1
Nuveen
Enhanced
Yield
U.S.
Aggregate
Bond
ETF
(NUAG)
Portfolio
of
Investments
April
30,
2023
(Unaudited)
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
LONG-TERM
INVESTMENTS
-
98.5%
X
13,377,392
CORPORATE
DEBT
-
42.3%
X
13,377,392
Financials
-
16.4%
$
10
AerCap
Ireland
Capital
DAC
/
AerCap
Global
Aviation
Trust
(3)
2.875%
8/14/24
BBB
$
9,604
2
AerCap
Ireland
Capital
DAC
/
AerCap
Global
Aviation
Trust
1.650%
10/29/24
BBB
1,870
8
AerCap
Ireland
Capital
DAC
/
AerCap
Global
Aviation
Trust
1.750%
10/29/24
BBB
7,497
18
AerCap
Ireland
Capital
DAC
/
AerCap
Global
Aviation
Trust
1.750%
1/30/26
BBB
16,149
18
AerCap
Ireland
Capital
DAC
/
AerCap
Global
Aviation
Trust
2.450%
10/29/26
BBB
16,140
5
AerCap
Ireland
Capital
DAC
/
AerCap
Global
Aviation
Trust
4.625%
10/15/27
BBB
4,822
1
AerCap
Ireland
Capital
DAC
/
AerCap
Global
Aviation
Trust
3.000%
10/29/28
BBB
871
8
AerCap
Ireland
Capital
DAC
/
AerCap
Global
Aviation
Trust
3.300%
1/30/32
BBB
6,553
4
Aetna
Inc
4.500%
5/15/42
BBB
3,579
10
Aetna
Inc
4.750%
3/15/44
BBB
9,099
12
Affiliated
Managers
Group
Inc
3.500%
8/01/25
BBB+
11,530
10
Affiliated
Managers
Group
Inc
3.300%
6/15/30
BBB+
8,674
2
Air
Lease
Corp
3.875%
7/03/23
BBB
1,994
7
Air
Lease
Corp
0.800%
8/18/24
BBB
6,573
10
Air
Lease
Corp
3.250%
3/01/25
BBB
9,586
1
Air
Lease
Corp
1.875%
8/15/26
BBB
889
7
Air
Lease
Corp
2.200%
1/15/27
BBB
6,275
8
Air
Lease
Corp
3.625%
4/01/27
BBB
7,516
2
Air
Lease
Corp
3.250%
10/01/29
BBB
1,773
10
Air
Lease
Corp
3.000%
2/01/30
BBB
8,573
13
Aircastle
Ltd
4.125%
5/01/24
BBB-
12,726
5
Alexandria
Real
Estate
Equities
Inc
1.875%
2/01/33
BBB+
3,780
23
Alexandria
Real
Estate
Equities
Inc
3.550%
3/15/52
BBB+
16,237
5
Ally
Financial
Inc
1.450%
10/02/23
BBB-
4,888
20
Ally
Financial
Inc
(3)
7.100%
11/15/27
BBB-
20,655
18
Ally
Financial
Inc
2.200%
11/02/28
BBB-
14,660
1
Ally
Financial
Inc
8.000%
11/01/31
BBB-
1,055
100
American
Express
Co
4.990%
5/01/26
A-
99,963
13
American
Homes
4
Rent
LP
3.625%
4/15/32
BBB-
11,366
20
American
International
Group
Inc
2.500%
6/30/25
BBB+
18,993
9
Aon
Corp
2.800%
5/15/30
BBB+
7,922
1
Aon
Corp
/
Aon
Global
Holdings
PLC
2.600%
12/02/31
BBB+
845
5
Ares
Capital
Corp
3.875%
1/15/26
BBB-
4,660
7
Assurant
Inc
3.700%
2/22/30
BBB
6,170
10
Assurant
Inc
2.650%
1/15/32
BBB
7,628
1
Athene
Holding
Ltd
6.150%
4/03/30
BBB+
1,002
17
AXIS
Specialty
Finance
PLC
4.000%
12/06/27
BBB+
16,459
44
Banco
Santander
SA
2.749%
12/03/30
BBB
34,889
100
Bank
of
America
Corp
5.080%
1/20/27
A
99,809
34
Bank
of
America
Corp
4.948%
7/22/28
A
33,883
100
Bank
of
America
Corp
4.571%
4/27/33
A
95,381
100
Bank
of
America
Corp
(3)
5.015%
7/22/33
A
98,598
100
Bank
of
Montreal
5.200%
12/12/24
A
99,990
100
Bank
of
New
York
Mellon
Corp/The
4.947%
4/26/27
A+
100,722
6
Bank
of
Nova
Scotia/The
3.450%
4/11/25
A
5,821
57
Bank
of
Nova
Scotia/The
3.625%
10/27/81
BBB-
40,809
11
BankUnited
Inc
5.125%
6/11/30
BBB-
9,374
1
Barclays
PLC
1.007%
12/10/24
BBB+
965
13
Barclays
PLC
2.852%
5/07/26
BBB+
12,250
13
Barclays
PLC
5.200%
5/12/26
BBB
12,690
200
Barclays
PLC
5.501%
8/09/28
BBB+
199,439
3
Barclays
PLC
5.088%
6/20/30
BBB
2,813
4
Barclays
PLC
2.667%
3/10/32
BBB+
3,185
Nuveen
Enhanced
Yield
U.S.
Aggregate
Bond
ETF
(NUAG)
(continued)
Portfolio
of
Investments
April
30,
2023
(Unaudited)
2
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Financials
(continued)
$
4
Barclays
PLC
2.894%
11/24/32
BBB+
$
3,204
4
Barclays
PLC
3.811%
3/10/42
BBB
2,903
10
BGC
Partners
Inc
5.375%
7/24/23
BBB-
9,966
12
BGC
Partners
Inc
3.750%
10/01/24
BBB-
11,576
6
Blackstone
Private
Credit
Fund
4.700%
3/24/25
BBB-
5,788
24
Blackstone
Private
Credit
Fund
2.625%
12/15/26
BBB-
20,437
16
Blackstone
Secured
Lending
Fund
2.125%
2/15/27
BBB-
13,541
15
Boston
Properties
LP
3.400%
6/21/29
BBB+
12,729
14
Brighthouse
Financial
Inc
(3)
5.625%
5/15/30
BBB
13,674
11
Brixmor
Operating
Partnership
LP
4.125%
5/15/29
BBB-
10,075
24
Brown
&
Brown
Inc
2.375%
3/15/31
BBB-
19,657
100
Canadian
Imperial
Bank
of
Commerce
5.001%
4/28/28
A
100,444
4
Capital
One
Financial
Corp
3.900%
1/29/24
BBB+
3,950
4
Capital
One
Financial
Corp
1.343%
12/06/24
BBB+
3,871
4
Capital
One
Financial
Corp
4.250%
4/30/25
BBB+
3,877
7
Capital
One
Financial
Corp
4.166%
5/09/25
BBB+
6,816
6
Capital
One
Financial
Corp
1.878%
11/02/27
BBB+
5,230
4
Capital
One
Financial
Corp
3.800%
1/31/28
BBB+
3,736
61
Capital
One
Financial
Corp
4.927%
5/10/28
BBB+
59,201
7
Capital
One
Financial
Corp
3.273%
3/01/30
BBB+
6,070
6
Capital
One
Financial
Corp
2.359%
7/29/32
BBB
4,331
1
Capital
One
Financial
Corp
5.268%
5/10/33
BBB+
954
36
CI
Financial
Corp
3.200%
12/17/30
BBB-
26,722
9
Citigroup
Inc
4.140%
5/24/25
A-
8,890
2
Citigroup
Inc
3.290%
3/17/26
A-
1,930
20
Citigroup
Inc
4.450%
9/29/27
BBB
19,543
1
Citigroup
Inc
3.070%
2/24/28
A-
935
100
Citigroup
Inc
4.658%
5/24/28
A-
99,107
150
Citigroup
Inc
4.910%
5/24/33
A-
146,539
72
Citizens
Financial
Group
Inc
2.500%
2/06/30
BBB+
57,761
8
CNA
Financial
Corp
3.900%
5/01/29
BBB+
7,601
8
CNO
Financial
Group
Inc
5.250%
5/30/29
BBB-
7,614
20
Cooperatieve
Rabobank
UA
3.750%
7/21/26
BBB+
18,824
46
Corebridge
Financial
Inc,
144A
3.850%
4/05/29
BBB+
41,941
3
Corporate
Office
Properties
LP
2.900%
12/01/33
BBB-
2,094
15
Credit
Suisse
AG/New
York
NY
3.700%
2/21/25
A-
14,208
5
CubeSmart
LP
2.250%
12/15/28
BBB
4,332
4
Deutsche
Bank
AG/New
York
NY
1.447%
4/01/25
BBB
3,771
18
Deutsche
Bank
AG/New
York
NY
6.119%
7/14/26
BBB
17,774
4
Deutsche
Bank
AG/New
York
NY
2.129%
11/24/26
BBB
3,559
4
Deutsche
Bank
AG/New
York
NY
2.311%
11/16/27
BBB
3,462
1
Deutsche
Bank
AG/New
York
NY
3.547%
9/18/31
BBB
841
8
Digital
Realty
Trust
LP
4.450%
7/15/28
BBB
7,619
7
Discover
Financial
Services
4.500%
1/30/26
BBB
6,773
18
Discover
Financial
Services
4.100%
2/09/27
BBB
17,136
1
Elevance
Health
Inc
2.875%
9/15/29
BBB+
913
1
Elevance
Health
Inc
4.100%
5/15/32
BBB+
960
8
Elevance
Health
Inc
3.125%
5/15/50
BBB+
5,782
23
Enstar
Group
Ltd
3.100%
9/01/31
BBB-
18,141
10
EPR
Properties
3.750%
8/15/29
BBB-
7,975
3
Equitable
Holdings
Inc
4.350%
4/20/28
BBB+
2,891
13
Essex
Portfolio
LP
2.550%
6/15/31
BBB+
10,761
12
Extra
Space
Storage
LP
2.350%
3/15/32
BBB
9,546
24
Fairfax
Financial
Holdings
Ltd
4.625%
4/29/30
BBB-
22,942
11
Federal
Realty
Investment
Trust
3.500%
6/01/30
BBB+
9,788
21
Fidelity
National
Financial
Inc
3.400%
6/15/30
BBB
18,583
9
Fifth
Third
Bancorp
2.375%
1/28/25
BBB+
8,469
2
Fifth
Third
Bancorp
1.707%
11/01/27
BBB+
1,735
3
Fifth
Third
Bancorp
3.950%
3/14/28
BBB+
2,800
100
Fifth
Third
Bancorp
6.361%
10/27/28
BBB+
103,203
3
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Financials
(continued)
$
21
First
American
Financial
Corp
2.400%
8/15/31
BBB
$
16,321
26
FS
KKR
Capital
Corp
1.650%
10/12/24
BBB-
24,071
1
FS
KKR
Capital
Corp
3.250%
7/15/27
BBB-
863
16
GATX
Corp
4.550%
11/07/28
BBB
15,649
10
Goldman
Sachs
BDC
Inc
(3)
2.875%
1/15/26
BBB-
9,150
6
Goldman
Sachs
Group
Inc/The
3.000%
3/15/24
A-
5,873
100
Goldman
Sachs
Group
Inc/The
5.700%
11/01/24
A-
100,889
6
Goldman
Sachs
Group
Inc/The
1.948%
10/21/27
A-
5,373
100
Goldman
Sachs
Group
Inc/The
4.482%
8/23/28
A-
98,114
4
Goldman
Sachs
Group
Inc/The
2.615%
4/22/32
A-
3,338
6
Goldman
Sachs
Group
Inc/The
2.383%
7/21/32
A-
4,901
1
Goldman
Sachs
Group
Inc/The
6.450%
5/01/36
BBB
1,077
13
Golub
Capital
BDC
Inc
2.050%
2/15/27
BBB-
10,788
12
Hartford
Financial
Services
Group
Inc/The
2.800%
8/19/29
BBB+
10,571
5
Healthcare
Realty
Holdings
LP
3.100%
2/15/30
BBB
4,348
11
Healthpeak
OP
LLC
2.875%
1/15/31
BBB+
9,528
10
Hercules
Capital
Inc
3.375%
1/20/27
BBB-
8,633
10
Highwoods
Realty
LP
4.200%
4/15/29
BBB
8,517
5
Highwoods
Realty
LP
3.050%
2/15/30
BBB
3,897
11
Host
Hotels
&
Resorts
LP
3.500%
9/15/30
BBB-
9,366
200
HSBC
Holdings
PLC
6.161%
3/09/29
A
205,690
96
HSBC
Holdings
PLC
6.800%
6/01/38
BBB+
100,793
10
Hudson
Pacific
Properties
LP
(3)
4.650%
4/01/29
BBB-
6,934
28
Humana
Inc
2.150%
2/03/32
BBB
22,703
15
Huntington
Bancshares
Inc/OH
4.000%
5/15/25
BBB+
14,315
12
Huntington
Bancshares
Inc/OH
2.550%
2/04/30
BBB+
9,792
11
Invitation
Homes
Operating
Partnership
LP
2.300%
11/15/28
BBB
9,355
18
Jackson
Financial
Inc
(3)
5.170%
6/08/27
BBB
17,698
12
Janus
Henderson
US
Holdings
Inc
4.875%
8/01/25
BBB+
11,800
12
Jefferies
Financial
Group
Inc
5.500%
10/18/23
BBB
11,965
9
Jefferies
Financial
Group
Inc
4.150%
1/23/30
BBB
8,348
100
JPMorgan
Chase
&
Co
2.595%
2/24/26
A+
95,205
6
JPMorgan
Chase
&
Co
1.470%
9/22/27
A+
5,343
10
JPMorgan
Chase
&
Co
2.069%
6/01/29
A+
8,708
4
JPMorgan
Chase
&
Co
3.702%
5/06/30
A+
3,731
6
JPMorgan
Chase
&
Co
2.545%
11/08/32
A+
4,994
12
JPMorgan
Chase
&
Co
4.912%
7/25/33
A+
11,934
150
JPMorgan
Chase
&
Co
5.717%
9/14/33
A-
154,852
22
Kemper
Corp
3.800%
2/23/32
BBB-
19,019
67
KeyCorp
2.550%
10/01/29
BBB+
54,565
5
Kilroy
Realty
LP
2.650%
11/15/33
BBB
3,313
2
Kimco
Realty
OP
LLC
2.250%
12/01/31
BBB+
1,573
12
Kimco
Realty
OP
LLC
4.250%
4/01/45
BBB+
9,433
31
Lazard
Group
LLC
4.500%
9/19/28
BBB
29,851
11
Life
Storage
LP
2.400%
10/15/31
BBB
8,920
16
Lincoln
National
Corp
3.625%
12/12/26
BBB+
14,796
13
Lloyds
Banking
Group
PLC
4.716%
8/11/26
A-
12,825
13
LXP
Industrial
Trust
2.375%
10/01/31
BBB
10,053
11
Main
Street
Capital
Corp
3.000%
7/14/26
BBB-
9,678
9
Manulife
Financial
Corp
4.061%
2/24/32
BBB+
8,505
12
Markel
Corp
3.350%
9/17/29
BBB
11,019
20
Mitsubishi
UFJ
Financial
Group
Inc
5.017%
7/20/28
A
19,931
3
Morgan
Stanley
4.350%
9/08/26
BBB+
2,934
2
Morgan
Stanley
3.950%
4/23/27
BBB+
1,922
100
Morgan
Stanley
6.296%
10/18/28
A
105,045
150
Morgan
Stanley
3.622%
4/01/31
A
137,200
1
Morgan
Stanley
4.889%
7/20/33
A
986
1
Morgan
Stanley
2.484%
9/16/36
BBB+
769
10
Nasdaq
Inc
3.850%
6/30/26
BBB+
9,811
3
National
Retail
Properties
Inc
2.500%
4/15/30
BBB+
2,524
Nuveen
Enhanced
Yield
U.S.
Aggregate
Bond
ETF
(NUAG)
(continued)
Portfolio
of
Investments
April
30,
2023
(Unaudited)
4
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Financials
(continued)
$
1
National
Retail
Properties
Inc
3.000%
4/15/52
BBB+
$
622
6
NatWest
Group
PLC
4.269%
3/22/25
A-
5,910
13
NatWest
Group
PLC
3.754%
11/01/29
BBB
12,286
17
NatWest
Group
PLC
5.076%
1/27/30
A-
16,754
4
Nomura
Holdings
Inc
1.851%
7/16/25
BBB+
3,674
3
Nomura
Holdings
Inc
5.386%
7/06/27
BBB+
2,976
4
Nomura
Holdings
Inc
2.710%
1/22/29
BBB+
3,431
2
Nomura
Holdings
Inc
3.103%
1/16/30
BBB+
1,713
1
Nomura
Holdings
Inc
2.679%
7/16/30
BBB+
822
10
Oaktree
Specialty
Lending
Corp
2.700%
1/15/27
BBB-
8,649
7
Old
Republic
International
Corp
3.875%
8/26/26
BBB+
6,746
13
Omega
Healthcare
Investors
Inc
3.625%
10/01/29
BBB-
10,917
10
ORIX
Corp
4.000%
4/13/32
A-
9,297
10
Owl
Rock
Capital
Corp
3.750%
7/22/25
BBB-
9,236
18
Owl
Rock
Capital
Corp
4.250%
1/15/26
BBB-
16,775
1
Owl
Rock
Capital
Corp
2.625%
1/15/27
BBB-
852
14
OWL
Rock
Core
Income
Corp
4.700%
2/08/27
Baa3
12,792
13
Piedmont
Operating
Partnership
LP
2.750%
4/01/32
BBB
9,112
100
PNC
Financial
Services
Group
Inc/The
5.354%
12/02/28
A-
100,650
23
Prospect
Capital
Corp
3.437%
10/15/28
BBB-
17,796
8
Prudential
Financial
Inc
5.375%
5/15/45
BBB+
7,598
7
Prudential
Financial
Inc
5.700%
9/15/48
BBB+
6,799
1
Prudential
Financial
Inc
3.700%
10/01/50
BBB+
857
8
Radian
Group
Inc
6.625%
3/15/25
Baa3
7,963
2
Regency
Centers
LP
2.950%
9/15/29
BBB+
1,760
7
Regency
Centers
LP
4.400%
2/01/47
BBB+
5,798
34
Regions
Financial
Corp
1.800%
8/12/28
BBB+
28,275
8
Reinsurance
Group
of
America
Inc
4.700%
9/15/23
BBB+
7,977
10
Reinsurance
Group
of
America
Inc
3.150%
6/15/30
BBB+
8,787
13
Rexford
Industrial
Realty
LP
2.150%
9/01/31
BBB+
10,370
100
Royal
Bank
of
Canada
4.875%
1/12/26
A+
100,541
10
Sabra
Health
Care
LP
3.200%
12/01/31
BBB-
7,505
6
Santander
Holdings
USA
Inc
4.260%
6/09/25
BBB
5,804
7
Santander
Holdings
USA
Inc
3.244%
10/05/26
BBB
6,450
1
Santander
Holdings
USA
Inc
2.490%
1/06/28
BBB
877
2
Santander
UK
Group
Holdings
PLC
1.532%
8/21/26
BBB+
1,797
10
Sixth
Street
Specialty
Lending
Inc
3.875%
11/01/24
BBB-
9,597
13
Spirit
Realty
LP
2.100%
3/15/28
BBB
10,979
10
Stifel
Financial
Corp
4.250%
7/18/24
BBB
9,837
12
Stifel
Financial
Corp
4.000%
5/15/30
BBB
10,621
12
STORE
Capital
Corp
2.700%
12/01/31
BBB-
8,635
200
Sumitomo
Mitsui
Financial
Group
Inc
5.520%
1/13/28
A
204,581
2
Sun
Communities
Operating
LP
2.300%
11/01/28
BBB-
1,712
6
Sun
Communities
Operating
LP
4.200%
4/15/32
BBB-
5,396
6
Synchrony
Financial
4.875%
6/13/25
BBB-
5,669
56
Synchrony
Financial
3.700%
8/04/26
BBB-
49,929
39
Synchrony
Financial
3.950%
12/01/27
BBB-
34,532
100
Toronto-Dominion
Bank/The
5.156%
1/10/28
A
101,146
15
UDR
Inc
3.000%
8/15/31
BBB+
12,964
7
Unum
Group
3.875%
11/05/25
BBB-
6,777
22
Ventas
Realty
LP
2.500%
9/01/31
BBB+
17,798
9
Wells
Fargo
&
Co
3.908%
4/25/26
A
8,776
1
Wells
Fargo
&
Co
3.526%
3/24/28
A
945
150
Wells
Fargo
&
Co
4.808%
7/25/28
A
148,656
100
Wells
Fargo
&
Co
5.389%
4/24/34
A
101,727
16
Welltower
OP
LLC
2.800%
6/01/31
BBB+
13,430
6
Welltower
OP
LLC
3.850%
6/15/32
BBB+
5,393
117
Westpac
Banking
Corp
2.668%
11/15/35
BBB+
91,805
14
Willis
North
America
Inc
4.500%
9/15/28
BBB
13,634
5
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Financials
(continued)
$
11
WP
Carey
Inc
2.450%
2/01/32
BBB+
$
8,839
Total
Financials
5,178,334
Industrial
-
11.2%
9
AbbVie
Inc
3.200%
11/21/29
BBB+
8,317
15
AbbVie
Inc
4.050%
11/21/39
BBB+
13,269
16
AbbVie
Inc
4.625%
10/01/42
BBB+
14,528
12
Advance
Auto
Parts
Inc
3.500%
3/15/32
BBB-
10,349
9
Agilent
Technologies
Inc
2.750%
9/15/29
BBB+
8,084
10
Allegion
plc
3.500%
10/01/29
BBB
9,145
3
Altria
Group
Inc
5.800%
2/14/39
BBB+
2,962
1
Altria
Group
Inc
3.875%
9/16/46
BBB+
717
10
Amcor
Flexibles
North
America
Inc
2.690%
5/25/31
BBB
8,342
2
American
Airlines
2016-2
Class
AA
Pass
Through
Trust2020
A
3.200%
6/15/28
BBB+
1,971
29
American
Tower
Corp
2.100%
6/15/30
BBB
23,873
1
American
Tower
Corp
4.050%
3/15/32
BBB
927
19
AmerisourceBergen
Corp
2.700%
3/15/31
BBB+
16,402
1
Amgen
Inc
2.300%
2/25/31
BBB+
847
8
Amgen
Inc
3.150%
2/21/40
BBB+
6,226
6
Amgen
Inc
5.150%
11/15/41
BBB+
5,842
1
Amgen
Inc
3.000%
1/15/52
BBB+
684
1
Amgen
Inc
4.200%
2/22/52
BBB+
846
11
Amphenol
Corp
2.200%
9/15/31
BBB+
9,198
70
Anheuser-Busch
Cos
LLC
/
Anheuser-Busch
InBev
Worldwide
Inc
4.900%
2/01/46
A-
69,367
13
Anheuser-Busch
InBev
Worldwide
Inc
4.000%
4/13/28
A-
12,881
3
Anheuser-Busch
InBev
Worldwide
Inc
4.350%
6/01/40
A-
2,850
3
Aptiv
PLC
3.100%
12/01/51
BBB
1,904
3
Aptiv
PLC
/
Aptiv
Corp
3.250%
3/01/32
BBB
2,621
10
ArcelorMittal
SA
(3)
4.250%
7/16/29
BBB-
9,539
29
AT&T
Inc
2.750%
6/01/31
BBB
25,008
67
AT&T
Inc
4.850%
3/01/39
BBB
62,871
30
AT&T
Inc
3.500%
6/01/41
BBB
23,637
14
Autodesk
Inc
2.400%
12/15/31
BBB+
11,742
11
AutoNation
Inc
3.850%
3/01/32
BBB-
9,300
13
AutoZone
Inc
4.000%
4/15/30
BBB
12,380
11
Avery
Dennison
Corp
2.250%
2/15/32
BBB
8,851
11
Barrick
North
America
Finance
LLC
5.700%
5/30/41
BBB+
11,572
1
BAT
Capital
Corp
4.742%
3/16/32
BBB+
934
8
BAT
Capital
Corp
4.390%
8/15/37
BBB+
6,527
12
Becton
Dickinson
&
Co
1.957%
2/11/31
BBB
9,924
3
Becton
Dickinson
&
Co
4.685%
12/15/44
BBB
2,806
12
Bell
Telephone
Co
of
Canada
or
Bell
Canada/The
3.650%
8/15/52
BBB+
9,380
10
Best
Buy
Co
Inc
1.950%
10/01/30
BBB+
8,203
14
Biogen
Inc
5.200%
9/15/45
BBB+
14,025
10
Block
Financial
LLC
2.500%
7/15/28
BBB-
8,642
14
Boardwalk
Pipelines
LP
3.600%
9/01/32
BBB
12,221
45
Boeing
Co/The
5.705%
5/01/40
BBB-
45,165
8
BorgWarner
Inc
4.375%
3/15/45
BBB+
6,488
17
Boston
Scientific
Corp
4.550%
3/01/39
BBB+
16,011
12
BP
Capital
Markets
PLC
4.875%
N/A
(4)
BBB+
11,025
1
Broadcom
Inc,
144A
4.000%
4/15/29
BBB-
942
84
Broadcom
Inc,
144A
3.187%
11/15/36
BBB-
63,924
17
Broadridge
Financial
Solutions
Inc
2.600%
5/01/31
BBB+
14,263
6
Brunswick
Corp/DE
4.400%
9/15/32
BBB
5,307
10
Bunge
Ltd
Finance
Corp
3.750%
9/25/27
BBB
9,640
11
Campbell
Soup
Co
(3)
2.375%
4/24/30
BBB
9,470
1
Canadian
Natural
Resources
Ltd
2.950%
7/15/30
BBB
879
5
Canadian
Natural
Resources
Ltd
5.850%
2/01/35
BBB
5,040
Nuveen
Enhanced
Yield
U.S.
Aggregate
Bond
ETF
(NUAG)
(continued)
Portfolio
of
Investments
April
30,
2023
(Unaudited)
6
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Industrial
(continued)
$
2
Canadian
Natural
Resources
Ltd
6.750%
2/01/39
BBB
$
2,146
8
Canadian
Pacific
Railway
Co
2.450%
12/02/31
BBB+
7,138
3
Canadian
Pacific
Railway
Co
4.800%
8/01/45
BBB+
2,927
14
Canadian
Pacific
Railway
Co
4.700%
5/01/48
BBB+
13,031
10
Cardinal
Health
Inc
4.500%
11/15/44
BBB
8,597
14
Carlisle
Cos
Inc
2.200%
3/01/32
BBB
11,085
5
Carrier
Global
Corp
2.722%
2/15/30
BBB-
4,378
6
Carrier
Global
Corp
3.577%
4/05/50
BBB-
4,482
10
CDW
LLC
/
CDW
Finance
Corp
3.276%
12/01/28
BBB-
8,670
10
Celanese
US
Holdings
LLC
(3)
6.379%
7/15/32
BBB-
10,141
11
Cenovus
Energy
Inc
5.250%
6/15/37
BBB-
10,573
10
CF
Industries
Inc
5.375%
3/15/44
BBB
9,198
8
Charter
Communications
Operating
LLC
/
Charter
Communications
Operating
Capital
5.375%
4/01/38
BBB-
6,934
1
Charter
Communications
Operating
LLC
/
Charter
Communications
Operating
Capital
3.500%
3/01/42
BBB-
675
14
Charter
Communications
Operating
LLC
/
Charter
Communications
Operating
Capital
5.375%
5/01/47
BBB-
11,458
1
Charter
Communications
Operating
LLC
/
Charter
Communications
Operating
Capital
5.250%
4/01/53
BBB-
800
2
Choice
Hotels
International
Inc
3.700%
1/15/31
BBB-
1,772
10
Church
&
Dwight
Co
Inc
2.300%
12/15/31
BBB+
8,452
33
Cigna
Group/The
4.900%
12/15/48
BBB+
31,039
5
Clorox
Co/The
4.400%
5/01/29
BBB+
4,970
10
CNH
Industrial
NV
3.850%
11/15/27
BBB
9,608
3
Conagra
Brands
Inc
4.850%
11/01/28
BBB-
2,998
11
Conagra
Brands
Inc
5.300%
11/01/38
BBB-
10,865
6
Constellation
Brands
Inc
(3)
4.750%
5/09/32
BBB-
5,980
10
Constellation
Brands
Inc
5.250%
11/15/48
BBB-
9,716
20
Corning
Inc
3.900%
11/15/49
BBB+
15,541
26
Crown
Castle
Inc
2.500%
7/15/31
BBB
21,816
4
CSX
Corp
(3)
2.400%
2/15/30
BBB+
3,517
1
CSX
Corp
4.100%
11/15/32
BBB+
969
1
CSX
Corp
3.800%
4/15/50
BBB+
812
9
CVS
Health
Corp
4.875%
7/20/35
BBB
8,821
18
CVS
Health
Corp
4.780%
3/25/38
BBB
17,188
9
Dell
International
LLC
/
EMC
Corp
6.200%
7/15/30
BBB
9,509
7
Dell
International
LLC
/
EMC
Corp
8.350%
7/15/46
BBB
8,623
2
Dell
International
LLC
/
EMC
Corp,
144A
3.450%
12/15/51
BBB
1,315
6
Deutsche
Telekom
International
Finance
BV
8.750%
6/15/30
BBB+
7,327
19
Devon
Energy
Corp
5.600%
7/15/41
BBB
18,520
5
Diamondback
Energy
Inc
3.125%
3/24/31
BBB
4,373
6
Diamondback
Energy
Inc
4.250%
3/15/52
BBB
4,736
10
Dick's
Sporting
Goods
Inc
3.150%
1/15/32
BBB-
8,291
31
Discovery
Communications
LLC
4.000%
9/15/55
BBB-
20,374
5
Dollar
General
Corp
3.875%
4/15/27
BBB
4,878
7
Dollar
General
Corp
4.125%
4/03/50
BBB
5,742
21
Dollar
Tree
Inc
3.375%
12/01/51
BBB
14,958
10
Dover
Corp
2.950%
11/04/29
BBB+
9,034
2
Dow
Chemical
Co/The
4.250%
10/01/34
BBB+
1,876
8
Dow
Chemical
Co/The
5.250%
11/15/41
BBB+
7,814
5
DuPont
de
Nemours
Inc
5.319%
11/15/38
BBB+
5,055
6
Eastman
Chemical
Co
4.800%
9/01/42
BBB
5,310
8
Eaton
Corp
4.150%
11/02/42
BBB+
7,117
14
eBay
Inc
2.600%
5/10/31
BBB+
11,929
22
Energy
Transfer
LP
5.800%
6/15/38
BBB-
21,781
22
Energy
Transfer
LP
5.000%
5/15/44
BBB-
19,024
3
Enterprise
Products
Operating
LLC
5.750%
3/01/35
BBB+
3,073
2
Enterprise
Products
Operating
LLC
4.250%
2/15/48
BBB+
1,703
1
Enterprise
Products
Operating
LLC
3.300%
2/15/53
BBB+
720
7
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Industrial
(continued)
$
10
Enterprise
Products
Operating
LLC
3.950%
1/31/60
BBB+
$
7,795
10
EQT
Corp
5.700%
4/01/28
BBB-
10,044
7
Equifax
Inc
2.600%
12/15/25
BBB
6,591
10
Equifax
Inc
5.100%
12/15/27
BBB
10,129
12
Equifax
Inc
2.350%
9/15/31
BBB
9,697
3
Equinix
Inc
2.500%
5/15/31
BBB
2,478
17
Equinix
Inc
3.900%
4/15/32
BBB
15,490
14
Expedia
Group
Inc
3.250%
2/15/30
BBB-
12,304
3
Expedia
Group
Inc
2.950%
3/15/31
BBB-
2,539
10
FactSet
Research
Systems
Inc
3.450%
3/01/32
BBB-
8,802
7
FedEx
Corp
3.100%
8/05/29
BBB
6,457
6
FedEx
Corp
3.900%
2/01/35
BBB
5,408
4
FedEx
Corp
4.050%
2/15/48
BBB
3,259
1
Fidelity
National
Information
Services
Inc
1.650%
3/01/28
BBB
865
50
Fidelity
National
Information
Services
Inc
2.250%
3/01/31
BBB
40,439
54
Fiserv
Inc
2.750%
7/01/24
BBB
52,474
7
Fiserv
Inc
2.250%
6/01/27
BBB
6,372
13
Flowserve
Corp
2.800%
1/15/32
BBB-
10,513
11
Fortune
Brands
Innovations
Inc
3.250%
9/15/29
BBB
9,859
19
Fox
Corp
3.500%
4/08/30
BBB
17,251
21
Freeport-McMoRan
Inc
4.250%
3/01/30
BBB-
19,529
7
GE
Capital
Funding
LLC
4.550%
5/15/32
BBB+
6,920
1
General
Electric
Co
4.350%
5/01/50
BBB+
876
12
General
Mills
Inc
4.550%
4/17/38
BBB
11,338
2
General
Motors
Co
6.600%
4/01/36
BBB
2,056
8
General
Motors
Financial
Co
Inc
4.300%
4/06/29
BBB
7,456
10
General
Motors
Financial
Co
Inc
3.100%
1/12/32
BBB
8,168
12
Genuine
Parts
Co
2.750%
2/01/32
BBB+
10,127
17
Gilead
Sciences
Inc
4.000%
9/01/36
BBB+
15,820
9
Gilead
Sciences
Inc
4.750%
3/01/46
BBB+
8,596
1
Global
Payments
Inc
1.500%
11/15/24
BBB-
944
6
Global
Payments
Inc
4.950%
8/15/27
BBB-
5,960
6
Global
Payments
Inc
4.450%
6/01/28
BBB-
5,763
5
Global
Payments
Inc
2.900%
5/15/30
BBB-
4,285
1
Global
Payments
Inc
2.900%
11/15/31
BBB-
829
17
GLP
Capital
LP
/
GLP
Financing
II
Inc
5.300%
1/15/29
BBB-
16,396
9
Halliburton
Co
4.500%
11/15/41
BBB+
7,790
8
Halliburton
Co
4.750%
8/01/43
BBB+
7,134
10
Hasbro
Inc
3.900%
11/19/29
BBB
9,186
18
HCA
Inc
4.125%
6/15/29
BBB-
17,066
20
HCA
Inc,
144A
4.375%
3/15/42
BBB-
16,782
10
HCA
Inc
3.500%
7/15/51
BBB-
6,980
4
Hewlett
Packard
Enterprise
Co
6.200%
10/15/35
BBB
4,324
6
HP
Inc
4.750%
1/15/28
BBB
5,961
6
HP
Inc
3.400%
6/17/30
BBB
5,317
6
HP
Inc
4.200%
4/15/32
BBB
5,377
6
HP
Inc
(3)
6.000%
9/15/41
BBB
6,085
10
Huntington
Ingalls
Industries
Inc
2.043%
8/16/28
BBB-
8,544
10
Huntsman
International
LLC
2.950%
6/15/31
BBB-
8,262
10
IDEX
Corp
2.625%
6/15/31
BBB
8,548
12
Ingredion
Inc
2.900%
6/01/30
BBB
10,572
8
International
Paper
Co
4.800%
6/15/44
BBB
7,343
7
International
Paper
Co
4.400%
8/15/47
BBB
6,069
6
J
M
Smucker
Co/The
2.125%
3/15/32
BBB
4,918
6
J
M
Smucker
Co/The
4.250%
3/15/35
BBB
5,661
6
Jabil
Inc
3.600%
1/15/30
BBB-
5,520
12
Johnson
Controls
International
plc
4.950%
7/02/64
BBB+
10,828
14
Kellogg
Co
2.100%
6/01/30
BBB
11,778
15
Keurig
Dr
Pepper
Inc
3.200%
5/01/30
BBB+
13,707
3
Keurig
Dr
Pepper
Inc
4.500%
4/15/52
BBB+
2,679
Nuveen
Enhanced
Yield
U.S.
