-----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, Q2GVW9/DHXtQD7BBdvo5U5Oz/d4zQocB5fr5dANTCR8oWHludGWuyPlu2l/T/UL3 k/xAmYeKDwhWbjPrRgns5w== 0001145443-05-000305.txt : 20050225 0001145443-05-000305.hdr.sgml : 20050225 20050225153327 ACCESSION NUMBER: 0001145443-05-000305 CONFORMED SUBMISSION TYPE: N-Q PUBLIC DOCUMENT COUNT: 3 CONFORMED PERIOD OF REPORT: 20041231 FILED AS OF DATE: 20050225 DATE AS OF CHANGE: 20050225 EFFECTIVENESS DATE: 20050225 FILER: COMPANY DATA: COMPANY CONFORMED NAME: CDC NVEST FUNDS TRUST II CENTRAL INDEX KEY: 0000052136 IRS NUMBER: 041990692 STATE OF INCORPORATION: MA FISCAL YEAR END: 1231 FILING VALUES: FORM TYPE: N-Q SEC ACT: 1940 Act SEC FILE NUMBER: 811-00242 FILM NUMBER: 05641163 BUSINESS ADDRESS: STREET 1: 399 BOYLSTON ST STREET 2: 5TH FLOOR CITY: BOSTON STATE: MA ZIP: 02116 BUSINESS PHONE: 8003997788 MAIL ADDRESS: STREET 1: 399 BOYLSTON STREET STREET 2: 5TH FLOOR CITY: BOSTON STATE: MA ZIP: 02116 FORMER COMPANY: FORMER CONFORMED NAME: NVEST FUNDS TRUST II DATE OF NAME CHANGE: 20000202 FORMER COMPANY: FORMER CONFORMED NAME: NEW ENGLAND FUNDS TRUST II DATE OF NAME CHANGE: 19940615 FORMER COMPANY: FORMER CONFORMED NAME: TNE FUNDS TRUST DATE OF NAME CHANGE: 19940615 N-Q 1 d16413.txt CDC NVEST FUNDS TRUST II UNITED STATES SECURITIES AND EXCHANGE COMMISSION WASHINGTON, DC 20549 FORM N-Q QUARTERLY SCHEDULE OF PORTFOLIO HOLDINGS OF REGISTERED MANAGEMENT INVESTMENT COMPANIES Investment Company Act File Number: 811-242 CDC Nvest Funds Trust II - -------------------------------------------------------------------------------- (Exact name of registrant as specified in charter) 399 Boylston Street, Boston, Massachusetts 02116 - -------------------------------------------------------------------------------- (Address of principal executive offices) (Zip code) Coleen Downs Dinneen, Esq. IXIS Asset Management Distributors, L.P. 399 Boylston Street Boston, Massachusetts 02116 - -------------------------------------------------------------------------------- (Name and address of agent for service) Registrant's telephone number, including area code: (617) 449-2810 Date of fiscal year end: September 30, 2004 Date of reporting period: December 31, 2004 ITEM I SCHEDULE OF INVESTMENTS LOOMIS SAYLES MASSACHUSETTS TAX FREE INCOME - SCHEDULE OF INVESTMENTS Investments as of December 31, 2004 (unaudited) TAX EXEMPT OBLIGATIONS - 97.7% OF TOTAL NET ASSETS
PRINCIPAL AMOUNT DESCRIPTION VALUE (a) - --------------------------------------------------------------------------------------------------------------------- BROWARD COUNTY, FL, RESOURCE RECOVERY - 1.3% 1,000,000 Wheelabrator South Broward, 5.000%, 12/01/2007 1,067,300 ------------- HIGHLANDS COUNTY, FL, HEALTH FACILITIES AUTHORITY - 1.3% 1,000,000 Adventis Health System, 5.875%, 11/15/2029 1,081,280 ------------- MARTHA'S VINEYARD, MA - 1.2% 1,000,000 Land Bank Revenue, 5.000%, 5/01/2032, (AMBAC insured) 1,025,250 ------------- MASSACHUSETTS - 5.9% 4,000,000 State Refunding Series A, 6.500%, 11/01/2014, (AMBAC insured) 4,929,960 ------------- MASSACHUSETTS BAY TRANSPORTATION AUTHORITY - 6.9% 3,000,000 Assessment Series A, 5.250%, 7/01/2030 3,139,500 2,500,000 Series A, 5.000%, 7/01/2032 2,557,975 ------------- 5,697,475 ------------- MASSACHUSETTS DEVELOPMENT FINANCE AGENCY - 15.9% 2,000,000 Cambridge Street Development Series A, 5.125%, 2/01/2034, (MBIA insured) 2,070,040 1,000,000 Hampshire College, 5.625%, 10/01/2024 1,061,900 4,000,000 Mount Holyoke College, 5.250%, 7/01/2031 4,203,920 2,800,000 Refunding Springfield Resource Recovery-A, 5.625%, 6/01/2019 2,948,008 1,100,000 Visual and Performing Arts, 6.000%, 8/01/2021 1,325,819 1,500,000 WGBH Educational Foundation Series A, 5.375%, 1/01/2042, (AMBAC insured) 1,593,585 ------------- 13,203,272 ------------- MASSACHUSETTS HEALTH & EDUCATIONAL FACILITIES AUTHORITY - 31.9% 1,160,000 Baystate Medical Center Series F, 5.700%, 7/01/2027 1,215,367 2,000,000 Boston University, 5.000%, 10/01/2039 2,046,320 2,200,000 Catholic Health East, 5.500%, 11/15/2032 2,251,964 3,000,000 Harvard Univerity Series N, 6.250%, 4/01/2020 3,780,180 2,925,000 Nichols College Series C, 6.000%, 10/01/2017 3,057,473 2,000,000 Partners Healthcare Systems Series B,
