0001410368-11-000183.txt : 20110606 0001410368-11-000183.hdr.sgml : 20110606 20110606083623 ACCESSION NUMBER: 0001410368-11-000183 CONFORMED SUBMISSION TYPE: NSAR-B/A PUBLIC DOCUMENT COUNT: 5 CONFORMED PERIOD OF REPORT: 20100930 FILED AS OF DATE: 20110606 DATE AS OF CHANGE: 20110606 EFFECTIVENESS DATE: 20110606 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-B/A SEC ACT: 1940 Act SEC FILE NUMBER: 811-06241 FILM NUMBER: 11893953 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-B/A 1 answer.fil LOOMIS SAYLES FUNDS II AMENDED ANNUAL NSAR PAGE 1 000 B000000 09/30/2010 000 C000000 0000872649 000 D000000 N 000 E000000 NF 000 F000000 Y 000 G000000 Y 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 MARKETS 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 801-00170 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 AND TRUST COMPANY 010 B00AA02 85-05003 010 C01AA02 BOSTON 010 C02AA02 MA 010 C03AA02 02110 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. 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B002204 13-5659485 025 C002204 D 025 D002204 99 025 A002205 MORGAN STANLEY & CO., INC. 025 B002205 13-2655998 025 C002205 E 025 D002205 23 025 A002301 CREDIT SUISSE SECURITIES (USA) LLC 025 B002301 13-5659485 025 C002301 D 025 D002301 12346 025 A002302 JPMORGAN CHASE SECURITIES, INC. 025 B002302 13-3224016 025 C002302 D 025 D002302 6040 025 A002303 MORGAN STANLEY & CO., INC. 025 B002303 13-2655998 025 C002303 D PAGE 15 025 D002303 4428 025 A002304 MERRILL LYNCH, PIERCE, FENNER & SMITH, INC. 025 B002304 13-5674085 025 C002304 D 025 D002304 3927 025 A002305 CITIGROUP GLOBAL MARKETS INC. 025 B002305 11-2418191 025 C002305 D 025 D002305 3573 025 A002306 DEUTSCHE BANK SECURITIES, INC. 025 B002306 13-2730828 025 C002306 D 025 D002306 3317 025 A002307 GOLDMAN SACHS & CO. 025 B002307 13-5108880 025 C002307 D 025 D002307 3217 025 A002308 BANC OF AMERICA SECURITIES CORP. 025 B002308 56-2058405 025 C002308 D 025 D002308 1570 025 A002501 CITIGROUP GLOBAL MARKETS INC. 025 B002501 11-2418191 025 C002501 D 025 D002501 212840 025 A002502 JPMORGAN CHASE SECURITIES, INC. 025 B002502 13-3224016 025 C002502 D 025 D002502 109418 025 A002503 BARCLAYS BANK PLC 025 B002503 13-4942190 025 C002503 D 025 D002503 85408 025 A002504 MORGAN STANLEY & CO., INC. 025 B002504 13-2655998 025 C002504 D 025 D002504 71154 025 A002505 MERRILL LYNCH, PIERCE, FENNER & SMITH, INC. 025 B002505 13-5674085 025 C002505 D 025 D002505 46534 025 A002506 BANC OF AMERICA SECURITIES CORP. 025 B002506 56-2058405 025 C002506 D 025 D002506 44622 025 A002507 GOLDMAN SACHS & CO. 025 B002507 13-5108880 025 C002507 D 025 D002507 33328 025 A002508 CITIGROUP GLOBAL MARKETS INC. 025 B002508 11-2418191 PAGE 16 025 C002508 E 025 D002508 21195 025 A002509 BANC OF AMERICA SECURITIES CORP. 025 B002509 56-2058405 025 C002509 E 025 D002509 19516 025 A002510 MORGAN STANLEY & CO., INC. 025 B002510 13-2655998 025 C002510 E 025 D002510 1176 025 A002601 CITIGROUP GLOBAL MARKETS INC. 025 B002601 11-2418191 025 C002601 D 025 D002601 298 025 A002602 MORGAN STANLEY & CO., INC. 025 B002602 13-2655998 025 C002602 D 025 D002602 157 025 A002603 CREDIT SUISSE SECURITIES (USA) LLC 025 B002603 13-5659485 025 C002603 D 025 D002603 151 025 A002604 BANC OF AMERICA SECURITIES CORP. 025 B002604 56-2058405 025 C002604 D 025 D002604 142 025 A002605 MERRILL LYNCH, PIERCE, FENNER & SMITH, INC. 025 B002605 13-5674085 025 C002605 D 025 D002605 133 025 A002606 JPMORGAN CHASE SECURITIES, INC. 025 B002606 13-3224016 025 C002606 D 025 D002606 101 025 A002607 GOLDMAN, SACHS & CO. 025 B002607 13-5108880 025 C002607 D 025 D002607 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 686 028 A020100 0 028 A030100 0 PAGE 17 028 A040100 1741 028 B010100 705 028 B020100 0 028 B030100 0 028 B040100 2316 028 C010100 1936 028 C020100 0 028 C030100 0 028 C040100 10261 028 D010100 751 028 D020100 0 028 D030100 0 028 D040100 2760 028 E010100 3886 028 E020100 0 028 E030100 0 028 E040100 2071 028 F010100 892 028 F020100 0 028 F030100 0 028 F040100 1307 028 G010100 8856 028 G020100 0 028 G030100 0 028 G040100 20456 028 H000100 558 028 A010200 32614 028 A020200 0 028 A030200 0 028 A040200 13871 028 B010200 28621 028 B020200 0 028 B030200 0 028 B040200 16054 028 C010200 29318 028 