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 AlphaSimplex Tactical U.S. Market Fund S000042166 549300GVIL1EOIRQEV34 2020-12-31 2020-09-30 Y 22467331.84 175069.28 22292262.56 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 0.00000000 1970713.77000000 N SUMITOMO MITSUI TRUST NY N/A 86564GJT9 1000000.00000000 PA USD 999996.83000000 4.485847173693 Long STIV CORP JP N 2 2020-10-06 Fixed 0.09000000 N N N N N N DNB NOR BK ASA 549300GKFG0RYRRQ1414 23341VW31 1000000.00000000 PA USD 999995.56000000 4.485841476649 Long STIV CORP NO N 2 2020-10-08 Fixed 0.08000000 N N N N N N FIXED INC CLEARING CORP.REPO 549300H47WTHXPU08X20 000000000 17551501.58000000 PA USD 17551501.58000000 78.73360334223 Long RA CORP US N 2 Repurchase N 0.00000000 2020-10-01 17922500.00000000 USD 17902588.10250000 USD UST N N N Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 000000000 134.00000000 NC USD -55312.50000000 -0.24812420834 N/A DE US N 1 Chicago Mercantile Exchange SNZ2OJLFK8MNNCLQOF39 Long E-mini S&P 500 Index ESZ0 Index 2020-12-18 22513712.50000000 USD -55312.50000000 N N N Cooperatieve Rabobank UA/NY DG3RU1DBUFHT4ZF9WN62 21687AK69 1000000.00000000 PA USD 999983.83000000 4.485788857494 Long STIV CORP US N 2 2020-10-06 None 0.00000000 N N N N N N 2020-10-28 Natixis Funds Trust II John Sgroi John Sgroi Assistant Treasurer XXXX