If the data are suitably laid out in a single Excel workbook, a mailmerge should be able to handle it. Simply format a table in the Word mailmerge main document with the required layout, mergefields, fonts and Styles. Then execute the mailmerge (a catalogue/directory mailmerge might be best) and add a TOC afterwards.

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Cheers,
Paul Edstein
[Fmr MS MVP - Word]