-----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, V4pjeHaMZzVu77jTHpiXSFBpIzYAvRFXUgZXEczNgmiJUdl3k4H6ED6vJqZoxj/h OSQ/l4KeAYAlUBneEek/Jw== 0001004726-02-000172.txt : 20020423 0001004726-02-000172.hdr.sgml : 20020423 ACCESSION NUMBER: 0001004726-02-000172 CONFORMED SUBMISSION TYPE: NSAR-A PUBLIC DOCUMENT COUNT: 4 CONFORMED PERIOD OF REPORT: 20020228 FILED AS OF DATE: 20020423 FILER: COMPANY DATA: COMPANY CONFORMED NAME: MUTUAL FUND VARIABLE ANNUITY TRUST CENTRAL INDEX KEY: 0000927053 STATE OF INCORPORATION: MA FISCAL YEAR END: 0831 FILING VALUES: FORM TYPE: NSAR-A SEC ACT: 1940 Act SEC FILE NUMBER: 811-08630 FILM NUMBER: 02618283 BUSINESS ADDRESS: STREET 1: 1 CHASE MANHATTAN PLAZA STREET 2: 3RD FLOOR CITY: NEW YORK STATE: NY ZIP: 10081 BUSINESS PHONE: 2124261600 MAIL ADDRESS: STREET 1: CHASE MANHATTAN BANK STREET 2: ONE CHASE SQ 7TH FLOOR CITY: ROCHESTER STATE: NY ZIP: 14643 NSAR-A 1 answer.fil PAGE 1 000 A000000 02/28/2002 000 C000000 0000927053 000 D000000 N 000 E000000 NF 000 F000000 Y 000 G000000 N 000 H000000 N 000 I000000 6.1 000 J000000 A 001 A000000 MUTUAL FUND VARIABLE ANNUITY TRUST 001 B000000 811-8630 001 C000000 7162584004 002 A000000 522 FIFTH AVENUE 002 B000000 NEW YORK 002 C000000 NY 002 D010000 10036 003 000000 N 004 000000 N 005 000000 N 006 000000 N 007 A000000 Y 007 B000000 6 007 C010100 1 007 C020100 ASSET ALLOCATION PORTFOLIO 007 C030100 N 007 C010200 2 007 C020200 CAPITAL GROWTH PORTFOLIO 007 C030200 N 007 C010300 3 007 C020300 GROWTH AND INCOME PORTFOLIO 007 C030300 N 007 C010400 4 007 C020400 INTERNATIONAL EQUITY PORTFOLIO 007 C030400 N 007 C010500 5 007 C020500 MONEY MARKET PORTFOLIO 007 C030500 N 007 C010600 6 007 C020600 U.S. GOVERNMENT INCOME PORTFOLIO 007 C030600 N 007 C010700 7 007 C010800 8 007 C010900 9 007 C011000 10 008 A00AA01 J.P. MORGAN FLEMING ASSET MANAGEMENT 008 B00AA01 A 008 C00AA01 801-000000 008 D01AA01 NEW YORK 008 D02AA01 NY 008 D03AA01 10036 010 A00AA01 JPMORGAN CHASE BANK PAGE 2 010 C01AA01 NEW YORK 010 C02AA01 NY 010 C03AA01 10036 012 A00AA01 DST SYSTEMS, INC. 012 B00AA01 84-0000000 012 C01AA01 KANSAS CITY 012 C02AA01 MO 012 C03AA01 64105 013 A00AA01 PRICEWATERHOUSECOOPERS, LLP 013 B01AA01 NEW YORK 013 B02AA01 NY 013 B03AA01 10036 018 00AA00 Y 019 A00AA00 Y 019 B00AA00 80 019 C00AA00 JPMORGAN F 020 A000001 STATE STREET BANK & TRUST CO. 020 B000001 04-1867445 020 C000001 4 020 A000002 MERRILL LYNCH & CO., INC. 020 B000002 13-5674085 020 C000002 3 020 A000003 CREDIT SUISSE FIRST BOSTON CORP. 020 B000003 13-5659485 020 C000003 1 020 A000004 GOLDMAN, SACHS & CO. 020 B000004 13-5108880 020 C000004 1 020 A000005 JONES & ASSOCIATES 020 B000005 95-3583143 020 C000005 1 020 A000006 MORGAN STANLEY DEAN WITTER 020 B000006 94-1671384 020 C000006 1 020 A000007 S.G. WARBURG & CO., INC. 020 B000007 13-3340045 020 C000007 1 020 A000008 SALOMON SMITH BARNEY, INC. 020 B000008 11-2418191 020 C000008 1 020 A000009 ROBINSON HUMPHREY 020 B000009 58-1472560 020 C000009 0 020 A000010 DEUTSCHE MORGAN GRENFELL/C.J. LAWRENCE, INC. 020 B000010 13-2730828 020 C000010 0 021 000000 16 022 A000001 SALOMON SMITH BARNEY, INC. 022 B000001 11-2418191 022 C000001 75318 022 D000001 1956 PAGE 3 022 A000002 J.P. MORGAN CHASE & CO. 022 B000002 13-3224016 022 C000002 31544 022 D000002 5129 022 A000003 MORGAN STANLEY DEAN WITTER 