0001752724-19-012069.txt : 20190318
0001752724-19-012069.hdr.sgml : 20190318
20190318154841
ACCESSION NUMBER: 0001752724-19-012069
CONFORMED SUBMISSION TYPE: N-CEN
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20181231
FILED AS OF DATE: 20190318
DATE AS OF CHANGE: 20190318
EFFECTIVENESS DATE: 20190318
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Natixis Funds Trust II
CENTRAL INDEX KEY: 0000052136
IRS NUMBER: 041990692
STATE OF INCORPORATION: MA
FILING VALUES:
FORM TYPE: N-CEN
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-00242
FILM NUMBER: 19688121
BUSINESS ADDRESS:
STREET 1: 888 BOYLSTON STREET
STREET 2: 8TH FLOOR
CITY: BOSTON
STATE: MA
ZIP: 02199
BUSINESS PHONE: 800-283-1155
MAIL ADDRESS:
STREET 1: 888 BOYLSTON STREET
STREET 2: 8TH FLOOR
CITY: BOSTON
STATE: MA
ZIP: 02199
FORMER COMPANY:
FORMER CONFORMED NAME: IXIS Advisor Funds Trust II
DATE OF NAME CHANGE: 20050502
FORMER COMPANY:
FORMER CONFORMED NAME: CDC NVEST FUNDS TRUST II
DATE OF NAME CHANGE: 20010503
FORMER COMPANY:
FORMER CONFORMED NAME: NVEST FUNDS TRUST II
DATE OF NAME CHANGE: 20000202
0000052136
S000008033
Natixis Oakmark Fund
C000021802
Class A
NEFOX
C000021804
Class C
NECOX
C000021805
Class Y
NEOYX
C000188564
Class T
NOKTX
C000190720
Class N
NOANX
0000052136
S000023548
ASG Global Alternatives Fund
C000069269
Class A
GAFAX
C000069270
Class C
GAFCX
C000069271
Class Y
GAFYX
C000128763
Class N
GAFNX
C000188565
Class T
GAFTX
0000052136
S000023783
Vaughan Nelson Value Opportunity Fund
C000069913
Class A
VNVAX
C000069914
Class C
VNVCX
C000069915
Class Y
VNVYX
C000128764
Class N
VNVNX
C000188566
Class T
VNVTX
0000052136
S000029564
ASG Managed Futures Strategy Fund
C000090725
Class A
AMFAX
C000090726
Class C
ASFCX
C000090727
Class Y
ASFYX
C000188567
Class T
MFSTX
C000190721
Class N
AMFNX
0000052136
S000030600
Loomis Sayles Strategic Alpha Fund
C000094853
Class A
LABAX
C000094854
Class C
LABCX
C000094855
Class Y
LASYX
C000188568
Class T
LSATX
C000190722
Class N
LASNX
0000052136
S000039535
McDonnell Intermediate Municipal Bond Fund
C000121922
Class A
MIMAX
C000121923
Class C
MIMCX
C000121924
Class Y
MIMYX
C000188569
Class T
MIMTX
0000052136
S000042166
ASG Tactical U.S. Market Fund
C000130927
Class A
USMAX
C000130928
Class C
USMCX
C000130929
Class Y
USMYX
C000188570
Class T
USTMX
0000052136
S000051707
ASG Dynamic Allocation Fund
C000162711
Class A
DAAFX
C000162712
Class C
DACFX
C000162713
Class Y
DAYFX
C000188571
Class T
DAATX
N-CEN
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888 BOYLSTON STREET
8TH FLOOR
BOSTON
02199-8197
US-MA
US
617-449-2822
State Street Bank and Trust Company
225 Franklin Street
Boston
02110
617-786-3000
Custody and Accounting Records.
Natixis Funds Trust II
888 Boylston Street
Boston
02199-8197
617-449-2822
All Fund Records
Natixis Advisors, L.P.
888 Boylston Street
Boston
02199-8197
617-449-2822
Records related to its function as Administrator
AlphaSimplex Group, LLC
255 Main Street
Cambridge
02142
617-475-7100
Records related to its function as Advisor
DST Asset Manager Solutions, Inc.
2000 Crown Colony Drive
Quincy
02169
617-483-5000
Records related to its function as Transfer Agent
Loomis, Sayles & Company, L.P.
One Financial Center
Boston
02111
617-482-2450
Records related to its function as Advisor
McDonnell Investment Management, LLC
One Lincoln Centre
18 W. Butterfield Rd.
Oak Brook
60181
630-684-8600
Records related to its function as Advisor
Vaughan Nelson Investment Management, L.P.
600 Travis Street
Suite 6300
Houston
77002
(713) 224-2545
Records related to its function as Advisor
Natixis Distribution, L.P.
888 Boylston Street
Boston
02199-8197
617-449-2100
Records related to its function as Distributor
Harris Associates L.P.
111 South Wacker Drive
Chicago
60606
312-646-3600
Records related to its function as Advisor
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Edmond J. English
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Wendell J. Knox
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Kevin P. Charleston
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Peter J. Smail
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Kenneth A. Drucker
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Maureen B. Mitchell
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Richard A. Goglia
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Erik R. Sirri
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Cynthia L. Walker
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James P. Palermo
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Kirk D. Johnson
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888 Boylston Street
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Boston
02199-8197
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Natixis Distribution, L.P.
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PricewaterhouseCoopers LLP
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ASG Dynamic Allocation Fund
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801-62448
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DST Asset Manager Solutions, Inc.
84-00896
00000000000000000000
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N
N
IHS Markit Ltd.
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GB
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ICE Data Services, Inc.
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N
Refinitiv
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N
Bloomberg L.P.
549300B56MD0ZC402L06
N
N
J.P. Morgan Securities LLC
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N
Y
Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
DST Asset Manager Solutions, Inc.
84-00896
SEC File Number
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N
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Natixis Advisors, L.P.
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State Street Bank and Trust Company
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Credit Foncier de France
N/A
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FR
0.00000000
Harris Associates Securities L.P.
