Tiaa Cref Life Fund NPORT-P TIAA-CREF Life Social Choice Equity Fund (Mar 2024 report)

Portfolio

of

Investments

Nuveen

Life

Growth

Equity

Fund

March

31,

2024

1

See

Notes

to

Portfolio

of

Investments

(Unaudited)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

LONG-TERM

INVESTMENTS

-

99.6%

COMMON

STOCKS

-

99.6%

AUTOMOBILES

&

COMPONENTS

-

0

.2

%

2,557

(a)

Tesla,

Inc

$

449,495‌

TOTAL

AUTOMOBILES

&

COMPONENTS

449,495‌

CAPITAL

GOODS

-

2

.3

%

15,176

(a)

Boeing

Co

2,928,816‌

5,155

Honeywell

International,

Inc

1,058,064‌

TOTAL

CAPITAL

GOODS

3,986,880‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

1

.8

%

18,926

Experian

Group

Ltd

824,662‌

5,588

Verisk

Analytics,

Inc

1,317,259‌

5,435

Waste

Connections,

Inc

934,874‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

3,076,795‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

13

.2

%

117,169

(a)

Amazon.com,

Inc

21,134,944‌

16,766

TJX

Cos,

Inc

1,700,408‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

22,835,352‌

CONSUMER

DURABLES

&

APPAREL

-

1

.4

%

1,539

Kering

609,572‌

9,931

Nike,

Inc

(Class

B)

933,315‌

109,300

PRADA

S.p.A

867,223‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

2,410,110‌

CONSUMER

SERVICES

-

5

.5

%

977

Booking

Holdings,

Inc

3,544,439‌

80,471

(a)

Carnival

Corp

1,314,896‌

6,310

(a)

Flutter

Entertainment

plc

1,257,794‌

15,535

Las

Vegas

Sands

Corp

803,159‌

4,355

Restaurant

Brands

International,

Inc

346,005‌

24,958

Starbucks

Corp

2,280,912‌

TOTAL

CONSUMER

SERVICES

9,547,205‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

1

.8

%

4,329

Costco

Wholesale

Corp

3,171,555‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

3,171,555‌

ENERGY

-

0

.8

%

10,476

ConocoPhillips

1,333,385‌

TOTAL

ENERGY

1,333,385‌

FINANCIAL

SERVICES

-

5

.6

%

897

(a),(b)

Adyen

NV

1,515,155‌

4,702

American

Express

Co

1,070,599‌

4,460

London

Stock

Exchange

Group

plc

533,657‌

27,828

(a)

PayPal

Holdings,

Inc

1,864,198‌

16,940

Visa,

Inc

(Class

A)

4,727,615‌

TOTAL

FINANCIAL

SERVICES

9,711,224‌

FOOD,

BEVERAGE

&

TOBACCO

-

1

.5

%

71,818

Davide

Campari-Milano

NV

721,768‌

33,064

(a)

Monster

Beverage

Corp

1,960,034‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

2,681,802‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

5

.4

%

4,710

(a)

Align

Technology,

Inc

1,544,503‌

8,973

(a)

DexCom,

Inc

1,244,555‌

5,742

(a)

Intuitive

Surgical,

Inc

2,291,575‌

6,353

UnitedHealth

Group,

Inc

3,142,829‌

5,336

(a)

Veeva

Systems,

Inc

1,236,298‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

9,459,760‌

Nuveen

Life

Growth

Equity

Fund

March

31,

2024

2

See

Notes

to

Portfolio

of

Investments

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0

.9

%

9,676

Estee

Lauder

Cos

(Class

A)

$

1,491,556‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

1,491,556‌

INSURANCE

-

0

.9

%

7,395

Progressive

Corp

1,529,434‌

TOTAL

INSURANCE

1,529,434‌

MATERIALS

-

0

.6

%

2,194

Linde

plc

1,018,718‌

TOTAL

MATERIALS

1,018,718‌

MEDIA

&

ENTERTAINMENT

-

11

.6

%

57,501

(a)

Alphabet,

Inc

8,755,103‌

32,886

(a)

Match

Group,

Inc

1,193,104‌

21,007

Meta

Platforms,

Inc

10,200,579‌

TOTAL

MEDIA

&

ENTERTAINMENT

20,148,786‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

3

.7

%

5,441

Amgen,

Inc

1,546,985‌

6,334

(a)

Illumina,

Inc

869,785‌

28,275

Novo

Nordisk

A.S.

3,626,929‌

368

(a)

Regeneron

Pharmaceuticals,

Inc

354,197‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

6,397,896‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

14

.6

%

16,812

Applied

Materials,

Inc

3,467,139‌

4,513

Broadcom,

Inc

5,981,575‌

34,789

Intel

Corp

1,536,630‌

14,942

Nvidia

Corp

13,500,994‌

5,729

Taiwan

Semiconductor

Manufacturing

Co

Ltd

(ADR)

779,430‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

25,265,768‌

SOFTWARE

&

SERVICES

-

20

.9

%

7,263

(a)

Atlassian

Corp

Ltd

1,417,084‌

4,048

Intuit,

Inc

2,631,200‌

46,551

Microsoft

Corp

19,584,937‌

4,622

(a)

Palo

Alto

Networks,

Inc

1,313,249‌

2,930

Roper

Industries,

Inc

1,643,261‌

16,601

Salesforce,

Inc

4,999,889‌

2,324

(a)

ServiceNow,

Inc

1,771,818‌

6,608

(a)

Snowflake,

Inc

1,067,853‌

6,519

(a)

Workday,

Inc

1,778,057‌

TOTAL

SOFTWARE

&

SERVICES

36,207,348‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

4

.5

%

45,634

Apple,

Inc

7,825,318‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

7,825,318‌

TRANSPORTATION

-

2

.4

%

77,546

(a)

Grab

Holdings

Ltd

243,494‌

50,714

(a)

Uber

Technologies,

Inc

3,904,471‌

TOTAL

TRANSPORTATION

4,147,965‌

TOTAL

COMMON

STOCKS

172,696,352‌

(Cost

$84,623,024)

TOTAL

LONG-TERM

INVESTMENTS

172,696,352‌

(Cost

$84,623,024)

3

See

Notes

to

Portfolio

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCERATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

SHORT-TERM

INVESTMENTS

-

0.8%

REPURCHASE

AGREEMENT

-

0

.8

%

$

1,420,000

(c)

Fixed

Income

Clearing

Corp

(FICC)

5

.320

%

04/01/24

$

1,420,000‌

TOTAL

REPURCHASE

AGREEMENT

1,420,000‌

TOTAL

SHORT-TERM

INVESTMENTS

1,420,000‌

(Cost

$1,420,000)

TOTAL

INVESTMENTS

-

100.4%

174,116,352‌

(Cost

$86,043,024)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(0.4)%

(

648,204‌

)

NET

ASSETS

-

100.0%

$

173,468,148‌

ADR

American

Depositary

Receipt

(a)

Non-income

producing

(b)

Security

is

exempt

from

registration

under

Rule

144(A)

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

(c)

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

5.320%

dated

3/28/24

to

be

repurchased

at

$1,420,839

on

4/1/24,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

0.125%

and

maturity

date

7/15/26,

valued

at

$1,448,410.

Nuveen

Life

Core

Equity

Fund

March

31,

2024

Portfolio

of

Investments

4

See

Notes

to

Portfolio

of

Investments

(Unaudited)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

LONG-TERM

INVESTMENTS

-

99.4%

COMMON

STOCKS

-

99.4%

AUTOMOBILES

&

COMPONENTS

-

1

.2

%

70,593

BorgWarner,

Inc

$

2,452,401‌

TOTAL

AUTOMOBILES

&

COMPONENTS

2,452,401‌

BANKS

-

3

.1

%

35,270

Citigroup,

Inc

2,230,475‌

70,016

Wells

Fargo

&

Co

4,058,127‌

TOTAL

BANKS

6,288,602‌

CAPITAL

GOODS

-

7

.8

%

8,121

(a)

Builders

FirstSource,

Inc

1,693,635‌

15,617

Dover

Corp

2,767,176‌

11,621

Honeywell

International,

Inc

2,385,210‌

7,109

Hubbell,

Inc

2,950,590‌

4,796

United

Rentals,

Inc

3,458,444‌

19,448

Westinghouse

Air

Brake

Technologies

Corp

2,833,185‌

TOTAL

CAPITAL

GOODS

16,088,240‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

8

.5

%

49,739

(a)

Amazon.com,

Inc

8,971,921‌

11,286

Home

Depot,

Inc

4,329,309‌

16,456

Lowe's

Cos,

Inc

4,191,837‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

17,493,067‌

CONSUMER

DURABLES

&

APPAREL

-

1

.7

%

11,222

DR

Horton,

Inc

1,846,580‌

14,530

Pulte

Homes,

Inc

1,752,609‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

3,599,189‌

CONSUMER

SERVICES

-

0

.9

%

13,100

(a)

Royal

Caribbean

Cruises

Ltd

1,821,031‌

TOTAL

CONSUMER

SERVICES

1,821,031‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

0

.5

%

1,555

Costco

Wholesale

Corp

1,139,240‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

1,139,240‌

ENERGY

-

5

.4

%

20,413

Chevron

Corp

3,219,947‌

14,568

EOG

Resources,

Inc

1,862,373‌

33,847

Exxon

Mobil

Corp

3,934,375‌

12,388

Valero

Energy

Corp

2,114,508‌

TOTAL

ENERGY

11,131,203‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

2

.3

%

29,657

Simon

Property

Group,

Inc

4,641,024‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

4,641,024‌

FINANCIAL

SERVICES

-

10

.0

%

11,561

American

Express

Co

2,632,324‌

11,792

Ameriprise

Financial,

Inc

5,170,084‌

12,759

Ares

Management

Corp

1,696,692‌

70,313

Bank

of

New

York

Mellon

Corp

4,051,435‌

6,960

Mastercard,

Inc

(Class

A)

3,351,727‌

13,369

Visa,

Inc

(Class

A)

3,731,021‌

TOTAL

FINANCIAL

SERVICES

20,633,283‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

9

.9

%

25,419

Abbott

Laboratories

2,889,123‌

29,608

(a)

Boston

Scientific

Corp

2,027,852‌

36,110

Cardinal

Health,

Inc

4,040,709‌

11,919

Cigna

Group

4,328,862‌

14,078

Laboratory

Corp

of

America

Holdings

3,075,480‌

5

See

Notes

to

Portfolio

of

Investments

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES—continued

7,966

UnitedHealth

Group,

Inc

$

3,940,780‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

20,302,806‌

INSURANCE

-

5

.1

%

61,138

American

International

Group,

Inc

4,779,157‌

21,276

(a)

Arch

Capital

Group

Ltd

1,966,753‌

14,843

Chubb

Ltd

3,846,267‌

TOTAL

INSURANCE

10,592,177‌

MATERIALS

-

2

.4

%

32,595

Corteva,

Inc

1,879,754‌

6,525

Linde

plc

3,029,688‌

TOTAL

MATERIALS

4,909,442‌

MEDIA

&

ENTERTAINMENT

-

7

.4

%

23,984

(a)

Alphabet,

Inc

3,651,804‌

27,032

(a)

Alphabet,

Inc

(Class

A)

4,079,940‌

15,421

Meta

Platforms,

Inc

7,488,129‌

TOTAL

MEDIA

&

ENTERTAINMENT

15,219,873‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

4

.4

%

52,724

Bristol-Myers

Squibb

Co

2,859,222‌

46,244

Merck

&

Co,

Inc

6,101,896‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

8,961,118‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

11

.3

%

11,284

Applied

Materials,

Inc

2,327,099‌

1,757

Broadcom,

Inc

2,328,746‌

2,905

Lam

Research

Corp

2,822,411‌

13,323

Nvidia

Corp

12,038,130‌

21,791

QUALCOMM,

Inc

3,689,216‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

23,205,602‌

SOFTWARE

&

SERVICES

-

9

.7

%

37,949

Microsoft

Corp

15,965,903‌

18,172

Oracle

Corp

2,282,585‌

5,674

(a)

Palo

Alto

Networks,

Inc

1,612,154‌

TOTAL

SOFTWARE

&

SERVICES

19,860,642‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

4

.7

%

46,252

Apple,

Inc

7,931,293‌

5,771

(a)

Arista

Networks,

Inc

1,673,474‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

9,604,767‌

UTILITIES

-

3

.1

%

36,319

Alliant

Energy

Corp

1,830,478‌

24,253

American

Electric

Power

Co,

Inc

2,088,183‌

36,941

NextEra

Energy,

Inc

2,360,899‌

TOTAL

UTILITIES

6,279,560‌

TOTAL

COMMON

STOCKS

204,223,267‌

(Cost

$124,137,341)

TOTAL

LONG-TERM

INVESTMENTS

204,223,267‌

(Cost

$124,137,341)

Nuveen

Life

Core

Equity

Fund

March

31,

2024

6

See

Notes

to

Portfolio

of

Investments

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCERATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

SHORT-TERM

INVESTMENTS

-

1.0%

REPURCHASE

AGREEMENT

-

1

.0

%

$

2,130,000

(b)

Fixed

Income

Clearing

Corp

(FICC)

5

.320

%

04/01/24

$

2,130,000‌

TOTAL

REPURCHASE

AGREEMENT

2,130,000‌

TOTAL

SHORT-TERM

INVESTMENTS

2,130,000‌

(Cost

$2,130,000)

TOTAL

INVESTMENTS

-

100.4%

206,353,267‌

(Cost

$126,267,341)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(0.4)%

(

802,952‌

)

NET

ASSETS

-

100.0%

$

205,550,315‌

(a)

Non-income

producing

(b)

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

5.320%

dated

3/28/24

to

be

repurchased

at

$2,131,259

on

4/1/24,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

1.500%

and

maturity

date

8/15/26,

valued

at

$2,172,616.

Portfolio

of

Investments

Nuveen

Life

Large

Cap

Value

Fund

March

31,

2024

7

See

Notes

to

Portfolio

of

Investments

(Unaudited)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

LONG-TERM

INVESTMENTS

-

99.9%

COMMON

STOCKS

-

99.9%

BANKS

-

9

.9

%

48,997

Bank

of

America

Corp

$

1,857,966‌

8,773

Fifth

Third

Bancorp

326,443‌

17,203

JPMorgan

Chase

&

Co

3,445,761‌

5,361

PNC

Financial

Services

Group,

Inc

866,338‌

32,923

Wells

Fargo

&

Co

1,908,217‌

TOTAL

BANKS

8,404,725‌

CAPITAL

GOODS

-

11

.3

%

2,922

Allegion

plc

393,623‌

5,317

(a)

Boeing

Co

1,026,128‌

977

Deere

&

Co

401,293‌

5,579

Dover

Corp

988,543‌

4,635

Eaton

Corp

plc

1,449,272‌

6,294

Honeywell

International,

Inc

1,291,843‌

7,480

Masco

Corp

590,022‌

2,515

Parker-Hannifin

Corp

1,397,812‌

15,126

RTX

Corp

1,475,239‌

2,041

Trane

Technologies

plc

612,708‌

TOTAL

CAPITAL

GOODS

9,626,483‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0

.1

%

1,054

Veralto

Corp

93,448‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

93,448‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0

.6

%

1,382

Home

Depot,

Inc

530,135‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

530,135‌

CONSUMER

DURABLES

&

APPAREL

-

1

.4

%

145

(a)

NVR,

Inc

1,174,494‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

1,174,494‌

CONSUMER

SERVICES

-

2

.8

%

154

Booking

Holdings,

Inc

558,694‌

4,623

Hilton

Worldwide

Holdings,

Inc

986,132‌

2,981

McDonald's

Corp

840,493‌

TOTAL

CONSUMER

SERVICES

2,385,319‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

1

.8

%

25,002

Walmart,

Inc

1,504,370‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

1,504,370‌

ENERGY

-

8

.1

%

6,749

Chevron

Corp

1,064,587‌

12,024

ConocoPhillips

1,530,415‌

7,692

EOG

Resources,

Inc

983,345‌

19,280

Exxon

Mobil

Corp

2,241,107‌

6,470

Valero

Energy

Corp

1,104,365‌

TOTAL

ENERGY

6,923,819‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

1

.5

%

9,556

Prologis,

Inc

1,244,382‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

1,244,382‌

FINANCIAL

SERVICES

-

10

.5

%

5,284

American

Express

Co

1,203,114‌

5,198

(a)

Berkshire

Hathaway,

Inc

2,185,863‌

1,118

BlackRock,

Inc

932,077‌

14,672

Charles

Schwab

Corp

1,061,372‌

6,925

(a)

Fiserv,

Inc

1,106,753‌

3,477

Goldman

Sachs

Group,

Inc

1,452,308‌

Nuveen

Life

Large

Cap

Value

Fund

March

31,

2024

8

See

Notes

to

Portfolio

of

Investments

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

FINANCIAL

SERVICES—continued

7,699

Intercontinental

Exchange,

Inc

$

1,058,074‌

TOTAL

FINANCIAL

SERVICES

8,999,561‌

FOOD,

BEVERAGE

&

TOBACCO

-

2

.0

%

9,870

Mondelez

International,

Inc

690,900‌

10,652

Philip

Morris

International,

Inc

975,936‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

1,666,836‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

7

.8

%

10,835

Abbott

Laboratories

1,231,506‌

2,770

Cigna

Group

1,006,036‌

2,312

Elevance

Health,

Inc

1,198,865‌

3,523

HCA,

Inc

1,175,026‌

524

Humana,

Inc

181,681‌

10,013

Medtronic

plc

872,633‌

1,983

UnitedHealth

Group,

Inc

980,990‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

6,646,737‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

2

.1

%

27,893

Kenvue,

Inc

598,584‌

7,553

Procter

&

Gamble

Co

1,225,474‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

1,824,058‌

INSURANCE

-

5

.4

%

18,492

American

International

Group,

Inc

1,445,520‌

5,224

Chubb

Ltd

1,353,695‌

4,628

Marsh

&

McLennan

Cos,

Inc

953,275‌

11,039

Metlife,

Inc

818,100‌

TOTAL

INSURANCE

4,570,590‌

MATERIALS

-

4

.9

%

3,241

Celanese

Corp

(Series

A)

556,998‌

7,969

Crown

Holdings,

Inc

631,623‌

12,658

DuPont

de

Nemours,

Inc

970,489‌

3,549

Linde

plc

1,647,872‌

1,135

Reliance

Steel

&

Aluminum

Co

379,294‌

TOTAL

MATERIALS

4,186,276‌

MEDIA

&

ENTERTAINMENT

-

3

.5

%

4,147

(a)

Alphabet,

Inc

631,422‌

27,940

Comcast

Corp

(Class

A)

1,211,199‌

9,666

Walt

Disney

Co

1,182,732‌

TOTAL

MEDIA

&

ENTERTAINMENT

3,025,353‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

7

.5

%

3,682

AbbVie,

Inc

670,492‌

3,637

Danaher

Corp

908,232‌

9,946

Gilead

Sciences,

Inc

728,544‌

13,103

Johnson

&

Johnson

2,072,764‌

11,184

Merck

&

Co,

Inc

1,475,729‌

11,230

Sanofi

(ADR)

545,778‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

6,401,539‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

6

.4

%

3,840

Analog

Devices,

Inc

759,514‌

5,041

Applied

Materials,

Inc

1,039,605‌

445

Broadcom,

Inc

589,808‌

12,257

Intel

Corp

541,392‌

634

Lam

Research

Corp

615,975‌

8,783

Micron

Technology,

Inc

1,035,428‌

3,472

NXP

Semiconductors

NV

860,257‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

5,441,979‌

SOFTWARE

&

SERVICES

-

3

.3

%

1,985

Accenture

plc

688,021‌

1,937

Microsoft

Corp

814,935‌

9

See

Notes

to

Portfolio

of

Investments

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

SOFTWARE

&

SERVICES—continued

10,551

Oracle

Corp

$

1,325,311‌

TOTAL

SOFTWARE

&

SERVICES

2,828,267‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

2

.2

%

18,030

Cisco

Systems,

Inc

899,878‌

6,980

TE

Connectivity

Ltd

1,013,775‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

1,913,653‌

TELECOMMUNICATION

SERVICES

-

1

.2

%

6,348

T-Mobile

US,

Inc

1,036,121‌

TOTAL

TELECOMMUNICATION

SERVICES

1,036,121‌

TRANSPORTATION

-

2

.7

%

15,994

(a),(b),(c)

AMR

Corporation

160‌

18,063

CSX

Corp

669,595‌

4,741

Union

Pacific

Corp

1,165,954‌

3,287

United

Parcel

Service,

Inc

(Class

B)

488,547‌

TOTAL

TRANSPORTATION

2,324,256‌

UTILITIES

-

2

.9

%

8,117

Ameren

Corp

600,333‌

7,625

American

Electric

Power

Co,

Inc

656,513‌

12,670

Dominion

Energy,

Inc

623,237‌

9,462

NextEra

Energy,

Inc

604,717‌

TOTAL

UTILITIES

2,484,800‌

TOTAL

COMMON

STOCKS

85,237,201‌

(Cost

$50,770,519)

TOTAL

LONG-TERM

INVESTMENTS

85,237,201‌

(Cost

$50,770,519)

PRINCIPAL

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

0.4%

REPURCHASE

AGREEMENT

-

0

.4

%

$

300,000

(d)

Fixed

Income

Clearing

Corp

(FICC)

5

.320

%

04/01/24

300,000‌

TOTAL

REPURCHASE

AGREEMENT

300,000‌

TOTAL

SHORT-TERM

INVESTMENTS

300,000‌

(Cost

$300,000)

TOTAL

INVESTMENTS

-

100.3%

85,537,201‌

(Cost

$51,070,519)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(0.3)%

(

251,763‌

)

NET

ASSETS

-

100.0%

$

85,285,438‌

ADR

American

Depositary

Receipt

(a)

Non-income

producing

(b)

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

(c)

In

bankruptcy

(d)

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

5.320%

dated

3/28/24

to

be

repurchased

at

$300,177

on

4/1/24,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

0.125%

and

maturity

date

7/15/26,

valued

at

$306,091.

Nuveen

Life

Real

Estate

Securities

Select

Fund

March

31,

2024

Portfolio

of

Investments

10

See

Notes

to

Portfolio

of

Investments

(Unaudited)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

LONG-TERM

INVESTMENTS

-

99.0%

COMMON

STOCKS

-

99.0%

DATA

CENTER

REITS

-

10

.9

%

20,500

Digital

Realty

Trust,

Inc

$

2,952,820‌

5,050

Equinix,

Inc

4,167,917‌

TOTAL

DATA

CENTER

REITS

7,120,737‌

HEALTH

CARE

REITS

-

7

.1

%

29,000

Healthpeak

Properties,

Inc

543,750‌

26,700

Ventas,

Inc

1,162,518‌

31,600

Welltower,

Inc

2,952,704‌

TOTAL

HEALTH

CARE

REITS

4,658,972‌

HOTEL

&

RESORT

REITS

-

3

.0

%

57,400

Host

Hotels

&

Resorts

Inc

1,187,032‌

6,700

Ryman

Hospitality

Properties,

Inc

774,587‌

TOTAL

HOTEL

&

RESORT

REITS

1,961,619‌

INDUSTRIAL

REITS

-

19

.8

%

4,500

EastGroup

Properties,

Inc

808,965‌

64,500

Prologis,

Inc

8,399,190‌

42,200

Rexford

Industrial

Realty,

Inc

2,122,660‌

24,500

Terreno

Realty

Corp

1,626,800‌

TOTAL

INDUSTRIAL

REITS

12,957,615‌

MULTI-FAMILY

RESIDENTIAL

REITS

-

7

.9

%

10,100

AvalonBay

Communities,

Inc

1,874,156‌

5,600

Camden

Property

Trust

551,040‌

17,700

Equity

Residential

1,117,047‌

2,300

Essex

Property

Trust,

Inc

563,063‌

8,300

Mid-America

Apartment

Communities,

Inc

1,092,114‌

TOTAL

MULTI-FAMILY

RESIDENTIAL

REITS

5,197,420‌

OFFICE

REITS

-

2

.6

%

5,000

Alexandria

Real

Estate

Equities,

Inc

644,550‌

8,400

Boston

Properties,

Inc

548,604‌

3,500

SL

Green

Realty

Corp

192,955‌

12,100

Vornado

Realty

Trust

348,117‌

TOTAL

OFFICE

REITS

1,734,226‌

OTHER

SPECIALIZED

REITS

-

6

.7

%

22,100

Gaming

and

Leisure

Properties,

Inc

1,018,147‌

11,100

Iron

Mountain,

Inc

890,331‌

83,300

VICI

Properties,

Inc

2,481,507‌

TOTAL

OTHER

SPECIALIZED

REITS

4,389,985‌

RETAIL

REITS

-

17

.4

%

4,500

Agree

Realty

Corp

257,040‌

46,900

Brixmor

Property

Group,

Inc

1,099,805‌

75,700

Kimco

Realty

Corp

1,484,477‌

44,400

Kite

Realty

Group

Trust

962,592‌

8,100

Macerich

Co

139,563‌

31,600

Realty

Income

Corp

1,709,560‌

25,600

Regency

Centers

Corp

1,550,336‌

26,700

Simon

Property

Group,

Inc

4,178,283‌

TOTAL

RETAIL

REITS

11,381,656‌

SELF

STORAGE

REITS

-

4

.6

%

7,200

Extra

Space

Storage,

Inc

1,058,400‌

11

See

Notes

to

Portfolio

of

Investments

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

SELF

STORAGE

REITS—continued

6,700

Public

Storage,

Inc

$

1,943,402‌

TOTAL

SELF

STORAGE

REITS

3,001,802‌

SINGLE-FAMILY

RESIDENTIAL

REITS

-

8

.0

%

44,400

American

Homes

4

Rent

1,633,032‌

24,400

Equity

Lifestyle

Properties,

Inc

1,571,360‌

9,700

Invitation

Homes,

Inc

345,417‌

12,900

Sun

Communities,

Inc

1,658,682‌

TOTAL

SINGLE-FAMILY

RESIDENTIAL

REITS

5,208,491‌

TELECOM

TOWER

REITS

-

9

.4

%

21,600

American

Tower

Corp

4,267,944‌

13,300

Crown

Castle,

Inc

1,407,539‌

2,300

SBA

Communications

Corp

498,410‌

TOTAL

TELECOM

TOWER

REITS

6,173,893‌

TIMBER

REITS

-

1

.6

%

28,900

Weyerhaeuser

Co

1,037,799‌

TOTAL

TIMBER

REITS

1,037,799‌

TOTAL

COMMON

STOCKS

64,824,215‌

(Cost

$40,332,006)

TOTAL

LONG-TERM

INVESTMENTS

64,824,215‌

(Cost

$40,332,006)

PRINCIPAL

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

0.9%

GOVERNMENT

AGENCY

DEBT

-

0

.9

%

$

590,000

Federal

Home

Loan

Bank

(FHLB)

0

.000

%

04/01/24

589,660‌

TOTAL

GOVERNMENT

AGENCY

DEBT

589,660‌

TOTAL

SHORT-TERM

INVESTMENTS

589,660‌

(Cost

$590,000)

TOTAL

INVESTMENTS

-

99.9%

65,413,875‌

(Cost

$40,922,006)

OTHER

ASSETS

&

LIABILITIES,

NET

-

0.1%

84,349‌

NET

ASSETS

-

100.0%

$

65,498,224‌

REIT

Real

Estate

Investment

Trust

Nuveen

Life

Small

Cap

Equity

Fund

March

31,

2024

Portfolio

of

Investments

12

See

Notes

to

Portfolio

of

Investments

(Unaudited)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

LONG-TERM

INVESTMENTS

-

98.9%

COMMON

STOCKS

-

98.9%

AUTOMOBILES

&

COMPONENTS

-

1

.3

%

1,058

(a)

Fox

Factory

Holding

Corp

$

55,090‌

3,375

(a)

Gentherm,

Inc

194,332‌

4,616

(a)

Modine

Manufacturing

Co

439,397‌

1,580

(a)

Visteon

Corp

185,824‌

TOTAL

AUTOMOBILES

&

COMPONENTS

874,643‌

BANKS

-

8

.5

%

5,296

Ameris

Bancorp

256,220‌

4,734

(a)

Axos

Financial,

Inc

255,825‌

1,289

(a)

Bancorp,

Inc

43,130‌

5,902

Bank

of

NT

Butterfield

&

Son

Ltd

188,805‌

1,670

Banner

Corp

80,160‌

10,972

Brookline

Bancorp,

Inc

109,281‌

3,365

Cadence

Bank

97,585‌

4,618

Cathay

General

Bancorp

174,699‌

3,126

Central

Pacific

Financial

Corp

61,738‌

4,275

ConnectOne

Bancorp,

Inc

83,363‌

6,090

(a)

Customers

Bancorp,

Inc

323,135‌

12,732

CVB

Financial

Corp

227,139‌

3,575

Eagle

Bancorp,

Inc

83,977‌

3,153

Enterprise

Financial

Services

Corp

127,886‌

3,500

First

Busey

Corp

84,175‌

2,597

First

Financial

Bancorp

58,225‌

1,968

First

Financial

Corp

75,433‌

4,065

First

Merchants

Corp

141,869‌

5,130

Hancock

Whitney

Corp

236,185‌

3,235

Heartland

Financial

USA,

Inc

113,710‌

6,717

Heritage

Commerce

Corp

57,632‌

4,788

Horizon

Bancorp,

Inc

61,430‌

1,643

Independent

Bank

Corp

41,650‌

2,022

International

Bancshares

Corp

113,515‌

4,347

Lakeland

Bancorp,

Inc

52,599‌

2,959

(a)

Metropolitan

Bank

Holding

Corp

113,922‌

3,639

National

Bank

Holdings

Corp

131,259‌

6,300

OceanFirst

Financial

Corp

103,383‌

9,140

OFG

Bancorp

336,443‌

8,906

Pacific

Premier

Bancorp,

Inc

213,744‌

1,633

Preferred

Bank

125,365‌

1,181

QCR

Holdings,

Inc

71,734‌

4,573

Renasant

Corp

143,226‌

4,642

Towne

Bank

130,255‌

3,363

UMB

Financial

Corp

292,547‌

8,228

United

Bankshares,

Inc

294,480‌

6,881

United

Community

Banks,

Inc

181,108‌

6,759

Veritex

Holdings,

Inc

138,492‌

4,311

WesBanco,

Inc

128,511‌

3,378

Westamerica

Bancorporation

165,117‌

1,337

WSFS

Financial

Corp

60,352‌

TOTAL

BANKS

5,779,304‌

CAPITAL

GOODS

-

13

.5

%

2,388

Albany

International

Corp

(Class

A)

223,302‌

8,469

(a)

API

Group

Corp

332,578‌

2,145

Apogee

Enterprises,

Inc

126,984‌

1,652

Applied

Industrial

Technologies,

Inc

326,353‌

3,311

Arcosa,

Inc

284,283‌

1,065

Atkore,

Inc

202,733‌

1,270

Barnes

Group,

Inc

47,181‌

13

See

Notes

to

Portfolio

of

Investments

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CAPITAL

GOODS—continued

3,520

(a)

Beacon

Roofing

Supply,

Inc

$

345,030‌

5,469

(a)

Blue

Bird

Corp

209,682‌

2,780

Columbus

McKinnon

Corp

124,071‌

2,503

Comfort

Systems

USA,

Inc

795,228‌

4,437

(a)

Construction

Partners,

Inc

249,138‌

1,188

CSW

Industrials,

Inc

278,705‌

10,164

(a)

DNOW,

Inc

154,493‌

5,467

Enerpac

Tool

Group

Corp

194,953‌

929

ESCO

Technologies,

Inc

99,449‌

3,893

Federal

Signal

Corp

330,399‌

6,569

(a)

Fluence

Energy,

Inc

113,907‌

880

Franklin

Electric

Co,

Inc

93,993‌

1,896

FTAI

Aviation

Ltd

127,601‌

2,882

(a)

Gibraltar

Industries,

Inc

232,087‌

1,781

(a)

GMS,

Inc

173,363‌

3,262

H&E

Equipment

Services,

Inc

209,355‌

12,226

(a)

Janus

International

Group,

Inc

184,979‌

772

Lindsay

Corp

90,834‌

1,941

McGrath

RentCorp

239,461‌

997

Moog,

Inc

(Class

A)

159,171‌

12,170

Mueller

Water

Products,

Inc

(Class

A)

195,815‌

7,120

(a)

NEXTracker,

Inc

400,642‌

4,092

(a)

Parsons

Corp

339,431‌

1,611

Powell

Industries,

Inc

229,245‌

2,867

Rush

Enterprises,

Inc

(Class

A)

153,442‌

2,011

Simpson

Manufacturing

Co,

Inc

412,617‌

2,900

(a)

SPX

Technologies,

Inc

357,077‌

2,040

(a)

Sterling

Construction

Co,

Inc

225,032‌

1,971

Tennant

Co

239,693‌

2,052

(a)

Titan

Machinery,

Inc

50,910‌

11,527

(a)

Triumph

Group,

Inc

173,366‌

619

UFP

Industries,

Inc

76,143‌

1,573

Watts

Water

Technologies,

Inc

(Class

A)

334,341‌

TOTAL

CAPITAL

GOODS

9,137,067‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

3

.6

%

2,511

ABM

Industries,

Inc

112,041‌

22,620

(a)

Alight,

Inc

222,807‌

2,225

(a)

CBIZ,

Inc

174,662‌

4,060

CSG

Systems

International,

Inc

209,252‌

10,033

(a)

ExlService

Holdings,

Inc

319,049‌

65

Exponent,

Inc

5,375‌

1,096

(a)

Franklin

Covey

Co

43,029‌

10,916

(a)

Healthcare

Services

Group

136,232‌

2,274

Heidrick

&

Struggles

International,

Inc

76,543‌

5,147

Herman

Miller,

Inc

127,440‌

2,108

(a)

Huron

Consulting

Group,

Inc

203,675‌

748

ICF

International,

Inc

112,671‌

8,851

(a)

Legalzoom.com,

Inc

118,072‌

3,584

(a)

Montrose

Environmental

Group,

Inc

140,385‌

1,740

TriNet

Group,

Inc

230,533‌

12,777

(a)

Upwork,

Inc

156,646‌

3,314

(a)

Verra

Mobility

Corp

82,751‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

2,471,163‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

2

.8

%

5,018

(a)

Abercrombie

&

Fitch

Co

(Class

A)

628,906‌

7,010

American

Eagle

Outfitters,

Inc

180,788‌

4,162

Build-A-Bear

Workshop,

Inc

124,319‌

13,984

(a)

CarParts.com,

Inc

22,654‌

7,110

(a)

National

Vision

Holdings,

Inc

157,558‌

1,080

Signet

Jewelers

Ltd

108,075‌

5,687

Upbound

Group,

Inc

200,239‌

6,058

(a)

Urban

Outfitters,

Inc

263,038‌

Nuveen

Life

Small

Cap

Equity

Fund

March

31,

2024

14

See

Notes

to

Portfolio

of

Investments

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL—continued

13,252

(a)

Warby

Parker,

Inc

$

180,360‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

1,865,937‌

CONSUMER

DURABLES

&

APPAREL

-

2

.1

%

2,010

(a)

Dream

Finders

Homes,

Inc

87,897‌

1,691

Installed

Building

Products,

Inc

437,513‌

3,697

(a)

Lovesac

Co

83,552‌

2,035

(a)

M/I

Homes,

Inc

277,350‌

6,194

(a)

Taylor

Morrison

Home

Corp

385,081‌

3,230

(a)

Tri

Pointe

Homes,

Inc

124,872‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

1,396,265‌

CONSUMER

SERVICES

-

3

.7

%

235

(a)

Biglari

Holdings,

Inc

(B

Shares)

44,575‌

1,681

(a)

Brinker

International,

Inc

83,512‌

1,362

Carriage

Services,

Inc

36,829‌

11,584

(a)

Coursera,

Inc

162,408‌

1,696

(a)

Duolingo,

Inc

374,104‌

6,709

(a)

Everi

Holdings,

Inc

67,425‌

5,608

(a)

Frontdoor,

Inc

182,709‌

6,997

International

Game

Technology

plc

158,062‌

14,644

Laureate

Education,

Inc

213,363‌

9,352

(a)

OneSpaWorld

Holdings

Ltd

123,727‌

4,209

Perdoceo

Education

Corp

73,910‌

7,369

(a)

Portillo's,

Inc

104,492‌

1,653

Strategic

Education,

Inc

172,110‌

3,655

(a)

Stride,

Inc

230,448‌

13,956

(a)

Sweetgreen,

Inc

352,529‌

1,003

Texas

Roadhouse,

Inc

(Class

A)

154,933‌

TOTAL

CONSUMER

SERVICES

2,535,136‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

0

.4

%

1,467

Andersons,

Inc

84,162‌

5,728

(a)

Chefs'

Warehouse,

Inc

215,716‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

299,878‌

ENERGY

-

7

.1

%

3,421

Ardmore

Shipping

Corp

56,173‌

7,071

California

Resources

Corp

389,612‌

1,350

Chord

Energy

Corp

240,624‌

5,140

Crescent

Energy

Co

61,166‌

2,911

CVR

Energy,

Inc

103,806‌

7,079

Delek

US

Holdings,

Inc

217,608‌

10,793

(a)

Diamond

Offshore

Drilling,

Inc

147,217‌

5,840

(a)

Expro

Group

Holdings

NV

116,625‌

53

Exxon

Mobil

Corp

6,161‌

8,866

Golar

LNG

Ltd

213,316‌

16,799

(a)

Helix

Energy

Solutions

Group,

Inc

182,101‌

4,566

Liberty

Energy,

Inc

94,608‌

9,667

(b)

Magnolia

Oil

&

Gas

Corp

250,859‌

10,255

Murphy

Oil

Corp

468,653‌

7,021

(a)

Oceaneering

International,

Inc

164,291‌

9,037

(a)

Par

Pacific

Holdings,

Inc

334,911‌

13,620

(a)

ProPetro

Holding

Corp

110,050‌

3,910

Scorpio

Tankers,

Inc

279,760‌

4,550

(a)

Seadrill

Ltd

228,865‌

12,759

Select

Water

Solutions,

Inc

117,766‌

7,190

SM

Energy

Co

358,421‌

3,188

Teekay

Tankers

Ltd

186,211‌

5,261

Vitesse

Energy,

Inc

124,844‌

2,822

(a)

Weatherford

International

plc

325,715‌

TOTAL

ENERGY

4,779,363‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

5

.8

%

6,674

American

Assets

Trust,

Inc

146,227‌

15

See

Notes

to

Portfolio

of

Investments

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)—continued

13,456

Apple

Hospitality

REIT,

Inc

$

220,409‌

13,413

Broadstone

Net

Lease,

Inc

210,182‌

4,349

Douglas

Emmett,

Inc

60,321‌

17,479

Empire

State

Realty

Trust,

Inc

177,062‌

11,457

Essential

Properties

Realty

Trust,

Inc

305,444‌

22,067

Hudson

Pacific

Properties,

Inc

142,332‌

4,065

Independence

Realty

Trust,

Inc

65,569‌

11,467

JBG

SMITH

Properties

184,045‌

9,371

Kite

Realty

Group

Trust

203,163‌

14,823

Lexington

Realty

Trust

133,704‌

5,386

Macerich

Co

92,801‌

11,910

Paramount

Group,

Inc

55,858‌

7,716

Phillips

Edison

&

Co,

Inc

276,773‌

18,431

Piedmont

Office

Realty

Trust,

Inc

129,570‌

17,470

RLJ

Lodging

Trust

206,495‌

3,411

(c)

Ryman

Hospitality

Properties,

Inc

394,346‌

19,026

Summit

Hotel

Properties,

Inc

123,859‌

19,980

Sunstone

Hotel

Investors,

Inc

222,577‌

10,415

Tanger

Factory

Outlet

Centers,

Inc

307,555‌

3,650

Terreno

Realty

Corp

242,360‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

3,900,652‌

FINANCIAL

SERVICES

-

5

.7

%

4,307

A-Mark

Precious

Metals,

Inc

132,182‌

5,557

Artisan

Partners

Asset

Management,

Inc

254,344‌

40,710

BGC

Group,

Inc

316,317‌

3,758

Enact

Holdings,

Inc

117,174‌

1,701

(a)

Enova

International,

Inc

106,874‌

6,156

Essent

Group

Ltd

366,344‌

9,254

(a)

Flywire

Corp

229,592‌

9,993

(a)

Green

Dot

Corp

93,235‌

8,332

Hannon

Armstrong

Sustainable

Infrastructure

Capital,

Inc

236,629‌

3,050

Jackson

Financial,

Inc

201,727‌

3,516

(a)

LendingTree,

Inc

148,867‌

13,815

MFA

Financial,

Inc

157,629‌

8,315

(a)

NMI

Holdings,

Inc

268,907‌

31,961

(a)

Payoneer

Global,

Inc

155,330‌

8,977

Radian

Group,

Inc

300,460‌

14,787

(a)

Repay

Holdings

Corp

162,657‌

10,531

(a)

StoneCo

Ltd

174,920‌

4,064

Victory

Capital

Holdings,

Inc

172,436‌

942

Virtus

Investment

Partners,

Inc

233,597‌

TOTAL

FINANCIAL

SERVICES

3,829,221‌

FOOD,

BEVERAGE

&

TOBACCO

-

1

.3

%

1,527

Calavo

Growers,

Inc

42,466‌

3,384

Cal-Maine

Foods,

Inc

199,148‌

267

Coca-Cola

Consolidated

Inc

225,992‌

313

Lancaster

Colony

Corp

64,988‌

3,029

(a)

National

Beverage

Corp

143,756‌

13,253

Primo

Water

Corp

241,337‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

917,687‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

5

.3

%

5,900

(a)

Accolade,

Inc

61,832‌

1,080

(a)

Addus

HomeCare

Corp

111,607‌

11,691

(a)

Alphatec

Holdings,

Inc

161,219‌

5,832

(a)

Angiodynamics,

Inc

34,234‌

5,306

(a)

AtriCure,

Inc

161,409‌

27,146

(a)

Brookdale

Senior

Living,

Inc

179,435‌

8,717

(a)

Guardant

Health,

Inc

179,832‌

8,969

(a)

Health

Catalyst,

Inc

67,537‌

2,641

HealthStream,

Inc

70,409‌

Nuveen

Life

Small

Cap

Equity

Fund

March

31,

2024

16

See

Notes

to

Portfolio

of

Investments

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES—continued

23,184

(a)

Hims

&

Hers

Health,

Inc

$

358,656‌

3,621

(a)

Inari

Medical,

Inc

173,736‌

2,835

(a)

Inmode

Ltd

61,264‌

2,465

(a)

Integer

Holdings

Corp

287,616‌

4,575

(a)

Lantheus

Holdings,

Inc

284,748‌

4,313

(a)

LivaNova

plc

241,269‌

9,823

(a)

Option

Care

Health,

Inc

329,463‌

7,400

(a)

Owens

&

Minor,

Inc

205,054‌

2,014

(a)

Progyny,

Inc

76,834‌

4,806

(a)

RxSight,

Inc

247,893‌

8,419

Select

Medical

Holdings

Corp

253,833‌

22

(a)

Shockwave

Medical,

Inc

7,164‌

2,651

(a)

Zimvie,

Inc

43,715‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

3,598,759‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

1

.9

%

8,435

(a)

BellRing

Brands,

Inc

497,918‌

3,897

(a)

elf

Beauty,

Inc

763,929‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

1,261,847‌

INSURANCE

-

1

.2

%

6,222

(a)

BRP

Group,

Inc

180,065‌

2,729

Employers

Holdings,

Inc

123,869‌

2,899

F&G

Annuities

&

Life,

Inc

117,554‌

2,820

Fidelis

Insurance

Holdings

Ltd

54,934‌

957

(a)

Palomar

Holdings,

Inc

80,225‌

2,382

Selective

Insurance

Group,

Inc

260,043‌

TOTAL

INSURANCE

816,690‌

MATERIALS

-

4

.6

%

6,550

(a)

Allegheny

Technologies,

Inc

335,163‌

6,900

(a)

Aspen

Aerogels,

Inc

121,440‌

3,450

Cabot

Corp

318,090‌

1,906

Carpenter

Technology

Corp

136,127‌

16,359

(a)

Coeur

Mining,

Inc

61,673‌

4,995

Commercial

Metals

Co

293,556‌

8,109

(a)

Constellium

SE

179,290‌

1,874

Innospec,

Inc

241,634‌

3,725

(a)

Knife

River

Corp

302,023‌

1,679

Materion

Corp

221,208‌

3,235

Minerals

Technologies,

Inc

243,531‌

2,036

Olympic

Steel,

Inc

144,312‌

9,636

(a)

Rayonier

Advanced

Materials,

Inc

46,060‌

4,871

Ryerson

Holding

Corp

163,179‌

7,362

(a)

Summit

Materials,

Inc

328,124‌

TOTAL

MATERIALS

3,135,410‌

MEDIA

&

ENTERTAINMENT

-

2

.3

%

2,240

(a)

Atlanta

Braves

Holdings,

Inc

87,494‌

10,295

(a),(b)

Cardlytics,

Inc

149,175‌

3,307

(a)

Cars.com,

Inc

56,814‌

15,790

(a)

Eventbrite,

Inc

86,529‌

7,176

(a)

IMAX

Corp

116,036‌

10,105

(a)

Integral

Ad

Science

Holding

Corp

100,747‌

2,751

John

Wiley

&

Sons,

Inc

(Class

A)

104,896‌

15,982

(a)

Lions

Gate

Entertainment

Corp

(Class

B)

148,792‌

4,130

(a)

Madison

Square

Garden

Entertainment

Corp

161,937‌

7,890

(a)

Magnite,

Inc

84,818‌

6,598

(a)

PubMatic,

Inc

156,505‌

19,145

(a)

Vimeo,

Inc

78,303‌

5,381

(a)

Yelp,

Inc

212,011‌

TOTAL

MEDIA

&

ENTERTAINMENT

1,544,057‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

9

.8

%

5,570

(a)

89bio,

Inc

64,835‌

17

See

Notes

to

Portfolio

of

Investments

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES—continued

37,481

(a)

ADMA

Biologics,

Inc

$

247,375‌

9,567

(a)

Alkermes

plc

258,979‌

4,500

(a)

Alpine

Immune

Sciences,

Inc

178,380‌

6,886

(a)

Amicus

Therapeutics,

Inc

81,117‌

1,992

(a)

Amphastar

Pharmaceuticals,

Inc

87,469‌

2,653

(a)

ANI

Pharmaceuticals,

Inc

183,402‌

31,632

(a)

Ardelyx,

Inc

230,914‌

2,824

(a)

Arvinas,

Inc

116,575‌

17,821

(a)

Aurinia

Pharmaceuticals,

Inc

89,283‌

8,090

(a)

Avidity

Biosciences,

Inc

206,457‌

26,136

(a)

BioCryst

Pharmaceuticals,

Inc

132,771‌

1,876

(a)

Blueprint

Medicines

Corp

177,957‌

6,100

(a)

Catalyst

Pharmaceuticals,

Inc

97,234‌

4,770

(a)

Celldex

Therapeutics,

Inc

200,197‌

14,258

(a)

Codexis,

Inc

49,760‌

16,630

(a)