022 B000003 94-1671384 022 C000003 25255 022 D000003 3848 022 A000004 HSBC SECURITIES, INC. 022 B000004 13-2650272 022 C000004 25491 022 D000004 5 022 A000005 LEHMAN BROTHERS, INC. 022 B000005 13-2518466 022 C000005 7084 022 D000005 4967 022 A000006 GREENWICH CAPITAL MARKETS 022 B000006 13-3172275 022 C000006 8395 022 D000006 1421 022 A000007 DEUTSCHE MORGAN GRENFELL/C.J. LAWRENCE, INC. 022 B000007 13-2730828 022 C000007 5172 022 D000007 3713 022 A000008 ABN AMRO SECURITIES, INC. 022 B000008 13-3227945 022 C000008 4586 022 D000008 0 022 A000009 CREDIT SUISSE FIRST BOSTON CORP. 022 B000009 13-5659485 022 C000009 1943 022 D000009 2547 022 A000010 GOLDMAN, SACHS & CO. 022 B000010 13-5108880 022 C000010 3363 022 D000010 775 023 C000000 195951 023 D000000 33634 026 A000000 N 026 B000000 Y 026 C000000 N 026 D000000 Y 026 E000000 N 026 F000000 N 026 G010000 N 026 G020000 N 026 H000000 N 027 000000 Y 029 00AA00 N 030 A00AA00 0 030 B00AA00 0.00 PAGE 4 030 C00AA00 0.00 034 00AA00 N 035 00AA00 0 036 B00AA00 0 037 00AA00 N 038 00AA00 0 039 00AA00 N 040 00AA00 N 049 00AA00 N 050 00AA00 N 051 00AA00 N 052 00AA00 N 053 A00AA00 Y 053 B00AA00 Y 053 C00AA00 N 054 A00AA00 Y 054 B00AA00 Y 054 C00AA00 N 054 D00AA00 N 054 E00AA00 N 054 F00AA00 N 054 G00AA00 Y 054 H00AA00 Y 054 I00AA00 N 054 J00AA00 Y 054 K00AA00 N 054 L00AA00 N 054 M00AA00 Y 054 N00AA00 N 054 O00AA00 N 055 A00AA00 N 055 B00AA00 N 056 00AA00 Y 057 00AA00 N 058 A00AA00 Y 058 B00AA00 Y 058 C00AA00 N 058 D00AA00 N 058 E00AA00 N 059 00AA00 Y 060 A00AA00 Y 060 B00AA00 Y 061 00AA00 5000 077 A000000 Y 077 O000000 Y 078 000000 N 015 A000101 JPMORGAN CHASE BANK 015 B000101 C 015 C010101 BROOKLYN 015 C020101 NY 015 C030101 11245 PAGE 5 015 E030101 X 024 000100 Y 025 A000101 GOLDMAN, SACHS GROUP, INC. 025 B000101 13-5108880 025 C000101 E 025 D000101 81 025 A000102 CREDIT SUISSE FIRST BOSTON USA, INC. 025 B000102 13-5659485 025 C000102 D 025 D000102 26 025 A000103 MORGAN STANLEY DEAN WITTER & CO. 025 B000103 94-1671384 025 C000103 D 025 D000103 10 025 A000104 GOLDMAN, SACHS GROUP, INC. 025 B000104 13-5108880 025 C000104 D 025 D000104 5 025 D000105 0 025 D000106 0 025 D000107 0 025 D000108 0 028 A010100 0 028 A020100 0 028 A030100 0 028 A040100 54 028 B010100 2 028 B020100 0 028 B030100 0 028 B040100 70 028 C010100 0 028 C020100 0 028 C030100 0 028 C040100 45 028 D010100 0 028 D020100 206 028 D030100 0 028 D040100 14 028 E010100 35 028 E020100 0 028 E030100 0 028 E040100 36 028 F010100 0 028 F020100 0 028 F030100 0 028 F040100 16 028 G010100 37 028 G020100 206 028 G030100 0 028 G040100 235 028 H000100 0 PAGE 6 045 000100 Y 046 000100 N 047 000100 Y 048 000100 0.550 048 A010100 0 048 A020100 0.000 048 B010100 0 048 B020100 0.000 048 C010100 0 048 C020100 0.000 048 D010100 0 048 D020100 0.000 048 E010100 0 048 E020100 0.000 048 F010100 0 048 F020100 0.000 048 G010100 0 048 G020100 0.000 048 H010100 0 048 H020100 0.000 048 I010100 0 048 I020100 0.000 048 J010100 0 048 J020100 0.000 048 K010100 0 048 K020100 0.000 062 A000100 N 062 B000100 0.0 062 C000100 0.0 062 D000100 0.0 062 E000100 0.0 062 F000100 0.0 062 G000100 0.0 062 H000100 0.0 062 I000100 0.0 062 J000100 0.0 062 K000100 0.0 062 L000100 0.0 062 M000100 0.0 062 N000100 0.0 062 O000100 0.0 062 P000100 0.0 062 Q000100 0.0 062 R000100 0.0 066 A000100 Y 066 