Aggregate
Bond
ETF
(NUAG)
(continued)
Portfolio
of
Investments
April
30,
2023
(Unaudited)
8
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Industrial
(continued)
$
1
Kinder
Morgan
Energy
Partners
LP
6.375%
3/01/41
BBB
$
1,033
10
Kinder
Morgan
Inc
2.000%
2/15/31
BBB
8,133
1
Kinder
Morgan
Inc
3.600%
2/15/51
BBB
703
6
Kraft
Heinz
Foods
Co
4.250%
3/01/31
BBB
5,839
14
Kraft
Heinz
Foods
Co
5.500%
6/01/50
BBB
14,137
3
Kroger
Co/The
2.200%
5/01/30
BBB+
2,531
1
Kroger
Co/The
1.700%
1/15/31
BBB+
803
4
Kroger
Co/The
5.400%
1/15/49
BBB+
3,959
5
L3Harris
Technologies
Inc
2.900%
12/15/29
BBB
4,459
8
L3Harris
Technologies
Inc
1.800%
1/15/31
BBB
6,500
10
Laboratory
Corp
of
America
Holdings
2.700%
6/01/31
BBB
8,631
2
Lear
Corp
3.500%
5/30/30
BBB
1,781
10
Lear
Corp
2.600%
1/15/32
BBB
7,933
2
Leggett
&
Platt
Inc
3.500%
11/15/51
BBB
1,487
15
Leidos
Inc
2.300%
2/15/31
BBB-
12,172
10
Lennar
Corp
4.750%
11/29/27
BBB
9,906
10
Lowe's
Cos
Inc
4.500%
4/15/30
BBB+
9,897
9
Lowe's
Cos
Inc
4.050%
5/03/47
BBB+
7,340
1
Lowe's
Cos
Inc
4.250%
4/01/52
BBB+
825
19
LYB
International
Finance
BV
5.250%
7/15/43
BBB
17,405
13
Magellan
Midstream
Partners
LP
5.150%
10/15/43
BBB+
11,762
11
Marathon
Petroleum
Corp
6.500%
3/01/41
BBB
11,620
3
Marriott
International
Inc/MD
4.650%
12/01/28
BBB
2,970
5
Marriott
International
Inc/MD
4.500%
10/01/34
BBB
4,469
6
Martin
Marietta
Materials
Inc
2.500%
3/15/30
BBB
5,144
3
Martin
Marietta
Materials
Inc
2.400%
7/15/31
BBB
2,497
1
Martin
Marietta
Materials
Inc
3.200%
7/15/51
BBB
711
7
Marvell
Technology
Inc
4.875%
6/22/28
BBB-
6,881
14
Masco
Corp
2.000%
2/15/31
BBB
11,266
100
Mastercard
Inc
4.875%
3/09/28
AA-
103,733
13
McCormick
&
Co
Inc/MD
1.850%
2/15/31
BBB
10,590
25
McDonald's
Corp
4.700%
12/09/35
BBB+
24,987
23
MDC
Holdings
Inc
3.966%
8/06/61
BBB-
13,971
12
Micron
Technology
Inc
5.327%
2/06/29
BBB-
11,949
8
Molson
Coors
Beverage
Co
4.200%
7/15/46
BBB-
6,737
6
Mondelez
International
Inc
3.000%
3/17/32
BBB+
5,302
15
Mondelez
International
Inc
(3)
1.875%
10/15/32
BBB+
12,024
7
Moody's
Corp
3.250%
1/15/28
BBB+
6,651
25
Moody's
Corp
(3)
2.000%
8/19/31
BBB+
20,491
1
Mosaic
Co/The
5.450%
11/15/33
BBB
1,008
4
Motorola
Solutions
Inc
2.300%
11/15/30
BBB-
3,279
11
Motorola
Solutions
Inc
2.750%
5/24/31
BBB-
9,156
32
MPLX
LP
4.500%
4/15/38
BBB
28,728
5
Mylan
Inc
(3)
4.550%
4/15/28
BBB-
4,790
41
National
Fuel
Gas
Co
5.500%
1/15/26
BBB-
41,211
7
National
Fuel
Gas
Co
2.950%
3/01/31
BBB-
5,670
13
NetApp
Inc
2.700%
6/22/30
BBB+
11,231
6
Netflix
Inc
5.875%
11/15/28
BBB-
6,304
10
Newmont
Corp
5.875%
4/01/35
BBB+
10,545
6
Norfolk
Southern
Corp
3.000%
3/15/32
BBB+
5,306
1
Norfolk
Southern
Corp
4.800%
8/15/43
BBB+
897
8
Norfolk
Southern
Corp
3.700%
3/15/53
BBB+
6,241
9
Northrop
Grumman
Corp
4.400%
5/01/30
BBB+
8,987
12
Nutrien
Ltd
5.625%
12/01/40
BBB
12,045
3
NXP
BV
/
NXP
Funding
LLC
5.550%
12/01/28
BBB
3,057
6
NXP
BV
/
NXP
Funding
LLC
/
NXP
USA
Inc
2.500%
5/11/31
BBB
4,958
8
NXP
BV
/
NXP
Funding
LLC
/
NXP
USA
Inc
2.650%
2/15/32
BBB
6,577
6
NXP
BV
/
NXP
Funding
LLC
/
NXP
USA
Inc
3.250%
11/30/51
BBB
4,001
7
Omnicom
Group
Inc
4.200%
6/01/30
BBB+
6,759
19
ONEOK
Partners
LP
6.125%
2/01/41
BBB
18,939
9
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Industrial
(continued)
$
20
Oracle
Corp
2.875%
3/25/31
BBB
$
17,236
7
Oracle
Corp
3.800%
11/15/37
BBB
5,856
76
Oracle
Corp
3.650%
3/25/41
BBB
58,940
14
Orange
SA
(3)
5.375%
1/13/42
BBB+
14,454
12
O'Reilly
Automotive
Inc
4.350%
6/01/28
BBB+
11,936
4
Owens
Corning
4.300%
7/15/47
BBB
3,293
3
Packaging
Corp
of
America
3.050%
10/01/51
BBB
2,026
8
Paramount
Global
4.950%
1/15/31
BBB
7,432
24
Paramount
Global
4.900%
8/15/44
BBB
18,250
14
Parker-Hannifin
Corp
4.450%
11/21/44
BBB+
12,852
13
PerkinElmer
Inc
2.550%
3/15/31
BBB
10,823
6
Phillips
66
4.650%
11/15/34
BBB+
5,808
5
Phillips
66
5.875%
5/01/42
BBB+
5,302
6
Phillips
66
3.300%
3/15/52
BBB+
4,225
5
Phillips
66
Co
3.150%
12/15/29
N/R
4,511
100
Pioneer
Natural
Resources
Co
5.100%
3/29/26
BBB+
100,993
13
Plains
All
American
Pipeline
LP
/
PAA
Finance
Corp
3.800%
9/15/30
BBB-
11,763
3
PulteGroup
Inc
5.000%
1/15/27
BBB
3,003
30
Quanta
Services
Inc
2.350%
1/15/32
BBB-
24,165
11
Quest
Diagnostics
Inc
2.800%
6/30/31
BBB
9,635
3
Raytheon
Technologies
Corp
1.900%
9/01/31
BBB+
2,457
20
Raytheon
Technologies
Corp
4.625%
11/16/48
BBB+
19,016
1
Raytheon
Technologies
Corp
3.030%
3/15/52
BBB+
717
14
Regeneron
Pharmaceuticals
Inc
1.750%
9/15/30
BBB+
11,437
9
RELX
Capital
Inc
3.000%
5/22/30
BBB+
8,092
9
Republic
Services
Inc
3.950%
5/15/28
BBB+
8,823
5
Republic
Services
Inc
1.750%
2/15/32
BBB+
4,056
23
Rogers
Communications
Inc
5.000%
3/15/44
BBB-
20,874
1
Rogers
Communications
Inc,
144A
4.550%
3/15/52
BBB-
820
1
Roper
Technologies
Inc
2.950%
9/15/29
BBB+
903
10
Roper
Technologies
Inc
2.000%
6/30/30
BBB+
8,285
18
Royalty
Pharma
PLC
(3)
2.150%
9/02/31
BBB-
14,362
14
RPM
International
Inc
4.250%
1/15/48
BBB-
10,860
10
Sabine
Pass
Liquefaction
LLC
4.200%
3/15/28
BBB
9,686
23
Sands
China
Ltd
5.900%
8/08/28
BBB-
22,362
6
Sherwin-Williams
Co/The
2.200%
3/15/32
BBB
4,918
10
Sherwin-Williams
Co/The
4.000%
12/15/42
BBB
8,247
11
Sonoco
Products
Co
2.850%
2/01/32
BBB
9,338
17
Southern
Copper
Corp
5.250%
11/08/42
BBB+
16,601
8
Southwest
Airlines
Co
3.450%
11/16/27
BBB+
7,507
30
Spectra
Energy
Partners
LP
4.500%
3/15/45
BBB+
25,534
9
Starbucks
Corp
3.550%
8/15/29
BBB+
8,629
2
Starbucks
Corp
3.000%
2/14/32
BBB+
1,785
10
Starbucks
Corp
4.450%
8/15/49
BBB+
9,042
11
Starbucks
Corp
3.350%
3/12/50
BBB+
8,218
6
Steel
Dynamics
Inc
3.450%
4/15/30
BBB-
5,465
16
Stryker
Corp
4.100%
4/01/43
BBB+
14,016
14
Suncor
Energy
Inc
4.000%
11/15/47
BBB+
11,257
20
Suzano
Austria
GmbH
3.125%
1/15/32
BBB-
15,901
3
Sysco
Corp
5.950%
4/01/30
BBB
3,209
15
Sysco
Corp
3.150%
12/14/51
BBB
10,478
12
Tapestry
Inc
3.050%
3/15/32
BBB-
9,938
10
Teck
Resources
Ltd
6.000%
8/15/40
BBB-
10,179
5
Teledyne
FLIR
LLC
2.500%
8/01/30
BBB
4,211
9
TELUS
Corp
4.300%
6/15/49
BBB
7,531
5
Textron
Inc
3.000%
6/01/30
BBB
4,472
18
Time
Warner
Cable
LLC
5.500%
9/01/41
BBB-
15,371
11
T-Mobile
USA
Inc
2.250%
11/15/31
BBB
9,010
100
T-Mobile
USA
Inc
3.400%
10/15/52
BBB
72,354
4
Trane
Technologies
Global
Holding
Co
Ltd
5.750%
6/15/43
BBB+
4,178
Nuveen
Enhanced
Yield
U.S.
Aggregate
Bond
ETF
(NUAG)
(continued)
Portfolio
of
Investments
April
30,
2023
(Unaudited)
10
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Industrial
(continued)
$
6
TransCanada
PipeLines
Ltd
4.100%
4/15/30
BBB+
$
5,722
9
TransCanada
PipeLines
Ltd
5.100%
3/15/49
BBB+
8,471
5
Transcontinental
Gas
Pipe
Line
Co
LLC
3.250%
5/15/30
BBB+
4,561
6
Transcontinental
Gas
Pipe
Line
Co
LLC
3.950%
5/15/50
BBB+
4,808
4
Triton
Container
International
Ltd
/
TAL
International
Container
Corp
3.250%
3/15/32
BBB-
3,150
11
Tyson
Foods
Inc
5.100%
9/28/48
BBB
10,427
17
United
Airlines
2014-1
Class
A
Pass
Through
Trust2020
A
4.000%
4/11/26
BBB+
16,000
14
Vale
Overseas
Ltd
3.750%
7/08/30
BBB-
12,488
23
Valero
Energy
Corp
3.650%
12/01/51
BBB
16,393
6
Verizon
Communications
Inc
2.550%
3/21/31
BBB+
5,108
106
Verizon
Communications
Inc
2.355%
3/15/32
BBB+
87,019
2
Verizon
Communications
Inc
3.400%
3/22/41
BBB+
1,574
7
Verizon
Communications
Inc
2.850%
9/03/41
BBB+
5,072
6
Verizon
Communications
Inc
4.000%
3/22/50
BBB+
4,950
6
Verizon
Communications
Inc
3.875%
3/01/52
BBB+
4,815
12
VF
Corp
(3)
2.950%
4/23/30
BBB+
10,170
16
Viatris
Inc
3.850%
6/22/40
BBB-
11,049
12
VICI
Properties
LP
5.125%
5/15/32
BBB-
11,452
8
VMware
Inc
4.700%
5/15/30
BBB-
7,709
16
Vodafone
Group
PLC
4.375%
2/19/43
BBB
13,545
17
Vodafone
Group
PLC
4.875%
6/19/49
BBB
15,253
12
Vontier
Corp
2.950%
4/01/31
BBB-
9,451
13
Vulcan
Materials
Co
3.500%
6/01/30
BBB
11,931
14
Walgreens
Boots
Alliance
Inc
4.650%
6/01/46
BBB-
11,710
10
Warnermedia
Holdings
Inc,
144A
4.279%
3/15/32
BBB-
8,882
12
Warnermedia
Holdings
Inc,
144A
5.050%
3/15/42
BBB-
9,925
22
Waste
Connections
Inc
2.200%
1/15/32
BBB+
18,136
6
Waste
Management
Inc
4.150%
4/15/32
BBB+
5,890
11
Waste
Management
Inc
3.900%
3/01/35
BBB+
10,033
11
Western
Union
Co/The
1.350%
3/15/26
BBB
9,906
4
Westinghouse
Air
Brake
Technologies
Corp
4.950%
9/15/28
BBB-
3,971
13
Westlake
Corp
3.125%
8/15/51
BBB
8,319
6
Weyerhaeuser
Co
4.000%
4/15/30
BBB
5,671
13
Weyerhaeuser
Co
3.375%
3/09/33
BBB
11,527
3
Whirlpool
Corp
(3)
4.700%
5/14/32
BBB
2,905
10
Whirlpool
Corp
5.150%
3/01/43
BBB
8,988
23
Williams
Cos
Inc/The
2.600%
3/15/31
BBB
19,540
8
Workday
Inc
3.700%
4/01/29
BBB
7,541
11
WRKCo
Inc
4.900%
3/15/29
BBB
10,885
13
Xylem
Inc/NY
2.250%
1/30/31
BBB
11,026
6
Yamana
Gold
Inc
2.630%
8/15/31
BBB-
4,834
2
Zimmer
Biomet
Holdings
Inc
4.250%
8/15/35
BBB
1,756
6
Zimmer
Biomet
Holdings
Inc
5.750%
11/30/39
BBB
6,129
11
Zoetis
Inc
4.700%
2/01/43
BBB+
10,333
Total
Industrial
3,538,092
Utility
-
14.7%
5
AEP
Texas
Inc
3.800%
10/01/47
BBB+
3,848
7
Ameren
Corp
2.500%
9/15/24
BBB+
6,737
9
Ameren
Corp
1.950%
3/15/27
BBB+
8,137
8
Ameren
Corp
1.750%
3/15/28
BBB+
6,988
4
Ameren
Corp
3.500%
1/15/31
BBB+
3,644
100
American
Electric
Power
Co
Inc
5.750%
11/01/27
BBB
104,245
4
American
Electric
Power
Co
Inc
4.300%
12/01/28
BBB
3,938
99
American
Electric
Power
Co
Inc
2.300%
3/01/30
BBB
84,038
4
American
Electric
Power
Co
Inc
3.875%
2/15/62
BBB-
3,201
30
Avangrid
Inc
3.200%
4/15/25
BBB
28,802
46
Avangrid
Inc
3.800%
6/01/29
BBB
43,357
10
Black
Hills
Corp
1.037%
8/23/24
BBB+
9,437
11
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Utility
(continued)
$
4
Black
Hills
Corp
3.150%
1/15/27
BBB+
$
3,770
1
Black
Hills
Corp
3.050%
10/15/29
BBB+
885
7
Black
Hills
Corp
2.500%
6/15/30
BBB+
5,893
10
Black
Hills
Corp
4.200%
9/15/46
BBB+
8,014
11
Black
Hills
Corp
3.875%
10/15/49
BBB+
8,389
6
Cleco
Corporate
Holdings
LLC
3.375%
9/15/29
BBB-
5,265
18
Cleco
Corporate
Holdings
LLC
4.973%
5/01/46
BBB-
15,830
1
CMS
Energy
Corp
4.875%
3/01/44
BBB
929
11
CMS
Energy
Corp
3.750%
12/01/50
BBB-
8,275
111
Constellation
Energy
Generation
LLC
5.600%
6/15/42
BBB
109,752
20
Dayton
Power
&
Light
Co/The
3.950%
6/15/49
BBB+
15,624
13
Delmarva
Power
&
Light
Co
4.000%
6/01/42
A
10,739
7
Dominion
Energy
Inc
3.071%
8/15/24
BBB
6,806
6
Dominion
Energy
Inc
3.600%
3/15/27
BBB
5,767
102
Dominion
Energy
Inc
4.250%
6/01/28
BBB
99,791
1
Dominion
Energy
Inc
2.250%
8/15/31
BBB
831
1
Dominion
Energy
Inc
4.350%
8/15/32
BBB
963
100
Dominion
Energy
Inc
5.375%
11/15/32
BBB
102,612
8
Dominion
Energy
Inc
5.250%
8/01/33
BBB
8,095
7
Dominion
Energy
Inc
4.900%
8/01/41
BBB
6,434
13
Dominion
Energy
Inc
4.850%
8/15/52
BBB
11,858
100
DTE
Electric
Co
5.200%
4/01/33
A+
104,405
3
DTE
Energy
Co
2.529%
10/01/24
BBB
2,888
1
Duke
Energy
Corp
3.150%
8/15/27
BBB
946
1
Duke
Energy
Corp
4.300%
3/15/28
BBB
986
447
Duke
Energy
Corp
3.950%
8/15/47
BBB
355,639
1
Duke
Energy
Corp
5.000%
8/15/52
BBB
938
100
Duke
Energy
Progress
LLC
5.250%
3/15/33
A+
104,670
4
Edison
International
4.950%
4/15/25
BBB
3,988
127
El
Paso
Electric
Co
5.000%
12/01/44
BBB+
115,490
8
Emera
US
Finance
LP
3.550%
6/15/26
BBB-
7,657
1
Emera
US
Finance
LP
2.639%
6/15/31
BBB-
813
12
Emera
US
Finance
LP
4.750%
6/15/46
BBB-
9,972
80
Enel
Americas
SA
4.000%
10/25/26
BBB
78,038
43
Enel
Chile
SA
4.875%
6/12/28
BBB
42,317
50
Enel
Generacion
Chile
SA
4.250%
4/15/24
BBB+
49,304
1
Entergy
Corp
0.900%
9/15/25
BBB
911
1
Entergy
Corp
1.900%
6/15/28
BBB
877
15
Entergy
Corp
2.800%
6/15/30
BBB
13,184
10
Entergy
Corp
2.400%
6/15/31
BBB
8,369
1
Entergy
Corp
3.750%
6/15/50
BBB
766
6
Essential
Utilities
Inc
2.704%
4/15/30
BBB+
5,220
19
Essential
Utilities
Inc
2.400%
5/01/31
BBB+
15,902
21
Essential
Utilities
Inc
3.351%
4/15/50
BBB+
15,043
70
Evergy
Inc
2.900%
9/15/29
BBB+
62,994
4
Eversource
Energy
0.800%
8/15/25
BBB+
3,651
1
Eversource
Energy
3.300%
1/15/28
BBB+
946
1
Eversource
Energy
4.250%
4/01/29
BBB+
984
1
Eversource
Energy
1.650%
8/15/30
BBB+
814
1
Eversource
Energy
3.375%
3/01/32
BBB+
900
6
Eversource
Energy
3.450%
1/15/50
BBB+
4,572
6
Exelon
Corp
2.750%
3/15/27
BBB
5,628
4
Exelon
Corp
4.050%
4/15/30
BBB
3,840
2
Exelon
Corp
(3)
3.350%
3/15/32
BBB
1,798
3
Exelon
Corp
4.950%
6/15/35
BBB
3,000
21
Exelon
Corp
5.100%
6/15/45
BBB
19,879
7
Exelon
Corp
4.450%
4/15/46
BBB
6,103
1
Exelon
Corp
4.700%
4/15/50
BBB
911
130
Fortis
Inc/Canada
3.055%
10/04/26
BBB
122,712
5
Georgia
Power
Co
2.650%
9/15/29
BBB+
4,435
Nuveen
Enhanced
Yield
U.S.
Aggregate
Bond
ETF
(NUAG)
(continued)
Portfolio
of
Investments
April
30,
2023
(Unaudited)
12
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Utility
(continued)
$
200
Georgia
Power
Co
4.700%
5/15/32
BBB+
$
199,524
1
Georgia
Power
Co
3.700%
1/30/50
BBB+
783
68
Iberdrola
International
BV
6.750%
7/15/36
BBB+
78,833
10
Interstate
Power
and
Light
Co
4.100%
9/26/28
BBB+
9,827
100
Interstate
Power
and
Light
Co
3.600%
4/01/29
BBB+
94,184
1
Interstate
Power
and
Light
Co
2.300%
6/01/30
BBB+
845
5
IPALCO
Enterprises
Inc
3.700%
9/01/24
BBB-
4,861
7
IPALCO
Enterprises
Inc
4.250%
5/01/30
BBB-
6,477
1
ITC
Holdings
Corp
5.300%
7/01/43
BBB+
964
12
National
Grid
USA
5.803%
4/01/35
BBB
12,449
100
National
Rural
Utilities
Cooperative
Finance
Corp
4.800%
3/15/28
A
101,247
10
NextEra
Energy
Capital
Holdings
Inc
4.200%
6/20/24
BBB+
9,916
18
NextEra
Energy
Capital
Holdings
Inc
4.450%
6/20/25
BBB+
17,905
8
NextEra
Energy
Capital
Holdings
Inc
1.875%
1/15/27
BBB+
7,266
108
NextEra
Energy
Capital
Holdings
Inc
4.625%
7/15/27
BBB+
108,097
307
NextEra
Energy
Capital
Holdings
Inc
1.900%
6/15/28
BBB+
270,628
4
NextEra
Energy
Capital
Holdings
Inc
3.500%
4/01/29
BBB+
3,757
8
NextEra
Energy
Capital
Holdings
Inc
2.750%
11/01/29
BBB+
7,149
5
NextEra
Energy
Capital
Holdings
Inc
2.250%
6/01/30
BBB+
4,244
4
NextEra
Energy
Capital
Holdings
Inc
2.440%
1/15/32
BBB+
3,321
19
NextEra
Energy
Capital
Holdings
Inc
5.000%
7/15/32
BBB+
19,175
4
NextEra
Energy
Capital
Holdings
Inc
5.650%
5/01/79
BBB
3,612
3
NextEra
Energy
Capital
Holdings
Inc
3.800%
3/15/82
BBB
2,489
9
NiSource
Inc
3.490%
5/15/27
BBB
8,619
15
NiSource
Inc
3.600%
5/01/30
BBB
13,939
18
NiSource
Inc
(3)
1.700%
2/15/31
BBB
14,466
8
NiSource
Inc
5.950%
6/15/41
BBB
8,406
6
NiSource
Inc
5.650%
2/01/45
BBB
6,248
7
NiSource
Inc
3.950%
3/30/48
BBB
5,756
19
NiSource
Inc
5.000%
6/15/52
BBB
18,013
100
NSTAR
Electric
Co
4.950%
9/15/52
A+
99,548
4
Oglethorpe
Power
Corp
5.950%
11/01/39
BBB+
4,053
9
Oglethorpe
Power
Corp
4.200%
12/01/42
BBB+
7,044
14
Oglethorpe
Power
Corp
4.250%
4/01/46
BBB+
10,707
3
Oglethorpe
Power
Corp
5.050%
10/01/48
BBB+
2,752
7
Oglethorpe
Power
Corp
5.250%
9/01/50
BBB+
6,730
8
Pacific
Gas
and
Electric
Co
3.300%
12/01/27
BBB-
7,271
9
Pacific
Gas
and
Electric
Co
3.000%
6/15/28
BBB-
8,003
109
Pacific
Gas
and
Electric
Co
3.750%
7/01/28
BBB-
100,718
9
Pacific
Gas
and
Electric
Co
4.200%
3/01/29
BBB-
8,334
109
Pacific
Gas
and
Electric
Co
4.550%
7/01/30
BBB-
101,296
17
Pacific
Gas
and
Electric
Co
3.250%
6/01/31
BBB-
14,379
100
Pacific
Gas
and
Electric
Co
5.900%
6/15/32
BBB-
100,444
109
Pacific
Gas
and
Electric
Co
4.200%
6/01/41
BBB-
83,995
6
Pacific
Gas
and
Electric
Co
(3)
4.450%
4/15/42
BBB-
4,697
8
Pacific
Gas
and
Electric
Co
(3)
3.750%
8/15/42
BBB-
5,688
7
Pacific
Gas
and
Electric
Co
4.300%
3/15/45
BBB-
5,236
7
Pacific
Gas
and
Electric
Co
4.000%
12/01/46
BBB-
4,968
7
Pacific
Gas
and
Electric
Co
3.950%
12/01/47
BBB-
4,954
106
Pacific
Gas
and
Electric
Co
4.950%
7/01/50
BBB-
86,247
104
Pacific
Gas
and
Electric
Co
5.250%
3/01/52
BBB-
87,356
48
Pennsylvania
Electric
Co
6.150%
10/01/38
BBB+
49,557
31
Piedmont
Natural
Gas
Co
Inc
3.500%
6/01/29
BBB+
28,990
35
Piedmont
Natural
Gas
Co
Inc
3.640%
11/01/46
BBB+
26,045
1
Piedmont
Natural
Gas
Co
Inc
3.350%
6/01/50
BBB+
712
60
Pinnacle
West
Capital
Corp
1.300%
6/15/25
BBB+
55,552
10
PPL
Capital
Funding
Inc
3.100%
5/15/26
BBB+
9,568
1
PPL
Capital
Funding
Inc
4.125%
4/15/30
BBB+
943
100
PPL
Electric
Utilities
Corp
5.000%
5/15/33
A+
103,056
2
Public
Service
Enterprise
Group
Inc
2.875%
6/15/24
BBB
1,947
13
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Utility
(continued)
$
16
Public
Service
Enterprise
Group
Inc
1.600%
8/15/30
BBB
$
12,980
66
Puget
Energy
Inc
2.379%
6/15/28
BBB-
58,698
26
Puget
Energy
Inc
4.100%
6/15/30
BBB-
24,363
1
Sempra
Energy
3.300%
4/01/25
BBB
971
4
Sempra
Energy
3.250%
6/15/27
BBB
3,770
2
Sempra
Energy
3.400%
2/01/28
BBB
1,886
4
Sempra
Energy
3.700%
4/01/29
BBB
3,774
18
Sempra
Energy
3.800%
2/01/38
BBB
15,803
19
Sempra
Energy
4.000%
2/01/48
BBB
15,476
4
Sempra
Energy
4.125%
4/01/52
BBB-
3,239
100
Southern
California
Edison
Co
5.700%
3/01/53
A-
104,675
1
Southern
Co
Gas
Capital
Corp
4.400%
5/30/47
BBB+
851
1
Southern
Co/The
5.113%
8/01/27
BBB-
1,008
110
Southern
Co/The
4.000%
1/15/51
BBB-
103,356
1
Southern
Power
Co
4.950%
12/15/46
BBB+
899
9
Southwest
Gas
Corp
2.200%
6/15/30
BBB+
7,455
90
Southwest
Gas
Corp
4.050%
3/15/32
BBB+
83,366
35
Southwest
Gas
Corp
4.150%
6/01/49
BBB+
28,182
8
Southwestern
Electric
Power
Co
1.650%
3/15/26
BBB+
7,330
4
Southwestern
Electric
Power
Co
4.100%
9/15/28
BBB+
3,894
1
Southwestern
Electric
Power
Co
3.900%
4/01/45
BBB+
797
109
Southwestern
Electric
Power
Co
3.250%
11/01/51
BBB+
75,804
21
Southwestern
Public
Service
Co
6.000%
10/01/36
BBB+
22,227
28
Spire
Inc
4.700%
8/15/44
BBB+
23,462
25
Union
Electric
Co
5.450%
3/15/53
A
26,312
11
Xcel
Energy
Inc
1.750%
3/15/27
BBB+
9,912
1
Xcel
Energy
Inc
4.000%
6/15/28
BBB+
976
18
Xcel
Energy
Inc
2.350%
11/15/31
BBB+
14,849
7
Xcel
Energy
Inc
4.800%
9/15/41
BBB+
6,477
Total
Utility
4,660,966
Total
Corporate
Debt
(cost
$15,150,552)
13,377,392
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
X
8,056,324
U.S.
TREASURY
-
25.5%
X
8,056,324
$
4
United
States
Treasury
Note/Bond
0.125%
8/31/23
AA+
$
3,542
100
United
States
Treasury
Note/Bond
0.250%
9/30/23
AAA
98,117
1
United
States
Treasury
Note/Bond
0.875%
1/31/24
AAA
776
800
United
States
Treasury
Note/Bond
4.250%
12/31/24
AAA
799,625
350
United
States
Treasury
Note/Bond
4.125%
1/31/25
AAA
349,453
183
United
States
Treasury
Note/Bond
1.125%
2/28/25
AAA
173,335
600
United
States
Treasury
Note/Bond
3.875%
3/31/25
AAA
597,562
808
United
States
Treasury
Note/Bond
0.250%
9/30/25
AAA
741,845
425
United
States
Treasury
Note/Bond
0.375%
1/31/26
AAA
387,397
425
United
States
Treasury
Note/Bond
0.750%
3/31/26
AAA
390,635
704
United
States
Treasury
Note/Bond
0.750%
4/30/26
AAA
644,564
3
United
States
Treasury
Note/Bond
0.875%
6/30/26
AAA
2,567
3
United
States
Treasury
Note/Bond
1.250%
12/31/26
AAA
3,307
1
United
States
Treasury
Note/Bond
2.500%
3/31/27
AAA
960
3
United
States
Treasury
Note/Bond
3.250%
6/30/27
AAA
2,763
0
(5)
United
States
Treasury
Note/Bond
2.750%
7/31/27
AAA
387
450
United
States
Treasury
Note/Bond
3.125%
11/15/28
AAA
440,754
483
United
States
Treasury
Note/Bond
2.375%
5/15/29
AAA
453,152
257
United
States
Treasury
Note/Bond
1.625%
8/15/29
AAA
230,517
35
United
States
Treasury
Note/Bond
0.625%
5/15/30
AAA
28,871
20
United
States
Treasury
Note/Bond
0.875%
11/15/30
AAA
16,694
103
United
States
Treasury
Note/Bond
1.625%
5/15/31
AAA
90,637
4
United
States
Treasury
Note/Bond
1.875%
2/15/32
AAA
3,535
2
United
States
Treasury
Note/Bond
2.875%
5/15/32
AAA
1,914
150
United
States
Treasury
Note/Bond
2.750%
8/15/32
AAA
141,961
Nuveen
Enhanced
Yield
U.S.
Aggregate
Bond
ETF
(NUAG)
(continued)
Portfolio
of
Investments
April
30,
2023
(Unaudited)
14
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
$
100
United
States
Treasury
Note/Bond
3.500%
2/15/33
AAA
$
100,594
1,100
United
States
Treasury
Note/Bond
3.375%
8/15/42
AAA
1,035,892
500
United
States
Treasury
Note/Bond
3.875%
2/15/43
AAA
505,312
550
United
States
Treasury
Note/Bond
3.000%
8/15/52
AAA
483,141
300
United
States
Treasury
Note/Bond
3.625%
2/15/53
AAA
297,469
30
United
States
Treasury
Note/Bond
-
When
Issued
2.750%
4/30/27
AAA
29,046
Total
U.S.
Treasury
(cost
$8,472,326)
8,056,324
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
X
5,914,555
SECURITIZED
-
18.7%
X
5,914,555
$
250
American
Express
Credit
Account
Master
Trust
2022
2
3.390%
5/17/27
AAA
$
244,530
100
Avis
Budget
Rental
Car
Funding
AESOP
LLC
2020
1A,
144A
2.330%
8/20/26
AAA
93,933
100
BBCMS
Mortgage
Trust
2022-C17
2022
C17
4.174%
9/15/55
AAA
95,056
150
Benchmark
2021-B27
Mortgage
Trust
2021
B27
2.703%
7/15/54
A-
102,768
150
Capital
One
Multi-Asset
Execution
Trust
2022
A2
3.490%
5/15/27
AAA
146,981
150
Carmax
Auto
Owner
Trust
2022-3
2022
3
3.810%
9/15/25
AAA
148,958
250
COMM
2015-LC19
Mortgage
Trust
2015
LC19
3.527%
2/10/48
AA+
237,768
200
COMM
2018-COR3
Mortgage
Trust
2018
COR3
4.228%
5/10/51
AAA
192,160
100
Discover
Card
Execution
Note
Trust
2022
A3
3.560%
7/15/27
AAA
97,990
26
Fannie
Mae
Pool
FN
MA1489
3.000%
7/01/43
N/R
24,395
179
Fannie
Mae
Pool
FN
AS6302
3.500%
12/01/45
N/R
169,094
66
Fannie
Mae
Pool
FN
MA3211
4.000%
12/01/47
N/R
64,054
118
Fannie
Mae
Pool
FN
MA3239
4.000%
1/01/48
N/R
115,118
172
Fannie
Mae
Pool
FN
MA3276
3.500%
2/01/48
N/R
162,310
40
Fannie
Mae
Pool
FN
MA3277
4.000%
2/01/48
N/R
38,923
89
Fannie
Mae
Pool
FN
MA3305
3.500%
3/01/48
N/R
83,445
27
Fannie
Mae
Pool
FN
MA3306
4.000%
3/01/48
N/R
26,238
54
Fannie
Mae
Pool
FN
MA3383
3.500%
6/01/48
N/R
50,462
359
Fannie
Mae
Pool
FN
MA3416
4.500%
7/01/48
N/R
356,712
48
Fannie
Mae
Pool
FN
MA3467
4.000%
9/01/48
N/R
46,689
52
Fannie
Mae
Pool
FN
MA3663
3.500%
5/01/49
N/R
48,635
78
Fannie
Mae
Pool
FN
MA3744
3.000%
8/01/49
N/R
70,686
90
Fannie
Mae
Pool
FN
MA3774
3.000%
9/01/49
N/R
81,268
253
Fannie
Mae
Pool
FN
MA4305
2.000%
4/01/51
N/R
210,841
95
Fannie
Mae
Pool
FN
MA4737
5.000%
8/01/52
N/R
94,114
469
Fannie
Mae
Pool
FN
MA4738
5.500%
8/01/52
N/R
473,492
190
Fannie
Mae
Pool
FN
MA4761
5.000%
9/01/52
N/R
189,246
73
Freddie
Mac
Gold
Pool
FG
G08800
3.500%
2/01/48
N/R
68,457
196
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2021
K127
1.353%
11/25/30
AAA
174,007
75
GM
Financial
Automobile
Leasing
Trust
2022-3
2022
3
4.010%
10/21/24
AAA
74,413
100
GM
Financial
Consumer
Automobile
Receivables
Trust
2022-2
2022
2
3.100%
2/16/27
AAA
97,219
230
GS
Mortgage
Securities
Trust
2013-GC16
2013
GC16
5.161%
11/10/46
Aa1
225,919
221
GS
Mortgage
Securities
Trust
2016-GS4
2016
GS4
3.178%
11/10/49
AAA
207,534
100
Hertz
Vehicle
Financing
III
LLC
2022
1A,
144A
1.990%
6/25/26
AAA
93,702
143
Honda
Auto
Receivables
2022-2
Owner
Trust
2022
2
3.810%
3/18/25
AAA
141,755
135
Hyundai
Auto
Receivables
Trust
2022-B
2022
B
3.720%
11/16/26
AAA
132,666
100
John
Deere
Owner
Trust
2022
2022
A
2.490%
1/16/29
AAA
95,436
20
Morgan
Stanley
Bank
of
America
Merrill
Lynch
Trust
2015-
C20
2015
C20
3.249%
2/15/48
Aaa
19,218
250
Morgan
Stanley
Capital
I
Trust
2021-L5
2021
L5
1.518%
5/15/54
AAA
220,375
49
Santander
Drive
Auto
Receivables
Trust
2022-5
2022
5
3.980%
1/15/25
AAA
49,129
30
Santander
Drive
Auto
Receivables
Trust
2022-5
2022
5
4.110%
8/17/26
AAA
29,647
182
Toyota
Auto
Receivables
2022-C
Owner
Trust
2022
C
3.830%
8/15/25
AAA
180,743
100
Verizon
Master
Trust
2022
7
5.230%
11/22/27
AAA
100,304
250
Wells
Fargo
Commercial
Mortgage
Trust
2014-LC16
2014
LC16
4.020%
8/15/50
Aa2
241,109
100
Westlake
Automobile
Receivables
Trust
2022-1
2022
1A,
144A
2.750%
3/15/27
AA
97,056
Total
Securitized
(cost
$6,308,922)
5,914,555
15
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
X
3,772,246
GOVERNMENT
RELATED
-
12.0%
X
3,772,246
Government
Agency
-
1.2%
$
30
Export-Import
Bank
of
Korea
(3)
2.500%
6/29/41
AA
$
22,524
100
Federal
Home
Loan
Banks
5.000%
2/28/25
AA+
101,281
18
Federal
Home
Loan
Mortgage
Corp
(3)
6.250%
7/15/32
AAA
21,431
4
Federal
Home
Loan
Mortgage
Corp
1.310%
8/17/33
AAA
3,014
1
Federal
National
Mortgage
Association
1.875%
9/24/26
AAA
941
6
Federal
National
Mortgage
Association
6.625%
11/15/30
AAA
7,165
6
Federal
National
Mortgage
Association
5.625%
7/15/37
AAA
7,080
62
Kreditanstalt
fuer
Wiederaufbau
1.000%
10/01/26
AAA
56,589
9
Tennessee
Valley
Authority
5.250%
9/15/39
AAA
9,699
169
Tennessee
Valley
Authority
3.500%
12/15/42
AAA
144,334
5
Tennessee
Valley
Authority
4.250%
9/15/52
AAA
4,703
Total
Government
Agency
378,761
Municipal
Bonds
-
4.7%
(6)
18
Bay
Area
Toll
Authority,
California,
Revenue
Bonds,
San
Francisco
Bay
Area
Toll
Bridge,
Series
2021
(Optional
Call:
4/31
at
100.00)
3.126%
4/01/55
AA
13,337
26
Bay
Area
Toll
Authority,
California,
Revenue
Bonds,
San
Francisco
Bay
Area
Toll
Bridge,
Subordinate
Lien,
Build
America
Federally
Taxable
Bond
Series
2010S-1
(No
Opt.