Cogent

Biosciences,

Inc

111,754‌

8,900

(a)

Deciphera

Pharmaceuticals,

Inc

139,997‌

8,090

(a)

Dynavax

Technologies

Corp

100,397‌

16,370

(a)

Editas

Medicine,

Inc

121,465‌

9,784

(a)

Evolus,

Inc

136,976‌

1,440

(a)

EyePoint

Pharmaceuticals,

Inc

29,765‌

7,213

(a)

Halozyme

Therapeutics,

Inc

293,425‌

4,256

(a)

Harmony

Biosciences

Holdings,

Inc

142,916‌

1,299

(a)

Immunovant,

Inc

41,971‌

3,470

(a)

Insmed,

Inc

94,141‌

4,067

(a)

Intra-Cellular

Therapies,

Inc

281,436‌

5,892

(a)

Iovance

Biotherapeutics,

Inc

87,319‌

13,508

(a)

Ironwood

Pharmaceuticals,

Inc

117,655‌

7,081

(a)

Kiniksa

Pharmaceuticals

Ltd

139,708‌

7,445

(a)

MacroGenics,

Inc

109,590‌

15,280

(a)

MannKind

Corp

69,218‌

4,938

(a)

Mirum

Pharmaceuticals,

Inc

124,043‌

8,181

(a)

Myriad

Genetics,

Inc

174,419‌

6,509

(a)

Nurix

Therapeutics,

Inc

95,682‌

16,996

(a)

Ocular

Therapeutix,

Inc

154,664‌

2,920

Phibro

Animal

Health

Corp

37,756‌

6,615

(a)

Protagonist

Therapeutics,

Inc

191,372‌

5,953

(a)

Quanterix

Corp

140,253‌

42,130

(a)

Rigel

Pharmaceuticals,

Inc

62,352‌

2,010

(a)

Supernus

Pharmaceuticals,

Inc

68,561‌

4,540

(a)

Syndax

Pharmaceuticals,

Inc

108,052‌

11,609

(a)

TG

Therapeutics,

Inc

176,573‌

11,658

(a)

Travere

Therapeutics,

Inc

89,883‌

6,608

(a)

Veracyte,

Inc

146,433‌

4,967

(a)

Vericel

Corp

258,383‌

266

(a)

Vertex

Pharmaceuticals,

Inc

111,191‌

10,046

(a)

Verve

Therapeutics,

Inc

133,411‌

7,640

(a)

Viridian

Therapeutics,

Inc

133,776‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

6,627,242‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

3

.0

%

6,850

(a)

ACM

Research,

Inc

199,609‌

1,870

(a)

Ambarella,

Inc

94,940‌

1,824

(a)

Axcelis

Technologies,

Inc

203,412‌

10,905

(a)

Credo

Technology

Group

Holding

Ltd

231,077‌

7,410

(a)

MaxLinear,

Inc

138,345‌

2,867

(a)

PDF

Solutions,

Inc

96,532‌

9,161

(a)

Photronics,

Inc

259,440‌

6,087

(a)

Rambus,

Inc

376,237‌

7,610

(a)

SMART

Global

Holdings,

Inc

200,295‌

5,792

(a)

Veeco

Instruments,

Inc

203,705‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

2,003,592‌

Nuveen

Life

Small

Cap

Equity

Fund

March

31,

2024

18

See

Notes

to

Portfolio

of

Investments

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

SOFTWARE

&

SERVICES

-

5

.7

%

1,381

(a)

Agilysys,

Inc

$

116,363‌

4,686

(a)

Alkami

Technology,

Inc

115,135‌

6,749

(a)

Asana,

Inc

104,542‌

2,520

(a)

Blackbaud,

Inc

186,833‌

2,810

(a)

Cleanspark,

Inc

59,600‌

8,568

Clear

Secure,

Inc

182,241‌

3,337

(a)

Commvault

Systems,

Inc

338,472‌

1,987

(a)

Everbridge,

Inc

69,207‌

5,874

(a)

Fastly,

Inc

76,186‌

11,204

(a)

Freshworks,

Inc

204,025‌

3,630

(a)

Intapp,

Inc

124,509‌

6,342

(a)

LiveRamp

Holdings,

Inc

218,799‌

4,836

(a)

Model

N,

Inc

137,681‌

17,944

(a)

Olo,

Inc

98,513‌

4,116

(a)

Q2

Holdings,

Inc

216,337‌

1,283

(a)

Qualys,

Inc

214,094‌

4,361

(a)

Rapid7,

Inc

213,863‌

2,268

(a)

Sprout

Social,

Inc

135,422‌

5,673

(a)

Squarespace,

Inc

206,724‌

5,526

(a)

Tenable

Holdings,

Inc

273,150‌

6,868

(a)

Varonis

Systems,

Inc

323,964‌

3,786

(a)

Verint

Systems,

Inc

125,506‌

1,280

(a)

Workiva,

Inc

108,544‌

TOTAL

SOFTWARE

&

SERVICES

3,849,710‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

5

.2

%

19,963

(a)

CommScope

Holding

Co,

Inc

26,152‌

7,442

(a)

Extreme

Networks,

Inc

85,881‌

1,183

(a)

Fabrinet

223,611‌

33,679

(a),(b)

Infinera

Corp

203,084‌

1,011

(a)

OSI

Systems,

Inc

144,391‌

7,680

(a)

Sanmina

Corp

477,542‌

2,092

(a)

Super

Micro

Computer,

Inc

2,112,983‌

854

(a)

Vishay

Precision

Group,

Inc

30,172‌

10,655

Xerox

Holdings

Corp

190,724‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

3,494,540‌

TELECOMMUNICATION

SERVICES

-

0

.5

%

6,345

(a)

Bandwidth,

Inc

115,860‌

39,099

(a)

Globalstar,

Inc

57,476‌

1,107

Iridium

Communications,

Inc

28,959‌

9,972

Telephone

and

Data

Systems,

Inc

159,751‌

TOTAL

TELECOMMUNICATION

SERVICES

362,046‌

TRANSPORTATION

-

1

.9

%

1,834

ArcBest

Corp

261,345‌

9,362

Costamare,

Inc

106,259‌

2,591

Forward

Air

Corp

80,606‌

3,125

(a)

Hawaiian

Holdings,

Inc

41,656‌

5,556

Hub

Group,

Inc

(Class

A)

240,131‌

180

(a)

Saia,

Inc

105,300‌

5,079

(a)

Skywest,

Inc

350,857‌

5,611

(a)

Sun

Country

Airlines

Holdings,

Inc

84,670‌

TOTAL

TRANSPORTATION

1,270,824‌

UTILITIES

-

1

.7

%

4,046

Allete,

Inc

241,304‌

4,939

Black

Hills

Corp

269,669‌

8,886

Brookfield

Infrastructure

Corp

320,251‌

4,066

ONE

Gas,

Inc

262,379‌

19

See

Notes

to

Portfolio

of

Investments

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

UTILITIES—continued

1,596

Unitil

Corp

$

83,551‌

TOTAL

UTILITIES

1,177,154‌

TOTAL

COMMON

STOCKS

66,928,187‌

(Cost

$50,667,132)

TOTAL

LONG-TERM

INVESTMENTS

66,928,187‌

(Cost

$50,667,132)

PRINCIPAL

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

1.4%

REPURCHASE

AGREEMENT

-

1

.4

%

$

920,000

(d)

Fixed

Income

Clearing

Corp

(FICC)

5

.320

%

04/01/24

920,000‌

TOTAL

REPURCHASE

AGREEMENT

920,000‌

TOTAL

SHORT-TERM

INVESTMENTS

920,000‌

(Cost

$920,000)

SHARES

EXP

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.8%

550,210

(e)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5

.340

(f)

550,210‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

550,210‌

(Cost

$550,210)

TOTAL

INVESTMENTS

-

101.1%

68,398,397‌

(Cost

$52,137,342)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(1.1)%

(

720,425‌

)

NET

ASSETS

-

100.0%

$

67,677,972‌

REIT

Real

Estate

Investment

Trust

(a)

Non-income

producing

(b)

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$558,520.

(c)

All

or

a

portion

of

these

securities

have

been

segregated

to

cover

margin

requirements

on

open

futures

contracts.

(d)

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

5.320%

dated

3/28/24

to

be

repurchased

at

$920,544

on

4/1/24,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

0.125%

and

maturity

date

7/15/26,

valued

at

$938,506.

(e)

Investments

made

with

cash

collateral

received

from

securities

on

loan.

(f)

The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

Futures

Contracts

-

Long

Description

Number

of

Contracts

Expiration

Date

Notional

Amount

Value

Unrealized

Appreciation

(Depreciation)

Russell

2000

E-Mini

Index

8‌

06/21/24

 $

835,226‌

$

858,360‌

$

23,134‌

Nuveen

Life

Large

Cap

Responsible

Fund

March

31,

2024

Portfolio

of

Investments

20

See

Notes

to

Portfolio

of

Investments

(Unaudited)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

LONG-TERM

INVESTMENTS

-

97.8%

COMMON

STOCKS

-

97.8%

AUTOMOBILES

&

COMPONENTS

-

1

.5

%

2,052

(a)

Aptiv

plc

$

163,442‌

7,265

(a)

Tesla,

Inc

1,277,114‌

TOTAL

AUTOMOBILES

&

COMPONENTS

1,440,556‌

BANKS

-

2

.5

%

6,214

Citigroup,

Inc

392,973‌

8,912

JPMorgan

Chase

&

Co

1,785,074‌

1,062

PNC

Financial

Services

Group,

Inc

171,619‌

TOTAL

BANKS

2,349,666‌

CAPITAL

GOODS

-

7

.0

%

859

(a)

Axon

Enterprise,

Inc

268,764‌

5,986

Carrier

Global

Corp

347,966‌

2,604

Caterpillar,

Inc

954,184‌

1,448

Deere

&

Co

594,751‌

2,686

Eaton

Corp

plc

839,858‌

3,676

Emerson

Electric

Co

416,932‌

33

Fastenal

Co

2,546‌

1,630

Fortive

Corp

140,213‌

2,665

Illinois

Tool

Works,

Inc

715,099‌

6,499

Ingersoll

Rand,

Inc

617,080‌

1,699

Quanta

Services,

Inc

441,400‌

246

Rockwell

Automation,

Inc

71,667‌

552

Trane

Technologies

plc

165,710‌

570

United

Rentals,

Inc

411,033‌

532

W.W.

Grainger,

Inc

541,204‌

999

Xylem,

Inc

129,111‌

TOTAL

CAPITAL

GOODS

6,657,518‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

1

.7

%

3,048

Automatic

Data

Processing,

Inc

761,207‌

101

Broadridge

Financial

Solutions,

Inc

20,691‌

11,341

(a)

Copart,

Inc

656,871‌

776

Paychex,

Inc

95,293‌

248

Verisk

Analytics,

Inc

58,461‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

1,592,523‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

4

.0

%

4,303

eBay,

Inc

227,112‌

1,425

Genuine

Parts

Co

220,775‌

3,563

Home

Depot,

Inc

1,366,767‌

2,991

LKQ

Corp

159,749‌

2,814

Lowe's

Cos,

Inc

716,810‌

699

Pool

Corp

282,047‌

7,902

TJX

Cos,

Inc

801,421‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

3,774,681‌

CONSUMER

DURABLES

&

APPAREL

-

0

.5

%

1,390

DR

Horton,

Inc

228,725‌

685

(a)

Lululemon

Athletica,

Inc

267,595‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

496,320‌

CONSUMER

SERVICES

-

2

.7

%

230

Booking

Holdings,

Inc

834,412‌

3,408

McDonald's

Corp

960,886‌

6,425

Starbucks

Corp

587,181‌

1,274

Yum!

Brands,

Inc

176,640‌

TOTAL

CONSUMER

SERVICES

2,559,119‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

1

.2

%

1,768

(a)

Dollar

Tree,

Inc

235,409‌

21

See

Notes

to

Portfolio

of

Investments

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL—continued

6,239

Kroger

Co

$

356,434‌

3,082

Target

Corp

546,162‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

1,138,005‌

ENERGY

-

1

.4

%

18,901

Baker

Hughes

Co

633,183‌

8,228

ONEOK,

Inc

659,639‌

TOTAL

ENERGY

1,292,822‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

2

.4

%

2,218

American

Tower

Corp

438,255‌

810

Equinix,

Inc

668,517‌

541

Iron

Mountain,

Inc

43,394‌

5,996

(b)

Prologis,

Inc

780,799‌

3,524

Welltower,

Inc

329,282‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

2,260,247‌

FINANCIAL

SERVICES

-

9

.4

%

3,720

American

Express

Co

847,007‌

1,427

Ameriprise

Financial,

Inc

625,654‌

5,057

Bank

of

New

York

Mellon

Corp

291,384‌

969

BlackRock,

Inc

807,855‌

126

Discover

Financial

Services

16,517‌

181

Fidelity

National

Information

Services,

Inc

13,427‌

1,947

Goldman

Sachs

Group,

Inc

813,242‌

2,912

Mastercard,

Inc

(Class

A)

1,402,332‌

1,769

Moody's

Corp

695,270‌

8,162

Morgan

Stanley

768,534‌

1,761

Nasdaq

Stock

Market,

Inc

111,119‌

2,634

(a)

PayPal

Holdings,

Inc

176,452‌

1,950

S&P

Global,

Inc

829,628‌

5,315

Visa,

Inc

(Class

A)

1,483,310‌

TOTAL

FINANCIAL

SERVICES

8,881,731‌

FOOD,

BEVERAGE

&

TOBACCO

-

3

.6

%

3,021

Archer-Daniels-Midland

Co

189,749‌

17,362

Coca-Cola

Co

1,062,207‌

5,492

General

Mills,

Inc

384,275‌

3,011

Keurig

Dr

Pepper,

Inc

92,347‌

17,120

Kraft

Heinz

Co

631,728‌

206

Lamb

Weston

Holdings,

Inc

21,945‌

219

McCormick

&

Co,

Inc

16,822‌

6,093

PepsiCo,

Inc

1,066,336‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

3,465,409‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

5

.4

%

525

AmerisourceBergen

Corp

127,570‌

619

Cigna

Group

224,815‌

2,213

(a)

Cooper

Cos,

Inc

224,531‌

4,514

(a)

Edwards

Lifesciences

Corp

431,358‌

980

Elevance

Health,

Inc

508,169‌

1,646

HCA,

Inc

548,990‌

838

(a)

IDEXX

Laboratories,

Inc

452,461‌

1,118

McKesson

Corp

600,198‌

1,311

Resmed,

Inc

259,617‌

725

STERIS

plc

162,995‌

310

Teleflex,

Inc

70,113‌

3,067

UnitedHealth

Group,

Inc

1,517,245‌

246

Zimmer

Biomet

Holdings,

Inc

32,467‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

5,160,529‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

1

.7

%

1,825

Church

&

Dwight

Co,

Inc

190,366‌

49

Kimberly-Clark

Corp

6,338‌

Nuveen

Life

Large

Cap

Responsible

Fund

March

31,

2024

22

See

Notes

to

Portfolio

of

Investments

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

HOUSEHOLD

&

PERSONAL

PRODUCTS—continued

8,460

Procter

&

Gamble

Co

$

1,372,635‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

1,569,339‌

INSURANCE

-

3

.1

%

2,123

Hartford

Financial

Services

Group,

Inc

218,775‌

3,752

Marsh

&

McLennan

Cos,

Inc

772,837‌

3,998

Progressive

Corp

826,866‌

5,226

Prudential

Financial,

Inc

613,533‌

2,383

Travelers

Cos,

Inc

548,424‌

TOTAL

INSURANCE

2,980,435‌

MATERIALS

-

3

.3

%

1,412

Avery

Dennison

Corp

315,229‌

4,178

Ball

Corp

281,430‌

2,971

Ecolab,

Inc

686,004‌

6,036

LyondellBasell

Industries

NV

617,362‌

13,890

Newmont

Goldcorp

Corp

497,817‌

1,354

PPG

Industries,

Inc

196,195‌

3,136

Steel

Dynamics,

Inc

464,849‌

2,246

Westrock

Co

111,065‌

TOTAL

MATERIALS

3,169,951‌

MEDIA

&

ENTERTAINMENT

-

5

.7

%

884

(a)

Charter

Communications,

Inc

256,917‌

21,270

Comcast

Corp

(Class

A)

922,054‌

4,459

Electronic

Arts,

Inc

591,575‌

3,325

Fox

Corp

(Class

A)

103,973‌

4,493

Fox

Corp

(Class

B)

128,590‌

239

Interpublic

Group

of

Cos,

Inc

7,799‌

1,842

(a)

NetFlix,

Inc

1,118,702‌

12,961

News

Corp

(Class

A)

339,319‌

2,341

Omnicom

Group,

Inc

226,515‌

3,608

(a)

Take-Two

Interactive

Software,

Inc

535,752‌

8,435

Walt

Disney

Co

1,032,107‌

18,566

(a)

Warner

Bros

Discovery,

Inc

162,081‌

TOTAL

MEDIA

&

ENTERTAINMENT

5,425,384‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

7

.9

%

1,458

Agilent

Technologies,

Inc

212,154‌

2,956

Amgen,

Inc

840,450‌

4,521

Bristol-Myers

Squibb

Co

245,174‌

3,549

Danaher

Corp

886,256‌

2,390

Eli

Lilly

&

Co

1,859,325‌

5,201

Gilead

Sciences,

Inc

380,973‌

953

(a)

IQVIA

Holdings,

Inc

241,004‌

9,666

Merck

&

Co,

Inc

1,275,429‌

46

(a)

Mettler-Toledo

International,

Inc

61,239‌

741

(a)

Regeneron

Pharmaceuticals,

Inc

713,205‌

40

(a)

Waters

Corp

13,769‌

340

West

Pharmaceutical

Services,

Inc

134,541‌

3,715

Zoetis,

Inc

628,615‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

7,492,134‌

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0

.3

%

3,288

(a)

CBRE

Group,

Inc

319,725‌

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

319,725‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

10

.1

%

4,382

Applied

Materials,

Inc

903,700‌

1,237

(a)

First

Solar,

Inc

208,806‌

20,922

Intel

Corp

924,125‌

837

Lam

Research

Corp

813,204‌

5,770

Nvidia

Corp

5,213,541‌

2,754

NXP

Semiconductors

NV

682,358‌

23

See

Notes

to

Portfolio

of

Investments

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT—continued

5,101

Texas

Instruments,

Inc

$

888,645‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

9,634,379‌

SOFTWARE

&

SERVICES

-

15

.9

%

1,943

(a)

Adobe,

Inc

980,438‌

927

(a)

Ansys,

Inc

321,817‌

2,581

(a)

Autodesk,

Inc

672,144‌

2,294

(a)

Cadence

Design

Systems,

Inc

714,076‌

4,034

Gen

Digital,

Inc

90,362‌

4,728

International

Business

Machines

Corp

902,859‌

1,416

Intuit,

Inc

920,400‌

17,030

Microsoft

Corp

7,164,862‌

2,990

(a)

PTC,

Inc

564,931‌

3,869

Salesforce,

Inc

1,165,265‌

1,145

(a)

ServiceNow,

Inc

872,948‌

1,273

(a)

Synopsys,

Inc

727,519‌

TOTAL

SOFTWARE

&

SERVICES

15,097,621‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

2

.4

%

33,130

Hewlett

Packard

Enterprise

Co

587,395‌

18,113

HP,

Inc

547,375‌

3,909

(a)

Keysight

Technologies,

Inc

611,289‌

8,472

(a)

Trimble

Inc

545,258‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

2,291,317‌

TELECOMMUNICATION

SERVICES

-

1

.0

%

22,524

Verizon

Communications,

Inc

945,107‌

TOTAL

TELECOMMUNICATION

SERVICES

945,107‌

TRANSPORTATION

-

2

.0

%

17,070

CSX

Corp

632,785‌

128

Expeditors

International

Washington,

Inc

15,561‌

303

JB

Hunt

Transport

Services,

Inc

60,373‌

1,888

Old

Dominion

Freight

Line

414,057‌

5,198

United

Parcel

Service,

Inc

(Class

B)

772,579‌

TOTAL

TRANSPORTATION

1,895,355‌

UTILITIES

-

1

.1

%

1,508

American

Water

Works

Co,

Inc

184,293‌

6,989

Consolidated

Edison,

Inc

634,671‌

4,777

Exelon

Corp

179,472‌

TOTAL

UTILITIES

998,436‌

TOTAL

COMMON

STOCKS

92,888,309‌

(Cost

$55,055,405)

TOTAL

LONG-TERM

INVESTMENTS

92,888,309‌

(Cost

$55,055,405)

PRINCIPAL

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

2.1%

REPURCHASE

AGREEMENT

-

2

.1

%

$

1,990,000

(c)

Fixed

Income

Clearing

Corp

(FICC)

5

.320

%

04/01/24

1,990,000‌

TOTAL

REPURCHASE

AGREEMENT

1,990,000‌

TOTAL

SHORT-TERM

INVESTMENTS

1,990,000‌

(Cost

$1,990,000)

TOTAL

INVESTMENTS

-

99.9%

94,878,309‌

(Cost

$57,045,405)

OTHER

ASSETS

&

LIABILITIES,

NET

-

0.1%

136,542‌

NET

ASSETS

-

100.0%

$

95,014,851‌

Nuveen

Life

Large

Cap

Responsible

Fund

March

31,

2024

24

See

Notes

to

Portfolio

of

Investments

Portfolio

of

Investments

(continued)

(a)

Non-income

producing

(b)

All

or

a

portion

of

these

securities

have

been

segregated

to

cover

margin

requirements

on

open

futures

contracts.

(c)

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

5.320%

dated

3/28/24

to

be

repurchased

at

$1,991,176

on

4/1/24,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

0.125%

and

maturity

date

7/15/26,

valued

at

$2,029,872.

Futures

Contracts

-

Long

Description

Number

of

Contracts

Expiration

Date

Notional

Amount

Value

Unrealized

Appreciation

(Depreciation)

S&P

500

E-Mini

Index

7‌

06/21/24

 $

1,823,066‌

$

1,857,975‌

$

34,909‌

Portfolio

of

Investments

Nuveen

Life

Stock

Index

Fund

March

31,

2024

25

See

Notes

to

Portfolio

of

Investments

(Unaudited)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

LONG-TERM

INVESTMENTS

-

99.9%

COMMON

STOCKS

-

99.9%

AUTOMOBILES

&

COMPONENTS

-

1

.4

%

1,634

(a)

Adient

plc

$

53,791‌

1,752

(a)

American

Axle

&

Manufacturing

Holdings,

Inc

12,895‌

4,464

(a)

Aptiv

plc

355,558‌

4,087

BorgWarner,

Inc

141,982‌

271

(a)

Cooper-Standard

Holdings,

Inc

4,488‌

2,264

Dana

Inc

28,753‌

476

(a)

Dorman

Products,

Inc

45,882‌

63,987

Ford

Motor

Co

849,747‌

713

(a)

Fox

Factory

Holding

Corp

37,126‌

18,801

General

Motors

Co

852,625‌

3,486

Gentex

Corp

125,914‌

573

(a)

Gentherm,

Inc

32,993‌

4,151

(a)

Goodyear

Tire

&

Rubber

Co

56,993‌

2,377

Harley-Davidson,

Inc

103,970‌

377

LCI

Industries

46,394‌

1,037

Lear

Corp

150,240‌

11,997

(a),(b)

Lucid

Group,

Inc

34,191‌

3,923

(a),(b)

Luminar

Technologies,

Inc

7,728‌

772

(a)

Modine

Manufacturing

Co

73,487‌

381

Patrick

Industries,

Inc

45,518‌

817

Phinia,

Inc

31,397‌

4,728

(a),(b)

QuantumScape

Corp

29,739‌

10,927

(a),(b)

Rivian

Automotive,

Inc

119,651‌

2,129

(a),(b)

Solid

Power,

Inc

4,322‌

330

Standard

Motor

Products,

Inc

11,071‌

449

(a)

Stoneridge,

Inc

8,280‌

45,054

(a)

Tesla,

Inc

7,920,043‌

900

Thor

Industries,

Inc

105,606‌

496

(a)

Visteon

Corp

58,335‌

486

Winnebago

Industries,

Inc

35,964‌

2,131

(a),(b)

Workhorse

Group,

Inc

500‌

343

(a)

XPEL,

Inc

18,529‌

TOTAL

AUTOMOBILES

&

COMPONENTS

11,403,712‌

BANKS

-

3

.7

%

254

1st

Source

Corp

13,315‌

95

ACNB

Corp

3,572‌

197

Amalgamated

Financial

Corp

4,728‌

442

Amerant

Bancorp,

Inc

10,294‌

127

American

National

Bankshares,

Inc

6,066‌

1,222

Ameris

Bancorp

59,120‌

204

Arrow

Financial

Corp

5,104‌

2,719

Associated

Banc-Corp

58,486‌

1,279

Atlantic

Union

Bankshares

Corp

45,162‌

945

(a)

Axos

Financial,

Inc

51,068‌

1,824

Banc

of

California,

Inc

27,743‌

446

Bancfirst

Corp

39,261‌

814

(a)

Bancorp,

Inc

27,236‌

117

(b)

Bank

First

Corp

10,140‌

112,582

Bank

of

America

Corp

4,269,109‌

861

Bank

of

Hawaii

Corp

53,718‌

174

Bank

of

Marin

Bancorp

2,918‌

415

Bank

of

NT

Butterfield

&

Son

Ltd

13,276‌

2,233

Bank

OZK

101,512‌

802

BankUnited,

Inc

22,456‌

511

Banner

Corp

24,528‌

219

Bar

Harbor

Bankshares

5,799‌

148

BayCom

Corp

3,050‌

Nuveen

Life

Stock

Index

Fund

March

31,

2024

26

See

Notes

to

Portfolio

of

Investments

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

BANKS—continued

174

BCB

Bancorp,

Inc

$

1,818‌

641

Berkshire

Hills

Bancorp,

Inc

14,692‌

298

(a)

Blue

Foundry

Bancorp

2,789‌

235

(b)

Blue

Ridge

Bankshares,

Inc

632‌

427

BOK

Financial

Corp

39,284‌

385

(a)

Bridgewater

Bancshares,

Inc

4,481‌

1,258

Brookline

Bancorp,

Inc

12,530‌

115

(b)

Burke

&

Herbert

Financial

Services

Corp

6,443‌

324

Business

First

Bancshares,

Inc

7,219‌

231

Byline

Bancorp,

Inc

5,017‌

3,491

Cadence

Bank

101,239‌

59

Cambridge

Bancorp

4,021‌

238

Camden

National

Corp

7,978‌

693

Capital

Bancorp,

Inc

14,435‌

156

Capital

City

Bank

Group,

Inc

4,321‌

2,332

Capitol

Federal

Financial,

Inc

13,899‌

292

Capstar

Financial

Holdings,

Inc

5,869‌

641

(a)

Carter

Bankshares,

Inc

8,102‌

1,220

Cathay

General

Bancorp

46,153‌

470

Central

Pacific

Financial

Corp

9,283‌

31,334

Citigroup,

Inc

1,981,562‌

167

Citizens

&

Northern

Corp

3,136‌

7,652

Citizens

Financial

Group,

Inc

277,691‌

63

Citizens

Financial

Services,

Inc

3,100‌

236

City

Holding

Co

24,596‌

157

Civista

Bancshares,

Inc

2,415‌

226

CNB

Financial

Corp

4,608‌

415

(a)

Coastal

Financial

Corp

16,131‌

163

Colony

Bankcorp,

Inc

1,875‌

3,230

Columbia

Banking

System,

Inc

62,501‌

599

(a)

Columbia

Financial,

Inc

10,309‌

2,351

Comerica,

Inc

129,281‌

2,055

Commerce

Bancshares,

Inc

109,326‌

1,009

Community

Bank

System,

Inc

48,462‌

238

Community

Trust

Bancorp,

Inc

10,151‌

422

ConnectOne

Bancorp,

Inc

8,229‌

858

(a)

CrossFirst

Bankshares,

Inc

11,875‌

1,101

Cullen/Frost

Bankers,

Inc

123,940‌

438

(a)

Customers

Bancorp,

Inc

23,240‌

2,357

CVB

Financial

Corp

42,049‌

611

Dime

Community

Bancshares,

Inc

11,768‌

638

Eagle

Bancorp,

Inc

14,987‌

2,453

East

West

Bancorp,

Inc

194,057‌

2,652

Eastern

Bankshares,

Inc

36,545‌

147

Enterprise

Bancorp,

Inc

3,818‌

424

Enterprise

Financial

Services

Corp

17,197‌

161

Equity

Bancshares,

Inc

5,534‌

105

Esquire

Financial

Holdings,

Inc

4,984‌

227

ESSA

Bancorp,

Inc

4,138‌

193

Farmers

&

Merchants

Bancorp,

Inc

4,302‌

378

Farmers

National

Banc

Corp

5,050‌

560

FB

Financial

Corp

21,090‌

11,764

Fifth

Third

Bancorp

437,738‌

202

Financial

Institutions,

Inc

3,802‌

440

First

Bancorp

15,893‌

3,399

First

BanCorp

59,618‌

162

First

Bancorp,

Inc

3,992‌

201

First

Bancshares,

Inc

5,216‌

354

First

Bank

4,864‌

586

First

Busey

Corp

14,093‌

87

First

Business

Financial

Services,

Inc

3,263‌

183

First

Citizens

Bancshares,

Inc

(Class

A)

299,205‌

1,371

First

Commonwealth

Financial

Corp

19,084‌

27

See

Notes

to

Portfolio

of

Investments

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

BANKS—continued

242

First

Community

Bancshares,

Inc

$

8,380‌

1,705

First

Financial

Bancorp

38,226‌

2,288

First

Financial

Bankshares,

Inc

75,069‌

445

First

Foundation,

Inc

3,360‌

2,293

First

Hawaiian,

Inc

50,354‌

8,270

First

Horizon

National

Corp

127,358‌

1,459

First

Interstate

BancSystem,

Inc

39,699‌

960

First

Merchants

Corp

33,504‌

93

First

Mid

Bancshares,

Inc

3,039‌

321

First

of

Long

Island

Corp

3,560‌

170

(a)

First

Western

Financial,

Inc

2,479‌

177

Five

Star

Bancorp

3,983‌

358

Flushing

Financial

Corp

4,514‌

5,298

FNB

Corp

74,702‌

2,673

Fulton

Financial

Corp

42,474‌

158

(a)

FVCBankcorp,

Inc

1,924‌

325

German

American

Bancorp,

Inc

11,258‌

1,648

Glacier

Bancorp,

Inc

66,381‌

26

Great

Southern

Bancorp,

Inc

1,425‌

132

Greene

County

Bancorp,

Inc

3,800‌

28

Guaranty

Bancshares,

Inc

850‌

1,685

Hancock

Whitney

Corp

77,577‌

484

Hanmi

Financial

Corp

7,705‌

1,147

HarborOne

Bancorp,

Inc

12,227‌

429

Heartland

Financial

USA,

Inc

15,079‌

1,217

Heritage

Commerce

Corp

10,442‌

460

Heritage

Financial

Corp

8,919‌

1,168

Hilltop

Holdings,

Inc

36,582‌

22

Hingham

Institution

For

Savings

The

3,838‌

89

Home

Bancorp,

Inc

3,410‌

2,960

Home

Bancshares,

Inc

72,727‌

314

HomeStreet,

Inc

4,726‌

265

HomeTrust

Bancshares,

Inc

7,245‌

1,956

Hope

Bancorp,

Inc

22,514‌

501

Horizon

Bancorp,

Inc

6,428‌

25,248

Huntington

Bancshares,

Inc

352,210‌

726

Independent

Bank

Corp

37,767‌

308

Independent

Bank

Corp

7,808‌

488

Independent

Bank

Group,

Inc

22,277‌

843

International

Bancshares

Corp

47,326‌

164

John

Marshall

Bancorp,

Inc

2,939‌

47,072

JPMorgan

Chase

&

Co

9,428,522‌

2,079

Kearny

Financial

Corp

13,389‌

16,007

Keycorp

253,071‌

584

Lakeland

Bancorp,

Inc

7,066‌

525

Lakeland

Financial

Corp

34,818‌

485

Live

Oak

Bancshares,

Inc

20,132‌

2,860

M&T

Bank

Corp

415,958‌

400

Macatawa

Bank

Corp

3,916‌

226

Mercantile

Bank

Corp

8,699‌

224

Metrocity

Bankshares,

Inc

5,591‌

101

(a)

Metropolitan

Bank

Holding

Corp

3,889‌

129

Mid

Penn

Bancorp,

Inc

2,581‌

324

Midland

States

Bancorp,

Inc

8,142‌

169

MidWestOne

Financial

Group,

Inc

3,961‌

142

MVB

Financial

Corp

3,168‌

535

National

Bank

Holdings

Corp

19,297‌

243

National

Bankshares,

Inc

8,119‌

669

NBT

Bancorp,

Inc

24,539‌

4,008

(b)

New

York

Community

Bancorp,

Inc

12,906‌

140

Nicolet

Bankshares,

Inc

12,039‌

90

Northeast

Bank

4,981‌

643

Northfield

Bancorp,

Inc

6,250‌

Nuveen

Life

Stock

Index

Fund

March

31,

2024

28

See

Notes

to

Portfolio

of

Investments

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

BANKS—continued

2,189

Northwest

Bancshares,

Inc

$

25,502‌

37,976

(a)

NU

Holdings

Ltd

453,054‌

714

OceanFirst

Financial

Corp

11,717‌

596

OFG

Bancorp

21,939‌

4,862

Old

National

Bancorp

84,647‌

432

Old

Second

Bancorp,

Inc

5,979‌

249

Origin

Bancorp,

Inc

7,779‌

111

Orrstown

Financial

Services,

Inc

2,971‌

1,405

Pacific

Premier

Bancorp,

Inc

33,720‌

205

Park

National

Corp

27,849‌

126

Parke

Bancorp,

Inc

2,170‌

753

Pathward

Financial,

Inc

38,011‌

144

PCB

Bancorp

2,352‌

259

Peapack

Gladstone

Financial

Corp

6,301‌

532

Peoples

Bancorp,

Inc

15,753‌

101

Peoples

Financial

Services

Corp

4,354‌

1,330

Pinnacle

Financial

Partners,

Inc

114,220‌

226

(a)

Pioneer

Bancorp,

Inc

2,217‌

6,656

PNC

Financial

Services

Group,

Inc

1,075,610‌

420

(a)

Ponce

Financial

Group,

Inc

3,738‌

1,252

Popular,

Inc

110,289‌

188

Preferred

Bank

14,433‌

586

Premier

Financial

Corp

11,896‌

169

Primis

Financial

Corp

2,057‌

1,690

Prosperity

Bancshares,

Inc

111,168‌

1,239

Provident

Financial

Services,

Inc

18,052‌

190

QCR

Holdings,

Inc

11,541‌

104

RBB

Bancorp

1,873‌

91

Red

River

Bancshares,

Inc

4,531‌

16,640

Regions

Financial

Corp

350,106‌

769

Renasant

Corp

24,085‌

146

Republic

Bancorp,

Inc

(Class

A)

7,446‌

540

S&T

Bancorp,

Inc

17,323‌

495

Sandy

Spring

Bancorp,

Inc

11,474‌

977

Seacoast

Banking

Corp

of

Florida

24,806‌

726

ServisFirst

Bancshares,

Inc

48,177‌

130

Shore

Bancshares,

Inc

1,495‌

192

Sierra

Bancorp

3,878‌

1,550

Simmons

First

National

Corp

(Class

A)

30,163‌

116

SmartFinancial,

Inc

2,444‌

138

South

Plains

Financial,

Inc

3,693‌

101

(a)

Southern

First

Bancshares,

Inc

3,208‌

86

Southern

Missouri

Bancorp,

Inc

3,759‌

432

Southside

Bancshares,

Inc

12,627‌

1,456

SouthState

Corp

123,804‌

522

Stellar

Bancorp,

Inc

12,716‌

346

(a)

Sterling

Bancorp,

Inc

1,785‌

421

Stock

Yards

Bancorp,

Inc

20,591‌

164

Summit

Financial

Group,

Inc

4,454‌

2,625

Synovus

Financial

Corp

105,158‌

932

(a)

Texas

Capital

Bancshares,

Inc

57,365‌

192

(a)

Third

Coast

Bancshares,

Inc

3,844‌

229

Tompkins

Trustco,

Inc

11,516‌

996

Towne

Bank

27,948‌

618

Trico

Bancshares

22,730‌

513

(a)

Triumph

Financial,

Inc

40,691‌

21,906

Truist

Financial

Corp

853,896‌

277

TrustCo

Bank

Corp

NY

7,800‌

1,035

Trustmark

Corp

29,094‌

685

UMB

Financial

Corp

59,588‌

1,802

United

Bankshares,

Inc

64,494‌

1,315

United

Community

Banks,

Inc

34,611‌

364

Univest

Financial

Corp

7,578‌

29

See

Notes

to

Portfolio

of

Investments

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

BANKS—continued

25,013

US

Bancorp

$

1,118,081‌

328

USCB

Financial

Holdings,

Inc

3,739‌

7,103

Valley

National

Bancorp

56,540‌

1,054

Veritex

Holdings,

Inc

21,596‌

1,212

Washington

Federal,

Inc

35,184‌

232

Washington

Trust

Bancorp,

Inc

6,236‌

3,310

Webster

Financial

Corp

168,049‌

59,241

Wells

Fargo

&

Co

3,433,608‌

875

WesBanco,

Inc

26,084‌

239

West

Bancorporation,

Inc

4,261‌

533

Westamerica

Bancorporation

26,053‌

1,585

Western

Alliance

Bancorp

101,741‌

886

Wintrust

Financial

Corp

92,490‌

1,054

WSFS

Financial

Corp

47,578‌

2,692

Zions

Bancorporation

116,833‌

TOTAL

BANKS

30,427,843‌

CAPITAL

GOODS

-

6

.7

%

2,107

(a)

3D

Systems

Corp

9,355‌

8,882

3M

Co

942,114‌

2,034

A.O.

Smith

Corp

181,962‌

1,086

Aaon,

Inc

95,677‌

511

(a)

AAR

Corp

30,594‌

470

Acuity

Brands,

Inc

126,303‌

1,058

Advanced

Drainage

Systems,

Inc

182,230‌

2,147

Aecom

Technology

Corp

210,578‌

407

(a)

Aerovironment,

Inc

62,385‌

149

(a)

AerSale

Corp

1,070‌

1,087

AGCO

Corp

133,723‌

1,327

Air

Lease

Corp

68,261‌

148

Alamo

Group,

Inc

33,793‌

620

Albany

International

Corp

(Class

A)

57,976‌

1,346

Allegion

plc

181,320‌

197

Allied

Motion

Technologies,

Inc

7,029‌

1,473

Allison

Transmission

Holdings,

Inc

119,549‌

330

Alta

Equipment

Group,

Inc

4,273‌

512

(a)

Ameresco,

Inc

12,355‌

254

(a)

American

Woodmark

Corp

25,822‌

3,695

Ametek,

Inc

675,815‌

2,835

(a)

API

Group

Corp

111,330‌

438

Apogee

Enterprises,

Inc

25,930‌

567

Applied

Industrial

Technologies,

Inc

112,011‌

2,056

(a),(b)

Archer

Aviation,

Inc

9,499‌

909

Arcosa,

Inc

78,047‌

244

Argan,

Inc

12,332‌

564

Armstrong

World

Industries,

Inc

70,060‌

2,492

(a)

Array

Technologies,

Inc

37,156‌

334

Astec

Industries,

Inc

14,599‌

340

(a)

Astronics

Corp

6,474‌

587

Atkore,

Inc

111,741‌

1,101

(a)

Axon

Enterprise,

Inc

344,481‌

1,731

(a)

AZEK

Co,

Inc

86,931‌

406

AZZ,

Inc

31,388‌

782

Barnes

Group,

Inc

29,051‌

1,000

(a)

Beacon

Roofing

Supply,

Inc

98,020‌

632

(a),(b)

Blink

Charging

Co

1,902‌

2,944

(a),(b)

Bloom

Energy

Corp

33,091‌

217

(a)

Blue

Bird

Corp

8,320‌

166

(a)

BlueLinx

Holdings,

Inc

21,620‌

9,128

(a)

Boeing

Co

1,761,613‌

597

Boise

Cascade

Co

91,562‌

145

(a),(b)

Bowman

Consulting

Group

Ltd

5,045‌

287

(b)

Brookfield

Business

Corp

6,928‌

Nuveen

Life

Stock

Index

Fund

March

31,

2024

30

See

Notes

to

Portfolio

of

Investments

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CAPITAL

GOODS—continued

2,030

(a)

Builders

FirstSource,

Inc

$

423,356‌

1,363

BWX

Technologies,

Inc

139,871‌

228

Cadre

Holdings,

Inc

8,254‌

787

Carlisle

Cos,

Inc

308,386‌

13,812

Carrier

Global

Corp

802,892‌

8,348

Caterpillar,

Inc

3,058,958‌

8,360

(a),(b)

ChargePoint

Holdings,

Inc

15,884‌

669

(a)

Chart

Industries,

Inc

110,198‌

14,332

CNH

Industrial

NV

185,743‌

413

Columbus

McKinnon

Corp

18,432‌

575

Comfort

Systems

USA,

Inc

182,683‌

597

(a)

Commercial

Vehicle

Group,

Inc

3,839‌

708

(a)

Concrete

Pumping

Holdings,

Inc

5,593‌

531

(a)

Construction

Partners,

Inc

29,816‌

2,541

(a)

Core

&

Main,

Inc

145,472‌

775

Crane

Co

104,726‌

225

CSW

Industrials,

Inc

52,785‌

2,340

Cummins,

Inc

689,481‌

616

Curtiss-Wright

Corp

157,659‌

688

(a)

Custom

Truck

One

Source,

Inc

4,004‌

4,258

Deere

&

Co

1,748,931‌

4,600

(a),(b)

Desktop

Metal,

Inc

4,048‌

1,637

(a)

DNOW,

Inc

24,882‌

1,811

Donaldson

Co,

Inc

135,245‌

347

Douglas

Dynamics,

Inc

8,370‌

2,162

Dover

Corp

383,085‌

160

(a)

Ducommun,

Inc

8,208‌

240

(a)

DXP

Enterprises,

Inc

12,895‌

486

(a)

Dycom

Industries,

Inc

69,756‌

6,553

Eaton

Corp

plc

2,048,992‌

824

EMCOR

Group,

Inc

288,565‌

9,430

Emerson

Electric

Co

1,069,551‌

318

Encore

Wire

Corp

83,564‌

738

(a)

Energy

Recovery,

Inc

11,653‌

1,905

(a),(b)

Energy

Vault

Holdings,

Inc

3,410‌

917

Enerpac

Tool

Group

Corp

32,700‌

681

EnerSys

64,327‌

2,221

(a),(b)

Enovix

Corp

17,790‌

330

EnPro

Industries,

Inc

55,694‌

752

Esab

Corp

83,149‌

502

ESCO

Technologies,

Inc

53,739‌

10,571

(a),(b)

ESS

Tech,

Inc

7,646‌

9,289

Fastenal

Co

716,553‌

1,130

Federal

Signal

Corp

95,903‌

3,268

Ferguson

plc

713,829‌

2,325

Flowserve

Corp

106,206‌

503

(a)

Fluence

Energy,

Inc

8,722‌

2,528

(a)

Fluor

Corp

106,884‌

5,820

Fortive

Corp

500,636‌

2,291

Fortune

Brands

Innovations,

Inc

193,979‌

719

Franklin

Electric

Co,

Inc

76,796‌

1,383

FTAI

Aviation

Ltd

93,076‌

426

(a),(b)

FTC

Solar,

Inc

230‌

14,364

(a),(b)

FuelCell

Energy,

Inc

17,093‌

1,000

(a)

Gates

Industrial

Corp

plc

17,710‌

426

GATX

Corp

57,097‌

855

(a)

Generac

Holdings,

Inc

107,850‌

4,017

General

Dynamics

Corp

1,134,762‌

17,795

General

Electric

Co

3,123,556‌

567

(a)

Gibraltar

Industries,

Inc

45,660‌

187

Global

Industrial

Co

8,374‌

829

(a)

GMS,

Inc

80,695‌

368

Gorman-Rupp

Co

14,554‌

31

See

Notes

to

Portfolio

of

Investments

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CAPITAL

GOODS—continued

2,632

Graco,

Inc

$

245,987‌

2,996

GrafTech

International

Ltd

4,134‌

696

Granite

Construction,

Inc

39,762‌

890

(a)

Great

Lakes

Dredge

&

Dock

Corp

7,787‌

648

Greenbrier

Cos,

Inc

33,761‌

552

Griffon

Corp

40,484‌

627

H&E

Equipment

Services,

Inc

40,241‌

1,178

(a)

Hayward

Holdings,

Inc

18,035‌

760

HEICO

Corp

145,160‌

1,362

HEICO

Corp

(Class

A)

209,666‌

629

Helios

Technologies,

Inc

28,110‌

413

Herc

Holdings,

Inc

69,508‌

1,552

Hexcel

Corp

113,063‌

1,406

Hillenbrand,

Inc

70,708‌

1,910

(a)

Hillman

Solutions

Corp

20,322‌

10,888

Honeywell

International,

Inc

2,234,762‌

6,541

Howmet

Aerospace,

Inc

447,601‌

933

Hubbell,

Inc

387,242‌

699

(a)

Hudson

Technologies,

Inc

7,696‌

625

Huntington

Ingalls

Industries,

Inc

182,169‌

1,987

(a),(b)

Hyliion

Holdings

Corp

3,497‌

158

Hyster-Yale

Materials

Handling,

Inc

10,139‌

1,168

IDEX

Corp

285,015‌

137

(a)

IES

Holdings,

Inc

16,665‌

4,886

Illinois

Tool

Works,

Inc

1,311,060‌

6,510

Ingersoll

Rand,

Inc

618,124‌

289

Insteel

Industries,

Inc

11,046‌

1,554

ITT,

Inc

211,391‌

1,086

(a)

Janus

International

Group,

Inc

16,431‌

1,178

(a)

JELD-WEN

Holding,

Inc

25,009‌

486

John

Bean

Technologies

Corp

50,976‌

11,182

Johnson

Controls

International

plc

730,408‌

166

Kadant,

Inc

54,465‌

670

Kaman

Corp

30,733‌

172

Karat

Packaging,

Inc

4,921‌

1,307

Kennametal,

Inc

32,597‌

1,903

(a)

Kratos

Defense

&

Security

Solutions,

Inc

34,977‌

3,080

L3Harris

Technologies,

Inc

656,348‌

192

(a)

Lawson

Products,

Inc

6,812‌

580

Lennox

International,

Inc

283,481‌

543

(a)

Leonardo

DRS,

Inc

11,995‌

153

(a)

Limbach

Holdings,

Inc

6,337‌

954

Lincoln

Electric

Holdings,

Inc

243,690‌

165

Lindsay

Corp

19,414‌

3,615

Lockheed

Martin

Corp

1,644,355‌

385

LSI

Industries,

Inc

5,821‌

478

Luxfer

Holdings

plc

4,957‌

539

(a)

Manitowoc

Co,

Inc

7,621‌

3,600

Masco

Corp

283,968‌

275

(a)

Masonite

International

Corp

36,149‌

1,042

(a)

Mastec,

Inc

97,166‌

2,359

(a)

Masterbrand,

Inc

44,208‌

379

McGrath

RentCorp

46,757‌

2,999

MDU

Resources

Group,

Inc

75,575‌

952

(a)

Mercury

Computer

Systems,

Inc

28,084‌

2,986

(a),(b)

Microvast

Holdings,

Inc

2,499‌

820

(a)

Middleby

Corp

131,848‌

168

Miller

Industries,

Inc

8,417‌

629

Moog,

Inc

(Class

A)

100,420‌

1,441

(a)

MRC

Global,

Inc

18,113‌

779

MSC

Industrial

Direct

Co

(Class

A)

75,594‌

1,766

Mueller

Industries,

Inc

95,240‌

2,381

Mueller

Water

Products,

Inc

(Class

A)

38,310‌

Nuveen

Life

Stock

Index

Fund

March

31,

2024

32

See

Notes

to

Portfolio

of

Investments

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CAPITAL

GOODS—continued

301

(a)

MYR

Group,

Inc

$

53,202‌

76

National

Presto

Industries,

Inc

6,369‌

2,069

(a)

NEXTracker,

Inc

116,423‌

9,268

(a),(b)

Nikola

Corp

9,639‌

995

Nordson

Corp

273,167‌

2,321

Northrop

Grumman

Corp

1,110,970‌

149

(a)

Northwest

Pipe

Co

5,167‌

3,630

(a),(b)

NuScale

Power

Corp

19,275‌

2,708

nVent

Electric

plc

204,183‌

44

Omega

Flex,

Inc

3,121‌

1,192

Oshkosh

Corp

148,654‌

6,741

Otis

Worldwide

Corp

669,179‌

1,508

Owens

Corning,

Inc

251,534‌

8,385

PACCAR,

Inc

1,038,818‌

291

Park

Aerospace

Corp

4,839‌

2,109

Parker-Hannifin

Corp

1,172,161‌

420

(a)

Parsons

Corp

34,839‌

2,996

Pentair

plc

255,978‌

9,755

(a),(b)

Plug

Power,

Inc

33,557‌

59

Powell

Industries,

Inc

8,396‌

51

Preformed

Line

Products

Co

6,562‌

729

Primoris

Services

Corp

31,033‌

509

(a)

Proto

Labs,

Inc

18,197‌

492

Quanex

Building

Products

Corp

18,908‌

2,341

Quanta

Services,

Inc

608,192‌

477

(a)

RBC

Bearings,

Inc

128,957‌

1,177

Regal-Beloit

Corp

211,978‌

2,451

(a)

Resideo

Technologies,

Inc

54,951‌

562

REV

Group,

Inc

12,415‌

4,108

(a),(b)

Rocket

Lab

USA,

Inc

16,884‌

1,879

Rockwell

Automation,

Inc

547,409‌

23,568

RTX

Corp

2,298,587‌

216

Rush

Enterprises,

Inc

11,511‌

1,036

Rush

Enterprises,

Inc

(Class

A)

55,447‌

2,324

Sensata

Technologies

Holding

plc

85,384‌

2,046

(a),(b)

SES

AI

Corp

3,437‌

2,761

(a)

Shoals

Technologies

Group,

Inc

30,868‌

514

Shyft

Group,

Inc

6,384‌

695

Simpson

Manufacturing

Co,

Inc

142,600‌

727

(a)

SiteOne

Landscape

Supply,

Inc

126,898‌

878

Snap-On,

Inc

260,081‌

1,891

(a)

Spirit

Aerosystems

Holdings,

Inc

(Class

A)

68,208‌

647

(a)

SPX

Technologies,

Inc

79,665‌

195

Standex

International

Corp

35,533‌

2,609

Stanley

Black

&

Decker,

Inc

255,499‌

2,463

(a),(b)

Stem,

Inc

5,394‌

394

(a)

Sterling

Construction

Co,

Inc

43,462‌

1,332

(a),(b)

SunPower

Corp

3,996‌

3,438

(a)

Sunrun,

Inc

45,313‌

268

Tennant

Co

32,591‌

939

Terex

Corp

60,472‌

3,087

Textron,

Inc

296,136‌

509

(a)

Thermon

Group

Holdings,

Inc

16,654‌

1,188

Timken

Co

103,867‌

638

(a)

Titan

International,

Inc

7,949‌

282

(a)

Titan

Machinery,

Inc

6,996‌

1,833

Toro

Co

167,958‌

3,766

Trane

Technologies

plc

1,130,553‌

121

(a)

Transcat,

Inc

13,483‌

882

TransDigm

Group,

Inc

1,086,271‌

1,924

(a)

Trex

Co,

Inc

191,919‌

1,374

Trinity

Industries,

Inc

38,266‌

1,063

(a)

Triumph

Group,

Inc

15,987‌

33

See

Notes

to

Portfolio

of

Investments

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CAPITAL

GOODS—continued

1,186

(a)

Tutor

Perini

Corp

$

17,150‌

901

UFP

Industries,

Inc

110,832‌

1,129

United

Rentals,

Inc

814,133‌

156

(a)

V2X,

Inc

7,287‌

345

Valmont

Industries,

Inc

78,757‌

5,545

Vertiv

Holdings

Co

452,860‌

339

(a)

Vicor

Corp

12,963‌

8,505

(a)

Virgin

Galactic

Holdings,

Inc

12,587‌

740

W.W.

