0001752724-20-219487.txt : 20201029
0001752724-20-219487.hdr.sgml : 20201029
20201029143747
ACCESSION NUMBER: 0001752724-20-219487
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 1
CONFORMED PERIOD OF REPORT: 20200831
FILED AS OF DATE: 20201029
PERIOD START: 20200831
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: NUVEEN INVESTMENT TRUST II
CENTRAL INDEX KEY: 0001041673
IRS NUMBER: 000000000
FISCAL YEAR END: 0731
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-08333
FILM NUMBER: 201272025
BUSINESS ADDRESS:
STREET 1: C/O NUVEEN INVESTMENTS
STREET 2: 333 W WACKER DR 32ND FL
CITY: CHICAGO
STATE: IL
ZIP: 60606
BUSINESS PHONE: 312-917-8146
MAIL ADDRESS:
STREET 1: C/O NUVEEN INVESTMENTS
STREET 2: 333 W WACKER DR 32ND FL
CITY: CHICAGO
STATE: IL
ZIP: 60606
0001041673
S000024570
Nuveen Equity Long/Short Fund
C000072944
Class A
NELAX
C000072945
Class C
NELCX
C000072947
Class I
NELIX
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001041673
XXXXXXXX
S000024570
C000072947
C000072944
C000072945
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
2020-08-31
N
183470802.00
6663444.00
176807358.00
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
7956137.00000000
N
Facebook Inc
BQ4BKCS1HXDV9HN80Z93
Facebook Inc
30303M102
15900.00000000
NS
USD
4661880.00000000
2.636700221491
Long
EC
CORP
US
N
1
N
N
N
Qurate Retail Inc
549300PSXEKU4PHLCR04
Qurate Retail Inc
74915M100
82000.00000000
NS
USD
906100.00000000
0.512478671843
Long
EC
CORP
US
N
1
N
N
N
Bunge Ltd
5493007M0RIN8HY3MM77
Bunge Ltd
G16962105
-25200.00000000
NS
USD
-1149624.00000000
-0.65021275867
Short
EC
CORP
US
N
1
N
N
N
Cintas Corp
N/A
Cintas Corp
172908105
6400.00000000
NS
USD
2132736.00000000
1.206248441312
Long
EC
CORP
US
N
1
N
N
N
Humana Inc
529900YLDW34GJAO4J06
Humana Inc
444859102
5200.00000000
NS
USD
2158884.00000000
1.221037418589
Long
EC
CORP
US
N
1
N
N
N
Align Technology Inc
549300N5YSE0U3LCP840
Align Technology Inc
016255101
-2700.00000000
NS
USD
-801846.00000000
-0.45351393124
Short
EC
CORP
US
N
1
N
N
N
Amazon.com Inc
ZXTILKJKG63JELOEG630
Amazoncom Inc
023135106
1510.00000000
NS
USD
5210949.60000000
2.947247025771
Long
EC
CORP
US
N
1
N
N
N
WEC Energy Group Inc
549300IGLYTZUK3PVP70
WEC Energy Group Inc
92939U106
-9600.00000000
NS
USD
-903168.00000000
-0.51082036981
Short
EC
CORP
US
N
1
N
N
N
Fastenal Co
529900PP0C7H2HHPSJ32
Fastenal Co
311900104
-11000.00000000
NS
USD
-537460.00000000
-0.30398056171
Short
EC
CORP
US
N
1
N
N
N
Lyft Inc
549300H7I5VN334XVZ52
Lyft Inc
55087P104
-31000.00000000
NS
USD
-919770.00000000
-0.52021025052
Short
EC
CORP
US
N
1
N
N
N
UnitedHealth Group Inc
549300GHBMY8T5GXDE41
UnitedHealth Group Inc
91324P102
10000.00000000
NS
USD
3125500.00000000
1.767743172769
Long
EC
CORP
US
N
1
N
N
N
Las Vegas Sands Corp
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834107
-22000.00000000
NS
USD
-1115620.00000000
-0.63098052740
Short
EC
CORP
US
N
1
N
N
N
Nu Skin Enterprises Inc
54930050DETB6CP71D38
Nu Skin Enterprises Inc
67018T105
38500.00000000
NS
USD
1819895.00000000
1.029309538124
Long
EC
CORP
US
N
1
N
N
N
Intuitive Surgical Inc
54930052SRG011710797
Intuitive Surgical Inc
46120E602
-1350.00000000
NS
USD
-986634.00000000
-0.55802768117
Short
EC
CORP
US
N
1
N
N
N
Columbia Sportswear Co
549300OTMCIEUXAH5Z60
Columbia Sportswear Co
198516106
-12100.00000000
NS
USD
-1035397.00000000
-0.58560741572
Short
EC
CORP
US
N
1
N
N
N
Dick's Sporting Goods Inc
529900SSBV5I4LWSK313
Dick's Sporting Goods Inc
253393102
37000.00000000
NS
USD
2002440.00000000
1.132554675693
Long
EC
CORP
US
N
1
N
N
N
Alleghany Corp
549300DCJE6AYX159479
Alleghany Corp
017175100
-1950.00000000
NS
USD
-1081392.00000000
-0.61162160457
Short
EC
CORP
US
N
1
N
N
N
Equitrans Midstream Corp
549300RH0NLJNZ5SXU64
Equitrans Midstream Corp
294600101
52000.00000000
NS
USD
534560.00000000
0.302340358482
Long
EC
CORP
US
N
1
N
N
N
Toro Co/The
YJKE4YIT6BWQHVEW0D14
Toro Co/The
891092108
-16000.00000000
NS
USD
-1204480.00000000
-0.68123861677
Short
EC
CORP
US
N
1
N
N
N
Eversource Energy
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040W108
