X0404 N-CEN LIVE 0000872649 XXXXXXXX 811-06241 false false false N-1A S000006701 C000018238 C000018234 C000082998 C000188537 C000125485 C000018236 S000070337 C000223746 C000223749 C000223747 C000223748 S000006700 C000018233 C000175112 C000188536 C000069253 C000018231 S000006706 C000018253 C000018251 C000018254 C000188539 C000125487 C000082999 LOOMIS SAYLES FUNDS II 811-06241 0000872649 5493007QOEDY6IHOTU14 888 BOYLSTON STREET Suite 800 BOSTON 02199-8197 US-MA US 617-449-2810 Loomis, Sayles & Company, L.P. One Financial Center Boston 02111 617-482-2450 Records related to its function as Adviser Natixis Advisors, LLC 888 Boylston Street Boston 02199-8197 617-449-2810 Records related to its function as Administrator State Street Bank and Trust Company 1 Lincoln Street Boston 02110 617-786-3000 Custody and Accounting Records. Natixis Distribution, LLC 888 Boylston Street Boston 02199-8197 617-449-2100 Records related to its function as Distributor Loomis Sayles Funds II 888 Boylston Street Boston 02199-8197 617-449-2810 All Fund Records DST Asset Manager Solutions, Inc. 2000 Crown Colony Drive Quincy 02169 617-483-5000 Records related to its function as Transfer Agent N N N-1A 10 Y Richard A. Goglia N/A N Maureen B. Mitchell N/A N Cynthia L. Walker N/A N Edmond J. English N/A N Kevin P. Charleston N/A Y Erik R. Sirri N/A N James P. Palermo N/A N Wendell J. Knox N/A N Martin T. Meehan N/A N Peter J. Smail N/A N Kirk A. Sykes N/A N David L. Giunta 002290469 Y Natalie Wagner N/A 888 Boylston Street Suite 800 Boston 02199-8197 XXXXXX Y N N N N N N Natixis Distribution, LLC 8-46325 000034754 00000000000000000000 Y N PricewaterhouseCoopers LLP 238 5493002GVO7EO8RNNS37 N N N N N N Loomis Sayles Investment Grade Bond Fund S000006701 LXBMZ6T88WCKRZUWOE84 N 6 0 0 N/A N N Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N/A N/A N/A Rule 32a-4 (17 CFR 270.32a-4) Rule 10f-3 (17 CFR 270.10f-3) Rule 22d-1 (17 CFR 270.22d-1) Y Y Y N Loomis, Sayles & Company, L.P. 801-170 000105377 JIZPN2RX3UMNOYIDI313 N DST Asset Manager Solutions, Inc. 84-00896 00000000000000000000 N N N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N The London Clearing House Limited F226TOH6YD6XJB17KS62 GB N Merrill Lynch Valuations LLC 54930015EWCI4VNCZP82 N Bloomberg L.P. 549300B56MD0ZC402L06 N Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N ICE Data Services, Inc. 13-3668779 Tax ID N Y Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex 2SFFM4FUIE05S37WFU55 MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Standard Chartered Bank (Johannesburg, Gauteng, ZA, Branch) RILFO74KP1CM8P6PCT96 ZA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 N Y Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) Intesa Sanpaolo S.p.A. 2W8N8UU78PMDQKZENC08 IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Clearstream Banking S.A. 549300OL514RA0SXJJ44 LU N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Citibank, National Association (Singapore, SG, Branch) E57ODZWZ7FF32TWEFA76 SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch) E57ODZWZ7FF32TWEFA76 BR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Landsbankinn hf. 549300TLZPT6JELDWM92 IS N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Royal Bank of Canada ES7IP3U3RHIGC71XBU11 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Y DST Asset Manager Solutions, Inc. 84-00896 SEC File Number N N N Natixis Advisors, LLC 549300PSRHO2UJWZNJ04 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N Y N Natixis Investment Managers Securities Investment Consulting (Taipei) Co., Ltd. N/A N/A 00000000000000000000 TW 0.00000000 Natixis Tradex Solutions N/A N/A 969500OCY8KZTP2CB380 FR 0.00000000 Natixis Investment Managers Hong Kong Limited N/A N/A 00000000000000000000 HK 0.00000000 Natixis N/A N/A KX1WK48MPD4Y2NCUIZ63 FR 0.00000000 Natixis Investment Managers UK Ltd N/A N/A 00000000000000000000 