Nuveen Short-Term REIT ETF (NURE) NPORT-P Nuveen Ultra Short Income ETF (Oct 2024 report)

1

Portfolio

of

Investments

October

31,

2024

Core

Plus

Bond

ETF

(NCPB)

(Unaudited)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

LONG-TERM

INVESTMENTS

-

96.6%

CORPORATE

DEBT

-

39.3%

FINANCIALS

-

13.8%

$

50,000

(a)

Acrisure

LLC

/

Acrisure

Finance

Inc

4.250

%

02/15/29

$

47,018

220,000

AerCap

Ireland

Capital

DAC

/

AerCap

Global

Aviation

Trust

3.000

10/29/28

204,220

200,000

AerCap

Ireland

Capital

DAC

/

AerCap

Global

Aviation

Trust

6.950

03/10/55

206,160

75,000

Agree

LP

4.800

10/01/32

72,535

40,000

(a)

Alliant

Holdings

Intermediate

LLC

/

Alliant

Holdings

Co-Issuer

6.750

04/15/28

40,188

425,000

Bank

of

America

Corp

5.202

04/25/29

429,174

370,000

Bank

of

America

Corp

5.468

01/23/35

375,500

75,000

Bank

of

America

Corp

5.518

10/25/35

74,439

75,000

(b)

Bank

of

America

Corp

6.125

N/A

76,182

55,000

(b)

Bank

of

New

York

Mellon

Corp/The

4.700

N/A

54,537

55,000

Berkshire

Hathaway

Finance

Corp

3.850

03/15/52

43,445

115,000

(a)

BNP

Paribas

SA

5

.335

06/12/29

116,424

200,000

(a),(b)

BNP

Paribas

SA

8.500

N/A

208,825

220,000

Brixmor

Operating

Partnership

LP

3.850

02/01/25

219,166

95,000

Brixmor

Operating

Partnership

LP

2.250

04/01/28

86,504

40,000

(b)

Capital

One

Financial

Corp

3.950

N/A

37,643

95,000

Centene

Corp

3.000

10/15/30

82,284

75,000

(b)

Charles

Schwab

Corp/The

5.375

N/A

74,612

50,000

Citibank

NA

5.570

04/30/34

51,484

230,000

Citigroup

Inc

4.910

05/24/33

225,147

75,000

(b)

Citigroup

Inc

7.000

N/A

79,374

70,000

(b)

Citigroup

Inc

7.625

N/A

74,481

25,000

(b)

Citigroup

Inc

4.000

N/A

24,328

30,000

(a)

Compass

Group

Diversified

Holdings

LLC

5.250

04/15/29

28,844

100,000

Deutsche

Bank

AG/New

York

NY

6.819

11/20/29

105,411

60,000

(b)

Discover

Financial

Services

6.125

N/A

59,835

50,000

Elevance

Health

Inc

5.125

02/15/53

46,091

50,000

(b)

Equitable

Holdings

Inc

4.950

N/A

49,452

145,000

Federal

Realty

OP

LP

1.250

02/15/26

138,325

55,000

(a)

FirstCash

Inc

6.875

03/01/32

55,627

55,000

(a)

Five

Corners

Funding

Trust

II

2.850

05/15/30

49,310

150,000

Goldman

Sachs

Group

Inc/The

5.016

10/23/35

146,461

30,000

(b)

Goldman

Sachs

Group

Inc/The

7.379

N/A

30,119

80,000

(b)

Goldman

Sachs

Group

Inc/The

7.500

N/A

85,531

115,000

Hartford

Financial

Services

Group

Inc/The

2.800

08/19/29

104,909

45,000

(a)

HAT

Holdings

I

LLC

/

HAT

Holdings

II

LLC

8.000

06/15/27

47,138

50,000

Highwoods

Realty

LP

2.600

02/01/31

41,737

200,000

(b)

HSBC

Holdings

PLC

8.000

N/A

209,852

30,000

(a)

HUB

International

Ltd

7.250

06/15/30

31,003

70,000

(b)

Huntington

Bancshares

Inc/OH

5.625

N/A

69,713

70,000

Icahn

Enterprises

LP

/

Icahn

Enterprises

Finance

Corp

5.250

05/15/27

65,213

300,000

JPMorgan

Chase

&

Co

4.851

07/25/28

300,417

350,000

JPMorgan

Chase

&

Co

4

.946

10/22/35

343,060

55,000

(b)

JPMorgan

Chase

&

Co

6.875

N/A

58,117

50,000

(b)

JPMorgan

Chase

&

Co

3.650

N/A

48,391

40,000

Kennedy-Wilson

Inc

4.750

03/01/29

36,669

100,000

Kite

Realty

Group

LP

4.950

12/15/31

98,140

45,000

(a)

Liberty

Mutual

Group

Inc

3.951

10/15/50

33,443

55,000

(b)

M&T

Bank

Corp

3.500

N/A

50,039

80,000

(b)

MetLife

Inc

3.850

N/A

78,285

125,000

Mid-America

Apartments

LP

2.750

03/15/30

112,682

100,000

Morgan

Stanley

4.654

10/18/30

98,621

150,000

Morgan

Stanley

5.320

07/19/35

150,565

250,000

Morgan

Stanley

Bank

NA

4.968

07/14/28

251,391

25,000

MPT

Operating

Partnership

LP

/

MPT

Finance

Corp

3.500

03/15/31

17,704

50,000

Navient

Corp

5.500

03/15/29

47,631

35,000

(b)

Northern

Trust

Corp

4.600

N/A

34,669

55,000

OneMain

Finance

Corp

5.375

11/15/29

52,711

60,000

(a)

Panther

Escrow

Issuer

LLC

7.125

06/01/31

61,433

Portfolio

of

Investments

October

31,

2024

(continued)

Core

Plus

Bond

ETF

(NCPB)

2

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIALS

(continued)

$

70,000

(a)

PennyMac

Financial

Services

Inc

7.875

%

12/15/29

$

73,288

75,000

Piedmont

Operating

Partnership

LP

9.250

07/20/28

82,509

40,000

(b)

PNC

Financial

Services

Group

Inc/The

3.400

N/A

36,870

30,000

(b)

PNC

Financial

Services

Group

Inc/The

6.200

N/A

30,251

70,000

Prudential

Financial

Inc

5.125

03/01/52

67,645

50,000

Reinsurance

Group

of

America

Inc

5.750

09/15/34

50,958

55,000

(a)

Rocket

Mortgage

LLC

/

Rocket

Mortgage

Co-Issuer

Inc

4.000

10/15/33

47,435

85,000

(b)

State

Street

Corp

6.700

N/A

87,509

30,000

(b)

Truist

Financial

Corp

4.950

N/A

29,651

60,000

(b)

Truist

Financial

Corp

6.669

N/A

59,680

130,000

(a)

UBS

Group

AG

6.442

08/11/28

134,959

40,000

UnitedHealth

Group

Inc

5.050

04/15/53

37,682

40,000

(b)

Wells

Fargo

&

Co

3.900

N/A

38,739

100,000

(b)

Wells

Fargo

&

Co

7.625

N/A

107,479

TOTAL

FINANCIALS

7,026,864

INDUSTRIAL

-

22.6%

45,000

AbbVie

Inc

5.050

03/15/34

45,334

45,000

AbbVie

Inc

5.400

03/15/54

45,340

40,000

(a)

Academy

Ltd

6.000

11/15/27

39,792

30,000

(a)

Adient

Global

Holdings

Ltd

4.875

08/15/26

29,565

45,000

(a)

ADT

Security

Corp/The

4.875

07/15/32

41,937

30,000

(a)

Ahead

DB

Holdings

LLC

6.625

05/01/28

29,126

30,000

(a)

Albertsons

Cos

Inc

/

Safeway

Inc

/

New

Albertsons

LP

/

Albertsons

LLC

6.500

02/15/28

30,699

45,000

Amcor

Flexibles

North

America

Inc

4.000

05/17/25

44,751

50,000

Amcor

Group

Finance

PLC

5.450

05/23/29

50,730

175,000

American

Tower

Corp

5.800

11/15/28

180,660

145,000

Amgen

Inc

5.250

03/02/25

145,157

50,000

Amgen

Inc

5.250

03/02/33

50,516

150,000

Amgen

Inc

5.650

03/02/53

150,904

55,000

Anheuser-Busch

Cos

LLC

/

Anheuser-Busch

InBev

Worldwide

Inc

4.900

02/01/46

51,349

85,000

Anheuser-Busch

InBev

Worldwide

Inc

5.000

06/15/34

85,425

30,000

(a)

Antero

Midstream

Partners

LP

/

Antero

Midstream

Finance

Corp

6.625

02/01/32

30,333

30,000

(a)

Archrock

Partners

LP

/

Archrock

Partners

Finance

Corp

6.250

04/01/28

30,056

30,000

(a)

Archrock

Partners

LP

/

Archrock

Partners

Finance

Corp

6.625

09/01/32

30,136

30,000

(a)

Arsenal

AIC

Parent

LLC

8.000

10/01/30

31,534

30,000

(a)

Asbury

Automotive

Group

Inc

5.000

02/15/32

27,636

35,000

(a)

ASGN

Inc

4.625

05/15/28

33,422

260,000

AT&T

Inc

3.500

09/15/53

181,200

105,000

AT&T

Inc

3.800

12/01/57

75,403

30,000

Ball

Corp

6.875

03/15/28

30,837

30,000

(a)

Bath

&

Body

Works

Inc

6.625

10/01/30

30,039

35,000

(a)

Beacon

Roofing

Supply

Inc

6.500

08/01/30

35,577

155,000

Berry

Global

Inc

1.570

01/15/26

148,783

50,000

(a)

Block

Inc

6.500

05/15/32

50,888

80,000

Boeing

Co/The

3.250

02/01/28

75,113

155,000

Boeing

Co/The

5.805

05/01/50

146,190

50,000

(a)

Boost

Newco

Borrower

LLC

7.500

01/15/31

52,711

200,000

(a)

Brightline

East

LLC

11.000

01/31/30

180,615

275,000

Broadcom

Inc

5.150

11/15/31

277,383

55,000

Burlington

Northern

Santa

Fe

LLC

3.050

02/15/51

37,402

40,000

(a)

Caesars

Entertainment

Inc

6.500

02/15/32

40,565

120,000

Canadian

Pacific

Railway

Co

2.050

03/05/30

104,619

30,000

(a)

Cargo

Aircraft

Management

Inc

4.750

02/01/28

28,622

30,000

(a)

CCO

Holdings

LLC

/

CCO

Holdings

Capital

Corp

5.125

05/01/27

29,375

30,000

(a)

CCO

Holdings

LLC

/

CCO

Holdings

Capital

Corp

4.500

08/15/30

26,794

30,000

(a)

CCO

Holdings

LLC

/

CCO

Holdings

Capital

Corp

4.250

02/01/31

26,034

25,000

Cenovus

Energy

Inc

5.400

06/15/47

23,219

30,000

(a)

Chart

Industries

Inc

7.500

01/01/30

31,202

115,000

Charter

Communications

Operating

LLC

/

Charter

Communications

Operating

Capital

5.250

04/01/53

92,078

175,000

Cheniere

Energy

Partners

LP

4.500

10/01/29

168,492

3

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

INDUSTRIAL

(continued)

$

75,000

(a)

CHS/Community

Health

Systems

Inc

5.250

%

05/15/30

$

65,455

75,000

(a)

Churchill

Downs

Inc

5.750

04/01/30

73,834

75,000

(a)

Civitas

Resources

Inc

8.625

11/01/30

78,793

30,000

(a)

Clarios

Global

LP

/

Clarios

US

Finance

Co

6.750

05/15/28

30,709

120,000

Comcast

Corp

2.650

02/01/30

108,130

165,000

Comcast

Corp

2.887

11/01/51

104,738

20,000

(a)

Concentra

Escrow

Issuer

Corp

6.875

07/15/32

20,524

125,000

Constellation

Brands

Inc

2.875

05/01/30

112,527

55,000

(a)

Coty

Inc/HFC

Prestige

Products

Inc/HFC

Prestige

International

US

LLC

6.625

07/15/30

56,078

40,000

(a)

CSC

Holdings

LLC

5.500

04/15/27

35,601

55,000

(a)

Cushman

&

Wakefield

US

Borrower

LLC

6.750

05/15/28

55,298

90,000

CVS

Health

Corp

5.050

03/25/48

77,646

40,000

(a)

DaVita

Inc

4.625

06/01/30

36,825

30,000

(a)

DaVita

Inc

6.875

09/01/32

30,156

55,000

Diamondback

Energy

Inc

4.400

03/24/51

44,040

60,000

(a)

DISH

Network

Corp

11.750

11/15/27

63,157

40,000

(a)

DT

Midstream

Inc

4.125

06/15/29

37,562

35,000

Enbridge

Inc

8.500

01/15/84

38,886

30,000

Encompass

Health

Corp

4.500

02/01/28

29,181

65,000

(b)

Energy

Transfer

LP

6.500

N/A

64,795

120,000

Enterprise

Products

Operating

LLC

4.450

02/15/43

105,059

50,000

(a)

EQM

Midstream

Partners

LP

4.500

01/15/29

48,132

30,000

(a)

Ferrellgas

LP

/

Ferrellgas

Finance

Corp

5.875

04/01/29

28,000

50,000

(a)

Flutter

Treasury

DAC

6.375

04/29/29

51,141

95,000

Ford

Motor

Credit

Co

LLC

6.950

03/06/26

96,868

35,000

Ford

Motor

Credit

Co

LLC

7.350

03/06/30

37,127

200,000

(a)

Ford

Otomotiv

Sanayi

AS

7.125

04/25/29

203,150

55,000

(a)

Frontier

Communications

Holdings

LLC

5.875

10/15/27

54,882

30,000

(a)

Garda

World

Security

Corp

4.625

02/15/27

29,210

35,000

(a)

Gen

Digital

Inc

6.750

09/30/27

35,601

185,000

General

Motors

Financial

Co

Inc

4.900

10/06/29

182,423

80,000

(b)

General

Motors

Financial

Co

Inc

5.700

N/A

77,208

20,000

(b)

General

Motors

Financial

Co

Inc

5.750

N/A

19,379

40,000

Genesis

Energy

LP

/

Genesis

Energy

Finance

Corp

8.000

01/15/27

40,711

30,000

Goodyear

Tire

&

Rubber

Co/The

5.000

07/15/29

27,162

30,000

Goodyear

Tire

&

Rubber

Co/The

5.250

04/30/31

26,351

35,000

(a)

Group

1

Automotive

Inc

4.000

08/15/28

32,860

200,000

(a)

Grupo

Aeromexico

SAB

de

CV

8.250

11/15/29

199,500

30,000

(a)

H&E

Equipment

Services

Inc

3.875

12/15/28

27,701

50,000

Haleon

US

Capital

LLC

3.625

03/24/32

45,807

130,000

HCA

Inc

3.500

09/01/30

119,238

15,000

HCA

Inc

5.900

06/01/53

14,831

75,000

(a)

Hilcorp

Energy

I

LP

/

Hilcorp

Finance

Co

8.375

11/01/33

78,414

120,000

(a)

Hilton

Domestic

Operating

Co

Inc

5.875

04/01/29

121,775

30,000

(a)

Hologic

Inc

3.250

02/15/29

27,551

55,000

Honeywell

International

Inc

5.250

03/01/54

54,919

55,000

(a)

Iliad

Holding

SASU

6.500

10/15/26

55,439

30,000

(a)

Imola

Merger

Corp

4.750

05/15/29

29,002

30,000

(a)

IQVIA

Inc

6.500

05/15/30

30,817

50,000

(a)

Iron

Mountain

Inc

7.000

02/15/29

51,416

50,000

(a)

Kinetik

Holdings

LP

6.625

12/15/28

51,068

50,000

(a)

Kodiak

Gas

Services

LLC

7.250

02/15/29

51,396

40,000

Kohl's

Corp

4.625

05/01/31

33,173

150,000

Kroger

Co/The

4.600

08/15/27

150,345

50,000

Kroger

Co/The

5.000

09/15/34

49,181

50,000

Kroger

Co/The

5.500

09/15/54

48,556

45,000

L3Harris

Technologies

Inc

5.400

07/31/33

45,655

40,000

Lamar

Media

Corp

4.875

01/15/29

38,892

30,000

(a)

LCM

Investments

Holdings

II

LLC

8.250

08/01/31

31,332

80,000

(a)

Level

3

Financing

Inc

10.500

05/15/30

87,500

200,000

(a)

Liberty

Costa

Rica

Senior

Secured

Finance

10.875

01/15/31

214,500

Portfolio

of

Investments

October

31,

2024

(continued)

Core

Plus

Bond

ETF

(NCPB)

4

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

INDUSTRIAL

(continued)

$

30,000

(a)

Light

&

Wonder

International

Inc

7.500

%

09/01/31

$

30,990

30,000

(a)

Live

Nation

Entertainment

Inc

6.500

05/15/27

30,415

55,000

Lowe's

Cos

Inc

4.250

04/01/52

44,377

50,000

Marathon

Oil

Corp

5.300

04/01/29

50,897

80,000

Marathon

Petroleum

Corp

4.750

09/15/44

68,274

30,000

(a)

Marriott

Ownership

Resorts

Inc

4.500

06/15/29

27,833

60,000

(a)

McGraw-Hill

Education

Inc

7.375

09/01/31

61,457

60,000

MGM

Resorts

International

6.125

09/15/29

59,788

60,000

(a)

Michaels

Cos

Inc/The

5.250

05/01/28

43,175

58,000

(a)

Mineral

Resources

Ltd

9.250

10/01/28

61,061

100,000

MPLX

LP

1.750

03/01/26

96,050

75,000

MPLX

LP

2.650

08/15/30

65,998

30,000

Newell

Brands

Inc

6.375

09/15/27

30,319

100,000

Nutrien

Ltd

4.900

03/27/28

100,724

25,000

Occidental

Petroleum

Corp

6.600

03/15/46

25,602

200,000

(a)

OCP

SA

5.125

06/23/51

153,295

100,000

ONEOK

Inc

5.050

11/01/34

97,028

125,000

ONEOK

Inc

5.700

11/01/54

120,528

50,000

(a)

Open

Text

Holdings

Inc

4.125

02/15/30

45,902

40,000

Oracle

Corp

4.900

02/06/33

39,465

110,000

Oracle

Corp

5.375

09/27/54

104,654

60,000

O'Reilly

Automotive

Inc

4.200

04/01/30

58,016

30,000

(a)

Organon

&

Co

/

Organon

Foreign

Debt

Co-Issuer

BV

4.125

04/30/28

28,425

40,000

(a)

Organon

&

Co

/

Organon

Foreign

Debt

Co-Issuer

BV

5.125

04/30/31

36,480

30,000

Paramount

Global

6.375

03/30/62

27,774

30,000

(a)

Parkland

Corp/Canada

4.625

05/01/30

27,574

60,000

(a)

Permian

Resources

Operating

LLC

7.000

01/15/32

61,206

170,000

Pfizer

Investment

Enterprises

Pte

Ltd

5.300

05/19/53

166,353

50,000

Philip

Morris

International

Inc

4.750

11/01/31

49,209

55,000

Phillips

66

Co

5.300

06/30/33

55,087

40,000

(a)

Post

Holdings

Inc

6.250

02/15/32

40,444

175,000

(a)

Prime

Security

Services

Borrower

LLC

/

Prime

Finance

Inc

6.250

01/15/28

174,814

30,000

(a)

Primo

Water

Holdings

Inc

4.375

04/30/29

28,264

100,000

Roper

Technologies

Inc

2

.000

06/30/30

85,576

75,000

RTX

Corp

6.000

03/15/31

79,435

95,000

Salesforce

Inc

2.700

07/15/41

68,693

50,000

(a)

Sealed

Air

Corp/Sealed

Air

Corp

US

7.250

02/15/31

51,912

75,000

(a)

Sirius

XM

Radio

Inc

4.125

07/01/30

67,100

30,000

(a)

Sirius

XM

Radio

Inc

3.875

09/01/31

25,780

30,000

(a)

SM

Energy

Co

6.750

08/01/29

29,815

75,000

(a)

South

Bow

Canadian

Infrastructure

Holdings

Ltd

7.500

03/01/55

77,890

35,000

(a)

Standard

Industries

Inc/NY

5.000

02/15/27

34,275

30,000

(a)

Sunoco

LP

7.000

05/01/29

30,947

30,000

(a)

Sunrise

FinCo

I

BV

4.875

07/15/31

27,450

55,000

Sysco

Corp

6.600

04/01/50

61,787

30,000

Tenet

Healthcare

Corp

6

.125

10/01/28

29,971

30,000

Tenet

Healthcare

Corp

4.375

01/15/30

28,126

150,000

Teva

Pharmaceutical

Finance

Netherlands

III

BV

3.150

10/01/26

142,994

330,000

T-Mobile

USA

Inc

2.250

11/15/31

277,272

75,000

TotalEnergies

Capital

SA

5.488

04/05/54

74,515

25,000

Transcanada

Trust

5.500

09/15/79

24,016

30,000

(a)

TransDigm

Inc

6.875

12/15/30

30,752

25,000

(a)

Transocean

Inc

8.750

02/15/30

26,422

60,000

(a)

Tronox

Inc

4

.625

03/15/29

54,437

75,000

Unilever

Capital

Corp

4.625

08/12/34

73,519

40,000

United

Rentals

North

America

Inc

4.000

07/15/30

36,940

65,000

(a)

Univision

Communications

Inc

4.500

05/01/29

57,705

25,000

(a)

US

LIQUIDSCO0

6.176

10/01/54

24,742

85,000

USA

Compression

Partners

LP

/

USA

Compression

Finance

Corp

6.875

09/01/27

85,405

65,000

(a)

Venture

Global

Calcasieu

Pass

LLC

4.125

08/15/31

59,243

75,000

(a)

Venture

Global

LNG

Inc

9.875

02/01/32

81,865

235,000

Verizon

Communications

Inc

1.750

01/20/31

194,884

5

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

INDUSTRIAL

(continued)

$

30,000

(a)

Vmed

O2

UK

Financing

I

PLC

4.750

%

07/15/31

$

25,981

40,000

Vodafone

Group

PLC

4.125

06/04/81

35,971

35,000

(a)

VZ

Secured

Financing

BV

5.000

01/15/32

31,419

30,000

Walmart

Inc

2.500

09/22/41

21,305

30,000

Walmart

Inc

4.500

04/15/53

27,313

50,000

(a)

Wand

NewCo

3

Inc

7.625

01/30/32

51,680

125,000

Warnermedia

Holdings

Inc

5

.141

03/15/52

94,152

50,000

Waste

Management

Inc

4.950

03/15/35

49,631

30,000

(a)

WESCO

Distribution

Inc

7.250

06/15/28

30,706

40,000

Williams

Cos

Inc/The

5.650

03/15/33

40,983

50,000

(a)

Windsor

Holdings

III

LLC

8

.500

06/15/30

52,621

30,000

(a)

ZF

North

America

Capital

Inc

6.750

04/23/30

29,572

TOTAL

INDUSTRIAL

11,561,030

UTILITY

-

2.9%

130,000

AEP

Transmission

Co

LLC

5.400

03/15/53

129,105

130,000

Ameren

Illinois

Co

4.950

06/01/33

129,720

70,000

Atmos

Energy

Corp

5.000

12/15/54

65,235

40,000

(a)

Clearway

Energy

Operating

LLC

4.750

03/15/28

38,800

75,000

CMS

Energy

Corp

4.750

06/01/50

72,138

45,000

Consolidated

Edison

Co

of

New

York

Inc

5.700

05/15/54

46,519

55,000

Dominion

Energy

Inc

3.300

04/15/41

41,039

35,000

Dominion

Energy

Inc

7.000

06/01/54

37,240

35,000

DTE

Electric

Co

5.400

04/01/53

35,219

60,000

Duke

Energy

Carolinas

LLC

4.250

12/15/41

52,338

65,000

Duke

Energy

Carolinas

LLC

5.400

01/15/54

64,548

125,000

Florida

Power

&

Light

Co

4.800

05/15/33

123,449

205,000

Georgia

Power

Co

2.650

09/15/29

187,025

45,000

Interstate

Power

and

Light

Co

3.100

11/30/51

29,877

55,000

NextEra

Energy

Capital

Holdings

Inc

6.750

06/15/54

57,592

75,000

NiSource

Inc

1.700

02/15/31

61,977

40,000

NRG

Energy

Inc

5.750

01/15/28

40,022

30,000

(a)

Pattern

Energy

Operations

LP

/

Pattern

Energy

Operations

Inc

4.500

08/15/28

28,598

50,000

PECO

Energy

Co

2.800

06/15/50

32,258

50,000

Public

Service

Co

of

Colorado

4.050

09/15/49

39,516

45,000

(b)

Sempra

4.875

N/A

44,622

75,000

(a)

Talen

Energy

Supply

LLC

8.625

06/01/30

80,905

30,000

(a)

TerraForm

Power

Operating

LLC

4.750

01/15/30

27,991

TOTAL

UTILITY

1,465,733

TOTAL

CORPORATE

DEBT

(Cost

$20,065,495)

20,053,627

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

GOVERNMENT

RELATED

-

4.1%

GOVERNMENT

AGENCY

-

1.8%

250,000

Aeropuerto

Internacional

de

Tocumen

SA

4.000

08/11/41

196,500

200,000

(a)

Corp

Nacional

del

Cobre

de

Chile

6.150

10/24/36

204,669

200,000

Indian

Railway

Finance

Corp

Ltd

3.835

12/13/27

194,369

25,000

(a)

NOVA

Chemicals

Corp

5.250

06/01/27

24,537

200,000

(a)

Perusahaan

Perseroan

Persero

PT

Perusahaan

Listrik

Negara

5.450

05/21/28

202,941

150,000

Petrobras

Global

Finance

BV

5.500

06/10/51

121,849

TOTAL

GOVERNMENT

AGENCY

944,865

SOVEREIGN

DEBT

-

2.3%

225,000

Angolan

Government

International

Bond

8.750

04/14/32

203,625

275,000

Colombia

Government

International

Bond

5

.000

06/15/45

187,891

250,000

(a)

Hungary

Government

International

Bond

2.125

09/22/31

200,060

200,000

(a)

Ivory

Coast

Government

International

Bond

6.125

06/15/33

181,259

225,000

Republic

of

South

Africa

Government

International

Bond

6.250

03/08/41

202,322

200,000

(a)

Saudi

Government

International

Bond

5.000

01/16/34

198,836

TOTAL

SOVEREIGN

DEBT

1,173,993

TOTAL

GOVERNMENT

RELATED

(Cost

$2,118,013)

2,118,858

Portfolio

of

Investments

October

31,

2024

(continued)

Core

Plus

Bond

ETF

(NCPB)

6

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SECURITIZED

-

38.4%

$

250,000

(a)

Avis

Budget

Rental

Car

Funding

AESOP

LLC

6.180

%

10/20/27

$

250,467

250,000

BANK5

5.769

06/15/57

256,918

250,000

(a)

BBCMS

Trust

4.957

08/10/35

220,171

150,000

(a)

BBCMS

Trust

2018-CBM

6.101

07/15/37

148,517

200,000

Benchmark

Mortgage

Trust

4.306

02/15/51

171,427

250,000

Benchmark

Mortgage

Trust

3.493

12/15/62

207,900

150,000

(a)

BX

Trust

8.143

05/15/38

151,669

199,498

(a)

BX

TRUST

7.255

08/15/39

200,246

250,000

COMM

Mortgage

Trust

3.630

10/10/48

246,372

150,000

COMM

Mortgage

Trust

4.516

05/10/51

125,297

300,000

(a)

Connecticut

Avenue

Securities

Trust

8.407

05/25/43

320,167

25,000

(a)

Connecticut

Avenue

Securities

Trust

7.957

06/25/43

26,179

185,000

(a)

Connecticut

Avenue

Securities

Trust

9.607

06/25/43

201,238

93,500

(a)

DB

Master

Finance

LLC

4.030

11/20/47

90,664

198,626

DBJPM

Mortgage

Trust

2.632

08/10/49

191,923

150,000

(a)

DBSG

Mortgage

Trust

6.595

06/10/37

151,432

377,451

Fannie

Mae

Pool

FN

FS1533

3.000

04/01/52

328,428

87,923

Fannie

Mae

Pool

FN

FS7299

3.000

05/01/52

76,422

370,033

Fannie

Mae

Pool

FN

MA4600

3.500

05/01/52

331,102

353,873

Fannie

Mae

Pool

FN

MA4624

3.000

06/01/52

305,158

178,190

Fannie

Mae

Pool

FN

MA4625

3.500

06/01/52

159,478

718,823

Fannie

Mae

Pool

FN

MA4684

4.500

06/01/52

682,672

683,403

Fannie

Mae

Pool

FN

MA4700

4.000

07/01/52

631,619

562,862

Fannie

Mae

Pool

FN

MA4733

4.500

09/01/52

534,949

625,017

Fannie

Mae

Pool

FN

MA4784

4.500

10/01/52

594,269

288,412

Fannie

Mae

Pool

FN

MA4785

5.000

10/01/52

280,745

1,203,512

Fannie

Mae

Pool

FN

MA4804

4.000

11/01/52

1,112,316

741,081

Fannie

Mae

Pool

FN

MA4805

4.500

11/01/52

704,330

828,337

Fannie

Mae

Pool

FN

MA4978

5.000

04/01/53

805,672

476,067

Fannie

Mae

Pool

FN

MA5039

5.500

06/01/53

471,862

154,584

Fannie

Mae

Pool

FN

MA5089

4.000

07/01/53

142,949

380,483

Fannie

Mae

Pool

FN

MA5106

5.000

08/01/53

369,856

641,995

Fannie

Mae

Pool

FN

MA5165

5

.500

10/01/53

636,041

209,479

Fannie

Mae

Pool

FN

MA5247

6.000

01/01/54

210,843

287,438

Fannie

Mae

Pool

FN

MA5353

5.500

05/01/54

284,769

78,580

Fannie

Mae

REMICS

2.000

08/25/50

52,385

54,724

Fannie

Mae

REMICS

3

.500

04/25/52

41,575

445,861

Freddie

Mac

Pool

FR

RA6766

2.500

02/01/52

373,906

64,276

Freddie

Mac

Pool

FR

SD4810

3.000

04/01/52

56,010

224,215

Freddie

Mac

Pool

FR

SD8220

3.000

06/01/52

193,328

751,076

Freddie

Mac

Pool

FR

SD8231

4.500

07/01/52

713,309

27,171

Freddie

Mac

REMICS

2.000

09/25/50

17,789

185,000

(a)

Freddie

Mac

STACR

REMIC

Trust

8.647

04/25/42

199,980

25,000

(a)

Freddie

Mac

STACR

REMIC

Trust

8.207

05/25/42

26,065

200,000

(a)

Freddie

Mac

STACR

REMIC

Trust

8.557

09/25/42

210,969

150,000

(a)

Frontier

Issuer

LLC

6.600

08/20/53

153,027

52,721

Ginnie

Mae

II

Pool

G2

MA7419

3.000

06/20/51

46,292

127,514

Ginnie

Mae

II

Pool

G2

MA7768

3.000

12/20/51

111,895

288,028

Ginnie

Mae

II

Pool

G2

MA8149

3.500

07/20/52

260,360

425,587

Ginnie

Mae

II

Pool

G2

MA8267

4.000

09/20/52

396,566

202,167

Ginnie

Mae

II

Pool

G2

MA8489

4.500

12/20/52

193,231

150,000

(a)

GS

Mortgage

Securities

Corp

Trust

2022-AGSS

7.022

08/15/39

150,319

125,000

GS

Mortgage

Securities

Trust

3.980

02/10/48

123,915

250,000

GS

Mortgage

Securities

Trust

3.826

03/10/50

234,689

95,583

(a)

GS

Mortgage-Backed

Securities

Trust

4.346

12/25/52

83,563

250,000

(a)

Hertz

Vehicle

Financing

III

LP

2.520

12/27/27

231,886

184,285

(a)

J.P.

Morgan

Mortgage

Trust

3.188

12/25/51

149,862

186,668

(a)

J.P.

Morgan

Mortgage

Trust

3.286

05/25/52

147,687

78,296

(a)

JP

Morgan

Mortgage

Trust

5.415

10/26/48

78,611

185,137

(a)

JP

Morgan

Mortgage

Trust

3.214

01/25/52

145,197

185,497

(a)

JP

Morgan

Mortgage

Trust

3.343

04/25/52

147,366

77,013

(a)

JP

Morgan

Mortgage

Trust

2021-11

2.500

01/25/52

61,735

7

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:

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SECURITIZED

(continued)

$

80,621

(a)

JP

Morgan

Mortgage

Trust

Series

3.000

%

05/25/54

$

67,167

100,000

JPMCC

Commercial

Mortgage

Securities

Trust

3.702

07/15/50

74,433

150,000

JPMDB

Commercial

Mortgage

Securities

Trust

3.694

03/15/50

144,086

250,000

(a)

Magnetite

XXIII

Ltd

7.937

01/25/35

252,291

150,000

(a)

MetroNet

Infrastructure

Issuer

LLC

7.590

04/20/54

154,806

250,000

(a)

MetroNet

Infrastructure

Issuer

LLC

10.860

04/20/54

260,794

88,535

(a)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

4.000

02/25/53

79,333

200,143

(a)

MVW

2021-1W

LLC

1.940

01/22/41

190,074

175,000

(a)

One

Bryant

Park

Trust

2019-OBP

2.516

09/15/54

152,878

435,417

(a)

RCKT

Mortgage

Trust

2.500

06/25/51

349,035

218,576

(a)

Sequoia

Mortgage

Trust

2020-1

3.850

02/25/50

172,458

600,000

(a)

Sierra

Timeshare

Receivables

Funding

LLC

4.980

08/20/41

596,892

150,000

(a)

Subway

Funding

LLC

6.028

07/30/54

151,416

147,375

(a)

Taco

Bell

Funding

LLC

2.294

08/25/51

130,156

150,000

(a)

TX

Trust

6.395

06/15/39

149,509

255,711

(a)

VR

Funding

LLC

2.790

11/15/50

234,696

186,476

(a)

Wendy's

Funding

LLC

3.884

03/15/48

178,847

TOTAL

SECURITIZED

(Cost

$19,618,255)

19,564,455

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

U.S.

TREASURY

-

14.8%

175,000

United

States

Treasury

Note/Bond

3.500

09/30/29

169,955

603,000

United

States

Treasury

Note/Bond

3.625

09/30/31

581,424

1,110,000

United

States

Treasury

Note/Bond

3.875

08/15/34

1,073,925

1,365,000

United

States

Treasury

Note/Bond

4.125

08/15/44

1,281,820

2,092,000

United

States

Treasury

Note/Bond

4.625

05/15/54

2,140,704

2,400,000

United

States

Treasury

Note/Bond

-

When

Issued

4.375

08/15/54

2,309,625

TOTAL

U.S.

