# EDGAR Filing Document

**Accession Number:** 0001728860
**File Stem:** 0001752724-23-046348
**Filing Date:** 2023-2
**Character Count:** 24181
**Document Hash:** 4f0530f850e3b8b4da06c6af1bc6ab3e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-046348.hdr.sgml**: 20230228

**ACCESSION NUMBER**: 0001752724-23-046348

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230228

**DATE AS OF CHANGE**: 20230228

**PERIOD START**: 20221231

**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:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23500
- **FILM NUMBER:** 23682181

**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 Vaughan Nelson Mid Cap ETF (Series ID: S000068959)

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

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Natixis ETF Trust II

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

- **c. CIK number of Registrant:** 0001728860

- **d. LEI of Registrant:** 549300RIGEZOHRSCQP32

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 888 BOYLSTON STREET

  - **City:** BOSTON

  - **State:** MA

  - **Foreign country:** US

  - **Zip / Postal Code:** 02199-8197

  - **Telephone number:** 617-449-2810

**Item A.2. Information about the Series.**

- **a. Name of Series:** Natixis Vaughan Nelson Mid Cap ETF

- **b. EDGAR series identifier (if any):** S000068959

- **c. LEI of Series:** 5493000EGI0BHKRN0O79

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2022-12-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $7171877.88

**Total Liabilities:** $93840.99

**Net Assets:** $7078036.89

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000220374 | 7.16%                | 7.66%                | -4.65%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-102726.89              | $606210.29                                 |
| Month 2  | $-146650.19              | $711169.01                                 |
| Month 3  | $-14724.62               | $-360721.35                                |

