0001410368-13-000232.txt : 20130529 0001410368-13-000232.hdr.sgml : 20130529 20130529150934 ACCESSION NUMBER: 0001410368-13-000232 CONFORMED SUBMISSION TYPE: NSAR-A PUBLIC DOCUMENT COUNT: 5 CONFORMED PERIOD OF REPORT: 20130331 FILED AS OF DATE: 20130529 DATE AS OF CHANGE: 20130529 EFFECTIVENESS DATE: 20130529 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: 13878107 BUSINESS ADDRESS: STREET 1: 399 BOYLSTON STREET STREET 2: 12TH FLOOR CITY: BOSTON STATE: MA ZIP: 02116 BUSINESS PHONE: 617-449-2810 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 C000125482 Class N 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 C000125483 Class N 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 C000125484 Class N 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 C000018238 Class Y LSIIX C000082998 Admin Class LIGAX C000125485 Class N 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 S000006705 Loomis Sayles Small Cap Growth Fund C000018249 Institutional Class LSSIX C000018250 Retail Class LCGRX C000125486 Class N 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 C000125487 Class N 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 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026 G010000 N 026 G020000 Y 026 H000000 N 027 000000 Y 028 A010100 1788 028 A020100 0 PAGE 16 028 A030100 0 028 A040100 2095 028 B010100 1608 028 B020100 0 028 B030100 0 028 B040100 1646 028 C010100 2497 028 C020100 1290 028 C030100 0 028 C040100 2818 028 D010100 4971 028 D020100 0 028 D030100 0 028 D040100 2172 028 E010100 3575 028 E020100 0 028 E030100 0 028 E040100 2722 028 F010100 9571 028 F020100 0 028 F030100 0 028 F040100 1471 028 G010100 24010 028 G020100 1290 028 G030100 0 028 G040100 12924 028 H000100 931 028 A010200 19191 028 A020200 0 028 A030200 0 028 A040200 15546 028 B010200 49580 028 B020200 0 028 B030200 0 028 B040200 23063 028 C010200 20231 028 C020200 21114 028 C030200 0 028 C040200 31404 028 D010200 42657 028 D020200 0 028 D030200 0 028 D040200 51706 028 E010200 51819 028 E020200 0 028 E030200 0 028 E040200 19530 028 F010200 38290 028 F020200 0 028 F030200 0 028 F040200 17807 PAGE 17 028 G010200 221768 028 G020200 21114 028 G030200 0 028 G040200 159056 028 H000200 4819 028 A011000 51951 028 A021000 0 028 A031000 0 028 A041000 23076 028 B011000 30955 028 B021000 0 028 B031000 0 028 B041000 18044 028 C011000 58001 028 C021000 10406 028 C031000 0 028 C041000 28087 028 D011000 73275 028 D021000 0 028 D031000 0 028 D041000 20662 028 E011000 40932 028 E021000 0 028 E031000 0 028 E041000 19183 028 F011000 38189 028 F021000 0 028 F031000 0 028 F041000 21197 028 G011000 293303 028 G021000 10406 028 G031000 0 028 G041000 130249 028 H001000 14276 028 A011200 30491 028 A021200 0 028 A031200 0 028 A041200 25494 028 B011200 25800 028 B021200 0 028 B031200 0 028 B041200 21478 028 C011200 32790 028 C021200 0 028 C031200 0 028 C041200 24932 028 D011200 22224 028 D021200 0 028 D031200 0 028 D041200 61806 028 E011200 14331 PAGE 18 028 E021200 0 028 E031200 0 028 E041200 16366 028 F011200 16074 028 F021200 0 028 F031200 0 028 F041200 15228 028 G011200 141710 028 G021200 0 028 G031200 0 028 G041200 165304 028 H001200 0 028 A011300 312955 028 A021300 32063 028 A031300 0 028 A041300 215323 028 B011300 259282 028 B021300 32394 028 B031300 0 028 B041300 280604 028 C011300 339913 028 C021300 219266 028 C031300 0 028 C041300 344287 028 D011300 375708 028 D021300 1 028 D031300 0 028 D041300 371112 028 E011300 293364 028 E021300 32718 028 E031300 0 028 E041300 412894 028 F011300 241580 028 F021300 34269 028 F031300 0 028 F041300 326460 028 G011300 1822802 028 G021300 350711 028 G031300 0 028 G041300 1950680 028 H001300 68021 028 A011700 1254 028 A021700 0 028 A031700 0 028 A041700 3325 028 B011700 1129 028 B021700 0 028 B031700 0 028 B041700 2802 028 C011700 811 028 C021700 0 PAGE 19 028 C031700 0 028 C041700 2195 028 D011700 4741 028 D021700 0 028 D031700 0 028 D041700 1882 028 E011700 1310 028 E021700 0 028 E031700 0 028 E041700 1693 028 F011700 2014 028 F021700 0 028 F031700 0 028 F041700 14973 028 G011700 11259 028 G021700 0 028 G031700 0 028 G041700 26870 028 H001700 1745 028 A012200 14799 028 A022200 754 028 A032200 0 028 A042200 12910 028 B012200 9037 028 B022200 