-----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, LtlKqu6G52gXGytM0LP5J7O4u2jq6G2DeyiE624EqjiqD5+BQZH1epYeDtSKBqd0 rK2OHuf+npjC4SaY0iWJQw== 0000872649-02-000014.txt : 20021213 0000872649-02-000014.hdr.sgml : 20021213 20021213145005 ACCESSION NUMBER: 0000872649-02-000014 CONFORMED SUBMISSION TYPE: NSAR-B PUBLIC DOCUMENT COUNT: 5 CONFORMED PERIOD OF REPORT: 20020930 FILED AS OF DATE: 20021213 EFFECTIVENESS DATE: 20021213 FILER: COMPANY DATA: COMPANY CONFORMED NAME: LOOMIS SAYLES FUNDS CENTRAL INDEX KEY: 0000872649 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: 02856956 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-B 1 answer.fil ANSWER FILE PAGE 1 000 B000000 09/30/2002 000 C000000 0000872649 000 D000000 N 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 811-06241 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 17 007 C010100 1 007 C020100 LOOMIS SAYLES GROWTH FUND 007 C030100 N 007 C010200 2 007 C020200 LOOMIS SAYLES 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 C010800 8 007 C020800 LOOMIS SAYLES U.S. GOVERNMENT FUND 007 C030800 N 007 C010900 9 007 C011000 10 007 C021000 LOOMIS SAYLES WORLDWIDE FUND 007 C031000 N 007 C011100 11 007 C021100 LOOMIS SAYLES HIGH INCOME FUND 007 C031100 Y PAGE 2 007 C011200 12 007 C021200 LOOMIS SAYLES SMALL CAP GROWTH FUND 007 C031200 N 007 C011300 13 007 C021300 LOOMIS SAYLES INVESTMENT GRADE BOND FUND 007 C031300 N 007 C011400 14 007 C021400 LOOMIS SAYLES INTERMEDIATE MATURITY BOND FUND 007 C031400 Y 007 C011500 15 007 C011600 16 007 C011700 17 007 C021700 LOOMIS SAYLES AGGRESSIVE GROWTH FUND 007 C031700 N 007 C011800 18 007 C021800 LOOMIS SAYLES MANAGED BOND FUND 007 C031800 N 007 C011900 19 007 C021900 LOOMIS SAYLES EMERGING MARKETS FUND 007 C031900 N 007 C012000 20 007 C022000 LOOMIS SAYLES GLOBAL TECHNOLOGY FUND 007 C032000 Y 007 C012100 21 007 C022100 LOOMIS SAYLES RESEARCH FUND 007 C032100 N 007 C012200 22 007 C012300 23 007 C012400 24 007 C012500 25 007 C012600 26 007 C012700 27 007 C012800 28 007 C012900 29 007 C013000 30 008 A00AA01 LOOMIS, SAYLES & COMPANY, L.P. 008 B00AA01 A 008 C00AA01 801-170 008 D01AA01 BOSTON 008 D02AA01 MA 008 D03AA01 02111 010 A00AA01 STATE STREET BANK AND TRUST COMPANY 010 B00AA01 85-05003 010 C01AA01 BOSTON 010 C02AA01 MA 010 C03AA01 02110 012 A00AA01 STATE STREET BANK AND TRUST COMPANY 012 B00AA01 85-05003 012 C01AA01 BOSTON 012 C02AA01 MA 012 C03AA01 02102 PAGE 3 013 A00AA01 PRICEWATERHOUSECOOPERS L.L.P. 013 B01AA01 BOSTON 013 B02AA01 MA 013 B03AA01 02110 015 A00AA01 STATE STREET BANK AND BANK COMPANY 015 B00AA01 C 015 C01AA01 BOSTON 015 C02AA01 MA 015 C03AA01 02102 015 E01AA01 X 015 A00AA02 WESTPAC BANKING CORP. 015 B00AA02 S 015 C01AA02 SYDNEY 015 D01AA02 AUSTRALIA 015 E04AA02 X 015 A00AA03 FORTIS BANK, NV 015 B00AA03 S 015 C01AA03 BRUSSELS 015 D01AA03 BELGIUM 015 E04AA03 X 015 A00AA04 STATE STREET TRUST COMPANY CANADA 015 B00AA04 S 015 C01AA04 TORONTO 015 D01AA04 CANADA 015 E04AA04 X 015 A00AA05 BANQUE PARIBAS 015 B00AA05 S 015 C01AA05 PARIS 015 D01AA05 FRANCE 015 E04AA05 X 015 A00AA06 DRESDNER BANK AG 015 B00AA06 S 015 C01AA06 FRANKFURT 015 D01AA06 GERMANY 015 E04AA06 X 015 A00AA07 STANDARD CHARTERED BANK PLC. 015 B00AA07 S 015 C01AA07 HONG KONG 015 D01AA07 HONG KONG 015 E04AA07 X 015 A00AA08 HONGKONG AND SHANGHAI BANKING CORP. 015 B00AA08 S 015 C01AA08 SEOUL 015 D01AA08 KOREA 015 E04AA08 X 015 A00AA09 CITIBANK MEXICO S.A. 015 B00AA09 S 015 C01AA09 MEXICO CITY 015 D01AA09 MEXICO 015 E04AA09 X 015 A00AA10 KAS BANK N.V. 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192 072 A000100 12 072 B000100 6 072 C000100 101 072 D000100 0 072 E000100 0 072 F000100 117 072 G000100 10 PAGE 12 072 H000100 0 072 I000100 74 072 J000100 67 072 K000100 0 072 L000100 5 072 M000100 6 072 N000100 33 072 O000100 7 072 P000100 0 072 Q000100 0 072 R000100 28 072 S000100 4 072 T000100 1 072 U000100 0 072 V000100 0 072 W000100 0 072 X000100 352 072 Y000100 152 072 Z000100 -93 072AA000100 0 072BB000100 2240 072CC010100 0 072CC020100 137 072DD010100 0 072DD020100 0 072EE000100 0 073 A010100 0.0000 073 A020100 0.0000 073 B000100 0.0000 073 C000100 0.0000 074 A000100 0 074 B000100 693 074 C000100 0 074 D000100 0 074 E000100 0 074 F000100 19433 074 G000100 0 074 H000100 0 074 I000100 0 074 J000100 235 074 K000100 20 074 L000100 12 074 M000100 0 074 N000100 20393 074 O000100 218 074 P000100 9 074 Q000100 0 074 R010100 0 074 R020100 0 074 R030100 0 074 R040100 57 PAGE 13 074 S000100 0 074 T000100 20109 074 U010100 5232 074 U020100 125 074 V010100 3.75 074 V020100 3.65 074 W000100 0.0000 074 X000100 427 074 Y000100 0 075 A000100 0 075 B000100 23379 076 000100 0.00 024 000200 Y 025 A000201 LEHMAN BROTHERS HOLDINGS, INC. 025 B000201 13-2518466 025 C000201 E 025 D000201 353 025 A000202 BANK OF AMERICA CORP. 025 B000202 36-0947896 025 C000202 E 025 D000202 1104 025 A000203 US BANCORP 025 B000203 93-0908531 025 C000203 E 025 D000203 669 025 A000204 WELLS FARGO & CO. 025 B000204 00-0000000 025 C000204 E 025 D000204 771 025 A000205 AMERICAN EXPRESS CO. 025 B000205 0000000000 025 C000205 E 025 D000205 527 025 D000206 0 025 D000207 0 025 D000208 0 028 A010200 294 028 A020200 0 028 A030200 0 028 A040200 579 028 B010200 144 028 B020200 0 028 B030200 0 028 B040200 176 028 C010200 166 028 C020200 0 028 C030200 0 028 C040200 240 028 D010200 228 028 D020200 0 028 D030200 0 PAGE 14 028 D040200 446 028 E010200 612 028 E020200 0 028 E030200 0 028 E040200 325 028 F010200 473 028 F020200 0 028 F030200 0 028 F040200 338 028 G010200 1917 028 G020200 0 028 G030200 0 028 G040200 2104 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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 N 070 B010200 Y 070 B020200 N 070 C010200 Y 070 C020200 N 070 D010200 Y 070 D020200 N 070 E010200 Y 070 E020200 N 070 F010200 Y 070 F020200 N 070 G010200 Y 070 G020200 N 070 H010200 Y PAGE 16 070 H020200 N 070 I010200 N 070 I020200 N 070 J010200 Y 070 J020200 N 070 K010200 Y 070 K020200 N 070 L010200 Y 070 L020200 Y 070 M010200 Y 070 M020200 N 070 N010200 Y 070 N020200 