-----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, PkxzTVUyNe4dPFVWXiKjI7J/tTkfBNMkvt40vzbMkQ16Er2oS3QBcVV28Fd0CCPM n4N8Z1A7TuMmGoVqPFBeaQ== 0000872649-01-500005.txt : 20020412 0000872649-01-500005.hdr.sgml : 20020412 ACCESSION NUMBER: 0000872649-01-500005 CONFORMED SUBMISSION TYPE: NSAR-B PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20010930 FILED AS OF DATE: 20011129 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-B SEC ACT: 1940 Act SEC FILE NUMBER: 811-06241 FILM NUMBER: 1801726 BUSINESS ADDRESS: STREET 1: ONE FINANCIAL CENTER CITY: BOSTON STATE: MA ZIP: 02111 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MORGAN CHASE & CO. 025 B000202 13-3224076 025 C000202 E 025 D000202 539 025 D000203 0 025 D000204 0 025 D000205 0 025 D000206 0 025 D000207 0 025 D000208 0 028 A010200 1518 028 A020200 0 028 A030200 0 028 A040200 1817 028 B010200 521 028 B020200 0 028 B030200 0 028 B040200 737 028 C010200 299 028 C020200 0 028 C030200 0 028 C040200 99 028 D010200 277 028 D020200 0 028 D030200 0 028 D040200 358 028 E010200 705 028 E020200 0 028 E030200 0 028 E040200 88 028 F010200 1064 028 F020200 0 028 F030200 0 028 F040200 518 028 G010200 4384 028 G020200 0 028 G030200 0 028 G040200 3617 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 PAGE 17 035 000200 0 036 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 PAGE 18 063 A000200 0 063 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 39717 071 B000200 37470 PAGE 19 071 C000200 41446 071 D000200 90 072 A000200 12 072 B000200 57 072 C000200 672 072 D000200 0 072 E000200 0 072 F000200 212 072 G000200 32 072 H000200 0 072 I000200 36 072 J000200 53 072 K000200 0 072 L000200 14 072 M000200 7 072 N000200 16 072 O000200 0 072 P000200 0 072 Q000200 0 072 R000200 26 072 S000200 8 072 T000200 0 072 U000200 0 072 V000200 0 072 W000200 5 072 X000200 409 072 Y000200 49 072 Z000200 369 072AA000200 1478 072BB000200 0 072CC010200 0 072CC020200 4952 072DD010200 445 072DD020200 2 072EE000200 0 073 A010200 0.1700 073 A020200 0.0000 073 B000200 0.0000 073 C000200 0.0000 074 A000200 1 074 B000200 0 074 C000200 979 074 D000200 0 074 E000200 0 074 F000200 37482 074 G000200 0 074 H000200 0 074 I000200 0 074 J000200 882 074 K000200 4 074 L000200 739 PAGE 20 074 M000200 0 074 N000200 40087 074 O000200 451 074 P000200 16 074 Q000200 0 074 R010200 0 074 R020200 0 074 R030200 0 074 R040200 71 074 S000200 0 074 T000200 39549 074 U010200 2844 074 U020200 0 074 V010200 13.90 074 V020200 0.00 074 W000200 0.0000 074 X000200 371 074 Y000200 0 075 A000200 0 075 B000200 42347 076 000200 0.00 024 000300 Y 025 A000301 JEFFERIES GROUP INC 025 B000301 95-2622900 025 C000301 E 025 D000301 1000 025 D000302 0 025 D000303 0 025 D000304 0 025 D000305 0 025 D000306 0 025 D000307 0 025 D000308 0 028 A010300 6296 028 A020300 0 028 A030300 0 028 A040300 7734 028 B010300 9537 028 B020300 0 028 B030300 0 028 B040300 10057 028 C010300 11518 028 C020300 0 028 C030300 0 028 C040300 12881 028 D010300 11631 028 D020300 0 028 D030300 0 028 D040300 12247 028 E010300 14534 028 E020300 0 PAGE 21 028 E030300 0 028 E040300 9257 028 F010300 6531 028 F020300 0 028 F030300 0 028 F040300 7763 028 G010300 60047 028 G020300 0 028 G030300 0 028 G040300 59939 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 PAGE 22 060 B000300 Y 061 000300 250000 062 A000300 N 062 B000300 0.0 062 C000300 0.0 062 D000300 0.0 062 E000300 0.0 062 F000300 0.0 062 G000300 0.0 062 H000300 0.0 062 I000300 0.0 062 J000300 0.0 062 K000300 0.0 062 L000300 0.0 062 M000300 0.0 062 N000300 0.0 062 O000300 0.0 062 P000300 0.0 062 Q000300 0.0 062 R000300 0.0 063 A000300 0 063 B000300 0.0 066 A000300 Y 066 B000300 N 066 C000300 N 066 D000300 Y 066 E000300 N 066 F000300 N 066 G000300 N 067 000300 N 068 A000300 N 068 B000300 N 069 000300 N 070 A010300 Y 070 A020300 Y 070 B010300 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 PAGE 23 070 J010300 Y 070 J020300 N 070 K010300 Y 070 K020300 N 070 L010300 Y 070 L020300 Y 070 M010300 Y 070 M020300 N 070 N010300 N 070 N020300 N 070 O010300 Y 070 O020300 Y 070 P010300 N 070 P020300 N 070 Q010300 N 070 Q020300 N 070 R010300 N 070 R020300 N 071 A000300 313927 071 B000300 315094 071 C000300 320560 071 D000300 98 072 A000300 12 072 B000300 1163 072 C000300 4732 072 D000300 0 072 E000300 0 072 F000300 2552 072 G000300 253 072 H000300 0 072 I000300 180 072 J000300 124 072 K000300 0 072 L000300 139 072 M000300 7 072 N000300 55 072 O000300 0 072 P000300 0 072 Q000300 0 072 R000300 37 072 S000300 10 072 T000300 280 072 U000300 0 072 V000300 0 072 W000300 13 072 X000300 3650 072 Y000300 13 072 Z000300 2258 072AA000300 38470 072BB000300 0 072CC010300 0 PAGE 24 072CC020300 29775 072DD010300 2264 072DD020300 723 072EE000300 16642 073 A010300 0.2000 073 A020300 0.2500 073 B000300 1.0900 073 C000300 0.0000 074 A000300 2 074 B000300 0 074 C000300 21332 074 D000300 0 074 E000300 0 074 F000300 309438 074 G000300 0 074 H000300 0 074 I000300 0 074 J000300 3183 074 K000300 3 074 L000300 1136 074 M000300 0 074 N000300 335094 074 O000300 4237 074 P000300 212 074 Q000300 0 074 R010300 0 074 R020300 0 074 R030300 0 074 R040300 1191 074 S000300 0 074 T000300 329454 074 U010300 10833 074 U020300 4913 074 V010300 19.89 074 V020300 19.85 074 W000300 0.0000 074 X000300 