LOOMIS SAYLES FUNDS II Form NSAR-A Filed...

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Business Address 399 BOYLSTON STREET 12TH FLOOR BOSTON MA 02116 617-449-2810 Mailing Address 399 BOYLSTON STREET 12TH FLOOR BOSTON MA 02116 SECURITIES AND EXCHANGE COMMISSION FORM NSAR-A Semi-annual report for management companies filed on Form N-SAR Filing Date: 2014-05-29 | Period of Report: 2014-03-31 SEC Accession No. 0001410368-14-000283 (HTML Version on secdatabase.com) FILER LOOMIS SAYLES FUNDS II CIK:872649| IRS No.: 043113285 | State of Incorp.:MA | Fiscal Year End: 0930 Type: NSAR-A | Act: 40 | File No.: 811-06241 | Film No.: 14875792 Copyright © 2013 www.secdatabase.com . All Rights Reserved. Please Consider the Environment Before Printing This Document

Transcript of LOOMIS SAYLES FUNDS II Form NSAR-A Filed...

Page 1: LOOMIS SAYLES FUNDS II Form NSAR-A Filed 2014-05-29pdf.secdatabase.com/2598/0001410368-14-000283.pdf014 A00AA14 NGAM Distribution, L.P. PAGE 5 014 B00AA14 8-46325 014 A00AA15 Natixis

Business Address399 BOYLSTON STREET12TH FLOORBOSTON MA 02116617-449-2810

Mailing Address399 BOYLSTON STREET12TH FLOORBOSTON MA 02116

SECURITIES AND EXCHANGE COMMISSION

FORM NSAR-ASemi-annual report for management companies filed on Form N-SAR

Filing Date: 2014-05-29 | Period of Report: 2014-03-31SEC Accession No. 0001410368-14-000283

(HTML Version on secdatabase.com)

FILERLOOMIS SAYLES FUNDS IICIK:872649| IRS No.: 043113285 | State of Incorp.:MA | Fiscal Year End: 0930Type: NSAR-A | Act: 40 | File No.: 811-06241 | Film No.: 14875792

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PAGE 1000 A000000 03/31/2014000 C000000 0000872649000 D000000 N000 E000000 NF000 F000000 Y000 G000000 N000 H000000 N000 I000000 6.1000 J000000 A001 A000000 LOOMIS SAYLES FUNDS II001 B000000 811-06241001 C000000 6174492809002 A000000 399 BOYLSTON STREET002 B000000 BOSTON002 C000000 MA002 D010000 02116003 000000 N004 000000 N005 000000 N006 000000 N007 A000000 Y007 B000000 10007 C010100 1007 C020100 Loomis Sayles Growth Fund007 C030100 N007 C010200 2007 C020200 Loomis Sayles Value Fund007 C030200 N007 C011000 10007 C021000 Loomis Sayles Global Equity and Income Fund007 C031000 N007 C011200 12007 C021200 Loomis Sayles Small Cap Growth Fund007 C031200 N007 C011300 13007 C021300 Loomis Sayles Investment Grade Bond Fund007 C031300 N007 C011700 17007 C021700 Loomis Sayles Mid Cap Growth Fund007 C031700 Y007 C012200 22007 C022200 Loomis Sayles High Income Fund007 C032200 N007 C012300 23007 C022300 LS Limited Term Government and Agency Fund007 C032300 N

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007 C012500 25007 C022500 Loomis Sayles Strategic Income Fund007 C032500 N007 C012600 26007 C022600 Loomis Sayles International Bond Fund

PAGE 2007 C032600 N008 A00AA01 LOOMIS, SAYLES & COMPANY, L.P.008 B00AA01 A008 C00AA01 801-170008 D01AA01 BOSTON008 D02AA01 MA008 D03AA01 02111010 A00AA01 NGAM Advisors, L.P.010 B00AA01 801-48408010 C01AA01 Boston010 C02AA01 MA010 C03AA01 02116010 A00AA02 STATE STREET BANK AND TRUST COMPANY010 B00AA02 85-05003010 C01AA02 BOSTON010 C02AA02 MA010 C03AA02 02111011 A000101 NGAM Distribution, L.P.011 B000101 8-46325011 C010101 Boston011 C020101 MA011 C030101 02116011 A000201 NGAM Distribution, L.P.011 B000201 8-46325011 C010201 Boston011 C020201 MA011 C030201 02116011 A001001 NGAM Distribution, L.P.011 B001001 8-46325011 C011001 Boston011 C021001 MA011 C031001 02116011 A001201 NGAM Distribution, L.P.011 B001201 8-46325011 C011201 Boston011 C021201 MA011 C031201 02116011 A001301 NGAM Distribution, L.P.011 B001301 8-46325011 C011301 Boston011 C021301 MA011 C031301 02116011 A001701 NGAM Distribution, L.P.

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011 B001701 8-46325011 C011701 Boston011 C021701 MA011 C031701 02116011 A002201 NGAM Distribution, L.P.011 B002201 8-46325011 C012201 Boston011 C022201 MA

PAGE 3011 C032201 02116011 A002301 NGAM Distribution, L.P.011 B002301 8-46325011 C012301 Boston011 C022301 MA011 C032301 02116011 A002501 NGAM Distribution, L.P.011 B002501 8-46325011 C012501 Boston011 C022501 MA011 C032501 02116011 A002601 NGAM Distribution, L.P.011 B002601 8-46325011 C012601 Boston011 C022601 MA011 C032601 02116012 A000101 BOSTON FINANCIAL DATA SERVICES, INC.012 B000101 84-00896012 C010101 QUINCY012 C020101 MA012 C030101 02169012 A000201 BOSTON FINANCIAL DATA SERVICES, INC.012 B000201 84-00896012 C010201 QUINCY012 C020201 MA012 C030201 02169012 A001001 BOSTON FINANCIAL DATA SERVICES, INC.012 B001001 84-00896012 C011001 QUINCY012 C021001 MA012 C031001 02169012 A001201 BOSTON FINANCIAL DATA SERVICES, INC.012 B001201 84-00896012 C011201 QUINCY012 C021201 MA012 C031201 02169012 A001301 STATE STREET BANK AND TRUST COMPANY012 B001301 85-05003012 C011301 BOSTON012 C021301 MA

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012 C031301 02111012 A001302 BOSTON FINANCIAL DATA SERVICES, INC.012 B001302 84-00896012 C011302 QUINCY012 C021302 MA012 C031302 02169012 A001701 BOSTON FINANCIAL DATA SERVICES, INC.012 B001701 84-00896012 C011701 QUINCY012 C021701 MA012 C031701 02169

PAGE 4012 A002201 BOSTON FINANCIAL DATA SERVICES, INC.012 B002201 84-00896012 C012201 QUINCY012 C022201 MA012 C032201 02169012 A002301 BOSTON FINANCIAL DATA SERVICES, INC.012 B002301 84-00896012 C012301 QUINCY012 C022301 MA012 C032301 02169012 A002501 BOSTON FINANCIAL DATA SERVICES, INC.012 B002501 84-00896012 C012501 QUINCY012 C022501 MA012 C032501 02169012 A002601 BOSTON FINANCIAL DATA SERVICES, INC.012 B002601 84-00896012 C012601 QUINCY012 C022601 MA012 C032601 02169013 A00AA01 PRICEWATERHOUSECOOPERS LLP013 B01AA01 BOSTON013 B02AA01 MA013 B03AA01 02110014 A00AA01 BANQUE DE LA REUNION014 B00AA01 8-00000014 A00AA02 BANQUE DE LA NOUVELLE CALEDONIE014 B00AA02 8-00000014 A00AA03 BANQUE DE TAHITI014 B00AA03 8-00000014 A00AA04 BANQUE DES ANTILLES FRANCAISES014 B00AA04 8-00000014 A00AA05 BANQUE DE SAIN-PIERRE ET MIQUELON014 B00AA05 8-00000014 A00AA06 BANQUE DES MASCAREIGNES014 B00AA06 8-00000014 A00AA07 Banque BCP

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014 B00AA07 8-42836014 A00AA08 Banque BCP (Luxembourg) SA014 B00AA08 8-42836014 A00AA09 CACEIS Bank014 B00AA09 8-00000014 A00AA10 CACEIS Bank Luxembourg014 B00AA10 8-00000014 A00AA11 CACEIS Corporate Trust014 B00AA11 8-00000014 A00AA12 HARRIS ASSOCIATES SECURITIES, L.P014 B00AA12 8-19988014 A00AA13 Natixis ASIA Limited (Hong Kong)014 B00AA13 8-00000014 A00AA14 NGAM Distribution, L.P.

