Item B.1. Background information.

a. Full name of Registrant	Natixis Funds Trust II
b. Investment Company Act file number ( e.g., 811-)	811-00242
c. CIK	0000052136
d. LEI	R4B5ZXLI2IMIOWT67V76

Item B.2. Address and telephone number of Registrant.

a. Street 1	888 BOYLSTON STREET
Street 2	8TH FLOOR
b. City	BOSTON
c. State, if applicable	MASSACHUSETTS
d. Foreign country, if applicable	UNITED STATES OF AMERICA
e. Zip code and zip code extension, or foreign postal code	02199-8197
f. Telephone number (including country code if foreign)	617-449-2822
g. Public Website, if any	www.im.natixis.com

Item B.3. Location of books and records.

Instruction. Provide the requested information for each person maintaining physical possession of each account, book, or other document required to be maintained by section 31(a) of the Act (15 U.S.C. 80a-30(a)) and the rules under that section.

Location books Record: 1
a. Name of person (e.g., a custodian of records)	State Street Bank and Trust Company
b. Street 1	225 Franklin Street
Street 2
c. City	Boston
d. State, if applicable	MASSACHUSETTS
e. Foreign country, if applicable	UNITED STATES OF AMERICA
f. Zip code and zip code extension, or foreign postal code	02110
g. Telephone number (including country code if foreign)	617-786-3000
h. Briefly describe the books and records kept at this location:	Custody and Accounting Records.
Location books Record: 2
a. Name of person (e.g., a custodian of records)	Natixis Funds Trust II
b. Street 1	888 Boylston Street
Street 2
c. City	Boston
d. State, if applicable	MASSACHUSETTS
e. Foreign country, if applicable	UNITED STATES OF AMERICA
f. Zip code and zip code extension, or foreign postal code	02199-8197
g. Telephone number (including country code if foreign)	617-449-2822
h. Briefly describe the books and records kept at this location:	All Fund Records
Location books Record: 3
a. Name of person (e.g., a custodian of records)	Natixis Advisors, L.P.
b. Street 1	888 Boylston Street
Street 2
c. City	Boston
d. State, if applicable	MASSACHUSETTS
e. Foreign country, if applicable	UNITED STATES OF AMERICA
f. Zip code and zip code extension, or foreign postal code	02199-8197
g. Telephone number (including country code if foreign)	617-449-2822
h. Briefly describe the books and records kept at this location:	Records related to its function as Administrator
Location books Record: 4
a. Name of person (e.g., a custodian of records)	AlphaSimplex Group, LLC
b. Street 1	255 Main Street
Street 2
c. City	Cambridge
d. State, if applicable	MASSACHUSETTS
e. Foreign country, if applicable	UNITED STATES OF AMERICA
f. Zip code and zip code extension, or foreign postal code	02142
g. Telephone number (including country code if foreign)	617-475-7100
h. Briefly describe the books and records kept at this location:	Records related to its function as Advisor
Location books Record: 5
a. Name of person (e.g., a custodian of records)	DST Asset Manager Solutions, Inc.
b. Street 1	2000 Crown Colony Drive
Street 2
c. City	Quincy
d. State, if applicable	MASSACHUSETTS
e. Foreign country, if applicable	UNITED STATES OF AMERICA
f. Zip code and zip code extension, or foreign postal code	02169
g. Telephone number (including country code if foreign)	617-483-5000
h. Briefly describe the books and records kept at this location:	Records related to its function as Transfer Agent
Location books Record: 6
a. Name of person (e.g., a custodian of records)	Loomis, Sayles & Company, L.P.
b. Street 1	One Financial Center
Street 2
c. City	Boston
d. State, if applicable	MASSACHUSETTS
e. Foreign country, if applicable	UNITED STATES OF AMERICA
f. Zip code and zip code extension, or foreign postal code	02111
g. Telephone number (including country code if foreign)	617-482-2450
h. Briefly describe the books and records kept at this location:	Records related to its function as Advisor
Location books Record: 7
a. Name of person (e.g., a custodian of records)	McDonnell Investment Management, LLC
b. Street 1	One Lincoln Centre
Street 2	18 W. Butterfield Rd.
c. City	Oak Brook
d. State, if applicable	ILLINOIS
e. Foreign country, if applicable	UNITED STATES OF AMERICA
f. Zip code and zip code extension, or foreign postal code	60181
g. Telephone number (including country code if foreign)	630-684-8600
h. Briefly describe the books and records kept at this location:	Records related to its function as Advisor
Location books Record: 8
a. Name of person (e.g., a custodian of records)	Vaughan Nelson Investment Management, L.P.
b. Street 1	600 Travis Street
Street 2	Suite 6300
c. City	Houston
d. State, if applicable	TEXAS
e. Foreign country, if applicable	UNITED STATES OF AMERICA
f. Zip code and zip code extension, or foreign postal code	77002
g. Telephone number (including country code if foreign)	(713) 224-2545
h. Briefly describe the books and records kept at this location:	Records related to its function as Advisor
Location books Record: 9
a. Name of person (e.g., a custodian of records)	Natixis Distribution, L.P.
b. Street 1	888 Boylston Street
Street 2
c. City	Boston
d. State, if applicable	MASSACHUSETTS
e. Foreign country, if applicable	UNITED STATES OF AMERICA
f. Zip code and zip code extension, or foreign postal code	02199-8197
g. Telephone number (including country code if foreign)	617-449-2100
h. Briefly describe the books and records kept at this location:	Records related to its function as Distributor
Location books Record: 10
a. Name of person (e.g., a custodian of records)	Harris Associates L.P.
b. Street 1	111 South Wacker Drive
Street 2
c. City	Chicago
d. State, if applicable	ILLINOIS
e. Foreign country, if applicable	UNITED STATES OF AMERICA
f. Zip code and zip code extension, or foreign postal code	60606
g. Telephone number (including country code if foreign)	312-646-3600
h. Briefly describe the books and records kept at this location:	Records related to its function as Advisor

Item B.4. Initial of final filings.

Instruction. Respond "yes" to Item B.4.b only if the Registrant has filed an application to deregister or will file an application to deregister before its next required filing on this form.

a. Is this the first filing on this form by the Registrant?	Yes No
b. Is this the last filing on this form by the Registrant?	Yes No

Item B.5. Family of investment companies.

Instruction. "Family of investment companies" means, except for insurance company separate accounts, any two or more registered investment companies that (i) share the same investment adviser or principal underwriter; and (ii) hold themselves out to investors as related companies for purposes of investment and investor services.In responding to this item, all Registrants in the family of investment companies should report the name of the family of investment companies identically.

Insurance company separate accounts that may not hold themselves out to investors as related companies (products) for purposes of investment and investor services should consider themselves part of the same family if the operational or accounting or control systems under which these entities function are substantially similar.

a. Is the Registrant part of a family of investment companies?

Yes No

i. Full name of family of investment companies

Natixis Loomis Sayles Funds

Item B.6. Organization.

Instruction. For Item B.6.a.i., the Registrant should include all Series that have been established by the Registrant and have shares outstanding (other than shares issued in connection with an initial investment to satisfy section 14(a) of the Act).

Indicate the classification of the Registrant by checking the applicable item below.

 a. Open-end management investment company registered under the Act on Form N-1A 
 b. Closed-end management investment company registered under the Act on Form N-2  
 c. Separate account offering variable annuity contracts which is registered under the Act as a management investment company on Form N-3 
 d. Separate account offering variable annuity contracts which is registered under the Act as a unit investment trust on Form N-4 
 e. Small business investment company registered under the Act on Form N-5 
 f. Separate account offering variable insurance contracts which is registered under the Act as a unit investment trust on Form N-6 
 g. Unit investment trust registered under the Act on Form N-8B-2 

i. Total number of Series of the Registrant

11

Item B.7. Securities Act registration.

Is the Registrant the issuer of a class of securities registered under the Securities Act of 1933 ("Securities Act")?

Yes No

Item B.8. Directors.

Provide the information requested below about each person serving as director of the Registrant (management investment companies only):

Director Record: 1
a. Full Name	Martin T. Meehan
b. CRD number, if any	000000000
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))?	Yes No
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
File Number Record: 1
File Number Record:	811-06241
File Number Record: 2
File Number Record:	811-09945
File Number Record: 3
File Number Record:	811-04323
File Number Record: 4
File Number Record:	811-08282
File Number Record: 5
File Number Record:	811-23146
File Number Record: 6
File Number Record:	811-22099
Director Record: 2
a. Full Name	Edmond J. English
b. CRD number, if any	000000000
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))?	Yes No
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
File Number Record: 1
File Number Record:	811-22099
File Number Record: 2
File Number Record:	811-08282
File Number Record: 3
File Number Record:	811-09945
File Number Record: 4
File Number Record:	811-04323
File Number Record: 5
File Number Record:	811-06241
File Number Record: 6
File Number Record:	811-23146
Director Record: 3
a. Full Name	Wendell J. Knox
b. CRD number, if any	000000000
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))?	Yes No
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
File Number Record: 1
File Number Record:	811-06241
File Number Record: 2
File Number Record:	811-09945
File Number Record: 3
File Number Record:	811-23146
File Number Record: 4
File Number Record:	811-04323
File Number Record: 5
File Number Record:	811-22099
File Number Record: 6
File Number Record:	811-08282
Director Record: 4
a. Full Name	David L. Giunta
b. CRD number, if any	002290469
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))?	Yes No
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
File Number Record: 1
File Number Record:	811-09945
File Number Record: 2
File Number Record:	811-22099
File Number Record: 3
File Number Record:	811-04323
File Number Record: 4
File Number Record:	811-08282
File Number Record: 5
File Number Record:	811-06241
File Number Record: 6
File Number Record:	811-23146
Director Record: 5
a. Full Name	Kevin P. Charleston
b. CRD number, if any	000000000
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))?	Yes No
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
File Number Record: 1
File Number Record:	811-08282
File Number Record: 2
File Number Record:	811-06241
File Number Record: 3
File Number Record:	811-04323
File Number Record: 4
File Number Record:	811-22099
File Number Record: 5
File Number Record:	811-23146
File Number Record: 6
File Number Record:	811-09945
Director Record: 6
a. Full Name	Peter J. Smail
b. CRD number, if any	000000000
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))?	Yes No
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
File Number Record: 1
File Number Record:	811-09945
File Number Record: 2
File Number Record:	811-22099
File Number Record: 3
File Number Record:	811-23146
File Number Record: 4
File Number Record:	811-04323
File Number Record: 5
File Number Record:	811-06241
File Number Record: 6
File Number Record:	811-08282
Director Record: 7
a. Full Name	Kenneth A. Drucker
b. CRD number, if any	000000000
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))?	Yes No
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
File Number Record: 1
File Number Record:	811-04323
File Number Record: 2
File Number Record:	811-23146
File Number Record: 3
File Number Record:	811-09945
File Number Record: 4
File Number Record:	811-22099
File Number Record: 5
File Number Record:	811-08282
File Number Record: 6
File Number Record:	811-06241
Director Record: 8
a. Full Name	Maureen B. Mitchell
b. CRD number, if any	000000000
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))?	Yes No
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
File Number Record: 1
File Number Record:	811-04323
File Number Record: 2
File Number Record:	811-23146
File Number Record: 3
File Number Record:	811-08282
File Number Record: 4
File Number Record:	811-06241
File Number Record: 5
File Number Record:	811-09945
File Number Record: 6
File Number Record:	811-22099
Director Record: 9
a. Full Name	Richard A. Goglia
b. CRD number, if any	000000000
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))?	Yes No
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
File Number Record: 1
File Number Record:	811-23146
File Number Record: 2
File Number Record:	811-09945
File Number Record: 3
File Number Record:	811-06241
File Number Record: 4
File Number Record:	811-04323
File Number Record: 5
File Number Record:	811-22099
File Number Record: 6
File Number Record:	811-08282
Director Record: 10
a. Full Name	Erik R. Sirri
b. CRD number, if any	000000000
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))?	Yes No
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
File Number Record: 1
File Number Record:	811-04323
File Number Record: 2
File Number Record:	811-09945
File Number Record: 3
File Number Record:	811-22099
File Number Record: 4
File Number Record:	811-23146
File Number Record: 5
File Number Record:	811-06241
File Number Record: 6
File Number Record:	811-08282
Director Record: 11
a. Full Name	Cynthia L. Walker
b. CRD number, if any	000000000
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))?	Yes No
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
File Number Record: 1
File Number Record:	811-22099
File Number Record: 2
File Number Record:	811-06241
File Number Record: 3
File Number Record:	811-23146
File Number Record: 4
File Number Record:	811-04323
File Number Record: 5
File Number Record:	811-09945
File Number Record: 6
File Number Record:	811-08282
Director Record: 12
a. Full Name	James P. Palermo
b. CRD number, if any	000000000
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))?	Yes No
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
File Number Record: 1
File Number Record:	811-04323
File Number Record: 2
File Number Record:	811-08282
File Number Record: 3
File Number Record:	811-06241
File Number Record: 4
File Number Record:	811-09945
File Number Record: 5
File Number Record:	811-23146
File Number Record: 6
File Number Record:	811-22099

Item B.9. Chief compliance officer.

Provide the information requested below about each person serving as chief compliance officer of the Registrant for purposes of rule 38a-1 (17 CFR 270.38a- 1):

Chief compliance officer Record: 1
a. Full Name	Kirk D. Johnson
b. CRD Number, if any	000000000
c. Street Address 1	888 Boylston Street
Street Address 2	Suite 800
d. City	Boston
e. State, if applicable	MASSACHUSETTS
f. Foreign country, if applicable	UNITED STATES OF AMERICA
g. Zip code and zip code extension, or foreign postal code	02199-8197
h. Telephone number (including country code if foreign)	XXXXXX
i. Has the chief compliance officer changed since the last filing?	Yes No

If the chief compliance officer is compensated or employed by any person other than the Registrant, or an affiliated person of the Registrant, for providing chief compliance officer services, provide:

CCO employer Record: 1
i. Name of the person	N/A
ii. Person's IRS Employer Identification Number	N/A

Item B.10. Matters for security holder vote.

Instruction. Registrants registered on Forms N-3, N-4 or N-6, should respond "yes" to this Item only if security holder votes were solicited on contract-level matters.

Were any matters submitted by the Registrant for its security holders' vote during the reporting period?

Yes No

Item B.11. Legal proceeding.

Instruction. For purposes of this Item, the following proceedings should be described: (1) any bankruptcy, receivership or similar proceeding with respect to the Registrant or any of its significant subsidiaries; (2) any proceeding to which any director, officer or other affiliated person of the Registrant is a party adverse to the Registrant or any of its subsidiaries; and (3) any proceeding involving the revocation or suspension of the right of the Registrant to sell securities.

a. Have there been any material legal proceedings, other than routine litigation incidental to the business, to which the Registrant or any of its subsidiaries was a party or of which any of their property was the subject during the reporting period?

Yes No

b. Has any proceeding previously reported been terminated?

Yes No

Item B.12. Fidelity bond and insurance (management investment companies only).

a. Were any claims with respect to the Registrant filed under a fidelity bond (including, but not limited to, the fidelity insuring agreement of the bond) during the reporting period?	Yes No

Item B.13. Directors and officers/errors and omissions insurance (management investment companies only).

a. Are the Registrant's officers or directors covered in their capacities as officers or directors under any directors and officers/errors and omissions insurance policy owned by the Registrant or anyone else?	Yes No
i. If yes, were any claims filed under the policy during the reporting period with respect to the Registrant?	Yes No

Item B.14. Provision of financial support.

Instruction. For purposes of this Item, a provision of financial support includes any (1) capital contribution, (2) purchase of a security from a Money Market Fund in reliance on rule 17a-9 under the Act (17 CFR 270.17a-9), (3) purchase of any defaulted or devalued security at fair value reasonably intended to increase or stabilize the value or liquidity of the Registrant's portfolio, (4) execution of letter of credit or letter of indemnity, (5) capital support agreement (whether or not the Registrant ultimately received support), (6) performance guarantee, or (7) other similar action reasonably intended to increase or stabilize the value or liquidity of the Registrant's portfolio. Provision of financial support does not include any (1) routine waiver of fees or reimbursement of Registrant's expenses, (2) routine inter-fund lending, (3) routine inter-fund purchases of Registrant's shares, or (4) action that would qualify as financial support as defined above, that the board of directors has otherwise determined not to be reasonably intended to increase or stabilize the value or liquidity of the Registrant's portfolio.

Did an affiliated person, promoter, or principal underwriter of the Registrant, or an affiliated person of such a person, provide any form of financial support to the Registrant during the reporting period?

Yes No

Item B.15. Exemptive orders.

a. During the reporting period, did the Registrant rely on any orders from the Commission granting an exemption from one or more provisions of the Act, Securities Act or Exchange Act?	Yes No
Release number Record: 1
i. If yes, provide below the release number for each order	IC-26419
Release number Record: 2
i. If yes, provide below the release number for each order	IC-27386
Release number Record: 3
i. If yes, provide below the release number for each order	IC-29172

Item B.16. Principal underwriters.

a. Provide the information requested below about each principal underwriter:

Principal underwriter Record: 1
i. Full name	Natixis Distribution, L.P.
ii. SEC file number (e.g., 8-)	8-46325
iii. CRD number	000034754
iv. LEI, if any	0000000000
v. State, if applicable	MASSACHUSETTS
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Is the principal underwriter an affiliated person of the Registrant, or its investment adviser(s) or depositor?	Yes No
b. Have any principal underwriters been hired or terminated during the reporting period?	Yes No

Item B.17. Independent public accountant.

Provide the following information about eachthe independent public accountant:

Public accountant Record: 1
a. Full Name	PricewaterhouseCoopers LLP
b. PCAOB Number	238
c. LEI, if any	5493002GVO7EO8RNNS37
d. State, if applicable	DELAWARE
e. Foreign country, if applicable	UNITED STATES OF AMERICA

f. Has the independent public accountant changed since the last filing?

Yes No

Item B.18. Report on internal control (management investment companies only).

Instruction. Small business investment companies are not required to respond to this item.

For the reporting period, did an independent public accountant's report on internal control note any material weaknesses?

Yes No

Item B.19. Audit opinion.

For the reporting period, did an independent public accountant issue an opinion other than an unqualified opinion with respect to its audit of the Registrant's financial statements?

Yes No

Item B.20. Change in valuation methods.

Instruction. Responses to this item need not include changes to valuation techniques used for individual securities (e.g., changing from market approach to income approach for a private equity security). In responding to Item B.20.c., provide the applicable "asset type" category specified in Item C.4.a. of Form N-PORT. In responding to Item B.20.d., provide a brief description of the type of investments involved. If the change in valuation methods applies only to certain sub-asset types included in the response to Item B.20.c., please provide the sub-asset types in the response to Item B.20.d. The responses to Item B.20.c. and Item B.20.d. should be identical only if the change in valuation methods applies to all assets within that category.

Have there been material changes in the method of valuation (e.g., change from use of bid price to mid price for fixed income securities or change in trigger threshold for use of fair value factors on international equity securities) of the Registrant's assets during the reporting period?

Yes No

Item B.21. Change in accounting principles and practices.

Have there been any changes in accounting principles or practices, or any change in the method of applying any such accounting principles or practices, which will materially affect the financial statements filed or to be filed for the current year with the Commission and which has not been previously reported?

Yes No

Item B.22. Net asset value error corrections (open-end management investment companies only).

a. During the reporting period, were any payments made to shareholders or shareholder accounts reprocessed as a result of an error in calculating the Registrant's net asset value (or net asset value per share)?

Yes No

Item B.23. Rule 19a-1 notice (management investment companies only).

During the reporting period, did the Registrant pay any dividend or make any distribution in the nature of a dividend payment, required to be accompanied by a written statement pursuant to section 19(a) of the Act (15 U.S.C. 80a-19(a)) and rule 19a-1 thereunder (17 CFR 270.19a-1)?

Yes No

Payment dividend series info Record: 1
a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved:
i. Series name	ASG Dynamic Allocation Fund
ii. Series identification number	S000051707

Payment dividend series info Record: 2
a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved:
i. Series name	ASG Managed Futures Strategy Fund
ii. Series identification number	S000029564

Payment dividend series info Record: 3
a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved:
i. Series name	Natixis Oakmark Fund
ii. Series identification number	S000008033

Payment dividend series info Record: 4
a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved:
i. Series name	ASG Tactical U.S. Market Fund
ii. Series identification number	S000042166

Payment dividend series info Record: 5
a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved:
i. Series name	Vaughan Nelson Value Opportunity Fund
ii. Series identification number	S000023783

General Instruction. Management investment companies that offer multiple series must complete Part C as to each series separately, even if some information is the same for two or more series. To begin this section or add an additional series(s), click on the bar labeled "Add a New Series" below.

Management Investment Record: 1

Item C.1. Background information.

a. Full Name of the Fund	ASG Dynamic Allocation Fund
b. Series identication number, if any	S000051707
c. LEI	549300AEX508L5UPEZ80
d. Is this the first filing on this form by the Fund?	Yes No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?	3
b. How many new Classes of shares of the Fund were added during the reporting period?	0
c. How many Classes of shares of the Fund were terminated during the reporting period?	0
d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class	Class C
ii. Class identification number, if any	C000162712
iii. Ticker symbol, if any	DACFX
Shares Outstanding Record: 2
i. Full name of Class	Class T
ii. Class identification number, if any	C000188571
iii. Ticker symbol, if any	DAATX
Shares Outstanding Record: 3
i. Full name of Class	Class Y
ii. Class identification number, if any	C000162713
iii. Ticker symbol, if any	DAYFX
Shares Outstanding Record: 4
i. Full name of Class	Class A
ii. Class identification number, if any	C000162711
iii. Ticker symbol, if any	DAAFX

Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.

Indicate if the Fund is any one of the types listed below. Check all that apply.

a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund        i.     Exchange-Traded Fund        ii.    Exchange-Traded Managed Fund   b.   Index Fund   c.    Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark   d.    Interval Fund   e.    Fund of Funds   f.     Master-Feeder Fund   g.    Money Market Fund   h.    Target Date Fund   i.     Underlying fund to a variable annuity or variable life insurance contract          N/A

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))?

Yes No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].

a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities?

Yes No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.

a. Is the Fund authorized to engage in securities lending transactions?	Yes No
b. Did the Fund lend any of its securities during the reporting period?	Yes No

c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:

i. Full name of securities lending agent
ii. LEI, if any
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund?	Yes No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent?	Yes No

v. If the entity providing the indemnification is not the securities lending agent, provide the following information:

1. Name of person providing indemnification
2. LEI, if any, of person providing indemnification

vi. Did the Fund exercise its indemnification rights during the reporting period?

Yes No

d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:

i. Full name of cash collateral manager:
ii. LEI, if any:
iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund?	Yes No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund?	Yes No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):	i. Revenue sharing split   ii. Non-revenue sharing split (other than administrative fee)    iii. Administrative fee   iv. Cash collateral reinvestment fee   v. Indemnification fee   vi. Other     N/A
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period	N/A
g. Provide the net income from securities lending activities	N/A

Item C.7. Reliance on certain rules.

Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply)

a. Rule 10f-3 (17 CFR 270.10f-3)    b. Rule 12d1-1 (17 CFR 270.12d1-1)   c. Rule 15a-4 (17 CFR 270.15a-4)    d. Rule 17a-6 (17 CFR 270.17a-6)    e. Rule 17a-7 (17 CFR 270.17a-7)   f. Rule 17a-8 (17 CFR 270.17a-8)   g. Rule 17e-1 (17 CFR 270.17e-1)   h. Rule 22d-1 (17 CFR 270.22d-1)   i. Rule 23c-1 (17 CFR 270.23c-1)    j. Rule 32a-4 (17 CFR 270.32a-4)   N/A

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.

a. Did the Fund have an expense limitation arrangement in place during the reporting period?	Yes No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period?	Yes No
c. Are the fees waived subject to recoupment?	Yes No
d. Were any expenses previously waived recouped during the period?	Yes No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:

Investment Advisers Record: 1
i. Full name	AlphaSimplex Group, LLC
ii. SEC file number ( e.g., 801- )	801-62448
iii.CRD number	000128356
iv. LEI, if any	LU8SRV9ICT5E29588H39
v. State, if applicable	MASSACHUSETTS
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Was the investment adviser hired during the reporting period?	Yes No

b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:

i. Full name
ii. SEC file number ( e.g., 801- )
iii. CRD number
iv. LEI, if any
v. State, if applicable
vi. Foreign country, if applicable
vii. Termination date

c. For each sub-adviser to the Fund, provide the information requested:

i. Full name
ii. SEC file number ( e.g., 801- ), if applicable
iii. CRD number
iv. LEI, if any
v. State, if applicable
vi. Foreign country, if applicable
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)?	Yes No
viii. Was the sub-adviser hired during the reporting period?	Yes No

d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:

i. Full name
ii. SEC file number ( e.g., 801- )
iii. CRD number
iv. LEI, if any
v. State, if applicable
vi. Foreign country, if applicable
vii. Termination date

Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:

Transfer Agents Record: 1
i. Full name	DST Asset Manager Solutions, Inc.
ii.SEC file number ( e.g., 84- or 85- )	84-00896
iii. LEI, if any	00000000000000000000
iv. State, if applicable	MASSACHUSETTS
v. Foreign country, if applicable	UNITED STATES OF AMERICA
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?	Yes No
vii. Is the transfer agent a sub-transfer agent?	Yes No

b. Has a transfer agent been hired or terminated during the reporting period?

Yes No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:

Pricing Services Record: 1
i. Full name	IHS Markit Ltd.
ii. LEI, if any, or provide and describe other identifying number	549300HLPTRASHS0E726
Description of other identifying number
iii. State, if applicable
iv. Foreign country, if applicable	UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?	Yes No
Pricing Services Record: 2
i. Full name	ICE Data Services, Inc.
ii. LEI, if any, or provide and describe other identifying number	5493000NQ9LYLDBCTL34
Description of other identifying number
iii. State, if applicable	NEW JERSEY
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?	Yes No
Pricing Services Record: 3
i. Full name	Refinitiv
ii. LEI, if any, or provide and describe other identifying number	00000000000000000000
Description of other identifying number
iii. State, if applicable	NEW YORK
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?	Yes No
Pricing Services Record: 4
i. Full name	Bloomberg L.P.
ii. LEI, if any, or provide and describe other identifying number	549300B56MD0ZC402L06
Description of other identifying number
iii. State, if applicable	NEW YORK
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?	Yes No

b. Was a pricing service hired or terminated during the reporting period?