Call)
6.918%
4/01/40
AA-
31,487
60
Board
of
Regents
of
the
University
of
Texas
System,
Revenue
Financing
System
Bonds,
Green
Series
2016B
(No
Opt.
Call)
3.852%
8/15/46
AAA
53,674
42
California
State
University
(No
Opt.
Call)
2.719%
11/01/52
AA-
29,425
10
California
State
University,
Systemwide
Revenue
Bonds,
Taxable
Series
2021B
(Optional
Call:
11/31
at
100.00)
2.939%
11/01/52
AA-
7,321
70
California
State,
General
Obligation
Bonds,
Taxable
Various
Purpose
Series
2018
(Optional
Call:
4/28
at
100.00)
4.600%
4/01/38
AA
69,694
50
California
State,
General
Obligation
Bonds,
Various
Purpose
Build
America
Taxable
Bond
Series
2010
(No
Opt.
Call)
7.625%
3/01/40
AA
65,315
10
Chicago
Greater
Metropolitan
Water
Reclamation
District,
Illinois,
General
Obligation
Bonds,
Build
America
Taxable
Bonds,
Series
2009
(No
Opt.
Call)
5.720%
12/01/38
AA+
11,051
30
Chicago
Transit
Authority,
Illinois,
Sales
and
Transfer
Tax
Receipts
Revenue
Bonds,
Pension
Funding
Taxable
Series
2008B
(No
Opt.
Call)
6.899%
12/01/40
AA-
34,584
47
Chicago,
Illinois,
O'Hare
International
Airport
Revenue
Bond,
Series
2018
(No
Opt.
Call)
4.572%
1/01/54
A+
43,848
40
Commonwealth
Financing
Authority,
Pennsylvania,
Revenue
Bonds,
Taxable
Series
2021A
(No
Opt.
Call)
2.991%
6/01/42
A+
30,923
6
Commonwealth
Financing
Authority,
Pennsylvania,
State
Appropriation
Lease
Bonds,
Plancon
Program,
Taxable
Series
2018A
(No
Opt.
Call)
3.864%
6/01/38
A+
5,478
10
Cook
County,
Illinois,
General
Obligation
Bonds,
Build
America
Taxable
Bonds,
Series
2010D
(No
Opt.
Call)
6.229%
11/15/34
A+
11,169
40
Dallas
Area
Rapid
Transit,
Texas,
Sales
Tax
Revenue
Bonds,
Taxable
Refunding
Senior
Lien
Series
2021A
(Optional
Call:
12/31
at
100.00)
2.613%
12/01/48
AA+
28,158
20
Dallas
Fort
Worth
International
Airport,
Texas,
Joint
Revenue
Bonds,
Taxable
Improvement
Series
2022A
(No
Opt.
Call)
4.087%
11/01/51
A+
18,333
20
Dallas
Fort
Worth
International
Airport,
Texas,
Joint
Revenue
Bonds,
Taxable
Improvement
Series
2022A
(Optional
Call:
11/32
at
100.00)
4.507%
11/01/51
A+
19,303
40
Dallas-Fort
Worth
International
Airport,
Texas,
Joint
Revenue
Bonds,
Taxable
Refunding
Series
2021C
(Optional
Call:
11/31
at
100.00)
2.843%
11/01/46
A+
30,203
Nuveen
Enhanced
Yield
U.S.
Aggregate
Bond
ETF
(NUAG)
(continued)
Portfolio
of
Investments
April
30,
2023
(Unaudited)
16
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Municipal
Bonds
(continued)
$
1
Dormitory
Authority
of
the
State
of
New
York,
State
Personal
Income
Tax
Revenue
Bonds,
General
Purpose,
Series
2021C
(No
Opt.
Call)
2.202%
3/15/34
AA+
$
805
40
Grand
Parkway
Transportation
Corporation,
Texas,
System
Toll
Revenue
Bonds,
Taxable
Refunding
Subordinate
Lien
Series
2020B.
Tela
Supported
(Optional
Call:
4/30
at
100.00)
3.236%
10/01/52
AA+
30,300
126
Illinois
State,
General
Obligation
Bonds,
Pension
Funding
Series
2003
(No
Opt.
Call)
5.100%
6/01/33
A-
126,658
40
Kansas
Development
Finance
Authority,
Kansas,
Revenue
Bonds,
State
of
Kansas
KPERS
Projects,
Taxable
Series
2021K
(No
Opt.
Call)
2.774%
5/01/51
AA-
28,583
30
Los
Angeles
Community
College
District,
California,
General
Obligation
Bonds,
Build
America
Taxable
Bonds,
Series
2010
(No
Opt.
Call)
6.750%
8/01/49
AA+
37,857
55
Los
Angeles
Department
of
Water
and
Power,
California,
Waterworks
Revenue
Bonds,
Taxable
Build
America
Bond
Series
2009C
(No
Opt.
Call)
6.008%
7/01/39
AA
61,058
36
Los
Angeles
Unified
School
District,
Los
Angeles
County,
California,
General
Obligation
Bonds,
Build
America
Taxable
Bonds,
Series
2009KRY
(No
Opt.
Call)
5.750%
7/01/34
AA-
39,355
49
Massachusetts
State,
General
Obligation
Bonds,
Taxable
Refunding
Series
2019D2021
2021
(No
Opt.
Call)
2.663%
9/01/39
AA+
40,650
11
Michigan
Finance
Authority,
Hospital
Revenue
Bonds,
Trinity
Health
Credit
Group,
Taxable
Refunding
Series
2019-
T
(No
Opt.
Call)
3.384%
12/01/40
AA-
9,218
21
Missouri
Health
and
Educational
Facilities
Authority,
Revenue
Bonds,
Washington
University,
Series
2016B
(No
Opt.
Call)
3.086%
9/15/51
AA+
15,220
36
Municipal
Electric
Authority
of
Georgia,
Plant
Vogtle
Units
3
&
4
Project
J
Bonds,
Taxable
Build
America
Bonds
Series
2010A
(No
Opt.
Call)
6.637%
4/01/57
A-
40,045
45
New
Jersey
Turnpike
Authority,
Revenue
Bonds,
Build
America
Taxable
Bonds,
Series
2010A
(No
Opt.
Call)
7.102%
1/01/41
A+
56,375
1
New
York
City
Municipal
Water
Finance
Authority,
New
York,
Water
and
Sewer
System
Revenue
Bonds,
Second
Generation
Resolution,
Build
America
Taxable
Bonds,
Fiscal
2011
Series
AA
(No
Opt.
Call)
5.440%
6/15/43
AA+
1,095
15
New
York
City
Transitional
Finance
Authority,
New
York,
Future
Tax
Secured
Bonds,
Build
America
Taxable
Bonds,
Series
2010B-1
(No
Opt.
Call)
5.572%
11/01/38
AAA
16,117
32
New
York
State
Thruway
Authority,
General
Revenue
Bonds,
Taxable
Series
2019M
(No
Opt.
Call)
2.900%
1/01/35
A
27,232
50
North
Texas
Tollway
Authority,
System
Revenue
Bonds,
Refunding
First
Tier
Taxable
Series
2021A
(Optional
Call:
1/31
at
100.00)
3.011%
1/01/43
AA-
39,131
10
Ohio
State
University,
General
Receipts
Bonds,
Build
America
Taxable
Bond
Series
2010C
(No
Opt.
Call)
4.910%
6/01/40
AA+
10,230
8
Ohio
State
University,
General
Receipts
Bonds,
Multiyear
Debt
Issuance
Program,
Taxable
Series
2016B
(No
Opt.
Call)
3.798%
12/01/46
AA+
6,859
100
Port
Authority
of
New
York
and
New
Jersey,
Consolidated
Revenue
Bonds,
Two
Hundred
Twenty-Fifth
Series
2021
(Optional
Call:
7/31
at
100.00)
3.175%
7/15/60
AA-
73,010
39
Province
of
British
Columbia
Canada
(No
Opt.
Call)
1.300%
1/29/31
AA+
32,633
75
Sales
Tax
Securitization
Corporation,
Illinois,
Series
2021
(No
Opt.
Call)
3.238%
1/01/42
AA-
59,375
50
State
of
California
(Optional
Call:
4/28
at
100.00)
4.500%
4/01/33
AA
50,249
7
Texas
State,
General
Obligation
Bonds,
Transportation
Commission,
Build
America
Taxable
Bonds,
Series
2010A
(No
Opt.
Call)
4.631%
4/01/33
AAA
7,136
17
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Municipal
Bonds
(continued)
$
90
Texas
Transportation
Commission,
General
Obligation
Bonds,
Mobility
Fund,
Refunding
Series
2020
(Optional
Call:
10/30
at
100.00)
2.472%
10/01/44
AAA
$
64,003
93
The
Rector
and
Visitors
of
the
University
of
Virginia,
General
Revenue
Bonds,
Taxable
Pledge
and
Refunding
Series
2020
(Optional
Call:
3/50
at
100.00)
2.256%
9/01/50
AAA
61,226
32
Tucson,
Arizona,
Certificates
of
Participation,
Taxable
Series
2021A
(No
Opt.
Call)
2.856%
7/01/47
AA-
23,555
Total
Municipal
Bonds
1,461,278
Sovereign
Debt
-
6.1%
8
Chile
Government
International
Bond
(3)
2.550%
7/27/33
A
6,695
5
Chile
Government
International
Bond
3.500%
1/31/34
A
4,519
1
Chile
Government
International
Bond
3.625%
10/30/42
A
816
102
Chile
Government
International
Bond
3.500%
1/25/50
A
78,512
13
Chile
Government
International
Bond
(3)
4.000%
1/31/52
A
10,776
13
Chile
Government
International
Bond
3.250%
9/21/71
A
8,647
200
Colombia
Government
International
Bond
8.000%
4/20/33
BBB-
199,460
9
Colombia
Government
International
Bond
4.125%
2/22/42
BBB-
5,579
13
Colombia
Government
International
Bond
5.000%
6/15/45
BBB-
8,721
19
Colombia
Government
International
Bond
5.200%
5/15/49
BBB-
12,779
13
Colombia
Government
International
Bond
4.125%
5/15/51
BBB-
7,682
13
Colombia
Government
International
Bond
3.875%
2/15/61
BBB-
7,134
31
European
Investment
Bank
0.750%
10/26/26
AAA
27,986
1
Hungary
Government
International
Bond
7.625%
3/29/41
BBB
1,136
1
Indonesia
Government
International
Bond
4.350%
1/11/48
BBB
897
1
Indonesia
Government
International
Bond
5.350%
2/11/49
BBB
1,024
13
Indonesia
Government
International
Bond
4.300%
3/31/52
BBB
11,422
15
Indonesia
Government
International
Bond
3.350%
3/12/71
BBB
10,354
30
Inter-American
Development
Bank
4.375%
1/24/44
AAA
30,895
44
International
Bank
for
Reconstruction
&
Development
1.625%
11/03/31
AAA
37,692
28
Israel
Government
International
Bond
4.500%
1/30/43
A+
26,233
11
Korea
International
Bond
3.875%
9/20/48
AA
10,062
213
Mexico
Government
International
Bond
4.875%
5/19/33
BBB
206,398
10
Mexico
Government
International
Bond
4.280%
8/14/41
BBB
8,350
107
Mexico
Government
International
Bond
5.550%
1/21/45
BBB
103,010
100
Mexico
Government
International
Bond
(3)
4.400%
2/12/52
BBB
79,770
200
Mexico
Government
International
Bond
6.338%
5/04/53
BBB
206,211
19
Mexico
Government
International
Bond
3.771%
5/24/61
BBB
13,084
178
Panama
Government
International
Bond
4.500%
5/15/47
BBB
142,528
130
Panama
Government
International
Bond
3.870%
7/23/60
BBB
86,788
1
Peruvian
Government
International
Bond
1.862%
12/01/32
BBB
773
13
Peruvian
Government
International
Bond
3.000%
1/15/34
BBB
10,867
13
Peruvian
Government
International
Bond
3.300%
3/11/41
BBB
9,995
17
Peruvian
Government
International
Bond
3.550%
3/10/51
BBB
12,815
5
Peruvian
Government
International
Bond
2.780%
12/01/60
BBB
3,056
1
Peruvian
Government
International
Bond
3.600%
1/15/72
BBB
686
16
Peruvian
Government
International
Bond
3.230%
7/28/21
BBB
9,734
10
Philippine
Government
International
Bond
5.000%
1/13/37
BBB
10,195
59
Philippine
Government
International
Bond
3.700%
3/01/41
BBB
49,977
200
Philippine
Government
International
Bond
3.200%
7/06/46
BBB
150,661
36
Republic
of
Italy
Government
International
Bond
5.375%
6/15/33
BBB-
36,243
150
Republic
of
Italy
Government
International
Bond
4.000%
10/17/49
N/R
114,143
17
Uruguay
Government
International
Bond
5.100%
6/18/50
BBB
17,388
150
Uruguay
Government
International
Bond
4.975%
4/20/55
BBB
150,514
Total
Sovereign
Debt
1,932,207
Total
Government
Related
(cost
$4,681,618)
3,772,246
Total
Long-Term
Investments
(cost
$34,613,418)
31,120,517
Nuveen
Enhanced
Yield
U.S.
Aggregate
Bond
ETF
(NUAG)
(continued)
Portfolio
of
Investments
April
30,
2023
(Unaudited)
18
Part
F
of
Form
N-PORT
was
prepared
in
accordance
with
U.S.
generally
accepted
accounting
principles
(“U.S.
GAAP”)
and
in
conformity
with
the
applicable
rules
and
regulations
of
the
U.S.
Securities
and
Exchange
Commission
(“SEC”)
related
to
interim
filings.
Part
F
of
Form
N-PORT
does
not
include
all
information
and
footnotes
required
by
U.S.
GAAP
for
complete
financial
statements.
Certain
footnote
disclosures
normally
included
in
financial
statements
prepared
in
accordance
with
U.S.
GAAP
have
been
condensed
or
omitted
from
this
report
pursuant
to
the
rules
of
the
SEC.
For
a
full
set
of
the
Fund’s
notes
to
financial
statements,
please
refer
to
the
Fund’s
most
recently
filed
annual
or
semi-annual
report.
Fair
Value
Measurements
The
Fund’s
investments
in
securities
are
recorded
at
their
estimated
fair
value
utilizing
valuation
methods
approved
by
the
Board
of
Directors/
Trustees.
Fair
value
is
defined
as
the
price
that
would
be
received
upon
selling
an
investment
or
transferring
a
liability
in
an
orderly
transaction
to
an
independent
buyer
in
the
principal
or
most
advantageous
market
for
the
investment.
U.S.
GAAP
establishes
the
three-tier
hierarchy
which
is
used
to
maximize
the
use
of
observable
market
data
and
minimize
the
use
of
unobservable
inputs
and
to
establish
classification
of
fair
value
measurements
for
disclosure
purposes.
Observable
inputs
reflect
the
assumptions
market
participants
would
use
in
pricing
the
asset
or
liability.
Observable
inputs
are
based
on
market
data
obtained
from
sources
independent
of
the
reporting
entity.
Unobservable
inputs
reflect
management’s
assumptions
about
the
assumptions
market
participants
would
use
in
pricing
the
asset
or
liability.
Unobservable
inputs
are
based
on
the
best
information
available
in
the
circumstances.
The
following
is
a
summary
of
the
three-tiered
hierarchy
of
valuation
input
levels.
Level
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
Fund's
investments
as
of
the
end
of
the
reporting
period,
based
on
the
inputs
used
to
value
them:
Shares
Description
(1)
Coupon
Value
INVESTMENTS
PURCHASED
WITH
COLLATERAL
FROM
SECURITIES
LENDING
-
1.3%
X
414,846
MONEY
MARKET
FUNDS
-
1.3%
X
414,846
414,846
State
Street
Navigator
Securities
Lending
Government
Money
Market
Portfolio
(7)
4.840%(8)
$
414,846
Total
Money
Market
Funds
(cost
$414,846)
$
414,846
Total
Investments
Purchased
with
Collateral
from
Securities
Lending
(cost
$414,846)
414,846
Total
Investments
(cost
$
35,028,264
)
-
99
.8
%
31,535,363
Other
Assets
&
Liabilities,
Net
-
0.2%
65,323
Net
Assets
-
100%
$
31,600,686
Level
1
Level
2
Level
3
Total
Long-Term
Investments:
Corporate
Debt
$
–
$
13,377,392
$
–
$
13,377,392
U.S.
Treasury
–
8,056,324
–
8,056,324
Securitized
–
5,914,555
–
5,914,555
Government
Related
–
3,772,246
–
3,772,246
Investments
Purchased
with
Collateral
from
Securities
Lending
414,846
–
–
414,846
Total
$
414,846
$
31,120,517
$
–
$
31,535,363
For
Fund
portfolio
compliance
purposes,
the
Fund’s
industry
classifications
refer
to
any
one
or
more
of
the
industry
sub-classifications
used
by
one
or
more
widely
recognized
market
indexes
or
ratings
group
indexes,
and/or
as
defined
by
Fund
management.
This
definition
may
not
apply
for
purposes
of
this
report,
which
may
combine
industry
sub-classifications
into
sectors
for
reporting
ease.
(1)
All
percentages
shown
in
the
Portfolio
of
Investments
are
based
on
net
assets.
(2)
The
Fund
uses
credit
quality
ratings
for
its
portfolio
securities
provided
by
Moody’s,
S&P
and
Fitch.
If
all
three
of
Moody’s,
S&P,
and
Fitch
provide
a
rating
for
a
security,
an
average
of
the
ratings
is
used;
if
two
of
the
three
agencies
rate
a
security,
an
average
of
the
two
is
used;
and
if
only
one
rating
agency
rates
a
security,
that
rating
is
used.
AAA,
AA,
A,
and
BBB
are
investment
grade
ratings;
BB,
B,
CCC/CC/C
and
D
are
below-investment
grade
ratings.
Credit
ratings
are
subject
to
change.
Holdings
designated
N/R
are
not
rated
by
Moody’s,
S&P
or
Fitch.
(3)
Investment,
or
a
portion
of
investment,
is
out
on
loan
for
securities
lending.
The
total
value
of
the
securities
out
on
loan
as
of
the
end
of
the
reporting
period
was
$404,108.
(4)
Perpetual
security.
Maturity
date
is
not
applicable.
(5)
Principal
Amount
(000)
rounds
to
less
than
$1,000.
(6)
Optional
Call
Provisions:
Dates
(month
and
year)
and
prices
of
the
earliest
optional
call
or
redemption.
There
may
be
other
call
provisions
at
varying
prices
at
later
dates.
Certain
mortgage-backed
securities
may
be
subject
to
periodic
principal
paydowns.
19
(7)
The
Fund
may
loan
securities
representing
up
to
one
third
of
the
market
value
of
its
total
assets
(which
includes
collateral
for
securities
on
loan)
to
broker
dealers,
banks,
and
other
institutions.
The
collateral
maintained
by
the
Fund
shall
have
a
market
value,
at
the
inception
of
each
loan,
equal
to
not
less
than
100%
of
the
market
value
of
the
loaned
securities.
The
cash
collateral
received
by
the
Fund
is
invested
in
this
money
market
fund.
(8)
The
rate
shown
is
the
one-day
yield
as
of
the
end
of
the
reporting
period.
144A
Investment
is
exempt
from
registration
under
Rule
144A
of
the
Securities
Act
of
1933,
as
amended.
These
investments
may
only
be
resold
in
transactions
exempt
from
registration,
which
are
normally
those
transactions
with
qualified
institutional
buyers.
20
Nuveen
Enhanced
Yield
1-5
Year
U.S.
Aggregate
Bond
ETF
(NUSA)
Portfolio
of
Investments
April
30,
2023
(Unaudited)
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
LONG-TERM
INVESTMENTS
-
98.9%
X
13,859,563
CORPORATE
DEBT
-
50.0%
X
13,859,563
Financials
-
27.6%
$
150
AerCap
Ireland
Capital
DAC
/
AerCap
Global
Aviation
Trust
1.650%
10/29/24
BBB
$
140,257
20
Aflac
Inc
1.125%
3/15/26
A-
18,288
80
Air
Lease
Corp
0.800%
8/18/24
BBB
75,119
100
Air
Lease
Corp
1.875%
8/15/26
BBB
88,864
45
Ally
Financial
Inc
3.875%
5/21/24
BBB-
43,812
40
Ally
Financial
Inc
(3)
5.125%
9/30/24
BBB-
39,225
100
Ally
Financial
Inc
(3)
7.100%
11/15/27
BBB-
103,275
30
American
Express
Co
3.375%
5/03/24
A-
29,441
30
American
Express
Co
2.550%
3/04/27
A-
27,785
100
American
Express
Co
5.850%
11/05/27
A-
104,658
100
Aon
Corp
/
Aon
Global
Holdings
PLC
2.850%
5/28/27
BBB+
93,051
74
Ares
Capital
Corp
3.250%
7/15/25
BBB-
68,570
7
Assured
Guaranty
US
Holdings
Inc
(3)
5.000%
7/01/24
A-
6,979
100
Banco
Santander
SA
1.849%
3/25/26
A-
90,545
60
Bank
of
America
Corp
0.976%
4/22/25
A
57,138
80
Bank
of
America
Corp
3.366%
1/23/26
A
77,072
200
Bank
of
America
Corp
4.827%
7/22/26
A
198,076
210
Bank
of
America
Corp
1.734%
7/22/27
A
188,139
100
Bank
of
America
Corp
4.376%
4/27/28
A
97,075
20
Bank
of
Montreal
0.625%
7/09/24
A
18,958
100
Bank
of
Montreal
5.200%
12/12/24
A
99,990
30
Bank
of
Montreal
1.250%
9/15/26
A
26,726
100
Bank
of
New
York
Mellon
Corp/The
3.350%
4/25/25
A+
96,972
60
Bank
of
New
York
Mellon
Corp/The
0.750%
1/28/26
A+
54,155
20
Bank
of
Nova
Scotia/The
0.700%
4/15/24
A
19,084
100
Bank
of
Nova
Scotia/The
5.250%
12/06/24
A
100,090
20
Bank
of
Nova
Scotia/The
3.450%
4/11/25
A
19,405
100
Bank
of
Nova
Scotia/The
1.350%
6/24/26
A
89,912
80
Barclays
PLC
3.932%
5/07/25
BBB+
78,217
200
Barclays
PLC
2.279%
11/24/27
BBB+
178,739
50
BGC
Partners
Inc
3.750%
10/01/24
BBB-
48,234
70
Blackstone
Private
Credit
Fund
4.700%
3/24/25
BBB-
67,521
40
Blackstone
Secured
Lending
Fund
2.750%
9/16/26
BBB-
35,001
20
Canadian
Imperial
Bank
of
Commerce
3.300%
4/07/25
A
19,325
20
Canadian
Imperial
Bank
of
Commerce
3.945%
8/04/25
A
19,549
78
Capital
One
Financial
Corp
3.300%
10/30/24
BBB+
75,828
100
Capital
One
Financial
Corp
2.636%
3/03/26
BBB+
93,652
100
Capital
One
Financial
Corp
4.927%
5/10/28
BBB+
97,050
50
Charles
Schwab
Corp/The
1.150%
5/13/26
A
44,267
40
Chubb
INA
Holdings
Inc
3.150%
3/15/25
A
38,951
60
Citigroup
Inc
3.875%
3/26/25
BBB
58,383
10
Citigroup
Inc
0.981%
5/01/25
A-
9,522
20
Citigroup
Inc
1.281%
11/03/25
A-
18,774
100
Citigroup
Inc
2.014%
1/25/26
A-
94,379
100
Citigroup
Inc
3.290%
3/17/26
A-
96,486
100
Citigroup
Inc
3.070%
2/24/28
A-
93,486
100
Citigroup
Inc
4.658%
5/24/28
A-
99,107
50
Citizens
Financial
Group
Inc
2.850%
7/27/26
BBB+
44,074
60
CNA
Financial
Corp
3.950%
5/15/24
BBB+
59,068
60
Cooperatieve
Rabobank
UA
4.375%
8/04/25
BBB+
57,974
140
Credit
Suisse
Group
AG
3.750%
3/26/25
BBB
130,535
10
Deutsche
Bank
AG/London
3.700%
5/30/24
BBB
9,695
190
Deutsche
Bank
AG/New
York
NY
3.700%
5/30/24
BBB
184,267
110
Discover
Bank
2.450%
9/12/24
BBB+
104,563
21
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Financials
(continued)
$
100
Fifth
Third
Bancorp
1.707%
11/01/27
BBB+
$
86,753
60
FS
KKR
Capital
Corp
3.400%
1/15/26
BBB-
54,717
100
Goldman
Sachs
Group
Inc/The
5.700%
11/01/24
A-
100,889
70
Goldman
Sachs
Group
Inc/The
3.750%
5/22/25
A-
68,163
100
Goldman
Sachs
Group
Inc/The
1.948%
10/21/27
A-
89,549
100
Goldman
Sachs
Group
Inc/The
3.615%
3/15/28
A-
95,211
100
Goldman
Sachs
Group
Inc/The
4.482%
8/23/28
A-
98,114
90
HSBC
Holdings
PLC
0.976%
5/24/25
A
85,142
160
HSBC
Holdings
PLC
4.300%
3/08/26
A
157,093
100
JPMorgan
Chase
&
Co
3.845%
6/14/25
A+
98,177
10
JPMorgan
Chase
&
Co
0.768%
8/09/25
A+
9,402
134
JPMorgan
Chase
&
Co
2.005%
3/13/26
A+
126,366
100
JPMorgan
Chase
&
Co
1.578%
4/22/27
A+
90,605
100
JPMorgan
Chase
&
Co
2.947%
2/24/28
A+
93,036
100
JPMorgan
Chase
&
Co
4.851%
7/25/28
A+
100,272
100
KeyCorp
3.878%
5/23/25
BBB+
96,630
140
Lloyds
Banking
Group
PLC
1.627%
5/11/27
A-
125,039
30
Main
Street
Capital
Corp
3.000%
7/14/26
BBB-
26,394
16
Marsh
&
McLennan
Cos
Inc
3.875%
3/15/24
A-
15,797
15
MetLife
Inc
3.600%
4/10/24
A-
14,759
110
Mitsubishi
UFJ
Financial
Group
Inc
0.953%
7/19/25
A
103,875
60
Mizuho
Financial
Group
Inc
2.651%
5/22/26
A
56,615
27
Morgan
Stanley
3.700%
10/23/24
A
26,476
50
Morgan
Stanley
0.790%
5/30/25
A
47,335
100
Morgan
Stanley
1.164%
10/21/25
A
93,612
100
Morgan
Stanley
2.630%
2/18/26
A
95,180
100
Morgan
Stanley
4.679%
7/17/26
A
99,175
110
Morgan
Stanley
1.593%
5/04/27
A
98,934
100
Nomura
Holdings
Inc
1.653%
7/14/26
BBB+
88,617
10
Oaktree
Specialty
Lending
Corp
2.700%
1/15/27
BBB-
8,649
60
Old
Republic
International
Corp
3.875%
8/26/26
BBB+
57,820
50
Owl
Rock
Capital
Corp
3.750%
7/22/25
BBB-
46,180
40
OWL
Rock
Core
Income
Corp
4.700%
2/08/27
Baa3
36,547
50
PNC
Financial
Services
Group
Inc/The
1.150%
8/13/26
A-
44,337
100
PNC
Financial
Services
Group
Inc/The
4.758%
1/26/27
A-
98,858
100
Progressive
Corp/The
2.500%
3/15/27
A
93,319
51
Prudential
Financial
Inc
5.200%
3/15/44
BBB+
48,694
10
Royal
Bank
of
Canada
0.750%
10/07/24
A+
9,399
50
Royal
Bank
of
Canada
1.200%
4/27/26
A+
45,511
30
Royal
Bank
of
Canada
2.050%
1/21/27
A+
27,430
81
Santander
Holdings
USA
Inc
3.500%
6/07/24
BBB
78,860
10
Santander
Holdings
USA
Inc
2.490%
1/06/28
BBB
8,770
100
State
Street
Corp
5.820%
11/04/28
A+
104,479
10
Symetra
Financial
Corp
4.250%
7/15/24
BBB+
9,937
60
Synchrony
Financial
4.375%
3/19/24
BBB-
58,734
10
Synchrony
Financial
4.875%
6/13/25
BBB-
9,449
20
Toronto-Dominion
Bank/The
2.350%
3/08/24
A
19,478
100
Toronto-Dominion
Bank/The
4.285%
9/13/24
A
98,874
50
Toronto-Dominion
Bank/The
1.200%
6/03/26
A
44,618
30
Toronto-Dominion
Bank/The
1.250%
9/10/26
A+
26,726
10
Truist
Financial
Corp
4.260%
7/28/26
A-
9,682
100
US
Bancorp
3.100%
4/27/26
A
93,765
10
Vornado
Realty
LP
2.150%
6/01/26
BBB-
8,296
110
Wells
Fargo
&
Co
3.550%
9/29/25
A
106,970
100
Wells
Fargo
&
Co
3.908%
4/25/26
A
97,512
100
Wells
Fargo
&
Co
4.540%
8/15/26
A
98,504
Total
Financials
7,662,633
Nuveen
Enhanced
Yield
1-5
Year
U.S.