N/A
000006959
0000000000
0.00000000
Natixis Investment Managers Switzerland Sarl
N/A
000000000
N/A
CH
0.00000000
Natixis Investment Managers Canada LP
N/A
000000000
00000000000000000000
CA
0.00000000
Natixis Structured Issuance SA
N/A
000000000
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LU
0.00000000
Natixis Investment Managers International
N/A
000000000
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FR
0.00000000
Natixis Investment Managers Japan Co., Ltd.
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JP
0.00000000
Natixis
N/A
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FR
0.00000000
Natixis Australia Pty Ltd
N/A
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AU
0.00000000
Natixis Asia Limited
N/A
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549300FLVWNBJU1GUG93
HK
0.00000000
DNCA Courtage
N/A
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FR
0.00000000
Natixis Securities Americas LLC
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0.00000000
Natixis Investment Managers S.A.
N/A
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LU
0.00000000
Natixis Investment Managers Australia Pty Limited
N/A
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AU
0.00000000
Natixis Investment Managers UK Ltd
N/A
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GB
0.00000000
Natixis Interepargne
N/A
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FR
0.00000000
Natixis Investment Managers Hong Kong Limited
N/A
000000000
00000000000000000000
HK
0.00000000
NATIXIS Pfandbriefbank AG
N/A
000000000
529900J6VNDBVTKV7I86
DE
0.00000000
PJ Solomon Securities, LLC
N/A
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00000000000000000000
0.00000000
Loomis Sayles Distributors, L.P.
N/A
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0.00000000
Natixis Asset Management Finance
N/A
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FR
0.00000000
Natixis Wealth Management
N/A
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FR
0.00000000
Nexgen Capital Limited
N/A
000000000
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IE
0.00000000
Natixis Distribution, L.P.
N/A
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0000000000
0.00000000
Natixis Japan Securities Co., Ltd.
N/A
000000000
549300JX7L6CKP0SZF78
JP
0.00000000
Natixis Funding Corp.
N/A
000000000
549300Z415GT4OWHU676
0.00000000
0.00000000
Goldman Sachs & Co. LLC
8-129
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FOR8UP27PHTHYVLBNG30
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Deutsche Bank Securities Inc.
8-17822
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Pershing LLC
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RBC Capital Markets, LLC
8-45411
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CIBC World Markets Corp.
8-18333
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Mizuho Securities USA LLC
8-37710
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MUFG Union Bank, National Association
N/A
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OX3PU53ZLPQKJ4700D47
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Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
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ICAP Corporates LLC
8-12726
000002762
78E0W5ARMBFSS8K1Y274
445735469.20000000
731955041.40000000
N
41207853.72000000
Committed
400000000.00000000
N
N
N
N
ASG Global Alternatives Fund
S000023548
549300O2NJFJ5NLVRI47
Y
4
0
0
N/A
N
N
N
N/A
N/A
N/A
N/A
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Y
Y
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AlphaSimplex Group, LLC
801-62448
000128356
LU8SRV9ICT5E29588H39
N
DST Asset Manager Solutions, Inc.
84-00896
00000000000000000000
N
N
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
ICE Data Services, Inc.
5493000NQ9LYLDBCTL34
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Refinitiv
00000000000000000000
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
N
Y
Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
DST Asset Manager Solutions, Inc.
84-00896
SEC File Number
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
Y
Natixis Advisors, L.P.
549300PSRHO2UJWZNJ04
Y
N
N
Natixis Asset Management Finance
N/A
000000000
969500OCY8KZTP2CB380
FR
0.00000000
Nexgen Capital Limited
N/A
000000000
635400RB4CFTG3P1H146
IE
0.00000000
DNCA Courtage
N/A
000000000
00000000000000000000
FR
0.00000000
Harris Associates Securities L.P.
N/A
000006959
0000000000
0.00000000
Natixis
N/A
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KX1WK48MPD4Y2NCUIZ63
FR
0.00000000
Loomis Sayles Distributors, L.P.
N/A
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00000000000000000000
0.00000000
Natixis Investment Managers Canada LP
N/A
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00000000000000000000
CA
0.00000000
Natixis Investment Managers UK Ltd
N/A
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GB
0.00000000
Natixis Investment Managers Switzerland Sarl
N/A
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N/A
CH
0.00000000
Natixis Funding Corp.
N/A
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0.00000000
Natixis Investment Managers S.A.
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Natixis Investment Managers Australia Pty Limited
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AU
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Natixis Australia Pty Ltd
N/A
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Natixis Investment Managers Japan Co., Ltd.
N/A
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JP
0.00000000
Natixis Asia Limited
N/A
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549300FLVWNBJU1GUG93
HK
0.00000000
Natixis Securities Americas LLC
8-719
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549300L8G1E7ZHVEOG75
0.00000000
Credit Foncier de France
N/A
000000000
969500EYG6U339D3TI84
FR
0.00000000
NATIXIS Pfandbriefbank AG
N/A
000000000
529900J6VNDBVTKV7I86
DE
0.00000000
Natixis Investment Managers International
N/A
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969500WCY7P9HOJNP063
FR
0.00000000
Natixis Investment Managers Hong Kong Limited
N/A
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HK
0.00000000
Natixis Structured Issuance SA
N/A
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549300YZ10WOWPBPDW20
LU
0.00000000
Natixis Japan Securities Co., Ltd.
N/A
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549300JX7L6CKP0SZF78
JP
0.00000000
Natixis Interepargne
N/A
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969500K5E8ZEUGFEJ896
FR
0.00000000
PJ Solomon Securities, LLC
N/A
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00000000000000000000
0.00000000
Natixis Distribution, L.P.
N/A
000034754
0000000000
0.00000000
Natixis Wealth Management
N/A
000000000
969500892AQHFDSWRF71
FR
0.00000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
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1273.38000000
BTIG, LLC
8-65473
000122225
549300GTG9PL6WO3EC51
16818.06000000
Weeden & Co. L.P.
