0001752724-20-043197.txt : 20200228 0001752724-20-043197.hdr.sgml : 20200228 20200228153959 ACCESSION NUMBER: 0001752724-20-043197 CONFORMED SUBMISSION TYPE: NPORT-P PUBLIC DOCUMENT COUNT: 1 CONFORMED PERIOD OF REPORT: 20191231 FILED AS OF DATE: 20200228 PERIOD START: 20191231 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: NPORT-P SEC ACT: 1940 Act SEC FILE NUMBER: 811-00242 FILM NUMBER: 20669482 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 S000042166 ASG Tactical U.S. Market Fund C000130927 Class A USMAX C000130928 Class C USMCX C000130929 Class Y USMYX NPORT-P 1 primary_doc.xml NPORT-P false 0000052136 XXXXXXXX S000042166 C000130929 C000130927 C000130928 Natixis Funds Trust II 811-00242 0000052136 R4B5ZXLI2IMIOWT67V76 888 BOYLSTON STREET Suite 800 BOSTON 02199-8197 617-449-2822 ASG Tactical U.S. Market Fund S000042166 549300GVIL1EOIRQEV34 2019-12-31 2019-12-31 N 211967870.78 280786.61 211687084.17 0 0 0 0 0 0 0 0 0 0 0 0 0 0 USD N Lam Research Corp 549300I4GMO6D34U1T02 512807108 1827.00000000 NS USD 534214.80000000 0.252360602015 Long EC CORP US N 1 N N N Microsoft Corp INR2EJN1ERAN0W5ZP974 594918104 32382.00000000 NS USD 5106641.40000000 2.412353790984 Long EC CORP US N 1 N N N UnitedHealth Group Inc 549300GHBMY8T5GXDE41 91324P102 5080.00000000 NS USD 1493418.40000000 0.705483948562 Long EC CORP US N 1 N N N Duke Realty Corp N/A 264411505 4191.00000000 NS USD 145301.97000000 0.068639978943 Long EC US N 1 N N N Consolidated Edison Inc 54930033SBW53OO8T749 209115104 7422.00000000 NS USD 671468.34000000 0.317198539831 Long EC CORP US N 1 N N N United Technologies Corp I07WOS4YJ0N7YRFE7309 913017109 1375.00000000 NS USD 205920.00000000 0.097275656097 Long EC CORP US N 1 N N N Intel Corp KNX4USFCNGPY45LOCE31 458140100 19741.00000000 NS USD 1181498.85000000 0.558134595047 Long EC CORP US N 1 N N N Adobe Inc FU4LY2G4933NH2E1CP29 00724F101 6202.00000000 NS USD 2045481.62000000 0.966276061678 Long EC CORP US N 1 N N N Kimberly-Clark Corp MP3J6QPYPGN75NVW2S34 494368103 2184.00000000 NS USD 300409.20000000 0.141911917384 Long EC CORP US N 1 N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 952.00000000 NC USD 4488782.50000000 2.120480102789 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long E-mini S&P 500 Index ESH0 Index 2020-03-20 149311577.5 USD 4488782.5 N N N Boeing Co/The RVHJWBXLJ1RFUBSY1F30 097023105 4601.00000000 NS USD 1498821.76000000 0.708036470848 Long EC CORP US N 1 N N N Ecolab Inc 82DYEISM090VG8LTLS26 278865100 1961.00000000 NS USD 378453.39000000 0.178779631966 Long EC CORP US N 1 N N N VF Corp CWAJJ9DJ5Z7P057HV541 918204108 2073.00000000 NS USD 206595.18000000 0.097594608008 Long EC CORP US N 1 N N N Global Payments Inc 549300NOMHGVQBX6S778 37940X102 1173.00000000 NS USD 214142.88000000 0.101160106597 Long EC CORP US N 1 N N N Booking Holdings Inc FXM8FAOHMYDIPD38UZ17 09857L108 127.00000000 NS USD 260823.71000000 0.123211914899 Long EC CORP US N 1 N N N salesforce.com Inc RCGZFPDMRW58VJ54VR07 79466L302 9722.00000000 NS USD 1581186.08000000 0.746944994872 Long EC CORP US N 1 N N N Merck & Co Inc 4YV9Y5M8S0BRK1RP0397 58933Y105 20965.00000000 NS USD 1906766.75000000 