Aggregate
Bond
ETF
(NUSA)
(contin-
ued)
Portfolio
of
Investments
April
30,
2023
22
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Industrial
-
7.0%
$
50
AbbVie
Inc
2.950%
11/21/26
BBB+
$
47,463
10
Amcor
Finance
USA
Inc
3.625%
4/28/26
BBB
9,625
50
American
Tower
Corp
3.650%
3/15/27
BBB
47,841
100
AT&T
Inc
1.700%
3/25/26
BBB
92,334
30
BAT
International
Finance
PLC
1.668%
3/25/26
BBB
27,315
20
Canadian
Pacific
Railway
Co
1.750%
12/02/26
BBB+
18,262
50
Cigna
Group/The
1.250%
3/15/26
BBB+
45,619
30
CNH
Industrial
Capital
LLC
1.450%
7/15/26
BBB
26,906
20
Constellation
Brands
Inc
4.350%
5/09/27
BBB-
19,838
40
Crown
Castle
Inc
2.900%
3/15/27
BBB
37,313
30
CVS
Health
Corp
2.875%
6/01/26
BBB
28,621
100
Dell
International
LLC
/
EMC
Corp
5.250%
2/01/28
BBB
101,236
10
DXC
Technology
Co
1.800%
9/15/26
BBB
8,787
100
Eastern
Energy
Gas
Holdings
LLC
2.500%
11/15/24
A-
96,222
100
eBay
Inc
1.400%
5/10/26
BBB+
91,107
100
Enbridge
Inc
7.375%
1/15/83
N/R
99,000
25
Equifax
Inc
2.600%
12/15/25
BBB
23,538
20
Equinix
Inc
1.450%
5/15/26
BBB
18,068
50
Fidelity
National
Information
Services
Inc
0.600%
3/01/24
BBB
47,941
70
Fiserv
Inc
2.750%
7/01/24
BBB
68,021
10
Fortive
Corp
3.150%
6/15/26
BBB+
9,562
100
General
Motors
Financial
Co
Inc
5.400%
4/06/26
BBB
100,053
80
Global
Payments
Inc
1.500%
11/15/24
BBB-
75,516
20
HCA
Inc,
144A
3.125%
3/15/27
BBB-
18,780
20
HP
Inc
1.450%
6/17/26
BBB
18,078
20
Kinder
Morgan
Inc
1.750%
11/15/26
BBB
18,073
30
Kraft
Heinz
Foods
Co
3.000%
6/01/26
BBB
28,726
10
Laboratory
Corp
of
America
Holdings
1.550%
6/01/26
BBB
9,041
50
Lowe's
Cos
Inc
4.800%
4/01/26
BBB+
50,359
100
Mastercard
Inc
4.875%
3/09/28
AA-
103,733
20
McKesson
Corp
1.300%
8/15/26
BBB+
17,959
10
Mondelez
International
Inc
2.625%
3/17/27
BBB+
9,367
25
Moody's
Corp
3.750%
3/24/25
BBB+
24,440
100
National
Fuel
Gas
Co
5.200%
7/15/25
BBB-
99,515
10
Northrop
Grumman
Corp
3.200%
2/01/27
BBB+
9,617
30
PayPal
Holdings
Inc
2.400%
10/01/24
A-
29,035
40
Raytheon
Technologies
Corp
2.650%
11/01/26
BBB+
37,753
10
Republic
Services
Inc
2.900%
7/01/26
BBB+
9,551
30
Rogers
Communications
Inc,
144A
3.200%
3/15/27
BBB-
28,132
20
Ryder
System
Inc
2.850%
3/01/27
BBB+
18,515
20
S&P
Global
Inc
2.450%
3/01/27
A-
18,764
30
Shire
Acquisitions
Investments
Ireland
DAC
3.200%
9/23/26
BBB+
28,594
100
T-Mobile
USA
Inc
3.750%
4/15/27
BBB
96,303
30
Utah
Acquisition
Sub
Inc
3.950%
6/15/26
BBB-
28,704
40
VMware
Inc
1.400%
8/15/26
BBB-
35,718
50
Warnemedia
Holdings
Inc
3.755%
3/15/27
N/R
47,120
Total
Industrial
1,926,065
Utility
-
15.4%
50
AES
Corp/The
1.375%
1/15/26
BBB-
45,322
50
Ameren
Corp
2.500%
9/15/24
BBB+
48,118
20
Ameren
Corp
1.950%
3/15/27
BBB+
18,082
100
American
Electric
Power
Co
Inc
1.000%
11/01/25
BBB
91,129
48
American
Water
Capital
Corp
3.850%
3/01/24
A-
47,566
10
American
Water
Capital
Corp
3.000%
12/01/26
A-
9,404
100
American
Water
Capital
Corp
2.950%
9/01/27
A-
94,617
60
Atmos
Energy
Corp
3.000%
6/15/27
A
56,849
45
Avangrid
Inc
3.150%
12/01/24
BBB
43,497
40
Berkshire
Hathaway
Energy
Co
4.050%
4/15/25
A-
39,564
70
Black
Hills
Corp
1.037%
8/23/24
BBB+
66,059
23
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Utility
(continued)
$
10
CenterPoint
Energy
Inc
2.500%
9/01/24
BBB
$
9,631
100
CenterPoint
Energy
Inc
1.450%
6/01/26
BBB
90,793
50
Consolidated
Edison
Co
of
New
York
Inc
2.900%
12/01/26
A-
46,952
61
Dominion
Energy
Inc
3.071%
8/15/24
BBB
59,313
40
Dominion
Energy
Inc
3.300%
3/15/25
BBB
38,641
100
Dominion
Energy
Inc
1.450%
4/15/26
BBB
90,928
80
DTE
Energy
Co
1.050%
6/01/25
BBB
73,920
100
Duke
Energy
Corp
0.900%
9/15/25
BBB
91,804
20
Duke
Energy
Corp
3.250%
1/15/82
BBB-
15,100
100
Duke
Energy
Florida
LLC
3.200%
1/15/27
A
96,076
65
Edison
International
4.950%
4/15/25
BBB
64,803
50
Emera
US
Finance
LP
0.833%
6/15/24
BBB-
47,369
70
Entergy
Louisiana
LLC
5.590%
10/01/24
A
70,620
9
Entergy
Louisiana
LLC
5.400%
11/01/24
A
9,074
150
Entergy
Louisiana
LLC
2.400%
10/01/26
A
139,959
19
Evergy
Inc
2.450%
9/15/24
BBB+
18,283
100
Evergy
Kansas
Central
Inc
2.550%
7/01/26
A
94,446
90
Eversource
Energy
0.800%
8/15/25
BBB+
82,148
100
Eversource
Energy
1.400%
8/15/26
BBB+
90,008
100
Eversource
Energy
2.900%
3/01/27
BBB+
94,164
50
Exelon
Corp
3.950%
6/15/25
BBB
49,034
60
Exelon
Corp
3.400%
4/15/26
BBB
57,946
100
Exelon
Corp
2.750%
3/15/27
BBB
93,807
10
Fortis
Inc/Canada
3.055%
10/04/26
BBB
9,439
166
Georgia
Power
Co
2.200%
9/15/24
BBB+
159,774
30
Interstate
Power
and
Light
Co
3.250%
12/01/24
BBB+
29,169
10
National
Rural
Utilities
Cooperative
Finance
Corp
3.450%
6/15/25
A
9,755
100
NextEra
Energy
Capital
Holdings
Inc
4.255%
9/01/24
BBB+
99,043
100
NextEra
Energy
Capital
Holdings
Inc
6.051%
3/01/25
BBB+
101,663
100
NextEra
Energy
Capital
Holdings
Inc
4.625%
7/15/27
BBB+
100,090
90
NiSource
Inc
0.950%
8/15/25
BBB
82,642
100
Pacific
Gas
and
Electric
Co
3.400%
8/15/24
BBB-
97,194
140
Pacific
Gas
and
Electric
Co
3.450%
7/01/25
BBB-
133,674
70
Pinnacle
West
Capital
Corp
1.300%
6/15/25
BBB+
64,811
40
PPL
Capital
Funding
Inc
3.100%
5/15/26
BBB+
38,272
70
Public
Service
Co
of
Colorado
2.900%
5/15/25
A+
67,551
200
Public
Service
Electric
and
Gas
Co
0.950%
3/15/26
A
181,945
100
San
Diego
Gas
&
Electric
Co
2.500%
5/15/26
A
94,788
40
Sempra
Energy
3.300%
4/01/25
BBB
38,837
100
Southern
California
Edison
Co
4.200%
6/01/25
A-
98,775
100
Southern
California
Edison
Co
5.300%
3/01/28
A-
102,699
250
Southern
California
Gas
Co
2.950%
4/15/27
A
236,548
180
Southern
Co/The
3.750%
9/15/51
BBB-
153,176
100
Southwestern
Electric
Power
Co
1.650%
3/15/26
BBB+
91,625
40
Tucson
Electric
Power
Co
3.050%
3/15/25
A-
38,653
100
Virginia
Electric
and
Power
Co
3.750%
5/15/27
A-
97,898
60
Wisconsin
Electric
Power
Co
3.100%
6/01/25
A
57,818
Total
Utility
4,270,865
Total
Corporate
Debt
(cost
$14,715,030)
13,859,563
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
X
7,774,332
U.S.
TREASURY
-
28.0%
X
7,774,332
$
82
United
States
Treasury
Note/Bond
1.750%
6/30/24
AAA
$
79,329
150
United
States
Treasury
Note/Bond
3.000%
7/31/24
AAA
147,135
70
United
States
Treasury
Note/Bond
1.250%
8/31/24
AAA
67,058
881
United
States
Treasury
Note/Bond
1.375%
1/31/25
AAA
839,531
100
United
States
Treasury
Note/Bond
0.250%
5/31/25
AAA
92,527
650
United
States
Treasury
Note/Bond
0.250%
7/31/25
AAA
598,787
200
United
States
Treasury
Note/Bond
0.375%
12/31/25
AAA
183,023
Nuveen
Enhanced
Yield
1-5
Year
U.S.
Aggregate
Bond
ETF
(NUSA)
(contin-
ued)
Portfolio
of
Investments
April
30,
2023
24
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
$
700
United
States
Treasury
Note/Bond
0.750%
4/30/26
AAA
$
641,266
850
United
States
Treasury
Note/Bond
0.750%
5/31/26
AAA
776,920
50
United
States
Treasury
Note/Bond
0.875%
6/30/26
AAA
45,844
100
United
States
Treasury
Note/Bond
1.125%
10/31/26
AA+
91,719
100
United
States
Treasury
Note/Bond
1.250%
12/31/26
AAA
91,867
900
United
States
Treasury
Note/Bond
1.875%
2/28/27
AAA
844,172
300
United
States
Treasury
Note/Bond
2.500%
3/31/27
AAA
287,883
850
United
States
Treasury
Note/Bond
2.625%
5/31/27
AAA
818,789
300
United
States
Treasury
Note/Bond
3.250%
6/30/27
AAA
296,051
250
United
States
Treasury
Note/Bond
2.750%
7/31/27
AAA
241,865
150
United
States
Treasury
Note/Bond
3.125%
8/31/27
AAA
147,363
100
United
States
Treasury
Note/Bond
3.875%
12/31/27
AAA
101,441
350
United
States
Treasury
Note/Bond
4.000%
2/29/28
AAA
357,711
200
United
States
Treasury
Note/Bond
3.625%
3/31/28
AAA
201,078
850
United
States
Treasury
Note/Bond
-
When
Issued
2.750%
4/30/27
AAA
822,973
Total
U.S.
Treasury
(cost
$8,181,701)
7,774,332
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
X
5,032,178
SECURITIZED
-
18.2%
X
5,032,178
$
50
AmeriCredit
Automobile
Receivables
Trust
2021-2
2021
2
1.010%
1/19/27
AA+
$
45,873
20
BA
Credit
Card
Trust
2021
A1
0.440%
9/15/26
AAA
19,117
50
BANK
2021-BNK34
2021
BN34
1.935%
6/15/63
AAA
45,241
100
Barclays
Dryrock
Issuance
Trust
2021
1
0.630%
7/15/27
AAA
94,118
100
Benchmark
2021-B29
Mortgage
Trust
2021
B29
2.024%
9/15/54
AAA
89,357
100
Capital
One
Multi-Asset
Execution
Trust
2021
A3
1.040%
11/15/26
AAA
94,401
100
CarMax
Auto
Owner
Trust
2022
1
1.470%
12/15/26
AAA
95,748
17
Carmax
Auto
Owner
Trust
2020-1
2020
1
1.890%
12/16/24
AAA
16,786
41
Carvana
Auto
Receivables
Trust
2022-N1
2022
N1,
144A
2.950%
12/11/28
AA
39,839
100
CNH
Equipment
Trust
2019-C
2019
C
2.350%
4/15/27
AAA
98,252
528
COMM
2014-CCRE16
Mortgage
Trust
2014
CR16
3.775%
4/10/47
AAA
517,995
121
COMM
2014-LC17
Mortgage
Trust
2014
LC17
3.648%
10/10/47
AAA
117,212
47
Dell
Equipment
Finance
Trust
2022
1,
144A
2.110%
8/23/27
AAA
46,186
100
Discover
Card
Execution
Note
Trust
2021
A1
0.580%
9/15/26
AAA
94,111
38
Exeter
Automobile
Receivables
Trust
2022-1
2022
1A
1.540%
7/15/25
AAA
37,722
48
Fannie
Mae
Pool
FN
MA3392
3.500%
6/01/33
N/R
47,205
83
Fannie
Mae
Pool
FN
MA3798
3.000%
10/01/34
N/R
79,427
23
Fannie
Mae
Pool
FN
MA3828
3.000%
11/01/34
N/R
21,811
24
Fannie
Mae
Pool
FN
MA3897
3.000%
1/01/35
N/R
23,419
279
Fannie
Mae
Pool
FN
MA3985
3.000%
4/01/35
N/R
265,568
310
Fannie
Mae
Pool
FN
MA4206
2.000%
12/01/35
N/R
280,185
52
Ford
Credit
Auto
Lease
Trust
2022-A
2022
A
2.780%
10/15/24
AAA
51,545
100
Ford
Credit
Auto
Owner
Trust
2020-B
2020
B
1.190%
1/15/26
AAA
96,354
89
Freddie
Mac
Gold
Pool
FG
G18642
3.500%
4/01/32
N/R
86,553
700
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2015
K046
3.205%
3/25/25
AAA
682,638
100
GM
Financial
Automobile
Leasing
Trust
2021-2
2021
2
0.690%
5/20/25
AA+
97,039
300
GS
Mortgage
Securities
Trust
2019-GC38
2019
GC38
3.872%
2/10/52
AAA
295,071
31
Honda
Auto
Receivables
2020-3
Owner
Trust
2020
3
0.370%
10/18/24
AAA
30,608
41
HPEFS
Equipment
Trust
2022
1A,
144A
1.020%
5/21/29
AAA
41,053
99
Jimmy
Johns
Funding
LLC
2022
1A,
144A
4.077%
4/30/52
BBB
90,878
50
John
Deere
Owner
Trust
2021
B
0.740%
5/15/28
AAA
46,424
200
JP
Morgan
Chase
Commercial
Mortgage
Securities
Trust
2013-C16
2013
C16
4.166%
12/15/46
AAA
198,270
84
Mercedes-Benz
Auto
Lease
Trust
2021-B
2021
B
0.400%
11/15/24
AAA
82,067
24
MMAF
Equipment
Finance
LLC
2019-A
2019
A,
144A
2.930%
3/10/26
AAA
23,863
300
Morgan
Stanley
Bank
of
America
Merrill
Lynch
Trust
2015-
C26
2015
C26
3.531%
10/15/48
AAA
287,319
100
Morgan
Stanley
Capital
I
Trust
2021-L5
2021
L5
1.518%
5/15/54
AAA
88,150
100
OneMain
Financial
Issuance
Trust
2022-S1
2022
S1,
144A
4.130%
5/14/35
AAA
97,218
79
Santander
Drive
Auto
Receivables
Trust
2021-2
2021
2
0.900%
6/15/26
AA+
77,684
50
Santander
Retail
Auto
Lease
Trust
2021-B
2021
B,
144A
0.540%
6/20/25
AAA
48,058
50
Santander
Retail
Auto
Lease
Trust
2021-B
2021
B,
144A
1.410%
11/20/25
BBB
47,461
25
Part
F
of
Form
N-PORT
was
prepared
in
accordance
with
U.S.
generally
accepted
accounting
principles
(“U.S.
GAAP”)
and
in
conformity
with
the
applicable
rules
and
regulations
of
the
U.S.
Securities
and
Exchange
Commission
(“SEC”)
related
to
interim
filings.
Part
F
of
Form
N-PORT
does
not
include
all
information
and
footnotes
required
by
U.S.
GAAP
for
complete
financial
statements.
Certain
footnote
disclosures
normally
included
in
financial
statements
prepared
in
accordance
with
U.S.
GAAP
have
been
condensed
or
omitted
from
this
report
pursuant
to
the
rules
of
the
SEC.
For
a
full
set
of
the
Fund’s
notes
to
financial
statements,
please
refer
to
the
Fund’s
most
recently
filed
annual
or
semi-annual
report.
Fair
Value
Measurements
The
Fund’s
investments
in
securities
are
recorded
at
their
estimated
fair
value
utilizing
valuation
methods
approved
by
the
Board
of
Directors/
Trustees.
Fair
value
is
defined
as
the
price
that
would
be
received
upon
selling
an
investment
or
transferring
a
liability
in
an
orderly
transaction
to
an
independent
buyer
in
the
principal
or
most
advantageous
market
for
the
investment.
U.S.
GAAP
establishes
the
three-tier
hierarchy
which
is
used
to
maximize
the
use
of
observable
market
data
and
minimize
the
use
of
unobservable
inputs
and
to
establish
classification
of
fair
value
measurements
for
disclosure
purposes.
Observable
inputs
reflect
the
assumptions
market
participants
would
use
in
pricing
the
asset
or
liability.
Observable
inputs
are
based
on
market
data
obtained
from
sources
independent
of
the
reporting
entity.
Unobservable
inputs
reflect
management’s
assumptions
about
the
assumptions
market
participants
would
use
in
pricing
the
asset
or
liability.
Unobservable
inputs
are
based
on
the
best
information
available
in
the
circumstances.
The
following
is
a
summary
of
the
three-tiered
hierarchy
of
valuation
input
levels.
Level
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
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
$
65
SoFi
Professional
Loan
Program
2020-C
Trust
2020
C,
144A
1.950%
2/15/46
AAA
$
58,908
100
Toyota
Auto
Receivables
2021-B
Owner
Trust
2021
B
0.530%
10/15/26
AAA
92,350
90
Verizon
Master
Trust
2021
1
0.500%
5/20/27
AAA
85,597
80
Wells
Fargo
Commercial
Mortgage
Trust
2016-C32
2016
C32
3.324%
1/15/59
Aaa
77,927
83
World
Omni
Auto
Receivables
Trust
2021-B
2021
B
0.420%
6/15/26
AAA
79,570
Total
Securitized
(cost
$5,474,432)
5,032,178
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
X
747,438
GOVERNMENT
RELATED
-
2.7%
X
747,438
Government
Agency
-
1.4%
$
100
Federal
Farm
Credit
Banks
Funding
Corp
4.500%
1/10/25
AAA
$
100,090
100
Federal
Home
Loan
Banks
5.000%
2/28/25
AA+
101,281
100
Federal
Home
Loan
Mortgage
Corp
5.150%
2/14/25
AAA
99,606
95
Kreditanstalt
fuer
Wiederaufbau
3.625%
4/01/26
AAA
94,443
Total
Government
Agency
395,420
Sovereign
Debt
-
1.3%
90
Asian
Development
Bank
4.250%
1/09/26
AAA
90,814
70
Canada
Government
International
Bond
3.750%
4/26/28
AAA
70,428
100
European
Investment
Bank
2.750%
8/15/25
AAA
97,446
100
International
Bank
for
Reconstruction
&
Development
0.625%
4/22/25
AAA
93,330
Total
Sovereign
Debt
352,018
Total
Government
Related
(cost
$744,457)
747,438
Total
Long-Term
Investments
(cost
$29,115,620)
27,413,511
Shares
Description
(1)
Coupon
Value
INVESTMENTS
PURCHASED
WITH
COLLATERAL
FROM
SECURITIES
LENDING
-
0.4%
X
116,628
MONEY
MARKET
FUNDS
-
0.4%
X
116,628
116,628
State
Street
Navigator
Securities
Lending
Government
Money
Market
Portfolio
(4)
4.840%(5)
$
116,628
Total
Money
Market
Funds
(cost
$116,628)
$
116,628
Total
Investments
Purchased
with
Collateral
from
Securities
Lending
(cost
$116,628)
116,628
Total
Investments
(cost
$
29,232,248
)
-
99
.3
%
27,530,139
Other
Assets
&
Liabilities,
Net
-
0.7%
187,893
Net
Assets
-
100%
$
27,718,032
Nuveen
Enhanced
Yield
1-5
Year
U.S.
Aggregate
Bond
ETF
(NUSA)
(contin-
ued)
Portfolio
of
Investments
April
30,
2023
26
investments).
The
following
table
summarizes
the
market
value
of
the
Fund's
investments
as
of
the
end
of
the
reporting
period,
based
on
the
inputs
used
to
value
them:
Level
1
Level
2
Level
3
Total
Long-Term
Investments:
Corporate
Debt
$
–
$
13,859,563
$
–
$
13,859,563
U.S.
Treasury
–
7,774,332
–
7,774,332
Securitized
–
5,032,178
–
5,032,178
Government
Related
–
747,438
–
747,438
Investments
Purchased
with
Collateral
from
Securities
Lending
116,628
–
–
116,628
Total
$
116,628
$
27,413,511
$
–
$
27,530,139
For
Fund
portfolio
compliance
purposes,
the
Fund’s
industry
classifications
refer
to
any
one
or
more
of
the
industry
sub-classifications
used
by
one
or
more
widely
recognized
market
indexes
or
ratings
group
indexes,
and/or
as
defined
by
Fund
management.
This
definition
may
not
apply
for
purposes
of
this
report,
which
may
combine
industry
sub-classifications
into
sectors
for
reporting
ease.
(1)
All
percentages
shown
in
the
Portfolio
of
Investments
are
based
on
net
assets.
(2)
The
Fund
uses
credit
quality
ratings
for
its
portfolio
securities
provided
by
Moody’s,
S&P
and
Fitch.
If
all
three
of
Moody’s,
S&P,
and
Fitch
provide
a
rating
for
a
security,
an
average
of
the
ratings
is
used;
if
two
of
the
three
agencies
rate
a
security,
an
average
of
the
two
is
used;
and
if
only
one
rating
agency
rates
a
security,
that
rating
is
used.
AAA,
AA,
A,
and
BBB
are
investment
grade
ratings;
BB,
B,
CCC/CC/C
and
D
are
below-investment
grade
ratings.
Credit
ratings
are
subject
to
change.
Holdings
designated
N/R
are
not
rated
by
Moody’s,
S&P
or
Fitch.
(3)
Investment,
or
a
portion
of
investment,
is
out
on
loan
for
securities
lending.
The
total
value
of
the
securities
out
on
loan
as
of
the
end
of
the
reporting
period
was
$111,860.
(4)
The
Fund
may
loan
securities
representing
up
to
one
third
of
the
market
value
of
its
total
assets
(which
includes
collateral
for
securities
on
loan)
to
broker
dealers,
banks,
and
other
institutions.
The
collateral
maintained
by
the
Fund
shall
have
a
market
value,
at
the
inception
of
each
loan,
equal
to
not
less
than
100%
of
the
market
value
of
the
loaned
securities.
The
cash
collateral
received
by
the
Fund
is
invested
in
this
money
market
fund.
(5)
The
rate
shown
is
the
one-day
yield
as
of
the
end
of
the
reporting
period.
144A
Investment
is
exempt
from
registration
under
Rule
144A
of
the
Securities
Act
of
1933,
as
amended.
These
investments
may
only
be
resold
in
transactions
exempt
from
registration,
which
are
normally
those
transactions
with
qualified
institutional
buyers.
27
Nuveen
ESG
High
Yield
Corporate
Bond
ETF
(NUHY)
Portfolio
of
Investments
April
30,
2023
(Unaudited)
Ya
n
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
LONG-TERM
INVESTMENTS
-
97.8%
X
100,946,040
CORPORATE
DEBT
-
97.8%
X
100,946,040
Financials
-
9.3%
$
110
Brookfield
Property
REIT
Inc
/
BPR
Cumulus
LLC
/
BPR
Nimbus
LLC
/
GGSI
Sellco
LL,
144A
5.750%
5/15/26
B+
$
99,831
250
Coinbase
Global
Inc,
144A
3.375%
10/01/28
BB
151,025
250
Coinbase
Global
Inc,
144A
3.625%
10/01/31
BB
139,705
140
Compass
Group
Diversified
Holdings
LLC,
144A
5.250%
4/15/29
B+
126,014
80
Curo
Group
Holdings
Corp,
144A
7.500%
8/01/28
CCC+
31,506
9
Diversified
Healthcare
Trust
4.375%
3/01/31
CCC-
5,670
1
Global
Aircraft
Leasing
Co
Ltd,
(cash
6.500%,
PIK
7.250%),
144A
6.500%
9/15/24
B
714
200
Global
Atlantic
Fin
Co,
144A
4.700%
10/15/51
BB+
159,822
170
HAT
Holdings
I
LLC
/
HAT
Holdings
II
LLC,
144A
3.375%
6/15/26
BB+
150,893
160
Howard
Hughes
Corp/The,
144A
5.375%
8/01/28
BB-
144,436
140
Howard
Hughes
Corp/The,
144A
4.375%
2/01/31
BB-
113,420
50
Icahn
Enterprises
LP
/
Icahn
Enterprises
Finance
Corp
4.750%
9/15/24
BB-
49,327
150
Kennedy-Wilson
Inc
5.000%
3/01/31
BB
113,710
260
Liberty
Mutual
Group
Inc,
144A
4.125%
12/15/51
BB+
209,625
150
MGIC
Investment
Corp
5.250%
8/15/28
BB+
143,346
200
Molina
Healthcare
Inc,
144A
4.375%
6/15/28
BB-
187,443
350
Molina
Healthcare
Inc,
144A
3.875%
11/15/30
BB-
308,746
70
Molina
Healthcare
Inc,
144A
3.875%
5/15/32
BB-
59,989
540
MPT
Operating
Partnership
LP
/
MPT
Finance
Corp
(3)
4.625%
8/01/29
BB+
408,792
100
Nationstar
Mortgage
Holdings
Inc,
144A
6.000%
1/15/27
B
94,750
100
Nationstar
Mortgage
Holdings
Inc,
144A
5.500%
8/15/28
B
89,250
910
Nationstar
Mortgage
Holdings
Inc,
144A
5.125%
12/15/30
B
745,381
300
Nationstar
Mortgage
Holdings
Inc,
144A
5.750%
11/15/31
B
249,523
300
OneMain
Finance
Corp
6.875%
3/15/25
BB
293,484
300
OneMain
Finance
Corp
7.125%
3/15/26
BB
292,362
467
OneMain
Finance
Corp
6.625%
1/15/28
BB
433,143
200
Park
Intermediate
Holdings
LLC
/
PK
Domestic
Property
LLC
/
PK
Finance
Co-Issuer,
144A
7.500%
6/01/25
B+
201,000
450
Park
Intermediate
Holdings
LLC
/
PK
Domestic
Property
LLC
/
PK
Finance
Co-Issuer,
144A
5.875%
10/01/28
B+
415,125
350
Park
Intermediate
Holdings
LLC
/
PK
Domestic
Property
LLC
/
PK
Finance
Co-Issuer,
144A
4.875%
5/15/29
B+
302,750
200
PennyMac
Financial
Services
Inc,
144A
5.375%
10/15/25
B+
188,796
275
PennyMac
Financial
Services
Inc,
144A
5.750%
9/15/31
B+
229,652
760
PROG
Holdings
Inc,
144A
6.000%
11/15/29
B+
684,000
430
RHP
Hotel
Properties
LP
/
RHP
Finance
Corp
4.750%
10/15/27
B+
404,200
390
RHP
Hotel
Properties
LP
/
RHP
Finance
Corp,
144A
4.500%
2/15/29
B+
351,175
400
Rocket
Mortgage
LLC
/
Quicken
Loans
Co-Issuer
Inc,
144A
2.875%
10/15/26
BB+
356,036
300
Rocket
Mortgage
LLC
/
Quicken
Loans
Co-Issuer
Inc,
144A
3.625%
3/01/29
BB+
253,656
300
Rocket
Mortgage
LLC
/
Quicken
Loans
Co-Issuer
Inc,
144A
3.875%
3/01/31
BB+
242,281
200
Rocket
Mortgage
LLC
/
Quicken
Loans
Co-Issuer
Inc,
144A
4.000%
10/15/33
BB+
156,500
100
SLM
Corp
4.200%
10/29/25
BB+
92,375
1
SLM
Corp
3.125%
11/02/26
BB+
875
110
Starwood
Property
Trust
Inc,
144A
4.375%
1/15/27
BB-
94,845
260
UniCredit
SpA,
144A
5.459%
6/30/35
BB+
221,529
370
XHR
LP,
144A
6.375%
8/15/25
B+
364,844
260
XHR
LP,
144A
4.875%
6/01/29
B+
225,657
Total
Financials
9,587,203
Nuveen
ESG
High
Yield
Corporate
Bond
ETF
(NUHY)
(continued)
Portfolio
of
Investments
April
30,
2023
(Unaudited)
28
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Industrial
-
87.3%
$
92
1011778
BC
ULC
/
New
Red
Finance
Inc,
144A
3.875%
1/15/28
BB
$
86,290
200
180
Medical
Inc,
144A
3.875%
10/15/29
BB
178,111
100
ACCO
Brands
Corp,
144A
4.250%
3/15/29
BB-
84,277
260
AdaptHealth
LLC,
144A
4.625%
8/01/29
B
210,703
300
AdaptHealth
LLC,
144A
(3)
5.125%
3/01/30
B
248,250
200
Air
Canada,
144A
3.875%
8/15/26
BB
185,137
250
Albertsons
Cos
Inc
/
Safeway
Inc
/
New
Albertsons
LP
/
Albertsons
LLC,
144A
3.250%
3/15/26
BB-
235,114
500
Albertsons
Cos
Inc
/
Safeway
Inc
/
New
Albertsons
LP
/
Albertsons
LLC,
144A
4.625%
1/15/27
BB-
483,348
250
Albertsons
Cos
Inc
/
Safeway
Inc
/
New
Albertsons
LP
/
Albertsons
LLC,
144A
5.875%
2/15/28
BB-
247,485
200
Albertsons
Cos
Inc
/
Safeway
Inc
/
New
Albertsons
LP
/
Albertsons
LLC,
144A
4.875%
2/15/30
BB-
186,500
150
Allison
Transmission
Inc,
144A
5.875%
6/01/29
BB
147,721
100
Allison
Transmission
Inc,
144A
3.750%
1/30/31
BB
85,359
280
AMC
Entertainment
Holdings
Inc,
(cash
10.000%,
PIK
12.000%),
144A
10.000%
6/15/26
CCC-
189,077
300
AMC
Entertainment
Holdings
Inc,
144A
7.500%
2/15/29
CCC+
217,500
10
AMC
Networks
Inc
4.250%
2/15/29
BB-
6,928
100
American
Airlines
Group
Inc,
144A
3.750%
3/01/25
CCC
94,193
380
American
Axle
&
Manufacturing
Inc
(3)
5.000%
10/01/29
B
315,537
180
Amkor
Technology
Inc,
144A
6.625%
9/15/27
BB
180,179
100
AMN
Healthcare
Inc,
144A
4.625%
10/01/27
BB-
93,238
100
Antero
Midstream
Partners
LP
/
Antero
Midstream
Finance
Corp,
144A
7.875%
5/15/26
BB-
102,677
500
Antero
Midstream
Partners
LP
/
Antero
Midstream
Finance
Corp,
144A
5.750%
1/15/28
BB-
484,320
100
Antero
Midstream
Partners
LP
/
Antero
Midstream
Finance
Corp,
144A
5.375%
6/15/29
BB
93,638
200
APX
Group
Inc,
144A
5.750%
7/15/29
B
178,658
900
Aramark
Services
Inc,
144A
6.375%
5/01/25
B+
900,000
420
Archrock
Partners
LP
/
Archrock
Partners
Finance
Corp,
144A
6.875%
4/01/27
B+
412,676
740
Archrock
Partners
LP
/
Archrock
Partners
Finance
Corp,
144A
6.250%
4/01/28
B+
710,356
80
Ardagh
Metal
Packaging
Finance
USA
LLC
/
Ardagh
Metal
Packaging
Finance
PLC,
144A
4.000%
9/01/29
B
65,165
200
Asbury
Automotive
Group
Inc,
144A
4.625%
11/15/29
BB
178,002
100
Asbury
Automotive
Group
Inc,
144A
5.000%
2/15/32
BB
86,163
120
ASGN
Inc,
144A
4.625%
5/15/28
BB-
110,894
710
Aston
Martin
Capital
Holdings
Ltd,
144A
10.500%
11/30/25
CCC+
697,757
380
Avantor
Funding
Inc,
144A
4.625%
7/15/28
BB-
355,443
100
Avantor
Funding
Inc,
144A
3.875%
11/01/29
BB-
88,086
120
Avient
Corp,
144A
5.750%
5/15/25
BB-
119,913
100
Avis
Budget
Car
Rental
LLC
/
Avis
Budget
Finance
Inc,
144A
(3)
4.750%
4/01/28
B+
89,750
330
Avis
Budget
Car
Rental
LLC
/
Avis
Budget
Finance
Inc,
144A
(3)
5.375%
3/01/29
B+
299,348
160
Axalta
Coating
Systems
LLC,
144A
3.375%
2/15/29
B+
138,360
190
Axalta
Coating
Systems
LLC
/
Axalta
Coating
Systems
Dutch
Holding
B
BV,
144A
(3)
4.750%
6/15/27
B+
183,503
80
Ball
Corp
4.875%
3/15/26
BB+
79,221
220
Ball
Corp
2.875%
8/15/30
BB+
184,311
200
Ball
Corp
3.125%
9/15/31
BB+
166,571
230
Bath
&
Body
Works
Inc,
144A
6.625%
10/01/30
BB
220,792
400
Bausch
Health
Cos
Inc,
144A
6.125%
2/01/27
B
288,226
400
Bausch
Health
Cos
Inc,
144A
5.750%
8/15/27
B
276,492
100
Bausch
Health
Cos
Inc,
144A
4.875%
6/01/28
B-
65,875
720
Bausch
Health
Cos
Inc,
144A
11.000%
9/30/28
CCC+
580,500
140
Bausch
Health
Cos
Inc,
144A
14.000%
10/15/30
CCC
89,600
29
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Industrial
(continued)
$
150
Black
Knight
InfoServ
LLC,
144A
3.625%
9/01/28
BB-
$
135,375
200
Block
Inc
2.750%
6/01/26
BB
181,002
150
Block
Inc
3.500%
6/01/31
BB
122,204
60
Bombardier
Inc,
144A
(3)
7.875%
4/15/27
B-
59,824
200
Brookfield
Residential
Properties
Inc
/
Brookfield
Residential
US
LLC,
144A
6.250%
9/15/27
B+
183,250
200
Brookfield
Residential
Properties
Inc
/
Brookfield
Residential
US
LLC,
144A
4.875%
2/15/30
B+
156,000
60
Builders
FirstSource
Inc,
144A
5.000%
3/01/30
BB-
56,019
371
Builders
FirstSource
Inc,
144A
4.250%
2/01/32
BB-
325,063
260
Cable
One
Inc,
144A
4.000%
11/15/30
B
211,432
100
Camelot
Finance
SA,
144A
4.500%
11/01/26
B+
94,708
30
Carnival
Corp,
144A
9.875%
8/01/27
B+
30,757
146
Carvana
Co,
144A
10.250%
5/01/30
C
80,056
500
Catalent
Pharma
Solutions
Inc,
144A
5.000%
7/15/27
B+
480,000
400
Catalent
Pharma
Solutions
Inc,
144A
3.125%
2/15/29
B+
340,411
500
Catalent
Pharma
Solutions
Inc,
144A
(3)
3.500%
4/01/30
B+
423,952
400
CCO
Holdings
LLC
/
CCO
Holdings
Capital