-11700.00000000
NS
USD
-1002807.00000000
-0.56717492492
Short
EC
CORP
US
N
1
N
N
N
AECOM
0EEB8GF0W0NPCIHZX097
AECOM
00766T100
52000.00000000
NS
USD
2054520.00000000
1.162010463388
Long
EC
CORP
US
N
1
N
N
N
Biogen Inc
W8J5WZB5IY3K0NDQT671
Biogen Inc
09062X103
7100.00000000
NS
USD
2042244.00000000
1.155067313431
Long
EC
CORP
US
N
1
N
N
N
CME Group Inc
LCZ7XYGSLJUHFXXNXD88
CME Group Inc
12572Q105
-4000.00000000
NS
USD
-703480.00000000
-0.39787936879
Short
EC
CORP
US
N
1
N
N
N
Berry Global Group Inc
549300G6KKUMMXM8NH73
Berry Global Group Inc
08579W103
37500.00000000
NS
USD
1932750.00000000
1.093138895271
Long
EC
CORP
US
N
1
N
N
N
Five Below Inc
529900AAXP5Z6BGI7418
Five Below Inc
33829M101
-8400.00000000
NS
USD
-919380.00000000
-0.51998967147
Short
EC
CORP
US
N
1
N
N
N
Autodesk Inc
FRKKVKAIQEF3FCSTPG55
Autodesk Inc
052769106
8600.00000000
NS
USD
2113020.00000000
1.195097321684
Long
EC
CORP
US
N
1
N
N
N
Genpact Ltd
529900OSEC6Q0L4L5B35
Genpact Ltd
G3922B107
39000.00000000
NS
USD
1645020.00000000
0.930402455309
Long
EC
CORP
US
N
1
N
N
N
Hormel Foods Corp
MSD54751OJP1FS2ND863
Hormel Foods Corp
440452100
-22300.00000000
NS
USD
-1136854.00000000
-0.64299020858
Short
EC
CORP
US
N
1
N
N
N
Cigna Corp
549300VIWYMSIGT1U456
Cigna Corp
125523100
6400.00000000
NS
USD
1135168.00000000
0.642036628362
Long
EC
CORP
US
N
1
N
N
N
ONEOK Inc
2T3D6M0JSY48PSZI1Q41
ONEOK Inc
682680103
-26500.00000000
NS
USD
-728220.00000000
-0.41187199912
Short
EC
CORP
US
N
1
N
N
N
Carlisle Cos Inc
XR64VGX1ZPX6G7ZN7Z11
Carlisle Cos Inc
142339100
13200.00000000
NS
USD
1728540.00000000
0.977640308385
Long
EC
CORP
US
N
1
N
N
N
Ball Corp
0BGI85ALH27ZJP15DY16
Ball Corp
058498106
-14700.00000000
NS
USD
-1181439.00000000
-0.66820691930
Short
EC
CORP
US
N
1
N
N
N
Madison Square Garden Sports Corp
N/A
Madison Square Garden Sports Corp
55825T103
-7000.00000000
NS
USD
-1148000.00000000
-0.64929424486
Short
EC
CORP
US
N
1
N
N
N
Edison International
549300I7ROF15MAEVP56
Edison International
281020107
-20500.00000000
NS
USD
-1075840.00000000
-0.60848146376
Short
EC
CORP
US
N
1
N
N
N
Schneider National Inc
529900V6GZ6G6E3BLV72
Schneider National Inc
80689H102
60000.00000000
NS
USD
1623600.00000000
0.918287574887
Long
EC
CORP
US
N
1
N
N
N
Cooper Cos Inc/The
QJKMVPIGLH7530PCUE20
Cooper Cos Inc/The
216648402
-3700.00000000
NS
USD
-1163206.00000000
-0.65789456567
Short
EC
CORP
US
N
1
N
N
N
Apple Inc
HWUPKR0MPOU8FGXBT394
Apple Inc
037833100
78200.00000000
NS
USD
10090928.00000000
5.707300937102
Long
EC
CORP
US
N
1
N
N
N
Jazz Pharmaceuticals PLC
635400GAUMJCLEZRRV50
Jazz Pharmaceuticals PLC
G50871105
15200.00000000
NS
USD
2042728.00000000
1.155341057695
Long
EC
CORP
US
N
1
N
N
N
United Therapeutics Corp
N/A
United Therapeutics Corp
91307C102
18400.00000000
NS
USD
1968064.00000000
1.113112045936
Long
EC
CORP
US
N
1
N
N
N
Apollo Global Management Inc
54930054P2G7ZJB0KM79
Apollo Global Management Inc
03768E105
-23500.00000000
NS
USD
-1101445.00000000
-0.62296332712
Short
EC
CORP
US
N
1
N
N
N
Alphabet Inc
5493006MHB84DD0ZWV18
Alphabet Inc
02079K305
2815.00000000
NS
USD
4587126.95000000
2.594420844182
Long
EC
CORP
US
N
1
N
N
N
World Wrestling Entertainment Inc
549300WZVLSCS3L4L698
World Wrestling Entertainment Inc
98156Q108
-12000.00000000
NS
USD
-528840.00000000
-0.29910519900
Short
EC
CORP
US
N
1
N
N
N
Essential Utilities Inc
549300ILTEOF3E3QY357
Essential Utilities Inc
29670G102
-24100.00000000
NS
USD
-1024250.00000000
-0.57930281385
Short
EC
CORP
US
N
1
N
N
N
Owens Corning
JO5M6676RDJIZ2U8X907
Owens Corning
690742101
29400.00000000
NS
USD
1988616.00000000
1.124735996564
Long
EC
CORP
US
N
1
N
N
N
Santander Consumer USA Holdings Inc
5493004SHNXEHHZ58X76
Santander Consumer USA Holdings Inc
80283M101
-61000.00000000
NS
USD
-1049810.00000000
-0.59375922578
Short
EC
CORP
US
N
1
N
N
N
Aon PLC
635400FALWQYX5E6QC64
Aon PLC
N/A
-5500.00000000
NS
USD
-1099945.00000000
-0.62211494614
Short
EC
CORP
US
N
1
N
N
N
AMERCO
5493003WIDMLDHYC6Y24
AMERCO
023586100
-2550.00000000
NS
USD
-904969.50000000
-0.51183927537
Short
EC
CORP
US
N
1