GB 0.00000000 Natixis Investment Managers S.A. N/A N/A 5493004FNBJP406R4B02 LU 0.00000000 Natixis Japan Securities Co., Ltd. N/A N/A 549300JX7L6CKP0SZF78 JP 0.00000000 Natixis Asia Limited N/A N/A 549300FLVWNBJU1GUG93 HK 0.00000000 Loomis Sayles Distributors, L.P. 8-49575 000041795 00000000000000000000 0.00000000 Harris Associates Securities L.P. 8-19988 000006959 0000000000 0.00000000 Natixis Distribution, LLC 8-46325 000034754 00000000000000000000 0.00000000 Natixis Investment Managers Japan Co., Ltd. N/A N/A 00000000000000000000 JP 0.00000000 Fenchurch Advisory Partners LLP N/A N/A 00000000000000000000 GB 0.00000000 Solomon Partners Securities, LLC 8-43369 000028041 00000000000000000000 0.00000000 Natixis Investment Managers Australia Pty Limited N/A N/A 00000000000000000000 AU 0.00000000 Clipperton Finance Limited (Paris, Paris, FR, Branch) N/A N/A 00000000000000000000 FR 0.00000000 Natixis Investment Managers Switzerland Sarl N/A N/A 00000000000000000000 CH 0.00000000 Natixis Investment Managers International N/A N/A 969500WCY7P9HOJNP063 FR 0.00000000 Natixis Securities Americas LLC 8-719 000001101 549300L8G1E7ZHVEOG75 0.00000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 101753.34000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 9.04000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 54.84000000 101817.22000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 362614645.97000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 321363712.34000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 264619443.31000000 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 94947770.94000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 323413488.56000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 107982432.64000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 570588350.84000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 250232294.91000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 52359667557.59000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 307685954.89000000 55719573082.88000000 N 6282616090.46692307 Committed 500000000.00000000 N N N N Loomis Sayles International Growth Fund S000070337 549300B3EC2I33ZC7N86 N 4 0 0 N/A Y N N N N/A N/A N/A Rule 32a-4 (17 CFR 270.32a-4) Rule 22d-1 (17 CFR 270.22d-1) Y Y Y N Loomis, Sayles & Company, L.P. 801-170 000105377 JIZPN2RX3UMNOYIDI313 N DST Asset Manager Solutions, Inc. 84-00896 00000000000000000000 N N N Merrill Lynch Valuations LLC 54930015EWCI4VNCZP82 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N ICE Data Services, Inc. 13-3668779 Tax ID N The London Clearing House Limited F226TOH6YD6XJB17KS62 GB N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Bloomberg L.P. 549300B56MD0ZC402L06 N Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 N Y Standard Chartered Bank (Hong Kong) Limited X5AV1MBDXGRPX5UGMX13 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Skandinaviska Enskilda Banken A/S F3JS33DEI6XQ4ZBPTN86 DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP Paribas Securities Services 549300WCGB70D06XZS54 FR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UBS Switzerland AG 549300WOIFUSNYH0FL22 CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) The Hongkong and Shanghai Banking Corporation Limited 2HI3YI5320L3RW6NJ957 HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Chuo ku, Tokyo, JP, Branch) 2HI3YI5320L3RW6NJ957 JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank and Trust Company (Edinburgh, GB, Branch) 571474TGEMMWANRLN572 GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Bank International GmbH ZMHGNT7ZPKZ3UFZ8EO46 DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch) 2HI3YI5320L3RW6NJ957 AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Y DST Asset Manager Solutions, Inc. 84-00896 SEC File Number N N N Natixis Advisors, LLC 549300PSRHO2UJWZNJ04 