0001752724-21-054400.txt : 20210316
0001752724-21-054400.hdr.sgml : 20210316
20210316140252
ACCESSION NUMBER: 0001752724-21-054400
CONFORMED SUBMISSION TYPE: N-CEN
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20201231
FILED AS OF DATE: 20210316
DATE AS OF CHANGE: 20210316
EFFECTIVENESS DATE: 20210316
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: 21744992
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
AlphaSimplex 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 Mid Cap Fund
C000069913
Class A
VNVAX
C000069914
Class C
VNVCX
C000069915
Class Y
VNVYX
C000128764
Class N
VNVNX
C000188566
Class T
VNVTX
0000052136
S000029564
AlphaSimplex 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
Loomis Sayles Intermediate Municipal Bond Fund
C000121922
Class A
MIMAX
C000121923
Class C
MIMCX
C000121924
Class Y
MIMYX
C000188569
Class T
MIMTX
0000052136
S000051707
AlphaSimplex Multi-Asset Fund
C000162711
Class A
DAAFX
C000162712
Class C
DACFX
C000162713
Class Y
DAYFX
C000188571
Class T
DAATX
N-CEN
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Natixis Funds Trust II
811-00242
0000052136
R4B5ZXLI2IMIOWT67V76
888 BOYLSTON STREET
Suite 800
BOSTON
02199-8197
US-MA
US
617-449-2822
Harris Associates L.P.
111 South Wacker Drive
Suite 4600
Chicago
60606
312-646-3600
Records related to its function as Advisor
State Street Bank and Trust Company
1 Lincoln Street
Boston
02110
617-786-3000
Custody and Accounting Records.
AlphaSimplex Group, LLC
255 Main Street
Cambridge
02142
617-475-7100
Records related to its function as Advisor
Natixis Advisors, L.P.
888 Boylston Street
Boston
02199-8197
617-449-2822
Records related to its function as Administrator
Natixis Distribution, L.P.
888 Boylston Street
Boston
02199-8197
617-449-2100
Records related to its function as Distributor
Natixis Funds Trust II
888 Boylston Street
Boston
02199-8197
617-449-2822
All Fund Records
Vaughan Nelson Investment Management, L.P.
600 Travis Street
Suite 3800
Houston
77002
(713) 224-2545
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
N
N
N-1A
10
Y
Richard A. Goglia
000000000
N
Maureen B. Mitchell
000000000
N
Cynthia L. Walker
000000000
N
Edmond J. English
000000000
N
Kevin P. Charleston
000000000
Y
Erik R. Sirri
000000000
N
James P. Palermo
000000000
N
Wendell J. Knox
000000000
N
Martin T. Meehan
000000000
N
Peter J. Smail
000000000
N
Kirk A. Sykes
000000000
N
David L. Giunta
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Y
Russell L. Kane
000000000
888 Boylston Street
Suite 800
Boston
02199-8197
XXXXXX
Y
N
N
N
N
N
N
Natixis Distribution, L.P.
8-46325
000034754
0000000000
Y
N
PricewaterhouseCoopers LLP
238
5493002GVO7EO8RNNS37
N
N
N
N
N
N
Loomis Sayles Intermediate Municipal Bond Fund
S000039535
549300SVNEULES5WRW78
N
4
0
0
N/A
N
N
N
N
N/A
N/A
N/A
Rule 32a-4 (17 CFR 270.32a-4)
Rule 12d1-1 (17 CFR 270.12d1-1)
Rule 22d-1 (17 CFR 270.22d-1)
Y
Y
Y
N
Natixis Advisors, L.P.
801-48408
000106800
549300PSRHO2UJWZNJ04
N
Loomis, Sayles & Company, L.P.
801-170
000105377
JIZPN2RX3UMNOYIDI313
Y
N
DST Asset Manager Solutions, Inc.
84-00896
00000000000000000000
N
N
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
Merrill Lynch Valuations LLC
54930015EWCI4VNCZP82
N
The London Clearing House Limited
F226TOH6YD6XJB17KS62
GB
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
Chicago Mercantile Exchange Inc.
SNZ2OJLFK8MNNCLQOF39
N
ICE Data Services, Inc.
13-3668779
Tax ID
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
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
Y
Natixis Advisors, L.P.
549300PSRHO2UJWZNJ04
Y
N
N
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
Fenchurch Securities, Inc.