C020200 0 028 C030200 0 028 C040200 25827 028 D010200 20518 028 D020200 0 028 D030200 0 028 D040200 17115 028 E010200 23027 028 E020200 0 028 E030200 0 028 E040200 19329 028 F010200 20705 028 F020200 0 028 F030200 0 028 F040200 17897 028 G010200 154803 PAGE 18 028 G020200 0 028 G030200 0 028 G040200 110093 028 H000200 920 028 A011000 8214 028 A021000 0 028 A031000 0 028 A041000 4599 028 B011000 11274 028 B021000 0 028 B031000 0 028 B041000 9671 028 C011000 4635 028 C021000 0 028 C031000 0 028 C041000 8770 028 D011000 4059 028 D021000 0 028 D031000 0 028 D041000 5206 028 E011000 3885 028 E021000 0 028 E031000 0 028 E041000 4947 028 F011000 13001 028 F021000 0 028 F031000 0 028 F041000 3725 028 G011000 45068 028 G021000 0 028 G031000 0 028 G041000 36918 028 H001000 4782 028 A011200 3182 028 A021200 0 028 A031200 0 028 A041200 2650 028 B011200 2766 028 B021200 0 028 B031200 0 028 B041200 2903 028 C011200 2389 028 C021200 0 028 C031200 0 028 C041200 2585 028 D011200 2467 028 D021200 0 028 D031200 0 028 D041200 3740 028 E011200 1446 028 E021200 0 PAGE 19 028 E031200 0 028 E041200 2922 028 F011200 2903 028 F021200 0 028 F031200 0 028 F041200 2972 028 G011200 15153 028 G021200 0 028 G031200 0 028 G041200 17772 028 H001200 0 028 A011300 374263 028 A021300 25332 028 A031300 0 028 A041300 339114 028 B011300 329652 028 B021300 25488 028 B031300 0 028 B041300 349510 028 C011300 287046 028 C021300 25194 028 C031300 0 028 C041300 277636 028 D011300 253867 028 D021300 25171 028 D031300 0 028 D041300 194981 028 E011300 297823 028 E021300 23028 028 E031300 0 028 E041300 209353 028 F011300 255134 028 F021300 25932 028 F031300 0 028 F041300 211201 028 G011300 1797785 028 G021300 150145 028 G031300 0 028 G041300 1581795 028 H001300 97963 028 A011700 1355 028 A021700 0 028 A031700 0 028 A041700 2028 028 B011700 836 028 B021700 0 028 B031700 0 028 B041700 2348 028 C011700 9559 028 C021700 0 028 C031700 0 PAGE 20 028 C041700 1831 028 D011700 922 028 D021700 0 028 D031700 0 028 D041700 2985 028 E011700 1127 028 E021700 0 028 E031700 0 028 E041700 1399 028 F011700 20234 028 F021700 0 028 F031700 0 028 F041700 8223 028 G011700 34033 028 G021700 0 028 G031700 0 028 G041700 18814 028 H001700 152 028 A012100 433 028 A022100 0 028 A032100 0 028 A042100 284 028 B012100 1300 028 B022100 0 028 B032100 0 028 B042100 480 028 C012100 223 028 C022100 0 028 C032100 0 028 C042100 451 028 D012100 271 028 D022100 0 028 D032100 0 028 D042100 168 028 E012100 161 028 E022100 0 028 E032100 0 028 E042100 139 028 F012100 372 028 F022100 0 028 F032100 0 028 F042100 178 028 G012100 2760 028 G022100 0 028 G032100 0 028 G042100 1700 028 H002100 87 028 A012200 14409 028 A022200 534 028 A032200 0 028 A042200 3170 PAGE 21 028 B012200 4529 028 B022200 606 028 B032200 0 028 B042200 15802 028 C012200 13133 028 C022200 537 028 C032200 0 028 C042200 4407 028 D012200 5412 028 D022200 550 028 D032200 0 028 D042200 1601 028 E012200 2180 028 E022200 574 028 E032200 0 028 E042200 4740 028 F012200 7771 028 F022200 618 028 F032200 0 028 F042200 4477 028 G012200 47434 028 G022200 3419 028 G032200 0 028 G042200 34197 028 H002200 1466 028 A012300 9755 028 A022300 231 028 A032300 0 028 A042300 8863 028 B012300 60852 028 B022300 294 028 B032300 0 028 B042300 9653 028 C012300 74571 028 C022300 335 028 C032300 0 028 C042300 37360 028 D012300 17666 028 D022300 311 028 D032300 0 028 D042300 12328 028 E012300 14140 028 E022300 329 028 E032300 0 028 E042300 11202 028 F012300 14388 028 F022300 334 028 F032300 0 028 F042300 19863 028 G012300 191372 028 G022300 1834 PAGE 22 028 G032300 0 028 G042300 99269 028 H002300 8975 028 A012500 295852 028 A022500 36040 028 A032500 0 028 A042500 314982 028 B012500 249992 028 B022500 34017 028 B032500 0 028 B042500 485133 028 C012500 245100 028 C022500 34955 028 C032500 0 028 C042500 283152 028 D012500 240535 028 D022500 38347 028 D032500 0 028 D042500 259755 028 E012500 271779 028 E022500 32381 028 E032500 0 028 E042500 257608 028 F012500 246141 028 F022500 35380 028 F032500 0 028 F042500 300130 028 G012500 1549399 028 G022500 211120 028 G032500 0 028 G042500 1900760 028 H002500 142501 028 A012600 855 028 A022600 56 028 A032600 0 028 A042600 1047 028 B012600 746 028 B022600 0 028 B032600 0 028 B042600 2042 028 C012600 295 