### Schedule of Portfolio Investments

| Name                                 | Title                                | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| FMC Corp                             | FMC Corp                             | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Long             | EC               | CORP              | US        |      1178 | NS      | $147014.40    | 2.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Nexstar Media Group Inc              | Nexstar Media Group Inc              | CUSIP: 65336K103<br>LEI: 52990083ZRR5UT591988 | Long             | EC               | CORP              | US        |      1259 | NS      | $220362.77    | 3.11%             |  |  |  | No            |                  1 | On Loan: No      |
| AZEK Co Inc/The                      | AZEK Co Inc/The                      | CUSIP: 05478C105<br>LEI: 5493002LDDDU1RX46815 | Long             | EC               | CORP              | US        |      4253 | NS      | $86420.96     | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| AMETEK Inc                           | AMETEK Inc                           | CUSIP: 031100100<br>LEI: 549300WZDEF9KKE40E98 | Long             | EC               | CORP              | US        |      1339 | NS      | $187085.08    | 2.64%             |  |  |  | No            |                  1 | On Loan: No      |
| Vistra Corp                          | Vistra Corp                          | CUSIP: 92840M102<br>LEI: 549300KP43CPCUJOOG15 | Long             | EC               | CORP              | US        |     10289 | NS      | $238704.80    | 3.37%             |  |  |  | No            |                  1 | On Loan: No      |
| Brightsphere Investment Group Inc    | Brightsphere Investment Group Inc    | CUSIP: 10948W103<br>LEI: 5493004FTLQNQTBOP608 | Long             | EC               | CORP              | US        |      4790 | NS      | $98578.20     | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Fixed Income Clearing Corp           | FIXED INC CLEARING CORP.REPO         | CUSIP: 000000000<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |    123563 | PA      | $123562.80    | 1.75%             |  |  |  | No            |                  2 | On Loan: No      |
| Reinsurance Group of America Inc     | Reinsurance Group of America Inc     | CUSIP: 759351604<br>LEI: LORM1GNEU1DKEW527V90 | Long             | EC               | CORP              | US        |       779 | NS      | $110688.11    | 1.56%             |  |  |  | No            |                  1 | On Loan: No      |
| nVent Electric PLC                   | nVent Electric PLC                   | CUSIP: 000000000<br>LEI: N/A                  | Long             | EC               | CORP              | IE        |      3802 | NS      | $146262.94    | 2.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Agilent Technologies Inc             | Agilent Technologies Inc             | CUSIP: 00846U101<br>LEI: QUIX8Y7A2WP0XRMW7G29 | Long             | EC               | CORP              | US        |       449 | NS      | $67192.85     | 0.95%             |  |  |  | No            |                  1 | On Loan: No      |
| Aramark                              | Aramark                              | CUSIP: 03852U106<br>LEI: 549300MR6PG2DWZUIL39 | Long             | EC               | CORP              | US        |      3525 | NS      | $145723.50    | 2.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Allegion plc                         | Allegion plc                         | CUSIP: 000000000<br>LEI: 984500560CAC2E6FB757 | Long             | EC               | CORP              | IE        |       721 | NS      | $75892.46     | 1.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Axalta Coating Systems Ltd           | Axalta Coating Systems Ltd           | CUSIP: 000000000<br>LEI: 529900AGLPA40GV6H619 | Long             | EC               | CORP              | BM        |      3838 | NS      | $97753.86     | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Bancshares Inc/OH         | Huntington Bancshares Inc/OH         | CUSIP: 446150104<br>LEI: 549300XTVCVV9I7B5T19 | Long             | EC               | CORP              | US        |      3492 | NS      | $49237.20     | 0.70%             |  |  |  | No            |                  1 | On Loan: No      |
| WillScot Mobile Mini Holdings Corp   | WillScot Mobile Mini Holdings Corp   | CUSIP: 971378104<br>LEI: 549300HJ4VIXF476Q166 | Long             | EC               | CORP              | US        |      6234 | NS      | $281589.78    | 3.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Vulcan Materials Co                  | Vulcan Materials Co                  | CUSIP: 929160109<br>LEI: 549300Q8LSNHAVWBNI21 | Long             | EC               | CORP              | US        |       251 | NS      | $43952.61     | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Maximus Inc                          | Maximus Inc                          | CUSIP: 577933104<br>LEI: 549300DQCDS8HJ7QF202 | Long             | EC               | CORP              | US        |      2358 | NS      | $172912.14    | 2.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc                   | Crown Holdings Inc                   | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      1040 | NS      | $85498.40     | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Raymond James Financial Inc          | Raymond James Financial Inc          | CUSIP: 754730109<br>LEI: RGUZHJ05YTITL6D76949 | Long             | EC               | CORP              | US        |       412 | NS      | $44022.20     | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| CDW Corp/DE                          | CDW Corp/DE                          | CUSIP: 12514G108<br>LEI: 9845001B052ABF0B6755 | Long             | EC               | CORP              | US        |       511 | NS      | $91254.38     | 1.29%             |  |  |  | No            |                  1 | On Loan: No      |