1704 074 Y000300 0 075 A000300 0 075 B000300 340268 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 3918 PAGE 25 028 A020400 0 028 A030400 0 028 A040400 2609 028 B010400 3282 028 B020400 0 028 B030400 0 028 B040400 4178 028 C010400 2971 028 C020400 0 028 C030400 0 028 C040400 3671 028 D010400 4668 028 D020400 0 028 D030400 0 028 D040400 6947 028 E010400 3356 028 E020400 0 028 E030400 0 028 E040400 11240 028 F010400 1715 028 F020400 5903 028 F030400 0 028 F040400 3634 028 G010400 19910 028 G020400 5903 028 G030400 0 028 G040400 32279 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 PAGE 26 048 E010400 0 048 E020400 0.000 048 F010400 0 048 F020400 0.000 048 G010400 0 048 G020400 0.000 048 H010400 0 048 H020400 0.000 048 I010400 0 048 I020400 0.000 048 J010400 0 048 J020400 0.000 048 K010400 0 048 K020400 0.000 058 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 PAGE 27 070 A020400 Y 070 B010400 Y 070 B020400 N 070 C010400 N 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 169575 071 B000400 182156 071 C000400 81802 071 D000400 207 072 A000400 12 072 B000400 158 072 C000400 1005 072 D000400 0 072 E000400 0 072 F000400 649 072 G000400 73 072 H000400 0 072 I000400 61 072 J000400 256 072 K000400 0 072 L000400 38 PAGE 28 072 M000400 7 072 N000400 53 072 O000400 0 072 P000400 0 072 Q000400 0 072 R000400 37 072 S000400 12 072 T000400 16 072 U000400 0 072 V000400 0 072 W000400 8 072 X000400 1210 072 Y000400 327 072 Z000400 280 072AA000400 0 072BB000400 25604 072CC010400 0 072CC020400 11098 072DD010400 0 072DD020400 0 072EE000400 11393 073 A010400 0.0000 073 A020400 0.0000 073 B000400 1.9400 073 C000400 0.0000 074 A000400 1 074 B000400 291 074 C000400 0 074 D000400 0 074 E000400 0 074 F000400 56668 074 G000400 0 074 H000400 0 074 I000400 0 074 J000400 1192 074 K000400 42 074 L000400 1322 074 M000400 1288 074 N000400 60804 074 O000400 759 074 P000400 38 074 Q000400 0 074 R010400 0 074 R020400 0 074 R030400 0 074 R040400 2077 074 S000400 0 074 T000400 57930 074 U010400 5630 074 U020400 294 074 V010400 9.61 PAGE 29 074 V020400 9.50 074 W000400 0.0000 074 X000400 582 074 Y000400 0 075 A000400 0 075 B000400 86518 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 114 028 A020500 0 028 A030500 0 028 A040500 332 028 B010500 362 028 B020500 0 028 B030500 0 028 B040500 481 028 C010500 141 028 C020500 0 028 C030500 0 028 C040500 807 028 D010500 201 028 D020500 0 028 D030500 0 028 D040500 301 028 E010500 1308 028 E020500 0 028 E030500 0 028 E040500 1383 028 F010500 471 028 F020500 0 028 F030500 0 028 F040500 383 028 G010500 2597 028 G020500 0 028 G030500 0 028 G040500 3687 028 H000500 0 029 000500 N 030 A000500 0 030 B000500 0.00 030 C000500 0.00 031 A000500 0 031 B000500 0 PAGE 30 032 000500 0 033 000500 0 034 000500 N 035 000500 0 036 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 0.5 062 E000500 0.0 062 F000500 0.0 062 G000500 0.0 062 H000500 0.0 062 I000500 0.0 062 J000500 0.0 062 K000500 0.0 062 L000500 0.0 062 M000500 0.0 062 N000500 12.5 062 O000500 0.0 PAGE 31 062 P000500 50.5 062 Q000500 34.7 062 R000500 0.0 063 A000500 0 063 B000500 11.5 064 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 26921 071 B000500 27412 071 C000500 46276 PAGE 32 071 D000500 58 072 A000500 12 072 B000500 3610 072 C000500 5 072 D000500 0 072 E000500 0 072 F000500 287 072 G000500 39 072 H000500 0 072 I000500 45 072 J000500 76 072 K000500 0 072 L000500 11 072 M000500 7 072 N000500 25 072 O000500 0 072 P000500 0 072 Q000500 0 072 R000500 33 072 S000500 7 072 T000500 28 072 U000500 0 072 V000500 0 072 W000500 6 072 X000500 564 072 Y000500 106 072 Z000500 3157 072AA000500 0 072BB000500 4393 072CC010500 4759 072CC020500 0 072DD010500 1995 072DD020500 639 072EE000500 187 073 A010500 0.6000 073 A020500 0.5700 073 B000500 0.0400 073 C000500 0.0000 074 A000500 367 074 B000500 231 074 C000500 0 074 D000500 46984 074 E000500 0 074 F000500 0 074 G000500 0 074 H000500 0 074 I000500 0 074 J000500 1608 074 K000500 11 074 L000500 973 074 M000500 29 PAGE 33 074 N000500 50202 074 O000500 2044 074 P000500 24 074 Q000500 0 074 R010500 0 074 R020500 0 074 R030500 0 074 R040500 78 074 S000500 0 074 T000500 48056 074 U010500 3400 074 U020500 938 074 V010500 11.08 074 V020500 11.06 074 W000500 0.0000 074 X000500 164 074 Y000500 0 075 A000500 0 075 B000500 47864 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 22918 028 A020600 0 028 A030600 0 028 A040600 58278 028 B010600 28672 028 B020600 0 028 B030600 0 028 B040600 56819 028 C010600 25774 028 C020600 30184 028 C030600 0 028 C040600 39703 028 D010600 22875 028 D020600 0 028 D030600 0 028 D040600 44619 028 E010600 33900 028 E020600 0 028 E030600 0 028 E040600 50695 028 F010600 20169 028 F020600 24225 PAGE 34 028 F030600 0 028 F040600 81070 028 G010600 154308 028 G020600 54409 028 G030600 0 028 G040600 331184 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 PAGE 35 062 C000600 0.0 062 D000600 1.6 062 E000600 0.0 062 F000600 0.0 062 G000600 0.0 062 H000600 0.0 062 I000600 0.0 062 J000600 0.0 062 K000600 0.0 062 L000600 0.0 062 M000600 0.0 062 N000600 6.1 062 O000600 0.0 062 P000600 61.4 062 Q000600 26.4 062 R000600 2.9 063 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 PAGE 36 070 M020600 Y 070 N010600 N 070 N020600 N 070 O010600 Y 070 