028 C022600 0 028 C032600 0 028 C042600 1122 028 D012600 440 028 D022600 0 028 D032600 0 028 D042600 332 028 E012600 710 028 E022600 0 028 E032600 0 PAGE 23 028 E042600 304 028 F012600 618 028 F022600 0 028 F032600 0 028 F042600 741 028 G012600 3664 028 G022600 56 028 G032600 0 028 G042600 5588 028 H002600 1576 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 25 030 B000100 5.75 030 C000100 0.00 030 A000200 40 030 B000200 5.75 030 C000200 0.00 030 A001000 203 030 B001000 5.75 030 C001000 0.00 030 A001200 0 030 B001200 0.00 030 C001200 0.00 030 A001300 3781 030 B001300 4.50 030 C001300 0.00 030 A001700 8 030 B001700 5.75 030 C001700 0.00 030 A002100 3 030 B002100 5.75 030 C002100 0.00 030 A002200 60 030 B002200 4.50 030 C002200 0.00 030 A002300 208 030 B002300 3.00 030 C002300 0.00 030 A002500 5526 030 B002500 4.50 030 C002500 0.00 PAGE 24 030 A002600 55 030 B002600 4.50 030 C002600 0.00 031 A000100 3 031 B000100 0 031 A000200 5 031 B000200 0 031 A001000 27 031 B001000 0 031 A001200 0 031 B001200 0 031 A001300 460 031 B001300 0 031 A001700 1 031 B001700 0 031 A002100 0 031 B002100 0 031 A002200 7 031 B002200 0 031 A002300 27 031 B002300 0 031 A002500 670 031 B002500 0 031 A002600 7 031 B002600 0 032 000100 22 032 000200 35 032 001000 176 032 001200 0 032 001300 3321 032 001700 7 032 002100 3 032 002200 53 032 002300 181 032 002500 4856 032 002600 48 033 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 PAGE 25 034 001300 Y 034 001700 Y 034 002100 Y 034 002200 Y 034 002300 Y 034 002500 Y 034 002600 Y 035 000100 11 035 000200 8 035 001000 22 035 001200 0 035 001300 1121 035 001700 0 035 002100 1 035 002200 19 035 002300 39 035 002500 1099 035 002600 10 036 A000100 N 036 B000100 0 036 A000200 N 036 B000200 0 036 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 PAGE 26 038 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 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 PAGE 27 042 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 0 042 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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 PAGE 29 045 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 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 PAGE 30 048 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 0.000 048 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 PAGE 31 048 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 0 048 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 PAGE 32 048 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 0 048 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 PAGE 33 048 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 0.000 048 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 PAGE 34 048 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 0 048 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 PAGE 35 050 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 052 002500 N 052 002600 N 053 A000100 Y 053 B000100 Y 053 C000100 N 053 A000200 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 N 053 A002600 Y PAGE 36 053 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 Y 055 B000100 N 055 A000200 N 055 B000200 N 055 A001000 N 055 B001000 N 055 A001200 Y 055 B001200 N 055 A001300 N 055 B001300 N 055 A001700 N 055 B001700 N 055 A002100 Y 055 B002100 N 055 A002200 N 055 B002200 N 055 A002300 Y 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 PAGE 37 057 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 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 PAGE 38 060 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 0.0 062 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 PAGE 39 062 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 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 0.9 062 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 0.0 062 N001300 3.4 062 O001300 0.4 062 P001300 66.3 PAGE 40 062 Q001300 27.8 062 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 0.0 062 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 8.7 062 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 PAGE 41 062 N002200 0.0 062 O002200 0.0 062 P002200 78.2 062 Q002200 10.5 062 R002200 2.5 062 A002300 Y 062 B002300 0.0 062 C002300 0.0 062 D002300 0.0 