S001400 0 074 T001400 13847 074 U011400 1247 074 U021400 208 074 V011400 9.52 074 V021400 9.51 074 W001400 0.0000 PAGE 72 074 X001400 66 074 Y001400 0 075 A001400 0 075 B001400 11898 076 001400 0.00 025 D001501 0 025 D001502 0 025 D001503 0 025 D001504 0 025 D001505 0 025 D001506 0 025 D001507 0 025 D001508 0 028 A011500 0 028 A021500 0 028 A031500 0 028 A041500 0 028 B011500 0 028 B021500 0 028 B031500 0 028 B041500 0 028 C011500 0 028 C021500 0 028 C031500 0 028 C041500 0 028 D011500 0 028 D021500 0 028 D031500 0 028 D041500 0 028 E011500 0 028 E021500 0 028 E031500 0 028 E041500 0 028 F011500 0 028 F021500 0 028 F031500 0 028 F041500 0 028 G011500 0 028 G021500 0 028 G031500 0 028 G041500 0 028 H001500 0 034 001500 N 035 001500 0 036 B001500 0 045 001500 N 048 001500 0.000 048 A011500 0 048 A021500 0.000 048 B011500 0 048 B021500 0.000 PAGE 73 048 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 0.000 061 001500 0 062 A001500 N 062 B001500 0.0 062 C001500 0.0 062 D001500 0.0 062 E001500 0.0 062 F001500 0.0 062 G001500 0.0 062 H001500 0.0 062 I001500 0.0 062 J001500 0.0 062 K001500 0.0 062 L001500 0.0 062 M001500 0.0 062 N001500 0.0 062 O001500 0.0 062 P001500 0.0 062 Q001500 0.0 062 R001500 0.0 063 A001500 0 063 B001500 0.0 066 A001500 N 067 001500 N 068 A001500 N 068 B001500 N 069 001500 N 070 A011500 Y 070 A021500 N 070 B011500 Y 070 B021500 N 070 C011500 N 070 C021500 N 070 D011500 Y PAGE 74 070 D021500 N 070 E011500 N 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 N 070 M011500 Y 070 M021500 N 070 N011500 Y 070 N021500 N 070 O011500 Y 070 O021500 N 070 P011500 N 070 P021500 N 070 Q011500 N 070 Q021500 N 070 R011500 N 070 R021500 N 071 A001500 0 071 B001500 0 071 C001500 0 071 D001500 0 072 A001500 0 072 B001500 0 072 C001500 0 072 D001500 0 072 E001500 0 072 F001500 0 072 G001500 0 072 H001500 0 072 I001500 0 072 J001500 0 072 K001500 0 072 L001500 0 072 M001500 0 072 N001500 0 072 O001500 0 072 P001500 0 072 Q001500 0 072 R001500 0 PAGE 75 072 S001500 0 072 T001500 0 072 U001500 0 072 V001500 0 072 W001500 0 072 X001500 0 072 Y001500 0 072 Z001500 0 072AA001500 0 072BB001500 0 072CC011500 0 072CC021500 0 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 0 074 C001500 0 074 D001500 0 074 E001500 0 074 F001500 0 074 G001500 0 074 H001500 0 074 I001500 0 074 J001500 0 074 K001500 0 074 L001500 0 074 M001500 0 074 N001500 0 074 O001500 0 074 P001500 0 074 Q001500 0 074 R011500 0 074 R021500 0 074 R031500 0 074 R041500 0 074 S001500 0 074 T001500 0 074 U011500 0 074 U021500 0 074 V011500 0.00 074 V021500 0.00 074 W001500 0.0000 074 X001500 0 074 Y001500 0 075 A001500 0 075 B001500 0 PAGE 76 076 001500 0.00 024 001600 Y 025 A001601 LEHMAN BROTHERS HOLDINGS, INC. 025 B001601 13-2518466 025 C001601 E 025 D001601 49 025 D001602 0 025 D001603 0 025 D001604 0 025 D001605 0 025 D001606 0 025 D001607 0 025 D001608 0 028 A011600 31 028 A021600 0 028 A031600 0 028 A041600 44 028 B011600 44 028 B021600 196 028 B031600 0 028 B041600 302 028 C011600 77 028 C021600 12 028 C031600 0 028 C041600 243 028 D011600 392 028 D021600 0 028 D031600 0 028 D041600 244 028 E011600 60 028 E021600 0 028 E031600 0 028 E041600 197 028 F011600 37 028 F021600 0 028 F031600 0 028 F041600 518 028 G011600 641 028 G021600 208 028 G031600 0 028 G041600 1548 028 H001600 0 029 001600 N 030 A001600 0 030 B001600 0.00 030 C001600 0.00 031 A001600 0 031 B001600 0 032 001600 0 033 001600 0 034 001600 N PAGE 77 035 001600 0 036 B001600 0 045 001600 Y 046 001600 N 047 001600 Y 048 001600 0.750 048 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 0.000 058 A001600 N 059 001600 Y 060 A001600 Y 060 B001600 Y 061 001600 250000 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 PAGE 78 063 A001600 0 063 B001600 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 N 070 C021600 N 070 D011600 Y 070 D021600 N 070 E011600 N 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 N 070 L011600 Y 070 L021600 N 070 M011600 Y 070 M021600 N 070 N011600 Y 070 N021600 N 070 O011600 Y 070 O021600 N 070 P011600 N 070 P021600 N 070 Q011600 N 070 Q021600 N 070 R011600 N 070 R021600 N 071 A001600 6990 071 B001600 7519 PAGE 79 071 C001600 5043 071 D001600 39 072 A001600 6 072 B001600 5 072 C001600 33 072 D001600 0 072 E001600 0 072 F001600 20 072 G001600 3 072 H001600 0 072 I001600 23 072 J001600 35 072 K001600 0 072 L001600 0 072 M001600 2 072 N001600 9 072 O001600 0 072 P001600 0 072 Q001600 0 072 R001600 9 072 S001600 2 072 T001600 0 072 U001600 0 072 V001600 0 072 W001600 4 072 X001600 107 072 Y001600 81 072 Z001600 11 072AA001600 108 072BB001600 0 072CC011600 537 072CC021600 0 072DD011600 12 072DD021600 0 072EE001600 198 073 A011600 0.0300 073 A021600 0.0000 073 B001600 0.4300 073 C001600 0.0000 074 A001600 52 074 B001600 0 074 C001600 0 074 D001600 0 074 E001600 0 074 F001600 4887 074 G001600 0 074 H001600 0 074 I001600 0 074 J001600 220 074 K001600 0 074 L001600 8 PAGE 80 074 M001600 0 074 N001600 5167 074 O001600 99 074 P001600 0 074 Q001600 0 074 R011600 0 074 R021600 0 074 R031600 0 074 R041600 29 074 S001600 0 074 T001600 5039 074 U011600 398 074 U021600 23 074 V011600 11.97 074 V021600 11.95 074 W001600 0.0000 074 X001600 60 074 Y001600 0 075 A001600 0 075 B001600 5290 076 001600 0.00 024 001700 Y 025 A001701 LEHMAN BROTHERS HOLDINGS, INC. 025 B001701 13-2518466 025 C001701 E 025 D001701 1407 025 D001702 0 025 D001703 0 025 D001704 0 025 D001705 0 025 D001706 0 025 D001707 0 025 D001708 0 028 A011700 364 028 A021700 0 028 A031700 0 028 A041700 166 028 B011700 1900 028 B021700 927 028 B031700 0 028 B041700 741 028 C011700 5894 028 C021700 0 028 C031700 0 028 C041700 1041 028 D011700 7989 028 D021700 0 028 D031700 0 028 D041700 1056 028 E011700 14999 028 E021700 0 PAGE 81 028 E031700 0 028 E041700 3846 028 F011700 19502 028 F021700 0 028 F031700 0 028 F041700 6308 028 G011700 50648 028 G021700 927 028 G031700 0 028 G041700 13158 028 H001700 0 029 001700 N 030 A001700 0 030 B001700 0.00 030 C001700 0.00 031 A001700 0 031 B001700 0 032 001700 0 033 001700 0 034 001700 N 035 001700 0 036 B001700 0 045 001700 Y 046 001700 N 047 001700 Y 048 001700 0.750 048 A011700 0 048 A021700 0.000 048 B011700 0 048 B021700 0.000 048 C011700 0 048 C021700 0.000 048 D011700 0 048 D021700 0.000 048 E011700 0 048 E021700 0.000 048 F011700 0 048 F021700 0.000 048 G011700 0 048 G021700 0.000 048 H011700 0 048 H021700 0.000 048 