0001410368-13-000354.txt : 20130828 0001410368-13-000354.hdr.sgml : 20130828 20130828161429 ACCESSION NUMBER: 0001410368-13-000354 CONFORMED SUBMISSION TYPE: NSAR-A PUBLIC DOCUMENT COUNT: 4 CONFORMED PERIOD OF REPORT: 20130630 FILED AS OF DATE: 20130828 DATE AS OF CHANGE: 20130828 EFFECTIVENESS DATE: 20130828 FILER: COMPANY DATA: COMPANY CONFORMED NAME: Natixis Funds Trust II CENTRAL INDEX KEY: 0000052136 IRS NUMBER: 041990692 STATE OF INCORPORATION: MA FILING VALUES: FORM TYPE: NSAR-A SEC ACT: 1940 Act SEC FILE NUMBER: 811-00242 FILM NUMBER: 131066106 BUSINESS ADDRESS: STREET 1: 399 BOYLSTON STREET STREET 2: 12TH FLOOR CITY: BOSTON STATE: MA ZIP: 02116 BUSINESS PHONE: 800-283-1155 MAIL ADDRESS: STREET 1: 399 BOYLSTON STREET STREET 2: 12TH FLOOR CITY: BOSTON STATE: MA ZIP: 02116 FORMER COMPANY: FORMER CONFORMED NAME: IXIS Advisor Funds Trust II DATE OF NAME CHANGE: 20050502 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 0000052136 S000008033 Harris Associates Large Cap Value Fund C000021802 Class A NEFOX C000021803 Class B NEGBX C000021804 Class C NECOX C000021805 Class Y NEOYX 0000052136 S000023548 ASG Global Alternatives Fund C000069269 Class A GAFAX C000069270 Class C GAFCX C000069271 Class Y GAFYX C000128763 Class N GAFNX 0000052136 S000023783 Vaughan Nelson Value Opportunity Fund C000069913 Class A VNVAX C000069914 Class C VNVCX C000069915 Class Y VNVYX C000128764 Class N VNVNX 0000052136 S000026209 ASG Diversifying Strategies Fund C000078682 Class A DSFAX C000078683 Class C DSFCX C000078684 Class Y DSFYX 0000052136 S000029564 ASG Managed Futures Strategy Fund C000090725 Class A AMFAX C000090726 Class C ASFCX C000090727 Class Y ASFYX 0000052136 S000030110 Loomis Sayles Multi-Asset Real Return Fund C000092471 Class A MARAX C000092472 Class C MARCX C000092473 Class Y MARYX 0000052136 S000030600 Loomis Sayles Strategic Alpha Fund C000094853 Class A LABAX C000094854 Class C LABCX C000094855 Class Y LASYX 0000052136 S000039535 McDonnell Intermediate Municipal Bond Fund C000121922 Class A MIMAX C000121923 Class C MIMCX C000121924 Class Y MIMYX NSAR-A 1 nftiianswer.fil NFTIIANSWER PAGE 1 000 A000000 06/30/2013 000 C000000 0000052136 000 D000000 N 000 E000000 NF 000 F000000 Y 000 G000000 N 000 H000000 N 000 I000000 6.1 000 J000000 A 001 A000000 NATIXIS FUNDS TRUST II 001 B000000 811-242 001 C000000 6174492809 002 A000000 399 BOYLSTON STREET 002 B000000 BOSTON 002 C000000 MA 002 D010000 02116 003 000000 N 004 000000 N 005 000000 N 006 000000 N 007 A000000 Y 007 B000000 12 007 C010100 1 007 C020100 Harris Associates Large Cap Value Fund 007 C030100 N 007 C010300 3 007 C020300 Vaughan Nelson Value Opportunity Fund 007 C030300 N 007 C010400 4 007 C020400 ASG Global Alternatives Fund 007 C030400 N 007 C010500 5 007 C020500 ASG Diversifying Strategies Fund 007 C030500 N 007 C010600 6 007 C020600 ASG Managed Futures 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B020500 0 028 B030500 0 PAGE 16 028 B040500 12652 028 C010500 1878 028 C020500 0 028 C030500 0 028 C040500 16076 028 D010500 4144 028 D020500 0 028 D030500 0 028 D040500 18467 028 E010500 1801 028 E020500 0 028 E030500 0 028 E040500 9458 028 F010500 1286 028 F020500 0 028 F030500 0 028 F040500 8967 028 G010500 13773 028 G020500 0 028 G030500 0 028 G040500 111353 028 H000500 83 028 A010600 46996 028 A020600 0 028 A030600 0 028 A040600 46656 028 B010600 37323 028 B020600 0 028 B030600 0 028 B040600 37125 028 C010600 34262 028 C020600 0 028 C030600 0 028 C040600 87169 028 D010600 27359 028 D020600 0 028 D030600 0 028 D040600 27458 028 E010600 36974 028 E020600 0 028 E030600 0 028 E040600 37662 028 F010600 31878 028 F020600 0 028 F030600 0 028 F040600 37769 028 G010600 214792 028 G020600 0 028 G030600 0 028 G040600 273839 028 H000600 548 PAGE 17 028 A010700 73 028 A020700 0 028 A030700 0 028 A040700 72 028 B010700 270 028 B020700 0 028 B030700 0 028 B040700 1021 028 C010700 1929 028 C020700 0 028 C030700 0 028 C040700 782 028 D010700 50 028 D020700 0 028 D030700 0 028 D040700 13 028 E010700 862 028 E020700 0 028 E030700 0 028 E040700 264 028 F010700 103 028 F020700 0 028 F030700 0 028 F040700 18 028 G010700 3287 028 G020700 0 028 G030700 0 028 G040700 2170 028 H000700 35 028 A010900 104600 028 A020900 0 028 A030900 0 028 A040900 22921 028 B010900 119909 028 B020900 0 028 B030900 0 028 B040900 41285 028 C010900 148653 028 C020900 2410 028 C030900 0 028 C040900 13937 028 D010900 95001 028 D020900 0 028 D030900 0 028 D040900 15169 028 E010900 155015 028 E020900 0 028 E030900 0 028 E040900 44382 028 F010900 134602 028 F020900 5268 PAGE 18 028 F030900 0 028 F040900 46634 028 G010900 757780 028 G020900 7678 028 G030900 0 028 G040900 184328 028 H000900 5457 028 A011000 230 028 A021000 16 028 A031000 0 028 A041000 0 028 B011000 5110 028 B021000 20 028 B031000 0 028 B041000 0 028 C011000 6 028 C021000 15 028 C031000 0 028 C041000 0 028 D011000 9 028 D021000 19 028 D031000 0 028 D041000 6 028 E011000 22 028 E021000 16 028 E031000 0 028 E041000 0 028 F011000 605 028 F021000 17 028 F031000 0 028 F041000 0 028 G011000 5982 028 G021000 103 028 