-----BEGIN PRIVACY-ENHANCED MESSAGE----- Proc-Type: 2001,MIC-CLEAR Originator-Name: webmaster@www.sec.gov Originator-Key-Asymmetric: MFgwCgYEVQgBAQICAf8DSgAwRwJAW2sNKK9AVtBzYZmr6aGjlWyK3XmZv3dTINen TWSM7vrzLADbmYQaionwg5sDW3P6oaM5D3tdezXMm7z1T+B+twIDAQAB MIC-Info: RSA-MD5,RSA, DMS7+ycAiDECYuB5gAHFyZcUpEJ02pk2E+0j2Tj/6DNTjBk6Thx05I5KKLbXQ7ws AFE63RL7mh1hDY3Dl8EnsA== 0000355348-04-000161.txt : 20040528 0000355348-04-000161.hdr.sgml : 20040528 20040528145355 ACCESSION NUMBER: 0000355348-04-000161 CONFORMED SUBMISSION TYPE: NSAR-A PUBLIC DOCUMENT COUNT: 3 CONFORMED PERIOD OF REPORT: 20040331 FILED AS OF DATE: 20040528 EFFECTIVENESS DATE: 20040528 FILER: COMPANY DATA: COMPANY CONFORMED NAME: LOOMIS SAYLES FUNDS II CENTRAL INDEX KEY: 0000872649 IRS NUMBER: 043113285 STATE OF INCORPORATION: MA FISCAL YEAR END: 0930 FILING VALUES: FORM TYPE: NSAR-A SEC ACT: 1940 Act SEC FILE NUMBER: 811-06241 FILM NUMBER: 04838176 BUSINESS ADDRESS: STREET 1: 399 BOYLSTON STREET CITY: BOSTON STATE: MA ZIP: 02116 BUSINESS PHONE: 8003997788 MAIL ADDRESS: STREET 1: 399 BOYLSTON STREET CITY: BOSTON STATE: MA ZIP: 02116 FORMER COMPANY: FORMER CONFORMED NAME: LOOMIS SAYLES FUNDS I DATE OF NAME CHANGE: 20031119 FORMER COMPANY: FORMER CONFORMED NAME: LOOMIS SAYLES FUNDS DATE OF NAME CHANGE: 20031015 FORMER COMPANY: FORMER CONFORMED NAME: LOOMIS SAYLES FUNDS II DATE OF NAME CHANGE: 20030718 NSAR-A 1 answer.fil ANSWER FILE FOR LSF2 PAGE 1 000 A000000 03/31/2004 000 C000000 0000872649 000 D000000 N 000 E000000 NF 000 F000000 Y 000 G000000 N 000 H000000 N 000 I000000 6.1 000 J000000 A 001 A000000 LOOMIS SAYLES FUNDS II 001 B000000 811-06241 001 C000000 6174492804 002 A000000 399 BOYLSTON STREET 002 B000000 BOSTON 002 C000000 MA 002 D010000 02116 003 000000 N 004 000000 N 005 000000 N 006 000000 N 007 A000000 Y 007 B000000 14 007 C010100 1 007 C020100 LOOMIS SAYLES GROWTH FUND 007 C030100 N 007 C010200 2 007 C020200 LOOMIS SAYLES VALUE FUND 007 C030200 N 007 C010300 3 007 C010400 4 007 C020400 LOOMIS SAYLES INTERNATIONAL EQUITY FUND 007 C030400 N 007 C010500 5 007 C010600 6 007 C020600 LOOMIS SAYLES TAX-MANAGED EQUITY FUND 007 C030600 N 007 C010700 7 007 C010800 8 007 C010900 9 007 C011000 10 007 C021000 LOOMIS SAYLES WORLDWIDE FUND 007 C031000 N 007 C011100 11 007 C011200 12 007 C021200 LOOMIS SAYLES SMALL CAP GROWTH FUND 007 C031200 N 007 C011300 13 007 C021300 LOOMIS SAYLES INVESTMENT GRADE BOND FUND 007 C031300 N 007 C011400 14 007 C011500 15 PAGE 2 007 C011600 16 007 C011700 17 007 C021700 LOOMIS SAYLES AGGRESSIVE GROWTH FUND 007 C031700 N 007 C011800 18 007 C021800 LOOMIS SAYLES MANAGED BOND FUND 007 C031800 Y 007 C011900 19 007 C012000 20 007 C012100 21 007 C022100 LOOMIS SAYLES RESEARCH FUND 007 C032100 N 007 C012200 22 007 C022200 LOOMIS SAYLES HIGH INCOME FUND 007 C032200 N 007 C012300 23 007 C022300 LOOMIS SAYLES LMT TERM GOV'T & AGENCY FUND 007 C032300 N 007 C012400 24 007 C022400 LOOMIS SAYLES MUNICIPAL INCOME FUND 007 C032400 N 007 C012500 25 007 C022500 LOOMIS SAYLES STRATEGIC INCOME FUND 007 C032500 N 007 C012600 26 007 C012700 27 007 C012800 28 007 C012900 29 007 C013000 30 007 C013100 31 007 C013200 32 007 C013300 33 007 C013400 34 007 C013500 35 007 C013600 36 007 C013700 37 007 C013800 38 007 C013900 39 007 C014000 40 008 A00AA01 LOOMIS, SAYLES & COMPANY, L.P. 008 B00AA01 A 008 C00AA01 801-170 008 D01AA01 BOSTON 008 D02AA01 MA 008 D03AA01 02111 010 A00AA01 CDC IXIS ASSET MANAGEMENT SERVICES, INC. 010 B00AA01 84-5731 010 C01AA01 BOSTON 010 C02AA01 MA 010 C03AA01 02116 013 A00AA01 PRICEWATERHOUSECOOPERS L.L.P. PAGE 3 013 B01AA01 BOSTON 013 B02AA01 MA 013 B03AA01 02110 014 A00AA01 AEW SECURITIES LTD PARTNERSHIP 014 B00AA01 8-45099 014 A00AA02 HARRIS ASSOCIATES SECURITIES, L.P. 014 B00AA02 8-49575 014 A00AA03 LOOMIS SAYLES DISTRIBUTORS, L.P. 014 B00AA03 8-43429 014 A00AA04 REICH & TANG DISTRIBUTORS, INC. 014 B00AA04 8-150551 014 A00AA05 CDC SECURITIES, INC. 014 B00AA05 8-043912 014 A00AA06 CDC DERIVATIVES, INC. 014 B00AA06 8-53212 014 A00AA07 CDC FINANCIAL PRODUCTS, INC. 014 B00AA07 8-xxxxx 014 A00AA08 CDC FUNDING CORP. 014 B00AA08 8-xxxxx 014 A00AA09 CDC IXIS ASSET MANAGEMENT 014 B00AA09 8-xxxxx 014 A00AA10 CDC IXIS CAPITAL MARKETS 014 B00AA10 8-xxxxx 014 A00AA11 CDC IXIS CAPITAL MARKETS NORTH AMERICAN, INC. 014 B00AA11 8-xxxxx 014 A00AA13 CDC IXIS GMBH 014 B00AA13 8-xxxxx 014 A00AA14 CDC IXIS INVESTMENT SERVICES JAPAN, INC. 014 B00AA14 8-xxxxx 014 A00AA15 CDC IXIS NORTH AMERICA, INC. 014 B00AA15 8-xxxxx 014 A00AA16 CDC IXIS SECURITIES 014 B00AA16 8-xxxxx 014 A00AA17 CDC MORTGAGE CAPITAL INC. 014 B00AA17 8-xxxxx 014 A00AA18 CDC MUNICIPAL PRODUCTS INC. 014 B00AA18 8-xxxxx 014 A00AA19 ECUREUIL GESTION 014 B00AA19 8-xxxxx 014 A00AA20 CDC IXIS ASSET MANAGEMENT AUSTRALIA LIMITED 014 B00AA20 8-xxxxx 014 A00AA21 SOGEPOSTE 014 B00AA21 8-xxxxx 014 A00AA22 VEGA FINANCE 014 B00AA22 8-xxxxx 014 A00AA23 BANQUE DE LA REUNION 014 B00AA23 8-xxxxx 014 A00AA24 BANQUE DE NOUVELLE CALEDONIE 014 B00AA24 8-xxxxx 014 A00AA25 BANQUE DES ANTILLES FRANCAISES 014 B00AA25 8-xxxxx PAGE 4 014 A00AA26 BANQUE DES ILES SAINT-PIERRE-ET-MIQUELON 014 B00AA26 8-xxxxx 014 A00AA27 BANQUE DE TAHITI 014 B00AA27 8-xxxxx 014 A00AA28 BANQUE INTERNATIONALE DES MASCAREIGNES 014 B00AA28 8-xxxxx 014 A00AA29 CAISSE D'APARGNE ET DE PREVOYANCE D'ALSACE 014 B00AA29 8-xxxxx 014 A00AA30 CAISSE D' EPARGNE ET DE PREVOYANCE D'ALSACE 014 B00AA30 8-xxxxx 014 A00AA31 CAISSE D'EPARGNE ET DE PREVOYANCE AQUITAINE 014 B00AA31 8-xxxxx 014 A00AA32 CAISSE D'EPARGNE ET DE PREVOYANCE D'AUVERGNE 014 B00AA32 8-xxxxx 014 A00AA33 CAISSE D'EPARGNE ET DE PREVOYNACE DE BASSE 014 B00AA33 8-xxxxx 014 A00AA34 CAISSE D'APARGNE ET DE PREVOYANCE DE BOURGOGN 014 B00AA34 8-xxxxx 014 A00AA35 CAISSE D'EPARGNE ET DE PREVOYANCE DE BRETAGNE 014 B00AA35 8-xxxxx 014 A00AA36 CAISSE D'EPARGNE ET DE PREVOYANCE CENTRE VAL 014 B00AA36 8-xxxxx 014 A00AA37 CAISSE D'EPARGNE ET DE PREVOYANCE DE ARDENNE 014 B00AA37 8-xxxxx 014 A00AA38 CAISSE D'EPARGNE ET DE PREVOYANCE COTE D'AZUR 014 B00AA38 8-xxxxx 014 A00AA39 CAISSE D'EPARGNE ET DE PREVOYANCE DE FLANDRE 014 B00AA39 8-xxxxx 014 A00AA40 CAISSE D'EPERGNE ET DE PREVOYANCE DE COMTE 014 B00AA40 8-xxxxx 014 A00AA41 CAISSE D'EPARGNE ET DE PREVOYANCE DE LA GUADE 014 B00AA41 8-xxxxx 014 A00AA42 CAISSE D'EPARGNE ET DE PREVOYANCE ILE-DEHAUTE 014 B00AA42 8-xxxxx 014 A00AA43 CAISSE D'EPARGNE ET DE PREVOYANCE ILE-DE NORD 014 B00AA43 8-xxxxx 014 A00AA44 CAISSE D'EPARGNE ET DE PREVOYANCE ILE-DE QUES 014 B00AA44 8-xxxxx 014 A00AA45 CAISSE D'EPARGNE ET DE PREVOYANCE ILE-DE PARI 014 B00AA45 8-xxxxx 014 A00AA46 CAISSE D'EPARGNE ET DE PREVOYANCE DU LANGUEDO 014 B00AA46 8-xxxxx 014 A00AA47 CAISSE D'EPARGNE ET DE PREVOYANCE DU LIMOUSIN 014 B00AA47 8-xxxxx 014 A00AA48 CAISSE D'PARGNE ET DE PREVOYANCE DE LOIRE 014 B00AA48 8-xxxxx 014 A00AA49 CAISSE D'EPARGNE ET DE PREVOYANCE DE LORRAINE 014 B00AA49 8-xxxxx 014 A00AA50 CAISSE D'EPARGNE ET DE PREVOYANCE MARTINIQUE 014 B00AA50 8-xxxxx 014 A00AA51 CAISSE D'EPARGNE ET DE PREVOYANCE DE MIDI PAGE 5 014 B00AA51 8-xxxxx 014 A00AA52 CAISSE D'EPARGNE ET DE PREVOYANCE DE NOUVELLE 014 B00AA52 8-xxxxx 014 A00AA53 CAISSE D'APARGNE ET DE PREVOYANCE DU CALAIS 014 B00AA53 8-xxxxx 014 A00AA54 CAISSE D'EPARGNE ET DE PREVOYANCE DES L'ADOUR 014 B00AA54 8-xxxxx 014 A00AA55 CAISSE D'EPARGNE ET DE PREVOYANCE DES HAINAUT 014 B00AA55 8-xxxxx 014 A00AA56 CAISSE S'APARGNE ET DE PREVOYANCE DES LOIRE 014 B00AA56 8-xxxxx 014 A00AA57 CAISSE D'EPARGNE ET DE PREVOYANCE DES LORRAIN 014 B00AA57 8-xxxxx 014 A00AA58 CAISSE D'EPARGNE ET DE PREVOYANCE PICARDIE 014 B00AA58 8-xxxxx 014 A00AA59 CAISSE D'EPARGNE ET DE PREVOYANCE DE POITOU 014 B00AA59 8-xxxxx 014 A00AA60 CAISSE D'EPARGNE ET DE PREVOYANCE DE PROVENCE 014 B00AA60 8-xxxxx 014 A00AA61 CAISSE D'EPARGNE ET DE PREVOYANCE DE RHONE 014 B00AA61 8-xxxxx 014 A00AA62 CAISSE D'EPARGNE ET DE PREVOYANCE DE VAL 014 B00AA62 8-xxxxx 014 A00AA63 CAISSE DES DEPOTS ET CONSIGNATIONS 014 B00AA63 8-xxxxx 014 A00AA64 CAISSE NATIONALE DES CAISSES D'EPARGNE 014 B00AA64 8-xxxxx 014 A00AA65 CDC FINANCE - CDC IXIS 014 B00AA65 8-xxxxx 014 A00AA67 CDC IXIS - LCF ROTSCHILD MIDCAPS 014 B00AA67 8-xxxxx 014 A00AA68 CDC URQUIJO 014 B00AA68 8-xxxxx 014 A00AA69 CREDIT FONCIER BANQUE 014 B00AA69 8-xxxxx 014 A00AA70 CREDIT FONCIER DE FRANCE 014 B00AA70 8-xxxxx 014 A00AA71 CREDIT FONCIER DE MONACO 014 B00AA71 8-xxxxx 014 A00AA72 CREDIT SAINT PIERRAIS 014 B00AA72 8-xxxxx 014 A00AA73 EURO EMETTEURS FINANCE 014 B00AA73 8-xxxxx 014 A00AA74 GERER INTERMEDIATION 014 B00AA74 8-xxxxx 014 A00AA75 INCHAUSPE & CIE 014 B00AA75 8-xxxxx 014 A00AA76 GRER CONSIEL 014 B00AA76 8-xxxxx 015 A00AA01 STATE STREET BANK AND BANK COMPANY 015 B00AA01 C PAGE 6 015 C01AA01 BOSTON 015 C02AA01 MA 015 C03AA01 02102 015 E01AA01 X 015 A00AA02 WESTPAC BANKING CORP. 015 B00AA02 S 015 C01AA02 SYDNEY 015 D01AA02 AUSTRALIA 015 E04AA02 X 015 A00AA03 FORTIS BANK, NV 015 B00AA03 S 015 C01AA03 BRUSSELS 015 D01AA03 BELGIUM 015 E04AA03 X 015 A00AA04 STATE STREET TRUST COMPANY CANADA 015 B00AA04 S 015 C01AA04 TORONTO 015 D01AA04 CANADA 015 E04AA04 X 015 A00AA05 BANQUE PARIBAS 015 B00AA05 S 015 C01AA05 PARIS 015 D01AA05 FRANCE 015 E04AA05 X 015 A00AA06 DRESDNER BANK AG 015 B00AA06 S 015 C01AA06 FRANKFURT 015 D01AA06 GERMANY 015 E04AA06 X 015 A00AA07 STANDARD CHARTERED BANK PLC. 015 B00AA07 S 015 C01AA07 HONG KONG 015 D01AA07 HONG KONG 015 E04AA07 X 015 A00AA08 HONGKONG AND SHANGHAI BANKING CORP. 015 B00AA08 S 015 C01AA08 SEOUL 015 D01AA08 SOUTH KOREA 015 E04AA08 X 015 A00AA09 CITIBANK MEXICO S.A. 015 B00AA09 S 015 C01AA09 MEXICO CITY 015 D01AA09 MEXICO 015 E04AA09 X 015 A00AA10 KAS BANK N.V. 015 B00AA10 S 015 C01AA10 AMSTERDAM 015 D01AA10 NETHERLANDS 015 E04AA10 X 015 A00AA11 THE DEVELOPMENT BANK OF SINGAPORE LTD 015 B00AA11 S PAGE 7 015 C01AA11 SINGAPORE 015 D01AA11 SINGAPORE 015 E04AA11 X 015 A00AA12 NEDBANK SOUTH AFRICA 015 B00AA12 S 015 C01AA12 JOHANNESBURG 015 D01AA12 SOUTH AFRICA 015 E04AA12 X 015 A00AA13 BANCO SANTANDER 015 B00AA13 S 015 C01AA13 MADRID 015 D01AA13 SPAIN 015 E04AA13 X 015 A00AA14 SKANDINVISKA ENSKILDA BANKEN 015 B00AA14 S 015 C01AA14 STOCKHOLM 015 D01AA14 SWEDEN 015 E04AA14 X 015 A00AA15 UNION BANK OF SWITZERLAND 015 B00AA15 S 015 C01AA15 ZURICH 015 D01AA15 SWITZERLAND 015 E04AA15 X 015 A00AA16 STANDARD CHARTERED BANK 015 B00AA16 S 015 C01AA16 BANGKOK 015 D01AA16 THAILAND 015 E04AA16 X 015 A00AA17 STATE STREET BANK AND TRUST CO. 015 B00AA17 S 015 C01AA17 LONDON 015 D01AA17 UNITED KINGDOM 015 E04AA17 X 015 A00AA18 CESKOSLOVENSKA OBCHODNI BANK A.S. 015 B00AA18 S 015 C01AA18 PRAGUE 015 D01AA18 CZECH REPUBLIC 015 E04AA18 X 015 A00AA19 NORDEA BANK FINLAND 015 B00AA19 S 015 C01AA19 HELSINKI 015 D01AA19 FINLAND 015 E04AA19 X 015 A00AA20 HVB BANK HUNGARY RT. 015 B00AA20 S 015 C01AA20 BUDAPEST 015 D01AA20 HUNGARY 015 E04AA20 X 015 A00AA21 PARIBAS S.A. 015 B00AA21 S 015 C01AA21 MILAN PAGE 8 015 D01AA21 ITALY 015 E04AA21 X 015 A00AA22 BANK OF IRELAND 015 B00AA22 S 015 C01AA22 DUBLIN 015 D01AA22 IRELAND 015 E04AA22 X 015 A00AA23 MIZUHO CORPORATE BANK 015 B00AA23 S 015 C01AA23 TOKYO 015 D01AA23 JAPAN 015 E04AA23 X 015 A00AA24 CENTRAL TRUST OF CHINA 015 B00AA24 S 015 C01AA24 TAIPEI 015 D01AA24 TAIWAN-REP. OF CHINA 015 E04AA24 X 015 A00AA25 NATIONAL BANK OF GREECE 015 B00AA25 S 015 C01AA25 ATHENS 015 D01AA25 GREECE 015 E04AA25 X 015 A00AA26 STANDARD CHARTER BANK MALAYSIA BERHAD 015 B00AA26 S 015 C01AA26 KUALA LUMPUR 015 D01AA26 MALAYSIA 015 E04AA26 X 015 A00AA27 INVESTORS BANK AND TRUST COMPANY 015 B00AA27 C 015 C01AA27 BOSTON 015 C02AA27 MA 015 C03AA27 02116 015 E01AA27 X 015 A00AA28 CITIBANK N.A. 015 B00AA28 S 015 C01AA28 BUENOS AIRES 015 D01AA28 ARGENTINA 015 E04AA28 X 015 A00AA29 NATIONAL AUSTRALIA BANK LTD 015 B00AA29 S 015 C01AA29 MELBOURNE 015 D01AA29 