N 070 O010200 Y 070 O020200 N 070 P010200 Y 070 P020200 N 070 Q010200 Y 070 Q020200 N 070 R010200 Y 070 R020200 N 071 A000200 27191 071 B000200 25771 071 C000200 39074 071 D000200 66 072 A000200 12 072 B000200 26 072 C000200 691 072 D000200 0 072 E000200 0 072 F000200 204 072 G000200 17 072 H000200 0 072 I000200 34 072 J000200 49 072 K000200 0 072 L000200 5 072 M000200 6 072 N000200 15 072 O000200 12 072 P000200 0 072 Q000200 0 072 R000200 24 072 S000200 2 072 T000200 0 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028 B020300 0 028 B030300 0 028 B040300 8237 028 C010300 14050 028 C020300 0 028 C030300 0 028 C040300 15102 028 D010300 11816 028 D020300 0 028 D030300 0 028 D040300 47923 028 E010300 10994 028 E020300 0 028 E030300 0 028 E040300 8617 028 F010300 10373 028 F020300 0 028 F030300 0 028 F040300 7012 028 G010300 111599 028 G020300 0 028 G030300 0 028 G040300 92568 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 PAGE 19 048 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 2500 062 A000300 N 062 B000300 0.0 062 C000300 0.0 062 D000300 0.0 062 E000300 0.0 062 F000300 0.0 062 G000300 0.0 062 H000300 0.0 062 I000300 0.0 062 J000300 0.0 062 K000300 0.0 062 L000300 0.0 062 M000300 0.0 062 N000300 0.0 062 O000300 0.0 062 P000300 0.0 062 Q000300 0.0 062 R000300 0.0 063 A000300 0 063 B000300 0.0 066 A000300 Y 066 B000300 N 066 C000300 N 066 D000300 Y 066 E000300 N 066 F000300 N 066 G000300 N 067 000300 N 068 A000300 N PAGE 20 068 B000300 N 069 000300 N 070 A010300 Y 070 A020300 N 070 B010300 Y 070 B020300 N 070 C010300 Y 070 C020300 N 070 D010300 Y 070 D020300 N 070 E010300 Y 070 E020300 N 070 F010300 Y 070 F020300 N 070 G010300 Y 070 G020300 N 070 H010300 Y 070 H020300 N 070 I010300 N 070 I020300 N 070 J010300 Y 070 J020300 N 070 K010300 Y 070 K020300 N 070 L010300 Y 070 L020300 Y 070 M010300 Y 070 M020300 N 070 N010300 Y 070 N020300 N 070 O010300 Y 070 O020300 N 070 P010300 Y 070 P020300 N 070 Q010300 Y 070 Q020300 N 070 R010300 Y 070 R020300 N 071 A000300 367240 071 B000300 318822 071 C000300 372453 071 D000300 86 072 A000300 12 072 B000300 441 072 C000300 5193 072 D000300 0 072 E000300 0 072 F000300 2980 072 G000300 165 072 H000300 0 072 I000300 209 PAGE 21 072 J000300 240 072 K000300 0 072 L000300 60 072 M000300 6 072 N000300 42 072 O000300 101 072 P000300 0 072 Q000300 0 072 R000300 36 072 S000300 31 072 T000300 354 072 U000300 0 072 V000300 0 072 W000300 16 072 X000300 4240 072 Y000300 101 072 Z000300 1495 072AA000300 2149 072BB000300 0 072CC010300 0 072CC020300 26279 072DD010300 1285 072DD020300 323 072EE000300 36521 073 A010300 0.1100 073 A020300 0.0590 073 B000300 2.2420 073 C000300 0.0000 074 A000300 1 074 B000300 0 074 C000300 15404 074 D000300 0 074 E000300 0 074 F000300 333365 074 G000300 0 074 H000300 0 074 I000300 0 074 J000300 2906 074 K000300 17 074 L000300 1726 074 M000300 0 074 N000300 353419 074 O000300 5750 074 P000300 222 074 Q000300 0 074 R010300 0 074 R020300 0 074 R030300 0 074 R040300 1605 074 S000300 0 074 T000300 345842 PAGE 22 074 U010300 13563 074 U020300 5034 074 V010300 17.28 074 V020300 17.25 074 W000300 0.0000 074 X000300 2021 074 Y000300 0 075 A000300 0 075 B000300 397400 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 5470 028 A020400 0 028 A030400 0 028 A040400 3013 028 B010400 7524 028 B020400 0 028 B030400 0 028 B040400 7054 028 C010400 4825 028 C020400 0 028 C030400 0 028 C040400 3288 028 D010400 8176 028 D020400 0 028 D030400 0 028 D040400 6812 028 E010400 9562 028 E020400 0 028 E030400 0 028 E040400 11082 028 F010400 7399 028 F020400 0 028 F030400 0 028 F040400 8898 028 G010400 42956 028 G020400 0 028 G030400 0 028 G040400 40147 028 H000400 0 029 000400 N 030 A000400 0 030 B000400 0.00 PAGE 23 030 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 0.000 048 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 2500 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 PAGE 24 062 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 Y 070 C020400 N 070 D010400 Y 070 D020400 N 070 E010400 Y 070 E020400 N 070 F010400 Y 070 F020400 N 070 G010400 Y 070 G020400 N 070 H010400 Y 070 H020400 N 070 I010400 N 070 I020400 N 070 J010400 Y 070 J020400 N 070 K010400 Y 070 K020400 N 070 L010400 Y 070 L020400 Y 070 M010400 Y 070 M020400 Y 070 N010400 Y 070 N020400 N 070 O010400 Y 070 O020400 N 070 P010400 Y 070 P020400 N PAGE 25 070 Q010400 Y 070 Q020400 N 070 R010400 Y 070 R020400 N 071 A000400 72420 071 B000400 73259 071 C000400 53554 071 D000400 135 072 A000400 12 072 B000400 15 072 C000400 804 072 D000400 0 072 E000400 0 072 F000400 419 072 G000400 24 072 H000400 0 072 I000400 84 072 J000400 194 072 K000400 0 072 L000400 8 072 M000400 6 072 N000400 38 072 O000400 19 072 P000400 0 072 Q000400 0 072 R000400 46 072 S000400 3 072 T000400 8 072 U000400 0 072 V000400 0 072 W000400 6 072 X000400 855 072 Y000400 285 072 Z000400 249 072AA000400 0 072BB000400 10541 072CC010400 18 072CC020400 0 072DD010400 236 072DD020400 5 072EE000400 0 073 A010400 0.0440 073 A020400 0.0190 073 B000400 0.0000 073 C000400 0.0000 074 A000400 1 074 B000400 1454 074 C000400 0 074 D000400 0 074 E000400 284 074 F000400 45003 PAGE 26 074 G000400 0 074 H000400 0 074 I000400 0 074 J000400 362 074 K000400 23 074 L000400 303 074 M000400 1280 074 N000400 48710 074 O000400 469 074 P000400 31 074 Q000400 0 074 R010400 0 074 R020400 0 074 R030400 0 074 R040400 1794 074 S000400 0 074 T000400 46416 074 U010400 5667 074 U020400 174 074 V010400 7.78 074 V020400 7.70 074 W000400 0.0000 074 X000400 581 074 Y000400 0 075 A000400 0 075 B000400 55896 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 629 028 A020500 0 028 A030500 0 028 A040500 234 028 B010500 1278 028 B020500 0 028 B030500 0 028 B040500 915 028 C010500 5946 028 C020500 0 028 C030500 0 028 C040500 391 028 D010500 2476 028 D020500 0 028 D030500 0 PAGE 27 028 D040500 3355 028 E010500 1742 028 E020500 0 028 E030500 0 028 E040500 1345 028 F010500 983 028 F020500 0 028 F030500 0 028 F040500 1968 028 G010500 13054 028 G020500 0 028 G030500 0 