N
N
N
Umpqua Holdings Corp
5299002ENJ7CY215BW86
Umpqua Holdings Corp
904214103
-93000.00000000
NS
USD
-1049040.00000000
-0.59332372355
Short
EC
CORP
US
N
1
N
N
N
Novocure Ltd
213800YPP55UMHWA4826
Novocure Ltd
G6674U108
-10500.00000000
NS
USD
-868875.00000000
-0.49142468380
Short
EC
CORP
US
N
1
N
N
N
GrafTech International Ltd
549300GY32W00XP57351
GrafTech International Ltd
384313508
114000.00000000
NS
USD
759240.00000000
0.429416517835
Long
EC
CORP
US
N
1
N
N
N
Switch Inc
549300EZ98N5Y55J4X37
Switch Inc
87105L104
-68000.00000000
NS
USD
-1169600.00000000
-0.66151093101
Short
EC
CORP
US
N
1
N
N
N
First Solar Inc
549300NPYMLM4NHTOF27
First Solar Inc
336433107
-9000.00000000
NS
USD
-689310.00000000
-0.38986499645
Short
EC
CORP
US
N
1
N
N
N
AutoNation Inc
N/A
AutoNation Inc
05329W102
34000.00000000
NS
USD
1933240.00000000
1.093416033058
Long
EC
CORP
US
N
1
N
N
N
Workday Inc
549300J0DYC0N31V7G13
Workday Inc
98138H101
-2900.00000000
NS
USD
-695159.00000000
-0.39317311669
Short
EC
CORP
US
N
1
N
N
N
TJX Cos Inc/The
V167QI9I69W364E2DY52
TJX Cos Inc/The
872540109
-16500.00000000
NS
USD
-904035.00000000
-0.51131073402
Short
EC
CORP
US
N
1
N
N
N
Ameriprise Financial Inc
6ZLKQF7QB6JAEKQS5388
Ameriprise Financial Inc
03076C106
12300.00000000
NS
USD
1928640.00000000
1.090814331380
Long
EC
CORP
US
N
1
N
N
N
CDW Corp/DE
N/A
CDW Corp/DE
12514G108
-6400.00000000
NS
USD
-727360.00000000
-0.41138559403
Short
EC
CORP
US
N
1
N
N
N
Antero Resources Corp
APVBKPOULHUX7YZLKU17
Antero Resources Corp
03674X106
252000.00000000
NS
USD
811440.00000000
0.458940176007
Long
EC
CORP
US
N
1
N
N
N
AmerisourceBergen Corp
AI8GXW8LG5WK7E9UD086
AmerisourceBergen Corp
03073E105
19200.00000000
NS
USD
1862976.00000000
1.053675605514
Long
EC
CORP
US
N
1
N
N
N
Stericycle Inc
B8PTJH2P0AXSWSMP2136
Stericycle Inc
858912108
-18700.00000000
NS
USD
-1198857.00000000
-0.67805831926
Short
EC
CORP
US
N
1
N
N
N
FireEye Inc
549300E9D2UJUFLLY524
FireEye Inc
31816Q101
-76500.00000000
NS
USD
-1123020.00000000
-0.63516587358
Short
EC
CORP
US
N
1
N
N
N
EQT Corp
4NT01YGM4X7ZX86ISY52
EQT Corp
26884L109
77000.00000000
NS
USD
1221990.00000000
0.691142050773
Long
EC
CORP
US
N
1
N
N
N
Eli Lilly and Co
FRDRIPF3EKNDJ2CQJL29
Eli Lilly and Co
532457108
8000.00000000
NS
USD
1187120.00000000
0.671420020879
Long
EC
CORP
US
N
1
N
N
N
QUALCOMM Inc
H1J8DDZKZP6H7RWC0H53
QUALCOMM Inc
747525103
19800.00000000
NS
USD
2358180.00000000
1.333756709378
Long
EC
CORP
US
N
1
N
N
N
HEICO Corp
N/A
HEICO Corp
422806109
-11000.00000000
NS
USD
-1209120.00000000
-0.68386294194
Short
EC
CORP
US
N
1
N
N
N
Target Corp
8WDDFXB5T1Z6J0XC1L66
Target Corp
87612E106
14600.00000000
NS
USD
2207666.00000000
1.248627899298
Long
EC
CORP
US
N
1
N
N
N
Vertex Pharmaceuticals Inc
54930015RAQRRZ5ZGJ91
Vertex Pharmaceuticals Inc
92532F100
7800.00000000
NS
USD
2177136.00000000
1.231360518378
Long
EC
CORP
US
N
1
N
N
N
Electronic Arts Inc
549300O7A67PUEYKDL45
Electronic Arts Inc
285512109
14400.00000000
NS
USD
2008368.00000000
1.135907477334
Long
EC
CORP
US
N
1
N
N
N
SolarEdge Technologies Inc
5493000K6Y58XXPDF853
SolarEdge Technologies Inc
83417M104
-4500.00000000
NS
USD
-995175.00000000
-0.56285836248
Short
EC
CORP
US
N
1
N
N
N
Booz Allen Hamilton Holding Corp
529900JPV47PIUWMA015
Booz Allen Hamilton Holding Corp
099502106
21000.00000000
NS
USD
1849260.00000000
1.045918009814
Long
EC
CORP
US
N
1
N
N
N
Fidelity National Information Services Inc
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620M106
-7400.00000000
NS
USD
-1116290.00000000
-0.63135947091
Short
EC
CORP
US
N
1
N
N
N
Qorvo Inc
254900YAUJV2EUEVBR11
Qorvo Inc
74736K101
15700.00000000
NS
USD
2013839.00000000
1.139001805569
Long
EC
CORP
US
N
1
N
N
N
Monolithic Power Systems Inc
529900TB7O85LSZ1XU31
Monolithic Power Systems Inc
609839105
-2600.00000000
NS
USD
-694538.00000000
-0.39282188697
Short
EC
CORP
US
N
1
N
N
N
CH Robinson Worldwide Inc
529900WNWN5L0OVDHA79
CH Robinson Worldwide Inc
12541W209
20300.00000000
NS
USD
1995490.00000000
1.128623843810
Long
EC
CORP
US
N
1
N
N
N
Skechers USA Inc
529900D2R54KZPA4XR56
Skechers USA Inc