I011700 0 048 I021700 0.000 048 J011700 0 048 J021700 0.000 048 K011700 0 048 K021700 0.000 058 A001700 N 059 001700 Y 060 A001700 Y PAGE 82 060 B001700 Y 061 001700 250000 062 A001700 N 062 B001700 0.0 062 C001700 0.0 062 D001700 0.0 062 E001700 0.0 062 F001700 0.0 062 G001700 0.0 062 H001700 0.0 062 I001700 0.0 062 J001700 0.0 062 K001700 0.0 062 L001700 0.0 062 M001700 0.0 062 N001700 0.0 062 O001700 0.0 062 P001700 0.0 062 Q001700 0.0 062 R001700 0.0 063 A001700 0 063 B001700 0.0 066 A001700 Y 066 B001700 N 066 C001700 N 066 D001700 Y 066 E001700 N 066 F001700 N 066 G001700 N 067 001700 N 068 A001700 N 068 B001700 N 069 001700 N 070 A011700 Y 070 A021700 Y 070 B011700 Y 070 B021700 N 070 C011700 N 070 C021700 N 070 D011700 Y 070 D021700 N 070 E011700 N 070 E021700 N 070 F011700 Y 070 F021700 N 070 G011700 Y 070 G021700 N 070 H011700 Y 070 H021700 N 070 I011700 N 070 I021700 N PAGE 83 070 J011700 Y 070 J021700 N 070 K011700 Y 070 K021700 N 070 L011700 Y 070 L021700 Y 070 M011700 Y 070 M021700 N 070 N011700 Y 070 N021700 N 070 O011700 Y 070 O021700 N 070 P011700 N 070 P021700 N 070 Q011700 N 070 Q021700 N 070 R011700 N 070 R021700 N 071 A001700 77849 071 B001700 43987 071 C001700 36700 071 D001700 120 072 A001700 6 072 B001700 48 072 C001700 8 072 D001700 0 072 E001700 0 072 F001700 145 072 G001700 8 072 H001700 0 072 I001700 23 072 J001700 30 072 K001700 0 072 L001700 0 072 M001700 2 072 N001700 9 072 O001700 0 072 P001700 0 072 Q001700 0 072 R001700 9 072 S001700 2 072 T001700 13 072 U001700 0 072 V001700 0 072 W001700 4 072 X001700 245 072 Y001700 39 072 Z001700 -150 072AA001700 8404 072BB001700 0 072CC011700 13917 PAGE 84 072CC021700 0 072DD011700 0 072DD021700 0 072EE001700 941 073 A011700 0.0000 073 A021700 0.0000 073 B001700 1.2200 073 C001700 0.0000 074 A001700 0 074 B001700 5907 074 C001700 0 074 D001700 0 074 E001700 0 074 F001700 70488 074 G001700 0 074 H001700 0 074 I001700 0 074 J001700 4729 074 K001700 0 074 L001700 422 074 M001700 0 074 N001700 81546 074 O001700 7197 074 P001700 1 074 Q001700 0 074 R011700 0 074 R021700 0 074 R031700 0 074 R041700 217 074 S001700 0 074 T001700 74131 074 U011700 968 074 U021700 689 074 V011700 44.84 074 V021700 44.55 074 W001700 0.0000 074 X001700 301 074 Y001700 0 075 A001700 0 075 B001700 38606 076 001700 0.00 024 001800 N 025 D001801 0 025 D001802 0 025 D001803 0 025 D001804 0 025 D001805 0 025 D001806 0 025 D001807 0 025 D001808 0 028 A011800 206 PAGE 85 028 A021800 0 028 A031800 0 028 A041800 2843 028 B011800 5690 028 B021800 0 028 B031800 0 028 B041800 959 028 C011800 9471 028 C021800 0 028 C031800 0 028 C041800 539 028 D011800 5998 028 D021800 0 028 D031800 0 028 D041800 4280 028 E011800 899 028 E021800 0 028 E031800 0 028 E041800 3659 028 F011800 17 028 F021800 0 028 F031800 0 028 F041800 6370 028 G011800 22281 028 G021800 0 028 G031800 0 028 G041800 18650 028 H001800 0 029 001800 Y 030 A001800 560 030 B001800 2.50 030 C001800 2.50 031 A001800 101 031 B001800 0 032 001800 459 033 001800 0 034 001800 N 035 001800 0 036 B001800 0 045 001800 Y 046 001800 N 047 001800 Y 048 001800 0.600 048 A011800 0 048 A021800 0.000 048 B011800 0 048 B021800 0.000 048 C011800 0 048 C021800 0.000 048 D011800 0 048 D021800 0.000 PAGE 86 048 E011800 0 048 E021800 0.000 048 F011800 0 048 F021800 0.000 048 G011800 0 048 G021800 0.000 048 H011800 0 048 H021800 0.000 048 I011800 0 048 I021800 0.000 048 J011800 0 048 J021800 0.000 048 K011800 0 048 K021800 0.000 058 A001800 N 059 001800 Y 060 A001800 Y 060 B001800 Y 061 001800 250000 062 A001800 Y 062 B001800 0.0 062 C001800 0.0 062 D001800 2.0 062 E001800 0.0 062 F001800 0.0 062 G001800 0.0 062 H001800 0.0 062 I001800 0.0 062 J001800 0.0 062 K001800 0.0 062 L001800 0.0 062 M001800 0.0 062 N001800 0.0 062 O001800 0.0 062 P001800 83.2 062 Q001800 13.6 062 R001800 2.7 063 A001800 0 063 B001800 17.1 066 A001800 N 067 001800 N 068 A001800 N 068 B001800 N 069 001800 N 070 A011800 Y 070 A021800 Y 070 B011800 Y 070 B021800 N 070 C011800 Y 070 C021800 N 070 D011800 Y PAGE 87 070 D021800 N 070 E011800 N 070 E021800 N 070 F011800 Y 070 F021800 N 070 G011800 Y 070 G021800 N 070 H011800 Y 070 H021800 N 070 I011800 N 070 I021800 N 070 J011800 Y 070 J021800 N 070 K011800 Y 070 K021800 N 070 L011800 Y 070 L021800 Y 070 M011800 Y 070 M021800 N 070 N011800 Y 070 N021800 N 070 O011800 Y 070 O021800 N 070 P011800 N 070 P021800 N 070 Q011800 N 070 Q021800 N 070 R011800 N 070 R021800 N 071 A001800 16566 071 B001800 13642 071 C001800 37875 071 D001800 36 072 A001800 6 072 B001800 1595 072 C001800 27 072 D001800 0 072 E001800 0 072 F001800 119 072 G001800 8 072 H001800 0 072 I001800 3 072 J001800 25 072 K001800 0 072 L001800 168 072 M001800 2 072 N001800 1 072 O001800 0 072 P001800 0 072 Q001800 0 072 R001800 13 PAGE 88 072 S001800 12 072 T001800 148 072 U001800 0 072 V001800 0 072 W001800 5 072 X001800 505 072 Y001800 209 072 Z001800 1325 072AA001800 175 072BB001800 0 072CC011800 362 072CC021800 0 072DD011800 1316 072DD021800 0 072EE001800 568 073 A011800 0.3300 073 A021800 0.0000 073 B001800 0.1500 073 C001800 0.0000 074 A001800 1 074 B001800 745 074 C001800 0 074 D001800 36665 074 E001800 1022 074 F001800 17 074 G001800 0 074 H001800 0 074 I001800 1 074 J001800 0 074 K001800 0 074 L001800 515 074 M001800 79 074 N001800 39045 074 O001800 0 074 P001800 1 074 Q001800 0 074 R011800 0 074 R021800 0 074 R031800 0 074 R041800 1172 074 S001800 0 074 T001800 37872 074 U011800 3886 074 U021800 0 074 V011800 9.75 074 V021800 0.00 074 W001800 0.0000 074 X001800 1 074 Y001800 0 075 A001800 0 075 B001800 39569 PAGE 89 076 001800 0.00 024 001900 N 025 D001901 0 025 D001902 0 025 D001903 0 025 D001904 0 025 D001905 0 025 D001906 0 025 D001907 0 025 D001908 0 028 A011900 0 028 A021900 0 028 A031900 0 028 A041900 0 028 B011900 1348 028 B021900 0 028 B031900 0 028 B041900 0 028 C011900 735 028 C021900 0 028 C031900 0 028 C041900 0 028 D011900 437 028 D021900 0 028 D031900 0 028 D041900 0 028 E011900 58 028 E021900 0 028 E031900 0 028 E041900 0 028 F011900 65 028 F021900 0 028 F031900 0 028 F041900 0 028 G011900 2643 028 G021900 0 028 G031900 0 028 G041900 0 028 H001900 0 029 001900 N 030 A001900 0 030 B001900 0.00 030 C001900 0.00 031 A001900 0 031 B001900 0 032 001900 0 033 001900 0 034 001900 N 035 001900 0 036 B001900 0 045 001900 Y PAGE 90 046 001900 N 047 001900 Y 048 001900 1.250 048 A011900 0 048 A021900 0.000 048 B011900 