884 028 B032200 0 028 B042200 25889 028 C012200 14378 028 C022200 2264 028 C032200 0 028 C042200 6638 028 D012200 22178 028 D022200 731 028 D032200 0 028 D042200 7586 028 E012200 5075 028 E022200 867 028 E032200 0 028 E042200 9147 028 F012200 13526 028 F022200 922 028 F032200 0 028 F042200 7140 028 G012200 78993 028 G022200 6422 028 G032200 0 028 G042200 69310 028 H002200 2267 028 A012300 45501 028 A022300 763 028 A032300 0 PAGE 20 028 A042300 17382 028 B012300 57087 028 B022300 792 028 B032300 0 028 B042300 33329 028 C012300 34674 028 C022300 1413 028 C032300 0 028 C042300 23085 028 D012300 33970 028 D022300 868 028 D032300 0 028 D042300 45341 028 E012300 29478 028 E022300 930 028 E032300 0 028 E042300 41088 028 F012300 25023 028 F022300 881 028 F032300 0 028 F042300 25797 028 G012300 225733 028 G022300 5647 028 G032300 0 028 G042300 186022 028 H002300 6849 028 A012500 246874 028 A022500 31068 028 A032500 0 028 A042500 327290 028 B012500 224885 028 B022500 38754 028 B032500 0 028 B042500 371138 028 C012500 270304 028 C022500 100151 028 C032500 0 028 C042500 421363 028 D012500 384581 028 D022500 28651 028 D032500 0 028 D042500 384313 028 E012500 298487 028 E022500 34368 028 E032500 0 028 E042500 365427 028 F012500 284364 028 F022500 33464 028 F032500 0 028 F042500 318378 028 G012500 1709495 PAGE 21 028 G022500 266456 028 G032500 0 028 G042500 2187909 028 H002500 68059 028 A012600 585 028 A022600 24 028 A032600 0 028 A042600 365 028 B012600 678 028 B022600 23 028 B032600 0 028 B042600 782 028 C012600 1020 028 C022600 324 028 C032600 0 028 C042600 468 028 D012600 988 028 D022600 18 028 D032600 0 028 D042600 2364 028 E012600 1137 028 E022600 19 028 E032600 0 028 E042600 409 028 F012600 529 028 F022600 19 028 F032600 0 028 F042600 975 028 G012600 4937 028 G022600 427 028 G032600 0 028 G042600 5363 028 H002600 423 029 000100 Y 029 000200 Y 029 001000 Y 029 001200 N 029 001300 Y 029 001700 Y 029 002200 Y 029 002300 Y 029 002500 Y 029 002600 Y 030 A000100 23 030 B000100 5.75 030 C000100 0.00 030 A000200 15 030 B000200 5.75 030 C000200 0.00 030 A001000 416 030 B001000 5.75 PAGE 22 030 C001000 0.00 030 A001200 0 030 B001200 0.00 030 C001200 0.00 030 A001300 1286 030 B001300 4.50 030 C001300 0.00 030 A001700 9 030 B001700 5.75 030 C001700 0.00 030 A002200 58 030 B002200 4.50 030 C002200 0.00 030 A002300 129 030 B002300 3.00 030 C002300 0.00 030 A002500 1691 030 B002500 4.50 030 C002500 0.00 030 A002600 3 030 B002600 4.50 030 C002600 0.00 031 A000100 3 031 B000100 0 031 A000200 2 031 B000200 0 031 A001000 54 031 B001000 0 031 A001200 0 031 B001200 0 031 A001300 156 031 B001300 0 031 A001700 1 031 B001700 0 031 A002200 7 031 B002200 0 031 A002300 17 031 B002300 0 031 A002500 205 031 B002500 0 031 A002600 0 031 B002600 0 032 000100 20 032 000200 13 032 001000 362 032 001200 0 032 001300 1130 032 001700 8 032 002200 51 032 002300 112 032 002500 1486 PAGE 23 032 002600 3 033 000100 0 033 000200 0 033 001000 0 033 001200 0 033 001300 0 033 001700 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 N 034 002200 Y 034 002300 Y 034 002500 Y 034 002600 Y 035 000100 1 035 000200 0 035 001000 26 035 001200 0 035 001300 102 035 001700 0 035 002200 3 035 002300 75 035 002500 278 035 002600 1 036 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 B001700 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 PAGE 24 037 001000 N 037 001200 N 037 001300 N 037 001700 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 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 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 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 002200 Y 041 002300 Y 041 002500 Y 041 002600 Y 042 A000100 0 042 B000100 0 042 C000100 100 PAGE 25 042 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 0 042 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 A002200 0 042 B002200 0 042 C002200 100 042 D002200 0 042 E002200 0 042 F002200 0 PAGE 26 042 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 0 042 B002600 0 042 C002600 100 042 D002600 0 042 E002600 0 042 F002600 0 042 G002600 0 042 H002600 0 043 000100 106 043 000200 222 043 001000 1698 043 001200 263 043 001300 15074 043 001700 59 043 002200 187 043 002300 899 043 002500 32181 043 