0.900747798325 Long EC CORP US N 1 N N N Exelon Corp 3SOUA6IRML7435B56G12 30161N101 5881.00000000 NS USD 268114.79000000 0.126656187386 Long EC CORP US N 1 N N N CIBC TIME DEPOSIT 549300TDJKVQJ41VN031 000000000 8000000.00000000 PA USD 8000000.00000000 3.779163018550 Long STIV CORP US N 2 2020-01-02 Fixed 1.54000000 N N N N N N International Business Machines Corp VGRQXHF3J8VDLUA7XE92 459200101 1028.00000000 NS USD 137793.12000000 0.065092832914 Long EC CORP US N 1 N N N 3M Co LUZQVYP4VS22CLWDAR65 88579Y101 1947.00000000 NS USD 343489.74000000 0.162262965332 Long EC CORP US N 1 N N N Analog Devices Inc GYVOE5EZ4GDAVTU4CQ61 032654105 2568.00000000 NS USD 305181.12000000 0.144166150332 Long EC CORP US N 1 N N N Broadcom Inc 549300WV6GIDOZJTV909 11135F101 2335.00000000 NS USD 737906.70000000 0.348583713972 Long EC CORP US N 1 N N N Cooper Cos Inc/The QJKMVPIGLH7530PCUE20 216648402 1382.00000000 NS USD 444022.78000000 0.209754308696 Long EC CORP US N 1 N N N Lockheed Martin Corp DPRBOZP0K5RM2YE8UU08 539830109 809.00000000 NS USD 315008.42000000 0.148808521424 Long EC CORP US N 1 N N N American Electric Power Co Inc 1B4S6S7G0TW5EE83BO58 025537101 2699.00000000 NS USD 255082.49000000 0.120499789110 Long EC CORP US N 1 N N N McCormick & Co Inc/MD 549300JQQA6MQ4OJP259 579780206 1494.00000000 NS USD 253576.62000000 0.119788423084 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 912796TE9 1200000.00000000 PA USD 1198261.67000000 0.566053273726 Long STIV UST US N 2 2020-02-06 None 0.00000000 N N N N N N United States Treasury 254900HROIFWPRGM1V77 912796TA7 2000000.00000000 PA USD 1999453.12000000 0.944532411053 Long STIV UST US N 2 2020-01-09 None 0.00000000 N N N N N N Berkshire Hathaway Inc 5493000C01ZX7D35SD85 084670702 9913.00000000 NS USD 2245294.50000000 1.060666742519 Long EC CORP US N 1 N N N PPG Industries Inc 549300BKPEP01R3V6C59 693506107 1333.00000000 NS USD 177942.17000000 0.084059058538 Long EC CORP US N 1 N N N Citigroup Inc 6SHGI4ZSSLCXXQSBB395 172967424 8377.00000000 NS USD 669238.53000000 0.316145187895 Long EC CORP US N 1 N N N Valero Energy Corp 549300XTO5VR8SKV1V74 91913Y100 3420.00000000 NS USD 320283.00000000 0.151300208633 Long EC CORP US N 1 N N N Paychex Inc 529900K900DW6SUBM174 704326107 3853.00000000 NS USD 327736.18000000 0.154821056412 Long EC CORP US N 1 N N N NVIDIA Corp 549300S4KLFTLO7GSQ80 67066G104 2583.00000000 NS USD 607779.90000000 0.287112415187 Long EC CORP US N 1 N N N Zoetis Inc 549300HD9Q1LOC9KLJ48 98978V103 4958.00000000 NS USD 656191.30000000 0.309981736756 Long EC CORP US N 1 N N N Assurant Inc H3F39CAXWQRVWURFXL38 04621X108 3465.00000000 NS USD 454192.20000000 0.214558295694 Long EC CORP US N 1 N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079K305 979.00000000 NS USD 1311262.81000000 0.619434489894 Long EC CORP US N 1 N N N Alliant Energy Corp 5493009ML300G373MZ12 018802108 3056.00000000 NS USD 167224.32000000 0.078995995743 Long EC CORP US N 1 N N N Hess Corp UASVRYNXNK17ULIGK870 42809H107 7341.00000000 NS USD 490452.21000000 0.231687356799 Long EC CORP US N 1 N N N Waters Corp 5T547R1474YC9HOD8Q74 941848103 1865.00000000 NS USD 435757.25000000 