| N-able Inc                           | N-able Inc                           | CUSIP: 62878D100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      3234 | NS      | $33245.52     | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                   | IQVIA Holdings Inc                   | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |       707 | NS      | $144857.23    | 2.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Axon Enterprise Inc                  | Axon Enterprise Inc                  | CUSIP: 05464C101<br>LEI: 549300QP2IEEGFE16681 | Long             | EC               | CORP              | US        |       579 | NS      | $96073.47     | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                          | Hubbell Inc                          | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |       222 | NS      | $52098.96     | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Constellium SE                       | Constellium SE                       | CUSIP: 000000000<br>LEI: 724500KRJEMC79KAAU28 | Long             | EC               | CORP              | FR        |     10291 | NS      | $121742.53    | 1.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Ares Management Corp                 | Ares Management Corp                 | CUSIP: 03990B101<br>LEI: 529900JUV61FH7B8VW38 | Long             | EC               | CORP              | US        |       807 | NS      | $55231.08     | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Rithm Capital Corp                   | Rithm Capital Corp                   | CUSIP: 64828T201<br>LEI: 549300WNTHGEO5LP2G31 | Long             | EC               |  | US        |     13559 | NS      | $110777.03    | 1.57%             |  |  |  | No            |                  1 | On Loan: No      |
| CMS Energy Corp                      | CMS Energy Corp                      | CUSIP: 125896100<br>LEI: 549300IA9XFBAGNIBW29 | Long             | EC               | CORP              | US        |      1664 | NS      | $105381.12    | 1.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Crane Holdings Co                    | Crane Holdings Co                    | CUSIP: 224441105<br>LEI: 549300EXNPSXEWUD3N21 | Long             | EC               | CORP              | US        |      1370 | NS      | $137616.50    | 1.94%             |  |  |  | No            |                  1 | On Loan: No      |
| First Republic Bank/CA               | First Republic Bank/CA               | CUSIP: 33616C100<br>LEI: YWC0TIKBQM2JV8L4IV08 | Long             | EC               | CORP              | US        |      1139 | NS      | $138832.71    | 1.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Skechers USA Inc                     | Skechers USA Inc                     | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Long             | EC               | CORP              | US        |       877 | NS      | $36790.15     | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Republic Services Inc                | Republic Services Inc                | CUSIP: 760759100<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | EC               | CORP              | US        |      1483 | NS      | $191292.17    | 2.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Entegris Inc                         | Entegris Inc                         | CUSIP: 29362U104<br>LEI: IYX6OWO7BT5DKO3BYG52 | Long             | EC               | CORP              | US        |       535 | NS      | $35090.65     | 0.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp                  | Alliant Energy Corp                  | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |      1812 | NS      | $100040.52    | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| SS&C Technologies Holdings Inc       | SS&C Technologies Holdings Inc       | CUSIP: 78467J100<br>LEI: 529900POY8H7NPPNKK71 | Long             | EC               | CORP              | US        |      3144 | NS      | $163676.64    | 2.31%             |  |  |  | No            |                  1 | On Loan: No      |
| Grand Canyon Education Inc           | Grand Canyon Education Inc           | CUSIP: 38526M106<br>LEI: 529900XFER799IYOSW74 | Long             | EC               | CORP              | US        |       498 | NS      | $52618.68     | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergy Inc                           | Evergy Inc                           | CUSIP: 30034W106<br>LEI: 549300PGTHDQY6PSUI61 | Long             | EC               | CORP              | US        |      1558 | NS      | $98044.94     | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| Apollo Global Management Inc         | Apollo Global Management Inc         | CUSIP: 03769M106<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1163 | NS      | $74187.77     | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| FactSet Research Systems Inc         | FactSet Research Systems Inc         | CUSIP: 303075105<br>LEI: 549300ZSJE7NBK6K9P30 | Long             | EC               | CORP              | US        |       512 | NS      | $205419.52    | 2.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                   | Analog Devices Inc                   | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Long             | EC               | CORP              | US        |       224 | NS      | $36742.72     | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp                          | Ameren Corp                          | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      1161 | NS      | $103236.12    | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Avery Dennison Corp                  | Avery Dennison Corp                  | CUSIP: 053611109<br>LEI: 549300PW7VPFCYKLIV37 | Long             | EC               | CORP              | US        |       242 | NS      | $43802.00     | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Allstate Corp/The                    | Allstate Corp/The                    | CUSIP: 020002101<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | EC               | CORP              | US        |      1386 | NS      | $187941.60    | 2.66%             |  |  |  | No            |                  1 | On Loan: No      |