TREASURY

(Cost

$7,786,641)

7,557,453

TOTAL

LONG-TERM

INVESTMENTS

(Cost

$49,588,404)

49,294,393

OTHER

ASSETS

&

LIABILITIES,

NET

-

3.4%

1,715,827

NET

ASSETS

-

100%

$

51,010,220

Portfolio

of

Investments

October

31,

2024

(continued)

Core

Plus

Bond

ETF

(NCPB)

8

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

purpos-

es

of

this

report,

which

may

combine

industry

sub-classifications

into

sectors

for

reporting

ease.

NCPB

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Corporate

Debt

$

–

$

20,053,627

$

–

$

20,053,627

Government

Related

–

2,118,858

–

2,118,858

Securitized

–

19,564,455

–

19,564,455

U.S.

Treasury

–

7,557,453

–

7,557,453

Total

$

–

$

49,294,393

$

–

$

49,294,393

(a)

Security

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$13,595,586

or

27.6%

of

Total

Investments.

(b)

Perpetual

security.

Maturity

date

is

not

applicable.

9

Portfolio

of

Investments

October

31,

2024

Enhanced

Yield

U.S.

Aggregate

Bond

ETF

(NUAG)

(Unaudited)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

LONG-TERM

INVESTMENTS

-

98.4%

CORPORATE

DEBT

-

41.5%

FINANCIALS

-

17.3%

$

18,000

AerCap

Ireland

Capital

DAC

/

AerCap

Global

Aviation

Trust

1.750

%

01/30/26

$

17,308

18,000

AerCap

Ireland

Capital

DAC

/

AerCap

Global

Aviation

Trust

2.450

10/29/26

17,181

5,000

AerCap

Ireland

Capital

DAC

/

AerCap

Global

Aviation

Trust

4.625

10/15/27

4,964

1,000

AerCap

Ireland

Capital

DAC

/

AerCap

Global

Aviation

Trust

3.000

10/29/28

928

50,000

AerCap

Ireland

Capital

DAC

/

AerCap

Global

Aviation

Trust

6.150

09/30/30

52,502

38,000

AerCap

Ireland

Capital

DAC

/

AerCap

Global

Aviation

Trust

3.300

01/30/32

33,411

4,000

Aetna

Inc

4.500

05/15/42

3,398

10,000

Aetna

Inc

4.750

03/15/44

8,561

10,000

Affiliated

Managers

Group

Inc

3.300

06/15/30

9,078

11,000

Air

Lease

Corp

1.875

08/15/26

10,453

7,000

Air

Lease

Corp

2.200

01/15/27

6,617

8,000

Air

Lease

Corp

3.625

04/01/27

7,752

22,000

Air

Lease

Corp

3.250

10/01/29

20,301

10,000

Air

Lease

Corp

3.000

02/01/30

9,027

23,000

Alexandria

Real

Estate

Equities

Inc

3

.550

03/15/52

16,206

50,000

Allstate

Corp/The

5.250

03/30/33

50,427

28,000

Ally

Financial

Inc

2.200

11/02/28

24,881

11,000

Ally

Financial

Inc

8.000

11/01/31

12,239

30,000

American

Express

Co

5.098

02/16/28

30,237

40,000

American

Express

Co

6.489

10/30/31

43,086

50,000

American

International

Group

Inc

4.750

04/01/48

45,321

19,000

Aon

Corp

2.800

05/15/30

17,027

1,000

Aon

Corp

/

Aon

Global

Holdings

PLC

2.600

12/02/31

859

90,000

Aon

Corp

/

Aon

Global

Holdings

PLC

5.350

02/28/33

91,174

5,000

Ares

Capital

Corp

3.875

01/15/26

4,916

30,000

Ares

Capital

Corp

7.000

01/15/27

31,002

30,000

Arthur

J

Gallagher

&

Co

6.750

02/15/54

34,115

7,000

Assurant

Inc

3.700

02/22/30

6,497

10,000

Assurant

Inc

2.650

01/15/32

8,393

1,000

Athene

Holding

Ltd

6.150

04/03/30

1,046

30,000

Athene

Holding

Ltd

6.250

04/01/54

30,810

7,000

AXIS

Specialty

Finance

PLC

4.000

12/06/27

6,798

40,000

Banco

Santander

SA

3.800

02/23/28

38,545

64,000

Banco

Santander

SA

2.749

12/03/30

54,919

44,000

Bank

of

America

Corp

4.948

07/22/28

44,176

120,000

Bank

of

America

Corp

5.015

07/22/33

119,193

130,000

Bank

of

America

Corp

5.872

09/15/34

135,489

100,000

Bank

of

America

Corp

5.518

10/25/35

99,252

10,000

Bank

of

Montreal

5.920

09/25/25

10,112

30,000

Bank

of

Montreal

4.567

09/10/27

29,949

60,000

Bank

of

New

York

Mellon

Corp/The

4.947

04/26/27

60,287

50,000

(a)

Bank

of

Nova

Scotia/The

4.740

11/10/32

48,773

7,000

Bank

of

Nova

Scotia/The

3.625

10/27/81

6,367

21,000

(a)

BankUnited

Inc

5.125

06/11/30

20,225

3,000

Barclays

PLC

5.200

05/12/26

3,001

70,000

Barclays

PLC

5.501

08/09/28

70,913

3,000

Barclays

PLC

5.088

06/20/30

2,952

4,000

Barclays

PLC

2.667

03/10/32

3,440

14,000

Barclays

PLC

2.894

11/24/32

11,994

24,000

Barclays

PLC

3.811

03/10/42

18,983

14,000

Blackstone

Private

Credit

Fund

2.625

12/15/26

13,188

20,000

Blackstone

Private

Credit

Fund

4.000

01/15/29

18,846

16,000

Blackstone

Secured

Lending

Fund

2.125

02/15/27

14,811

50,000

Blackstone

Secured

Lending

Fund

5.350

04/13/28

49,638

18,000

Blue

Owl

Capital

Corp

4.250

01/15/26

17,716

1,000

Blue

Owl

Capital

Corp

2.625

01/15/27

936

14,000

Blue

Owl

Credit

Income

Corp

4.700

02/08/27

13,652

14,000

(a)

Brighthouse

Financial

Inc

5.625

05/15/30

14,314

24,000

Brown

&

Brown

Inc

2.375

03/15/31

20,370

Portfolio

of

Investments

October

31,

2024

(continued)

Enhanced

Yield

U.S.

Aggregate

Bond

ETF

(NUAG)

10

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIALS

(continued)

$

20,000

Canadian

Imperial

Bank

of

Commerce

5.001

%

04/28/28

$

20,142

6,000

Capital

One

Financial

Corp

1.878

11/02/27

5,657

44,000

Capital

One

Financial

Corp

3.800

01/31/28

42,549

21,000

Capital

One

Financial

Corp

4.927

05/10/28

21,035

7,000

Capital

One

Financial

Corp

3.273

03/01/30

6,491

46,000

Capital

One

Financial

Corp

2.359

07/29/32

37,108

31,000

Capital

One

Financial

Corp

5.268

05/10/33

30,541

55,000

Charles

Schwab

Corp/The

5.643

05/19/29

56,388

36,000

CI

Financial

Corp

3.200

12/17/30

30,497

20,000

Citigroup

Inc

4.450

09/29/27

19,752

61,000

Citigroup

Inc

3.070

02/24/28

58,716

10,000

Citigroup

Inc

4.658

05/24/28

9,967

50,000

Citigroup

Inc

4.412

03/31/31

48,405

60,000

Citigroup

Inc

4.910

05/24/33

58,734

170,000

Citigroup

Inc

5.827

02/13/35

171,484

42,000

Citizens

Financial

Group

Inc

2.500

02/06/30

36,828

8,000

CNA

Financial

Corp

3.900

05/01/29

7,702

8,000

CNO

Financial

Group

Inc

5.250

05/30/29

7,957

20,000

Cooperatieve

Rabobank

UA

3.750

07/21/26

19,568

46,000

Corebridge

Financial

Inc

3.850

04/05/29

43,957

10,000

Deutsche

Bank

AG/New

York

NY

4.100

01/13/26

9,890

4,000

Deutsche

Bank

AG/New

York

NY

2.129

11/24/26

3,875

4,000

Deutsche

Bank

AG/New

York

NY

2.311

11/16/27

3,785

1,000

Deutsche

Bank

AG/New

York

NY

3.547

09/18/31

908

80,000

Deutsche

Bank

AG/New

York

NY

7.079

02/10/34

83,917

7,000

Discover

Financial

Services

4.500

01/30/26

6,962

8,000

Discover

Financial

Services

4.100

02/09/27

7,865

10,000

Discover

Financial

Services

7.964

11/02/34

11,490

40,000

Elevance

Health

Inc

5.650

06/15/54

39,863

10,000

Enact

Holdings

Inc

6.250

05/28/29

10,194

13,000

(a)

Enstar

Group

Ltd

3.100

09/01/31

10,999

33,000

Equitable

Holdings

Inc

4.350

04/20/28

32,365

24,000

Fairfax

Financial

Holdings

Ltd

4.625

04/29/30

23,479

10,000

(b)

Fairfax

Financial

Holdings

Ltd

6.100

03/15/55

10,093

21,000

Fidelity

National

Financial

Inc

3.400

06/15/30

19,043

2,000

Fifth

Third

Bancorp

1.707

11/01/27

1,883

13,000

Fifth

Third

Bancorp

3.950

03/14/28

12,639

40,000

Fifth

Third

Bancorp

6.361

10/27/28

41,479

11,000

First

American

Financial

Corp

2.400

08/15/31

9,004

50,000

First

American

Financial

Corp

5.450

09/30/34

48,520

10,000

First-Citizens

Bank

&

Trust

Co

6.125

03/09/28

10,337

11,000

FS

KKR

Capital

Corp

3.250

07/15/27

10,349

16,000

GATX

Corp

4.550

11/07/28

15,783

30,000

GATX

Corp

6.050

03/15/34

31,480

10,000

Globe

Life

Inc

4.550

09/15/28

9,864

10,000

Goldman

Sachs

BDC

Inc

2.875

01/15/26

9,742

16,000

Goldman

Sachs

Group

Inc/The

1.948

10/21/27

15,128

70,000

Goldman

Sachs

Group

Inc/The

4.482

08/23/28

69,465

54,000

Goldman

Sachs

Group

Inc/The

2.615

04/22/32

46,487

66,000

Goldman

Sachs

Group

Inc/The

2.383

07/21/32

55,634

50,000

Goldman

Sachs

Group

Inc/The

5.016

10/23/35

48,820

81,000

Goldman

Sachs

Group

Inc/The

6.450

05/01/36

87,504

23,000

Golub

Capital

BDC

Inc

2.050

02/15/27

21,193

50,000

(b)

HA

Sustainable

Infrastructure

Capital

Inc

6.375

07/01/34

49,772

12,000

Hartford

Financial

Services

Group

Inc/The

2.800

08/19/29

10,947

20,000

Hartford

Financial

Services

Group

Inc/The

2.900

09/15/51

12,838

20,000

Hercules

Capital

Inc

3.375

01/20/27

18,954

130,000

HSBC

Holdings

PLC

6.547

06/20/34

137,781

96,000

HSBC

Holdings

PLC

6.800

06/01/38

103,851

12,000

Huntington

Bancshares

Inc/OH

2.550

02/04/30

10,579

30,000

ING

Groep

NV

4.050

04/09/29

29,031

8,000

Jackson

Financial

Inc

5.170

06/08/27

8,037

11

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIALS

(continued)

$

19,000

Jefferies

Financial

Group

Inc

4.150

%

01/23/30

$

18,179

40,000

(a)

Jefferies

Financial

Group

Inc

2.750

10/15/32

33,224

6,000

JPMorgan

Chase

&

Co

1.470

09/22/27

5,644

20,000

JPMorgan

Chase

&

Co

6.070

10/22/27

20,511

50,000

JPMorgan

Chase

&

Co

4.505

10/22/28

49,647

30,000

JPMorgan

Chase

&

Co

2.069

06/01/29

27,265

4,000

JPMorgan

Chase

&

Co

3.702

05/06/30

3,804

100,000

JPMorgan

Chase

&

Co

4.603

10/22/30

98,620

6,000

JPMorgan

Chase

&

Co

2.545

11/08/32

5,119

12,000

JPMorgan

Chase

&

Co

4.912

07/25/33

11,881

220,000

JPMorgan

Chase

&

Co

5.717

09/14/33

226,510

12,000

Kemper

Corp

3.800

02/23/32

10,713

57,000

KeyCorp

2.550

10/01/29

50,766

12,000

Kimco

Realty

OP

LLC

4.250

04/01/45

9,935

21,000

Lazard

Group

LLC

4.500

09/19/28

20,566

16,000

Lincoln

National

Corp

3.625

12/12/26

15,629

63,000

Lloyds

Banking

Group

PLC

4.716

08/11/26

62,759

21,000

Main

Street

Capital

Corp

3.000

07/14/26

20,050

20,000

Manufacturers

&

Traders

Trust

Co

4.650

01/27/26

19,921

10,000

Manufacturers

&

Traders

Trust

Co

3.400

08/17/27

9,589

19,000

Manulife

Financial

Corp

4.061

02/24/32

18,549

12,000

Markel

Group

Inc

3.350

09/17/29

11,130

20,000

Markel

Group

Inc

6.000

05/16/54

20,395

50,000

Marsh

&

McLennan

Cos

Inc

5.000

03/15/35

49,754

30,000

MetLife

Inc

5.375

07/15/33

30,821

20,000

Mitsubishi

UFJ

Financial

Group

Inc

5.017

07/20/28

20,143

110,000

Mitsubishi

UFJ

Financial

Group

Inc

2.559

02/25/30

98,138

50,000

Mizuho

Financial

Group

Inc

5.739

05/27/31

51,701

13,000

Morgan

Stanley

4.350

09/08/26

12,911

2,000

Morgan

Stanley

3.950

04/23/27

1,963

100,000

Morgan

Stanley

5.042

07/19/30

100,315

110,000

Morgan

Stanley

3.622

04/01/31

102,945

1,000

Morgan

Stanley

4.889

07/20/33

984

120,000

Morgan

Stanley

5.424

07/21/34

121,237

50,000

Morgan

Stanley

6.627

11/01/34

54,817

1,000

Morgan

Stanley

2.484

09/16/36

815

60,000

Nasdaq

Inc

5.550

02/15/34

61,316

47,000

NatWest

Group

PLC

5.076

01/27/30

46,851

11,000

NNN

REIT

Inc

3.000

04/15/52

6,938

63,000

Nomura

Holdings

Inc

5.386

07/06/27

63,583

4,000

Nomura

Holdings

Inc

2.710

01/22/29

3,642

12,000

Nomura

Holdings

Inc

3.103

01/16/30

10,872

1,000

Nomura

Holdings

Inc

2.679

07/16/30

875

10,000

Oaktree

Specialty

Lending

Corp

2.700

01/15/27

9,347

10,000

(b)

Oaktree

Strategic

Credit

Fund

6.500

07/23/29

9,969

7,000

Old

Republic

International

Corp

3.875

08/26/26

6,884

10,000

ORIX

Corp

4.000

04/13/32

9,292

50,000

PartnerRe

Finance

B

LLC

4.500

10/01/50

45,725

10,000

PNC

Bank

NA

3.250

01/22/28

9,560

70,000

PNC

Financial

Services

Group

Inc/The

6.875

10/20/34

77,794

13,000

Prospect

Capital

Corp

3.437

10/15/28

11,231

7,000

Prudential

Financial

Inc

5.700

09/15/48

7,039

41,000

Prudential

Financial

Inc

3.700

10/01/50

37,194

7,000

Regency

Centers

LP

4.400

02/01/47

5,880

10,000

Regions

Bank/Birmingham

AL

6.450

06/26/37

10,370

24,000

Regions

Financial

Corp

1.800

08/12/28

21,362

10,000

Reinsurance

Group

of

America

Inc

3.150

06/15/30

9,096

10,000

Royal

Bank

of

Canada

4.900

01/12/28

10,062

30,000

Royal

Bank

of

Canada

5.200

08/01/28

30,484

50,000

Royal

Bank

of

Canada

4.522

10/18/28

49,732

7,000

Santander

Holdings

USA

Inc

3.244

10/05/26

6,762

30,000

Santander

Holdings

USA

Inc

4.400

07/13/27

29,582

Portfolio

of

Investments

October

31,

2024

(continued)

Enhanced

Yield

U.S.

Aggregate

Bond

ETF

(NUAG)

12

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIALS

(continued)

$

1,000

Santander

Holdings

USA

Inc

2.490

%

01/06/28

$

943

30,000

Santander

UK

Group

Holdings

PLC

2.469

01/11/28

28,277

30,000

State

Street

Corp

5.159

05/18/34

30,302

12,000

Stifel

Financial

Corp

4.000

05/15/30

11,320

60,000

Sumitomo

Mitsui

Financial

Group

Inc

5.520

01/13/28

61,341

30,000

Sumitomo

Mitsui

Financial

Group

Inc

2.222

09/17/31

25,188

20,000

(a)

Synchrony

Financial

5.935

08/02/30

20,316

50,000

Synovus

Financial

Corp

6.168

11/01/30

49,991

10,000

Toronto-Dominion

Bank/The

5.156

01/10/28

10,107

50,000

(a)

Toronto-Dominion

Bank/The

5.146

09/10/34

48,984

70,000

Truist

Financial

Corp

7.161

10/30/29

75,040

17,000

Unum

Group

3.875

11/05/25

16,796

60,000

US

Bancorp

5.775

06/12/29

61,726

10,000

US

Bancorp

5.100

07/23/30

10,046

10,000

Ventas

Realty

LP

5.000

01/15/35

9,664

50,000

W

R

Berkley

Corp

4.000

05/12/50

39,381

10,000

Wachovia

Corp

7.574

08/01/26

10,445

1,000

Wells

Fargo

&

Co

3.526

03/24/28

971

20,000

Wells

Fargo

&

Co

4.808

07/25/28

19,978

50,000

Wells

Fargo

&

Co

5.389

04/24/34

50,340

220,000

Wells

Fargo

&

Co

5.557

07/25/34

223,722

100,000

Wells

Fargo

&

Co

5.950

12/15/36

102,493

27,000

Westpac

Banking

Corp

2.668

11/15/35

23,069

14,000

Willis

North

America

Inc

4.500

09/15/28

13,788

50,000

Willis

North

America

Inc

5.050

09/15/48

45,122

TOTAL

FINANCIALS

6,531,605

INDUSTRIAL

-

9.6%

34,000

Altria

Group

Inc

5.800

02/14/39

34,501

88,000

Amgen

Inc

3.150

02/21/40

67,241

6,000

Amgen

Inc

5.150

11/15/41

5,765

1,000

Amgen

Inc

3.000

01/15/52

667

11,000

Amgen

Inc

4.200

02/22/52

8,931

50,000

Amphenol

Corp

5.000

01/15/35

49,669

10,000

AngloGold

Ashanti

Holdings

PLC

3.750

10/01/30

9,068

50,000

Apache

Corp

5.350

07/01/49

41,512

13,000

Aptiv

PLC

3.100

12/01/51

7,942

57,000

AT&T

Inc

4.850

03/01/39

53,573

80,000

AT&T

Inc

3.500

06/01/41

62,717

40,000

AT&T

Inc

3.500

02/01/61

26,760

21,000

Barrick

North

America

Finance

LLC

5.700

05/30/41

21,280

30,000

BAT

Capital

Corp

7.079

08/02/43

32,783

23,000

Becton

Dickinson

&

Co

4.685

12/15/44

20,532

22,000

Bell

Telephone

Co

of

Canada

or

Bell

Canada

3.650

08/15/52

16,006

34,000

Biogen

Inc

5.200

09/15/45

31,476

65,000

Boeing

Co/The

5.705

05/01/40

62,528

10,000

Boeing

Co/The

3.900

05/01/49

7,066

10,000

Boeing

Co/The

3.825

03/01/59

6,492

8,000

BorgWarner

Inc

4.375

03/15/45

6,579

7,000

Boston

Scientific

Corp

4.550

03/01/39

6,516

50,000

Broadcom

Inc

4.550

02/15/32

48,355

54,000

(b)

Broadcom

Inc

3.187

11/15/36

43,872

5,000

Canadian

Natural

Resources

Ltd

5.850

02/01/35

5,067

2,000

Canadian

Natural

Resources

Ltd

6.750

02/01/39

2,160

10,000

Canadian

Pacific

Railway

Co

4.800

09/15/35

9,751

24,000

Canadian

Pacific

Railway

Co

4.700

05/01/48

21,519

10,000

Cardinal

Health

Inc

4.500

11/15/44

8,480

6,000

Carrier

Global

Corp

3.577

04/05/50

4,484

10,000

Carrier

Global

Corp

6.200

03/15/54

10,984

5,000

Cenovus

Energy

Inc

5.250

06/15/37

4,781

10,000

CF

Industries

Inc

5.375

03/15/44

9,441

1,000

Charter

Communications

Operating

LLC

/

Charter

Communications

Operating

Capital

3.500

03/01/42

676

13

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

INDUSTRIAL

(continued)

$

64,000

Charter

Communications

Operating

LLC

/

Charter

Communications

Operating

Capital

5.375

%

05/01/47

$

52,315

21,000

(a)

Charter

Communications

Operating

LLC

/

Charter

Communications

Operating

Capital

5.250

04/01/53

16,814

33,000

Cigna

Group/The

4.900

12/15/48

29,265

11,000

Conagra

Brands

Inc

5.300

11/01/38

10,605

10,000

Constellation

Brands

Inc

5.250

11/15/48

9,602

10,000

Corning

Inc

3.900

11/15/49

7,809

10,000

Crown

Castle

Inc

4.750

05/15/47

8,671

49,000

CVS

Health

Corp

4.875

07/20/35

45,673

18,000

CVS

Health

Corp

4.780

03/25/38

16,064

20,000

CVS

Health

Corp

6.000

06/01/63

19,331

10,000

Dell

International

LLC

/

EMC

Corp

8.350

07/15/46

13,072

19,000

Devon

Energy

Corp

5.600

07/15/41

18,004

36,000

Diamondback

Energy

Inc

4.250

03/15/52

28,071

50,000

Discovery

Communications

LLC

5.300

05/15/49

39,021

7,000

Dollar

General

Corp

4.125

04/03/50

5,298

11,000

Dollar

Tree

Inc

3.375

12/01/51

7,035

22,000

Dow

Chemical

Co/The

4.250

10/01/34

20,499

8,000

Dow

Chemical

Co/The

5.250

11/15/41

7,572

10,000

Dow

Chemical

Co/The

5.550

11/30/48

9,670

5,000

DuPont

de

Nemours

Inc

5.319

11/15/38

5,179

6,000

Eastman

Chemical

Co

4.800

09/01/42

5,337

10,000

Eastman

Chemical

Co

4.650

10/15/44

8,610

10,000

Enbridge

Inc

8.500

01/15/84

11,110

22,000

Energy

Transfer

LP

5.800

06/15/38

22,005

22,000

Energy

Transfer

LP

5.000

05/15/44

19,271

17,000

Equifax

Inc

2.600

12/15/25

16,589

22,000

Equifax

Inc

2.350

09/15/31

18,524

20,000

FactSet

Research

Systems

Inc

3.450

03/01/32

17,860

20,000

FedEx

Corp

3.250

05/15/41

14,896

14,000

FedEx

Corp

4.050

02/15/48

11,110

41,000

Fidelity

National

Information

Services

Inc

1.650

03/01/28

37,108

37,000

Fiserv

Inc

2.250

06/01/27

34,853

50,000

Fiserv

Inc

5.625

08/21/33

51,475

50,000

(a)

Ford

Motor

Co

6.100

08/19/32

50,211

10,000

Freeport-McMoRan

Inc

5.400

11/14/34

10,007

11,000

General

Electric

Co

4.350

05/01/50

9,557

12,000

General

Mills

Inc

4.550

04/17/38

10,993

42,000

General

Motors

Co

6.600

04/01/36

44,437

17,000

Gilead

Sciences

Inc

4.000

09/01/36

15,283

9,000

Gilead

Sciences

Inc

4.750

03/01/46

8,204

20,000

Gilead

Sciences

Inc

5.550

10/15/53

20,490

6,000

Global

Payments

Inc

4.950

08/15/27

6,027

6,000

Global

Payments

Inc

4.450

06/01/28

5,895

15,000

Global

Payments

Inc

2.900

05/15/30

13,406

41,000

Global

Payments

Inc

2.900

11/15/31

35,424

9,000

Halliburton

Co

4.500

11/15/41

7,923

18,000

Halliburton

Co

4.750

08/01/43

16,072

50,000

Hasbro

Inc

5.100

05/15/44

44,946

10,000

HCA

Inc

4.375

03/15/42

8,358

10,000

HCA

Inc

3.500

07/15/51

6,810

20,000

HCA

Inc

6.000

04/01/54

20,095

14,000

Hewlett

Packard

Enterprise

Co

6.200

10/15/35

14,943

18,000

International

Paper

Co

4.800

06/15/44

16,164

10,000

International

Paper

Co

5.150

05/15/46

9,337

7,000

International

Paper

Co

4.400

08/15/47

5,912

16,000

J

M

Smucker

Co/The

4.250

03/15/35

14,735

30,000

JBS

USA

Holding

Lux

Sarl/

JBS

USA

Food

Co/

JBS

Lux

Co

Sarl

6.500

12/01/52

30,848

10,000

Johnson

Controls

International

plc

5.125

09/14/45

9,259

12,000

Johnson

Controls

International

plc

4.950

07/02/64

10,605

13,000

Keurig

Dr

Pepper

Inc

4.500

04/15/52

11,152

Portfolio

of

Investments

October

31,

2024

(continued)

Enhanced

Yield

U.S.

Aggregate

Bond

ETF

(NUAG)

14

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

INDUSTRIAL

(continued)

$

41,000

Kinder

Morgan

Energy

Partners

LP

6.375

%

03/01/41

$

42,589

11,000

Kinder

Morgan

Inc

3.600

02/15/51

7,643

24,000

Kraft

Heinz

Foods

Co

5.500

06/01/50

23,530

24,000

Kroger

Co/The

5.400

01/15/49

23,286

10,000

L3Harris

Technologies

Inc

5.054

04/27/45

9,406

2,000

(a)

Leggett

&

Platt

Inc

3.500

11/15/51

1,295

9,000

Lowe's

Cos

Inc

4.050

05/03/47

7,178

41,000

Lowe's

Cos

Inc

4.250

04/01/52

33,081

19,000

LYB

International

Finance

BV

5.250

07/15/43

17,676

11,000

Marathon

Petroleum

Corp

6.500

03/01/41

11,550

5,000

Marriott

International

Inc/MD

4.500

10/01/34

4,734

1,000

Martin

Marietta

Materials

Inc

3.200

07/15/51

687

30,000

Mastercard

Inc

4.875

03/09/28

30,436

55,000

McDonald's

Corp

4.700

12/09/35

53,362

10,000

MDC

Holdings

Inc

6.000

01/15/43

10,290

13,000

(a)

MDC

Holdings

Inc

3.966

08/06/61

10,476

8,000

Molson

Coors

Beverage

Co

4.200

07/15/46

6,553

50,000

Montefiore

Obligated

Group

5.246

11/01/48

43,785

7,000

Moody's

Corp

3.250

01/15/28

6,749

35,000

Moody's

Corp

2.000

08/19/31

29,341

32,000

MPLX

LP

4.500

04/15/38

28,343

21,000

National

Fuel

Gas

Co

5.500

01/15/26

21,108

10,000

Newmont

Corp

5.875

04/01/35

10,553

10,000

Newmont

Corp

/

Newcrest

Finance

Pty

Ltd

4.200

05/13/50

8,455

50,000

Nordson

Corp

4.500

12/15/29

48,978

11,000

Norfolk

Southern

Corp

4.800

08/15/43

9,840

28,000

Norfolk

Southern

Corp

3.700

03/15/53

20,890

10,000

Norfolk

Southern

Corp

5.100

08/01/18

8,777

30,000

Northrop

Grumman

Corp

5.200

06/01/54

29,119

12,000

Nutrien

Ltd

5.625

12/01/40

11,871

21,000

NXP

BV

/

NXP

Funding

LLC

/

NXP

USA

Inc

3.250

11/30/51

14,043

50,000

Occidental

Petroleum

Corp

7.875

09/15/31

56,043

20,000

Occidental

Petroleum

Corp

4.400

04/15/46

15,365

13,000

ONEOK

Inc

5.150

10/15/43

11,884

19,000

ONEOK

Partners

LP

6.125

02/01/41

19,212

50,000

Oracle

Corp

4.700

09/27/34

48,078

57,000

Oracle

Corp

3.800

11/15/37

48,381

96,000

Oracle

Corp

3.650

03/25/41

75,977

14,000

Orange

SA

5.375

01/13/42

13,777

10,000

Owens

Corning

7.000

12/01/36

11,323

4,000

Owens

Corning

4.300

07/15/47

3,255

3,000

Packaging

Corp

of

America

3.050

10/01/51

1,982

10,000

Paramount

Global

7.875

07/30/30

10,773

24,000

Paramount

Global

4.900

08/15/44

17,872

14,000

Parker-Hannifin

Corp

4.450

11/21/44

12,342

6,000

Phillips

66

4.650

11/15/34

5,676

5,000

Phillips

66

5.875

05/01/42

5,088

26,000

Phillips

66

3.300

03/15/52

17,224

50,000

(a)

Regal

Rexnord

Corp

6.400

04/15/33

52,242

10,000

Republic

Services

Inc

5.200

11/15/34

10,115

33,000

Rogers

Communications

Inc

5.000

03/15/44

30,009

4,000

RPM

International

Inc

4.250

01/15/48

3,405

10,000

RTX

Corp

4.450

11/16/38

9,129

10,000

RTX

Corp

4.625

11/16/48

8,827

40,000

RTX

Corp

6.400

03/15/54

45,015

10,000

Sherwin-Williams

Co/The

4.000

12/15/42

8,178

10,000

Sherwin-Williams

Co/The

3.300

05/15/50

6,956

10,000

Southern

Copper

Corp

7.500

07/27/35

11,542

7,000

Southern

Copper

Corp

5.250

11/08/42

6,532

30,000

Spectra

Energy

Partners

LP

4.500

03/15/45

25,075

10,000

Stanley

Black

&

Decker

Inc

4.850

11/15/48

9,023

31,000

Starbucks

Corp

3.350

03/12/50

21,592

15

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

INDUSTRIAL

(continued)

$

16,000

Stryker

Corp

4.100

%

04/01/43

$

13,427

24,000

Suncor

Energy

Inc

4.000

11/15/47

18,285

15,000

Sysco

Corp

3.150

12/14/51

10,033

20,000

Takeda

Pharmaceutical

Co

Ltd

3.175

07/09/50

13,723

30,000

Telefonica

Emisiones

SA

5.213

03/08/47

27,264

9,000

TELUS

Corp

4.300

06/15/49

7,177

20,000

Thomson

Reuters

Corp

3.350

05/15/26

19,599

38,000

Time

Warner

Cable

LLC

5.500

09/01/41

32,001

50,000

T-Mobile

USA

Inc

4

.700

01/15/35

48,165

65,000

T-Mobile

USA

Inc

3.400

10/15/52

45,176

10,000

T-Mobile

USA

Inc

6.000

06/15/54

10,505

4,000

Trane

Technologies

Global

Holding

Co

Ltd

5.750

06/15/43

4,146

19,000

TransCanada

PipeLines

Ltd

5.100

03/15/49

17,993

36,000

Transcontinental

Gas

Pipe

Line

Co

LLC

3.950

05/15/50

27,728

4,000

Triton

Container

International

Ltd

/

TAL

International

Container

Corp

3.250

03/15/32

3,398

11,000

Tyson

Foods

Inc

5.100

09/28/48

10,049

23,000

Valero

Energy

Corp

3.650

12/01/51

16,006

2,000

Verizon

Communications

Inc

3.400

03/22/41

1,548

7,000

Verizon

Communications

Inc

2.850

09/03/41

4,981

80,000

Verizon

Communications

Inc

4.862

08/21/46

73,559

16,000

Verizon

Communications

Inc

4.000

03/22/50

12,629

26,000

Verizon

Communications

Inc

3.875

03/01/52

19,958

36,000

Viatris

Inc

3.850

06/22/40

27,000

27,000

Vodafone

Group

PLC

4.875

06/19/49

23,832

22,000

Warnermedia

Holdings

Inc

5.050

03/15/42

17,557

11,000

Western

Union

Co/The

1.350

03/15/26

10,459

23,000

Westlake

Corp

3.125

08/15/51

14,778

20,000

Whirlpool

Corp

5

.150

03/01/43

17,822

2,000

Zimmer

Biomet

Holdings

Inc

4.250

08/15/35

1,811

6,000

Zimmer

Biomet

Holdings

Inc

5.750

11/30/39

6,041

11,000

Zoetis

Inc

4.700

02/01/43

9,991

TOTAL

INDUSTRIAL

3,618,742

UTILITY

-

14.6%

65,000

AEP

Texas

Inc

3.800

10/01/47

48,226

100,000

AEP

Texas

Inc

5.250

05/15/52

93,409

50,000

AEP

Transmission

Co

LLC

5.400

03/15/53

49,656

9,000

Ameren

Corp

1.950

03/15/27

8,449

8,000

Ameren

Corp

1.750

03/15/28

7,238

4,000

American

Electric

Power

Co

Inc

4.300

12/01/28

3,928

4,000

American

Electric

Power

Co

Inc

3.875

02/15/62

3,774

70,000

American

Water

Capital

Corp

4.150

06/01/49

57,548

10,000

American

Water

Capital

Corp

3.250

06/01/51

6,965

50,000

Arizona

Public

Service

Co

5.700

08/15/34

51,152

50,000

(a)

Arizona

Public

Service

Co

2.650

09/15/50

29,982

40,000

Atmos

Energy

Corp

6.200

11/15/53

44,325

4,000

Black

Hills

Corp

3.150

01/15/27

3,854

10,000

Black

Hills

Corp

4.200

09/15/46

8,013

61,000

Black

Hills

Corp

3.875

10/15/49

45,393

70,000

CenterPoint

Energy

Inc

5.400

06/01/29

71,292

18,000

Cleco

Corporate

Holdings

LLC

4.973

05/01/46

15,402

11,000

CMS

Energy

Corp

4.875

03/01/44

10,091

60,000

CMS

Energy

Corp

3.750

12/01/50

52,526

80,000

Consolidated

Edison

Co

of

New

York

Inc

5.900

11/15/53

84,446

101,000

Constellation

Energy

Generation

LLC

5.600

06/15/42

100,223

10,000

Consumers

Energy

Co

4.350

08/31/64

8,132

70,000

Dayton

Power

&

Light

Co/The

3.950

06/15/49

53,030

13,000

Delmarva

Power

&

Light

Co

4.000

06/01/42

10,569

6,000

Dominion

Energy

Inc

3.600

03/15/27

5,875

90,000

Dominion

Energy

Inc

3.375

04/01/30

83,344

20,000

Dominion

Energy

Inc

2.250

08/15/31

16,840

7,000

Dominion

Energy

Inc

4.900

08/01/41

6,405

Portfolio

of

Investments

October

31,

2024

(continued)

Enhanced

Yield

U.S.

