# EDGAR Filing Document

**Accession Number:** 0001728860
**File Stem:** 0001752724-23-057682
**Filing Date:** 2023-3
**Character Count:** 108980
**Document Hash:** 7fc1f33faa773b5d798c594103f44ae5
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-057682.hdr.sgml**: 20230315

**ACCESSION NUMBER**: 0001752724-23-057682

**CONFORMED SUBMISSION TYPE**: N-CEN

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230315

**DATE AS OF CHANGE**: 20230315

**EFFECTIVENESS DATE**: 20230315

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Natixis ETF Trust II
- **CENTRAL INDEX KEY:** 0001728860
- **IRS NUMBER:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** N-CEN
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23500
- **FILM NUMBER:** 23736114

**BUSINESS ADDRESS:**
- **STREET 1:** 888 BOYLSTON STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199
- **BUSINESS PHONE:** 617-449-2810

**MAIL ADDRESS:**
- **STREET 1:** 888 BOYLSTON STREET
- **CITY:** BOSTON
- **STATE:** MA
- **ZIP:** 02199

## Series and Classes Contracts Data

### Natixis U.S. Equity Opportunities ETF (Series ID: S000068026)

| Class ID   | Class Name                            | Ticker Symbol   |
|:---|:---|:---|
| C000218049 | Natixis U.S. Equity Opportunities ETF | EQOP            |

### Natixis Vaughan Nelson Mid Cap ETF (Series ID: S000068959)

| Class ID   | Class Name                         | Ticker Symbol   |
|:---|:---|:---|
| C000220374 | Natixis Vaughan Nelson Mid Cap ETF | VNMC            |

### Natixis Vaughan Nelson Select ETF (Series ID: S000068960)

| Class ID   | Class Name                        | Ticker Symbol   |
|:---|:---|:---|
| C000220375 | Natixis Vaughan Nelson Select ETF | VNSE            |

## Internal

Report of Independent Registered Public Accounting Firm

To the Board of Trustees and Shareholders of Natixis ETF Trust II:

In planning and performing our audits of the financial statements of Natixis U.S. Equity Opportunities ETF, Natixis Vaughan Nelson Mid Cap ETF and Natixis Vaughan Nelson Select ETF, each a series of Natixis ETF Trust II (the "Funds") as of and for the year ended December 31, 2022 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, 2022.

This report is intended solely for the information and use of the Board of Trustees of Natixis ETF 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

February 22, 2023

PricewaterhouseCoopers LLP, 101 Seaport Boulevard, Suite 500, Boston, MA 02210 T: (617) 530 5000, www.pwc.com/us

# Form N-CEN: Annual Report for Registered Investment Companies

## N-CEN: Filer Information
**Submission Type:** N-CEN
**CIK:** 0001728860

## N-CEN: Series/Class (Contract) Information

**Series ID Record:1**
- **Series ID:** S000068026

**Series ID Record:2**
- **Series ID:** S000068960

**Series ID Record:3**
- **Series ID:** S000068959

**Class ID Record:1**
- **Class ID:** C000218049

**Class ID Record:2**
- **Class ID:** C000220375

**Class ID Record:3**
- **Class ID:** C000220374

### N-CEN: Part A: General Information

**Item A.1.a - Report for period ending:** 2022-12-31

**Item A.1.b - Does this report cover a period of less than 12 months?:** No

## N-CEN: Part B: Information About the Registrant

- **Item B.1.a - Full name of Registrant:** Natixis ETF Trust II

- **Item B.1.b - Investment Company Act file number:** 811-23500

- **Item B.1.c - CIK:** 0001728860

- **Item B.1.d - LEI:** 549300RIGEZOHRSCQP32

- **Item B.2.a - Street 1:** 888 BOYLSTON STREET

- **Item B.2.b - City:** BOSTON

- **Item B.2.c - State:** MA

- **Item B.2.e - Zip Code:** 02199-8197

- **Item B.2.f - Telephone:** 617-449-2139

- **Item B.2.g - Public Website:** www.im.natixis.com

### Item B.3 - Location of books and records

**Location books Record: 1**

- **a. Name of person (e.g., a custodian of records):** ALPS Distributors, Inc.

- **b. Street 1:** 1290 Broadway

- **Street 2:** Suite 1000

- **c. City:** Denver

- **d. State, if applicable:** CO

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 80203

- **g. Telephone number:** 303-623-2577

- **h. Briefly describe the books and records kept at this location:** Records related to its function as Distributor

**Location books Record: 2**

- **a. Name of person (e.g., a custodian of records):** Loomis, Sayles & Company, L.P.

- **b. Street 1:** One Financial Center

- **c. City:** Boston

- **d. State, if applicable:** MA

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 02111

- **g. Telephone number:** 617-482-2450

- **h. Briefly describe the books and records kept at this location:** Records related to its function as Adviser

**Location books Record: 3**

- **a. Name of person (e.g., a custodian of records):** Harris Associates L.P.

- **b. Street 1:** 111 South Wacker Drive

- **Street 2:** Suite 4600

- **c. City:** Chicago

- **d. State, if applicable:** IL

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 60606

- **g. Telephone number:** 312-646-3600

- **h. Briefly describe the books and records kept at this location:** Records related to its function as Adviser

**Location books Record: 4**

- **a. Name of person (e.g., a custodian of records):** Vaughan Nelson Investment Management, L.P.

- **b. Street 1:** 600 Travis Street

- **Street 2:** Suite 3800

- **c. City:** Houston

- **d. State, if applicable:** TX

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 77002

- **g. Telephone number:** 713-224-2545

- **h. Briefly describe the books and records kept at this location:** Records related to its function as Adviser

**Location books Record: 5**

- **a. Name of person (e.g., a custodian of records):** Natixis Advisors, LLC

- **b. Street 1:** 888 Boylston Street

- **c. City:** Boston

- **d. State, if applicable:** MA

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 02199-8197

- **g. Telephone number:** 617-449-2139

- **h. Briefly describe the books and records kept at this location:** Records related to its function as Administrator

**Location books Record: 6**

- **a. Name of person (e.g., a custodian of records):** State Street Bank and Trust Company

- **b. Street 1:** 1 Lincoln Street

- **c. City:** Boston

- **d. State, if applicable:** MA

- **e. Foreign country, if applicable:** US

- **f. Zip code and zip code extension, or foreign postal code:** 02110

- **g. Telephone number:** 617-786-3000

- **h. Briefly describe the books and records kept at this location:** Custody and Accounting Records.

- **Item B.4.a - Is this the first filing by the Registrant?:** No

- **Item B.4.b - Is this the last filing by the Registrant?:** No

- **Item B.5.a - Is the Registrant part of a family of investment companies?:** Yes

- **Item B.5.a.i - Full name of family of investment companies:** Natixis Loomis Sayles Funds

### Item B.6 - Organization

- [x] a. Open-end management investment company registered under the Act on Form N-1A

- [ ] b. Closed-end management investment company registered under the Act on Form N-2

- [ ] c. Separate account offering variable annuity contracts which is registered under the Act as a management investment company on Form N-3

- [ ] d. Separate account offering variable annuity contracts which is registered under the Act as a unit investment trust on Form N-4

- [ ] e. Small business investment company registered under the Act on Form N-5

- [ ] f. Separate account offering variable insurance contracts which is registered under the Act as a unit investment trust on Form N-6

- [ ] g. Unit investment trust registered under the Act on Form N-8B-2

- **Item B.6.i - Total number of Series:** 3

- **Item B.7 - Is the Registrant the issuer of a class of securities registered under the Securities Act?:** Yes

