NPORT-P
false
0001041673
XXXXXXXX
S000024570
C000072947
C000072945
C000072944
Nuveen Investment Trust II
811-08333
0001041673
5493007F5YXDUN8Q5A93
333 W. Wacker Dr
Chicago
60606
312-917-7700
Nuveen Equity Long/Short Fund
S000024570
549300AZOV8IU3MYWM70
2020-08-31
2020-02-29
N
247839648.00
4199003.00
243640645.00
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
N
TransUnion
549300ZS772LUNUMRB03
TransUnion
89400J107
32200.00000000
NS
USD
2863224.00000000
1.175183229382
Long
EC
CORP
US
N
1
N
N
N
Capri Holdings Ltd
549300LPG8W0H1OX3A26
Capri Holdings Ltd
G1890L107
-65500.00000000
NS
USD
-1691210.00000000
-0.69414116023
Short
EC
CORP
US
N
1
N
N
N
CACI International Inc
SYRPI2D1O9WRTS2WX210
CACI International Inc
127190304
11300.00000000
NS
USD
2768726.00000000
1.136397418419
Long
EC
CORP
US
N
1
N
N
N
Bank of America Corp
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505104
144000.00000000
NS
USD
4104000.00000000
1.684448011537
Long
EC
CORP
US
N
1
N
N
N
DuPont de Nemours Inc
5493004JF0SDFLM8GD76
DuPont de Nemours Inc
26614N102
-22000.00000000
NS
USD
-943800.00000000
-0.38737378978
Short
EC
CORP
US
N
1
N
N
N
Carnival Corp
F1OF2ZSX47CR0BCWA982
Carnival Corp
143658300
-47000.00000000
NS
USD
-1572620.00000000
-0.64546701557
Short
EC
CORP
US
N
1
N
N
N
Resideo Technologies Inc
5493006TKFPYISY2DS54
Resideo Technologies Inc
76118Y104
-198000.00000000
NS
USD
-2128500.00000000
-0.87362270773
Short
EC
CORP
US
N
1
N
N
N
Kansas City Southern
5493008C12PZMWP3WY03
Kansas City Southern
485170302
18500.00000000
NS
USD
2787580.00000000
1.144135864522
Long
EC
CORP
US
N
1
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
McKesson Corp
58155Q103
17500.00000000
NS
USD
2447550.00000000
1.004573764775
Long
EC
CORP
US
N
1
N
N
N
Pluralsight Inc
254900B3VHPCKNREOX50
Pluralsight Inc
72941B106
-72000.00000000
NS
USD
-1283760.00000000
-0.52690715869
Short
EC
CORP
US
N
1
N
N
N
Ionis Pharmaceuticals Inc
549300SI4ZGLG0BLUZ92
Ionis Pharmaceuticals Inc
462222100
-32500.00000000
NS
USD
-1650350.00000000
-0.67737055941
Short
EC
CORP
US
N
1
N
N
N
Timken Co/The
B0I35MLPFXZSE70ASS73
Timken Co/The
887389104
53500.00000000
NS
USD
2398940.00000000
0.984622249707
Long
EC
CORP
US
N
1
N
N
N
eBay Inc
OML71K8X303XQONU6T67
eBay Inc
278642103
71500.00000000
NS
USD
2476760.00000000
1.016562733200
Long
EC
CORP
US
N
1
N
N
N
Best Buy Co Inc
HL5XPTVRV0O8TUN5LL90
Best Buy Co Inc
086516101
36500.00000000
NS
USD
2761225.00000000
1.133318703864
Long
EC
CORP
US
N
1
N
N
N
Fortinet Inc
549300O0QJWDBAS0QX03
Fortinet Inc
34959E109
27000.00000000
NS
USD
2755620.00000000
1.131018184589
Long
EC
CORP
US
N
1
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062X103
10400.00000000
NS
USD
3207256.00000000
1.316387912205
Long
EC
CORP
US
N
1
N
N
N
Newell Brands Inc
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229106
74000.00000000
NS
USD
1141820.00000000
0.468649227225
Long
EC
CORP
US
N
1
N
N
N
Adobe Inc
FU4LY2G4933NH2E1CP29
Adobe Inc
00724F101
8400.00000000
NS
USD
2899008.00000000
1.189870433974
Long
EC
CORP
US
N
1
N
N
N
Lyft Inc
549300H7I5VN334XVZ52
Lyft Inc
55087P104
-32000.00000000
NS
USD
-1219840.00000000
-0.50067179882
Short
EC
CORP
US
N
1
N
N
N
Sarepta Therapeutics Inc
549300IKDPIED8J8IG21
Sarepta Therapeutics Inc
803607100
-11400.00000000
NS
USD
-1304958.00000000
-0.53560767744
Short
EC
CORP
US
N
1
N
N
N
Exxon Mobil Corp
J3WHBG0MTS7O8ZVMDC91
Exxon Mobil Corp
30231G102
-12000.00000000
NS
USD
-617280.00000000
-0.25335674185
Short
EC
CORP
US
N
1
N
N
N
Ulta Beauty Inc
529900CIV6HN8M28YM82
Ulta Beauty Inc
90384S303
-6600.00000000
NS
USD
-1696794.00000000
-0.69643306025
Short
EC
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
2500.00000000
NS
USD
3348125.00000000
1.374206261849
Long
EC
CORP
US
N
1
N
N
N