Aggregate

Bond

ETF

(NUAG)

16

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITY

(continued)

$

43,000

Dominion

Energy

Inc

4.850

%

08/15/52

$

38,067

50,000

Dominion

Energy

Inc

7.000

06/01/54

53,200

90,000

DTE

Energy

Co

5.100

03/01/29

90,704

21,000

Duke

Energy

Corp

3.150

08/15/27

20,161

111,000

Duke

Energy

Corp

4.300

03/15/28

109,440

287,000

Duke

Energy

Corp

3.950

08/15/47

221,544

1,000

Duke

Energy

Corp

5.000

08/15/52

903

100,000

Duke

Energy

Indiana

LLC

5.400

04/01/53

98,493

27,000

El

Paso

Electric

Co

5.000

12/01/44

23,661

18,000

Emera

US

Finance

LP

3.550

06/15/26

17,590

32,000

Emera

US

Finance

LP

4.750

06/15/46

27,095

13,000

Enel

Chile

SA

4.875

06/12/28

12,880

1,000

Entergy

Corp

0.900

09/15/25

966

1,000

Entergy

Corp

1.900

06/15/28

904

1,000

Entergy

Corp

3.750

06/15/50

737

50,000

Entergy

Louisiana

LLC

4.200

09/01/48

41,160

21,000

Essential

Utilities

Inc

3.351

04/15/50

14,575

50,000

Evergy

Kansas

Central

Inc

4.250

12/01/45

41,677

21,000

Eversource

Energy

3.300

01/15/28

20,029

50,000

Eversource

Energy

5.850

04/15/31

51,826

6,000

Eversource

Energy

3.450

01/15/50

4,296

6,000

Exelon

Corp

2.750

03/15/27

5,743

50,000

Exelon

Corp

5.150

03/15/29

50,683

100,000

Exelon

Corp

5.450

03/15/34

101,747

3,000

Exelon

Corp

4.950

06/15/35

2,902

21,000

Exelon

Corp

5.100

06/15/45

19,618

7,000

Exelon

Corp

4.450

04/15/46

5,968

1,000

Exelon

Corp

4.700

04/15/50

881

40,000

FirstEnergy

Corp

2.250

09/01/30

34,446

48,000

FirstEnergy

Pennsylvania

Electric

Co

6.150

10/01/38

50,113

20,000

Fortis

Inc/Canada

3.055

10/04/26

19,374

81,000

Georgia

Power

Co

3.700

01/30/50

61,664

18,000

Iberdrola

International

BV

6.750

07/15/36

20,234

10,000

Idaho

Power

Co

5.800

04/01/54

10,309

10,000

Interstate

Power

and

Light

Co

4.100

09/26/28

9,759

7,000

IPALCO

Enterprises

Inc

4.250

05/01/30

6,620

1,000

ITC

Holdings

Corp

5.300

07/01/43

933

10,000

Louisville

Gas

and

Electric

Co

4.375

10/01/45

8,515

12,000

National

Grid

USA

5.803

04/01/35

12,150

50,000

National

Rural

Utilities

Cooperative

Finance

Corp

5.150

06/15/29

50,817

8,000

NextEra

Energy

Capital

Holdings

Inc

1.875

01/15/27

7,528

67,000

NextEra

Energy

Capital

Holdings

Inc

1.900

06/15/28

60,665

4,000

NextEra

Energy

Capital

Holdings

Inc

3.500

04/01/29

3,790

129,000

NextEra

Energy

Capital

Holdings

Inc

5.000

07/15/32

128,735

100,000

NextEra

Energy

Capital

Holdings

Inc

6.700

09/01/54

102,699

4,000

NextEra

Energy

Capital

Holdings

Inc

5.650

05/01/79

3,957

3,000

NextEra

Energy

Capital

Holdings

Inc

3.800

03/15/82

2,828

19,000

NiSource

Inc

3.490

05/15/27

18,492

98,000

NiSource

Inc

5.950

06/15/41

100,759

56,000

NiSource

Inc

5.650

02/01/45

56,262

7,000

NiSource

Inc

3.950

03/30/48

5,534

19,000

NiSource

Inc

5.000

06/15/52

17,389

50,000

Northern

States

Power

Co/WI

5.650

06/15/54

51,996

100,000

NSTAR

Electric

Co

4.950

09/15/52

93,516

4,000

Oglethorpe

Power

Corp

5.950

11/01/39

4,150

69,000

Oglethorpe

Power

Corp

4.200

12/01/42

56,165

14,000

Oglethorpe

Power

Corp

4.250

04/01/46

11,048

13,000

Oglethorpe

Power

Corp

5.050

10/01/48

11,841

7,000

Oglethorpe

Power

Corp

5.250

09/01/50

6,505

40,000

Oncor

Electric

Delivery

Co

LLC

5.350

10/01/52

39,276

8,000

Pacific

Gas

and

Electric

Co

3.300

12/01/27

7,629

9,000

Pacific

Gas

and

Electric

Co

3.000

06/15/28

8,430

17

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITY

(continued)

$

9,000

Pacific

Gas

and

Electric

Co

4.200

%

03/01/29

$

8,709

40,000

Pacific

Gas

and

Electric

Co

5.900

06/15/32

41,391

210,000

Pacific

Gas

and

Electric

Co

6.950

03/15/34

232,880

109,000

Pacific

Gas

and

Electric

Co

4.200

06/01/41

88,692

6,000

Pacific

Gas

and

Electric

Co

4.450

04/15/42

5,050

8,000

Pacific

Gas

and

Electric

Co

3.750

08/15/42

6,092

7,000

Pacific

Gas

and

Electric

Co

4.300

03/15/45

5,664

7,000

Pacific

Gas

and

Electric

Co

4.000

12/01/46

5,336

7,000

Pacific

Gas

and

Electric

Co

3.950

12/01/47

5,265

106,000

Pacific

Gas

and

Electric

Co

4.950

07/01/50

92,958

104,000

Pacific

Gas

and

Electric

Co

5.250

03/01/52

95,055

160,000

PacifiCorp

5.500

05/15/54

153,984

65,000

Piedmont

Natural

Gas

Co

Inc

3.640

11/01/46

47,840

11,000

Piedmont

Natural

Gas

Co

Inc

3.350

06/01/50

7,614

10,000

Potomac

Electric

Power

Co

4.150

03/15/43

8,527

100,000

Potomac

Electric

Power

Co

5.500

03/15/54

101,207

10,000

PPL

Capital

Funding

Inc

3.100

05/15/26

9,745

1,000

PPL

Capital

Funding

Inc

4.125

04/15/30

960

70,000

PPL

Electric

Utilities

Corp

4.150

06/15/48

58,590

110,000

Public

Service

Co

of

Colorado

5.250

04/01/53

105,101

10,000

Public

Service

Electric

and

Gas

Co

5.700

12/01/36

10,471

100,000

Public

Service

Electric

and

Gas

Co

5.450

08/01/53

101,657

26,000

Puget

Energy

Inc

2.379

06/15/28

23,636

36,000

Puget

Energy

Inc

4.100

06/15/30

33,763

50,000

San

Diego

Gas

&

Electric

Co

4.150

05/15/48

41,008

4,000

Sempra

3.250

06/15/27

3,843

52,000

Sempra

3.400

02/01/28

49,762

38,000

Sempra

3.800

02/01/38

31,923

59,000

Sempra

4.000

02/01/48

46,144

14,000

Sempra

4.125

04/01/52

13,279

100,000

Southern

California

Edison

Co

5.700

03/01/53

101,072

50,000

Southern

Co

Gas

Capital

Corp

6.000

10/01/34

51,714

1,000

Southern

Co

Gas

Capital

Corp

4.400

05/30/47

830

1,000

Southern

Co/The

5.113

08/01/27

1,008

40,000

Southern

Co/The

4.850

06/15/28

40,262

180,000

Southern

Co/The

5.700

03/15/34

187,111

51,000

Southern

Power

Co

4.950

12/15/46

45,789

45,000

Southwest

Gas

Corp

4.150

06/01/49

35,459

8,000

Southwestern

Electric

Power

Co

1.650

03/15/26

7,671

104,000

Southwestern

Electric

Power

Co

4.100

09/15/28

101,456

1,000

Southwestern

Electric

Power

Co

3.900

04/01/45

772

109,000

Southwestern

Electric

Power

Co

3.250

11/01/51

72,485

21,000

Southwestern

Public

Service

Co

6.000

10/01/36

21,484

48,000

Spire

Inc

4.700

08/15/44

40,636

35,000

Union

Electric

Co

5.450

03/15/53

34,993

100,000

Virginia

Electric

and

Power

Co

5.350

01/15/54

97,939

60,000

WEC

Energy

Group

Inc

4.750

01/15/28

60,206

60,000

Wisconsin

Power

and

Light

Co

4.100

10/15/44

48,545

11,000

Xcel

Energy

Inc

1.750

03/15/27

10,274

1,000

Xcel

Energy

Inc

4.000

06/15/28

971

7,000

Xcel

Energy

Inc

4.800

09/15/41

6,183

TOTAL

UTILITY

5,544,671

TOTAL

CORPORATE

DEBT

(Cost

$16,398,652)

15,695,018

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

GOVERNMENT

RELATED

-

9.3%

GOVERNMENT

AGENCY

-

0.6%

20,000

Export-Import

Bank

of

Korea

2.500

06/29/41

14,336

50,000

(a)

Federal

Home

Loan

Banks

3.625

09/04/26

49,524

1,000

Federal

National

Mortgage

Association

1.875

09/24/26

959

Portfolio

of

Investments

October

31,

2024

(continued)

Enhanced

Yield

U.S.

Aggregate

Bond

ETF

(NUAG)

18

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

GOVERNMENT

AGENCY

(continued)

$

26,000

Federal

National

Mortgage

Association

5.625

%

07/15/37

$

28,553

9,000

Tennessee

Valley

Authority

5

.250

09/15/39

9,393

129,000

Tennessee

Valley

Authority

3.500

12/15/42

107,785

5,000

Tennessee

Valley

Authority

4.250

09/15/52

4,385

TOTAL

GOVERNMENT

AGENCY

214,935

MUNICIPAL

BONDS

-

3.2%

18,000

Bay

Area

Toll

Authority,

California,

Revenue

Bonds,

San

Francisco

Bay

Area

Toll

Bridge,

Series

2021F-3

3.126

04/01/55

12,387

16,000

Bay

Area

Toll

Authority,

California,

Revenue

Bonds,

San

Francisco

Bay

Area

Toll

Bridge,

Subordinate

Lien,

Build

America

Federally

Taxable

Bond

Series

2010S-1

6.918

04/01/40

18,300

60,000

Board

of

Regents

of

the

University

of

Texas

System,

Revenue

Financing

System

Bonds,

Green

Series

2016B

3.852

08/15/46

50,933

42,000

California

State

University,

Systemwide

Revenue

Bonds,

Taxable

Series

2021B

2.719

11/01/52

28,865

10,000

California

State

University,

Systemwide

Revenue

Bonds,

Taxable

Series

2021B

2.939

11/01/52

6,925

50,000

California

State,

General

Obligation

Bonds,

Taxable

Various

Purpose

Series

2018

4.500

04/01/33

49,333

70,000

California

State,

General

Obligation

Bonds,

Taxable

Various

Purpose

Series

2018

4.600

04/01/38

67,207

50,000

California

State,

General

Obligation

Bonds,

Various

Purpose

Build

America

Taxable

Bond

Series

2010

7.625

03/01/40

60,399

10,000

Chicago

Greater

Metropolitan

Water

Reclamation

District,

Illinois,

General

Obligation

Bonds,

Build

America

Taxable

Bonds,

Series

2009

5.720

12/01/38

10,343

29,000

Chicago

Transit

Authority,

Illinois,

Sales

and

Transfer

Tax

Receipts

Revenue

Bonds,

Pension

Funding

Taxable

Series

2008B

6.899

12/01/40

32,334

47,000

Chicago,

Illinois,

General

Airport

Revenue

Bonds,

O'Hare

International

Airport,

Taxable

Senior

Lien

Series

2018C

4.572

01/01/54

43,705

40,000

Commonwealth

Financing

Authority,

Pennsylvania,

Revenue

Bonds

Taxable

Series

2021A

2.991

06/01/42

30,248

6,000

Commonwealth

Financing

Authority,

Pennsylvania,

State

Appropriation

Lease

Bonds,

Plancon

Program,

Taxable

Series

2018A

3.864

06/01/38

5,437

10,000

Cook

County,

Illinois,

General

Obligation

Bonds,

Build

America

Taxable

Bonds,

Series

2010D

6.229

11/15/34

10,623

40,000

Dallas

Area

Rapid

Transit,

Texas,

Sales

Tax

Revenue

Bonds,

Taxable

Refunding

Senior

Lien

Series

2021A

2.613

12/01/48

27,515

20,000

Dallas

Fort

Worth

International

Airport,

Texas,

Joint

Revenue

Bonds

Taxable

Improvement

Series

2022A

4.087

11/01/51

17,093

20,000

Dallas

Fort

Worth

International

Airport,

Texas,

Joint

Revenue

Bonds

Taxable

Improvement

Series

2022A

4.507

11/01/51

18,026

40,000

Dallas-Fort

Worth

International

Airport,

Texas,

Joint

Revenue

Bonds,

Taxable

Refunding

Series

2021C.

2.843

11/01/46

29,083

1,000

Dormitory

Authority

of

the

State

of

New

York,

State

Personal

Income

Tax

Revenue

Bonds,

General

Purpose,

Series

2021C

2.202

03/15/34

806

20,000

Florida

State

Board

of

Administration

Finance

Corporation,

Revenue

Bonds,

Taxable,

Series

2024A

5.526

07/01/34

20,351

30,000

Golden

State

Tobacco

Securitization

Corporation,

California,

Tobacco

Settlement

Asset-Backed

Bonds,

Taxable

Senior

Serie

s

2021A-1

4.214

06/01/50

22,393

40,000

Grand

Parkway

Transportation

Corporation,

Texas,

System

Toll

Revenue

Bonds,

Taxable

Refunding

Subordinate

Lien

Series

2020B.

Tela

Supported

3.236

10/01/52

29,269

119,000

Illinois

State,

General

Obligation

Bonds,

Pension

Funding

Series

2003

5.100

06/01/33

118,581

40,000

Kansas

Development

Finance

Authority,

Kansas,

Revenue

Bonds,

State

of

Kansas

KPERS

Projects,

Taxable

Series

2021K

2.774

05/01/51

28,362

30,000

Los

Angeles

Community

College

District,

California,

General

Obligation

Bonds,

Build

America

Taxable

Bonds,

Series

2010

6.750

08/01/49

34,589

11,000

Michigan

Finance

Authority,

Hospital

Revenue

Bonds,

Trinity

Health

Credit

Group,

Taxable

Refunding

Series

2019-T

3.384

12/01/40

9,035

19

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MUNICIPAL

BONDS

(continued)

$

21,000

Missouri

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Washington

University,

Series

2016B

3.086

%

09/15/51

$

14,908

36,000

Municipal

Electric

Authority

of

Georgia,

Plant

Vogtle

Units

3

&

4

Project

J

Bonds,

Taxable

Build

America

Bonds

Series

2010A

6.637

04/01/57

40,021

45,000

New

Jersey

Turnpike

Authority,

Revenue

Bonds,

Build

America

Taxable

Bonds,

Series

2010A

7.102

01/01/41

51,834

1,000

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

5.440

06/15/43

985

15,000

New

York

City

Transitional

Finance

Authority,

New

York,

Future

Tax

Secured

Bonds,

Build

America

Taxable

Bonds,

Series

2010B-1

5.572

11/01/38

15,291

50,000

New

York

City,

New

York,

General

Obligation

Bonds,

Taxable

Fiscal

2025

Series

C-2

4.610

09/01/37

48,607

10,000

Ohio

State

University,

General

Receipts

Bonds,

Build

America

Taxable

Bond

Series

2010C

4.910

06/01/40

9,465

100,000

Port

Authority

of

New

York

and

New

Jersey,

Consolidated

Revenue

Bonds,

Two

Hundred

Twenty-Fifth

Series

2021

3.175

07/15/60

67,283

39,000

Province

of

British

Columbia

Canada

1.300

01/29/31

32,307

75,000

Sales

Tax

Securitization

Corporation,

Illinois,

Tax

Securitization

Bonds,

Taxable

Series

2018

3.238

01/01/42

60,979

93,000

The

Rector

and

Visitors

of

the

University

of

Virginia,

General

Revenue

Bonds,

Taxable

Pledge

and

Refunding

Series

2020

2

.256

09/01/50

55,768

32,000

Tucson,

Arizona,

Certificates

of

Participation,

Taxable

Series

2021A

2.856

07/01/47

22,739

30,000

University

of

Michigan,

General

Revenue

Bonds,

Series

2022A

3.504

04/01/52

23,183

TOTAL

MUNICIPAL

BONDS

1,225,512

SOVEREIGN

DEBT

-

5.4%

1,000

Chile

Government

International

Bond

3.625

10/30/42

780

102,000

Chile

Government

International

Bond

3.500

01/25/50

73,574

13,000

Chile

Government

International

Bond

4

.000

01/31/52

10,119

13,000

Chile

Government

International

Bond

3.250

09/21/71

8,083

9,000

Colombia

Government

International

Bond

4.125

02/22/42

5,703

200,000

Colombia

Government

International

Bond

5.625

02/26/44

149,888

13,000

Colombia

Government

International

Bond

5.000

06/15/45

8,882

19,000

Colombia

Government

International

Bond

5.200

05/15/49

12,940

13,000

Colombia

Government

International

Bond

4.125

05/15/51

7,527

13,000

Colombia

Government

International

Bond

3.875

02/15/61

6,910

1,000

Hungary

Government

International

Bond

7.625

03/29/41

1,142

1,000

Indonesia

Government

International

Bond

4.350

01/11/48

876

1,000

Indonesia

Government

International

Bond

5.350

02/11/49

1,010

143,000

Indonesia

Government

International

Bond

4.300

03/31/52

122,435

10,000

Indonesia

Government

International

Bond

4.450

04/15/70

8,441

25,000

Indonesia

Government

International

Bond

3.350

03/12/71

16,559

20,000

Inter-American

Development

Bank

4.375

01/24/44

19,056

28,000

Israel

Government

International

Bond

4.500

01/30/43

22,914

100,000

Israel

Government

International

Bond

4.125

01/17/48

74,707

11,000

Korea

International

Bond

3.875

09/20/48

9,415

200,000

Mexico

Government

International

Bond

6.000

05/07/36

194,033

70,000

Mexico

Government

International

Bond

4.280

08/14/41

53,834

200,000

Mexico

Government

International

Bond

4.750

03/08/44

158,663

200,000

Mexico

Government

International

Bond

6.338

05/04/53

185,588

200,000

Panama

Government

International

Bond

6.875

01/31/36

196,815

98,000

Panama

Government

International

Bond

4.500

05/15/47

67,439

130,000

Panama

Government

International

Bond

3.870

07/23/60

73,066

93,000

Peruvian

Government

International

Bond

3.300

03/11/41

69,356

17,000

Peruvian

Government

International

Bond

3.550

03/10/51

11,981

5,000

Peruvian

Government

International

Bond

2.780

12/01/60

2,781

1,000

Peruvian

Government

International

Bond

3.600

01/15/72

639

16,000

(a)

Peruvian

Government

International

Bond

3.230

07/28/21

8,886

20,000

Philippine

Government

International

Bond

6.375

10/23/34

22,098

10,000

Philippine

Government

International

Bond

5.000

01/13/37

9,954

Portfolio

of

Investments

October

31,

2024

(continued)

Enhanced

Yield

U.S.

Aggregate

Bond

ETF

(NUAG)

20

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SOVEREIGN

DEBT

(continued)

$

19,000

Philippine

Government

International

Bond

3.700

%

03/01/41

$

15,694

200,000

Philippine

Government

International

Bond

3.200

07/06/46

143,521

60,000

(a)

Republic

of

Italy

Government

International

Bond

4.000

10/17/49

44,212

110,000

Republic

of

Poland

Government

International

Bond

5.125

09/18/34

108,895

30,000

Republic

of

Poland

Government

International

Bond

5.500

04/04/53

29,054

17,000

Uruguay

Government

International

Bond

5.100

06/18/50

16,121

90,000

Uruguay

Government

International

Bond

4.975

04/20/55

82,741

TOTAL

SOVEREIGN

DEBT

2,056,332

UTILITY

-

0.1%

20,000

San

Antonio,

Texas,

Electric

and

Gas

System

Revenue

Bonds,

Build

America

Taxable

Bond

Series

2010A

5.718

02/01/41

20,416

TOTAL

UTILITY

20,416

TOTAL

GOVERNMENT

RELATED

(Cost

$4,274,222)

3,517,195

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SECURITIZED

-

19.6%

250,000

American

Express

Credit

Account

Master

Trust

3.390

05/17/27

248,264

100,000

(b)

Avis

Budget

Rental

Car

Funding

AESOP

LLC

2.330

08/20/26

98,511

150,000

BANK

6.457

06/15/57

156,996

50,000

BANK5

6.724

09/15/56

52,789

43,281

BANK5

6.500

12/15/56

45,328

100,000

BBCMS

Mortgage

Trust

4.174

09/15/55

94,614

100,000

Benchmark

Mortgage

Trust

6.228

06/15/29

104,428

150,000

Benchmark

Mortgage

Trust

2.703

07/15/54

103,884

45,000

BMO

Mortgage

Trust

6.673

11/15/56

47,486

150,000

Capital

One

Multi-Asset

Execution

Trust

3.490

05/15/27

149,035

50,000

Carmax

Auto

Owner

Trust

5.210

09/15/27

50,223

50,000

CarMax

Auto

Owner

Trust

4.640

04/15/30

50,074

50,000

Carvana

Auto

Receivables

Trust

4

.310

09/10/30

49,121

50,000

(b)

Chase

Auto

Owner

Trust

5.220

07/25/29

50,626

100,000

CNH

Equipment

Trust

5.600

02/15/29

101,624

50,000

CNH

Equipment

Trust

4.120

03/15/32

48,973

250,000

COMM

Mortgage

Trust

3

.527

02/10/48

248,438

52,555

(b)

Dell

Equipment

Finance

Trust

6.100

04/23/29

52,761

50,000

(b)

Enterprise

Fleet

Financing

5.310

04/20/27

50,292

50,000

Exeter

Automobile

Receivables

Trust

5.290

08/15/30

50,266

23,052

Fannie

Mae

Pool

FN

MA1489

3.000

07/01/43

20,541

57,327

Fannie

Mae

Pool

FN

MA3211

4.000

12/01/47

53,831

34,547

Fannie

Mae

Pool

FN

MA3277

4.000

02/01/48

32,355

76,784

Fannie

Mae

Pool

FN

MA3305

3.500

03/01/48

69,626

23,365

Fannie

Mae

Pool

FN

MA3306

4.000

03/01/48

21,926

46,500

Fannie

Mae

Pool

FN

MA3383

3.500

06/01/48

42,166

132,489

Fannie

Mae

Pool

FN

MA3416

4.500

07/01/48

127,180

44,142

Fannie

Mae

Pool

FN

MA3663

3.500

05/01/49

39,834

67,562

Fannie

Mae

Pool

FN

MA3744

3.000

08/01/49

59,284

170,478

Fannie

Mae

Pool

FN

MA4160

3.000

10/01/50

149,098

229,853

Fannie

Mae

Pool

FN

MA4305

2.000

04/01/51

183,420

121,671

Fannie

Mae

Pool

FN

MA4438

2.500

10/01/51

101,177

113,169

Fannie

Mae

Pool

FN

MA4562

2.000

03/01/52

89,898

237,920

Fannie

Mae

Pool

FN

MA4578

2.500

04/01/52

197,481

82,249

Fannie

Mae

Pool

FN

MA4737

5.000

08/01/52

80,097

404,659

Fannie

Mae

Pool

FN

MA4738

5.500

08/01/52

401,900

167,305

Fannie

Mae

Pool

FN

MA4761

5.000

09/01/52

162,892

94,109

Fannie

Mae

Pool

FN

MA5216

6.000

12/01/53

94,751

91,543

Fannie

Mae

Pool

FN

MA5295

6.000

03/01/54

92,140

89,374

Fannie

Mae

Pool

FN

MA5329

6.500

04/01/54

91,223

89,369

Fannie

Mae

Pool

FN

MA5391

7.000

06/01/54

92,869

50,000

Ford

Credit

Auto

Lease

Trust

4.990

12/15/27

50,359

50,000

Ford

Credit

Auto

Owner

Trust

5.100

04/15/29

50,583

200,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

4.819

06/25/28

201,392

21

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SECURITIZED

(continued)

$

200,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

4.650

%

08/25/28

$

200,338

100,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

4.800

09/25/28

100,616

50,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

4.618

07/25/29

50,010

189,343

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

1.353

11/25/30

170,357

150,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

5.150

12/25/33

154,729

242,634

Freddie

Mac

Pool

FR

SD5345

2.500

04/01/52

201,752

231,844

Ginnie

Mae

II

Pool

G2

MA7768

3.000

12/20/51

203,446

116,784

Ginnie

Mae

II

Pool

MA7589

G2

MA7589

2.500

09/20/51

99,001

164,216

Ginnie

Mae

II

Pool

MA7989

G2

MA7989

3.500

04/20/52

148,442

100,000

GM

Financial

Automobile

Leasing

Trust

5.090

03/22/27

100,617

55,414

GM

Financial

Consumer

Automobile

Receivables

Trust

3.100

02/16/27

54,951

221,089

GS

Mortgage

Securities

Trust

2016-GS4

3.178

11/10/49

215,032

100,000

(b)

Hertz

Vehicle

Financing

III

LLC

1.990

06/25/26

98,730

50,000

Honda

Auto

Receivables

Owner

Trust

5.270

11/20/28

50,711

71,822

(b)

HPEFS

Equipment

Trust

6.040

01/21/31

72,117

83,334

Hyundai

Auto

Receivables

Trust

3.720

11/16/26

82,967

100,000

John

Deere

Owner

Trust

2.490

01/16/29

98,130

25,000

Mercedes-Benz

Auto

Receivables

Trust

4.790

07/15/31

25,149

18,664

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

3.249

02/15/48

18,612

250,000

Morgan

Stanley

Capital

I

Trust

1.518

05/15/54

234,311

100,000

(b)

OneMain

Financial

Issuance

Trust

6.170

09/15/36

103,057

100,000

Santander

Drive

Auto

Receivables

Trust

6.040

12/15/31

102,333

23,745

(b)

Tesla

Auto

Lease

Trust

5.860

08/20/25

23,762

50,000

Toyota

Auto

Receivables

2024-C

Owner

Trust

4.880

03/15/29

50,352

100,000

Verizon

Master

Trust

5.230

11/22/27

100,004

45,000

Verizon

Master

Trust

Series

5.210

06/20/29

45,420

200,000

Wells

Fargo

Commercial

Mortgage

Trust

5.928

07/15/57

206,802

50,000

World

Omni

Auto

Receivables

Trust

5.270

09/17/29

50,774

TOTAL

SECURITIZED

(Cost

$7,606,000)

7,422,278

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

U.S.

TREASURY

-

28.0%

300,000

United

States

Treasury

Note/Bond

4.500

03/31/26

301,020

703,600

United

States

Treasury

Note/Bond

0.750

04/30/26

668,420

425,000

United

States

Treasury

Note/Bond

4.875

04/30/26

428,951

100,000

United

States

Treasury

Note/Bond

4.875

05/31/26

100,980

2,800

United

States

Treasury

Note/Bond

0.875

06/30/26

2,651

600,000

United

States

Treasury

Note/Bond

4.625

06/30/26

603,938

450,000

United

States

Treasury

Note/Bond

4.375

07/31/26

451,318

250,000

United

States

Treasury

Note/Bond

3.750

08/31/26

248,096

1,100,000

(a)

United

States

Treasury

Note/Bond

3.500

09/30/26

1,086,594

200,000

United

States

Treasury

Note/Bond

4.125

10/31/26

199,859

3,600

United

States

Treasury

Note/Bond

1.250

12/31/26

3,387

1,200,000

United

States

Treasury

Note/Bond

4.000

01/15/27

1,196,297

250,000

United

States

Treasury

Note/Bond

4.250

03/15/27

250,654

1,000

United

States

Treasury

Note/Bond

2.500

03/31/27

963

200,000

United

States

Treasury

Note/Bond

4.500

05/15/27

201,711

2,800

United

States

Treasury

Note/Bond

3

.250

06/30/27

2,739

400

(c)

United

States

Treasury

Note/Bond

2.750

07/31/27

386

150,000

United

States

Treasury

Note/Bond

3.625

05/31/28

147,387

105,000

United

States

Treasury

Note/Bond

4.375

08/31/28

105,767

100,000

United

States

Treasury

Note/Bond

4.875

10/31/28

102,586

150,000

United

States

Treasury

Note/Bond

3.125

11/15/28

144,234

500,000

United

States

Treasury

Note/Bond

4.000

01/31/29

496,758

275,000

United

States

Treasury

Note/Bond

4.250

02/28/29

275,978

600,000

United

States

Treasury

Note/Bond

4.625

04/30/29

611,367

550,000

United

States

Treasury

Note/Bond

4.500

05/31/29

557,906

400,000

United

States

Treasury

Note/Bond

4.000

07/31/29

397,313

550,000

United

States

Treasury

Note/Bond

3.500

09/30/29

534,145

200,000

United

States

Treasury

Note/Bond

4.125

10/31/29

199,781

Portfolio

of

Investments

October

31,

2024

(continued)

Enhanced

Yield

U.S.

Aggregate

Bond

ETF

(NUAG)

22

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:

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

U.S.

TREASURY

(continued)

$

100,000

United

States

Treasury

Note/Bond

4.250

%

02/28/31

$

100,184

200,000

United

States

Treasury

Note/Bond

3.750

08/31/31

194,344

30,000

United

States

Treasury

Note/Bond

4.000

02/15/34

29,353

150,000

United

States

Treasury

Note/Bond

4.375

05/15/34

151,055

150,000

United

States

Treasury

Note/Bond

3.875

08/15/34

145,125

200,000

United

States

Treasury

Note/Bond

3.375

08/15/42

170,945

100,000

United

States

Treasury

Note/Bond

3.875

02/15/43

91,441

120,000

United

States

Treasury

Note/Bond

4.500

02/15/44

118,687

50,000

United

States

Treasury

Note/Bond

4.125

08/15/44

46,953

25,000

United

States

Treasury

Note/Bond

4.750

11/15/53

26,070

30,000

United

States

Treasury

Note/Bond

-

When

Issued

2.750

04/30/27

29,025

150,000

United

States

Treasury

Note/Bond

-

When

Issued

4.375

08/15/54

144,352

TOTAL

U.S.

TREASURY

(Cost

$10,639,850)

10,568,720

TOTAL

LONG-TERM

INVESTMENTS

(Cost

$38,918,724)

37,203,211

SHARES

DESCRIPTION

RATE

VALUE

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

1.3%

488,166

(d)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

4.860

(e)

$

488,166

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

(Cost

$488,166)

488,166

TOTAL

INVESTMENTS

-

99.7%

(Cost

$39,406,890

)

37,691,377

OTHER

ASSETS

&

LIABILITIES,

NET

-

0.3%

95,927

NET

ASSETS

-

100%

$

37,787,304

23

NUAG

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Corporate

Debt

$

–

$

15,695,018

$

–

$

15,695,018

Government

Related

–

3,517,195

–

3,517,195

Securitized

–

7,422,278

–

7,422,278

U.S.

Treasury

–

10,568,720

–

10,568,720

Investments

Purchased

with

Collateral

from

Securities

Lending

488,166

–

–

488,166

Total

$

488,166

$

37,203,211

$

–

$

37,691,377

(a)

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

$466,782.

(b)

Security

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$663,562

or

1.8%

of

Total

Investments.

(c)

Principal

Amount

(000)

rounds

to

less

than

$1,000.

(d)

The

Fund

may

loan

securities

representing

up

to

one

third

of

the

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

value,

at

the

inception

of

each

loan,

equal

to

not

less

than

100%

of

the

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.

REIT

Real

Estate

Investment

Trust

24

Portfolio

of

Investments

October

31,

2024

ESG

1-5

Year

U.S.