830566105
-36000.00000000
NS
USD
-1074600.00000000
-0.60778013548
Short
EC
CORP
US
N
1
N
N
N
Antero Midstream Corp
N/A
Antero Midstream Corp
03676B102
174000.00000000
NS
USD
1177980.00000000
0.666250552762
Long
EC
CORP
US
N
1
N
N
N
Tempur Sealy International Inc
549300HFEKVR3US71V91
Tempur Sealy International Inc
88023U101
22900.00000000
NS
USD
1958866.00000000
1.107909773755
Long
EC
CORP
US
N
1
N
N
N
Cadence Design Systems Inc
GCT7RXJOGLXPV0NXZY22
Cadence Design Systems Inc
127387108
19100.00000000
NS
USD
2118381.00000000
1.198129435314
Long
EC
CORP
US
N
1
N
N
N
Carlyle Group Inc/The
N/A
Carlyle Group Inc/The
14316J108
-31500.00000000
NS
USD
-813015.00000000
-0.45983097603
Short
EC
CORP
US
N
1
N
N
N
Elanco Animal Health Inc
549300SHPNDCE059M934
Elanco Animal Health Inc
28414H103
-38800.00000000
NS
USD
-1127528.00000000
-0.63771554122
Short
EC
CORP
US
N
1
N
N
N
Cimarex Energy Co
11KYOFXPU1C4CQL1CL44
Cimarex Energy Co
171798101
50500.00000000
NS
USD
1402890.00000000
0.793456797199
Long
EC
CORP
US
N
1
N
N
N
Penumbra Inc
549300RGE06P3ECANU72
Penumbra Inc
70975L107
-5000.00000000
NS
USD
-1045750.00000000
-0.59146294126
Short
EC
CORP
US
N
1
N
N
N
Home Depot Inc/The
QEKMOTMBBKA8I816DO57
Home Depot Inc/The
437076102
11000.00000000
NS
USD
3135440.00000000
1.773365110743
Long
EC
CORP
US
N
1
N
N
N
Varian Medical Systems Inc
TK3LAKL7I0QNTCVWSY07
Varian Medical Systems Inc
92220P105
-6500.00000000
NS
USD
-1128855.00000000
-0.63846607560
Short
EC
CORP
US
N
1
N
N
N
Southern Co/The
549300FC3G3YU2FBZD92
Southern Co/The
842587107
-16500.00000000
NS
USD
-860970.00000000
-0.48695371603
Short
EC
CORP
US
N
1
N
N
N
WPX Energy Inc
ZXZE9GCS2BB547GJW219
WPX Energy Inc
98212B103
157000.00000000
NS
USD
872920.00000000
0.493712484522
Long
EC
CORP
US
N
1
N
N
N
TripAdvisor Inc
549300XVG45PT5BART17
TripAdvisor Inc
896945201
-46000.00000000
NS
USD
-1075020.00000000
-0.60801768216
Short
EC
CORP
US
N
1
N
N
N
Cullen/Frost Bankers Inc
529900V2E9G9AY665O34
Cullen/Frost Bankers Inc
229899109
-10000.00000000
NS
USD
-694600.00000000
-0.39285695338
Short
EC
CORP
US
N
1
N
N
N
International Game Technology PLC
549300UQ6KHRCZDRGZ76
International Game Technology PLC
G4863A108
151000.00000000
NS
USD
1680630.00000000
0.950543019821
Long
EC
CORP
US
N
1
N
N
N
Morgan Stanley
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
617446448
42500.00000000
NS
USD
2221050.00000000
1.256197720006
Long
EC
CORP
US
N
1
N
N
N
Jabil Inc
5493000CGCQY2OQU7669
Jabil Inc
466313103
41000.00000000
NS
USD
1400150.00000000
0.791907087939
Long
EC
CORP
US
N
1
N
N
N
Liberty Media Corp-Liberty Formula One
N/A
Liberty Media Corp-Liberty Formula One
531229854
-27000.00000000
NS
USD
-1052460.00000000
-0.59525803219
Short
EC
CORP
US
N
1
N
N
N
Hasbro Inc
549300NUB6D2R1ITYR45
Hasbro Inc
418056107
-9000.00000000
NS
USD
-710460.00000000
-0.40182716830
Short
EC
CORP
US
N
1
N
N
N
Adaptive Biotechnologies Corp
549300ZTF7OT1FW66Q96
Adaptive Biotechnologies Corp
00650F109
-23000.00000000
NS
USD
-957030.00000000
-0.54128403411
Short
EC
CORP
US
N
1
N
N
N
LendingTree Inc
549300ISY5YHUJZTON08
LendingTree Inc
52603B107
-3300.00000000
NS
USD
-1019502.00000000
-0.57661740525
Short
EC
CORP
US
N
1
N
N
N
Best Buy Co Inc
HL5XPTVRV0O8TUN5LL90
Best Buy Co Inc
086516101
18400.00000000
NS
USD
2040744.00000000
1.154218932449
Long
EC
CORP
US
N
1
N
N
N
Gates Industrial Corp PLC
N/A
Gates Industrial Corp PLC
G39108108
139000.00000000
NS
USD
1569310.00000000
0.887581839212
Long
EC
CORP
US
N
1
N
N
N
Booking Holdings Inc
FXM8FAOHMYDIPD38UZ17
Booking Holdings Inc
09857L108
1175.00000000
NS
USD
2244778.75000000
1.269618400157
Long
EC
CORP
US
N
1
N
N
N
Uber Technologies Inc
549300B2FTG34FILDR98
Uber Technologies Inc
90353T100
-23800.00000000
NS
USD
-800394.00000000
-0.45269269845
Short
EC
CORP
US
N
1
N
N
N
Boeing Co/The
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023105
-2850.00000000
NS
USD
-489687.00000000
-0.27696075861
Short
EC
CORP
US
N
1
N
N
N
Regal Beloit Corp
QH78R09VCJGQKPBPYU33
Regal Beloit Corp
758750103
20200.00000000
NS
USD
1996972.00000000