Yes No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:

Custodians Record: 1
i. Full name	J.P. Morgan Securities LLC
ii. LEI, if any	ZBUT11V806EZRVTWT807
iii. State, if applicable	NEW YORK
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 2
i. Full name	State Street Bank and Trust Company
ii. LEI, if any	571474TGEMMWANRLN572
iii. State, if applicable	MASSACHUSETTS
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 3
i. Full name	Goldman Sachs & Co. LLC
ii. LEI, if any	FOR8UP27PHTHYVLBNG30
iii. State, if applicable	NEW YORK
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other

b. Has a custodian been hired or terminated during the reporting period?*

Yes No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:

Shareholder servicing agents Record: 1
i. Full name	DST Asset Manager Solutions, Inc.
ii. LEI, if any, or provide and describe other identifying number	84-00896
Description of other identifying number	SEC File Number
iii. State, if applicable	MASSACHUSETTS
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent?	Yes No

b. Has a shareholder servicing agent been hired or terminated during the reporting period?

Yes No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:

Administrators Record: 1
i. Full name	Natixis Advisors, L.P.
ii. LEI, if any, or other identifying number	549300PSRHO2UJWZNJ04
Description of other identifying number
iii. State, if applicable	MASSACHUSETTS
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the administrator a sub-administrator?	Yes No
Administrators Record: 2
i. Full name	State Street Bank and Trust Company
ii. LEI, if any, or other identifying number	571474TGEMMWANRLN572
Description of other identifying number
iii. State, if applicable	MASSACHUSETTS
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the administrator a sub-administrator?	Yes No

b.Has a third-party administrator been hired or terminated during the reporting period?

Yes No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:

Broker Dealers Record: 1
a. Full name	Credit Foncier de France
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	969500EYG6U339D3TI84
e. State, if applicable
f. Foreign country, if applicable	FRANCE
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 2
a. Full name	Harris Associates Securities L.P.
b. SEC file number	N/A
c. CRD number	000006959
d. LEI, if any	0000000000
e. State, if applicable	ILLINOIS
f. Foreign country, if applicable	UNITED STATES OF AMERICA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 3
a. Full name	Natixis Investment Managers Switzerland Sarl
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	N/A
e. State, if applicable
f. Foreign country, if applicable	SWITZERLAND
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 4
a. Full name	Natixis Investment Managers Canada LP
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable
f. Foreign country, if applicable	CANADA (FEDERAL LEVEL)
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 5
a. Full name	Natixis Structured Issuance SA
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	549300YZ10WOWPBPDW20
e. State, if applicable
f. Foreign country, if applicable	LUXEMBOURG
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 6
a. Full name	Natixis Investment Managers International
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	969500WCY7P9HOJNP063
e. State, if applicable
f. Foreign country, if applicable	FRANCE
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 7
a. Full name	Natixis Investment Managers Japan Co., Ltd.
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable
f. Foreign country, if applicable	JAPAN
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 8
a. Full name	Natixis
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	KX1WK48MPD4Y2NCUIZ63
e. State, if applicable
f. Foreign country, if applicable	FRANCE
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 9
a. Full name	Natixis Australia Pty Ltd
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable
f. Foreign country, if applicable	AUSTRALIA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 10
a. Full name	Natixis Asia Limited
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	549300FLVWNBJU1GUG93
e. State, if applicable
f. Foreign country, if applicable	HONG KONG
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 11
a. Full name	DNCA Courtage
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable
f. Foreign country, if applicable	FRANCE
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 12
a. Full name	Natixis Securities Americas LLC
b. SEC file number	8-719
c. CRD number	000001101
d. LEI, if any	549300L8G1E7ZHVEOG75
e. State, if applicable	NEW YORK
f. Foreign country, if applicable	UNITED STATES OF AMERICA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 13
a. Full name	Natixis Investment Managers S.A.
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	5493004FNBJP406R4B02
e. State, if applicable
f. Foreign country, if applicable	LUXEMBOURG
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 14
a. Full name	Natixis Investment Managers Australia Pty Limited
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable
f. Foreign country, if applicable	AUSTRALIA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 15
a. Full name	Natixis Investment Managers UK Ltd
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable
f. Foreign country, if applicable	UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 16
a. Full name	Natixis Interepargne
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	969500K5E8ZEUGFEJ896
e. State, if applicable
f. Foreign country, if applicable	FRANCE
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 17
a. Full name	Natixis Investment Managers Hong Kong Limited
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable
f. Foreign country, if applicable	HONG KONG
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 18
a. Full name	NATIXIS Pfandbriefbank AG
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	529900J6VNDBVTKV7I86
e. State, if applicable
f. Foreign country, if applicable	GERMANY
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 19
a. Full name	PJ Solomon Securities, LLC
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable	NEW YORK
f. Foreign country, if applicable	UNITED STATES OF AMERICA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 20
a. Full name	Loomis Sayles Distributors, L.P.
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable	MASSACHUSETTS
f. Foreign country, if applicable	UNITED STATES OF AMERICA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 21
a. Full name	Natixis Asset Management Finance
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	969500OCY8KZTP2CB380
e. State, if applicable
f. Foreign country, if applicable	FRANCE
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 22
a. Full name	Natixis Wealth Management
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	969500892AQHFDSWRF71
e. State, if applicable
f. Foreign country, if applicable	FRANCE
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 23
a. Full name	Nexgen Capital Limited
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	635400RB4CFTG3P1H146
e. State, if applicable
f. Foreign country, if applicable	IRELAND
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 24
a. Full name	Natixis Distribution, L.P.
b. SEC file number	N/A
c. CRD number	000034754
d. LEI, if any	0000000000
e. State, if applicable	MASSACHUSETTS
f. Foreign country, if applicable	UNITED STATES OF AMERICA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 25
a. Full name	Natixis Japan Securities Co., Ltd.
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	549300JX7L6CKP0SZF78
e. State, if applicable
f. Foreign country, if applicable	JAPAN
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 26
a. Full name	Natixis Funding Corp.
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	549300Z415GT4OWHU676
e. State, if applicable	NEW YORK
f. Foreign country, if applicable	UNITED STATES OF AMERICA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000

Item C.16. Brokers.

Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.

a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:

i. Full name of broker
ii. SEC file number
iii. CRD number
iv. LEI, if any
v. State, if applicable
vi. Foreign country, if applicable
vii. Gross commissions paid by the Fund for the reporting period

b. Aggregate brokerage commissions paid by Fund during the reporting period:	0.00000000

Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:

Principal Transactions Record: 1
i. Full name of dealer	Goldman Sachs & Co. LLC
ii. SEC file number	8-129
iii. CRD number	000000361
iv. LEI, if any	FOR8UP27PHTHYVLBNG30
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	17,206,114.64000000
Principal Transactions Record: 2
i. Full name of dealer	Deutsche Bank Securities Inc.
ii. SEC file number	8-17822
iii. CRD number	000002525
iv. LEI, if any	9J6MBOOO7BECTDTUZW19
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	5,700,000.00000000
Principal Transactions Record: 3
i. Full name of dealer	Pershing LLC
ii. SEC file number	8-17574
iii. CRD number	000007560
iv. LEI, if any	ZI8Q1A8EI8LQFJNM0D94
v. State, if applicable	NEW JERSEY
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	34,400,012.55000000
Principal Transactions Record: 4
i. Full name of dealer	RBC Capital Markets, LLC
ii. SEC file number	8-45411
iii. CRD number	000031194
iv. LEI, if any	549300LCO2FLSSVFFR64
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	1,999,947.78000000
Principal Transactions Record: 5
i. Full name of dealer	CIBC World Markets Corp.
ii. SEC file number	8-18333
iii. CRD number	000000630
iv. LEI, if any	549300445CON3DBMU275
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	133,725,000.00000000
Principal Transactions Record: 6
i. Full name of dealer	Mizuho Securities USA LLC
ii. SEC file number	8-37710
iii. CRD number	000019647
iv. LEI, if any	7TK5RJIZDFROZCA6XF66
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	2,750,000.00000000
Principal Transactions Record: 7
i. Full name of dealer	MUFG Union Bank, National Association
ii. SEC file number	N/A
iii. CRD number	000019685
iv. LEI, if any	OX3PU53ZLPQKJ4700D47
v. State, if applicable	CALIFORNIA
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	500,000.00000000
Principal Transactions Record: 8
i. Full name of dealer	Merrill Lynch, Pierce, Fenner & Smith Incorporated
ii. SEC file number	8-7221
iii. CRD number	000007691
iv. LEI, if any	8NAV47T0Y26Q87Y0QP81
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	89,938,497.21000000
Principal Transactions Record: 9
i. Full name of dealer	ICAP Corporates LLC
ii. SEC file number	8-12726
iii. CRD number	000002762
iv. LEI, if any	78E0W5ARMBFSS8K1Y274
v. State, if applicable	NEW JERSEY
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	445,735,469.20000000

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

731,955,041.40000000

Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)?

Yes No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period	41,207,853.72000000
b. Provide the money market fund's daily average net assets during the reporting period

Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:

a. Does the Fund have available a line of credit?

Yes No

If yes, for each line of credit, provide the information requested below:

Line of Credit details Record: 1
i. Is the line of credit a committed or uncommitted line of credit?	Committed Uncommitted
ii. What size is the line of credit?	400,000,000.00000000
iii. With which institution(s) is the line of credit?
Line Institutions Record: 1
Name of institution	State Street Bank and Trust Company
iv. Is the line of credit just for the Fund, or is it shared among multiple funds?	Sole Shared

1. If shared, list the names of other funds that may use the line of credit.

Shared Credit Users Record: 1

Name of fund	Natixis Oakmark International Fund
SEC File number( e.g., 811- )	811-04323

Shared Credit Users Record: 2

Name of fund	Loomis Sayles Investment Grade Fixed Income Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 3

Name of fund	Natixis Sustainable Future 2050 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 4

Name of fund	Vaughan Nelson Select Fund
SEC File number( e.g., 811- )	811-00242

Shared Credit Users Record: 5

Name of fund	Loomis Sayles Intermediate Duration Bond Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 6

Name of fund	Loomis Sayles Institutional High Income Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 7

Name of fund	Loomis Sayles Global Allocation Fund
SEC File number( e.g., 811- )	811-06241

Shared Credit Users Record: 8

Name of fund	Natixis Seeyond International Minimum Volatility ETF
SEC File number( e.g., 811- )	811-23146

Shared Credit Users Record: 9

Name of fund	ASG Global Alternatives Fund
SEC File number( e.g., 811- )	811-00242

Shared Credit Users Record: 10

Name of fund	Loomis Sayles Small Cap Growth Fund
SEC File number( e.g., 811- )	811-06241

Shared Credit Users Record: 11

Name of fund	Natixis Sustainable Future 2030 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 12

Name of fund	Natixis U.S. Equity Opportunities Fund
SEC File number( e.g., 811- )	811-04323

Shared Credit Users Record: 13

Name of fund	AEW Real Estate Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 14

Name of fund	Mirova Global Green Bond Fund
SEC File number( e.g., 811- )	811-04323

Shared Credit Users Record: 15

Name of fund	Natixis Sustainable Future 2060 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 16

Name of fund	Loomis Sayles Small/Mid Cap Growth Fund
SEC File number( e.g., 811- )	811-06241

Shared Credit Users Record: 17

Name of fund	Natixis Sustainable Future 2015 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 18

Name of fund	Loomis Sayles Limited Term Government and Agency Fund
SEC File number( e.g., 811- )	811-06241

Shared Credit Users Record: 19

Name of fund	Natixis Loomis Sayles Short Duration Income ETF
SEC File number( e.g., 811- )	811-23146

Shared Credit Users Record: 20

Name of fund	Gateway Equity Call Premium Fund
SEC File number( e.g., 811- )	811-22099

Shared Credit Users Record: 21

Name of fund	Loomis Sayles Global Bond Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 22

Name of fund	Natixis Sustainable Future 2055 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 23

Name of fund	Natixis Oakmark Fund
SEC File number( e.g., 811- )	811-00242

Shared Credit Users Record: 24

Name of fund	Natixis Sustainable Future 2045 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 25

Name of fund	Loomis Sayles High Income Fund
SEC File number( e.g., 811- )	811-06241

Shared Credit Users Record: 26

Name of fund	Natixis Sustainable Future 2020 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 27

Name of fund	Loomis Sayles Core Plus Bond Fund
SEC File number( e.g., 811- )	811-04323

Shared Credit Users Record: 28

Name of fund	Loomis Sayles High Income Opportunities Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 29

Name of fund	Loomis Sayles Strategic Alpha Fund
SEC File number( e.g., 811- )	811-00242

Shared Credit Users Record: 30

Name of fund	Loomis Sayles Global Growth Fund
SEC File number( e.g., 811- )	811-00242

Shared Credit Users Record: 31

Name of fund	Loomis Sayles Inflation Protected Securities Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 32

Name of fund	Loomis Sayles Investment Grade Bond Fund
SEC File number( e.g., 811- )	811-06241

Shared Credit Users Record: 33

Name of fund	Natixis Sustainable Future 2040 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 34

Name of fund	Loomis Sayles Multi-Asset Income Fund
SEC File number( e.g., 811- )	811-04323

Shared Credit Users Record: 35

Name of fund	Loomis Sayles Strategic Income Fund
SEC File number( e.g., 811- )	811-06241

Shared Credit Users Record: 36

Name of fund	Loomis Sayles Fixed Income Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 37

Name of fund	Vaughan Nelson Small Cap Value Fund
SEC File number( e.g., 811- )	811-04323

Shared Credit Users Record: 38

Name of fund	McDonnell Intermediate Municipal Bond Fund
SEC File number( e.g., 811- )	811-00242

Shared Credit Users Record: 39

Name of fund	Loomis Sayles Small Cap Value Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 40

Name of fund	Loomis Sayles Bond Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 41

Name of fund	Loomis Sayles Growth Fund
SEC File number( e.g., 811- )	811-06241

Shared Credit Users Record: 42

Name of fund	Gateway Fund
SEC File number( e.g., 811- )	811-22099

Shared Credit Users Record: 43

Name of fund	Natixis Sustainable Future 2025 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 44

Name of fund	Loomis Sayles Securitized Asset Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 45

Name of fund	Natixis Sustainable Future 2035 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 46

Name of fund	ASG Managed Futures Strategy Fund
SEC File number( e.g., 811- )	811-00242

Shared Credit Users Record: 47

Name of fund	Mirova Global Sustainable Equity Fund
SEC File number( e.g., 811- )	811-04323

Shared Credit Users Record: 48

Name of fund	ASG Tactical U.S. Market Fund
SEC File number( e.g., 811- )	811-00242

Shared Credit Users Record: 49

Name of fund	Vaughan Nelson Value Opportunity Fund
SEC File number( e.g., 811- )	811-00242

v. Did the Fund draw on the line of credit this period? Yes No

b. Did the Fund engage in interfund lending?	Yes No

c.Did the Fund engage in interfund borrowing?	Yes No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:

a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?	Yes No

Management Investment Record: 2

Item C.1. Background information.

a. Full Name of the Fund	ASG Global Alternatives Fund
b. Series identication number, if any	S000023548
c. LEI	549300O2NJFJ5NLVRI47
d. Is this the first filing on this form by the Fund?	Yes No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?	4
b. How many new Classes of shares of the Fund were added during the reporting period?	0
c. How many Classes of shares of the Fund were terminated during the reporting period?	0
d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class	Class C
ii. Class identification number, if any	C000069270
iii. Ticker symbol, if any	GAFCX
Shares Outstanding Record: 2
i. Full name of Class	Class A
ii. Class identification number, if any	C000069269
iii. Ticker symbol, if any	GAFAX
Shares Outstanding Record: 3
i. Full name of Class	Class T
ii. Class identification number, if any	C000188565
iii. Ticker symbol, if any	GAFTX
Shares Outstanding Record: 4
i. Full name of Class	Class Y
ii. Class identification number, if any	C000069271
iii. Ticker symbol, if any	GAFYX
Shares Outstanding Record: 5
i. Full name of Class	Class N
ii. Class identification number, if any	C000128763
iii. Ticker symbol, if any	GAFNX

Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.

Indicate if the Fund is any one of the types listed below. Check all that apply.

a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund        i.     Exchange-Traded Fund        ii.    Exchange-Traded Managed Fund   b.   Index Fund   c.    Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark   d.    Interval Fund   e.    Fund of Funds   f.     Master-Feeder Fund   g.    Money Market Fund   h.    Target Date Fund   i.     Underlying fund to a variable annuity or variable life insurance contract          N/A

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))?

Yes No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].

a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities?	Yes No
b. If yes, provide the following information:
Foreign Investments Record: 1
Full name of subsidiary	ASG GLOBAL ALTERNATIVES CAYMAN
LEI of subsidiary, if any	549300H842ZOJYA9DG30

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.

a. Is the Fund authorized to engage in securities lending transactions?	Yes No
b. Did the Fund lend any of its securities during the reporting period?	Yes No

c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:

i. Full name of securities lending agent
ii. LEI, if any
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund?	Yes No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent?	Yes No

v. If the entity providing the indemnification is not the securities lending agent, provide the following information:

1. Name of person providing indemnification
2. LEI, if any, of person providing indemnification

vi. Did the Fund exercise its indemnification rights during the reporting period?

Yes No

d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:

i. Full name of cash collateral manager:
ii. LEI, if any:
iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund?	Yes No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund?	Yes No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):	i. Revenue sharing split   ii. Non-revenue sharing split (other than administrative fee)    iii. Administrative fee   iv. Cash collateral reinvestment fee   v. Indemnification fee   vi. Other     N/A
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period	N/A
g. Provide the net income from securities lending activities	N/A

Item C.7. Reliance on certain rules.

Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply)

a. Rule 10f-3 (17 CFR 270.10f-3)    b. Rule 12d1-1 (17 CFR 270.12d1-1)   c. Rule 15a-4 (17 CFR 270.15a-4)    d. Rule 17a-6 (17 CFR 270.17a-6)    e. Rule 17a-7 (17 CFR 270.17a-7)   f. Rule 17a-8 (17 CFR 270.17a-8)   g. Rule 17e-1 (17 CFR 270.17e-1)   h. Rule 22d-1 (17 CFR 270.22d-1)   i. Rule 23c-1 (17 CFR 270.23c-1)    j. Rule 32a-4 (17 CFR 270.32a-4)   N/A

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.

a. Did the Fund have an expense limitation arrangement in place during the reporting period?	Yes No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period?	Yes No
c. Are the fees waived subject to recoupment?	Yes No
d. Were any expenses previously waived recouped during the period?	Yes No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:

Investment Advisers Record: 1
i. Full name	AlphaSimplex Group, LLC
ii. SEC file number ( e.g., 801- )	801-62448
iii.CRD number	000128356
iv. LEI, if any	LU8SRV9ICT5E29588H39
v. State, if applicable	MASSACHUSETTS
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Was the investment adviser hired during the reporting period?	Yes No

b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:

i. Full name
ii. SEC file number ( e.g., 801- )
iii. CRD number
iv. LEI, if any
v. State, if applicable
vi. Foreign country, if applicable
vii. Termination date

c. For each sub-adviser to the Fund, provide the information requested:

i. Full name
ii. SEC file number ( e.g., 801- ), if applicable
iii. CRD number
iv. LEI, if any
v. State, if applicable
vi. Foreign country, if applicable
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)?	Yes No
viii. Was the sub-adviser hired during the reporting period?	Yes No

d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:

i. Full name
ii. SEC file number ( e.g., 801- )
iii. CRD number
iv. LEI, if any
v. State, if applicable
vi. Foreign country, if applicable
vii. Termination date

Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:

Transfer Agents Record: 1
i. Full name	DST Asset Manager Solutions, Inc.
ii.SEC file number ( e.g., 84- or 85- )	84-00896
iii. LEI, if any	00000000000000000000
iv. State, if applicable	MASSACHUSETTS
v. Foreign country, if applicable	UNITED STATES OF AMERICA
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?	Yes No
vii. Is the transfer agent a sub-transfer agent?	Yes No

b. Has a transfer agent been hired or terminated during the reporting period?

Yes No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:

Pricing Services Record: 1
i. Full name	Bloomberg L.P.
ii. LEI, if any, or provide and describe other identifying number	549300B56MD0ZC402L06
Description of other identifying number
iii. State, if applicable	NEW YORK
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?	Yes No
Pricing Services Record: 2
i. Full name	ICE Data Services, Inc.
ii. LEI, if any, or provide and describe other identifying number	5493000NQ9LYLDBCTL34
Description of other identifying number
iii. State, if applicable	NEW JERSEY
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?	Yes No
Pricing Services Record: 3
i. Full name	IHS Markit Ltd.
ii. LEI, if any, or provide and describe other identifying number	549300HLPTRASHS0E726
Description of other identifying number
iii. State, if applicable
iv. Foreign country, if applicable	UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?	Yes No
Pricing Services Record: 4
i. Full name	Refinitiv
ii. LEI, if any, or provide and describe other identifying number	00000000000000000000
Description of other identifying number
iii. State, if applicable	NEW YORK
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?	Yes No

b. Was a pricing service hired or terminated during the reporting period?

Yes No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:

Custodians Record: 1
i. Full name	J.P. Morgan Securities LLC
ii. LEI, if any	ZBUT11V806EZRVTWT807
iii. State, if applicable	NEW YORK
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 2
i. Full name	State Street Bank and Trust Company
ii. LEI, if any	571474TGEMMWANRLN572
iii. State, if applicable	MASSACHUSETTS
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 3
i. Full name	Goldman Sachs & Co. LLC
ii. LEI, if any	FOR8UP27PHTHYVLBNG30
iii. State, if applicable	NEW YORK
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other

b. Has a custodian been hired or terminated during the reporting period?*

Yes No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:

Shareholder servicing agents Record: 1
i. Full name	DST Asset Manager Solutions, Inc.
ii. LEI, if any, or provide and describe other identifying number	84-00896
Description of other identifying number	SEC File Number
iii. State, if applicable	MASSACHUSETTS
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent?	Yes No

b. Has a shareholder servicing agent been hired or terminated during the reporting period?

Yes No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:

Administrators Record: 1
i. Full name	State Street Bank and Trust Company
ii. LEI, if any, or other identifying number	571474TGEMMWANRLN572
Description of other identifying number
iii. State, if applicable	MASSACHUSETTS
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the administrator a sub-administrator?	Yes No
Administrators Record: 2
i. Full name	Natixis Advisors, L.P.
ii. LEI, if any, or other identifying number	549300PSRHO2UJWZNJ04
Description of other identifying number
iii. State, if applicable	MASSACHUSETTS
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the administrator a sub-administrator?	Yes No

b.Has a third-party administrator been hired or terminated during the reporting period?

Yes No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:

Broker Dealers Record: 1
a. Full name	Natixis Asset Management Finance
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	969500OCY8KZTP2CB380
e. State, if applicable
f. Foreign country, if applicable	FRANCE
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 2
a. Full name	Nexgen Capital Limited
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	635400RB4CFTG3P1H146
e. State, if applicable
f. Foreign country, if applicable	IRELAND
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 3
a. Full name	DNCA Courtage
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable
f. Foreign country, if applicable	FRANCE
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 4
a. Full name	Harris Associates Securities L.P.
b. SEC file number	N/A
c. CRD number	000006959
d. LEI, if any	0000000000
e. State, if applicable	ILLINOIS
f. Foreign country, if applicable	UNITED STATES OF AMERICA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 5
a. Full name	Natixis
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	KX1WK48MPD4Y2NCUIZ63
e. State, if applicable
f. Foreign country, if applicable	FRANCE
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 6
a. Full name	Loomis Sayles Distributors, L.P.
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable	MASSACHUSETTS
f. Foreign country, if applicable	UNITED STATES OF AMERICA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 7
a. Full name	Natixis Investment Managers Canada LP
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable
f. Foreign country, if applicable	CANADA (FEDERAL LEVEL)
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 8
a. Full name	Natixis Investment Managers UK Ltd
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable
f. Foreign country, if applicable	UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 9
a. Full name	Natixis Investment Managers Switzerland Sarl
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	N/A
e. State, if applicable
f. Foreign country, if applicable	SWITZERLAND
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 10
a. Full name	Natixis Funding Corp.
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	549300Z415GT4OWHU676
e. State, if applicable	NEW YORK
f. Foreign country, if applicable	UNITED STATES OF AMERICA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 11
a. Full name	Natixis Investment Managers S.A.
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	5493004FNBJP406R4B02
e. State, if applicable
f. Foreign country, if applicable	LUXEMBOURG
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 12
a. Full name	Natixis Investment Managers Australia Pty Limited
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable
f. Foreign country, if applicable	AUSTRALIA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 13
a. Full name	Natixis Australia Pty Ltd
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable
f. Foreign country, if applicable	AUSTRALIA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 14
a. Full name	Natixis Investment Managers Japan Co., Ltd.
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable
f. Foreign country, if applicable	JAPAN
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 15
a. Full name	Natixis Asia Limited
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	549300FLVWNBJU1GUG93
e. State, if applicable
f. Foreign country, if applicable	HONG KONG
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 16
a. Full name	Natixis Securities Americas LLC
b. SEC file number	8-719
c. CRD number	000001101
d. LEI, if any	549300L8G1E7ZHVEOG75
e. State, if applicable	NEW YORK
f. Foreign country, if applicable	UNITED STATES OF AMERICA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 17
a. Full name	Credit Foncier de France
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	969500EYG6U339D3TI84
e. State, if applicable
f. Foreign country, if applicable	FRANCE
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 18
a. Full name	NATIXIS Pfandbriefbank AG
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	529900J6VNDBVTKV7I86
e. State, if applicable
f. Foreign country, if applicable	GERMANY
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 19
a. Full name	Natixis Investment Managers International
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	969500WCY7P9HOJNP063
e. State, if applicable
f. Foreign country, if applicable	FRANCE
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 20
a. Full name	Natixis Investment Managers Hong Kong Limited
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable
f. Foreign country, if applicable	HONG KONG
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 21
a. Full name	Natixis Structured Issuance SA
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	549300YZ10WOWPBPDW20
e. State, if applicable
f. Foreign country, if applicable	LUXEMBOURG
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 22
a. Full name	Natixis Japan Securities Co., Ltd.
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	549300JX7L6CKP0SZF78
e. State, if applicable
f. Foreign country, if applicable	JAPAN
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 23
a. Full name	Natixis Interepargne
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	969500K5E8ZEUGFEJ896
e. State, if applicable
f. Foreign country, if applicable	FRANCE
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 24
a. Full name	PJ Solomon Securities, LLC
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable	NEW YORK
f. Foreign country, if applicable	UNITED STATES OF AMERICA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 25
a. Full name	Natixis Distribution, L.P.
b. SEC file number	N/A
c. CRD number	000034754
d. LEI, if any	0000000000
e. State, if applicable	MASSACHUSETTS
f. Foreign country, if applicable	UNITED STATES OF AMERICA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 26
a. Full name	Natixis Wealth Management
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	969500892AQHFDSWRF71
e. State, if applicable
f. Foreign country, if applicable	FRANCE
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000

Item C.16. Brokers.

Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.

a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:

Brokers Record: 1
i. Full name of broker	Merrill Lynch, Pierce, Fenner & Smith Incorporated
ii. SEC file number	8-7221
iii. CRD number	000007691
iv. LEI, if any	8NAV47T0Y26Q87Y0QP81
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Gross commissions paid by the Fund for the reporting period	1,273.38000000
Brokers Record: 2
i. Full name of broker	BTIG, LLC
ii. SEC file number	8-65473
iii. CRD number	000122225
iv. LEI, if any	549300GTG9PL6WO3EC51
v. State, if applicable	CALIFORNIA
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Gross commissions paid by the Fund for the reporting period	16,818.06000000
Brokers Record: 3
i. Full name of broker	Weeden & Co. L.P.
ii. SEC file number	8-37267
iii. CRD number	000016835
iv. LEI, if any	549300OYBLKSN8M8EW67
v. State, if applicable	CONNECTICUT
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Gross commissions paid by the Fund for the reporting period	15,041.75000000
Brokers Record: 4
i. Full name of broker	ITG Securities (Asia) Limited
ii. SEC file number	N/A
iii. CRD number	000000000
iv. LEI, if any	00000000000000000000
v. State, if applicable
vi. Foreign country, if applicable	HONG KONG
vii. Gross commissions paid by the Fund for the reporting period	8,793.38000000
Brokers Record: 5
i. Full name of broker	Virtu Americas LLC
ii. SEC file number	8-68193
iii. CRD number	000149823
iv. LEI, if any	549300RA02N3BNSWBV74
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Gross commissions paid by the Fund for the reporting period	11,851.29000000
b. Aggregate brokerage commissions paid by Fund during the reporting period:	53,777.86000000

Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:

Principal Transactions Record: 1
i. Full name of dealer	Pershing LLC
ii. SEC file number	8-17574
iii. CRD number	000007560
iv. LEI, if any	ZI8Q1A8EI8LQFJNM0D94
v. State, if applicable	NEW JERSEY
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	2,138,500,251.03000000
Principal Transactions Record: 2
i. Full name of dealer	MUFG Union Bank, National Association
ii. SEC file number	N/A
iii. CRD number	000019685
iv. LEI, if any	OX3PU53ZLPQKJ4700D47
v. State, if applicable	CALIFORNIA
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	100,000,000.00000000
Principal Transactions Record: 3
i. Full name of dealer	Mizuho Securities USA LLC
ii. SEC file number	8-37710
iii. CRD number	000019647
iv. LEI, if any	7TK5RJIZDFROZCA6XF66
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	300,000,000.00000000
Principal Transactions Record: 4
i. Full name of dealer	Merrill Lynch, Pierce, Fenner & Smith Incorporated
ii. SEC file number	8-7221
iii. CRD number	000007691
iv. LEI, if any	8NAV47T0Y26Q87Y0QP81
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	3,812,440,015.74999900
Principal Transactions Record: 5
i. Full name of dealer	Deutsche Bank Capital Corporation
ii. SEC file number	8-15774
iii. CRD number	000005323
iv. LEI, if any	529900NZEAS6DR7N9T89
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	98,000,000.00000000
Principal Transactions Record: 6
i. Full name of dealer	CIBC World Markets Corp.
ii. SEC file number	8-18333
iii. CRD number	000000630
iv. LEI, if any	549300445CON3DBMU275
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	15,065,400,000.00000000
Principal Transactions Record: 7
i. Full name of dealer	ICAP Corporates LLC
ii. SEC file number	8-12726
iii. CRD number	000002762
iv. LEI, if any	78E0W5ARMBFSS8K1Y274
v. State, if applicable	NEW JERSEY
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	21,782,138,508.76000200
Principal Transactions Record: 8
i. Full name of dealer	Citigroup Global Markets Inc.
ii. SEC file number	8-8177
iii. CRD number	000007059
iv. LEI, if any	MBNUM2BPBDO7JBLYG310
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	50,000,000.00000000
Principal Transactions Record: 9
i. Full name of dealer	RBC Capital Markets, LLC
ii. SEC file number	8-45411
iii. CRD number	000031194
iv. LEI, if any	549300LCO2FLSSVFFR64
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	204,942,130.26000000
Principal Transactions Record: 10
i. Full name of dealer	Goldman Sachs & Co. LLC
ii. SEC file number	8-129
iii. CRD number	000000361
iv. LEI, if any	FOR8UP27PHTHYVLBNG30
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	103,470,285.14000000

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

43,790,891,191.00000000

Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)?

Yes No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period	1,417,489,445.23000000
b. Provide the money market fund's daily average net assets during the reporting period

Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:

a. Does the Fund have available a line of credit?

Yes No

If yes, for each line of credit, provide the information requested below:

Line of Credit details Record: 1
i. Is the line of credit a committed or uncommitted line of credit?	Committed Uncommitted
ii. What size is the line of credit?	400,000,000.00000000
iii. With which institution(s) is the line of credit?
Line Institutions Record: 1
Name of institution	State Street Bank and Trust Company
iv. Is the line of credit just for the Fund, or is it shared among multiple funds?	Sole Shared

1. If shared, list the names of other funds that may use the line of credit.

Shared Credit Users Record: 1

Name of fund	Loomis Sayles Limited Term Government and Agency Fund
SEC File number( e.g., 811- )	811-06241

Shared Credit Users Record: 2

Name of fund	Loomis Sayles Strategic Alpha Fund
SEC File number( e.g., 811- )	811-00242

Shared Credit Users Record: 3

Name of fund	Natixis Oakmark Fund
SEC File number( e.g., 811- )	811-00242

Shared Credit Users Record: 4

Name of fund	ASG Dynamic Allocation Fund
SEC File number( e.g., 811- )	811-00242

Shared Credit Users Record: 5

Name of fund	Loomis Sayles High Income Fund
SEC File number( e.g., 811- )	811-06241

Shared Credit Users Record: 6

Name of fund	Loomis Sayles Fixed Income Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 7

Name of fund	Mirova Global Sustainable Equity Fund
SEC File number( e.g., 811- )	811-04323

Shared Credit Users Record: 8

Name of fund	Natixis Sustainable Future 2020 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 9

Name of fund	Natixis Sustainable Future 2015 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 10

Name of fund	Loomis Sayles Securitized Asset Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 11

Name of fund	Natixis Sustainable Future 2030 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 12

Name of fund	Natixis Sustainable Future 2040 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 13

Name of fund	Natixis U.S. Equity Opportunities Fund
SEC File number( e.g., 811- )	811-04323

Shared Credit Users Record: 14

Name of fund	Loomis Sayles Strategic Income Fund
SEC File number( e.g., 811- )	811-06241

Shared Credit Users Record: 15

Name of fund	Natixis Sustainable Future 2050 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 16

Name of fund	Loomis Sayles Investment Grade Bond Fund
SEC File number( e.g., 811- )	811-06241

Shared Credit Users Record: 17

Name of fund	Mirova Global Green Bond Fund
SEC File number( e.g., 811- )	811-04323

Shared Credit Users Record: 18

Name of fund	Natixis Sustainable Future 2045 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 19

Name of fund	McDonnell Intermediate Municipal Bond Fund
SEC File number( e.g., 811- )	811-00242

Shared Credit Users Record: 20

Name of fund	Vaughan Nelson Value Opportunity Fund
SEC File number( e.g., 811- )	811-00242

Shared Credit Users Record: 21

Name of fund	Loomis Sayles Small/Mid Cap Growth Fund
SEC File number( e.g., 811- )	811-06241

Shared Credit Users Record: 22

Name of fund	Loomis Sayles Small Cap Growth Fund
SEC File number( e.g., 811- )	811-06241

Shared Credit Users Record: 23

Name of fund	Vaughan Nelson Select Fund
SEC File number( e.g., 811- )	811-00242

Shared Credit Users Record: 24

Name of fund	Natixis Sustainable Future 2025 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 25

Name of fund	Gateway Equity Call Premium Fund
SEC File number( e.g., 811- )	811-22099

Shared Credit Users Record: 26

Name of fund	Loomis Sayles Multi-Asset Income Fund
SEC File number( e.g., 811- )	811-04323

Shared Credit Users Record: 27

Name of fund	Loomis Sayles Inflation Protected Securities Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 28

Name of fund	Loomis Sayles Global Bond Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 29

Name of fund	Natixis Sustainable Future 2055 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 30

Name of fund	Natixis Sustainable Future 2035 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 31

Name of fund	Loomis Sayles Institutional High Income Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 32

Name of fund	Loomis Sayles Investment Grade Fixed Income Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 33

Name of fund	Loomis Sayles Small Cap Value Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 34

Name of fund	Vaughan Nelson Small Cap Value Fund
SEC File number( e.g., 811- )	811-04323

Shared Credit Users Record: 35

Name of fund	Natixis Sustainable Future 2060 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 36

Name of fund	Natixis Loomis Sayles Short Duration Income ETF
SEC File number( e.g., 811- )	811-23146

Shared Credit Users Record: 37

Name of fund	Natixis Seeyond International Minimum Volatility ETF
SEC File number( e.g., 811- )	811-23146

Shared Credit Users Record: 38

Name of fund	ASG Tactical U.S. Market Fund
SEC File number( e.g., 811- )	811-00242

Shared Credit Users Record: 39

Name of fund	Loomis Sayles Global Allocation Fund
SEC File number( e.g., 811- )	811-06241

Shared Credit Users Record: 40

Name of fund	Loomis Sayles High Income Opportunities Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 41

Name of fund	Loomis Sayles Growth Fund
SEC File number( e.g., 811- )	811-06241

Shared Credit Users Record: 42

Name of fund	Loomis Sayles Core Plus Bond Fund
SEC File number( e.g., 811- )	811-04323

Shared Credit Users Record: 43

Name of fund	AEW Real Estate Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 44

Name of fund	Gateway Fund
SEC File number( e.g., 811- )	811-22099

Shared Credit Users Record: 45

Name of fund	Loomis Sayles Global Growth Fund
SEC File number( e.g., 811- )	811-00242

Shared Credit Users Record: 46

Name of fund	Loomis Sayles Intermediate Duration Bond Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 47

Name of fund	Natixis Oakmark International Fund
SEC File number( e.g., 811- )	811-04323

Shared Credit Users Record: 48

Name of fund	Loomis Sayles Bond Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 49

Name of fund	ASG Managed Futures Strategy Fund
SEC File number( e.g., 811- )	811-00242

v. Did the Fund draw on the line of credit this period? Yes No

b. Did the Fund engage in interfund lending?	Yes No

c.Did the Fund engage in interfund borrowing?	Yes No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:

a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?	Yes No

Management Investment Record: 3

Item C.1. Background information.

a. Full Name of the Fund	Natixis Oakmark Fund
b. Series identication number, if any	S000008033
c. LEI	5493007A4T6WSF24HP83
d. Is this the first filing on this form by the Fund?	Yes No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?	4
b. How many new Classes of shares of the Fund were added during the reporting period?	0
c. How many Classes of shares of the Fund were terminated during the reporting period?	0
d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class	Class A
ii. Class identification number, if any	C000021802
iii. Ticker symbol, if any	NEFOX
Shares Outstanding Record: 2
i. Full name of Class	Class Y
ii. Class identification number, if any	C000021805
iii. Ticker symbol, if any	NEOYX
Shares Outstanding Record: 3
i. Full name of Class	Class T
ii. Class identification number, if any	C000188564
iii. Ticker symbol, if any	NOKTX
Shares Outstanding Record: 4
i. Full name of Class	Class N
ii. Class identification number, if any	C000190720
iii. Ticker symbol, if any	NOANX
Shares Outstanding Record: 5
i. Full name of Class	Class C
ii. Class identification number, if any	C000021804
iii. Ticker symbol, if any	NECOX

Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.

Indicate if the Fund is any one of the types listed below. Check all that apply.

a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund        i.     Exchange-Traded Fund        ii.    Exchange-Traded Managed Fund   b.   Index Fund   c.    Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark   d.    Interval Fund   e.    Fund of Funds   f.     Master-Feeder Fund   g.    Money Market Fund   h.    Target Date Fund   i.     Underlying fund to a variable annuity or variable life insurance contract          N/A

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))?

Yes No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].

a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities?

Yes No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.

a. Is the Fund authorized to engage in securities lending transactions?	Yes No
b. Did the Fund lend any of its securities during the reporting period?	Yes No

c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:

Securities Lending Record: 1
i. Full name of securities lending agent	State Street Bank and Trust Company
ii. LEI, if any	571474TGEMMWANRLN572
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund?	Yes No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent?	Yes No

v. If the entity providing the indemnification is not the securities lending agent, provide the following information:

Idemnity Providers Record: 1

1. Name of person providing indemnification	N/A
2. LEI, if any, of person providing indemnification	N/A

vi. Did the Fund exercise its indemnification rights during the reporting period?

Yes No

d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:

i. Full name of cash collateral manager:
ii. LEI, if any:
iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund?	Yes No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund?	Yes No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):	i. Revenue sharing split   ii. Non-revenue sharing split (other than administrative fee)    iii. Administrative fee   iv. Cash collateral reinvestment fee   v. Indemnification fee   vi. Other     N/A
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period	N/A
g. Provide the net income from securities lending activities	N/A

Item C.7. Reliance on certain rules.

Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply)

a. Rule 10f-3 (17 CFR 270.10f-3)    b. Rule 12d1-1 (17 CFR 270.12d1-1)   c. Rule 15a-4 (17 CFR 270.15a-4)    d. Rule 17a-6 (17 CFR 270.17a-6)    e. Rule 17a-7 (17 CFR 270.17a-7)   f. Rule 17a-8 (17 CFR 270.17a-8)   g. Rule 17e-1 (17 CFR 270.17e-1)   h. Rule 22d-1 (17 CFR 270.22d-1)   i. Rule 23c-1 (17 CFR 270.23c-1)    j. Rule 32a-4 (17 CFR 270.32a-4)   N/A

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.

a. Did the Fund have an expense limitation arrangement in place during the reporting period?	Yes No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period?	Yes No
c. Are the fees waived subject to recoupment?	Yes No
d. Were any expenses previously waived recouped during the period?	Yes No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:

Investment Advisers Record: 1
i. Full name	Natixis Advisors, L.P.
ii. SEC file number ( e.g., 801- )	801-48408
iii.CRD number	000106800
iv. LEI, if any	549300PSRHO2UJWZNJ04
v. State, if applicable	MASSACHUSETTS
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Was the investment adviser hired during the reporting period?	Yes No

b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:

i. Full name
ii. SEC file number ( e.g., 801- )
iii. CRD number
iv. LEI, if any
v. State, if applicable
vi. Foreign country, if applicable
vii. Termination date

c. For each sub-adviser to the Fund, provide the information requested:

Sub Advisors Record: 1
i. Full name	Harris Associates L.P.
ii. SEC file number ( e.g., 801- ), if applicable	801-50333
iii. CRD number	000106960
iv. LEI, if any	YVC19L6NOWRA51XIKW06
v. State, if applicable	ILLINOIS
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)?	Yes No
viii. Was the sub-adviser hired during the reporting period?	Yes No

d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:

i. Full name
ii. SEC file number ( e.g., 801- )
iii. CRD number
iv. LEI, if any
v. State, if applicable
vi. Foreign country, if applicable
vii. Termination date

Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:

Transfer Agents Record: 1
i. Full name	DST Asset Manager Solutions, Inc.
ii.SEC file number ( e.g., 84- or 85- )	84-00896
iii. LEI, if any	00000000000000000000
iv. State, if applicable	MASSACHUSETTS
v. Foreign country, if applicable	UNITED STATES OF AMERICA
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?	Yes No
vii. Is the transfer agent a sub-transfer agent?	Yes No

b. Has a transfer agent been hired or terminated during the reporting period?

Yes No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:

Pricing Services Record: 1
i. Full name	Refinitiv
ii. LEI, if any, or provide and describe other identifying number	00000000000000000000
Description of other identifying number
iii. State, if applicable	NEW YORK
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?	Yes No
Pricing Services Record: 2
i. Full name	Bloomberg L.P.
ii. LEI, if any, or provide and describe other identifying number	549300B56MD0ZC402L06
Description of other identifying number
iii. State, if applicable	NEW YORK
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?	Yes No
Pricing Services Record: 3
i. Full name	ICE Data Services, Inc.
ii. LEI, if any, or provide and describe other identifying number	5493000NQ9LYLDBCTL34
Description of other identifying number
iii. State, if applicable	NEW JERSEY
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?	Yes No
Pricing Services Record: 4
i. Full name	IHS Markit Ltd.
ii. LEI, if any, or provide and describe other identifying number	549300HLPTRASHS0E726
Description of other identifying number
iii. State, if applicable
iv. Foreign country, if applicable	UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?	Yes No

b. Was a pricing service hired or terminated during the reporting period?

Yes No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:

Custodians Record: 1
i. Full name	Clearstream Banking S.A.
ii. LEI, if any	549300OL514RA0SXJJ44
iii. State, if applicable
iv. Foreign country, if applicable	LUXEMBOURG
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 2
i. Full name	Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
ii. LEI, if any	579100KKDGKCFFKKF005
iii. State, if applicable
iv. Foreign country, if applicable	BRAZIL
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 3
i. Full name	Nordea Bank AB (Oslo, Oslo, NO, Branch)
ii. LEI, if any	0000000000
iii. State, if applicable
iv. Foreign country, if applicable	NORWAY
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 4
i. Full name	Credit Suisse Funds AG
ii. LEI, if any	549300UY5YPGQ600JV78
iii. State, if applicable
iv. Foreign country, if applicable	SWITZERLAND
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 5
i. Full name	Deutsche Bank Aktiengesellschaft (Madrid, Madrid, ES, Branch)
ii. LEI, if any	529900SICIK5OVMVY186
iii. State, if applicable
iv. Foreign country, if applicable	SPAIN
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 6
i. Full name	Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex
ii. LEI, if any	2SFFM4FUIE05S37WFU55
iii. State, if applicable
iv. Foreign country, if applicable	MEXICO
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 7
i. Full name	State Street Bank and Trust Company
ii. LEI, if any	571474TGEMMWANRLN572
iii. State, if applicable	MASSACHUSETTS
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 8
i. Full name	Nordea Bank Danmark A/S
ii. LEI, if any	549300LX0YIEPRTY0Z32
iii. State, if applicable
iv. Foreign country, if applicable	DENMARK
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 9
i. Full name	State Street Bank and Trust Company (London, GB, Branch)
ii. LEI, if any	0000000000
iii. State, if applicable
iv. Foreign country, if applicable	UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 10
i. Full name	State Street Bank International GmbH
ii. LEI, if any	ZMHGNT7ZPKZ3UFZ8EO46
iii. State, if applicable
iv. Foreign country, if applicable	GERMANY
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 11
i. Full name	State Street Trust Company Canada
ii. LEI, if any	549300L71XG2CTQ2V827
iii. State, if applicable
iv. Foreign country, if applicable	CANADA (FEDERAL LEVEL)
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 12
i. Full name	Standard Chartered Bank (Hong Kong) Limited
ii. LEI, if any	X5AV1MBDXGRPX5UGMX13
iii. State, if applicable
iv. Foreign country, if applicable	HONG KONG
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 13
i. Full name	Deutsche Bank Aktiengesellschaft (Vienna, Vienna, AT, Branch)
ii. LEI, if any	0000000000
iii. State, if applicable
iv. Foreign country, if applicable	AUSTRIA
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 14
i. Full name	Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
ii. LEI, if any	7LTWFZYICNSX8D621K86
iii. State, if applicable
iv. Foreign country, if applicable	NETHERLANDS
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 15
i. Full name	Nordea Bank AB (publ) (Stockholm, Stockholm, SE, Branch)
ii. LEI, if any	6SCPQ280AIY8EP3XFW53
iii. State, if applicable
iv. Foreign country, if applicable	SWEDEN
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 16
i. Full name	Citibank, National Association (Singapore, SG, Branch)
ii. LEI, if any	E57ODZWZ7FF32TWEFA76
iii. State, if applicable
iv. Foreign country, if applicable	SINGAPORE
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 17
i. Full name	Deutsche Bank Societa per Azioni
ii. LEI, if any	529900SS7ZWCX82U3W60
iii. State, if applicable
iv. Foreign country, if applicable	ITALY
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 18
i. Full name	The Hongkong and Shanghai Banking Corporation Limited (Chuo ku, Tokyo, JP, Branch)
ii. LEI, if any	2HI3YI5320L3RW6NJ957
iii. State, if applicable
iv. Foreign country, if applicable	JAPAN
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 19
i. Full name	The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
ii. LEI, if any	2HI3YI5320L3RW6NJ957
iii. State, if applicable
iv. Foreign country, if applicable	AUSTRALIA
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 20
i. Full name	The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
ii. LEI, if any	2HI3YI5320L3RW6NJ957
iii. State, if applicable
iv. Foreign country, if applicable	NEW ZEALAND
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other

b. Has a custodian been hired or terminated during the reporting period?*

Yes No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:

Shareholder servicing agents Record: 1
i. Full name	DST Asset Manager Solutions, Inc.
ii. LEI, if any, or provide and describe other identifying number	84-00896
Description of other identifying number	SEC File Number
iii. State, if applicable	MASSACHUSETTS
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent?	Yes No

b. Has a shareholder servicing agent been hired or terminated during the reporting period?

Yes No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:

Administrators Record: 1
i. Full name	State Street Bank and Trust Company
ii. LEI, if any, or other identifying number	571474TGEMMWANRLN572
Description of other identifying number
iii. State, if applicable	MASSACHUSETTS
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the administrator a sub-administrator?	Yes No
Administrators Record: 2
i. Full name	Natixis Advisors, L.P.
ii. LEI, if any, or other identifying number	549300PSRHO2UJWZNJ04
Description of other identifying number
iii. State, if applicable	MASSACHUSETTS
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the administrator a sub-administrator?	Yes No

b.Has a third-party administrator been hired or terminated during the reporting period?

Yes No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:

Broker Dealers Record: 1
a. Full name	Natixis Funding Corp.
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	549300Z415GT4OWHU676
e. State, if applicable	NEW YORK
f. Foreign country, if applicable	UNITED STATES OF AMERICA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 2
a. Full name	Natixis Investment Managers Australia Pty Limited
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable
f. Foreign country, if applicable	AUSTRALIA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 3
a. Full name	PJ Solomon Securities, LLC
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable	NEW YORK
f. Foreign country, if applicable	UNITED STATES OF AMERICA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 4
a. Full name	Natixis Investment Managers Japan Co., Ltd.
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable
f. Foreign country, if applicable	JAPAN
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 5
a. Full name	Natixis Investment Managers Hong Kong Limited
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable
f. Foreign country, if applicable	HONG KONG
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 6
a. Full name	Natixis Japan Securities Co., Ltd.
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	549300JX7L6CKP0SZF78
e. State, if applicable
f. Foreign country, if applicable	JAPAN
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 7
a. Full name	NATIXIS Pfandbriefbank AG
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	529900J6VNDBVTKV7I86
e. State, if applicable
f. Foreign country, if applicable	GERMANY
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 8
a. Full name	Nexgen Capital Limited
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	635400RB4CFTG3P1H146
e. State, if applicable
f. Foreign country, if applicable	IRELAND
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 9
a. Full name	Natixis Australia Pty Ltd
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable
f. Foreign country, if applicable	AUSTRALIA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 10
a. Full name	Harris Associates Securities L.P.
b. SEC file number	N/A
c. CRD number	000006959
d. LEI, if any	0000000000
e. State, if applicable	ILLINOIS
f. Foreign country, if applicable	UNITED STATES OF AMERICA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 11
a. Full name	Natixis Investment Managers Canada LP
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable
f. Foreign country, if applicable	CANADA (FEDERAL LEVEL)
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 12
a. Full name	Natixis
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	KX1WK48MPD4Y2NCUIZ63
e. State, if applicable
f. Foreign country, if applicable	FRANCE
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 13
a. Full name	Natixis Asset Management Finance
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	969500OCY8KZTP2CB380
e. State, if applicable
f. Foreign country, if applicable	FRANCE
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 14
a. Full name	Natixis Distribution, L.P.
b. SEC file number	N/A
c. CRD number	000034754
d. LEI, if any	0000000000
e. State, if applicable	MASSACHUSETTS
f. Foreign country, if applicable	UNITED STATES OF AMERICA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 15
a. Full name	Natixis Structured Issuance SA
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	549300YZ10WOWPBPDW20
e. State, if applicable
f. Foreign country, if applicable	LUXEMBOURG
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 16
a. Full name	DNCA Courtage
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable
f. Foreign country, if applicable	FRANCE
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 17
a. Full name	Natixis Investment Managers UK Ltd
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable
f. Foreign country, if applicable	UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 18
a. Full name	Natixis Investment Managers Switzerland Sarl
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	N/A
e. State, if applicable
f. Foreign country, if applicable	SWITZERLAND
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 19
a. Full name	Natixis Investment Managers International
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	969500WCY7P9HOJNP063
e. State, if applicable
f. Foreign country, if applicable	FRANCE
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 20
a. Full name	Natixis Wealth Management
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	969500892AQHFDSWRF71
e. State, if applicable
f. Foreign country, if applicable	FRANCE
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 21
a. Full name	Natixis Investment Managers S.A.
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	5493004FNBJP406R4B02
e. State, if applicable
f. Foreign country, if applicable	LUXEMBOURG
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 22
a. Full name	Natixis Securities Americas LLC
b. SEC file number	8-719
c. CRD number	000001101
d. LEI, if any	549300L8G1E7ZHVEOG75
e. State, if applicable	NEW YORK
f. Foreign country, if applicable	UNITED STATES OF AMERICA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 23
a. Full name	Credit Foncier de France
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	969500EYG6U339D3TI84
e. State, if applicable
f. Foreign country, if applicable	FRANCE
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 24
a. Full name	Natixis Asia Limited
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	549300FLVWNBJU1GUG93
e. State, if applicable
f. Foreign country, if applicable	HONG KONG
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 25
a. Full name	Loomis Sayles Distributors, L.P.
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable	MASSACHUSETTS
f. Foreign country, if applicable	UNITED STATES OF AMERICA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 26
a. Full name	Natixis Interepargne
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	969500K5E8ZEUGFEJ896
e. State, if applicable
f. Foreign country, if applicable	FRANCE
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000

Item C.16. Brokers.

Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.

a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:

Brokers Record: 1
i. Full name of broker	Citigroup Global Markets Inc.
ii. SEC file number	8-8177
iii. CRD number	000007059
iv. LEI, if any	MBNUM2BPBDO7JBLYG310
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Gross commissions paid by the Fund for the reporting period	5,954.86000000
Brokers Record: 2
i. Full name of broker	Goldman Sachs & Co. LLC
ii. SEC file number	8-129
iii. CRD number	000000361
iv. LEI, if any	FOR8UP27PHTHYVLBNG30
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Gross commissions paid by the Fund for the reporting period	2,710.80000000
Brokers Record: 3
i. Full name of broker	JPMorgan Chase & Co.
ii. SEC file number	8-35008
iii. CRD number	000000079
iv. LEI, if any	8I5DZWZKVSZI1NUHU748
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Gross commissions paid by the Fund for the reporting period	3,971.13000000
Brokers Record: 4
i. Full name of broker	ISI Group, Inc
ii. SEC file number	8-43515
iii. CRD number	000028195
iv. LEI, if any	0000000000
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Gross commissions paid by the Fund for the reporting period	4,177.80000000
Brokers Record: 5
i. Full name of broker	Jefferies LLC
ii. SEC file number	8-15074
iii. CRD number	000002347
iv. LEI, if any	58PU97L1C0WSRCWADL48
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Gross commissions paid by the Fund for the reporting period	2,219.01000000
Brokers Record: 6
i. Full name of broker	Merrill Lynch, Pierce, Fenner & Smith Incorporated
ii. SEC file number	8-7221
iii. CRD number	000007691
iv. LEI, if any	8NAV47T0Y26Q87Y0QP81
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Gross commissions paid by the Fund for the reporting period	4,110.43000000
Brokers Record: 7
i. Full name of broker	Piper Jaffray & Co.
ii. SEC file number	8-15204
iii. CRD number	000000665
iv. LEI, if any	549300GRQCWQ3XGH0H10
v. State, if applicable	MINNESOTA
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Gross commissions paid by the Fund for the reporting period	2,182.50000000
Brokers Record: 8
i. Full name of broker	Morgan Stanley & Co. LLC
ii. SEC file number	8-15869
iii. CRD number	000008209
iv. LEI, if any	9R7GPTSO7KV3UQJZQ078
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Gross commissions paid by the Fund for the reporting period	2,916.76000000
Brokers Record: 9
i. Full name of broker	UBS Securities LLC
ii. SEC file number	8-22651
iii. CRD number	000007654
iv. LEI, if any	T6FIZBDPKLYJKFCRVK44
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Gross commissions paid by the Fund for the reporting period	3,027.63000000
Brokers Record: 10
i. Full name of broker	William Blair & Company, L.L.C.
ii. SEC file number	8-2698
iii. CRD number	000001252
iv. LEI, if any	549300J0P7XYE8BMZ775
v. State, if applicable	ILLINOIS
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Gross commissions paid by the Fund for the reporting period	3,191.13000000
b. Aggregate brokerage commissions paid by Fund during the reporting period:	43,447.33000000

Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:

Principal Transactions Record: 1
i. Full name of dealer	JPMorgan Chase & Co.
ii. SEC file number	8-35008
iii. CRD number	000000079
iv. LEI, if any	8I5DZWZKVSZI1NUHU748
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	1,503,800.00000000
Principal Transactions Record: 2
i. Full name of dealer	State Street Bank and Trust Company
ii. SEC file number	N/A
iii. CRD number	000000000
iv. LEI, if any	571474TGEMMWANRLN572
v. State, if applicable	MASSACHUSETTS
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	3,773,727,607.00000000

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

3,775,231,407.00000000

Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)?

Yes No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period	330,324,650.86000000
b. Provide the money market fund's daily average net assets during the reporting period

Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:

a. Does the Fund have available a line of credit?

Yes No

If yes, for each line of credit, provide the information requested below:

Line of Credit details Record: 1
i. Is the line of credit a committed or uncommitted line of credit?	Committed Uncommitted
ii. What size is the line of credit?	400,000,000.00000000
iii. With which institution(s) is the line of credit?
Line Institutions Record: 1
Name of institution	State Street Bank and Trust Company
iv. Is the line of credit just for the Fund, or is it shared among multiple funds?	Sole Shared

1. If shared, list the names of other funds that may use the line of credit.

Shared Credit Users Record: 1

Name of fund	Loomis Sayles High Income Fund
SEC File number( e.g., 811- )	811-06241

Shared Credit Users Record: 2

Name of fund	Loomis Sayles Small/Mid Cap Growth Fund
SEC File number( e.g., 811- )	811-06241

Shared Credit Users Record: 3

Name of fund	Natixis Sustainable Future 2040 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 4

Name of fund	Vaughan Nelson Small Cap Value Fund
SEC File number( e.g., 811- )	811-04323

Shared Credit Users Record: 5

Name of fund	Loomis Sayles Bond Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 6

Name of fund	Natixis Sustainable Future 2030 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 7

Name of fund	Loomis Sayles Global Bond Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 8

Name of fund	ASG Dynamic Allocation Fund
SEC File number( e.g., 811- )	811-00242

Shared Credit Users Record: 9

Name of fund	Loomis Sayles Global Allocation Fund
SEC File number( e.g., 811- )	811-06241

Shared Credit Users Record: 10

Name of fund	Natixis Sustainable Future 2025 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 11

Name of fund	Loomis Sayles Fixed Income Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 12

Name of fund	Loomis Sayles Core Plus Bond Fund
SEC File number( e.g., 811- )	811-04323

Shared Credit Users Record: 13

Name of fund	Natixis Sustainable Future 2015 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 14

Name of fund	Loomis Sayles Multi-Asset Income Fund
SEC File number( e.g., 811- )	811-04323

Shared Credit Users Record: 15

Name of fund	McDonnell Intermediate Municipal Bond Fund
SEC File number( e.g., 811- )	811-00242

Shared Credit Users Record: 16

Name of fund	Natixis Oakmark International Fund
SEC File number( e.g., 811- )	811-04323

Shared Credit Users Record: 17

Name of fund	Natixis Sustainable Future 2035 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 18

Name of fund	Mirova Global Sustainable Equity Fund
SEC File number( e.g., 811- )	811-04323

Shared Credit Users Record: 19

Name of fund	Loomis Sayles Limited Term Government and Agency Fund
SEC File number( e.g., 811- )	811-06241

Shared Credit Users Record: 20

Name of fund	Loomis Sayles Investment Grade Bond Fund
SEC File number( e.g., 811- )	811-06241

Shared Credit Users Record: 21

Name of fund	Loomis Sayles Securitized Asset Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 22

Name of fund	Natixis Sustainable Future 2060 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 23

Name of fund	Natixis Seeyond International Minimum Volatility ETF
SEC File number( e.g., 811- )	811-23146

Shared Credit Users Record: 24

Name of fund	Gateway Fund
SEC File number( e.g., 811- )	811-22099

Shared Credit Users Record: 25

Name of fund	Gateway Equity Call Premium Fund
SEC File number( e.g., 811- )	811-22099

Shared Credit Users Record: 26

Name of fund	AEW Real Estate Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 27

Name of fund	Loomis Sayles Global Growth Fund
SEC File number( e.g., 811- )	811-00242

Shared Credit Users Record: 28

Name of fund	Natixis Sustainable Future 2045 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 29

Name of fund	Vaughan Nelson Select Fund
SEC File number( e.g., 811- )	811-00242

Shared Credit Users Record: 30

Name of fund	Loomis Sayles High Income Opportunities Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 31

Name of fund	Mirova Global Green Bond Fund
SEC File number( e.g., 811- )	811-04323

Shared Credit Users Record: 32

Name of fund	Loomis Sayles Small Cap Value Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 33

Name of fund	Loomis Sayles Inflation Protected Securities Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 34

Name of fund	ASG Managed Futures Strategy Fund
SEC File number( e.g., 811- )	811-00242

Shared Credit Users Record: 35

Name of fund	Natixis Sustainable Future 2020 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 36

Name of fund	ASG Global Alternatives Fund
SEC File number( e.g., 811- )	811-00242

Shared Credit Users Record: 37

Name of fund	Loomis Sayles Investment Grade Fixed Income Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 38

Name of fund	Loomis Sayles Intermediate Duration Bond Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 39

Name of fund	Vaughan Nelson Value Opportunity Fund
SEC File number( e.g., 811- )	811-00242

Shared Credit Users Record: 40

Name of fund	Loomis Sayles Small Cap Growth Fund
SEC File number( e.g., 811- )	811-06241

Shared Credit Users Record: 41

Name of fund	Natixis Sustainable Future 2050 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 42

Name of fund	Loomis Sayles Growth Fund
SEC File number( e.g., 811- )	811-06241

Shared Credit Users Record: 43

Name of fund	Natixis Loomis Sayles Short Duration Income ETF
SEC File number( e.g., 811- )	811-23146

Shared Credit Users Record: 44

Name of fund	Loomis Sayles Institutional High Income Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 45

Name of fund	ASG Tactical U.S. Market Fund
SEC File number( e.g., 811- )	811-00242

Shared Credit Users Record: 46

Name of fund	Natixis U.S. Equity Opportunities Fund
SEC File number( e.g., 811- )	811-04323

Shared Credit Users Record: 47

Name of fund	Loomis Sayles Strategic Income Fund
SEC File number( e.g., 811- )	811-06241

Shared Credit Users Record: 48

Name of fund	Natixis Sustainable Future 2055 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 49

Name of fund	Loomis Sayles Strategic Alpha Fund
SEC File number( e.g., 811- )	811-00242

v. Did the Fund draw on the line of credit this period? Yes No

b. Did the Fund engage in interfund lending?	Yes No

c.Did the Fund engage in interfund borrowing?	Yes No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:

a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?	Yes No

Management Investment Record: 4

Item C.1. Background information.

a. Full Name of the Fund	Vaughan Nelson Value Opportunity Fund
b. Series identication number, if any	S000023783
c. LEI	549300GZXNFOZZHEBH13
d. Is this the first filing on this form by the Fund?	Yes No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?	4
b. How many new Classes of shares of the Fund were added during the reporting period?	0
c. How many Classes of shares of the Fund were terminated during the reporting period?	0
d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class	Class N
ii. Class identification number, if any	C000128764
iii. Ticker symbol, if any	VNVNX
Shares Outstanding Record: 2
i. Full name of Class	Class A
ii. Class identification number, if any	C000069913
iii. Ticker symbol, if any	VNVAX
Shares Outstanding Record: 3
i. Full name of Class	Class C
ii. Class identification number, if any	C000069914
iii. Ticker symbol, if any	VNVCX
Shares Outstanding Record: 4
i. Full name of Class	Class Y
ii. Class identification number, if any	C000069915
iii. Ticker symbol, if any	VNVYX
Shares Outstanding Record: 5
i. Full name of Class	Class T
ii. Class identification number, if any	C000188566
iii. Ticker symbol, if any	VNVTX

Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.

Indicate if the Fund is any one of the types listed below. Check all that apply.

a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund        i.     Exchange-Traded Fund        ii.    Exchange-Traded Managed Fund   b.   Index Fund   c.    Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark   d.    Interval Fund   e.    Fund of Funds   f.     Master-Feeder Fund   g.    Money Market Fund   h.    Target Date Fund   i.     Underlying fund to a variable annuity or variable life insurance contract          N/A

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))?

Yes No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].

a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities?

Yes No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.

a. Is the Fund authorized to engage in securities lending transactions?	Yes No
b. Did the Fund lend any of its securities during the reporting period?	Yes No

c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:

Securities Lending Record: 1
i. Full name of securities lending agent	State Street Bank and Trust Company
ii. LEI, if any	571474TGEMMWANRLN572
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund?	Yes No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent?	Yes No

v. If the entity providing the indemnification is not the securities lending agent, provide the following information:

Idemnity Providers Record: 1

1. Name of person providing indemnification	N/A
2. LEI, if any, of person providing indemnification	N/A

vi. Did the Fund exercise its indemnification rights during the reporting period?

Yes No

d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:

i. Full name of cash collateral manager:
ii. LEI, if any:
iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund?	Yes No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund?	Yes No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):	i. Revenue sharing split   ii. Non-revenue sharing split (other than administrative fee)    iii. Administrative fee   iv. Cash collateral reinvestment fee   v. Indemnification fee   vi. Other     N/A
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period	N/A
g. Provide the net income from securities lending activities	N/A

Item C.7. Reliance on certain rules.

Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply)

a. Rule 10f-3 (17 CFR 270.10f-3)    b. Rule 12d1-1 (17 CFR 270.12d1-1)   c. Rule 15a-4 (17 CFR 270.15a-4)    d. Rule 17a-6 (17 CFR 270.17a-6)    e. Rule 17a-7 (17 CFR 270.17a-7)   f. Rule 17a-8 (17 CFR 270.17a-8)   g. Rule 17e-1 (17 CFR 270.17e-1)   h. Rule 22d-1 (17 CFR 270.22d-1)   i. Rule 23c-1 (17 CFR 270.23c-1)    j. Rule 32a-4 (17 CFR 270.32a-4)   N/A

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.

a. Did the Fund have an expense limitation arrangement in place during the reporting period?	Yes No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period?	Yes No
c. Are the fees waived subject to recoupment?	Yes No
d. Were any expenses previously waived recouped during the period?	Yes No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:

Investment Advisers Record: 1
i. Full name	Natixis Advisors, L.P.
ii. SEC file number ( e.g., 801- )	801-48408
iii.CRD number	000106800
iv. LEI, if any	549300PSRHO2UJWZNJ04
v. State, if applicable	MASSACHUSETTS
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Was the investment adviser hired during the reporting period?	Yes No

b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:

i. Full name
ii. SEC file number ( e.g., 801- )
iii. CRD number
iv. LEI, if any
v. State, if applicable
vi. Foreign country, if applicable
vii. Termination date

c. For each sub-adviser to the Fund, provide the information requested:

Sub Advisors Record: 1
i. Full name	Vaughan Nelson Investment Management, L.P.
ii. SEC file number ( e.g., 801- ), if applicable	801-51795
iii. CRD number	000106975
iv. LEI, if any	549300FRU9FLMWI67N43
v. State, if applicable	TEXAS
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)?	Yes No
viii. Was the sub-adviser hired during the reporting period?	Yes No

d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:

i. Full name
ii. SEC file number ( e.g., 801- )
iii. CRD number
iv. LEI, if any
v. State, if applicable
vi. Foreign country, if applicable
vii. Termination date

Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:

Transfer Agents Record: 1
i. Full name	DST Asset Manager Solutions, Inc.
ii.SEC file number ( e.g., 84- or 85- )	84-00896
iii. LEI, if any	00000000000000000000
iv. State, if applicable	MASSACHUSETTS
v. Foreign country, if applicable	UNITED STATES OF AMERICA
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?	Yes No
vii. Is the transfer agent a sub-transfer agent?	Yes No

b. Has a transfer agent been hired or terminated during the reporting period?

Yes No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:

Pricing Services Record: 1
i. Full name	ICE Data Services, Inc.
ii. LEI, if any, or provide and describe other identifying number	5493000NQ9LYLDBCTL34
Description of other identifying number
iii. State, if applicable	NEW JERSEY
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?	Yes No
Pricing Services Record: 2
i. Full name	Bloomberg L.P.
ii. LEI, if any, or provide and describe other identifying number	549300B56MD0ZC402L06
Description of other identifying number
iii. State, if applicable	NEW YORK
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?	Yes No
Pricing Services Record: 3
i. Full name	IHS Markit Ltd.
ii. LEI, if any, or provide and describe other identifying number	549300HLPTRASHS0E726
Description of other identifying number
iii. State, if applicable
iv. Foreign country, if applicable	UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?	Yes No
Pricing Services Record: 4
i. Full name	Refinitiv
ii. LEI, if any, or provide and describe other identifying number	00000000000000000000
Description of other identifying number
iii. State, if applicable	NEW YORK
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?	Yes No

b. Was a pricing service hired or terminated during the reporting period?

Yes No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:

Custodians Record: 1
i. Full name	State Street Bank and Trust Company
ii. LEI, if any	571474TGEMMWANRLN572
iii. State, if applicable	MASSACHUSETTS
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other

b. Has a custodian been hired or terminated during the reporting period?*

Yes No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:

Shareholder servicing agents Record: 1
i. Full name	DST Asset Manager Solutions, Inc.
ii. LEI, if any, or provide and describe other identifying number	84-00896
Description of other identifying number	SEC File Number
iii. State, if applicable	MASSACHUSETTS
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent?	Yes No

b. Has a shareholder servicing agent been hired or terminated during the reporting period?

Yes No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:

Administrators Record: 1
i. Full name	Natixis Advisors, L.P.
ii. LEI, if any, or other identifying number	549300PSRHO2UJWZNJ04
Description of other identifying number
iii. State, if applicable	MASSACHUSETTS
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the administrator a sub-administrator?	Yes No
Administrators Record: 2
i. Full name	State Street Bank and Trust Company
ii. LEI, if any, or other identifying number	571474TGEMMWANRLN572
Description of other identifying number
iii. State, if applicable	MASSACHUSETTS
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the administrator a sub-administrator?	Yes No

b.Has a third-party administrator been hired or terminated during the reporting period?

Yes No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:

Broker Dealers Record: 1
a. Full name	Harris Associates Securities L.P.
b. SEC file number	N/A
c. CRD number	000006959
d. LEI, if any	0000000000
e. State, if applicable	ILLINOIS
f. Foreign country, if applicable	UNITED STATES OF AMERICA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 2
a. Full name	PJ Solomon Securities, LLC
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable	NEW YORK
f. Foreign country, if applicable	UNITED STATES OF AMERICA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 3
a. Full name	NATIXIS Pfandbriefbank AG
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	529900J6VNDBVTKV7I86
e. State, if applicable
f. Foreign country, if applicable	GERMANY
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 4
a. Full name	Natixis Investment Managers Hong Kong Limited
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable
f. Foreign country, if applicable	HONG KONG
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 5
a. Full name	Natixis Japan Securities Co., Ltd.
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	549300JX7L6CKP0SZF78
e. State, if applicable
f. Foreign country, if applicable	JAPAN
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 6
a. Full name	Natixis Funding Corp.
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	549300Z415GT4OWHU676
e. State, if applicable	NEW YORK
f. Foreign country, if applicable	UNITED STATES OF AMERICA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 7
a. Full name	Natixis Asset Management Finance
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	969500OCY8KZTP2CB380
e. State, if applicable
f. Foreign country, if applicable	FRANCE
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 8
a. Full name	Natixis Investment Managers Australia Pty Limited
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable
f. Foreign country, if applicable	AUSTRALIA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 9
a. Full name	Loomis Sayles Distributors, L.P.
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable	MASSACHUSETTS
f. Foreign country, if applicable	UNITED STATES OF AMERICA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 10
a. Full name	Natixis Investment Managers Switzerland Sarl
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	N/A
e. State, if applicable
f. Foreign country, if applicable	SWITZERLAND
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 11
a. Full name	Credit Foncier de France
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	969500EYG6U339D3TI84
e. State, if applicable
f. Foreign country, if applicable	FRANCE
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 12
a. Full name	Nexgen Capital Limited
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	635400RB4CFTG3P1H146
e. State, if applicable
f. Foreign country, if applicable	IRELAND
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 13
a. Full name	Natixis Distribution, L.P.
b. SEC file number	N/A
c. CRD number	000034754
d. LEI, if any	0000000000
e. State, if applicable	MASSACHUSETTS
f. Foreign country, if applicable	UNITED STATES OF AMERICA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 14
a. Full name	Natixis Asia Limited
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	549300FLVWNBJU1GUG93
e. State, if applicable
f. Foreign country, if applicable	HONG KONG
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 15
a. Full name	Natixis Investment Managers Canada LP
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable
f. Foreign country, if applicable	CANADA (FEDERAL LEVEL)
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 16
a. Full name	Natixis Investment Managers UK Ltd
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable
f. Foreign country, if applicable	UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 17
a. Full name	Natixis Investment Managers S.A.
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	5493004FNBJP406R4B02
e. State, if applicable
f. Foreign country, if applicable	LUXEMBOURG
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 18
a. Full name	Natixis Investment Managers Japan Co., Ltd.
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable
f. Foreign country, if applicable	JAPAN
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 19
a. Full name	Natixis
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	KX1WK48MPD4Y2NCUIZ63
e. State, if applicable
f. Foreign country, if applicable	FRANCE
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 20
a. Full name	Natixis Structured Issuance SA
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	549300YZ10WOWPBPDW20
e. State, if applicable
f. Foreign country, if applicable	LUXEMBOURG
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 21
a. Full name	DNCA Courtage
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable
f. Foreign country, if applicable	FRANCE
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 22
a. Full name	Natixis Interepargne
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	969500K5E8ZEUGFEJ896
e. State, if applicable
f. Foreign country, if applicable	FRANCE
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 23
a. Full name	Natixis Wealth Management
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	969500892AQHFDSWRF71
e. State, if applicable
f. Foreign country, if applicable	FRANCE
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 24
a. Full name	Natixis Australia Pty Ltd
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable
f. Foreign country, if applicable	AUSTRALIA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 25
a. Full name	Natixis Investment Managers International
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	969500WCY7P9HOJNP063
e. State, if applicable
f. Foreign country, if applicable	FRANCE
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 26
a. Full name	Natixis Securities Americas LLC
b. SEC file number	8-719
c. CRD number	000001101
d. LEI, if any	549300L8G1E7ZHVEOG75
e. State, if applicable	NEW YORK
f. Foreign country, if applicable	UNITED STATES OF AMERICA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000

Item C.16. Brokers.

Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.

a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:

Brokers Record: 1
i. Full name of broker	BTIG, LLC
ii. SEC file number	8-65473
iii. CRD number	000122225
iv. LEI, if any	549300GTG9PL6WO3EC51
v. State, if applicable	CALIFORNIA
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Gross commissions paid by the Fund for the reporting period	2,914.50000000
Brokers Record: 2
i. Full name of broker	B. Riley FBR, Inc.
ii. SEC file number	008-41426
iii. CRD number	000025027
iv. LEI, if any	2549005CLOSQO0MJEA57
v. State, if applicable	CALIFORNIA
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Gross commissions paid by the Fund for the reporting period	3,532.50000000
Brokers Record: 3
i. Full name of broker	Liquidnet, Inc.
ii. SEC file number	8-52461
iii. CRD number	000103987
iv. LEI, if any	213800HSKBBO1GCVRG79
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Gross commissions paid by the Fund for the reporting period	318,510.44000000
Brokers Record: 4
i. Full name of broker	Oppenheimer & Co. Inc.
ii. SEC file number	8-4077
iii. CRD number	000000249
iv. LEI, if any	254900VH02JQR2L8XD64
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Gross commissions paid by the Fund for the reporting period	54,547.51000000
Brokers Record: 5
i. Full name of broker	Instinet, LLC
ii. SEC file number	8-23669
iii. CRD number	000007897
iv. LEI, if any	549300MGMN3RKMU8FT57
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Gross commissions paid by the Fund for the reporting period	145,544.97000000
Brokers Record: 6
i. Full name of broker	Morgan Stanley & Co. LLC
ii. SEC file number	8-15869
iii. CRD number	000008209
iv. LEI, if any	9R7GPTSO7KV3UQJZQ078
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Gross commissions paid by the Fund for the reporting period	3,105.06000000
Brokers Record: 7
i. Full name of broker	ITG Securities (Asia) Limited
ii. SEC file number	N/A
iii. CRD number	000000000
iv. LEI, if any	00000000000000000000
v. State, if applicable
vi. Foreign country, if applicable	HONG KONG
vii. Gross commissions paid by the Fund for the reporting period	15,359.65000000
Brokers Record: 8
i. Full name of broker	STIFEL NICOLAUS & CO INC.
ii. SEC file number	8-1447
iii. CRD number	000000793
iv. LEI, if any	5WUVMA08EYG4KEUPW589
v. State, if applicable	MISSOURI
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Gross commissions paid by the Fund for the reporting period	3,035.33000000
Brokers Record: 9
i. Full name of broker	JPMorgan Chase & Co.
ii. SEC file number	8-35008
iii. CRD number	000000079
iv. LEI, if any	8I5DZWZKVSZI1NUHU748
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Gross commissions paid by the Fund for the reporting period	11,759.01000000
Brokers Record: 10
i. Full name of broker	Keefe, Bruyette & Woods Limited
ii. SEC file number	N/A
iii. CRD number	000000000
iv. LEI, if any	00000000000000000000
v. State, if applicable
vi. Foreign country, if applicable	UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
vii. Gross commissions paid by the Fund for the reporting period	4,363.63000000
b. Aggregate brokerage commissions paid by Fund during the reporting period:	573,093.95000000

Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:

Principal Transactions Record: 1
i. Full name of dealer	State Street Bank and Trust Company
ii. SEC file number	N/A
iii. CRD number	000000000
iv. LEI, if any	571474TGEMMWANRLN572
v. State, if applicable	MASSACHUSETTS
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	3,999,351,925.00000000

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

3,999,351,925.00000000

Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)?

