0001410368-16-003046.txt : 20160829 0001410368-16-003046.hdr.sgml : 20160829 20160829163815 ACCESSION NUMBER: 0001410368-16-003046 CONFORMED SUBMISSION TYPE: NSAR-A PUBLIC DOCUMENT COUNT: 5 CONFORMED PERIOD OF REPORT: 20160630 FILED AS OF DATE: 20160829 DATE AS OF CHANGE: 20160829 EFFECTIVENESS DATE: 20160829 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: 161858261 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 Natixis Oakmark 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 S000029564 ASG Managed Futures Strategy Fund C000090725 Class A AMFAX C000090726 Class C ASFCX C000090727 Class Y ASFYX 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 0000052136 S000042166 ASG Tactical U.S. Market Fund C000130927 Class A USMAX C000130928 Class C USMCX C000130929 Class Y USMYX 0000052136 S000045882 Seeyond Multi-Asset Allocation Fund C000142977 Class A SAFAX C000142978 Class C SAFCX C000142979 Class Y SAFYX 0000052136 S000047434 ASG Global Macro Fund C000148912 Class A GMFAX C000148913 Class C GMFCX C000148914 Class Y GMFYX 0000052136 S000051707 ASG Dynamic Allocation Fund C000162711 Class A DAAFX C000162712 Class C DACFX C000162713 Class Y DAYFX NSAR-A 1 natixisiianswer.fil NSAR-A PAGE 1 000 A000000 06/30/2016 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 811-00242 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 15 007 C010100 1 007 C020100 Natixis Oakmark Fund 007 C030100 N 007 C010300 3 007 C020300 Vaughan Nelson Value Opportunity Fund 007 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B010900 25819 028 B020900 0 028 B030900 0 028 B040900 67112 028 C010900 27548 028 C020900 7083 028 C030900 0 028 C040900 63396 028 D010900 16666 028 D020900 0 028 D030900 0 028 D040900 38024 028 E010900 15542 028 E020900 0 028 E030900 0 028 E040900 56097 028 F010900 15574 028 F020900 3580 028 F030900 0 028 F040900 38132 028 G010900 123364 028 G020900 10663 028 G030900 0 028 G040900 327042 028 H000900 156 028 A011500 11 028 A021500 0 028 A031500 0 028 A041500 27 028 B011500 23 028 B021500 0 028 B031500 0 028 B041500 65 028 C011500 72 028 C021500 0 028 C031500 0 028 C041500 1 028 D011500 32 028 D021500 0 028 D031500 0 028 D041500 54 028 E011500 90 028 E021500 0 028 E031500 0 028 E041500 76 028 F011500 16 PAGE 17 028 F021500 0 028 F031500 0 028 F041500 0 028 G011500 244 028 G021500 0 028 G031500 0 028 G041500 223 028 H001500 3 028 A011600 2835 028 A021600 0 028 A031600 0 028 A041600 22 028 B011600 687 028 B021600 0 028 B031600 0 028 B041600 85 028 C011600 1452 028 C021600 0 028 C031600 0 028 C041600 71 028 D011600 706 028 D021600 187 028 D031600 0 028 D041600 96 028 E011600 612 028 E021600 0 028 E031600 0 028 E041600 169 028 F011600 726 028 F021600 0 028 F031600 0 028 F041600 1251 028 G011600 7018 028 G021600 187 028 G031600 0 028 G041600 1694 028 H001600 13 028 A011700 0 028 A021700 0 028 A031700 0 028 A041700 0 028 B011700 27 028 B021700 0 028 B031700 0 028 B041700 0 028 C011700 1026 028 C021700 0 028 C031700 0 028 C041700 137 028 D011700 1 028 D021700 0 PAGE 18 028 D031700 0 028 D041700 135 028 E011700 1 028 E021700 0 028 E031700 0 028 E041700 1 028 F011700 1 028 F021700 0 028 F031700 0 028 F041700 0 028 G011700 1056 028 G021700 0 028 G031700 0 028 G041700 273 028 H001700 7 028 A011800 4146 028 A021800 15 028 A031800 0 028 A041800 2171 028 B011800 9434 028 B021800 20 028 B031800 0 028 B041800 1820 028 C011800 8864 028 C021800 17 028 C031800 0 028 C041800 9688 028 D011800 9600 028 D021800 19 028 D031800 0 028 D041800 3840 028 E011800 5476 028 E021800 19 028 E031800 0 028 E041800 1395 028 F011800 5045 028 F021800 22 028 F031800 0 028 F041800 1333 028 G011800 42565 028 G021800 112 028 G031800 0 028 G041800 20247 028 H001800 308 028 A011900 4559 028 A021900 0 028 A031900 0 028 A041900 4403 028 B011900 3657 028 B021900 0 028 B031900 0 PAGE 19 028 B041900 3425 028 C011900 4798 028 C021900 0 028 C031900 0 028 C041900 3952 028 D011900 2462 028 D021900 0 028 D031900 0 028 D041900 6380 028 E011900 1563 028 