AUSTRALIA 015 E04AA29 X 015 A00AA30 BANK AUSTRIA CREDITANSTALT (HVB) BANK 015 B00AA30 S 015 C01AA30 VIENNA 015 D01AA30 AUSTRIA 015 E04AA30 X 015 A00AA31 BNP PARIBAS 015 B00AA31 S 015 C01AA31 BRUSSELS PAGE 9 015 D01AA31 BELGIUM 015 E04AA31 X 015 A00AA32 THE BANK OF BERMUDA LIMITED 015 B00AA32 S 015 C01AA32 HAMILTON 015 D01AA32 BERMUDA 015 E04AA32 X 015 A00AA33 BANKBOSTON BRAZIL 015 B00AA33 S 015 C01AA33 SAO PAULO 015 D01AA33 BRAZIL 015 E04AA33 X 015 A00AA34 ROYAL BANK OF CANADA 015 B00AA34 S 015 C01AA34 TORONTO 015 D01AA34 CANADA 015 E04AA34 X 015 A00AA35 CITIBANK CHILE 015 B00AA35 S 015 C01AA35 SANTIAGO 015 D01AA35 CHILE 015 E04AA35 X 015 A00AA36 STANDARD CHARTER BANK 015 B00AA36 S 015 C01AA36 SHANGAI & SHENZHEN 015 D01AA36 CHINA 015 E04AA36 X 015 A00AA37 CITITRUST COLOMBIA S.A. 015 B00AA37 S 015 C01AA37 SANTA FE DE BOGOTA 015 D01AA37 COLUMIBIA 015 E04AA37 X 015 A00AA38 CITIBANK A.S. 015 B00AA38 S 015 C01AA38 PRAGUE 015 D01AA38 CZECH REPUBLIC 015 E04AA38 X 015 A00AA39 SEB 015 B00AA39 S 015 C01AA39 COPENHAGEN 015 D01AA39 DENMARK 015 E04AA39 X 015 A00AA40 CITIBANK A.S. 015 B00AA40 S 015 C01AA40 QUITO 015 D01AA40 ECUADOR 015 E04AA40 X 015 A00AA41 CITIBANK N.A. 015 B00AA41 S 015 C01AA41 CAIRO 015 D01AA41 EGYPT PAGE 10 015 E04AA41 X 015 A00AA42 SEB 015 B00AA42 S 015 C01AA42 HELSINKI 015 D01AA42 FINLAND 015 E04AA42 X 015 A00AA43 BNP PARIBAS 015 B00AA43 S 015 C01AA43 FRANKFURT 015 D01AA43 GERMANY 015 E04AA43 X 015 A00AA44 BNP PARIBAS 015 B00AA44 S 015 C01AA44 ATHENS 015 D01AA44 GREECE 015 E04AA44 X 015 A00AA45 KAUPTHING BANK 015 B00AA45 S 015 C01AA45 REYKJAVIK 015 D01AA45 ICELAND 015 E04AA45 X 015 A00AA46 STANDARD CHARTERED GRINDLAYS BANK, MUMBAI 015 B00AA46 S 015 C01AA46 MUNBAI 015 D01AA46 INDIA 015 E04AA46 X 015 A00AA47 STANDARD CHARTERED BANK 015 B00AA47 S 015 C01AA47 JAKARTA 015 D01AA47 INDONESIA 015 E04AA47 X 015 A00AA48 BANK HAPOALIM 015 B00AA48 S 015 C01AA48 TEL AVIV 015 D01AA48 ISRAEL 015 E04AA48 X 015 A00AA49 STANDARD CHARTERED BANK 015 B00AA49 S 015 C01AA49 TOKYO 015 D01AA49 JAPAN 015 E04AA49 X 015 A00AA50 CITIBANK N.A. 015 B00AA50 S 015 C01AA50 AMMAN 015 D01AA50 JORDAN 015 E04AA50 X 015 A00AA51 HONG KONG & SHANGAI BANKING CORP. 015 B00AA51 S 015 C01AA51 PORT LOUIS 015 D01AA51 MAURITIUS 015 E04AA51 X PAGE 11 015 A00AA52 BANCOMER S.A. 015 B00AA52 S 015 C01AA52 MEXICO CITY 015 D01AA52 MEXICO 015 E04AA52 X 015 A00AA53 CITIBANK MAGREB 015 B00AA53 S 015 C01AA53 CASABLANCA 015 D01AA53 MOROCCO 015 E04AA53 X 015 A00AA54 FORTIS BANK 015 B00AA54 S 015 C01AA54 AMSTERDAM 015 D01AA54 NETHERLANDS 015 E04AA54 X 015 A00AA55 NATIONAL NOMINEES LTD. 015 B00AA55 S 015 C01AA55 AUCKLAND 015 D01AA55 NEW ZEALAND 015 E04AA55 X 015 A00AA56 UNION BANK OF NORWAY 015 B00AA56 S 015 C01AA56 OSLO 015 D01AA56 NORWAY 015 E04AA56 X 015 A00AA57 STANDARD CHARTERD BANK 015 B00AA57 S 015 C01AA57 KARACHI 015 D01AA57 PAKISTAN 015 E04AA57 X 015 A00AA58 CITIBANK N.A. 015 B00AA58 S 015 C01AA58 LIMA 015 D01AA58 PERU 015 E04AA58 X 015 A00AA59 STANDARD CHARTERED BANK 015 B00AA59 S 015 C01AA59 MANILLA 015 D01AA59 PHILLIPINES 015 E04AA59 X 015 A00AA60 BANK PRZEMYSLOWO-HANDLOWY PBK 015 B00AA60 S 015 C01AA60 WARSAW 015 D01AA60 POLAND 015 E04AA60 X 015 A00AA61 CITIBANK PORTUGAL S.A. 015 B00AA61 S 015 C01AA61 LISBON 015 D01AA61 PORTUGAL 015 E04AA61 X 015 A00AA62 STANDARD CHARTERED BANK PAGE 12 015 B00AA62 S 015 C01AA62 SEOUL 015 D01AA62 SOUTH KOREA 015 E04AA62 X 015 A00AA63 HVB BANK (BANK AUSTRIA) 015 B00AA63 S 015 C01AA63 BUCHAREST 015 D01AA63 ROMANIA 015 E04AA63 X 015 A00AA64 ZAO CITIBANK 015 B00AA64 S 015 C01AA64 MOSCOW 015 D01AA64 RUSSIA 015 E04AA64 X 015 A00AA65 STANDARD CHARTERED BANK 015 B00AA65 S 015 C01AA65 SINGAPORE 015 D01AA65 SINGAPORE 015 E04AA65 X 015 A00AA66 ING BANK 015 B00AA66 S 015 C01AA66 BRATISLAVA 015 D01AA66 SLOVAK REPUBLIC 015 E04AA66 X 015 A00AA67 STANDARD BANK OF SOUTH AFRICA 015 B00AA67 S 015 C01AA67 JOHANNESBURG 015 D01AA67 SOUTH AFRICA 015 E04AA67 X 015 A00AA68 BNP PARIBAS 015 B00AA68 S 015 C01AA68 MADRID 015 D01AA68 SPAIN 015 E04AA68 X 015 A00AA69 STANDARD CHARTERED BANK 015 B00AA69 S 015 C01AA69 COLUMBO 015 D01AA69 SRI LANKA 015 E04AA69 X 015 A00AA70 SVENSKA HANDELSBANKEN 015 B00AA70 S 015 C01AA70 STOCKHOLM 015 D01AA70 SWEDEN 015 E04AA70 X 015 A00AA71 BANK LEU 015 B00AA71 S 015 C01AA71 ZURICH 015 D01AA71 SWITZERLAND 015 E04AA71 X 015 A00AA72 STANDARD CHARTERED BANK 015 B00AA72 S PAGE 13 015 C01AA72 TAIPEI 015 D01AA72 TAIWAN 015 E04AA72 X 015 A00AA73 GARANTI BANK 015 B00AA73 S 015 C01AA73 ISTANBUL 015 D01AA73 TURKEY 015 E04AA73 X 015 A00AA74 HSBC 015 B00AA74 S 015 C01AA74 LONDON 015 D01AA74 UNITED KINGDOM 015 E04AA74 X 015 A00AA75 BANK BOSTON MONTEVIDEO 015 B00AA75 S 015 C01AA75 MONTEVIDEO 015 D01AA75 URUGUAY 015 E04AA75 X 015 A00AA76 CITIBANK N.A. 015 B00AA76 S 015 C01AA76 CARACAS 015 D01AA76 VENEZUELA 015 E04AA76 X 015 A00AA77 SOCIETE GENERALE 015 B00AA77 S 015 C01AA77 ABIDJAN 015 D01AA77 IVORY COAST 015 E04AA77 X 015 A00AA78 ING BANK 015 B00AA78 S 015 C01AA78 SOFIA 015 D01AA78 BULGARIA 015 E04AA78 X 015 A00AA79 HVB BANK AG (BANK AUSTRIA) 015 B00AA79 S 015 C01AA79 ZAGREB 015 D01AA79 CROATIA 015 E04AA79 X 015 A00AA80 HANSABANK 015 B00AA80 S 015 C01AA80 TALLINN 015 D01AA80 ESTONIA 015 E04AA80 X 015 A00AA81 BARCLAYS BANK OF BOTSWANA 015 B00AA81 S 015 C01AA81 GABORONE 015 D01AA81 BOTSWANA 015 E04AA81 X 015 A00AA82 CLEARSTREAM 015 B00AA82 S 015 C01AA82 LUXEMBOURG PAGE 14 015 D01AA82 LUXEMBOURG 015 E04AA82 X 015 A00AA83 BANK OF NOVA SCOTIA TRUST CO. 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C000100 0.00 031 A000100 3 031 B000100 0 032 000100 21 033 000100 0 034 000100 Y 035 000100 19 036 A000100 N 036 B000100 0 037 000100 N 038 000100 0 039 000100 N 040 000100 Y 041 000100 Y 042 A000100 0 042 B000100 0 042 C000100 100 042 D000100 0 042 E000100 0 042 F000100 0 042 G000100 0 042 H000100 0 043 000100 69 044 000100 0 045 000100 Y 046 000100 N 047 000100 Y 048 000100 0.500 048 A010100 0 048 A020100 0.000 048 B010100 0 048 B020100 0.000 048 C010100 0 048 C020100 0.000 048 D010100 0 048 D020100 0.000 048 E010100 0 048 E020100 0.000 048 F010100 0 048 F020100 0.000 048 G010100 0 048 G020100 0.000 048 H010100 0 048 H020100 0.000 PAGE 19 048 I010100 0 048 I020100 0.000 048 J010100 0 048 J020100 0.000 048 K010100 0 048 K020100 0.000 049 000100 N 050 000100 N 051 000100 N 052 000100 N 053 A000100 Y 053 B000100 Y 055 A000100 N 055 B000100 N 056 000100 Y 057 000100 N 058 A000100 N 059 000100 Y 060 A000100 Y 060 B000100 Y 061 000100 250000 062 A000100 N 062 B000100 0.0 062 C000100 0.0 062 D000100 0.0 062 E000100 0.0 062 F000100 0.0 062 G000100 0.0 062 H000100 0.0 062 I000100 0.0 062 J000100 0.0 062 K000100 0.0 062 L000100 0.0 062 M000100 0.0 062 N000100 0.0 062 O000100 0.0 062 P000100 0.0 062 Q000100 0.0 062 R000100 0.0 063 A000100 0 063 B000100 0.0 066 A000100 Y 066 B000100 N 066 C000100 N 066 D000100 Y 066 E000100 N 066 F000100 N 066 G000100 N 067 000100 N 068 A000100 N 068 B000100 N PAGE 20 069 000100 N 070 A010100 Y 070 A020100 Y 070 B010100 Y 070 B020100 N 070 C010100 Y 070 C020100 N 070 D010100 Y 070 D020100 N 070 E010100 Y 070 E020100 N 070 F010100 Y 070 F020100 N 070 G010100 Y 070 G020100 N 070 H010100 Y 070 H020100 N 070 I010100 N 070 I020100 N 070 J010100 Y 070 J020100 N 070 K010100 Y 070 K020100 N 070 L010100 Y 070 L020100 N 070 M010100 Y 070 M020100 N 070 N010100 Y 070 N020100 N 070 O010100 Y 070 O020100 N 070 P010100 N 070 P020100 N 070 Q010100 Y 070 Q020100 N 070 R010100 Y 070 R020100 N 071 A000100 60181 071 B000100 51724 071 C000100 55723 071 D000100 93 072 A000100 6 072 B000100 1 072 C000100 143 072 D000100 0 072 E000100 0 072 F000100 143 072 G000100 19 072 H000100 0 072 I000100 81 072 J000100 28 PAGE 21 072 K000100 0 072 L000100 7 072 M000100 5 072 N000100 20 072 O000100 0 072 P000100 0 072 Q000100 0 072 R000100 15 072 S000100 1 072 T000100 69 072 U000100 0 072 V000100 0 072 W000100 3 072 X000100 391 072 Y000100 80 072 Z000100 -167 072AA000100 3356 072BB000100 0 072CC010100 3906 072CC020100 0 072DD010100 0 072DD020100 0 072EE000100 0 073 A010100 0.0000 073 A020100 0.0000 073 B000100 0.0000 073 C000100 0.0000 074 A000100 450 074 B000100 0 074 C000100 0 074 D000100 0 074 E000100 0 074 F000100 68450 074 G000100 0 074 H000100 0 074 I000100 0 074 J000100 0 074 K000100 92 074 L000100 167 074 M000100 0 074 N000100 69159 074 O000100 0 074 P000100 92 074 Q000100 0 074 R010100 0 074 R020100 0 074 R030100 0 074 R040100 126 074 S000100 0 074 T000100 68941 074 U010100 7437 PAGE 22 074 U020100 5964 074 V010100 0.00 074 V020100 0.00 074 W000100 0.0000 074 X000100 6072 074 Y000100 0 075 A000100 0 075 B000100 57044 076 000100 0.00 080 C000100 0 081 B000100 0 082 B000100 0 011 A000201 CDC IXIS ASSET MANAGEMENT DISTRIBUTORS, L.P 011 B000201 8-46325 011 C010201 BOSTON 011 C020201 MA 011 C030201 02116 012 A000201 CDC IXIS ASSET MANAGEMENT SERVICES, INC. 012 B000201 84-5731 012 C010201 BOSTON 012 C020201 MA 012 C030201 02116 024 000200 Y 025 A000201 BANK OF AMERICA CORP. 025 B000201 36-0947896 025 C000201 E 025 D000201 891 025 A000202 CITIGROUP 025 B000202 52-1568099 025 C000202 E 025 D000202 1225 025 A000203 JP MORGAN CHASE & CO. 025 B000203 13-3224076 025 C000203 E 025 D000203 1101 025 A000204 LEHMAN BROTHERS HOLDINGS, INC. 025 B000204 13-2518466 025 C000204 E 025 D000204 787 025 D000205 0 025 D000206 0 025 D000207 0 025 D000208 0 028 A010200 385 028 A020200 0 028 A030200 0 028 A040200 185 028 B010200 67 028 B020200 0 028 B030200 0 028 B040200 2292 PAGE 23 028 C010200 433 028 C020200 376 028 C030200 0 028 C040200 579 028 D010200 316 028 D020200 0 028 D030200 0 028 D040200 820 028 E010200 162 028 E020200 0 028 E030200 0 028 E040200 346 028 F010200 116 028 F020200 0 028 F030200 0 028 F040200 264 028 G010200 1479 028 G020200 376 028 G030200 0 028 G040200 4486 028 H000200 0 029 000200 N 030 A000200 0 030 B000200 0.00 030 C000200 0.00 031 A000200 0 031 B000200 0 032 000200 0 033 000200 0 034 000200 N 035 000200 0 036 B000200 0 037 000200 N 038 000200 0 039 000200 N 040 000200 N 041 000200 N 042 A000200 0 042 B000200 0 042 C000200 0 042 D000200 0 042 E000200 0 042 F000200 0 042 G000200 0 042 H000200 0 043 000200 0 044 000200 0 045 000200 Y 046 000200 N 047 000200 Y 048 000200 0.500 PAGE 24 048 A010200 0 048 A020200 0.000 048 B010200 0 048 B020200 0.000 048 C010200 0 048 C020200 0.000 048 D010200 0 048 D020200 0.000 048 E010200 0 048 E020200 0.000 048 F010200 0 048 F020200 0.000 048 G010200 0 048 G020200 0.000 048 H010200 0 048 H020200 0.000 048 I010200 0 048 I020200 0.000 048 J010200 0 048 J020200 0.000 048 K010200 0 048 K020200 0.000 049 000200 N 050 000200 N 051 000200 N 052 000200 N 053 A000200 Y 053 B000200 Y 055 A000200 N 055 B000200 N 056 000200 Y 057 000200 N 058 A000200 N 059 000200 Y 060 A000200 Y 060 B000200 Y 061 000200 250000 062 A000200 N 062 B000200 0.0 062 C000200 0.0 062 D000200 0.0 062 E000200 0.0 062 F000200 0.0 062 G000200 0.0 062 H000200 0.0 062 I000200 0.0 062 J000200 0.0 062 K000200 0.0 062 L000200 0.0 062 M000200 0.0 062 N000200 0.0 PAGE 25 062 O000200 0.0 062 P000200 0.0 062 Q000200 0.0 062 R000200 0.0 063 A000200 0 063 B000200 0.0 066 A000200 Y 066 B000200 N 066 C000200 N 066 D000200 Y 066 E000200 N 066 F000200 N 066 G000200 N 067 000200 N 068 A000200 N 068 B000200 N 069 000200 N 070 A010200 Y 070 A020200 N 070 B010200 Y 070 B020200 N 070 C010200 Y 070 C020200 N 070 D010200 Y 070 D020200 N 070 E010200 Y 070 E020200 N 070 F010200 Y 070 F020200 N 070 G010200 Y 070 G020200 N 070 H010200 Y 070 H020200 N 070 I010200 N 070 I020200 N 070 J010200 Y 070 J020200 N 070 K010200 Y 070 K020200 Y 070 L010200 Y 070 L020200 Y 070 M010200 Y 070 M020200 N 070 N010200 Y 070 N020200 N 070 O010200 Y 070 O020200 N 070 P010200 N 070 P020200 N 070 Q010200 Y 070 Q020200 N PAGE 26 070 R010200 Y 070 