0.205849710533 Long EC CORP US N 1 N N N Union Pacific Corp 549300LMMRSZZCZ8CL11 907818108 3588.00000000 NS USD 648674.52000000 0.306430844632 Long EC CORP US N 1 N N N PPL Corp 9N3UAJSNOUXFKQLF3V18 69351T106 8299.00000000 NS USD 297768.12000000 0.140664283400 Long EC CORP US N 1 N N N Church & Dwight Co Inc POOXSI30AWAQGYJZC921 171340102 2242.00000000 NS USD 157702.28000000 0.074497828064 Long EC CORP US N 1 N N N Procter & Gamble Co/The 2572IBTT8CCZW6AU4141 742718109 11547.00000000 NS USD 1442220.30000000 0.681298202795 Long EC CORP US N 1 N N N Sherwin-Williams Co/The Z15BMIOX8DDH0X2OBP21 824348106 418.00000000 NS USD 243919.72000000 0.115226548164 Long EC CORP US N 1 N N N Visa Inc 549300JZ4OKEHW3DPJ59 92826C839 7471.00000000 NS USD 1403800.90000000 0.663149055835 Long EC CORP US N 1 N N N LANDESBANK BADEN-WUR B81CK4ESI35472RHJ606 51501GMF5 1000000.00000000 PA USD 1000008.62000000 0.472399449366 Long STIV CORP DE N 2 2020-01-17 Fixed 1.78000000 N N N N N N Amgen Inc 62QBXGPJ34PQ72Z12S66 031162100 3256.00000000 NS USD 784923.92000000 0.370794431354 Long EC CORP US N 1 N N N Walt Disney Co/The 549300GZKULIZ0WOW665 254687106 15695.00000000 NS USD 2269967.85000000 1.072322319002 Long EC CORP US N 1 N N N Coca-Cola Co/The UWJKFUJFZ02DKWI3RY53 191216100 16590.00000000 NS USD 918256.50000000 0.433780125792 Long EC CORP US N 1 N N N Exxon Mobil Corp J3WHBG0MTS7O8ZVMDC91 30231G102 8392.00000000 NS USD 585593.76000000 0.276631785210 Long EC CORP US N 1 N N N Moody's Corp 549300GCEDD8YCF5WU84 615369105 1629.00000000 NS USD 386740.89000000 0.182694608656 Long EC CORP US N 1 N N N Pfizer Inc 765LHXWGK1KXCLTFYQ30 717081103 11905.00000000 NS USD 466437.90000000 0.220343107766 Long EC CORP US N 1 N N N Mondelez International Inc 549300DV9GIB88LZ5P30 609207105 8150.00000000 NS USD 448902.00000000 0.212059229669 Long EC CORP US N 1 N N N Cintas Corp N/A 172908105 2517.00000000 NS USD 677274.36000000 0.319941276840 Long EC CORP US N 1 N N N Fox Corp 549300DDU6FDRBIELS05 35137L105 3388.00000000 NS USD 125593.16000000 0.059329628206 Long EC CORP US N 1 N N N Snap-on Inc HHWAT5TDOYZMM26KKQ73 833034101 1527.00000000 NS USD 258673.80000000 0.122196307353 Long EC CORP US N 1 N N N CF Industries Holdings Inc 529900CG8YAQFZ2JMV97 125269100 4320.00000000 NS USD 206236.80000000 0.097425310953 Long EC CORP US N 1 N N N Willis Towers Watson PLC 549300WHC56FF48KL350 000000000 2881.00000000 NS USD 581789.14000000 0.274834500310 Long EC CORP IE N 1 N N N Bank of America Corp 9DJT3UXIJIZJI4WXO774 060505104 62599.00000000 NS USD 2204736.78000000 1.041507463076 Long EC CORP US N 1 N N N Westinghouse Air Brake Technologies Corp 06BTX5UWZD0GQ5N5Y745 929740108 231.00000000 NS USD 17971.80000000 0.008489795242 Long EC CORP US N 1 N N N NORDEA BANK ABP NEW YORK 529900ODI3047E2LIV03 65558TRC1 3000000.00000000 PA USD 2999992.71000000 1.417182688194 Long DBT CORP FI N 2 2020-06-11 Floating 1.95000000 N N N N N N CMS Energy Corp 549300IA9XFBAGNIBW29 125896100 3336.00000000 NS USD 209634.24000000 0.099030245903 Long EC CORP US N 1 N N N Danaher Corp S4BKK9OTCEWQ3YHPFM11 235851102 7263.00000000 NS USD 1114725.24000000 0.526591050356 Long EC CORP