### Item B.8 - Directors

| Name                | Is Interested Person?   | Other Investment Company File Numbers                                       |
|:---|:---|:---|
| Richard A. Goglia   | No                      | 811-00242, 811-22099, 811-06241, 811-04323, 811-09945, 811-23146, 811-08282 |
| Maureen B. Mitchell | No                      | 811-00242, 811-08282, 811-04323, 811-09945, 811-23146, 811-22099, 811-06241 |
| Cynthia L. Walker   | No                      | 811-09945, 811-00242, 811-04323, 811-06241, 811-22099, 811-08282, 811-23146 |
| Edmond J. English   | No                      | 811-23146, 811-08282, 811-04323, 811-22099, 811-09945, 811-00242, 811-06241 |
| Kevin P. Charleston | Yes                     | 811-22099, 811-06241, 811-09945, 811-23146, 811-08282, 811-04323, 811-00242 |
| Erik R. Sirri       | No                      | 811-22099, 811-08282, 811-06241, 811-00242, 811-09945, 811-04323, 811-23146 |
| James P. Palermo    | No                      | 811-08282, 811-00242, 811-23146, 811-06241, 811-09945, 811-04323, 811-22099 |
| Wendell J. Knox     | No                      | 811-22099, 811-00242, 811-08282, 811-09945, 811-04323, 811-23146, 811-06241 |
| Martin T. Meehan    | No                      | 811-00242, 811-23146, 811-06241, 811-04323, 811-09945, 811-08282, 811-22099 |
| Peter J. Smail      | No                      | 811-23146, 811-08282, 811-09945, 811-04323, 811-00242, 811-22099, 811-06241 |
| Kirk A. Sykes       | No                      | 811-04323, 811-08282, 811-22099, 811-06241, 811-23146, 811-00242, 811-09945 |
| David L. Giunta     | Yes                     | 811-00242, 811-23146, 811-08282, 811-09945, 811-06241, 811-22099, 811-04323 |

### Item B.9. Chief compliance officer.

**Chief compliance officer Record: 1**

- **a. Full Name:** Natalie Wagner

- **b. CRD Number, if any:** N/A

- **c. Street Address 1:** 888 Boylston Street, Suite 800

- **d. City:** Boston

- **e. State, if applicable:** MA

- **f. Foreign country, if applicable:** US

- **g. Zip code:** 02199-8197

- **h. Telephone number:** XXXXXX

- **i. Has the chief compliance officer changed since the last filing?:** No

If the chief compliance officer is compensated or employed by any person other than the Registrant, provide:

**CCO employer Record: 1**

- **i. Name of the person:** —

- **ii. Person’s IRS Employer Identification Number:** —

### Item B.10. Matters for security holder vote.

- **Were any matters submitted by the Registrant for its security holders’ vote during the reporting period?** No

- **Item B.11.a - Have there been any material legal proceedings?:** No

- **Item B.11.b - Has any proceeding previously reported been terminated?:** No

- **Item B.12.a - Were any claims with respect to the Registrant filed under a fidelity bond?:** No

- **Item B.13.a - Are the Registrant's officers or directors covered under any insurance policy?:** Yes

- **Item B.13.a.i - If yes, were any claims filed under the policy during the reporting period?:** No

- **Item B.14 - Did an affiliated person provide any form of financial support to the Registrant?:** No

- **Item B.15.a.i - Release numbers:**
  - IC-33711

### Item B.16. Principal underwriters.

**Principal underwriter Record: 1**

- **i. Full name:** ALPS Distributors, Inc.

- **ii. SEC file number:** 8-34626

- **iii. CRD number:** 000016853

- **iv. LEI, if any:** 0000000000

- **v. State, if applicable:** CO

- **vi. Foreign country, if applicable:** US

- **vii. Is the principal underwriter an affiliated person...?:** No

- **b. Have any principal underwriters been hired or terminated during the reporting period?** No

### Item B.17. Independent public accountant.

**Public accountant Record: 1**

- **a. Full Name:** PricewaterhouseCoopers LLP

- **b. PCAOB Number:** 238

- **c. LEI, if any:** 5493002GVO7EO8RNNS37

- **d. State, if applicable:** MA

- **e. Foreign country, if applicable:** US

- **f. Has the independent public accountant changed since the last filing?** No

- **Item B.18 - Did an independent public accountant's report on internal control note any material weaknesses?:** No

- **Item B.19 - Did an independent public accountant issue an opinion other than an unqualified opinion?:** No

- **Item B.20 - Have there been material changes in the method of valuation?:** No

- **Item B.21 - Have there been any changes in accounting principles or practices?:** No

- **Item B.22.a - Were any payments made to shareholders as a result of an error in calculating NAV?:** No

## Part C: Additional Questions for Management Investment Companies

### Management Investment Record: 1 - Natixis U.S. Equity Opportunities ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** Natixis U.S. Equity Opportunities ETF

- **b. Series identification number, if any:** S000068026

- **c. LEI:** 5493000WN5F6SY80CB72

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 0

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class                 | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Natixis U.S. Equity Opportunities ETF | C000218049                                | EQOP                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** No

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** —

- **g. Provide the net income from securities lending activities:** —

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4))

- Rule 32a-4 (17 CFR 270.32a-4)

- Rule 18f-4 (17 CFR 270.18f-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Natixis Advisors, LLC

- **ii. SEC file number:** 801-48408

- **iii. CRD number:** 000106800

- **iv. LEI, if any:** 549300PSRHO2UJWZNJ04

- **v. State, if applicable:** MA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Loomis, Sayles & Company, L.P.

- **ii. SEC file number:** 801-170

- **iii. CRD number:** 000105377

- **iv. LEI, if any:** JIZPN2RX3UMNOYIDI313

- **v. Is the sub-adviser an affiliated person?:** Yes

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Sub-adviser Record: 2**

- **i. Full name:** Harris Associates L.P.

- **ii. SEC file number:** 801-50333

- **iii. CRD number:** 000106960

- **iv. LEI, if any:** YVC19L6NOWRA51XIKW06

- **v. Is the sub-adviser an affiliated person?:** Yes

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** The London Clearing House Limited

- **ii. LEI, if any, or provide and describe other identifying number:** F226TOH6YD6XJB17KS62

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** ICE Data Services, Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 13-3668779

- **Description of other identifying number:** Tax ID

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** Chicago Mercantile Exchange Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** SNZ2OJLFK8MNNCLQOF39

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** Merrill Lynch Valuations LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 54930015EWCI4VNCZP82

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** BNP Paribas Securities Services

- **ii. LEI, if any:** 549300WCGB70D06XZS54

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 2**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited (Chuo ku, Tokyo, JP, Branch)

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 3**

- **i. Full name:** Citibank Europe Public Limited Company (Budapest, HU, Branch)

- **ii. LEI, if any:** N1FBEDJ5J41VKZLO2475

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 4**

- **i. Full name:** FirstRand Bank Limited

- **ii. LEI, if any:** ZAYQDKTCATIXF9OQY690

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 5**

- **i. Full name:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

**Custodians Record: 6**

- **i. Full name:** Royal Bank of Canada

- **ii. LEI, if any:** ES7IP3U3RHIGC71XBU11

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 7**

- **i. Full name:** Skandinaviska Enskilda Banken AB (Oslo, Oslo, NO, Branch)

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 8**

- **i. Full name:** State Street Bank International GmbH

- **ii. LEI, if any:** ZMHGNT7ZPKZ3UFZ8EO46

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 9**

- **i. Full name:** Standard Chartered Bank (Makati City, Metro Manila, PH, Branch)

- **ii. LEI, if any:** RILFO74KP1CM8P6PCT96

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 10**

- **i. Full name:** State Street Bank and Trust Company (Edinburgh, GB, Branch)

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 11**

- **i. Full name:** State Street Trust Company Canada

- **ii. LEI, if any:** 549300L71XG2CTQ2V827

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 12**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited (Sydney, NSW, AU, Branch)

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 13**

- **i. Full name:** Banco Nacional de Mexico, S.A., Integrante del Grupo Financiero Banamex

- **ii. LEI, if any:** 2SFFM4FUIE05S37WFU55

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 14**

- **i. Full name:** Bank Hapoalim B.M.

