a. How many Classes of shares of the Fund (if
any) are
authorized?
| 6 |
b. How many new Classes of shares of the Fund
were
added
during the reporting period?
| 0 |
c. How many Classes of shares of the Fund were
terminated during the reporting period?
| 0 |
d. For each Class with shares outstanding,
provide the
information requested below: |
|
Shares Outstanding Record:
1 |
i. Full name of Class | Class N |
ii. Class identification number, if any | C000125485 |
iii. Ticker symbol, if any | LGBNX |
Shares Outstanding Record:
2 |
i. Full name of Class | Class T |
ii. Class identification number, if any | C000188537 |
iii. Ticker symbol, if any | LIGTX |
Shares Outstanding Record:
3 |
i. Full name of Class | Class C |
ii. Class identification number, if any | C000018236 |
iii. Ticker symbol, if any | LGBCX |
Shares Outstanding Record:
4 |
i. Full name of Class | Class Y |
ii. Class identification number, if any | C000018238 |
iii. Ticker symbol, if any | LSIIX |
Shares Outstanding Record:
5 |
i. Full name of Class | Class A |
ii. Class identification number, if any | C000018234 |
iii. Ticker symbol, if any | LIGRX |
Shares Outstanding Record:
6 |
i. Full name of Class | Admin Class |
ii. Class identification number, if any | C000082998 |
iii. Ticker symbol, if any | LIGAX |
Pricing Services Record:
1 |
i. Full name | Bloomberg L.P. |
ii. LEI, if any, or provide and describe other
identifying number
| 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable |
NEW YORK
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the pricing service an affiliated person of the
Fund or its
investment adviser(s)?
|
Yes
No
|
Pricing Services Record:
2 |
i. Full name | ICE Data Services, Inc. |
ii. LEI, if any, or provide and describe other
identifying number
| 5493000NQ9LYLDBCTL34 |
Description of other identifying number | |
iii. State, if applicable |
NEW JERSEY
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the pricing service an affiliated person of the
Fund or its
investment adviser(s)?
|
Yes
No
|
Pricing Services Record:
3 |
i. Full name | Refinitiv |
ii. LEI, if any, or provide and describe other
identifying number
| 00000000000000000000 |
Description of other identifying number | |
iii. State, if applicable |
NEW YORK
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the pricing service an affiliated person of the
Fund or its
investment adviser(s)?
|
Yes
No
|
Pricing Services Record:
4 |
i. Full name | IHS Markit Ltd. |
ii. LEI, if any, or provide and describe other
identifying number
| 549300HLPTRASHS0E726 |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
v. Is the pricing service an affiliated person of the
Fund or its
investment adviser(s)?
|
Yes
No
|
|
Custodians Record:
1 |
i. Full name | Citibank, National Association (Singapore, SG, Branch) |
ii. LEI, if any | E57ODZWZ7FF32TWEFA76 |
iii. State, if applicable | |
iv. Foreign country, if applicable |
SINGAPORE
|
v. Is the custodian an affiliated person of
the Fund
or its
investment adviser(s)?
|
Yes
No
|
vi. Is the custodian a sub-custodian?
|
Yes
No
|
vii. With respect to the custodian, check
below to
indicate
the type
of custody:
|
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR
270.17f-1)
3.Self - rule 17f-2 (17 CFR 270.17f-2)
4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
6.Futures commission merchants and commodity clearing
organizations - rule 17f-6 (17 CFR 270.17f-6)
7.Foreign securities depository - rule 17f-7 (17 CFR
270.17f-7)
8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
9.Other
|
Custodians Record:
2 |
i. Full name | Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex |
ii. LEI, if any | 2SFFM4FUIE05S37WFU55 |
iii. State, if applicable | |
iv. Foreign country, if applicable |
MEXICO
|
v. Is the custodian an affiliated person of
the Fund
or its
investment adviser(s)?
|
Yes
No
|
vi. Is the custodian a sub-custodian?
|
Yes
No
|
vii. With respect to the custodian, check
below to
indicate
the type
of custody:
|
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR
270.17f-1)
3.Self - rule 17f-2 (17 CFR 270.17f-2)
4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
6.Futures commission merchants and commodity clearing
organizations - rule 17f-6 (17 CFR 270.17f-6)
7.Foreign securities depository - rule 17f-7 (17 CFR
270.17f-7)
8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
9.Other
|
Custodians Record:
3 |
i. Full name | State Street Bank and Trust Company (London, GB, Branch) |
ii. LEI, if any | 0000000000 |
iii. State, if applicable | |
iv. Foreign country, if applicable |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
v. Is the custodian an affiliated person of
the Fund
or its
investment adviser(s)?
|
Yes
No
|
vi. Is the custodian a sub-custodian?
|
Yes
No
|
vii. With respect to the custodian, check
below to
indicate
the type
of custody:
|
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR
270.17f-1)
3.Self - rule 17f-2 (17 CFR 270.17f-2)
4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
6.Futures commission merchants and commodity clearing
organizations - rule 17f-6 (17 CFR 270.17f-6)
7.Foreign securities depository - rule 17f-7 (17 CFR
270.17f-7)
8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
9.Other
|
Custodians Record:
4 |
i. Full name | State Street Trust Company Canada |
ii. LEI, if any | 549300L71XG2CTQ2V827 |
iii. State, if applicable | |
iv. Foreign country, if applicable |
CANADA (FEDERAL LEVEL)
|
v. Is the custodian an affiliated person of
the Fund
or its
investment adviser(s)?
|
Yes
No
|
vi. Is the custodian a sub-custodian?
