# EDGAR Filing Document

**Accession Number:** 0001041673
**File Stem:** 0001752724-23-012601
**Filing Date:** 2023-1
**Character Count:** 88378
**Document Hash:** 057f814b380df5fa6479429deec02333
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-012601.hdr.sgml**: 20230125

**ACCESSION NUMBER**: 0001752724-23-012601

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221130

**FILED AS OF DATE**: 20230125

**DATE AS OF CHANGE**: 20230125

**PERIOD START**: 20230831

**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:** 23552032

**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

## Series and Classes Contracts Data

### Nuveen Equity Long/Short Fund (Series ID: S000024570)

| Class ID   | Class Name   | Ticker Symbol   |
|:---|:---|:---|
| C000072944 | Class A      | NELAX           |
| C000072945 | Class C      | NELCX           |
| C000072947 | Class I      | NELIX           |

## Nport-Ex

#### Nuveen

#### Equity

#### Long/Short

#### Fund

#### Portfolio

#### of

#### Investments

#### November

#### 30,

#### 2022
(Unaudited)

Shares

Description

(1) Value

LONG-TERM

INVESTMENTS

-

100.1%

X

107,259,471

COMMON

STOCKS

-

100.5%

X

107,259,471

Aerospace

&

Defense

-

3.0%

21,400

Howmet

Aerospace

Inc

$

806,138

4,500

Huntington

Ingalls

Industries

Inc

1,043,820

1,350

Northrop

Grumman

Corp

719,942

1,000

TransDigm

Group

Inc

628,500

Total

Aerospace

&

Defense

3,198,400

Automobiles

-

1.5%

8,000

Tesla

Inc

(2) 1,557,600

Banks

-

3.3%

16,500

Fifth

Third

Bancorp

599,940

14,000

JPMorgan

Chase

&

Co

1,934,520

5,900

M&T

Bank

Corp

1,003,118

Total

Banks

3,537,578

Beverages

-

2.5%

22,500

Coca-Cola

Co/The

1,431,225

11,500

Monster

Beverage

Corp

(2) 1,182,890

Total

Beverages

2,614,115

Biotechnology

-

0.6%

2,400

United

Therapeutics

Corp

(2) 671,736

Capital

Markets

-

3.8%

3,100

Ameriprise

Financial

Inc

1,029,045

2,300

LPL

Financial

Holdings

Inc

544,433

16,900

Nasdaq

Inc

1,156,974

3,700

S&P

Global

Inc

1,305,360

Total

Capital

Markets

4,035,812

Chemicals

-

3.3%

17,200

Corteva

Inc

1,155,152

4,400

Linde

PLC

1,480,512

7,900

Westlake

Corp

850,435

Total

Chemicals

3,486,099

Containers

&

Packaging

-

2.6%

7,300

Crown

Holdings

Inc

600,133

46,200

Graphic

Packaging

Holding

Co

1,061,676

20,800

Sealed

Air

Corp

1,107,184

Total

Containers

&

Packaging

2,768,993

Electric

Utilities

-

3.4%

19,600

Alliant

Energy

Corp

1,103,480

11,400

American

Electric

Power

Co

Inc

1,103,520

17,400

NextEra

Energy

Inc

1,473,780

Total

Electric

Utilities

3,680,780

Electrical

Equipment

-

0.5%

2,300

Hubbell

Inc

584,338

#### Nuveen

#### Equity

#### Long/Short

#### Fund
(continued)

#### Portfolio

#### of

#### Investments

#### November

#### 30,

#### 2022
(Unaudited)

Shares

Description

(1) Value

Energy

Equipment

&

Services

-

0.5%

11,000

Schlumberger

Ltd

$

567,050

Entertainment

-

1.5%

3,600

Netflix

Inc

(2) 1,099,908

4,800

Take-Two

Interactive

Software

Inc

(2) 507,312

Total

Entertainment

1,607,220

Equity

Real

Estate

Investment

Trusts

(REITs)

-

3.1%

10,800

Prologis

Inc

1,272,132

15,400

Rexford

Industrial

Realty

Inc

851,466

3,800

SBA

Communications

Corp

1,137,340

Total

Equity

Real

Estate

Investment

Trusts

(REITs)

3,260,938

Food

Products

-

1.9%

3,700

Hershey

Co/The

870,129

30,000

Kraft

Heinz

Co

1,180,500

Total

Food

Products

2,050,629

Health

Care

Equipment

&

Supplies

-

2.9%

26,400

Boston

Scientific

Corp

(2) 1,195,128

5,200

Dexcom

Inc

(2) 604,656

16,200

Edwards

Lifesciences

Corp

(2) 1,251,450

Total

Health

Care

Equipment

&

Supplies

3,051,234

Health

Care

Providers

&

Services

-

2.6%

2,300

Elevance

Health

Inc

1,225,716

2,900

UnitedHealth

Group

Inc

1,588,504

Total

Health

Care

Providers

&

Services

2,814,220

Health

Care

Technology

-

1.1%

5,900

Veeva

Systems

Inc,

Class

A

(2) 1,123,124

Hotels,

Restaurants

&

Leisure

-

2.3%

Booking

Holdings

Inc

(2) 831,780

21,000

Las

Vegas

Sands

Corp

(2) 983,640

4,000

Marriott

International

Inc/MD,

Class

A

661,400

Total

Hotels,

Restaurants

&

Leisure

2,476,820

Household

Products

-

1.5%

10,800

Procter

&

Gamble

Co/The

1,610,928

Industrial

Conglomerates

-

1.1%

5,300

Honeywell

International

Inc

1,163,615

Insurance

-

3.8%

3,700

Chubb

Ltd

812,483

2,900

Everest

Re

Group

Ltd

980,026

5,000

Globe

Life

Inc

599,800

4,400

Marsh

&

McLennan

Cos

Inc

761,992

12,000

MetLife

Inc

920,400

Total

Insurance

4,074,701

Interactive

Media

&

Services

-

3.4%

26,500

Alphabet

Inc,

Class

A

(2) 2,676,235

33,500

ZoomInfo

Technologies

Inc

(2) 958,100

Total

Interactive

Media

&

Services

3,634,335

Shares

Description

(1) Value

Internet

&

Direct

Marketing

Retail

-

1.1%

12,400

Amazon.com

Inc

(2) $

1,197,096

It

Services

-

3.8%

5,000

Accenture

PLC,

Class

A

1,504,650

5,000

Automatic

Data

Processing

Inc

1,320,700

3,500

Mastercard

Inc,

Class

A

1,247,400

Total

It

Services

4,072,750

IT

Services

-

1.2%

12,100

Fiserv

Inc

(2) 1,262,756

Life

Sciences

Tools

&

Services

-

2.3%

5,400

Danaher

Corp

1,476,414

4,500

IQVIA

Holdings

Inc

(2) 981,090

Total

Life

Sciences

Tools

&

Services

2,457,504

Machinery

-

2.0%

29,000

Flowserve

Corp

909,440

11,700

Westinghouse

Air

Brake

Technologies

Corp

1,182,753

Total

Machinery

2,092,193

Metals

&

Mining

-

0.6%

12,500

Alcoa

Corp

626,625

Multiline

Retail

-

0.9%

6,000

Target

Corp

1,002,420

Multi-Utilities

-

1.6%

9,700

Ameren

Corp

866,404

28,000

CenterPoint

Energy

Inc

871,080

Total

Multi-Utilities

1,737,484

Oil,

Gas

&

Consumable

Fuels

-

3.6%

19,000

Antero

Resources

Corp

(2) 694,450

8,300

ConocoPhillips

1,025,133

3,800

Diamondback

Energy

Inc

562,476

5,500

EOG

Resources

Inc

780,615

3,200

Pioneer

Natural

Resources

Co

755,168

Total

Oil,

Gas

&

Consumable

Fuels

3,817,842

Pharmaceuticals

-

4.2%

17,600

Bristol-Myers

Squibb

Co

1,412,928

4,600

Eli

Lilly

&

Co

1,706,968

28,000

Pfizer

Inc

1,403,640

Total

Pharmaceuticals

4,523,536

Professional

Services

-

1.1%

6,300

Verisk

Analytics

Inc

1,157,373

Road

&

Rail

-

1.9%

27,000

Uber

Technologies

Inc

(2) 786,780

5,700

Union

Pacific

Corp

1,239,351

Total

Road

&

Rail

2,026,131

Semiconductors

&

Semiconductor

Equipment

-

4.0%

11,800

Applied

Materials

Inc

1,293,280

2,800

Broadcom

Inc

1,542,884

17,000

Micron

Technology

Inc

980,050

#### Nuveen

#### Equity

#### Long/Short

#### Fund
(continued)

#### Portfolio

#### of

#### Investments

#### November

#### 30,

#### 2022
(Unaudited)

Shares

Description

(1) Value

Semiconductors

&

Semiconductor

Equipment

(continued)

2,900

NVIDIA

Corp

$

490,767

Total

Semiconductors

&

Semiconductor

Equipment

4,306,981

Software

-

9.4%

6,300

Crowdstrike

Holdings

Inc,

Class

A

(2) 741,195

17,300

Microsoft

Corp

4,413,922

16,400

Oracle

Corp

1,361,692

8,400

Salesforce

Inc

(2) 1,346,100

2,300

ServiceNow

Inc

(2) 957,490

3,500

Synopsys

Inc

(2) 1,188,390

Total

Software

10,008,789

Specialty

Retail

-

3.0%

13,300

TJX

Cos

Inc/The

1,064,665

5,200

Tractor

Supply

Co

1,176,812

2,000

Ulta

Beauty

Inc

(2) 929,680

Total

Specialty

Retail

3,171,157

Technology

Hardware,

Storage

&

Peripherals

-

5.0%

29,600

Apple

Inc

4,381,688

56,000

Hewlett

Packard

Enterprise

Co

939,680

Total

Technology

Hardware,

Storage

&

Peripherals

5,321,368

Textiles,

Apparel

&

Luxury

Goods

-

1.9%

14,400

Capri

Holdings

Ltd

(2) 825,840

11,050

NIKE

Inc,

Class

B

1,212,074

Total

Textiles,

Apparel

&

Luxury

Goods

2,037,914

Tobacco

-

1.1%

12,100

Philip

Morris

International

Inc

1,206,007

Trading

Companies

&

Distributors

-

0.6%

1,000

WW

Grainger

Inc

603,060

Wireless

Telecommunication

Services

-

1.0%

7,000

T-Mobile

US

Inc

(2) 1,060,220

Total

Long-Term

Investments

(cost

$91,634,308)

107,259,471

Principal

Amount

(000) Description

(1) Coupon

Maturity

Value

SHORT-TERM

INVESTMENTS

-

20.8%

X

22,230,891

REPURCHASE

AGREEMENTS

-

20.8%

X

22,230,891

$

22,231

Repurchase

Agreement

with

Fixed

Income

Clearing

Corporation,

dated

11/30/22,

repurchase

price

$22,231,589,

collateralized

by

$20,829,700, U.S.