US N 1 N N N BANK OF MONTREAL- NQQ6HPCNCCU6TUTQYE16 06367BDB2 5000000.00000000 PA USD 5000395.85000000 2.362163884304 Long STIV CORP CA N 2 2020-02-28 Fixed 1.95000000 N N N N N N Thermo Fisher Scientific Inc HCHV7422L5HDJZCRFL38 883556102 4031.00000000 NS USD 1309550.97000000 0.618625824591 Long EC CORP US N 1 N N N Centene Corp 549300Z7JJ4TQSQGT333 15135B101 2234.00000000 NS USD 140451.58000000 0.066348677129 Long EC CORP US N 1 N N N Alphabet Inc 5493006MHB84DD0ZWV18 02079K107 1004.00000000 NS USD 1342368.08000000 0.634128475652 Long EC CORP US N 1 N N N SUMITOMO MITSUI TRUST NY N/A 86564F3B7 4000000.00000000 PA USD 3999896.96000000 1.889532833655 Long STIV CORP JP N 2 2020-03-09 Fixed 1.89000000 N N N N N N DG BANK NY BRANCH N/A 23328AK94 1000000.00000000 PA USD 999975.65000000 0.472383874491 Long STIV CORP DE N 2 2020-03-27 Variable 1.87000000 N N N N N N Sysco Corp 5RGWIFLMGH3YS7KWI652 871829107 10320.00000000 NS USD 882772.80000000 0.417017789942 Long EC CORP US N 1 N N N SVENSKA HANDELSBANKEN NY NHBDILHZTYCNBV5UYZ31 86959RDH0 1000000.00000000 PA USD 999988.60000000 0.472389992011 Long DBT CORP SE N 2 2020-05-18 Floating 1.93000000 N N N N N N Weyerhaeuser Co 08IRJODWFYBI7QWRGS31 962166104 5773.00000000 NS USD 174344.60000000 0.082359583100 Long EC US N 1 N N N Marriott International Inc/MD 225YDZ14ZO8E1TXUSU86 571903202 2241.00000000 NS USD 339354.63000000 0.160309558483 Long EC CORP US N 1 N N N United Parcel Service Inc D01LMJZU09ULLNCY6Z23 911312106 2364.00000000 NS USD 276729.84000000 0.130725897182 Long EC CORP US N 1 N N N NORINCHUKIN BK 5493007VSMFZCPV1NB83 65602VUZ7 5000000.00000000 PA USD 5000185.60000000 2.362064563175 Long STIV CORP JP N 2 2020-02-20 Fixed 1.87000000 N N N N N N Home Depot Inc/The QEKMOTMBBKA8I816DO57 437076102 4422.00000000 NS USD 965676.36000000 0.456181048450 Long EC CORP US N 1 N N N COFCO CAPITAL CORP. N/A 19213WAF9 2500000.00000000 PA USD 2498145.83000000 1.180112541960 Long STIV CORP US N 2 2020-01-15 None 0.00000000 N N N N N N Cisco Systems Inc 8E6NF1YAL0WT6CWXXV93 17275R102 19453.00000000 NS USD 932965.88000000 0.440728768908 Long EC CORP US N 1 N N N Becton Dickinson and Co ICE2EP6D98PQUILVRZ91 075887109 2297.00000000 NS USD 624715.09000000 0.295112520657 Long EC CORP US N 1 N N N TJX Cos Inc/The V167QI9I69W364E2DY52 872540109 6020.00000000 NS USD 367581.20000000 0.173643659669 Long EC CORP US N 1 N N N S&P Global Inc Y6X4K52KMJMZE7I7MY94 78409V104 1764.00000000 NS USD 481660.20000000 0.227534051918 Long EC CORP US N 1 N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 06053P5Q6 2000000.00000000 PA USD 1999901.10000000 0.944744034734 Long STIV CORP US N 2 2020-06-15 Variable 1.84000000 N N N N N N Amazon.com Inc ZXTILKJKG63JELOEG630 023135106 1904.00000000 NS USD 3518287.36000000 1.662022684943 Long EC CORP US N 1 N N N Medtronic PLC 549300GX3ZBSQWUXY261 000000000 3198.00000000 NS USD 362813.10000000 0.171391231270 Long EC CORP IE N 1 N N N Accenture PLC N/A 000000000 3160.00000000 NS USD 665401.20000000 0.314332450942 Long EC CORP IE N 1 N N N PulteGroup Inc N/A 745867101 6190.00000000 NS USD 240172.00000000 0.113456142561 Long EC CORP US N 1 N N