8-37267
000016835
549300OYBLKSN8M8EW67
15041.75000000
ITG Securities (Asia) Limited
N/A
000000000
00000000000000000000
HK
8793.38000000
Virtu Americas LLC
8-68193
000149823
549300RA02N3BNSWBV74
11851.29000000
53777.86000000
Pershing LLC
8-17574
000007560
ZI8Q1A8EI8LQFJNM0D94
2138500251.03000000
MUFG Union Bank, National Association
N/A
000019685
OX3PU53ZLPQKJ4700D47
100000000.00000000
Mizuho Securities USA LLC
8-37710
000019647
7TK5RJIZDFROZCA6XF66
300000000.00000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
3812440015.74999900
Deutsche Bank Capital Corporation
8-15774
000005323
529900NZEAS6DR7N9T89
98000000.00000000
CIBC World Markets Corp.
8-18333
000000630
549300445CON3DBMU275
15065400000.00000000
ICAP Corporates LLC
8-12726
000002762
78E0W5ARMBFSS8K1Y274
21782138508.76000200
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
50000000.00000000
RBC Capital Markets, LLC
8-45411
000031194
549300LCO2FLSSVFFR64
204942130.26000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
103470285.14000000
43790891191.00000000
N
1417489445.23000000
Committed
400000000.00000000
N
N
N
N
Natixis Oakmark Fund
S000008033
5493007A4T6WSF24HP83
Y
4
0
0
N/A
N
N
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
N/A
N/A
N/A
Rule 17a-7 (17 CFR 270.17a-7)
Y
Y
N
N
Natixis Advisors, L.P.
801-48408
000106800
549300PSRHO2UJWZNJ04
N
Harris Associates L.P.
801-50333
000106960
YVC19L6NOWRA51XIKW06
Y
N
DST Asset Manager Solutions, Inc.
84-00896
00000000000000000000
N
N
N
Refinitiv
00000000000000000000
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
ICE Data Services, Inc.
5493000NQ9LYLDBCTL34
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
N
Clearstream Banking S.A.
549300OL514RA0SXJJ44
LU
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
579100KKDGKCFFKKF005
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Nordea Bank AB (Oslo, Oslo, NO, Branch)
0000000000
NO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Credit Suisse Funds AG
549300UY5YPGQ600JV78
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Madrid, Madrid, ES, Branch)
529900SICIK5OVMVY186
ES
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
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)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Nordea Bank Danmark A/S
549300LX0YIEPRTY0Z32
DK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company (London, GB, Branch)
0000000000
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)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Hong Kong) Limited
X5AV1MBDXGRPX5UGMX13
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Vienna, Vienna, AT, Branch)
0000000000
AT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Nordea Bank AB (publ) (Stockholm, Stockholm, SE, Branch)
6SCPQ280AIY8EP3XFW53
SE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Societa per Azioni
529900SS7ZWCX82U3W60
IT
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)
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)
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
DST Asset Manager Solutions, Inc.
84-00896
SEC File Number
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
Y
Natixis Advisors, L.P.
549300PSRHO2UJWZNJ04
Y
N
N
Natixis Funding Corp.
N/A
000000000
549300Z415GT4OWHU676
0.00000000
Natixis Investment Managers Australia Pty Limited
N/A
000000000
00000000000000000000
AU
0.00000000
PJ Solomon Securities, LLC
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000000000
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0.00000000
Natixis Investment Managers Japan Co., Ltd.
N/A
000000000
00000000000000000000
JP
0.00000000
Natixis Investment Managers Hong Kong Limited
N/A
000000000
00000000000000000000
HK
0.00000000
Natixis Japan Securities Co., Ltd.
N/A
000000000
549300JX7L6CKP0SZF78
JP
0.00000000
NATIXIS Pfandbriefbank AG
N/A
000000000
529900J6VNDBVTKV7I86
DE
0.00000000
Nexgen Capital Limited
N/A
000000000
635400RB4CFTG3P1H146
IE
0.00000000
Natixis Australia Pty Ltd
N/A
000000000
00000000000000000000
AU
0.00000000
Harris Associates Securities L.P.
N/A
000006959
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0.00000000
Natixis Investment Managers Canada LP
N/A
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CA
0.00000000
Natixis
N/A
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0.00000000
Natixis Asset Management Finance
N/A
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0.00000000
Natixis Distribution, L.P.
N/A
000034754
0000000000
0.00000000
Natixis Structured Issuance SA
N/A
000000000
549300YZ10WOWPBPDW20
LU
0.00000000
DNCA Courtage
N/A
000000000
00000000000000000000
FR
0.00000000
Natixis Investment Managers UK Ltd
N/A
000000000
00000000000000000000
GB
0.00000000
Natixis Investment Managers Switzerland Sarl
N/A
000000000
N/A
CH
0.00000000
Natixis Investment Managers International
N/A
000000000
969500WCY7P9HOJNP063
FR
0.00000000
Natixis Wealth Management
N/A
000000000
969500892AQHFDSWRF71
FR
0.00000000
Natixis Investment Managers S.A.
N/A
000000000
5493004FNBJP406R4B02
LU
0.00000000
Natixis Securities Americas LLC
8-719
000001101
549300L8G1E7ZHVEOG75
0.00000000
Credit Foncier de France
N/A
000000000
969500EYG6U339D3TI84
FR
0.00000000
Natixis Asia Limited
N/A
000000000
549300FLVWNBJU1GUG93
HK
0.00000000
Loomis Sayles Distributors, L.P.
N/A
000000000
00000000000000000000
0.00000000
Natixis Interepargne
N/A
000000000
969500K5E8ZEUGFEJ896
FR
0.00000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
5954.86000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
2710.80000000
JPMorgan Chase & Co.
8-35008
000000079
8I5DZWZKVSZI1NUHU748
3971.13000000
ISI Group, Inc
8-43515
000028195
0000000000
4177.80000000
Jefferies LLC
8-15074
000002347
58PU97L1C0WSRCWADL48
2219.01000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
4110.43000000
Piper Jaffray & Co.
8-15204
000000665
549300GRQCWQ3XGH0H10
2182.50000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
2916.76000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
3027.63000000
William Blair & Company, L.L.C.
8-2698
000001252
549300J0P7XYE8BMZ775
3191.13000000
43447.33000000
JPMorgan Chase & Co.