Corp,
144A
5.375%
6/01/29
BB-
366,847
550
CCO
Holdings
LLC
/
CCO
Holdings
Capital
Corp,
144A
4.750%
3/01/30
BB-
473,218
610
CCO
Holdings
LLC
/
CCO
Holdings
Capital
Corp,
144A
4.500%
8/15/30
BB-
512,217
810
CCO
Holdings
LLC
/
CCO
Holdings
Capital
Corp,
144A
4.250%
2/01/31
BB-
663,399
320
CCO
Holdings
LLC
/
CCO
Holdings
Capital
Corp,
144A
4.750%
2/01/32
BB-
264,794
600
CCO
Holdings
LLC
/
CCO
Holdings
Capital
Corp
4.500%
5/01/32
BB-
480,345
200
CCO
Holdings
LLC
/
CCO
Holdings
Capital
Corp,
144A
4.500%
6/01/33
BB-
159,203
200
CCO
Holdings
LLC
/
CCO
Holdings
Capital
Corp,
144A
4.250%
1/15/34
BB-
152,348
210
CGG
SA,
144A
8.750%
4/01/27
B-
180,651
110
Charles
River
Laboratories
International
Inc,
144A
3.750%
3/15/29
BB
96,518
800
Chart
Industries
Inc,
144A
7.500%
1/01/30
B+
824,000
800
Chart
Industries
Inc,
144A
9.500%
1/01/31
B
847,000
710
Chemours
Co/The,
144A
5.750%
11/15/28
B+
631,035
420
Chemours
Co/The,
144A
4.625%
11/15/29
B+
345,909
300
CHS/Community
Health
Systems
Inc,
144A
8.000%
3/15/26
B-
297,283
800
CHS/Community
Health
Systems
Inc,
144A
5.625%
3/15/27
B
738,217
650
CHS/Community
Health
Systems
Inc,
144A
(3)
8.000%
12/15/27
B-
643,795
100
CHS/Community
Health
Systems
Inc,
144A
6.875%
4/01/28
CCC-
73,823
800
CHS/Community
Health
Systems
Inc,
144A
6.000%
1/15/29
B-
709,000
300
CHS/Community
Health
Systems
Inc,
144A
6.875%
4/15/29
CCC
221,982
300
CHS/Community
Health
Systems
Inc,
144A
6.125%
4/01/30
CCC
213,516
200
CHS/Community
Health
Systems
Inc,
144A
5.250%
5/15/30
B-
166,693
250
CHS/Community
Health
Systems
Inc,
144A
4.750%
2/15/31
B-
201,685
400
Cimpress
PLC
7.000%
6/15/26
CCC+
334,888
350
Cinemark
USA
Inc,
144A
(3)
5.250%
7/15/28
B
312,118
418
Clarivate
Science
Holdings
Corp,
144A
3.875%
7/01/28
B+
376,116
970
Clarivate
Science
Holdings
Corp,
144A
(3)
4.875%
7/01/29
CCC+
873,574
310
Clear
Channel
Outdoor
Holdings
Inc,
144A
5.125%
8/15/27
B
280,011
420
Clear
Channel
Outdoor
Holdings
Inc,
144A
(3)
7.750%
4/15/28
CCC
318,694
410
Clear
Channel
Outdoor
Holdings
Inc,
144A
(3)
7.500%
6/01/29
CCC
303,398
100
Cogent
Communications
Group
Inc,
144A
3.500%
5/01/26
BB-
92,970
262
Commscope
Inc,
144A
6.000%
3/01/26
B
250,232
490
Commscope
Inc,
144A
(3)
8.250%
3/01/27
CCC+
378,827
110
Commscope
Inc,
144A
(3)
7.125%
7/01/28
CCC+
78,925
355
Commscope
Inc,
144A
4.750%
9/01/29
B
286,679
260
Consensus
Cloud
Solutions
Inc,
144A
6.500%
10/15/28
B
227,500
100
Consolidated
Communications
Inc,
144A
6.500%
10/01/28
B-
78,000
190
Cornerstone
Building
Brands
Inc,
144A
6.125%
1/15/29
CCC+
142,975
300
Covanta
Holding
Corp,
144A
4.875%
12/01/29
B
267,000
100
Crestwood
Midstream
Partners
LP
/
Crestwood
Midstream
Finance
Corp,
144A
5.625%
5/01/27
BB
95,963
110
Crestwood
Midstream
Partners
LP
/
Crestwood
Midstream
Finance
Corp,
144A
6.000%
2/01/29
BB-
103,675
Nuveen
ESG
High
Yield
Corporate
Bond
ETF
(NUHY)
(continued)
Portfolio
of
Investments
April
30,
2023
(Unaudited)
30
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Industrial
(continued)
$
12
Crowdstrike
Holdings
Inc
3.000%
2/15/29
BB-
$
10,438
150
Crown
Americas
LLC
/
Crown
Americas
Capital
Corp
VI
4.750%
2/01/26
BB
147,050
130
Darling
Ingredients
Inc,
144A
5.250%
4/15/27
BB+
127,387
760
DaVita
Inc,
144A
4.625%
6/01/30
B+
662,012
480
DaVita
Inc,
144A
3.750%
2/15/31
B+
386,532
100
Delta
Air
Lines
Inc
2.900%
10/28/24
BB+
96,452
100
Delta
Air
Lines
Inc
7.375%
1/15/26
BB+
105,397
200
Diamond
BC
BV,
144A
4.625%
10/01/29
CCC+
196,511
220
Diamond
Sports
Group
LLC
/
Diamond
Sports
Finance
Co,
144A
(4)
6.625%
8/15/27
N/R
6,600
318
Diebold
Nixdorf
Inc,
144A
(3)
9.375%
7/15/25
CCC
139,799
500
Directv
Financing
LLC
/
Directv
Financing
Co-Obligor
Inc,
144A
5.875%
8/15/27
BB
438,785
100
DT
Midstream
Inc,
144A
4.125%
6/15/29
BB+
88,625
141
DT
Midstream
Inc,
144A
4.375%
6/15/31
BB+
122,602
50
Dycom
Industries
Inc,
144A
4.500%
4/15/29
BB-
45,639
210
Edgewell
Personal
Care
Co,
144A
5.500%
6/01/28
BB-
200,975
50
Edgewell
Personal
Care
Co,
144A
4.125%
4/01/29
BB-
44,292
400
Elanco
Animal
Health
Inc
6.650%
8/28/28
B+
389,452
150
Elastic
NV,
144A
4.125%
7/15/29
B+
129,780
150
Encompass
Health
Corp
4.500%
2/01/28
B+
141,428
400
Encompass
Health
Corp
4.750%
2/01/30
B+
368,871
90
Energizer
Holdings
Inc,
144A
4.750%
6/15/28
B
80,936
150
EnLink
Midstream
LLC,
144A
5.625%
1/15/28
BB+
147,734
450
EQM
Midstream
Partners
LP,
144A
6.500%
7/01/27
BB-
438,754
300
EQM
Midstream
Partners
LP
5.500%
7/15/28
BB-
273,457
12
EQM
Midstream
Partners
LP,
144A
7.500%
6/01/30
BB-
11,648
100
Fair
Isaac
Corp,
144A
4.000%
6/15/28
BB
93,153
215
Gap
Inc/The,
144A
3.625%
10/01/29
B+
152,232
355
Gartner
Inc,
144A
4.500%
7/01/28
BB+
333,620
4
Gartner
Inc,
144A
3.625%
6/15/29
BB+
3,541
440
Gates
Global
LLC
/
Gates
Corp,
144A
6.250%
1/15/26
B-
435,600
150
Gen
Digital
Inc,
144A
6.750%
9/30/27
BB-
151,158
150
Gen
Digital
Inc,
144A
7.125%
9/30/30
BB-
150,676
110
Glatfelter
Corp,
144A
(3)
4.750%
11/15/29
B
78,314
200
Go
Daddy
Operating
Co
LLC
/
GD
Finance
Co
Inc,
144A
5.250%
12/01/27
BB-
192,097
140
Grand
Canyon
University
4.125%
10/01/24
BB+
133,056
350
Gray
Television
Inc,
144A
7.000%
5/15/27
B
283,399
100
Gray
Television
Inc,
144A
4.750%
10/15/30
B
64,598
30
Griffon
Corp
5.750%
3/01/28
B-
27,677
640
GrubHub
Holdings
Inc,
144A
5.500%
7/01/27
B-
467,200
750
Hawaiian
Brand
Intellectual
Property
Ltd
/
HawaiianMiles
Loyalty
Ltd,
144A
5.750%
1/20/26
B+
698,714
100
Herbalife
Nutrition
Ltd
/
HLF
Financing
Inc,
144A
7.875%
9/01/25
B+
95,698
1,010
Herc
Holdings
Inc,
144A
5.500%
7/15/27
B+
964,534
350
Hertz
Corp/The,
144A
4.625%
12/01/26
B+
315,231
90
Hertz
Corp/The,
144A
5.000%
12/01/29
B
73,631
200
Hilton
Domestic
Operating
Co
Inc,
144A
5.750%
5/01/28
BB
199,516
200
Hilton
Domestic
Operating
Co
Inc
3.750%
5/01/29
BB
180,272
60
Hilton
Domestic
Operating
Co
Inc
4.875%
1/15/30
BB
56,965
200
Hilton
Domestic
Operating
Co
Inc,
144A
4.000%
5/01/31
BB
176,895
310
Hilton
Grand
Vacations
Borrower
Escrow
LLC
/
Hilton
Grand
Vacations
Borrower
Esc,
144A
5.000%
6/01/29
B
280,572
208
Hilton
Grand
Vacations
Borrower
Escrow
LLC
/
Hilton
Grand
Vacations
Borrower
Esc,
144A
4.875%
7/01/31
B
181,963
100
HLF
Financing
Sarl
LLC
/
Herbalife
International
Inc,
144A
4.875%
6/01/29
B+
76,552
170
Hologic
Inc,
144A
3.250%
2/15/29
BB
152,800
100
Horizon
Therapeutics
USA
Inc,
144A
5.500%
8/01/27
B+
102,750
7
Howmet
Aerospace
Inc
6.875%
5/01/25
BB+
7,209
150
iHeartCommunications
Inc
6.375%
5/01/26
B+
128,675
300
iHeartCommunications
Inc
(3)
8.375%
5/01/27
B-
197,966
31
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Industrial
(continued)
$
154
iHeartCommunications
Inc,
144A
5.250%
8/15/27
BB-
$
121,634
150
iHeartCommunications
Inc,
144A
4.750%
1/15/28
B+
116,754
250
II-VI
Inc,
144A
5.000%
12/15/29
B+
225,033
120
Ingevity
Corp,
144A
3.875%
11/01/28
BB-
105,307
1,550
Intelsat
Jackson
Holdings
SA,
144A
6.500%
3/15/30
B+
1,430,348
200
IQVIA
Inc,
144A
5.000%
5/15/27
BB-
195,136
120
Iron
Mountain
Inc,
144A
5.250%
3/15/28
BB-
115,423
100
Iron
Mountain
Inc,
144A
5.000%
7/15/28
BB-
94,122
390
Iron
Mountain
Inc,
144A
4.875%
9/15/29
BB-
355,707
111
Iron
Mountain
Inc,
144A
5.250%
7/15/30
BB-
102,234
160
Iron
Mountain
Information
Management
Services
Inc,
144A
5.000%
7/15/32
BB-
140,159
320
ITT
Holdings
LLC,
144A
6.500%
8/01/29
B
265,686
10
Lamar
Media
Corp
(3)
4.000%
2/15/30
BB-
8,971
150
Lamb
Weston
Holdings
Inc,
144A
4.875%
5/15/28
BB-
147,145
250
Level
3
Financing
Inc,
144A
4.250%
7/01/28
BB-
145,737
901
Level
3
Financing
Inc,
144A
10.500%
5/15/30
BB
863,009
300
Lions
Gate
Capital
Holdings
LLC,
144A
5.500%
4/15/29
B-
218,547
50
Lithia
Motors
Inc,
144A
3.875%
6/01/29
BB
43,281
100
Lumen
Technologies
Inc,
144A
4.000%
2/15/27
BB-
66,780
33
Macy's
Retail
Holdings
LLC,
144A
(3)
5.875%
4/01/29
BB+
30,229
460
Marriott
Ownership
Resorts
Inc,
144A
4.500%
6/15/29
B+
401,672
150
Masonite
International
Corp,
144A
5.375%
2/01/28
BB
144,375
160
Match
Group
Holdings
II
LLC,
144A
4.625%
6/01/28
BB-
147,600
160
Match
Group
Holdings
II
LLC,
144A
4.125%
8/01/30
BB-
136,757
160
Match
Group
Holdings
II
LLC,
144A
3.625%
10/01/31
BB-
130,704
160
Mattel
Inc,
144A
3.375%
4/01/26
BBB-
151,343
162
Mattel
Inc,
144A
3.750%
4/01/29
BBB-
146,214
120
Maxar
Technologies
Inc,
144A
7.750%
6/15/27
B
127,168
100
McGraw-Hill
Education
Inc,
144A
5.750%
8/01/28
B
88,822
140
McGraw-Hill
Education
Inc,
144A
8.000%
8/01/29
CCC
120,400
120
Mercer
International
Inc
5.125%
2/01/29
B+
100,208
64
Methanex
Corp
5.125%
10/15/27
BB+
61,144
150
Methanex
Corp
5.250%
12/15/29
BB+
140,758
130
Michaels
Cos
Inc/The,
144A
5.250%
5/01/28
B+
107,095
200
ModivCare
Inc,
144A
5.875%
11/15/25
B
191,104
123
MPH
Acquisition
Holdings
LLC,
144A
5.500%
9/01/28
BB-
94,027
50
Murphy
Oil
USA
Inc
4.750%
9/15/29
BB
46,375
100
Murphy
Oil
USA
Inc,
144A
3.750%
2/15/31
BB
85,544
50
NCL
Corp
Ltd,
144A
3.625%
12/15/24
CCC+
46,878
200
NCL
Corp
Ltd,
144A
5.875%
3/15/26
CCC+
172,273
200
NCL
Corp
Ltd,
144A
5.875%
2/15/27
B+
188,655
200
NCL
Corp
Ltd,
144A
8.375%
2/01/28
B+
201,196
310
NCL
Corp
Ltd,
144A
7.750%
2/15/29
CCC+
262,490
303
NCR
Corp,
144A
5.750%
9/01/27
B
297,333
481
NCR
Corp,
144A
5.000%
10/01/28
B
419,515
250
NCR
Corp,
144A
5.125%
4/15/29
B
216,250
3
NCR
Corp,
144A
6.125%
9/01/29
B
2,940
300
New
Fortress
Energy
Inc,
144A
6.750%
9/15/25
BB-
285,701
300
New
Fortress
Energy
Inc,
144A
6.500%
9/30/26
BB-
276,249
100
Newell
Brands
Inc
4.875%
6/01/25
BB+
97,307
250
Nexstar
Media
Inc,
144A
5.625%
7/15/27
B
234,795
688
Nexstar
Media
Inc,
144A
4.750%
11/01/28
B
604,688
100
Nissan
Motor
Acceptance
Co
LLC,
144A
2.000%
3/09/26
BBB-
88,126
100
Nissan
Motor
Acceptance
Co
LLC,
144A
2.750%
3/09/28
BBB-
83,211
200
Nissan
Motor
Co
Ltd,
144A
3.522%
9/17/25
BBB-
187,112
200
Nissan
Motor
Co
Ltd
4.345%
9/17/27
BBB-
183,281
200
Nissan
Motor
Co
Ltd,
144A
4.810%
9/17/30
BBB-
175,912
71
Nordstrom
Inc
4.375%
4/01/30
BB+
55,526
250
NuStar
Logistics
LP
5.750%
10/01/25
BB-
245,183
150
NuStar
Logistics
LP
6.000%
6/01/26
BB-
147,611
Nuveen
ESG
High
Yield
Corporate
Bond
ETF
(NUHY)
(continued)
Portfolio
of
Investments
April
30,
2023
(Unaudited)
32
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Industrial
(continued)
$
150
NuStar
Logistics
LP
6.375%
10/01/30
BB-
$
144,452
60
ON
Semiconductor
Corp,
144A
3.875%
9/01/28
BB
54,004
200
Open
Text
Corp,
144A
3.875%
2/15/28
BB-
177,222
200
Open
Text
Holdings
Inc,
144A
4.125%
12/01/31
BB-
165,533
310
Option
Care
Health
Inc,
144A
4.375%
10/31/29
B-
278,734
700
ORGANON
&
CO/ORG,
144A
4.125%
4/30/28
BB
644,003
710
ORGANON
&
CO/ORG,
144A
5.125%
4/30/31
BB-
632,641
200
Outfront
Media
Capital
LLC
/
Outfront
Media
Capital
Corp,
144A
5.000%
8/15/27
B+
184,662
500
Outfront
Media
Capital
LLC
/
Outfront
Media
Capital
Corp,
144A
4.250%
1/15/29
B
428,252
100
Outfront
Media
Capital
LLC
/
Outfront
Media
Capital
Corp,
144A
4.625%
3/15/30
B
84,423
280
Owens
&
Minor
Inc,
144A
4.500%
3/31/29
B
224,568
20
Pactiv
Evergreen
Group
Issuer
Inc/Pactiv
Evergreen
Group
Issuer
LLC,
144A
4.375%
9/30/28
B+
17,612
120
Parkland
Corp,
144A
5.875%
7/15/27
BB-
116,852
391
Performance
Food
Group
Inc,
144A
5.500%
10/15/27
B
383,210
185
Performance
Food
Group
Inc,
144A
4.250%
8/01/29
BB-
168,415
100
Post
Holdings
Inc,
144A
5.625%
1/15/28
B
97,710
100
Post
Holdings
Inc,
144A
4.500%
9/15/31
B
87,508
250
PRA
Health
Sciences
Inc,
144A
2.875%
7/15/26
BB+
228,177
120
Prestige
Brands
Inc,
144A
3.750%
4/01/31
B+
101,707
200
Prime
Security
Services
Borrower
LLC
/
Prime
Finance
Inc,
144A
5.750%
4/15/26
BB-
198,493
1,350
Prime
Security
Services
Borrower
LLC
/
Prime
Finance
Inc,
144A
6.250%
1/15/28
B-
1,264,324
100
PTC
Inc,
144A
3.625%
2/15/25
BB-
96,438
100
PTC
Inc,
144A
4.000%
2/15/28
BB-
92,983
760
Rackspace
Technology
Global
Inc,
144A
3.500%
2/15/28
B+
315,400
210
Rackspace
Technology
Global
Inc,
144A
5.375%
12/01/28
CCC-
49,833
501
Rakuten
Group
Inc,
144A
5.125%
N/A
(5)
B
320,974
555
Rakuten
Group
Inc,
144A
6.250%
N/A
(5)
B
317,144
410
Realogy
Group
LLC
/
Realogy
Co-Issuer
Corp,
144A
5.750%
1/15/29
B
304,425
380
Rite
Aid
Corp,
144A
8.000%
11/15/26
CCC-
205,590
300
ROBLOX
Corp,
144A
3.875%
5/01/30
BB
253,260
350
Royal
Caribbean
Cruises
Ltd,
144A
11.500%
6/01/25
BB-
371,438
200
Royal
Caribbean
Cruises
Ltd,
144A
5.500%
8/31/26
B-
183,344
200
Royal
Caribbean
Cruises
Ltd,
144A
5.375%
7/15/27
B-
177,560
50
SABRE
GLBL
INC,
144A
9.250%
4/15/25
B-
46,125
840
SBA
Communications
Corp
3.875%
2/15/27
BB-
783,471
100
Scripps
Escrow
Inc,
144A
5.875%
7/15/27
B
71,713
260
Seagate
HDD
Cayman
4.091%
6/01/29
BB
225,430
8
Seagate
HDD
Cayman,
144A
9.625%
12/01/32
BB
8,553
580
SeaWorld
Parks
&
Entertainment
Inc,
144A
5.250%
8/15/29
B-
522,017
1,140
Select
Medical
Corp,
144A
6.250%
8/15/26
B-
1,116,555
220
Sensata
Technologies
BV,
144A
4.000%
4/15/29
BB-
198,812
100
Sensata
Technologies
Inc,
144A
3.750%
2/15/31
BB-
86,874
183
Service
Corp
International/US
5.125%
6/01/29
BB-
176,138
320
Service
Corp
International/US
4.000%
5/15/31
BB-
282,006
300
Sinclair
Television
Group
Inc,
144A
4.125%
12/01/30
BB-
238,602
235
Sirius
XM
Radio
Inc,
144A
3.125%
9/01/26
BB-
210,320
310
Sirius
XM
Radio
Inc,
144A
5.000%
8/01/27
BB-
285,139
92
Sirius
XM
Radio
Inc,
144A
4.000%
7/15/28
BB-
77,680
360
Sirius
XM
Radio
Inc,
144A
5.500%
7/01/29
BB-
320,663
300
Sirius
XM
Radio
Inc,
144A
4.125%
7/01/30
BB-
240,629
240
Sirius
XM
Radio
Inc,
144A
3.875%
9/01/31
BB-
181,361
380
Sotheby's,
144A
7.375%
10/15/27
B
356,262
100
Spectrum
Brands
Inc,
144A
3.875%
3/15/31
B
82,000
650
Spirit
AeroSystems
Inc,
144A
7.500%
4/15/25
B-
645,773
200
Spirit
Loyalty
Cayman
Ltd
/
Spirit
IP
Cayman
Ltd,
144A
8.000%
9/20/25
BB
201,872
33
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Industrial
(continued)
$
150
SPX
FLOW
Inc,
144A
(3)
8.750%
4/01/30
CCC
$
125,639
10
SS&C
Technologies
Inc,
144A
5.500%
9/30/27
B
9,679
200
Stagwell
Global
LLC
5.625%
8/15/29
B
173,880
500
Studio
City
Finance
Ltd,
144A
6.000%
7/15/25
B+
459,765
200
Studio
City
Finance
Ltd,
144A
6.500%
1/15/28
B+
172,463
400
Studio
City
Finance
Ltd,
144A
5.000%
1/15/29
B+
313,040
300
Suburban
Propane
Partners
LP/Suburban
Energy
Finance
Corp,
144A
5.000%
6/01/31
BB-
262,695
100
Summit
Materials
LLC
/
Summit
Materials
Finance
Corp,
144A
5.250%
1/15/29
BB-
95,020
250
Sunoco
LP
/
Sunoco
Finance
Corp
6.000%
4/15/27
BB
248,631
200
Sunoco
LP
/
Sunoco
Finance
Corp
4.500%
5/15/29
BB
180,181
130
Superior
Plus
LP
/
Superior
General
Partner
Inc,
144A
4.500%
3/15/29
BB-
115,140
850
Syneos
Health
Inc,
144A
3.625%
1/15/29
B+
710,345
100
Tallgrass
Energy
Partners
LP
/
Tallgrass
Energy
Finance
Corp,
144A
6.000%
9/01/31
BB-
88,543
211
Taylor
Morrison
Communities
Inc,
144A
5.125%
8/01/30
BB-
197,856
190
TEGNA
Inc
5.000%
9/15/29
BB-
166,360
150
Teleflex
Inc,
144A
4.250%
6/01/28
BB-
140,618
100
Tempur
Sealy
International
Inc,
144A
4.000%
4/15/29
BB+
87,474
800
Tenet
Healthcare
Corp
4.875%
1/01/26
BB-
787,885
300
Tenet
Healthcare
Corp
6.250%
2/01/27
B+
298,511
551
Tenet
Healthcare
Corp
5.125%
11/01/27
BB-
534,622
230
Tenet
Healthcare
Corp
4.625%
6/15/28
BB-
217,956
600
Tenet
Healthcare
Corp
6.125%
10/01/28
B-
582,125
400
Tenet
Healthcare
Corp
4.250%
6/01/29
BB-
366,980
480
Tenet
Healthcare
Corp
4.375%
1/15/30
BB-
441,047
480
Terex
Corp,
144A
5.000%
5/15/29
B+
446,453
650
Thor
Industries
Inc,
144A
4.000%
10/15/29
B+
532,998
40
TopBuild
Corp,
144A
4.125%
2/15/32
BB
34,373
10
TransDigm
Inc
5.500%
11/15/27
B-
9,597
60
TransDigm
Inc
4.875%
5/01/29
B-
54,525
110
Transocean
Inc,
144A
11.500%
1/30/27
CCC+
112,583
100
Travel
+
Leisure
Co,
144A
6.625%
7/31/26
BB-
99,798
100
Travel
+
Leisure
Co,
144A
4.500%
12/01/29
BB-
87,256
290
TreeHouse
Foods
Inc
4.000%
9/01/28
CCC+
256,659
870
Trivium
Packaging
Finance
BV,
144A
5.500%
8/15/26
B
844,642
820
Trivium
Packaging
Finance
BV,
144A
(3)
8.500%
8/15/27
CCC
791,651
810
Tronox
Inc,
144A
4.625%
3/15/29
BB-
672,388
250
TTM
Technologies
Inc,
144A
4.000%
3/01/29
BB-
214,218
130
Twilio
Inc
3.875%
3/15/31
BB-
108,638
900
Uber
Technologies
Inc,
144A
7.500%
5/15/25
B
913,500
110
Uber
Technologies
Inc,
144A
8.000%
11/01/26
B
112,782
760
Uber
Technologies
Inc,
144A
7.500%
9/15/27
B
783,928
650
Uber
Technologies
Inc,
144A
(3)
6.250%
1/15/28
B
655,915
570
Uber
Technologies
Inc,
144A
4.500%
8/15/29
B
524,162
150
United
Natural
Foods
Inc,
144A
(3)
6.750%
10/15/28
B-
142,380
343
United
Rentals
North
America
Inc
5.250%
1/15/30
BB
331,752
99
United
Rentals
North
America
Inc
4.000%
7/15/30
BB
88,603
400
Uniti
Group
LP
/
Uniti
Group
Finance
Inc
/
CSL
Capital
LLC,
144A
10.500%
2/15/28
B
382,759
700
Uniti
Group
LP
/
Uniti
Group
Finance
Inc
/
CSL
Capital
LLC,
144A
4.750%
4/15/28
B
556,627
110
Univision
Communications
Inc,
144A
6.625%
6/01/27
B+
105,915
24
Univision
Communications
Inc,
144A
4.500%
5/01/29
B+
20,685
100
UPC
Holding
BV,
144A
5.500%
1/15/28
B
89,500
260
US
Foods
Inc,
144A
6.250%
4/15/25
B+
261,352
228
US
Foods
Inc,
144A
4.750%
2/15/29
B-
212,082
100
US
Foods
Inc,
144A
(3)
4.625%
6/01/30
B-
91,451
250
Vail
Resorts
Inc,
144A
6.250%
5/15/25
BB-
251,875
210
Valvoline
Inc,
144A
(3)
4.250%
2/15/30
B+
205,779
Nuveen
ESG
High
Yield
Corporate
Bond
ETF
(NUHY)
(continued)
Portfolio
of
Investments
April
30,
2023
(Unaudited)
34
Part
F
of
Form
N-PORT
was
prepared
in
accordance
with
U.S.
generally
accepted
accounting
principles
(“U.S.
GAAP”)
and
in
conformity
with
the
applicable
rules
and
regulations
of
the
U.S.
Securities
and
Exchange
Commission
(“SEC”)
related
to
interim
filings.
Part
F
of
Form
N-PORT
does
not
include
all
information
and
footnotes
required
by
U.S.
GAAP
for
complete
financial
statements.
Certain
footnote
disclosures
normally
included
in
financial
statements
prepared
in
accordance
with
U.S.
GAAP
have
been
condensed
or
omitted
from
this
report
pursuant
to
the
rules
of
the
SEC.
For
a
full
set
of
the
Fund’s
notes
to
financial
statements,
please
refer
to
the
Fund’s
most
recently
filed
annual
or
semi-annual
report.
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Industrial
(continued)
$
200
Valvoline
Inc,
144A
3.625%
6/15/31
B+
$
166,071
100
Viasat
Inc,
144A
5.625%
4/15/27
BB
92,750
308
Victoria's
Secret
&
Co,
144A
(3)
4.625%
7/15/29
B+
249,107
100
Videotron
Ltd,
144A
5.125%
4/15/27
BB
96,500
150
Videotron
Ltd,
144A
3.625%
6/15/29
BB
129,705
10
Virgin
Media
Finance
PLC,
144A
5.000%
7/15/30
B
8,427
450
Vodafone
Group
PLC
7.000%
4/04/79
BB+
461,250
145
Vodafone
Group
PLC
4.125%
6/04/81
BB+
117,305
1,300
VZ
Secured
Financing
BV,
144A
5.000%
1/15/32
B+
1,084,874
610
Weatherford
International
Ltd,
144A
6.500%
9/15/28
BB-
610,000
1,000
Weatherford
International
Ltd,
144A
8.625%
4/30/30
B-
1,018,620
521
WESCO
Distribution
Inc,
144A
7.250%
6/15/28
BB
534,790
150
Williams
Scotsman
International
Inc,
144A
6.125%
6/15/25
B
149,256
140
Williams
Scotsman
International
Inc,
144A
4.625%
8/15/28
B
128,549
1,010
Windstream
Escrow
LLC
/
Windstream
Escrow
Finance
Corp,
144A
7.750%
8/15/28
B-
831,865
350
WMG
Acquisition
Corp,
144A
3.875%
7/15/30
BB
308,875
51
WMG
Acquisition
Corp,
144A
(3)
3.000%
2/15/31
BB
41,739
140
Wyndham
Hotels
&
Resorts
Inc,
144A
4.375%
8/15/28
BB-
130,171
310
Xerox
Holdings
Corp,
144A
5.500%
8/15/28
BB
267,214
326
Yum!
Brands
Inc,
144A
4.750%
1/15/30
BB-
315,347
310
Zayo
Group
Holdings
Inc,
144A
(3)
6.125%
3/01/28
CCC
198,174
910
Ziggo
BV,
144A
4.875%
1/15/30
B+
783,447
180
ZipRecruiter
Inc,
144A
5.000%
1/15/30
BB-
157,207
200
ZoomInfo
Technologies
LLC/ZoomInfo
Finance
Corp,
144A
(3)
3.875%
2/01/29
B+
172,446
Total
Industrial
90,164,380
Utility
-
1.2%
10
Calpine
Corp,
144A
5.000%
2/01/31
B+
8,425
200
Clearway
Energy
Operating
LLC,
144A
4.750%
3/15/28
BB
189,535
110
Clearway
Energy
Operating
LLC,
144A
3.750%
2/15/31
BB
94,111
150
Edison
International
8.125%
6/15/53
BB+
154,313
750
Enviva
Partners
LP
/
Enviva
Partners
Finance
Corp,
144A
(3)
6.500%
1/15/26
B+
639,373
100
NextEra
Energy
Operating
Partners
LP,
144A
4.250%
7/15/24
BB+
98,498
11
TerraForm
Power
Operating
LLC,
144A
4.750%
1/15/30
BB-
10,202
Total
Utility
1,194,457
Total
Corporate
Debt
(cost
$110,590,885)
100,946,040
Total
Long-Term
Investments
(cost
$110,590,885)
100,946,040
Shares
Description
(1)
Coupon
Value
INVESTMENTS
PURCHASED
WITH
COLLATERAL
FROM
SECURITIES
LENDING
-
5.7%
X
5,889,078
MONEY
MARKET
FUNDS
-
5.7%
X
5,889,078
5,889,078
State
Street
Navigator
Securities
Lending
Government
Money
Market
Portfolio
(6)
4.840%(7)
$
5,889,078
Total
Money
Market
Funds
(cost
$5,889,078)
$
5,889,078
Total
Investments
Purchased
with
Collateral
from
Securities
Lending
(cost
$5,889,078)
5,889,078
Total
Investments
(cost
$
116,479,963
)
-
103
.5
%
106,835,118
Other
Assets
&
Liabilities,
Net
-
(3.5)%
(
3,575,889
)
Net
Assets
-
100%
$
103,259,229
35
Fair
Value
Measurements
The
Fund’s
investments
in
securities
are
recorded
at
their
estimated
fair
value
utilizing
valuation
methods
approved
by
the
Board
of
Directors/
Trustees.
Fair
value
is
defined
as
the
price
that
would
be
received
upon
selling
an
investment
or
transferring
a
liability
in
an
orderly
transaction
to
an
independent
buyer
in
the
principal
or
most
advantageous
market
for
the
investment.
U.S.
GAAP
establishes
the
three-tier
hierarchy
which
is
used
to
maximize
the
use
of
observable
market
data
and
minimize
the
use
of
unobservable
inputs
and
to
establish
classification
of
fair
value
measurements
for
disclosure
purposes.
Observable
inputs
reflect
the
assumptions
market
participants
would
use
in
pricing
the
asset
or
liability.
Observable
inputs
are
based
on
market
data
obtained
from
sources
independent
of
the
reporting
entity.
Unobservable
inputs
reflect
management’s
assumptions
about
the
assumptions
market
participants
would
use
in
pricing
the
asset
or
liability.
Unobservable
inputs
are
based
on
the
best
information
available
in
the
circumstances.
The
following
is
a
summary
of
the
three-tiered
hierarchy
of
valuation
input
levels.
Level
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
Fund's
investments
as
of
the
end
of
the
reporting
period,
based
on
the
inputs
used
to
value
them:
Level
1
Level
2
Level
3
Total
Long-Term
Investments:
Corporate
Debt
$
–
$
100,946,040
$
–
$
100,946,040
Investments
Purchased
with
Collateral
from
Securities
Lending
5,889,078
–
–
5,889,078
Total
$
5,889,078
$
100,946,040
$
–
$
106,835,118
For
Fund
portfolio
compliance
purposes,
the
Fund’s
industry
classifications
refer
to
any
one
or
more
of
the
industry
sub-classifications
used
by
one
or
more
widely
recognized
market
indexes
or
ratings
group
indexes,
and/or
as
defined
by
Fund
management.
This
definition
may
not
apply
for
purposes
of
this
report,
which
may
combine
industry
sub-classifications
into
sectors
for
reporting
ease.
(1)
All
percentages
shown
in
the
Portfolio
of
Investments
are
based
on
net
assets.
(2)
The
Fund
uses
credit
quality
ratings
for
its
portfolio
securities
provided
by
Moody’s,
S&P
and
Fitch.
If
all
three
of
Moody’s,
S&P,
and
Fitch
provide
a
rating
for
a
security,
the
middle
is
used;
if
two
of
the
three
agencies
rate
a
security,
the
lower
rating
is
used;
and
if
only
one
rating
agency
rates
a
security,
that
rating
is
used.
AAA,
AA,
A,
and
BBB
are
investment
grade
ratings;
BB,
B,
CCC/CC/C
and
D
are
below-investment
grade
ratings.
Credit
ratings
are
subject
to
change.
Holdings
designated
N/R
are
not
rated
by
Moody’s,
S&P
or
Fitch.
(3)
Investment,
or
a
portion
of
investment,
is
out
on
loan
for
securities
lending.
The
total
value
of
the
securities
out
on
loan
as
of
the
end
of
the
reporting
period
was
$5,613,394.
(4)
Defaulted
security.
A
security
whose
issuer
has
failed
to
fully
pay
principal
and/or
interest
when
due,
or
is
under
the
protection
of
bankruptcy.
(5)
Perpetual
security.
Maturity
date
is
not
applicable.
(6)
The
Fund
may
loan
securities
representing
up
to
one
third
of
the
market
value
of
its
total
assets
(which
includes
collateral
for
securities
on
loan)
to
broker
dealers,
banks,
and
other
institutions.
The
collateral
maintained
by
the
Fund
shall
have
a
market
value,
at
the
inception
of
each
loan,
equal
to
not
less
than
100%
of
the
market
value
of
the
loaned
securities.
The
cash
collateral
received
by
the
Fund
is
invested
in
this
money
market
fund.
(7)
The
rate
shown
is
the
one-day
yield
as
of
the
end
of
the
reporting
period.
144A
Investment
is
exempt
from
registration
under
Rule
144A
of
the
Securities
Act
of
1933,
as
amended.
These
investments
may
only
be
resold
in
transactions
exempt
from
registration,
which
are
normally
those
transactions
with
qualified
institutional
buyers.
PIK
Payment-in-kind
(“PIK”)
security. Depending
on
the
terms
of
the
security,
income
may
be
received
in
the
form
of
cash,
securities,
or
a
combination
of
both. The
PIK
rate
shown,
where
applicable,
represents
the
annualized
rate
of
the
last
PIK
payment
made
by
the
issuer
as
of
the
end
of
the
reporting
period.
REIT
Real
Estate
Investment
Trust
36
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
Portfolio
of
Investments
April
30,
2023
(Unaudited)
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
LONG-TERM
INVESTMENTS
-
99.1%
X
114,469,208
U.S.