5.250%, 7/01/2029 2,059,460 2,500,000 Partners Healthcare Systems Series C, 5.750%, 7/01/2021 2,771,725 1,500,000 Tufts University Series I, 5.250%, 2/15/2030 1,572,510 1,000,000 University of Massachusetts Project Series C, 5.250%, 10/01/2031, (MBIA insured) 1,057,190 2,000,000 University of Massachusetts Series C, 5.125%, 10/01/2034, (FGIC insured) 2,075,500 2,000,000 Wellesley College Series F, 5.125%, 7/01/2039 2,059,260 1,315,000 Wheaton College Series E, 5.000%, 7/01/2017 1,411,534 1,030,000 Williams College Series H, 5.000%, 7/01/2017 1,116,633 ------------- 26,475,116 ------------- MASSACHUSETTS HOUSING FINANCE AGENCY - 3.2% 560,000 Single Family Mortgage Series 21, 7.125%, 6/01/2025 560,336 2,000,000 Single Family Mortgage Series A, 4.600%, 12/01/2015 2,062,500 ------------- 2,622,836 ------------- MASSACHUSETTS PORT AUTHORITY - 3.7% 1,750,000 Delta Air Lines, Inc. Project Series A, 5.500%, 1/01/2019, (AMBAC insured) 1,841,088 1,200,000 Series A, 5.000%, 7/01/2033, (MBIA insured) 1,224,960 ------------- 3,066,048 ------------- MASSACHUSETTS WATER RESOURCES AUTHORITY - 7.3% 2,000,000 General Series B, 5.125%, 8/01/2027, (MBIA insured) 2,093,440 3,240,000 Series A, 6.500%, 7/15/2019, (FGIC insured) 3,989,930 ------------- 6,083,370 ------------- MICHIGAN HOSPITAL FINANCE AUTHORITY - 2.0% 1,500,000 Oakwood Obligated Group, 5.500%, 11/01/2017 1,624,020 ------------- NEW ENGLAND EDUCATION LOAN MARKETING - 4.1% 3,000,000 Student Loan Revenue Bond Sub-Issue H, 6.900%, 11/01/2009 3,377,910 ------------- PUERTO RICO COMMONWEALTH AQUEDUCT & SEWER AUTHORITY - 4.3% 3,000,000 Aqueduct & Sewer Authority, 6.250%, 7/01/2013 3,552,960 ------------- PUERTO RICO PUBLIC FINANCE CORPORATION - 4.0% 3,000,000 Commonwealth Appropriation Series A, 5.750%, 8/01/2027 3,345,930 ------------- TENNESEE HOUSING DEVELOPMENT AGENCY - 1.9% 1,500,000 Series A, 5.200%, 7/01/2023 1,573,935 ------------- UNIVERSITY OF MASSACHUSETTS BUILDING AUTHORITY - 2.8% 2,200,000 SR - Series 1, 5.250%, 11/01/2028, (AMBAC insured) 2,328,766 -------------
Total Tax Exempt Obligations (Cost $76,431,246) 81,055,428 ------------- SHORT TERM INVESTMENT - 0.9% 774,258 Repurchase Agreement with Investors Bank & Trust Co. dated 12/31/2004 at 1.75% to be repurchased at $774,371 on 1/03/2005, collateralized by $760,938 Small Business Administration Bond, 5.375% due 7/25/2014 valued at $812,971 774,258 ------------- Total Short Term Investment (Cost $774,258) 774,258 ------------- Total Investments - 98.6% (Identified Cost $77,205,504) (b) 81,829,686 Other assets less liabilities 1,155,810 ------------- Total Net Assets - 100.0% $ 82,985,496 =============
(a) Debt securities (other than short-term obligations with a remaining maturity of less than sixty days) are valued on the basis of valuations furnished to the Fund by a pricing service, which has been authorized by the Trustees. The pricing service determines valuations for normal, institutional size trading units of such securities using market information, transactions for comparable securities and various relationships between securities which are generally recognized by institutional traders. Short-term obligations with a remaining maturity of less than sixty days are stated at amortized cost, which approximates market value. All other securities and assets are valued at their fair value as determined in good faith by the Funds' investment adviser, pursuant to procedures approved by the Board of Trustees. (b) At December 31, 2004, the net unrealized appreciation on investments based on cost of $77,204,155 for federal income tax purposes was as follows: Aggregate gross unrealized appreciation for all investments in which there is an excess of value over tax cost $ 4,780,499 Aggregate gross unrealized depreciation for all investments in which there is an excess of tax cost over value (154,968) ------------- Net unrealized appreciation $ 4,625,531 ============= AMBAC American Municipal Bond Assurance Corp. FGIC Financial Guarantee Insurance Company MBIA Municipal Bond Investors Assurance Corp.