Allergan PLC
635400FWJZQC1IPYUH69
Allergan PLC
G0177J108
13600.00000000
NS
USD
2593112.00000000
1.064318311913
Long
EC
CORP
US
N
1
N
N
N
Grubhub Inc
529900CR2K1AJ5W4RR39
Grubhub Inc
400110102
-31200.00000000
NS
USD
-1501032.00000000
-0.61608439757
Short
EC
CORP
US
N
1
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612E106
30100.00000000
NS
USD
3100300.00000000
1.272488832887
Long
EC
CORP
US
N
1
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana Inc
444859102
9000.00000000
NS
USD
2877120.00000000
1.180886711246
Long
EC
CORP
US
N
1
N
N
N
Jones Lang LaSalle Inc
6SYKCME112RT8TQUO411
Jones Lang LaSalle Inc
48020Q107
17100.00000000
NS
USD
2526867.00000000
1.037128677770
Long
EC
CORP
US
N
1
N
N
N
S&P Global Inc
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409V104
9000.00000000
NS
USD
2393190.00000000
0.982262216552
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
56000.00000000
NS
USD
2521680.00000000
1.034999722644
Long
EC
CORP
US
N
1
N
N
N
FleetCor Technologies Inc
549300DG6RR0NQSFLN74
FleetCor Technologies Inc
339041105
10400.00000000
NS
USD
2764216.00000000
1.134546331544
Long
EC
CORP
US
N
1
N
N
N
Freeport-McMoRan Inc
549300IRDTHJQ1PVET45
Freeport-McMoRan Inc
35671D857
-160000.00000000
NS
USD
-1593600.00000000
-0.65407805828
Short
EC
CORP
US
N
1
N
N
N
NiSource Inc
549300D8GOWWH0SJB189
NiSource Inc
65473P105
-65000.00000000
NS
USD
-1756300.00000000
-0.72085673554
Short
EC
CORP
US
N
1
N
N
N
Regal Beloit Corp
QH78R09VCJGQKPBPYU33
Regal Beloit Corp
758750103
36000.00000000
NS
USD
2795040.00000000
1.147197751015
Long
EC
CORP
US
N
1
N
N
N
Workday Inc
549300J0DYC0N31V7G13
Workday Inc
98138H101
-8600.00000000
NS
USD
-1489950.00000000
-0.61153589541
Short
EC
CORP
US
N
1
N
N
N
Grocery Outlet Holding Corp
N/A
Grocery Outlet Holding Corp
39874R101
-64000.00000000
NS
USD
-2025600.00000000
-0.83138837528
Short
EC
CORP
US
N
1
N
N
N
Tesla Inc
54930043XZGB27CTOV49
Tesla Inc
88160R101
-925.00000000
NS
USD
-617890.75000000
-0.25360741841
Short
EC
CORP
US
N
1
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
42000.00000000
NS
USD
3599820.00000000
1.477512095734
Long
EC
CORP
US
N
1
N
N
N
Hilton Worldwide Holdings Inc
549300HVGPK36ICB0B89
Hilton Worldwide Holdings Inc
43300A203
28700.00000000
NS
USD
2789640.00000000
1.144981372053
Long
EC
CORP
US
N
1
N
N
N
frontdoor Inc
5493008RB0JZJI3QGZ06
frontdoor Inc
35905A109
63000.00000000
NS
USD
2671200.00000000
1.096368793474
Long
EC
CORP
US
N
1
N
N
N
Halliburton Co
ENYF8GB5SMQZ25S06U51
Halliburton Co
406216101
-74000.00000000
NS
USD
-1255040.00000000
-0.51511930614
Short
EC
CORP
US
N
1
N
N
N
Spotify Technology SA
549300B4X0JHWV0DTD60
Spotify Technology SA
L8681T102
-12900.00000000
NS
USD
-1768848.00000000
-0.72600694354
Short
EC
CORP
US
N
1
N
N
N
Liberty Media Corp-Liberty Formula One
N/A
Liberty Media Corp-Liberty Formula One
531229854
-39000.00000000
NS
USD
-1523340.00000000
-0.62524050533
Short
EC
CORP
US
N
1
N
N
N
Snap-on Inc
HHWAT5TDOYZMM26KKQ73
Snap-on Inc
833034101
-12600.00000000
NS
USD
-1823850.00000000
-0.74858199460
Short
EC
CORP
US
N
1
N
N
N
Visa Inc
549300JZ4OKEHW3DPJ59
Visa Inc
92826C839
13700.00000000
NS
USD
2490112.00000000
1.022042935405
Long
EC
CORP
US
N
1
N
N
N
Covetrus Inc
5493009S30DUFCF75V87
Covetrus Inc
22304C100
-107000.00000000
NS
USD
-1188770.00000000
-0.48791941098
Short
EC
CORP
US
N
1
N
N
N
Western Alliance Bancorp
5493003VJXZ5JXT9S762
Western Alliance Bancorp
957638109
51500.00000000
NS
USD
2371060.00000000
0.973179167211
Long
EC
CORP
US
N
1
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809H107
-28000.00000000
NS
USD
-1573040.00000000
-0.64563940060
Short
EC
CORP
US
N
1
N
N
N
Jabil Inc
5493000CGCQY2OQU7669
Jabil Inc
466313103
64000.00000000
NS
USD
2051200.00000000
0.841895653329
Long
