1
Nuveen
Enhanced
Yield
U.S.
Aggregate
Bond
ETF
(NUAG)
Portfolio
of
Investments
October
31,
2023
(Unaudited)
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
LONG-TERM
INVESTMENTS
-
98.3%
X
–
CORPORATE
DEBT
-
44.3%
Financials
-
22.1%
$
2
AerCap
Ireland
Capital
DAC
/
AerCap
Global
Aviation
Trust
1.650%
10/29/24
$
1,907
8
AerCap
Ireland
Capital
DAC
/
AerCap
Global
Aviation
Trust
1.750%
10/29/24
7,639
18
AerCap
Ireland
Capital
DAC
/
AerCap
Global
Aviation
Trust
1.750%
1/30/26
16,186
18
AerCap
Ireland
Capital
DAC
/
AerCap
Global
Aviation
Trust
2.450%
10/29/26
16,012
5
AerCap
Ireland
Capital
DAC
/
AerCap
Global
Aviation
Trust
4.625%
10/15/27
4,634
1
AerCap
Ireland
Capital
DAC
/
AerCap
Global
Aviation
Trust
3.000%
10/29/28
842
150
AerCap
Ireland
Capital
DAC
/
AerCap
Global
Aviation
Trust
6.150%
9/30/30
143,461
8
AerCap
Ireland
Capital
DAC
/
AerCap
Global
Aviation
Trust
3.300%
1/30/32
6,194
4
Aetna
Inc
4.500%
5/15/42
3,016
20
Aetna
Inc
4.750%
3/15/44
15,459
12
Affiliated
Managers
Group
Inc
3.500%
8/01/25
11,458
10
Affiliated
Managers
Group
Inc
3.300%
6/15/30
8,279
10
Air
Lease
Corp
3.250%
3/01/25
9,576
1
Air
Lease
Corp
1.875%
8/15/26
885
7
Air
Lease
Corp
2.200%
1/15/27
6,136
8
Air
Lease
Corp
3.625%
4/01/27
7,168
22
Air
Lease
Corp
3.250%
10/01/29
18,519
10
Air
Lease
Corp
3.000%
2/01/30
8,122
5
Alexandria
Real
Estate
Equities
Inc
1.875%
2/01/33
3,407
23
Alexandria
Real
Estate
Equities
Inc
3.550%
3/15/52
13,717
50
Allstate
Corp/The
5.250%
3/30/33
46,173
20
Ally
Financial
Inc
7.100%
11/15/27
19,595
18
Ally
Financial
Inc
2.200%
11/02/28
13,820
1
Ally
Financial
Inc
8.000%
11/01/31
976
100
American
Express
Co
4.990%
5/01/26
98,081
13
American
Homes
4
Rent
LP
3.625%
4/15/32
10,499
20
American
International
Group
Inc
2.500%
6/30/25
18,875
50
American
International
Group
Inc
4.750%
4/01/48
39,159
9
Aon
Corp
2.800%
5/15/30
7,344
1
Aon
Corp
/
Aon
Global
Holdings
PLC
2.600%
12/02/31
766
60
Aon
Corp
/
Aon
Global
Holdings
PLC
5.350%
2/28/33
55,919
5
Ares
Capital
Corp
3.875%
1/15/26
4,676
100
Ares
Capital
Corp
7.000%
1/15/27
99,634
50
Arthur
J
Gallagher
&
Co
6.750%
2/15/54
49,130
17
Assurant
Inc
3.700%
2/22/30
14,089
10
Assurant
Inc
2.650%
1/15/32
7,205
1
Athene
Holding
Ltd
6.150%
4/03/30
972
27
AXIS
Specialty
Finance
PLC
4.000%
12/06/27
24,768
94
Banco
Santander
SA
2.749%
12/03/30
68,561
100
Bank
of
America
Corp
5.080%
1/20/27
97,347
50
Bank
of
America
Corp
5.933%
9/15/27
49,489
34
Bank
of
America
Corp
4.948%
7/22/28
32,312
100
Bank
of
America
Corp
4.571%
4/27/33
86,241
120
Bank
of
America
Corp
5.015%
7/22/33
107,289
100
Bank
of
America
Corp
5.872%
9/15/34
94,167
30
Bank
of
Montreal
5.200%
12/12/24
29,735
50
Bank
of
Montreal
5.920%
9/25/25
49,872
Nuveen
Enhanced
Yield
U.S.
Aggregate
Bond
ETF
(NUAG)
(continued)
Portfolio
of
Investments
October
31,
2023
(Unaudited)
2
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Financials
(continued)
$
100
Bank
of
New
York
Mellon
Corp/The
4.947%
4/26/27
$
97,189
6
Bank
of
Nova
Scotia/The
3.450%
4/11/25
5,782
57
Bank
of
Nova
Scotia/The
3.625%
10/27/81
40,002
21
BankUnited
Inc
5.125%
6/11/30
16,614
13
Barclays
PLC
2.852%
5/07/26
12,263
13
Barclays
PLC
5.200%
5/12/26
12,416
150
Barclays
PLC
5.501%
8/09/28
142,250
3
Barclays
PLC
5.088%
6/20/30
2,600
4
Barclays
PLC
2.667%
3/10/32
2,958
4
Barclays
PLC
2.894%
11/24/32
2,921
4
Barclays
PLC
3.811%
3/10/42
2,520
6
Blackstone
Private
Credit
Fund
4.700%
3/24/25
5,812
24
Blackstone
Private
Credit
Fund
2.625%
12/15/26
20,547
16
Blackstone
Secured
Lending
Fund
2.125%
2/15/27
13,512
10
Blue
Owl
Capital
Corp
3.750%
7/22/25
9,345
28
Blue
Owl
Capital
Corp
4.250%
1/15/26
26,098
1
Blue
Owl
Capital
Corp
2.625%
1/15/27
855
14
Blue
Owl
Credit
Income
Corp
4.700%
2/08/27
12,701
15
Boston
Properties
LP
3.400%
6/21/29
12,143
14
Brighthouse
Financial
Inc
5.625%
5/15/30
12,829
11
Brixmor
Operating
Partnership
LP
4.125%
5/15/29
9,632
24
Brown
&
Brown
Inc
2.375%
3/15/31
18,001
20
Canadian
Imperial
Bank
of
Commerce
5.001%
4/28/28
19,042
4
Capital
One
Financial
Corp
4.250%
4/30/25
3,863
6
Capital
One
Financial
Corp
1.878%
11/02/27
5,148
34
Capital
One
Financial
Corp
3.800%
1/31/28
29,974
61
Capital
One
Financial
Corp
4.927%
5/10/28
56,431
7
Capital
One
Financial
Corp
3.273%
3/01/30
5,740
46
Capital
One
Financial
Corp
2.359%
7/29/32
30,343
1
Capital
One
Financial
Corp
5.268%
5/10/33
855
100
Charles
Schwab
Corp/The
5.643%
5/19/29
96,265
36
CI
Financial
Corp
3.200%
12/17/30
26,342
2
Citigroup
Inc
3.290%
3/17/26
1,915
20
Citigroup
Inc
4.450%
9/29/27
18,475
1
Citigroup
Inc
3.070%
2/24/28
900
100
Citigroup
Inc
4.658%
5/24/28
94,710
100
Citigroup
Inc
4.412%
3/31/31
88,470
190
Citigroup
Inc
4.910%
5/24/33
168,384
72
Citizens
Financial
Group
Inc
2.500%
2/06/30
53,596
8
CNA
Financial
Corp
3.900%
5/01/29
7,157
8
CNO
Financial
Group
Inc
5.250%
5/30/29
7,382
20
Cooperatieve
Rabobank
UA
3.750%
7/21/26
18,582
46
Corebridge
Financial
Inc
3.850%
4/05/29
40,654
3
Corporate
Office
Properties
LP
2.900%
12/01/33
2,038
15
Credit
Suisse
AG/New
York
NY
3.700%
2/21/25
14,446
5
CubeSmart
LP
2.250%
12/15/28
4,130
18
Deutsche
Bank
AG/New
York
NY
6.119%
7/14/26
17,720
4
Deutsche
Bank
AG/New
York
NY
2.129%
11/24/26
3,612
4
Deutsche
Bank
AG/New
York
NY
2.311%
11/16/27
3,460
1
Deutsche
Bank
AG/New
York
NY
3.547%
9/18/31
785
200
Deutsche
Bank
AG/New
York
NY
7.079%
2/10/34
176,183
7
Discover
Financial
Services
4.500%
1/30/26
6,647
18
Discover
Financial
Services
4.100%
2/09/27
16,157
50
Discover
Financial
Services
7.964%
11/02/34
49,652
1
Elevance
Health
Inc
2.875%
9/15/29
850
1
Elevance
Health
Inc
4.100%
5/15/32
868
8
Elevance
Health
Inc
3.125%
5/15/50
4,740
23
Enstar
Group
Ltd
3.100%
9/01/31
17,003
10
EPR
Properties
3.750%
8/15/29
7,890
53
Equitable
Holdings
Inc
4.350%
4/20/28
48,514
3
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Financials
(continued)
$
13
Essex
Portfolio
LP
2.550%
6/15/31
$
9,915
11
Extra
Space
Storage
LP
2.400%
10/15/31
8,226
12
Extra
Space
Storage
LP
2.350%
3/15/32
8,795
24
Fairfax
Financial
Holdings
Ltd
4.625%
4/29/30
21,304
11
Federal
Realty
OP
LP
3.500%
6/01/30
9,184
21
Fidelity
National
Financial
Inc
3.400%
6/15/30
17,288
9
Fifth
Third
Bancorp
2.375%
1/28/25
8,549
2
Fifth
Third
Bancorp
1.707%
11/01/27
1,705
3
Fifth
Third
Bancorp
3.950%
3/14/28
2,682
30
Fifth
Third
Bancorp
6.361%
10/27/28
29,199
21
First
American
Financial
Corp
2.400%
8/15/31
15,168
26
FS
KKR
Capital
Corp
1.650%
10/12/24
24,792
11
FS
KKR
Capital
Corp
3.250%
7/15/27
9,455
16
GATX
Corp
4.550%
11/07/28
14,783
50
GATX
Corp
6.050%
3/15/34
47,110
10
Goldman
Sachs
BDC
Inc
2.875%
1/15/26
9,207
100
Goldman
Sachs
Group
Inc/The
5.700%
11/01/24
99,623
6
Goldman
Sachs
Group
Inc/The
1.948%
10/21/27
5,262
100
Goldman
Sachs
Group
Inc/The
4.482%
8/23/28
93,625
4
Goldman
Sachs
Group
Inc/The
2.615%
4/22/32
3,048
6
Goldman
Sachs
Group
Inc/The
2.383%
7/21/32
4,453
81
Goldman
Sachs
Group
Inc/The
6.450%
5/01/36
78,048
13
Golub
Capital
BDC
Inc
2.050%
2/15/27
10,939
12
Hartford
Financial
Services
Group
Inc/The
2.800%
8/19/29
10,152
5
Healthcare
Realty
Holdings
LP
3.100%
2/15/30
4,068
11
Healthpeak
OP
LLC
2.875%
1/15/31
8,675
10
Hercules
Capital
Inc
3.375%
1/20/27
8,712
5
Highwoods
Realty
LP
3.050%
2/15/30
3,748
11
Host
Hotels
&
Resorts
LP
3.500%
9/15/30
8,892
130
HSBC
Holdings
PLC
6.161%
3/09/29
127,345
200
HSBC
Holdings
PLC
6.547%
6/20/34
185,869
96
HSBC
Holdings
PLC
6.800%
6/01/38
89,527
10
(b)
Hudson
Pacific
Properties
LP
4.650%
4/01/29
7,141
28
Humana
Inc
2.150%
2/03/32
20,680
15
Huntington
Bancshares
Inc/OH
4.000%
5/15/25
14,372
12
Huntington
Bancshares
Inc/OH
2.550%
2/04/30
9,235
11
Invitation
Homes
Operating
Partnership
LP
2.300%
11/15/28
9,101
28
Jackson
Financial
Inc
5.170%
6/08/27
26,705
12
Janus
Henderson
US
Holdings
Inc
4.875%
8/01/25
11,710
9
Jefferies
Financial
Group
Inc
4.150%
1/23/30
7,679
100
JPMorgan
Chase
&
Co
2.595%
2/24/26
95,311
6
JPMorgan
Chase
&
Co
1.470%
9/22/27
5,227
100
JPMorgan
Chase
&
Co
6.070%
10/22/27
99,789
10
JPMorgan
Chase
&
Co
2.069%
6/01/29
8,312
4
JPMorgan
Chase
&
Co
3.702%
5/06/30
3,509
6
JPMorgan
Chase
&
Co
2.545%
11/08/32
4,546
12
JPMorgan
Chase
&
Co
4.912%
7/25/33
10,779
170
JPMorgan
Chase
&
Co
5.717%
9/14/33
159,197
22
Kemper
Corp
3.800%
2/23/32
16,720
77
KeyCorp
2.550%
10/01/29
57,525
5
Kilroy
Realty
LP
2.650%
11/15/33
3,267
2
Kimco
Realty
OP
LLC
2.250%
12/01/31
1,463
12
Kimco
Realty
OP
LLC
4.250%
4/01/45
8,339
31
Lazard
Group
LLC
4.500%
9/19/28
28,544
16
(b)
Lincoln
National
Corp
3.625%
12/12/26
14,561
13
Lloyds
Banking
Group
PLC
4.716%
8/11/26
12,601
13
LXP
Industrial
Trust
2.375%
10/01/31
9,297
21
Main
Street
Capital
Corp
3.000%
7/14/26
18,587
9
Manulife
Financial
Corp
4.061%
2/24/32
8,122
12
Markel
Group
Inc
3.350%
9/17/29
10,436
Nuveen
Enhanced
Yield
U.S.
Aggregate
Bond
ETF
(NUAG)
(continued)
Portfolio
of
Investments
October
31,
2023
(Unaudited)
4
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Financials
(continued)
$
100
MetLife
Inc
5.375%
7/15/33
$
93,511
20
Mitsubishi
UFJ
Financial
Group
Inc
5.017%
7/20/28
19,156
200
Mitsubishi
UFJ
Financial
Group
Inc
5.475%
2/22/31
190,136
3
Morgan
Stanley
4.350%
9/08/26
2,838
2
Morgan
Stanley
3.950%
4/23/27
1,842
100
Morgan
Stanley
6.296%
10/18/28
99,820
150
Morgan
Stanley
3.622%
4/01/31
127,001
1
Morgan
Stanley
4.889%
7/20/33
886
100
Morgan
Stanley
5.424%
7/21/34
91,268
50
Morgan
Stanley
6.627%
11/01/34
49,925
1
Morgan
Stanley
2.484%
9/16/36
707
10
Nasdaq
Inc
3.850%
6/30/26
9,542
100
Nasdaq
Inc
5.550%
2/15/34
92,759
33
NatWest
Group
PLC
3.754%
11/01/29
31,492
17
NatWest
Group
PLC
5.076%
1/27/30
15,604
3
NNN
REIT
Inc
2.500%
4/15/30
2,387
1
NNN
REIT
Inc
3.000%
4/15/52
534
4
Nomura
Holdings
Inc
1.851%
7/16/25
3,705
3
Nomura
Holdings
Inc
5.386%
7/06/27
2,885
4
Nomura
Holdings
Inc
2.710%
1/22/29
3,303
2
Nomura
Holdings
Inc
3.103%
1/16/30
1,624
1
Nomura
Holdings
Inc
2.679%
7/16/30
773
10
Oaktree
Specialty
Lending
Corp
2.700%
1/15/27
8,545
7
Old
Republic
International
Corp
3.875%
8/26/26
6,591
13
Omega
Healthcare
Investors
Inc
3.625%
10/01/29
10,591
10
ORIX
Corp
4.000%
4/13/32
8,616
13
Piedmont
Operating
Partnership
LP
2.750%
4/01/32
8,310
100
PNC
Financial
Services
Group
Inc/The
5.354%
12/02/28
95,539
50
PNC
Financial
Services
Group
Inc/The
6.875%
10/20/34
49,970
23
Prospect
Capital
Corp
3.437%
10/15/28
17,728
8
Prudential
Financial
Inc
5.375%
5/15/45
7,604
7
Prudential
Financial
Inc
5.700%
9/15/48
6,272
1
Prudential
Financial
Inc
3.700%
10/01/50
788
8
Radian
Group
Inc
6.625%
3/15/25
7,920
2
Regency
Centers
LP
2.950%
9/15/29
1,671
7
Regency
Centers
LP
4.400%
2/01/47
4,896
34
Regions
Financial
Corp
1.800%
8/12/28
26,568
10
Reinsurance
Group
of
America
Inc
3.150%
6/15/30
8,109
100
Reinsurance
Group
of
America
Inc
6.000%
9/15/33
94,057
13
Rexford
Industrial
Realty
LP
2.150%
9/01/31
9,420
100
Royal
Bank
of
Canada
4.875%
1/12/26
97,862
100
(b)
Royal
Bank
of
Canada
5.200%
8/01/28
96,438
10
Sabra
Health
Care
LP
3.200%
12/01/31
7,339
7
Santander
Holdings
USA
Inc
3.244%
10/05/26
6,287
1
Santander
Holdings
USA
Inc
2.490%
1/06/28
861
32
Santander
UK
Group
Holdings
PLC
1.532%
8/21/26
28,985
20
Sixth
Street
Specialty
Lending
Inc
3.875%
11/01/24
19,415
100
State
Street
Corp
5.159%
5/18/34
90,434
12
Stifel
Financial
Corp
4.000%
5/15/30
10,046
12
STORE
Capital
Corp
2.700%
12/01/31
8,043
200
Sumitomo
Mitsui
Financial
Group
Inc
5.520%
1/13/28
194,773
2
Sun
Communities
Operating
LP
2.300%
11/01/28
1,642
6
Sun
Communities
Operating
LP
4.200%
4/15/32
4,952
6
Synchrony
Financial
4.875%
6/13/25
5,690
56
Synchrony
Financial
3.700%
8/04/26
49,673
39
Synchrony
Financial
3.950%
12/01/27
33,384
100
Toronto-Dominion
Bank/The
5.156%
1/10/28
96,408
50
Truist
Financial
Corp
7.161%
10/30/29
50,295
15
UDR
Inc
3.000%
8/15/31
11,881
17
Unum
Group
3.875%
11/05/25
16,204
5
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Financials
(continued)
$
100
US
Bancorp
5.775%
6/12/29
$
96,156
12
Ventas
Realty
LP
2.500%
9/01/31
9,026
9
Wells
Fargo
&
Co
3.908%
4/25/26
8,678
1
Wells
Fargo
&
Co
3.526%
3/24/28
912
150
Wells
Fargo
&
Co
4.808%
7/25/28
141,898
100
Wells
Fargo
&
Co
5.389%
4/24/34
90,526
100
Wells
Fargo
&
Co
5.557%
7/25/34
91,539
16
Welltower
OP
LLC
2.800%
6/01/31
12,528
6
Welltower
OP
LLC
3.850%
6/15/32
4,979
117
Westpac
Banking
Corp
2.668%
11/15/35
85,032
14
Willis
North
America
Inc
4.500%
9/15/28
13,014
11
WP
Carey
Inc
2.450%
2/01/32
8,089
Total
Financials
7,327,209
Industrial
-
11.1%
9
AbbVie
Inc
3.200%
11/21/29
7,843
15
AbbVie
Inc
4.050%
11/21/39
11,720
16
AbbVie
Inc
4.625%
10/01/42
12,865
9
Agilent
Technologies
Inc
2.750%
9/15/29
7,592
10
Allegion
plc
3.500%
10/01/29
8,581
3
Altria
Group
Inc
5.800%
2/14/39
2,667
1
Altria
Group
Inc
3.875%
9/16/46
618
10
Amcor
Flexibles
North
America
Inc
2.690%
5/25/31
7,734
9
American
Airlines
2016-2
Class
AA
Pass
Through
Trust2020
A
3.200%
6/15/28
7,991
29
American
Tower
Corp
2.100%
6/15/30
22,088
1
American
Tower
Corp
4.050%
3/15/32
839
1
Amgen
Inc
2.300%
2/25/31
782
88
Amgen
Inc
3.150%
2/21/40
58,935
6
Amgen
Inc
5.150%
11/15/41
5,070
1
Amgen
Inc
3.000%
1/15/52
568
1
Amgen
Inc
4.200%
2/22/52
704
11
Amphenol
Corp
2.200%
9/15/31
8,398
3
Aptiv
PLC
3.100%
12/01/51
1,616
3
Aptiv
PLC
/
Aptiv
Corp
3.250%
3/01/32
2,404
10
ArcelorMittal
SA
4.250%
7/16/29
9,006
9
AT&T
Inc
2.750%
6/01/31
7,080
100
AT&T
Inc
5.400%
2/15/34
91,883
67
AT&T
Inc
4.850%
3/01/39
54,659
30
AT&T
Inc
3.500%
6/01/41
20,056
14
Autodesk
Inc
2.400%
12/15/31
10,755
11
AutoNation
Inc
3.850%
3/01/32
8,623
13
AutoZone
Inc
4.000%
4/15/30
11,451
11
Avery
Dennison
Corp
2.250%
2/15/32
8,106
11
Barrick
North
America
Finance
LLC
5.700%
5/30/41
10,069
1
BAT
Capital
Corp
4.742%
3/16/32
859
8
BAT
Capital
Corp
4.390%
8/15/37
5,814
100
BAT
Capital
Corp
7.079%
8/02/43
91,167
12
Becton
Dickinson
&
Co
1.957%
2/11/31
9,134
13
Becton
Dickinson
&
Co
4.685%
12/15/44
10,391
22
Bell
Telephone
Co
of
Canada
or
Bell
Canada
3.650%
8/15/52
13,932
10
Best
Buy
Co
Inc
1.950%
10/01/30
7,623
14
Biogen
Inc
5.200%
9/15/45
11,650
14
Boardwalk
Pipelines
LP
3.600%
9/01/32
11,097
45
Boeing
Co/The
5.705%
5/01/40
39,806
8
BorgWarner
Inc
4.375%
3/15/45
5,696
7
Boston
Scientific
Corp
4.550%
3/01/39
5,795
12
BP
Capital
Markets
PLC
4.875%
N/A
(c)
10,446
11
Broadcom
Inc,
144A
4.000%
4/15/29
9,826
Nuveen
Enhanced
Yield
U.S.
Aggregate
Bond
ETF
(NUAG)
(continued)
Portfolio
of
Investments
October
31,
2023
(Unaudited)
6
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
74
Broadcom
Inc,
144A
3.187%
11/15/36
$
51,249
17
Broadridge
Financial
Solutions
Inc
2.600%
5/01/31
13,188
6
Brunswick
Corp/DE
4.400%
9/15/32
4,720
10
Bunge
Ltd
Finance
Corp
3.750%
9/25/27
9,249
21
(b)
Campbell
Soup
Co
2.375%
4/24/30
16,648
1
Canadian
Natural
Resources
Ltd
2.950%
7/15/30
815
5
Canadian
Natural
Resources
Ltd
5.850%
2/01/35
4,574
2
Canadian
Natural
Resources
Ltd
6.750%
2/01/39
1,926
8
Canadian
Pacific
Railway
Co
2.450%
12/02/31
6,975
3
Canadian
Pacific
Railway
Co
4.800%
8/01/45
2,390
14
Canadian
Pacific
Railway
Co
4.700%
5/01/48
10,914
10
Cardinal
Health
Inc
4.500%
11/15/44
7,259
14
Carlisle
Cos
Inc
2.200%
3/01/32
10,251
5
Carrier
Global
Corp
2.722%
2/15/30
4,073
6
Carrier
Global
Corp
3.577%
4/05/50
3,763
10
CDW
LLC
/
CDW
Finance
Corp
3.276%
12/01/28
8,543
20
Celanese
US
Holdings
LLC
6.379%
7/15/32
18,772
9
CENCORA
INC
2.700%
3/15/31
7,132
5
Cenovus
Energy
Inc
5.250%
6/15/37
4,275
20
CF
Industries
Inc
5.375%
3/15/44
16,264
8
Charter
Communications
Operating
LLC
/
Charter
Communications
Operating
Capital
5.375%
4/01/38
6,314
1
Charter
Communications
Operating
LLC
/
Charter
Communications
Operating
Capital
3.500%
3/01/42
591
94
Charter
Communications
Operating
LLC
/
Charter
Communications
Operating
Capital
5.375%
5/01/47
67,985
1
Charter
Communications
Operating
LLC
/
Charter
Communications
Operating
Capital
5.250%
4/01/53
709
2
Choice
Hotels
International
Inc
3.700%
1/15/31
1,573
10
Church
&
Dwight
Co
Inc
2.300%
12/15/31
7,745
33
Cigna
Group/The
4.900%
12/15/48
26,390
5
Clorox
Co/The
4.400%
5/01/29
4,636
13
Conagra
Brands
Inc
4.850%
11/01/28
12,215
11
Conagra
Brands
Inc
5.300%
11/01/38
9,208
6
Constellation
Brands
Inc
4.750%
5/09/32
5,397
10
Constellation
Brands
Inc
5.250%
11/15/48
8,358
10
Corning
Inc
3.900%
11/15/49
6,752
26
Crown
Castle
Inc
2.500%
7/15/31
19,636
4
CSX
Corp
2.400%
2/15/30
3,269
1
CSX
Corp
4.100%
11/15/32
874
1
CSX
Corp
3.800%
4/15/50
676
49
CVS
Health
Corp
4.875%
7/20/35
42,308
18
CVS
Health
Corp
4.780%
3/25/38
14,888
9
Dell
International
LLC
/
EMC
Corp
6.200%
7/15/30
8,921
7
Dell
International
LLC
/
EMC
Corp
8.350%
7/15/46
7,820
2
Dell
International
LLC
/
EMC
Corp
3.450%
12/15/51
1,192
16
Deutsche
Telekom
International
Finance
BV
8.750%
6/15/30
17,927
9
Devon
Energy
Corp
5.600%
7/15/41
7,640
5
Diamondback
Energy
Inc
3.125%
3/24/31
4,094
16
Diamondback
Energy
Inc
4.250%
3/15/52
10,997
10
(b)
Dick's
Sporting
Goods
Inc
3.150%
1/15/32
7,547
61
Discovery
Communications
LLC
4.000%
9/15/55
35,037
7
Dollar
General
Corp
4.125%
4/03/50
4,575
11
Dollar
Tree
Inc
3.375%
12/01/51
6,250
10
Dover
Corp
2.950%
11/04/29
8,554
2
Dow
Chemical
Co/The
4.250%
10/01/34
1,686
8
Dow
Chemical
Co/The
5.250%
11/15/41
6,717
7
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
15
DuPont
de
Nemours
Inc
5.319%
11/15/38
$
13,407
6
Eastman
Chemical
Co
4.800%
9/01/42
4,601
14
eBay
Inc
2.600%
5/10/31
10,920
50
Energy
Transfer
LP
6.550%
12/01/33
49,340
22
Energy
Transfer
LP
5.800%
6/15/38
19,214
22
Energy
Transfer
LP
5.000%
5/15/44
16,471
10
EQT
Corp
5.700%
4/01/28
9,728
7
Equifax
Inc
2.600%
12/15/25
6,537
10
Equifax
Inc
5.100%
12/15/27
9,632
22
Equifax
Inc
2.350%
9/15/31
16,364
3
Equinix
Inc
2.500%
5/15/31
2,290
17
Equinix
Inc
3.900%
4/15/32
14,148
4
Expedia
Group
Inc
3.250%
2/15/30
3,312
3
Expedia
Group
Inc
2.950%
3/15/31
2,357
10
FactSet
Research
Systems
Inc
3.450%
3/01/32
8,088
7
FedEx
Corp
3.100%
8/05/29
6,055
6
FedEx
Corp
3.900%
2/01/35
4,831
14
FedEx
Corp
4.050%
2/15/48
9,748
11
Fidelity
National
Information
Services
Inc
1.650%
3/01/28
9,209
50
Fidelity
National
Information
Services
Inc
2.250%
3/01/31
38,106
7
Fiserv
Inc
2.250%
6/01/27
6,186
50
Fiserv
Inc
5.625%
8/21/33
46,899
13
Flowserve
Corp
2.800%
1/15/32
9,580
11
Fortune
Brands
Innovations
Inc
3.250%
9/15/29
9,367
19
Fox
Corp
3.500%
4/08/30
16,112
50
Fox
Corp
6.500%
10/13/33
48,833
11
Freeport-McMoRan
Inc
4.250%
3/01/30
9,534
7
GE
Capital
Funding
LLC
4.550%
5/15/32
6,288
1
General
Electric
Co
4.350%
5/01/50
749
12
General
Mills
Inc
4.550%
4/17/38
9,593
2
General
Motors
Co
6.600%
4/01/36
1,881
8
General
Motors
Financial
Co
Inc
4.300%
4/06/29
7,108
10
General
Motors
Financial
Co
Inc
3.100%
1/12/32
7,604
12
Genuine
Parts
Co
2.750%
2/01/32
9,049
17
Gilead
Sciences
Inc
4.000%
9/01/36
13,850
9
Gilead
Sciences
Inc
4.750%
3/01/46
7,275
50
Gilead
Sciences
Inc
5.550%
10/15/53
45,166
1
Global
Payments
Inc
1.500%
11/15/24
952
6
Global
Payments
Inc
4.950%
8/15/27
5,697
6
Global
Payments
Inc
4.450%
6/01/28
5,524
5
Global
Payments
Inc
2.900%
5/15/30
4,005
1
Global
Payments
Inc
2.900%
11/15/31
765
7
GLP
Capital
LP
/
GLP
Financing
II
Inc
5.300%
1/15/29
6,394
9
Halliburton
Co
4.500%
11/15/41
6,947
8
Halliburton
Co
4.750%
8/01/43
6,338
10
Hasbro
Inc
3.900%
11/19/29
8,592
8
HCA
Inc
4.125%
6/15/29
7,101
20
HCA
Inc
4.375%
3/15/42
14,414
10
HCA
Inc
3.500%
7/15/51
5,793
4
Hewlett
Packard
Enterprise
Co
6.200%
10/15/35
3,926
6
HP
Inc
4.750%
1/15/28
5,715
6
HP
Inc
3.400%
6/17/30
5,010
16
HP
Inc
4.200%
4/15/32
13,490
6
(b)
HP
Inc
6.000%
9/15/41
5,434
10
Huntsman
International
LLC
2.950%
6/15/31
7,591
10
IDEX
Corp
2.625%
6/15/31
7,804
12
Ingredion
Inc
2.900%
6/01/30
9,853
8
International
Paper
Co
4.800%
6/15/44
6,245
7
International
Paper
Co
4.400%
8/15/47
5,108
6
J
M
Smucker
Co/The
2.125%
3/15/32
4,392
Nuveen
Enhanced
Yield
U.S.
