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Loomis Sayles Funds Ii

Filed: 14 Dec 20, 9:57am
X0303

N-CEN: Filer Information

Submission Contact Information

Name
 
Phone
 
E-Mail Address
 

Notification Information

Notify via Filing Website only?Checkbox not checked

N-CEN:Series/Class (Contract) Information

Series ID Record:1
Series ID
S000006706 
Class ID Record:1
Class ID
C000018251 
Class ID Record:2
Class ID
C000188539 
Class ID Record:3
Class ID
C000082999 
Class ID Record:4
Class ID
C000018254 
Class ID Record:5
Class ID
C000018253 
Class ID Record:6
Class ID
C000125487 
Series ID Record:2
Series ID
S000069661 
Class ID Record:1
Class ID
C000222162 
Class ID Record:2
Class ID
C000222165 
Class ID Record:3
Class ID
C000222164 
Class ID Record:4
Class ID
C000222163 
Series ID Record:3
Series ID
S000006702 
Class ID Record:1
Class ID
C000018239 
Class ID Record:2
Class ID
C000018242 
Class ID Record:3
Class ID
C000018241 
Class ID Record:4
Class ID
C000188538 
Class ID Record:5
Class ID
C000182250 
Series ID Record:4
Series ID
S000006698 
Class ID Record:1
Class ID
C000027671 
Class ID Record:2
Class ID
C000182249 
Class ID Record:3
Class ID
C000027670 
Class ID Record:4
Class ID
C000188534 
Class ID Record:5
Class ID
C000018226 
Series ID Record:5
Series ID
S000006699 
Class ID Record:1
Class ID
C000018229 
Class ID Record:2
Class ID
C000125484 
Class ID Record:3
Class ID
C000018230 
Class ID Record:4
Class ID
C000188535 
Class ID Record:5
Class ID
C000018227 
Series ID Record:6
Series ID
S000006705 
Class ID Record:1
Class ID
C000018249 
Class ID Record:2
Class ID
C000018250 
Class ID Record:3
Class ID
C000125486 
Series ID Record:7
Series ID
S000049859 
Class ID Record:1
Class ID
C000157445 
Class ID Record:2
Class ID
C000216341 

N-CEN:Part A: General Information

Item A.1. Reporting period covered.

a. Report for period ending:
2020-09-30 
b. Does this report cover a period of less than 12 months?Radio button not checked Yes Radio button checked No

N-CEN:Part B: Information About the Registrant


Item B.1. Background information.

a. Full name of Registrant
LOOMIS SAYLES FUNDS II 
b. Investment Company Act file number ( e.g., 811-)
811-06241 
c. CIK
0000872649 
d. LEI
5493007QOEDY6IHOTU14 

Item B.2. Address and telephone number of Registrant.

a. Street 1
888 BOYLSTON STREET 
Street 2
Suite 800 
b. City
BOSTON 
c. State, if applicable
MASSACHUSETTS  
d. Foreign country, if applicable
UNITED STATES OF AMERICA  
e. Zip code and zip code extension, or foreign postal code
02199-8197 
f. Telephone number (including country code if foreign)
617-449-2822 
g. Public Website, if any
www.im.natixis.com 

Item B.3. Location of books and records.

Instruction. Provide the requested information for each person maintaining physical possession of each account, book, or other document required to be maintained by section 31(a) of the Act (15 U.S.C. 80a-30(a)) and the rules under that section.
Location books Record: 1
a. Name of person (e.g., a custodian of records)
Natixis Distribution, L.P. 
b. Street 1
888 Boylston Street 
Street 2
 
c. City
Boston 
d. State, if applicable
MASSACHUSETTS  
e. Foreign country, if applicable
UNITED STATES OF AMERICA  
f. Zip code and zip code extension, or foreign postal code
02199-8197 
g. Telephone number (including country code if foreign)
617-449-2100 
h. Briefly describe the books and records kept at this location:
Records related to its function as Distributor 
Location books Record: 2
a. Name of person (e.g., a custodian of records)
Loomis, Sayles & Company, L.P. 
b. Street 1
One Financial Center 
Street 2
 
c. City
Boston 
d. State, if applicable
MASSACHUSETTS  
e. Foreign country, if applicable
UNITED STATES OF AMERICA  
f. Zip code and zip code extension, or foreign postal code
02111 
g. Telephone number (including country code if foreign)
617-482-2450 
h. Briefly describe the books and records kept at this location:
Records related to its function as Advisor 
Location books Record: 3
a. Name of person (e.g., a custodian of records)
DST Asset Manager Solutions, Inc. 
b. Street 1
2000 Crown Colony Drive 
Street 2
 
c. City
Quincy 
d. State, if applicable
MASSACHUSETTS  
e. Foreign country, if applicable
UNITED STATES OF AMERICA  
f. Zip code and zip code extension, or foreign postal code
02169 
g. Telephone number (including country code if foreign)
617-483-5000 
h. Briefly describe the books and records kept at this location:
Records related to its function as Transfer Agent 
Location books Record: 4
a. Name of person (e.g., a custodian of records)
Natixis Advisors, L.P. 
b. Street 1
888 Boylston Street 
Street 2
 
c. City
Boston 
d. State, if applicable
MASSACHUSETTS  
e. Foreign country, if applicable
UNITED STATES OF AMERICA  
f. Zip code and zip code extension, or foreign postal code
02199-8197 
g. Telephone number (including country code if foreign)
617-449-2822 
h. Briefly describe the books and records kept at this location:
Records related to its function as Administrator 
Location books Record: 5
a. Name of person (e.g., a custodian of records)
Loomis Sayles Funds II 
b. Street 1
888 Boylston Street 
Street 2
 
c. City
Boston 
d. State, if applicable
MASSACHUSETTS  
e. Foreign country, if applicable
UNITED STATES OF AMERICA  
f. Zip code and zip code extension, or foreign postal code
02199-8197 
g. Telephone number (including country code if foreign)
617-449-2822 
h. Briefly describe the books and records kept at this location:
All Fund Records 
Location books Record: 6
a. Name of person (e.g., a custodian of records)
State Street Bank and Trust Company 
b. Street 1
1 Lincoln Street 
Street 2
 
c. City
Boston 
d. State, if applicable
MASSACHUSETTS  
e. Foreign country, if applicable
UNITED STATES OF AMERICA  
f. Zip code and zip code extension, or foreign postal code
02110 
g. Telephone number (including country code if foreign)
617-786-3000 
h. Briefly describe the books and records kept at this location:
Custody and Accounting Records. 

Item B.4. Initial of final filings.

Instruction. Respond "yes" to Item B.4.b only if the Registrant has filed an application to deregister or will file an application to deregister before its next required filing on this form.
a. Is this the first filing on this form by the Registrant? Radio button not checked Yes Radio button checked No
b. Is this the last filing on this form by the Registrant? Radio button not checked Yes Radio button checked No

Item B.5. Family of investment companies.

Instruction. "Family of investment companies" means, except for insurance company separate accounts, any two or more registered investment companies that (i) share the same investment adviser or principal underwriter; and (ii) hold themselves out to investors as related companies for purposes of investment and investor services.In responding to this item, all Registrants in the family of investment companies should report the name of the family of investment companies identically.
Insurance company separate accounts that may not hold themselves out to investors as related companies (products) for purposes of investment and investor services should consider themselves part of the same family if the operational or accounting or control systems under which these entities function are substantially similar.
a. Is the Registrant part of a family of investment companies? Radio button checked Yes Radio button not checked No
i. Full name of family of investment companies
Natixis Loomis Sayles Funds 

Item B.6. Organization.

Instruction. For Item B.6.a.i., the Registrant should include all Series that have been established by the Registrant and have shares outstanding (other than shares issued in connection with an initial investment to satisfy section 14(a) of the Act).
Indicate the classification of the Registrant by checking the applicable item below.
Checkbox checked  a. Open-end management investment company registered under the Act on Form N-1A 
Checkbox not checked  b. Closed-end management investment company registered under the Act on Form N-2  
Checkbox not checked  c. Separate account offering variable annuity contracts which is registered under the Act as a management investment company on Form N-3 
Checkbox not checked  d. Separate account offering variable annuity contracts which is registered under the Act as a unit investment trust on Form N-4 
Checkbox not checked  e. Small business investment company registered under the Act on Form N-5 
Checkbox not checked  f. Separate account offering variable insurance contracts which is registered under the Act as a unit investment trust on Form N-6 
Checkbox not checked  g. Unit investment trust registered under the Act on Form N-8B-2 
i. Total number of Series of the Registrant
9 

Item B.7. Securities Act registration.

Is the Registrant the issuer of a class of securities registered under the Securities Act of 1933 ("Securities Act")? Radio button checked Yes Radio button not checked No

Item B.8. Directors.

Provide the information requested below about each person serving as director of the Registrant (management investment companies only):
Director Record: 1
a. Full Name
Wendell J. Knox 
b. CRD number, if any
000000000 
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? Radio button not checked Yes Radio button checked No
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
File Number Record: 1
File Number Record:
811-04323 
File Number Record: 2
File Number Record:
811-08282 
File Number Record: 3
File Number Record:
811-00242 
File Number Record: 4
File Number Record:
811-22099 
File Number Record: 5
File Number Record:
811-23500 
File Number Record: 6
File Number Record:
811-23146 
File Number Record: 7
File Number Record:
811-09945 
Director Record: 2
a. Full Name
Kirk A. Sykes 
b. CRD number, if any
000000000 
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? Radio button not checked Yes Radio button checked No
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
File Number Record: 1
File Number Record:
811-00242 
File Number Record: 2
File Number Record:
811-22099 
File Number Record: 3
File Number Record:
811-04323 
File Number Record: 4
File Number Record:
811-08282 
File Number Record: 5
File Number Record:
811-09945 
File Number Record: 6
File Number Record:
811-23500 
File Number Record: 7
File Number Record:
811-23146 
Director Record: 3
a. Full Name
Kevin P. Charleston 
b. CRD number, if any
000000000 
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? Radio button checked Yes Radio button not checked No
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
File Number Record: 1
File Number Record:
811-23146 
File Number Record: 2
File Number Record:
811-09945 
File Number Record: 3
File Number Record:
811-22099 
File Number Record: 4
File Number Record:
811-23500 
File Number Record: 5
File Number Record:
811-04323 
File Number Record: 6
File Number Record:
811-00242 
File Number Record: 7
File Number Record:
811-08282 
Director Record: 4
a. Full Name
Richard A. Goglia 
b. CRD number, if any
000000000 
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? Radio button not checked Yes Radio button checked No
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
File Number Record: 1
File Number Record:
811-23146 
File Number Record: 2
File Number Record:
811-22099 
File Number Record: 3
File Number Record:
811-08282 
File Number Record: 4
File Number Record:
811-09945 
File Number Record: 5
File Number Record:
811-23500 
File Number Record: 6
File Number Record:
811-04323 
File Number Record: 7
File Number Record:
811-00242 
Director Record: 5
a. Full Name
Kenneth A. Drucker 
b. CRD number, if any
000000000 
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? Radio button not checked Yes Radio button checked No
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
File Number Record: 1
File Number Record:
811-23500 
File Number Record: 2
File Number Record:
811-04323 
File Number Record: 3
File Number Record:
811-23146 
File Number Record: 4
File Number Record:
811-00242 
File Number Record: 5
File Number Record:
811-08282 
File Number Record: 6
File Number Record:
811-22099 
File Number Record: 7
File Number Record:
811-09945 
Director Record: 6
a. Full Name
Peter J. Smail 
b. CRD number, if any
000000000 
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? Radio button not checked Yes Radio button checked No
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
File Number Record: 1
File Number Record:
811-23500 
File Number Record: 2
File Number Record:
811-00242 
File Number Record: 3
File Number Record:
811-08282 
File Number Record: 4
File Number Record:
811-23146 
File Number Record: 5
File Number Record:
811-04323 
File Number Record: 6
File Number Record:
811-22099 
File Number Record: 7
File Number Record:
811-09945 
Director Record: 7
a. Full Name
Erik R. Sirri 
b. CRD number, if any
000000000 
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? Radio button not checked Yes Radio button checked No
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
File Number Record: 1
File Number Record:
811-08282 
File Number Record: 2
File Number Record:
811-23146 
File Number Record: 3
File Number Record:
811-09945 
File Number Record: 4
File Number Record:
811-00242 
File Number Record: 5
File Number Record:
811-22099 
File Number Record: 6
File Number Record:
811-23500 
File Number Record: 7
File Number Record:
811-04323 
Director Record: 8
a. Full Name
David L. Giunta 
b. CRD number, if any
002290469 
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? Radio button checked Yes Radio button not checked No
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
File Number Record: 1
File Number Record:
811-00242 
File Number Record: 2
File Number Record:
811-04323 
File Number Record: 3
File Number Record:
811-23146 
File Number Record: 4
File Number Record:
811-08282 
File Number Record: 5
File Number Record:
811-09945 
File Number Record: 6
File Number Record:
811-23500 
File Number Record: 7
File Number Record:
811-22099 
Director Record: 9
a. Full Name
Martin T. Meehan 
b. CRD number, if any
000000000 
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? Radio button not checked Yes Radio button checked No
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
File Number Record: 1
File Number Record:
811-04323 
File Number Record: 2
File Number Record:
811-08282 
File Number Record: 3
File Number Record:
811-23146 
File Number Record: 4
File Number Record:
811-23500 
File Number Record: 5
File Number Record:
811-22099 
File Number Record: 6
File Number Record:
811-09945 
File Number Record: 7
File Number Record:
811-00242 
Director Record: 10
a. Full Name
James P. Palermo 
b. CRD number, if any
000000000 
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? Radio button not checked Yes Radio button checked No
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
File Number Record: 1
File Number Record:
811-00242 
File Number Record: 2
File Number Record:
811-09945 
File Number Record: 3
File Number Record:
811-22099 
File Number Record: 4
File Number Record:
811-04323 
File Number Record: 5
File Number Record:
811-23500 
File Number Record: 6
File Number Record:
811-23146 
File Number Record: 7
File Number Record:
811-08282 
Director Record: 11
a. Full Name
Cynthia L. Walker 
b. CRD number, if any
000000000 
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? Radio button not checked Yes Radio button checked No
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
File Number Record: 1
File Number Record:
811-23500 
File Number Record: 2
File Number Record:
811-00242 
File Number Record: 3
File Number Record:
811-08282 
File Number Record: 4
File Number Record:
811-04323 
File Number Record: 5
File Number Record:
811-22099 
File Number Record: 6
File Number Record:
811-09945 
File Number Record: 7
File Number Record:
811-23146 
Director Record: 12
a. Full Name
Maureen B. Mitchell 
b. CRD number, if any
000000000 
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? Radio button not checked Yes Radio button checked No
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
File Number Record: 1
File Number Record:
811-09945 
File Number Record: 2
File Number Record:
811-08282 
File Number Record: 3
File Number Record:
811-00242 
File Number Record: 4
File Number Record:
811-23500 
File Number Record: 5
File Number Record:
811-23146 
File Number Record: 6
File Number Record:
811-04323 
File Number Record: 7
File Number Record:
811-22099 
Director Record: 13
a. Full Name
Edmond J. English 
b. CRD number, if any
000000000 
c. Is the person an "interested person" of the Registrant as that term is defined in section 2(a)(19) of the Act (15 U.S.C. 80a-2(a)(19))? Radio button not checked Yes Radio button checked No
d. Investment Company Act file number of any other registered investment company for which the person also serves as a director (e.g., 811-)
File Number Record: 1
File Number Record:
811-09945 
File Number Record: 2
File Number Record:
811-23146 
File Number Record: 3
File Number Record:
811-23500 
File Number Record: 4
File Number Record:
811-00242 
File Number Record: 5
File Number Record:
811-04323 
File Number Record: 6
File Number Record:
811-22099 
File Number Record: 7
File Number Record:
811-08282 

Item B.9. Chief compliance officer.

Provide the information requested below about each person serving as chief compliance officer of the Registrant for purposes of rule 38a-1 (17 CFR 270.38a- 1):
Chief compliance officer Record: 1
a. Full Name
Russell L. Kane 
b. CRD Number, if any
000000000 
c. Street Address 1
888 Boylston Street 
Street Address 2
Suite 800 
d. City
Boston 
e. State, if applicable
MASSACHUSETTS  
f. Foreign country, if applicable
UNITED STATES OF AMERICA  
g. Zip code and zip code extension, or foreign postal code
02199-8197 
h. Telephone number (including country code if foreign)
XXXXXX 
i. Has the chief compliance officer changed since the last filing? Radio button checked Yes Radio button not checked No
If the chief compliance officer is compensated or employed by any person other than the Registrant, or an affiliated person of the Registrant, for providing chief compliance officer services, provide:
CCO employer Record: 1
i. Name of the person
N/A 
ii. Person's IRS Employer Identification Number
N/A 

Item B.10. Matters for security holder vote.

Instruction. Registrants registered on Forms N-3, N-4 or N-6, should respond "yes" to this Item only if security holder votes were solicited on contract-level matters.
Were any matters submitted by the Registrant for its security holders' vote during the reporting period? Radio button not checked Yes Radio button checked No

Item B.11. Legal proceeding.

Instruction. For purposes of this Item, the following proceedings should be described: (1) any bankruptcy, receivership or similar proceeding with respect to the Registrant or any of its significant subsidiaries; (2) any proceeding to which any director, officer or other affiliated person of the Registrant is a party adverse to the Registrant or any of its subsidiaries; and (3) any proceeding involving the revocation or suspension of the right of the Registrant to sell securities.
a. Have there been any material legal proceedings, other than routine litigation incidental to the business, to which the Registrant or any of its subsidiaries was a party or of which any of their property was the subject during the reporting period? Radio button not checked Yes Radio button checked No
b. Has any proceeding previously reported been terminated? Radio button not checked Yes Radio button checked No

Item B.12. Fidelity bond and insurance (management investment companies only).

a. Were any claims with respect to the Registrant filed under a fidelity bond (including, but not limited to, the fidelity insuring agreement of the bond) during the reporting period? Radio button not checked Yes Radio button checked No

Item B.13. Directors and officers/errors and omissions insurance (management investment companies only).

a. Are the Registrant's officers or directors covered in their capacities as officers or directors under any directors and officers/errors and omissions insurance policy owned by the Registrant or anyone else? Radio button checked Yes Radio button not checked No
i. If yes, were any claims filed under the policy during the reporting period with respect to the Registrant? Radio button not checked Yes Radio button checked No

Item B.14. Provision of financial support.