Grainger,

Inc

752,802‌

918

Wabash

National

Corp

27,485‌

593

Watsco,

Inc

256,158‌

522

Watts

Water

Technologies,

Inc

(Class

A)

110,951‌

763

WESCO

International,

Inc

130,687‌

2,818

Westinghouse

Air

Brake

Technologies

Corp

410,526‌

3,090

(a)

WillScot

Mobile

Mini

Holdings

Corp

143,685‌

1,032

Woodward

Inc

159,052‌

576

(a)

Xometry,

Inc

9,729‌

3,847

Xylem,

Inc

497,186‌

2,011

Zurn

Elkay

Water

Solutions

Corp

67,308‌

TOTAL

CAPITAL

GOODS

55,797,007‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

1

.7

%

1,238

ABM

Industries,

Inc

55,240‌

1,696

ACCO

Brands

Corp

9,515‌

1,880

(a)

ACV

Auctions,

Inc

35,288‌

5,802

(a)

Alight,

Inc

57,150‌

271

Aris

Water

Solution,

Inc

3,835‌

918

(a)

ASGN,

Inc

96,170‌

5,166

(a)

Aurora

Innovation,

Inc

14,568‌

6,699

Automatic

Data

Processing,

Inc

1,673,008‌

110

Barrett

Business

Services,

Inc

13,939‌

2,100

(a),(b)

BlackSky

Technology,

Inc

2,856‌

2,093

Booz

Allen

Hamilton

Holding

Corp

310,685‌

329

(a)

BrightView

Holdings,

Inc

3,915‌

834

Brink's

Co

77,045‌

1,860

Broadridge

Financial

Solutions,

Inc

381,040‌

343

(a)

CACI

International,

Inc

(Class

A)

129,939‌

801

(a)

Casella

Waste

Systems,

Inc

(Class

A)

79,195‌

778

(a)

CBIZ,

Inc

61,073‌

375

(a)

CECO

Environmental

Corp

8,633‌

270

(a)

Cimpress

plc

23,898‌

1,417

Cintas

Corp

973,522‌

7,903

(a),(b)

Clarivate

plc

58,719‌

819

(a)

Clean

Harbors,

Inc

164,873‌

177

Compx

International,

Inc

6,071‌

752

Concentrix

Corp

49,797‌

3,045

(a)

Conduent,

Inc

10,292‌

14,046

(a)

Copart,

Inc

813,544‌

2,056

(a)

CoreCivic,

Inc

32,094‌

6,475

(a)

CoStar

Group,

Inc

625,485‌

128

CRA

International,

Inc

19,146‌

520

CSG

Systems

International,

Inc

26,801‌

754

Deluxe

Corp

15,525‌

633

(a)

Driven

Brands

Holdings,

Inc

9,995‌

3,839

Dun

&

Bradstreet

Holdings,

Inc

38,544‌

394

Ennis,

Inc

8,081‌

1,977

Equifax,

Inc

528,887‌

2,555

(a)

ExlService

Holdings,

Inc

81,249‌

944

Exponent,

Inc

78,059‌

598

First

Advantage

Corp

9,700‌

178

(a)

Forrester

Research,

Inc

3,838‌

148

(a)

Franklin

Covey

Co

5,811‌

524

(a)

FTI

Consulting,

Inc

110,192‌

Nuveen

Life

Stock

Index

Fund

March

31,

2024

34

See

Notes

to

Portfolio

of

Investments

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

COMMERCIAL

&

PROFESSIONAL

SERVICES—continued

2,727

Genpact

Ltd

$

89,855‌

2,553

(a)

GEO

Group,

Inc

36,048‌

1,393

(a)

Harsco

Corp

12,746‌

1,153

(a)

Healthcare

Services

Group

14,389‌

286

Heidrick

&

Struggles

International,

Inc

9,627‌

1,168

Herman

Miller,

Inc

28,920‌

271

(a)

HireRight

Holdings

Corp

3,867‌

757

HNI

Corp

34,163‌

334

(a)

Huron

Consulting

Group,

Inc

32,271‌

282

ICF

International,

Inc

42,478‌

404

(a)

Innodata,

Inc

2,666‌

674

Insperity,

Inc

73,877‌

961

Interface,

Inc

16,164‌

2,022

Jacobs

Solutions,

Inc

310,842‌

2,207

KBR,

Inc

140,498‌

654

Kelly

Services,

Inc

(Class

A)

16,376‌

366

Kforce,

Inc

25,810‌

1,048

Korn/Ferry

International

68,916‌

1,550

(a)

Legalzoom.com,

Inc

20,677‌

2,347

Leidos

Holdings,

Inc

307,668‌

484

(a)

Liquidity

Services,

Inc

9,002‌

931

Manpower,

Inc

72,283‌

491

Matthews

International

Corp

(Class

A)

15,260‌

1,185

MAXIMUS,

Inc

99,422‌

361

(a)

Montrose

Environmental

Group,

Inc

14,140‌

529

MSA

Safety,

Inc

102,409‌

224

(a)

NV5

Global,

Inc

21,954‌

2,200

(a)

OPENLANE,

Inc

38,060‌

5,251

Paychex,

Inc

644,823‌

896

Paycom

Software,

Inc

178,313‌

1,227

(a)

Performant

Financial

Corp

3,607‌

2,896

Pitney

Bowes,

Inc

12,540‌

2,398

(a),(b)

Planet

Labs

PBC

6,115‌

2,775

RB

Global,

Inc

211,372‌

175

(a)

Red

Violet,

Inc

3,421‌

3,337

Republic

Services,

Inc

638,835‌

514

Resources

Connection,

Inc

6,764‌

1,790

Robert

Half

International,

Inc

141,911‌

4,005

Rollins,

Inc

185,311‌

822

Science

Applications

International

Corp

107,181‌

269

(a)

SP

Plus

Corp

14,047‌

3,535

SS&C

Technologies

Holdings,

Inc

227,548‌

1,776

Steelcase,

Inc

(Class

A)

23,230‌

1,556

(a)

Stericycle,

Inc

82,079‌

321

(a)

Sterling

Check

Corp

5,162‌

940

Tetra

Tech,

Inc

173,627‌

3,332

TransUnion

265,894‌

480

TriNet

Group,

Inc

63,595‌

645

(a)

TrueBlue,

Inc

8,075‌

369

TTEC

Holdings,

Inc

3,827‌

237

Unifirst

Corp

41,103‌

1,953

(a)

Upwork,

Inc

23,944‌

3,634

Veralto

Corp

322,190‌

2,380

Verisk

Analytics,

Inc

561,037‌

2,291

(a)

Verra

Mobility

Corp

57,206‌

2,027

Vestis

Corp

39,060‌

440

(a)

Viad

Corp

17,376‌

134

VSE

Corp

10,720‌

6,543

Waste

Management,

Inc

1,394,640‌

116

(a)

Willdan

Group,

Inc

3,363‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

13,845,521‌

35

See

Notes

to

Portfolio

of

Investments

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

5

.6

%

426

(a)

1-800-FLOWERS.COM,

Inc

(Class

A)

$

4,614‌

667

Aaron's

Co,

Inc

5,002‌

725

(a)

Abercrombie

&

Fitch

Co

(Class

A)

90,864‌

1,229

Academy

Sports

&

Outdoors,

Inc

83,007‌

887

Advance

Auto

Parts,

Inc

75,475‌

147,312

(a)

Amazon.com,

Inc

26,572,139‌

2,547

American

Eagle

Outfitters,

Inc

65,687‌

122

(a)

America's

Car-Mart,

Inc

7,792‌

1,783

Arko

Corp

10,163‌

346

(a)

Asbury

Automotive

Group,

Inc

81,580‌

396

(a)

Autonation,

Inc

65,570‌

289

(a)

Autozone,

Inc

910,827‌

1,577

(a),(b)

BARK,

Inc

1,955‌

3,569

Bath

&

Body

Works,

Inc

178,521‌

3,303

Best

Buy

Co,

Inc

270,945‌

365

(b)

Big

5

Sporting

Goods

Corp

1,285‌

455

(a)

Boot

Barn

Holdings,

Inc

43,293‌

526

Buckle,

Inc

21,182‌

200

Build-A-Bear

Workshop,

Inc

5,974‌

1,106

(a)

Burlington

Stores,

Inc

256,802‌

331

Caleres,

Inc

13,581‌

670

Camping

World

Holdings,

Inc

18,659‌

2,435

(a)

Carmax,

Inc

212,113‌

961

(a)

CarParts.com,

Inc

1,557‌

1,550

(a)

Carvana

Co

136,260‌

368

Cato

Corp

(Class

A)

2,123‌

479

(a),(b)

ContextLogic,

Inc

2,726‌

18,054

(a)

Coupang,

Inc

321,181‌

892

Designer

Brands,

Inc

9,750‌

919

(a)

Destination

XL

Group,

Inc

3,308‌

954

Dick's

Sporting

Goods,

Inc

214,516‌

77

(b)

Dillard's,

Inc

(Class

A)

36,316‌

144

(a)

Duluth

Holdings,

Inc

706‌

9,027

eBay,

Inc

476,445‌

2,090

(a)

Etsy,

Inc

143,625‌

4,455

(a)

EVgo,

Inc

11,182‌

948

(a)

Five

Below,

Inc

171,948‌

1,672

(a)

Floor

&

Decor

Holdings,

Inc

216,725‌

1,404

Foot

Locker,

Inc

40,014‌

389

(a)

Funko,

Inc

2,427‌

2,912

(a),(b)

GameStop

Corp

(Class

A)

36,458‌

3,094

Gap,

Inc

85,240‌

127

(a)

Genesco,

Inc

3,574‌

2,202

Genuine

Parts

Co

341,156‌

228

Group

1

Automotive,

Inc

66,628‌

934

(a)

GrowGeneration

Corp

2,671‌

194

Guess,

Inc

6,105‌

286

Haverty

Furniture

Cos,

Inc

9,758‌

269

Hibbett

Sports,

Inc

20,662‌

16,303

Home

Depot,

Inc

6,253,831‌

1,622

Kohl's

Corp

47,281‌

221

(a)

Lands'

End,

Inc

2,407‌

2,409

(a)

Leslie's,

Inc

15,658‌

472

Lithia

Motors,

Inc

(Class

A)

142,006‌

3,983

LKQ

Corp

212,732‌

9,422

Lowe's

Cos,

Inc

2,400,066‌

3,646

Macy's,

Inc

72,884‌

389

(a)

MarineMax,

Inc

12,938‌

566

Monro

Muffler,

Inc

17,852‌

276

Murphy

USA,

Inc

115,699‌

1,406

(a)

National

Vision

Holdings,

Inc

31,157‌

1,826

Nordstrom,

Inc

37,013‌

740

(a)

ODP

Corp

39,257‌

Nuveen

Life

Stock

Index

Fund

March

31,

2024

36

See

Notes

to

Portfolio

of

Investments

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL—continued

1,041

(a)

Ollie's

Bargain

Outlet

Holdings,

Inc

$

82,832‌

180

(a)

OneWater

Marine,

Inc

5,067‌

974

(a)

O'Reilly

Automotive,

Inc

1,099,529‌

752

(a)

Overstock.com,

Inc

27,004‌

411

Penske

Auto

Group,

Inc

66,578‌

1,122

(a)

Petco

Health

&

Wellness

Co,

Inc

2,558‌

306

(b)

PetMed

Express,

Inc

1,466‌

656

Pool

Corp

264,696‌

610

(a)

Revolve

Group,

Inc

12,914‌

290

(a)

RH

100,995‌

5,509

Ross

Stores,

Inc

808,501‌

2,062

(a)

Sally

Beauty

Holdings,

Inc

25,610‌

406

Shoe

Carnival,

Inc

14,876‌

819

Signet

Jewelers

Ltd

81,957‌

441

(a)

Sleep

Number

Corp

7,069‌

345

Sonic

Automotive,

Inc

(Class

A)

19,644‌

689

(a)

Sportsman's

Warehouse

Holdings,

Inc

2,143‌

1,508

(a)

Stitch

Fix,

Inc

3,981‌

1,347

(a),(b)

ThredUp,

Inc

2,694‌

297

(a)

Tilly's,

Inc

2,020‌

18,624

TJX

Cos,

Inc

1,888,846‌

1,804

Tractor

Supply

Co

472,143‌

800

(a)

Ulta

Beauty,

Inc

418,304‌

941

Upbound

Group,

Inc

33,133‌

1,237

(a)

Urban

Outfitters,

Inc

53,711‌

2,517

(a)

Valvoline,

Inc

112,183‌

1,365

(a)

Victoria's

Secret

&

Co

26,454‌

1,287

(a)

Warby

Parker,

Inc

17,516‌

1,297

(a),(b)

Wayfair,

Inc

88,040‌

203

Weyco

Group,

Inc

6,472‌

1,020

Williams-Sonoma,

Inc

323,881‌

37

Winmark

Corp

13,383‌

314

(a)

Zumiez,

Inc

4,770‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

46,851,842‌

CONSUMER

DURABLES

&

APPAREL

-

1

.2

%

707

Acushnet

Holdings

Corp

46,627‌

1,510

(a)

Allbirds,

Inc

1,048‌

1,083

(a)

AMMO,

Inc

2,978‌

285

(a)

Beazer

Homes

USA,

Inc

9,348‌

192

(a)

BK

LC

Lux

Finco

2

Sarl

9,072‌

1,301

Brunswick

Corp

125,572‌

2,097

(a)

Callaway

Golf

Co

33,908‌

1,736

(a)

Capri

Holdings

Ltd

78,641‌

450

Carter's,

Inc

38,106‌

132

(a)

Cavco

Industries,

Inc

52,676‌

608

Century

Communities,

Inc

58,672‌

307

Clarus

Corp

2,072‌

604

Columbia

Sportswear

Co

49,033‌

761

Cricut,

Inc

3,622‌

1,046

(a)

Crocs,

Inc

150,415‌

421

(a)

Deckers

Outdoor

Corp

396,270‌

5,061

DR

Horton,

Inc

832,788‌

197

(a)

Dream

Finders

Homes,

Inc

8,615‌

327

Ethan

Allen

Interiors,

Inc

11,304‌

2,447

(a)

Garmin

Ltd

364,285‌

682

(a)

G-III

Apparel

Group

Ltd

19,785‌

1,998

(a)

GoPro,

Inc

4,456‌

578

(a)

Green

Brick

Partners,

Inc

34,813‌

6,162

(a)

Hanesbrands,

Inc

35,740‌

2,241

Hasbro,

Inc

126,661‌

444

(a)

Helen

of

Troy

Ltd

51,167‌

81

(a)

Hovnanian

Enterprises,

Inc

12,712‌

37

See

Notes

to

Portfolio

of

Investments

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CONSUMER

DURABLES

&

APPAREL—continued

379

Installed

Building

Products,

Inc

$

98,059‌

443

(a),(b)

iRobot

Corp

3,881‌

75

Johnson

Outdoors,

Inc

3,458‌

943

KB

Home

66,840‌

811

Kontoor

Brands,

Inc

48,863‌

706

(a)

Latham

Group,

Inc

2,796‌

696

La-Z-Boy,

Inc

26,184‌

2,404

Leggett

&

Platt,

Inc

46,037‌

4,182

Lennar

Corp

(Class

A)

719,220‌

224

Lennar

Corp

(Class

B)

34,536‌

353

(a)

LGI

Homes,

Inc

41,079‌

223

(a)

Lovesac

Co

5,040‌

1,796

(a)

Lululemon

Athletica,

Inc

701,607‌

301

(a)

M/I

Homes,

Inc

41,023‌

287

(a)

Malibu

Boats,

Inc

12,421‌

156

Marine

Products

Corp

1,833‌

295

(a)

MasterCraft

Boat

Holdings,

Inc

6,997‌

4,838

(a)

Mattel,

Inc

95,841‌

1,086

MDC

Holdings,

Inc

68,320‌

529

Meritage

Homes

Corp

92,818‌

918

(a)

Mohawk

Industries,

Inc

120,157‌

227

Movado

Group,

Inc

6,340‌

6,518

Newell

Rubbermaid,

Inc

52,340‌

19,548

Nike,

Inc

(Class

B)

1,837,121‌

48

(a)

NVR,

Inc

388,798‌

276

Oxford

Industries,

Inc

31,022‌

4,992

(a)

Peloton

Interactive,

Inc

21,391‌

792

Polaris

Industries,

Inc

79,295‌

3,523

Pulte

Homes,

Inc

424,944‌

795

(b)

Purple

Innovation,

Inc

1,383‌

1,126

PVH

Corp

158,327‌

607

Ralph

Lauren

Corp

113,970‌

200

Rocky

Brands,

Inc

5,426‌

2,405

(a)

Skechers

U.S.A.,

Inc

(Class

A)

147,330‌

966

(a)

Skyline

Champion

Corp

82,120‌

840

Smith

&

Wesson

Brands,

Inc

14,582‌

235

(a)

Snap

One

Holdings

Corp

2,026‌

2,102

(a)

Sonos,

Inc

40,064‌

1,383

Steven

Madden

Ltd

58,473‌

272

Sturm

Ruger

&

Co,

Inc

12,553‌

3,931

Tapestry,

Inc

186,644‌

1,558

(a)

Taylor

Morrison

Home

Corp

96,861‌

2,986

Tempur

Sealy

International,

Inc

169,665‌

1,677

Toll

Brothers,

Inc

216,953‌

563

(a)

TopBuild

Corp

248,131‌

194

(a)

Traeger,

Inc

491‌

1,429

(a)

Tri

Pointe

Homes,

Inc

55,245‌

3,425

(a)

Under

Armour,

Inc

(Class

A)

25,276‌

3,626

(a)

Under

Armour,

Inc

(Class

C)

25,890‌

5,645

VF

Corp

86,594‌

1,021

(a)

Vista

Outdoor,

Inc

33,468‌

1,116

(a)

Vizio

Holding

Corp

12,209‌

1,031

(a),(b)

Vuzix

Corp

1,247‌

785

Whirlpool

Corp

93,910‌

1,465

Wolverine

World

Wide,

Inc

16,423‌

1,421

(a)

YETI

Holdings,

Inc

54,780‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

9,598,688‌

CONSUMER

SERVICES

-

2

.3

%

700

(a)

Accel

Entertainment,

Inc

8,253‌

2,833

ADT,

Inc

19,038‌

799

(a)

Adtalem

Global

Education,

Inc

41,069‌

6,641

(a)

Airbnb,

Inc

1,095,499‌

Nuveen

Life

Stock

Index

Fund

March

31,

2024

38

See

Notes

to

Portfolio

of

Investments

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CONSUMER

SERVICES—continued

4,054

Aramark

$

131,836‌

631

(a)

BALLY'S

CORP

8,796‌

17

(a)

Biglari

Holdings,

Inc

(B

Shares)

3,225‌

356

(a)

BJ's

Restaurants,

Inc

12,880‌

1,539

Bloomin'

Brands,

Inc

44,139‌

574

Booking

Holdings,

Inc

2,082,403‌

333

(b)

Bowlero

Corp

4,562‌

1,079

Boyd

Gaming

Corp

72,638‌

1,041

(a)

Bright

Horizons

Family

Solutions,

Inc

118,008‌

763

(a)

Brinker

International,

Inc

37,906‌

3,464

(a)

Caesars

Entertainment,

Inc

151,515‌

16,161

(a)

Carnival

Corp

264,071‌

234

Carriage

Services,

Inc

6,327‌

625

Carrols

Restaurant

Group,

Inc

5,944‌

735

(a)

Cava

Group,

Inc

51,487‌

520

(a)

Century

Casinos,

Inc

1,643‌

702

Cheesecake

Factory

25,377‌

2,349

(a)

Chegg,

Inc

17,782‌

451

(a)

Chipotle

Mexican

Grill,

Inc

(Class

A)

1,310,953‌

632

Choice

Hotels

International,

Inc

79,853‌

1,260

Churchill

Downs,

Inc

155,925‌

247

(a)

Chuy's

Holdings,

Inc

8,331‌

1,836

(a)

Coursera,

Inc

25,741‌

463

(b)

Cracker

Barrel

Old

Country

Store,

Inc

33,674‌

2,007

Darden

Restaurants,

Inc

335,470‌

792

(a)

Dave

&

Buster's

Entertainment,

Inc

49,579‌

1,168

(a)

Denny's

Corp

10,465‌

266

Dine

Brands

Global

Inc.

12,364‌

549

Domino's

Pizza,

Inc

272,787‌

4,914

(a)

DoorDash,

Inc

676,756‌

6,847

(a)

DraftKings,

Inc

310,922‌

461

(a)

Duolingo,

Inc

101,687‌

302

(a)

El

Pollo

Loco

Holdings,

Inc

2,942‌

38

(a),(c)

Empire

Resorts,

Inc

0‌

281

(a)

European

Wax

Center,

Inc

3,647‌

1,316

(a)

Everi

Holdings,

Inc

13,226‌

2,318

(a)

Expedia

Group,

Inc

319,305‌

1,596

(a)

Frontdoor,

Inc

51,998‌

682

(a)

Full

House

Resorts,

Inc

3,799‌

443

(a)

Global

Business

Travel

Group

I

2,662‌

229

Golden

Entertainment,

Inc

8,434‌

58

Graham

Holdings

Co

44,525‌

572

(a)

Grand

Canyon

Education,

Inc

77,912‌

2,195

H&R

Block,

Inc

107,797‌

1,409

(a)

Hilton

Grand

Vacations,

Inc

66,519‌

3,994

Hilton

Worldwide

Holdings,

Inc

851,960‌

738

Hyatt

Hotels

Corp

117,800‌

357

(a)

Inspired

Entertainment,

Inc

3,520‌

1,684

International

Game

Technology

plc

38,042‌

431

Jack

in

the

Box,

Inc

29,515‌

1,311

(b)

Krispy

Kreme,

Inc

19,973‌

89

(a)

Kura

Sushi

USA,

Inc

10,249‌

5,593

Las

Vegas

Sands

Corp

289,158‌

1,806

Laureate

Education,

Inc

26,313‌

619

(a)

Life

Time

Group

Holdings,

Inc

9,607‌

1,620

(a)

Light

&

Wonder,

Inc

165,386‌

464

(a)

Lindblad

Expeditions

Holdings,

Inc

4,329‌

3,991

Marriott

International,

Inc

(Class

A)

1,006,969‌

418

Marriott

Vacations

Worldwide

Corp

45,031‌

11,858

McDonald's

Corp

3,343,363‌

4,612

(a)

MGM

Resorts

International

217,733‌

844

(a),(b)

Mister

Car

Wash,

Inc

6,541‌

173

Monarch

Casino

&

Resort,

Inc

12,973‌

39

See

Notes

to

Portfolio

of

Investments

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CONSUMER

SERVICES—continued

805

(a),(b)

Mondee

Holdings,

Inc

$

1,860‌

911

(a)

Nerdy,

Inc

2,651‌

621

(a)

Noodles

&

Co

1,186‌

6,767

(a)

Norwegian

Cruise

Line

Holdings

Ltd

141,633‌

353

(a)

ONE

Group

Hospitality,

Inc

1,966‌

1,026

(a)

OneSpaWorld

Holdings

Ltd

13,574‌

565

Papa

John's

International,

Inc

37,629‌

1,407

(a)

Penn

National

Gaming,

Inc

25,622‌

1,137

Perdoceo

Education

Corp

19,966‌

1,475

(a)

Planet

Fitness,

Inc

92,379‌

525

(a)

Portillo's,

Inc

7,445‌

592

(a)

Potbelly

Corp

7,169‌

142

RCI

Hospitality

Holdings,

Inc

8,236‌

297

(a),(b)

Red

Robin

Gourmet

Burgers,

Inc

2,275‌

924

Red

Rock

Resorts,

Inc

55,274‌

3,783

(a)

Royal

Caribbean

Cruises

Ltd

525,875‌

822

(a)

Rush

Street

Interactive,

Inc

5,351‌

5,391

(a)

Sabre

Corp

13,046‌

764

(a)

SeaWorld

Entertainment,

Inc

42,944‌

2,355

Service

Corp

International

174,765‌

596

(a)

Shake

Shack,

Inc

62,002‌

1,370

(a)

Six

Flags

Entertainment

Corp

36,058‌

18,412

Starbucks

Corp

1,682,673‌

403

Strategic

Education,

Inc

41,960‌

644

(a)

Stride,

Inc

40,604‌

1,928

(a)

Super

Group

SGHC

Ltd

6,652‌

1,443

(a)

Sweetgreen,

Inc

36,450‌

877

(a),(b)

Target

Hospitality

Corp

9,533‌

1,209

Texas

Roadhouse,

Inc

(Class

A)

186,754‌

1,336

Travel

&

Leisure

Co

65,411‌

1,149

(a)

Udemy,

Inc

12,616‌

434

(a)

Universal

Technical

Institute,

Inc

6,918‌

600

Vail

Resorts,

Inc

133,698‌

2,954

Wendy's

Co

55,653‌

513

Wingstop,

Inc

187,963‌

1,311

Wyndham

Hotels

&

Resorts,

Inc

100,619‌

1,791

Wynn

Resorts

Ltd

183,094‌

268

(a),(b)

Xponential

Fitness,

Inc

4,433‌

4,554

Yum!

Brands,

Inc

631,412‌

TOTAL

CONSUMER

SERVICES

19,155,482‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

1

.8

%

6,241

Albertsons

Cos,

Inc

133,807‌

418

Andersons,

Inc

23,981‌

2,336

(a)

BJ's

Wholesale

Club

Holdings,

Inc

176,718‌

618

Casey's

General

Stores,

Inc

196,802‌

515

(a)

Chefs'

Warehouse,

Inc

19,395‌

7,228

Costco

Wholesale

Corp

5,295,450‌

3,715

Dollar

General

Corp

579,763‌

3,489

(a)

Dollar

Tree,

Inc

464,560‌

1,460

(a)

Grocery

Outlet

Holding

Corp

42,019‌

626

(a)

HF

Foods

Group,

Inc

2,191‌

213

Ingles

Markets,

Inc

(Class

A)

16,333‌

10,796

Kroger

Co

616,775‌

286

Natural

Grocers

by

Vitamin

Cottage,

Inc

5,162‌

2,651

(a)

Performance

Food

Group

Co

197,871‌

385

Pricesmart,

Inc

32,340‌

584

SpartanNash

Co

11,803‌

1,641

(a)

Sprouts

Farmers

Market,

Inc

105,812‌

8,203

Sysco

Corp

665,919‌

7,565

Target

Corp

1,340,594‌

943

(a)

United

Natural

Foods,

Inc

10,835‌

3,868

(a)

US

Foods

Holding

Corp

208,756‌

Nuveen

Life

Stock

Index

Fund

March

31,

2024

40

See

Notes

to

Portfolio

of

Investments

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL—continued

127

Village

Super

Market

(Class

A)

$

3,633‌

11,352

Walgreens

Boots

Alliance,

Inc

246,225‌

69,835

Walmart,

Inc

4,201,972‌

218

Weis

Markets,

Inc

14,039‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

14,612,755‌

ENERGY

-

4

.1

%

704

(a)

Amplify

Energy

Corp

4,653‌

5,480

Antero

Midstream

Corp

77,049‌

4,860

(a)

Antero

Resources

Corp

140,940‌

4,594

APA

Corp

157,942‌

2,039

Archrock,

Inc

40,107‌

667

Ardmore

Shipping

Corp

10,952‌

16,148

Baker

Hughes

Co

540,958‌

1,892

Berry

Corp

15,231‌

3,755

Borr

Drilling

Ltd

25,722‌

351

(a)

Bristow

Group,

Inc

9,547‌

12,017

Cabot

Oil

&

Gas

Corp

335,034‌

845

Cactus,

Inc

42,326‌

912

California

Resources

Corp

50,251‌

691

(a)

Callon

Petroleum

Co

24,710‌

243

(a)

Centrus

Energy

Corp

10,092‌

3,416

ChampionX

Corp

122,600‌

3,833

Cheniere

Energy,

Inc

618,186‌

1,919

Chesapeake

Energy

Corp

170,465‌

28,138

Chevron

Corp

4,438,488‌

666

Chord

Energy

Corp

118,708‌

1,179

Civitas

Resources,

Inc

89,498‌

2,877

(a)

Clean

Energy

Fuels

Corp

7,710‌

2,191

(a)

CNX

Resources

Corp

51,971‌

1,500

(b)

Comstock

Resources,

Inc

13,920‌

19,688

ConocoPhillips

2,505,889‌

621

CONSOL

Energy,

Inc

52,015‌

809

Core

Laboratories,

Inc

13,818‌

500

Crescent

Energy

Co

5,950‌

583

CVR

Energy,

Inc

20,790‌

1,373

Delek

US

Holdings,

Inc

42,206‌

10,744

Devon

Energy

Corp

539,134‌

2,136

DHT

Holdings,

Inc

24,564‌

1,800

(a)

Diamond

Offshore

Drilling,

Inc

24,552‌

2,893

Diamondback

Energy,

Inc

573,306‌

333

(a)

DMC

Global,

Inc

6,490‌

395

Dorian

LPG

Ltd

15,192‌

582

(a)

Dril-Quip,

Inc

13,112‌

1,673

DT

Midstream,

Inc

102,220‌

156

(a),(b)

Empire

Petroleum

Corp

797‌

2,241

(a)

Encore

Energy

Corp

9,816‌

2,496

(a),(b)

Energy

Fuels,

Inc

15,700‌

9,773

EOG

Resources,

Inc

1,249,380‌

6,200

EQT

Corp

229,834‌

7,406

Equitrans

Midstream

Corp

92,501‌

275

Excelerate

Energy,

Inc

4,405‌

1,226

(a)

Expro

Group

Holdings

NV

24,483‌

65,694

Exxon

Mobil

Corp

7,636,271‌

408

FLEX

LNG

Ltd

10,375‌

226

(a)

Forum

Energy

Technologies,

Inc

4,515‌

3,883

(a),(b)

Gevo,

Inc

2,985‌

1,788

Golar

LNG

Ltd

43,019‌

842

(a)

Green

Plains,

Inc

19,467‌

179

(a)

Gulfport

Energy

Operating

Corp

28,661‌

345

(a)

Hallador

Energy

Co

1,839‌

15,132

Halliburton

Co

596,503‌

2,743

(a)

Helix

Energy

Solutions

Group,

Inc

29,734‌

41

See

Notes

to

Portfolio

of

Investments

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

ENERGY—continued

1,863

Helmerich

&

Payne,

Inc

$

78,358‌

4,540

Hess

Corp

692,986‌

2,191

HF

Sinclair

Corp

132,271‌

110

(b)

HighPeak

Energy,

Inc

1,735‌

685

International

Seaways,

Inc

36,442‌

32,385

Kinder

Morgan,

Inc

593,941‌

256

Kinetik

Holdings,

Inc

10,207‌

7,467

(a)

Kosmos

Energy

Ltd

44,503‌

2,207

Liberty

Energy,

Inc

45,729‌

2,448

(b)

Magnolia

Oil

&

Gas

Corp

63,526‌

767

(a)

Mammoth

Energy

Services,

Inc

2,792‌

10,246

Marathon

Oil

Corp

290,372‌

6,110

Marathon

Petroleum

Corp

1,231,165‌

1,952

Matador

Resources

Co

130,335‌

2,520

Murphy

Oil

Corp

115,164‌

146

(a)

Nabors

Industries

Ltd

12,575‌

75

Nacco

Industries,

Inc

(Class

A)

2,265‌

790

(b)

New

Fortress

Energy,

Inc

24,166‌

2,497

(a)

Newpark

Resources,

Inc

18,028‌

555

(a),(b)

NextDecade

Corp

3,152‌

1,670

Noble

Corp

plc

80,978‌

3,490

Nordic

American

Tankers

Ltd

13,681‌

757

Northern

Oil

and

Gas,

Inc

30,038‌

6,945

NOV,

Inc

135,566‌

11,375

Occidental

Petroleum

Corp

739,261‌

1,532

(a)

Oceaneering

International,

Inc

35,849‌

1,209

(a)

Oil

States

International,

Inc

7,447‌

9,275

ONEOK,

Inc

743,577‌

854

Overseas

Shipholding

Group,

Inc

5,466‌

4,162

Ovintiv,

Inc

216,008‌

677

(a)

Par

Pacific

Holdings,

Inc

25,090‌

5,496

Patterson-UTI

Energy,

Inc

65,622‌

1,808

PBF

Energy,

Inc

104,087‌

1,975

Peabody

Energy

Corp

47,914‌

7,036

Permian

Resources

Corp

124,256‌

7,362

Phillips

66

1,202,509‌

3,842

Pioneer

Natural

Resources

Co

1,008,525‌

1,367

(a)

ProPetro

Holding

Corp

11,045‌

4,095

Range

Resources

Corp

140,991‌

475

Ranger

Energy

Services,

Inc

5,363‌

276

(a)

Rex

American

Resources

Corp

16,204‌

151

Riley

Exploration

Permian,

Inc

4,983‌

1,348

(a)

Ring

Energy,

Inc

2,642‌

1,202

RPC,

Inc

9,303‌

532

SandRidge

Energy,

Inc

7,751‌

23,597

Schlumberger

Ltd

1,293,352‌

828

Scorpio

Tankers,

Inc

59,243‌

649

(a)

SEACOR

Marine

Holdings,

Inc

9,047‌

739

(a)

Seadrill

Ltd

37,172‌

988

Select

Water

Solutions,

Inc

9,119‌

1,567

SFL

Corp

Ltd

20,653‌

185

(a)

SilverBow

Resources,

Inc

6,316‌

1,209

Sitio

Royalties

Corp

29,886‌

1,884

SM

Energy

Co

93,917‌

678

Solaris

Oilfield

Infrastructure,

Inc

5,878‌

18,509

(a)

Southwestern

Energy

Co

140,298‌

1,711

(a)

Talos

Energy,

Inc

23,834‌

3,682

Targa

Resources

Corp

412,347‌

6,806

TechnipFMC

plc

170,899‌

1,069

(a)

Teekay

Corp

7,782‌

376

Teekay

Tankers

Ltd

21,962‌

8,487

(a),(b)

Tellurian,

Inc

5,613‌

2,062

(a)

Tetra

Technologies,

Inc

9,135‌

Nuveen

Life

Stock

Index

Fund

March

31,

2024

42

See

Notes

to

Portfolio

of

Investments

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

ENERGY—continued

303

Texas

Pacific

Land

Corp

$

175,289‌

854

(a)

Tidewater,

Inc

78,568‌

4,698

(a)

Uranium

Energy

Corp

31,712‌

1,387

(a)

US

Silica

Holdings,

Inc

17,213‌

1,000

Vaalco

Energy,

Inc

6,970‌

993

(a)

Valaris

Ltd

74,733‌

5,551

Valero

Energy

Corp

947,500‌

916

(a),(b)

Vertex

Energy,

Inc

1,282‌

279

(a)

Vital

Energy,

Inc

14,659‌

433

Vitesse

Energy,

Inc

10,275‌

2,083

W&T

Offshore,

Inc

5,520‌

1,187

(a)

Weatherford

International

plc

137,004‌

19,688

Williams

Cos,

Inc

767,241‌

1,068

World

Fuel

Services

Corp

28,249‌

TOTAL

ENERGY

34,023,119‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

2

.5

%

1,492

Acadia

Realty

Trust

25,379‌

1,175

Agree

Realty

Corp

67,116‌

1,192

Alexander

&

Baldwin,

Inc

19,632‌

57

Alexander's,

Inc

12,377‌

2,778

Alexandria

Real

Estate

Equities,

Inc

358,112‌

357

Alpine

Income

Property

Trust,

Inc

5,455‌

714

American

Assets

Trust,

Inc

15,644‌

4,773

American

Homes

4

Rent

175,551‌

7,612

American

Tower

Corp

1,504,055‌

4,437

Americold

Realty

Trust,

Inc

110,570‌

2,744

Apartment

Income

REIT

Corp

89,098‌

1,848

(a)

Apartment

Investment

and

Management

Co

15,135‌

4,063

Apple

Hospitality

REIT,

Inc

66,552‌

1,769

Armada

Hoffler

Properties,

Inc

18,398‌

2,304

AvalonBay

Communities,

Inc

427,530‌

2,732

Boston

Properties,

Inc

178,427‌

1,429

Braemar

Hotels

&

Resorts,

Inc

2,858‌

2,649

Brandywine

Realty

Trust

12,715‌

5,352

Brixmor

Property

Group,

Inc

125,504‌

2,559

Broadstone

Net

Lease,

Inc

40,100‌

572

BRT

Apartments

Corp

9,610‌

1,599

Camden

Property

Trust

157,342‌

1,679

CareTrust

REIT,

Inc

40,917‌

493

CBL

&

Associates

Properties,

Inc

11,295‌

275

Centerspace

15,713‌

919

Chatham

Lodging

Trust

9,291‌

707

City

Office

REIT,

Inc

3,683‌

588

Clipper

Realty,

Inc

2,840‌

544

Community

Healthcare

Trust,

Inc

14,443‌

2,132

Corporate

Office

Properties

Trust

51,530‌

2,578

Cousins

Properties,

Inc

61,975‌

7,216

Crown

Castle,

Inc

763,669‌

273

CTO

Realty

Growth,

Inc

4,627‌

3,658

CubeSmart

165,415‌

3,453

DiamondRock

Hospitality

Co

33,183‌

4,847

Digital

Realty

Trust,

Inc

698,162‌

5,068

Diversified

Healthcare

Trust

12,467‌

2,632

Douglas

Emmett,

Inc

36,506‌

1,427

Easterly

Government

Properties,

Inc

16,425‌

673

EastGroup

Properties,

Inc

120,985‌

3,012

Empire

State

Realty

Trust,

Inc

30,512‌

787

EPR

Properties

33,408‌

1,525

Equinix,

Inc

1,258,628‌

574

(a)

Equity

Commonwealth

10,837‌

3,060

Equity

Lifestyle

Properties,

Inc

197,064‌

6,079

Equity

Residential

383,646‌

43

See

Notes

to

Portfolio

of

Investments

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)—continued

1,947

Essential

Properties

Realty

Trust,

Inc

$

51,907‌

1,074

Essex

Property

Trust,

Inc

262,926‌

3,444

Extra

Space

Storage,

Inc

506,268‌

729

Farmland

Partners,

Inc

8,092‌

1,347

Federal

Realty

Investment

Trust

137,556‌

1,998

First

Industrial

Realty

Trust,

Inc

104,975‌

1,235

Four

Corners

Property

Trust,

Inc

30,220‌

3,874

Gaming

and

Leisure

Properties,

Inc

178,475‌

763

Getty

Realty

Corp

20,868‌

475

Gladstone

Commercial

Corp

6,574‌

687

Gladstone

Land

Corp

9,165‌

1,151

Global

Medical

REIT,

Inc

10,071‌

3,106

Global

Net

Lease,

Inc

24,134‌

6,024

Healthcare

Realty

Trust,

Inc

85,240‌

11,544

Healthpeak

Properties,

Inc

216,450‌

1,796

Highwoods

Properties,

Inc

47,019‌

11,131

Host

Hotels

&

Resorts

Inc

230,189‌

2,438

Hudson

Pacific

Properties,

Inc

15,725‌

3,525

Independence

Realty

Trust,

Inc

56,858‌

439

Innovative

Industrial

Properties,

Inc

45,454‌

1,140

InvenTrust

Properties

Corp

29,309‌

10,054

Invitation

Homes,

Inc

358,023‌

4,580

Iron

Mountain,

Inc

367,362‌

2,053

JBG

SMITH

Properties

32,951‌

1,970

Kilroy

Realty

Corp

71,767‌

11,229

Kimco

Realty

Corp

220,201‌

3,663

Kite

Realty

Group

Trust

79,414‌

1,519

Lamar

Advertising

Co

181,384‌

5,428

Lexington

Realty

Trust

48,961‌

147

LTC

Properties,

Inc

4,779‌

3,615

Macerich

Co

62,286‌

1,437

Mack-Cali

Realty

Corp

21,857‌

9,560

Medical

Properties

Trust,

Inc

44,932‌

1,928

Mid-America

Apartment

Communities,

Inc

253,686‌

460

National

Health

Investors,

Inc

28,902‌

2,569

National

Retail

Properties,

Inc

109,799‌

1,216

National

Storage

Affiliates

Trust

47,619‌

215

NET

Lease

Office

Properties

5,117‌

1,149

NETSTREIT

Corp

21,107‌

1,007

NexPoint

Diversified

Real

Estate

Trust

6,646‌

478

NexPoint

Residential

Trust,

Inc

15,387‌

3,987

Omega

Healthcare

Investors,

Inc

126,268‌

254

One

Liberty

Properties,

Inc

5,738‌

1,512

Orion

Office

REIT,

Inc

5,307‌

2,712

Outfront

Media,

Inc

45,534‌

3,099

Paramount

Group,

Inc

14,534‌

4,260

Park

Hotels

&

Resorts,

Inc

74,507‌

554

Peakstone

Realty

Trust

8,936‌

2,135

Pebblebrook

Hotel

Trust

32,900‌

1,776

Phillips

Edison

&

Co,

Inc

63,705‌

2,219

Piedmont

Office

Realty

Trust,

Inc

15,600‌

445

Plymouth

Industrial

REIT,

Inc

10,012‌

255

Postal

Realty

Trust,

Inc

3,652‌

1,459

PotlatchDeltic

Corp

68,602‌

15,159

Prologis,

Inc

1,974,005‌

2,565

Public

Storage,

Inc

744,004‌

2,525

Rayonier,

Inc

83,931‌

13,043

Realty

Income

Corp

705,626‌

3,005

Regency

Centers

Corp

181,983‌

2,533

Retail

Opportunity

Investments

Corp

32,473‌

2,780

Rexford

Industrial

Realty,

Inc

139,834‌

3,244

RLJ

Lodging

Trust

38,344‌

875

Ryman

Hospitality

Properties,

Inc

101,159‌

Nuveen

Life

Stock

Index

Fund

March

31,

2024

44

See

Notes

to

Portfolio

of

Investments

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)—continued

3,697

Sabra

Health

Care

REIT,

Inc

$

54,605‌

571

Safehold,

Inc

11,763‌

370

Saul

Centers,

Inc

14,241‌

1,766

SBA

Communications

Corp

382,692‌

2,237

Service

Properties

Trust

15,167‌

5,350

Simon

Property

Group,

Inc

837,221‌

2,580

SITE

Centers

Corp

37,797‌

1,292

SL

Green

Realty

Corp

71,228‌

2,713

STAG

Industrial,

Inc

104,288‌

427

(a)

Star

Holdings

5,517‌

2,137

Summit

Hotel

Properties,

Inc

13,912‌

1,974

Sun

Communities,

Inc

253,817‌

4,344

Sunstone

Hotel

Investors,

Inc

48,392‌

1,735

Tanger

Factory

Outlet

Centers,

Inc

51,235‌

1,413

Terreno

Realty

Corp

93,823‌

5,209

UDR,

Inc

194,869‌

567

UMH

Properties,

Inc

9,208‌

3,661

Uniti

Group,

Inc

21,600‌

198

Universal

Health

Realty

Income

Trust

7,269‌

2,537

Urban

Edge

Properties

43,814‌

6,969

Ventas,

Inc

303,430‌

16,059

VICI

Properties,

Inc

478,398‌

3,062

Vornado

Realty

Trust

88,094‌

1,848

Washington

REIT

25,724‌

8,910

(d)

Welltower,

Inc

832,550‌

12,145

Weyerhaeuser

Co

436,127‌

550

Whitestone

REIT

6,903‌

3,203

WP

Carey,

Inc

180,777‌

2,302

Xenia

Hotels

&

Resorts,

Inc

34,553‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

20,609,704‌

FINANCIAL

SERVICES

-

7

.9

%

906

(a)

Acacia

Research

(Acacia

Technologies)

4,829‌

125

AFC

Gamma,

Inc

1,547‌

595

Affiliated

Managers

Group,

Inc

99,645‌

3,788

(a)

Affirm

Holdings,

Inc

141,141‌

8,788

AGNC

Investment

Corp

87,001‌

243

Alerus

Financial

Corp

5,305‌

4,886

Ally

Financial,

Inc

198,323‌

288

A-Mark

Precious

Metals,

Inc

8,839‌

9,474

American

Express

Co

2,157,135‌

1,662

Ameriprise

Financial,

Inc

728,687‌

253

Angel

Oak

Mortgage

REIT,

Inc

2,717‌

7,406

Annaly

Capital

Management,

Inc

145,824‌

2,943

Apollo

Commercial

Real

Estate

Finance,

Inc

32,785‌

8,457

Apollo

Global

Management,

Inc

950,990‌

2,387

Arbor

Realty

Trust,

Inc

31,628‌

645

Ares

Commercial

Real

Estate

Corp

4,805‌

2,484

Ares

Management

Corp

330,322‌

281

ARMOUR

Residential

REIT,

Inc

5,555‌

870

Artisan

Partners

Asset

Management,

Inc

39,820‌

253

(a)

AssetMark

Financial

Holdings,

Inc

8,959‌

123

(a)

Atlanticus

Holdings

Corp

3,640‌

2,445

(a)

AvidXchange

Holdings,

Inc

32,152‌

1,049

(a),(b)

Bakkt

Holdings,

Inc

482‌

461

Banco

Latinoamericano

de

Exportaciones

S.A.