Aggregate

Bond

ETF

(NUSA)

(Unaudited)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

LONG-TERM

INVESTMENTS

-

98.2%

CORPORATE

DEBT

-

23.5%

FINANCIALS

-

10.7%

$

60,000

AerCap

Ireland

Capital

DAC

/

AerCap

Global

Aviation

Trust

3.875

%

01/23/28

$

58,098

20,000

Aflac

Inc

1.125

03/15/26

19,056

20,000

Air

Lease

Corp

2.875

01/15/26

19,527

10,000

Ally

Financial

Inc

7.100

11/15/27

10,524

50,000

American

Express

Co

5.850

11/05/27

51,746

90,000

Banco

Santander

SA

1.722

09/14/27

84,712

31,000

Bank

of

America

Corp

1.734

07/22/27

29,425

160,000

Bank

of

America

Corp

4.376

04/27/28

158,412

30,000

Bank

of

Montreal

5.717

09/25/28

31,018

50,000

Bank

of

New

York

Mellon

Corp/The

0.750

01/28/26

47,746

40,000

Bank

of

Nova

Scotia/The

1.350

06/24/26

37,985

80,000

Barclays

PLC

2.279

11/24/27

75,857

11,000

Boston

Properties

LP

2.750

10/01/26

10,543

20,000

Brixmor

Operating

Partnership

LP

3.900

03/15/27

19,500

10,000

Canadian

Imperial

Bank

of

Commerce

5.260

04/08/29

10,174

34,000

Capital

One

Financial

Corp

7.149

10/29/27

35,480

14,000

Capital

One

Financial

Corp

3.800

01/31/28

13,538

20,000

Centene

Corp

4

.250

12/15/27

19,345

20,000

Charles

Schwab

Corp/The

1.150

05/13/26

18,983

17,000

Charles

Schwab

Corp/The

2.450

03/03/27

16,187

20,000

Charles

Schwab

Corp/The

5.643

05/19/29

20,505

150,000

Citigroup

Inc

4.658

05/24/28

149,511

10,000

Citizens

Financial

Group

Inc

2.850

07/27/26

9,638

40,000

Deutsche

Bank

AG/New

York

NY

2.129

11/24/26

38,753

30,000

Digital

Realty

Trust

LP

3.700

08/15/27

29,199

20,000

Elevance

Health

Inc

3

.650

12/01/27

19,420

20,000

Equitable

Holdings

Inc

4.350

04/20/28

19,615

20,000

Fifth

Third

Bancorp

1.707

11/01/27

18,825

20,000

GATX

Corp

3.250

09/15/26

19,469

125,000

Goldman

Sachs

Group

Inc/The

4.482

08/23/28

124,045

14,000

Goldman

Sachs

Group

Inc/The

6.484

10/24/29

14,771

20,000

Healthpeak

OP

LLC

3.250

07/15/26

19,547

102,000

HSBC

Holdings

PLC

4.755

06/09/28

101,513

20,000

Humana

Inc

5.750

12/01/28

20,521

30,000

ING

Groep

NV

1.726

04/01/27

28,697

130,000

JPMorgan

Chase

&

Co

2.947

02/24/28

124,802

38,000

JPMorgan

Chase

&

Co

4.851

07/25/28

38,053

50,000

JPMorgan

Chase

&

Co

4.995

07/22/30

50,161

50,000

JPMorgan

Chase

&

Co

4.603

10/22/30

49,310

40,000

Kimco

Realty

OP

LLC

3.800

04/01/27

39,161

20,000

Lincoln

National

Corp

3.625

12/12/26

19,536

50,000

Lloyds

Banking

Group

PLC

4.582

12/10/25

49,664

10,000

M&T

Bank

Corp

7.413

10/30/29

10,765

20,000

Manulife

Financial

Corp

4.150

03/04/26

19,837

60,000

Mitsubishi

UFJ

Financial

Group

Inc

4.080

04/19/28

59,035

83,000

Morgan

Stanley

5.164

04/20/29

83,707

100,000

Morgan

Stanley

5.042

07/19/30

100,315

40,000

Nasdaq

Inc

5.350

06/28/28

40,836

30,000

NatWest

Group

PLC

4.800

04/05/26

29,994

5,000

(a)

ORIX

Corp

5.000

09/13/27

5,046

50,000

PNC

Financial

Services

Group

Inc/The

6

.615

10/20/27

51,774

10,000

Progressive

Corp/The

2.500

03/15/27

9,564

50,000

Royal

Bank

of

Canada

4.969

08/02/30

50,108

20,000

Santander

Holdings

USA

Inc

2.490

01/06/28

18,857

20,000

(a)

Santander

UK

Group

Holdings

PLC

1.673

06/14/27

18,932

20,000

State

Street

Corp

5.820

11/04/28

20,600

68,000

Sumitomo

Mitsui

Financial

Group

Inc

3.784

03/09/26

67,240

50,000

Synovus

Financial

Corp

6.168

11/01/30

49,991

10,000

Toronto-Dominion

Bank/The

1.200

06/03/26

9,465

25

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIALS

(continued)

$

50,000

Toronto-Dominion

Bank/The

1.250

%

09/10/26

$

47,031

40,000

Truist

Financial

Corp

7.161

10/30/29

42,880

30,000

UBS

Group

AG

4.550

04/17/26

29,874

50,000

UnitedHealth

Group

Inc

4.600

04/15/27

50,296

50,000

US

Bancorp

3.100

04/27/26

48,779

30,000

Ventas

Realty

LP

3.850

04/01/27

29,378

40,000

Westpac

Banking

Corp

5.050

04/16/29

40,715

20,000

Willis

North

America

Inc

4.650

06/15/27

19,929

TOTAL

FINANCIALS

2,727,520

INDUSTRIAL

-

11.1%

20,000

3M

Co

2.250

09/19/26

19,137

10,000

Adobe

Inc

4.850

04/04/27

10,111

10,000

Amcor

Finance

USA

Inc

3.625

04/28/26

9,819

50,000

American

Honda

Finance

Corp

5.250

07/07/26

50,574

40,000

American

Tower

Corp

3.650

03/15/27

39,009

40,000

Amgen

Inc

3.200

11/02/27

38,515

50,000

Amphenol

Corp

5.050

04/05/27

50,519

10,000

Arrow

Electronics

Inc

5.150

08/21/29

9,954

40,000

Astrazeneca

Finance

LLC

1.200

05/28/26

38,076

60,000

AT&T

Inc

1.700

03/25/26

57,583

20,000

AutoZone

Inc

5.050

07/15/26

20,155

20,000

Baxter

International

Inc

2

.600

08/15/26

19,262

40,000

Bristol-Myers

Squibb

Co

3.200

06/15/26

39,232

40,000

Broadcom

Corp

/

Broadcom

Cayman

Finance

Ltd

3.875

01/15/27

39,345

20,000

Canadian

Pacific

Railway

Co

1.750

12/02/26

18,876

47,000

Caterpillar

Financial

Services

Corp

0.800

11/13/25

45,290

20,000

Celanese

US

Holdings

LLC

6.165

07/15/27

20,454

30,000

Charter

Communications

Operating

LLC

/

Charter

Communications

Operating

Capital

6.150

11/10/26

30,640

21,000

Cigna

Group/The

1.250

03/15/26

20,034

30,000

Cisco

Systems

Inc

4.900

02/26/26

30,194

20,000

CNH

Industrial

Capital

LLC

1.450

07/15/26

18,914

50,000

CNH

Industrial

Capital

LLC

4.500

10/08/27

49,639

70,000

Comcast

Corp

3.300

04/01/27

68,166

20,000

Conagra

Brands

Inc

5.300

10/01/26

20,188

30,000

Crown

Castle

Inc

2.900

03/15/27

28,713

50,000

CVS

Health

Corp

3.625

04/01/27

48,528

4,000

Dell

International

LLC

/

EMC

Corp

6.020

06/15/26

4,068

20,000

Dell

International

LLC

/

EMC

Corp

5.250

02/01/28

20,317

20,000

Discovery

Communications

LLC

3.950

03/20/28

18,888

10,000

Dollar

General

Corp

4.625

11/01/27

9,931

10,000

DXC

Technology

Co

1.800

09/15/26

9,404

10,000

Eastman

Chemical

Co

5.000

08/01/29

10,030

20,000

eBay

Inc

1.400

05/10/26

19,032

50,000

(a)

Eli

Lilly

&

Co

4.150

08/14/27

49,803

20,000

Equinix

Inc

1

.800

07/15/27

18,554

15,000

Fidelity

National

Information

Services

Inc

1.650

03/01/28

13,576

30,000

Fiserv

Inc

5.450

03/02/28

30,628

10,000

Fortive

Corp

3.150

06/15/26

9,734

20,000

GE

HealthCare

Technologies

Inc

4.800

08/14/29

19,966

20,000

General

Mills

Inc

4.200

04/17/28

19,682

50,000

General

Motors

Financial

Co

Inc

5.400

04/06/26

50,386

60,000

General

Motors

Financial

Co

Inc

5.800

01/07/29

61,422

20,000

Gilead

Sciences

Inc

2.950

03/01/27

19,309

15,000

Global

Payments

Inc

4.950

08/15/27

15,068

43,000

HCA

Inc

3.125

03/15/27

41,358

31,000

Home

Depot

Inc/The

2.125

09/15/26

29,755

10,000

Home

Depot

Inc/The

4.900

04/15/29

10,138

20,000

HP

Inc

1.450

06/17/26

18,971

10,000

Illumina

Inc

5.750

12/13/27

10,265

40,000

Intel

Corp

2.600

05/19/26

38,632

50,000

International

Business

Machines

Corp

3.300

05/15/26

49,064

Portfolio

of

Investments

October

31,

2024

(continued)

ESG

1-5

Year

U.S.

Aggregate

Bond

ETF

(NUSA)

26

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

INDUSTRIAL

(continued)

$

10,000

IQVIA

Inc

6.250

%

02/01/29

$

10,414

10,000

Jabil

Inc

4.250

05/15/27

9,845

30,000

John

Deere

Capital

Corp

0.700

01/15/26

28,693

40,000

John

Deere

Capital

Corp

4.950

07/14/28

40,538

10,000

Johnson

&

Johnson

0

.550

09/01/25

9,681

20,000

Johnson

&

Johnson

4.800

06/01/29

20,336

10,000

Kellanova

3.400

11/15/27

9,657

20,000

Keurig

Dr

Pepper

Inc

5.050

03/15/29

20,210

20,000

Kinder

Morgan

Inc

1.750

11/15/26

18,888

20,000

Kraft

Heinz

Foods

Co

3.000

06/01/26

19,472

50,000

Kroger

Co/The

4.600

08/15/27

50,115

10,000

Kyndryl

Holdings

Inc

2.050

10/15/26

9,470

10,000

Laboratory

Corp

of

America

Holdings

3.600

09/01/27

9,736

10,000

Lennox

International

Inc

1.700

08/01/27

9,231

40,000

Lowe's

Cos

Inc

4.800

04/01/26

40,101

20,000

Mastercard

Inc

4.875

03/09/28

20,291

50,000

McDonald's

Corp

5.000

05/17/29

50,633

10,000

McKesson

Corp

1.300

08/15/26

9,450

20,000

Merck

&

Co

Inc

4.050

05/17/28

19,840

40,000

Microsoft

Corp

2.400

08/08/26

38,722

10,000

Mondelez

International

Inc

2.625

03/17/27

9,564

10,000

Motorola

Solutions

Inc

4.600

02/23/28

9,965

20,000

MPLX

LP

4.250

12/01/27

19,674

10,000

Nokia

Oyj

4.375

06/12/27

9,813

10,000

Nordson

Corp

4.500

12/15/29

9,796

10,000

Nutrien

Ltd

5.200

06/21/27

10,136

16,000

ONEOK

Inc

5.550

11/01/26

16,216

50,000

Oracle

Corp

2.800

04/01/27

47,909

50,000

Oracle

Corp

4.200

09/27/29

48,707

15,000

PACCAR

Financial

Corp

5.000

05/13/27

15,219

10,000

Parker-Hannifin

Corp

4.250

09/15/27

9,912

10,000

PayPal

Holdings

Inc

3

.900

06/01/27

9,886

20,000

PepsiCo

Inc

5.125

11/10/26

20,308

20,000

PepsiCo

Inc

4.500

07/17/29

20,071

50,000

Pfizer

Investment

Enterprises

Pte

Ltd

4.450

05/19/26

49,928

10,000

Phillips

66

Co

3.750

03/01/28

9,688

30,000

Procter

&

Gamble

Co/The

1.900

02/01/27

28,504

10,000

Regal

Rexnord

Corp

6.050

04/15/28

10,239

10,000

Republic

Services

Inc

2.900

07/01/26

9,744

20,000

Rogers

Communications

Inc

3.200

03/15/27

19,281

20,000

Roper

Technologies

Inc

1.400

09/15/27

18,374

11,000

Ryder

System

Inc

2.850

03/01/27

10,525

10,000

Ryder

System

Inc

6.300

12/01/28

10,545

50,000

Ryder

System

Inc

4.900

12/01/29

49,894

10,000

S&P

Global

Inc

2.450

03/01/27

9,541

20,000

Sabine

Pass

Liquefaction

LLC

5.000

03/15/27

20,044

20,000

Sherwin-Williams

Co/The

3.450

06/01/27

19,427

20,000

Starbucks

Corp

3.500

03/01/28

19,360

10,000

Sysco

Corp

3

.250

07/15/27

9,642

20,000

(a)

Thermo

Fisher

Scientific

Inc

5.000

01/31/29

20,333

44,000

Toyota

Motor

Corp

5.275

07/13/26

44,615

10,000

Toyota

Motor

Credit

Corp

4.450

05/18/26

10,002

28,000

Toyota

Motor

Credit

Corp

4.650

01/05/29

28,058

12,000

TransCanada

PipeLines

Ltd

4.250

05/15/28

11,774

10,000

Tyco

Electronics

Group

SA

4.625

02/01/30

9,938

20,000

Unilever

Capital

Corp

4.875

09/08/28

20,273

10,000

Verizon

Communications

Inc

3.000

03/22/27

9,646

40,000

Verizon

Communications

Inc

2.100

03/22/28

36,741

30,000

Visa

Inc

3.150

12/14/25

29,589

15,000

VMware

LLC

3.900

08/21/27

14,668

30,000

Walt

Disney

Co/The

1

.750

01/13/26

29,025

20,000

Warnermedia

Holdings

Inc

3.755

03/15/27

19,262

27

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

INDUSTRIAL

(continued)

$

10,000

Waste

Management

Inc

3.150

%

11/15/27

$

9,618

10,000

Western

Union

Co/The

1.350

03/15/26

9,509

30,000

Weyerhaeuser

Co

4.750

05/15/26

29,989

30,000

Williams

Cos

Inc/The

4.800

11/15/29

29,829

10,000

Zimmer

Biomet

Holdings

Inc

5.350

12/01/28

10,197

TOTAL

INDUSTRIAL

2,809,209

UTILITY

-

1.7%

8,000

American

Water

Capital

Corp

2.950

09/01/27

7,657

10,000

Atmos

Energy

Corp

3.000

06/15/27

9,623

20,000

CMS

Energy

Corp

3.000

05/15/26

19,419

50,000

DTE

Energy

Co

4.950

07/01/27

50,276

10,000

Enel

Americas

SA

4.000

10/25/26

9,805

10,000

Evergy

Kansas

Central

Inc

2.550

07/01/26

9,670

49,000

Eversource

Energy

2.900

03/01/27

47,001

27,000

Exelon

Corp

3.400

04/15/26

26,490

50,000

(b)

FirstEnergy

Transmission

LLC

4.550

01/15/30

49,088

20,000

Fortis

Inc/Canada

3.055

10/04/26

19,374

10,000

Louisville

Gas

and

Electric

Co

3.300

10/01/25

9,897

50,000

National

Rural

Utilities

Cooperative

Finance

Corp

5.100

05/06/27

50,655

15,000

OGE

Energy

Corp

5.450

05/15/29

15,304

10,000

Public

Service

Electric

and

Gas

Co

2.250

09/15/26

9,608

48,000

Sempra

5.400

08/01/26

48,491

36,000

Southern

California

Edison

Co

4.900

06/01/26

36,170

20,000

WEC

Energy

Group

Inc

5.000

09/27/25

20,018

TOTAL

UTILITY

438,546

TOTAL

CORPORATE

DEBT

(Cost

$5,963,665)

5,975,275

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

GOVERNMENT

RELATED

-

6.0%

GOVERNMENT

AGENCY

-

2.7%

50,000

Export

Development

Canada

4.375

06/29/26

50,032

50,000

Export

Development

Canada

3.750

09/07/27

49,406

100,000

Federal

National

Mortgage

Association

0.625

04/22/25

98,211

37,000

Kreditanstalt

fuer

Wiederaufbau

0.625

01/22/26

35,373

265,000

Kreditanstalt

fuer

Wiederaufbau

3.625

04/01/26

262,580

30,000

Kreditanstalt

fuer

Wiederaufbau

3.500

08/27/27

29,467

60,000

Landwirtschaftliche

Rentenbank

1.750

07/27/26

57,462

20,000

Oesterreichische

Kontrollbank

AG

0.500

02/02/26

19,040

50,000

Oesterreichische

Kontrollbank

AG

4.750

05/21/27

50,607

36,000

Svensk

Exportkredit

AB

4.375

02/13/26

35,933

TOTAL

GOVERNMENT

AGENCY

688,111

MUNICIPAL

BONDS

-

0.6%

28,000

Province

of

British

Columbia

Canada

4.800

11/15/28

28,482

60,000

Province

of

Ontario

Canada

4.200

01/18/29

59,618

60,000

Province

of

Quebec

Canada

4.500

04/03/29

60,300

TOTAL

MUNICIPAL

BONDS

148,400

SOVEREIGN

DEBT

-

2.7%

50,000

African

Development

Bank

0.875

07/22/26

47,181

50,000

Asian

Development

Bank

4.250

01/09/26

49,916

130,000

Asian

Development

Bank

1.000

04/14/26

123,991

50,000

Canada

Government

International

Bond

3.750

04/26/28

49,319

30,000

European

Investment

Bank

2.750

08/15/25

29,602

60,000

European

Investment

Bank

2.375

05/24/27

57,397

50,000

European

Investment

Bank

4.750

06/15/29

51,159

100,000

Inter-American

Development

Bank

4.500

05/15/26

100,292

30,000

International

Bank

for

Reconstruction

&

Development

4.000

08/27/26

29,888

60,000

International

Bank

for

Reconstruction

&

Development

4.625

08/01/28

60,917

40,000

International

Bank

for

Reconstruction

&

Development

3.875

10/16/29

39,447

32,000

International

Finance

Corp

3.625

09/15/25

31,760

Portfolio

of

Investments

October

31,

2024

(continued)

ESG

1-5

Year

U.S.

Aggregate

Bond

ETF

(NUSA)

28

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SOVEREIGN

DEBT

(continued)

$

18,000

International

Finance

Corp

4.500

%

07/13/28

$

18,201

TOTAL

SOVEREIGN

DEBT

689,070

TOTAL

GOVERNMENT

RELATED

(Cost

$1,521,608)

1,525,581

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SECURITIZED

-

9.3%

50,000

BANK

2021-BNK34

1.935

06/15/63

47,397

45,000

BANK5

2024-5YR9

5.614

08/15/57

46,076

100,000

Benchmark

2021-B29

Mortgage

Trust

2.024

09/15/54

91,307

50,000

Benchmark

Mortgage

Trust

6.228

06/15/29

52,214

50,000

Capital

One

Multi-Asset

Execution

Trust

3.920

09/17/29

49,297

100,000

CarMax

Auto

Owner

Trust

2023-4

6.000

07/17/28

102,105

64,739

Fannie

Mae

Pool

FN

MA3798

3.000

10/01/34

61,038

17,791

Fannie

Mae

Pool

FN

MA3828

3.000

11/01/34

16,795

19,508

Fannie

Mae

Pool

FN

MA3897

3.000

01/01/35

18,393

107,923

Fannie

Mae

Pool

FN

MA3985

3.000

04/01/35

101,353

256,737

Fannie

Mae

Pool

FN

MA4206

2.000

12/01/35

230,123

104,115

Fannie

Mae

Pool

FN

MA4417

1.500

09/01/36

90,169

193,201

Fannie

Mae

Pool

FN

MA4469

1.500

11/01/36

168,272

149,521

Fannie

Mae

Pool

FN

MA4567

2.000

03/01/37

133,180

75,297

Fannie

Mae

Pool

FN

MA4583

2.500

04/01/37

68,785

78,378

Fannie

Mae

Pool

FN

MA4990

4.500

04/01/38

77,071

85,462

Fannie

Mae

Pool

FN

MA5023

4.000

05/01/38

82,702

94,146

Fannie

Mae

Pool

FN

MA5061

5.500

06/01/38

95,084

38,462

Fannie

Mae

Pool

FN

MA5093

5.000

07/01/38

38,384

90,939

Fannie

Mae

Pool

FN

MA5145

6.000

09/01/38

92,669

64,676

Freddie

Mac

Gold

Pool

FG

G18642

3.500

04/01/32

63,005

196,759

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

3.205

03/25/25

195,335

100,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

4.819

06/25/28

100,696

50,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

4.618

07/25/29

50,010

50,000

Honda

Auto

Receivables

2024-3

Owner

Trust

4.570

03/21/29

50,104

50,000

John

Deere

Owner

Trust

0.740

05/15/28

49,136

45,005

(b)

SoFi

Professional

Loan

Program

2020-C

Trust

1.950

02/15/46

41,698

45,000

Verizon

Master

Trust

Series

5.210

06/20/29

45,420

100,000

Wells

Fargo

Commercial

Mortgage

Trust

2018-C44

3.948

05/15/51

97,352

TOTAL

SECURITIZED

(Cost

$2,438,584)

2,355,170

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

U.S.

TREASURY

-

59.4%

150,000

United

States

Treasury

Note/Bond

4.875

11/30/25

150,850

200,000

United

States

Treasury

Note/Bond

0.375

12/31/25

191,203

250,000

United

States

Treasury

Note/Bond

3.875

01/15/26

248,877

400,000

United

States

Treasury

Note/Bond

4.000

02/15/26

398,781

300,000

United

States

Treasury

Note/Bond

0.750

04/30/26

285,000

450,000

United

States

Treasury

Note/Bond

4.875

04/30/26

454,184

700,000

United

States

Treasury

Note/Bond

4.875

05/31/26

706,863

50,000

United

States

Treasury

Note/Bond

0.875

06/30/26

47,348

300,000

United

States

Treasury

Note/Bond

4.625

06/30/26

301,969

300,000

United

States

Treasury

Note/Bond

4.375

07/31/26

300,879

100,000

United

States

Treasury

Note/Bond

1.125

10/31/26

94,227

250,000

United

States

Treasury

Note/Bond

4.125

10/31/26

249,824

100,000

United

States

Treasury

Note/Bond

1.250

12/31/26

94,090

900,000

United

States

Treasury

Note/Bond

1.875

02/28/27

855,141

300,000

United

States

Treasury

Note/Bond

2.500

03/31/27

288,973

850,000

United

States

Treasury

Note/Bond

2.625

05/31/27

818,855

150,000

United

States

Treasury

Note/Bond

3.250

06/30/27

146,713

250,000

United

States

Treasury

Note/Bond

2.750

07/31/27

241,064

150,000

United

States

Treasury

Note/Bond

3.125

08/31/27

146,004

500,000

United

States

Treasury

Note/Bond

4.125

10/31/27

499,961

29

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

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

U.S.

TREASURY

(continued)

$

500,000

United

States

Treasury

Note/Bond

3.875

%

11/30/27

$

496,230

100,000

United

States

Treasury

Note/Bond

3.875

12/31/27

99,234

500,000

United

States

Treasury

Note/Bond

3.500

01/31/28

490,371

300,000

United

States

Treasury

Note/Bond

4.000

02/29/28

298,629

700,000

United

States

Treasury

Note/Bond

3.625

03/31/28

688,570

700,000

United

States

Treasury

Note/Bond

3.500

04/30/28

685,316

400,000

United

States

Treasury

Note/Bond

3.625

05/31/28

393,031

200,000

United

States

Treasury

Note/Bond

4.000

06/30/28

198,977

75,000

United

States

Treasury

Note/Bond

4.125

07/31/28

74,900

300,000

United

States

Treasury

Note/Bond

4.625

09/30/28

304,922

250,000

United

States

Treasury

Note/Bond

4.375

11/30/28

251,924

300,000

United

States

Treasury

Note/Bond

4.000

01/31/29

298,055

500,000

United

States

Treasury

Note/Bond

4.250

02/28/29

501,777

300,000

United

States

Treasury

Note/Bond

4.125

03/31/29

299,508

1,150,000

United

States

Treasury

Note/Bond

4.625

04/30/29

1,171,787

600,000

United

States

Treasury

Note/Bond

4.500

05/31/29

608,625

100,000

United

States

Treasury

Note/Bond

4.250

06/30/29

100,348

100,000

United

States

Treasury

Note/Bond

4.000

07/31/29

99,328

200,000

United

States

Treasury

Note/Bond

3.625

08/31/29

195,453

150,000

United

States

Treasury

Note/Bond

3.500

09/30/29

145,676

350,000

United

States

Treasury

Note/Bond

4.125

10/31/29

349,617

850,000

United

States

Treasury

Note/Bond

-

When

Issued

2.750

04/30/27

822,375

TOTAL

U.S.

TREASURY

(Cost

$15,193,814)

15,095,459

TOTAL

LONG-TERM

INVESTMENTS

(Cost

$25,117,671)

24,951,485

SHARES

DESCRIPTION

RATE

VALUE

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.3%

71,842

(c)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

4.860

(d)

$

71,842

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

(Cost

$71,842)

71,842

TOTAL

INVESTMENTS

-

98.5%

(Cost

$25,189,513

)

25,023,327

OTHER

ASSETS

&

LIABILITIES,

NET

-

1.5%

389,035

NET

ASSETS

-

100%

$

25,412,362

Portfolio

of

Investments

October

31,

2024

(continued)

ESG

1-5

Year

U.S.

Aggregate

Bond

ETF

(NUSA)

30

them:

NUSA

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Corporate

Debt

$

–

$

5,975,275

$

–

$

5,975,275

Government

Related

–

1,525,581

–

1,525,581

Securitized

–

2,355,170

–

2,355,170

U.S.

Treasury

–

15,095,459

–

15,095,459

Investments

Purchased

with

Collateral

from

Securities

Lending

71,842

–

–

71,842

Total

$

71,842

$

24,951,485

$

–

$

25,023,327

(a)

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

$69,536.

(b)

Security

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$90,786

or

0.4%

of

Total

Investments.

(c)

The

Fund

may

loan

securities

representing

up

to

one

third

of

the

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

value,

at

the

inception

of

each

loan,

equal

to

not

less

than

100%

of

the

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.

S&P

Standard

&

Poor's

31

Portfolio

of

Investments

October

31,

2024

ESG

High

Yield

Corporate

Bond

ETF

(NUHY)

(Unaudited)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

LONG-TERM

INVESTMENTS

-

97.7%

CORPORATE

DEBT

-

97.7%

FINANCIALS

-

10.4%

$

150,000

Ally

Financial

Inc

6.700

%

02/14/33

$

150,633

50,000

(a)

Apollo

Commercial

Real

Estate

Finance

Inc

4.625

06/15/29

43,362

250,000

(a)

Baldwin

Insurance

Group

Holdings

LLC

/

Baldwin

Insurance

Group

Holdings

Finance

7.125

05/15/31

254,978

20,000

(a)

Bread

Financial

Holdings

Inc

7.000

01/15/26

19,932

110,000

(a)

Bread

Financial

Holdings

Inc

9.750

03/15/29

116,186

155,000

(a)

Brookfield

Property

REIT

Inc

/

BPR

Cumulus

LLC

/

BPR

Nimbus

LLC

/

GGSI

Sellco

LL

4.500

04/01/27

149,369

100,000

(a)

Coinbase

Global

Inc

3.375

10/01/28

88,885

100,000

(a)

Coinbase

Global

Inc

3.625

10/01/31

83,394

110,000

(a)

Compass

Group

Diversified

Holdings

LLC

5.250

04/15/29

105,760

250,000

(a)

Credit

Acceptance

Corp

9.250

12/15/28

264,539

19,000

Diversified

Healthcare

Trust

4.375

03/01/31

15,387

200,000

(a)

Encore

Capital

Group

Inc

8.500

05/15/30

210,840

100,000

(a)

FTAI

Aviation

Ltd

7.000

05/01/31

102,841

450,000

(a)

Global

Atlantic

Fin

Co

4.700

10/15/51

431,636

100,000

(a)

Global

Atlantic

Fin

Co

7.950

10/15/54

103,759

100,000

(a)

goeasy

Ltd

9.250

12/01/28

106,632

200,000

(a)

goeasy

Ltd

7.625

07/01/29

205,403

70,000

(a)

Howard

Hughes

Corp/The

5.375

08/01/28

68,053

140,000

(a)

Howard

Hughes

Corp/The

4.375

02/01/31

125,460

90,000

(a)

Intesa

Sanpaolo

SpA

4.198

06/01/32

78,804

410,000

(a)

Jefferies

Finance

LLC

/

JFIN

Co-Issuer

Corp

5.000

08/15/28

378,200

200,000

Kennedy-Wilson

Inc

4.750

03/01/29

183,347

350,000

Kennedy-Wilson

Inc

4.750

02/01/30

313,069

365,000

(b)

Kennedy-Wilson

Inc

5.000

03/01/31

322,352

70,000

(a)

Liberty

Mutual

Group

Inc

4.125

12/15/51

66,056

30,000

(a)

Molina

Healthcare

Inc

4

.375

06/15/28

28,784

110,000

(a)

Molina

Healthcare

Inc

3.875

11/15/30

99,604

90,000

(a)

Molina

Healthcare

Inc

3.875

05/15/32

79,786

200,000

(a)

Nationstar

Mortgage

Holdings

Inc

5.500

08/15/28

195,156

100,000

(a)

Nationstar

Mortgage

Holdings

Inc

5.750

11/15/31

95,646

100,000

(a),(b)

Nationstar

Mortgage

Holdings

Inc

7.125

02/01/32

102,240

100,000

OneMain

Finance

Corp

3.500

01/15/27

95,438

300,000

OneMain

Finance

Corp

3.875

09/15/28

276,511

300,000

OneMain

Finance

Corp

7.875

03/15/30

312,314

250,000

OneMain

Finance

Corp

4.000

09/15/30

220,073

400,000

OneMain

Finance

Corp

7.500

05/15/31

409,060

290,000

(a)

Park

Intermediate

Holdings

LLC

/

PK

Domestic

Property

LLC

/

PK

Finance

Co-Issuer

5.875

10/01/28

286,981

250,000

(a)

Park

Intermediate

Holdings

LLC

/

PK

Domestic

Property

LLC

/

PK

Finance

Co-Issuer

4.875

05/15/29

238,124

80,000

(a)

PennyMac

Financial

Services

Inc

5.375

10/15/25

79,634

210,000

(a)

PennyMac

Financial

Services

Inc

7.875

12/15/29

219,865

145,000

(a)

PennyMac

Financial

Services

Inc

5.750

09/15/31

138,428

310,000

(a)

PROG

Holdings

Inc

6.000

11/15/29

299,631

100,000

RHP

Hotel

Properties

LP

/

RHP

Finance

Corp

4.750

10/15/27

97,886

360,000

(a)

RHP

Hotel

Properties

LP

/

RHP

Finance

Corp

4.500

02/15/29

344,679

200,000

(a)

RHP

Hotel

Properties

LP

/

RHP

Finance

Corp

6

.500

04/01/32

202,373

40,000

SLM

Corp

4.200

10/29/25

39,264

251,000

SLM

Corp

3.125

11/02/26

238,020

70,000

(a)

Starwood

Property

Trust

Inc

4.375

01/15/27

67,471

65,000

(a)

Starwood

Property

Trust

Inc

7.250

04/01/29

66,514

80,000

(b)

Synchrony

Financial

7.250

02/02/33

81,911

270,000

(a)

UniCredit

SpA

5.459

06/30/35

260,421

300,000

Western

Alliance

Bancorp

3.000

06/15/31

277,143

460,000

(a)

XHR

LP

4.875

06/01/29

431,780

TOTAL

FINANCIALS

9,273,614

Portfolio

of

Investments

October

31,

2024

(continued)

ESG

High

Yield

Corporate

Bond

ETF

(NUHY)

32

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

INDUSTRIAL

-

85.0%

$

350,000

(a)

1011778

BC

ULC

/

New

Red

Finance

Inc

4.375

%

01/15/28

$

336,618

320,000

(a)

1011778

BC

ULC

/

New

Red

Finance

Inc

3.500

02/15/29

295,417

100,000

(a)

1011778

BC

ULC

/

New

Red

Finance

Inc

6.125

06/15/29

101,746

930,000

(a)

1011778

BC

ULC

/

New

Red

Finance

Inc

4.000

10/15/30

839,929

60,000

(a)

180

Medical

Inc

3.875

10/15/29

55,804

100,000

(a)

ACCO

Brands

Corp

4.250

03/15/29

91,742

130,000

(a),(b)

AdaptHealth

LLC

4.625

08/01/29

118,227

310,000

(a),(b)

AdaptHealth

LLC

5.125

03/01/30

283,993

200,000

(a)

Adient

Global

Holdings

Ltd

7.000

04/15/28

203,323

150,000

(a),(b)

Adient

Global

Holdings

Ltd

8.250

04/15/31

155,389

200,000

(a)

Air

Canada

3.875

08/15/26

193,477

350,000

(a)

Albertsons

Cos

Inc

/

Safeway

Inc

/

New

Albertsons

LP

/

Albertsons

LLC

4.625

01/15/27

343,383

150,000

(a)

Albertsons

Cos

Inc

/

Safeway

Inc

/

New

Albertsons

LP

/

Albertsons

LLC

5.875

02/15/28

150,240

550,000

(a),(b)

Albertsons

Cos

Inc

/

Safeway

Inc

/

New

Albertsons

LP

/

Albertsons

LLC

6.500

02/15/28

562,822

410,000

(a)

Albertsons

Cos

Inc

/

Safeway

Inc

/

New

Albertsons

LP

/

Albertsons

LLC

4.875

02/15/30

399,343

310,000

(a),(b)

Allegiant

Travel

Co

7.250

08/15/27

305,353

110,000

(a)

Allison

Transmission

Inc

3.750

01/30/31

97,621

200,000

(a),(b)

Amer

Sports

Co

6.750

02/16/31

203,178

410,000

(a),(b)

American

Airlines

Inc

7.250

02/15/28

416,744

270,000

(a)

American

Airlines

Inc

8.500

05/15/29

283,752

550,000

(a)

American

Airlines

Inc/AAdvantage

Loyalty

IP

Ltd2022

1

5

.750

04/20/29

544,631

250,000

(b)

American

Axle

&

Manufacturing

Inc

5.000

10/01/29

226,189

170,000

(a)

Antero

Midstream

Partners

LP

/

Antero

Midstream

Finance

Corp

5.375

06/15/29

165,573

172,000

(a),(b)

Anywhere

Real

Estate

Group

LLC

/

Anywhere

Co-Issuer

Corp

7.000

04/15/30

150,722

20,000

(a),(b)

Anywhere

Real

Estate

Group

LLC

/

Realogy

Co-Issuer

Corp

5.750

01/15/29

16,475

460,000

(a)

APX

Group

Inc

5.750

07/15/29

453,913

510,000

(a)

Archrock

Partners

LP

/

Archrock

Partners

Finance

Corp

6.250

04/01/28

510,945

100,000

(a)

Arcosa

Inc

6.875

08/15/32

102,637

80,000

(a),(b)

Ardagh

Metal

Packaging

Finance

USA

LLC

/

Ardagh

Metal

Packaging

Finance

PLC

4.000

09/01/29

70,174

175,000

(a)

Asbury

Automotive

Group

Inc

4.625

11/15/29

163,856

260,000

(a)

Asbury

Automotive

Group

Inc

5.000

02/15/32

239,514

120,000

(a)

ASGN

Inc

4.625

05/15/28

114,590

400,000

(a)

Aston

Martin

Capital

Holdings

Ltd

10.000

03/31/29

388,591

120,000

(a)

Avantor

Funding

Inc

4.625

07/15/28

116,031

100,000

(a),(b)

Avantor

Funding

Inc

3.875

11/01/29

92,231

200,000

(a)

Avient

Corp

7.125

08/01/30

205,677

100,000

(a)