Aggregate
Bond
ETF
(NUAG)
(continued)
Portfolio
of
Investments
October
31,
2023
(Unaudited)
8
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
16
J
M
Smucker
Co/The
4.250%
3/15/35
$
13,044
6
Jabil
Inc
3.600%
1/15/30
5,096
12
Johnson
Controls
International
plc
4.950%
7/02/64
9,045
14
Kellogg
Co
2.100%
6/01/30
10,914
15
Keurig
Dr
Pepper
Inc
3.200%
5/01/30
12,655
13
Keurig
Dr
Pepper
Inc
4.500%
4/15/52
9,621
41
Kinder
Morgan
Energy
Partners
LP
6.375%
3/01/41
37,357
10
Kinder
Morgan
Inc
2.000%
2/15/31
7,473
1
Kinder
Morgan
Inc
3.600%
2/15/51
602
6
Kraft
Heinz
Foods
Co
4.250%
3/01/31
5,302
24
Kraft
Heinz
Foods
Co
5.500%
6/01/50
20,598
3
Kroger
Co/The
2.200%
5/01/30
2,352
1
Kroger
Co/The
1.700%
1/15/31
738
4
Kroger
Co/The
5.400%
1/15/49
3,428
5
L3Harris
Technologies
Inc
2.900%
12/15/29
4,205
8
L3Harris
Technologies
Inc
1.800%
1/15/31
5,960
10
Laboratory
Corp
of
America
Holdings
2.700%
6/01/31
7,884
2
Lear
Corp
3.500%
5/30/30
1,655
10
Lear
Corp
2.600%
1/15/32
7,372
2
Leggett
&
Platt
Inc
3.500%
11/15/51
1,196
15
Leidos
Inc
2.300%
2/15/31
11,281
10
Lowe's
Cos
Inc
4.500%
4/15/30
9,147
9
Lowe's
Cos
Inc
4.050%
5/03/47
6,210
1
Lowe's
Cos
Inc
4.250%
4/01/52
693
19
LYB
International
Finance
BV
5.250%
7/15/43
15,290
13
Magellan
Midstream
Partners
LP
5.150%
10/15/43
10,318
11
Marathon
Petroleum
Corp
6.500%
3/01/41
10,440
3
Marriott
International
Inc/MD
4.650%
12/01/28
2,806
5
Marriott
International
Inc/MD
4.500%
10/01/34
4,144
6
Martin
Marietta
Materials
Inc
2.500%
3/15/30
4,824
3
Martin
Marietta
Materials
Inc
2.400%
7/15/31
2,301
1
Martin
Marietta
Materials
Inc
3.200%
7/15/51
594
17
Marvell
Technology
Inc
4.875%
6/22/28
15,997
24
Masco
Corp
2.000%
2/15/31
17,993
20
Mastercard
Inc
4.875%
3/09/28
19,675
13
McCormick
&
Co
Inc/MD
1.850%
2/15/31
9,636
25
McDonald's
Corp
4.700%
12/09/35
21,935
13
MDC
Holdings
Inc
3.966%
8/06/61
6,864
12
Micron
Technology
Inc
5.327%
2/06/29
11,402
8
Molson
Coors
Beverage
Co
4.200%
7/15/46
5,673
6
Mondelez
International
Inc
3.000%
3/17/32
4,817
5
Mondelez
International
Inc
1.875%
10/15/32
3,591
7
Moody's
Corp
3.250%
1/15/28
6,360
45
Moody's
Corp
2.000%
8/19/31
33,928
1
Mosaic
Co/The
5.450%
11/15/33
914
4
Motorola
Solutions
Inc
2.300%
11/15/30
3,057
11
Motorola
Solutions
Inc
2.750%
5/24/31
8,527
42
MPLX
LP
4.500%
4/15/38
32,720
5
Mylan
Inc
4.550%
4/15/28
4,551
31
National
Fuel
Gas
Co
5.500%
1/15/26
30,405
7
National
Fuel
Gas
Co
2.950%
3/01/31
5,321
13
NetApp
Inc
2.700%
6/22/30
10,435
16
(b)
Netflix
Inc
5.875%
11/15/28
16,006
20
Newmont
Corp
5.875%
4/01/35
19,303
6
Norfolk
Southern
Corp
3.000%
3/15/32
4,823
11
Norfolk
Southern
Corp
4.800%
8/15/43
8,513
8
Norfolk
Southern
Corp
3.700%
3/15/53
5,152
9
Northrop
Grumman
Corp
4.400%
5/01/30
8,297
12
Nutrien
Ltd
5.625%
12/01/40
10,558
13
NXP
BV
/
NXP
Funding
LLC
5.550%
12/01/28
12,546
9
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
6
NXP
BV
/
NXP
Funding
LLC
/
NXP
USA
Inc
2.500%
5/11/31
$
4,582
8
NXP
BV
/
NXP
Funding
LLC
/
NXP
USA
Inc
2.650%
2/15/32
6,036
6
NXP
BV
/
NXP
Funding
LLC
/
NXP
USA
Inc
3.250%
11/30/51
3,397
17
Omnicom
Group
Inc
4.200%
6/01/30
14,973
19
ONEOK
Partners
LP
6.125%
2/01/41
17,169
20
Oracle
Corp
2.875%
3/25/31
16,031
27
Oracle
Corp
3.800%
11/15/37
19,868
76
Oracle
Corp
3.650%
3/25/41
51,753
14
Orange
SA
5.375%
1/13/42
12,145
4
Owens
Corning
4.300%
7/15/47
2,851
3
Packaging
Corp
of
America
3.050%
10/01/51
1,691
18
(b)
Paramount
Global
4.950%
1/15/31
15,032
24
Paramount
Global
4.900%
8/15/44
15,080
14
Parker-Hannifin
Corp
4.450%
11/21/44
10,818
6
Phillips
66
4.650%
11/15/34
5,217
5
Phillips
66
5.875%
5/01/42
4,666
26
Phillips
66
3.300%
3/15/52
15,237
5
Phillips
66
Co
3.150%
12/15/29
4,270
10
Pioneer
Natural
Resources
Co
5.100%
3/29/26
9,890
13
Plains
All
American
Pipeline
LP
/
PAA
Finance
Corp
3.800%
9/15/30
10,955
30
Quanta
Services
Inc
2.350%
1/15/32
21,596
11
Quest
Diagnostics
Inc
2.800%
6/30/31
8,707
3
Raytheon
Technologies
Corp
1.900%
9/01/31
2,200
20
Raytheon
Technologies
Corp
4.625%
11/16/48
15,390
1
Raytheon
Technologies
Corp
3.030%
3/15/52
559
14
Regeneron
Pharmaceuticals
Inc
1.750%
9/15/30
10,551
9
RELX
Capital
Inc
3.000%
5/22/30
7,531
5
Republic
Services
Inc
1.750%
2/15/32
3,640
13
Revvity
Inc
2.550%
3/15/31
10,015
33
Rogers
Communications
Inc
5.000%
3/15/44
25,375
1
Rogers
Communications
Inc
4.550%
3/15/52
692
1
Roper
Technologies
Inc
2.950%
9/15/29
852
10
Roper
Technologies
Inc
2.000%
6/30/30
7,751
18
(b)
Royalty
Pharma
PLC
2.150%
9/02/31
13,217
14
(b)
RPM
International
Inc
4.250%
1/15/48
9,572
10
Sabine
Pass
Liquefaction
LLC
4.200%
3/15/28
9,201
6
Sherwin-Williams
Co/The
2.200%
3/15/32
4,462
10
Sherwin-Williams
Co/The
4.000%
12/15/42
7,139
11
(b)
Sonoco
Products
Co
2.850%
2/01/32
8,545
7
Southern
Copper
Corp
5.250%
11/08/42
5,857
8
Southwest
Airlines
Co
3.450%
11/16/27
7,231
40
Spectra
Energy
Partners
LP
4.500%
3/15/45
28,881
9
Starbucks
Corp
3.550%
8/15/29
8,052
2
Starbucks
Corp
3.000%
2/14/32
1,616
11
Starbucks
Corp
3.350%
3/12/50
6,792
16
Steel
Dynamics
Inc
3.450%
4/15/30
13,534
26
Stryker
Corp
4.100%
4/01/43
19,513
24
Suncor
Energy
Inc
4.000%
11/15/47
16,079
20
Suzano
Austria
GmbH
3.125%
1/15/32
15,073
13
Sysco
Corp
5.950%
4/01/30
12,906
15
Sysco
Corp
3.150%
12/14/51
8,673
12
Tapestry
Inc
3.050%
3/15/32
8,610
10
Teck
Resources
Ltd
6.000%
8/15/40
8,679
5
Teledyne
FLIR
LLC
2.500%
8/01/30
3,934
9
TELUS
Corp
4.300%
6/15/49
6,304
5
Textron
Inc
3.000%
6/01/30
4,122
38
Time
Warner
Cable
LLC
5.500%
9/01/41
28,479
100
T-Mobile
US
Inc
6.000%
6/15/54
90,796
11
T-Mobile
USA
Inc
2.250%
11/15/31
8,167
Nuveen
Enhanced
Yield
U.S.
Aggregate
Bond
ETF
(NUAG)
(continued)
Portfolio
of
Investments
October
31,
2023
(Unaudited)
10
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
80
T-Mobile
USA
Inc
3.400%
10/15/52
$
47,344
4
Trane
Technologies
Global
Holding
Co
Ltd
5.750%
6/15/43
3,675
26
TransCanada
PipeLines
Ltd
4.100%
4/15/30
22,825
19
(b)
TransCanada
PipeLines
Ltd
5.100%
3/15/49
14,833
5
Transcontinental
Gas
Pipe
Line
Co
LLC
3.250%
5/15/30
4,187
16
Transcontinental
Gas
Pipe
Line
Co
LLC
3.950%
5/15/50
10,840
4
Triton
Container
International
Ltd
/
TAL
International
Container
Corp
3.250%
3/15/32
2,893
11
Tyson
Foods
Inc
5.100%
9/28/48
8,501
16
United
Airlines
2014-1
Class
A
Pass
Through
Trust2020
A
4.000%
4/11/26
15,094
14
Vale
Overseas
Ltd
3.750%
7/08/30
11,827
23
Valero
Energy
Corp
3.650%
12/01/51
13,958
25
Verizon
Communications
Inc
2.550%
3/21/31
19,532
96
Verizon
Communications
Inc
2.355%
3/15/32
71,784
2
Verizon
Communications
Inc
3.400%
3/22/41
1,350
7
Verizon
Communications
Inc
2.850%
9/03/41
4,323
6
Verizon
Communications
Inc
4.000%
3/22/50
4,080
6
Verizon
Communications
Inc
3.875%
3/01/52
4,002
12
VF
Corp
2.950%
4/23/30
9,399
26
Viatris
Inc
3.850%
6/22/40
16,182
12
VICI
Properties
LP
5.125%
5/15/32
10,370
18
VMware
Inc
4.700%
5/15/30
16,303
6
Vodafone
Group
PLC
4.375%
2/19/43
4,437
37
Vodafone
Group
PLC
4.875%
6/19/49
27,988
12
Vontier
Corp
2.950%
4/01/31
9,034
13
Vulcan
Materials
Co
3.500%
6/01/30
11,093
14
Walgreens
Boots
Alliance
Inc
4.650%
6/01/46
9,070
10
Warnermedia
Holdings
Inc
4.279%
3/15/32
8,291
12
Warnermedia
Holdings
Inc
5.050%
3/15/42
8,889
12
Waste
Connections
Inc
2.200%
1/15/32
9,034
11
Western
Union
Co/The
1.350%
3/15/26
9,788
13
Westlake
Corp
3.125%
8/15/51
7,001
6
Weyerhaeuser
Co
4.000%
4/15/30
5,247
3
Weyerhaeuser
Co
3.375%
3/09/33
2,381
3
(b)
Whirlpool
Corp
4.700%
5/14/32
2,648
10
Whirlpool
Corp
5.150%
3/01/43
7,764
23
Williams
Cos
Inc/The
2.600%
3/15/31
17,933
8
Workday
Inc
3.700%
4/01/29
7,143
21
WRKCo
Inc
4.900%
3/15/29
19,863
13
Xylem
Inc/NY
2.250%
1/30/31
10,048
16
Yamana
Gold
Inc
2.630%
8/15/31
12,124
2
Zimmer
Biomet
Holdings
Inc
4.250%
8/15/35
1,575
6
Zimmer
Biomet
Holdings
Inc
5.750%
11/30/39
5,330
11
Zoetis
Inc
4.700%
2/01/43
9,032
Total
Industrial
3,676,435
Utility
-
11.1%
5
AEP
Texas
Inc
3.800%
10/01/47
3,214
7
Ameren
Corp
2.500%
9/15/24
6,790
9
Ameren
Corp
1.950%
3/15/27
7,966
8
Ameren
Corp
1.750%
3/15/28
6,702
4
Ameren
Corp
3.500%
1/15/31
3,353
4
American
Electric
Power
Co
Inc
4.300%
12/01/28
3,720
99
American
Electric
Power
Co
Inc
2.300%
3/01/30
77,794
4
American
Electric
Power
Co
Inc
3.875%
2/15/62
3,141
50
American
Water
Capital
Corp
4.150%
6/01/49
36,294
50
Atmos
Energy
Corp
6.200%
11/15/53
48,527
30
Avangrid
Inc
3.200%
4/15/25
28,711
46
Avangrid
Inc
3.800%
6/01/29
40,432
11
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Utility
(continued)
$
10
Black
Hills
Corp
1.037%
8/23/24
$
9,586
4
Black
Hills
Corp
3.150%
1/15/27
3,650
1
Black
Hills
Corp
3.050%
10/15/29
828
7
Black
Hills
Corp
2.500%
6/15/30
5,476
10
Black
Hills
Corp
4.200%
9/15/46
6,833
11
Black
Hills
Corp
3.875%
10/15/49
6,984
6
Cleco
Corporate
Holdings
LLC
3.375%
9/15/29
4,957
18
Cleco
Corporate
Holdings
LLC
4.973%
5/01/46
13,034
1
CMS
Energy
Corp
4.875%
3/01/44
815
11
CMS
Energy
Corp
3.750%
12/01/50
7,919
111
Constellation
Energy
Generation
LLC
5.600%
6/15/42
95,393
20
Dayton
Power
&
Light
Co/The
3.950%
6/15/49
13,276
13
Delmarva
Power
&
Light
Co
4.000%
6/01/42
9,106
7
Dominion
Energy
Inc
3.071%
8/15/24
6,833
6
Dominion
Energy
Inc
3.600%
3/15/27
5,567
1
Dominion
Energy
Inc
2.250%
8/15/31
746
1
Dominion
Energy
Inc
4.350%
8/15/32
865
100
Dominion
Energy
Inc
5.375%
11/15/32
92,599
8
Dominion
Energy
Inc
5.250%
8/01/33
7,292
7
Dominion
Energy
Inc
4.900%
8/01/41
5,591
13
Dominion
Energy
Inc
4.850%
8/15/52
9,880
3
DTE
Energy
Co
2.529%
10/01/24
2,904
11
Duke
Energy
Corp
3.150%
8/15/27
9,961
1
Duke
Energy
Corp
4.300%
3/15/28
939
337
Duke
Energy
Corp
3.950%
8/15/47
224,870
1
Duke
Energy
Corp
5.000%
8/15/52
776
4
Edison
International
4.950%
4/15/25
3,919
27
El
Paso
Electric
Co
5.000%
12/01/44
20,958
8
Emera
US
Finance
LP
3.550%
6/15/26
7,498
1
Emera
US
Finance
LP
2.639%
6/15/31
756
42
Emera
US
Finance
LP
4.750%
6/15/46
29,355
43
Enel
Chile
SA
4.875%
6/12/28
40,110
1
Entergy
Corp
0.900%
9/15/25
910
1
Entergy
Corp
1.900%
6/15/28
836
15
Entergy
Corp
2.800%
6/15/30
12,176
80
Entergy
Corp
2.400%
6/15/31
60,785
1
Entergy
Corp
3.750%
6/15/50
630
16
Essential
Utilities
Inc
2.704%
4/15/30
12,922
19
Essential
Utilities
Inc
2.400%
5/01/31
14,565
21
Essential
Utilities
Inc
3.351%
4/15/50
12,340
70
Evergy
Inc
2.900%
9/15/29
58,784
4
Eversource
Energy
0.800%
8/15/25
3,653
1
Eversource
Energy
3.300%
1/15/28
901
1
Eversource
Energy
4.250%
4/01/29
918
1
Eversource
Energy
1.650%
8/15/30
749
1
Eversource
Energy
3.375%
3/01/32
804
6
Eversource
Energy
3.450%
1/15/50
3,653
6
Exelon
Corp
2.750%
3/15/27
5,428
194
Exelon
Corp
4.050%
4/15/30
171,368
2
Exelon
Corp
3.350%
3/15/32
1,617
3
Exelon
Corp
4.950%
6/15/35
2,599
21
Exelon
Corp
5.100%
6/15/45
17,052
7
Exelon
Corp
4.450%
4/15/46
5,138
1
Exelon
Corp
4.700%
4/15/50
754
40
Fortis
Inc/Canada
3.055%
10/04/26
36,691
5
Georgia
Power
Co
2.650%
9/15/29
4,199
200
Georgia
Power
Co
4.700%
5/15/32
181,069
81
Georgia
Power
Co
3.700%
1/30/50
53,230
68
Iberdrola
International
BV
6.750%
7/15/36
69,872
50
Idaho
Power
Co
5.800%
4/01/54
45,249
Nuveen
Enhanced
Yield
U.S.
Aggregate
Bond
ETF
(NUAG)
(continued)
Portfolio
of
Investments
October
31,
2023
(Unaudited)
12
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Utility
(continued)
$
10
Interstate
Power
and
Light
Co
4.100%
9/26/28
$
9,263
100
Interstate
Power
and
Light
Co
3.600%
4/01/29
89,720
1
Interstate
Power
and
Light
Co
2.300%
6/01/30
786
5
IPALCO
Enterprises
Inc
3.700%
9/01/24
4,876
7
IPALCO
Enterprises
Inc
4.250%
5/01/30
6,028
1
ITC
Holdings
Corp
5.300%
7/01/43
837
12
National
Grid
USA
5.803%
4/01/35
11,067
100
National
Rural
Utilities
Cooperative
Finance
Corp
4.800%
3/15/28
96,762
18
NextEra
Energy
Capital
Holdings
Inc
4.450%
6/20/25
17,550
8
NextEra
Energy
Capital
Holdings
Inc
1.875%
1/15/27
7,026
67
NextEra
Energy
Capital
Holdings
Inc
1.900%
6/15/28
55,916
4
NextEra
Energy
Capital
Holdings
Inc
3.500%
4/01/29
3,524
8
NextEra
Energy
Capital
Holdings
Inc
2.750%
11/01/29
6,637
5
NextEra
Energy
Capital
Holdings
Inc
2.250%
6/01/30
3,896
4
NextEra
Energy
Capital
Holdings
Inc
2.440%
1/15/32
2,999
19
NextEra
Energy
Capital
Holdings
Inc
5.000%
7/15/32
17,266
4
(b)
NextEra
Energy
Capital
Holdings
Inc
5.650%
5/01/79
3,535
3
NextEra
Energy
Capital
Holdings
Inc
3.800%
3/15/82
2,400
9
NiSource
Inc
3.490%
5/15/27
8,281
15
NiSource
Inc
3.600%
5/01/30
12,839
18
NiSource
Inc
1.700%
2/15/31
13,183
98
NiSource
Inc
5.950%
6/15/41
89,310
6
NiSource
Inc
5.650%
2/01/45
5,203
7
NiSource
Inc
3.950%
3/30/48
4,734
19
NiSource
Inc
5.000%
6/15/52
14,878
100
NSTAR
Electric
Co
4.950%
9/15/52
81,348
4
Oglethorpe
Power
Corp
5.950%
11/01/39
3,639
69
Oglethorpe
Power
Corp
4.200%
12/01/42
47,436
14
Oglethorpe
Power
Corp
4.250%
4/01/46
9,311
3
Oglethorpe
Power
Corp
5.050%
10/01/48
2,325
7
Oglethorpe
Power
Corp
5.250%
9/01/50
5,619
8
Pacific
Gas
and
Electric
Co
3.300%
12/01/27
6,967
9
Pacific
Gas
and
Electric
Co
3.000%
6/15/28
7,617
9
Pacific
Gas
and
Electric
Co
4.200%
3/01/29
7,841
17
Pacific
Gas
and
Electric
Co
3.250%
6/01/31
13,197
100
Pacific
Gas
and
Electric
Co
5.900%
6/15/32
91,208
109
Pacific
Gas
and
Electric
Co
4.200%
6/01/41
72,609
6
Pacific
Gas
and
Electric
Co
4.450%
4/15/42
4,053
8
Pacific
Gas
and
Electric
Co
3.750%
8/15/42
4,920
7
Pacific
Gas
and
Electric
Co
4.300%
3/15/45
4,530
7
Pacific
Gas
and
Electric
Co
4.000%
12/01/46
4,234
7
Pacific
Gas
and
Electric
Co
3.950%
12/01/47
4,177
106
Pacific
Gas
and
Electric
Co
4.950%
7/01/50
73,991
104
Pacific
Gas
and
Electric
Co
5.250%
3/01/52
75,294
100
PacifiCorp
5.500%
5/15/54
81,447
48
Pennsylvania
Electric
Co
6.150%
10/01/38
44,363
31
Piedmont
Natural
Gas
Co
Inc
3.500%
6/01/29
27,000
125
Piedmont
Natural
Gas
Co
Inc
3.640%
11/01/46
77,920
11
Piedmont
Natural
Gas
Co
Inc
3.350%
6/01/50
6,367
60
Pinnacle
West
Capital
Corp
1.300%
6/15/25
55,598
10
PPL
Capital
Funding
Inc
3.100%
5/15/26
9,348
1
PPL
Capital
Funding
Inc
4.125%
4/15/30
884
100
Public
Service
Electric
and
Gas
Co
5.450%
8/01/53
90,239
16
Public
Service
Enterprise
Group
Inc
1.600%
8/15/30
12,007
66
Puget
Energy
Inc
2.379%
6/15/28
55,886
26
Puget
Energy
Inc
4.100%
6/15/30
22,208
1
Sempra
3.300%
4/01/25
962
4
Sempra
3.250%
6/15/27
3,624
2
Sempra
3.400%
2/01/28
1,802
13
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Utility
(continued)
$
4
Sempra
3.700%
4/01/29
$
3,545
98
Sempra
3.800%
2/01/38
73,076
19
Sempra
4.000%
2/01/48
12,972
4
Sempra
4.125%
4/01/52
3,081
100
Southern
California
Edison
Co
5.700%
3/01/53
86,927
1
Southern
Co
Gas
Capital
Corp
4.400%
5/30/47
720
1
Southern
Co/The
5.113%
8/01/27
965
51
Southern
Power
Co
4.950%
12/15/46
38,976
9
Southwest
Gas
Corp
2.200%
6/15/30
6,971
90
Southwest
Gas
Corp
4.050%
3/15/32
76,222
35
Southwest
Gas
Corp
4.150%
6/01/49
23,243
8
Southwestern
Electric
Power
Co
1.650%
3/15/26
7,241
4
Southwestern
Electric
Power
Co
4.100%
9/15/28
3,665
1
Southwestern
Electric
Power
Co
3.900%
4/01/45
661
109
Southwestern
Electric
Power
Co
3.250%
11/01/51
61,419
21
Southwestern
Public
Service
Co
6.000%
10/01/36
19,820
28
Spire
Inc
4.700%
8/15/44
20,084
25
Union
Electric
Co
5.450%
3/15/53
21,774
11
Xcel
Energy
Inc
1.750%
3/15/27
9,588
1
Xcel
Energy
Inc
4.000%
6/15/28
924
18
Xcel
Energy
Inc
2.350%
11/15/31
13,391
7
Xcel
Energy
Inc
4.800%
9/15/41
5,450
Total
Utility
3,684,014
Total
Corporate
Debt
(cost
$17,426,224)
14,687,658
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X
–
U.S.
TREASURY
-
25.2%
$
1
United
States
Treasury
Note/Bond
0.875%
1/31/24
791
100
United
States
Treasury
Note/Bond
4.125%
1/31/25
98,555
183
United
States
Treasury
Note/Bond
1.125%
2/28/25
173,242
600
United
States
Treasury
Note/Bond
3.875%
3/31/25
588,797
100
United
States
Treasury
Note/Bond
3.875%
4/30/25
98,062
400
United
States
Treasury
Note/Bond
4.250%
5/31/25
394,250
1,100
United
States
Treasury
Note/Bond
4.625%
6/30/25
1,090,632
250
United
States
Treasury
Note/Bond
4.750%
7/31/25
248,369
800
United
States
Treasury
Note/Bond
5.000%
8/31/25
798,312
808
United
States
Treasury
Note/Bond
0.250%
9/30/25
737,616
425
United
States
Treasury
Note/Bond
0.375%
1/31/26
383,513
425
United
States
Treasury
Note/Bond
0.750%
3/31/26
384,957
704
United
States
Treasury
Note/Bond
0.750%
4/30/26
634,889
3
United
States
Treasury
Note/Bond
0.875%
6/30/26
2,522
4
United
States
Treasury
Note/Bond
1.250%
12/31/26
3,223
1
United
States
Treasury
Note/Bond
2.500%
3/31/27
926
30
United
States
Treasury
Note/Bond
2.750%
4/30/27
27,956
3
United
States
Treasury
Note/Bond
3.250%
6/30/27
2,649
0
(d)
United
States
Treasury
Note/Bond
2.750%
7/31/27
371
150
United
States
Treasury
Note/Bond
3.625%
5/31/28
142,646
205
United
States
Treasury
Note/Bond
4.375%
8/31/28
201,092
150
United
States
Treasury
Note/Bond
4.875%
10/31/28
150,316
150
United
States
Treasury
Note/Bond
3.125%
11/15/28
138,311
233
United
States
Treasury
Note/Bond
2.375%
5/15/29
204,703
37
United
States
Treasury
Note/Bond
1.625%
8/15/29
31,018
Nuveen
Enhanced
Yield
U.S.
Aggregate
Bond
ETF
(NUAG)
(continued)
Portfolio
of
Investments
October
31,
2023
(Unaudited)
14
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
$
35
United
States
Treasury
Note/Bond
0.625%
5/15/30
$
26,681
50
United
States
Treasury
Note/Bond
3.750%
5/31/30
46,715
0
(d)
United
States
Treasury
Note/Bond
1.625%
5/15/31
318
100
United
States
Treasury
Note/Bond
3.875%
8/15/33
92,047
1,100
United
States
Treasury
Note/Bond
3.375%
8/15/42
851,082
200
United
States
Treasury
Note/Bond
3.875%
2/15/43
166,281
100
United
States
Treasury
Note/Bond
3.875%
5/15/43
83,047
100
United
States
Treasury
Note/Bond
3.000%
8/15/52
68,594
350
United
States
Treasury
Note/Bond
3.625%
2/15/53
272,727
150
United
States
Treasury
Note/Bond
3.625%
5/15/53
116,930
100
United
States
Treasury
Note/Bond
4.125%
8/15/53
85,547
Total
U.S.
Treasury
(cost
$9,047,616)
8,347,687
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X
–
SECURITIZED
-
19.6%
$
250
American
Express
Credit
Account
Master
Trust
2022
2
3.390%
5/17/27
241,331
100
Avis
Budget
Rental
Car
Funding
AESOP
LLC
2020
1A,
144A
2.330%
8/20/26
93,801
50
Bank5
2023
5YR3
6.724%
9/15/56
50,728
100
BBCMS
Mortgage
Trust
2022
C17
4.174%
9/15/55
85,969
150
Benchmark
Mortgage
Trust
2021
B27
2.703%
7/15/54
87,932
45
BMO
Mortgage
Trust
2023
5C2,
(WI/DD)
6.673%
11/15/56
45,595
150
Capital
One
Multi-Asset
Execution
Trust
2022
A2
3.490%
5/15/27
144,841
70
Carmax
Auto
Owner
Trust
2022
3
3.810%
9/15/25
69,948
100
CNH
Equipment
Trust
2023
B
5.700%
2/15/29
99,660
250
COMM
Mortgage
Trust
2015
LC19
3.527%
2/10/48
234,964
200
COMM
Mortgage
Trust
2018
COR3
4.228%
5/10/51
180,978
100
Dell
Equipment
Finance
Trust
2023
3,
144A
6.450%
4/23/29
99,856
25
Fannie
Mae
Pool
FN
MA1489
3.000%
7/01/43
21,206
169
Fannie
Mae
Pool
FN
AS6302
3.500%
12/01/45
145,387
63
Fannie
Mae
Pool
FN
MA3211
4.000%
12/01/47
55,328
113
Fannie
Mae
Pool
FN
MA3239
4.000%
1/01/48
99,083
164
Fannie
Mae
Pool
FN
MA3276
3.500%
2/01/48
139,603
38
Fannie
Mae
Pool
FN
MA3277
4.000%
2/01/48
33,641
84
Fannie
Mae
Pool
FN
MA3305
3.500%
3/01/48
71,317
26
Fannie
Mae
Pool
FN
MA3306
4.000%
3/01/48
22,613
51
Fannie
Mae
Pool
FN
MA3383
3.500%
6/01/48
43,741
339
Fannie
Mae
Pool
FN
MA3416
4.500%
7/01/48
308,990
45
Fannie
Mae
Pool
FN
MA3467
4.000%
9/01/48
39,818
49
Fannie
Mae
Pool
FN
MA3663
3.500%
5/01/49
41,249
74
Fannie
Mae
Pool
FN
MA3744
3.000%
8/01/49
60,024
85
Fannie
Mae
Pool
FN
MA3774
3.000%
9/01/49
69,031
244
Fannie
Mae
Pool
FN
MA4305
2021
MTGE
2.000%
4/01/51
180,791
120
Fannie
Mae
Pool
FN
MA4562
2.000%
3/01/52
88,256
437
Fannie
Mae
Pool
FN
MA4578
,
(WI/DD)
2.500%
4/01/52
336,024
91
Fannie
Mae
Pool
FN
MA4737
2022
1
5.000%
8/01/52
83,707
450
Fannie
Mae
Pool
FN
MA4738
5.500%
8/01/52
427,645
15
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
$
183
Fannie
Mae
Pool
FN
MA4761
5.000%
9/01/52
$
168,926
69
Freddie
Mac
Gold
Pool
FG
G08800
3.500%
2/01/48
58,761
200
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2023
K505
4.819%
6/25/28
194,706
200
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2023
K506
4.650%
8/25/28
193,699
100
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2023
K507
4.800%
9/25/28
97,004
195
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2021
K127
1.353%
11/25/30
163,974
20
GM
Financial
Automobile
Leasing
Trust
2022
3
4.010%
10/21/24
19,847
100
GM
Financial
Consumer
Automobile
Receivables
Trust
2022
2
3.100%
2/16/27
97,286
221
GS
Mortgage
Securities
Trust
2016
GS4
3.178%
11/10/49
203,859
100
Hertz
Vehicle
Financing
III
LLC
2022
1A,
144A
1.990%
6/25/26
93,931
69
Honda
Auto
Receivables
Owner
Trust
2022
2
3.810%
3/18/25
68,890
100
HPEFS
Equipment
Trust
2023
2A,
144A
6.120%
1/21/31
99,926
135
Hyundai
Auto
Receivables
Trust
2022
B
3.720%
11/16/26
131,818
100
John
Deere
Owner
Trust
2022
A
2.490%
1/16/29
94,166
20
Morgan
Stanley
Bank
of
America
Merrill
Lynch
Trust
2015
C20
3.249%
2/15/48
19,214
250
Morgan
Stanley
Capital
I
Trust
2021
L5
1.518%
5/15/54
217,317
100
OneMain
Financial
Issuance
Tru
2023
2A,
144A
6.170%
9/15/36
97,483
100
Santander
Drive
Auto
Receivabl
2023
4
6.040%
12/15/31
98,389
23
Santander
Drive
Auto
Receivables
Trust
2022
5
4.110%
8/17/26
22,719
100
Tesla
Auto
Lease
Trust
2023
A,
144A
5.860%
8/20/25
99,837
102
Toyota
Auto
Receivables
Owner
Trust
2022
C
3.830%
8/15/25
101,816
100
Verizon
Master
Trust
2022
7
5.230%
11/22/27
99,115
250
Wells
Fargo
Commercial
Mortgage
Trust
2014
LC16
4.020%
8/15/50
242,540
100
Westlake
Automobile
Receivables
Trust
2022
1A,
144A
2.750%
3/15/27
98,082
Total
Securitized
(cost
$7,142,677)
6,486,362
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X
–
GOVERNMENT
RELATED
-
9.2%
Government
Agency
-
0.8%
$
20
Export-Import
Bank
of
Korea
2.500%
6/29/41
12,801
50
Federal
Farm
Credit
Banks
Funding
Corp
5.125%
10/10/25
49,970
30
Federal
Home
Loan
Banks
5.000%
2/28/25
29,856
8
Federal
Home
Loan
Mortgage
Corp
6.250%
7/15/32
8,634
4
Federal
Home
Loan
Mortgage
Corp
1.310%
8/17/33
2,757
1
Federal
National
Mortgage
Association
1.875%
9/24/26
916
6
Federal
National
Mortgage
Association
6.625%
11/15/30
6,506
6
Federal
National
Mortgage
Association
5.625%
7/15/37
6,179
Nuveen
Enhanced
Yield
U.S.
Aggregate
Bond
ETF
(NUAG)
(continued)
Portfolio
of
Investments
October
31,
2023
(Unaudited)
16
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Government
Agency
(continued)
$
62
Kreditanstalt
fuer
Wiederaufbau
1.000%
10/01/26
$
55,408
9
Tennessee
Valley
Authority
5.250%
9/15/39
8,476
129
Tennessee
Valley
Authority
3.500%
12/15/42
95,611
5
Tennessee
Valley
Authority
4.250%
9/15/52
3,874
Total
Government
Agency
280,988
Municipal
Bonds
-
3.7%
(e)
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
10,737
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
27,927
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
45,631
42
California
State
University,
Systemwide
Revenue
Bonds,
Taxable
Series
2021B
(No
Opt.