Treasury

Inflation

Index

Note,

0.125%,

due

10/15/25,

value

$22,675,578

1.130%

12/01/22

$

22,230,891

Total

Short-Term

Investments

(cost

$22,230,891)

22,230,891

Total

Investments

(cost

$

113,865,199)

-

.3

%

129,490,362

Shares

Description

(1) Value

COMMON

STOCKS

SOLD

SHORT

-

(29.6)%(3)

Aerospace

&

Defense

-

(0.3)%

(5,500)

BWX

Technologies

Inc

(334,895)

a

a

a

a

a

a

a

a

a

Auto

Components

-

(0.3)%

(7,500)

BorgWarner

Inc

(318,825)

a

a

a

a

a

a

a

a

a

Shares

Description

(1) Value

Automobiles

-

(0.2)%

(17,500)

Ford

Motor

Co

$

(243,250)

a

a

a

a

a

a

a

a

a

Banks

-

(0.3)%

(18,000)

KeyCorp

(338,580)

a

a

a

a

a

a

a

a

a

Beverages

-

(0.3)%

(4,200)

Brown-Forman

Corp,

Class

B

(306,684)

a

a

a

a

a

a

a

a

a

Biotechnology

-

(0.3)%

(1,500)

Moderna

Inc

(2) (263,865)

a

a

a

a

a

a

a

a

a

Building

Products

-

(0.3)%

(3,700)

Advanced

Drainage

Systems

Inc

(359,862)

a

a

a

a

a

a

a

a

a

Capital

Markets

-

(0.8)%

(800) Moody's

Corp

(238,616)

(3,800)

State

Street

Corp

(302,746)

(2,500)

T

Rowe

Price

Group

Inc

(312,275)

Total

Capital

Markets

(853,637)

a

a

a

a

a

a

a

a

a

Chemicals

-

(1.5)%

(4,000)

Eastman

Chemical

Co

(346,480)

(1,800)

Ecolab

Inc

(269,694)

(2,500)

FMC

Corp

(326,600)

(3,800)

LyondellBasell

Industries

NV,

Class

A

(323,038)

(6,000)

Mosaic

Co/The

(307,800)

Total

Chemicals

(1,573,612)

a

a

a

a

a

a

a

a

a

Communications

Equipment

-

(0.3)%

(10,000)

Juniper

Networks

Inc

(332,400)

a

a

a

a

a

a

a

a

a

Construction

&

Engineering

-

(0.3)%

(11,000)

MDU

Resources

Group

Inc

(346,390)

a

a

a

a

a

a

a

a

a

Consumer

Finance

-

(0.6)%

(2,600)

Capital

One

Financial

Corp

(268,424)

(8,800)

Synchrony

Financial

(330,704)

Total

Consumer

Finance

(599,128)

a

a

a

a

a

a

a

a

a

Containers

&

Packaging

-

(1.5)%

(25,000)

Amcor

PLC

(308,750)

(2,950)

AptarGroup

Inc

(313,113)

(5,900)

Ball

Corp

(330,872)

(9,000)

International

Paper

Co

(334,080)

(9,300)

Westrock

Co

(352,656)

Total

Containers

&

Packaging

(1,639,471)

a

a

a

a

a

a

a

a

a

Distributors

-

(0.3)%

(1,025)

Pool

Corp

(337,645)

a

a

a

a

a

a

a

a

a

Diversified

Consumer

Services

-

(0.4)%

(36,500)

Mister

Car

Wash

Inc

(2) (373,760)

a

a

a

a

a

a

a

a

a

Electric

Utilities

-

(1.2)%

(1,900)

Duke

Energy

Corp

(189,867)

(5,000)

Edison

International

(333,300)

(2,700)

Entergy

Corp

(313,929)

(3,600)

Eversource

Energy

(298,296)

(2,800)

Southern

Co/The

(189,392)

Total

Electric

Utilities

(1,324,784)

a

a

a

a

a

a

a

a

a

Electronic

Equipment,

Instruments

&

Components

-

(0.6)%

(8,500)

Corning

Inc

(290,105)

(5,600)

Trimble

Inc

(2) (334,600)

Total

Electronic

Equipment,

Instruments

&

Components

(624,705)

a

a

a

a

a

a

a

a

a

#### Nuveen

#### Equity

#### Long/Short

#### Fund
(continued)

#### Portfolio

#### of

#### Investments

#### November

#### 30,

#### 2022
(Unaudited)

Shares

Description

(1) Value

Equity

Real

Estate

Investment

Trusts

(REITs)

-

(2.3)%

(2,200)

Alexandria

Real

Estate

Equities

Inc

$

(342,342)

(7,800)

CubeSmart

(322,842)

(2,700)

Digital

Realty

Trust

Inc

(303,642)

(19,000)

Douglas

Emmett

Inc

(329,080)

(6,000)

Iron

Mountain

Inc

(325,980)

(800) Public

Storage

(238,368)

(4,500)

Realty

Income

Corp

(283,815)

(7,900)

UDR

Inc

(327,613)

Total

Equity

Real

Estate

Investment

Trusts

(REITs)

(2,473,682)

a

a

a

a

a

a

a

a

a

Food

&

Staples

Retailing

-

(0.6)%

(1,500)

Casey's

General

Stores

Inc

(364,530)

(6,200)

Kroger

Co/The

(304,978)

Total

Food

&

Staples

Retailing

(669,508)

a

a

a

a

a

a

a

a

a

Food

Products

-

(0.9)%

(7,100)

Hormel

Foods

Corp

(333,700)

(3,700)

McCormick

&

Co

Inc/MD

(315,166)

(4,300)

Tyson

Foods

Inc,

Class

A

(2) (285,004)

Total

Food

Products

(933,870)

a

a

a

a

a

a

a

a

a

Gas

Utilities

-

(0.3)%

(3,000)

Atmos

Energy

Corp

(360,600)

a

a

a

a

a

a

a

a

a

Health

Care

Equipment

&

Supplies

-

(0.9)%

(4,400)

Hologic

Inc

(2) (335,104)

(1,300)

ResMed

Inc

(299,260)

(1,700)

STERIS

PLC

(315,758)

Total

Health

Care

Equipment

&

Supplies

(950,122)

a

a

a

a

a

a

a

a

a

Health

Care

Providers

&

Services

-

(0.9)%

(19,000)

agilon

health

Inc

(2) (333,640)

(9,800)

Premier

Inc,

Class

A

(326,830)

(2,200)

Quest

Diagnostics

Inc

(334,026)

Total

Health

Care

Providers

&

Services

(994,496)

a

a

a

a

a

a

a

a

a

Hotels,

Restaurants

&

Leisure

-

(1.5)%

(2,600)

Airbnb

Inc

(2) (265,564)

(800) Domino's

Pizza

Inc

(310,984)

(3,700)

Hyatt

Hotels

Corp

(2) (371,184)

(4,300)

Planet

Fitness

Inc,

Class

A

(2) (336,948)

(16,000)

Wendy's

Co/The

(360,960)

Total

Hotels,

Restaurants

&

Leisure

(1,645,640)

a

a

a

a

a

a

a

a

a

Household

Durables

-

(0.9)%

(3,600)

Garmin

Ltd

(334,764)

(9,600)

Leggett

&

Platt

Inc

(341,856)

(70) NVR

Inc

(2) (324,731)

Total

Household

Durables

(1,001,351)

a

a

a

a

a

a

a

a

a

Household

Products

-

(0.3)%

(3,900)

Church

&

Dwight

Co

Inc

(319,293)

a

a

a

a

a

a

a

a

a

Insurance

-

(1.0)%

(3,000)

Cincinnati

Financial

Corp

(332,880)

(3,600)

Principal

Financial

Group

Inc

(322,848)

(9,400)

Ryan

Specialty

Holdings

Inc

(2) (378,632)

Total

Insurance

(1,034,360)

a

a

a

a

a

a

a

a

a

Internet

&

Direct

Marketing

Retail

-

(0.3)%

(2,300)

Etsy

Inc

(2) (303,807)

a

a

a

a

a

a

a

a

a

It

Services

-

(0.3)%

(6,700)

Genpact

Ltd

(308,937)

a

a

a

a

a

a

a

a

a

Shares

Description

(1) Value

IT

Services

-

(1.9)%

(3,600)

Akamai

Technologies

Inc

(2) $

(341,496)

(2,100)

Broadridge

Financial

Solutions

Inc

(313,131)

(5,000)

Cognizant

Technology

Solutions

Corp,

Class

A

(311,050)