0 048 B021900 0.000 048 C011900 0 048 C021900 0.000 048 D011900 0 048 D021900 0.000 048 E011900 0 048 E021900 0.000 048 F011900 0 048 F021900 0.000 048 G011900 0 048 G021900 0.000 048 H011900 0 048 H021900 0.000 048 I011900 0 048 I021900 0.000 048 J011900 0 048 J021900 0.000 048 K011900 0 048 K021900 0.000 058 A001900 N 059 001900 Y 060 A001900 Y 060 B001900 Y 061 001900 250000 062 A001900 N 062 B001900 0.0 062 C001900 0.0 062 D001900 0.0 062 E001900 0.0 062 F001900 0.0 062 G001900 0.0 062 H001900 0.0 062 I001900 0.0 062 J001900 0.0 062 K001900 0.0 062 L001900 0.0 062 M001900 0.0 062 N001900 0.0 062 O001900 0.0 062 P001900 0.0 062 Q001900 0.0 062 R001900 0.0 063 A001900 0 063 B001900 0.0 066 A001900 Y PAGE 91 066 B001900 N 066 C001900 N 066 D001900 Y 066 E001900 N 066 F001900 N 066 G001900 N 067 001900 N 068 A001900 N 068 B001900 Y 069 001900 N 070 A011900 Y 070 A021900 Y 070 B011900 Y 070 B021900 N 070 C011900 N 070 C021900 N 070 D011900 Y 070 D021900 N 070 E011900 N 070 E021900 N 070 F011900 Y 070 F021900 N 070 G011900 Y 070 G021900 N 070 H011900 Y 070 H021900 N 070 I011900 N 070 I021900 N 070 J011900 Y 070 J021900 N 070 K011900 Y 070 K021900 N 070 L011900 Y 070 L021900 Y 070 M011900 Y 070 M021900 Y 070 N011900 Y 070 N021900 N 070 O011900 Y 070 O021900 N 070 P011900 N 070 P021900 N 070 Q011900 N 070 Q021900 N 070 R011900 N 070 R021900 N 071 A001900 5055 071 B001900 2736 071 C001900 3214 071 D001900 85 072 A001900 6 PAGE 92 072 B001900 5 072 C001900 7 072 D001900 0 072 E001900 0 072 F001900 16 072 G001900 1 072 H001900 0 072 I001900 11 072 J001900 22 072 K001900 0 072 L001900 3 072 M001900 2 072 N001900 6 072 O001900 0 072 P001900 0 072 Q001900 0 072 R001900 11 072 S001900 2 072 T001900 0 072 U001900 0 072 V001900 0 072 W001900 5 072 X001900 79 072 Y001900 50 072 Z001900 -17 072AA001900 935 072BB001900 0 072CC011900 949 072CC021900 0 072DD011900 0 072DD021900 0 072EE001900 0 073 A011900 0.0000 073 A021900 0.0000 073 B001900 0.0000 073 C001900 0.0000 074 A001900 1 074 B001900 361 074 C001900 0 074 D001900 0 074 E001900 0 074 F001900 4180 074 G001900 0 074 H001900 0 074 I001900 24 074 J001900 58 074 K001900 0 074 L001900 4 074 M001900 0 074 N001900 4628 074 O001900 101 PAGE 93 074 P001900 0 074 Q001900 0 074 R011900 0 074 R021900 0 074 R031900 0 074 R041900 16 074 S001900 0 074 T001900 4511 074 U011900 212 074 U021900 0 074 V011900 21.25 074 V021900 0.00 074 W001900 0.0000 074 X001900 79 074 Y001900 0 075 A001900 0 075 B001900 3306 076 001900 0.00 024 002000 N 025 D002001 0 025 D002002 0 025 D002003 0 025 D002004 0 025 D002005 0 025 D002006 0 025 D002007 0 025 D002008 0 028 A012000 0 028 A022000 0 028 A032000 0 028 A042000 0 028 B012000 0 028 B022000 0 028 B032000 0 028 B042000 0 028 C012000 0 028 C022000 0 028 C032000 0 028 C042000 0 028 D012000 0 028 D022000 0 028 D032000 0 028 D042000 0 028 E012000 8173 028 E022000 0 028 E032000 0 028 E042000 82 028 F012000 8470 028 F022000 0 028 F032000 0 028 F042000 2379 PAGE 94 028 G012000 16643 028 G022000 0 028 G032000 0 028 G042000 2461 028 H002000 0 029 002000 N 030 A002000 0 030 B002000 0.00 030 C002000 0.00 031 A002000 0 031 B002000 0 032 002000 0 033 002000 0 034 002000 N 035 002000 0 036 B002000 0 045 002000 Y 046 002000 N 047 002000 Y 048 002000 1.000 048 A012000 0 048 A022000 0.000 048 B012000 0 048 B022000 0.000 048 C012000 0 048 C022000 0.000 048 D012000 0 048 D022000 0.000 048 E012000 0 048 E022000 0.000 048 F012000 0 048 F022000 0.000 048 G012000 0 048 G022000 0.000 048 H012000 0 048 H022000 0.000 048 I012000 0 048 I022000 0.000 048 J012000 0 048 J022000 0.000 048 K012000 0 048 K022000 0.000 058 A002000 N 059 002000 Y 060 A002000 Y 060 B002000 Y 061 002000 250000 062 A002000 N 062 B002000 0.0 062 C002000 0.0 062 D002000 0.0 PAGE 95 062 E002000 0.0 062 F002000 0.0 062 G002000 0.0 062 H002000 0.0 062 I002000 0.0 062 J002000 0.0 062 K002000 0.0 062 L002000 0.0 062 M002000 0.0 062 N002000 0.0 062 O002000 0.0 062 P002000 0.0 062 Q002000 0.0 062 R002000 0.0 063 A002000 0 063 B002000 0.0 066 A002000 Y 066 B002000 N 066 C002000 N 066 D002000 Y 066 E002000 N 066 F002000 N 066 G002000 N 067 002000 Y 068 A002000 N 068 B002000 N 069 002000 N 070 A012000 Y 070 A022000 Y 070 B012000 Y 070 B022000 N 070 C012000 N 070 C022000 N 070 D012000 Y 070 D022000 N 070 E012000 N 070 E022000 N 070 F012000 Y 070 F022000 N 070 G012000 Y 070 G022000 N 070 H012000 Y 070 H022000 N 070 I012000 N 070 I022000 N 070 J012000 Y 070 J022000 N 070 K012000 Y 070 K022000 N 070 L012000 Y 070 L022000 Y PAGE 96 070 M012000 Y 070 M022000 Y 070 N012000 N 070 N022000 N 070 O012000 Y 070 O022000 Y 070 P012000 N 070 P022000 N 070 Q012000 N 070 Q022000 N 070 R012000 N 070 R022000 N 071 A002000 18948 071 B002000 4961 071 C002000 11311 071 D002000 44 072 A002000 6 072 B002000 11 072 C002000 1 072 D002000 0 072 E002000 0 072 F002000 15 072 G002000 1 072 H002000 0 072 I002000 4 072 J002000 10 072 K002000 0 072 L002000 2 072 M002000 1 072 N002000 5 072 O002000 0 072 P002000 0 072 Q002000 0 072 R002000 6 072 S002000 1 072 T002000 2 072 U002000 0 072 V002000 0 072 W002000 2 072 X002000 49 072 Y002000 23 072 Z002000 -13 072AA002000 1205 072BB002000 0 072CC012000 0 072CC022000 143 072DD012000 0 072DD022000 0 072EE002000 0 073 A012000 0.0000 073 A022000 0.0000 PAGE 97 073 B002000 0.0000 073 C002000 0.0000 074 A002000 0 074 B002000 557 074 C002000 0 074 D002000 0 074 E002000 0 074 F002000 15051 074 G002000 0 074 H002000 0 074 I002000 0 074 J002000 962 074 K002000 0 074 L002000 42 074 M002000 48 074 N002000 16660 074 O002000 1022 074 P002000 0 074 Q002000 0 074 R012000 0 074 R022000 0 074 R032000 0 074 R042000 407 074 S002000 0 074 T002000 15231 074 U012000 561 074 U022000 522 074 V012000 14.11 074 V022000 14.01 074 W002000 0.0000 074 X002000 335 074 Y002000 0 075 A002000 0 075 B002000 9493 076 002000 0.00 SIGNATURE TOM MCKENNA TITLE FUND ADMIN MANAGER EX-27 2 0002.txt WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
6 0000872649 LOOMIS SAYLES & COMPANY, L.P. 201 LOOMIS SAYLES GLOBAL TECHNOLOGY FUND, INSTITUTIONAL 6-MOS SEP-30-2000 OCT-01-1999 MAR-31-2000 15751879 15608149 1003619 48199 0 16659967 1022397 0 406810 1429207 0 14182534 561120 0 0 (13259) 1205198 0 (143713) 15230760 1238 10668 0 (25165) (13259) 1205198 (143713) 1048226 0 0 0 0 639302 (78182) 0 15230760 0 0 0 0 15563 0 48607 5050591 10.00 (0.01) 4.12 0 0 0 14.11 1.50 [AVG-DEBT-OUTSTANDING] 0 [AVG-DEBT-PER-SHARE] 0

