-----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, Kfu1nkLPKLY89zkNJD7jP5CATZPaaMxtlWIL/9189D6Qr6vm1mg0WjfNBeYsKBs0 KJbmvbzKU/gdkPeG3oRXDA== 0001145443-05-001254.txt : 20050611 0001145443-05-001254.hdr.sgml : 20050611 20050525103210 ACCESSION NUMBER: 0001145443-05-001254 CONFORMED SUBMISSION TYPE: N-Q PUBLIC DOCUMENT COUNT: 3 CONFORMED PERIOD OF REPORT: 20050331 FILED AS OF DATE: 20050525 DATE AS OF CHANGE: 20050525 EFFECTIVENESS DATE: 20050525 FILER: COMPANY DATA: COMPANY CONFORMED NAME: IXIS Advisor Funds Trust II CENTRAL INDEX KEY: 0000052136 IRS NUMBER: 041990692 STATE OF INCORPORATION: MA FILING VALUES: FORM TYPE: N-Q SEC ACT: 1940 Act SEC FILE NUMBER: 811-00242 FILM NUMBER: 05855760 BUSINESS ADDRESS: STREET 1: 399 BOYLSTON ST CITY: BOSTON STATE: MA ZIP: 02116 BUSINESS PHONE: 8003997788 MAIL ADDRESS: STREET 1: 399 BOYLSTON STREET CITY: BOSTON STATE: MA ZIP: 02116 FORMER COMPANY: FORMER CONFORMED NAME: CDC NVEST FUNDS TRUST II DATE OF NAME CHANGE: 20010503 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 N-Q 1 d17158_nq.txt IXIS ADVISOR 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 IXIS Advisor 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: December 31, 2004 Date of reporting period: March 31, 2005 ITEM I SCHEDULE OF INVESTMENTS HARRIS ASSOCIATES LARGE CAP VALUE FUND -- SCHEDULE OF INVESTMENTS Investments as of March 31, 2005 (unaudited)
Shares Description Value (a) - ------------------------------------------------------------------------------------------------------------ Common Stocks -- 97.2% of Total Net Assets Aerospace & Defense -- 2.7% 227,400 Raytheon Co. $ 8,800,380 ------------- Banks -- 2.0% 218,700 U.S. Bancorp 6,302,934 ------------- Beverages -- 6.7% 145,300 Anheuser-Busch Cos., Inc. 6,885,767 43,000 Coca-Cola Co. (The) 1,791,810 153,900 Coca-Cola Enterprises, Inc. 3,158,028 174,600 Diageo PLC, Sponsored ADR (c) 9,934,740 ------------- 21,770,345 ------------- Building Materials -- 3.3% 303,500 Masco Corp. 10,522,345 ------------- Computers -- 2.1% 163,000 Hewlett-Packard Co. 3,576,220 802,000 Sun Microsystems, Inc. (d) 3,240,080 ------------- 6,816,300 ------------- Diversified Financial Services -- 9.3% 63,300 American Express Co. 3,251,721 207,800 Citigroup, Inc. 9,338,532 132,700 Fannie Mae (c) 7,225,515 299,300 JPMorgan Chase & Co. 10,355,780 ------------- 30,171,548 ------------- Electronics -- 1.0% 127,300 Texas Instruments, Inc. 3,244,877 ------------- Environmental Control -- 2.9% 326,900 Waste Management, Inc. 9,431,065 ------------- Food -- 4.4% 132,000 General Mills, Inc. (c) 6,487,800 88,800 H.J. Heinz Co. 3,271,392 66,700 Nestle SA, Sponsored ADR (c) 4,564,881 ------------- 14,324,073 ------------- Health Care-Products -- 4.7% 256,600 Baxter International, Inc. 8,719,268 95,700 Johnson & Johnson 6,427,212 ------------- 15,146,480 ------------- Household Products & Wares -- 2.8% 109,900 Fortune Brands, Inc. 8,861,237 ------------- Insurance -- 1.8% 81,300 Aflac, Inc. 3,029,238 44,600 MGIC Investment Corp. 2,750,482 ------------- 5,779,720 ------------- Leisure Time -- 2.5% 61,600 Carnival Corp. 3,191,496 86,500 Harley-Davidson, Inc. 4,996,240 ------------- 8,187,736 ------------- Media -- 17.9% 271,200 Comcast Corp., Special Class A (d) 9,058,080 333,200 DIRECTV Group (The), Inc. (d) 4,804,744 1,254,700 Liberty Media Corp., Class A (d) 13,011,239 644,900 Time Warner, Inc. (d) 11,317,995 278,200 Viacom, Inc., Class B 9,689,706 343,100 Walt Disney Co. (The) 9,857,263 ------------- 57,739,027 -------------