Avient

Corp

6.250

11/01/31

100,292

140,000

(a),(b)

Avis

Budget

Car

Rental

LLC

/

Avis

Budget

Finance

Inc

4.750

04/01/28

131,554

200,000

(a),(b)

Avis

Budget

Car

Rental

LLC

/

Avis

Budget

Finance

Inc

5.375

03/01/29

186,146

150,000

(a),(b)

Avis

Budget

Car

Rental

LLC

/

Avis

Budget

Finance

Inc

8.000

02/15/31

153,349

50,000

(a)

Axalta

Coating

Systems

Dutch

Holding

B

BV

7.250

02/15/31

52,252

60,000

(a)

Axalta

Coating

Systems

LLC

3.375

02/15/29

55,184

60,000

(a)

Axalta

Coating

Systems

LLC

/

Axalta

Coating

Systems

Dutch

Holding

B

BV

4.750

06/15/27

58,801

150,000

(a)

B&G

Foods

Inc

8.000

09/15/28

155,835

220,000

Ball

Corp

2.875

08/15/30

191,469

200,000

Ball

Corp

3.125

09/15/31

172,845

150,000

(a)

Bath

&

Body

Works

Inc

6.625

10/01/30

150,194

100,000

(a)

Bausch

Health

Cos

Inc

4.875

06/01/28

77,271

720,000

(a)

Bausch

Health

Cos

Inc

11.000

09/30/28

662,515

100,000

(a)

Beacon

Roofing

Supply

Inc

6.500

08/01/30

101,647

55,000

(a)

Block

Inc

6.500

05/15/32

55,977

150,000

(a)

Bombardier

Inc

6.000

02/15/28

149,832

150,000

(a)

Bombardier

Inc

7.500

02/01/29

156,187

100,000

(a)

Bombardier

Inc

8.750

11/15/30

108,352

100,000

(a),(b)

Bombardier

Inc

7.250

07/01/31

103,316

200,000

(a)

British

Telecommunications

PLC

4.875

11/23/81

183,582

33

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

INDUSTRIAL

(continued)

$

240,000

(a)

Brookfield

Residential

Properties

Inc

/

Brookfield

Residential

US

LLC

4.875

%

02/15/30

$

223,206

60,000

(a)

Builders

FirstSource

Inc

5.000

03/01/30

57,322

371,000

(a)

Builders

FirstSource

Inc

4.250

02/01/32

331,892

150,000

(a)

Builders

FirstSource

Inc

6.375

06/15/32

150,847

150,000

(a)

Builders

FirstSource

Inc

6.375

03/01/34

151,209

150,000

(a)

Cable

One

Inc

4.000

11/15/30

118,221

100,000

(a)

Camelot

Return

Merger

Sub

Inc

8.750

08/01/28

100,461

100,000

(a)

Cargo

Aircraft

Management

Inc

4.750

02/01/28

95,408

250,000

(a)

Catalent

Pharma

Solutions

Inc

3.125

02/15/29

242,709

470,000

(a)

Catalent

Pharma

Solutions

Inc

3.500

04/01/30

454,906

250,000

(a)

CCO

Holdings

LLC

/

CCO

Holdings

Capital

Corp

6.375

09/01/29

247,531

410,000

(a)

CCO

Holdings

LLC

/

CCO

Holdings

Capital

Corp

4.500

08/15/30

366,187

510,000

(a)

CCO

Holdings

LLC

/

CCO

Holdings

Capital

Corp

4.250

02/01/31

442,571

250,000

(a)

CCO

Holdings

LLC

/

CCO

Holdings

Capital

Corp

7.375

03/03/31

254,238

250,000

(a),(b)

CCO

Holdings

LLC

/

CCO

Holdings

Capital

Corp

4.750

02/01/32

216,138

500,000

CCO

Holdings

LLC

/

CCO

Holdings

Capital

Corp

4.500

05/01/32

425,394

100,000

(a)

CCO

Holdings

LLC

/

CCO

Holdings

Capital

Corp

4.500

06/01/33

83,159

400,000

(a),(b)

CCO

Holdings

LLC

/

CCO

Holdings

Capital

Corp

4.250

01/15/34

319,564

290,000

(a)

Century

Communities

Inc

3.875

08/15/29

263,785

110,000

(a)

Charles

River

Laboratories

International

Inc

3.750

03/15/29

100,838

200,000

(a)

Charles

River

Laboratories

International

Inc

4.000

03/15/31

178,754

300,000

(a)

Chart

Industries

Inc

7.500

01/01/30

312,024

230,000

(a),(b)

Chart

Industries

Inc

9.500

01/01/31

247,259

110,000

(a)

Chemours

Co/The

5.750

11/15/28

101,538

220,000

(a),(b)

Chemours

Co/The

4.625

11/15/29

191,006

200,000

(a)

CHS/Community

Health

Systems

Inc

5.625

03/15/27

195,052

200,000

(a)

CHS/Community

Health

Systems

Inc

6.000

01/15/29

188,347

100,000

(a),(b)

CHS/Community

Health

Systems

Inc

6.875

04/15/29

84,455

100,000

(a)

CHS/Community

Health

Systems

Inc

6.125

04/01/30

78,298

200,000

(a)

CHS/Community

Health

Systems

Inc

5.250

05/15/30

174,546

450,000

(a)

Cinemark

USA

Inc

5.250

07/15/28

441,531

145,000

(a),(b)

Cinemark

USA

Inc

7.000

08/01/32

148,632

118,000

(a)

Clarivate

Science

Holdings

Corp

3.875

07/01/28

111,365

200,000

(a)

Clarivate

Science

Holdings

Corp

4.875

07/01/29

189,012

350,000

(a)

Clear

Channel

Outdoor

Holdings

Inc

7.750

04/15/28

311,504

240,000

(a)

Clear

Channel

Outdoor

Holdings

Inc

9.000

09/15/28

252,078

300,000

(a),(b)

Clear

Channel

Outdoor

Holdings

Inc

7.500

06/01/29

256,382

250,000

(a)

Clear

Channel

Outdoor

Holdings

Inc

7.875

04/01/30

254,898

120,000

(a)

Cogent

Communications

Group

LLC

3.500

05/01/26

116,640

460,000

(a),(b)

Coherent

Corp

5.000

12/15/29

441,279

350,000

(a)

Concentra

Escrow

Issuer

Corp

6.875

07/15/32

359,162

700,000

(a)

Condor

Merger

Sub

Inc

7.375

02/15/30

674,865

350,000

(a)

Consolidated

Communications

Inc

6.500

10/01/28

332,100

150,000

(a)

Cornerstone

Building

Brands

Inc

9.500

08/15/29

154,419

182,000

Crowdstrike

Holdings

Inc

3.000

02/15/29

165,499

170,000

(a)

Cushman

&

Wakefield

US

Borrower

LLC

6.750

05/15/28

170,920

260,000

(a)

DaVita

Inc

4.625

06/01/30

239,361

640,000

(a)

DaVita

Inc

3.750

02/15/31

556,587

100,000

(a)

Directv

Financing

LLC

8.875

02/01/30

98,700

690,000

(a)

Directv

Financing

LLC

/

Directv

Financing

Co-Obligor

Inc

5.875

08/15/27

664,350

270,000

(a)

Domtar

Corp

6.750

10/01/28

246,878

240,000

(a)

DT

Midstream

Inc

4.125

06/15/29

225,374

261,000

(a)

DT

Midstream

Inc

4.375

06/15/31

240,098

70,000

(a)

Dycom

Industries

Inc

4.500

04/15/29

66,119

200,000

(a),(b)

Dye

&

Durham

Ltd

8.625

04/15/29

212,011

210,000

(a)

Edgewell

Personal

Care

Co

5.500

06/01/28

206,905

100,000

(a)

Edgewell

Personal

Care

Co

4.125

04/01/29

93,360

170,000

(a)

Elastic

NV

4.125

07/15/29

157,314

300,000

(a)

Element

Solutions

Inc

3.875

09/01/28

288,993

154,000

(a)

Enerflex

Ltd

9.000

10/15/27

159,860

460,000

(a)

Energizer

Holdings

Inc

4.750

06/15/28

441,584

Portfolio

of

Investments

October

31,

2024

(continued)

ESG

High

Yield

Corporate

Bond

ETF

(NUHY)

34

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

INDUSTRIAL

(continued)

$

250,000

(a)

Energizer

Holdings

Inc

4

.375

%

03/31/29

$

233,823

200,000

(a)

Entegris

Inc

5.950

06/15/30

199,782

430,000

(a)

EQM

Midstream

Partners

LP

6.500

07/01/27

439,836

12,000

(a)

EQM

Midstream

Partners

LP

7.500

06/01/30

12,905

100,000

(a)

Fair

Isaac

Corp

4.000

06/15/28

94,965

450,000

(a)

Frontier

Communications

Holdings

LLC

5.875

10/15/27

449,036

600,000

(a)

Frontier

Communications

Holdings

LLC

5.000

05/01/28

589,833

270,000

(a)

Frontier

Communications

Holdings

LLC

6.750

05/01/29

268,578

200,000

(a)

Frontier

Communications

Holdings

LLC

6.000

01/15/30

195,722

350,000

(a)

Frontier

Communications

Holdings

LLC

8.750

05/15/30

370,519

270,000

(a)

Frontier

Communications

Holdings

LLC

8.625

03/15/31

289,389

335,000

(a),(b)

Gap

Inc/The

3.625

10/01/29

300,642

100,000

(a)

Garrett

Motion

Holdings

Inc

/

Garrett

LX

I

Sarl

7.750

05/31/32

99,814

150,000

(a)

Gates

Corp/DE

6.875

07/01/29

154,114

150,000

(a)

Gen

Digital

Inc

6.750

09/30/27

152,576

150,000

(a),(b)

Gen

Digital

Inc

7.125

09/30/30

155,237

320,000

Genesis

Energy

LP

/

Genesis

Energy

Finance

Corp

8.000

01/15/27

325,684

300,000

Genesis

Energy

LP

/

Genesis

Energy

Finance

Corp

7.750

02/01/28

303,027

400,000

Genesis

Energy

LP

/

Genesis

Energy

Finance

Corp

8.875

04/15/30

412,028

25,000

Genesis

Energy

LP

/

Genesis

Energy

Finance

Corp

7.875

05/15/32

24,983

210,000

(a)

Glatfelter

Corp

4.750

11/15/29

188,682

100,000

(b)

Goodyear

Tire

&

Rubber

Co/The

5.000

07/15/29

90,540

200,000

(b)

Goodyear

Tire

&

Rubber

Co/The

5.250

07/15/31

175,812

300,000

(a)

Gray

Escrow

Inc

5.375

11/15/31

180,906

200,000

(a),(b)

Gray

Television

Inc

10.500

07/15/29

207,746

180,000

Griffon

Corp

5.750

03/01/28

176,761

410,000

(a),(b)

Grifols

SA

4.750

10/15/28

377,809

300,000

(a)

H&E

Equipment

Services

Inc

3.875

12/15/28

277,006

260,000

(a),(b)

HealthEquity

Inc

4.500

10/01/29

247,783

195,000

(a)

Heartland

Dental

LLC

/

Heartland

Dental

Finance

Corp

10.500

04/30/28

207,510

250,000

(a)

Hess

Midstream

Operations

LP

6.500

06/01/29

254,148

100,000

(b)

Hillenbrand

Inc

6.250

02/15/29

100,377

210,000

(a)

Hilton

Domestic

Operating

Co

Inc

5.750

05/01/28

210,483

100,000

(a)

Hilton

Domestic

Operating

Co

Inc

5.875

04/01/29

101,480

300,000

(a)

Hilton

Domestic

Operating

Co

Inc

3.750

05/01/29

279,127

230,000

(a)

Hilton

Domestic

Operating

Co

Inc

4.000

05/01/31

209,510

310,000

(a)

Hilton

Domestic

Operating

Co

Inc

3.625

02/15/32

272,102

450,000

(a)

Hilton

Grand

Vacations

Borrower

Escrow

LLC

/

Hilton

Grand

Vacations

Borrower

Esc

5.000

06/01/29

421,142

308,000

(a)

Hilton

Grand

Vacations

Borrower

Escrow

LLC

/

Hilton

Grand

Vacations

Borrower

Esc

4.875

07/01/31

275,237

120,000

(a)

Hilton

Grand

Vacations

Borrower

Escrow

LLC

/

Hilton

Grand

Vacations

Borrower

Esc

6.625

01/15/32

120,030

100,000

HLF

Financing

Sarl

LLC

/

Herbalife

International

Inc

12.250

04/15/29

100,585

220,000

(a)

HLF

Financing

Sarl

LLC

/

Herbalife

International

Inc

4.875

06/01/29

150,788

170,000

(a)

Hologic

Inc

3.250

02/15/29

156,124

120,000

(a)

Ingevity

Corp

3.875

11/01/28

110,425

1,160,000

(a)

Intelsat

Jackson

Holdings

SA

6.500

03/15/30

1,089,915

100,000

(a)

Iron

Mountain

Inc

5.000

07/15/28

97,448

111,000

(a)

Iron

Mountain

Inc

5.250

07/15/30

107,322

160,000

(a)

Iron

Mountain

Information

Management

Services

Inc

5.000

07/15/32

150,799

220,000

(a)

ITT

Holdings

LLC

6.500

08/01/29

203,300

200,000

(a)

Jaguar

Land

Rover

Automotive

PLC

5.875

01/15/28

197,765

410,000

(a),(b)

Jazz

Securities

DAC

4.375

01/15/29

387,980

400,000

(a)

JetBlue

Airways

Corp

/

JetBlue

Loyalty

LP

9

.875

09/20/31

415,668

180,000

(a)

Kinetik

Holdings

LP

5.875

06/15/30

178,614

10,000

Lamar

Media

Corp

4.000

02/15/30

9,245

150,000

(a)

Lamb

Weston

Holdings

Inc

4.875

05/15/28

146,942

300,000

(a)

Level

3

Financing

Inc

10.500

04/15/29

334,006

200,000

(a)

Level

3

Financing

Inc

4.875

06/15/29

171,000

400,000

(a)

Level

3

Financing

Inc

10.500

05/15/30

437,500

100,000

(a)

Life

Time

Inc

6.000

11/15/31

99,575

35

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

INDUSTRIAL

(continued)

$

60,000

(a)

Lithia

Motors

Inc

3.875

%

06/01/29

$

55,062

310,000

(a)

Lithia

Motors

Inc

4.375

01/15/31

283,662

200,000

(a)

Live

Nation

Entertainment

Inc

6.500

05/15/27

202,765

200,000

(a),(b)

Live

Nation

Entertainment

Inc

4.750

10/15/27

194,634

250,000

(a)

Live

Nation

Entertainment

Inc

3.750

01/15/28

236,845

28,000

(a)

Macy's

Retail

Holdings

LLC

5.875

04/01/29

27,360

280,000

(a)

Marriott

Ownership

Resorts

Inc

4.500

06/15/29

259,771

400,000

(a)

Masterbrand

Inc

7.000

07/15/32

409,734

70,000

(a)

McGraw-Hill

Education

Inc

8.000

08/01/29

70,460

350,000

Mercer

International

Inc

5.125

02/01/29

302,068

74,000

Methanex

Corp

5.125

10/15/27

72,017

130,000

(a)

Michaels

Cos

Inc/The

5.250

05/01/28

93,546

50,000

(a)

Mobius

Merger

Sub

Inc

9.000

06/01/30

47,773

33,000

(a)

MPH

Acquisition

Holdings

LLC

5.500

09/01/28

22,420

100,000

(a)

Murphy

Oil

USA

Inc

3.750

02/15/31

88,861

490,000

(a)

NCL

Corp

Ltd

5.875

03/15/26

489,464

720,000

(a)

NCL

Corp

Ltd

5.875

02/15/27

719,253

140,000

(a)

NCL

Corp

Ltd

8.375

02/01/28

146,653

400,000

(a)

NCL

Corp

Ltd

8.125

01/15/29

424,070

310,000

(a),(b)

NCL

Corp

Ltd

7.750

02/15/29

328,842

421,000

(a),(b)

NCR

Voyix

Corp

5.000

10/01/28

404,988

150,000

(a)

NESCO

Holdings

II

Inc

5.500

04/15/29

139,593

283,000

(a)

New

Fortress

Energy

Inc

6.750

09/15/25

282,459

200,000

(b)

Newell

Brands

Inc

6.375

09/15/27

202,127

200,000

Newell

Brands

Inc

6.625

09/15/29

202,787

100,000

(a)

News

Corp

3.875

05/15/29

93,061

100,000

(a)

News

Corp

5.125

02/15/32

95,829

438,000

(a),(b)

Nexstar

Media

Inc

4.750

11/01/28

411,778

81,000

(b)

Nordstrom

Inc

4.375

04/01/30

73,422

450,000

NuStar

Logistics

LP

6.375

10/01/30

455,079

260,000

(a)

ON

Semiconductor

Corp

3.875

09/01/28

243,802

110,000

(a)

Open

Text

Corp

3.875

02/15/28

103,465

210,000

(a)

Open

Text

Holdings

Inc

4.125

12/01/31

188,602

110,000

(a)

Option

Care

Health

Inc

4.375

10/31/29

101,253

500,000

(a)

Organon

&

Co

/

Organon

Foreign

Debt

Co-Issuer

BV

4.125

04/30/28

473,756

220,000

(a),(b)

Organon

&

Co

/

Organon

Foreign

Debt

Co-Issuer

BV

5.125

04/30/31

200,642

510,000

(a)

Outfront

Media

Capital

LLC

/

Outfront

Media

Capital

Corp

4.250

01/15/29

478,257

100,000

(a),(b)

Outfront

Media

Capital

LLC

/

Outfront

Media

Capital

Corp

4.625

03/15/30

93,022

300,000

(a)

Owens-Brockway

Glass

Container

Inc

6.625

05/13/27

298,516

420,000

(a)

Owens-Brockway

Glass

Container

Inc

7.250

05/15/31

413,080

20,000

(a)

Pactiv

Evergreen

Group

Issuer

Inc/Pactiv

Evergreen

Group

Issuer

LLC

4.375

09/30/28

18,810

375,000

Paramount

Global

6.375

03/30/62

347,178

100,000

(a)

Parkland

Corp/Canada

4.625

05/01/30

91,913

200,000

PBF

Holding

Co

LLC

/

PBF

Finance

Corp

6.000

02/15/28

194,118

200,000

(a)

PBF

Holding

Co

LLC

/

PBF

Finance

Corp

7.875

09/15/30

199,658

485,000

(a)

Performance

Food

Group

Inc

4.250

08/01/29

453,947

310,000

Perrigo

Finance

Unlimited

Co

4.900

06/15/30

293,490

200,000

(a)

Phinia

Inc

6.750

04/15/29

204,161

690,000

(a)

Post

Holdings

Inc

4.625

04/15/30

644,865

550,000

(a)

Post

Holdings

Inc

4.500

09/15/31

500,703

385,000

(a)

Post

Holdings

Inc

6.250

02/15/32

389,277

120,000

(a)

Prestige

Brands

Inc

3.750

04/01/31

106,966

230,000

(a)

Prime

Security

Services

Borrower

LLC

/

Prime

Finance

Inc

6.250

01/15/28

229,756

100,000

(a)

Primo

Water

Holdings

Inc

4

.375

04/30/29

94,213

60,000

(a)

PTC

Inc

4.000

02/15/28

57,400

200,000

(a)

Rakuten

Group

Inc

9.750

04/15/29

216,300

201,000

(a),(b),(c)

Rakuten

Group

Inc

5.125

N/A

192,457

355,000

(a),(b),(c)

Rakuten

Group

Inc

6.250

N/A

319,500

100,000

(a)

RB

Global

Inc

6.750

03/15/28

102,542

110,000

(a)

RB

Global

Inc

7.750

03/15/31

115,895

150,000

(a)

Reworld

Holding

Corp

4.875

12/01/29

140,098

Portfolio

of

Investments

October

31,

2024

(continued)

ESG

High

Yield

Corporate

Bond

ETF

(NUHY)

36

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

INDUSTRIAL

(continued)

$

60,000

(a)

ROBLOX

Corp

3.875

%

05/01/30

$

54,303

210,000

(a),(b)

Rogers

Communications

Inc

5.250

03/15/82

205,557

100,000

(a)

Royal

Caribbean

Cruises

Ltd

4.250

07/01/26

98,094

50,000

(a)

Royal

Caribbean

Cruises

Ltd

5.500

08/31/26

50,056

410,000

(a)

Royal

Caribbean

Cruises

Ltd

5.375

07/15/27

409,248

400,000

(a)

Royal

Caribbean

Cruises

Ltd

5.500

04/01/28

399,972

600,000

(a)

Royal

Caribbean

Cruises

Ltd

6.250

03/15/32

611,713

200,000

(a)

Royal

Caribbean

Cruises

Ltd

6.000

02/01/33

201,228

100,000

(a)

RR

Donnelley

&

Sons

Co

9.500

08/01/29

100,705

117,000

(a),(b)

Sabre

GLBL

Inc

8.625

06/01/27

112,935

300,000

(a)

Sabre

GLBL

Inc

11.250

12/15/27

309,067

350,000

SBA

Communications

Corp

3

.875

02/15/27

338,745

188,000

Seagate

HDD

Cayman

9.625

12/01/32

214,032

100,000

(a)

Sealed

Air

Corp

6.125

02/01/28

101,063

370,000

(a),(b)

SeaWorld

Parks

&

Entertainment

Inc

5.250

08/15/29

355,349

220,000

(a)

Sensata

Technologies

BV

4.000

04/15/29

205,722

200,000

(a)

Sensata

Technologies

BV

5.875

09/01/30

197,924

300,000

(a)

Sensata

Technologies

Inc

3.750

02/15/31

267,752

400,000

Service

Corp

International/US

4.000

05/15/31

360,742

215,000

(a),(b)

Sinclair

Television

Group

Inc

4.125

12/01/30

164,744

235,000

(a)

Sirius

XM

Radio

Inc

3.125

09/01/26

225,423

200,000

(a)

Sirius

XM

Radio

Inc

4.000

07/15/28

186,854

350,000

(a)

Sirius

XM

Radio

Inc

4

.125

07/01/30

313,132

440,000

(a),(b)

Sirius

XM

Radio

Inc

3.875

09/01/31

378,107

250,000

(a)

Six

Flags

Entertainment

Corp

/

Six

Flags

Theme

Parks

Inc

6.625

05/01/32

254,716

170,000

(b)

Six

Flags

Entertainment

Corp/DE

7.250

05/15/31

174,261

300,000

(a)

Sonic

Automotive

Inc

4.625

11/15/29

275,482

300,000

(a)

Sonic

Automotive

Inc

4.875

11/15/31

269,745

400,000

(a)

Sotera

Health

Holdings

LLC

7.375

06/01/31

409,624

150,000

(a)

SPX

FLOW

Inc

8

.750

04/01/30

155,934

300,000

(a)

Stagwell

Global

LLC

5.625

08/15/29

285,276

200,000

(a)

Stena

International

SA

7.250

01/15/31

207,627

420,000

(a)

Studio

City

Finance

Ltd

6.500

01/15/28

404,514

420,000

(a),(b)

Studio

City

Finance

Ltd

5.000

01/15/29

379,144

310,000

(a)

Suburban

Propane

Partners

LP/Suburban

Energy

Finance

Corp

5.000

06/01/31

284,319

100,000

(a)

Summit

Materials

LLC

/

Summit

Materials

Finance

Corp

5.250

01/15/29

99,139

55,000

(a)

Summit

Materials

LLC

/

Summit

Materials

Finance

Corp

7.250

01/15/31

57,143

100,000

(a)

Summit

Midstream

Holdings

LLC

8.625

10/31/29

103,316

300,000

(a)

Sunoco

LP

7.000

05/01/29

309,474

580,000

(a)

Sunoco

LP

7.250

05/01/32

603,795

60,000

(a)

Superior

Plus

LP

/

Superior

General

Partner

Inc

4.500

03/15/29

55,361

150,000

(a)

Surgery

Center

Holdings

Inc

7.250

04/15/32

154,021

261,000

(a)

Taylor

Morrison

Communities

Inc

5.125

08/01/30

252,425

100,000

(a),(b)

TEGNA

Inc

4.750

03/15/26

98,955

50,000

(a)

Teleflex

Inc

4.250

06/01/28

47,935

40,000

(a)

Tempur

Sealy

International

Inc

4.000

04/15/29

36,857

200,000

(a)

Tempur

Sealy

International

Inc

3.875

10/15/31

173,973

250,000

(a)

Tenneco

Inc

8.000

11/17/28

231,501

110,000

(a)

Terex

Corp

5.000

05/15/29

105,736

260,000

(a)

Thor

Industries

Inc

4.000

10/15/29

237,297

50,000

(a)

TopBuild

Corp

4.125

02/15/32

44,575

11,000

(a)

TransDigm

Inc

6.625

03/01/32

11,186

100,000

(a)

Travel

+

Leisure

Co

6.625

07/31/26

100,845

240,000

(a)

Travel

+

Leisure

Co

4.500

12/01/29

224,147

120,000

TreeHouse

Foods

Inc

4.000

09/01/28

109,352

185,000

(a)

Triumph

Group

Inc

9.000

03/15/28

192,737

210,000

(a),(b)

Tronox

Inc

4.625

03/15/29

190,530

250,000

(a)

TTM

Technologies

Inc

4.000

03/01/29

233,728

140,000

Twilio

Inc

3.875

03/15/31

126,288

300,000

(a)

United

Airlines

Inc

4.375

04/15/26

294,818

500,000

(a)

United

Airlines

Inc

4.625

04/15/29

478,552

150,000

(a),(b)

United

Natural

Foods

Inc

6.750

10/15/28

144,750

37

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

INDUSTRIAL

(continued)

$

99,000

(b)

United

Rentals

North

America

Inc

4.000

%

07/15/30

$

91,427

300,000

(a)

United

Rentals

North

America

Inc

6.125

03/15/34

302,503

220,000

(a)

Uniti

Group

LP

/

Uniti

Group

Finance

2019

Inc

/

CSL

Capital

LLC

10.500

02/15/28

234,337

700,000

(a)

Uniti

Group

LP

/

Uniti

Group

Finance

2019

Inc

/

CSL

Capital

LLC

4.750

04/15/28

643,465

150,000

(a),(b)

Uniti

Group

LP

/

Uniti

Group

Finance

2019

Inc

/

CSL

Capital

LLC

6.500

02/15/29

129,136

24,000

(a),(b)

Univision

Communications

Inc

4

.500

05/01/29

21,306

128,000

(a)

US

Foods

Inc

4.750

02/15/29

123,307

100,000

(a)

US

Foods

Inc

4.625

06/01/30

94,881

90,000

(a)

Valvoline

Inc

3.625

06/15/31

78,006

130,000

(a)

Vertiv

Group

Corp

4.125

11/15/28

123,715

328,000

(a),(b)

Victoria's

Secret

&

Co

4.625

07/15/29

289,057

110,000

(a)

Viridien

8.750

04/01/27

106,308

220,000

Vodafone

Group

PLC

3.250

06/04/81

211,216

325,000

Vodafone

Group

PLC

4.125

06/04/81

292,262

1,430,000

(a)

VZ

Secured

Financing

BV

5.000

01/15/32

1,283,706

200,000

(b)

Walgreens

Boots

Alliance

Inc

8.125

08/15/29

198,784

195,000

(a)

Weatherford

International

Ltd

8.625

04/30/30

201,572

401,000

(a)

WESCO

Distribution

Inc

7.250

06/15/28

410,436

190,000

(a)

Williams

Scotsman

Inc

4.625

08/15/28

181,626

100,000

(a)

Williams

Scotsman

Inc

7.375

10/01/31

103,598

770,000

(a)

Windstream

Services

LLC

/

Windstream

Escrow

Finance

Corp

7.750

08/15/28

774,261

200,000

(a),(b)

Wolverine

World

Wide

Inc

4.000

08/15/29

171,018

150,000

(a)

Wyndham

Hotels

&

Resorts

Inc

4.375

08/15/28

142,766

160,000

(a)

Xerox

Holdings

Corp

5.500

08/15/28

131,210

180,000

(a),(b)

XPO

Inc

7.125

02/01/32

186,990

160,000

Yum!

Brands

Inc

3.625

03/15/31

144,892

250,000

Yum!

Brands

Inc

4.625

01/31/32

234,381

110,000

Yum!

Brands

Inc

5.375

04/01/32

107,064

100,000

(a)

Zebra

Technologies

Corp

6.500

06/01/32

102,312

230,000

(a)

ZipRecruiter

Inc

5.000

01/15/30

207,416

200,000

(a)

ZoomInfo

Technologies

LLC/ZoomInfo

Finance

Corp

3.875

02/01/29

182,190

TOTAL

INDUSTRIAL

76,203,498

UTILITY

-

2.3%

100,000

AES

Corp/The

7.600

01/15/55

103,636

110,000

Algonquin

Power

&

Utilities

Corp

4.750

01/18/82

103,007

200,000

(a)

Clearway

Energy

Operating

LLC

4.750

03/15/28

194,000

110,000

(a)

Clearway

Energy

Operating

LLC

3.750

02/15/31

98,196

150,000

Edison

International

8.125

06/15/53

157,372

100,000

(a)

EUSHI

Finance

Inc

7.625

12/15/54

103,545

210,000

(a)

NextEra

Energy

Operating

Partners

LP

7.250

01/15/29

216,008

200,000

(a)

Vistra

Operations

Co

LLC

4.375

05/01/29

190,379

650,000

(a)

Vistra

Operations

Co

LLC

7.750

10/15/31

686,643

200,000

(a)

Vistra

Operations

Co

LLC

6.875

04/15/32

206,811

TOTAL

UTILITY

2,059,597

TOTAL

CORPORATE

DEBT

(Cost

$87,312,491)

87,536,709

TOTAL

LONG-TERM

INVESTMENTS

(Cost

$87,312,491)

87,536,709

SHARES

DESCRIPTION

RATE

VALUE

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

11.0%

9,890,753

(d)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

4.860

(e)

$

9,890,753

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

(Cost

$9,890,753)

9,890,753

TOTAL

INVESTMENTS

-

108.7%

(Cost

$97,203,244

)

97,427,462

OTHER

ASSETS

&

LIABILITIES,

NET

-

(8.7)%

(7,821,638)

NET

ASSETS

-

100%

$

89,605,824

Portfolio

of

Investments

October

31,

2024

(continued)

ESG

High

Yield

Corporate

Bond

ETF

(NUHY)

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:

NUHY

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Corporate

Debt

$

–

$

87,536,709

$

–

$

87,536,709

Investments

Purchased

with

Collateral

from

Securities

Lending

9,890,753

–

–

9,890,753

Total

$

9,890,753

$

87,536,709

$

–

$

97,427,462

(a)

Security

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$76,494,116

or

78.5%

of

Total

Investments.

(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

$9,038,168.

(c)

Perpetual

security.

Maturity

date

is

not

applicable.

(d)

The

Fund

may

loan

securities

representing

up

to

one

third

of

the

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

value,

at

the

inception

of

each

loan,

equal

to

not

less

than

100%

of

the

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.

REIT

Real

Estate

Investment

Trust

39

Portfolio

of

Investments

October

31,

2024

ESG

U.S.

Aggregate

Bond

ETF

(NUBD)

(Unaudited)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

LONG-TERM

INVESTMENTS

-

98.8%

CORPORATE

BONDS

-

0.0%

COMMUNICATION

SERVICES

-

0.0%

$

10,000

British

Telecommunications

PLC

5.125

%

12/04/28

$

10,092

10,000

Orange

SA

9

.000

03/01/31

12,103

TOTAL

COMMUNICATION

SERVICES

22,195

CONSUMER

DISCRETIONARY

-

0.0%

20,000

General

Motors

Co

6.125

10/01/25

20,184

TOTAL

CONSUMER

DISCRETIONARY

20,184

TOTAL

CORPORATE

BONDS

(Cost

$42,844)

42,379

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CORPORATE

DEBT

-

25.3%

FINANCIALS

-

8.4%

10,000

Aegon

Ltd

5.500

04/11/48

9,891

200,000

AerCap

Ireland

Capital

DAC

/

AerCap

Global

Aviation

Trust

2.450

10/29/26

190,901

30,000

AerCap

Ireland

Capital

DAC

/

AerCap

Global

Aviation

Trust

3.650

07/21/27

29,110

20,000

AerCap

Ireland

Capital

DAC

/

AerCap

Global

Aviation

Trust

3.875

01/23/28

19,366

10,000

AerCap

Ireland

Capital

DAC

/

AerCap

Global

Aviation

Trust

5.100

01/19/29

10,026

10,000

AerCap

Ireland

Capital

DAC

/

AerCap

Global

Aviation

Trust

6.150

09/30/30

10,500

190,000

AerCap

Ireland

Capital

DAC

/

AerCap

Global

Aviation

Trust

3.300

01/30/32

167,057

10,000

AerCap

Ireland

Capital

DAC

/

AerCap

Global

Aviation

Trust

3.400

10/29/33

8,575

10,000

(a)

AerCap

Ireland

Capital

DAC

/

AerCap

Global

Aviation

Trust

5.300

01/19/34

9,937

60,000

Aetna

Inc

4.125

11/15/42

47,974

70,000

Aflac

Inc

3.600

04/01/30

66,171

160,000

Air

Lease

Corp

2.875

01/15/26

156,220

10,000

Air

Lease

Corp

4.625

10/01/28

9,895

30,000

Air

Lease

Corp

3.125

12/01/30

26,844

50,000

Air

Lease

Corp

5.200

07/15/31

49,817

30,000

Air

Lease

Corp

2.875

01/15/32

25,719

50,000

Aircastle

Ltd

4.250

06/15/26

49,351

100,000

Alexandria

Real

Estate

Equities

Inc

3.375

08/15/31

90,753

100,000

Alexandria

Real

Estate

Equities

Inc

2.950

03/15/34

83,680

50,000

Alexandria

Real

Estate

Equities

Inc

5.625

05/15/54

49,435

92,000

Ally

Financial

Inc

8.000

11/01/31

102,364

30,000

Ally

Financial

Inc

8.000

11/01/31

33,432

90,000

American

Express

Co

1.650

11/04/26

84,949

150,000

American

Express

Co

5.625

07/28/34

152,580

210,000

American

Express

Co

5.284

07/26/35

210,475

50,000

American

Homes

4

Rent

5.500

07/15/34

50,343

120,000

American

International

Group

Inc

3.400

06/30/30

111,239

80,000

Ameriprise

Financial

Inc

5.700

12/15/28

83,401

10,000

Ameriprise

Financial

Inc

4.500

05/13/32

9,830

50,000

Aon

Corp

/

Aon

Global

Holdings

PLC

2.850

05/28/27

47,900

110,000

Aon

Corp

/

Aon

Global

Holdings

PLC

5.350

02/28/33

111,435

20,000

Aon

Global

Ltd

4.600

06/14/44

17,525

50,000

Aon

North

America

Inc

5.450

03/01/34

50,759

10,000

Apollo

Global

Management

Inc

6.375

11/15/33

10,904

50,000

Apollo

Global

Management

Inc

6.000

12/15/54

49,286

90,000

Arthur

J

Gallagher

&

Co

3.050

03/09/52

56,999

42,000

Assurant

Inc

2.650

01/15/32

35,249

60,000

Australia

&

New

Zealand

Banking

Group

Ltd/New

York

NY

3.700

11/16/25

59,486

120,000

AvalonBay

Communities

Inc

5.300

12/07/33

121,675

20,000

AXIS

Specialty

Finance

LLC

3.900

07/15/29

19,042

320,000

Banco

Santander

SA

4.175

03/24/28

313,860

150,000

Banco

Santander

SA

3.490

05/28/30

137,578

40,000

Banco

Santander

SA

6.921

08/08/33

42,988

170,000

Bank

of

America

Corp

5.080

01/20/27

170,438

40,000

Bank

of

America

Corp

1.734

07/22/27

37,968

40,000

Bank

of

America

Corp

5.933

09/15/27

40,848

Portfolio

of

Investments

October

31,

2024

(continued)

ESG

U.S.