Instruction. For purposes of this Item, a provision of financial support includes any (1) capital contribution, (2) purchase of a security from a Money Market Fund in reliance on rule 17a-9 under the Act (17 CFR 270.17a-9), (3) purchase of any defaulted or devalued security at fair value reasonably intended to increase or stabilize the value or liquidity of the Registrant's portfolio, (4) execution of letter of credit or letter of indemnity, (5) capital support agreement (whether or not the Registrant ultimately received support), (6) performance guarantee, or (7) other similar action reasonably intended to increase or stabilize the value or liquidity of the Registrant's portfolio. Provision of financial support does not include any (1) routine waiver of fees or reimbursement of Registrant's expenses, (2) routine inter-fund lending, (3) routine inter-fund purchases of Registrant's shares, or (4) action that would qualify as financial support as defined above, that the board of directors has otherwise determined not to be reasonably intended to increase or stabilize the value or liquidity of the Registrant's portfolio.
Did an affiliated person, promoter, or principal underwriter of the Registrant, or an affiliated person of such a person, provide any form of financial support to the Registrant during the reporting period? Radio button not checked Yes Radio button checked No

Item B.15. Exemptive orders.

a. During the reporting period, did the Registrant rely on any orders from the Commission granting an exemption from one or more provisions of the Act, Securities Act or Exchange Act? Radio button not checked Yes Radio button checked No

Item B.16. Principal underwriters.

a. Provide the information requested below about each principal underwriter:
Principal underwriter Record: 1
i. Full name
Natixis Distribution, L.P. 
ii. SEC file number (e.g., 8-)
8-46325 
iii. CRD number
000034754 
iv. LEI, if any
0000000000 
v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Is the principal underwriter an affiliated person of the Registrant, or its investment adviser(s) or depositor? Radio button checked Yes Radio button not checked No
b. Have any principal underwriters been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item B.17. Independent public accountant.

Provide the following information about eachthe independent public accountant:
Public accountant Record: 1
a. Full Name
PricewaterhouseCoopers LLP 
b. PCAOB Number
238 
c. LEI, if any
5493002GVO7EO8RNNS37 
d. State, if applicable
DELAWARE  
e. Foreign country, if applicable
UNITED STATES OF AMERICA  
f. Has the independent public accountant changed since the last filing?Radio button not checked Yes Radio button checked No

Item B.18. Report on internal control (management investment companies only).

Instruction. Small business investment companies are not required to respond to this item.
For the reporting period, did an independent public accountant's report on internal control note any material weaknesses? Radio button not checked Yes Radio button checked No

Item B.19. Audit opinion.

For the reporting period, did an independent public accountant issue an opinion other than an unqualified opinion with respect to its audit of the Registrant's financial statements? Radio button not checked Yes Radio button checked No

Item B.20. Change in valuation methods.

Instruction. Responses to this item need not include changes to valuation techniques used for individual securities (e.g., changing from market approach to income approach for a private equity security). In responding to Item B.20.c., provide the applicable "asset type" category specified in Item C.4.a. of Form N-PORT. In responding to Item B.20.d., provide a brief description of the type of investments involved. If the change in valuation methods applies only to certain sub-asset types included in the response to Item B.20.c., please provide the sub-asset types in the response to Item B.20.d. The responses to Item B.20.c. and Item B.20.d. should be identical only if the change in valuation methods applies to all assets within that category.
Have there been material changes in the method of valuation (e.g., change from use of bid price to mid price for fixed income securities or change in trigger threshold for use of fair value factors on international equity securities) of the Registrant's assets during the reporting period? Radio button not checked Yes Radio button checked No

Item B.21. Change in accounting principles and practices.

Have there been any changes in accounting principles or practices, or any change in the method of applying any such accounting principles or practices, which will materially affect the financial statements filed or to be filed for the current year with the Commission and which has not been previously reported? Radio button not checked Yes Radio button checked No

Item B.22. Net asset value error corrections (open-end management investment companies only).

a. During the reporting period, were any payments made to shareholders or shareholder accounts reprocessed as a result of an error in calculating the Registrant's net asset value (or net asset value per share)? Radio button not checked Yes Radio button checked No

Item B.23. Rule 19a-1 notice (management investment companies only).

During the reporting period, did the Registrant pay any dividend or make any distribution in the nature of a dividend payment, required to be accompanied by a written statement pursuant to section 19(a) of the Act (15 U.S.C. 80a-19(a)) and rule 19a-1 thereunder (17 CFR 270.19a-1)? Radio button checked Yes Radio button not checked No
Payment dividend series info Record: 1
a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved:
i. Series name
Loomis Sayles Global Allocation Fund 
ii. Series identification number
S000006698 
Payment dividend series info Record: 2
a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved:
i. Series name
Loomis Sayles Growth Fund 
ii. Series identification number
S000006699 
Payment dividend series info Record: 3
a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved:
i. Series name
Loomis Sayles Small Cap Growth Fund 
ii. Series identification number
S000006705 
Payment dividend series info Record: 4
a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved:
i. Series name
Loomis Sayles Strategic Income Fund 
ii. Series identification number
S000006706 
Payment dividend series info Record: 5
a. If yes, and to the extent the response relates only to certain series of the Registrant, indicate the series involved:
i. Series name
Loomis Sayles Small/Mid Cap Growth Fund 
ii. Series identification number
S000049859 

N-CEN:Part C: Additional Questions for Management Investment Companies

General Instruction.

Management investment companies that offer multiple series must complete Part C as to each series separately, even if some information is the same for two or more series. To begin this section or add an additional series(s), click on the bar labeled "Add a New Series" below.
Management Investment Record: 1

Item C.1. Background information.

a. Full Name of the Fund

Loomis Sayles Small Cap Growth Fund 

b. Series identication number, if any

S000006705 

c. LEI

549300D7JABXY1Y68I26 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

3 

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

C000125486 

iii. Ticker symbol, if any

LSSNX 

Shares Outstanding Record: 2
i. Full name of Class
Retail Class 
ii. Class identification number, if any

C000018250 

iii. Ticker symbol, if any

LCGRX 

Shares Outstanding Record: 3
i. Full name of Class
Institutional Class 
ii. Class identification number, if any

C000018249 

iii. Ticker symbol, if any

LSSIX 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox not checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox not checked  Index Fund 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. LEI, if any

571474TGEMMWANRLN572 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button not checked Yes Radio button checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. LEI, if any, of person providing indemnification

N/A 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
i. Full name of cash collateral manager:
ii. LEI, if any:

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button not checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button not checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox not checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox not checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

N/A 

g. Provide the net income from securities lending activities

N/A 


Item C.7. Reliance on certain rules.

Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox not checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
Loomis, Sayles & Company, L.P. 
ii. SEC file number ( e.g., 801- )

801-170 

iii.CRD number
000105377 
iv. LEI, if any

JIZPN2RX3UMNOYIDI313 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number ( e.g., 801- ), if applicable

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
DST Asset Manager Solutions, Inc. 
ii.SEC file number ( e.g., 84- or 85- )

84-00896 

iii. LEI, if any

00000000000000000000 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
The London Clearing House Limited 
ii. LEI, if any, or provide and describe other identifying number

F226TOH6YD6XJB17KS62 

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)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
ICE Data Services, Inc. 
ii. LEI, if any, or provide and describe other identifying number

13-3668779 

Description of other identifying number

Tax ID 

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)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
Chicago Mercantile Exchange Inc. 
ii. LEI, if any, or provide and describe other identifying number

SNZ2OJLFK8MNNCLQOF39 

Description of other identifying number

 

iii. State, if applicable
ILLINOIS  
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)? Radio button not checked Yes Radio button checked 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)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
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)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
Refinitiv US Holdings Inc. 
ii. LEI, if any, or provide and describe other identifying number

549300NF240HXJO7N016 

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)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 7
i. Full name
Merrill Lynch Valuations LLC 
ii. LEI, if any, or provide and describe other identifying number

54930015EWCI4VNCZP82 

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)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
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)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
DST Asset Manager Solutions, Inc. 
ii. LEI, if any, or provide and describe other identifying number

84-00896 

Description of other identifying number

SEC File Number 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
Natixis Advisors, L.P. 
ii. LEI, if any, or other identifying number

549300PSRHO2UJWZNJ04 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
Administrators Record: 2
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any, or other identifying number

571474TGEMMWANRLN572 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
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: 2
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: 3
a. Full name
PJ Solomon Securities, LLC 
b. SEC file number

8-43369 

c. CRD number
000028041 
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: 4
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: 5
a. Full name
Natixis Investment Managers Securities Investment Consulting (Taipei) 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
TAIWAN (PROVINCE OF CHINA)  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 

Broker Dealers Record: 6
a. Full name
Fenchurch Securities, Inc. 
b. SEC file number

N/A 

c. CRD number
000000000 
d. LEI, if any

00000000000000000000 

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: 7
a. Full name
Natixis Tradex Solutions 
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
Loomis Sayles Distributors, L.P. 
b. SEC file number

8-49575 

c. CRD number
000041795 
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: 9
a. Full name
Clipperton Finance 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
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: 10
a. Full name
Natixis Distribution, L.P. 
b. SEC file number

8-46325 

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: 11
a. Full name
Natixis Investment Managers Switzerland Sarl 
b. SEC file number

N/A 

c. CRD number
000000000 
d. LEI, if any

00000000000000000000 

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: 12
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: 13
a. Full name
Harris Associates Securities L.P. 
b. SEC file number

8-19988 

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: 14
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: 15
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: 16
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: 17
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: 18
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: 19
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: 20
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 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
Jefferies LLC 
ii. SEC file number

8-15074 

iii. CRD number
000002347 
iv. LEI, if any

58PU97L1C0WSRCWADL48 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

85412.19000000 

Brokers Record: 2
i. Full name of broker
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. Gross commissions paid by the Fund for the reporting period

80444.85000000 

Brokers Record: 3
i. Full name of broker
UBS Securities LLC 
ii. SEC file number

8-22651 

iii. CRD number
000007654 
iv. LEI, if any

T6FIZBDPKLYJKFCRVK44 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

74195.83000000 

Brokers Record: 4
i. Full name of broker
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. Gross commissions paid by the Fund for the reporting period

62472.79000000 

Brokers Record: 5
i. Full name of broker
Oppenheimer & Co. Inc. 
ii. SEC file number

8-4077 

iii. CRD number
000000249 
iv. LEI, if any

254900VH02JQR2L8XD64 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

106930.14000000 

Brokers Record: 6
i. Full name of broker
Robert W. Baird & Co. Incorporated 
ii. SEC file number

8-497 

iii. CRD number
000008158 
iv. LEI, if any

549300772UJAHRD6LO53 

v. State, if applicable
WISCONSIN  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

78760.82000000 

Brokers Record: 7
i. Full name of broker
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. LEI, if any

ZBUT11V806EZRVTWT807 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

144636.67000000 

Brokers Record: 8
i. Full name of broker
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. Gross commissions paid by the Fund for the reporting period

134853.98000000 

Brokers Record: 9
i. Full name of broker
National Financial Services LLC 
ii. SEC file number

8-26740 

iii. CRD number
000013041 
iv. LEI, if any

549300JRHF1MHHWUAW04 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

113806.20000000 

Brokers Record: 10
i. Full name of broker
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. Gross commissions paid by the Fund for the reporting period

97799.87000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

1550288.77000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
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:

3240168.00000000 

Principal Transactions Record: 2
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:

3683598.75000000 

Principal Transactions Record: 3
i. Full name of dealer
Bofa Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. LEI, if any

549300HN4UKV1E2R3U73 

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:

8129267.00000000 

Principal Transactions Record: 4
i. Full name of dealer
Needham & Company, LLC 
ii. SEC file number

8-33772 

iii. CRD number
000016360 
iv. LEI, if any

254900J2GFQ4J4NK1J89 

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:

18612.00000000 

Principal Transactions Record: 5
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:

19595532410.07000000 

Principal Transactions Record: 6
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. LEI, if any

ZBUT11V806EZRVTWT807 

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:

10521557.30000000 

Principal Transactions Record: 7
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:

3865708.00000000 

Principal Transactions Record: 8
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:

12408.00000000 

Principal Transactions Record: 9
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:

636755.00000000 

Principal Transactions Record: 10
i. Full name of dealer
National Financial Services LLC 
ii. SEC file number

8-26740 

iii. CRD number
000013041 
iv. LEI, if any

549300JRHF1MHHWUAW04 

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:

35768.25000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

19625688660.37000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button checked Yes Radio button not checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

1867476689.22000000 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button checked Yes Radio button not checked No
If yes, for each line of credit, provide the information requested below:
Line of Credit details Record: 1
i. Is the line of credit a committed or uncommitted line of credit? Radio button checked Committed Radio button not checked Uncommitted
ii. What size is the line of credit?

400000000.00000000 

iii. With which institution(s) is the line of credit?
Line Institutions Record: 1
Name of institution
State Street Bank and Trust Company 
iv. Is the line of credit just for the Fund, or is it shared among multiple funds? Radio button not checked Sole Radio button checked Shared
1. If shared, list the names of other funds that may use the line of credit.
Shared Credit Users Record: 1
Name of fund
Loomis Sayles High Income Opportunities Fund 
SEC File number( e.g., 811- )
811-08282 
Shared Credit Users Record: 2
Name of fund
Natixis Sustainable Future 2015 Fund 
SEC File number( e.g., 811- )
811-09945 
Shared Credit Users Record: 3
Name of fund
Loomis Sayles Securitized Asset Fund 
SEC File number( e.g., 811- )
811-08282 
Shared Credit Users Record: 4
Name of fund
Natixis U.S. Equity Opportunities Fund 
SEC File number( e.g., 811- )
811-04323 
Shared Credit Users Record: 5
Name of fund
Loomis Sayles Intermediate Duration Bond Fund 
SEC File number( e.g., 811- )
811-08282 
Shared Credit Users Record: 6
Name of fund
ASG Tactical U.S. Market Fund 
SEC File number( e.g., 811- )
811-00242 
Shared Credit Users Record: 7
Name of fund
Loomis Sayles Growth Fund 
SEC File number( e.g., 811- )
811-06241 
Shared Credit Users Record: 8
Name of fund
ASG Managed Futures Strategy Fund 
SEC File number( e.g., 811- )
811-00242 
Shared Credit Users Record: 9
Name of fund
Loomis Sayles Inflation Protected Securities Fund 
SEC File number( e.g., 811- )
811-08282 
Shared Credit Users Record: 10
Name of fund
Loomis Sayles Small/Mid Cap Growth Fund 
SEC File number( e.g., 811- )
811-06241 
Shared Credit Users Record: 11
Name of fund
Mirova Global Green Bond Fund 
SEC File number( e.g., 811- )
811-04323 
Shared Credit Users Record: 12
Name of fund
Natixis Sustainable Future 2020 Fund 
SEC File number( e.g., 811- )
811-09945 
Shared Credit Users Record: 13
Name of fund
Loomis Sayles Small Cap Value Fund 
SEC File number( e.g., 811- )
811-08282 
Shared Credit Users Record: 14
Name of fund
Vaughan Nelson Value Opportunity Fund 
SEC File number( e.g., 811- )
811-00242 
Shared Credit Users Record: 15
Name of fund
Loomis Sayles Global Growth Fund 
SEC File number( e.g., 811- )
811-00242 
Shared Credit Users Record: 16
Name of fund
Loomis Sayles Investment Grade Fixed Income Fund 
SEC File number( e.g., 811- )
811-08282 
Shared Credit Users Record: 17
Name of fund
Vaughan Nelson Select Fund 
SEC File number( e.g., 811- )
811-00242 
Shared Credit Users Record: 18
Name of fund
Natixis Seeyond International Minimum Volatility ETF 
SEC File number( e.g., 811- )
811-23146 
Shared Credit Users Record: 19
Name of fund
Mirova Global Sustainable Equity Fund 
SEC File number( e.g., 811- )
811-04323 
Shared Credit Users Record: 20
Name of fund
Mirova International Sustainable Equity Fund 
SEC File number( e.g., 811- )
811-04323 
Shared Credit Users Record: 21
Name of fund
Natixis Sustainable Future 2030 Fund 
SEC File number( e.g., 811- )
811-09945 
Shared Credit Users Record: 22
Name of fund
Natixis Sustainable Future 2040 Fund 
SEC File number( e.g., 811- )
811-09945 
Shared Credit Users Record: 23
Name of fund
Loomis Sayles Bond Fund 
SEC File number( e.g., 811- )
811-08282 
Shared Credit Users Record: 24
Name of fund
Natixis Sustainable Future 2035 Fund 
SEC File number( e.g., 811- )
811-09945 
Shared Credit Users Record: 25
Name of fund
Natixis Loomis Sayles Short Duration Income ETF 
SEC File number( e.g., 811- )
811-23146 
Shared Credit Users Record: 26
Name of fund
Vaughan Nelson Small Cap Value Fund 
SEC File number( e.g., 811- )
811-04323 
Shared Credit Users Record: 27
Name of fund
ASG Global Alternatives Fund 
SEC File number( e.g., 811- )
811-00242 
Shared Credit Users Record: 28
Name of fund
Natixis Sustainable Future 2060 Fund 
SEC File number( e.g., 811- )
811-09945 
Shared Credit Users Record: 29
Name of fund
McDonnell Intermediate Municipal Bond Fund 
SEC File number( e.g., 811- )
811-00242 
Shared Credit Users Record: 30
Name of fund
Natixis Sustainable Future 2055 Fund 
SEC File number( e.g., 811- )
811-09945 
Shared Credit Users Record: 31
Name of fund
Loomis Sayles Core Plus Bond Fund 
SEC File number( e.g., 811- )
811-04323 
Shared Credit Users Record: 32
Name of fund
Natixis Sustainable Future 2050 Fund 
SEC File number( e.g., 811- )
811-09945 
Shared Credit Users Record: 33
Name of fund
Loomis Sayles Strategic Alpha Fund 
SEC File number( e.g., 811- )
811-00242 
Shared Credit Users Record: 34
Name of fund
Natixis Sustainable Future 2045 Fund 
SEC File number( e.g., 811- )
811-09945 
Shared Credit Users Record: 35
Name of fund
Gateway Equity Call Premium Fund 
SEC File number( e.g., 811- )
811-22099 
Shared Credit Users Record: 36
Name of fund
Natixis Sustainable Future 2025 Fund 
SEC File number( e.g., 811- )
811-09945 
Shared Credit Users Record: 37
Name of fund
AEW Global Focused Real Estate Fund 
SEC File number( e.g., 811- )
811-09945 
Shared Credit Users Record: 38
Name of fund
Loomis Sayles Institutional High Income Fund 
SEC File number( e.g., 811- )
811-08282 
Shared Credit Users Record: 39
Name of fund
Loomis Sayles Global Bond Fund 
SEC File number( e.g., 811- )
811-08282 
Shared Credit Users Record: 40
Name of fund
Loomis Sayles Multi-Asset Income Fund 
SEC File number( e.g., 811- )
811-04323 
Shared Credit Users Record: 41
Name of fund
Loomis Sayles Fixed Income Fund 
SEC File number( e.g., 811- )
811-08282 
Shared Credit Users Record: 42
Name of fund
Gateway Fund 
SEC File number( e.g., 811- )
811-22099 
Shared Credit Users Record: 43
Name of fund
Loomis Sayles Limited Term Government and Agency Fund 
SEC File number( e.g., 811- )
811-06241 
Shared Credit Users Record: 44
Name of fund
Loomis Sayles Strategic Income Fund 
SEC File number( e.g., 811- )
811-06241 
Shared Credit Users Record: 45
Name of fund
Loomis Sayles Global Allocation Fund 
SEC File number( e.g., 811- )
811-06241 
Shared Credit Users Record: 46
Name of fund
Loomis Sayles High Income Fund 
SEC File number( e.g., 811- )
811-06241 
Shared Credit Users Record: 47
Name of fund
Loomis Sayles Investment Grade Bond Fund 
SEC File number( e.g., 811- )
811-06241 
Shared Credit Users Record: 48
Name of fund
Natixis Oakmark Fund 
SEC File number( e.g., 811- )
811-00242 
Shared Credit Users Record: 49
Name of fund
Natixis Oakmark International Fund 
SEC File number( e.g., 811- )
811-04323 
v. Did the Fund draw on the line of credit this period?Radio button not checked Yes Radio button checked No


