0001410368-15-001406.txt : 20151125 0001410368-15-001406.hdr.sgml : 20151125 20151125143533 ACCESSION NUMBER: 0001410368-15-001406 CONFORMED SUBMISSION TYPE: NSAR-B PUBLIC DOCUMENT COUNT: 5 CONFORMED PERIOD OF REPORT: 20150930 FILED AS OF DATE: 20151125 DATE AS OF CHANGE: 20151125 EFFECTIVENESS DATE: 20151125 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 SEC ACT: 1940 Act SEC FILE NUMBER: 811-06241 FILM NUMBER: 151255778 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 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 LSVNX 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 LGRNX 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 LGBNX 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 LSSNX 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 NEZNX 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 0000872649 S000049859 Loomis Sayles Small/Mid Cap Growth Fund C000157445 Institutional Class LSMIX NSAR-B 1 lsiianswer.fil LOOMIS SAYLES TRUST II NSAR 9.30.2015 PAGE 1 000 B000000 09/30/2015 000 C000000 0000872649 000 D000000 N 000 E000000 NF 000 F000000 Y 000 G000000 N 000 H000000 N 000 I000000 6.1 000 J000000 A 001 A000000 LOOMIS SAYLES FUNDS II 001 B000000 811-06241 001 C000000 6174492809 002 A000000 399 BOYLSTON STREET 002 B000000 BOSTON 002 C000000 MA 002 D010000 02116 003 000000 N 004 000000 N 005 000000 N 006 000000 N 007 A000000 Y 007 B000000 9 007 C010100 1 007 C020100 Loomis Sayles Growth Fund 007 C030100 N 007 C010200 2 007 C020200 Loomis Sayles Value Fund 007 C030200 N 007 C011000 10 007 C021000 Loomis Sayles Global Equity and Income Fund 007 C031000 N 007 C011200 12 007 C021200 Loomis Sayles Small Cap Growth Fund 007 C031200 N 007 C011300 13 007 C021300 Loomis Sayles Investment Grade Bond Fund 007 C031300 N 007 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 007 C032500 N 007 C012600 26 007 C022600 Loomis Sayles International Bond Fund 007 C032600 Y 007 C012700 27 007 C022700 Loomis Sayles Small/Mid Cap Growth Fund PAGE 2 007 C032700 N 008 A00AA01 LOOMIS, SAYLES & COMPANY, L.P. 008 B00AA01 A 008 C00AA01 801-170 008 D01AA01 BOSTON 008 D02AA01 MA 008 D03AA01 02111 010 A00AA01 NGAM 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 02111 011 A000101 NGAM Distribution, L.P. 011 B000101 8-46325 011 C010101 Boston 011 C020101 MA 011 C030101 02116 011 A000201 NGAM Distribution, L.P. 011 B000201 8-46325 011 C010201 Boston 011 C020201 MA 011 C030201 02116 011 A001001 NGAM Distribution, L.P. 011 B001001 8-46325 011 C011001 Boston 011 C021001 MA 011 C031001 02116 011 A001201 NGAM Distribution, L.P. 011 B001201 8-46325 011 C011201 Boston 011 C021201 MA 011 C031201 02116 011 A001301 NGAM Distribution, L.P. 011 B001301 8-46325 011 C011301 Boston 011 C021301 MA 011 C031301 02116 011 A002201 NGAM Distribution, L.P. 011 B002201 8-46325 011 C012201 Boston 011 C022201 MA 011 C032201 02116 011 A002301 NGAM Distribution, L.P. 011 B002301 8-46325 011 C012301 Boston 011 C022301 MA PAGE 3 011 C032301 02116 011 A002501 NGAM Distribution, L.P. 011 B002501 8-46325 011 C012501 Boston 011 C022501 MA 011 C032501 02116 011 A002601 NGAM Distribution, L.P. 011 B002601 8-46325 011 C012601 Boston 011 C022601 MA 011 C032601 02116 011 A002701 NGAM Distribution, L.P. 011 B002701 8-46325 011 C012701 Boston 011 C022701 MA 011 C032701 02116 012 A000101 BOSTON FINANCIAL DATA SERVICES, INC. 012 B000101 84-00896 012 C010101 QUINCY 012 C020101 MA 012 C030101 02169 012 A000201 BOSTON FINANCIAL DATA SERVICES, INC. 012 B000201 84-00896 012 C010201 QUINCY 012 C020201 MA 012 C030201 02169 012 A001001 BOSTON FINANCIAL DATA SERVICES, INC. 012 B001001 84-00896 012 C011001 QUINCY 012 C021001 MA 012 C031001 02169 012 A001201 BOSTON FINANCIAL DATA SERVICES, INC. 012 B001201 84-00896 012 C011201 QUINCY 012 C021201 MA 012 C031201 02169 012 A001301 BOSTON FINANCIAL DATA SERVICES, INC. 012 B001301 84-00896 012 C011301 QUINCY 012 C021301 MA 012 C031301 02169 012 A002201 BOSTON FINANCIAL DATA SERVICES, INC. 012 B002201 84-00896 012 C012201 QUINCY 012 C022201 MA 012 C032201 02169 012 A002301 BOSTON FINANCIAL DATA SERVICES, INC. 012 B002301 84-00896 012 C012301 QUINCY 012 C022301 MA 012 C032301 02169 PAGE 4 012 A002501 BOSTON FINANCIAL DATA SERVICES, INC. 012 B002501 84-00896 012 C012501 QUINCY 012 C022501 MA 012 C032501 02169 012 A002601 BOSTON FINANCIAL DATA SERVICES, INC. 012 B002601 84-00896 012 C012601 QUINCY 012 C022601 MA 012 C032601 02169 012 A002701 BOSTON FINANCIAL DATA SERVICES, INC. 012 B002701 84-00896 012 C012701 QUINCY 012 C022701 MA 012 C032701 02169 013 A00AA01 PRICEWATERHOUSECOOPERS LLP 013 B01AA01 BOSTON 013 B02AA01 MA 013 B03AA01 02110 014 A00AA01 HARRIS ASSOCIATES SECURITIES, L.P 014 B00AA01 8-19988 014 A00AA02 Natixis ASIA Limited (Hong Kong) 014 B00AA02 8-00000 014 A00AA03 NGAM Distribution, L.P. 014 B00AA03 8-46325 014 A00AA04 Natixis Asset Management 014 B00AA04 8-00000 014 A00AA05 Natixis Funding Corp. 014 B00AA05 8-00000 014 A00AA06 Natixis Securities Americas, LLC 014 B00AA06 8-00000 014 A00AA07 Natixis Structured Issuance 014 B00AA07 8-00000 014 A00AA08 LOOMIS, SAYLES DISTRIBUTORS, L.P. 014 B00AA08 8-49575 014 A00AA09 Natixis 014 B00AA09 8-00000 014 A00AA10 NEXGEN CAPITAL LTD 014 B00AA10 8-00000 014 A00AA11 Natixis Corporate Solutions Limited 014 B00AA11 8-00000 014 A00AA12 AEW EUROPE SARL 014 B00AA12 8-00000 014 A00AA13 NGAM Switzerland Sarl 014 B00AA13 8-00000 014 A00AA14 Natixis Financial Products LLC 014 B00AA14 8-00000 014 A00AA15 Credit Foncier de France 014 B00AA15 8-00000 014 A00AA16 Natixis Asset Management Finance 014 B00AA16 8-00000 PAGE 5 014 A00AA17 Natixis U.S. Finance Company LLC 014 B00AA17 8-00000 014 A00AA18 DNCA Courtage 014 B00AA18 8-00000 015 A00AA01 STATE STREET BANK AND TRUST COMPANY 015 B00AA01 C 015 C01AA01 BOSTON 015 C02AA01 MA 015 C03AA01 02110 015 E01AA01 X 015 A00AA02 DEUTSCHE BANK AG 015 B00AA02 S 015 C01AA02 VIENNA 015 D01AA02 AUSTRIA 015 E04AA02 X 015 A00AA03 THE HONGKONG & SHANGHAI BANKING CORP., LTD. 015 B00AA03 S 015 C01AA03 SYDNEY 015 D01AA03 AUSTRALIA 015 E04AA03 