(1,700)

FleetCor

Technologies

Inc

(2) (333,540)

(1,800)

Globant

SA

(2) (337,284)

(6,500)

Okta

Inc

(2) (346,580)

Total

IT

Services

(1,983,081)

a

a

a

a

a

a

a

a

a

Life

Sciences

Tools

&

Services

-

(0.9)%

(3,800)

Bio-Techne

Corp

(322,962)

(2,250)

PerkinElmer

Inc

(2) (314,392)

(7,300)

QIAGEN

NV

(2) (361,642)

Total

Life

Sciences

Tools

&

Services

(998,996)

a

a

a

a

a

a

a

a

a

Multi-Utilities

-

(0.3)%

(3,000)

Consolidated

Edison

Inc

(294,120)

a

a

a

a

a

a

a

a

a

Oil,

Gas

&

Consumable

Fuels

-

(0.2)%

(12,500)

Kinder

Morgan

Inc

(239,000)

a

a

a

a

a

a

a

a

a

Pharmaceuticals

-

(0.3)%

(6,800)

Royalty

Pharma

PLC

(298,996)

a

a

a

a

a

a

a

a

a

Professional

Services

-

(0.9)%

(1,400)

Equifax

Inc

(276,318)

(4,300)

Robert

Half

International

Inc

(338,754)

(4,900)

TransUnion

(309,092)

Total

Professional

Services

(924,164)

a

a

a

a

a

a

a

a

a

Road

&

Rail

-

(0.3)%

(5,400)

AMERCO

(2) (341,118)

a

a

a

a

a

a

a

a

a

Semiconductors

&

Semiconductor

Equipment

-

(1.4)%

(1,100)

Analog

Devices

Inc

(189,101)

(4,200)

Entegris

Inc

(324,618)

(4,000)

Microchip

Technology

Inc

(316,760)

(3,300)

Skyworks

Solutions

Inc

(315,546)

(3,700)

Teradyne

Inc

(345,765)

Total

Semiconductors

&

Semiconductor

Equipment

(1,491,790)

a

a

a

a

a

a

a

a

a

Software

-

(1.5)%

(1,350)

ANSYS

Inc

(2) (343,305)

(1,200)

Autodesk

Inc

(2) (242,340)

(5,600)

Fortinet

Inc

(2) (297,696)

(2,700)

Manhattan

Associates

Inc

(2) (340,038)

(12,300)

Paycor

HCM

Inc

(2) (355,716)

Total

Software

(1,579,095)

a

a

a

a

a

a

a

a

a

Specialty

Retail

-

(1.3)%

(7,500)

Bath

&

Body

Works

Inc

(318,750)

(4,500)

Floor

&

Decor

Holdings

Inc,

Class

A

(2) (335,835)

(2,600)

Penske

Automotive

Group

Inc

(328,770)

(1,250)

RH

(2) (358,538)

Total

Specialty

Retail

(1,341,893)

a

a

a

a

a

a

a

a

a

Textiles,

Apparel

&

Luxury

Goods

-

(0.3)%

(8,000)

Skechers

USA

Inc,

Class

A

(2) (337,360)

a

a

a

a

a

a

a

a

a

Trading

Companies

&

Distributors

-

(0.3)%

(1,200)

Watsco

Inc

(322,776)

a

a

a

a

a

a

a

a

a

#### Nuveen

#### Equity

#### Long/Short

#### Fund
(continued)

#### Portfolio

#### of

#### Investments

#### November

#### 30,

#### 2022
(Unaudited)

Part

F

of

Form

N-PORT

was

prepared

in

accordance

with

U.S.

generally

accepted

accounting

principles

("U.S.

GAAP")

and

in

conformity

with

the

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission

("SEC")

related

to

interim

filings.

Part

F

of

Form

N-PORT

does

not

include

all

information

and

footnotes

required

by

U.S.

GAAP

for

complete

financial

statements.

Certain

footnote

disclosures

normally

included

in

financial

statements

prepared

in

accordance

with

U.S.

GAAP

have

been

condensed

or

omitted

from

this

report

pursuant

to

the

rules

of

the

SEC.

For

a

full

set

of

the

Fund's

notes

to

financial

statements,

please

refer

to

the

Fund's

most

recently

filed

annual

or

semi-annual

report.

Fair

Value

Measurements

The

Fund's

investments

in

securities

are

recorded

at

their

estimated

fair

value

utilizing

valuation

methods

approved

by

the

Board

of

Directors/

Trustees.

Fair

value

is

defined

as

the

price

that

would

be

received

upon

selling

an

investment

or

transferring

a

liability

in

an

orderly

transaction

to

an

independent

buyer

in

the

principal

or

most

advantageous

market

for

the

investment.

U.S.

GAAP

establishes

the

three-tier

hierarchy

which

is

used

to

maximize

the

use

of

observable

market

data

and

minimize

the

use

of

unobservable

inputs

and

to

establish

classification

of

fair

value

measurements

for

disclosure

purposes.

Observable

inputs

reflect

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Observable

inputs

are

based

on

market

data

obtained

from

sources

independent

of

the

reporting

entity.

Unobservable

inputs

reflect

management's

assumptions

about

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Unobservable

inputs

are

based

on

the

best

information

available

in

the

circumstances.

The

following

is

a

summary

of

the

three-tiered

hierarchy

of

valuation

input

levels.

Level

–

Inputs

are

unadjusted

and

prices

are

determined

using

quoted

prices

in

active

markets

for

identical

securities.

Level

–

Prices

are

determined

using

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

credit

spreads,

etc.).

Level

–

Prices

are

determined

using

significant

unobservable

inputs

(including

management's

assumptions

in

determining

the

fair

value

of

investments).

The

following

table

summarizes

the

market

value

of

the

Fund's

investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

them:

Shares

Description

(1) Value

Water

Utilities

-

(0.3)%

(2,000)

American

Water

Works

Co

Inc

$

(303,520)

a

a

a

a

a

a

a

a

a

Total

Common

Stocks

Sold

Short

(proceeds

$33,116,806)

(31,623,068)

Other

Assets

Less

Liabilities

- 8.3%

8,835,995

Net

Assets

-

100%

$

106,703,289

Equity

Long/Short

Level

Level

Level

Total

Long-Term

Investments:

Common

Stocks

$

107,259,471

$

–

$

–

$

107,259,471

Short-Term

Investments:

Repurchase

Agreements

–

22,230,891

–

22,230,891

Common

Stocks

Sold

Short

(31,623,068)

–

–

(31,623,068)

Total

$

75,636,403

$

22,230,891

$

–

$

97,867,294

(1) All

percentages

shown

in

the

Portfolio

of

Investments

are

based

on

net

assets.

(2) Non-income

producing;

issuer

has

not

declared

an

ex-dividend

date

within

the

past

twelve

months.

(3) The

Fund

may

pledge

up

to

100%

of

its

eligible

long-term

investments

in

the

Portfolio

of

Investments

as

collateral

for

Common

Stocks

Sold

Short.

As

of

the

end

of

the

reporting

period,

long-term

investments

with

a

value

of

$57,345,647

have

been

pledged

as

collateral

for

Common

Stocks

Sold

Short.

S&P

Standard

&

Poor's

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Nuveen Investment Trust II

- **b. Investment Company Act file number:** 811-08333

- **c. CIK number of Registrant:** 0001041673

- **d. LEI of Registrant:** 5493007F5YXDUN8Q5A93

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

  - **Street Address 1:** 333 W. Wacker Dr

  - **City:** Chicago

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60606

  - **Telephone number:** 312-917-7700

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

- **a. Name of Series:** Nuveen Equity Long/Short Fund

- **b. EDGAR series identifier (if any):** S000024570

- **c. LEI of Series:** 549300AZOV8IU3MYWM70

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

- **a. Date of fiscal year-end:** 2023-08-31

- **b. Date as of which information is reported:** 2022-11-30

**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:** $107238331.00

**Total Liabilities:** $370789.00

**Net Assets:** $106867542.00

**Cash Not Reported:** $8737447.00

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000072944 | -6.12%               | 6.31%                | 2.05%                |
| Class ID C000072945 | -6.17%               | 6.24%                | 1.99%                |
| Class ID C000072947 | -6.09%               | 6.33%                | 2.06%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-2425051.39             | $-4127094.58                               |
| Month 2  | $-632665.04              | $7085640.33                                |
| Month 3  | $-446659.09              | $2599218.91                                |