TREASURY
-
41.3%
X
114,469,208
$
900
United
States
Treasury
Note/Bond
0.500%
11/30/23
AAA
$
877,219
1,346
United
States
Treasury
Note/Bond
2.875%
11/30/23
AAA
1,330,805
100
United
States
Treasury
Note/Bond
0.750%
12/31/23
AAA
97,270
1,211
United
States
Treasury
Note/Bond
2.500%
1/31/24
AAA
1,189,524
1,814
United
States
Treasury
Note/Bond
2.250%
4/30/24
AAA
1,768,012
4,672
United
States
Treasury
Note/Bond
2.000%
5/31/24
AAA
4,536,768
800
United
States
Treasury
Note/Bond
3.000%
7/31/24
AAA
784,719
262
United
States
Treasury
Note/Bond
1.250%
8/31/24
AAA
250,988
3,090
United
States
Treasury
Note/Bond
2.125%
9/30/24
AAA
2,993,920
1,454
United
States
Treasury
Note/Bond
2.125%
11/30/24
AAA
1,405,893
300
United
States
Treasury
Note/Bond
4.250%
12/31/24
AAA
299,859
600
United
States
Treasury
Note/Bond
1.125%
1/15/25
AAA
569,461
2,824
United
States
Treasury
Note/Bond
1.375%
1/31/25
AAA
2,691,073
600
United
States
Treasury
Note/Bond
4.625%
2/28/25
AAA
604,969
1,200
United
States
Treasury
Note/Bond
3.875%
3/31/25
AAA
1,195,125
1,500
United
States
Treasury
Note/Bond
0.250%
5/31/25
AAA
1,387,910
950
United
States
Treasury
Note/Bond
0.250%
8/31/25
AAA
872,998
3,900
United
States
Treasury
Note/Bond
0.250%
9/30/25
AAA
3,580,687
800
United
States
Treasury
Note/Bond
0.250%
10/31/25
AAA
731,813
1,820
United
States
Treasury
Note/Bond
0.375%
11/30/25
AAA
1,666,722
1,300
United
States
Treasury
Note/Bond
0.375%
12/31/25
AAA
1,189,652
3,500
United
States
Treasury
Note/Bond
0.375%
1/31/26
AAA
3,190,332
500
United
States
Treasury
Note/Bond
0.500%
2/28/26
AAA
456,445
1,900
United
States
Treasury
Note/Bond
0.750%
3/31/26
AAA
1,746,367
3,200
United
States
Treasury
Note/Bond
0.750%
4/30/26
AAA
2,931,500
700
United
States
Treasury
Note/Bond
0.750%
5/31/26
AAA
639,816
1,700
United
States
Treasury
Note/Bond
0.875%
6/30/26
AAA
1,558,688
1,100
United
States
Treasury
Note/Bond
0.625%
7/31/26
AAA
997,648
1,450
United
States
Treasury
Note/Bond
0.750%
8/31/26
AAA
1,317,744
2,600
United
States
Treasury
Note/Bond
0.875%
9/30/26
AAA
2,369,758
900
United
States
Treasury
Note/Bond
1.125%
10/31/26
AAA
825,469
1,600
United
States
Treasury
Note/Bond
1.250%
11/30/26
AAA
1,472,125
1,100
United
States
Treasury
Note/Bond
1.250%
12/31/26
AAA
1,010,539
1,750
United
States
Treasury
Note/Bond
1.875%
2/28/27
AAA
1,641,445
500
United
States
Treasury
Note/Bond
2.500%
3/31/27
AAA
479,805
2,000
United
States
Treasury
Note/Bond
2.625%
5/31/27
AAA
1,926,563
900
United
States
Treasury
Note/Bond
0.500%
6/30/27
AAA
793,652
2,500
United
States
Treasury
Note/Bond
3.250%
6/30/27
AAA
2,467,090
1,000
United
States
Treasury
Note/Bond
2.750%
7/31/27
AAA
967,461
2,186
United
States
Treasury
Note/Bond
2.250%
8/15/27
AAA
2,072,601
100
United
States
Treasury
Note/Bond
4.125%
9/30/27
AAA
102,262
1,600
United
States
Treasury
Note/Bond
4.125%
10/31/27
AAA
1,637,125
888
United
States
Treasury
Note/Bond
2.250%
11/15/27
AAA
839,819
320
United
States
Treasury
Note/Bond
0.625%
11/30/27
AAA
280,750
1,600
United
States
Treasury
Note/Bond
3.875%
11/30/27
AAA
1,623,125
3,798
United
States
Treasury
Note/Bond
3.875%
12/31/27
AAA
3,852,745
1,500
United
States
Treasury
Note/Bond
3.500%
1/31/28
AAA
1,498,301
2,344
United
States
Treasury
Note/Bond
2.750%
2/15/28
AAA
2,263,791
1,200
United
States
Treasury
Note/Bond
4.000%
2/29/28
AAA
1,226,438
3,200
United
States
Treasury
Note/Bond
3.625%
3/31/28
AAA
3,217,250
650
United
States
Treasury
Note/Bond
1.375%
10/31/28
AAA
580,455
300
United
States
Treasury
Note/Bond
1.750%
1/31/29
AAA
272,402
1,470
United
States
Treasury
Note/Bond
2.375%
5/15/29
AAA
1,379,159
514
United
States
Treasury
Note/Bond
1.625%
8/15/29
AAA
461,034
1,000
United
States
Treasury
Note/Bond
3.875%
12/31/29
AAA
1,022,422
100
United
States
Treasury
Note/Bond
0.625%
5/15/30
AAA
82,488
1,000
United
States
Treasury
Note/Bond
1.875%
2/15/32
AAA
883,789
37
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
$
3,050
United
States
Treasury
Note/Bond
2.875%
5/15/32
AAA
$
2,919,184
1,150
United
States
Treasury
Note/Bond
2.750%
8/15/32
AAA
1,088,367
1,650
United
States
Treasury
Note/Bond
4.125%
11/15/32
AAA
1,741,523
2,100
United
States
Treasury
Note/Bond
3.500%
2/15/33
AAA
2,112,469
200
United
States
Treasury
Note/Bond
1.125%
8/15/40
AAA
132,922
1,300
United
States
Treasury
Note/Bond
1.875%
2/15/41
AAA
976,574
500
United
States
Treasury
Note/Bond
2.250%
5/15/41
AAA
398,691
1,050
United
States
Treasury
Note/Bond
1.750%
8/15/41
AAA
763,752
198
United
States
Treasury
Note/Bond
2.000%
11/15/41
AAA
150,024
1,400
United
States
Treasury
Note/Bond
2.375%
2/15/42
AAA
1,129,898
3,900
United
States
Treasury
Note/Bond
3.250%
5/15/42
AAA
3,611,309
1,964
United
States
Treasury
Note/Bond
2.750%
8/15/42
AAA
1,679,757
500
United
States
Treasury
Note/Bond
3.375%
8/15/42
AAA
470,859
135
United
States
Treasury
Note/Bond
2.750%
11/15/42
AAA
115,103
998
United
States
Treasury
Note/Bond
4.000%
11/15/42
AAA
1,027,940
1,200
United
States
Treasury
Note/Bond
3.875%
2/15/43
AAA
1,212,750
4,221
United
States
Treasury
Note/Bond
2.750%
8/15/47
AAA
3,514,312
1,850
United
States
Treasury
Note/Bond
1.250%
5/15/50
AAA
1,078,420
700
United
States
Treasury
Note/Bond
1.375%
8/15/50
AAA
421,121
200
United
States
Treasury
Note/Bond
1.625%
11/15/50
AAA
128,539
3,800
United
States
Treasury
Note/Bond
1.875%
2/15/51
AAA
2,600,477
1,100
United
States
Treasury
Note/Bond
2.375%
5/15/51
AAA
845,840
160
United
States
Treasury
Note/Bond
1.875%
11/15/51
AAA
109,012
1,300
United
States
Treasury
Note/Bond
2.250%
2/15/52
AAA
970,074
1,350
United
States
Treasury
Note/Bond
2.875%
5/15/52
AAA
1,155,199
550
United
States
Treasury
Note/Bond
3.000%
8/15/52
AAA
483,141
1,300
United
States
Treasury
Note/Bond
3.625%
2/15/53
AAA
1,289,031
1,250
United
States
Treasury
Note/Bond
-
When
Issued
2.750%
4/30/27
AAA
1,210,254
949
United
States
Treasury
Note/Bond
-
When
Issued
4.000%
11/15/52
AAA
1,007,571
10
Israel
Government
AID
Bond
5.500%
9/18/33
AAA
11,305
Total
U.S.
Treasury
(cost
$124,362,946)
114,469,208
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
X
77,301,770
SECURITIZED
-
27.9%
X
77,301,770
$
50
AmeriCredit
Automobile
Receivables
Trust
2021-2
2021
2
1.010%
1/19/27
A+
$
45,873
20
BA
Credit
Card
Trust
2021
A1
0.440%
9/15/26
AAA
19,117
200
Bank
2019-BNK19
2019
BN19
2.926%
8/15/61
AAA
176,274
100
BANK
2021-BNK34
2021
BN34
1.935%
6/15/63
AAA
90,483
100
BANK
2021-BNK35
2021
BN35
2.067%
6/15/64
AAA
86,389
500
BBCMS
Mortgage
Trust
2020-C6
2020
C6
2.690%
2/15/53
AAA
464,768
200
Benchmark
2021-B24
Mortgage
Trust
2021
B24
2.264%
3/15/54
AAA
166,322
100
Benchmark
2021-B27
Mortgage
Trust
2021
B27
2.703%
7/15/54
A-
68,512
100
Benchmark
2021-B28
Mortgage
Trust
2021
B28
2.073%
8/15/54
AAA
85,958
100
Capital
One
Multi-Asset
Execution
Trust
2022
A2
3.490%
5/15/27
AAA
97,987
100
CarMax
Auto
Owner
Trust
2022
1
1.700%
8/16/27
AAA
93,191
17
Carmax
Auto
Owner
Trust
2020-1
2020
1
1.890%
12/16/24
AAA
16,786
75
Carvana
Auto
Receivables
Trust
2022-N1
2022
N1,
144A
4.130%
12/11/28
BBB
70,895
100
Citibank
Credit
Card
Issuance
Trust
2018
A3
3.290%
5/23/25
AAA
99,911
180
Citigroup
Commercial
Mortgage
Trust
2016-C1
2016
C1
3.209%
5/10/49
AAA
169,513
500
COMM
2015-LC19
Mortgage
Trust
2015
LC19
3.183%
2/10/48
AAA
479,152
100
Discover
Card
Execution
Note
Trust
2021
A1
0.580%
9/15/26
AAA
94,111
100
Exeter
Automobile
Receivables
Trust
2022-1
2022
1A
2.180%
6/15/26
AAA
98,260
244
Fannie
Mae
Pool
FN
MA2941
3.500%
3/01/32
N/R
238,029
72
Fannie
Mae
Pool
FN
MA3392
3.500%
6/01/33
N/R
70,445
155
Fannie
Mae
Pool
FN
MA3490
4.000%
10/01/33
N/R
153,489
57
Fannie
Mae
Pool
FN
MA3828
3.000%
11/01/34
N/R
54,527
113
Fannie
Mae
Pool
FN
MA3865
3.000%
12/01/34
N/R
108,121
137
Fannie
Mae
Pool
FN
MA3957
3.500%
3/01/35
N/R
132,929
605
Fannie
Mae
Pool
FN
MA4074
2.000%
7/01/35
N/R
547,218
541
Fannie
Mae
Pool
FN
MA4123
2.000%
9/01/35
N/R
489,351
530
Fannie
Mae
Pool
FN
MA4180
2.500%
11/01/35
N/R
493,468
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
(continued)
Portfolio
of
Investments
April
30,
2023
(Unaudited)
38
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
$
523
Fannie
Mae
Pool
FN
MA4278
1.500%
3/01/36
N/R
$
460,347
625
Fannie
Mae
Pool
FN
MA4298
2.500%
3/01/36
N/R
583,633
155
Fannie
Mae
Pool
FN
MA4302
1.500%
4/01/36
N/R
136,283
70
Fannie
Mae
Pool
FN
MA4316
2021
MTGE
2.500%
4/01/36
N/R
65,332
179
Fannie
Mae
Pool
FN
MA4330
2.500%
5/01/36
N/R
167,067
322
Fannie
Mae
Pool
FN
MA4359
1.500%
6/01/36
N/R
282,937
74
Fannie
Mae
Pool
FN
MA4361
2021
MTGE
2.500%
6/01/36
N/R
68,433
164
Fannie
Mae
Pool
FN
MA4402
1.500%
8/01/36
N/R
144,210
304
Fannie
Mae
Pool
FN
MA4516
2.000%
1/01/37
N/R
274,270
1,200
Fannie
Mae
Pool
FN
MA4536
2.000%
2/01/37
N/R
1,082,974
121
Fannie
Mae
Pool
FN
MA3890
3.000%
1/01/40
N/R
112,480
758
Fannie
Mae
Pool
FN
MA4268
2.000%
2/01/41
N/R
646,376
126
Fannie
Mae
Pool
FN
MA4310
1.500%
4/01/41
N/R
103,462
578
Fannie
Mae
Pool
FN
MA4334
2.500%
5/01/41
N/R
516,419
87
Fannie
Mae
Pool
FN
MA4364
2.000%
6/01/41
N/R
74,170
81
Fannie
Mae
Pool
FN
MA4366
2.500%
6/01/41
N/R
72,037
253
Fannie
Mae
Pool
FN
MA4387
2.000%
7/01/41
N/R
218,202
341
Fannie
Mae
Pool
FN
MA4423
2.500%
9/01/41
N/R
304,613
832
Fannie
Mae
Pool
FN
MA3143
3.000%
9/01/47
N/R
759,700
312
Fannie
Mae
Pool
FN
MA3120
3.500%
9/01/47
N/R
294,151
54
Fannie
Mae
Pool
FN
MA3182
3.500%
11/01/47
N/R
50,661
181
Fannie
Mae
Pool
FN
MA3358
4.500%
5/01/48
N/R
178,173
2,454
Fannie
Mae
Pool
FN
FM5665
3.500%
8/01/48
N/R
2,313,267
103
Fannie
Mae
Pool
FN
MA3536
4.000%
12/01/48
N/R
99,737
174
Fannie
Mae
Pool
FN
MA3574
3.500%
1/01/49
N/R
163,739
1,640
Fannie
Mae
Pool
FN
FM5488
4.000%
5/01/49
N/R
1,592,684
1,012
Fannie
Mae
Pool
FN
MA3774
3.000%
9/01/49
N/R
918,333
682
Fannie
Mae
Pool
FN
MA3905
3.000%
1/01/50
N/R
617,874
2,105
Fannie
Mae
Pool
FN
MA4182
2.000%
11/01/50
N/R
1,757,723
1,356
Fannie
Mae
Pool
FN
MA4208
2.000%
12/01/50
N/R
1,131,922
856
Fannie
Mae
Pool
FN
MA4254
1.500%
2/01/51
N/R
675,604
933
Fannie
Mae
Pool
FN
MA4255
2.000%
2/01/51
N/R
778,301
350
Fannie
Mae
Pool
FN
MA4304
1.500%
4/01/51
N/R
276,402
2,377
Fannie
Mae
Pool
FN
MA4305
2.000%
4/01/51
NR
1,982,805
88
Fannie
Mae
Pool
FN
MA4337
4.000%
4/01/51
N/R
84,925
859
Fannie
Mae
Pool
FN
MA4325
2.000%
5/01/51
N/R
716,880
326
Fannie
Mae
Pool
FN
MA4327
3.000%
5/01/51
N/R
293,747
1,832
Fannie
Mae
Pool
FN
MA4355
2021
MTGE
2.000%
6/01/51
N/R
1,527,960
645
Fannie
Mae
Pool
FN
MA4357
3.000%
6/01/51
N/R
581,264
181
Fannie
Mae
Pool
FN
MA4377
1.500%
7/01/51
N/R
142,429
265
Fannie
Mae
Pool
FN
MA4378
2.000%
7/01/51
N/R
220,614
457
Fannie
Mae
Pool
FN
MA4397
1.500%
8/01/51
N/R
360,731
1,381
Fannie
Mae
Pool
FN
MA4398
2.000%
8/01/51
N/R
1,151,595
1,000
Fannie
Mae
Pool
FN
MA4437
2021
MA4437
2.000%
10/01/51
N/R
833,172
344
Fannie
Mae
Pool
FN
MA4439
3.000%
10/01/51
N/R
310,054
367
Fannie
Mae
Pool
FN
MA4465
2.000%
11/01/51
N/R
305,503
1,490
Fannie
Mae
Pool
FN
MA4511
2021
2021
2.000%
12/01/51
N/R
1,240,065
7,399
Fannie
Mae
Pool
FN
MA4493
2.500%
12/01/51
N/R
6,411,857
874
Fannie
Mae
Pool
FN
MA4512
2.500%
1/01/52
N/R
756,717
486
Fannie
Mae
Pool
FN
MA4513
2021
2021
3.000%
1/01/52
N/R
437,805
1,485
Fannie
Mae
Pool
FN
MA4549
3.000%
2/01/52
N/R
1,334,655
1,015
Fannie
Mae
Pool
FN
MA4562
,
(WI/DD,
Settling
5/11/23)
2.000%
3/01/52
AAA
844,655
3,149
Fannie
Mae
Pool
FN
MA4563
,
(WI/DD,
Settling
5/11/23)
2.500%
3/01/52
N/R
2,727,553
907
Fannie
Mae
Pool
FN
MA4565
3.500%
3/01/52
N/R
842,986
472
Fannie
Mae
Pool
FN
MA4579
3.000%
4/01/52
N/R
424,045
657
Fannie
Mae
Pool
FN
MA4644
2022
1
4.000%
5/01/52
NR
628,399
287
Fannie
Mae
Pool
FN
MA4625
2022
1
3.500%
6/01/52
AAA
266,314
939
Fannie
Mae
Pool
FN
MA4684
4.500%
6/01/52
N/R
917,631
418
Fannie
Mae
Pool
FN
MA4686
5.000%
6/01/52
AAA
415,849
335
Fannie
Mae
Pool
FN
MA4655
4.000%
7/01/52
NR
320,513
385
Fannie
Mae
Pool
FN
MA4700
2022
1
4.000%
7/01/52
AAA
368,580
759
Fannie
Mae
Pool
FN
MA4656
4.500%
7/01/52
AAA
742,377
572
Fannie
Mae
Pool
FN
MA4701
2022
1
4.500%
7/01/52
AAA
558,720
39
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
$
374
Fannie
Mae
Pool
FN
MA4709
5.000%
7/01/52
AAA
$
371,529
1,041
Fannie
Mae
Pool
FN
MA4737
5.000%
8/01/52
NR
1,035,249
1,033
Fannie
Mae
Pool
FN
MA4738
5.500%
8/01/52
AAA
1,041,683
387
Fannie
Mae
Pool
FN
MA4732
4.000%
9/01/52
NR
370,091
490
Fannie
Mae
Pool
FN
MA4782
,
(WI/DD,
Settling
5/11/23)
3.500%
10/01/52
AAA
454,974
292
Fannie
Mae
Pool
FN
MA4783
,
(WI/DD,
Settling
5/11/23)
4.000%
10/01/52
AAA
279,428
383
Fannie
Mae
Pool
FN
MA4807
5.500%
11/01/52
AAA
386,155
662
Fannie
Mae
Pool
FN
MA4847
6.000%
11/01/52
AAA
675,424
284
Fannie
Mae
Pool
FN
MA4852
6.500%
11/01/52
AAA
293,790
484
Fannie
Mae
Pool
FN
MA4842
2022
1
5.500%
12/01/52
AAA
487,696
1,060
Fannie
Mae
Pool
FN
MA4894
6.000%
1/01/53
AAA
1,079,706
763
Fannie
Mae
Pool
FN
MA4895
6.500%
1/01/53
AAA
787,033
300
Fannie
Mae
Pool
FN
MA5008
,
(WI/DD,
Settling
5/11/23)
4.500%
5/01/53
AAA
293,272
200
Fannie
Mae
Pool
FN
MA5009
,
(WI/DD,
Settling
5/11/23)
5.000%
5/01/53
AAA
198,872
300
Fannie
Mae
Pool
FN
MA5012
,
(WI/DD,
Settling
5/11/23)
6.500%
5/01/53
AAA
309,612
184
Fannie
Mae-Aces
2018
M7
3.130%
3/25/28
N/R
174,348
250
Fannie
Mae-Aces
2018
M10
3.469%
7/25/28
N/R
241,849
100
Ford
Credit
Auto
Owner
Trust
2022-A
2022
A
1.290%
6/15/26
AAA
95,889
792
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2019
K735
2.862%
5/25/26
N/R
760,482
100
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2021
K742
0.861%
6/25/27
AAA
91,063
62
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2021
K742
1.760%
3/25/28
AAA
55,718
100
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2021
K743
1.770%
5/25/28
AAA
89,487
323
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2019
K094
2.701%
4/25/29
N/R
310,057
96
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2021
K125
1.101%
8/25/30
AAA
84,693
98
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2021
K127
1.353%
11/25/30
AAA
87,004
100
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2021
K129
1.647%
5/25/31
N/R
82,633
99
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2021
1520
2.007%
7/25/35
N/R
83,232
482
Ginnie
Mae
II
Pool
G2
MA3663
3.500%
5/20/46
N/R
458,923
61
Ginnie
Mae
II
Pool
G2
MA5264
4.000%
6/20/48
N/R
59,498
70
Ginnie
Mae
II
Pool
G2
MA5398
4.000%
8/20/48
N/R
68,321
433
Ginnie
Mae
II
Pool
G2
MA6038
3.000%
7/20/49
N/R
398,959
200
Ginnie
Mae
II
Pool
G2
MA6283
3.000%
11/20/49
N/R
184,596
784
Ginnie
Mae
II
Pool
G2
MA6338
3.000%
12/20/49
AAA
722,022
154
Ginnie
Mae
II
Pool
G2
MA6542
3.500%
3/20/50
AAA
146,834
80
Ginnie
Mae
II
Pool
G2
MA6600
3.500%
4/20/50
AAA
75,851
80
Ginnie
Mae
II
Pool
G2
MA6820
3.000%
8/20/50
AAA
73,663
762
Ginnie
Mae
II
Pool
G2
MA6864
2.000%
9/20/50
AAA
657,469
689
Ginnie
Mae
II
Pool
G2
MA6865
2.500%
9/20/50
AAA
612,047
83
Ginnie
Mae
II
Pool
G2
MA6931
2.500%
10/20/50
AAA
73,755
277
Ginnie
Mae
II
Pool
G2
MA6995
2.500%
11/20/50
AAA
245,407
486
Ginnie
Mae
II
Pool
G2
MA7051
2020
GNMA
II
2.000%
12/20/50
AAA
419,060
243
Ginnie
Mae
II
Pool
G2
MA7054
3.500%
12/20/50
AAA
230,484
458
Ginnie
Mae
II
Pool
G2
MA7136
2.500%
1/20/51
N/R
406,030
522
Ginnie
Mae
II
Pool
G2
MA7312
2021
MTGE
2.500%
4/20/51
AAA
462,698
577
Ginnie
Mae
II
Pool
G2
MA7367
2.500%
5/20/51
AAA
511,230
834
Ginnie
Mae
II
Pool
G2
MA7472
2.500%
7/20/51
AAA
736,790
824
Ginnie
Mae
II
Pool
G2
MA7704
2.000%
11/20/51
AAA
706,670
277
Ginnie
Mae
II
Pool
G2
MA7826
2.000%
1/20/52
AAA
236,816
183
Ginnie
Mae
II
Pool
G2
MA7827
2.500%
1/20/52
AAA
161,726
1,539
Ginnie
Mae
II
Pool
G2
MA7882
3.000%
2/20/52
AAA
1,404,179
471
Ginnie
Mae
II
Pool
G2
MA7935
,
(WI/DD,
Settling
5/18/23)
2.000%
3/20/52
AAA
402,877
464
Ginnie
Mae
II
Pool
G2
MA7937
3.000%
3/20/52
AAA
423,865
851
Ginnie
Mae
II
Pool
G2
MA7938
3.500%
3/20/52
AAA
798,543
481
Ginnie
Mae
II
Pool
G2
MA8046
4.500%
5/20/52
AAA
472,205
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
(continued)
Portfolio
of
Investments
April
30,
2023
(Unaudited)
40
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
$
821
Ginnie
Mae
II
Pool
G2
MA8100
4.000%
6/20/52
AAA
$
789,412
241
Ginnie
Mae
II
Pool
G2
MA8101
4.500%
6/20/52
AAA
236,616
478
Ginnie
Mae
II
Pool
G2
MA8102
5.000%
6/20/52
AAA
476,309
485
Ginnie
Mae
II
Pool
G2
MA8151
4.500%
7/20/52
AAA
476,494
196
Ginnie
Mae
II
Pool
G2
MA8200
4.000%
8/20/52
AAA
187,980
196
Ginnie
Mae
II
Pool
G2
MA8201
4.500%
8/20/52
AAA
191,969
195
Ginnie
Mae
II
Pool
G2
MA8202
5.000%
8/20/52
AAA
194,452
196
Ginnie
Mae
II
Pool
G2
MA8266
,
(WI/DD,
Settling
5/18/23)
3.500%
9/20/52
AAA
183,994
197
Ginnie
Mae
II
Pool
G2
MA8349
5.500%
10/20/52
AAA
198,545
197
Ginnie
Mae
II
Pool
G2
MA8428
5.000%
11/20/52
NR
196,617
198
Ginnie
Mae
II
Pool
G2
MA8430
6.000%
11/20/52
AAA
200,644
495
Ginnie
Mae
II
Pool
G2
MA8491
5.500%
12/20/52
AAA
498,775
198
Ginnie
Mae
II
Pool
G2
MA8492
6.000%
12/20/52
AAA
201,178
496
Ginnie
Mae
II
Pool
G2
MA8571
,
(WI/DD,
Settling
5/18/23)
6.000%
1/20/53
AAA
504,093
297
Ginnie
Mae
II
Pool
G2
MA8572
,
(WI/DD,
Settling
5/18/23)
6.500%
1/20/53
AAA
304,757
200
Ginnie
Mae
II
Pool
G2
MA8801
,
(WI/DD,
Settling
5/18/23)
5.500%
4/20/53
AAA
201,396
200
Ginnie
Mae
II
Pool
G2
MA8876
,
(WI/DD,
Settling
5/18/23)
4.000%
5/20/53
AAA
192,183
100
GM
Financial
Automobile
Leasing
Trust
2021-2
2021
2
0.690%
5/20/25
AA+
97,039
50
GM
Financial
Consumer
Automobile
Receivables
Trust
2022-1
2022
1
1.260%
11/16/26
AAA
47,670
200
GS
Mortgage
Securities
Trust
2019-GC38
2019
GC38
3.968%
2/10/52
AAA
189,700
73
Honda
Auto
Receivables
2021-2
Owner
Trust
2021
2
0.330%
8/15/25
AAA
70,379
50
John
Deere
Owner
Trust
2021
B
0.740%
5/15/28
AAA
46,424
100
Morgan
Stanley
Capital
I
Trust
2021-L5
2021
L5
1.518%
5/15/54
AAA
88,150
79
Santander
Drive
Auto
Receivables
Trust
2021-2
2021
2
0.900%
6/15/26
AA
77,684
100
Toyota
Auto
Receivables
2021-B
Owner
Trust
2021
B
0.530%
10/15/26
AAA
92,350
90
Verizon
Master
Trust
2021
1
0.500%
5/20/27
AAA
85,597
160
Wells
Fargo
Commercial
Mortgage
Trust
2016-C32
2016
C32
3.324%
1/15/59
AAA
155,854
300
Wells
Fargo
Commercial
Mortgage
Trust
2019-C49
2019
C49
3.760%
3/15/52
AAA
281,457
83
World
Omni
Auto
Receivables
Trust
2021-B
2021
B
0.420%
6/15/26
AAA
79,570
Total
Securitized
(cost
$86,913,148)
77,301,770
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
X
69,449,265
CORPORATE
DEBT
-
25.0%
X
69,449,265
Financials
-
8.1%
$
180
AerCap
Ireland
Capital
DAC
/
AerCap
Global
Aviation
Trust
2.450%
10/29/26
BBB
$
161,396
150
AerCap
Ireland
Capital
DAC
/
AerCap
Global
Aviation
Trust
3.300%
1/30/32
BBB
122,861
100
Aflac
Inc
3.600%
4/01/30
A-
94,274
190
Air
Lease
Corp
2.875%
1/15/26
BBB
177,516
10
Air
Lease
Corp
3.125%
12/01/30
BBB
8,519
100
Alexandria
Real
Estate
Equities
Inc
3.375%
8/15/31
BBB+
87,703
100
Alexandria
Real
Estate
Equities
Inc
2.950%
3/15/34
BBB+
80,919
81
Allstate
Corp/The
4.500%
6/15/43
A-
73,041
10
Ally
Financial
Inc
(3)
5.800%
5/01/25
BBB-
9,913
82
Ally
Financial
Inc
8.000%
11/01/31
BBB-
86,495
10
Ally
Financial
Inc
(3)
8.000%
11/01/31
BBB-
10,580
40
American
Express
Co
2.250%
3/04/25
A
38,088
100
American
Express
Co
4.990%
5/01/26
A
99,963
200
American
Express
Co
1.650%
11/04/26
A
181,353
120
American
International
Group
Inc
3.400%
6/30/30
BBB+
108,486
100
Arthur
J
Gallagher
&
Co
3.050%
3/09/52
BBB
65,538
42
Assurant
Inc
2.650%
1/15/32
BBB
32,038
10
Australia
&
New
Zealand
Banking
Group
Ltd/New
York
NY
3.700%
11/16/25
AA-
9,749
40
Banco
Bilbao
Vizcaya
Argentaria
SA
0.875%
9/18/23
A-
39,236
260
Banco
Santander
SA
4.175%
3/24/28
A-
247,193
100
Bank
of
America
Corp
3.841%
4/25/25
A
98,204
100
Bank
of
America
Corp
3.384%
4/02/26
A
96,429
100
Bank
of
America
Corp
5.080%
1/20/27
A
99,809
41
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Financials
(continued)
$
200
Bank
of
America
Corp
1.734%
7/22/27
A
$
179,180
250
Bank
of
America
Corp
2.087%
6/14/29
A
216,038
150
Bank
of
America
Corp
4.271%
7/23/29
A
143,765
600
Bank
of
America
Corp
3.974%
2/07/30
A
561,380
200
Bank
of
America
Corp
2.592%
4/29/31
A
169,420
250
Bank
of
America
Corp
2.651%
3/11/32
A
208,353
100
Bank
of
America
Corp
2.299%
7/21/32
A
80,674
122
Bank
of
America
Corp
3.311%
4/22/42
A
93,937
200
Bank
of
America
Corp
2.972%
7/21/52
A
136,471
100
Bank
of
Montreal
1.500%
1/10/25
A
94,187
100
Bank
of
Montreal
2.650%
3/08/27
A
92,853
38
Bank
of
Montreal
3.803%
12/15/32
BBB+
34,373
100
Bank
of
New
York
Mellon
Corp/The
0.850%
10/25/24
A+
93,950
100
Bank
of
New
York
Mellon
Corp/The
2.800%
5/04/26
A+
95,490
100
Bank
of
New
York
Mellon
Corp/The
2.050%
1/26/27
A+
91,002
100
Bank
of
Nova
Scotia/The
3.450%
4/11/25
A
97,024
100
Bank
of
Nova
Scotia/The
1.350%
6/24/26
A
89,912
300
Barclays
PLC
4.836%
5/09/28
BBB+
284,628
200
Barclays
PLC
7.385%
11/02/28
BBB+
212,975
40
BlackRock
Inc
3.250%
4/30/29
AA-
38,327
10
BlackRock
Inc
2.400%
4/30/30
AA-
8,865
152
Boston
Properties
LP
2.900%
3/15/30
BBB+
123,533
30
BPCE
SA
4.000%
4/15/24
A+
29,528
20
Brandywine
Operating
Partnership
LP
3.950%
11/15/27
BBB-
15,274
50
Brixmor
Operating
Partnership
LP
4.125%
6/15/26
BBB-
47,462
110
Brookfield
Finance
I
UK
Plc
/
Brookfield
Finance
Inc
2.340%
1/30/32
A-
89,665
20
Brookfield
Finance
Inc
3.900%
1/25/28
A-
18,851
40
Camden
Property
Trust
2.800%
5/15/30
A-
34,841
130
Canadian
Imperial
Bank
of
Commerce
1.000%
10/18/24
A
122,650
200
Capital
One
Financial
Corp
5.468%
2/01/29
BBB+
196,769
30
Cboe
Global
Markets
Inc
3.000%
3/16/32
A-
26,331
100
Charles
Schwab
Corp/The
3.200%
3/02/27
A
92,925
100
Charles
Schwab
Corp/The
2.000%
3/20/28
A
87,287
109
Chubb
Corp/The
6.000%
5/11/37
A
121,428
40
Citigroup
Inc
0.981%
5/01/25
A-
38,090
100
Citigroup
Inc
3.290%
3/17/26
A-
96,486
948
Citigroup
Inc
3.980%
3/20/30
A-
889,397
100
Citigroup
Inc
2.561%
5/01/32
A-
83,016
100
Citigroup
Inc
2.520%
11/03/32
A-
81,857
100
Citizens
Financial
Group
Inc
2.638%
9/30/32
BBB
74,455
100
CME
Group
Inc
2.650%
3/15/32
AA-
87,689
60
CME
Group
Inc
5.300%
9/15/43
AA-
63,496
200
Cooperatieve
Rabobank
UA
3.750%
7/21/26
BBB+
188,243
100
Corporate
Office
Properties
LP
2.000%
1/15/29
BBB-
77,261
270
Credit
Suisse
AG/New
York
NY
2.950%
4/09/25
A
251,371
240
Deutsche
Bank
AG/New
York
NY
1.447%
4/01/25
BBB
226,242
100
Digital
Realty
Trust
LP
5.550%
1/15/28
BBB
100,351
100
Discover
Financial
Services
6.700%
11/29/32
BBB
105,808
70
Elevance
Health
Inc
3.650%
12/01/27
BBB
67,955
100
Elevance
Health
Inc
2.250%
5/15/30
BBB
85,982
100
Elevance
Health
Inc
4.650%
1/15/43
BBB
94,042
100
Elevance
Health
Inc
4.550%
5/15/52
BBB
90,738
10
Equitable
Holdings
Inc
7.000%
4/01/28
BBB+
10,859
50
Equitable
Holdings
Inc
4.350%
4/20/28
BBB+
48,177
42
Equitable
Holdings
Inc
5.000%
4/20/48
BBB+
36,351
86
ERP
Operating
LP
2.500%
2/15/30
A-
74,646
50
Federal
Realty
Investment
Trust
3.500%
6/01/30
BBB+
44,491
132
Fifth
Third
Bancorp
1.707%
11/01/27
BBB+
114,514
30
First
American
Financial
Corp
2.400%
8/15/31
BBB
23,316
30
Franklin
Resources
Inc
1.600%
10/30/30
A
23,908
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
(continued)
Portfolio
of
Investments
April
30,
2023
(Unaudited)
42
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Financials
(continued)
$
50
GATX
Corp
4.700%
4/01/29
BBB
$
49,155
100
GATX
Corp
3.500%
6/01/32
BBB
88,722
100
Goldman
Sachs
Group
Inc/The
3.850%
7/08/24
A
98,348
200
Goldman
Sachs
Group
Inc/The
1.948%
10/21/27
A
179,098
300
Goldman
Sachs
Group
Inc/The
3.800%
3/15/30
A
281,730
582
Goldman
Sachs
Group
Inc/The
2.383%
7/21/32
A
475,440
200
Goldman
Sachs
Group
Inc/The
2.650%
10/21/32
A
166,427
100
Hartford
Financial
Services
Group
Inc/The
2.900%
9/15/51
BBB+
66,115
100
Healthpeak
OP
LLC
2.125%
12/01/28
BBB+
86,700
50
Healthpeak
OP
LLC
3.500%
7/15/29
BBB+
46,333
50
Host
Hotels
&
Resorts
LP
4.500%
2/01/26
BBB-
48,836
175
HSBC
Holdings
PLC
0.976%
5/24/25
A-
165,554
200
HSBC
Holdings
PLC
7.336%
11/03/26
A-
209,720
200
HSBC
Holdings
PLC
2.013%
9/22/28
A-
174,071
450
HSBC
Holdings
PLC
2.804%
5/24/32
A-
368,458
100
Humana
Inc
3.700%
3/23/29
BBB
94,653
50
Humana
Inc
4.875%
4/01/30
BBB
50,150
100
Humana
Inc
2.150%
2/03/32
BBB
81,084
100
Huntington
Bancshares
Inc/OH
2.625%
8/06/24
BBB+
95,044
100
ING
Groep
NV
3.950%
3/29/27
A-
96,041
50
ING
Groep
NV
4.050%
4/09/29
A-
47,790
54
Intercontinental
Exchange
Inc
3.750%
9/21/28
A-
52,197
100
Intercontinental
Exchange
Inc
4.600%
3/15/33
A-
99,865
50
Intercontinental
Exchange
Inc
4.250%
9/21/48
A-
44,067
20
Invesco
Finance
PLC
3.750%
1/15/26
A-
19,439
110
JPMorgan
Chase
&
Co
0.824%
6/01/25
A+
104,510
100
JPMorgan
Chase
&
Co
3.845%
6/14/25
A+
98,177
100
JPMorgan
Chase
&
Co
2.595%
2/24/26
A+
95,205
100
JPMorgan
Chase
&
Co
4.080%
4/26/26
A+
98,266
100
JPMorgan
Chase
&
Co
1.470%
9/22/27
A+
89,045
190
JPMorgan
Chase
&
Co
3.702%
5/06/30
A+
177,226
210
JPMorgan
Chase
&
Co
2.739%
10/15/30
A+
184,213
648
JPMorgan
Chase
&
Co
4.493%
3/24/31
A+
631,317
110
JPMorgan
Chase