X 015 A00AA04 DEUTSCHE BANK AG 015 B00AA04 S 015 C01AA04 AMSTERDAM 015 D01AA04 NETHERLANDS 015 E04AA04 X 015 A00AA05 CITIBANK N.A. 015 B00AA05 S 015 C01AA05 SAO PAULO 015 D01AA05 BRAZIL 015 E04AA05 X 015 A00AA06 STATE STREET TRUST COMPANY CANADA 015 B00AA06 S 015 C01AA06 TORONTO 015 D01AA06 CANADA 015 E04AA06 X 015 A00AA07 UBS SWITZERLAND AG 015 B00AA07 S 015 C01AA07 Zurich 015 D01AA07 SWITZERLAND 015 E04AA07 X 015 A00AA08 CESKOSLOVENSKA OBCHODNI BANKA, A.S. 015 B00AA08 S 015 C01AA08 PRAGUE 015 D01AA08 CZECH REPUBLIC 015 E04AA08 X 015 A00AA09 DEUTSCHE BANK AG 015 B00AA09 S 015 C01AA09 ESCHBORN 015 D01AA09 GERMANY 015 E04AA09 X 015 A00AA10 DEUTSCHE BANK S.A.E. PAGE 6 015 B00AA10 S 015 C01AA10 Madrid 015 D01AA10 SPAIN 015 E04AA10 X 015 A00AA11 DEUTSCHE BANK A.G. 015 B00AA11 S 015 C01AA11 PARIS 015 D01AA11 FRANCE 015 E04AA11 X 015 A00AA12 BNP PARIBAS SECURITIES SERVICES, S.C.A. 015 B00AA12 S 015 C01AA12 ATHENS 015 D01AA12 GREECE 015 E04AA12 X 015 A00AA13 STANDARD CHARTERED BANK (HONG KONG) LTD. 015 B00AA13 S 015 C01AA13 KWUN TONG 015 D01AA13 HONG KONG 015 E04AA13 X 015 A00AA14 CITIBANK EUROPE PLC 015 B00AA14 S 015 C01AA14 BUDAPEST 015 D01AA14 HUNGARY 015 E04AA14 X 015 A00AA15 DEUTSCHE BANK AG 015 B00AA15 S 015 C01AA15 JAKARTA 015 D01AA15 INDONESIA 015 E04AA15 X 015 A00AA16 BANK HAPOALIM B.M. 015 B00AA16 S 015 C01AA16 TEL AVIV 015 D01AA16 ISRAEL 015 E04AA16 X 015 A00AA17 THE HONGKONG AND SHANGHAI BANKING CORP., LTD. 015 B00AA17 S 015 C01AA17 EBENE 015 D01AA17 MAURITIUS 015 E04AA17 X 015 A00AA18 DEUTSCHE BANK S.P.A. 015 B00AA18 S 015 C01AA18 MILAN 015 D01AA18 ITALY 015 E04AA18 X 015 A00AA19 MIZUHO BANK, LTD. 015 B00AA19 S 015 C01AA19 TOKYO 015 D01AA19 JAPAN 015 E04AA19 X 015 A00AA20 STATE STREET BANK AND TRUST COMPANY 015 B00AA20 S PAGE 7 015 C01AA20 LONDON 015 D01AA20 UNITED KINGDOM 015 E04AA20 X 015 A00AA21 THE HONGKONG AND SHANGHAI BANKING CORP., LTD. 015 B00AA21 S 015 C01AA21 MUMBAI 015 D01AA21 INDIA 015 E04AA21 X 015 A00AA22 BANCO NACIONAL DE MEXICO S.A. 015 B00AA22 S 015 C01AA22 COL. SANTA FE 015 D01AA22 MEXICO 015 E04AA22 X 015 A00AA23 THE HONGKONG AND SHANGHAI BANKING CORP., LTD. 015 B00AA23 S 015 C01AA23 AUCKLAND 015 D01AA23 NEW ZEALAND 015 E04AA23 X 015 A00AA24 CITIBANK DEL PERU, S.A. 015 B00AA24 S 015 C01AA24 LIMA 015 D01AA24 PERU 015 E04AA24 X 015 A00AA25 BANK POLSKA KASA OPIEKI S.A. 015 B00AA25 S 015 C01AA25 WARSAW 015 D01AA25 POLAND 015 E04AA25 X 015 A00AA26 DEUTSCHE BANK AG 015 B00AA26 S 015 C01AA26 LISBON 015 D01AA26 PORTUGAL 015 E04AA26 X 015 A00AA27 CITIBANK N.A. 015 B00AA27 S 015 C01AA27 SINGAPORE 015 D01AA27 SINGAPORE 015 E04AA27 X 015 A00AA28 STANDARD CHARTERED BANK (THAI) PCL 015 B00AA28 S 015 C01AA28 BANGKOK 015 D01AA28 THAILAND 015 E04AA28 X 015 A00AA29 DEUTSCHE BANK AG 015 B00AA29 S 015 C01AA29 TAIPEI 015 D01AA29 TAIWAN - R.O.C. 015 E04AA29 X 015 A00AA30 STANDARD BANK OF SOUTH AFRICA LTD. 015 B00AA30 S 015 C01AA30 JOHANNESBURG PAGE 8 015 D01AA30 SOUTH AFRICA 015 E04AA30 X 015 A00AA31 DEUTSCHE BANK AG, NETHERLANDS 015 B00AA31 S 015 C01AA31 BRUSSELS 015 D01AA31 BELGIUM 015 E04AA31 X 015 A00AA32 BANCO ITAU CHILE 015 B00AA32 S 015 C01AA32 SANTIAGO 015 D01AA32 CHILE 015 E04AA32 X 015 A00AA33 CITITRUST COLOMBIA S.A. SOCIEDAD FIDUCIARIA 015 B00AA33 S 015 C01AA33 BOGOTA 015 D01AA33 COLOMBIA 015 E04AA33 X 015 A00AA34 DEUTSCHE BANK AG 015 B00AA34 S 015 C01AA34 SEOUL 015 D01AA34 SOUTH KOREA 015 E04AA34 X 015 A00AA35 NORDEA BANK AB (PUBL) 015 B00AA35 S 015 C01AA35 COPENHAGEN 015 D01AA35 DENMARK 015 E04AA35 X 015 A00AA36 NORDEA BANK AB (PUBL) 015 B00AA36 S 015 C01AA36 HELSINKI 015 D01AA36 FINLAND 015 E04AA36 X 015 A00AA37 NORDEA BANK AB (PUBL) 015 B00AA37 S 015 C01AA37 OSLO 015 D01AA37 NORWAY 015 E04AA37 X 015 A00AA38 NORDEA BANK AB (PUBL) 015 B00AA38 S 015 C01AA38 STOCKHOLM 015 D01AA38 SWEDEN 015 E04AA38 X 015 A00AA39 DEUTSCHE BANK A.S. 015 B00AA39 S 015 C01AA39 Istanbul 015 D01AA39 Turkey 015 E04AA39 X 015 A00AA40 Deutsche Bank (Malaysia) Berhad 015 B00AA40 S 015 C01AA40 Kuala Lumpur 015 D01AA40 Malaysia PAGE 9 015 E04AA40 X 015 A00AA41 FIRSTRAND BANK LIMITED 015 B00AA41 S 015 C01AA41 JOHANNESBURG 015 D01AA41 SOUTH AFRICA 015 D02AA41 2001 015 E04AA41 X 015 A00AA42 DEUTSCHE BANK AG 015 B00AA42 S 015 C01AA42 MOSCOW 015 D01AA42 RUSSIA 015 E04AA42 X 015 A00AA43 DEUTSCHE BANK AG 015 B00AA43 S 015 C01AA43 MAKATI CITY 015 D01AA43 PHILIPPINES 015 D02AA43 1226 015 E04AA43 X 018 00AA00 Y 019 A00AA00 Y 019 B00AA00 42 019 C00AA00 IXISLOOMIS 020 A000001 JPMORGAN CHASE SECURITIES, INC. 020 B000001 13-3224016 020 C000001 567 020 A000002 CAPITAL INSTITUTIONAL SERVICES, INC. 020 B000002 75-1565705 020 C000002 454 020 A000003 CREDIT SUISSE SECURITIES (USA) LLC 020 B000003 05-0546650 020 C000003 414 020 A000004 BANK OF AMERICA/MERRILL LYNCH 020 B000004 13-5674085 020 C000004 282 020 A000005 DEUTSCHE BANK SECURITIES, INC. 020 B000005 13-2730828 020 C000005 260 020 A000006 BARCLAYS BANK PLC 020 B000006 13-4942190 020 C000006 247 020 A000007 GOLDMAN SACHS & CO. 020 B000007 13-5108880 020 C000007 188 020 A000008 STIFEL NICOLAUS & CO., INC. 020 B000008 43-0538770 020 C000008 151 020 A000009 SANFORD C. BERNSTEIN & CO., LLC 020 B000009 13-4132953 020 C000009 117 020 A000010 WILLIAM BLAIR & COMPANY LLC 020 B000010 36-2214610 PAGE 10 020 C000010 113 021 000000 4020 022 A000001 STATE STREET BANK AND TRUST COMPANY 022 B000001 04-1867445 022 C000001 133677847 022 D000001 0 022 A000002 JPMORGAN CHASE SECURITIES, INC. 022 B000002 13-3224016 022 C000002 1475678 022 D000002 1023174 022 A000003 BANK OF AMERICA/MERRILL LYNCH 022 B000003 13-5674085 022 C000003 835180 022 D000003 1240430 022 A000004 RBC CAPITAL MARKETS CORP. 022 B000004 13-5033225 022 C000004 508494 022 D000004 994289 022 A000005 NOMURA SECURITIES INTERNATIONAL, INC. 022 B000005 13-2642206 022 C000005 67031 022 D000005 1127669 022 A000006 DEUTSCHE BANK SECURITIES, INC. 022 B000006 13-2730828 022 C000006 579950 022 D000006 447511 022 A000007 MORGAN STANLEY & CO., INC. 022 B000007 13-2655998 022 C000007 660465 022 D000007 273841 022 A000008 CITIGROUP GLOBAL MARKETS, INC. 