EX-27 3 0003.txt WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
6 0000872649 LOOMIS SAYLES & COMPANY, L.P. 202 LOOMIS SAYLES GLOBAL TECHNOLOGY FUND, RETAIL 6-MOS SEP-30-2000 OCT-01-1999 MAR-31-2000 15751879 15608149 1003619 48199 0 16659967 1022397 0 406810 1429207 0 14182534 521783 0 0 (13259) 1205198 0 (143713) 15230760 1238 10668 0 (25165) (13259) 1205198 (143713) 1048226 0 0 0 0 610279 (88496) 0 15230760 0 0 0 0 15563 0 48607 4442718 10.00 (0.01) 4.02 0 0 0 14.01 1.75 [AVG-DEBT-OUTSTANDING] 0 [AVG-DEBT-PER-SHARE] 0

EX-27 4 0004.txt WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
6 0000872649 LOOMIS SAYLES & COMPANY, L.P. 190 LOOMIS SAYLES EMERGING MARKETS FUND, INSTITUTIONAL 6-MOS SEP-30-2000 OCT-01-1999 MAR-31-2000 3615466 4564541 62829 0 973 4628343 101348 0 15968 117316 0 2642994 212271 0 0 (16524) 935470 0 949087 4511027 7181 5360 0 (29065) (16524) 935470 949087 1868033 0 0 0 0 212271 0 0 4511027 0 0 0 0 16147 0 78573 3306214 10.00 (0.08) 11.33 0 0 0 21.25 2.25 [AVG-DEBT-OUTSTANDING] 0 [AVG-DEBT-PER-SHARE] 0