N/A
000000000
00000000000000000000
0.00000000
Natixis Investment Managers International
N/A
000000000
969500WCY7P9HOJNP063
FR
0.00000000
Clipperton Finance Limited (Paris, Paris, FR, Branch)
N/A
000000000
00000000000000000000
FR
0.00000000
PJ Solomon Securities, LLC
8-43369
000028041
00000000000000000000
0.00000000
Natixis Japan Securities Co., Ltd.
N/A
000000000
549300JX7L6CKP0SZF78
JP
0.00000000
Natixis Distribution, L.P.
8-46325
000034754
0000000000
0.00000000
Natixis Investment Managers Securities Investment Consulting (Taipei) Co., Ltd.
N/A
000000000
00000000000000000000
TW
0.00000000
Natixis Asia Limited
N/A
000000000
549300FLVWNBJU1GUG93
HK
0.00000000
Natixis Investment Managers S.A.
N/A
000000000
5493004FNBJP406R4B02
LU
0.00000000
Natixis Investment Managers UK Ltd
N/A
000000000
00000000000000000000
GB
0.00000000
Natixis Securities Americas LLC
8-719
000001101
549300L8G1E7ZHVEOG75
0.00000000
Natixis Investment Managers Switzerland Sarl
N/A
000000000
00000000000000000000
CH
0.00000000
Loomis Sayles Distributors, L.P.
8-49575
000041795
00000000000000000000
0.00000000
Natixis Investment Managers Japan Co., Ltd.
N/A
000000000
00000000000000000000
JP
0.00000000
Natixis Tradex Solutions
N/A
000000000
969500OCY8KZTP2CB380
FR
0.00000000
Natixis
N/A
000000000
KX1WK48MPD4Y2NCUIZ63
FR
0.00000000
Harris Associates Securities L.P.
8-19988
000006959
0000000000
0.00000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
600.00000000
Cantor Fitzgerald & Co.
8-201
000000134
5493004J7H4GCPG6OB62
200.00000000
800.00000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
1963376.80000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
1248660.00000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
3476205.80000000
BofA Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
2173278.00000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
301382511.16000000
Oppenheimer & Co. Inc.
8-4077
000000249
254900VH02JQR2L8XD64
5272776.25000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
3530792.45000000
Raymond James & Associates, Inc.
8-10999
000000705
U4ONQX15J3RO8XCKE979
1586032.60000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
2339270.20000000
Pershing LLC
8-17574
000007560
ZI8Q1A8EI8LQFJNM0D94
2196632.75000000
333176729.96000000
N
23738114.49000000
Committed
400000000.00000000
N
N
N
N
AlphaSimplex Global Alternatives Fund
S000023548
549300O2NJFJ5NLVRI47
N
5
0
0
N/A
N
N
N
N/A
N/A
N/A
Rule 22d-1 (17 CFR 270.22d-1)
Rule 32a-4 (17 CFR 270.32a-4)
Y
Y
Y
N
AlphaSimplex Group, LLC
801-62448
000128356
LU8SRV9ICT5E29588H39
N
DST Asset Manager Solutions, Inc.
84-00896
00000000000000000000
N
N
N
The London Clearing House Limited
F226TOH6YD6XJB17KS62
GB
N
Merrill Lynch Valuations LLC
54930015EWCI4VNCZP82
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Chicago Mercantile Exchange Inc.
SNZ2OJLFK8MNNCLQOF39
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
N
Y
Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
State Street Bank and Trust Company (Edinburgh, GB, Branch)
571474TGEMMWANRLN572
GB
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
N
Y
Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
N
Y
Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
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))
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
8-43369
000028041
00000000000000000000
0.00000000
Natixis Japan Securities Co., Ltd.
N/A
000000000
549300JX7L6CKP0SZF78
JP
0.00000000
Natixis Investment Managers UK Ltd
N/A
000000000
00000000000000000000
GB
0.00000000
Natixis Investment Managers International
N/A
000000000
969500WCY7P9HOJNP063
FR
0.00000000
Natixis Investment Managers Australia Pty Limited
N/A
000000000
00000000000000000000
AU
0.00000000
Harris Associates Securities L.P.
8-19988
000006959
0000000000
0.00000000
Clipperton Finance Limited (Paris, Paris, FR, Branch)
N/A
000000000
00000000000000000000
FR
0.00000000
Natixis Investment Managers Switzerland Sarl
N/A
000000000
00000000000000000000
CH
0.00000000
Natixis Distribution, L.P.