002600 36 044 000100 0 044 000200 0 044 001000 0 044 001200 0 044 001300 0 044 001700 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 PAGE 27 045 001700 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 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 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 PAGE 28 048 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 0.000 048 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 PAGE 29 048 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 0.000 048 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 PAGE 30 048 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 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 0.000 048 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 PAGE 31 048 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 0 048 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 PAGE 32 049 000100 N 049 000200 N 049 001000 N 049 001200 N 049 001300 N 049 001700 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 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 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 002200 N 052 002300 N 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 N 053 A001200 Y 053 B001200 Y 053 C001200 N 053 A001300 Y PAGE 33 053 B001300 Y 053 C001300 N 053 A001700 Y 053 B001700 Y 053 C001700 N 053 A002200 N 053 A002300 Y 053 B002300 Y 053 C002300 N 053 A002500 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 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 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 PAGE 34 056 001200 Y 056 001300 Y 056 001700 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 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 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 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 A002200 Y 060 B002200 Y PAGE 35 060 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 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 PAGE 36 062 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 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 5.9 062 N001300 0.5 PAGE 37 062 O001300 0.5 062 P001300 62.2 062 Q001300 26.6 062 R001300 2.0 062 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 A002200 Y 062 B002200 0.0 062 C002200 0.0 062 D002200 7.1 062 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 0.3 062 O002200 0.0 062 P002200 75.5 062 Q002200 10.8 062 R002200 5.5 062 A002300 Y 062 B002300 4.1 062 C002300 0.0 062 D002300 1.4 062 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 PAGE 38 062 L002300 0.0 062 M002300 2.9 062 N002300 73.3 062 O002300 0.0 062 P002300 19.0 062 Q002300 0.0 062 R002300 0.0 062 A002500 Y 062 B002500 0.0 062 C002500 0.0 062 D002500 0.8 062 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 2.8 062 N002500 0.0 062 O002500 1.1 062 P002500 50.3 062 Q002500 22.4 062 R002500 21.8 062 A002600 Y 062 B002600 0.0 062 C002600 0.0 062 D002600 2.3 062 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 3.5 062 N002600 0.0 062 O002600 0.0 062 P002600 20.3 062 Q002600 73.1 062 R002600 0.1 063 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 PAGE 39 063 A001300 0 063 B001300 7.1 063 A001700 0 063 B001700 0.0 063 A002200 0 063 B002200 8.7 063 A002300 0 063 B002300 3.6 063 A002500 0 063 B002500 6.6 063 A002600 0 063 B002600 7.6 064 A001300 Y 064 B001300 N 064 A002200 N 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 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 40 066 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 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 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 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 002200 N 069 002300 N PAGE 41 069 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 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 PAGE 42 070 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 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 PAGE 43 070 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 N 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 PAGE 44 070 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 Y 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 PAGE 45 070 