E021900 0 028 E031900 0 028 E041900 13520 028 F011900 3465 028 F021900 0 028 F031900 0 028 F041900 3639 028 G011900 20503 028 G021900 0 028 G031900 0 028 G041900 35319 028 H001900 150 029 000100 Y 029 000300 Y 029 000400 Y 029 000600 Y 029 000900 Y 029 001500 N 029 001600 Y 029 001700 N 029 001800 Y 029 001900 Y 030 A000100 72 030 B000100 5.75 030 C000100 0.00 030 A000300 107 030 B000300 5.75 030 C000300 0.00 030 A000400 7 030 B000400 5.75 030 C000400 0.00 030 A000600 356 030 B000600 5.75 030 C000600 0.00 030 A000900 5 030 B000900 4.25 030 C000900 0.00 030 A001500 0 030 B001500 0.00 030 C001500 0.00 030 A001600 1 PAGE 20 030 B001600 0.00 030 C001600 0.00 030 A001700 0 030 B001700 0.00 030 C001700 0.00 030 A001800 8 030 B001800 3.00 030 C001800 0.00 030 A001900 5 030 B001900 5.75 030 C001900 0.00 031 A000100 9 031 B000100 0 031 A000300 14 031 B000300 0 031 A000400 1 031 B000400 0 031 A000600 46 031 B000600 0 031 A000900 1 031 B000900 0 031 A001500 0 031 B001500 0 031 A001600 0 031 B001600 0 031 A001700 0 031 B001700 0 031 A001800 1 031 B001800 0 031 A001900 1 031 B001900 0 032 000100 63 032 000300 93 032 000400 6 032 000600 310 032 000900 4 032 001500 0 032 001600 1 032 001700 0 032 001800 7 032 001900 4 033 000100 0 033 000300 0 033 000400 0 033 000600 0 033 000900 0 033 001500 0 033 001600 0 033 001700 0 033 001800 0 033 001900 0 PAGE 21 034 000100 Y 034 000300 Y 034 000400 Y 034 000600 Y 034 000900 Y 034 001500 N 034 001600 N 034 001700 N 034 001800 Y 034 001900 Y 035 000100 16 035 000300 22 035 000400 34 035 000600 18 035 000900 3 035 001500 0 035 001600 0 035 001700 0 035 001800 1 035 001900 2 036 A000100 N 036 B000100 0 036 A000300 N 036 B000300 0 036 A000400 N 036 B000400 0 036 A000600 N 036 B000600 0 036 A000900 N 036 B000900 0 036 B001500 0 036 B001600 0 036 B001700 0 036 A001800 N 036 B001800 0 036 A001900 N 036 B001900 0 037 000100 N 037 000300 N 037 000400 N 037 000600 N 037 000900 N 037 001500 N 037 001600 N 037 001700 N 037 001800 N 037 001900 N 038 000100 0 038 000300 0 038 000400 0 038 000600 0 PAGE 22 038 000900 0 038 001500 0 038 001600 0 038 001700 0 038 001800 0 038 001900 0 039 000100 N 039 000300 N 039 000400 N 039 000600 N 039 000900 N 039 001500 N 039 001600 N 039 001700 N 039 001800 N 039 001900 N 040 000100 Y 040 000300 Y 040 000400 Y 040 000600 Y 040 000900 Y 040 001500 Y 040 001600 Y 040 001700 Y 040 001800 Y 040 001900 Y 041 000100 Y 041 000300 Y 041 000400 Y 041 000600 Y 041 000900 Y 041 001500 Y 041 001600 Y 041 001700 Y 041 001800 Y 041 001900 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 PAGE 23 042 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 A000600 0 042 B000600 0 042 C000600 100 042 D000600 0 042 E000600 0 042 F000600 0 042 G000600 0 042 H000600 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 A001500 0 042 B001500 0 042 C001500 100 042 D001500 0 042 E001500 0 042 F001500 0 042 G001500 0 042 H001500 0 042 A001600 0 042 B001600 0 042 C001600 100 042 D001600 0 042 E001600 0 042 F001600 0 042 G001600 0 042 H001600 0 042 A001700 0 042 B001700 0 042 C001700 100 042 D001700 0 042 E001700 0 042 F001700 0 042 G001700 0 042 H001700 0 042 A001800 0 042 B001800 0 PAGE 24 042 C001800 100 042 D001800 0 042 E001800 0 042 F001800 0 042 G001800 0 042 H001800 0 042 A001900 0 042 B001900 0 042 C001900 100 042 D001900 0 042 E001900 0 042 F001900 0 042 G001900 0 042 H001900 0 043 000100 503 043 000300 602 043 000400 636 043 000600 1110 043 000900 384 043 001500 2 043 001600 3 043 001700 0 043 001800 45 043 001900 23 044 000100 0 044 000300 0 044 000400 0 044 000600 0 044 000900 0 044 001500 0 044 001600 0 044 001700 0 044 001800 0 044 001900 0 045 000100 Y 045 000300 Y 045 000400 Y 045 000600 Y 045 000900 Y 045 001500 Y 045 001600 Y 045 001700 Y 045 001800 Y 045 001900 Y 046 000100 Y 046 000300 Y 046 000400 Y 046 000600 Y 046 000900 N 046 001500 N 046 001600 Y PAGE 25 046 001700 Y 046 001800 Y 046 001900 Y 047 000100 Y 047 000300 Y 047 000400 Y 047 000600 Y 047 000900 Y 047 