8-46325
000034754
0000000000
0.00000000
Natixis Securities Americas LLC
8-719
000001101
549300L8G1E7ZHVEOG75
0.00000000
Natixis Investment Managers Hong Kong Limited
N/A
000000000
00000000000000000000
HK
0.00000000
Natixis Tradex Solutions
N/A
000000000
969500OCY8KZTP2CB380
FR
0.00000000
Fenchurch Securities, Inc.
N/A
000000000
00000000000000000000
0.00000000
Loomis Sayles Distributors, L.P.
8-49575
000041795
00000000000000000000
0.00000000
Natixis Investment Managers S.A.
N/A
000000000
5493004FNBJP406R4B02
LU
0.00000000
Natixis Investment Managers Securities Investment Consulting (Taipei) Co., Ltd.
N/A
000000000
00000000000000000000
TW
0.00000000
Natixis
N/A
000000000
KX1WK48MPD4Y2NCUIZ63
FR
0.00000000
Natixis Investment Managers Japan Co., Ltd.
N/A
000000000
00000000000000000000
JP
0.00000000
Natixis Asia Limited
N/A
000000000
549300FLVWNBJU1GUG93
HK
0.00000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
35247.27000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
142510.77000000
BofA Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
30741.74000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
524827.08000000
733326.86000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
204836076.36000000
Federal Reserve Bank of Boston
N/A
000000000
254900VDNU6M9QHIZS05
39986858.33000000
Mizuho Securities USA LLC
8-37710
000019647
7TK5RJIZDFROZCA6XF66
45000000.00000000
CIBC World Markets Corp.
8-18333
000000630
549300445CON3DBMU275
6591300000.00000000
ICAP Securities USA LLC
N/A
000019739
549300G8NIYYSMVM6211
6769506205.11000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
25625868.45000000
BofA Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
3668857498.56000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
148914057.82000000
Pershing LLC
8-17574
000007560
ZI8Q1A8EI8LQFJNM0D94
245000101.05000000
RBC Capital Markets, LLC
8-45411
000031194
549300LCO2FLSSVFFR64
40000258.91000000
17779026924.59000000
N
661085866.65000000
Committed
400000000.00000000
N
N
N
N
Vaughan Nelson Mid Cap Fund
S000023783
549300GZXNFOZZHEBH13
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 22d-1 (17 CFR 270.22d-1)
Rule 32a-4 (17 CFR 270.32a-4)
Y
Y
Y
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
The London Clearing House Limited
F226TOH6YD6XJB17KS62
GB
N
Chicago Mercantile Exchange Inc.
SNZ2OJLFK8MNNCLQOF39
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Merrill Lynch Valuations LLC
54930015EWCI4VNCZP82
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
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
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
Y
Natixis Advisors, L.P.
549300PSRHO2UJWZNJ04
Y
N
N
Natixis Investment Managers Switzerland Sarl
N/A
000000000
00000000000000000000
CH
0.00000000
Loomis Sayles Distributors, L.P.
8-49575
000041795
00000000000000000000
0.00000000
Natixis Tradex Solutions
N/A
000000000
969500OCY8KZTP2CB380
FR
0.00000000
Natixis
N/A
000000000
KX1WK48MPD4Y2NCUIZ63
FR
0.00000000
Natixis Japan Securities Co., Ltd.
N/A
000000000
549300JX7L6CKP0SZF78
JP
0.00000000
Natixis Securities Americas LLC
8-719
000001101
549300L8G1E7ZHVEOG75
0.00000000
Harris Associates Securities L.P.
8-19988
000006959
0000000000
0.00000000
Natixis Investment Managers UK Ltd
N/A
000000000
00000000000000000000
GB
0.00000000
PJ Solomon Securities, LLC
8-43369
000028041
00000000000000000000
0.00000000
Natixis Investment Managers Australia Pty Limited
N/A
000000000
00000000000000000000
AU
0.00000000
Fenchurch Securities, Inc.
N/A
000000000
00000000000000000000
0.00000000
Natixis Investment Managers Securities Investment Consulting (Taipei) Co., Ltd.
N/A
000000000
00000000000000000000
TW
0.00000000
Natixis Distribution, L.P.
8-46325
000034754
0000000000
0.00000000
Natixis Investment Managers International
N/A
000000000
969500WCY7P9HOJNP063
FR
0.00000000
Clipperton Finance Limited (Paris, Paris, FR, Branch)
N/A
000000000
00000000000000000000
FR
0.00000000
Natixis Investment Managers Japan Co., Ltd.