N COFCO CAPITAL CORP. N/A 19213WAN2 2000000.00000000 PA USD 1997784.12000000 0.943743983168 Long STIV CORP US N 2 2020-01-22 None 0.00000000 N N N N N N NATIONAL AUSTRALIA BK/NY F8SB4JFBSYQFRQEH3Z21 63253TS41 2000000.00000000 PA USD 1999677.50000000 0.944638407128 Long DBT CORP AU N 2 2020-05-20 Floating 1.91000000 N N N N N N CME Group Inc LCZ7XYGSLJUHFXXNXD88 12572Q105 4308.00000000 NS USD 864701.76000000 0.408481114183 Long EC CORP US N 1 N N N BANK OF NOVA SCOTIA N/A 06417MBP9 5000000.00000000 PA USD 5001536.60000000 2.362702769330 Long STIV CORP CA N 2 2020-03-10 Variable 2.00000000 N N N N N N Chipotle Mexican Grill Inc N/A 169656105 261.00000000 NS USD 218485.71000000 0.103211639414 Long EC CORP US N 1 N N N Vulcan Materials Co 549300Q8LSNHAVWBNI21 929160109 1041.00000000 NS USD 149893.59000000 0.070809039005 Long EC CORP US N 1 N N N MSCI Inc 549300HTIN2PD78UB763 55354G100 2069.00000000 NS USD 534174.42000000 0.252341526689 Long EC CORP US N 1 N N N SPDR S&P 500 ETF Trust 549300NZAMSJ8FXPQQ63 78462F103 63319.00000000 NS USD 20379853.34000000 9.627348508250 Long EC RF US N 1 N N N General Electric Co 3C7474T6CDKPR9K6YT90 369604103 43179.00000000 NS USD 481877.64000000 0.227636769569 Long EC CORP US N 1 N N N Chevron Corp N/A 166764100 15664.00000000 NS USD 1887668.64000000 0.891725939445 Long EC CORP US N 1 N N N PepsiCo Inc FJSUNZKFNQ5YPJ5OT455 713448108 4465.00000000 NS USD 610231.55000000 0.288270563314 Long EC CORP US N 1 N N N Boston Scientific Corp Y6ZDD9FP4P8JSSJMW954 101137107 7730.00000000 NS USD 349550.60000000 0.165126087579 Long EC CORP US N 1 N N N Crown Castle International Corp 54930012H97VSM0I2R19 22822V101 1003.00000000 NS USD 142576.45000000 0.067352455894 Long EC US N 1 N N N ROYAL BANK OF CANADA NY ES7IP3U3RHIGC71XBU11 78012UPX7 1000000.00000000 PA USD 999870.30000000 0.472334107638 Long DBT CORP CA N 2 2020-06-12 Floating 1.92000000 N N N N N N Duke Energy Corp I1BZKREC126H0VB1BL91 26441C204 3845.00000000 NS USD 350702.45000000 0.165670216194 Long EC CORP US N 1 N N N Welltower Inc T6IZ0MBEG5ACZDTR7D06 95040Q104 2314.00000000 NS USD 189238.92000000 0.089395591016 Long EC US N 1 N N N SBA Communications Corp 5299001HX8ZN8Y8QIT49 78410G104 842.00000000 NS USD 202913.58000000 0.095855437187 Long EC US N 1 N N N Lincoln National Corp EFQMQROEDSNBRIP7LE47 534187109 2487.00000000 NS USD 146757.87000000 0.069327739373 Long EC CORP US N 1 N N N Ball Corp 0BGI85ALH27ZJP15DY16 058498106 3265.00000000 NS USD 211147.55000000 0.099745126552 Long EC CORP US N 1 N N N Texas Instruments Inc WDJNR2L6D8RWOEB8T652 882508104 324.00000000 NS USD 41565.96000000 0.019635567357 Long EC CORP US N 1 N N N Agilent Technologies Inc QUIX8Y7A2WP0XRMW7G29 00846U101 5015.00000000 NS USD 427829.65000000 0.202104748939 Long EC CORP US N 1 N N N Mastercard Inc AR5L2ODV9HN37376R084 57636Q104 1792.00000000 NS USD 535073.28000000 0.252766143998 Long EC CORP US N 1 N N N DOW INC W/I 5493003S21INSLK2IP73 260557103 2.00000000 NS USD 109.46000000 0.000051708398 Long EC CORP US N 1 N N N LANDESBK HESSEN-THUR DIZES5CFO5K3I5R58746 51500VKA6 5000000.00000000 PA USD 5000968.05000000 2.362434188938 Long STIV CORP DE N 2 