8-35008
000000079
8I5DZWZKVSZI1NUHU748
1503800.00000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
3773727607.00000000
3775231407.00000000
Y
330324650.86000000
Committed
400000000.00000000
N
N
N
N
Vaughan Nelson Value Opportunity Fund
S000023783
549300GZXNFOZZHEBH13
Y
4
0
0
N/A
N
N
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
N/A
N/A
N/A
N/A
Y
N
N
N
Natixis Advisors, L.P.
801-48408
000106800
549300PSRHO2UJWZNJ04
N
Vaughan Nelson Investment Management, L.P.
801-51795
000106975
549300FRU9FLMWI67N43
Y
N
DST Asset Manager Solutions, Inc.
84-00896
00000000000000000000
N
N
N
ICE Data Services, Inc.
5493000NQ9LYLDBCTL34
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Refinitiv
00000000000000000000
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
DST Asset Manager Solutions, Inc.
84-00896
SEC File Number
N
N
N
Natixis Advisors, L.P.
549300PSRHO2UJWZNJ04
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
Y
N
Harris Associates Securities L.P.
N/A
000006959
0000000000
0.00000000
PJ Solomon Securities, LLC
N/A
000000000
00000000000000000000
0.00000000
NATIXIS Pfandbriefbank AG
N/A
000000000
529900J6VNDBVTKV7I86
DE
0.00000000
Natixis Investment Managers Hong Kong Limited
N/A
000000000
00000000000000000000
HK
0.00000000
Natixis Japan Securities Co., Ltd.
N/A
000000000
549300JX7L6CKP0SZF78
JP
0.00000000
Natixis Funding Corp.
N/A
000000000
549300Z415GT4OWHU676
0.00000000
Natixis Asset Management Finance
N/A
000000000
969500OCY8KZTP2CB380
FR
0.00000000
Natixis Investment Managers Australia Pty Limited
N/A
000000000
00000000000000000000
AU
0.00000000
Loomis Sayles Distributors, L.P.
N/A
000000000
00000000000000000000
0.00000000
Natixis Investment Managers Switzerland Sarl
N/A
000000000
N/A
CH
0.00000000
Credit Foncier de France
N/A
000000000
969500EYG6U339D3TI84
FR
0.00000000
Nexgen Capital Limited
N/A
000000000
635400RB4CFTG3P1H146
IE
0.00000000
Natixis Distribution, L.P.
N/A
000034754
0000000000
0.00000000
Natixis Asia Limited
N/A
000000000
549300FLVWNBJU1GUG93
HK
0.00000000
Natixis Investment Managers Canada LP
N/A
000000000
00000000000000000000
CA
0.00000000
Natixis Investment Managers UK Ltd
N/A
000000000
00000000000000000000
GB
0.00000000
Natixis Investment Managers S.A.
N/A
000000000
5493004FNBJP406R4B02
LU
0.00000000
Natixis Investment Managers Japan Co., Ltd.
N/A
000000000
00000000000000000000
JP
0.00000000
Natixis
N/A
000000000
KX1WK48MPD4Y2NCUIZ63
FR
0.00000000
Natixis Structured Issuance SA
N/A
000000000
549300YZ10WOWPBPDW20
LU
0.00000000
DNCA Courtage
N/A
000000000
00000000000000000000
FR
0.00000000
Natixis Interepargne
N/A
000000000
969500K5E8ZEUGFEJ896
FR
0.00000000
Natixis Wealth Management
N/A
000000000
969500892AQHFDSWRF71
FR
0.00000000
Natixis Australia Pty Ltd
N/A
000000000
00000000000000000000
AU
0.00000000
Natixis Investment Managers International
N/A
000000000
969500WCY7P9HOJNP063
FR
0.00000000
Natixis Securities Americas LLC
8-719
000001101
549300L8G1E7ZHVEOG75
0.00000000
BTIG, LLC
8-65473
000122225
549300GTG9PL6WO3EC51
2914.50000000
B. Riley FBR, Inc.
008-41426
000025027
2549005CLOSQO0MJEA57
3532.50000000
Liquidnet, Inc.
8-52461
000103987
213800HSKBBO1GCVRG79
318510.44000000
Oppenheimer & Co. Inc.
8-4077
000000249
254900VH02JQR2L8XD64
54547.51000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
145544.97000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
3105.06000000
ITG Securities (Asia) Limited
N/A
000000000
00000000000000000000
HK
15359.65000000
STIFEL NICOLAUS & CO INC.
8-1447
000000793
5WUVMA08EYG4KEUPW589
3035.33000000
JPMorgan Chase & Co.
8-35008
000000079
8I5DZWZKVSZI1NUHU748
11759.01000000
Keefe, Bruyette & Woods Limited
N/A
000000000
00000000000000000000
GB
4363.63000000
573093.95000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
3999351925.00000000
3999351925.00000000
Y
911071063.71000000
Committed
400000000.00000000
N
N
N
ASG Managed Futures Strategy Fund
S000029564
5493003UQM09GTIXUQ46
Y
4
0
0
N/A
N
N
N
N/A
N/A
N/A
N/A
Y
Y
N
N
AlphaSimplex Group, LLC
801-62448
000128356
LU8SRV9ICT5E29588H39
N
DST Asset Manager Solutions, Inc.
84-00896
00000000000000000000
N
N
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
Refinitiv
00000000000000000000
N
ICE Data Services, Inc.
5493000NQ9LYLDBCTL34
N
N
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
N
Y
Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
DST Asset Manager Solutions, Inc.
84-00896
SEC File Number
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
Y
Natixis Advisors, L.P.
549300PSRHO2UJWZNJ04
Y
N
N
PJ Solomon Securities, LLC
N/A
000000000
00000000000000000000
0.00000000
DNCA Courtage
N/A
000000000
00000000000000000000
FR
0.00000000
Natixis Wealth Management
N/A
000000000
969500892AQHFDSWRF71
FR
0.00000000
Natixis Investment Managers Canada LP
N/A
000000000
00000000000000000000
CA
0.00000000
Natixis Distribution, L.P.