PAGE 5014 B00AA14 8-46325014 A00AA15 Natixis Asset Management014 B00AA15 8-00000014 A00AA16 Natixis Funding Corp.014 B00AA16 8-00000014 A00AA17 Natixis Securities Americas, LLC014 B00AA17 8-00000014 A00AA18 Natixis Structured Products Jersey014 B00AA18 8-00000014 A00AA19 LOOMIS, SAYLES DISTRIBUTORS, L.P.014 B00AA19 8-49575014 A00AA20 Natixis014 B00AA20 8-00000014 A00AA21 NEXGEN CAPITAL LTD014 B00AA21 8-00000014 A00AA22 Natixis Corporate Solutions Limited014 B00AA22 8-00000014 A00AA23 REICH & TANG DISTRIBUTORS, INC.014 B00AA23 8-43429014 A00AA24 AEW EUROPE SARL014 B00AA24 8-00000014 A00AA25 NGAM Switzerland Sarl014 B00AA25 8-00000014 A00AA26 Natixis Corporate Solutions (Asia) Pte Ltd.014 B00AA26 8-00000014 A00AA27 Natixis Financial Products LLC014 B00AA27 8-00000014 A00AA28 Banco Primus014 B00AA28 8-00000014 A00AA29 Banque Palatine014 B00AA29 8-00000014 A00AA30 Credit Foncier de France014 B00AA30 8-00000014 A00AA31 Natixis Asset Management Finance

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014 B00AA31 8-00000014 A00AA32 Natixis U.S. Finance Company LLC014 B00AA32 8-00000014 A00AA33 Banque Chaix014 B00AA33 8-00000014 A00AA34 Banque Dupuy, de Perseval014 B00AA34 8-00000014 A00AA35 Banque de Savoie014 B00AA35 8-00000014 A00AA36 Banque Marze014 B00AA36 8-00000014 A00AA37 Multi-Access Bank014 B00AA37 8-00000014 A00AA38 Natixis Bank ZAO, Moscow014 B00AA38 8-00000014 A00AA39 Natixis Brasil SA Banco Miltiplo014 B00AA39 8-00000

PAGE 6015 A00AA01 STATE STREET BANK AND TRUST COMPANY015 B00AA01 C015 C01AA01 BOSTON015 C02AA01 MA015 C03AA01 02110015 E01AA01 X015 A00AA02 CITIBANK, N.A.015 B00AA02 S015 C01AA02 BUENOS AIRES015 D01AA02 ARGENTINA015 E04AA02 X015 A00AA03 DEUTSCHE BANK AG015 B00AA03 S015 C01AA03 VIENNA015 D01AA03 AUSTRIA015 E04AA03 X015 A00AA04 THE HONGKONG & SHANGHAI BANKING CORP., LTD.015 B00AA04 S015 C01AA04 SYDNEY015 D01AA04 AUSTRALIA015 E04AA04 X015 A00AA05 DEUTSCHE BANK AG015 B00AA05 S015 C01AA05 AMSTERDAM015 D01AA05 NETHERLANDS015 E04AA05 X015 A00AA06 CITIBANK N.A.015 B00AA06 S015 C01AA06 SAO PAULO015 D01AA06 BRAZIL015 E04AA06 X

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015 A00AA07 STATE STREET TRUST COMPANY CANADA015 B00AA07 S015 C01AA07 TORONTO015 D01AA07 CANADA015 E04AA07 X015 A00AA08 UBS AG015 B00AA08 S015 C01AA08 ZURICH015 D01AA08 SWITZERLAND015 E04AA08 X015 A00AA09 CESKOSLOVENSKA OBCHODNI BANKA, A.S.015 B00AA09 S015 C01AA09 PRAGUE015 D01AA09 CZECH REPUBLIC015 E04AA09 X015 A00AA10 DEUTSCHE BANK AG015 B00AA10 S015 C01AA10 ESCHBORN015 D01AA10 GERMANY015 E04AA10 X

PAGE 7015 A00AA11 DEUTSCHE BANK S.A.E.015 B00AA11 S015 C01AA11 Madrid015 D01AA11 SPAIN015 E04AA11 X015 A00AA12 DEUTSCHE BANK A.G.015 B00AA12 S015 C01AA12 PARIS015 D01AA12 FRANCE015 E04AA12 X015 A00AA13 BNP PARIBAS SECURITIES SERVICES, S.C.A.015 B00AA13 S015 C01AA13 ATHENS015 D01AA13 GREECE015 E04AA13 X015 A00AA14 STANDARD CHARTERED BANK (HONG KONG) LTD.015 B00AA14 S015 C01AA14 KWUN TONG015 D01AA14 HONG KONG015 E04AA14 X015 A00AA15 UNICREDIT BANK HUNGARY ZRT.015 B00AA15 S015 C01AA15 BUDAPEST015 D01AA15 HUNGARY015 E04AA15 X015 A00AA16 DEUTSCHE BANK AG015 B00AA16 S015 C01AA16 JAKARTA

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015 D01AA16 INDONESIA015 E04AA16 X015 A00AA17 BANK HAPOALIM B.M.015 B00AA17 S015 C01AA17 TEL AVIV015 D01AA17 ISRAEL015 E04AA17 X015 A00AA18 THE HONGKONG AND SHANGHAI BANKING CORP., LTD.015 B00AA18 S015 C01AA18 EBENE015 D01AA18 MAURITIUS015 E04AA18 X015 A00AA19 DEUTSCHE BANK S.P.A.015 B00AA19 S015 C01AA19 MILAN015 D01AA19 ITALY015 E04AA19 X015 A00AA20 MIZUHO BANK, LTD.015 B00AA20 S015 C01AA20 TOKYO015 D01AA20 JAPAN015 E04AA20 X015 A00AA21 STATE STREET BANK AND TRUST COMPANY

PAGE 8015 B00AA21 S015 C01AA21 LONDON015 D01AA21 UNITED KINGDOM015 E04AA21 X015 A00AA22 THE HONGKONG AND SHANGHAI BANKING CORP., LTD.015 B00AA22 S015 C01AA22 MUMBAI015 D01AA22 INDIA015 E04AA22 X015 A00AA23 BANCO NACIONAL DE MEXICO S.A.015 B00AA23 S015 C01AA23 COL. SANTA FE015 D01AA23 MEXICO015 E04AA23 X015 A00AA24 THE HONGKONG AND SHANGHAI BANKING CORP., LTD.015 B00AA24 S015 C01AA24 AUCKLAND015 D01AA24 NEW ZEALAND015 E04AA24 X015 A00AA25 CITIBANK DEL PERU, S.A.015 B00AA25 S015 C01AA25 LIMA015 D01AA25 PERU015 E04AA25 X015 A00AA26 BANK HANDLOWY W WARSZAWIE S.A.

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015 B00AA26 S015 C01AA26 WARSAW015 D01AA26 POLAND015 E04AA26 X015 A00AA27 DEUTSCHE BANK AG015 B00AA27 S015 C01AA27 LISBON015 D01AA27 PORTUGAL015 E04AA27 X015 A00AA28 CITIBANK N.A.015 B00AA28 S015 C01AA28 SINGAPORE015 D01AA28 SINGAPORE015 E04AA28 X015 A00AA29 STANDARD CHARTERED BANK (THAI) PCL015 B00AA29 S015 C01AA29 BANGKOK015 D01AA29 THAILAND015 E04AA29 X015 A00AA30 DEUTSCHE BANK AG015 B00AA30 S015 C01AA30 TAIPEI015 D01AA30 TAIWAN - R.O.C.015 E04AA30 X015 A00AA31 STANDARD BANK OF SOUTH AFRICA LTD.015 B00AA31 S

PAGE 9015 C01AA31 JOHANNESBURG015 D01AA31 SOUTH AFRICA015 E04AA31 X015 A00AA32 DEUTSCHE BANK AG, NETHERLANDS015 B00AA32 S015 C01AA32 BRUSSELS015 D01AA32 BELGIUM015 E04AA32 X015 A00AA33 BANCO ITAU CHILE015 B00AA33 S015 C01AA33 SANTIAGO015 D01AA33 CHILE015 E04AA33 X015 A00AA34 CITITRUST COL0MBIA S.A. SOCIEDAD FIDUCIARIA015 B00AA34 S015 C01AA34 BOGOTA015 D01AA34 COLOMBIA015 E04AA34 X015 A00AA35 DEUTSCHE BANK AG015 B00AA35 S015 C01AA35 SEOUL015 D01AA35 SOUTH KOREA

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015 E04AA35 X015 A00AA36 NORDEA BANK AB (PUBL)015 B00AA36 S015 C01AA36 COPENHAGEN015 D01AA36 DENMARK015 E04AA36 X015 A00AA37 NORDEA BANK AB (PUBL)015 B00AA37 S015 C01AA37 HELSINKI015 D01AA37 FINLAND015 E04AA37 X015 A00AA38 NORDEA BANK AB (PUBL)015 B00AA38 S015 C01AA38 OSLO015 D01AA38 NORWAY015 E04AA38 X015 A00AA39 NORDEA BANK AB (PUBL)015 B00AA39 S015 C01AA39 STOCKHOLM015 D01AA39 SWEDEN015 E04AA39 X015 A00AA40 DEUTSCHE BANK A.S.015 B00AA40 S015 C01AA40 Istanbul015 D01AA40 Turkey015 E04AA40 X015 A00AA41 Deutsche Bank (Malaysia) Berhad015 B00AA41 S015 C01AA41 Kuala Lumpur

PAGE 10015 D01AA41 Malaysia015 E04AA41 X015 A00AA42 FIRSTRAND BANK LIMITED015 B00AA42 S015 C01AA42 JOHANNESBURG015 D01AA42 SOUTH AFRICA015 D02AA42 2001015 E04AA42 X015 A00AA43 DEUTSCHE BANK AG015 B00AA43 S015 C01AA43 MOSCOW015 D01AA43 RUSSIA015 E04AA43 X018 00AA00 Y019 A00AA00 Y019 B00AA00 42019 C00AA00 IXISLOOMIS020 A000001 JPMORGAN CHASE SECURITIES, INC.020 B000001 13-3224016

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020 C000001 259020 A000002 CREDIT SUISSE SECURITIES (USA) LLC020 B000002 05-0546650020 C000002 238020 A000003 STATE STREET BANK & TRUST COMPANY020 B000003 04-1867445020 C000003 149020 A000004 BANK OF AMERICA/MERRILL LYNCH020 B000004 13-5674085020 C000004 118020 A000005 BARCLAYS BANK PLC020 B000005 13-4942190020 C000005 116020 A000006 GOLDMAN SACHS & CO.020 B000006 13-5108880020 C000006 97020 A000007 DEUTSCHE BANK SECURITIES, INC.020 B000007 13-2730828020 C000007 77020 A000008 PIPER JAFFRAY & CO.020 B000008 41-0953246020 C000008 74020 A000009 MORGAN STANLEY & CO., INC.020 B000009 13-2655998020 C000009 74020 A000010 CITATION FINANCIAL GROUP, L.P.020 B000010 13-3604897020 C000010 73021 000000 1789022 A000001 STATE STREET BANK AND TRUST COMPANY022 B000001 04-1867445022 C000001 119781920