001500 Y 047 001600 Y 047 001700 Y 047 001800 Y 047 001900 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 0.000 048 A010300 1500000 048 A020300 0.800 048 B010300 0 048 B020300 0.000 048 C010300 0 048 C020300 0.000 048 D010300 0 048 D020300 0.000 048 E010300 0 048 E020300 0.000 048 F010300 0 048 F020300 0.000 048 G010300 0 048 G020300 0.000 PAGE 26 048 H010300 0 048 H020300 0.000 048 I010300 0 048 I020300 0.000 048 J010300 0 048 J020300 0.000 048 K010300 1500000 048 K020300 0.750 048 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 000600 0.000 048 A010600 2500000 048 A020600 1.250 048 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 PAGE 27 048 J020600 0.000 048 K010600 2500000 048 K020600 1.200 048 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 001500 0.850 048 A011500 0 048 A021500 0.000 048 B011500 0 048 B021500 0.000 048 C011500 0 048 C021500 0.000 048 D011500 0 048 D021500 0.000 048 E011500 0 048 E021500 0.000 048 F011500 0 048 F021500 0.000 048 G011500 0 048 G021500 0.000 048 H011500 0 048 H021500 0.000 048 I011500 0 048 I021500 0.000 048 J011500 0 048 J021500 0.000 048 K011500 0 048 K021500 0.000 048 001600 1.250 048 A011600 0 PAGE 28 048 A021600 0.000 048 B011600 0 048 B021600 0.000 048 C011600 0 048 C021600 0.000 048 D011600 0 048 D021600 0.000 048 E011600 0 048 E021600 0.000 048 F011600 0 048 F021600 0.000 048 G011600 0 048 G021600 0.000 048 H011600 0 048 H021600 0.000 048 I011600 0 048 I021600 0.000 048 J011600 0 048 J021600 0.000 048 K011600 0 048 K021600 0.000 048 001700 0.700 048 A011700 0 048 A021700 0.000 048 B011700 0 048 B021700 0.000 048 C011700 0 048 C021700 0.000 048 D011700 0 048 D021700 0.000 048 E011700 0 048 E021700 0.000 048 F011700 0 048 F021700 0.000 048 G011700 0 048 G021700 0.000 048 H011700 0 048 H021700 0.000 048 I011700 0 048 I021700 0.000 048 J011700 0 048 J021700 0.000 048 K011700 0 048 K021700 0.000 048 001800 0.400 048 A011800 0 048 A021800 0.000 048 B011800 0 048 B021800 0.000 048 C011800 0 048 C021800 0.000 PAGE 29 048 D011800 0 048 D021800 0.000 048 E011800 0 048 E021800 0.000 048 F011800 0 048 F021800 0.000 048 G011800 0 048 G021800 0.000 048 H011800 0 048 H021800 0.000 048 I011800 0 048 I021800 0.000 048 J011800 0 048 J021800 0.000 048 K011800 0 048 K021800 0.000 048 001900 0.800 048 A011900 0 048 A021900 0.000 048 B011900 0 048 B021900 0.000 048 C011900 0 048 C021900 0.000 048 D011900 0 048 D021900 0.000 048 E011900 0 048 E021900 0.000 048 F011900 0 048 F021900 0.000 048 G011900 0 048 G021900 0.000 048 H011900 0 048 H021900 0.000 048 I011900 0 048 I021900 0.000 048 J011900 0 048 J021900 0.000 048 K011900 0 048 K021900 0.000 049 000100 N 049 000300 N 049 000400 N 049 000600 N 049 000900 N 049 001500 N 049 001600 N 049 001700 N 049 001800 N 049 001900 N 050 000100 N 050 000300 N PAGE 30 050 000400 N 050 000600 N 050 000900 N 050 001500 N 050 001600 N 050 001700 N 050 001800 N 050 001900 N 051 000100 N 051 000300 N 051 000400 N 051 000600 N 051 000900 N 051 001500 N 051 001600 N 051 001700 N 051 001800 N 051 001900 N 052 000100 N 052 000300 N 052 000400 N 052 000600 N 052 000900 N 052 001500 N 052 001600 N 052 001700 N 052 001800 N 052 001900 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 A000600 Y 053 B000600 Y 053 C000600 N 053 A000900 Y 053 B000900 Y 053 C000900 N 053 A001500 Y 053 B001500 Y 053 C001500 N 053 A001600 Y 053 B001600 Y 053 C001600 N 053 A001700 Y 053 B001700 Y PAGE 31 053 C001700 N 053 A001800 Y 053 B001800 Y 053 C001800 N 053 A001900 Y 053 B001900 Y 053 C001900 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 PAGE 32 054 O000400 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 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 054 K000900 N 054 L000900 N 054 M000900 Y 054 N000900 N 054 O000900 N 054 A001500 Y 054 B001500 Y 054 C001500 N 054 D001500 N 054 E001500 N 054 F001500 N 054 G001500 N 054 H001500 Y 054 I001500 N 054 J001500 Y 054 K001500 N 054 L001500 N 054 M001500 Y 054 N001500 N 054 O001500 N 054 A001600 