022 B000008 11-2418191 022 C000008 377098 022 D000008 421673 022 A000009 GOLDMAN SACHS & CO. 022 B000009 13-5108880 022 C000009 258658 022 D000009 492788 022 A000010 BARCLAYS BANK PLC 022 B000010 13-4942190 022 C000010 284404 022 D000010 175603 023 C000000 140354107 023 D000000 8176714 024 000100 N 024 000200 Y 024 001000 Y 024 001200 N 024 001300 Y 024 002200 Y 024 002300 Y PAGE 11 024 002500 Y 024 002600 N 024 002700 N 025 A000201 JPMORGAN CHASE SECURITIES, INC. 025 B000201 13-3224016 025 C000201 E 025 D000201 42888 025 A000202 BANK OF AMERICA/MERRILL LYNCH 025 B000202 13-5674085 025 C000202 E 025 D000202 32679 025 A000203 CITIGROUP GLOBAL MARKETS, INC. 025 B000203 11-2418191 025 C000203 E 025 D000203 30952 025 A000204 STATE STREET BANK AND TRUST COMPANY 025 B000204 04-1867445 025 C000204 E 025 D000204 14222 025 A001001 GOLDMAN SACHS & CO. 025 B001001 13-5108880 025 C001001 E 025 D001001 16937 025 A001002 NOMURA SECURITIES INTERNATIONAL, INC. 025 B001002 13-2642206 025 C001002 E 025 D001002 14344 025 A001003 MORGAN STANLEY & CO., INC. 025 B001003 13-2655998 025 C001003 D 025 D001003 6708 025 A001004 BANK OF AMERICA/MERRILL LYNCH 025 B001004 13-5674085 025 C001004 D 025 D001004 3439 025 A001005 GOLDMAN SACHS & CO. 025 B001005 13-5108880 025 C001005 D 025 D001005 3427 025 A001006 NOMURA SECURITIES INTERNATIONAL, INC. 025 B001006 13-2642206 025 C001006 D 025 D001006 1183 025 A001007 BARCLAYS BANK PLC 025 B001007 13-4942190 025 C001007 D 025 D001007 1081 025 A001301 MORGAN STANLEY & CO., INC. 025 B001301 13-2655998 025 C001301 D 025 D001301 421493 PAGE 12 025 A001302 BANK OF AMERICA/MERRILL LYNCH 025 B001302 13-5674085 025 C001302 D 025 D001302 235539 025 A001303 GOLDMAN SACHS & CO. 025 B001303 13-5108880 025 C001303 D 025 D001303 209988 025 A001304 CITIGROUP GLOBAL MARKETS, INC. 025 B001304 11-2418191 025 C001304 D 025 D001304 126572 025 A001305 JPMORGAN CHASE SECURITIES, INC. 025 B001305 13-3224016 025 C001305 D 025 D001305 101614 025 A001306 BARCLAYS BANK PLC 025 B001306 13-4942190 025 C001306 D 025 D001306 1142 025 A002201 GOLDMAN SACHS & CO. 025 B002201 13-5108880 025 C002201 D 025 D002201 2332 025 A002202 BANK OF AMERICA/MERRILL LYNCH 025 B002202 13-5674085 025 C002202 D 025 D002202 1583 025 A002203 JPMORGAN CHASE SECURITIES, INC. 025 B002203 13-3224016 025 C002203 D 025 D002203 746 025 A002204 MORGAN STANLEY & CO., INC. 025 B002204 13-2655998 025 C002204 D 025 D002204 644 025 A002205 CITIGROUP GLOBAL MARKETS, INC. 025 B002205 11-2418191 025 C002205 D 025 D002205 162 025 A002301 JPMORGAN CHASE SECURITIES INC. 025 B002301 13-3224016 025 C002301 D 025 D002301 12223 025 A002302 BANK OF AMERICA/MERRILL LYNCH 025 B002302 13-5674085 025 C002302 D 025 D002302 3290 025 A002303 MORGAN STANLEY & CO., INC. 025 B002303 13-2655998 025 C002303 D PAGE 13 025 D002303 375 025 A002501 MORGAN STANLEY & CO., INC. 025 B002501 13-2655998 025 C002501 D 025 D002501 483946 025 A002502 BANK OF AMERICA/MERRILL LYNCH 025 B002502 13-5674085 025 C002502 E 025 D002502 86444 025 A002503 GOLDMAN SACHS & CO. 025 B002503 13-5108880 025 C002503 D 025 D002503 54762 025 A002504 BARCLAYS BANK PLC 025 B002504 13-4942190 025 C002504 D 025 D002504 49738 025 A002505 JPMORGAN CHASE SECURITIES INC. 025 B002505 13-3224016 025 C002505 D 025 D002505 44292 025 A002506 CITIGROUP GLOBAL MARKETS, INC. 025 B002506 11-2418191 025 C002506 D 025 D002506 39205 025 A002507 BANK OF AMERICA/MERRILL LYNCH 025 B002507 13-5674085 025 C002507 D 025 D002507 9726 025 D002601 0 025 D002602 0 025 D002603 0 026 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 52115 028 A020100 0 028 A030100 0 028 A040100 22103 028 B010100 47085 028 B020100 0 028 B030100 0 028 B040100 17340 028 C010100 57578 PAGE 14 028 C020100 0 028 C030100 0 028 C040100 14990 028 D010100 40219 028 D020100 0 028 D030100 0 028 D040100 18259 028 E010100 70847 028 E020100 0 028 E030100 0 028 E040100 20756 028 F010100 114828 028 F020100 0 028 F030100 0 028 F040100 17991 028 G010100 382672 028 G020100 0 028 G030100 0 028 G040100 111439 028 H000100 4250 028 A010200 12661 028 A020200 0 028 A030200 0 028 A040200 34532 028 B010200 14539 028 B020200 0 028 B030200 0 028 B040200 35424 028 C010200 25237 028 C020200 0 028 C030200 0 028 C040200 49224 028 D010200 109642 028 D020200 0 028 D030200 0 028 D040200 232473 028 E010200 25987 028 E020200 0 028 E030200 0 028 E040200 45359 028 F010200 49879 028 F020200 0 028 F030200 0 028 F040200 52849 028 G010200 237945 028 G020200 0 028 G030200 0 028 G040200 449861 028 H000200 1476 028 A011000 35734 028 A021000 0 PAGE 15 028 A031000 0 028 A041000 20696 028 B011000 26219 028 B021000 0 028 B031000 0 028 B041000 62723 028 C011000 30043 028 C021000 0 028 C031000 0 028 C041000 22392 028 D011000 41456 028 D021000 0 028 D031000 0 028 D041000 17105 028 E011000 54281 028 E021000 0 028 E031000 0 028 E041000 21289 028 F011000 47743 028 F021000 0 028 F031000 0 028 F041000 26196 028 G011000 235476 028 G021000 0 028 G031000 0 028 G041000 170401 028 H001000 11015 028 A011200 14144 028 A021200 0 028 A031200 0 028 A041200 12412 028 B011200 139499 028 B021200 0 028 B031200 0 028 B041200 47687 028 C011200 24879 028 C021200 0 028 C031200 0 028 C041200 16099 028 D011200 40247 028 D021200 0 028 D031200 0 028 D041200 18963 028 E011200 37968 028 E021200 0 028 E031200 0 028 E041200 17799 028 F011200 19106 028 F021200 0 028 F031200 0 028 F041200 19592 PAGE 16 028 G011200 275843 028 G021200 0 028 G031200 0 028 G041200 132552 028 H001200 0 028 A011300 199056 028 A021300 11241 028 A031300 0 028 A041300 337622 028 B011300 149642 028 B021300 12365 028 B031300 0 028 B041300 291100 028 C011300 154428 028 C021300 14058 028 C031300 0 028 C041300 371940 028 D011300 133055 028 D021300 14156 028 D031300 0 028 D041300 401618 028 E011300 122780 028 E021300 13395 028 E031300 0 028 E041300 590704 028 F011300 116202 028 F021300 13099 028 F031300 0 028 F041300 325702 028 G011300 875163 028 G021300 78314 028 G031300 0 028 G041300 2318686 028 H001300 25226 028 A012200 4128 028 A022200 555 028 A032200 0 028 A042200 8305 