**Designated Index Information**

- **Index Name:** 70% Russell 1000 and 30% Cash

- **Index Identifier:** 70% RUSSELL:1000, 30% MFI:MLG0O1

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| QIAGEN NV                                | QIAGEN NV                                | CUSIP: N72482123<br>LEI: 54930036WK3GMCN17Z57 | Short            | EC               | CORP              | US        |     -7300 | NS      | $-361642.00   | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| Trimble Inc                              | Trimble Inc                              | CUSIP: 896239100<br>LEI: 549300E2MI7NSZFQWS19 | Short            | EC               | CORP              | US        |     -5600 | NS      | $-334600.00   | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Kraft Heinz Co/The                       | Kraft Heinz Co                           | CUSIP: 500754106<br>LEI: 9845007488EC87F5AF14 | Long             | EC               | CORP              | US        |     30000 | NS      | $1180500.00   | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Amazon.com Inc                           | Amazon.com Inc                           | CUSIP: 023135106<br>LEI: ZXTILKJKG63JELOEG630 | Long             | EC               | CORP              | US        |     15000 | NS      | $1448100.00   | 1.36%             |  |  |  | No            |                  1 | On Loan: No      |
| AptarGroup Inc                           | AptarGroup Inc                           | CUSIP: 038336103<br>LEI: VNPEQDQFAA7IY1T2PX43 | Short            | EC               | CORP              | US        |     -2950 | NS      | $-313113.00   | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| Prologis Inc                             | Prologis Inc                             | CUSIP: 74340W103<br>LEI: 529900DFH19P073LZ636 | Long             | EC               | CORP              | US        |     10800 | NS      | $1272132.00   | 1.19%             |  |  |  | No            |                  1 | On Loan: No      |
| IQVIA Holdings Inc                       | IQVIA Holdings Inc                       | CUSIP: 46266C105<br>LEI: 549300W3R20NM4KQPH86 | Long             | EC               | CORP              | US        |      4500 | NS      | $981090.00    | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Salesforce Inc                           | Salesforce Inc                           | CUSIP: 79466L302<br>LEI: RCGZFPDMRW58VJ54VR07 | Long             | EC               | CORP              | US        |      8400 | NS      | $1346100.00   | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| Eli Lilly & Co                           | Eli Lilly & Co                           | CUSIP: 532457108<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | EC               | CORP              | US        |      4600 | NS      | $1706968.00   | 1.60%             |  |  |  | No            |                  1 | On Loan: No      |
| Kroger Co/The                            | Kroger Co/The                            | CUSIP: 501044101<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Short            | EC               | CORP              | US        |     -6200 | NS      | $-304978.00   | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| Skechers USA Inc                         | Skechers USA Inc                         | CUSIP: 830566105<br>LEI: 529900D2R54KZPA4XR56 | Short            | EC               | CORP              | US        |     -8000 | NS      | $-337360.00   | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Corteva Inc                              | Corteva Inc                              | CUSIP: 22052L104<br>LEI: 549300WZN9I2QKLS0O94 | Long             | EC               | CORP              | US        |     17200 | NS      | $1155152.00   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| S&P Global Inc                           | S&P Global Inc                           | CUSIP: 78409V104<br>LEI: Y6X4K52KMJMZE7I7MY94 | Long             | EC               | CORP              | US        |      3700 | NS      | $1305360.00   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Union Pacific Corp                       | Union Pacific Corp                       | CUSIP: 907818108<br>LEI: 549300LMMRSZZCZ8CL11 | Long             | EC               | CORP              | US        |      5700 | NS      | $1239351.00   | 1.16%             |  |  |  | No            |                  1 | On Loan: No      |
| Applied Materials Inc                    | Applied Materials Inc                    | CUSIP: 038222105<br>LEI: 41BNNE1AFPNAZELZ6K07 | Long             | EC               | CORP              | US        |     11800 | NS      | $1293280.00   | 1.21%             |  |  |  | No            |                  1 | On Loan: No      |
| Paycor HCM Inc                           | Paycor HCM Inc                           | CUSIP: 70435P102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -12300 | NS      | $-355716.00   | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| CenterPoint Energy Inc                   | CenterPoint Energy Inc                   | CUSIP: 15189T107<br>LEI: 21TPXMRRHFKOBHDC8J74 | Long             | EC               | CORP              | US        |     28000 | NS      | $871080.00    | 0.82%             |  |  |  | No            |                  1 | On Loan: No      |
| Nasdaq Inc                               | Nasdaq Inc                               | CUSIP: 631103108<br>LEI: 549300L8X1Q78ERXFD06 | Long             | EC               | CORP              | US        |     16900 | NS      | $1156974.00   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Tesla Inc                                | Tesla Inc                                | CUSIP: 88160R101<br>LEI: 54930043XZGB27CTOV49 | Long             | EC               | CORP              | US        |      8000 | NS      | $1557600.00   | 1.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Hershey Co/The                           | Hershey Co/The                           | CUSIP: 427866108<br>LEI: 21X2CX66SU2BR6QTAD08 | Long             | EC               | CORP              | US        |      3700 | NS      | $870129.00    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Globe Life Inc                           | Globe Life Inc                           | CUSIP: 37959E102<br>LEI: 5493001JFHKQOPP6XA71 | Long             | EC               | CORP              | US        |      5000 | NS      | $599800.00    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Pool Corp                                | Pool Corp                                | CUSIP: 73278L105<br>LEI: 5493005VZK1KMN6CO617 | Short            | EC               | CORP              | US        |     -1025 | NS      | $-337645.25   | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| agilon health Inc                        | agilon health Inc                        | CUSIP: 00857U107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -19000 | NS      | $-333640.00   | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| EOG Resources Inc                        | EOG Resources Inc                        | CUSIP: 26875P101<br>LEI: XWTZDRYZPBUHIQBKDB46 | Long             | EC               | CORP              | US        |      5500 | NS      | $780615.00    | 0.73%             |  |  |  | No            |                  1 | On Loan: No      |
| Procter & Gamble Co/The                  | Procter & Gamble Co/The                  | CUSIP: 742718109<br>LEI: 2572IBTT8CCZW6AU4141 | Long             | EC               | CORP              | US        |     10800 | NS      | $1610928.00   | 1.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Ryan Specialty Holdings Inc              | Ryan Specialty Holdings Inc              | CUSIP: 78351F107<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -9400 | NS      | $-378632.00   | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| TJX Cos Inc/The                          | TJX Cos Inc/The                          | CUSIP: 872540109<br>LEI: V167QI9I69W364E2DY52 | Long             | EC               | CORP              | US        |     13300 | NS      | $1064665.00   | 1.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Westinghouse Air Brake Technologies Corp | Westinghouse Air Brake Technologies Corp | CUSIP: 929740108<br>LEI: 06BTX5UWZD0GQ5N5Y745 | Long             | EC               | CORP              | US        |     11700 | NS      | $1182753.00   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Akamai Technologies Inc                  | Akamai Technologies Inc                  | CUSIP: 00971T101<br>LEI: OC1LZNN2LF5WTJ5RIL89 | Short            | EC               | CORP              | US        |     -3600 | NS      | $-341496.00   | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| BorgWarner Inc                           | BorgWarner Inc                           | CUSIP: 099724106<br>LEI: 549300DSFX2IE88NSX47 | Short            | EC               | CORP              | US        |     -7500 | NS      | $-318825.00   | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Robert Half International Inc            | Robert Half International Inc            | CUSIP: 770323103<br>LEI: 529900VPCUY9H3HLIC08 | Short            | EC               | CORP              | US        |     -4300 | NS      | $-338754.00   | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Sealed Air Corp                          | Sealed Air Corp                          | CUSIP: 81211K100<br>LEI: Q0M0CZB4YN6JZ65WXI09 | Long             | EC               | CORP              | US        |     20800 | NS      | $1107184.00   | 1.04%             |  |  |  | No            |                  1 | On Loan: No      |
| Moderna Inc                              | Moderna Inc                              | CUSIP: 60770K107<br>LEI: 549300EI6OKH5K5Q2G38 | Short            | EC               | CORP              | US        |     -1500 | NS      | $-263865.00   | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Boston Scientific Corp                   | Boston Scientific Corp                   | CUSIP: 101137107<br>LEI: Y6ZDD9FP4P8JSSJMW954 | Long             | EC               | CORP              | US        |     28800 | NS      | $1303776.00   | 1.22%             |  |  |  | No            |                  1 | On Loan: No      |
| Synchrony Financial                      | Synchrony Financial                      | CUSIP: 87165B103<br>LEI: 549300RS7EWPM9MA6C78 | Short            | EC               | CORP              | US        |     -8800 | NS      | $-330704.00   | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Mister Car Wash Inc                      | Mister Car Wash Inc                      | CUSIP: 60646V105<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -36500 | NS      | $-373760.00   | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| Manhattan Associates Inc                 | Manhattan Associates Inc                 | CUSIP: 562750109<br>LEI: 529900Q1GJP7KD52SW51 | Short            | EC               | CORP              | US        |     -2700 | NS      | $-340038.00   | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Hewlett Packard Enterprise Co            | Hewlett Packard Enterprise Co            | CUSIP: 42824C109<br>LEI: 549300BX44RGX6ANDV88 | Long             | EC               | CORP              | US        |     56000 | NS      | $939680.00    | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| KeyCorp                                  | KeyCorp                                  | CUSIP: 493267108<br>LEI: RKPI3RZGV1V1FJTH5T61 | Short            | EC               | CORP              | US        |    -18000 | NS      | $-338580.00   | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Take-Two Interactive Software Inc        | Take-Two Interactive Software Inc        | CUSIP: 874054109<br>LEI: BOMSTHHJK882EWYX3334 | Long             | EC               | CORP              | US        |      4800 | NS      | $507312.00    | 0.47%             |  |  |  | No            |                  1 | On Loan: No      |