G000100 Y 067 000100 Y 068 A000100 N 068 B000100 N 069 000100 N 070 A010100 Y PAGE 7 070 A020100 N 070 B010100 Y 070 B020100 N 070 C010100 Y 070 C020100 N 070 D010100 Y 070 D020100 N 070 E010100 Y 070 E020100 Y 070 F010100 Y 070 F020100 N 070 G010100 Y 070 G020100 N 070 H010100 Y 070 H020100 N 070 I010100 N 070 I020100 N 070 J010100 Y 070 J020100 Y 070 K010100 Y 070 K020100 Y 070 L010100 Y 070 L020100 Y 070 M010100 N 070 M020100 N 070 N010100 Y 070 N020100 N 070 O010100 Y 070 O020100 N 070 P010100 Y 070 P020100 Y 070 Q010100 N 070 Q020100 N 070 R010100 N 070 R020100 N 071 A000100 8614 071 B000100 8255 071 C000100 6656 071 D000100 124 072 A000100 6 072 B000100 69 072 C000100 24 072 D000100 0 072 E000100 0 072 F000100 20 072 G000100 5 072 H000100 0 072 I000100 7 072 J000100 50 072 K000100 0 072 L000100 6 PAGE 8 072 M000100 0 072 N000100 0 072 O000100 0 072 P000100 0 072 Q000100 0 072 R000100 13 072 S000100 0 072 T000100 0 072 U000100 0 072 V000100 0 072 W000100 1 072 X000100 102 072 Y000100 71 072 Z000100 62 072AA000100 257 072BB000100 386 072CC010100 117 072CC020100 0 072DD010100 206 072DD020100 0 072EE000100 0 073 A010100 0.2700 073 A020100 0.0000 073 B000100 0.0000 073 C000100 0.0000 074 A000100 0 074 B000100 0 074 C000100 557 074 D000100 2963 074 E000100 0 074 F000100 4533 074 G000100 0 074 H000100 0 074 I000100 0 074 J000100 928 074 K000100 26 074 L000100 20 074 M000100 0 074 N000100 9027 074 O000100 1857 074 P000100 7 074 Q000100 0 074 R010100 0 074 R020100 0 074 R030100 0 074 R040100 19 074 S000100 0 074 T000100 7144 074 U010100 782 074 U020100 0 074 V010100 9.14 PAGE 9 074 V020100 0.00 074 W000100 0.0000 074 X000100 7 074 Y000100 0 075 A000100 0 075 B000100 7204 076 000100 0.00 015 A000201 JPMORGAN CHASE BANK 015 B000201 C 015 C010201 BROOKLYN 015 C020201 NY 015 C030201 11245 015 E030201 X 024 000200 N 028 A010200 0 028 A020200 0 028 A030200 0 028 A040200 181 028 B010200 17 028 B020200 0 028 B030200 0 028 B040200 174 028 C010200 7 028 C020200 0 028 C030200 0 028 C040200 2112 028 D010200 41 028 D020200 1 028 D030200 0 028 D040200 47 028 E010200 8 028 E020200 0 028 E030200 0 028 E040200 140 028 F010200 18 028 F020200 0 028 F030200 0 028 F040200 57 028 G010200 91 028 G020200 1 028 G030200 0 028 G040200 2711 028 H000200 0 045 000200 Y 046 000200 N 047 000200 Y 048 000200 0.600 048 A010200 0 048 A020200 0.000 048 B010200 0 048 B020200 0.000 PAGE 10 048 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 0.000 062 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 0.0 066 A000200 Y 066 C000200 Y 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 PAGE 11 070 E020200 N 070 F010200 Y 070 F020200 N 070 G010200 Y 070 G020200 N 070 H010200 Y 070 H020200 N 070 I010200 N 070 I020200 N 070 J010200 Y 070 J020200 N 070 K010200 Y 070 K020200 Y 070 L010200 Y 070 L020200 Y 070 M010200 N 070 M020200 N 070 N010200 Y 070 N020200 N 070 O010200 Y 070 O020200 N 070 P010200 Y 070 P020200 Y 070 Q010200 N 070 Q020200 N 070 R010200 N 070 R020200 N 071 A000200 960 071 B000200 3211 071 C000200 8369 071 D000200 11 072 A000200 6 072 B000200 3 072 C000200 31 072 D000200 0 072 E000200 0 072 F000200 26 072 G000200 6 072 H000200 0 072 I000200 6 072 J000200 28 072 K000200 0 072 L000200 6 072 M000200 0 072 N000200 0 072 O000200 0 072 P000200 0 072 Q000200 0 072 R000200 