Call)
2.719%
11/01/52
24,562
10
California
State
University,
Systemwide
Revenue
Bonds,
Taxable
Series
2021B
(Optional
Call:
11/31
at
100.00)
2.939%
11/01/52
5,904
50
California
State,
General
Obligation
Bonds,
Taxable
Various
Purpose
Series
2018
(Optional
Call:
4/28
at
100.00)
4.500%
4/01/33
45,580
70
California
State,
General
Obligation
Bonds,
Taxable
Various
Purpose
Series
2018
(Optional
Call:
4/28
at
100.00)
4.600%
4/01/38
61,091
50
California
State,
General
Obligation
Bonds,
Various
Purpose
Build
America
Taxable
Bond
Series
2010
(No
Opt.
Call)
7.625%
3/01/40
57,003
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
9,786
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
31,756
47
Chicago,Illinois,
O'Hare
International
Airport
Revenue
Bond,
Series
2018
(No
Opt.
Call)
4.572%
1/01/54
38,310
40
Commonwealth
Financing
Authority,
Pennsylvania,
Revenue
Bonds,
Taxable
Series
2021A
(No
Opt.
Call)
2.991%
6/01/42
26,998
6
Commonwealth
Financing
Authority,
Pennsylvania,
State
Appropriation
Lease
Bonds,
Plancon
Program,
Taxable
Series
2018A
(No
Opt.
Call)
3.864%
6/01/38
4,975
10
Cook
County,
Illinois,
General
Obligation
Bonds,
Build
America
Taxable
Bonds,
Series
2010D
(No
Opt.
Call)
6.229%
11/15/34
10,096
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
24,174
20
Dallas
Fort
Worth
International
Airport,
Texas, Joint
Revenue
Bonds,
Taxable
Improvement
Series
2022A
(No
Opt.
Call)
4.087%
11/01/51
15,079
17
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Municipal
Bonds
(continued)
$
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
$
16,061
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
25,952
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
735
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
24,695
126
Illinois
State,
General
Obligation
Bonds,
Pension
Funding
Series
2003
(No
Opt.
Call)
5.100%
6/01/33
116,861
40
Kansas
Development
Finance
Authority,
Kansas,
Revenue
Bonds,
State
of
Kansas
KPERS
Projects,
Taxable
Series
2021K
(No
Opt.
Call)
2.774%
5/01/51
24,590
30
Los
Angeles
Community
College
District,
California,
General
Obligation
Bonds,
Build
America
Taxable
Bonds,
Series
2010
(No
Opt.
Call)
6.750%
8/01/49
32,325
5
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
5,013
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
35,714
49
Massachusetts
State,
General
Obligation
Bonds,
Taxable
Refunding
Series
2019D2021
2021
(No
Opt.
Call)
2.663%
9/01/39
36,169
11
Michigan
Finance
Authority,
Hospital
Revenue
Bonds,
Trinity
Health
Credit
Group,
Taxable
Refunding
Series
2019-T
(No
Opt.
Call)
3.384%
12/01/40
8,012
21
Missouri
Health
and
Educational
Facilities
Authority,
Revenue
Bonds,
Washington
University,
Series
2016B
(No
Opt.
Call)
3.086%
9/15/51
13,038
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
36,780
45
New
Jersey
Turnpike
Authority,
Revenue
Bonds,
Build
America
Taxable
Bonds,
Series
2010A
(No
Opt.
Call)
7.102%
1/01/41
49,297
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
929
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
14,540
Nuveen
Enhanced
Yield
U.S.
Aggregate
Bond
ETF
(NUAG)
(continued)
Portfolio
of
Investments
October
31,
2023
(Unaudited)
18
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Municipal
Bonds
(continued)
$
32
New
York
State
Thruway
Authority,
General
Revenue
Bonds,
Taxable
Series
2019M
(No
Opt.
Call)
2.900%
1/01/35
$
25,613
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
33,430
10
Ohio
State
University,
General
Receipts
Bonds,
Build
America
Taxable
Bond
Series
2010C
(No
Opt.
Call)
4.910%
6/01/40
8,898
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
57,820
39
Province
of
British
Columbia
Canada
(No
Opt.
Call)
1.300%
1/29/31
29,902
75
Sales
Tax
Securitization
Corporation,
Illinois,
Series
2021
(No
Opt.
Call)
3.238%
1/01/42
53,295
7
Texas
State,
General
Obligation
Bonds,
Transportation
Commission,
Build
America
Taxable
Bonds,
Series
2010A
(No
Opt.
Call)
4.631%
4/01/33
6,642
90
Texas
Transportation
Commission,
General
Obligation
Bonds,
Mobility
Fund,
Refunding
Series
2020
(Optional
Call:
10/30
at
100.00)
2.472%
10/01/44
55,837
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
49,658
32
Tucson,
Arizona,
Certificates
of
Participation,
Taxable
Series
2021A
(No
Opt.
Call)
2.856%
7/01/47
20,767
Total
Municipal
Bonds
1,222,182
Sovereign
Debt
-
4.7%
8
Chile
Government
International
Bond
2.550%
7/27/33
5,989
5
Chile
Government
International
Bond
3.500%
1/31/34
4,015
1
Chile
Government
International
Bond
3.625%
10/30/42
692
102
Chile
Government
International
Bond
3.500%
1/25/50
64,338
13
Chile
Government
International
Bond
4.000%
1/31/52
8,947
13
Chile
Government
International
Bond
3.250%
9/21/71
6,918
9
Colombia
Government
International
Bond
4.125%
2/22/42
5,343
13
Colombia
Government
International
Bond
5.000%
6/15/45
8,316
19
Colombia
Government
International
Bond
5.200%
5/15/49
12,150
13
Colombia
Government
International
Bond
4.125%
5/15/51
7,188
13
Colombia
Government
International
Bond
3.875%
2/15/61
6,675
21
European
Investment
Bank
0.750%
10/26/26
18,579
1
Hungary
Government
International
Bond
7.625%
3/29/41
1,024
1
Indonesia
Government
International
Bond
4.350%
1/11/48
761
1
Indonesia
Government
International
Bond
5.350%
2/11/49
879
213
Indonesia
Government
International
Bond
4.300%
3/31/52
157,560
15
Indonesia
Government
International
Bond
3.350%
3/12/71
8,659
20
Inter-American
Development
Bank
4.375%
1/24/44
17,065
12
International
Bank
for
Reconstruction
&
Development
1.625%
11/03/31
9,348
28
Israel
Government
International
Bond
4.500%
1/30/43
21,754
200
Israel
Government
International
Bond
4.125%
1/17/48
139,438
11
Korea
International
Bond
3.875%
9/20/48
8,212
80
Mexico
Government
International
Bond
4.280%
8/14/41
57,181
200
Mexico
Government
International
Bond
4.750%
3/08/44
148,021
200
Mexico
Government
International
Bond
6.338%
5/04/53
174,844
19
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
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Sovereign
Debt
(continued)
$
98
Panama
Government
International
Bond
4.500%
5/15/47
$
63,578
130
Panama
Government
International
Bond
3.870%
7/23/60
68,772
1
Peruvian
Government
International
Bond
1.862%
12/01/32
704
13
Peruvian
Government
International
Bond
3.000%
1/15/34
9,833
113
Peruvian
Government
International
Bond
3.300%
3/11/41
74,732
17
Peruvian
Government
International
Bond
3.550%
3/10/51
10,685
5
Peruvian
Government
International
Bond
2.780%
12/01/60
2,514
1
Peruvian
Government
International
Bond
3.600%
1/15/72
567
16
Peruvian
Government
International
Bond
3.230%
7/28/21
8,052
10
Philippine
Government
International
Bond
5.000%
1/13/37
9,034
59
Philippine
Government
International
Bond
3.700%
3/01/41
42,317
200
Philippine
Government
International
Bond
3.200%
7/06/46
124,962
36
Republic
of
Italy
Government
International
Bond
5.375%
6/15/33
33,410
60
Republic
of
Italy
Government
International
Bond
4.000%
10/17/49
39,328
100
Republic
of
Poland
Government
International
Bond
5.500%
4/04/53
88,130
17
Uruguay
Government
International
Bond
5.100%
6/18/50
14,698
90
Uruguay
Government
International
Bond
4.975%
4/20/55
75,311
Total
Sovereign
Debt
1,560,523
Total
Government
Related
(cost
$4,274,757)
3,063,693
Total
Long-Term
Investments
(cost
$37,891,274)
32,585,400
Shares
Description
(a)
Coupon
Value
INVESTMENTS
PURCHASED
WITH
COLLATERAL
FROM
SECURITIES
LENDING
-
0.5%
170,192
(f)
State
Street
Navigator
Securities
Lending
Government
Money
Market
Portfolio
5.360%(g)
$
170,192
Total
Investments
Purchased
with
Collateral
from
Securities
Lending
(cost
$170,192)
170,192
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
SHORT-TERM
INVESTMENTS
-
0.0%
X
–
CORPORATE
DEBT
-
0.0%
Financials
-
0.0%
$
12
BGC
Group
Inc
3.750%
10/01/24
11,551
Total
Financials
11,551
Total
Corporate
Debt
(cost
$10,968)
11,551
Total
Short-Term
Investments
(cost
$10,968)
11,551
Total
Investments
(cost
$
38,072,434
)
-
98
.8
%
32,767,143
Other
Assets
&
Liabilities,
Net
-
1.2%
403,880
Net
Assets
-
100%
$
33,171,023
Nuveen
Enhanced
Yield
U.S.
Aggregate
Bond
ETF
(NUAG)
(continued)
Portfolio
of
Investments
October
31,
2023
(Unaudited)
20
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
$
–
$
14,687,658
$
–
$
14,687,658
U.S.
Treasury
–
8,347,687
–
8,347,687
Securitized
–
6,486,362
–
6,486,362
Government
Related
–
3,063,693
–
3,063,693
Investments
Purchased
with
Collateral
from
Securities
Lending
170,192
–
–
170,192
Short-Term
Investments:
Corporate
Debt
–
11,551
–
11,551
Total
$
170,192
$
32,596,951
$
–
$
32,767,143
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.
(a)
All
percentages
shown
in
the
Portfolio
of
Investments
are
based
on
net
assets.
(b)
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
$163,603.
(c)
Perpetual
security.
Maturity
date
is
not
applicable.
(d)
Principal
Amount
(000)
rounds
to
less
than
$1,000.
(e)
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.
(f)
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.
(g)
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.
REIT
Real
Estate
Investment
Trust
WI/DD
Purchased
on
a
when-issued
or
delayed
delivery
basis.
21
Nuveen
ESG
1-5
Year
U.S.
Aggregate
Bond
ETF
(NUSA)
Portfolio
of
Investments
October
31,
2023
(Unaudited)
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
LONG-TERM
INVESTMENTS
-
98.7%
X
–
U.S.
TREASURY
-
57.1%
$
350
United
States
Treasury
Note/Bond
4.250%
12/31/24
$
345,529
781
United
States
Treasury
Note/Bond
1.375%
1/31/25
743,994
700
United
States
Treasury
Note/Bond
4.125%
1/31/25
689,883
800
United
States
Treasury
Note/Bond
4.625%
2/28/25
793,094
800
United
States
Treasury
Note/Bond
3.875%
3/31/25
785,062
1,700
United
States
Treasury
Note/Bond
3.875%
4/30/25
1,667,062
100
United
States
Treasury
Note/Bond
0.250%
5/31/25
92,543
1,100
United
States
Treasury
Note/Bond
4.250%
5/31/25
1,084,187
2,400
United
States
Treasury
Note/Bond
4.625%
6/30/25
2,379,563
650
United
States
Treasury
Note/Bond
0.250%
7/31/25
597,264
1,050
United
States
Treasury
Note/Bond
4.750%
7/31/25
1,043,150
200
United
States
Treasury
Note/Bond
0.375%
12/31/25
181,227
250
United
States
Treasury
Note/Bond
3.875%
1/15/26
244,043
800
United
States
Treasury
Note/Bond
4.000%
2/15/26
782,625
700
United
States
Treasury
Note/Bond
0.750%
4/30/26
631,641
850
United
States
Treasury
Note/Bond
0.750%
5/31/26
764,303
50
United
States
Treasury
Note/Bond
0.875%
6/30/26
45,043
100
United
States
Treasury
Note/Bond
1.125%
10/31/26
89,598
100
United
States
Treasury
Note/Bond
1.250%
12/31/26
89,516
900
United
States
Treasury
Note/Bond
1.875%
2/28/27
817,488
300
United
States
Treasury
Note/Bond
2.500%
3/31/27
277,863
850
United
States
Treasury
Note/Bond
2.750%
4/30/27
792,094
850
United
States
Treasury
Note/Bond
2.625%
5/31/27
787,246
150
United
States
Treasury
Note/Bond
3.250%
6/30/27
141,885
250
United
States
Treasury
Note/Bond
2.750%
7/31/27
231,846
150
United
States
Treasury
Note/Bond
3.125%
8/31/27
140,859
500
United
States
Treasury
Note/Bond
4.125%
10/31/27
486,445
500
United
States
Treasury
Note/Bond
3.875%
11/30/27
481,699
100
United
States
Treasury
Note/Bond
3.875%
12/31/27
96,305
500
United
States
Treasury
Note/Bond
3.500%
1/31/28
474,082
600
United
States
Treasury
Note/Bond
4.000%
2/29/28
580,219
700
United
States
Treasury
Note/Bond
3.625%
3/31/28
666,230
900
United
States
Treasury
Note/Bond
3.500%
4/30/28
851,625
800
United
States
Treasury
Note/Bond
3.625%
5/31/28
760,781
1,200
United
States
Treasury
Note/Bond
4.000%
6/30/28
1,158,469
400
United
States
Treasury
Note/Bond
4.125%
7/31/28
388,047
700
United
States
Treasury
Note/Bond
4.375%
8/31/28
686,656
300
United
States
Treasury
Note/Bond
4.625%
9/30/28
297,281
Total
U.S.
Treasury
(cost
$23,959,469)
23,166,447
Nuveen
ESG
1-5
Year
U.S.
Aggregate
Bond
ETF
(NUSA)
(continued)
Portfolio
of
Investments
October
31,
2023
(Unaudited)
22
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X
–
CORPORATE
DEBT
-
24.4%
Financials
-
11.5%
$
100
AerCap
Ireland
Capital
DAC
/
AerCap
Global
Aviation
Trust
3.875%
1/23/28
$
89,809
10
Aflac
Inc
1.125%
3/15/26
8,979
20
Air
Lease
Corp
0.800%
8/18/24
19,125
60
Air
Lease
Corp
2.875%
1/15/26
55,689
20
Ally
Financial
Inc
7.100%
11/15/27
19,595
100
American
Express
Co
5.850%
11/05/27
100,103
50
American
International
Group
Inc
3.900%
4/01/26
47,638
60
Banco
Santander
SA
1.722%
9/14/27
52,007
50
Bank
of
America
Corp
4.827%
7/22/26
48,723
300
Bank
of
America
Corp
1.734%
7/22/27
264,753
100
Bank
of
America
Corp
4.376%
4/27/28
93,348
40
Bank
of
Montreal
1.250%
9/15/26
35,059
50
Bank
of
Montreal
5.717%
9/25/28
48,959
60
Bank
of
New
York
Mellon
Corp/The
0.750%
1/28/26
53,786
100
Bank
of
Nova
Scotia/The
1.350%
6/24/26
88,677
100
Barclays
PLC
2.279%
11/24/27
87,536
40
Boston
Properties
LP
2.750%
10/01/26
35,368
20
Brixmor
Operating
Partnership
LP
3.900%
3/15/27
18,298
50
Camden
Property
Trust
5.850%
11/03/26
50,002
30
Canadian
Imperial
Bank
of
Commerce
3.300%
4/07/25
28,866
20
Canadian
Imperial
Bank
of
Commerce
3.945%
8/04/25
19,294
30
Capital
One
Financial
Corp
2.636%
3/03/26
28,137
50
Capital
One
Financial
Corp
7.149%
10/29/27
50,007
60
Capital
One
Financial
Corp
3.800%
1/31/28
52,895
30
Centene
Corp
4.250%
12/15/27
27,609
70
Charles
Schwab
Corp/The
1.150%
5/13/26
61,524
30
Charles
Schwab
Corp/The
2.450%
3/03/27
26,449
10
Charles
Schwab
Corp/The
5.643%
5/19/29
9,626
20
Chubb
INA
Holdings
Inc
3.150%
3/15/25
19,300
120
Citigroup
Inc
3.290%
3/17/26
114,916
100
Citigroup
Inc
4.658%
5/24/28
94,710
30
Citizens
Financial
Group
Inc
2.850%
7/27/26
26,656
60
Cooperatieve
Rabobank
UA
4.375%
8/04/25
57,623
50
Deutsche
Bank
AG/New
York
NY
2.129%
11/24/26
45,148
30
Digital
Realty
Trust
LP
3.700%
8/15/27
27,415
30
Elevance
Health
Inc
3.650%
12/01/27
27,637
40
Equitable
Holdings
Inc
4.350%
4/20/28
36,614
40
Fifth
Third
Bancorp
1.707%
11/01/27
34,093
30
GATX
Corp
3.250%
9/15/26
27,768
100
Goldman
Sachs
Group
Inc/The
5.700%
11/01/24
99,623
100
Goldman
Sachs
Group
Inc/The
4.482%
8/23/28
93,625
50
Goldman
Sachs
Group
Inc/The
6.484%
10/24/29
49,988
20
Healthpeak
OP
LLC
3.250%
7/15/26
18,704
210
HSBC
Holdings
PLC
4.755%
6/09/28
196,618
10
(b)
Hudson
Pacific
Properties
LP
5.950%
2/15/28
7,872
60
Huntington
Bancshares
Inc/OH
4.000%
5/15/25
57,489
40
ING
Groep
NV
1.726%
4/01/27
35,728
100
JPMorgan
Chase
&
Co
1.578%
4/22/27
89,213
170
JPMorgan
Chase
&
Co
2.947%
2/24/28
153,019
100
JPMorgan
Chase
&
Co
4.851%
7/25/28
95,551
30
Kimco
Realty
OP
LLC
3.800%
4/01/27
27,623
30
(b)
Lincoln
National
Corp
3.625%
12/12/26
27,302
50
Lloyds
Banking
Group
PLC
4.582%
12/10/25
47,553
50
M&T
Bank
Corp
7.413%
10/30/29
50,125
30
Manulife
Financial
Corp
4.150%
3/04/26
28,861
80
Mizuho
Financial
Group
Inc
2.651%
5/22/26
75,529
100
Morgan
Stanley
2.630%
2/18/26
95,210
100
Morgan
Stanley
4.679%
7/17/26
97,166
23
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Financials
(continued)
$
100
Morgan
Stanley
5.164%
4/20/29
$
95,143
50
Morgan
Stanley
6.407%
11/01/29
49,977
100
Nasdaq
Inc
5.350%
6/28/28
97,379
50
NatWest
Group
PLC
4.800%
4/05/26
48,176
30
Nomura
Holdings
Inc
2.648%
1/16/25
28,652
20
ORIX
Corp
5.000%
9/13/27
19,435
50
PNC
Financial
Services
Group
Inc/The
1.150%
8/13/26
43,908
50
PNC
Financial
Services
Group
Inc/The
6.615%
10/20/27
50,124
20
Progressive
Corp/The
2.500%
3/15/27
18,056
30
Radian
Group
Inc
4.500%
10/01/24
29,235
10
Royal
Bank
of
Canada
0.750%
10/07/24
9,531
50
Royal
Bank
of
Canada
1.200%
4/27/26
44,589
50
Santander
Holdings
USA
Inc
2.490%
1/06/28
43,046
50
Santander
UK
Group
Holdings
PLC
1.673%
6/14/27
43,579
10
SITE
Centers
Corp
4.700%
6/01/27
9,208
70
State
Street
Corp
5.820%
11/04/28
69,191
100
Sumitomo
Mitsui
Financial
Group
Inc
3.784%
3/09/26
94,953
10
Synchrony
Financial
4.875%
6/13/25
9,484
10
Toronto-Dominion
Bank/The
4.285%
9/13/24
9,858
50
Toronto-Dominion
Bank/The
1.200%
6/03/26
44,329
40
Toronto-Dominion
Bank/The
1.250%
9/10/26
35,185
80
Truist
Financial
Corp
4.260%
7/28/26
76,620
50
Truist
Financial
Corp
7.161%
10/30/29
50,295
100
UBS
Group
AG
4.550%
4/17/26
95,602
50
US
Bancorp
3.100%
4/27/26
46,090
20
Ventas
Realty
LP
3.850%
4/01/27
18,508
60
Westpac
Banking
Corp
2.894%
2/04/30
56,786
40
Willis
North
America
Inc
4.650%
6/15/27
38,070
Total
Financials
4,655,549
Industrial
-
11.3%
30
(b)
3M
Co
2.250%
9/19/26
27,182
50
Alibaba
Group
Holding
Ltd
3.400%
12/06/27
45,676
20
Amcor
Finance
USA
Inc
3.625%
4/28/26
18,842
100
(b)
American
Honda
Finance
Corp
5.250%
7/07/26
99,188
50
American
Tower
Corp
3.650%
3/15/27
46,037
70
Amgen
Inc
3.200%
11/02/27
63,881
100
Astrazeneca
Finance
LLC
1.200%
5/28/26
89,941
90
AT&T
Inc
1.700%
3/25/26
81,689
100
AutoZone
Inc
5.050%
7/15/26
98,300
20
Baxter
International
Inc
2.600%
8/15/26
18,243
40
Bristol-Myers
Squibb
Co
3.200%
6/15/26
37,904
50
Broadcom
Corp
/
Broadcom
Cayman
Finance
Ltd
3.875%
1/15/27
46,733
20
Canadian
Pacific
Railway
Co
1.750%
12/02/26
17,784
80
Caterpillar
Financial
Services
Corp
0.800%
11/13/25
72,854
20
Celanese
US
Holdings
LLC
6.165%
7/15/27
19,521
50
Cigna
Group/The
1.250%
3/15/26
44,983
30
CNH
Industrial
Capital
LLC
1.450%
7/15/26
26,755
110
Comcast
Corp
3.300%
4/01/27
101,935
20
Conagra
Brands
Inc
5.300%
10/01/26
19,658
50
Crown
Castle
Inc
2.900%
3/15/27
44,876
80
CVS
Health
Corp
2.875%
6/01/26
74,345
40
CVS
Health
Corp
3.625%
4/01/27
37,130
6
Dell
International
LLC
/
EMC
Corp
6.020%
6/15/26
6,008
70
Dell
International
LLC
/
EMC
Corp
5.250%
2/01/28
68,408
10
Discovery
Communications
LLC
3.950%
3/20/28
9,032
20
Dollar
General
Corp
4.625%
11/01/27
18,987
20
DXC
Technology
Co
1.800%
9/15/26
17,529
60
Eastern
Energy
Gas
Holdings
LLC
2.500%
11/15/24
57,846
Nuveen
ESG
1-5
Year
U.S.
Aggregate
Bond
ETF
(NUSA)
(continued)
Portfolio
of
Investments
October
31,
2023
(Unaudited)
24
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
20
eBay
Inc
1.400%
5/10/26
$
17,917
50
Enbridge
Inc
8.250%
1/15/84
47,929
10
Equinix
Inc
1.450%
5/15/26
8,932
10
Equinix
Inc
1.800%
7/15/27
8,559
60
Fidelity
National
Information
Services
Inc
1.650%
3/01/28
50,232
50
Fiserv
Inc
5.450%
3/02/28
49,013
20
Fortive
Corp
3.150%
6/15/26
18,639
30
General
Mills
Inc
4.200%
4/17/28
28,115
90
General
Motors
Financial
Co
Inc
5.400%
4/06/26
88,079
40
Gilead
Sciences
Inc
2.950%
3/01/27
36,667
40
Global
Payments
Inc
1.500%
11/15/24
38,060
50
Global
Payments
Inc
4.950%
8/15/27
47,471
20
HCA
Inc
5.250%
6/15/26
19,527
10
HCA
Inc
4.500%
2/15/27
9,458
50
HCA
Inc
3.125%
3/15/27
45,119
50
Home
Depot
Inc/The
2.125%
9/15/26
45,776
40
HP
Inc
1.450%
6/17/26
35,768
30
Illumina
Inc
5.750%
12/13/27
29,313
100
Intel
Corp
2.600%
5/19/26
93,567
100
International
Business
Machines
Corp
3.300%
5/15/26
94,577
10
Jabil
Inc
4.250%
5/15/27
9,384
30
John
Deere
Capital
Corp
0.700%
1/15/26
27,053
100
John
Deere
Capital
Corp
4.950%
7/14/28
97,543
50
(b)
Johnson
&
Johnson
0.550%
9/01/25
45,922
20
Kellogg
Co
3.400%
11/15/27
18,145
10
Kinder
Morgan
Inc
1.750%
11/15/26
8,862
30
Kinder
Morgan
Inc
4.300%
3/01/28
27,978
40
Kraft
Heinz
Foods
Co
3.000%
6/01/26
37,378
10
Kyndryl
Holdings
Inc
2.050%
10/15/26
8,716
20
Laboratory
Corp
of
America
Holdings
1.550%
6/01/26
17,907
10
Laboratory
Corp
of
America
Holdings
3.600%
9/01/27
9,305
10
Lennox
International
Inc
1.700%
8/01/27
8,573
30
Lowe's
Cos
Inc
4.800%
4/01/26
29,383
10
Marathon
Petroleum
Corp
5.125%
12/15/26
9,788
40
Mastercard
Inc
4.875%
3/09/28
39,350
20
McKesson
Corp
1.300%
8/15/26
17,753
100
Microsoft
Corp
2.400%
8/08/26
93,000
10
Mondelez
International
Inc
2.625%
3/17/27
9,049
25
Moody's
Corp
3.750%
3/24/25
24,270
30
(b)
Motorola
Solutions
Inc
4.600%
2/23/28
28,379
30
MPLX
LP
4.125%
3/01/27
28,174
30
MPLX
LP
4.250%
12/01/27
27,906
60
National
Fuel
Gas
Co
5.200%
7/15/25
58,957
10
Nokia
Oyj
4.375%
6/12/27
9,252
50
ONEOK
Inc
5.550%
11/01/26
49,396
60
Oracle
Corp
2.950%
11/15/24
58,189
90
Oracle
Corp
2.800%
4/01/27
81,428
100
PACCAR
Financial
Corp
5.050%
8/10/26
99,391
20
Parker-Hannifin
Corp
4.250%
9/15/27
18,966
40
PayPal
Holdings
Inc
2.400%
10/01/24
38,789
20
(b)
PayPal
Holdings
Inc
3.900%
6/01/27
19,002
100
PepsiCo
Inc
2.625%
3/19/27
91,692
110
Pfizer
Investment
Enterprises
Pte
Ltd
4.450%
5/19/26
107,390
20
Phillips
66
Co
3.750%
3/01/28
18,420
50
Procter
&
Gamble
Co/The
1.900%
2/01/27
45,115
20
Regal
Rexnord
Corp,
144A
6.050%
4/15/28
19,132
10
Republic
Services
Inc
2.900%
7/01/26
9,346
20
Rogers
Communications
Inc
3.200%
3/15/27
18,181
30
Roper
Technologies
Inc
1.400%
9/15/27
25,389
20
Ryder
System
Inc
2.850%
3/01/27
18,069
25
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
50
Ryder
System
Inc
6.300%
12/01/28
$
49,811
30
S&P
Global
Inc
2.450%
3/01/27
27,148
50
Sabine
Pass
Liquefaction
LLC
5.000%
3/15/27
48,153
20
Sherwin-Williams
Co/The
3.450%
6/01/27
18,525
50
Shire
Acquisitions
Investments
Ireland
DAC
3.200%
9/23/26
46,559
20
Stanley
Black
&
Decker
Inc
2.300%
2/24/25
19,071
20
Starbucks
Corp
3.500%
3/01/28
18,368
30
Sysco
Corp
3.250%
7/15/27
27,330
50
(b)
Target
Corp
2.250%
4/15/25
47,738
100
Toyota
Motor
Corp
5.275%
7/13/26
99,673
150
Toyota
Motor
Credit
Corp
4.450%
5/18/26
146,515
50
TransCanada
PipeLines
Ltd
4.250%
5/15/28
46,216
30
Unilever
Capital
Corp
4.875%
9/08/28
29,304
30
Verizon
Communications
Inc
3.000%
3/22/27
27,402
70
Verizon
Communications
Inc
2.100%
3/22/28
59,710
50
Visa
Inc
3.150%
12/14/25
47,709
30
VMware
Inc
1.400%
8/15/26
26,426
10
VMware
Inc
3.900%
8/21/27
9,266
110
Walt
Disney
Co/The
1.750%
1/13/26
101,578
40
Warnermedia
Holdings
Inc
3.755%
3/15/27
36,824
20
Waste
Management
Inc
3.150%
11/15/27
18,296
20
Western
Union
Co/The
1.350%
3/15/26
17,797
100
Weyerhaeuser
Co
4.750%
5/15/26
97,380
Total
Industrial
4,600,706
Utility
-
1.6%
40
American
Electric
Power
Co
Inc
5.750%
11/01/27
39,741
10
American
Water
Capital
Corp
2.950%
9/01/27
9,049
20
Atmos
Energy
Corp
3.000%
6/15/27
18,338
15
Avangrid
Inc
3.150%
12/01/24
14,493
40
Berkshire
Hathaway
Energy
Co
4.050%
4/15/25
39,069
10
CenterPoint
Energy
Inc
2.500%
9/01/24
9,707
10
CMS
Energy
Corp
3.000%
5/15/26
9,333
30
DTE
Energy
Co
1.050%
6/01/25
27,714
10
Enel
Americas
SA
4.000%
10/25/26
9,336
20
Evergy
Kansas
Central
Inc
2.550%
7/01/26
18,487
60
Eversource
Energy
2.900%
3/01/27
54,368
50
Exelon
Corp
3.400%
4/15/26
47,405
20
Fortis
Inc/Canada
3.055%
10/04/26
18,346
10
Interstate
Power
and
Light
Co
3.250%
12/01/24
9,714
10
Louisville
Gas
and
Electric
Co
3.300%
10/01/25
9,582
50
National
Rural
Utilities
Cooperative
Finance
Corp
3.450%
6/15/25
48,208
40
NiSource
Inc
0.950%
8/15/25
36,547
20
Oncor
Electric
Delivery
Co
LLC
2.950%
4/01/25
19,246
20
Public
Service
Electric
and
Gas
Co
2.250%
9/15/26
18,318
100
Sempra
5.400%
8/01/26
98,583
50
Southern
California
Edison
Co
4.900%
6/01/26
48,790
40
WEC
Energy
Group
Inc
5.000%
9/27/25
39,411
Total
Utility
643,785
Total
Corporate
Debt
(cost
$10,291,493)
9,900,040
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X
–
SECURITIZED
-
10.4%
$
100
American
Express
Credit
Account
Master
Trust
2023
1
4.870%
5/15/28
98,288
20
BA
Credit
Card
Trust
2021
A1
0.440%
9/15/26
19,518
Nuveen
ESG
1-5
Year
U.S.