062 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 0.0 062 M002300 30.9 062 N002300 49.4 062 O002300 0.0 062 P002300 17.9 062 Q002300 1.2 062 R002300 0.0 062 A002500 Y 062 B002500 0.0 062 C002500 0.0 062 D002500 0.3 062 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 0.0 062 M002500 0.0 062 N002500 0.0 062 O002500 1.1 062 P002500 65.0 062 Q002500 24.8 062 R002500 7.5 062 A002600 Y 062 B002600 0.0 062 C002600 0.0 062 D002600 1.7 062 E002600 0.0 062 F002600 0.0 062 G002600 0.0 062 H002600 0.0 062 I002600 0.0 062 J002600 0.0 PAGE 42 062 K002600 0.0 062 L002600 0.0 062 M002600 0.0 062 N002600 0.0 062 O002600 0.0 062 P002600 30.6 062 Q002600 66.1 062 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 8.8 063 A001700 0 063 B001700 0.0 063 A002100 0 063 B002100 0.0 063 A002200 0 063 B002200 8.7 063 A002300 0 063 B002300 2.6 063 A002500 0 063 B002500 11.0 063 A002600 0 063 B002600 7.3 064 A001300 Y 064 B001300 N 064 A002200 Y 064 B002200 Y 064 A002300 N 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 PAGE 43 066 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 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 PAGE 44 068 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 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 PAGE 45 070 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 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 PAGE 46 070 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 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 PAGE 47 070 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 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 PAGE 48 070 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 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 N 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 PAGE 49 070 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 Y 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 PAGE 50 070 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 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 PAGE 51 070 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 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 PAGE 52 070 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 070 R022600 N 071 A000100 168224 071 B000100 194748 071 C000100 103514 071 D000100 163 071 A000200 716339 071 B000200 437389 071 C000200 815716 071 D000200 54 071 A001000 275347 071 B001000 260330 071 C001000 264025 071 D001000 99 071 A001200 81208 071 B001200 100003 071 C001200 118429 071 D001200 69 071 A001300 2900628 071 B001300 2289004 071 C001300 9331687 071 D001300 25 071 A001700 150096 071 B001700 149955 071 C001700 78496 071 D001700 191 071 A002100 80499 071 B002100 77061 071 C002100 31416 071 D002100 245 071 A002200 81575 071 B002200 127227 071 C002200 144986 071 D002200 56 PAGE 53 071 A002300 359588 071 B002300 231071 071 C002300 259775 071 D002300 89 071 A002500 3446972 071 B002500 3408046 071 C002500 12675091 071 D002500 27 071 A002600 48957 071 B002600 37885 071 C002600 29601 071 D002600 128 072 A000100 12 072 B000100 0 072 C000100 930 072 D000100 0 072 E000100 0 072 F000100 528 072 G000100 51 072 H000100 0 072 I000100 214 072 J000100 25 072 K000100 0 072 L000100 40 072 M000100 20 072 N000100 69 072 O000100 0 072 P000100 0 072 Q000100 0 072 R000100 41 072 S000100 2 072 T000100 268 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6 072 T001000 1148 072 U001000 0 072 V001000 0 072 W001000 46 072 X001000 3986 PAGE 55 072 Y001000 98 072 Z001000 4896 072AA001000 33066 072BB001000 15003 072CC011000 28909 072CC021000 0 072DD011000 1152 072DD021000 4496 072EE001000 0 072 A001200 12 072 B001200 0 072 C001200 184 072 D001200 0 072 E001200 0 072 F001200 928 072 G001200 59 072 H001200 0 072 I001200 201 072 J001200 24 072 K001200 0 072 L001200 50 072 M001200 19 072 N001200 45 072 O001200 0 072 P001200 0 072 Q001200 0 072 R001200 37 072 S001200 3 072 T001200 192 072 U001200 0 072 V001200 0 072 W001200 10 072 X001200 1569 072 Y001200 140 072 Z001200 -1245 072AA001200 23823 072BB001200 8868 072CC011200 10136 072CC021200 0 072DD011200 0 072DD021200 0 072EE001200 0 072 A001300 12 072 B001300 516278 072 C001300 0 072 D001300 0 072 E001300 0 072 F001300 38346 072 G001300 4604 072 H001300 0 072 