N/A
000034754
0000000000
0.00000000
Natixis Structured Issuance SA
N/A
000000000
549300YZ10WOWPBPDW20
LU
0.00000000
Natixis Investment Managers UK Ltd
N/A
000000000
00000000000000000000
GB
0.00000000
Natixis Investment Managers Hong Kong Limited
N/A
000000000
00000000000000000000
HK
0.00000000
Natixis
N/A
000000000
KX1WK48MPD4Y2NCUIZ63
FR
0.00000000
Natixis Investment Managers Japan Co., Ltd.
N/A
000000000
00000000000000000000
JP
0.00000000
Credit Foncier de France
N/A
000000000
969500EYG6U339D3TI84
FR
0.00000000
Loomis Sayles Distributors, L.P.
N/A
000000000
00000000000000000000
0.00000000
Natixis Asset Management Finance
N/A
000000000
969500OCY8KZTP2CB380
FR
0.00000000
Natixis Investment Managers Switzerland Sarl
N/A
000000000
N/A
CH
0.00000000
Natixis Investment Managers Australia Pty Limited
N/A
000000000
00000000000000000000
AU
0.00000000
Natixis Investment Managers S.A.
N/A
000000000
5493004FNBJP406R4B02
LU
0.00000000
Natixis Interepargne
N/A
000000000
969500K5E8ZEUGFEJ896
FR
0.00000000
Nexgen Capital Limited
N/A
000000000
635400RB4CFTG3P1H146
IE
0.00000000
Natixis Asia Limited
N/A
000000000
549300FLVWNBJU1GUG93
HK
0.00000000
Natixis Japan Securities Co., Ltd.
N/A
000000000
549300JX7L6CKP0SZF78
JP
0.00000000
Harris Associates Securities L.P.
N/A
000006959
0000000000
0.00000000
NATIXIS Pfandbriefbank AG
N/A
000000000
529900J6VNDBVTKV7I86
DE
0.00000000
Natixis Securities Americas LLC
8-719
000001101
549300L8G1E7ZHVEOG75
0.00000000
Natixis Funding Corp.
N/A
000000000
549300Z415GT4OWHU676
0.00000000
Natixis Australia Pty Ltd
N/A
000000000
00000000000000000000
AU
0.00000000
Natixis Investment Managers International
N/A
000000000
969500WCY7P9HOJNP063
FR
0.00000000
0.00000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
54263256.42000000
MUFG Union Bank, National Association
N/A
000019685
OX3PU53ZLPQKJ4700D47
80000000.00000000
Pershing LLC
8-17574
000007560
ZI8Q1A8EI8LQFJNM0D94
3524300753.09000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
283242606.96000000
CIBC World Markets Corp.
8-18333
000000630
549300445CON3DBMU275
33338575000.00000000
RBC Capital Markets, LLC
8-45411
000031194
549300LCO2FLSSVFFR64
282796607.38000000
Mizuho Securities USA LLC
8-37710
000019647
7TK5RJIZDFROZCA6XF66
593750000.00000000
ICAP Corporates LLC
8-12726
000002762
78E0W5ARMBFSS8K1Y274
45769050071.59999000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
7993461836.23000100
Deutsche Bank Capital Corporation
8-15774
000005323
529900NZEAS6DR7N9T89
361000000.00000000
92640940132.00000000
N
2984586338.81000000
Committed
400000000.00000000
N
N
N
N
McDonnell Intermediate Municipal Bond Fund
S000039535
549300SVNEULES5WRW78
Y
3
0
0
N/A
N
N
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
N/A
N/A
N/A
N/A
Y
Y
Y
N
Natixis Advisors, L.P.
801-48408
000106800
549300PSRHO2UJWZNJ04
N
McDonnell Investment Management, LLC
801-77394
000166176
00000000000000000000
Y
N
DST Asset Manager Solutions, Inc.
84-00896
00000000000000000000
N
N
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
Refinitiv
00000000000000000000
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
ICE Data Services, Inc.
5493000NQ9LYLDBCTL34
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
N
DST Asset Manager Solutions, Inc.
84-00896
SEC File Number
N
N
N
Natixis Advisors, L.P.
549300PSRHO2UJWZNJ04
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
Y
N
Natixis
N/A
000000000
KX1WK48MPD4Y2NCUIZ63
FR
0.00000000
NATIXIS Pfandbriefbank AG
N/A
000000000
529900J6VNDBVTKV7I86
DE
0.00000000
Harris Associates Securities L.P.
N/A
000006959
0000000000
0.00000000
Natixis Asia Limited
N/A
000000000
549300FLVWNBJU1GUG93
HK
0.00000000
Natixis Interepargne
N/A
000000000
969500K5E8ZEUGFEJ896
FR
0.00000000
Natixis Distribution, L.P.
N/A
000034754
0000000000
0.00000000
Natixis Japan Securities Co., Ltd.
N/A
000000000
549300JX7L6CKP0SZF78
JP
0.00000000
Natixis Investment Managers S.A.
N/A
000000000
5493004FNBJP406R4B02
LU
0.00000000
Natixis Wealth Management
N/A
000000000
969500892AQHFDSWRF71
FR
0.00000000
PJ Solomon Securities, LLC
N/A
000000000
00000000000000000000
0.00000000
Loomis Sayles Distributors, L.P.
N/A
000000000
00000000000000000000
0.00000000
Natixis Investment Managers Canada LP
N/A
000000000
00000000000000000000
CA
0.00000000
Natixis Funding Corp.
N/A
000000000
549300Z415GT4OWHU676
0.00000000
DNCA Courtage
N/A
000000000
00000000000000000000
FR
0.00000000
Credit Foncier de France
N/A
000000000
969500EYG6U339D3TI84
FR
0.00000000
Natixis Investment Managers Japan Co., Ltd.