028 B012200 5213 028 B022200 613 028 B032200 0 028 B042200 17681 028 C012200 10854 028 C022200 640 028 C032200 0 028 C042200 11423 028 D012200 15183 028 D022200 566 028 D032200 0 028 D042200 14589 028 E012200 4160 PAGE 17 028 E022200 582 028 E032200 0 028 E042200 15143 028 F012200 3844 028 F022200 578 028 F032200 0 028 F042200 5617 028 G012200 43382 028 G022200 3534 028 G032200 0 028 G042200 72758 028 H002200 1520 028 A012300 15899 028 A022300 679 028 A032300 0 028 A042300 23608 028 B012300 24680 028 B022300 674 028 B032300 0 028 B042300 32628 028 C012300 54108 028 C022300 656 028 C032300 0 028 C042300 16613 028 D012300 55047 028 D022300 657 028 D032300 0 028 D042300 14458 028 E012300 22156 028 E022300 640 028 E032300 0 028 E042300 20834 028 F012300 49555 028 F022300 661 028 F032300 0 028 F042300 31130 028 G012300 221445 028 G022300 3967 028 G032300 0 028 G042300 139271 028 H002300 7575 028 A012500 258537 028 A022500 29218 028 A032500 0 028 A042500 511006 028 B012500 216032 028 B022500 37029 028 B032500 0 028 B042500 426677 028 C012500 190598 028 C022500 32844 PAGE 18 028 C032500 0 028 C042500 572882 028 D012500 166748 028 D022500 28382 028 D032500 0 028 D042500 658271 028 E012500 164371 028 E022500 32276 028 E032500 0 028 E042500 864804 028 F012500 144076 028 F022500 20389 028 F032500 0 028 F042500 677386 028 G012500 1140362 028 G022500 180138 028 G032500 0 028 G042500 3711026 028 H002500 64514 028 A012600 27 028 A022600 0 028 A032600 0 028 A042600 876 028 B012600 0 028 B022600 0 028 B032600 0 028 B042600 2393 028 C012600 0 028 C022600 0 028 C032600 0 028 C042600 0 028 D012600 0 028 D022600 0 028 D032600 0 028 D042600 0 028 E012600 0 028 E022600 0 028 E032600 0 028 E042600 0 028 F012600 0 028 F022600 0 028 F032600 0 028 F042600 0 028 G012600 27 028 G022600 0 028 G032600 0 028 G042600 3269 028 H002600 14 028 A012700 0 028 A022700 0 028 A032700 0 PAGE 19 028 A042700 0 028 B012700 0 028 B022700 0 028 B032700 0 028 B042700 0 028 C012700 10000 028 C022700 0 028 C032700 0 028 C042700 0 028 D012700 24 028 D022700 0 028 D032700 0 028 D042700 0 028 E012700 100 028 E022700 0 028 E032700 0 028 E042700 0 028 F012700 75 028 F022700 0 028 F032700 0 028 F042700 0 028 G012700 10199 028 G022700 0 028 G032700 0 028 G042700 0 028 H002700 0 029 000100 Y 029 000200 Y 029 001000 Y 029 001200 N 029 001300 Y 029 002200 Y 029 002300 Y 029 002500 Y 029 002600 Y 029 002700 N 030 A000100 148 030 B000100 5.75 030 C000100 0.00 030 A000200 50 030 B000200 5.75 030 C000200 0.00 030 A001000 452 030 B001000 5.75 030 C001000 0.00 030 A001200 0 030 B001200 0.00 030 C001200 0.00 030 A001300 923 030 B001300 4.50 030 C001300 0.00 PAGE 20 030 A002200 54 030 B002200 4.50 030 C002200 0.00 030 A002300 169 030 B002300 3.00 030 C002300 0.00 030 A002500 2282 030 B002500 4.50 030 C002500 0.00 030 A002600 1 030 B002600 4.50 030 C002600 0.00 030 A002700 0 030 B002700 0.00 030 C002700 0.00 031 A000100 19 031 B000100 0 031 A000200 7 031 B000200 0 031 A001000 59 031 B001000 0 031 A001200 0 031 B001200 0 031 A001300 114 031 B001300 0 031 A002200 7 031 B002200 0 031 A002300 24 031 B002300 0 031 A002500 282 031 B002500 0 031 A002600 0 031 B002600 0 031 A002700 0 031 B002700 0 032 000100 129 032 000200 43 032 001000 393 032 001200 0 032 001300 809 032 002200 47 032 002300 145 032 002500 2000 032 002600 1 032 002700 0 033 000100 0 033 000200 0 033 001000 0 033 001200 0 033 001300 0 033 002200 0 PAGE 21 033 002300 0 033 002500 0 033 002600 0 033 002700 0 034 000100 Y 034 000200 Y 034 001000 Y 034 001200 N 034 001300 Y 034 002200 Y 034 002300 Y 034 002500 Y 034 002600 Y 034 002700 N 035 000100 6 035 000200 2 035 001000 51 035 001200 0 035 001300 154 035 002200 2 035 002300 27 035 002500 609 035 002600 1 035 002700 0 036 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 A002200 N 036 B002200 0 036 A002300 N 036 B002300 0 036 A002500 N 036 B002500 0 036 A002600 N 036 B002600 0 036 B002700 0 037 000100 N 037 000200 N 037 001000 N 037 001200 N 037 001300 N 037 002200 N 037 002300 N 037 002500 N 037 002600 N PAGE 22 037 002700 N 038 000100 0 038 000200 0 038 001000 0 038 001200 0 038 001300 0 038 002200 0 038 002300 0 038 002500 0 038 002600 0 038 002700 0 039 000100 N 039 000200 N 039 001000 N 039 001200 N 039 001300 N 039 002200 N 039 002300 N 039 002500 N 039 002600 N 039 002700 N 040 000100 Y 040 000200 Y 040 001000 Y 040 001200 Y 040 001300 Y 040 002200 Y 040 002300 Y 040 002500 Y 040 002600 Y 040 002700 Y 041 000100 Y 041 000200 Y 041 001000 Y 041 001200 Y 041 001300 Y 041 002200 Y 041 002300 Y 041 002500 Y 041 002600 Y 041 002700 Y 042 A000100 0 042 B000100 0 042 C000100 100 042 D000100 0 042 E000100 0 042 F000100 0 042 G000100 0 042 H000100 0 042 A000200 0 042 B000200 0 PAGE 23 042 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 A002200 0 042 B002200 0 042 C002200 100 042 D002200 0 042 E002200 0 042 F002200 0 042 G002200 0 042 H002200 0 042 A002300 0 042 B002300 0 042 C002300 100 042 D002300 0 042 E002300 0 042 F002300 0 042 G002300 0 042 H002300 0 042 A002500 0 042 B002500 0 042 C002500 100 042 D002500 0 042 E002500 0 PAGE 24 042 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 0 042 A002700 0 042 B002700 0 042 C002700 100 042 D002700 0 042 E002700 0 042 F002700 0 042 G002700 0 042 H002700 0 043 000100 588 043 000200 1018 043 001000 4460 043 001200 438 043 001300 19326 043 002200 254 043 002300 1449 043 002500 62449 043 002600 15 043 002700 0 044 000100 0 044 000200 0 044 001000 0 044 001200 0 044 001300 0 044 002200 0 044 002300 0 044 002500 0 044 002600 0 044 002700 0 045 000100 Y 045 000200 Y 045 001000 Y 045 001200 Y 045 001300 Y 045 002200 Y 045 002300 Y 045 002500 Y 045 002600 Y 045 002700 Y 046 000100 N 046 000200 N PAGE 25 046 001000 N 046 001200 N 046 001300 N 046 002200 N 046 002300 N 046 002500 N 046 002600 N 046 002700 N 047 000100 Y 047 000200 Y 047 001000 Y 047 001200 Y 047 001300 Y 047 002200 Y 047 002300 Y 047 002500 Y 047 002600 Y 047 002700 Y 048 000100 0.500 048 A010100 0 048 A020100 0.000 048 B010100 0 048 B020100 0.000 048 