Y 054 B001600 Y 054 C001600 N 054 D001600 N 054 E001600 N PAGE 33 054 F001600 N 054 G001600 N 054 H001600 Y 054 I001600 N 054 J001600 Y 054 K001600 N 054 L001600 N 054 M001600 Y 054 N001600 N 054 O001600 N 054 A001700 Y 054 B001700 Y 054 C001700 N 054 D001700 N 054 E001700 N 054 F001700 N 054 G001700 N 054 H001700 Y 054 I001700 N 054 J001700 Y 054 K001700 N 054 L001700 N 054 M001700 Y 054 N001700 N 054 O001700 N 054 A001800 Y 054 B001800 Y 054 C001800 N 054 D001800 N 054 E001800 N 054 F001800 N 054 G001800 N 054 H001800 Y 054 I001800 N 054 J001800 Y 054 K001800 N 054 L001800 N 054 M001800 Y 054 N001800 N 054 O001800 N 054 A001900 Y 054 B001900 Y 054 C001900 N 054 D001900 N 054 E001900 N 054 F001900 N 054 G001900 N 054 H001900 Y 054 I001900 N 054 J001900 Y 054 K001900 N PAGE 34 054 L001900 N 054 M001900 Y 054 N001900 N 054 O001900 N 055 A000100 N 055 B000100 N 055 A000300 N 055 B000300 N 055 A000400 N 055 B000400 N 055 A000600 Y 055 B000600 N 055 A000900 N 055 B000900 N 055 A001500 Y 055 B001500 N 055 A001600 Y 055 B001600 N 055 A001700 N 055 B001700 N 055 A001800 N 055 B001800 N 055 A001900 N 055 B001900 N 056 000100 Y 056 000300 Y 056 000400 Y 056 000600 Y 056 000900 Y 056 001500 Y 056 001600 Y 056 001700 Y 056 001800 Y 056 001900 Y 057 000100 N 057 000300 N 057 000400 N 057 000600 N 057 000900 N 057 001500 N 057 001600 N 057 001700 N 057 001800 N 057 001900 N 058 A000100 N 058 A000300 N 058 A000400 N 058 A000600 N 058 A000900 N 058 A001500 N 058 A001600 N PAGE 35 058 A001700 N 058 A001800 N 058 A001900 N 059 000100 Y 059 000300 Y 059 000400 Y 059 000600 Y 059 000900 Y 059 001500 Y 059 001600 Y 059 001700 Y 059 001800 Y 059 001900 Y 060 A000100 Y 060 B000100 Y 060 A000300 Y 060 B000300 Y 060 A000400 Y 060 B000400 Y 060 A000600 Y 060 B000600 Y 060 A000900 N 060 B000900 N 060 A001500 N 060 B001500 N 060 A001600 N 060 B001600 N 060 A001700 N 060 B001700 N 060 A001800 Y 060 B001800 Y 060 A001900 Y 060 B001900 Y 061 000100 2500 061 000300 2500 061 000400 2500 061 000600 2500 061 000900 2500 061 001500 2500 061 001600 2500 061 001700 2500 061 001800 2500 061 001900 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 PAGE 36 062 I000100 0.0 062 J000100 0.0 062 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 2.3 062 C000400 0.0 062 D000400 0.0 062 E000400 0.0 062 F000400 77.5 062 G000400 0.0 062 H000400 0.0 062 I000400 8.2 062 J000400 4.7 062 K000400 0.0 062 L000400 7.6 062 M000400 0.0 062 N000400 0.0 062 O000400 0.0 062 P000400 0.0 062 Q000400 0.0 062 R000400 0.0 062 A000600 Y 062 B000600 8.0 062 C000600 0.0 062 D000600 0.0 062 E000600 0.0 PAGE 37 062 F000600 71.0 062 G000600 0.0 062 H000600 0.0 062 I000600 7.3 062 J000600 6.2 062 K000600 0.0 062 L000600 4.6 062 M000600 0.0 062 N000600 0.0 062 O000600 0.0 062 P000600 0.0 062 Q000600 0.0 062 R000600 0.0 062 A000900 Y 062 B000900 8.0 062 C000900 0.0 062 D000900 5.0 062 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 0.1 062 L000900 0.1 062 M000900 0.0 062 N000900 0.2 062 O000900 0.0 062 P000900 78.9 062 Q000900 5.8 062 R000900 1.8 062 A001500 Y 062 B001500 24.9 062 C001500 0.0 062 D001500 31.3 062 E001500 0.0 062 F001500 0.0 062 G001500 0.0 062 H001500 0.0 062 I001500 0.0 062 J001500 0.0 062 K001500 2.3 062 L001500 0.0 062 M001500 6.6 062 N001500 0.0 062 O001500 0.0 062 P001500 0.0 062 Q001500 11.6 062 R001500 6.7 062 A001600 Y 062 B001600 6.9 PAGE 38 062 C001600 0.0 062 D001600 0.0 062 E001600 0.0 062 F001600 69.6 062 G001600 0.0 062 H001600 0.0 062 I001600 11.4 062 J001600 7.0 062 K001600 0.0 062 L001600 2.9 062 M001600 0.0 062 N001600 0.0 062 O001600 0.0 062 P001600 0.0 062 Q001600 0.0 062 R001600 0.0 062 A001700 Y 062 B001700 0.0 062 C001700 0.0 062 D001700 0.0 062 E001700 0.0 062 F001700 67.4 062 G001700 0.0 062 H001700 0.0 062 I001700 11.0 062 J001700 8.4 062 K001700 0.0 062 L001700 3.8 062 M001700 0.0 062 N001700 0.0 062 O001700 0.0 062 P001700 0.0 062 Q001700 0.0 062 R001700 8.3 062 A001800 Y 062 B001800 0.0 062 C001800 0.0 062 D001800 7.0 062 