N/A
000000000
00000000000000000000
JP
0.00000000
Natixis Asset Management Finance
N/A
000000000
969500OCY8KZTP2CB380
FR
0.00000000
Natixis Investment Managers UK Ltd
N/A
000000000
00000000000000000000
GB
0.00000000
Natixis Australia Pty Ltd
N/A
000000000
00000000000000000000
AU
0.00000000
Natixis Investment Managers Hong Kong Limited
N/A
000000000
00000000000000000000
HK
0.00000000
Natixis Investment Managers Australia Pty Limited
N/A
000000000
00000000000000000000
AU
0.00000000
Nexgen Capital Limited
N/A
000000000
635400RB4CFTG3P1H146
IE
0.00000000
Natixis Investment Managers International
N/A
000000000
969500WCY7P9HOJNP063
FR
0.00000000
Natixis Investment Managers Switzerland Sarl
N/A
000000000
N/A
CH
0.00000000
Natixis Securities Americas LLC
8-719
000001101
549300L8G1E7ZHVEOG75
0.00000000
Natixis Structured Issuance SA
N/A
000000000
549300YZ10WOWPBPDW20
LU
0.00000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
125.00000000
125.00000000
RBC Capital Markets, LLC
8-45411
000031194
549300LCO2FLSSVFFR64
1443137.00000000
JPMorgan Chase & Co.
8-35008
000000079
8I5DZWZKVSZI1NUHU748
7242933.00000000
Pershing LLC
8-17574
000007560
ZI8Q1A8EI8LQFJNM0D94
6108455.20000000
Wells Fargo Securities, LLC
8-65876
000126292
VYVVCKR63DVZZN70PB21
1329528.00000000
Janney Montgomery Scott LLC
8-462
000000463
549300QQRY1JCFQHYS08
1792332.00000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
7925900.00000000
STIFEL NICOLAUS & CO INC.
8-1447
000000793
5WUVMA08EYG4KEUPW589
2862537.90000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
152894508.84000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
6285632.50000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
1870552.50000000
197986385.70000000
N
27639596.94000000
Committed
400000000.00000000
N
N
N
N
ASG Tactical U.S. Market Fund
S000042166
549300GVIL1EOIRQEV34
Y
3
0
0
N/A
N
N
N
N
N/A
N/A
N/A
N/A
Y
Y
Y
N
AlphaSimplex Group, LLC
801-62448
000128356
LU8SRV9ICT5E29588H39
N
DST Asset Manager Solutions, Inc.
84-00896
00000000000000000000
N
N
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
ICE Data Services, Inc.
5493000NQ9LYLDBCTL34
N
Refinitiv
00000000000000000000
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
N
Y
Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
N
DST Asset Manager Solutions, Inc.
84-00896
SEC File Number
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
Y
Natixis Advisors, L.P.
549300PSRHO2UJWZNJ04
Y
N
N
Natixis Japan Securities Co., Ltd.
N/A
000000000
549300JX7L6CKP0SZF78
JP
0.00000000
Natixis Securities Americas LLC
8-719
000001101
549300L8G1E7ZHVEOG75
0.00000000
Natixis Investment Managers S.A.
N/A
000000000
5493004FNBJP406R4B02
LU
0.00000000
Harris Associates Securities L.P.
N/A
000006959
0000000000
0.00000000
Natixis Investment Managers Canada LP
N/A
000000000
00000000000000000000
CA
0.00000000
NATIXIS Pfandbriefbank AG
N/A
000000000
529900J6VNDBVTKV7I86
DE
0.00000000
Natixis Interepargne
N/A
000000000
969500K5E8ZEUGFEJ896
FR
0.00000000
Credit Foncier de France
N/A
000000000
969500EYG6U339D3TI84
FR
0.00000000
Nexgen Capital Limited
N/A
000000000
635400RB4CFTG3P1H146
IE
0.00000000
Natixis Wealth Management
N/A
000000000
969500892AQHFDSWRF71
FR
0.00000000
Natixis Investment Managers Australia Pty Limited
N/A
000000000
00000000000000000000
AU
0.00000000
Natixis Distribution, L.P.
N/A
000034754
0000000000
0.00000000
Natixis Australia Pty Ltd
N/A
000000000
00000000000000000000
AU
0.00000000
Loomis Sayles Distributors, L.P.
N/A
000000000
00000000000000000000
0.00000000
Natixis Investment Managers Switzerland Sarl
N/A
000000000
N/A
CH
0.00000000
Natixis Structured Issuance SA
N/A
000000000
549300YZ10WOWPBPDW20
LU
0.00000000
Natixis Asset Management Finance
N/A
000000000
969500OCY8KZTP2CB380
FR
0.00000000
Natixis Investment Managers Japan Co., Ltd.
N/A
000000000
00000000000000000000
JP
0.00000000
Natixis Investment Managers Hong Kong Limited
N/A
000000000
00000000000000000000
HK
0.00000000
Natixis Funding Corp.
N/A
000000000
549300Z415GT4OWHU676
0.00000000
Natixis
N/A
000000000
KX1WK48MPD4Y2NCUIZ63
FR
0.00000000
Natixis Investment Managers International
N/A
000000000
969500WCY7P9HOJNP063
FR
0.00000000
Natixis Investment Managers UK Ltd
N/A
000000000
00000000000000000000
GB
0.00000000
PJ Solomon Securities, LLC
N/A
000000000
00000000000000000000
0.00000000
DNCA Courtage
N/A
000000000
00000000000000000000
FR
0.00000000
Natixis Asia Limited
N/A
000000000
549300FLVWNBJU1GUG93
HK
0.00000000
ITG Securities (Asia) Limited
N/A
000000000
00000000000000000000
HK
27164.70000000
27164.70000000
Deutsche Bank Securities Inc.
8-17822
000002525
9J6MBOOO7BECTDTUZW19
7000000.00000000
MUFG Union Bank, National Association
N/A
000019685
OX3PU53ZLPQKJ4700D47
6000000.00000000
Pershing LLC
8-17574
000007560
ZI8Q1A8EI8LQFJNM0D94
56500000.00000000
ICAP Corporates LLC
8-12726
000002762
78E0W5ARMBFSS8K1Y274
1729632887.98000000
CIBC World Markets Corp.
8-18333
000000630
549300445CON3DBMU275
727550000.00000000
RBC Capital Markets, LLC
8-45411
000031194
549300LCO2FLSSVFFR64
5500000.00000000
Mizuho Securities USA LLC
8-37710
000019647
7TK5RJIZDFROZCA6XF66
21500000.00000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
43503705.78000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
236320264.87000000
2833506859.00000000
N
162635501.05000000
Committed
400000000.00000000
N
N
N
N
Loomis Sayles Strategic Alpha Fund
S000030600
XW1RTFP3MQA6N2KPMD54
Y
5
0
0
N/A
Y
N
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
N
N/A
N/A
N/A
Rule 10f-3 (17 CFR 270.10f-3)
Y
Y
N
Y
Loomis, Sayles & Company, L.P.