G031000 0 028 G041000 6 028 H001000 0 029 000100 Y 029 000300 Y 029 000400 Y 029 000500 Y 029 000600 Y 029 000700 Y 029 000900 Y 029 001000 Y 030 A000100 15 030 B000100 5.75 030 C000100 0.00 030 A000300 27 030 B000300 5.75 030 C000300 0.00 030 A000400 32 PAGE 19 030 B000400 5.75 030 C000400 0.00 030 A000500 3 030 B000500 5.75 030 C000500 0.00 030 A000600 25 030 B000600 5.75 030 C000600 0.00 030 A000700 1 030 B000700 4.50 030 C000700 0.00 030 A000900 188 030 B000900 4.50 030 C000900 0.00 030 A001000 0 030 B001000 3.50 030 C001000 0.00 031 A000100 2 031 B000100 0 031 A000300 4 031 B000300 0 031 A000400 4 031 B000400 0 031 A000500 0 031 B000500 0 031 A000600 3 031 B000600 0 031 A000700 0 031 B000700 0 031 A000900 24 031 B000900 0 031 A001000 0 031 B001000 0 032 000100 13 032 000300 23 032 000400 28 032 000500 3 032 000600 22 032 000700 1 032 000900 164 032 001000 0 033 000100 0 033 000300 0 033 000400 0 033 000500 0 033 000600 0 033 000700 0 033 000900 0 033 001000 0 034 000100 Y 034 000300 Y PAGE 20 034 000400 Y 034 000500 Y 034 000600 Y 034 000700 N 034 000900 Y 034 001000 N 035 000100 0 035 000300 2 035 000400 4 035 000500 1 035 000600 5 035 000700 0 035 000900 18 035 001000 0 036 A000100 N 036 B000100 0 036 A000300 N 036 B000300 0 036 A000400 N 036 B000400 0 036 A000500 N 036 B000500 0 036 A000600 N 036 B000600 0 036 B000700 0 036 A000900 N 036 B000900 0 036 B001000 0 037 000100 N 037 000300 N 037 000400 N 037 000500 N 037 000600 N 037 000700 N 037 000900 N 037 001000 N 038 000100 0 038 000300 0 038 000400 0 038 000500 0 038 000600 0 038 000700 0 038 000900 0 038 001000 0 039 000100 N 039 000300 N 039 000400 N 039 000500 N 039 000600 N 039 000700 N 039 000900 N PAGE 21 039 001000 N 040 000100 Y 040 000300 Y 040 000400 Y 040 000500 Y 040 000600 Y 040 000700 Y 040 000900 Y 040 001000 Y 041 000100 Y 041 000300 Y 041 000400 Y 041 000500 Y 041 000600 Y 041 000700 Y 041 000900 Y 041 001000 Y 042 A000100 0 042 B000100 0 042 C000100 100 042 D000100 0 042 E000100 0 042 F000100 0 042 G000100 0 042 H000100 0 042 A000300 0 042 B000300 0 042 C000300 100 042 D000300 0 042 E000300 0 042 F000300 0 042 G000300 0 042 H000300 0 042 A000400 0 042 B000400 0 042 C000400 100 042 D000400 0 042 E000400 0 042 F000400 0 042 G000400 0 042 H000400 0 042 A000500 0 042 B000500 0 042 C000500 100 042 D000500 0 042 E000500 0 042 F000500 0 042 G000500 0 042 H000500 0 042 A000600 0 042 B000600 0 PAGE 22 042 C000600 100 042 D000600 0 042 E000600 0 042 F000600 0 042 G000600 0 042 H000600 0 042 A000700 0 042 B000700 0 042 C000700 100 042 D000700 0 042 E000700 0 042 F000700 0 042 G000700 0 042 H000700 0 042 A000900 0 042 B000900 0 042 C000900 100 042 D000900 0 042 E000900 0 042 F000900 0 042 G000900 0 042 H000900 0 042 A001000 0 042 B001000 0 042 C001000 100 042 D001000 0 042 E001000 0 042 F001000 0 042 G001000 0 042 H001000 0 043 000100 194 043 000300 74 043 000400 489 043 000500 92 043 000600 272 043 000700 2 043 000900 611 043 001000 0 044 000100 0 044 000300 0 044 000400 0 044 000500 0 044 000600 0 044 000700 0 044 000900 0 044 001000 0 045 000100 Y 045 000300 Y 045 000400 Y 045 000500 Y 045 000600 Y PAGE 23 045 000700 Y 045 000900 Y 045 001000 Y 046 000100 Y 046 000300 Y 046 000400 Y 046 000500 Y 046 000600 Y 046 000700 N 046 000900 N 046 001000 Y 047 000100 Y 047 000300 Y 047 000400 Y 047 000500 Y 047 000600 Y 047 000700 Y 047 000900 Y 047 001000 Y 048 000100 0.000 048 A010100 200000 048 A020100 0.700 048 B010100 300000 048 B020100 0.650 048 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 500000 048 K020100 0.600 048 000300 0.800 048 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 PAGE 24 048 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 0.000 048 000400 0.000 048 A010400 2000000 048 A020400 1.150 048 B010400 0 048 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 2000000 048 K020400 1.100 048 000500 1.250 048 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 PAGE 25 048 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 0.000 048 000600 1.250 048 A010600 0 048 A020600 0.000 048 B010600 0 048 B020600 0.000 048 C010600 0 048 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 0.000 048 000700 0.750 048 A010700 0 048 A020700 0.000 048 B010700 0 048 B020700 0.000 048 C010700 0 048 C020700 0.000 048 D010700 0 048 D020700 0.000 048 E010700 0 048 E020700 0.000 048 F010700 0 048 F020700 0.000 048 G010700 0 048 G020700 0.000 048 H010700 0 048 H020700 0.000 048 I010700 0 048 I020700 0.000 PAGE 26 048 J010700 0 048 J020700 0.000 048 K010700 0 048 K020700 0.000 048 000900 0.700 048 A010900 0 048 A020900 0.000 048 B010900 0 048 B020900 0.000 048 C010900 0 048 C020900 0.000 048 D010900 0 048 D020900 0.000 048 E010900 0 048 E020900 0.000 048 F010900 0 048 F020900 0.000 048 G010900 0 048 G020900 0.000 048 H010900 0 048 H020900 0.000 048 I010900 0 048 I020900 0.000 048 J010900 0 048 J020900 0.000 048 K010900 0 048 K020900 0.000 048 001000 0.400 048 A011000 0 048 A021000 0.000 048 B011000 0 048 B021000 0.000 048 C011000 0 048 C021000 0.000 048 D011000 0 048 D021000 0.000 048 E011000 0 048 E021000 0.000 