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 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193407 028 G020900 13497 028 G030900 0 028 G040900 161383 028 H000900 138 028 A011700 207 028 A021700 0 028 A031700 0 028 A041700 360 028 B011700 121 028 B021700 0 028 B031700 0 028 B041700 333 028 C011700 20896 028 C021700 0 028 C031700 0 028 C041700 12042 028 D011700 352 028 D021700 167 028 D031700 0 028 D041700 482 028 E011700 729 028 E021700 0 028 E031700 0 028 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 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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 0 048 D020900 0.000 048 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 0 048 A021800 0.000 048 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 062 B001900 0.0 062 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 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 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 PAGE 37 070 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 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 PAGE 38 070 N021700 N 070 O011700 Y 070 O021700 N 070 P011700 Y 070 P021700 N 070 Q011700 Y 070 Q021700 N 070 R011700 Y 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 PAGE 39 070 D011900 Y 070 D021900 N 070 E011900 Y 070 E021900 N 070 F011900 Y 070 F021900 Y 070 G011900 Y 070 G021900 N 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 21031 071 B000100 12257 071 C000100 254798 071 D000100 5 071 A000300 262602 071 B000300 482355 071 C000300 1112816 071 D000300 24 071 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 548274 071 B000900 418395 071 C000900 1127729 071 D000900 37 071 A001700 8123 PAGE 40 071 B001700 1199 071 C001700 12788 071 D001700 9 071 A001800 8892 071 B001800 31750 071 C001800 48983 071 D001800 18 071 A001900 11538 071 B001900 4204 071 C001900 46147 071 D001900 9 072 A000100 6 072 B000100 15 072 C000100 2297 072 D000100 0 072 E000100 0 072 F000100 916 072 G000100 59 072 H000100 0 072 I000100 137 072 J000100 5 072 K000100 0 072 L000100 15 072 M000100 52 072 N000100 54 072 O000100 0 072 P000100 0 072 Q000100 0 072 R000100 21 072 S000100 3 072 T000100 512 072 U000100 0 072 V000100 0 072 W000100 12 072 X000100 1786 072 Y000100 0 072 Z000100 526 072AA000100 3517 072BB000100 0 072CC010100 16338 072CC020100 0 072DD010100 10 072DD020100 6 072EE000100 3795 072 A000300 6 072 B000300 20 072 C000300 8668 072 D000300 0 072 E000300 0 072 F000300 4507 072 G000300 252 PAGE 41 072 H000300 0 072 I000300 442 072 J000300 20 072 K000300 0 072 L000300 49 072 M000300 31 072 N000300 46 072 O000300 0 072 P000300 0 072 Q000300 0 072 R000300 22 072 S000300 15 072 T000300 406 072 U000300 0 072 V000300 0 072 W000300 31 072 X000300 5821 072 Y000300 0 072 Z000300 2866 072AA000300 34241 072BB000300 0 072CC010300 8522 072CC020300 0 072DD010300 0 072DD020300 0 072EE000300 0 072 A000400 6 072 B000400 7911 072 C000400 1051 072 D000400 0 072 E000400 0 072 F000400 8716 072 G000400 371 072 H000400 0 072 I000400 549 072 J000400 64 072 K000400 0 072 L000400 39 072 M000400 51 072 N000400 48 072 O000400 0 072 P000400 181 072 Q000400 0 072 R000400 39 072 S000400 20 072 T000400 252 072 U000400 0 072 V000400 0 072 W000400 48 072 X000400 10376 072 Y000400 0 PAGE 42 072 Z000400 -1414 072AA000400 60601 072BB000400 0 072CC010400 0 072CC020400 12497 072DD010400 0 072DD020400 0 072EE000400 0 072 A000600 6 072 B000600 16064 072 C000600 0 072 D000600 0 072 E000600 0 072 F000600 18820 072 G000600 843 072 H000600 0 072 I000600 1657 072 J000600 247 072 K000600 0 072 L000600 128 072 M000600 65 072 N000600 104 072 O000600 0 072 P000600 855 072 Q000600 0 072 R000600 39 072 S000600 42 072 T000600 788 072 U000600 