Aggregate

Bond

ETF

(NUBD)

40

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIALS

(continued)

$

320,000

Bank

of

America

Corp

2.087

%

06/14/29

$

290,258

150,000

Bank

of

America

Corp

4.271

07/23/29

146,776

740,000

Bank

of

America

Corp

3.974

02/07/30

712,182

200,000

Bank

of

America

Corp

2.592

04/29/31

176,723

250,000

Bank

of

America

Corp

2.651

03/11/32

216,646

120,000

Bank

of

America

Corp

2.299

07/21/32

100,799

310,000

Bank

of

America

Corp

5.872

09/15/34

323,090

272,000

Bank

of

America

Corp

3.311

04/22/42

210,254

250,000

Bank

of

America

Corp

2.972

07/21/52

168,027

100,000

Bank

of

Montreal

2.650

03/08/27

95,811

50,000

Bank

of

Montreal

5.717

09/25/28

51,696

50,000

Bank

of

Montreal

4.640

09/10/30

49,389

48,000

Bank

of

Montreal

3.803

12/15/32

45,876

100,000

Bank

of

New

York

Mellon

Corp/The

2.800

05/04/26

97,731

100,000

Bank

of

New

York

Mellon

Corp/The

2.050

01/26/27

94,978

50,000

Bank

of

New

York

Mellon

Corp/The

3.992

06/13/28

49,282

120,000

Bank

of

New

York

Mellon

Corp/The

5.188

03/14/35

120,370

50,000

Bank

of

New

York

Mellon

Corp/The

5.606

07/21/39

50,730

130,000

Bank

of

Nova

Scotia/The

1.350

06/24/26

123,451

100,000

Bank

of

Nova

Scotia/The

5.400

06/04/27

102,011

50,000

(a)

Bank

of

Nova

Scotia/The

4.740

11/10/32

48,773

60,000

Barclays

PLC

4.836

05/09/28

59,242

90,000

Barclays

PLC

5.501

08/09/28

91,174

200,000

Barclays

PLC

7

.385

11/02/28

212,851

200,000

Barclays

PLC

6.692

09/13/34

216,036

200,000

Barclays

PLC

5.335

09/10/35

195,964

50,000

BlackRock

Funding

Inc

5.350

01/08/55

50,046

40,000

Blackrock

Inc

3.250

04/30/29

38,004

30,000

Blackrock

Inc

2.400

04/30/30

26,759

30,000

Blackrock

Inc

1.900

01/28/31

25,507

10,000

Blackrock

Inc

4.750

05/25/33

9,957

162,000

Boston

Properties

LP

2.900

03/15/30

142,889

20,000

(a)

Boston

Properties

LP

6.500

01/15/34

21,166

50,000

Brixmor

Operating

Partnership

LP

4.125

06/15/26

49,346

120,000

Brookfield

Finance

I

UK

Plc

/

Brookfield

Finance

Inc

2.340

01/30/32

100,292

20,000

Brookfield

Finance

Inc

3

.900

01/25/28

19,508

50,000

Brookfield

Finance

Inc

6.350

01/05/34

53,526

10,000

Brookfield

Finance

Inc

5.968

03/04/54

10,370

50,000

Brown

&

Brown

Inc

5.650

06/11/34

50,889

50,000

Canadian

Imperial

Bank

of

Commerce

5.260

04/08/29

50,872

100,000

Canadian

Imperial

Bank

of

Commerce

6.092

10/03/33

106,452

200,000

Capital

One

Financial

Corp

5.468

02/01/29

202,389

100,000

Capital

One

Financial

Corp

6.312

06/08/29

103,861

100,000

Capital

One

Financial

Corp

7.624

10/30/31

111,123

100,000

Capital

One

Financial

Corp

6.051

02/01/35

102,955

10,000

Cboe

Global

Markets

Inc

3.650

01/12/27

9,813

30,000

Cboe

Global

Markets

Inc

3.000

03/16/32

26,378

290,000

Centene

Corp

3.375

02/15/30

259,977

10,000

Charles

Schwab

Corp/The

3.200

03/02/27

9,682

200,000

Charles

Schwab

Corp/The

2.000

03/20/28

183,627

10,000

Charles

Schwab

Corp/The

4.000

02/01/29

9,739

110,000

Charles

Schwab

Corp/The

5.643

05/19/29

112,775

10,000

Charles

Schwab

Corp/The

3.250

05/22/29

9,419

10,000

Charles

Schwab

Corp/The

5.853

05/19/34

10,405

10,000

Charles

Schwab

Corp/The

6.136

08/24/34

10,610

139,000

Chubb

Corp/The

6.000

05/11/37

149,438

15,000

Chubb

INA

Holdings

LLC

1.375

09/15/30

12,523

988,000

Citigroup

Inc

3.980

03/20/30

947,004

50,000

(a)

Citigroup

Inc

4.542

09/19/30

48,970

190,000

Citigroup

Inc

2.561

05/01/32

162,597

280,000

Citigroup

Inc

2.520

11/03/32

235,999

20,000

Citigroup

Inc

3.057

01/25/33

17,379

41

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIALS

(continued)

$

100,000

Citigroup

Inc

6.174

%

05/25/34

$

103,630

50,000

Citigroup

Inc

5.827

02/13/35

50,436

100,000

Citigroup

Inc

5.449

06/11/35

100,834

50,000

Citigroup

Inc

5.411

09/19/39

48,391

20,000

Citizens

Financial

Group

Inc

2.850

07/27/26

19,276

100,000

Citizens

Financial

Group

Inc

2.638

09/30/32

81,485

100,000

CME

Group

Inc

2.650

03/15/32

87,456

60,000

CME

Group

Inc

5.300

09/15/43

61,398

50,000

CNO

Financial

Group

Inc

6.450

06/15/34

51,497

50,000

Comerica

Inc

5

.982

01/30/30

50,657

250,000

Commonwealth

Bank

of

Australia/New

York

NY

5.499

09/12/25

251,984

140,000

Cooperatieve

Rabobank

UA

3.750

07/21/26

136,974

100,000

COPT

Defense

Properties

LP

2.000

01/15/29

87,722

10,000

Credit

Suisse

USA

LLC

7.125

07/15/32

11,207

180,000

Deutsche

Bank

AG/New

York

NY

2.552

01/07/28

170,178

150,000

Deutsche

Bank

AG/New

York

NY

6.819

11/20/29

158,116

50,000

Deutsche

Bank

AG/New

York

NY

3.742

01/07/33

43,055

100,000

Digital

Realty

Trust

LP

5.550

01/15/28

102,156

130,000

Discover

Financial

Services

6.700

11/29/32

139,859

20,000

Eaton

Vance

Corp

3.500

04/06/27

19,485

30,000

Elevance

Health

Inc

3.650

12/01/27

29,131

100,000

Elevance

Health

Inc

2.250

05/15/30

87,185

50,000

Elevance

Health

Inc

5.500

10/15/32

51,174

50,000

Elevance

Health

Inc

5.200

02/15/35

49,809

100,000

Elevance

Health

Inc

4.650

01/15/43

88,815

30,000

Elevance

Health

Inc

3.125

05/15/50

19,991

110,000

Elevance

Health

Inc

4.550

05/15/52

92,668

20,000

Equitable

Holdings

Inc

4.350

04/20/28

19,615

36,000

Equitable

Holdings

Inc

5.000

04/20/48

33,103

70,000

ERP

Operating

LP

2.500

02/15/30

62,522

50,000

ERP

Operating

LP

4.650

09/15/34

48,021

30,000

Everest

Reinsurance

Holdings

Inc

3.500

10/15/50

20,730

50,000

Federal

Realty

OP

LP

3.500

06/01/30

45,953

12,000

Fifth

Third

Bancorp

1.707

11/01/27

11,295

100,000

Fifth

Third

Bancorp

6.339

07/27/29

104,348

50,000

Fifth

Third

Bancorp

5.631

01/29/32

50,816

30,000

First

American

Financial

Corp

2.400

08/15/31

24,557

50,000

First

American

Financial

Corp

5.450

09/30/34

48,520

30,000

Franklin

Resources

Inc

1.600

10/30/30

24,840

50,000

GATX

Corp

4.700

04/01/29

49,612

10,000

GATX

Corp

4.000

06/30/30

9,465

30,000

GATX

Corp

3.500

06/01/32

26,683

20,000

GATX

Corp

5.450

09/15/33

20,168

20,000

GATX

Corp

6.050

03/15/34

20,987

20,000

GATX

Corp

5.200

03/15/44

18,710

80,000

Goldman

Sachs

Bank

USA/New

York

NY

5.283

03/18/27

80,521

10,000

(a)

Goldman

Sachs

Group

Inc/The

4.387

06/15/27

9,945

200,000

Goldman

Sachs

Group

Inc/The

1.948

10/21/27

189,094

60,000

Goldman

Sachs

Group

Inc/The

4.223

05/01/29

58,633

350,000

Goldman

Sachs

Group

Inc/The

3.800

03/15/30

331,213

50,000

Goldman

Sachs

Group

Inc/The

5.727

04/25/30

51,406

652,000

Goldman

Sachs

Group

Inc/The

2.383

07/21/32

549,593

200,000

Goldman

Sachs

Group

Inc/The

2.650

10/21/32

170,562

140,000

Goldman

Sachs

Group

Inc/The

6.561

10/24/34

152,948

50,000

Goldman

Sachs

Group

Inc/The

5.330

07/23/35

49,944

50,000

Goldman

Sachs

Group

Inc/The

5.016

10/23/35

48,820

20,000

(b)

HA

Sustainable

Infrastructure

Capital

Inc

6.375

07/01/34

19,909

90,000

Hartford

Financial

Services

Group

Inc/The

2.900

09/15/51

57,771

100,000

Healthpeak

OP

LLC

2.125

12/01/28

90,197

60,000

Healthpeak

OP

LLC

3.500

07/15/29

56,457

40,000

Highwoods

Realty

LP

3

.050

02/15/30

35,147

70,000

Host

Hotels

&

Resorts

LP

4.500

02/01/26

69,567

Portfolio

of

Investments

October

31,

2024

(continued)

ESG

U.S.

Aggregate

Bond

ETF

(NUBD)

42

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIALS

(continued)

$

10,000

Host

Hotels

&

Resorts

LP

3.375

%

12/15/29

$

9,149

200,000

HSBC

Holdings

PLC

7.336

11/03/26

204,749

200,000

HSBC

Holdings

PLC

2.013

09/22/28

184,364

270,000

HSBC

Holdings

PLC

2.206

08/17/29

243,153

450,000

HSBC

Holdings

PLC

2.804

05/24/32

388,186

200,000

HSBC

Holdings

PLC

6.547

06/20/34

211,971

10,000

HSBC

Holdings

PLC

6.500

09/15/37

10,567

10,000

Humana

Inc

1.350

02/03/27

9,276

10,000

Humana

Inc

5.750

12/01/28

10,260

30,000

Humana

Inc

4.875

04/01/30

29,561

60,000

Humana

Inc

5.375

04/15/31

60,183

110,000

Humana

Inc

2.150

02/03/32

88,935

10,000

Humana

Inc

5.500

03/15/53

9,299

120,000

Huntington

Bancshares

Inc/OH

5.709

02/02/35

121,382

100,000

ING

Groep

NV

3.950

03/29/27

98,019

70,000

ING

Groep

NV

4.050

04/09/29

67,740

40,000

ING

Groep

NV

5.550

03/19/35

40,408

64,000

Intercontinental

Exchange

Inc

3.750

09/21/28

61,809

10,000

Intercontinental

Exchange

Inc

4.350

06/15/29

9,859

50,000

Intercontinental

Exchange

Inc

5.250

06/15/31

51,012

20,000

Intercontinental

Exchange

Inc

1.850

09/15/32

16,032

20,000

Intercontinental

Exchange

Inc

4.600

03/15/33

19,468

90,000

Intercontinental

Exchange

Inc

4.250

09/21/48

76,026

30,000

Invesco

Finance

PLC

3.750

01/15/26

29,619

100,000

Invitation

Homes

Operating

Partnership

LP

5.450

08/15/30

101,640

30,000

Jackson

Financial

Inc

3.125

11/23/31

25,684

190,000

JPMorgan

Chase

&

Co

1.470

09/22/27

178,728

40,000

JPMorgan

Chase

&

Co

2.947

02/24/28

38,401

50,000

JPMorgan

Chase

&

Co

4.979

07/22/28

50,239

240,000

JPMorgan

Chase

&

Co

4.005

04/23/29

233,591

50,000

JPMorgan

Chase

&

Co

5.581

04/22/30

51,288

570,000

JPMorgan

Chase

&

Co

3.702

05/06/30

542,027

260,000

JPMorgan

Chase

&

Co

2.739

10/15/30

235,174

50,000

JPMorgan

Chase

&

Co

4.603

10/22/30

49,310

648,000

JPMorgan

Chase

&

Co

4.493

03/24/31

634,723

110,000

JPMorgan

Chase

&

Co

2.545

11/08/32

93,851

50,000

JPMorgan

Chase

&

Co

4.946

10/22/35

49,009

270,000

JPMorgan

Chase

&

Co

3.157

04/22/42

205,425

450,000

JPMorgan

Chase

&

Co

3.328

04/22/52

325,632

20,000

KeyBank

NA/Cleveland

OH

6.950

02/01/28

20,913

20,000

KeyBank

NA/Cleveland

OH

3.900

04/13/29

18,752

110,000

KeyCorp

2.250

04/06/27

103,308

60,000

KeyCorp

6.401

03/06/35

63,311

40,000

(a)

Kilroy

Realty

LP

4.750

12/15/28

39,118

20,000

Kilroy

Realty

LP

2.500

11/15/32

15,650

100,000

Kimco

Realty

OP

LLC

2.250

12/01/31

83,925

30,000

Legg

Mason

Inc

4.750

03/15/26

29,977

40,000

Legg

Mason

Inc

5.625

01/15/44

40,147

70,000

(a)

Lincoln

National

Corp

3.050

01/15/30

63,593

20,000

Lincoln

National

Corp

3.400

03/01/32

17,730

30,000

Lincoln

National

Corp

4.375

06/15/50

23,741

90,000

Lloyds

Banking

Group

PLC

4.550

08/16/28

88,989

200,000

Lloyds

Banking

Group

PLC

5.721

06/05/30

204,789

50,000

Lloyds

Banking

Group

PLC

4.344

01/09/48

40,452

20,000

LPL

Holdings

Inc

6.750

11/17/28

21,080

60,000

LXP

Industrial

Trust

6.750

11/15/28

62,972

100,000

M&T

Bank

Corp

7.413

10/30/29

107,653

50,000

M&T

Bank

Corp

6.082

03/13/32

51,675

20,000

Manulife

Financial

Corp

4.150

03/04/26

19,837

40,000

Manulife

Financial

Corp

5.375

03/04/46

39,627

120,000

Marsh

&

McLennan

Cos

Inc

2.250

11/15/30

104,235

10,000

Marsh

&

McLennan

Cos

Inc

5.150

03/15/34

10,105

43

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIALS

(continued)

$

20,000

Marsh

&

McLennan

Cos

Inc

4.750

%

03/15/39

$

18,937

40,000

Marsh

&

McLennan

Cos

Inc

4.350

01/30/47

34,027

10,000

Marsh

&

McLennan

Cos

Inc

4.200

03/01/48

8,323

50,000

Marsh

&

McLennan

Cos

Inc

5.450

03/15/54

49,810

220,000

MetLife

Inc

4.875

11/13/43

205,780

200,000

Mitsubishi

UFJ

Financial

Group

Inc

2.757

09/13/26

193,423

150,000

Mitsubishi

UFJ

Financial

Group

Inc

1.538

07/20/27

142,137

64,000

Mitsubishi

UFJ

Financial

Group

Inc

3.961

03/02/28

62,732

10,000

Mitsubishi

UFJ

Financial

Group

Inc

4.080

04/19/28

9,839

200,000

Mitsubishi

UFJ

Financial

Group

Inc

5.441

02/22/34

205,418

10,000

Mizuho

Financial

Group

Inc

3.663

02/28/27

9,759

50,000

(a)

Mizuho

Financial

Group

Inc

4.254

09/11/29

48,818

100,000

Mizuho

Financial

Group

Inc

2.869

09/13/30

90,727

10,000

Mizuho

Financial

Group

Inc

1.979

09/08/31

8,441

200,000

Mizuho

Financial

Group

Inc

5.594

07/10/35

204,725

50,000

Morgan

Stanley

4.350

09/08/26

49,656

10,000

Morgan

Stanley

1.593

05/04/27

9,534

10,000

Morgan

Stanley

1.512

07/20/27

9,462

50,000

Morgan

Stanley

5.652

04/13/28

50,998

120,000

Morgan

Stanley

4.210

04/20/28

118,509

10,000

Morgan

Stanley

3.591

07/22/28

9,693

517,000

Morgan

Stanley

3.772

01/24/29

500,232

100,000

Morgan

Stanley

5.123

02/01/29

100,804

70,000

Morgan

Stanley

5.164

04/20/29

70,596

291,000

Morgan

Stanley

4.431

01/23/30

285,207

50,000

Morgan

Stanley

5.656

04/18/30

51,328

25,000

Morgan

Stanley

4.654

10/18/30

24,655

120,000

Morgan

Stanley

3.622

04/01/31

112,304

200,000

Morgan

Stanley

2.239

07/21/32

167,343

130,000

Morgan

Stanley

5.424

07/21/34

131,340

100,000

Morgan

Stanley

6.627

11/01/34

109,635

100,000

Morgan

Stanley

5.466

01/18/35

101,305

50,000

Morgan

Stanley

5.831

04/19/35

51,966

50,000

Morgan

Stanley

5.320

07/19/35

50,188

100,000

Morgan

Stanley

2.484

09/16/36

81,546

100,000

Morgan

Stanley

5.942

02/07/39

101,448

20,000

Morgan

Stanley

4.300

01/27/45

17,419

10,000

Morgan

Stanley

Bank

NA

4.952

01/14/28

10,041

120,000

Nasdaq

Inc

5.550

02/15/34

122,632

10,000

National

Australia

Bank

Ltd/New

York

4.966

01/12/26

10,046

200,000

National

Australia

Bank

Ltd/New

York

3.375

01/14/26

197,379

10,000

NatWest

Group

PLC

7.472

11/10/26

10,239

80,000

NatWest

Group

PLC

4.892

05/18/29

79,469

100,000

NatWest

Group

PLC

5.808

09/13/29

102,533

100,000

NatWest

Group

PLC

5.076

01/27/30

99,684

10,000

(a)

Nomura

Holdings

Inc

5.594

07/02/27

10,160

150,000

Nomura

Holdings

Inc

2.172

07/14/28

135,143

80,000

(a)

Nomura

Holdings

Inc

6.181

01/18/33

84,148

10,000

Nomura

Holdings

Inc

6.087

07/12/33

10,522

72,000

Northern

Trust

Corp

3.950

10/30/25

71,619

20,000

Northern

Trust

Corp

3.150

05/03/29

18,865

50,000

Old

Republic

International

Corp

5.750

03/28/34

50,809

60,000

Omega

Healthcare

Investors

Inc

4.750

01/15/28

59,210

40,000

ORIX

Corp

3.700

07/18/27

38,842

40,000

ORIX

Corp

2.250

03/09/31

33,822

20,000

ORIX

Corp

4.000

04/13/32

18,583

10,000

(a)

ORIX

Corp

5.200

09/13/32

10,031

20,000

Piedmont

Operating

Partnership

LP

3.150

08/15/30

17,124

10,000

PNC

Bank

NA

3.100

10/25/27

9,593

90,000

PNC

Bank

NA

4.050

07/26/28

87,735

20,000

PNC

Bank

NA

2.700

10/22/29

17,898

170,000

PNC

Financial

Services

Group

Inc/The

5.582

06/12/29

173,742

Portfolio

of

Investments

October

31,

2024

(continued)

ESG

U.S.

Aggregate

Bond

ETF

(NUBD)

44

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIALS

(continued)

$

50,000

PNC

Financial

Services

Group

Inc/The

4.812

%

10/21/32

$

49,021

140,000

PNC

Financial

Services

Group

Inc/The

6.875

10/20/34

155,588

50,000

PNC

Financial

Services

Group

Inc/The

5.676

01/22/35

51,361

54,000

Principal

Financial

Group

Inc

3.700

05/15/29

51,659

10,000

Principal

Financial

Group

Inc

2.125

06/15/30

8,640

34,000

Progressive

Corp/The

3.200

03/26/30

31,543

40,000

Progressive

Corp/The

3.000

03/15/32

35,616

50,000

Progressive

Corp/The

4.200

03/15/48

42,197

91,000

Prologis

LP

3.875

09/15/28

88,608

50,000

Prologis

LP

2.875

11/15/29

45,993

10,000

Prologis

LP

4.375

09/15/48

8,551

100,000

Prologis

LP

5.250

06/15/53

97,129

50,000

Prologis

LP

5.250

03/15/54

48,211

71,000

Prudential

Financial

Inc

1.500

03/10/26

68,160

30,000

Prudential

Financial

Inc

2.100

03/10/30

26,525

70,000

Prudential

Financial

Inc

3.000

03/10/40

53,081

20,000

(a)

Prudential

Financial

Inc

4.500

09/15/47

19,456

133,000

Prudential

Financial

Inc

3.905

12/07/47

104,790

10,000

Prudential

Financial

Inc

3.700

10/01/50

9,072

30,000

Prudential

Funding

Asia

PLC

3.625

03/24/32

27,422

110,000

Public

Storage

Operating

Co

5.125

01/15/29

112,356

40,000

Raymond

James

Financial

Inc

4.950

07/15/46

37,036

50,000

Regency

Centers

Corp

5.250

01/15/34

50,313

20,000

Regions

Financial

Corp

1.800

08/12/28

17,801

20,000

Regions

Financial

Corp

7.375

12/10/37

22,531

30,000

Reinsurance

Group

of

America

Inc

3.950

09/15/26

29,576

29,000

Reinsurance

Group

of

America

Inc

3.900

05/15/29

27,823

50,000

Reinsurance

Group

of

America

Inc

5.750

09/15/34

50,958

100,000

Royal

Bank

of

Canada

1.200

04/27/26

95,216

100,000

Royal

Bank

of

Canada

1.150

07/14/26

94,715

110,000

Royal

Bank

of

Canada

5.200

08/01/28

111,775

50,000

Royal

Bank

of

Canada

4.969

08/02/30

50,108

50,000

Royal

Bank

of

Canada

4.650

10/18/30

49,467

100,000

Santander

Holdings

USA

Inc

2.490

01/06/28

94,286

10,000

Santander

Holdings

USA

Inc

6.565

06/12/29

10,372

50,000

Santander

Holdings

USA

Inc

6.342

05/31/35

51,053

200,000

Santander

UK

Group

Holdings

PLC

4.858

09/11/30

196,981

202,000

Simon

Property

Group

LP

5.500

03/08/33

207,357

50,000

Simon

Property

Group

LP

4.750

09/26/34

47,984

50,000

State

Street

Corp

4.993

03/18/27

50,479

10,000

State

Street

Corp

4.141

12/03/29

9,760

160,000

State

Street

Corp

2.400

01/24/30

142,769

50,000

State

Street

Corp

4.675

10/22/32

49,204

60,000

State

Street

Corp

6.123

11/21/34

63,298

50,000

Sumitomo

Mitsui

Financial

Group

Inc

2.632

07/14/26

48,377

330,000

(a)

Sumitomo

Mitsui

Financial

Group

Inc

3.364

07/12/27

320,408

90,000

Sumitomo

Mitsui

Financial

Group

Inc

3.544

01/17/28

86,723

170,000

Sumitomo

Mitsui

Financial

Group

Inc

2.750

01/15/30

152,936

10,000

Sumitomo

Mitsui

Financial

Group

Inc

1.710

01/12/31

8,274

70,000

Sumitomo

Mitsui

Financial

Group

Inc

5.836

07/09/44

72,173

70,000

(a)

Synchrony

Financial

5.935

08/02/30

71,106

50,000

Synovus

Financial

Corp

6.168

11/01/30

49,991

212,000

Toronto-Dominion

Bank/The

1.200

06/03/26

200,669

100,000

Toronto-Dominion

Bank/The

5.523

07/17/28

102,279

50,000

Toronto-Dominion

Bank/The

3.625

09/15/31

48,581

10,000

Travelers

Cos

Inc/The

5.350

11/01/40

10,040

102,000

Travelers

Cos

Inc/The

4.600

08/01/43

92,604

20,000

Travelers

Cos

Inc/The

3.750

05/15/46

15,851

20,000

Travelers

Cos

Inc/The

4.000

05/30/47

16,424

10,000

Travelers

Cos

Inc/The

4.050

03/07/48

8,281

51,000

Truist

Bank

3.625

09/16/25

50,492

21,000

Truist

Financial

Corp

4.123

06/06/28

20,642

45

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

FINANCIALS

(continued)

$

100,000

Truist

Financial

Corp

1.887

%

06/07/29

$

89,933

100,000

Truist

Financial

Corp

7.161

10/30/29

107,200

10,000

Truist

Financial

Corp

1.950

06/05/30

8,551

50,000

Truist

Financial

Corp

5.153

08/05/32

49,633

200,000

UBS

AG/London

5.650

09/11/28

206,172

60,000

UnitedHealth

Group

Inc

4.600

04/15/27

60,356

80,000

UnitedHealth

Group

Inc

4.000

05/15/29

78,092

210,000

UnitedHealth

Group

Inc

5.300

02/15/30

215,610

110,000

UnitedHealth

Group

Inc

4.200

05/15/32

105,667

100,000

UnitedHealth

Group

Inc

5.350

02/15/33

102,694

401,000

UnitedHealth

Group

Inc

4.750

05/15/52

361,756

130,000

UnitedHealth

Group

Inc

5.375

04/15/54

127,798

50,000

UnitedHealth

Group

Inc

5.200

04/15/63

46,962

300,000

US

Bancorp

5.384

01/23/30

304,804

170,000

US

Bancorp

5.678

01/23/35

174,257

21,000

Ventas

Realty

LP

3.850

04/01/27

20,564

20,000

Ventas

Realty

LP

4.400

01/15/29

19,536

10,000

Ventas

Realty

LP

3.000

01/15/30

9,065

54,000

Ventas

Realty

LP

4.750

11/15/30

53,130

50,000

Voya

Financial

Inc

5.000

09/20/34

48,234

19,000

Voya

Financial

Inc

4.800

06/15/46

16,381

50,000

Voya

Financial

Inc

4.700

01/23/48

45,877

118,000

Welltower

OP

LLC

4.125

03/15/29

115,093

10,000

Welltower

OP

LLC

2.750

01/15/31

8,850

110,000

Westpac

Banking

Corp

1.953

11/20/28

99,520

100,000

Westpac

Banking

Corp

2.150

06/03/31

85,943

176,000

Westpac

Banking

Corp

4.322

11/23/31

173,286

10,000

Willis

North

America

Inc

4.500

09/15/28

9,848

70,000

Willis

North

America

Inc

2.950

09/15/29

63,881

50,000

Willis

North

America

Inc

5.900

03/05/54

50,207

40,000

WP

Carey

Inc

2.450

02/01/32

33,366

30,000

XL

Group

Ltd

5.250

12/15/43

28,355

20,000

Zions

Bancorp

NA

3.250

10/29/29

17,570

TOTAL

FINANCIALS

33,797,526

INDUSTRIAL

-

14.5%

30,000

(a)

3M

Co

3.375

03/01/29

28,427

78,000

3M

Co

2.375

08/26/29

70,129

100,000

3M

Co

3.050

04/15/30

92,184

10,000

3M

Co

3.625

10/15/47

7,549

20,000

3M

Co

3.250

08/26/49

14,214

20,000

ABB

Finance

USA

Inc

3.800

04/03/28

19,621

48,000

Adobe

Inc

2.150

02/01/27

45,748

70,000

Adobe

Inc

4.800

04/04/29

70,874

60,000

Agilent

Technologies

Inc

2.100

06/04/30

51,761

119,000

Air

Products

and

Chemicals

Inc

1.850

05/15/27

111,729

10,000

Air

Products

and

Chemicals

Inc

2.050

05/15/30

8,719

10,000

Air

Products

and

Chemicals

Inc

4.800

03/03/33

9,971

10,000

Air

Products

and

Chemicals

Inc

2.700

05/15/40

7,347

30,000

Albemarle

Corp

4.650

06/01/27

29,805

40,000

Allegion

US

Holding

Co

Inc

5.411

07/01/32

40,562

90,000

Alphabet

Inc

0.800

08/15/27

82,249

20,000

Alphabet

Inc

1.100

08/15/30

16,694

50,000

Alphabet

Inc

1.900

08/15/40

33,681

90,000

Alphabet

Inc

2.250

08/15/60

51,496

10,000

Amcor

Finance

USA

Inc

4.500

05/15/28

9,827

60,000

Amcor

Flexibles

North

America

Inc

2.630

06/19/30

52,817

170,000

America

Movil

SAB

de

CV

4.700

07/21/32

164,873

10,000

America

Movil

SAB

de

CV

6.125

11/15/37

10,478

64,000

American

Airlines

2017-1

Class

AA

Pass

Through

Trust2020

A

3.650

02/15/29

61,194

13,000

American

Airlines

2017-2

Class

AA

Pass

Through

Trust

3.350

10/15/29

12,189

60,000

(a)

American

Honda

Finance

Corp

4.900

03/13/29

60,312

100,000

American

Honda

Finance

Corp

5.850

10/04/30

104,838

Portfolio

of

Investments

October

31,

2024

(continued)

ESG

U.S.

