0001410368-17-001305.txt : 20170828
0001410368-17-001305.hdr.sgml : 20170828
20170828153230
ACCESSION NUMBER: 0001410368-17-001305
CONFORMED SUBMISSION TYPE: NSAR-A
PUBLIC DOCUMENT COUNT: 6
CONFORMED PERIOD OF REPORT: 20170630
FILED AS OF DATE: 20170828
DATE AS OF CHANGE: 20170828
EFFECTIVENESS DATE: 20170828
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: 171054540
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
C000021804
Class C
NECOX
C000021805
Class Y
NEOYX
C000190720
Class N
NOANX
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
C000190721
Class N
AMFNX
0000052136
S000030600
Loomis Sayles Strategic Alpha Fund
C000094853
Class A
LABAX
C000094854
Class C
LABCX
C000094855
Class Y
LASYX
C000190722
Class N
LASNX
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
S000051707
ASG Dynamic Allocation Fund
C000162711
Class A
DAAFX
C000162712
Class C
DACFX
C000162713
Class Y
DAYFX
NSAR-A
1
ntiianswer.fil
NATIXIS TRUST II NSAR
PAGE 1
000 A000000 06/30/2017
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 12
007 C010100 1
007 C020100 Natixis Oakmark 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 C010600 6
007 C020600 ASG Managed Futures Strategy Fund
007 C030600 N
007 C010900 9
007 C020900 Loomis Sayles Strategic Alpha Fund
007 C030900 N
007 C011700 17
007 C021700 ASG Dynamic Allocation Fund
007 C031700 N
007 C011800 18
007 C021800 McDonnell Intermediate Municipal Bond Fund
007 C031800 N
007 C011900 19
007 C021900 ASG Tactical U.S. Market Fund
007 C031900 N
008 A000101 NGAM ADVISORS, L.P.
008 B000101 A
008 C000101 801-48408
008 D010101 Boston
008 D020101 MA
PAGE 2
008 D030101 02116
008 A000102 HARRIS ASSOCIATES L.P.
008 B000102 S
008 C000102 801-50333
008 D010102 CHICAGO
008 D020102 IL
008 D030102 60606
008 A000301 NGAM ADVISORS, L.P.
008 B000301 A
008 C000301 801-48408
008 D010301 Boston
008 D020301 MA
008 D030301 02116
008 A000302 VAUGHAN NELSON INVESTMENT MANAGEMENT, L.P.
008 B000302 S
008 C000302 801-51795
008 D010302 HOUSTON
008 D020302 TX
008 D030302 77002
008 A000401 ALPHASIMPLEX GROUP, LLC
008 B000401 A
008 C000401 801-62448
008 D010401 CAMBRIDGE
008 D020401 MA
008 D030401 02142
008 A000601 ALPHASIMPLEX GROUP, LLC
008 B000601 A
008 C000601 801-62448
008 D010601 CAMBRIDGE
008 D020601 MA
008 D030601 02142
008 A000901 LOOMIS, SAYLES & COMPANY, L.P.
008 B000901 A
008 C000901 801-00170
008 D010901 BOSTON
008 D020901 MA
008 D030901 02111
008 A001701 ALPHASIMPLEX GROUP, LLC
008 B001701 A
008 C001701 801-62448
008 D011701 CAMBRIDGE
008 D021701 MA
008 D031701 02142
008 A001801 NGAM ADVISORS, L.P.
008 B001801 A
008 C001801 801-48408
008 D011801 Boston
008 D021801 MA
008 D031801 02116
008 A001802 McDonnell Investment Management, LLC
008 B001802 S
PAGE 3
008 C001802 801-77394
008 D011802 Oak Brook Terrace
008 D021802 IL
008 D031802 60181
008 A001901 ALPHASIMPLEX GROUP, LLC
008 B001901 A
008 C001901 801-62448
008 D011901 CAMBRIDGE
008 D021901 MA
008 D031901 02142
008 A001902 NGAM ADVISORS, L.P.
008 B001902 S
008 C001902 801-48408
008 D011902 Boston
008 D021902 MA
008 D031902 02116
010 A00AA01 NGAM Advisors, L.P.
010 B00AA01 801-48408
010 C01AA01 Boston
010 C02AA01 MA
010 C03AA01 02116
010 A00AA02 STATE STREET BANK AND TRUST COMPANY
010 B00AA02 85-05003
010 C01AA02 BOSTON
010 C02AA02 MA
010 C03AA02 02110