O020600 N 070 P010600 N 070 P020600 N 070 Q010600 N 070 Q020600 N 070 R010600 N 070 R020600 N 071 A000600 313448 071 B000600 521822 071 C000600 1590864 071 D000600 20 072 A000600 12 072 B000600 147757 072 C000600 4370 072 D000600 0 072 E000600 0 072 F000600 9841 072 G000600 1202 072 H000600 0 072 I000600 436 072 J000600 479 072 K000600 0 072 L000600 703 072 M000600 7 072 N000600 68 072 O000600 0 072 P000600 0 072 Q000600 0 072 R000600 63 072 S000600 18 072 T000600 217 072 U000600 0 072 V000600 0 072 W000600 43 072 X000600 13077 072 Y000600 546 072 Z000600 139596 072AA000600 0 072BB000600 30043 072CC010600 0 072CC020600 107547 072DD010600 164373 072DD020600 8772 072EE000600 0 073 A010600 1.1700 073 A020600 2.2300 073 B000600 0.0000 PAGE 37 073 C000600 0.0000 074 A000600 1 074 B000600 23786 074 C000600 0 074 D000600 1377260 074 E000600 38303 074 F000600 4236 074 G000600 0 074 H000600 0 074 I000600 63 074 J000600 4089 074 K000600 223 074 L000600 24854 074 M000600 1619 074 N000600 1474434 074 O000600 0 074 P000600 760 074 Q000600 0 074 R010600 0 074 R020600 0 074 R030600 0 074 R040600 7190 074 S000600 0 074 T000600 1466484 074 U010600 133239 074 U020600 7418 074 V010600 10.39 074 V020600 10.39 074 W000600 0.0000 074 X000600 9259 074 Y000600 0 075 A000600 0 075 B000600 1640202 076 000600 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 0 025 D000808 0 028 A010800 264 028 A020800 0 028 A030800 0 028 A040800 800 028 B010800 403 028 B020800 0 028 B030800 0 028 B040800 324 PAGE 38 028 C010800 552 028 C020800 174 028 C030800 0 028 C040800 816 028 D010800 303 028 D020800 0 028 D030800 0 028 D040800 599 028 E010800 989 028 E020800 0 028 E030800 0 028 E040800 712 028 F010800 755 028 F020800 161 028 F030800 0 028 F040800 244 028 G010800 3266 028 G020800 335 028 G030800 0 028 G040800 3495 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 0.000 048 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 PAGE 39 048 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 4.2 062 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 46.1 062 N000800 48.3 062 O000800 0.0 062 P000800 0.0 062 Q000800 0.0 062 R000800 0.0 063 A000800 0 063 B000800 12.5 064 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 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 PAGE 40 070 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 19426 071 B000800 16353 071 C000800 13166 071 D000800 124 072 A000800 12 072 B000800 852 072 C000800 0 072 D000800 0 072 E000800 0 072 F000800 42 072 G000800 9 072 H000800 0 072 I000800 22 072 J000800 40 072 K000800 0 072 L000800 4 072 M000800 7 072 N000800 11 072 O000800 0 072 P000800 0 072 Q000800 0 072 R000800 24 072 S000800 7 072 T000800 0 072 U000800 0 072 V000800 0 072 W000800 8 PAGE 41 072 X000800 174 072 Y000800 105 072 Z000800 783 072AA000800 765 072BB000800 0 072CC010800 97 072CC020800 0 072DD010800 941 072DD020800 0 072EE000800 0 073 A010800 0.7500 073 A020800 0.0000 073 B000800 0.0000 073 C000800 0.0000 074 A000800 0 074 B000800 635 074 C000800 0 074 D000800 14169 074 E000800 0 074 F000800 0 074 G000800 0 074 H000800 0 074 I000800 0 074 J000800 0 074 K000800 2 074 L000800 261 074 M000800 0 074 N000800 15067 074 O000800 0 074 P000800 4 074 Q000800 0 074 R010800 0 074 R020800 0 074 R030800 0 074 R040800 45 074 S000800 0 074 T000800 15018 074 U010800 1342 074 U020800 0 074 V010800 11.19 074 V020800 0.00 074 W000800 0.0000 074 X000800 100 074 Y000800 0 075 A000800 0 075 B000800 13889 076 000800 0.00 024 000900 N 025 D000901 0 025 D000902 0 025 D000903 0 PAGE 42 025 D000904 0 025 D000905 0 025 D000906 0 025 D000907 0 025 D000908 0 028 A010900 2904 028 A020900 118 028 A030900 0 028 A040900 5510 028 B010900 608 028 B020900 115 028 B030900 0 028 B040900 929 028 C010900 255 028 C020900 110 028 C030900 0 028 C040900 1060 028 D010900 1180 028 D020900 108 028 D030900 0 028 D040900 112 028 E010900 126 028 E020900 91 028 E030900 0 028 E040900 2537 028 F010900 0 028 F020900 60 028 F030900 0 028 F040900 7778 028 G010900 5073 028 G020900 602 028 G030900 0 028 G040900 17926 028 H000900 0 029 000900 N 030 A000900 0 030 B000900 0.00 030 C000900 0.00 031 A000900 0 031 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 PAGE 43 048 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 0.0 062 E000900 0.0 062 F000900 0.0 062 G000900 0.0 062 H000900 0.0 062 I000900 0.0 062 J000900 0.0 062 K000900 0.0 062 L000900 0.0 062 M000900 0.0 062 N000900 0.0 062 O000900 0.0 062 P000900 33.5 062 Q000900 0.0 062 R000900 0.0 063 A000900 0 063 B000900 0.7 064 A000900 N 064 B000900 N 066 A000900 N 067 000900 N 068 A000900 N 068 B000900 N PAGE 44 069 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 16312 071 B000900 39742 071 C000900 21813 071 D000900 75 072 A000900 12 072 B000900 1928 072 C000900 0 072 D000900 0 072 E000900 0 072 F000900 59 072 G000900 20 072 H000900 0 072 I000900 29 072 J000900 53 PAGE 45 072 K000900 0 072 L000900 6 072 M000900 7 072 N000900 16 072 O000900 0 072 P000900 0 072 Q000900 0 072 R000900 25 072 S000900 8 072 T000900 1 072 U000900 0 072 V000900 0 072 W000900 7 072 X000900 231 072 Y000900 112 072 Z000900 1809 072AA000900 0 072BB000900 196 072CC010900 165 072CC020900 0 072DD010900 1786 072DD020900 0 072EE000900 0 073 A010900 0.7200 073 A020900 0.0000 073 B000900 