PAGE 11022 D000001 33022 A000002 DEUTSCHE BANK SECURITIES, INC.022 B000002 13-2730828022 C000002 1000447022 D000002 201017022 A000003 NOMURA SECURITIES INTERNATIONAL INC.022 B000003 13-2642206022 C000003 825695022 D000003 19158022 A000004 BANK OF AMERICA/MERRILL LYNCH022 B000004 13-5674085022 C000004 508570022 D000004 314547022 A000005 JPMORGAN CHASE SECURITIES INC.022 B000005 13-3224016022 C000005 230218

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022 D000005 468602022 A000006 CITIGROUP GLOBAL MARKETS, INC.022 B000006 11-2418191022 C000006 429460022 D000006 179113022 A000007 CIBC WORLD MARKETS CORP.022 B000007 13-2798343022 C000007 224724022 D000007 222413022 A000008 RBC CAPITAL MARKETS CORP.022 B000008 13-5033225022 C000008 343468022 D000008 97150022 A000009 MORGAN STANLEY & CO., INC.022 B000009 13-2655998022 C000009 120297022 D000009 193690022 A000010 GOLDMAN SACHS & CO.022 B000010 13-5108880022 C000010 139554022 D000010 114262023 C000000 124105553023 D000000 2437970024 000100 N024 000200 Y024 001000 Y024 001200 N024 001300 Y024 001700 N024 002200 Y024 002300 Y024 002500 Y024 002600 Y025 A000201 JPMORGAN CHASE SECURITIES, INC.025 B000201 13-3224016

PAGE 12025 C000201 E025 D000201 58691025 A000202 STATE STREET BANK AND TRUST COMPANY025 B000202 04-1867445025 C000202 E025 D000202 37622025 A000203 BANK OF AMERICA/MERRILL LYNCH025 B000203 13-5674085025 C000203 E025 D000203 35007025 A000204 CITIGROUP GLOBAL MARKETS, INC.025 B000204 11-2418191025 C000204 E

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025 D000204 34507025 A001001 CITIGROUP GLOBAL MARKETS, INC.025 B001001 11-2418191025 C001001 E025 D001001 18916025 A001002 GOLDMAN SACHS & CO.025 B001002 13-5108880025 C001002 E025 D001002 17173025 A001003 MORGAN STANLEY & CO., INC.025 B001003 13-2655998025 C001003 D025 D001003 7270025 A001004 BANK OF AMERICA/MERRILL LYNCH025 B001004 13-5674085025 C001004 D025 D001004 4133025 A001005 GOLDMAN SACHS & CO.025 B001005 13-5108880025 C001005 D025 D001005 3442025 A001006 NOMURA SECURITIES INTERNATIONAL INC.025 B001006 13-2642206025 C001006 D025 D001006 1158025 A001007 BARCLAYS BANK PLC025 B001007 13-4942190025 C001007 D025 D001007 391025 D001201 0025 A001301 MORGAN STANLEY & CO., INC.025 B001301 13-2655998025 C001301 D025 D001301 498571025 A001302 BANK OF AMERICA/MERRILL LYNCH025 B001302 13-5674085025 C001302 D025 D001302 239525

PAGE 13025 A001303 GOLDMAN SACHS & CO.025 B001303 13-5108880025 C001303 D025 D001303 217733025 A001304 CITIGROUP GLOBAL MARKETS, INC.025 B001304 11-2418191025 C001304 D025 D001304 138613025 A001305 CREDIT SUISSE SECURITIES (USA) LLC025 B001305 05-0546650

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025 C001305 D025 D001305 98724025 A001306 JPMORGAN CHASE SECURITIES, INC.025 B001306 13-3224016025 C001306 D025 D001306 38967025 A001307 BARCLAYS BANK PLC025 B001307 13-4942190025 C001307 D025 D001307 37913025 A002201 BANK OF AMERICA/MERRILL LYNCH025 B002201 13-5674085025 C002201 D025 D002201 3841025 A002202 GOLDMAN SACHS & CO.025 B002202 13-5108880025 C002202 D025 D002202 2815025 A002203 JPMORGAN CHASE SECURITIES, INC.025 B002203 13-3224016025 C002203 D025 D002203 1745025 A002204 MORGAN STANLEY & CO., INC.025 B002204 13-2655998025 C002204 D025 D002204 1460025 A002205 CITIGROUP GLOBAL MARKETS, INC.025 B002205 11-2418191025 C002205 D025 D002205 320025 A002206 BANK OF AMERICA/MERRILL LYNCH025 B002206 13-5674085025 C002206 E025 D002206 108025 A002301 JPMORGAN CHASE SECURITIES INC.025 B002301 13-3224016025 C002301 D025 D002301 13821025 A002302 CREDIT SUISSE SECURITIES (USA) LLC025 B002302 05-0546650025 C002302 D

PAGE 14025 D002302 12055025 A002303 GOLDMAN SACHS & CO.025 B002303 13-5108880025 C002303 D025 D002303 10082025 A002304 BANK OF AMERICA/MERRILL LYNCH025 B002304 13-5674085

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025 C002304 D025 D002304 9848025 A002305 MORGAN STANLEY & CO., INC.025 B002305 13-2655998025 C002305 D025 D002305 9198025 A002306 CITIGROUP GLOBAL MARKETS, INC.025 B002306 11-2418191025 C002306 D025 D002306 5157025 A002501 MORGAN STANLEY & CO., INC.025 B002501 13-2655998025 C002501 D025 D002501 406442025 A002502 BARCLAYS BANK PLC025 B002502 13-4942190025 C002502 D025 D002502 104325025 A002503 BANK OF AMERICA/MERRILL LYNCH025 B002503 13-5674085025 C002503 E025 D002503 101019025 A002504 GOLDMAN SACHS & CO.025 B002504 13-5108880025 C002504 D025 D002504 98244025 A002505 CITIGROUP GLOBAL MARKETS, INC.025 B002505 11-2418191025 C002505 D025 D002505 70427025 A002506 JPMORGAN CHASE SECURITIES, INC.025 B002506 13-3224016025 C002506 D025 D002506 57388025 A002507 BANK OF AMERICA/MERRILL LYNCH025 B002507 13-5674085025 C002507 D025 D002507 23202025 A002601 BARCLAYS BANK PLC025 B002601 13-4942190025 C002601 D025 D002601 160025 A002602 JPMORGAN CHASE SECURITIES INC.025 B002602 13-3224016

PAGE 15025 C002602 D025 D002602 155025 A002603 BANK OF AMERICA/MERRILL LYNCH025 B002603 13-5674085

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025 C002603 D025 D002603 76026 A000000 N026 B000000 Y026 C000000 Y026 D000000 Y026 E000000 N026 F000000 Y026 G010000 N026 G020000 Y026 H000000 N027 000000 Y028 A010100 22099028 A020100 0028 A030100 0028 A040100 11713028 B010100 19553028 B020100 0028 B030100 0028 B040100 6993028 C010100 19305028 C020100 1673028 C030100 0028 C040100 7392028 D010100 18720028 D020100 0028 D030100 0028 D040100 9812028 E010100 27009028 E020100 0028 E030100 0028 E040100 13988028 F010100 29954028 F020100 0028 F030100 0028 F040100 11067028 G010100 136640028 G020100 1673028 G030100 0028 G040100 60965028 H000100 1333028 A010200 42520028 A020200 0028 A030200 0028 A040200 47098028 B010200 110079028 B020200 0

PAGE 16028 B030200 0

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028 B040200 109911028 C010200 24400028 C020200 116697028 C030200 0028 C040200 30929028 D010200 24184028 D020200 0028 D030200 0028 D040200 25654028 E010200 66817028 E020200 0028 E030200 0028 E040200 53147028 F010200 42403028 F020200 0028 F030200 0028 F040200 24825028 G010200 310403028 G020200 116697028 G030200 0028 G040200 291564028 H000200 1003028 A011000 51127028 A021000 0028 A031000 0028 A041000 31887028 B011000 21415028 B021000 0028 B031000 0028 B041000 22609028 C011000 37633028 C021000 23226028 C031000 0028 C041000 29729028 D011000 37353028 D021000 0028 D031000 0028 D041000 40122028 E011000 23773028 E021000 0028 E031000 0028 E041000 42720028 F011000 25829028 F021000 0028 F031000 0028 F041000 21486028 G011000 197130028 G021000 23226

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028 G031000 0028 G041000 188553

PAGE 17028 H001000 6266028 A011200 29582028 A021200 0028 A031200 0028 A041200 14359028 B011200 18672028 B021200 0028 B031200 0028 B041200 19661028 C011200 44040028 C021200 77391028 C031200 0028 C041200 41203028 D011200 30516028 D021200 0028 D031200 0028 D041200 21961028 E011200 31138028 E021200 0028 E031200 0028 E041200 20884028 F011200 28951028 F021200 0028 F031200 0028 F041200 16696028 G011200 182899028 G021200 77391028 G031200 0028 G041200 134764028 H001200 0028 A011300 203562028 A021300 30756028 A031300 0028 A041300 408583028 B011300 239412028 B021300 30039028 B031300 0028 B041300 538617028 C011300 244000028 C021300 288174028 C031300 0028 C041300 428863028 D011300 266377028 D021300 0028 D031300 0028 D041300 363572

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028 E011300 202691028 E021300 28329028 E031300 0028 E041300 229327028 F011300 250503

PAGE 18028 F021300 28427028 F031300 0028 F041300 212411028 G011300 1406545028 G021300 405725028 G031300 0028 G041300 2181373028 H001300 13860028 A011700 3054028 A021700 0028 A031700 0028 A041700 1542028 B011700 1221028 B021700 0028 B031700 0028 B041700 2648028 C011700 1187028 C021700 0028 C031700 0028 C041700 1755028 D011700 3063028 D021700 0028 D031700 0028 D041700 2027028 E011700 2252028 E021700 0028 E031700 0028 E041700 20676028 F011700 925028 F021700 18550028 F031700 0028 F041700 54188028 G011700 11702028 G021700 18550028 G031700 0028 G041700 82835028 H001700 454028 A012200 5029028 A022200 698028 A032200 0028 A042200 5870028 B012200 3012028 B022200 513