b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button checked No
Management Investment Record: 2

Item C.1. Background information.

a. Full Name of the Fund

Loomis Sayles Growth Fund 

b. Series identication number, if any

S000006699 

c. LEI

549300UJ1TECUW4GRJ92 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

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

C000018229 

iii. Ticker symbol, if any

LGRCX 

Shares Outstanding Record: 2
i. Full name of Class
Class Y 
ii. Class identification number, if any

C000018230 

iii. Ticker symbol, if any

LSGRX 

Shares Outstanding Record: 3
i. Full name of Class
Class A 
ii. Class identification number, if any

C000018227 

iii. Ticker symbol, if any

LGRRX 

Shares Outstanding Record: 4
i. Full name of Class
Class N 
ii. Class identification number, if any

C000125484 

iii. Ticker symbol, if any

LGRNX 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox not checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox not checked  Index Fund 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. LEI, if any

571474TGEMMWANRLN572 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button not checked Yes Radio button checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. LEI, if any, of person providing indemnification

N/A 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
i. Full name of cash collateral manager:
ii. LEI, if any:

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button not checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button not checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox not checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox not checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

N/A 

g. Provide the net income from securities lending activities

N/A 


Item C.7. Reliance on certain rules.

Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox not checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
Loomis, Sayles & Company, L.P. 
ii. SEC file number ( e.g., 801- )

801-170 

iii.CRD number
000105377 
iv. LEI, if any

JIZPN2RX3UMNOYIDI313 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number ( e.g., 801- ), if applicable

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
DST Asset Manager Solutions, Inc. 
ii.SEC file number ( e.g., 84- or 85- )

84-00896 

iii. LEI, if any

00000000000000000000 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
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)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
Refinitiv US Holdings Inc. 
ii. LEI, if any, or provide and describe other identifying number

549300NF240HXJO7N016 

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)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
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)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
ICE Data Services, Inc. 
ii. LEI, if any, or provide and describe other identifying number

13-3668779 

Description of other identifying number

Tax ID 

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)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
Chicago Mercantile Exchange Inc. 
ii. LEI, if any, or provide and describe other identifying number

SNZ2OJLFK8MNNCLQOF39 

Description of other identifying number

 

iii. State, if applicable
ILLINOIS  
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)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
Merrill Lynch Valuations LLC 
ii. LEI, if any, or provide and describe other identifying number

54930015EWCI4VNCZP82 

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)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 7
i. Full name
The London Clearing House Limited 
ii. LEI, if any, or provide and describe other identifying number

F226TOH6YD6XJB17KS62 

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)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
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)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
DST Asset Manager Solutions, Inc. 
ii. LEI, if any, or provide and describe other identifying number

84-00896 

Description of other identifying number

SEC File Number 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
Natixis Advisors, L.P. 
ii. LEI, if any, or other identifying number

549300PSRHO2UJWZNJ04 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
Administrators Record: 2
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any, or other identifying number

571474TGEMMWANRLN572 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
Natixis Distribution, L.P. 
b. SEC file number

8-46325 

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: 2
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: 3
a. Full name
PJ Solomon Securities, LLC 
b. SEC file number

8-43369 

c. CRD number
000028041 
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: 4
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: 5
a. Full name
Fenchurch Securities, Inc. 
b. SEC file number

N/A 

c. CRD number
000000000 
d. LEI, if any

00000000000000000000 

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: 6
a. Full name
Natixis Investment Managers Switzerland Sarl 
b. SEC file number

N/A 

c. CRD number
000000000 
d. LEI, if any

00000000000000000000 

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: 7
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: 8
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: 9
a. Full name
Clipperton Finance 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
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: 10
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: 11
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: 12
a. Full name
Natixis Tradex Solutions 
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: 13
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: 14
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: 15
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: 16
a. Full name
Harris Associates Securities L.P. 
b. SEC file number

8-19988 

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: 17
a. Full name
Loomis Sayles Distributors, L.P. 
b. SEC file number

8-49575 

c. CRD number
000041795 
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: 18
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: 19
a. Full name
Natixis Investment Managers Securities Investment Consulting (Taipei) 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
TAIWAN (PROVINCE OF CHINA)  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 

Broker Dealers Record: 20
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 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
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. Gross commissions paid by the Fund for the reporting period

1050285.79000000 

Brokers Record: 2
i. Full name of broker
Keefe, Bruyette & Woods, Inc. 
ii. SEC file number

008-10888 

iii. CRD number
000000481 
iv. LEI, if any

549300OM47DQV01G4854 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

9389.76000000 

Brokers Record: 3
i. Full name of broker
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. LEI, if any

ZBUT11V806EZRVTWT807 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

381129.96000000 

Brokers Record: 4
i. Full name of broker
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. Gross commissions paid by the Fund for the reporting period

66015.77000000 

Brokers Record: 5
i. Full name of broker
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. Gross commissions paid by the Fund for the reporting period

14511.73000000 

Brokers Record: 6
i. Full name of broker
UBS Securities LLC 
ii. SEC file number

8-22651 

iii. CRD number
000007654 
iv. LEI, if any

T6FIZBDPKLYJKFCRVK44 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

15032.44000000 

Brokers Record: 7
i. Full name of broker
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. Gross commissions paid by the Fund for the reporting period

89970.58000000 

Brokers Record: 8
i. Full name of broker
Sanford C. Bernstein & Co., LLC 
ii. SEC file number

8-52942 

iii. CRD number
000104474 
iv. LEI, if any

549300I7JYZHT7D5CO04 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

26423.98000000 

Brokers Record: 9
i. Full name of broker
Bofa Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. LEI, if any

549300HN4UKV1E2R3U73 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

37800.91000000 

Brokers Record: 10
i. Full name of broker
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. Gross commissions paid by the Fund for the reporting period

40630.74000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

1740003.18000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
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:

27857023704.33000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

27857023704.33000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button checked Yes Radio button not checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

9880126567.15000000 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button checked Yes Radio button not checked No
If yes, for each line of credit, provide the information requested below:
Line of Credit details Record: 1
i. Is the line of credit a committed or uncommitted line of credit? Radio button checked Committed Radio button not checked Uncommitted
ii. What size is the line of credit?

400000000.00000000 

iii. With which institution(s) is the line of credit?
Line Institutions Record: 1
Name of institution
State Street Bank and Trust Company 
iv. Is the line of credit just for the Fund, or is it shared among multiple funds? Radio button not checked Sole Radio button checked Shared
1. If shared, list the names of other funds that may use the line of credit.
Shared Credit Users Record: 1
Name of fund
Loomis Sayles Limited Term Government and Agency Fund 
SEC File number( e.g., 811- )
811-06241 
Shared Credit Users Record: 2
Name of fund
Natixis Loomis Sayles Short Duration Income ETF 
SEC File number( e.g., 811- )
811-23146 
Shared Credit Users Record: 3
Name of fund
Mirova Global Green Bond Fund 
SEC File number( e.g., 811- )
811-04323 
Shared Credit Users Record: 4
Name of fund
Natixis U.S. Equity Opportunities Fund 
SEC File number( e.g., 811- )
811-04323 
Shared Credit Users Record: 5
Name of fund
Gateway Equity Call Premium Fund 
SEC File number( e.g., 811- )
811-22099 
Shared Credit Users Record: 6
Name of fund
Gateway Fund 
SEC File number( e.g., 811- )
811-22099 
Shared Credit Users Record: 7
Name of fund
Vaughan Nelson Select Fund 
SEC File number( e.g., 811- )
811-00242 
Shared Credit Users Record: 8
Name of fund
Loomis Sayles Strategic Income Fund 
SEC File number( e.g., 811- )
811-06241 
Shared Credit Users Record: 9
Name of fund
ASG Global Alternatives Fund 
SEC File number( e.g., 811- )
811-00242 
Shared Credit Users Record: 10
Name of fund
Loomis Sayles High Income Fund 
SEC File number( e.g., 811- )
811-06241 
Shared Credit Users Record: 11
Name of fund
Natixis Sustainable Future 2050 Fund 
SEC File number( e.g., 811- )
811-09945 
Shared Credit Users Record: 12
Name of fund
Loomis Sayles Fixed Income Fund 
SEC File number( e.g., 811- )
811-08282 
Shared Credit Users Record: 13
Name of fund
Mirova Global Sustainable Equity Fund 
SEC File number( e.g., 811- )
811-04323 
Shared Credit Users Record: 14
Name of fund
Loomis Sayles Global Bond Fund 
SEC File number( e.g., 811- )
811-08282 
Shared Credit Users Record: 15
Name of fund
McDonnell Intermediate Municipal Bond Fund 
SEC File number( e.g., 811- )
811-00242 
Shared Credit Users Record: 16
Name of fund
Natixis Sustainable Future 2045 Fund 
SEC File number( e.g., 811- )
811-09945 
Shared Credit Users Record: 17
Name of fund
Vaughan Nelson Value Opportunity Fund 
SEC File number( e.g., 811- )
811-00242 
Shared Credit Users Record: 18
Name of fund
Loomis Sayles Intermediate Duration Bond Fund 
SEC File number( e.g., 811- )
811-08282 
Shared Credit Users Record: 19
Name of fund
Natixis Seeyond International Minimum Volatility ETF 
SEC File number( e.g., 811- )
811-23146 
Shared Credit Users Record: 20
Name of fund
Natixis Sustainable Future 2015 Fund 
SEC File number( e.g., 811- )
811-09945 
Shared Credit Users Record: 21
Name of fund
Loomis Sayles Investment Grade Fixed Income Fund 
SEC File number( e.g., 811- )
811-08282 
Shared Credit Users Record: 22
Name of fund
Vaughan Nelson Small Cap Value Fund 
SEC File number( e.g., 811- )
811-04323 
Shared Credit Users Record: 23
Name of fund
Natixis Oakmark Fund 
SEC File number( e.g., 811- )
811-00242 
Shared Credit Users Record: 24
Name of fund
Loomis Sayles Small/Mid Cap Growth Fund 
SEC File number( e.g., 811- )
811-06241 
Shared Credit Users Record: 25
Name of fund
Loomis Sayles Small Cap Value Fund 
SEC File number( e.g., 811- )
811-08282 
Shared Credit Users Record: 26
Name of fund
Natixis Sustainable Future 2020 Fund 
SEC File number( e.g., 811- )
811-09945 
Shared Credit Users Record: 27
Name of fund
Loomis Sayles High Income Opportunities Fund 
SEC File number( e.g., 811- )
811-08282 
Shared Credit Users Record: 28
Name of fund
Natixis Sustainable Future 2040 Fund 
SEC File number( e.g., 811- )
811-09945 
Shared Credit Users Record: 29
Name of fund
Loomis Sayles Multi-Asset Income Fund 
SEC File number( e.g., 811- )
811-04323 
Shared Credit Users Record: 30
Name of fund
Loomis Sayles Small Cap Growth Fund 
SEC File number( e.g., 811- )
811-06241 
Shared Credit Users Record: 31
Name of fund
Loomis Sayles Securitized Asset Fund 
SEC File number( e.g., 811- )
811-08282 
Shared Credit Users Record: 32
Name of fund
Loomis Sayles Core Plus Bond Fund 
SEC File number( e.g., 811- )
811-04323 
Shared Credit Users Record: 33
Name of fund
ASG Managed Futures Strategy Fund 
SEC File number( e.g., 811- )
811-00242 
Shared Credit Users Record: 34
Name of fund
Natixis Oakmark International Fund 
SEC File number( e.g., 811- )
811-04323 
Shared Credit Users Record: 35
Name of fund
Natixis Sustainable Future 2060 Fund 
SEC File number( e.g., 811- )
811-09945 
Shared Credit Users Record: 36
Name of fund
Mirova International Sustainable Equity Fund 
SEC File number( e.g., 811- )
811-04323 
Shared Credit Users Record: 37
Name of fund
Loomis Sayles Global Growth Fund 
SEC File number( e.g., 811- )
811-00242 
Shared Credit Users Record: 38
Name of fund
Loomis Sayles Inflation Protected Securities Fund 
SEC File number( e.g., 811- )
811-08282 
Shared Credit Users Record: 39
Name of fund
Natixis Sustainable Future 2025 Fund 
SEC File number( e.g., 811- )
811-09945 
Shared Credit Users Record: 40
Name of fund
Loomis Sayles Investment Grade Bond Fund 
SEC File number( e.g., 811- )
811-06241 
Shared Credit Users Record: 41
Name of fund
Natixis Sustainable Future 2035 Fund 
SEC File number( e.g., 811- )
811-09945 
Shared Credit Users Record: 42
Name of fund
Natixis Sustainable Future 2055 Fund 
SEC File number( e.g., 811- )
811-09945 
Shared Credit Users Record: 43
Name of fund
ASG Tactical U.S. Market Fund 
SEC File number( e.g., 811- )
811-00242 
Shared Credit Users Record: 44
Name of fund
Natixis Sustainable Future 2030 Fund 
SEC File number( e.g., 811- )
811-09945 
Shared Credit Users Record: 45
Name of fund
Loomis Sayles Global Allocation Fund 
SEC File number( e.g., 811- )
811-06241 
Shared Credit Users Record: 46
Name of fund
Loomis Sayles Bond Fund 
SEC File number( e.g., 811- )
811-08282 
Shared Credit Users Record: 47
Name of fund
Loomis Sayles Institutional High Income Fund 
SEC File number( e.g., 811- )
811-08282 
Shared Credit Users Record: 48
Name of fund
AEW Global Focused Real Estate Fund 
SEC File number( e.g., 811- )
811-09945 
Shared Credit Users Record: 49
Name of fund
Loomis Sayles Strategic Alpha Fund 
SEC File number( e.g., 811- )
811-00242 
v. Did the Fund draw on the line of credit this period?Radio button not checked Yes Radio button checked No


b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button checked No
Management Investment Record: 3

Item C.1. Background information.

a. Full Name of the Fund

Loomis Sayles Global Allocation Fund 

b. Series identication number, if any

S000006698 

c. LEI

549300FX8N6EEUB2RZ68 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

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 N 
ii. Class identification number, if any

C000182249 

iii. Ticker symbol, if any

LGMNX 

Shares Outstanding Record: 2
i. Full name of Class
Class Y 
ii. Class identification number, if any

C000018226 

iii. Ticker symbol, if any

LSWWX 

Shares Outstanding Record: 3
i. Full name of Class
Class A 
ii. Class identification number, if any

C000027670 

iii. Ticker symbol, if any

LGMAX 

Shares Outstanding Record: 4
i. Full name of Class
Class C 
ii. Class identification number, if any

C000027671 

iii. Ticker symbol, if any

LGMCX 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox not checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox not checked  Index Fund 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. LEI, if any

571474TGEMMWANRLN572 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button not checked Yes Radio button checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. LEI, if any, of person providing indemnification

N/A 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
i. Full name of cash collateral manager:
ii. LEI, if any:

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button not checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button not checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox not checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox not checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

N/A 

g. Provide the net income from securities lending activities

N/A 


Item C.7. Reliance on certain rules.

Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) Checkbox checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox not checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button checked Yes Radio button not checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
Loomis, Sayles & Company, L.P. 
ii. SEC file number ( e.g., 801- )

801-170 

iii.CRD number
000105377 
iv. LEI, if any

JIZPN2RX3UMNOYIDI313 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number ( e.g., 801- ), if applicable

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
DST Asset Manager Solutions, Inc. 
ii.SEC file number ( e.g., 84- or 85- )

84-00896 

iii. LEI, if any

00000000000000000000 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
Refinitiv US Holdings Inc. 
ii. LEI, if any, or provide and describe other identifying number

549300NF240HXJO7N016 

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)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
ICE Data Services, Inc. 
ii. LEI, if any, or provide and describe other identifying number

13-3668779 

Description of other identifying number

Tax ID 

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)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
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)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
Chicago Mercantile Exchange Inc. 
ii. LEI, if any, or provide and describe other identifying number

SNZ2OJLFK8MNNCLQOF39 

Description of other identifying number

 

iii. State, if applicable
ILLINOIS  
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)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
Merrill Lynch Valuations LLC 
ii. LEI, if any, or provide and describe other identifying number

54930015EWCI4VNCZP82 

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)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
The London Clearing House Limited 
ii. LEI, if any, or provide and describe other identifying number

F226TOH6YD6XJB17KS62 

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)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 7
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)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
BNP Paribas Securities Services (Athens, Attica, GR, Branch) 
ii. LEI, if any

549300WCGB70D06XZS54 

iii. State, if applicable
 
iv. Foreign country, if applicable
GREECE  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 2
i. Full name
Euroclear Bank 
ii. LEI, if any

549300OZ46BRLZ8Y6F65 

iii. State, if applicable
 
iv. Foreign country, if applicable
BELGIUM  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 3
i. Full name
J.P. Morgan Securities LLC 
ii. LEI, if any

ZBUT11V806EZRVTWT807 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 4
i. Full name
State Street Bank International GmbH 
ii. LEI, if any

ZMHGNT7ZPKZ3UFZ8EO46 

iii. State, if applicable
 
iv. Foreign country, if applicable
GERMANY  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 5
i. Full name
Itau CorpBanca 
ii. LEI, if any

549300DDPTTIZ06NIV06 

iii. State, if applicable
 
iv. Foreign country, if applicable
CHILE  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 6
i. Full name
Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch) 
ii. LEI, if any

RB0PEZSDGCO3JS6CEU02 

iii. State, if applicable
 
iv. Foreign country, if applicable
JAPAN  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 7
i. Full name
Skandinaviska Enskilda Banken AB 
ii. LEI, if any

F3JS33DEI6XQ4ZBPTN86 

iii. State, if applicable
 
iv. Foreign country, if applicable
SWEDEN  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 8
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)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 9
i. Full name
Bank Hapoalim B.M. 
ii. LEI, if any

B6ARUI4946ST4S7WOU88 

iii. State, if applicable
 
iv. Foreign country, if applicable
ISRAEL  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 10
i. Full name
Citibank, National Association (Mumbai, Maharashtra, IN, Branch) 
ii. LEI, if any

E57ODZWZ7FF32TWEFA76 

iii. State, if applicable
 
iv. Foreign country, if applicable
INDIA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 11
i. Full name
Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch) 
ii. LEI, if any

7LTWFZYICNSX8D621K86 

iii. State, if applicable
 
iv. Foreign country, if applicable
PHILIPPINES  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 12
i. Full name
Cititrust Colombia S A Sociedad Fiduciaria 
ii. LEI, if any

549300242J3IJCOSGI49 

iii. State, if applicable
 
iv. Foreign country, if applicable
COLOMBIA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 13
i. Full name
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch) 
ii. LEI, if any

E57ODZWZ7FF32TWEFA76 

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)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 14
i. Full name
Citibank, National Association (Ciudad Autonoma de Buenos Aires, Ciudad Autonoma de Buenos Aires, AR, Branch) 
ii. LEI, if any

579100KKDGKCFFKKF005 

iii. State, if applicable
 
iv. Foreign country, if applicable
ARGENTINA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 15
i. Full name
Banco de Chile 
ii. LEI, if any

8B4EZFY8IHJC44TT2K84 

iii. State, if applicable
 
iv. Foreign country, if applicable
CHILE  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 16
i. Full name
The Hongkong and Shanghai Banking Corporation Limited (Ebene, Plaines Wilhems, MU, Branch) 
ii. LEI, if any

2HI3YI5320L3RW6NJ957 

iii. State, if applicable
 
iv. Foreign country, if applicable
MAURITIUS  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 17
i. Full name
UBS Switzerland AG 
ii. LEI, if any

549300WOIFUSNYH0FL22 

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)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 18
i. Full name
Deutsche Bank (Malaysia) Berhad 
ii. LEI, if any

529900DLWFR8HK7DR278 

iii. State, if applicable
 
iv. Foreign country, if applicable
MALAYSIA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 19
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)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 20
i. Full name
Citibank Europe Public Limited Company (Budapest, HU, Branch) 
ii. LEI, if any

N1FBEDJ5J41VKZLO2475 

iii. State, if applicable
 
iv. Foreign country, if applicable
HUNGARY  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 21
i. Full name
Ceskoslovenska obchodni banka, a. s. 
ii. LEI, if any

Q5BP2UEQ48R75BOTCB92 

iii. State, if applicable
 
iv. Foreign country, if applicable
CZECHIA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 22
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)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 23
i. Full name
Standard Chartered Bank (Hong Kong) Limited��
ii. LEI, if any

X5AV1MBDXGRPX5UGMX13 

iii. State, if applicable
 
iv. Foreign country, if applicable
HONG KONG  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 24
i. Full name
Deutsche Bank Anonim Sirketi 
ii. LEI, if any

789000N5SE3LWDK7OI11 

iii. State, if applicable
 
iv. Foreign country, if applicable
TURKEY  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 25
i. Full name
Deutsche Bank Aktiengesellschaft (Jongno-gu, Seoul, KR, Branch) 
ii. LEI, if any

7LTWFZYICNSX8D621K86 

iii. State, if applicable
 
iv. Foreign country, if applicable
KOREA (THE REPUBLIC OF)  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 26
i. Full name
State Street Bank and Trust Company (Edinburgh, GB, Branch) 
ii. LEI, if any

571474TGEMMWANRLN572 

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)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 27
i. Full name
Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch) 
ii. LEI, if any

7LTWFZYICNSX8D621K86 

iii. State, if applicable
 
iv. Foreign country, if applicable
NETHERLANDS  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 28
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)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 29
i. Full name
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch) 
ii. LEI, if any

2HI3YI5320L3RW6NJ957 

iii. State, if applicable
 
iv. Foreign country, if applicable
NEW ZEALAND  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 30
i. Full name
Goldman Sachs & Co. LLC 
ii. LEI, if any

FOR8UP27PHTHYVLBNG30 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 31
i. Full name
The Hongkong and Shanghai Banking Corporation Limited 
ii. LEI, if any

2HI3YI5320L3RW6NJ957 

iii. State, if applicable
 
iv. Foreign country, if applicable
HONG KONG  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 32
i. Full name
Morgan Stanley & Co. LLC 
ii. LEI, if any

9R7GPTSO7KV3UQJZQ078 

iii. State, if applicable
NEW YORK  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 33
i. Full name
Citibank del Peru S.A. 
ii. LEI, if any

MYTK5NHHP1G8TVFGT193 

iii. State, if applicable
 
iv. Foreign country, if applicable
PERU  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 34
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)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 35
i. Full name
The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) 
ii. LEI, if any

2HI3YI5320L3RW6NJ957 

iii. State, if applicable
 
iv. Foreign country, if applicable
AUSTRALIA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 36
i. Full name
Deutsche Bank Aktiengesellschaft (Taipei City, TW, Branch) 
ii. LEI, if any

25490016G0WR60ANOK04 

iii. State, if applicable
 
iv. Foreign country, if applicable
TAIWAN (PROVINCE OF CHINA)  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 37
i. Full name
FirstRand Bank Limited 
ii. LEI, if any

ZAYQDKTCATIXF9OQY690 

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)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 38
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)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 39
i. Full name
Bank Handlowy w Warszawie Spolka Akcyjna 
ii. LEI, if any

XLEZHWWOI4HFQDGL4793 

iii. State, if applicable
 
iv. Foreign country, if applicable
POLAND  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 40
i. Full name
Deutsche Bank, Sociedad Anonima Espanola 
ii. LEI, if any

529900SICIK5OVMVY186 

iii. State, if applicable
 
iv. Foreign country, if applicable
SPAIN  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 41
i. Full name
Deutsche Bank Aktiengesellschaft (Vienna, Vienna, AT, Branch) 
ii. LEI, if any

7LTWFZYICNSX8D621K86 

iii. State, if applicable
 
iv. Foreign country, if applicable
AUSTRIA  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 42
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)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 43
i. Full name
Royal Bank of Canada 
ii. LEI, if any

ES7IP3U3RHIGC71XBU11 

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)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 44
i. Full name
Standard Chartered Bank (Thai) Public Company Limited 
ii. LEI, if any

549300O1LQYCQ7G1IM57 

iii. State, if applicable
 
iv. Foreign country, if applicable
THAILAND  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button checked Yes Radio button not checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
DST Asset Manager Solutions, Inc. 
ii. LEI, if any, or provide and describe other identifying number

84-00896 

Description of other identifying number

SEC File Number 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any, or other identifying number

571474TGEMMWANRLN572 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
Administrators Record: 2
i. Full name
Natixis Advisors, L.P. 
ii. LEI, if any, or other identifying number

549300PSRHO2UJWZNJ04 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
Natixis Investment Managers Securities Investment Consulting (Taipei) 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
TAIWAN (PROVINCE OF CHINA)  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 

Broker Dealers Record: 2
a. Full name
PJ Solomon Securities, LLC 
b. SEC file number

8-43369 

c. CRD number
000028041 
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: 3
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: 4
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: 5
a. Full name
Clipperton Finance 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
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: 6
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: 7
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: 8
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: 9
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: 10
a. Full name
Loomis Sayles Distributors, L.P. 
b. SEC file number

8-49575 

c. CRD number
000041795 
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: 11
a. Full name
Fenchurch Securities, Inc. 
b. SEC file number

N/A 

c. CRD number
000000000 
d. LEI, if any

00000000000000000000 

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: 12
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: 13
a. Full name
Natixis Investment Managers Switzerland Sarl 
b. SEC file number

N/A 

c. CRD number
000000000 
d. LEI, if any

00000000000000000000 

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: 14
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: 15
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: 16
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: 17
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: 18
a. Full name
Natixis Tradex Solutions 
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: 19
a. Full name
Harris Associates Securities L.P. 
b. SEC file number

8-19988 

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: 20
a. Full name
Natixis Distribution, L.P. 
b. SEC file number

8-46325 

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 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
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. Gross commissions paid by the Fund for the reporting period

86225.73000000 

Brokers Record: 2
i. Full name of broker
Robert W. Baird & Co. Incorporated 
ii. SEC file number

8-497 

iii. CRD number
000008158 
iv. LEI, if any

549300772UJAHRD6LO53 

v. State, if applicable
WISCONSIN  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

38116.36000000 

Brokers Record: 3
i. Full name of broker
Jefferies LLC 
ii. SEC file number

8-15074 

iii. CRD number
000002347 
iv. LEI, if any

58PU97L1C0WSRCWADL48 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

29363.57000000 

Brokers Record: 4
i. Full name of broker
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. LEI, if any

ZBUT11V806EZRVTWT807 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

128457.87000000 

Brokers Record: 5
i. Full name of broker
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. Gross commissions paid by the Fund for the reporting period

80345.33000000 

Brokers Record: 6
i. Full name of broker
RBC Capital Markets, LLC 
ii. SEC file number

8-45411 

iii. CRD number
000031194 
iv. LEI, if any

549300LCO2FLSSVFFR64 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

45947.06000000 

Brokers Record: 7
i. Full name of broker
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. Gross commissions paid by the Fund for the reporting period

37712.89000000 

Brokers Record: 8
i. Full name of broker
Bofa Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. LEI, if any

549300HN4UKV1E2R3U73 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

178160.66000000 

Brokers Record: 9
i. Full name of broker
Oppenheimer & Co. Inc. 
ii. SEC file number

8-4077 

iii. CRD number
000000249 
iv. LEI, if any

254900VH02JQR2L8XD64 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

28296.88000000 

Brokers Record: 10
i. Full name of broker
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. Gross commissions paid by the Fund for the reporting period

171061.88000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

977210.84000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
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:

15301305004.25000000 

Principal Transactions Record: 2
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:

112663512.70000000 

Principal Transactions Record: 3
i. Full name of dealer
BNP Paribas Securities Corp. 
ii. SEC file number

8-32682 

iii. CRD number
000015794 
iv. LEI, if any

RCNB6OTYUAMMP879YW96 

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:

63166613.75000000 

Principal Transactions Record: 4
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:

106712599.35000000 

Principal Transactions Record: 5
i. Full name of dealer
HSBC Securities (USA) Inc. 
ii. SEC file number

8-41562 

iii. CRD number
000019585 
iv. LEI, if any

CYYGQCGNHMHPSMRL3R97 

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:

118087644.05000000 

Principal Transactions Record: 6
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. LEI, if any

ZBUT11V806EZRVTWT807 

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:

96062945.15000000 

Principal Transactions Record: 7
i. Full name of dealer
Deutsche Bank Securities Inc. 
ii. SEC file number

8-17822 

iii. CRD number
000002525 
iv. LEI, if any

9J6MBOOO7BECTDTUZW19 

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:

68699025.99000000 

Principal Transactions Record: 8
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:

109561688.64000000 

Principal Transactions Record: 9
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:

75365112.59000000 

Principal Transactions Record: 10
i. Full name of dealer
Citadel Securities LLC 
ii. SEC file number

8-53574 

iii. CRD number
000116797 
iv. LEI, if any

12UUJYTN7D3SW8KCSG25 

v. State, if applicable
ILLINOIS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

195361970.65000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

16598034060.40000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button checked Yes Radio button not checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

3457062489.54000000 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button checked Yes Radio button not checked No
If yes, for each line of credit, provide the information requested below:
Line of Credit details Record: 1
i. Is the line of credit a committed or uncommitted line of credit? Radio button checked Committed Radio button not checked Uncommitted
ii. What size is the line of credit?