028 G040500 8208 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 0 036 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 PAGE 28 058 A000500 N 059 000500 Y 060 A000500 Y 060 B000500 Y 061 000500 2500 062 A000500 Y 062 B000500 0.0 062 C000500 0.0 062 D000500 4.6 062 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 5.8 062 O000500 0.0 062 P000500 52.5 062 Q000500 39.0 062 R000500 0.0 063 A000500 0 063 B000500 9.2 064 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 Y 070 B020500 N 070 C010500 Y 070 C020500 N 070 D010500 Y 070 D020500 N 070 E010500 Y 070 E020500 N 070 F010500 Y 070 F020500 N 070 G010500 Y 070 G020500 N 070 H010500 Y 070 H020500 N 070 I010500 N 070 I020500 N 070 J010500 Y PAGE 29 070 J020500 N 070 K010500 Y 070 K020500 N 070 L010500 Y 070 L020500 Y 070 M010500 Y 070 M020500 N 070 N010500 Y 070 N020500 N 070 O010500 Y 070 O020500 N 070 P010500 Y 070 P020500 N 070 Q010500 Y 070 Q020500 N 070 R010500 Y 070 R020500 N 071 A000500 35861 071 B000500 31462 071 C000500 48690 071 D000500 65 072 A000500 12 072 B000500 3375 072 C000500 0 072 D000500 0 072 E000500 0 072 F000500 303 072 G000500 21 072 H000500 0 072 I000500 47 072 J000500 99 072 K000500 0 072 L000500 10 072 M000500 6 072 N000500 24 072 O000500 14 072 P000500 0 072 Q000500 0 072 R000500 29 072 S000500 3 072 T000500 26 072 U000500 0 072 V000500 0 072 W000500 0 072 X000500 582 072 Y000500 101 072 Z000500 2894 072AA000500 0 072BB000500 472 072CC010500 4371 072CC020500 0 PAGE 30 072DD010500 0 072DD020500 0 072EE000500 0 073 A010500 0.0000 073 A020500 0.0000 073 B000500 0.0000 073 C000500 0.0000 074 A000500 1 074 B000500 2645 074 C000500 0 074 D000500 55370 074 E000500 0 074 F000500 0 074 G000500 0 074 H000500 0 074 I000500 0 074 J000500 0 074 K000500 10 074 L000500 1245 074 M000500 0 074 N000500 59271 074 O000500 1213 074 P000500 28 074 Q000500 0 074 R010500 0 074 R020500 0 074 R030500 0 074 R040500 1117 074 S000500 0 074 T000500 56913 074 U010500 3533 074 U020500 959 074 V010500 12.68 074 V020500 12.62 074 W000500 0.0000 074 X000500 187 074 Y000500 0 075 A000500 0 075 B000500 50532 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 41104 028 A020600 0 PAGE 31 028 A030600 0 028 A040600 119270 028 B010600 29925 028 B020600 0 028 B030600 0 028 B040600 60600 028 C010600 29032 028 C020600 22530 028 C030600 0 028 C040600 75352 028 D010600 33553 028 D020600 0 028 D030600 0 028 D040600 46396 028 E010600 27074 028 E020600 0 028 E030600 0 028 E040600 33540 028 F010600 45766 028 F020600 21112 028 F030600 0 028 F040600 29549 028 G010600 206454 028 G020600 43642 028 G030600 0 028 G040600 364707 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 PAGE 32 048 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 2500 062 A000600 Y 062 B000600 0.0 062 C000600 0.0 062 D000600 0.5 062 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 9.2 062 O000600 0.2 062 P000600 52.7 062 Q000600 33.5 062 R000600 2.4 063 A000600 0 063 B000600 14.8 064 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 Y 070 B020600 N 070 C010600 Y PAGE 33 070 C020600 N 070 D010600 Y 070 D020600 N 070 E010600 Y 070 E020600 N 070 F010600 Y 070 F020600 N 070 G010600 Y 070 G020600 N 070 H010600 Y 070 H020600 N 070 I010600 N 070 I020600 N 070 J010600 Y 070 J020600 Y 070 K010600 Y 070 K020600 N 070 L010600 Y 070 L020600 Y 070 M010600 Y 070 M020600 N 070 N010600 Y 070 N020600 N 070 O010600 Y 070 O020600 N 070 P010600 Y 070 P020600 N 070 Q010600 Y 070 Q020600 N 070 R010600 Y 070 R020600 N 071 A000600 289935 071 B000600 525255 071 C000600 1305538 071 D000600 22 072 A000600 12 072 B000600 111910 072 C000600 2727 072 D000600 0 072 E000600 0 072 F000600 8087 072 G000600 579 072 H000600 0 072 I000600 419 072 J000600 793 072 K000600 0 072 L000600 225 072 M000600 6 072 N000600 33 072 O000600 437 072 P000600 0 PAGE 34 072 Q000600 0 072 R000600 59 072 S000600 108 072 T000600 172 072 U000600 0 072 V000600 0 072 W000600 48 072 X000600 10966 072 Y000600 671 072 Z000600 104342 072AA000600 0 072BB000600 146049 072CC010600 143693 072CC020600 0 072DD010600 98462 072DD020600 4628 072EE000600 0 073 A010600 0.8240 073 A020600 0.7980 073 B000600 0.0000 073 C000600 0.0000 074 A000600 18146 074 B000600 6079 074 C000600 0 074 D000600 1186233 074 E000600 25343 074 F000600 4056 074 G000600 0 074 H000600 0 074 I000600 0 074 J000600 0 074 K000600 9 074 L000600 23000 074 M000600 0 074 N000600 1262866 074 O000600 18561 074 P000600 615 074 Q000600 0 074 R010600 0 074 R020600 0 074 R030600 0 074 R040600 3176 074 S000600 0 074 T000600 1240514 074 U010600 113496 074 U020600 5989 074 V010600 10.33 074 V020600 10.33 074 W000600 0.0000 074 X000600 9114 074 Y000600 0 PAGE 35 075 A000600 0 075 B000600 1347806 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 184 028 A020800 0 028 A030800 0 028 A040800 473 028 B010800 152 028 B020800 0 028 B030800 0 028 B040800 155 028 C010800 178 028 C020800 168 028 C030800 0 028 C040800 172 028 D010800 1118 028 D020800 0 028 D030800 0 028 D040800 2082 028 E010800 870 028 E020800 0 028 E030800 0 028 E040800 1102 028 F010800 555 028 F020800 138 028 F030800 0 028 F040800 673 028 G010800 3057 028 G020800 306 028 G030800 0 028 G040800 4657 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 PAGE 36 036 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 0 048 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 3.7 062 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 69.2 062 N000800 27.1 062 O000800 0.0 062 P000800 0.0 062 Q000800 0.0 062 R000800 0.0 063 A000800 0 PAGE 37 063 B000800 10.3 064 A000800 Y 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 Y 070 B020800 N 070 C010800 Y 070 C020800 N 070 D010800 Y 070 D020800 N 070 E010800 Y 070 E020800 N 070 F010800 Y 070 F020800 N 070 G010800 Y 070 G020800 N 070 H010800 Y 070 H020800 N 070 I010800 N 070 I020800 N 070 J010800 Y 070 J020800 N 070 K010800 Y 070 K020800 N 070 L010800 Y 070 L020800 N 070 M010800 Y 070 M020800 N 070 N010800 Y 070 N020800 N 070 O010800 Y 070 O020800 N 070 P010800 Y 070 P020800 N 070 Q010800 Y 070 