Yes No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period	911,071,063.71000000
b. Provide the money market fund's daily average net assets during the reporting period

Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:

a. Does the Fund have available a line of credit?

Yes No

If yes, for each line of credit, provide the information requested below:

Line of Credit details Record: 1
i. Is the line of credit a committed or uncommitted line of credit?	Committed Uncommitted
ii. What size is the line of credit?	400,000,000.00000000
iii. With which institution(s) is the line of credit?
Line Institutions Record: 1
Name of institution	State Street Bank and Trust Company
iv. Is the line of credit just for the Fund, or is it shared among multiple funds?	Sole Shared

1. If shared, list the names of other funds that may use the line of credit.

Shared Credit Users Record: 1

Name of fund	Loomis Sayles Strategic Alpha Fund
SEC File number( e.g., 811- )	811-00242

Shared Credit Users Record: 2

Name of fund	Vaughan Nelson Small Cap Value Fund
SEC File number( e.g., 811- )	811-04323

Shared Credit Users Record: 3

Name of fund	Natixis Seeyond International Minimum Volatility ETF
SEC File number( e.g., 811- )	811-23146

Shared Credit Users Record: 4

Name of fund	Natixis Sustainable Future 2045 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 5

Name of fund	Loomis Sayles Small Cap Growth Fund
SEC File number( e.g., 811- )	811-06241

Shared Credit Users Record: 6

Name of fund	ASG Managed Futures Strategy Fund
SEC File number( e.g., 811- )	811-00242

Shared Credit Users Record: 7

Name of fund	Loomis Sayles Global Growth Fund
SEC File number( e.g., 811- )	811-00242

Shared Credit Users Record: 8

Name of fund	Natixis Sustainable Future 2050 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 9

Name of fund	Loomis Sayles Fixed Income Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 10

Name of fund	Loomis Sayles Small/Mid Cap Growth Fund
SEC File number( e.g., 811- )	811-06241

Shared Credit Users Record: 11

Name of fund	ASG Dynamic Allocation Fund
SEC File number( e.g., 811- )	811-00242

Shared Credit Users Record: 12

Name of fund	McDonnell Intermediate Municipal Bond Fund
SEC File number( e.g., 811- )	811-00242

Shared Credit Users Record: 13

Name of fund	Loomis Sayles Investment Grade Bond Fund
SEC File number( e.g., 811- )	811-06241

Shared Credit Users Record: 14

Name of fund	Loomis Sayles Limited Term Government and Agency Fund
SEC File number( e.g., 811- )	811-06241

Shared Credit Users Record: 15

Name of fund	Loomis Sayles Global Allocation Fund
SEC File number( e.g., 811- )	811-06241

Shared Credit Users Record: 16

Name of fund	Loomis Sayles Inflation Protected Securities Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 17

Name of fund	Natixis Sustainable Future 2055 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 18

Name of fund	Natixis Sustainable Future 2030 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 19

Name of fund	Natixis Oakmark Fund
SEC File number( e.g., 811- )	811-00242

Shared Credit Users Record: 20

Name of fund	Loomis Sayles Growth Fund
SEC File number( e.g., 811- )	811-06241

Shared Credit Users Record: 21

Name of fund	ASG Tactical U.S. Market Fund
SEC File number( e.g., 811- )	811-00242

Shared Credit Users Record: 22

Name of fund	Loomis Sayles Bond Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 23

Name of fund	Loomis Sayles Strategic Income Fund
SEC File number( e.g., 811- )	811-06241

Shared Credit Users Record: 24

Name of fund	Loomis Sayles Investment Grade Fixed Income Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 25

Name of fund	Loomis Sayles Small Cap Value Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 26

Name of fund	Gateway Fund
SEC File number( e.g., 811- )	811-22099

Shared Credit Users Record: 27

Name of fund	Vaughan Nelson Select Fund
SEC File number( e.g., 811- )	811-00242

Shared Credit Users Record: 28

Name of fund	Loomis Sayles Intermediate Duration Bond Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 29

Name of fund	Loomis Sayles Institutional High Income Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 30

Name of fund	Loomis Sayles Core Plus Bond Fund
SEC File number( e.g., 811- )	811-04323

Shared Credit Users Record: 31

Name of fund	Mirova Global Sustainable Equity Fund
SEC File number( e.g., 811- )	811-04323

Shared Credit Users Record: 32

Name of fund	Natixis Sustainable Future 2035 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 33

Name of fund	Natixis U.S. Equity Opportunities Fund
SEC File number( e.g., 811- )	811-04323

Shared Credit Users Record: 34

Name of fund	Loomis Sayles Multi-Asset Income Fund
SEC File number( e.g., 811- )	811-04323

Shared Credit Users Record: 35

Name of fund	Gateway Equity Call Premium Fund
SEC File number( e.g., 811- )	811-22099

Shared Credit Users Record: 36

Name of fund	Natixis Loomis Sayles Short Duration Income ETF
SEC File number( e.g., 811- )	811-23146

Shared Credit Users Record: 37

Name of fund	Natixis Sustainable Future 2060 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 38

Name of fund	Loomis Sayles High Income Fund
SEC File number( e.g., 811- )	811-06241

Shared Credit Users Record: 39

Name of fund	Natixis Sustainable Future 2025 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 40

Name of fund	ASG Global Alternatives Fund
SEC File number( e.g., 811- )	811-00242

Shared Credit Users Record: 41

Name of fund	Loomis Sayles Securitized Asset Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 42

Name of fund	Loomis Sayles Global Bond Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 43

Name of fund	AEW Real Estate Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 44

Name of fund	Mirova Global Green Bond Fund
SEC File number( e.g., 811- )	811-04323

Shared Credit Users Record: 45

Name of fund	Natixis Sustainable Future 2040 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 46

Name of fund	Natixis Sustainable Future 2015 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 47

Name of fund	Natixis Sustainable Future 2020 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 48

Name of fund	Natixis Oakmark International Fund
SEC File number( e.g., 811- )	811-04323

Shared Credit Users Record: 49

Name of fund	Loomis Sayles High Income Opportunities Fund
SEC File number( e.g., 811- )	811-08282

v. Did the Fund draw on the line of credit this period? Yes No vi. If the fund drew on the line of credit during this period, what was the average amount outstanding when the line of credit was in use? vii. If the fund drew on the line of credit during this period, what was the number of days that the line of credit was in use?

b. Did the Fund engage in interfund lending?	Yes No

c.Did the Fund engage in interfund borrowing?	Yes No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:

a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?	Yes No

Management Investment Record: 5

Item C.1. Background information.

a. Full Name of the Fund	ASG Managed Futures Strategy Fund
b. Series identication number, if any	S000029564
c. LEI	5493003UQM09GTIXUQ46
d. Is this the first filing on this form by the Fund?	Yes No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?	4
b. How many new Classes of shares of the Fund were added during the reporting period?	0
c. How many Classes of shares of the Fund were terminated during the reporting period?	0
d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class	Class A
ii. Class identification number, if any	C000090725
iii. Ticker symbol, if any	AMFAX
Shares Outstanding Record: 2
i. Full name of Class	Class T
ii. Class identification number, if any	C000188567
iii. Ticker symbol, if any	MFSTX
Shares Outstanding Record: 3
i. Full name of Class	Class C
ii. Class identification number, if any	C000090726
iii. Ticker symbol, if any	ASFCX
Shares Outstanding Record: 4
i. Full name of Class	Class Y
ii. Class identification number, if any	C000090727
iii. Ticker symbol, if any	ASFYX
Shares Outstanding Record: 5
i. Full name of Class	Class N
ii. Class identification number, if any	C000190721
iii. Ticker symbol, if any	AMFNX

Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.

Indicate if the Fund is any one of the types listed below. Check all that apply.

a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund        i.     Exchange-Traded Fund        ii.    Exchange-Traded Managed Fund   b.   Index Fund   c.    Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark   d.    Interval Fund   e.    Fund of Funds   f.     Master-Feeder Fund   g.    Money Market Fund   h.    Target Date Fund   i.     Underlying fund to a variable annuity or variable life insurance contract          N/A

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))?

Yes No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].

a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities?	Yes No
b. If yes, provide the following information:
Foreign Investments Record: 1
Full name of subsidiary	ASG MAN FUT STRAT CAYMAN FUND
LEI of subsidiary, if any	549300EBVFBEXY71EW25

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.

a. Is the Fund authorized to engage in securities lending transactions?	Yes No
b. Did the Fund lend any of its securities during the reporting period?	Yes No

c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:

i. Full name of securities lending agent
ii. LEI, if any
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund?	Yes No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent?	Yes No

v. If the entity providing the indemnification is not the securities lending agent, provide the following information:

1. Name of person providing indemnification
2. LEI, if any, of person providing indemnification

vi. Did the Fund exercise its indemnification rights during the reporting period?

Yes No

d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:

i. Full name of cash collateral manager:
ii. LEI, if any:
iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund?	Yes No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund?	Yes No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):	i. Revenue sharing split   ii. Non-revenue sharing split (other than administrative fee)    iii. Administrative fee   iv. Cash collateral reinvestment fee   v. Indemnification fee   vi. Other     N/A
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period	N/A
g. Provide the net income from securities lending activities	N/A

Item C.7. Reliance on certain rules.

Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply)

a. Rule 10f-3 (17 CFR 270.10f-3)    b. Rule 12d1-1 (17 CFR 270.12d1-1)   c. Rule 15a-4 (17 CFR 270.15a-4)    d. Rule 17a-6 (17 CFR 270.17a-6)    e. Rule 17a-7 (17 CFR 270.17a-7)   f. Rule 17a-8 (17 CFR 270.17a-8)   g. Rule 17e-1 (17 CFR 270.17e-1)   h. Rule 22d-1 (17 CFR 270.22d-1)   i. Rule 23c-1 (17 CFR 270.23c-1)    j. Rule 32a-4 (17 CFR 270.32a-4)   N/A

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.

a. Did the Fund have an expense limitation arrangement in place during the reporting period?	Yes No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period?	Yes No
c. Are the fees waived subject to recoupment?	Yes No
d. Were any expenses previously waived recouped during the period?	Yes No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:

Investment Advisers Record: 1
i. Full name	AlphaSimplex Group, LLC
ii. SEC file number ( e.g., 801- )	801-62448
iii.CRD number	000128356
iv. LEI, if any	LU8SRV9ICT5E29588H39
v. State, if applicable	MASSACHUSETTS
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Was the investment adviser hired during the reporting period?	Yes No

b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:

i. Full name
ii. SEC file number ( e.g., 801- )
iii. CRD number
iv. LEI, if any
v. State, if applicable
vi. Foreign country, if applicable
vii. Termination date

c. For each sub-adviser to the Fund, provide the information requested:

i. Full name
ii. SEC file number ( e.g., 801- ), if applicable
iii. CRD number
iv. LEI, if any
v. State, if applicable
vi. Foreign country, if applicable
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)?	Yes No
viii. Was the sub-adviser hired during the reporting period?	Yes No

d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:

i. Full name
ii. SEC file number ( e.g., 801- )
iii. CRD number
iv. LEI, if any
v. State, if applicable
vi. Foreign country, if applicable
vii. Termination date

Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:

Transfer Agents Record: 1
i. Full name	DST Asset Manager Solutions, Inc.
ii.SEC file number ( e.g., 84- or 85- )	84-00896
iii. LEI, if any	00000000000000000000
iv. State, if applicable	MASSACHUSETTS
v. Foreign country, if applicable	UNITED STATES OF AMERICA
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?	Yes No
vii. Is the transfer agent a sub-transfer agent?	Yes No

b. Has a transfer agent been hired or terminated during the reporting period?

Yes No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:

Pricing Services Record: 1
i. Full name	IHS Markit Ltd.
ii. LEI, if any, or provide and describe other identifying number	549300HLPTRASHS0E726
Description of other identifying number
iii. State, if applicable
iv. Foreign country, if applicable	UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?	Yes No
Pricing Services Record: 2
i. Full name	Bloomberg L.P.
ii. LEI, if any, or provide and describe other identifying number	549300B56MD0ZC402L06
Description of other identifying number
iii. State, if applicable	NEW YORK
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?	Yes No
Pricing Services Record: 3
i. Full name	Refinitiv
ii. LEI, if any, or provide and describe other identifying number	00000000000000000000
Description of other identifying number
iii. State, if applicable	NEW YORK
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?	Yes No
Pricing Services Record: 4
i. Full name	ICE Data Services, Inc.
ii. LEI, if any, or provide and describe other identifying number	5493000NQ9LYLDBCTL34
Description of other identifying number
iii. State, if applicable	NEW JERSEY
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?	Yes No

b. Was a pricing service hired or terminated during the reporting period?

Yes No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:

Custodians Record: 1
i. Full name	J.P. Morgan Securities LLC
ii. LEI, if any	ZBUT11V806EZRVTWT807
iii. State, if applicable	NEW YORK
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 2
i. Full name	State Street Bank and Trust Company
ii. LEI, if any	571474TGEMMWANRLN572
iii. State, if applicable	MASSACHUSETTS
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 3
i. Full name	Goldman Sachs & Co. LLC
ii. LEI, if any	FOR8UP27PHTHYVLBNG30
iii. State, if applicable	NEW YORK
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other

b. Has a custodian been hired or terminated during the reporting period?*

Yes No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:

Shareholder servicing agents Record: 1
i. Full name	DST Asset Manager Solutions, Inc.
ii. LEI, if any, or provide and describe other identifying number	84-00896
Description of other identifying number	SEC File Number
iii. State, if applicable	MASSACHUSETTS
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent?	Yes No

b. Has a shareholder servicing agent been hired or terminated during the reporting period?

Yes No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:

Administrators Record: 1
i. Full name	State Street Bank and Trust Company
ii. LEI, if any, or other identifying number	571474TGEMMWANRLN572
Description of other identifying number
iii. State, if applicable	MASSACHUSETTS
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the administrator a sub-administrator?	Yes No
Administrators Record: 2
i. Full name	Natixis Advisors, L.P.
ii. LEI, if any, or other identifying number	549300PSRHO2UJWZNJ04
Description of other identifying number
iii. State, if applicable	MASSACHUSETTS
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the administrator a sub-administrator?	Yes No

b.Has a third-party administrator been hired or terminated during the reporting period?

Yes No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:

Broker Dealers Record: 1
a. Full name	PJ Solomon Securities, LLC
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable	NEW YORK
f. Foreign country, if applicable	UNITED STATES OF AMERICA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 2
a. Full name	DNCA Courtage
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable
f. Foreign country, if applicable	FRANCE
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 3
a. Full name	Natixis Wealth Management
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	969500892AQHFDSWRF71
e. State, if applicable
f. Foreign country, if applicable	FRANCE
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 4
a. Full name	Natixis Investment Managers Canada LP
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable
f. Foreign country, if applicable	CANADA (FEDERAL LEVEL)
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 5
a. Full name	Natixis Distribution, L.P.
b. SEC file number	N/A
c. CRD number	000034754
d. LEI, if any	0000000000
e. State, if applicable	MASSACHUSETTS
f. Foreign country, if applicable	UNITED STATES OF AMERICA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 6
a. Full name	Natixis Structured Issuance SA
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	549300YZ10WOWPBPDW20
e. State, if applicable
f. Foreign country, if applicable	LUXEMBOURG
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 7
a. Full name	Natixis Investment Managers UK Ltd
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable
f. Foreign country, if applicable	UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 8
a. Full name	Natixis Investment Managers Hong Kong Limited
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable
f. Foreign country, if applicable	HONG KONG
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 9
a. Full name	Natixis
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	KX1WK48MPD4Y2NCUIZ63
e. State, if applicable
f. Foreign country, if applicable	FRANCE
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 10
a. Full name	Natixis Investment Managers Japan Co., Ltd.
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable
f. Foreign country, if applicable	JAPAN
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 11
a. Full name	Credit Foncier de France
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	969500EYG6U339D3TI84
e. State, if applicable
f. Foreign country, if applicable	FRANCE
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 12
a. Full name	Loomis Sayles Distributors, L.P.
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable	MASSACHUSETTS
f. Foreign country, if applicable	UNITED STATES OF AMERICA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 13
a. Full name	Natixis Asset Management Finance
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	969500OCY8KZTP2CB380
e. State, if applicable
f. Foreign country, if applicable	FRANCE
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 14
a. Full name	Natixis Investment Managers Switzerland Sarl
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	N/A
e. State, if applicable
f. Foreign country, if applicable	SWITZERLAND
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 15
a. Full name	Natixis Investment Managers Australia Pty Limited
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable
f. Foreign country, if applicable	AUSTRALIA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 16
a. Full name	Natixis Investment Managers S.A.
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	5493004FNBJP406R4B02
e. State, if applicable
f. Foreign country, if applicable	LUXEMBOURG
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 17
a. Full name	Natixis Interepargne
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	969500K5E8ZEUGFEJ896
e. State, if applicable
f. Foreign country, if applicable	FRANCE
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 18
a. Full name	Nexgen Capital Limited
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	635400RB4CFTG3P1H146
e. State, if applicable
f. Foreign country, if applicable	IRELAND
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 19
a. Full name	Natixis Asia Limited
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	549300FLVWNBJU1GUG93
e. State, if applicable
f. Foreign country, if applicable	HONG KONG
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 20
a. Full name	Natixis Japan Securities Co., Ltd.
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	549300JX7L6CKP0SZF78
e. State, if applicable
f. Foreign country, if applicable	JAPAN
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 21
a. Full name	Harris Associates Securities L.P.
b. SEC file number	N/A
c. CRD number	000006959
d. LEI, if any	0000000000
e. State, if applicable	ILLINOIS
f. Foreign country, if applicable	UNITED STATES OF AMERICA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 22
a. Full name	NATIXIS Pfandbriefbank AG
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	529900J6VNDBVTKV7I86
e. State, if applicable
f. Foreign country, if applicable	GERMANY
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 23
a. Full name	Natixis Securities Americas LLC
b. SEC file number	8-719
c. CRD number	000001101
d. LEI, if any	549300L8G1E7ZHVEOG75
e. State, if applicable	NEW YORK
f. Foreign country, if applicable	UNITED STATES OF AMERICA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 24
a. Full name	Natixis Funding Corp.
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	549300Z415GT4OWHU676
e. State, if applicable	NEW YORK
f. Foreign country, if applicable	UNITED STATES OF AMERICA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 25
a. Full name	Natixis Australia Pty Ltd
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable
f. Foreign country, if applicable	AUSTRALIA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 26
a. Full name	Natixis Investment Managers International
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	969500WCY7P9HOJNP063
e. State, if applicable
f. Foreign country, if applicable	FRANCE
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000

Item C.16. Brokers.

Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.

a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:

i. Full name of broker
ii. SEC file number
iii. CRD number
iv. LEI, if any
v. State, if applicable
vi. Foreign country, if applicable
vii. Gross commissions paid by the Fund for the reporting period

b. Aggregate brokerage commissions paid by Fund during the reporting period:	0.00000000

Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:

Principal Transactions Record: 1
i. Full name of dealer	State Street Bank and Trust Company
ii. SEC file number	N/A
iii. CRD number	000000000
iv. LEI, if any	571474TGEMMWANRLN572
v. State, if applicable	MASSACHUSETTS
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	54,263,256.42000000
Principal Transactions Record: 2
i. Full name of dealer	MUFG Union Bank, National Association
ii. SEC file number	N/A
iii. CRD number	000019685
iv. LEI, if any	OX3PU53ZLPQKJ4700D47
v. State, if applicable	CALIFORNIA
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	80,000,000.00000000
Principal Transactions Record: 3
i. Full name of dealer	Pershing LLC
ii. SEC file number	8-17574
iii. CRD number	000007560
iv. LEI, if any	ZI8Q1A8EI8LQFJNM0D94
v. State, if applicable	NEW JERSEY
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	3,524,300,753.09000000
Principal Transactions Record: 4
i. Full name of dealer	Goldman Sachs & Co. LLC
ii. SEC file number	8-129
iii. CRD number	000000361
iv. LEI, if any	FOR8UP27PHTHYVLBNG30
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	283,242,606.96000000
Principal Transactions Record: 5
i. Full name of dealer	CIBC World Markets Corp.
ii. SEC file number	8-18333
iii. CRD number	000000630
iv. LEI, if any	549300445CON3DBMU275
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	33,338,575,000.00000000
Principal Transactions Record: 6
i. Full name of dealer	RBC Capital Markets, LLC
ii. SEC file number	8-45411
iii. CRD number	000031194
iv. LEI, if any	549300LCO2FLSSVFFR64
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	282,796,607.38000000
Principal Transactions Record: 7
i. Full name of dealer	Mizuho Securities USA LLC
ii. SEC file number	8-37710
iii. CRD number	000019647
iv. LEI, if any	7TK5RJIZDFROZCA6XF66
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	593,750,000.00000000
Principal Transactions Record: 8
i. Full name of dealer	ICAP Corporates LLC
ii. SEC file number	8-12726
iii. CRD number	000002762
iv. LEI, if any	78E0W5ARMBFSS8K1Y274
v. State, if applicable	NEW JERSEY
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	45,769,050,071.59999000
Principal Transactions Record: 9
i. Full name of dealer	Merrill Lynch, Pierce, Fenner & Smith Incorporated
ii. SEC file number	8-7221
iii. CRD number	000007691
iv. LEI, if any	8NAV47T0Y26Q87Y0QP81
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	7,993,461,836.23000100
Principal Transactions Record: 10
i. Full name of dealer	Deutsche Bank Capital Corporation
ii. SEC file number	8-15774
iii. CRD number	000005323
iv. LEI, if any	529900NZEAS6DR7N9T89
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	361,000,000.00000000

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

92,640,940,132.00000000

Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)?

Yes No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period	2,984,586,338.81000000
b. Provide the money market fund's daily average net assets during the reporting period

Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:

a. Does the Fund have available a line of credit?

Yes No

If yes, for each line of credit, provide the information requested below:

Line of Credit details Record: 1
i. Is the line of credit a committed or uncommitted line of credit?	Committed Uncommitted
ii. What size is the line of credit?	400,000,000.00000000
iii. With which institution(s) is the line of credit?
Line Institutions Record: 1
Name of institution	State Street Bank and Trust Company
iv. Is the line of credit just for the Fund, or is it shared among multiple funds?	Sole Shared

1. If shared, list the names of other funds that may use the line of credit.

Shared Credit Users Record: 1

Name of fund	Natixis Sustainable Future 2025 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 2

Name of fund	Natixis Sustainable Future 2015 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 3

Name of fund	Loomis Sayles Core Plus Bond Fund
SEC File number( e.g., 811- )	811-04323

Shared Credit Users Record: 4

Name of fund	Loomis Sayles Small/Mid Cap Growth Fund
SEC File number( e.g., 811- )	811-06241

Shared Credit Users Record: 5

Name of fund	Natixis Sustainable Future 2035 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 6

Name of fund	Natixis Loomis Sayles Short Duration Income ETF
SEC File number( e.g., 811- )	811-23146

Shared Credit Users Record: 7

Name of fund	Loomis Sayles Limited Term Government and Agency Fund
SEC File number( e.g., 811- )	811-06241

Shared Credit Users Record: 8

Name of fund	Mirova Global Sustainable Equity Fund
SEC File number( e.g., 811- )	811-04323

Shared Credit Users Record: 9

Name of fund	Vaughan Nelson Small Cap Value Fund
SEC File number( e.g., 811- )	811-04323

Shared Credit Users Record: 10

Name of fund	Loomis Sayles Investment Grade Bond Fund
SEC File number( e.g., 811- )	811-06241

Shared Credit Users Record: 11

Name of fund	Natixis Sustainable Future 2030 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 12

Name of fund	Loomis Sayles Multi-Asset Income Fund
SEC File number( e.g., 811- )	811-04323

Shared Credit Users Record: 13

Name of fund	Natixis Sustainable Future 2045 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 14

Name of fund	AEW Real Estate Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 15

Name of fund	Loomis Sayles Small Cap Value Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 16

Name of fund	Natixis Oakmark International Fund
SEC File number( e.g., 811- )	811-04323

Shared Credit Users Record: 17

Name of fund	Loomis Sayles Inflation Protected Securities Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 18

Name of fund	Natixis Sustainable Future 2060 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 19

Name of fund	McDonnell Intermediate Municipal Bond Fund
SEC File number( e.g., 811- )	811-00242

Shared Credit Users Record: 20

Name of fund	Natixis Sustainable Future 2020 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 21

Name of fund	Loomis Sayles Global Allocation Fund
SEC File number( e.g., 811- )	811-06241

Shared Credit Users Record: 22

Name of fund	Vaughan Nelson Value Opportunity Fund
SEC File number( e.g., 811- )	811-00242

Shared Credit Users Record: 23

Name of fund	Loomis Sayles High Income Opportunities Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 24

Name of fund	Loomis Sayles Growth Fund
SEC File number( e.g., 811- )	811-06241

Shared Credit Users Record: 25

Name of fund	Loomis Sayles Strategic Alpha Fund
SEC File number( e.g., 811- )	811-00242

Shared Credit Users Record: 26

Name of fund	Loomis Sayles Bond Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 27

Name of fund	Loomis Sayles Investment Grade Fixed Income Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 28

Name of fund	Natixis Sustainable Future 2050 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 29

Name of fund	Loomis Sayles Securitized Asset Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 30

Name of fund	Natixis Sustainable Future 2040 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 31

Name of fund	Mirova Global Green Bond Fund
SEC File number( e.g., 811- )	811-04323

Shared Credit Users Record: 32

Name of fund	ASG Tactical U.S. Market Fund
SEC File number( e.g., 811- )	811-00242

Shared Credit Users Record: 33

Name of fund	Loomis Sayles Fixed Income Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 34

Name of fund	Loomis Sayles High Income Fund
SEC File number( e.g., 811- )	811-06241

Shared Credit Users Record: 35

Name of fund	Gateway Fund
SEC File number( e.g., 811- )	811-22099

Shared Credit Users Record: 36

Name of fund	Gateway Equity Call Premium Fund
SEC File number( e.g., 811- )	811-22099

Shared Credit Users Record: 37

Name of fund	Loomis Sayles Global Bond Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 38

Name of fund	Loomis Sayles Global Growth Fund
SEC File number( e.g., 811- )	811-00242

Shared Credit Users Record: 39

Name of fund	Loomis Sayles Small Cap Growth Fund
SEC File number( e.g., 811- )	811-06241

Shared Credit Users Record: 40

Name of fund	Natixis Oakmark Fund
SEC File number( e.g., 811- )	811-00242

Shared Credit Users Record: 41

Name of fund	Loomis Sayles Institutional High Income Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 42

Name of fund	Natixis Sustainable Future 2055 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 43

Name of fund	Loomis Sayles Intermediate Duration Bond Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 44

Name of fund	Natixis Seeyond International Minimum Volatility ETF
SEC File number( e.g., 811- )	811-23146

Shared Credit Users Record: 45

Name of fund	Loomis Sayles Strategic Income Fund
SEC File number( e.g., 811- )	811-06241

Shared Credit Users Record: 46

Name of fund	ASG Dynamic Allocation Fund
SEC File number( e.g., 811- )	811-00242

Shared Credit Users Record: 47

Name of fund	Natixis U.S. Equity Opportunities Fund
SEC File number( e.g., 811- )	811-04323

Shared Credit Users Record: 48

Name of fund	ASG Global Alternatives Fund
SEC File number( e.g., 811- )	811-00242

Shared Credit Users Record: 49

Name of fund	Vaughan Nelson Select Fund
SEC File number( e.g., 811- )	811-00242

v. Did the Fund draw on the line of credit this period? Yes No

b. Did the Fund engage in interfund lending?	Yes No

c.Did the Fund engage in interfund borrowing?	Yes No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:

a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?	Yes No

Management Investment Record: 6

Item C.1. Background information.

a. Full Name of the Fund	McDonnell Intermediate Municipal Bond Fund
b. Series identication number, if any	S000039535
c. LEI	549300SVNEULES5WRW78
d. Is this the first filing on this form by the Fund?	Yes No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?	3
b. How many new Classes of shares of the Fund were added during the reporting period?	0
c. How many Classes of shares of the Fund were terminated during the reporting period?	0
d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class	Class A
ii. Class identification number, if any	C000121922
iii. Ticker symbol, if any	MIMAX
Shares Outstanding Record: 2
i. Full name of Class	Class T
ii. Class identification number, if any	C000188569
iii. Ticker symbol, if any	MIMTX
Shares Outstanding Record: 3
i. Full name of Class	Class C
ii. Class identification number, if any	C000121923
iii. Ticker symbol, if any	MIMCX
Shares Outstanding Record: 4
i. Full name of Class	Class Y
ii. Class identification number, if any	C000121924
iii. Ticker symbol, if any	MIMYX

Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.