|
Yes
No
|
vii. With respect to the custodian, check
below to
indicate
the type
of custody:
|
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR
270.17f-1)
3.Self - rule 17f-2 (17 CFR 270.17f-2)
4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
6.Futures commission merchants and commodity clearing
organizations - rule 17f-6 (17 CFR 270.17f-6)
7.Foreign securities depository - rule 17f-7 (17 CFR
270.17f-7)
8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
9.Other
|
Custodians Record:
5 |
i. Full name | Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch) |
ii. LEI, if any | 579100KKDGKCFFKKF005 |
iii. State, if applicable | |
iv. Foreign country, if applicable |
BRAZIL
|
v. Is the custodian an affiliated person of
the Fund
or its
investment adviser(s)?
|
Yes
No
|
vi. Is the custodian a sub-custodian?
|
Yes
No
|
vii. With respect to the custodian, check
below to
indicate
the type
of custody:
|
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR
270.17f-1)
3.Self - rule 17f-2 (17 CFR 270.17f-2)
4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
6.Futures commission merchants and commodity clearing
organizations - rule 17f-6 (17 CFR 270.17f-6)
7.Foreign securities depository - rule 17f-7 (17 CFR
270.17f-7)
8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
9.Other
|
Custodians Record:
6 |
i. Full name | Clearstream Banking S.A. |
ii. LEI, if any | 549300OL514RA0SXJJ44 |
iii. State, if applicable | |
iv. Foreign country, if applicable |
LUXEMBOURG
|
v. Is the custodian an affiliated person of
the Fund
or its
investment adviser(s)?
|
Yes
No
|
vi. Is the custodian a sub-custodian?
|
Yes
No
|
vii. With respect to the custodian, check
below to
indicate
the type
of custody:
|
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR
270.17f-1)
3.Self - rule 17f-2 (17 CFR 270.17f-2)
4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
6.Futures commission merchants and commodity clearing
organizations - rule 17f-6 (17 CFR 270.17f-6)
7.Foreign securities depository - rule 17f-7 (17 CFR
270.17f-7)
8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
9.Other
|
Custodians Record:
7 |
i. Full name | Deutsche Bank Societa per Azioni |
ii. LEI, if any | 529900SS7ZWCX82U3W60 |
iii. State, if applicable | |
iv. Foreign country, if applicable |
ITALY
|
v. Is the custodian an affiliated person of
the Fund
or its
investment adviser(s)?
|
Yes
No
|
vi. Is the custodian a sub-custodian?
|
Yes
No
|
vii. With respect to the custodian, check
below to
indicate
the type
of custody:
|
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR
270.17f-1)
3.Self - rule 17f-2 (17 CFR 270.17f-2)
4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
6.Futures commission merchants and commodity clearing
organizations - rule 17f-6 (17 CFR 270.17f-6)
7.Foreign securities depository - rule 17f-7 (17 CFR
270.17f-7)
8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
9.Other
|
Custodians Record:
8 |
i. Full name | State Street Bank and Trust Company |
ii. LEI, if any | 571474TGEMMWANRLN572 |
iii. State, if applicable |
MASSACHUSETTS
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the custodian an affiliated person of
the Fund
or its
investment adviser(s)?
|
Yes
No
|
vi. Is the custodian a sub-custodian?
|
Yes
No
|
vii. With respect to the custodian, check
below to
indicate
the type
of custody:
|
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR
270.17f-1)
3.Self - rule 17f-2 (17 CFR 270.17f-2)
4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
6.Futures commission merchants and commodity clearing
organizations - rule 17f-6 (17 CFR 270.17f-6)
7.Foreign securities depository - rule 17f-7 (17 CFR
270.17f-7)
8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
9.Other
|
Custodians Record:
9 |
i. Full name | The Standard Bank of South Africa Limited |
ii. LEI, if any | QFC8ZCW3Q5PRXU1XTM60 |
iii. State, if applicable | |
iv. Foreign country, if applicable |
SOUTH AFRICA
|
v. Is the custodian an affiliated person of
the Fund
or its
investment adviser(s)?
|
Yes
No
|
vi. Is the custodian a sub-custodian?