(Class

E)

13,655‌

12,740

Bank

of

New

York

Mellon

Corp

734,079‌

29,831

(a)

Berkshire

Hathaway,

Inc

12,544,532‌

5,076

BGC

Group,

Inc

39,441‌

2,403

BlackRock,

Inc

2,003,381‌

2,460

Blackstone

Mortgage

Trust,

Inc

48,979‌

11,691

Blackstone,

Inc

1,535,847‌

45

See

Notes

to

Portfolio

of

Investments

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

FINANCIAL

SERVICES—continued

8,961

(a)

Block,

Inc

$

757,921‌

7,061

Blue

Owl

Capital,

Inc

133,170‌

829

Bread

Financial

Holdings,

Inc

30,872‌

642

Brightsphere

Investment

Group,

Inc

14,663‌

1,289

BrightSpire

Capital,

Inc

8,881‌

1,450

(a)

Cannae

Holdings,

Inc

32,248‌

923

(a)

Cantaloupe,

Inc

5,935‌

6,220

Capital

One

Financial

Corp

926,096‌

3,299

Carlyle

Group,

Inc

154,756‌

222

Cass

Information

Systems,

Inc

10,694‌

1,760

Cboe

Global

Markets,

Inc

323,365‌

24,122

Charles

Schwab

Corp

1,744,985‌

152

Chicago

Atlantic

Real

Estate

Finance,

Inc

2,397‌

3,066

Chimera

Investment

Corp

14,134‌

1,435

Claros

Mortgage

Trust,

Inc

14,006‌

5,908

CME

Group,

Inc

1,271,933‌

461

Cohen

&

Steers,

Inc

35,446‌

2,786

(a)

Coinbase

Global,

Inc

738,624‌

797

Compass

Diversified

Trust

19,184‌

326

(a)

Consumer

Portfolio

Services,

Inc

2,465‌

3,855

Corebridge

Financial,

Inc

110,754‌

1,121

(a)

Corpay,

Inc

345,873‌

125

(a)

Credit

Acceptance

Corp

68,944‌

49

Diamond

Hill

Investment

Group,

Inc

7,554‌

4,144

Discover

Financial

Services

543,237‌

461

(a)

Donnelley

Financial

Solutions,

Inc

28,587‌

258

Dynex

Capital,

Inc

3,212‌

718

Ellington

Financial,

Inc

8,480‌

375

Enact

Holdings,

Inc

11,693‌

502

(a)

Encore

Capital

Group,

Inc

22,896‌

629

(a)

Enova

International,

Inc

39,520‌

5,544

Equitable

Holdings,

Inc

210,727‌

1,785

Essent

Group

Ltd

106,225‌

849

(a)

Euronet

Worldwide,

Inc

93,331‌

638

Evercore

Partners,

Inc

(Class

A)

122,872‌

941

EVERTEC,

Inc

37,546‌

649

Factset

Research

Systems,

Inc

294,899‌

139

Federal

Agricultural

Mortgage

Corp

(FAMC)

27,366‌

9,678

Fidelity

National

Information

Services,

Inc

717,914‌

335

(a)

Finance

Of

America

Cos,

Inc

246‌

737

FirstCash

Holdings,

Inc

93,997‌

9,711

(a)

Fiserv,

Inc

1,552,012‌

1,440

(a)

Flywire

Corp

35,726‌

2,063

(a)

Forge

Global

Holdings,

Inc

3,982‌

1,010

Franklin

BSP

Realty

Trust,

Inc

13,494‌

4,751

Franklin

Resources,

Inc

133,551‌

257

GCM

Grosvenor,

Inc

2,483‌

4,188

Global

Payments,

Inc

559,768‌

5,206

Goldman

Sachs

Group,

Inc

2,174,494‌

938

Granite

Point

Mortgage

Trust,

Inc

4,474‌

905

(a)

Green

Dot

Corp

8,444‌

562

Hamilton

Lane,

Inc

63,371‌

1,655

Hannon

Armstrong

Sustainable

Infrastructure

Capital,

Inc

47,002‌

796

Houlihan

Lokey,

Inc

102,039‌

280

(a)

I3

Verticals,

Inc

6,409‌

1,485

Interactive

Brokers

Group,

Inc

(Class

A)

165,889‌

9,221

Intercontinental

Exchange,

Inc

1,267,242‌

339

(a)

International

Money

Express,

Inc

7,739‌

6,004

Invesco

Ltd

99,606‌

366

Invesco

Mortgage

Capital,

Inc

3,543‌

1,263

Jack

Henry

&

Associates,

Inc

219,421‌

1,210

Jackson

Financial,

Inc

80,029‌

Nuveen

Life

Stock

Index

Fund

March

31,

2024

46

See

Notes

to

Portfolio

of

Investments

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

FINANCIAL

SERVICES—continued

2,653

Janus

Henderson

Group

plc

$

87,257‌

3,680

Jefferies

Financial

Group,

Inc

162,288‌

10,588

KKR

&

Co,

Inc

1,064,941‌

648

KKR

Real

Estate

Finance

Trust,

Inc

6,519‌

1,766

Ladder

Capital

Corp

19,656‌

1,898

Lazard,

Inc

79,469‌

1,618

(a)

LendingClub

Corp

14,222‌

196

(a)

LendingTree,

Inc

8,299‌

1,280

LPL

Financial

Holdings,

Inc

338,176‌

644

MarketAxess

Holdings,

Inc

141,197‌

7,301

(a)

Marqeta,

Inc

43,514‌

13,536

Mastercard,

Inc

(Class

A)

6,518,532‌

232

Merchants

Bancorp

10,018‌

2,131

MFA

Financial,

Inc

24,315‌

5,143

MGIC

Investment

Corp

114,997‌

877

Moelis

&

Co

49,787‌

2,578

Moody's

Corp

1,013,231‌

19,386

Morgan

Stanley

1,825,386‌

392

Morningstar,

Inc

120,881‌

1,135

(a)

Mr

Cooper

Group,

Inc

88,473‌

1,237

MSCI,

Inc

(Class

A)

693,277‌

6,024

Nasdaq

Stock

Market,

Inc

380,114‌

1,245

Navient

Corp

21,663‌

1,156

(a)

NCR

Corp

ATM

22,831‌

212

Nelnet,

Inc

(Class

A)

20,066‌

410

(a)

NerdWallet,

Inc

6,027‌

1,613

New

York

Mortgage

Trust,

Inc

11,614‌

298

NewtekOne,

Inc

3,278‌

131

Nexpoint

Real

Estate

Finance,

Inc

1,881‌

1,272

(a)

NMI

Holdings,

Inc

41,136‌

3,378

Northern

Trust

Corp

300,372‌

148

(a)

Ocwen

Financial

Corp

3,997‌

1,689

OneMain

Holdings,

Inc

86,291‌

1,687

(a)

Open

Lending

Corp

10,561‌

402

Orchid

Island

Capital,

Inc

3,590‌

600

P10,

Inc

5,052‌

3,227

(a)

Pagseguro

Digital

Ltd

46,082‌

245

Patria

Investments

Ltd

3,636‌

3,424

(a)

Payoneer

Global,

Inc

16,641‌

17,954

(a)

PayPal

Holdings,

Inc

1,202,738‌

652

(a)

Paysafe

Ltd

10,295‌

1,316

(a)

Paysign

Inc

4,817‌

399

PennyMac

Financial

Services,

Inc

36,345‌

1,723

PennyMac

Mortgage

Investment

Trust

25,294‌

904

Perella

Weinberg

Partners

12,774‌

273

Piper

Jaffray

Cos

54,188‌

397

PJT

Partners,

Inc

37,421‌

719

(a)

PRA

Group,

Inc

18,752‌

675

PROG

Holdings,

Inc

23,247‌

2,506

Radian

Group,

Inc

83,876‌

3,182

Raymond

James

Financial,

Inc

408,632‌

1,941

Ready

Capital

Corp

17,721‌

1,612

Redwood

Trust,

Inc

10,268‌

143

Regional

Management

Corp

3,462‌

2,189

(a)

Remitly

Global,

Inc

45,400‌

1,337

(a)

Repay

Holdings

Corp

14,707‌

6,918

Rithm

Capital

Corp

77,205‌

10,926

(a)

Robinhood

Markets,

Inc

219,940‌

2,233

(a),(b)

Rocket

Cos,

Inc

32,490‌

5,232

S&P

Global,

Inc

2,225,954‌

1,617

SEI

Investments

Co

116,262‌

854

(a),(b)

Shift4

Payments,

Inc

56,424‌

184

Silvercrest

Asset

Management

Group,

Inc

2,909‌

47

See

Notes

to

Portfolio

of

Investments

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

FINANCIAL

SERVICES—continued

4,701

SLM

Corp

$

102,435‌

15,128

(a),(b)

SoFi

Technologies,

Inc

110,434‌

5,018

Starwood

Property

Trust,

Inc

102,016‌

5,168

State

Street

Corp

399,590‌

809

StepStone

Group,

Inc

28,914‌

1,604

Stifel

Financial

Corp

125,385‌

4,668

(a)

StoneCo

Ltd

77,535‌

361

(a)

StoneX

Group,

Inc

25,364‌

474

(a),(b)

SWK

Holdings

Corp

8,257‌

6,722

Synchrony

Financial

289,853‌

3,710

T

Rowe

Price

Group,

Inc

452,323‌

143

TFS

Financial

Corp

1,796‌

5,745

(a)

Toast,

Inc

143,165‌

867

TPG

RE

Finance

Trust,

Inc

6,693‌

830

TPG,

Inc

37,101‌

1,734

Tradeweb

Markets,

Inc

180,631‌

1,156

Two

Harbors

Investment

Corp

15,305‌

1,255

(a),(b)

Upstart

Holdings,

Inc

33,747‌

1,161

UWM

Holdings

Corp

8,429‌

208

(a)

Velocity

Financial,

Inc

3,744‌

84

Victory

Capital

Holdings,

Inc

3,564‌

1,409

Virtu

Financial,

Inc

28,913‌

115

Virtus

Investment

Partners,

Inc

28,518‌

25,975

Visa,

Inc

(Class

A)

7,249,103‌

1,567

Voya

Financial,

Inc

115,833‌

543

Walker

&

Dunlop,

Inc

54,876‌

384

Waterstone

Financial,

Inc

4,673‌

6,792

Western

Union

Co

94,952‌

739

(a)

WEX,

Inc

175,535‌

1,867

WisdomTree,

Inc

17,158‌

90

(a)

World

Acceptance

Corp

13,048‌

5,393

XP,

Inc

138,384‌

TOTAL

FINANCIAL

SERVICES

65,858,073‌

FOOD,

BEVERAGE

&

TOBACCO

-

2

.5

%

176

Alico,

Inc

5,153‌

28,671

Altria

Group,

Inc

1,250,629‌

8,894

Archer-Daniels-Midland

Co

558,632‌

1,190

B&G

Foods,

Inc

(Class

A)

13,614‌

980

(a),(b)

Beyond

Meat,

Inc

8,114‌

157

(a)

Boston

Beer

Co,

Inc

(Class

A)

47,794‌

349

(a)

BRC,

Inc

1,494‌

711

Brown-Forman

Corp

(Class

A)

37,647‌

3,077

Brown-Forman

Corp

(Class

B)

158,835‌

2,310

Bunge

Global

S.A.

236,821‌

345

Calavo

Growers,

Inc

9,594‌

486

Cal-Maine

Foods,

Inc

28,601‌

3,182

Campbell

Soup

Co

141,440‌

2,436

(a)

Celsius

Holdings,

Inc

201,993‌

63,215

Coca-Cola

Co

3,867,494‌

72

Coca-Cola

Consolidated

Inc

60,942‌

7,729

ConAgra

Brands,

Inc

229,088‌

2,540

Constellation

Brands,

Inc

(Class

A)

690,270‌

2,764

(a)

Darling

International,

Inc

128,554‌

751

Dole

plc

8,959‌

454

(a)

Duckhorn

Portfolio,

Inc

4,227‌

2,984

Flowers

Foods,

Inc

70,870‌

499

Fresh

Del

Monte

Produce,

Inc

12,929‌

752

(a)

Freshpet,

Inc

87,127‌

9,672

General

Mills,

Inc

676,750‌

1,593

(a)

Hain

Celestial

Group,

Inc

12,521‌

2,439

Hershey

Co

474,385‌

4,724

Hormel

Foods

Corp

164,820‌

Nuveen

Life

Stock

Index

Fund

March

31,

2024

48

See

Notes

to

Portfolio

of

Investments

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

FOOD,

BEVERAGE

&

TOBACCO—continued

1,093

Ingredion,

Inc

$

127,717‌

1,388

(a)

Ispire

Technology,

Inc

8,508‌

277

J&J

Snack

Foods

Corp

40,043‌

1,619

J.M.

Smucker

Co

203,784‌

199

John

B

Sanfilippo

&

Son,

Inc

21,078‌

4,228

Kellogg

Co

242,222‌

15,409

Keurig

Dr

Pepper,

Inc

472,594‌

12,525

Kraft

Heinz

Co

462,172‌

2,489

Lamb

Weston

Holdings,

Inc

265,153‌

364

Lancaster

Colony

Corp

75,577‌

302

Limoneira

Co

5,907‌

4,238

McCormick

&

Co,

Inc

325,521‌

203

MGP

Ingredients,

Inc

17,484‌

926

(a)

Mission

Produce,

Inc

10,992‌

3,002

Molson

Coors

Brewing

Co

(Class

B)

201,884‌

22,072

Mondelez

International,

Inc

1,545,040‌

12,214

(a)

Monster

Beverage

Corp

724,046‌

366

(a)

National

Beverage

Corp

17,370‌

22,435

PepsiCo,

Inc

3,926,349‌

25,284

Philip

Morris

International,

Inc

2,316,520‌

908

(a)

Pilgrim's

Pride

Corp

31,163‌

1,006

(a)

Post

Holdings,

Inc

106,918‌

2,638

Primo

Water

Corp

48,038‌

4

Seaboard

Corp

12,896‌

134

(a)

Seneca

Foods

Corp

7,625‌

1,484

(a)

Simply

Good

Foods

Co

50,501‌

1,555

(a)

SunOpta,

Inc

10,683‌

964

(a)

TreeHouse

Foods,

Inc

37,548‌

190

Turning

Point

Brands,

Inc

5,567‌

4,889

Tyson

Foods,

Inc

(Class

A)

287,131‌

619

Universal

Corp

32,015‌

803

Utz

Brands,

Inc

14,807‌

2,682

Vector

Group

Ltd

29,395‌

454

(a)

Vita

Coco

Co,

Inc

11,091‌

420

(a)

Vital

Farms,

Inc

9,765‌

1,057

WK

Kellogg

Co

19,872‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

20,914,273‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

5

.1

%

4,258

(a),(b)

23andMe

Holding

Co

2,265‌

28,268

Abbott

Laboratories

3,212,941‌

1,593

(a)

Acadia

Healthcare

Co,

Inc

126,197‌

1,237

(a)

Accolade,

Inc

12,964‌

1,473

(a)

Accuray,

Inc

3,638‌

1,314

(a)

AdaptHealth

Corp

15,124‌

230

(a)

Addus

HomeCare

Corp

23,768‌

317

(a)

Agiliti,

Inc

3,208‌

4,406

(a),(b)

agilon

health,

Inc

26,877‌

1,212

(a)

Align

Technology,

Inc

397,439‌

1,430

(a)

Alignment

Healthcare,

Inc

7,093‌

996

(a)

Alphatec

Holdings,

Inc

13,735‌

326

(a)

Amedisys,

Inc

30,044‌

12,650

(a)

American

Well

Corp

10,255‌

2,642

AmerisourceBergen

Corp

641,980‌

740

(a)

AMN

Healthcare

Services,

Inc

46,257‌

563

(a)

Angiodynamics,

Inc

3,305‌

640

(a)

Apollo

Medical

Holdings,

Inc

26,874‌

673

(a)

AtriCure,

Inc

20,473‌

27

Atrion

Corp

12,516‌

725

(a)

Avanos

Medical,

Inc

14,435‌

2,914

(a)

Aveanna

Healthcare

Holdings,

Inc

7,256‌

560

(a)

Axogen,

Inc

4,519‌

738

(a)

Axonics,

Inc

50,900‌

49

See

Notes

to

Portfolio

of

Investments

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES—continued

8,045

Baxter

International,

Inc

$

343,843‌

4,748

Becton

Dickinson

&

Co

1,174,893‌

497

(a)

Beyond

Air,

Inc

865‌

23,715

(a)

Boston

Scientific

Corp

1,624,240‌

2,873

(a)

Brookdale

Senior

Living,

Inc

18,991‌

4,314

(a),(b)

Butterfly

Network,

Inc

4,659‌

4,154

Cardinal

Health,

Inc

464,833‌

373

(a)

Castle

Biosciences,

Inc

8,262‌

8,769

(a)

Centene

Corp

688,191‌

1,866

(a)

Certara,

Inc

33,364‌

2,819

(a)

Cerus

Corp

5,328‌

223

Chemed

Corp

143,150‌

4,796

Cigna

Group

1,741,859‌

458

(a)

ClearPoint

Neuro,

Inc

3,114‌

168

(a)

Computer

Programs

&

Systems,

Inc

1,549‌

422

Conmed

Corp

33,794‌

3,240

(a)

Cooper

Cos,

Inc

328,730‌

163

(a)

Corvel

Corp

42,862‌

544

(a)

Cross

Country

Healthcare,

Inc

10,184‌

480

(a)

CryoLife,

Inc

10,157‌

210

(a)

CVRx,

Inc

3,824‌

21,004

CVS

Health

Corp

1,675,279‌

858

(a)

DaVita,

Inc

118,447‌

485

(a)

Definitive

Healthcare

Corp

3,914‌

3,750

Dentsply

Sirona,

Inc

124,462‌

6,275

(a)

DexCom,

Inc

870,342‌

1,250

(a)

DocGo,

Inc

5,050‌

1,826

(a)

Doximity,

Inc

49,138‌

9,985

(a)

Edwards

Lifesciences

Corp

954,167‌

3,859

Elevance

Health,

Inc

2,001,046‌

985

Embecta

Corp

13,071‌

1,608

Encompass

Health

Corp

132,789‌

804

(a)

Enhabit,

Inc

9,367‌

653

(a)

Enovis

Corp

40,780‌

981

Ensign

Group,

Inc

122,056‌

2,830

(a)

Envista

Holdings

Corp

60,505‌

1,677

(a)

Evolent

Health,

Inc

54,989‌

2,133

(a)

Figs,

Inc

10,622‌

350

(a)

Fulgent

Genetics,

Inc

7,595‌

6,722

GE

HealthCare

Technologies,

Inc

611,097‌

710

(a)

Glaukos

Corp

66,946‌

2,138

(a)

Globus

Medical,

Inc

114,682‌

1,770

(a)

Guardant

Health,

Inc

36,515‌

886

(a)

Haemonetics

Corp

75,620‌

3,238

HCA,

Inc

1,079,970‌

737

(a)

Health

Catalyst,

Inc

5,550‌

1,338

(a)

HealthEquity,

Inc

109,221‌

399

HealthStream,

Inc

10,637‌

2,395

(a)

Henry

Schein,

Inc

180,870‌

2,089

(a)

Hims

&

Hers

Health,

Inc

32,317‌

3,942

(a)

Hologic,

Inc

307,318‌

2,058

Humana,

Inc

713,550‌

362

(a)

ICU

Medical,

Inc

38,850‌

1,356

(a)

IDEXX

Laboratories,

Inc

732,145‌

779

(a)

Inari

Medical,

Inc

37,376‌

338

(a)

InfuSystem

Holdings,

Inc

2,897‌

1,218

(a)

Inmode

Ltd

26,321‌

200

(a)

Innovage

Holding

Corp

888‌

655

(a)

Inogen,

Inc

5,286‌

465

(a)

Inspire

Medical

Systems,

Inc

99,877‌

1,159

(a)

Insulet

Corp

198,653‌

572

(a)

Integer

Holdings

Corp

66,741‌

1,378

(a)

Integra

LifeSciences

Holdings

Corp

48,850‌

Nuveen

Life

Stock

Index

Fund

March

31,

2024

50

See

Notes

to

Portfolio

of

Investments

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES—continued

5,700

(a)

Intuitive

Surgical,

Inc

$

2,274,813‌

96

iRadimed

Corp

4,223‌

477

(a)

iRhythm

Technologies,

Inc

55,332‌

229

(a),(b)

Joint

Corp

2,991‌

1,393

Laboratory

Corp

of

America

Holdings

304,315‌

1,098

(a)

Lantheus

Holdings,

Inc

68,340‌

236

LeMaitre

Vascular,

Inc

15,661‌

1,584

(a),(b)

LifeStance

Health

Group,

Inc

9,773‌

892

(a)

LivaNova

plc

49,898‌

671

(a)

Masimo

Corp

98,536‌

2,233

McKesson

Corp

1,198,786‌

21,689

Medtronic

plc

1,890,196‌

985

(a)

Merit

Medical

Systems,

Inc

74,614‌

199

(a)

ModivCare,

Inc

4,667‌

939

(a)

Molina

Healthcare,

Inc

385,769‌

734

(a),(b)

Nano-X

Imaging

Ltd

7,171‌

173

National

Healthcare

Corp

16,350‌

208

National

Research

Corp

8,239‌

3,187

(a)

Neogen

Corp

50,291‌

2,015

(a)

NeoGenomics,

Inc

31,676‌

613

(a)

Nevro

Corp

8,852‌

1,767

(a)

Novocure

Ltd

27,618‌

758

(a)

Omnicell,

Inc

22,156‌

8,804

(a),(b)

Opko

Health,

Inc

10,565‌

366

(a)

OptimizeRx

Corp

4,447‌

2,503

(a)

Option

Care

Health,

Inc

83,951‌

1,144

(a)

OraSure

Technologies,

Inc

7,036‌

473

(a)

Orthofix

Medical,

Inc

6,868‌

333

(a)

OrthoPediatrics

Corp

9,710‌

2,672

(a),(b)

Outset

Medical,

Inc

5,932‌

1,223

(a)

Owens

&

Minor,

Inc

33,889‌

724

(a)

Paragon

28,

Inc

8,941‌

1,530

Patterson

Cos,

Inc

42,304‌

1,431

(a)

Pediatrix

Medical

Group,

Inc

14,353‌

524

(a)

Pennant

Group,

Inc

10,286‌

597

(a)

Penumbra,

Inc

133,238‌

419

(a)

PetIQ,

Inc

7,659‌

771

(a)

Phreesia,

Inc

18,450‌

1,445

Premier,

Inc

31,935‌

961

(a)

Privia

Health

Group,

Inc

18,826‌

555

(a)

PROCEPT

BioRobotics

Corp

27,428‌

1,198

(a)

Progyny,

Inc

45,704‌

2,372

(a)

Project

Roadrunner

Parent,

Inc

30,551‌

1,215

(a)

Pulmonx

Corp

11,263‌

1,740

Quest

Diagnostics,

Inc

231,611‌

828

(a)

QuidelOrtho

Corp

39,694‌

727

(a)

Quipt

Home

Medical

Corp

3,177‌

689

(a)

RadNet,

Inc

33,527‌

1,441

(a)

Repro-Med

Systems,

Inc

3,401‌

2,381

Resmed,

Inc

471,509‌

375

(a)

RxSight,

Inc

19,343‌

896

(a)

Schrodinger,

Inc

24,192‌

1,678

Select

Medical

Holdings

Corp

50,592‌

5,090

(a)

Sharecare,

Inc

3,907‌

594

(a)

Shockwave

Medical,

Inc

193,424‌

442

(a)

SI-BONE,

Inc

7,236‌

548

(a)

Silk

Road

Medical,

Inc

10,039‌

227

Simulations

Plus,

Inc

9,341‌

793

(a)

STAAR

Surgical

Co

30,356‌

1,629

STERIS

plc

366,232‌

5,818

Stryker

Corp

2,082,088‌

987

(a)

Surgery

Partners,

Inc

29,442‌

300

(a)

SurModics,

Inc

8,802‌

51

See

Notes

to

Portfolio

of

Investments

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES—continued

280

(a)

Tactile

Systems

Technology,

Inc

$

4,550‌

1,069

(a)

Tandem

Diabetes

Care,

Inc

37,853‌

495

(a)

Tela

Bio,

Inc

2,807‌

2,648

(a)

Teladoc

Health,

Inc

39,985‌

818

Teleflex,

Inc

185,007‌

1,754

(a)

Tenet

Healthcare

Corp

184,363‌

495

(a),(b)

TransMedics

Group,

Inc

36,600‌

533

(a)

Treace

Medical

Concepts,

Inc

6,956‌

159

(a)

UFP

Technologies,

Inc

40,100‌

15,181

UnitedHealth

Group,

Inc

7,510,041‌

1,068

Universal

Health

Services,

Inc

(Class

B)

194,867‌

187

US

Physical

Therapy,

Inc

21,107‌

80

Utah

Medical

Products,

Inc

5,689‌

587

(a)

Varex

Imaging

Corp

10,625‌

2,386

(a)

Veeva

Systems,

Inc

552,812‌

611

(a)

Viemed

Healthcare,

Inc

5,762‌

3,486

Zimmer

Biomet

Holdings,

Inc

460,082‌

516

(a)

Zimvie,

Inc

8,509‌

374

(a),(b)

Zynex,

Inc

4,626‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

42,360,408‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

1

.3

%

2,141

(a)

BellRing

Brands,

Inc

126,383‌

160

(a)

Central

Garden

&

Pet

Co

6,853‌

765

(a)

Central

Garden

and

Pet

Co

(Class

A)

28,244‌

3,985

Church

&

Dwight

Co,

Inc

415,675‌

2,121

Clorox

Co

324,746‌

13,335

Colgate-Palmolive

Co

1,200,817‌

5,109

(a)

Coty,

Inc

61,104‌

893

Edgewell

Personal

Care

Co

34,505‌

785

(a)

elf

Beauty,

Inc

153,884‌

1,154

Energizer

Holdings,

Inc

33,974‌

3,871

Estee

Lauder

Cos

(Class

A)

596,715‌

1,810

(a)

Herbalife

Ltd

18,190‌

253

Inter

Parfums,

Inc

35,549‌

28,143

Kenvue,

Inc

603,949‌

5,423

Kimberly-Clark

Corp

701,465‌

188

Medifast,

Inc

7,204‌

140

(a)

Nature's

Sunshine

Products,

Inc

2,908‌

938

Nu

Skin

Enterprises,

Inc

(Class

A)

12,973‌

61

Oil-Dri

Corp

of

America

4,548‌

1,877

(a)

Olaplex

Holdings,

Inc

3,604‌

38,372

Procter

&

Gamble

Co

6,225,857‌

871

Reynolds

Consumer

Products,

Inc

24,876‌

432

Spectrum

Brands

Holdings,

Inc

38,452‌

180

(a)

USANA

Health

Sciences,

Inc

8,730‌

1,168

(a)

Waldencast

plc

7,592‌

266

WD-40

Co

67,380‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

10,746,177‌

INSURANCE

-

2

.3

%

9,741

Aflac,

Inc

836,362‌

4,334

Allstate

Corp

749,825‌

699

(a)

AMBAC

Financial

Group,

Inc

10,925‌

998

American

Equity

Investment

Life

Holding

Co

56,108‌

1,177

American

Financial

Group,

Inc

160,637‌

11,694

American

International

Group,

Inc

914,120‌

299

Amerisafe,

Inc

15,001‌

3,245

Aon

plc

1,082,921‌

5,924

(a)

Arch

Capital

Group

Ltd

547,615‌

801

Assurant,

Inc

150,780‌

1,117

Assured

Guaranty

Ltd

97,458‌

1,011

Axis

Capital

Holdings

Ltd

65,735‌

1,215

(a)

Brighthouse

Financial,

Inc

62,621‌

Nuveen

Life

Stock

Index

Fund

March

31,

2024

52

See

Notes

to

Portfolio

of

Investments

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

INSURANCE—continued

4,079

Brown

&

Brown,

Inc

$

357,076‌

891

(a)

BRP

Group,

Inc

25,786‌

6,593

Chubb

Ltd

1,708,444‌

2,414

Cincinnati

Financial

Corp

299,746‌

261

CNA

Financial

Corp

11,855‌

1,716

CNO

Financial

Group,

Inc

47,156‌

428

Donegal

Group,

Inc

(Class

A)

6,052‌

494

(a)

eHealth,

Inc

2,979‌

488

Employers

Holdings,

Inc

22,150‌

136

(a)

Enstar

Group

Ltd

42,263‌

638

Everest

Re

Group

Ltd

253,605‌

311

F&G

Annuities

&

Life,

Inc

12,611‌

774

Fidelis

Insurance

Holdings

Ltd

15,078‌

4,587

Fidelity

National

Financial,

Inc

243,570‌

1,450

First

American

Financial

Corp

88,522‌

3,438

Gallagher

(Arthur

J.)

&

Co

859,638‌

8,098

(a)

Genworth

Financial,

Inc

(Class

A)

52,070‌

1,450

Globe

Life,

Inc

168,736‌

286

(a)

Goosehead

Insurance,

Inc

19,053‌

928

(a)

Greenlight

Capital

Re

Ltd

(Class

A)

11,572‌

476

Hanover

Insurance

Group,

Inc

64,817‌

4,918

Hartford

Financial

Services

Group,

Inc

506,800‌

121

HCI

Group,

Inc

14,046‌

370

(a),(b)

Hippo

Holdings,

Inc

6,760‌

637

Horace

Mann

Educators

Corp

23,563‌

23

Investors

Title

Co

3,753‌

648

James

River

Group

Holdings

Ltd

6,026‌

1,193

Kemper

Corp

73,871‌

347

Kinsale

Capital

Group,

Inc

182,085‌

657

(a),(b)

Lemonade,

Inc

10,781‌

2,242

Lincoln

National

Corp

71,587‌

3,042

Loews

Corp

238,158‌

217

(a)

Markel

Corp

330,161‌

8,048

Marsh

&

McLennan

Cos,

Inc

1,657,727‌

1,028

MBIA,

Inc

6,949‌

429

Mercury

General

Corp

22,136‌

10,526

Metlife,

Inc

780,082‌

35

National

Western

Life

Group,

Inc

17,219‌

579

(a)

NI

Holdings,

Inc

8,772‌

4,244

Old

Republic

International

Corp

130,376‌

2,430

(a)

Oscar

Health,

Inc

36,134‌

391

(a)

Palomar

Holdings,

Inc

32,778‌

614

Primerica,

Inc

155,317‌

4,172

Principal

Financial

Group

360,085‌

820

ProAssurance

Corp

10,545‌

9,583

Progressive

Corp

1,981,956‌

6,065

Prudential

Financial,

Inc

712,031‌

1,153

Reinsurance

Group

of

America,

Inc

(Class

A)

222,391‌

759

RenaissanceRe

Holdings

Ltd

178,388‌

600

RLI

Corp

89,082‌

1,227

Ryan

Specialty

Holdings,

Inc

68,098‌

227

Safety

Insurance

Group,

Inc

18,657‌

1,030

Selective

Insurance

Group,

Inc

112,445‌

1,153

(a)

SiriusPoint

Ltd

14,655‌

355

(a)

Skyward

Specialty

Insurance

Group,

Inc

13,281‌

351

Stewart

Information

Services

Corp

22,836‌

433

Tiptree,

Inc

7,482‌

3,757

Travelers

Cos,

Inc

864,636‌

628

(a),(b)

Trupanion,

Inc

17,339‌

338

United

Fire

Group,

Inc

7,358‌

503

Universal

Insurance

Holdings,

Inc

10,221‌

3,169

Unum

Group

170,049‌

3,558

W.R.

Berkley

Corp

314,670‌

53

See

Notes

to

Portfolio

of

Investments

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

INSURANCE—continued

41

White

Mountains

Insurance

Group

Ltd

$

73,566‌

1,727

Willis

Towers

Watson

plc

474,925‌

TOTAL

INSURANCE

19,122,664‌

MATERIALS

-

2

.7

%

350

(a),(b)

5E

Advanced

Materials,

Inc

469‌

461

AdvanSix,

Inc

13,185‌

3,629

Air

Products

&

Chemicals,

Inc

879,198‌

1,837

Albemarle

Corp

242,006‌

3,014

Alcoa

Corp

101,843‌

2,222

(a)

Allegheny

Technologies,

Inc

113,700‌

188

Alpha

Metallurgical

Resources,

Inc

62,260‌

24,122

Amcor

plc

229,400‌

429

American

Vanguard

Corp

5,556‌

939

Aptargroup,

Inc

135,113‌

16,825

(a),(b)

Arcadium

Lithium

plc

72,516‌

243

Arch

Resources,

Inc

39,072‌

1,615

Ardagh

Metal

Packaging

S.A.

5,539‌

912

Ashland,

Inc

88,801‌

821

(a)

Aspen

Aerogels,

Inc

14,450‌

1,297

Avery

Dennison

Corp

289,555‌

1,490

Avient

Corp

64,666‌

3,718

(a)

Axalta

Coating

Systems

Ltd

127,862‌

605

Balchem

Corp

93,745‌

5,069

Ball

Corp

341,448‌

1,792

Berry

Global

Group,

Inc

108,380‌

953

Cabot

Corp

87,867‌

235

Caledonia

Mining

Corp

plc

2,601‌

799

Carpenter

Technology

Corp

57,065‌

1,534

Celanese

Corp

(Series

A)

263,633‌

831

(a)

Century

Aluminum

Co

12,789‌

3,003

CF

Industries

Holdings,

Inc

249,880‌

1,404

Chemours

Co

36,869‌

261

(a)

Clearwater

Paper

Corp

11,414‌

8,514

(a)

Cleveland-Cliffs,

Inc

193,608‌

4,597

(a)

Coeur

Mining,

Inc

17,331‌

1,719

Commercial

Metals

Co

101,026‌

532

Compass

Minerals

International,

Inc

8,374‌

1,802

(a)

Constellium

SE

39,842‌

12,062

Corteva,

Inc

695,616‌

1,750

Crown

Holdings,

Inc

138,705‌

1,053

(a)

Dakota

Gold

Corp

2,496‌

1,647

(a)

Danimer

Scientific,

Inc

1,795‌

11,544

Dow,

Inc

668,744‌

7,181

DuPont

de

Nemours,

Inc

550,567‌

591

Eagle

Materials,

Inc

160,604‌

2,121

Eastman

Chemical

Co

212,567‌

4,005

Ecolab,

Inc

924,755‌

868

(a)

Ecovyst,

Inc

9,678‌

3,499

Element

Solutions,

Inc

87,405‌

2,023

FMC

Corp

128,865‌

23,478

Freeport-McMoRan,

Inc

(Class

B)

1,103,936‌

400

FutureFuel

Corp

3,220‌

25,588

(a),(b)

Ginkgo

Bioworks

Holdings,

Inc

29,682‌

658

(a)

Glatfelter

Corp

1,316‌

4,828

Graphic

Packaging

Holding

Co

140,881‌

395

Greif,

Inc

(Class

A)

27,275‌

87

Greif,

Inc

(Class

B)

6,048‌

784

H.B.

Fuller

Co

62,516‌

284

Hawkins,

Inc

21,811‌

193

Haynes

International,

Inc

11,603‌

9,435

Hecla

Mining

Co

45,382‌

3,269

Huntsman

Corp

85,092‌

Nuveen

Life

Stock

Index

Fund

March

31,

2024

54

See

Notes

to

Portfolio

of

Investments

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

MATERIALS—continued

2,702

(a),(b)

i-80

Gold

Corp

$

3,621‌

749

(a)

Ingevity

Corp

35,727‌

373

Innospec,

Inc

48,095‌

4,277

International

Flavors

&

Fragrances,

Inc

367,779‌

5,992

International

Paper

Co

233,808‌

149

(a)

Intrepid

Potash,

Inc

3,108‌

806

(a)

Ivanhoe

Electric,

Inc

7,899‌

261

Kaiser

Aluminum

Corp

23,323‌

749

(a)

Knife

River

Corp

60,729‌

315

Koppers

Holdings,

Inc

17,379‌

357

Kronos

Worldwide,

Inc

4,213‌

7,897

Linde

plc

3,666,735‌

1,222

Louisiana-Pacific

Corp

102,538‌

542

(a)

LSB

Industries,

Inc

4,759‌

4,182

LyondellBasell

Industries

NV

427,735‌

1,026

Martin

Marietta

Materials,

Inc

629,902‌

300

Materion

Corp

39,525‌

402

Minerals

Technologies,

Inc

30,263‌

5,590

Mosaic

Co

181,451‌

1,500

(a),(b)

MP

Materials

Corp

21,450‌

371

Myers

Industries,

Inc

8,596‌

95

NewMarket

Corp

60,289‌

19,094

Newmont

Goldcorp

Corp

684,329‌

3,868

(a)

Novagold

Resources,

Inc

11,604‌

4,049

Nucor

Corp

801,297‌

2,868

(a)

O-I

Glass,

Inc

47,580‌

2,013

Olin

Corp

118,364‌

163

Olympic

Steel,

Inc

11,553‌

1,636

(a),(b)

Origin

Materials,

Inc

834‌

1,050

Orion

S.A.

24,696‌

1,523

Packaging

Corp

of

America

289,035‌

499

Pactiv

Evergreen,

Inc

7,146‌

2,514

(a)

Perimeter

Solutions

S.A.

18,654‌

282

(a),(b)

Piedmont

Lithium,

Inc

3,756‌

3,717

PPG

Industries,

Inc

538,593‌

201

Quaker

Chemical

Corp

41,255‌

74

Ramaco

Resources,

Inc

929‌

376

Ramaco

Resources,

Inc

6,332‌

564

(a)

Ranpak

Holdings

Corp

4,439‌

877

(a)

Rayonier

Advanced

Materials,

Inc

4,192‌

938

Reliance

Steel

&

Aluminum

Co

313,461‌

1,158

Royal

Gold,

Inc

141,056‌

1,998

RPM

International,

Inc

237,662‌

272

Ryerson

Holding

Corp

9,112‌

421

Schnitzer

Steel

Industries,

Inc

(Class

A)

8,896‌

1,019

Schweitzer-Mauduit

International,

Inc

19,106‌

716

Scotts

Miracle-Gro

Co

(Class

A)

53,406‌

2,582

Sealed

Air

Corp

96,050‌

804

Sensient

Technologies

Corp

55,629‌

3,871

Sherwin-Williams

Co

1,344,514‌

1,204

Silgan

Holdings,

Inc

58,466‌

1,617

Sonoco

Products

Co

93,527‌

1,339

Southern

Copper

Corp

142,630‌

3,317

SSR

Mining,

Inc

14,794‌

2,576

Steel

Dynamics,

Inc

381,840‌

410

Stepan

Co

36,916‌

2,029

(a)

Summit

Materials,

Inc

90,433‌

1,010

SunCoke

Energy,

Inc

11,383‌

619

Sylvamo

Corp

38,217‌

717

(a)

TimkenSteel

Corp

15,953‌

394

Tredegar

Corp

2,569‌

716

Trimas

Corp

19,139‌

733

Trinseo

plc

2,771‌

55

See

Notes

to

Portfolio

of

Investments

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

MATERIALS—continued

1,767

Tronox

Holdings

plc

$

30,657‌

30

United

States

Lime

&

Minerals,

Inc

8,944‌

3,441

United

States

Steel

Corp

140,324‌

2,163

Vulcan

Materials

Co

590,326‌

816

Warrior

Met

Coal,

Inc

49,531‌

559

Westlake

Chemical

Corp

85,415‌

4,393

Westrock

Co

217,234‌

702

Worthington

Industries,

Inc

43,685‌

702

Worthington

Steel,

Inc

25,167‌

TOTAL

MATERIALS

22,203,947‌

MEDIA

&

ENTERTAINMENT

-

7

.4

%

988

(a)

Advantage

Solutions,

Inc

4,278‌

81,973

(a)

Alphabet,

Inc

12,481,209‌

97,041

(a)

Alphabet,

Inc

(Class

A)

14,646,398‌

116

(a)

AMC

Entertainment

Holdings,

Inc

432‌

543

(a)

AMC

Networks,

Inc

6,587‌

170

(a)

Atlanta

Braves

Holdings,

Inc

7,123‌

632

(a)

Atlanta

Braves

Holdings,

Inc

24,686‌

380

(a)

Boston

Omaha

Corp

5,875‌

1,441

(a)

Bumble,

Inc

16,355‌

92

Cable

One,

Inc

38,928‌

1,657

(a)

Cargurus,

Inc

38,244‌

1,131

(a)

Cars.com,

Inc

19,431‌

1,671

(a)

Charter

Communications,

Inc

485,643‌

2,021

(a)

Cinemark

Holdings,

Inc

36,317‌

6,287

(a)

Clear

Channel

Outdoor

Holdings,

Inc

10,374‌

64,767

Comcast

Corp

(Class

A)

2,807,649‌

17

(a)

Daily

Journal

Corp

6,147‌

632

(a)

DHI

Group,

Inc

1,612‌

4,314

Electronic

Arts,

Inc

572,338‌

1,005

Entravision

Communications

Corp

(Class

A)

1,648‌

1,205

(a)

Eventbrite,

Inc

6,603‌

249

(a)

EverQuote,

Inc

4,621‌

916

(a)

EW

Scripps

Co

(Class

A)

3,600‌

4,099

Fox

Corp

(Class

A)

128,176‌

2,613

Fox

Corp

(Class

B)

74,784‌

4,657

(a),(b)

fuboTV,

Inc

7,358‌

2,328

(a)

Gannett

Co,

Inc

5,680‌

1,547

Gray

Television,

Inc

9,777‌

1,354

(a)

IAC,

Inc

72,222‌

902

(a)

IMAX

Corp

14,585‌

556

(a)

Integral

Ad

Science

Holding

Corp

5,543‌

6,397

Interpublic

Group

of

Cos,

Inc

208,734‌

693

John

Wiley

&

Sons,

Inc

(Class

A)

26,424‌

2,046

(a)

Liberty

Broadband

Corp

117,093‌

365

(a)

Liberty

Broadband

Corp

(Class

A)

20,849‌

398

(a)

Liberty

Media

Corp-Liberty

Formula

One

(Class

A)

23,379‌

3,000

(a)

Liberty

Media

Corp-Liberty

Formula

One

(Class

C)

196,800‌

382

(a)

Liberty

Media

Corp-Liberty

Live

(Class

A)

16,178‌

869

(a)

Liberty

Media

Corp-Liberty

Live

(Class

C)

38,080‌

2,909

(a)

Liberty

Media

Corp-Liberty

SiriusXM

86,426‌

1,463

(a)

Liberty

Media

Corp-Liberty

SiriusXM

(Class

A)

43,451‌

786

(a),(b)

Lions

Gate

Entertainment

Corp

(Class

A)

7,821‌

1,776

(a)

Lions

Gate

Entertainment

Corp

(Class

B)

16,535‌

2,523

(a)

Live

Nation,

Inc

266,858‌

585

(a)

Madison

Square

Garden

Entertainment

Corp

22,938‌

336

(a)

Madison

Square

Garden

Sports

Corp

61,999‌

2,210

(a)

Magnite,

Inc

23,757‌

294

Marcus

Corp

4,192‌

4,748

(a)

Match

Group,

Inc

172,257‌

278

(a)

MediaAlpha,

Inc

5,663‌

36,180

Meta

Platforms,

Inc

17,568,284‌

Nuveen

Life

Stock

Index

Fund

March

31,

2024

56

See

Notes

to

Portfolio

of

Investments

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

MEDIA

&

ENTERTAINMENT—continued

6,992

(a)

NetFlix,

Inc

$

4,246,451‌

2,867

New

York

Times

Co

(Class

A)

123,912‌

6,379

News

Corp

(Class

A)

167,002‌

1,884

News

Corp

(Class

B)

50,981‌

582

Nexstar

Media

Group,

Inc

100,273‌

1,900

(a)

Nextdoor

Holdings,

Inc

4,275‌

3,273

Omnicom

Group,

Inc

316,695‌

692

(a)

Outbrain,

Inc

2,733‌

89

Paramount

Global

(Class

A)

1,943‌

9,969

Paramount

Global

(Class

B)

117,335‌

9,171

(a)

Pinterest,

Inc

317,959‌

1,390

(a)

Playstudios,

Inc

3,864‌

896

Playtika

Holding

Corp

6,317‌

683

(a)

PubMatic,

Inc

16,201‌

1,085

(a)

QuinStreet,

Inc

19,161‌

378

(a)

Reservoir

Media,

Inc

2,998‌

7,676

(a)

ROBLOX

Corp

293,070‌

2,026

(a)

Roku,

Inc

132,034‌

438

Scholastic

Corp

16,517‌

366

Shutterstock,

Inc

16,766‌

862

(b)

Sinclair,

Inc

11,611‌

8,125

(b)

Sirius

XM

Holdings,

Inc

31,525‌

496

(a)

Sphere

Entertainment

Co

24,344‌

2,335

(a)

Spotify

Technology

S.A.