N/A
000000000
00000000000000000000
JP
0.00000000
Natixis Investment Managers S.A.
N/A
000000000
5493004FNBJP406R4B02
LU
0.00000000
Natixis Asia Limited
N/A
000000000
549300FLVWNBJU1GUG93
HK
0.00000000
Natixis Investment Managers Hong Kong Limited
N/A
000000000
00000000000000000000
HK
0.00000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
2422.08000000
Instinet, LLC
8-23669
000007897
549300MGMN3RKMU8FT57
79342.50000000
Keefe, Bruyette & Woods, Inc.
8-10888
000000481
549300OM47DQV01G4854
2719.45000000
RBC Capital Markets, LLC
8-45411
000031194
549300LCO2FLSSVFFR64
565.13000000
Cantor Fitzgerald & Co.
8-201
000000134
5493004J7H4GCPG6OB62
962.50000000
Oppenheimer & Co. Inc.
8-4077
000000249
254900VH02JQR2L8XD64
5717.62000000
Liquidnet, Inc.
8-52461
000103987
213800HSKBBO1GCVRG79
48269.19000000
Jefferies LLC
8-15074
000002347
58PU97L1C0WSRCWADL48
228.94000000
JonesTrading Institutional Services LLC
8-26089
000006888
2138008JJ5PA8H5UIL69
442.00000000
Virtu Itg LLC
8-44218
000029299
549300S41SMIODVIT266
7819.37000000
148634.78000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
631857986.96000000
631857986.96000000
Y
280708548.58000000
Committed
400000000.00000000
N
N
N
Loomis Sayles Strategic Alpha Fund
S000030600
XW1RTFP3MQA6N2KPMD54
N
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 22d-1 (17 CFR 270.22d-1)
Rule 10f-3 (17 CFR 270.10f-3)
Rule 32a-4 (17 CFR 270.32a-4)
Y
N
N
N
Loomis, Sayles & Company, L.P.
801-170
000105377
JIZPN2RX3UMNOYIDI313
N
DST Asset Manager Solutions, Inc.
84-00896
00000000000000000000
N
N
N
The London Clearing House Limited
F226TOH6YD6XJB17KS62
GB
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Chicago Mercantile Exchange Inc.
SNZ2OJLFK8MNNCLQOF39
N
Merrill Lynch Valuations LLC
54930015EWCI4VNCZP82
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
N
Clearstream Banking S.A.
549300OL514RA0SXJJ44
LU
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Cititrust Colombia S A Sociedad Fiduciaria
549300242J3IJCOSGI49
CO
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)
Citibank, National Association (Singapore, SG, Branch)
E57ODZWZ7FF32TWEFA76
SG
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)
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
2HI3YI5320L3RW6NJ957
HK
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)
State Street Bank International GmbH
ZMHGNT7ZPKZ3UFZ8EO46
DE
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)
Bank Handlowy w Warszawie Spolka Akcyjna
XLEZHWWOI4HFQDGL4793
PL
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)
Deutsche Bank, Sociedad Anonima Espanola
529900SICIK5OVMVY186
ES
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)
Banco de Chile
8B4EZFY8IHJC44TT2K84
CL
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Aktiengesellschaft (Jongno-gu, Seoul, KR, Branch)
7LTWFZYICNSX8D621K86
KR
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)
UBS Switzerland AG
549300WOIFUSNYH0FL22
CH
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)
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)
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
N
Y
Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Ceskoslovenska obchodni banka, a. s.
Q5BP2UEQ48R75BOTCB92
CZ
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)
BNP Paribas Securities Services (Limassol, Limassol, CY, Branch)
549300WCGB70D06XZS54
CY
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
AS SEB banka
549300YW95G1VBBGGV07
LV
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
The Standard Bank of South Africa Limited
QFC8ZCW3Q5PRXU1XTM60
ZA
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Deutsche Bank Anonim Sirketi
789000N5SE3LWDK7OI11
TR
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
AB SEB bankas
549300SBPFE9JX7N8J82
LT
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 Europe Public Limited Company (Sofia, Sofia Capital, BG, Branch)
N1FBEDJ5J41VKZLO2475
BG
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)
Mizuho Bank, Ltd. (Minato ku, Tokyo, JP, Branch)
RB0PEZSDGCO3JS6CEU02
JP
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)
Deutsche Bank Aktiengesellschaft (Makati City, Metro Manila, PH, Branch)
7LTWFZYICNSX8D621K86
PH
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)
State Street Trust Company Canada
549300L71XG2CTQ2V827
CA
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 (Jakarta, Jakarta, ID, Branch)
7LTWFZYICNSX8D621K86
ID
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)
Standard Chartered Bank (Thai) Public Company Limited
549300O1LQYCQ7G1IM57
TH
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, L.P.