048 F011000 0 048 F021000 0.000 048 G011000 0 048 G021000 0.000 048 H011000 0 048 H021000 0.000 048 I011000 0 048 I021000 0.000 048 J011000 0 048 J021000 0.000 048 K011000 0 048 K021000 0.000 049 000100 N PAGE 27 049 000300 N 049 000400 N 049 000500 N 049 000600 N 049 000700 N 049 000900 N 049 001000 N 050 000100 N 050 000300 N 050 000400 N 050 000500 N 050 000600 N 050 000700 N 050 000900 N 050 001000 N 051 000100 N 051 000300 N 051 000400 N 051 000500 N 051 000600 N 051 000700 N 051 000900 N 051 001000 N 052 000100 N 052 000300 N 052 000400 N 052 000500 N 052 000600 N 052 000700 N 052 000900 N 052 001000 N 053 A000100 Y 053 B000100 Y 053 C000100 N 053 A000300 Y 053 B000300 Y 053 C000300 N 053 A000400 Y 053 B000400 Y 053 C000400 N 053 A000500 Y 053 B000500 Y 053 C000500 N 053 A000600 Y 053 B000600 Y 053 C000600 N 053 A000700 Y 053 B000700 Y 053 C000700 N 053 A000900 N 053 A001000 Y PAGE 28 053 B001000 Y 053 C001000 N 054 A000100 Y 054 B000100 Y 054 C000100 N 054 D000100 N 054 E000100 N 054 F000100 N 054 G000100 N 054 H000100 Y 054 I000100 N 054 J000100 Y 054 K000100 N 054 L000100 N 054 M000100 Y 054 N000100 N 054 O000100 N 054 A000300 Y 054 B000300 Y 054 C000300 N 054 D000300 N 054 E000300 N 054 F000300 N 054 G000300 N 054 H000300 Y 054 I000300 N 054 J000300 Y 054 K000300 N 054 L000300 N 054 M000300 Y 054 N000300 N 054 O000300 N 054 A000400 Y 054 B000400 Y 054 C000400 N 054 D000400 N 054 E000400 N 054 F000400 N 054 G000400 N 054 H000400 Y 054 I000400 N 054 J000400 Y 054 K000400 N 054 L000400 N 054 M000400 Y 054 N000400 N 054 O000400 N 054 A000500 Y 054 B000500 Y 054 C000500 N 054 D000500 N PAGE 29 054 E000500 N 054 F000500 N 054 G000500 N 054 H000500 Y 054 I000500 N 054 J000500 Y 054 K000500 N 054 L000500 N 054 M000500 Y 054 N000500 N 054 O000500 N 054 A000600 Y 054 B000600 Y 054 C000600 N 054 D000600 N 054 E000600 N 054 F000600 N 054 G000600 N 054 H000600 Y 054 I000600 N 054 J000600 Y 054 K000600 N 054 L000600 N 054 M000600 Y 054 N000600 N 054 O000600 N 054 A000700 Y 054 B000700 Y 054 C000700 N 054 D000700 N 054 E000700 N 054 F000700 N 054 G000700 N 054 H000700 Y 054 I000700 N 054 J000700 Y 054 K000700 N 054 L000700 N 054 M000700 Y 054 N000700 N 054 O000700 N 054 A000900 Y 054 B000900 Y 054 C000900 N 054 D000900 N 054 E000900 N 054 F000900 N 054 G000900 N 054 H000900 Y 054 I000900 N 054 J000900 Y PAGE 30 054 K000900 N 054 L000900 N 054 M000900 Y 054 N000900 N 054 O000900 N 054 A001000 Y 054 B001000 Y 054 C001000 N 054 D001000 N 054 E001000 N 054 F001000 N 054 G001000 N 054 H001000 Y 054 I001000 N 054 J001000 Y 054 K001000 N 054 L001000 N 054 M001000 Y 054 N001000 N 054 O001000 N 055 A000100 N 055 B000100 N 055 A000300 N 055 B000300 N 055 A000400 N 055 B000400 N 055 A000500 N 055 B000500 N 055 A000600 Y 055 B000600 N 055 A000700 Y 055 B000700 N 055 A000900 Y 055 B000900 N 055 A001000 N 055 B001000 N 056 000100 Y 056 000300 Y 056 000400 Y 056 000500 Y 056 000600 Y 056 000700 Y 056 000900 Y 056 001000 Y 057 000100 N 057 000300 N 057 000400 N 057 000500 N 057 000600 N 057 000700 N 057 000900 N PAGE 31 057 001000 N 058 A000100 N 058 A000300 N 058 A000400 N 058 A000500 N 058 A000600 N 058 A000700 N 058 A000900 N 058 A001000 N 059 000100 Y 059 000300 Y 059 000400 Y 059 000500 Y 059 000600 Y 059 000700 Y 059 000900 Y 059 001000 Y 060 A000100 Y 060 B000100 Y 060 A000300 Y 060 B000300 Y 060 A000400 Y 060 B000400 Y 060 A000500 Y 060 B000500 Y 060 A000600 Y 060 B000600 Y 060 A000700 N 060 B000700 N 060 A000900 N 060 B000900 N 060 A001000 Y 060 B001000 Y 061 000100 2500 061 000300 2500 061 000400 2500 061 000500 2500 061 000600 2500 061 000700 2500 061 000900 2500 061 001000 2500 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 PAGE 32 062 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 0.0 062 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 0.0 062 A000400 Y 062 B000400 0.0 062 C000400 0.0 062 D000400 0.0 062 E000400 0.0 062 F000400 65.3 062 G000400 0.0 062 H000400 0.0 062 I000400 22.9 062 J000400 0.0 062 K000400 0.0 062 L000400 4.1 062 M000400 0.0 062 N000400 0.0 062 O000400 0.0 062 P000400 0.0 062 Q000400 0.0 062 R000400 0.0 062 A000500 Y 062 B000500 0.0 062 C000500 0.0 062 D000500 0.0 062 E000500 0.0 062 F000500 52.5 062 G000500 0.0 PAGE 33 062 H000500 0.0 062 I000500 23.0 062 J000500 0.0 062 K000500 0.0 062 L000500 5.4 062 M000500 0.0 062 N000500 0.0 062 O000500 0.0 062 P000500 0.0 062 Q000500 0.0 062 R000500 0.0 062 A000600 Y 062 B000600 0.0 062 C000600 0.0 062 D000600 0.0 062 E000600 0.0 062 F000600 60.8 062 G000600 0.0 062 H000600 0.0 062 I000600 25.6 062 J000600 0.0 062 K000600 0.0 062 L000600 2.7 062 M000600 0.0 062 N000600 0.0 062 O000600 0.0 062 P000600 0.0 062 Q000600 0.0 062 R000600 0.0 062 A000700 Y 062 B000700 28.8 062 C000700 0.0 062 D000700 30.8 062 E000700 0.0 062 F000700 0.0 062 G000700 0.0 062 H000700 0.0 062 I000700 0.0 062 J000700 0.0 062 K000700 1.0 062 L000700 0.0 062 M000700 0.0 062 N000700 0.0 062 O000700 0.0 062 P000700 21.7 062 Q000700 7.7 062 R000700 8.9 062 A000900 Y 062 B000900 0.6 062 C000900 0.0 062 D000900 11.5 PAGE 34 062 E000900 0.0 062 F000900 