- **ii. LEI, if any:** B6ARUI4946ST4S7WOU88

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 15**

- **i. Full name:** Citibank Europe Public Limited Company

- **ii. LEI, if any:** N1FBEDJ5J41VKZLO2475

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 16**

- **i. Full name:** Skandinaviska Enskilda Banken AB

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 17**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited (Auckland, Auckland, NZ, Branch)

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 18**

- **i. Full name:** Skandinaviska Enskilda Banken AB (Helsinki, Uusimaa, FI, Branch)

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 19**

- **i. Full name:** Citibank, National Association (Singapore, SG, Branch)

- **ii. LEI, if any:** E57ODZWZ7FF32TWEFA76

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 20**

- **i. Full name:** The Hongkong and Shanghai Banking Corporation Limited

- **ii. LEI, if any:** 2HI3YI5320L3RW6NJ957

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 21**

- **i. Full name:** UniCredit Bank Austria AG

- **ii. LEI, if any:** D1HEB8VEU6D9M8ZUXG17

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 22**

- **i. Full name:** Credit Suisse (Schweiz) AG

- **ii. LEI, if any:** 549300CWR0W0BCS9Q144

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 23**

- **i. Full name:** Skandinaviska Enskilda Banken A/S

- **ii. LEI, if any:** F3JS33DEI6XQ4ZBPTN86

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

**Custodians Record: 24**

- **i. Full name:** Intesa Sanpaolo S.p.A.

- **ii. LEI, if any:** 2W8N8UU78PMDQKZENC08

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** Yes

- **vii. With respect to the custodian, check below to indicate the type of custody:** Foreign custodian - rule 17f-5 (17 CFR 270.17f-5)

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** No

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Natixis Advisors, LLC

- **ii. LEI, if any, or other identifying number:** 549300PSRHO2UJWZNJ04

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** State Street Bank and Trust Company

- **ii. LEI, if any, or other identifying number:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** Yes

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** Ostrum Asset Management

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 969500YVSB0RNS7OCS11

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 2**

- **a. Full name:** Harris Associates Securities L.P.

- **b. SEC file number:** 8-19988

- **c. CRD number:** 000006959

- **d. LEI, if any:** 0000000000

- **e. State, if applicable:** IL

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 3**

- **a. Full name:** Natixis Securities Americas LLC

- **b. SEC file number:** 8-719

- **c. CRD number:** 000001101

- **d. LEI, if any:** 549300L8G1E7ZHVEOG75

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 4**

- **a. Full name:** BPCE

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 9695005MSX1OYEMGDF46

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 5**

- **a. Full name:** Natixis Investment Managers S.A.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493004FNBJP406R4B02

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 6**

- **a. Full name:** Natixis Investment Managers Japan Co., Ltd.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 7**

- **a. Full name:** Solomon Partners Securities, LLC

- **b. SEC file number:** 8-43369

- **c. CRD number:** 000028041

- **d. LEI, if any:** N/A

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 8**

- **a. Full name:** Natixis Asia Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300FLVWNBJU1GUG93

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 9**

- **a. Full name:** Natixis Investment Managers Australia Pty Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 10**

- **a. Full name:** Seeyond

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 969500AF5AUGHLMNWA05

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 11**

- **a. Full name:** Natixis Investment Managers International

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 969500WCY7P9HOJNP063

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 12**

- **a. Full name:** Natixis Investment Managers Securities Investment Consulting (Taipei) Co., Ltd.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 13**

- **a. Full name:** Natixis Tradex Solutions

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 969500OCY8KZTP2CB380

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 14**

- **a. Full name:** Natixis Interepargne

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 969500K5E8ZEUGFEJ896

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 15**

- **a. Full name:** Natixis Investment Managers Hong Kong Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 16**

- **a. Full name:** Natixis Japan Securities Co., Ltd.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300JX7L6CKP0SZF78

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 17**

- **a. Full name:** Natixis

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** KX1WK48MPD4Y2NCUIZ63

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 18**

- **a. Full name:** Loomis Sayles Distributors, L.P.

- **b. SEC file number:** 8-49575

- **c. CRD number:** 000041795

- **d. LEI, if any:** N/A

- **e. State, if applicable:** MA

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 19**

- **a. Full name:** Clipperton Finance Limited (Paris, Paris, FR, Branch)

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 20**

- **a. Full name:** Natixis Investment Managers UK Ltd

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 21**

- **a. Full name:** Vega Investment Managers

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 969500O0FR2QWV4D6N39

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 22**

- **a. Full name:** Natixis Investment Managers Switzerland Sarl

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 23**

- **a. Full name:** Natixis Distribution, LLC

- **b. SEC file number:** 8-46325

- **c. CRD number:** 000034754

- **d. LEI, if any:** N/A

- **e. State, if applicable:** MA

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 24**

- **a. Full name:** Fenchurch Advisory Partners LLP

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Barclays Capital Inc.

- **ii. SEC file number:** 8-41342

- **iii. CRD number:** 000019714

- **iv. LEI, if any:** AC28XWWI3WIBK2824319

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $126.84

**Brokers Record: 2**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $222.02

**Brokers Record: 3**

- **i. Full name of broker:** Morgan Stanley & Co. LLC

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $157.87

**Brokers Record: 4**

- **i. Full name of broker:** Citigroup Global Markets Inc.

- **ii. SEC file number:** 8-8177

- **iii. CRD number:** 000007059

- **iv. LEI, if any:** MBNUM2BPBDO7JBLYG310

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $211.89

**Brokers Record: 5**

- **i. Full name of broker:** Sanford C. Bernstein & Co., LLC

- **ii. SEC file number:** 8-52942

- **iii. CRD number:** 000104474

- **iv. LEI, if any:** 549300I7JYZHT7D5CO04

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $137.02

**Brokers Record: 6**

- **i. Full name of broker:** Jefferies LLC

- **ii. SEC file number:** 8-15074

- **iii. CRD number:** 000002347

- **iv. LEI, if any:** 58PU97L1C0WSRCWADL48

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $196.25

**Brokers Record: 7**

- **i. Full name of broker:** Goldman Sachs & Co. LLC

- **ii. SEC file number:** 8-129

- **iii. CRD number:** 000000361

- **iv. LEI, if any:** FOR8UP27PHTHYVLBNG30

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $84.80

**Brokers Record: 8**

- **i. Full name of broker:** Credit Suisse Securities (USA) LLC

- **ii. SEC file number:** 8-422

- **iii. CRD number:** 000000816

- **iv. LEI, if any:** 1V8Y6QCX6YMJ2OELII46

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $190.85

**Brokers Record: 9**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $438.41

**Brokers Record: 10**

- **i. Full name of broker:** BofA Securities, Inc.