C010100 0 048 C020100 0.000 048 D010100 0 048 D020100 0.000 048 E010100 0 048 E020100 0.000 048 F010100 0 048 F020100 0.000 048 G010100 0 048 G020100 0.000 048 H010100 0 048 H020100 0.000 048 I010100 0 048 I020100 0.000 048 J010100 0 048 J020100 0.000 048 K010100 0 048 K020100 0.000 048 000200 0.500 048 A010200 0 048 A020200 0.000 048 B010200 0 048 B020200 0.000 048 C010200 0 048 C020200 0.000 048 D010200 0 048 D020200 0.000 048 E010200 0 PAGE 26 048 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 0.000 048 A011000 2000000 048 A021000 0.750 048 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 2000000 048 K021000 0.730 048 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 PAGE 27 048 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 0.000 048 A011300 15000000 048 A021300 0.400 048 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 15000000 048 K021300 0.380 048 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 PAGE 28 048 J022200 0.000 048 K012200 0 048 K022200 0.000 048 002300 0.000 048 A012300 500000 048 A022300 0.375 048 B012300 1500000 048 B022300 0.350 048 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 2000000 048 K022300 0.300 048 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 10000000 048 D022500 0.540 048 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 25000000 048 K022500 0.530 048 002600 0.600 048 A012600 0 PAGE 29 048 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 0.000 048 002700 0.750 048 A012700 0 048 A022700 0.000 048 B012700 0 048 B022700 0.000 048 C012700 0 048 C022700 0.000 048 D012700 0 048 D022700 0.000 048 E012700 0 048 E022700 0.000 048 F012700 0 048 F022700 0.000 048 G012700 0 048 G022700 0.000 048 H012700 0 048 H022700 0.000 048 I012700 0 048 I022700 0.000 048 J012700 0 048 J022700 0.000 048 K012700 0 048 K022700 0.000 049 000100 N 049 000200 N 049 001000 N 049 001200 N 049 001300 N 049 002200 N 049 002300 N PAGE 30 049 002500 N 049 002600 N 049 002700 N 050 000100 N 050 000200 N 050 001000 N 050 001200 N 050 001300 N 050 002200 N 050 002300 N 050 002500 N 050 002600 N 050 002700 N 051 000100 N 051 000200 N 051 001000 N 051 001200 N 051 001300 N 051 002200 N 051 002300 N 051 002500 N 051 002600 N 051 002700 N 052 000100 N 052 000200 N 052 001000 N 052 001200 N 052 001300 N 052 002200 N 052 002300 N 052 002500 N 052 002600 N 052 002700 N 053 A000100 Y 053 B000100 Y 053 C000100 N 053 A000200 Y 053 B000200 Y 053 C000200 N 053 A001000 Y 053 B001000 Y 053 C001000 N 053 A001200 Y 053 B001200 Y 053 C001200 N 053 A001300 Y 053 B001300 Y 053 C001300 N 053 A002200 Y 053 B002200 Y 053 C002200 N PAGE 31 053 A002300 Y 053 B002300 Y 053 C002300 N 053 A002500 Y 053 B002500 Y 053 C002500 N 053 A002600 Y 053 B002600 Y 053 C002600 N 053 A002700 Y 053 B002700 Y 053 C002700 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 Y 055 A001000 N 055 B001000 N 055 A001200 N 055 B001200 N 055 A001300 N 055 B001300 N 055 A002200 Y 055 B002200 N 055 A002300 Y 055 B002300 N 055 A002500 N 055 B002500 N 055 A002600 Y 055 B002600 N 055 A002700 N 055 B002700 N 056 000100 Y 056 000200 Y 056 001000 Y 056 001200 Y PAGE 32 056 001300 Y 056 002200 Y 056 002300 Y 056 002500 Y 056 002600 Y 056 002700 Y 057 000100 N 057 000200 N 057 001000 N 057 001200 N 057 001300 N 057 002200 N 057 002300 N 057 002500 N 057 002600 N 057 002700 N 058 A000100 N 058 A000200 N 058 A001000 N 058 A001200 N 058 A001300 N 058 A002200 N 058 A002300 N 058 A002500 N 058 A002600 N 058 A002700 N 059 000100 Y 059 000200 Y 059 001000 Y 059 001200 Y 059 001300 Y 059 002200 Y 059 002300 Y 059 002500 Y 059 002600 Y 059 002700 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 A002200 Y 060 B002200 Y 060 A002300 Y 060 B002300 Y 060 A002500 Y PAGE 33 060 B002500 Y 060 A002600 N 060 B002600 N 060 A002700 Y 060 B002700 Y 061 000100 2500 061 000200 2500 061 001000 2500 061 001200 2500 061 001300 2500 061 002200 2500 061 002300 2500 061 002500 2500 061 002600 2500 061 002700 1000000 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 PAGE 34 062 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 0.6 062 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 8.5 062 N001300 0.0 062 O001300 1.0 PAGE 35 062 P001300 63.2 062 Q001300 21.4 062 R001300 4.1 062 A002200 Y 062 B002200 0.3 062 C002200 0.0 062 D002200 0.6 062 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 2.3 062 N002200 0.0 062 O002200 0.0 062 P002200 80.0 062 Q002200 10.1 062 R002200 4.9 062 A002300 Y 062 B002300 0.0 062 C002300 1.2 062 D002300 1.7 062 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 27.5 062 N002300 61.1 062 O002300 0.0 062 P002300 8.4 062 Q002300 0.2 062 R002300 0.0 062 A002500 Y 062 B002500 0.0 062 C002500 0.0 062 D002500 2.6 062 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 PAGE 36 062 M002500 1.9 062 N002500 0.0 062 O002500 1.4 062 P002500 49.6 062 Q002500 20.4 062 R002500 21.9 062 A002600 Y 062 B002600 0.0 062 C002600 0.0 062 D002600 0.0 062 E002600 0.0 062 F002600 0.0 062 G002600 0.0 062 H002600 0.0 062 I002600 0.0 062 J002600 0.0 062 K002600 0.0 062 L002600 0.0 062 M002600 0.0 062 N002600 0.0 062 O002600 0.0 062 P002600 0.0 062 Q002600 0.0 062 R002600 0.0 062 A002700 N 062 B002700 0.0 062 C002700 0.0 062 D002700 0.0 062 E002700 0.0 062 F002700 0.0 062 G002700 0.0 062 H002700 0.0 062 I002700 0.0 062 J002700 0.0 062 K002700 0.0 062 L002700 0.0 062 M002700 0.0 062 N002700 0.0 062 O002700 0.0 062 P002700 0.0 062 Q002700 0.0 062 R002700 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 PAGE 37 063 B001300 6.7 063 A002200 0 063 B002200 6.6 063 A002300 0 063 B002300 3.2 063 A002500 0 063 B002500 5.6 063 A002600 0 063 B002600 0.0 063 A002700 0 063 B002700 0.0 064 A001300 Y 064 B001300 N 064 A002200 N 064 B002200 N 064 A002300 N 064 B002300 N 064 A002500 Y 064 B002500 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 066 G001200 N 066 A001300 N 066 A002200 N 066 A002300 N 066 A002500 N PAGE 38 066 A002600 N 066 A002700 Y 066 B002700 N 066 C002700 N 066 D002700 Y 066 E002700 N 066 F002700 N 066 G002700 N 067 