0001410368-11-000164.txt : 20110527 0001410368-11-000164.hdr.sgml : 20110527 20110527153156 ACCESSION NUMBER: 0001410368-11-000164 CONFORMED SUBMISSION TYPE: NSAR-A PUBLIC DOCUMENT COUNT: 4 CONFORMED PERIOD OF REPORT: 20110331 FILED AS OF DATE: 20110527 DATE AS OF CHANGE: 20110527 EFFECTIVENESS DATE: 20110527 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: 11878121 BUSINESS ADDRESS: STREET 1: 399 BOYLSTON STREET STREET 2: 12TH FLOOR CITY: BOSTON STATE: MA ZIP: 02116 BUSINESS PHONE: 800-282-1155 MAIL ADDRESS: STREET 1: 399 BOYLSTON STREET STREET 2: 12TH FLOOR 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 0000872649 S000006695 Loomis Sayles Mid Cap Growth Fund C000018222 Class Y LSAIX C000018223 Class A LAGRX C000075148 Class C LSACX 0000872649 S000006697 Loomis Sayles Value Fund C000018225 Loomis Sayles Value Fund - Class Y LSGIX C000034548 Loomis Sayles Value Fund - Class A LSVRX C000049398 Loomis Sayles Value Fund - Class B LSVBX C000049399 Loomis Sayles Value Fund - Class C LSCVX C000082997 Admin Class LSAVX 0000872649 S000006698 Loomis Sayles Global Equity and Income Fund C000018226 Class Y LSWWX C000027670 Class A LGMAX C000027671 Class C LGMCX 0000872649 S000006699 Loomis Sayles Growth Fund C000018227 Class A LGRRX C000018228 Class B LGRBX C000018229 Class C LGRCX C000018230 Class Y LSGRX 0000872649 S000006700 Loomis Sayles High Income Fund C000018231 Class A NEFHX C000018232 Class B NEHBX C000018233 Class C NEHCX C000069253 Class Y NEHYX 0000872649 S000006701 Loomis Sayles Investment Grade Bond Fund C000018234 Class A LIGRX C000018235 Class B LGBBX C000018236 Class C LGBCX C000018237 Class J LIGJX C000018238 Class Y LSIIX C000082998 Admin Class LIGAX 0000872649 S000006702 Loomis Sayles Limited Term Government and Agency Fund C000018239 Class A NEFLX C000018240 Class B NELBX C000018241 Class C NECLX C000018242 Class Y NELYX 0000872649 S000006704 Loomis Sayles Disciplined Equity Fund C000018245 Class A LSRRX C000018246 Class B LSCBX C000018247 Class C LSCCX C000018248 Class Y LISRX 0000872649 S000006705 Loomis Sayles Small Cap Growth Fund C000018249 Institutional Class LSSIX C000018250 Retail Class LCGRX 0000872649 S000006706 Loomis Sayles Strategic Income Fund C000018251 Class A NEFZX C000018252 Class B NEZBX C000018253 Class C NECZX C000018254 Class Y NEZYX C000082999 Admin Class NEZAX 0000872649 S000020816 Loomis Sayles International Bond Fund C000058150 Loomis Sayles International Bond Fund- Class A LSIAX C000058151 Loomis Sayles International Bond Fund- Class C LSICX C000058152 Loomis Sayles International Bond Fund- Class Y LSIYX NSAR-A 1 answer.fil LS II 3-31-2011 PAGE 1 000 A000000 03/31/2011 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 6174492809 002 A000000 399 BOYLSTON STREET 002 B000000 BOSTON 002 C000000 MA 002 D010000 02116 003 000000 N 004 000000 N 005 000000 N 006 000000 N 007 A000000 Y 007 B000000 11 007 C010100 1 007 C020100 Loomis Sayles Growth Fund 007 C030100 N 007 C010200 2 007 C020200 Loomis Sayles Value Fund 007 C030200 N 007 C011000 10 007 C021000 Loomis Sayles Global Equity and Income Fund 007 C031000 N 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 C011700 17 007 C021700 Loomis Sayles Mid Cap Growth Fund 007 C031700 N 007 C012100 21 007 C022100 Loomis Sayles Disciplined Equity Fund 007 C032100 N 007 C012200 22 007 C022200 Loomis Sayles High Income Fund 007 C032200 N 007 C012300 23 007 C022300 LS Limited Term Government and Agency Fund 007 C032300 N 007 C012500 25 007 C022500 Loomis Sayles Strategic Income Fund PAGE 2 007 C032500 N 007 C012600 26 007 C022600 Loomis Sayles International Bond Fund 007 C032600 N 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 NATIXIS ASSET MANAGEMENT ADVISORS, L.P. 010 B00AA01 801-48408 010 C01AA01 BOSTON 010 C02AA01 MA 010 C03AA01 02116 010 A00AA02 STATE STREET BANK & TRUST COMPANY 010 B00AA02 85-05003 010 C01AA02 BOSTON 010 C02AA02 MA 010 C03AA02 02111 011 A000101 NATIXIS DISTRIBUTORS, L.P. 011 B000101 8-46325 011 C010101 BOSTON 011 C020101 MA 011 C030101 02116 011 A000201 NATIXIS DISTRIBUTORS, L.P. 011 B000201 8-46325 011 C010201 BOSTON 011 C020201 MA 011 C030201 02116 011 A001001 NATIXIS DISTRIBUTORS, L.P. 011 B001001 8-46325 011 C011001 BOSTON 011 C021001 MA 011 C031001 02116 011 A001201 NATIXIS DISTRIBUTORS, L.P. 011 B001201 8-46325 011 C011201 BOSTON 011 C021201 MA 011 C031201 02116 011 A001301 LOOMIS SAYLES DISTRIBUTORS, L.P. 011 B001301 8-49575 011 C011301 BOSTON 011 C021301 MA 011 C031301 02111 011 A001302 NATIXIS DISTRIBUTORS, L.P. 011 B001302 8-46325 011 C011302 BOSTON 011 C021302 MA 011 C031302 02116 011 A001701 NATIXIS DISTRIBUTORS, L.P. PAGE 3 011 B001701 8-46325 011 C011701 BOSTON 011 C021701 MA 011 C031701 02116 011 A002101 NATIXIS DISTRIBUTORS, L.P. 011 B002101 8-46325 011 C012101 BOSTON 011 C022101 MA 011 C032101 02116 011 A002201 NATIXIS DISTRIBUTORS, L.P. 011 B002201 8-46325 011 C012201 BOSTON 011 C022201 MA 011 C032201 02116 011 A002301 NATIXIS DISTRIBUTORS, L.P. 011 B002301 8-46325 011 C012301 BOSTON 011 C022301 MA 011 C032301 02116 011 A002501 NATIXIS DISTRIBUTORS, L.P. 011 B002501 8-46325 011 C012501 BOSTON 011 C022501 MA 011 C032501 02116 011 A002601 NATIXIS DISTRIBUTORS, L.P. 011 B002601 8-46325 011 C012601 BOSTON 011 C022601 MA 011 C032601 02116 012 A000101 BOSTON FINANCIAL DATA SERVICES, INC. 012 B000101 84-00896 012 C010101 QUINCY 012 C020101 MA 012 C030101 02169 012 A000201 BOSTON FINANCIAL DATA SERVICES, INC. 012 B000201 84-00896 012 C010201 QUINCY 012 C020201 MA 012 C030201 02169 012 A001001 BOSTON FINANCIAL DATA SERVICES, INC. 012 B001001 84-00896 012 C011001 QUINCY 012 C021001 MA 012 C031001 02169 012 A001201 BOSTON FINANCIAL DATA SERVICES, INC. 012 B001201 84-00896 012 C011201 QUINCY 012 C021201 MA 012 C031201 02169 012 A001301 STATE STREET BANK & TRUST COMPANY 012 B001301 85-05003 PAGE 4 012 C011301 BOSTON 012 C021301 MA 012 C031301 02111 012 A001302 BOSTON FINANCIAL DATA SERVICES, INC. 012 B001302 84-00896 012 C011302 QUINCY 012 C021302 MA 012 C031302 02169 012 A001701 BOSTON FINANCIAL DATA SERVICES, INC. 012 B001701 84-00896 012 C011701 QUINCY 012 C021701 MA 012 C031701 02169 012 A002101 BOSTON FINANCIAL DATA SERVICES, INC. 012 B002101 84-00896 012 C012101 QUINCY 012 C022101 MA 012 C032101 02169 012 A002201 BOSTON FINANCIAL DATA SERVICES, INC. 012 B002201 84-00896 012 C012201 QUINCY 012 C022201 MA 012 C032201 02169 012 A002301 BOSTON FINANCIAL DATA SERVICES, INC. 012 B002301 84-00896 012 C012301 QUINCY 012 C022301 MA 012 C032301 02169 012 A002501 BOSTON FINANCIAL DATA SERVICES, INC. 012 B002501 84-00896 012 C012501 QUINCY 012 C022501 MA 012 C032501 02169 012 A002601 BOSTON FINANCIAL DATA SERVICES, INC. 012 B002601 84-00896 012 C012601 QUINCY 012 C022601 MA 012 C032601 02169 013 A00AA01 PRICEWATERHOUSECOOPERS LLP 013 B01AA01 BOSTON 013 B02AA01 MA 013 B03AA01 02110 014 A00AA01 BANQUE DE LA REUNION 014 B00AA01 8-00000 014 A00AA02 BANQUE DE LA NOUVELLE CALEDONIE 014 B00AA02 8-00000 014 A00AA03 BANQUE DE TAHITI 014 B00AA03 8-00000 014 A00AA04 BANQUE DES ANTILLES FRANCAISES 014 B00AA04 8-00000 014 A00AA05 BANQUE DE SAIN-PIERRE ET MIQUELON PAGE 5 014 B00AA05 8-00000 014 A00AA06 BANQUE DES MASCAREIGNES 014 B00AA06 8-00000 014 A00AA07 Banque BCP 014 B00AA07 8-42836 014 A00AA08 Banque BCP (Luxembourg) SA 014 B00AA08 8-42836 014 A00AA09 CACEIS Bank 014 B00AA09 8-00000 014 A00AA10 CACEIS Bank Luxembourg 014 B00AA10 8-00000 014 A00AA11 CACEIS Corporate Trust 014 B00AA11 8-00000 014 A00AA12 Fongepar 014 B00AA12 8-00000 014 A00AA13 GESTITRES SA 014 B00AA13 8-00000 014 A00AA14 HARRIS ASSOCIATES SECURITIES, L.P 014 B00AA14 8-19988 014 A00AA15 Natixis ASIA Limited (Hong Kong) 014 B00AA15 8-00000 014 A00AA16 NATIXIS DISTRIBUTORS, L.P. 014 B00AA16 8-46325 014 A00AA17 Natixis Asset Management 014 B00AA17 8-00000 014 A00AA18 Natixis Derivatives Inc. 014 B00AA18 8-53212 014 A00AA19 Natixis Financial Instruments 014 B00AA19 8-00000 014 A00AA20 Natixis Funding Corp. 014 B00AA20 8-00000 014 A00AA21 Natixis Securities North America, Inc. 014 B00AA21 8-43912 014 A00AA22 Natixis Structured Products Jersey 014 B00AA22 8-00000 014 A00AA23 LOOMIS, SAYLES DISTRIBUTORS, L.P. 014 B00AA23 8-49575 014 A00AA24 Natixis 014 B00AA24 8-00000 014 A00AA25 Natixis Arbitrage 014 B00AA25 8-00000 014 A00AA26 Natixis Finance 014 B00AA26 8-00000 014 A00AA27 NEXGEN CAPITAL LTD 014 B00AA27 8-00000 014 A00AA28 Natixis Corporate Solutions Limited 014 B00AA28 8-00000 014 A00AA29 REICH & TANG DISTRIBUTORS, INC. 014 B00AA29 8-43429 014 A00AA30 Banque Privee 1818 014 B00AA30 8-00000 PAGE 6 014 A00AA31 AEW EUROPE SARL 014 B00AA31 8-00000 014 A00AA32 Natixis Global Associates