AlphaSimplex Global Alternatives Fund

Fund Profile

Fund profile

Tickers

GAFAX, GAFCX, GAFYX, GAFNX

Fund manager

Natixis Funds Trust II

Total assets

$238.71 mm

Liabilities

$1.56 mm

Net assets

$237.16 mm

Number of holdings

655.00

Top 200 of 655 Holdings

As of Mar 2023

Security	$Holding	Balance	% of Fund	Category	Position	Country
United States Cash Management Bill	13.97 mm	14.00 mm principal	5.89	Short-term investment vehicle	Long	USA
United States Treasury Bill	12.50 mm	12.50 mm principal	5.27	Short-term investment vehicle	Long	USA
FIXED INC CLEARING CORP.REPO Fixed Income Clearing Corp	10.06 mm	10.06 mm principal	4.24	Repurchase agreement	Long	USA
MIZUHO BANK LTD	10.00 mm	10.00 mm principal	4.22	Short-term investment vehicle	Long	Japan
TORONTO DOMINION BK	9.99 mm	10.00 mm principal	4.21	Short-term investment vehicle	Long	Canada
United States Treasury Bill	9.98 mm	10.00 mm principal	4.21	Short-term investment vehicle	Long	USA
United States Treasury Bill	9.89 mm	10.00 mm principal	4.17	Short-term investment vehicle	Long	USA
Bank of Nova Scotia/Houston	8.01 mm	8.00 mm principal	3.38	Short-term investment vehicle	Long	Canada
DNB NOR BK ASA	8.00 mm	8.00 mm principal	3.37	Short-term investment vehicle	Long	Norway
United States Treasury Bill	7.42 mm	7.50 mm principal	3.13	Short-term investment vehicle	Long	USA
United States Treasury Bill	7.33 mm	7.50 mm principal	3.09	Debt	Long	USA
Skandinaviska Enskilda Banken AB/New York NY	6.00 mm	6.00 mm principal	2.53	Short-term investment vehicle	Long	Sweden
United States Treasury Bill	5.98 mm	6.00 mm principal	2.52	Short-term investment vehicle	Long	USA
MITSUBISHI TST&BNK C	5.00 mm	5.00 mm principal	2.11	Short-term investment vehicle	Long	USA
Bank of America NA	5.00 mm	5.00 mm principal	2.11	Short-term investment vehicle	Long	USA
SUMITOMO MITSUI TRUST NY	5.00 mm	5.00 mm principal	2.11	Short-term investment vehicle	Long	Japan
CANADIAN IMPERIAL BK	4.99 mm	5.00 mm principal	2.11	Short-term investment vehicle	Long	Canada
United States Treasury Bill	4.99 mm	5.00 mm principal	2.10	Short-term investment vehicle	Long	USA
Westpac Banking Corp/NY	4.99 mm	5.00 mm principal	2.10	Short-term investment vehicle	Long	Australia
United States Treasury Bill	4.97 mm	5.00 mm principal	2.10	Short-term investment vehicle	Long	USA
United States Treasury Bill	3.99 mm	4.00 mm principal	1.68	Short-term investment vehicle	Long	USA
United States Treasury Bill	3.97 mm	4.00 mm principal	1.67	Short-term investment vehicle	Long	USA
United States Treasury Bill	3.97 mm	4.00 mm principal	1.67	Short-term investment vehicle	Long	USA
United States Treasury Bill	3.00 mm	3.00 mm principal	1.26	Short-term investment vehicle	Long	USA
Nordea Bank Abp/New York NY	2.99 mm	3.00 mm principal	1.26	Short-term investment vehicle	Long	Finland
United States Treasury Bill	2.99 mm	3.00 mm principal	1.26	Short-term investment vehicle	Long	USA
United States Treasury Bill	2.98 mm	3.00 mm principal	1.26	Short-term investment vehicle	Long	USA
United States Treasury Bill	2.50 mm	2.50 mm principal	1.05	Short-term investment vehicle	Long	USA
Life Storage, Inc.	1.09 mm	8.34 k shares	0.46	Common equity	Long	USA
AQUA Evoqua Water Technologies Corp	1.06 mm	21.39 k shares	0.45	Common equity	Long	USA