Q020800 N 070 R010800 Y 070 R020800 N 071 A000800 13827 071 B000800 14634 071 C000800 13674 071 D000800 101 072 A000800 12 072 B000800 737 072 C000800 0 PAGE 38 072 D000800 0 072 E000800 0 072 F000800 43 072 G000800 6 072 H000800 0 072 I000800 25 072 J000800 43 072 K000800 0 072 L000800 2 072 M000800 6 072 N000800 14 072 O000800 5 072 P000800 0 072 Q000800 0 072 R000800 24 072 S000800 0 072 T000800 0 072 U000800 0 072 V000800 0 072 W000800 0 072 X000800 168 072 Y000800 95 072 Z000800 664 072AA000800 578 072BB000800 0 072CC010800 307 072CC020800 0 072DD010800 739 072DD020800 0 072EE000800 0 073 A010800 0.5850 073 A020800 0.0000 073 B000800 0.0000 073 C000800 0.0000 074 A000800 0 074 B000800 498 074 C000800 0 074 D000800 12996 074 E000800 0 074 F000800 0 074 G000800 0 074 H000800 0 074 I000800 0 074 J000800 0 074 K000800 16 074 L000800 158 074 M000800 0 074 N000800 13668 074 O000800 0 074 P000800 3 074 Q000800 0 PAGE 39 074 R010800 0 074 R020800 0 074 R030800 0 074 R040800 173 074 S000800 0 074 T000800 13492 074 U010800 1130 074 U020800 0 074 V010800 11.94 074 V020800 0.00 074 W000800 0.0000 074 X000800 107 074 Y000800 0 075 A000800 0 075 B000800 14504 076 000800 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 19 028 B011000 11 028 B021000 0 028 B031000 0 028 B041000 19 028 C011000 77 028 C021000 0 028 C031000 0 028 C041000 42 028 D011000 36 028 D021000 0 028 D031000 0 028 D041000 37 028 E011000 487 028 E021000 0 028 E031000 0 028 E041000 453 028 F011000 1739 028 F021000 0 028 F031000 0 028 F041000 1665 028 G011000 2360 028 G021000 0 PAGE 40 028 G031000 0 028 G041000 2235 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 062 B001000 0.0 062 C001000 0.0 062 D001000 0.0 062 E001000 0.0 062 F001000 0.0 PAGE 41 062 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 070 K021000 N 070 L011000 Y 070 L021000 Y 070 M011000 Y 070 M021000 Y PAGE 42 070 N011000 Y 070 N021000 N 070 O011000 Y 070 O021000 N 070 P011000 Y 070 P021000 N 070 Q011000 Y 070 Q021000 N 070 R011000 Y 070 R021000 N 071 A001000 9382 071 B001000 8963 071 C001000 7912 071 D001000 113 072 A001000 12 072 B001000 393 072 C001000 69 072 D001000 0 072 E001000 0 072 F001000 66 072 G001000 4 072 H001000 0 072 I001000 22 072 J001000 71 072 K001000 0 072 L001000 1 072 M001000 6 072 N001000 15 072 O001000 3 072 P001000 0 072 Q001000 0 072 R001000 26 072 S001000 0 072 T001000 0 072 U001000 0 072 V001000 0 072 W001000 0 072 X001000 214 072 Y001000 126 072 Z001000 374 072AA001000 0 072BB001000 1192 072CC011000 569 072CC021000 0 072DD011000 748 072DD021000 0 072EE001000 0 073 A011000 0.7470 073 A021000 0.0000 073 B001000 0.0000 073 C001000 0.0000 PAGE 43 074 A001000 1 074 B001000 1327 074 C001000 0 074 D001000 4375 074 E001000 111 074 F001000 2995 074 G001000 0 074 H001000 0 074 I001000 0 074 J001000 25 074 K001000 19 074 L001000 115 074 M001000 40 074 N001000 9008 074 O001000 173 074 P001000 5 074 Q001000 0 074 R011000 0 074 R021000 0 074 R031000 0 074 R041000 490 074 S001000 0 074 T001000 8340 074 U011000 1107 074 U021000 0 074 V011000 7.53 074 V021000 0.00 074 W001000 0.0000 074 X001000 31 074 Y001000 0 075 A001000 0 075 B001000 8780 076 001000 0.00 025 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 1856 028 A021100 0 028 A031100 0 028 A041100 379 028 B011100 216 028 B021100 0 028 B031100 0 028 B041100 150 028 C011100 695 028 C021100 1029 PAGE 44 028 C031100 0 028 C041100 272 028 D011100 94 028 D021100 0 028 D031100 0 028 D041100 657 028 E011100 35 028 E021100 0 028 E031100 0 028 E041100 2002 028 F011100 3512 028 F021100 912 028 F031100 0 028 F041100 39441 028 G011100 6408 028 G021100 1941 028 G031100 0 028 G041100 42901 028 H001100 0 030 A001100 0 030 B001100 0.00 030 C001100 0.00 031 A001100 0 031 B001100 0 032 001100 0 033 001100 0 035 001100 0 036 B001100 0 061 001100 0 062 A001100 Y 062 B001100 0.0 062 C001100 0.0 062 D001100 0.0 062 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 0.0 062 Q001100 0.0 062 R001100 0.0 063 A001100 0 063 B001100 0.0 066 A001100 N 071 A001100 0 PAGE 45 071 B001100 0 071 C001100 0 071 D001100 0 072 A001100 0 072 B001100 0 072 C001100 0 072 D001100 0 072 E001100 0 072 F001100 0 072 G001100 0 072 H001100 0 072 I001100 0 072 J001100 0 072 K001100 0 072 L001100 0 072 M001100 0 072 N001100 0 072 O001100 0 072 P001100 0 072 Q001100 0 072 R001100 0 072 S001100 0 072 T001100 0 072 U001100 0 072 V001100 0 072 W001100 0 072 X001100 0 072 Y001100 0 072 Z001100 0 072AA001100 0 072BB001100 0 072CC011100 0 072CC021100 0 072DD011100 0 072DD021100 0 072EE001100 0 073 A011100 0.0000 073 A021100 0.0000 073 B001100 0.0000 073 C001100 0.0000 074 A001100 0 074 B001100 0 074 C001100 0 074 D001100 0 074 E001100 0 074 F001100 0 074 G001100 0 074 H001100 0 074 I001100 0 074 J001100 0 074 K001100 0 PAGE 46 074 L001100 0 074 M001100 0 074 N001100 0 074 O001100 0 074 P001100 0 074 Q001100 0 074 R011100 0 074 R021100 0 074 R031100 0 074 R041100 0 074 S001100 0 074 T001100 0 074 U011100 0 074 U021100 0 074 V011100 0.00 074 V021100 0.00 074 W001100 0.0000 074 X001100 0 074 Y001100 0 075 A001100 0 075 B001100 0 076 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 5095 028 A021200 0 028 A031200 0 028 A041200 28119 028 B011200 4681 028 B021200 0 028 B031200 0 028 B041200 19593 028 C011200 3253 028 C021200 0 028 C031200 0 028 C041200 16478 028 D011200 4222 028 D021200 0 028 D031200 0 028 D041200 10380 028 E011200 3743 028 E021200 0 028 E031200 0 028 E041200 4752 PAGE 47 028 F011200 2679 028 F021200 0 028 F031200 0 028 F041200 4361 028 G011200 23673 028 G021200 0 028 G031200 0 028 G041200 83683 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 0.000 048 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 2500 PAGE 48 062 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 070 A021200 Y 070 B011200 Y 070 B021200 N 070 C011200 Y 070 C021200 N 070 D011200 Y 070 D021200 N 070 E011200 Y 070 E021200 N 070 F011200 Y 070 F021200 N 070 G011200 Y 070 G021200 N 070 H011200 Y 070 H021200 N 070 I011200 N 070 I021200 N 070 J011200 Y 070 J021200 N