2020-02-06 Fixed 1.81000000 N N N N N N NATIONAL BANK OF KUWAIT SAKP N/A 63375P6Y0 5200000.00000000 PA USD 5200005.04000000 2.456458342930 Long STIV CORP KW N 2 2020-01-02 Fixed 1.81000000 N N N N N N Garmin Ltd 2549001E0HIPIJQ0W046 000000000 1851.00000000 NS USD 180583.56000000 0.085306838963 Long EC CORP CH N 1 N N N ONEOK Inc 2T3D6M0JSY48PSZI1Q41 682680103 5106.00000000 NS USD 386371.02000000 0.182519883777 Long EC CORP US N 1 N N N United States Treasury 254900HROIFWPRGM1V77 912796TH2 2550000.00000000 PA USD 2543295.08000000 1.201440838949 Long STIV UST US N 2 2020-03-05 None 0.00000000 N N N N N N United Rentals Inc 5323X5O7RN0NKFCDRY08 911363109 1104.00000000 NS USD 184114.08000000 0.086974640291 Long EC CORP US N 1 N N N BlackRock Inc 549300LRIF3NWCU26A80 09247X101 1620.00000000 NS USD 814374.00000000 0.384706513008 Long EC CORP US N 1 N N N SUMITOMO MITSUI BKG CORP 5U0XI89JRFVHWIBS4F54 86565BU58 4000000.00000000 PA USD 4001386.52000000 1.890236494913 Long STIV CORP JP N 2 2020-02-10 Fixed 2.01000000 N N N N N N FedEx Corp 549300E707U7WNPZN687 31428X106 729.00000000 NS USD 110232.09000000 0.052073129748 Long EC CORP US N 1 N N N TORONTO DOMINION BANK NY PT3QB789TSUIDF371261 89114N4L6 4000000.00000000 PA USD 4001053.84000000 1.890079338419 Long DBT CORP CA N 2 2020-10-20 Floating 2.07000000 N N N N N N Akamai Technologies Inc OC1LZNN2LF5WTJ5RIL89 00971T101 2064.00000000 NS USD 178288.32000000 0.084222578197 Long EC CORP US N 1 N N N Royal Caribbean Cruises Ltd K2NEH8QNVW44JIWK7Z55 000000000 1894.00000000 NS USD 252867.94000000 0.119453645928 Long EC CORP LR N 1 N N N AvalonBay Communities Inc K9G90K85RBWD2LAGQX17 053484101 2278.00000000 NS USD 477696.60000000 0.225661665600 Long EC US N 1 N N N QUALCOMM Inc H1J8DDZKZP6H7RWC0H53 747525103 8569.00000000 NS USD 756042.87000000 0.357151156842 Long EC CORP US N 1 N N N Quest Diagnostics Inc 8MCWUBXQ0WE04KMXBX50 74834L100 4048.00000000 NS USD 432285.92000000 0.204209870287 Long EC CORP US N 1 N N N Equifax Inc 5493004MCF8JDC86VS77 294429105 849.00000000 NS USD 118961.88000000 0.056197042189 Long EC CORP US N 1 N N N CREDIT IND ET CM NY N/A 22536UXX3 3000000.00000000 PA USD 3000281.01000000 1.417318879781 Long STIV CORP FR N 2 2020-02-14 Fixed 1.80000000 N N N N N N Norfolk Southern Corp 54930036C8MWP850MI84 655844108 564.00000000 NS USD 109489.32000000 0.051722248633 Long EC CORP US N 1 N N N Regency Centers Corp 529900053A7X7FJ97S58 758849103 965.00000000 NS USD 60881.85000000 0.028760304502 Long EC US N 1 N N N O'Reilly Automotive Inc 549300K2RLMQL149Q332 67103H107 601.00000000 NS USD 263394.26000000 0.124426230836 Long EC CORP US N 1 N N N JPMorgan Chase & Co 8I5DZWZKVSZI1NUHU748 46625H100 9530.00000000 NS USD 1328482.00000000 0.627568755651 Long EC CORP US N 1 N N N Linde PLC 8945002PAZHZLBGKGF02 000000000 2638.00000000 NS USD 561630.20000000 0.265311510242 Long EC CORP IE N 1 N N N Costco Wholesale Corp 29DX7H14B9S6O3FD6V18 22160K105 5413.00000000 NS USD 1590988.96000000 0.751575830069 Long EC CORP US N 1 N N N Dollar General Corp OPX52SQVOZI8IVSWYU66 256677105 1921.00000000 NS USD 299637.58000000 0.141547407662 Long EC CORP US N 1 N N N