549300PSRHO2UJWZNJ04
Y
N
N
Fenchurch Securities, Inc.
N/A
000000000
00000000000000000000
0.00000000
Natixis Investment Managers S.A.
N/A
000000000
5493004FNBJP406R4B02
LU
0.00000000
Natixis Tradex Solutions
N/A
000000000
969500OCY8KZTP2CB380
FR
0.00000000
Natixis Investment Managers International
N/A
000000000
969500WCY7P9HOJNP063
FR
0.00000000
Loomis Sayles Distributors, L.P.
8-49575
000041795
00000000000000000000
0.00000000
Natixis Securities Americas LLC
8-719
000001101
549300L8G1E7ZHVEOG75
0.00000000
Natixis Investment Managers Japan Co., Ltd.
N/A
000000000
00000000000000000000
JP
0.00000000
Natixis Investment Managers Switzerland Sarl
N/A
000000000
00000000000000000000
CH
0.00000000
Natixis Investment Managers UK Ltd
N/A
000000000
00000000000000000000
GB
0.00000000
Natixis Distribution, L.P.
8-46325
000034754
0000000000
0.00000000
Natixis Investment Managers Australia Pty Limited
N/A
000000000
00000000000000000000
AU
0.00000000
Harris Associates Securities L.P.
8-19988
000006959
0000000000
0.00000000
Natixis Japan Securities Co., Ltd.
N/A
000000000
549300JX7L6CKP0SZF78
JP
0.00000000
Natixis Investment Managers Hong Kong Limited
N/A
000000000
00000000000000000000
HK
0.00000000
Clipperton Finance Limited (Paris, Paris, FR, Branch)
N/A
000000000
00000000000000000000
FR
0.00000000
Natixis Investment Managers Securities Investment Consulting (Taipei) Co., Ltd.
N/A
000000000
00000000000000000000
TW
0.00000000
Natixis Asia Limited
N/A
000000000
549300FLVWNBJU1GUG93
HK
0.00000000
Natixis
N/A
000000000
KX1WK48MPD4Y2NCUIZ63
FR
0.00000000
PJ Solomon Securities, LLC
8-43369
000028041
00000000000000000000
0.00000000
Sanford C. Bernstein & Co., LLC
8-52942
000104474
549300I7JYZHT7D5CO04
979.32000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
432.97000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
214867.80000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
364.63000000
BofA Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
3202.03000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
7701.90000000
RBC Capital Markets, LLC
8-45411
000031194
549300LCO2FLSSVFFR64
555.28000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
578.04000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
1704.85000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
11222.02000000
241818.75000000
Jefferies LLC
8-15074
000002347
58PU97L1C0WSRCWADL48
507175045.00000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
2723529455.49000000
HSBC Securities (USA) Inc.
8-41562
000019585
CYYGQCGNHMHPSMRL3R97
1928365638.06000000
Nomura Securities International, Inc.
8-15255
000004297
OXTKY6Q8X53C9ILVV871
594690359.93000000
BofA Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
1169209076.21000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
1168253492.92000000
Citadel Securities LLC
8-53574
000116797
12UUJYTN7D3SW8KCSG25
287182801.42000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
251973005.85000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
681619138.68000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
16066408367.46000000
26473797762.47000000
N
1188989601.41000000
Committed
400000000.00000000
N
N
N
N
AlphaSimplex Multi-Asset Fund
S000051707
549300AEX508L5UPEZ80
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
AlphaSimplex Group, LLC
801-62448
000128356
LU8SRV9ICT5E29588H39
N
DST Asset Manager Solutions, Inc.
84-00896
00000000000000000000
N
N
N
Merrill Lynch Valuations LLC
54930015EWCI4VNCZP82
N
Chicago Mercantile Exchange Inc.
SNZ2OJLFK8MNNCLQOF39
N
The London Clearing House Limited
F226TOH6YD6XJB17KS62
GB
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
N
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
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)
JPMorgan Chase Bank, N.A.