11 072 S000200 0 072 T000200 0 PAGE 12 072 U000200 0 072 V000200 0 072 W000200 0 072 X000200 83 072 Y000200 45 072 Z000200 -4 072AA000200 467 072BB000200 816 072CC010200 341 072CC020200 0 072DD010200 1 072DD020200 0 072EE000200 0 073 A010200 0.0000 073 A020200 0.0000 073 B000200 0.0000 073 C000200 0.0000 074 A000200 1 074 B000200 0 074 C000200 30 074 D000200 0 074 E000200 0 074 F000200 7782 074 G000200 0 074 H000200 0 074 I000200 0 074 J000200 0 074 K000200 7 074 L000200 2 074 M000200 0 074 N000200 7822 074 O000200 0 074 P000200 4 074 Q000200 0 074 R010200 0 074 R020200 0 074 R030200 0 074 R040200 24 074 S000200 0 074 T000200 7794 074 U010200 565 074 U020200 0 074 V010200 13.79 074 V020200 0.00 074 W000200 0.0000 074 X000200 6 074 Y000200 0 075 A000200 0 075 B000200 8604 076 000200 0.00 015 A000301 JPMORGAN CHASE BANK PAGE 13 015 B000301 C 015 C010301 BROOKLYN 015 C020301 NY 015 C030301 11245 015 E030301 X 024 000300 Y 025 A000301 MERRILL LYNCH & CO., INC. 025 B000301 13-5674085 025 C000301 E 025 D000301 117 025 A000302 MORGAN STANLEY DEAN WITTER & CO. 025 B000302 94-1671384 025 C000302 E 025 D000302 115 025 A000303 STATE STREET CORP. 025 B000303 04-1867445 025 C000303 E 025 D000303 62 025 D000304 0 025 D000305 0 025 D000306 0 025 D000307 0 025 D000308 0 028 A010300 1 028 A020300 0 028 A030300 0 028 A040300 182 028 B010300 2 028 B020300 0 028 B030300 0 028 B040300 296 028 C010300 26 028 C020300 0 028 C030300 0 028 C040300 984 028 D010300 41 028 D020300 158 028 D030300 0 028 D040300 75 028 E010300 6 028 E020300 0 028 E030300 0 028 E040300 113 028 F010300 1 028 F020300 0 028 F030300 0 028 F040300 64 028 G010300 77 028 G020300 158 028 G030300 0 028 G040300 1714 PAGE 14 028 H000300 0 045 000300 Y 046 000300 N 047 000300 Y 048 000300 0.600 048 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 0.000 062 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 0.0 066 A000300 Y 066 E000300 Y 067 000300 N 068 A000300 N 068 B000300 N 069 000300 N PAGE 15 070 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 Y 070 L010300 Y 070 L020300 Y 070 M010300 N 070 M020300 N 070 N010300 Y 070 N020300 N 070 O010300 Y 070 O020300 N 070 P010300 Y 070 P020300 Y 070 Q010300 N 070 Q020300 N 070 R010300 N 070 R020300 N 071 A000300 2936 071 B000300 4583 071 C000300 10057 071 D000300 29 072 A000300 6 072 B000300 2 072 C000300 97 072 D000300 0 072 E000300 0 072 F000300 31 072 G000300 8 072 H000300 0 072 I000300 9 072 J000300 29 072 K000300 0 PAGE 16 072 L000300 3 072 M000300 0 072 N000300 0 072 O000300 0 072 P000300 0 072 Q000300 0 072 R000300 11 072 S000300 0 072 T000300 0 072 U000300 0 072 V000300 0 072 W000300 0 072 X000300 91 072 Y000300 45 072 Z000300 53 072AA000300 508 072BB000300 978 072CC010300 195 072CC020300 0 072DD010300 158 072DD020300 0 072EE000300 0 073 A010300 0.1800 073 A020300 0.0000 073 B000300 0.0000 073 C000300 0.0000 074 A000300 1 074 B000300 0 074 C000300 117 074 D000300 0 074 E000300 0 074 F000300 9642 074 G000300 0 074 H000300 0 074 I000300 0 074 J000300 39 074 K000300 0 074 L000300 26 074 M000300 0 074 N000300 9825 074 O000300 12 074 P000300 7 074 Q000300 0 074 R010300 0 074 R020300 0 074 R030300 0 074 R040300 33 074 S000300 0 074 T000300 9773 074 U010300 886 074 U020300 0 PAGE 17 074 V010300 11.03 074 V020300 0.00 074 W000300 0.0000 074 X000300 