EC
CORP
US
N
1
N
N
N
Archer-Daniels-Midland Co
549300LO13MQ9HYSTR83
Archer-Daniels-Midland Co
039483102
-45000.00000000
NS
USD
-1694250.00000000
-0.69538889949
Short
EC
CORP
US
N
1
N
N
N
Mosaic Co/The
2YD5STGSJNMUB7H76907
Mosaic Co/The
61945C103
-100000.00000000
NS
USD
-1703000.00000000
-0.69898025430
Short
EC
CORP
US
N
1
N
N
N
Delta Air Lines Inc
Q2CCMS6R0AS67HJMBN42
Delta Air Lines Inc
247361702
46500.00000000
NS
USD
2145045.00000000
0.880413446615
Long
EC
CORP
US
N
1
N
N
N
International Flavors & Fragrances Inc
BZLRL03D3GPGMOGFO832
International Flavors & Fragrances Inc
459506101
-14700.00000000
NS
USD
-1760766.00000000
-0.72268976303
Short
EC
CORP
US
N
1
N
N
N
Energizer Holdings Inc
5493000D6NN0V57UME20
Energizer Holdings Inc
29272W109
-22000.00000000
NS
USD
-945780.00000000
-0.38818646207
Short
EC
CORP
US
N
1
N
N
N
Vertex Pharmaceuticals Inc
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals Inc
92532F100
14000.00000000
NS
USD
3136420.00000000
1.287313945503
Long
EC
CORP
US
N
1
N
N
N
American Tower Corp
5493006ORUSIL88JOE18
American Tower Corp
03027X100
15300.00000000
NS
USD
3470040.00000000
1.424245121334
Long
EC
CORP
US
N
1
N
N
N
Jazz Pharmaceuticals PLC
635400GAUMJCLEZRRV50
Jazz Pharmaceuticals PLC
G50871105
25000.00000000
NS
USD
2864500.00000000
1.175706951522
Long
EC
CORP
US
N
1
N
N
N
Beyond Meat Inc
549300XQ946NCE51DR09
Beyond Meat Inc
08862E109
-12800.00000000
NS
USD
-1147520.00000000
-0.47098873835
Short
EC
CORP
US
N
1
N
N
N
CBRE Group Inc
52990016II9MJ2OSWA10
CBRE Group Inc
12504L109
51800.00000000
NS
USD
2908052.00000000
1.193582458296
Long
EC
CORP
US
N
1
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967424
53300.00000000
NS
USD
3382418.00000000
1.388281499583
Long
EC
CORP
US
N
1
N
N
N
Hormel Foods Corp
MSD54751OJP1FS2ND863
Hormel Foods Corp
440452100
-42500.00000000
NS
USD
-1768000.00000000
-0.72565888996
Short
EC
CORP
US
N
1
N
N
N
Paycom Software Inc
254900LSB0HNJUDC6Q18
Paycom Software Inc
70432V102
8300.00000000
NS
USD
2345995.00000000
0.962891474860
Long
EC
CORP
US
N
1
N
N
N
MGM Resorts International
54930066VBP7DZEGGJ87
MGM Resorts International
552953101
101000.00000000
NS
USD
2480560.00000000
1.018122407285
Long
EC
CORP
US
N
1
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525103
41800.00000000
NS
USD
3272940.00000000
1.343347289201
Long
EC
CORP
US
N
1
N
N
N
Clorox Co/The
54930044KVSC06Z79I06
Clorox Co/The
189054109
-10300.00000000
NS
USD
-1642026.00000000
-0.67395405228
Short
EC
CORP
US
N
1
N
N
N
Zynga Inc
N/A
Zynga Inc
98986T108
424000.00000000
NS
USD
2845040.00000000
1.167719778446
Long
EC
CORP
US
N
1
N
N
N
Netflix Inc
549300Y7VHGU0I7CE873
Netflix Inc
64110L106
-2400.00000000
NS
USD
-885672.00000000
-0.36351570157
Short
EC
CORP
US
N
1
N
N
N
Darden Restaurants Inc
CY1NFSCCB5GUXC7WZC70
Darden Restaurants Inc
237194105
-16200.00000000
NS
USD
-1579500.00000000
-0.64829084654
Short
EC
CORP
US
N
1
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard Inc
57636Q104
15100.00000000
NS
USD
4382775.00000000
1.798868575479
Long
EC
CORP
US
N
1
N
N
N
Nuance Communications Inc
AEMSOT3SS15TNMJCE605
Nuance Communications Inc
67020Y100
136000.00000000
NS
USD
2940320.00000000
1.206826553919
Long
EC
CORP
US
N
1
N
N
N
Virtu Financial Inc
5493001OPW2K42CH3884
Virtu Financial Inc
928254101
-104000.00000000
NS
USD
-1956240.00000000
-0.80292021883
Short
EC
CORP
US
N
1
N
N
N
Uber Technologies Inc
549300B2FTG34FILDR98
Uber Technologies Inc
90353T100
-28000.00000000
NS
USD
-948360.00000000
-0.38924539868
Short
EC
CORP
US
N
1
N
N
N
Monolithic Power Systems Inc
529900TB7O85LSZ1XU31
Monolithic Power Systems Inc
609839105
-9100.00000000
NS
USD
-1443624.00000000
-0.59252182656
Short
EC
CORP
US
N
1
N
N
N
Eagle Materials Inc
529900KRXRGXL61SG039