000100 N 067 000200 N 067 001000 N 067 001200 N 067 001300 N 067 002200 N 067 002300 N 067 002500 N 067 002600 N 067 002700 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 A002200 N 068 B002200 N 068 A002300 N 068 B002300 N 068 A002500 N 068 B002500 N 068 A002600 N 068 B002600 Y 068 A002700 N 068 B002700 N 069 000100 N 069 000200 N 069 001000 N 069 001200 N 069 001300 N 069 002200 N 069 002300 N 069 002500 N 069 002600 N 069 002700 N 070 A010100 Y 070 A020100 Y 070 B010100 Y PAGE 39 070 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 070 G020200 N 070 H010200 Y 070 H020200 N 070 I010200 N 070 I020200 N PAGE 40 070 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 Y 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 070 O011000 Y 070 O021000 N 070 P011000 Y 070 P021000 N 070 Q011000 Y PAGE 41 070 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 070 D021300 N 070 E011300 Y 070 E021300 N 070 F011300 Y 070 F021300 N PAGE 42 070 G011300 Y 070 G021300 N 070 H011300 Y 070 H021300 N 070 I011300 N 070 I021300 N 070 J011300 Y 070 J021300 N 070 K011300 Y 070 K021300 N 070 L011300 Y 070 L021300 Y 070 M011300 Y 070 M021300 Y 070 N011300 Y 070 N021300 N 070 O011300 Y 070 O021300 N 070 P011300 Y 070 P021300 N 070 Q011300 Y 070 Q021300 N 070 R011300 Y 070 R021300 N 070 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 Y 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 PAGE 43 070 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 Y 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 PAGE 44 070 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 Y 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 Y 070 F012600 Y 070 F022600 N 070 G012600 Y 070 G022600 N 070 H012600 Y 070 H022600 N 070 I012600 Y 070 I022600 N 070 J012600 Y 070 J022600 N 070 K012600 Y PAGE 45 070 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 070 A012700 Y 070 A022700 Y 070 B012700 Y 070 B022700 N 070 C012700 Y 070 C022700 N 070 D012700 Y 070 D022700 N 070 E012700 Y 070 E022700 N 070 F012700 Y 070 F022700 N 070 G012700 Y 070 G022700 N 070 H012700 Y 070 H022700 N 070 I012700 N 070 I022700 N 070 J012700 Y 070 J022700 N 070 K012700 Y 070 K022700 N 070 L012700 Y 070 L022700 N 070 M012700 Y 070 M022700 N 070 N012700 Y 070 N022700 N 070 O012700 Y 070 O022700 N 070 P012700 Y 070 P022700 N 070 Q012700 Y 070 Q022700 N 070 R012700 Y 070 R022700 N PAGE 46 071 A000100 505227 071 B000100 304721 071 C000100 1147677 071 D000100 27 071 A000200 375837 071 B000200 1108115 071 C000200 1840761 071 D000200 20 071 A001000 584739 071 B001000 600184 071 C001000 1207665 071 D001000 48 071 A001200 854895 071 B001200 851461 071 C001200 1087303 071 D001200 78 071 A001300 2363488 071 B001300 2551531 071 C001300 10102928 071 D001300 23 071 A002200 129327 071 B002200 124448 071 C002200 180512 071 D002200 69 071 A002300 527642 071 B002300 362812 071 C002300 757462 071 D002300 48 071 A002500 4109233 071 B002500 6617587 071 C002500 17713989 071 D002500 23 071 A002600 3460 071 B002600 11515 071 C002600 5955 071 D002600 58 071 A002700 11093 071 B002700 1311 071 C002700 9218 071 D002700 14 072 A000100 12 072 B000100 3 072 C000100 15816 072 D000100 0 072 E000100 0 072 F000100 5803 072 G000100 495 072 H000100 0 072 I000100 1097 072 J000100 46 072 K000100 0 PAGE 47 072 L000100 54 072 M000100 32 072 N000100 132 072 O000100 0 072 P000100 0 072 Q000100 0 072 R000100 40 072 S000100 12 072 T000100 588 072 U000100 0 072 V000100 0 072 W000100 31 072 X000100 8332 072 Y000100 0 072 Z000100 7487 072AA000100 103250 072BB000100 903 072CC010100 0 072CC020100 62314 072DD010100 383 072DD020100 5959 072EE000100 0 072 A000200 12 072 B000200 5 072 C000200 39191 072 D000200 0 072 E000200 0 072 F000200 9462 072 G000200 807 072 H000200 0 072 I000200 1644 072 J000200 54 072 K000200 0 072 L000200 108 072 M000200 38 072 N000200 206 072 O000200 0 072 P000200 0 072 Q000200 0 072 R000200 40 072 S000200 22 072 T000200 1018 072 U000200 0 072 V000200 0 072 W000200 58 072 X000200 13459 072 Y000200 0 072 Z000200 25737 072AA000200 359671 072BB000200 35461 072CC010200 0 PAGE 48 072CC020200 400601 072DD010200 10402 072DD020200 35393 072EE000200 211950 072 A001000 12 072 B001000 17904 072 C001000 10028 072 D001000 0 072 E001000 0 072 F001000 9386 072 G001000 534 072 H001000 0 072 I001000 1055 072 J001000 245 072 K001000 0 072 L001000 103 072 M001000 34 072 N001000 101 072 O001000 0 072 P001000 0 072 Q001000 0 072 R001000 60 072 S001000 14 072 T001000 4460 072 U001000 0 072 V001000 0 072 W001000 49 072 X001000 16041 072 Y001000 0 072 Z001000 11891 072AA001000 99603 072BB001000 31881 072CC011000 0 072CC021000 94044 072DD011000 2404 072DD021000 9354 072EE001000 60845 072 A001200 12 072 B001200 4 072 C001200 4138 072 D001200 0 072 E001200 0 072 F001200 8447 072 G001200 480 072 H001200 0 072 I001200 1228 072 J001200 46 072 K001200 0 072 L001200 49 072 M001200 32 072 N001200 108 PAGE 49 072 O001200 0 072 P001200 0 072 Q001200 0 072 R001200 40 072 S001200 13 072 T001200 438 072 U001200 0 072 V001200 0 072 W001200 29 072 X001200 10911 072 Y001200 0 072 Z001200 -6768 072AA001200 197774 072BB001200 101384 072CC011200 0 072CC021200 39045 072DD011200 0 072DD021200 0 072EE001200 149109 072 A001300 12 072 B001300 429804 072 C001300 11546 072 D001300 0 072 E001300 0 072 F001300 41910 072 G001300 4469 072 H001300 0 072 I001300 12394 072 J001300 523 072 K001300 0 072 L001300 731 072 M001300 158 072 N001300 330 072 O001300 0 072 P001300 0 072 Q001300 0 072 R001300 68 072 S001300 121 072 T001300 19326 072 U001300 0 072 V001300 0 072 W001300 199 072 X001300 80228 072 Y001300 0 072 Z001300 361123 072AA001300 158809 072BB001300 156508 072CC011300 0 072CC021300 837844 072DD011300 56457 072DD021300 257424 PAGE 50 072EE001300 103769 072 A002200 12 072 B002200 10008 072 C002200 677 072 D002200 0 072 E002200 0 072 F002200 1160 072 G002200 82 072 H002200 0 072 I002200 200 072 J002200 51 072 K002200 0 072 L002200 16 072 M002200 18 072 N002200 93 072 O002200 0 072 P002200 0 072 Q002200 0 072 R002200 57 072 S002200 