6 074 Y000300 0 075 A000300 0 075 B000300 10300 076 000300 0.00 015 A000401 JPMORGAN CHASE BANK 015 B000401 C 015 C010401 BROOKLYN 015 C020401 NY 015 C030401 11245 015 E030401 X 024 000400 N 028 A010400 4 028 A020400 0 028 A030400 0 028 A040400 44 028 B010400 10 028 B020400 0 028 B030400 0 028 B040400 75 028 C010400 18 028 C020400 0 028 C030400 0 028 C040400 19 028 D010400 0 028 D020400 0 028 D030400 0 028 D040400 18 028 E010400 1 028 E020400 0 028 E030400 0 028 E040400 36 028 F010400 10 028 F020400 0 028 F030400 0 028 F040400 17 028 G010400 43 028 G020400 0 028 G030400 0 028 G040400 209 028 H000400 0 045 000400 Y 046 000400 N 047 000400 Y 048 000400 0.800 048 A010400 0 048 A020400 0.000 048 B010400 0 PAGE 18 048 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 0.000 062 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 0.0 066 A000400 Y 066 C000400 Y 067 000400 N 068 A000400 N 068 B000400 Y 069 000400 N 070 A010400 Y 070 A020400 N 070 B010400 Y 070 B020400 N 070 C010400 Y 070 C020400 N 070 D010400 Y 070 D020400 N PAGE 19 070 E010400 Y 070 E020400 N 070 F010400 Y 070 F020400 N 070 G010400 Y 070 G020400 N 070 H010400 Y 070 H020400 N 070 I010400 N 070 I020400 N 070 J010400 Y 070 J020400 Y 070 K010400 Y 070 K020400 Y 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 070 Q010400 N 070 Q020400 N 070 R010400 N 070 R020400 N 071 A000400 198 071 B000400 355 071 C000400 5071 071 D000400 4 072 A000400 6 072 B000400 0 072 C000400 25 072 D000400 0 072 E000400 0 072 F000400 20 072 G000400 4 072 H000400 0 072 I000400 10 072 J000400 24 072 K000400 0 072 L000400 5 072 M000400 0 072 N000400 0 072 O000400 0 072 P000400 0 072 Q000400 23 072 R000400 15 072 S000400 1 PAGE 20 072 T000400 0 072 U000400 0 072 V000400 0 072 W000400 1 072 X000400 103 072 Y000400 75 072 Z000400 -3 072AA000400 40 072BB000400 80 072CC010400 0 072CC020400 128 072DD010400 0 072DD020400 0 072EE000400 0 073 A010400 0.0000 073 A020400 0.0000 073 B000400 0.0000 073 C000400 0.0000 074 A000400 83 074 B000400 0 074 C000400 0 074 D000400 0 074 E000400 0 074 F000400 5000 074 G000400 0 074 H000400 0 074 I000400 0 074 J000400 0 074 K000400 48 074 L000400 11 074 M000400 0 074 N000400 5142 074 O000400 0 074 P000400 21 074 Q000400 0 074 R010400 0 074 R020400 0 074 R030400 0 074 R040400 15 074 S000400 0 074 T000400 5106 074 U010400 662 074 U020400 0 074 V010400 7.72 074 V020400 0.00 074 W000400 0.0000 074 X000400 7 074 Y000400 0 075 A000400 0 075 B000400 5162 076 000400 0.00 PAGE 21 015 A000501 THE BANK OF NEW YORK 015 B000501 C 015 C010501 NEW YORK 015 C020501 NY 015 C030501 10007 015 E010501 X 024 000500 Y 025 A000501 MORGAN STANLEY DEAN WITTER & CO. 025 B000501 94-1671384 025 C000501 D 025 D000501 100 025 D000502 0 025 D000503 0 025 D000504 0 025 D000505 0 025 D000506 0 025 D000507 0 025 D000508 0 028 A010500 92 028 A020500 0 028 A030500 0 028 A040500 1 028 B010500 215 028 B020500 7 028 B030500 0 028 B040500 195 028 C010500 0 028 C020500 8 028 C030500 0 028 C040500 2 028 D010500 0 028 D020500 6 028 D030500 0 028 D040500 48 028 E010500 27 028 E020500 6 028 E030500 0 028 E040500 54 028 F010500 31 028 F020500 5 028 F030500 0 028 F040500 143 028 G010500 365 028 G020500 32 028 G030500 0 028 G040500 443 028 H000500 0 045 000500 Y 046 000500 N 047 000500 Y 048 000500 0.250 PAGE 22 048 