0.0 062 G000900 0.0 062 H000900 0.0 062 I000900 0.0 062 J000900 0.0 062 K000900 0.6 062 L000900 0.0 062 M000900 0.0 062 N000900 0.1 062 O000900 0.0 062 P000900 57.1 062 Q000900 23.4 062 R000900 7.8 062 A001000 Y 062 B001000 0.0 062 C001000 0.0 062 D001000 7.4 062 E001000 0.0 062 F001000 0.0 062 G001000 0.0 062 H001000 0.0 062 I001000 0.0 062 J001000 0.0 062 K001000 0.0 062 L001000 0.0 062 M001000 0.0 062 N001000 0.0 062 O001000 92.5 062 P001000 0.0 062 Q001000 0.0 062 R001000 0.0 063 A000100 0 063 B000100 0.0 063 A000300 0 063 B000300 0.0 063 A000400 95 063 B000400 0.0 063 A000500 101 063 B000500 0.0 063 A000600 89 063 B000600 0.0 063 A000700 0 063 B000700 0.0 063 A000900 0 063 B000900 0.0 063 A001000 0 063 B001000 0.0 064 A000400 Y 064 B000400 N 064 A000500 Y PAGE 35 064 B000500 N 064 A000600 Y 064 B000600 N 064 A001000 Y 064 B001000 N 066 A000100 Y 066 B000100 N 066 C000100 N 066 D000100 N 066 E000100 Y 066 F000100 N 066 G000100 N 066 A000300 Y 066 B000300 N 066 C000300 Y 066 D000300 N 066 E000300 N 066 F000300 N 066 G000300 N 066 A000400 N 066 A000500 N 066 A000600 N 066 A000700 Y 066 B000700 N 066 C000700 N 066 D000700 N 066 E000700 N 066 F000700 N 066 G000700 Y 066 A000900 N 066 A001000 N 067 000100 N 067 000300 N 067 000400 N 067 000500 N 067 000600 N 067 000700 N 067 000900 N 067 001000 N 068 A000100 N 068 B000100 N 068 A000300 N 068 B000300 N 068 A000400 N 068 B000400 N 068 A000500 N 068 B000500 N 068 A000600 N 068 B000600 N 068 A000700 N 068 B000700 N PAGE 36 068 A000900 N 068 B000900 N 068 A001000 N 068 B001000 N 069 000100 N 069 000300 N 069 000400 N 069 000500 N 069 000600 N 069 000700 N 069 000900 N 069 001000 N 070 A010100 Y 070 A020100 Y 070 B010100 Y 070 B020100 N 070 C010100 Y 070 C020100 N 070 D010100 Y 070 D020100 N 070 E010100 Y 070 E020100 N 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 N 070 K010100 Y 070 K020100 N 070 L010100 Y 070 L020100 Y 070 M010100 Y 070 M020100 N 070 N010100 Y 070 N020100 N 070 O010100 Y 070 O020100 N 070 P010100 Y 070 P020100 N 070 Q010100 N 070 Q020100 N 070 R010100 N 070 R020100 N 070 A010300 Y 070 A020300 Y 070 B010300 Y PAGE 37 070 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 Y 070 M020300 N 070 N010300 Y 070 N020300 N 070 O010300 Y 070 O020300 N 070 P010300 Y 070 P020300 N 070 Q010300 N 070 Q020300 N 070 R010300 N 070 R020300 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 070 E010400 Y 070 E020400 Y 070 F010400 Y 070 F020400 Y 070 G010400 Y 070 G020400 N 070 H010400 Y 070 H020400 N 070 I010400 Y 070 I020400 Y PAGE 38 070 J010400 Y 070 J020400 N 070 K010400 Y 070 K020400 N 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 Y 070 Q020400 N 070 R010400 Y 070 R020400 N 070 A010500 Y 070 A020500 N 070 B010500 Y 070 B020500 N 070 C010500 Y 070 C020500 N 070 D010500 Y 070 D020500 N 070 E010500 Y 070 E020500 Y 070 F010500 Y 070 F020500 Y 070 G010500 Y 070 G020500 N 070 H010500 Y 070 H020500 N 070 I010500 Y 070 I020500 Y 070 J010500 Y 070 J020500 N 070 K010500 Y 070 K020500 N 070 L010500 Y 070 L020500 Y 070 M010500 Y 070 M020500 Y 070 N010500 Y 070 N020500 N 070 O010500 Y 070 O020500 N 070 P010500 Y 070 P020500 N 070 Q010500 Y PAGE 39 070 Q020500 N 070 R010500 Y 070 R020500 N 070 A010600 Y 070 A020600 N 070 B010600 Y 070 B020600 N 070 C010600 Y 070 C020600 N 070 D010600 Y 070 D020600 N 070 E010600 Y 070 E020600 Y 070 F010600 Y 070 F020600 Y 070 G010600 Y 070 G020600 N 070 H010600 Y 070 H020600 N 070 I010600 Y 070 I020600 Y 070 J010600 Y 070 J020600 N 070 K010600 Y 070 K020600 N 070 L010600 Y 070 L020600 Y 070 M010600 Y 070 M020600 Y 070 N010600 Y 070 N020600 N 070 O010600 Y 070 O020600 N 070 P010600 Y 070 P020600 N 070 Q010600 Y 070 Q020600 N 070 R010600 Y 070 R020600 N 070 A010700 Y 070 A020700 Y 070 B010700 Y 070 B020700 Y 070 C010700 Y 070 C020700 N 070 D010700 Y 070 D020700 Y 070 E010700 Y 070 E020700 Y 070 F010700 Y 070 F020700 Y PAGE 40 070 G010700 Y 070 G020700 N 070 H010700 Y 070 H020700 Y 070 I010700 Y 070 I020700 Y 070 J010700 Y 070 J020700 N 070 K010700 Y 070 K020700 Y 070 L010700 Y 070 L020700 Y 070 M010700 Y 070 M020700 Y 070 N010700 Y 070 N020700 N 070 O010700 Y 070 O020700 N 070 P010700 Y 070 P020700 N 070 Q010700 Y 070 Q020700 N 070 R010700 Y 070 R020700 N 070 A010900 Y 070 A020900 Y 070 B010900 Y 070 B020900 Y 070 C010900 Y 070 C020900 N 070 D010900 Y 070 D020900 N 070 E010900 Y 070 E020900 Y 070 F010900 Y 070 F020900 Y 070 G010900 Y 070 G020900 N 070 H010900 Y 070 H020900 N 070 I010900 Y 070 I020900 N 070 J010900 Y 070 J020900 N 070 K010900 Y 070 K020900 N 070 L010900 Y 070 L020900 Y 070 M010900 Y 070 M020900 Y 070 N010900 Y PAGE 41 070 N020900 N 070 O010900 Y 070 O020900 N 070 P010900 Y 070 P020900 N 070 Q010900 Y 070 Q020900 N 070 R010900 Y 070 R020900 N 070 A011000 Y 070 A021000 Y 070 B011000 Y 070 B021000 N 070 C011000 Y 070 C021000 N 070 D011000 Y 070 D021000 N 070 E011000 Y 070 E021000 N 070 F011000 Y 070 F021000 N 070 G011000 Y 070 G021000 N 070 H011000 Y 070 H021000 N 070 I011000 Y 070 I021000 N 070 J011000 Y 070 J021000 N 070 K011000 Y 070 K021000 N 070 L011000 Y 070 L021000 N 070 M011000 Y 