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N Y N Natixis Asia Limited N/A N/A 549300FLVWNBJU1GUG93 HK 0.00000000 Natixis Investment Managers UK Ltd N/A N/A 00000000000000000000 GB 0.00000000 Natixis Distribution, LLC 8-46325 000034754 00000000000000000000 0.00000000 Clipperton Finance Limited (Paris, Paris, FR, Branch) N/A N/A 00000000000000000000 FR 0.00000000 Natixis Tradex Solutions N/A N/A 969500OCY8KZTP2CB380 FR 0.00000000 Natixis Investment Managers International N/A N/A 969500WCY7P9HOJNP063 FR 0.00000000 Natixis N/A N/A KX1WK48MPD4Y2NCUIZ63 FR 0.00000000 Natixis Investment Managers Japan Co., Ltd. N/A N/A 00000000000000000000 JP 0.00000000 Natixis Investment Managers S.A. N/A N/A 5493004FNBJP406R4B02 LU 0.00000000 Natixis Investment Managers Hong Kong Limited N/A N/A 00000000000000000000 HK 0.00000000 Fenchurch Advisory Partners LLP N/A N/A 00000000000000000000 GB 0.00000000 Natixis Investment Managers Switzerland Sarl N/A N/A 00000000000000000000 CH 0.00000000 Natixis Japan Securities Co., Ltd. N/A N/A 549300JX7L6CKP0SZF78 JP 0.00000000 Natixis Securities Americas LLC 8-719 000001101 549300L8G1E7ZHVEOG75 0.00000000 Natixis Investment Managers Securities Investment Consulting (Taipei) Co., Ltd. N/A N/A 00000000000000000000 TW 0.00000000 Solomon Partners Securities, LLC 8-43369 000028041 00000000000000000000 0.00000000 Natixis Investment Managers Australia Pty Limited N/A N/A 00000000000000000000 AU 0.00000000 Harris Associates Securities L.P. 8-19988 000006959 0000000000 0.00000000 Loomis Sayles Distributors, L.P. 8-49575 000041795 00000000000000000000 0.00000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 194.51000000 Liquidnet, Inc. 8-52461 000103987 213800HSKBBO1GCVRG79 20.70000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 164.96000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 8335.48000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 19.52000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 105.58000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 584.10000000 CLSA Americas, LLC 8-69166 000165533 213800M2DXATWY7JMS07 836.04000000 10260.89000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 38056018.28000000 38056018.28000000 N 23258728.48692307 Committed 500000000.00000000 N N N N Loomis Sayles High Income Fund S000006700 8P6ZOX2M1E9CLYYYG221 N 5 0 0 N/A N N Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N/A N/A N/A Rule 32a-4 (17 CFR 270.32a-4) Rule 10f-3 (17 CFR 270.10f-3) Rule 22d-1 (17 CFR 270.22d-1) Y Y Y N Loomis, Sayles & Company, L.P. 801-170 000105377 JIZPN2RX3UMNOYIDI313 N DST Asset Manager Solutions, Inc. 84-00896 00000000000000000000 N N N ICE Data Services, Inc. 13-3668779 Tax ID N Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Bloomberg L.P. 549300B56MD0ZC402L06 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Merrill Lynch Valuations LLC 54930015EWCI4VNCZP82 N The London Clearing House Limited F226TOH6YD6XJB17KS62 GB N Y State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Royal Bank of Canada ES7IP3U3RHIGC71XBU11 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch) E57ODZWZ7FF32TWEFA76 BR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Clearstream Banking S.A. 549300OL514RA0SXJJ44 LU N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Standard Chartered Bank (Jakarta, Jakarta, ID, Branch) 5493006AUYAO7LJWX552 ID N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Y DST Asset Manager Solutions, Inc. 84-00896 SEC File Number N N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N Y Natixis Advisors, LLC 549300PSRHO2UJWZNJ04 Y N N Natixis Investment Managers International N/A N/A 969500WCY7P9HOJNP063 FR 0.00000000 Natixis Investment Managers Hong Kong Limited N/A N/A 00000000000000000000 HK 0.00000000 Natixis Distribution, LLC 8-46325 000034754 00000000000000000000 0.00000000 Natixis Investment Managers UK Ltd N/A