R020200 N 071 A000200 13414 071 B000200 16241 071 C000200 39612 071 D000200 34 072 A000200 6 072 B000200 2 072 C000200 441 072 D000200 0 072 E000200 0 072 F000200 100 072 G000200 13 072 H000200 0 072 I000200 13 072 J000200 20 072 K000200 0 072 L000200 5 072 M000200 3 072 N000200 9 072 O000200 0 072 P000200 0 072 Q000200 0 072 R000200 13 072 S000200 1 072 T000200 0 072 U000200 0 072 V000200 0 072 W000200 5 072 X000200 182 072 Y000200 12 072 Z000200 273 072AA000200 2012 072BB000200 0 072CC010200 3890 072CC020200 0 072DD010200 456 072DD020200 0 072EE000200 0 073 A010200 0.1715 073 A020200 0.0000 073 B000200 0.0000 073 C000200 0.0000 074 A000200 0 074 B000200 0 074 C000200 0 074 D000200 0 074 E000200 0 074 F000200 41048 074 G000200 0 074 H000200 0 PAGE 27 074 I000200 0 074 J000200 1 074 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028 A020400 0 028 A030400 0 028 A040400 2427 028 B010400 3931 028 B020400 0 028 B030400 0 028 B040400 309 028 C010400 1188 028 C020400 483 028 C030400 0 028 C040400 1019 028 D010400 2187 028 D020400 0 028 D030400 0 028 D040400 1466 028 E010400 5787 028 E020400 0 028 E030400 0 028 E040400 289 028 F010400 741 028 F020400 0 028 F030400 0 028 F040400 372 028 G010400 17267 028 G020400 483 028 G030400 0 028 G040400 5882 028 H000400 276 029 000400 Y 030 A000400 1 030 B000400 5.75 030 C000400 0.00 031 A000400 0 031 B000400 0 032 000400 1 033 000400 0 034 000400 Y 035 000400 5 036 A000400 N 036 B000400 0 037 000400 N 038 000400 0 039 000400 N 040 000400 Y 041 000400 Y PAGE 29 042 A000400 0 042 B000400 0 042 C000400 100 042 D000400 0 042 E000400 0 042 F000400 0 042 G000400 0 042 H000400 0 043 000400 10 044 000400 0 045 000400 Y 046 000400 N 047 000400 Y 048 000400 0.750 048 A010400 0 048 A020400 0.000 048 B010400 0 048 B020400 0.000 048 C010400 0 048 C020400 0.000 048 D010400 0 048 D020400 0.000 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Y 070 D020400 N 070 E010400 Y 070 E020400 N 070 F010400 Y 070 F020400 N 070 G010400 Y 070 G020400 N 070 H010400 Y 070 H020400 N 070 I010400 N 070 I020400 N 070 J010400 Y 070 J020400 N PAGE 31 070 K010400 Y 070 K020400 N 070 L010400 Y 070 L020400 Y 070 M010400 Y 070 M020400 Y 070 N010400 Y 070 N020400 N 070 O010400 Y 070 O020400 N 070 P010400 N 070 P020400 N 070 Q010400 Y 070 Q020400 N 070 R010400 Y 070 R020400 N 071 A000400 59720 071 B000400 47375 071 C000400 68624 071 D000400 69 072 A000400 6 072 B000400 2 072 C000400 443 072 D000400 0 072 E000400 0 072 F000400 264 072 G000400 23 072 H000400 0 072 I000400 48 072 J000400 83 072 K000400 0 072 L000400 9 072 M000400 4 072 N000400 31 072 O000400 0 072 P000400 0 072 Q000400 0 072 R000400 17 072 S000400 1 072 T000400 10 072 U000400 0 072 V000400 0 072 W000400 7 072 X000400 497 072 Y000400 130 072 Z000400 78 072AA000400 5213 072BB000400 0 072CC010400 7735 072CC020400 0 072DD010400 55 PAGE 32 072DD020400 793 072EE000400 0 073 A010400 0.0000 073 A020400 0.0000 073 B000400 0.0000 073 C000400 0.0000 074 A000400 998 074 B000400 0 074 C000400 0 074 D000400 0 074 E000400 796 074 F000400 79377 074 G000400 0 074 H000400 0 074 I000400 0 074 J000400 2864 074 K000400 29 074 L000400 302 074 M000400 25 074 N000400 84391 074 O000400 3157 074 P000400 50 074 Q000400 0 074 R010400 0 074 R020400 0 074 R030400 0 074 R040400 110 074 S000400 0 074 T000400 81074 074 U010400 6465 074 U020400 563 074 V010400 0.00 074 V020400 0.00 074 W000400 0.0000 074 X000400 1012 074 Y000400 0 075 A000400 0 075 B000400 70520 076 000400 0.00 080 C000400 0 081 B000400 0 082 B000400 0 011 A000601 CDC IXIS ASSET MANAGEMENT DISTRIBUTORS, L.P 011 B000601 8-46325 011 C010601 BOSTON 011 C020601 MA 011 C030601 02116 012 A000601 CDC IXIS ASSET MANAGEMENT SERVICES, INC. 012 B000601 84-5731 012 C010601 BOSTON 012 C020601 MA PAGE 33 012 C030601 02116 024 000600 N 025 A000601 DELETE 025 D000601 0 025 A000602 DELETE 025 D000602 0 025 A000603 DELETE 025 D000603 0 025 D000604 0 025 D000605 0 025 D000606 0 025 D000607 0 025 D000608 0 028 A010600 0 028 A020600 0 028 A030600 0 028 A040600 0 028 B010600 16 028 B020600 0 028 B030600 0 028 B040600 0 028 C010600 0 028 C020600 62 028 C030600 0 028 C040600 0 028 D010600 305 028 D020600 0 028 D030600 0 028 D040600 0 028 E010600 200 028 E020600 0 028 E030600 0 028 E040600 0 028 F010600 525 028 F020600 0 028 F030600 0 028 F040600 0 028 G010600 1046 028 G020600 62 028 G030600 0 028 G040600 0 028 H000600 0 029 000600 N 030 A000600 0 030 B000600 0.00 030 C000600 0.00 031 A000600 0 031 B000600 0 032 000600 0 033 000600 0 034 000600 N PAGE 34 035 000600 0 036 B000600 0 037 000600 N 038 000600 0 039 000600 N 040 000600 N 041 000600 N 042 A000600 0 042 B000600 0 042 C000600 0 042 D000600 0 042 E000600 0 042 F000600 0 042 G000600 0 042 H000600 0 043 000600 0 044 000600 0 045 000600 Y 046 000600 N 047 000600 Y 048 000600 0.500 048 A010600 0 048 A020600 0.000 048 B010600 0 048 B020600 0.000 048 C010600 0 048 C020600 0.000 048 D010600 0 048 D020600 0.000 048 E010600 0 048 E020600 0.000 048 F010600 0 048 F020600 0.000 048 G010600 0 048 G020600 0.000 048 H010600 0 048 H020600 0.000 048 I010600 0 048 I020600 0.000 048 J010600 0 048 J020600 0.000 048 K010600 0 048 K020600 0.000 049 000600 N 050 000600 N 051 000600 N 052 000600 N 053 A000600 Y 053 B000600 Y 055 A000600 N 055 B000600 N PAGE 35 056 000600 Y 057 000600 N 058 A000600 N 059 000600 Y 060 A000600 Y 060 B000600 Y 061 000600 250000 062 A000600 N 062 B000600 0.0 062 C000600 0.0 062 D000600 0.0 062 E000600 0.0 062 F000600 0.0 062 G000600 0.0 062 H000600 0.0 062 I000600 0.0 062 J000600 0.0 062 K000600 0.0 062 L000600 0.0 062 M000600 0.0 062 N000600 0.0 062 O000600 0.0 062 P000600 0.0 062 Q000600 0.0 062 R000600 0.0 063 A000600 0 063 B000600 0.0 066 A000600 Y 066 B000600 N 066 C000600 N 066 D000600 Y 066 E000600 N 066 F000600 N 066 G000600 N 067 000600 N 068 A000600 N 068 B000600 N 069 000600 N 070 A010600 Y 070 A020600 Y 070 B010600 Y 070 B020600 N 070 C010600 Y 070 C020600 N 070 D010600 Y 070 D020600 N 070 E010600 Y 070 E020600 N 070 F010600 Y 070 F020600 N 070 G010600 Y PAGE 36 070 G020600 N 070 H010600 Y 070 H020600 N 070 I010600 N 070 I020600 N 070 J010600 Y 070 J020600 N 070 K010600 Y 070 K020600 N 070 L010600 Y 070 L020600 N 070 M010600 Y 070 M020600 N 070 N010600 Y 070 N020600 N 070 O010600 Y 070 O020600 N 070 P010600 N 070 P020600 N 070 Q010600 Y 070 Q020600 N 070 R010600 Y 070 R020600 N 071 A000600 1220 071 B000600 199 071 C000600 2956 071 D000600 7 072 A000600 6 072 B000600 0 072 C000600 19 072 D000600 0 072 E000600 0 072 F000600 7 072 G000600 1 072 H000600 0 072 I000600 9 072 J000600 15 072 K000600 0 072 L000600 2 072 M000600 3 072 N000600 8 072 O000600 0 072 P000600 0 072 Q000600 0 072 R000600 11 072 S000600 0 072 T000600 0 072 U000600 0 072 V000600 0 072 W000600 2 072 X000600 58 PAGE 37 072 Y000600 48 072 Z000600 9 072AA000600 18 072BB000600 0 072CC010600 338 072CC020600 0 072DD010600 62 072DD020600 0 072EE000600 0 073 A010600 0.1905 073 A020600 0.0000 073 B000600 0.0000 073 C000600 0.0000 074 A000600 101 074 B000600 0 074 C000600 0 074 D000600 0 074 E000600 0 074 F000600 3801 074 G000600 0 074 H000600 0 074 I000600 0 074 J000600 0 074 K000600 10 074 L000600 3 074 M000600 0 074 N000600 3915 074 O000600 0 074 P000600 1 074 Q000600 0 074 R010600 0 074 R020600 0 074 R030600 0 074 R040600 13 074 S000600 0 074 T000600 3901 074 U010600 455 074 U020600 0 074 V010600 8.58 074 V020600 0.00 074 W000600 0.0000 074 X000600 26 074 Y000600 0 075 A000600 0 075 B000600 2980 076 000600 0.00 080 C000600 0 081 B000600 0 082 B000600 0 011 A001001 CDC IXIS ASSET MANAGEMENT DISTRIBUTORS, L.P 011 B001001 8-46325 PAGE 38 011 C011001 BOSTON 011 C021001 MA 011 C031001 02116 012 A001001 CDC IXIS ASSET MANAGEMENT SERVICES, INC. 012 B001001 84-5731 012 C011001 BOSTON 012 C021001 MA 012 C031001 02116 024 001000 Y 025 A001001 GOLDMAN SACHS GROUP, INC. 025 B001001 13-5108880 025 C001001 E 025 D001001 125 025 A001002 CITIGROUP, INC. 025 B001002 52-1568099 025 C001002 E 025 D001002 90 025 A001003 MORGAN STANLEY 025 B001003 13-2655998 025 C001003 D 025 D001003 36 025 D001004 0 025 D001005 0 025 D001006 0 025 D001007 0 025 D001008 0 028 A011000 95 028 A021000 0 028 A031000 0 028 A041000 41 028 B011000 1745 028 B021000 0 028 B031000 0 028 B041000 41 028 C011000 1511 028 C021000 448 028 C031000 0 028 C041000 8 028 D011000 342 028 D021000 0 028 D031000 0 028 D041000 148 028 E011000 104 028 E021000 0 028 E031000 0 028 E041000 8 028 F011000 1027 028 F021000 0 028 F031000 0 028 F041000 1 028 G011000 4824 PAGE 39 028 G021000 448 028 G031000 0 028 G041000 247 028 H001000 0 029 001000 N 030 A001000 0 030 B001000 0.00 030 C001000 0.00 031 A001000 0 031 B001000 0 032 001000 0 033 001000 0 034 001000 N 035 001000 0 036 B001000 0 037 001000 N 038 001000 0 039 001000 N 040 001000 N 041 001000 N 042 A001000 0 042 B001000 0 042 C001000 0 042 D001000 0 042 E001000 0 042 F001000 0 042 G001000 0 042 H001000 0 043 001000 0 044 001000 0 045 001000 Y 046 001000 N 047 001000 Y 048 001000 0.750 048 A011000 0 048 A021000 0.000 048 B011000 0 048 B021000 0.000 048 C011000 0 048 C021000 0.000 048 D011000 0 048 D021000 0.000 048 E011000 0 048 E021000 0.000 048 F011000 0 048 F021000 0.000 048 G011000 0 048 G021000 0.000 048 H011000 0 048 H021000 0.000 048 I011000 0 PAGE 40 048 I021000 0.000 048 J011000 0 048 J021000 0.000 048 K011000 0 048 K021000 0.000 049 001000 N 050 001000 N 051 001000 N 052 001000 N 053 A001000 Y 053 B001000 Y 055 A001000 N 055 B001000 N 056 001000 Y 057 001000 N 058 A001000 N 059 001000 Y 060 A001000 Y 060 B001000 Y 061 001000 250000 062 A001000 Y 062 B001000 0.0 062 C001000 0.0 062 D001000 0.0 062 E001000 0.0 062 F001000 0.0 062 G001000 0.0 062 H001000 0.0 062 I001000 0.0 062 J001000 0.0 062 K001000 0.0 062 L001000 0.0 062 M001000 2.2 062 N001000 2.5 062 O001000 0.0 062 P001000 26.5 062 Q001000 7.9 062 R001000 56.1 063 A001000 0 063 B001000 9.6 066 A001000 Y 066 B001000 N 066 C001000 N 066 D001000 N 066 E001000 N 066 F001000 N 066 G001000 Y 067 001000 N 068 A001000 N 068 B001000 Y 069 001000 N PAGE 41 070 A011000 Y 070 A021000 Y 070 B011000 Y 070 B021000 N 070 C011000 Y 070 C021000 N 070 D011000 Y 070 D021000 N 070 E011000 Y 070 E021000 N 070 F011000 Y 070 F021000 N 070 G011000 Y 070 G021000 N 070 H011000 Y 070 H021000 N 070 I011000 N 070 I021000 N 070 J011000 Y 070 J021000 Y 070 K011000 Y 070 K021000 N 070 L011000 Y 070 L021000 Y 070 M011000 Y 070 M021000 Y 070 N011000 Y 070 N021000 N 070 O011000 Y 070 O021000 N 070 P011000 N 070 P021000 N 070 Q011000 Y 070 Q021000 N 070 R011000 Y 070 R021000 N 071 A001000 8527 071 B001000 4355 071 C001000 13025 071 D001000 33 072 A001000 6 072 B001000 198 072 C001000 51 072 D001000 0 072 E001000 0 072 F001000 52 072 G001000 5 072 H001000 0 072 I001000 9 072 J001000 38 072 K001000 0 PAGE 42 072 L001000 1 072 M001000 3 072 N001000 8 072 O001000 0 072 P001000 0 072 Q001000 0 072 R001000 12 072 S001000 0 072 T001000 0 072 U001000 0 072 V001000 0 072 W001000 1 072 X001000 129 072 Y001000 60 072 Z001000 180 072AA001000 441 072BB001000 0 072CC011000 1130 072CC021000 0 072DD011000 448 072DD021000 0 072EE001000 0 073 A011000 0.3415 073 A021000 0.0000 073 B001000 0.0000 073 C001000 0.0000 074 A001000 738 074 B001000 0 074 C001000 0 074 D001000 6579 074 E001000 115 074 F001000 9331 074 G001000 0 074 H001000 0 074 I001000 0 074 J001000 60 074 K001000 11 074 L001000 121 074 M001000 0 074 N001000 16956 074 O001000 101 074 P001000 10 074 Q001000 0 074 R011000 0 074 R021000 0 074 R031000 0 074 R041000 18 074 S001000 0 074 T001000 16827 074 U011000 1641 074 U021000 0 PAGE 43 074 V011000 10.26 074 V021000 0.00 074 W001000 0.0000 074 X001000 26 074 Y001000 0 075 A001000 0 075 B001000 13738 076 001000 0.00 080 C001000 0 081 B001000 0 082 B001000 