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028 B032200 0028 B042200 3738028 C012200 5002028 C022200 8479028 C032200 0028 C042200 7537028 D012200 7492028 D022200 425

PAGE 19028 D032200 0028 D042200 3664028 E012200 2986028 E022200 476028 E032200 0028 E042200 10338028 F012200 5073028 F022200 529028 F032200 0028 F042200 3281028 G012200 28594028 G022200 11120028 G032200 0028 G042200 34428028 H002200 604028 A012300 35266028 A022300 937028 A032300 0028 A042300 49627028 B012300 20692028 B022300 906028 B032300 0028 B042300 27892028 C012300 36365028 C022300 876028 C032300 0028 C042300 38416028 D012300 27132028 D022300 845028 D032300 0028 D042300 45304028 E012300 23818028 E022300 849028 E032300 0028 E042300 18611028 F012300 28254028 F022300 809028 F032300 0028 F042300 15042028 G012300 171527

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028 G022300 5222028 G032300 0028 G042300 194892028 H002300 2860028 A012500 484222028 A022500 33540028 A032500 0028 A042500 297684028 B012500 411808028 B022500 41292028 B032500 0

PAGE 20028 B042500 250290028 C012500 490549028 C022500 87173028 C032500 0028 C042500 295709028 D012500 699550028 D022500 25832028 D032500 0028 D042500 322296028 E012500 449261028 E022500 29419028 E032500 0028 E042500 256816028 F012500 515817028 F022500 30243028 F032500 0028 F042500 254278028 G012500 3051207028 G022500 247499028 G032500 0028 G042500 1677073028 H002500 63043028 A012600 349028 A022600 0028 A032600 0028 A042600 982028 B012600 873028 B022600 0028 B032600 0028 B042600 636028 C012600 283028 C022600 388028 C032600 0028 C042600 2195028 D012600 676028 D022600 0028 D032600 0

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028 D042600 651028 E012600 246028 E022600 0028 E032600 0028 E042600 502028 F012600 319028 F022600 0028 F032600 0028 F042600 725028 G012600 2746028 G022600 388028 G032600 0028 G042600 5691028 H002600 36

PAGE 21029 000100 Y029 000200 Y029 001000 Y029 001200 N029 001300 Y029 001700 Y029 002200 Y029 002300 Y029 002500 Y029 002600 Y030 A000100 53030 B000100 5.75030 C000100 0.00030 A000200 37030 B000200 5.75030 C000200 0.00030 A001000 267030 B001000 5.75030 C001000 0.00030 A001200 0030 B001200 0.00030 C001200 0.00030 A001300 541030 B001300 4.50030 C001300 0.00030 A001700 20030 B001700 5.75030 C001700 0.00030 A002200 22030 B002200 4.50030 C002200 0.00030 A002300 65030 B002300 3.00030 C002300 0.00

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030 A002500 2333030 B002500 4.50030 C002500 0.00030 A002600 1030 B002600 4.50030 C002600 0.00031 A000100 7031 B000100 0031 A000200 5031 B000200 0031 A001000 35031 B001000 0031 A001200 0031 B001200 0031 A001300 66031 B001300 0031 A001700 3

PAGE 22031 B001700 0031 A002200 3031 B002200 0031 A002300 9031 B002300 0031 A002500 289031 B002500 0031 A002600 0031 B002600 0032 000100 46032 000200 32032 001000 232032 001200 0032 001300 475032 001700 17032 002200 19032 002300 56032 002500 2044032 002600 1033 000100 0033 000200 0033 001000 0033 001200 0033 001300 0033 001700 0033 002200 0033 002300 0033 002500 0033 002600 0034 000100 Y034 000200 Y

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034 001000 Y034 001200 N034 001300 Y034 001700 Y034 002200 Y034 002300 Y034 002500 Y034 002600 Y035 000100 2035 000200 2035 001000 37035 001200 0035 001300 120035 001700 0035 002200 0035 002300 23035 002500 173035 002600 1036 A000100 N036 B000100 0

PAGE 23036 A000200 N036 B000200 0036 A001000 N036 B001000 0036 B001200 0036 A001300 N036 B001300 0036 A001700 N036 B001700 0036 A002200 N036 B002200 0036 A002300 N036 B002300 0036 A002500 N036 B002500 0036 A002600 N036 B002600 0037 000100 N037 000200 N037 001000 N037 001200 N037 001300 N037 001700 N037 002200 N037 002300 N037 002500 N037 002600 N038 000100 0

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038 000200 0038 001000 0038 001200 0038 001300 0038 001700 0038 002200 0038 002300 0038 002500 0038 002600 0039 000100 N039 000200 N039 001000 N039 001200 N039 001300 N039 001700 N039 002200 N039 002300 N039 002500 N039 002600 N040 000100 Y040 000200 Y040 001000 Y040 001200 Y

PAGE 24040 001300 Y040 001700 Y040 002200 Y040 002300 Y040 002500 Y040 002600 Y041 000100 Y041 000200 Y041 001000 Y041 001200 Y041 001300 Y041 001700 Y041 002200 Y041 002300 Y041 002500 Y041 002600 Y042 A000100 0042 B000100 0042 C000100 100042 D000100 0042 E000100 0042 F000100 0042 G000100 0042 H000100 0042 A000200 0

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042 B000200 0042 C000200 100042 D000200 0042 E000200 0042 F000200 0042 G000200 0042 H000200 0042 A001000 0042 B001000 0042 C001000 100042 D001000 0042 E001000 0042 F001000 0042 G001000 0042 H001000 0042 A001200 0042 B001200 0042 C001200 100042 D001200 0042 E001200 0042 F001200 0042 G001200 0042 H001200 0042 A001300 0042 B001300 0042 C001300 100

PAGE 25042 D001300 0042 E001300 0042 F001300 0042 G001300 0042 H001300 0042 A001700 0042 B001700 0042 C001700 100042 D001700 0042 E001700 0042 F001700 0042 G001700 0042 H001700 0042 A002200 0042 B002200 0042 C002200 100042 D002200 0042 E002200 0042 F002200 0042 G002200 0042 H002200 0042 A002300 0

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042 B002300 0042 C002300 100042 D002300 0042 E002300 0042 F002300 0042 G002300 0042 H002300 0042 A002500 0042 B002500 0042 C002500 100042 D002500 0042 E002500 0042 F002500 0042 G002500 0042 H002500 0042 A002600 0042 B002600 0042 C002600 100042 D002600 0042 E002600 0042 F002600 0042 G002600 0042 H002600 0043 000100 199043 000200 395043 001000 2151043 001200 271043 001300 11201043 001700 55

PAGE 26043 002200 134043 002300 811043 002500 32881043 002600 25044 000100 0044 000200 0044 001000 0044 001200 0044 001300 0044 001700 0044 002200 0044 002300 0044 002500 0044 002600 0045 000100 Y045 000200 Y045 001000 Y045 001200 Y045 001300 Y

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045 001700 Y045 002200 Y045 002300 Y045 002500 Y045 002600 Y046 000100 N046 000200 N046 001000 N046 001200 N046 001300 N046 001700 N046 002200 N046 002300 N046 002500 N046 002600 N047 000100 Y047 000200 Y047 001000 Y047 001200 Y047 001300 Y047 001700 Y047 002200 Y047 002300 Y047 002500 Y047 002600 Y048 000100 0.500048 A010100 0048 A020100 0.000048 B010100 0048 B020100 0.000048 C010100 0048 C020100 0.000

PAGE 27048 D010100 0048 D020100 0.000048 E010100 0048 E020100 0.000048 F010100 0048 F020100 0.000048 G010100 0048 G020100 0.000048 H010100 0048 H020100 0.000048 I010100 0048 I020100 0.000048 J010100 0048 J020100 0.000048 K010100 0048 K020100 0.000

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048 000200 0.500048 A010200 0048 A020200 0.000048 B010200 0048 B020200 0.000048 C010200 0048 C020200 0.000048 D010200 0048 D020200 0.000048 E010200 0048 E020200 0.000048 F010200 0048 F020200 0.000048 G010200 0048 G020200 0.000048 H010200 0048 H020200 0.000048 I010200 0048 I020200 0.000048 J010200 0048 J020200 0.000048 K010200 0048 K020200 0.000048 001000 0.750048 A011000 0048 A021000 0.000048 B011000 0048 B021000 0.000048 C011000 0048 C021000 0.000048 D011000 0048 D021000 0.000048 E011000 0048 E021000 0.000048 F011000 0

PAGE 28048 F021000 0.000048 G011000 0048 G021000 0.000048 H011000 0048 H021000 0.000048 I011000 0048 I021000 0.000048 J011000 0048 J021000 0.000048 K011000 0048 K021000 0.000048 001200 0.750048 A011200 0

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048 A021200 0.000048 B011200 0048 B021200 0.000048 C011200 0048 C021200 0.000048 D011200 0048 D021200 0.000048 E011200 0048 E021200 0.000048 F011200 0048 F021200 0.000048 G011200 0048 G021200 0.000048 H011200 0048 H021200 0.000048 I011200 0048 I021200 0.000048 J011200 0048 J021200 0.000048 K011200 0048 K021200 0.000048 001300 0.000048 A011300 15000000048 A021300 0.400048 B011300 0048 B021300 0.000048 C011300 0048 C021300 0.000048 D011300 0048 D021300 0.000048 E011300 0048 E021300 0.000048 F011300 0048 F021300 0.000048 G011300 0048 G021300 0.000048 H011300 0048 H021300 0.000

PAGE 29048 I011300 0048 I021300 0.000048 J011300 0048 J021300 0.000048 K011300 15000000048 K021300 0.380048 001700 0.750048 A011700 0048 A021700 0.000048 B011700 0