7H6GLXDRUGQFU57RNE97
IE
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
Natixis Advisors, L.P.
549300PSRHO2UJWZNJ04
Y
N
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
Y
N
Natixis Tradex Solutions
N/A
000000000
969500OCY8KZTP2CB380
FR
0.00000000
Natixis Investment Managers International
N/A
000000000
969500WCY7P9HOJNP063
FR
0.00000000
Natixis
N/A
000000000
KX1WK48MPD4Y2NCUIZ63
FR
0.00000000
Natixis Investment Managers Hong Kong Limited
N/A
000000000
00000000000000000000
HK
0.00000000
Natixis Investment Managers S.A.
N/A
000000000
5493004FNBJP406R4B02
LU
0.00000000
PJ Solomon Securities, LLC
8-43369
000028041
00000000000000000000
0.00000000
Natixis Investment Managers Securities Investment Consulting (Taipei) Co., Ltd.
N/A
000000000
00000000000000000000
TW
0.00000000
Natixis Investment Managers Australia Pty Limited
N/A
000000000
00000000000000000000
AU
0.00000000
Natixis Asia Limited
N/A
000000000
549300FLVWNBJU1GUG93
HK
0.00000000
Natixis Investment Managers UK Ltd
N/A
000000000
00000000000000000000
GB
0.00000000
Natixis Japan Securities Co., Ltd.
N/A
000000000
549300JX7L6CKP0SZF78
JP
0.00000000
Natixis Distribution, L.P.
8-46325
000034754
0000000000
0.00000000
Harris Associates Securities L.P.
8-19988
000006959
0000000000
0.00000000
Natixis Investment Managers Switzerland Sarl
N/A
000000000
00000000000000000000
CH
0.00000000
Fenchurch Securities, Inc.
N/A
000000000
00000000000000000000
0.00000000
Loomis Sayles Distributors, L.P.
8-49575
000041795
00000000000000000000
0.00000000
Natixis Investment Managers Japan Co., Ltd.
N/A
000000000
00000000000000000000
JP
0.00000000
Clipperton Finance Limited (Paris, Paris, FR, Branch)
N/A
000000000
00000000000000000000
FR
0.00000000
Natixis Securities Americas LLC
8-719
000001101
549300L8G1E7ZHVEOG75
0.00000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
4992.88000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
9769.96000000
14762.84000000
CIBC World Markets Corp.
8-18333
000000630
549300445CON3DBMU275
168100000.00000000
Pershing LLC
8-17574
000007560
ZI8Q1A8EI8LQFJNM0D94
16596950.13000000
BofA Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
329036215.91000000
ICAP Securities USA LLC
N/A
000019739
549300G8NIYYSMVM6211
150049342.24000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
27560277.11000000
RBC Capital Markets, LLC
8-45411
000031194
549300LCO2FLSSVFFR64
4099995.54000000
Federal Reserve Bank of Boston
N/A
000000000
254900VDNU6M9QHIZS05
20397785.00000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
242778952.66000000
Mizuho Securities USA LLC
8-37710
000019647
7TK5RJIZDFROZCA6XF66
1000000.00000000
959619518.59000000
N
40524986.79000000
Committed
400000000.00000000
N
N
N
N
Natixis Oakmark Fund
S000008033
5493007A4T6WSF24HP83
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 22d-1 (17 CFR 270.22d-1)
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
Chicago Mercantile Exchange Inc.
SNZ2OJLFK8MNNCLQOF39
N
Bloomberg L.P.
549300B56MD0ZC402L06
N
Merrill Lynch Valuations LLC
54930015EWCI4VNCZP82
N
ICE Data Services, Inc.
13-3668779
Tax ID
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
The London Clearing House Limited
F226TOH6YD6XJB17KS62
GB
N
N
Deutsche Bank Aktiengesellschaft (Vienna, Vienna, AT, Branch)
7LTWFZYICNSX8D621K86
AT
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)
Deutsche Bank Aktiengesellschaft (Amsterdam, Noord Holland, NL, Branch)
7LTWFZYICNSX8D621K86
NL
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)
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 Trust Company Canada
549300L71XG2CTQ2V827
CA
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 (Auckland, Auckland, NZ, Branch)
2HI3YI5320L3RW6NJ957
NZ
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Credit Suisse (Schweiz) AG
549300CWR0W0BCS9Q144
CH
N
Y
Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)
Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)
F3JS33DEI6XQ4ZBPTN86
NO
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)
Clearstream Banking S.A.