MITSUBISHI TST&BNK C JBONEPAGQXF4QP29B387 60683BVK6 2000000.00000000 PA USD 2000187.18000000 0.944879177604 Long STIV CORP US N 2 2020-02-06 Fixed 2.00000000 N N N N N N Sempra Energy PBBKGKLRK5S5C0Y4T545 816851109 2882.00000000 NS USD 436565.36000000 0.206231457961 Long EC CORP US N 1 N N N Deere & Co PWFTNG3EI0Y73OXWDH08 244199105 2367.00000000 NS USD 410106.42000000 0.193732377016 Long EC CORP US N 1 N N N Northrop Grumman Corp RIMU48P07456QXSO0R61 666807102 1103.00000000 NS USD 379398.91000000 0.179226291243 Long EC CORP US N 1 N N N Stryker Corp 5493002F0SC4JTBU5137 863667101 3271.00000000 NS USD 686713.74000000 0.324400396317 Long EC CORP US N 1 N N N Aon PLC VVT2B79I2Z4U3R6BY589 000000000 4030.00000000 NS USD 839408.70000000 0.396532789561 Long EC CORP GB N 1 N N N NIKE Inc 787RXPR0UX0O0XUXPZ81 654106103 5717.00000000 NS USD 579189.27000000 0.273606333740 Long EC CORP US N 1 N N N Apple Inc HWUPKR0MPOU8FGXBT394 037833100 13769.00000000 NS USD 4043266.85000000 1.910020569206 Long EC CORP US N 1 N N N Verisk Analytics Inc 549300I1YSWNIRKBWP67 92345Y106 1529.00000000 NS USD 228340.86000000 0.107867166716 Long EC CORP US N 1 N N N American Tower Corp 5493006ORUSIL88JOE18 03027X100 4568.00000000 NS USD 1049817.76000000 0.495929056851 Long EC US N 1 N N N Facebook Inc BQ4BKCS1HXDV9HN80Z93 30303M102 7731.00000000 NS USD 1586787.75000000 0.749591197886 Long EC CORP US N 1 N N N Caterpillar Inc WRJR7GS4GTRECRRTVX92 149123101 1305.00000000 NS USD 192722.40000000 0.091041170865 Long EC CORP US N 1 N N N Netflix Inc 549300Y7VHGU0I7CE873 64110L106 1567.00000000 NS USD 507034.19000000 0.239520607498 Long EC CORP US N 1 N N N Verizon Communications Inc 2S72QS2UO2OESLG6Y829 92343V104 27126.00000000 NS USD 1665536.40000000 0.786791696116 Long EC CORP US N 1 N N N AT&T Inc 549300Z40J86GGSTL398 00206R102 13412.00000000 NS USD 524140.96000000 0.247601766567 Long EC CORP US N 1 N N N Schlumberger Ltd 213800ZUA17OK3QLGM62 000000000 4893.00000000 NS USD 196698.60000000 0.092919509365 Long EC CORP CW N 1 N N N BANK OF AMERICA, N.A. B4TYDEB6GKMZO031MB27 06053P4A2 2000000.00000000 PA USD 2000259.04000000 0.944913123936 Long STIV CORP US N 2 2020-01-09 Variable 2.02000000 N N N N N N SUMITOMO MITSUI TRUST NY 5493006GGLR4BTEL8O61 86564FZ48 2000000.00000000 PA USD 2000459.90000000 0.945008009271 Long DBT CORP JP N 2 2020-02-13 Floating 1.97000000 N N N N N N NextEra Energy Inc N/A 65339F101 2354.00000000 NS USD 570044.64000000 0.269286452801 Long EC CORP US N 1 N N N Target Corp 8WDDFXB5T1Z6J0XC1L66 87612E106 2460.00000000 NS USD 315396.60000000 0.148991895862 Long EC CORP US N 1 N N N Ford Motor Co 20S05OYHG0MQM4VUIC57 345370860 11407.00000000 NS USD 106085.10000000 0.050114110842 Long EC CORP US N 1 N N N Fortive Corp 549300MU9YQJYHDQEF63 34959J108 4003.00000000 NS USD 305789.17000000 0.144453390342 Long EC CORP US N 1 N N N Waste Management Inc 549300YX8JIID70NFS41 94106L109 7957.00000000 NS USD 906779.72000000 0.428358547974 Long EC CORP US N 1 N N N Walmart Inc Y87794H0US1R65VBXU25 931142103 7485.00000000 NS USD 889517.40000000 0.420203907804 Long EC CORP US N 1 N N N Illinois Tool Works Inc 76NA4I14SZCFAYMNSV04 452308109 