011 A00AA01 NGAM Distribution, L.P.
011 B00AA01 8-46325
011 C01AA01 Boston
011 C02AA01 MA
011 C03AA01 02116
012 A00AA01 BOSTON FINANCIAL DATA SERVICES, INC.
012 B00AA01 84-00896
012 C01AA01 QUINCY
012 C02AA01 MA
012 C03AA01 02169
013 A00AA01 PRICEWATERHOUSECOOPERS LLP
013 B01AA01 BOSTON
013 B02AA01 MA
013 B03AA01 02110
014 A00AA01 Natixis Funding Corp.
014 B00AA01 8-00000
014 A00AA02 Natixis Asset Management
014 B00AA02 8-10092
014 A00AA03 NGAM Distribution, L.P.
014 B00AA03 8-46325
014 A00AA04 HARRIS ASSOCIATES SECURITIES, L.P.
014 B00AA04 8-19988
014 A00AA05 LOOMIS, SAYLES DISTRIBUTORS, L.P.
014 B00AA05 8-49575
014 A00AA06 NEXGEN CAPITAL LTD.
PAGE 4
014 B00AA06 8-00000
014 A00AA07 DNCA Courtage
014 B00AA07 8-00000
014 A00AA08 Natixis ASIA Limited (Hong Kong)
014 B00AA08 8-00000
014 A00AA09 Natixis Structured Issuance
014 B00AA09 8-00000
014 A00AA10 Natixis
014 B00AA10 8-00000
014 A00AA11 Natixis Securities Americas, LLC
014 B00AA11 8-00000
014 A00AA12 Credit Foncier de France
014 B00AA12 8-00000
014 A00AA13 Natixis Asset Management Finance
014 B00AA13 8-00000
014 A00AA14 NGAM Switzerland Sarl
014 B00AA14 8-00000
014 A00AA15 Natixis Japan Securities Co., Ltd
014 B00AA15 8-00000
014 A00AA16 Natixis Pfandbriefbank AG
014 B00AA16 8-00000
014 A00AA17 Natixis Australia Pty Limited
014 B00AA17 8-00000
014 A00AA18 Natixis Interepargne
014 B00AA18 8-00000
014 A00AA19 NGAM Australia PTY Limited
014 B00AA19 8-00000
014 A00AA20 NGAM Hong Kong Limited
014 B00AA20 8-00000
014 A00AA21 Peter J. Solomon Securities Company, LLC
014 B00AA21 8-00000
015 A00AA01 STATE STREET BANK AND TRUST COMPANY
015 B00AA01 C
015 C01AA01 BOSTON
015 C02AA01 MA
015 C03AA01 02110
015 E01AA01 X
015 A00AA02 DEUTSCHE BANK A.G.
015 B00AA02 S
015 C01AA02 AMSTERDAM
015 D01AA02 NETHERLANDS
015 E04AA02 X
015 A00AA03 CITIBANK EUROPE PLC, BULGARIA BRANCH
015 B00AA03 S
015 C01AA03 SOFIA
015 D01AA03 BULGARIA
015 E04AA03 X
015 A00AA04 CITIBANK, N.A.
015 B00AA04 S
015 C01AA04 SAO PAULO
015 D01AA04 BRAZIL
PAGE 5
015 E04AA04 X
015 A00AA05 STATE STREET TRUST COMPANY CANADA
015 B00AA05 S
015 C01AA05 TORONTO
015 D01AA05 CANADA
015 E04AA05 X
015 A00AA06 UBS AG
015 B00AA06 S
015 C01AA06 ZURICH
015 D01AA06 SWITZERLAND
015 E04AA06 X
015 A00AA07 CITITRUST COL0MBIA S.A. SOCIEDAD FIDUCIARIA
015 B00AA07 S
015 C01AA07 BOGOTA
015 D01AA07 COLOMBIA
015 E04AA07 X
015 A00AA08 CESKOSLOVENSKA OBCHODNI BANKA, A.S.
015 B00AA08 S
015 C01AA08 PRAGUE
015 D01AA08 CZECH REPUBLIC
015 E04AA08 X
015 A00AA09 AS SEB PANK
015 B00AA09 S
015 C01AA09 TALLINN
015 D01AA09 ESTONIA
015 E04AA09 X
015 A00AA10 Deutsche Bank S.A.E.
015 B00AA10 S
015 C01AA10 Madrid
015 D01AA10 Spain
015 E04AA10 X
015 A00AA11 BNP PARIBAS SECURITIES SERVICES, S.C.A.
015 B00AA11 S
015 C01AA11 ATHENS
015 D01AA11 GREECE
015 E04AA11 X
015 A00AA12 STANDARD CHARTERED BANK (HONG KONG) LTD.
015 B00AA12 S
015 C01AA12 KWUN TONG
015 D01AA12 HONG KONG
015 E04AA12 X
015 A00AA13 CITIBANK EUROPE PLC
015 B00AA13 S
015 C01AA13 BUDAPEST
015 D01AA13 HUNGARY
015 E04AA13 X
015 A00AA14 DEUTSCHE BANK AG
015 B00AA14 S
015 C01AA14 JAKARTA
015 D01AA14 INDONESIA
015 E04AA14 X
PAGE 6
015 A00AA15 BANK HAPOALIM B.M.
015 B00AA15 S
015 C01AA15 TEL AVIV
015 D01AA15 ISRAEL
015 E04AA15 X
015 A00AA16 Landsbankinn hf.
015 B00AA16 S
015 C01AA16 REYKJAVIK
015 D01AA16 Iceland
