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