Aggregate

Bond

ETF

(NUBD)

46

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

INDUSTRIAL

(continued)

$

50,000

American

Honda

Finance

Corp

5.050

%

07/10/31

$

50,179

10,000

American

Tower

Corp

1.450

09/15/26

9,416

10,000

American

Tower

Corp

3.375

10/15/26

9,758

10,000

American

Tower

Corp

3.600

01/15/28

9,635

40,000

American

Tower

Corp

1.500

01/31/28

36,045

110,000

American

Tower

Corp

5.250

07/15/28

111,311

50,000

American

Tower

Corp

5.800

11/15/28

51,617

80,000

American

Tower

Corp

2.900

01/15/30

72,409

20,000

American

Tower

Corp

1.875

10/15/30

16,799

110,000

American

Tower

Corp

4.050

03/15/32

102,950

20,000

American

Tower

Corp

3.700

10/15/49

14,872

30,000

American

Tower

Corp

3.100

06/15/50

19,985

110,000

Amgen

Inc

5.150

03/02/28

111,503

130,000

Amgen

Inc

3.000

02/22/29

121,562

10,000

Amgen

Inc

5.250

03/02/30

10,200

138,000

(a)

Amgen

Inc

2.300

02/25/31

118,982

110,000

Amgen

Inc

2.000

01/15/32

90,578

20,000

Amgen

Inc

5.750

03/15/40

20,353

10,000

Amgen

Inc

4.950

10/01/41

9,369

320,000

Amgen

Inc

5.600

03/02/43

320,253

210,000

Amgen

Inc

4.400

05/01/45

179,337

70,000

Amgen

Inc

4.663

06/15/51

61,233

60,000

Amphenol

Corp

4.350

06/01/29

59,106

50,000

Amphenol

Corp

5.375

11/15/54

49,537

10,000

Analog

Devices

Inc

3.500

12/05/26

9,818

80,000

Analog

Devices

Inc

1.700

10/01/28

71,962

50,000

Analog

Devices

Inc

5.300

04/01/54

50,021

10,000

Applied

Materials

Inc

3.900

10/01/25

9,949

32,000

(a)

Applied

Materials

Inc

5.100

10/01/35

32,538

100,000

Applied

Materials

Inc

4.350

04/01/47

87,279

20,000

Aptiv

PLC

4.350

03/15/29

19,542

82,000

Aptiv

PLC

/

Aptiv

Corp

4.150

05/01/52

60,692

20,000

Archer-Daniels-Midland

Co

2.500

08/11/26

19,290

10,000

Archer-Daniels-Midland

Co

3.250

03/27/30

9,299

120,000

Archer-Daniels-Midland

Co

2.700

09/15/51

75,859

50,000

Arrow

Electronics

Inc

5.150

08/21/29

49,771

20,000

Astrazeneca

Finance

LLC

1.200

05/28/26

19,038

50,000

Astrazeneca

Finance

LLC

4.800

02/26/27

50,403

10,000

AstraZeneca

PLC

3.375

11/16/25

9,893

50,000

AstraZeneca

PLC

0.700

04/08/26

47,444

49,000

AstraZeneca

PLC

1.375

08/06/30

41,050

205,000

AstraZeneca

PLC

6.450

09/15/37

229,798

20,000

AstraZeneca

PLC

4

.375

11/16/45

17,817

20,000

AstraZeneca

PLC

2.125

08/06/50

11,472

170,000

AT&T

Inc

5.539

02/20/26

169,984

40,000

AT&T

Inc

2.550

12/01/33

32,538

130,000

AT&T

Inc

5.400

02/15/34

131,992

760,000

AT&T

Inc

4.850

03/01/39

714,308

230,000

AT&T

Inc

6.375

03/01/41

247,510

20,000

AT&T

Inc

3.100

02/01/43

14,665

280,000

AT&T

Inc

3.650

06/01/51

203,541

10,000

AT&T

Inc

3.550

09/15/55

6,941

30,000

Atlassian

Corp

5

.500

05/15/34

30,521

70,000

Autodesk

Inc

2.400

12/15/31

59,541

70,000

Automatic

Data

Processing

Inc

1.700

05/15/28

63,907

30,000

AutoNation

Inc

1.950

08/01/28

26,676

30,000

AutoNation

Inc

4.750

06/01/30

29,226

10,000

AutoNation

Inc

3.850

03/01/32

8,982

50,000

AutoZone

Inc

4.500

02/01/28

49,715

100,000

AutoZone

Inc

5.200

08/01/33

99,763

50,000

Avery

Dennison

Corp

2.250

02/15/32

41,431

30,000

Avnet

Inc

4.625

04/15/26

29,829

47

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

INDUSTRIAL

(continued)

$

115,000

Baker

Hughes

Holdings

LLC

/

Baker

Hughes

Co-Obligor

Inc

3.138

%

11/07/29

$

106,554

20,000

Baker

Hughes

Holdings

LLC

/

Baker

Hughes

Co-Obligor

Inc

4.486

05/01/30

19,689

10,000

Baxter

International

Inc

2

.600

08/15/26

9,631

70,000

Baxter

International

Inc

1.730

04/01/31

57,508

120,000

Baxter

International

Inc

2.539

02/01/32

100,908

12,000

Bell

Telephone

Co

of

Canada

or

Bell

Canada

2.150

02/15/32

9,874

10,000

Bell

Telephone

Co

of

Canada

or

Bell

Canada

5.100

05/11/33

9,899

10,000

Bell

Telephone

Co

of

Canada

or

Bell

Canada

5.200

02/15/34

9,953

50,000

Bell

Telephone

Co

of

Canada

or

Bell

Canada

4.464

04/01/48

42,093

90,000

Bell

Telephone

Co

of

Canada

or

Bell

Canada

3.650

03/17/51

65,074

80,000

Berry

Global

Inc

5.500

04/15/28

80,226

20,000

Biogen

Inc

2.250

05/01/30

17,369

110,000

Biogen

Inc

3.150

05/01/50

72,040

10,000

Biogen

Inc

3

.250

02/15/51

6,696

70,000

Block

Financial

LLC

2.500

07/15/28

63,999

50,000

Booking

Holdings

Inc

3.600

06/01/26

49,319

20,000

Booking

Holdings

Inc

4.625

04/13/30

19,935

20,000

Booz

Allen

Hamilton

Inc

5.950

08/04/33

21,053

62,000

BorgWarner

Inc

2.650

07/01/27

58,827

60,000

Bristol-Myers

Squibb

Co

3.200

06/15/26

58,848

10,000

Bristol-Myers

Squibb

Co

3.250

02/27/27

9,737

20,000

Bristol-Myers

Squibb

Co

1.125

11/13/27

18,141

60,000

Bristol-Myers

Squibb

Co

4.900

02/22/29

60,775

90,000

(a)

Bristol-Myers

Squibb

Co

1.450

11/13/30

74,928

40,000

Bristol-Myers

Squibb

Co

5.900

11/15/33

42,771

660,000

Bristol-Myers

Squibb

Co

4.125

06/15/39

581,786

50,000

Bristol-Myers

Squibb

Co

6.250

11/15/53

55,227

60,000

British

Telecommunications

PLC

9.625

12/15/30

73,869

50,000

Broadcom

Inc

5.150

11/15/31

50,433

50,000

Broadcom

Inc

4.550

02/15/32

48,355

212,000

(b)

Broadcom

Inc

4.150

04/15/32

200,054

485,000

Broadcom

Inc

4.300

11/15/32

461,327

90,000

(b)

Broadcom

Inc

3.187

11/15/36

73,121

50,000

Broadridge

Financial

Solutions

Inc

2.600

05/01/31

43,160

40,000

Brunswick

Corp/DE

4.400

09/15/32

36,942

40,000

Bunge

Ltd

Finance

Corp

3.250

08/15/26

39,080

10,000

Bunge

Ltd

Finance

Corp

3.750

09/25/27

9,783

50,000

(a)

Bunge

Ltd

Finance

Corp

2.750

05/14/31

43,811

20,000

Cabot

Corp

5.000

06/30/32

19,823

120,000

Campbell

Soup

Co

2.375

04/24/30

105,312

10,000

Canadian

National

Railway

Co

2.750

03/01/26

9,767

10,000

Canadian

National

Railway

Co

3.850

08/05/32

9,360

10,000

Canadian

National

Railway

Co

6.250

08/01/34

11,013

60,000

Canadian

National

Railway

Co

6.375

11/15/37

66,916

50,000

Canadian

National

Railway

Co

3.650

02/03/48

39,258

30,000

Canadian

National

Railway

Co

4.450

01/20/49

26,541

10,000

Canadian

Pacific

Railway

Co

2.875

11/15/29

9,142

10,000

Canadian

Pacific

Railway

Co

2.050

03/05/30

8,718

70,000

Canadian

Pacific

Railway

Co

2.450

12/02/31

60,304

10,000

Canadian

Pacific

Railway

Co

4.800

09/15/35

9,751

10,000

Canadian

Pacific

Railway

Co

3.000

12/02/41

7,437

70,000

Canadian

Pacific

Railway

Co

4.300

05/15/43

60,655

70,000

Canadian

Pacific

Railway

Co

6.125

09/15/15

72,937

120,000

Cardinal

Health

Inc

4.500

11/15/44

101,764

10,000

Cardinal

Health

Inc

4.900

09/15/45

8,971

10,000

Carlisle

Cos

Inc

2.750

03/01/30

8,995

20,000

Carlisle

Cos

Inc

2.200

03/01/32

16,545

70,000

Carrier

Global

Corp

5.900

03/15/34

73,544

112,000

Carrier

Global

Corp

3.377

04/05/40

88,398

70,000

Caterpillar

Financial

Services

Corp

0.800

11/13/25

67,454

50,000

Caterpillar

Financial

Services

Corp

5.000

05/14/27

50,735

10,000

Caterpillar

Financial

Services

Corp

4.400

10/15/27

9,991

Portfolio

of

Investments

October

31,

2024

(continued)

ESG

U.S.

Aggregate

Bond

ETF

(NUBD)

48

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

INDUSTRIAL

(continued)

$

50,000

Caterpillar

Inc

2.600

%

09/19/29

$

45,752

180,000

Caterpillar

Inc

3.803

08/15/42

150,139

70,000

Caterpillar

Inc

3.250

09/19/49

50,998

30,000

CBRE

Services

Inc

4.875

03/01/26

29,978

30,000

CBRE

Services

Inc

5.950

08/15/34

31,390

112,000

CDW

LLC

/

CDW

Finance

Corp

2.670

12/01/26

106,865

153,000

Celanese

US

Holdings

LLC

1.400

08/05/26

143,793

50,000

Cencora

Inc

5.125

02/15/34

49,671

80,000

CF

Industries

Inc

5.150

03/15/34

78,471

20,000

CGI

Inc

1.450

09/14/26

18,809

20,000

CH

Robinson

Worldwide

Inc

4.200

04/15/28

19,582

100,000

Charter

Communications

Operating

LLC

/

Charter

Communications

Operating

Capital

2.250

01/15/29

87,832

200,000

Charter

Communications

Operating

LLC

/

Charter

Communications

Operating

Capital

4.400

04/01/33

178,955

230,000

Charter

Communications

Operating

LLC

/

Charter

Communications

Operating

Capital

6.650

02/01/34

235,930

10,000

Charter

Communications

Operating

LLC

/

Charter

Communications

Operating

Capital

4.800

03/01/50

7,503

290,000

Charter

Communications

Operating

LLC

/

Charter

Communications

Operating

Capital

5.500

04/01/63

230,557

132,000

Cheniere

Corpus

Christi

Holdings

LLC

5.125

06/30/27

132,845

50,000

(b)

Cheniere

Energy

Inc

5.650

04/15/34

50,318

150,000

Cheniere

Energy

Partners

LP

5.950

06/30/33

154,267

30,000

Choice

Hotels

International

Inc

5.850

08/01/34

30,172

50,000

(a)

Church

&

Dwight

Co

Inc

3.150

08/01/27

48,374

116,000

Cigna

Group/The

4.500

02/25/26

115,657

10,000

Cigna

Group/The

1.250

03/15/26

9,540

300,000

Cigna

Group/The

3.050

10/15/27

287,219

90,000

Cigna

Group/The

4.800

08/15/38

83,339

10,000

Cigna

Group/The

6.125

11/15/41

10,501

40,000

Cigna

Group/The

3.875

10/15/47

30,312

20,000

Cigna

Group/The

5.600

02/15/54

19,518

100,000

Cintas

Corp

No

2

3.700

04/01/27

98,175

308,000

Cisco

Systems

Inc

2.500

09/20/26

298,030

10,000

Cisco

Systems

Inc

5.500

01/15/40

10,345

110,000

Cisco

Systems

Inc

5.300

02/26/54

110,662

40,000

Clorox

Co/The

4.400

05/01/29

39,613

10,000

Clorox

Co/The

1.800

05/15/30

8,567

70,000

CNH

Industrial

Capital

LLC

1.450

07/15/26

66,200

50,000

CNH

Industrial

Capital

LLC

4.500

10/08/27

49,639

80,000

CNH

Industrial

NV

3.850

11/15/27

78,325

10,000

Coca-Cola

Co/The

3.375

03/25/27

9,797

5,000

Coca-Cola

Co/The

1.450

06/01/27

4,670

140,000

Coca-Cola

Co/The

1.000

03/15/28

125,804

170,000

Coca-Cola

Co/The

1.650

06/01/30

145,995

10,000

Coca-Cola

Co/The

1.375

03/15/31

8,249

10,000

Coca-Cola

Co/The

2.875

05/05/41

7,512

110,000

Coca-Cola

Co/The

3.000

03/05/51

75,835

50,000

Coca-Cola

Co/The

5.300

05/13/54

50,378

70,000

(a)

Coca-Cola

Co/The

2.750

06/01/60

43,286

100,000

Colgate-Palmolive

Co

3.250

08/15/32

91,279

80,000

Comcast

Corp

3.300

04/01/27

77,904

290,000

Comcast

Corp

3.400

04/01/30

270,948

250,000

Comcast

Corp

1.500

02/15/31

205,314

100,000

Comcast

Corp

5.500

11/15/32

103,882

50,000

Comcast

Corp

4.800

05/15/33

49,394

150,000

Comcast

Corp

6.450

03/15/37

164,704

370,000

Comcast

Corp

3.750

04/01/40

305,613

20,000

Comcast

Corp

4.049

11/01/52

15,796

60,000

Comcast

Corp

5.650

06/01/54

60,873

390,000

Comcast

Corp

2.987

11/01/63

232,828

49

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

INDUSTRIAL

(continued)

$

20,000

Conagra

Brands

Inc

4.600

%

11/01/25

$

19,951

60,000

Conagra

Brands

Inc

8.250

09/15/30

69,719

30,000

Conagra

Brands

Inc

5.300

11/01/38

28,922

10,000

Conagra

Brands

Inc

5.400

11/01/48

9,505

50,000

(a)

Concentrix

Corp

6

.850

08/02/33

50,367

70,000

Corning

Inc

5.350

11/15/48

67,886

10,000

Corning

Inc

3.900

11/15/49

7,809

10,000

Corning

Inc

4.375

11/15/57

8,096

100,000

Costco

Wholesale

Corp

1.375

06/20/27

92,642

20,000

Crown

Castle

Inc

3.700

06/15/26

19,638

40,000

Crown

Castle

Inc

4.300

02/15/29

38,900

154,000

Crown

Castle

Inc

3.300

07/01/30

140,268

10,000

Crown

Castle

Inc

2.100

04/01/31

8,336

150,000

Crown

Castle

Inc

2.500

07/15/31

127,128

40,000

Crown

Castle

Inc

2.900

04/01/41

28,559

10,000

Crown

Castle

Inc

3.250

01/15/51

6,800

20,000

CSX

Corp

3.350

11/01/25

19,760

55,000

CSX

Corp

4.250

03/15/29

54,196

30,000

CSX

Corp

6

.000

10/01/36

32,153

20,000

CSX

Corp

6.150

05/01/37

21,674

120,000

CSX

Corp

4.100

03/15/44

101,589

20,000

CSX

Corp

3.800

11/01/46

15,819

80,000

CSX

Corp

4.750

11/15/48

72,868

10,000

CSX

Corp

3.800

04/15/50

7,820

62,000

CSX

Corp

4.250

11/01/66

49,048

39,000

Cummins

Inc

1.500

09/01/30

32,834

102,000

Cummins

Inc

2.600

09/01/50

63,149

10,000

CVS

Health

Corp

5.000

02/20/26

10,004

100,000

CVS

Health

Corp

5.400

06/01/29

100,977

140,000

CVS

Health

Corp

5.550

06/01/31

141,060

310,000

CVS

Health

Corp

2.125

09/15/31

251,482

50,000

(a)

CVS

Health

Corp

5.700

06/01/34

50,232

60,000

CVS

Health

Corp

4.780

03/25/38

53,547

75,000

CVS

Health

Corp

4.125

04/01/40

60,571

75,000

CVS

Health

Corp

5.300

12/05/43

67,943

50,000

CVS

Health

Corp

6.000

06/01/44

49,116

250,000

(a)

CVS

Health

Corp

6.050

06/01/54

246,845

100,000

Danaher

Corp

2.800

12/10/51

64,977

70,000

DCP

Midstream

Operating

LP

5.125

05/15/29

70,509

130,000

Deere

&

Co

3.900

06/09/42

111,259

10,000

Dell

Inc

6.500

04/15/38

10,657

10,000

Dell

International

LLC

/

EMC

Corp

5.250

02/01/28

10,159

50,000

Dell

International

LLC

/

EMC

Corp

4.350

02/01/30

48,572

112,000

Dell

International

LLC

/

EMC

Corp

8.100

07/15/36

135,360

110,000

Dell

International

LLC

/

EMC

Corp

8.350

07/15/46

143,795

15,000

Delta

Air

Lines

2020-1

Class

AA

Pass

Through

Trust2020

A

2.000

06/10/28

14,146

40,000

(a)

Delta

Air

Lines

Inc

4.375

04/19/28

39,096

20,000

DH

Europe

Finance

II

Sarl

3.400

11/15/49

14,727

242,000

Discovery

Communications

LLC

3.625

05/15/30

214,251

340,000

Discovery

Communications

LLC

5.000

09/20/37

288,575

61,000

Discovery

Communications

LLC

6.350

06/01/40

57,142

130,000

Dollar

General

Corp

3.500

04/03/30

119,758

92,000

Dollar

Tree

Inc

3.375

12/01/51

58,838

30,000

Dover

Corp

5.375

10/15/35

30,738

60,000

Dow

Chemical

Co/The

4.800

11/30/28

60,104

10,000

Dow

Chemical

Co/The

2.100

11/15/30

8,570

171,000

Dow

Chemical

Co/The

4.250

10/01/34

159,334

10,000

Dow

Chemical

Co/The

9.400

05/15/39

13,354

70,000

Dow

Chemical

Co/The

5.600

02/15/54

68,641

70,000

DR

Horton

Inc

1

.300

10/15/26

65,762

20,000

DuPont

de

Nemours

Inc

4.493

11/15/25

19,936

100,000

DuPont

de

Nemours

Inc

5.319

11/15/38

103,578

Portfolio

of

Investments

October

31,

2024

(continued)

ESG

U.S.

Aggregate

Bond

ETF

(NUBD)

50

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

INDUSTRIAL

(continued)

$

30,000

DXC

Technology

Co

1.800

%

09/15/26

$

28,212

211,000

Eastern

Gas

Transmission

&

Storage

Inc

4.800

11/01/43

188,982

60,000

Eastman

Chemical

Co

5.750

03/08/33

61,600

48,000

Eaton

Corp

3.103

09/15/27

46,308

62,000

Eaton

Corp

4.000

11/02/32

58,976

154,000

eBay

Inc

2

.700

03/11/30

138,473

36,000

Ecolab

Inc

3.250

12/01/27

34,671

10,000

Ecolab

Inc

4.800

03/24/30

10,048

10,000

Ecolab

Inc

1.300

01/30/31

8,186

110,000

Ecolab

Inc

2.700

12/15/51

69,442

72,000

Electronic

Arts

Inc

1.850

02/15/31

60,388

25,000

Eli

Lilly

&

Co

3.375

03/15/29

23,932

200,000

Eli

Lilly

&

Co

4.700

02/27/33

199,103

110,000

Eli

Lilly

&

Co

3.700

03/01/45

89,318

110,000

Eli

Lilly

&

Co

5.000

02/09/54

106,019

50,000

Emerson

Electric

Co

2.000

12/21/28

45,252

72,000

Emerson

Electric

Co

1.950

10/15/30

62,120

30,000

Enbridge

Inc

3.700

07/15/27

29,256

180,000

Enbridge

Inc

3.125

11/15/29

166,121

140,000

Enbridge

Inc

4.500

06/10/44

118,655

50,000

Enbridge

Inc

5.950

04/05/54

51,142

50,000

Enbridge

Inc

8.250

01/15/84

52,816

70,000

EnLink

Midstream

LLC

5.650

09/01/34

70,292

20,000

Enterprise

Products

Operating

LLC

2.800

01/31/30

18,160

100,000

Enterprise

Products

Operating

LLC

7.550

04/15/38

119,603

200,000

Enterprise

Products

Operating

LLC

6.125

10/15/39

213,051

120,000

Enterprise

Products

Operating

LLC

4.850

03/15/44

110,310

75,000

Enterprise

Products

Operating

LLC

4.900

05/15/46

68,625

50,000

Enterprise

Products

Operating

LLC

3.300

02/15/53

34,144

30,000

Equifax

Inc

5.100

12/15/27

30,276

50,000

Equifax

Inc

5.100

06/01/28

50,338

20,000

Equinix

Inc

2.900

11/18/26

19,321

160,000

Equinix

Inc

3.900

04/15/32

149,222

80,000

Equinix

Inc

3.000

07/15/50

52,532

30,000

Estee

Lauder

Cos

Inc/The

3

.150

03/15/27

29,096

120,000

Estee

Lauder

Cos

Inc/The

2.600

04/15/30

107,829

10,000

(a)

Estee

Lauder

Cos

Inc/The

1.950

03/15/31

8,382

20,000

FactSet

Research

Systems

Inc

3.450

03/01/32

17,860

310,000

FedEx

Corp

3

.900

02/01/35

278,197

10,000

FedEx

Corp

4.750

11/15/45

8,769

10,000

FedEx

Corp

4.400

01/15/47

8,295

20,000

FedEx

Corp

4.050

02/15/48

15,872

10,000

FedEx

Corp

4.950

10/17/48

8,985

10,000

Fidelity

National

Information

Services

Inc

1.150

03/01/26

9,535

122,000

Fidelity

National

Information

Services

Inc

1.650

03/01/28

110,418

10,000

Fidelity

National

Information

Services

Inc

3.100

03/01/41

7,427

40,000

Fiserv

Inc

2.250

06/01/27

37,679

254,000

Fiserv

Inc

3.500

07/01/29

240,121

40,000

Fiserv

Inc

2.650

06/01/30

35,556

30,000

Fiserv

Inc

5.450

03/15/34

30,449

60,000

Flex

Ltd

4.875

06/15/29

59,231

60,000

Flowserve

Corp

2.800

01/15/32

50,969

10,000

FMC

Corp

5.150

05/18/26

10,024

40,000

FMC

Corp

3.450

10/01/29

36,783

30,000

FMC

Corp

4.500

10/01/49

24,152

10,000

Fomento

Economico

Mexicano

SAB

de

CV

4.375

05/10/43

8,633

89,000

Fomento

Economico

Mexicano

SAB

de

CV

3.500

01/16/50

67,031

20,000

Fortinet

Inc

2.200

03/15/31

17,013

40,000

Fortive

Corp

3.150

06/15/26

38,935

100,000

Fortune

Brands

Innovations

Inc

5.875

06/01/33

105,047

20,000

Fox

Corp

4.709

01/25/29

19,895

100,000

Fox

Corp

6.500

10/13/33

106,480

51

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

INDUSTRIAL

(continued)

$

10,000

Fox

Corp

5.476

%

01/25/39

$

9,663

10,000

Fox

Corp

5.576

01/25/49

9,493

20,000

GE

HealthCare

Technologies

Inc

5.600

11/15/25

20,164

140,000

GE

HealthCare

Technologies

Inc

5.857

03/15/30

146,253

10,000

General

Mills

Inc

5.241

11/18/25

10,001

184,000

General

Mills

Inc

2.875

04/15/30

166,593

20,000

General

Mills

Inc

4.950

03/29/33

19,858

90,000

General

Motors

Co

5.600

10/15/32

91,421

40,000

General

Motors

Co

5.400

04/01/48

36,390

190,000

General

Motors

Financial

Co

Inc

5.000

04/09/27

190,255

284,000

General

Motors

Financial

Co

Inc

5.650

01/17/29

288,892

210,000

General

Motors

Financial

Co

Inc

4.300

04/06/29

202,729

160,000

General

Motors

Financial

Co

Inc

6.100

01/07/34

164,383

20,000

Genuine

Parts

Co

6.500

11/01/28

21,090

40,000

Genuine

Parts

Co

2.750

02/01/32

34,009

140,000

Gilead

Sciences

Inc

4.600

09/01/35

134,440

176,000

Gilead

Sciences

Inc

4.000

09/01/36

158,227

50,000

Gilead

Sciences

Inc

5.650

12/01/41

51,435

10,000

Gilead

Sciences

Inc

4.800

04/01/44

9,214

30,000

Gilead

Sciences

Inc

4.150

03/01/47

24,996

40,000

GlaxoSmithKline

Capital

Inc

6.375

05/15/38

44,537

70,000

GlaxoSmithKline

Capital

PLC

3.375

06/01/29

66,520

200,000

Global

Payments

Inc

3.200

08/15/29

184,060

20,000

Grupo

Televisa

SAB

6.625

01/15/40

19,057

60,000

Grupo

Televisa

SAB

5.000

05/13/45

46,039

50,000

GXO

Logistics

Inc

1.650

07/15/26

47,338

120,000

Haleon

US

Capital

LLC

3.375

03/24/29

113,405

202,000

Halliburton

Co

4.850

11/15/35

194,288

30,000

Harley-Davidson

Inc

4.625

07/28/45

24,593

10,000

Hasbro

Inc

3.550

11/19/26

9,745

10,000

Hasbro

Inc

3.500

09/15/27

9,665

100,000

Hasbro

Inc

3.900

11/19/29

94,250

30,000

HCA

Inc

5.250

06/15/26

30,110

40,000

HCA

Inc

4.500

02/15/27

39,673

80,000

HCA

Inc

3.125

03/15/27

76,945

100,000

HCA

Inc

5.200

06/01/28

100,908

206,000

HCA

Inc

4.125

06/15/29

198,397

70,000

HCA

Inc

5.450

04/01/31

70,781

110,000

HCA

Inc

5.125

06/15/39

103,893

120,000

HCA

Inc

3.500

07/15/51

81,724

70,000

Hershey

Co/The

4.250

05/04/28

69,703

280,000

Hewlett

Packard

Enterprise

Co

6.200

10/15/35

298,869

60,000

HF

Sinclair

Corp

5.000

02/01/28

59,403

30,000

Home

Depot

Inc/The

3.350

09/15/25

29,710

120,000

Home

Depot

Inc/The

4.875

06/25/27

121,484

30,000

Home

Depot

Inc/The

2.950

06/15/29

27,995

299,000

Home

Depot

Inc/The

5.400

09/15/40

303,404

130,000

Home

Depot

Inc/The

5.950

04/01/41

139,642

42,000

Home

Depot

Inc/The

4.400

03/15/45

37,040

220,000

Home

Depot

Inc/The

4.500

12/06/48

195,432

60,000

Home

Depot

Inc/The

3.125

12/15/49

41,803

120,000

Honda

Motor

Co

Ltd

2.534

03/10/27

114,831

50,000

Hormel

Foods

Corp

1.700

06/03/28

45,309

50,000

Howmet

Aerospace

Inc

4.850

10/15/31

49,604

10,000

HP

Inc

4.000

04/15/29

9,652

52,000

HP

Inc

3.400

06/17/30

48,030

110,000

HP

Inc

4.200

04/15/32

104,087

30,000

Huntsman

International

LLC

4.500

05/01/29

28,817

50,000

Huntsman

International

LLC

5.700

10/15/34

48,546

50,000

Hyatt

Hotels

Corp

5.750

01/30/27

50,980

20,000

IBM

International

Capital

Pte

Ltd

4.600

02/05/27

20,048

120,000

IBM

International

Capital

Pte

Ltd

5.300

02/05/54

114,900

Portfolio

of

Investments

October

31,

2024

(continued)

ESG

U.S.

Aggregate

Bond

ETF

(NUBD)

52

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

INDUSTRIAL

(continued)

$

30,000

IDEX

Corp

2.625

%

06/15/31

$

25,944

70,000

Illinois

Tool

Works

Inc

4.875

09/15/41

67,143

50,000

Ingersoll

Rand

Inc

5.197

06/15/27

50,652

10,000

Intel

Corp

3.750

03/25/27

9,735

292,000

(a)

Intel

Corp

2.450

11/15/29

256,966

130,000

Intel

Corp

5.125

02/10/30

129,622

10,000

Intel

Corp

4.000

12/15/32

9,104

110,000

Intel

Corp

4.600

03/25/40

94,366

20,000

Intel

Corp

2.800

08/12/41

13,240

70,000

Intel

Corp

4.250

12/15/42

55,613

10,000

Intel

Corp

4.100

05/19/46

7,505

70,000

Intel

Corp

4.100

05/11/47

52,071

160,000

Intel

Corp

3.734

12/08/47

111,264

10,000

Intel

Corp

3.250

11/15/49

6,385

10,000

Intel

Corp

4.750

03/25/50

8,183

20,000

Intel

Corp

5.700

02/10/53

18,691

50,000

Intel

Corp

5.600

02/21/54

46,246

20,000

International

Business

Machines

Corp

7.000

10/30/25

20,496

210,000

International

Business

Machines

Corp

3.300

05/15/26

206,070

10,000

International

Business

Machines

Corp

3.300

01/27/27

9,744

100,000

International

Business

Machines

Corp

2.720

02/09/32

86,913

72,000

International

Business

Machines

Corp

5.600

11/30/39

73,847

10,000

International

Business

Machines

Corp

2.850

05/15/40

7,322

80,000

International

Business

Machines

Corp

4.000

06/20/42

66,937

90,000

International

Business

Machines

Corp

4.700

02/19/46

80,866

40,000

International

Flavors

&

Fragrances

Inc

4.375

06/01/47

32,062

10,000

International

Flavors

&

Fragrances

Inc

5.000

09/26/48

8,891

45,000

International

Paper

Co

4.800

06/15/44

40,410

52,000

International

Paper

Co

4.350

08/15/48

43,370

60,000

Interpublic

Group

of

Cos

Inc/The

2.400

03/01/31

51,167

10,000

Interpublic

Group

of

Cos

Inc/The

5.375

06/15/33

9,968

80,000

Intuit

Inc

5.250

09/15/26

81,143

18,000

Intuit

Inc

1.350

07/15/27

16,596

10,000

Intuit

Inc

1.650

07/15/30

8,481

50,000

IQVIA

Inc

6.250

02/01/29

52,068

80,000

J

M

Smucker

Co/The

4.250

03/15/35

73,677

100,000

J

M

Smucker

Co/The

2.750

09/15/41

68,668

40,000

Jabil

Inc

4.250

05/15/27

39,381

40,000

Jacobs

Engineering

Group

Inc

6.350

08/18/28

41,746

30,000

JB

Hunt

Transport

Services

Inc

3.875

03/01/26

29,658

30,000

JD.com

Inc

3.875

04/29/26

29,572

8,000

JetBlue

2019-1

Class

AA

Pass

Through

Trust2020

A

2.750

05/15/32

6,952

23,000

JetBlue

2020-1

Class

A

Pass

Through

Trust

4.000

11/15/32

21,889

60,000

John

Deere

Capital

Corp

4.050

09/08/25

59,775

280,000

John

Deere

Capital

Corp

1.300

10/13/26

264,103

110,000

John

Deere

Capital

Corp

4.900

06/11/27

111,273

40,000

John

Deere

Capital

Corp

3.350

04/18/29

38,171

110,000

John

Deere

Capital

Corp

4

.700

06/10/30

110,182

70,000

Johnson

&

Johnson

2.950

03/03/27

67,970

60,000

Johnson

&

Johnson

4.800

06/01/29

61,007

390,000

Johnson

&

Johnson

3.550

03/01/36

348,402

50,000

Johnson

&

Johnson

5.250

06/01/54

51,324

10,000

Johnson

Controls

International

plc

4.625

07/02/44

8,831

20,000

Johnson

Controls

International

plc

/

Tyco

Fire

&

Security

Finance

SCA

1.750

09/15/30

16,893

30,000

Johnson

Controls

International

plc

/

Tyco

Fire

&

Security

Finance

SCA

2.000

09/16/31

25,109

40,000

Juniper

Networks

Inc

1.200

12/10/25

38,378

70,000

Kellanova

3.400

11/15/27

67,600

20,000

Kellanova

2.100

06/01/30

17,437

30,000

Kellanova

4.500

04/01/46

26,178

160,000

Kenvue

Inc

4.900

03/22/33

160,034

53

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

INDUSTRIAL

(continued)

$

10,000

Keurig

Dr

Pepper

Inc

3.400

%

11/15/25

$

9,874

50,000

Keurig

Dr

Pepper

Inc

5.100

03/15/27

50,552

30,000

Keurig

Dr

Pepper

Inc

3.200

05/01/30

27,661

10,000

Keurig

Dr

Pepper

Inc

3.800

05/01/50

7,675

180,000

Keurig

Dr

Pepper

Inc

4.500

04/15/52

154,409

50,000

Keysight

Technologies

Inc

3.000

10/30/29

45,665

20,000

Kimberly-Clark

Corp

3.950

11/01/28

19,621

98,000

Kimberly-Clark

Corp

6.625

08/01/37

112,951

10,000

Kinder

Morgan

Inc

1.750

11/15/26

9,444

372,000

Kinder

Morgan

Inc

5.300

12/01/34

366,945

50,000

Kinder

Morgan

Inc

5.050

02/15/46

44,476

60,000

Kinder

Morgan

Inc

3.250

08/01/50

39,165

50,000

Kinder

Morgan

Inc

5.950

08/01/54

49,973

10,000

KLA

Corp

4.650

07/15/32

9,914

110,000

KLA

Corp

4.950

07/15/52

103,250

20,000

Koninklijke

KPN

NV

8.375

10/01/30

23,446

40,000

Kraft

Heinz

Foods

Co

3.000

06/01/26

38,945

30,000

Kraft

Heinz

Foods

Co

3.875

05/15/27

29,422

110,000

Kraft

Heinz

Foods

Co

4.250

03/01/31

107,023

130,000

Kraft

Heinz

Foods

Co

5.500

06/01/50

127,455

100,000

Kroger

Co/The

4.650

09/15/29

99,975

30,000

Kroger

Co/The

2.200

05/01/30

26,121

10,000

Kroger

Co/The

1.700

01/15/31

8,287

50,000

Kroger

Co/The

5.000

09/15/34

49,181

110,000

Kroger

Co/The

6.900

04/15/38

123,713

9,000

Kroger

Co/The

5.400

07/15/40

8,808

60,000

Kroger

Co/The

4.450

02/01/47

50,488

60,000

Kyndryl

Holdings

Inc

6.350

02/20/34

62,146

10,000

Laboratory

Corp

of

America

Holdings

3.600

09/01/27

9,736

10,000

Laboratory

Corp

of

America

Holdings

2.950

12/01/29

9,110

90,000

Laboratory

Corp

of

America

Holdings

2.700

06/01/31

78,340

10,000

Lam

Research

Corp

3.750

03/15/26

9,894

30,000

Lam

Research

Corp

1.900

06/15/30

25,850

100,000

Lam

Research

Corp

3.125

06/15/60

64,591

60,000

Lear

Corp

2.600

01/15/32

50,210

40,000

Leggett

&

Platt

Inc

4.400

03/15/29

37,563

30,000

(a)

Leggett

&

Platt

Inc

3.500

11/15/51

19,426

10,000

Lennox

International

Inc

1.700

08/01/27

9,231

50,000

Linde

Inc/CT

4.700

12/05/25

50,068

30,000

Linde

Inc/CT

1.100

08/10/30

24,820

30,000

LKQ

Corp

5.750

06/15/28

30,596

90,000

Lowe's

Cos

Inc

3.350

04/01/27

87,426

191,000

Lowe's

Cos

Inc

4.500

04/15/30

188,417

300,000

Lowe's

Cos

Inc

5.000

04/15/40

288,563

20,000

Lowe's

Cos

Inc

5.750

07/01/53

20,205

30,000

Lowe's

Cos

Inc

4.450

04/01/62

23,924

10,000

LYB

International

Finance

III

LLC

1.250

10/01/25

9,690

190,000

LYB

International

Finance

III

LLC

3.375

10/01/40

143,405

21,000

LYB

International

Finance

III

LLC

4.200

05/01/50

16,378

60,000

LYB

International

Finance

III

LLC

3.625

04/01/51

42,306

70,000

Magna

International

Inc

2.450

06/15/30

61,413

142,000

Martin

Marietta

Materials

Inc

3.200

07/15/51

97,499

80,000

Marvell

Technology

Inc

2.450

04/15/28

73,726

10,000

Masco

Corp

2.000

10/01/30

8,487

70,000

Masco

Corp

2.000

02/15/31

59,094

30,000

Masco

Corp

4.500

05/15/47

25,327

10,000

Mastercard

Inc

2.950

11/21/26

9,730

32,000

Mastercard

Inc

2.950

06/01/29

29,993

44,000

Mastercard

Inc

3.350

03/26/30

41,364

120,000

Mastercard

Inc

2.000

11/18/31

101,134

70,000

Mastercard

Inc

4.875

05/09/34

70,014

40,000

Mastercard

Inc

3.800

11/21/46

32,310

Portfolio

of

Investments

October

31,

2024

(continued)

ESG

U.S.