549300OL514RA0SXJJ44
LU
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
Deutsche Bank, Sociedad Anonima Espanola
529900SICIK5OVMVY186
ES
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)
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
State Street Bank and Trust Company
571474TGEMMWANRLN572
N
Y
Natixis Advisors, L.P.
549300PSRHO2UJWZNJ04
Y
N
N
Natixis Investment Managers Switzerland Sarl
N/A
000000000
00000000000000000000
CH
0.00000000
Natixis Investment Managers Hong Kong Limited
N/A
000000000
00000000000000000000
HK
0.00000000
PJ Solomon Securities, LLC
8-43369
000028041
00000000000000000000
0.00000000
Natixis Investment Managers S.A.
N/A
000000000
5493004FNBJP406R4B02
LU
0.00000000
Natixis Investment Managers International
N/A
000000000
969500WCY7P9HOJNP063
FR
0.00000000
Natixis Tradex Solutions
N/A
000000000
969500OCY8KZTP2CB380
FR
0.00000000
Natixis Distribution, L.P.
8-46325
000034754
0000000000
0.00000000
Natixis Investment Managers Securities Investment Consulting (Taipei) Co., Ltd.
N/A
000000000
00000000000000000000
TW
0.00000000
Natixis Investment Managers Japan Co., Ltd.
N/A
000000000
00000000000000000000
JP
0.00000000
Natixis Japan Securities Co., Ltd.
N/A
000000000
549300JX7L6CKP0SZF78
JP
0.00000000
Clipperton Finance Limited (Paris, Paris, FR, Branch)
N/A
000000000
00000000000000000000
FR
0.00000000
Natixis
N/A
000000000
KX1WK48MPD4Y2NCUIZ63
FR
0.00000000
Natixis Asia Limited
N/A
000000000
549300FLVWNBJU1GUG93
HK
0.00000000
Loomis Sayles Distributors, L.P.
8-49575
000041795
00000000000000000000
0.00000000
Natixis Investment Managers UK Ltd
N/A
000000000
00000000000000000000
GB
0.00000000
Harris Associates Securities L.P.
8-19988
000006959
0000000000
0.00000000
Natixis Investment Managers Australia Pty Limited
N/A
000000000
00000000000000000000
AU
0.00000000
Fenchurch Securities, Inc.
N/A
000000000
00000000000000000000
0.00000000
Natixis Securities Americas LLC
8-719
000001101
549300L8G1E7ZHVEOG75
0.00000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
3796.76000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
5609.73000000
Citigroup Global Markets Inc.
8-8177
000007059
MBNUM2BPBDO7JBLYG310
1840.25000000
UBS Securities LLC
8-22651
000007654
T6FIZBDPKLYJKFCRVK44
2937.74000000
BofA Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
4106.57000000
Jefferies LLC
8-15074
000002347
58PU97L1C0WSRCWADL48
5325.22000000
Credit Suisse Securities (USA) LLC
8-422
000000816
1V8Y6QCX6YMJ2OELII46
7440.68000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
9439.73000000
Barclays Capital Inc.
8-41342
000019714
AC28XWWI3WIBK2824319
2062.29000000
Wells Fargo Securities, LLC
8-65876
000126292
VYVVCKR63DVZZN70PB21
1517.77000000
50370.14000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
354375.00000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
2625585891.62000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
1914886.00000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
23392.00000000
2627878544.62000000
Y
226547004.36000000
Committed
400000000.00000000
N
N
N
N
AlphaSimplex Managed Futures Strategy Fund
S000029564
5493003UQM09GTIXUQ46
N
5
0
0
N/A
N
N
N
N/A
N/A
N/A
Rule 22d-1 (17 CFR 270.22d-1)
Rule 32a-4 (17 CFR 270.32a-4)
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
ICE Data Services, Inc.
13-3668779
Tax ID
N
Refinitiv US Holdings Inc.
549300NF240HXJO7N016
N
Chicago Mercantile Exchange Inc.
SNZ2OJLFK8MNNCLQOF39
N
IHS Markit Ltd.