| SBA Communications Corp                  | SBA Communications Corp                  | CUSIP: 78410G104<br>LEI: 5299001HX8ZN8Y8QIT49 | Long             | EC               | CORP              | US        |      3800 | NS      | $1137340.00   | 1.06%             |  |  |  | No            |                  1 | On Loan: No      |
| PerkinElmer Inc                          | PerkinElmer Inc                          | CUSIP: 714046109<br>LEI: 549300IKL1SDPFI7N655 | Short            | EC               | CORP              | US        |     -2250 | NS      | $-314392.50   | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| Target Corp                              | Target Corp                              | CUSIP: 87612E106<br>LEI: 8WDDFXB5T1Z6J0XC1L66 | Long             | EC               | CORP              | US        |      6000 | NS      | $1002420.00   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Synopsys Inc                             | Synopsys Inc                             | CUSIP: 871607107<br>LEI: QG7T915N9S0NY5UKNE63 | Long             | EC               | CORP              | US        |      3500 | NS      | $1188390.00   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadcom Inc                             | Broadcom Inc                             | CUSIP: 11135F101<br>LEI: 549300WV6GIDOZJTV909 | Long             | EC               | CORP              | US        |      2800 | NS      | $1542884.00   | 1.44%             |  |  |  | No            |                  1 | On Loan: No      |
| Casey's General Stores Inc               | Casey's General Stores Inc               | CUSIP: 147528103<br>LEI: 549300CAFWSI86V66Q65 | Short            | EC               | CORP              | US        |     -1500 | NS      | $-364530.00   | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| Penske Automotive Group Inc              | Penske Automotive Group Inc              | CUSIP: 70959W103<br>LEI: 549300W7UTQ0M4C7LB15 | Short            | EC               | CORP              | US        |     -2600 | NS      | $-328770.00   | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Duke Energy Corp                         | Duke Energy Corp                         | CUSIP: 26441C204<br>LEI: I1BZKREC126H0VB1BL91 | Short            | EC               | CORP              | US        |     -1900 | NS      | $-189867.00   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| UDR Inc                                  | UDR Inc                                  | CUSIP: 902653104<br>LEI: P3CH2EG5X6Z1XWU1OO74 | Short            | EC               | CORP              | US        |     -7900 | NS      | $-327613.00   | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Teradyne Inc                             | Teradyne Inc                             | CUSIP: 880770102<br>LEI: C3X4YJ278QNZHRJULN75 | Short            | EC               | CORP              | US        |     -3700 | NS      | $-345765.00   | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Premier Inc                              | Premier Inc                              | CUSIP: 74051N102<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -9800 | NS      | $-326830.00   | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Analog Devices Inc                       | Analog Devices Inc                       | CUSIP: 032654105<br>LEI: GYVOE5EZ4GDAVTU4CQ61 | Short            | EC               | CORP              | US        |     -1100 | NS      | $-189101.00   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Marsh & McLennan Cos Inc                 | Marsh & McLennan Cos Inc                 | CUSIP: 571748102<br>LEI: 549300XMP3KDCKJXIU47 | Long             | EC               | CORP              | US        |      4400 | NS      | $761992.00    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Ameriprise Financial Inc                 | Ameriprise Financial Inc                 | CUSIP: 03076C106<br>LEI: 6ZLKQF7QB6JAEKQS5388 | Long             | EC               | CORP              | US        |      3100 | NS      | $1029045.00   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Atmos Energy Corp                        | Atmos Energy Corp                        | CUSIP: 049560105<br>LEI: QVLWEGTD2S8GJMO8D383 | Short            | EC               | CORP              | US        |     -3000 | NS      | $-360600.00   | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| Tractor Supply Co                        | Tractor Supply Co                        | CUSIP: 892356106<br>LEI: 549300OJ9VZHZRO6I137 | Long             | EC               | CORP              | US        |      5200 | NS      | $1176812.00   | 1.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Etsy Inc                                 | Etsy Inc                                 | CUSIP: 29786A106<br>LEI: 54930089Q7XT501AEA40 | Short            | EC               | CORP              | US        |     -3000 | NS      | $-396270.00   | -0.37%            |  |  |  | No            |                  1 | On Loan: No      |
| Hubbell Inc                              | Hubbell Inc                              | CUSIP: 443510607<br>LEI: 54930088VDQ6840Y6597 | Long             | EC               | CORP              | US        |      2300 | NS      | $584338.00    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Graphic Packaging Holding Co             | Graphic Packaging Holding Co             | CUSIP: 388689101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     46200 | NS      | $1061676.00   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Broadridge Financial Solutions Inc       | Broadridge Financial Solutions Inc       | CUSIP: 11133T103<br>LEI: 549300KZDJZQ2YIHRC28 | Short            | EC               | CORP              | US        |     -2100 | NS      | $-313131.00   | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| Alliant Energy Corp                      | Alliant Energy Corp                      | CUSIP: 018802108<br>LEI: 5493009ML300G373MZ12 | Long             | EC               | CORP              | US        |     19600 | NS      | $1103480.00   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| International Paper Co                   | International Paper Co                   | CUSIP: 460146103<br>LEI: 824LMFJDH41EY779Q875 | Short            | EC               | CORP              | US        |     -9000 | NS      | $-334080.00   | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Consolidated Edison Inc                  | Consolidated Edison Inc                  | CUSIP: 209115104<br>LEI: 54930033SBW53OO8T749 | Short            | EC               | CORP              | US        |     -3000 | NS      | $-294120.00   | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Fiserv Inc                               | Fiserv Inc                               | CUSIP: 337738108<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | EC               | CORP              | US        |     12100 | NS      | $1262756.00   | 1.18%             |  |  |  | No            |                  1 | On Loan: No      |
| McCormick & Co Inc/MD                    | McCormick & Co Inc/MD                    | CUSIP: 579780206<br>LEI: 549300JQQA6MQ4OJP259 | Short            | EC               | CORP              | US        |     -3700 | NS      | $-315166.00   | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| Principal Financial Group Inc            | Principal Financial Group Inc            | CUSIP: 74251V102<br>LEI: CUMYEZJOAF02RYZ1JJ85 | Short            | EC               | CORP              | US        |     -3600 | NS      | $-322848.00   | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Danaher Corp                             | Danaher Corp                             | CUSIP: 235851102<br>LEI: S4BKK9OTCEWQ3YHPFM11 | Long             | EC               | CORP              | US        |      5400 | NS      | $1476414.00   | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Okta Inc                                 | Okta Inc                                 | CUSIP: 679295105<br>LEI: 549300N8J06I8MRHU620 | Short            | EC               | CORP              | US        |     -6500 | NS      | $-346580.00   | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Eastman Chemical Co                      | Eastman Chemical Co                      | CUSIP: 277432100<br>LEI: FDPVHDGJ1IQZFK9KH630 | Short            | EC               | CORP              | US        |     -4000 | NS      | $-346480.00   | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Cognizant Technology Solutions Corp      | Cognizant Technology Solutions Corp      | CUSIP: 192446102<br>LEI: 5493006IEVQEFQO40L83 | Short            | EC               | CORP              | US        |     -5000 | NS      | $-311050.00   | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| Domino's Pizza Inc                       | Domino's Pizza Inc                       | CUSIP: 25754A201<br>LEI: 25490005ZWM1IF9UXU57 | Short            | EC               | CORP              | US        |      -800 | NS      | $-310984.00   | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| ResMed Inc                               | ResMed Inc                               | CUSIP: 761152107<br>LEI: 529900T3QE5253CCXF22 | Short            | EC               | CORP              | US        |     -1300 | NS      | $-299260.00   | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Alcoa Corp                               | Alcoa Corp                               | CUSIP: 013872106<br>LEI: 549300T12EZ1F6PWWU29 | Long             | EC               | CORP              | US        |     12500 | NS      | $626625.00    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| Pioneer Natural Resources Co             | Pioneer Natural Resources Co             | CUSIP: 723787107<br>LEI: FY8JBF7CCL2VE4F1B628 | Long             | EC               | CORP              | US        |      3200 | NS      | $755168.00    | 0.71%             |  |  |  | No            |                  1 | On Loan: No      |
| Garmin Ltd                               | Garmin Ltd                               | CUSIP: H2906T109<br>LEI: 2549001E0HIPIJQ0W046 | Short            | EC               | CORP              | US        |     -3600 | NS      | $-334764.00   | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMorgan Chase & Co                      | JPMorgan Chase & Co                      | CUSIP: 46625H100<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | EC               | CORP              | US        |     14000 | NS      | $1934520.00   | 1.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Everest Re Group Ltd                     | Everest Re Group Ltd                     | CUSIP: G3223R108<br>LEI: 549300N24XF2VV0B3570 | Long             | EC               | CORP              | US        |      2900 | NS      | $980026.00    | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Leggett & Platt Inc                      | Leggett & Platt Inc                      | CUSIP: 524660107<br>LEI: DKOVQUCDW4ZLYCUD4T55 | Short            | EC               | CORP              | US        |     -9600 | NS      | $-341856.00   | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Microsoft Corp                           | Microsoft Corp                           | CUSIP: 594918104<br>LEI: INR2EJN1ERAN0W5ZP974 | Long             | EC               | CORP              | US        |     17300 | NS      | $4413922.00   | 4.13%             |  |  |  | No            |                  1 | On Loan: No      |