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 0.000 062 A000500 Y 062 B000500 13.0 062 C000500 66.2 062 D000500 0.0 062 E000500 0.0 062 F000500 0.0 062 G000500 0.0 062 H000500 0.0 062 I000500 20.8 062 J000500 0.0 062 K000500 0.0 062 L000500 0.0 062 M000500 0.0 062 N000500 0.0 062 O000500 0.0 062 P000500 0.0 062 Q000500 0.0 062 R000500 0.0 063 A000500 36 063 B000500 0.0 064 A000500 N 064 B000500 N 066 A000500 N 067 000500 N 068 A000500 N 068 B000500 N 069 000500 N 070 A010500 Y 070 A020500 N PAGE 23 070 B010500 N 070 B020500 N 070 C010500 N 070 C020500 N 070 D010500 N 070 D020500 N 070 E010500 N 070 E020500 N 070 F010500 N 070 F020500 N 070 G010500 N 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 N 070 M020500 N 070 N010500 Y 070 N020500 N 070 O010500 Y 070 O020500 N 070 P010500 Y 070 P020500 N 070 Q010500 N 070 Q020500 N 070 R010500 N 070 R020500 N 071 A000500 0 071 B000500 0 071 C000500 0 071 D000500 0 072 A000500 6 072 B000500 49 072 C000500 0 072 D000500 0 072 E000500 0 072 F000500 5 072 G000500 2 072 H000500 0 072 I000500 11 072 J000500 25 072 K000500 0 072 L000500 3 072 M000500 0 PAGE 24 072 N000500 0 072 O000500 0 072 P000500 0 072 Q000500 0 072 R000500 12 072 S000500 0 072 T000500 0 072 U000500 0 072 V000500 0 072 W000500 1 072 X000500 59 072 Y000500 48 072 Z000500 38 072AA000500 0 072BB000500 0 072CC010500 0 072CC020500 0 072DD010500 39 072DD020500 0 072EE000500 0 073 A010500 0.0100 073 A020500 0.0000 073 B000500 0.0000 073 C000500 0.0000 074 A000500 1 074 B000500 0 074 C000500 3840 074 D000500 0 074 E000500 0 074 F000500 0 074 G000500 0 074 H000500 0 074 I000500 0 074 J000500 0 074 K000500 41 074 L000500 0 074 M000500 0 074 N000500 3882 074 O000500 0 074 P000500 0 074 Q000500 0 074 R010500 0 074 R020500 0 074 R030500 0 074 R040500 53 074 S000500 0 074 T000500 3829 074 U010500 3829 074 U020500 0 074 V010500 1.00 074 V020500 0.00 PAGE 25 074 W000500 0.9999 074 X000500 7 074 Y000500 0 075 A000500 3957 075 B000500 0 076 000500 0.00 015 A000601 JPMORGAN CHASE BANK 015 B000601 C 015 C010601 BROOKLYN 015 C020601 NY 015 C030601 11245 015 E030601 X 024 000600 N 028 A010600 75 028 A020600 0 028 A030600 0 028 A040600 31 028 B010600 59 028 B020600 0 028 B030600 0 028 B040600 78 028 C010600 0 028 C020600 0 028 C030600 0 028 C040600 117 028 D010600 5 028 D020600 440 028 D030600 0 028 D040600 102 028 E010600 52 028 E020600 0 028 E030600 0 028 E040600 11 028 F010600 60 028 F020600 0 028 F030600 0 028 F040600 8 028 G010600 251 028 G020600 440 028 G030600 0 028 G040600 347 028 H000600 0 045 000600 Y 046 000600 N 047 000600 Y 048 000600 0.500 048 A010600 0 048 A020600 0.000 048 B010600 0 048 B020600 0.000 048 C010600 0 PAGE 26 048 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 0.000 062 A000600 Y 062 B000600 0.0 062 C000600 0.0 062 D000600 0.0 062 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 8.5 062 M000600 39.8 062 N000600 12.2 062 O000600 0.0 062 P000600 0.0 062 Q000600 39.5 062 R000600 0.0 063 A000600 0 063 B000600 13.3 064 A000600 N 064 B000600 N 066 A000600 N 067 000600 N 068 A000600 N 068 B000600 N 069 000600 N 070 A010600 Y 070 A020600 N 070 B010600 N 070 B020600 N 070 C010600 Y 070 C020600 N 070 D010600 N PAGE 27 070 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 Y 070 L010600 N 070 L020600 N 070 M010600 N 070 M020600 