Switzerland 014 B00AA32 8-00000 014 A00AA33 Natixis Corporate Solutions (Asia) Pte Ltd. 014 B00AA33 8-00000 014 A00AA34 Natixis Financial Products LLC 014 B00AA34 8-00000 014 A00AA35 NATIXIS BLEICHROEDER, LLC 014 B00AA35 8-00719 014 A00AA36 Banco Primus 014 B00AA36 8-00000 014 A00AA37 Banque Palatine 014 B00AA37 8-00000 014 A00AA38 Credit Foncier de France 014 B00AA38 8-00000 014 A00AA39 Natixis Asset Management Finance 014 B00AA39 8-00000 014 A00AA40 Natixis U.S. Finance Company Limited 014 B00AA40 8-00000 015 A00AA01 STATE STREET BANK AND TRUST COMPANY 015 B00AA01 C 015 C01AA01 BOSTON 015 C02AA01 MA 015 C03AA01 02110 015 E01AA01 X 015 A00AA02 CITIBANK, N.A 015 B00AA02 S 015 C01AA02 BUENOS AIRES 015 D01AA02 ARGENTINA 015 E04AA02 X 015 A00AA03 UNICREDIT BANK AUSTRIA AG 015 B00AA03 S 015 C01AA03 VIENNA 015 D01AA03 AUSTRIA 015 E04AA03 X 015 A00AA04 THE HONGKONG & SHANGHAI BANKING CORP., LTD. 015 B00AA04 S 015 C01AA04 SYDNEY 015 D01AA04 AUSTRALIA 015 E04AA04 X 015 A00AA05 DEUTSCHE BANK AG 015 B00AA05 S 015 C01AA05 AMSTERDAM 015 D01AA05 NETHERLANDS 015 E04AA05 X 015 A00AA06 CITIBANK, N.A 015 B00AA06 S 015 C01AA06 SAO PAULO 015 D01AA06 BRAZIL 015 E04AA06 X PAGE 7 015 A00AA07 STATE STREET TRUST COMPANY CANADA 015 B00AA07 S 015 C01AA07 TORONTO 015 D01AA07 CANADA 015 E04AA07 X 015 A00AA08 UBS AG 015 B00AA08 S 015 C01AA08 ZURICH 015 D01AA08 SWITZERLAND 015 E04AA08 X 015 A00AA09 CESKOSLOVENSKA OBCHODNI BANKA, A.S. 015 B00AA09 S 015 C01AA09 PRAGUE 015 D01AA09 CZECH REPUBLIC 015 E04AA09 X 015 A00AA10 DEUTSCHE BANK AG 015 B00AA10 S 015 C01AA10 ESCHBORN 015 D01AA10 GERMANY 015 E04AA10 X 015 A00AA11 SKANDINAVISKA ENSKILDA BANKEN AB 015 B00AA11 S 015 C01AA11 STOCKHOLM 015 D01AA11 SWEDEN 015 E04AA11 X 015 A00AA12 HSBC BANK EGYPT S.A.E. 015 B00AA12 S 015 C01AA12 CAIRO 015 D01AA12 EGYPT 015 E04AA12 X 015 A00AA13 DEUTSCHE BANK S.A.E. 015 B00AA13 S 015 C01AA13 Madrid 015 D01AA13 SPAIN 015 E04AA13 X 015 A00AA14 Skandinaviska Enskilda Banken AB 015 B00AA14 S 015 C01AA14 Helsinki 015 D01AA14 Finland 015 E04AA14 X 015 A00AA15 DEUTSCHE BANK A.G. 015 B00AA15 S 015 C01AA15 PARIS 015 D01AA15 FRANCE 015 E04AA15 X 015 A00AA16 BNP PARIBAS SECURITIES SERVICES, S.A. 015 B00AA16 S 015 C01AA16 ATHENS 015 D01AA16 GREECE 015 E04AA16 X 015 A00AA17 STANDARD CHARTERED BANK (HONG KONG) LTD. PAGE 8 015 B00AA17 S 015 C01AA17 KWUN TONG 015 D01AA17 HONG KONG 015 E04AA17 X 015 A00AA18 UNICREDIT BANK HUNGARY ZRT 015 B00AA18 S 015 C01AA18 BUDAPEST 015 D01AA18 HUNGARY 015 E04AA18 X 015 A00AA19 DEUTSCHE BANK AG 015 B00AA19 S 015 C01AA19 JAKARTA 015 D01AA19 INDONESIA 015 E04AA19 X 015 A00AA20 BANK OF IRELAND 015 B00AA20 S 015 C01AA20 DUBLIN 015 D01AA20 IRELAND 015 E04AA20 X 015 A00AA21 BANK HAPOALIM B.M. 015 B00AA21 S 015 C01AA21 TEL AVIV 015 D01AA21 ISRAEL 015 E04AA21 X 015 A00AA22 THE HONGKONG & SHANGHAI BANKING CORP. LTD. 015 B00AA22 S 015 C01AA22 EBENE 015 D01AA22 MAURITIUS 015 E04AA22 X 015 A00AA23 DEUTSCHE BANK S.P.A., MILAN 015 B00AA23 S 015 C01AA23 MILAN 015 D01AA23 ITALY 015 E04AA23 X 015 A00AA24 MIZUHO CORPORATE BANK, LTD. 015 B00AA24 S 015 C01AA24 TOKYO 015 D01AA24 JAPAN 015 E04AA24 X 015 A00AA25 THE HONGKONG AND SHANGHAI BANKING CORP., LTD. 015 B00AA25 S 015 C01AA25 SEOUL 015 D01AA25 South Korea 015 E04AA25 X 015 A00AA26 STATE STREET BANK AND TRUST COMPANY 015 B00AA26 S 015 C01AA26 LONDON 015 D01AA26 UNITED KINGDOM 015 E04AA26 X 015 A00AA27 THE HONGKONG AND SHANGHAI BANKING CORP., LTD. 015 B00AA27 S PAGE 9 015 C01AA27 MUMBAI 015 D01AA27 INDIA 015 E04AA27 X 015 A00AA28 BANCO NACIONAL DE MEXICO S.A. (BANAMEX) 015 B00AA28 S 015 C01AA28 COL. SANTA FE 015 D01AA28 MEXICO 015 E04AA28 X 015 A00AA29 Skandinaviska Enskilda Banken AB 015 B00AA29 S 015 C01AA29 Oslo 015 D01AA29 Norway 015 E04AA29 X 015 A00AA30 THE HONGKONG AND SHANGHAI BANKING CORP., LTD. 015 B00AA30 S 015 C01AA30 AUCKLAND 015 D01AA30 NEW ZEALAND 015 E04AA30 X 015 A00AA31 CITIBANK DEL PERU, S.A. 015 B00AA31 S 015 C01AA31 LIMA 015 D01AA31 PERU 015 E04AA31 X 015 A00AA32 BANK HANDLOWY W WARSZAWIE S.A. 015 B00AA32 S 015 C01AA32 WARSAW 015 D01AA32 POLAND 015 E04AA32 X 015 A00AA33 DEUTSCHE BANK AG 015 B00AA33 S 015 C01AA33 LISBON 015 D01AA33 PORTUGAL 015 E04AA33 X 015 A00AA34 CITIBANK N.A. 015 B00AA34 S 015 C01AA34 SINGAPORE 015 D01AA34 SINGAPORE 015 E04AA34 X 015 A00AA35 STANDARD CHARTERED BANK (THAI) PCL 015 B00AA35 S 015 C01AA35 BANGKOK 015 D01AA35 THAILAND 015 E04AA35 X 015 A00AA36 CITIBANK, A.S. 015 B00AA36 S 015 C01AA36 ISTANBUL 015 D01AA36 TURKEY 015 E04AA36 X 015 A00AA37 DEUTSCHE BANK AG 015 B00AA37 S 015 C01AA37 TAIPEI PAGE 10 015 D01AA37 TAIWAN - R.O.C. 015 E04AA37 X 015 A00AA38 STANDARD BANK OF SOUTH AFRICA LTD. 015 B00AA38 S 015 C01AA38 JOHANNESBURG 015 D01AA38 SOUTH AFRICA 015 E04AA38 X 015 A00AA39 NEDBANK LTD. 015 B00AA39 S 015 C01AA39 JOHANNESBURG 015 D01AA39 SOUTH AFRICA 015 E04AA39 X 015 A00AA40 DEUTSCHE BANK AG, NETHERLANDS 015 B00AA40 S 015 C01AA40 BRUSSELS 015 D01AA40 BELGIUM 015 E04AA40 X 015 A00AA41 SKANDINAVISKA ENSKILDA BANKEN AB 015 B00AA41 S 015 C01AA41 COPENHAGEN 015 D01AA41 DENMARK 015 E04AA41 X 015 A00AA42 STANDARD CHARTERED BANK MALAYSIA BERHAD 015 B00AA42 S 015 C01AA42 KUALA LUMPUR 015 D01AA42 MALAYSIA 015 E04AA42 X 015 A00AA43 ING BANK (EURASIA) ZAO 015 B00AA43 S 015 C01AA43 MOSCOW 015 D01AA43 RUSSIA 015 E04AA43 X 015 A00AA44 BANCO ITAU CHILE 015 B00AA44 S 015 C01AA44 SANTIAGO 015 D01AA44 CHILE 015 E04AA44 X 015 A00AA45 CITITRUST COL0MBIA S.A. SOCIEDAD FIDUCIARIA 015 B00AA45 S 015 C01AA45 BOGOTA 015 D01AA45 COLOMBIA 015 E04AA45 X 018 00AA00 Y 019 A00AA00 Y 019 B00AA00 44 019 C00AA00 IXISLOOMIS 020 A000001 MERRILL LYNCH, PIERCE, FENNER & SMITH, INC. 020 B000001 13-5674085 020 C000001 166 020 A000002 CREDIT SUISSE SECURITIES (USA) LLC 020 B000002 13-5659485 PAGE 11 020 C000002 156 020 A000003 GOLDMAN SACHS & CO. 020 B000003 13-5108880 020 C000003 136 020 A000004 J.P. MORGAN SECURITIES INC. 020 B000004 13-3224016 020 C000004 109 020 A000005 BNY CONVERGEX EXECUTION SOLUTIONS LLC 020 B000005 13-3989198 020 C000005 89 020 A000006 MORGAN STANLEY 020 B000006 13-2655998 020 C000006 88 020 A000007 BARCLAYS BANK PLC 020 B000007 13-4942190 020 C000007 73 020 A000008 DEUTSCHE BANK SECURITIES, INC. 020 B000008 13-2730828 020 C000008 58 020 A000009 MACQUARIE CAPITAL (USA) INC. 020 B000009 98-0141094 020 C000009 52 020 A000010 CITIGROUP GLOBAL MARKETS, INC. 020 B000010 11-2418191 020 C000010 36 021 000000 1241 022 A000001 STATE STREET BANK & TRUST COMPANY 022 B000001 04-1867445 022 C000001 39576215 022 D000001 0 022 A000002 RBC CAPITAL MARKETS CORP. 022 B000002 13-5033225 022 C000002 7371 022 D000002 1111695 022 A000003 J.P. MORGAN SECURITIES INC. 022 B000003 13-3224016 022 C000003 844328 022 D000003 118666 022 A000004 SCOTIA CAPITAL (USA) INC. 022 B000004 13-5239583 022 C000004 225 022 D000004 541692 022 A000005 MORGAN STANLEY 022 B000005 13-2655998 022 C000005 278460 022 D000005 202644 022 A000006 CITIGROUP GLOBAL MARKETS, INC. 022 B000006 11-2418191 022 C000006 137026 022 D000006 104048 022 A000007 ANZ SECURITIES INC. PAGE 12 022 B000007 13-3763501 022 C000007 216531 022 D000007 501 022 A000008 BARCLAYS BANK PLC 022 B000008 13-4942190 022 C000008 125246 022 D000008 90891 022 A000009 DEUTSCHE BANK SECURITIES, INC. 022 B000009 13-2730828 022 C000009 30032 022 D000009 184081 022 A000010 BANC OF AMERICA SECURITIES CORP. 022 B000010 56-2058405 022 C000010 48390 022 D000010 152581 023 C000000 41757031 023 D000000 3279420 024 000100 N 024 000200 Y 024 001000 Y 024 001200 N 024 001300 Y 024 001700 N 024 002100 Y 024 002200 Y 024 002300 Y 024 002500 Y 024 002600 Y 025 A000201 J.P. MORGAN SECURITIES INC. 025 B000201 13-3224016 025 C000201 E 025 D000201 35547 025 A000202 CITIGROUP GLOBAL MARKETS, INC. 025 B000202 11-2418191 025 C000202 E 025 D000202 20654 025 A000203 BANK OF AMERICA SECURITIES LLC 025 B000203 56-2058405 025 C000203 E 025 D000203 19899 025 A000204 STATE STREET BANK AND TRUST COMPANY 025 B000204 04-1867445 025 C000204 E 025 D000204 19271 025 A000205 BNY CONVERGEX EXECUTION SOLUTIONS LLC 025 B000205 13-3989198 025 C000205 E 025 D000205 14518 025 A001001 MORGAN STANLEY & CO., INC. 025 B001001 13-2655998 025 C001001 D PAGE 13 025 D001001 3430 025 A001002 GOLDMAN SACHS & CO. 025 B001002 13-5108880 025 C001002 D 025 D001002 539 025 A001003 MACQUARIE CAPITAL (USA) INC. 025 B001003 98-0141094 025 C001003 D 025 D001003 499 025 A001004 BARCLAYS BANK PLC 025 B001004 13-4942190 025 C001004 D 025 D001004 365 025 A001005 BANC OF AMERICA SECURITIES CORP. 025 B001005 56-2058405 025 C001005 D 025 D001005 267 025 A001006 CITIGROUP GLOBAL MARKETS, INC. 025 B001006 11-2418191 025 C001006 D 025 D001006 170 025 A001301 CITIGROUP GLOBAL