EX-27 5 0005.txt WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
6 0000872649 LOOMIS SAYLES & COMPANY, L.P. 041 LOOMIS SAYLES INTERNATIONAL EQUITY FUND, INSTITUTIONAL 6-MOS SEP-30-2000 OCT-01-1999 MAR-31-2000 115622565 159826083 3417941 446996 0 163691020 485488 0 4254622 4740110 0 92920085 6413346 5757587 0 (563545) 22395955 0 44198415 158950910 141047 104882 0 (632765) (386836) 24501440 33620865 57735469 0 (549601) (5899843) 0 2628675 (2266870) 293954 79274392 376798 3854133 0 0 470727 0 695761 121353328 13.79 (0.06) 9.69 (0.09) (1.00) 0.00 22.33 1.00 [AVG-DEBT-OUTSTANDING] 0 [AVG-DEBT-PER-SHARE] 0

EX-27 6 0006.txt WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
6 0000872649 LOOMIS SAYLES & COMPANY, L.P. 042 LOOMIS SAYLES INTERNATIONAL EQUITY FUND, RETAIL 6-MOS SEP-30-2000 OCT-01-1999 MAR-31-2000 115622565 159826083 3417941 446996 0 163691020 485488 0 4254622 4740110 0 92920085 706720 19020 0 (563545) 22395955 0 44198415 158950910 141047 104882 0 (632765) (386836) 24501440 33620865 57735469 0 (3906) (59775) 0 1059224 (375240) 3716 79274392 376798 3854133 0 0 470727 0 695761 121353328 13.73 (0.07) 9.62 (0.04) (1.00) 0.00 22.24 1.25 [AVG-DEBT-OUTSTANDING] 0 [AVG-DEBT-PER-SHARE] 0

EX-27 7 0007.txt WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
6 0000872649 LOOMIS SAYLES & COMPANY, L.P. 051 LOOMIS SAYLES GLOBAL BOND FUND, INSTITUTIONAL 6-MOS SEP-30-2000 OCT-01-1999 MAR-31-2000 48106610 44178273 986970 310 0 45165553 0 0 72620 72620 0 48211969 3063112 2710886 695781 0 176020 0 (3990837) 45092933 0 1566684 0 (200984) 1365700 185979 (2006883) (455204) 0 (1914609) (1173369) 0 340938 (235020) 246308 3833500 1670561 1428893 0 0 127041 0 249329 34008619 12.60 0.35 (0.48) (0.67) 0 (0.43) 11.37 0.90 [AVG-DEBT-OUTSTANDING] 0 [AVG-DEBT-PER-SHARE] 0

EX-27 8 0008.txt WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
6 0000872649 LOOMIS SAYLES & COMPANY, L.P. 052 LOOMIS SAYLES GLOBAL BOND FUND, RETAIL 6-MOS SEP-30-2000 OCT-01-1999 MAR-31-2000 48106610 44178273 986970 310 0 45165553 0 0 72620 72620 0 48211969 902156 565146 695781 0 176020 0 (3990837) 45092933 0 1566684 0 (200984) 1365700 185979 (2006883) (455204) 0 (425871) (265483) 0 413554 (130954) 54410 3833500 1670561 1428893 0 0 127041 0 249329 8338323 12.57 0.30 (0.44) (0.64) 0 (0.43) 11.36 1.15 [AVG-DEBT-OUTSTANDING] 0 [AVG-DEBT-PER-SHARE] 0

EX-27 9 0009.txt WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
6 0000872649 LOOMIS SAYLES & COMPANY, L.P. 011 LOOMIS SAYLES GROWTH FUND, INSTITUTIONAL 6-MOS SEP-30-2000 OCT-01-1999 MAR-31-2000 31512905 42784038 14353 4418 0 42802809 0 0 37162 37162 0 25293762 2743768 2528260 0 (65466) 6266218 0 11271133 42765647 71775 22164 0 (159405) (65466) 6267128 7975877 14177539 0 0 (2609474) 0 477777 (475503) 213234 13881921 0 2665864 0 0 93165 0 192647 36446970 11.17 (0.02) 5.10 0 0 (1.02) 15.23 0.85 [AVG-DEBT-OUTSTANDING] 0 [AVG-DEBT-PER-SHARE] 0

EX-27 10 0010.txt WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
6 0000872649 LOOMIS SAYLES & COMPANY, L.P. 012 LOOMIS SAYLES GROWTH FUND, RETAIL 6-MOS SEP-30-2000 OCT-01-1999 MAR-31-2000 31512905 42784038 14353 4418 0 42802809 0 0 37162 37162 0 25293762 65767 58683 0 (65466) 6266218 0 11271133 42765647 71775 22164 0 (159405) (65466) 6267128 7975877 14177539 0 0 (57300) 0 12851 (10549) 4782 13881921 0 2665864 0 0 93165 0 192647 819147 11.06 (0.03) 5.04 0 0 (1.02) 15.05 1.10 [AVG-DEBT-OUTSTANDING] 0 [AVG-DEBT-PER-SHARE] 0

EX-27 11 0011.txt WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
6 0000872649 LOOMIS SAYLES & COMPANY, L.P. 021 LOOMIS SAYLES CORE VALUE FUND, INSTITUTIONAL 6-MOS SEP-30-2000 OCT-01-1999 MAR-31-2000 46890184 49367048 1159957 344437 0 50871442 256806 0 51629 308435 0 48800468 3435920 4033770 320471 0 0 (1034796) 2476864 50563007 558420 20091 0 (255289) 323222 (1027957) (50732) (755467) 0 (632043) (7273628) 0 414346 (1503741) 491545 (16767515) 632576 7319786 0 0 155411 0 266554 61673301 16.54 0.09 (0.02) (0.15) (1.85) 0.00 14.61 0.82 [AVG-DEBT-OUTSTANDING] 0 [AVG-DEBT-PER-SHARE] 0

EX-27 12 0012.txt WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
6 0000872649 LOOMIS SAYLES & COMPANY, L.P. 022 LOOMIS SAYLES CORE VALUE FUND, RETAIL 6-MOS SEP-30-2000 OCT-01-1999 MAR-31-2000 46890184 49367048 1159957 344437 0 50871442 256806 0 51629 308435 0 48800468 24661 36695 320471 0 0 (1034796) 2476864 50563007 558420 20091 0 (255289) 323222 (1027957) (50732) (755467) 0 (3284) (52997) 0 15190 (30927) 3703 (16767515) 632576 7319786 0 0 155411 0 266554 491037 16.48 0.09 (0.04) (0.10) (1.85) 0.00 14.58 1.10 [AVG-DEBT-OUTSTANDING] 0 [AVG-DEBT-PER-SHARE] 0

EX-27 13 0013.txt WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
6 0000872649 LOOMIS SAYLES & COMPANY, L.P. 033 LOOMIS SAYLES SMALL CAP VALUE FUND, ADMIN 6-MOS SEP-30-2000 OCT-01-1999 MAR-31-2000 302664972 351363644 8154726 109903 0 359628273 1306404 0 1294402 2600806 0 317761467 405271 282029 1748372 0 0 (11181044) 48698672 357027467 2690488 543548 0 (1883899) 1350137 (11060126) 59683347 49973358 0 (14051) (91184) 0 185731 (66135) 3646 (24634468) 3255170 5837004 0 0 1422017 0 1883899 6244748 17.24 0.02 2.39 (0.04) (0.27) 0.00 19.34 1.45 [AVG-DEBT-OUTSTANDING] 0 [AVG-DEBT-PER-SHARE] 0