N/A 00000000000000000000 GB 0.00000000 Fenchurch Advisory Partners LLP N/A N/A 00000000000000000000 GB 0.00000000 Natixis Investment Managers Australia Pty Limited N/A N/A 00000000000000000000 AU 0.00000000 Natixis Asia Limited N/A N/A 549300FLVWNBJU1GUG93 HK 0.00000000 Natixis Japan Securities Co., Ltd. N/A N/A 549300JX7L6CKP0SZF78 JP 0.00000000 Natixis N/A N/A KX1WK48MPD4Y2NCUIZ63 FR 0.00000000 Harris Associates Securities L.P. 8-19988 000006959 0000000000 0.00000000 Natixis Investment Managers Japan Co., Ltd. N/A N/A 00000000000000000000 JP 0.00000000 Clipperton Finance Limited (Paris, Paris, FR, Branch) N/A N/A 00000000000000000000 FR 0.00000000 Natixis Investment Managers S.A. N/A N/A 5493004FNBJP406R4B02 LU 0.00000000 Natixis Investment Managers Switzerland Sarl N/A N/A 00000000000000000000 CH 0.00000000 Loomis Sayles Distributors, L.P. 8-49575 000041795 00000000000000000000 0.00000000 Solomon Partners Securities, LLC 8-43369 000028041 00000000000000000000 0.00000000 Natixis Securities Americas LLC 8-719 000001101 549300L8G1E7ZHVEOG75 0.00000000 Natixis Tradex Solutions N/A N/A 969500OCY8KZTP2CB380 FR 0.00000000 Natixis Investment Managers Securities Investment Consulting (Taipei) Co., Ltd. N/A N/A 00000000000000000000 TW 0.00000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 58.63000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 221.09000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 799.19000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 113.02000000 RBC Capital Markets, LLC 8-45411 000031194 549300LCO2FLSSVFFR64 0.84000000 Jefferies LLC 8-15074 000002347 58PU97L1C0WSRCWADL48 0.38000000 Piper Sandler & Co. 8-15204 000000665 549300GRQCWQ3XGH0H10 91.94000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 54.64000000 1339.73000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 11632324.87000000 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 18275053.92000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 18296895.17000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 116998640.64000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 1273018263.48000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 13521619.07000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 26345433.73000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 36996132.83000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 12439261.34000000 Jefferies LLC 8-15074 000002347 58PU97L1C0WSRCWADL48 8178794.79000000 1562789804.53000000 N 120834197.24846153 Committed 500000000.00000000 N N N N Loomis Sayles Strategic Income Fund S000006706 KYFRBC8QABICX3ZM7C76 N 6 0 0 N/A N N Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N N N/A N/A N/A Rule 22d-1 (17 CFR 270.22d-1) Rule 32a-4 (17 CFR 270.32a-4) Rule 10f-3 (17 CFR 270.10f-3) Y Y Y N Loomis, Sayles & Company, L.P. 801-170 000105377 JIZPN2RX3UMNOYIDI313 N DST Asset Manager Solutions, Inc. 84-00896 00000000000000000000 N N N PricingDirect Inc. 549300WIC0TOJ7N7GD54 N Chicago Mercantile Exchange Inc. SNZ2OJLFK8MNNCLQOF39 N Merrill Lynch Valuations LLC 54930015EWCI4VNCZP82 N ICE Data Services, Inc. 13-3668779 Tax ID N The London Clearing House Limited F226TOH6YD6XJB17KS62 GB N Bloomberg L.P. 549300B56MD0ZC402L06 N IHS Markit Ltd. 549300HLPTRASHS0E726 GB N Refinitiv US Holdings Inc. 549300NF240HXJO7N016 N Y J.P. Morgan Securities LLC ZBUT11V806EZRVTWT807 N Y Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6) Standard Chartered Bank (Jakarta, Jakarta, ID, Branch) 5493006AUYAO7LJWX552 ID N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch) E57ODZWZ7FF32TWEFA76 BR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) State Street Trust Company Canada 549300L71XG2CTQ2V827 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Royal Bank of Canada ES7IP3U3RHIGC71XBU11 CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Bank Hapoalim