LBAI Lakeland Bancorp, Inc.	975.08 k	62.35 k shares	0.41	Common equity	Long	USA
NASDAQ 100 E-MINI JUN23	593.44 k	25.00 contracts	0.25	Equity derivative	N/A	USA
UNH Unitedhealth Group Inc	534.03 k	1.13 k shares	0.23	Common equity	Long	USA
ABBV Abbvie Inc	497.55 k	3.12 k shares	0.21	Common equity	Long	USA
E-MINI RUSS 2000 JUN23	470.16 k	313.00 contracts	0.20	Equity derivative	N/A	USA
CL Colgate-Palmolive Co.	461.87 k	6.15 k shares	0.19	Common equity	Long	USA
TMUS T-Mobile US Inc	444.80 k	3.07 k shares	0.19	Common equity	Long	USA
STOXX EUROPE 600 JUN23	426.79 k	416.00 contracts	0.18	Equity derivative	N/A	Germany
WMT Walmart Inc	424.21 k	2.88 k shares	0.18	Common equity	Long	USA
MSFT Microsoft Corporation	407.94 k	1.42 k shares	0.17	Common equity	Long	USA
ITW Illinois Tool Works, Inc.	380.76 k	1.56 k shares	0.16	Common equity	Long	USA
FAST Fastenal Co.	357.57 k	6.63 k shares	0.15	Common equity	Long	USA
WHEAT FUTURE(CBT) JUL23	325.00 k	-96.00 contracts	0.14	Commodity derivative	N/A	USA
AMGN AMGEN Inc.	317.18 k	1.31 k shares	0.13	Common equity	Long	USA
MDU MDU Resources Group Inc	315.07 k	10.34 k shares	0.13	Common equity	Long	USA
AAPL Apple Inc	300.45 k	1.82 k shares	0.13	Common equity	Long	USA
HSY Hershey Company	297.41 k	1.17 k shares	0.13	Common equity	Long	USA
MSCI EAFE JUN23	288.40 k	81.00 contracts	0.12	Equity derivative	N/A	USA
Broadcom Pte. Ltd.	279.07 k	435.00 shares	0.12	Common equity	Long	USA
MMC Marsh & McLennan Cos., Inc.	278.64 k	1.67 k shares	0.12	Common equity	Long	USA
ACM AECOM	273.70 k	3.25 k shares	0.12	Common equity	Long	USA
GILD Gilead Sciences, Inc.	270.23 k	3.26 k shares	0.11	Common equity	Long	USA
UPS United Parcel Service, Inc.	269.06 k	1.39 k shares	0.11	Common equity	Long	USA
UNP Union Pacific Corp.	263.25 k	1.31 k shares	0.11	Common equity	Long	USA
TMO Thermo Fisher Scientific Inc.	249.57 k	433.00 shares	0.11	Common equity	Long	USA
ROP Roper Technologies Inc	245.91 k	558.00 shares	0.10	Common equity	Long	USA
Cleveland Electric Illuminating Co	244.33 k	6.10 k shares	0.10	Common equity	Long	USA
Amdocs Ltd	236.81 k	2.47 k shares	0.10	Common equity	Long	Guernsey
Ferrari NV	231.38 k	854.00 shares	0.10	Common equity	Long	Netherlands
NNI Nelnet Inc	230.00 k	2.50 k shares	0.10	Common equity	Long	USA
PROVIDENT FINANCIAL SERVICES Morgan Stanley & Co. LLC	220.43 k	1.21 mm other units	0.09	Equity derivative	N/A	USA
MSCI EMGMKT JUN23	218.16 k	144.00 contracts	0.09	Equity derivative	N/A	USA
TGT Target Corp	215.15 k	1.30 k shares	0.09	Common equity	Long	USA
ATR Aptargroup Inc.	213.45 k	1.81 k shares	0.09	Common equity	Long	USA
TSLX Sixth Street Specialty Lending Inc	212.77 k	15.69 k shares	0.09	Common equity	Long	USA
SLGN Silgan Holdings Inc.	212.69 k	3.96 k shares	0.09	Common equity	Long	USA
AME Ametek Inc	209.71 k	1.44 k shares	0.09	Common equity	Long	USA
EPD Enterprise Products Partners L.P.	208.81 k	8.06 k shares	0.09	Common equity	Long	USA
FCX Freeport-McMoRan Inc	207.13 k	5.06 k shares	0.09	Common equity	Long	USA
MMM 3M Co.	206.33 k	1.96 k shares	0.09	Common equity	Long	USA
NSIT Insight Enterprises Inc.	203.86 k	1.43 k shares	0.09	Common equity	Long	USA
LDOS Leidos Holdings Inc	203.27 k	2.21 k shares	0.09	Common equity	Long	USA
HON Honeywell International Inc	201.82 k	1.06 k shares	0.09	Common equity	Long	USA