015 E04AA16 X
015 A00AA17 DEUTSCHE BANK S.P.A.
015 B00AA17 S
015 C01AA17 MILAN
015 D01AA17 ITALY
015 E04AA17 X
015 A00AA18 MIZUHO BANK, LTD.
015 B00AA18 S
015 C01AA18 TOKYO
015 D01AA18 JAPAN
015 E04AA18 X
015 A00AA19 AB SEB BANKAS
015 B00AA19 S
015 C01AA19 VILNIUS
015 D01AA19 LITHUANIA
015 E04AA19 X
015 A00AA20 AS SEB BANKA
015 B00AA20 S
015 C01AA20 RIGA
015 D01AA20 LATVIA
015 E04AA20 X
015 A00AA21 BANCO NACIONAL DE MEXICO S.A.
015 B00AA21 S
015 C01AA21 COL. SANTA FE
015 D01AA21 MEXICO
015 D02AA21 01210
015 E04AA21 X
015 A00AA22 CITIBANK DEL PERU, S.A.
015 B00AA22 S
015 C01AA22 LIMA
015 D01AA22 PERU
015 E04AA22 X
015 A00AA23 DEUTSCHE BANK AG
015 B00AA23 S
015 C01AA23 MAKATI CITY
015 D01AA23 PHILIPPINES
015 E04AA23 X
015 A00AA24 CITIBANK N.A.
015 B00AA24 S
015 C01AA24 SINGAPORE
015 D01AA24 SINGAPORE
015 E04AA24 X
PAGE 7
015 A00AA25 STANDARD CHARTERED BANK (THAI) PCL
015 B00AA25 S
015 C01AA25 BANGKOK
015 D01AA25 THAILAND
015 E04AA25 X
015 A00AA26 THE HONGKONG AND SHANGHAI BANKING CORP LTD.
015 B00AA26 S
015 C01AA26 AUCKLAND
015 D01AA26 NEW ZEALAND
015 E04AA26 X
015 A00AA27 DEUTSCHE BANK A.S.
015 B00AA27 S
015 C01AA27 Istanbul
015 D01AA27 Turkey
015 E04AA27 X
015 A00AA28 DEUTSCHE BANK AG
015 B00AA28 S
015 C01AA28 VIENNA
015 D01AA28 AUSTRIA
015 E04AA28 X
015 A00AA29 Deutsche Bank (Malaysia) Berhad
015 B00AA29 S
015 C01AA29 Kuala Lumpur
015 D01AA29 Malaysia
015 E04AA29 X
015 A00AA30 NORDEA BANK AB (PUBL)
015 B00AA30 S
015 C01AA30 COPENHAGEN
015 D01AA30 DENMARK
015 E04AA30 X
015 A00AA31 NORDEA BANK AB (PUBL)
015 B00AA31 S
015 C01AA31 HELSINKI
015 D01AA31 FINLAND
015 E04AA31 X
015 A00AA32 NORDEA BANK AB (PUBL)
015 B00AA32 S
015 C01AA32 OSLO
015 D01AA32 NORWAY
015 E04AA32 X
015 A00AA33 NORDEA BANK AB (PUBL)
015 B00AA33 S
015 C01AA33 STOCKHOLM
015 D01AA33 SWEDEN
015 E04AA33 X
015 A00AA34 STANDARD BANK OF SOUTH AFRICA LTD.
015 B00AA34 S
015 C01AA34 JOHANNESBURG
015 D01AA34 SOUTH AFRICA
015 E04AA34 X
015 A00AA35 BANK POLSKA KASA OPIEKI S.A.
PAGE 8
015 B00AA35 S
015 C01AA35 WARSAW
015 D01AA35 POLAND
015 E04AA35 X
015 A00AA36 THE HONGKONG AND SHANGHAI BANKING CORP LTD
015 B00AA36 S
015 C01AA36 TOKYO
015 D01AA36 JAPAN
015 E04AA36 X
015 A00AA37 CREDIT SUISSE AG
015 B00AA37 S
015 C01AA37 ZURICH
015 D01AA37 SWITZERLAND
015 D02AA37 8070
015 E04AA37 X
015 A00AA38 HSBC BANK (CHINA) COMPANY LIMITED
015 B00AA38 S
015 C01AA38 SHENZHEN
015 D01AA38 CHINA
015 E04AA38 X
015 A00AA39 State Street Bank GmbH
015 B00AA39 S
015 C01AA39 MUNICH
015 D01AA39 GERMANY
015 E04AA39 X
015 A00AA40 THE HONGKONG & SHANGHAI BANKING CORP., LTD.
015 B00AA40 S
015 C01AA40 Parramatta
015 D01AA40 AUSTRALIA
015 E04AA40 X
015 A00AA41 AS SEB PANK
015 B00AA41 S
015 C01AA41 TALLINN
015 D01AA41 ESTONIA
015 E04AA41 X
018 00AA00 Y
019 A00AA00 Y
019 B00AA00 53
019 C00AA00 IXISLOOMIS
020 A000001 GOLDMAN SACHS & CO. LLC
020 B000001 13-5108880
020 C000001 2358
020 A000002 JPMORGAN CHASE SECURITIES, INC.
020 B000002 13-3224016
020 C000002 278
020 A000003 LIQUIDNET, INC.
020 B000003 13-4095933
020 C000003 198
020 A000004 INSTINET, LLC
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020 C000004 138
PAGE 9
020 A000005 JEFFERIES & CO INC
020 B000005 95-262290
020 C000005 22
020 A000006 UBS SECURITIES LLC
020 B000006 13-3873456
020 C000006 17
020 A000007 MORGAN STANLEY & CO., INC.