B.M. B6ARUI4946ST4S7WOU88 IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Euroclear Bank 549300OZ46BRLZ8Y6F65 BE N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) State Street Bank and Trust Company 571474TGEMMWANRLN572 N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) Landsbankinn hf. 549300TLZPT6JELDWM92 IS N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Clearstream Banking S.A. 549300OL514RA0SXJJ44 LU N Y Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7) Citibank, Anonim Sirketi CWZ8NZDH5SKY12Q4US31 TR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) Y DST Asset Manager Solutions, Inc. 84-00896 SEC File Number N N N Natixis Advisors, LLC 549300PSRHO2UJWZNJ04 Y N State Street Bank and Trust Company 571474TGEMMWANRLN572 N Y N Natixis Securities Americas LLC 8-719 000001101 549300L8G1E7ZHVEOG75 0.00000000 Natixis Investment Managers S.A. N/A N/A 5493004FNBJP406R4B02 LU 0.00000000 Clipperton Finance Limited (Paris, Paris, FR, Branch) N/A N/A 00000000000000000000 FR 0.00000000 Natixis Investment Managers Switzerland Sarl N/A N/A 00000000000000000000 CH 0.00000000 Natixis Asia Limited N/A N/A 549300FLVWNBJU1GUG93 HK 0.00000000 Natixis Tradex Solutions N/A N/A 969500OCY8KZTP2CB380 FR 0.00000000 Natixis N/A N/A KX1WK48MPD4Y2NCUIZ63 FR 0.00000000 Natixis Investment Managers Securities Investment Consulting (Taipei) Co., Ltd. N/A N/A 00000000000000000000 TW 0.00000000 Natixis Investment Managers International N/A N/A 969500WCY7P9HOJNP063 FR 0.00000000 Natixis Investment Managers Japan Co., Ltd. N/A N/A 00000000000000000000 JP 0.00000000 Natixis Investment Managers UK Ltd N/A N/A 00000000000000000000 GB 0.00000000 Solomon Partners Securities, LLC 8-43369 000028041 00000000000000000000 0.00000000 Natixis Investment Managers Hong Kong Limited N/A N/A 00000000000000000000 HK 0.00000000 Fenchurch Advisory Partners LLP N/A N/A 00000000000000000000 GB 0.00000000 Natixis Japan Securities Co., Ltd. N/A N/A 549300JX7L6CKP0SZF78 JP 0.00000000 Loomis Sayles Distributors, L.P. 8-49575 000041795 00000000000000000000 0.00000000 Natixis Distribution, LLC 8-46325 000034754 00000000000000000000 0.00000000 Natixis Investment Managers Australia Pty Limited N/A N/A 00000000000000000000 AU 0.00000000 Harris Associates Securities L.P. 8-19988 000006959 0000000000 0.00000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 15554.77000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 28973.44000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 14329.35000000 Sanford C. Bernstein & Co., LLC 8-52942 000104474 549300I7JYZHT7D5CO04 25357.30000000 UBS Securities LLC 8-22651 000007654 T6FIZBDPKLYJKFCRVK44 13785.82000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 27098.65000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 21019.58000000 Piper Sandler & Co. 8-15204 000000665 549300GRQCWQ3XGH0H10 7009.58000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 121286.98000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 23189.72000000 299428.87000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 810892012.66000000 State Street Bank and Trust Company N/A N/A 571474TGEMMWANRLN572 30066566951.10000000 BofA Securities, Inc. 8-69787 000283942 549300HN4UKV1E2R3U73 1166647039.92000000 Deutsche Bank Securities Inc. 8-17822 000002525 9J6MBOOO7BECTDTUZW19 582502594.02000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 455411687.00000000 HSBC Securities (USA) Inc. 8-41562 000019585 CYYGQCGNHMHPSMRL3R97 372304009.23000000 Credit Suisse Securities (USA) LLC 8-422 000000816 1V8Y6QCX6YMJ2OELII46 439118625.37000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 4468132439.81000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 632911036.12000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 1584148281.79000000 42841702011.85000000 N 5408462389.53846153 Committed 500000000.00000000 N N N N true