Eagle Materials Inc
26969P108
35000.00000000
NS
USD
2762550.00000000
1.133862537590
Long
EC
CORP
US
N
1
N
N
N
Cintas Corp
N/A
Cintas Corp
172908105
10500.00000000
NS
USD
2800770.00000000
1.149549575359
Long
EC
CORP
US
N
1
N
N
N
Landstar System Inc
254900CUQXQRL09MEI52
Landstar System Inc
515098101
28000.00000000
NS
USD
2827160.00000000
1.160381101437
Long
EC
CORP
US
N
1
N
N
N
Molina Healthcare Inc
549300NQQCEQ46YHZ591
Molina Healthcare Inc
60855R100
18000.00000000
NS
USD
2205900.00000000
0.905390806201
Long
EC
CORP
US
N
1
N
N
N
PTC Inc
54930050SSMU8SKDJ030
PTC Inc
69370C100
-23200.00000000
NS
USD
-1752760.00000000
-0.71940377599
Short
EC
CORP
US
N
1
N
N
N
Capital One Financial Corp
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040H105
22100.00000000
NS
USD
1950546.00000000
0.800583170349
Long
EC
CORP
US
N
1
N
N
N
Cree Inc
549300OGU88P3AW3TO93
Cree Inc
225447101
-17000.00000000
NS
USD
-760410.00000000
-0.31210309757
Short
EC
CORP
US
N
1
N
N
N
Five Below Inc
529900AAXP5Z6BGI7418
Five Below Inc
33829M101
-17500.00000000
NS
USD
-1696625.00000000
-0.69636369580
Short
EC
CORP
US
N
1
N
N
N
Twilio Inc
5493004W8TRGD63APX93
Twilio Inc
90138F102
-13200.00000000
NS
USD
-1486848.00000000
-0.61026270883
Short
EC
CORP
US
N
1
N
N
N
Penumbra Inc
549300RGE06P3ECANU72
Penumbra Inc
70975L107
-7500.00000000
NS
USD
-1243950.00000000
-0.51056752045
Short
EC
CORP
US
N
1
N
N
N
Facebook Inc
BQ4BKCS1HXDV9HN80Z93
Facebook Inc
30303M102
28800.00000000
NS
USD
5543136.00000000
2.275127780916
Long
EC
CORP
US
N
1
N
N
N
Citrix Systems Inc
HCTKJGUQOPZ5NBK7NP58
Citrix Systems Inc
177376100
24900.00000000
NS
USD
2574411.00000000
1.056642663214
Long
EC
CORP
US
N
1
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746U109
-17000.00000000
NS
USD
-1329060.00000000
-0.54550011554
Short
EC
CORP
US
N
1
N
N
N
Zscaler Inc
529900MZ0RTK1BWRNF46
Zscaler Inc
98980G102
-25000.00000000
NS
USD
-1299750.00000000
-0.53347010306
Short
EC
CORP
US
N
1
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023105
-2500.00000000
NS
USD
-687775.00000000
-0.28229074832
Short
EC
CORP
US
N
1
N
N
N
Ollie's Bargain Outlet Holdings Inc
529900YO5DSQCPEFDZ05
Ollie's Bargain Outlet Holdings Inc
681116109
-36500.00000000
NS
USD
-1856755.00000000
-0.76208754085
Short
EC
CORP
US
N
1
N
N
N
ADT Inc
N/A
ADT Inc
00090Q103
444000.00000000
NS
USD
2837160.00000000
1.164485506923
Long
EC
CORP
US
N
1
N
N
N
Intel Corp
KNX4USFCNGPY45LOCE31
Intel Corp
458140100
73700.00000000
NS
USD
4091824.00000000
1.679450487417
Long
EC
CORP
US
N
1
N
N
N
First Solar Inc
549300NPYMLM4NHTOF27
First Solar Inc
336433107
-36200.00000000
NS
USD
-1656874.00000000
-0.68004827355
Short
EC
CORP
US
N
1
N
N
N
Whirlpool Corp
WHENKOULSSK7WUM60H03
Whirlpool Corp
963320106
20700.00000000
NS
USD
2646702.00000000
1.086313820914
Long
EC
CORP
US
N
1
N
N
N
FedEx Corp
549300E707U7WNPZN687
FedEx Corp
31428X106
-12600.00000000
NS
USD
-1778742.00000000
-0.73006784233
Short
EC
CORP
US
N
1
N
N
N
AT&T Inc
549300Z40J86GGSTL398
AT&T Inc
00206R102
128000.00000000
NS
USD
4508160.00000000
1.850331663668
Long
EC
CORP
US
N
1
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040W108
-21000.00000000
NS
USD
-1815660.00000000
-0.74522048650
Short
EC
CORP
US
N
1
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
Cigna Corp
125523100
17400.00000000
NS
USD
3183156.00000000
1.306496294983
Long
EC
CORP
US
N
1
N
N
N
Ryder System Inc
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
783549108
-48000.00000000
NS
USD
-1825920.00000000
-0.74943160653
Short
EC
CORP
US
N
1
N
N
N
Hain Celestial Group Inc/The
5493000S8QXWHLIXDP75
Hain Celestial Group Inc/The
405217100
-64000.00000000
NS
USD
-1518720.00000000
-0.62334427000
Short
EC
CORP
US
N
1
N
N
N
Voya Financial Inc
549300T065Z4KJ686G75
Voya Financial Inc