1.129462044221
Long
EC
CORP
US
N
1
N
N
N
Darden Restaurants Inc
CY1NFSCCB5GUXC7WZC70
Darden Restaurants Inc
237194105
-8400.00000000
NS
USD
-728028.00000000
-0.41176340636
Short
EC
CORP
US
N
1
N
N
N
Spectrum Brands Holdings Inc
549300JM0MJETDD30O20
Spectrum Brands Holdings Inc
84790A105
33500.00000000
NS
USD
1996600.00000000
1.129251645737
Long
EC
CORP
US
N
1
N
N
N
Intuit Inc
VI90HBPH7XSFMB9E4M29
Intuit Inc
461202103
4700.00000000
NS
USD
1623333.00000000
0.918136563072
Long
EC
CORP
US
N
1
N
N
N
Anaplan Inc
N/A
Anaplan Inc
03272L108
-9000.00000000
NS
USD
-551250.00000000
-0.31178001087
Short
EC
CORP
US
N
1
N
N
N
Credit Acceptance Corp
N/A
Credit Acceptance Corp
225310101
-1100.00000000
NS
USD
-425480.00000000
-0.24064609347
Short
EC
CORP
US
N
1
N
N
N
Kansas City Southern
5493008C12PZMWP3WY03
Kansas City Southern
485170302
11000.00000000
NS
USD
2002440.00000000
1.132554675693
Long
EC
CORP
US
N
1
N
N
N
Air Products and Chemicals Inc
7QEON6Y1RL5XR3R1W237
Air Products and Chemicals Inc
009158106
-1800.00000000
NS
USD
-526068.00000000
-0.29753739094
Short
EC
CORP
US
N
1
N
N
N
Polaris Inc
549300QJSN8UVWN1EI78
Polaris Inc
731068102
18800.00000000
NS
USD
1899552.00000000
1.074362527378
Long
EC
CORP
US
N
1
N
N
N
Herbalife Nutrition Ltd
549300BA7TYPBSZZIA41
Herbalife Nutrition Ltd
G4412G101
38400.00000000
NS
USD
1887360.00000000
1.067466886757
Long
EC
CORP
US
N
1
N
N
N
Valvoline Inc
549300CMHPBEY6VPOT75
Valvoline Inc
92047W101
-45800.00000000
NS
USD
-934320.00000000
-0.52843954605
Short
EC
CORP
US
N
1
N
N
N
Consolidated Edison Inc
54930033SBW53OO8T749
Consolidated Edison Inc
209115104
-11700.00000000
NS
USD
-834678.00000000
-0.47208329418
Short
EC
CORP
US
N
1
N
N
N
Energizer Holdings Inc
5493000D6NN0V57UME20
Energizer Holdings Inc
29272W109
35200.00000000
NS
USD
1629408.00000000
0.921572506049
Long
EC
CORP
US
N
1
N
N
N
MarketAxess Holdings Inc
5493002U1CA1XJOVID83
MarketAxess Holdings Inc
57060D108
3150.00000000
NS
USD
1530711.00000000
0.865750734197
Long
EC
CORP
US
N
1
N
N
N
Eagle Materials Inc
529900KRXRGXL61SG039
Eagle Materials Inc
26969P108
24200.00000000
NS
USD
1978834.00000000
1.119203421387
Long
EC
CORP
US
N
1
N
N
N
Ameren Corp
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608102
-9000.00000000
NS
USD
-711990.00000000
-0.40269251690
Short
EC
CORP
US
N
1
N
N
N
Graco Inc
4T5VJ4S81BRT6Q7GGT78
Graco Inc
384109104
-12400.00000000
NS
USD
-719448.00000000
-0.40691066714
Short
EC
CORP
US
N
1
N
N
N
NCR Corp
549300YKTY8JX1DV2R67
NCR Corp
62886E108
76000.00000000
NS
USD
1553440.00000000
0.878605968423
Long
EC
CORP
US
N
1
N
N
N
PepsiCo Inc
FJSUNZKFNQ5YPJ5OT455
PepsiCo Inc
713448108
-3900.00000000
NS
USD
-546234.00000000
-0.30894302487
Short
EC
CORP
US
N
1
N
N
N
Medallia Inc
5493009P6W6C5BK60J60
Medallia Inc
584021109
-16000.00000000
NS
USD
-579040.00000000
-0.32749768253
Short
EC
CORP
US
N
1
N
N
N
Starbucks Corp
OQSJ1DU9TAOC51A47K68
Starbucks Corp
855244109
-8400.00000000
NS
USD
-709548.00000000
-0.40131135266
Short
EC
CORP
US
N
1
N
N
N
Grand Canyon Education Inc
529900XFER799IYOSW74
Grand Canyon Education Inc
38526M106
14200.00000000
NS
USD
1335368.00000000
0.755267210089
Long
EC
CORP
US
N
1
N
N
N
Xcel Energy Inc
LGJNMI9GH8XIDG5RCM61
Xcel Energy Inc
98389B100
-16000.00000000
NS
USD
-1111600.00000000
-0.62870686637
Short
EC
CORP
US
N
1
N
N
N
FirstEnergy Corp
549300SVYJS666PQJH88
FirstEnergy Corp
337932107
-38000.00000000
NS
USD
-1086420.00000000
-0.61446537762
Short
EC
CORP
US
N
1
N
N
N
Citrix Systems Inc
HCTKJGUQOPZ5NBK7NP58
Citrix Systems Inc
177376100
9100.00000000
NS
USD
1321320.00000000
0.747321839399
Long
EC
CORP
US
N
1
N
N
N
AbbVie Inc
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287Y109
12500.00000000
NS
USD
1197125.00000000
0.677078722029
Long
EC
CORP
US
N
1
N
N
N
Timken Co/The
B0I35MLPFXZSE70ASS73
Timken Co/The
887389104
36000.00000000
NS
USD
1950840.00000000
1.103370369914
Long
EC
CORP
US
N
1
N
N
N
United States Cellular Corp
N/A
United States Cellular Corp
911684108
24100.00000000
NS
USD
876758.00000000
0.495883208661
Long
EC
CORP
US
N
1
N
N
N
Wyndham Destinations Inc