TRST Trustco Bank Corp.	198.12 k	6.20 k shares	0.08	Common equity	Long	USA
Tecnoglass Inc	195.62 k	4.66 k shares	0.08	Common equity	Long	Cayman Islands
MO Altria Group Inc.	195.57 k	4.38 k shares	0.08	Common equity	Long	USA
PINC Premier Inc	194.96 k	6.02 k shares	0.08	Common equity	Long	USA
BDX Becton, Dickinson And Co.	192.59 k	778.00 shares	0.08	Common equity	Long	USA
MSM MSC Industrial Direct Co., Inc.	191.52 k	2.28 k shares	0.08	Common equity	Long	USA
THFF First Financial Corp. - Indiana	191.19 k	5.10 k shares	0.08	Common equity	Long	USA
S+P MID 400 EMINI JUN23	187.65 k	31.00 contracts	0.08	Equity derivative	N/A	USA
MPC Marathon Petroleum Corp	187.28 k	1.39 k shares	0.08	Common equity	Long	USA
VNT Vontier Corporation	185.78 k	6.80 k shares	0.08	Common equity	Long	USA
CTAS Cintas Corporation	184.15 k	398.00 shares	0.08	Common equity	Long	USA
KEX Kirby Corp.	182.75 k	2.62 k shares	0.08	Common equity	Long	USA
MKTX MarketAxess Holdings Inc.	182.73 k	467.00 shares	0.08	Common equity	Long	USA
IBP Installed Building Products Inc	180.51 k	1.58 k shares	0.08	Common equity	Long	USA
White Mountains Insurance Group Ltd	180.45 k	131.00 shares	0.08	Common equity	Long	Bermuda
CHE Chemed Corp.	176.92 k	329.00 shares	0.07	Common equity	Long	USA
LOPE Grand Canyon Education Inc	173.36 k	1.52 k shares	0.07	Common equity	Long	USA
KMB Kimberly-Clark Corp.	172.34 k	1.28 k shares	0.07	Common equity	Long	USA
PEP PepsiCo Inc	171.91 k	943.00 shares	0.07	Common equity	Long	USA
NATURAL GAS FUTR MAY23	171.63 k	-40.00 contracts	0.07	Commodity derivative	N/A	USA
WWE World Wrestling Entertainment, Inc.	170.20 k	1.87 k shares	0.07	Common equity	Long	USA
Willis Towers Watson PLC	168.01 k	723.00 shares	0.07	Common equity	Long	Ireland
APH Amphenol Corp.	166.22 k	2.03 k shares	0.07	Common equity	Long	USA
Primo Water Corporation	166.21 k	10.83 k shares	0.07	Common equity	Long	Canada
Johnson Controls International plc	165.91 k	2.76 k shares	0.07	Common equity	Long	Ireland
HD Home Depot, Inc.	164.09 k	556.00 shares	0.07	Common equity	Long	USA
MEDP Medpace Holdings Inc	163.60 k	870.00 shares	0.07	Common equity	Long	USA
SCCO Southern Copper Corporation	162.87 k	2.14 k shares	0.07	Common equity	Long	USA
GE General Electric Co.	162.81 k	1.70 k shares	0.07	Common equity	Long	USA
LULU Lululemon Athletica inc.	162.43 k	446.00 shares	0.07	Common equity	Long	USA
TE Connectivity Ltd	162.36 k	1.24 k shares	0.07	Common equity	Long	Switzerland
BYD Boyd Gaming Corp.	160.17 k	2.50 k shares	0.07	Common equity	Long	USA
LECO Lincoln Electric Holdings, Inc.	159.29 k	942.00 shares	0.07	Common equity	Long	USA
NDAQ Nasdaq Inc - 144A	158.65 k	2.90 k shares	0.07	Common equity	Long	USA
TSCO Tractor Supply Co.	158.42 k	674.00 shares	0.07	Common equity	Long	USA
RHI Robert Half International Inc.	157.11 k	1.95 k shares	0.07	Common equity	Long	USA
Eaton Corp PLC	156.78 k	915.00 shares	0.07	Common equity	Long	Ireland
ZTS Zoetis Inc	156.62 k	941.00 shares	0.07	Common equity	Long	USA
EXPD Expeditors International Of Washington, Inc.	155.93 k	1.42 k shares	0.07	Common equity	Long	USA
Trane Technologies PLC	155.65 k	846.00 shares	0.07	Common equity	Long	Ireland
LKQ LKQ Corp	155.07 k	2.73 k shares	0.07	Common equity	Long	USA
ALSN Allison Transmission Holdings Inc	154.45 k	3.41 k shares	0.07	Common equity	Long	USA