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020 C000007 16
020 A000008 CIBC WORLD MARKETS CORP.
020 B000008 13-2798343
020 C000008 16
020 A000009 ROBERT W. BAIRD CO. INC.
020 B000009 39-6037917
020 C000009 4
020 A000010 CREDIT SUISSE (USA) INC.
020 B000010 13-1898818
020 C000010 4
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022 B000001 13-5108880
022 C000001 34230107
022 D000001 27239993
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022 C000002 32936482
022 D000002 447070
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022 B000003 13-2798343
022 C000003 26361634
022 D000003 2051
022 A000004 STATE STREET BANK AND TRUST COMPANY
022 B000004 04-1867445
022 C000004 12635879
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022 A000005 BANK OF AMERICA/MERRILL LYNCH
022 B000005 13-5674085
022 C000005 11905629
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PAGE 10
022 A000009 MORGAN STANLEY & CO., INC.
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PAGE 11
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PAGE 12
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PAGE 13
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PAGE 14
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028 E041700 540
PAGE 15
028 F011700 714
028 F021700 0
028 F031700 0
028 F041700 489
028 G011700 23019
028 G021700 167
028 G031700 0
028 G041700 14246
028 H001700 4
028 A011800 1044
028 A021800 24
028 A031800 0
028 A041800 2472
028 B011800 442
028 B021800 24
028 B031800 0
028 B041800 6369
028 C011800 7350
028 C021800 19
028 C031800 0
028 C041800 5631
028 D011800 601
028 D021800 21
028 D031800 0
028 D041800 1497
028 E011800 1619
028 E021800 22
028 E031800 0
028 E041800 14304
028 F011800 1461
028 F021800 24
028 F031800 0
028 F041800 2067
028 G011800 12517
028 G021800 134
028 G031800 0
028 G041800 32340
028 H001800 104
028 A011900 3813
028 A021900 0
028 A031900 0
028 A041900 3666
028 B011900 1805
028 B021900 0
028 B031900 0
028 B041900 3129
028 C011900 3343
028 C021900 0
028 C031900 0
028 C041900 5685
028 D011900 6958
PAGE 16
028 D021900 12
028 D031900 0
028 D041900 1933
028 E011900 2205
028 E021900 0
028 E031900 0
028 E041900 1363
028 F011900 2832
028 F021900 0
028 F031900 0
028 F041900 1886
028 G011900 20956
028 G021900 12
028 G031900 0
028 G041900 17662
028 H001900 202
029 000100 Y
029 000300 Y
029 000400 Y
029 000600 Y
029 000900 Y
029 001700 Y
029 001800 Y
029 001900 Y
030 A000100 134
030 B000100 5.75
030 C000100 0.00
030 A000300 25
030 B000300 5.75
030 C000300 0.00
030 A000400 8
030 B000400 5.75
030 C000400 0.00
030 A000600 64
030 B000600 5.75
030 C000600 0.00
030 A000900 5
030 B000900 4.25
030 C000900 0.00
030 A001700 0
030 B001700 5.75
030 C001700 0.00
030 A001800 3
030 B001800 3.00
030 C001800 0.00
030 A001900 9
030 B001900 5.75
030 C001900 0.00
031 A000100 17
031 B000100 0
031 A000300 3
PAGE 17
031 B000300 0
031 A000400 1
031 B000400 0
031 A000600 8
031 B000600 0
031 A000900 1
031 B000900 0
031 A001700 0
031 B001700 0
031 A001800 0
031 B001800 0
031 A001900 1
031 B001900 0
032 000100 117
032 000300 21
032 000400 7
032 000600 56
032 000900 4
032 001700 0
032 001800 2
032 001900 8
033 000100 0
033 000300 0
033 000400 0
033 000600 0
033 000900 0
033 001700 0
033 001800 0
033 001900 0
034 000100 Y
034 000300 Y
034 000400 Y