- **ii. SEC file number:** 8-69787

- **iii. CRD number:** 000283942

- **iv. LEI, if any:** 549300HN4UKV1E2R3U73

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $187.00

**Aggregate Commission:** $2,305.75

**Item C.17.a. Principal transaction counterparties.**

| Name                                     | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| State Street Bank and Trust Company      | N/A               | N/A          | 571474TGEMMWANRLN572 | MA      | US        | $66,654,671.40            |
| Goldman Sachs & Co. LLC                  | 8-129             | 000000361    | FOR8UP27PHTHYVLBNG30 | NY      | US        | $4,704.00                 |
| National Securities Clearing Corporation | 8-164             | 000007569    | 549300RYC9NELN2ICA34 | NY      | US        | $4,385,354.93             |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $71,044,730.33

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $9,112,856.68

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $500,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** State Street Bank and Trust Company

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                          | SEC File number   |
|:---|:---|
| Loomis Sayles Limited Term Government and Agency Fund | 811-06241         |
| Loomis Sayles Strategic Income Fund                   | 811-06241         |
| Loomis Sayles Global Growth Fund                      | 811-00242         |
| Natixis Sustainable Future 2030 Fund                  | 811-09945         |
| Loomis Sayles Strategic Alpha Fund                    | 811-00242         |
| Natixis Sustainable Future 2060 Fund                  | 811-09945         |
| Vaughan Nelson Mid Cap Fund                           | 811-00242         |
| Natixis Vaughan Nelson Mid Cap ETF                    | 811-23500         |
| Loomis Sayles Small Cap Growth Fund                   | 811-06241         |
| AlphaSimplex Managed Futures Strategy Fund            | 811-00242         |
| Loomis Sayles Small Cap Value Fund                    | 811-08282         |
| Natixis Sustainable Future 2025 Fund                  | 811-09945         |
| Natixis Sustainable Future 2015 Fund                  | 811-09945         |
| Natixis Sustainable Future 2065 Fund                  | 811-09945         |
| Loomis Sayles High Income Opportunities Fund          | 811-08282         |
| Loomis Sayles Growth Fund                             | 811-06241         |
| Natixis Loomis Sayles Short Duration Income ETF       | 811-23146         |
| Natixis Sustainable Future 2055 Fund                  | 811-09945         |
| Loomis Sayles Fixed Income Fund                       | 811-08282         |
| Vaughan Nelson Small Cap Value Fund                   | 811-04323         |
| Loomis Sayles Bond Fund                               | 811-08282         |
| Mirova Global Green Bond Fund                         | 811-04323         |
| AEW Global Focused Real Estate Fund                   | 811-09945         |
| Natixis Sustainable Future 2050 Fund                  | 811-09945         |
| Loomis Sayles Securitized Asset Fund                  | 811-08282         |
| Gateway Fund                                          | 811-22099         |
| Natixis U.S. Equity Opportunities Fund                | 811-04323         |
| Mirova U.S. Sustainable Equity Fund                   | 811-04323         |
| Loomis Sayles High Income Fund                        | 811-06241         |
| Loomis Sayles International Growth Fund               | 811-06241         |
| Natixis Oakmark International Fund                    | 811-04323         |
| Mirova International Sustainable Equity Fund          | 811-04323         |
| Loomis Sayles Inflation Protected Securities Fund     | 811-08282         |
| Natixis Oakmark Fund                                  | 811-00242         |
| Vaughan Nelson Select Fund                            | 811-00242         |
| Natixis Sustainable Future 2045 Fund                  | 811-09945         |
| Gateway Equity Call Premium Fund                      | 811-22099         |
| Natixis Sustainable Future 2035 Fund                  | 811-09945         |
| Natixis Sustainable Future 2040 Fund                  | 811-09945         |
| Loomis Sayles Credit Income Fund                      | 811-06241         |
| AlphaSimplex Global Alternatives Fund                 | 811-00242         |
| Loomis Sayles Intermediate Duration Bond Fund         | 811-08282         |
| Loomis Sayles Small/Mid Cap Growth Fund               | 811-06241         |
| Loomis Sayles Investment Grade Bond Fund              | 811-06241         |
| Natixis Vaughan Nelson Select ETF                     | 811-23500         |
| Loomis Sayles Institutional High Income Fund          | 811-08282         |
| Mirova Global Sustainable Equity Fund                 | 811-04323         |
| Natixis Sustainable Future 2020 Fund                  | 811-09945         |
| Loomis Sayles Investment Grade Fixed Income Fund      | 811-08282         |
| Loomis Sayles Core Plus Bond Fund                     | 811-04323         |
| Loomis Sayles Global Allocation Fund                  | 811-06241         |
| Loomis Sayles Global Bond Fund                        | 811-08282         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 2 - Natixis Vaughan Nelson Select ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** Natixis Vaughan Nelson Select ETF

- **b. Series identification number, if any:** S000068960

- **c. LEI:** 549300J0FMLWDQ84IH70

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 0

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class             | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Natixis Vaughan Nelson Select ETF | C000220375                                | VNSE                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** Yes

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** No

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** —

- **g. Provide the net income from securities lending activities:** —

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 32a-4 (17 CFR 270.32a-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Natixis Advisors, LLC

- **ii. SEC file number:** 801-48408

- **iii. CRD number:** 000106800

- **iv. LEI, if any:** 549300PSRHO2UJWZNJ04

- **v. State, if applicable:** MA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Vaughan Nelson Investment Management, L.P.

- **ii. SEC file number:** 801-51795

- **iii. CRD number:** 000106975

- **iv. LEI, if any:** 549300FRU9FLMWI67N43

- **v. Is the sub-adviser an affiliated person?:** Yes

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** ICE Data Services, Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 13-3668779

- **Description of other identifying number:** Tax ID

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** The London Clearing House Limited

- **ii. LEI, if any, or provide and describe other identifying number:** F226TOH6YD6XJB17KS62

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Merrill Lynch Valuations LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 54930015EWCI4VNCZP82

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** Chicago Mercantile Exchange Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** SNZ2OJLFK8MNNCLQOF39

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** No

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Natixis Advisors, LLC

- **ii. LEI, if any, or other identifying number:** 549300PSRHO2UJWZNJ04

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** State Street Bank and Trust Company

- **ii. LEI, if any, or other identifying number:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** Yes

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** Solomon Partners Securities, LLC

- **b. SEC file number:** 8-43369

- **c. CRD number:** 000028041

- **d. LEI, if any:** N/A

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 2**

- **a. Full name:** Natixis Investment Managers S.A.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493004FNBJP406R4B02

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 3**

- **a. Full name:** Natixis Investment Managers International

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 969500WCY7P9HOJNP063

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 4**

- **a. Full name:** Natixis Asia Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300FLVWNBJU1GUG93

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 5**

- **a. Full name:** Natixis Tradex Solutions

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 969500OCY8KZTP2CB380

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 6**

- **a. Full name:** Natixis Investment Managers Securities Investment Consulting (Taipei) Co., Ltd.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 7**

- **a. Full name:** Natixis Investment Managers Switzerland Sarl

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 8**

- **a. Full name:** Natixis Investment Managers Australia Pty Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 9**

- **a. Full name:** Vega Investment Managers

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 969500O0FR2QWV4D6N39

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 10**

- **a. Full name:** Natixis Japan Securities Co., Ltd.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300JX7L6CKP0SZF78

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 11**

- **a. Full name:** Natixis Investment Managers Japan Co., Ltd.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 12**

- **a. Full name:** Loomis Sayles Distributors, L.P.

- **b. SEC file number:** 8-49575

- **c. CRD number:** 000041795

- **d. LEI, if any:** N/A

- **e. State, if applicable:** MA

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 13**

- **a. Full name:** Ostrum Asset Management

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 969500YVSB0RNS7OCS11

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 14**

- **a. Full name:** Harris Associates Securities L.P.