616,206‌

1,314

(a)

Stagwell,

Inc

8,173‌

2,593

(a)

Take-Two

Interactive

Software,

Inc

385,035‌

378

(a)

TechTarget,

Inc

12,504‌

2,032

TEGNA,

Inc

30,358‌

380

(a)

Thryv

Holdings,

Inc

8,447‌

749

TKO

Group

Holdings,

Inc

64,721‌

1,758

(a)

TripAdvisor,

Inc

48,855‌

1,632

(a)

TrueCar,

Inc

5,532‌

2,350

(a)

Vimeo,

Inc

9,612‌

448

(a)

Vivid

Seats,

Inc

2,684‌

29,870

Walt

Disney

Co

3,654,893‌

37,145

(a)

Warner

Bros

Discovery,

Inc

324,276‌

736

(a)

WideOpenWest,

Inc

2,664‌

1,209

(a)

Yelp,

Inc

47,635‌

795

(a)

Ziff

Davis,

Inc

50,117‌

1,228

(a)

ZipRecruiter,

Inc

14,110‌

4,927

(a)

ZoomInfo

Technologies,

Inc

78,980‌

TOTAL

MEDIA

&

ENTERTAINMENT

61,860,710‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

7

.3

%

1,510

(a)

10X

Genomics,

Inc

56,670‌

646

(a),(b)

2seventy

bio,

Inc

3,456‌

684

(a)

4D

Molecular

Therapeutics,

Inc

21,792‌

1,031

(a)

89bio,

Inc

12,001‌

306

(a)

Aadi

Bioscience,

Inc

716‌

28,858

AbbVie,

Inc

5,255,042‌

2,077

(a)

Acadia

Pharmaceuticals,

Inc

38,404‌

1,090

(a)

ACELYRIN,

Inc

7,357‌

997

(a)

Aclaris

Therapeutics,

Inc

1,236‌

488

(a)

Actinium

Pharmaceuticals,

Inc

3,821‌

2,888

(a)

Adaptive

Biotechnologies

Corp

9,270‌

441

(a),(b)

Adicet

Bio,

Inc

1,036‌

3,230

(a)

ADMA

Biologics,

Inc

21,318‌

190

(a),(b)

Aerovate

Therapeutics,

Inc

5,618‌

6,443

(a)

Agenus,

Inc

3,737‌

4,743

Agilent

Technologies,

Inc

690,154‌

1,081

(a)

Agios

Pharmaceuticals,

Inc

31,608‌

706

(a)

Akero

Therapeutics,

Inc

17,834‌

144

(a)

Akoya

Biosciences,

Inc

675‌

57

See

Notes

to

Portfolio

of

Investments

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES—continued

717

(a),(b)

Aldeyra

Therapeutics,

Inc

$

2,345‌

1,021

(a)

Alector,

Inc

6,146‌

2,871

(a)

Alkermes

plc

77,718‌

1,128

(a)

Allakos,

Inc

1,421‌

1,319

(a)

Allogene

Therapeutics,

Inc

5,896‌

2,045

(a)

Alnylam

Pharmaceuticals,

Inc

305,625‌

725

(a)

Alpine

Immune

Sciences,

Inc

28,739‌

827

(a),(b)

Altimmune,

Inc

8,419‌

1,052

(a),(b)

ALX

Oncology

Holdings,

Inc

11,730‌

8,767

Amgen,

Inc

2,492,633‌

4,499

(a)

Amicus

Therapeutics,

Inc

52,998‌

2,013

(a)

Amneal

Pharmaceuticals,

Inc

12,199‌

552

(a)

Amphastar

Pharmaceuticals,

Inc

24,238‌

760

(a)

Amylyx

Pharmaceuticals,

Inc

2,158‌

305

(a)

AnaptysBio,

Inc

6,869‌

1,126

(a),(b)

Anavex

Life

Sciences

Corp

5,731‌

121

(a)

ANI

Pharmaceuticals,

Inc

8,365‌

216

(a)

Anika

Therapeutics,

Inc

5,486‌

1,130

(a)

Annexon,

Inc

8,102‌

1,622

(a)

Apellis

Pharmaceuticals,

Inc

95,341‌

655

(a)

Apogee

Therapeutics,

Inc

43,525‌

1,513

(a),(b)

Arbutus

Biopharma

Corp

3,904‌

630

(a)

Arcellx,

Inc

43,816‌

607

(a)

Arcturus

Therapeutics

Holdings,

Inc

20,498‌

799

(a)

Arcus

Biosciences,

Inc

15,085‌

2,805

(a)

Arcutis

Biotherapeutics,

Inc

27,798‌

3,415

(a)

Ardelyx,

Inc

24,929‌

1,723

(a)

Arrowhead

Pharmaceuticals,

Inc

49,278‌

552

(a)

ARS

Pharmaceuticals,

Inc

5,641‌

937

(a)

Arvinas,

Inc

38,679‌

822

(a),(b)

Assertio

Holdings,

Inc

789‌

425

(a)

Astria

Therapeutics,

Inc

5,982‌

1,067

(a)

Atea

Pharmaceuticals,

Inc

4,311‌

338

(a)

Aura

Biosciences,

Inc

2,653‌

2,219

(a)

Aurinia

Pharmaceuticals,

Inc

11,117‌

10,369

(a)

Avantor,

Inc

265,135‌

989

(a)

Avid

Bioservices,

Inc

6,626‌

1,080

(a)

Avidity

Biosciences,

Inc

27,562‌

414

(a)

Avita

Medical,

Inc

6,636‌

533

(a)

Axsome

Therapeutics,

Inc

42,533‌

1,068

(a)

Beam

Therapeutics,

Inc

35,287‌

824

(a)

BioAtla,

Inc

2,835‌

2,996

(a)

BioCryst

Pharmaceuticals,

Inc

15,220‌

2,349

(a)

Biogen,

Inc

506,515‌

1,391

(a)

Biohaven

Ltd

76,074‌

571

(a)

BioLife

Solutions,

Inc

10,592‌

3,188

(a)

BioMarin

Pharmaceutical,

Inc

278,440‌

334

(a),(b)

Biomea

Fusion,

Inc

4,993‌

379

(a)

Bio-Rad

Laboratories,

Inc

(Class

A)

131,085‌

2,628

Bio-Techne

Corp

184,985‌

1,786

(a),(b)

Bluebird

Bio,

Inc

2,286‌

1,085

(a)

Blueprint

Medicines

Corp

102,923‌

1,436

(a)

Bridgebio

Pharma,

Inc

44,401‌

33,305

Bristol-Myers

Squibb

Co

1,806,130‌

894

(a)

Brooks

Automation,

Inc

53,890‌

1,736

Bruker

BioSciences

Corp

163,080‌

427

(a)

Cabaletta

Bio,

Inc

7,285‌

679

(a)

Cara

Therapeutics,

Inc

618‌

831

(a)

CareDx,

Inc

8,800‌

334

(a)

Cargo

Therapeutics,

Inc

7,455‌

983

(a)

Caribou

Biosciences,

Inc

5,053‌

525

(a)

Carisma

Therapeutics,

Inc

1,192‌

656

(a),(b)

Cassava

Sciences,

Inc

13,310‌

Nuveen

Life

Stock

Index

Fund

March

31,

2024

58

See

Notes

to

Portfolio

of

Investments

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES—continued

2,958

(a)

Catalent,

Inc

$

166,979‌

2,132

(a)

Catalyst

Pharmaceuticals,

Inc

33,984‌

422

(a),(b)

Celcuity,

Inc

9,115‌

777

(a)

Celldex

Therapeutics,

Inc

32,611‌

397

(a)

Century

Therapeutics,

Inc

1,659‌

982

(a)

Cerevel

Therapeutics

Holdings,

Inc

41,509‌

321

(a)

CG

oncology,

Inc

14,092‌

837

(a)

Charles

River

Laboratories

International,

Inc

226,785‌

854

(a),(c)

Chinook

Therapeutics,

Inc

333‌

5,038

(a)

Codexis,

Inc

17,583‌

1,087

(a)

Cogent

Biosciences,

Inc

7,305‌

773

(a)

Collegium

Pharmaceutical,

Inc

30,008‌

1,591

(a)

Compass

Therapeutics,

Inc

3,150‌

1,611

(a)

Corcept

Therapeutics,

Inc

40,581‌

889

(a),(b)

CorMedix,

Inc

3,769‌

899

(a)

Crinetics

Pharmaceuticals,

Inc

42,082‌

670

(a)

CryoPort,

Inc

11,859‌

427

(a)

Cullinan

Oncology,

Inc

7,276‌

1,861

(a)

Cytek

Biosciences,

Inc

12,487‌

1,451

(a)

Cytokinetics,

Inc

101,730‌

10,771

Danaher

Corp

2,689,734‌

722

(a)

Day

One

Biopharmaceuticals,

Inc

11,927‌

610

(a)

Deciphera

Pharmaceuticals,

Inc

9,595‌

1,799

(a)

Denali

Therapeutics,

Inc

36,915‌

578

(a)

Design

Therapeutics,

Inc

2,329‌

139

(a)

Disc

Medicine,

Inc

8,654‌

1,903

(a)

Dynavax

Technologies

Corp

23,616‌

1,463

(a)

Dyne

Therapeutics,

Inc

41,535‌

122

(a),(b)

Eagle

Pharmaceuticals,

Inc

639‌

648

(a)

Edgewise

Therapeutics,

Inc

11,820‌

1,580

(a)

Editas

Medicine,

Inc

11,724‌

7,744

(a)

Elanco

Animal

Health,

Inc

126,072‌

13,843

Eli

Lilly

&

Co

10,769,300‌

301

(a)

Enanta

Pharmaceuticals,

Inc

5,255‌

352

(a),(b)

Enliven

Therapeutics,

Inc

6,192‌

380

(a)

Entrada

Therapeutics,

Inc

5,385‌

1,213

(a)

Erasca,

Inc

2,499‌

533

(a)

Evolus,

Inc

7,462‌

2,917

(a)

Exact

Sciences

Corp

201,448‌

5,221

(a)

Exelixis,

Inc

123,894‌

625

(a)

EyePoint

Pharmaceuticals,

Inc

12,919‌

2,725

(a)

Fate

Therapeutics,

Inc

20,001‌

410

(a)

Foghorn

Therapeutics,

Inc

2,751‌

1,498

(a)

Fortrea

Holdings,

Inc

60,130‌

811

(a)

Genelux

Corp

5,215‌

744

(a)

Generation

Bio

Co

3,028‌

7,738

(a)

Geron

Corp

25,535‌

20,515

Gilead

Sciences,

Inc

1,502,724‌

1,676

(a),(b)

Gritstone

bio,

Inc

4,307‌

2,341

(a)

Halozyme

Therapeutics,

Inc

95,232‌

405

(a)

Harmony

Biosciences

Holdings,

Inc

13,600‌

367

(a),(b)

Harrow

Health,

Inc

4,855‌

674

(a)

Harvard

Bioscience,

Inc

2,858‌

7,993

(a)

Heron

Therapeutics,

Inc

22,141‌

256

(a)

HilleVax,

Inc

4,257‌

1,440

(a),(b)

Humacyte,

Inc

4,478‌

1,296

(a)

ICON

plc

435,391‌

825

(a)

Ideaya

Biosciences,

Inc

36,201‌

344

(a),(b)

IGM

Biosciences,

Inc

3,320‌

2,643

(a)

Illumina,

Inc

362,937‌

1,915

(a)

Immuneering

Corp

5,534‌

2,150

(a),(b)

ImmunityBio,

Inc

11,546‌

892

(a)

Immunovant,

Inc

28,821‌

59

See

Notes

to

Portfolio

of

Investments

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES—continued

3,159

(a)

Incyte

Corp

$

179,968‌

477

(a)

Inhibrx,

Inc

16,676‌

1,186

(a)

Innoviva,

Inc

18,075‌

608

(a),(b)

Inozyme

Pharma,

Inc

4,657‌

1,917

(a)

Insmed,

Inc

52,008‌

1,443

(a)

Intellia

Therapeutics,

Inc

39,697‌

1,517

(a)

Intra-Cellular

Therapies,

Inc

104,976‌

2,335

(a)

Ionis

Pharmaceuticals,

Inc

101,222‌

3,405

(a)

Iovance

Biotherapeutics,

Inc

50,462‌

2,955

(a)

IQVIA

Holdings,

Inc

747,290‌

2,421

(a)

Ironwood

Pharmaceuticals,

Inc

21,087‌

343

(a)

iTeos

Therapeutics,

Inc

4,679‌

205

(a),(b)

Janux

Therapeutics,

Inc

7,718‌

1,000

(a)

Jazz

Pharmaceuticals

plc

120,420‌

39,238

Johnson

&

Johnson

6,207,059‌

390

(a)

KalVista

Pharmaceuticals,

Inc

4,625‌

1,306

(a),(b)

Karyopharm

Therapeutics,

Inc

1,972‌

337

(a)

Keros

Therapeutics,

Inc

22,309‌

1,049

(a)

Kezar

Life

Sciences,

Inc

946‌

561

(a)

Kiniksa

Pharmaceuticals

Ltd

11,069‌

557

(a)

Kodiak

Sciences,

Inc

2,930‌

313

(a)

Krystal

Biotech,

Inc

55,692‌

1,038

(a)

Kura

Oncology,

Inc

22,141‌

584

(a)

Kymera

Therapeutics,

Inc

23,477‌

969

(a)

Larimar

Therapeutics,

Inc

7,355‌

164

LENZ

Therapeutics,

Inc

3,665‌

1,227

(a)

Lexicon

Pharmaceuticals,

Inc

2,945‌

305

(a)

Ligand

Pharmaceuticals,

Inc

(Class

B)

22,296‌

2,773

(a),(b)

Lineage

Cell

Therapeutics,

Inc

4,104‌

933

(a),(b)

Liquidia

Corp

13,762‌

349

(a)

Longboard

Pharmaceuticals,

Inc

7,538‌

4,483

(a),(b)

Lyell

Immunopharma,

Inc

9,997‌

1,699

(a)

MacroGenics,

Inc

25,009‌

221

(a)

Madrigal

Pharmaceuticals,

Inc

59,016‌

4,140

(a)

MannKind

Corp

18,754‌

1,760

(a)

Maravai

LifeSciences

Holdings,

Inc

15,259‌

764

(a)

Marinus

Pharmaceuticals,

Inc

6,907‌

1,600

(a)

MaxCyte,

Inc

6,704‌

396

(a)

Medpace

Holdings,

Inc

160,043‌

1,264

(a)

MeiraGTx

Holdings

plc

7,672‌

41,503

Merck

&

Co,

Inc

5,476,321‌

49

Mesa

Laboratories,

Inc

5,377‌

371

(a)

Mettler-Toledo

International,

Inc

493,909‌

1,942

(a)

MiMedx

Group,

Inc

14,953‌

215

(a)

Mineralys

Therapeutics,

Inc

2,776‌

461

(a)

Mirum

Pharmaceuticals,

Inc

11,580‌

5,371

(a)

Moderna,

Inc

572,334‌

579

(a),(b)

Monte

Rosa

Therapeutics,

Inc

4,082‌

456

(a)

Morphic

Holding,

Inc

16,051‌

287

(a)

Mural

Oncology

PLC

1,403‌

1,296

(a)

Myriad

Genetics,

Inc

27,631‌

1,592

(a)

Natera,

Inc

145,604‌

1,816

(a)

Nautilus

Biotechnology,

Inc

5,339‌

1,620

(a)

Neurocrine

Biosciences,

Inc

223,430‌

653

(a)

NGM

Biopharmaceuticals,

Inc

1,038‌

1,017

(a)

Nkarta,

Inc

10,994‌

1,714

(a),(b)

Novavax,

Inc

8,193‌

774

(a)

Nurix

Therapeutics,

Inc

11,378‌

392

(a)

Nuvalent,

Inc

29,435‌

4,693

(a)

Nuvation

Bio,

Inc

17,083‌

3,824

(a)

Ocular

Therapeutix,

Inc

34,798‌

486

(a)

Olema

Pharmaceuticals,

Inc

5,502‌

511

(a),(b)

Omega

Therapeutics,

Inc

1,865‌

Nuveen

Life

Stock

Index

Fund

March

31,

2024

60

See

Notes

to

Portfolio

of

Investments

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES—continued

115

(a),(c)

OmniAb

Operations,

Inc

$

1‌

115

(a),(c)

OmniAb

Operations,

Inc

1‌

1,496

(a)

OmniAb,

Inc

8,108‌

10,000

(a)

Optinose,

Inc

14,600‌

1,082

(a)

Organogenesis

Holdings,

Inc

3,073‌

2,992

Organon

&

Co

56,250‌

684

(a)

ORIC

Pharmaceuticals,

Inc

9,405‌

1,735

(a)

Ovid

therapeutics,

Inc

5,292‌

4,140

(a)

Pacific

Biosciences

of

California,

Inc

15,525‌

686

(a)

Pacira

BioSciences,

Inc

20,045‌

5,095

(a),(b)

PDS

Biotechnology

Corp

20,176‌

205

(a)

PepGen,

Inc

3,014‌

2,112

PerkinElmer,

Inc

221,760‌

2,396

Perrigo

Co

plc

77,127‌

92,667

Pfizer,

Inc

2,571,509‌

326

(a),(b)

Phathom

Pharmaceuticals,

Inc

3,462‌

293

Phibro

Animal

Health

Corp

3,788‌

845

(a)

Pliant

Therapeutics,

Inc

12,591‌

437

(a)

PMV

Pharmaceuticals,

Inc

743‌

1,693

(a)

Poseida

Therapeutics,

Inc

5,401‌

4,045

(a),(b)

Precigen,

Inc

5,865‌

2,993

(a)

Prelude

Therapeutics,

Inc

14,187‌

817

(a)

Prestige

Consumer

Healthcare,

Inc.

59,282‌

667

(a)

Prime

Medicine,

Inc

4,669‌

1,100

(a),(b)

ProKidney

Corp

1,804‌

892

(a)

Protagonist

Therapeutics,

Inc

25,806‌

672

(a)

Prothena

Corp

plc

16,645‌

1,091

(a)

PTC

Therapeutics,

Inc

31,737‌

3,404

QIAGEN

NV

146,338‌

537

(a)

Quanterix

Corp

12,652‌

4,583

(a),(b)

Quantum-Si,

Inc

9,029‌

734

(a)

Rallybio

Corp

1,358‌

468

(a)

RAPT

Therapeutics,

Inc

4,203‌

2,378

(a),(b)

Recursion

Pharmaceuticals,

Inc

23,709‌

1,655

(a)

Regeneron

Pharmaceuticals,

Inc

1,592,921‌

696

(a)

REGENXBIO,

Inc

14,665‌

1,583

(a)

Relay

Therapeutics,

Inc

13,139‌

918

(a)

Repligen

Corp

168,839‌

560

(a)

Replimune

Group,

Inc

4,575‌

1,255

(a)

Revance

Therapeutics,

Inc

6,175‌

2,180

(a)

REVOLUTION

Medicines,

Inc

70,261‌

818

(a)

Rhythm

Pharmaceuticals,

Inc

35,444‌

5,399

(a)

Rigel

Pharmaceuticals,

Inc

7,991‌

870

(a)

Rocket

Pharmaceuticals,

Inc

23,438‌

5,899

(a)

Roivant

Sciences

Ltd

62,175‌

6,056

Royalty

Pharma

plc

183,921‌

944

(a)

Sage

Therapeutics,

Inc

17,691‌

2,069

(a)

Sana

Biotechnology,

Inc

20,690‌

3,885

(a)

Sangamo

Therapeutics

Inc

2,604‌

1,450

(a)

Sarepta

Therapeutics,

Inc

187,717‌

1,798

(a)

Savara,

Inc

8,954‌

1,134

(a)

Scholar

Rock

Holding

Corp

20,140‌

424

(a)

scPharmaceuticals,

Inc

2,128‌

1,737

(a)

Seer,

Inc

3,300‌

842

SIGA

Technologies,

Inc

7,208‌

1,974

(a),(c)

Sorrento

Therapeutics,

Inc

2,908‌

1,436

(a)

Sotera

Health

Co

17,246‌

896

(a)

SpringWorks

Therapeutics,

Inc

44,101‌

622

(a),(b)

Stoke

Therapeutics,

Inc

8,397‌

1,773

(a),(b)

Summit

Therapeutics,

Inc

7,340‌

725

(a)

Supernus

Pharmaceuticals,

Inc

24,730‌

730

(a)

Sutro

Biopharma,

Inc

4,125‌

1,070

(a)

Syndax

Pharmaceuticals,

Inc

25,466‌

61

See

Notes

to

Portfolio

of

Investments

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES—continued

905

(a)

Tango

Therapeutics,

Inc

$

7,186‌

356

(a)

Tarsus

Pharmaceuticals,

Inc

12,941‌

1,087

(a)

Tenaya

Therapeutics,

Inc

5,685‌

693

(a)

Terns

Pharmaceuticals,

Inc

4,546‌

2,359

(a)

TG

Therapeutics,

Inc

35,880‌

1,031

(a),(b)

Theravance

Biopharma,

Inc

9,248‌

6,302

Thermo

Fisher

Scientific,

Inc

3,662,785‌

1,139

(a)

Third

Harmonic

Bio,

Inc

10,752‌

940

(a)

Travere

Therapeutics,

Inc

7,247‌

941

(a)

Twist

Bioscience

Corp

32,286‌

356

(a)

Tyra

Biosciences,

Inc

5,838‌

1,092

(a)

Ultragenyx

Pharmaceutical,

Inc

50,985‌

751

(a)

United

Therapeutics

Corp

172,520‌

424

(a),(b)

UroGen

Pharma

Ltd

6,360‌

819

(a)

Vanda

Pharmaceuticals,

Inc

3,366‌

1,457

(a)

Vaxcyte,

Inc

99,528‌

732

(a)

Ventyx

Biosciences,

Inc

4,026‌

550

(a)

Vera

Therapeutics,

Inc

23,716‌

1,155

(a)

Veracyte,

Inc

25,595‌

796

(a)

Vericel

Corp

41,408‌

4,221

(a)

Vertex

Pharmaceuticals,

Inc

1,764,420‌

2,131

(a)

Verve

Therapeutics,

Inc

28,300‌

18,237

Viatris,

Inc

217,750‌

311

(a)

Vigil

Neuroscience,

Inc

1,061‌

1,580

(a)

Viking

Therapeutics,

Inc

129,560‌

1,193

(a)

Vir

Biotechnology,

Inc

12,085‌

609

(a)

Viridian

Therapeutics,

Inc

10,664‌

908

(a)

Vor

BioPharma,

Inc

2,152‌

496

(a)

Voyager

Therapeutics,

Inc

4,618‌

956

(a)

Waters

Corp

329,084‌

909

(a)

WaVe

Life

Sciences

Ltd

5,609‌

1,202

West

Pharmaceutical

Services,

Inc

475,643‌

2,079

(a)

X4

Pharmaceuticals,

Inc

2,890‌

962

(a)

Xencor,

Inc

21,289‌

3,180

(a)

Xeris

Biopharma

Holdings,

Inc

7,028‌

616

(a)

Y-mAbs

Therapeutics,

Inc

10,016‌

788

(a)

Zentalis

Pharmaceuticals,

Inc

12,419‌

597

(a)

Zevra

Therapeutics,

Inc

3,463‌

7,641

Zoetis,

Inc

1,292,934‌

888

(a)

Zymeworks,

Inc

9,342‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

60,894,449‌

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0

.1

%

2,208

(a)

Anywhere

Real

Estate,

Inc

13,645‌

5,065

(a)

CBRE

Group,

Inc

492,521‌

5,041

(a)

Compass,

Inc

18,148‌

2,415

(a)

Cushman

&

Wakefield

plc

25,261‌

2,419

DigitalBridge

Group,

Inc

46,614‌

1,408

Douglas

Elliman,

Inc

2,225‌

1,235

(b)

eXp

World

Holdings,

Inc

12,757‌

240

(a)

Forestar

Group,

Inc

9,646‌

102

(a)

FRP

Holdings,

Inc

6,263‌

692

(a)

Howard

Hughes

Holdings,

Inc

50,253‌

843

(a)

Jones

Lang

LaSalle,

Inc

164,461‌

2,137

Kennedy-Wilson

Holdings,

Inc

18,335‌

406

Marcus

&

Millichap,

Inc

13,873‌

252

(a)

Maui

Land

&

Pineapple

Co,

Inc

5,458‌

2,520

Newmark

Group,

Inc

27,947‌

8,902

(a)

Opendoor

Technologies,

Inc

26,973‌

349

Re/Max

Holdings,

Inc

3,061‌

1,711

(a),(b)

Redfin

Corp

11,378‌

497

RMR

Group,

Inc

11,928‌

747

St.

Joe

Co

43,303‌

Nuveen

Life

Stock

Index

Fund

March

31,

2024

62

See

Notes

to

Portfolio

of

Investments

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT—continued

152

(a)

Stratus

Properties,

Inc

$

3,470‌

268

(a)

Tejon

Ranch

Co

4,130‌

181

(a)

Transcontinental

Realty

Investors,

Inc

6,815‌

1,056

(a)

Zillow

Group,

Inc

(Class

A)

50,540‌

2,670

(a)

Zillow

Group,

Inc

(Class

C)

130,243‌

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

1,199,248‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

8

.9

%

759

(a)

ACM

Research,

Inc

22,117‌

26,196

(a)

Advanced

Micro

Devices,

Inc

4,728,116‌

407

(a),(b)

Aehr

Test

Systems

5,047‌

932

(a)

Allegro

MicroSystems,

Inc

25,127‌

441

(a)

Alpha

&

Omega

Semiconductor

Ltd

9,720‌

567

(a)

Ambarella,

Inc

28,787‌

1,455

Amkor

Technology,

Inc

46,909‌

8,134

Analog

Devices,

Inc

1,608,824‌

13,705

Applied

Materials,

Inc

2,826,382‌

320

(a)

Atomera,

Inc

1,971‌

510

(a)

Axcelis

Technologies,

Inc

56,875‌

7,046

Broadcom,

Inc

9,338,839‌

333

(a)

Ceva,

Inc

7,562‌

1,003

(a)

Cirrus

Logic,

Inc

92,838‌

772

(a)

Cohu,

Inc

25,731‌

1,608

(a)

Credo

Technology

Group

Holding

Ltd

34,074‌

836

(a)

Diodes,

Inc

58,938‌

2,193

(a)

Enphase

Energy,

Inc

265,309‌

2,352

Entegris,

Inc

330,550‌

1,763

(a)

First

Solar,

Inc

297,594‌

1,150

(a)

Formfactor,

Inc

52,474‌

1,173

(a),(b)

GLOBALFOUNDRIES,

Inc

61,125‌

434

(a)

Ichor

Holdings

Ltd

16,761‌

346

(a)

Impinj,

Inc

44,430‌

2,044

(a),(b)

indie

Semiconductor,

Inc

14,472‌

68,976

Intel

Corp

3,046,670‌

173

(a)

inTEST

Corp

2,292‌

2,229

KLA

Corp

1,557,113‌

970

Kulicke

&

Soffa

Industries,

Inc

48,801‌

2,150

Lam

Research

Corp

2,088,875‌

2,413

(a)

Lattice

Semiconductor

Corp

188,769‌

799

(a)

MACOM

Technology

Solutions

Holdings,

Inc

76,416‌

14,049

Marvell

Technology,

Inc

995,793‌

384

(a),(b)

Maxeon

Solar

Technologies

Ltd

1,279‌

1,137

(a)

MaxLinear,

Inc

21,228‌

8,819

Microchip

Technology,

Inc

791,152‌

17,668

Micron

Technology,

Inc

2,082,881‌

1,013

MKS

Instruments,

Inc

134,729‌

741

Monolithic

Power

Systems,

Inc

501,968‌

1,749

(a)

Navitas

Semiconductor

Corp

8,343‌

85

NVE

Corp

7,665‌

38,863

Nvidia

Corp

35,115,052‌

6,919

(a)

ON

Semiconductor

Corp

508,892‌

943

(a)

Onto

Innovation,

Inc

170,758‌

409

(a)

PDF

Solutions,

Inc

13,771‌

1,020

(a)

Photronics,

Inc

28,886‌

990

Power

Integrations,

Inc

70,835‌

1,660

(a)

Qorvo,

Inc

190,618‌

18,218

QUALCOMM,

Inc

3,084,307‌

1,794

(a)

Rambus,

Inc

110,887‌

1,200

(a)

Semtech

Corp

32,988‌

591

(a)

Silicon

Laboratories,

Inc

84,939‌

272

(a)

SiTime

Corp

25,359‌

106

(a)

SkyWater

Technology,

Inc

1,078‌

2,569

Skyworks

Solutions,

Inc

278,274‌

63

See

Notes

to

Portfolio

of

Investments

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT—continued

592

(a)

SMART

Global

Holdings,

Inc

$

15,581‌

653

(a)

Synaptics,

Inc

63,707‌

2,512

Teradyne,

Inc

283,429‌

14,758

Texas

Instruments,

Inc

2,570,991‌

398

(a)

Transphorm,

Inc

1,954‌

789

(a)

Ultra

Clean

Holdings

36,247‌

754

Universal

Display

Corp

127,011‌

729

(a)

Veeco

Instruments,

Inc

25,639‌

1,949

(a)

Wolfspeed,

Inc

57,496‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

74,453,245‌

SOFTWARE

&

SERVICES

-

12

.0

%

1,702

(a)

8x8,

Inc

4,595‌

978

A10

Networks,

Inc

13,389‌

10,296

Accenture

plc

3,568,697‌

2,058

(a)

ACI

Worldwide,

Inc

68,346‌

1,587

Adeia,

Inc

17,330‌

7,410

(a)

Adobe,

Inc

3,739,086‌

400

(a)

Agilysys,

Inc

33,704‌

2,449

(a)

Akamai

Technologies,

Inc

266,353‌

790

(a)

Alarm.com

Holdings,

Inc

57,251‌

641

(a)

Alkami

Technology,

Inc

15,749‌

708

(a)

Altair

Engineering,

Inc

60,994‌

1,940

Amdocs

Ltd

175,318‌

370

American

Software,

Inc

(Class

A)

4,237‌

894

(a)

Amplitude,

Inc

9,727‌

1,382

(a)

Ansys,

Inc

479,775‌

306

(a)

Appfolio,

Inc

75,502‌

674

(a)

Appian

Corp

26,926‌

1,093

(a),(b)

Applied

Digital

Corp

4,678‌

3,312

(a)

AppLovin

Corp

229,257‌

1,411

(a)

Asana,

Inc

21,856‌

492

(a)

Aspentech

Corp

104,934‌

343

(a)

Asure

Software,

Inc

2,669‌

2,559

(a)

Atlassian

Corp

Ltd

499,287‌

3,498

(a)

Autodesk,

Inc

910,949‌

2,036

(a)

AvePoint,

Inc

16,125‌

2,852

Bentley

Systems,

Inc

148,931‌

6,383

(a),(b)

BigBear.ai

Holdings,

Inc

13,085‌

1,087

(a)

BigCommerce

Holdings,

Inc

7,489‌

1,698

(a)

BILL

Holdings,

Inc

116,687‌

4,938

(a),(b)

Bit

Digital,

Inc

14,172‌

860

(a)

Blackbaud,

Inc

63,760‌

875

(a)

BlackLine,

Inc

56,508‌

2,369

(a)

Box,

Inc

67,090‌

862

(a)

Braze,

Inc

38,187‌

653

(a)

Brightcove,

Inc

1,267‌

1,862

(a),(b)

C3.ai,

Inc

50,404‌

4,424

(a)

Cadence

Design

Systems,

Inc

1,377,103‌

4,989

(a)

CCC

Intelligent

Solutions

Holdings,

Inc

59,668‌

664

(a)

Cerence,

Inc

10,458‌

2,239

(a)

Ceridian

HCM

Holding,

Inc

148,244‌

4,767

(a)

Cipher

Mining,

Inc

24,550‌

3,809

(a)

Cleanspark,

Inc

80,789‌

1,277

Clear

Secure,

Inc

27,162‌

4,773

(a)

Cloudflare,

Inc

462,170‌

8,261

Cognizant

Technology

Solutions

Corp

(Class

A)

605,449‌

679

(a)

Commvault

Systems,

Inc

68,871‌

3,055

(a)

Confluent,

Inc

93,239‌

265

(a)

Consensus

Cloud

Solutions,

Inc

4,203‌

164

(a),(b)

CoreCard

Corp

1,812‌

485

(a)

Couchbase,

Inc

12,760‌

3,481

(a)

Crowdstrike

Holdings,

Inc

1,115,974‌

Nuveen

Life

Stock

Index

Fund

March

31,

2024

64

See

Notes

to

Portfolio

of

Investments

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

SOFTWARE

&

SERVICES—continued

430

(a)

CS

Disco,

Inc

$

3,496‌

4,505

(a)

Datadog,

Inc

556,818‌

348

(a),(b)

Digimarc

Corp

9,459‌

1,549

(a)

Digital

Turbine,

Inc

4,058‌

1,139

(a)

DigitalOcean

Holdings,

Inc

43,487‌

3,281

(a)

DocuSign,

Inc

195,384‌

895

Dolby

Laboratories,

Inc

(Class

A)

74,974‌

549

(a)

Domo,

Inc

4,897‌

1,815

(a)

DoubleVerify

Holdings,

Inc

63,815‌

4,214

(a)

Dropbox,

Inc

102,400‌

3,442

(a)

DXC

Technology

Co

73,005‌

3,878

(a)

Dynatrace,

Inc

180,094‌

3,144

(a)

E2open

Parent

Holdings,

Inc

13,959‌

543

(a)

eGain

Corp

3,502‌

1,268

(a)

Elastic

NV

127,104‌

349

(a)

Enfusion,

Inc

3,228‌

884

(a)

Envestnet,

Inc

51,192‌

857

(a)

EPAM

Systems,

Inc

236,669‌

638

(a)

Everbridge,

Inc

22,222‌

472

(a)

EverCommerce,

Inc

4,446‌

808

(a)

Expensify,

Inc

1,487‌

391

(a)

Fair

Isaac

Corp

488,598‌

1,817

(a)

Fastly,

Inc

23,567‌

1,139

(a)

Five9,

Inc

70,743‌

10,750

(a)

Fortinet,

Inc

734,333‌

2,409

(a)

Freshworks,

Inc

43,868‌

1,279

(a)

Gartner,

Inc

609,661‌

9,648

Gen

Digital,

Inc

216,115‌

1,431

(a)

Gitlab,

Inc

83,456‌

671

(a)

Globant

S.A.

135,475‌

2,443

(a)

GoDaddy,

Inc

289,935‌

699

(a)

Grid

Dynamics

Holdings,

Inc

8,591‌

1,428

(a)

Guidewire

Software,

Inc

166,662‌

450

Hackett

Group,

Inc

10,935‌

1,459

(a)

HashiCorp,

Inc

39,320‌

770

(a)

HubSpot,

Inc

482,451‌

112

(a)

IBEX

Holdings

Ltd

1,728‌

477

(a)

Informatica,

Inc

16,695‌

412

Information

Services

Group,

Inc

1,665‌

227

(a)

Instructure

Holdings,

Inc

4,853‌

1,021

(a)

Intapp,

Inc

35,020‌

539

InterDigital,

Inc

57,382‌

14,866

International

Business

Machines

Corp

2,838,811‌

4,470

Intuit,

Inc

2,905,500‌

1,086

(a)

Jamf

Holding

Corp

19,928‌

1,692

(a)

Kaltura,

Inc

2,284‌

3,355

(a)

Kyndryl

Holdings,

Inc

73,005‌

3,520

(a),(b)

Liveperson,

Inc

3,511‌

1,208

(a)

LiveRamp

Holdings,

Inc

41,676‌

1,006

(a)

Manhattan

Associates,

Inc

251,731‌

3,500

(a)

Marathon

Digital

Holdings,

Inc

79,030‌

5,907

(a)

Matterport,

Inc

13,350‌

365

(a)

MeridianLink,

Inc

6,826‌

121,715

Microsoft

Corp

51,207,935‌

240

(a),(b)

MicroStrategy,

Inc

(Class

A)

409,094‌

781

(a)

Mitek

Systems,

Inc

11,012‌

704

(a)

Model

N,

Inc

20,043‌

1,116

(a)

MongoDB,

Inc

400,242‌

1,055

(a)

N-able,

Inc

13,789‌

1,156

(a)

nCino

OpCo,

Inc

43,211‌

2,313

(a)

NCR

Corp

29,213‌

1,978

(a),(b)

NextNav,

Inc

13,015‌

4,029

(a)

Nutanix,

Inc

248,670‌

65

See

Notes

to

Portfolio

of

Investments

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

SOFTWARE

&

SERVICES—continued

2,511

(a)

Okta,

Inc

$

262,701‌

1,468

(a)

Olo,

Inc

8,059‌

710

ON24,

Inc

5,069‌

634

(a)

OneSpan,

Inc

7,373‌

25,219

Oracle

Corp

3,167,759‌

1,327

(a)

PagerDuty,

Inc

30,096‌

30,894

(a)

Palantir

Technologies,

Inc

710,871‌

4,907

(a)

Palo

Alto

Networks,

Inc

1,394,226‌

779

(a)

Paycor

HCM,

Inc

15,144‌

665

(a)

Paylocity

Holding

Corp

114,287‌

748

Pegasystems,

Inc

48,351‌

509

(a)

Perficient,

Inc

28,652‌

682

(a)

PowerSchool

Holdings,

Inc

14,520‌

1,155

(a)

Procore

Technologies,

Inc

94,906‌

766

Progress

Software

Corp

40,835‌

671

(a)

PROS

Holdings,

Inc

24,377‌

1,836

(a)

PTC,

Inc

346,894‌

877

(a)

Q2

Holdings,

Inc

46,095‌

667

(a)

Qualys,

Inc

111,302‌

930

(a)

Rapid7,

Inc

45,607‌

1,545

(a)

Rimini

Street,

Inc

5,037‌

1,417

(a)

RingCentral,

Inc

49,227‌

3,490

(a)

Riot

Platforms,

Inc

42,718‌

1,695

Roper

Industries,

Inc

950,624‌

15,364

Salesforce,

Inc

4,627,330‌

433

Sapiens

International

Corp

NV

13,925‌

348

(a)

SEMrush

Holdings,

Inc

4,614‌

3,422

(a)

SentinelOne,

Inc

79,767‌

3,330

(a)

ServiceNow,

Inc

2,538,792‌

2,057

(a)

Smartsheet,

Inc

79,195‌

5,113

(a)

Snowflake,

Inc

826,261‌

668

(a)

SolarWinds

Corp

8,430‌

2,307

(a),(b)

SoundHound

AI,

Inc

13,588‌

307

(a)

SoundThinking,

Inc

4,875‌

1,168

(a)

Sprinklr,

Inc

14,331‌

904

(a)

Sprout

Social,

Inc

53,978‌

599

(a)

SPS

Commerce,

Inc

110,755‌

519

(a)

Squarespace,

Inc

18,912‌

2,489

(a)

Synopsys,

Inc

1,422,464‌

1,778

(a)

Tenable

Holdings,

Inc

87,887‌

1,844

(a)

Teradata

Corp

71,307‌

6,742

(a),(b)

Terawulf,

Inc

17,731‌

1,255

(a)

Thoughtworks

Holding,

Inc

3,175‌

7,172

(a)

Trade

Desk,

Inc

626,976‌

143

(a),(b)

Tucows,

Inc

2,654‌

2,852

(a)

Twilio,

Inc

174,400‌

662

(a)

Tyler

Technologies,

Inc

281,357‌

6,303

(a)

UiPath,

Inc

142,889‌

1,098

(a)

Unisys

Corp

5,391‌

4,707

(a)

Unity

Software,

Inc

125,677‌

1,710

(a)

Varonis

Systems,

Inc

80,661‌

1,154

(a)

Verint

Systems,

Inc

38,255‌

1,489

(a)

VeriSign,

Inc

282,180‌

945

(a)

Viant

Technology,

Inc

10,074‌

514

(a)

Weave

Communications,

Inc

5,901‌

3,233

(a)

Workday,

Inc

881,801‌

767

(a)

Workiva,

Inc

65,042‌

634

(a)

Xperi,

Inc

7,646‌

1,753

(a)

Yext,

Inc

10,571‌

1,875

(a)

Zeta

Global

Holdings

Corp

20,494‌

4,218

(a)

Zoom

Video

Communications,

Inc

275,731‌

1,411

(a)

Zscaler,

Inc

271,801‌

Nuveen

Life

Stock

Index

Fund

March

31,

2024

66

See

Notes

to

Portfolio

of

Investments

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

SOFTWARE

&

SERVICES—continued

1,687

(a)

Zuora,

Inc

$

15,385‌

TOTAL

SOFTWARE

&

SERVICES

99,892,324‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

6

.7

%

380

(a)

908

Devices,

Inc

2,869‌

806

ADTRAN

Holdings,

Inc

4,385‌

617

Advanced

Energy

Industries,

Inc

62,922‌

391

(a)

Aeva

Technologies,

Inc

1,537‌

1,341

(a),(b)

Akoustis

Technologies,

Inc

793‌

9,470

Amphenol

Corp

(Class

A)

1,092,364‌

238,671

Apple,

Inc

40,927,303‌

4,063

(a)

Arista

Networks,

Inc

1,178,189‌

1,538

(a)

Arlo

Technologies,

Inc

19,456‌

1,021

(a)

Arrow

Electronics,

Inc

132,179‌

170

(a)

Aviat

Networks,

Inc

6,518‌

1,668

Avnet,

Inc

82,699‌

438

Badger

Meter,

Inc

70,873‌

126

Bel

Fuse,

Inc

(Class

B)

7,599‌

636

Belden

CDT,

Inc

58,900‌

773

Benchmark

Electronics,

Inc

23,198‌

909

(a)

Calix,

Inc

30,142‌

141

(a)

Cambium

Networks

Corp

608‌

2,243

CDW

Corp

573,715‌

2,665

(a)

Ciena

Corp

131,784‌

66,101

Cisco

Systems,

Inc

3,299,101‌

153

(a)

Clearfield,

Inc

4,719‌

2,887

Cognex

Corp

122,467‌

2,063

(a)

Coherent

Corp

125,059‌

12,431

Corning,

Inc

409,726‌

426

(a)

Corsair

Gaming,

Inc

5,257‌

775

Crane

NXT

Co

47,972‌

485

CTS

Corp

22,693‌

610

(a)

Daktronics,

Inc

6,076‌

400

(a)

Digi

International,

Inc

12,772‌

284

(a)

DZS,

Inc

375‌

830

(a)

Eastman

Kodak

Co

4,108‌

404

(a)

ePlus,

Inc

31,730‌

1,500

(a)

Evolv

Technologies

Holdings,

Inc

6,675‌

1,698

(a)

Extreme

Networks,

Inc

19,595‌

926

(a)

F5

Networks,

Inc

175,560‌

653

(a)

Fabrinet

123,430‌

288

(a)

FARO

Technologies,

Inc

6,195‌

1,454

(a)

Harmonic,

Inc

19,542‌

21,096

Hewlett

Packard

Enterprise

Co

374,032‌

13,685

HP,

Inc

413,561‌

2,966

(a),(b)

Infinera

Corp

17,885‌

463

(a)

Insight

Enterprises,

Inc

85,896‌

2,518

(a),(b)

IonQ,

Inc

25,155‌

549

(a)

IPG

Photonics

Corp

49,789‌

693

(a)

Iteris,

Inc

3,423‌

678

(a)

Itron,

Inc

62,729‌

2,103

Jabil

Inc

281,697‌

5,587

Juniper

Networks,

Inc

207,054‌

2,854

(a)

Keysight

Technologies,

Inc

446,309‌

548

(a)

Kimball

Electronics,

Inc

11,864‌

1,352

(a)

Knowles

Corp

21,767‌

1,886

(a),(b)

Lightwave

Logic,

Inc

8,826‌

375

Littelfuse,

Inc

90,881‌

1,153

(a)

Lumentum

Holdings,

Inc

54,595‌

472

(a)

Luna

Innovations,

Inc

1,513‌

569

Methode

Electronics,

Inc

6,930‌

2,725

(a),(b)

MicroVision,

Inc

5,014‌

2,874

(a)

Mirion

Technologies,

Inc

32,677‌

67

See

Notes

to

Portfolio

of

Investments

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

TECHNOLOGY

HARDWARE

&

EQUIPMENT—continued

2,676

Motorola

Solutions,

Inc

$

949,926‌

342

Napco

Security

Technologies,

Inc

13,735‌

3,386

NetApp,

Inc

355,428‌

505

(a)

Netgear,

Inc

7,964‌

1,389

(a)

Netscout

Systems,

Inc

30,336‌

829

(a)

nLight,

Inc

10,777‌

592

(a)

Novanta,

Inc

103,464‌

280

(a)

OSI

Systems,

Inc

39,990‌

404

(a),(b)

PAR

Technology

Corp

18,325‌

196

PC

Connection,

Inc

12,922‌

521

(a)

Plexus

Corp

49,401‌

4,619

(a)

Pure

Storage,

Inc

240,142‌

1,053

(a)

Ribbon

Communications,

Inc

3,370‌

262

(a)

Rogers

Corp

31,097‌

1,157

(a)

Sanmina

Corp

71,942‌

463

(a)

Scansource,

Inc

20,391‌

2,874

(a)

SmartRent,

Inc

7,702‌

794

(a)

Super

Micro

Computer,

Inc

801,964‌

765

TD

SYNNEX

Corp

86,521‌

743

(a)

Teledyne

Technologies,

Inc

318,985‌

3,962

(a)

Trimble

Inc

254,994‌

1,439

(a)

TTM

Technologies,

Inc

22,520‌

301

(a)

Turtle

Beach

Corp

5,189‌

96

Ubiquiti,

Inc

11,122‌

1,868

(a),(b)

Viasat,

Inc

33,792‌

4,189

(a)

Viavi

Solutions,

Inc

38,078‌

2,099

Vishay

Intertechnology,

Inc

47,605‌

301

(a)

Vishay

Precision

Group,

Inc

10,634‌

2,801

Vontier

Corp

127,053‌

5,297

(a)

Western

Digital

Corp

361,467‌

2,215

Xerox

Holdings

Corp

39,648‌

882

(a)