I001300 8257 PAGE 56 072 J001300 424 072 K001300 0 072 L001300 1142 072 M001300 184 072 N001300 346 072 O001300 0 072 P001300 0 072 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076 002300 0.00 076 002500 0.00 076 002600 0.00 077 A000000 Y 077 B000000 Y 077 C000000 Y 077 D000000 N 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 Y 077 P000000 N 077 Q010000 Y 077 Q020000 N 077 Q030000 N 078 000000 N 080 A00AA00 Nat Union Fire Insurance Co. of Pittsburgh 080 C00AA00 38000 081 A00AA00 Y 081 B00AA00 31 082 A00AA00 N 082 B00AA00 0 083 A00AA00 N 083 B00AA00 0 084 A00AA00 N 084 B00AA00 0 085 A00AA00 Y 085 B00AA00 N 086 A010000 0 086 A020000 0 PAGE 69 086 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-99.77O RULE 10F-3 2 exhibit77oilsfii.txt EXHIBIT 77 O I RULE 10F-3 Exhibit 77O(i) RULE 10f-3 REPORTING FORM Name of Adviser/Subadviser: Loomis, Sayles & Company, L.P. Name of Fund: Loomis Sayles High Income Fund (H40132) Total Net Assets of Fund: $130,412,142 Issuer: Pioneer Drilling Company Underwriter(s): See Attached Affiliated Underwriter in the Syndicate: Natixis Bleichroeder Inc. Date of Purchase: 3/4/10 Date of Offering: 3/4/10 Amount of Purchase 1: $593,650 Purchase Price: $95.75 Commission or Spread: None Check that all the following conditions have been met (any exceptions should be discussed prior to commitment): X The securities are (i) part of an issue registered under the Securities Act of 1933 (the 1933 Act) that is being offered to the public, (ii) part of an issue of government securities as defined under the Investment Company Act of 1940, (iii) municipal securities as defined under the Securities Exchange Act of 1934, (iv) sold in an offering conducted under the laws of a country other than the United States subject to certain requirements, or (v) exempt from registration under Rules 144A of the 1933 Act. If the securities meet conditions (i), (ii), (iv) or (v): X the issuer of such securities has been in continuous operation for not less than three years (including operations of predecessors). If the securities meet conditions (iii): __ the issuer of such securities has received an investment grade rating from a nationally recognized statistical rating organization or if the issuer of the municipal securities or entity supplying the revenues from which the issue is to be paid has been in continuous operation for less than three years (including any predecessors), it has received one of the three highest ratings from at least one such rating service X The securities were purchased prior to the end of the first day of which any sales were made and the purchase price did not exceed the offering price (or fourth day before termination, if a rights offering). X The underwriting was a firm commitment. X The commission, spread or profit was reasonable and fair compared to that being received by others for underwriting similar securities during a comparable period of time. X The amount of the securities purchased by the Fund, aggregated with purchases by any other investment company advised by the Funds investment adviser or sub- adviser, and any purchases by another account with respect to which the investment adviser or sub-adviser exercised such investment discretion with respect to the purchase did not exceed 25% of the principal amount of the offering.2 X No underwriter which is an affiliate of the Funds adviser or sub-adviser was a direct or indirect participant in, or benefited directly or indirectly from the purchase. X The purchase was not part of a group sale (or part of the institutional pot), or otherwise allocated to the account of an officer, director, member of an advisory board, investment adviser or employee of the Fund or affiliated person thereof. Signed by: /s/ Jan Sharp Date: 3/24/10 1. Include all purchases made by two or more funds which have the same investment adviser or sub-adviser. 