| TransUnion                               | TransUnion                               | CUSIP: 89400J107<br>LEI: 549300ZS772LUNUMRB03 | Short            | EC               | CORP              | US        |     -4900 | NS      | $-309092.00   | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| Ameren Corp                              | Ameren Corp                              | CUSIP: 023608102<br>LEI: XRZQ5S7HYJFPHJ78L959 | Long             | EC               | CORP              | US        |      9700 | NS      | $866404.00    | 0.81%             |  |  |  | No            |                  1 | On Loan: No      |
| Northrop Grumman Corp                    | Northrop Grumman Corp                    | CUSIP: 666807102<br>LEI: RIMU48P07456QXSO0R61 | Long             | EC               | CORP              | US        |      1350 | NS      | $719941.50    | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| AMERCO                                   | AMERCO                                   | CUSIP: 023586506<br>LEI: 5493003WIDMLDHYC6Y24 | Short            | EC               | CORP              | US        |     -5400 | NS      | $-341118.00   | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Microchip Technology Inc                 | Microchip Technology Inc                 | CUSIP: 595017104<br>LEI: 5493007PTFULNYZJ1R12 | Short            | EC               | CORP              | US        |     -4000 | NS      | $-316760.00   | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Globant SA                               | Globant SA                               | CUSIP: L44385109<br>LEI: 2221008DCMSPYS42DS88 | Short            | EC               | CORP              | US        |     -1800 | NS      | $-337284.00   | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Tyson Foods Inc                          | Tyson Foods Inc                          | CUSIP: 902494103<br>LEI: WD6L6041MNRW1JE49D58 | Short            | EC               | CORP              | US        |     -4300 | NS      | $-285004.00   | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Netflix Inc                              | Netflix Inc                              | CUSIP: 64110L106<br>LEI: 549300Y7VHGU0I7CE873 | Long             | EC               | CORP              | US        |      3600 | NS      | $1099908.00   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Uber Technologies Inc                    | Uber Technologies Inc                    | CUSIP: 90353T100<br>LEI: 549300B2FTG34FILDR98 | Long             | EC               | CORP              | US        |     27000 | NS      | $786780.00    | 0.74%             |  |  |  | No            |                  1 | On Loan: No      |
| Oracle Corp                              | Oracle Corp                              | CUSIP: 68389X105<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | EC               | CORP              | US        |     16400 | NS      | $1361692.00   | 1.27%             |  |  |  | No            |                  1 | On Loan: No      |
| LyondellBasell Industries NV             | LyondellBasell Industries NV             | CUSIP: N53745100<br>LEI: BN6WCCZ8OVP3ITUUVN49 | Short            | EC               | CORP              | US        |     -3800 | NS      | $-323038.00   | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| NVIDIA Corp                              | NVIDIA Corp                              | CUSIP: 67066G104<br>LEI: 549300S4KLFTLO7GSQ80 | Long             | EC               | CORP              | US        |      2900 | NS      | $490767.00    | 0.46%             |  |  |  | No            |                  1 | On Loan: No      |
| Planet Fitness Inc                       | Planet Fitness Inc, Class A              | CUSIP: 72703H101<br>LEI: 549300LLE5HUPF6H8G33 | Short            | EC               | CORP              | US        |     -4300 | NS      | $-336948.00   | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Hologic Inc                              | Hologic Inc                              | CUSIP: 436440101<br>LEI: 549300DYP6F5ZJL0LB74 | Short            | EC               | CORP              | US        |     -4400 | NS      | $-335104.00   | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Huntington Ingalls Industries Inc        | Huntington Ingalls Industries Inc        | CUSIP: 446413106<br>LEI: 5TZLZ6WJTBVJ0QWBG121 | Long             | EC               | CORP              | US        |      4500 | NS      | $1043820.00   | 0.98%             |  |  |  | No            |                  1 | On Loan: No      |
| Hormel Foods Corp                        | Hormel Foods Corp                        | CUSIP: 440452100<br>LEI: MSD54751OJP1FS2ND863 | Short            | EC               | CORP              | US        |     -7100 | NS      | $-333700.00   | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Watsco Inc                               | Watsco Inc                               | CUSIP: 942622200<br>LEI: 549300F1Y3LN5BX5WN75 | Short            | EC               | CORP              | US        |     -1200 | NS      | $-322776.00   | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Crown Holdings Inc                       | Crown Holdings Inc                       | CUSIP: 228368106<br>LEI: NYLWZIOY8PUNIT4JOE22 | Long             | EC               | CORP              | US        |      7300 | NS      | $600133.00    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Micron Technology Inc                    | Micron Technology Inc                    | CUSIP: 595112103<br>LEI: B3DXGBC8GAIYWI2Z0172 | Long             | EC               | CORP              | US        |     17000 | NS      | $980050.00    | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| WW Grainger Inc                          | WW Grainger Inc                          | CUSIP: 384802104<br>LEI: 549300TWZSP6O1IH2V34 | Long             | EC               | CORP              | US        |      1000 | NS      | $603060.00    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| UnitedHealth Group Inc                   | UnitedHealth Group Inc                   | CUSIP: 91324P102<br>LEI: 549300GHBMY8T5GXDE41 | Long             | EC               | CORP              | US        |      2900 | NS      | $1588504.00   | 1.49%             |  |  |  | No            |                  1 | On Loan: No      |
| Alexandria Real Estate Equities Inc      | Alexandria Real Estate Equities Inc      | CUSIP: 015271109<br>LEI: MGCJBT4MKTQBVLNUIS88 | Short            | EC               | CORP              | US        |     -2200 | NS      | $-342342.00   | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Las Vegas Sands Corp                     | Las Vegas Sands Corp                     | CUSIP: 517834107<br>LEI: 549300DUOO1KXOHPM605 | Long             | EC               | CORP              | US        |     21000 | NS      | $983640.00    | 0.92%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Motor Co                            | Ford Motor Co                            | CUSIP: 345370860<br>LEI: 20S05OYHG0MQM4VUIC57 | Short            | EC               | CORP              | US        |    -17500 | NS      | $-243250.00   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Edwards Lifesciences Corp                | Edwards Lifesciences Corp                | CUSIP: 28176E108<br>LEI: YA13X31F3V31L8TMPR58 | Long             | EC               | CORP              | US        |     16200 | NS      | $1251450.00   | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Diamondback Energy Inc                   | Diamondback Energy Inc                   | CUSIP: 25278X109<br>LEI: 549300R22LSX6OHWEN64 | Long             | EC               | CORP              | US        |      3800 | NS      | $562476.00    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Pfizer Inc                               | Pfizer Inc                               | CUSIP: 717081103<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | EC               | CORP              | US        |     28000 | NS      | $1403640.00   | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| NVR Inc                                  | NVR Inc                                  | CUSIP: 62944T105<br>LEI: 529900RWXR4JI3JYTV70 | Short            | EC               | CORP              | US        |       -70 | NS      | $-324730.70   | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| FleetCor Technologies Inc                | FleetCor Technologies Inc                | CUSIP: 339041105<br>LEI: 549300DG6RR0NQSFLN74 | Short            | EC               | CORP              | US        |     -1700 | NS      | $-333540.00   | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Genpact Ltd                              | Genpact Ltd                              | CUSIP: G3922B107<br>LEI: 529900OSEC6Q0L4L5B35 | Short            | EC               | CORP              | US        |     -6700 | NS      | $-308937.00   | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| Verisk Analytics Inc                     | Verisk Analytics Inc                     | CUSIP: 92345Y106<br>LEI: 549300I1YSWNIRKBWP67 | Long             | EC               | CORP              | US        |      6300 | NS      | $1157373.00   | 1.08%             |  |  |  | No            |                  1 | On Loan: No      |
| Equifax Inc                              | Equifax Inc                              | CUSIP: 294429105<br>LEI: 5493004MCF8JDC86VS77 | Short            | EC               | CORP              | US        |     -1400 | NS      | $-276318.00   | -0.26%            |  |  |  | No            |                  1 | On Loan: No      |
| NextEra Energy Inc                       | NextEra Energy Inc                       | CUSIP: 65339F101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     17400 | NS      | $1473780.00   | 1.38%             |  |  |  | No            |                  1 | On Loan: No      |
| Alphabet Inc                             | Alphabet Inc                             | CUSIP: 02079K305<br>LEI: 5493006MHB84DD0ZWV18 | Long             | EC               | CORP              | US        |     26500 | NS      | $2676235.00   | 2.50%             |  |  |  | No            |                  1 | On Loan: No      |
| Monster Beverage Corp                    | Monster Beverage Corp                    | CUSIP: 61174X109<br>LEI: 52990090AP0E7HCB6F33 | Long             | EC               | CORP              | US        |     11500 | NS      | $1182890.00   | 1.11%             |  |  |  | No            |                  1 | On Loan: No      |
| Elevance Health Inc                      | Elevance Health Inc                      | CUSIP: 036752103<br>LEI: 8MYN82XMYQH89CTMTH67 | Long             | EC               | CORP              | US        |      2300 | NS      | $1225716.00   | 1.15%             |  |  |  | No            |                  1 | On Loan: No      |
| Westrock Co                              | Westrock Co                              | CUSIP: 96145D105<br>LEI: 5493004Z9TCQW68YVL89 | Short            | EC               | CORP              | US        |     -9300 | NS      | $-352656.00   | -0.33%            |  |  |  | No            |                  1 | On Loan: No      |