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 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 N 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 PAGE 46 070 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 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 PAGE 47 070 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 N 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 Y 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 PAGE 48 070 P022600 N 070 Q012600 Y 070 Q022600 N 070 R012600 Y 070 R022600 N 071 A000100 18595 071 B000100 6762 071 C000100 157010 071 D000100 4 071 A000200 186277 071 B000200 141595 071 C000200 1428647 071 D000200 10 071 A001000 328310 071 B001000 176588 071 C001000 960432 071 D001000 18 071 A001200 227499 071 B001200 250969 071 C001200 818113 071 D001200 28 071 A001300 1897078 071 B001300 1006041 071 C001300 11549755 071 D001300 9 071 A001700 83430 071 B001700 98959 071 C001700 96279 071 D001700 87 071 A002200 63821 071 B002200 42386 071 C002200 216649 071 D002200 20 071 A002300 245008 071 B002300 174091 071 C002300 657426 071 D002300 26 071 A002500 1561833 071 B002500 1113545 071 C002500 14272308 071 D002500 8 071 A002600 10459 071 B002600 10669 071 C002600 18468 071 D002600 57 072 A000100 6 072 B000100 0 072 C000100 1406 072 D000100 0 072 E000100 0 072 F000100 394 PAGE 49 072 G000100 35 072 H000100 0 072 I000100 90 072 J000100 9 072 K000100 0 072 L000100 13 072 M000100 13 072 N000100 50 072 O000100 0 072 P000100 0 072 Q000100 0 072 R000100 21 072 S000100 1 072 T000100 106 072 U000100 0 072 V000100 0 072 W000100 5 072 X000100 737 072 Y000100 0 072 Z000100 669 072AA000100 1963 072BB000100 23 072CC010100 16811 072CC020100 0 072DD010100 294 072DD020100 1108 072EE000100 0 072 A000200 6 072 B000200 2 072 C000200 17413 072 D000200 0 072 E000200 0 072 F000200 3658 072 G000200 324 072 H000200 0 072 I000200 1071 072 J000200 21 072 K000200 0 072 L000200 130 072 M000200 29 072 N000200 47 072 O000200 0 072 P000200 0 072 Q000200 0 072 R000200 18 072 S000200 10 072 T000200 222 072 U000200 0 072 V000200 0 072 W000200 19 072 X000200 5548 PAGE 50 072 Y000200 0 072 Z000200 11867 072AA000200 32929 072BB000200 1773 072CC010200 159997 072CC020200 0 072DD010200 1733 072DD020200 20486 072EE000200 0 072 A001000 6 072 B001000 7403 072 C001000 7136 072 D001000 0 072 E001000 0 072 F001000 3837 072 G001000 227 072 H001000 0 072 I001000 375 072 J001000 181 072 K001000 0 072 L001000 49 072 M001000 19 072 N001000 93 072 O001000 0 072 P001000 0 072 Q001000 0 072 R001000 27 072 S001000 7 072 T001000 1698 072 U001000 0 072 V001000 0 072 W001000 17 072 X001000 6529 072 Y001000 0 072 Z001000 8009 072AA001000 16002 072BB001000 12050 072CC011000 46520 072CC021000 0 072DD011000 3565 072DD021000 11876 072EE001000 0 072 A001200 6 072 B001200 1 072 C001200 1428 072 D001200 0 072 E001200 0 072 F001200 3120 072 G001200 184 072 H001200 0 072 I001200 552 PAGE 51 072 J001200 20 072 K001200 0 072 L001200 89 072 M001200 17 072 N001200 59 072 O001200 0 072 P001200 0 072 Q001200 0 072 R001200 19 072 S001200 6 072 T001200 263 072 U001200 0 072 V001200 0 072 W001200 12 072 X001200 4343 072 Y001200 39 072 Z001200 -2875 072AA001200 44611 072BB001200 22391 072CC011200 79050 072CC021200 0 072DD011200 0 072DD021200 0 072EE001200 0 072 A001300 6 072 B001300 275601 072 C001300 3313 072 D001300 0 072 E001300 0 072 F001300 24474 072 G001300 2711 072 H001300 0 072 I001300 6713 072 J001300 273 072 K001300 0 072 L001300 882 072 M001300 125 072 N001300 210 072 O001300 0 072 P001300 0 072 Q001300 0 072 R001300 28 072 S001300 85 072 T001300 15074 072 U001300 0 072 V001300 0 072 W001300 137 072 X001300 50712 072 Y001300 0 072 Z001300 228202 072AA001300 99469 PAGE 52 072BB001300 9685 072CC011300 17341 072CC021300 0 072DD011300 79463 072DD021300 245408 072EE001300 111115 072 A001700 6 072 B001700 0 072 C001700 632 072 D001700 0 072 E001700 0 072 F001700 372 072 G001700 22 072 H001700 0 072 I001700 74 072 J001700 9 072 K001700 0 072 L001700 13 072 M001700 11 072 N001700 48 072 O001700 0 072 P001700 0 072 Q001700 0 072 R001700 25 072 S001700 1 072 T001700 59 072 U001700 0 072 V001700 0 072 W001700 4 072 X001700 638 072 Y001700 83 072 Z001700 77 072AA001700 11987 072BB001700 