2 072 T002200 254 072 U002200 0 072 V002200 0 072 W002200 16 072 X002200 1950 072 Y002200 34 072 Z002200 8768 072AA002200 10908 072BB002200 9488 072CC012200 0 072CC022200 19081 072DD012200 1926 072DD022200 6814 072EE002200 4515 072 A002300 12 072 B002300 15234 072 C002300 0 072 D002300 0 072 E002300 0 072 F002300 2812 072 G002300 328 072 H002300 0 072 I002300 578 072 J002300 41 072 K002300 0 072 L002300 46 072 M002300 24 072 N002300 109 072 O002300 0 072 P002300 0 072 Q002300 0 PAGE 51 072 R002300 56 072 S002300 9 072 T002300 1449 072 U002300 0 072 V002300 0 072 W002300 22 072 X002300 5473 072 Y002300 0 072 Z002300 9762 072AA002300 8340 072BB002300 3654 072CC012300 0 072CC022300 4748 072DD012300 5254 072DD022300 7432 072EE002300 0 072 A002500 12 072 B002500 748908 072 C002500 139841 072 D002500 0 072 E002500 0 072 F002500 100697 072 G002500 7747 072 H002500 0 072 I002500 13194 072 J002500 1171 072 K002500 0 072 L002500 832 072 M002500 258 072 N002500 512 072 O002500 0 072 P002500 0 072 Q002500 0 072 R002500 69 072 S002500 210 072 T002500 62449 072 U002500 0 072 V002500 0 072 W002500 350 072 X002500 187489 072 Y002500 0 072 Z002500 701260 072AA002500 850260 072BB002500 162821 072CC012500 0 072CC022500 2577296 072DD012500 147604 072DD022500 474593 072EE002500 427314 072 A002600 8 072 B002600 122 PAGE 52 072 C002600 1 072 D002600 0 072 E002600 0 072 F002600 28 072 G002600 2 072 H002600 0 072 I002600 12 072 J002600 20 072 K002600 0 072 L002600 4 072 M002600 13 072 N002600 45 072 O002600 0 072 P002600 0 072 Q002600 0 072 R002600 8 072 S002600 0 072 T002600 15 072 U002600 0 072 V002600 0 072 W002600 6 072 X002600 153 072 Y002600 100 072 Z002600 71 072AA002600 162 072BB002600 1641 072CC012600 678 072CC022600 0 072DD012600 0 072DD022600 0 072EE002600 131 072 A002700 4 072 B002700 0 072 C002700 8 072 D002700 0 072 E002700 0 072 F002700 19 072 G002700 1 072 H002700 0 072 I002700 0 072 J002700 3 072 K002700 0 072 L002700 1 072 M002700 3 072 N002700 7 072 O002700 0 072 P002700 0 072 Q002700 0 072 R002700 31 072 S002700 0 072 T002700 0 PAGE 53 072 U002700 0 072 V002700 0 072 W002700 2 072 X002700 65 072 Y002700 44 072 Z002700 -13 072AA002700 71 072BB002700 240 072CC012700 0 072CC022700 774 072DD012700 0 072DD022700 0 072EE002700 0 073 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 2.6683 073 C000200 0.0000 073 A011000 0.0000 073 A021000 0.0000 073 B001000 0.9599 073 C001000 0.0000 073 A011200 0.0000 073 A021200 0.0000 073 B001200 3.5440 073 C001200 0.0000 073 A011300 0.0000 073 A021300 0.0000 073 B001300 0.1157 073 C001300 0.0000 073 A012200 0.0000 073 A022200 0.0000 073 B002200 0.1060 073 C002200 0.0000 073 A012300 0.0000 073 A022300 0.0000 073 B002300 0.0000 073 C002300 0.0000 073 A012500 0.0000 073 A022500 0.0000 073 B002500 0.3774 073 C002500 0.0000 073 A012600 0.0000 073 A022600 0.0000 073 B002600 0.1558 073 C002600 0.0000 073 A012700 0.0000 073 A022700 0.0000 PAGE 54 073 B002700 0.0000 073 C002700 0.0000 074 A000100 0 074 B000100 54315 074 C000100 0 074 D000100 0 074 E000100 0 074 F000100 1319282 074 G000100 0 074 H000100 0 074 I000100 0 074 J000100 0 074 K000100 0 074 L000100 5242 074 M000100 0 074 N000100 1378839 074 O000100 39279 074 P000100 735 074 Q000100 0 074 R010100 0 074 R020100 0 074 R030100 0 074 R040100 1027 074 S000100 0 074 T000100 1337798 074 U010100 12341 074 U020100 116023 074 V010100 0.00 074 V020100 0.00 074 W000100 0.0000 074 X000100 70019 074 Y000100 0 074 A000200 79 074 B000200 17235 074 C000200 0 074 D000200 0 074 E000200 0 074 F000200 1433312 074 G000200 0 074 H000200 0 074 I000200 0 074 J000200 16467 074 K000200 0 074 L000200 5268 074 M000200 0 074 N000200 1472361 074 O000200 8663 074 P000200 1011 074 Q000200 0 074 R010200 0 074 R020200 0 PAGE 55 074 R030200 0 074 R040200 1452 074 S000200 0 074 T000200 1461235 074 U010200 5199 074 U020200 55518 074 V010200 0.00 074 V020200 0.00 074 W000200 0.0000 074 X000200 61759 074 Y000200 0 074 A001000 9580 074 B001000 58780 074 C001000 0 074 D001000 399887 074 E001000 766 074 F001000 767222 074 G001000 0 074 H001000 0 074 I001000 4360 074 J001000 2296 074 K001000 0 074 L001000 11072 074 M001000 791 074 N001000 1254754 074 O001000 6652 074 P001000 959 074 Q001000 0 074 R011000 0 074 R021000 0 074 R031000 0 074 R041000 2747 074 S001000 0 074 T001000 1244396 074 U011000 13357 074 U021000 54211 074 V011000 0.00 074 V021000 0.00 074 W001000 0.0000 074 X001000 53135 074 Y001000 108938 074 A001200 0 074 B001200 52824 074 C001200 0 074 D001200 0 074 E001200 0 074 F001200 1084814 074 G001200 0 074 H001200 0 074 I001200 0 074 J001200 11582 PAGE 56 074 K001200 0 074 L001200 1264 074 M001200 0 074 N001200 1150484 074 O001200 20499 074 P001200 905 074 Q001200 0 074 R011200 0 074 R021200 0 074 R031200 0 074 R041200 2701 074 S001200 0 074 T001200 1126379 074 U011200 36043 074 U021200 15083 074 V011200 0.00 074 V021200 0.00 074 W001200 0.0000 074 X001200 100035 074 Y001200 0 074 A001300 19590 074 B001300 51757 074 C001300 0 074 D001300 8416079 074 E001300 17316 074 F001300 355602 074 G001300 0 074 H001300 0 074 I001300 42217 074 J001300 14411 074 K001300 0 074 L001300 112638 074 M001300 0 074 N001300 9029610 074 O001300 0 074 P001300 4052 074 Q001300 0 074 R011300 0 074 R021300 0 074 R031300 0 074 R041300 36777 074 S001300 0 074 T001300 8988781 074 U011300 146641 074 U021300 663584 074 V011300 0.00 074 V021300 0.00 074 W001300 0.0000 074 X001300 624692 074 Y001300 0 074 A002200 0 PAGE 57 074 B002200 1094 074 C002200 470 074 D002200 151365 074 E002200 6051 074 F002200 1205 074 G002200 0 074 H002200 0 074 I002200 4146 074 J002200 2365 074 K002200 0 074 L002200 2661 074 M002200 580 074 N002200 169938 074 O002200 1653 074 P002200 203 074 Q002200 0 074 R012200 0 074 R022200 0 074 R032200 0 074 R042200 764 074 S002200 0 074 T002200 167318 074 U012200 9494 074 U022200 32509 074 V012200 0.00 074 V022200 0.00 074 W002200 0.0000 074 X002200 13505 074 Y002200 18795 074 A002300 95 074 B002300 14220 074 C002300 10329 074 D002300 819885 074 E002300 0 074 F002300 0 074 G002300 