|
Yes
No
|
vii. With respect to the custodian, check
below to
indicate
the type
of custody:
|
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR
270.17f-1)
3.Self - rule 17f-2 (17 CFR 270.17f-2)
4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
6.Futures commission merchants and commodity clearing
organizations - rule 17f-6 (17 CFR 270.17f-6)
7.Foreign securities depository - rule 17f-7 (17 CFR
270.17f-7)
8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
9.Other
|
|
Broker Dealers Record:
1 |
a. Full name | Nexgen Capital Limited |
b. SEC file number | N/A |
c. CRD number | 000000000 |
d. LEI, if any | 635400RB4CFTG3P1H146 |
e. State, if applicable | |
f. Foreign country, if applicable |
IRELAND
|
g. Total commissions paid to the affiliated
broker-dealer for the reporting period:
| 0.00000000 |
Broker Dealers Record:
2 |
a. Full name | Natixis Investment Managers Canada LP |
b. SEC file number | N/A |
c. CRD number | 000000000 |
d. LEI, if any | 00000000000000000000 |
e. State, if applicable | |
f. Foreign country, if applicable |
CANADA (FEDERAL LEVEL)
|
g. Total commissions paid to the affiliated
broker-dealer for the reporting period:
| 0.00000000 |
Broker Dealers Record:
3 |
a. Full name | Natixis Distribution, L.P. |
b. SEC file number | N/A |
c. CRD number | 000034754 |
d. LEI, if any | 0000000000 |
e. State, if applicable |
MASSACHUSETTS
|
f. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
g. Total commissions paid to the affiliated
broker-dealer for the reporting period:
| 0.00000000 |
Broker Dealers Record:
4 |
a. Full name | Natixis Investment Managers S.A. |
b. SEC file number | N/A |
c. CRD number | 000000000 |
d. LEI, if any | 5493004FNBJP406R4B02 |
e. State, if applicable | |
f. Foreign country, if applicable |
LUXEMBOURG
|
g. Total commissions paid to the affiliated
broker-dealer for the reporting period:
| 0.00000000 |
Broker Dealers Record:
5 |
a. Full name | Credit Foncier de France |
b. SEC file number | N/A |
c. CRD number | 000000000 |
d. LEI, if any | 969500EYG6U339D3TI84 |
e. State, if applicable | |
f. Foreign country, if applicable |
FRANCE
|
g. Total commissions paid to the affiliated
broker-dealer for the reporting period:
| 0.00000000 |
Broker Dealers Record:
6 |
a. Full name | Loomis Sayles Distributors, L.P. |
b. SEC file number | N/A |
c. CRD number | 000000000 |
d. LEI, if any | 00000000000000000000 |
e. State, if applicable |
MASSACHUSETTS
|
f. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
g. Total commissions paid to the affiliated
broker-dealer for the reporting period:
| 0.00000000 |
Broker Dealers Record:
7 |
a. Full name | Natixis Australia Pty Ltd |
b. SEC file number | N/A |
c. CRD number | 000000000 |
d. LEI, if any | 00000000000000000000 |
e. State, if applicable | |
f. Foreign country, if applicable |
AUSTRALIA
|
g. Total commissions paid to the affiliated
broker-dealer for the reporting period:
| 0.00000000 |
Broker Dealers Record:
8 |
a. Full name | Natixis Securities Americas LLC |
b. SEC file number | 8-719 |
c. CRD number | 000001101 |
d. LEI, if any | 549300L8G1E7ZHVEOG75 |
e. State, if applicable |
NEW YORK
|
f. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
g. Total commissions paid to the affiliated
broker-dealer for the reporting period:
| 0.00000000 |
Broker Dealers Record:
9 |
a. Full name | NATIXIS Pfandbriefbank AG |
b. SEC file number | N/A |
c. CRD number | 000000000 |
d. LEI, if any | 529900J6VNDBVTKV7I86 |
e. State, if applicable | |
f. Foreign country, if applicable |
GERMANY
|
g. Total commissions paid to the affiliated
broker-dealer for the reporting period:
| 0.00000000 |
Broker Dealers Record:
10 |
a. Full name | DNCA Courtage |
b. SEC file number | N/A |
c. CRD number | 000000000 |
d. LEI, if any | 00000000000000000000 |
e. State, if applicable | |
f. Foreign country, if applicable |
FRANCE
|
g. Total commissions paid to the affiliated
broker-dealer for the reporting period:
| 0.00000000 |
Broker Dealers Record:
11 |
a. Full name | Natixis Asset Management Finance |
b. SEC file number | N/A |
c. CRD number | 000000000 |
d. LEI, if any | 969500OCY8KZTP2CB380 |
e. State, if applicable | |
f. Foreign country, if applicable |
FRANCE
|
g. Total commissions paid to the affiliated
broker-dealer for the reporting period:
| 0.00000000 |
Broker Dealers Record:
12 |
a. Full name | Natixis Investment Managers UK Ltd |
b. SEC file number | N/A |
c. CRD number | 000000000 |
d. LEI, if any | 00000000000000000000 |
e. State, if applicable | |
f. Foreign country, if applicable |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
g. Total commissions paid to the affiliated
broker-dealer for the reporting period:
| 0.00000000 |
Broker Dealers Record:
13 |
a. Full name | Natixis Investment Managers Hong Kong Limited |
b. SEC file number | N/A |
c. CRD number | 000000000 |
d. LEI, if any | 00000000000000000000 |
e. State, if applicable | |
f. Foreign country, if applicable |
HONG KONG
|
g. Total commissions paid to the affiliated
broker-dealer for the reporting period:
| 0.00000000 |
Broker Dealers Record:
14 |
a. Full name | Natixis Investment Managers Japan Co., Ltd. |
b. SEC file number | N/A |
c. CRD number | 000000000 |
d. LEI, if any | 00000000000000000000 |
e. State, if applicable | |
f. Foreign country, if applicable |
JAPAN
|
g. Total commissions paid to the affiliated
broker-dealer for the reporting period:
| 0.00000000 |
Broker Dealers Record:
15 |
a. Full name | Natixis Investment Managers Australia Pty Limited |
b. SEC file number | N/A |
c. CRD number | 000000000 |
d. LEI, if any | 00000000000000000000 |
e. State, if applicable | |
f. Foreign country, if applicable |
AUSTRALIA
|
g. Total commissions paid to the affiliated
broker-dealer for the reporting period:
| 0.00000000 |
Broker Dealers Record:
16 |
a. Full name | Natixis Investment Managers International |
b. SEC file number | N/A |
c. CRD number | 000000000 |
d. LEI, if any | 969500WCY7P9HOJNP063 |
e. State, if applicable | |
f. Foreign country, if applicable |
FRANCE
|
g. Total commissions paid to the affiliated
broker-dealer for the reporting period:
| 0.00000000 |
Broker Dealers Record:
17 |