0 011 A001201 CDC IXIS ASSET MANAGEMENT DISTRIBUTORS, L.P 011 B001201 8-46325 011 C011201 BOSTON 011 C021201 MA 011 C031201 02116 012 A001201 CDC IXIS ASSET MANAGEMENT SERVICES, INC. 012 B001201 84-5731 012 C011201 BOSTON 012 C021201 MA 012 C031201 02116 024 001200 N 025 D001201 0 025 D001202 0 025 D001203 0 025 D001204 0 025 D001205 0 025 D001206 0 025 D001207 0 025 D001208 0 028 A011200 2025 028 A021200 0 028 A031200 0 028 A041200 1204 028 B011200 1461 028 B021200 0 028 B031200 0 028 B041200 1187 028 C011200 936 028 C021200 0 028 C031200 0 028 C041200 4660 028 D011200 2558 028 D021200 0 028 D031200 0 028 D041200 8562 028 E011200 1150 028 E021200 0 028 E031200 0 028 E041200 11440 028 F011200 612 PAGE 44 028 F021200 0 028 F031200 0 028 F041200 755 028 G011200 8742 028 G021200 0 028 G031200 0 028 G041200 27808 028 H001200 0 029 001200 N 030 A001200 0 030 B001200 0.00 030 C001200 0.00 031 A001200 0 031 B001200 0 032 001200 0 033 001200 0 034 001200 N 035 001200 0 036 B001200 0 037 001200 N 038 001200 0 039 001200 N 040 001200 Y 041 001200 Y 042 A001200 0 042 B001200 0 042 C001200 100 042 D001200 0 042 E001200 0 042 F001200 0 042 G001200 0 042 H001200 0 043 001200 36 044 001200 0 045 001200 Y 046 001200 N 047 001200 Y 048 001200 0.750 048 A011200 0 048 A021200 0.000 048 B011200 0 048 B021200 0.000 048 C011200 0 048 C021200 0.000 048 D011200 0 048 D021200 0.000 048 E011200 0 048 E021200 0.000 048 F011200 0 048 F021200 0.000 048 G011200 0 PAGE 45 048 G021200 0.000 048 H011200 0 048 H021200 0.000 048 I011200 0 048 I021200 0.000 048 J011200 0 048 J021200 0.000 048 K011200 0 048 K021200 0.000 049 001200 N 050 001200 N 051 001200 N 052 001200 N 053 A001200 Y 053 B001200 Y 055 A001200 Y 055 B001200 N 056 001200 Y 057 001200 N 058 A001200 N 059 001200 Y 060 A001200 Y 060 B001200 Y 061 001200 2500 062 A001200 N 062 B001200 0.0 062 C001200 0.0 062 D001200 0.0 062 E001200 0.0 062 F001200 0.0 062 G001200 0.0 062 H001200 0.0 062 I001200 0.0 062 J001200 0.0 062 K001200 0.0 062 L001200 0.0 062 M001200 0.0 062 N001200 0.0 062 O001200 0.0 062 P001200 0.0 062 Q001200 0.0 062 R001200 0.0 063 A001200 0 063 B001200 0.0 066 A001200 Y 066 B001200 N 066 C001200 N 066 D001200 Y 066 E001200 N 066 F001200 N 066 G001200 N PAGE 46 067 001200 N 068 A001200 N 068 B001200 N 069 001200 N 070 A011200 Y 070 A021200 Y 070 B011200 Y 070 B021200 N 070 C011200 Y 070 C021200 N 070 D011200 Y 070 D021200 N 070 E011200 Y 070 E021200 N 070 F011200 Y 070 F021200 N 070 G011200 Y 070 G021200 N 070 H011200 Y 070 H021200 N 070 I011200 N 070 I021200 N 070 J011200 Y 070 J021200 N 070 K011200 Y 070 K021200 N 070 L011200 Y 070 L021200 Y 070 M011200 Y 070 M021200 N 070 N011200 Y 070 N021200 N 070 O011200 Y 070 O021200 N 070 P011200 N 070 P021200 N 070 Q011200 Y 070 Q021200 N 070 R011200 Y 070 R021200 N 071 A001200 55567 071 B001200 76397 071 C001200 50630 071 D001200 110 072 A001200 6 072 B001200 8 072 C001200 11 072 D001200 0 072 E001200 0 072 F001200 200 072 G001200 18 PAGE 47 072 H001200 0 072 I001200 20 072 J001200 25 072 K001200 0 072 L001200 6 072 M001200 4 072 N001200 24 072 O001200 0 072 P001200 0 072 Q001200 0 072 R001200 17 072 S001200 1 072 T001200 36 072 U001200 0 072 V001200 0 072 W001200 6 072 X001200 357 072 Y001200 54 072 Z001200 -284 072AA001200 12791 072BB001200 0 072CC011200 0 072CC021200 6998 072DD011200 0 072DD021200 0 072EE001200 0 073 A011200 0.0000 073 A021200 0.0000 073 B001200 0.0000 073 C001200 0.0000 074 A001200 424 074 B001200 0 074 C001200 0 074 D001200 0 074 E001200 0 074 F001200 39235 074 G001200 0 074 H001200 0 074 I001200 0 074 J001200 683 074 K001200 14 074 L001200 3 074 M001200 0 074 N001200 40359 074 O001200 984 074 P001200 25 074 Q001200 0 074 R011200 0 074 R021200 0 074 R031200 0 074 R041200 43 PAGE 48 074 S001200 0 074 T001200 39307 074 U011200 2520 074 U021200 1666 074 V011200 9.46 074 V021200 9.29 074 W001200 0.0000 074 X001200 425 074 Y001200 0 075 A001200 0 075 B001200 53354 076 001200 0.00 080 C001200 0 081 B001200 0 082 B001200 0 011 A001301 LOOMIS SAYLES DISTRIBUTORS, L.P. 011 B001301 8-49575 011 C011301 BOSTON 011 C021301 MA 011 C031301 20111 011 A001302 CDC IXIS ASSET MANAGEMENT DISTRIBUTORS, L.P 011 B001302 8-46325 011 C011302 BOSTON 011 C021302 MA 011 C031302 02116 012 A001301 STATE STREET BANK AND TRUST COMPANY 012 B001301 85-05003 012 C011301 BOSTON 012 C021301 MA 012 C031301 02102 012 A001302 CDC IXIS ASSET MANAGEMENT SERVICES, INC. 012 B001302 84-5731 012 C011302 BOSTON 012 C021302 MA 012 C031302 02116 024 001300 N 025 A001301 DELETE 025 D001301 0 025 D001302 0 025 D001303 0 025 D001304 0 025 D001305 0 025 D001306 0 025 D001307 0 025 D001308 0 028 A011300 5537 028 A021300 41 028 A031300 0 028 A041300 8253 028 B011300 17862 028 B021300 115 PAGE 49 028 B031300 0 028 B041300 16216 028 C011300 23271 028 C021300 114 028 C031300 0 028 C041300 14335 028 D011300 20154 028 D021300 0 028 D031300 0 028 D041300 10471 028 E011300 25645 028 E021300 49 028 E031300 0 028 E041300 8360 028 F011300 22602 028 F021300 46 028 F031300 0 028 F041300 11912 028 G011300 115071 028 G021300 365 028 G031300 0 028 G041300 69547 028 H001300 110780 029 001300 Y 030 A001300 603 030 B001300 4.50 030 C001300 0.00 031 A001300 512 031 B001300 0 032 001300 91 033 001300 0 034 001300 Y 035 001300 0 036 A001300 N 036 B001300 0 037 001300 N 038 001300 0 039 001300 N 040 001300 Y 041 001300 Y 042 A001300 0 042 B001300 0 042 C001300 100 042 D001300 0 042 E001300 0 042 F001300 0 042 G001300 0 042 H001300 0 043 001300 1320 044 001300 0 045 001300 Y PAGE 50 046 001300 N 047 001300 Y 048 001300 0.400 048 A011300 0 048 A021300 0.000 048 B011300 0 048 B021300 0.000 048 C011300 0 048 C021300 0.000 048 D011300 0 048 D021300 0.000 048 E011300 0 048 E021300 0.000 048 F011300 0 048 F021300 0.000 048 G011300 0 048 G021300 0.000 048 H011300 0 048 H021300 0.000 048 I011300 0 048 I021300 0.000 048 J011300 0 048 J021300 0.000 048 K011300 0 048 K021300 0.000 049 001300 N 050 001300 N 051 001300 N 052 001300 N 053 A001300 Y 053 B001300 Y 055 A001300 N 055 B001300 N 056 001300 Y 057 001300 N 058 A001300 N 059 001300 Y 060 A001300 Y 060 B001300 Y 061 001300 2500 062 A001300 Y 062 B001300 0.0 062 C001300 0.0 062 D001300 2.4 062 E001300 0.0 062 F001300 0.0 062 G001300 0.0 062 H001300 0.0 062 I001300 0.0 062 J001300 0.0 062 K001300 0.0 PAGE 51 062 L001300 0.0 062 M001300 6.5 062 N001300 16.9 062 O001300 0.0 062 P001300 44.8 062 Q001300 27.3 062 R001300 0.0 063 A001300 0 063 B001300 8.7 064 A001300 N 064 B001300 N 066 A001300 N 067 001300 N 068 A001300 N 068 B001300 N 069 001300 N 070 A011300 Y 070 A021300 Y 070 B011300 Y 070 B021300 N 070 C011300 Y 070 C021300 N 070 D011300 Y 070 D021300 N 070 E011300 Y 070 E021300 N 070 F011300 Y 070 F021300 N 070 G011300 Y 070 G021300 N 070 H011300 Y 070 H021300 N 070 I011300 N 070 I021300 N 070 J011300 Y 070 J021300 Y 070 K011300 Y 070 K021300 N 070 L011300 Y 070 L021300 Y 070 M011300 Y 070 M021300 Y 070 N011300 Y 070 N021300 N 070 O011300 Y 070 O021300 N 070 P011300 N 070 P021300 N 070 Q011300 Y 070 Q021300 N 070 R011300 Y PAGE 52 070 R021300 N 071 A001300 74113 071 B001300 43516 071 C001300 352571 071 D001300 12 072 A001300 6 072 B001300 9988 072 C001300 0 072 D001300 0 072 E001300 0 072 F001300 727 072 G001300 119 072 H001300 0 072 I001300 42 072 J001300 77 072 K001300 0 072 L001300 81 072 M001300 12 072 N001300 29 072 O001300 0 072 P001300 0 072 Q001300 0 072 R001300 25 072 S001300 13 072 T001300 1320 072 U001300 0 072 V001300 0 072 W001300 27 072 X001300 2472 072 Y001300 149 072 Z001300 7665 072AA001300 6522 072BB001300 0 072CC011300 8290 072CC021300 0 072DD011300 75 072DD021300 9102 072EE001300 2095 073 A011300 0.0000 073 A021300 0.0000 073 B001300 0.0703 073 C001300 0.0000 074 A001300 1 074 B001300 9718 074 C001300 0 074 D001300 386139 074 E001300 0 074 F001300 0 074 G001300 0 074 H001300 0 074 I001300 0 PAGE 53 074 J001300 1840 074 K001300 26 074 L001300 10949 074 M001300 0 074 N001300 408673 074 O001300 2163 074 P001300 134 074 Q001300 0 074 R011300 0 074 R021300 0 074 R031300 0 074 R041300 2095 074 S001300 0 074 T001300 404281 074 U011300 869 074 U021300 33121 074 V011300 0.00 074 V021300 0.00 074 W001300 0.0000 074 X001300 358 074 Y001300 0 075 A001300 0 075 B001300 363553 076 001300 0.00 080 C001300 0 081 B001300 0 082 B001300 0 011 A001701 CDC IXIS ASSET MANAGEMENT DISTRIBUTORS, L.P 011 B001701 8-46325 011 C011701 BOSTON 011 C021701 MA 011 C031701 02116 012 A001701 CDC IXIS ASSET MANAGEMENT SERVICES, INC. 012 B001701 84-5731 012 C011701 BOSTON 012 C021701 MA 012 C031701 02116 024 001700 N 025 D001701 0 025 D001702 0 025 D001703 0 025 D001704 0 025 D001705 0 025 D001706 0 025 D001707 0 025 D001708 0 028 A011700 1504 028 A021700 0 028 A031700 0 028 A041700 1205 028 B011700 1103 PAGE 54 028 B021700 0 028 B031700 0 028 B041700 2294 028 C011700 679 028 C021700 0 028 C031700 0 028 C041700 7241 028 D011700 1843 028 D021700 0 028 D031700 0 028 D041700 1914 028 E011700 579 028 E021700 0 028 E031700 0 028 E041700 3798 028 F011700 509 028 F021700 0 028 F031700 0 028 F041700 944 028 G011700 6217 028 G021700 0 028 G031700 0 028 G041700 17396 028 H001700 0 029 001700 N 030 A001700 0 030 B001700 0.00 030 C001700 0.00 031 A001700 0 031 B001700 0 032 001700 0 033 001700 0 034 001700 N 035 001700 0 036 B001700 0 037 001700 N 038 001700 0 039 001700 N 040 001700 Y 041 001700 Y 042 A001700 0 042 B001700 0 042 C001700 100 042 D001700 0 042 E001700 0 042 F001700 0 042 G001700 0 042 H001700 0 043 001700 40 044 001700 0 045 001700 Y PAGE 55 046 001700 N 047 001700 Y 048 001700 0.750 048 A011700 0 048 A021700 0.000 048 B011700 0 048 B021700 0.000 048 C011700 0 048 C021700 0.000 048 D011700 0 048 D021700 0.000 048 E011700 0 048 E021700 0.000 048 F011700 0 048 F021700 0.000 048 G011700 0 048 G021700 0.000 048 H011700 0 048 H021700 0.000 048 I011700 0 048 I021700 0.000 048 J011700 0 048 J021700 0.000 048 K011700 0 048 K021700 0.000 049 001700 N 050 001700 N 051 001700 N 052 001700 N 053 A001700 Y 053 B001700 Y 055 A001700 N 055 B001700 N 056 001700 Y 057 001700 N 058 A001700 N 059 001700 Y 060 A001700 Y 060 B001700 Y 061 001700 2500 062 A001700 N 062 B001700 0.0 062 C001700 0.0 062 D001700 0.0 062 E001700 0.0 062 F001700 0.0 062 G001700 0.0 062 H001700 0.0 062 I001700 0.0 062 J001700 0.0 062 K001700 0.0 PAGE 56 062 L001700 0.0 062 M001700 0.0 062 N001700 0.0 062 O001700 0.0 062 P001700 0.0 062 Q001700 0.0 062 R001700 0.0 063 A001700 0 063 B001700 0.0 066 A001700 Y 066 B001700 N 066 C001700 N 066 D001700 Y 066 E001700 N 066 F001700 N 066 G001700 N 067 001700 N 068 A001700 N 068 B001700 N 069 001700 N 070 A011700 Y 070 A021700 Y 070 B011700 Y 070 B021700 N 070 C011700 Y 070 C021700 N 070 D011700 Y 070 D021700 N 070 E011700 Y 070 E021700 N 070 F011700 Y 070 F021700 N 070 G011700 Y 070 G021700 N 070 H011700 Y 070 H021700 N 070 I011700 N 070 I021700 N 070 J011700 Y 070 J021700 N 070 K011700 Y 070 K021700 N 070 L011700 Y 070 L021700 Y 070 M011700 Y 070 M021700 N 070 N011700 Y 070 N021700 N 070 O011700 Y 070 O021700 N 070 P011700 N PAGE 57 070 P021700 N 070 Q011700 Y 070 Q021700 N 070 R011700 Y 070 R021700 N 071 A001700 73913 071 B001700 83019 071 C001700 55293 071 D001700 134 072 A001700 6 072 B001700 4 072 C001700 16 072 D001700 0 072 E001700 0 072 F001700 215 072 G001700 19 072 H001700 0 072 I001700 24 072 J001700 24 072 K001700 0 072 L001700 5 072 M001700 4 072 N001700 15 072 O001700 0 072 P001700 0 072 Q001700 0 072 R001700 15 072 S001700 1 072 T001700 40 072 U001700 0 072 V001700 0 072 W001700 6 072 X001700 368 072 Y001700 42 072 Z001700 -306 072AA001700 8294 072BB001700 0 072CC011700 0 072CC021700 1416 072DD011700 0 072DD021700 0 072EE001700 0 073 A011700 0.0000 073 A021700 0.0000 073 B001700 0.0000 