Aggregate
Bond
ETF
(NUSA)
(continued)
Portfolio
of
Investments
October
31,
2023
(Unaudited)
26
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
$
50
BANK
2021
BN34
1.935%
6/15/63
$
44,076
100
Barclays
Dryrock
Issuance
Trust
2021
1
0.630%
7/15/27
95,442
100
Benchmark
Mortgage
Trust
2021
B29
2.024%
9/15/54
86,422
100
Capital
One
Multi-Asset
Execution
Trust
2021
A3
1.040%
11/15/26
95,167
100
CarMax
Auto
Owner
Trust
2023
4
6.300%
7/17/28
100,718
100
Citigroup
Commercial
Mortgage
Trust
2016
GC37
3.314%
4/10/49
93,128
120
COMM
Mortgage
Trust
2014
LC17
3.648%
10/10/47
117,473
2
Dell
Equipment
Finance
Trust
2022
1,
144A
2.110%
8/23/27
1,778
100
Discover
Card
Execution
Note
Trust
2021
A1
0.580%
9/15/26
95,461
44
Fannie
Mae
Pool
FN
MA3392
3.500%
6/01/33
41,596
76
Fannie
Mae
Pool
FN
MA3798
3.000%
10/01/34
68,248
21
Fannie
Mae
Pool
FN
MA3828
3.000%
11/01/34
18,758
23
Fannie
Mae
Pool
FN
MA3897
3.000%
1/01/35
20,535
258
Fannie
Mae
Pool
FN
MA3985
3.000%
4/01/35
231,956
100
Fannie
Mae
Pool
FN
MA3986
3.500%
4/01/35
91,766
260
Fannie
Mae
Pool
FN
MA4075
2.500%
7/01/35
230,163
291
Fannie
Mae
Pool
FN
MA4206
2.000%
12/01/35
249,477
116
Fannie
Mae
Pool
FN
MA4417
1.500%
9/01/36
95,836
215
Fannie
Mae
Pool
FN
MA4469
1.500%
11/01/36
176,895
112
Fannie
Mae
Pool
FN
MA4470
2.000%
11/01/36
95,281
168
Fannie
Mae
Pool
FN
MA4567
2022
2022
2.000%
3/01/37
142,293
207
Fannie
Mae
Pool
FN
MA4568
2022
1
2.500%
3/01/37
180,300
85
Fannie
Mae
Pool
FN
MA4583
2.500%
4/01/37
73,927
433
Fannie
Mae
Pool
FN
MA4602
2.000%
5/01/37
366,909
91
Fannie
Mae
Pool
FN
MA4994
4.000%
4/01/38
85,018
183
Fannie
Mae
Pool
FN
MA4990
4.500%
4/01/38
173,737
98
Fannie
Mae
Pool
FN
MA5023
4.000%
5/01/38
91,034
93
Fannie
Mae
Pool
FN
MA5093
5.000%
7/01/38
89,699
80
Freddie
Mac
Gold
Pool
FG
G18642
3.500%
4/01/32
75,118
200
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2015
K046
3.205%
3/25/25
193,523
100
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2023
K505
4.819%
6/25/28
97,353
50
John
Deere
Owner
Trust
2021
B
0.740%
5/15/28
46,602
4
MMAF
Equipment
Finance
LLC
2019
A,
144A
2.930%
3/10/26
3,970
100
Santander
Drive
Auto
Receivables
Trust
2022-4
4.420%
11/15/27
97,338
58
SoFi
Professional
Loan
Program
Trust
2020
C,
144A
1.950%
2/15/46
51,939
50
Toyota
Auto
Receivables
Owner
Trust
2021
B
0.530%
10/15/26
46,488
90
Verizon
Master
Trust
2021
1
0.500%
5/20/27
87,296
100
Wells
Fargo
Commercial
Mortgage
Trust
2018
C44
3.948%
5/15/51
91,222
27
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
$
63
Wells
Fargo
Commercial
Mortgage
Trust
2016
C32
3.324%
1/15/59
$
61,219
Total
Securitized
(cost
$4,545,064)
4,222,967
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X
–
GOVERNMENT
RELATED
-
6.8%
Government
Agency
-
3.9%
$
100
Export
Development
Canada
4.375%
6/29/26
98,290
100
(b)
Federal
National
Mortgage
Association
0.625%
4/22/25
93,509
300
Federal
National
Mortgage
Association
0.540%
10/27/25
273,859
50
Japan
Bank
for
International
Cooperation
0.625%
7/15/25
46,039
200
Japan
Bank
for
International
Cooperation
4.250%
4/27/26
194,667
100
Kreditanstalt
fuer
Wiederaufbau
1.250%
1/31/25
94,994
100
Kreditanstalt
fuer
Wiederaufbau
0.625%
1/22/26
90,645
305
Kreditanstalt
fuer
Wiederaufbau
3.625%
4/01/26
295,052
20
Landwirtschaftliche
Rentenbank
0.500%
5/27/25
18,542
90
Landwirtschaftliche
Rentenbank
1.750%
7/27/26
82,454
30
Oesterreichische
Kontrollbank
AG
2.875%
5/23/25
28,871
70
Oesterreichische
Kontrollbank
AG
0.500%
2/02/26
63,061
30
Svensk
Exportkredit
AB
0.625%
5/14/25
27,872
200
Svensk
Exportkredit
AB
4.375%
2/13/26
195,964
Total
Government
Agency
1,603,819
Sovereign
Debt
-
2.9%
50
African
Development
Bank
0.875%
7/22/26
44,711
60
Asian
Development
Bank
4.250%
1/09/26
58,925
180
Asian
Development
Bank
1.000%
4/14/26
163,210
70
Canada
Government
International
Bond
3.750%
4/26/28
66,635
50
European
Bank
for
Reconstruction
&
Development
0.500%
5/19/25
46,395
100
European
Investment
Bank
2.750%
8/15/25
95,845
110
European
Investment
Bank
2.375%
5/24/27
100,918
70
Inter-American
Development
Bank
0.875%
4/03/25
65,693
100
Inter-American
Development
Bank
4.500%
5/15/26
98,650
50
International
Bank
for
Reconstruction
&
Development
0.625%
4/22/25
46,691
210
International
Bank
for
Reconstruction
&
Development
2.500%
7/29/25
200,492
50
International
Bank
for
Reconstruction
&
Development
4.625%
8/01/28
49,233
50
International
Finance
Corp
3.625%
9/15/25
48,614
75
International
Finance
Corp
4.500%
7/13/28
73,560
Total
Sovereign
Debt
1,159,572
Total
Government
Related
(cost
$2,798,213)
2,763,391
Total
Long-Term
Investments
(cost
$41,594,239)
40,052,845
Shares
Description
(a)
Coupon
Value
INVESTMENTS
PURCHASED
WITH
COLLATERAL
FROM
SECURITIES
LENDING
-
0.8%
296,321
(c)
State
Street
Navigator
Securities
Lending
Government
Money
Market
Portfolio
5.360%(d)
$
296,321
Total
Investments
Purchased
with
Collateral
from
Securities
Lending
(cost
$296,321)
296,321
Total
Investments
(cost
$
41,890,560
)
-
99
.5
%
40,349,166
Other
Assets
&
Liabilities,
Net
-
0.5%
218,817
Net
Assets
-
100%
$
40,567,983
Nuveen
ESG
1-5
Year
U.S.
Aggregate
Bond
ETF
(NUSA)
(continued)
Portfolio
of
Investments
October
31,
2023
(Unaudited)
28
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:
Level
1
Level
2
Level
3
Total
Long-Term
Investments:
U.S.
Treasury
$
–
$
23,166,447
$
–
$
23,166,447
Corporate
Debt
–
9,900,040
–
9,900,040
Securitized
–
4,222,967
–
4,222,967
Government
Related
–
2,763,391
–
2,763,391
Investments
Purchased
with
Collateral
from
Securities
Lending
296,321
–
–
296,321
Total
$
296,321
$
40,052,845
$
–
$
40,349,166
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.
(a)
All
percentages
shown
in
the
Portfolio
of
Investments
are
based
on
net
assets.
(b)
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
$286,773.
(c)
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.
(d)
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.
S&P
Standard
&
Poor's
29
Nuveen
ESG
High
Yield
Corporate
Bond
ETF
(NUHY)
Portfolio
of
Investments
October
31,
2023
(Unaudited)
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
LONG-TERM
INVESTMENTS
-
97.3%
X
–
CORPORATE
DEBT
-
97.3%
Financials
-
7.4%
$
100
Apollo
Commercial
Real
Estate
Finance
Inc,
144A
4.625%
6/15/29
$
76,546
110
Brookfield
Property
REIT
Inc
/
BPR
Cumulus
LLC
/
BPR
Nimbus
LLC
/
GGSI
Sellco
LL,
144A
5.750%
5/15/26
100,722
400
Brookfield
Property
REIT
Inc
/
BPR
Cumulus
LLC
/
BPR
Nimbus
LLC
/
GGSI
Sellco
LL,
144A
4.500%
4/01/27
333,680
100
Coinbase
Global
Inc,
144A
3.375%
10/01/28
73,424
100
Coinbase
Global
Inc,
144A
3.625%
10/01/31
67,986
30
Compass
Group
Diversified
Holdings
LLC,
144A
5.250%
4/15/29
25,618
9
Diversified
Healthcare
Trust
4.375%
3/01/31
6,193
170
Global
Atlantic
Fin
Co,
144A
4.700%
10/15/51
118,280
100
goeasy
Ltd,
144A
5.375%
12/01/24
98,021
170
HAT
Holdings
I
LLC
/
HAT
Holdings
II
LLC,
144A
3.375%
6/15/26
149,637
160
Howard
Hughes
Corp/The,
144A
5.375%
8/01/28
140,658
140
Howard
Hughes
Corp/The,
144A
4.375%
2/01/31
106,567
250
Kennedy-Wilson
Inc
4.750%
3/01/29
188,125
250
Kennedy-Wilson
Inc
4.750%
2/01/30
182,500
150
Kennedy-Wilson
Inc
5.000%
3/01/31
107,625
100
Liberty
Mutual
Group
Inc,
144A
4.125%
12/15/51
79,391
110
MGIC
Investment
Corp
5.250%
8/15/28
101,109
50
Molina
Healthcare
Inc,
144A
4.375%
6/15/28
44,501
200
Molina
Healthcare
Inc,
144A
3.875%
11/15/30
163,124
70
Molina
Healthcare
Inc,
144A
3.875%
5/15/32
55,003
400
MPT
Operating
Partnership
LP
/
MPT
Finance
Corp
4.625%
8/01/29
276,933
100
Nationstar
Mortgage
Holdings
Inc,
144A
5.500%
8/15/28
88,370
100
Nationstar
Mortgage
Holdings
Inc,
144A
5.750%
11/15/31
83,285
100
OneMain
Finance
Corp
7.125%
3/15/26
97,120
467
OneMain
Finance
Corp
6.625%
1/15/28
424,856
100
Park
Intermediate
Holdings
LLC
/
PK
Domestic
Property
LLC
/
PK
Finance
Co-
Issuer,
144A
7.500%
6/01/25
98,980
450
Park
Intermediate
Holdings
LLC
/
PK
Domestic
Property
LLC
/
PK
Finance
Co-
Issuer,
144A
5.875%
10/01/28
405,090
200
Park
Intermediate
Holdings
LLC
/
PK
Domestic
Property
LLC
/
PK
Finance
Co-
Issuer,
144A
4.875%
5/15/29
166,919
80
PennyMac
Financial
Services
Inc,
144A
5.375%
10/15/25
76,185
275
PennyMac
Financial
Services
Inc,
144A
5.750%
9/15/31
224,218
260
PROG
Holdings
Inc,
144A
6.000%
11/15/29
220,350
430
RHP
Hotel
Properties
LP
/
RHP
Finance
Corp
4.750%
10/15/27
390,698
560
RHP
Hotel
Properties
LP
/
RHP
Finance
Corp,
144A
4.500%
2/15/29
476,666
100
Rocket
Mortgage
LLC
/
Quicken
Loans
Co-
Issuer
Inc,
144A
2.875%
10/15/26
87,057
300
Rocket
Mortgage
LLC
/
Quicken
Loans
Co-
Issuer
Inc,
144A
3.625%
3/01/29
243,808
300
Rocket
Mortgage
LLC
/
Quicken
Loans
Co-
Issuer
Inc,
144A
3.875%
3/01/31
231,990
100
SLM
Corp
4.200%
10/29/25
93,000
Nuveen
ESG
High
Yield
Corporate
Bond
ETF
(NUHY)
(continued)
Portfolio
of
Investments
October
31,
2023
(Unaudited)
30
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Financials
(continued)
$
1
SLM
Corp
3.125%
11/02/26
$
869
110
Starwood
Property
Trust
Inc,
144A
4.375%
1/15/27
94,370
150
Synchrony
Financial
7.250%
2/02/33
127,201
260
UniCredit
SpA,
144A
5.459%
6/30/35
213,297
150
Western
Alliance
Bancorp
3.000%
6/15/31
114,600
370
XHR
LP,
144A
6.375%
8/15/25
358,900
360
XHR
LP,
144A
4.875%
6/01/29
304,585
Total
Financials
7,118,057
Industrial
-
88.1%
192
1011778
BC
ULC
/
New
Red
Finance
Inc,
144A
3.875%
1/15/28
171,417
300
1011778
BC
ULC
/
New
Red
Finance
Inc,
144A
4.375%
1/15/28
270,114
600
1011778
BC
ULC
/
New
Red
Finance
Inc,
144A
3.500%
2/15/29
512,985
650
1011778
BC
ULC
/
New
Red
Finance
Inc,
144A
4.000%
10/15/30
532,364
200
180
Medical
Inc,
144A
3.875%
10/15/29
166,155
100
ACCO
Brands
Corp,
144A
4.250%
3/15/29
82,984
260
AdaptHealth
LLC,
144A
4.625%
8/01/29
194,350
300
(b)
AdaptHealth
LLC,
144A
5.125%
3/01/30
227,250
200
Air
Canada,
144A
3.875%
8/15/26
181,972
100
Albertsons
Cos
Inc
/
Safeway
Inc
/
New
Albertsons
LP
/
Albertsons
LLC,
144A
3.250%
3/15/26
92,369
500
Albertsons
Cos
Inc
/
Safeway
Inc
/
New
Albertsons
LP
/
Albertsons
LLC,
144A
4.625%
1/15/27
468,606
250
Albertsons
Cos
Inc
/
Safeway
Inc
/
New
Albertsons
LP
/
Albertsons
LLC,
144A
5.875%
2/15/28
239,475
150
Albertsons
Cos
Inc
/
Safeway
Inc
/
New
Albertsons
LP
/
Albertsons
LLC,
144A
6.500%
2/15/28
147,269
350
Albertsons
Cos
Inc
/
Safeway
Inc
/
New
Albertsons
LP
/
Albertsons
LLC,
144A
4.875%
2/15/30
312,485
150
Allison
Transmission
Inc,
144A
5.875%
6/01/29
139,055
100
Allison
Transmission
Inc,
144A
3.750%
1/30/31
79,262
280
AMC
Entertainment
Holdings
Inc,
(cash
10.000%,
PIK
12.000%),
144A
10.000%
6/15/26
214,197
300
(b)
AMC
Entertainment
Holdings
Inc,
144A
7.500%
2/15/29
210,102
100
American
Airlines
Group
Inc,
144A
3.750%
3/01/25
93,301
380
American
Axle
&
Manufacturing
Inc
5.000%
10/01/29
300,167
150
AmeriGas
Partners
LP
/
AmeriGas
Finance
Corp,
144A
9.375%
6/01/28
148,237
100
AMN
Healthcare
Inc,
144A
4.625%
10/01/27
89,744
100
Antero
Midstream
Partners
LP
/
Antero
Midstream
Finance
Corp,
144A
7.875%
5/15/26
100,705
300
Antero
Midstream
Partners
LP
/
Antero
Midstream
Finance
Corp,
144A
5.750%
1/15/28
281,247
100
Antero
Midstream
Partners
LP
/
Antero
Midstream
Finance
Corp,
144A
5.375%
6/15/29
90,805
312
Anywhere
Real
Estate
Group
LLC
/
Anywhere
Co-Issuer
Corp,
144A
7.000%
4/15/30
256,815
100
APX
Group
Inc,
144A
6.750%
2/15/27
96,541
550
APX
Group
Inc,
144A
5.750%
7/15/29
457,250
120
Archrock
Partners
LP
/
Archrock
Partners
Finance
Corp,
144A
6.875%
4/01/27
115,363
740
Archrock
Partners
LP
/
Archrock
Partners
Finance
Corp,
144A
6.250%
4/01/28
687,275
80
Ardagh
Metal
Packaging
Finance
USA
LLC
/
Ardagh
Metal
Packaging
Finance
PLC,
144A
4.000%
9/01/29
60,006
100
(b)
Asbury
Automotive
Group
Inc,
144A
4.625%
11/15/29
84,589
31
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
100
Asbury
Automotive
Group
Inc,
144A
5.000%
2/15/32
$
81,106
120
ASGN
Inc,
144A
4.625%
5/15/28
106,258
410
Aston
Martin
Capital
Holdings
Ltd,
144A
10.500%
11/30/25
405,520
230
Avantor
Funding
Inc,
144A
4.625%
7/15/28
204,725
100
Avantor
Funding
Inc,
144A
3.875%
11/01/29
83,694
120
Avient
Corp,
144A
5.750%
5/15/25
117,588
330
Avis
Budget
Car
Rental
LLC
/
Avis
Budget
Finance
Inc,
144A
5.375%
3/01/29
282,648
160
Axalta
Coating
Systems
LLC,
144A
3.375%
2/15/29
131,515
190
(b)
Axalta
Coating
Systems
LLC
/
Axalta
Coating
Systems
Dutch
Holding
B
BV,
144A
4.750%
6/15/27
174,979
250
(b)
B&G
Foods
Inc
5.250%
9/15/27
205,753
150
B&G
Foods
Inc,
144A
8.000%
9/15/28
146,174
80
Ball
Corp
4.875%
3/15/26
76,827
220
Ball
Corp
2.875%
8/15/30
171,612
200
Ball
Corp
3.125%
9/15/31
154,826
230
Bath
&
Body
Works
Inc,
144A
6.625%
10/01/30
212,933
100
Bausch
Health
Cos
Inc,
144A
4.875%
6/01/28
49,879
720
Bausch
Health
Cos
Inc,
144A
11.000%
9/30/28
439,200
150
Black
Knight
InfoServ
LLC,
144A
3.625%
9/01/28
133,500
60
Bombardier
Inc,
144A
7.875%
4/15/27
57,718
200
Brookfield
Residential
Properties
Inc
/
Brookfield
Residential
US
LLC,
144A
6.250%
9/15/27
174,004
200
Brookfield
Residential
Properties
Inc
/
Brookfield
Residential
US
LLC,
144A
4.875%
2/15/30
152,091
60
Builders
FirstSource
Inc,
144A
5.000%
3/01/30
52,360
371
Builders
FirstSource
Inc,
144A
4.250%
2/01/32
295,263
260
(b)
Cable
One
Inc,
144A
4.000%
11/15/30
193,700
170
Camelot
Finance
SA,
144A
4.500%
11/01/26
157,146
30
Carnival
Corp,
144A
9.875%
8/01/27
31,269
500
Catalent
Pharma
Solutions
Inc,
144A
5.000%
7/15/27
446,175
300
(b)
Catalent
Pharma
Solutions
Inc,
144A
3.500%
4/01/30
235,500
400
CCO
Holdings
LLC
/
CCO
Holdings
Capital
Corp,
144A
5.375%
6/01/29
350,112
550
CCO
Holdings
LLC
/
CCO
Holdings
Capital
Corp,
144A
4.750%
3/01/30
453,708
610
CCO
Holdings
LLC
/
CCO
Holdings
Capital
Corp,
144A
4.500%
8/15/30
489,120
810
CCO
Holdings
LLC
/
CCO
Holdings
Capital
Corp,
144A
4.250%
2/01/31
630,340
320
CCO
Holdings
LLC
/
CCO
Holdings
Capital
Corp,
144A
4.750%
2/01/32
249,779
600
CCO
Holdings
LLC
/
CCO
Holdings
Capital
Corp
4.500%
5/01/32
459,298
200
CCO
Holdings
LLC
/
CCO
Holdings
Capital
Corp,
144A
4.500%
6/01/33
149,193
200
CCO
Holdings
LLC
/
CCO
Holdings
Capital
Corp,
144A
4.250%
1/15/34
144,461
100
Cedar
Fair
LP
/
Canada's
Wonderland
Co
/
Magnum
Management
Corp
/
Millennium
Op,
144A
5.500%
5/01/25
98,011
200
Central
Parent
Inc
/
CDK
Global
Inc,
144A
7.250%
6/15/29
192,138
210
(b)
CGG
SA,
144A
8.750%
4/01/27
185,348
110
Charles
River
Laboratories
International
Inc,
144A
3.750%
3/15/29
92,848
100
Charles
River
Laboratories
International
Inc,
144A
4.000%
3/15/31
81,619
300
Chart
Industries
Inc,
144A
7.500%
1/01/30
294,596
300
Chart
Industries
Inc,
144A
9.500%
1/01/31
308,989
710
Chemours
Co/The,
144A
5.750%
11/15/28
600,482
420
Chemours
Co/The,
144A
4.625%
11/15/29
324,399
Nuveen
ESG
High
Yield
Corporate
Bond
ETF
(NUHY)
(continued)
Portfolio
of
Investments
October
31,
2023
(Unaudited)
32
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
300
CHS/Community
Health
Systems
Inc,
144A
8.000%
3/15/26
$
274,217
800
CHS/Community
Health
Systems
Inc,
144A
5.625%
3/15/27
649,947
650
(b)
CHS/Community
Health
Systems
Inc,
144A
8.000%
12/15/27
551,310
800
CHS/Community
Health
Systems
Inc,
144A
6.000%
1/15/29
606,000
200
CHS/Community
Health
Systems
Inc,
144A
6.875%
4/15/29
82,582
300
CHS/Community
Health
Systems
Inc,
144A
6.125%
4/01/30
116,250
200
CHS/Community
Health
Systems
Inc,
144A
5.250%
5/15/30
142,031
250
CHS/Community
Health
Systems
Inc,
144A
4.750%
2/15/31
167,561
350
(b)
Cinemark
USA
Inc,
144A
5.250%
7/15/28
302,287
100
Clarios
Global
LP
/
Clarios
US
Finance
Co,
144A
6.250%
5/15/26
97,759
100
Clarios
Global
LP
/
Clarios
US
Finance
Co,
144A
8.500%
5/15/27
98,457
300
Clarios
Global
LP
/
Clarios
US
Finance
Co,
144A
6.750%
5/15/28
292,458
418
Clarivate
Science
Holdings
Corp,
144A
3.875%
7/01/28
358,896
370
Clarivate
Science
Holdings
Corp,
144A
4.875%
7/01/29
312,052
310
(b)
Clear
Channel
Outdoor
Holdings
Inc,
144A
5.125%
8/15/27
275,527
420
(b)
Clear
Channel
Outdoor
Holdings
Inc,
144A
7.750%
4/15/28
321,082
410
(b)
Clear
Channel
Outdoor
Holdings
Inc,
144A
7.500%
6/01/29
298,433
100
Cogent
Communications
Group
Inc,
144A
3.500%
5/01/26
90,525
450
(b)
Coherent
Corp,
144A
5.000%
12/15/29
381,857
262
Commscope
Inc,
144A
6.000%
3/01/26
220,075
400
(b)
Commscope
Inc,
144A
8.250%
3/01/27
166,000
355
Commscope
Inc,
144A
4.750%
9/01/29
242,287
260
(b)
Consensus
Cloud
Solutions
Inc,
144A
6.500%
10/15/28
215,475
200
Consolidated
Communications
Inc,
144A
6.500%
10/01/28
157,900
300
Covanta
Holding
Corp,
144A
4.875%
12/01/29
234,000
100
Crestwood
Midstream
Partners
LP
/
Crestwood
Midstream
Finance
Corp,
144A
5.625%
5/01/27
96,188
110
Crestwood
Midstream
Partners
LP
/
Crestwood
Midstream
Finance
Corp,
144A
6.000%
2/01/29
106,425
12
Crowdstrike
Holdings
Inc
3.000%
2/15/29
10,030
150
Crown
Americas
LLC
/
Crown
Americas
Capital
Corp
VI
4.750%
2/01/26
144,243
130
Darling
Ingredients
Inc,
144A
5.250%
4/15/27
123,690
480
DaVita
Inc,
144A
4.625%
6/01/30
376,181
480
DaVita
Inc,
144A
3.750%
2/15/31
345,027
100
Delta
Air
Lines
Inc
2.900%
10/28/24
95,964
100
Delta
Air
Lines
Inc
7.375%
1/15/26
100,995
700
Directv
Financing
LLC
/
Directv
Financing
Co-Obligor
Inc,
144A
5.875%
8/15/27
613,364
200
Domtar
Corp,
144A
6.750%
10/01/28
162,752
100
DT
Midstream
Inc,
144A
4.125%
6/15/29
85,981
141
DT
Midstream
Inc,
144A
4.375%
6/15/31
117,095
50
Dycom
Industries
Inc,
144A
4.500%
4/15/29
43,137
210
Edgewell
Personal
Care
Co,
144A
5.500%
6/01/28
191,660
50
Edgewell
Personal
Care
Co,
144A
4.125%
4/01/29
41,812
550
Elanco
Animal
Health
Inc
6.650%
8/28/28
525,250
150
Elastic
NV,
144A
4.125%
7/15/29
126,415
200
Element
Solutions
Inc,
144A
3.875%
9/01/28
170,171
150
Encompass
Health
Corp
4.500%
2/01/28
135,230
210
Encompass
Health
Corp
4.750%
2/01/30
181,476
240
Energizer
Holdings
Inc,
144A
4.750%
6/15/28
204,993
250
Energizer
Holdings
Inc,
144A
4.375%
3/31/29
204,081
150
EnLink
Midstream
LLC,
144A
5.625%
1/15/28
141,439
200
Entegris
Escrow
Corp,
144A
5.950%
6/15/30
182,969
350
EQM
Midstream
Partners
LP,
144A
6.500%
7/01/27
340,201
12
EQM
Midstream
Partners
LP,
144A
7.500%
6/01/30
11,774
100
Fair
Isaac
Corp,
144A
4.000%
6/15/28
89,049
33
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
550
Frontier
Communications
Holdings
LLC,
144A
5.875%
10/15/27
$
501,417
500
Frontier
Communications
Holdings
LLC,
144A
5.000%
5/01/28
431,695
650
Frontier
Communications
Holdings
LLC,
144A
8.750%
5/15/30
619,289
800
Frontier
Communications
Holdings
LLC,
144A
8.625%
3/15/31
752,163
215
Gap
Inc/The,
144A
3.625%
10/01/29
164,266
440
Gates
Global
LLC
/
Gates
Corp,
144A
6.250%
1/15/26
430,936
150
Gen
Digital
Inc,
144A
6.750%
9/30/27
146,009
150
(b)
Gen
Digital
Inc,
144A
7.125%
9/30/30
145,928
100
Glatfelter
Corp,
144A
4.750%
11/15/29
65,703
200
Go
Daddy
Operating
Co
LLC
/
GD
Finance
Co
Inc,
144A
5.250%
12/01/27
187,426
300
(b)
Goodyear
Tire
&
Rubber
Co/The
5.000%
7/15/29
258,007
650
Gray
Escrow
Inc,
144A
5.375%
11/15/31
409,663
550
Gray
Television
Inc,
144A
7.000%
5/15/27
466,356
400
Gray
Television
Inc,
144A
4.750%
10/15/30
256,455
180
Griffon
Corp
5.750%
3/01/28
162,552
200
(b)
Grifols
SA,
144A
4.750%
10/15/28
168,000
200
GrubHub
Holdings
Inc,
144A
5.500%
7/01/27
147,120
300
H&E
Equipment
Services
Inc,
144A
3.875%
12/15/28
254,111
750
Hawaiian
Brand
Intellectual
Property
Ltd
/
HawaiianMiles
Loyalty
Ltd,
144A
5.750%
1/20/26
554,152
100
Herbalife
Nutrition
Ltd
/
HLF
Financing
Inc,
144A
7.875%
9/01/25
94,106
410
Herc
Holdings
Inc,
144A
5.500%
7/15/27
385,392
200
Hertz
Corp/The,
144A
4.625%
12/01/26
167,525
90
Hertz
Corp/The,
144A
5.000%
12/01/29
64,611
200
Hilton
Domestic
Operating
Co
Inc,
144A
5.750%
5/01/28
191,617
200
Hilton
Domestic
Operating
Co
Inc,
144A
3.750%
5/01/29
172,159
60
Hilton
Domestic
Operating
Co
Inc
4.875%
1/15/30
53,864
400
Hilton
Domestic
Operating
Co
Inc,
144A
4.000%
5/01/31
331,266
310
Hilton
Grand
Vacations
Borrower
Escrow
LLC
/
Hilton
Grand
Vacations
Borrower
Esc,
144A
5.000%
6/01/29
259,624
208
Hilton
Grand
Vacations
Borrower
Escrow
LLC
/
Hilton
Grand
Vacations
Borrower
Esc,
144A
4.875%
7/01/31
164,712
100
HLF
Financing
Sarl
LLC
/
Herbalife
International
Inc,
144A
4.875%
6/01/29
68,250
170
Hologic
Inc,
144A
3.250%
2/15/29
142,718
107
Howmet
Aerospace
Inc
6.875%
5/01/25
107,373
200
Howmet
Aerospace
Inc
3.000%
1/15/29
168,813
150
iHeartCommunications
Inc
6.375%
5/01/26
122,266
300
(b)
iHeartCommunications
Inc
8.375%
5/01/27
183,906
154
iHeartCommunications
Inc,
144A
5.250%
8/15/27
112,873
150
(b)
iHeartCommunications
Inc,
144A
4.750%
1/15/28
106,047
120
(b)
Ingevity
Corp,
144A
3.875%
11/01/28
97,420
1,200
Intelsat
Jackson
Holdings
SA,
144A
6.500%
3/15/30
1,053,637
200
IQVIA
Inc,
144A
5.000%
5/15/27
188,157
120
Iron
Mountain
Inc,
144A
5.250%
3/15/28
109,757
100
Iron
Mountain
Inc,
144A
5.000%
7/15/28
89,488
390
Iron
Mountain
Inc,
144A
4.875%
9/15/29
339,714
111
Iron
Mountain
Inc,
144A
5.250%
7/15/30
96,356
160
Iron
Mountain
Information
Management
Services
Inc,
144A
5.000%
7/15/32
130,921
320
ITT
Holdings
LLC,
144A
6.500%
8/01/29
267,600
200
Jazz
Securities
DAC,
144A
4.375%
1/15/29
173,934
150
Kinetik
Holdings
LP,
144A
5.875%
6/15/30
137,632
Nuveen
ESG
High
Yield
Corporate
Bond
ETF
(NUHY)
(continued)
Portfolio
of
Investments
October
31,
2023
(Unaudited)
34
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
10
Lamar
Media
Corp
4.000%
2/15/30
$
8,461
150
Lamb
Weston
Holdings
Inc,
144A
4.875%
5/15/28
138,508
150
(b)
Level
3
Financing
Inc,
144A
3.400%
3/01/27
138,882
851
Level
3
Financing
Inc,
144A
10.500%
5/15/30
851,667
300
(b)
Lions
Gate
Capital
Holdings
LLC,
144A
5.500%
4/15/29
197,412
50
Lithia
Motors
Inc,
144A
3.875%
6/01/29
41,355
100
Lumen
Technologies
Inc,
144A
4.000%
2/15/27
67,500
33
(b)
Macy's
Retail
Holdings
LLC,
144A
5.875%
4/01/29
29,093
460
(b)
Marriott
Ownership
Resorts
Inc,
144A
4.500%
6/15/29
378,000
150
Masonite
International
Corp,
144A
5.375%
2/01/28
138,136
160
Match
Group
Holdings
II
LLC,
144A
4.625%
6/01/28
143,662
160
Match
Group
Holdings
II
LLC,
144A
4.125%
8/01/30
130,005
160
Match
Group
Holdings
II
LLC,
144A
3.625%
10/01/31
122,800
100
McGraw-Hill
Education
Inc,
144A
5.750%
8/01/28
84,280
140
McGraw-Hill
Education
Inc,
144A
8.000%
8/01/29
115,354
120
Mercer
International
Inc
5.125%
2/01/29
94,095
64
Methanex
Corp
5.125%
10/15/27
58,556
150
Methanex
Corp
5.250%
12/15/29
132,642
130
Michaels
Cos
Inc/The,
144A
5.250%
5/01/28
94,193
200
ModivCare
Inc,
144A
5.875%
11/15/25
189,000
200
MoneyGram
International,
Inc.