4833 072CC011700 1300 072CC021700 0 072DD011700 0 072DD021700 0 072EE001700 0 072 A002200 6 072 B002200 7165 072 C002200 313 072 D002200 0 072 E002200 0 072 F002200 696 072 G002200 51 072 H002200 0 072 I002200 110 072 J002200 17 072 K002200 0 072 L002200 22 PAGE 53 072 M002200 13 072 N002200 48 072 O002200 0 072 P002200 0 072 Q002200 0 072 R002200 24 072 S002200 1 072 T002200 187 072 U002200 0 072 V002200 0 072 W002200 65 072 X002200 1235 072 Y002200 0 072 Z002200 6243 072AA002200 2548 072BB002200 2616 072CC012200 11816 072CC022200 0 072DD012200 2389 072DD022200 4773 072EE002200 689 072 A002300 6 072 B002300 7913 072 C002300 0 072 D002300 0 072 E002300 0 072 F002300 1528 072 G002300 155 072 H002300 0 072 I002300 227 072 J002300 20 072 K002300 0 072 L002300 46 072 M002300 21 072 N002300 90 072 O002300 224 072 P002300 0 072 Q002300 0 072 R002300 28 072 S002300 5 072 T002300 899 072 U002300 0 072 V002300 0 072 W002300 11 072 X002300 3254 072 Y002300 26 072 Z002300 4684 072AA002300 4638 072BB002300 3940 072CC012300 0 072CC022300 3837 PAGE 54 072DD012300 4019 072DD022300 3572 072EE002300 235 072 A002500 6 072 B002500 325577 072 C002500 50515 072 D002500 0 072 E002500 0 072 F002500 41077 072 G002500 3265 072 H002500 0 072 I002500 5259 072 J002500 573 072 K002500 0 072 L002500 763 072 M002500 156 072 N002500 327 072 O002500 0 072 P002500 0 072 Q002500 0 072 R002500 27 072 S002500 102 072 T002500 32181 072 U002500 0 072 V002500 0 072 W002500 169 072 X002500 83900 072 Y002500 0 072 Z002500 292192 072AA002500 104493 072BB002500 59317 072CC012500 547846 072CC022500 0 072DD012500 145299 072DD022500 258500 072EE002500 0 072 A002600 6 072 B002600 241 072 C002600 0 072 D002600 0 072 E002600 0 072 F002600 58 072 G002600 4 072 H002600 0 072 I002600 10 072 J002600 17 072 K002600 0 072 L002600 2 072 M002600 9 072 N002600 35 072 O002600 0 PAGE 55 072 P002600 0 072 Q002600 0 072 R002600 25 072 S002600 0 072 T002600 36 072 U002600 0 072 V002600 0 072 W002600 4 072 X002600 200 072 Y002600 87 072 Z002600 128 072AA002600 513 072BB002600 280 072CC012600 0 072CC022600 932 072DD012600 172 072DD022600 102 072EE002600 361 073 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 0.1155 073 C001300 0.0000 073 A011700 0.0000 073 A021700 0.0000 073 B001700 0.0000 073 C001700 0.0000 073 A012200 0.0000 073 A022200 0.0000 073 B002200 0.0145 073 C002200 0.0000 073 A012300 0.0000 073 A022300 0.0000 073 B002300 0.0039 073 C002300 0.0000 073 A012500 0.0000 PAGE 56 073 A022500 0.0000 073 B002500 0.0000 073 C002500 0.0000 073 A012600 0.0000 073 A022600 0.0000 073 B002600 0.1844 073 C002600 0.0000 074 A000100 0 074 B000100 3077 074 C000100 0 074 D000100 0 074 E000100 0 074 F000100 177040 074 G000100 0 074 H000100 0 074 I000100 0 074 J000100 0 074 K000100 0 074 L000100 620 074 M000100 0 074 N000100 180737 074 O000100 1304 074 P000100 200 074 Q000100 0 074 R010100 0 074 R020100 0 074 R030100 0 074 R040100 91 074 S000100 0 074 T000100 179142 074 U010100 5213 074 U020100 18517 074 V010100 0.00 074 V020100 0.00 074 W000100 0.0000 074 X000100 4700 074 Y000100 0 074 A000200 327 074 B000200 50106 074 C000200 0 074 D000200 0 074 E000200 0 074 F000200 1587384 074 G000200 0 074 H000200 0 074 I000200 0 074 J000200 21676 074 K000200 0 074 L000200 9455 074 M000200 0 074 N000200 1668948 PAGE 57 074 O000200 22191 074 P000200 1066 074 Q000200 0 074 R010200 0 074 R020200 0 074 R030200 0 074 R040200 758 074 S000200 0 074 T000200 1644933 074 U010200 6313 074 U020200 63521 074 V010200 0.00 074 V020200 0.00 074 W000200 0.0000 074 X000200 4491 074 Y000200 0 074 A001000 1594 074 B001000 67273 074 C001000 0 074 D001000 295409 074 E001000 4611 074 F001000 763031 074 G001000 0 074 H001000 0 074 I001000 1660 074 J001000 11212 074 K001000 11 074 L001000 9872 074 M001000 17 074 N001000 1154690 074 O001000 8033 074 P001000 852 074 Q001000 0 074 R011000 0 074 R021000 0 074 R031000 0 074 R041000 1626 074 S001000 0 074 T001000 1144179 074 U011000 14279 074 U021000 50104 074 V011000 0.00 074 V021000 0.00 074 W001000 0.0000 074 X001000 4936 074 Y001000 0 074 A001200 75 074 B001200 26860 074 C001200 0 074 D001200 0 074 E001200 0 PAGE 58 074 F001200 878184 074 G001200 0 074 H001200 0 074 I001200 0 074 J001200 4982 074 K001200 0 