E001800 0.0 062 F001800 0.0 062 G001800 0.0 062 H001800 0.0 062 I001800 0.0 062 J001800 0.0 062 K001800 0.0 062 L001800 0.0 062 M001800 0.0 062 N001800 0.0 062 O001800 91.7 062 P001800 0.0 062 Q001800 0.0 PAGE 39 062 R001800 0.0 062 A001900 N 062 B001900 0.0 062 C001900 0.0 062 D001900 0.0 062 E001900 0.0 062 F001900 0.0 062 G001900 0.0 062 H001900 0.0 062 I001900 0.0 062 J001900 0.0 062 K001900 0.0 062 L001900 0.0 062 M001900 0.0 062 N001900 0.0 062 O001900 0.0 062 P001900 0.0 062 Q001900 0.0 062 R001900 0.0 063 A000100 0 063 B000100 0.0 063 A000300 0 063 B000300 0.0 063 A000400 58 063 B000400 0.0 063 A000600 76 063 B000600 0.0 063 A000900 0 063 B000900 3.1 063 A001500 0 063 B001500 3.3 063 A001600 67 063 B001600 0.0 063 A001700 58 063 B001700 0.0 063 A001800 0 063 B001800 7.7 063 A001900 0 063 B001900 0.0 064 A000400 Y 064 B000400 N 064 A000600 Y 064 B000600 N 064 A000900 N 064 B000900 N 064 A001500 N 064 B001500 N 064 A001600 Y 064 B001600 N 064 A001700 Y 064 B001700 N PAGE 40 064 A001800 Y 064 B001800 N 066 A000100 Y 066 B000100 N 066 C000100 Y 066 D000100 N 066 E000100 N 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 A000600 N 066 A000900 N 066 A001500 N 066 A001600 N 066 A001700 N 066 A001800 N 066 A001900 Y 066 B001900 N 066 C001900 Y 066 D001900 N 066 E001900 N 066 F001900 N 066 G001900 N 067 000100 N 067 000300 N 067 000400 N 067 000600 N 067 000900 N 067 001500 N 067 001600 N 067 001700 N 067 001800 N 067 001900 N 068 A000100 N 068 B000100 N 068 A000300 N 068 B000300 N 068 A000400 N 068 B000400 N 068 A000600 N 068 B000600 N 068 A000900 N 068 B000900 N 068 A001500 N PAGE 41 068 B001500 Y 068 A001600 N 068 B001600 N 068 A001700 N 068 B001700 N 068 A001800 N 068 B001800 N 068 A001900 N 068 B001900 N 069 000100 N 069 000300 N 069 000400 N 069 000600 N 069 000900 N 069 001500 N 069 001600 N 069 001700 N 069 001800 N 069 001900 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 Y 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 N 070 O020100 N 070 P010100 Y 070 P020100 N PAGE 42 070 Q010100 N 070 Q020100 N 070 R010100 Y 070 R020100 N 070 A010300 Y 070 A020300 Y 070 B010300 Y 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 Y 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 Y 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 PAGE 43 070 F020400 Y 070 G010400 Y 070 G020400 N 070 H010400 Y 070 H020400 N 070 I010400 Y 070 I020400 Y 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 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 PAGE 44 070 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 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 Y 070 L010900 Y 070 L020900 Y 070 M010900 Y 070 M020900 Y 070 N010900 Y 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 A011500 Y 070 A021500 Y 070 B011500 Y 070 B021500 N 070 C011500 Y PAGE 45 070 C021500 N 070 D011500 Y 070 D021500 Y 070 E011500 Y 070 E021500 Y 070 F011500 Y 070 F021500 Y 070 G011500 Y 070 G021500 Y 070 H011500 Y 070 H021500 N 070 I011500 Y 070 I021500 N 070 J011500 Y 070 J021500 N 070 K011500 Y 070 K021500 Y 070 L011500 Y 070 L021500 Y 070 M011500 Y 070 M021500 Y 070 N011500 Y 070 N021500 N 070 O011500 Y 070 O021500 N 070 P011500 Y 070 P021500 N 070 Q011500 Y 070 Q021500 N 070 R011500 Y 070 R021500 N 070 A011600 Y 070 A021600 N 070 B011600 Y 070 B021600 N 070 C011600 Y 070 C021600 N 070 D011600 Y 070 D021600 N 070 E011600 Y 070 E021600 Y 070 F011600 Y 070 F021600 Y 070 G011600 Y 070 G021600 N 070 H011600 Y 070 H021600 N 070 I011600 Y 070 I021600 Y 070 J011600 Y 070 J021600 N PAGE 46 070 K011600 Y 070 K021600 N 070 L011600 Y 070 L021600 Y 070 M011600 Y 070 M021600 Y 070 N011600 Y 070 N021600 N 070 O011600 Y 070 O021600 N 070 P011600 Y 070 P021600 N 070 Q011600 Y 070 Q021600 N 070 R011600 Y 070 R021600 N 070 A011700 Y 070 A021700 N 070 B011700 Y 070 B021700 N 070 C011700 Y 070 C021700 N 070 D011700 Y 070 D021700 N 070 E011700 Y 070 E021700 Y 070 F011700 Y 070 F021700 Y 070 G011700 Y 070 G021700 N 070 H011700 Y 