034 000600 Y
034 000900 Y
034 001700 N
034 001800 Y
034 001900 Y
035 000100 4
035 000300 3
035 000400 2
035 000600 38
035 000900 0
035 001700 0
035 001800 1
035 001900 0
036 A000100 N
036 B000100 0
036 A000300 N
036 B000300 0
036 A000400 N
036 B000400 0
PAGE 18
036 A000600 N
036 B000600 0
036 A000900 N
036 B000900 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 001700 N
037 001800 N
037 001900 N
038 000100 0
038 000300 0
038 000400 0
038 000600 0
038 000900 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 001700 N
039 001800 N
039 001900 N
040 000100 Y
040 000300 Y
040 000400 Y
040 000600 Y
040 000900 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 001700 Y
041 001800 Y
041 001900 Y
042 A000100 0
042 B000100 0
PAGE 19
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 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 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
042 C001800 100
042 D001800 0
042 E001800 0
PAGE 20
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 512
043 000300 406
043 000400 252
043 000600 788
043 000900 294
043 001700 0
043 001800 23
043 001900 23
044 000100 0
044 000300 0
044 000400 0
044 000600 0
044 000900 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 001700 Y
045 001800 Y
045 001900 Y
046 000100 Y
046 000300 Y
046 000400 Y
046 000600 Y
046 000900 N
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 001700 Y
047 001800 Y
047 001900 Y
PAGE 21
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
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
PAGE 22
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
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
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048 E010900 0
PAGE 23
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 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
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048 B011800 0
048 B021800 0.000
048 C011800 0
048 C021800 0.000
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
PAGE 24
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 001700 N
049 001800 N
049 001900 N
050 000100 N
050 000300 N
050 000400 N
050 000600 N
050 000900 N
050 001700 N
050 001800 N
050 001900 N
051 000100 N
051 000300 N
051 000400 N
051 000600 N
PAGE 25
051 000900 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 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 A001700 Y
053 B001700 Y
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
PAGE 26
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 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
PAGE 27
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 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
054 L001900 N
PAGE 28
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 N
055 B000600 N
055 A000900 N
055 B000900 N
055 A001700 N
055 B001700 N
055 A001800 Y
055 B001800 N
055 A001900 Y
055 B001900 N
056 000100 Y
056 000300 Y
056 000400 Y
056 000600 Y
056 000900 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 001700 N
057 001800 N
057 001900 N
058 A000100 N
058 A000300 N
058 A000400 N
058 A000600 N
058 A000900 N
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 001700 Y
059 001800 Y
059 001900 Y
PAGE 29