Zebra

Technologies

Corp

(Class

A)

265,870‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

55,445,036‌

TELECOMMUNICATION

SERVICES

-

0

.8

%

422

(a)

Anterix,

Inc

14,183‌

895

(a),(b)

AST

SpaceMobile,

Inc

2,595‌

117,438

AT&T,

Inc

2,066,909‌

251

ATN

International,

Inc

7,908‌

378

(a)

Bandwidth,

Inc

6,902‌

772

Cogent

Communications

Group,

Inc

50,435‌

1,064

(a)

Consolidated

Communications

Holdings,

Inc

4,596‌

2,158

(a)

EchoStar

Corp

(Class

A)

30,751‌

3,950

(a)

Frontier

Communications

Parent,

Inc

96,775‌

1,815

(a),(c)

GCI

Liberty,

Inc

18‌

10,525

(a)

Globalstar,

Inc

15,472‌

987

(a)

Gogo,

Inc

8,666‌

350

IDT

Corp

13,234‌

2,020

Iridium

Communications,

Inc

52,843‌

681

(a)

Liberty

Latin

America

Ltd

(Class

A)

4,747‌

2,483

(a)

Liberty

Latin

America

Ltd

(Class

C)

17,356‌

365

(a)

Ooma,

Inc

3,113‌

869

Shenandoah

Telecom

Co

15,095‌

319

Spok

Holdings,

Inc

5,088‌

1,775

Telephone

and

Data

Systems,

Inc

28,436‌

8,115

T-Mobile

US,

Inc

1,324,530‌

69,056

Verizon

Communications,

Inc

2,897,590‌

TOTAL

TELECOMMUNICATION

SERVICES

6,667,242‌

TRANSPORTATION

-

1

.7

%

1,148

(a)

Air

Transport

Services

Group,

Inc

15,797‌

1,656

(a)

Alaska

Air

Group,

Inc

71,191‌

268

Allegiant

Travel

Co

20,156‌

141

(a),(b)

Amerco,

Inc

9,523‌

Nuveen

Life

Stock

Index

Fund

March

31,

2024

68

See

Notes

to

Portfolio

of

Investments

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

TRANSPORTATION—continued

9,378

(a)

American

Airlines

Group,

Inc

$

143,952‌

424

ArcBest

Corp

60,420‌

128

Avis

Budget

Group,

Inc

15,675‌

969

(a)

Blade

Air

Mobility,

Inc

2,762‌

1,985

CH

Robinson

Worldwide,

Inc

151,138‌

767

Costamare,

Inc

8,705‌

185

Covenant

Logistics

Group,

Inc

8,577‌

32,218

CSX

Corp

1,194,321‌

828

(a)

Daseke,

Inc

6,872‌

10,897

Delta

Air

Lines,

Inc

521,639‌

220

(a),(b)

Eagle

Bulk

Shipping,

Inc

13,743‌

2,397

Expeditors

International

Washington,

Inc

291,403‌

3,770

FedEx

Corp

1,092,320‌

480

Forward

Air

Corp

14,933‌

438

(a),(b)

Frontier

Group

Holdings,

Inc

3,552‌

2,042

FTAI

Infrastructure,

Inc

12,824‌

497

Genco

Shipping

&

Trading

Ltd

10,104‌

1,990

Golden

Ocean

Group

Ltd

25,790‌

1,764

(a)

GXO

Logistics,

Inc

94,833‌

905

(a)

Hawaiian

Holdings,

Inc

12,064‌

728

Heartland

Express,

Inc

8,692‌

2,161

(a)

Hertz

Global

Holdings,

Inc

16,921‌

1,010

Hub

Group,

Inc

(Class

A)

43,652‌

1,447

JB

Hunt

Transport

Services,

Inc

288,315‌

5,315

(a)

JetBlue

Airways

Corp

39,437‌

4,016

(a),(b)

Joby

Aviation,

Inc

21,526‌

877

(a)

Kirby

Corp

83,596‌

2,433

Knight-Swift

Transportation

Holdings,

Inc

133,864‌

666

Landstar

System,

Inc

128,378‌

5,019

(a)

Lyft,

Inc

(Class

A)

97,118‌

796

Marten

Transport

Ltd

14,710‌

668

Matson,

Inc

75,083‌

3,742

Norfolk

Southern

Corp

953,724‌

3,220

Old

Dominion

Freight

Line

706,178‌

136

(a)

PAM

Transportation

Services,

Inc

2,205‌

580

(a)

Radiant

Logistics,

Inc

3,144‌

1,622

(a)

RXO,

Inc

35,473‌

775

Ryder

System,

Inc

93,147‌

1,291

(b)

Safe

Bulkers,

Inc

6,403‌

425

(a)

Saia,

Inc

248,625‌

932

Schneider

National,

Inc

21,101‌

802

(a)

Skywest,

Inc

55,402‌

10,244

Southwest

Airlines

Co

299,022‌

383

(a)

Sun

Country

Airlines

Holdings,

Inc

5,779‌

32,210

(a)

Uber

Technologies,

Inc

2,479,848‌

1,269

U-Haul

Holding

Co

84,617‌

9,946

Union

Pacific

Corp

2,446,020‌

4,987

(a)

United

Airlines

Holdings,

Inc

238,778‌

11,741

United

Parcel

Service,

Inc

(Class

B)

1,745,065‌

122

Universal

Truckload

Services,

Inc

4,498‌

1,147

Werner

Enterprises,

Inc

44,871‌

1,710

(a)

XPO,

Inc

208,671‌

TOTAL

TRANSPORTATION

14,436,157‌

UTILITIES

-

2

.2

%

11,476

AES

Corp

205,765‌

1,097

Allete,

Inc

65,425‌

4,194

Alliant

Energy

Corp

211,378‌

1,833

(a)

Altus

Power,

Inc

8,762‌

4,249

Ameren

Corp

314,256‌

8,480

American

Electric

Power

Co,

Inc

730,128‌

745

American

States

Water

Co

53,819‌

3,189

American

Water

Works

Co,

Inc

389,728‌

69

See

Notes

to

Portfolio

of

Investments

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

UTILITIES—continued

111

Artesian

Resources

Corp

$

4,119‌

2,236

Atmos

Energy

Corp

265,793‌

1,522

Avangrid,

Inc

55,462‌

1,326

Avista

Corp

46,437‌

1,043

Black

Hills

Corp

56,948‌

1,865

Brookfield

Infrastructure

Corp

67,215‌

2,251

Brookfield

Renewable

Corp

55,307‌

829

(a)

Cadiz,

Inc

2,404‌

934

California

Water

Service

Group

43,412‌

10,119

Centerpoint

Energy,

Inc

288,290‌

358

Chesapeake

Utilities

Corp

38,413‌

545

Clearway

Energy,

Inc

(Class

A)

11,723‌

1,281

Clearway

Energy,

Inc

(Class

C)

29,527‌

4,975

CMS

Energy

Corp

300,191‌

5,611

Consolidated

Edison,

Inc

509,535‌

268

Consolidated

Water

Co,

Inc

7,855‌

5,255

Constellation

Energy

Corp

971,387‌

13,750

Dominion

Energy,

Inc

676,362‌

3,346

DTE

Energy

Co

375,220‌

12,580

Duke

Energy

Corp

1,216,612‌

6,251

Edison

International

442,133‌

3,424

Entergy

Corp

361,848‌

3,872

Essential

Utilities,

Inc

143,458‌

3,619

Evergy,

Inc

193,182‌

5,967

Eversource

Energy

356,648‌

15,967

Exelon

Corp

599,880‌

8,802

FirstEnergy

Corp

339,933‌

572

Genie

Energy

Ltd

8,626‌

765

Global

Water

Resources,

Inc

9,823‌

772

Idacorp,

Inc

71,711‌

685

MGE

Energy,

Inc

53,923‌

240

Middlesex

Water

Co

12,600‌

1,443

(a)

Montauk

Renewables,

Inc

6,003‌

1,427

National

Fuel

Gas

Co

76,658‌

1,561

New

Jersey

Resources

Corp

66,982‌

33,445

NextEra

Energy,

Inc

2,137,470‌

6,737

NiSource,

Inc

186,345‌

666

Northwest

Natural

Holding

Co

24,789‌

812

NorthWestern

Corp

41,355‌

3,514

NRG

Energy,

Inc

237,863‌

3,276

OGE

Energy

Corp

112,367‌

919

ONE

Gas,

Inc

59,303‌

846

Ormat

Technologies,

Inc

55,997‌

743

Otter

Tail

Corp

64,195‌

32,774

(e)

PG&E

Corp

549,292‌

1,897

Pinnacle

West

Capital

Corp

141,763‌

1,358

PNM

Resources,

Inc

51,115‌

1,712

Portland

General

Electric

Co

71,904‌

11,333

PPL

Corp

311,997‌

8,110

Public

Service

Enterprise

Group,

Inc

541,586‌

250

(a)

Pure

Cycle

Corp

2,375‌

191

RGC

Resources,

Inc

3,866‌

10,117

Sempra

Energy

726,704‌

505

SJW

Corp

28,578‌

17,719

Southern

Co

1,271,161‌

1,078

Southwest

Gas

Holdings

Inc

82,068‌

880

Spire,

Inc

54,006‌

1,678

(a),(b)

Sunnova

Energy

International,

Inc

10,286‌

2,518

UGI

Corp

61,792‌

537

Unitil

Corp

28,112‌

5,916

Vistra

Corp

412,049‌

5,438

WEC

Energy

Group,

Inc

446,569‌

9,168

Xcel

Energy,

Inc

492,780‌

Nuveen

Life

Stock

Index

Fund

March

31,

2024

70

See

Notes

to

Portfolio

of

Investments

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

UTILITIES—continued

203

York

Water

Co

$

7,363‌

TOTAL

UTILITIES

17,959,931‌

TOTAL

COMMON

STOCKS

830,339,557‌

(Cost

$232,864,935)

EXPIRATION

DATE

RIGHTS/WARRANTS

-

0.0%

ENERGY

-

0

.0

%

156

(c)

Empire

Petroleum

Corp

03/25/24

2‌

TOTAL

ENERGY

2‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

0

.0

%

735

(c)

AstraZeneca

plc

02/20/29

228‌

854

(c)

Chinook

Therapeutics,

Inc

8‌

145

(c)

Tobira

Therapeutics,

Inc

9‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

245‌

TOTAL

RIGHTS/WARRANTS

247‌

(Cost

$237)

TOTAL

LONG-TERM

INVESTMENTS

830,339,804‌

(Cost

$232,865,172)

PRINCIPAL

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

0.3%

REPURCHASE

AGREEMENT

-

0

.3

%

$

2,810,000

(f)

Fixed

Income

Clearing

Corp

(FICC)

5

.320

%

04/01/24

2,810,000‌

TOTAL

REPURCHASE

AGREEMENT

2,810,000‌

TOTAL

SHORT-TERM

INVESTMENTS

2,810,000‌

(Cost

$2,810,000)

SHARES

EXP

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.2%

1,736,315

(g)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5

.340

(h)

1,736,315‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

1,736,315‌

(Cost

$1,736,315)

TOTAL

INVESTMENTS

-

100.4%

834,886,119‌

(Cost

$237,411,487)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(0.4)%

(

3,372,245‌

)

NET

ASSETS

-

100.0%

$

831,513,874‌

REIT

Real

Estate

Investment

Trust

(a)

Non-income

producing

(b)

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$2,406,606.

(c)

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

(d)

All

or

a

portion

of

these

securities

have

been

segregated

to

cover

margin

requirements

on

open

futures

contracts.

(e)

In

bankruptcy

(f)

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

5.320%

dated

3/28/24

to

be

repurchased

at

$2,811,661

on

4/1/24,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

4.500%

and

maturity

date

7/15/26,

valued

at

$2,866,276.

(g)

Investments

made

with

cash

collateral

received

from

securities

on

loan.

(h)

The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

71

See

Notes

to

Portfolio

of

Investments

Futures

Contracts

-

Long

Description

Number

of

Contracts

Expiration

Date

Notional

Amount

Value

Unrealized

Appreciation

(Depreciation)

S&P

500

E-Mini

Index

11‌

06/21/24

 $

2,859,802‌

$

2,919,675‌

$

59,873‌

Nuveen

Life

International

Equity

Fund

March

31,

2024

Portfolio

of

Investments

72

See

Notes

to

Portfolio

of

Investments

(Unaudited)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

LONG-TERM

INVESTMENTS

-

99.0%

COMMON

STOCKS

-

99.0%

AUSTRALIA

-

5

.6

%

88,423

BHP

Billiton

Ltd

$

2,556,658‌

32,376

Commonwealth

Bank

of

Australia

2,539,554‌

438,705

Glencore

plc

2,407,418‌

39,413

Woodside

Energy

Group

Ltd

785,595‌

TOTAL

AUSTRALIA

8,289,225‌

BRAZIL

-

1

.3

%

129,651

Banco

Bradesco

S.A.

(Preference)

368,629‌

225,600

Itau

Unibanco

Holding

S.A.

1,558,158‌

TOTAL

BRAZIL

1,926,787‌

DENMARK

-

6

.3

%

11,268

DSV

AS

1,831,666‌

58,360

Novo

Nordisk

A.S.

7,486,033‌

TOTAL

DENMARK

9,317,699‌

FINLAND

-

1

.2

%

150,632

Nordea

Bank

Abp

1,702,847‌

TOTAL

FINLAND

1,702,847‌

FRANCE

-

11

.8

%

24,319

Airbus

SE

4,480,259‌

14,845

BNP

Paribas

S.A.

1,056,888‌

16,203

Compagnie

de

Saint-Gobain

1,257,575‌

12,629

Essilor

International

S.A.

2,856,825‌

3,684

Kering

1,459,171‌

2,285

LVMH

Moet

Hennessy

Louis

Vuitton

S.A.

2,056,034‌

33,148

Total

S.A.

2,280,230‌

15,192

Vinci

S.A.

1,949,568‌

TOTAL

FRANCE

17,396,550‌

GERMANY

-

6

.5

%

29,081

Deutsche

Post

AG.

1,253,315‌

3,335

Dr

ING

hc

F

Porsche

AG.

331,692‌

14,019

HeidelbergCement

AG.

1,543,231‌

40,025

Infineon

Technologies

AG.

1,361,071‌

38,098

RWE

AG.

1,294,844‌

20,112

Siemens

AG.

3,840,162‌

TOTAL

GERMANY

9,624,315‌

INDIA

-

1

.4

%

9,884

HDFC

Bank

Ltd

(ADR)

553,207‌

19,854

Reliance

Industries

Ltd

709,943‌

199,711

(a)

Reliance

Strategic

Investments

Ltd

849,050‌

TOTAL

INDIA

2,112,200‌

INDONESIA

-

0

.5

%

1,755,400

Bank

Rakyat

Indonesia

671,221‌

TOTAL

INDONESIA

671,221‌

IRELAND

-

2

.3

%

39,619

CRH

plc

3,417,535‌

TOTAL

IRELAND

3,417,535‌

ITALY

-

2

.2

%

151,595

Enel

S.p.A.

1,000,754‌

29,799

Moncler

S.p.A

2,223,623‌

TOTAL

ITALY

3,224,377‌

JAPAN

-

24

.9

%

27,900

Advantest

Corp

1,239,398‌

102,800

Daiichi

Sankyo

Co

Ltd

3,270,980‌

73

See

Notes

to

Portfolio

of

Investments

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

JAPAN—continued

52,851

(a)

Hitachi

Ltd

$

4,829,547‌

363,100

Mitsubishi

UFJ

Financial

Group,

Inc

3,694,214‌

57,640

(b)

Nintendo

Co

Ltd

3,145,104‌

36,200

Oriental

Land

Co

Ltd

1,159,693‌

66,300

ORIX

Corp

1,450,097‌

52,700

Recruit

Holdings

Co

Ltd

2,313,887‌

49,900

SBI

Holdings,

Inc

1,308,883‌

40,492

Sony

Corp

3,472,218‌

95,500

Sumco

Corp

1,509,927‌

69,500

Sumitomo

Mitsui

Financial

Group,

Inc

4,063,853‌

208,315

(a)

Toyota

Motor

Corp

5,265,152‌

TOTAL

JAPAN

36,722,953‌

KOREA,

REPUBLIC

OF

-

1

.5

%

37,383

Samsung

Electronics

Co

Ltd

2,246,625‌

TOTAL

KOREA,

REPUBLIC

OF

2,246,625‌

MEXICO

-

1

.1

%

6,749

Fomento

Economico

Mexicano

SAB

de

C.V.

(ADR)

879,192‌

66,300

Grupo

Financiero

Banorte

S.A.

de

C.V.

704,198‌

TOTAL

MEXICO

1,583,390‌

NETHERLANDS

-

9

.9

%

4,209

ASML

Holding

NV

4,080,461‌

22,140

Heineken

NV

2,134,464‌

158,997

ING

Groep

NV

2,617,612‌

443,844

Koninklijke

KPN

NV

1,660,156‌

123,262

Shell

plc

4,089,768‌

TOTAL

NETHERLANDS

14,582,461‌

NORWAY

-

1

.2

%

63,531

Equinor

ASA

1,703,545‌

TOTAL

NORWAY

1,703,545‌

SPAIN

-

2

.3

%

282,350

(b)

Banco

Bilbao

Vizcaya

Argentaria

S.A.

3,362,362‌

TOTAL

SPAIN

3,362,362‌

SWITZERLAND

-

4

.5

%

2,183

Lonza

Group

AG.

1,304,557‌

33,006

Novartis

AG.

3,196,908‌

3,868

Zurich

Insurance

Group

AG

2,089,549‌

TOTAL

SWITZERLAND

6,591,014‌

TAIWAN

-

1

.9

%

20,265

Taiwan

Semiconductor

Manufacturing

Co

Ltd

(ADR)

2,757,053‌

TOTAL

TAIWAN

2,757,053‌

UNITED

KINGDOM

-

7

.4

%

31,698

Ashtead

Group

plc

2,257,822‌

32,756

AstraZeneca

plc

4,400,565‌

371,322

BP

plc

2,329,460‌

18,946

Diageo

plc

701,044‌

22,596

Unilever

plc

1,134,360‌

TOTAL

UNITED

KINGDOM

10,823,251‌

UNITED

STATES

-

5

.2

%

638,530

Haleon

plc

2,675,936‌

8,234

Linde

plc

3,823,211‌

10,959

Nestle

S.A.

1,164,393‌

TOTAL

UNITED

STATES

7,663,540‌

TOTAL

COMMON

STOCKS

145,718,950‌

(Cost

$106,235,985)

TOTAL

LONG-TERM

INVESTMENTS

145,718,950‌

(Cost

$106,235,985)

Nuveen

Life

International

Equity

Fund

March

31,

2024

74

See

Notes

to

Portfolio

of

Investments

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCERATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

SHORT-TERM

INVESTMENTS

-

0.7%

REPURCHASE

AGREEMENT

-

0

.7

%

$

970,000

(c)

Fixed

Income

Clearing

Corp

(FICC)

5

.320

%

04/01/24

$

970,000‌

TOTAL

REPURCHASE

AGREEMENT

970,000‌

TOTAL

SHORT-TERM

INVESTMENTS

970,000‌

(Cost

$970,000)

SHARES

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

4.3%

6,394,295

(d)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5

.340

(e)

6,394,295‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

6,394,295‌

(Cost

$6,394,295)

TOTAL

INVESTMENTS

-

104.0%

153,083,245‌

(Cost

$113,600,280)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(4.0)%

(

5,921,263‌

)

NET

ASSETS

-

100.0%

$

147,161,982‌

ADR

American

Depositary

Receipt

(a)

Non-income

producing

(b)

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$6,079,547.

(c)

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

5.320%

dated

3/28/24

to

be

repurchased

at

$970,573

on

4/1/24,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

1.500%

and

maturity

date

8/15/26,

valued

at

$989,473.

(d)

Investments

made

with

cash

collateral

received

from

securities

on

loan.

(e)

The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

Portfolio

of

Investments

Nuveen

Life

Core

Bond

Fund

March

31,

2024

75

See

Notes

to

Portfolio

of

Investments

(Unaudited)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

LONG-TERM

INVESTMENTS

-

96.2%

BANK

LOAN

OBLIGATIONS

-

3.3%

CAPITAL

GOODS

-

0.1%

$

74,146

(a)

Centuri

Group,

Inc

SOFR

12

M

+

2.500%

7.942

%

08/27/28

$

74,285‌

94,826

(a)

TransDigm,

Inc

SOFR

3

M

+

3.250%

3.250

02/22/27

95,123‌

TOTAL

CAPITAL

GOODS

169,408‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0.1%

70,218

(a)

Dun

&

Bradstreet

Corp

SOFR

12

M

+

2.750%

8.082

01/18/29

70,284‌

36,533

(a)

EAB

Global,

Inc

SOFR

12

M

+

3.500%

8.945

08/16/28

36,597‌

21,082

(a)

GFL

Environmental,

Inc

SOFR

4

M

+

2.500%

7.816

05/31/27

21,188‌

86,574

(a)

Trans

Union

LLC

CME

Term

SOFR

1

Month

+

1.750%

7.177

11/13/26

86,638‌

39,587

(a)

Trans

Union

LLC

SOFR

12

M

+

2.000%

7.327

12/01/28

39,614‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

254,321‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0.0%

62,421

(a)

CNT

Holdings

I

Corp

SOFR

4

M

+

3.500%

8.817

11/08/27

62,611‌

17,762

(a)

PetSmart

LLC

SOFR

12

M

+

3.750%

9.180

02/11/28

17,743‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

80,354‌

CONSUMER

DURABLES

&

APPAREL

-

0.1%

97,500

(a)

Hayward

Industries,

Inc

SOFR

12

M

+

2.750%

8.195

05/30/28

97,744‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

97,744‌

CONSUMER

SERVICES

-

0.4%

74,427

(a)

1011778

BC

ULC

SOFR

12

M

+

2.250%

7.580

09/20/30

74,474‌

99,250

(a)

Caesars

Entertainment,

Inc

SOFR

4

M

+

3.250%

8.663

02/06/30

99,657‌

36,117

(a)

Fertitta

Entertainment

LLC

SOFR

12

M

+

3.750%

9.076

01/27/29

36,245‌

97,260

(a)

IRB

Holding

Corp

SOFR

12

M

+

2.750%

8.177

12/15/27

97,397‌

465,261

(a)

Motion

Finco

Sarl

SOFR

4

M

+

3.500%

9.071

11/12/29

465,086‌

29,696

(a)

Nascar

Holdings

LLC

SOFR

12

M

+

2.500%

7.945

10/19/26

29,858‌

72,938

(a)

Spin

Holdco,

Inc

SOFR

4

M

+

4.000%

9.585

03/04/28

67,735‌

TOTAL

CONSUMER

SERVICES

870,452‌

ENERGY

-

0.0%

47,204

(a)

Buckeye

Partners

LP

SOFR

12

M

+

2.000%

7.330

11/01/26

47,345‌

19,794

(a)

Oryx

Midstream

Services

Permian

Basin

LLC

SOFR

12

M

+

3.000%

8.436

10/05/28

19,892‌

TOTAL

ENERGY

67,237‌

FINANCIAL

SERVICES

-

0.1%

96,000

(a)

NFP

Corp

SOFR

12

M

+

3.250%

8.695

02/16/27

96,228‌

TOTAL

FINANCIAL

SERVICES

96,228‌

FOOD,

BEVERAGE

&

TOBACCO

-

0.1%

144,375

(a)

Froneri

US,

Inc

SOFR

12

M

+

2.250%

2.250

01/29/27

144,616‌

114,790

(a)

Triton

Water

Holdings,

Inc

SOFR

4

M

+

3.500%

9.064

03/31/28

113,728‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

258,344‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

0.7%

523,014

(a)

Bausch

&

Lomb

Corp

SOFR

12

M

+

3.250%

8.677

05/10/27

518,176‌

97,000

(a)

Global

Medical

Response,

Inc

SOFR

4

M

+

4.250%

9.841

10/02/25

90,877‌

38,112

(a)

ICU

Medical,

Inc

SOFR

4

M

+

2.500%

2.500

01/08/29

38,151‌

34,627

(a)

Mozart

Borrower

LP

SOFR

1

M

+

3.000%

2.750

10/23/28

34,741‌

39,344

(a)

NMN

Holdings

III

Corp

SOFR

12

M

+

3.500%

8.942

11/13/25

38,787‌

8,443

(a)

NMN

Holdings

III

Corp

CME

Term

SOFR

1

M

+

3.750%

8.942

11/13/25

8,324‌

87,360

(a)

Phoenix

Newco,

Inc

SOFR

12

M

+

3.250%

8.692

11/15/28

87,658‌

614,184

(a)

Surgery

Center

Holdings

INC

SOFR

12

M

+

3.500%

8.829

12/19/30

617,811‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

1,434,525‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0.3%

24,529

(a)

Energizer

Holdings,

Inc

SOFR

12

M

+

2.250%

7.693

12/22/27

24,548‌

Nuveen

Life

Core

Bond

Fund

March

31,

2024

76

See

Notes

to

Portfolio

of

Investments

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

HOUSEHOLD

&

PERSONAL

PRODUCTS—continued

$

496,164

(a)

Kronos

Acquisition

Holdings,

Inc

SOFR

4

M

+

3.750%

9

.314

%

12/22/26

$

497,374‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

521,922‌

INSURANCE

-

0.4%

94,560

(a)

Acrisure

LLC

LIBOR

12

M

+

3.500%

8.945

02/15/27

94,619‌

24,679

(a)

BroadStreet

Partners,

Inc

SOFR

12

M

+

3.000%

8.445

01/27/27

24,769‌

11,848

(a)

BroadStreet

Partners,

Inc

SOFR

12

M

+

3.250%

8.695

01/27/27

11,864‌

497,503

(a)

BroadStreet

Partners,

Inc

SOFR

12

M

+

3.750%

9.080

01/27/29

499,555‌

139,308

(a)

Ryan

Specialty

Group

LLC

SOFR

12

M

+

2.750%

8.080

09/01/27

139,674‌

38,115

(a)

USI,

Inc

SOFR

4

M

+

3.000%

8.302

11/22/29

38,179‌

TOTAL

INSURANCE

808,660‌

MATERIALS

-

0.1%

54,855

(a)

Clydesdale

Acquisition

Holdings,

Inc

SOFR

12

M

+

3.675%

9.105

04/13/29

54,993‌

97,250

(a)

Eco

Services

Operations

Corp

SOFR

4

M

+

2.500%

7.913

06/09/28

97,326‌

97,750

(a)

INEOS

US

Petrochem

LLC

SOFR

12

M

+

4.250%

9.680

04/02/29

97,689‌

14,848

(a)

TricorBraun

Holdings,

Inc

SOFR

12

M

+

3.250%

8.692

03/03/28

14,700‌

TOTAL

MATERIALS

264,708‌

MEDIA

&

ENTERTAINMENT

-

0.0%

26,302

(a)

DIRECTV

Financing

LLC

SOFR

12

M

+

5.000%

10.445

08/02/27

26,324‌

32,861

(a)

Lions

Gate

Capital

Holdings

LLC

SOFR

12

M

+

2.250%

7.680

03/24/25

32,871‌

TOTAL

MEDIA

&

ENTERTAINMENT

59,195‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

0.3%

73,967

(a)

Elanco

Animal

Health

Inc

CME

Term

SOFR

1

M

+

1.750%

1.750

08/02/27

73,788‌

500,000

(a)

Organon

&

Co

SOFR

12

M

+

3.000%

8.433

06/02/28

502,398‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

576,186‌

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0.0%

55,509

(a)

Cushman

&

Wakefield

US

Borrower

LLC

SOFR

12

M

+

3.250%

8.680

01/31/30

55,423‌

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

55,423‌

SOFTWARE

&

SERVICES

-

0.2%

34,606

(a)

Boxer

Parent

Co,

Inc

SOFR

12

M

+

4.250%

9.580

12/29/28

34,869‌

19,098

(a)

Camelot

US

Acquisition

LLC

SOFR

12

M

+

2.750%

8.077

01/31/31

19,113‌

38,106

(a)

Epicor

Software

Corp

SOFR

12

M

+

3.250%

8.692

07/30/27

38,284‌

38,112

(a)

Instructure

Holdings,

Inc

SOFR

4

M

+

2.750%

8.355

10/30/28

38,160‌

81,198

(a)

Rackspace

Finance

LLC

SOFR

12

M

+

2.750%

8.184

02/15/28

40,193‌

7,249

(a)

Rackspace

Finance

LLC

SOFR

4

M

+

6.250%

11.683

05/15/28

7,319‌

71,805

(a)

Rocket

Software,

Inc

SOFR

12

M

+

4.750%

10.080

11/28/28

71,370‌

38,211

(a)

Sedgwick

Claims

Management

Services,

Inc

SOFR

12

M

+

3.750%

9.077

02/24/28

38,324‌

57,324

(a)

UKG,

Inc

SOFR

4

M

+

3.500%

8.814

02/10/31

57,691‌

TOTAL

SOFTWARE

&

SERVICES

345,323‌

TELECOMMUNICATION

SERVICES

-

0.0%

50,000

(a)

Virgin

Media

Bristol

LLC

SOFR

12

M

+

2.500%

7.940

01/31/28

49,319‌

TOTAL

TELECOMMUNICATION

SERVICES

49,319‌

TRANSPORTATION

-

0.2%

155,000

(a)

Air

Canada

SOFR

4

M

+

2.500%

7.833

03/14/31

155,485‌

16,250

(a)

Mileage

Plus

Holdings

LLC

SOFR

4

M

+

5.250%

10.733

06/21/27

16,754‌

93,750

(a)

SkyMiles

IP

Ltd

SOFR

4

M

+

3.750%

9.068

10/20/27

96,807‌

59,554

(a)

WestJet

Airlines

Ltd

SOFR

12

M

+

3.000%

8.427

12/11/26

59,615‌

TOTAL

TRANSPORTATION

328,661‌

UTILITIES

-

0.2%

133,944

(a)

Talen

Energy

Supply

LLC

SOFR

4

M

+

4.500%

9.826

05/17/30

134,603‌

164,539

(a)

Talen

Energy

Supply

LLC

SOFR

4

M

+

4.500%

9.826

05/17/30

165,347‌

TOTAL

UTILITIES

299,950‌

TOTAL

BANK

LOAN

OBLIGATIONS

6,637,960‌

(Cost

$6,588,750)

77

See

Notes

to

Portfolio

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

CORPORATE

BONDS

-

35.1%

AUTOMOBILES

&

COMPONENTS

-

0.9%

$

70,000

(b)

Clarios

Global

LP

6.750

%

05/15/28

$

70,954‌

5,000

Dana,

Inc

5.375

11/15/27

4,891‌

25,000

Dana,

Inc

4.250

09/01/30

22,091‌

200,000

Ford

Motor

Credit

Co

LLC

6.950

03/06/26

203,811‌

200,000

Ford

Motor

Credit

Co

LLC

7.350

03/06/30

213,232‌

100,000

General

Motors

Co

6.125

10/01/25

100,841‌

350,000

General

Motors

Financial

Co,

Inc

2.750

06/20/25

338,226‌

50,000

General

Motors

Financial

Co,

Inc

6.050

10/10/25

50,370‌

275,000

General

Motors

Financial

Co,

Inc

5.000

04/09/27

272,957‌

75,000

General

Motors

Financial

Co,

Inc

5.850

04/06/30

76,496‌

50,000

General

Motors

Financial

Co,

Inc

5.750

02/08/31

50,542‌

100,000

Goodyear

Tire

&

Rubber

Co

5.250

04/30/31

91,820‌

200,000

(b)

Hyundai

Capital

Services,

Inc

2.125

04/24/25

192,726‌

150,000

(b)

ZF

North

America

Capital,

Inc

6.875

04/14/28

155,580‌

TOTAL

AUTOMOBILES

&

COMPONENTS

1,844,537‌

BANKS

-

7.5%

200,000

(b)

Banco

de

Credito

e

Inversiones

S.A.

2.875

10/14/31

170,623‌

200,000

Banco

Santander

S.A.

6.921

08/08/33

209,294‌

200,000

Banco

Santander

S.A.

9.625

N/A(c)

220,292‌

200,000

(b)

Bangkok

Bank

PCL

3.466

09/23/36

168,611‌

200,000

(b)

Bank

Hapoalim

BM

3.255

01/21/32

179,222‌

200,000

(b)

Bank

Leumi

Le-Israel

BM

3.275

01/29/31

185,005‌

500,000

Bank

of

America

Corp

5.202

04/25/29

500,473‌

1,000,000

Bank

of

America

Corp

2.592

04/29/31

862,147‌

700,000

Bank

of

America

Corp

5.288

04/25/34

697,872‌

350,000

Bank

of

America

Corp

5.468

01/23/35

352,281‌

350,000

Bank

of

America

Corp

2.676

06/19/41

249,035‌

400,000

Bank

of

America

Corp

6.100

N/A(c)

401,105‌

55,000

Bank

of

Montreal

3.803

12/15/32

51,307‌

200,000

Barclays

plc

3.330

11/24/42

146,660‌

200,000

Barclays

plc

9.625

N/A(c)

212,080‌

200,000

(b)

BBVA

Bancomer

S.A.

8.450

06/29/38

211,197‌

150,000

(b)

BNP

Paribas

S.A.

2.819

11/19/25

147,105‌

300,000

(b)

BNP

Paribas

S.A.

1.904

09/30/28

266,902‌

200,000

(b)

BNP

Paribas

S.A.

7.750

N/A(c)

204,737‌

200,000

(b)

BNP

Paribas

S.A.

7.375

N/A(c)

200,474‌

150,000

Citigroup,

Inc

3.200

10/21/26

142,853‌

125,000

Citigroup,

Inc

4.300

11/20/26

121,992‌

80,000

Citigroup,

Inc

4.125

07/25/28

76,683‌

140,000

Citigroup,

Inc

2

.572

06/03/31

119,629‌

775,000

Citigroup,

Inc

6.270

11/17/33

818,530‌

175,000

Citigroup,

Inc

7.625

N/A(c)

183,727‌

100,000

Citigroup,

Inc

4.000

N/A(c)

95,875‌

325,000

(b)

Cooperatieve

Rabobank

UA

1.339

06/24/26

308,671‌

200,000

(b),(d)

Credit

Agricole

S.A.

8.125

N/A(c)

204,000‌

150,000

Deutsche

Bank

AG.

5.371

09/09/27

150,777‌

150,000

Deutsche

Bank

AG.

6.819

11/20/29

156,811‌

200,000

(b)

Development

Bank

of

Kazakhstan

JSC

5.750

05/12/25

199,336‌

200,000

HSBC

Holdings

plc

4.292

09/12/26

196,326‌

500,000

HSBC

Holdings

plc

2.251

11/22/27

460,818‌

50,000

HSBC

Holdings

plc

2.013

09/22/28

44,705‌

225,000

HSBC

Holdings

plc

7.390

11/03/28

239,381‌

200,000

(d)

HSBC

Holdings

plc

8.000

N/A(c)

207,590‌

550,000

HSBC

Holdings

plc

6.000

N/A(c)

529,413‌

200,000

ING

Groep

NV

6.500

N/A(c)

197,516‌

200,000

JPMorgan

Chase

&

Co

2.301

10/15/25

196,476‌

125,000

JPMorgan

Chase

&

Co

4.323

04/26/28

122,115‌

275,000

JPMorgan

Chase

&

Co

3.702

05/06/30

257,647‌

75,000

JPMorgan

Chase

&

Co

1.953

02/04/32

61,105‌

Nuveen

Life

Core

Bond

Fund

March

31,

2024

78

See

Notes

to

Portfolio

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

BANKS—continued

$

125,000

JPMorgan

Chase

&

Co

4.912

%

07/25/33

$

122,393‌

650,000

JPMorgan

Chase

&

Co

5.350

06/01/34

652,508‌

100,000

JPMorgan

Chase

&

Co

6.254

10/23/34

106,839‌

50,000

JPMorgan

Chase

&

Co

2.525

11/19/41

34,892‌

250,000

JPMorgan

Chase

&

Co

3.157

04/22/42

190,207‌

175,000

JPMorgan

Chase

&

Co

6.875

N/A(c)

181,085‌

160,000

JPMorgan

Chase

&

Co

3.650

N/A(c)

151,958‌

100,000

JPMorgan

Chase

&

Co

5.000

N/A(c)

99,673‌

363,000

JPMorgan

Chase

&

Co

6.100

N/A(c)

363,146‌

200,000

Lloyds

Banking

Group

plc

7.500

N/A(c)

199,200‌

250,000

M&T

Bank

Corp

3.500

N/A(c)

191,753‌

250,000

(b)

NBK

SPC

Ltd

1.625

09/15/27

227,620‌

125,000

PNC

Financial

Services

Group,

Inc

6.200

N/A(c)

124,675‌

200,000

Toronto-Dominion

Bank

4.285

09/13/24

198,818‌

100,000

Toronto-Dominion

Bank

3.625

09/15/31

95,642‌

200,000

Truist

Financial

Corp

4.950

N/A(c)

196,217‌

200,000

UniCredit

SpA

8.000

N/A(c)

200,018‌

100,000

US

Bancorp

4.839

02/01/34

94,956‌

375,000

Wells

Fargo

&

Co

2.393

06/02/28

343,239‌

100,000

Wells

Fargo

&

Co

6.303

10/23/29

104,154‌

125,000

Wells

Fargo

&

Co

7.625

N/A(c)

133,588‌

250,000

Wells

Fargo

&

Co

3.900

N/A(c)

237,857‌

TOTAL

BANKS

14,978,836‌

CAPITAL

GOODS

-

1.3%

25,000

(b)

Beacon

Roofing

Supply,

Inc

6.500

08/01/30

25,368‌

450,000

Boeing

Co

2.196

02/04/26

421,290‌

200,000

Boeing

Co

2.950

02/01/30

172,731‌

25,000

Boeing

Co

3.250

02/01/35

19,672‌

75,000

Boeing

Co

5.705

05/01/40

71,786‌

150,000

Boeing

Co

5.805

05/01/50

141,919‌

50,000

(b)

Chart

Industries,

Inc

7.500

01/01/30

51,922‌

200,000

(b)

Embraer

Netherlands

Finance

BV

7.000

07/28/30

209,430‌

62,000

(b)

H&E

Equipment

Services,

Inc

3.875

12/15/28

56,760‌

200,000

Honeywell

International,

Inc

5.250

03/01/54

201,803‌

150,000

L3Harris

Technologies,

Inc

5.400

07/31/33

150,943‌

50,000

Lockheed

Martin

Corp

1.850

06/15/30

42,139‌

100,000

Lockheed

Martin

Corp

5.200

02/15/64

98,879‌

175,000

Northrop

Grumman

Corp

3.250

01/15/28

165,362‌

175,000

Raytheon

Technologies

Corp

4.125

11/16/28

169,275‌

50,000

Raytheon

Technologies

Corp

2.250

07/01/30

42,687‌

150,000

Raytheon

Technologies

Corp

6.000

03/15/31

157,681‌

200,000

(b)

Sociedad

Quimica

y

Minera

de

Chile

S.A.

6.500

11/07/33

209,295‌

80,000

(b)

TransDigm,

Inc

6.875

12/15/30

81,552‌

15,000

(b)

WESCO

Distribution,

Inc

7.250

06/15/28

15,314‌

55,000

(b)

Windsor

Holdings

III

LLC

8.500

06/15/30

57,668‌

TOTAL

CAPITAL

GOODS

2,563,476‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0.3%

40,000

(b)

ADT

Corp

4.875

07/15/32

36,206‌

15,000

(b)

ASGN,

Inc

4.625

05/15/28

14,110‌

35,000

(b)

Garda

World

Security

Corp

7.750

02/15/28

35,892‌

10,000

(b)

GFL

Environmental,

Inc

4.250

06/01/25

9,837‌

65,000

(b)

GFL

Environmental,

Inc

5.125

12/15/26

63,863‌

200,000

(b)

GTCR

W-2

MERGER

SUB

LLC

7.500

01/15/31

209,363‌

50,000

(b)

Prime

Security

Services

Borrower

LLC

5.750

04/15/26

49,854‌

26,000

(b)

Prime

Security

Services

Borrower

LLC

3.375

08/31/27

23,882‌

70,000

(b)

Prime

Security

Services

Borrower

LLC

6.250

01/15/28

68,571‌

75,000

Verisk

Analytics,

Inc

3.625

05/15/50

55,534‌

100,000

Waste

Management,

Inc

2.500

11/15/50

62,368‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

629,480‌

79

See

Notes

to

Portfolio

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0.6%

$

25,000

(b),(d)

Asbury

Automotive

Group,

Inc

4.625

%

11/15/29

$

23,071‌

50,000

(b)

Asbury

Automotive

Group,

Inc

5.000

02/15/32

45,302‌

100,000

AutoZone,

Inc

1.650

01/15/31

80,588‌

50,000

Kohl's

Corp

4.625

05/01/31

42,076‌

80,000

(b)

LCM

Investments

Holdings

II

LLC

4.875

05/01/29

73,531‌

40,000

(b)

LCM

Investments

Holdings

II

LLC

8.250

08/01/31

41,846‌

45,000

(b)

Lithia

Motors,

Inc

4.625

12/15/27

43,218‌

175,000

Lowe's

Cos,

Inc

4.250

04/01/52

143,377‌

100,000

(b)

Macy's

Retail

Holdings

LLC

5.875

04/01/29

98,102‌

50,000

(b)

Macy's

Retail

Holdings

LLC

6.125

03/15/32

48,464‌

38,000

(b),(d)

Magic

Mergeco,

Inc

5.250

05/01/28

32,379‌

125,000

O'Reilly

Automotive,

Inc

3.600

09/01/27

119,445‌

250,000

O'Reilly

Automotive,

Inc

1.750

03/15/31

202,314‌

200,000

(b),(d)

Prosus

NV

4.193

01/19/32

173,662‌

50,000

(b)

Staples,

Inc

7.500

04/15/26

48,799‌

15,000

(b)

Wand

NewCo

3,

Inc

7.625

01/30/32

15,513‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

1,231,687‌

CONSUMER

DURABLES

&

APPAREL

-

0.0%

30,000

(b)

Amer

Sports

Co

6.750

02/16/31

29,923‌

50,000

(d)

Newell

Brands,

Inc

6.375

09/15/27

49,170‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

79,093‌

CONSUMER

SERVICES

-

0.2%

150,000

(b)

Churchill

Downs,

Inc

6.750

05/01/31

150,838‌

6,000

(b)

Hilton

Domestic

Operating

Co,

Inc

5.750

05/01/28

5,991‌

74,000

(b)

Hilton

Domestic

Operating

Co,

Inc

3.625

02/15/32

63,714‌

100,000

(b)

Hilton

Grand

Vacations

Borrower

Escrow

LLC

6.625

01/15/32

100,404‌

20,000

(b)

International

Game

Technology

plc

4.125

04/15/26

19,388‌

60,000

(b)

International

Game

Technology

plc

6.250

01/15/27

60,434‌

20,000

(b)

Light

&

Wonder

International,

Inc

7.500

09/01/31

20,798‌

25,000

(b),(d)

Marriott

Ownership

Resorts,

Inc

4.500

06/15/29

22,869‌

50,000

(b)

NCL

Corp

Ltd

5.875

03/15/26

49,357‌

TOTAL

CONSUMER

SERVICES

493,793‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

0.3%

70,000

(b),(d)

Albertsons

Cos,

Inc

6.500

02/15/28

70,743‌

60,000

Kroger

Co

3

.875

10/15/46

46,401‌

50,000

SYSCO

Corp

6.000

01/17/34

53,200‌

100,000

SYSCO

Corp

3.150

12/14/51

68,503‌

100,000

Walmart,

Inc

1.050

09/17/26

91,675‌

200,000

Walmart,

Inc

1.800

09/22/31

166,049‌

175,000

Walmart,

Inc

4.500

04/15/53

161,769‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

658,340‌

ENERGY

-

3.7%

100,000

(b)

Antero

Midstream

Partners

LP

6.625

02/01/32

100,437‌

19,000

(b)

Archrock

Partners

LP

6

.250

04/01/28

18,799‌

100,000

Cenovus

Energy,

Inc

2.650

01/15/32

82,945‌

150,000

Cheniere

Energy

Partners

LP

3.250

01/31/32

127,775‌

35,000

(b)

Civitas

Resources,

Inc

8.375

07/01/28

36,845‌

30,000

(b)

Civitas

Resources,

Inc

8.625

11/01/30

32,213‌

40,000

(b)

Civitas

Resources,

Inc

8.750

07/01/31

42,802‌

65,000

(b)

CNX

Resources

Corp

7.250

03/01/32

66,068‌

150,000

Diamondback

Energy,

Inc

4.400

03/24/51

124,258‌

35,000

(b)

DT

Midstream,

Inc

4.125

06/15/29

32,177‌

30,000

(b)

DT

Midstream,

Inc

4.375

06/15/31

27,169‌

45,000

Ecopetrol

S.A.

6.875

04/29/30

43,937‌

200,000

Ecopetrol

S.A.

4.625

11/02/31

166,386‌

250,000

Enbridge,

Inc

5.700

03/08/33

256,038‌

150,000

Enbridge,

Inc

5.750

07/15/80

141,960‌

33,000

(b)

Energean

Israel

Finance

Ltd

4.875

03/30/26

31,268‌

100,000

Energy

Transfer

LP

2.900

05/15/25

97,059‌

Nuveen

Life

Core

Bond

Fund

March

31,

2024

80

See

Notes

to

Portfolio

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ENERGY—continued

$

150,000

Energy

Transfer

LP

4.950

%

06/15/28

$

148,795‌

100,000

Energy

Transfer

LP

6.550

12/01/33

107,349‌

50,000

Energy

Transfer

LP

5.550

05/15/34

50,152‌

25,000

Energy

Transfer

LP

5.400

10/01/47

23,072‌

100,000

Energy

Transfer

LP

6.250

04/15/49

102,633‌

125,000

Energy

Transfer

LP

5.000

05/15/50

109,671‌

150,000

Energy

Transfer

LP

5.950

05/15/54

149,692‌

100,000

Energy

Transfer

Operating

LP

5.500

06/01/27

100,619‌

6,000

(b)

EnLink

Midstream

LLC

5.625

01/15/28

5,943‌

100,000

Enterprise

Products

Operating

LLC

3.700

02/15/26

97,707‌

100,000

Enterprise

Products

Operating

LLC

3.125

07/31/29

92,240‌

100,000

Enterprise

Products

Operating

LLC

4.250

02/15/48

85,577‌

100,000

Enterprise

Products

Operating

LLC

4.200

01/31/50

84,536‌

100,000

Enterprise

Products

Operating

LLC

3.200

02/15/52

70,052‌

25,000

Enterprise

Products

Operating

LLC

3.300

02/15/53

17,741‌

100,000

(b)

EQM

Midstream

Partners

LP

4.500

01/15/29

93,764‌

35,000

(b)

EQM

Midstream

Partners

LP

6.375

04/01/29

35,257‌

25,000

(b)

EQT

Corp

3.125

05/15/26

23,693‌

200,000

(b)

Galaxy

Pipeline

Assets

Bidco

Ltd

2.625

03/31/36

162,613‌

50,000

Genesis

Energy

LP

8.000

01/15/27

50,581‌

50,000

Genesis

Energy

LP

8.250

01/15/29

51,330‌

10,000

(b)

Hilcorp

Energy

I

LP

5.750

02/01/29

9,740‌

25,000

(b)

Hilcorp

Energy

I

LP

6.000

04/15/30

24,478‌

9,000

(b)

Hilcorp

Energy

I

LP

6.000

02/01/31

8,751‌

100,000

(b)

Hilcorp

Energy

I

LP

8.375

11/01/33

108,420‌

100,000

(b)

Kinetik

Holdings

LP

6

.625

12/15/28

101,775‌

40,000

(b)

Kodiak

Gas

Services

LLC

7.250

02/15/29

40,744‌

275,000

Marathon

Oil

Corp

5.300

04/01/29

274,500‌

75,000

Marathon

Petroleum

Corp

3.800

04/01/28

71,959‌

100,000

Marathon

Petroleum

Corp

5.000

09/15/54

89,002‌

450,000

MPLX

LP

2.650

08/15/30

387,046‌

125,000

MPLX

LP

4.700

04/15/48

106,634‌

34,000

(d)

Murphy

Oil

Corp

5.875

12/01/27

33,727‌

33,000

Occidental

Petroleum

Corp

5.500

12/01/25

32,977‌

200,000

(b)

Oleoducto

Central

S.A.