0.0000 073 C000900 0.0000 074 A000900 6340 074 B000900 0 074 C000900 0 074 D000900 3193 074 E000900 0 074 F000900 0 074 G000900 0 074 H000900 0 074 I000900 0 074 J000900 1 074 K000900 2 074 L000900 73 074 M000900 0 074 N000900 9609 074 O000900 0 074 P000900 3 074 Q000900 0 074 R010900 0 074 R020900 0 074 R030900 0 074 R040900 64 074 S000900 0 074 T000900 9542 074 U010900 1023 PAGE 46 074 U020900 0 074 V010900 9.33 074 V020900 0.00 074 W000900 0.0000 074 X000900 90 074 Y000900 0 075 A000900 0 075 B000900 23656 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 13 028 A021000 0 028 A031000 0 028 A041000 320 028 B011000 19 028 B021000 0 028 B031000 0 028 B041000 6 028 C011000 68 028 C021000 0 028 C031000 0 028 C041000 14 028 D011000 6 028 D021000 0 028 D031000 0 028 D041000 48 028 E011000 23 028 E021000 0 028 E031000 0 028 E041000 62 028 F011000 4 028 F021000 0 028 F031000 0 028 F041000 1 028 G011000 133 028 G021000 0 028 G031000 0 028 G041000 451 028 H001000 0 029 001000 N 030 A001000 0 030 B001000 0.00 030 C001000 0.00 PAGE 47 031 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 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 PAGE 48 062 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 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 PAGE 49 070 Q021000 N 070 R011000 N 070 R021000 N 071 A001000 13472 071 B001000 13364 071 C001000 8423 071 D001000 159 072 A001000 12 072 B001000 661 072 C001000 84 072 D001000 0 072 E001000 0 072 F001000 71 072 G001000 9 072 H001000 0 072 I001000 26 072 J001000 76 072 K001000 0 072 L001000 2 072 M001000 7 072 N001000 15 072 O001000 0 072 P001000 0 072 Q001000 0 072 R001000 27 072 S001000 8 072 T001000 1 072 U001000 0 072 V001000 0 072 W001000 5 072 X001000 247 072 Y001000 152 072 Z001000 649 072AA001000 0 072BB001000 1302 072CC011000 0 072CC021000 912 072DD011000 322 072DD021000 26 072EE001000 2503 073 A011000 0.3500 073 A021000 0.0000 073 B001000 3.3100 073 C001000 0.0000 074 A001000 1 074 B001000 917 074 C001000 0 074 D001000 4015 074 E001000 127 074 F001000 3461 074 G001000 0 PAGE 50 074 H001000 0 074 I001000 0 074 J001000 224 074 K001000 9 074 L001000 93 074 M001000 48 074 N001000 8895 074 O001000 315 074 P001000 5 074 Q001000 0 074 R011000 0 074 R021000 0 074 R031000 0 074 R041000 47 074 S001000 0 074 T001000 8528 074 U011000 1005 074 U021000 0 074 V011000 8.48 074 V021000 0.00 074 W001000 0.0000 074 X001000 35 074 Y001000 0 075 A001000 0 075 B001000 9450 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 183 028 A021100 0 028 A031100 0 028 A041100 337 028 B011100 479 028 B021100 0 028 B031100 0 028 B041100 266 028 C011100 1132 028 C021100 927 028 C031100 0 028 C041100 632 028 D011100 2235 028 D021100 0 028 D031100 0 028 D041100 249 PAGE 51 028 E011100 466 028 E021100 0 028 E031100 0 028 E041100 426 028 F011100 128 028 F021100 948 028 F031100 0 028 F041100 2741 028 G011100 4623 028 G021100 1875 028 G031100 0 028 G041100 4651 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 Y 035 001100 13 036 A001100 Y 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 0 048 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 PAGE 52 058 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 3.5 062 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 79.8 062 Q001100 6.0 062 R001100 6.2 063 A001100 0 063 B001100 13.8 064 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 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 PAGE 53 070 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 22306 071 B001100 10675 071 C001100 28950 071 D001100 37 072 A001100 12 072 B001100 3873 072 C001100 216 072 D001100 0 072 E001100 0 072 F001100 185 072 G001100 21 072 H001100 0 072 I001100 23 072 J001100 64 072 K001100 0 072 L001100 6 072 M001100 7 072 N001100 13 072 O001100 0 072 P001100 0 072 Q001100 0 072 R001100 31 072 S001100 7 072 T001100 0 072 U001100 2 072 V001100 0 072 W001100 6 072 X001100 365 072 Y001100 133 072 Z001100 3857 072AA001100 0 072BB001100 335 072CC011100 0 PAGE 54 072CC021100 7161 072DD011100 4600 072DD021100 0 072EE001100 0 073 A011100 1.2500 073 A021100 0.0000 073 B001100 0.0000 073 C001100 0.0000 074 A001100 310 074 B001100 1110 074 C001100 0 074 D001100 26919 074 E001100 1264 074 F001100 692 074 G001100 0 074 H001100 0 074 I001100 2 074 J001100 539 074 K001100 11 074 L001100 653 074 M001100 0 074 N001100 31500 074 O001100 0 074 P001100 17 074 Q001100 0 074 R011100 0 074 R021100 0 074 R031100 0 074 R041100 93 074 S001100 0 074 T001100 31390 074 U011100 4678 074 U021100 0 074 V011100 6.71 074 V021100 0.00 074 W001100 0.0000 074 X001100 101 074 Y001100 0 075 A001100 0 075 B001100 30906 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 11066 PAGE 55 028 A021200 0 028 A031200 0 028 A041200 6067 028 B011200 9437 028 B021200 0 028 B031200 0 028 B041200 6063 028 C011200 8585 028 C021200 0 028 C031200 0 028 C041200 7062 028 D011200 10871 028 D021200 0 028 D031200 0 028 D041200 10849 028 E011200 18217 028 E021200 0 028 E031200 0 028 E041200 12622 028 F011200 8513 028 F021200 3799 028 F031200 0 028 F041200 7785 028 G011200 66689 028 G021200 3799 028 G031200 0 028 G041200 50448 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 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 PAGE 56 048 