-----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, F+HJtnBWph7oHFJWSaTG9iVufedNGcIUZI0QcSnJeivUB/aWtduxHE5qeMJQAhqS 3xXoElnkUFHxQ3UDkOIqFQ== 0001193125-04-203431.txt : 20041124 0001193125-04-203431.hdr.sgml : 20041124 20041124162049 ACCESSION NUMBER: 0001193125-04-203431 CONFORMED SUBMISSION TYPE: N-Q PUBLIC DOCUMENT COUNT: 2 CONFORMED PERIOD OF REPORT: 20040930 FILED AS OF DATE: 20041124 DATE AS OF CHANGE: 20041124 EFFECTIVENESS DATE: 20041124 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: 041167517 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 dnq.txt CDC NVEST FUNDS TRUST II FORM N-Q 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: December 31, 2004 Date of reporting period: September 30, 2004 ITEM I SCHEDULE OF INVESTMENTS - -------------------------------------------------------------------------------- HARRIS ASSOCIATES LARGE CAP VALUE FUND -- SCHEDULE OF INVESTMENTS - -------------------------------------------------------------------------------- Investments as of September 30, 2004 (unaudited)
Shares Description Value (e) - ---------------------------------------------------------------------------------------- Common Stocks -- 95.7% of Total Net Assets Aerospace & Defense -- 2.7% 245,500 Raytheon Co. $ 9,324,090 ------------ Banks -- 2.1% 246,800 US Bancorp 7,132,520 ------------ Beverages -- 5.3% 157,700 Anheuser-Busch Cos., Inc. 7,877,115 198,800 Diageo Plc, Sponsored ADR (a) 10,025,484 ------------ 17,902,599 ------------ Building Materials -- 3.1% 303,500 Masco Corp. 10,479,855 ------------ Diversified Financial Services -- 7.3% 188,200 Citigroup, Inc. 8,303,384 151,500 Fannie Mae 9,605,100 167,200 JPMorgan Chase & Co. 6,642,856 ------------ 24,551,340 ------------ Environmental Control -- 3.0% 371,900 Waste Management, Inc. 10,167,746 ------------ Food -- 7.1% 146,500 General Mills, Inc. 6,577,850 137,800 HJ Heinz Co. 4,963,556 206,800 Kraft Foods, Inc.-Class A (a) 6,559,696 101,700 Nestle SA, Sponsored ADR 5,833,614 ------------ 23,934,716 ------------ Health Care-Products -- 5.7% 213,300 Baxter International, Inc. 6,859,728 70,200 Guidant Corp. 4,636,008 136,900 Johnson & Johnson 7,711,577 ------------ 19,207,313 ------------ Household Products & Wares -- 2.7% 123,200 Fortune Brands, Inc. 9,127,888 ------------ Insurance -- 1.9% 87,400 Aflac, Inc. 3,426,954 44,600 MGIC Investment Corp. 2,968,130 ------------ 6,395,084 ------------ Leisure Time -- 1.9% 96,400 Carnival Corp. (a) 4,558,756 32,400 Harley-Davidson, Inc. 1,925,856 ------------ 6,484,612 ------------ Media -- 15.9% 344,700 Comcast Corp.-Class A (b) 9,624,024 376,718 DIRECTV Group (The), Inc. (b) 6,626,470 1,254,700 Liberty Media Corp.-Class A (b) 10,940,984 730,600 Time Warner, Inc. (b) 11,791,884 183,200 Viacom, Inc.-Class B 6,148,192 379,000 Walt Disney Co. 8,546,450 ------------ 53,678,004 ------------ Miscellaneous - Manufacturing -- 1.5% 140,100 Honeywell International, Inc. 5,023,986 ------------ Office & Business Equipment -- 2.9%
690,000 Xerox Corp. (a)(b) 9,715,200 ------------ Oil & Gas -- 2.3% 141,800 Burlington Resources, Inc. 5,785,440 23,446 ConocoPhillips 1,942,501 ------------ 7,727,941 ------------ Pharmaceuticals -- 7.9% 189,500 Abbott Laboratories 8,027,220 231,500 Bristol-Myers Squibb Co. 5,479,605 147,300 Cardinal Health, Inc. 6,447,321 202,000 Merck & Co., Inc. 6,666,000 ------------ 26,620,146 ------------ Retail -- 15.9% 96,100 Costco Wholesale Corp. 3,993,916 475,200 Gap (The), Inc. (a) 8,886,240 388,600 Home Depot, Inc. 15,233,120 192,200 Kohl's Corp. (b) 9,262,117 71,800 Ltd. Brands 1,600,422 425,000 McDonald's Corp. 11,912,750 56,400 Wal-Mart Stores, Inc. 3,000,480 ------------ 53,889,045 ------------ Savings & Loans -- 3.9% 334,300 Washington Mutual, Inc. 13,064,444 ------------ Software -- 2.6% 204,400 First Data Corp. 8,891,400 ------------ Total Common Stocks (Identified Cost $280,563,342) 323,317,929 ------------