Indicate if the Fund is any one of the types listed below. Check all that apply.

a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund        i.     Exchange-Traded Fund        ii.    Exchange-Traded Managed Fund   b.   Index Fund   c.    Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark   d.    Interval Fund   e.    Fund of Funds   f.     Master-Feeder Fund   g.    Money Market Fund   h.    Target Date Fund   i.     Underlying fund to a variable annuity or variable life insurance contract          N/A

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))?

Yes No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].

a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities?

Yes No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.

a. Is the Fund authorized to engage in securities lending transactions?	Yes No
b. Did the Fund lend any of its securities during the reporting period?	Yes No

c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:

Securities Lending Record: 1
i. Full name of securities lending agent	State Street Bank and Trust Company
ii. LEI, if any	571474TGEMMWANRLN572
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund?	Yes No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent?	Yes No

v. If the entity providing the indemnification is not the securities lending agent, provide the following information:

Idemnity Providers Record: 1

1. Name of person providing indemnification	N/A
2. LEI, if any, of person providing indemnification	N/A

vi. Did the Fund exercise its indemnification rights during the reporting period?

Yes No

d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:

i. Full name of cash collateral manager:
ii. LEI, if any:
iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund?	Yes No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund?	Yes No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):	i. Revenue sharing split   ii. Non-revenue sharing split (other than administrative fee)    iii. Administrative fee   iv. Cash collateral reinvestment fee   v. Indemnification fee   vi. Other     N/A
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period	N/A
g. Provide the net income from securities lending activities	N/A

Item C.7. Reliance on certain rules.

Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply)

a. Rule 10f-3 (17 CFR 270.10f-3)    b. Rule 12d1-1 (17 CFR 270.12d1-1)   c. Rule 15a-4 (17 CFR 270.15a-4)    d. Rule 17a-6 (17 CFR 270.17a-6)    e. Rule 17a-7 (17 CFR 270.17a-7)   f. Rule 17a-8 (17 CFR 270.17a-8)   g. Rule 17e-1 (17 CFR 270.17e-1)   h. Rule 22d-1 (17 CFR 270.22d-1)   i. Rule 23c-1 (17 CFR 270.23c-1)    j. Rule 32a-4 (17 CFR 270.32a-4)   N/A

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.

a. Did the Fund have an expense limitation arrangement in place during the reporting period?	Yes No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period?	Yes No
c. Are the fees waived subject to recoupment?	Yes No
d. Were any expenses previously waived recouped during the period?	Yes No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:

Investment Advisers Record: 1
i. Full name	Natixis Advisors, L.P.
ii. SEC file number ( e.g., 801- )	801-48408
iii.CRD number	000106800
iv. LEI, if any	549300PSRHO2UJWZNJ04
v. State, if applicable	MASSACHUSETTS
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Was the investment adviser hired during the reporting period?	Yes No

b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:

i. Full name
ii. SEC file number ( e.g., 801- )
iii. CRD number
iv. LEI, if any
v. State, if applicable
vi. Foreign country, if applicable
vii. Termination date

c. For each sub-adviser to the Fund, provide the information requested:

Sub Advisors Record: 1
i. Full name	McDonnell Investment Management, LLC
ii. SEC file number ( e.g., 801- ), if applicable	801-77394
iii. CRD number	000166176
iv. LEI, if any	00000000000000000000
v. State, if applicable	ILLINOIS
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)?	Yes No
viii. Was the sub-adviser hired during the reporting period?	Yes No

d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:

i. Full name
ii. SEC file number ( e.g., 801- )
iii. CRD number
iv. LEI, if any
v. State, if applicable
vi. Foreign country, if applicable
vii. Termination date

Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:

Transfer Agents Record: 1
i. Full name	DST Asset Manager Solutions, Inc.
ii.SEC file number ( e.g., 84- or 85- )	84-00896
iii. LEI, if any	00000000000000000000
iv. State, if applicable	MASSACHUSETTS
v. Foreign country, if applicable	UNITED STATES OF AMERICA
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?	Yes No
vii. Is the transfer agent a sub-transfer agent?	Yes No

b. Has a transfer agent been hired or terminated during the reporting period?

Yes No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:

Pricing Services Record: 1
i. Full name	Bloomberg L.P.
ii. LEI, if any, or provide and describe other identifying number	549300B56MD0ZC402L06
Description of other identifying number
iii. State, if applicable	NEW YORK
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?	Yes No
Pricing Services Record: 2
i. Full name	Refinitiv
ii. LEI, if any, or provide and describe other identifying number	00000000000000000000
Description of other identifying number
iii. State, if applicable	NEW YORK
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?	Yes No
Pricing Services Record: 3
i. Full name	IHS Markit Ltd.
ii. LEI, if any, or provide and describe other identifying number	549300HLPTRASHS0E726
Description of other identifying number
iii. State, if applicable
iv. Foreign country, if applicable	UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?	Yes No
Pricing Services Record: 4
i. Full name	ICE Data Services, Inc.
ii. LEI, if any, or provide and describe other identifying number	5493000NQ9LYLDBCTL34
Description of other identifying number
iii. State, if applicable	NEW JERSEY
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?	Yes No

b. Was a pricing service hired or terminated during the reporting period?

Yes No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:

Custodians Record: 1
i. Full name	State Street Bank and Trust Company
ii. LEI, if any	571474TGEMMWANRLN572
iii. State, if applicable	MASSACHUSETTS
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other

b. Has a custodian been hired or terminated during the reporting period?*

Yes No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:

Shareholder servicing agents Record: 1
i. Full name	DST Asset Manager Solutions, Inc.
ii. LEI, if any, or provide and describe other identifying number	84-00896
Description of other identifying number	SEC File Number
iii. State, if applicable	MASSACHUSETTS
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent?	Yes No

b. Has a shareholder servicing agent been hired or terminated during the reporting period?

Yes No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:

Administrators Record: 1
i. Full name	Natixis Advisors, L.P.
ii. LEI, if any, or other identifying number	549300PSRHO2UJWZNJ04
Description of other identifying number
iii. State, if applicable	MASSACHUSETTS
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the administrator a sub-administrator?	Yes No
Administrators Record: 2
i. Full name	State Street Bank and Trust Company
ii. LEI, if any, or other identifying number	571474TGEMMWANRLN572
Description of other identifying number
iii. State, if applicable	MASSACHUSETTS
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the administrator a sub-administrator?	Yes No

b.Has a third-party administrator been hired or terminated during the reporting period?

Yes No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:

Broker Dealers Record: 1
a. Full name	Natixis
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	KX1WK48MPD4Y2NCUIZ63
e. State, if applicable
f. Foreign country, if applicable	FRANCE
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 2
a. Full name	NATIXIS Pfandbriefbank AG
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	529900J6VNDBVTKV7I86
e. State, if applicable
f. Foreign country, if applicable	GERMANY
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 3
a. Full name	Harris Associates Securities L.P.
b. SEC file number	N/A
c. CRD number	000006959
d. LEI, if any	0000000000
e. State, if applicable	ILLINOIS
f. Foreign country, if applicable	UNITED STATES OF AMERICA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 4
a. Full name	Natixis Asia Limited
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	549300FLVWNBJU1GUG93
e. State, if applicable
f. Foreign country, if applicable	HONG KONG
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 5
a. Full name	Natixis Interepargne
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	969500K5E8ZEUGFEJ896
e. State, if applicable
f. Foreign country, if applicable	FRANCE
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 6
a. Full name	Natixis Distribution, L.P.
b. SEC file number	N/A
c. CRD number	000034754
d. LEI, if any	0000000000
e. State, if applicable	MASSACHUSETTS
f. Foreign country, if applicable	UNITED STATES OF AMERICA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 7
a. Full name	Natixis Japan Securities Co., Ltd.
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	549300JX7L6CKP0SZF78
e. State, if applicable
f. Foreign country, if applicable	JAPAN
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 8
a. Full name	Natixis Investment Managers S.A.
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	5493004FNBJP406R4B02
e. State, if applicable
f. Foreign country, if applicable	LUXEMBOURG
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 9
a. Full name	Natixis Wealth Management
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	969500892AQHFDSWRF71
e. State, if applicable
f. Foreign country, if applicable	FRANCE
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 10
a. Full name	PJ Solomon Securities, LLC
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable	NEW YORK
f. Foreign country, if applicable	UNITED STATES OF AMERICA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 11
a. Full name	Loomis Sayles Distributors, L.P.
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable	MASSACHUSETTS
f. Foreign country, if applicable	UNITED STATES OF AMERICA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 12
a. Full name	Natixis Investment Managers Canada LP
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable
f. Foreign country, if applicable	CANADA (FEDERAL LEVEL)
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 13
a. Full name	Natixis Funding Corp.
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	549300Z415GT4OWHU676
e. State, if applicable	NEW YORK
f. Foreign country, if applicable	UNITED STATES OF AMERICA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 14
a. Full name	DNCA Courtage
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable
f. Foreign country, if applicable	FRANCE
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 15
a. Full name	Credit Foncier de France
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	969500EYG6U339D3TI84
e. State, if applicable
f. Foreign country, if applicable	FRANCE
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 16
a. Full name	Natixis Investment Managers Japan Co., Ltd.
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable
f. Foreign country, if applicable	JAPAN
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 17
a. Full name	Natixis Asset Management Finance
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	969500OCY8KZTP2CB380
e. State, if applicable
f. Foreign country, if applicable	FRANCE
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 18
a. Full name	Natixis Investment Managers UK Ltd
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable
f. Foreign country, if applicable	UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 19
a. Full name	Natixis Australia Pty Ltd
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable
f. Foreign country, if applicable	AUSTRALIA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 20
a. Full name	Natixis Investment Managers Hong Kong Limited
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable
f. Foreign country, if applicable	HONG KONG
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 21
a. Full name	Natixis Investment Managers Australia Pty Limited
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable
f. Foreign country, if applicable	AUSTRALIA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 22
a. Full name	Nexgen Capital Limited
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	635400RB4CFTG3P1H146
e. State, if applicable
f. Foreign country, if applicable	IRELAND
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 23
a. Full name	Natixis Investment Managers International
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	969500WCY7P9HOJNP063
e. State, if applicable
f. Foreign country, if applicable	FRANCE
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 24
a. Full name	Natixis Investment Managers Switzerland Sarl
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	N/A
e. State, if applicable
f. Foreign country, if applicable	SWITZERLAND
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 25
a. Full name	Natixis Securities Americas LLC
b. SEC file number	8-719
c. CRD number	000001101
d. LEI, if any	549300L8G1E7ZHVEOG75
e. State, if applicable	NEW YORK
f. Foreign country, if applicable	UNITED STATES OF AMERICA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 26
a. Full name	Natixis Structured Issuance SA
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	549300YZ10WOWPBPDW20
e. State, if applicable
f. Foreign country, if applicable	LUXEMBOURG
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000

Item C.16. Brokers.

Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.

a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:

Brokers Record: 1
i. Full name of broker	Barclays Capital Inc.
ii. SEC file number	8-41342
iii. CRD number	000019714
iv. LEI, if any	AC28XWWI3WIBK2824319
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Gross commissions paid by the Fund for the reporting period	125.00000000
b. Aggregate brokerage commissions paid by Fund during the reporting period:	125.00000000

Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:

Principal Transactions Record: 1
i. Full name of dealer	RBC Capital Markets, LLC
ii. SEC file number	8-45411
iii. CRD number	000031194
iv. LEI, if any	549300LCO2FLSSVFFR64
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	1,443,137.00000000
Principal Transactions Record: 2
i. Full name of dealer	JPMorgan Chase & Co.
ii. SEC file number	8-35008
iii. CRD number	000000079
iv. LEI, if any	8I5DZWZKVSZI1NUHU748
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	7,242,933.00000000
Principal Transactions Record: 3
i. Full name of dealer	Pershing LLC
ii. SEC file number	8-17574
iii. CRD number	000007560
iv. LEI, if any	ZI8Q1A8EI8LQFJNM0D94
v. State, if applicable	NEW JERSEY
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	6,108,455.20000000
Principal Transactions Record: 4
i. Full name of dealer	Wells Fargo Securities, LLC
ii. SEC file number	8-65876
iii. CRD number	000126292
iv. LEI, if any	VYVVCKR63DVZZN70PB21
v. State, if applicable	NORTH CAROLINA
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	1,329,528.00000000
Principal Transactions Record: 5
i. Full name of dealer	Janney Montgomery Scott LLC
ii. SEC file number	8-462
iii. CRD number	000000463
iv. LEI, if any	549300QQRY1JCFQHYS08
v. State, if applicable	PENNSYLVANIA
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	1,792,332.00000000
Principal Transactions Record: 6
i. Full name of dealer	Barclays Capital Inc.
ii. SEC file number	8-41342
iii. CRD number	000019714
iv. LEI, if any	AC28XWWI3WIBK2824319
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	7,925,900.00000000
Principal Transactions Record: 7
i. Full name of dealer	STIFEL NICOLAUS & CO INC.
ii. SEC file number	8-1447
iii. CRD number	000000793
iv. LEI, if any	5WUVMA08EYG4KEUPW589
v. State, if applicable	MISSOURI
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	2,862,537.90000000
Principal Transactions Record: 8
i. Full name of dealer	State Street Bank and Trust Company
ii. SEC file number	N/A
iii. CRD number	000000000
iv. LEI, if any	571474TGEMMWANRLN572
v. State, if applicable	MASSACHUSETTS
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	152,894,508.84000000
Principal Transactions Record: 9
i. Full name of dealer	Goldman Sachs & Co. LLC
ii. SEC file number	8-129
iii. CRD number	000000361
iv. LEI, if any	FOR8UP27PHTHYVLBNG30
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	6,285,632.50000000
Principal Transactions Record: 10
i. Full name of dealer	Citigroup Global Markets Inc.
ii. SEC file number	8-8177
iii. CRD number	000007059
iv. LEI, if any	MBNUM2BPBDO7JBLYG310
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	1,870,552.50000000

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

197,986,385.70000000

Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)?

Yes No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period	27,639,596.94000000
b. Provide the money market fund's daily average net assets during the reporting period

Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:

a. Does the Fund have available a line of credit?

Yes No

If yes, for each line of credit, provide the information requested below:

Line of Credit details Record: 1
i. Is the line of credit a committed or uncommitted line of credit?	Committed Uncommitted
ii. What size is the line of credit?	400,000,000.00000000
iii. With which institution(s) is the line of credit?
Line Institutions Record: 1
Name of institution	State Street Bank and Trust Company
iv. Is the line of credit just for the Fund, or is it shared among multiple funds?	Sole Shared

1. If shared, list the names of other funds that may use the line of credit.

Shared Credit Users Record: 1

Name of fund	Vaughan Nelson Value Opportunity Fund
SEC File number( e.g., 811- )	811-00242

Shared Credit Users Record: 2

Name of fund	Natixis Sustainable Future 2050 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 3

Name of fund	Loomis Sayles Growth Fund
SEC File number( e.g., 811- )	811-06241

Shared Credit Users Record: 4

Name of fund	Loomis Sayles High Income Opportunities Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 5

Name of fund	Gateway Equity Call Premium Fund
SEC File number( e.g., 811- )	811-22099

Shared Credit Users Record: 6

Name of fund	Loomis Sayles Strategic Alpha Fund
SEC File number( e.g., 811- )	811-00242

Shared Credit Users Record: 7

Name of fund	ASG Managed Futures Strategy Fund
SEC File number( e.g., 811- )	811-00242

Shared Credit Users Record: 8

Name of fund	Loomis Sayles Investment Grade Fixed Income Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 9

Name of fund	Loomis Sayles Small Cap Value Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 10

Name of fund	Loomis Sayles Global Growth Fund
SEC File number( e.g., 811- )	811-00242

Shared Credit Users Record: 11

Name of fund	Mirova Global Green Bond Fund
SEC File number( e.g., 811- )	811-04323

Shared Credit Users Record: 12

Name of fund	Natixis Sustainable Future 2055 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 13

Name of fund	Loomis Sayles Institutional High Income Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 14

Name of fund	Natixis Sustainable Future 2060 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 15

Name of fund	Natixis Oakmark International Fund
SEC File number( e.g., 811- )	811-04323

Shared Credit Users Record: 16

Name of fund	Natixis Seeyond International Minimum Volatility ETF
SEC File number( e.g., 811- )	811-23146

Shared Credit Users Record: 17

Name of fund	Loomis Sayles Investment Grade Bond Fund
SEC File number( e.g., 811- )	811-06241

Shared Credit Users Record: 18

Name of fund	Loomis Sayles Inflation Protected Securities Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 19

Name of fund	Natixis U.S. Equity Opportunities Fund
SEC File number( e.g., 811- )	811-04323

Shared Credit Users Record: 20

Name of fund	Gateway Fund
SEC File number( e.g., 811- )	811-22099

Shared Credit Users Record: 21

Name of fund	Loomis Sayles Strategic Income Fund
SEC File number( e.g., 811- )	811-06241

Shared Credit Users Record: 22

Name of fund	Loomis Sayles Core Plus Bond Fund
SEC File number( e.g., 811- )	811-04323

Shared Credit Users Record: 23

Name of fund	Natixis Sustainable Future 2045 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 24

Name of fund	Loomis Sayles Bond Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 25

Name of fund	Vaughan Nelson Small Cap Value Fund
SEC File number( e.g., 811- )	811-04323

Shared Credit Users Record: 26

Name of fund	ASG Global Alternatives Fund
SEC File number( e.g., 811- )	811-00242

Shared Credit Users Record: 27

Name of fund	Natixis Sustainable Future 2015 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 28

Name of fund	Loomis Sayles Securitized Asset Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 29

Name of fund	Loomis Sayles Small Cap Growth Fund
SEC File number( e.g., 811- )	811-06241

Shared Credit Users Record: 30

Name of fund	Loomis Sayles Intermediate Duration Bond Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 31

Name of fund	Natixis Loomis Sayles Short Duration Income ETF
SEC File number( e.g., 811- )	811-23146

Shared Credit Users Record: 32

Name of fund	Natixis Sustainable Future 2020 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 33

Name of fund	Loomis Sayles Multi-Asset Income Fund
SEC File number( e.g., 811- )	811-04323

Shared Credit Users Record: 34

Name of fund	ASG Dynamic Allocation Fund
SEC File number( e.g., 811- )	811-00242

Shared Credit Users Record: 35

Name of fund	Loomis Sayles Global Allocation Fund
SEC File number( e.g., 811- )	811-06241

Shared Credit Users Record: 36

Name of fund	Vaughan Nelson Select Fund
SEC File number( e.g., 811- )	811-00242

Shared Credit Users Record: 37

Name of fund	Loomis Sayles Limited Term Government and Agency Fund
SEC File number( e.g., 811- )	811-06241

Shared Credit Users Record: 38

Name of fund	Natixis Sustainable Future 2040 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 39

Name of fund	Natixis Oakmark Fund
SEC File number( e.g., 811- )	811-00242

Shared Credit Users Record: 40

Name of fund	Natixis Sustainable Future 2025 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 41

Name of fund	Mirova Global Sustainable Equity Fund
SEC File number( e.g., 811- )	811-04323

Shared Credit Users Record: 42

Name of fund	ASG Tactical U.S. Market Fund
SEC File number( e.g., 811- )	811-00242

Shared Credit Users Record: 43

Name of fund	Loomis Sayles Fixed Income Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 44

Name of fund	Loomis Sayles Small/Mid Cap Growth Fund
SEC File number( e.g., 811- )	811-06241

Shared Credit Users Record: 45

Name of fund	Natixis Sustainable Future 2030 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 46

Name of fund	Loomis Sayles Global Bond Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 47

Name of fund	Loomis Sayles High Income Fund
SEC File number( e.g., 811- )	811-06241

Shared Credit Users Record: 48

Name of fund	AEW Real Estate Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 49

Name of fund	Natixis Sustainable Future 2035 Fund
SEC File number( e.g., 811- )	811-09945

v. Did the Fund draw on the line of credit this period? Yes No

b. Did the Fund engage in interfund lending?	Yes No

c.Did the Fund engage in interfund borrowing?	Yes No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:

a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?	Yes No

Management Investment Record: 7

Item C.1. Background information.

a. Full Name of the Fund	ASG Tactical U.S. Market Fund
b. Series identication number, if any	S000042166
c. LEI	549300GVIL1EOIRQEV34
d. Is this the first filing on this form by the Fund?	Yes No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?	3
b. How many new Classes of shares of the Fund were added during the reporting period?	0
c. How many Classes of shares of the Fund were terminated during the reporting period?	0
d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class	Class A
ii. Class identification number, if any	C000130927
iii. Ticker symbol, if any	USMAX
Shares Outstanding Record: 2
i. Full name of Class	Class T
ii. Class identification number, if any	C000188570
iii. Ticker symbol, if any	USTMX
Shares Outstanding Record: 3
i. Full name of Class	Class C
ii. Class identification number, if any	C000130928
iii. Ticker symbol, if any	USMCX
Shares Outstanding Record: 4
i. Full name of Class	Class Y
ii. Class identification number, if any	C000130929
iii. Ticker symbol, if any	USMYX

Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.

Indicate if the Fund is any one of the types listed below. Check all that apply.

a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund        i.     Exchange-Traded Fund        ii.    Exchange-Traded Managed Fund   b.   Index Fund   c.    Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark   d.    Interval Fund   e.    Fund of Funds   f.     Master-Feeder Fund   g.    Money Market Fund   h.    Target Date Fund   i.     Underlying fund to a variable annuity or variable life insurance contract          N/A

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))?

Yes No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].

a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities?

Yes No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.

a. Is the Fund authorized to engage in securities lending transactions?	Yes No
b. Did the Fund lend any of its securities during the reporting period?	Yes No

c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:

i. Full name of securities lending agent
ii. LEI, if any
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund?	Yes No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent?	Yes No

v. If the entity providing the indemnification is not the securities lending agent, provide the following information:

1. Name of person providing indemnification
2. LEI, if any, of person providing indemnification

vi. Did the Fund exercise its indemnification rights during the reporting period?

Yes No

d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:

i. Full name of cash collateral manager:
ii. LEI, if any:
iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund?	Yes No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund?	Yes No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):	i. Revenue sharing split   ii. Non-revenue sharing split (other than administrative fee)    iii. Administrative fee   iv. Cash collateral reinvestment fee   v. Indemnification fee   vi. Other     N/A
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period	N/A
g. Provide the net income from securities lending activities	N/A

Item C.7. Reliance on certain rules.

Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply)

a. Rule 10f-3 (17 CFR 270.10f-3)    b. Rule 12d1-1 (17 CFR 270.12d1-1)   c. Rule 15a-4 (17 CFR 270.15a-4)    d. Rule 17a-6 (17 CFR 270.17a-6)    e. Rule 17a-7 (17 CFR 270.17a-7)   f. Rule 17a-8 (17 CFR 270.17a-8)   g. Rule 17e-1 (17 CFR 270.17e-1)   h. Rule 22d-1 (17 CFR 270.22d-1)   i. Rule 23c-1 (17 CFR 270.23c-1)    j. Rule 32a-4 (17 CFR 270.32a-4)   N/A

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.

a. Did the Fund have an expense limitation arrangement in place during the reporting period?	Yes No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period?	Yes No
c. Are the fees waived subject to recoupment?	Yes No
d. Were any expenses previously waived recouped during the period?	Yes No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:

Investment Advisers Record: 1
i. Full name	AlphaSimplex Group, LLC
ii. SEC file number ( e.g., 801- )	801-62448
iii.CRD number	000128356
iv. LEI, if any	LU8SRV9ICT5E29588H39
v. State, if applicable	MASSACHUSETTS
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Was the investment adviser hired during the reporting period?	Yes No

b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:

i. Full name
ii. SEC file number ( e.g., 801- )
iii. CRD number
iv. LEI, if any
v. State, if applicable
vi. Foreign country, if applicable
vii. Termination date

c. For each sub-adviser to the Fund, provide the information requested:

i. Full name
ii. SEC file number ( e.g., 801- ), if applicable
iii. CRD number
iv. LEI, if any
v. State, if applicable
vi. Foreign country, if applicable
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)?	Yes No
viii. Was the sub-adviser hired during the reporting period?	Yes No

d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:

i. Full name
ii. SEC file number ( e.g., 801- )
iii. CRD number
iv. LEI, if any
v. State, if applicable
vi. Foreign country, if applicable
vii. Termination date

Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:

Transfer Agents Record: 1
i. Full name	DST Asset Manager Solutions, Inc.
ii.SEC file number ( e.g., 84- or 85- )	84-00896
iii. LEI, if any	00000000000000000000
iv. State, if applicable	MASSACHUSETTS
v. Foreign country, if applicable	UNITED STATES OF AMERICA
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?	Yes No
vii. Is the transfer agent a sub-transfer agent?	Yes No

b. Has a transfer agent been hired or terminated during the reporting period?

Yes No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:

Pricing Services Record: 1
i. Full name	Bloomberg L.P.
ii. LEI, if any, or provide and describe other identifying number	549300B56MD0ZC402L06
Description of other identifying number
iii. State, if applicable	NEW YORK
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?	Yes No
Pricing Services Record: 2
i. Full name	IHS Markit Ltd.
ii. LEI, if any, or provide and describe other identifying number	549300HLPTRASHS0E726
Description of other identifying number
iii. State, if applicable
iv. Foreign country, if applicable	UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?	Yes No
Pricing Services Record: 3
i. Full name	ICE Data Services, Inc.
ii. LEI, if any, or provide and describe other identifying number	5493000NQ9LYLDBCTL34
Description of other identifying number
iii. State, if applicable	NEW JERSEY
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?	Yes No
Pricing Services Record: 4
i. Full name	Refinitiv
ii. LEI, if any, or provide and describe other identifying number	00000000000000000000
Description of other identifying number
iii. State, if applicable	NEW YORK
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?	Yes No

b. Was a pricing service hired or terminated during the reporting period?

Yes No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:

Custodians Record: 1
i. Full name	State Street Bank and Trust Company
ii. LEI, if any	571474TGEMMWANRLN572
iii. State, if applicable	MASSACHUSETTS
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 2
i. Full name	J.P. Morgan Securities LLC
ii. LEI, if any	ZBUT11V806EZRVTWT807
iii. State, if applicable	NEW YORK
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 3
i. Full name	Goldman Sachs & Co. LLC
ii. LEI, if any	FOR8UP27PHTHYVLBNG30
iii. State, if applicable	NEW YORK
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other

b. Has a custodian been hired or terminated during the reporting period?*

Yes No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:

Shareholder servicing agents Record: 1
i. Full name	DST Asset Manager Solutions, Inc.
ii. LEI, if any, or provide and describe other identifying number	84-00896
Description of other identifying number	SEC File Number
iii. State, if applicable	MASSACHUSETTS
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent?	Yes No

b. Has a shareholder servicing agent been hired or terminated during the reporting period?

Yes No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:

Administrators Record: 1
i. Full name	State Street Bank and Trust Company
ii. LEI, if any, or other identifying number	571474TGEMMWANRLN572
Description of other identifying number
iii. State, if applicable	MASSACHUSETTS
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the administrator a sub-administrator?	Yes No
Administrators Record: 2
i. Full name	Natixis Advisors, L.P.
ii. LEI, if any, or other identifying number	549300PSRHO2UJWZNJ04
Description of other identifying number
iii. State, if applicable	MASSACHUSETTS
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the administrator a sub-administrator?	Yes No

b.Has a third-party administrator been hired or terminated during the reporting period?

Yes No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:

Broker Dealers Record: 1
a. Full name	Natixis Japan Securities Co., Ltd.
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	549300JX7L6CKP0SZF78
e. State, if applicable
f. Foreign country, if applicable	JAPAN
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 2
a. Full name	Natixis Securities Americas LLC
b. SEC file number	8-719
c. CRD number	000001101
d. LEI, if any	549300L8G1E7ZHVEOG75
e. State, if applicable	NEW YORK
f. Foreign country, if applicable	UNITED STATES OF AMERICA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 3
a. Full name	Natixis Investment Managers S.A.
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	5493004FNBJP406R4B02
e. State, if applicable
f. Foreign country, if applicable	LUXEMBOURG
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 4
a. Full name	Harris Associates Securities L.P.
b. SEC file number	N/A
c. CRD number	000006959
d. LEI, if any	0000000000
e. State, if applicable	ILLINOIS
f. Foreign country, if applicable	UNITED STATES OF AMERICA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 5
a. Full name	Natixis Investment Managers Canada LP
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable
f. Foreign country, if applicable	CANADA (FEDERAL LEVEL)
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 6
a. Full name	NATIXIS Pfandbriefbank AG
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	529900J6VNDBVTKV7I86
e. State, if applicable
f. Foreign country, if applicable	GERMANY
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 7
a. Full name	Natixis Interepargne
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	969500K5E8ZEUGFEJ896
e. State, if applicable
f. Foreign country, if applicable	FRANCE
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 8
a. Full name	Credit Foncier de France
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	969500EYG6U339D3TI84
e. State, if applicable
f. Foreign country, if applicable	FRANCE
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 9
a. Full name	Nexgen Capital Limited
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	635400RB4CFTG3P1H146
e. State, if applicable
f. Foreign country, if applicable	IRELAND
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 10
a. Full name	Natixis Wealth Management
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	969500892AQHFDSWRF71
e. State, if applicable
f. Foreign country, if applicable	FRANCE
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 11
a. Full name	Natixis Investment Managers Australia Pty Limited
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable
f. Foreign country, if applicable	AUSTRALIA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 12
a. Full name	Natixis Distribution, L.P.
b. SEC file number	N/A
c. CRD number	000034754
d. LEI, if any	0000000000
e. State, if applicable	MASSACHUSETTS
f. Foreign country, if applicable	UNITED STATES OF AMERICA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 13
a. Full name	Natixis Australia Pty Ltd
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable
f. Foreign country, if applicable	AUSTRALIA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 14
a. Full name	Loomis Sayles Distributors, L.P.
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable	MASSACHUSETTS
f. Foreign country, if applicable	UNITED STATES OF AMERICA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 15
a. Full name	Natixis Investment Managers Switzerland Sarl
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	N/A
e. State, if applicable
f. Foreign country, if applicable	SWITZERLAND
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 16
a. Full name	Natixis Structured Issuance SA
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	549300YZ10WOWPBPDW20
e. State, if applicable
f. Foreign country, if applicable	LUXEMBOURG
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 17
a. Full name	Natixis Asset Management Finance
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	969500OCY8KZTP2CB380
e. State, if applicable
f. Foreign country, if applicable	FRANCE
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 18
a. Full name	Natixis Investment Managers Japan Co., Ltd.
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable
f. Foreign country, if applicable	JAPAN
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 19
a. Full name	Natixis Investment Managers Hong Kong Limited
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable
f. Foreign country, if applicable	HONG KONG
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 20
a. Full name	Natixis Funding Corp.
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	549300Z415GT4OWHU676
e. State, if applicable	NEW YORK
f. Foreign country, if applicable	UNITED STATES OF AMERICA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 21
a. Full name	Natixis
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	KX1WK48MPD4Y2NCUIZ63
e. State, if applicable
f. Foreign country, if applicable	FRANCE
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 22
a. Full name	Natixis Investment Managers International
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	969500WCY7P9HOJNP063
e. State, if applicable
f. Foreign country, if applicable	FRANCE
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 23
a. Full name	Natixis Investment Managers UK Ltd
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable
f. Foreign country, if applicable	UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 24
a. Full name	PJ Solomon Securities, LLC
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable	NEW YORK
f. Foreign country, if applicable	UNITED STATES OF AMERICA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 25
a. Full name	DNCA Courtage
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable
f. Foreign country, if applicable	FRANCE
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 26
a. Full name	Natixis Asia Limited
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	549300FLVWNBJU1GUG93
e. State, if applicable
f. Foreign country, if applicable	HONG KONG
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000

Item C.16. Brokers.

Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.

a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:

Brokers Record: 1
i. Full name of broker	ITG Securities (Asia) Limited
ii. SEC file number	N/A
iii. CRD number	000000000
iv. LEI, if any	00000000000000000000
v. State, if applicable
vi. Foreign country, if applicable	HONG KONG
vii. Gross commissions paid by the Fund for the reporting period	27,164.70000000
b. Aggregate brokerage commissions paid by Fund during the reporting period:	27,164.70000000

Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:

Principal Transactions Record: 1
i. Full name of dealer	Deutsche Bank Securities Inc.
ii. SEC file number	8-17822
iii. CRD number	000002525
iv. LEI, if any	9J6MBOOO7BECTDTUZW19
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	7,000,000.00000000
Principal Transactions Record: 2
i. Full name of dealer	MUFG Union Bank, National Association
ii. SEC file number	N/A
iii. CRD number	000019685
iv. LEI, if any	OX3PU53ZLPQKJ4700D47
v. State, if applicable	CALIFORNIA
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	6,000,000.00000000
Principal Transactions Record: 3
i. Full name of dealer	Pershing LLC
ii. SEC file number	8-17574
iii. CRD number	000007560
iv. LEI, if any	ZI8Q1A8EI8LQFJNM0D94
v. State, if applicable	NEW JERSEY
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	56,500,000.00000000
Principal Transactions Record: 4
i. Full name of dealer	ICAP Corporates LLC
ii. SEC file number	8-12726
iii. CRD number	000002762
iv. LEI, if any	78E0W5ARMBFSS8K1Y274
v. State, if applicable	NEW JERSEY
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	1,729,632,887.98000000
Principal Transactions Record: 5
i. Full name of dealer	CIBC World Markets Corp.
ii. SEC file number	8-18333
iii. CRD number	000000630
iv. LEI, if any	549300445CON3DBMU275
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	727,550,000.00000000
Principal Transactions Record: 6
i. Full name of dealer	RBC Capital Markets, LLC
ii. SEC file number	8-45411
iii. CRD number	000031194
iv. LEI, if any	549300LCO2FLSSVFFR64
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	5,500,000.00000000
Principal Transactions Record: 7
i. Full name of dealer	Mizuho Securities USA LLC
ii. SEC file number	8-37710
iii. CRD number	000019647
iv. LEI, if any	7TK5RJIZDFROZCA6XF66
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	21,500,000.00000000
Principal Transactions Record: 8
i. Full name of dealer	Goldman Sachs & Co. LLC
ii. SEC file number	8-129
iii. CRD number	000000361
iv. LEI, if any	FOR8UP27PHTHYVLBNG30
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	43,503,705.78000000
Principal Transactions Record: 9
i. Full name of dealer	Merrill Lynch, Pierce, Fenner & Smith Incorporated
ii. SEC file number	8-7221
iii. CRD number	000007691
iv. LEI, if any	8NAV47T0Y26Q87Y0QP81
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	236,320,264.87000000

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

2,833,506,859.00000000

Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)?

Yes No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period	162,635,501.05000000
b. Provide the money market fund's daily average net assets during the reporting period

Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:

a. Does the Fund have available a line of credit?

Yes No

If yes, for each line of credit, provide the information requested below:

Line of Credit details Record: 1
i. Is the line of credit a committed or uncommitted line of credit?	Committed Uncommitted
ii. What size is the line of credit?	400,000,000.00000000
iii. With which institution(s) is the line of credit?
Line Institutions Record: 1
Name of institution	State Street Bank and Trust Company
iv. Is the line of credit just for the Fund, or is it shared among multiple funds?	Sole Shared

1. If shared, list the names of other funds that may use the line of credit.

Shared Credit Users Record: 1

Name of fund	Loomis Sayles Global Growth Fund
SEC File number( e.g., 811- )	811-00242

Shared Credit Users Record: 2

Name of fund	Loomis Sayles Strategic Alpha Fund
SEC File number( e.g., 811- )	811-00242

Shared Credit Users Record: 3

Name of fund	Natixis Sustainable Future 2040 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 4

Name of fund	Loomis Sayles Limited Term Government and Agency Fund
SEC File number( e.g., 811- )	811-06241

Shared Credit Users Record: 5

Name of fund	Loomis Sayles Investment Grade Fixed Income Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 6

Name of fund	Loomis Sayles Inflation Protected Securities Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 7

Name of fund	Natixis Oakmark Fund
SEC File number( e.g., 811- )	811-00242

Shared Credit Users Record: 8

Name of fund	Loomis Sayles Investment Grade Bond Fund
SEC File number( e.g., 811- )	811-06241

Shared Credit Users Record: 9

Name of fund	ASG Global Alternatives Fund
SEC File number( e.g., 811- )	811-00242

Shared Credit Users Record: 10

Name of fund	Loomis Sayles Strategic Income Fund
SEC File number( e.g., 811- )	811-06241

Shared Credit Users Record: 11

Name of fund	Vaughan Nelson Value Opportunity Fund
SEC File number( e.g., 811- )	811-00242

Shared Credit Users Record: 12

Name of fund	Loomis Sayles Growth Fund
SEC File number( e.g., 811- )	811-06241

Shared Credit Users Record: 13

Name of fund	Mirova Global Sustainable Equity Fund
SEC File number( e.g., 811- )	811-04323

Shared Credit Users Record: 14

Name of fund	Gateway Equity Call Premium Fund
SEC File number( e.g., 811- )	811-22099

Shared Credit Users Record: 15

Name of fund	Loomis Sayles Global Allocation Fund
SEC File number( e.g., 811- )	811-06241

Shared Credit Users Record: 16

Name of fund	Natixis Sustainable Future 2045 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 17

Name of fund	Loomis Sayles Small Cap Value Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 18

Name of fund	Natixis Seeyond International Minimum Volatility ETF
SEC File number( e.g., 811- )	811-23146

Shared Credit Users Record: 19

Name of fund	Loomis Sayles Small/Mid Cap Growth Fund
SEC File number( e.g., 811- )	811-06241

Shared Credit Users Record: 20

Name of fund	Natixis Sustainable Future 2055 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 21

Name of fund	AEW Real Estate Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 22

Name of fund	Loomis Sayles Core Plus Bond Fund
SEC File number( e.g., 811- )	811-04323

Shared Credit Users Record: 23

Name of fund	Natixis Sustainable Future 2035 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 24

Name of fund	Vaughan Nelson Select Fund
SEC File number( e.g., 811- )	811-00242

Shared Credit Users Record: 25

Name of fund	Natixis Sustainable Future 2015 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 26

Name of fund	Loomis Sayles Multi-Asset Income Fund
SEC File number( e.g., 811- )	811-04323

Shared Credit Users Record: 27

Name of fund	Natixis Sustainable Future 2060 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 28

Name of fund	McDonnell Intermediate Municipal Bond Fund
SEC File number( e.g., 811- )	811-00242

Shared Credit Users Record: 29

Name of fund	Natixis Loomis Sayles Short Duration Income ETF
SEC File number( e.g., 811- )	811-23146

Shared Credit Users Record: 30

Name of fund	Natixis U.S. Equity Opportunities Fund
SEC File number( e.g., 811- )	811-04323

Shared Credit Users Record: 31

Name of fund	Loomis Sayles Global Bond Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 32

Name of fund	Loomis Sayles Small Cap Growth Fund
SEC File number( e.g., 811- )	811-06241

Shared Credit Users Record: 33

Name of fund	Loomis Sayles High Income Fund
SEC File number( e.g., 811- )	811-06241

Shared Credit Users Record: 34

Name of fund	Loomis Sayles Intermediate Duration Bond Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 35

Name of fund	Loomis Sayles Bond Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 36

Name of fund	Loomis Sayles Institutional High Income Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 37

Name of fund	Natixis Sustainable Future 2050 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 38

Name of fund	Natixis Oakmark International Fund
SEC File number( e.g., 811- )	811-04323

Shared Credit Users Record: 39

Name of fund	Vaughan Nelson Small Cap Value Fund
SEC File number( e.g., 811- )	811-04323

Shared Credit Users Record: 40

Name of fund	Natixis Sustainable Future 2030 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 41

Name of fund	Loomis Sayles High Income Opportunities Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 42

Name of fund	Natixis Sustainable Future 2025 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 43

Name of fund	Gateway Fund
SEC File number( e.g., 811- )	811-22099

Shared Credit Users Record: 44

Name of fund	Mirova Global Green Bond Fund
SEC File number( e.g., 811- )	811-04323

Shared Credit Users Record: 45

Name of fund	Natixis Sustainable Future 2020 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 46

Name of fund	ASG Dynamic Allocation Fund
SEC File number( e.g., 811- )	811-00242

Shared Credit Users Record: 47

Name of fund	Loomis Sayles Fixed Income Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 48

Name of fund	Loomis Sayles Securitized Asset Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 49

Name of fund	ASG Managed Futures Strategy Fund
SEC File number( e.g., 811- )	811-00242

v. Did the Fund draw on the line of credit this period? Yes No

b. Did the Fund engage in interfund lending?	Yes No

c.Did the Fund engage in interfund borrowing?	Yes No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:

a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?	Yes No

Management Investment Record: 8

Item C.1. Background information.

a. Full Name of the Fund	Loomis Sayles Strategic Alpha Fund
b. Series identication number, if any	S000030600
c. LEI	XW1RTFP3MQA6N2KPMD54
d. Is this the first filing on this form by the Fund?	Yes No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?	5
b. How many new Classes of shares of the Fund were added during the reporting period?	0
c. How many Classes of shares of the Fund were terminated during the reporting period?	0
d. For each Class with shares outstanding, provide the information requested below:
Shares Outstanding Record: 1
i. Full name of Class	Class A
ii. Class identification number, if any	C000094853
iii. Ticker symbol, if any	LABAX
Shares Outstanding Record: 2
i. Full name of Class	Class T
ii. Class identification number, if any	C000188568
iii. Ticker symbol, if any	LSATX
Shares Outstanding Record: 3
i. Full name of Class	Class N
ii. Class identification number, if any	C000190722
iii. Ticker symbol, if any	LASNX
Shares Outstanding Record: 4
i. Full name of Class	Class Y
ii. Class identification number, if any	C000094855
iii. Ticker symbol, if any	LASYX
Shares Outstanding Record: 5
i. Full name of Class	Class C
ii. Class identification number, if any	C000094854
iii. Ticker symbol, if any	LABCX

Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.

Indicate if the Fund is any one of the types listed below. Check all that apply.

a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund        i.     Exchange-Traded Fund        ii.    Exchange-Traded Managed Fund   b.   Index Fund   c.    Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark   d.    Interval Fund   e.    Fund of Funds   f.     Master-Feeder Fund   g.    Money Market Fund   h.    Target Date Fund   i.     Underlying fund to a variable annuity or variable life insurance contract          N/A

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))?

Yes No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].

a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities?

Yes No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.

a. Is the Fund authorized to engage in securities lending transactions?	Yes No
b. Did the Fund lend any of its securities during the reporting period?	Yes No

c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:

Securities Lending Record: 1
i. Full name of securities lending agent	State Street Bank and Trust Company
ii. LEI, if any	571474TGEMMWANRLN572
iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund?	Yes No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent?	Yes No

v. If the entity providing the indemnification is not the securities lending agent, provide the following information:

Idemnity Providers Record: 1

1. Name of person providing indemnification	N/A
2. LEI, if any, of person providing indemnification	N/A

vi. Did the Fund exercise its indemnification rights during the reporting period?

Yes No

d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:

i. Full name of cash collateral manager:
ii. LEI, if any:
iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund?	Yes No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund?	Yes No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply):	i. Revenue sharing split   ii. Non-revenue sharing split (other than administrative fee)    iii. Administrative fee   iv. Cash collateral reinvestment fee   v. Indemnification fee   vi. Other     N/A
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period	N/A
g. Provide the net income from securities lending activities	N/A

Item C.7. Reliance on certain rules.

Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply)

a. Rule 10f-3 (17 CFR 270.10f-3)    b. Rule 12d1-1 (17 CFR 270.12d1-1)   c. Rule 15a-4 (17 CFR 270.15a-4)    d. Rule 17a-6 (17 CFR 270.17a-6)    e. Rule 17a-7 (17 CFR 270.17a-7)   f. Rule 17a-8 (17 CFR 270.17a-8)   g. Rule 17e-1 (17 CFR 270.17e-1)   h. Rule 22d-1 (17 CFR 270.22d-1)   i. Rule 23c-1 (17 CFR 270.23c-1)    j. Rule 32a-4 (17 CFR 270.32a-4)   N/A

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.

a. Did the Fund have an expense limitation arrangement in place during the reporting period?	Yes No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period?	Yes No
c. Are the fees waived subject to recoupment?	Yes No
d. Were any expenses previously waived recouped during the period?	Yes No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:

Investment Advisers Record: 1
i. Full name	Loomis, Sayles & Company, L.P.
ii. SEC file number ( e.g., 801- )	801-170
iii.CRD number	000105377
iv. LEI, if any	JIZPN2RX3UMNOYIDI313
v. State, if applicable	MASSACHUSETTS
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Was the investment adviser hired during the reporting period?	Yes No

b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:

i. Full name
ii. SEC file number ( e.g., 801- )
iii. CRD number
iv. LEI, if any
v. State, if applicable
vi. Foreign country, if applicable
vii. Termination date

c. For each sub-adviser to the Fund, provide the information requested:

i. Full name
ii. SEC file number ( e.g., 801- ), if applicable
iii. CRD number
iv. LEI, if any
v. State, if applicable
vi. Foreign country, if applicable
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)?	Yes No
viii. Was the sub-adviser hired during the reporting period?	Yes No

d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:

i. Full name
ii. SEC file number ( e.g., 801- )
iii. CRD number
iv. LEI, if any
v. State, if applicable
vi. Foreign country, if applicable
vii. Termination date

Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:

Transfer Agents Record: 1
i. Full name	DST Asset Manager Solutions, Inc.
ii.SEC file number ( e.g., 84- or 85- )	84-00896
iii. LEI, if any	00000000000000000000
iv. State, if applicable	MASSACHUSETTS
v. Foreign country, if applicable	UNITED STATES OF AMERICA
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?	Yes No
vii. Is the transfer agent a sub-transfer agent?	Yes No

b. Has a transfer agent been hired or terminated during the reporting period?

Yes No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:

Pricing Services Record: 1
i. Full name	IHS Markit Ltd.
ii. LEI, if any, or provide and describe other identifying number	549300HLPTRASHS0E726
Description of other identifying number
iii. State, if applicable
iv. Foreign country, if applicable	UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?	Yes No
Pricing Services Record: 2
i. Full name	Refinitiv
ii. LEI, if any, or provide and describe other identifying number	00000000000000000000
Description of other identifying number
iii. State, if applicable	NEW YORK
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?	Yes No
Pricing Services Record: 3
i. Full name	ICE Data Services, Inc.
ii. LEI, if any, or provide and describe other identifying number	5493000NQ9LYLDBCTL34
Description of other identifying number
iii. State, if applicable	NEW JERSEY
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?	Yes No
Pricing Services Record: 4
i. Full name	Bloomberg L.P.
ii. LEI, if any, or provide and describe other identifying number	549300B56MD0ZC402L06
Description of other identifying number
iii. State, if applicable	NEW YORK
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?	Yes No

b. Was a pricing service hired or terminated during the reporting period?