070 M021000 N 070 N011000 Y 070 N021000 N 070 O011000 Y 070 O021000 N 070 P011000 Y 070 P021000 N 070 Q011000 Y 070 Q021000 N 070 R011000 Y 070 R021000 N 071 A000100 22400 071 B000100 30116 071 C000100 137184 071 D000100 16 071 A000300 116163 071 B000300 55703 PAGE 42 071 C000300 241137 071 D000300 23 071 A000400 0 071 B000400 0 071 C000400 0 071 D000400 0 071 A000500 0 071 B000500 0 071 C000500 0 071 D000500 0 071 A000600 0 071 B000600 0 071 C000600 0 071 D000600 0 071 A000700 46160 071 B000700 54650 071 C000700 16511 071 D000700 280 071 A000900 877933 071 B000900 382801 071 C000900 819795 071 D000900 47 071 A001000 7502 071 B001000 2348 071 C001000 17685 071 D001000 13 072 A000100 6 072 B000100 0 072 C000100 1154 072 D000100 0 072 E000100 0 072 F000100 502 072 G000100 32 072 H000100 0 072 I000100 107 072 J000100 11 072 K000100 0 072 L000100 1 072 M000100 48 072 N000100 31 072 O000100 0 072 P000100 0 072 Q000100 0 072 R000100 21 072 S000100 1 072 T000100 194 072 U000100 0 072 V000100 0 072 W000100 6 072 X000100 954 072 Y000100 6 PAGE 43 072 Z000100 206 072AA000100 6875 072BB000100 1659 072CC010100 15283 072CC020100 0 072DD010100 0 072DD020100 0 072EE000100 0 072 A000300 6 072 B000300 0 072 C000300 1631 072 D000300 0 072 E000300 0 072 F000300 982 072 G000300 54 072 H000300 0 072 I000300 102 072 J000300 14 072 K000300 0 072 L000300 16 072 M000300 11 072 N000300 44 072 O000300 0 072 P000300 0 072 Q000300 0 072 R000300 19 072 S000300 2 072 T000300 74 072 U000300 0 072 V000300 0 072 W000300 6 072 X000300 1323 072 Y000300 0 072 Z000300 308 072AA000300 10634 072BB000300 3402 072CC010300 31537 072CC020300 0 072DD010300 0 072DD020300 0 072EE000300 1819 072 A000400 6 072 B000400 1344 072 C000400 0 072 D000400 0 072 E000400 0 072 F000400 6627 072 G000400 285 072 H000400 0 072 I000400 540 072 J000400 35 PAGE 44 072 K000400 0 072 L000400 69 072 M000400 27 072 N000400 51 072 O000400 0 072 P000400 113 072 Q000400 0 072 R000400 33 072 S000400 12 072 T000400 489 072 U000400 0 072 V000400 0 072 W000400 17 072 X000400 8298 072 Y000400 0 072 Z000400 -6955 072AA000400 120919 072BB000400 24919 072CC010400 3000 072CC020400 0 072DD010400 193 072DD020400 6293 072EE000400 25136 072 A000500 6 072 B000500 123 072 C000500 0 072 D000500 0 072 E000500 0 072 F000500 708 072 G000500 56 072 H000500 0 072 I000500 93 072 J000500 34 072 K000500 0 072 L000500 21 072 M000500 18 072 N000500 42 072 O000500 0 072 P000500 24 072 Q000500 0 072 R000500 33 072 S000500 1 072 T000500 92 072 U000500 0 072 V000500 0 072 W000500 7 072 X000500 1129 072 Y000500 191 072 Z000500 -814 072AA000500 17833 072BB000500 23727 PAGE 45 072CC010500 676 072CC020500 0 072DD010500 0 072DD020500 0 072EE000500 0 072 A000600 6 072 B000600 837 072 C000600 0 072 D000600 0 072 E000600 0 072 F000600 4697 072 G000600 203 072 H000600 0 072 I000600 541 072 J000600 43 072 K000600 0 072 L000600 71 072 M000600 23 072 N000600 85 072 O000600 0 072 P000600 127 072 Q000600 0 072 R000600 31 072 S000600 6 072 T000600 272 072 U000600 0 072 V000600 0 072 W000600 13 072 X000600 6109 072 Y000600 262 072 Z000600 -5010 072AA000600 125640 072BB000600 82204 072CC010600 0 072CC020600 9255 072DD010600 0 072DD020600 0 072EE000600 0 072 A000700 6 072 B000700 399 072 C000700 26 072 D000700 0 072 E000700 0 072 F000700 102 072 G000700 24 072 H000700 0 072 I000700 2 072 J000700 35 072 K000700 0 072 L000700 1 072 M000700 19 PAGE 46 072 N000700 15 072 O000700 0 072 P000700 0 072 Q000700 0 072 R000700 42 072 S000700 0 072 T000700 2 072 U000700 0 072 V000700 0 072 W000700 7 072 X000700 248 072 Y000700 96 072 Z000700 274 072AA000700 2599 072BB000700 1918 072CC010700 0 072CC020700 1262 072DD010700 0 072DD020700 0 072EE000700 0 072 A000900 6 072 B000900 20830 072 C000900 1596 072 D000900 0 072 E000900 0 072 F000900 3246 072 G000900 205 072 H000900 0 072 I000900 188 072 J000900 110 072 K000900 0 072 L000900 20 072 M000900 15 072 N000900 44 072 O000900 0 072 P000900 0 072 Q000900 0 072 R000900 27 072 S000900 6 072 T000900 611 072 U000900 0 072 V000900 0 072 W000900 16 072 X000900 4487 072 Y000900 0 072 Z000900 17939 072AA000900 23053 072BB000900 19503 072CC010900 0 072CC020900 41008 072DD010900 1808 PAGE 47 072DD020900 9916 072EE000900 0 072 A001000 6 072 B001000 155 072 C001000 0 072 D001000 0 072 E001000 0 072 F001000 37 072 G001000 4 072 H001000 0 072 I001000 0 072 J001000 7 072 K001000 0 072 L001000 1 072 M001000 8 072 N001000 10 072 O001000 0 072 P001000 0 072 Q001000 0 072 R001000 22 072 S001000 0 072 T001000 0 072 U001000 0 072 V001000 0 072 W001000 7 072 X001000 96 072 Y001000 45 072 Z001000 103 072AA001000 0 072BB001000 70 072CC011000 0 072CC021000 660 072DD011000 0 072DD021000 103 072EE001000 0 073 A010100 0.0000 073 A020100 0.0000 073 B000100 0.0000 073 C000100 0.0000 073 A010300 0.0000 073 A020300 0.0000 073 B000300 0.1293 073 C000300 0.0000 073 A010400 0.0000 073 A020400 0.0000 073 B000400 0.2287 073 C000400 0.0000 073 A010500 0.0000 073 A020500 0.0000 073 B000500 0.0000 073 C000500 0.0000 PAGE 48 073 A010600 0.0000 073 A020600 0.0000 073 B000600 0.0000 073 C000600 0.0000 073 A010700 