AlphaSimplex Managed Futures Strategy Fund is a registered fund series of Natixis Funds Trust II (series S000029564). Net assets $2.7B as of 2023-03-31.
Showing 15 of 200 holdings by value.
| Holding | Ticker | Value | % of fund |
|---|---|---|---|
| Fixed Income Clearing Corp | — | $125.5M | 465.33% |
| MIZUHO BANK LTD | — | $100.0M | 370.84% |
| United States Treasury | — | $89.8M | 333.13% |
| Skandinaviska Enskilda Banken AB/New York NY | — | $78.0M | 289.20% |
| SUMITOMO MITSUI BKG CORP | — | $75.0M | 277.98% |
| United States Treasury | — | $67.5M | 250.22% |
| United States Treasury | — | $66.4M | 246.39% |
| COOPERAT RABOBANK UA/NY | — | $60.1M | 222.83% |
| Bank of America NA | — | $59.9M | 222.18% |
| United States Treasury | — | $59.9M | 222.10% |
| BANK OF MONTREAL | — | $54.8M | 203.24% |
| MITSUBISHI TST&BNK C | — | $53.0M | 196.63% |
| SVENSKA HANDELSBANKEN NY | — | $52.1M | 193.16% |
| NORDEA BANK ABP NEW YORK | — | $50.1M | 185.75% |
| BANK OF NOVA SCOTIA HOUS | — | $50.1M | 185.70% |
| Report date | Net assets |
|---|---|
| 2023-03-31 | $2.7B |
| 2022-12-31 | $2.9B |
| 2022-09-30 | $3.5B |
| 2022-06-30 | $2.8B |
| 2022-03-31 | $2.0B |
| 2021-12-31 | $1.5B |
| 2021-09-30 | $1.5B |
| 2021-06-30 | $1.5B |