T4VNTWMFQ7JQB65L7T35
Wyndham Destinations Inc
98310W108
32000.00000000
NS
USD
927680.00000000
0.524684046237
Long
EC
CORP
US
N
1
N
N
N
Exact Sciences Corp
549300VM3X1FYD4N9Z14
Exact Sciences Corp
30063P105
-8100.00000000
NS
USD
-609849.00000000
-0.34492286231
Short
EC
CORP
US
N
1
N
N
N
Sprouts Farmers Market Inc
529900P8F4G77Q52XE24
Sprouts Farmers Market Inc
85208M102
83000.00000000
NS
USD
1938050.00000000
1.096136508074
Long
EC
CORP
US
N
1
N
N
N
Cincinnati Financial Corp
254900Q4WEDMZBOZ0002
Cincinnati Financial Corp
172062101
-13100.00000000
NS
USD
-1040271.00000000
-0.58836408833
Short
EC
CORP
US
N
1
N
N
N
Mercury Systems Inc
549300P3B84SGK7HH679
Mercury Systems Inc
589378108
-14800.00000000
NS
USD
-1120952.00000000
-0.63399623900
Short
EC
CORP
US
N
1
N
N
N
Altria Group Inc
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209S103
36300.00000000
NS
USD
1587762.00000000
0.898018056465
Long
EC
CORP
US
N
1
N
N
N
Copart Inc
549300KVYX3JWMYEHU61
Copart Inc
217204106
-6700.00000000
NS
USD
-692244.00000000
-0.39152442965
Short
EC
CORP
US
N
1
N
N
N
Nuance Communications Inc
AEMSOT3SS15TNMJCE605
Nuance Communications Inc
67020Y100
69000.00000000
NS
USD
2067240.00000000
1.169204734115
Long
EC
CORP
US
N
1
N
N
N
CenturyLink Inc
8M3THTGWLTYZVE6BBY25
CenturyLink Inc
156700106
100000.00000000
NS
USD
1075000.00000000
0.608006370413
Long
EC
CORP
US
N
1
N
N
N
Aramark
549300MR6PG2DWZUIL39
Aramark
03852U106
-27000.00000000
NS
USD
-744120.00000000
-0.42086483753
Short
EC
CORP
US
N
1
N
N
N
Dropbox Inc
549300JCDF7UAR6TJR51
Dropbox Inc
26210C104
93000.00000000
NS
USD
1968810.00000000
1.113533974078
Long
EC
CORP
US
N
1
N
N
N
Guardant Health Inc
N/A
Guardant Health Inc
40131M109
-9500.00000000
NS
USD
-907250.00000000
-0.51312909726
Short
EC
CORP
US
N
1
N
N
N
Mastercard Inc
AR5L2ODV9HN37376R084
Mastercard Inc
57636Q104
8900.00000000
NS
USD
3187891.00000000
1.803030731334
Long
EC
CORP
US
N
1
N
N
N
FleetCor Technologies Inc
549300DG6RR0NQSFLN74
FleetCor Technologies Inc
339041105
5000.00000000
NS
USD
1257250.00000000
0.711084659723
Long
EC
CORP
US
N
1
N
N
N
Kraft Heinz Co/The
N/A
Kraft Heinz Co/The
500754106
59000.00000000
NS
USD
2067360.00000000
1.169272604593
Long
EC
CORP
US
N
1
N
N
N
Fair Isaac Corp
RI6HET5SJUEY30V1PS26
Fair Isaac Corp
303250104
4300.00000000
NS
USD
1809397.00000000
1.023372002425
Long
EC
CORP
US
N
1
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141G104
10600.00000000
NS
USD
2171622.00000000
1.228241869888
Long
EC
CORP
US
N
1
N
N
N
McKesson Corp
549300WZWOM80UCFSF54
McKesson Corp
58155Q103
12000.00000000
NS
USD
1841280.00000000
1.041404622990
Long
EC
CORP
US
N
1
N
N
N
Newell Brands Inc
549300LWGYFM1TVO1Z12
Newell Brands Inc
651229106
72000.00000000
NS
USD
1150560.00000000
0.650742148412
Long
EC
CORP
US
N
1
N
N
N
McCormick & Co Inc/MD
549300JQQA6MQ4OJP259
McCormick & Co Inc/MD
579780206
-4700.00000000
NS
USD
-969140.00000000
-0.54813329657
Short
EC
CORP
US
N
1
N
N
N
Hubbell Inc
54930088VDQ6840Y6597
Hubbell Inc
443510607
13700.00000000
NS
USD
1985404.00000000
1.122919330088
Long
EC
CORP
US
N
1
N
N
N
SYNNEX Corp
5493004HI6PFLF46NS53
SYNNEX Corp
87162W100
15100.00000000
NS
USD
1919965.00000000
1.085907861368
Long
EC
CORP
US
N
1
N
N
N
Change Healthcare Inc
549300GS1BPJEDOZHM07
Change Healthcare Inc
15912K100
-89000.00000000
NS
USD
-1259350.00000000
-0.71227239309
Short
EC
CORP
US
N
1
N
N
N
Zillow Group Inc
2549002XEELQDIR6FU05
Zillow Group Inc
98954M200
-6000.00000000
NS
USD
-514560.00000000
-0.29102861205
Short
EC
CORP
US
N
1
N
N
N
Equifax Inc
5493004MCF8JDC86VS77
Equifax Inc
294429105
-5650.00000000
NS
USD
-950725.50000000
-0.53771828885
Short
EC
CORP
US
N
1
N
N
N
Jacobs Engineering Group Inc
549300CZ8QS1GE53O776
Jacobs Engineering Group Inc
469814107
-6000.00000000
NS
USD
-541620.00000000
-0.30633340497
Short
EC
CORP
US
N
1
N
N
N
Hess Corp
UASVRYNXNK17ULIGK870
Hess Corp
42809H107
-17600.00000000
NS
USD
-810304.00000000
-0.45829766881
Short
EC
CORP
US
N
1
N
N
N
Ollie's Bargain Outlet Holdings Inc
529900YO5DSQCPEFDZ05
Ollie's Bargain Outlet Holdings Inc
681116109