EX-27 14 0014.txt WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
6 0000872649 LOOMIS SAYLES & COMPANY, L.P. 031 LOOMIS SAYLES SMALL CAP VALUE FUND, INSTITUTIONAL 6-MOS SEP-30-2000 OCT-01-1999 MAR-31-2000 302664972 351363644 8154726 109903 0 359628273 1306404 0 1294402 2600806 0 317761467 13476675 17399749 1748372 0 0 (11181044) 48698672 357027467 2690488 543548 0 (1883899) 1350137 (11060126) 59683347 49973358 0 (2390731) (4531443) 0 1180762 (5473577) 369741 (24634468) 3255170 5837004 0 0 1422017 0 1883899 287810205 17.33 0.10 2.35 (0.14) (0.27) 0.00 19.37 0.94 [AVG-DEBT-OUTSTANDING] 0 [AVG-DEBT-PER-SHARE] 0

EX-27 15 0015.txt WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
6 0000872649 LOOMIS SAYLES & COMPANY, L.P. 032 LOOMIS SAYLES SMALL CAP VALUE FUND, RETAIL 6-MOS SEP-30-2000 OCT-01-1999 MAR-31-2000 302664972 351363644 8154726 109903 0 359628273 1306404 0 1294402 2600806 0 317761467 4556068 4357026 1748372 0 0 (11181044) 48698672 357027467 2690488 543548 0 (1883899) 1350137 (11060126) 59683347 49973358 0 (452153) (1335295) 0 1729030 (1632808) 102820 (24634468) 3255170 5837004 0 0 1422017 0 1883899 85149038 17.28 0.04 2.39 (0.09) (0.27) 0.00 19.35 1.15 [AVG-DEBT-OUTSTANDING] 0 [AVG-DEBT-PER-SHARE] 0

EX-27 16 0016.txt WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
6 0000872649 LOOMIS SAYLES & COMPANY, L.P. 063 LOOMIS SAYLES BOND FUND, ADMIN 6-MOS SEP-30-2000 OCT-01-1999 MAR-31-2000 1788326678 1705191954 35406191 134 0 1740598279 5097713 0 2051637 7149350 0 1808471855 208979 132453 32092156 0 0 (23942483) (83172599) 1733448929 1937416 70111036 0 (6162479) 65885973 (21467682) 66504168 110922459 0 (79152) 0 0 107944 (38328) 6910 134577214 31716557 0 0 (2474801) 4865663 0 6179117 2227198 11.69 0.41 0.34 (0.45) 0 0 11.99 1.25 [AVG-DEBT-OUTSTANDING] 0 [AVG-DEBT-PER-SHARE] 0

EX-27 17 0017.txt WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
6 0000872649 LOOMIS SAYLES & COMPANY, L.P. 061 LOOMIS SAYLES BOND FUND, INSTITUTIONAL 6-MOS SEP-30-2000 OCT-01-1999 MAR-31-2000 1788326678 1705191954 35406191 134 0 1740598279 5097713 0 2051637 7149350 0 1808471855 138234914 131770515 32092156 0 0 (23942483) (83172599) 1733448929 1937416 70111036 0 (6162479) 65885973 (21467682) 66504168 110922459 0 (63125228) 0 0 31994308 (30258594) 4728685 134577214 31716557 0 0 (2474801) 4865663 0 6179117 1558003397 11.70 0.47 0.32 (0.48) 0 0 12.01 0.75 [AVG-DEBT-OUTSTANDING] 0 [AVG-DEBT-PER-SHARE] 0

EX-27 18 0018.txt WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
6 0000872649 LOOMIS SAYLES & COMPANY, L.P. 062 LOOMIS SAYLES BOND FUND, RETAIL 6-MOS SEP-30-2000 OCT-01-1999 MAR-31-2000 1788326678 1705191954 35406191 134 0 1740598279 5097713 0 2051637 7149350 0 1808471855 5855815 4745532 32092156 0 0 (23942483) (83172599) 1733448929 1937416 70111036 0 (6162479) 65885973 (21467682) 66504168 110922459 0 (2305994) 0 0 2025228 (1098511) 183566 134577214 31716557 0 0 (2474801) 4865663 0 6179117 61657022 11.69 0.45 0.33 (0.47) 0 0 12.00 1.00 [AVG-DEBT-OUTSTANDING] 0 [AVG-DEBT-PER-SHARE] 0

EX-27 19 0019.txt WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
6 0000872649 LOOMIS SAYLES & COMPANY, L.P. 070 LOOMIS SAYLES MUNICIPAL BOND FUND, INSTITUTIONAL 6-MOS SEP-30-2000 OCT-01-1999 MAR-31-2000 8362169 8216163 121385 1070 0 8338618 0 0 36496 36496 0 8505587 763469 898926 12106 0 0 (69565) (146006) 8302122 0 230294 0 (22107) 208187 (67072) 10919 152034 0 (208187) (8414) 0 33308 (182789) 14024 (1520403) 12106 5921 0 0 13264 0 75043 8842601 10.93 0.26 (0.06) (0.25) 0 (0.01) 10.87 0.50 [AVG-DEBT-OUTSTANDING] 0 [AVG-DEBT-PER-SHARE] 0

EX-27 20 0020.txt WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
6 0000872649 LOOMIS SAYLES & COMPANY, L.P. 080 LOOMIS SAYLES U.S. GOVERNMENT FUND, INSTITUTIONAL 6-MOS SEP-30-2000 OCT-01-1999 MAR-31-2000 13473177 13459126 207021 53831 0 13719978 0 0 37121 37121 0 14284003 1300705 1555178 229872 0 0 (816967) (14051) 13682857 0 521141 0 (38356) 482785 (384165) 519145 617765 0 (467089) 0 0 200712 (497556) 42371 (2458599) 214176 0 0 (432802) 23014 0 87033 15342278 10.38 0.34 0.10 (0.30) 0 0 10.52 0.50 [AVG-DEBT-OUTSTANDING] 0 [AVG-DEBT-PER-SHARE] 0

EX-27 21 0021.txt WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
6 0000872649 LOOMIS SAYLES & COMPANY, L.P. 091 LOOMIS SAYLES SHORT TERM BOND FUND, INSTITUTIONAL 6-MOS SEP-30-2000 OCT-01-1999 MAR-31-2000 38,857,591 38,139,030 594,279 338 0 38,733,647 2,503,176 0 51,880 2,555,056 0 37,620,996 3,794,979 2,824,735 8,047 0 0 (731,891) (718,561) 36,178,591 0 1,083,550 0 (59,560) 1,023,990 (187,182) (255,592) 581,216 0 (1,002,457) 0 0 2,017,505 (1,140,180) 92,919 8,543,017 8,047 0 0 (544,709) 39,589 0 130,815 30,976,225 9.51 0.30 (0.12) (0.31) 0.00 0.00 9.38 0.37 [AVG-DEBT-OUTSTANDING] 0 [AVG-DEBT-PER-SHARE] 0

EX-27 22 0022.txt WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
6 0000872649 LOOMIS SAYLES & COMPANY, L.P. 092 LOOMIS SAYLES SHORT TERM BOND FUND, RETAIL 6-MOS SEP-30-2000 OCT-01-1999 MAR-31-2000 38,857,591 38,139,030 594,279 338 0 38,733,647 2,503,176 0 51,880 2,555,056 0 37,620,996 63,349 82,736 8,047 0 0 (731,891) (718,561) 36,178,591 0 1,083,550 0 (59,560) 1,023,990 (187,182) (255,592) 581,216 0 (21,533) 0 0 4,903 (26,465) 2,175 8,543,017 8,047 0 0 (544,709) 39,589 0 130,815 694,749 9.50 0.29 (0.12) (0.29) 0.00 0.00 9.38 0.61 [AVG-DEBT-OUTSTANDING] 0 [AVG-DEBT-PER-SHARE] 0