073 C001700 0.0000 074 A001700 389 074 B001700 0 074 C001700 0 074 D001700 0 074 E001700 0 PAGE 58 074 F001700 51897 074 G001700 0 074 H001700 0 074 I001700 0 074 J001700 1201 074 K001700 12 074 L001700 37 074 M001700 0 074 N001700 53536 074 O001700 1378 074 P001700 32 074 Q001700 0 074 R011700 0 074 R021700 0 074 R031700 0 074 R041700 53 074 S001700 0 074 T001700 52073 074 U011700 1668 074 U021700 1746 074 V011700 15.40 074 V021700 15.12 074 W001700 0.0000 074 X001700 588 074 Y001700 0 075 A001700 0 075 B001700 57237 076 001700 0.00 080 C001700 0 081 B001700 0 082 B001700 0 011 A001801 LOOMIS SAYLES DISTRIBUTORS, L.P. 011 B001801 8-49575 011 C011801 BOSTON 011 C021801 MA 011 C031801 02111 012 A001801 STATE STREET BANK AND TRUST COMPANY 012 B001801 85-05003 012 C011801 BOSTON 012 C021801 MA 012 C031801 02102 024 001800 N 025 D001801 0 025 D001802 0 025 D001803 0 025 D001804 0 025 D001805 0 025 D001806 0 025 D001807 0 025 D001808 0 028 A011800 9 PAGE 59 028 A021800 0 028 A031800 0 028 A041800 207 028 B011800 0 028 B021800 0 028 B031800 0 028 B041800 6572 028 C011800 0 028 C021800 0 028 C031800 0 028 C041800 2192 028 D011800 0 028 D021800 0 028 D031800 0 028 D041800 0 028 E011800 0 028 E021800 0 028 E031800 0 028 E041800 0 028 F011800 0 028 F021800 0 028 F031800 0 028 F041800 0 028 G011800 9 028 G021800 0 028 G031800 0 028 G041800 8971 028 H001800 9 029 001800 Y 030 A001800 0 030 B001800 2.50 030 C001800 0.00 031 A001800 0 031 B001800 0 032 001800 0 033 001800 0 034 001800 N 035 001800 0 036 B001800 0 037 001800 N 038 001800 0 039 001800 N 040 001800 Y 041 001800 Y 042 A001800 0 042 B001800 0 042 C001800 100 042 D001800 0 042 E001800 0 042 F001800 0 042 G001800 0 PAGE 60 042 H001800 0 043 001800 10 044 001800 0 045 001800 Y 046 001800 N 047 001800 Y 048 001800 0.600 048 A011800 0 048 A021800 0.000 048 B011800 0 048 B021800 0.000 048 C011800 0 048 C021800 0.000 048 D011800 0 048 D021800 0.000 048 E011800 0 048 E021800 0.000 048 F011800 0 048 F021800 0.000 048 G011800 0 048 G021800 0.000 048 H011800 0 048 H021800 0.000 048 I011800 0 048 I021800 0.000 048 J011800 0 048 J021800 0.000 048 K011800 0 048 K021800 0.000 049 001800 N 050 001800 N 051 001800 N 052 001800 N 053 A001800 N 055 A001800 Y 055 B001800 N 056 001800 Y 057 001800 N 058 A001800 N 059 001800 Y 060 A001800 Y 060 B001800 N 061 001800 0 062 A001800 Y 062 B001800 0.0 062 C001800 0.0 062 D001800 0.0 062 E001800 0.0 062 F001800 0.0 062 G001800 0.0 062 H001800 0.0 PAGE 61 062 I001800 0.0 062 J001800 0.0 062 K001800 0.0 062 L001800 0.0 062 M001800 0.0 062 N001800 0.0 062 O001800 0.0 062 P001800 0.0 062 Q001800 0.0 062 R001800 0.0 063 A001800 0 063 B001800 0.0 064 A001800 N 064 B001800 N 066 A001800 N 067 001800 N 068 A001800 N 068 B001800 N 069 001800 N 070 A011800 Y 070 A021800 Y 070 B011800 Y 070 B021800 N 070 C011800 Y 070 C021800 N 070 D011800 Y 070 D021800 N 070 E011800 Y 070 E021800 N 070 F011800 Y 070 F021800 N 070 G011800 Y 070 G021800 N 070 H011800 Y 070 H021800 N 070 I011800 N 070 I021800 N 070 J011800 Y 070 J021800 Y 070 K011800 Y 070 K021800 N 070 L011800 Y 070 L021800 Y 070 M011800 Y 070 M021800 Y 070 N011800 Y 070 N021800 N 070 O011800 Y 070 O021800 N 070 P011800 N 070 P021800 N PAGE 62 070 Q011800 Y 070 Q021800 N 070 R011800 Y 070 R021800 N 071 A001800 0 071 B001800 0 071 C001800 0 071 D001800 0 072 A001800 6 072 B001800 80 072 C001800 0 072 D001800 0 072 E001800 0 072 F001800 8 072 G001800 1 072 H001800 0 072 I001800 1 072 J001800 8 072 K001800 0 072 L001800 13 072 M001800 0 072 N001800 1 072 O001800 0 072 P001800 0 072 Q001800 0 072 R001800 0 072 S001800 2 072 T001800 10 072 U001800 0 072 V001800 0 072 W001800 1 072 X001800 45 072 Y001800 25 072 Z001800 60 072AA001800 759 072BB001800 0 072CC011800 0 072CC021800 0 072DD011800 529 072DD021800 0 072EE001800 0 073 A011800 1.9677 073 A021800 0.0000 073 B001800 0.0000 073 C001800 0.0000 074 A001800 0 074 B001800 0 074 C001800 0 074 D001800 0 074 E001800 0 074 F001800 0 PAGE 63 074 G001800 0 074 H001800 0 074 I001800 0 074 J001800 0 074 K001800 0 074 L001800 0 074 M001800 0 074 N001800 0 074 O001800 0 074 P001800 0 074 Q001800 0 074 R011800 0 074 R021800 0 074 R031800 0 074 R041800 0 074 S001800 0 074 T001800 0 074 U011800 0 074 U021800 0 074 V011800 0.00 074 V021800 0.00 074 W001800 0.0000 074 X001800 0 074 Y001800 0 075 A001800 0 075 B001800 0 076 001800 0.00 080 A001800 NATIONAL UNION INSURANCE 080 C001800 0 081 B001800 0 082 B001800 0 031 A001900 512 031 B001900 0 032 001900 91 033 001900 0 011 A002101 CDC IXIS ASSET MANAGEMENT DISTRIBUTORS, L.P 011 B002101 8-46325 011 C012101 BOSTON 011 C022101 MA 011 C032101 02116 012 A002101 CDC IXIS ASSET MANAGEMENT SERVICES, INC. 012 B002101 84-5731 012 C012101 BOSTON 012 C022101 MA 012 C032101 02116 024 002100 Y 025 A002101 BANK OF AMERICA CORP. 025 B002101 36-0947896 025 C002101 E 025 D002101 662 025 A002102 MERRILL LYNCH & CO, INC. PAGE 64 025 B002102 13-5674085 025 C002102 E 025 D002102 338 025 A002103 CITIGROUP, INC. 025 B002103 00-0000000 025 C002103 E 025 D002103 890 025 A002104 J.P. MORGAN CHASE & CO. 025 B002104 13-3224076 025 C002104 E 025 D002104 364 025 A002105 LEHMAN BROTHERS HOLDINGS, INC. 025 B002105 13-2518466 025 C002105 E 025 D002105 555 025 D002106 0 025 D002107 0 025 D002108 0 028 A012100 360 028 A022100 0 028 A032100 0 028 A042100 474 028 B012100 2728 028 B022100 0 028 B032100 0 028 B042100 3574 028 C012100 285 028 C022100 93 028 C032100 0 028 C042100 124 028 D012100 456 028 D022100 0 028 D032100 0 028 D042100 420 028 E012100 98 028 E022100 0 028 E032100 0 028 E042100 28 028 F012100 45 028 F022100 0 028 F032100 0 028 F042100 1638 028 G012100 3972 028 G022100 93 028 G032100 0 028 G042100 6258 028 H002100 47 029 002100 Y 030 A002100 2 030 B002100 5.75 030 C002100 0.00 PAGE 65 031 A002100 0 031 B002100 0 032 002100 2 033 002100 0 034 002100 Y 035 002100 0 036 A002100 N 036 B002100 0 037 002100 N 038 002100 0 039 002100 N 040 002100 Y 041 002100 Y 042 A002100 0 042 B002100 0 042 C002100 100 042 D002100 0 042 E002100 0 042 F002100 0 042 G002100 0 042 H002100 0 043 002100 0 044 002100 0 045 002100 Y 046 002100 N 047 002100 Y 048 002100 0.500 048 A012100 0 048 A022100 0.000 048 B012100 0 048 B022100 0.000 048 C012100 0 048 C022100 0.000 048 D012100 0 048 D022100 0.000 048 E012100 0 048 E022100 0.000 048 F012100 0 048 F022100 0.000 048 G012100 0 048 G022100 0.000 048 H012100 0 048 H022100 0.000 048 I012100 0 048 I022100 0.000 048 J012100 0 048 J022100 0.000 048 K012100 0 048 K022100 0.000 049 002100 N 050 002100 N PAGE 66 051 002100 N 052 002100 N 053 A002100 Y 053 B002100 Y 055 A002100 Y 055 B002100 N 056 002100 Y 057 002100 N 058 A002100 N 059 002100 Y 060 A002100 Y 060 B002100 Y 061 002100 2500 062 A002100 N 062 B002100 0.0 062 C002100 0.0 062 D002100 0.0 062 E002100 0.0 062 F002100 0.0 062 G002100 0.0 062 H002100 0.0 062 I002100 0.0 062 J002100 0.0 062 K002100 0.0 062 L002100 0.0 062 M002100 0.0 062 N002100 0.0 062 O002100 0.0 062 P002100 0.0 062 Q002100 0.0 062 R002100 0.0 063 A002100 0 063 B002100 0.0 066 A002100 Y 066 B002100 N 066 C002100 N 066 D002100 Y 066 E002100 N 066 F002100 N 066 G002100 N 067 002100 N 068 A002100 N 068 B002100 N 069 002100 N 070 A012100 Y 070 A022100 Y 070 B012100 Y 070 B022100 N 070 C012100 Y 070 C022100 N 070 D012100 Y PAGE 67 070 D022100 N 070 E012100 Y 070 E022100 N 070 F012100 Y 070 F022100 N 070 G012100 Y 070 G022100 N 070 H012100 Y 070 H022100 N 070 I012100 N 070 I022100 N 070 J012100 Y 070 J022100 N 070 K012100 Y 070 K022100 N 070 L012100 Y 070 L022100 Y 070 M012100 Y 070 M022100 N 070 N012100 Y 070 N022100 N 070 O012100 Y 070 O022100 N 070 P012100 N 070 P022100 N 070 Q012100 Y 070 Q022100 N 070 R012100 Y 070 R022100 N 071 A002100 19243 071 B002100 21510 071 C002100 23058 071 D002100 83 072 A002100 6 072 B002100 0 072 C002100 156 072 D002100 0 072 E002100 0 072 F002100 59 072 G002100 8 072 H002100 0 072 I002100 39 072 J002100 26 072 K002100 0 072 L002100 4 072 M002100 3 072 N002100 17 072 O002100 0 072 P002100 0 072 Q002100 0 072 R002100 15 PAGE 68 072 S002100 1 072 T002100 0 072 U002100 0 072 V002100 0 072 W002100 3 072 X002100 175 072 Y002100 75 072 Z002100 56 072AA002100 2033 072BB002100 0 072CC012100 1027 072CC022100 0 072DD012100 0 072DD022100 93 072EE002100 0 073 A012100 0.0000 073 A022100 0.0000 073 B002100 0.0000 073 C002100 0.0000 074 A002100 233 074 B002100 0 074 C002100 0 074 D002100 0 074 E002100 0 074 F002100 22609 074 G002100 0 074 H002100 0 074 I002100 0 074 J002100 247 074 K002100 17 074 L002100 13 074 M002100 0 074 N002100 23119 074 O002100 330 074 P002100 9 074 Q002100 0 074 R012100 0 074 R022100 0 074 R032100 0 074 R042100 23 074 S002100 0 074 T002100 22757 074 U012100 2852 074 U022100 28 074 V012100 0.00 074 V022100 0.00 074 W002100 0.0000 074 X002100 78 074 Y002100 0 075 A002100 0 075 B002100 23507 PAGE 69 076 002100 0.00 080 C002100 0 081 B002100 0 082 B002100 0 011 A002201 CDC IXIS ASSET MANAGEMENT DISTRIBUTORS, L.P 011 B002201 8-46325 011 C012201 BOSTON 011 C022201 MA 011 C032201 02116 012 A002201 CDC IXIS ASSET MANAGEMENT SERVICES, INC. 012 B002201 84-5731 012 C012201 BOSTON 012 C022201 MA 012 C032201 02116 024 002200 N 025 D002201 0 025 D002202 0 025 D002203 0 025 D002204 0 025 D002205 0 025 D002206 0 025 D002207 0 025 D002208 0 028 A012200 1032 028 A022200 97 028 A032200 0 028 A042200 1310 028 B012200 1208 028 B022200 156 028 B032200 0 028 B042200 903 028 C012200 1075 028 C022200 157 028 C032200 0 028 C042200 1693 028 D012200 941 028 D022200 153 028 D032200 0 028 D042200 1253 028 E012200 336 028 E022200 143 028 E032200 0 028 E042200 1304 028 F012200 481 028 F022200 208 028 F032200 0 028 F042200 1657 028 G012200 5073 028 G022200 914 028 G032200 0 028 G042200 8120 PAGE 70 028 H002200 548 029 002200 Y 030 A002200 15 030 B002200 4.50 030 C002200 0.00 031 A002200 1 031 B002200 0 032 002200 14 033 002200 0 034 002200 Y 035 002200 30 036 A002200 N 036 B002200 0 037 002200 N 038 002200 0 039 002200 N 040 002200 Y 041 002200 Y 042 A002200 0 042 B002200 0 042 C002200 100 042 D002200 0 042 E002200 0 042 F002200 0 042 G002200 0 042 H002200 0 043 002200 161 044 002200 0 045 002200 Y 046 002200 N 047 002200 Y 048 002200 0.000 048 A012200 200000 048 A022200 0.700 048 B012200 0 048 B022200 0.000 048 C012200 0 048 C022200 0.000 048 D012200 0 048 D022200 0.000 048 E012200 0 048 E022200 0.000 048 F012200 0 048 F022200 0.000 048 G012200 0 048 G022200 0.000 048 H012200 0 048 H022200 0.000 048 I012200 0 048 I022200 0.000 048 J012200 0 PAGE 71 048 J022200 0.000 048 K012200 200000 048 K022200 0.650 049 002200 N 050 002200 N 051 002200 N 052 002200 N 053 A002200 N 055 A002200 N 055 B002200 N 056 002200 Y 057 002200 N 058 A002200 N 059 002200 Y 060 A002200 Y 060 B002200 Y 061 002200 2500 062 A002200 Y 062 B002200 0.0 062 C002200 0.0 062 D002200 0.9 062 E002200 0.0 062 F002200 0.0 062 G002200 0.0 062 H002200 0.0 062 I002200 0.0 062 J002200 0.0 062 K002200 0.0 062 L002200 14.1 062 M002200 0.0 062 N002200 0.0 062 O002200 0.0 062 P002200 91.8 062 Q002200 3.2 062 R002200 2.5 063 A002200 0 063 B002200 10.7 064 A002200 N 064 B002200 Y 065 002200 N 066 A002200 N 067 002200 N 068 A002200 N 068 B002200 N 069 002200 N 070 A012200 Y 070 A022200 Y 070 B012200 Y 070 B022200 N 070 C012200 Y 070 C022200 N PAGE 72 070 D012200 Y 070 D022200 N 070 E012200 Y 070 E022200 N 070 F012200 Y 070 F022200 N 070 G012200 Y 070 G022200 N 070 H012200 Y 070 H022200 N 070 I012200 N 070 I022200 N 070 J012200 Y 070 J022200 Y 070 K012200 N 070 K022200 N 070 L012200 Y 070 L022200 Y 070 M012200 Y 070 M022200 N 070 N012200 Y 070 N022200 Y 070 O012200 N 070 O022200 N 070 P012200 Y 070 P022200 N 070 Q012200 N 070 Q022200 N 070 R012200 N 070 R022200 N 071 A002200 13037 071 B002200 15157 071 