400000000.00000000 

iii. With which institution(s) is the line of credit?
Line Institutions Record: 1
Name of institution
State Street Bank and Trust Company 
iv. Is the line of credit just for the Fund, or is it shared among multiple funds? Radio button not checked Sole Radio button checked Shared
1. If shared, list the names of other funds that may use the line of credit.
Shared Credit Users Record: 1
Name of fund
Natixis Sustainable Future 2050 Fund 
SEC File number( e.g., 811- )
811-09945 
Shared Credit Users Record: 2
Name of fund
Loomis Sayles Small/Mid Cap Growth Fund 
SEC File number( e.g., 811- )
811-06241 
Shared Credit Users Record: 3
Name of fund
Loomis Sayles Global Bond Fund 
SEC File number( e.g., 811- )
811-08282 
Shared Credit Users Record: 4
Name of fund
Natixis Oakmark Fund 
SEC File number( e.g., 811- )
811-00242 
Shared Credit Users Record: 5
Name of fund
ASG Tactical U.S. Market Fund 
SEC File number( e.g., 811- )
811-00242 
Shared Credit Users Record: 6
Name of fund
Natixis Sustainable Future 2015 Fund 
SEC File number( e.g., 811- )
811-09945 
Shared Credit Users Record: 7
Name of fund
Natixis Sustainable Future 2020 Fund 
SEC File number( e.g., 811- )
811-09945 
Shared Credit Users Record: 8
Name of fund
Natixis U.S. Equity Opportunities Fund 
SEC File number( e.g., 811- )
811-04323 
Shared Credit Users Record: 9
Name of fund
Natixis Loomis Sayles Short Duration Income ETF 
SEC File number( e.g., 811- )
811-23146 
Shared Credit Users Record: 10
Name of fund
Natixis Seeyond International Minimum Volatility ETF 
SEC File number( e.g., 811- )
811-23146 
Shared Credit Users Record: 11
Name of fund
Gateway Equity Call Premium Fund 
SEC File number( e.g., 811- )
811-22099 
Shared Credit Users Record: 12
Name of fund
Mirova Global Green Bond Fund 
SEC File number( e.g., 811- )
811-04323 
Shared Credit Users Record: 13
Name of fund
Loomis Sayles Global Growth Fund 
SEC File number( e.g., 811- )
811-00242 
Shared Credit Users Record: 14
Name of fund
Loomis Sayles Securitized Asset Fund 
SEC File number( e.g., 811- )
811-08282 
Shared Credit Users Record: 15
Name of fund
Loomis Sayles Intermediate Duration Bond Fund 
SEC File number( e.g., 811- )
811-08282 
Shared Credit Users Record: 16
Name of fund
Natixis Sustainable Future 2040 Fund 
SEC File number( e.g., 811- )
811-09945 
Shared Credit Users Record: 17
Name of fund
Natixis Sustainable Future 2030 Fund 
SEC File number( e.g., 811- )
811-09945 
Shared Credit Users Record: 18
Name of fund
Loomis Sayles Small Cap Value Fund 
SEC File number( e.g., 811- )
811-08282 
Shared Credit Users Record: 19
Name of fund
Loomis Sayles Inflation Protected Securities Fund 
SEC File number( e.g., 811- )
811-08282 
Shared Credit Users Record: 20
Name of fund
Mirova Global Sustainable Equity Fund 
SEC File number( e.g., 811- )
811-04323 
Shared Credit Users Record: 21
Name of fund
Loomis Sayles Small Cap Growth Fund 
SEC File number( e.g., 811- )
811-06241 
Shared Credit Users Record: 22
Name of fund
Natixis Sustainable Future 2035 Fund 
SEC File number( e.g., 811- )
811-09945 
Shared Credit Users Record: 23
Name of fund
Gateway Fund 
SEC File number( e.g., 811- )
811-22099 
Shared Credit Users Record: 24
Name of fund
Natixis Sustainable Future 2025 Fund 
SEC File number( e.g., 811- )
811-09945 
Shared Credit Users Record: 25
Name of fund
Loomis Sayles Strategic Alpha Fund 
SEC File number( e.g., 811- )
811-00242 
Shared Credit Users Record: 26
Name of fund
Vaughan Nelson Value Opportunity Fund 
SEC File number( e.g., 811- )
811-00242 
Shared Credit Users Record: 27
Name of fund
Loomis Sayles Multi-Asset Income Fund 
SEC File number( e.g., 811- )
811-04323 
Shared Credit Users Record: 28
Name of fund
Loomis Sayles Investment Grade Fixed Income Fund 
SEC File number( e.g., 811- )
811-08282 
Shared Credit Users Record: 29
Name of fund
Natixis Oakmark International Fund 
SEC File number( e.g., 811- )
811-04323 
Shared Credit Users Record: 30
Name of fund
Loomis Sayles High Income Fund 
SEC File number( e.g., 811- )
811-06241 
Shared Credit Users Record: 31
Name of fund
Loomis Sayles Core Plus Bond Fund 
SEC File number( e.g., 811- )
811-04323 
Shared Credit Users Record: 32
Name of fund
Natixis Sustainable Future 2055 Fund 
SEC File number( e.g., 811- )
811-09945 
Shared Credit Users Record: 33
Name of fund
Natixis Sustainable Future 2045 Fund 
SEC File number( e.g., 811- )
811-09945 
Shared Credit Users Record: 34
Name of fund
Loomis Sayles Bond Fund 
SEC File number( e.g., 811- )
811-08282 
Shared Credit Users Record: 35
Name of fund
Vaughan Nelson Small Cap Value Fund 
SEC File number( e.g., 811- )
811-04323 
Shared Credit Users Record: 36
Name of fund
Vaughan Nelson Select Fund 
SEC File number( e.g., 811- )
811-00242 
Shared Credit Users Record: 37
Name of fund
ASG Global Alternatives Fund 
SEC File number( e.g., 811- )
811-00242 
Shared Credit Users Record: 38
Name of fund
Loomis Sayles High Income Opportunities Fund 
SEC File number( e.g., 811- )
811-08282 
Shared Credit Users Record: 39
Name of fund
Loomis Sayles Limited Term Government and Agency Fund 
SEC File number( e.g., 811- )
811-06241 
Shared Credit Users Record: 40
Name of fund
AEW Global Focused Real Estate Fund 
SEC File number( e.g., 811- )
811-09945 
Shared Credit Users Record: 41
Name of fund
Loomis Sayles Institutional High Income Fund 
SEC File number( e.g., 811- )
811-08282 
Shared Credit Users Record: 42
Name of fund
Loomis Sayles Strategic Income Fund 
SEC File number( e.g., 811- )
811-06241 
Shared Credit Users Record: 43
Name of fund
Loomis Sayles Growth Fund 
SEC File number( e.g., 811- )
811-06241 
Shared Credit Users Record: 44
Name of fund
McDonnell Intermediate Municipal Bond Fund 
SEC File number( e.g., 811- )
811-00242 
Shared Credit Users Record: 45
Name of fund
Loomis Sayles Investment Grade Bond Fund 
SEC File number( e.g., 811- )
811-06241 
Shared Credit Users Record: 46
Name of fund
Loomis Sayles Fixed Income Fund 
SEC File number( e.g., 811- )
811-08282 
Shared Credit Users Record: 47
Name of fund
Mirova International Sustainable Equity Fund 
SEC File number( e.g., 811- )
811-04323 
Shared Credit Users Record: 48
Name of fund
ASG Managed Futures Strategy Fund 
SEC File number( e.g., 811- )
811-00242 
Shared Credit Users Record: 49
Name of fund
Natixis Sustainable Future 2060 Fund 
SEC File number( e.g., 811- )
811-09945 
v. Did the Fund draw on the line of credit this period?Radio button not checked Yes Radio button checked No


b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button checked No
Management Investment Record: 4

Item C.1. Background information.

a. Full Name of the Fund

Loomis Sayles Strategic Income Fund 

b. Series identication number, if any

S000006706 

c. LEI

KYFRBC8QABICX3ZM7C76 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

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

C000125487 

iii. Ticker symbol, if any

NEZNX 

Shares Outstanding Record: 2
i. Full name of Class
Class Y 
ii. Class identification number, if any

C000018254 

iii. Ticker symbol, if any

NEZYX 

Shares Outstanding Record: 3
i. Full name of Class
Admin Class 
ii. Class identification number, if any

C000082999 

iii. Ticker symbol, if any

NEZAX 

Shares Outstanding Record: 4
i. Full name of Class
Class C 
ii. Class identification number, if any

C000018253 

iii. Ticker symbol, if any

NECZX 

Shares Outstanding Record: 5
i. Full name of Class
Class A 
ii. Class identification number, if any

C000018251 

iii. Ticker symbol, if any

NEFZX 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox not checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox not checked  Index Fund 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. LEI, if any

571474TGEMMWANRLN572 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button not checked Yes Radio button checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. LEI, if any, of person providing indemnification

N/A 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
i. Full name of cash collateral manager:
ii. LEI, if any:

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button not checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button not checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox not checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox not checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

N/A 

g. Provide the net income from securities lending activities

N/A 


Item C.7. Reliance on certain rules.

Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox not checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button not checked Yes Radio button checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
Loomis, Sayles & Company, L.P. 
ii. SEC file number ( e.g., 801- )

801-170 

iii.CRD number
000105377 
iv. LEI, if any

JIZPN2RX3UMNOYIDI313 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number ( e.g., 801- ), if applicable

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
DST Asset Manager Solutions, Inc. 
ii.SEC file number ( e.g., 84- or 85- )

84-00896 

iii. LEI, if any

00000000000000000000 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
Chicago Mercantile Exchange Inc. 
ii. LEI, if any, or provide and describe other identifying number

SNZ2OJLFK8MNNCLQOF39 

Description of other identifying number

 

iii. State, if applicable
ILLINOIS  
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)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
ICE Data Services, Inc. 
ii. LEI, if any, or provide and describe other identifying number

13-3668779 

Description of other identifying number

Tax ID 

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)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
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)? Radio button not checked Yes Radio button checked 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)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
The London Clearing House Limited 
ii. LEI, if any, or provide and describe other identifying number

F226TOH6YD6XJB17KS62 

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)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
Refinitiv US Holdings Inc. 
ii. LEI, if any, or provide and describe other identifying number

549300NF240HXJO7N016 

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)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 7
i. Full name
Merrill Lynch Valuations LLC 
ii. LEI, if any, or provide and describe other identifying number

54930015EWCI4VNCZP82 

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)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
i. Full name
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch) 
ii. LEI, if any

E57ODZWZ7FF32TWEFA76 

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)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 2
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)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 3
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)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 4
i. Full name
Royal Bank of Canada 
ii. LEI, if any

ES7IP3U3RHIGC71XBU11 

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)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 5
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)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 6
i. Full name
Deutsche Bank Anonim Sirketi 
ii. LEI, if any

789000N5SE3LWDK7OI11 

iii. State, if applicable
 
iv. Foreign country, if applicable
TURKEY  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other
Custodians Record: 7
i. Full name
Landsbankinn hf. 
ii. LEI, if any

549300TLZPT6JELDWM92 

iii. State, if applicable
 
iv. Foreign country, if applicable
ICELAND  
v. Is the custodian an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button checked Yes Radio button not checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button not checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 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)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button checked Yes Radio button not checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
DST Asset Manager Solutions, Inc. 
ii. LEI, if any, or provide and describe other identifying number

84-00896 

Description of other identifying number

SEC File Number 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any, or other identifying number

571474TGEMMWANRLN572 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
Administrators Record: 2
i. Full name
Natixis Advisors, L.P. 
ii. LEI, if any, or other identifying number

549300PSRHO2UJWZNJ04 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
Clipperton Finance 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
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: 2
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: 3
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: 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
Harris Associates Securities L.P. 
b. SEC file number

8-19988 

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: 6
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: 7
a. Full name
Natixis Distribution, L.P. 
b. SEC file number

8-46325 

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: 8
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: 9
a. Full name
Fenchurch Securities, Inc. 
b. SEC file number

N/A 

c. CRD number
000000000 
d. LEI, if any

00000000000000000000 

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: 10
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: 11
a. Full name
Loomis Sayles Distributors, L.P. 
b. SEC file number

8-49575 

c. CRD number
000041795 
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: 12
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: 13
a. Full name
PJ Solomon Securities, LLC 
b. SEC file number

8-43369 

c. CRD number
000028041 
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: 14
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: 15
a. Full name
Natixis Investment Managers Securities Investment Consulting (Taipei) 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
TAIWAN (PROVINCE OF CHINA)  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 

Broker Dealers Record: 16
a. Full name
Natixis Tradex Solutions 
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: 17
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: 18
a. Full name
Natixis Investment Managers Switzerland Sarl 
b. SEC file number

N/A 

c. CRD number
000000000 
d. LEI, if any

00000000000000000000 

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: 19
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: 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 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
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. Gross commissions paid by the Fund for the reporting period

1292.82000000 

Brokers Record: 2
i. Full name of broker
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. Gross commissions paid by the Fund for the reporting period

2509.94000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

3802.76000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
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:

553470986.97000000 

Principal Transactions Record: 2
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. LEI, if any

ZBUT11V806EZRVTWT807 

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:

681585753.58000000 

Principal Transactions Record: 3
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:

359981508.34000000 

Principal Transactions Record: 4
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:

32942299529.90000000 

Principal Transactions Record: 5
i. Full name of dealer
Deutsche Bank Securities Inc. 
ii. SEC file number

8-17822 

iii. CRD number
000002525 
iv. LEI, if any

9J6MBOOO7BECTDTUZW19 

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:

194087090.35000000 

Principal Transactions Record: 6
i. Full name of dealer
BNP Paribas Securities Corp. 
ii. SEC file number

8-32682 

iii. CRD number
000015794 
iv. LEI, if any

RCNB6OTYUAMMP879YW96 

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:

545811794.05000000 

Principal Transactions Record: 7
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:

1041671560.55000000 

Principal Transactions Record: 8
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:

363731222.92000000 

Principal Transactions Record: 9
i. Full name of dealer
Citadel Securities LLC 
ii. SEC file number

8-53574 

iii. CRD number
000116797 
iv. LEI, if any

12UUJYTN7D3SW8KCSG25 

v. State, if applicable
ILLINOIS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

1044850634.60000000 

Principal Transactions Record: 10
i. Full name of dealer
TD Securities (USA) LLC 
ii. SEC file number

8-36747 

iii. CRD number
000018476 
iv. LEI, if any

SUVUFHICNZMP2WKHG940 

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:

243592768.39000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

38589377137.04000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

6507906354.50000000 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button checked Yes Radio button not checked No
If yes, for each line of credit, provide the information requested below:
Line of Credit details Record: 1
i. Is the line of credit a committed or uncommitted line of credit? Radio button checked Committed Radio button not checked Uncommitted
ii. What size is the line of credit?

400000000.00000000 

iii. With which institution(s) is the line of credit?
Line Institutions Record: 1
Name of institution
State Street Bank and Trust Company 
iv. Is the line of credit just for the Fund, or is it shared among multiple funds? Radio button not checked Sole Radio button checked Shared
1. If shared, list the names of other funds that may use the line of credit.
Shared Credit Users Record: 1
Name of fund
Natixis Seeyond International Minimum Volatility ETF 
SEC File number( e.g., 811- )
811-23146 
Shared Credit Users Record: 2
Name of fund
Vaughan Nelson Small Cap Value Fund 
SEC File number( e.g., 811- )
811-04323 
Shared Credit Users Record: 3
Name of fund
Loomis Sayles Intermediate Duration Bond Fund 
SEC File number( e.g., 811- )
811-08282 
Shared Credit Users Record: 4
Name of fund
AEW Global Focused Real Estate Fund 
SEC File number( e.g., 811- )
811-09945 
Shared Credit Users Record: 5
Name of fund
Loomis Sayles Securitized Asset Fund 
SEC File number( e.g., 811- )
811-08282 
Shared Credit Users Record: 6
Name of fund
Loomis Sayles Institutional High Income Fund 
SEC File number( e.g., 811- )
811-08282 
Shared Credit Users Record: 7
Name of fund
Natixis Oakmark International Fund 
SEC File number( e.g., 811- )
811-04323 
Shared Credit Users Record: 8
Name of fund
Mirova International Sustainable Equity Fund 
SEC File number( e.g., 811- )
811-04323 
Shared Credit Users Record: 9
Name of fund
Loomis Sayles Bond Fund 
SEC File number( e.g., 811- )
811-08282 
Shared Credit Users Record: 10
Name of fund
Mirova Global Green Bond Fund 
SEC File number( e.g., 811- )
811-04323 
Shared Credit Users Record: 11
Name of fund
Gateway Fund 
SEC File number( e.g., 811- )
811-22099 
Shared Credit Users Record: 12
Name of fund
Natixis U.S. Equity Opportunities Fund 
SEC File number( e.g., 811- )
811-04323 
Shared Credit Users Record: 13
Name of fund
Natixis Sustainable Future 2035 Fund 
SEC File number( e.g., 811- )
811-09945 
Shared Credit Users Record: 14
Name of fund
Natixis Oakmark Fund 
SEC File number( e.g., 811- )
811-00242 
Shared Credit Users Record: 15
Name of fund
Loomis Sayles Inflation Protected Securities Fund 
SEC File number( e.g., 811- )
811-08282 
Shared Credit Users Record: 16
Name of fund
Loomis Sayles Global Bond Fund 
SEC File number( e.g., 811- )
811-08282 
Shared Credit Users Record: 17
Name of fund
Loomis Sayles Investment Grade Bond Fund 
SEC File number( e.g., 811- )
811-06241 
Shared Credit Users Record: 18
Name of fund
Natixis Sustainable Future 2055 Fund 
SEC File number( e.g., 811- )
811-09945 
Shared Credit Users Record: 19
Name of fund
Natixis Sustainable Future 2040 Fund 
SEC File number( e.g., 811- )
811-09945 
Shared Credit Users Record: 20
Name of fund
McDonnell Intermediate Municipal Bond Fund 
SEC File number( e.g., 811- )
811-00242 
Shared Credit Users Record: 21
Name of fund
Vaughan Nelson Select Fund 
SEC File number( e.g., 811- )
811-00242 
Shared Credit Users Record: 22
Name of fund
Natixis Sustainable Future 2020 Fund 
SEC File number( e.g., 811- )
811-09945 
Shared Credit Users Record: 23
Name of fund
Loomis Sayles Limited Term Government and Agency Fund 
SEC File number( e.g., 811- )
811-06241 
Shared Credit Users Record: 24
Name of fund
Loomis Sayles High Income Opportunities Fund 
SEC File number( e.g., 811- )
811-08282 
Shared Credit Users Record: 25
Name of fund
Natixis Sustainable Future 2045 Fund 
SEC File number( e.g., 811- )
811-09945 
Shared Credit Users Record: 26
Name of fund
Loomis Sayles Core Plus Bond Fund 
SEC File number( e.g., 811- )
811-04323 
Shared Credit Users Record: 27
Name of fund
Vaughan Nelson Value Opportunity Fund 
SEC File number( e.g., 811- )
811-00242 
Shared Credit Users Record: 28
Name of fund
Gateway Equity Call Premium Fund 
SEC File number( e.g., 811- )
811-22099 
Shared Credit Users Record: 29
Name of fund
Loomis Sayles Global Growth Fund 
SEC File number( e.g., 811- )
811-00242 
Shared Credit Users Record: 30
Name of fund
Loomis Sayles Small Cap Value Fund 
SEC File number( e.g., 811- )
811-08282 
Shared Credit Users Record: 31
Name of fund
Natixis Sustainable Future 2030 Fund 
SEC File number( e.g., 811- )
811-09945 
Shared Credit Users Record: 32
Name of fund
Mirova Global Sustainable Equity Fund 
SEC File number( e.g., 811- )
811-04323 
Shared Credit Users Record: 33
Name of fund
Natixis Sustainable Future 2015 Fund 
SEC File number( e.g., 811- )
811-09945 
Shared Credit Users Record: 34
Name of fund
Natixis Sustainable Future 2025 Fund 
SEC File number( e.g., 811- )
811-09945 
Shared Credit Users Record: 35
Name of fund
Natixis Sustainable Future 2060 Fund 
SEC File number( e.g., 811- )
811-09945 
Shared Credit Users Record: 36
Name of fund
Loomis Sayles Multi-Asset Income Fund 
SEC File number( e.g., 811- )
811-04323 
Shared Credit Users Record: 37
Name of fund
ASG Global Alternatives Fund 
SEC File number( e.g., 811- )
811-00242 
Shared Credit Users Record: 38
Name of fund
Natixis Loomis Sayles Short Duration Income ETF 
SEC File number( e.g., 811- )
811-23146 
Shared Credit Users Record: 39
Name of fund
Natixis Sustainable Future 2050 Fund 
SEC File number( e.g., 811- )
811-09945 
Shared Credit Users Record: 40
Name of fund
ASG Managed Futures Strategy Fund 
SEC File number( e.g., 811- )
811-00242 
Shared Credit Users Record: 41
Name of fund
ASG Tactical U.S. Market Fund 
SEC File number( e.g., 811- )
811-00242 
Shared Credit Users Record: 42
Name of fund
Loomis Sayles Strategic Alpha Fund 
SEC File number( e.g., 811- )
811-00242 
Shared Credit Users Record: 43
Name of fund
Loomis Sayles Small/Mid Cap Growth Fund 
SEC File number( e.g., 811- )
811-06241 
Shared Credit Users Record: 44
Name of fund
Loomis Sayles Fixed Income Fund 
SEC File number( e.g., 811- )
811-08282 
Shared Credit Users Record: 45
Name of fund
Loomis Sayles Global Allocation Fund 
SEC File number( e.g., 811- )
811-06241 
Shared Credit Users Record: 46
Name of fund
Loomis Sayles Small Cap Growth Fund 
SEC File number( e.g., 811- )
811-06241 
Shared Credit Users Record: 47
Name of fund
Loomis Sayles Investment Grade Fixed Income Fund 
SEC File number( e.g., 811- )
811-08282 
Shared Credit Users Record: 48
Name of fund
Loomis Sayles Growth Fund 
SEC File number( e.g., 811- )
811-06241 
Shared Credit Users Record: 49
Name of fund
Loomis Sayles High Income Fund 
SEC File number( e.g., 811- )
811-06241 
v. Did the Fund draw on the line of credit this period?Radio button not checked Yes Radio button checked No


b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button checked No
Management Investment Record: 5

Item C.1. Background information.

a. Full Name of the Fund

Loomis Sayles Small/Mid Cap Growth Fund 

b. Series identication number, if any

S000049859 

c. LEI

549300LZDGL4AL9M6C37 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

2 

b. How many new Classes of shares of the Fund were added during the reporting period?