-5700.00000000
NS
USD
-544578.00000000
-0.30800641226
Short
EC
CORP
US
N
1
N
N
N
W R Berkley Corp
SQOAGCLKBDWNVYV1OV80
W R Berkley Corp
084423102
-18000.00000000
NS
USD
-1116900.00000000
-0.63170447917
Short
EC
CORP
US
N
1
N
N
N
Albemarle Corp
HDBLS2Q6GV1LSKQPBS54
Albemarle Corp
012653101
-10800.00000000
NS
USD
-982908.00000000
-0.55592030281
Short
EC
CORP
US
N
1
N
N
N
Nutanix Inc
549300X7J6E8TKVIXW09
Nutanix Inc
67059N108
-43000.00000000
NS
USD
-1234530.00000000
-0.69823451578
Short
EC
CORP
US
N
1
N
N
N
BWX Technologies Inc
549300NP85N265KWMS58
BWX Technologies Inc
05605H100
-19300.00000000
NS
USD
-1073273.00000000
-0.60702960110
Short
EC
CORP
US
N
1
N
N
N
Syneos Health Inc
549300F1ZGKDS8P6GU13
Syneos Health Inc
87166B102
30000.00000000
NS
USD
1893000.00000000
1.070656799249
Long
EC
CORP
US
N
1
N
N
N
Reliance Steel & Aluminum Co
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co
759509102
19300.00000000
NS
USD
2023991.00000000
1.144743648055
Long
EC
CORP
US
N
1
N
N
N
American Airlines Group Inc
N/A
American Airlines Group Inc
02376R102
-53000.00000000
NS
USD
-691650.00000000
-0.39118847078
Short
EC
CORP
US
N
1
N
N
N
MetLife Inc
C4BXATY60WC6XEOZDX54
MetLife Inc
59156R108
25000.00000000
NS
USD
961500.00000000
0.543812209444
Long
EC
CORP
US
N
1
N
N
N
Fiserv Inc
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738108
-8600.00000000
NS
USD
-856388.00000000
-0.48436219492
Short
EC
CORP
US
N
1
N
N
N
Whirlpool Corp
WHENKOULSSK7WUM60H03
Whirlpool Corp
963320106
10800.00000000
NS
USD
1919376.00000000
1.085574730436
Long
EC
CORP
US
N
1
N
N
N
Quanta Services Inc
SHVRXXEACT60MMH07S24
Quanta Services Inc
74762E102
39000.00000000
NS
USD
1998750.00000000
1.130467658478
Long
EC
CORP
US
N
1
N
N
N
Howmet Aerospace Inc
549300HO5WFZUT5N2T22
Howmet Aerospace Inc
443201108
-61000.00000000
NS
USD
-1068720.00000000
-0.60445448203
Short
EC
CORP
US
N
1
N
N
N
Beyond Meat Inc
549300XQ946NCE51DR09
Beyond Meat Inc
08862E109
-3900.00000000
NS
USD
-529815.00000000
-0.29965664664
Short
EC
CORP
US
N
1
N
N
N
Live Nation Entertainment Inc
5493007B9BM9ZXJINO78
Live Nation Entertainment Inc
538034109
-20000.00000000
NS
USD
-1136000.00000000
-0.64250719701
Short
EC
CORP
US
N
1
N
N
N
ManpowerGroup Inc
ERO1WSFOSR0JJ6CRQ987
ManpowerGroup Inc
56418H100
18800.00000000
NS
USD
1378228.00000000
0.779508282681
Long
EC
CORP
US
N
1
N
N
N
DR Horton Inc
529900ZIUEYVSB8QDD25
DR Horton Inc
23331A109
25500.00000000
NS
USD
1819935.00000000
1.029332161617
Long
EC
CORP
US
N
1
N
N
N
Alexion Pharmaceuticals Inc
M1YXUUZR0EIMU8T0EM75
Alexion Pharmaceuticals Inc
015351109
17600.00000000
NS
USD
2010272.00000000
1.136984355594
Long
EC
CORP
US
N
1
N
N
N
Diamondback Energy Inc
549300R22LSX6OHWEN64
Diamondback Energy Inc
25278X109
30600.00000000
NS
USD
1192176.00000000
0.674279630376
Long
EC
CORP
US
N
1
N
N
N
Dollar General Corp
OPX52SQVOZI8IVSWYU66
Dollar General Corp
256677105
10700.00000000
NS
USD
2160116.00000000
1.221734222169
Long
EC
CORP
US
N
1
N
N
N
Popular Inc
5493008CARDZMVQ3LO89
Popular Inc
733174700
37000.00000000
NS
USD
1370480.00000000
0.775126112115
Long
EC
CORP
US
N
1
N
N
N
Virtu Financial Inc
5493001OPW2K42CH3884
Virtu Financial Inc
928254101
76000.00000000
NS
USD
1963080.00000000
1.110293158727
Long
EC
CORP
US
N
1
N
N
N
Sempra Energy
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851109
-7500.00000000
NS
USD
-927375.00000000
-0.52451154210
Short
EC
CORP
US
N
1
N
N
N
LPL Financial Holdings Inc
549300XROQ4Y8G2L7682
LPL Financial Holdings Inc
50212V100
23500.00000000
NS
USD
1930760.00000000
1.092013376502
Long
EC
CORP
US
N
1
N
N
N
Atmos Energy Corp
QVLWEGTD2S8GJMO8D383
Atmos Energy Corp
049560105
-6500.00000000
NS
USD
-648830.00000000
-0.36697002168
Short
EC
CORP
US
N
1
N
N
N
Amgen Inc
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162100
9800.00000000
NS
USD
2482536.00000000
1.404090886308
Long
EC
CORP
US
N
1
N
N
N
Univar Solutions Inc
549300VSXHFQVR770L55
Univar Solutions Inc
91336L107
91000.00000000
NS
USD
1655290.00000000
0.936211037099
Long
EC
CORP
US
N
1
N
N
N
XPO Logistics Inc
54930096DB9LCLPN7H13