| ServiceNow Inc                           | ServiceNow Inc                           | CUSIP: 81762P102<br>LEI: 549300HJTQM36M0E1G39 | Long             | EC               | CORP              | US        |      2300 | NS      | $957490.00    | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Skyworks Solutions Inc                   | Skyworks Solutions Inc                   | CUSIP: 83088M102<br>LEI: 549300WZ3ORQ2BVKBD96 | Short            | EC               | CORP              | US        |     -3300 | NS      | $-315546.00   | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Moody's Corp                             | Moody's Corp                             | CUSIP: 615369105<br>LEI: 549300GCEDD8YCF5WU84 | Short            | EC               | CORP              | US        |      -800 | NS      | $-238616.00   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Floor & Decor Holdings Inc               | Floor & Decor Holdings Inc               | CUSIP: 339750101<br>LEI: 549300M5FR3N688XGQ36 | Short            | EC               | CORP              | US        |     -4500 | NS      | $-335835.00   | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Amcor PLC                                | Amcor PLC                                | CUSIP: G0250X107<br>LEI: 549300GSODGFCDQ3DI89 | Short            | EC               | CORP              | US        |    -25000 | NS      | $-308750.00   | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| American Water Works Co Inc              | American Water Works Co Inc              | CUSIP: 030420103<br>LEI: 549300DXHIJQMD5WFW18 | Short            | EC               | CORP              | US        |     -2000 | NS      | $-303520.00   | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Marriott International Inc/MD            | Marriott International Inc/MD            | CUSIP: 571903202<br>LEI: 225YDZ14ZO8E1TXUSU86 | Long             | EC               | CORP              | US        |      4000 | NS      | $661400.00    | 0.62%             |  |  |  | No            |                  1 | On Loan: No      |
| Schlumberger Ltd                         | Schlumberger Ltd                         | CUSIP: 806857108<br>LEI: 213800ZUA17OK3QLGM62 | Long             | EC               | CORP              | US        |     11000 | NS      | $567050.00    | 0.53%             |  |  |  | No            |                  1 | On Loan: No      |
| Howmet Aerospace Inc                     | Howmet Aerospace Inc                     | CUSIP: 443201108<br>LEI: 549300HO5WFZUT5N2T22 | Long             | EC               | CORP              | US        |     21400 | NS      | $806138.00    | 0.75%             |  |  |  | No            |                  1 | On Loan: No      |
| Fifth Third Bancorp                      | Fifth Third Bancorp                      | CUSIP: 316773100<br>LEI: THRNG6BD57P9QWTQLG42 | Long             | EC               | CORP              | US        |     16500 | NS      | $599940.00    | 0.56%             |  |  |  | No            |                  1 | On Loan: No      |
| Coca-Cola Co/The                         | Coca-Cola Co/The                         | CUSIP: 191216100<br>LEI: UWJKFUJFZ02DKWI3RY53 | Long             | EC               | CORP              | US        |     22500 | NS      | $1431225.00   | 1.34%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Corp                        | State Street Corp                        | CUSIP: 857477103<br>LEI: 549300ZFEEJ2IP5VME73 | Short            | EC               | CORP              | US        |     -3800 | NS      | $-302746.00   | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| T Rowe Price Group Inc                   | T Rowe Price Group Inc                   | CUSIP: 74144T108<br>LEI: 549300SIV6FPS9Y7IH33 | Short            | EC               | CORP              | US        |     -2500 | NS      | $-312275.00   | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| Dexcom Inc                               | Dexcom Inc                               | CUSIP: 252131107<br>LEI: 549300YSK3QDSFR5EU59 | Long             | EC               | CORP              | US        |      5200 | NS      | $604656.00    | 0.57%             |  |  |  | No            |                  1 | On Loan: No      |
| Bio-Techne Corp                          | Bio-Techne Corp                          | CUSIP: 09073M104<br>LEI: 54930073RLKQ51TILZ35 | Short            | EC               | CORP              | US        |     -3800 | NS      | $-322962.00   | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Antero Resources Corp                    | Antero Resources Corp                    | CUSIP: 03674X106<br>LEI: APVBKPOULHUX7YZLKU17 | Long             | EC               | CORP              | US        |     16000 | NS      | $584800.00    | 0.55%             |  |  |  | No            |                  1 | On Loan: No      |
| Accenture PLC                            | Accenture PLC                            | CUSIP: G1151C101<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      5000 | NS      | $1504650.00   | 1.41%             |  |  |  | No            |                  1 | On Loan: No      |
| Public Storage                           | Public Storage                           | CUSIP: 74460D109<br>LEI: 549300LMZF40TKJ6DM64 | Short            | EC               | CORP              | US        |      -800 | NS      | $-238368.00   | -0.22%            |  |  |  | No            |                  1 | On Loan: No      |
| Southern Co/The                          | Southern Co/The                          | CUSIP: 842587107<br>LEI: 549300FC3G3YU2FBZD92 | Short            | EC               | CORP              | US        |     -2800 | NS      | $-189392.00   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| Mastercard Inc                           | Mastercard Inc, Class A                  | CUSIP: 57636Q104<br>LEI: AR5L2ODV9HN37376R084 | Long             | EC               | CORP              | US        |      3500 | NS      | $1247400.00   | 1.17%             |  |  |  | No            |                  1 | On Loan: No      |
| Capri Holdings Ltd                       | Capri Holdings Ltd                       | CUSIP: G1890L107<br>LEI: 549300LPG8W0H1OX3A26 | Long             | EC               | CORP              | US        |     14400 | NS      | $825840.00    | 0.77%             |  |  |  | No            |                  1 | On Loan: No      |
| TransDigm Group Inc                      | TransDigm Group Inc                      | CUSIP: 893641100<br>LEI: N/A                  | Long             | EC               | CORP              | US        |      1000 | NS      | $628500.00    | 0.59%             |  |  |  | No            |                  1 | On Loan: No      |
| BWX Technologies Inc                     | BWX Technologies Inc                     | CUSIP: 05605H100<br>LEI: 549300NP85N265KWMS58 | Short            | EC               | CORP              | US        |     -5500 | NS      | $-334895.00   | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| American Electric Power Co Inc           | American Electric Power Co Inc           | CUSIP: 025537101<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | EC               | CORP              | US        |     11400 | NS      | $1103520.00   | 1.03%             |  |  |  | No            |                  1 | On Loan: No      |
| Ulta Beauty Inc                          | Ulta Beauty Inc                          | CUSIP: 90384S303<br>LEI: 529900CIV6HN8M28YM82 | Long             | EC               | CORP              | US        |      2000 | NS      | $929680.00    | 0.87%             |  |  |  | No            |                  1 | On Loan: No      |
| Flowserve Corp                           | Flowserve Corp                           | CUSIP: 34354P105<br>LEI: 6Y0GK87T6V7NJKZJVM41 | Long             | EC               | CORP              | US        |     29000 | NS      | $909440.00    | 0.85%             |  |  |  | No            |                  1 | On Loan: No      |
| ANSYS Inc                                | ANSYS Inc                                | CUSIP: 03662Q105<br>LEI: 549300VJV8H15Z5FJ571 | Short            | EC               | CORP              | US        |     -1350 | NS      | $-343305.00   | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Crowdstrike Holdings Inc                 | Crowdstrike Holdings Inc                 | CUSIP: 22788C105<br>LEI: 549300YBY08K9KM4HX32 | Long             | EC               | CORP              | US        |      6300 | NS      | $741195.00    | 0.69%             |  |  |  | No            |                  1 | On Loan: No      |
| Mosaic Co/The                            | Mosaic Co/The                            | CUSIP: 61945C103<br>LEI: 2YD5STGSJNMUB7H76907 | Short            | EC               | CORP              | US        |     -6000 | NS      | $-307800.00   | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| MetLife Inc                              | MetLife Inc                              | CUSIP: 59156R108<br>LEI: C4BXATY60WC6XEOZDX54 | Long             | EC               | CORP              | US        |     12000 | NS      | $920400.00    | 0.86%             |  |  |  | No            |                  1 | On Loan: No      |
| STERIS PLC                               | STERIS PLC                               | CUSIP: G8473T100<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -1700 | NS      | $-315758.00   | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Ecolab Inc                               | Ecolab Inc                               | CUSIP: 278865100<br>LEI: 82DYEISM090VG8LTLS26 | Short            | EC               | CORP              | US        |     -1800 | NS      | $-269694.00   | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| Advanced Drainage Systems Inc            | Advanced Drainage Systems Inc            | CUSIP: 00790R104<br>LEI: 6QQTOZ5MF5DHM7K92I60 | Short            | EC               | CORP              | US        |     -3700 | NS      | $-359862.00   | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| Chubb Ltd                                | Chubb Ltd                                | CUSIP: H1467J104<br>LEI: E0JAN6VLUDI1HITHT809 | Long             | EC               | CORP              | US        |      3700 | NS      | $812483.00    | 0.76%             |  |  |  | No            |                  1 | On Loan: No      |
| Juniper Networks Inc                     | Juniper Networks Inc                     | CUSIP: 48203R104<br>LEI: AUHIXNGG7U2U7JEHM527 | Short            | EC               | CORP              | US        |    -10000 | NS      | $-332400.00   | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Westlake Corp                            | Westlake Corp                            | CUSIP: 960413102<br>LEI: GOXNEVUM0LL78B1OS344 | Long             | EC               | CORP              | US        |      7900 | NS      | $850435.00    | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| MDU Resources Group Inc                  | MDU Resources Group Inc                  | CUSIP: 552690109<br>LEI: 0T6SBMK3JTBI1JR36794 | Short            | EC               | CORP              | US        |    -11000 | NS      | $-346390.00   | -0.32%            |  |  |  | No            |                  1 | On Loan: No      |
| Ball Corp                                | Ball Corp                                | CUSIP: 058498106<br>LEI: 0BGI85ALH27ZJP15DY16 | Short            | EC               | CORP              | US        |     -5900 | NS      | $-330872.00   | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Kinder Morgan Inc                        | Kinder Morgan Inc                        | CUSIP: 49456B101<br>LEI: 549300WR7IX8XE0TBO16 | Short            | EC               | CORP              | US        |    -17000 | NS      | $-325040.00   | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Wendy's Co/The                           | Wendy's Co/The                           | CUSIP: 95058W100<br>LEI: 529900M0JIUCMWVKHG76 | Short            | EC               | CORP              | US        |    -16000 | NS      | $-360960.00   | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| Digital Realty Trust Inc                 | Digital Realty Trust Inc                 | CUSIP: 253868103<br>LEI: 549300HKCZ31D08NEI41 | Short            | EC               | CORP              | US        |     -2700 | NS      | $-303642.00   | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Linde PLC                                | Linde PLC                                | CUSIP: G5494J103<br>LEI: 8945002PAZHZLBGKGF02 | Long             | EC               | CORP              | US        |      4400 | NS      | $1480512.00   | 1.39%             |  |  |  | No            |                  1 | On Loan: No      |