9.000%
6/01/30
179,267
123
MPH
Acquisition
Holdings
LLC,
144A
5.500%
9/01/28
104,562
50
Murphy
Oil
USA
Inc
4.750%
9/15/29
44,268
100
Murphy
Oil
USA
Inc,
144A
3.750%
2/15/31
80,337
50
NCL
Corp
Ltd,
144A
3.625%
12/15/24
47,298
350
NCL
Corp
Ltd,
144A
5.875%
3/15/26
314,125
350
NCL
Corp
Ltd,
144A
5.875%
2/15/27
322,164
350
NCL
Corp
Ltd,
144A
8.375%
2/01/28
346,734
250
NCL
Corp
Ltd,
144A
8.125%
1/15/29
244,248
310
NCL
Corp
Ltd,
144A
7.750%
2/15/29
270,565
831
NCR
Corp,
144A
5.000%
10/01/28
717,486
500
NCR
Corp,
144A
5.125%
4/15/29
429,958
300
New
Fortress
Energy
Inc,
144A
6.750%
9/15/25
278,320
300
New
Fortress
Energy
Inc,
144A
6.500%
9/30/26
268,709
100
Newell
Brands
Inc
4.875%
6/01/25
95,957
350
Nexstar
Media
Inc,
144A
5.625%
7/15/27
314,986
288
Nexstar
Media
Inc,
144A
4.750%
11/01/28
241,888
71
Nordstrom
Inc
4.375%
4/01/30
55,111
250
NuStar
Logistics
LP
5.750%
10/01/25
241,947
150
NuStar
Logistics
LP
6.000%
6/01/26
144,729
150
NuStar
Logistics
LP
6.375%
10/01/30
138,750
60
ON
Semiconductor
Corp,
144A
3.875%
9/01/28
51,545
200
Open
Text
Corp,
144A
3.875%
2/15/28
173,815
200
Open
Text
Holdings
Inc,
144A
4.125%
12/01/31
157,104
310
Option
Care
Health
Inc,
144A
4.375%
10/31/29
259,083
700
Organon
&
Co
/
Organon
Foreign
Debt
Co-Issuer
BV,
144A
4.125%
4/30/28
604,632
1,010
Organon
&
Co
/
Organon
Foreign
Debt
Co-Issuer
BV,
144A
5.125%
4/30/31
788,726
200
(b)
Outfront
Media
Capital
LLC
/
Outfront
Media
Capital
Corp,
144A
5.000%
8/15/27
177,656
500
Outfront
Media
Capital
LLC
/
Outfront
Media
Capital
Corp,
144A
4.250%
1/15/29
407,295
100
(b)
Outfront
Media
Capital
LLC
/
Outfront
Media
Capital
Corp,
144A
4.625%
3/15/30
80,250
280
(b)
Owens
&
Minor
Inc,
144A
4.500%
3/31/29
224,655
200
Owens-Brockway
Glass
Container
Inc,
144A
6.625%
5/13/27
190,000
300
Owens-Brockway
Glass
Container
Inc,
144A
7.250%
5/15/31
274,500
35
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
20
Pactiv
Evergreen
Group
Issuer
Inc/Pactiv
Evergreen
Group
Issuer
LLC,
144A
4.375%
9/30/28
$
17,013
120
Parkland
Corp,
144A
5.875%
7/15/27
114,895
100
Parkland
Corp/Canada,
144A
4.625%
5/01/30
85,250
200
PBF
Holding
Co
LLC
/
PBF
Finance
Corp
6.000%
2/15/28
183,860
391
Performance
Food
Group
Inc,
144A
5.500%
10/15/27
365,614
185
Performance
Food
Group
Inc,
144A
4.250%
8/01/29
156,098
100
PGT
Innovations
Inc,
144A
4.375%
10/01/29
93,358
100
Post
Holdings
Inc,
144A
5.625%
1/15/28
92,937
150
Post
Holdings
Inc,
144A
5.500%
12/15/29
133,772
600
Post
Holdings
Inc,
144A
4.625%
4/15/30
502,433
450
Post
Holdings
Inc,
144A
4.500%
9/15/31
364,111
250
PRA
Health
Sciences
Inc,
144A
2.875%
7/15/26
228,535
120
Prestige
Brands
Inc,
144A
3.750%
4/01/31
95,310
200
Prime
Security
Services
Borrower
LLC
/
Prime
Finance
Inc,
144A
5.750%
4/15/26
194,022
550
Prime
Security
Services
Borrower
LLC
/
Prime
Finance
Inc,
144A
6.250%
1/15/28
510,016
300
Primo
Water
Holdings
Inc,
144A
4.375%
4/30/29
253,113
100
PTC
Inc,
144A
3.625%
2/15/25
96,397
100
PTC
Inc,
144A
4.000%
2/15/28
88,668
301
Rakuten
Group
Inc,
144A
5.125%
N/A
(c)
214,600
355
Rakuten
Group
Inc,
144A
6.250%
N/A
(c)
216,952
100
RB
Global
Inc,
144A
6.750%
3/15/28
97,998
200
RB
Global
Inc,
144A
7.750%
3/15/31
200,500
20
Realogy
Group
LLC
/
Realogy
Co-Issuer
Corp,
144A
5.750%
1/15/29
12,604
50
ROBLOX
Corp,
144A
3.875%
5/01/30
40,571
200
Rogers
Communications
Inc,
144A
5.250%
3/15/82
175,945
200
Royal
Caribbean
Cruises
Ltd,
144A
5.500%
8/31/26
188,736
200
Royal
Caribbean
Cruises
Ltd,
144A
5.375%
7/15/27
184,315
7
SABRE
GLBL
INC,
144A
8.625%
6/01/27
5,805
420
SBA
Communications
Corp
3.875%
2/15/27
382,492
100
Scripps
Escrow
Inc,
144A
5.875%
7/15/27
74,750
260
Seagate
HDD
Cayman
4.091%
6/01/29
224,157
8
Seagate
HDD
Cayman,
144A
9.625%
12/01/32
8,315
100
Sealed
Air
Corp,
144A
6.125%
2/01/28
95,182
580
(b)
SeaWorld
Parks
&
Entertainment
Inc,
144A
5.250%
8/15/29
505,197
940
Select
Medical
Corp,
144A
6.250%
8/15/26
914,262
220
Sensata
Technologies
BV,
144A
4.000%
4/15/29
187,024
100
Sensata
Technologies
Inc,
144A
3.750%
2/15/31
80,035
183
Service
Corp
International/US
5.125%
6/01/29
167,445
200
Service
Corp
International/US
4.000%
5/15/31
161,882
300
Sinclair
Television
Group
Inc,
144A
4.125%
12/01/30
189,567
235
Sirius
XM
Radio
Inc,
144A
3.125%
9/01/26
210,741
310
Sirius
XM
Radio
Inc,
144A
5.000%
8/01/27
284,239
92
Sirius
XM
Radio
Inc,
144A
4.000%
7/15/28
78,240
360
Sirius
XM
Radio
Inc,
144A
5.500%
7/01/29
318,987
300
Sirius
XM
Radio
Inc,
144A
4.125%
7/01/30
238,205
240
Sirius
XM
Radio
Inc,
144A
3.875%
9/01/31
180,765
350
(b)
Six
Flags
Entertainment
Corporation
7.250%
5/15/31
322,000
380
Sotheby's,
144A
7.375%
10/15/27
339,372
350
Spectrum
Brands
Inc,
144A
3.875%
3/15/31
280,154
650
Spirit
AeroSystems
Inc,
144A
7.500%
4/15/25
648,397
150
Spirit
AeroSystems
Inc,
144A
9.375%
11/30/29
154,040
200
Spirit
Loyalty
Cayman
Ltd
/
Spirit
IP
Cayman
Ltd,
144A
8.000%
9/20/25
147,500
150
(b)
SPX
FLOW
Inc,
144A
8.750%
4/01/30
137,521
10
SS&C
Technologies
Inc,
144A
5.500%
9/30/27
9,383
200
Stagwell
Global
LLC,
144A
5.625%
8/15/29
165,298
700
Studio
City
Finance
Ltd,
144A
6.000%
7/15/25
659,750
Nuveen
ESG
High
Yield
Corporate
Bond
ETF
(NUHY)
(continued)
Portfolio
of
Investments
October
31,
2023
(Unaudited)
36
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
200
Studio
City
Finance
Ltd,
144A
6.500%
1/15/28
$
163,260
400
Studio
City
Finance
Ltd,
144A
5.000%
1/15/29
287,120
300
Suburban
Propane
Partners
LP/Suburban
Energy
Finance
Corp,
144A
5.000%
6/01/31
248,491
100
Summit
Materials
LLC
/
Summit
Materials
Finance
Corp,
144A
5.250%
1/15/29
90,547
200
Summit
Midstream
Holdings
LLC
/
Summit
Midstream
Finance
Corp
9.000%
10/15/26
192,000
250
Sunoco
LP
/
Sunoco
Finance
Corp
6.000%
4/15/27
240,723
200
Sunoco
LP
/
Sunoco
Finance
Corp
4.500%
5/15/29
173,246
130
Superior
Plus
LP
/
Superior
General
Partner
Inc,
144A
4.500%
3/15/29
110,881
100
Tallgrass
Energy
Partners
LP
/
Tallgrass
Energy
Finance
Corp,
144A
6.000%
9/01/31
84,147
211
Taylor
Morrison
Communities
Inc,
144A
5.125%
8/01/30
177,325
100
TEGNA
Inc,
144A
4.750%
3/15/26
93,313
190
TEGNA
Inc
5.000%
9/15/29
159,125
50
Teleflex
Inc,
144A
4.250%
6/01/28
44,125
100
(b)
Tempur
Sealy
International
Inc,
144A
4.000%
4/15/29
82,039
200
Tempur
Sealy
International
Inc,
144A
3.875%
10/15/31
149,776
600
Tenet
Healthcare
Corp
4.875%
1/01/26
575,042
300
Tenet
Healthcare
Corp
6.250%
2/01/27
287,684
551
Tenet
Healthcare
Corp
5.125%
11/01/27
508,638
230
Tenet
Healthcare
Corp
4.625%
6/15/28
204,619
600
Tenet
Healthcare
Corp
6.125%
10/01/28
556,500
400
Tenet
Healthcare
Corp
4.250%
6/01/29
342,309
480
Tenet
Healthcare
Corp
4.375%
1/15/30
406,036
200
Tenneco
Inc,
144A
8.000%
11/17/28
160,500
480
Terex
Corp,
144A
5.000%
5/15/29
420,166
160
Thor
Industries
Inc,
144A
4.000%
10/15/29
128,968
40
TopBuild
Corp,
144A
4.125%
2/15/32
31,644
10
TransDigm
Inc
5.500%
11/15/27
9,310
60
TransDigm
Inc
4.875%
5/01/29
51,983
110
Transocean
Inc,
144A
11.500%
1/30/27
114,469
100
Travel
+
Leisure
Co,
144A
6.625%
7/31/26
97,574
100
Travel
+
Leisure
Co,
144A
4.500%
12/01/29
82,419
290
TreeHouse
Foods
Inc
4.000%
9/01/28
235,917
300
Trivium
Packaging
Finance
BV,
144A
5.500%
8/15/26
271,945
300
Trivium
Packaging
Finance
BV,
144A
8.500%
8/15/27
250,324
310
Tronox
Inc,
144A
4.625%
3/15/29
244,197
250
TTM
Technologies
Inc,
144A
4.000%
3/01/29
204,998
130
Twilio
Inc
3.875%
3/15/31
103,771
900
Uber
Technologies
Inc,
144A
7.500%
5/15/25
901,117
230
Uber
Technologies
Inc,
144A
8.000%
11/01/26
231,622
760
Uber
Technologies
Inc,
144A
7.500%
9/15/27
761,909
650
Uber
Technologies
Inc,
144A
6.250%
1/15/28
625,625
570
(b)
Uber
Technologies
Inc,
144A
4.500%
8/15/29
502,703
150
(b)
United
Natural
Foods
Inc,
144A
6.750%
10/15/28
118,032
343
United
Rentals
North
America
Inc
5.250%
1/15/30
313,205
99
United
Rentals
North
America
Inc
4.000%
7/15/30
83,193
400
Uniti
Group
LP
/
Uniti
Group
Finance
Inc
/
CSL
Capital
LLC,
144A
10.500%
2/15/28
385,182
700
Uniti
Group
LP
/
Uniti
Group
Finance
Inc
/
CSL
Capital
LLC,
144A
4.750%
4/15/28
565,721
24
Univision
Communications
Inc,
144A
4.500%
5/01/29
19,078
100
UPC
Holding
BV,
144A
5.500%
1/15/28
87,250
228
US
Foods
Inc,
144A
4.750%
2/15/29
201,132
100
US
Foods
Inc,
144A
4.625%
6/01/30
85,391
250
Vail
Resorts
Inc,
144A
6.250%
5/15/25
248,458
460
(b)
Valvoline
Inc,
144A
4.250%
2/15/30
450,603
450
Valvoline
Inc,
144A
3.625%
6/15/31
342,000
37
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
200
Vertiv
Group
Corp,
144A
4.125%
11/15/28
$
174,801
100
Viasat
Inc,
144A
5.625%
4/15/27
87,302
308
(b)
Victoria's
Secret
&
Co,
144A
4.625%
7/15/29
226,425
100
Videotron
Ltd,
144A
5.125%
4/15/27
93,070
150
Videotron
Ltd,
144A
3.625%
6/15/29
126,420
10
Virgin
Media
Finance
PLC,
144A
5.000%
7/15/30
7,862
450
Vodafone
Group
PLC
7.000%
4/04/79
435,115
145
Vodafone
Group
PLC
4.125%
6/04/81
109,604
1,100
VZ
Secured
Financing
BV,
144A
5.000%
1/15/32
834,597
1,200
Weatherford
International
Ltd,
144A
8.625%
4/30/30
1,212,575
521
WESCO
Distribution
Inc,
144A
7.250%
6/15/28
517,692
150
Williams
Scotsman
Inc,
144A
6.125%
6/15/25
147,383
140
Williams
Scotsman
Inc,
144A
4.625%
8/15/28
124,373
1,010
Windstream
Escrow
LLC
/
Windstream
Escrow
Finance
Corp,
144A
7.750%
8/15/28
800,917
350
WMG
Acquisition
Corp,
144A
3.875%
7/15/30
290,905
51
WMG
Acquisition
Corp,
144A
3.000%
2/15/31
39,591
200
(b)
Wolverine
World
Wide
Inc,
144A
4.000%
8/15/29
149,119
140
Wyndham
Hotels
&
Resorts
Inc,
144A
4.375%
8/15/28
123,557
310
Xerox
Holdings
Corp,
144A
5.500%
8/15/28
239,427
326
Yum!
Brands
Inc,
144A
4.750%
1/15/30
290,208
310
Zayo
Group
Holdings
Inc,
144A
6.125%
3/01/28
205,359
990
Ziggo
BV,
144A
4.875%
1/15/30
790,415
180
ZipRecruiter
Inc,
144A
5.000%
1/15/30
140,585
200
ZoomInfo
Technologies
LLC/ZoomInfo
Finance
Corp,
144A
3.875%
2/01/29
165,113
Total
Industrial
84,850,772
Update
Barclays
Class
2
or
BDF
-
0.1%
95
Heartland
Dental,
LLC
10.500%
4/30/28
91,307
Total
Update
Barclays
Class
2
or
BDF
91,307
Utility
-
1.7%
100
Algonquin
Power
&
Utilities
Corp
4.750%
1/18/82
78,944
10
Calpine
Corp,
144A
5.000%
2/01/31
8,066
200
Clearway
Energy
Operating
LLC,
144A
4.750%
3/15/28
178,530
110
Clearway
Energy
Operating
LLC,
144A
3.750%
2/15/31
85,772
150
Edison
International
8.125%
6/15/53
144,637
550
Enviva
Partners
LP
/
Enviva
Partners
Finance
Corp,
144A
6.500%
1/15/26
386,375
100
NextEra
Energy
Operating
Partners
LP,
144A
4.250%
7/15/24
98,077
11
TerraForm
Power
Operating
LLC,
144A
4.750%
1/15/30
9,295
300
Vistra
Operations
Co
LLC,
144A
4.375%
5/01/29
254,818
400
Vistra
Operations
Co
LLC,
144A
7.750%
10/15/31
386,088
Total
Utility
1,630,602
Total
Corporate
Debt
(cost
$105,096,467)
93,690,738
Total
Long-Term
Investments
(cost
$105,096,467)
93,690,738
Nuveen
ESG
High
Yield
Corporate
Bond
ETF
(NUHY)
(continued)
Portfolio
of
Investments
October
31,
2023
(Unaudited)
38
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
(a)
Coupon
Value
INVESTMENTS
PURCHASED
WITH
COLLATERAL
FROM
SECURITIES
LENDING
-
6.0%
5,809,965
(d)
State
Street
Navigator
Securities
Lending
Government
Money
Market
Portfolio
5.360%(e)
$
5,809,965
Total
Investments
Purchased
with
Collateral
from
Securities
Lending
(cost
$5,809,965)
$
5,809,965
Total
Investments
(cost
$
110,906,432
)
-
103
.3
%
99,500,703
Other
Assets
&
Liabilities,
Net
-
(3.3)%
(
3,173,884
)
Net
Assets
-
100%
$
96,326,819
Level
1
Level
2
Level
3
Total
Long-Term
Investments:
Corporate
Debt
$
–
$
93,690,738
$
–
$
93,690,738
Investments
Purchased
with
Collateral
from
Securities
Lending
5,809,965
–
–
5,809,965
Total
$
5,809,965
$
93,690,738
$
–
$
99,500,703
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.
(a)
All
percentages
shown
in
the
Portfolio
of
Investments
are
based
on
net
assets.
(b)
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
$5,547,577.
(c)
Perpetual
security.
Maturity
date
is
not
applicable.
(d)
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.
(e)
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
39
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
Portfolio
of
Investments
October
31,
2023
(Unaudited)
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
LONG-TERM
INVESTMENTS
-
98.9%
X
–
U.S.
TREASURY
-
40.1%
$
1,454
United
States
Treasury
Note/Bond
2.125%
11/30/24
$
1,403,905
300
United
States
Treasury
Note/Bond
4.250%
12/31/24
296,168
600
United
States
Treasury
Note/Bond
1.125%
1/15/25
570,773
2,824
United
States
Treasury
Note/Bond
1.375%
1/31/25
2,690,191
600
United
States
Treasury
Note/Bond
4.625%
2/28/25
594,820
1,200
United
States
Treasury
Note/Bond
3.875%
3/31/25
1,177,594
1,500
United
States
Treasury
Note/Bond
0.250%
5/31/25
1,388,145
2,000
United
States
Treasury
Note/Bond
4.250%
5/31/25
1,971,250
400
United
States
Treasury
Note/Bond
4.625%
6/30/25
396,594
900
United
States
Treasury
Note/Bond
4.750%
7/31/25
894,129
950
United
States
Treasury
Note/Bond
0.250%
8/31/25
869,881
3,900
United
States
Treasury
Note/Bond
0.250%
9/30/25
3,560,273
900
United
States
Treasury
Note/Bond
5.000%
9/30/25
898,348
800
United
States
Treasury
Note/Bond
0.250%
10/31/25
727,469
1,820
United
States
Treasury
Note/Bond
0.375%
11/30/25
1,653,570
1,300
United
States
Treasury
Note/Bond
0.375%
12/31/25
1,177,973
3,500
United
States
Treasury
Note/Bond
0.375%
1/31/26
3,158,340
500
United
States
Treasury
Note/Bond
0.500%
2/28/26
451,094
1,900
United
States
Treasury
Note/Bond
0.750%
3/31/26
1,720,984
3,200
United
States
Treasury
Note/Bond
0.750%
4/30/26
2,887,500
700
United
States
Treasury
Note/Bond
0.750%
5/31/26
629,426
1,700
United
States
Treasury
Note/Bond
0.875%
6/30/26
1,531,461
1,100
United
States
Treasury
Note/Bond
0.625%
7/31/26
980,160
1,450
United
States
Treasury
Note/Bond
0.750%
8/31/26
1,292,086
2,600
United
States
Treasury
Note/Bond
0.875%
9/30/26
2,321,313
900
United
States
Treasury
Note/Bond
1.125%
10/31/26
806,379
1,600
United
States
Treasury
Note/Bond
1.250%
11/30/26
1,435,000
1,100
United
States
Treasury
Note/Bond
1.250%
12/31/26
984,672
1,750
United
States
Treasury
Note/Bond
1.875%
2/28/27
1,589,561
500
United
States
Treasury
Note/Bond
2.500%
3/31/27
463,105
1,250
United
States
Treasury
Note/Bond
2.750%
4/30/27
1,164,844
2,000
United
States
Treasury
Note/Bond
2.625%
5/31/27
1,852,344
900
United
States
Treasury
Note/Bond
0.500%
6/30/27
769,254
2,500
United
States
Treasury
Note/Bond
3.250%
6/30/27
2,364,746
1,000
United
States
Treasury
Note/Bond
2.750%
7/31/27
927,383
2,186
United
States
Treasury
Note/Bond
2.250%
8/15/27
1,988,406
100
United
States
Treasury
Note/Bond
4.125%
9/30/27
97,332
1,600
United
States
Treasury
Note/Bond
4.125%
10/31/27
1,556,625
888
United
States
Treasury
Note/Bond
2.250%
11/15/27
803,258
320
United
States
Treasury
Note/Bond
0.625%
11/30/27
270,163
1,600
United
States
Treasury
Note/Bond
3.875%
11/30/27
1,541,438
3,798
United
States
Treasury
Note/Bond
3.875%
12/31/27
3,657,652
1,500
United
States
Treasury
Note/Bond
3.500%
1/31/28
1,422,246
2,344
United
States
Treasury
Note/Bond
2.750%
2/15/28
2,153,733
1,200
United
States
Treasury
Note/Bond
4.000%
2/29/28
1,160,438
3,200
United
States
Treasury
Note/Bond
3.625%
3/31/28
3,045,625
2,000
United
States
Treasury
Note/Bond
3.500%
4/30/28
1,892,500
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
(continued)
Portfolio
of
Investments
October
31,
2023
(Unaudited)
40
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
$
1,100
United
States
Treasury
Note/Bond
3.625%
5/31/28
$
1,046,074
1,900
United
States
Treasury
Note/Bond
4.000%
6/30/28
1,834,242
2,450
United
States
Treasury
Note/Bond
4.125%
7/31/28
2,376,787
3,700
United
States
Treasury
Note/Bond
4.625%
9/30/28
3,666,469
650
United
States
Treasury
Note/Bond
1.375%
10/31/28
549,910
1,300
United
States
Treasury
Note/Bond
4.875%
10/31/28
1,302,742
300
United
States
Treasury
Note/Bond
1.750%
1/31/29
256,758
1,470
United
States
Treasury
Note/Bond
2.375%
5/15/29
1,291,475
514
United
States
Treasury
Note/Bond
1.625%
8/15/29
430,897
500
United
States
Treasury
Note/Bond
3.875%
12/31/29
472,168
100
United
States
Treasury
Note/Bond
0.625%
5/15/30
76,230
1,000
United
States
Treasury
Note/Bond
1.875%
2/15/32
794,727
3,050
United
States
Treasury
Note/Bond
2.875%
5/15/32
2,617,162
1,150
United
States
Treasury
Note/Bond
2.750%
8/15/32
972,828
1,150
United
States
Treasury
Note/Bond
4.125%
11/15/32
1,083,426
700
United
States
Treasury
Note/Bond
3.500%
2/15/33
626,609
800
United
States
Treasury
Note/Bond
3.375%
5/15/33
707,375
1,600
United
States
Treasury
Note/Bond
3.875%
8/15/33
1,472,750
200
United
States
Treasury
Note/Bond
1.125%
8/15/40
107,992
1,300
United
States
Treasury
Note/Bond
1.875%
2/15/41
801,277
500
United
States
Treasury
Note/Bond
2.250%
5/15/41
327,871
1,050
United
States
Treasury
Note/Bond
1.750%
8/15/41
623,396
198
United
States
Treasury
Note/Bond
2.000%
11/15/41
122,559
1,400
United
States
Treasury
Note/Bond
2.375%
2/15/42
924,437
3,900
United
States
Treasury
Note/Bond
3.250%
5/15/42
2,969,941
1,964
United
States
Treasury
Note/Bond
2.750%
8/15/42
1,374,570
500
United
States
Treasury
Note/Bond
3.375%
8/15/42
386,855
135
United
States
Treasury
Note/Bond
2.750%
11/15/42
94,078
498
United
States
Treasury
Note/Bond
4.000%
11/15/42
422,172
600
United
States
Treasury
Note/Bond
3.875%
5/15/43
498,281
250
United
States
Treasury
Note/Bond
4.375%
8/15/43
222,969
4,221
United
States
Treasury
Note/Bond
2.750%
8/15/47
2,781,243
1,850
United
States
Treasury
Note/Bond
1.250%
5/15/50
813,855
700
United
States
Treasury
Note/Bond
1.375%
8/15/50
318,664
200
United
States
Treasury
Note/Bond
1.625%
11/15/50
97,961
3,800
United
States
Treasury
Note/Bond
1.875%
2/15/51
1,994,555
1,100
United
States
Treasury
Note/Bond
2.375%
5/15/51
655,230
160
United
States
Treasury
Note/Bond
1.875%
11/15/51
83,450
1,300
United
States
Treasury
Note/Bond
2.250%
2/15/52
748,262
1,350
United
States
Treasury
Note/Bond
2.875%
5/15/52
900,861
550
United
States
Treasury
Note/Bond
3.000%
8/15/52
377,266
949
United
States
Treasury
Note/Bond
4.000%
11/15/52
793,082
550
United
States
Treasury
Note/Bond
3.625%
2/15/53
428,570
1,150
United
States
Treasury
Note/Bond
3.625%
5/15/53
896,461
1,320
United
States
Treasury
Note/Bond
4.125%
8/15/53
1,129,219
Total
U.S.