929089100
45700.00000000
NS
USD
2405648.00000000
0.987375484907
Long
EC
CORP
US
N
1
N
N
N
Incyte Corp
549300Z4WN6JVZ3T4680
Incyte Corp
45337C102
32200.00000000
NS
USD
2428202.00000000
0.996632561040
Long
EC
CORP
US
N
1
N
N
N
PulteGroup Inc
N/A
PulteGroup Inc
745867101
66500.00000000
NS
USD
2673300.00000000
1.097230718626
Long
EC
CORP
US
N
1
N
N
N
Stericycle Inc
B8PTJH2P0AXSWSMP2136
Stericycle Inc
858912108
-31700.00000000
NS
USD
-1820531.00000000
-0.74721974242
Short
EC
CORP
US
N
1
N
N
N
Acadia Healthcare Co Inc
5493005CW985Y9D0NC11
Acadia Healthcare Co Inc
00404A109
-59000.00000000
NS
USD
-1746400.00000000
-0.71679337411
Short
EC
CORP
US
N
1
N
N
N
Devon Energy Corp
54930042348RKR3ZPN35
Devon Energy Corp
25179M103
63000.00000000
NS
USD
1023120.00000000
0.419929934104
Long
EC
CORP
US
N
1
N
N
N
Xerox Holdings Corp
N/A
Xerox Holdings Corp
98421M106
45500.00000000
NS
USD
1465100.00000000
0.601336447783
Long
EC
CORP
US
N
1
N
N
N
Brunswick Corp/DE
YM4O38W15AX4YLLQKU27
Brunswick Corp/DE
117043109
32000.00000000
NS
USD
1702400.00000000
0.698733989971
Long
EC
CORP
US
N
1
N
N
N
DaVita Inc
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918K108
36900.00000000
NS
USD
2864178.00000000
1.175574789666
Long
EC
CORP
US
N
1
N
N
N
XPO Logistics Inc
54930096DB9LCLPN7H13
XPO Logistics Inc
983793100
31700.00000000
NS
USD
2344849.00000000
0.962421109991
Long
EC
CORP
US
N
1
N
N
N
Essential Utilities Inc
549300ILTEOF3E3QY357
Essential Utilities Inc
29670G102
-27500.00000000
NS
USD
-1182775.00000000
-0.48545881989
Short
EC
CORP
US
N
1
N
N
N
ViacomCBS Inc
5KYC8KF17ROCY24M3H09
ViacomCBS Inc
92556H206
-60300.00000000
NS
USD
-1483983.00000000
-0.60908679666
Short
EC
CORP
US
N
1
N
N
N
Berry Global Group Inc
549300G6KKUMMXM8NH73
Berry Global Group Inc
08579W103
69000.00000000
NS
USD
2619240.00000000
1.075042302568
Long
EC
CORP
US
N
1
N
N
N
Electronic Arts Inc
549300O7A67PUEYKDL45
Electronic Arts Inc
285512109
30300.00000000
NS
USD
3071511.00000000
1.260672659933
Long
EC
CORP
US
N
1
N
N
N
Corning Inc
549300X2937PB0CJ7I56
Corning Inc
219350105
-70000.00000000
NS
USD
-1670200.00000000
-0.68551780430
Short
EC
CORP
US
N
1
N
N
N
Trinity Industries Inc
R1JB4KXN77XFCXOQKV49
Trinity Industries Inc
896522109
-85000.00000000
NS
USD
-1729750.00000000
-0.70995953897
Short
EC
CORP
US
N
1
N
N
N
Bristol-Myers Squibb Co
HLYYNH7UQUORYSJQCN42
Bristol-Myers Squibb Co
110122108
61500.00000000
NS
USD
3632190.00000000
1.490798056293
Long
EC
CORP
US
N
1
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857L108
1845.00000000
NS
USD
3128492.70000000
1.284060260142
Long
EC
CORP
US
N
1
N
N
N
Chemed Corp
54930020031IDJT2IM79
Chemed Corp
16359R103
6500.00000000
NS
USD
2714530.00000000
1.114153182446
Long
EC
CORP
US
N
1
N
N
N
Cantel Medical Corp
549300ZFW3JXCDHTGW91
Cantel Medical Corp
138098108
-25700.00000000
NS
USD
-1621670.00000000
-0.66559912448
Short
EC
CORP
US
N
1
N
N
N
Spectrum Brands Holdings Inc
549300I3HY7XTCMXCZ71
Spectrum Brands Holdings Inc
84790A105
51000.00000000
NS
USD
2748390.00000000
1.128050699422
Long
EC
CORP
US
N
1
N
N
N
LPL Financial Holdings Inc
549300XROQ4Y8G2L7682
LPL Financial Holdings Inc
50212V100
32700.00000000
NS
USD
2598996.00000000
1.066733344101
Long
EC
CORP
US
N
1
N
N
N
Alliance Data Systems Corp
549300G8S4PO686J7H97
Alliance Data Systems Corp
018581108
-19700.00000000
NS
USD
-1691836.00000000
-0.69439809601
Short
EC
CORP
US
N
1
N
N
N
Rollins Inc
549300F2A0BXT4SGWD84
Rollins Inc
775711104
-48000.00000000
NS
USD
-1797120.00000000
-0.73761091873
Short
EC
CORP
US
N
1
N
N
N
Vistra Energy Corp
549300KP43CPCUJOOG15
Vistra Energy Corp
92840M102
125000.00000000
NS
USD
2403750.00000000
0.986596468746
Long
EC
CORP
US
N
1
N
N
N
ICU Medical Inc
5493003NRW7LS2QZRH60
ICU Medical Inc