PAGE 49 070 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 Y 070 P021200 N 070 Q011200 Y 070 Q021200 N 070 R011200 Y 070 R021200 N 071 A001200 245863 071 B001200 317509 071 C001200 151782 071 D001200 162 072 A001200 12 072 B001200 35 072 C001200 130 072 D001200 0 072 E001200 0 072 F001200 1191 072 G001200 72 072 H001200 0 072 I001200 130 072 J001200 135 072 K001200 0 072 L001200 30 072 M001200 6 072 N001200 45 072 O001200 62 072 P001200 0 072 Q001200 0 072 R001200 30 072 S001200 13 072 T001200 131 072 U001200 0 072 V001200 0 072 W001200 11 072 X001200 1856 072 Y001200 133 072 Z001200 -1558 072AA001200 0 072BB001200 69953 072CC011200 42467 072CC021200 0 072DD011200 0 PAGE 50 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 4093 074 C001200 0 074 D001200 0 074 E001200 0 074 F001200 73242 074 G001200 0 074 H001200 0 074 I001200 0 074 J001200 910 074 K001200 0 074 L001200 140 074 M001200 0 074 N001200 78385 074 O001200 1999 074 P001200 55 074 Q001200 0 074 R011200 0 074 R021200 0 074 R031200 0 074 R041200 703 074 S001200 0 074 T001200 75628 074 U011200 6677 074 U021200 5133 074 V011200 6.35 074 V021200 6.26 074 W001200 0.0000 074 X001200 765 074 Y001200 0 075 A001200 0 075 B001200 158816 076 001200 0.00 024 001300 Y 025 A001301 BANK OF AMERICA 025 B001301 36-0947896 025 C001301 D 025 D001301 3203 025 D001302 0 025 D001303 0 025 D001304 0 025 D001305 0 025 D001306 0 025 D001307 0 025 D001308 0 PAGE 51 028 A011300 10703 028 A021300 28 028 A031300 0 028 A041300 906 028 B011300 12974 028 B021300 31 028 B031300 0 028 B041300 311 028 C011300 9806 028 C021300 31 028 C031300 0 028 C041300 1136 028 D011300 11224 028 D021300 28 028 D031300 0 028 D041300 923 028 E011300 9403 028 E021300 28 028 E031300 0 028 E041300 1121 028 F011300 7338 028 F021300 30 028 F031300 0 028 F041300 763 028 G011300 61448 028 G021300 176 028 G031300 0 028 G041300 5160 028 H001300 0 029 001300 Y 030 A001300 4954 030 B001300 3.50 030 C001300 3.50 031 A001300 0 031 B001300 0 032 001300 4874 033 001300 80 034 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 PAGE 52 048 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 1059 062 A001300 Y 062 B001300 0.0 062 C001300 0.0 062 D001300 2.6 062 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 0.0 062 M001300 0.0 062 N001300 11.6 062 O001300 0.0 062 P001300 59.8 062 Q001300 22.3 062 R001300 1.3 063 A001300 0 063 B001300 13.1 064 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 Y 070 B021300 N PAGE 53 070 C011300 Y 070 C021300 N 070 D011300 Y 070 D021300 N 070 E011300 Y 070 E021300 N 070 F011300 Y 070 F021300 N 070 G011300 Y 070 G021300 N 070 H011300 Y 070 H021300 N 070 I011300 N 070 I021300 N 070 J011300 Y 070 J021300 Y 070 K011300 Y 070 K021300 N 070 L011300 Y 070 L021300 Y 070 M011300 Y 070 M021300 N 070 N011300 Y 070 N021300 N 070 O011300 Y 070 O021300 N 070 P011300 Y 070 P021300 N 070 Q011300 Y 070 Q021300 N 070 R011300 Y 070 R021300 N 071 A001300 164533 071 B001300 56863 071 C001300 146865 071 D001300 39 072 A001300 12 072 B001300 10208 072 C001300 154 072 D001300 0 072 E001300 0 072 F001300 625 072 G001300 62 072 H001300 0 072 I001300 434 072 J001300 166 072 K001300 0 072 L001300 228 072 M001300 6 072 N001300 40 072 O001300 36 PAGE 54 072 P001300 0 072 Q001300 0 072 R001300 53 072 S001300 14 072 T001300 741 072 U001300 0 072 V001300 0 072 W001300 7 072 X001300 2412 072 Y001300 440 072 Z001300 8390 072AA001300 0 072BB001300 331 072CC011300 2156 072CC021300 0 072DD011300 428 072DD021300 0 072EE001300 236 073 A011300 0.5490 073 A021300 0.3810 073 B001300 0.0210 073 C001300 0.0000 074 A001300 1 074 B001300 5731 074 C001300 0 074 D001300 205243 074 E001300 2644 074 F001300 138 074 G001300 0 074 H001300 0 074 I001300 0 074 J001300 0 074 K001300 149 074 L001300 6060 074 M001300 0 074 N001300 219966 074 O001300 503 074 P001300 71 074 Q001300 0 074 R011300 0 074 R021300 0 074 R031300 0 074 R041300 392 074 S001300 0 074 T001300 219000 074 U011300 769 074 U021300 1 074 V011300 10.23 074 V021300 10.23 074 W001300 0.0000 074 X001300 61 PAGE 55 074 Y001300 0 075 A001300 0 075 B001300 156222 076 001300 0.00 025 D001401 0 025 D001402 0 025 D001403 0 025 D001404 0 025 D001405 0 025 D001406 0 025 D001407 0 025 D001408 0 028 A011400 112 028 A021400 0 028 A031400 0 028 A041400 50 028 B011400 38 028 B021400 0 028 B031400 0 028 B041400 16 028 C011400 1084 028 C021400 238 028 C031400 0 028 C041400 26 028 D011400 95 028 D021400 0 028 D031400 0 028 D041400 827 028 E011400 74 028 E021400 0 028 E031400 0 028 E041400 5420 028 F011400 3 028 F021400 179 028 F031400 0 028 F041400 11232 028 G011400 1406 028 G021400 417 028 G031400 0 028 G041400 17571 028 H001400 0 030 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 PAGE 56 061 001400 0 062 A001400 Y 062 B001400 0.0 062 C001400 0.0 062 D001400 0.0 062 E001400 0.0 062 F001400 0.0 062 G001400 0.0 062 H001400 0.0 062 I001400 0.0 062 J001400 0.0 062 K001400 0.0 062 L001400 0.0 062 M001400 0.0 062 N001400 0.0 062 O001400 0.0 062 P001400 0.0 062 Q001400 0.0 062 R001400 0.0 063 A001400 0 063 B001400 0.0 066 A001400 N 071 A001400 0 071 B001400 0 071 C001400 0 071 D001400 0 072 A001400 0 072 B001400 0 072 C001400 0 072 D001400 0 072 E001400 0 072 F001400 0 072 G001400 0 072 H001400 0 072 I001400 0 072 J001400 0 072 K001400 0 072 L001400 0 072 M001400 0 072 N001400 0 072 O001400 0 072 P001400 0 072 Q001400 0 072 R001400 0 072 S001400 0 072 T001400 0 072 U001400 0 072 V001400 0 072 W001400 0 072 X001400 0 072 Y001400 0 PAGE 57 072 Z001400 0 072AA001400 0 072BB001400 0 072CC011400 0 072CC021400 0 072DD011400 0 072DD021400 0 072EE001400 0 073 A011400 0.0000 073 A021400 0.0000 073 B001400 0.0000 073 C001400 0.0000 074 A001400 0 074 B001400 0 074 C001400 0 074 D001400 0 074 E001400 0 074 F001400 0 074 G001400 0 074 H001400 0 074 I001400 0 074 J001400 0 074 K001400 0 074 L001400 0 074 M001400 0 074 N001400 0 074 O001400 0 074 P001400 0 074 Q001400 0 074 R011400 0 074 R021400 0 074 R031400 0 074 R041400 0 074 S001400 0 074 T001400 0 074 U011400 0 074 U021400 0 074 V011400 