070 H021700 N 070 I011700 Y 070 I021700 N 070 J011700 Y 070 J021700 N 070 K011700 Y 070 K021700 Y 070 L011700 Y 070 L021700 Y 070 M011700 Y 070 M021700 Y 070 N011700 Y 070 N021700 N 070 O011700 Y 070 O021700 N 070 P011700 Y 070 P021700 N 070 Q011700 Y 070 Q021700 N 070 R011700 Y PAGE 47 070 R021700 N 070 A011800 Y 070 A021800 Y 070 B011800 Y 070 B021800 N 070 C011800 Y 070 C021800 N 070 D011800 Y 070 D021800 N 070 E011800 Y 070 E021800 N 070 F011800 Y 070 F021800 N 070 G011800 Y 070 G021800 N 070 H011800 Y 070 H021800 N 070 I011800 Y 070 I021800 N 070 J011800 Y 070 J021800 N 070 K011800 Y 070 K021800 N 070 L011800 Y 070 L021800 N 070 M011800 Y 070 M021800 N 070 N011800 Y 070 N021800 N 070 O011800 Y 070 O021800 N 070 P011800 Y 070 P021800 N 070 Q011800 Y 070 Q021800 N 070 R011800 Y 070 R021800 N 070 A011900 Y 070 A021900 N 070 B011900 Y 070 B021900 N 070 C011900 Y 070 C021900 N 070 D011900 Y 070 D021900 N 070 E011900 Y 070 E021900 N 070 F011900 Y 070 F021900 Y 070 G011900 Y 070 G021900 N PAGE 48 070 H011900 Y 070 H021900 N 070 I011900 Y 070 I021900 N 070 J011900 Y 070 J021900 N 070 K011900 Y 070 K021900 Y 070 L011900 Y 070 L021900 N 070 M011900 Y 070 M021900 N 070 N011900 Y 070 N021900 N 070 O011900 Y 070 O021900 N 070 P011900 Y 070 P021900 N 070 Q011900 Y 070 Q021900 N 070 R011900 Y 070 R021900 N 071 A000100 9560 071 B000100 55416 071 C000100 234524 071 D000100 4 071 A000300 423498 071 B000300 499478 071 C000300 1343477 071 D000300 32 071 A000400 0 071 B000400 0 071 C000400 0 071 D000400 0 071 A000600 0 071 B000600 0 071 C000600 0 071 D000600 0 071 A000900 330593 071 B000900 588851 071 C000900 1113808 071 D000900 30 071 A001500 5179 071 B001500 3999 071 C001500 11843 071 D001500 34 071 A001600 0 071 B001600 0 071 C001600 0 071 D001600 0 071 A001700 2116 PAGE 49 071 B001700 5768 071 C001700 3676 071 D001700 58 071 A001800 28798 071 B001800 7004 071 C001800 82987 071 D001800 8 071 A001900 10072 071 B001900 9496 071 C001900 57978 071 D001900 16 072 A000100 6 072 B000100 1 072 C000100 2560 072 D000100 0 072 E000100 0 072 F000100 817 072 G000100 52 072 H000100 0 072 I000100 140 072 J000100 5 072 K000100 0 072 L000100 14 072 M000100 4 072 N000100 35 072 O000100 0 072 P000100 0 072 Q000100 0 072 R000100 20 072 S000100 2 072 T000100 503 072 U000100 0 072 V000100 0 072 W000100 8 072 X000100 1600 072 Y000100 0 072 Z000100 961 072AA000100 7185 072BB000100 10011 072CC010100 1351 072CC020100 0 072DD010100 18 072DD020100 9 072EE000100 5697 072 A000300 6 072 B000300 9 072 C000300 10294 072 D000300 0 072 E000300 0 072 F000300 5534 072 G000300 306 PAGE 50 072 H000300 0 072 I000300 680 072 J000300 22 072 K000300 0 072 L000300 48 072 M000300 19 072 N000300 101 072 O000300 0 072 P000300 0 072 Q000300 0 072 R000300 20 072 S000300 8 072 T000300 602 072 U000300 0 072 V000300 0 072 W000300 20 072 X000300 7358 072 Y000300 0 072 Z000300 2944 072AA000300 57195 072BB000300 108489 072CC010300 22717 072CC020300 0 072DD010300 7 072DD020300 59 072EE000300 41487 072 A000400 6 072 B000400 9021 072 C000400 0 072 D000400 0 072 E000400 0 072 F000400 18106 072 G000400 756 072 H000400 0 072 I000400 1331 072 J000400 147 072 K000400 0 072 L000400 105 072 M000400 49 072 N000400 84 072 O000400 0 072 P000400 412 072 Q000400 0 072 R000400 37 072 S000400 25 072 T000400 636 072 U000400 0 072 V000400 0 072 W000400 51 072 X000400 21738 072 Y000400 0 PAGE 51 072 Z000400 -12717 072AA000400 18448 072BB000400 364200 072CC010400 6400 072CC020400 0 072DD010400 0 072DD020400 0 072EE000400 0 072 A000600 6 072 B000600 8794 072 C000600 0 072 D000600 0 072 E000600 0 072 F000600 20142 072 G000600 932 072 H000600 0 072 I000600 1820 072 J000600 426 072 K000600 0 072 L000600 104 072 M000600 45 072 N000600 201 072 O000600 0 072 P000600 523 072 Q000600 0 072 R000600 37 072 S000600 18 072 T000600 1110 072 U000600 0 072 V000600 0 072 W000600 43 072 X000600 25401 072 Y000600 180 072 Z000600 -16428 072AA000600 114310 072BB000600 59141 072CC010600 108955 072CC020600 0 072DD010600 0 