MARKETS, INC. 025 B001301 11-2418191 025 C001301 D 025 D001301 212107 025 A001302 MORGAN STANLEY 025 B001302 13-2655998 025 C001302 D 025 D001302 211868 025 A001303 J.P. MORGAN SECURITIES INC. 025 B001303 13-3224016 025 C001303 D 025 D001303 163383 025 A001304 MERRILL LYNCH, PIERCE, FENNER & SMITH, INC. 025 B001304 13-5674085 025 C001304 D 025 D001304 136610 025 A001305 CREDIT SUISSE SECURITIES (USA) LLC 025 B001305 13-5659485 025 C001305 D 025 D001305 106980 025 A001306 GOLDMAN, SACHS & CO. 025 B001306 13-5108880 025 C001306 D 025 D001306 105641 025 A001307 BANC OF AMERICA SECURITIES CORP. 025 B001307 56-2058405 025 C001307 D 025 D001307 35891 025 A001308 DEUTSCHE BANK SECURITIES, INC. 025 B001308 13-2730828 PAGE 14 025 C001308 D 025 D001308 34862 025 A001309 BARCLAYS BANK PLC 025 B001309 13-4942190 025 C001309 D 025 D001309 6328 025 A002101 J.P. MORGAN SECURITIES INC. 025 B002101 13-3224016 025 C002101 E 025 D002101 996 025 A002201 BARCLAYS BANK PLC 025 B002201 13-4942190 025 C002201 D 025 D002201 1967 025 A002202 J.P. MORGAN SECURITIES INC. 025 B002202 13-3224016 025 C002202 D 025 D002202 1357 025 A002203 MORGAN STANLEY 025 B002203 13-2655998 025 C002203 D 025 D002203 938 025 A002301 CREDIT SUISSE FIRST BOSTON CORPORATION 025 B002301 13-5659485 025 C002301 D 025 D002301 10330 025 A002302 GOLDMAN SACHS & CO. 025 B002302 13-5108880 025 C002302 D 025 D002302 8530 025 A002303 JPMORGAN CHASE SECURITIES, INC. 025 B002303 13-3224016 025 C002303 D 025 D002303 8210 025 A002304 MERRILL LYNCH, PIERCE, FENNER & SMITH INC. 025 B002304 13-5674085 025 C002304 D 025 D002304 5315 025 A002305 CITIGROUP GLOBAL MARKETS, INC. 025 B002305 11-2418191 025 C002305 D 025 D002305 3620 025 A002306 BANC OF AMERICA SECURITIES CORP. 025 B002306 56-2058405 025 C002306 D 025 D002306 3464 025 A002307 DEUTSCHE BANK SECURITIES, INC. 025 B002307 13-2730828 025 C002307 D 025 D002307 3364 025 A002308 MORGAN STANLEY & CO., INC. PAGE 15 025 B002308 13-2655998 025 C002308 D 025 D002308 1598 025 A002501 CITIGROUP GLOBAL MARKETS, INC. 025 B002501 11-2418191 025 C002501 D 025 D002501 211894 025 A002502 MORGAN STANLEY & CO., INC. 025 B002502 13-2655998 025 C002502 D 025 D002502 138328 025 A002503 BARCLAYS BANK PLC 025 B002503 13-4942190 025 C002503 D 025 D002503 87286 025 A002504 JPMORGAN CHASE SECURITIES, INC. 025 B002504 13-3224016 025 C002504 D 025 D002504 54372 025 A002505 MERRILL LYNCH, PIERCE, FENNER & SMITH INC. 025 B002505 13-5674085 025 C002505 D 025 D002505 48878 025 A002506 BANC OF AMERICA SECURITIES CORP. 025 B002506 56-2058405 025 C002506 D 025 D002506 42838 025 A002507 GOLDMAN SACHS & CO. 025 B002507 13-5108880 025 C002507 D 025 D002507 32333 025 A002508 CITIGROUP GLOBAL MARKETS, INC. 025 B002508 11-2418191 025 C002508 E 025 D002508 23230 025 A002509 BANC OF AMERICA SECURITIES CORP. 025 B002509 56-2058405 025 C002509 E 025 D002509 20055 025 A002510 MORGAN STANLEY & CO., INC. 025 B002510 13-2655998 025 C002510 E 025 D002510 1059 025 A002601 CITIGROUP GLOBAL MARKETS, INC. 025 B002601 11-2418191 025 C002601 D 025 D002601 305 025 A002602 MORGAN STANLEY 025 B002602 13-2655998 025 C002602 D 025 D002602 159 PAGE 16 025 A002603 CREDIT SUISSE FIRST BOSTON CORPORATION 025 B002603 13-5659485 025 C002603 D 025 D002603 148 025 A002604 BANC OF AMERICA SECURITIES CORP. 025 B002604 56-2058405 025 C002604 D 025 D002604 144 025 A002605 MERRILL LYNCH, PIERCE, FENNER & SMITH, INC. 025 B002605 13-5674085 025 C002605 D 025 D002605 130 025 A002606 GOLDMAN, SACHS & CO. 025 B002606 13-5108880 025 C002606 D 025 D002606 80 026 A000000 N 026 B000000 Y 026 C000000 Y 026 D000000 Y 026 E000000 N 026 F000000 N 026 G010000 N 026 G020000 Y 026 H000000 N 027 000000 Y 028 A010100 768 028 A020100 0 028 A030100 0 028 A040100 1253 028 B010100 2514 028 B020100 0 028 B030100 0 028 B040100 2935 028 C010100 1017 028 C020100 0 028 C030100 0 028 C040100 1408 028 D010100 2586 028 D020100 0 028 D030100 0 028 D040100 973 028 E010100 2390 028 E020100 0 028 E030100 0 028 E040100 1957 028 F010100 8782 028 F020100 0 028 F030100 0 028 F040100 1686 028 G010100 18057 PAGE 17 028 G020100 0 028 G030100 0 028 G040100 10212 028 H000100 260 028 A010200 145328 028 A020200 0 028 A030200 0 028 A040200 20300 028 B010200 28351 028 B020200 0 028 B030200 0 028 B040200 12220 028 C010200 28868 028 C020200 15382 028 C030200 0 028 C040200 23030 028 D010200 36634 028 D020200 0 028 D030200 0 028 D040200 21317 028 E010200 26910 028 E020200 0 028 E030200 0 028 E040200 19194 028 F010200 30911 028 F020200 0 028 F030200 0 028 F040200 23767 028 G010200 297002 028 G020200 15382 028 G030200 0 028 G040200 119828 028 H000200 549 028 A011000 11640 028 A021000 0 028 A031000 0 028 A041000 4681 028 B011000 18047 028 B021000 0 028 B031000 0 028 B041000 4713 028 C011000 27158 028 C021000 3393 028 C031000 0 028 C041000 4854 028 D011000 29836 028 D021000 0 028 D031000 0 028 D041000 8961 028 E011000 25042 028 E021000 0 PAGE 18 028 E031000 0 028 E041000 7762 028 F011000 33332 028 F021000 0 028 F031000 0 028 F041000 6005 028 G011000 145055 028 G021000 3393 028 G031000 0 028 G041000 36976 028 H001000 6435 028 A011200 12759 028 A021200 0 028 A031200 0 028 A041200 2135 028 B011200 16293 028 B021200 0 028 B031200 0 028 B041200 2679 028 C011200 13643 028 C021200 0 028 C031200 0 028 C041200 4303 028 D011200 8173 028 D021200 0 028 D031200 0 028 D041200 4906 028 E011200 16415 028 E021200 0 028 E031200 0 028 E041200 4217 028 F011200 29101 028 F021200 0 028 F031200 0 028 F041200 6695 028 G011200 96384 028 G021200 0 028 G031200 0 028 G041200 24935 028 H001200 0 028 A011300 254972 028 A021300 26614 028 A031300 0 028 A041300 289776 028 B011300 215186 028 B021300 27305 028 B031300 0 028 B041300 339848 028 C011300 236511 028 C021300 207424 028 C031300 0 PAGE 19 028 C041300 498243 028 D011300 237544 028 D021300 0 028 D031300 0 028 D041300 680994 028 E011300 240553 028 E021300 27452 028 E031300 0 028 E041300 501969 028 F011300 262106 028 F021300 26582 028 F031300 0 028 F041300 386447 028 G011300 1446872 028 G021300 315377 028 G031300 0 028 G041300 2697277 028 H001300 26820 028 A011700 3536 028 A021700 0 028 A031700 0 028 A041700 2919 028 B011700 4808 028 B021700 0 028 B031700 0 028 B041700 2012 028 C011700 9564 028 C021700 0 028 C031700 0 028 C041700 2787 028 D011700 5412 028 D021700 0 028 D031700 0 028 D041700 4131 028 E011700 4393 028 E021700 0 028 E031700 0 028 E041700 4729 028 F011700 4982 028 F021700 0 028 F031700 0 028 F041700 4650 028 G011700 32695 028 G021700 0 028 G031700 0 028 G041700 21228 028 H001700 166 028 A012100 256 028 A022100 0 028 A032100 0 028 A042100 977 PAGE 20 028 B012100 484 028 B022100 0 028 B032100 0 028 B042100 3124 028 C012100 837 028 C022100 118 028 C032100 0 028 C042100 500 028 D012100 910 028 D022100 0 028 D032100 0 028 D042100 437 028 E012100 778 028 E022100 0 028 E032100 0 028 E042100 1037 028 F012100 274 028 F022100 0 028 F032100 0 028 F042100 9261 028 G012100 3539 028 G022100 118 028 G032100 0 028 G042100 15336 028 H002100 12 028 A012200 6125 028 A022200 623 028 A032200 0 028 A042200 7334 028 B012200 7199 028 B022200 688 028 B032200 0 028 B042200 13127 028 C012200 15058 028 C022200 1544 028 C032200 0 028 C042200 8978 028 D012200 7066 028 D022200 609 028 D032200 0 028 D042200 9900 028 E012200 12402 028 E022200 669 028 E032200 0 028 E042200 2375 028 F012200 15322 028 F022200 583 028 F032200 0 028 F042200 21064 028 G012200 63172 028 G022200 4716 PAGE 21 028 G032200 0 028 G042200 62778 028 H002200 656 028 A012300 12614 028 A022300 345 028 A032300 0 028 A042300 10079 028 B012300 45141 028 B022300 353 028 B032300 0 028 B042300 13914 028 C012300 21236 028 C022300 2325 028 C032300 0 028 C042300 19034 028 D012300 14320 028 D022300 378 028 D032300 0 028 D042300 17585 028 E012300 104142 028 E022300 418 028 E032300 0 028 E042300 30073 028 F012300 16222 028 F022300 509 028 F032300 0 028 F042300 55052 028 G012300 213675 028 G022300 4328 028 G032300 0 028 G042300 145737 028 H002300 3826 028 A012500 269572 028 A022500 34339 028 A032500 0 028 A042500 338858 028 B012500 224216 028 B022500 34880 028 B032500 0 028 B042500 421694 028 C012500 264388 028 C022500 50247 028 C032500 0 028 C042500 474678 028 D012500 342684 028 D022500 35700 028 D032500 0 028 D042500 403610 028 E012500 296366 028 E022500 36183 028 E032500 0 PAGE 22 028 E042500 383849 028 F012500 336899 028 F022500 34911 028 F032500 0 028 F042500 344513 028 G012500 1734125 028 G022500 226260 028 G032500 0 028 G042500 2367202 028 H002500 54173 028 A012600 990 028 A022600 63 028 A032600 0 028 A042600 458 028 B012600 1048 028 B022600 46 028 B032600 0 028 B042600 7411 028 C012600 969 028 C022600 435 028 C032600 0 