4.000

07/14/27

186,721‌

100,000

ONEOK,

Inc

4.500

03/15/50

81,542‌

67,000

(b)

Parkland

Corp

4.500

10/01/29

61,970‌

200,000

(b)

Pertamina

Persero

PT

1

.400

02/09/26

185,394‌

100,000

Petroleos

Mexicanos

5.950

01/28/31

80,200‌

67,000

Petroleos

Mexicanos

6.700

02/16/32

55,720‌

200,000

(b)

Petronas

Energy

Canada

Ltd

2.112

03/23/28

179,684‌

200,000

Phillips

66

2

.150

12/15/30

167,780‌

100,000

Phillips

66

3.300

03/15/52

69,946‌

200,000

(b)

Qatar

Petroleum

2.250

07/12/31

167,402‌

200,000

(b)

S.A.

Global

Sukuk

Ltd

0.946

06/17/24

197,712‌

175,000

Sabine

Pass

Liquefaction

LLC

5.875

06/30/26

176,381‌

200,000

(b)

Saudi

Arabian

Oil

Co

2.250

11/24/30

168,387‌

125,000

Sunoco

Logistics

Partners

Operations

LP

4.000

10/01/27

120,136‌

23,000

Sunoco

LP

4.500

05/15/29

21,379‌

25,000

Targa

Resources

Partners

LP

6.500

07/15/27

25,276‌

150,000

TotalEnergies

Capital

International

S.A.

3.127

05/29/50

106,824‌

200,000

TransCanada

Trust

5.500

09/15/79

183,892‌

18,000

(b)

Transocean,

Inc

8.750

02/15/30

18,768‌

40,000

USA

Compression

Partners

LP

6.875

04/01/26

39,954‌

25,000

USA

Compression

Partners

LP

6.875

09/01/27

25,060‌

100,000

(b)

Venture

Global

Calcasieu

Pass

LLC

4.125

08/15/31

88,920‌

90,000

(b)

Venture

Global

LNG,

Inc

8.125

06/01/28

91,817‌

100,000

(b)

Venture

Global

LNG,

Inc

9.875

02/01/32

107,774‌

300,000

Williams

Cos,

Inc

5.650

03/15/33

307,794‌

TOTAL

ENERGY

7,297,339‌

81

See

Notes

to

Portfolio

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

1.8%

$

150,000

Agree

LP

2.000

%

06/15/28

$

131,885‌

100,000

Alexandria

Real

Estate

Equities,

Inc

3.950

01/15/28

95,773‌

100,000

(d)

Alexandria

Real

Estate

Equities,

Inc

4.900

12/15/30

98,578‌

100,000

Alexandria

Real

Estate

Equities,

Inc

1.875

02/01/33

75,969‌

100,000

American

Tower

Corp

2.950

01/15/25

97,868‌

50,000

American

Tower

Corp

3.375

10/15/26

47,757‌

150,000

American

Tower

Corp

3.800

08/15/29

139,989‌

175,000

American

Tower

Corp

2.900

01/15/30

153,867‌

50,000

American

Tower

Corp

2.100

06/15/30

41,536‌

50,000

American

Tower

Corp

1.875

10/15/30

40,540‌

150,000

Brandywine

Operating

Partnership

LP

4.100

10/01/24

148,282‌

200,000

Brixmor

Operating

Partnership

LP

3.850

02/01/25

196,564‌

100,000

Brixmor

Operating

Partnership

LP

2.250

04/01/28

88,797‌

50,000

CubeSmart

LP

2.250

12/15/28

43,853‌

150,000

Essential

Properties

LP

2.950

07/15/31

121,657‌

50,000

Essex

Portfolio

LP

3.000

01/15/30

44,341‌

110,000

Extra

Space

Storage

LP

2.400

10/15/31

90,500‌

40,000

(b)

HAT

Holdings

I

LLC

8.000

06/15/27

41,708‌

175,000

Healthcare

Realty

Holdings

LP

3.875

05/01/25

171,083‌

125,000

Healthcare

Realty

Holdings

LP

3.500

08/01/26

119,291‌

50,000

Healthcare

Realty

Holdings

LP

3.100

02/15/30

43,535‌

100,000

Healthcare

Realty

Holdings

LP

2.400

03/15/30

81,859‌

100,000

Healthcare

Realty

Holdings

LP

2.050

03/15/31

77,112‌

100,000

Highwoods

Realty

LP

3.875

03/01/27

94,127‌

50,000

Highwoods

Realty

LP

2.600

02/01/31

39,511‌

155,000

(b)

Iron

Mountain,

Inc

7.000

02/15/29

157,954‌

100,000

Kimco

Realty

OP

LLC

3.250

08/15/26

94,747‌

50,000

Kite

Realty

Group

LP

5.500

03/01/34

49,684‌

100,000

Kite

Realty

Group

Trust

4.750

09/15/30

95,679‌

125,000

Mid-America

Apartments

LP

3.750

06/15/24

124,426‌

200,000

Mid-America

Apartments

LP

2.750

03/15/30

176,872‌

100,000

Mid-America

Apartments

LP

1.700

02/15/31

80,514‌

100,000

Mid-America

Apartments

LP

2.875

09/15/51

64,016‌

67,000

MPT

Operating

Partnership

LP

3.500

03/15/31

46,004‌

100,000

NNN

REIT,

Inc

5.600

10/15/33

101,248‌

50,000

Regency

Centers

LP

3.900

11/01/25

48,461‌

100,000

Regency

Centers

LP

3

.600

02/01/27

96,239‌

100,000

Regency

Centers

LP

2.950

09/15/29

89,475‌

87,000

SITE

Centers

Corp

3.625

02/01/25

85,651‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

3,636,952‌

FINANCIAL

SERVICES

-

2.7%

250,000

AerCap

Ireland

Capital

DAC

3.000

10/29/28

226,205‌

150,000

AerCap

Ireland

Capital

DAC

3.850

10/29/41

118,808‌

225,000

Bank

of

New

York

Mellon

Corp

4.700

N/A(c)

220,777‌

185,000

Capital

One

Financial

Corp

3

.950

N/A(c)

164,331‌

200,000

Charles

Schwab

Corp

5.375

N/A(c)

198,616‌

30,000

(b)

Compass

Group

Diversified

Holdings

LLC

5.250

04/15/29

28,504‌

100,000

(b)

Corebridge

Financial,

Inc

6.050

09/15/33

103,012‌

75,000

Corebridge

Financial,

Inc

5.750

01/15/34

76,514‌

200,000

Deutsche

Bank

AG.

6.000

N/A(c)

184,646‌

150,000

Discover

Bank

2.450

09/12/24

147,777‌

250,000

Discover

Bank

2.700

02/06/30

214,865‌

100,000

(b)

Equitable

Financial

Life

Global

Funding

1.400

07/07/25

94,814‌

85,000

(b)

FirstCash,

Inc

6.875

03/01/32

84,960‌

80,000

Fiserv,

Inc

3.500

07/01/29

74,493‌

100,000

Fiserv,

Inc

5.450

03/15/34

101,282‌

200,000

Goldman

Sachs

Group,

Inc

3.500

04/01/25

196,214‌

300,000

Goldman

Sachs

Group,

Inc

4.482

08/23/28

293,290‌

280,000

Goldman

Sachs

Group,

Inc

2.615

04/22/32

234,991‌

50,000

Goldman

Sachs

Group,

Inc

4.411

04/23/39

44,759‌

100,000

Goldman

Sachs

Group,

Inc

3.436

02/24/43

77,461‌

Nuveen

Life

Core

Bond

Fund

March

31,

2024

82

See

Notes

to

Portfolio

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FINANCIAL

SERVICES—continued

$

150,000

(d)

Goldman

Sachs

Group,

Inc

7.500

%

N/A(c)

$

159,276‌

50,000

Icahn

Enterprises

LP

5.250

05/15/27

45,187‌

38,000

Icahn

Enterprises

LP

4.375

02/01/29

32,399‌

200,000

(b)

Indian

Railway

Finance

Corp

Ltd

3.249

02/13/30

177,690‌

150,000

Morgan

Stanley

2.720

07/22/25

148,485‌

125,000

Morgan

Stanley

2.188

04/28/26

120,594‌

475,000

Morgan

Stanley

3.125

07/27/26

454,332‌

100,000

Morgan

Stanley

5.449

07/20/29

100,877‌

250,000

Morgan

Stanley

5.250

04/21/34

248,046‌

100,000

Morgan

Stanley

5.424

07/21/34

100,310‌

50,000

Navient

Corp

5.500

03/15/29

46,555‌

60,000

Northern

Trust

Corp

4.600

N/A(c)

57,585‌

15,000

(b)

PennyMac

Financial

Services,

Inc

7.875

12/15/29

15,413‌

200,000

(b)

Power

Finance

Corp

Ltd

3.950

04/23/30

182,378‌

15,000

Springleaf

Finance

Corp

5.375

11/15/29

14,103‌

175,000

State

Street

Corp

6.700

N/A(c)

177,576‌

150,000

UBS

Group

AG.

3.750

03/26/25

147,170‌

125,000

(b)

UBS

Group

AG.

1.305

02/02/27

115,391‌

200,000

(b)

UBS

Group

AG.

3.179

02/11/43

146,313‌

50,000

Visa,

Inc

2.700

04/15/40

37,469‌

TOTAL

FINANCIAL

SERVICES

5,413,468‌

FOOD,

BEVERAGE

&

TOBACCO

-

1.4%

149,000

Anheuser-Busch

Cos

LLC

3.650

02/01/26

145,601‌

75,000

Anheuser-Busch

Cos

LLC

4.700

02/01/36

72,512‌

380,000

Anheuser-Busch

InBev

Worldwide,

Inc

4.750

01/23/29

379,889‌

325,000

Anheuser-Busch

InBev

Worldwide,

Inc

5.000

06/15/34

326,934‌

200,000

BAT

Capital

Corp

2.259

03/25/28

178,037‌

100,000

BAT

Capital

Corp

4.906

04/02/30

97,827‌

200,000

BAT

International

Finance

plc

4.448

03/16/28

194,210‌

200,000

(b)

Bimbo

Bakeries

USA,

Inc

6.050

01/15/29

206,944‌

175,000

(b)

Cia

Cervecerias

Unidas

S.A.

3.350

01/19/32

148,608‌

100,000

Constellation

Brands,

Inc

4.400

11/15/25

98,480‌

100,000

Constellation

Brands,

Inc

3.700

12/06/26

96,469‌

100,000

Constellation

Brands,

Inc

3.150

08/01/29

91,081‌

100,000

Constellation

Brands,

Inc

2.875

05/01/30

88,460‌

100,000

Constellation

Brands,

Inc

2.250

08/01/31

82,599‌

100,000

Diageo

Capital

plc

2.125

10/24/24

98,107‌

100,000

Kraft

Heinz

Foods

Co

4.375

06/01/46

84,454‌

300,000

Philip

Morris

International,

Inc

5.250

02/13/34

297,340‌

35,000

(b)

Post

Holdings,

Inc

6.250

02/15/32

35,255‌

75,000

(b)

Primo

Water

Holdings,

Inc

4.375

04/30/29

68,968‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

2,791,775‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

1.1%

60,000

Abbott

Laboratories

5.300

05/27/40

61,950‌

50,000

Boston

Scientific

Corp

2.650

06/01/30

44,037‌

35,000

Centene

Corp

2.450

07/15/28

31,035‌

180,000

Centene

Corp

3

.000

10/15/30

154,332‌

40,000

(b)

CHS

5.250

05/15/30

32,617‌

55,000

Cigna

Group

3.200

03/15/40

41,634‌

300,000

CVS

Health

Corp

4.780

03/25/38

277,043‌

300,000

CVS

Health

Corp

5.050

03/25/48

272,453‌

50,000

(b)

DaVita,

Inc

4.625

06/01/30

44,764‌

100,000

Elevance

Health,

Inc

2.250

05/15/30

85,522‌

100,000

Elevance

Health,

Inc

5.125

02/15/53

95,834‌

160,000

HCA,

Inc

5.625

09/01/28

161,988‌

100,000

HCA,

Inc

3.625

03/15/32

88,524‌

300,000

Humana,

Inc

2.150

02/03/32

239,862‌

50,000

Humana,

Inc

5.875

03/01/33

51,597‌

100,000

McKesson

Corp

5.100

07/15/33

100,930‌

125,000

Medtronic

Global

Holdings

S.C.A

4.250

03/30/28

122,801‌

83

See

Notes

to

Portfolio

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES—continued

$

10,000

Tenet

Healthcare

Corp

4.625

%

06/15/28

$

9,522‌

80,000

Tenet

Healthcare

Corp

4.375

01/15/30

73,942‌

240,000

UnitedHealth

Group,

Inc

2.300

05/15/31

203,316‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

2,193,703‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0.2%

75,000

Church

&

Dwight

Co,

Inc

2.300

12/15/31

62,351‌

40,000

(b)

Coty,

Inc

6.625

07/15/30

40,620‌

250,000

Haleon

US

Capital

LLC

3

.375

03/24/27

239,244‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

342,215‌

INSURANCE

-

1.7%

62,000

(b)

Acrisure

LLC

4.250

02/15/29

55,974‌

85,000

(b)

Alliant

Holdings

Intermediate

LLC

6.750

04/15/28

85,600‌

200,000

(b)

Allianz

SE

6.350

09/06/53

209,936‌

150,000

Aon

Corp

5.350

02/28/33

150,812‌

175,000

Aon

Global

Ltd

3.500

06/14/24

174,187‌

200,000

(b),(d)

Ardonagh

Finco

Ltd

7.750

02/15/31

199,097‌

75,000

Berkshire

Hathaway

Finance

Corp

2.875

03/15/32

66,302‌

75,000

Berkshire

Hathaway

Finance

Corp

3.850

03/15/52

60,628‌

400,000

Hartford

Financial

Services

Group,

Inc

2.800

08/19/29

358,916‌

50,000

Hartford

Financial

Services

Group,

Inc

4.300

04/15/43

42,921‌

50,000

Hartford

Financial

Services

Group,

Inc

2.900

09/15/51

32,669‌

55,000

(b)

HUB

International

Ltd

7.250

06/15/30

56,523‌

50,000

(b)

Liberty

Mutual

Group,

Inc

3.951

10/15/50

37,597‌

250,000

MetLife,

Inc

3.600

04/10/24

249,888‌

50,000

MetLife,

Inc

5.000

07/15/52

47,071‌

115,000

MetLife,

Inc

3.850

N/A(c)

110,539‌

130,000

(b)

Panther

Escrow

Issuer

LLC

7.125

06/01/31

132,172‌

150,000

PartnerRe

Finance

B

LLC

4.500

10/01/50

136,709‌

300,000

Prudential

Financial,

Inc

5.125

03/01/52

281,203‌

100,000

Prudential

Financial,

Inc

6.500

03/15/54

101,383‌

100,000

Reinsurance

Group

of

America,

Inc

3.900

05/15/29

94,369‌

200,000

(b)

Swiss

Re

Finance

Luxembourg

S.A.

5.000

04/02/49

194,000‌

300,000

(a),(b)

Vitality

Re

XIV

Ltd

U.S.

Treasury

Bill

3

M

+

3.500%

8.840

01/05/27

305,040‌

250,000

(a),(b)

Vitality

Re

XV

Ltd

U.S.

Treasury

Bill

3

M

+

2.500%

7.868

01/07/28

249,650‌

TOTAL

INSURANCE

3,433,186‌

MATERIALS

-

1.7%

100,000

Albemarle

Corp

4.650

06/01/27

98,135‌

200,000

(b)

Alpek

SAB

de

C.V.

3.250

02/25/31

171,261‌

150,000

Amcor

Flexibles

North

America,

Inc

2.630

06/19/30

129,167‌

200,000

(d)

Amcor

Flexibles

North

America,

Inc

2.690

05/25/31

169,928‌

200,000

AngloGold

Ashanti

Holdings

plc

3.750

10/01/30

174,772‌

95,000

(b)

Arsenal

AIC

Parent

LLC

8.000

10/01/30

99,739‌

19,000

(b)

Avient

Corp

5.750

05/15/25

18,915‌

38,000

Ball

Corp

2.875

08/15/30

32,423‌

225,000

Berry

Global,

Inc

1.570

01/15/26

210,327‌

150,000

Berry

Global,

Inc

1.650

01/15/27

136,170‌

200,000

(b)

Celulosa

Arauco

y

Constitucion

S.A.

4.250

04/30/29

186,052‌

200,000

(b)

Cemex

SAB

de

C.V.

5.450

11/19/29

196,982‌

200,000

(b)

Corp

Nacional

del

Cobre

de

Chile

3.150

01/14/30

176,981‌

200,000

(b)

Freeport

Indonesia

PT

5.315

04/14/32

195,666‌

100,000

(b)

Gates

Global

LLC

6.250

01/15/26

99,758‌

35,000

(b)

Mauser

Packaging

Solutions

Holding

Co

7.875

08/15/26

35,656‌

65,000

(b)

Mineral

Resources

Ltd

9.250

10/01/28

68,458‌

100,000

(b)

Nova

Chemicals

Corp

4.875

06/01/24

99,566‌

100,000

Nutrien

Ltd

2.950

05/13/30

89,142‌

200,000

(b)

OCP

S.A.

3.750

06/23/31

170,200‌

200,000

(b)

Orbia

Advance

Corp

SAB

de

C.V.

1.875

05/11/26

183,681‌

200,000

(b)

POSCO

4.500

08/04/27

194,656‌

30,000

(b)

Sealed

Air

Corp

7.250

02/15/31

31,191‌

200,000

(b)

St.

Marys

Cement,

Inc

Canada

5.750

04/02/34

198,000‌

Nuveen

Life

Core

Bond

Fund

March

31,

2024

84

See

Notes

to

Portfolio

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MATERIALS—continued

$

50,000

(b)

SunCoke

Energy,

Inc

4.875

%

06/30/29

$

45,270‌

100,000

(b)

Tronox,

Inc

4.625

03/15/29

89,694‌

200,000

(b)

UltraTech

Cement

Ltd

2.800

02/16/31

169,116‌

TOTAL

MATERIALS

3,470,906‌

MEDIA

&

ENTERTAINMENT

-

1.3%

100,000

(b)

CCO

Holdings

LLC

5.125

05/01/27

95,277‌

100,000

Charter

Communications

Operating

LLC

4.400

04/01/33

88,621‌

50,000

Charter

Communications

Operating

LLC

5.125

07/01/49

38,743‌

500,000

Charter

Communications

Operating

LLC

4.800

03/01/50

370,106‌

150,000

Comcast

Corp

4.150

10/15/28

146,401‌

300,000

Comcast

Corp

3.200

07/15/36

246,443‌

500,000

Comcast

Corp

2.887

11/01/51

324,562‌

200,000

(b)

CSC

Holdings

LLC

11.250

05/15/28

198,189‌

40,000

(b)

DIRECTV

Holdings

LLC

5.875

08/15/27

37,841‌

15,000

Lamar

Media

Corp

3.625

01/15/31

13,161‌

33,000

(b)

News

Corp

3.875

05/15/29

30,177‌

110,000

(b)

Sirius

XM

Radio,

Inc

4.000

07/15/28

100,636‌

50,000

(b)

Sirius

XM

Radio,

Inc

4.125

07/01/30

43,708‌

50,000

Time

Warner

Cable

LLC

5.875

11/15/40

43,311‌

200,000

Warnermedia

Holdings,

Inc

3.755

03/15/27

190,865‌

100,000

Warnermedia

Holdings,

Inc

4.054

03/15/29

93,613‌

275,000

Warnermedia

Holdings,

Inc

5.050

03/15/42

236,361‌

25,000

Warnermedia

Holdings,

Inc

5.141

03/15/52

20,750‌

200,000

(d)

Weibo

Corp

3.375

07/08/30

173,600‌

TOTAL

MEDIA

&

ENTERTAINMENT

2,492,365‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

1.2%

200,000

AbbVie,

Inc

5.050

03/15/34

202,479‌

150,000

AbbVie,

Inc

4.050

11/21/39

133,560‌

100,000

AbbVie,

Inc

5.400

03/15/54

102,929‌

400,000

Amgen,

Inc

5.250

03/02/33

403,365‌

250,000

Amgen,

Inc

5.650

03/02/53

254,739‌

125,000

AstraZeneca

Finance

LLC

1.200

05/28/26

115,466‌

30,000

(b)

Avantor

Funding,

Inc

4.625

07/15/28

28,428‌

75,000

Danaher

Corp

2.800

12/10/51

49,394‌

250,000

Gilead

Sciences,

Inc

5.250

10/15/33

255,117‌

100,000

Gilead

Sciences,

Inc

5.550

10/15/53

103,508‌

100,000

Merck

&

Co,

Inc

2.750

12/10/51

65,376‌

200,000

(b)

Organon

Finance  LLC

5.125

04/30/31

177,821‌

100,000

Pfizer

Investment

Enterprises

Pte

Ltd

4.750

05/19/33

98,458‌

400,000

Pfizer

Investment

Enterprises

Pte

Ltd

5.300

05/19/53

397,694‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

2,388,334‌

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0.0%

28,000

Kennedy-Wilson,

Inc

4.750

03/01/29

23,050‌

29,000

(d)

Kennedy-Wilson,

Inc

5.000

03/01/31

22,567‌

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

45,617‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0.5%

365,000

(b)

Broadcom,

Inc

4.926

05/15/37

346,409‌

115,000

NVIDIA

Corp

2.000

06/15/31

97,171‌

100,000

NXP

BV

3.400

05/01/30

90,764‌

125,000

NXP

BV

3.125

02/15/42

90,135‌

150,000

Texas

Instruments,

Inc

5.000

03/14/53

147,169‌

200,000

(b)

TSMC

Global

Ltd

1.000

09/28/27

174,770‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

946,418‌

SOFTWARE

&

SERVICES

-

0.8%

105,000

Adobe,

Inc

2.300

02/01/30

92,405‌

200,000

(b)

CA

Magnum

Holdings

5.375

10/31/26

191,063‌

90,000

(b)

Gen

Digital,

Inc

6.750

09/30/27

91,289‌

100,000

(b)

Microsoft

Corp

1.350

09/15/30

82,543‌

147,000

Microsoft

Corp

2.525

06/01/50

96,603‌

85

See

Notes

to

Portfolio

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

SOFTWARE

&

SERVICES—continued

$

55,000

(b)

Open

Text

Corp

3.875

%

12/01/29

$

49,005‌

15,000

(b)

Open

Text

Holdings,

Inc

4.125

02/15/30

13,438‌

250,000

Oracle

Corp

4.900

02/06/33

244,762‌

275,000

Oracle

Corp

5.550

02/06/53

269,014‌

125,000

Roper

Technologies,

Inc

1.400

09/15/27

110,900‌

75,000

Roper

Technologies,

Inc

2.000

06/30/30

62,598‌

200,000

Salesforce,

Inc

2.700

07/15/41

144,727‌

55,000

(b)

UKG,

Inc

6.875

02/01/31

56,030‌

TOTAL

SOFTWARE

&

SERVICES

1,504,377‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

0.5%

165,000

Amphenol

Corp

2.800

02/15/30

147,640‌

175,000

Apple,

Inc

2

.450

08/04/26

166,255‌

575,000

Apple,

Inc

2.050

09/11/26

539,736‌

60,000

Apple,

Inc

2.650

02/08/51

39,505‌

80,000

(b)

Imola

Merger

Corp

4.750

05/15/29

75,012‌

50,000

(b)

Sensata

Technologies

BV

4.000

04/15/29

45,655‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

1,013,803‌

TELECOMMUNICATION

SERVICES

-

2.1%

564,000

AT&T,

Inc

2.550

12/01/33

451,750‌

150,000

AT&T,

Inc

4.500

05/15/35

140,106‌

150,000

AT&T,

Inc

3.500

06/01/41

117,090‌

730,000

AT&T,

Inc

3.550

09/15/55

510,435‌

250,000

(b)

Bharti

Airtel

Ltd

3.250

06/03/31

219,687‌

200,000

(b)

Empresa

Nacional

de

Telecomunicaciones

S.A.

3.050

09/14/32

159,281‌

200,000

(b)

Millicom

International

Cellular

S.A.

4.500

04/27/31

171,479‌

200,000

(b)

Sitios

Latinoamerica

SAB

de

C.V.

5.375

04/04/32

186,856‌

100,000

Telefonica

Emisiones

S.A.

4.895

03/06/48

87,930‌

455,000

T-Mobile

USA,

Inc

2.625

02/15/29

407,182‌

225,000

T-Mobile

USA,

Inc

3.875

04/15/30

210,776‌

325,000

T-Mobile

USA,

Inc

5.050

07/15/33

321,472‌

100,000

T-Mobile

USA,

Inc

3.000

02/15/41

73,655‌

125,000

T-Mobile

USA,

Inc

3.300

02/15/51

87,404‌

825,000

Verizon

Communications,

Inc

2.355

03/15/32

677,982‌

200,000

(b)

Vmed

O2

UK

Financing

I

plc

4.750

07/15/31

172,377‌

110,000

Vodafone

Group

plc

4.375

02/19/43

95,037‌

150,000

Vodafone

Group

plc

4.250

09/17/50

121,080‌

TOTAL

TELECOMMUNICATION

SERVICES

4,211,579‌

TRANSPORTATION

-

0.6%

200,000

(b)

Aeropuerto

Internacional

de

Tocumen

S.A.

4.000

08/11/41

146,617‌

65,000

Burlington

Northern

Santa

Fe

LLC

3.050

02/15/51

44,617‌

275,000

Canadian

Pacific

Railway

Co

2.050

03/05/30

233,938‌

100,000

CSX

Corp

3.800

03/01/28

96,733‌

75,000

CSX

Corp

4.250

03/15/29

73,419‌

225,000

(b)

Misc

Capital

Two

Labuan

Ltd

3.625

04/06/25

220,416‌

50,000

Union

Pacific

Corp

2.891

04/06/36

40,779‌

100,000

Union

Pacific

Corp

3.839

03/20/60

76,780‌

160,000

(b)

XPO,

Inc

6.250

06/01/28

161,323‌

TOTAL

TRANSPORTATION

1,094,622‌

UTILITIES

-

2.7%

100,000

AEP

Transmission

Co

LLC

3.100

12/01/26

95,122‌

100,000

AEP

Transmission

Co

LLC

2.750

08/15/51

62,889‌

150,000

AEP

Transmission

Co

LLC

5.400

03/15/53

149,315‌

200,000

Alabama

Power

Co

3.125

07/15/51

138,074‌

200,000

Ameren

Illinois

Co

5.900

12/01/52

214,180‌

100,000

American

Water

Capital

Corp

3.000

12/01/26

94,477‌

250,000

American

Water

Capital

Corp

2.800

05/01/30

220,080‌

60,000

American

Water

Capital

Corp

4.000

12/01/46

49,504‌

50,000

American

Water

Capital

Corp

3.750

09/01/47

39,453‌

100,000

American

Water

Capital

Corp

3.450

05/01/50

73,697‌

Nuveen

Life

Core

Bond

Fund

March

31,

2024

86

See

Notes

to

Portfolio

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES—continued

$

100,000

Atmos

Energy

Corp

1.500

%

01/15/31

$

80,255‌

175,000

Atmos

Energy

Corp

6.200

11/15/53

197,151‌

125,000

Baltimore

Gas

and

Electric

Co

3.750

08/15/47

97,055‌

50,000

Berkshire

Hathaway

Energy

Co

3.250

04/15/28

47,171‌

100,000

Black

Hills

Corp

3.150

01/15/27

94,436‌

100,000

CenterPoint

Energy

Houston

Electric

LLC

3.000

03/01/32

87,022‌

100,000

Commonwealth

Edison

Co

2.750

09/01/51

61,954‌

58,000

Consumers

Energy

Co

2.650

08/15/52

36,655‌

60,000

Dominion

Energy,

Inc

2.250

08/15/31

49,099‌

100,000

Dominion

Energy,

Inc

3.300

04/15/41

74,946‌

125,000

DTE

Electric

Co

5.400

04/01/53

126,048‌

405,000

Duke

Energy

Corp

3.300

06/15/41

301,654‌

50,000

Duke

Energy

Progress

LLC

2.500

08/15/50

30,055‌

100,000

Edison

International

5.375

N/A(c)

96,769‌

40,000

(b)

Ferrellgas

LP

5.375

04/01/26

39,134‌

44,000

(b),(d)

Ferrellgas

LP

5.875

04/01/29

41,902‌

250,000

Florida

Power

&

Light

Co

4.800

05/15/33

246,219‌

100,000

Florida

Power

&

Light

Co

3.990

03/01/49

82,261‌

200,000

(b)

Israel

Electric

Corp

Ltd

3.750

02/22/32

168,595‌

150,000

MidAmerican

Energy

Co

3

.650

04/15/29

142,663‌

95,000

MidAmerican

Energy

Co

3.650

08/01/48

72,794‌

130,000

NextEra

Energy

Capital

Holdings,

Inc

2.250

06/01/30

110,691‌

310,000

NiSource,

Inc

1.700

02/15/31

247,604‌

85,000

(b)

NRG

Energy,

Inc

2.450

12/02/27

76,403‌

50,000

NRG

Energy,

Inc

5.750

01/15/28

49,724‌

100,000

Ohio

Power

Co

4.150

04/01/48

80,661‌

100,000

Ohio

Power

Co

4.000

06/01/49

79,287‌

12,000

(b)

Pattern

Energy

Operations

LP

4.500

08/15/28

11,186‌

100,000

PECO

Energy

Co

3.000

09/15/49

68,323‌

100,000

PECO

Energy

Co

2.800

06/15/50

65,396‌

200,000

(b)

Perusahaan

Listrik

Negara

PT

3.875

07/17/29

186,095‌

125,000

Public

Service

Co

of

Colorado

1.875

06/15/31

101,068‌

125,000

Public

Service

Co

of

Colorado

3.200

03/01/50

84,646‌

100,000

Public

Service

Electric

and

Gas

Co

4.900

12/15/32

99,545‌

200,000

Public

Service

Electric

and

Gas

Co

5.450

03/01/54

206,230‌

28,000

(b)

Superior

Plus

LP

4.500

03/15/29

25,887‌

190,000

(b)

Talen

Energy

Supply

LLC

8.625

06/01/30

203,177‌

75,000

Virginia

Electric

and

Power

Co

2.950

11/15/26

71,294‌

250,000

Wisconsin

Power

and

Light

Co

4.950

04/01/33

244,537‌

TOTAL

UTILITIES

5,322,383‌

TOTAL

CORPORATE

BONDS

70,078,284‌

(Cost

$75,233,500)

GOVERNMENT

BONDS

-

43.8%

FOREIGN

GOVERNMENT

BONDS

-

2.8%

200,000

(b)

Angolan

Government

International

Bond

8.750

04/14/32

183,531‌

EUR

100,000

(b)

Banque

Ouest

Africaine

de

Developpement

2.750

01/22/33

83,071‌

50,000

(b)

Bermuda

Government

International

Bond

4.750

02/15/29

48,325‌

225,000

Brazilian

Government

International

Bond

6.000

10/20/33

222,723‌

200,000

Colombia

Government

International

Bond

8.000

11/14/35

209,965‌

200,000

(b)

Costa

Rica

Government

International

Bond

5.625

04/30/43

180,319‌

13,286

(b)

Ecuador

Government

International

Bond

0.000

07/31/30

6,530‌

79,525

(b)

Ecuador

Government

International

Bond

5.000

07/31/30

53,873‌

56,442

(b)

Ecuador

Government

International

Bond

1.000

07/31/35

29,625‌

200,000

(b)

Egypt

Government

International

Bond

7.053

01/15/32

165,242‌

100,000

European

Investment

Bank

4.875

02/15/36

104,463‌

200,000

(b)

Export-Import

Bank

of

India

2.250

01/13/31

165,298‌

200,000

(b)

Guatemala

Government

Bond

3.700

10/07/33

164,800‌

200,000

(b)

Hungary

Government

International

Bond

6.125

05/22/28

204,758‌

125,000

(b)

Iraq

Government

International

Bond

5.800

01/15/28

117,610‌

200,000

Israel

Government

International

Bond

5.375

03/12/29

200,450‌

87

See

Notes

to

Portfolio

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FOREIGN

GOVERNMENT

BONDS—continued

$

200,000

(b)

Ivory

Coast

Government

International

Bond

8.250

%

01/30/37

$

200,400‌

200,000

Japan

Bank

for

International

Cooperation

2.375

04/20/26

190,112‌

300,000

(b)

Jordan

Government

International

Bond

4.950

07/07/25

290,528‌

200,000

(b)

Korea

Electric

Power

Corp

1.125

06/15/25

190,204‌

200,000

(b)

Korea

Hydro

&

Nuclear

Power

Co

Ltd

1.250

04/27/26

184,311‌

200,000

Mexico

Government

International

Bond

5.400

02/09/28

201,054‌

25,000

Mexico

Government

International

Bond

3.250

04/16/30

22,252‌

32,000

Mexico

Government

International

Bond

6.050

01/11/40

31,585‌

275,000

Mexico

Government

International

Bond

4.280

08/14/41

220,518‌

250,000

Mexico

Government

International

Bond

6.400

05/07/54

249,070‌

160,000

Panama

Notas

del

Tesoro

3.750

04/17/26

153,000‌

200,000

(b)

Paraguay

Government

International

Bond

6.000

02/09/36

202,330‌

130,000

Peruvian

Government

International

Bond

3.000

01/15/34

106,372‌

200,000

(b)

Republic

of

Kenya

Government

International

Bond

9.750

02/16/31

204,750‌

100,000

Republic

of

Poland

Government

International

Bond

4.875

10/04/33

98,381‌

140,000

Republic

of

Poland

Government

International

Bond

5.500

04/04/53

139,381‌

102,000

(b),(e)

Romanian

Government

International

Bond

5.875

01/30/29

101,903‌

275,000

(b)

Rwanda

International

Government

Bond

5.500

08/09/31

222,274‌

200,000

(b)

Saudi

Government

International

Bond

3.750

01/21/55

144,002‌

200,000

(b)

Serbia

International

Bond

2.125

12/01/30

158,260‌

200,000

(d)

Turkiye

Government

International

Bond

7.625

05/15/34

200,500‌

TOTAL

FOREIGN

GOVERNMENT

BONDS

5,651,770‌

MORTGAGE

BACKED

-

22.9%

100,000

(a),(b)

Angel

Oak

Mortgage

Trust

2.837

11/25/66

69,734‌

85,978

(a),(b)

Bayview

MSR

Opportunity

Master

Fund

Trust

3.000

10/25/51

71,336‌

1,539,275

(a),(b)

Citigroup

Mortgage

Loan

Trust

0.156

02/25/52

12,880‌

100,000

(a),(b)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

4.500%

9.820

01/25/42

105,288‌

310,000

(a),(b)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

3.100%

8.420

03/25/42

322,666‌

530,000

(a),(b)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

4.650%

9.971

06/25/42

576,912‌

85,000

(a),(b)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

3.350%

8.670

01/25/43

89,865‌

65,000

(a),(b)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

3.100%

8.421

06/25/43

68,382‌

125,000

(a),(b)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

3.900%

9.188

07/25/43

131,688‌

65,000

(a),(b)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

3.550%

8.870

10/25/43

67,734‌

159,600

Fannie

Mae

Pool

3.000

05/01/52

138,833‌

46,959

(a)

Federal

Home

Loan

Mortgage

Corp

(FHLMC)

30

D

AVG

SOFR

+

5.806%

0.487

03/15/44

3,666‌

163,631

FHLMC

3.500

01/15/47

143,352‌

156,988

FHLMC

4.000

01/15/48

146,852‌

146,135

FHLMC

4.000

03/15/48

134,612‌

107,932

FHLMC

4.000

04/15/48

98,077‌

83,297

(a)

FHLMC

30

D

AVG

SOFR

+

9.737%

1.227

06/15/48

74,092‌

109,825

(a)

FHLMC

30

D

AVG

SOFR

+

9.657%

1.147

10/15/48

96,610‌

797,628

FHLMC

3.000

11/01/49

700,200‌

59,117

FHLMC

3.000

09/25/50

41,496‌

127,624

FHLMC

3.000

10/25/50

88,259‌

450,352

FHLMC

2.500

02/25/51

75,822‌

161,334

FHLMC

2.500

05/25/51

101,704‌

168,876

FHLMC

2.500

11/01/51

140,043‌

206,924

FHLMC

3.000

11/01/51

181,919‌

181,673

FHLMC

3.000

11/01/51

158,915‌

32,400

FHLMC

3.000

11/01/51

28,619‌

53,145

FHLMC

3.000

11/01/51

46,727‌

250,002

FHLMC

2.500

01/01/52

207,226‌

636,368

FHLMC

2.500

02/01/52

532,456‌

128,105

FHLMC

3.000

02/01/52

110,353‌

261,115

FHLMC

2.500

03/01/52

218,477‌

173,601

FHLMC

3.000

03/01/52

149,515‌

219,728

FHLMC

2.500

04/01/52

182,395‌

535,212

FHLMC

4.000

04/01/52

496,472‌

178,721

FHLMC

3.000

06/01/52

153,897‌

381,936

FHLMC

4.500

06/01/52

363,672‌

371,127

FHLMC

4.500

07/01/52

353,380‌

Nuveen

Life

Core

Bond

Fund

March

31,

2024

88

See

Notes

to

Portfolio

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

64,129

FHLMC

4

.000

%

08/25/52

$

52,231‌

32,932

FHLMC

3.000

10/01/52

28,340‌

124,473

FHLMC

6.000

11/01/52

125,941‌

113,909

FHLMC

3.500

12/01/52

101,954‌

74,287

FHLMC

5.500

02/25/53

73,777‌

475,195

FHLMC

5.500

08/01/53

473,019‌

13,269

Federal

Home

Loan

Mortgage

Corp

Gold

(FGLMC)

5.000

06/01/36

13,355‌

4,327

FGLMC

5.000

07/01/39

4,323‌

125,142

FGLMC

3.500

04/01/45

115,546‌

347,036

FGLMC

3.500

08/01/45

319,534‌

9,259

FGLMC

4.500

06/01/47

9,011‌

214,367

FGLMC

4.000

09/01/47

202,492‌

79,865

FGLMC

3.500

12/01/47

73,129‌

71,496

FGLMC

4.500

08/01/48

69,753‌

74,430

Federal

National

Mortgage

Association

(FNMA)

3.500

06/01/32

71,207‌

99,206

FNMA

3.000

10/01/32

93,683‌

57,494

FNMA

5.000

05/01/35

57,795‌

5,891

FNMA

7.500

07/01/35

5,841‌

66,105

FNMA

5.000

02/01/36

66,452‌

68,705

FNMA

3.000

10/01/39

61,941‌

53,948

FNMA

3

.000

05/01/40

48,561‌

100,524

FNMA

5.000

09/01/40

100,310‌

52,231

FNMA

4.000

09/01/42

49,536‌

65,567

(a)

FNMA

30

D

AVG

SOFR

+

5.836%

0.515

09/25/43

6,952‌

35,268

FNMA

4.500

03/01/44

34,588‌

308,179

FNMA

4.000

05/01/44

292,656‌

133,622

FNMA

4.500

10/01/44

129,742‌

240,432

FNMA

4.500

11/01/44

233,451‌

55,231

FNMA

5.000

11/01/44

55,351‌

20,213

FNMA

4.000

01/01/45

19,170‌

279,631

FNMA

3.500

01/01/46

255,995‌

15,943

FNMA

4.000

04/01/46

15,120‌

112,042

FNMA

3.500

07/01/46

102,535‌

276,122

FNMA

3.500

07/01/46

253,774‌

49,635

FNMA

3.000

10/01/46

42,873‌

5,946

FNMA

3.000

11/01/47

5,136‌

132,362

FNMA

3.500

11/01/47

121,346‌

166,407

FNMA

3.500

01/01/48

152,167‌

74,708

FNMA

4.500

01/01/48

72,589‌

68,254

FNMA

4.500

02/01/48

66,319‌

105,443

FNMA

3.500

02/25/48

88,854‌

54,747

FNMA

4.500

05/01/48

53,194‌

39,245

FNMA

4.500

05/01/48

38,132‌

75,487

FNMA

4.000

07/25/48

69,536‌

220,335

FNMA

3.000

07/01/50

193,366‌

154,736

FNMA

2.000

08/25/50

20,071‌

172,855

FNMA

2.000

10/25/50

114,655‌

457,970

FNMA

2.500

11/25/50

64,517‌

84,310

FNMA

3.000

02/25/51

13,429‌

147,137

FNMA

3.000

09/01/51

128,747‌

181,730

FNMA

2.500

11/01/51

150,585‌

199,874

FNMA

2.500

11/25/51

25,344‌

679,443

FNMA

2

.500

12/01/51

565,633‌

440,090

FNMA

2.500

02/01/52

368,126‌

319,385

FNMA

2.500

02/01/52

267,427‌

86,149

FNMA

2.500

02/01/52

71,795‌

287,488

FNMA

3.000

02/01/52

247,404‌

269,017

FNMA

3.500

02/01/52

244,009‌

406,337

FNMA

3.000

04/01/52

353,494‌

107,078

FNMA

3.000

04/01/52

92,238‌

419,636

FNMA

3.500

05/01/52

377,157‌

89

See

Notes

to

Portfolio

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

724,051

FNMA

3.500

%

05/01/52

$

648,398‌

513,098

FNMA

4.000

05/01/52

475,927‌

96,335

FNMA

3.000

06/01/52

82,902‌

448,254

FNMA

3.500

06/01/52

401,418‌

159,019

FNMA

3.500

06/01/52

142,864‌

833,732

FNMA

4.000

06/01/52

773,330‌

179,058

FNMA

4.500

06/01/52

170,505‌

1,564,273

FNMA

4.000

07/01/52

1,450,504‌

1,932,832

FNMA

4.000

07/01/52

1,792,699‌

108,118

FNMA

4.500

07/01/52

102,953‌

170,400

FNMA

4.500

07/01/52

162,260‌

742,698

FNMA

4.500

07/01/52

707,219‌

173,398

FNMA

4.500

07/25/52

158,742‌

1,561,796

FNMA

5.000

08/01/52

1,525,175‌

107,773

FNMA

4.500

08/25/52

90,624‌

102,132

FNMA

2.500

09/01/52

84,531‌

900,897

FNMA

4.000

09/01/52

835,532‌

2,913,756

FNMA

4.500

09/01/52

2,774,564‌

103,984

FNMA

5.000

09/01/52

101,537‌

78,830

FNMA

4.000

09/25/52

65,559‌

95,874

FNMA

4.000

09/25/52

83,783‌

3,123,969

FNMA

4.000

10/01/52

2,897,151‌

366,131

FNMA

4.500

10/01/52

348,641‌

245,468

FNMA

5.000

10/01/52

239,675‌

80,227

FNMA

4.500

10/25/52

72,881‌

85,576

FNMA

4.500

10/25/52

80,498‌

246,419

FNMA

4.500

11/01/52

234,648‌

124,297

FNMA

5.500

11/25/52

121,376‌

9,335

FNMA

5.000

01/01/53

9,113‌

390,451

FNMA

5.500

02/01/53

389,477‌

194,136

FNMA

3.500

03/01/53

173,806‌

37,529

FNMA

5.000

06/01/53

36,954‌

651,408

FNMA

5.500

06/01/53

648,321‌

1,486,582

FNMA

5.000

08/01/53

1,450,344‌

1,448,267

FNMA

5.500

10/01/53

1,440,968‌

82,524

(a),(b)

Flagstar

Mortgage

Trust

3.987

10/25/47

73,009‌

118,406

Freddie

Mac

Pool

3.000

04/01/52

103,297‌

3,445

Government

National

Mortgage

Association

(GNMA)

5.000

03/15/34

3,470‌

15,750

GNMA

5.000

06/15/34

15,780‌

1,713

GNMA

5.000

04/15/38

1,721‌

300,632

GNMA

5.000

01/20/40

62,418‌

208,110

GNMA

5.000

03/20/40

42,679‌

3,255

GNMA

4.500

04/15/40

3,190‌

57,904

GNMA

2.500

12/20/43

50,543‌

65,476

GNMA

3.000

03/20/45

57,029‌

76,220

GNMA

4.000

06/20/46

9,398‌

127,789

(a)

GNMA

SOFR

1

M

+

5.986%

0.657

03/20/50

15,987‌

240,017

GNMA

3.000

11/20/51

170,783‌

329,828

GNMA

3.000

12/20/51

227,435‌

255,062

GNMA

3.000

01/20/52

179,344‌

35,581

GNMA

2.500

02/20/52

29,239‌

305,290

GNMA

3.000

02/20/52

207,237‌

192,395

GNMA

4.000

04/20/52

159,993‌

220,443

GNMA

5

.000

04/20/52

42,767‌

217,471

GNMA

3.000

05/20/52

191,734‌

907,558

GNMA

3.500

07/20/52

825,618‌

106,882

GNMA

4.000

07/20/52

85,883‌

542,853

GNMA

4.000

08/20/52

507,854‌

365,593

GNMA

4.500

08/20/52

351,525‌

149,198

GNMA

4.500

09/20/52

133,409‌

155,106

GNMA

4.500

09/20/52

142,486‌

Nuveen

Life

Core

Bond

Fund

March

31,

2024

90

See

Notes

to

Portfolio

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

208,706

GNMA

5.000

%

11/20/52

$

205,254‌

104,986

GNMA

4.500

02/20/53

92,746‌

84,900

GNMA

5.500

02/20/53

82,652‌

235,270

(a)

GNMA

30

D

AVG

SOFR

+

6.950%

1.631

05/20/53

24,617‌

181,250

(a)

GNMA

30

D

AVG

SOFR

+

23.205%

2.460

08/20/53

186,338‌

97,230

(a)

GNMA

30

D

AVG

SOFR

+

25.350%

4.605

08/20/53

100,706‌

1,677,637

(a),(b)

GS

Mortgage-Backed

Securities

Corp

Trust

0.148

08/25/51

13,327‌

232,903

(a),(b)

GS

Mortgage-Backed

Securities

Trust

2.500

11/25/51

185,679‌

169,582

(a),(b)

GS

Mortgage-Backed

Securities

Trust

2.500

03/25/52

135,205‌

126,269

(a),(b)

GS

Mortgage-Backed

Securities

Trust

2.500

05/01/52

109,271‌

93,821

(a),(b)

GS

Mortgage-Backed

Securities

Trust

2.830

05/28/52

75,199‌

195,053

(a),(b)

GS

Mortgage-Backed

Securities

Trust

3.000

08/26/52

161,835‌

21,408

(a)

HarborView

Mortgage

Loan

Trust

SOFR

1

M

+

0.734%

6.061

08/19/45

19,440‌

19,923

(a),(b)

JP

Morgan

Mortgage

Trust

3.500

05/25/47

17,318‌

2,264

(a),(b)

JP

Morgan

Mortgage

Trust

4.000

01/25/49

2,070‌

455,927

(a),(b)

JP

Morgan

Mortgage

Trust

0.126

06/25/51

3,037‌

801,970

(a),(b)

JP

Morgan

Mortgage

Trust

0.111

11/25/51

4,766‌

68,167

(a),(b)

JP

Morgan

Mortgage

Trust

2.500

11/25/51

54,434‌

794,380

(a),(b)

JP

Morgan

Mortgage

Trust

0.117

12/25/51

5,067‌

92,942

(a),(b)

JP

Morgan

Mortgage

Trust

2.500

12/25/51

74,217‌

140,861

(a),(b)

JP

Morgan

Mortgage

Trust

2.500

01/25/52

112,481‌

196,706

(a),(b)

JP

Morgan

Mortgage

Trust

0.500

04/25/52

5,834‌

117,780

(a),(b)

JP

Morgan

Mortgage

Trust

3.337

04/25/52

97,859‌

70,668

(a),(b)

JP

Morgan

Mortgage

Trust

3.337

04/25/52

58,068‌

209,080

(a),(b)

JP

Morgan

Mortgage

Trust

2.500

06/25/52

166,697‌

1,174,785

(b)

JP

Morgan

Mortgage

Trust

0.224

07/25/52

13,517‌

217,400

(a),(b)

JP

Morgan

Mortgage

Trust

2.500

07/25/52

173,330‌

305,081

(a),(b)

JP

Morgan

Mortgage

Trust

3.250

07/25/52

261,212‌

329,846

(a),(b)

JP

Morgan

Mortgage

Trust

3.000

08/25/52

274,083‌

176,448

(a),(b)

JP

Morgan

Mortgage

Trust

3.000

10/25/52

146,618‌

112,388

(a),(b)

JP

Morgan

Mortgage

Trust

3.000

11/25/52

93,528‌

90,675

(a),(b)

JP

Morgan

Mortgage

Trust

5.000

06/25/53

87,172‌

90,675

(a),(b)

JP

Morgan

Mortgage

Trust

5.500

06/25/53

88,882‌

118,988

(a),(b)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

2.500

08/25/51

95,015‌

124,370

(a),(b)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

2.500

09/25/51

108,454‌

101,915

(a),(b)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

2.500

09/25/51

81,382‌

100,000

(a),(b)

NLT

Trust

2.569

08/25/56

68,775‌

104,998

(a),(b)

OBX

3.000

01/25/52

87,117‌

217,619

(a),(b)

RCKT

Mortgage

Trust

2.500

02/25/52

173,504‌

201,875

(a),(b)

RCKT

Mortgage

Trust

3.000

05/25/52

167,746‌

89,281

(a),(b)

RCKT

Mortgage

Trust

4.000

06/25/52

80,006‌

6,308

(a),(b)

Sequoia

Mortgage

Trust

4.000

06/25/49

5,779‌

31,842

(a),(b)

Sequoia

Mortgage

Trust

3.500

12/25/49

27,917‌

82,405

(a),(b)

Sequoia

Mortgage

Trust

2.500

06/25/51

65,803‌

25,000

(a),(b)

Structured

Agency

Credit

Risk

Debt

Note

(STACR)

30

D

AVG

SOFR

+

4.750%

10.070

02/25/42

26,670‌

365,000

(a),(b)

STACR

30

D

AVG

SOFR

+

2.900%

8.220

04/25/42

377,921‌

95,000

(a),(b)

STACR

30

D

AVG

SOFR

+

5.650%

8.647

04/25/42

103,132‌

435,000

(a),(b)

STACR

30

D

AVG

SOFR

+

3.350%

8.670

05/25/42

455,169‌

620,000

(a),(b)

STACR

30

D

AVG

SOFR

+

4.500%

9.820

06/25/42

671,465‌

280,000

(a),(b)

STACR

30

D

AVG

SOFR

+

4.000%

9.320

07/25/42

298,217‌

290,000

(a),(b)

STACR

30

D

AVG

SOFR

+

3.700%

9.020

09/25/42

307,789‌

70,000

(a),(b)

STACR

30

D

AVG

SOFR

+

3.100%

8.444

03/25/43

73,547‌

1,573

(a),(b)

STACR

3.789

02/25/48

1,477‌

2,721

(a),(b)

STACR

3.842

05/25/48

2,620‌

230,000

(a),(b)

STACR

30

D

AVG

SOFR

+

4.800%

10.120

10/25/50

258,620‌

100,000

(a),(b)

Verus

Securitization

Trust

3.207

11/25/59

89,675‌

24,509

(b)

Verus

Securitization

Trust

1.733

05/25/65

22,997‌

80,822

(a),(b)

Wells

Fargo

Mortgage

Backed

Securities

Trust

3.000

08/25/51

67,108‌

95,132

(a),(b)

Wells

Fargo

Mortgage

Backed

Securities

Trust

3.313

08/25/51

78,587‌

TOTAL

MORTGAGE

BACKED

45,706,992‌

91

See

Notes

to

Portfolio

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MUNICIPAL

BONDS

-

0.4%

$

200,000

City

&

County

of

San

Francisco

CA

Community

Facilities

District

3.264

%

09/01/25

$

194,658‌

200,000

City

&

County

of

San

Francisco

CA

Community

Facilities

District

4.038

09/01/34

183,732‌

170,000

New

York

State

Dormitory

Authority

4.294

07/01/44

156,633‌

300,000

State

of

Oregon

Department

of

Administrative

Services

4.103

05/01/39

269,456‌

TOTAL

MUNICIPAL

BONDS

804,479‌

U.S.