EX-27 23 0023.txt WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
6 0000872649 LOOMIS SAYLES & COMPANY, L.P. 171 LOOMIS SAYLES AGGRESSIVE GROWTH FUND, INSTITUTIONAL 6-MOS SEP-30-2000 OCT-01-1999 MAR-31-2000 59,602,596 76,394,959 5,151,160 583 0 81,546,702 7,196,604 0 218,732 7,415,336 0 49,180,894 968,463 662,718 0 (150,387) 8,308,496 0 16,792,363 74,131,366 7,601 48,050 0 (206,038) (150,387) 8,404,130 13,917,447 22,171,190 0 0 (845,221) 0 456,764 (180,504) 29,485 59,647,658 0 845,573 0 0 144,771 0 244,638 28,116,408 20.08 (0.13) 26.11 0.00 (1.22) 0.00 44.84 1.00 [AVG-DEBT-OUTSTANDING] 0 [AVG-DEBT-PER-SHARE] 0

EX-27 24 0024.txt WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
6 0000872649 LOOMIS SAYLES & COMPANY, L.P. 172 LOOMIS SAYLES AGGRESSIVE GROWTH FUND, RETAIL 6-MOS SEP-30-2000 OCT-01-1999 MAR-31-2000 59,602,596 76,394,959 5,151,160 583 0 81,546,702 7,196,604 0 218,732 7,415,336 0 49,180,894 689,230 58,804 0 (150,387) 8,308,496 0 16,792,363 74,131,366 7,601 48,050 0 (206,038) (150,387) 8,404,130 13,917,447 22,171,190 0 0 (95,986) 0 763,560 (136,280) 3,146 59,647,658 0 845,573 0 0 144,771 0 244,638 10,489,130 19.99 (0.20) 25.98 0.00 (1.22) 0.00 44.55 1.25 [AVG-DEBT-OUTSTANDING] 0 [AVG-DEBT-PER-SHARE] 0

EX-27 25 0025.txt WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
6 0000872649 LOOMIS SAYLES & COMPANY, L.P. 161 LOOMIS SAYLES MID-CAP VALUE FUND, INSTITUTIONAL 6-MOS SEP-30-2000 OCT-01-1999 MAR-31-2000 4,448,819 4,886,610 228,358 52,364 0 5,167,332 99,521 0 29,139 128,660 0 4,560,564 397,897 460,615 10,690 0 29,627 0 437,791 5,038,672 32,983 4,621 0 (26,782) 10,822 107,801 536,783 655,406 0 (12,211) (188,752) 0 52,887 (133,422) 17,817 (253,719) 12,079 120,265 0 0 19,838 0 107,364 5,024,248 10.99 0.03 1.41 (0.03) (0.43) 0 11.97 1.00 [AVG-DEBT-OUTSTANDING] 0 [AVG-DEBT-PER-SHARE] 0

EX-27 26 0026.txt WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
6 0000872649 LOOMIS SAYLES & COMPANY, L.P. 162 LOOMIS SAYLES MID-CAP VALUE FUND, RETAIL 6-MOS SEP-30-2000 OCT-01-1999 MAR-31-2000 4,448,819 4,886,610 228,358 52,364 0 5,167,332 99,521 0 29,139 128,660 0 4,560,564 23,118 21,050 10,690 0 29,627 0 437,791 5,038,672 32,983 4,621 0 (26,782) 10,822 107,801 536,783 655,406 0 0 (9,687) 0 4,142 (2,742) 668 (253,719) 12,079 120,265 0 0 19,838 0 107,364 265,796 10.96 0.01 1.41 0 (0.43) 0 11.95 1.25 [AVG-DEBT-OUTSTANDING] 0 [AVG-DEBT-PER-SHARE] 0

EX-27 27 0027.txt WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
6 0000872649 LOOMIS SAYLES & COMPANY, L.P. 121 LOOMIS SAYLES SMALL CAP GROWTH FUND, INSTITUTIONAL 6-MOS SEP-30-2000 OCT-01-1999 MAR-31-2000 161,204,833 225,528,134 7,169,121 72 0 232,697,327 3,925,520 0 5,167,729 9,093,249 0 126,854,788 6,640,177 4,845,213 0 (546,444) 32,972,433 0 64,323,301 223,604,078 9,908 184,012 0 (740,364) (546,444) 35,091,147 41,609,051 76,153,754 0 0 0 0 2,554,538 (759,574) 0 136,439,343 0 0 0 (2,118,714) 597,967 0 740,364 143,887,432 16.74 (0.08) 13.24 0.00 0.00 0.00 29.90 0.89 [AVG-DEBT-OUTSTANDING] 0 [AVG-DEBT-PER-SHARE] 0

EX-27 28 0028.txt WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
6 0000872649 LOOMIS SAYLES & COMPANY, L.P. 122 LOOMIS SAYLES SMALL CAP GROWTH FUND, RETAIL 6-MOS SEP-30-2000 OCT-01-1999 MAR-31-2000 161,204,833 225,528,134 7,169,121 72 0 232,697,327 3,925,520 0 5,167,729 9,093,249 0 126,854,788 843,531 362,396 0 (546,444) 32,972,433 0 64,323,301 223,604,078 9,908 184,012 0 (740,364) (546,444) 35,091,147 41,609,051 76,153,754 0 0 0 0 561,739 (80,604) 0 136,439,343 0 0 0 (2,118,714) 597,967 0 740,364 143,887,432 16.65 (0.13) 13.16 0.00 0.00 0.00 29.68 1.24 [AVG-DEBT-OUTSTANDING] 0 [AVG-DEBT-PER-SHARE] 0

EX-27 29 0029.txt WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
6 0000872649 LOOMIS SAYLES & COMPANY, L.P. 131 LOOMIS SAYLES INVESTMENT GRADE BOND FUND, INSTITUTIONAL 6-MOS SEP-30-2000 OCT-01-1999 MAR-31-2000 21857765 21650913 580986 70705 0 22302604 0 0 38302 38302 0 22483001 256269 243677 126597 0 0 (138359) (206937) 22264302 14761 845103 0 (123803) 736061 (42751) 393344 1086654 0 (88910) 0 0 41197 (34881) 6276 969241 114023 0 0 (95608) 42974 0 290678 2424705 9.96 0.36 0.16 (0.36) 0 0 10.12 0.55 [AVG-DEBT-OUTSTANDING] 0 [AVG-DEBT-PER-SHARE] 0

EX-27 30 0030.txt WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
6 0000872649 LOOMIS SAYLES & COMPANY, L.P. 133 LOOMIS SAYLES INVESTMENT GRADE BOND FUND, JAPAN 6-MOS SEP-30-2000 OCT-01-1999 MAR-31-2000 21857765 21650913 580986 70705 0 22302604 0 0 38302 38302 0 22483001 1663450 1639340 126597 0 0 (138359) (206937) 22264302 14761 845103 0 (123803) 736061 (42751) 393344 1086654 0 (539290) 0 0 205500 (181390) 0 969241 114023 0 0 (95608) 42974 0 290678 16354201 9.95 0.33 0.16 (0.33) 0 0 10.11 1.30 [AVG-DEBT-OUTSTANDING] 0 [AVG-DEBT-PER-SHARE] 0