- **b. SEC file number:** 8-19988

- **c. CRD number:** 000006959

- **d. LEI, if any:** 0000000000

- **e. State, if applicable:** IL

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 15**

- **a. Full name:** Clipperton Finance Limited (Paris, Paris, FR, Branch)

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 16**

- **a. Full name:** Fenchurch Advisory Partners LLP

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 17**

- **a. Full name:** Natixis Investment Managers Hong Kong Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 18**

- **a. Full name:** Natixis Interepargne

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 969500K5E8ZEUGFEJ896

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 19**

- **a. Full name:** Natixis Securities Americas LLC

- **b. SEC file number:** 8-719

- **c. CRD number:** 000001101

- **d. LEI, if any:** 549300L8G1E7ZHVEOG75

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 20**

- **a. Full name:** Natixis

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** KX1WK48MPD4Y2NCUIZ63

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 21**

- **a. Full name:** Natixis Distribution, LLC

- **b. SEC file number:** 8-46325

- **c. CRD number:** 000034754

- **d. LEI, if any:** N/A

- **e. State, if applicable:** MA

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 22**

- **a. Full name:** BPCE

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 9695005MSX1OYEMGDF46

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 23**

- **a. Full name:** Seeyond

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 969500AF5AUGHLMNWA05

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 24**

- **a. Full name:** Natixis Investment Managers UK Ltd

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** Virtu Americas LLC

- **ii. SEC file number:** 8-68193

- **iii. CRD number:** 000149823

- **iv. LEI, if any:** 549300RA02N3BNSWBV74

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $38.08

**Brokers Record: 2**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $254.11

**Brokers Record: 3**

- **i. Full name of broker:** Piper Sandler & Co.

- **ii. SEC file number:** 8-15204

- **iii. CRD number:** 000000665

- **iv. LEI, if any:** 549300GRQCWQ3XGH0H10

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $4.16

**Brokers Record: 4**

- **i. Full name of broker:** Jefferies LLC

- **ii. SEC file number:** 8-15074

- **iii. CRD number:** 000002347

- **iv. LEI, if any:** 58PU97L1C0WSRCWADL48

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $17.74

**Brokers Record: 5**

- **i. Full name of broker:** JonesTrading Institutional Services LLC

- **ii. SEC file number:** 8-26089

- **iii. CRD number:** 000006888

- **iv. LEI, if any:** 2138008JJ5PA8H5UIL69

- **v. State, if applicable:** CA

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $11.60

**Brokers Record: 6**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $23.52

**Brokers Record: 7**

- **i. Full name of broker:** Cantor Fitzgerald & Co.

- **ii. SEC file number:** 8-201

- **iii. CRD number:** 000000134

- **iv. LEI, if any:** 5493004J7H4GCPG6OB62

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $11.16

**Brokers Record: 8**

- **i. Full name of broker:** Instinet, LLC

- **ii. SEC file number:** 8-23669

- **iii. CRD number:** 000007897

- **iv. LEI, if any:** 549300MGMN3RKMU8FT57

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,113.66

**Brokers Record: 9**

- **i. Full name of broker:** Oppenheimer & Co. Inc.

- **ii. SEC file number:** 8-4077

- **iii. CRD number:** 000000249

- **iv. LEI, if any:** 254900VH02JQR2L8XD64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $113.53

**Brokers Record: 10**

- **i. Full name of broker:** Liquidnet, Inc.

- **ii. SEC file number:** 8-52461

- **iii. CRD number:** 000103987

- **iv. LEI, if any:** 213800HSKBBO1GCVRG79

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $697.76

**Aggregate Commission:** $2,286.42

**Item C.17.a. Principal transaction counterparties.**

| Name                                     | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| State Street Bank and Trust Company      | N/A               | N/A          | 571474TGEMMWANRLN572 | MA      | US        | $63,698,606.59            |
| National Securities Clearing Corporation | 8-164             | 000007569    | 549300RYC9NELN2ICA34 | NY      | US        | $10,271,681.86            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $73,970,288.45

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $8,363,718.79

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $500,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** State Street Bank and Trust Company

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                          | SEC File number   |
|:---|:---|
| AlphaSimplex Managed Futures Strategy Fund            | 811-00242         |
| Loomis Sayles Investment Grade Fixed Income Fund      | 811-08282         |
| Natixis Sustainable Future 2050 Fund                  | 811-09945         |
| Natixis Sustainable Future 2045 Fund                  | 811-09945         |
| Loomis Sayles Investment Grade Bond Fund              | 811-06241         |
| Vaughan Nelson Mid Cap Fund                           | 811-00242         |
| Loomis Sayles High Income Opportunities Fund          | 811-08282         |
| Loomis Sayles Inflation Protected Securities Fund     | 811-08282         |
| Loomis Sayles Global Bond Fund                        | 811-08282         |
| Loomis Sayles Small/Mid Cap Growth Fund               | 811-06241         |
| Natixis Sustainable Future 2020 Fund                  | 811-09945         |
| Mirova Global Green Bond Fund                         | 811-04323         |
| Loomis Sayles Credit Income Fund                      | 811-06241         |
| Natixis Sustainable Future 2055 Fund                  | 811-09945         |
| Loomis Sayles Strategic Alpha Fund                    | 811-00242         |
| Natixis Sustainable Future 2040 Fund                  | 811-09945         |
| Natixis Sustainable Future 2035 Fund                  | 811-09945         |
| Loomis Sayles High Income Fund                        | 811-06241         |
| Natixis U.S. Equity Opportunities ETF                 | 811-23500         |
| Vaughan Nelson Small Cap Value Fund                   | 811-04323         |
| Mirova U.S. Sustainable Equity Fund                   | 811-04323         |
| Loomis Sayles Fixed Income Fund                       | 811-08282         |
| Loomis Sayles Core Plus Bond Fund                     | 811-04323         |
| Loomis Sayles Securitized Asset Fund                  | 811-08282         |
| Vaughan Nelson Select Fund                            | 811-00242         |
| Loomis Sayles Global Growth Fund                      | 811-00242         |
| Natixis U.S. Equity Opportunities Fund                | 811-04323         |
| Natixis Sustainable Future 2025 Fund                  | 811-09945         |
| Gateway Fund                                          | 811-22099         |
| Loomis Sayles Global Allocation Fund                  | 811-06241         |
| Natixis Loomis Sayles Short Duration Income ETF       | 811-23146         |
| Loomis Sayles Small Cap Growth Fund                   | 811-06241         |
| AlphaSimplex Global Alternatives Fund                 | 811-00242         |
| Gateway Equity Call Premium Fund                      | 811-22099         |
| AEW Global Focused Real Estate Fund                   | 811-09945         |
| Loomis Sayles International Growth Fund               | 811-06241         |
| Loomis Sayles Bond Fund                               | 811-08282         |
| Natixis Sustainable Future 2015 Fund                  | 811-09945         |
| Natixis Vaughan Nelson Mid Cap ETF                    | 811-23500         |
| Loomis Sayles Institutional High Income Fund          | 811-08282         |
| Mirova International Sustainable Equity Fund          | 811-04323         |
| Natixis Oakmark Fund                                  | 811-00242         |
| Mirova Global Sustainable Equity Fund                 | 811-04323         |
| Natixis Sustainable Future 2065 Fund                  | 811-09945         |
| Loomis Sayles Growth Fund                             | 811-06241         |
| Natixis Sustainable Future 2060 Fund                  | 811-09945         |
| Natixis Oakmark International Fund                    | 811-04323         |
| Natixis Sustainable Future 2030 Fund                  | 811-09945         |
| Loomis Sayles Strategic Income Fund                   | 811-06241         |
| Loomis Sayles Limited Term Government and Agency Fund | 811-06241         |
| Loomis Sayles Small Cap Value Fund                    | 811-08282         |
| Loomis Sayles Intermediate Duration Bond Fund         | 811-08282         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