074 L001200 0 074 M001200 1369 074 N001200 911470 074 O001200 5158 074 P001200 678 074 Q001200 0 074 R011200 0 074 R021200 0 074 R031200 0 074 R041200 1544 074 S001200 0 074 T001200 904090 074 U011200 33009 074 U021200 9469 074 V011200 0.00 074 V021200 0.00 074 W001200 0.0000 074 X001200 651 074 Y001200 0 074 A001300 20923 074 B001300 129417 074 C001300 0 074 D001300 11554159 074 E001300 7129 074 F001300 233942 074 G001300 0 074 H001300 0 074 I001300 131609 074 J001300 6027 074 K001300 0 074 L001300 180847 074 M001300 0 074 N001300 12264053 074 O001300 18000 074 P001300 5203 074 Q001300 0 074 R011300 0 074 R021300 0 074 R031300 0 074 R041300 31029 074 S001300 0 074 T001300 12209821 074 U011300 235492 074 U021300 730085 074 V011300 0.00 PAGE 59 074 V021300 0.00 074 W001300 0.0000 074 X001300 49271 074 Y001300 0 074 A001700 8 074 B001700 2558 074 C001700 0 074 D001700 0 074 E001700 0 074 F001700 93239 074 G001700 0 074 H001700 0 074 I001700 0 074 J001700 1384 074 K001700 0 074 L001700 232 074 M001700 0 074 N001700 97422 074 O001700 1471 074 P001700 127 074 Q001700 0 074 R011700 0 074 R021700 0 074 R031700 0 074 R041700 88 074 S001700 0 074 T001700 95736 074 U011700 1025 074 U021700 1954 074 V011700 0.00 074 V021700 0.00 074 W001700 0.0000 074 X001700 917 074 Y001700 0 074 A002200 0 074 B002200 17723 074 C002200 0 074 D002200 216041 074 E002200 9670 074 F002200 3921 074 G002200 0 074 H002200 0 074 I002200 1151 074 J002200 170 074 K002200 3 074 L002200 6169 074 M002200 0 074 N002200 254848 074 O002200 2651 074 P002200 307 074 Q002200 0 PAGE 60 074 R012200 0 074 R022200 0 074 R032200 0 074 R042200 1428 074 S002200 0 074 T002200 250462 074 U012200 16941 074 U022200 35114 074 V012200 0.00 074 V022200 0.00 074 W002200 0.0000 074 X002200 4676 074 Y002200 0 074 A002300 0 074 B002300 9978 074 C002300 28248 074 D002300 667715 074 E002300 0 074 F002300 0 074 G002300 0 074 H002300 0 074 I002300 0 074 J002300 0 074 K002300 5 074 L002300 6324 074 M002300 0 074 N002300 712270 074 O002300 8749 074 P002300 535 074 Q002300 0 074 R012300 0 074 R022300 0 074 R032300 0 074 R042300 1703 074 S002300 0 074 T002300 701283 074 U012300 31385 074 U022300 27300 074 V012300 0.00 074 V022300 0.00 074 W002300 0.0000 074 X002300 11638 074 Y002300 0 074 A002500 15338 074 B002500 112443 074 C002500 0 074 D002500 11143698 074 E002500 497496 074 F002500 2771346 074 G002500 0 074 H002500 0 PAGE 61 074 I002500 323927 074 J002500 514 074 K002500 0 074 L002500 218684 074 M002500 0 074 N002500 15083446 074 O002500 76791 074 P002500 8580 074 Q002500 0 074 R012500 0 074 R022500 0 074 R032500 0 074 R042500 30867 074 S002500 0 074 T002500 14967208 074 U012500 329030 074 U022500 615957 074 V012500 0.00 074 V022500 0.00 074 W002500 0.0000 074 X002500 69613 074 Y002500 0 074 A002600 207 074 B002600 414 074 C002600 0 074 D002600 17751 074 E002600 17 074 F002600 0 074 G002600 0 074 H002600 0 074 I002600 0 074 J002600 0 074 K002600 9 074 L002600 279 074 M002600 0 074 N002600 18676 074 O002600 0 074 P002600 47 074 Q002600 0 074 R012600 0 074 R022600 0 074 R032600 0 074 R042600 318 074 S002600 0 074 T002600 18311 074 U012600 1130 074 U022600 738 074 V012600 0.00 074 V022600 0.00 074 W002600 0.0000 074 X002600 493 PAGE 62 074 Y002600 0 075 A000100 0 075 B000100 158832 075 A000200 0 075 B000200 1473683 075 A001000 0 075 B001000 1027409 075 A001200 0 075 B001200 839988 075 A001300 0 075 B001300 12249112 075 A001700 0 075 B001700 99383 075 A002200 0 075 B002200 231969 075 A002300 0 075 B002300 700080 075 A002500 0 075 B002500 14761326 075 A002600 0 075 B002600 19212 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 002200 0.00 076 002300 0.00 076 002500 0.00 076 002600 0.00 077 A000000 Y 077 B000000 N 077 C000000 N 077 D000000 N 077 E000000 N 077 F000000 N 077 G000000 N 077 H000000 N 077 I000000 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 078 000000 N 080 C00AA00 0 081 B00AA00 0 PAGE 63 082 B00AA00 0 083 B00AA00 0 084 B00AA00 0 086 A010000 0 086 A020000 0 086 B010000 0 086 B020000 0 086 C010000 0 086 C020000 0 086 D010000 0 086 D020000 0 086 E010000 0 086 E020000 0 086 F010000 0 086 F020000 0 SIGNATURE MICHAEL KARDOK TITLE TREASURER EX-99.77O RULE 10F-3 2 ex77oi.htm EXHIBIT 77OI Unassociated Document
 