028 C042600 3159 028 D012600 287 028 D022600 41 028 D032600 0 028 D042600 2607 028 E012600 358 028 E022600 36 028 E032600 0 028 E042600 503 028 F012600 1359 028 F022600 42 028 F032600 0 028 F042600 2368 028 G012600 5011 028 G022600 663 028 G032600 0 028 G042600 16506 028 H002600 95 029 000100 Y 029 000200 Y 029 001000 Y 029 001200 N 029 001300 Y 029 001700 Y 029 002100 Y 029 002200 Y 029 002300 Y 029 002500 Y 029 002600 Y 030 A000100 11 PAGE 23 030 B000100 5.75 030 C000100 0.00 030 A000200 23 030 B000200 5.75 030 C000200 0.00 030 A001000 300 030 B001000 5.75 030 C001000 0.00 030 A001200 0 030 B001200 0.00 030 C001200 0.00 030 A001300 1032 030 B001300 4.50 030 C001300 0.00 030 A001700 9 030 B001700 5.75 030 C001700 0.00 030 A002100 0 030 B002100 5.75 030 C002100 0.00 030 A002200 27 030 B002200 4.50 030 C002200 0.00 030 A002300 87 030 B002300 3.00 030 C002300 0.00 030 A002500 2124 030 B002500 4.50 030 C002500 0.00 030 A002600 4 030 B002600 4.50 030 C002600 0.00 031 A000100 1 031 B000100 0 031 A000200 3 031 B000200 0 031 A001000 39 031 B001000 0 031 A001200 0 031 B001200 0 031 A001300 126 031 B001300 0 031 A001700 1 031 B001700 0 031 A002100 0 031 B002100 0 031 A002200 3 031 B002200 0 031 A002300 11 031 B002300 0 031 A002500 257 PAGE 24 031 B002500 0 031 A002600 1 031 B002600 0 032 000100 10 032 000200 20 032 001000 261 032 001200 0 032 001300 906 032 001700 8 032 002100 0 032 002200 24 032 002300 76 032 002500 1867 032 002600 3 033 000100 0 033 000200 0 033 001000 0 033 001200 0 033 001300 0 033 001700 0 033 002100 0 033 002200 0 033 002300 0 033 002500 0 033 002600 0 034 000100 Y 034 000200 Y 034 001000 Y 034 001200 N 034 001300 Y 034 001700 Y 034 002100 Y 034 002200 Y 034 002300 Y 034 002500 Y 034 002600 Y 035 000100 5 035 000200 3 035 001000 12 035 001200 0 035 001300 218 035 001700 0 035 002100 0 035 002200 22 035 002300 20 035 002500 395 035 002600 1 036 A000100 N 036 B000100 0 036 A000200 N 036 B000200 0 PAGE 25 036 A001000 N 036 B001000 0 036 B001200 0 036 A001300 N 036 B001300 0 036 A001700 N 036 B001700 0 036 A002100 N 036 B002100 0 036 A002200 N 036 B002200 0 036 A002300 N 036 B002300 0 036 A002500 N 036 B002500 0 036 A002600 N 036 B002600 0 037 000100 N 037 000200 N 037 001000 N 037 001200 N 037 001300 N 037 001700 N 037 002100 N 037 002200 N 037 002300 N 037 002500 N 037 002600 N 038 000100 0 038 000200 0 038 001000 0 038 001200 0 038 001300 0 038 001700 0 038 002100 0 038 002200 0 038 002300 0 038 002500 0 038 002600 0 039 000100 N 039 000200 N 039 001000 N 039 001200 N 039 001300 N 039 001700 N 039 002100 N 039 002200 N 039 002300 N 039 002500 N 039 002600 N 040 000100 Y PAGE 26 040 000200 Y 040 001000 Y 040 001200 Y 040 001300 Y 040 001700 Y 040 002100 Y 040 002200 Y 040 002300 Y 040 002500 Y 040 002600 Y 041 000100 Y 041 000200 Y 041 001000 Y 041 001200 Y 041 001300 Y 041 001700 Y 041 002100 Y 041 002200 Y 041 002300 Y 041 002500 Y 041 002600 Y 042 A000100 0 042 B000100 0 042 C000100 100 042 D000100 0 042 E000100 0 042 F000100 0 042 G000100 0 042 H000100 0 042 A000200 0 042 B000200 0 042 C000200 100 042 D000200 0 042 E000200 0 042 F000200 0 042 G000200 0 042 H000200 0 042 A001000 0 042 B001000 0 042 C001000 100 042 D001000 0 042 E001000 0 042 F001000 0 042 G001000 0 042 H001000 0 042 A001200 0 042 B001200 0 042 C001200 100 042 D001200 0 042 E001200 0 042 F001200 0 PAGE 27 042 G001200 0 042 H001200 0 042 A001300 0 042 B001300 0 042 C001300 100 042 D001300 0 042 E001300 0 042 F001300 0 042 G001300 0 042 H001300 0 042 A001700 0 042 B001700 0 042 C001700 100 042 D001700 0 042 E001700 0 042 F001700 0 042 G001700 0 042 H001700 0 042 A002100 0 042 B002100 0 042 C002100 100 042 D002100 0 042 E002100 0 042 F002100 0 042 G002100 0 042 H002100 0 042 A002200 0 042 B002200 0 042 C002200 100 042 D002200 0 042 E002200 0 042 F002200 0 042 G002200 0 042 H002200 0 042 A002300 0 042 B002300 0 042 C002300 100 042 D002300 0 042 E002300 0 042 F002300 0 042 G002300 0 042 H002300 0 042 A002500 0 042 B002500 0 042 C002500 100 042 D002500 0 042 E002500 0 042 F002500 0 042 G002500 0 042 H002500 0 042 A002600 0 PAGE 28 042 B002600 0 042 C002600 100 042 D002600 0 042 E002600 0 042 F002600 0 042 G002600 0 042 H002600 0 043 000100 124 043 000200 255 043 001000 733 043 001200 124 043 001300 16160 043 001700 104 043 002100 11 043 002200 203 043 002300 644 043 002500 33198 043 002600 53 044 000100 0 044 000200 0 044 001000 0 044 001200 0 044 001300 0 044 001700 0 044 002100 0 044 002200 0 044 002300 0 044 002500 0 044 002600 0 045 000100 Y 045 000200 Y 045 001000 Y 045 001200 Y 045 001300 Y 045 001700 Y 045 002100 Y 045 002200 Y 045 002300 Y 045 002500 Y 045 002600 Y 046 000100 N 046 000200 N 046 001000 N 046 001200 N 046 001300 N 046 001700 N 046 002100 N 046 002200 N 046 002300 N 046 002500 N 046 002600 N PAGE 29 047 000100 Y 047 000200 Y 047 001000 Y 047 001200 Y 047 001300 Y 047 001700 Y 047 002100 Y 047 002200 Y 047 002300 Y 047 002500 Y 047 002600 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 0.000 048 I010100 0 048 I020100 0.000 048 J010100 0 048 J020100 0.000 048 K010100 0 048 K020100 0.000 048 000200 0.500 048 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 PAGE 30 048 I010200 0 048 I020200 0.000 048 J010200 0 048 J020200 0.000 048 K010200 0 048 K020200 0.000 048 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 0 048 I021000 0.000 048 J011000 0 048 J021000 0.000 048 K011000 0 048 K021000 0.000 048 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 0 048 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 PAGE 31 048 K021200 0.000 048 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 0.000 048 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 0.000 048 002100 0.500 048 A012100 0 048 A022100 0.000 048 B012100 0 PAGE 32 048 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 0.000 048 002200 0.600 048 A012200 0 048 A022200 0.000 048 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 0 048 J022200 0.000 048 K012200 0 048 K022200 0.000 048 002300 0.000 048 A012300 250000 048 A022300 0.500 048 B012300 0 048 B022300 0.000 048 C012300 0 048 C022300 0.000 048 D012300 0 048 D022300 0.000 PAGE 33 048 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 0.000 048 J012300 0 048 J022300 0.000 048 K012300 250000 048 K022300 0.400 048 002500 0.000 048 A012500 200000 048 A022500 0.650 048 B012500 1800000 048 B022500 0.600 048 C012500 13000000 048 C022500 0.550 048 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 0.000 048 J012500 0 048 J022500 0.000 048 K012500 15000000 048 K022500 0.540 048 002600 0.600 048 A012600 0 048 A022600 0.000 048 B012600 0 048 B022600 0.000 048 C012600 0 048 C022600 0.000 048 D012600 0 048 D022600 0.000 048 E012600 0 048 E022600 0.000 048 F012600 0 048 F022600 0.000 048 G012600 0 PAGE 34 048 G022600 0.000 048 H012600 0 048 H022600 0.000 048 I012600 0 048 I022600 0.000 048 J012600 0 048 J022600 0.000 048 K012600 0 048 K022600 0.000 049 000100 N 049 000200 N 049 001000 N 049 001200 N 049 001300 N 049 001700 N 049 002100 N 049 002200 N 049 002300 N 049 002500 N 049 002600 N 050 000100 N 050 000200 N 050 001000 N 050 001200 N 050 001300 N 050 001700 N 050 002100 N 050 002200 N 050 002300 N 050 002500 N 050 002600 N 051 000100 N 051 000200 N 051 001000 N 051 001200 N 051 001300 N 051 001700 N 051 002100 N 051 002200 N 051 002300 N 051 002500 N 051 002600 N 052 000100 N 052 000200 N 052 001000 N 052 001200 N 052 001300 N 052 001700 N 052 002100 N 052 002200 N 052 002300 N PAGE 35 052 002500 N 052 002600 N 053 A000100 Y 053 B000100 Y 053 C000100 N 053 A000200 Y 053 B000200 Y 053 C000200 N 053 A001000 Y 053 B001000 Y 053 C001000 N 053 A001200 Y 053 B001200 Y 053 C001200 N 053 A001300 Y 053 B001300 Y 053 C001300 N 053 A001700 Y 053 B001700 Y 053 C001700 N 053 A002100 Y 053 B002100 Y 053 C002100 N 053 A002200 Y 053 B002200 Y 053 C002200 N 053 A002300 Y 053 B002300 Y 053 C002300 N 053 A002500 Y 053 B002500 Y 053 C002500 N 053 A002600 Y 053 B002600 Y 053 C002600 N 054 A00AA00 Y 054 B00AA00 Y 054 C00AA00 N 054 D00AA00 N 054 E00AA00 N 054 F00AA00 N 054 G00AA00 N 054 H00AA00 Y 054 I00AA00 N 054 J00AA00 Y 054 K00AA00 N 054 L00AA00 N 054 M00AA00 Y 054 N00AA00 N 054 O00AA00 N 055 A000100 N PAGE 36 055 B000100 N 055 A000200 N 055 B000200 N 055 A001000 N 055 B001000 N 055 A001200 N 055 B001200 N 055 A001300 N 055 B001300 N 055 A001700 Y 055 B001700 N 055 A002100 Y 055 B002100 N 055 A002200 N 055 B002200 N 055 A002300 N 055 B002300 N 055 A002500 N 055 B002500 N 055 A002600 Y 055 B002600 N 056 000100 Y 056 000200 Y 056 001000 Y 056 001200 Y 056 001300 Y 056 001700 Y 056 002100 Y 056 002200 Y 056 002300 Y 056 002500 Y 056 002600 