a. Full name | Natixis Investment Managers Switzerland Sarl |
b. SEC file number | N/A |
c. CRD number | 000000000 |
d. LEI, if any | N/A |
e. State, if applicable | |
f. Foreign country, if applicable |
SWITZERLAND
|
g. Total commissions paid to the affiliated
broker-dealer for the reporting period:
| 0.00000000 |
Broker Dealers Record:
18 |
a. Full name | Harris Associates Securities L.P. |
b. SEC file number | N/A |
c. CRD number | 000006959 |
d. LEI, if any | 0000000000 |
e. State, if applicable |
ILLINOIS
|
f. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
g. Total commissions paid to the affiliated
broker-dealer for the reporting period:
| 0.00000000 |
Broker Dealers Record:
19 |
a. Full name | Natixis Wealth Management |
b. SEC file number | N/A |
c. CRD number | 000000000 |
d. LEI, if any | 969500892AQHFDSWRF71 |
e. State, if applicable | |
f. Foreign country, if applicable |
FRANCE
|
g. Total commissions paid to the affiliated
broker-dealer for the reporting period:
| 0.00000000 |
Broker Dealers Record:
20 |
a. Full name | Natixis Funding Corp. |
b. SEC file number | N/A |
c. CRD number | 000000000 |
d. LEI, if any | 549300Z415GT4OWHU676 |
e. State, if applicable |
NEW YORK
|
f. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
g. Total commissions paid to the affiliated
broker-dealer for the reporting period:
| 0.00000000 |
Broker Dealers Record:
21 |
a. Full name | Natixis Asia Limited |
b. SEC file number | N/A |
c. CRD number | 000000000 |
d. LEI, if any | 549300FLVWNBJU1GUG93 |
e. State, if applicable | |
f. Foreign country, if applicable |
HONG KONG
|
g. Total commissions paid to the affiliated
broker-dealer for the reporting period:
| 0.00000000 |
Broker Dealers Record:
22 |
a. Full name | Natixis Japan Securities Co., Ltd. |
b. SEC file number | N/A |
c. CRD number | 000000000 |
d. LEI, if any | 549300JX7L6CKP0SZF78 |
e. State, if applicable | |
f. Foreign country, if applicable |
JAPAN
|
g. Total commissions paid to the affiliated
broker-dealer for the reporting period:
| 0.00000000 |
Broker Dealers Record:
23 |
a. Full name | Natixis |
b. SEC file number | N/A |
c. CRD number | 000000000 |
d. LEI, if any | KX1WK48MPD4Y2NCUIZ63 |
e. State, if applicable | |
f. Foreign country, if applicable |
FRANCE
|
g. Total commissions paid to the affiliated
broker-dealer for the reporting period:
| 0.00000000 |
Broker Dealers Record:
24 |
a. Full name | Natixis Structured Issuance SA |
b. SEC file number | N/A |
c. CRD number | 000000000 |
d. LEI, if any | 549300YZ10WOWPBPDW20 |
e. State, if applicable | |
f. Foreign country, if applicable |
LUXEMBOURG
|
g. Total commissions paid to the affiliated
broker-dealer for the reporting period:
| 0.00000000 |
Broker Dealers Record:
25 |
a. Full name | PJ Solomon Securities, LLC |
b. SEC file number | N/A |
c. CRD number | 000000000 |
d. LEI, if any | 00000000000000000000 |
e. State, if applicable |
NEW YORK
|
f. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
g. Total commissions paid to the affiliated
broker-dealer for the reporting period:
| 0.00000000 |
Broker Dealers Record:
26 |
a. Full name | Natixis Interepargne |
b. SEC file number | N/A |
c. CRD number | 000000000 |
d. LEI, if any | 969500K5E8ZEUGFEJ896 |
e. State, if applicable | |
f. Foreign country, if applicable |
FRANCE
|
g. Total commissions paid to the affiliated
broker-dealer for the reporting period:
| 0.00000000 |
|
Principal Transactions Record:
1 |
i. Full name of dealer | Citigroup Global Markets Inc. |
ii. SEC file number | 8-8177 |
iii. CRD number | 000007059 |
iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
| 491,250,851.84000000 |
Principal Transactions Record:
2 |
i. Full name of dealer | Barclays Capital Inc. |
ii. SEC file number | 8-41342 |
iii. CRD number | 000019714 |
iv. LEI, if any | AC28XWWI3WIBK2824319 |
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
| 289,014,110.06000000 |
Principal Transactions Record:
3 |
i. Full name of dealer | Morgan Stanley & Co. LLC |
ii. SEC file number | 8-15869 |
iii. CRD number | 000008209 |
iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
| 696,841,609.88000000 |
Principal Transactions Record:
4 |
i. Full name of dealer | Merrill Lynch, Pierce, Fenner & Smith Incorporated |
ii. SEC file number | 8-7221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
| 744,354,558.21000000 |
Principal Transactions Record:
5 |
i. Full name of dealer | Goldman Sachs & Co. LLC |
ii. SEC file number | 8-129 |
iii. CRD number | 000000361 |
iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
| 359,543,282.71000000 |
Principal Transactions Record:
6 |
i. Full name of dealer | The Toronto-Dominion Bank |
ii. SEC file number | 8-36747 |
iii. CRD number | 000018476 |
iv. LEI, if any | PT3QB789TSUIDF371261 |
v. State, if applicable | |
vi. Foreign country, if applicable |
CANADA (FEDERAL LEVEL)
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
| 379,580,631.96000000 |
Principal Transactions Record:
7 |
i. Full name of dealer | JPMorgan Chase & Co. |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | 8I5DZWZKVSZI1NUHU748 |
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
| 239,960,075.18000000 |
Principal Transactions Record:
8 |
i. Full name of dealer | Wells Fargo Securities, LLC |
ii. SEC file number | 8-65876 |
iii. CRD number | 000126292 |
iv. LEI, if any | VYVVCKR63DVZZN70PB21 |
v. State, if applicable |
NORTH CAROLINA
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
| 220,860,440.13000000 |
Principal Transactions Record:
9 |
i. Full name of dealer | State Street Bank and Trust Company |
ii. SEC file number | N/A |
iii. CRD number | 000000000 |
iv. LEI, if any | 571474TGEMMWANRLN572 |
v. State, if applicable |
MASSACHUSETTS
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
| 10,250,869,775.05999600 |
Principal Transactions Record:
10 |
i. Full name of dealer | Nomura Securities International, Inc. |
ii. SEC file number | 8-15255 |
iii. CRD number | 000004297 |
iv. LEI, if any | OXTKY6Q8X53C9ILVV871 |
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
| 628,425,079.69000000 |
a. How many Classes of shares of the Fund (if
any) are
authorized?