ITEM 2. CONTROLS AND PROCEDURES. The Trust's principal executive officer and principal financial officer have concluded that the Trust's disclosure controls and procedures are sufficient to ensure that information required to be disclosed by the Trust in this Form N-Q was recorded, processed, summarized and reported within the time periods specified in the Securities and Exchange Commission's rules and forms, based upon such officers' evaluation of these controls and procedures as of a date within 90 days of the filing date of the report. There were no significant changes or corrective actions with regard to significant deficiencies or material weaknesses in the Trust's internal controls or in other factors that could significantly affect the Trust's internal controls subsequent to the date of their evaluation. ITEM 3. EXHIBITS (a)(1) Certification for the principal executive officer as required by Rule 30a-2(a) of the Investment Company Act of 1940, as amended (the "Act") filed herewith. (a)(2) Certification for the principal financial officer as required by Rule 30a-2(a) of the Investment Company Act of 1940, as amended (the "Act") filed herewith. SIGNATURES Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, the registrant has duly caused this report to be signed on its behalf by the undersigned, thereunto duly authorized. CDC Nvest Funds Trust II By: /s/ John T. Hailer ---------------------------------------- Name: John T. Hailer Title: President and Chief Executive Officer Date: February 18, 2005 Pursuant to the requirements of the Securities Exchange Act of 1934 and the Investment Company Act of 1940, this report has been signed by the following persons on behalf of the registrant and in the capacities and on the dates indicated. By: /s/ John T. Hailer ---------------------------------------- Name: John T. Hailer Title: President and Chief Executive Officer Date: February 18, 2005 By: /s/ Michael C. Kardok ------------------------------------- Name: Michael C. Kardok Title: Treasurer Date: February 18, 2005 EX-99.CERT(A)(1) 2 ex99_a1.txt CEO SECTION 302 CERTIFICATION EXHIBIT 99. CERTIFICATION Exhibit (a)(1) CDC Nvest Funds Trust II Exhibit to SEC Form N-Q SECTION 302 CERTIFICATION I, John T. Hailer, certify that: 1. I have reviewed this report on Form N-Q of CDC Nvest Funds Trust II; 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 schedules of investments included in this report fairly present in all material respects the investments of the registrant as of the end of the fiscal quarter for which the report is filed; 4. The registrant's other certifying officer and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have: a. Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, 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. Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles; c. Evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this report our conclusions about the effectiveness of such disclosure controls and procedures, as of a date within 90 days prior to the filing of this report; and d. Disclosed in this report any change in the registrant's internal control over financial reporting that occurred during the registrant's most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting; and 5. The registrant's other certifying officer and I have disclosed 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 and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant's ability to record, process, summarize, and report financial information; and b. Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's internal control over financial reporting. Date: February 18, 2005 /s/ John T. Hailer John T. Hailer President & Chief Executive Officer EX-99.CERT(A)(2) 3 ex99_a2.txt TREASURER SECTION 302 CERTIFICATION EXHIBIT 99. CERTIFICATION Exhibit (a)(2) CDC Nvest Funds Trust II Exhibit to SEC Form N-Q SECTION 302 CERTIFICATION I, Michael C. Kardok, certify that: 1. I have reviewed this report on Form N-Q of CDC Nvest Funds Trust II; 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 schedules of investments included in this report fairly present in all material respects the investments of the registrant as of the end of the fiscal quarter for which the report is filed; 4. The registrant's other certifying officer and I are responsible for establishing and maintaining disclosure controls and procedures (as defined in Rule 30a-3c) under the Investment Company Act of 1940) and internal control over financial reporting (as defined in Rule 30a-3(d) under the Investment Company Act of 1940) for the registrant and have: a. Designed such disclosure controls and procedures, or caused such disclosure controls and procedures to be designed under our supervision, 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. Designed such internal control over financial reporting, or caused such internal control over financial reporting to be designed under our supervision, to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles; c. Evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this report our conclusions about the effectiveness of such disclosure controls and procedures, as of a date within 90 days prior to the filing of this report; and d. Disclosed in this report any change in the registrant's internal control over financial reporting that occurred during the registrant's most recent fiscal quarter that has materially affected, or is reasonably likely to materially affect, the registrant's internal control over financial reporting; and 5. The registrant's other certifying officer and I have disclosed 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 and material weaknesses in the design or operation of internal control over financial reporting which are reasonably likely to adversely affect the registrant's ability to record, process, summarize, and report financial information; and b. Any fraud, whether or not material, that involves management or other employees who have a significant role in the registrant's internal control over financial reporting. Date: February 18, 2005 /s/ Michael C. Kardok Michael C. Kardok Treasurer CDC Nvest Funds Trust II -----END PRIVACY-ENHANCED MESSAGE-----