N 070 N010600 Y 070 N020600 N 070 O010600 Y 070 O020600 N 070 P010600 Y 070 P020600 N 070 Q010600 N 070 Q020600 N 070 R010600 N 070 R020600 N 071 A000600 13824 071 B000600 14451 071 C000600 6346 071 D000600 218 072 A000600 6 072 B000600 138 072 C000600 11 072 D000600 0 072 E000600 0 072 F000600 15 072 G000600 5 072 H000600 0 072 I000600 11 072 J000600 25 072 K000600 0 072 L000600 4 072 M000600 0 072 N000600 0 072 O000600 0 072 P000600 0 072 Q000600 0 072 R000600 12 PAGE 28 072 S000600 0 072 T000600 0 072 U000600 0 072 V000600 0 072 W000600 1 072 X000600 73 072 Y000600 48 072 Z000600 124 072AA000600 172 072BB000600 59 072CC010600 0 072CC020600 49 072DD010600 356 072DD020600 0 072EE000600 84 073 A010600 0.5900 073 A020600 0.1400 073 B000600 0.0000 073 C000600 0.0000 074 A000600 2 074 B000600 0 074 C000600 650 074 D000600 6996 074 E000600 0 074 F000600 0 074 G000600 0 074 H000600 0 074 I000600 0 074 J000600 507 074 K000600 18 074 L000600 33 074 M000600 0 074 N000600 8206 074 O000600 1905 074 P000600 9 074 Q000600 0 074 R010600 0 074 R020600 0 074 R030600 0 074 R040600 29 074 S000600 0 074 T000600 6263 074 U010600 661 074 U020600 0 074 V010600 9.47 074 V020600 0.00 074 W000600 0.0000 074 X000600 7 074 Y000600 0 075 A000600 0 075 B000600 6242 PAGE 29 076 000600 0.00 SIGNATURE MIKE CIOTOLA TITLE MANAGER EX-99 3 a10f3_01.txt Asset Allocation Portfolio Section 10f-3 Transactions The following securities were purchased pursuant to Rule 10f-3 and all requirements of the Affiliated Underwriting Procedures of the Fund. Trade Date Issue 11/19/01 MetLife, Inc., 6.125% due 12/01/11 Shares Price Amount 5,000 $99.66 $4,983 % of Issue Spread Spread Fund's for all Amount % % of issue JPMorgan Funds $0.35 N/A 0.00% 1.09% Broker Bank of America Securities LLC Underwriters of MetLife, Inc., 6.125% due 12/01/11 Underwriters Number of Shares Banc of America Securities LLC 262,500,000 Lehman Brothers, Inc. 262,500,000 Banc One Capital Markets, Inc. 25,000,000 Bank of New York Capital Markets, Inc. 25,000,000 Credit Suisse First Boston Corp. 25,000,000 First Union Securities, Inc. 25,000,000 Goldman, Sachs & Co. 25,000,000 J.P.Morgan Securities, Inc. 25,000,000 Salomon Smiht Barney, Inc. 25,000,000 UBS Warburg LLC 25,000,000 Williams Capital Group L.P. 25,000,000 Total 750,000,000 Asset Allocation Portfolio Section 10f-3 Transactions The following securities were purchased pursuant to Rule 10f-3 and all requirements of the Affiliated Underwriting Procedures of the Fund. Trade Date Issue 02/12/02 General Electric Capital Corp., 5.88% due 02/15/12 Shares Price Amount 20,000 $99.552 $19,910 % of Issue Spread Spread Fund's for all Amount % % of issue JPMorgan Funds N/A N/A 0.00% 1.85% Broker Lehman Brothers, Inc. Underwriters of General Electric Capital Corp., 5.88% due 02/15/12 Underwriters Number of Shares Lehman Brothers, Inc. 2,025,000,000 Deutsche Banc Alex. Brown, Inc. 56,250,000 J.P. Morgan Securities, Inc. 56,250,000 Salomon Smith Barney, Inc. 56,250,000 UBS Warburg LLC 56,250,000 Total 2,250,000,000 Asset Allocation Portfolio Section 10f-3 Transactions The following securities were purchased pursuant to Rule 10f-3 and all requirements of the Affiliated Underwriting Procedures of the Fund. Trade Date Issue 02/13/02 General Mills, Inc., 6.00% due 02/15/02 Shares