EX-27 31 0031.txt WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
6 0000872649 LOOMIS SAYLES & COMPANY, L.P. 132 LOOMIS SAYLES INVESTMENT GRADE BOND FUND, RETAIL 6-MOS SEP-30-2000 OCT-01-1999 MAR-31-2000 21857765 21650913 580986 70705 0 22302604 0 0 38302 38302 0 22483001 282526 257510 126597 0 0 (138359) (206937) 22264302 14761 845103 0 (123803) 736061 (42751) 393344 1086654 0 (95287) 0 0 38277 (17948) 4687 969241 114023 0 0 (95608) 42974 0 290678 2708002 9.95 0.35 0.16 (0.35) 0 0 10.11 0.80 [AVG-DEBT-OUTSTANDING] 0 [AVG-DEBT-PER-SHARE] 0

EX-27 32 0032.txt WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
6 0000872649 LOOMIS SAYLES & COMPANY, L.P. 141 LOOMIS SAYLES INTERMEDIATE MATURITY BOND FUND, INSTITUTIONAL 6-MOS SEP-30-2000 OCT-01-1999 MAR-31-2000 14262090 13831141 246759 1111 60 14079071 197536 0 34396 231932 0 14325583 1246784 939627 201779 0 0 (249317) (430906) 13847139 0 435909 0 (35049) 400860 (16037) 17961 402784 0 (316846) 0 0 340096 (64543) 31604 3089410 179258 0 0 (233280) 23796 0 111092 10034083 9.56 0.31 (0.02) (0.33) 0 0 9.52 0.55 [AVG-DEBT-OUTSTANDING] 0 [AVG-DEBT-PER-SHARE] 0

EX-27 33 0033.txt WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
6 0000872649 LOOMIS SAYLES & COMPANY, L.P. 142 LOOMIS SAYLES INTERMEDIATE MATURITY BOND FUND, RETAIL 6-MOS SEP-30-2000 OCT-01-1999 MAR-31-2000 14262090 13831141 246759 1111 60 14079071 197536 0 34396 231932 0 14325583 207840 186429 201779 0 0 (249317) (430906) 13847139 0 435909 0 (35049) 400860 (16037) 17961 402784 0 (61493) 0 0 27798 (11610) 5223 3089410 179258 0 0 (233280) 23796 0 111092 1863857 9.55 0.31 (0.03) (0.32) 0 0 9.51 0.80 [AVG-DEBT-OUTSTANDING] 0 [AVG-DEBT-PER-SHARE] 0

EX-27 34 0034.txt WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
6 0000872649 LOOMIS SAYLES & COMPANY, L.P. 101 LOOMIS SAYLES WORLDWIDE FUND, INSTITUTIONAL 6-MOS SEP-30-2000 OCT-01-1999 MAR-31-2000 9,690,581 10,984,225 457,063 49,294 0 11,490,582 234,742 0 247,787 482,529 0 7,742,100 708,116 606,173 61,089 0 1,911,315 0 1,293,549 10,617,797 10,651 183,623 0 (43,894) 150,380 1,998,433 1,558,864 3,707,677 0 (298,668) (283,232) 0 66,482 (13,441) 48,902 4,636,104 215,169 202,022 0 0 32,730 0 125,763 8,524,969 10.28 0.21 5.45 (0.48) (0.47) 0 14.99 1.00 [AVG-DEBT-OUTSTANDING] 0 [AVG-DEBT-PER-SHARE] 0

EX-27 35 0035.txt WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
6 0000872649 LOOMIS SAYLES & COMPANY, L.P. 102 LOOMIS SAYLES WORLDWIDE FUND, RETAIL 6-MOS SEP-30-2000 OCT-01-1999 MAR-31-2000 9,690,581 10,984,225 457,063 49,294 0 11,490,582 234,742 0 247,787 482,529 0 7,742,100 26,081 13,513 61,089 0 1,911,315 0 1,293,549 390,256 10,651 183,623 0 (43,894) 150,380 1,998,433 1,558,864 3,707,677 0 (5,792) (5,908) 0 15,892 (4,313) 989 4,636,104 215,169 202,022 0 0 32,730 0 125,763 203,080 10.25 0.21 5.42 (0.45) (0.47) 0 14.96 1.25 [AVG-DEBT-OUTSTANDING] 0 [AVG-DEBT-PER-SHARE] 0

EX-27 36 0036.txt WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
6 0000872649 LOOMIS SAYLES & COMPANY, L.P. 111 LOOMIS SAYLES HIGH YIELD FUND, INSTITUTIONAL 6-MOS SEP-30-2000 OCT-01-1999 MAR-31-2000 23961048 23052809 732216 445 2604 23788074 294144 0 76906 371050 0 24121908 2581577 2340735 567962 0 0 (362997) (909849) 23417024 69392 1188001 0 (82770) 1174623 (172846) 1413626 2415403 0 (1205588) (2459) 0 600113 (483302) 124031 3267444 598927 0 0 (187692) 66216 0 149258 22072000 8.61 0.47 0.49 (0.50) 0 0 9.07 0.75 [AVG-DEBT-OUTSTANDING] 0 [AVG-DEBT-PER-SHARE] 0

EX-27 37 0037.txt WARNING: THE EDGAR SYSTEM ENCOUNTERED ERROR(S) WHILE PROCESSING THIS SCHEDULE.
6 0000872649 LOOMIS SAYLES & COMPANY, L.P. 180 LOOMIS SAYLES MANAGED BOND FUND, INSTITUTIONAL 6-MOS SEP-30-2000 OCT-01-1999 MAR-31-2000 39514996 38450294 514979 0 79670 39044943 0 0 1172583 1172583 0 38658559 3886050 3498200 228818 0 49685 0 (1064702) 37872360 26616 1595514 0 (296764) 1325366 175084 362061 1862511 0 (1316308) (567630) 0 2326500 (1938650) 0 3608791 219760 442231 0 0 118706 0 505421 39568558 9.79 0.32 0.12 (0.33) (0.15) 0 9.75 1.50 [AVG-DEBT-OUTSTANDING] 0 [AVG-DEBT-PER-SHARE] 0

EX-99 38 0038.txt Shareholders approved the following proposals at the special shareholder meetings held on April 28, 2000, May 5, 2000 and May 9, 2000. The election of the following to serve as trustees of the Loomis Sayles Funds: Daniel J. Fuss, Michael T. Murray, Richard S. Holway, Joseph Alaimo and Paul G. Chenault. Each Fund, except Loomis Sayles Investment Grade Bond Fund and Loomis Sayles Managed Bond Fund, is authorized by the Board of Trustees to change investment objectives without shareholder approval. The fundamental investment restriction prohibiting making loans is changed for each Fund, except Loomis Sayles Investment Grade Bond Fund and Loomis Sayles Managed Bond Fund, so that they may lend portfolio securities to the extent permitted under the Investment Company Act of 1940, as amended. The fundamental investment restriction with respect to borrowing is changed for each Fund, except Loomis Sayles Investment Grade Bond Fund and Loomis Sayles Managed Bond Fund, so that they may borrow money to the extent permitted by the Investment Company Act of 1940 and in accordance with a non-fundamental investment policy approved by the Board of Trustees. ~~-----END PRIVACY-ENHANCED MESSAGE-----~~