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 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 PAGE 57 070 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 481136 071 B001200 356745 071 C001200 255330 071 D001200 140 072 A001200 12 072 B001200 461 072 C001200 195 072 D001200 0 072 E001200 0 072 F001200 1989 072 G001200 208 072 H001200 0 072 I001200 113 072 J001200 112 072 K001200 0 072 L001200 104 PAGE 58 072 M001200 7 072 N001200 78 072 O001200 0 072 P001200 0 072 Q001200 0 072 R001200 32 072 S001200 10 072 T001200 178 072 U001200 0 072 V001200 0 072 W001200 9 072 X001200 2840 072 Y001200 25 072 Z001200 -2159 072AA001200 0 072BB001200 147559 072CC011200 0 072CC021200 119077 072DD011200 0 072DD021200 0 072EE001200 14245 073 A011200 0.0000 073 A021200 0.0000 073 B001200 0.9700 073 C001200 0.0000 074 A001200 117 074 B001200 5520 074 C001200 0 074 D001200 0 074 E001200 0 074 F001200 172373 074 G001200 0 074 H001200 0 074 I001200 0 074 J001200 733 074 K001200 8 074 L001200 2115 074 M001200 0 074 N001200 180866 074 O001200 4482 074 P001200 119 074 Q001200 0 074 R011200 0 074 R021200 0 074 R031200 0 074 R041200 328 074 S001200 0 074 T001200 175937 074 U011200 14091 074 U021200 5754 074 V011200 8.83 PAGE 59 074 V021200 8.72 074 W001200 0.0000 074 X001200 914 074 Y001200 0 075 A001200 0 075 B001200 265145 076 001200 0.00 024 001300 Y 025 A001301 LEHMAN BROTHERS HOLDINGS, INC. 025 B001301 13-2518466 025 C001301 D 025 D001301 255 025 D001302 0 025 D001303 0 025 D001304 0 025 D001305 0 025 D001306 0 025 D001307 0 025 D001308 0 028 A011300 7748 028 A021300 33 028 A031300 0 028 A041300 5487 028 B011300 3972 028 B021300 30 028 B031300 0 028 B041300 1621 028 C011300 17779 028 C021300 30 028 C031300 0 028 C041300 1729 028 D011300 12016 028 D021300 26 028 D031300 0 028 D041300 4496 028 E011300 12743 028 E021300 26 028 E031300 0 028 E041300 3186 028 F011300 5533 028 F021300 74 028 F031300 0 028 F041300 3076 028 G011300 59791 028 G021300 219 028 G031300 0 028 G041300 19595 028 H001300 0 029 001300 Y 030 A001300 3145 030 B001300 3.50 PAGE 60 030 C001300 3.50 031 A001300 0 031 B001300 0 032 001300 3145 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 062 B001300 0.0 062 C001300 0.0 062 D001300 1.6 062 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 PAGE 61 062 M001300 4.5 062 N001300 21.8 062 O001300 0.0 062 P001300 48.4 062 Q001300 20.2 062 R001300 1.9 063 A001300 0 063 B001300 23.1 064 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 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 PAGE 62 071 A001300 73230 071 B001300 8816 071 C001300 60672 071 D001300 15 072 A001300 12 072 B001300 4440 072 C001300 91 072 D001300 0 072 E001300 0 072 F001300 261 072 G001300 51 072 H001300 0 072 I001300 183 072 J001300 77 072 K001300 0 072 L001300 113 072 M001300 7 072 N001300 21 072 O001300 0 072 P001300 0 072 Q001300 0 072 R001300 43 072 S001300 40 072 T001300 296 072 U001300 0 072 V001300 0 072 W001300 6 072 X001300 1098 072 Y001300 296 072 Z001300 3729 072AA001300 364 072BB001300 0 072CC011300 829 072CC021300 0 072DD011300 379 072DD021300 3475 072EE001300 0 073 A011300 0.6600 073 A021300 0.5800 073 B001300 0.0000 073 C001300 0.0000 074 A001300 1 074 B001300 1630 074 C001300 0 074 D001300 95046 074 E001300 1842 074 F001300 31 074 G001300 0 074 H001300 0 074 I001300 0 074 J001300 0 PAGE 63 074 K001300 50 074 L001300 3805 074 M001300 10 074 N001300 102415 074 O001300 1000 074 P001300 32 074 Q001300 0 074 R011300 0 074 R021300 0 074 R031300 0 074 R041300 1264 074 S001300 0 074 T001300 100119 074 U011300 847 074 U021300 9079 074 V011300 10.09 074 V021300 10.09 074 W001300 0.0000 074 X001300 40 074 Y001300 0 075 A001300 0 075 B001300 65179 076 001300 0.00 024 001400 Y 025 A001401 LEHMAN BROTHERS HOLDINGS INC. 025 B001401 13-2518466 025 C001401 D 025 D001401 103 025 A001402 MORGAN STANLEY DEAN WITTER 025 B001402 13-2655998 025 C001402 D 025 D001402 257 025 D001403 0 025 D001404 0 025 D001405 0 025 D001406 0 025 D001407 0 025 D001408 0 028 A011400 10 028 A021400 0 028 A031400 0 028 A041400 234 028 B011400 360 028 B021400 0 028 B031400 0 028 B041400 551 028 C011400 8 028 C021400 207 028 C031400 0 028 C041400 5 028 D011400 423 PAGE 64 028 D021400 0 028 D031400 0 028 D041400 59 028 E011400 1283 028 E021400 0 028 E031400 0 028 E041400 870 028 F011400 290 028 F021400 209 028 F031400 0 028 F041400 29 028 G011400 2374 028 G021400 416 028 G031400 0 028 G041400 1748 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 0.300 048 A011400 0 048 A021400 0.000 048 B011400 0 048 B021400 0.000 048 C011400 0 048 C021400 0.000 048 D011400 0 048 D021400 0.000 048 E011400 0 048 E021400 0.000 048 F011400 0 048 F021400 0.000 048 G011400 0 048 G021400 0.000 048 H011400 0 048 H021400 0.000 048 I011400 0 048 I021400 0.000 048 J011400 0 048 J021400 0.000 PAGE 65 048 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 3.8 062 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 6.2 062 O001400 0.0 062 P001400 85.9 062 Q001400 2.7 062 R001400 0.0 063 A001400 0 063 B001400 4.7 064 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 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 PAGE 66 070 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 4391 071 B001400 3483 071 C001400 12607 071 D001400 28 072 