Principal Amount Description Value (e) - ---------------------------------------------------------------------------------------- Short Term Investments -- 14.2% $16,564,754 Repurchase Agreement with Investors Bank & Trust Co. dated 9/30/2004 at 1.27% to be repurchased at $16,565,339 on 10/01/2004, collateralized by $17,381,801 Federal National Reserve Bond, 2.340%, due 3/25/2031 valued at $17,394,938 $ 16,564,754 4,044,682 Bank of America, 1.875%, due 10/19/2004 (c) 4,044,682 652,769 Bank of Montreal, 1.76%, due 10/25/2004 (c) 652,769 970,724 Bank of Nova Scotia, 1.75%, due 10/21/2004 (c) 970,724 2,022,341 Bank of Nova Scotia, 1.76%, due 11/12/2004 (c) 2,022,341 2,305,469 BGI Institutional Money Market Fund (c) 2,305,469 2,022,341 BNP Paribas, 1.80%, due 11/23/2004 (c) 2,022,341 1,213,404 Falcon Asset Securitization Corp, 1.612%, due 10/01/2004 (c) 1,213,404 404,468 Fortis Bank, 1.69%, due 10/14/2004 (c) 404,468 1,207,836 Greyhawk Funding, 1.772%, due 10/19/2004 (c) 1,207,836 1,311,914 Merrill Lynch Premier Institutional Fund (c) 1,311,914 3,235,746 Merrimac Cash Fund-Premium Class (c) 3,235,746 3,235,746 Royal Bank of Canada, 1.78%, due 11/10/2004 (c) 3,235,746 1,213,404 Royal Bank of Scotland, 1.60%, due 10/15/2004 (c) 1,213,404 1,213,404 Royal Bank of Scotland, 1.65%, due 10/29/2004 (c) 1,213,404 121,340 Royal Bank of Scotland, 1.67%, due 11/02/2004 (c) 121,340 2,709,937 Royal Bank of Scotland, 1.88%, due 12/23/2004 (c) 2,709,937 398,644 Sheffield Receivables Corp, 1.622%, due 10/04/2004 (c) 398,644 1,213,404 Sheffield Receivables Corp, 1.773%, due 10/20/2004 (c) 1,213,404 808,936 Toronto Dominion Bank, 1.70%, due 11/08/2004 (c) 808,936 1,213,404 Wells Fargo, 1.60%, due 10/04/2004 (c) 1,213,404 ------------ Total Short Term Investments (Identified Cost $48,084,667) 48,084,667 ------------ Total Investments -- 109.9% (Identified Cost $328,648,009) (d) 371,402,596 Other assets less liabilities (33,448,281) ------------ Total Net Assets -- 100% $337,954,315 ============
(a) All or a portion of this security was on loan to brokers at September 30, 2004. (b) Non-income producing security. (c) Represents investments of securities lending collateral. (d) Federal Tax Information: At September 30, 2004, the net unrealized appreciation on investments based on cost of $329,712,362 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 $49,227,363 Aggregate gross unrealized depreciation for all investments in which there is an excess of tax cost over value (7,537,129) ----------- Net unrealized appreciation $41,690,234 ===========
(e) Security Valuation. 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 on the NASDAQ National Market system, 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. 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 U.S. 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: November 19, 2004 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: November 19, 2004 By: /S/ MICHAEL KARDOK ---------------------------------------- Name: Michael Kardok Title: Treasurer Date: November 19, 2004 EX-99.CERT 2 dex99cert.txt CERTIFICATION PURSUANT TO SECTION 302 OF THE SARBANES-OXLEY ACT Exhibit (a)(1) CDC Nvest Funds Trust II Exhibit to SEC Form N-Q Section 302 Certifications 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; and 3. Based on my knowledge, the schedules of investments included in this report fairly present in all materials 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-2(c) under the Investment Company Act of 1940) for the registrant and have: a. Designed such disclosure controls and procedures, or caused such discosure 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. Evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing of this report, based on such evaluation; and c. 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, 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 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: November 19, 2004 /s/ JOHN T. HAILER -------------------------------------------- John T. Hailer President & Chief Executive Officer Exhibit (a)(2) CDC Nvest Funds Trust II Exhibit to SEC Form N-Q Section 302 Certifications I, Michael 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; and 3. Based on my knowledge, the schedules of investments included in this report fairly present in all materials 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-2(c) under the Investment Company Act of 1940) for the registrant and have: a. Designed such disclosure controls and procedures, or caused such discosure 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. Evaluated the effectiveness of the registrant's disclosure controls and procedures and presented in this report our conclusions about the effectiveness of the disclosure controls and procedures, as of a date within 90 days prior to the filing of this report, based on such evaluation; and c. 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, 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 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: November 19, 2004 /s/ MICHAEL KARDOK -------------------------------------------- Michael Kardok Treasurer CDC Nvest Funds Trust II -----END PRIVACY-ENHANCED MESSAGE-----