| 5 |
b. How many new Classes of shares of the Fund
were
added
during the reporting period?
| 0 |
c. How many Classes of shares of the Fund were
terminated during the reporting period?
| 0 |
d. For each Class with shares outstanding,
provide the
information requested below: |
|
Shares Outstanding Record:
1 |
i. Full name of Class | Class C |
ii. Class identification number, if any | C000018233 |
iii. Ticker symbol, if any | NEHCX |
Shares Outstanding Record:
2 |
i. Full name of Class | Class Y |
ii. Class identification number, if any | C000069253 |
iii. Ticker symbol, if any | NEHYX |
Shares Outstanding Record:
3 |
i. Full name of Class | Class A |
ii. Class identification number, if any | C000018231 |
iii. Ticker symbol, if any | NEFHX |
Shares Outstanding Record:
4 |
i. Full name of Class | Class T |
ii. Class identification number, if any | C000188536 |
iii. Ticker symbol, if any | NEHTX |
Shares Outstanding Record:
5 |
i. Full name of Class | Class N |
ii. Class identification number, if any | C000175112 |
iii. Ticker symbol, if any | LSHNX |
Pricing Services Record:
1 |
i. Full name | ICE Data Services, Inc. |
ii. LEI, if any, or provide and describe other
identifying number
| 5493000NQ9LYLDBCTL34 |
Description of other identifying number | |
iii. State, if applicable |
NEW JERSEY
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the pricing service an affiliated person of the
Fund or its
investment adviser(s)?
|
Yes
No
|
Pricing Services Record:
2 |
i. Full name | IHS Markit Ltd. |
ii. LEI, if any, or provide and describe other
identifying number
| 549300HLPTRASHS0E726 |
Description of other identifying number | |
iii. State, if applicable | |
iv. Foreign country, if applicable |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
v. Is the pricing service an affiliated person of the
Fund or its
investment adviser(s)?
|
Yes
No
|
Pricing Services Record:
3 |
i. Full name | Refinitiv |
ii. LEI, if any, or provide and describe other
identifying number
| 00000000000000000000 |
Description of other identifying number | |
iii. State, if applicable |
NEW YORK
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the pricing service an affiliated person of the
Fund or its
investment adviser(s)?
|
Yes
No
|
Pricing Services Record:
4 |
i. Full name | Bloomberg L.P. |
ii. LEI, if any, or provide and describe other
identifying number
| 549300B56MD0ZC402L06 |
Description of other identifying number | |
iii. State, if applicable |
NEW YORK
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the pricing service an affiliated person of the
Fund or its
investment adviser(s)?
|
Yes
No
|
|
Custodians Record:
1 |
i. Full name | Deutsche Bank Aktiengesellschaft (Jakarta, Jakarta, ID, Branch) |
ii. LEI, if any | 7LTWFZYICNSX8D621K86 |
iii. State, if applicable | |
iv. Foreign country, if applicable |
INDONESIA
|
v. Is the custodian an affiliated person of
the Fund
or its
investment adviser(s)?
|
Yes
No
|
vi. Is the custodian a sub-custodian?
|
Yes
No
|
vii. With respect to the custodian, check
below to
indicate
the type
of custody:
|
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR
270.17f-1)
3.Self - rule 17f-2 (17 CFR 270.17f-2)
4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
6.Futures commission merchants and commodity clearing
organizations - rule 17f-6 (17 CFR 270.17f-6)
7.Foreign securities depository - rule 17f-7 (17 CFR
270.17f-7)
8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
9.Other
|
Custodians Record:
2 |
i. Full name | State Street Trust Company Canada |
ii. LEI, if any | 549300L71XG2CTQ2V827 |
iii. State, if applicable | |
iv. Foreign country, if applicable |
CANADA (FEDERAL LEVEL)
|
v. Is the custodian an affiliated person of
the Fund
or its
investment adviser(s)?
|
Yes
No
|
vi. Is the custodian a sub-custodian?
|
Yes
No
|
vii. With respect to the custodian, check
below to
indicate
the type
of custody:
|
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR
270.17f-1)
3.Self - rule 17f-2 (17 CFR 270.17f-2)
4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
6.Futures commission merchants and commodity clearing
organizations - rule 17f-6 (17 CFR 270.17f-6)
7.Foreign securities depository - rule 17f-7 (17 CFR
270.17f-7)
8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
9.Other
|
Custodians Record:
3 |
i. Full name | Euroclear Limited |
ii. LEI, if any | 54930045L3MXWBD27H71 |
iii. State, if applicable | |
iv. Foreign country, if applicable |
SWITZERLAND
|
v. Is the custodian an affiliated person of
the Fund
or its
investment adviser(s)?