 
 

Exhibit 77O(i)

RULE 10f-3 REPORTING FORM

Name of Adviser/Subadviser:  Loomis, Sayles & Company, L.P.

Name of Fund:  See Attached                                                      

Total Net Assets of Fund:  See Attached

Issuer:  Continental Airlines

Underwriter(s): See Attached

Affiliated Underwriter in the Syndicate:  Natixis Securities North America

Date of Purchase:  9/19/12

Date of Offering:  9/19/12

Amount of Purchase1:  $16,805,000

Purchase Price:  $100

Commission or Spread: 0.50%


Check that all the following conditions have been met (any exceptions should be discussed prior to commitment):

X
The securities are (i) part of an issue registered under the Securities Act of 1933 (the “1933 Act”) that is being offered to the public, (ii) part of an issue of government securities as defined under the Investment Company Act of 1940, (iii)“municipal securities” as defined under the Securities Exchange Act of 1934, (iv) sold in an offering conducted under the laws of a country other than the United States subject to certain requirements, or (v) exempt from registration under Rules 144A of the 1933 Act.

 
If the securities meet conditions (i), (ii), (iv) or (v):

 
X
the issuer of such securities has been in continuous operation for not less than three years (including operations of predecessors).



 
If the securities meet conditions (iii):

 
__
the issuer of such securities has received an investment grade rating from a nationally recognized statistical rating organization or if the issuer of the municipal securities or entity supplying the revenues from which the issue is to be paid has been in continuous operation for less than three years (including any predecessors), it has received one of the three highest ratings from at least one such rating service


X
The securities were purchased prior to the end of the first day of which any sales were made and the purchase price did not exceed the offering price (or fourth day before termination, if a rights offering).

X
The underwriting was a firm commitment.

X
The commission, spread or profit was reasonable and fair compared to that being received by others for underwriting similar securities during a comparable period of time.

X
The amount of the securities purchased by the Fund, aggregated with purchases by any other investment company advised by the Fund’s investment adviser or sub-adviser, and any purchases by another account with respect to which the investment adviser or sub-adviser exercised such investment discretion with respect to the purchase did not exceed 25% of the principal amount of the offering.2

X
No underwriter which is an affiliate of the Fund’s adviser or sub-adviser was a direct or indirect participant in, or benefited directly or indirectly from the purchase.

X
The purchase was not part of a group sale (or part of the institutional pot), or otherwise allocated to the account of an officer, director, member of an advisory board, investment adviser or employee of the Fund or affiliated person thereof.


 
 




Signed by: /s/ Chip Bankes
Date: 9/28/12






 
Exhibit – Continental Airlines 9/19
Deal size
843,888,000



Fund
  Fund Name
Fund Assets
Purchase Amount
Price

1439N9
  LS Strategic Income Fund
14,694,576,244
3,280,000
100





































 
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 ex77oii.htm EXHIBIT 77OII Unassociated Document
 
 
 

Exhibit 77O(i)

RULE 10f-3 REPORTING FORM

Name of Adviser/Subadviser:  Loomis, Sayles & Company, L.P.

Name of Fund:  See Attached                                                      

Total Net Assets of Fund:  See Attached

Issuer:  Morgan Stanley

Underwriter(s): See Attached

Affiliated Underwriter in the Syndicate:  Natixis Securities North America

Date of Purchase:  10/18/12

Date of Offering:  10/18/12

Amount of Purchase1:  $174,206,120

Purchase Price:  $99.646

Commission or Spread: 0.45%


Check that all the following conditions have been met (any exceptions should be discussed prior to commitment):

X
The securities are (i) part of an issue registered under the Securities Act of 1933 (the “1933 Act”) that is being offered to the public, (ii) part of an issue of government securities as defined under the Investment Company Act of 1940, (iii)“municipal securities” as defined under the Securities Exchange Act of 1934, (iv) sold in an offering conducted under the laws of a country other than the United States subject to certain requirements, or (v) exempt from registration under Rules 144A of the 1933 Act.

 
If the securities meet conditions (i), (ii), (iv) or (v):

 
X
the issuer of such securities has been in continuous operation for not less than three years (including operations of predecessors).



 
If the securities meet conditions (iii):

 
__
the issuer of such securities has received an investment grade rating from a nationally recognized statistical rating organization or if the issuer of the municipal securities or entity supplying the revenues from which the issue is to be paid has been in continuous operation for less than three years (including any predecessors), it has received one of the three highest ratings from at least one such rating service


X
The securities were purchased prior to the end of the first day of which any sales were made and the purchase price did not exceed the offering price (or fourth day before termination, if a rights offering).