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 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 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
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
PAGE 30
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 3.7
062 C000400 0.0
062 D000400 0.0
062 E000400 0.0
062 F000400 78.1
062 G000400 0.0
062 H000400 0.0
062 I000400 3.2
062 J000400 7.9
062 K000400 0.0
062 L000400 3.4
062 M000400 0.0
062 N000400 0.0
062 O000400 0.0
062 P000400 0.0
062 Q000400 0.0
062 R000400 3.4
062 A000600 Y
062 B000600 13.8
062 C000600 0.0
062 D000600 0.0
062 E000600 0.0
062 F000600 71.4
062 G000600 0.0
062 H000600 0.0
062 I000600 1.6
062 J000600 6.2
062 K000600 0.0
062 L000600 2.3
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 0.4
062 C000900 0.0
062 D000900 6.2
062 E000900 0.0
062 F000900 0.0
PAGE 31
062 G000900 0.0
062 H000900 0.0
062 I000900 0.0
062 J000900 0.0
062 K000900 0.2
062 L000900 0.0
062 M000900 0.0
062 N000900 0.7
062 O000900 0.0
062 P000900 64.9
062 Q000900 21.0
062 R000900 6.8
062 A001700 Y
062 B001700 4.3
062 C001700 0.0
062 D001700 0.0
062 E001700 0.0
062 F001700 37.7
062 G001700 0.0
062 H001700 0.0
062 I001700 1.8
062 J001700 5.9
062 K001700 0.0
062 L001700 0.0
062 M001700 0.0
062 N001700 0.0
062 O001700 0.0
062 P001700 0.0
062 Q001700 0.0
062 R001700 50.6
062 A001800 Y
062 B001800 0.0
062 C001800 0.0
062 D001800 6.5
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 92.4
062 P001800 0.0
062 Q001800 0.0
062 R001800 0.0
062 A001900 N
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062 C001900 0.0
PAGE 32
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 85
063 B000400 0.0
063 A000600 81
063 B000600 0.0
063 A000900 0
063 B000900 5.1
063 A001700 88
063 B001700 0.0
063 A001800 0
063 B001800 9.8
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 A001700 Y
064 B001700 N
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
PAGE 33
066 D000300 N
066 E000300 N
066 F000300 N
066 G000300 N
066 A000400 N
066 A000600 N
066 A000900 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 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 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 001700 N
069 001800 N
069 001900 N
070 A010100 Y
070 A020100 Y
070 B010100 Y
PAGE 34
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
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
PAGE 35
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
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
PAGE 36
070 Q020400 N
070 R010400 Y
070 R020400 N
070 A010600 Y
070 A020600 N
070 B010600 Y
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PAGE 37
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PAGE 38
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PAGE 39
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PAGE 40
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PAGE 41
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PAGE 42
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PAGE 43
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PAGE 44
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PAGE 45
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PAGE 46
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PAGE 47
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PAGE 48