Y 057 000100 N 057 000200 N 057 001000 N 057 001200 N 057 001300 N 057 001700 N 057 002100 N 057 002200 N 057 002300 N 057 002500 N 057 002600 N 058 A000100 N 058 A000200 N 058 A001000 N 058 A001200 N 058 A001300 N 058 A001700 N 058 A002100 N 058 A002200 N PAGE 37 058 A002300 N 058 A002500 N 058 A002600 N 059 000100 Y 059 000200 Y 059 001000 Y 059 001200 Y 059 001300 Y 059 001700 Y 059 002100 Y 059 002200 Y 059 002300 Y 059 002500 Y 059 002600 Y 060 A000100 Y 060 B000100 Y 060 A000200 Y 060 B000200 Y 060 A001000 Y 060 B001000 Y 060 A001200 Y 060 B001200 Y 060 A001300 Y 060 B001300 Y 060 A001700 Y 060 B001700 Y 060 A002100 Y 060 B002100 Y 060 A002200 Y 060 B002200 Y 060 A002300 Y 060 B002300 Y 060 A002500 Y 060 B002500 Y 060 A002600 N 060 B002600 N 061 000100 2500 061 000200 2500 061 001000 2500 061 001200 2500 061 001300 2500 061 001700 2500 061 002100 2500 061 002200 2500 061 002300 2500 061 002500 2500 061 002600 2500 062 A000100 N 062 B000100 0.0 062 C000100 0.0 062 D000100 0.0 PAGE 38 062 E000100 0.0 062 F000100 0.0 062 G000100 0.0 062 H000100 0.0 062 I000100 0.0 062 J000100 0.0 062 K000100 0.0 062 L000100 0.0 062 M000100 0.0 062 N000100 0.0 062 O000100 0.0 062 P000100 0.0 062 Q000100 0.0 062 R000100 0.0 062 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 0.0 062 O000200 0.0 062 P000200 0.0 062 Q000200 0.0 062 R000200 0.0 062 A001000 N 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 0.0 062 N001000 0.0 062 O001000 0.0 062 P001000 0.0 062 Q001000 0.0 062 R001000 0.0 062 A001200 N PAGE 39 062 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 0.0 062 A001300 Y 062 B001300 0.0 062 C001300 0.0 062 D001300 1.0 062 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 0.0 062 L001300 0.0 062 M001300 2.5 062 N001300 0.9 062 O001300 0.7 062 P001300 71.1 062 Q001300 22.7 062 R001300 0.0 062 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 0.0 062 L001700 0.0 062 M001700 0.0 062 N001700 0.0 062 O001700 0.0 062 P001700 0.0 PAGE 40 062 Q001700 0.0 062 R001700 0.0 062 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 0.0 062 A002200 Y 062 B002200 0.0 062 C002200 0.0 062 D002200 9.8 062 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 0.0 062 M002200 0.0 062 N002200 0.0 062 O002200 0.0 062 P002200 66.9 062 Q002200 13.7 062 R002200 7.0 062 A002300 Y 062 B002300 0.0 062 C002300 0.0 062 D002300 0.4 062 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 0.0 062 M002300 23.3 PAGE 41 062 N002300 53.0 062 O002300 0.0 062 P002300 21.3 062 Q002300 1.0 062 R002300 0.0 062 A002500 Y 062 B002500 0.0 062 C002500 0.0 062 D002500 1.4 062 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 0.0 062 M002500 2.4 062 N002500 0.0 062 O002500 1.3 062 P002500 64.8 062 Q002500 20.3 062 R002500 8.4 062 A002600 Y 062 B002600 0.0 062 C002600 0.0 062 D002600 0.0 062 E002600 0.0 062 F002600 0.0 062 G002600 0.0 062 H002600 0.0 062 I002600 0.0 062 J002600 0.0 062 K002600 0.0 062 L002600 0.0 062 M002600 0.0 062 N002600 0.0 062 O002600 0.0 062 P002600 25.5 062 Q002600 72.5 062 R002600 0.0 063 A000100 0 063 B000100 0.0 063 A000200 0 063 B000200 0.0 063 A001000 0 063 B001000 0.0 063 A001200 0 063 B001200 0.0 063 A001300 0 063 B001300 9.6 PAGE 42 063 A001700 0 063 B001700 0.0 063 A002100 0 063 B002100 0.0 063 A002200 0 063 B002200 9.4 063 A002300 0 063 B002300 2.8 063 A002500 0 063 B002500 11.2 063 A002600 0 063 B002600 7.2 064 A001300 Y 064 B001300 N 064 A002200 N 064 B002200 Y 064 A002300 Y 064 B002300 N 064 A002500 Y 064 B002500 Y 064 A002600 N 064 B002600 N 065 002200 N 065 002500 N 066 A000100 Y 066 B000100 N 066 C000100 N 066 D000100 Y 066 E000100 N 066 F000100 N 066 G000100 N 066 A000200 Y 066 B000200 N 066 C000200 N 066 D000200 N 066 E000200 Y 066 F000200 N 066 G000200 N 066 A001000 Y 066 B001000 N 066 C001000 N 066 D001000 N 066 E001000 N 066 F001000 N 066 G001000 Y 066 A001200 Y 066 B001200 N 066 C001200 N 066 D001200 Y 066 E001200 N 066 F001200 N PAGE 43 066 G001200 N 066 A001300 N 066 A001700 Y 066 B001700 N 066 C001700 N 066 D001700 Y 066 E001700 N 066 F001700 N 066 G001700 N 066 A002100 Y 066 B002100 N 066 C002100 N 066 D002100 Y 066 E002100 N 066 F002100 N 066 G002100 N 066 A002200 N 066 A002300 N 066 A002500 N 066 A002600 N 067 000100 N 067 000200 N 067 001000 N 067 001200 N 067 001300 N 067 001700 N 067 002100 N 067 002200 N 067 002300 N 067 002500 N 067 002600 N 068 A000100 N 068 B000100 N 068 A000200 N 068 B000200 N 068 A001000 N 068 B001000 N 068 A001200 N 068 B001200 N 068 A001300 N 068 B001300 N 068 A001700 N 068 B001700 N 068 A002100 N 068 B002100 N 068 A002200 N 068 B002200 N 068 A002300 N 068 B002300 N 068 A002500 N 068 B002500 N PAGE 44 068 A002600 N 068 B002600 Y 069 000100 N 069 000200 N 069 001000 N 069 001200 N 069 001300 N 069 001700 N 069 002100 N 069 002200 N 069 002300 N 069 002500 N 069 002600 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 Y 070 M010100 Y 070 M020100 N 070 N010100 Y 070 N020100 N 070 O010100 Y 070 O020100 N 070 P010100 Y 070 P020100 N 070 Q010100 Y 070 Q020100 N 070 R010100 Y 070 R020100 N 070 A010200 Y 070 A020200 Y PAGE 45 070 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 N 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 Y 070 P020200 N 070 Q010200 Y 070 Q020200 N 070 R010200 Y 070 R020200 N 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 PAGE 46 070 I021000 N 070 J011000 Y 070 J021000 N 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 Y 070 P021000 N 070 Q011000 Y 070 Q021000 N 070 R011000 Y 070 R021000 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 Y 070 P021200 N PAGE 47 070 Q011200 Y 070 Q021200 N 070 R011200 Y 070 R021200 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 N 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 Y 070 P021300 N 070 Q011300 Y 070 Q021300 N 070 R011300 Y 070 R021300 N 070 A011700 Y 070 A021700 Y 070 B011700 Y 070 B021700 Y 070 C011700 Y 070 C021700 N 070 D011700 Y 070 D021700 N 070 E011700 Y 070 E021700 N 070 F011700 Y PAGE 48 070 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 Y 070 N011700 Y 070 N021700 N 070 O011700 Y 070 O021700 N 070 P011700 Y 070 P021700 N 070 Q011700 Y 070 Q021700 N 070 R011700 Y 070 R021700 N 070 A012100 Y 070 A022100 Y 070 B012100 Y 070 B022100 Y 070 C012100 Y 070 C022100 N 070 D012100 Y 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 N 070 M012100 Y 070 M022100 N PAGE 49 070 N012100 Y 070 N022100 N 070 O012100 Y 070 O022100 N 070 P012100 Y 070 P022100 N 070 Q012100 Y 070 Q022100 N 070 R012100 Y 070 R022100 N 070 A012200 Y 070 A022200 Y 070 B012200 Y 070 B022200 N 070 C012200 Y 070 C022200 N 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 N 070 K012200 Y 070 K022200 Y 070 L012200 Y 070 L022200 Y 070 M012200 Y 070 M022200 Y 070 N012200 Y 070 N022200 N 070 O012200 Y 070 O022200 N 070 P012200 Y 070 P022200 N 070 Q012200 Y 070 Q022200 N 070 R012200 N 070 R022200 N 070 A012300 Y 070 A022300 Y 070 B012300 Y 070 B022300 N 070 C012300 Y PAGE 50 070 C022300 N 070 D012300 Y 070 D022300 N 070 E012300 Y 070 E022300 N 070 F012300 Y 070 F022300 N 070 G012300 Y 070 G022300 N 070 H012300 Y 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 N 070 M012300 Y 070 M022300 N 070 N012300 Y 070 N022300 N 070 O012300 Y 070 O022300 N 070 P012300 Y 070 P022300 N 070 Q012300 Y 070 Q022300 N 070 R012300 Y 070 R022300 N 070 A012500 Y 070 A022500 Y 070 B012500 Y 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 N PAGE 51 070 K012500 Y 070 K022500 Y 070 L012500 Y 070 L022500 Y 070 M012500 Y 070 M022500 Y 070 N012500 Y 070 N022500 N 070 O012500 Y 070 O022500 N 070 P012500 Y 070 P022500 N 070 Q012500 Y 070 Q022500 N 070 R012500 Y 070 R022500 N 070 A012600 Y 070 A022600 Y 070 B012600 Y 070 B022600 N 070 C012600 Y 070 C022600 N 070 D012600 Y 070 D022600 N 070 E012600 Y 070 E022600 N 070 F012600 Y 070 F022600 N 070 G012600 Y 070 G022600 N 070 H012600 Y 070 H022600 N 070 I012600 N 070 I022600 N 070 J012600 Y 070 J022600 N 070 K012600 Y 070 K022600 N 070 L012600 Y 070 L022600 Y 070 M012600 Y 070 M022600 Y 070 N012600 Y 070 N022600 N 070 O012600 Y 070 O022600 N 070 P012600 Y 070 P022600 N 070 Q012600 Y 070 Q022600 N 070 R012600 Y PAGE 52 070 R022600 N 071 A000100 16010 071 B000100 8942 071 C000100 107302 071 D000100 8 071 A000200 345824 071 B000200 169893 071 C000200 1142565 071 D000200 15 071 A001000 229399 071 B001000 142694 071 C001000 364314 071 D001000 39 071 A001200 132000 071 B001200 68954 071 C001200 175964 071 D001200 39 071 A001300 616439 071 B001300 1761081 071 C001300 9571733 071 D001300 6 071 A001700 112687 071 B001700 108439 071 C001700 118950 071 D001700 91 071 A002100 20172 071 B002100 31890 071 C002100 