Yes No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:

Custodians Record: 1
i. Full name	Bank Handlowy w Warszawie Spolka Akcyjna
ii. LEI, if any	XLEZHWWOI4HFQDGL4793
iii. State, if applicable
iv. Foreign country, if applicable	POLAND
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 2
i. Full name	State Street Bank and Trust Company (London, GB, Branch)
ii. LEI, if any	0000000000
iii. State, if applicable
iv. Foreign country, if applicable	UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 3
i. Full name	Citibank del Peru S.A.
ii. LEI, if any	MYTK5NHHP1G8TVFGT193
iii. State, if applicable
iv. Foreign country, if applicable	PERU
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 4
i. Full name	Citibank Europe Public Limited Company (Budapest, HU, Branch)
ii. LEI, if any	N1FBEDJ5J41VKZLO2475
iii. State, if applicable
iv. Foreign country, if applicable	HUNGARY
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 5
i. Full name	Deutsche Bank Aktiengesellschaft (Sisli, Istanbul, TR, Branch)
ii. LEI, if any	0000000000
iii. State, if applicable
iv. Foreign country, if applicable	TURKEY
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 6
i. Full name	Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex
ii. LEI, if any	2SFFM4FUIE05S37WFU55
iii. State, if applicable
iv. Foreign country, if applicable	MEXICO
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 7
i. Full name	HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch)
ii. LEI, if any	549300F99IL9YJDWH369
iii. State, if applicable
iv. Foreign country, if applicable	QATAR
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 8
i. Full name	Citibank, National Association (Singapore, SG, Branch)
ii. LEI, if any	E57ODZWZ7FF32TWEFA76
iii. State, if applicable
iv. Foreign country, if applicable	SINGAPORE
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 9
i. Full name	Deutsche Bank Aktiengesellschaft (Madrid, Madrid, ES, Branch)
ii. LEI, if any	529900SICIK5OVMVY186
iii. State, if applicable
iv. Foreign country, if applicable	SPAIN
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 10
i. Full name	State Street Bank International GmbH
ii. LEI, if any	ZMHGNT7ZPKZ3UFZ8EO46
iii. State, if applicable
iv. Foreign country, if applicable	GERMANY
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 11
i. Full name	Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
ii. LEI, if any	579100KKDGKCFFKKF005
iii. State, if applicable
iv. Foreign country, if applicable	BRAZIL
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 12
i. Full name	Deutsche Bank (Malaysia) Berhad
ii. LEI, if any	529900DLWFR8HK7DR278
iii. State, if applicable
iv. Foreign country, if applicable	MALAYSIA
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 13
i. Full name	HSBC Bank (China) Company Limited
ii. LEI, if any	2CZOJRADNJXBLT55G526
iii. State, if applicable
iv. Foreign country, if applicable	CHINA
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 14
i. Full name	The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch)
ii. LEI, if any	2HI3YI5320L3RW6NJ957
iii. State, if applicable
iv. Foreign country, if applicable	KOREA (THE REPUBLIC OF)
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 15
i. Full name	J.P. Morgan Securities LLC
ii. LEI, if any	ZBUT11V806EZRVTWT807
iii. State, if applicable	NEW YORK
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 16
i. Full name	The Standard Bank of South Africa Limited
ii. LEI, if any	QFC8ZCW3Q5PRXU1XTM60
iii. State, if applicable
iv. Foreign country, if applicable	SOUTH AFRICA
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 17
i. Full name	State Street Bank and Trust Company
ii. LEI, if any	571474TGEMMWANRLN572
iii. State, if applicable	MASSACHUSETTS
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 18
i. Full name	Deutsche Bank Societa per Azioni
ii. LEI, if any	529900SS7ZWCX82U3W60
iii. State, if applicable
iv. Foreign country, if applicable	ITALY
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 19
i. Full name	Deutsche Bank Aktiengesellschaft (Jongno-gu, Seoul, KR, Branch)
ii. LEI, if any	0000000000
iii. State, if applicable
iv. Foreign country, if applicable	KOREA (THE REPUBLIC OF)
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 20
i. Full name	Deutsche Bank Aktiengesellschaft (Jakarta, Jakarta, ID, Branch)
ii. LEI, if any	7LTWFZYICNSX8D621K86
iii. State, if applicable
iv. Foreign country, if applicable	INDONESIA
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 21
i. Full name	Bank Hapoalim B.M.
ii. LEI, if any	B6ARUI4946ST4S7WOU88
iii. State, if applicable
iv. Foreign country, if applicable	ISRAEL
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 22
i. Full name	Landsbankinn hf.
ii. LEI, if any	549300TLZPT6JELDWM92
iii. State, if applicable
iv. Foreign country, if applicable	ICELAND
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 23
i. Full name	Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)
ii. LEI, if any	RB0PEZSDGCO3JS6CEU02
iii. State, if applicable
iv. Foreign country, if applicable	JAPAN
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 24
i. Full name	Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
ii. LEI, if any	7LTWFZYICNSX8D621K86
iii. State, if applicable
iv. Foreign country, if applicable	NETHERLANDS
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 25
i. Full name	Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch)
ii. LEI, if any	7LTWFZYICNSX8D621K86
iii. State, if applicable
iv. Foreign country, if applicable	PHILIPPINES
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 26
i. Full name	The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)
ii. LEI, if any	2HI3YI5320L3RW6NJ957
iii. State, if applicable
iv. Foreign country, if applicable	AUSTRALIA
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 27
i. Full name	State Street Trust Company Canada
ii. LEI, if any	549300L71XG2CTQ2V827
iii. State, if applicable
iv. Foreign country, if applicable	CANADA (FEDERAL LEVEL)
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 28
i. Full name	Standard Chartered Bank (Hong Kong) Limited
ii. LEI, if any	X5AV1MBDXGRPX5UGMX13
iii. State, if applicable
iv. Foreign country, if applicable	HONG KONG
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 29
i. Full name	Itau CorpBanca
ii. LEI, if any	549300DDPTTIZ06NIV06
iii. State, if applicable
iv. Foreign country, if applicable	CHILE
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 30
i. Full name	UBS Switzerland AG
ii. LEI, if any	549300WOIFUSNYH0FL22
iii. State, if applicable
iv. Foreign country, if applicable	SWITZERLAND
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 31
i. Full name	Clearstream Banking S.A.
ii. LEI, if any	549300OL514RA0SXJJ44
iii. State, if applicable
iv. Foreign country, if applicable	LUXEMBOURG
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 32
i. Full name	AB SEB bankas
ii. LEI, if any	549300SBPFE9JX7N8J82
iii. State, if applicable
iv. Foreign country, if applicable	LITHUANIA
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 33
i. Full name	Bank Polska Kasa Opieki - Spolka Akcyjna
ii. LEI, if any	5493000LKS7B3UTF7H35
iii. State, if applicable
iv. Foreign country, if applicable	POLAND
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 34
i. Full name	BNP Paribas Securities Services (Athens, Attica, GR, Branch)
ii. LEI, if any	549300WCGB70D06XZS54
iii. State, if applicable
iv. Foreign country, if applicable	GREECE
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 35
i. Full name	Standard Chartered Bank (Thai) Public Company Limited
ii. LEI, if any	549300O1LQYCQ7G1IM57
iii. State, if applicable
iv. Foreign country, if applicable	THAILAND
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 36
i. Full name	AS SEB Pank
ii. LEI, if any	549300ND1MQ8SNNYMJ22
iii. State, if applicable
iv. Foreign country, if applicable	ESTONIA
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 37
i. Full name	Cititrust Colombia S A Sociedad Fiduciaria
ii. LEI, if any	549300242J3IJCOSGI49
iii. State, if applicable
iv. Foreign country, if applicable	COLOMBIA
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 38
i. Full name	Ceskoslovenska obchodni banka, a. s.
ii. LEI, if any	Q5BP2UEQ48R75BOTCB92
iii. State, if applicable
iv. Foreign country, if applicable	CZECHIA
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 39
i. Full name	The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
ii. LEI, if any	2HI3YI5320L3RW6NJ957
iii. State, if applicable
iv. Foreign country, if applicable	NEW ZEALAND
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 40
i. Full name	Citibank Europe Public Limited Company (Sofia, Sofia Capital, BG, Branch)
ii. LEI, if any	N1FBEDJ5J41VKZLO2475
iii. State, if applicable
iv. Foreign country, if applicable	BULGARIA
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 41
i. Full name	Bank of America, National Association
ii. LEI, if any	B4TYDEB6GKMZO031MB27
iii. State, if applicable	NORTH CAROLINA
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 42
i. Full name	Credit Suisse Securities (USA) LLC
ii. LEI, if any	1V8Y6QCX6YMJ2OELII46
iii. State, if applicable	NEW YORK
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 43
i. Full name	Barclays Bank PLC
ii. LEI, if any	G5GSEF7VJP5I7OUK5573
iii. State, if applicable
iv. Foreign country, if applicable	UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 44
i. Full name	HSBC Bank USA, National Association (
ii. LEI, if any	1IE8VN30JCEQV1H4R804
iii. State, if applicable	VIRGINIA
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 45
i. Full name	UBS AG
ii. LEI, if any	BFM8T61CT2L1QCEMIK50
iii. State, if applicable
iv. Foreign country, if applicable	SWITZERLAND
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 46
i. Full name	Deutsche Bank Aktiengesellschaft
ii. LEI, if any	7LTWFZYICNSX8D621K86
iii. State, if applicable
iv. Foreign country, if applicable	GERMANY
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other
Custodians Record: 47
i. Full name	Morgan Stanley & Co. LLC
ii. LEI, if any	9R7GPTSO7KV3UQJZQ078
iii. State, if applicable	NEW YORK
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the custodian a sub-custodian?	Yes No
vii. With respect to the custodian, check below to indicate the type of custody:	1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1) 3.Self - rule 17f-2 (17 CFR 270.17f-2) 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4) 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2) 9.Other

b. Has a custodian been hired or terminated during the reporting period?*

Yes No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:

Shareholder servicing agents Record: 1
i. Full name	DST Asset Manager Solutions, Inc.
ii. LEI, if any, or provide and describe other identifying number	84-00896
Description of other identifying number	SEC File Number
iii. State, if applicable	MASSACHUSETTS
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent?	Yes No

b. Has a shareholder servicing agent been hired or terminated during the reporting period?

Yes No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:

Administrators Record: 1
i. Full name	State Street Bank and Trust Company
ii. LEI, if any, or other identifying number	571474TGEMMWANRLN572
Description of other identifying number
iii. State, if applicable	MASSACHUSETTS
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the administrator a sub-administrator?	Yes No
Administrators Record: 2
i. Full name	Natixis Advisors, L.P.
ii. LEI, if any, or other identifying number	549300PSRHO2UJWZNJ04
Description of other identifying number
iii. State, if applicable	MASSACHUSETTS
iv. Foreign country, if applicable	UNITED STATES OF AMERICA
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?	Yes No
vi. Is the administrator a sub-administrator?	Yes No

b.Has a third-party administrator been hired or terminated during the reporting period?

Yes No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:

Broker Dealers Record: 1
a. Full name	Loomis Sayles Distributors, L.P.
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable	MASSACHUSETTS
f. Foreign country, if applicable	UNITED STATES OF AMERICA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 2
a. Full name	Natixis Interepargne
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	969500K5E8ZEUGFEJ896
e. State, if applicable
f. Foreign country, if applicable	FRANCE
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 3
a. Full name	Natixis Investment Managers International
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	969500WCY7P9HOJNP063
e. State, if applicable
f. Foreign country, if applicable	FRANCE
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 4
a. Full name	Natixis Funding Corp.
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	549300Z415GT4OWHU676
e. State, if applicable	NEW YORK
f. Foreign country, if applicable	UNITED STATES OF AMERICA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 5
a. Full name	Natixis Australia Pty Ltd
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable
f. Foreign country, if applicable	AUSTRALIA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 6
a. Full name	Natixis Investment Managers S.A.
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	5493004FNBJP406R4B02
e. State, if applicable
f. Foreign country, if applicable	LUXEMBOURG
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 7
a. Full name	Natixis Japan Securities Co., Ltd.
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	549300JX7L6CKP0SZF78
e. State, if applicable
f. Foreign country, if applicable	JAPAN
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 8
a. Full name	PJ Solomon Securities, LLC
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable	NEW YORK
f. Foreign country, if applicable	UNITED STATES OF AMERICA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 9
a. Full name	Natixis Structured Issuance SA
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	549300YZ10WOWPBPDW20
e. State, if applicable
f. Foreign country, if applicable	LUXEMBOURG
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 10
a. Full name	DNCA Courtage
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable
f. Foreign country, if applicable	FRANCE
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 11
a. Full name	Harris Associates Securities L.P.
b. SEC file number	N/A
c. CRD number	000006959
d. LEI, if any	0000000000
e. State, if applicable	ILLINOIS
f. Foreign country, if applicable	UNITED STATES OF AMERICA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 12
a. Full name	Natixis Investment Managers UK Ltd
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable
f. Foreign country, if applicable	UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 13
a. Full name	Credit Foncier de France
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	969500EYG6U339D3TI84
e. State, if applicable
f. Foreign country, if applicable	FRANCE
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 14
a. Full name	Natixis Investment Managers Hong Kong Limited
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable
f. Foreign country, if applicable	HONG KONG
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 15
a. Full name	Natixis Investment Managers Canada LP
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable
f. Foreign country, if applicable	CANADA (FEDERAL LEVEL)
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 16
a. Full name	Natixis Asset Management Finance
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	969500OCY8KZTP2CB380
e. State, if applicable
f. Foreign country, if applicable	FRANCE
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 17
a. Full name	Natixis Securities Americas LLC
b. SEC file number	8-719
c. CRD number	000001101
d. LEI, if any	549300L8G1E7ZHVEOG75
e. State, if applicable	NEW YORK
f. Foreign country, if applicable	UNITED STATES OF AMERICA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 18
a. Full name	Nexgen Capital Limited
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	635400RB4CFTG3P1H146
e. State, if applicable
f. Foreign country, if applicable	IRELAND
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 19
a. Full name	Natixis
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	KX1WK48MPD4Y2NCUIZ63
e. State, if applicable
f. Foreign country, if applicable	FRANCE
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 20
a. Full name	Natixis Investment Managers Japan Co., Ltd.
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable
f. Foreign country, if applicable	JAPAN
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 21
a. Full name	NATIXIS Pfandbriefbank AG
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	529900J6VNDBVTKV7I86
e. State, if applicable
f. Foreign country, if applicable	GERMANY
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 22
a. Full name	Natixis Asia Limited
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	549300FLVWNBJU1GUG93
e. State, if applicable
f. Foreign country, if applicable	HONG KONG
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 23
a. Full name	Natixis Investment Managers Australia Pty Limited
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	00000000000000000000
e. State, if applicable
f. Foreign country, if applicable	AUSTRALIA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 24
a. Full name	Natixis Investment Managers Switzerland Sarl
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	N/A
e. State, if applicable
f. Foreign country, if applicable	SWITZERLAND
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 25
a. Full name	Natixis Distribution, L.P.
b. SEC file number	N/A
c. CRD number	000034754
d. LEI, if any	0000000000
e. State, if applicable	MASSACHUSETTS
f. Foreign country, if applicable	UNITED STATES OF AMERICA
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000
Broker Dealers Record: 26
a. Full name	Natixis Wealth Management
b. SEC file number	N/A
c. CRD number	000000000
d. LEI, if any	969500892AQHFDSWRF71
e. State, if applicable
f. Foreign country, if applicable	FRANCE
g. Total commissions paid to the affiliated broker-dealer for the reporting period:	0.00000000

Item C.16. Brokers.

Instructions to Item C.16 and Item C.17. To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used: 1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16. 2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17. 3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer. 4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers. 5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17. 6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included. 7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.

a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:

Brokers Record: 1
i. Full name of broker	BMO Capital Markets Corp.
ii. SEC file number	008-34344
iii. CRD number	000016686
iv. LEI, if any	RUC0QBLBRPRCU4W1NE59
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Gross commissions paid by the Fund for the reporting period	7,429.24000000
Brokers Record: 2
i. Full name of broker	Jefferies LLC
ii. SEC file number	8-15074
iii. CRD number	000002347
iv. LEI, if any	58PU97L1C0WSRCWADL48
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Gross commissions paid by the Fund for the reporting period	12,570.01000000
Brokers Record: 3
i. Full name of broker	Deutsche Bank Securities Inc.
ii. SEC file number	8-17822
iii. CRD number	000002525
iv. LEI, if any	9J6MBOOO7BECTDTUZW19
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Gross commissions paid by the Fund for the reporting period	5,801.38000000
Brokers Record: 4
i. Full name of broker	Goldman Sachs & Co. LLC
ii. SEC file number	8-129
iii. CRD number	000000361
iv. LEI, if any	FOR8UP27PHTHYVLBNG30
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Gross commissions paid by the Fund for the reporting period	36,680.07000000
Brokers Record: 5
i. Full name of broker	Sanford C. Bernstein & Co., LLC
ii. SEC file number	8-52942
iii. CRD number	000104474
iv. LEI, if any	549300I7JYZHT7D5CO04
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Gross commissions paid by the Fund for the reporting period	6,266.85000000
Brokers Record: 6
i. Full name of broker	Barclays Capital Inc.
ii. SEC file number	8-41342
iii. CRD number	000019714
iv. LEI, if any	AC28XWWI3WIBK2824319
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Gross commissions paid by the Fund for the reporting period	6,420.79000000
Brokers Record: 7
i. Full name of broker	Morgan Stanley & Co. LLC
ii. SEC file number	8-15869
iii. CRD number	000008209
iv. LEI, if any	9R7GPTSO7KV3UQJZQ078
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Gross commissions paid by the Fund for the reporting period	29,557.25000000
Brokers Record: 8
i. Full name of broker	JPMorgan Chase & Co.
ii. SEC file number	8-35008
iii. CRD number	000000079
iv. LEI, if any	8I5DZWZKVSZI1NUHU748
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Gross commissions paid by the Fund for the reporting period	117,175.94000000
Brokers Record: 9
i. Full name of broker	Merrill Lynch, Pierce, Fenner & Smith Incorporated
ii. SEC file number	8-7221
iii. CRD number	000007691
iv. LEI, if any	8NAV47T0Y26Q87Y0QP81
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Gross commissions paid by the Fund for the reporting period	15,222.72000000
Brokers Record: 10
i. Full name of broker	Credit Suisse Securities (USA) LLC
ii. SEC file number	8-422
iii. CRD number	000000816
iv. LEI, if any	1V8Y6QCX6YMJ2OELII46
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Gross commissions paid by the Fund for the reporting period	10,330.01000000
b. Aggregate brokerage commissions paid by Fund during the reporting period:	258,749.46000000

Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:

Principal Transactions Record: 1
i. Full name of dealer	Citigroup Global Markets Inc.
ii. SEC file number	8-8177
iii. CRD number	000007059
iv. LEI, if any	MBNUM2BPBDO7JBLYG310
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	353,990,549.78000000
Principal Transactions Record: 2
i. Full name of dealer	Barclays Capital Inc.
ii. SEC file number	8-41342
iii. CRD number	000019714
iv. LEI, if any	AC28XWWI3WIBK2824319
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	212,852,066.21000000
Principal Transactions Record: 3
i. Full name of dealer	Jefferies LLC
ii. SEC file number	8-15074
iii. CRD number	000002347
iv. LEI, if any	58PU97L1C0WSRCWADL48
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	191,170,573.63000000
Principal Transactions Record: 4
i. Full name of dealer	Nomura Securities International, Inc.
ii. SEC file number	8-15255
iii. CRD number	000004297
iv. LEI, if any	OXTKY6Q8X53C9ILVV871
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	522,377,501.60000000
Principal Transactions Record: 5
i. Full name of dealer	Goldman Sachs & Co. LLC
ii. SEC file number	8-129
iii. CRD number	000000361
iv. LEI, if any	FOR8UP27PHTHYVLBNG30
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	2,943,638,499.79000000
Principal Transactions Record: 6
i. Full name of dealer	JPMorgan Chase & Co.
ii. SEC file number	8-35008
iii. CRD number	000000079
iv. LEI, if any	8I5DZWZKVSZI1NUHU748
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	2,083,906,168.02000000
Principal Transactions Record: 7
i. Full name of dealer	State Street Bank and Trust Company
ii. SEC file number	N/A
iii. CRD number	000000000
iv. LEI, if any	571474TGEMMWANRLN572
v. State, if applicable	MASSACHUSETTS
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	16,870,629,862.00000000
Principal Transactions Record: 8
i. Full name of dealer	Morgan Stanley & Co. LLC
ii. SEC file number	8-15869
iii. CRD number	000008209
iv. LEI, if any	9R7GPTSO7KV3UQJZQ078
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	914,934,024.61000000
Principal Transactions Record: 9
i. Full name of dealer	The Royal Bank of Scotland Group Public Limited Company
ii. SEC file number	N/A
iii. CRD number	000000000
iv. LEI, if any	2138005O9XJIJN4JPN90
v. State, if applicable
vi. Foreign country, if applicable	UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	174,461,719.20000000
Principal Transactions Record: 10
i. Full name of dealer	HSBC Securities (USA) Inc.
ii. SEC file number	8-41562
iii. CRD number	000019585
iv. LEI, if any	CYYGQCGNHMHPSMRL3R97
v. State, if applicable	NEW YORK
vi. Foreign country, if applicable	UNITED STATES OF AMERICA
vii. Total value of purchases and sales (excluding maturing securities) with Fund:	769,159,928.20000000

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

25,705,678,788.00000000

Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)?

Yes No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period	1,324,195,598.81000000
b. Provide the money market fund's daily average net assets during the reporting period

Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:

a. Does the Fund have available a line of credit?

Yes No

If yes, for each line of credit, provide the information requested below:

Line of Credit details Record: 1
i. Is the line of credit a committed or uncommitted line of credit?	Committed Uncommitted
ii. What size is the line of credit?	400,000,000.00000000
iii. With which institution(s) is the line of credit?
Line Institutions Record: 1
Name of institution	State Street Bank and Trust Company
iv. Is the line of credit just for the Fund, or is it shared among multiple funds?	Sole Shared

1. If shared, list the names of other funds that may use the line of credit.

Shared Credit Users Record: 1

Name of fund	Natixis Loomis Sayles Short Duration Income ETF
SEC File number( e.g., 811- )	811-23146

Shared Credit Users Record: 2

Name of fund	Loomis Sayles Investment Grade Bond Fund
SEC File number( e.g., 811- )	811-06241

Shared Credit Users Record: 3

Name of fund	Natixis Sustainable Future 2050 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 4

Name of fund	Loomis Sayles Institutional High Income Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 5

Name of fund	Loomis Sayles Bond Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 6

Name of fund	Loomis Sayles Investment Grade Fixed Income Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 7

Name of fund	Loomis Sayles High Income Opportunities Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 8

Name of fund	Natixis Sustainable Future 2040 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 9

Name of fund	ASG Tactical U.S. Market Fund
SEC File number( e.g., 811- )	811-00242

Shared Credit Users Record: 10

Name of fund	Loomis Sayles Growth Fund
SEC File number( e.g., 811- )	811-06241

Shared Credit Users Record: 11

Name of fund	Vaughan Nelson Value Opportunity Fund
SEC File number( e.g., 811- )	811-00242

Shared Credit Users Record: 12

Name of fund	Loomis Sayles Small Cap Growth Fund
SEC File number( e.g., 811- )	811-06241

Shared Credit Users Record: 13

Name of fund	Natixis Sustainable Future 2045 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 14

Name of fund	Loomis Sayles Multi-Asset Income Fund
SEC File number( e.g., 811- )	811-04323

Shared Credit Users Record: 15

Name of fund	Gateway Equity Call Premium Fund
SEC File number( e.g., 811- )	811-22099

Shared Credit Users Record: 16

Name of fund	Natixis Sustainable Future 2015 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 17

Name of fund	Loomis Sayles Intermediate Duration Bond Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 18

Name of fund	Loomis Sayles Fixed Income Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 19

Name of fund	Natixis Sustainable Future 2060 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 20

Name of fund	Loomis Sayles Global Growth Fund
SEC File number( e.g., 811- )	811-00242

Shared Credit Users Record: 21

Name of fund	Natixis Seeyond International Minimum Volatility ETF
SEC File number( e.g., 811- )	811-23146

Shared Credit Users Record: 22

Name of fund	Natixis Oakmark Fund
SEC File number( e.g., 811- )	811-00242

Shared Credit Users Record: 23

Name of fund	Loomis Sayles Securitized Asset Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 24

Name of fund	ASG Managed Futures Strategy Fund
SEC File number( e.g., 811- )	811-00242

Shared Credit Users Record: 25

Name of fund	Natixis Sustainable Future 2020 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 26

Name of fund	Mirova Global Green Bond Fund
SEC File number( e.g., 811- )	811-04323

Shared Credit Users Record: 27

Name of fund	Natixis Sustainable Future 2055 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 28

Name of fund	ASG Global Alternatives Fund
SEC File number( e.g., 811- )	811-00242

Shared Credit Users Record: 29

Name of fund	Loomis Sayles Small Cap Value Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 30

Name of fund	Loomis Sayles Inflation Protected Securities Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 31

Name of fund	Loomis Sayles High Income Fund
SEC File number( e.g., 811- )	811-06241

Shared Credit Users Record: 32

Name of fund	Vaughan Nelson Small Cap Value Fund
SEC File number( e.g., 811- )	811-04323

Shared Credit Users Record: 33

Name of fund	Mirova Global Sustainable Equity Fund
SEC File number( e.g., 811- )	811-04323

Shared Credit Users Record: 34

Name of fund	Loomis Sayles Limited Term Government and Agency Fund
SEC File number( e.g., 811- )	811-06241

Shared Credit Users Record: 35

Name of fund	Natixis Oakmark International Fund
SEC File number( e.g., 811- )	811-04323

Shared Credit Users Record: 36

Name of fund	Natixis Sustainable Future 2030 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 37

Name of fund	Loomis Sayles Global Bond Fund
SEC File number( e.g., 811- )	811-08282

Shared Credit Users Record: 38

Name of fund	Natixis Sustainable Future 2025 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 39

Name of fund	Gateway Fund
SEC File number( e.g., 811- )	811-22099

Shared Credit Users Record: 40

Name of fund	Natixis U.S. Equity Opportunities Fund
SEC File number( e.g., 811- )	811-04323

Shared Credit Users Record: 41

Name of fund	Loomis Sayles Strategic Income Fund
SEC File number( e.g., 811- )	811-06241

Shared Credit Users Record: 42

Name of fund	McDonnell Intermediate Municipal Bond Fund
SEC File number( e.g., 811- )	811-00242

Shared Credit Users Record: 43

Name of fund	AEW Real Estate Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 44

Name of fund	ASG Dynamic Allocation Fund
SEC File number( e.g., 811- )	811-00242

Shared Credit Users Record: 45

Name of fund	Natixis Sustainable Future 2035 Fund
SEC File number( e.g., 811- )	811-09945

Shared Credit Users Record: 46

Name of fund	Loomis Sayles Global Allocation Fund
SEC File number( e.g., 811- )	811-06241

Shared Credit Users Record: 47

Name of fund	Loomis Sayles Small/Mid Cap Growth Fund
SEC File number( e.g., 811- )	811-06241

Shared Credit Users Record: 48

Name of fund	Loomis Sayles Core Plus Bond Fund
SEC File number( e.g., 811- )	811-04323

Shared Credit Users Record: 49

Name of fund	Vaughan Nelson Select Fund
SEC File number( e.g., 811- )	811-00242

v. Did the Fund draw on the line of credit this period? Yes No

b. Did the Fund engage in interfund lending?	Yes No

c.Did the Fund engage in interfund borrowing?	Yes No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:

a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing?	Yes No