2761.00000000 NS USD 495958.43000000 0.234288469674 Long EC CORP US N 1 N N N Eaton Corp PLC 549300VDIGTMXUNT7H71 000000000 4506.00000000 NS USD 426808.32000000 0.201622277369 Long EC CORP IE N 1 N N N Lowe's Cos Inc WAFCR4OKGSC504WU3E95 548661107 4409.00000000 NS USD 528021.84000000 0.249435076339 Long EC CORP US N 1 N N N McDonald's Corp UE2136O97NLB5BYP9H04 580135101 3316.00000000 NS USD 655274.76000000 0.309548767497 Long EC CORP US N 1 N N N Chubb Ltd E0JAN6VLUDI1HITHT809 000000000 5042.00000000 NS USD 784837.72000000 0.370753710873 Long EC CORP CH N 1 N N N LANDESBANK BADEN-WUR B81CK4ESI35472RHJ606 51501GNV9 2000000.00000000 PA USD 2000109.16000000 0.944842321316 Long STIV CORP DE N 2 2020-01-21 Fixed 1.90000000 N N N N N N Public Storage 549300LMZF40TKJ6DM64 74460D109 1563.00000000 NS USD 332856.48000000 0.157239862462 Long EC US N 1 N N N Globe Life Inc 5493001JFHKQOPP6XA71 37959E102 2017.00000000 NS USD 212289.25000000 0.100284460354 Long EC CORP US N 1 N N N Johnson & Johnson 549300G0CFPGEF6X2043 478160104 12858.00000000 NS USD 1875596.46000000 0.886023097419 Long EC CORP US N 1 N N N ANSYS Inc 549300VJV8H15Z5FJ571 03662Q105 1652.00000000 NS USD 425241.32000000 0.200882033812 Long EC CORP US N 1 N N N Automatic Data Processing Inc HGBOLILQXWER4SAL2I23 053015103 3057.00000000 NS USD 521218.50000000 0.246221209973 Long EC CORP US N 1 N N N Honeywell International Inc ISRPG12PN4EIEOEMW547 438516106 2565.00000000 NS USD 454005.00000000 0.214469863279 Long EC CORP US N 1 N N N CVS Health Corp 549300EJG376EN5NQE29 126650100 3977.00000000 NS USD 295451.33000000 0.139569842514 Long EC CORP US N 1 N N N Eli Lilly & Co FRDRIPF3EKNDJ2CQJL29 532457108 5582.00000000 NS USD 733642.26000000 0.346569212229 Long EC CORP US N 1 N N N CREDIT AGRICOLE N/A 22535CKF7 8000000.00000000 PA USD 7999845.28000000 3.779089929537 Long STIV CORP FR N 2 2020-01-06 Fixed 1.53000000 N N N N N N Air Products & Chemicals Inc 7QEON6Y1RL5XR3R1W237 009158106 1652.00000000 NS USD 388203.48000000 0.183385529411 Long EC CORP US N 1 N N N MIZUHO BANK LTD/NY RB0PEZSDGCO3JS6CEU02 60710AHC9 2000000.00000000 PA USD 1999720.58000000 0.944658757921 Long DBT CORP JP N 2 2020-04-20 Floating 1.96000000 N N N N N N Comcast Corp 51M0QTTNCGUN7KFCFZ59 20030N101 17988.00000000 NS USD 808920.36000000 0.382130238683 Long EC CORP US N 1 N N N AutoZone Inc GA3JGKJ41LJKXDN23E90 053332102 234.00000000 NS USD 278766.54000000 0.131688024847 Long EC CORP US N 1 N N N FIXED INC CLEARING CORP.REPO 549300H47WTHXPU08X20 000000000 290538.93000000 PA USD 290538.93000000 0.137249247463 Long RA CORP US N 2 Repurchase N 0.90000000 2020-01-02 290000.00000000 USD 297888.58000000 USD UST N N N Phillips 66 5493005JBO5YSIGK1814 718546104 2959.00000000 NS USD 329662.19000000 0.155730894632 Long EC CORP US N 1 N N N ROYAL BANK OF CANADA NY ES7IP3U3RHIGC71XBU11 78012UQF5 3000000.00000000 PA USD 2999661.00000000 1.417025989923 Long DBT CORP CA N 2 2020-07-10 Floating 1.93000000 N N N N N N Wells Fargo & Co PBLD0EJDB5FWOLXP3B76 949746101 6031.00000000 NS USD 324467.80000000 0.153277088808 Long EC CORP US N 1 N N N 2020-01-28 Natixis Funds Trust II John Sgroi John Sgroi VP