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048 B021700 0.000048 C011700 0048 C021700 0.000048 D011700 0048 D021700 0.000048 E011700 0048 E021700 0.000048 F011700 0048 F021700 0.000048 G011700 0048 G021700 0.000048 H011700 0048 H021700 0.000048 I011700 0048 I021700 0.000048 J011700 0048 J021700 0.000048 K011700 0048 K021700 0.000048 002200 0.600048 A012200 0048 A022200 0.000048 B012200 0048 B022200 0.000048 C012200 0048 C022200 0.000048 D012200 0048 D022200 0.000048 E012200 0048 E022200 0.000048 F012200 0048 F022200 0.000048 G012200 0048 G022200 0.000048 H012200 0048 H022200 0.000048 I012200 0048 I022200 0.000048 J012200 0048 J022200 0.000048 K012200 0

PAGE 30048 K022200 0.000048 002300 0.000048 A012300 500000048 A022300 0.375048 B012300 1500000048 B022300 0.350048 C012300 0

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048 C022300 0.000048 D012300 0048 D022300 0.000048 E012300 0048 E022300 0.000048 F012300 0048 F022300 0.000048 G012300 0048 G022300 0.000048 H012300 0048 H022300 0.000048 I012300 0048 I022300 0.000048 J012300 0048 J022300 0.000048 K012300 2000000048 K022300 0.300048 002500 0.000048 A012500 200000048 A022500 0.650048 B012500 1800000048 B022500 0.600048 C012500 13000000048 C022500 0.550048 D012500 0048 D022500 0.000048 E012500 0048 E022500 0.000048 F012500 0048 F022500 0.000048 G012500 0048 G022500 0.000048 H012500 0048 H022500 0.000048 I012500 0048 I022500 0.000048 J012500 0048 J022500 0.000048 K012500 15000000048 K022500 0.540048 002600 0.600048 A012600 0048 A022600 0.000048 B012600 0

PAGE 31048 B022600 0.000048 C012600 0048 C022600 0.000048 D012600 0

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048 D022600 0.000048 E012600 0048 E022600 0.000048 F012600 0048 F022600 0.000048 G012600 0048 G022600 0.000048 H012600 0048 H022600 0.000048 I012600 0048 I022600 0.000048 J012600 0048 J022600 0.000048 K012600 0048 K022600 0.000049 000100 N049 000200 N049 001000 N049 001200 N049 001300 N049 001700 N049 002200 N049 002300 N049 002500 N049 002600 N050 000100 N050 000200 N050 001000 N050 001200 N050 001300 N050 001700 N050 002200 N050 002300 N050 002500 N050 002600 N051 000100 N051 000200 N051 001000 N051 001200 N051 001300 N051 001700 N051 002200 N051 002300 N051 002500 N051 002600 N052 000100 N052 000200 N

PAGE 32052 001000 N

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052 001200 N052 001300 N052 001700 N052 002200 N052 002300 N052 002500 N052 002600 N053 A000100 Y053 B000100 Y053 C000100 N053 A000200 Y053 B000200 Y053 C000200 N053 A001000 Y053 B001000 Y053 C001000 N053 A001200 Y053 B001200 Y053 C001200 N053 A001300 Y053 B001300 Y053 C001300 N053 A001700 Y053 B001700 Y053 C001700 N053 A002200 Y053 B002200 Y053 C002200 N053 A002300 Y053 B002300 Y053 C002300 N053 A002500 Y053 B002500 Y053 C002500 N053 A002600 Y053 B002600 Y053 C002600 N054 A00AA00 Y054 B00AA00 Y054 C00AA00 N054 D00AA00 N054 E00AA00 N054 F00AA00 N054 G00AA00 N054 H00AA00 Y054 I00AA00 N054 J00AA00 Y054 K00AA00 N

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054 L00AA00 N054 M00AA00 Y

PAGE 33054 N00AA00 N054 O00AA00 N055 A000100 N055 B000100 N055 A000200 N055 B000200 N055 A001000 N055 B001000 N055 A001200 N055 B001200 N055 A001300 N055 B001300 N055 A001700 N055 B001700 N055 A002200 N055 B002200 N055 A002300 Y055 B002300 N055 A002500 N055 B002500 N055 A002600 Y055 B002600 N056 000100 Y056 000200 Y056 001000 Y056 001200 Y056 001300 Y056 001700 Y056 002200 Y056 002300 Y056 002500 Y056 002600 Y057 000100 N057 000200 N057 001000 N057 001200 N057 001300 N057 001700 N057 002200 N057 002300 N057 002500 N057 002600 N058 A000100 N058 A000200 N058 A001000 N058 A001200 N

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058 A001300 N058 A001700 N058 A002200 N058 A002300 N058 A002500 N

PAGE 34058 A002600 N059 000100 Y059 000200 Y059 001000 Y059 001200 Y059 001300 Y059 001700 Y059 002200 Y059 002300 Y059 002500 Y059 002600 Y060 A000100 Y060 B000100 Y060 A000200 Y060 B000200 Y060 A001000 Y060 B001000 Y060 A001200 Y060 B001200 Y060 A001300 Y060 B001300 Y060 A001700 Y060 B001700 Y060 A002200 Y060 B002200 Y060 A002300 Y060 B002300 Y060 A002500 Y060 B002500 Y060 A002600 N060 B002600 N061 000100 2500061 000200 2500061 001000 2500061 001200 2500061 001300 2500061 001700 2500061 002200 2500061 002300 2500061 002500 2500061 002600 2500062 A000100 N062 B000100 0.0

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062 C000100 0.0062 D000100 0.0062 E000100 0.0062 F000100 0.0062 G000100 0.0062 H000100 0.0062 I000100 0.0062 J000100 0.0

PAGE 35062 K000100 0.0062 L000100 0.0062 M000100 0.0062 N000100 0.0062 O000100 0.0062 P000100 0.0062 Q000100 0.0062 R000100 0.0062 A000200 N062 B000200 0.0062 C000200 0.0062 D000200 0.0062 E000200 0.0062 F000200 0.0062 G000200 0.0062 H000200 0.0062 I000200 0.0062 J000200 0.0062 K000200 0.0062 L000200 0.0062 M000200 0.0062 N000200 0.0062 O000200 0.0062 P000200 0.0062 Q000200 0.0062 R000200 0.0062 A001000 N062 B001000 0.0062 C001000 0.0062 D001000 0.0062 E001000 0.0062 F001000 0.0062 G001000 0.0062 H001000 0.0062 I001000 0.0062 J001000 0.0062 K001000 0.0062 L001000 0.0062 M001000 0.0062 N001000 0.0

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062 O001000 0.0062 P001000 0.0062 Q001000 0.0062 R001000 0.0062 A001200 N062 B001200 0.0062 C001200 0.0062 D001200 0.0062 E001200 0.0062 F001200 0.0062 G001200 0.0

PAGE 36062 H001200 0.0062 I001200 0.0062 J001200 0.0062 K001200 0.0062 L001200 0.0062 M001200 0.0062 N001200 0.0062 O001200 0.0062 P001200 0.0062 Q001200 0.0062 R001200 0.0062 A001300 Y062 B001300 0.0062 C001300 0.0062 D001300 2.3062 E001300 0.0062 F001300 0.0062 G001300 0.0062 H001300 0.0062 I001300 0.0062 J001300 0.0062 K001300 0.0062 L001300 0.0062 M001300 4.0062 N001300 0.0062 O001300 0.9062 P001300 64.5062 Q001300 23.0062 R001300 4.0062 A001700 N062 B001700 0.0062 C001700 0.0062 D001700 0.0062 E001700 0.0062 F001700 0.0062 G001700 0.0062 H001700 0.0

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062 I001700 0.0062 J001700 0.0062 K001700 0.0062 L001700 0.0062 M001700 0.0062 N001700 0.0062 O001700 0.0062 P001700 0.0062 Q001700 0.0062 R001700 0.0062 A002200 Y062 B002200 0.0062 C002200 0.0062 D002200 4.6

PAGE 37062 E002200 0.0062 F002200 0.0062 G002200 0.0062 H002200 0.0062 I002200 0.0062 J002200 0.0062 K002200 0.0062 L002200 0.0062 M002200 0.3062 N002200 0.0062 O002200 0.0062 P002200 75.9062 Q002200 10.8062 R002200 6.8062 A002300 Y062 B002300 5.3062 C002300 1.0062 D002300 1.2062 E002300 0.0062 F002300 0.0062 G002300 0.0062 H002300 0.0062 I002300 0.0062 J002300 0.0062 K002300 0.0062 L002300 0.0062 M002300 0.0062 N002300 73.1062 O002300 0.0062 P002300 18.8062 Q002300 0.0062 R002300 0.0062 A002500 Y062 B002500 0.0

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062 C002500 0.0062 D002500 0.9062 E002500 0.0062 F002500 0.0062 G002500 0.0062 H002500 0.0062 I002500 0.0062 J002500 0.0062 K002500 0.0062 L002500 0.0062 M002500 12.3062 N002500 0.0062 O002500 0.9062 P002500 44.8062 Q002500 17.3062 R002500 22.5062 A002600 Y

PAGE 38062 B002600 0.0062 C002600 0.0062 D002600 1.8062 E002600 0.0062 F002600 0.0062 G002600 0.0062 H002600 0.0062 I002600 0.0062 J002600 0.0062 K002600 0.0062 L002600 0.0062 M002600 1.4062 N002600 0.0062 O002600 0.0062 P002600 27.2062 Q002600 68.4062 R002600 0.3063 A000100 0063 B000100 0.0063 A000200 0063 B000200 0.0063 A001000 0063 B001000 0.0063 A001200 0063 B001200 0.0063 A001300 0063 B001300 7.3063 A001700 0063 B001700 0.0063 A002200 0063 B002200 8.0

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063 A002300 0063 B002300 3.4063 A002500 0063 B002500 5.4063 A002600 0063 B002600 7.9064 A001300 Y064 B001300 Y064 A002200 N064 B002200 Y064 A002300 N064 B002300 N064 A002500 Y064 B002500 Y064 A002600 N064 B002600 N065 001300 N065 002200 N065 002500 N066 A000100 Y