### Management Investment Record: 3 - Natixis Vaughan Nelson Mid Cap ETF

**Item C.1. Background information.**

- **a. Full Name of the Fund:** Natixis Vaughan Nelson Mid Cap ETF

- **b. Series identification number, if any:** S000068959

- **c. LEI:** 5493000EGI0BHKRN0O79

- **d. Is this the first filing on this form by the Fund?:** No

**Item C.2. Classes of open-end management investment companies.**

- **a. How many Classes of shares of the Fund (if any) are authorized?:** 0

- **b. How many new Classes of shares of the Fund were added during the reporting period?:** 0

- **c. How many Classes of shares of the Fund were terminated during the reporting period?:** 0

**d. For each Class with shares outstanding, provide the information requested below:**

|   Shares Outstanding Record | i. Full name of Class              | ii. Class identification number, if any   | iii. Ticker symbol, if any   |
|---:|:---|:---|:---|
|                           1 | Natixis Vaughan Nelson Mid Cap ETF | C000220374                                | VNMC                         |

**Item C.3. Type of fund.**

- [ ] Exchange-Traded Fund or Exchange-Traded Managed Fund or offers a Class that itself is an Exchange-Traded Fund or Exchange-Traded Managed Fund

-   [x] i. Exchange-Traded Fund

-   [ ] ii. Exchange-Traded Managed Fund

- [ ] b. Index Fund

- [ ] c. Seeks to achieve performance results that are a multiple of a benchmark, the inverse of a benchmark, or a multiple of the inverse of a benchmark

- [ ] d. Interval Fund

- [ ] e. Fund of Funds

- [ ] f. Master-Feeder Fund

- [ ] g. Money Market Fund

- [ ] h. Target Date Fund

-   [ ] i. Underlying fund to a variable annuity or variable life insurance contract

- [ ] N/A

**Item C.4 - Does the Fund seek to operate as a 'non-diversified company'?** No

**Item C.5 - Does the fund invest in a controlled foreign corporation?** No

**Item C.6. Securities lending.**

- **a. Is the Fund authorized to engage in securities lending transactions?** No

- **f. Provide the monthly average of the value of portfolio securities on loan during the reporting period:** —

- **g. Provide the net income from securities lending activities:** —

**Item C.7. Reliance on certain statutory exemption and rules.**

Did the Fund rely on the following rules?

- Rule 32a-4 (17 CFR 270.32a-4)

**Item C.8. Expense limitations.**

- **a. Did the Fund have an expense limitation arrangement?** Yes

- **b. Were any expenses reduced or waived?** Yes

- **c. Are the fees waived subject to recoupment?** Yes

- **d. Were any expenses previously waived recouped during the period?** No

**Item C.9. Investment advisers.**

**Investment Advisers Record: 1**

- **i. Full name:** Natixis Advisors, LLC

- **ii. SEC file number:** 801-48408

- **iii. CRD number:** 000106800

- **iv. LEI, if any:** 549300PSRHO2UJWZNJ04

- **v. State, if applicable:** MA

- **vi. Foreign country, if applicable:** US

- **vii. Was the investment adviser hired during the reporting period?:** No

**Item C.9.b. Sub-advisers.**

**Sub-adviser Record: 1**

- **i. Full name:** Vaughan Nelson Investment Management, L.P.

- **ii. SEC file number:** 801-51795

- **iii. CRD number:** 000106975

- **iv. LEI, if any:** 549300FRU9FLMWI67N43

- **v. Is the sub-adviser an affiliated person?:** Yes

- **vii. Was the sub-adviser hired during the reporting period?:** No

**Item C.10. Transfer agents.**

**Transfer Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. SEC file number:** 85-05003

- **iii. LEI, if any:** 571474TGEMMWANRLN572

- **iv. State, if applicable:** MA

- **v. Foreign country, if applicable:** US

- **vi. Is the transfer agent an affiliated person of the Fund or its investment adviser(s)?:** No

- **vii. Is the transfer agent a sub-transfer agent?:** No

- **b. Has a transfer agent been hired or terminated during the reporting period?** No

**Item C.11. Pricing services.**

**Pricing Services Record: 1**

- **i. Full name:** The London Clearing House Limited

- **ii. LEI, if any, or provide and describe other identifying number:** F226TOH6YD6XJB17KS62

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 2**

- **i. Full name:** ICE Data Services, Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 13-3668779

- **Description of other identifying number:** Tax ID

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 3**

- **i. Full name:** Merrill Lynch Valuations LLC

- **ii. LEI, if any, or provide and describe other identifying number:** 54930015EWCI4VNCZP82

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 4**

- **i. Full name:** IHS Markit Ltd.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300HLPTRASHS0E726

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 5**

- **i. Full name:** Bloomberg L.P.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300B56MD0ZC402L06

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 6**

- **i. Full name:** PricingDirect Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300WIC0TOJ7N7GD54

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 7**

- **i. Full name:** Refinitiv US Holdings Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** 549300NF240HXJO7N016

- **iii. State, if applicable:** NY

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

**Pricing Services Record: 8**

- **i. Full name:** Chicago Mercantile Exchange Inc.

- **ii. LEI, if any, or provide and describe other identifying number:** SNZ2OJLFK8MNNCLQOF39

- **iii. State, if applicable:** IL

- **iv. Foreign country, if applicable:** US

- **v. Is the pricing service an affiliated person of the Fund or its investment adviser(s)?:** No

- **b. Was a pricing service hired or terminated during the reporting period?** No

**Item C.12. Custodians.**

**a. Provide the following information about each person that provided custodial services to the Fund during the reporting period:**

**Custodians Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the custodian an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the custodian a sub-custodian?:** No

- **vii. With respect to the custodian, check below to indicate the type of custody:** Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1))

- **b. Was a custodian hired or terminated during the reporting period?** No

**Item C.13 - Shareholder Servicing Agents**

**Shareholder Servicing Agents Record: 1**

- **i. Full name:** State Street Bank and Trust Company

- **ii. LEI, if any:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the shareholder servicing agent an affiliated person?:** No

- **vi. Is the shareholder servicing agent a sub-shareholder servicing agent?:** No

- **b. Has a shareholder servicing agent been hired or terminated during the reporting period?** No

**Item C.14. Administrators.**

**a. Provide the following information about each administrator of the Fund:**

**Administrators Record: 1**

- **i. Full name:** Natixis Advisors, LLC

- **ii. LEI, if any, or other identifying number:** 549300PSRHO2UJWZNJ04

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** Yes

- **vi. Is the administrator a sub-administrator?:** No

**Administrators Record: 2**

- **i. Full name:** State Street Bank and Trust Company

- **ii. LEI, if any, or other identifying number:** 571474TGEMMWANRLN572

- **iii. State, if applicable:** MA

- **iv. Foreign country, if applicable:** US

- **v. Is the administrator an affiliated person of the Fund or its investment adviser(s)?:** No

- **vi. Is the administrator a sub-administrator?:** Yes

- **b. Has a third-party administrator been hired or terminated during the reporting period?** No

**Item C.15 - Affiliated broker-dealers.**

**Broker Dealers Record: 1**

- **a. Full name:** Natixis Japan Securities Co., Ltd.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300JX7L6CKP0SZF78

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 2**

- **a. Full name:** Vega Investment Managers

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 969500O0FR2QWV4D6N39

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 3**

- **a. Full name:** BPCE

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 9695005MSX1OYEMGDF46

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 4**

- **a. Full name:** Natixis Investment Managers Switzerland Sarl

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 5**

- **a. Full name:** Natixis Investment Managers UK Ltd

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 6**

- **a. Full name:** Seeyond

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 969500AF5AUGHLMNWA05

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 7**

- **a. Full name:** Natixis Investment Managers International

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 969500WCY7P9HOJNP063

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 8**

- **a. Full name:** Natixis Investment Managers Japan Co., Ltd.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 9**

- **a. Full name:** Natixis

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** KX1WK48MPD4Y2NCUIZ63

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 10**

- **a. Full name:** Natixis Investment Managers Securities Investment Consulting (Taipei) Co., Ltd.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 11**

- **a. Full name:** Natixis Distribution, LLC

- **b. SEC file number:** 8-46325

- **c. CRD number:** 000034754

- **d. LEI, if any:** N/A

- **e. State, if applicable:** MA

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 12**

- **a. Full name:** Natixis Securities Americas LLC

- **b. SEC file number:** 8-719

- **c. CRD number:** 000001101

- **d. LEI, if any:** 549300L8G1E7ZHVEOG75

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 13**

- **a. Full name:** Harris Associates Securities L.P.