FI Fiserv, Inc.	154.17 k	1.36 k shares	0.07	Common equity	Long	USA
MAR Marriott International, Inc.	154.09 k	928.00 shares	0.06	Common equity	Long	USA
NMIH NMI Holdings Inc	153.01 k	6.85 k shares	0.06	Common equity	Long	USA
ODFL Old Dominion Freight Line, Inc.	152.70 k	448.00 shares	0.06	Common equity	Long	USA
MBUU Malibu Boats Inc	151.74 k	2.69 k shares	0.06	Common equity	Long	USA
VCTR Victory Capital Holdings Inc	151.56 k	5.18 k shares	0.06	Common equity	Long	USA
PAYX Paychex Inc.	150.92 k	1.32 k shares	0.06	Common equity	Long	USA
CBOE Cboe Global Markets Inc.	149.54 k	1.11 k shares	0.06	Common equity	Long	USA
HUM Humana Inc.	149.04 k	307.00 shares	0.06	Common equity	Long	USA
SEE Sealed Air Corp.	147.65 k	3.22 k shares	0.06	Common equity	Long	USA
Inmode Ltd	147.18 k	4.61 k shares	0.06	Common equity	Long	Israel
MDLZ Mondelez International Inc.	147.04 k	2.11 k shares	0.06	Common equity	Long	USA
WEN Wendy`s Co	146.82 k	6.74 k shares	0.06	Common equity	Long	USA
EXPO Exponent Inc.	145.85 k	1.46 k shares	0.06	Common equity	Long	USA
PATK Patrick Industries, Inc.	145.40 k	2.11 k shares	0.06	Common equity	Long	USA
WM Waste Management, Inc.	145.22 k	890.00 shares	0.06	Common equity	Long	USA
DE Deere & Co.	143.68 k	348.00 shares	0.06	Common equity	Long	USA
INVA Innoviva Inc	143.07 k	12.72 k shares	0.06	Common equity	Long	USA
MCK Mckesson Corporation	142.06 k	399.00 shares	0.06	Common equity	Long	USA
CVS CVS Health Corp	141.78 k	1.91 k shares	0.06	Common equity	Long	USA
GS Goldman Sachs Group, Inc.	140.33 k	429.00 shares	0.06	Common equity	Long	USA
ZIM Integrated Shipping Services Ltd	139.83 k	5.93 k shares	0.06	Common equity	Long	Israel
VRSK Verisk Analytics Inc	138.71 k	723.00 shares	0.06	Common equity	Long	USA
TNET TriNet Group Inc	138.17 k	1.71 k shares	0.06	Common equity	Long	USA
ERIE Erie Indemnity Co.	137.14 k	592.00 shares	0.06	Common equity	Long	USA
LH Laboratory Corp. Of America Holdings	135.59 k	591.00 shares	0.06	Common equity	Long	USA
Lazard Ltd	135.32 k	4.09 k shares	0.06	Common equity	Long	Bermuda
DCO Ducommun Inc.	133.80 k	1.39 k shares	0.06	Common equity	Long	USA
CAT Caterpillar Inc.	132.50 k	579.00 shares	0.06	Common equity	Long	USA
HWM Howmet Aerospace Inc	132.41 k	3.13 k shares	0.06	Common equity	Long	USA
HLT Hilton Worldwide Holdings Inc	131.71 k	935.00 shares	0.06	Common equity	Long	USA
PTCT PTC Therapeutics Inc	130.67 k	1.02 k shares	0.06	Common equity	Long	USA
GDDY Godaddy Inc	130.41 k	1.68 k shares	0.05	Common equity	Long	USA
URI United Rentals, Inc.	130.21 k	329.00 shares	0.05	Common equity	Long	USA
LOW Lowe`s Cos., Inc.	129.98 k	650.00 shares	0.05	Common equity	Long	USA
Alkermes PLC	129.90 k	4.61 k shares	0.05	Common equity	Long	Ireland
CSGP Costar Group, Inc.	129.64 k	1.88 k shares	0.05	Common equity	Long	USA
TROW T. Rowe Price Group Inc.	128.93 k	1.14 k shares	0.05	Common equity	Long	USA
SCHW Charles Schwab Corp.	128.80 k	2.46 k shares	0.05	Common equity	Long	USA
MGM MGM Resorts International	128.64 k	2.90 k shares	0.05	Common equity	Long	USA
SWX Southwest Gas Holdings Inc	128.40 k	2.06 k shares	0.05	Common equity	Long	USA
EURO FX CURR FUT JUN23	127.39 k	78.00 contracts	0.05	DFE	N/A	USA
LME PRI ALUM FUTR JUN23	127.23 k	-47.00 contracts	0.05	Commodity derivative	N/A	UK