&
Co
2.545%
11/08/32
A+
91,557
140
JPMorgan
Chase
&
Co
3.157%
4/22/42
A+
106,839
250
JPMorgan
Chase
&
Co
3.328%
4/22/52
A+
186,661
20
KeyBank
NA/Cleveland
OH
6.950%
2/01/28
BBB+
20,356
90
KeyCorp
2.250%
4/06/27
BBB+
78,479
40
Kilroy
Realty
LP
4.750%
12/15/28
BBB
35,418
100
Kimco
Realty
OP
LLC
2.250%
12/01/31
BBB+
78,641
20
Legg
Mason
Inc
4.750%
3/15/26
A
19,817
60
Lincoln
National
Corp
3.050%
1/15/30
BBB+
48,998
10
Lincoln
National
Corp
3.400%
3/01/32
BBB+
7,878
20
Lincoln
National
Corp
(3)
4.375%
6/15/50
BBB+
14,207
40
Lloyds
Banking
Group
PLC
4.500%
11/04/24
BBB+
39,080
210
Lloyds
Banking
Group
PLC
2.438%
2/05/26
A-
198,555
20
Lloyds
Banking
Group
PLC
4.550%
8/16/28
A-
19,287
30
Manulife
Financial
Corp
5.375%
3/04/46
A-
30,220
150
Marsh
&
McLennan
Cos
Inc
2.250%
11/15/30
A-
128,069
10
Marsh
&
McLennan
Cos
Inc
4.350%
1/30/47
A-
8,763
200
Mitsubishi
UFJ
Financial
Group
Inc
2.757%
9/13/26
A-
185,664
250
Mitsubishi
UFJ
Financial
Group
Inc
1.538%
7/20/27
A-
222,427
64
Mitsubishi
UFJ
Financial
Group
Inc
3.961%
3/02/28
A-
61,629
200
Mitsubishi
UFJ
Financial
Group
Inc
5.441%
2/22/34
A-
203,101
150
Mizuho
Financial
Group
Inc
2.651%
5/22/26
A-
141,536
10
Mizuho
Financial
Group
Inc
3.663%
2/28/27
A-
9,569
100
Mizuho
Financial
Group
Inc
2.869%
9/13/30
A-
86,805
20
Morgan
Stanley
0.790%
5/30/25
A
18,934
40
Morgan
Stanley
4.350%
9/08/26
BBB+
39,124
170
Morgan
Stanley
4.210%
4/20/28
A+
164,810
43
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Financials
(continued)
$
727
Morgan
Stanley
3.772%
1/24/29
A+
$
688,957
100
Morgan
Stanley
5.123%
2/01/29
A+
100,490
291
Morgan
Stanley
4.431%
1/23/30
A+
281,153
110
Morgan
Stanley
3.622%
4/01/31
A
100,613
170
Morgan
Stanley
2.239%
7/21/32
A+
137,223
100
Morgan
Stanley
2.484%
9/16/36
BBB+
76,861
250
National
Australia
Bank
Ltd/New
York
(3)
4.966%
1/12/26
AA-
253,054
50
National
Australia
Bank
Ltd/New
York
3.375%
1/14/26
AA-
48,624
100
NatWest
Group
PLC
5.076%
1/27/30
A-
98,555
30
Nomura
Holdings
Inc
2.648%
1/16/25
BBB+
28,459
120
Nomura
Holdings
Inc
2.172%
7/14/28
BBB+
101,068
42
Northern
Trust
Corp
3.950%
10/30/25
A
40,952
20
Northern
Trust
Corp
3.150%
5/03/29
A+
18,684
30
ORIX
Corp
3.700%
7/18/27
A-
28,698
10
PNC
Bank
NA
3.300%
10/30/24
A
9,637
10
PNC
Bank
NA
3.100%
10/25/27
A
9,372
90
PNC
Bank
NA
4.050%
7/26/28
A-
85,595
20
PNC
Bank
NA
(3)
2.700%
10/22/29
A-
17,308
124
PNC
Financial
Services
Group
Inc/The
3.900%
4/29/24
A-
121,713
54
Principal
Financial
Group
Inc
3.700%
5/15/29
A-
51,253
34
Progressive
Corp/The
3.200%
3/26/30
A
31,362
20
Progressive
Corp/The
(3)
3.000%
3/15/32
A
17,995
30
Progressive
Corp/The
4.200%
3/15/48
A
26,378
91
Prologis
LP
3.875%
9/15/28
A-
88,439
50
Prologis
LP
2.875%
11/15/29
A-
44,990
10
Prologis
LP
4.375%
9/15/48
A-
8,890
100
Prologis
LP
5.250%
6/15/53
A-
100,074
31
Prudential
Financial
Inc
1.500%
3/10/26
A-
28,528
60
Prudential
Financial
Inc
3.000%
3/10/40
A-
45,751
10
Prudential
Financial
Inc
(3)
4.500%
9/15/47
BBB+
9,236
113
Prudential
Financial
Inc
3.905%
12/07/47
A-
91,640
100
Prudential
Funding
Asia
PLC
3.625%
3/24/32
A
91,251
130
Realty
Income
Corp
2.200%
6/15/28
A-
116,481
10
Regions
Financial
Corp
1.800%
8/12/28
BBB+
8,316
20
Regions
Financial
Corp
7.375%
12/10/37
BBB+
21,480
20
Reinsurance
Group
of
America
Inc
3.950%
9/15/26
BBB+
19,375
19
Reinsurance
Group
of
America
Inc
3.900%
5/15/29
BBB+
17,869
100
Royal
Bank
of
Canada
3.375%
4/14/25
A+
97,222
100
Royal
Bank
of
Canada
1.200%
4/27/26
A+
91,022
100
Royal
Bank
of
Canada
1.150%
7/14/26
A+
90,029
100
Santander
Holdings
USA
Inc
4.260%
6/09/25
BBB+
96,726
100
Santander
Holdings
USA
Inc
2.490%
1/06/28
BBB+
87,698
200
Simon
Property
Group
LP
5.500%
3/08/33
A-
203,576
100
State
Street
Corp
1.746%
2/06/26
A+
94,148
100
State
Street
Corp
(3)
2.400%
1/24/30
A+
87,039
50
Sumitomo
Mitsui
Financial
Group
Inc
2.632%
7/14/26
A-
46,722
330
Sumitomo
Mitsui
Financial
Group
Inc
3.364%
7/12/27
A-
313,882
110
Sumitomo
Mitsui
Financial
Group
Inc
2.750%
1/15/30
A-
95,930
10
Sumitomo
Mitsui
Financial
Group
Inc
1.710%
1/12/31
A-
7,889
112
Synchrony
Financial
4.875%
6/13/25
BBB-
105,830
212
Toronto-Dominion
Bank/The
1.200%
6/03/26
A+
189,180
30
Toronto-Dominion
Bank/The
3.625%
9/15/31
A-
28,352
92
Travelers
Cos
Inc/The
4.600%
8/01/43
A
86,414
10
Travelers
Cos
Inc/The
3.750%
5/15/46
A
8,166
51
Truist
Bank
3.625%
9/16/25
A
48,250
200
Truist
Financial
Corp
3.700%
6/05/25
A-
192,658
50
Truist
Financial
Corp
1.887%
6/07/29
A-
42,327
100
UnitedHealth
Group
Inc
4.000%
5/15/29
A
98,358
100
UnitedHealth
Group
Inc
5.300%
2/15/30
A
105,558
100
UnitedHealth
Group
Inc
4.200%
5/15/32
A
98,052
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
(continued)
Portfolio
of
Investments
April
30,
2023
(Unaudited)
44
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Financials
(continued)
$
100
UnitedHealth
Group
Inc
5.350%
2/15/33
A
$
106,644
311
UnitedHealth
Group
Inc
4.750%
5/15/52
A
302,296
250
US
Bank
NA/Cincinnati
OH
2.800%
1/27/25
AA-
239,827
21
Ventas
Realty
LP
3.850%
4/01/27
BBB+
19,979
10
Ventas
Realty
LP
4.400%
1/15/29
BBB+
9,542
10
Ventas
Realty
LP
3.000%
1/15/30
BBB+
8,676
54
Ventas
Realty
LP
4.750%
11/15/30
BBB+
52,036
9
Voya
Financial
Inc
4.800%
6/15/46
BBB
7,627
40
Voya
Financial
Inc
4.700%
1/23/48
BBB-
33,703
108
Welltower
OP
LLC
4.125%
3/15/29
BBB+
101,202
50
Westpac
Banking
Corp
1.953%
11/20/28
AA-
43,903
100
Westpac
Banking
Corp
2.150%
6/03/31
AA-
85,325
166
Westpac
Banking
Corp
4.322%
11/23/31
BBB+
157,190
10
Willis
North
America
Inc
3.600%
5/15/24
BBB
9,802
50
Willis
North
America
Inc
2.950%
9/15/29
BBB
44,264
20
Zions
Bancorp
NA
3.250%
10/29/29
BBB
14,765
Total
Financials
22,664,945
Industrial
-
14.7%
20
3M
Co
(3)
3.375%
3/01/29
A
19,157
118
3M
Co
2.375%
8/26/29
A
105,618
70
3M
Co
(3)
3.050%
4/15/30
A
64,630
20
ABB
Finance
USA
Inc
3.800%
4/03/28
A-
19,848
44
Adobe
Inc
1.900%
2/01/25
A
42,191
18
Adobe
Inc
2.150%
2/01/27
A
16,758
40
Advance
Auto
Parts
Inc
3.500%
3/15/32
BBB-
34,497
60
Agilent
Technologies
Inc
2.100%
6/04/30
BBB+
50,404
99
Air
Products
and
Chemicals
Inc
1.850%
5/15/27
A
90,936
100
Albemarle
Corp
(3)
4.650%
6/01/27
BBB
98,818
150
Alibaba
Group
Holding
Ltd
4.500%
11/28/34
A+
141,995
100
Amazon.com
Inc
4.550%
12/01/27
AA-
101,820
100
Amazon.com
Inc
4.650%
12/01/29
AA-
102,373
100
Amazon.com
Inc
4.700%
12/01/32
AA-
102,843
300
Amazon.com
Inc
4.800%
12/05/34
AA-
311,447
100
Amazon.com
Inc
3.950%
4/13/52
AA-
88,050
10
Amcor
Finance
USA
Inc
4.500%
5/15/28
BBB
9,882
50
Amcor
Flexibles
North
America
Inc
2.630%
6/19/30
BBB
42,232
50
American
Honda
Finance
Corp
2.150%
9/10/24
A-
48,309
100
American
Honda
Finance
Corp
1.500%
1/13/25
A-
94,967
10
American
Tower
Corp
4.000%
6/01/25
BBB-
9,821
100
American
Tower
Corp
(3)
1.500%
1/31/28
BBB-
86,028
70
American
Tower
Corp
(3)
2.900%
1/15/30
BBB-
61,732
100
American
Tower
Corp
(3)
4.050%
3/15/32
BBB-
92,730
100
Amgen
Inc
5.150%
3/02/28
BBB+
102,351
100
Amgen
Inc
(3)
3.000%
2/22/29
BBB+
92,829
138
Amgen
Inc
2.300%
2/25/31
BBB+
116,918
100
Amgen
Inc
2.000%
1/15/32
BBB+
81,039
20
Amgen
Inc
5.750%
3/15/40
BBB+
20,600
100
Amgen
Inc
5.600%
3/02/43
BBB+
102,900
200
Amgen
Inc
4.400%
5/01/45
BBB+
176,492
50
Amphenol
Corp
4.350%
6/01/29
BBB+
49,778
100
Analog
Devices
Inc
1.700%
10/01/28
A
88,095
10
Applied
Materials
Inc
3.900%
10/01/25
A
9,895
52
Applied
Materials
Inc
5.100%
10/01/35
A
54,657
50
Applied
Materials
Inc
4.350%
4/01/47
A
47,310
50
Aptiv
PLC
4.350%
3/15/29
BBB
48,537
52
Aptiv
PLC
/
Aptiv
Corp
4.150%
5/01/52
BBB
40,256
10
Archer-Daniels-Midland
Co
3.250%
3/27/30
A
9,396
120
Archer-Daniels-Midland
Co
2.700%
9/15/51
A
83,817
100
Arrow
Electronics
Inc
6.125%
3/01/26
BBB-
100,073
45
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Industrial
(continued)
$
100
Astrazeneca
Finance
LLC
1.200%
5/28/26
A-
$
91,519
49
AstraZeneca
PLC
1.375%
8/06/30
A-
40,272
175
AstraZeneca
PLC
6.450%
9/15/37
A-
207,283
10
AstraZeneca
PLC
4.375%
11/16/45
A-
9,592
100
AT&T
Inc
5.539%
2/20/26
BBB
100,119
600
AT&T
Inc
4.850%
3/01/39
BBB
563,022
200
AT&T
Inc
6.375%
3/01/41
BBB
216,669
100
Autodesk
Inc
2.400%
12/15/31
BBB
83,870
100
Automatic
Data
Processing
Inc
1.700%
5/15/28
AA-
89,483
70
AutoNation
Inc
1.950%
8/01/28
BBB-
58,264
100
AutoZone
Inc
4.500%
2/01/28
BBB
99,784
50
Avery
Dennison
Corp
2.250%
2/15/32
BBB
40,233
20
Avnet
Inc
4.625%
4/15/26
BBB-
19,693
105
Baker
Hughes
Holdings
LLC
/
Baker
Hughes
Co-Obligor
Inc
3.138%
11/07/29
A-
95,378
180
Baxalta
Inc
4.000%
6/23/25
BBB
176,790
60
Baxter
International
Inc
1.730%
4/01/31
BBB
47,234
100
Baxter
International
Inc
2.539%
2/01/32
BBB
82,354
100
Becton
Dickinson
&
Co
4.693%
2/13/28
BBB
101,159
12
Bell
Telephone
Co
of
Canada
or
Bell
Canada/The
2.150%
2/15/32
BBB+
9,918
80
Bell
Telephone
Co
of
Canada
or
Bell
Canada/The
3.650%
3/17/51
BBB+
62,831
100
Berry
Global
Inc,
144A
5.500%
4/15/28
BBB-
100,058
20
Biogen
Inc
2.250%
5/01/30
BBB
17,019
40
Block
Financial
LLC
2.500%
7/15/28
BBB-
34,566
50
Booking
Holdings
Inc
3.600%
6/01/26
A-
48,881
62
BorgWarner
Inc
(3)
2.650%
7/01/27
BBB+
57,494
90
Bristol-Myers
Squibb
Co
1.450%
11/13/30
A
73,828
260
Bristol-Myers
Squibb
Co
4.125%
6/15/39
A
243,635
70
British
Telecommunications
PLC
9.625%
12/15/30
BBB
88,119
212
Broadcom
Inc,
144A
4.150%
4/15/32
BBB-
193,650
385
Broadcom
Inc
4.300%
11/15/32
BBB-
353,007
100
Broadridge
Financial
Solutions
Inc
2.600%
5/01/31
BBB+
83,900
100
Brunswick
Corp/DE
(3)
4.400%
9/15/32
BBB
88,445
30
Bunge
Ltd
Finance
Corp
3.250%
8/15/26
BBB
28,626
10
Bunge
Ltd
Finance
Corp
3.750%
9/25/27
BBB
9,640
50
Bunge
Ltd
Finance
Corp
2.750%
5/14/31
BBB
42,912
10
Campbell
Soup
Co
3.300%
3/19/25
BBB
9,721
110
Campbell
Soup
Co
(3)
2.375%
4/24/30
BBB
94,699
50
Canadian
National
Railway
Co
6.375%
11/15/37
A
57,987
30
Canadian
National
Railway
Co
3.650%
2/03/48
A
25,068
10
Canadian
National
Railway
Co
4.450%
1/20/49
A
9,459
100
Canadian
Pacific
Railway
Co
2.450%
12/02/31
BBB
89,220
70
Canadian
Pacific
Railway
Co
4.300%
5/15/43
BBB
62,636
120
Cardinal
Health
Inc
4.500%
11/15/44
BBB
103,163
40
Carlisle
Cos
Inc
3.500%
12/01/24
BBB
38,948
20
Carlisle
Cos
Inc
2.200%
3/01/32
BBB
15,836
172
Carrier
Global
Corp
3.377%
4/05/40
BBB-
133,925
100
Caterpillar
Financial
Services
Corp
0.600%
9/13/24
A
94,858
50
Caterpillar
Financial
Services
Corp
3.250%
12/01/24
A
48,916
112
Caterpillar
Financial
Services
Corp
3.400%
5/13/25
A
109,821
10
Caterpillar
Financial
Services
Corp
0.800%
11/13/25
A
9,143
100
Caterpillar
Inc
3.803%
8/15/42
A
89,714
20
CBRE
Services
Inc
4.875%
3/01/26
BBB+
20,015
112
CDW
LLC
/
CDW
Finance
Corp
2.670%
12/01/26
BBB-
101,729
100
Celanese
US
Holdings
LLC
1.400%
8/05/26
BBB-
87,677
50
Celulosa
Arauco
y
Constitucion
SA
3.875%
11/02/27
BBB-
46,702
10
Celulosa
Arauco
y
Constitucion
SA
5.500%
11/02/47
BBB-
8,928
50
Cheniere
Corpus
Christi
Holdings
LLC
5.875%
3/31/25
BBB-
50,394
62
Cheniere
Corpus
Christi
Holdings
LLC
5.125%
6/30/27
BBB-
62,276
40
Church
&
Dwight
Co
Inc
3.150%
8/01/27
BBB+
38,512
100
Church
&
Dwight
Co
Inc
5.000%
6/15/52
BBB+
100,267
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
(continued)
Portfolio
of
Investments
April
30,
2023
(Unaudited)
46
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Industrial
(continued)
$
70
Cigna
Group/The
4.500%
2/25/26
BBB+
$
69,827
300
Cigna
Group/The
3.050%
10/15/27
BBB+
282,567
50
Cigna
Group/The
4.800%
8/15/38
BBB+
48,515
100
Cintas
Corp
No
2
3.450%
5/01/25
A-
97,651
100
Cintas
Corp
No
2
3.700%
4/01/27
A-
97,899
188
Cisco
Systems
Inc
2.500%
9/20/26
A+
178,956
100
Clorox
Co/The
4.400%
5/01/29
BBB+
99,395
50
CNH
Industrial
NV
3.850%
11/15/27
BBB
48,040
85
Coca-Cola
Co/The
(3)
1.450%
6/01/27
A+
77,300
50
Coca-Cola
Co/The
1.000%
3/15/28
A+
43,671
160
Coca-Cola
Co/The
1.650%
6/01/30
A+
135,825
100
Coca-Cola
Co/The
3.000%
3/05/51
A+
78,475
40
Coca-Cola
Co/The
(3)
2.750%
6/01/60
A+
29,043
90
Coca-Cola
Femsa
SAB
de
CV
1.850%
9/01/32
A-
71,963
100
Colgate-Palmolive
Co
3.250%
8/15/32
AA-
93,825
200
Comcast
Corp
3.300%
4/01/27
A-
192,771
200
Comcast
Corp
3.400%
4/01/30
A-
187,495
200
Comcast
Corp
1.500%
2/15/31
A-
161,708
100
Comcast
Corp
5.500%
11/15/32
A-
107,173
300
Comcast
Corp
3.750%
4/01/40
A-
258,918
300
Comcast
Corp
2.987%
11/01/63
A-
194,249
10
Conagra
Brands
Inc
4.600%
11/01/25
BBB-
9,933
130
Conagra
Brands
Inc
8.250%
9/15/30
BBB-
152,032
50
Corning
Inc
5.350%
11/15/48
BBB+
49,685
10
Corning
Inc
3.900%
11/15/49
BBB+
7,770
10
Corning
Inc
4.375%
11/15/57
BBB+
8,467
100
Costco
Wholesale
Corp
1.375%
6/20/27
A+
90,288
40
Crown
Castle
Inc
4.300%
2/15/29
BBB
38,936
214
Crown
Castle
Inc
3.300%
7/01/30
BBB
193,160
100
Crown
Castle
Inc
2.500%
7/15/31
BBB-
83,908
155
CSX
Corp
4.250%
3/15/29
BBB+
153,736
10
CSX
Corp
6.000%
10/01/36
BBB+
10,954
100
CSX
Corp
4.100%
3/15/44
BBB+
88,115
10
CSX
Corp
4.750%
11/15/48
BBB+
9,455
52
CSX
Corp
4.250%
11/01/66
BBB+
43,384
9
Cummins
Inc
1.500%
9/01/30
A
7,451
82
Cummins
Inc
2.600%
9/01/50
A
54,279
200
CVS
Health
Corp
3.625%
4/01/27
BBB
193,589
170
CVS
Health
Corp
1.875%
2/28/31
BBB
138,459
300
CVS
Health
Corp
(3)
2.125%
9/15/31
BBB
246,122
110
CVS
Health
Corp
2.700%
8/21/40
BBB
78,791
100
CVS
Health
Corp
4.250%
4/01/50
BBB
83,419
100
Danaher
Corp
2.800%
12/10/51
A-
69,745
100
Deere
&
Co
3.900%
6/09/42
A
92,308
140
Dell
International
LLC
/
EMC
Corp
5.850%
7/15/25
BBB
142,979
122
Dell
International
LLC
/
EMC
Corp
8.100%
7/15/36
BBB
143,209
182
Discovery
Communications
LLC
(3)
3.625%
5/15/30
BBB-
162,021
51
Discovery
Communications
LLC
6.350%
6/01/40
BBB-
49,714
46
Discovery
Communications
LLC
4.000%
9/15/55
BBB-
30,232
100
Dollar
General
Corp
3.500%
4/03/30
BBB
92,504
12
Dollar
Tree
Inc
4.000%
5/15/25
BBB
11,811
82
Dollar
Tree
Inc
3.375%
12/01/51
BBB
58,408
30
Dover
Corp
5.375%
10/15/35
BBB+
31,523
141
Dow
Chemical
Co/The
4.250%
10/01/34
BBB+
132,229
50
DR
Horton
Inc
1.300%
10/15/26
BBB+
44,775
126
DuPont
de
Nemours
Inc
(3)
4.725%
11/15/28
BBB+
127,330
120
DuPont
de
Nemours
Inc
5.319%
11/15/38
BBB+
121,315
30
DXC
Technology
Co
1.800%
9/15/26
BBB
26,360
171
Eastern
Gas
Transmission
&
Storage
Inc
4.800%
11/01/43
A-
153,663
48
Eaton
Corp
3.103%
9/15/27
BBB+
45,872
47
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Industrial
(continued)
$
42
Eaton
Corp
4.000%
11/02/32
BBB+
$
40,356
134
eBay
Inc
2.700%
3/11/30
BBB+
117,582
86
Ecolab
Inc
3.250%
12/01/27
A-
83,056
100
Ecolab
Inc
2.700%
12/15/51
A-
67,193
52
Electronic
Arts
Inc
1.850%
2/15/31
BBB+
43,064
25
Eli
Lilly
&
Co
3.375%
3/15/29
A
24,021
100
Eli
Lilly
&
Co
4.700%
2/27/33
A
103,816
50
Emerson
Electric
Co
2.000%
12/21/28
A
44,351
62
Emerson
Electric
Co
1.950%
10/15/30
A
52,288
10
Enbridge
Inc
2.500%
2/14/25
BBB+
9,569
160
Enbridge
Inc
3.125%
11/15/29
BBB+
145,405
90
Enbridge
Inc
4.500%
6/10/44
BBB+
76,990
40
Enterprise
Products
Operating
LLC
7.550%
4/15/38
BBB+
46,919
200
Enterprise
Products
Operating
LLC
6.125%
10/15/39
BBB+
217,288
100
Enterprise
Products
Operating
LLC
4.850%
3/15/44
BBB+
93,297
40
Equinix
Inc
2.625%
11/18/24
BBB
38,462
100
Equinix
Inc
3.900%
4/15/32
BBB
91,117
110
Estee
Lauder
Cos
Inc/The
2.600%
4/15/30
A+
98,863
220
FedEx
Corp
3.900%
2/01/35
BBB
198,281
162
Fidelity
National
Information
Services
Inc
1.650%
3/01/28
BBB
140,052
254
Fiserv
Inc
3.500%
7/01/29
BBB
236,584
50
Flex
Ltd
4.875%
6/15/29
BBB-
48,501
30
Flowserve
Corp
2.800%
1/15/32
BBB-
24,260
40
FMC
Corp
3.450%
10/01/29
BBB-
36,664
10
Fomento
Economico
Mexicano
SAB
de
CV
4.375%
5/10/43
BBB+
8,981
79
Fomento
Economico
Mexicano
SAB
de
CV
3.500%
1/16/50
BBB+
60,929
30
Fortive
Corp
3.150%
6/15/26
BBB
28,686
110
Fox
Corp
4.709%
1/25/29
BBB
108,050
174
General
Mills
Inc
2.875%
4/15/30
BBB
158,215
200
General
Motors
Financial
Co
Inc
5.000%
4/09/27
BBB
197,810
274
General
Motors
Financial
Co
Inc
5.650%
1/17/29
BBB
274,581
210
General
Motors
Financial
Co
Inc
4.300%
4/06/29
BBB
195,714
40
Genuine
Parts
Co
2.750%
2/01/32
BBB
33,758
160
Gilead
Sciences
Inc
4.600%
9/01/35
BBB+
159,138
146
Gilead
Sciences
Inc
4.000%
9/01/36
BBB+
135,867
30
Gilead
Sciences
Inc
5.650%
12/01/41
BBB+
32,175
50
GlaxoSmithKline
Capital
Inc
3.625%
5/15/25
A
49,408
30
GlaxoSmithKline
Capital
PLC
3.000%
6/01/24
A
29,474
230
GlaxoSmithKline
Capital
PLC
3.375%
6/01/29
A
219,667
150
Global
Payments
Inc
3.200%
8/15/29
BBB-
132,667
162
Halliburton
Co
4.850%
11/15/35
BBB+
158,282
40
Harley-Davidson
Inc
(3)
4.625%
7/28/45
BBB-
31,104
10
Hasbro
Inc
3.500%
9/15/27
BBB
9,496
100
Hasbro
Inc
3.900%
11/19/29
BBB
91,863
210
HCA
Inc,
144A
3.125%
3/15/27
BBB-
197,190
106
HCA
Inc
4.125%
6/15/29
BBB-
100,498
110
HCA
Inc
5.125%
6/15/39
BBB-
103,431
100
HCA
Inc
3.500%
7/15/51
BBB-
69,800
100
Hewlett
Packard
Enterprise
Co
6.102%
4/01/26
BBB
100,868
50
Hewlett
Packard
Enterprise
Co
6.200%
10/15/35
BBB
54,050
100
Home
Depot
Inc/The
2.700%
4/15/25
A
97,256
10
Home
Depot
Inc/The
2.950%
6/15/29
A
9,344
299
Home
Depot
Inc/The
5.400%
9/15/40
A
315,873
100
Home
Depot
Inc/The
5.950%
4/01/41
A
112,187
22
Home
Depot
Inc/The
4.400%
3/15/45
A
20,458
100
Honda
Motor
Co
Ltd
2.534%
3/10/27
A-
93,935
100
Hormel
Foods
Corp
1.700%
6/03/28
A-
89,129
92
HP
Inc
3.400%
6/17/30
BBB
81,533
100
HP
Inc
4.200%
4/15/32
BBB
89,609
20
IDEX
Corp
2.625%
6/15/31
BBB
17,097
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
(continued)
Portfolio
of
Investments
April
30,
2023
(Unaudited)
48
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Industrial
(continued)
$
60
Illinois
Tool
Works
Inc
4.875%
9/15/41
A+
$
60,815
292
Intel
Corp
2.450%
11/15/29
A
257,504
10
Intel
Corp
4.000%
12/15/32
A
9,522
110
Intel
Corp
4.600%
3/25/40
A
103,473
40
Intel
Corp
4.250%
12/15/42
A
35,171
60
Intel
Corp
4.100%
5/11/47
A
50,506
60
Intel
Corp
3.734%
12/08/47
A
47,375
20
International
Business
Machines
Corp
7.000%
10/30/25
A-
21,184
170
International
Business
Machines
Corp
3.300%
5/15/26
A-
164,820
100
International
Business
Machines
Corp
2.720%
2/09/32
A-
86,729
72
International
Business
Machines
Corp
5.600%
11/30/39
A-
74,829
90
International
Business
Machines
Corp
4.700%
2/19/46
A-
82,430
30
International
Flavors
&
Fragrances
Inc
4.375%
6/01/47
BBB-
23,759
10
International
Flavors
&
Fragrances
Inc
5.000%
9/26/48
BBB-
8,661
45
International
Paper
Co
4.800%
6/15/44
BBB
41,306
42
International
Paper
Co
4.350%
8/15/48
BBB
36,313
60
Interpublic
Group
of
Cos
Inc/The
2.400%
3/01/31
BBB
50,139
48
Intuit
Inc
1.350%
7/15/27
A-
42,838
10
Intuit
Inc
1.650%
7/15/30
A-
8,334
100
J
M
Smucker
Co/The
2.750%
9/15/41
BBB
72,328
40
Jabil
Inc
(3)
4.250%
5/15/27
BBB-
39,004
112
John
Deere
Capital
Corp
0.450%
6/07/24
A
107,012
100
John
Deere
Capital
Corp
0.625%
9/10/24
A
94,752
100
John
Deere
Capital
Corp
1.300%
10/13/26
A
90,635
360
Johnson
&
Johnson
3.550%
3/01/36
AAA
336,513
50
Johnson
Controls
International
plc
5.125%
9/14/45
BBB
48,634
10
Johnson
Controls
International
plc
/
Tyco
Fire
&
Security
Finance
SCA
1.750%
9/15/30
BBB
8,297
30
Johnson
Controls
International
plc
/
Tyco
Fire
&
Security
Finance
SCA
2.000%
9/16/31
BBB
24,669
110
Keurig
Dr
Pepper
Inc
4.500%
4/15/52
BBB
98,229
50
Keysight
Technologies
Inc
3.000%
10/30/29
BBB
44,672
10
Kimberly-Clark
Corp
3.950%
11/01/28
A
9,983
100
Kimberly-Clark
Corp
2.000%
11/02/31
A
84,806
48
Kimberly-Clark
Corp
6.625%
8/01/37
A
59,031
69
Kimberly-Clark
Corp
5.300%
3/01/41
A
73,007
90
Kinder
Morgan
Inc
1.750%
11/15/26
BBB
81,328
312
Kinder
Morgan
Inc
5.300%
12/01/34
BBB
306,622
100
KLA
Corp
4.650%
7/15/32
A-
101,549
10
Koninklijke
KPN
NV
8.375%
10/01/30
BBB
11,879
100
Kraft
Heinz
Foods
Co
3.875%
5/15/27
BBB
97,629
100
Kraft
Heinz
Foods
Co
4.250%
3/01/31
BBB
97,320
100
Kraft
Heinz
Foods
Co
5.500%
6/01/50
BBB
100,979
10
Kroger
Co/The
2.200%
5/01/30
BBB
8,435
160
Kroger
Co/The
6.900%
4/15/38
BBB
183,136
9
Kroger
Co/The
5.400%
7/15/40
BBB
8,796
100
Laboratory
Corp
of
America
Holdings
1.550%
6/01/26
BBB
90,413
100
Laboratory
Corp
of
America
Holdings
2.700%
6/01/31
BBB
86,311
10
Lam
Research
Corp
1.900%
6/15/30
A-
8,476
90
Lam
Research
Corp
3.125%
6/15/60
A-
62,371
60
Lear
Corp
2.600%
1/15/32
BBB
47,598
30
Leggett
&
Platt
Inc
4.400%
3/15/29
BBB
29,213
30
Leggett
&
Platt
Inc
3.500%
11/15/51
BBB
22,307
10
Linde
Inc/CT
1.100%
8/10/30
A
8,040
70
Lowe's
Cos
Inc
3.350%
4/01/27
BBB+
67,473
61
Lowe's
Cos
Inc
4.500%
4/15/30
BBB+
60,375
300
Lowe's
Cos
Inc
5.000%
4/15/40
BBB+
289,617
190
LYB
International
Finance
III
LLC
3.375%
10/01/40
BBB
140,503
60
Magna
International
Inc
2.450%
6/15/30
A-
51,743
132
Marathon
Petroleum
Corp
4.750%
9/15/44
BBB
114,464
49
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Industrial
(continued)
$
112
Martin
Marietta
Materials
Inc
3.200%
7/15/51
BBB
$
79,615
100
Marvell
Technology
Inc
2.450%
4/15/28
BBB-
87,928
50
Masco
Corp
2.000%
2/15/31
BBB
40,235
32
Mastercard
Inc
2.950%
6/01/29
A+
30,105
44
Mastercard
Inc
3.350%
3/26/30
A+
41,888
100
Mastercard
Inc
2.000%
11/18/31
A+
84,933
40
Mastercard
Inc
(3)
3.800%
11/21/46
A+
35,065
70
MDC
Holdings
Inc
3.966%
8/06/61
BBB-
42,521
100
Medtronic
Global
Holdings
SCA
4.500%
3/30/33
A-
100,932
100
Merck
&
Co
Inc
1.900%
12/10/28
A+
89,209
200
Merck
&
Co
Inc
1.450%
6/24/30
A+
166,450
100
Merck
&
Co
Inc
2.750%
12/10/51
A+
70,863
20
Micron
Technology
Inc
4.975%
2/06/26
BBB-
19,902
80
Micron
Technology
Inc
4.185%
2/15/27
BBB-
77,142
50
Microsoft
Corp
3.300%
2/06/27
AAA
49,120
211
Microsoft
Corp
3.450%
8/08/36
AAA
196,003
576
Microsoft
Corp
2.921%
3/17/52
AAA
441,400
20
Moody's
Corp
(3)
2.000%
8/19/31
BBB+
16,393
10
Moody's
Corp
5.250%
7/15/44
BBB+
9,861
100
Moody's
Corp
3.750%
2/25/52
BBB+
80,032
50
Mosaic
Co/The
4.875%
11/15/41
BBB
44,641
100
Motorola
Solutions
Inc
2.750%
5/24/31
BBB-
83,233
120
MPLX
LP
2.650%
8/15/30
BBB
102,530
100
MPLX
LP
4.950%
3/14/52
BBB
86,564
30
National
Fuel
Gas
Co
5.500%
1/15/26
BBB-
30,155
50
NetApp
Inc
2.375%
6/22/27
BBB
46,267
100
Norfolk
Southern
Corp
2.300%
5/15/31
BBB+
84,724
32
Norfolk
Southern
Corp
4.837%
10/01/41
BBB+
30,296
110
Norfolk
Southern
Corp
2.900%
8/25/51
BBB+
73,552
50
NOV
Inc
3.950%
12/01/42
BBB
37,241
150
Novartis
Capital
Corp
2.200%
8/14/30
AA-
132,640
100
Novartis
Capital
Corp
4.400%
5/06/44
AA-
98,233
100
Nutrien
Ltd
4.200%
4/01/29
BBB
97,267
100
NVIDIA
Corp
2.000%
6/15/31
A
84,729
62
NVIDIA
Corp
3.500%
4/01/40
A
53,392
30
NVR
Inc
3.000%
5/15/30
BBB+
26,936
10
NXP
BV
/
NXP
Funding
LLC
/
NXP
USA
Inc
3.150%
5/01/27
BBB
9,370
112
NXP
BV
/
NXP
Funding
LLC
/
NXP
USA
Inc
2.500%
5/11/31
BBB
92,543
100
NXP
BV
/
NXP
Funding
LLC
/
NXP
USA
Inc
2.650%
2/15/32
BBB
82,214
183
ONEOK
Inc
4.550%
7/15/28
BBB
179,665
19
ONEOK
Inc
4.350%
3/15/29
BBB
18,174
10
ONEOK
Inc
7.150%
1/15/51
BBB
10,903
150
Oracle
Corp
2.800%
4/01/27
BBB
139,757
100
Oracle
Corp
4.650%
5/06/30
BBB
98,031
100
Oracle
Corp
4.900%
2/06/33
BBB
98,522
600
Oracle
Corp
4.300%
7/08/34
BBB
553,253
150
Oracle
Corp
6.900%
11/09/52
BBB
168,049
120
Orange
SA
(3)
5.375%
1/13/42
BBB+
123,889
60
Otis
Worldwide
Corp
3.112%
2/15/40
BBB
47,088
22
Owens
Corning
3.400%
8/15/26
BBB
21,098
50
Owens
Corning
3.875%
6/01/30
BBB
46,953
100
PACCAR
Financial
Corp
3.150%
6/13/24
A+
98,278
100
PACCAR
Financial
Corp
3.550%
8/11/25
A+
97,929
20
Paramount
Global
4.200%
6/01/29
BBB
18,547
300
Paramount
Global
(3)
4.200%
5/19/32
BBB
258,171
10
Parker-Hannifin
Corp
3.250%
3/01/27
BBB+
9,570
104
Parker-Hannifin
Corp
4.200%
11/21/34
BBB+
98,190
10
Parker-Hannifin
Corp
4.450%
11/21/44
BBB+
9,180
10
PayPal
Holdings
Inc
(3)
3.900%
6/01/27
A-
9,878
150
PayPal
Holdings
Inc
2.850%
10/01/29
A-
136,212
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
(continued)
Portfolio
of
Investments
April
30,
2023
(Unaudited)
50
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Industrial
(continued)
$
60
PepsiCo
Inc
3.500%
7/17/25
A+
$
59,058
20
PepsiCo
Inc
2.375%
10/06/26
A+
18,958
100
PepsiCo
Inc
1.625%
5/01/30
A+
85,083
364
PepsiCo
Inc
2.875%
10/15/49
A+
278,930
100
PerkinElmer
Inc
2.250%
9/15/31
BBB
81,257
100
Pfizer
Inc
3.600%
9/15/28
A+
98,304
350
Pfizer
Inc
4.200%
9/15/48
A+
328,403
90
Phillips
66
Co
3.550%
10/01/26
N/R
86,144
112
Phillips
66
Co,
144A
4.680%
2/15/45
BBB+
99,409
50
PPG
Industries
Inc
3.750%
3/15/28
BBB+
48,365
100
Procter
&
Gamble
Co/The
1.000%
4/23/26
AA-
91,847
200
Procter
&
Gamble
Co/The
3.000%
3/25/30
AA-
188,171
25
PulteGroup
Inc
5.000%
1/15/27
BBB
25,024
21
PVH
Corp
4.625%
7/10/25
BBB-
20,723
30
Qorvo
Inc,
144A
1.750%
12/15/24
BBB-
28,093
200
QUALCOMM
Inc
1.650%
5/20/32
A
161,300
100
QUALCOMM
Inc
(3)
4.250%
5/20/32
A
99,948
100
Quanta
Services
Inc
2.350%
1/15/32
BBB-
80,548
28
Quest
Diagnostics
Inc
4.250%
4/01/24
BBB
27,718
50
Quest
Diagnostics
Inc
3.450%
6/01/26
BBB
48,348
40
Regeneron
Pharmaceuticals
Inc
1.750%
9/15/30
BBB
32,677
40
RELX
Capital
Inc
4.750%
5/20/32
BBB+
40,131
10
Republic
Services
Inc
3.375%
11/15/27
BBB+
9,637
70
Republic
Services
Inc
3.950%
5/15/28