A001400 12 072 B001400 971 072 C001400 0 072 D001400 0 072 E001400 0 072 F001400 44 072 G001400 11 072 H001400 0 072 I001400 27 072 J001400 53 072 K001400 0 072 L001400 2 072 M001400 7 072 N001400 16 072 O001400 0 072 P001400 0 072 Q001400 0 072 R001400 26 072 S001400 8 072 T001400 1 072 U001400 0 072 V001400 0 072 W001400 6 072 X001400 201 072 Y001400 136 072 Z001400 906 072AA001400 0 072BB001400 10 PAGE 67 072CC011400 668 072CC021400 0 072DD011400 1049 072DD021400 80 072EE001400 0 073 A011400 0.8300 073 A021400 0.0000 073 B001400 0.0000 073 C001400 0.0000 074 A001400 0 074 B001400 543 074 C001400 0 074 D001400 13562 074 E001400 0 074 F001400 0 074 G001400 0 074 H001400 0 074 I001400 0 074 J001400 0 074 K001400 8 074 L001400 243 074 M001400 0 074 N001400 14356 074 O001400 0 074 P001400 3 074 Q001400 0 074 R011400 0 074 R021400 0 074 R031400 0 074 R041400 45 074 S001400 0 074 T001400 14308 074 U011400 1445 074 U021400 0 074 V011400 9.90 074 V021400 0.00 074 W001400 0.0000 074 X001400 77 074 Y001400 0 075 A001400 0 075 B001400 13112 076 001400 0.00 024 001700 N 025 D001701 0 025 D001702 0 025 D001703 0 025 D001704 0 025 D001705 0 025 D001706 0 025 D001707 0 025 D001708 0 PAGE 68 028 A011700 4333 028 A021700 0 028 A031700 0 028 A041700 5264 028 B011700 9452 028 B021700 0 028 B031700 0 028 B041700 2898 028 C011700 5127 028 C021700 0 028 C031700 0 028 C041700 2912 028 D011700 5349 028 D021700 0 028 D031700 0 028 D041700 5452 028 E011700 4538 028 E021700 0 028 E031700 0 028 E041700 4858 028 F011700 1439 028 F021700 0 028 F031700 0 028 F041700 3440 028 G011700 30238 028 G021700 0 028 G031700 0 028 G041700 24824 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 PAGE 69 048 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 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 PAGE 70 070 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 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 319614 071 B001700 285571 071 C001700 110769 071 D001700 258 072 A001700 12 072 B001700 146 072 C001700 125 072 D001700 0 072 E001700 0 072 F001700 842 072 G001700 99 072 H001700 0 072 I001700 106 072 J001700 80 072 K001700 0 PAGE 71 072 L001700 51 072 M001700 7 072 N001700 54 072 O001700 0 072 P001700 0 072 Q001700 0 072 R001700 29 072 S001700 9 072 T001700 197 072 U001700 0 072 V001700 0 072 W001700 7 072 X001700 1481 072 Y001700 160 072 Z001700 -1050 072AA001700 0 072BB001700 92417 072CC011700 0 072CC021700 51727 072DD011700 0 072DD021700 0 072EE001700 2277 073 A011700 0.0000 073 A021700 0.0000 073 B001700 0.5200 073 C001700 0.0000 074 A001700 1 074 B001700 858 074 C001700 0 074 D001700 0 074 E001700 0 074 F001700 59207 074 G001700 0 074 H001700 0 074 I001700 0 074 J001700 495 074 K001700 28 074 L001700 188 074 M001700 0 074 N001700 60777 074 O001700 319 074 P001700 41 074 Q001700 0 074 R011700 0 074 R021700 0 074 R031700 0 074 R041700 208 074 S001700 0 074 T001700 60209 074 U011700 1206 074 U021700 3092 PAGE 72 074 V011700 13.56 074 V021700 13.41 074 W001700 0.0000 074 X001700 1197 074 Y001700 0 075 A001700 0 075 B001700 112243 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 28 028 A021800 0 028 A031800 0 028 A041800 1057 028 B011800 5 028 B021800 0 028 B031800 0 028 B041800 169 028 C011800 8 028 C021800 0 028 C031800 0 028 C041800 380 028 D011800 0 028 D021800 0 028 D031800 0 028 D041800 9 028 E011800 29 028 E021800 0 028 E031800 0 028 E041800 129 028 F011800 2 028 F021800 0 028 F031800 0 028 F041800 0 028 G011800 72 028 G021800 0 028 G031800 0 028 G041800 1744 028 H001800 0 029 001800 Y 030 A001800 9 030 B001800 2.50 030 C001800 2.50 031 A001800 0 PAGE 73 031 B001800 0 032 001800 9 033 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 0.000 048 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 0.0 062 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 PAGE 74 062 O001800 0.0 062 P001800 74.7 062 Q001800 15.0 062 R001800 4.5 063 A001800 0 063 B001800 17.1 064 A001800 N 064 B001800 N 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 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 119 071 B001800 7644 PAGE 75 071 C001800 11979 071 D001800 1 072 A001800 12 072 B001800 1126 072 C001800 44 072 D001800 0 072 E001800 0 072 F001800 75 072 G001800 9 072 H001800 0 072 I001800 7 072 J001800 45 072 K001800 0 072 L001800 72 072 M001800 7 072 N001800 2 072 O001800 0 072 P001800 0 072 Q001800 0 072 R001800 45 072 S001800 37 072 T001800 93 072 U001800 0 072 V001800 0 072 W001800 6 072 X001800 398 072 Y001800 211 072 Z001800 983 072AA001800 0 072BB001800 547 072CC011800 0 072CC021800 149 072DD011800 1009 072DD021800 0 072EE001800 67 073 A011800 0.7100 073 A021800 0.0000 073 B001800 0.0400 073 C001800 0.0000 074 A001800 88 074 B001800 0 074 C001800 0 074 D001800 9203 074 E001800 453 074 F001800 4 074 G001800 0 074 H001800 0 074 I001800 0 074 J001800 395 074 K001800 39 074 L001800 136 PAGE 76 074 M001800 0 074 N001800 10318 074 O001800 0 074 P001800 5 074 Q001800 0 074 R011800 0 074 R021800 0 074 R031800 0 074 R041800 60 074 S001800 0 074 T001800 10253 074 U011800 1133 074 U021800 0 074 V011800 9.05 074 V021800 0.00 074 W001800 0.0000 074 X001800 1 074 Y001800 0 075 A001800 0 075 B001800 12444 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 40 028 A021900 0 028 A031900 