INTC Intel Corp.	125.98 k	3.86 k shares	0.05	Common equity	Long	USA
THS Treehouse Foods Inc	125.72 k	2.49 k shares	0.05	Common equity	Long	USA
DOOR Masonite International Corp	125.26 k	1.38 k shares	0.05	Common equity	Long	Canada
SUGAR 11 (WORLD) JUL23	124.01 k	107.00 contracts	0.05	Commodity derivative	N/A	USA
JNJ Johnson & Johnson	123.85 k	799.00 shares	0.05	Common equity	Long	USA
WTRG Essential Utilities Inc	121.91 k	2.79 k shares	0.05	Common equity	Long	USA
IFF International Flavors & Fragrances Inc.	121.66 k	1.32 k shares	0.05	Common equity	Long	USA
Flex Ltd	121.61 k	5.29 k shares	0.05	Common equity	Long	Singapore
CMG Chipotle Mexican Grill	121.29 k	71.00 shares	0.05	Common equity	Long	USA
OSIS OSI Systems, Inc.	119.97 k	1.17 k shares	0.05	Common equity	Long	USA
TYL Tyler Technologies, Inc.	119.87 k	338.00 shares	0.05	Common equity	Long	USA
NYT New York Times Co.	119.28 k	3.07 k shares	0.05	Common equity	Long	USA
GNTX Gentex Corp.	119.13 k	4.25 k shares	0.05	Common equity	Long	USA
NEU NewMarket Corp.	118.62 k	325.00 shares	0.05	Common equity	Long	USA
GD General Dynamics Corp.	117.76 k	516.00 shares	0.05	Common equity	Long	USA
Garmin Ltd	117.67 k	1.17 k shares	0.05	Common equity	Long	Switzerland
ORLY O`Reilly Automotive, Inc.	117.16 k	138.00 shares	0.05	Common equity	Long	USA
DHR Danaher Corp.	116.44 k	462.00 shares	0.05	Common equity	Long	USA
SIRI Sirius XM Holdings Inc	115.89 k	29.19 k shares	0.05	Common equity	Long	USA
USFD US Foods Holding Corp	114.81 k	3.11 k shares	0.05	Common equity	Long	USA
HHC Howard Hughes Corporation	114.72 k	1.43 k shares	0.05	Common equity	Long	USA
DTE DTE Energy Co.	114.14 k	1.04 k shares	0.05	Common equity	Long	USA
AIG American International Group Inc	114.07 k	2.27 k shares	0.05	Common equity	Long	USA
GMS GMS Inc	113.99 k	1.97 k shares	0.05	Common equity	Long	USA
EMR Emerson Electric Co.	113.54 k	1.30 k shares	0.05	Common equity	Long	USA
USNA Usana Health Sciences Inc	113.53 k	1.81 k shares	0.05	Common equity	Long	USA
BSIG BrightSphere Investment Group Inc.	111.93 k	4.75 k shares	0.05	Common equity	Long	USA
EA Electronic Arts, Inc.	111.90 k	929.00 shares	0.05	Common equity	Long	USA
OLN Olin Corp.	111.17 k	2.00 k shares	0.05	Common equity	Long	USA
GLPI Gaming and Leisure Properties Inc	110.63 k	2.13 k shares	0.05	Common equity	Long	USA
IRWD Ironwood Pharmaceuticals Inc	110.57 k	10.51 k shares	0.05	Common equity	Long	USA
HSTM Healthstream Inc	110.41 k	4.07 k shares	0.05	Common equity	Long	USA
Banco Latinoamericano de Comercio Exterior SA	109.72 k	6.31 k shares	0.05	Common equity	Long	Panama
AMN AMN Healthcare Services Inc.	109.51 k	1.32 k shares	0.05	Common equity	Long	USA
Seagate Technology Holdings PLC	109.16 k	1.65 k shares	0.05	Common equity	Long	Ireland
JBSS Sanfilippo (John B.) & Son, Inc	108.65 k	1.12 k shares	0.05	Common equity	Long	USA
DX Dynex Capital, Inc.	108.47 k	8.95 k shares	0.05	Common equity	Long	USA
MRCY Mercury Systems Inc	107.51 k	2.10 k shares	0.05	Common equity	Long	USA
VMC Vulcan Materials Co	107.23 k	625.00 shares	0.05	Common equity	Long	USA
ICE Intercontinental Exchange Inc	106.90 k	1.03 k shares	0.05	Common equity	Long	USA
DGX Quest Diagnostics, Inc.	105.97 k	749.00 shares	0.04	Common equity	Long	USA
FR First Industrial Realty Trust, Inc.	105.66 k	1.99 k shares	0.04	Common equity	Long	USA