PAGE 39066 B000100 N066 C000100 N066 D000100 Y066 E000100 N066 F000100 N066 G000100 N066 A000200 Y066 B000200 N066 C000200 N066 D000200 N066 E000200 Y066 F000200 N066 G000200 N066 A001000 Y066 B001000 N066 C001000 N066 D001000 N066 E001000 N066 F001000 N066 G001000 Y066 A001200 Y066 B001200 N066 C001200 N066 D001200 Y066 E001200 N066 F001200 N066 G001200 N066 A001300 N

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066 A001700 Y066 B001700 N066 C001700 N066 D001700 Y066 E001700 N066 F001700 N066 G001700 N066 A002200 N066 A002300 N066 A002500 N066 A002600 N067 000100 N067 000200 N067 001000 N067 001200 N067 001300 N067 001700 N067 002200 N067 002300 N067 002500 N067 002600 N068 A000100 N068 B000100 N

PAGE 40068 A000200 N068 B000200 N068 A001000 N068 B001000 N068 A001200 N068 B001200 N068 A001300 N068 B001300 N068 A001700 N068 B001700 N068 A002200 N068 B002200 N068 A002300 N068 B002300 N068 A002500 N068 B002500 N068 A002600 N068 B002600 Y069 000100 N069 000200 N069 001000 N069 001200 N069 001300 N069 001700 N069 002200 N

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069 002300 N069 002500 N069 002600 N070 A010100 Y070 A020100 Y070 B010100 Y070 B020100 N070 C010100 Y070 C020100 N070 D010100 Y070 D020100 N070 E010100 Y070 E020100 N070 F010100 Y070 F020100 N070 G010100 Y070 G020100 N070 H010100 Y070 H020100 N070 I010100 N070 I020100 N070 J010100 Y070 J020100 N070 K010100 Y070 K020100 N070 L010100 Y

PAGE 41070 L020100 Y070 M010100 Y070 M020100 N070 N010100 Y070 N020100 N070 O010100 Y070 O020100 N070 P010100 Y070 P020100 N070 Q010100 Y070 Q020100 N070 R010100 Y070 R020100 N070 A010200 Y070 A020200 Y070 B010200 Y070 B020200 N070 C010200 Y070 C020200 N070 D010200 Y070 D020200 N070 E010200 Y

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070 E020200 N070 F010200 Y070 F020200 N070 G010200 Y070 G020200 N070 H010200 Y070 H020200 N070 I010200 N070 I020200 N070 J010200 Y070 J020200 N070 K010200 Y070 K020200 N070 L010200 Y070 L020200 Y070 M010200 Y070 M020200 N070 N010200 Y070 N020200 N070 O010200 Y070 O020200 N070 P010200 Y070 P020200 N070 Q010200 Y070 Q020200 N070 R010200 Y070 R020200 N070 A011000 Y070 A021000 Y

PAGE 42070 B011000 Y070 B021000 N070 C011000 Y070 C021000 N070 D011000 Y070 D021000 N070 E011000 Y070 E021000 N070 F011000 Y070 F021000 N070 G011000 Y070 G021000 N070 H011000 Y070 H021000 N070 I011000 N070 I021000 N070 J011000 Y070 J021000 N070 K011000 Y

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070 K021000 N070 L011000 Y070 L021000 Y070 M011000 Y070 M021000 Y070 N011000 Y070 N021000 N070 O011000 Y070 O021000 N070 P011000 Y070 P021000 N070 Q011000 Y070 Q021000 N070 R011000 Y070 R021000 N070 A011200 Y070 A021200 Y070 B011200 Y070 B021200 N070 C011200 Y070 C021200 N070 D011200 Y070 D021200 N070 E011200 Y070 E021200 N070 F011200 Y070 F021200 N070 G011200 Y070 G021200 N070 H011200 Y070 H021200 N070 I011200 N

PAGE 43070 I021200 N070 J011200 Y070 J021200 N070 K011200 Y070 K021200 N070 L011200 Y070 L021200 N070 M011200 Y070 M021200 N070 N011200 Y070 N021200 N070 O011200 Y070 O021200 N070 P011200 Y070 P021200 N070 Q011200 Y

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070 Q021200 N070 R011200 Y070 R021200 N070 A011300 Y070 A021300 Y070 B011300 Y070 B021300 N070 C011300 Y070 C021300 N070 D011300 Y070 D021300 N070 E011300 Y070 E021300 N070 F011300 Y070 F021300 N070 G011300 Y070 G021300 N070 H011300 Y070 H021300 N070 I011300 N070 I021300 N070 J011300 Y070 J021300 N070 K011300 Y070 K021300 N070 L011300 Y070 L021300 Y070 M011300 Y070 M021300 Y070 N011300 Y070 N021300 N070 O011300 Y070 O021300 N070 P011300 Y070 P021300 Y

PAGE 44070 Q011300 Y070 Q021300 N070 R011300 Y070 R021300 N070 A011700 Y070 A021700 Y070 B011700 Y070 B021700 Y070 C011700 Y070 C021700 N070 D011700 Y070 D021700 N070 E011700 Y

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070 E021700 N070 F011700 Y070 F021700 N070 G011700 Y070 G021700 N070 H011700 Y070 H021700 N070 I011700 N070 I021700 N070 J011700 Y070 J021700 N070 K011700 Y070 K021700 N070 L011700 Y070 L021700 Y070 M011700 Y070 M021700 N070 N011700 Y070 N021700 N070 O011700 Y070 O021700 N070 P011700 Y070 P021700 N070 Q011700 Y070 Q021700 N070 R011700 Y070 R021700 N070 A012200 Y070 A022200 Y070 B012200 Y070 B022200 N070 C012200 Y070 C022200 N070 D012200 Y070 D022200 N070 E012200 Y070 E022200 Y070 F012200 Y

PAGE 45070 F022200 N070 G012200 Y070 G022200 N070 H012200 Y070 H022200 N070 I012200 N070 I022200 N070 J012200 Y070 J022200 N070 K012200 Y

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070 K022200 N070 L012200 Y070 L022200 Y070 M012200 Y070 M022200 Y070 N012200 Y070 N022200 N070 O012200 Y070 O022200 N070 P012200 Y070 P022200 N070 Q012200 Y070 Q022200 N070 R012200 N070 R022200 N070 A012300 Y070 A022300 Y070 B012300 Y070 B022300 N070 C012300 Y070 C022300 N070 D012300 Y070 D022300 N070 E012300 Y070 E022300 N070 F012300 Y070 F022300 N070 G012300 Y070 G022300 N070 H012300 Y070 H022300 N070 I012300 N070 I022300 N070 J012300 Y070 J022300 N070 K012300 Y070 K022300 N070 L012300 Y070 L022300 N070 M012300 Y070 M022300 N

PAGE 46070 N012300 Y070 N022300 N070 O012300 Y070 O022300 N070 P012300 Y070 P022300 N070 Q012300 Y

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070 Q022300 N070 R012300 Y070 R022300 N070 A012500 Y070 A022500 Y070 B012500 Y070 B022500 N070 C012500 Y070 C022500 N070 D012500 Y070 D022500 N070 E012500 Y070 E022500 N070 F012500 Y070 F022500 N070 G012500 Y070 G022500 N070 H012500 Y070 H022500 N070 I012500 N070 I022500 N070 J012500 Y070 J022500 N070 K012500 Y070 K022500 Y070 L012500 Y070 L022500 Y070 M012500 Y070 M022500 N070 N012500 Y070 N022500 N070 O012500 Y070 O022500 N070 P012500 Y070 P022500 N070 Q012500 Y070 Q022500 N070 R012500 Y070 R022500 N070 A012600 Y070 A022600 Y070 B012600 Y070 B022600 N070 C012600 Y

PAGE 47070 C022600 N070 D012600 Y070 D022600 N070 E012600 Y

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070 E022600 Y070 F012600 Y070 F022600 N070 G012600 Y070 G022600 N070 H012600 Y070 H022600 N070 I012600 N070 I022600 N070 J012600 Y070 J022600 N070 K012600 Y070 K022600 N070 L012600 Y070 L022600 Y070 M012600 Y070 M022600 Y070 N012600 Y070 N022600 N070 O012600 Y070 O022600 N070 P012600 Y070 P022600 N070 Q012600 Y070 Q022600 N070 R012600 Y070 R022600 N071 A000100 144042071 B000100 68927071 C000100 686139071 D000100 10071 A000200 320814071 B000200 307710071 C000200 2033934071 D000200 15071 A001000 296165071 B001000 287323071 C001000 1193878071 D001000 24071 A001200 405755071 B001200 370491071 C001200 1160711071 D001200 32071 A001300 813985071 B001300 1393355071 C001300 9656038071 D001300 8

PAGE 48071 A001700 63089

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071 B001700 190056071 C001700 76254071 D001700 83071 A002200 45938071 B002200 52108071 C002200 160954071 D002200 29071 A002300 23029071 B002300 92306071 C002300 642107071 D002300 4071 A002500 3510614071 B002500 1302998071 C002500 15485250071 D002500 8071 A002600 3573071 B002600 6454071 C002600 12974071 D002600 28072 A000100 6072 B000100 0072 C000100 4930072 D000100 0072 E000100 0072 F000100 1737072 G000100 152072 H000100 0072 I000100 366072 J000100 17072 K000100 0072 L000100 19072 M000100 25072 N000100 62072 O000100 0072 P000100 0072 Q000100 0072 R000100 21072 S000100 4072 T000100 199072 U000100 0072 V000100 0072 W000100 12072 X000100 2614072 Y000100 0072 Z000100 2317072AA000100 25257072BB000100 18072CC010100 45268