- **b. SEC file number:** 8-19988

- **c. CRD number:** 000006959

- **d. LEI, if any:** 0000000000

- **e. State, if applicable:** IL

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 14**

- **a. Full name:** Fenchurch Advisory Partners LLP

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 15**

- **a. Full name:** Natixis Investment Managers Hong Kong Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 16**

- **a. Full name:** Loomis Sayles Distributors, L.P.

- **b. SEC file number:** 8-49575

- **c. CRD number:** 000041795

- **d. LEI, if any:** N/A

- **e. State, if applicable:** MA

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 17**

- **a. Full name:** Natixis Asia Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 549300FLVWNBJU1GUG93

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 18**

- **a. Full name:** Clipperton Finance Limited (Paris, Paris, FR, Branch)

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 19**

- **a. Full name:** Natixis Interepargne

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 969500K5E8ZEUGFEJ896

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 20**

- **a. Full name:** Natixis Investment Managers S.A.

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 5493004FNBJP406R4B02

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 21**

- **a. Full name:** Ostrum Asset Management

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 969500YVSB0RNS7OCS11

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 22**

- **a. Full name:** Solomon Partners Securities, LLC

- **b. SEC file number:** 8-43369

- **c. CRD number:** 000028041

- **d. LEI, if any:** N/A

- **e. State, if applicable:** NY

- **f. Foreign country, if applicable:** US

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 23**

- **a. Full name:** Natixis Tradex Solutions

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** 969500OCY8KZTP2CB380

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Broker Dealers Record: 24**

- **a. Full name:** Natixis Investment Managers Australia Pty Limited

- **b. SEC file number:** N/A

- **c. CRD number:** N/A

- **d. LEI, if any:** N/A

- **g. Total commissions paid to the affiliated broker-dealer for the reporting period::** $0.00

**Item C.16. Brokers.**

**a. For each of the ten brokers that received the largest dollar amount of brokerage commissions...**

**Brokers Record: 1**

- **i. Full name of broker:** J.P. Morgan Securities LLC

- **ii. SEC file number:** 8-35008

- **iii. CRD number:** 000000079

- **iv. LEI, if any:** ZBUT11V806EZRVTWT807

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $177.65

**Brokers Record: 2**

- **i. Full name of broker:** Keefe, Bruyette & Woods, Inc.

- **ii. SEC file number:** 8-10888

- **iii. CRD number:** 000000481

- **iv. LEI, if any:** 549300OM47DQV01G4854

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $88.28

**Brokers Record: 3**

- **i. Full name of broker:** Piper Sandler & Co.

- **ii. SEC file number:** 8-15204

- **iii. CRD number:** 000000665

- **iv. LEI, if any:** 549300GRQCWQ3XGH0H10

- **v. State, if applicable:** MN

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $13.40

**Brokers Record: 4**

- **i. Full name of broker:** Virtu Americas LLC

- **ii. SEC file number:** 8-68193

- **iii. CRD number:** 000149823

- **iv. LEI, if any:** 549300RA02N3BNSWBV74

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $132.54

**Brokers Record: 5**

- **i. Full name of broker:** Instinet, LLC

- **ii. SEC file number:** 8-23669

- **iii. CRD number:** 000007897

- **iv. LEI, if any:** 549300MGMN3RKMU8FT57

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $2,059.41

**Brokers Record: 6**

- **i. Full name of broker:** Morgan Stanley & Co. LLC

- **ii. SEC file number:** 8-15869

- **iii. CRD number:** 000008209

- **iv. LEI, if any:** 9R7GPTSO7KV3UQJZQ078

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $119.11

**Brokers Record: 7**

- **i. Full name of broker:** UBS Securities LLC

- **ii. SEC file number:** 8-22651

- **iii. CRD number:** 000007654

- **iv. LEI, if any:** T6FIZBDPKLYJKFCRVK44

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $42.08

**Brokers Record: 8**

- **i. Full name of broker:** Oppenheimer & Co. Inc.

- **ii. SEC file number:** 8-4077

- **iii. CRD number:** 000000249

- **iv. LEI, if any:** 254900VH02JQR2L8XD64

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $206.97

**Brokers Record: 9**

- **i. Full name of broker:** Cantor Fitzgerald & Co.

- **ii. SEC file number:** 8-201

- **iii. CRD number:** 000000134

- **iv. LEI, if any:** 5493004J7H4GCPG6OB62

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $206.06

**Brokers Record: 10**

- **i. Full name of broker:** Liquidnet, Inc.

- **ii. SEC file number:** 8-52461

- **iii. CRD number:** 000103987

- **iv. LEI, if any:** 213800HSKBBO1GCVRG79

- **v. State, if applicable:** NY

- **vi. Foreign country, if applicable:** US

- **vii. Gross commissions paid by the Fund for the reporting period:** $1,319.47

**Aggregate Commission:** $4,388.59

**Item C.17.a. Principal transaction counterparties.**

| Name                                     | SEC file number   | CRD number   | LEI                  | State   | Country   | Total Purchase/Sale ($)   |
|:---|:---|:---|:---|:---|:---|:---|
| National Securities Clearing Corporation | 8-164             | 000007569    | 549300RYC9NELN2ICA34 | NY      | US        | $2,339,742.87             |
| State Street Bank and Trust Company      | N/A               | N/A          | 571474TGEMMWANRLN572 | MA      | US        | $99,119,608.91            |

- **Item C.17.b - Aggregate value of principal purchase/sale transactions:** $101,459,351.78

- **Item C.18 - Did the Fund pay commissions for 'brokerage and research services'?:** Yes

- **Item C.19.a - Fund's monthly average net assets:** $7,853,179.62

**Item C.20. Lines of credit, interfund lending and interfund borrowing.**

- **a. Does the Fund have available a line of credit?** Yes

**If yes, for each line of credit, provide the information requested below:**

**Line of Credit details Record: 1**

- **i. Is the line of credit a committed or uncommitted line of credit?** Committed

- **ii. What size is the line of credit?** $500,000,000.00

- **iii. With which institution(s) is the line of credit?**

  - **Line Institutions Record: 1 Name of institution:** State Street Bank and Trust Company

- **iv. Is the line of credit just for the Fund, or is it shared among multiple funds?** Shared