2. Special counting rules apply for Rule 144A offerings. EX-99.77O RULE 10F-3 3 exhibit77oiilsfii.txt EXHIBIT 77 O II RULE 10F-3 Exhibit 77O(ii) RULE 10f-3 REPORTING FORM Name of Adviser/Subadviser: Loomis, Sayles & Company, L.P. Name of Fund: Loomis Sayles High Income Fund (H40132) Total Net Assets of Fund: $134,720,637 Issuer: Parker Drilling Company Underwriter(s): See Attached Affiliated Underwriter in the Syndicate: Natixis Bleichroeder Inc. Date of Purchase: 3/11/10 Date of Offering: 3/11/10 Amount of Purchase 1: $945,000 Purchase Price: $100 Commission or Spread: None Check that all the following conditions have been met (any exceptions should be discussed prior to commitment): X The securities are (i) part of an issue registered under the Securities Act of 1933 (the 1933 Act) that is being offered to the public, (ii) part of an issue of government securities as defined under the Investment Company Act of 1940, (iii) municipal securities as defined under the Securities Exchange Act of 1934, (iv) sold in an offering conducted under the laws of a country other than the United States subject to certain requirements, or (v) exempt from registration under Rules 144A of the 1933 Act. If the securities meet conditions (i), (ii), (iv) or (v): X the issuer of such securities has been in continuous operation for not less than three years (including operations of predecessors). If the securities meet conditions (iii): __ the issuer of such securities has received an investment grade rating from a nationally recognized statistical rating organization or if the issuer of the municipal securities or entity supplying the revenues from which the issue is to be paid has been in continuous operation for less than three years (including any predecessors), it has received one of the three highest ratings from at least one such rating service X The securities were purchased prior to the end of the first day of which any sales were made and the purchase price did not exceed the offering price (or fourth day before termination, if a rights offering). X The underwriting was a firm commitment. X The commission, spread or profit was reasonable and fair compared to that being received by others for underwriting similar securities during a comparable period of time. X The amount of the securities purchased by the Fund, aggregated with purchases by any other investment company advised by the Funds investment adviser or sub- adviser, and any purchases by another account with respect to which the investment adviser or sub-adviser exercised such investment discretion with respect to the purchase did not exceed 25% of the principal amount of the offering.2 X No underwriter which is an affiliate of the Funds adviser or sub-adviser was a direct or indirect participant in, or benefited directly or indirectly from the purchase. X The purchase was not part of a group sale (or part of the institutional pot), or otherwise allocated to the account of an officer, director, member of an advisory board, investment adviser or employee of the Fund or affiliated person thereof. Signed by: /s/ Jan Sharp Date: 3/24/10 1. Include all purchases made by two or more funds which have the same investment adviser or sub-adviser. 2. Special counting rules apply for Rule 144A offerings. EX-99.77C VOTES 4 exhibit77cvotes.txt EXHIBIT 77 C VOTES Exhibit 77C ADDITIONAL INFORMATION Shareholder Meetings At a special shareholders? meeting held on May 27, 2010, shareholders of Loomis Sayles Funds II voted for the following proposals: 1.Election of Trustees for Loomis Sayles Funds II: Nominee Voted FOR: Kenneth A. Drucker 1,717,408,736 Wendell J. Knox 1,717,302,502 Erik R. Sirri 1,717,226,576 Peter J. Smail 1,717,449,661 Nominee Withheld: Kenneth A. Drucker 24,631,425 Wendell J. Knox 24,737,659 Erik R. Sirri 24,813,585 Peter J. Smail 24,590,500 Nominee Total Votes: Kenneth A. Drucker 1,742,040,161 Wendell J. Knox 1,742,040,161 Erik R. Sirri 1,742,040,161 Peter J. Smail 1,742,040,161 In addition to the trustees named above, the following also serve as trustees of the Trust: Graham T. Allison, Jr., Edward A. Benjamin, Daniel M. Cain, Sandra O. Moose, Cynthia L. Walker, Robert J. Blanding and John T. Hailer. EX-99.77B ACCT LTTR 5 amendedauditorletter.txt AMENDED AUDITOR LETTER Report of Independent Registered Public Accounting Firm To the Board of Trustees and Shareholders of Loomis Sayles Funds II: In planning and performing our audit of the financial statements of Loomis Sayles Mid Cap Growth Fund, Loomis Sayles Global Markets Fund, Loomis Sayles Growth Fund, Loomis Sayles High Income Fund, Loomis