801-170
000105377
JIZPN2RX3UMNOYIDI313
N
DST Asset Manager Solutions, Inc.
84-00896
00000000000000000000
N
N
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Refinitiv
00000000000000000000
N
ICE Data Services, Inc.
5493000NQ9LYLDBCTL34
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
N
Bank Handlowy w Warszawie Spolka Akcyjna
XLEZHWWOI4HFQDGL4793
PL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
State Street Bank and Trust Company (London, GB, Branch)
0000000000
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank del Peru S.A.
MYTK5NHHP1G8TVFGT193
PE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe Public Limited Company (Budapest, HU, Branch)
N1FBEDJ5J41VKZLO2475
HU
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Sisli, Istanbul, TR, Branch)
0000000000
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
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)
HSBC Bank Middle East Limited (Doha, Ad Dawhah, QA, Branch)
549300F99IL9YJDWH369
QA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Madrid, Madrid, ES, Branch)
529900SICIK5OVMVY186
ES
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)
Citibank, National Association (Sao Paulo, Sao Paulo, BR, Branch)
579100KKDGKCFFKKF005
BR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank (Malaysia) Berhad
529900DLWFR8HK7DR278
MY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
HSBC Bank (China) Company Limited
2CZOJRADNJXBLT55G526
CN
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Jung-gu, Seoul, KR, Branch)
2HI3YI5320L3RW6NJ957
KR
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)
The Standard Bank of South Africa Limited
QFC8ZCW3Q5PRXU1XTM60
ZA
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))
Deutsche Bank Societa per Azioni
529900SS7ZWCX82U3W60
IT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Jongno-gu, Seoul, KR, Branch)
0000000000
KR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Jakarta, Jakarta, ID, Branch)
7LTWFZYICNSX8D621K86
ID
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)
Landsbankinn hf.
549300TLZPT6JELDWM92
IS
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)
RB0PEZSDGCO3JS6CEU02
JP
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch)
7LTWFZYICNSX8D621K86
PH
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)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Hong Kong) Limited
X5AV1MBDXGRPX5UGMX13
HK
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Itau CorpBanca
549300DDPTTIZ06NIV06
CL
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)
Clearstream Banking S.A.
549300OL514RA0SXJJ44
LU
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
AB SEB bankas
549300SBPFE9JX7N8J82
LT
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank Polska Kasa Opieki - Spolka Akcyjna
5493000LKS7B3UTF7H35
PL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
BNP Paribas Securities Services (Athens, Attica, GR, Branch)
549300WCGB70D06XZS54
GR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Standard Chartered Bank (Thai) Public Company Limited
549300O1LQYCQ7G1IM57
TH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
AS SEB Pank
549300ND1MQ8SNNYMJ22
EE
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Cititrust Colombia S A Sociedad Fiduciaria
549300242J3IJCOSGI49
CO
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Ceskoslovenska obchodni banka, a. s.
Q5BP2UEQ48R75BOTCB92
CZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Citibank Europe Public Limited Company (Sofia, Sofia Capital, BG, Branch)
N1FBEDJ5J41VKZLO2475
BG
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Bank of America, National Association
B4TYDEB6GKMZO031MB27
N
Y
Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Credit Suisse Securities (USA) LLC
1V8Y6QCX6YMJ2OELII46
N
Y
Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Barclays Bank PLC
G5GSEF7VJP5I7OUK5573
GB
N
Y
Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
HSBC Bank USA, National Association (
1IE8VN30JCEQV1H4R804
N
Y
Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
UBS AG
BFM8T61CT2L1QCEMIK50
CH
N
Y
Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Deutsche Bank Aktiengesellschaft
7LTWFZYICNSX8D621K86
DE
N
Y
Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
N
Y
Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
N
DST Asset Manager Solutions, Inc.
84-00896
SEC File Number
N
N
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
Y
Natixis Advisors, L.P.
549300PSRHO2UJWZNJ04
Y
N
N
Loomis Sayles Distributors, L.P.
N/A
000000000
00000000000000000000
0.00000000
Natixis Interepargne
N/A
000000000
969500K5E8ZEUGFEJ896
FR
0.00000000
Natixis Investment Managers International
N/A
000000000
969500WCY7P9HOJNP063
FR
0.00000000
Natixis Funding Corp.
N/A
000000000
549300Z415GT4OWHU676
0.00000000
Natixis Australia Pty Ltd
N/A
000000000
00000000000000000000
AU
0.00000000
Natixis Investment Managers S.A.
N/A
000000000
5493004FNBJP406R4B02
LU
0.00000000
Natixis Japan Securities Co., Ltd.
N/A
000000000
549300JX7L6CKP0SZF78
JP
0.00000000
PJ Solomon Securities, LLC
N/A
000000000
00000000000000000000
0.00000000
Natixis Structured Issuance SA
N/A
000000000
549300YZ10WOWPBPDW20
LU
0.00000000
DNCA Courtage
N/A
000000000
00000000000000000000
FR
0.00000000
Harris Associates Securities L.P.
N/A
000006959
0000000000
0.00000000
Natixis Investment Managers UK Ltd
N/A
000000000
00000000000000000000
GB
0.00000000
Credit Foncier de France
N/A
000000000
969500EYG6U339D3TI84
FR
0.00000000
Natixis Investment Managers Hong Kong Limited
N/A
000000000
00000000000000000000
HK
0.00000000
Natixis Investment Managers Canada LP
N/A
000000000
00000000000000000000
CA
0.00000000
Natixis Asset Management Finance
N/A
000000000
969500OCY8KZTP2CB380
FR
0.00000000
Natixis Securities Americas LLC
8-719
000001101
549300L8G1E7ZHVEOG75
0.00000000
Nexgen Capital Limited
N/A
000000000
635400RB4CFTG3P1H146
IE
0.00000000
Natixis
N/A
000000000
KX1WK48MPD4Y2NCUIZ63
FR
0.00000000
Natixis Investment Managers Japan Co., Ltd.