44930G107
-9300.00000000
NS
USD
-1821033.00000000
-0.74742578357
Short
EC
CORP
US
N
1
N
N
N
Quanta Services Inc
SHVRXXEACT60MMH07S24
Quanta Services Inc
74762E102
-49000.00000000
NS
USD
-1868370.00000000
-0.76685480782
Short
EC
CORP
US
N
1
N
N
N
Change Healthcare Inc
549300GS1BPJEDOZHM07
Change Healthcare Inc
15912K100
-124000.00000000
NS
USD
-1685160.00000000
-0.69165799491
Short
EC
CORP
US
N
1
N
N
N
Pure Storage Inc
549300NPDB0BZTK3WO90
Pure Storage Inc
74624M102
-90000.00000000
NS
USD
-1373400.00000000
-0.56369904947
Short
EC
CORP
US
N
1
N
N
N
Zendesk Inc
549300SLI6BN94BKKO36
Zendesk Inc
98936J101
-18800.00000000
NS
USD
-1491028.00000000
-0.61197835032
Short
EC
CORP
US
N
1
N
N
N
Gilead Sciences Inc
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558103
50000.00000000
NS
USD
3468000.00000000
1.423407822615
Long
EC
CORP
US
N
1
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
16300.00000000
NS
USD
4155848.00000000
1.705728533102
Long
EC
CORP
US
N
1
N
N
N
Equifax Inc
5493004MCF8JDC86VS77
Equifax Inc
294429105
-12600.00000000
NS
USD
-1789704.00000000
-0.73456709162
Short
EC
CORP
US
N
1
N
N
N
IPG Photonics Corp
5493002KZ51CADQ94G15
IPG Photonics Corp
44980X109
-13600.00000000
NS
USD
-1735904.00000000
-0.71248539011
Short
EC
CORP
US
N
1
N
N
N
TreeHouse Foods Inc
5493007M7EVHE470Q576
TreeHouse Foods Inc
89469A104
-25500.00000000
NS
USD
-971805.00000000
-0.39886817735
Short
EC
CORP
US
N
1
N
N
N
Transocean Ltd
529900QO4W5DQGBGEF32
Transocean Ltd
H8817H100
-180000.00000000
NS
USD
-603000.00000000
-0.24749565081
Short
EC
CORP
US
N
1
N
N
N
Splunk Inc
549300XGDSGBP6UEI867
Splunk Inc
848637104
-8300.00000000
NS
USD
-1222839.00000000
-0.50190271003
Short
EC
CORP
US
N
1
N
N
N
Omnicom Group Inc
HKUPACFHSSASQK8HLS17
Omnicom Group Inc
681919106
40200.00000000
NS
USD
2785056.00000000
1.143099912578
Long
EC
CORP
US
N
1
N
N
N
EchoStar Corp
549300EE20907QZ9GT38
EchoStar Corp
278768106
76500.00000000
NS
USD
2671380.00000000
1.096442672773
Long
EC
CORP
US
N
1
N
N
N
Dynatrace Inc
N/A
Dynatrace Inc
268150109
91500.00000000
NS
USD
2955450.00000000
1.213036519419
Long
EC
CORP
US
N
1
N
N
N
Advance Auto Parts Inc
N/A
Advance Auto Parts Inc
00751Y106
-14400.00000000
NS
USD
-1914912.00000000
-0.78595753183
Short
EC
CORP
US
N
1
N
N
N
Wayfair Inc
54930027N9ZAVYFDHK53
Wayfair Inc
94419L101
-10300.00000000
NS
USD
-651063.00000000
-0.26722265490
Short
EC
CORP
US
N
1
N
N
N
ConocoPhillips
WPTL2Z3FIYTHSP5V2253
ConocoPhillips
20825C104
57000.00000000
NS
USD
2759940.00000000
1.132791287759
Long
EC
CORP
US
N
1
N
N
N
Albemarle Corp
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp
012653101
-21500.00000000
NS
USD
-1759775.00000000
-0.72228301644
Short
EC
CORP
US
N
1
N
N
N
Carlisle Cos Inc
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos Inc
142339100
19800.00000000
NS
USD
2876742.00000000
1.180731564719
Long
EC
CORP
US
N
1
N
N
N
Reliance Steel & Aluminum Co
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co
759509102
28500.00000000
NS
USD
2915265.00000000
1.196542965973
Long
EC
CORP
US
N
1
N
N
N
Fortune Brands Home & Security Inc
54930032LHW54PQUJD44
Fortune Brands Home & Security Inc
34964C106
43000.00000000
NS
USD
2655250.00000000
1.089822266724
Long
EC
CORP
US
N
1
N
N
N
Walt Disney Co/The
549300GZKULIZ0WOW665
Walt Disney Co/The
254687106
-5500.00000000
NS
USD
-647075.00000000
-0.26558581799
Short
EC
CORP
US
N
1
N
N
N
New Relic Inc
549300AB8FY2HQILL804
New Relic Inc
64829B100
-14000.00000000
NS
USD
-787640.00000000
-0.32327939371
Short
EC
CORP
US
N
1
N
N
N
Steel Dynamics Inc
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119100
48000.00000000
NS
USD
1278240.00000000
0.524641526868
Long
EC
CORP
US
N
1
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162100
17250.00000000