0.00 074 V021400 0.00 074 W001400 0.0000 074 X001400 0 074 Y001400 0 075 A001400 0 075 B001400 0 076 001400 0.00 024 001700 Y 025 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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 2500 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 PAGE 60 066 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 Y 070 C021700 N 070 D011700 Y 070 D021700 N 070 E011700 Y 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 Y 070 P021700 N 070 Q011700 Y 070 Q021700 N 070 R011700 Y 070 R021700 N 071 A001700 131567 071 B001700 138572 071 C001700 59720 071 D001700 220 072 A001700 12 072 B001700 18 072 C001700 41 072 D001700 0 072 E001700 0 PAGE 61 072 F001700 472 072 G001700 28 072 H001700 0 072 I001700 103 072 J001700 77 072 K001700 0 072 L001700 19 072 M001700 6 072 N001700 36 072 O001700 23 072 P001700 0 072 Q001700 0 072 R001700 28 072 S001700 4 072 T001700 112 072 U001700 0 072 V001700 0 072 W001700 7 072 X001700 915 072 Y001700 166 072 Z001700 -690 072AA001700 0 072BB001700 25766 072CC011700 14654 072CC021700 0 072DD011700 0 072DD021700 0 072EE001700 0 073 A011700 0.0000 073 A021700 0.0000 073 B001700 0.0000 073 C001700 0.0000 074 A001700 0 074 B001700 2938 074 C001700 0 074 D001700 0 074 E001700 0 074 F001700 41090 074 G001700 0 074 H001700 0 074 I001700 0 074 J001700 339 074 K001700 16 074 L001700 78 074 M001700 0 074 N001700 44461 074 O001700 974 074 P001700 27 074 Q001700 0 074 R011700 0 074 R021700 0 PAGE 62 074 R031700 0 074 R041700 591 074 S001700 0 074 T001700 42869 074 U011700 1254 074 U021700 2548 074 V011700 10.70 074 V021700 10.55 074 W001700 0.0000 074 X001700 942 074 Y001700 0 075 A001700 0 075 B001700 62877 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 12 028 A021800 0 028 A031800 0 028 A041800 128 028 B011800 44 028 B021800 0 028 B031800 0 028 B041800 167 028 C011800 38 028 C021800 0 028 C031800 0 028 C041800 302 028 D011800 2 028 D021800 0 028 D031800 0 028 D041800 131 028 E011800 150 028 E021800 0 028 E031800 0 028 E041800 262 028 F011800 405 028 F021800 0 028 F031800 0 028 F041800 157 028 G011800 651 028 G021800 0 028 G031800 0 028 G041800 1147 PAGE 63 028 H001800 0 029 001800 Y 030 A001800 19 030 B001800 2.50 030 C001800 2.50 031 A001800 0 031 B001800 0 032 001800 17 033 001800 2 034 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 984 062 A001800 Y 062 B001800 0.0 062 C001800 0.0 062 D001800 4.6 062 E001800 0.0 062 F001800 0.0 062 G001800 0.0 062 H001800 0.0 PAGE 64 062 I001800 0.0 062 J001800 0.0 062 K001800 0.0 062 L001800 0.0 062 M001800 0.0 062 N001800 10.1 062 O001800 0.0 062 P001800 55.7 062 Q001800 25.2 062 R001800 3.6 063 A001800 0 063 B001800 17.6 064 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 Y 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 Y 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 Y 070 P021800 N PAGE 65 070 Q011800 Y 070 Q021800 N 070 R011800 Y 070 R021800 N 071 A001800 1858 071 B001800 3261 071 C001800 9606 071 D001800 19 072 A001800 12 072 B001800 795 072 C001800 34 072 D001800 0 072 E001800 0 072 F001800 60 072 G001800 4 072 H001800 0 072 I001800 31 072 J001800 44 072 K001800 0 072 L001800 50 072 M001800 6 072 N001800 0 072 O001800 3 072 P001800 0 072 Q001800 0 072 R001800 40 072 S001800 2 072 T001800 50 072 U001800 0 072 V001800 0 072 W001800 6 072 X001800 296 072 Y001800 146 072 Z001800 679 072AA001800 0 072BB001800 1524 072CC011800 2128 072CC021800 0 072DD011800 701 072DD021800 0 072EE001800 0 073 A011800 0.6520 073 A021800 0.0000 073 B001800 0.0000 073 C001800 0.0000 074 A001800 750 074 B001800 450 074 C001800 0 074 D001800 8855 074 E001800 347 074 F001800 0 PAGE 66 074 G001800 0 074 H001800 0 074 I001800 0 074 J001800 0 074 K001800 0 074 L001800 211 074 M001800 0 074 N001800 10613 074 O001800 810 074 P001800 25 074 Q001800 0 074 R011800 0 074 R021800 0 074 R031800 0 074 R041800 49 074 S001800 0 074 T001800 9729 074 U011800 1015 074 U021800 0 074 V011800 9.59 074 V021800 0.00 074 W001800 0.0000 074 X001800 1 074 Y001800 0 075 A001800 0 075 B001800 9990 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 1265 028 A021900 0 028 A031900 0 028 A041900 1156 028 B011900 71 028 B021900 0 028 B031900 0 028 B041900 145 028 C011900 72 028 C021900 0 028 C031900 0 028 C041900 59 028 D011900 11 028 D021900 0 028 D031900 0 PAGE 67 028 D041900 114 028 E011900 15 028 E021900 0 028 E031900 0 028 E041900 12 028 F011900 6 028 F021900 0 028 F031900 0 028 F041900 40 028 G011900 1440 028 G021900 0 028 G031900 0 028 G041900 1526 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 0 036 A001900 Y 036 B001900 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 PAGE 68 048 K021900 0.000 058 A001900 N 059 001900 Y 060 A001900 Y 060 B001900 Y 061 001900 2500 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 Y 070 C021900 N 070 D011900 Y 070 D021900 N 070 E011900 Y 070 E021900 N 070 F011900 Y 070 F021900 N 070 G011900 Y 070 G021900 N PAGE 69 070 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 Y 070 P021900 N 070 Q011900 Y 070 Q021900 N 070 R011900 Y 070 R021900 N 071 A001900 5230 071 B001900 5374 071 C001900 2173 071 D001900 241 072 A001900 12 072 B001900 1 072 C001900 42 072 D001900 0 072 E001900 0 072 F001900 31 072 G001900 1 072 H001900 0 072 I001900 40 072 J001900 75 072 K001900 0 072 L001900 0 072 M001900 6 072 N001900 19 072 O001900 1 072 P001900 0 072 Q001900 0 072 R001900 24 072 S001900 0 072 T001900 0 072 U001900 0 072 V001900 0 072 W001900 1 072 X001900 198 072 Y001900 142 PAGE 70 072 Z001900 -13 072AA001900 0 072BB001900 500 072CC011900 529 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 0 074 B001900 210 074 C001900 0 074 D001900 0 074 E001900 19 074 F001900 1743 074 G001900 0 074 H001900 0 074 I001900 0 074 J001900 10 074 K001900 13 074 L001900 9 074 M001900 134 074 N001900 2138 074 O001900 70 074 P001900 2 074 Q001900 0 074 R011900 0 074 R021900 0 074 R031900 0 074 R041900 43 074 S001900 0 074 T001900 2023 074 U011900 237 074 U021900 5 074 V011900 8.36 074 V021900 8.32 074 