|
Yes
No
|
vi. Is the custodian a sub-custodian?
|
Yes
No
|
vii. With respect to the custodian, check
below to
indicate
the type
of custody:
|
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR
270.17f-1)
3.Self - rule 17f-2 (17 CFR 270.17f-2)
4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
6.Futures commission merchants and commodity clearing
organizations - rule 17f-6 (17 CFR 270.17f-6)
7.Foreign securities depository - rule 17f-7 (17 CFR
270.17f-7)
8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
9.Other
|
Custodians Record:
4 |
i. Full name | Clearstream Banking S.A. |
ii. LEI, if any | 549300OL514RA0SXJJ44 |
iii. State, if applicable | |
iv. Foreign country, if applicable |
LUXEMBOURG
|
v. Is the custodian an affiliated person of
the Fund
or its
investment adviser(s)?
|
Yes
No
|
vi. Is the custodian a sub-custodian?
|
Yes
No
|
vii. With respect to the custodian, check
below to
indicate
the type
of custody:
|
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR
270.17f-1)
3.Self - rule 17f-2 (17 CFR 270.17f-2)
4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
6.Futures commission merchants and commodity clearing
organizations - rule 17f-6 (17 CFR 270.17f-6)
7.Foreign securities depository - rule 17f-7 (17 CFR
270.17f-7)
8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
9.Other
|
Custodians Record:
5 |
i. Full name | Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch) |
ii. LEI, if any | 579100KKDGKCFFKKF005 |
iii. State, if applicable | |
iv. Foreign country, if applicable |
BRAZIL
|
v. Is the custodian an affiliated person of
the Fund
or its
investment adviser(s)?
|
Yes
No
|
vi. Is the custodian a sub-custodian?
|
Yes
No
|
vii. With respect to the custodian, check
below to
indicate
the type
of custody:
|
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR
270.17f-1)
3.Self - rule 17f-2 (17 CFR 270.17f-2)
4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
6.Futures commission merchants and commodity clearing
organizations - rule 17f-6 (17 CFR 270.17f-6)
7.Foreign securities depository - rule 17f-7 (17 CFR
270.17f-7)
8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
9.Other
|
Custodians Record:
6 |
i. Full name | State Street Bank and Trust Company |
ii. LEI, if any | 571474TGEMMWANRLN572 |
iii. State, if applicable |
MASSACHUSETTS
|
iv. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
v. Is the custodian an affiliated person of
the Fund
or its
investment adviser(s)?
|
Yes
No
|
vi. Is the custodian a sub-custodian?
|
Yes
No
|
vii. With respect to the custodian, check
below to
indicate
the type
of custody:
|
1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
2.Member national securities exchange - rule 17f-1 (17 CFR
270.17f-1)
3.Self - rule 17f-2 (17 CFR 270.17f-2)
4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
6.Futures commission merchants and commodity clearing
organizations - rule 17f-6 (17 CFR 270.17f-6)
7.Foreign securities depository - rule 17f-7 (17 CFR
270.17f-7)
8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
9.Other
|
|
Broker Dealers Record:
1 |
a. Full name | Natixis Investment Managers Hong Kong Limited |
b. SEC file number | N/A |
c. CRD number | 000000000 |
d. LEI, if any | 00000000000000000000 |
e. State, if applicable | |
f. Foreign country, if applicable |
HONG KONG
|
g. Total commissions paid to the affiliated
broker-dealer for the reporting period:
| 0.00000000 |
Broker Dealers Record:
2 |
a. Full name | Natixis Interepargne |
b. SEC file number | N/A |
c. CRD number | 000000000 |
d. LEI, if any | 969500K5E8ZEUGFEJ896 |
e. State, if applicable | |
f. Foreign country, if applicable |
FRANCE
|
g. Total commissions paid to the affiliated
broker-dealer for the reporting period:
| 0.00000000 |
Broker Dealers Record:
3 |
a. Full name | Credit Foncier de France |
b. SEC file number | N/A |
c. CRD number | 000000000 |
d. LEI, if any | 969500EYG6U339D3TI84 |
e. State, if applicable | |
f. Foreign country, if applicable |
FRANCE
|
g. Total commissions paid to the affiliated
broker-dealer for the reporting period:
| 0.00000000 |
Broker Dealers Record:
4 |
a. Full name | DNCA Courtage |
b. SEC file number | N/A |
c. CRD number | 000000000 |
d. LEI, if any | 00000000000000000000 |
e. State, if applicable | |
f. Foreign country, if applicable |
FRANCE
|
g. Total commissions paid to the affiliated
broker-dealer for the reporting period:
| 0.00000000 |
Broker Dealers Record:
5 |
a. Full name | Nexgen Capital Limited |
b. SEC file number | N/A |
c. CRD number | 000000000 |
d. LEI, if any | 635400RB4CFTG3P1H146 |
e. State, if applicable | |
f. Foreign country, if applicable |
IRELAND
|
g. Total commissions paid to the affiliated
broker-dealer for the reporting period:
| 0.00000000 |
Broker Dealers Record:
6 |
a. Full name | Natixis Investment Managers Canada LP |
b. SEC file number | N/A |
c. CRD number | 000000000 |
d. LEI, if any | 00000000000000000000 |
e. State, if applicable | |
f. Foreign country, if applicable |
CANADA (FEDERAL LEVEL)
|