33902 071 D002100 60 071 A002200 46349 071 B002200 50746 071 C002200 151272 071 D002200 31 071 A002300 231894 071 B002300 166539 071 C002300 372814 071 D002300 45 071 A002500 1310584 071 B002500 1937578 071 C002500 13160503 071 D002500 10 071 A002600 12631 071 B002600 23280 071 C002600 26379 071 D002600 48 072 A000100 6 072 B000100 0 072 C000100 737 072 D000100 0 072 E000100 0 072 F000100 270 PAGE 53 072 G000100 25 072 H000100 0 072 I000100 96 072 J000100 9 072 K000100 0 072 L000100 15 072 M000100 16 072 N000100 42 072 O000100 0 072 P000100 0 072 Q000100 0 072 R000100 21 072 S000100 1 072 T000100 124 072 U000100 0 072 V000100 0 072 W000100 5 072 X000100 624 072 Y000100 0 072 Z000100 112 072AA000100 2784 072BB000100 31 072CC010100 9131 072CC020100 0 072DD010100 0 072DD020100 0 072EE000100 0 072 A000200 6 072 B000200 0 072 C000200 11092 072 D000200 0 072 E000200 0 072 F000200 2962 072 G000200 277 072 H000200 0 072 I000200 718 072 J000200 18 072 K000200 0 072 L000200 50 072 M000200 33 072 N000200 58 072 O000200 0 072 P000200 0 072 Q000200 0 072 R000200 17 072 S000200 13 072 T000200 255 072 U000200 0 072 V000200 0 072 W000200 18 072 X000200 4419 PAGE 54 072 Y000200 0 072 Z000200 6672 072AA000200 30563 072BB000200 8090 072CC010200 181565 072CC020200 0 072DD010200 1714 072DD020200 14603 072EE000200 0 072 A001000 6 072 B001000 3420 072 C001000 1169 072 D001000 0 072 E001000 0 072 F001000 1435 072 G001000 89 072 H001000 0 072 I001000 110 072 J001000 96 072 K001000 0 072 L001000 15 072 M001000 16 072 N001000 31 072 O001000 0 072 P001000 0 072 Q001000 0 072 R001000 26 072 S001000 4 072 T001000 733 072 U001000 0 072 V001000 0 072 W001000 92 072 X001000 2646 072 Y001000 0 072 Z001000 1943 072AA001000 26039 072BB001000 4490 072CC011000 19362 072CC021000 0 072DD011000 1364 072DD021000 4246 072EE001000 0 072 A001200 6 072 B001200 0 072 C001200 103 072 D001200 0 072 E001200 0 072 F001200 679 072 G001200 42 072 H001200 0 072 I001200 95 PAGE 55 072 J001200 12 072 K001200 0 072 L001200 15 072 M001200 14 072 N001200 22 072 O001200 0 072 P001200 0 072 Q001200 0 072 R001200 19 072 S001200 2 072 T001200 124 072 U001200 0 072 V001200 0 072 W001200 26 072 X001200 1049 072 Y001200 20 072 Z001200 -926 072AA001200 20762 072BB001200 3642 072CC011200 34048 072CC021200 0 072DD011200 0 072DD021200 0 072EE001200 0 072 A001300 6 072 B001300 260813 072 C001300 0 072 D001300 0 072 E001300 0 072 F001300 19517 072 G001300 2280 072 H001300 0 072 I001300 4117 072 J001300 235 072 K001300 0 072 L001300 360 072 M001300 109 072 N001300 125 072 O001300 0 072 P001300 0 072 Q001300 0 072 R001300 31 072 S001300 127 072 T001300 16160 072 U001300 0 072 V001300 0 072 W001300 150 072 X001300 43211 072 Y001300 0 072 Z001300 217602 072AA001300 133821 PAGE 56 072BB001300 8372 072CC011300 0 072CC021300 121801 072DD011300 70587 072DD021300 164400 072EE001300 207184 072 A001700 6 072 B001700 0 072 C001700 341 072 D001700 0 072 E001700 0 072 F001700 461 072 G001700 29 072 H001700 0 072 I001700 66 072 J001700 13 072 K001700 0 072 L001700 7 072 M001700 21 072 N001700 32 072 O001700 0 072 P001700 0 072 Q001700 0 072 R001700 26 072 S001700 1 072 T001700 104 072 U001700 0 072 V001700 0 072 W001700 7 072 X001700 766 072 Y001700 48 072 Z001700 -378 072AA001700 24205 072BB001700 4718 072CC011700 11073 072CC021700 0 072DD011700 0 072DD021700 0 072EE001700 0 072 A002100 6 072 B002100 0 072 C002100 249 072 D002100 0 072 E002100 0 072 F002100 89 072 G002100 8 072 H002100 0 072 I002100 11 072 J002100 12 072 K002100 0 072 L002100 3 PAGE 57 072 M002100 19 072 N002100 35 072 O002100 0 072 P002100 0 072 Q002100 0 072 R002100 27 072 S002100 0 072 T002100 11 072 U002100 0 072 V002100 0 072 W002100 7 072 X002100 221 072 Y002100 32 072 Z002100 60 072AA002100 4883 072BB002100 542 072CC012100 1823 072CC022100 0 072DD012100 3 072DD022100 120 072EE002100 0 072 A002200 6 072 B002200 5644 072 C002200 171 072 D002200 0 072 E002200 0 072 F002200 491 072 G002200 38 072 H002200 0 072 I002200 80 072 J002200 17 072 K002200 0 072 L002200 12 072 M002200 14 072 N002200 37 072 O002200 0 072 P002200 0 072 Q002200 0 072 R002200 24 072 S002200 2 072 T002200 203 072 U002200 0 072 V002200 0 072 W002200 21 072 X002200 939 072 Y002200 0 072 Z002200 4876 072AA002200 6023 072BB002200 272 072CC012200 1981 072CC022200 0 PAGE 58 072DD012200 2798 072DD022200 3272 072EE002200 0 072 A002300 6 072 B002300 4163 072 C002300 0 072 D002300 0 072 E002300 0 072 F002300 877 072 G002300 88 072 H002300 0 072 I002300 132 072 J002300 14 072 K002300 0 072 L002300 12 072 M002300 20 072 N002300 52 072 O002300 0 072 P002300 0 072 Q002300 0 072 R002300 24 072 S002300 4 072 T002300 644 072 U002300 0 072 V002300 0 072 W002300 8 072 X002300 1877 072 Y002300 104 072 Z002300 2390 072AA002300 3770 072BB002300 1212 072CC012300 0 072CC022300 3044 072DD012300 2169 072DD022300 1723 072EE002300 2885 072 A002500 6 072 B002500 385293 072 C002500 27834 072 D002500 0 072 E002500 0 072 F002500 37539 072 G002500 3142 072 H002500 0 072 I002500 4816 072 J002500 351 072 K002500 0 072 L002500 510 072 M002500 141 072 N002500 195 072 O002500 0 PAGE 59 072 P002500 0 072 Q002500 0 072 R002500 32 072 S002500 160 072 T002500 33198 072 U002500 0 072 V002500 0 072 W002500 199 072 X002500 80283 072 Y002500 0 072 Z002500 332845 072AA002500 171311 072BB002500 17161 072CC012500 269416 072CC022500 0 072DD012500 164141 072DD022500 206397 072EE002500 0 072 A002600 6 072 B002600 465 072 C002600 0 072 D002600 0 072 E002600 0 072 F002600 81 072 G002600 6 072 H002600 0 072 I002600 8 072 J002600 22 072 K002600 0 072 L002600 2 072 M002600 11 072 N002600 27 072 O002600 0 072 P002600 0 072 Q002600 0 072 R002600 24 072 S002600 0 072 T002600 53 072 U002600 0 072 V002600 0 072 W002600 4 072 X002600 237 072 Y002600 69 072 Z002600 297 072AA002600 1746 072BB002600 425 072CC012600 0 072CC022600 1191 072DD012600 396 072DD022600 180 072EE002600 333 PAGE 60 073 A010100 0.0000 073 A020100 0.0000 073 B000100 0.0000 073 C000100 0.0000 073 A010200 0.0000 073 A020200 0.0000 073 B000200 0.0000 073 C000200 0.0000 073 A011000 0.0000 073 A021000 0.0000 073 B001000 0.0000 073 C001000 0.0000 073 A011200 0.0000 073 A021200 0.0000 073 B001200 0.0000 073 C001200 0.0000 073 A011300 0.0000 073 A021300 0.0000 073 B001300 0.2608 073 C001300 0.0000 073 A011700 0.0000 073 A021700 0.0000 073 B001700 0.0000 073 C001700 0.0000 073 A012100 0.0000 073 A022100 0.0000 073 B002100 0.0000 073 C002100 0.0000 073 A012200 0.0000 073 A022200 0.0000 073 B002200 0.0000 073 C002200 0.0000 073 A012300 0.0000 073 A022300 0.0000 073 B002300 0.0922 073 C002300 0.0000 073 A012500 0.0000 073 A022500 0.0000 073 B002500 0.0000 073 C002500 0.0000 073 A012600 0.0000 073 A022600 0.0000 073 B002600 0.1391 073 C002600 0.0000 074 A000100 0 074 B000100 8716 074 C000100 0 074 D000100 0 074 E000100 0 074 F000100 118163 074 G000100 0 PAGE 61 074 H000100 0 074 I000100 0 074 J000100 0 074 K000100 0 074 L000100 302 074 M000100 0 074 N000100 127181 074 O000100 7060 074 P000100 150 074 Q000100 0 074 R010100 0 074 R020100 0 074 R030100 0 074 R040100 351 074 S000100 0 074 T000100 119620 074 U010100 5379 074 U020100 14873 074 V010100 0.00 074 V020100 0.00 074 W000100 0.0000 074 X000100 7325 074 Y000100 0 074 A000200 0 074 B000200 33203 074 C000200 0 074 D000200 0 074 E000200 0 074 F000200 1289202 074 G000200 0 074 H000200 0 074 I000200 0 074 J000200 0 074 K000200 0 074 L000200 3599 074 M000200 0 074 N000200 1326004 074 O000200 0 074 P000200 853 074 Q000200 0 074 R010200 0 074 R020200 0 074 R030200 0 074 R040200 4817 074 S000200 0 074 T000200 1320334 074 U010200 7970 074 U020200 58378 074 V010200 0.00 074 V020200 0.00 074 W000200 0.0000 PAGE 62 074 X000200 7505 074 Y000200 0 074 A001000 4348 074 B001000 26922 074 C001000 0 074 D001000 117667 074 E001000 1438 074 F001000 316545 074 G001000 0 074 H001000 0 074 I001000 70 074 J001000 341 074 K001000 0 074 L001000 5641 074 M001000 0 074 N001000 472972 074 O001000 4742 074 P001000 441 074 Q001000 0 074 R011000 0 074 R021000 0 074 R031000 0 074 R041000 469 074 S001000 0 074 T001000 467320 074 U011000 6094 074 U021000 22696 074 V011000 0.00 074 V021000 0.00 074 W001000 0.0000 074 X001000 4282 074 Y001000 0 074 A001200 0 074 B001200 16104 074 C001200 0 074 D001200 0 074 E001200 0 074 F001200 238296 074 G001200 0 074 H001200 0 074 I001200 0 074 J001200 2494 074 K001200 0 074 L001200 2771 074 M001200 0 074 N001200 259665 074 O001200 9413 074 P001200 237 074 Q001200 0 074 R011200 0 074 R021200 0 PAGE 63 074 R031200 0 074 R041200 479 074 S001200 0 074 T001200 249536 074 U011200 6500 074 U021200 7179 074 V011200 18.58 074 V021200 17.93 074 W001200 