072DD020600 0 072EE000600 0 072 A000900 6 072 B000900 26809 072 C000900 1086 072 D000900 0 072 E000900 0 072 F000900 4360 072 G000900 276 072 H000900 0 072 I000900 455 072 J000900 67 PAGE 52 072 K000900 0 072 L000900 31 072 M000900 19 072 N000900 46 072 O000900 0 072 P000900 0 072 Q000900 0 072 R000900 40 072 S000900 9 072 T000900 384 072 U000900 0 072 V000900 0 072 W000900 22 072 X000900 5710 072 Y000900 0 072 Z000900 22185 072AA000900 17259 072BB000900 42819 072CC010900 32279 072CC020900 0 072DD010900 836 072DD020900 14663 072EE000900 0 072 A001500 6 072 B001500 71 072 C001500 39 072 D001500 0 072 E001500 0 072 F001500 199 072 G001500 10 072 H001500 0 072 I001500 2 072 J001500 10 072 K001500 0 072 L001500 1 072 M001500 7 072 N001500 27 072 O001500 0 072 P001500 27 072 Q001500 0 072 R001500 33 072 S001500 1 072 T001500 2 072 U001500 0 072 V001500 0 072 W001500 9 072 X001500 328 072 Y001500 54 072 Z001500 -165 072AA001500 6017 072BB001500 7053 PAGE 53 072CC011500 1793 072CC021500 0 072DD011500 0 072DD021500 0 072EE001500 0 072 A001600 6 072 B001600 81 072 C001600 0 072 D001600 0 072 E001600 0 072 F001600 191 072 G001600 40 072 H001600 0 072 I001600 5 072 J001600 45 072 K001600 0 072 L001600 1 072 M001600 15 072 N001600 27 072 O001600 0 072 P001600 4 072 Q001600 0 072 R001600 37 072 S001600 0 072 T001600 3 072 U001600 0 072 V001600 0 072 W001600 11 072 X001600 379 072 Y001600 151 072 Z001600 -147 072AA001600 51 072BB001600 1823 072CC011600 0 072CC021600 206 072DD011600 0 072DD021600 0 072EE001600 188 072 A001700 6 072 B001700 49 072 C001700 36 072 D001700 0 072 E001700 0 072 F001700 71 072 G001700 5 072 H001700 0 072 I001700 3 072 J001700 11 072 K001700 0 072 L001700 1 072 M001700 6 PAGE 54 072 N001700 27 072 O001700 0 072 P001700 2 072 Q001700 0 072 R001700 24 072 S001700 0 072 T001700 0 072 U001700 0 072 V001700 0 072 W001700 6 072 X001700 154 072 Y001700 61 072 Z001700 -8 072AA001700 82 072BB001700 129 072CC011700 34 072CC021700 0 072DD011700 0 072DD021700 0 072EE001700 0 072 A001800 6 072 B001800 821 072 C001800 0 072 D001800 0 072 E001800 0 072 F001800 181 072 G001800 20 072 H001800 0 072 I001800 10 072 J001800 3 072 K001800 0 072 L001800 2 072 M001800 8 072 N001800 30 072 O001800 0 072 P001800 0 072 Q001800 0 072 R001800 25 072 S001800 0 072 T001800 45 072 U001800 0 072 V001800 0 072 W001800 5 072 X001800 329 072 Y001800 82 072 Z001800 573 072AA001800 91 072BB001800 1 072CC011800 2605 072CC021800 0 072DD011800 63 PAGE 55 072DD021800 511 072EE001800 0 072 A001900 6 072 B001900 100 072 C001900 597 072 D001900 0 072 E001900 0 072 F001900 378 072 G001900 21 072 H001900 0 072 I001900 59 072 J001900 13 072 K001900 0 072 L001900 6 072 M001900 8 072 N001900 33 072 O001900 0 072 P001900 0 072 Q001900 0 072 R001900 21 072 S001900 1 072 T001900 23 072 U001900 0 072 V001900 0 072 W001900 6 072 X001900 569 072 Y001900 73 072 Z001900 202 072AA001900 533 072BB001900 2161 072CC011900 1862 072CC021900 0 072DD011900 0 072DD021900 0 072EE001900 0 073 A010100 0.0000 073 A020100 0.0000 073 B000100 0.4252 073 C000100 0.0000 073 A010300 0.0000 073 A020300 0.0000 073 B000300 0.5640 073 C000300 0.0000 073 A010400 0.0000 073 A020400 0.0000 073 B000400 0.0000 073 C000400 0.0000 073 A010600 0.0000 073 A020600 0.0000 073 B000600 0.0000 073 C000600 0.0000 PAGE 56 073 A010900 0.0000 073 A020900 0.0000 073 B000900 0.0000 073 C000900 0.0000 073 A011500 0.0000 073 A021500 0.0000 073 B001500 0.0000 073 C001500 0.0000 073 A011600 0.0000 073 A021600 0.0000 073 B001600 0.0559 073 C001600 0.0000 073 A011700 0.0000 073 A021700 0.0000 073 B001700 0.0000 073 C001700 0.0000 073 A011800 0.0000 073 A021800 0.0000 073 B001800 0.0000 073 C001800 0.0000 073 A011900 0.0000 073 A021900 0.0000 073 B001900 0.0000 073 C001900 0.0000 074 A000100 0 074 B000100 3945 074 C000100 0 074 D000100 0 074 E000100 0 074 F000100 218700 074 G000100 0 074 H000100 0 074 I000100 0 074 J000100 0 074 K000100 0 074 L000100 418 074 M000100 0 074 N000100 223063 074 O000100 0 074 