0 072 V000600 0 072 W000600 89 072 X000600 23677 072 Y000600 46 072 Z000600 -7567 072AA000600 50921 072BB000600 0 072CC010600 0 072CC020600 116112 072DD010600 0 072DD020600 0 072EE000600 0 072 A000900 6 072 B000900 24480 072 C000900 1348 072 D000900 0 072 E000900 0 072 F000900 4232 072 G000900 270 072 H000900 0 072 I000900 385 072 J000900 103 PAGE 43 072 K000900 0 072 L000900 24 072 M000900 31 072 N000900 49 072 O000900 0 072 P000900 0 072 Q000900 0 072 R000900 42 072 S000900 15 072 T000900 294 072 U000900 0 072 V000900 0 072 W000900 43 072 X000900 5490 072 Y000900 0 072 Z000900 20339 072AA000900 2388 072BB000900 0 072CC010900 0 072CC020900 6797 072DD010900 998 072DD020900 18247 072EE000900 0 072 A001700 6 072 B001700 91 072 C001700 137 072 D001700 0 072 E001700 0 072 F001700 103 072 G001700 7 072 H001700 0 072 I001700 10 072 J001700 14 072 K001700 0 072 L001700 2 072 M001700 9 072 N001700 29 072 O001700 0 072 P001700 4 072 Q001700 0 072 R001700 31 072 S001700 0 072 T001700 0 072 U001700 0 072 V001700 0 072 W001700 14 072 X001700 223 072 Y001700 86 072 Z001700 93 072AA001700 1859 072BB001700 0 PAGE 44 072CC011700 507 072CC021700 0 072DD011700 0 072DD021700 0 072EE001700 168 072 A001800 6 072 B001800 648 072 C001800 0 072 D001800 0 072 E001800 0 072 F001800 104 072 G001800 12 072 H001800 0 072 I001800 8 072 J001800 3 072 K001800 0 072 L001800 2 072 M001800 12 072 N001800 22 072 O001800 0 072 P001800 0 072 Q001800 0 072 R001800 27 072 S001800 1 072 T001800 23 072 U001800 0 072 V001800 0 072 W001800 8 072 X001800 222 072 Y001800 81 072 Z001800 508 072AA001800 0 072BB001800 51 072CC011800 1462 072CC021800 0 072DD011800 46 072DD021800 461 072EE001800 0 072 A001900 6 072 B001900 137 072 C001900 485 072 D001900 0 072 E001900 0 072 F001900 293 072 G001900 16 072 H001900 0 072 I001900 45 072 J001900 11 072 K001900 0 072 L001900 5 072 M001900 12 PAGE 45 072 N001900 29 072 O001900 0 072 P001900 0 072 Q001900 0 072 R001900 22 072 S001900 1 072 T001900 23 072 U001900 0 072 V001900 0 072 W001900 8 072 X001900 465 072 Y001900 76 072 Z001900 232 072AA001900 3918 072BB001900 0 072CC011900 2908 072CC021900 0 072DD011900 2 072DD021900 11 072EE001900 0 073 A010100 0.0000 073 A020100 0.0000 073 B000100 0.3059 073 C000100 0.0000 073 A010300 0.0000 073 A020300 0.0000 073 B000300 0.0000 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 073 A010900 0.0000 073 A020900 0.0000 073 B000900 0.0000 073 C000900 0.0000 073 A011700 0.0000 073 A021700 0.0000 073 B001700 0.0556 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 PAGE 46 073 C001900 0.0000 074 A000100 0 074 B000100 11215 074 C000100 0 074 D000100 0 074 E000100 0 074 F000100 266068 074 G000100 0 074 H000100 0 074 I000100 0 074 J000100 410 074 K000100 0 074 L000100 665 074 M000100 1 074 N000100 278358 074 O000100 165 074 P000100 644 074 Q000100 0 074 R010100 0 074 R020100 0 074 R030100 0 074 R040100 752 074 S000100 0 074 T000100 276797 074 U010100 7933 074 U020100 4519 074 V010100 0.00 074 V020100 0.00 074 W000100 0.0000 074 X000100 13613 074 Y000100 0 074 A000300 0 074 B000300 25616 074 C000300 0 074 D000300 0 074 E000300 0 074 F000300 1008832 074 G000300 0 074 H000300 0 074 I000300 27866 074 J000300 11087 074 K000300 0 074 L000300 19868 074 M000300 2 074 N000300 1093272 074 O000300 11259 074 P000300 865 074 Q000300 0 074 R010300 0 074 R020300 0 074 R030300 0 PAGE 47 074 R040300 1820 074 S000300 0 074 T000300 1079328 074 U010300 3381 074 U020300 46811 074 V010300 0.00 074 V020300 0.00 074 W000300 0.0000 074 X000300 52010 074 Y000300 0 074 A000400 1803 074 B000400 0 074 C000400 1394040 074 D000400 0 074 E000400 0 074 F000400 0 074 G000400 0 074 H000400 0 074 I000400 49148 074 J000400 0 074 K000400 0 074 L000400 2853 