Price Amount 5,000 $99.668 $4,983 % of Issue Spread Spread Fund's for all Amount % % of issue JPMorgan Funds N/A N/A 0.00% 0.42%% Broker Deutsche Morgan Grenfell Underwriters of General Mills, Inc., 6.00% due 02/15/02 Underwriters Number of Shares Barclays Capital, Inc. 318,200,000 Deutsche Banc Alex. Brown, Inc. 318,200,000 Salomon Smith Barney, Inc. 318,200,000 Credit Suisse First Boston Corp. 225,800,000 Banc of America Securities LLC 182,200,000 J.P. Morgan Securities, Inc. 182,200,000 UBS Warburg LLC 182,200,000 Utendahl Capital Partners, L.P. 35,000,000 Loop Capital Markets, LLC 35,000,000 Credit Lyonnais Securities, Inc. (USA) 32,200,000 Tokyo-Mitsubishi International PLC 26,400,000 Mizuho International PLC 23,800,000 SunTrust Capital Markets, Inc. 23,800,000 Wells Fargo Van Kasper, LLC 23,800,000 ABN AMRO, Inc. 16,200,000 Mellon Financial Markets, LLC 16,200,000 U.S. Bancorp Piper Jaffray, Inc. 14,800,000 Bank of New York Capital Markets, Inc. 7,800,000 Wachovia Securities, Inc. 6,400,000 BNP Paribas Securities Corp. 2,800,000 Fleet Securities, Inc. 2,800,000 HSBC Securities, Inc. (USA) 2,800,000 Merrill Lynch, Pierce, Fenner & Smith, Inc. 2,800,000 Rabobank International 400,000 Total 2,000,000,000 EX-99 4 a10f3_02.txt Capital Growth Portfolio Section 10f-3 Transactions The following securities were purchased pursuant to Rule 10f-3 and all requirements of the Affiliated Underwriting Procedures of the Fund. Trade Date Issue 2/7/02 International Speedway Corp. Shares Price Amount 2,000 $40.00 $80,000 % of Issue Spread Spread Fund's for all Amount % % of issue JPMorgan Funds $2.04 N/A 0.08% 3.00% Broker Salomon Smith Barney, Inc. Underwriters of International Speedway Corp. Underwriters Number of Shares Salomon Smith Barney, Inc. 875,000 J.P. Morgan Securities, Inc. 687,500 First Union Securities, Inc. 687,500 Raymond James & Associates, Inc. 250,000 Total 2,500,000 EX-99 5 a10f3_03.txt Growth & Income Portfolio Section 10f-3 Transactions The following securities were purchased pursuant to Rule 10f-3 and all requirements of the Affiliated Underwriting Procedures of the Fund. Trade Date Issue 01/31/02 Loews Corp. Shares Price Amount 300 $28.00 $8,400 % of Issue Spread Spread Fund's for all Amount % % of issue JPMorgan Funds $1.33 N/A 0.00% 0.14% Broker Morgan Stanley & Co., Inc. Underwriters of Loews Corp. Underwriters Number of Shares Salomon Smith Barney, Inc. 4,987,400 Morgan Stanley & Co., Inc. 4,987,400 Credit Suisse First Boston Corp. 4,987,400 Goldman, Sachs & Co. 4,987,400 Merrill Lynch, Pierce, Fenner & Smith, Inc. 4,987,400 Lehman Brothers, Inc. 2,075,875 Banc of America Securities LLC 2,075,875 J.P. Morgan Securities, Inc. 2,075,875 UBS Warburg LLC 2,075,875 Bear, Stearns & Co., Inc. 145,500 Blaylock & Partners, L.P. 145,500 Deutsche Banc Alex. Brown, Inc. 145,500 Dresdner Kleinwort Wasserstein Securities LLC 145,500 A.G. Edwards & Sons, Inc. 145,500 Janney Montgomery Scott LLC 145,500 Jefferies & Company 145,500 Legg Mason Wood Walker, Inc. 145,500 Neuberger & Berman, LLC 145,500 Sanford C. Bernstein & Co., Inc. 75,000 Dominick & Dominick LLC 75,000 Midwest Research 75,000 Samuel A. Ramirez & Co., Inc. 75,000 Sanders Morris Harris 75,000 Muriel Siebert & Co., Inc. 75,000 Total 35,000,000 -----END PRIVACY-ENHANCED MESSAGE-----