0.0000 074 X001200 9593 074 Y001200 0 074 A001300 6316 074 B001300 96946 074 C001300 0 074 D001300 8941663 074 E001300 0 074 F001300 0 074 G001300 0 074 H001300 0 074 I001300 17640 074 J001300 1637 074 K001300 0 074 L001300 162252 074 M001300 0 074 N001300 9226454 074 O001300 46755 074 P001300 3768 074 Q001300 0 074 R011300 0 074 R021300 0 074 R031300 0 074 R041300 21572 074 S001300 0 074 T001300 9154359 074 U011300 217904 074 U021300 528173 074 V011300 0.00 074 V021300 0.00 074 W001300 0.0000 074 X001300 77823 074 Y001300 0 074 A001700 0 074 B001700 4484 074 C001700 0 074 D001700 0 074 E001700 0 074 F001700 139127 074 G001700 78 074 H001700 0 074 I001700 0 074 J001700 0 PAGE 64 074 K001700 0 074 L001700 449 074 M001700 0 074 N001700 144138 074 O001700 680 074 P001700 150 074 Q001700 0 074 R011700 0 074 R021700 0 074 R031700 0 074 R041700 230 074 S001700 0 074 T001700 143078 074 U011700 3023 074 U021700 1627 074 V011700 0.00 074 V021700 0.00 074 W001700 0.0000 074 X001700 2271 074 Y001700 0 074 A002100 0 074 B002100 0 074 C002100 0 074 D002100 0 074 E002100 0 074 F002100 28449 074 G002100 0 074 H002100 0 074 I002100 0 074 J002100 8463 074 K002100 0 074 L002100 3 074 M002100 0 074 N002100 36915 074 O002100 0 074 P002100 71 074 Q002100 0 074 R012100 0 074 R022100 0 074 R032100 19 074 R042100 8119 074 S002100 0 074 T002100 28706 074 U012100 278 074 U022100 3231 074 V012100 0.00 074 V022100 0.00 074 W002100 0.0000 074 X002100 379 074 Y002100 0 074 A002200 5 PAGE 65 074 B002200 16611 074 C002200 0 074 D002200 136150 074 E002200 9474 074 F002200 2412 074 G002200 0 074 H002200 0 074 I002200 1039 074 J002200 131 074 K002200 0 074 L002200 6314 074 M002200 0 074 N002200 172136 074 O002200 1619 074 P002200 208 074 Q002200 0 074 R012200 0 074 R022200 0 074 R032200 0 074 R042200 242 074 S002200 0 074 T002200 170067 074 U012200 14807 074 U022200 18448 074 V012200 0.00 074 V022200 0.00 074 W002200 0.0000 074 X002200 6545 074 Y002200 0 074 A002300 0 074 B002300 1839 074 C002300 0 074 D002300 401744 074 E002300 0 074 F002300 0 074 G002300 0 074 H002300 0 074 I002300 0 074 J002300 0 074 K002300 0 074 L002300 5522 074 M002300 0 074 N002300 409105 074 O002300 0 074 P002300 394 074 Q002300 0 074 R012300 0 074 R022300 0 074 R032300 0 074 R042300 1173 074 S002300 0 PAGE 66 074 T002300 407538 074 U012300 20489 074 U022300 13850 074 V012300 0.00 074 V022300 0.00 074 W002300 0.0000 074 X002300 22865 074 Y002300 0 074 A002500 19716 074 B002500 187523 074 C002500 0 074 D002500 11982934 074 E002500 398569 074 F002500 721032 074 G002500 0 074 H002500 0 074 I002500 70932 074 J002500 6447 074 K002500 0 074 L002500 232485 074 M002500 3175 074 N002500 13622813 074 O002500 38310 074 P002500 7564 074 Q002500 0 074 R012500 0 074 R022500 0 074 R032500 0 074 R042500 30665 074 S002500 0 074 T002500 13546274 074 U012500 377419 074 U022500 516975 074 V012500 0.00 074 V022500 0.00 074 W002500 0.0000 074 X002500 133037 074 Y002500 0 074 A002600 297 074 B002600 0 074 C002600 0 074 D002600 22049 074 E002600 0 074 F002600 0 074 G002600 0 074 H002600 0 074 I002600 0 074 J002600 247 074 K002600 2 074 L002600 400 074 M002600 0 PAGE 67 074 N002600 22995 074 O002600 0 074 P002600 34 074 Q002600 0 074 R012600 0 074 R022600 0 074 R032600 0 074 R042600 465 074 S002600 0 074 T002600 22496 074 U012600 1346 074 U022600 704 074 V012600 0.00 074 V022600 0.00 074 W002600 0.0000 074 X002600 567 074 Y002600 0 075 A000100 0 075 B000100 108364 075 A000200 0 075 B000200 1178321 075 A001000 0 075 B001000 383826 075 A001200 0 075 B001200 183173 075 A001300 0 075 B001300 9775609 075 A001700 0 075 B001700 122626 075 A002100 0 075 B002100 34384 075 A002200 0 075 B002200 162672 075 A002300 0 075 B002300 379714 075 A002500 0 075 B002500 13487871 075 A002600 0 075 B002600 27286 076 000100 0.00 076 000200 0.00 076 001000 0.00 076 001200 0.00 076 001300 0.00 076 001700 0.00 076 002100 0.00 076 002200 0.00 076 002300 0.00 076 002500 0.00 076 002600 0.00 077 A000000 Y PAGE 68 077 B000000 N 077 C000000 N 077 D000000 Y 077 E000000 N 077 F000000 N 077 G000000 N 077 H000000 N 077 I000000 N 077 J000000 N 077 K000000 N 077 L000000 N 077 M000000 N 077 N000000 N 077 O000000 N 077 P000000 N 077 Q010000 Y 077 Q020000 N 077 Q030000 N 078 000000 N 080 C00AA00 0 081 B00AA00 0 082 B00AA00 0 083 B00AA00 0 084 B00AA00 0 086 A010000 0 086 A020000 0 086 B010000 0 086 B020000 0 086 C010000 0 086 C020000 0 086 D010000 0 086 D020000 0 086 E010000 0 086 E020000 0 086 F010000 0 086 F020000 0 SIGNATURE JOHN SGROI TITLE VICE PRESIDENT EX-99.77D POLICIES 2 exhibit77dsfii.txt EXHIBIT 77 D 3-31-2011 SUB-ITEM 77D: Policies with Respect to Security Investments Effective March 31, 2011, the Loomis Sayles Global Equity and Income Fund (formerly, Loomis Sayles Global Markets Fund) normally will invest at least 80% of its net assets (plus any borrowings made for investment purposes) in equity and fixed-income securities. EX-99.77Q1 OTHR EXHB 3 exhibit77q1bsfii.txt EXHIBIT 77 Q1B 3-31-2011 SUB-ITEM 77Q1(b): Copies of the text of any proposal described in answer to sub-item 77D Effective March 31, 2011 with respect to Loomis Sayles Global Equity and Income Fund Under normal market conditions, the Fund will invest at least 80% of its net assets (plus any borrowings made for investment purposes) in equity and fixed-income securities of U.S. and foreign issuers. Equity securities purchased by the Fund may include common stocks, preferred stocks, depositary receipts, warrants, securities convertible into common or preferred stocks, interests in real estate investment trusts (REITs) and/or real estate-related securities and other equity-like interests in an issuer. The Fund will invest a significant portion of its assets outside the U.S., including securities of issuers located in countries with emerging securities markets. In deciding which domestic and international equity securities to buy and sell, the Adviser generally looks for companies that it believes have the potential for superior earnings growth relative to their current value. The Adviser also looks for companies that appear to be undervalued relative to the intrinsic value of the companies assets or cash flows. In deciding which domestic and international fixed-income securities to buy and sell, the Adviser generally looks for securities that it believes are undervalued and have the potential for credit upgrades. The Fund may also invest in foreign currencies, collateralized mortgage obligations, zero-coupon securities, when-issued securities, real estate investment trusts (REITs, Rule 144A securities and mortgage-related securities. The Fund may also engage in active and frequent trading of securities and engage in options or foreign currency transactions for hedging and investment purposes and futures transactions, foreign currency transactions, swap transactions (including credit default swaps) and other derivative transactions. EX-99.77Q1 OTHR EXHB 4 exhibit77q1dsfii.txt EXHIBIT 77 Q1D 3-31-2011 Gateway Trust Hansberger International Series Natixis Funds Trust I Natixis Funds Trust II Natixis Funds Trust IV Loomis Sayles Funds I Loomis Sayles Funds II Amended and Restated Plan pursuant to Rule 18f-3(d) under the Investment Company Act of 1940 Effective as of March 11, 2011 Each series of Gateway Trust, Hansberger International Series, Natixis Funds Trust I, Natixis Funds Trust II, Natixis Funds Trust IV, 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, Advisor 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 below; (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; and (d) each class may have different conversion and exchange rights, as described below. 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. Hansberger International Series, 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 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 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 prospectuses 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, Advisor Class, Retail Class and Institutional Class shares are offered at their 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 prospectuses as from time to time in effect, that 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. Effective July 30, 2007, no new accounts will be opened in Class B shares. Effective October 12, 2007, no additional investments may be made into Class B shares. 