0.0000 073 A020700 0.0000 073 B000700 0.0000 073 C000700 0.0000 073 A010900 0.0000 073 A020900 0.0000 073 B000900 0.0000 073 C000900 0.0000 073 A011000 0.0000 073 A021000 0.0000 073 B001000 0.0000 073 C001000 0.0000 074 A000100 0 074 B000100 6876 074 C000100 0 074 D000100 0 074 E000100 0 074 F000100 141792 074 G000100 0 074 H000100 0 074 I000100 0 074 J000100 1315 074 K000100 0 074 L000100 278 074 M000100 0 074 N000100 150260 074 O000100 1580 074 P000100 498 074 Q000100 0 074 R010100 0 074 R020100 0 074 R030100 0 074 R040100 103 074 S000100 0 074 T000100 148079 074 U010100 6737 074 U020100 1239 074 V010100 0.00 074 V020100 0.00 074 W000100 0.0000 074 X000100 7360 074 Y000100 0 074 A000300 0 074 B000300 8699 074 C000300 0 074 D000300 0 074 E000300 0 PAGE 49 074 F000300 282469 074 G000300 0 074 H000300 0 074 I000300 3688 074 J000300 430 074 K000300 0 074 L000300 3024 074 M000300 0 074 N000300 298310 074 O000300 3076 074 P000300 244 074 Q000300 0 074 R010300 0 074 R020300 0 074 R030300 0 074 R040300 112 074 S000300 0 074 T000300 294878 074 U010300 2393 074 U020300 13704 074 V010300 0.00 074 V020300 0.00 074 W000300 0.0000 074 X000300 684 074 Y000300 0 074 A000400 74249 074 B000400 0 074 C000400 1010886 074 D000400 0 074 E000400 0 074 F000400 0 074 G000400 0 074 H000400 0 074 I000400 0 074 J000400 0 074 K000400 0 074 L000400 9386 074 M000400 11942 074 N000400 1106463 074 O000400 0 074 P000400 1122 074 Q000400 0 074 R010400 0 074 R020400 0 074 R030400 0 074 R040400 10621 074 S000400 0 074 T000400 1094720 074 U010400 10572 074 U020400 86863 074 V010400 0.00 PAGE 50 074 V020400 0.00 074 W000400 0.0000 074 X000400 9334 074 Y000400 0 074 A000500 14093 074 B000500 0 074 C000500 59801 074 D000500 0 074 E000500 0 074 F000500 0 074 G000500 0 074 H000500 0 074 I000500 0 074 J000500 0 074 K000500 0 074 L000500 331 074 M000500 2923 074 N000500 77147 074 O000500 0 074 P000500 106 074 Q000500 0 074 R010500 0 074 R020500 0 074 R030500 0 074 R040500 3098 074 S000500 0 074 T000500 73943 074 U010500 3071 074 U020500 5704 074 V010500 0.00 074 V020500 0.00 074 W000500 0.0000 074 X000500 663 074 Y000500 0 074 A000600 78571 074 B000600 0 074 C000600 651447 074 D000600 0 074 E000600 0 074 F000600 0 074 G000600 0 074 H000600 0 074 I000600 0 074 J000600 0 074 K000600 0 074 L000600 2663 074 M000600 16330 074 N000600 749010 074 O000600 0 074 P000600 810 074 Q000600 0 PAGE 51 074 R010600 0 074 R020600 0 074 R030600 0 074 R040600 17443 074 S000600 0 074 T000600 730757 074 U010600 13837 074 U020600 63424 074 V010600 0.00 074 V020600 0.00 074 W000600 0.0000 074 X000600 2958 074 Y000600 0 074 A000700 647 074 B000700 8486 074 C000700 7949 074 D000700 6833 074 E000700 0 074 F000700 2455 074 G000700 1 074 H000700 3 074 I000700 1549 074 J000700 187 074 K000700 3 074 L000700 90 074 M000700 254 074 N000700 28458 074 O000700 294 074 P000700 35 074 Q000700 0 074 R010700 0 074 R020700 0 074 R030700 146 074 R040700 397 074 S000700 0 074 T000700 27586 074 U010700 155 074 U020700 2689 074 V010700 0.00 074 V020700 0.00 074 W000700 0.0000 074 X000700 52 074 Y000700 0 074 A000900 13658 074 B000900 138281 074 C000900 6999 074 D000900 804764 074 E000900 51997 074 F000900 40750 074 G000900 1177 074 H000900 0 PAGE 52 074 I000900 165082 074 J000900 4977 074 K000900 0 074 L000900 19874 074 M000900 9336 074 N000900 1256896 074 O000900 39507 074 P000900 747 074 Q000900 0 074 R010900 0 074 R020900 0 074 R030900 3654 074 R040900 17001 074 S000900 0 074 T000900 1195987 074 U010900 19970 074 U020900 99437 074 V010900 0.00 074 V020900 0.00 074 W000900 0.0000 074 X000900 4010 074 Y000900 0 074 A001000 0 074 B001000 1499 074 C001000 0 074 D001000 18664 074 E001000 0 074 F001000 0 074 G001000 0 074 H001000 0 074 I001000 0 074 J001000 0 074 K001000 7 074 L001000 598 074 M001000 0 074 N001000 20768 074 O001000 557 074 P001000 4 074 Q001000 0 074 R011000 0 074 R021000 0 074 R031000 0 074 R041000 29 074 S001000 0 074 T001000 20178 074 U011000 68 074 U021000 2051 074 V011000 0.00 074 V021000 0.00 074 W001000 0.0000 074 X001000 42 PAGE 53 074 Y001000 0 075 A000100 0 075 B000100 143712 075 A000300 0 075 B000300 246863 075 A000400 0 075 B000400 1165047 075 A000500 0 075 B000500 114673 075 A000600 0 075 B000600 755123 075 A000700 0 075 B000700 27288 075 A000900 0 075 B000900 930902 075 A001000 0 075 B001000 18665 076 000100 0.00 076 000300 0.00 076 000400 0.00 076 000500 0.00 076 000600 0.00 076 000700 0.00 076 000900 0.00 076 001000 0.00 077 A000000 Y 077 B000000 N 077 C000000 N 077 D000000 N 077 E000000 N 077 F000000 N 077 G000000 N 077 H000000 N 077 I000000 N 077 J000000 N 077 K000000 N 077 L000000 N 077 M000000 N 077 N000000 N 077 O000000 Y 077 P000000 N 077 Q010000 Y 077 Q020000 N 077 Q030000 N 078 000000 Y 080 C00AA00 0 081 B00AA00 0 082 B00AA00 0 083 B00AA00 0 084 B00AA00 0 086 A010000 0 PAGE 54 086 A020000 0 086 B010000 0 086 B020000 0 086 C010000 0 086 C020000 0 086 D010000 0 086 D020000 0 086 E010000 0 086 E020000 0 086 F010000 0 086 F020000 0 SIGNATURE MICHAEL KARDOK TITLE TREASURER EX-99.77O RULE 10F-3 2 ex77oiii.htm EX77OIII Unassociated Document
 