0 028 A041900 195 028 B011900 31 028 B021900 0 028 B031900 0 028 B041900 6 028 C011900 62 028 C021900 0 028 C031900 0 028 C041900 64 028 D011900 10 028 D021900 0 028 D031900 0 028 D041900 13 028 E011900 20 028 E021900 0 028 E031900 0 028 E041900 6 028 F011900 3 PAGE 77 028 F021900 0 028 F031900 0 028 F041900 150 028 G011900 166 028 G021900 0 028 G031900 0 028 G041900 434 028 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 Y 035 001900 3 036 A001900 Y 036 B001900 0 038 001900 0 045 001900 Y 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 PAGE 78 061 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 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 PAGE 79 070 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 4986 071 B001900 4768 071 C001900 2697 071 D001900 177 072 A001900 12 072 B001900 5 072 C001900 41 072 D001900 0 072 E001900 0 072 F001900 36 072 G001900 7 072 H001900 0 072 I001900 45 072 J001900 73 072 K001900 0 072 L001900 1 072 M001900 7 072 N001900 24 072 O001900 0 072 P001900 0 072 Q001900 0 072 R001900 26 072 S001900 13 072 T001900 0 072 U001900 0 072 V001900 0 072 W001900 7 072 X001900 239 072 Y001900 175 072 Z001900 -18 072AA001900 0 072BB001900 963 072CC011900 0 072CC021900 721 PAGE 80 072DD011900 0 072DD021900 0 072EE001900 70 073 A011900 0.0000 073 A021900 0.0000 073 B001900 0.2900 073 C001900 0.0000 074 A001900 0 074 B001900 0 074 C001900 0 074 D001900 0 074 E001900 0 074 F001900 1851 074 G001900 0 074 H001900 0 074 I001900 0 074 J001900 44 074 K001900 12 074 L001900 13 074 M001900 5 074 N001900 1925 074 O001900 4 074 P001900 2 074 Q001900 0 074 R011900 0 074 R021900 0 074 R031900 0 074 R041900 85 074 S001900 0 074 T001900 1834 074 U011900 226 074 U021900 5 074 V011900 7.93 074 V021900 7.87 074 W001900 0.0000 074 X001900 78 074 Y001900 0 075 A001900 0 075 B001900 2847 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 114 028 A022000 0 PAGE 81 028 A032000 0 028 A042000 486 028 B012000 111 028 B022000 0 028 B032000 0 028 B042000 172 028 C012000 35 028 C022000 0 028 C032000 0 028 C042000 185 028 D012000 24 028 D022000 0 028 D032000 0 028 D042000 440 028 E012000 91 028 E022000 0 028 E032000 0 028 E042000 76 028 F012000 21 028 F022000 0 028 F032000 0 028 F042000 94 028 G012000 396 028 G022000 0 028 G032000 0 028 G042000 1453 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 PAGE 82 048 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 0.0 062 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 N 068 A002000 N 068 B002000 Y 069 002000 N 070 A012000 Y 070 A022000 Y PAGE 83 070 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 070 M012000 Y 070 M022000 Y 070 N012000 N 070 N022000 N 070 O012000 Y 070 O022000 N 070 P012000 N 070 P022000 N 070 Q012000 N 070 Q022000 N 070 R012000 N 070 R022000 N 071 A002000 13940 071 B002000 16386 071 C002000 5843 071 D002000 239 072 A002000 12 072 B002000 15 072 C002000 9 072 D002000 0 072 E002000 0 072 F002000 60 072 G002000 11 072 H002000 0 072 I002000 50 072 J002000 79 072 K002000 0 072 L002000 9 072 M002000 6 PAGE 84 072 N002000 33 072 O002000 0 072 P002000 0 072 Q002000 0 072 R002000 24 072 S002000 9 072 T002000 5 072 U002000 0 072 V002000 0 072 W002000 11 072 X002000 297 072 Y002000 201 072 Z002000 -71 072AA002000 0 072BB002000 6627 072CC012000 0 072CC022000 2244 072DD012000 0 072DD022000 0 072EE002000 0 073 A012000 0.0000 073 A022000 0.0000 073 B002000 0.0000 073 C002000 0.0000 074 A002000 16 074 B002000 135 074 C002000 0 074 D002000 0 074 E002000 0 074 F002000 1846 074 G002000 0 074 H002000 0 074 I002000 0 074 J002000 36 074 K002000 18 074 L002000 1 074 M002000 89 074 N002000 2141 074 O002000 78 074 P002000 2 074 Q002000 0 074 R012000 0 074 R022000 0 074 R032000 0 074 R042000 82 074 S002000 0 074 T002000 1979 074 U012000 485 074 U022000 154 074 V012000 3.10 074 V022000 3.07 PAGE 85 074 W002000 0.0000 074 X002000 307 074 Y002000 0 075 A002000 0 075 B002000 6015 076 002000 0.00 024 002100 Y 025 A002101 LEHMAN BROTHERS HOLDINGS, INC. 025 B002101 13-2518466 025 C002101 E 025 D002101 63 025 D002102 0 025 D002103 0 025 D002104 0 025 D002105 0 025 D002106 0 025 D002107 0 025 D002108 0 028 A012100 270 028 A022100 0 028 A032100 0 028 A042100 49 028 B012100 592 028 B022100 0 028 B032100 0 028 B042100 39 028 C012100 176 028 C022100 0 028 C032100 0 028 C042100 115 028 D012100 796 028 D022100 0 028 D032100 0 028 D042100 59 028 E012100 68 028 E022100 0 028 E032100 0 028 E042100 298 028 F012100 289 028 F022100 0 028 F032100 0 028 F042100 385 028 G012100 2191 028 G022100 0 028 G032100 0 028 G042100 945 028 H002100 0 029 002100 N 030 A002100 0 030 B002100 0.00 030 C002100 0.00 PAGE 86 031 A002100 0 031 B002100 0 032 002100 0 033 002100 0 034 002100 N 035 002100 0 036 B002100 0 045 002100 Y 046 002100 N 047 002100 Y 048 002100 0.750 048 A012100 0 048 A022100 0.000 048 B012100 0 048 B022100 0.000 048 C012100 0 048 C022100 0.000 048 D012100 0 048 D022100 0.000 048 E012100 0 048 E022100 0.000 048 F012100 0 048 F022100 0.000 048 G012100 0 048 G022100 0.000 048 H012100 0 048 H022100 0.000 048 I012100 0 048 I022100 0.000 048 J012100 0 048 J022100 0.000 048 K012100 0 048 K022100 0.000 058 A002100 N 059 002100 Y 060 A002100 Y 060 B002100 Y 061 002100 250000 062 A002100 N 062 B002100 0.0 062 C002100 0.0 062 