NS
USD
3445342.50000000
1.414108265884
Long
EC
CORP
US
N
1
N
N
N
Primerica Inc
254900621R686KJR7022
Primerica Inc
74164M108
22500.00000000
NS
USD
2505150.00000000
1.028215140376
Long
EC
CORP
US
N
1
N
N
N
Oracle Corp
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389X105
68000.00000000
NS
USD
3363280.00000000
1.380426488363
Long
EC
CORP
US
N
1
N
N
N
NCR Corp
549300YKTY8JX1DV2R67
NCR Corp
62886E108
88500.00000000
NS
USD
2230200.00000000
0.915364511532
Long
EC
CORP
US
N
1
N
N
N
Fair Isaac Corp
RI6HET5SJUEY30V1PS26
Fair Isaac Corp
303250104
7500.00000000
NS
USD
2820225.00000000
1.157534696232
Long
EC
CORP
US
N
1
N
N
N
Comcast Corp
51M0QTTNCGUN7KFCFZ59
Comcast Corp
20030N101
96500.00000000
NS
USD
3901495.00000000
1.601331748239
Long
EC
CORP
US
N
1
N
N
N
Macy's Inc
529900NZQ81TIOW3CW52
Macy's Inc
55616P104
-126000.00000000
NS
USD
-1666980.00000000
-0.68419618573
Short
EC
CORP
US
N
1
N
N
N
Monster Beverage Corp
52990090AP0E7HCB6F33
Monster Beverage Corp
61174X109
47700.00000000
NS
USD
2976957.00000000
1.221863864298
Long
EC
CORP
US
N
1
N
N
N
WPX Energy Inc
ZXZE9GCS2BB547GJW219
WPX Energy Inc
98212B103
215000.00000000
NS
USD
2005950.00000000
0.823323218504
Long
EC
CORP
US
N
1
N
N
N
MongoDB Inc
549300TPTG69WKWE1Z37
MongoDB Inc
60937P106
-6700.00000000
NS
USD
-1021750.00000000
-0.41936763055
Short
EC
CORP
US
N
1
N
N
N
Madison Square Garden Co/The
N/A
Madison Square Garden Co/The
55825T103
-6500.00000000
NS
USD
-1740830.00000000
-0.71450722025
Short
EC
CORP
US
N
1
N
N
N
AECOM
0EEB8GF0W0NPCIHZX097
AECOM
00766T100
62000.00000000
NS
USD
2786280.00000000
1.143602291809
Long
EC
CORP
US
N
1
N
N
N
Square Inc
549300OHIIUWSTIZME52
Square Inc
852234103
-17400.00000000
NS
USD
-1449942.00000000
-0.59511498994
Short
EC
CORP
US
N
1
N
N
N
2U Inc
5493008RVTXVR43PYF84
2U Inc
90214J101
-34000.00000000
NS
USD
-799340.00000000
-0.32808154813
Short
EC
CORP
US
N
1
N
N
N
PagerDuty Inc
549300U1SB749EDAGH21
PagerDuty Inc
69553P100
-89000.00000000
NS
USD
-1833400.00000000
-0.75250170184
Short
EC
CORP
US
N
1
N
N
N
Expedia Group Inc
CI7MUJI4USF3V0NJ1H64
Expedia Group Inc
30212P303
13500.00000000
NS
USD
1331370.00000000
0.546448233216
Long
EC
CORP
US
N
1
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46625H100
30200.00000000
NS
USD
3506522.00000000
1.439218813429
Long
EC
CORP
US
N
1
N
N
N
Zillow Group Inc
2549002XEELQDIR6FU05
Zillow Group Inc
98954M200
-17500.00000000
NS
USD
-976675.00000000
-0.40086702282
Short
EC
CORP
US
N
1
N
N
N
Intuitive Surgical Inc
54930052SRG011710797
Intuitive Surgical Inc
46120E602
-1650.00000000
NS
USD
-881034.00000000
-0.36161207831
Short
EC
CORP
US
N
1
N
N
N
ServiceMaster Global Holdings Inc
549300GS10644JGL8R77
ServiceMaster Global Holdings Inc
81761R109
-55000.00000000
NS
USD
-1967350.00000000
-0.80748021332
Short
EC
CORP
US
N
1
N
N
N
Varian Medical Systems Inc
TK3LAKL7I0QNTCVWSY07
Varian Medical Systems Inc
92220P105
-6000.00000000
NS
USD
-737820.00000000
-0.30283124558
Short
EC
CORP
US
N
1
N
N
N
Jefferies Financial Group Inc
549300HOF34RGOJ5YL07
Jefferies Financial Group Inc
47233W109
134000.00000000
NS
USD
2641140.00000000
1.084030950582
Long
EC
CORP
US
N
1
N
N
N
Yum! Brands Inc
549300JE8XHZZ7OHN517
Yum! Brands Inc
988498101
-19400.00000000
NS
USD
-1731450.00000000
-0.71065728790
Short
EC
CORP
US
N
1
N
N
N
Elanco Animal Health Inc
549300SHPNDCE059M934
Elanco Animal Health Inc
28414H103
-65000.00000000
NS
USD
-1781000.00000000
-0.73099461709
Short
EC
CORP
US
N
1
N
N
N
Merck & Co Inc
4YV9Y5M8S0BRK1RP0397
Merck & Co Inc
58933Y105
46700.00000000
NS
USD
3575352.00000000
1.467469436390
Long
EC
CORP
US
N
1
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742101
46600.00000000
NS
USD
2632434.00000000
1.080457655166
Long
EC
CORP
US
N
1
N
N
N
World Wrestling Entertainment Inc