W001900 0.0000 074 X001900 74 074 Y001900 0 075 A001900 0 075 B001900 2460 076 001900 0.00 025 D002001 0 025 D002002 0 025 D002003 0 025 D002004 0 025 D002005 0 025 D002006 0 PAGE 71 025 D002007 0 025 D002008 0 028 A012000 0 028 A022000 0 028 A032000 0 028 A042000 189 028 B012000 0 028 B022000 0 028 B032000 0 028 B042000 1644 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 0 028 E022000 0 028 E032000 0 028 E042000 0 028 F012000 0 028 F022000 0 028 F032000 0 028 F042000 0 028 G012000 0 028 G022000 0 028 G032000 0 028 G042000 1833 028 H002000 0 030 A002000 0 030 B002000 0.00 030 C002000 0.00 031 A002000 0 031 B002000 0 032 002000 0 033 002000 0 035 002000 0 036 B002000 0 061 002000 0 062 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 PAGE 72 062 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 D002000 Y 071 A002000 0 071 B002000 0 071 C002000 0 071 D002000 0 072 A002000 0 072 B002000 0 072 C002000 0 072 D002000 0 072 E002000 0 072 F002000 0 072 G002000 0 072 H002000 0 072 I002000 0 072 J002000 0 072 K002000 0 072 L002000 0 072 M002000 0 072 N002000 0 072 O002000 0 072 P002000 0 072 Q002000 0 072 R002000 0 072 S002000 0 072 T002000 0 072 U002000 0 072 V002000 0 072 W002000 0 072 X002000 0 072 Y002000 0 072 Z002000 0 072AA002000 0 072BB002000 0 072CC012000 0 072CC022000 0 072DD012000 0 072DD022000 0 072EE002000 0 073 A012000 0.0000 073 A022000 0.0000 PAGE 73 073 B002000 0.0000 073 C002000 0.0000 074 A002000 0 074 B002000 0 074 C002000 0 074 D002000 0 074 E002000 0 074 F002000 0 074 G002000 0 074 H002000 0 074 I002000 0 074 J002000 0 074 K002000 0 074 L002000 0 074 M002000 0 074 N002000 0 074 O002000 0 074 P002000 0 074 Q002000 0 074 R012000 0 074 R022000 0 074 R032000 0 074 R042000 0 074 S002000 0 074 T002000 0 074 U012000 0 074 U022000 0 074 V012000 0.00 074 V022000 0.00 074 W002000 0.0000 074 X002000 0 074 Y002000 0 075 A002000 0 075 B002000 0 076 002000 0.00 024 002100 Y 025 A002101 LEHMAN BROTHERS HOLDINGS, INC. 025 B002101 13-2518466 025 C002101 E 025 D002101 164 025 A002102 BANK OF AMERICA CORP. 025 B002102 36-0947896 025 C002102 E 025 D002102 455 025 A002103 WELLS FARGO & CO. 025 B002103 00-0000000 025 C002103 E 025 D002103 262 025 D002104 0 025 D002105 0 025 D002106 0 PAGE 74 025 D002107 0 025 D002108 0 028 A012100 1739 028 A022100 0 028 A032100 0 028 A042100 1731 028 B012100 28 028 B022100 0 028 B032100 0 028 B042100 18 028 C012100 1290 028 C022100 0 028 C032100 0 028 C042100 76 028 D012100 658 028 D022100 0 028 D032100 0 028 D042100 76 028 E012100 269 028 E022100 0 028 E032100 0 028 E042100 38 028 F012100 316 028 F022100 0 028 F032100 0 028 F042100 137 028 G012100 4300 028 G022100 0 028 G032100 0 028 G042100 2076 028 H002100 0 029 002100 N 030 A002100 0 030 B002100 0.00 030 C002100 0.00 031 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 0.500 048 A012100 0 048 A022100 0.000 048 B012100 0 048 B022100 0.000 048 C012100 0 PAGE 75 048 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 2500 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 0.0 062 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 PAGE 76 068 B002100 N 069 002100 N 070 A012100 Y 070 A022100 Y 070 B012100 Y 070 B022100 N 070 C012100 Y 070 C022100 N 070 D012100 Y 070 D022100 N 070 E012100 Y 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 Y 070 N022100 N 070 O012100 Y 070 O022100 N 070 P012100 Y 070 P022100 N 070 Q012100 Y 070 Q022100 N 070 R012100 Y 070 R022100 N 071 A002100 37314 071 B002100 21891 071 C002100 16825 071 D002100 130 072 A002100 12 072 B002100 3 072 C002100 215 072 D002100 0 072 E002100 0 072 F002100 93 072 G002100 7 072 H002100 0 072 I002100 30 PAGE 77 072 J002100 60 072 K002100 0 072 L002100 3 072 M002100 6 072 N002100 27 072 O002100 3 072 P002100 0 072 Q002100 0 072 R002100 27 072 S002100 6 072 T002100 0 072 U002100 0 072 V002100 0 072 W002100 0 072 X002100 262 072 Y002100 108 072 Z002100 64 072AA002100 0 072BB002100 1898 072CC012100 0 072CC022100 2170 072DD012100 20 072DD022100 0 072EE002100 0 073 A012100 0.0080 073 A022100 0.0070 073 B002100 0.0000 073 C002100 0.0000 074 A002100 1 074 B002100 449 074 C002100 0 074 D002100 0 074 E002100 0 074 F002100 15491 074 G002100 0 074 H002100 0 074 I002100 0 074 J002100 535 074 K002100 32 074 L002100 13 074 M002100 0 074 N002100 16521 074 O002100 559 074 P002100 7 074 Q002100 0 074 R012100 0 074 R022100 0 074 R032100 0 074 R042100 49 074 S002100 0 074 T002100 15906 PAGE 78 074 U012100 2784 074 U022100 3 074 V012100 5.71 074 V022100 5.69 074 W002100 0.0000 074 X002100 45 074 Y002100 0 075 A002100 0 075 B002100 17460 076 002100 0.00 062 A002700 N 062 B002700 0.0 062 C002700 0.0 062 D002700 0.0 062 E002700 0.0 062 F002700 0.0 062 G002700 0.0 062 H002700 0.0 062 I002700 0.0 062 J002700 0.0 062 K002700 0.0 062 L002700 0.0 062 M002700 0.0 062 N002700 0.0 062 O002700 0.0 062 P002700 0.0 062 Q002700 0.0 062 R002700 0.0 SIGNATURE TOM MCKENNA TITLE FUND ADMIN MANAGER EX-99.77Q3 3 ex77q3.txt AUDITOR CERTIFICATION Exhibit 77Q3 The registrant's principal executive officer and principal financial officers have concluded, based on their evaluation of the effectiveness of the design and operation of the registrant's disclosure controls and procedures as of a date within 90 days of the filing date of this report on Form N-SAR, that the design and operation of such procedures are effective to provide reasonable assurance that information required to be disclosed by the investment company in the reports that it files or submits under the Securities Exchange Act of 1934 is recorded, processed, summarized, and reported within the time periods specified in the Commission's rules and forms. There have been no significant changes in the registrant's internal controls or in other factors that could significantly affect these controls subsequent to the date of their evaluation. EX-99.77B ACCT LTTR 4 auditlsf.txt AUDITOR 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 the Loomis Sayles Aggressive Growth Fund, Growth Fund, International Equity Fund, Research Fund, Value Fund, Small Cap Growth Fund, Small Cap Value Fund, Worldwide Fund, Emerging Markets Fund, Bond Fund, Global Bond Fund, Investment Grade Bond Fund, U.S. Government Securities Fund and Managed Bond Fund) (collectively known as the Funds) for the year ended September 30, 2002, 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 entitys 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, 2002. This report is intended solely for the information and use of the Board of Trustees, management and the Securities and Exchange Commission and is not intended to be and should not be used by anyone other than these specified parties. PricewaterhouseCoopers LLP Boston, Massachusetts November 15, 2002 1 2 EX-99.77Q3 5 kcharlsf.txt CFO CERTIFICATION CERTIFICATION I, Kevin P. Charleston, certify that: 1. I have reviewed this report on Form N-SAR of Loomis Sayles Funds. 