BBB+
68,621
18
Republic
Services
Inc
2.300%
3/01/30
BBB+
15,720
40
Republic
Services
Inc
1.450%
2/15/31
BBB+
32,085
40
Rockwell
Automation
Inc
4.200%
3/01/49
A
36,149
10
Rogers
Communications
Inc
3.625%
12/15/25
BBB-
9,623
100
Rogers
Communications
Inc,
144A
3.200%
3/15/27
BBB-
93,774
10
Rogers
Communications
Inc,
144A
3.800%
3/15/32
BBB-
9,004
140
Rogers
Communications
Inc
5.450%
10/01/43
BBB-
132,195
100
Roper
Technologies
Inc
3.800%
12/15/26
BBB
97,328
114
Ryder
System
Inc
2.500%
9/01/24
BBB+
110,022
100
Ryder
System
Inc
2.850%
3/01/27
BBB+
92,575
100
S&P
Global
Inc
2.900%
3/01/32
A-
88,800
20
Sabine
Pass
Liquefaction
LLC
5.875%
6/30/26
BBB
20,417
150
Sabine
Pass
Liquefaction
LLC
4.500%
5/15/30
BBB
145,246
100
Salesforce
Inc
2.700%
7/15/41
A
74,791
112
Salesforce
Inc
2.900%
7/15/51
A
79,520
10
Schlumberger
Finance
Canada
Ltd
1.400%
9/17/25
A
9,277
72
Schlumberger
Investment
SA
2.650%
6/26/30
A
64,649
131
Sherwin-Williams
Co/The
2.950%
8/15/29
BBB
118,487
42
Sherwin-Williams
Co/The
4.500%
6/01/47
BBB
37,191
60
Sonoco
Products
Co
2.850%
2/01/32
BBB
50,936
100
Stanley
Black
&
Decker
Inc
4.250%
11/15/28
BBB+
97,189
100
Stanley
Black
&
Decker
Inc
(3)
3.000%
5/15/32
BBB+
84,886
100
Starbucks
Corp
3.000%
2/14/32
BBB+
89,252
100
Starbucks
Corp
4.800%
2/15/33
BBB+
101,372
50
Takeda
Pharmaceutical
Co
Ltd
3.375%
7/09/60
BBB
35,285
100
Tapestry
Inc
3.050%
3/15/32
BBB-
82,813
21
Target
Corp
3.375%
4/15/29
A
20,261
150
Target
Corp
2.350%
2/15/30
A
133,194
52
Target
Corp
6.500%
10/15/37
A
61,237
9
Target
Corp
3.900%
11/15/47
A
7,768
20
TC
PipeLines
LP
3.900%
5/25/27
BBB+
19,473
60
Teledyne
Technologies
Inc
2.250%
4/01/28
BBB
53,497
20
Telefonica
Emisiones
SA
4.103%
3/08/27
BBB-
19,370
21
Telefonica
Emisiones
SA
7.045%
6/20/36
BBB-
23,333
10
Telefonica
Emisiones
SA
4.665%
3/06/38
BBB-
8,716
10
Telefonica
Emisiones
SA
4.895%
3/06/48
BBB-
8,302
51
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Industrial
(continued)
$
90
Telefonica
Emisiones
SA
5.520%
3/01/49
BBB-
$
81,167
60
Telefonica
Europe
BV
8.250%
9/15/30
BBB-
70,649
50
TELUS
Corp
3.700%
9/15/27
BBB
48,651
60
Texas
Instruments
Inc
1.750%
5/04/30
A+
50,989
100
Texas
Instruments
Inc
1.900%
9/15/31
A+
84,185
10
Texas
Instruments
Inc
3.875%
3/15/39
A+
9,179
100
Thermo
Fisher
Scientific
Inc
2.800%
10/15/41
A-
76,672
40
Thomson
Reuters
Corp
3.350%
5/15/26
BBB
38,687
30
Timken
Co/The
4.125%
4/01/32
BBB-
27,736
132
Toyota
Motor
Corp
2.760%
7/02/29
A+
121,245
100
Toyota
Motor
Credit
Corp
0.625%
9/13/24
A+
94,700
100
Toyota
Motor
Credit
Corp
4.400%
9/20/24
A+
99,714
100
Toyota
Motor
Credit
Corp
1.450%
1/13/25
A+
94,914
100
Toyota
Motor
Credit
Corp
1.125%
6/18/26
A+
90,714
10
Trane
Technologies
Luxembourg
Finance
SA
3.800%
3/21/29
BBB
9,574
260
TransCanada
PipeLines
Ltd
2.500%
10/12/31
BBB+
215,140
50
Transcontinental
Gas
Pipe
Line
Co
LLC
7.850%
2/01/26
BBB+
53,617
150
Transcontinental
Gas
Pipe
Line
Co
LLC
3.250%
5/15/30
BBB+
136,817
50
Transcontinental
Gas
Pipe
Line
Co
LLC
3.950%
5/15/50
BBB+
40,067
200
TSMC
Arizona
Corp
4.250%
4/22/32
AA-
198,345
39
TWDC
Enterprises
18
Corp
3.150%
9/17/25
A-
37,889
20
TWDC
Enterprises
18
Corp
4.375%
8/16/41
A-
18,560
10
TWDC
Enterprises
18
Corp
4.125%
12/01/41
A-
9,009
100
Tyco
Electronics
Group
SA
2.500%
2/04/32
A-
86,374
10
Unilever
Capital
Corp
2.600%
5/05/24
A+
9,769
18
Unilever
Capital
Corp
3.100%
7/30/25
A+
17,455
21
Unilever
Capital
Corp
2.000%
7/28/26
A+
19,736
100
Unilever
Capital
Corp
1.750%
8/12/31
A+
82,551
468
Union
Pacific
Corp
3.550%
8/15/39
A-
402,714
100
United
Parcel
Service
Inc
4.450%
4/01/30
A
101,324
150
United
Parcel
Service
Inc
5.200%
4/01/40
A
156,591
100
Valero
Energy
Corp
2.800%
12/01/31
BBB
84,472
70
Valmont
Industries
Inc
5.250%
10/01/54
BBB-
63,034
100
Verisk
Analytics
Inc
4.125%
3/15/29
BBB
96,710
39
Verizon
Communications
Inc
4.016%
12/03/29
BBB+
37,450
100
Verizon
Communications
Inc
1.500%
9/18/30
BBB+
80,905
300
Verizon
Communications
Inc
2.550%
3/21/31
BBB+
255,417
605
Verizon
Communications
Inc
2.355%
3/15/32
BBB+
496,668
112
Verizon
Communications
Inc
2.850%
9/03/41
BBB+
81,160
10
Verizon
Communications
Inc
5.500%
3/16/47
BBB+
10,198
200
Verizon
Communications
Inc
3.875%
3/01/52
BBB+
160,491
40
VF
Corp
2.800%
4/23/27
BBB
37,085
100
VICI
Properties
LP
(3)
4.950%
2/15/30
BBB-
95,589
100
Visa
Inc
2.050%
4/15/30
AA-
87,492
201
Visa
Inc
4.150%
12/14/35
AA-
197,861
130
VMware
Inc
1.400%
8/15/26
BBB-
116,083
10
Vodafone
Group
PLC
4.125%
5/30/25
BBB
9,878
20
Vodafone
Group
PLC
6.250%
11/30/32
BBB
21,929
183
Vodafone
Group
PLC
6.150%
2/27/37
BBB
197,145
100
Vulcan
Materials
Co
5.800%
3/01/26
BBB
100,526
200
Walgreens
Boots
Alliance
Inc
(3)
3.200%
4/15/30
BBB-
176,636
100
Walt
Disney
Co/The
3.350%
3/24/25
A-
98,330
40
Walt
Disney
Co/The
2.650%
1/13/31
A-
35,456
130
Walt
Disney
Co/The
6.400%
12/15/35
A-
150,214
12
Walt
Disney
Co/The
4.750%
9/15/44
A-
11,775
60
Walt
Disney
Co/The
4.950%
10/15/45
A-
59,218
270
Walt
Disney
Co/The
2.750%
9/01/49
A-
187,434
150
Warnermedia
Holdings
Inc,
144A
3.788%
3/15/25
BBB-
145,337
250
Warnermedia
Holdings
Inc,
144A
5.391%
3/15/62
BBB-
200,729
100
Waste
Connections
Inc
2.200%
1/15/32
BBB+
82,435
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
(continued)
Portfolio
of
Investments
April
30,
2023
(Unaudited)
52
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Industrial
(continued)
$
10
Waste
Management
Inc
1.500%
3/15/31
BBB+
$
8,111
100
Waste
Management
Inc
4.150%
4/15/32
BBB+
98,164
110
Western
Midstream
Operating
LP
6.150%
4/01/33
BBB-
111,849
40
Western
Union
Co/The
2.850%
1/10/25
BBB
38,304
10
Western
Union
Co/The
(3)
6.200%
11/17/36
BBB
10,384
100
Weyerhaeuser
Co
3.375%
3/09/33
BBB
88,669
100
Whirlpool
Corp
(3)
4.700%
5/14/32
BBB
96,850
190
Williams
Cos
Inc/The
2.600%
3/15/31
BBB
161,418
120
WRKCo
Inc
4.000%
3/15/28
BBB
114,850
50
WW
Grainger
Inc
1.850%
2/15/25
A
47,703
31
Xylem
Inc/NY
2.250%
1/30/31
BBB
26,293
10
Zoetis
Inc
4.500%
11/13/25
BBB
9,949
126
Zoetis
Inc
3.900%
8/20/28
BBB
123,434
9
Zoetis
Inc
2.000%
5/15/30
BBB
7,639
Total
Industrial
40,757,949
Utility
-
2.2%
52
AEP
Texas
Inc
4.150%
5/01/49
BBB+
43,552
110
American
Water
Capital
Corp
2.800%
5/01/30
BBB+
98,570
110
American
Water
Capital
Corp
2.300%
6/01/31
BBB+
93,795
260
Appalachian
Power
Co
4.400%
5/15/44
A-
225,589
100
Atmos
Energy
Corp
2.625%
9/15/29
A-
90,766
100
Atmos
Energy
Corp
2.850%
2/15/52
A-
68,534
100
Avista
Corp
4.000%
4/01/52
A-
83,642
120
Berkshire
Hathaway
Energy
Co
3.700%
7/15/30
A-
115,036
210
Berkshire
Hathaway
Energy
Co
5.150%
11/15/43
A-
210,731
100
Berkshire
Hathaway
Energy
Co
4.600%
5/01/53
A-
93,173
100
Black
Hills
Corp
5.950%
3/15/28
BBB+
103,638
100
CenterPoint
Energy
Houston
Electric
LLC
3.000%
3/01/32
A
89,301
100
CenterPoint
Energy
Inc
1.450%
6/01/26
BBB
90,793
90
CenterPoint
Energy
Resources
Corp
4.100%
9/01/47
A-
76,841
121
Commonwealth
Edison
Co
6.450%
1/15/38
A
140,358
100
Commonwealth
Edison
Co
2.750%
9/01/51
A
67,453
100
Connecticut
Light
and
Power
Co/The
2.050%
7/01/31
A+
84,138
40
Consolidated
Edison
Co
of
New
York
Inc
(3)
2.400%
6/15/31
A-
34,238
124
Consolidated
Edison
Co
of
New
York
Inc
5.500%
12/01/39
A-
125,814
122
Consolidated
Edison
Co
of
New
York
Inc
4.650%
12/01/48
A-
111,749
10
Consolidated
Edison
Co
of
New
York
Inc
4.300%
12/01/56
A-
8,440
10
Consolidated
Edison
Co
of
New
York
Inc
4.500%
5/15/58
A-
8,742
21
Consolidated
Edison
Co
of
New
York
Inc
3.000%
12/01/60
A-
13,916
90
Consumers
Energy
Co
3.500%
8/01/51
A+
70,438
126
DTE
Energy
Co
2.950%
3/01/30
BBB
111,387
112
Duke
Energy
Florida
LLC
2.400%
12/15/31
A
94,775
47
Duke
Energy
Florida
LLC
6.350%
9/15/37
A
52,934
100
Duke
Energy
Florida
LLC
5.950%
11/15/52
A
113,849
52
Emera
US
Finance
LP
4.750%
6/15/46
BBB-
43,211
10
Enel
Generacion
Chile
SA
4.250%
4/15/24
BBB
9,861
100
Entergy
Arkansas
LLC
5.150%
1/15/33
A
103,576
100
Essential
Utilities
Inc
2.400%
5/01/31
BBB
83,695
100
Evergy
Metro
Inc
4.950%
4/15/33
A
100,504
100
Exelon
Corp
2.750%
3/15/27
BBB
93,807
10
Exelon
Corp
4.950%
6/15/35
BBB
10,000
10
Exelon
Corp
4.450%
4/15/46
BBB
8,718
48
Interstate
Power
and
Light
Co
3.600%
4/01/29
BBB+
45,208
100
National
Rural
Utilities
Cooperative
Finance
Corp
3.450%
6/15/25
A
97,545
100
National
Rural
Utilities
Cooperative
Finance
Corp
2.750%
4/15/32
A+
85,871
151
NiSource
Inc
3.600%
5/01/30
BBB
140,324
110
NSTAR
Electric
Co
3.950%
4/01/30
A+
106,885
12
NSTAR
Electric
Co
5.500%
3/15/40
A+
12,470
100
Oncor
Electric
Delivery
Co
LLC
2.750%
5/15/30
A
89,977
53
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Utility
(continued)
$
67
Oncor
Electric
Delivery
Co
LLC
7.500%
9/01/38
A
$
83,462
100
ONE
Gas
Inc
4.250%
9/01/32
A-
98,157
170
PECO
Energy
Co
4.600%
5/15/52
A+
162,204
100
Piedmont
Natural
Gas
Co
Inc
2.500%
3/15/31
BBB+
84,163
36
Potomac
Electric
Power
Co
6.500%
11/15/37
A
41,260
50
PPL
Capital
Funding
Inc
3.100%
5/15/26
BBB+
47,841
60
PPL
Electric
Utilities
Corp
4.150%
10/01/45
A+
52,805
18
Public
Service
Co
of
Colorado
6.500%
8/01/38
A+
20,846
50
Public
Service
Co
of
New
Hampshire
2.200%
6/15/31
A+
42,399
20
Public
Service
Co
of
Oklahoma
2.200%
8/15/31
A-
16,550
70
Public
Service
Electric
and
Gas
Co
1.900%
8/15/31
A
57,961
100
Public
Service
Electric
and
Gas
Co
5.800%
5/01/37
A
108,821
100
Puget
Energy
Inc
4.224%
3/15/32
BBB-
93,057
30
Puget
Sound
Energy
Inc
5.638%
4/15/41
A
31,103
100
San
Diego
Gas
&
Electric
Co
3.000%
3/15/32
A
88,345
43
San
Diego
Gas
&
Electric
Co
4.150%
5/15/48
A
37,445
94
Sempra
Energy
6.000%
10/15/39
BBB
99,242
220
Southern
California
Edison
Co
4.700%
6/01/27
A-
221,459
150
Southern
California
Edison
Co
5.450%
6/01/52
A-
151,760
100
Southern
California
Gas
Co
2.950%
4/15/27
A
94,619
10
Southwest
Gas
Corp
3.700%
4/01/28
BBB+
9,497
20
Southwest
Gas
Corp
3.800%
9/29/46
BBB+
15,185
140
Southwestern
Electric
Power
Co
3.250%
11/01/51
BBB+
97,363
86
Southwestern
Public
Service
Co
4.500%
8/15/41
A-
78,076
23
Southwestern
Public
Service
Co
4.400%
11/15/48
A-
20,387
100
Tampa
Electric
Co
5.000%
7/15/52
A-
96,783
12
Tucson
Electric
Power
Co
3.050%
3/15/25
A-
11,596
100
Tucson
Electric
Power
Co
3.250%
5/15/32
A-
88,967
30
Tucson
Electric
Power
Co
3.250%
5/01/51
A-
21,040
25
Union
Electric
Co
5.450%
3/15/53
A
26,312
20
Washington
Gas
Light
Co
3.796%
9/15/46
A-
16,010
100
WEC
Energy
Group
Inc
5.150%
10/01/27
BBB+
102,172
100
WEC
Energy
Group
Inc
2.200%
12/15/28
BBB+
88,423
20
Wisconsin
Electric
Power
Co
1.700%
6/15/28
A
17,612
10
Wisconsin
Power
and
Light
Co
1.950%
9/16/31
A-
8,123
100
Wisconsin
Power
and
Light
Co
4.950%
4/01/33
A-
102,280
48
Wisconsin
Public
Service
Corp
3.671%
12/01/42
A
39,202
Total
Utility
6,026,371
Total
Corporate
Debt
(cost
$79,124,362)
69,449,265
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
X
13,623,790
GOVERNMENT
RELATED
-
4.9%
X
13,623,790
Government
Agency
-
1.6%
$
10
Equinor
ASA
3.250%
11/10/24
AA-
$
9,832
10
Equinor
ASA
3.000%
4/06/27
AA-
9,539
10
Equinor
ASA
3.625%
9/10/28
AA-
9,805
214
Equinor
ASA
3.125%
4/06/30
AA-
200,907
22
Equinor
ASA
3.950%
5/15/43
AA-
19,715
20
Equinor
ASA
3.700%
4/06/50
AA-
16,868
100
Export
Development
Canada
3.375%
8/26/25
AAA
98,671
81
Federal
National
Mortgage
Association
(3)
2.625%
9/06/24
N/R
79,031
70
Federal
National
Mortgage
Association
1.625%
1/07/25
N/R
66,911
200
Federal
National
Mortgage
Association
0.625%
4/22/25
N/R
186,591
200
Federal
National
Mortgage
Association
0.500%
6/17/25
N/R
185,506
200
Federal
National
Mortgage
Association
1.875%
9/24/26
N/R
188,158
329
Federal
National
Mortgage
Association
5.625%
7/15/37
N/R
388,204
50
Israel
Government
AID
Bond
5.500%
12/04/23
AAA
50,171
99
Japan
Bank
for
International
Cooperation
2.500%
5/28/25
A+
95,180
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
(continued)
Portfolio
of
Investments
April
30,
2023
(Unaudited)
54
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Government
Agency
(continued)
$
200
Japan
Bank
for
International
Cooperation
0.625%
7/15/25
A+
$
184,578
200
Japan
Bank
for
International
Cooperation
4.250%
1/26/26
A+
200,397
320
Japan
Bank
for
International
Cooperation
2.875%
6/01/27
A+
305,615
100
Korea
Development
Bank/The
2.125%
10/01/24
AA
96,618
40
Korea
Development
Bank/The
1.375%
4/25/27
AA
35,760
774
Kreditanstalt
fuer
Wiederaufbau
2.500%
11/20/24
AAA
752,142
100
Kreditanstalt
fuer
Wiederaufbau
1.250%
1/31/25
AAA
94,902
79
Kreditanstalt
fuer
Wiederaufbau
0.375%
7/18/25
AAA
73,007
432
Kreditanstalt
fuer
Wiederaufbau
3.000%
5/20/27
AAA
420,957
10
Landwirtschaftliche
Rentenbank
3.125%
11/14/23
AAA
9,902
30
Landwirtschaftliche
Rentenbank
2.000%
1/13/25
AAA
28,872
150
Landwirtschaftliche
Rentenbank
0.500%
5/27/25
AAA
138,988
100
Landwirtschaftliche
Rentenbank
3.875%
9/28/27
AAA
100,769
109
Oesterreichische
Kontrollbank
AG
3.125%
11/07/23
AA+
107,896
100
Oesterreichische
Kontrollbank
AG
0.500%
9/16/24
AA+
94,708
100
Oesterreichische
Kontrollbank
AG
2.875%
5/23/25
AA+
97,217
30
Svensk
Exportkredit
AB
0.625%
5/14/25
AA+
27,831
200
Svensk
Exportkredit
AB
4.625%
11/28/25
AA+
202,293
Total
Government
Agency
4,577,541
Municipal
Bonds
-
0.8%
(4)
250
Province
of
Alberta
Canada
(No
Opt.
Call)
1.000%
5/20/25
AA-
233,953
160
Province
of
Alberta
Canada
(No
Opt.
Call)
3.300%
3/15/28
AA-
155,952
40
Province
of
Alberta
Canada
(No
Opt.
Call)
1.300%
7/22/30
AA-
33,436
140
Province
of
British
Columbia
Canada
(No
Opt.
Call)
1.750%
9/27/24
AA
134,735
50
Province
of
British
Columbia
Canada
(No
Opt.
Call)
2.250%
6/02/26
AA+
47,580
110
Province
of
British
Columbia
Canada
(No
Opt.
Call)
0.900%
7/20/26
AA+
100,132
100
Province
of
Manitoba
Canada
(No
Opt.
Call)
2.600%
4/16/24
A+
97,867
100
Province
of
Manitoba
Canada
(No
Opt.
Call)
1.500%
10/25/28
A+
88,756
70
Province
of
New
Brunswick
Canada
(No
Opt.
Call)
3.625%
2/24/28
A+
69,102
10
Province
of
Ontario
Canada
(No
Opt.
Call)
3.400%
10/17/23
AA-
9,921
110
Province
of
Ontario
Canada
(No
Opt.
Call)
3.200%
5/16/24
AA-
108,130
200
Province
of
Ontario
Canada
(No
Opt.
Call)
2.500%
4/27/26
AA-
191,498
100
Province
of
Ontario
Canada
(No
Opt.
Call)
3.100%
5/19/27
AA-
97,124
100
Province
of
Ontario
Canada
(No
Opt.
Call)
1.800%
10/14/31
AA-
85,122
100
Province
of
Ontario
Canada
(No
Opt.
Call)
(3)
2.125%
1/21/32
AA-
87,094
89
Province
of
Quebec
Canada
(No
Opt.
Call)
2.875%
10/16/24
AA-
86,929
180
Province
of
Quebec
Canada
(No
Opt.
Call)
1.500%
2/11/25
AA-
171,283
50
Province
of
Quebec
Canada
(No
Opt.
Call)
0.600%
7/23/25
AA-
46,304
295
Province
of
Quebec
Canada
(No
Opt.
Call)
2.500%
4/20/26
AA-
282,875
70
Province
of
Quebec
Canada
(No
Opt.
Call)
2.750%
4/12/27
AA-
67,173
Total
Municipal
Bonds
2,194,966
Sovereign
Debt
-
2.5%
10
African
Development
Bank
3.000%
9/20/23
AAA
9,919
100
African
Development
Bank
3.375%
7/07/25
AAA
98,654
100
African
Development
Bank
0.875%
7/22/26
AAA
90,911
100
Asian
Development
Bank
4.125%
9/27/24
AAA
99,471
400
Asian
Development
Bank
1.500%
10/18/24
AAA
383,660
110
Asian
Development
Bank
1.500%
1/20/27
AAA
101,583
100
Asian
Development
Bank
(3)
1.875%
3/15/29
AAA
90,749
100
Asian
Development
Bank
3.125%
4/27/32
AAA
95,853
80
Canada
Government
International
Bond
1.625%
1/22/25
AAA
76,536
100
Canada
Government
International
Bond
2.875%
4/28/25
AAA
97,586
30
Chile
Government
International
Bond
3.125%
1/21/26
A
29,093
30
Chile
Government
International
Bond
3.240%
2/06/28
A
28,718
210
Chile
Government
International
Bond
(3)
2.450%
1/31/31
A
184,347
200
Chile
Government
International
Bond
3.250%
9/21/71
A
133,035
32
Council
Of
Europe
Development
Bank
1.375%
2/27/25
AAA
30,392
50
Council
Of
Europe
Development
Bank
(3)
0.875%
9/22/26
AAA
45,316
55
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Sovereign
Debt
(continued)
$
100
European
Bank
for
Reconstruction
&
Development
4.375%
3/09/28
AAA
$
103,258
311
European
Investment
Bank
3.125%
12/14/23
AAA
307,420
100
European
Investment
Bank
2.250%
6/24/24
AAA
97,426
100
European
Investment
Bank
2.750%
8/15/25
AAA
97,446
100
European
Investment
Bank
0.750%
10/26/26
AAA
90,277
112
European
Investment
Bank
1.375%
3/15/27
AAA
102,835
100
European
Investment
Bank
3.625%
7/15/30
AAA
100,332
34
Hungary
Government
International
Bond
7.625%
3/29/41
BBB
38,626
200
Indonesia
Government
International
Bond
4.550%
1/11/28
BBB
200,327
200
Indonesia
Government
International
Bond
5.650%
1/11/53
BBB
210,413
100
Inter-American
Development
Bank
3.250%
7/01/24
AAA
98,510
130
Inter-American
Development
Bank
2.000%
7/23/26
AAA
122,824
100
Inter-American
Development
Bank
1.500%
1/13/27
AAA
92,184
100
Inter-American
Development
Bank
4.000%
1/12/28
AAA
101,543
100
Inter-American
Development
Bank
1.125%
7/20/28
AAA
88,078
200
Inter-American
Development
Bank
3.875%
10/28/41
AAA
192,971
60
International
Bank
for
Reconstruction
&
Development
2.500%
3/19/24
AAA
58,796
535
International
Bank
for
Reconstruction
&
Development
1.500%
8/28/24
AAA
514,855
151
International
Bank
for
Reconstruction
&
Development
(3)
2.125%
3/03/25
AAA
145,446
60
International
Bank
for
Reconstruction
&
Development
3.125%
11/20/25
AAA
58,841
20
International
Bank
for
Reconstruction
&
Development
2.500%
11/22/27
AAA
19,023
100
International
Bank
for
Reconstruction
&
Development
1.625%
11/03/31
AAA
85,663
112
International
Bank
for
Reconstruction
&
Development
(3)
2.500%
3/29/32
AAA
102,588
80
International
Finance
Corp
0.375%
7/16/25
AAA
73,477
50
International
Finance
Corp
2.126%
4/07/26
AAA
47,600
240
Israel
Government
International
Bond
2.750%
7/03/30
A+
216,364
70
Israel
Government
International
Bond
3.875%
7/03/50
A+
58,450
80
Korea
International
Bond
2.750%
1/19/27
AA
76,417
10
Korea
International
Bond
2.500%
6/19/29
AA-
9,242
20
Korea
International
Bond
1.000%
9/16/30
AA
16,413
70
Korea
International
Bond
(3)
1.750%
10/15/31
AA
59,676
70
Nordic
Investment
Bank
2.250%
5/21/24
AAA
68,166
120
Panama
Government
International
Bond
4.000%
9/22/24
BBB
118,161
20
Panama
Government
International
Bond
3.750%
3/16/25
BBB
19,560
30
Panama
Government
International
Bond
3.160%
1/23/30
BBB
26,479
250
Panama
Government
International
Bond
4.500%
5/15/47
BBB
200,180
80
Panama
Government
International
Bond
4.500%
4/16/50
BBB
62,400
10
Peruvian
Government
International
Bond
4.125%
8/25/27
BBB
9,820
180
Peruvian
Government
International
Bond
2.844%
6/20/30
BBB
159,584
70
Peruvian
Government
International
Bond
2.783%
1/23/31
BBB
60,626
65
Peruvian
Government
International
Bond
3.000%
1/15/34
BBB
54,337
96
Peruvian
Government
International
Bond
5.625%
11/18/50
BBB
99,156
20
Peruvian
Government
International
Bond
3.550%
3/10/51
BBB
15,076
10
Republic
of
Italy
Government
International
Bond
0.875%
5/06/24
BBB
9,527
100
Republic
of
Italy
Government
International
Bond
1.250%
2/17/26
BBB
89,811
270
Republic
of
Italy
Government
International
Bond
2.875%
10/17/29
BBB
237,119
70
Republic
of
Poland
Government
International
Bond
4.000%
1/22/24
A-
69,460
110
Republic
of
Poland
Government
International
Bond
4.875%
10/04/33
A-
111,638
64
Uruguay
Government
International
Bond
5.750%
10/28/34
BBB
70,490
200
Uruguay
Government
International
Bond
4.125%
11/20/45
BBB
186,549
Total
Sovereign
Debt
6,851,283
Total
Government
Related
(cost
$14,991,526)
13,623,790
Total
Long-Term
Investments
(cost
$305,391,982)
274,844,033
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
(continued)
Portfolio
of
Investments
April
30,
2023
(Unaudited)
56
Part
F
of
Form
N-PORT
was
prepared
in
accordance
with
U.S.
generally
accepted
accounting
principles
(“U.S.
GAAP”)
and
in
conformity
with
the
applicable
rules
and
regulations
of
the
U.S.
Securities
and
Exchange
Commission
(“SEC”)
related
to
interim
filings.
Part
F
of
Form
N-PORT
does
not
include
all
information
and
footnotes
required
by
U.S.
GAAP
for
complete
financial
statements.
Certain
footnote
disclosures
normally
included
in
financial
statements
prepared
in
accordance
with
U.S.
GAAP
have
been
condensed
or
omitted
from
this
report
pursuant
to
the
rules
of
the
SEC.
For
a
full
set
of
the
Fund’s
notes
to
financial
statements,
please
refer
to
the
Fund’s
most
recently
filed
annual
or
semi-annual
report.
Fair
Value
Measurements
The
Fund’s
investments
in
securities
are
recorded
at
their
estimated
fair
value
utilizing
valuation
methods
approved
by
the
Board
of
Directors/
Trustees.
Fair
value
is
defined
as
the
price
that
would
be
received
upon
selling
an
investment
or
transferring
a
liability
in
an
orderly
transaction
to
an
independent
buyer
in
the
principal
or
most
advantageous
market
for
the
investment.
U.S.
GAAP
establishes
the
three-tier
hierarchy
which
is
used
to
maximize
the
use
of
observable
market
data
and
minimize
the
use
of
unobservable
inputs
and
to
establish
classification
of
fair
value
measurements
for
disclosure
purposes.
Observable
inputs
reflect
the
assumptions
market
participants
would
use
in
pricing
the
asset
or
liability.
Observable
inputs
are
based
on
market
data
obtained
from
sources
independent
of
the
reporting
entity.
Unobservable
inputs
reflect
management’s
assumptions
about
the
assumptions
market
participants
would
use
in
pricing
the
asset
or
liability.
Unobservable
inputs
are
based
on
the
best
information
available
in
the
circumstances.
The
following
is
a
summary
of
the
three-tiered
hierarchy
of
valuation
input
levels.
Level
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
Fund's
investments
as
of
the
end
of
the
reporting
period,
based
on
the
inputs
used
to
value
them:
Shares
Description
(1)
Coupon
Value
INVESTMENTS
PURCHASED
WITH
COLLATERAL
FROM
SECURITIES
LENDING
-
0.9%
X
2,600,203
MONEY
MARKET
FUNDS
-
0.9%
X
2,600,203
2,600,203
State
Street
Navigator
Securities
Lending
Government
Money
Market
Portfolio
(5)
4.840%(6)
$
2,600,203
Total
Money
Market
Funds
(cost
$2,600,203)
$
2,600,203
Total
Investments
Purchased
with
Collateral
from
Securities
Lending
(cost
$2,600,203)
2,600,203
Total
Investments
(cost
$
307,992,185
)
-
100
.0
%
277,444,236
Other
Assets
&
Liabilities,
Net
-
0.0%
136,251
Net
Assets
-
100%
$
277,580,487
Level
1
Level
2
Level
3
Total
Long-Term
Investments:
U.S.
Treasury
$
–
$
114,469,208
$
–
$
114,469,208
Securitized
–
77,301,770
–
77,301,770
Corporate
Debt
–
69,449,265
–
69,449,265
Government
Related
–
13,623,790
–
13,623,790
Investments
Purchased
with
Collateral
from
Securities
Lending
2,600,203
–
–
2,600,203
Total
$
2,600,203
$
274,844,033
$
–
$
277,444,236
For
Fund
portfolio
compliance
purposes,
the
Fund’s
industry
classifications
refer
to
any
one
or
more
of
the
industry
sub-classifications
used
by
one
or
more
widely
recognized
market
indexes
or
ratings
group
indexes,
and/or
as
defined
by
Fund
management.
This
definition
may
not
apply
for
purposes
of
this
report,
which
may
combine
industry
sub-classifications
into
sectors
for
reporting
ease.
(1)
All
percentages
shown
in
the
Portfolio
of
Investments
are
based
on
net
assets.
(2)
The
Fund
uses
credit
quality
ratings
for
its
portfolio
securities
provided
by
Moody’s,
S&P
and
Fitch.
If
all
three
of
Moody’s,
S&P,
and
Fitch
provide
a
rating
for
a
security,
the
middle
is
used;
if
two
of
the
three
agencies
rate
a
security,
the
lower
rating
is
used;
and
if
only
one
rating
agency
rates
a
security,
that
rating
is
used.
AAA,
AA,
A,
and
BBB
are
investment
grade
ratings;
BB,
B,
CCC/CC/C
and
D
are
below-investment
grade
ratings.
Credit
ratings
are
subject
to
change.
Holdings
designated
N/R
are
not
rated
by
Moody’s,
S&P
or
Fitch.
(3)
Investment,
or
a
portion
of
investment,
is
out
on
loan
for
securities
lending.
The
total
value
of
the
securities
out
on
loan
as
of
the
end
of
the
reporting
period
was
$2,533,392.
(4)
Optional
Call
Provisions:
Dates
(month
and
year)
and
prices
of
the
earliest
optional
call
or
redemption.
There
may
be
other
call
provisions
at
varying
prices
at
later
dates.
Certain
mortgage-backed
securities
may
be
subject
to
periodic
principal
paydowns.
(5)
The
Fund
may
loan
securities
representing
up
to
one
third
of
the
market
value
of
its
total
assets
(which
includes
collateral
for
securities
on
loan)
to
broker
dealers,
banks,
and
other
institutions.
The
collateral
maintained
by
the
Fund
shall
have
a
market
value,
at
the
inception
of
each
loan,
equal
to
not
less
than
100%
of
the
market
value
of
the
loaned
securities.
The
cash
collateral
received
by
the
Fund
is
invested
in
this
money
market
fund.
(6)
The
rate
shown
is
the
one-day
yield
as
of
the
end
of
the
reporting
period.
57
144A
Investment
is
exempt
from
registration
under
Rule
144A
of
the
Securities
Act
of
1933,
as
amended.
These
investments
may
only
be
resold
in
transactions
exempt
from
registration,
which
are
normally
those
transactions
with
qualified
institutional
buyers.
WI/DD
Purchased
on
a
when-issued
or
delayed
delivery
basis.