| AmerisourceBergen Corp               | AmerisourceBergen Corp               | CUSIP: 03073E105<br>LEI: AI8GXW8LG5WK7E9UD086 | Long             | EC               | CORP              | US        |      1219 | NS      | $202000.49    | 2.85%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV         | LyondellBasell Industries NV         | CUSIP: 000000000<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Long             | EC               | CORP              | NL        |       679 | NS      | $56377.37     | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Co         | Pioneer Natural Resources Co         | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |       481 | NS      | $109855.59    | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Otis Worldwide Corp                  | Otis Worldwide Corp                  | CUSIP: 68902V107<br>LEI: 549300ZLBKR8VSU25153 | Long             | EC               | CORP              | US        |      1579 | NS      | $123651.49    | 1.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Avantor Inc                          | Avantor Inc                          | CUSIP: 05352A100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      2730 | NS      | $57575.70     | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc               | Diamondback Energy Inc               | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |       878 | NS      | $120092.84    | 1.70%             |  |  |  | No            |                  1 | On Loan: No      |
| CACI International Inc               | CACI International Inc               | CUSIP: 127190304<br>LEI: SYRPI2D1O9WRTS2WX210 | Long             | EC               | CORP              | US        |       527 | NS      | $158410.93    | 2.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Keysight Technologies Inc            | Keysight Technologies Inc            | CUSIP: 49338L103<br>LEI: 549300GLKVIO8YRCYN02 | Long             | EC               | CORP              | US        |       413 | NS      | $70651.91     | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc               | Church & Dwight Co Inc               | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Long             | EC               | CORP              | US        |       898 | NS      | $72387.78     | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Cboe Global Markets Inc              | Cboe Global Markets Inc              | CUSIP: 12503M108<br>LEI: 529900RLNSGA90UPEH54 | Long             | EC               | CORP              | US        |       877 | NS      | $110037.19    | 1.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Southwestern Energy Co               | Southwestern Energy Co               | CUSIP: 845467109<br>LEI: EFWMP121W54QV9MGOP87 | Long             | EC               | CORP              | US        |     20618 | NS      | $120615.30    | 1.70%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                           | Nasdaq Inc                           | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |      3000 | NS      | $184050.00    | 2.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc                          | Equifax Inc                          | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Long             | EC               | CORP              | US        |       294 | NS      | $57141.84     | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Performance Food Group Co            | Performance Food Group Co            | CUSIP: 71377A103<br>LEI: 549300EUK8GR9IT1YK57 | Long             | EC               | CORP              | US        |      2281 | NS      | $133187.59    | 1.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Elanco Animal Health Inc             | Elanco Animal Health Inc             | CUSIP: 28414H103<br>LEI: 549300SHPNDCE059M934 | Long             | EC               | CORP              | US        |      2590 | NS      | $31649.80     | 0.45%             |  |  |  | No            |                  1 | On Loan: No      |
| Cooper Cos Inc/The                   | Cooper Cos Inc/The                   | CUSIP: 216648402<br>LEI: QJKMVPIGLH7530PCUE20 | Long             | EC               | CORP              | US        |       291 | NS      | $96224.97     | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| Arthur J Gallagher & Co              | Arthur J Gallagher & Co              | CUSIP: 363576109<br>LEI: 54930049QLLMPART6V29 | Long             | EC               | CORP              | US        |       833 | NS      | $157053.82    | 2.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Motorola Solutions Inc               | Motorola Solutions Inc               | CUSIP: 620076307<br>LEI: 6S552MUG6KGJVEBSEC55 | Long             | EC               | CORP              | US        |       890 | NS      | $229361.90    | 3.24%             |  |  |  | No            |                  1 | On Loan: No      |
| Bank of NT Butterfield & Son Ltd/The | Bank of NT Butterfield & Son Ltd/The | CUSIP: 000000000<br>LEI: 549300V8RVM0EMTDPF28 | Long             | EC               | CORP              | BM        |      2421 | NS      | $72170.01     | 1.02%             |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                          | Hologic Inc                          | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Long             | EC               | CORP              | US        |      1235 | NS      | $92390.35     | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| PacWest Bancorp                      | PacWest Bancorp                      | CUSIP: 695263103<br>LEI: 549300YI8VMFO7G36V04 | Long             | EC               | CORP              | US        |      2496 | NS      | $57283.20     | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2023-01-27

**Name of Applicant:** Natixis ETF Trust II

**Signature:** John Sgroi

**Name of Signer:** John Sgroi

**Title:** Assistant Treasurer