| RH                                       | RH                                       | CUSIP: 74967X103<br>LEI: 5493008MTS3OGGMHGK69 | Short            | EC               | CORP              | US        |     -1250 | NS      | $-358537.50   | -0.34%            |  |  |  | No            |                  1 | On Loan: No      |
| Cincinnati Financial Corp                | Cincinnati Financial Corp                | CUSIP: 172062101<br>LEI: 254900Q4WEDMZBOZ0002 | Short            | EC               | CORP              | US        |     -3000 | NS      | $-332880.00   | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Church & Dwight Co Inc                   | Church & Dwight Co Inc                   | CUSIP: 171340102<br>LEI: POOXSI30AWAQGYJZC921 | Short            | EC               | CORP              | US        |     -3900 | NS      | $-319293.00   | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| Philip Morris International Inc          | Philip Morris International Inc          | CUSIP: 718172109<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | EC               | CORP              | US        |     12100 | NS      | $1206007.00   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Douglas Emmett Inc                       | Douglas Emmett Inc                       | CUSIP: 25960P109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |    -19000 | NS      | $-329080.00   | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Quest Diagnostics Inc                    | Quest Diagnostics Inc                    | CUSIP: 74834L100<br>LEI: 8MCWUBXQ0WE04KMXBX50 | Short            | EC               | CORP              | US        |     -2200 | NS      | $-334026.00   | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Rexford Industrial Realty Inc            | Rexford Industrial Realty Inc            | CUSIP: 76169C100<br>LEI: 549300MSLO0DF0EMX355 | Long             | EC               | CORP              | US        |     15400 | NS      | $851466.00    | 0.80%             |  |  |  | No            |                  1 | On Loan: No      |
| Iron Mountain Inc                        | Iron Mountain Inc                        | CUSIP: 46284V101<br>LEI: SQL3F6CKNNBM3SQGHX24 | Short            | EC               | CORP              | US        |     -6000 | NS      | $-325980.00   | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Bath & Body Works Inc                    | Bath & Body Works Inc                    | CUSIP: 070830104<br>LEI: GR3KVMWVCR54YWQNXU90 | Short            | EC               | CORP              | US        |     -9100 | NS      | $-386750.00   | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| ConocoPhillips                           | ConocoPhillips                           | CUSIP: 20825C104<br>LEI: WPTL2Z3FIYTHSP5V2253 | Long             | EC               | CORP              | US        |      8300 | NS      | $1025133.00   | 0.96%             |  |  |  | No            |                  1 | On Loan: No      |
| Apple Inc                                | Apple Inc                                | CUSIP: 037833100<br>LEI: HWUPKR0MPOU8FGXBT394 | Long             | EC               | CORP              | US        |     29600 | NS      | $4381688.00   | 4.10%             |  |  |  | No            |                  1 | On Loan: No      |
| Entergy Corp                             | Entergy Corp                             | CUSIP: 29364G103<br>LEI: 4XM3TW50JULSLG8BNC79 | Short            | EC               | CORP              | US        |     -2700 | NS      | $-313929.00   | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| M&T Bank Corp                            | M&T Bank Corp                            | CUSIP: 55261F104<br>LEI: 549300WYXDDBYRASEG81 | Long             | EC               | CORP              | US        |      5900 | NS      | $1003118.00   | 0.94%             |  |  |  | No            |                  1 | On Loan: No      |
| Eversource Energy                        | Eversource Energy                        | CUSIP: 30040W108<br>LEI: SJ7XXD41SQU3ZNWUJ746 | Short            | EC               | CORP              | US        |     -3600 | NS      | $-298296.00   | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| NIKE Inc                                 | NIKE Inc                                 | CUSIP: 654106103<br>LEI: 787RXPR0UX0O0XUXPZ81 | Long             | EC               | CORP              | US        |     11050 | NS      | $1212074.50   | 1.13%             |  |  |  | No            |                  1 | On Loan: No      |
| Capital One Financial Corp               | Capital One Financial Corp               | CUSIP: 14040H105<br>LEI: ZUE8T73ROZOF6FLBAR73 | Short            | EC               | CORP              | US        |     -2600 | NS      | $-268424.00   | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| United Therapeutics Corp                 | United Therapeutics Corp                 | CUSIP: 91307C102<br>LEI: 5299005C4HZL4UWROC14 | Long             | EC               | CORP              | US        |      2400 | NS      | $671736.00    | 0.63%             |  |  |  | No            |                  1 | On Loan: No      |
| Booking Holdings Inc                     | Booking Holdings Inc                     | CUSIP: 09857L108<br>LEI: FXM8FAOHMYDIPD38UZ17 | Long             | EC               | CORP              | US        |       400 | NS      | $831780.00    | 0.78%             |  |  |  | No            |                  1 | On Loan: No      |
| Edison International                     | Edison International                     | CUSIP: 281020107<br>LEI: 549300I7ROF15MAEVP56 | Short            | EC               | CORP              | US        |     -5000 | NS      | $-333300.00   | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| CubeSmart                                | CubeSmart                                | CUSIP: 229663109<br>LEI: N/A                  | Short            | EC               | CORP              | US        |     -7800 | NS      | $-322842.00   | -0.30%            |  |  |  | No            |                  1 | On Loan: No      |
| LPL Financial Holdings Inc               | LPL Financial Holdings Inc               | CUSIP: 50212V100<br>LEI: 549300XROQ4Y8G2L7682 | Long             | EC               | CORP              | US        |      2300 | NS      | $544433.00    | 0.51%             |  |  |  | No            |                  1 | On Loan: No      |
| Brown-Forman Corp                        | Brown-Forman Corp                        | CUSIP: 115637209<br>LEI: 549300873K3LXF7ARU34 | Short            | EC               | CORP              | US        |     -4200 | NS      | $-306684.00   | -0.29%            |  |  |  | No            |                  1 | On Loan: No      |
| Bristol-Myers Squibb Co                  | Bristol-Myers Squibb Co                  | CUSIP: 110122108<br>LEI: HLYYNH7UQUORYSJQCN42 | Long             | EC               | CORP              | US        |     17600 | NS      | $1412928.00   | 1.32%             |  |  |  | No            |                  1 | On Loan: No      |
| Automatic Data Processing Inc            | Automatic Data Processing Inc            | CUSIP: 053015103<br>LEI: HGBOLILQXWER4SAL2I23 | Long             | EC               | CORP              | US        |      5300 | NS      | $1399942.00   | 1.31%             |  |  |  | No            |                  1 | On Loan: No      |
| FMC Corp                                 | FMC Corp                                 | CUSIP: 302491303<br>LEI: CKDHZ2X64EEBQCSP7013 | Short            | EC               | CORP              | US        |     -2500 | NS      | $-326600.00   | -0.31%            |  |  |  | No            |                  1 | On Loan: No      |
| Autodesk Inc                             | Autodesk Inc                             | CUSIP: 052769106<br>LEI: FRKKVKAIQEF3FCSTPG55 | Short            | EC               | CORP              | US        |     -1200 | NS      | $-242340.00   | -0.23%            |  |  |  | No            |                  1 | On Loan: No      |
| Fortinet Inc                             | Fortinet Inc                             | CUSIP: 34959E109<br>LEI: 549300O0QJWDBAS0QX03 | Short            | EC               | CORP              | US        |     -5600 | NS      | $-297696.00   | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| ZoomInfo Technologies Inc                | ZoomInfo Technologies Inc                | CUSIP: 98980F104<br>LEI: N/A                  | Long             | EC               | CORP              | US        |     33500 | NS      | $958100.00    | 0.90%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET BANK AND TRUST COMPANY      | Fixed Income Clearing Corp               | CUSIP: 85748R009<br>LEI: 549300H47WTHXPU08X20 | Long             | RA               | CORP              | US        |  22230891 | PA      | $22230891.18  | 20.80%            |  |  |  | No            |                  2 | On Loan: No      |
| Hyatt Hotels Corp                        | Hyatt Hotels Corp                        | CUSIP: 448579102<br>LEI: T27JQIMTYSH41TCD5186 | Short            | EC               | CORP              | US        |     -3700 | NS      | $-371184.00   | -0.35%            |  |  |  | No            |                  1 | On Loan: No      |
| Realty Income Corp                       | Realty Income Corp                       | CUSIP: 756109104<br>LEI: 549300CUWDAUZSH43859 | Short            | EC               | CORP              | US        |     -4500 | NS      | $-283815.00   | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Airbnb Inc                               | Airbnb Inc                               | CUSIP: 009066101<br>LEI: 549300HMUDNO0RY56D37 | Short            | EC               | CORP              | US        |     -2600 | NS      | $-265564.00   | -0.25%            |  |  |  | No            |                  1 | On Loan: No      |
| T-Mobile US Inc                          | T-Mobile US Inc                          | CUSIP: 872590104<br>LEI: 549300QHIJYOHPACPG31 | Long             | EC               | CORP              | US        |      7000 | NS      | $1060220.00   | 0.99%             |  |  |  | No            |                  1 | On Loan: No      |
| Veeva Systems Inc                        | Veeva Systems Inc                        | CUSIP: 922475108<br>LEI: 549300YZEXPDB92M2F02 | Long             | EC               | CORP              | US        |      5900 | NS      | $1123124.00   | 1.05%             |  |  |  | No            |                  1 | On Loan: No      |
| Corning Inc                              | Corning Inc                              | CUSIP: 219350105<br>LEI: 549300X2937PB0CJ7I56 | Short            | EC               | CORP              | US        |     -8500 | NS      | $-290105.00   | -0.27%            |  |  |  | No            |                  1 | On Loan: No      |
| Royalty Pharma PLC                       | Royalty Pharma PLC                       | CUSIP: G7709Q104<br>LEI: 549300FGFN7VOK8BZR03 | Short            | EC               | CORP              | US        |     -6800 | NS      | $-298996.00   | -0.28%            |  |  |  | No            |                  1 | On Loan: No      |
| Honeywell International Inc              | Honeywell International Inc              | CUSIP: 438516106<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | EC               | CORP              | US        |      5300 | NS      | $1163615.00   | 1.09%             |  |  |  | No            |                  1 | On Loan: No      |

### Signature

**Date Signed:** 2022-11-30

**Name of Applicant:** Nuveen Investment Trust II

**Signature:** E. Scott Wickerham

**Name of Signer:** E. Scott Wickerham

**Title:** Vice President and Funds Controller