Treasury
(cost
$126,870,529)
109,663,857
41
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X
–
SECURITIZED
-
27.8%
$
150
American
Express
Credit
Account
Master
Trust
2023
3
5.230%
9/15/28
$
148,884
50
AmeriCredit
Automobile
Receivables
Trust
2021
2
1.010%
1/19/27
46,100
20
BA
Credit
Card
Trust
2021
A1
0.440%
9/15/26
19,518
200
Bank
2019
BN19
2.926%
8/15/61
164,457
100
BANK
2021
BN34
1.935%
6/15/63
88,152
100
BANK
2021
BN35
2.067%
6/15/64
81,873
100
Barclays
Commercial
Mortgage
S
2023
C21
6.000%
9/15/56
97,855
500
BBCMS
Mortgage
Trust
2020
C6
2.690%
2/15/53
450,449
100
BBCMS
Trust
2023
C22,
(WI/DD)
6.470%
11/15/56
103,672
200
Benchmark
Mortgage
Trust
2021
B24
2.264%
3/15/54
151,833
100
Benchmark
Mortgage
Trust
2021
B27
2.703%
7/15/54
58,621
100
Benchmark
Mortgage
Trust
2021
B28
2.073%
8/15/54
82,873
100
BMO
Mortgage
Trust
2023
5C1
7.118%
8/15/56
100,191
100
Capital
One
Multi-Asset
Execution
Trust
2022
A2
3.490%
5/15/27
96,561
100
CarMax
Auto
Owner
Trust
2022
1
1.700%
8/16/27
91,812
75
Carvana
Auto
Receivables
Trust
2022
N1,
144A
4.130%
12/11/28
71,668
180
Citigroup
Commercial
Mortgage
Trust
2016
C1
3.209%
5/10/49
167,314
100
CNH
Equipment
Trust
2023
B
5.700%
2/15/29
99,660
500
COMM
Mortgage
Trust
2015
LC19
3.183%
2/10/48
479,384
100
Discover
Card
Execution
Note
Trust
2021
A1
0.580%
9/15/26
95,461
52
Exeter
Automobile
Receivables
Trust
2022
1A
2.180%
6/15/26
51,642
217
Fannie
Mae
Pool
FN
MA2941
3.500%
3/01/32
204,023
66
Fannie
Mae
Pool
FN
MA3392
3.500%
6/01/33
62,073
142
Fannie
Mae
Pool
FN
MA3490
4.000%
10/01/33
133,292
52
Fannie
Mae
Pool
FN
MA3828
3.000%
11/01/34
46,895
105
Fannie
Mae
Pool
FN
MA3865
3.000%
12/01/34
94,525
127
Fannie
Mae
Pool
FN
MA3957
3.500%
3/01/35
116,665
566
Fannie
Mae
Pool
FN
MA4074
2.000%
7/01/35
485,363
506
Fannie
Mae
Pool
FN
MA4123
2.000%
9/01/35
433,896
489
Fannie
Mae
Pool
FN
MA4180
2.500%
11/01/35
432,276
495
Fannie
Mae
Pool
FN
MA4278
1.500%
3/01/36
410,076
580
Fannie
Mae
Pool
FN
MA4298
2.500%
3/01/36
512,861
147
Fannie
Mae
Pool
FN
MA4302
1.500%
4/01/36
121,441
65
Fannie
Mae
Pool
FN
MA4316
2021
MTGE
2.500%
4/01/36
57,140
167
Fannie
Mae
Pool
FN
MA4330
2.500%
5/01/36
146,198
304
Fannie
Mae
Pool
FN
MA4359
1.500%
6/01/36
250,349
69
Fannie
Mae
Pool
FN
MA4361
2021
MTGE
2.500%
6/01/36
60,484
155
Fannie
Mae
Pool
FN
MA4402
1.500%
8/01/36
127,707
286
Fannie
Mae
Pool
FN
MA4516
2.000%
1/01/37
242,444
231
Fannie
Mae
Pool
FN
MA4535
1.500%
2/01/37
189,650
1,129
Fannie
Mae
Pool
FN
MA4536
2.000%
2/01/37
957,132
339
Fannie
Mae
Pool
FN
MA4566
1.500%
3/01/37
278,707
221
Fannie
Mae
Pool
FN
MA4602
2.000%
5/01/37
187,124
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
(continued)
Portfolio
of
Investments
October
31,
2023
(Unaudited)
42
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
$
104
Fannie
Mae
Pool
FN
MA4604
3.000%
5/01/37
$
92,888
310
Fannie
Mae
Pool
FN
MA4629
2022
1
3.000%
6/01/37
276,910
96
Fannie
Mae
Pool
FN
MA5042
4.500%
6/01/38
91,470
114
Fannie
Mae
Pool
FN
MA3890
3.000%
1/01/40
96,962
724
Fannie
Mae
Pool
FN
MA4268
2.000%
2/01/41
573,712
121
Fannie
Mae
Pool
FN
MA4310
1.500%
4/01/41
90,364
555
Fannie
Mae
Pool
FN
MA4334
2.500%
5/01/41
438,992
84
Fannie
Mae
Pool
FN
MA4364
2.000%
6/01/41
66,058
78
Fannie
Mae
Pool
FN
MA4366
2.500%
6/01/41
62,590
242
Fannie
Mae
Pool
FN
MA4387
2.000%
7/01/41
191,106
324
Fannie
Mae
Pool
FN
MA4423
2.500%
9/01/41
261,940
801
Fannie
Mae
Pool
FN
MA3143
3.000%
9/01/47
660,952
296
Fannie
Mae
Pool
FN
MA3120
3.500%
9/01/47
254,411
51
Fannie
Mae
Pool
FN
MA3182
3.500%
11/01/47
43,721
171
Fannie
Mae
Pool
FN
MA3358
4.500%
5/01/48
154,990
2,316
Fannie
Mae
Pool
FN
FM5665
3.500%
8/01/48
1,983,214
97
Fannie
Mae
Pool
FN
MA3536
4.000%
12/01/48
85,145
164
Fannie
Mae
Pool
FN
MA3574
3.500%
1/01/49
139,401
1,544
Fannie
Mae
Pool
FN
FM5488
4.000%
5/01/49
1,358,673
964
Fannie
Mae
Pool
FN
MA3774
3.000%
9/01/49
780,052
651
Fannie
Mae
Pool
FN
MA3905
3.000%
1/01/50
525,525
2,035
Fannie
Mae
Pool
FN
MA4182
2.000%
11/01/50
1,509,536
1,309
Fannie
Mae
Pool
FN
MA4208
2.000%
12/01/50
971,208
831
Fannie
Mae
Pool
FN
MA4254
1.500%
2/01/51
579,755
902
Fannie
Mae
Pool
FN
MA4255
2.000%
2/01/51
667,699
340
Fannie
Mae
Pool
FN
MA4304
1.500%
4/01/51
236,694
2,297
Fannie
Mae
Pool
FN
MA4305
2021
MTGE
2.000%
4/01/51
1,700,209
87
Fannie
Mae
Pool
FN
MA4337
4.000%
4/01/51
75,988
831
Fannie
Mae
Pool
FN
MA4325
2.000%
5/01/51
613,537
312
Fannie
Mae
Pool
FN
MA4327
3.000%
5/01/51
250,537
1,774
Fannie
Mae
Pool
FN
MA4355
2021
MTGE
2.000%
6/01/51
1,309,130
611
Fannie
Mae
Pool
FN
MA4357
3.000%
6/01/51
491,022
177
Fannie
Mae
Pool
FN
MA4377
1.500%
7/01/51
123,092
256
Fannie
Mae
Pool
FN
MA4378
2.000%
7/01/51
189,452
447
Fannie
Mae
Pool
FN
MA4397
1.500%
8/01/51
311,084
1,336
Fannie
Mae
Pool
FN
MA4398
2.000%
8/01/51
985,633
969
Fannie
Mae
Pool
FN
MA4437
2021
MA4437
2.000%
10/01/51
713,474
326
Fannie
Mae
Pool
FN
MA4439
3.000%
10/01/51
261,709
721
Fannie
Mae
Pool
FN
MA4465
2.000%
11/01/51
533,132
1,447
Fannie
Mae
Pool
FN
MA4511
2021
2021
2.000%
12/01/51
1,064,111
270
Fannie
Mae
Pool
FN
MA4492
,
(WI/DD)
2.000%
12/01/51
198,317
7,134
Fannie
Mae
Pool
FN
MA4493
2.500%
12/01/51
5,486,771
844
Fannie
Mae
Pool
FN
MA4512
2.500%
1/01/52
649,291
466
Fannie
Mae
Pool
FN
MA4513
2021
2021
3.000%
1/01/52
375,471
1,424
Fannie
Mae
Pool
FN
MA4549
3.000%
2/01/52
1,142,009
1,350
Fannie
Mae
Pool
FN
MA4562
2.000%
3/01/52
996,620
3,043
Fannie
Mae
Pool
FN
MA4563
2.500%
3/01/52
2,333,022
338
Fannie
Mae
Pool
FN
MA4564
2022
1
3.000%
3/01/52
271,071
867
Fannie
Mae
Pool
FN
MA4565
3.500%
3/01/52
725,423
373
Fannie
Mae
Pool
FN
MA4577
2.000%
4/01/52
273,803
43
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
$
1,146
Fannie
Mae
Pool
FN
MA4578
,
(WI/DD)
2.500%
4/01/52
$
880,918
456
Fannie
Mae
Pool
FN
MA4579
3.000%
4/01/52
365,717
632
Fannie
Mae
Pool
FN
MA4644
2022
1
4.000%
5/01/52
546,290
278
Fannie
Mae
Pool
FN
MA4625
2022
1
3.500%
6/01/52
232,135
906
Fannie
Mae
Pool
FN
MA4684
2022
1
4.500%
6/01/52
809,894
397
Fannie
Mae
Pool
FN
MA4686
5.000%
6/01/52
366,665
556
Fannie
Mae
Pool
FN
MA4653
3.000%
7/01/52
445,519
220
Fannie
Mae
Pool
FN
MA4654
3.500%
7/01/52
183,268
374
Fannie
Mae
Pool
FN
MA4700
2022
1
4.000%
7/01/52
323,371
326
Fannie
Mae
Pool
FN
MA4655
4.000%
7/01/52
281,676
553
Fannie
Mae
Pool
FN
MA4701
2022
1
4.500%
7/01/52
493,989
735
Fannie
Mae
Pool
FN
MA4656
4.500%
7/01/52
656,508
359
Fannie
Mae
Pool
FN
MA4709
5.000%
7/01/52
331,591
998
Fannie
Mae
Pool
FN
MA4737
2022
1
5.000%
8/01/52
920,781
990
Fannie
Mae
Pool
FN
MA4738
5.500%
8/01/52
940,819
323
Fannie
Mae
Pool
FN
MA4731
2022
1
3.500%
9/01/52
269,531
376
Fannie
Mae
Pool
FN
MA4732
4.000%
9/01/52
325,014
479
Fannie
Mae
Pool
FN
MA4782
3.500%
10/01/52
398,954
603
Fannie
Mae
Pool
FN
MA4783
4.000%
10/01/52
520,982
367
Fannie
Mae
Pool
FN
MA4807
5.500%
11/01/52
348,903
620
Fannie
Mae
Pool
FN
MA4847
6.000%
11/01/52
607,219
258
Fannie
Mae
Pool
FN
MA4852
6.500%
11/01/52
256,624
465
Fannie
Mae
Pool
FN
MA4842
2022
1
5.500%
12/01/52
441,561
992
Fannie
Mae
Pool
FN
MA4894
6.000%
1/01/53
970,193
701
Fannie
Mae
Pool
FN
MA4895
6.500%
1/01/53
698,323
293
Fannie
Mae
Pool
FN
MA5008
4.500%
5/01/53
262,034
394
Fannie
Mae
Pool
FN
MA5009
5.000%
5/01/53
363,250
277
Fannie
Mae
Pool
FN
MA5012
6.500%
5/01/53
275,295
201
Fannie
Mae
Pool
FN
MA5071
5.000%
7/01/53
185,325
216
Fannie
Mae
Pool
FN
MA5106
,
(WI/DD)
5.000%
8/01/53
199,177
264
Fannie
Mae
Pool
FN
MA5165
,
(WI/DD)
5.500%
10/01/53
250,132
99
Fannie
Mae
Pool
,
(WI/DD)
6.000%
10/01/53
96,752
275
Fannie
Mae
Pool
FN
MA5190
,
(WI/DD)
5.500%
11/01/53
260,926
100
Fannie
Mae
Pool
,
(WI/DD)
7.000%
11/01/53
101,122
183
Fannie
Mae-Aces
2018
M7
3.033%
3/25/28
167,102
250
Fannie
Mae-Aces
2018
M10
3.357%
7/25/28
231,688
85
Ford
Credit
Auto
Owner
Trust
2022
A
1.290%
6/15/26
82,765
786
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2019
K735
2.862%
5/25/26
739,343
99
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2021
K742
0.861%
6/25/27
88,941
62
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2021
K742
1.760%
3/25/28
53,198
100
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2021
K743
1.770%
5/25/28
85,205
100
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2023
K505
4.819%
6/25/28
97,353
100
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2023
K506
4.650%
8/25/28
96,849
100
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2023
K507
4.800%
9/25/28
97,004
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
(continued)
Portfolio
of
Investments
October
31,
2023
(Unaudited)
44
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
$
314
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2019
K094
2.701%
4/25/29
$
289,881
95
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2021
K125
1.101%
8/25/30
78,611
97
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2021
K127
1.353%
11/25/30
81,987
100
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2021
K129
1.647%
5/25/31
75,401
99
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2021
1520
2.007%
7/25/35
75,099
100
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2023
160
4.500%
10/25/60
91,318
454
Ginnie
Mae
II
Pool
G2
MA3663
3.500%
5/20/46
394,204
58
Ginnie
Mae
II
Pool
G2
MA5264
4.000%
6/20/48
51,694
66
Ginnie
Mae
II
Pool
G2
MA5398
4.000%
8/20/48
59,076
404
Ginnie
Mae
II
Pool
G2
MA6038
3.000%
7/20/49
337,412
189
Ginnie
Mae
II
Pool
G2
MA6283
3.000%
11/20/49
157,417
739
Ginnie
Mae
II
Pool
G2
MA6338
3.000%
12/20/49
616,248
144
Ginnie
Mae
II
Pool
G2
MA6542
3.500%
3/20/50
124,283
75
Ginnie
Mae
II
Pool
G2
MA6600
3.500%
4/20/50
64,491
75
Ginnie
Mae
II
Pool
G2
MA6820
3.000%
8/20/50
62,613
726
Ginnie
Mae
II
Pool
G2
MA6864
2.000%
9/20/50
563,091
652
Ginnie
Mae
II
Pool
G2
MA6865
2.500%
9/20/50
521,809
79
Ginnie
Mae
II
Pool
G2
MA6931
2.500%
10/20/50
62,927
262
Ginnie
Mae
II
Pool
G2
MA6995
2.500%
11/20/50
209,491
463
Ginnie
Mae
II
Pool
G2
MA7051
2020
GNMA
II
2.000%
12/20/50
358,732
230
Ginnie
Mae
II
Pool
G2
MA7054
3.500%
12/20/50
198,385
434
Ginnie
Mae
II
Pool
G2
MA7136
2.500%
1/20/51
346,780
495
Ginnie
Mae
II
Pool
G2
MA7312
2021
MTGE
2.500%
4/20/51
395,196
548
Ginnie
Mae
II
Pool
G2
MA7367
2.500%
5/20/51
437,511
793
Ginnie
Mae
II
Pool
G2
MA7472
2.500%
7/20/51
632,580
790
Ginnie
Mae
II
Pool
G2
MA7704
2.000%
11/20/51
609,473
265
Ginnie
Mae
II
Pool
G2
MA7826
2.000%
1/20/52
204,987
175
Ginnie
Mae
II
Pool
G2
MA7827
2.500%
1/20/52
139,625
1,470
Ginnie
Mae
II
Pool
G2
MA7882
3.000%
2/20/52
1,213,059
1,049
Ginnie
Mae
II
Pool
G2
MA7935
2.000%
3/20/52
809,354
227
Ginnie
Mae
II
Pool
G2
MA7936
2.500%
3/20/52
180,795
443
Ginnie
Mae
II
Pool
G2
MA7937
3.000%
3/20/52
365,038
819
Ginnie
Mae
II
Pool
G2
MA7938
3.500%
3/20/52
697,980
216
Ginnie
Mae
II
Pool
G2
MA8044
3.500%
5/20/52
184,118
459
Ginnie
Mae
II
Pool
G2
MA8046
4.500%
5/20/52
415,878
789
Ginnie
Mae
II
Pool
G2
MA8100
4.000%
6/20/52
694,238
232
Ginnie
Mae
II
Pool
G2
MA8101
4.500%
6/20/52
209,372
455
Ginnie
Mae
II
Pool
G2
MA8102
5.000%
6/20/52
424,071
467
Ginnie
Mae
II
Pool
G2
MA8151
4.500%
7/20/52
422,452
189
Ginnie
Mae
II
Pool
G2
MA8200
4.000%
8/20/52
166,022
188
Ginnie
Mae
II
Pool
G2
MA8201
4.500%
8/20/52
170,318
186
Ginnie
Mae
II
Pool
G2
MA8202
5.000%
8/20/52
173,449
189
Ginnie
Mae
II
Pool
G2
MA8266
3.500%
9/20/52
161,305
209
Ginnie
Mae
II
Pool
G2
MA8267
2022
A
4.000%
9/20/52
184,088
184
Ginnie
Mae
II
Pool
G2
MA8349
5.500%
10/20/52
175,842
45
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
$
191
Ginnie
Mae
II
Pool
G2
MA8428
5.000%
11/20/52
$
178,173
184
Ginnie
Mae
II
Pool
G2
MA8430
6.000%
11/20/52
180,297
477
Ginnie
Mae
II
Pool
G2
MA8491
5.500%
12/20/52
456,615
186
Ginnie
Mae
II
Pool
G2
MA8492
6.000%
12/20/52
182,666
476
Ginnie
Mae
II
Pool
G2
MA8571
6.000%
1/20/53
466,284
275
Ginnie
Mae
II
Pool
G2
MA8572
6.500%
1/20/53
274,860
196
Ginnie
Mae
II
Pool
G2
MA8801
5.500%
4/20/53
187,684
197
Ginnie
Mae
II
Pool
G2
MA8876
4.000%
5/20/53
173,308
197
Ginnie
Mae
II
Pool
,
(WI/DD)
6.500%
5/20/53
196,623
100
Ginnie
Mae
II
Pool
,
(WI/DD)
5.500%
8/20/53
95,237
275
Ginnie
Mae
II
Pool
G2
MA9170
5.000%
9/20/53
255,585
100
Ginnie
Mae
II
Pool
,
(WI/DD)
6.000%
9/20/53
97,829
100
Ginnie
Mae
II
Pool
,
(WI/DD)
7.000%
10/20/53
101,448
74
GM
Financial
Automobile
Leasing
Trust
2021
2
0.690%
5/20/25
73,485
47
GM
Financial
Consumer
Automobile
Receivables
Trust
2022
1
1.260%
11/16/26
45,082
200
GS
Mortgage
Securities
Trust
2019
GC38
3.968%
2/10/52
178,062
42
Honda
Auto
Receivables
Owner
Trust
2021
2
0.330%
8/15/25
41,176
50
John
Deere
Owner
Trust
2021
B
0.740%
5/15/28
46,602
100
Morgan
Stanley
Capital
I
Trust
2021
L5
1.518%
5/15/54
86,927
28
Santander
Drive
Auto
Receivables
Trust
2021
2
0.900%
6/15/26
27,330
100
Synchrony
Card
Funding
LLC
2023
A1
5.540%
7/15/29
99,305
100
Toyota
Auto
Receivables
Owner
Trust
2021
B
0.530%
10/15/26
92,976
90
Verizon
Master
Trust
2021
1
0.500%
5/20/27
87,296
300
Wells
Fargo
Commercial
Mortgage
Trust
2019
C49
3.760%
3/15/52
266,444
126
Wells
Fargo
Commercial
Mortgage
Trust
2016
C32
3.324%
1/15/59
122,438
56
World
Omni
Auto
Receivables
Trust
2021
B
0.420%
6/15/26
53,816
Total
Securitized
(cost
$92,006,342)
75,871,332
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X
–
CORPORATE
DEBT
-
25.4%
Financials
-
8.7%
$
10
Aegon
NV
5.500%
4/11/48
9,037
180
AerCap
Ireland
Capital
DAC
/
AerCap
Global
Aviation
Trust
2.450%
10/29/26
160,115
30
AerCap
Ireland
Capital
DAC
/
AerCap
Global
Aviation
Trust
3.650%
7/21/27
26,931
160
AerCap
Ireland
Capital
DAC
/
AerCap
Global
Aviation
Trust
3.300%
1/30/32
123,870
60
Aetna
Inc
4.750%
3/15/44
46,377
40
Aflac
Inc
3.600%
4/01/30
34,844
150
Air
Lease
Corp
2.875%
1/15/26
139,223
20
Air
Lease
Corp
3.125%
12/01/30
15,922
100
Alexandria
Real
Estate
Equities
Inc
3.375%
8/15/31
81,143
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
(continued)
Portfolio
of
Investments
October
31,
2023
(Unaudited)
46
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Financials
(continued)
$
100
Alexandria
Real
Estate
Equities
Inc
2.950%
3/15/34
$
72,901
10
(b)
Ally
Financial
Inc
5.800%
5/01/25
9,788
82
Ally
Financial
Inc
8.000%
11/01/31
80,036
20
Ally
Financial
Inc
8.000%
11/01/31
19,420
40
American
Express
Co
2.250%
3/04/25
38,043
100
American
Express
Co
4.990%
5/01/26
98,081
90
American
Express
Co
1.650%
11/04/26
79,265
100
American
Express
Co
5.625%
7/28/34
91,139
120
American
International
Group
Inc
3.400%
6/30/30
100,941
100
Aon
Corp
/
Aon
Global
Holdings
PLC
5.350%
2/28/33
93,199
80
Arthur
J
Gallagher
&
Co
3.050%
3/09/52
43,397
42
Assurant
Inc
2.650%
1/15/32
30,261
30
Australia
&
New
Zealand
Banking
Group
Ltd/New
York
NY
5.375%
7/03/25
29,861
10
Australia
&
New
Zealand
Banking
Group
Ltd/New
York
NY
3.700%
11/16/25
9,630
270
Banco
Santander
SA
4.175%
3/24/28
247,232
100
Bank
of
America
Corp
3.841%
4/25/25
98,747
100
Bank
of
America
Corp
3.384%
4/02/26
95,815
100
Bank
of
America
Corp
5.080%
1/20/27
97,346
40
Bank
of
America
Corp
1.734%
7/22/27
35,300
300
Bank
of
America
Corp
2.087%
6/14/29
247,694
150
Bank
of
America
Corp
4.271%
7/23/29
136,503
730
Bank
of
America
Corp
3.974%
2/07/30
645,594
200
Bank
of
America
Corp
2.592%
4/29/31
157,673
250
Bank
of
America
Corp
2.651%
3/11/32
191,593
100
Bank
of
America
Corp
2.299%
7/21/32
73,776
50
Bank
of
America
Corp
5.872%
9/15/34
47,084
122
Bank
of
America
Corp
3.311%
4/22/42
81,006
200
Bank
of
America
Corp
2.972%
7/21/52
114,722
100
(b)
Bank
of
Montreal
1.500%
1/10/25
94,824
100
Bank
of
Montreal
2.650%
3/08/27
89,456
50
Bank
of
Montreal
5.717%
9/25/28
48,959
48
Bank
of
Montreal
3.803%
12/15/32
41,599
100
Bank
of
New
York
Mellon
Corp/The
0.850%
10/25/24
95,171
100
Bank
of
New
York
Mellon
Corp/The
2.800%
5/04/26
93,080
100
Bank
of
New
York
Mellon
Corp/The
2.050%
1/26/27
88,577
30
Bank
of
New
York
Mellon/The
5.148%
5/22/26
29,613
150
Bank
of
Nova
Scotia/The
3.450%
4/11/25
144,550
100
Bank
of
Nova
Scotia/The
1.350%
6/24/26
88,677
310
Barclays
PLC
4.836%
5/09/28
278,593
200
Barclays
PLC
7.385%
11/02/28
202,191
200
Barclays
PLC
6.692%
9/13/34
189,146
40
BlackRock
Inc
3.250%
4/30/29
35,708
10
BlackRock
Inc
2.400%
4/30/30
8,205
30
BlackRock
Inc
1.900%
1/28/31
23,140
162
Boston
Properties
LP
2.900%
3/15/30
124,240
30
BPCE
SA
4.000%
4/15/24
29,717
50
Brixmor
Operating
Partnership
LP
4.125%
6/15/26
47,051
120
Brookfield
Finance
I
UK
Plc
/
Brookfield
Finance
Inc
2.340%
1/30/32
87,364
20
Brookfield
Finance
Inc
3.900%
1/25/28
18,231
40
Camden
Property
Trust
2.800%
5/15/30
33,080
130
Canadian
Imperial
Bank
of
Commerce
1.000%
10/18/24
124,004
100
Canadian
Imperial
Bank
of
Commerce
6.092%
10/03/33
96,324
200
Capital
One
Financial
Corp
5.468%
2/01/29
185,945
100
Capital
One
Financial
Corp
6.312%
6/08/29
95,747
100
Capital
One
Financial
Corp
7.624%
10/30/31
99,952
30
Cboe
Global
Markets
Inc
3.000%
3/16/32
24,085
210
Centene
Corp
3.375%
2/15/30
173,638
47
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Financials
(continued)
$
10
Charles
Schwab
Corp/The
3.200%
3/02/27
$
9,045
130
Charles
Schwab
Corp/The
2.000%
3/20/28
108,551
10
Charles
Schwab
Corp/The
4.000%
2/01/29
8,982
100
Charles
Schwab
Corp/The
5.643%
5/19/29
96,265
109
Chubb
Corp/The
6.000%
5/11/37
107,860
10
Chubb
INA
Holdings
Inc
1.375%
9/15/30
7,499
40
Citigroup
Inc
0.981%
5/01/25
38,826
100
Citigroup
Inc
3.290%
3/17/26
95,764
948
Citigroup
Inc
3.980%
3/20/30
838,714
100
Citigroup
Inc
2.561%
5/01/32
75,881
130
Citigroup
Inc
2.520%
11/03/32
96,713
100
Citizens
Financial
Group
Inc
2.638%
9/30/32
66,353
100
CME
Group
Inc
2.650%
3/15/32
79,825
60
CME
Group
Inc
5.300%
9/15/43
55,671
250
Commonwealth
Bank
of
Australia/New
York
NY
5.499%
9/12/25
249,739
140
Cooperatieve
Rabobank
UA
3.750%
7/21/26
130,071
100
Corporate
Office
Properties
LP
2.000%
1/15/29
75,979
270
Credit
Suisse
AG/New
York
NY
2.950%
4/09/25
256,370
240
Deutsche
Bank
AG/New
York
NY
1.447%
4/01/25
234,244
100
Digital
Realty
Trust
LP
5.550%
1/15/28
96,944
110
Discover
Financial
Services
6.700%
11/29/32
101,905
10
Elevance
Health
Inc
3.650%
12/01/27
9,212
100
Elevance
Health
Inc
2.250%
5/15/30
79,721
40
Elevance
Health
Inc
5.500%
10/15/32
38,264
100
Elevance
Health
Inc
4.650%
1/15/43
79,593
10
Elevance
Health
Inc
3.125%
5/15/50
5,926
100
Elevance
Health
Inc
4.550%
5/15/52
75,707
20
Equitable
Holdings
Inc
7.000%
4/01/28
20,473
42
Equitable
Holdings
Inc
5.000%
4/20/48
31,994
50
Federal
Realty
OP
LP
3.500%
6/01/30
41,747
132
Fifth
Third
Bancorp
1.707%
11/01/27
112,507
100
Fifth
Third
Bancorp
6.339%
7/27/29
96,860
30
First
American
Financial
Corp
2.400%
8/15/31
21,669
10
Franklin
Resources
Inc
2.850%
3/30/25
9,554
30
Franklin
Resources
Inc
1.600%
10/30/30
22,238
50
GATX
Corp
4.700%
4/01/29
46,075
30
GATX
Corp
3.500%
6/01/32
23,714
10
Goldman
Sachs
Group
Inc/The
3.850%
7/08/24
9,852
200
Goldman
Sachs
Group
Inc/The
1.948%
10/21/27
175,403
300
Goldman
Sachs
Group
Inc/The
3.800%
3/15/30
259,196
652
Goldman
Sachs
Group
Inc/The
2.383%
7/21/32
483,946
200
Goldman
Sachs
Group
Inc/The
2.650%
10/21/32
150,371
100
Goldman
Sachs
Group
Inc/The
6.561%
10/24/34
99,403
80
Hartford
Financial
Services
Group
Inc/The
2.900%
9/15/51
44,057
100
Healthpeak
OP
LLC
2.125%
12/01/28
82,447
50
Healthpeak
OP
LLC
3.500%
7/15/29
43,169
50
Host
Hotels
&
Resorts
LP
4.500%
2/01/26
47,830
65
HSBC
Holdings
PLC
0.976%
5/24/25
62,835
200
HSBC
Holdings
PLC
7.336%
11/03/26
203,452
200
HSBC
Holdings
PLC
2.013%
9/22/28
167,862
450
HSBC
Holdings
PLC
2.804%
5/24/32
338,792
200
HSBC
Holdings
PLC
6.547%
6/20/34
185,869
30
Humana
Inc
4.875%
4/01/30
27,949
100
Humana
Inc
2.150%
2/03/32
73,856
100
Huntington
Bancshares
Inc/OH
2.625%
8/06/24
96,867
100
ING
Groep
NV
3.950%
3/29/27
92,583
50
ING
Groep
NV
4.050%
4/09/29
44,681
54
Intercontinental
Exchange
Inc
3.750%
9/21/28
49,267
100
Intercontinental
Exchange
Inc
4.600%
3/15/33
89,277
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
(continued)
Portfolio
of
Investments
October
31,
2023
(Unaudited)
48
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Financials
(continued)
$
60
Intercontinental
Exchange
Inc
4.250%
9/21/48
$
44,482
20
Invesco
Finance
PLC
3.750%
1/15/26
19,113
100
Invitation
Homes
Operating
Partnership
LP
5.450%
8/15/30
93,241
10
JPMorgan
Chase
&
Co
0.824%
6/01/25
9,663
100
JPMorgan
Chase
&
Co
3.845%
6/14/25
98,464
100
JPMorgan
Chase
&
Co
2.595%
2/24/26
95,311
100
JPMorgan
Chase
&
Co
4.080%
4/26/26
96,922
100
JPMorgan
Chase
&
Co
1.470%
9/22/27
87,114
290
JPMorgan
Chase
&
Co
3.702%
5/06/30
254,433
210
JPMorgan
Chase
&
Co
2.739%
10/15/30
172,529
648
JPMorgan
Chase
&
Co
4.493%
3/24/31
584,565
110
JPMorgan
Chase
&
Co
2.545%
11/08/32
83,343
140
JPMorgan
Chase
&
Co
3.157%
4/22/42
92,226
250
JPMorgan
Chase
&
Co
3.328%
4/22/52
153,279
20
KeyBank
NA/Cleveland
OH
6.950%
2/01/28
18,572
110
KeyCorp
2.250%
4/06/27
91,295
40
Kilroy
Realty
LP
4.750%
12/15/28
35,222
10
Kilroy
Realty
LP
2.500%
11/15/32
6,617
100
Kimco
Realty
OP
LLC
2.250%
12/01/31
73,168
20
Legg
Mason
Inc
4.750%
3/15/26
19,505
20
Legg
Mason
Inc
5.625%
1/15/44
17,641
70
(b)
Lincoln
National
Corp
3.050%
1/15/30
55,299
20
Lincoln
National
Corp
3.400%
3/01/32
14,991
20
(b)
Lincoln
National
Corp
4.375%
6/15/50
13,041
40
Lloyds
Banking
Group
PLC
4.500%
11/04/24
39,071
210
Lloyds
Banking
Group
PLC
2.438%
2/05/26
199,072
40
Lloyds
Banking
Group
PLC
4.550%
8/16/28
36,893
100
M&T
Bank
Corp
7.413%
10/30/29
100,250
30
Manulife
Financial
Corp
5.375%
3/04/46
26,329
120
Marsh
&
McLennan
Cos
Inc
2.250%
11/15/30
94,390
20
Marsh
&
McLennan
Cos
Inc
4.350%
1/30/47
15,192
10
Marsh
&
McLennan
Cos
Inc
4.200%
3/01/48
7,384
150
MetLife
Inc
4.875%
11/13/43
122,380
200
Mitsubishi
UFJ
Financial
Group
Inc
2.757%
9/13/26
182,521
140
Mitsubishi
UFJ
Financial
Group
Inc
1.538%
7/20/27
123,671
64
Mitsubishi
UFJ
Financial
Group
Inc
3.961%
3/02/28
59,272
200
Mitsubishi
UFJ
Financial
Group
Inc
5.441%
2/22/34
186,397
150
Mizuho
Financial
Group
Inc
2.651%
5/22/26
141,616
10
Mizuho
Financial
Group
Inc
3.663%
2/28/27
9,256
100
Mizuho
Financial
Group
Inc
2.869%
9/13/30
82,291
20
Morgan
Stanley
0.790%
5/30/25
19,291
40
Morgan
Stanley
4.350%
9/08/26
37,844
80
Morgan
Stanley
4.210%
4/20/28
74,608
497
Morgan
Stanley
3.772%
1/24/29
448,261
100
Morgan
Stanley
5.123%
2/01/29
95,209
291
Morgan
Stanley
4.431%
1/23/30
264,962
110
Morgan
Stanley
3.622%
4/01/31
93,134
200
Morgan
Stanley
2.239%
7/21/32
147,509
110
Morgan
Stanley
5.424%
7/21/34
100,395
100
Morgan
Stanley
6.627%
11/01/34
99,850
100
Morgan
Stanley
2.484%
9/16/36
70,741
20
Morgan
Stanley
4.300%
1/27/45
15,032
110
Nasdaq
Inc
5.550%
2/15/34
102,035
100
National
Australia
Bank
Ltd/New
York
3.375%
1/14/26
95,279
100
NatWest
Group
PLC
5.808%
9/13/29
95,852
100
NatWest
Group
PLC
5.076%
1/27/30
91,787
100
NNN
REIT
Inc
5.600%
10/15/33
92,173
90
Nomura
Holdings
Inc
2.648%
1/16/25
85,955
120
Nomura
Holdings
Inc
2.172%
7/14/28
98,739
42
Northern
Trust
Corp
3.950%
10/30/25
40,541
49
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Financials
(continued)
$
20
Northern
Trust
Corp
3.150%
5/03/29
$
17,517
30
ORIX
Corp
3.700%
7/18/27
27,754
10
PNC
Bank
NA
3.300%
10/30/24
9,741
10
PNC
Bank
NA
3.100%
10/25/27
8,911
90
PNC
Bank
NA
4.050%
7/26/28
80,151
20
PNC
Bank
NA
2.700%
10/22/29
15,889
124
PNC
Financial
Services
Group
Inc/The
3.900%
4/29/24
122,532
100
PNC
Financial
Services
Group
Inc/The
5.582%
6/12/29
95,746
100
PNC
Financial
Services
Group
Inc/The
6.875%
10/20/34
99,940
54
Principal
Financial
Group
Inc
3.700%
5/15/29
47,978
10
Principal
Financial
Group
Inc
2.125%
6/15/30
7,767
34
Progressive
Corp/The
3.200%
3/26/30
28,971
20
(b)
Progressive
Corp/The
3.000%
3/15/32
16,257
40
Progressive
Corp/The
4.200%
3/15/48
29,781
91
Prologis
LP
3.875%
9/15/28
83,494
50
Prologis
LP
2.875%
11/15/29
42,109
10
Prologis
LP
4.375%
9/15/48
7,289
100
Prologis
LP