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, Advisor Class, Institutional Class and Retail Class shares are not subject to any 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 Advisor Class, 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 prospectus of each Fund as from time to time in effect. Class A, Class B, Class C and Retail Class shares each pay, pursuant to the 12b-1 Plans, a service fee of up to 0.25% 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 prospectuses as from time to time in effect). Class A shares do not pay a distribution fee pursuant to the 12b-1 Plans. Class B and Class C shares pay, pursuant to the 12b-1 Plans, a distribution fee of up to 0.75% per annum of the average daily net assets attributable to such class of shares (which percentages may be less for certain Funds, as described in the Funds prospectuses as from time to time in effect). Class J shares pay, pursuant to the 12b-1 Plans, distribution and service fees of up to 0.75% of the average net assets attributable to Class J shares (which percentage may be less for certain Funds, as described in the Funds prospectuses as from time to time in effect). Admin Class shares pay, pursuant to the 12b-1 Plans, distribution and service fees of up to 0.25% of the average daily net assets attributable to Admin class shares (which percentages may be less for certain Funds, as described in the Funds prospectuses as from time to time in effect). 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 prospectuses as from time to time in effect. 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. A Retail Class shareholder of a Fund who accumulates shares with a value greater than or equal to the minimum investment amount for Institutional Class shares of that same Fund may, at the shareholders option upon written notice to the Trust, convert the shareholders Retail Class shares of that Fund into Institutional Class shares of the same Fund at NAV, provided that the shareholder would otherwise be eligible to purchase Institutional Class shares of the Fund. An Institutional Class shareholder may, upon written notice to the Trust, convert the shareholders Institutional Class shares into Retail Class shares of the same Fund at NAV if the investment option or program through which the shareholder invests no longer permits the use of Institutional Class shares in that option or program or if the shareholder is otherwise no longer eligible to participate in Institutional Class shares, provided that the shareholder would otherwise be eligible to purchase Retail Class shares of the Fund. Class A, Class C, Class Y, Class J, Admin Class, Advisor Class shares or Institutional Class shares of Hansberger International Series do not convert to any other class of shares. To the extent provided in the prospectus 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. The holding period for determining any CDSC will include the holding period of the shares exchanged. Prior to the liquidation of Natixis Cash Management Trust Money Market Series (the Money Market Fund), Class A shares of the Money Market Fund on which no sales charge was previously paid or for which no holding period had commenced for purposes of determining the applicable CDSC could have been 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 was exchanging, and in such instances the holding period for purposes of determining the CDSC would have commenced 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. Class A shares of a Fund acquired by investors in wrap programs approved by the Funds distributor, or who are moving to a wrap program, or clients of registered investment advisers (RIAs) may be exchanged for Class Y shares of the same Fund. Any outstanding CDSC exposure associated with the Class A shares will be assessed at the time of the exchange. Effective May 1, 2011, Class A shares of a Fund acquired by Fund Trustees, former Fund Trustees, employees of affiliates of the Natixis Funds, individuals who are affiliated with any Natixis Fund (including spouses, parents, siblings, grandparents, grandchildren and in-laws of those mentioned) and Natixis and Natixis affiliate employee benefit plans (together Natixis Eligible Investors) may be exchanged for Class Y shares of the same Fund without payment of a CDSC. Class C shares of a Fund acquired by investors in wrap programs approved by the Funds distributor, or who are moving to a wrap program, or clients of RIAs may be exchanged for Class Y shares of the same Fund. Any outstanding CDSC exposure associated with the Class C shares will be assessed at the time of the exchange. Class C shares of a Fund acquired by investors in wrap programs approved by the Funds distributor, or who are moving to a wrap program, or clients of RIAs may be exchanged for Class A shares of the same Fund at NAV. Any outstanding CDSC exposure associated with the Class C shares will be assessed at the time of the exchange. A Class Y shareholder who holds Class Y shares through a wrap program or fee-based program may, upon written notice to the Trust, convert the shareholders Class Y shares into Class A shares of the same Fund at NAV if the investment option or program through which the shareholder invests no longer permits the use of Class Y shares in that option or program or if the shareholder is otherwise no longer eligible to participate in Class Y shares, provided that the shareholder would otherwise be eligible to purchase Class A shares of the same Fund. Any Class Y to Class A share exchange will initially be exempt from the Class A sales charge (as described in the Funds prospectuses as from time to time in effect); however, any subsequent shareholder contributions within Class A shares will be subject to the Class A sales charge. Shareholders who held shares of the predecessor of the Gateway Fund at the time of its reorganization into the Gateway Fund may exchange their Class A shares for Class Y shares of the Gateway Fund if the shareholders account value is $100,000 or more or if the shareholder meets the eligibility requirements of Class Y as described in the Funds prospectus as from time to time in effect. To the extent provided in the prospectus 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. Prior to the liquidation of the Money Market Fund, Class B shares of the Money Market Fund could have been 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 prospectus 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. Prior to the liquidation of the Money Market Fund, Class C shares could also have been 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, would have stopped and would have resumed only when an exchange was made back into Class C shares of a Fund. To the extent provided in the prospectus 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 prospectus 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, or (ii) for Institutional Class shares of any other Fund that offers Institutional Class shares (except Funds that are part of the Hansberger International Series). To the extent provided in the prospectus 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. To the extent provided in the prospectus of the relevant Fund as from time to time in effect, Advisor Class shares of any fund within the Hansberger International Series may be exchanged, at the holders option and subject to minimum investment requirements, for Advisor Class shares of any other fund within the Hansberger International Series that offers Advisor Class shares. Effective May 1, 2011, Advisor Class shares of any fund within the Hansberger International Series acquired by Natixis Eligible Investors may be exchanged for Institutional Class shares of the same Fund. To the extent provided in the prospectus of the relevant Fund as from time to time in effect, Institutional Class shares of any Fund (except Funds that are part of the Hansberger International Series) 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 (except Funds that are part of the Hansberger International Series), or (ii) for Class Y shares of any other Fund that offers Class Y shares. Institutional Class shares of any fund within the Hansberger International Series may be exchanged, at the holders option and subject to minimum investment requirements, for Institutional Class shares of any other fund within the Hansberger International Series that offers Institutional Class shares. To the extent provided in the prospectus 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. All exchanges are subject to the eligibility requirements or other restrictions of the class and Fund including minimum investment requirements 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-3(c)(1), 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.