0 074 H002300 0 074 I002300 0 074 J002300 10323 074 K002300 0 074 L002300 12409 074 M002300 0 074 N002300 867261 074 O002300 18562 074 P002300 553 074 Q002300 0 074 R012300 0 074 R022300 0 074 R032300 0 074 R042300 4292 074 S002300 0 PAGE 58 074 T002300 843854 074 U012300 29931 074 U022300 42881 074 V012300 0.00 074 V022300 0.00 074 W002300 0.0000 074 X002300 33318 074 Y002300 0 074 A002500 141607 074 B002500 385172 074 C002500 0 074 D002500 10484688 074 E002500 239718 074 F002500 3017743 074 G002500 0 074 H002500 0 074 I002500 402749 074 J002500 37488 074 K002500 0 074 L002500 205027 074 M002500 0 074 N002500 14914193 074 O002500 0 074 P002500 8784 074 Q002500 0 074 R012500 0 074 R022500 0 074 R032500 0 074 R042500 47424 074 S002500 0 074 T002500 14857985 074 U012500 225679 074 U022500 783315 074 V012500 0.00 074 V022500 0.00 074 W002500 0.0000 074 X002500 643767 074 Y002500 0 074 A002600 0 074 B002600 0 074 C002600 0 074 D002600 0 074 E002600 0 074 F002600 0 074 G002600 0 074 H002600 0 074 I002600 0 074 J002600 0 074 K002600 0 074 L002600 0 074 M002600 0 PAGE 59 074 N002600 0 074 O002600 0 074 P002600 0 074 Q002600 0 074 R012600 0 074 R022600 0 074 R032600 0 074 R042600 0 074 S002600 0 074 T002600 0 074 U012600 0 074 U022600 0 074 V012600 0.00 074 V022600 0.00 074 W002600 0.0000 074 X002600 0 074 Y002600 0 074 A002700 0 074 B002700 532 074 C002700 0 074 D002700 0 074 E002700 0 074 F002700 8838 074 G002700 0 074 H002700 0 074 I002700 0 074 J002700 11 074 K002700 6 074 L002700 1 074 M002700 0 074 N002700 9387 074 O002700 105 074 P002700 2 074 Q002700 0 074 R012700 0 074 R022700 0 074 R032700 0 074 R042700 38 074 S002700 0 074 T002700 9242 074 U012700 1021 074 U022700 0 074 V012700 9.05 074 V022700 0.00 074 W002700 0.0000 074 X002700 11 074 Y002700 0 075 A000100 0 075 B000100 1167111 075 A000200 0 075 B000200 1885690 PAGE 60 075 A001000 0 075 B001000 1251657 075 A001200 0 075 B001200 1123432 075 A001300 0 075 B001300 10418700 075 A002200 0 075 B002200 193722 075 A002300 0 075 B002300 766426 075 A002500 0 075 B002500 18061351 075 A002600 0 075 B002600 7537 075 A002700 0 075 B002700 9724 076 000100 0.00 076 000200 0.00 076 001000 0.00 076 001200 0.00 076 001300 0.00 076 002200 0.00 076 002300 0.00 076 002500 0.00 076 002600 0.00 076 002700 0.00 077 A000000 Y 077 B000000 Y 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 N 077 Q020000 N 077 Q030000 N 078 000000 N 080 A00AA00 NATL. UNION FIRE INSURANCE CO. OF PITTSBURGH 080 B00AA00 CONTINENTAL CASUALTY COMPANY (CNA) 080 C00AA00 49000 081 A00AA00 Y 081 B00AA00 33 PAGE 61 082 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 0 086 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 exhibit77oi.txt EXHIBIT 77OI 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: Turkiye Halk Bankasi AS Underwriter(s): See Attached Affiliated Underwriter in the Syndicate: Natixis Date of Purchase: 2/4/2015 Date of Offering: 2/4/2015 Amount of Purchase : $896,058.00 Purchase Price: $99.562 Commission or Spread: Not public 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. 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. S i g n e d b y : / s / C h i p B a n k e s Date: 3/31/15 Turkiye Halk Bankasi AS (900150AD5) Deal size 500,000 Fund Fund Name Fund Assets Purchase Amount Price 1435N3 LS Global Equity and Income Fund-Global Bons 181,406,169.62 896,058.00 99.562 Include all purchases made by two or more funds which have the same investment adviser or sub-adviser. Special counting rules apply for Rule 144A offerings. EX-99.77O RULE 10F-3 3 exhibit77oii.txt EXHIBIT 77OII Exhibit 77O(ii) 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: Markwest Energy Part/Fin Underwriter(s): See Attached Affiliated Underwriter in the Syndicate: Natixis Date of Purchase: 2/26/2015 Date of Offering: 2/26/2015 Amount of Purchase : $11,253,432.82 Purchase Price: $101.625 Commission or Spread: 1% 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. 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. S i g n e d b y : / s / C h i p B a n k e s Date: 3/31/15 Markwest Energy Part/Fin (570506A54) Deal size 500,000,000 Fund Fund Name Fund Assets Purchase Amount Price H40132 LS High Income Fund 207,408,281.16 206,012.50 101.625 Include all purchases made by two or more funds which have the same investment adviser or sub-adviser. Special counting rules apply for Rule 144A offerings. EX-99.77O RULE 10F-3 4 exhibit77oiii.txt EXHIBIT 77OIII 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: Sabre GLBL Inc Underwriter(s): See Attached Affiliated Underwriter in the Syndicate: Natixis Date of Purchase: 4/1/2015 Date of Offering: 4/1/2015 Amount of Purchase : $5,250,000.00 Purchase Price: $100 Commission or Spread: 1.375% 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. 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. S i g n e d b y : / s / C h i p B a n k e s Date: 6/30/15 SABRE GLBL INC (78573MAA0) Deal size 530,000,000.00 Fund Fund Name Fund Assets Purchase Amount Price H40132 LS High Income Fund 207,418,723.50 405,000.00 100 Include all purchases made by two or more funds which have the same investment adviser or sub-adviser. Special counting rules apply for Rule 144A offerings. EX-99.77B ACCT LTTR 5 lsiipwcletter.txt PWC 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 audits of the financial statements of Loomis Sayles Global Equity and Income 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 Small Cap Growth Fund, Loomis Sayles Small/Mid Cap Growth Fund, Loomis Sayles Strategic Income Fund, and Loomis Sayles Value Fund, each a series of Loomis Sayles Funds II (the ?Funds?) as of and for the year ended September 30, 2015, 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 fund; (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 fund is being made only in accordance with authorizations of management and trustees of the fund; 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, 2015. 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 20, 2015 2 2