N/A
000000000
00000000000000000000
JP
0.00000000
NATIXIS Pfandbriefbank AG
N/A
000000000
529900J6VNDBVTKV7I86
DE
0.00000000
Natixis Asia Limited
N/A
000000000
549300FLVWNBJU1GUG93
HK
0.00000000
Natixis Investment Managers Australia Pty Limited
N/A
000000000
00000000000000000000
AU
0.00000000
Natixis Investment Managers Switzerland Sarl
N/A
000000000
N/A
CH
0.00000000
Natixis Distribution, L.P.
N/A
000034754
0000000000
0.00000000
Natixis Wealth Management
N/A
000000000
969500892AQHFDSWRF71
FR
0.00000000
BMO Capital Markets Corp.
008-34344
000016686
RUC0QBLBRPRCU4W1NE59
7429.24000000
Jefferies LLC
8-15074
000002347
58PU97L1C0WSRCWADL48
12570.01000000
Deutsche Bank Securities Inc.
8-17822
000002525
9J6MBOOO7BECTDTUZW19
5801.38000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
36680.07000000
Sanford C. Bernstein & Co., LLC
8-52942
000104474
549300I7JYZHT7D5CO04
6266.85000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
6420.79000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
29557.25000000
JPMorgan Chase & Co.
8-35008
000000079
8I5DZWZKVSZI1NUHU748
117175.94000000
Merrill Lynch, Pierce, Fenner & Smith Incorporated
8-7221
000007691
8NAV47T0Y26Q87Y0QP81
15222.72000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
10330.01000000
258749.46000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
353990549.78000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
212852066.21000000
Jefferies LLC
8-15074
000002347
58PU97L1C0WSRCWADL48
191170573.63000000
Nomura Securities International, Inc.
8-15255
000004297
OXTKY6Q8X53C9ILVV871
522377501.60000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
2943638499.79000000
JPMorgan Chase & Co.
8-35008
000000079
8I5DZWZKVSZI1NUHU748
2083906168.02000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
16870629862.00000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
914934024.61000000
The Royal Bank of Scotland Group Public Limited Company
N/A
000000000
2138005O9XJIJN4JPN90
GB
174461719.20000000
HSBC Securities (USA) Inc.
8-41562
000019585
CYYGQCGNHMHPSMRL3R97
769159928.20000000
25705678788.00000000
Y
1324195598.81000000
Committed
400000000.00000000
N
N
N
N
true
INTERNAL CONTROL RPT
2
NCEN_9994751259899553.txt
Report of Independent Registered Public
Accounting Firm
To the Board of Trustees and Shareholders of Natixis
Funds Trust II
In planning and performing our audits of the financial
statements of ASG Dynamic Allocation Fund, ASG Global
Alternatives Fund, ASG Managed Futures Strategy Fund,
ASG Tactical U.S. Market Fund, Natixis Oakmark Fund,
McDonnell Intermediate Municipal Bond Fund, Vaughan
Nelson Value Opportunity Fund, and Loomis Sayles
Strategic Alpha Fund, each a series of Natixis Funds
Trust II (the "Funds") as of and for the year ended
December 31, 2018, in accordance with the standards of
the Public Company Accounting Oversight Board (United
States) (PCAOB), we considered the Funds' internal
control over financial reporting, including controls over
safeguarding securities, as a basis for designing our
auditing procedures for the purpose of expressing our
opinion on the financial statements and to comply with
the requirements of Form N-CEN, but not for the
purpose of expressing an opinion on the effectiveness of
the Funds' internal control over financial reporting.
Accordingly, we do not express an opinion on the
effectiveness of the Funds' internal control over financial
reporting.
The management of the Funds is responsible for
establishing and maintaining effective internal control
over financial reporting. In fulfilling this responsibility,
estimates and judgments by management are required to
assess the expected benefits and related costs of controls.
A fund's internal control over financial reporting is a
process designed to provide reasonable assurance
regarding the reliability of financial reporting and the
preparation of financial statements for external purposes
in accordance with generally accepted accounting
principles. A fund's internal control over financial
reporting includes those policies and procedures that (1)
pertain to the maintenance of records that, in reasonable
detail, accurately and fairly reflect the transactions and
dispositions of the assets of the fund; (2) provide
reasonable assurance that transactions are recorded as
necessary to permit preparation of financial statements
in accordance with generally accepted accounting
principles, and that receipts and expenditures of the fund
are being made only in accordance with authorizations of
management and trustees of the fund; and (3) provide
reasonable assurance regarding prevention or timely
detection of unauthorized acquisition, use or disposition
of a fund's assets that could have a material effect on the
financial statements.
Because of its inherent limitations, internal control over
financial reporting may not prevent or detect
misstatements. Also, projections of any evaluation of
effectiveness to future periods are subject to the risk that
controls may become inadequate because of changes in
conditions, or that the degree of compliance with the
policies or procedures may deteriorate.
A deficiency in internal control over financial reporting
exists when the design or operation of a control does not
allow management or employees, in the normal course of
performing their assigned functions, to prevent or detect
misstatements on a timely basis. A material weakness is a
deficiency, or a combination of deficiencies, in internal
control over financial reporting, such that there is a
reasonable possibility that a material misstatement of the
Funds' annual or interim financial statements will not be
prevented or detected on a timely basis.
Our consideration of the Funds' internal control over
financial reporting was for the limited purpose described
in the first paragraph and would not necessarily disclose
all deficiencies in internal control over financial reporting
that might be material weaknesses under standards
established by the PCAOB. However, we noted no
deficiencies in the Funds' internal control over financial
reporting and its operation, including controls over
safeguarding securities, that we consider to be material
weaknesses as defined above as of December 31, 2018.
This report is intended solely for the information and use
of the Board of Trustees of Natixis Funds Trust II and the
Securities and Exchange Commission and is not intended
to be and should not be used by anyone other than these
specified parties.
/s/ PricewaterhouseCoopers LLP
Boston, Massachusetts
February 21, 2019