Miscellaneous - Manufacturing -- 1.5% 127,400 Honeywell International, Inc. 4,740,554 ------------- Office & Business Equipment -- 3.0% 644,900 Xerox Corp. (d) 9,770,235 ------------- Oil & Gas -- 2.1% 137,400 Burlington Resources, Inc. 6,879,618 ------------- Pharmaceuticals -- 4.0% 166,600 Abbott Laboratories 7,766,892 202,400 Bristol-Myers Squibb Co. 5,153,104 ------------- 12,919,996 ------------- Retail -- 16.4% 88,800 Costco Wholesale Corp. 3,923,184 420,400 Gap (The), Inc. 9,181,536 272,700 Home Depot, Inc. 10,428,048 186,000 Kohl's Corp. (d) 9,603,180 71,800 Limited Brands, Inc. 1,744,740 379,000 McDonald's Corp. 11,802,060 127,700 Wal-Mart Stores, Inc. 6,399,047 ------------- 53,081,795 ------------- Savings & Loans -- 3.8% 309,300 Washington Mutual, Inc. 12,217,350 ------------- Software -- 2.3% 189,500 First Data Corp. 7,449,245 ------------- Total Common Stocks (Identified Cost $262,077,460) 314,156,860 -------------
Principal Amount Description Value (a) - ------------------------------------------------------------------------------------------------------------ Short Term Investments -- 7.7% $ 13,917,962 Repurchase Agreement with Investors Bank & Trust Co. dated 3/31/2005 at 2.02% to be repurchased at $13,918,743 on 4/1/2005, collateralized by $9,896,404 Small Business Administration Bond, 5.625%, due 3/25/2029 valued at $10,681,614 and $3,939,016 Federal National Mortgage Association Bond, 4.250%, due 4/25/2008 valued at $3,932,246 $ 13,917,962 484,501 Bank of America, 2.77%, due 4/18/2005 (e) 484,501 484,501 Bank of America, 2.82%, due 5/16/2005 (e) 484,501 147,541 Bank of Montreal, 2.60%, due 4/04/2005 (e) 147,541 532,406 Bank of Montreal, 2.75%, due 4/08/2005 (e) 532,406 862,412 Bank of Nova Scotia, 2.70%, due 4/11/2005 (e) 862,412 193,800 Bank of Nova Scotia, 2.73%, due 4/14/2005 (e) 193,800 484,501 Bank of Nova Scotia, 2.78%, due 4/28/2005 (e) 484,501 290,702 Barclays, 2.785%, due 4/25/2005 (e) 290,702 527,627 BGI Institutional Money Market Fund (e) 527,627 1,453,503 BNP Paribas, 2.73%, due 4/07/2005 (e) 1,453,503 484,501 BNP Paribas, 2.91%, due 6/15/2005 (e) 484,501 197,847 Calyon, 2.77%, due 4/21/2005 (e) 197,847 89,306 Den Danske Bank, 2.77%, due 4/26/2005 (e) 89,306 193,800 Falcon Asset Securitization Corp., 2.727%, due 4/13/2005 (e) 193,800 472,873 Fortis Bank, 2.44%, due 4/14/2005 (e) 472,873 484,501 Fortis Bank, 2.80%, due 4/06/2005 (e) 484,501 209,933 Goldman Sachs Financial Square Prime Obligations Fund (e) 209,933 484,501 Govco, Inc., 2.60%, due 4/05/2005 (e) 484,501 232,830 Keybank, 2.844%, due 4/01/2005 (e) 232,830 239,590 Merrill Lynch Premier Institutional Fund (e) 239,590 138,309 Merrimac Cash Fund-Premium Class (e) 138,309 484,501 Rabobank Nederland, 2.78%, due 4/29/2005 (e) 484,501 524,234 Royal Bank of Scotland, 2.75%, due 4/05/2005 (e) 524,234 484,501 Svenska Handlesbanken, 2.70%, due 4/11/2005 (e) 484,501 96,900 The Bank of the West, 2.79%, due 4/22/2005 (e) 96,900 96,900 Toronto Dominion Bank, 3.01%, due 6/24/2005 (e) 96,900 193,800 UBS AG, 2.805%, due 5/03/2005 (e) 193,800
193,800 Wells Fargo, 2.78%, due 4/20/2005 (e) 193,800 68,309 Wells Fargo, 2.79%, due 4/08/2005 (e) 68,309 96,900 Yorktown Capital LLC, 2.636%, due 4/01/2005 (e) 96,900 ----------- Total Short Term Investments (Identified Cost $24,847,292) 24,847,292 ----------- Total Investments -- 104.9% (Identified Cost $286,924,752) (b) 339,004,152 Other assets less liabilities (15,889,698) -------------- Total Net Assets -- 100% $ 323,114,454 ==============