C002200 49481 071 D002200 26 072 A002200 6 072 B002200 2171 072 C002200 20 072 D002200 0 072 E002200 12 072 F002200 181 072 G002200 17 072 H002200 0 072 I002200 63 072 J002200 30 072 K002200 0 072 L002200 9 072 M002200 10 072 N002200 19 072 O002200 0 072 P002200 0 072 Q002200 0 PAGE 73 072 R002200 17 072 S002200 1 072 T002200 161 072 U002200 0 072 V002200 0 072 W002200 5 072 X002200 513 072 Y002200 0 072 Z002200 1690 072AA002200 1815 072BB002200 0 072CC012200 741 072CC022200 0 072DD012200 897 072DD022200 797 072EE002200 0 073 A012200 0.0000 073 A022200 0.0000 073 B002200 0.0000 073 C002200 0.0000 074 A002200 0 074 B002200 464 074 C002200 7114 074 D002200 47947 074 E002200 1255 074 F002200 0 074 G002200 0 074 H002200 0 074 I002200 0 074 J002200 89 074 K002200 0 074 L002200 1023 074 M002200 0 074 N002200 57892 074 O002200 0 074 P002200 33 074 Q002200 0 074 R012200 0 074 R022200 0 074 R032200 0 074 R042200 7369 074 S002200 0 074 T002200 50490 074 U012200 5359 074 U022200 4968 074 V012200 0.00 074 V022200 0.00 074 W002200 0.0000 074 X002200 3614 074 Y002200 7114 075 A002200 0 PAGE 74 075 B002200 51726 076 002200 0.00 080 C002200 0 081 B002200 0 082 B002200 0 011 A002301 CDC IXIS ASSET MANAGEMENT DISTRIBUTORS, L.P 011 B002301 8-46325 011 C012301 BOSTON 011 C022301 MA 011 C032301 02116 012 A002301 CDC IXIS ASSET MANAGEMENT SERVICES, INC. 012 B002301 84-5731 012 C012301 BOSTON 012 C022301 MA 012 C032301 02116 024 002300 N 025 D002301 0 025 D002302 0 025 D002303 0 025 D002304 0 025 D002305 0 025 D002306 0 025 D002307 0 025 D002308 0 028 A012300 2697 028 A022300 213 028 A032300 0 028 A042300 3671 028 B012300 1319 028 B022300 350 028 B032300 0 028 B042300 4095 028 C012300 687 028 C022300 349 028 C032300 0 028 C042300 3877 028 D012300 1691 028 D022300 334 028 D032300 0 028 D042300 4095 028 E012300 1443 028 E022300 324 028 E032300 0 028 E042300 3388 028 F012300 983 028 F022300 360 028 F032300 0 028 F042300 3189 028 G012300 8820 028 G022300 1930 028 G032300 0 PAGE 75 028 G042300 22315 028 H002300 1513 029 002300 Y 030 A002300 41 030 B002300 3.00 030 C002300 0.00 031 A002300 2 031 B002300 0 032 002300 39 033 002300 0 034 002300 Y 035 002300 45 036 A002300 N 036 B002300 0 037 002300 N 038 002300 0 039 002300 N 040 002300 Y 041 002300 Y 042 A002300 0 042 B002300 0 042 C002300 100 042 D002300 0 042 E002300 0 042 F002300 0 042 G002300 0 042 H002300 0 043 002300 304 044 002300 0 045 002300 Y 046 002300 N 047 002300 Y 048 002300 0.000 048 A012300 200000 048 A022300 0.570 048 B012300 300000 048 B022300 0.545 048 C012300 0 048 C022300 0.000 048 D012300 0 048 D022300 0.000 048 E012300 0 048 E022300 0.000 048 F012300 0 048 F022300 0.000 048 G012300 0 048 G022300 0.000 048 H012300 0 048 H022300 0.000 048 I012300 0 048 I022300 0.000 PAGE 76 048 J012300 0 048 J022300 0.000 048 K012300 500000 048 K022300 0.520 049 002300 N 050 002300 N 051 002300 N 052 002300 N 053 A002300 N 055 A002300 N 055 B002300 N 056 002300 Y 057 002300 N 058 A002300 N 059 002300 Y 060 A002300 Y 060 B002300 Y 061 002300 2500 062 A002300 Y 062 B002300 0.0 062 C002300 0.0 062 D002300 1.0 062 E002300 0.0 062 F002300 0.0 062 G002300 0.0 062 H002300 0.0 062 I002300 0.0 062 J002300 0.0 062 K002300 0.0 062 L002300 8.2 062 M002300 23.9 062 N002300 67.4 062 O002300 0.0 062 P002300 4.0 062 Q002300 3.3 062 R002300 0.0 063 A002300 0 063 B002300 4.0 064 A002300 N 064 B002300 N 066 A002300 N 067 002300 N 068 A002300 N 068 B002300 N 069 002300 N 070 A012300 Y 070 A022300 Y 070 B012300 N 070 B022300 N 070 C012300 Y 070 C022300 N PAGE 77 070 D012300 N 070 D022300 N 070 E012300 Y 070 E022300 N 070 F012300 N 070 F022300 N 070 G012300 Y 070 G022300 N 070 H012300 N 070 H022300 N 070 I012300 N 070 I022300 N 070 J012300 Y 070 J022300 N 070 K012300 Y 070 K022300 N 070 L012300 Y 070 L022300 Y 070 M012300 Y 070 M022300 N 070 N012300 Y 070 N022300 Y 070 O012300 N 070 O022300 N 070 P012300 Y 070 P022300 N 070 Q012300 N 070 Q022300 N 070 R012300 N 070 R022300 N 071 A002300 63282 071 B002300 75867 071 C002300 139067 071 D002300 46 072 A002300 6 072 B002300 2861 072 C002300 0 072 D002300 0 072 E002300 3 072 F002300 402 072 G002300 46 072 H002300 0 072 I002300 140 072 J002300 37 072 K002300 0 072 L002300 7 072 M002300 14 072 N002300 26 072 O002300 0 072 P002300 0 072 Q002300 0 PAGE 78 072 R002300 12 072 S002300 4 072 T002300 304 072 U002300 0 072 V002300 0 072 W002300 7 072 X002300 999 072 Y002300 0 072 Z002300 1865 072AA002300 893 072BB002300 0 072CC012300 0 072CC022300 215 072DD012300 2304 072DD022300 482 072EE002300 0 073 A012300 0.0000 073 A022300 0.0000 073 B002300 0.0000 073 C002300 0.0000 074 A002300 0 074 B002300 1365 074 C002300 11032 074 D002300 133770 074 E002300 0 074 F002300 0 074 G002300 0 074 H002300 0 074 I002300 0 074 J002300 12 074 K002300 0 074 L002300 1072 074 M002300 0 074 N002300 147251 074 O002300 0 074 P002300 66 074 Q002300 0 074 R012300 0 074 R022300 0 074 R032300 0 074 R042300 11541 074 S002300 0 074 T002300 135644 074 U012300 9683 074 U022300 2118 074 V012300 0.00 074 V022300 0.00 074 W002300 0.0000 074 X002300 6035 074 Y002300 11032 075 A002300 0 PAGE 79 075 B002300 140876 076 002300 0.00 080 C002300 0 081 B002300 0 082 B002300 0 011 A002401 CDC IXIS ASSET MANAGEMENT DISTRIBUTORS, L.P 011 B002401 8-46325 011 C012401 BOSTON 011 C022401 MA 011 C032401 02116 012 A002401 CDC IXIS ASSET MANAGEMENT SERVICES, INC. 012 B002401 84-5731 012 C012401 BOSTON 012 C022401 MA 012 C032401 02116 024 002400 N 025 D002401 0 025 D002402 0 025 D002403 0 025 D002404 0 025 D002405 0 025 D002406 0 025 D002407 0 025 D002408 0 028 A012400 1250 028 A022400 195 028 A032400 0 028 A042400 3700 028 B012400 348 028 B022400 307 028 B032400 0 028 B042400 3777 028 C012400 169 028 C022400 303 028 C032400 0 028 C042400 1270 028 D012400 523 028 D022400 305 028 D032400 0 028 D042400 1682 028 E012400 198 028 E022400 302 028 E032400 0 028 E042400 1534 028 F012400 379 028 F022400 401 028 F032400 0 028 F042400 1228 028 G012400 2867 028 G022400 1813 028 G032400 0 PAGE 80 028 G042400 13191 028 H002400 544 029 002400 Y 030 A002400 19 030 B002400 4.50 030 C002400 0.00 031 A002400 2 031 B002400 0 032 002400 17 033 002400 0 034 002400 Y 035 002400 18 036 A002400 N 036 B002400 0 037 002400 N 038 002400 0 039 002400 N 040 002400 Y 041 002400 Y 042 A002400 0 042 B002400 0 042 C002400 100 042 D002400 0 042 E002400 0 042 F002400 0 042 G002400 0 042 H002400 0 043 002400 206 044 002400 0 045 002400 Y 046 002400 N 047 002400 Y 048 002400 0.000 048 A012400 100000 048 A022400 0.500 048 B012400 0 048 B022400 0.000 048 C012400 0 048 C022400 0.000 048 D012400 0 048 D022400 0.000 048 E012400 0 048 E022400 0.000 048 F012400 0 048 F022400 0.000 048 G012400 0 048 G022400 0.000 048 H012400 0 048 H022400 0.000 048 I012400 0 048 I022400 0.000 PAGE 81 048 J012400 0 048 J022400 0.000 048 K012400 100000 048 K022400 0.375 049 002400 N 050 002400 N 051 002400 N 052 002400 N 053 A002400 N 055 A002400 N 055 B002400 N 056 002400 Y 057 002400 N 058 A002400 N 059 002400 Y 060 A002400 Y 060 B002400 Y 061 002400 2500 062 A002400 Y 062 B002400 0.0 062 C002400 0.0 062 D002400 1.0 062 E002400 0.0 062 F002400 0.0 062 G002400 0.0 062 H002400 0.0 062 I002400 0.0 062 J002400 0.0 062 K002400 0.0 062 L002400 0.0 062 M002400 0.0 062 N002400 0.0 062 O002400 95.4 062 P002400 0.0 062 Q002400 0.0 062 R002400 0.0 063 A002400 0 063 B002400 7.3 064 A002400 Y 064 B002400 N 066 A002400 N 067 002400 N 068 A002400 N 068 B002400 N 069 002400 N 070 A012400 Y 070 A022400 Y 070 B012400 N 070 B022400 N 070 C012400 N 070 C022400 N PAGE 82 070 D012400 N 070 D022400 N 070 E012400 Y 070 E022400 N 070 F012400 N 070 F022400 N 070 G012400 Y 070 G022400 N 070 H012400 N 070 H022400 N 070 I012400 N 070 I022400 N 070 J012400 Y 070 J022400 Y 070 K012400 Y 070 K022400 N 070 L012400 N 070 L022400 N 070 M012400 N 070 M022400 N 070 N012400 Y 070 N022400 N 070 O012400 N 070 O022400 N 070 P012400 Y 070 P022400 N 070 Q012400 N 070 Q022400 N 070 R012400 Y 070 R022400 N 071 A002400 13208 071 B002400 22211 071 C002400 130835 071 D002400 10 072 A002400 6 072 B002400 3432 072 C002400 0 072 D002400 0 072 E002400 0 072 F002400 312 072 G002400 44 072 H002400 0 072 I002400 111 072 J002400 28 072 K002400 0 072 L002400 12 072 M002400 21 072 N002400 19 072 O002400 0 072 P002400 0 072 Q002400 0 PAGE 83 072 R002400 13 072 S002400 4 072 T002400 206 072 U002400 0 072 V002400 0 072 W002400 5 072 X002400 775 072 Y002400 0 072 Z002400 2657 072AA002400 0 072BB002400 653 072CC012400 2932 072CC022400 0 072DD012400 2491 072DD022400 175 072EE002400 0 073 A012400 0.0000 073 A022400 0.0000 073 B002400 0.0000 073 C002400 0.0000 074 A002400 3099 074 B002400 1393 074 C002400 0 074 D002400 125480 074 E002400 0 074 F002400 0 074 G002400 0 074 H002400 0 074 I002400 0 074 J002400 0 074 K002400 0 074 L002400 2019 074 M002400 0 074 N002400 131991 074 O002400 0 074 P002400 53 074 Q002400 0 074 R012400 0 074 R022400 0 074 R032400 0 074 R042400 389 074 S002400 0 074 T002400 131549 074 U012400 16120 074 U022400 1337 074 V012400 7.54 074 V022400 7.54 074 W002400 0.0000 074 X002400 3080 074 Y002400 0 075 A002400 0 PAGE 84 075 B002400 133347 076 002400 0.00 080 C002400 0 081 B002400 0 082 B002400 0 011 A002501 CDC IXIS ASSET MANAGEMENT DISTRIBUTORS, L.P 011 B002501 8-46325 011 C012501 BOSTON 011 C022501 MA 011 C032501 02116 012 A002501 CDC IXIS ASSET MANAGEMENT SERVICES, INC. 012 B002501 84-5731 012 C012501 BOSTON 012 C022501 MA 012 C032501 02116 024 002500 N 025 D002501 0 025 D002502 0 025 D002503 0 025 D002504 0 025 D002505 0 025 D002506 0 025 D002507 0 025 D002508 0 028 A012500 22694 028 A022500 719 028 A032500 0 028 A042500 4131 028 B012500 31149 028 B022500 1046 028 B032500 0 028 B042500 6100 028 C012500 30714 028 C022500 2369 028 C032500 0 028 C042500 7207 028 D012500 63555 028 D022500 1287 028 D032500 0 028 D042500 7575 028 E012500 46136 028 E022500 1104 028 E032500 0 028 E042500 7572 028 F012500 60846 028 F022500 2005 028 F032500 0 028 F042500 9761 028 G012500 255094 028 G022500 8530 028 G032500 0 PAGE 85 028 G042500 42346 028 H002500 121662 029 002500 Y 030 A002500 928 030 B002500 4.50 030 C002500 0.00 031 A002500 72 031 B002500 0 032 002500 856 033 002500 0 034 002500 Y 035 002500 132 036 A002500 N 036 B002500 0 037 002500 N 038 002500 0 039 002500 N 040 002500 Y 041 002500 Y 042 A002500 0 042 B002500 0 042 C002500 100 042 D002500 0 042 E002500 0 042 F002500 0 042 G002500 0 042 H002500 0 043 002500 1442 044 002500 0 045 002500 Y 046 002500 N 047 002500 Y 048 002500 0.000 048 A012500 200000 048 A022500 0.650 048 B012500 0 048 B022500 0.000 048 C012500 0 048 C022500 0.000 048 D012500 0 048 D022500 0.000 048 E012500 0 048 E022500 0.000 048 F012500 0 048 F022500 0.000 048 G012500 0 048 G022500 0.000 048 H012500 0 048 H022500 0.000 048 I012500 0 048 I022500 0.000 PAGE 86 048 J012500 0 048 J022500 0.000 048 K012500 200000 048 K022500 0.600 049 002500 N 050 002500 N 051 002500 N 052 002500 N 053 A002500 Y 053 B002500 Y 053 C002500 N 055 A002500 N 055 B002500 N 056 002500 Y 057 002500 N 058 A002500 N 059 002500 Y 060 A002500 Y 060 B002500 Y 061 002500 2500 062 A002500 Y 062 B002500 0.0 062 C002500 0.0 062 D002500 6.3 062 E002500 0.0 062 F002500 0.0 062 G002500 0.0 062 H002500 0.0 062 I002500 0.0 062 J002500 0.0 062 K002500 0.0 062 L002500 7.9 062 M002500 3.5 062 N002500 9.3 062 O002500 0.0 062 P002500 44.2 062 Q002500 28.4 062 R002500 8.2 063 A002500 0 063 B002500 11.8 064 A002500 N 064 B002500 Y 065 002500 N 066 A002500 N 067 002500 N 068 A002500 N 068 B002500 N 069 002500 N 070 A012500 Y 070 A022500 Y 070 B012500 Y PAGE 87 070 B022500 N 070 C012500 Y 070 C022500 N 070 D012500 Y 070 D022500 N 070 E012500 Y 070 E022500 N 070 F012500 Y 070 F022500 N 070 G012500 Y 070 G022500 N 070 