P000100 546 074 Q000100 0 074 R010100 0 074 R020100 0 074 R030100 0 074 R040100 888 074 S000100 0 074 T000100 221629 074 U010100 8298 074 U020100 4084 074 V010100 0.00 074 V020100 0.00 PAGE 57 074 W000100 0.0000 074 X000100 13752 074 Y000100 0 074 A000300 0 074 B000300 93492 074 C000300 0 074 D000300 0 074 E000300 0 074 F000300 1249287 074 G000300 0 074 H000300 0 074 I000300 35547 074 J000300 14656 074 K000300 0 074 L000300 2915 074 M000300 0 074 N000300 1395896 074 O000300 22043 074 P000300 1070 074 Q000300 0 074 R010300 0 074 R020300 0 074 R030300 0 074 R040300 3570 074 S000300 0 074 T000300 1369213 074 U010300 7257 074 U020300 64069 074 V010300 0.00 074 V020300 0.00 074 W000300 0.0000 074 X000300 76168 074 Y000300 0 074 A000400 799 074 B000400 0 074 C000400 2625189 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 5569 074 M000400 43351 074 N000400 2674909 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Name of Fund: Loomis Sayles Strategic Alpha Fund Total Net Assets of Fund: $1,442,420,244.43 Issuer: Air Canada 2015-2B PTT Underwriter(s): See Attached Affiliated Underwriter in the Syndicate: Natixis Date of Purchase: 12/1/15 Date of Offering: 12/1/15 Amount of Purchase : $21,935,000 Purchase Price: $100.00 Commission or Spread: 1.00% 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. 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. S i g n e d b y : / s / C h i p B a n k e s Date: 12/31/2015 Include all purchases made by two or more funds which have the same investment adviser or sub-adviser. Special counting rules apply for Rule 144A offerings. EX-99.77O RULE 10F-3 3 exhibit77oii.txt EXHITBIT77OII Exhibit 77O(ii) RULE 10f-3 REPORTING FORM Name of Adviser/Subadviser: Loomis, Sayles & Company, L.P. Name of Fund: Loomis Sayles Strategic Alpha Fund Total Net Assets of Fund: $1,364,338,351.33 Issuer: Barclays PLC Underwriter(s): See Attached Affiliated Underwriter in the Syndicate: Natixis Date of Purchase: 1/5/16 Date of Offering: 1/5/16 Amount of Purchase : $16,010,485.68 Purchase Price: $99.512 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. 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. S i g n e d b y : / s / C h i p B a n k e s Date: 2/1/2016 Include all purchases made by two or more funds which have the same investment adviser or sub-adviser. Special counting rules apply for Rule 144A offerings. EX-99.77O RULE 10F-3 4 exhibit77oiii.txt EXHIBIT77OIII Exhibit 77O(iii) RULE 10f-3 REPORTING FORM Name of Adviser/Subadviser: Loomis, Sayles & Company, L.P. Name of Fund: Loomis Sayles Strategic Alpha Fund Total Net Assets of Fund: $1,245,617,085.67 Issuer: American Intl Group Underwriter(s): See Attached Affiliated Underwriter in the Syndicate: Natixis Date of Purchase: 3/17/16 Date of Offering: 3/17/16 Amount of Purchase : $15,061,465.50 Purchase Price: $99.95 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. 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. S i g n e d b y : / s / C h i p B a n k e s Date: 3/31/2016 Include all purchases made by two or more funds which have the same investment adviser or sub-adviser. Special counting rules apply for Rule 144A offerings. EX-99.77O RULE 10F-3 5 exhibit77oiv.txt EXHIBIT77OIV Exhibit 77O(iv) RULE 10f-3 REPORTING FORM Name of Adviser/Subadviser: Loomis, Sayles & Company, L.P. Name of Fund: Loomis Sayles Strategic Alpha Fund Total Net Assets of Fund: $1,252,330,773.39 Issuer: HSBC Holdings PLC Underwriter(s): See Attached Affiliated Underwriter in the Syndicate: Natixis Date of Purchase: 3/1/16 Date of Offering: 3/1/16 Amount of Purchase : $13,428,500.40 Purchase Price: $99.855 Commission or Spread: 0.425% 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. 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. S i g n e d b y : / s / C h i p B a n k e s Date: 3/31/2016 Include all purchases made by two or more funds which have the same investment adviser or sub-adviser. Special counting rules apply for Rule 144A offerings.