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PAGE 50
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PAGE 51
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SIGNATURE MICHAEL KARDOK
TITLE TREASURER
EX-99.77I NEW SECUR
2
exhibit77iclasst.txt
EXHIBIT 77I CLASS T
Effective March 31, 2017 the Registrant established
Class T shares of the Natixis Oakmark Fund,
Vaughan Nelson Value Opportunity Fund, ASG
Global Alternatives Fund, ASG Managed Futures
Strategy Fund, Loomis Sayles Strategic Alpha
Fund, ASG Dynamic Allocation Fund, McDonnell
Intermediate Municipal Bond Fund and ASG
Tactical U.S. Market Fund.
Exhibit 77I(i)
EX-99.77O RULE 10F-3
3
exhibit77oi.txt
EXHIBIT 77 OI
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: $1,174,980,214.62
Issuer: Chesapeake Energy Corp
Underwriter(s): See Attached
Affiliated Underwriter in the Syndicate: Natixis
Date of Purchase: 12/06/16
Date of Offering: 12/06/16
Amount of Purchase : $14,709,334.60
Purchase Price: $98.522
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
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g
n
e
d
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y
:
/
s
/
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k
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s
Date: 6/30/17
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.
Exhibit 77O(i)
EX-99.77O RULE 10F-3
4
exhibit77oii.txt
EXHIBIT 77 OII
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: See Attached
Issuer: Ascent Resources/ ARU FIN
Underwriter(s): See Attached
Affiliated Underwriter in the Syndicate: Natixis
Date of Purchase: 3/29/17
Date of Offering: 3/29/17
Amount of Purchase : $2,280,000.00
Purchase Price: $100.00
Commission or Spread: 2.00%
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
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n
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y
:
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Date: 6/30/17
ASCENT RESOURCES/ARU FIN
Account Fund Name Total
Net Assets Amount of Purchase Price
M474N9 Loomis Sayles Strategic Alpha Fund
1,213,628,434.56 2,280,000.00
100.00
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.
Exhibit 77O(ii)
EX-99.77O RULE 10F-3
5
exhibit77oiii.txt
EXHIBIT 77 OIII
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: $1,186,692,847.51
Issuer: Halcon Resources Corp
Underwriter(s): See Attached
Affiliated Underwriter in the Syndicate: Natixis
Date of Purchase: 2/09/17
Date of Offering: 2/09/17
Amount of Purchase : $7,715,000.00
Purchase Price: $100.00
Commission or Spread: 1.75%
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
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C
h
i
p
B
a
n
k
e
s
Date: 6/30/17
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.
Exhibit 77O(iii)
EX-99.77O RULE 10F-3
6
exhibit77oiv.txt
EXHIBIT 77 OIV
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: $1,196,801,464.64
Issuer: Sumitomo Mitsui Banking
Underwriter(s): See Attached
Affiliated Underwriter in the Syndicate: Natixis
Date of Purchase: 1/05/17
Date of Offering: 1/05/17
Amount of Purchase : $9,125,000.00
Purchase Price: $100.00
Commission or Spread: 0.20%
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: 6/30/17
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.
Exhibit 77O(iv)