 
 

Exhibit 77O(iii)

RULE 10f-3 REPORTING FORM

Name of Adviser/Subadviser:  Loomis, Sayles & Company, L.P.

Name of Fund:  See Attached                                                      

Total Net Assets of Fund:  See Attached

Issuer:  Jefferies Group Inc

Underwriter(s): See Attached

Affiliated Underwriter in the Syndicate:  Natixis Securities North America

Date of Purchase:  1/15/13

Date of Offering:  1/15/13

Amount of Purchase1:  $176,840,000

Purchase Price:  See Attached

Commission or Spread: ______________________


Check that all the following conditions have been met (any exceptions should be discussed prior to commitment):

X
The securities are (i) part of an issue registered under the Securities Act of 1933 (the “1933 Act”) that is being offered to the public, (ii) part of an issue of government securities as defined under the Investment Company Act of 1940, (iii)“municipal securities” as defined under the Securities Exchange Act of 1934, (iv) sold in an offering conducted under the laws of a country other than the United States subject to certain requirements, or (v) exempt from registration under Rules 144A of the 1933 Act.

 
If the securities meet conditions (i), (ii), (iv) or (v):

 
X
the issuer of such securities has been in continuous operation for not less than three years (including operations of predecessors).



 
If the securities meet conditions (iii):

 
__
the issuer of such securities has received an investment grade rating from a nationally recognized statistical rating organization or if the issuer of the municipal securities or entity supplying the revenues from which the issue is to be paid has been in continuous operation for less than three years (including any predecessors), it has received one of the three highest ratings from at least one such rating service


X
The securities were purchased prior to the end of the first day of which any sales were made and the purchase price did not exceed the offering price (or fourth day before termination, if a rights offering).

X
The underwriting was a firm commitment.

X
The commission, spread or profit was reasonable and fair compared to that being received by others for underwriting similar securities during a comparable period of time.

X
The amount of the securities purchased by the Fund, aggregated with purchases by any other investment company advised by the Fund’s investment adviser or sub-adviser, and any purchases by another account with respect to which the investment adviser or sub-adviser exercised such investment discretion with respect to the purchase did not exceed 25% of the principal amount of the offering.2

X
No underwriter which is an affiliate of the Fund’s adviser or sub-adviser was a direct or indirect participant in, or benefited directly or indirectly from the purchase.

X
The purchase was not part of a group sale (or part of the institutional pot), or otherwise allocated to the account of an officer, director, member of an advisory board, investment adviser or employee of the Fund or affiliated person thereof.