D002100 0.0 062 E002100 0.0 062 F002100 0.0 062 G002100 0.0 062 H002100 0.0 062 I002100 0.0 062 J002100 0.0 062 K002100 0.0 062 L002100 0.0 062 M002100 0.0 PAGE 87 062 N002100 0.0 062 O002100 0.0 062 P002100 0.0 062 Q002100 0.0 062 R002100 0.0 063 A002100 0 063 B002100 0.0 066 A002100 Y 066 B002100 N 066 C002100 N 066 D002100 Y 066 E002100 N 066 F002100 N 066 G002100 N 067 002100 N 068 A002100 N 068 B002100 N 069 002100 N 070 A012100 Y 070 A022100 Y 070 B012100 Y 070 B022100 N 070 C012100 N 070 C022100 N 070 D012100 Y 070 D022100 N 070 E012100 N 070 E022100 N 070 F012100 Y 070 F022100 N 070 G012100 Y 070 G022100 N 070 H012100 Y 070 H022100 N 070 I012100 N 070 I022100 N 070 J012100 Y 070 J022100 N 070 K012100 Y 070 K022100 N 070 L012100 Y 070 L022100 Y 070 M012100 Y 070 M022100 N 070 N012100 N 070 N022100 N 070 O012100 Y 070 O022100 N 070 P012100 N 070 P022100 N 070 Q012100 N PAGE 88 070 Q022100 N 070 R012100 N 070 R022100 N 071 A002100 9024 071 B002100 6761 071 C002100 3944 071 D002100 171 072 A002100 12 072 B002100 2 072 C002100 46 072 D002100 0 072 E002100 0 072 F002100 30 072 G002100 3 072 H002100 0 072 I002100 20 072 J002100 55 072 K002100 0 072 L002100 3 072 M002100 7 072 N002100 29 072 O002100 0 072 P002100 0 072 Q002100 0 072 R002100 8 072 S002100 7 072 T002100 0 072 U002100 0 072 V002100 0 072 W002100 6 072 X002100 168 072 Y002100 123 072 Z002100 3 072AA002100 0 072BB002100 1199 072CC012100 0 072CC022100 443 072DD012100 0 072DD022100 0 072EE002100 17 073 A012100 0.0000 073 A022100 0.0000 073 B002100 0.0500 073 C002100 0.0000 074 A002100 76 074 B002100 0 074 C002100 0 074 D002100 0 074 E002100 0 074 F002100 4137 074 G002100 0 PAGE 89 074 H002100 0 074 I002100 0 074 J002100 84 074 K002100 6 074 L002100 145 074 M002100 0 074 N002100 4448 074 O002100 47 074 P002100 3 074 Q002100 0 074 R012100 0 074 R022100 0 074 R032100 0 074 R042100 153 074 S002100 0 074 T002100 4245 074 U012100 619 074 U022100 0 074 V012100 6.85 074 V022100 0.00 074 W002100 0.0000 074 X002100 30 074 Y002100 0 075 A002100 0 075 B002100 3956 076 002100 0.00 SIGNATURE TOM MCKENNA TITLE FUND ADMIN MANAGER EX-99 3 auditlsf.txt AUDIT LETTER Report of Independent Accountants To the Board of Trustees and Shareholders of the Loomis Sayles Funds: In planning and performing our audits of the financial statements of the Loomis Sayles Funds [consisting of Loomis Sayles Aggressive Growth Fund, Emerging Markets Fund, Global Technology Fund, Growth Fund, International Equity Fund, Research Fund, Small Cap Growth Fund, Small Cap Value Fund, Value Fund (formerly Core Value Fund), Worldwide Fund, Bond Fund, Global Bond Fund, High Yield Fund, Intermediate Maturity Bond Fund, Investment Grade Bond Fund, Short-Term Bond Fund, U.S. Government Securities Fund, and Managed Bond Fund (collectively, the ?Funds?)] for the year ended September 30, 2001, we considered their internal control, including control activities for safeguarding securities, in order to determine our auditing procedures for the purpose of expressing our opinion on the financial statements and to comply with the requirements of Form N-SAR, not to provide assurance on internal control. The management of the Funds is responsible for establishing and maintaining internal control. In fulfilling this responsibility, estimates and judgments by management are required to assess the expected benefits and related costs of controls. Generally, controls that are relevant to an audit pertain to the entity?s objective of preparing financial statements for external purposes that are fairly presented in conformity with generally accepted accounting principles. Those controls include the safeguarding of assets against unauthorized acquisition, use or disposition. Because of inherent limitations in internal control, errors or fraud may occur and not be detected. Also, projection of any evaluation of internal control to future periods is subject to the risk that controls may become inadequate because of changes in conditions or that the effectiveness of their design and operation may deteriorate. Our consideration of internal control would not necessarily disclose all matters in internal control that might be material weaknesses under standards established by the American Institute of Certified Public Accountants. A material weakness is a condition in which the design or operation of one or more of the internal control components does not reduce to a relatively low level the risk that misstatements caused by error or fraud in amounts that would be material in relation to the financial statements being audited may occur and not be detected within a timely period by employees in the normal course of performing their assigned functions. However, we noted no matters involving internal control and its operation, including controls for safeguarding securities, that we consider to be material weaknesses as defined above as of September 30, 2001. This report is intended solely for the information and use of the Board of Trustees, management and the Securities and Exchange Commission and is not intended to be and should not be used by anyone other than these specified parties. PricewaterhouseCoopers LLP Boston, Massachusetts November 16, 2001 1 2 -----END PRIVACY-ENHANCED MESSAGE-----