TREASURY

SECURITIES

-

17.7%

200,000

United

States

Treasury

Bond

3.125

11/15/41

168,023‌

1,535,700

United

States

Treasury

Bond

3.000

11/15/45

1,219,742‌

1,615,000

United

States

Treasury

Bond

2.875

11/15/46

1,244,496‌

765,000

United

States

Treasury

Bond

3.000

05/15/47

600,913‌

176,000

United

States

Treasury

Bond

3

.375

11/15/48

147,077‌

1,222,650

(e)

United

States

Treasury

Inflation

Indexed

Bonds

0.500

04/15/24

1,223,349‌

250,000

United

States

Treasury

Note

4.250

12/31/25

247,939‌

2,335,000

United

States

Treasury

Note

4.250

01/31/26

2,316,575‌

250,000

United

States

Treasury

Note

4.375

12/15/26

249,385‌

1,025,000

United

States

Treasury

Note

4.125

02/15/27

1,016,352‌

150,000

United

States

Treasury

Note

1.375

10/31/28

132,129‌

707,000

United

States

Treasury

Note

4.250

02/28/29

707,939‌

994,000

United

States

Treasury

Note

3.500

04/30/30

955,172‌

245,000

United

States

Treasury

Note

4.875

10/31/30

253,910‌

250,000

United

States

Treasury

Note

3.750

12/31/30

243,076‌

250,000

United

States

Treasury

Note

4.000

01/31/31

246,719‌

1,140,000

United

States

Treasury

Note

4.000

02/15/34

1,121,119‌

300,000

United

States

Treasury

Note

2.250

05/15/41

221,648‌

500,000

United

States

Treasury

Note

2.000

11/15/41

350,781‌

5,111,800

United

States

Treasury

Note

2.375

02/15/42

3,802,101‌

200,000

United

States

Treasury

Note

4.000

11/15/42

188,391‌

5,005,000

United

States

Treasury

Note

3

.875

02/15/43

4,626,692‌

4,668,000

United

States

Treasury

Note

4.750

11/15/43

4,842,321‌

1,080,000

(d)

United

States

Treasury

Note

4.500

02/15/44

1,085,906‌

7,411,000

United

States

Treasury

Note

4.750

11/15/53

7,911,243‌

250,000

United

States

Treasury

Note

4.250

02/15/54

245,859‌

TOTAL

U.S.

TREASURY

SECURITIES

35,368,857‌

TOTAL

GOVERNMENT

BONDS

87,532,098‌

(Cost

$92,539,558)

STRUCTURED

ASSETS

-

14.0%

ASSET

BACKED

-

4.4%

250,000

(a),(b)

AIMCO

CLO

16

Ltd

SOFR

3

M

+

1.912%

7.228

01/17/35

250,129‌

Series

-

2021

16A

(Class

B)

250,000

AmeriCredit

Automobile

Receivables

Trust

2.130

03/18/26

244,137‌

Series

-

2020

2

(Class

D)

250,000

AmeriCredit

Automobile

Receivables

Trust

1.490

09/18/26

239,271‌

Series

-

2020

3

(Class

D)

250,000

AmeriCredit

Automobile

Receivables

Trust

1.210

12/18/26

236,341‌

Series

-

2021

1

(Class

D)

100,000

(b)

AMSR

Trust

3.148

01/19/39

93,406‌

Series

-

2019

SFR1

(Class

C)

100,000

(b)

AMSR

Trust

3.247

01/19/39

93,049‌

Series

-

2019

SFR1

(Class

D)

103,542

(b)

Apollo

aviation

securitization

2.798

01/15/47

90,648‌

Series

-

2021

2A

(Class

A)

111,902

(b)

BRE

Grand

Islander

Timeshare

Issuer

LLC

3.280

09/26/33

107,584‌

Series

-

2019

A

(Class

A)

93,042

(b)

Capital

Automotive

REIT

1.440

08/15/51

83,193‌

Series

-

2021

1A

(Class

A1)

99,396

(b)

Capital

Automotive

REIT

1.920

08/15/51

88,326‌

Series

-

2021

1A

(Class

A3)

Nuveen

Life

Core

Bond

Fund

March

31,

2024

92

See

Notes

to

Portfolio

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ASSET

BACKED—continued

$

500,000

Carmax

Auto

Owner

Trust

1.280

%

07/15/27

$

477,338‌

Series

-

2021

1

(Class

D)

97,375

(b)

Cars

Net

Lease

Mortgage

Notes

Series

2.010

12/15/50

84,804‌

Series

-

2020

1A

(Class

A1)

98,375

(b)

Cars

Net

Lease

Mortgage

Notes

Series

3.100

12/15/50

85,550‌

Series

-

2020

1A

(Class

A3)

100,000

(b)

Cars

Net

Lease

Mortgage

Notes

Series

4.690

12/15/50

86,783‌

Series

-

2020

1A

(Class

B1)

21,698

Carvana

Auto

Receivables

Trust

1.720

09/11/28

20,559‌

Series

-

2021

N4

(Class

C)

345,000

(b)

Carvana

Auto

Receivables

Trust

4.130

12/11/28

337,832‌

Series

-

2022

N1

(Class

D)

250,000

(a),(b)

Cayuga

Park

CLO

Ltd

SOFR

3

M

+

1.912%

1.000

07/17/34

250,159‌

Series

-

2020

1A

(Class

B1R)

144,702

(a),(b)

CBRE

Realty

Finance

LIBOR

3

M

+

0.300%

5.968

04/07/52

362‌

Series

-

2007

1A

(Class

A2)

2,052

Centex

Home

Equity

5.540

01/25/32

2,002‌

Series

-

2002

A

(Class

AF6)

230,000

(b)

Cologix

Data

Centers

US

Issuer

LLC

3

.300

12/26/51

208,984‌

Series

-

2021

1A

(Class

A2)

119,375

(b)

DB

Master

Finance

LLC

4.352

05/20/49

113,759‌

Series

-

2019

1A

(Class

A23)

195,500

(b)

DB

Master

Finance

LLC

2.045

11/20/51

178,929‌

Series

-

2021

1A

(Class

A2I)

97,750

(b)

DB

Master

Finance

LLC

2.493

11/20/51

86,152‌

Series

-

2021

1A

(Class

A2II)

25,170

(b)

Diamond

Resorts

Owner

Trust

2.050

11/21/33

23,723‌

Series

-

2021

1A

(Class

B)

185,500

(b)

Domino's

Pizza

Master

Issuer

LLC

4.474

10/25/45

181,914‌

Series

-

2015

1A

(Class

A2II)

213,188

(b)

Domino's

Pizza

Master

Issuer

LLC

4.116

07/25/48

207,385‌

Series

-

2018

1A

(Class

A2I)

145,875

(b)

Domino's

Pizza

Master

Issuer

LLC

2.662

04/25/51

129,743‌

Series

-

2021

1A

(Class

A2I)

17,566

(a),(b)

Ellington

Loan

Acquisition

Trust

SOFR

1

M

+

1.214%

6.544

05/25/37

17,404‌

Series

-

2007

2

(Class

A2C)

109,179

(b)

FNA

VI

LLC

1.350

01/10/32

100,717‌

Series

-

2021

1A

(Class

A)

59,448

(b)

HERO

Funding

Trust

3.190

09/20/48

51,128‌

Series

-

2017

3A

(Class

A1)

59,448

(b)

HERO

Funding

Trust

3.950

09/20/48

52,529‌

Series

-

2017

3A

(Class

A2)

150,000

(b)

Hertz

Vehicle

Financing

LLC

1.560

12/26/25

146,372‌

Series

-

2021

1A

(Class

B)

52,830

(b)

Hilton

Grand

Vacations

Trust

2.340

07/25/33

50,534‌

Series

-

2019

AA

(Class

A)

3,536

(a)

Home

Equity

Asset

Trust

SOFR

1

M

+

1.614%

3.986

06/25/33

3,368‌

Series

-

2003

1

(Class

M1)

336,369

(b)

Horizon

Aircraft

Finance

II

Ltd

3.721

07/15/39

300,906‌

Series

-

2019

1

(Class

A)

207,513

(b)

Horizon

Aircraft

Finance

III

Ltd

3.425

11/15/39

163,931‌

Series

-

2019

2

(Class

A)

100,000

(b)

Hpefs

Equipment

Trust

4.430

09/20/29

98,607‌

Series

-

2022

2A

(Class

C)

99,995

(a),(b)

Invitation

Homes

Trust

SOFR

1

M

+

1.364%

6.690

01/17/38

100,105‌

Series

-

2018

SFR4

(Class

B)

250,000

(a),(b)

Madison

Park

Funding

LIX

Ltd

CME

Term

SOFR

3

M

+

2.362%

7.660

01/18/34

250,307‌

Series

-

2021

59A

(Class

C)

250,000

(a),(b)

Massachusetts

St

SOFR

3

M

+

1.912%

7.226

01/15/35

250,303‌

Series

-

2021

3A

(Class

B)

93

See

Notes

to

Portfolio

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ASSET

BACKED—continued

$

67,914

(b)

MVW

LLC

1.830

%

05/20/39

$

62,625‌

Series

-

2021

2A

(Class

B)

53,791

(b)

MVW

Owner

Trust

3.450

01/21/36

53,336‌

Series

-

2018

1A

(Class

A)

48,005

(b)

MVW

Owner

Trust

3.000

11/20/36

46,416‌

Series

-

2019

1A

(Class

B)

25,467

(b)

Navient

Private

Education

Refi

Loan

Trust

1.310

01/15/69

23,506‌

Series

-

2020

HA

(Class

A)

105,596

(b)

Navient

Student

Loan

Trust

3.390

12/15/59

101,353‌

Series

-

2019

BA

(Class

A2A)

250,000

(a),(b)

Navistar

Financial

Dealer

Note

Master

Owner

Trust

II

30

D

AVG

SOFR

+

1.800%

7.120

05/25/27

250,180‌

Series

-

2022

1

(Class

B)

250,000

(a),(b)

Neuberger

Berman

Loan

Advisers

Clo

40

Ltd

CME

Term

SOFR

3

Month

+

1.322%

6.636

04/16/33

250,226‌

Series

-

2021

40A

(Class

A)

250,000

(a),(b)

Neuberger

Berman

Loan

Advisers

Clo

40

Ltd

CME

Term

SOFR

3

M

+

1.662%

6.976

04/16/33

247,524‌

Series

-

2021

40A

(Class

B)

232,369

(b)

Oak

Street

Investment

Grade

Net

Lease

Fund

Series

1.480

01/20/51

212,510‌

Series

-

2021

1A

(Class

A1)

250,000

(a),(b)

OHA

Credit

Funding

10

Ltd

SOFR

3

M

+

1.912%

7.210

01/18/36

250,245‌

Series

-

2021

10A

(Class

B)

150,000

(b)

OneMain

Financial

Issuance

Trust

1.750

09/14/35

139,704‌

Series

-

2020

2A

(Class

A)

97,296

(b)

Oportun

Funding

XIV

LLC

1.210

03/08/28

94,109‌

Series

-

2021

A

(Class

A)

111,663

(b)

Settlement

Fee

Finance

LLC

3.840

11/01/49

110,631‌

Series

-

2019

1A

(Class

A)

21,196

(b)

Sierra

Timeshare

Receivables

Funding

LLC

0.990

11/20/37

20,042‌

Series

-

2021

1A

(Class

A)

21,196

(b)

Sierra

Timeshare

Receivables

Funding

LLC

1.340

11/20/37

20,046‌

Series

-

2021

1A

(Class

B)

21,196

(b)

Sierra

Timeshare

Receivables

Funding

LLC

1.790

11/20/37

20,049‌

Series

-

2021

1A

(Class

C)

55,648

(b)

SoFi

Professional

Loan

Program

LLC

2.840

01/25/41

54,228‌

Series

-

2017

F

(Class

A2FX)

175,000

(b)

Stack

Infrastructure

Issuer

LLC

1.893

08/25/45

164,907‌

Series

-

2020

1A

(Class

A2)

250,000

(b)

Stack

Infrastructure

Issuer

LLC

1.877

03/26/46

230,563‌

Series

-

2021

1A

(Class

A2)

4,204

(a)

Structured

Asset

Investment

Loan

Trust

SOFR

1

M

+

1.014%

6.344

09/25/34

3,986‌

Series

-

2004

8

(Class

M1)

93,750

(b)

Taco

Bell

Funding

LLC

4.970

05/25/46

92,340‌

Series

-

2016

1A

(Class

A23)

127,725

(b)

Taco

Bell

Funding

LLC

1.946

08/25/51

115,531‌

Series

-

2021

1A

(Class

A2I)

98,250

(b)

Taco

Bell

Funding

LLC

2.294

08/25/51

85,325‌

Series

-

2021

1A

(Class

A2II)

250,000

(a),(b)

TICP

CLO

VIII

Ltd

SOFR

3

M

+

1.962%

7.279

10/20/34

250,180‌

Series

-

2017

8A

(Class

A2R)

281,972

(b)

Wendy's

Funding

LLC

2.370

06/15/51

245,370‌

Series

-

2021

1A

(Class

A2I)

TOTAL

ASSET

BACKED

8,733,205‌

OTHER

MORTGAGE

BACKED

-

9.6%

101,820

(a),(b)

Agate

Bay

Mortgage

Trust

3.500

09/25/45

91,175‌

Series

-

2015

6

(Class

A9)

500,000

(b)

BANK

2.500

10/17/52

288,794‌

Series

-

2019

BN21

(Class

D)

200,000

(b)

BBCMS

Trust

4.197

08/10/35

185,535‌

Series

-

2015

SRCH

(Class

A2)

400,000

Benchmark

Mortgage

Trust

4.267

03/15/52

371,278‌

Series

-

2019

B9

(Class

AS)

Nuveen

Life

Core

Bond

Fund

March

31,

2024

94

See

Notes

to

Portfolio

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

800,000

Benchmark

Mortgage

Trust

2.224

%

08/15/54

$

659,731‌

Series

-

2021

B28

(Class

A5)

500,000

(a)

Benchmark

Mortgage

Trust

2.244

08/15/54

388,690‌

Series

-

2021

B28

(Class

B)

449,726

(b)

CF

Hippolyta

LLC

1.690

07/15/60

420,458‌

Series

-

2020

1

(Class

A1)

218,562

(b)

CF

Hippolyta

LLC

1.990

07/15/60

187,866‌

Series

-

2020

1

(Class

A2)

89,945

(b)

CF

Hippolyta

LLC

2.280

07/15/60

82,741‌

Series

-

2020

1

(Class

B1)

235,612

(b)

CF

Hippolyta

LLC

1.530

03/15/61

213,057‌

Series

-

2021

1A

(Class

A1)

235,612

(b)

CF

Hippolyta

LLC

1.980

03/15/61

207,316‌

Series

-

2021

1A

(Class

B1)

250,000

(a),(b)

CF

Mortgage

Trust

3.603

04/15/52

166,363‌

Series

-

2020

P1

(Class

A2)

249,710

CFCRE

Commercial

Mortgage

Trust

3.644

12/10/54

244,378‌

Series

-

2016

C7

(Class

ASB)

3,897

(a)

CHL

Mortgage

Pass-Through

Trust

5.077

02/20/35

3,884‌

Series

-

2004

HYB9

(Class

1A1)

250,000

(a),(b)

Citigroup

Commercial

Mortgage

Trust

3.518

05/10/35

237,211‌

Series

-

2013

375P

(Class

B)

100,000

(a),(b)

Citigroup

Commercial

Mortgage

Trust

4.471

07/10/47

87,959‌

Series

-

2014

GC23

(Class

D)

276,000

Citigroup

Commercial

Mortgage

Trust

3.199

08/10/56

232,415‌

Series

-

2019

GC41

(Class

B)

24,723

COMM

Mortgage

Trust

2.853

10/15/45

22,800‌

Series

-

2012

CR4

(Class

A3)

436,906

(a),(b)

COMM

Mortgage

Trust

3.566

06/10/46

425,426‌

Series

-

2013

CR8

(Class

B)

500,000

COMM

Mortgage

Trust

4.377

05/10/47

475,897‌

Series

-

2014

CR17

(Class

B)

500,000

(a),(b)

COMM

Mortgage

Trust

4.767

06/10/47

280,950‌

Series

-

2014

UBS3

(Class

D)

650,000

COMM

Mortgage

Trust

4.080

08/10/47

640,978‌

Series

-

2014

CR19

(Class

AM)

300,000

(a)

COMM

Mortgage

Trust

3.603

03/10/48

286,253‌

Series

-

2015

CR22

(Class

AM)

200,000

(a),(b)

COMM

Mortgage

Trust

4.066

03/10/48

170,379‌

Series

-

2015

CR22

(Class

D)

550,000

(a)

COMM

Mortgage

Trust

4.183

05/10/48

533,827‌

Series

-

2015

CR23

(Class

B)

200,000

(a)

COMM

Mortgage

Trust

4.283

05/10/48

187,426‌

Series

-

2015

CR23

(Class

C)

500,000

COMM

Mortgage

Trust

3.696

08/10/48

486,655‌

Series

-

2015

CR24

(Class

A5)

250,000

COMM

Mortgage

Trust

3.984

10/10/48

240,940‌

Series

-

2015

CR27

(Class

AM)

600,000

(a)

COMM

Mortgage

Trust

4.158

10/10/48

580,629‌

Series

-

2015

LC23

(Class

AM)

380,000

(a),(b)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

3.500%

8.820

03/25/42

398,886‌

Series

-

2022

R03

(Class

1M2)

105,000

(a),(b)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

3.000%

8.320

04/25/42

108,401‌

Series

-

2022

R05

(Class

2M2)

580,000

(a),(b)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

3.850%

9.170

05/25/42

616,054‌

Series

-

2022

R06

(Class

1M2)

183,000

(a),(b)

Connecticut

Avenue

Securities

Trust

SOFR

+

3.600%

8.920

07/25/42

193,538‌

Series

-

2022

R08

(Class

1M2)

465,000

(a),(b)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

4.750%

10.071

09/25/42

509,075‌

Series

-

2022

R09

(Class

2M2)

95

See

Notes

to

Portfolio

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

360,000

(a),(b)

Connecticut

Avenue

Securities

Trust

30

D

AVG

SOFR

+

3.750%

9.071

%

12/25/42

$

385,485‌

Series

-

2023

R01

(Class

1M2)

99,973

(a),(b)

Credit

Suisse

Mortgage

Capital

Certificates

2.405

10/25/66

84,943‌

Series

-

2021

NQM8

(Class

A3)

200,000

DBJPM

Mortgage

Trust

2.340

08/15/53

162,740‌

Series

-

2020

C9

(Class

AM)

2,478

(a),(b)

Flagstar

Mortgage

Trust

4.000

09/25/48

2,295‌

Series

-

2018

5

(Class

A11)

167,371

(a),(b)

Flagstar

Mortgage

Trust

2.500

06/01/51

133,650‌

Series

-

2021

4

(Class

A21)

3,241

(a),(b)

GS

Mortgage-Backed

Securities

Corp

Trust

4.000

11/25/49

2,999‌

Series

-

2019

PJ2

(Class

A4)

29,813

(a),(b)

GS

Mortgage-Backed

Securities

Corp

Trust

3.000

01/25/51

25,157‌

Series

-

2020

PJ4

(Class

A4)

674,192

(a),(b)

GS

Mortgage-Backed

Securities

Corp

Trust

0.257

03/27/51

8,249‌

Series

-

2020

PJ5

(Class

AX1)

102,409

(a),(b)

GS

Mortgage-Backed

Securities

Corp

Trust

3.000

03/27/51

86,512‌

Series

-

2020

PJ5

(Class

A4)

62,940

(a),(b)

GS

Mortgage-Backed

Securities

Corp

Trust

2.500

05/25/51

50,914‌

Series

-

2020

PJ6

(Class

A4)

160,984

(a),(b)

GS

Mortgage-Backed

Securities

Corp

Trust

2.500

10/25/51

128,551‌

Series

-

2021

PJ5

(Class

A4)

171,898

(a),(b)

GS

Mortgage-Backed

Securities

Corp

Trust

3.000

06/25/52

142,837‌

Series

-

2022

PJ2

(Class

A36)

75,513

(a),(b)

GS

Mortgage-Backed

Securities

Trust

2.500

07/25/51

60,299‌

Series

-

2021

PJ2

(Class

A4)

312,023

(a),(b)

GS

Mortgage-Backed

Securities

Trust

2.500

01/25/52

249,160‌

Series

-

2021

PJ7

(Class

A4)

149,322

(a),(b)

GS

Mortgage-Backed

Securities

Trust

2.500

01/25/52

119,238‌

Series

-

2021

PJ8

(Class

A4)

93,420

(a),(b)

GS

Mortgage-Backed

Securities

Trust

2.722

01/25/52

73,205‌

Series

-

2021

PJ7

(Class

B2)

105,397

(a),(b)

GS

Mortgage-Backed

Securities

Trust

3.000

07/25/52

87,513‌

Series

-

2022

INV1

(Class

A4)

167,866

(a),(b)

GS

Mortgage-Backed

Securities

Trust

3.000

09/25/52

139,278‌

Series

-

2022

HP1

(Class

A4)

127,877

(a),(b)

GS

Mortgage-Backed

Securities

Trust

3.000

10/25/52

106,258‌

Series

-

2022

PJ5

(Class

A36)

110,390

(a),(b)

GS

Mortgage-Backed

Securities

Trust

3.000

01/25/53

91,728‌

Series

-

2022

PJ6

(Class

A24)

140,755

(a),(b)

GS

Mortgage-Backed

Securities

Trust

3.500

02/25/53

121,845‌

Series

-

2023

PJ1

(Class

A24)

400,000

(b)

Hudson

Yards

Mortgage

Trust

2.835

08/10/38

373,878‌

Series

-

2016

10HY

(Class

A)

29,935

(a),(b)

Imperial

Fund

Mortgage

Trust

2.051

10/25/55

27,066‌

Series

-

2020

NQM1

(Class

A3)

34,718

(a),(b)

JP

Morgan

Mortgage

Trust

LIBOR

1

M

-

0.000%

6.677

12/25/44

33,388‌

Series

-

2015

1

(Class

B1)

21,512

(a),(b)

JP

Morgan

Mortgage

Trust

3.500

09/25/48

18,685‌

Series

-

2018

3

(Class

A13)

86,105

(a),(b)

JP

Morgan

Mortgage

Trust

3.500

10/25/48

74,546‌

Series

-

2018

5

(Class

A13)

42,513

(a),(b)

JP

Morgan

Mortgage

Trust

4.257

10/26/48

42,048‌

Series

-

2017

5

(Class

A2)

1,996

(a),(b)

JP

Morgan

Mortgage

Trust

4.000

02/25/49

1,824‌

Series

-

2018

9

(Class

A13)

6,961

(a),(b)

JP

Morgan

Mortgage

Trust

4.000

05/25/49

6,485‌

Series

-

2019

1

(Class

A15)

95,752

(a),(b)

JP

Morgan

Mortgage

Trust

3.823

06/25/50

83,483‌

Series

-

2020

1

(Class

B2)

Nuveen

Life

Core

Bond

Fund

March

31,

2024

96

See

Notes

to

Portfolio

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

560,575

(a),(b)

JP

Morgan

Mortgage

Trust

0.139

%

07/25/51

$

4,172‌

Series

-

2021

3

(Class

AX1)

387,765

(a),(b)

JP

Morgan

Mortgage

Trust

0.130

08/25/51

2,722‌

Series

-

2021

4

(Class

AX1)

46,456

(a),(b)

JP

Morgan

Mortgage

Trust

2.880

08/25/51

36,871‌

Series

-

2021

4

(Class

B2)

624,161

(a),(b)

JP

Morgan

Mortgage

Trust

0.137

10/25/51

4,715‌

Series

-

2021

6

(Class

AX1)

105,327

(a),(b)

JP

Morgan

Mortgage

Trust

2.500

10/25/51

84,107‌

Series

-

2021

6

(Class

A15)

204,356

(a),(b)

JP

Morgan

Mortgage

Trust

0.400

12/25/51

4,428‌

Series

-

2021

INV2

(Class

AX4)

82,704

(a),(b)

JP

Morgan

Mortgage

Trust

2.500

12/25/51

66,041‌

Series

-

2021

10

(Class

A15)

77,628

(a),(b)

JP

Morgan

Mortgage

Trust

2.500

02/25/52

61,892‌

Series

-

2021

12

(Class

A15)

57,754

(a),(b)

JP

Morgan

Mortgage

Trust

2.500

05/25/52

46,047‌

Series

-

2021

14

(Class

A15)

47,473

(a),(b)

JP

Morgan

Mortgage

Trust

2.927

05/25/52

39,086‌

Series

-

2021

LTV2

(Class

A3)

219,978

(a),(b)

JP

Morgan

Mortgage

Trust

3.000

08/25/52

182,789‌

Series

-

2022

2

(Class

A25)

110,274

(a),(b)

JP

Morgan

Mortgage

Trust

3.000

09/25/52

91,563‌

Series

-

2022

INV3

(Class

A6)

340,968

(a),(b)

JP

Morgan

Mortgage

Trust

3.500

09/25/52

295,584‌

Series

-

2022

LTV2

(Class

A6)

119,442

(a),(b)

JP

Morgan

Mortgage

Trust

3.000

12/25/52

99,249‌

Series

-

2022

7

(Class

1A17)

42,501

(a),(b)

JP

Morgan

Mortgage

Trust

4.000

12/25/52

38,218‌

Series

-

2022

7

(Class

2A6A)

500,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust

3.917

05/15/48

485,284‌

Series

-

2015

C29

(Class

AS)

400,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust

4.118

05/15/48

379,228‌

Series

-

2015

C29

(Class

B)

500,000

JPMBB

Commercial

Mortgage

Securities

Trust

4.106

08/15/48

473,984‌

Series

-

2015

C31

(Class

AS)

450,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust

4.624

08/15/48

399,360‌

Series

-

2015

C31

(Class

B)

500,000

(a),(b)

JPMBB

Commercial

Mortgage

Securities

Trust

4.202

03/17/49

424,975‌

Series

-

2016

C1

(Class

D1)

115,000

(a)

JPMDB

Commercial

Mortgage

Securities

Trust

3.858

03/15/50

98,821‌

Series

-

2017

C5

(Class

AS)

500,000

(a),(b)

Manhattan

West

2.335

09/10/39

441,124‌

Series

-

2020

1MW

(Class

B)

42,164

(a)

Merrill

Lynch

Mortgage

Investors

Trust

SOFR

1

M

+

0.634%

2.278

01/25/37

39,537‌

Series

-

2006

WMC1

(Class

A1B)

424,429

(a),(b)

Natixis

Commercial

Mortgage

Securities

Trust

SOFR

1

M

+

1.579%

5.915

07/15/36

393,053‌

Series

-

2019

MILE

(Class

A)

96,003

(b)

Oak

Street

Investment

Grade

Net

Lease

Fund

Series

2.380

11/20/51

86,627‌

Series

-

2021

2A

(Class

A1)

205,287

(a),(b)

OBX

Trust

2.500

07/25/51

163,928‌

Series

-

2021

J2

(Class

A19)

177,796

(a),(b)

OBX

Trust

4.000

10/25/52

159,215‌

Series

-

2022

INV5

(Class

A13)

12,053

(a),(b)

OBX

Trust

SOFR

1

M

+

0.764%

4.658

06/25/57

11,621‌

Series

-

2018

1

(Class

A2)

82,199

(a),(b)

Oceanview

Mortgage

Trust

2.500

05/25/51

65,638‌

Series

-

2021

1

(Class

A19)

450,000

(b)

One

Bryant

Park

Trust

2.516

09/15/54

384,969‌

Series

-

2019

OBP

(Class

A)

97

See

Notes

to

Portfolio

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

89,281

(a),(b)

RCKT

Mortgage

Trust

3

.500

%

06/25/52

$

77,231‌

Series

-

2022

4

(Class

A22)

8,845

(a),(b)

Sequoia

Mortgage

Trust

3.500

05/25/45

7,896‌

Series

-

2015

2

(Class

A1)

14,446

(a),(b)

Sequoia

Mortgage

Trust

3.500

02/25/47

12,786‌

Series

-

2017

2

(Class

A19)

27,469

(a),(b)

Sequoia

Mortgage

Trust

3.500

03/25/48

24,251‌

Series

-

2018

3

(Class

A1)

43,798

(a),(b)

Sequoia

Mortgage

Trust

3.000

04/25/50

36,926‌

Series

-

2020

3

(Class

A19)

101,496

(a),(b)

Sequoia

Mortgage

Trust

5.000

01/25/53

96,517‌

Series

-

2023

1

(Class

A19)

12,032

(a),(b)

Shellpoint

Co-Originator

Trust

3.500

04/25/47

10,663‌

Series

-

2017

1

(Class

A19)

109,080

(a),(b)

Verus

Securitization

Trust

2.240

10/25/66

91,475‌

Series

-

2021

7

(Class

A3)

295,000

(b)

Wells

Fargo

Commercial

Mortgage

Trust

3.153

09/15/57

274,455‌

Series

-

2015

NXS3

(Class

D)

1,802

(a),(b)

Wells

Fargo

Mortgage

Backed

Securities

Trust

4.000

04/25/49

1,681‌

Series

-

2019

2

(Class

A17)

12,815

(a),(b)

Wells

Fargo

Mortgage

Backed

Securities

Trust

3.500

09/25/49

11,293‌

Series

-

2019

4

(Class

A1)

85,264

(a),(b)

Wells

Fargo

Mortgage

Backed

Securities

Trust

3.000

07/25/50

72,114‌

Series

-

2020

4

(Class

A17)

190,752

(a),(b)

Wells

Fargo

Mortgage

Backed

Securities

Trust

2.500

06/25/51

152,321‌

Series

-

2021

2

(Class

A17)

87,717

(a),(b)

Wells

Fargo

Mortgage

Backed

Securities

Trust

3.000

03/25/52

72,778‌

Series

-

2022

INV1

(Class

A18)

109,646

(a),(b)

Wells

Fargo

Mortgage

Backed

Securities

Trust

3.500

03/25/52

94,779‌

Series

-

2022

INV1

(Class

A17)

TOTAL

OTHER

MORTGAGE

BACKED

19,253,238‌

TOTAL

STRUCTURED

ASSETS

27,986,443‌

(Cost

$30,350,070)

SHARES

REFERENCERATE

&

SPREAD

PREFERRED

STOCKS

-

0.0%

FINANCIAL

SERVICES

-

0.0%

2,600

Morgan

Stanley

68,406‌

TOTAL

FINANCIAL

SERVICES

68,406‌

TOTAL

PREFERRED

STOCKS

68,406‌

(Cost

$65,000)

TOTAL

LONG-TERM

INVESTMENTS

192,303,191‌

(Cost

$204,776,878)

PRINCIPAL

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

2.2%

REPURCHASE

AGREEMENT

-

2.2%

$

4,300,000

(f)

Fixed

Income

Clearing

Corp

(FICC)

5.320

04/01/24

4,300,000‌

TOTAL

REPURCHASE

AGREEMENT

4,300,000‌

TOTAL

SHORT-TERM

INVESTMENTS

4,300,000‌

(Cost

$4,300,000)

Nuveen

Life

Core

Bond

Fund

March

31,

2024

98

See

Notes

to

Portfolio

of

Investments

Portfolio

of

Investments

(continued)

Principal

denominated

in

U.S.

Dollars,

unless

otherwise

noted. 

SHARES

DESCRIPTION

RATE

EXP

VALUE

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

1.2%

2,356,952

(g)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5.340

%

(h)

$

2,356,952‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

2,356,952‌

(Cost

$2,356,952)

TOTAL

INVESTMENTS

-

99.6%

198,960,143‌

(Cost

$211,433,830)

OTHER

ASSETS

&

LIABILITIES,

NET

-

0.4%

711,573‌

NET

ASSETS

-

100.0%

$

199,671,716‌

AVG

Average

CME

Chicago

Mercantile

Exchange

D

Day

EUR

Euro

LIBOR

London

Interbank

Offered

Rate

M

Month

REIT

Real

Estate

Investment

Trust

SOFR

Secure

Overnight

Financing

Rate

(a)

Floating

or

variable

rate

security

includes

the

reference

rate

and

spread,

unless

the

variable

rate

is

based

on

the

underlying

asset

of

the

security.

Coupon

rate

reflects

the

rate

at

period

end.

(b)

Security

is

exempt

from

registration

under

Rule

144(A)

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

(c)

Perpetual

security

(d)

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$2,495,495.

(e)

Principal

amount

for

interest

accrual

purposes

is

periodically

adjusted

based

on

changes

in

the

Consumer

Price

Index.

(f)

Agreement

with

Fixed

Income

Clearing

Corp

(FICC),

5.320%

dated

3/28/24

to

be

repurchased

at

$4,302,542

on

4/1/24,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

1.500%

and

maturity

date

8/15/26,

valued

at

$4,386,078.

(g)

Investments

made

with

cash

collateral

received

from

securities

on

loan.

(h)

The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

Forward

Foreign

Currency

Contracts

Currency

Purchased

Receive

Currency

Sold

Deliver

Counterparty

Settlement

Date

Unrealized

Appreciation

(Depreciation)

$

86,588

EUR

78,573

JPMorgan

Chase

Bank

04/16/24

 $

1,685‌

Credit

Default

Swaps

-

Centrally

Cleared

SOLD

Reference

Entity

Terms

of

Payments

to

be

Paid

Terms

of

Payments

to

be

Received

Counterparty

Fixed

Rate

Payment

Frequency

Maturity

Date

Notional

Amount

*

Value

Premiums

Paid

(Received)

Unrealized

Appreciation

(Depreciation)

CDX-NAHYS42V1-5Y

Credit

event

as

specified

in

contract

5.000%

Citigroup

Global

Markets,

Inc

Quarterly

06/20/29

$

3,000,000‌

$(221,245‌)

$(205,818‌)

$(15,427‌)

*  

The

maximum

potential

amount

the

Fund

could

be

required

to

pay

as

a

seller

of

credit

protection

or

receive

as

a

buyer

of

credit

protection

if

a

credit

event

occurs

is

defined

under

the

terms

of

that

particular

swap

agreement.

This

amount

may

be

reduced

by

any

recoverable

assets,

if

applicable.

Portfolio

of

Investments

Nuveen

Life

Balanced

Fund

March

31,

2024

99

See

Notes

to

Portfolio

of

Investments

(Unaudited)

SHARES

DESCRIPTION

VALUE

NUVEEN

LIFE

FUNDS—99.9%(a)

FIXED

INCOME—49.7%

3,664,821

Nuveen

Life

Core

Bond

Fund

$

33,569,761‌

TOTAL

FIXED

INCOME

33,569,761‌

INTERNATIONAL

EQUITY—10.0%

682,448

Nuveen

Life

International

Equity

Fund

6,797,186‌

TOTAL

INTERNATIONAL

EQUITY

6,797,186‌

U.S.

EQUITY—40.2%

326,011

Nuveen

Life

Core

Equity

Fund

6,807,116‌

334,777

Nuveen

Life

Growth

Equity

Fund

6,668,767‌

274,575

Nuveen

Life

Large

Cap

Value

Fund

5,546,414‌

100,672

Nuveen

Life

Real

Estate

Securities

Select

Fund

1,355,051‌

92,391

Nuveen

Life

Small

Cap

Equity

Fund

1,354,457‌

126,150

Nuveen

Life

Stock

Index

Fund

5,434,525‌

TOTAL

U.S.

EQUITY

27,166,330‌

TOTAL

TIAA-CREF

LIFE

FUNDS

67,533,277‌

(Cost

$56,481,926)

TOTAL

INVESTMENTS—99.9%

67,533,277‌

(Cost

$56,481,926)

OTHER

ASSETS

&

LIABILITIES,

NET—0.1%

62,096‌

NET

ASSETS—100.0%

$

67,595,373‌

(a)

The

Fund

invests

its

assets

in

the

affiliated

NUVEEN

Life

Funds.

Nuveen

Life

Funds

March

31,

2024

Notes

to

Portfolios

of

Investments

(unaudited)

100

Organization

and

Significant

Accounting

Policies

Part

F

of

Form

N-PORT

was

prepared in

accordance

with

accounting

principles

generally

accepted

in

the

United

States

of

America

(“U.S.

GAAP”)

and

in

conformity

with

the

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission 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.

For

a

full

set

of

financial

statement

notes,

please

refer

to

the

most

recently

filed

annual

or

semiannual

report.

Valuation

of

Investments

The

Funds' investments

in

securities

are

recorded

at

their

estimated

fair

value

utilizing

valuation

methods

approved

by

the

Adviser,

subject

to

the

review

and

oversight

of

the

Board.

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

that

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

1

–

Inputs

are

unadjusted

and

prices

are

determined

using

quoted

prices

in

active

markets

for

identical

securities.

Level

2

–

Prices

are

determined

using

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

credit

spreads,

etc.).

Level

3

–

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

Funds'

investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

them:

Fund

Level

1

Level

2

Level

3

Total

Growth

Equity

Long-Term

Investments

:

Common

stocks

$162,739,592

$9,956,760

$—

$172,696,352

Short-Term

Investments

:

Repurchase

agreement

—

1,420,000

—

1,420,000

Total

$162,739,592

$11,376,760

$—

$174,116,352

1

1

1

1

1

Core

Equity

Long-Term

Investments

:

Common

stocks

$204,223,267

$—

$—

$204,223,267

Short-Term

Investments

:

Repurchase

agreement

—

2,130,000

—

2,130,000

Total

$204,223,267

$2,130,000

$—

$206,353,267

1

1

1

1

1

Large

Cap

Value

Long-Term

Investments

:

Common

stocks

$85,237,041

$—

$160

$85,237,201

Short-Term

Investments

:

Repurchase

agreement

—

300,000

—

300,000

Total

$85,237,041

$300,000

$160

$85,537,201

1

1

1

1

1

Real

Estate

Securities

Select

Long-Term

Investments

:

Common

stocks

$64,824,215

$—

$—

$64,824,215

Short-Term

Investments

:

Government

agency

debt

—

589,660

—

589,660

Total

$64,824,215

$589,660

$—

$65,413,875

1

1

1

1

1

101

Fund

Level

1

Level

2

Level

3

Total

Small

Cap

Equity

Long-Term

Investments

:

Common

stocks

$66,928,187

$—

$—

$66,928,187

Short-Term

Investments

:

Repurchase

agreement

—

920,000

—

920,000

Investments

purchased

with

collateral

from

securities

lending

550,210

—

—

550,210

Investments

in

Derivatives

:

Futures

contracts*

23,134

—

—

23,134

Total

$67,501,531

$920,000

$—

$68,421,531

1

1

1

1

1

Large

Cap

Responsible

Equity

Long-Term

Investments

:

Common

stocks

$92,888,309

$—

$—

$92,888,309

Short-Term

Investments

:

Repurchase

agreement

—

1,990,000

—

1,990,000

Investments

in

Derivatives

:

Futures

contracts*

34,909

—

—

34,909

Total

$92,923,218

$1,990,000

$—

$94,913,218

1

1

1

1

1

Stock

Index

Long-Term

Investments

:

Common

stocks

$830,336,296

$—

$3,261

$830,339,557

Rights/Warrants

—

—

247

247

Short-Term

Investments

:

Repurchase

agreement

—

2,810,000

—

2,810,000

Investments

purchased

with

collateral

from

securities

lending

1,736,315

—

—

1,736,315

Investments

in

Derivatives

:

Futures

contracts*

59,873

—

—

59,873

Total

$832,132,484

$2,810,000

$3,508

$834,945,992

1

1

1

1

1

International

Equity

Long-Term

Investments

:

Common

stocks

$14,061,183

$131,657,767

$—

$145,718,950

Short-Term

Investments

:

Repurchase

agreement

—

970,000

—

970,000

Investments

purchased

with

collateral

from

securities

lending

6,394,295

—

—

6,394,295

Total

$20,455,478

$132,627,767

$—

$153,083,245

1

1

1

1

1

Core

Bond

Long-Term

Investments

:

Bank

loan

obligations

$—

$6,637,960

$—

$6,637,960

Corporate

bonds

—

70,078,284

—

70,078,284

Government

bonds

—

87,532,098

—

87,532,098

Structured

assets

—

27,986,443

—

27,986,443

Preferr

ed

stocks

68,406

—

—

68,406

Short-Term

Investments

:

Repurchase

agreement

—

4,300,000

—

4,300,000

Investments

purchased

with

collateral

from

securities

lending

2,356,952

—

—

2,356,952

Investments

in

Derivatives

:

Forward

foreign

currency

contracts*

—

1,685

—

1,685

Credit

default

swap

contracts*

—

(15,427)

—

(15,427)

Total

$2,425,358

$196,521,043

$—

$198,946,401

1

1

1

1

1

Balanced

Registered

investment

companies

$67,533,277

$—

$—

$67,533,277

Total

$67,533,277

$—

$—

$67,533,277

1

1

1

1

1

*

Represents

net

unrealized

appreciation

(depreciation).

A10942-D

(11/23)