H012500 Y 070 H022500 N 070 I012500 N 070 I022500 N 070 J012500 Y 070 J022500 Y 070 K012500 Y 070 K022500 N 070 L012500 Y 070 L022500 Y 070 M012500 Y 070 M022500 Y 070 N012500 Y 070 N022500 Y 070 O012500 N 070 O022500 N 070 P012500 Y 070 P022500 N 070 Q012500 N 070 Q022500 N 070 R012500 N 070 R022500 N 071 A002500 242325 071 B002500 52842 071 C002500 416133 071 D002500 13 072 A002500 6 072 B002500 13603 072 C002500 1163 072 D002500 0 072 E002500 32 072 F002500 1359 072 G002500 141 072 H002500 0 072 I002500 409 072 J002500 87 072 K002500 0 072 L002500 28 072 M002500 25 072 N002500 37 PAGE 88 072 O002500 0 072 P002500 0 072 Q002500 0 072 R002500 19 072 S002500 11 072 T002500 1442 072 U002500 0 072 V002500 0 072 W002500 14 072 X002500 3572 072 Y002500 5 072 Z002500 11231 072AA002500 9180 072BB002500 0 072CC012500 24740 072CC022500 0 072DD012500 6632 072DD022500 7117 072EE002500 0 073 A012500 0.0000 073 A022500 0.0000 073 B002500 0.0000 073 C002500 0.0000 074 A002500 75 074 B002500 36261 074 C002500 45977 074 D002500 496019 074 E002500 26672 074 F002500 20638 074 G002500 0 074 H002500 0 074 I002500 0 074 J002500 203 074 K002500 0 074 L002500 15321 074 M002500 0 074 N002500 641166 074 O002500 13090 074 P002500 289 074 Q002500 0 074 R012500 0 074 R022500 0 074 R032500 0 074 R042500 47727 074 S002500 0 074 T002500 580060 074 U012500 19300 074 U022500 23207 074 V012500 0.00 074 V022500 0.00 074 W002500 0.0000 PAGE 89 074 X002500 20149 074 Y002500 45977 075 A002500 0 075 B002500 436123 076 002500 0.00 080 C002500 0 081 B002500 0 082 B002500 0 SIGNATURE CHUCK PEGUEROS TITLE FUND ADMIN MANAGER EX-99 2 exha.txt AMENDED RULE 18F3-D CDC Nvest Cash Management Trust CDC Nvest Companies Trust I CDC Nvest Funds Trust I CDC Nvest Funds Trust II CDC Nvest Funds Trust III Loomis Sayles Funds I Loomis Sayles Funds II Amended and Restated Plan pursuant to Rule 18f-3d under the Investment Company Act of 1940 Effective as of February 2004 Each series of CDC Nvest Cash Management Trust CDC Nvest Companies Trust I CDC Nvest Funds Trust I CDC Nvest Funds Trust II CDC Nvest Funds Trust III Loomis Sayles Funds I and Loomis Sayles Funds II each series individually a Fund and such Trusts collectively the Trusts may from time to time issue one or more of the following classes of shares: Class A shares Class B shares Class C shares Class J shares Class Y shares Admin Class shares Institutional Class shares and Retail Class shares. Shares of each class of a Fund shall represent an equal pro rata interest in such Fund and generally shall have identical voting dividend liquidation and other rights preferences powers restrictions limitations qualifications and terms and conditions except that: a each class shall have a different designation; b each class shall bear any Class Expenses as defined in below; and c each class shall have separate voting rights on any matter submitted to shareholders in which the interests of one class differ from the interests of any other class and shall have exclusive voting rights on any matter submitted to shareholders that relates solely to that class. In addition each class is subject to such investment minimums and other conditions of eligibility as are set forth in the Funds prospectuses including statements of additional information as from time to time in effect. The differences in expenses among these classes of shares and the conversion and exchange features of each class of shares are set forth below in this Plan which is subject to change to the extent permitted by law and by the Declaration of Trust and By-Laws of each Trust by action of the Board of Trustees of each Trust. CDC Nvest Cash Management Trust the Money Market Fund in certain instances is treated differently. In such instances the treatment is specifically noted. Initial Sales Charge Class A shares are offered at a public offering price that is equal to their net asset value NAV plus a sales charge of up to 5.75% of the public offering price which maximum may be less for certain Funds as described in the Funds prospectuses as from time to time in effect. The sales charges on Class A shares are subject to reduction or waiver as permitted by Rule 22d-1 under the Investment Company Act of 1940 the 1940 Act and as described in the Funds prospectuses as from time to time in effect. Prior to December 1 2000 Class C shares were offered at a public offering price equal to their NAV without an initial sales charge. From December 1 2000 through January 31 2004 Class C shares were offered at a public offering price that was equal to their net asset value NAV plus a sales charge of 1.00% of the public offering price which maximum may be less for certain Funds as was described in the Funds then effective prospectuses as may have been in effect from time to time. The sales charges on Class C shares were subject to reduction or waiver as permitted by Rule 22d-1 under the 1940 Act and as described in the Funds then effective prospectuses as may have been in effect from time to time. On and after February 1 2004 Class C shares are offered at a public offering price equal to their NAV, without an initial sales charge. Class J shares of the Funds are offered at a public offering price that is equal to their net asset value NAV plus a front end sales charge of up to 3.50% of the public offering price which maximum may be less for certain Funds as described in the Funds prospectus as from time to time in effect. The sales charges on Class J shares are subject to reduction or waiver as permitted by Rule 22d-1 under the 1940 Act and as described in the Funds prospectuses as from time to time in effect. Class B Class C Class Y Admin Class Retail Class and Institutional Class shares are offered at their NAV without an initial sales charge. Class A shares of the Money Market Fund are offered at their net asset value NAV without an initial sales charge. Contingent Deferred Sales Charge Purchases of Class A shares of $1 million or more purchases of Class C shares or purchases by certain retirement plans as described in the Funds prospectusesthat are redeemed within one year from purchase are subject to a contingent deferred sales charge a CDSC of 1% of either the purchase price or the NAV of the shares redeemed whichever is less. Class A and C shares are not otherwise subject to a CDSC. Class B shares that are redeemed within 6 years from purchase are subject to a CDSC of up to 5% 4% for shares purchased prior to May 1 1997 of either the purchase price or the NAV of the shares redeemed, whichever is less; such percentage declines the longer the shares are held as described in the Funds prospectuses as from time to time in effect. Class B shares purchased with reinvested dividends or capital gain distributions are not subject to a CDSC. The CDSC on Class A, Class B and Class C shares is subject to reduction or waiver in certain circumstances as permitted by Rule 6c-10 under the 1940 Act and as described in the Funds prospectuses as from time to time in effect. Class J Class Y Admin Class Institutional Class and Retail Class shares are not subject to any CDSC. Class A Class B and Class C shares of the Money Market Fund are offered at their net asset value NAV without a CDSC. Service, Administration and Distribution Fees Class A Class B Class C Class J Admin Class and Retail Class shares pay distribution and service fees pursuant to plans adopted pursuant to Rule 12b-1 under the 1940 Act the 12b-1 Plans for such classes. Class A Class B Class C Class J Admin Class and Retail Class shares also bear any costs associated with obtaining shareholder approval of any amendments to a 12b-1 Plan.There is no 12b-1 Plan for Class Y or Institutional Class shares. Amounts payable under the 12b-1 Plans are subject to such further limitations as the Trustees may from time to time determine and as set forth in the registrationstatement of each Fund as from time to time in effect. Class A Class B Class C Retail Class shares each pay pursuant to the 12b-1 Plans a service fee of up to .25% per annum of the average daily net assets attributable to such class which percentage may be less for certain Funds as described in the Funds registration statements as from time to time in effect. Class A shares do not pay a distribution fee with the exception that the Class A shares of Loomis Sayles Massachusetts Tax Free Income Fund and Loomis Sayles Limited Term U. S. Government Fund pay pursuant to the 12b-1 Plans a distribution fee of up to .10% per annum of the average daily net assets of such Fund attributable to Class A shares which percentage may be less for either such Fund as described in the Funds registration statements as from time to time in effect. Class B and Class C shares pay, pursuant to the 12b-1 Plans a distribution fee of up to .75% per annum of the average daily net assets attributable to such class of shares. Class J shares pay, pursuant to the 12b-1 Plans distribution and service fees of up to .75% of the average net assets attributable to Class J shares which percentage may be less for certain Funds as described in the Funds registration statements as from time to time in effect. Admin Class shares pay pursuant to the 12b-1 Plans distribution and service fees of up to .25% of the average daily net assets attributable to Admin class shares. In addition Admin Class shares pay administrative fees to certain financial intermediaries for providing personal service and account maintenance for their customers who hold Admin class shares. These fees are paid on the average daily net assets attributable to Admin Class shares at the annual rate stated in the Funds registration statements as from time to time in effect. Class A, Class B and Class C shares of the Money Market Fund do not pay any distribution or service fees. Conversion and Exchange Features Class B shares automatically convert to Class A shares of the same Fund eight years after purchase except that Class B shares purchased through the reinvestment of dividends and other distributions on Class B shares convert to Class A shares at the same time as the shares with respect to which they were purchased are converted. This conversion from Class B shares to Class A shares occurs once per month for all Class B shares that reach their eighth year over the course of that particular month. Class Y shares of a Fund purchased through wrap fee Programs offered by certain broker-dealers will upon termination of the holders participation in the wrap fee program and at the discretion of the broker-dealer be converted to Class A shares of the same Fund. Class A Class C Class Y Class J Admin Class, Institutional Class or Retail Class shares do not convert to any other class of shares. To the extent provided in the registration statement of the relevant Fund as from time to time in effect Class A shares of any Fund may be exchanged, at the holders option and subject to minimum investment requirements for Class A shares of any other Fund that offers Class A shares without the payment of a sales charge except that if Class A shares of a Fund are exchanged for shares of a Fund with a higher sales charge then the difference in sales charges must be paid on the exchange. The holding period for determining any CDSC will include the holding period of the shares exchanged. Class A shares may also be exchanged for Class A shares of the Money Market Fund in which case the holding period for purposes of determining the expiration of the CDSC on such shares if any will stop and will resume only when an exchange is made back into Class A shares of a Fund other than the Money Market Fund. If the Money Market