  - **1. If shared, list the names of other funds that may use the line of credit:**

| Name of fund                                          | SEC File number   |
|:---|:---|
| Natixis Vaughan Nelson Select ETF                     | 811-23500         |
| Loomis Sayles Investment Grade Fixed Income Fund      | 811-08282         |
| Natixis Sustainable Future 2050 Fund                  | 811-09945         |
| Natixis Oakmark International Fund                    | 811-04323         |
| Gateway Equity Call Premium Fund                      | 811-22099         |
| Natixis Sustainable Future 2035 Fund                  | 811-09945         |
| Loomis Sayles Bond Fund                               | 811-08282         |
| AlphaSimplex Global Alternatives Fund                 | 811-00242         |
| Natixis Sustainable Future 2020 Fund                  | 811-09945         |
| Loomis Sayles Global Allocation Fund                  | 811-06241         |
| Loomis Sayles Small/Mid Cap Growth Fund               | 811-06241         |
| Loomis Sayles Growth Fund                             | 811-06241         |
| AlphaSimplex Managed Futures Strategy Fund            | 811-00242         |
| Loomis Sayles High Income Opportunities Fund          | 811-08282         |
| Vaughan Nelson Select Fund                            | 811-00242         |
| Loomis Sayles Credit Income Fund                      | 811-06241         |
| Loomis Sayles Limited Term Government and Agency Fund | 811-06241         |
| Mirova International Sustainable Equity Fund          | 811-04323         |
| Loomis Sayles Investment Grade Bond Fund              | 811-06241         |
| Mirova U.S. Sustainable Equity Fund                   | 811-04323         |
| Natixis Sustainable Future 2065 Fund                  | 811-09945         |
| Loomis Sayles Core Plus Bond Fund                     | 811-04323         |
| Natixis Sustainable Future 2025 Fund                  | 811-09945         |
| Natixis Sustainable Future 2030 Fund                  | 811-09945         |
| Loomis Sayles Institutional High Income Fund          | 811-08282         |
| Loomis Sayles Inflation Protected Securities Fund     | 811-08282         |
| AEW Global Focused Real Estate Fund                   | 811-09945         |
| Natixis Sustainable Future 2040 Fund                  | 811-09945         |
| Gateway Fund                                          | 811-22099         |
| Loomis Sayles Strategic Income Fund                   | 811-06241         |
| Natixis Sustainable Future 2060 Fund                  | 811-09945         |
| Loomis Sayles Intermediate Duration Bond Fund         | 811-08282         |
| Natixis U.S. Equity Opportunities ETF                 | 811-23500         |
| Vaughan Nelson Small Cap Value Fund                   | 811-04323         |
| Loomis Sayles International Growth Fund               | 811-06241         |
| Loomis Sayles Strategic Alpha Fund                    | 811-00242         |
| Natixis U.S. Equity Opportunities Fund                | 811-04323         |
| Natixis Sustainable Future 2015 Fund                  | 811-09945         |
| Mirova Global Sustainable Equity Fund                 | 811-04323         |
| Loomis Sayles Securitized Asset Fund                  | 811-08282         |
| Natixis Oakmark Fund                                  | 811-00242         |
| Loomis Sayles Fixed Income Fund                       | 811-08282         |
| Loomis Sayles Global Growth Fund                      | 811-00242         |
| Natixis Sustainable Future 2045 Fund                  | 811-09945         |
| Mirova Global Green Bond Fund                         | 811-04323         |
| Loomis Sayles Global Bond Fund                        | 811-08282         |
| Vaughan Nelson Mid Cap Fund                           | 811-00242         |
| Natixis Sustainable Future 2055 Fund                  | 811-09945         |
| Loomis Sayles High Income Fund                        | 811-06241         |
| Loomis Sayles Small Cap Growth Fund                   | 811-06241         |
| Natixis Loomis Sayles Short Duration Income ETF       | 811-23146         |
| Loomis Sayles Small Cap Value Fund                    | 811-08282         |

- **v. Did the Fund draw on the line of credit this period?** No

- **b. Did the Fund engage in interfund lending?** No

- **c. Did the Fund engage in interfund borrowing?** No

## Part E: Additional Questions for ETFs and ETMFs

### Natixis U.S. Equity Opportunities ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** EQOP

**Item E.2 - Authorized Participants**

| Name                                      | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Goldman Sachs & Co. LLC                   | $0.00            | $0.00          |
| Mirae Asset Securities (USA) Inc.         | $0.00            | $0.00          |
| Cantor Fitzgerald & Co.                   | $0.00            | $0.00          |
| Credit Suisse Securities (USA) LLC        | $0.00            | $0.00          |
| RBC Capital Markets, LLC                  | $0.00            | $0.00          |
| BofA Securities, Inc.                     | $0.00            | $0.00          |
| Virtu Americas LLC                        | $0.00            | $0.00          |
| Merrill Lynch Professional Clearing Corp. | $2,551,976.00    | $1,938,832.29  |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 1.69%

- **c.i. Average percentage of value composed of cash (redeemed):** 3.47%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $200.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** Yes

### Natixis Vaughan Nelson Select ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** VNSE

**Item E.2 - Authorized Participants**

| Name                                      | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Mirae Asset Securities (USA) Inc.         | $0.00            | $0.00          |
| Cantor Fitzgerald & Co.                   | $0.00            | $0.00          |
| Credit Suisse Securities (USA) LLC        | $0.00            | $0.00          |
| Virtu Americas LLC                        | $3,555,241.00    | $0.00          |
| Merrill Lynch Professional Clearing Corp. | $5,246,856.40    | $1,838,081.41  |
| Goldman Sachs & Co. LLC                   | $0.00            | $0.00          |
| RBC Capital Markets, LLC                  | $0.00            | $0.00          |
| BofA Securities, Inc.                     | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 3.11%

- **c.i. Average percentage of value composed of cash (redeemed):** 4.01%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $125.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** Yes

### Natixis Vaughan Nelson Mid Cap ETF

**Item E.1 - Exchange**

- **Exchange:** ARCX

- **Ticker:** VNMC

**Item E.2 - Authorized Participants**

| Name                                      | Purchase Value   | Redeem Value   |
|:---|:---|:---|
| Goldman Sachs & Co. LLC                   | $0.00            | $0.00          |
| Mirae Asset Securities (USA) Inc.         | $0.00            | $0.00          |
| Virtu Americas LLC                        | $0.00            | $0.00          |
| Merrill Lynch Professional Clearing Corp. | $924,259.30      | $1,500,955.73  |
| Credit Suisse Securities (USA) LLC        | $0.00            | $0.00          |
| Cantor Fitzgerald & Co.                   | $0.00            | $0.00          |
| BofA Securities, Inc.                     | $0.00            | $0.00          |
| RBC Capital Markets, LLC                  | $0.00            | $0.00          |

**Item E.3 - Creation Units**

- **a. Number of Fund shares required to form a creation unit:** 10,000.00

- **b.i. Average percentage of value composed of cash (purchased):** 5.40%

- **c.i. Average percentage of value composed of cash (redeemed):** 2.36%

- **d.i.2. Average transaction fee (dollars for one or more units, purchased):** $200.00

- **d.i.3. Average transaction fee (percentage of value, purchased):** 0.00%

- **Item E.5 - Is the Fund an 'In-Kind Exchange-Traded Fund'?** Yes

## N-CEN: Part G: Attachments

**Item G.1a. Attachments.**

Attachments applicable to all Registrants. All Registrants shall file the following attachments, as applicable, with the current report. Indicate the attachments filed with the current report by checking the applicable items below:

- [ ] i. Legal proceedings

- [ ] ii. Provision of financial support

- [x] iii. Independent public accountant's report on internal control (management investment companies other than small business investment companies only)

- [ ] iv. Change in accounting principles and practices

- [ ] v. Information required to be filed pursuant to exemptive orders

- [ ] vi. Other information required to be included as an attachment pursuant to Commission rules and regulations

## N-CEN: Signature

Pursuant to the requirements of the Investment Company Act of 1940, the Registrant has duly caused this report to a be signed on its behalf by the undersigned hereunto duly authorized.

**Registrant:** Natixis ETF Trust II

**Date:** 2023-03-14

**Signature:** John Sgroi

**Title:** Assistant Treasurer