5.250%
6/15/53
84,093
31
Prudential
Financial
Inc
1.500%
3/10/26
28,018
10
(b)
Prudential
Financial
Inc
2.100%
3/10/30
8,011
70
Prudential
Financial
Inc
3.000%
3/10/40
46,453
20
Prudential
Financial
Inc
4.500%
9/15/47
17,528
113
Prudential
Financial
Inc
3.905%
12/07/47
77,080
30
Prudential
Funding
Asia
PLC
3.625%
3/24/32
24,743
100
Public
Storage
5.125%
1/15/29
97,464
10
Regions
Financial
Corp
1.800%
8/12/28
7,814
20
Regions
Financial
Corp
7.375%
12/10/37
19,130
30
Reinsurance
Group
of
America
Inc
3.950%
9/15/26
28,358
29
Reinsurance
Group
of
America
Inc
3.900%
5/15/29
25,586
100
Royal
Bank
of
Canada
3.375%
4/14/25
96,498
100
Royal
Bank
of
Canada
1.200%
4/27/26
89,178
100
Royal
Bank
of
Canada
1.150%
7/14/26
88,132
110
(b)
Royal
Bank
of
Canada
5.200%
8/01/28
106,082
10
Santander
Holdings
USA
Inc
4.260%
6/09/25
9,782
100
Santander
Holdings
USA
Inc
2.490%
1/06/28
86,092
200
Simon
Property
Group
LP
5.500%
3/08/33
185,856
100
State
Street
Corp
1.746%
2/06/26
94,511
100
State
Street
Corp
2.400%
1/24/30
81,444
50
Sumitomo
Mitsui
Financial
Group
Inc
2.632%
7/14/26
45,828
330
Sumitomo
Mitsui
Financial
Group
Inc
3.364%
7/12/27
300,057
160
Sumitomo
Mitsui
Financial
Group
Inc
2.750%
1/15/30
129,838
10
Sumitomo
Mitsui
Financial
Group
Inc
1.710%
1/12/31
7,264
112
Synchrony
Financial
4.875%
6/13/25
106,220
212
Toronto-Dominion
Bank/The
1.200%
6/03/26
187,957
100
Toronto-Dominion
Bank/The
5.523%
7/17/28
97,494
30
Toronto-Dominion
Bank/The
3.625%
9/15/31
27,572
92
Travelers
Cos
Inc/The
4.600%
8/01/43
75,289
20
Travelers
Cos
Inc/The
3.750%
5/15/46
13,821
20
Travelers
Cos
Inc/The
4.000%
5/30/47
14,534
51
Truist
Bank
3.625%
9/16/25
48,114
200
Truist
Financial
Corp
3.700%
6/05/25
191,893
50
Truist
Financial
Corp
1.887%
6/07/29
40,079
50
Truist
Financial
Corp
7.161%
10/30/29
50,295
200
UBS
AG/London
5.650%
9/11/28
195,724
50
UnitedHealth
Group
Inc
4.000%
5/15/29
46,264
100
UnitedHealth
Group
Inc
5.300%
2/15/30
98,164
110
UnitedHealth
Group
Inc
4.200%
5/15/32
97,528
100
(b)
UnitedHealth
Group
Inc
5.350%
2/15/33
96,117
351
UnitedHealth
Group
Inc
4.750%
5/15/52
280,972
250
US
Bank
NA/Cincinnati
OH
2.800%
1/27/25
239,852
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
(continued)
Portfolio
of
Investments
October
31,
2023
(Unaudited)
50
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Financials
(continued)
$
21
Ventas
Realty
LP
3.850%
4/01/27
$
19,433
20
Ventas
Realty
LP
4.400%
1/15/29
18,289
10
Ventas
Realty
LP
3.000%
1/15/30
8,168
54
Ventas
Realty
LP
4.750%
11/15/30
48,287
19
Voya
Financial
Inc
4.800%
6/15/46
13,661
40
Voya
Financial
Inc
4.700%
1/23/48
31,380
118
Welltower
OP
LLC
4.125%
3/15/29
106,515
10
Welltower
OP
LLC
2.750%
1/15/31
7,850
50
Westpac
Banking
Corp
1.953%
11/20/28
41,818
100
Westpac
Banking
Corp
2.150%
6/03/31
77,546
166
Westpac
Banking
Corp
4.322%
11/23/31
153,217
10
Willis
North
America
Inc
3.600%
5/15/24
9,858
50
Willis
North
America
Inc
2.950%
9/15/29
41,921
10
XL
Group
Ltd
5.250%
12/15/43
8,510
20
Zions
Bancorp
NA
3.250%
10/29/29
14,895
Total
Financials
23,630,917
Industrial
-
14.5%
20
3M
Co
3.375%
3/01/29
17,586
78
3M
Co
2.375%
8/26/29
63,663
70
3M
Co
3.050%
4/15/30
59,112
10
3M
Co
3.625%
10/15/47
6,435
10
(b)
3M
Co
3.250%
8/26/49
5,874
20
ABB
Finance
USA
Inc
3.800%
4/03/28
18,837
44
Adobe
Inc
1.900%
2/01/25
42,120
18
Adobe
Inc
2.150%
2/01/27
16,274
60
Agilent
Technologies
Inc
2.100%
6/04/30
46,778
99
Air
Products
and
Chemicals
Inc
1.850%
5/15/27
87,479
30
Albemarle
Corp
4.650%
6/01/27
28,331
210
Alibaba
Group
Holding
Ltd
4.500%
11/28/34
176,675
100
Alphabet
Inc
0.800%
8/15/27
85,617
60
Alphabet
Inc
2.250%
8/15/60
30,339
10
Amcor
Finance
USA
Inc
4.500%
5/15/28
9,360
60
Amcor
Flexibles
North
America
Inc
2.630%
6/19/30
47,359
200
America
Movil
SAB
de
CV
4.700%
7/21/32
180,499
40
American
Honda
Finance
Corp
2.150%
9/10/24
38,789
100
American
Honda
Finance
Corp
1.500%
1/13/25
95,173
100
American
Honda
Finance
Corp
5.850%
10/04/30
99,294
10
American
Tower
Corp
4.000%
6/01/25
9,668
10
American
Tower
Corp
3.375%
10/15/26
9,257
40
American
Tower
Corp
1.500%
1/31/28
32,919
110
American
Tower
Corp
5.250%
7/15/28
104,931
50
American
Tower
Corp
5.800%
11/15/28
48,848
70
American
Tower
Corp
2.900%
1/15/30
57,085
10
American
Tower
Corp
1.875%
10/15/30
7,402
100
American
Tower
Corp
4.050%
3/15/32
83,898
10
American
Tower
Corp
3.100%
6/15/50
5,514
100
Amgen
Inc
5.150%
3/02/28
97,598
100
(b)
Amgen
Inc
3.000%
2/22/29
87,815
138
Amgen
Inc
2.300%
2/25/31
107,888
110
Amgen
Inc
2.000%
1/15/32
81,394
20
Amgen
Inc
5.750%
3/15/40
18,185
10
Amgen
Inc
4.950%
10/01/41
8,236
270
Amgen
Inc
5.600%
3/02/43
240,817
200
Amgen
Inc
4.400%
5/01/45
150,212
50
Amphenol
Corp
4.350%
6/01/29
46,684
100
Analog
Devices
Inc
1.700%
10/01/28
83,658
10
Applied
Materials
Inc
3.900%
10/01/25
9,715
22
Applied
Materials
Inc
5.100%
10/01/35
20,848
60
Applied
Materials
Inc
4.350%
4/01/47
47,927
51
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
20
Aptiv
PLC
4.350%
3/15/29
$
18,550
52
Aptiv
PLC
/
Aptiv
Corp
4.150%
5/01/52
34,242
10
Archer-Daniels-Midland
Co
3.250%
3/27/30
8,663
120
Archer-Daniels-Midland
Co
2.700%
9/15/51
67,462
50
Arrow
Electronics
Inc
6.125%
3/01/26
49,630
20
Astrazeneca
Finance
LLC
1.200%
5/28/26
17,988
49
AstraZeneca
PLC
1.375%
8/06/30
37,342
195
AstraZeneca
PLC
6.450%
9/15/37
202,781
10
AstraZeneca
PLC
4.375%
11/16/45
7,949
60
AT&T
Inc
5.539%
2/20/26
59,517
130
AT&T
Inc
5.400%
2/15/34
119,448
640
AT&T
Inc
4.850%
3/01/39
522,112
200
AT&T
Inc
6.375%
3/01/41
188,391
220
AT&T
Inc
3.650%
6/01/51
135,404
50
Autodesk
Inc
2.400%
12/15/31
38,411
60
Automatic
Data
Processing
Inc
1.700%
5/15/28
51,504
70
AutoNation
Inc
1.950%
8/01/28
56,270
30
AutoNation
Inc
4.750%
6/01/30
26,276
80
AutoZone
Inc
4.500%
2/01/28
75,641
100
AutoZone
Inc
5.200%
8/01/33
90,700
50
Avery
Dennison
Corp
2.250%
2/15/32
36,845
30
Avnet
Inc
4.625%
4/15/26
28,754
100
Baidu
Inc
4.375%
3/29/28
94,121
105
Baker
Hughes
Holdings
LLC
/
Baker
Hughes
Co-Obligor
Inc
3.138%
11/07/29
89,702
180
Baxalta
Inc
4.000%
6/23/25
174,625
10
Baxter
International
Inc
2.600%
8/15/26
9,122
60
Baxter
International
Inc
1.730%
4/01/31
43,583
110
(b)
Baxter
International
Inc
2.539%
2/01/32
82,492
12
(b)
Bell
Telephone
Co
of
Canada
or
Bell
Canada
2.150%
2/15/32
8,946
80
Bell
Telephone
Co
of
Canada
or
Bell
Canada
3.650%
3/17/51
50,915
40
Berry
Global
Inc,
144A
5.500%
4/15/28
38,279
20
Biogen
Inc
2.250%
5/01/30
15,707
50
Block
Financial
LLC
2.500%
7/15/28
42,172
50
Booking
Holdings
Inc
3.600%
6/01/26
47,616
42
BorgWarner
Inc
2.650%
7/01/27
37,338
90
Bristol-Myers
Squibb
Co
1.450%
11/13/30
67,823
360
Bristol-Myers
Squibb
Co
4.125%
6/15/39
285,899
50
Bristol-Myers
Squibb
Co
6.250%
11/15/53
49,481
80
British
Telecommunications
PLC
9.625%
12/15/30
92,257
212
Broadcom
Inc,
144A
4.150%
4/15/32
179,376
385
Broadcom
Inc
4.300%
11/15/32
327,634
50
Broadridge
Financial
Solutions
Inc
2.600%
5/01/31
38,787
30
Brunswick
Corp/DE
4.400%
9/15/32
23,598
30
Bunge
Ltd
Finance
Corp
3.250%
8/15/26
27,940
10
Bunge
Ltd
Finance
Corp
3.750%
9/25/27
9,249
50
Bunge
Ltd
Finance
Corp
2.750%
5/14/31
39,581
10
Campbell
Soup
Co
3.300%
3/19/25
9,610
110
(b)
Campbell
Soup
Co
2.375%
4/24/30
87,202
60
Canadian
National
Railway
Co
6.375%
11/15/37
61,066
40
Canadian
National
Railway
Co
3.650%
2/03/48
27,651
10
Canadian
National
Railway
Co
4.450%
1/20/49
7,745
100
Canadian
Pacific
Railway
Co
2.450%
12/02/31
87,184
70
Canadian
Pacific
Railway
Co
4.300%
5/15/43
52,806
50
Canadian
Pacific
Railway
Co
6.125%
9/15/15
45,002
120
Cardinal
Health
Inc
4.500%
11/15/44
87,109
10
Cardinal
Health
Inc
4.900%
9/15/45
7,640
20
Carlisle
Cos
Inc
3.500%
12/01/24
19,409
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
(continued)
Portfolio
of
Investments
October
31,
2023
(Unaudited)
52
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
10
Carlisle
Cos
Inc
2.750%
3/01/30
$
8,082
20
Carlisle
Cos
Inc
2.200%
3/01/32
14,644
172
Carrier
Global
Corp
3.377%
4/05/40
115,732
50
Caterpillar
Financial
Services
Corp
0.600%
9/13/24
47,882
50
Caterpillar
Financial
Services
Corp
3.250%
12/01/24
48,787
112
Caterpillar
Financial
Services
Corp
3.400%
5/13/25
108,492
10
Caterpillar
Financial
Services
Corp
0.800%
11/13/25
9,107
120
Caterpillar
Inc
3.803%
8/15/42
90,651
20
CBRE
Services
Inc
4.875%
3/01/26
19,343
100
CBRE
Services
Inc
5.950%
8/15/34
90,918
82
CDW
LLC
/
CDW
Finance
Corp
2.670%
12/01/26
73,348
103
Celanese
US
Holdings
LLC
1.400%
8/05/26
89,702
200
Charter
Communications
Operating
LLC
/
Charter
Communications
Operating
Capital
2.250%
1/15/29
161,951
200
(b)
Charter
Communications
Operating
LLC
/
Charter
Communications
Operating
Capital
4.400%
4/01/33
165,479
200
Charter
Communications
Operating
LLC
/
Charter
Communications
Operating
Capital
5.500%
4/01/63
140,617
62
Cheniere
Corpus
Christi
Holdings
LLC
5.125%
6/30/27
59,820
110
Cheniere
Energy
Partners
LP,
144A
5.950%
6/30/33
102,870
40
Church
&
Dwight
Co
Inc
3.150%
8/01/27
36,728
70
Cigna
Group/The
4.500%
2/25/26
67,954
300
Cigna
Group/The
3.050%
10/15/27
271,247
80
Cigna
Group/The
4.800%
8/15/38
67,766
10
Cigna
Group/The
3.875%
10/15/47
6,817
100
Cintas
Corp
No
2
3.450%
5/01/25
96,779
100
Cintas
Corp
No
2
3.700%
4/01/27
94,256
118
Cisco
Systems
Inc
2.500%
9/20/26
109,571
40
Clorox
Co/The
4.400%
5/01/29
37,092
50
CNH
Industrial
NV
3.850%
11/15/27
46,079
5
Coca-Cola
Co/The
1.450%
6/01/27
4,394
50
Coca-Cola
Co/The
1.000%
3/15/28
41,977
160
Coca-Cola
Co/The
1.650%
6/01/30
126,370
10
Coca-Cola
Co/The
1.375%
3/15/31
7,503
110
Coca-Cola
Co/The
3.000%
3/05/51
68,613
40
Coca-Cola
Co/The
2.750%
6/01/60
22,443
100
Coca-Cola
Femsa
SAB
de
CV
1.850%
9/01/32
72,933
10
Colgate-Palmolive
Co
3.100%
8/15/25
9,636
100
Colgate-Palmolive
Co
3.250%
8/15/32
84,157
70
Comcast
Corp
3.300%
4/01/27
64,868
200
Comcast
Corp
3.400%
4/01/30
173,143
300
Comcast
Corp
1.500%
2/15/31
222,004
100
Comcast
Corp
5.500%
11/15/32
96,325
100
Comcast
Corp
6.450%
3/15/37
100,520
340
Comcast
Corp
3.750%
4/01/40
249,863
300
Comcast
Corp
2.987%
11/01/63
154,015
20
Conagra
Brands
Inc
4.600%
11/01/25
19,420
60
Conagra
Brands
Inc
8.250%
9/15/30
65,774
50
Corning
Inc
5.350%
11/15/48
42,570
10
Corning
Inc
3.900%
11/15/49
6,752
10
Corning
Inc
4.375%
11/15/57
7,106
80
Costco
Wholesale
Corp
1.375%
6/20/27
69,628
40
Crown
Castle
Inc
4.300%
2/15/29
36,205
154
Crown
Castle
Inc
3.300%
7/01/30
126,590
110
Crown
Castle
Inc
2.500%
7/15/31
83,075
105
CSX
Corp
4.250%
3/15/29
97,983
20
CSX
Corp
6.000%
10/01/36
19,702
100
CSX
Corp
4.100%
3/15/44
74,393
53
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
20
CSX
Corp
4.750%
11/15/48
$
15,834
52
CSX
Corp
4.250%
11/01/66
36,065
9
Cummins
Inc
1.500%
9/01/30
6,875
62
Cummins
Inc
2.600%
9/01/50
34,047
200
CVS
Health
Corp
3.625%
4/01/27
185,648
100
CVS
Health
Corp
5.250%
1/30/31
94,116
170
CVS
Health
Corp
1.875%
2/28/31
126,378
300
CVS
Health
Corp
2.125%
9/15/31
223,548
120
CVS
Health
Corp
2.700%
8/21/40
72,667
120
CVS
Health
Corp
4.250%
4/01/50
83,163
100
Danaher
Corp
2.800%
12/10/51
56,334
100
Deere
&
Co
3.900%
6/09/42
78,303
140
Dell
International
LLC
/
EMC
Corp
5.850%
7/15/25
139,738
142
Dell
International
LLC
/
EMC
Corp
8.100%
7/15/36
154,006
50
Discovery
Communications
LLC
3.950%
3/20/28
45,158
192
(b)
Discovery
Communications
LLC
3.625%
5/15/30
159,907
330
Discovery
Communications
LLC
5.000%
9/20/37
258,308
51
Discovery
Communications
LLC
6.350%
6/01/40
44,248
20
Discovery
Communications
LLC
5.200%
9/20/47
14,316
100
Dollar
General
Corp
3.500%
4/03/30
84,382
12
Dollar
Tree
Inc
4.000%
5/15/25
11,621
82
Dollar
Tree
Inc
3.375%
12/01/51
46,591
30
Dover
Corp
5.375%
10/15/35
28,077
30
Dow
Chemical
Co/The
2.100%
11/15/30
23,248
141
Dow
Chemical
Co/The
4.250%
10/01/34
118,887
40
DR
Horton
Inc
1.300%
10/15/26
35,079
140
DuPont
de
Nemours
Inc
5.319%
11/15/38
125,129
30
DXC
Technology
Co
1.800%
9/15/26
26,294
201
Eastern
Gas
Transmission
&
Storage
Inc
4.800%
11/01/43
156,311
50
Eastman
Chemical
Co
5.750%
3/08/33
46,310
48
Eaton
Corp
3.103%
9/15/27
44,020
52
Eaton
Corp
4.000%
11/02/32
45,436
134
eBay
Inc
2.700%
3/11/30
108,816
36
Ecolab
Inc
3.250%
12/01/27
33,114
10
Ecolab
Inc
1.300%
1/30/31
7,359
110
Ecolab
Inc
2.700%
12/15/51
60,377
52
Electronic
Arts
Inc
1.850%
2/15/31
39,573
25
Eli
Lilly
&
Co
3.375%
3/15/29
22,752
130
Eli
Lilly
&
Co
4.700%
2/27/33
122,082
50
Emerson
Electric
Co
2.000%
12/21/28
42,366
62
Emerson
Electric
Co
1.950%
10/15/30
48,735
10
Enbridge
Inc
2.500%
2/14/25
9,564
170
Enbridge
Inc
3.125%
11/15/29
143,901
90
Enbridge
Inc
4.500%
6/10/44
65,626
50
Enbridge
Inc
8.250%
1/15/84
47,929
90
Enterprise
Products
Operating
LLC
7.550%
4/15/38
98,140
200
Enterprise
Products
Operating
LLC
6.125%
10/15/39
193,635
100
Enterprise
Products
Operating
LLC
4.850%
3/15/44
82,817
50
Equifax
Inc
5.100%
6/01/28
47,722
40
Equinix
Inc
2.625%
11/18/24
38,622
100
Equinix
Inc
3.900%
4/15/32
83,222
20
Equinix
Inc
3.000%
7/15/50
10,889
110
Estee
Lauder
Cos
Inc/The
2.600%
4/15/30
90,667
220
FedEx
Corp
3.900%
2/01/35
177,141
122
Fidelity
National
Information
Services
Inc
1.650%
3/01/28
102,139
224
Fiserv
Inc
3.500%
7/01/29
196,495
60
Flex
Ltd
4.875%
6/15/29
54,866
50
Flowserve
Corp
2.800%
1/15/32
36,845
40
FMC
Corp
3.450%
10/01/29
33,115
10
Fomento
Economico
Mexicano
SAB
de
CV
4.375%
5/10/43
7,656
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
(continued)
Portfolio
of
Investments
October
31,
2023
(Unaudited)
54
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
89
Fomento
Economico
Mexicano
SAB
de
CV
3.500%
1/16/50
$
57,229
30
Fortive
Corp
3.150%
6/15/26
27,959
100
Fortune
Brands
Innovations
Inc
5.875%
6/01/33
93,250
100
Fox
Corp
4.709%
1/25/29
93,453
100
Fox
Corp
6.500%
10/13/33
97,666
140
GE
HealthCare
Technologies
Inc
5.857%
3/15/30
136,749
184
General
Mills
Inc
2.875%
4/15/30
152,103
180
General
Motors
Financial
Co
Inc
5.000%
4/09/27
172,110
274
General
Motors
Financial
Co
Inc
5.650%
1/17/29
262,993
210
General
Motors
Financial
Co
Inc
4.300%
4/06/29
186,596
40
Genuine
Parts
Co
2.750%
2/01/32
30,164
190
Gilead
Sciences
Inc
4.600%
9/01/35
166,704
156
Gilead
Sciences
Inc
4.000%
9/01/36
127,093
30
Gilead
Sciences
Inc
5.650%
12/01/41
27,742
50
GlaxoSmithKline
Capital
Inc
3.625%
5/15/25
48,659
30
GlaxoSmithKline
Capital
PLC
3.000%
6/01/24
29,528
70
GlaxoSmithKline
Capital
PLC
3.375%
6/01/29
63,082
180
Global
Payments
Inc
3.200%
8/15/29
151,077
172
Halliburton
Co
4.850%
11/15/35
151,337
20
Harley-Davidson
Inc
4.625%
7/28/45
13,716
10
Hasbro
Inc
3.500%
9/15/27
9,108
100
Hasbro
Inc
3.900%
11/19/29
85,919
40
HCA
Inc
4.500%
2/15/27
37,832
50
HCA
Inc
3.125%
3/15/27
45,119
100
HCA
Inc
5.200%
6/01/28
95,211
106
HCA
Inc
4.125%
6/15/29
94,083
110
HCA
Inc
5.125%
6/15/39
90,487
100
HCA
Inc
3.500%
7/15/51
57,931
60
Hershey
Co/The
4.250%
5/04/28
57,587
60
Hewlett
Packard
Enterprise
Co
6.102%
4/01/26
59,928
70
Hewlett
Packard
Enterprise
Co
6.200%
10/15/35
68,712
120
Home
Depot
Inc/The
2.700%
4/15/25
115,431
10
Home
Depot
Inc/The
2.950%
6/15/29
8,774
299
Home
Depot
Inc/The
5.400%
9/15/40
273,342
100
Home
Depot
Inc/The
5.950%
4/01/41
96,968
22
Home
Depot
Inc/The
4.400%
3/15/45
17,230
100
Honda
Motor
Co
Ltd
2.534%
3/10/27
90,402
50
Hormel
Foods
Corp
1.700%
6/03/28
42,406
10
HP
Inc
2.200%
6/17/25
9,442
52
HP
Inc
3.400%
6/17/30
43,418
100
HP
Inc
4.200%
4/15/32
84,314
100
Hyatt
Hotels
Corp
5.750%
1/30/27
98,829
20
IDEX
Corp
2.625%
6/15/31
15,607
70
Illinois
Tool
Works
Inc
4.875%
9/15/41
61,421
292
Intel
Corp
2.450%
11/15/29
245,100
130
Intel
Corp
5.125%
2/10/30
125,795
10
Intel
Corp
4.000%
12/15/32
8,720
110
(b)
Intel
Corp
4.600%
3/25/40
92,094
70
Intel
Corp
4.250%
12/15/42
53,501
70
Intel
Corp
4.100%
5/11/47
50,465
90
Intel
Corp
3.734%
12/08/47
60,574
20
International
Business
Machines
Corp
7.000%
10/30/25
20,580
170
International
Business
Machines
Corp
3.300%
5/15/26
160,781
100
International
Business
Machines
Corp
2.720%
2/09/32
79,615
72
International
Business
Machines
Corp
5.600%
11/30/39
66,418
20
International
Business
Machines
Corp
4.000%
6/20/42
14,871
90
International
Business
Machines
Corp
4.700%
2/19/46
71,164
40
International
Flavors
&
Fragrances
Inc
4.375%
6/01/47
26,003
10
International
Flavors
&
Fragrances
Inc
5.000%
9/26/48
7,195
45
International
Paper
Co
4.800%
6/15/44
35,130
55
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
52
International
Paper
Co
4.350%
8/15/48
$
38,157
60
Interpublic
Group
of
Cos
Inc/The
2.400%
3/01/31
46,202
100
Interpublic
Group
of
Cos
Inc/The
5.375%
6/15/33
91,921
100
Intuit
Inc
5.250%
9/15/26
99,702
18
Intuit
Inc
1.350%
7/15/27
15,537
10
(b)
Intuit
Inc
1.650%
7/15/30
7,731
100
J
M
Smucker
Co/The
2.750%
9/15/41
59,514
40
Jabil
Inc
4.250%
5/15/27
37,536
112
John
Deere
Capital
Corp
0.450%
6/07/24
108,603
100
John
Deere
Capital
Corp
0.625%
9/10/24
95,712
100
John
Deere
Capital
Corp
1.300%
10/13/26
89,314
30
John
Deere
Capital
Corp
3.350%
4/18/29
27,019
100
John
Deere
Capital
Corp
4.700%
6/10/30
94,138
390
Johnson
&
Johnson
3.550%
3/01/36
319,116
36
Johnson
Controls
International
plc
5.125%
9/14/45
29,637
10
Johnson
Controls
International
plc
/
Tyco
Fire
&
Security
Finance
SCA
1.750%
9/15/30
7,595
30
Johnson
Controls
International
plc
/
Tyco
Fire
&
Security
Finance
SCA
2.000%
9/16/31
22,309
60
Kellogg
Co
3.400%
11/15/27
54,435
10
Kellogg
Co
4.500%
4/01/46
7,679
20
Keurig
Dr
Pepper
Inc
3.200%
5/01/30
16,874
160
Keurig
Dr
Pepper
Inc
4.500%
4/15/52
118,408
50
Keysight
Technologies
Inc
3.000%
10/30/29
41,974
10
Kimberly-Clark
Corp
3.950%
11/01/28
9,417
98
Kimberly-Clark
Corp
6.625%
8/01/37
104,775
90
Kinder
Morgan
Inc
1.750%
11/15/26
79,757
312
Kinder
Morgan
Inc
5.300%
12/01/34
276,090
100
KLA
Corp
4.650%
7/15/32
92,695
10
Koninklijke
KPN
NV
8.375%
10/01/30
10,943
30
Kraft
Heinz
Foods
Co
3.875%
5/15/27
28,124
110
Kraft
Heinz
Foods
Co
4.250%
3/01/31
97,204
120
Kraft
Heinz
Foods
Co
5.500%
6/01/50
102,991
20
Kroger
Co/The
2.200%
5/01/30
15,683
110
Kroger
Co/The
6.900%
4/15/38
111,934
9
Kroger
Co/The
5.400%
7/15/40
7,717
10
Laboratory
Corp
of
America
Holdings
3.600%
9/01/27
9,305
110
Laboratory
Corp
of
America
Holdings
2.700%
6/01/31
86,725
10
Lam
Research
Corp
3.750%
3/15/26
9,598
10
Lam
Research
Corp
1.900%
6/15/30
7,869
90
Lam
Research
Corp
3.125%
6/15/60
50,002
60
Lear
Corp
2.600%
1/15/32
44,235
30
Leggett
&
Platt
Inc
4.400%
3/15/29
27,196
30
Leggett
&
Platt
Inc
3.500%
11/15/51
17,941
10
Lennox
International
Inc
1.700%
8/01/27
8,573
10
Linde
Inc/CT
1.100%
8/10/30
7,614
40
Lowe's
Cos
Inc
4.000%
4/15/25
38,988
70
Lowe's
Cos
Inc
3.350%
4/01/27
64,820
61
Lowe's
Cos
Inc
4.500%
4/15/30
55,798
300
Lowe's
Cos
Inc
5.000%
4/15/40
250,556
190
LYB
International
Finance
III
LLC
3.375%
10/01/40
123,082
60
Magna
International
Inc
2.450%
6/15/30
48,425
132
Marathon
Petroleum
Corp
4.750%
9/15/44
99,758
150
Marriott
International
Inc/MD
5.550%
10/15/28
146,174
102
Martin
Marietta
Materials
Inc
3.200%
7/15/51
60,594
60
Marvell
Technology
Inc
2.450%
4/15/28
51,335
60
Masco
Corp
2.000%
2/15/31
44,983
10
Masco
Corp
4.500%
5/15/47
7,123
32
Mastercard
Inc
2.950%
6/01/29
28,073
44
(b)
Mastercard
Inc
3.350%
3/26/30
38,659
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
(continued)
Portfolio
of
Investments
October
31,
2023
(Unaudited)
56
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
100
Mastercard
Inc
2.000%
11/18/31
$
76,303
40
Mastercard
Inc
3.800%
11/21/46
29,365
200
McDonald's
Corp
4.600%
9/09/32
183,532
150
McDonald's
Corp
5.150%
9/09/52
126,451
50
McKesson
Corp
4.900%
7/15/28
48,550
90
MDC
Holdings
Inc
3.966%
8/06/61
47,520
100
Merck
&
Co
Inc
1.900%
12/10/28
84,611
200
Merck
&
Co
Inc
1.450%
6/24/30
153,772
220
Merck
&
Co
Inc
2.750%
12/10/51
124,230
20
Micron
Technology
Inc
4.975%
2/06/26
19,491
80
Micron
Technology
Inc
4.185%
2/15/27
74,890
70
Microsoft
Corp
3.300%
2/06/27
66,130
131
Microsoft
Corp
3.450%
8/08/36
106,824
20
Microsoft
Corp
3.750%
2/12/45
15,377
576
Microsoft
Corp
2.921%
3/17/52
355,570
50
Mohawk
Industries
Inc
5.850%
9/18/28
49,126
20
Moody's
Corp
2.000%
8/19/31
15,079
10
Moody's
Corp
5.250%
7/15/44
8,594
70
Moody's
Corp
3.750%
2/25/52
46,663
10
Mosaic
Co/The
4.050%
11/15/27
9,332
70
Mosaic
Co/The
4.875%
11/15/41
53,565
100
Motorola
Solutions
Inc
2.750%
5/24/31
77,521
240
MPLX
LP
2.650%
8/15/30
189,600
100
MPLX
LP
4.950%
3/14/52
74,111
30
National
Fuel
Gas
Co
5.500%
1/15/26
29,424
10
National
Fuel
Gas
Co
5.500%
10/01/26
9,778
50
NetApp
Inc
2.375%
6/22/27
44,383
100
Norfolk
Southern
Corp
2.300%
5/15/31
78,275
32
Norfolk
Southern
Corp
4.837%
10/01/41
26,388
110
Norfolk
Southern
Corp
2.900%
8/25/51
61,154
100
Norfolk
Southern
Corp
5.350%
8/01/54
85,341
50
NOV
Inc
3.950%
12/01/42
33,474
90
Novartis
Capital
Corp
2.200%
8/14/30
73,183
100
Novartis
Capital
Corp
4.400%
5/06/44
81,719
10
Novartis
Capital
Corp
2.750%
8/14/50
5,943
100
Nutrien
Ltd
4.200%
4/01/29
91,758
100
NVIDIA
Corp
2.000%
6/15/31
77,894
102
NVIDIA
Corp
3.500%
4/01/40
76,361
30
NVR
Inc
3.000%
5/15/30
24,622
10
NXP
BV
/
NXP
Funding
LLC
/
NXP
USA
Inc
3.150%
5/01/27
9,052
72
NXP
BV
/
NXP
Funding
LLC
/
NXP
USA
Inc
2.500%
5/11/31
54,984
110
NXP
BV
/
NXP
Funding
LLC
/
NXP
USA
Inc
2.650%
2/15/32
82,994
10
Omnicom
Group
Inc
2.450%
4/30/30
7,935
60
Omnicom
Group
Inc
/
Omnicom
Capital
Inc
3.600%
4/15/26
56,832
183
ONEOK
Inc
4.550%
7/15/28
170,608
19
ONEOK
Inc
4.350%
3/15/29
17,265
20
ONEOK
Inc
7.150%
1/15/51
19,558
150
Oracle
Corp
2.800%
4/01/27
135,714
100
Oracle
Corp
4.650%
5/06/30
91,677
120
Oracle
Corp
4.900%
2/06/33
107,760
630
Oracle
Corp
4.300%
7/08/34
525,124
150
Oracle
Corp
6.900%
11/09/52
147,811
80
Orange
SA
5.375%
1/13/42
69,399
60
Otis
Worldwide
Corp
3.112%
2/15/40
40,800
2
Owens
Corning
3.400%
8/15/26
1,861
50
Owens
Corning
3.875%
6/01/30
43,134
70
PACCAR
Financial
Corp
3.550%
8/11/25
67,766
20
Paramount
Global
4.200%
6/01/29
16,930
220
(b)
Paramount
Global
4.200%
5/19/32
169,860
57
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
20
Paramount
Global
5.900%
10/15/40
$
14,723
10
Parker-Hannifin
Corp
3.250%
3/01/27
9,272
20
Parker-Hannifin
Corp
3.250%
6/14/29
17,571
104
Parker-Hannifin
Corp
4.200%
11/21/34
87,732
20
Parker-Hannifin
Corp
4.450%
11/21/44
15,454
10
PayPal
Holdings
Inc
3.900%
6/01/27
9,501
150
PayPal
Holdings
Inc
2.850%
10/01/29
127,576
60
PepsiCo
Inc
3.500%
7/17/25
58,149
30
PepsiCo
Inc
2.375%
10/06/26
27,785
100
PepsiCo
Inc
1.625%
5/01/30
78,649
364
PepsiCo
Inc
2.875%
10/15/49
221,316
100
Pfizer
Inc
3.600%
9/15/28
92,405
350
Pfizer
Inc
4.200%
9/15/48
268,187
100
Pfizer
Investment
Enterprises
Pte
Ltd
4.450%
5/19/26
97,628
100
Pfizer
Investment
Enterprises
Pte
Ltd
4.450%
5/19/28
95,581
140
Pfizer
Investment
Enterprises
Pte
Ltd
4.750%
5/19/33
128,660
150
Pfizer
Investment
Enterprises
Pte
Ltd
5.110%
5/19/43
131,658
40
Phillips
66
Co
3.550%
10/01/26
37,588
162
Phillips
66
Co
4.680%
2/15/45
123,301
50
PPG
Industries
Inc
3.750%
3/15/28
46,123
50
Procter
&
Gamble
Co/The
1.000%
4/23/26
45,199
200
Procter
&
Gamble
Co/The
3.000%
3/25/30
174,056
25
PulteGroup
Inc
5.000%
1/15/27
24,295
21
(b)
PVH
Corp
4.625%
7/10/25
20,147
30
Qorvo
Inc,
144A
1.750%
12/15/24
28,353
200
QUALCOMM
Inc
1.650%
5/20/32
145,887
50
QUALCOMM
Inc
4.250%
5/20/32
45,101
10
Quanta
Services
Inc
2.900%
10/01/30
7,874
70
Quanta
Services
Inc
2.350%
1/15/32
50,390
28
Quest
Diagnostics
Inc
4.250%
4/01/24
27,800
50
Quest
Diagnostics
Inc
3.450%
6/01/26
47,144
100
Regal
Rexnord
Corp,
144A
6.300%
2/15/30
94,099
50
Regeneron
Pharmaceuticals
Inc
1.750%
9/15/30
37,681
10
Regeneron
Pharmaceuticals
Inc
2.800%
9/15/50
5,385
50
RELX
Capital
Inc
4.750%
5/20/32
45,811
10
Republic
Services
Inc
3.375%
11/15/27
9,204
70
Republic
Services
Inc
3.950%
5/15/28
65,283
28
Republic
Services
Inc
2.300%
3/01/30