X
The underwriting was a firm commitment.

X
The commission, spread or profit was reasonable and fair compared to that being received by others for underwriting similar securities during a comparable period of time.

X
The amount of the securities purchased by the Fund, aggregated with purchases by any other investment company advised by the Fund’s investment adviser or sub-adviser, and any purchases by another account with respect to which the investment adviser or sub-adviser exercised such investment discretion with respect to the purchase did not exceed 25% of the principal amount of the offering.2

X
No underwriter which is an affiliate of the Fund’s adviser or sub-adviser was a direct or indirect participant in, or benefited directly or indirectly from the purchase.

X
The purchase was not part of a group sale (or part of the institutional pot), or otherwise allocated to the account of an officer, director, member of an advisory board, investment adviser or employee of the Fund or affiliated person thereof.


 
 




Signed by: /s/ Chip Bankes
Date: 10/31/12






 
Exhibit – Morgan Stanley
 
2,000,000,000



Fund
  Fund Name
Fund Assets
Purchase Amount
Price

1435N3
  LS Global Equity and Income Fund
1,003,174,996
1,285,433
99.646
 
(Domestic Bond)
Z409N0   LS Investment Grade Bond Fund
12,394,248,379
5,236,397
99.646
1439N9
  LS Strategic Income Fund
14,781,171,680
63,748,529
99.646





































 
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 4 ex77oiii.htm EXHIBIT 77OIII Unassociated Document
 
 
 

Exhibit 77O(iii)

RULE 10f-3 REPORTING FORM

Name of Adviser/Subadviser:  Loomis, Sayles & Company, L.P.

Name of Fund:  See Attached                                                      

Total Net Assets of Fund:  See Attached

Issuer:  Royal Bank of Scotland

Underwriter(s): See Attached

Affiliated Underwriter in the Syndicate:  Natixis Securities North America

Date of Purchase:  11/27/12

Date of Offering:  11/27/12

Amount of Purchase1:  $108,101,698

Purchase Price:  $99,923

Commission or Spread: 0.40%


Check that all the following conditions have been met (any exceptions should be discussed prior to commitment):

X
The securities are (i) part of an issue registered under the Securities Act of 1933 (the “1933 Act”) that is being offered to the public, (ii) part of an issue of government securities as defined under the Investment Company Act of 1940, (iii)“municipal securities” as defined under the Securities Exchange Act of 1934, (iv) sold in an offering conducted under the laws of a country other than the United States subject to certain requirements, or (v) exempt from registration under Rules 144A of the 1933 Act.

 
If the securities meet conditions (i), (ii), (iv) or (v):

 
X
the issuer of such securities has been in continuous operation for not less than three years (including operations of predecessors).



 
If the securities meet conditions (iii):

 
__
the issuer of such securities has received an investment grade rating from a nationally recognized statistical rating organization or if the issuer of the municipal securities or entity supplying the revenues from which the issue is to be paid has been in continuous operation for less than three years (including any predecessors), it has received one of the three highest ratings from at least one such rating service


X
The securities were purchased prior to the end of the first day of which any sales were made and the purchase price did not exceed the offering price (or fourth day before termination, if a rights offering).

X
The underwriting was a firm commitment.

X
The commission, spread or profit was reasonable and fair compared to that being received by others for underwriting similar securities during a comparable period of time.

X
The amount of the securities purchased by the Fund, aggregated with purchases by any other investment company advised by the Fund’s investment adviser or sub-adviser, and any purchases by another account with respect to which the investment adviser or sub-adviser exercised such investment discretion with respect to the purchase did not exceed 25% of the principal amount of the offering.2

X
No underwriter which is an affiliate of the Fund’s adviser or sub-adviser was a direct or indirect participant in, or benefited directly or indirectly from the purchase.

X
The purchase was not part of a group sale (or part of the institutional pot), or otherwise allocated to the account of an officer, director, member of an advisory board, investment adviser or employee of the Fund or affiliated person thereof.


 
 




Signed by: /s/ Chip Bankes
Date: 11/30/12






 
Exhibit – Royal Bank of Scotland
Deal size
2,250,000,000



Fund
  Fund Name
Fund Assets
Purchase Amount
Price

1439N9
  LS Strategic Income Fund
14,515,952,967
17,686,371
99.923
Z409N0  LS Investment Grade Bond Fund
12,247,433,824
35,872,357
99.923





































 
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-99.77Q1 OTHR EXHB 5 ex77q1d.htm EXHIBIT 77Q1D Unassociated Document
 
 
 

Exhibit 77Q(1)(d)

The Plan pursuant to Rule 18f-3 under the Investment Company Act of 1940, as amended, effective November 16, 2012 is incorporated by reference to exhibit (n)(1) to PEA No. 63 to the Registration Statement filed on November 29, 2012 (Accession No. 0001193125-12-485150).