g. Total commissions paid to the affiliated
broker-dealer for the reporting period:
| 0.00000000 |
Broker Dealers Record:
7 |
a. Full name | Natixis Asset Management Finance |
b. SEC file number | N/A |
c. CRD number | 000000000 |
d. LEI, if any | 969500OCY8KZTP2CB380 |
e. State, if applicable | |
f. Foreign country, if applicable |
FRANCE
|
g. Total commissions paid to the affiliated
broker-dealer for the reporting period:
| 0.00000000 |
Broker Dealers Record:
8 |
a. Full name | Natixis Structured Issuance SA |
b. SEC file number | N/A |
c. CRD number | 000000000 |
d. LEI, if any | 549300YZ10WOWPBPDW20 |
e. State, if applicable | |
f. Foreign country, if applicable |
LUXEMBOURG
|
g. Total commissions paid to the affiliated
broker-dealer for the reporting period:
| 0.00000000 |
Broker Dealers Record:
9 |
a. Full name | Natixis Securities Americas LLC |
b. SEC file number | 8-719 |
c. CRD number | 000001101 |
d. LEI, if any | 549300L8G1E7ZHVEOG75 |
e. State, if applicable |
NEW YORK
|
f. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
g. Total commissions paid to the affiliated
broker-dealer for the reporting period:
| 0.00000000 |
Broker Dealers Record:
10 |
a. Full name | Natixis Investment Managers UK Ltd |
b. SEC file number | N/A |
c. CRD number | 000000000 |
d. LEI, if any | 00000000000000000000 |
e. State, if applicable | |
f. Foreign country, if applicable |
UNITED KINGDOM OF GREAT BRITAIN AND NORTHERN IRELAND
|
g. Total commissions paid to the affiliated
broker-dealer for the reporting period:
| 0.00000000 |
Broker Dealers Record:
11 |
a. Full name | Natixis Japan Securities Co., Ltd. |
b. SEC file number | N/A |
c. CRD number | 000000000 |
d. LEI, if any | 549300JX7L6CKP0SZF78 |
e. State, if applicable | |
f. Foreign country, if applicable |
JAPAN
|
g. Total commissions paid to the affiliated
broker-dealer for the reporting period:
| 0.00000000 |
Broker Dealers Record:
12 |
a. Full name | PJ Solomon Securities, LLC |
b. SEC file number | N/A |
c. CRD number | 000000000 |
d. LEI, if any | 00000000000000000000 |
e. State, if applicable |
NEW YORK
|
f. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
g. Total commissions paid to the affiliated
broker-dealer for the reporting period:
| 0.00000000 |
Broker Dealers Record:
13 |
a. Full name | Natixis Funding Corp. |
b. SEC file number | N/A |
c. CRD number | 000000000 |
d. LEI, if any | 549300Z415GT4OWHU676 |
e. State, if applicable |
NEW YORK
|
f. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
g. Total commissions paid to the affiliated
broker-dealer for the reporting period:
| 0.00000000 |
Broker Dealers Record:
14 |
a. Full name | Natixis |
b. SEC file number | N/A |
c. CRD number | 000000000 |
d. LEI, if any | KX1WK48MPD4Y2NCUIZ63 |
e. State, if applicable | |
f. Foreign country, if applicable |
FRANCE
|
g. Total commissions paid to the affiliated
broker-dealer for the reporting period:
| 0.00000000 |
Broker Dealers Record:
15 |
a. Full name | Harris Associates Securities L.P. |
b. SEC file number | N/A |
c. CRD number | 000006959 |
d. LEI, if any | 0000000000 |
e. State, if applicable |
ILLINOIS
|
f. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
g. Total commissions paid to the affiliated
broker-dealer for the reporting period:
| 0.00000000 |
Broker Dealers Record:
16 |
a. Full name | Natixis Asia Limited |
b. SEC file number | N/A |
c. CRD number | 000000000 |
d. LEI, if any | 549300FLVWNBJU1GUG93 |
e. State, if applicable | |
f. Foreign country, if applicable |
HONG KONG
|
g. Total commissions paid to the affiliated
broker-dealer for the reporting period:
| 0.00000000 |
Broker Dealers Record:
17 |
a. Full name | NATIXIS Pfandbriefbank AG |
b. SEC file number | N/A |
c. CRD number | 000000000 |
d. LEI, if any | 529900J6VNDBVTKV7I86 |
e. State, if applicable | |
f. Foreign country, if applicable |
GERMANY
|
g. Total commissions paid to the affiliated
broker-dealer for the reporting period:
| 0.00000000 |
Broker Dealers Record:
18 |
a. Full name | Natixis Investment Managers International |
b. SEC file number | N/A |
c. CRD number | 000000000 |
d. LEI, if any | 969500WCY7P9HOJNP063 |
e. State, if applicable | |
f. Foreign country, if applicable |
FRANCE
|
g. Total commissions paid to the affiliated
broker-dealer for the reporting period:
| 0.00000000 |
Broker Dealers Record:
19 |
a. Full name | Natixis Australia Pty Ltd |
b. SEC file number | N/A |
c. CRD number | 000000000 |
d. LEI, if any | 00000000000000000000 |
e. State, if applicable | |
f. Foreign country, if applicable |
AUSTRALIA
|
g. Total commissions paid to the affiliated
broker-dealer for the reporting period:
| 0.00000000 |
Broker Dealers Record:
20 |
a. Full name | Natixis Investment Managers Japan Co., Ltd. |
b. SEC file number | N/A |
c. CRD number | 000000000 |
d. LEI, if any | 00000000000000000000 |
e. State, if applicable | |
f. Foreign country, if applicable |
JAPAN
|
g. Total commissions paid to the affiliated
broker-dealer for the reporting period:
| 0.00000000 |
Broker Dealers Record:
21 |
a. Full name | Natixis Investment Managers Switzerland Sarl |
b. SEC file number | N/A |
c. CRD number | 000000000 |
d. LEI, if any | N/A |
e. State, if applicable | |
f. Foreign country, if applicable |
SWITZERLAND
|
g. Total commissions paid to the affiliated
broker-dealer for the reporting period:
| 0.00000000 |
Broker Dealers Record:
22 |
a. Full name | Natixis Wealth Management |
b. SEC file number | N/A |
c. CRD number | 000000000 |
d. LEI, if any | 969500892AQHFDSWRF71 |
e. State, if applicable | |
f. Foreign country, if applicable |
FRANCE
|
g. Total commissions paid to the affiliated
broker-dealer for the reporting period:
| 0.00000000 |
Broker Dealers Record:
23 |
a. Full name | Natixis Investment Managers S.A. |
b. SEC file number | N/A |
c. CRD number | 000000000 |
d. LEI, if any | 5493004FNBJP406R4B02 |
e. State, if applicable | |
f. Foreign country, if applicable |
LUXEMBOURG
|
g. Total commissions paid to the affiliated
broker-dealer for the reporting period:
| 0.00000000 |
Broker Dealers Record:
24 |
a. Full name | Natixis Investment Managers Australia Pty Limited |
b. SEC file number | N/A |
c. CRD number | 000000000 |
d. LEI, if any | 00000000000000000000 |
e. State, if applicable | |
f. Foreign country, if applicable |
AUSTRALIA
|
g. Total commissions paid to the affiliated
broker-dealer for the reporting period:
| 0.00000000 |
Broker Dealers Record:
25 |
a. Full name | Loomis Sayles Distributors, L.P. |
b. SEC file number | N/A |
c. CRD number | 000000000 |
d. LEI, if any | 00000000000000000000 |
e. State, if applicable |
MASSACHUSETTS
|
f. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
g. Total commissions paid to the affiliated
broker-dealer for the reporting period:
| 0.00000000 |
Broker Dealers Record:
26 |
a. Full name | Natixis Distribution, L.P. |
b. SEC file number | N/A |
c. CRD number | 000034754 |
d. LEI, if any | 0000000000 |
e. State, if applicable |
MASSACHUSETTS
|
f. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
g. Total commissions paid to the affiliated
broker-dealer for the reporting period:
| 0.00000000 |
|
Principal Transactions Record:
1 |
i. Full name of dealer | Nomura Securities International, Inc. |
ii. SEC file number | 8-15255 |
iii. CRD number | 000004297 |
iv. LEI, if any | OXTKY6Q8X53C9ILVV871 |
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
| 5,322,449.88000000 |
Principal Transactions Record:
2 |
i. Full name of dealer | State Street Bank and Trust Company |
ii. SEC file number | N/A |
iii. CRD number | 000000000 |
iv. LEI, if any | 571474TGEMMWANRLN572 |
v. State, if applicable |
MASSACHUSETTS
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
| 287,787,780.85000000 |
Principal Transactions Record:
3 |
i. Full name of dealer | Morgan Stanley & Co. LLC |
ii. SEC file number | 8-15869 |
iii. CRD number | 000008209 |
iv. LEI, if any | 9R7GPTSO7KV3UQJZQ078 |
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
| 11,617,933.47000000 |
Principal Transactions Record:
4 |
i. Full name of dealer | Merrill Lynch, Pierce, Fenner & Smith Incorporated |
ii. SEC file number | 8-7221 |
iii. CRD number | 000007691 |
iv. LEI, if any | 8NAV47T0Y26Q87Y0QP81 |
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
| 8,285,167.43000000 |
Principal Transactions Record:
5 |
i. Full name of dealer | Pershing LLC |
ii. SEC file number | 8-17574 |
iii. CRD number | 000007560 |
iv. LEI, if any | ZI8Q1A8EI8LQFJNM0D94 |
v. State, if applicable |
NEW JERSEY
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
| 6,672,457.30000000 |
Principal Transactions Record:
6 |
i. Full name of dealer | Barclays Capital Inc. |
ii. SEC file number | 8-41342 |
iii. CRD number | 000019714 |
iv. LEI, if any | AC28XWWI3WIBK2824319 |
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
| 6,126,140.05000000 |
Principal Transactions Record:
7 |
i. Full name of dealer | JPMorgan Chase & Co. |
ii. SEC file number | 8-35008 |
iii. CRD number | 000000079 |
iv. LEI, if any | 8I5DZWZKVSZI1NUHU748 |
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
| 5,376,247.24000000 |
Principal Transactions Record:
8 |
i. Full name of dealer | Citigroup Global Markets Inc. |
ii. SEC file number | 8-8177 |
iii. CRD number | 000007059 |
iv. LEI, if any | MBNUM2BPBDO7JBLYG310 |
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
| 10,360,458.96000000 |
Principal Transactions Record:
9 |
i. Full name of dealer | Goldman Sachs & Co. LLC |
ii. SEC file number | 8-129 |
iii. CRD number | 000000361 |
iv. LEI, if any | FOR8UP27PHTHYVLBNG30 |
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
| 9,033,852.56000000 |
Principal Transactions Record:
10 |
i. Full name of dealer | Credit Suisse Securities (USA) LLC |
ii. SEC file number | 8-422 |
iii. CRD number | 000000816 |
iv. LEI, if any | 1V8Y6QCX6YMJ2OELII46 |
v. State, if applicable |
NEW YORK
|
vi. Foreign country, if applicable |
UNITED STATES OF AMERICA
|
vii. Total value of purchases and sales
(excluding
maturing securities) with Fund:
| 2,165,090.85000000 |