Sayles Investment Grade Bond Fund, Loomis Sayles Limited Term Government and Agency Fund, Loomis Sayles Disciplined Equity Fund (formerly Loomis Sayles Research Fund), Loomis Sayles Small Cap Growth Fund, Loomis Sayles Strategic Income Fund, Loomis Sayles Value Fund, and Loomis Sayles International Bond Fund, each a series of Loomis Sayles Funds II (the "Funds") as of and for the year ended September 30, 2010, in accordance with the standards of the Public Company Accounting Oversight Board (United States), we considered the Funds' internal control over financial reporting, including controls over safeguarding securities, as a basis for designing our auditing procedures for the purpose of expressing our opinion on the financial statements and to comply with the requirements of Form N- SAR, but not for the purpose of expressing an opinion on the effectiveness of the Funds' internal control over financial reporting. Accordingly, we do not express an opinion on the effectiveness of the Funds' internal control over financial reporting. The management of the Funds is responsible for establishing and maintaining effective internal control over financial reporting. In fulfilling this responsibility, estimates and judgments by management are required to assess the expected benefits and related costs of controls. A fund's internal control over financial reporting is a process designed to provide reasonable assurance regarding the reliability of financial reporting and the preparation of financial statements for external purposes in accordance with generally accepted accounting principles. A fund's internal control over financial reporting includes those policies and procedures that (1) pertain to the maintenance of records that, in reasonable detail, accurately and fairly reflect the transactions and dispositions of the assets of the funds; (2) provide reasonable assurance that transactions are recorded as necessary to permit preparation of financial statements in accordance with generally accepted accounting principles, and that receipts and expenditures of the funds are being made only in accordance with authorizations of management and trustees of the funds; and (3) provide reasonable assurance regarding prevention or timely detection of unauthorized acquisition, use or disposition of a fund's assets that could have a material effect on the financial statements. Because of its inherent limitations, internal control over financial reporting may not prevent or detect misstatements. Also, projections of any evaluation of effectiveness to future periods are subject to the risk that controls may become inadequate because of changes in conditions, or that the degree of compliance with the policies or procedures may deteriorate. A deficiency in internal control over financial reporting exists when the design or operation of a control does not allow management or employees, in the normal course of performing their assigned functions, to prevent or detect misstatements on a timely basis. A material weakness is a deficiency, or a combination of deficiencies, in internal control over financial reporting, such that there is a reasonable possibility that a material misstatement of the Funds' annual or interim financial statements will not be prevented or detected on a timely basis. Our consideration of the Funds' internal control over financial reporting was for the limited purpose described in the first paragraph and would not necessarily disclose all deficiencies in internal control over financial reporting that might be material weaknesses under standards established by the Public Company Accounting Oversight Board (United States). However, we noted no deficiencies in the Funds' internal control over financial reporting and its operation, including controls over safeguarding securities, that we consider to be material weaknesses as defined above as of September 30, 2010. This report is intended solely for the information and use of management and the Board of Trustees of Loomis Sayles Funds II and the Securities and Exchange Commission and is not intended to be and should not be used by anyone other than these specified parties. /s/ PricewaterhouseCoopers LLP Boston, Massachusetts November 22, 2010