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072CC020100 0072DD010100 62

PAGE 49072DD020100 1862072EE000100 0072 A000200 6072 B000200 0072 C000200 38685072 D000200 0072 E000200 0072 F000200 5250072 G000200 461072 H000200 0072 I000200 1240072 J000200 27072 K000200 0072 L000200 43072 M000200 54072 N000200 73072 O000200 0072 P000200 0072 Q000200 0072 R000200 18072 S000200 12072 T000200 395072 U000200 0072 V000200 0072 W000200 27072 X000200 7599072 Y000200 0072 Z000200 31086072AA000200 99402072BB000200 8901072CC010200 143032072CC020200 0072DD010200 2696072DD020200 20567072EE000200 99297072 A001000 6072 B001000 8352072 C001000 4913072 D001000 0072 E001000 0072 F001000 4575072 G001000 268072 H001000 0072 I001000 485072 J001000 145072 K001000 0

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072 L001000 30072 M001000 27072 N001000 46072 O001000 0072 P001000 0

PAGE 50072 Q001000 0072 R001000 28072 S001000 7072 T001000 2151072 U001000 0072 V001000 0072 W001000 26072 X001000 7787072 Y001000 0072 Z001000 5478072AA001000 42845072BB001000 14878072CC011000 44047072CC021000 0072DD011000 4662072DD021000 14987072EE001000 15169072 A001200 6072 B001200 0072 C001200 1947072 D001200 0072 E001200 0072 F001200 4503072 G001200 263072 H001200 0072 I001200 743072 J001200 22072 K001200 0072 L001200 25072 M001200 26072 N001200 44072 O001200 0072 P001200 0072 Q001200 0072 R001200 19072 S001200 7072 T001200 271072 U001200 0072 V001200 0072 W001200 17072 X001200 5940072 Y001200 0072 Z001200 -3993

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072AA001200 112176072BB001200 22336072CC011200 0072CC021200 1858072DD011200 0072DD021200 0072EE001200 80585072 A001300 6

PAGE 51072 B001300 232307072 C001300 4332072 D001300 0072 E001300 0072 F001300 19830072 G001300 2176072 H001300 0072 I001300 6102072 J001300 226072 K001300 0072 L001300 377072 M001300 139072 N001300 150072 O001300 0072 P001300 0072 Q001300 0072 R001300 29072 S001300 65072 T001300 11201072 U001300 0072 V001300 0072 W001300 124072 X001300 40419072 Y001300 0072 Z001300 196220072AA001300 134572072BB001300 43748072CC011300 193149072CC021300 0072DD011300 53737072DD021300 173848072EE001300 254127072 A001700 6072 B001700 0072 C001700 168072 D001700 0072 E001700 0072 F001700 377072 G001700 22072 H001700 0

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072 I001700 115072 J001700 9072 K001700 0072 L001700 2072 M001700 20072 N001700 44072 O001700 0072 P001700 0072 Q001700 0072 R001700 17072 S001700 1

PAGE 52072 T001700 55072 U001700 0072 V001700 0072 W001700 10072 X001700 672072 Y001700 116072 Z001700 -388072AA001700 51872072BB001700 3145072CC011700 0072CC021700 25527072DD011700 0072DD021700 0072EE001700 22053072 A002200 6072 B002200 4778072 C002200 347072 D002200 0072 E002200 0072 F002200 509072 G002200 37072 H002200 0072 I002200 99072 J002200 39072 K002200 0072 L002200 9072 M002200 21072 N002200 45072 O002200 0072 P002200 0072 Q002200 0072 R002200 25072 S002200 1072 T002200 134072 U002200 0072 V002200 0072 W002200 8

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072 X002200 927072 Y002200 29072 Z002200 4227072AA002200 5218072BB002200 3671072CC012200 4885072CC022200 0072DD012200 1294072DD022200 3531072EE002200 9248072 A002300 6072 B002300 7176072 C002300 0072 D002300 0

PAGE 53072 E002300 0072 F002300 1216072 G002300 145072 H002300 0072 I002300 273072 J002300 19072 K002300 0072 L002300 17072 M002300 38072 N002300 50072 O002300 0072 P002300 0072 Q002300 0072 R002300 25072 S002300 4072 T002300 811072 U002300 0072 V002300 0072 W002300 13072 X002300 2612072 Y002300 0072 Z002300 4564072AA002300 3410072BB002300 2971072CC012300 393072CC022300 0072DD012300 3882072DD022300 3313072EE002300 0072 A002500 6072 B002500 311595072 C002500 58218072 D002500 0072 E002500 0

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072 F002500 45083072 G002500 3558072 H002500 0072 I002500 5874072 J002500 354072 K002500 0072 L002500 333072 M002500 224072 N002500 229072 O002500 0072 P002500 0072 Q002500 0072 R002500 28072 S002500 94072 T002500 32881072 U002500 0072 V002500 0

PAGE 54072 W002500 174072 X002500 88831072 Y002500 0072 Z002500 280982072AA002500 253533072BB002500 151872072CC012500 785864072CC022500 0072DD012500 117067072DD022500 209835072EE002500 42482072 A002600 6072 B002600 156072 C002600 1072 D002600 0072 E002600 0072 F002600 40072 G002600 3072 H002600 0072 I002600 7072 J002600 19072 K002600 0072 L002600 1072 M002600 13072 N002600 33072 O002600 0072 P002600 0072 Q002600 0072 R002600 25072 S002600 0072 T002600 25

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072 U002600 0072 V002600 0072 W002600 8072 X002600 174072 Y002600 96072 Z002600 78072AA002600 277072BB002600 469072CC012600 379072CC022600 0072DD012600 61072DD022600 40072EE002600 401073 A010100 0.0000073 A020100 0.0000073 B000100 0.0000073 C000100 0.0000073 A010200 0.0000073 A020200 0.0000073 B000200 1.3018

PAGE 55073 C000200 0.0000073 A011000 0.0000073 A021000 0.0000073 B001000 0.2390073 C001000 0.0000073 A011200 0.0000073 A021200 0.0000073 B001200 1.8345073 C001200 0.0000073 A011300 0.0000073 A021300 0.0000073 B001300 0.3153073 C001300 0.0000073 A011700 0.0000073 A021700 0.0000073 B001700 0.0000073 C001700 0.0000073 A012200 0.0000073 A022200 0.0000073 B002200 0.2558073 C002200 0.0000073 A012300 0.0000073 A022300 0.0000073 B002300 0.0000073 C002300 0.0000073 A012500 0.0000073 A022500 0.0000073 B002500 0.0435

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073 C002500 0.0000073 A012600 0.0000073 A022600 0.0000073 B002600 0.2937073 C002600 0.0000074 A000100 0074 B000100 12608074 C000100 0074 D000100 0074 E000100 0074 F000100 747078074 G000100 0074 H000100 0074 I000100 0074 J000100 0074 K000100 0074 L000100 3271074 M000100 0074 N000100 762957074 O000100 0074 P000100 496074 Q000100 0074 R010100 0

PAGE 56074 R020100 0074 R030100 0074 R040100 499074 S000100 0074 T000100 761962074 U010100 6787074 U020100 74021074 V010100 0.00074 V020100 0.00074 W000100 0.0000074 X000100 4684074 Y000100 0074 A000200 0074 B000200 97677074 C000200 0074 D000200 0074 E000200 0074 F000200 2137973074 G000200 0074 H000200 0074 I000200 0074 J000200 4108074 K000200 0074 L000200 9484074 M000200 0

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074 N000200 2249242074 O000200 5834074 P000200 1389074 Q000200 0074 R010200 0074 R020200 0074 R030200 0074 R040200 2335074 S000200 0074 T000200 2239684074 U010200 10511074 U020200 71135074 V010200 0.00074 V020200 0.00074 W000200 0.0000074 X000200 4543074 Y000200 0074 A001000 6274074 B001000 22309074 C001000 0074 D001000 361762074 E001000 830074 F001000 837778074 G001000 0074 H001000 0074 I001000 4844

PAGE 57074 J001000 2213074 K001000 0074 L001000 8845074 M001000 4074 N001000 1244859074 O001000 4749074 P001000 957074 Q001000 0074 R011000 0074 R021000 0074 R031000 0074 R041000 2209074 S001000 0074 T001000 1236944074 U011000 14394074 U021000 49917074 V011000 0.00074 V021000 0.00074 W001000 0.0000074 X001000 5053074 Y001000 0074 A001200 0

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074 B001200 56016074 C001200 0074 D001200 0074 E001200 0074 F001200 1206857074 G001200 0074 H001200 0074 I001200 0074 J001200 14983074 K001200 0074 L001200 2199074 M001200 0074 N001200 1280054074 O001200 15481074 P001200 986074 Q001200 0074 R011200 0074 R021200 0074 R031200 0074 R041200 1353074 S001200 0074 T001200 1262234074 U011200 39053074 U021200 9148074 V011200 0.00074 V021200 0.00074 W001200 0.0000074 X001200 588074 Y001200 0

PAGE 58074 A001300 1254074 B001300 229854074 C001300 0074 D001300 9164374074 E001300 26464074 F001300 365391074 G001300 0074 H001300 0074 I001300 52061074 J001300 6154074 K001300 0074 L001300 147025074 M001300 0074 N001300 9992576074 O001300 0074 P001300 4386074 Q001300 0074 R011300 0074 R021300 0

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074 R031300 0074 R041300 20002074 S001300 0074 T001300 9968188074 U011300 191103074 U021300 626106074 V011300 0.00074 V021300 0.00074 W001300 0.0000074 X001300 39728074 Y001300 0074 A001700 0074 B001700 0074 C001700 0074 D001700 0074 E001700 0074 F001700 0074 G001700 0074 H001700 0074 I001700 0074 J001700 0074 K001700 0074 L001700 0074 M001700 0074 N001700 0074 O001700 0074 P001700 0074 Q001700 0074 R011700 0074 R021700 0074 R031700 0074 R041700 0

PAGE 59074 S001700 0074 T001700 0074 U011700 0074 U021700 0074 V011700 0.00074 V021700 0.00074 W001700 0.0000074 X001700 0074 Y001700 0074 A002200 26074 B002200 7917074 C002200 0074 D002200 146389074 E002200 7339074 F002200 4253074 G002200 0