2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report; 3. Based on my knowledge, the financial information included in this report, and the financial statements on which the financial information is based, fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the periods presented in this report; 4. The registrant's other certifying officers and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in rule 30a-2(c) under the Investment company Act) for the registrant and have: a) designed such disclosure controls and procedures to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared; b) evaluated the effectiveness of the registrant's disclosure controls and procedures as of a date within 90 days prior to the filing date of this report (the "Evaluation Date"); and c) presented in this report our conclusions about the effectiveness of the disclosure controls and procedures based on our evaluation as of the Evaluation Date; 5. The registrant's other certifying officers and I have disclosed, based on our most recent evaluation, to the registrant's auditors and the audit committee of the registrant's board of directors (or persons performing the equivalent functions): a) all significant deficiencies in the design or operations of internal controls which could adversely affect the registrant's ability to record, process, summarize, and report financial data and have identified for the registrant's auditors any material weaknesses in internal controls; and b) any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's internal controls; and 6. The registrant's other certifying officers and I have indicated in this report whether or not there were significant changes in internal controls or in other factors that could significantly affect internal controls subsequent to the date of our most recent evaluation, including any corrective actions with regard to significant deficiencies and material weaknesses. Date: December 13, 2002 Name: Kevin P. Charleston Title: Chief Financial Officer (b) Furnish any other information required to be included as an exhibit pursuant to such rules and regulations as the Commission may prescribe. 10 i-Normal 2 EX-99.77Q3 6 rblanlsf.txt CEO CERTIFICATION CERTIFICATION I, Robert J. Blanding, certify that: 1. I have reviewed this report on Form N-SAR of Loomis Sayles Funds. 2. Based on my knowledge, this report does not contain any untrue statement of a material fact or omit to state a material fact necessary to make the statements made, in light of the circumstances under which such statements were made, not misleading with respect to the period covered by this report; 3. Based on my knowledge, the financial information included in this report, and the financial statements on which the financial information is based, fairly present in all material respects the financial condition, results of operations, changes in net assets, and cash flows (if the financial statements are required to include a statement of cash flows) of the registrant as of, and for, the periods presented in this report; 4. The registrant's other certifying officers and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in rule 30a-2(c) under the Investment company Act) for the registrant and have: a) designed such disclosure controls and procedures to ensure that material information relating to the registrant, including its consolidated subsidiaries, is made known to us by others within those entities, particularly during the period in which this report is being prepared; b) evaluated the effectiveness of the registrant's disclosure controls and procedures as of a date within 90 days prior to the filing date of this report (the "Evaluation Date"); and c) presented in this report our conclusions about the effectiveness of the disclosure controls and procedures based on our evaluation as of the Evaluation Date; 5. The registrant's other certifying officers and I have disclosed, based on our most recent evaluation, to the registrant's auditors and the audit committee of the registrant's board of directors (or persons performing the equivalent functions): a) all significant deficiencies in the design or operations of internal controls which could adversely affect the registrant's ability to record, process, summarize, and report financial data and have identified for the registrant's auditors any material weaknesses in internal controls; and b) any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's internal controls; and 6. The registrant's other certifying officers and I have indicated in this report whether or not there were significant changes in internal controls or in other factors that could significantly affect internal controls subsequent to the date of our most recent evaluation, including any corrective actions with regard to significant deficiencies and material weaknesses. Date: December 12, 2002 Name: Robert J. Blanding Title: Chairman and Chief Executive Officer (b) Furnish any other information required to be included as an exhibit pursuant to such rules and regulations as the Commission may prescribe. 10 i-Normal 2 -----END PRIVACY-ENHANCED MESSAGE-----