(a) Equity securities for which market quotations are readily available are valued at market price on the basis of valuations furnished to the Fund by a pricing service which has been authorized by the Board of Trustees. The pricing service provides the last reported sale price for securities listed on an applicable securities exchange or, if no sale was reported and in the case of over-the-counter securities not so listed, the last reported bid price. Securities traded on the NASDAQ National Market are valued at the NASDAQ Official Closing Price ("NOCP"), or if lacking an NOCP, at the most recent bid quotation on the NASDAQ National Market. Debt securities for which market quotations are readily available (other than short-term obligations with a remaining maturity of less than sixty days) are generally valued at market price on the basis of valuations furnished by a pricing service authorized by the Board of Trustees, which 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 Fund's investment adviser and subadviser, pursuant to the procedures approved by the Board of Trustees. (b) Federal Tax Information: At March 31, 2005, the net unrealized appreciation on investments based on cost of $286,924,752 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 $ 57,698,881 Aggregate gross unrealized depreciation for all investments in which there is an excess of tax cost over value (5,619,481) ------------- Net unrealized appreciation $ 52,079,400 =============
At December 31, 2004, the Fund had a capital loss carryover of approximately $134,352,059 of which $16,433,943 expires on December 31, 2008, $83,318,807 expires on December 31, 2009, $24,633,843 expires on December 31, 2010 and $9,965,466 expires on December 31, 2011. These amounts may be available to offset future realized capital gains, if any, to the extent provided by regulations. (c) All or a portion of this security was on loan to brokers at March 31, 2005. (d) Non-income producing security. (e) Represents investments of securities lending collateral. ADR An American Depositary Receipt (ADR) is a certificate issued by a U.S. bank representing the right to receive securities of the foreign issuer described. The values of ADRs are significantly influenced by trading on exchanges not located in the United States. TBA To Be Announced 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. IXIS Advisor Funds Trust II By: /s/ John T. Hailer ------------------ Name: John T. Hailer Title: President and Chief Executive Officer Date: May 23, 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: May 23, 2005 By: /s/ Michael C. Kardok --------------------- Name: Michael C. Kardok Title: Treasurer Date: May 23, 2005 EX-99.A1 2 d17158_exa1.txt CEO SECTION 302 CERTIFICATION Exhibit (a)(1) IXIS Advisor 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 IXIS Advisor 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: May 23, 2005 /s/ John T. Hailer ------------------ John T. Hailer President and Chief Executive Officer EX-99.A2 3 d17158_exa2.txt TREASURER SECTION 302 CERTIFICATION Exhibit (a)(2) IXIS Advisor 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 IXIS Advisor 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: May 23, 2005 /s/ Michael C. Kardok --------------------- Michael C. Kardok Treasurer IXIS Advisor Funds Trust II -----END PRIVACY-ENHANCED MESSAGE-----