22,714
50
Republic
Services
Inc
1.450%
2/15/31
36,761
110
Revvity
Inc
2.250%
9/15/31
81,846
40
Rockwell
Automation
Inc
4.200%
3/01/49
30,523
10
Rogers
Communications
Inc
3.625%
12/15/25
9,485
10
Rogers
Communications
Inc
2.900%
11/15/26
9,114
40
Rogers
Communications
Inc
3.200%
3/15/27
36,363
10
Rogers
Communications
Inc
3.800%
3/15/32
8,110
150
Rogers
Communications
Inc
5.450%
10/01/43
122,890
100
Roper
Technologies
Inc
3.800%
12/15/26
94,467
10
Ryder
System
Inc
2.500%
9/01/24
9,703
110
Ryder
System
Inc
2.850%
3/01/27
99,377
50
Ryder
System
Inc
6.300%
12/01/28
49,811
150
S&P
Global
Inc
2.900%
3/01/32
120,354
50
S&P
Global
Inc,
144A
5.250%
9/15/33
47,175
10
S&P
Global
Inc
2.300%
8/15/60
4,648
20
Sabine
Pass
Liquefaction
LLC
5.875%
6/30/26
19,851
160
Sabine
Pass
Liquefaction
LLC
4.500%
5/15/30
143,516
90
Salesforce
Inc
2.700%
7/15/41
57,875
122
Salesforce
Inc
2.900%
7/15/51
71,752
10
(b)
Schlumberger
Finance
Canada
Ltd
1.400%
9/17/25
9,272
82
Schlumberger
Investment
SA
2.650%
6/26/30
67,874
141
Sherwin-Williams
Co/The
2.950%
8/15/29
120,162
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
(continued)
Portfolio
of
Investments
October
31,
2023
(Unaudited)
58
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
42
Sherwin-Williams
Co/The
4.500%
6/01/47
$
31,680
60
(b)
Sonoco
Products
Co
2.850%
2/01/32
46,608
110
(b)
Stanley
Black
&
Decker
Inc
3.000%
5/15/32
86,292
100
Starbucks
Corp
3.000%
2/14/32
80,791
100
Starbucks
Corp
4.800%
2/15/33
91,583
10
Starbucks
Corp
3.500%
11/15/50
6,408
130
Sysco
Corp
3.250%
7/15/27
118,432
60
Takeda
Pharmaceutical
Co
Ltd
3.375%
7/09/60
34,311
40
Take-Two
Interactive
Software
Inc
3.700%
4/14/27
37,232
40
Tapestry
Inc
3.050%
3/15/32
28,699
1
Target
Corp
3.375%
4/15/29
902
150
Target
Corp
2.350%
2/15/30
123,239
62
Target
Corp
6.500%
10/15/37
63,584
9
Target
Corp
3.900%
11/15/47
6,427
20
TC
PipeLines
LP
3.900%
5/25/27
18,526
40
Teledyne
Technologies
Inc
2.250%
4/01/28
34,150
20
Telefonica
Emisiones
SA
4.103%
3/08/27
18,720
21
Telefonica
Emisiones
SA
7.045%
6/20/36
20,966
40
Telefonica
Emisiones
SA
4.665%
3/06/38
31,101
20
Telefonica
Emisiones
SA
4.895%
3/06/48
14,410
90
Telefonica
Emisiones
SA
5.520%
3/01/49
71,004
50
TELUS
Corp
3.700%
9/15/27
46,362
60
Texas
Instruments
Inc
1.750%
5/04/30
47,830
100
Texas
Instruments
Inc
1.900%
9/15/31
77,064
30
Texas
Instruments
Inc
3.875%
3/15/39
23,845
50
Thermo
Fisher
Scientific
Inc
4.953%
8/10/26
49,501
190
Thermo
Fisher
Scientific
Inc
2.800%
10/15/41
121,058
40
Thomson
Reuters
Corp
3.350%
5/15/26
37,564
30
Timken
Co/The
4.125%
4/01/32
25,047
100
Toyota
Motor
Corp
5.118%
7/13/28
98,677
132
(b)
Toyota
Motor
Corp
2.760%
7/02/29
114,943
100
Toyota
Motor
Credit
Corp
0.625%
9/13/24
95,680
10
Toyota
Motor
Credit
Corp
4.400%
9/20/24
9,887
100
Toyota
Motor
Credit
Corp
1.450%
1/13/25
95,191
100
Toyota
Motor
Credit
Corp
1.125%
6/18/26
89,430
100
Toyota
Motor
Credit
Corp
5.250%
9/11/28
98,419
40
Toyota
Motor
Credit
Corp
4.550%
5/17/30
37,422
10
Trane
Technologies
Financing
Ltd
3.800%
3/21/29
9,126
290
TransCanada
PipeLines
Ltd
2.500%
10/12/31
218,759
60
Transcontinental
Gas
Pipe
Line
Co
LLC
7.850%
2/01/26
61,948
70
Transcontinental
Gas
Pipe
Line
Co
LLC
3.250%
5/15/30
58,622
50
Transcontinental
Gas
Pipe
Line
Co
LLC
3.950%
5/15/50
33,877
120
TSMC
Arizona
Corp
4.250%
4/22/32
109,561
39
TWDC
Enterprises
18
Corp
3.150%
9/17/25
37,337
10
TWDC
Enterprises
18
Corp
2.950%
6/15/27
9,229
20
TWDC
Enterprises
18
Corp
4.375%
8/16/41
15,694
20
TWDC
Enterprises
18
Corp
4.125%
12/01/41
15,250
60
Tyco
Electronics
Group
SA
2.500%
2/04/32
46,997
10
Unilever
Capital
Corp
2.600%
5/05/24
9,834
18
Unilever
Capital
Corp
3.100%
7/30/25
17,301
21
Unilever
Capital
Corp
2.000%
7/28/26
19,213
100
Unilever
Capital
Corp
1.750%
8/12/31
75,490
10
Union
Pacific
Corp
3.375%
2/01/35
7,820
488
Union
Pacific
Corp
3.550%
8/15/39
359,280
60
United
Parcel
Service
Inc
4.450%
4/01/30
56,281
150
United
Parcel
Service
Inc
5.200%
4/01/40
136,225
130
Valero
Energy
Corp
2.800%
12/01/31
100,619
30
Valmont
Industries
Inc
5.250%
10/01/54
22,763
50
Verisk
Analytics
Inc
4.125%
3/15/29
45,766
39
Verizon
Communications
Inc
4.016%
12/03/29
34,830
59
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
80
Verizon
Communications
Inc
1.500%
9/18/30
$
59,816
115
Verizon
Communications
Inc
2.550%
3/21/31
89,845
605
Verizon
Communications
Inc
2.355%
3/15/32
452,389
100
Verizon
Communications
Inc
5.050%
5/09/33
91,528
112
Verizon
Communications
Inc
2.850%
9/03/41
69,172
10
Verizon
Communications
Inc
5.500%
3/16/47
8,748
50
Verizon
Communications
Inc
4.000%
3/22/50
33,998
260
Verizon
Communications
Inc
3.875%
3/01/52
173,428
20
Verizon
Communications
Inc
2.987%
10/30/56
10,523
40
VF
Corp
2.800%
4/23/27
35,154
50
Visa
Inc
2.050%
4/15/30
40,448
10
Visa
Inc
1.100%
2/15/31
7,408
221
Visa
Inc
4.150%
12/14/35
192,566
10
Visa
Inc
2.000%
8/15/50
5,107
130
VMware
Inc
1.400%
8/15/26
114,513
10
Vodafone
Group
PLC
4.125%
5/30/25
9,751
20
Vodafone
Group
PLC
6.250%
11/30/32
19,780
173
Vodafone
Group
PLC
6.150%
2/27/37
164,238
10
Vodafone
Group
PLC
4.875%
6/19/49
7,564
10
Vodafone
Group
PLC
4.250%
9/17/50
6,819
50
Vulcan
Materials
Co
5.800%
3/01/26
49,570
100
(b)
Walgreens
Boots
Alliance
Inc
3.200%
4/15/30
77,872
40
Walt
Disney
Co/The
3.350%
3/24/25
38,747
40
Walt
Disney
Co/The
2.650%
1/13/31
32,468
150
Walt
Disney
Co/The
6.400%
12/15/35
152,726
10
Walt
Disney
Co/The
6.650%
11/15/37
10,406
12
Walt
Disney
Co/The
4.750%
9/15/44
9,791
60
Walt
Disney
Co/The
4.950%
10/15/45
49,535
290
Walt
Disney
Co/The
2.750%
9/01/49
162,060
1
Warnermedia
Holdings
Inc
3.788%
3/15/25
967
1
Warnermedia
Holdings
Inc
5.391%
3/15/62
700
110
Waste
Connections
Inc
2.200%
1/15/32
82,808
10
Waste
Management
Inc
1.500%
3/15/31
7,421
100
Waste
Management
Inc
4.150%
4/15/32
88,499
50
Western
Digital
Corp
4.750%
2/15/26
46,884
110
Western
Midstream
Operating
LP
6.150%
4/01/33
104,036
40
Western
Union
Co/The
2.850%
1/10/25
38,369
10
(b)
Western
Union
Co/The
6.200%
11/17/36
9,418
50
Westlake
Corp
5.000%
8/15/46
38,006
20
Weyerhaeuser
Co
7.375%
3/15/32
21,098
80
Weyerhaeuser
Co
3.375%
3/09/33
63,485
100
(b)
Whirlpool
Corp
4.700%
5/14/32
88,276
200
Williams
Cos
Inc/The
2.600%
3/15/31
155,938
50
Workday
Inc
3.700%
4/01/29
44,643
130
WRKCo
Inc
4.000%
3/15/28
119,436
50
WW
Grainger
Inc
1.850%
2/15/25
47,591
50
Xilinx
Inc
2.375%
6/01/30
40,768
31
Xylem
Inc/NY
2.250%
1/30/31
23,959
20
Zoetis
Inc
4.500%
11/13/25
19,515
126
Zoetis
Inc
3.900%
8/20/28
117,130
9
Zoetis
Inc
2.000%
5/15/30
7,088
Total
Industrial
39,661,102
Utility
-
2.2%
62
AEP
Texas
Inc
4.150%
5/01/49
42,442
20
American
Electric
Power
Co
Inc
5.699%
8/15/25
19,836
30
American
Electric
Power
Co
Inc
5.750%
11/01/27
29,806
120
American
Water
Capital
Corp
2.800%
5/01/30
99,757
110
American
Water
Capital
Corp
2.300%
6/01/31
85,520
10
American
Water
Capital
Corp
4.200%
9/01/48
7,343
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
(continued)
Portfolio
of
Investments
October
31,
2023
(Unaudited)
60
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Utility
(continued)
$
260
Appalachian
Power
Co
4.400%
5/15/44
$
188,068
10
Appalachian
Power
Co
3.700%
5/01/50
6,308
40
Atmos
Energy
Corp
2.625%
9/15/29
34,145
100
Atmos
Energy
Corp
5.900%
11/15/33
98,532
100
Atmos
Energy
Corp
2.850%
2/15/52
56,296
40
Avangrid
Inc
3.200%
4/15/25
38,282
10
Avista
Corp
4.350%
6/01/48
7,220
60
Avista
Corp
4.000%
4/01/52
39,736
120
Berkshire
Hathaway
Energy
Co
3.700%
7/15/30
104,398
210
Berkshire
Hathaway
Energy
Co
5.150%
11/15/43
176,832
100
Berkshire
Hathaway
Energy
Co
4.600%
5/01/53
74,090
10
Black
Hills
Corp
1.037%
8/23/24
9,586
50
Black
Hills
Corp
5.950%
3/15/28
49,402
100
CenterPoint
Energy
Houston
Electric
LLC
3.000%
3/01/32
80,562
90
CenterPoint
Energy
Inc
1.450%
6/01/26
80,819
90
CenterPoint
Energy
Resources
Corp
4.100%
9/01/47
62,601
121
Commonwealth
Edison
Co
6.450%
1/15/38
120,801
100
Commonwealth
Edison
Co
2.750%
9/01/51
54,044
120
Connecticut
Light
and
Power
Co/The
2.050%
7/01/31
91,501
50
Consolidated
Edison
Co
of
New
York
Inc
2.400%
6/15/31
39,297
124
Consolidated
Edison
Co
of
New
York
Inc
5.500%
12/01/39
109,665
122
Consolidated
Edison
Co
of
New
York
Inc
4.650%
12/01/48
93,859
20
Consolidated
Edison
Co
of
New
York
Inc
3.950%
4/01/50
13,956
10
Consolidated
Edison
Co
of
New
York
Inc
4.300%
12/01/56
6,950
10
Consolidated
Edison
Co
of
New
York
Inc
4.500%
5/15/58
7,156
10
Consolidated
Edison
Co
of
New
York
Inc
3.700%
11/15/59
6,089
21
Consolidated
Edison
Co
of
New
York
Inc
3.000%
12/01/60
11,073
100
Consumers
Energy
Co
4.900%
2/15/29
96,624
100
Consumers
Energy
Co
3.500%
8/01/51
65,580
126
DTE
Energy
Co
2.950%
3/01/30
103,303
122
Duke
Energy
Florida
LLC
2.400%
12/15/31
93,829
57
Duke
Energy
Florida
LLC
6.350%
9/15/37
56,410
100
Duke
Energy
Florida
LLC
5.950%
11/15/52
92,541
62
Emera
US
Finance
LP
4.750%
6/15/46
43,333
60
Entergy
Arkansas
LLC
5.150%
1/15/33
55,849
10
Entergy
Texas
Inc
3.550%
9/30/49
6,321
110
Essential
Utilities
Inc
2.400%
5/01/31
84,322
10
Essential
Utilities
Inc
3.351%
4/15/50
5,876
100
Evergy
Metro
Inc
4.950%
4/15/33
91,283
120
Exelon
Corp
2.750%
3/15/27
108,563
10
Exelon
Corp
4.050%
4/15/30
8,833
10
Exelon
Corp
4.950%
6/15/35
8,665
10
Exelon
Corp
4.450%
4/15/46
7,339
50
Idaho
Power
Co
5.800%
4/01/54
45,249
48
Interstate
Power
and
Light
Co
3.600%
4/01/29
43,066
70
IPALCO
Enterprises
Inc
4.250%
5/01/30
60,281
100
National
Rural
Utilities
Cooperative
Finance
Corp
3.450%
6/15/25
96,415
100
National
Rural
Utilities
Cooperative
Finance
Corp
2.750%
4/15/32
78,007
151
NiSource
Inc
3.600%
5/01/30
129,249
30
NiSource
Inc
1.700%
2/15/31
21,972
20
NiSource
Inc
4.375%
5/15/47
14,496
50
NSTAR
Electric
Co
3.200%
5/15/27
46,110
110
NSTAR
Electric
Co
3.950%
4/01/30
98,442
12
NSTAR
Electric
Co
5.500%
3/15/40
10,776
90
Oklahoma
Gas
and
Electric
Co
4.150%
4/01/47
63,824
20
Oncor
Electric
Delivery
Co
LLC
2.750%
5/15/30
16,519
77
Oncor
Electric
Delivery
Co
LLC
7.500%
9/01/38
85,191
110
Oncor
Electric
Delivery
Co
LLC,
144A
4.950%
9/15/52
90,329
61
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Utility
(continued)
$
30
ONE
Gas
Inc
4.250%
9/01/32
$
26,430
60
PacifiCorp
2.700%
9/15/30
47,984
10
PacifiCorp
5.250%
6/15/35
8,870
180
PECO
Energy
Co
4.600%
5/15/52
139,601
60
Piedmont
Natural
Gas
Co
Inc
2.500%
3/15/31
46,222
36
Potomac
Electric
Power
Co
6.500%
11/15/37
36,538
50
PPL
Capital
Funding
Inc
3.100%
5/15/26
46,738
60
PPL
Electric
Utilities
Corp
4.150%
10/01/45
44,135
18
Public
Service
Co
of
Colorado
6.500%
8/01/38
17,890
10
Public
Service
Co
of
Colorado
4.100%
6/15/48
6,959
50
Public
Service
Co
of
New
Hampshire
2.200%
6/15/31
38,733
20
Public
Service
Co
of
Oklahoma
2.200%
8/15/31
15,040
10
Public
Service
Electric
and
Gas
Co
2.250%
9/15/26
9,159
70
Public
Service
Electric
and
Gas
Co
1.900%
8/15/31
52,902
140
Public
Service
Electric
and
Gas
Co
5.800%
5/01/37
133,232
100
Puget
Energy
Inc
4.224%
3/15/32
83,222
30
Puget
Sound
Energy
Inc
5.638%
4/15/41
26,825
100
San
Diego
Gas
&
Electric
Co
3.000%
3/15/32
80,575
43
San
Diego
Gas
&
Electric
Co
4.150%
5/15/48
31,047
10
San
Diego
Gas
&
Electric
Co
4.100%
6/15/49
6,922
104
Sempra
6.000%
10/15/39
95,123
10
Sempra
4.000%
2/01/48
6,827
220
Southern
California
Edison
Co
4.700%
6/01/27
211,633
20
Southern
California
Edison
Co
4.500%
9/01/40
15,525
10
Southern
California
Edison
Co
3.600%
2/01/45
6,497
90
Southern
California
Edison
Co
4.875%
3/01/49
69,911
150
Southern
California
Edison
Co
5.450%
6/01/52
125,239
10
Southern
California
Gas
Co
3.150%
9/15/24
9,776
10
Southern
California
Gas
Co
4.300%
1/15/49
7,170
130
Southern
California
Gas
Co
5.750%
6/01/53
114,999
60
Southern
Co/The
5.200%
6/15/33
55,151
10
Southwest
Gas
Corp
3.700%
4/01/28
9,107
20
(b)
Southwest
Gas
Corp
3.800%
9/29/46
12,897
140
Southwestern
Electric
Power
Co
3.250%
11/01/51
78,887
126
Southwestern
Public
Service
Co
4.500%
8/15/41
97,159
23
Southwestern
Public
Service
Co
4.400%
11/15/48
16,610
10
Tampa
Electric
Co
3.875%
7/12/24
9,855
50
Tampa
Electric
Co
5.000%
7/15/52
39,891
12
Tucson
Electric
Power
Co
3.050%
3/15/25
11,586
40
Tucson
Electric
Power
Co
3.250%
5/15/32
32,454
50
Tucson
Electric
Power
Co
3.250%
5/01/51
28,741
25
Union
Electric
Co
5.450%
3/15/53
21,774
20
Washington
Gas
Light
Co
3.796%
9/15/46
13,035
10
WEC
Energy
Group
Inc
5.000%
9/27/25
9,853
100
WEC
Energy
Group
Inc
5.600%
9/12/26
99,397
100
WEC
Energy
Group
Inc
2.200%
12/15/28
83,329
10
Wisconsin
Power
and
Light
Co
1.950%
9/16/31
7,418
30
Wisconsin
Power
and
Light
Co
4.950%
4/01/33
27,468
68
Wisconsin
Public
Service
Corp
3.671%
12/01/42
46,476
Total
Utility
6,037,381
Total
Corporate
Debt
(cost
$83,911,730)
69,329,400
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
(continued)
Portfolio
of
Investments
October
31,
2023
(Unaudited)
62
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X
–
GOVERNMENT
RELATED
-
5.6%
Government
Agency
-
2.1%
$
10
Equinor
ASA
3.250%
11/10/24
$
9,753
10
Equinor
ASA
3.000%
4/06/27
9,235
10
Equinor
ASA
3.625%
9/10/28
9,265
214
(b)
Equinor
ASA
3.125%
4/06/30
186,546
10
Equinor
ASA
5.100%
8/17/40
8,968
42
Equinor
ASA
3.950%
5/15/43
31,801
30
Equinor
ASA
3.700%
4/06/50
20,758
100
Export
Development
Canada
3.375%
8/26/25
96,807
100
Export
Development
Canada
4.375%
6/29/26
98,290
400
Federal
National
Mortgage
Association
1.750%
7/02/24
390,248
81
(b)
Federal
National
Mortgage
Association
2.625%
9/06/24
79,100
70
Federal
National
Mortgage
Association
1.625%
1/07/25
67,020
200
Federal
National
Mortgage
Association
0.625%
4/22/25
187,018
200
Federal
National
Mortgage
Association
0.500%
6/17/25
185,498
200
Federal
National
Mortgage
Association
1.875%
9/24/26
183,292
329
Federal
National
Mortgage
Association
5.625%
7/15/37
338,802
50
Israel
Government
AID
Bond
5.500%
12/04/23
49,992
10
Israel
Government
AID
Bond
5.500%
9/18/33
10,135
99
Japan
Bank
for
International
Cooperation
2.500%
5/28/25
94,375
80
Japan
Bank
for
International
Cooperation
0.625%
7/15/25
73,663
200
Japan
Bank
for
International
Cooperation
4.250%
1/26/26
195,150
320
Japan
Bank
for
International
Cooperation
2.875%
6/01/27
295,210
100
Japan
International
Cooperation
Agency
4.000%
5/23/28
94,733
100
Korea
Development
Bank/The
2.125%
10/01/24
96,746
40
Korea
Development
Bank/The
1.375%
4/25/27
34,747
160
Korea
Development
Bank/The
4.375%
2/15/28
152,773
200
Korea
Development
Bank/The
5.375%
10/23/28
198,595
20
Kreditanstalt
fuer
Wiederaufbau
1.375%
8/05/24
19,378
744
Kreditanstalt
fuer
Wiederaufbau
2.500%
11/20/24
720,855
100
Kreditanstalt
fuer
Wiederaufbau
1.250%
1/31/25
94,994
79
Kreditanstalt
fuer
Wiederaufbau
0.375%
7/18/25
72,751
100
Kreditanstalt
fuer
Wiederaufbau
4.625%
8/07/26
98,998
442
Kreditanstalt
fuer
Wiederaufbau
3.000%
5/20/27
413,943
100
Kreditanstalt
fuer
Wiederaufbau
4.750%
10/29/30
98,160
110
Kreditanstalt
fuer
Wiederaufbau
4.125%
7/15/33
101,894
10
Landwirtschaftliche
Rentenbank
3.125%
11/14/23
9,992
30
Landwirtschaftliche
Rentenbank
2.000%
1/13/25
28,770
150
Landwirtschaftliche
Rentenbank
0.500%
5/27/25
139,062
100
(b)
Landwirtschaftliche
Rentenbank
3.875%
9/28/27
96,336
100
Landwirtschaftliche
Rentenbank
5.000%
10/24/33
99,206
39
Oesterreichische
Kontrollbank
AG
3.125%
11/07/23
38,987
110
Oesterreichische
Kontrollbank
AG
0.500%
9/16/24
105,196
100
Oesterreichische
Kontrollbank
AG
2.875%
5/23/25
96,235
30
Svensk
Exportkredit
AB
0.625%
5/14/25
27,872
260
Svensk
Exportkredit
AB
4.625%
11/28/25
256,397
Total
Government
Agency
5,717,546
Municipal
Bonds
-
1.0%
(c)
250
Province
of
Alberta
Canada
(No
Opt.
Call)
1.000%
5/20/25
233,433
160
Province
of
Alberta
Canada
(No
Opt.
Call)
3.300%
3/15/28
148,326
40
Province
of
Alberta
Canada
(No
Opt.
Call)
1.300%
7/22/30
31,002
175
Province
of
British
Columbia
Canada
(No
Opt.
Call)
1.750%
9/27/24
168,928
50
Province
of
British
Columbia
Canada
(No
Opt.
Call)
2.250%
6/02/26
46,485
110
Province
of
British
Columbia
Canada
(No
Opt.
Call)
0.900%
7/20/26
98,280
85
Province
of
British
Columbia
Canada
(No
Opt.
Call)
4.200%
7/06/33
77,352
63
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Municipal
Bonds
(continued)
$
100
Province
of
Manitoba
Canada
(No
Opt.
Call)
2.600%
4/16/24
$
98,568
100
Province
of
Manitoba
Canada
(No
Opt.
Call)
1.500%
10/25/28
84,112
100
Province
of
Manitoba
Canada
(No
Opt.
Call)
4.300%
7/27/33
91,533
70
Province
of
New
Brunswick
Canada
(No
Opt.
Call)
3.625%
2/24/28
65,369
110
Province
of
Ontario
Canada
(No
Opt.
Call)
3.200%
5/16/24
108,518
200
Province
of
Ontario
Canada
(No
Opt.
Call)
2.500%
4/27/26
187,342
260
Province
of
Ontario
Canada
(No
Opt.
Call)
3.100%
5/19/27
243,353
11
Province
of
Ontario
Canada
(No
Opt.
Call)
1.050%
5/21/27
9,576
100
Province
of
Ontario
Canada
(No
Opt.
Call)
1.800%
10/14/31
77,854
100
(b)
Province
of
Ontario
Canada
(No
Opt.
Call)
2.125%
1/21/32
79,168
89
Province
of
Quebec
Canada
(No
Opt.
Call)
2.875%
10/16/24
86,675
180
(b)
Province
of
Quebec
Canada
(No
Opt.
Call)
1.500%
2/11/25
171,002
120
Province
of
Quebec
Canada
(No
Opt.
Call)
0.600%
7/23/25
110,646
295
Province
of
Quebec
Canada
(No
Opt.
Call)
2.500%
4/20/26
276,821
70
Province
of
Quebec
Canada
(No
Opt.
Call)
2.750%
4/12/27
64,843
100
Province
of
Quebec
Canada
(No
Opt.
Call)
4.500%
9/08/33
93,085
Total
Municipal
Bonds
2,652,271
Sovereign
Debt
-
2.5%
20
African
Development
Bank
3.375%
7/07/25
19,392
110
African
Development
Bank
0.875%
7/22/26
98,363
80
Asian
Development
Bank
4.125%
9/27/24
78,992
400
Asian
Development
Bank
1.500%
10/18/24
384,929
150
Asian
Development
Bank
1.500%
1/20/27
134,595
100
Asian
Development
Bank
4.500%
8/25/28
97,906
100
Asian
Development
Bank
1.875%
3/15/29
85,496
100
Asian
Development
Bank
3.125%
4/27/32
86,571
80
Canada
Government
International
Bond
1.625%
1/22/25
76,410
130
Canada
Government
International
Bond
2.875%
4/28/25
125,426
50
Canada
Government
International
Bond
3.750%
4/26/28
47,596
30
Chile
Government
International
Bond
3.125%
1/21/26
28,493
30
Chile
Government
International
Bond
3.240%
2/06/28
27,298
160
(b)
Chile
Government
International
Bond
2.450%
1/31/31
128,870
230
Chile
Government
International
Bond
3.250%
9/21/71
122,404
32
Council
Of
Europe
Development
Bank
1.375%
2/27/25
30,338
50
(b)
Council
Of
Europe
Development
Bank
0.875%
9/22/26
44,429
30
European
Bank
for
Reconstruction
&
Development
1.500%
2/13/25
28,534
100
European
Bank
for
Reconstruction
&
Development
4.375%
3/09/28
97,601
211
European
Investment
Bank
3.125%
12/14/23
210,416
100
European
Investment
Bank
2.250%
6/24/24
97,905
110
European
Investment
Bank
2.750%
8/15/25
105,429
100
European
Investment
Bank
0.750%
10/26/26
88,473
112
European
Investment
Bank
1.375%
3/15/27
99,719
100
European
Investment
Bank
4.500%
10/16/28
98,093
100
European
Investment
Bank
3.625%
7/15/30
92,076
44
Hungary
Government
International
Bond
7.625%
3/29/41
45,036
190
Indonesia
Government
International
Bond
4.550%
1/11/28
182,666
240
(b)
Indonesia
Government
International
Bond
5.650%
1/11/53
219,665
100
Inter-American
Development
Bank
3.250%
7/01/24
98,448
100
Inter-American
Development
Bank
4.500%
5/15/26
98,650
100
Inter-American
Development
Bank
1.500%
1/13/27
89,748
100
Inter-American
Development
Bank
4.000%
1/12/28
96,191
100
Inter-American
Development
Bank
1.125%
7/20/28
83,895
200
Inter-American
Development
Bank
3.875%
10/28/41
161,688
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
(continued)
Portfolio
of
Investments
October
31,
2023
(Unaudited)
64
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Sovereign
Debt
(continued)
$
60
International
Bank
for
Reconstruction
&
Development
2.500%
3/19/24
$
59,301
535
International
Bank
for
Reconstruction
&
Development
1.500%
8/28/24
517,597
161
International
Bank
for
Reconstruction
&
Development
2.125%
3/03/25
154,210
40
International
Bank
for
Reconstruction
&
Development
0.625%
4/22/25
37,353
60
International
Bank
for
Reconstruction
&
Development
3.125%
11/20/25
57,636
60
International
Bank
for
Reconstruction
&
Development
2.500%
11/22/27
54,677
100
International
Bank
for
Reconstruction
&
Development
4.625%
8/01/28
98,466
92
International
Bank
for
Reconstruction
&
Development
4.000%
7/25/30
86,436
100
International
Bank
for
Reconstruction
&
Development
1.625%
11/03/31
77,902
112
International
Bank
for
Reconstruction
&
Development
2.500%
3/29/32
92,734
110
International
Finance
Corp
0.375%
7/16/25
101,345
50
International
Finance
Corp
2.126%
4/07/26
46,613
180
Israel
Government
International
Bond
2.750%
7/03/30
148,032
70
Israel
Government
International
Bond
3.875%
7/03/50
46,365
10
Korea
International
Bond
2.750%
1/19/27
9,276
30
Korea
International
Bond
2.500%
6/19/29
26,055
20
Korea
International
Bond
1.000%
9/16/30
15,124
70
Korea
International
Bond
1.750%
10/15/31
54,252
70
Nordic
Investment
Bank
2.250%
5/21/24
68,699
200
Nordic
Investment
Bank
5.000%
10/15/25
199,398
100
Panama
Government
International
Bond
4.000%
9/22/24
97,735
20
Panama
Government
International
Bond
3.750%
3/16/25
19,258
40
Panama
Government
International
Bond
3.160%
1/23/30
32,272
250
Panama
Government
International
Bond
4.500%
5/15/47
162,188
90
Panama
Government
International
Bond
4.500%
4/16/50
56,330
180
Peruvian
Government
International
Bond
2.844%
6/20/30
148,549
70
Peruvian
Government
International
Bond
2.783%
1/23/31
56,038
65
Peruvian
Government
International
Bond
3.000%
1/15/34
49,162
96
Peruvian
Government
International
Bond
5.625%
11/18/50
84,640
20
Peruvian
Government
International
Bond
3.550%
3/10/51
12,571
10
Republic
of
Italy
Government
International
Bond
0.875%
5/06/24
9,740
110
Republic
of
Italy
Government
International
Bond
1.250%
2/17/26
99,100
140
Republic
of
Italy
Government
International
Bond
2.875%
10/17/29
118,665
50
Republic
of
Poland
Government
International
Bond
4.000%
1/22/24
49,781
110
Republic
of
Poland
Government
International
Bond
4.875%
10/04/33
101,834
63
Uruguay
Government
International
Bond
5.750%
10/28/34
63,537
200
Uruguay
Government
International
Bond
4.125%
11/20/45
158,694
Total
Sovereign
Debt
6,883,306
Total
Government
Related
(cost
$17,146,540)
15,253,123
Total
Long-Term
Investments
(cost
$319,935,141)
270,117,712
65
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
(a)
Coupon
Value
INVESTMENTS
PURCHASED
WITH
COLLATERAL
FROM
SECURITIES
LENDING
-
0.7%
1,927,571
(d)
State
Street
Navigator
Securities
Lending
Government
Money
Market
Portfolio
5.360%(e)
$
1,927,571
Total
Investments
Purchased
with
Collateral
from
Securities
Lending
(cost
$1,927,571)
$
1,927,571
Total
Investments
(cost
$
321,862,712
)
-
99
.6
%
272,045,283
Other
Assets
&
Liabilities,
Net
-
0.4%
1,169,106
Net
Assets
-
100%
$
273,214,389
Level
1
Level
2
Level
3
Total
Long-Term
Investments:
U.S.
Treasury
$
–
$
109,663,857
$
–
$
109,663,857
Securitized
–
75,871,332
–
75,871,332
Corporate
Debt
–
69,329,400
–
69,329,400
Government
Related
–
15,253,123
–
15,253,123
Investments
Purchased
with
Collateral
from
Securities
Lending
1,927,571
–
–
1,927,571
Total
$
1,927,571
$
270,117,712
$
–
$
272,045,283
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.
(a)
All
percentages
shown
in
the
Portfolio
of
Investments
are
based
on
net
assets.
(b)
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
$1,861,260.
(c)
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.
(d)
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.
(e)
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.
REIT
Real
Estate
Investment
Trust
S&P
Standard
&
Poor's
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
(continued)
Portfolio
of
Investments
October
31,
2023
(Unaudited)
66
WI/DD
Purchased
on
a
when-issued
or
delayed
delivery
basis.