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074 H002200 0074 I002200 2817074 J002200 1739074 K002200 0074 L002200 2657074 M002200 10074 N002200 173147074 O002200 1160074 P002200 230074 Q002200 0074 R012200 0074 R022200 0074 R032200 0074 R042200 307074 S002200 0074 T002200 171450074 U012200 10495074 U022200 27670074 V012200 0.00074 V022200 0.00074 W002200 0.0000074 X002200 1335074 Y002200 0074 A002300 0074 B002300 8258074 C002300 41761074 D002300 611434074 E002300 0074 F002300 0074 G002300 0074 H002300 0074 I002300 0074 J002300 0074 K002300 0074 L002300 5481

PAGE 60074 M002300 0074 N002300 666934074 O002300 0074 P002300 523074 Q002300 0074 R012300 0074 R022300 0074 R032300 0074 R042300 1120074 S002300 0074 T002300 665291074 U012300 31058074 U022300 25967

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074 V012300 0.00074 V022300 0.00074 W002300 0.0000074 X002300 13294074 Y002300 0074 A002500 2138074 B002500 169033074 C002500 0074 D002500 12938322074 E002500 380758074 F002500 3550955074 G002500 0074 H002500 0074 I002500 247315074 J002500 33481074 K002500 0074 L002500 230105074 M002500 0074 N002500 17552108074 O002500 12519074 P002500 9913074 Q002500 0074 R012500 0074 R022500 0074 R032500 0074 R042500 16122074 S002500 0074 T002500 17513554074 U012500 355191074 U022500 689264074 V012500 0.00074 V022500 0.00074 W002500 0.0000074 X002500 80605074 Y002500 0074 A002600 114074 B002600 217074 C002600 0

PAGE 61074 D002600 11760074 E002600 34074 F002600 0074 G002600 0074 H002600 0074 I002600 0074 J002600 0074 K002600 6074 L002600 153074 M002600 4

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074 N002600 12288074 O002600 60074 P002600 59074 Q002600 0074 R012600 0074 R022600 0074 R032600 0074 R042600 49074 S002600 0074 T002600 12120074 U012600 834074 U022600 425074 V012600 0.00074 V022600 0.00074 W002600 0.0000074 X002600 156074 Y002600 0075 A000100 0075 B000100 698666075 A000200 0075 B000200 2113195075 A001000 0075 B001000 1225738075 A001200 0075 B001200 1210013075 A001300 0075 B001300 9973126075 A001700 0075 B001700 110918075 A002200 0075 B002200 170929075 A002300 0075 B002300 663894075 A002500 0075 B002500 16283521075 A002600 0075 B002600 13376076 000100 0.00076 000200 0.00076 001000 0.00076 001200 0.00

PAGE 62076 001300 0.00076 001700 0.00076 002200 0.00076 002300 0.00076 002500 0.00076 002600 0.00077 A000000 Y

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077 B000000 N077 C000000 N077 D000000 N077 E000000 N077 F000000 N077 G000000 N077 H000000 N077 I000000 Y077 J000000 N077 K000000 N077 L000000 N077 M000000 N077 N000000 N077 O000000 Y077 P000000 N077 Q010000 Y077 Q020000 N077 Q030000 N078 000000 N080 C00AA00 0081 B00AA00 0082 B00AA00 0083 B00AA00 0084 B00AA00 0086 A010000 0086 A020000 0086 B010000 0086 B020000 0086 C010000 0086 C020000 0086 D010000 0086 D020000 0086 E010000 0086 E020000 0086 F010000 0086 F020000 0SIGNATURE MICHAEL KARDOKTITLE TREASURER

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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: Odebrecht Offshore Drilling Fin

Underwriter(s): See Attached

Affiliated Underwriter in the Syndicate: Natixis Securities North America

Date of Purchase: 7/26/13

Date of Offering: 7/26/13

Amount of Purchase1: $2,149,871

Purchase Price: $99.99

Commission or Spread: 0.15%

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 thepublic, (ii) part of an issue of government securities as defined under the Investment Company Act of 1940, (iii)“municipalsecurities” as defined under the Securities Exchange Act of 1934, (iv) sold in an offering conducted under the laws of a countryother 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 (includingoperations of predecessors).

If the securities meet conditions (iii):

__

the issuer of such securities has received an investment grade rating from a nationally recognized statisticalrating organization or if the issuer of the municipal securities or entity supplying the revenues from which theissue is to be paid has been in continuous operation for less than three years (including any predecessors), ithas 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 notexceed 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 similarsecurities during a comparable period of time.

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X

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

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

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

Signed by: /s/ Chip BankesDate: 8/30/13

Exhibit – 7/26/13 Odebrecht Offshore Drilling (EJ7700762)Deal size 1,690,000,00

Fund Fund Name Fund Assets Purchase Amount Price

LS Global Equity and Income Fund – Global Bond 201,618,212.43 899,946.00 99.99

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1 Include all purchases made by two or more funds which have the same investment adviser or sub-adviser.

2 Special counting rules apply for Rule 144A offerings.

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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: Halcon Resources

Underwriter(s): See Attached

Affiliated Underwriter in the Syndicate: Natixis Securities North America

Date of Purchase: 8/8/13

Date of Offering: 8/8/13

Amount of Purchase1: $20,970,000

Purchase Price: $100.00

Commission or Spread: 1.75%

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 thepublic, (ii) part of an issue of government securities as defined under the Investment Company Act of 1940, (iii)“municipalsecurities” as defined under the Securities Exchange Act of 1934, (iv) sold in an offering conducted under the laws of a countryother 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 (includingoperations of predecessors).

If the securities meet conditions (iii):

__

the issuer of such securities has received an investment grade rating from a nationally recognized statisticalrating organization or if the issuer of the municipal securities or entity supplying the revenues from which theissue is to be paid has been in continuous operation for less than three years (including any predecessors), ithas 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 notexceed 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 similarsecurities during a comparable period of time.

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X

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

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

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

Signed by: /s/ Chip BankesDate: 8/30/13

Halcon Resources 9.25 (40537QAE0)Deal size 400,000,000

Fund Fund Name Fund Assets Purchase Amount Price

1439N9 LS Strategic Income Fund 14,827,801,911.82 2,990,000.00 100.00H40132 LS High Income Fund 166,143,894.29 10,000.00 100.00

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1 Include all purchases made by two or more funds which have the same investment adviser or sub-adviser.

2 Special counting rules apply for Rule 144A offerings.

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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: Virgin Australia

Underwriter(s): See Attached

Affiliated Underwriter in the Syndicate: Natixis Securities North America

Date of Purchase: 10/7/13

Date of Offering: 10/7/13

Amount of Purchase1: $62,914,000

Purchase Price: $100.00

Commission or Spread: 0.75%

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 thepublic, (ii) part of an issue of government securities as defined under the Investment Company Act of 1940, (iii)“municipalsecurities” as defined under the Securities Exchange Act of 1934, (iv) sold in an offering conducted under the laws of a countryother 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 (includingoperations of predecessors).

If the securities meet conditions (iii):

__

the issuer of such securities has received an investment grade rating from a nationally recognized statisticalrating organization or if the issuer of the municipal securities or entity supplying the revenues from which theissue is to be paid has been in continuous operation for less than three years (including any predecessors), ithas 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 notexceed 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 similarsecurities during a comparable period of time.

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X

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

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

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

Signed by: /s/ Chip BankesDate: 10/31/13

Virgin Aust 2013-1B (92765YAB3, 92765YAC1, & 92765YAA5)Deal size 732,623,000

Fund Fund Name Fund Assets Purchase Amount Price

1439N9 LS Strategic IncomeFund 15,186,768,277.36 6,835,000.00 100.001439N9 LS Strategic IncomeFund 15,186,768,277.36 11,434,000.00 100.00H40132 LS High IncomeFund 169,668,941.73 151,000.00 100.00H40132 LS High IncomeFund 169,668,941.73 240,000.00 100.00Z409N0 LS Investment Grade BondFund 10,307,670,597.53 3,020,000.00 100.00

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1 Include all purchases made by two or more funds which have the same investment adviser or sub-adviser.

2 Special counting rules apply for Rule 144A offerings.

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Exhibit 77O(iv)

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: Salix Pharmaceuticals

Underwriter(s): See Attached

Affiliated Underwriter in the Syndicate: Natixis Securities North America

Date of Purchase: 12/12/13

Date of Offering: 12/12/13

Amount of Purchase1: $1,695,000

Purchase Price: $100.00

Commission or Spread: 0. %

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 thepublic, (ii) part of an issue of government securities as defined under the Investment Company Act of 1940, (iii)“municipalsecurities” as defined under the Securities Exchange Act of 1934, (iv) sold in an offering conducted under the laws of a countryother 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 (includingoperations of predecessors).

If the securities meet conditions (iii):

__

the issuer of such securities has received an investment grade rating from a nationally recognized statisticalrating organization or if the issuer of the municipal securities or entity supplying the revenues from which theissue is to be paid has been in continuous operation for less than three years (including any predecessors), ithas 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 notexceed 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 similarsecurities during a comparable period of time.

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X

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

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

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

Signed by: /s/ Chip BankesDate: 12/31/13

Salix Pharmaceuticals (795435AF3)Deal size 750,000,000

Fund Fund Name Fund Assets Purchase Amount Price

H40132 LS High IncomeFund 168,890,999.10 250,000.00 100.00

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1 Include all purchases made by two or more funds which have the same investment adviser or sub-adviser.

2 Special counting rules apply for Rule 144A offerings.

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Exhibit 77I

Effective February 1, 2013 the Registrant established Class N shares of the Loomis Sayles Growth Fund, Loomis Sayles InvestmentGrade Bond Fund, Loomis Sayles Mid Cap Growth Fund, Loomis Sayles Strategic Income Fund and the Loomis Sayles Value Fund.

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