549300WZVLSCS3L4L698
World Wrestling Entertainment Inc
98156Q108
-31000.00000000
NS
USD
-1449870.00000000
-0.59508543822
Short
EC
CORP
US
N
1
N
N
N
Columbia Sportswear Co
549300OTMCIEUXAH5Z60
Columbia Sportswear Co
198516106
-22500.00000000
NS
USD
-1829250.00000000
-0.75079837356
Short
EC
CORP
US
N
1
N
N
N
Dell Technologies Inc
549300TJB5YBRUPOG437
Dell Technologies Inc
24703L202
33000.00000000
NS
USD
1335180.00000000
0.548012011706
Long
EC
CORP
US
N
1
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
33950.00000000
NS
USD
9280572.00000000
3.809123063190
Long
EC
CORP
US
N
1
N
N
N
Legg Mason Inc
OWUNCC6U1ZJXMZKFBJ36
Legg Mason Inc
524901105
56000.00000000
NS
USD
2789920.00000000
1.145096295406
Long
EC
CORP
US
N
1
N
N
N
Wyndham Destinations Inc
T4VNTWMFQ7JQB65L7T35
Wyndham Destinations Inc
98310W108
61000.00000000
NS
USD
2433900.00000000
0.998971251286
Long
EC
CORP
US
N
1
N
N
N
Guardant Health Inc
N/A
Guardant Health Inc
40131M109
-16000.00000000
NS
USD
-1391360.00000000
-0.57107056172
Short
EC
CORP
US
N
1
N
N
N
Cullen/Frost Bankers Inc
529900V2E9G9AY665O34
Cullen/Frost Bankers Inc
229899109
-21500.00000000
NS
USD
-1685385.00000000
-0.69175034403
Short
EC
CORP
US
N
1
N
N
N
FireEye Inc
549300E9D2UJUFLLY524
FireEye Inc
31816Q101
-85000.00000000
NS
USD
-1124975.00000000
-0.46173535618
Short
EC
CORP
US
N
1
N
N
N
Cummins Inc
ZUNI8PYC725B6H8JU438
Cummins Inc
231021106
18400.00000000
NS
USD
2783736.00000000
1.142558131054
Long
EC
CORP
US
N
1
N
N
N
Interpublic Group of Cos Inc/The
5493008IUOJ5VWTRC333
Interpublic Group of Cos Inc/The
460690100
105000.00000000
NS
USD
2242800.00000000
0.920536062445
Long
EC
CORP
US
N
1
N
N
N
Dollar Tree Inc
549300PMSTQITB1WHR43
Dollar Tree Inc
256746108
-22500.00000000
NS
USD
-1868175.00000000
-0.76677477191
Short
EC
CORP
US
N
1
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
65200.00000000
NS
USD
10563052.00000000
4.335504857984
Long
EC
CORP
US
N
1
N
N
N
Elastic NV
N/A
Elastic NV
N14506104
-23000.00000000
NS
USD
-1698780.00000000
-0.69724819518
Short
EC
CORP
US
N
1
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazoncom Inc
023135106
1450.00000000
NS
USD
2731437.50000000
1.121092706022
Long
EC
CORP
US
N
1
N
N
N
Costco Wholesale Corp
29DX7H14B9S6O3FD6V18
Costco Wholesale Corp
22160K105
10800.00000000
NS
USD
3036312.00000000
1.246225563062
Long
EC
CORP
US
N
1
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020107
-25300.00000000
NS
USD
-1699907.00000000
-0.69771076168
Short
EC
CORP
US
N
1
N
N
N
NRG Energy Inc
5E2UPK5SW04M13XY7I38
NRG Energy Inc
629377508
73000.00000000
NS
USD
2424330.00000000
0.995043335236
Long
EC
CORP
US
N
1
N
N
N
Fastenal Co
529900PP0C7H2HHPSJ32
Fastenal Co
311900104
-51000.00000000
NS
USD
-1745220.00000000
-0.71630905426
Short
EC
CORP
US
N
1
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
Fixed Income Clearing Corp
85748R009
137710974.00000000
PA
USD
137710974.00000000
56.52216771959
Long
RA
CORP
US
N
2
Repurchase
N
0.65000000
2020-03-02
137710974.00000000
USD
140470072.20000000
USD
UST
N
N
N
Parsley Energy Inc
549300DMRA8DSL66G562
Parsley Energy Inc
701877102
175000.00000000
NS
USD
2345000.00000000
0.962483086514
Long
EC
CORP
US
N
1
N
N
N
QIAGEN NV
54930036WK3GMCN17Z57
QIAGEN NV
N72482123
-56000.00000000
NS
USD
-2010400.00000000
-0.82514967894
Short
EC
CORP
US
N
1
N
N
N
Sonoco Products Co
GKOMIK4RDJGHEF0VNP11
Sonoco Products Co
835495102
-35000.00000000
NS
USD
-1687350.00000000
-0.69255685971
Short
EC
CORP
US
N
1
N
N
N
Booz Allen Hamilton Holding Corp
529900JPV47PIUWMA015
Booz Allen Hamilton Holding Corp
099502106
37300.00000000
NS
USD
2659490.00000000
1.091562534650
Long
EC
CORP
US
N
1
N
N
N
2020-02-29
Nuveen Investment Trust II
E. Scott Wickerham
E. Scott Wickerham
Funds Treasurer