 
 




Signed by: /s/ Chip Bankes
Date: 1/31/13






 
Exhibit – 1/15/13 Jefferies Group Inc. (472319AL6)
Deal size
1,000,000,000



Fund
  Fund Name
Fund Assets
Purchase Amount
Price

M474N9  Loomis Sayles Strategic Alpha Fund
843,469,566
3,250,000
99.721





































 
1 Include all purchases made by two or more funds which have the same investment adviser or sub-adviser.
 
2 Special counting rules apply for Rule 144A offerings.

 
 
 

EX-99.77O RULE 10F-3 3 ex77oi.htm EX77OI Unassociated Document
 
 
 

Exhibit 77O(i)

RULE 10f-3 REPORTING FORM

Name of Adviser/Subadviser:  Loomis, Sayles & Company, L.P.

Name of Fund:  See Attached                                                      

Total Net Assets of Fund:  See Attached

Issuer:  Morgan Stanley

Underwriter(s): See Attached

Affiliated Underwriter in the Syndicate:  Natixis Securities North America

Date of Purchase:  10/18/12

Date of Offering:  10/18/12

Amount of Purchase1:  $174,206,120

Purchase Price:  $99.646

Commission or Spread: 0.45%


Check that all the following conditions have been met (any exceptions should be discussed prior to commitment):

X
The securities are (i) part of an issue registered under the Securities Act of 1933 (the “1933 Act”) that is being offered to the public, (ii) part of an issue of government securities as defined under the Investment Company Act of 1940, (iii)“municipal securities” as defined under the Securities Exchange Act of 1934, (iv) sold in an offering conducted under the laws of a country other than the United States subject to certain requirements, or (v) exempt from registration under Rules 144A of the 1933 Act.

 
If the securities meet conditions (i), (ii), (iv) or (v):

 
X
the issuer of such securities has been in continuous operation for not less than three years (including operations of predecessors).



 
If the securities meet conditions (iii):

 
__
the issuer of such securities has received an investment grade rating from a nationally recognized statistical rating organization or if the issuer of the municipal securities or entity supplying the revenues from which the issue is to be paid has been in continuous operation for less than three years (including any predecessors), it has received one of the three highest ratings from at least one such rating service


X
The securities were purchased prior to the end of the first day of which any sales were made and the purchase price did not exceed the offering price (or fourth day before termination, if a rights offering).

X
The underwriting was a firm commitment.

X
The commission, spread or profit was reasonable and fair compared to that being received by others for underwriting similar securities during a comparable period of time.

X
The amount of the securities purchased by the Fund, aggregated with purchases by any other investment company advised by the Fund’s investment adviser or sub-adviser, and any purchases by another account with respect to which the investment adviser or sub-adviser exercised such investment discretion with respect to the purchase did not exceed 25% of the principal amount of the offering.2

X
No underwriter which is an affiliate of the Fund’s adviser or sub-adviser was a direct or indirect participant in, or benefited directly or indirectly from the purchase.

X
The purchase was not part of a group sale (or part of the institutional pot), or otherwise allocated to the account of an officer, director, member of an advisory board, investment adviser or employee of the Fund or affiliated person thereof.


 
 




Signed by: /s/ Chip Bankes
Date: 10/31/12






 
Exhibit – Morgan Stanley
Deal size
2,000,000,000



Fund
  Fund Name
Fund Assets
Purchase Amount
Price

3540N1  Loomis Sayles Multi-Asset Real Return Fund
27,835,282
114,593
           99.646





































 
1 Include all purchases made by two or more funds which have the same investment adviser or sub-adviser.
 
2 Special counting rules apply for Rule 144A offerings.

 
 
 

EX-99.77O RULE 10F-3 4 ex77oii.htm EX77OII Unassociated Document
 
 
 

Exhibit 77O(ii)

RULE 10f-3 REPORTING FORM

Name of Adviser/Subadviser:  Loomis, Sayles & Company, L.P.

Name of Fund:  See Attached                                                      

Total Net Assets of Fund:  See Attached

Issuer:  Royal Bank of Scotland

Underwriter(s): See Attached

Affiliated Underwriter in the Syndicate:  Natixis Securities North America

Date of Purchase:  11/27/12

Date of Offering:  11/27/12

Amount of Purchase1:  $108,101,698

Purchase Price:  $99.923

Commission or Spread: 0.40%


Check that all the following conditions have been met (any exceptions should be discussed prior to commitment):

X
The securities are (i) part of an issue registered under the Securities Act of 1933 (the “1933 Act”) that is being offered to the public, (ii) part of an issue of government securities as defined under the Investment Company Act of 1940, (iii)“municipal securities” as defined under the Securities Exchange Act of 1934, (iv) sold in an offering conducted under the laws of a country other than the United States subject to certain requirements, or (v) exempt from registration under Rules 144A of the 1933 Act.

 
If the securities meet conditions (i), (ii), (iv) or (v):

 
X
the issuer of such securities has been in continuous operation for not less than three years (including operations of predecessors).



 
If the securities meet conditions (iii):

 
__
the issuer of such securities has received an investment grade rating from a nationally recognized statistical rating organization or if the issuer of the municipal securities or entity supplying the revenues from which the issue is to be paid has been in continuous operation for less than three years (including any predecessors), it has received one of the three highest ratings from at least one such rating service


X
The securities were purchased prior to the end of the first day of which any sales were made and the purchase price did not exceed the offering price (or fourth day before termination, if a rights offering).

X
The underwriting was a firm commitment.

X
The commission, spread or profit was reasonable and fair compared to that being received by others for underwriting similar securities during a comparable period of time.

X
The amount of the securities purchased by the Fund, aggregated with purchases by any other investment company advised by the Fund’s investment adviser or sub-adviser, and any purchases by another account with respect to which the investment adviser or sub-adviser exercised such investment discretion with respect to the purchase did not exceed 25% of the principal amount of the offering.2

X
No underwriter which is an affiliate of the Fund’s adviser or sub-adviser was a direct or indirect participant in, or benefited directly or indirectly from the purchase.

X
The purchase was not part of a group sale (or part of the institutional pot), or otherwise allocated to the account of an officer, director, member of an advisory board, investment adviser or employee of the Fund or affiliated person thereof.


 
 




Signed by: /s/ Chip Bankes
Date: 11/30/12






 
Exhibit – Morgan Stanley
Deal size
2,000,000,000



Fund
  Fund Name
Fund Assets
Purchase Amount
Price

M474N9  Loomis Sayles Strategic Alpha Fund
610,787,689
3,102,609
           99.923





































 
1 Include all purchases made by two or more funds which have the same investment adviser or sub-adviser.
 
2 Special counting rules apply for Rule 144A offerings.