Fund shares received in an exchange are subsequently redeemed for cash they will be subject to a CDSC to the same extent that the shares exchanged would have been subject to a CDSC at the time of the exchange into the Money Market Fund. Class A shares of the Money Market Fund so purchased may be exchanged for Class A shares of a Fund without sales charge or CDSC to the same extent as the Class A shares exchanged for the Money Market Fund Class A shares could have been so exchanged. The holding period for determining any CDSC for the acquired Fund shares will not include the period during which the Money Market Fund shares were held but will include the holding period for the Class A Fund shares that were exchanged for the Money Market Fund shares. Class A shares of the Money Market Fund on which no sales charge was previously paid or for which no holding period for purposes of determining the applicable CDSC may be exchanged for Class A shares of any other Funds on the basis of relative net asset value plus the sales charge applicable to initial purchases of Class A shares of the other Fund into which the shareholder is exchanging and the holding period for purposes of determining the CDSC will commence at the time of the exchange. Class A shares of a Fund acquired in connection with certain deferred compensation plans offered by New England Life Insurance Company NELICO and its affiliates to any of their directors senior officers agents or general agents may be exchanged at the holders option and with the consent of NELICO for Class Y shares of the same Fund or for Class Y shares of any other Fund that offers Class Y shares. To the extent provided in the registration statement of the relevant Fund as from time to time in effect Class B shares of any Fund may be exchanged at the holders option and subject to minimum investment requirements for Class B shares of any other Fund that offers Class B shares without the payment of a CDSC. The holding period for determining the CDSC and the conversion to Class A shares Will include the holding period of the shares exchanged. Class B shares of any Fund may also be exchanged for Class B shares of the Money Market Fund without the payment of a CDSC in which case the holding period for purposes of determining the expiration of the CDSC on such shares, if any will stop and will resume only when an exchange is made back into Class A shares of a Fund other than the Money Market Fund. If the Money Market Fund shares received in an exchange are subsequently redeemed for cash they will be subject to a CDSC to the same extent that the shares exchanged would have been subject to a CDSC at the time of the exchange into the Money Market Fund. If such Money Market Fund shares are exchanged for Class B shares of a Fund other than the Money Market Fund no CDSC will apply to the exchange and the holding period for the acquired shares will include the holding period of the shares that were exchanged for the Money Market Fund shares but not the period during which the Money Market Fund shares were held. Class B shares of the Money Market Fund may be exchanged for Class B shares of any other Fund on the basis of relative net asset value subject to the CDSC schedule of the Fund acquired. For purposes of computing the CDSC payable upon redemption of shares acquired by such exchange and the conversion of such shares to Class A shares, the holding period of any other Funds shares that were exchanged for Class B shares of the Money Market Fund is included but the holding period of the Class B shares of the Money Market Fund is not included. To the extent provided in the registration statement of the relevant Fund as from time to time in effect Class C shares of any Fund may be exchanged, at the holders option and subject to minimum investment requirements for Class C shares of any other Fund that offers Class C shares without payment of a CDSC. The holding period for determining the CDSC will include the holding period of the shares exchanged. Class C shares may also be exchanged for Class C shares of the Money Market Fund without the payment of a CDSC in which case the holding period for purposes of determining the expiration of the CDSC on such shares if any will stop and will resume only when an exchange is made back into Class C shares of a Fund. If the Money Market Fund shares received in an exchange are subsequently redeemed for cash they will be subject to a CDSC to the same extent that the shares exchanged would have been subject to a CDSC at the time of the exchange into the Money Market Fund. Class C shares of the Money Market Fund may be exchanged for Class C shares of any other Fund on the basis of relative net asset value, subject to the CDSC schedule of the Fund acquired. Class C shares in accounts of a Money Market Fund that were established prior to December 1 2000 or that had previously been subject to a sales charge or that are established after January 31 2004, may be exchanged for Class C shares of a Fund without a sales charge. Class C shares in accounts of a Money Market Fund established on or after December 1 2000 and through January 31 2004 may have been exchanged into Class C shares of a Fund subject to the Funds applicable sales charge and CDSC. To the extent provided in the registration statement of the relevant Fund as from time to time in effect Class J shares of any Fund may be exchanged at the holders option and subject to minimum investment requirements for Class J shares of any other Fund that offers Class J shares without the payment of a sales charge. To the extent provided in the registration statement of the relevant Fund as from time to time in effect Class Y shares of any Fund may be exchanged, at the holders option and subject to minimum investment requirements i for Class Y shares of any other Fund that offers Class Y shares ii for Institutional Class of any other Fund that offers Institutional Class or iii for Class A shares of the Money Market Fund that does not offer Class Y shares or Institutional Class shares to the general public. To the extent provided in the registration statement of the relevant Fund as from time to time in effect Admin Class shares of any Fund may be exchanged at the holders option and subject to minimum investment requirements for Admin Class shares of any other Fund that offers Admin Class shares without the payment of a sales charge. Admin Class shares may also be exchanged for Class A shares of the Money Market Fund. To the extent provided in the registration statement of the relevant Fund as from time to time in effect Institutional Class shares of any Fund may be exchanged at the holders option and subject to minimum investment requirements i for Institutional Class shares of any other Fund that offers Institutional Class shares ii for Class Y shares of any other Fund that offers Class Y shares or iii for Class A shares of the Money Market Fund that does not offer Class Y shares or Institutional Class shares to the general public. To the extent provided in the registration statement of the relevant Fund as from time to time in effect Retail Class shares of any Fund may be exchanged at the holders option and subject to minimum investment requirements for Retail Class shares of any other Fund that offers Retail Class shares without the payment of a sales charge. Retail Class shares may also be exchanged for Class A shares of the Money Market Fund. All exchanges are subject to the eligibility requirements or other restrictions of the Fund to which the shareholder is exchanging. The Funds reserve the right to terminate or limit the exchange privilege of any shareholder deemed to be engaging in market timing activity as defined in the Funds prospectuses as from time to time in effect. The Funds may terminate or change the exchange privilege at any time upon 60 days notice to shareholders. Allocation of Income and Expenses Each Class of shares pays the expenses associated with its different distribution and shareholder servicing arrangements Account Expenses. Each class of shares may at the Trustees discretion also pay a different share of other expenses together with 12b-1 fees and Account Expenses Class Expenses not including advisory fees or other expenses related to the management of the Trusts assets if these expenses are actually incurred in a different amount by that class or if the class receives services of a different kind or to a different degree than other classes. The gross income of each Fund generally shall be allocated to each class on the basis of net assets. To the extent practicable certain expenses other than Class Expenses as defined above, which shall be allocated more specifically shall be subtracted from the gross income on the basis of the net assets of each class of each Fund. These expenses include: Expenses incurred by a Trust including but not limited to, fees of Trustees insurance and legal counsel not attributable to a particular Fund or to a particular class of shares of a Fund Trust Level Expenses; and Expenses incurred by a Fund not attributable to any particular class of the Funds shares for example advisory fees custodial fees or other expenses relating to the management of the Funds assets Fund Expenses. Expenses of a Fund shall be apportioned to each class of shares depending upon the nature of the expense item. Trust Level Expenses and Fund Expenses shall be allocated among the classes of shares based on their relative net assets in relation to the net assets of the relevant Trust. Approved Class Expenses shall be allocated to the particular class to which they are attributable. However if a Class Expense can no longer be attributed to a class it will be charged to a Fund for allocation among classes in proportion to the net assets of each such class. Any additional Class Expenses not specifically identified above which are subsequently identified and determined to be properly allocated to one class of shares shall not be so allocated until approved by the Board of Trustees of the Trust in light of the requirements of the 1940 Act and the Internal Revenue Code of 1986 as amended the Code. Each Trust reserves the right to utilize any other appropriate method to allocate income and expenses among the classes including those specified in Rule 18f-3c1 provided that a majority of the Trustees and a majority of the Independent Trustees determine that the method is fair to the shareholders of each class and consistent with the requirements of Rule 18f-3. - -1- EX-99 3 exhb.txt MERGER MEMO Exhibit 77Q (1)(g) After the close of business on November 14 2003 the Loomis Sayles Growth Fund Fund acquired all assets and liabilities of CDC Nvest large Cap Growth Fund Large Cap Growth Fund pursuant to a plan of reorganization approved by its shareholders on November 11 2003. The acquisition was accomplished by a tax-free exchange of 2397395 Class A shares of the Loomis Sayles Growth Fund for 1072307 shares of the Large Cap Growth Fund Class A 2628461 Class B shares of the Fund for 1296169 shares of the Large Cap Growth Fund Class B 216384 Class C shares of the Fund for 99268 shares of the Large Cap Growth Class C 101251 Class Y shares of the Fund for 46248 shares of the Large Cap Growth Fund Class Y. Large Cap Growth net assets at that date $25651741 including $1082424 of net unrealized appreciation were combined with those of the Fund. The aggregate net assets of the Fund immediately before the acquisition were $32638348. The combined net assets of the Fund immediately following the acquisition were $58290524. -----END PRIVACY-ENHANCED MESSAGE-----