1 

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
Institutional Class 
ii. Class identification number, if any

C000157445 

iii. Ticker symbol, if any

LSMIX 

Shares Outstanding Record: 2
i. Full name of Class
Class N 
ii. Class identification number, if any

C000216341 

iii. Ticker symbol, if any

LSMNX 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox not checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox not checked  Index Fund 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button not checked Yes Radio button checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
i. Full name of securities lending agent
ii. LEI, if any

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button not checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button not checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
1. Name of person providing indemnification
2. LEI, if any, of person providing indemnification

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
i. Full name of cash collateral manager:
ii. LEI, if any:

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button not checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button not checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox not checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox not checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

N/A 

g. Provide the net income from securities lending activities

N/A 


Item C.7. Reliance on certain rules.

Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox not checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button checked Yes Radio button not checked No
c. Are the fees waived subject to recoupment? Radio button checked Yes Radio button not checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
Loomis, Sayles & Company, L.P. 
ii. SEC file number ( e.g., 801- )

801-170 

iii.CRD number
000105377 
iv. LEI, if any

JIZPN2RX3UMNOYIDI313 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number ( e.g., 801- ), if applicable

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
DST Asset Manager Solutions, Inc. 
ii.SEC file number ( e.g., 84- or 85- )

84-00896 

iii. LEI, if any

00000000000000000000 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
i. Full name
ICE Data Services, Inc. 
ii. LEI, if any, or provide and describe other identifying number

13-3668779 

Description of other identifying number

Tax ID 

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)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
Refinitiv US Holdings Inc. 
ii. LEI, if any, or provide and describe other identifying number

549300NF240HXJO7N016 

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)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
i. Full name
Merrill Lynch Valuations LLC 
ii. LEI, if any, or provide and describe other identifying number

54930015EWCI4VNCZP82 

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)? Radio button not checked Yes Radio button checked 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)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
Chicago Mercantile Exchange Inc. 
ii. LEI, if any, or provide and describe other identifying number

SNZ2OJLFK8MNNCLQOF39 

Description of other identifying number

 

iii. State, if applicable
ILLINOIS  
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)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
The London Clearing House Limited 
ii. LEI, if any, or provide and describe other identifying number

F226TOH6YD6XJB17KS62 

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)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 7
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)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
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)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
DST Asset Manager Solutions, Inc. 
ii. LEI, if any, or provide and describe other identifying number

84-00896 

Description of other identifying number

SEC File Number 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
Natixis Advisors, L.P. 
ii. LEI, if any, or other identifying number

549300PSRHO2UJWZNJ04 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
Administrators Record: 2
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any, or other identifying number

571474TGEMMWANRLN572 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
Loomis Sayles Distributors, L.P. 
b. SEC file number

8-49575 

c. CRD number
000041795 
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: 2
a. Full name
Harris Associates Securities L.P. 
b. SEC file number

8-19988 

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: 3
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: 4
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: 5
a. Full name
Natixis Tradex Solutions 
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: 6
a. Full name
Natixis Investment Managers Securities Investment Consulting (Taipei) 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
TAIWAN (PROVINCE OF CHINA)  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 

Broker Dealers Record: 7
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: 8
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: 9
a. Full name
Natixis Investment Managers Switzerland Sarl 
b. SEC file number

N/A 

c. CRD number
000000000 
d. LEI, if any

00000000000000000000 

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: 10
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: 11
a. Full name
Natixis Distribution, L.P. 
b. SEC file number

8-46325 

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: 12
a. Full name
Clipperton Finance 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
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 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: 14
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: 15
a. Full name
Fenchurch Securities, Inc. 
b. SEC file number

N/A 

c. CRD number
000000000 
d. LEI, if any

00000000000000000000 

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
PJ Solomon Securities, LLC 
b. SEC file number

8-43369 

c. CRD number
000028041 
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: 17
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: 18
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: 19
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: 20
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 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
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. Gross commissions paid by the Fund for the reporting period

2488.59000000 

Brokers Record: 2
i. Full name of broker
Bofa Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. LEI, if any

549300HN4UKV1E2R3U73 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

1337.67000000 

Brokers Record: 3
i. Full name of broker
UBS Securities LLC 
ii. SEC file number

8-22651 

iii. CRD number
000007654 
iv. LEI, if any

T6FIZBDPKLYJKFCRVK44 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

1515.92000000 

Brokers Record: 4
i. Full name of broker
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. Gross commissions paid by the Fund for the reporting period

1417.02000000 

Brokers Record: 5
i. Full name of broker
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. Gross commissions paid by the Fund for the reporting period

1841.67000000 

Brokers Record: 6
i. Full name of broker
Oppenheimer & Co. Inc. 
ii. SEC file number

8-4077 

iii. CRD number
000000249 
iv. LEI, if any

254900VH02JQR2L8XD64 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

2030.32000000 

Brokers Record: 7
i. Full name of broker
William Blair & Company, L.L.C. 
ii. SEC file number

8-2698 

iii. CRD number
000001252 
iv. LEI, if any

549300J0P7XYE8BMZ775 

v. State, if applicable
ILLINOIS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

1232.76000000 

Brokers Record: 8
i. Full name of broker
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. Gross commissions paid by the Fund for the reporting period

2084.29000000 

Brokers Record: 9
i. Full name of broker
National Financial Services LLC 
ii. SEC file number

8-26740 

iii. CRD number
000013041 
iv. LEI, if any

549300JRHF1MHHWUAW04 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

1303.26000000 

Brokers Record: 10
i. Full name of broker
Jefferies LLC 
ii. SEC file number

8-15074 

iii. CRD number
000002347 
iv. LEI, if any

58PU97L1C0WSRCWADL48 

v. State, if applicable
NEW YORK  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Gross commissions paid by the Fund for the reporting period

1137.96000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

25414.81000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
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:

338385275.71000000 

Principal Transactions Record: 2
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:

101045.00000000 

Principal Transactions Record: 3
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:

8740.00000000 

Principal Transactions Record: 4
i. Full name of dealer
Piper Sandler & Co. 
ii. SEC file number

8-15204 

iii. CRD number
000000665 
iv. LEI, if any

549300GRQCWQ3XGH0H10 

v. State, if applicable
MINNESOTA  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

2492.00000000 

Principal Transactions Record: 5
i. Full name of dealer
National Financial Services LLC 
ii. SEC file number

8-26740 

iii. CRD number
000013041 
iv. LEI, if any

549300JRHF1MHHWUAW04 

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:

1246.00000000 

Principal Transactions Record: 6
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:

69232.50000000 

Principal Transactions Record: 7
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. LEI, if any

ZBUT11V806EZRVTWT807 

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:

476140.05000000 

Principal Transactions Record: 8
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:

103880.00000000 

Principal Transactions Record: 9
i. Full name of dealer
Bofa Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. LEI, if any

549300HN4UKV1E2R3U73 

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:

35098.00000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

339183149.26000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button checked Yes Radio button not checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

42162785.16000000 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button checked Yes Radio button not checked No
If yes, for each line of credit, provide the information requested below:
Line of Credit details Record: 1
i. Is the line of credit a committed or uncommitted line of credit? Radio button checked Committed Radio button not checked Uncommitted
ii. What size is the line of credit?

400000000.00000000 

iii. With which institution(s) is the line of credit?
Line Institutions Record: 1
Name of institution
State Street Bank and Trust Company 
iv. Is the line of credit just for the Fund, or is it shared among multiple funds? Radio button not checked Sole Radio button checked Shared
1. If shared, list the names of other funds that may use the line of credit.
Shared Credit Users Record: 1
Name of fund
ASG Managed Futures Strategy Fund 
SEC File number( e.g., 811- )
811-00242 
Shared Credit Users Record: 2
Name of fund
Mirova Global Green Bond Fund 
SEC File number( e.g., 811- )
811-04323 
Shared Credit Users Record: 3
Name of fund
Vaughan Nelson Value Opportunity Fund 
SEC File number( e.g., 811- )
811-00242 
Shared Credit Users Record: 4
Name of fund
Natixis Sustainable Future 2045 Fund 
SEC File number( e.g., 811- )
811-09945 
Shared Credit Users Record: 5
Name of fund
Natixis Oakmark International Fund 
SEC File number( e.g., 811- )
811-04323 
Shared Credit Users Record: 6
Name of fund
ASG Tactical U.S. Market Fund 
SEC File number( e.g., 811- )
811-00242 
Shared Credit Users Record: 7
Name of fund
Loomis Sayles High Income Fund 
SEC File number( e.g., 811- )
811-06241 
Shared Credit Users Record: 8
Name of fund
Loomis Sayles Strategic Alpha Fund 
SEC File number( e.g., 811- )
811-00242 
Shared Credit Users Record: 9
Name of fund
Natixis Sustainable Future 2015 Fund 
SEC File number( e.g., 811- )
811-09945 
Shared Credit Users Record: 10
Name of fund
Loomis Sayles Bond Fund 
SEC File number( e.g., 811- )
811-08282 
Shared Credit Users Record: 11
Name of fund
Natixis Loomis Sayles Short Duration Income ETF 
SEC File number( e.g., 811- )
811-23146 
Shared Credit Users Record: 12
Name of fund
Natixis Sustainable Future 2050 Fund 
SEC File number( e.g., 811- )
811-09945 
Shared Credit Users Record: 13
Name of fund
Loomis Sayles Global Bond Fund 
SEC File number( e.g., 811- )
811-08282 
Shared Credit Users Record: 14
Name of fund
Natixis Seeyond International Minimum Volatility ETF 
SEC File number( e.g., 811- )
811-23146 
Shared Credit Users Record: 15
Name of fund
Natixis Sustainable Future 2030 Fund 
SEC File number( e.g., 811- )
811-09945 
Shared Credit Users Record: 16
Name of fund
Loomis Sayles Investment Grade Bond Fund 
SEC File number( e.g., 811- )
811-06241 
Shared Credit Users Record: 17
Name of fund
McDonnell Intermediate Municipal Bond Fund 
SEC File number( e.g., 811- )
811-00242 
Shared Credit Users Record: 18
Name of fund
Loomis Sayles Intermediate Duration Bond Fund 
SEC File number( e.g., 811- )
811-08282 
Shared Credit Users Record: 19
Name of fund
Mirova International Sustainable Equity Fund 
SEC File number( e.g., 811- )
811-04323 
Shared Credit Users Record: 20
Name of fund
Loomis Sayles Growth Fund 
SEC File number( e.g., 811- )
811-06241 
Shared Credit Users Record: 21
Name of fund
Loomis Sayles Global Growth Fund 
SEC File number( e.g., 811- )
811-00242 
Shared Credit Users Record: 22
Name of fund
Loomis Sayles Small Cap Growth Fund 
SEC File number( e.g., 811- )
811-06241 
Shared Credit Users Record: 23
Name of fund
Gateway Equity Call Premium Fund 
SEC File number( e.g., 811- )
811-22099 
Shared Credit Users Record: 24
Name of fund
Natixis Sustainable Future 2060 Fund 
SEC File number( e.g., 811- )
811-09945 
Shared Credit Users Record: 25
Name of fund
Mirova Global Sustainable Equity Fund 
SEC File number( e.g., 811- )
811-04323 
Shared Credit Users Record: 26
Name of fund
Loomis Sayles Institutional High Income Fund 
SEC File number( e.g., 811- )
811-08282 
Shared Credit Users Record: 27
Name of fund
Loomis Sayles Securitized Asset Fund 
SEC File number( e.g., 811- )
811-08282 
Shared Credit Users Record: 28
Name of fund
ASG Global Alternatives Fund 
SEC File number( e.g., 811- )
811-00242 
Shared Credit Users Record: 29
Name of fund
Natixis Sustainable Future 2020 Fund 
SEC File number( e.g., 811- )
811-09945 
Shared Credit Users Record: 30
Name of fund
Loomis Sayles Strategic Income Fund 
SEC File number( e.g., 811- )
811-06241 
Shared Credit Users Record: 31
Name of fund
Loomis Sayles Inflation Protected Securities Fund 
SEC File number( e.g., 811- )
811-08282 
Shared Credit Users Record: 32
Name of fund
Natixis U.S. Equity Opportunities Fund 
SEC File number( e.g., 811- )
811-04323 
Shared Credit Users Record: 33
Name of fund
Vaughan Nelson Select Fund 
SEC File number( e.g., 811- )
811-00242 
Shared Credit Users Record: 34
Name of fund
Loomis Sayles Core Plus Bond Fund 
SEC File number( e.g., 811- )
811-04323 
Shared Credit Users Record: 35
Name of fund
Loomis Sayles High Income Opportunities Fund 
SEC File number( e.g., 811- )
811-08282 
Shared Credit Users Record: 36
Name of fund
Loomis Sayles Fixed Income Fund 
SEC File number( e.g., 811- )
811-08282 
Shared Credit Users Record: 37
Name of fund
Loomis Sayles Global Allocation Fund 
SEC File number( e.g., 811- )
811-06241 
Shared Credit Users Record: 38
Name of fund
Gateway Fund 
SEC File number( e.g., 811- )
811-22099 
Shared Credit Users Record: 39
Name of fund
Natixis Sustainable Future 2025 Fund 
SEC File number( e.g., 811- )
811-09945 
Shared Credit Users Record: 40
Name of fund
AEW Global Focused Real Estate Fund 
SEC File number( e.g., 811- )
811-09945 
Shared Credit Users Record: 41
Name of fund
Loomis Sayles Limited Term Government and Agency Fund 
SEC File number( e.g., 811- )
811-06241 
Shared Credit Users Record: 42
Name of fund
Loomis Sayles Multi-Asset Income Fund 
SEC File number( e.g., 811- )
811-04323 
Shared Credit Users Record: 43
Name of fund
Loomis Sayles Small Cap Value Fund 
SEC File number( e.g., 811- )
811-08282 
Shared Credit Users Record: 44
Name of fund
Natixis Sustainable Future 2040 Fund 
SEC File number( e.g., 811- )
811-09945 
Shared Credit Users Record: 45
Name of fund
Vaughan Nelson Small Cap Value Fund 
SEC File number( e.g., 811- )
811-04323 
Shared Credit Users Record: 46
Name of fund
Loomis Sayles Investment Grade Fixed Income Fund 
SEC File number( e.g., 811- )
811-08282 
Shared Credit Users Record: 47
Name of fund
Natixis Sustainable Future 2035 Fund 
SEC File number( e.g., 811- )
811-09945 
Shared Credit Users Record: 48
Name of fund
Natixis Sustainable Future 2055 Fund 
SEC File number( e.g., 811- )
811-09945 
Shared Credit Users Record: 49
Name of fund
Natixis Oakmark Fund 
SEC File number( e.g., 811- )
811-00242 
v. Did the Fund draw on the line of credit this period?Radio button not checked Yes Radio button checked No


b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button checked No
Management Investment Record: 6

Item C.1. Background information.

a. Full Name of the Fund

Loomis Sayles Credit Income Fund 

b. Series identication number, if any

S000069661 

c. LEI

5493006WUKEE1JIZ4126 

d. Is this the first filing on this form by the Fund? Radio button checked Yes Radio button not checked No

Item C.2. Classes of open-end management investment companies.

a. How many Classes of shares of the Fund (if any) are authorized?

4 

b. How many new Classes of shares of the Fund were added during the reporting period?

4 

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

C000222165 

iii. Ticker symbol, if any

LOCNX 

Shares Outstanding Record: 2
i. Full name of Class
Class A 
ii. Class identification number, if any

C000222163 

iii. Ticker symbol, if any

LOCAX 

Shares Outstanding Record: 3
i. Full name of Class
Class C 
ii. Class identification number, if any

C000222164 

iii. Ticker symbol, if any

LOCCX 

Shares Outstanding Record: 4
i. Full name of Class
Class Y 
ii. Class identification number, if any

C000222162 

iii. Ticker symbol, if any

LOCYX 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox not checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox not checked  Index Fund 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button not checked Yes Radio button checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
i. Full name of securities lending agent
ii. LEI, if any

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button not checked Yes Radio button not checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button not checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
1. Name of person providing indemnification
2. LEI, if any, of person providing indemnification

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
i. Full name of cash collateral manager:
ii. LEI, if any:

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button not checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button not checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox not checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox not checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

N/A 

g. Provide the net income from securities lending activities

N/A 


Item C.7. Reliance on certain rules.

Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox not checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button checked Yes Radio button not checked No
c. Are the fees waived subject to recoupment? Radio button checked Yes Radio button not checked No
d. Were any expenses previously waived recouped during the period? Radio button not checked Yes Radio button checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
Loomis, Sayles & Company, L.P. 
ii. SEC file number ( e.g., 801- )

801-170 

iii.CRD number
000105377 
iv. LEI, if any

JIZPN2RX3UMNOYIDI313 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number ( e.g., 801- ), if applicable

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
DST Asset Manager Solutions, Inc. 
ii.SEC file number ( e.g., 84- or 85- )

84-00896 

iii. LEI, if any

00000000000000000000 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
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)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
The London Clearing House Limited 
ii. LEI, if any, or provide and describe other identifying number

F226TOH6YD6XJB17KS62 

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)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
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)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
Refinitiv US Holdings Inc. 
ii. LEI, if any, or provide and describe other identifying number

549300NF240HXJO7N016 

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)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
Merrill Lynch Valuations LLC 
ii. LEI, if any, or provide and describe other identifying number

54930015EWCI4VNCZP82 

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)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
ICE Data Services, Inc. 
ii. LEI, if any, or provide and describe other identifying number

13-3668779 

Description of other identifying number

Tax ID 

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)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 7
i. Full name
Chicago Mercantile Exchange Inc. 
ii. LEI, if any, or provide and describe other identifying number

SNZ2OJLFK8MNNCLQOF39 

Description of other identifying number

 

iii. State, if applicable
ILLINOIS  
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)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
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)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
DST Asset Manager Solutions, Inc. 
ii. LEI, if any, or provide and describe other identifying number

84-00896 

Description of other identifying number

SEC File Number 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any, or other identifying number

571474TGEMMWANRLN572 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
Administrators Record: 2
i. Full name
Natixis Advisors, L.P. 
ii. LEI, if any, or other identifying number

549300PSRHO2UJWZNJ04 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
Natixis Distribution, L.P. 
b. SEC file number

8-46325 

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: 2
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: 3
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: 4
a. Full name
PJ Solomon Securities, LLC 
b. SEC file number

8-43369 

c. CRD number
000028041 
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: 5
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: 6
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: 7
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: 8
a. Full name
Natixis Investment Managers Securities Investment Consulting (Taipei) 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
TAIWAN (PROVINCE OF CHINA)  
g. Total commissions paid to the affiliated broker-dealer for the reporting period:

0.00000000 

Broker Dealers Record: 9
a. Full name
Natixis Tradex Solutions 
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: 10
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: 11
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: 12
a. Full name
Loomis Sayles Distributors, L.P. 
b. SEC file number

8-49575 

c. CRD number
000041795 
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: 13
a. Full name
Natixis Investment Managers Switzerland Sarl 
b. SEC file number

N/A 

c. CRD number
000000000 
d. LEI, if any

00000000000000000000 

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: 14
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: 15
a. Full name
Harris Associates Securities L.P. 
b. SEC file number

8-19988 

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
Clipperton Finance 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
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: 17
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: 18
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: 19
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: 20
a. Full name
Fenchurch Securities, Inc. 
b. SEC file number

N/A 

c. CRD number
000000000 
d. LEI, if any

00000000000000000000 

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 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
Brokers Record: 1
i. Full name of broker
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. Gross commissions paid by the Fund for the reporting period

0.68000000 

b. Aggregate brokerage commissions paid by Fund during the reporting period:

0.68000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. LEI, if any

ZBUT11V806EZRVTWT807 

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:

1682730.40000000 

Principal Transactions Record: 2
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:

4934467.94000000 

Principal Transactions Record: 3
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:

875390.05000000 

Principal Transactions Record: 4
i. Full name of dealer
Deutsche Bank Securities Inc. 
ii. SEC file number

8-17822 

iii. CRD number
000002525 
iv. LEI, if any

9J6MBOOO7BECTDTUZW19 

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:

623900.00000000 

Principal Transactions Record: 5
i. Full name of dealer
Bofa Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. LEI, if any

549300HN4UKV1E2R3U73 

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:

4202313.65000000 

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:

1389272.29000000 

Principal Transactions Record: 7
i. Full name of dealer
MarketAxess Corporation 
ii. SEC file number

8-50727 

iii. CRD number
000044542 
iv. LEI, if any

GPSMMRI21JE7ZCVYF972 

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:

1349140.50000000 

Principal Transactions Record: 8
i. Full name of dealer
RBC Capital Markets, LLC 
ii. SEC file number

8-45411 

iii. CRD number
000031194 
iv. LEI, if any

549300LCO2FLSSVFFR64 

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:

886532.35000000 

Principal Transactions Record: 9
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:

3305498.90000000 

Principal Transactions Record: 10
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:

1690781.65000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

23669576.29000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

24919922.39000000 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button not checked Yes Radio button checked No

b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button checked No
Management Investment Record: 7

Item C.1. Background information.

a. Full Name of the Fund

Loomis Sayles Limited Term Government and Agency Fund 

b. Series identication number, if any

S000006702 

c. LEI

5HBZDB7NR78KJHZJWI31 

d. Is this the first filing on this form by the Fund? Radio button not checked Yes Radio button checked No

Item C.2. Classes of open-end management investment companies.

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 N 
ii. Class identification number, if any

C000182250 

iii. Ticker symbol, if any

LGANX 

Shares Outstanding Record: 2
i. Full name of Class
Class C 
ii. Class identification number, if any

C000018241 

iii. Ticker symbol, if any

NECLX 

Shares Outstanding Record: 3
i. Full name of Class
Class A 
ii. Class identification number, if any

C000018239 

iii. Ticker symbol, if any

NEFLX 

Shares Outstanding Record: 4
i. Full name of Class
Class Y 
ii. Class identification number, if any

C000018242 

iii. Ticker symbol, if any

NELYX 


Item C.3. Type of fund.

Instructions. 1. "Fund of Funds" means a fund that acquires securities issued by any other investment company in excess of the amounts permitted under paragraph (A) of section 12(d)(1) of the Act (15 U.S.C. 80a-12(d)(1)(A)), but, for purposes of this Item, does not include a fund that acquires securities issued by another company solely in reliance on rule 12d1-1 under the Act (CFR 270.12d1-1). 2. "Index Fund" means an investment company, including an Exchange-Traded Fund, that seeks to track the performance of a specified index. 3. "Interval Fund" means a closed-end management investment company that makes periodic repurchases of its shares pursuant to rule 23c-3 under the Act (17 CFR 270.23c-3). 4. "Master-Feeder Fund" means a two-tiered arrangement in which one or more funds (each a feeder fund) holds shares of a single Fund (the master fund) in accordance with section 12(d)(1)(E) of the Act (15 U.S.C. 80a-12(d)(1)(E)) or pursuant to exemptive relief granted by the Commission. 5. "Target Date Fund" means an investment company that has an investment objective or strategy of providing varying degrees of long-term appreciation and capital preservation through a mix of equity and fixed income exposures that changes over time based on an investor's age, target retirement date, or life expectancy.
Indicate if the Fund is any one of the types listed below. Check all that apply.
 a. Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund 
      i.   Checkbox not checked   Exchange-Traded Fund 
      ii.  Checkbox not checked   Exchange-Traded Managed Fund 
 b.  Checkbox not checked  Index Fund 

 c.  Checkbox not checked   Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark 
 d.  Checkbox not checked   Interval Fund 
 e.  Checkbox not checked   Fund of Funds 
 f.   Checkbox not checked   Master-Feeder Fund 
 g.  Checkbox not checked   Money Market Fund 
 h.  Checkbox not checked   Target Date Fund 
 i.   Checkbox not checked   Underlying fund to a variable annuity or variable life insurance contract 
      Checkbox checked   N/A 

Item C.4. Diversification.

Does the Fund seek to operate as a “non-diversified company” as such term is defined in section 5(b)(2) of the Act (15 U.S.C. 80a- 5(b) (2))? Radio button not checked Yes Radio button checked No

Item C.5. Investments in certain foreign corporations.

Instruction. "Controlled foreign corporation" has the meaning provided in section 957 of the Internal Revenue Code [26 U.S.C. 957].
a. Does the fund invest in a controlled foreign corporation for the purpose of investing in certain types of instruments such as, but not limited to, commodities? Radio button not checked Yes Radio button checked No

Item C.6. Securities lending.

Instruction. For purposes of this Item, other adverse impacts would include, for example, (1) a loss to the Fund if collateral and indemnification were not sufficient to replace the loaned securities or their value, (2) the Fund's ineligibility to vote shares in a proxy, or (3) the Fund's ineligibility to receive a direct distribution from the issuer.
a. Is the Fund authorized to engage in securities lending transactions? Radio button checked Yes Radio button not checked No
b. Did the Fund lend any of its securities during the reporting period? Radio button not checked Yes Radio button checked No
c. Provide the information requested below about each securities lending agent, if any, retained by the Fund:
Securities Lending Record: 1
i. Full name of securities lending agent
State Street Bank and Trust Company 
ii. LEI, if any

571474TGEMMWANRLN572 

iii. Is the securities lending agent an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button not checked Yes Radio button checked No
iv. Does the securities lending agent or any other entity indemnify the fund against borrower default on loans administered by this agent? Radio button checked Yes Radio button not checked No
v. If the entity providing the indemnification is not the securities lending agent, provide the following information:
Idemnity Providers Record: 1
1. Name of person providing indemnification
N/A 
2. LEI, if any, of person providing indemnification

N/A 

vi. Did the Fund exercise its indemnification rights during the reporting period? Radio button not checked Yes Radio button checked No
d. If a person providing cash collateral management services to the Fund in connection with the Fund's securities lending activities does not also serve as securities lending agent, provide the following information about each cash collateral manager:
i. Full name of cash collateral manager:
ii. LEI, if any:

iii. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of a securities lending agent retained by the Fund? Radio button not checked Yes Radio button not checked No
iv. Is the cash collateral manager an affiliated person, or an affiliated person of an affiliated person, of the Fund? Radio button not checked Yes Radio button not checked No

e. Types of payments made to one or more securities lending agents and cash collateral managers (check all that apply): Checkbox not checked  i. Revenue sharing split 
Checkbox not checked  ii. Non-revenue sharing split (other than administrative fee)  
Checkbox not checked  iii. Administrative fee 
Checkbox not checked  iv. Cash collateral reinvestment fee 
Checkbox not checked  v. Indemnification fee 
Checkbox not checked  vi. Other  
Checkbox checked   N/A  
f. Provide the monthly average of the value of portfolio securities on loan during the reporting period

N/A 

g. Provide the net income from securities lending activities

N/A 


Item C.7. Reliance on certain rules.

Did the Fund rely on any of the following rules under the Act during the reporting period? (check all that apply) Checkbox not checked  a. Rule 10f-3 (17 CFR 270.10f-3)  
Checkbox not checked  b. Rule 12d1-1 (17 CFR 270.12d1-1) 
Checkbox not checked  c. Rule 15a-4 (17 CFR 270.15a-4)  
Checkbox not checked  d. Rule 17a-6 (17 CFR 270.17a-6)  
Checkbox not checked  e. Rule 17a-7 (17 CFR 270.17a-7) 
Checkbox not checked  f. Rule 17a-8 (17 CFR 270.17a-8) 
Checkbox not checked  g. Rule 17e-1 (17 CFR 270.17e-1) 
Checkbox checked  h. Rule 22d-1 (17 CFR 270.22d-1) 
Checkbox not checked  i. Rule 23c-1 (17 CFR 270.23c-1)  
Checkbox checked  j. Rule 32a-4 (17 CFR 270.32a-4) 
Checkbox not checked  N/A 

Item C.8. Expense limitations.

Instruction. Provide information concerning any direct or indirect limitations, waivers or reductions, on the level of expenses incurred by the fund during the reporting period. A limitation, for example, may be applied indirectly (such as when an adviser agrees to accept a reduced fee pursuant to a voluntary fee waiver) or it may apply only for a temporary period such as for a new fund in its start-up phase.
a. Did the Fund have an expense limitation arrangement in place during the reporting period? Radio button checked Yes Radio button not checked No
b. Were any expenses of the Fund reduced or waived pursuant to an expense limitation arrangement during the reporting period? Radio button checked Yes Radio button not checked No
c. Are the fees waived subject to recoupment? Radio button not checked Yes Radio button checked No
d. Were any expenses previously waived recouped during the period? Radio button checked Yes Radio button not checked No

Item C.9. Investment advisers.

a. Provide the following information about each investment adviser (other than a sub-adviser) of the Fund:
Investment Advisers Record: 1
i. Full name
Loomis, Sayles & Company, L.P. 
ii. SEC file number ( e.g., 801- )

801-170 

iii.CRD number
000105377 
iv. LEI, if any

JIZPN2RX3UMNOYIDI313 

v. State, if applicable
MASSACHUSETTS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Was the investment adviser hired during the reporting period? Radio button not checked Yes Radio button checked No
b. If an investment adviser (other than a sub- adviser) to the Fund was terminated during the reporting period, provide the following with respect to each investment adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 

c. For each sub-adviser to the Fund, provide the information requested:
i. Full name
 
ii. SEC file number ( e.g., 801- ), if applicable

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Is the sub-adviser an affiliated person of the Fund's investment adviser(s)? Radio button not checked Yes Radio button not checked No
viii. Was the sub-adviser hired during the reporting period? Radio button not checked Yes Radio button not checked No
d. If a sub-adviser was terminated during the reporting period, provide the following with respect to such sub-adviser:
i. Full name
 
ii. SEC file number ( e.g., 801- )

 

iii. CRD number
 
iv. LEI, if any

 

v. State, if applicable
 
vi. Foreign country, if applicable
 
vii. Termination date

 


Item C.10. Transfer agents.

a. Provide the following information about each person providing transfer agency services to the Fund:
Transfer Agents Record: 1
i. Full name
DST Asset Manager Solutions, Inc. 
ii.SEC file number ( e.g., 84- or 85- )

84-00896 

iii. LEI, if any

00000000000000000000 

iv. State, if applicable
MASSACHUSETTS  
v. Foreign country, if applicable
UNITED STATES OF AMERICA  
vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vii. Is the transfer agent a sub-transfer agent? Radio button not checked Yes Radio button checked No
b. Has a transfer agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.11. Pricing services.

a. Provide the following information about each person that provided pricing services to the Fund during the reporting period:
Pricing Services Record: 1
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)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 2
i. Full name
Merrill Lynch Valuations LLC 
ii. LEI, if any, or provide and describe other identifying number

54930015EWCI4VNCZP82 

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)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 3
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)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 4
i. Full name
ICE Data Services, Inc. 
ii. LEI, if any, or provide and describe other identifying number

13-3668779 

Description of other identifying number

Tax ID 

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)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 5
i. Full name
Refinitiv US Holdings Inc. 
ii. LEI, if any, or provide and describe other identifying number

549300NF240HXJO7N016 

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)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 6
i. Full name
The London Clearing House Limited 
ii. LEI, if any, or provide and describe other identifying number

F226TOH6YD6XJB17KS62 

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)? Radio button not checked Yes Radio button checked No
Pricing Services Record: 7
i. Full name
Chicago Mercantile Exchange Inc. 
ii. LEI, if any, or provide and describe other identifying number

SNZ2OJLFK8MNNCLQOF39 

Description of other identifying number

 

iii. State, if applicable
ILLINOIS  
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)? Radio button not checked Yes Radio button checked No
b. Was a pricing service hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.12. Custodians.

a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:
Custodians Record: 1
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)? Radio button not checked Yes Radio button checked No
vi. Is the custodian a sub-custodian? Radio button not checked Yes Radio button checked No
vii. With respect to the custodian, check below to indicate the type of custody: Radio button checked 1.Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Radio button not checked 2.Member national securities exchange - rule 17f-1 (17 CFR 270.17f-1)
Radio button not checked 3.Self - rule 17f-2 (17 CFR 270.17f-2)
Radio button not checked 4.Securities depository - rule 17f-4 (17 CFR 270.17f-4)
Radio button not checked 5.Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Radio button not checked 6.Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Radio button not checked 7.Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Radio button not checked 8.Insurance company sponsor - rule 26a-2 (17 CFR 270.26a-2)
Radio button not checked 9.Other

b. Has a custodian been hired or terminated during the reporting period?* Radio button not checked Yes Radio button checked No

Item C.13. Shareholder servicing agents.

a. Provide the following information about each shareholder servicing agent of the Fund:
Shareholder servicing agents Record: 1
i. Full name
DST Asset Manager Solutions, Inc. 
ii. LEI, if any, or provide and describe other identifying number

84-00896 

Description of other identifying number

SEC File Number 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the shareholder servicing agent an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the shareholder servicing agent a sub-shareholder servicing agent? Radio button not checked Yes Radio button checked No
b. Has a shareholder servicing agent been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.14. Administrators.

a. Provide the following information about each administrator of the Fund:
Administrators Record: 1
i. Full name
Natixis Advisors, L.P. 
ii. LEI, if any, or other identifying number

549300PSRHO2UJWZNJ04 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button checked Yes Radio button not checked No
vi. Is the administrator a sub-administrator? Radio button not checked Yes Radio button checked No
Administrators Record: 2
i. Full name
State Street Bank and Trust Company 
ii. LEI, if any, or other identifying number

571474TGEMMWANRLN572 

Description of other identifying number

 

iii. State, if applicable
MASSACHUSETTS  
iv. Foreign country, if applicable
UNITED STATES OF AMERICA  
v. Is the administrator an affiliated person of the Fund or its investment adviser(s)? Radio button not checked Yes Radio button checked No
vi. Is the administrator a sub-administrator? Radio button checked Yes Radio button not checked No
b.Has a third-party administrator been hired or terminated during the reporting period? Radio button not checked Yes Radio button checked No

Item C.15. Affiliated broker-dealers.