549300HLPTRASHS0E726
GB
N
Merrill Lynch Valuations LLC
54930015EWCI4VNCZP82
N
The London Clearing House Limited
F226TOH6YD6XJB17KS62
GB
N
N
Goldman Sachs & Co. LLC
FOR8UP27PHTHYVLBNG30
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))
Morgan Stanley & Co. LLC
9R7GPTSO7KV3UQJZQ078
N
Y
Futures commission merchants and commodity clearing organizations - rule 17f-6 (17 CFR 270.17f-6)
Euroclear Bank
549300OZ46BRLZ8Y6F65
BE
N
Y
Foreign securities depository - rule 17f-7 (17 CFR 270.17f-7)
J.P. Morgan Securities LLC
ZBUT11V806EZRVTWT807
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
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 Tradex Solutions
N/A
000000000
969500OCY8KZTP2CB380
FR
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
PJ Solomon Securities, LLC
8-43369
000028041
00000000000000000000
0.00000000
Natixis Investment Managers Australia Pty Limited
N/A
000000000
00000000000000000000
AU
0.00000000
Natixis Asia Limited
N/A
000000000
549300FLVWNBJU1GUG93
HK
0.00000000
Loomis Sayles Distributors, L.P.
8-49575
000041795
00000000000000000000
0.00000000
Natixis Investment Managers Securities Investment Consulting (Taipei) Co., Ltd.
N/A
000000000
00000000000000000000
TW
0.00000000
Natixis Distribution, L.P.
8-46325
000034754
0000000000
0.00000000
Natixis Securities Americas LLC
8-719
000001101
549300L8G1E7ZHVEOG75
0.00000000
Natixis Japan Securities Co., Ltd.
N/A
000000000
549300JX7L6CKP0SZF78
JP
0.00000000
Natixis Investment Managers International
N/A
000000000
969500WCY7P9HOJNP063
FR
0.00000000
Harris Associates Securities L.P.
8-19988
000006959
0000000000
0.00000000
Fenchurch Securities, Inc.
N/A
000000000
00000000000000000000
0.00000000
Natixis Investment Managers Japan Co., Ltd.
N/A
000000000
00000000000000000000
JP
0.00000000
Natixis Investment Managers S.A.
N/A
000000000
5493004FNBJP406R4B02
LU
0.00000000
Natixis Investment Managers Switzerland Sarl
N/A
000000000
00000000000000000000
CH
0.00000000
Clipperton Finance Limited (Paris, Paris, FR, Branch)
N/A
000000000
00000000000000000000
FR
0.00000000
Morgan Stanley & Co. LLC
8-15869
000008209
9R7GPTSO7KV3UQJZQ078
416699.52000000
J.P. Morgan Securities LLC
8-35008
000000079
ZBUT11V806EZRVTWT807
181973.76000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
1537844.74000000
2136518.02000000
Pershing LLC
8-17574
000007560
ZI8Q1A8EI8LQFJNM0D94
906620569.05000000
Mizuho Securities USA LLC
8-37710
000019647
7TK5RJIZDFROZCA6XF66
125000000.00000000
RBC Capital Markets, LLC
8-45411
000031194
549300LCO2FLSSVFFR64
97200000.00000000
State Street Bank and Trust Company
N/A
000000000
571474TGEMMWANRLN572
244328918.86000000
CIBC World Markets Corp.
8-18333
000000630
549300445CON3DBMU275
17087250000.00000000
Federal Reserve Bank of Boston
N/A
000000000
254900VDNU6M9QHIZS05
289638071.32000000
BofA Securities, Inc.
8-69787
000283942
549300HN4UKV1E2R3U73
10571439603.90000000
ICAP Securities USA LLC
N/A
000019739
549300G8NIYYSMVM6211
21243132852.59000000
Goldman Sachs & Co. LLC
8-129
000000361
FOR8UP27PHTHYVLBNG30
324053061.64000000
50888663077.36000000
N
1544619019.74000000
Committed
400000000.00000000
N
N
N
N
true
INTERNAL CONTROL RPT
2
NCEN_2664379347792463.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 AlphaSimplex Global Alternatives Fund,
AlphaSimplex Managed Futures Strategy Fund,
AlphaSimplex Multi-Asset Fund, Loomis Sayles
Intermediate Municipal Bond Fund, Loomis Sayles
Strategic Alpha Fund, Natixis Oakmark Fund and
Vaughan Nelson Mid Cap Fund, each a series of Natixis
Funds Trust II (the "Funds") as of and for the year ended
December 31, 2020 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, 2020.
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 22, 2021