074 M000400 15314 074 N000400 1463158 074 O000400 0 074 P000400 1663 074 Q000400 0 074 R010400 0 074 R020400 0 074 R030400 0 074 R040400 14680 074 S000400 0 074 T000400 1446815 074 U010400 5608 074 U020400 132551 074 V010400 0.00 074 V020400 0.00 074 W000400 0.0000 074 X000400 75521 074 Y000400 317710 074 A000600 19228 074 B000600 0 074 C000600 2778635 074 D000600 0 074 E000600 0 074 F000600 0 074 G000600 0 074 H000600 0 074 I000600 0 074 J000600 0 074 K000600 0 PAGE 48 074 L000600 65088 074 M000600 257199 074 N000600 3120151 074 O000600 55000 074 P000600 3496 074 Q000600 0 074 R010600 0 074 R020600 0 074 R030600 0 074 R040600 147075 074 S000600 0 074 T000600 2914580 074 U010600 30714 074 U020600 273925 074 V010600 0.00 074 V020600 0.00 074 W000600 0.0000 074 X000600 163449 074 Y000600 758094 074 A000900 18404 074 B000900 76569 074 C000900 5399 074 D000900 950015 074 E000900 8976 074 F000900 56851 074 G000900 0 074 H000900 0 074 I000900 143717 074 J000900 2906 074 K000900 0 074 L000900 12256 074 M000900 20112 074 N000900 1295205 074 O000900 45009 074 P000900 874 074 Q000900 0 074 R010900 0 074 R020900 0 074 R030900 0 074 R040900 10168 074 S000900 0 074 T000900 1239154 074 U010900 6711 074 U020900 119451 074 V010900 0.00 074 V020900 0.00 074 W000900 0.0000 074 X000900 109905 074 Y000900 589176 074 A001700 55 074 B001700 0 PAGE 49 074 C001700 16704 074 D001700 0 074 E001700 0 074 F001700 0 074 G001700 0 074 H001700 0 074 I001700 16994 074 J001700 0 074 K001700 0 074 L001700 37 074 M001700 328 074 N001700 34118 074 O001700 0 074 P001700 21 074 Q001700 0 074 R011700 0 074 R021700 0 074 R031700 0 074 R041700 494 074 S001700 0 074 T001700 33603 074 U011700 11 074 U021700 3046 074 V011700 0.00 074 V021700 0.00 074 W001700 0.0000 074 X001700 3073 074 Y001700 5253 074 A001800 0 074 B001800 2636 074 C001800 0 074 D001800 37293 074 E001800 0 074 F001800 0 074 G001800 0 074 H001800 0 074 I001800 0 074 J001800 0 074 K001800 0 074 L001800 611 074 M001800 0 074 N001800 40540 074 O001800 0 074 P001800 43 074 Q001800 0 074 R011800 0 074 R021800 0 074 R031800 0 074 R041800 107 074 S001800 0 074 T001800 40390 PAGE 50 074 U011800 487 074 U021800 3488 074 V011800 0.00 074 V021800 0.00 074 W001800 0.0000 074 X001800 543 074 Y001800 0 074 A001900 266 074 B001900 0 074 C001900 30003 074 D001900 0 074 E001900 0 074 F001900 41330 074 G001900 0 074 H001900 0 074 I001900 7388 074 J001900 0 074 K001900 0 074 L001900 300 074 M001900 184 074 N001900 79471 074 O001900 0 074 P001900 80 074 Q001900 0 074 R011900 0 074 R021900 0 074 R031900 0 074 R041900 214 074 S001900 0 074 T001900 79177 074 U011900 950 074 U021900 5115 074 V011900 0.00 074 V021900 0.00 074 W001900 0.0000 074 X001900 4191 074 Y001900 10853 075 A000100 0 075 B000100 267825 075 A000300 0 075 B000300 1137223 075 A000400 0 075 B000400 1528643 075 A000600 0 075 B000600 3045933 075 A000900 0 075 B000900 1216098 075 A001700 0 075 B001700 28584 075 A001800 0 075 B001800 51142 PAGE 51 075 A001900 0 075 B001900 73405 076 000100 0.00 076 000300 0.00 076 000400 0.00 076 000600 0.00 076 000900 0.00 076 001700 0.00 076 001800 0.00 076 001900 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 Y 077 J000000 N 077 K000000 N 077 L000000 N 077 M000000 N 077 N000000 N 077 O000000 Y 077 P000000 N 077 Q010000 N 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 0 086 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-99.77I 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 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(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 i g n e d b y : / s / C h i p B a n k e s 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 / 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)