Provide the following information about each affiliated broker-dealer:
Broker Dealers Record: 1
a. Full name
Clipperton Finance 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
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: 2
a. Full name
Harris Associates Securities L.P. 
b. SEC file number

8-19988 

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: 3
a. Full name
PJ Solomon Securities, LLC 
b. SEC file number

8-43369 

c. CRD number
000028041 
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: 4
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: 5
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: 6
a. Full name
Natixis Distribution, L.P. 
b. SEC file number

8-46325 

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: 7
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: 8
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: 9
a. Full name
Natixis Investment Managers Securities Investment Consulting (Taipei) 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
TAIWAN (PROVINCE OF CHINA)  
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 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: 11
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: 12
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: 13
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: 14
a. Full name
Natixis Tradex Solutions 
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: 15
a. Full name
Loomis Sayles Distributors, L.P. 
b. SEC file number

8-49575 

c. CRD number
000041795 
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: 16
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: 17
a. Full name
Fenchurch Securities, Inc. 
b. SEC file number

N/A 

c. CRD number
000000000 
d. LEI, if any

00000000000000000000 

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: 18
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: 19
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: 20
a. Full name
Natixis Investment Managers Switzerland Sarl 
b. SEC file number

N/A 

c. CRD number
000000000 
d. LEI, if any

00000000000000000000 

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 


Item C.16. Brokers.

Instructions to Item C.16 and Item C.17.
To help Registrants distinguish between agency and principal transactions, and to promote consistent reporting of the information required by these items, the following criteria should be used:
1. If a security is purchased or sold in a transaction for which the confirmation specifies the amount of the commission to be paid by the Registrant, the transaction should be considered an agency transaction and included in determining the answers to Item C.16.
2. If a security is purchased or sold in a transaction for which the confirmation specifies only the net amount to be paid or received by the Registrant and such net amount is equal to the market value of the security at the time of the transaction, the transaction should be considered a principal transaction and included in determining the amounts in Item C.17.
3. If a security is purchased by the Registrant in an underwritten offering, the acquisition should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the underwriters are receiving from the issuer.
4. If a security is sold by the Registrant in a tender offer, the sale should be considered a principal transaction and included in answering Item C.17 even though the Registrant has knowledge of the amount the offeror is paying to soliciting brokers or dealers.
5. If a security is purchased directly from the issuer (such as a bank CD), the purchase should be considered a principal transaction and included in answering Item C.17.
6. The value of called or maturing securities should not be counted in either agency or principal transactions and should not be included in determining the amounts shown in Item C.16 and Item C.17. This means that the acquisition of a security may be included, but it is possible that its disposition may not be included. Disposition of a repurchase agreement at its expiration date should not be included.
7. The purchase or sales of securities in transactions not described in paragraphs (1) through (6) above should be evaluated by the Fund based upon the guidelines established in those paragraphs and classified accordingly. The agents considered in Item C.16 may be persons or companies not registered under the Exchange Act as securities brokers. The persons or companies from whom the investment company purchased or to whom it sold portfolio instruments on a principal basis may be persons or entities not registered under the Exchange Act as securities dealers.
a. For each of the ten brokers that received the largest dollar amount of brokerage commissions (excluding dealer concessions in underwritings) by virtue of direct or indirect participation in the Fund’s portfolio transactions, provide the information below:
i. Full name of broker
ii. SEC file number

iii. CRD number
iv. LEI, if any

v. State, if applicable
vi. Foreign country, if applicable
vii. Gross commissions paid by the Fund for the reporting period

b. Aggregate brokerage commissions paid by Fund during the reporting period:

0.00000000 


Item C.17. Principal transactions.

a. For each of the ten entities acting as principals with which the Fund did the largest dollar amount of principal transactions (include all short-term obligations, and U.S. government and tax-free securities) in both the secondary market and in underwritten offerings, provide the information below:
Principal Transactions Record: 1
i. Full name of dealer
Bofa Securities, Inc. 
ii. SEC file number

8-69787 

iii. CRD number
000283942 
iv. LEI, if any

549300HN4UKV1E2R3U73 

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:

434404886.48000000 

Principal Transactions Record: 2
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:

407669373.22000000 

Principal Transactions Record: 3
i. Full name of dealer
HSBC Securities (USA) Inc. 
ii. SEC file number

8-41562 

iii. CRD number
000019585 
iv. LEI, if any

CYYGQCGNHMHPSMRL3R97 

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:

889761482.58000000 

Principal Transactions Record: 4
i. Full name of dealer
TD Securities (USA) LLC 
ii. SEC file number

8-36747 

iii. CRD number
000018476 
iv. LEI, if any

SUVUFHICNZMP2WKHG940 

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:

382290809.60000000 

Principal Transactions Record: 5
i. Full name of dealer
Citadel Securities LLC 
ii. SEC file number

8-53574 

iii. CRD number
000116797 
iv. LEI, if any

12UUJYTN7D3SW8KCSG25 

v. State, if applicable
ILLINOIS  
vi. Foreign country, if applicable
UNITED STATES OF AMERICA  
vii. Total value of purchases and sales (excluding maturing securities) with Fund:

964246062.69000000 

Principal Transactions Record: 6
i. Full name of dealer
J.P. Morgan Securities LLC 
ii. SEC file number

8-35008 

iii. CRD number
000000079 
iv. LEI, if any

ZBUT11V806EZRVTWT807 

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:

716559119.05000000 

Principal Transactions Record: 7
i. Full name of dealer
Deutsche Bank Securities Inc. 
ii. SEC file number

8-17822 

iii. CRD number
000002525 
iv. LEI, if any

9J6MBOOO7BECTDTUZW19 

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:

1035845590.43000000 

Principal Transactions Record: 8
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:

4413448226.03000000 

Principal Transactions Record: 9
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:

1712775733.47000000 

Principal Transactions Record: 10
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:

365267713.55000000 

b. Aggregate value of principal purchase/sale transactions of Fund during the reporting period:

12000548040.31000000 


Item C.18. Payments for brokerage and research.

During the reporting period, did the Fund pay commissions to broker-dealers for "brokerage and research services" within the meaning of section 28(e) of the Exchange Act (15 U.S.C. 78bb)? Radio button not checked Yes Radio button checked No

Item C.19. Average net assets.

a. Provide the Fund's (other than a money market fund's) monthly average net assets during the reporting period

882586755.40000000 

b. Provide the money market fund's daily average net assets during the reporting period

 


Item C.20. Lines of credit, interfund lending and interfund borrowing.

For open-end management investment companies, respond to the following:
a. Does the Fund have available a line of credit?Radio button checked Yes Radio button not checked No
If yes, for each line of credit, provide the information requested below:
Line of Credit details Record: 1
i. Is the line of credit a committed or uncommitted line of credit? Radio button checked Committed Radio button not checked Uncommitted
ii. What size is the line of credit?

400000000.00000000 

iii. With which institution(s) is the line of credit?
Line Institutions Record: 1
Name of institution
State Street Bank and Trust Company 
iv. Is the line of credit just for the Fund, or is it shared among multiple funds? Radio button not checked Sole Radio button checked Shared
1. If shared, list the names of other funds that may use the line of credit.
Shared Credit Users Record: 1
Name of fund
Gateway Equity Call Premium Fund 
SEC File number( e.g., 811- )
811-22099 
Shared Credit Users Record: 2
Name of fund
Loomis Sayles High Income Fund 
SEC File number( e.g., 811- )
811-06241 
Shared Credit Users Record: 3
Name of fund
Loomis Sayles Global Allocation Fund 
SEC File number( e.g., 811- )
811-06241 
Shared Credit Users Record: 4
Name of fund
Loomis Sayles Strategic Alpha Fund 
SEC File number( e.g., 811- )
811-00242 
Shared Credit Users Record: 5
Name of fund
Loomis Sayles Institutional High Income Fund 
SEC File number( e.g., 811- )
811-08282 
Shared Credit Users Record: 6
Name of fund
Gateway Fund 
SEC File number( e.g., 811- )
811-22099 
Shared Credit Users Record: 7
Name of fund
McDonnell Intermediate Municipal Bond Fund 
SEC File number( e.g., 811- )
811-00242 
Shared Credit Users Record: 8
Name of fund
Natixis Sustainable Future 2045 Fund 
SEC File number( e.g., 811- )
811-09945 
Shared Credit Users Record: 9
Name of fund
Loomis Sayles Small/Mid Cap Growth Fund 
SEC File number( e.g., 811- )
811-06241 
Shared Credit Users Record: 10
Name of fund
Natixis Sustainable Future 2015 Fund 
SEC File number( e.g., 811- )
811-09945 
Shared Credit Users Record: 11
Name of fund
ASG Global Alternatives Fund 
SEC File number( e.g., 811- )
811-00242 
Shared Credit Users Record: 12
Name of fund
Natixis Sustainable Future 2030 Fund 
SEC File number( e.g., 811- )
811-09945 
Shared Credit Users Record: 13
Name of fund
Loomis Sayles Small Cap Value Fund 
SEC File number( e.g., 811- )
811-08282 
Shared Credit Users Record: 14
Name of fund
AEW Global Focused Real Estate Fund 
SEC File number( e.g., 811- )
811-09945 
Shared Credit Users Record: 15
Name of fund
Mirova Global Sustainable Equity Fund 
SEC File number( e.g., 811- )
811-04323 
Shared Credit Users Record: 16
Name of fund
Loomis Sayles Securitized Asset Fund 
SEC File number( e.g., 811- )
811-08282 
Shared Credit Users Record: 17
Name of fund
Loomis Sayles Fixed Income Fund 
SEC File number( e.g., 811- )
811-08282 
Shared Credit Users Record: 18
Name of fund
Loomis Sayles Small Cap Growth Fund 
SEC File number( e.g., 811- )
811-06241 
Shared Credit Users Record: 19
Name of fund
ASG Managed Futures Strategy Fund 
SEC File number( e.g., 811- )
811-00242 
Shared Credit Users Record: 20
Name of fund
Loomis Sayles Inflation Protected Securities Fund 
SEC File number( e.g., 811- )
811-08282 
Shared Credit Users Record: 21
Name of fund
Natixis Sustainable Future 2040 Fund 
SEC File number( e.g., 811- )
811-09945 
Shared Credit Users Record: 22
Name of fund
Natixis Oakmark Fund 
SEC File number( e.g., 811- )
811-00242 
Shared Credit Users Record: 23
Name of fund
Loomis Sayles Investment Grade Fixed Income Fund 
SEC File number( e.g., 811- )
811-08282 
Shared Credit Users Record: 24
Name of fund
Mirova Global Green Bond Fund 
SEC File number( e.g., 811- )
811-04323 
Shared Credit Users Record: 25
Name of fund
Natixis Oakmark International Fund 
SEC File number( e.g., 811- )
811-04323 
Shared Credit Users Record: 26
Name of fund
Natixis Sustainable Future 2055 Fund 
SEC File number( e.g., 811- )
811-09945 
Shared Credit Users Record: 27
Name of fund
Natixis Sustainable Future 2020 Fund 
SEC File number( e.g., 811- )
811-09945 
Shared Credit Users Record: 28
Name of fund
Loomis Sayles Core Plus Bond Fund 
SEC File number( e.g., 811- )
811-04323 
Shared Credit Users Record: 29
Name of fund
Natixis Sustainable Future 2025 Fund 
SEC File number( e.g., 811- )
811-09945 
Shared Credit Users Record: 30
Name of fund
Loomis Sayles High Income Opportunities Fund 
SEC File number( e.g., 811- )
811-08282 
Shared Credit Users Record: 31
Name of fund
Loomis Sayles Strategic Income Fund 
SEC File number( e.g., 811- )
811-06241 
Shared Credit Users Record: 32
Name of fund
Loomis Sayles Intermediate Duration Bond Fund 
SEC File number( e.g., 811- )
811-08282 
Shared Credit Users Record: 33
Name of fund
Natixis Loomis Sayles Short Duration Income ETF 
SEC File number( e.g., 811- )
811-23146 
Shared Credit Users Record: 34
Name of fund
Natixis Sustainable Future 2035 Fund 
SEC File number( e.g., 811- )
811-09945 
Shared Credit Users Record: 35
Name of fund
Loomis Sayles Global Bond Fund 
SEC File number( e.g., 811- )
811-08282 
Shared Credit Users Record: 36
Name of fund
Natixis Sustainable Future 2050 Fund 
SEC File number( e.g., 811- )
811-09945 
Shared Credit Users Record: 37
Name of fund
Loomis Sayles Global Growth Fund 
SEC File number( e.g., 811- )
811-00242 
Shared Credit Users Record: 38
Name of fund
Vaughan Nelson Value Opportunity Fund 
SEC File number( e.g., 811- )
811-00242 
Shared Credit Users Record: 39
Name of fund
Vaughan Nelson Small Cap Value Fund 
SEC File number( e.g., 811- )
811-04323 
Shared Credit Users Record: 40
Name of fund
Loomis Sayles Bond Fund 
SEC File number( e.g., 811- )
811-08282 
Shared Credit Users Record: 41
Name of fund
ASG Tactical U.S. Market Fund 
SEC File number( e.g., 811- )
811-00242 
Shared Credit Users Record: 42
Name of fund
Natixis Seeyond International Minimum Volatility ETF 
SEC File number( e.g., 811- )
811-23146 
Shared Credit Users Record: 43
Name of fund
Vaughan Nelson Select Fund 
SEC File number( e.g., 811- )
811-00242 
Shared Credit Users Record: 44
Name of fund
Mirova International Sustainable Equity Fund 
SEC File number( e.g., 811- )
811-04323 
Shared Credit Users Record: 45
Name of fund
Loomis Sayles Investment Grade Bond Fund 
SEC File number( e.g., 811- )
811-06241 
Shared Credit Users Record: 46
Name of fund
Loomis Sayles Growth Fund 
SEC File number( e.g., 811- )
811-06241 
Shared Credit Users Record: 47
Name of fund
Natixis Sustainable Future 2060 Fund 
SEC File number( e.g., 811- )
811-09945 
Shared Credit Users Record: 48
Name of fund
Loomis Sayles Multi-Asset Income Fund 
SEC File number( e.g., 811- )
811-04323 
Shared Credit Users Record: 49
Name of fund
Natixis U.S. Equity Opportunities Fund 
SEC File number( e.g., 811- )
811-04323 
v. Did the Fund draw on the line of credit this period?Radio button not checked Yes Radio button checked No


b. Did the Fund engage in interfund lending? Radio button not checked Yes Radio button checked No

c.Did the Fund engage in interfund borrowing? Radio button not checked Yes Radio button checked No

Item C.21. Swing pricing.

For open-end management investment companies, respond to the following:
a. Did the Fund (if not a Money Market Fund, Exchange-Traded Fund, or Exchange-Traded Managed Fund) engage in swing pricing? Radio button not checked Yes Radio button checked No

N-CEN:Part G: Attachments

Item G.1a. Attachments.

Attachments applicable to all Registrants. All Registrants shall file the following attachments, as applicable, with the current report. Indicate the attachments filed with the current report by checking the applicable items below: Checkbox not checked   i. Legal proceedings  
Checkbox not checked  ii. Provision of financial support  
Checkbox checked  iii. Independent public accountant's report on internal control (management investment companies other than small business investment companies only)  
Checkbox not checked  iv. Change in accounting principles and practices  
Checkbox not checked  v. Information required to be filed pursuant to exemptive orders  
Checkbox not checked  vi. Other information required to be included as an attachment pursuant to Commission rules and regulations 

Instructions.

1. Item G.1.a.i. Legal proceedings.

(a) If the Registrant responded "YES" to Item B.11.a., provide a brief description of the proceedings. As part of the description, provide the case or docket number (if any), and the full names of the principal parties to the proceeding.
(b) If the Registrant responded "YES" to Item B.11.b., identify the proceeding and give its date of termination.

2. Item G.1.a.ii. Provision of financial support. If the Registrant responded "YES" to Item B.14., provide the following information (unless the Registrant is a Money Market Fund): (a) Description of nature of support.

(b) Person providing support.

(c) Brief description of relationship between the person providing support and the Registrant.

(d) Date support provided.

(e) Amount of support.

(f) Security supported (if applicable). Disclose the full name of the issuer, the title of the issue (including coupon or yield, if applicable) and at least two identifiers, if available (e.g., CIK, CUSIP, ISIN, LEI).
(g) Value of security supported on date support was initiated (if applicable).

(h) Brief description of reason for support.

(i) Term of support.

(j) Brief description of any contractual restrictions relating to support.

3. Item G.1.a.iii. Independent public accountant's report on internal control (management investment companies other than small business investment companies only). Each management investment company shall furnish a report of its independent public accountant on the company's system of internal accounting controls. The accountant's report shall be based on the review, study and evaluation of the accounting system, internal accounting controls, and procedures for safeguarding securities made during the audit of the financial statements for the reporting period. The report should disclose any material weaknesses in: (a) the accounting system; (b) system of internal accounting control; or (c) procedures for safeguarding securities which exist as of the end of the Registrant's fiscal year.

The accountant's report shall be furnished as an exhibit to the form and shall: (1) be addressed to the Registrant's shareholders and board of directors; (2) be dated; (3) be signed manually; and (4) indicate the city and state where issued.

Attachments that include a report that discloses a material weakness should include an indication by the Registrant of any corrective action taken or proposed.

The fact that an accountant's report is attached to this form shall not be regarded as acknowledging any review of this form by the independent public accountant.

4. Item G.1.a.iv. Change in accounting principles and practices. If the Registrant responded "YES" to Item B.21, provide an attachment that describes the change in accounting principles or practices, or the change in the method of applying any such accounting principles or practices. State the date of the change and the reasons therefor. A letter from the Registrant's independent accountants, approving or otherwise commenting on the change, shall accompany the description.

5. Item G.1.a.v. Information required to be filed pursuant to exemptive orders. File as an attachment any information required to be reported on Form N-CEN or any predecessor form to Form N-CEN (e.g., Form N-SAR) pursuant to exemptive orders issued by the Commission and relied on by the Registrant.

6. Item G.1.a.vi. Other information required to be included as an attachment pursuant to Commission rules and regulations. File as an attachment any other information required to be included as an attachment pursuant to Commission rules and regulations.

N-CEN: Signature

Pursuant to the requirements of the Investment Company Act of 1940, the Registrant has duly caused this report to be signed on its behalf by the undersigned hereunto duly authorized.
Registrant
LOOMIS SAYLES FUNDS II 
Date
2020-12-11 
Signature
John Sgroi 
Title
Assistant Treasurer