XPO Logistics Inc
983793100
22400.00000000
NS
USD
1977248.00000000
1.118306399895
Long
EC
CORP
US
N
1
N
N
N
VF Corp
CWAJJ9DJ5Z7P057HV541
VF Corp
918204108
-16700.00000000
NS
USD
-1098025.00000000
-0.62102901848
Short
EC
CORP
US
N
1
N
N
N
Roku Inc
549300KR6ITU0YIR1T71
Roku Inc
77543R102
-4300.00000000
NS
USD
-745964.00000000
-0.42190778055
Short
EC
CORP
US
N
1
N
N
N
Sysco Corp
5RGWIFLMGH3YS7KWI652
Sysco Corp
871829107
-10000.00000000
NS
USD
-601400.00000000
-0.34014421503
Short
EC
CORP
US
N
1
N
N
N
American Express Co
R4PP93JZOLY261QX3811
American Express Co
025816109
-10100.00000000
NS
USD
-1026059.00000000
-0.58032596132
Short
EC
CORP
US
N
1
N
N
N
Stryker Corp
5493002F0SC4JTBU5137
Stryker Corp
863667101
-4400.00000000
NS
USD
-871904.00000000
-0.49313784780
Short
EC
CORP
US
N
1
N
N
N
Telephone and Data Systems Inc
N/A
Telephone and Data Systems Inc
879433829
69000.00000000
NS
USD
1595970.00000000
0.902660397199
Long
EC
CORP
US
N
1
N
N
N
Pluralsight Inc
254900B3VHPCKNREOX50
Pluralsight Inc
72941B106
-34500.00000000
NS
USD
-660330.00000000
-0.37347427588
Short
EC
CORP
US
N
1
N
N
N
Dominion Energy Inc
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746U109
-11000.00000000
NS
USD
-862840.00000000
-0.48801136432
Short
EC
CORP
US
N
1
N
N
N
DaVita Inc
M2XHYMU3TZNEZURC6H66
DaVita Inc
23918K108
21700.00000000
NS
USD
1882692.00000000
1.064826725141
Long
EC
CORP
US
N
1
N
N
N
Coca-Cola Co/The
UWJKFUJFZ02DKWI3RY53
Coca-Cola Co/The
191216100
-10600.00000000
NS
USD
-525018.00000000
-0.29694352426
Short
EC
CORP
US
N
1
N
N
N
Williams-Sonoma Inc
549300IARG6YWVTZ1I92
Williams-Sonoma Inc
969904101
20700.00000000
NS
USD
1816632.00000000
1.027464026695
Long
EC
CORP
US
N
1
N
N
N
Ares Management Corp
529900JUV61FH7B8VW38
Ares Management Corp
03990B101
-27000.00000000
NS
USD
-1092150.00000000
-0.61770619297
Short
EC
CORP
US
N
1
N
N
N
Arrow Electronics Inc
549300YNNLBXT8N8R512
Arrow Electronics Inc
042735100
16000.00000000
NS
USD
1256960.00000000
0.710920639400
Long
EC
CORP
US
N
1
N
N
N
Guidewire Software Inc
549300WXSG0J8IXZCK32
Guidewire Software Inc
40171V100
-9800.00000000
NS
USD
-1100638.00000000
-0.62250689815
Short
EC
CORP
US
N
1
N
N
N
Hologic Inc
549300DYP6F5ZJL0LB74
Hologic Inc
436440101
30000.00000000
NS
USD
1791600.00000000
1.013306244867
Long
EC
CORP
US
N
1
N
N
N
eBay Inc
OML71K8X303XQONU6T67
eBay Inc
278642103
37500.00000000
NS
USD
2054250.00000000
1.161857754811
Long
EC
CORP
US
N
1
N
N
N
Dell Technologies Inc
549300TJB5YBRUPOG437
Dell Technologies Inc
24703L202
33500.00000000
NS
USD
2213680.00000000
1.252029341448
Long
EC
CORP
US
N
1
N
N
N
Ciena Corp
W0CZ7N0GH8UIGXDM1H41
Ciena Corp
171779309
33800.00000000
NS
USD
1918826.00000000
1.085263657409
Long
EC
CORP
US
N
1
N
N
N
Vistra Corp
549300KP43CPCUJOOG15
Vistra Corp
92840M102
95000.00000000
NS
USD
1826850.00000000
1.033243197944
Long
EC
CORP
US
N
1
N
N
N
Zynga Inc
N/A
Zynga Inc
98986T108
216000.00000000
NS
USD
1956960.00000000
1.106831764320
Long
EC
CORP
US
N
1
N
N
N
Johnson & Johnson
549300G0CFPGEF6X2043
Johnson & Johnson
478160104
23000.00000000
NS
USD
3528430.00000000
1.995635272147
Long
EC
CORP
US
N
1
N
N
N
Marriott International Inc/MD
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903202
-7200.00000000
NS
USD
-740952.00000000
-0.41907305690
Short
EC
CORP
US
N
1
N
N
N
Fixed Income Clearing Corp
549300H47WTHXPU08X20
Fixed Income Clearing Corp
85748R009
46119743.40000000
PA
USD
46119743.40000000
26.08474212934
Long
RA
CORP
US
N
2
Repurchase
N
0.00000000
2020-09-01
46119743.40000000
USD
47042176.27000000
USD
UST
N
N
N
Microsoft Corp
INR2EJN1ERAN0W5ZP974
Microsoft Corp
594918104
37200.00000000
NS
USD
8389716.00000000
4.745116999033
Long
EC
CORP
US
N
1
N
N
N
GCI Liberty Inc
N/A
GCI Liberty Inc
36164V305
-13100.00000000
NS
USD
-1058218.00000000
-0.59851468398
Short
EC
CORP
US
N
1
N
N
N
Ross Stores Inc
549300ENZFLPGRDFZQ60
Ross Stores Inc
778296103
-12400.00000000
NS
USD
-1129392.00000000
-0.63876979599
Short
EC
CORP
US
N
1
N
N
N
2020-08-31
Nuveen Investment Trust II
E. Scott Wickerham
E. Scott Wickerham
Funds Treasurer