Aggregate

Bond

ETF

(NUBD)

54

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

INDUSTRIAL

(continued)

$

20,000

Mastercard

Inc

2.950

%

03/15/51

$

13,586

80,000

McCormick

&

Co

Inc/MD

1.850

02/15/31

66,911

250,000

McDonald's

Corp

4.600

09/09/32

246,446

20,000

McDonald's

Corp

6.300

10/15/37

21,897

220,000

McDonald's

Corp

5.150

09/09/52

208,854

50,000

McKesson

Corp

4.900

07/15/28

50,533

10,000

McKesson

Corp

5.100

07/15/33

10,080

50,000

(a)

MDC

Holdings

Inc

3.966

08/06/61

40,294

30,000

Mead

Johnson

Nutrition

Co

4.125

11/15/25

29,853

40,000

Mercedes-Benz

Finance

North

America

LLC

8.500

01/18/31

47,350

100,000

Merck

&

Co

Inc

1.900

12/10/28

90,551

200,000

Merck

&

Co

Inc

1.450

06/24/30

168,631

60,000

Merck

&

Co

Inc

6.500

12/01/33

67,513

20,000

Merck

&

Co

Inc

4.900

05/17/44

19,124

250,000

Merck

&

Co

Inc

2.750

12/10/51

158,638

20,000

Micron

Technology

Inc

4.975

02/06/26

20,062

50,000

Micron

Technology

Inc

4.185

02/15/27

49,372

110,000

Micron

Technology

Inc

5.300

01/15/31

110,812

10,000

Microsoft

Corp

3.400

09/15/26

9,838

40,000

Microsoft

Corp

3.300

02/06/27

39,201

50,000

Microsoft

Corp

1.350

09/15/30

42,482

10,000

Microsoft

Corp

3.500

02/12/35

9,184

211,000

Microsoft

Corp

3.450

08/08/36

186,836

60,000

Microsoft

Corp

3.750

02/12/45

52,146

586,000

Microsoft

Corp

2.921

03/17/52

404,556

70,000

Mohawk

Industries

Inc

5.850

09/18/28

72,275

50,000

Mondelez

International

Inc

4.750

02/20/29

50,124

50,000

Mondelez

International

Inc

4.750

08/28/34

48,578

10,000

Mondelez

International

Inc

2.625

09/04/50

6,116

20,000

Moody's

Corp

2.000

08/19/31

16,766

10,000

Moody's

Corp

5.250

07/15/44

9,704

110,000

Moody's

Corp

3.750

02/25/52

84,347

10,000

Mosaic

Co/The

4.050

11/15/27

9,804

50,000

Mosaic

Co/The

5.375

11/15/28

50,869

120,000

Motorola

Solutions

Inc

2.750

05/24/31

104,875

240,000

MPLX

LP

2.650

08/15/30

211,192

180,000

MPLX

LP

4.950

03/14/52

155,060

40,000

National

Fuel

Gas

Co

5.500

01/15/26

40,206

10,000

National

Fuel

Gas

Co

5.500

10/01/26

10,118

60,000

(a)

NetApp

Inc

2.375

06/22/27

56,699

50,000

Nordson

Corp

4.500

12/15/29

48,978

10,000

Norfolk

Southern

Corp

3.150

06/01/27

9,654

50,000

Norfolk

Southern

Corp

2.300

05/15/31

43,061

10,000

Norfolk

Southern

Corp

5

.550

03/15/34

10,358

32,000

Norfolk

Southern

Corp

4.837

10/01/41

29,981

120,000

Norfolk

Southern

Corp

2.900

08/25/51

77,098

130,000

Norfolk

Southern

Corp

5.350

08/01/54

128,006

50,000

NOV

Inc

3.950

12/01/42

37,931

120,000

Novartis

Capital

Corp

2.200

08/14/30

105,903

120,000

Novartis

Capital

Corp

4.400

05/06/44

108,870

20,000

Novartis

Capital

Corp

2.750

08/14/50

13,329

40,000

Nutrien

Ltd

5.950

11/07/25

40,517

100,000

Nutrien

Ltd

4.200

04/01/29

97,728

10,000

NVIDIA

Corp

3.200

09/16/26

9,798

70,000

NVIDIA

Corp

2.000

06/15/31

60,191

122,000

NVIDIA

Corp

3.500

04/01/40

103,077

50,000

NVR

Inc

3.000

05/15/30

45,307

10,000

NXP

BV

/

NXP

Funding

LLC

/

NXP

USA

Inc

3.150

05/01/27

9,617

92,000

NXP

BV

/

NXP

Funding

LLC

/

NXP

USA

Inc

2.500

05/11/31

78,742

110,000

NXP

BV

/

NXP

Funding

LLC

/

NXP

USA

Inc

2.650

02/15/32

93,021

10,000

Omnicom

Group

Inc

2.450

04/30/30

8,802

10,000

Omnicom

Group

Inc

5.300

11/01/34

10,029

55

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

INDUSTRIAL

(continued)

$

80,000

Omnicom

Group

Inc

/

Omnicom

Capital

Inc

3.600

%

04/15/26

$

78,855

273,000

ONEOK

Inc

4.550

07/15/28

270,072

39,000

ONEOK

Inc

4.350

03/15/29

38,013

10,000

ONEOK

Inc

4.500

03/15/50

8,128

170,000

ONEOK

Inc

7.150

01/15/51

189,921

50,000

ONEOK

Inc

5.700

11/01/54

48,211

70,000

Oracle

Corp

2.800

04/01/27

67,073

20,000

Oracle

Corp

4.650

05/06/30

19,866

120,000

Oracle

Corp

4.900

02/06/33

118,396

690,000

Oracle

Corp

4.300

07/08/34

644,176

50,000

Oracle

Corp

4.700

09/27/34

48,077

40,000

Oracle

Corp

6.500

04/15/38

43,709

30,000

Oracle

Corp

6.125

07/08/39

31,719

70,000

Oracle

Corp

4.000

11/15/47

54,569

280,000

Oracle

Corp

6.900

11/09/52

322,046

50,000

Oracle

Corp

5.375

09/27/54

47,570

100,000

Orange

SA

5.375

01/13/42

98,405

90,000

O'Reilly

Automotive

Inc

3.900

06/01/29

86,943

20,000

O'Reilly

Automotive

Inc

4.200

04/01/30

19,338

110,000

Otis

Worldwide

Corp

3.112

02/15/40

85,641

2,000

Owens

Corning

3.400

08/15/26

1,956

70,000

Owens

Corning

3.875

06/01/30

66,107

20,000

PACCAR

Financial

Corp

5.200

11/09/26

20,329

50,000

PACCAR

Financial

Corp

5.000

05/13/27

50,730

50,000

PACCAR

Financial

Corp

4.450

08/06/27

50,100

20,000

Paramount

Global

4.200

06/01/29

18,702

210,000

Paramount

Global

4.200

05/19/32

183,002

50,000

Paramount

Global

5.900

10/15/40

43,403

10,000

Paramount

Global

5.850

09/01/43

8,510

10,000

Paramount

Global

4.600

01/15/45

7,206

10,000

Parker-Hannifin

Corp

3.250

03/01/27

9,704

30,000

Parker-Hannifin

Corp

3.250

06/14/29

28,172

114,000

Parker-Hannifin

Corp

4.200

11/21/34

107,241

20,000

Parker-Hannifin

Corp

4.450

11/21/44

17,632

10,000

Parker-Hannifin

Corp

4.000

06/14/49

8,186

10,000

(a)

PayPal

Holdings

Inc

3.900

06/01/27

9,886

170,000

PayPal

Holdings

Inc

2.850

10/01/29

156,479

10,000

PepsiCo

Inc

2.850

02/24/26

9,802

40,000

PepsiCo

Inc

2.375

10/06/26

38,585

50,000

PepsiCo

Inc

5.125

11/10/26

50,769

50,000

PepsiCo

Inc

4.500

07/17/29

50,176

160,000

PepsiCo

Inc

1.625

05/01/30

136,789

20,000

PepsiCo

Inc

4.450

04/14/46

17,872

364,000

PepsiCo

Inc

2.875

10/15/49

246,186

50,000

Pepsico

Singapore

Financing

I

Pte

Ltd

4.650

02/16/27

50,317

100,000

Pfizer

Inc

3.600

09/15/28

97,239

350,000

Pfizer

Inc

4.200

09/15/48

296,426

110,000

Pfizer

Investment

Enterprises

Pte

Ltd

4.450

05/19/26

109,842

100,000

Pfizer

Investment

Enterprises

Pte

Ltd

4.450

05/19/28

99,632

150,000

Pfizer

Investment

Enterprises

Pte

Ltd

4.650

05/19/30

149,757

190,000

Pfizer

Investment

Enterprises

Pte

Ltd

4.750

05/19/33

187,189

150,000

Pfizer

Investment

Enterprises

Pte

Ltd

5.110

05/19/43

145,567

40,000

Phillips

66

Co

3.550

10/01/26

39,179

223,000

Phillips

66

Co

4.680

02/15/45

191,750

150,000

Plains

All

American

Pipeline

LP

/

PAA

Finance

Corp

5.700

09/15/34

151,298

50,000

PPG

Industries

Inc

3.750

03/15/28

48,545

50,000

Procter

&

Gamble

Co/The

1.000

04/23/26

47,766

250,000

Procter

&

Gamble

Co/The

3.000

03/25/30

232,724

70,000

Procter

&

Gamble

Co/The

1.200

10/29/30

58,131

10,000

Procter

&

Gamble

Co/The

4.050

01/26/33

9,689

11,000

PulteGroup

Inc

5.000

01/15/27

11,029

20,000

(a)

Qorvo

Inc

4.375

10/15/29

18,857

Portfolio

of

Investments

October

31,

2024

(continued)

ESG

U.S.

Aggregate

Bond

ETF

(NUBD)

56

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

INDUSTRIAL

(continued)

$

220,000

QUALCOMM

Inc

1.650

%

05/20/32

$

176,522

40,000

QUALCOMM

Inc

4.250

05/20/32

38,787

30,000

QUALCOMM

Inc

4.650

05/20/35

29,393

20,000

QUALCOMM

Inc

4.800

05/20/45

18,474

20,000

Quanta

Services

Inc

2.900

10/01/30

17,995

80,000

Quanta

Services

Inc

2.350

01/15/32

67,134

50,000

Quanta

Services

Inc

5.250

08/09/34

49,641

50,000

Quest

Diagnostics

Inc

3.450

06/01/26

49,040

10,000

Quest

Diagnostics

Inc

2.950

06/30/30

9,042

50,000

Quest

Diagnostics

Inc

5.000

12/15/34

48,996

30,000

Ralph

Lauren

Corp

3.750

09/15/25

29,752

140,000

Regal

Rexnord

Corp

6.300

02/15/30

144,976

60,000

Regeneron

Pharmaceuticals

Inc

1.750

09/15/30

50,396

30,000

Regeneron

Pharmaceuticals

Inc

2.800

09/15/50

18,649

50,000

RELX

Capital

Inc

4.750

05/20/32

49,642

10,000

Republic

Services

Inc

3.375

11/15/27

9,672

70,000

Republic

Services

Inc

3.950

05/15/28

68,464

28,000

Republic

Services

Inc

2.300

03/01/30

24,780

80,000

Republic

Services

Inc

1.450

02/15/31

65,576

20,000

Republic

Services

Inc

5.700

05/15/41

20,420

10,000

Revvity

Inc

3.300

09/15/29

9,249

60,000

Revvity

Inc

2.250

09/15/31

49,831

60,000

Rockwell

Automation

Inc

4.200

03/01/49

50,970

10,000

Rogers

Communications

Inc

3.625

12/15/25

9,864

10,000

Rogers

Communications

Inc

2.900

11/15/26

9,637

50,000

Rogers

Communications

Inc

3.200

03/15/27

48,202

40,000

Rogers

Communications

Inc

5.000

02/15/29

40,016

10,000

Rogers

Communications

Inc

3.800

03/15/32

9,115

150,000

Rogers

Communications

Inc

5.450

10/01/43

144,211

20,000

Rogers

Communications

Inc

3.700

11/15/49

14,529

160,000

Roper

Technologies

Inc

3.800

12/15/26

157,711

20,000

Ross

Stores

Inc

1.875

04/15/31

16,649

100,000

Royalty

Pharma

PLC

1.200

09/02/25

96,974

60,000

Royalty

Pharma

PLC

5.900

09/02/54

59,641

30,000

RPM

International

Inc

2.950

01/15/32

26,264

10,000

Ryder

System

Inc

2.850

03/01/27

9,568

50,000

Ryder

System

Inc

6.300

12/01/28

52,725

50,000

Ryder

System

Inc

5.375

03/15/29

50,835

50,000

Ryder

System

Inc

4.950

09/01/29

49,956

50,000

Ryder

System

Inc

4.900

12/01/29

49,894

20,000

S&P

Global

Inc

1.250

08/15/30

16,580

130,000

S&P

Global

Inc

2.900

03/01/32

114,504

60,000

S&P

Global

Inc

5.250

09/15/33

61,465

23,000

S&P

Global

Inc

2.300

08/15/60

12,152

20,000

Sabine

Pass

Liquefaction

LLC

5.875

06/30/26

20,217

160,000

Sabine

Pass

Liquefaction

LLC

4.500

05/15/30

155,625

60,000

Salesforce

Inc

2.700

07/15/41

43,385

152,000

Salesforce

Inc

2.900

07/15/51

101,065

10,000

(a)

Schlumberger

Finance

Canada

Ltd

1.400

09/17/25

9,738

82,000

Schlumberger

Investment

SA

2.650

06/26/30

73,647

101,000

Sherwin-Williams

Co/The

2.950

08/15/29

93,108

42,000

Sherwin-Williams

Co/The

4.500

06/01/47

36,278

20,000

Skyworks

Solutions

Inc

1.800

06/01/26

19,031

50,000

Smith

&

Nephew

PLC

2.032

10/14/30

42,234

60,000

(b)

Smurfit

Kappa

Treasury

ULC

5.438

04/03/34

60,353

60,000

Snap-on

Inc

3.100

05/01/50

41,914

10,000

(b)

Solventum

Corp

5.450

03/13/31

10,084

150,000

(b)

Solventum

Corp

5.600

03/23/34

151,165

70,000

(a)

Sonoco

Products

Co

2.850

02/01/32

59,928

110,000

Stanley

Black

&

Decker

Inc

3.000

05/15/32

96,205

10,000

Starbucks

Corp

2.250

03/12/30

8,809

20,000

Starbucks

Corp

2.550

11/15/30

17,610

57

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

INDUSTRIAL

(continued)

$

150,000

(a)

Starbucks

Corp

3.000

%

02/14/32

$

132,831

100,000

Starbucks

Corp

4.800

02/15/33

99,288

20,000

Starbucks

Corp

4.450

08/15/49

16,907

60,000

Starbucks

Corp

3.500

11/15/50

43,200

90,000

Stryker

Corp

1.950

06/15/30

77,418

50,000

Stryker

Corp

4.625

09/11/34

48,364

10,000

Sysco

Corp

3.300

07/15/26

9,773

70,000

Sysco

Corp

3.250

07/15/27

67,492

70,000

Sysco

Corp

2.400

02/15/30

61,896

50,000

Sysco

Corp

6.000

01/17/34

53,122

20,000

Sysco

Corp

6.600

04/01/50

22,468

10,000

Takeda

Pharmaceutical

Co

Ltd

2.050

03/31/30

8,697

190,000

Takeda

Pharmaceutical

Co

Ltd

5.300

07/05/34

192,533

30,000

Takeda

Pharmaceutical

Co

Ltd

3.025

07/09/40

22,465

60,000

Takeda

Pharmaceutical

Co

Ltd

3.375

07/09/60

40,052

50,000

Take-Two

Interactive

Software

Inc

3.700

04/14/27

48,836

20,000

Take-Two

Interactive

Software

Inc

5.400

06/12/29

20,321

30,000

Tapestry

Inc

4.125

07/15/27

29,206

140,000

(a)

Tapestry

Inc

3.050

03/15/32

118,245

75,000

Targa

Resources

Corp

6.150

03/01/29

78,305

100,000

Targa

Resources

Corp

6.500

03/30/34

107,277

80,000

Targa

Resources

Partners

LP

/

Targa

Resources

Partners

Finance

Corp

5.000

01/15/28

79,497

1,000

Target

Corp

3.375

04/15/29

956

120,000

Target

Corp

2.350

02/15/30

107,357

50,000

Target

Corp

4.500

09/15/34

48,418

72,000

Target

Corp

6.500

10/15/37

80,823

19,000

Target

Corp

3.900

11/15/47

15,363

50,000

TC

PipeLines

LP

3.900

05/25/27

48,760

50,000

TD

SYNNEX

Corp

6.100

04/12/34

51,693

40,000

Teledyne

Technologies

Inc

2.250

04/01/28

36,894

80,000

TELUS

Corp

3.700

09/15/27

77,656

10,000

TELUS

Corp

4.600

11/16/48

8,461

10,000

Texas

Eastern

Transmission

LP

7.000

07/15/32

11,079

70,000

Texas

Instruments

Inc

1.750

05/04/30

60,211

100,000

Texas

Instruments

Inc

1.900

09/15/31

84,607

100,000

Texas

Instruments

Inc

3.875

03/15/39

88,317

40,000

Texas

Instruments

Inc

4.150

05/15/48

33,898

90,000

Thermo

Fisher

Scientific

Inc

4.953

08/10/26

90,853

190,000

Thermo

Fisher

Scientific

Inc

2.800

10/15/41

137,760

50,000

Thomson

Reuters

Corp

3.350

05/15/26

48,998

10,000

Time

Warner

Cable

LLC

6.550

05/01/37

9,616

20,000

Time

Warner

Cable

LLC

7.300

07/01/38

20,376

170,000

Time

Warner

Cable

LLC

6.750

06/15/39

165,219

10,000

Time

Warner

Cable

LLC

5.500

09/01/41

8,421

30,000

Timken

Co/The

4.125

04/01/32

28,082

60,000

TJX

Cos

Inc/The

3.875

04/15/30

57,748

40,000

Toll

Brothers

Finance

Corp

4.875

11/15/25

39,984

100,000

Toyota

Motor

Corp

5.118

07/13/28

101,964

142,000

Toyota

Motor

Corp

2.760

07/02/29

131,834

50,000

Toyota

Motor

Credit

Corp

5.200

05/15/26

50,560

100,000

Toyota

Motor

Credit

Corp

1.125

06/18/26

94,875

110,000

Toyota

Motor

Credit

Corp

5.250

09/11/28

112,440

60,000

Toyota

Motor

Credit

Corp

4.650

01/05/29

60,123

50,000

Toyota

Motor

Credit

Corp

4.550

08/08/29

49,659

10,000

Toyota

Motor

Credit

Corp

2.150

02/13/30

8,807

50,000

Toyota

Motor

Credit

Corp

4.550

05/17/30

49,502

10,000

Trane

Technologies

Financing

Ltd

3.800

03/21/29

9,660

70,000

Trane

Technologies

Financing

Ltd

5.250

03/03/33

71,562

50,000

Trane

Technologies

Financing

Ltd

5.100

06/13/34

50,557

40,000

TransCanada

PipeLines

Ltd

4.100

04/15/30

38,272

60,000

Transcontinental

Gas

Pipe

Line

Co

LLC

7.850

02/01/26

61,714

Portfolio

of

Investments

October

31,

2024

(continued)

ESG

U.S.

Aggregate

Bond

ETF

(NUBD)

58

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

INDUSTRIAL

(continued)

$

80,000

Transcontinental

Gas

Pipe

Line

Co

LLC

3.250

%

05/15/30

$

73,086

80,000

Transcontinental

Gas

Pipe

Line

Co

LLC

3.950

05/15/50

61,618

30,000

Trimble

Inc

6.100

03/15/33

31,614

30,000

Triton

Container

International

Ltd

/

TAL

International

Container

Corp

3.250

03/15/32

25,486

150,000

TSMC

Arizona

Corp

4.250

04/22/32

145,719

39,000

TWDC

Enterprises

18

Corp

3.150

09/17/25

38,556

60,000

TWDC

Enterprises

18

Corp

2.950

06/15/27

57,731

20,000

TWDC

Enterprises

18

Corp

4.375

08/16/41

17,808

30,000

TWDC

Enterprises

18

Corp

4.125

12/01/41

25,741

10,000

TWDC

Enterprises

18

Corp

4.125

06/01/44

8,464

10,000

Tyco

Electronics

Group

SA

4.625

02/01/30

9,938

70,000

Tyco

Electronics

Group

SA

2.500

02/04/32

60,449

21,000

Unilever

Capital

Corp

2.000

07/28/26

20,184

40,000

Unilever

Capital

Corp

2.900

05/05/27

38,603

20,000

Unilever

Capital

Corp

2.125

09/06/29

17,878

150,000

Unilever

Capital

Corp

1.750

08/12/31

125,400

10,000

Unilever

Capital

Corp

5.000

12/08/33

10,122

10,000

Union

Pacific

Corp

2.150

02/05/27

9,523

50,000

Union

Pacific

Corp

4.500

01/20/33

48,947

20,000

Union

Pacific

Corp

3.375

02/01/35

17,563

20,000

Union

Pacific

Corp

3.600

09/15/37

17,155

498,000

Union

Pacific

Corp

3.550

08/15/39

413,953

30,000

Union

Pacific

Corp

3.875

02/01/55

23,444

10,000

Union

Pacific

Corp

3.950

08/15/59

7,708

80,000

United

Parcel

Service

Inc

4.450

04/01/30

79,379

190,000

United

Parcel

Service

Inc

5.200

04/01/40

188,988

10,000

United

Parcel

Service

Inc

3.750

11/15/47

7,798

20,000

United

Parcel

Service

Inc

5.300

04/01/50

19,838

60,000

United

Parcel

Service

Inc

5.500

05/22/54

61,207

80,000

(b)

US

LIQUIDSCO0

5.584

10/01/34

79,054

10,000

Valero

Energy

Corp

2.150

09/15/27

9,338

130,000

Valero

Energy

Corp

2.800

12/01/31

111,833

40,000

Valero

Energy

Corp

6.625

06/15/37

43,085

40,000

Valmont

Industries

Inc

5.250

10/01/54

36,874

30,000

VeriSign

Inc

4

.750

07/15/27

29,776

50,000

Verisk

Analytics

Inc

4.125

03/15/29

48,872

149,000

Verizon

Communications

Inc

4.016

12/03/29

143,326

90,000

Verizon

Communications

Inc

1.500

09/18/30

75,033

115,000

Verizon

Communications

Inc

2.550

03/21/31

99,830

605,000

Verizon

Communications

Inc

2.355

03/15/32

504,415

100,000

Verizon

Communications

Inc

5.050

05/09/33

100,088

30,000

(b)

Verizon

Communications

Inc

4.780

02/15/35

28,894

10,000

Verizon

Communications

Inc

4.272

01/15/36

9,142

10,000

Verizon

Communications

Inc

4.812

03/15/39

9,368

122,000

Verizon

Communications

Inc

2.850

09/03/41

86,810

20,000

Verizon

Communications

Inc

3.850

11/01/42

16,194

50,000

Verizon

Communications

Inc

5.500

03/16/47

50,354

80,000

Verizon

Communications

Inc

4.000

03/22/50

63,142

320,000

Verizon

Communications

Inc

3.875

03/01/52

245,639

20,000

Verizon

Communications

Inc

2.987

10/30/56

12,373

50,000

(a)

Visa

Inc

2.050

04/15/30

43,983

10,000

Visa

Inc

1.100

02/15/31

8,173

241,000

Visa

Inc

4.150

12/14/35

227,727

20,000

Visa

Inc

2.700

04/15/40

15,009

20,000

(a)

Visa

Inc

2.000

08/15/50

11,421

120,000

VMware

LLC

1.400

08/15/26

113,109

10,000

VMware

LLC

4.700

05/15/30

9,823

20,000

Vodafone

Group

PLC

6.250

11/30/32

21,613

155,000

Vodafone

Group

PLC

6.150

02/27/37

165,161

20,000

Vodafone

Group

PLC

4.875

06/19/49

17,653

60,000

Vodafone

Group

PLC

4.250

09/17/50

47,610

59

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

INDUSTRIAL

(continued)

$

50,000

Vodafone

Group

PLC

5.750

%

06/28/54

$

49,565

10,000

Vodafone

Group

PLC

5.750

02/10/63

9,637

10,000

Vodafone

Group

PLC

5.875

06/28/64

9,832

50,000

Vulcan

Materials

Co

3.900

04/01/27

49,257

10,000

Walt

Disney

Co/The

3.700

10/15/25

9,930

10,000

Walt

Disney

Co/The

3.800

03/22/30

9,601

50,000

Walt

Disney

Co/The

2.650

01/13/31

44,469

80,000

Walt

Disney

Co/The

6.400

12/15/35

88,702

50,000

Walt

Disney

Co/The

6.650

11/15/37

56,658

12,000

Walt

Disney

Co/The

4.750

09/15/44

11,088

60,000

Walt

Disney

Co/The

4

.950

10/15/45

56,661

310,000

Walt

Disney

Co/The

2.750

09/01/49

200,445

10,000

Walt

Disney

Co/The

3.600

01/13/51

7,559

1,000

Warnermedia

Holdings

Inc

3.788

03/15/25

994

11,000

Warnermedia

Holdings

Inc

5.391

03/15/62

8,228

110,000

Waste

Connections

Inc

2.200

01/15/32

91,826

50,000

Waste

Management

Inc

4.650

03/15/30

49,814

10,000

Waste

Management

Inc

1.500

03/15/31

8,249

120,000

Waste

Management

Inc

4.150

04/15/32

115,136

90,000

(a)

Waste

Management

Inc

4.875

02/15/34

89,646

110,000

Western

Midstream

Operating

LP

6.150

04/01/33

113,706

30,000

Western

Union

Co/The

6.200

11/17/36

30,782

60,000

Westinghouse

Air

Brake

Technologies

Corp

5.611

03/11/34

61,676

50,000

Westlake

Corp

5.000

08/15/46

44,739

20,000

Westlake

Corp

4.375

11/15/47

16,299

30,000

Weyerhaeuser

Co

4.000

04/15/30

28,722

20,000

Weyerhaeuser

Co

7.375

03/15/32

22,665

40,000

Weyerhaeuser

Co

3.375

03/09/33

35,427

100,000

(a)

Whirlpool

Corp

4.700

05/14/32

96,362

200,000

Williams

Cos

Inc/The

2.600

03/15/31

173,217

50,000

Williams

Cos

Inc/The

5

.150

03/15/34

49,229

50,000

Williams

Cos

Inc/The

5.800

11/15/54

50,203

70,000

Workday

Inc

3.700

04/01/29

67,130

90,000

WRKCo

Inc

4.000

03/15/28

87,482

10,000

WRKCo

Inc

3.000

06/15/33

8,484

50,000

WW

Grainger

Inc

4.450

09/15/34

48,495

10,000

WW

Grainger

Inc

4.600

06/15/45

9,128

50,000

Xilinx

Inc

2.375

06/01/30

44,281

31,000

Xylem

Inc/NY

2.250

01/30/31

26,789

60,000

Zimmer

Biomet

Holdings

Inc

2.600

11/24/31

51,492

20,000

Zoetis

Inc

4.500

11/13/25

19,947

10,000

Zoetis

Inc

5.400

11/14/25

10,064

126,000

Zoetis

Inc

3.900

08/20/28

122,769

9,000

Zoetis

Inc

2.000

05/15/30

7,768

20,000

Zoetis

Inc

5.600

11/16/32

20,791

TOTAL

INDUSTRIAL

58,699,156

UTILITY

-

2.4%

62,000

AEP

Texas

Inc

4.150

05/01/49

48,196

20,000

AEP

Texas

Inc

3.450

01/15/50

13,811

30,000

Algonquin

Power

&

Utilities

Corp

5.365

06/15/26

30,167

75,000

Ameren

Corp

5.000

01/15/29

75,381

40,000

American

Electric

Power

Co

Inc

5.750

11/01/27

41,188

80,000

American

Electric

Power

Co

Inc

5.200

01/15/29

81,004

120,000

American

Water

Capital

Corp

2.800

05/01/30

108,457

110,000

American

Water

Capital

Corp

2.300

06/01/31

94,258

20,000

American

Water

Capital

Corp

3.750

09/01/47

15,390

20,000

American

Water

Capital

Corp

4.200

09/01/48

16,645

50,000

American

Water

Capital

Corp

5

.450

03/01/54

49,751

160,000

Appalachian

Power

Co

4.400

05/15/44

133,441

10,000

Appalachian

Power

Co

3.700

05/01/50

7,290

40,000

Atmos

Energy

Corp

2.625

09/15/29

36,600

100,000

Atmos

Energy

Corp

5.900

11/15/33

106,421

Portfolio

of

Investments

October

31,

2024

(continued)

ESG

U.S.

Aggregate

Bond

ETF

(NUBD)

60

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITY

(continued)

$

20,000

Atmos

Energy

Corp

4.125

%

10/15/44

$

16,838

100,000

Atmos

Energy

Corp

2.850

02/15/52

63,935

10,000

Avista

Corp

4.350

06/01/48

8,446

70,000

Avista

Corp

4.000

04/01/52

54,816

120,000

Berkshire

Hathaway

Energy

Co

3.700

07/15/30

113,950

40,000

Berkshire

Hathaway

Energy

Co

5.150

11/15/43

38,947

170,000

Berkshire

Hathaway

Energy

Co

3.800

07/15/48

130,194

100,000

Berkshire

Hathaway

Energy

Co

4.600

05/01/53

85,936

40,000

Black

Hills

Corp

3.950

01/15/26

39,536

50,000

Black

Hills

Corp

5.950

03/15/28

51,620

10,000

CenterPoint

Energy

Houston

Electric

LLC

5.200

10/01/28

10,189

100,000

CenterPoint

Energy

Houston

Electric

LLC

3.000

03/01/32

87,756

50,000

CenterPoint

Energy

Houston

Electric

LLC

5.150

03/01/34

50,232

10,000

CenterPoint

Energy

Houston

Electric

LLC

3.550

08/01/42

7,862

110,000

CenterPoint

Energy

Inc

1.450

06/01/26

104,437

100,000

CenterPoint

Energy

Resources

Corp

4.100

09/01/47

79,783

120,000

Cleveland

Electric

Illuminating

Co/The

5.950

12/15/36

122,997

121,000

Commonwealth

Edison

Co

6.450

01/15/38

133,793

110,000

Commonwealth

Edison

Co

2.750

09/01/51

68,772

120,000

Connecticut

Light

and

Power

Co/The

2.050

07/01/31

101,129

50,000

Consolidated

Edison

Co

of

New

York

Inc

2.400

06/15/31

43,474

10,000

Consolidated

Edison

Co

of

New

York

Inc

5.200

03/01/33

10,189

124,000

Consolidated

Edison

Co

of

New

York

Inc

5.500

12/01/39

125,284

162,000

Consolidated

Edison

Co

of

New

York

Inc

4.650

12/01/48

144,142

30,000

Consolidated

Edison

Co

of

New

York

Inc

3.950

04/01/50

24,490

70,000

Consolidated

Edison

Co

of

New

York

Inc

4.300

12/01/56

57,821

20,000

Consolidated

Edison

Co

of

New

York

Inc

4.500

05/15/58

16,802

10,000

Consolidated

Edison

Co

of

New

York

Inc

3.700

11/15/59

7,248

41,000

Consolidated

Edison

Co

of

New

York

Inc

3.000

12/01/60

25,122

10,000

Consumers

Energy

Co

3.800

11/15/28

9,691

100,000

Consumers

Energy

Co

4.900

02/15/29

101,034

100,000

Consumers

Energy

Co

3.500

08/01/51

76,881

136,000

DTE

Energy

Co

2.950

03/01/30

122,790

10,000

Duke

Energy

Florida

LLC

3.200

01/15/27

9,730

142,000

Duke

Energy

Florida

LLC

2.400

12/15/31

120,848

10,000

Duke

Energy

Florida

LLC

5.875

11/15/33

10,595

67,000

Duke

Energy

Florida

LLC

6.350

09/15/37

72,968

170,000

Duke

Energy

Florida

LLC

5.950

11/15/52

179,485

20,000

Duke

Energy

Indiana

LLC

3.250

10/01/49

13,976

10,000

Edison

International

5.750

06/15/27

10,206

50,000

Edison

International

5.450

06/15/29

50,843

92,000

Emera

US

Finance

LP

4.750

06/15/46

77,899

60,000

Entergy

Arkansas

LLC

5.150

01/15/33

60,779

50,000

Entergy

Louisiana

LLC

5.700

03/15/54

51,197

10,000

Entergy

Texas

Inc

3.550

09/30/49

7,312

110,000

Essential

Utilities

Inc

2.400

05/01/31

94,865

20,000

Essential

Utilities

Inc

5.375

01/15/34

20,137

20,000

Essential

Utilities

Inc

3.351

04/15/50

13,881

100,000

Evergy

Metro

Inc

4.950

04/15/33

98,816

12,000

Eversource

Energy

1.650

08/15/30

9,999

50,000

Eversource

Energy

5.850

04/15/31

51,826

40,000

Eversource

Energy

5

.500

01/01/34

40,281

120,000

Exelon

Corp

2.750

03/15/27

114,854

10,000

Exelon

Corp

4.050

04/15/30

9,597

60,000

Exelon

Corp

4.950

06/15/35

58,037

90,000

Exelon

Corp

4.450

04/15/46

76,733

20,000

Exelon

Corp

4.700

04/15/50

17,611

50,000

Georgia

Power

Co

5.250

03/15/34

50,788

50,000

Idaho

Power

Co

5.800

04/01/54

51,546

48,000

Interstate

Power

and

Light

Co

3.600

04/01/29

45,736

70,000

IPALCO

Enterprises

Inc

4.250

05/01/30

66,204

50,000

MidAmerican

Energy

Co

5.750

11/01/35

52,818

61

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITY

(continued)

$

40,000

MidAmerican

Energy

Co

3.150

%

04/15/50

$

28,029

70,000

National

Grid

PLC

5.418

01/11/34

70,751

110,000

National

Rural

Utilities

Cooperative

Finance

Corp

5.000

02/07/31

111,451

100,000

National

Rural

Utilities

Cooperative

Finance

Corp

2.750

04/15/32

86,924

100,000

National

Rural

Utilities

Cooperative

Finance

Corp

5.000

08/15/34

98,954

70,000

National

Rural

Utilities

Cooperative

Finance

Corp

4.300

03/15/49

58,670

10,000

NiSource

Inc

3.490

05/15/27

9,733

10,000

NiSource

Inc

2.950

09/01/29

9,187

161,000

NiSource

Inc

3.600

05/01/30

150,656

30,000

NiSource

Inc

1.700

02/15/31

24,791

50,000

NiSource

Inc

5.350

04/01/34

50,155

20,000

NiSource

Inc

4.800

02/15/44

18,045

50,000

NiSource

Inc

4.375

05/15/47

42,225

50,000

Northern

States

Power

Co/MN

5

.400

03/15/54

50,371

50,000

NSTAR

Electric

Co

3.200

05/15/27

48,416

110,000

NSTAR

Electric

Co

3.950

04/01/30

106,214

62,000

NSTAR

Electric

Co

5.500

03/15/40

62,280

50,000

OGE

Energy

Corp

5.450

05/15/29

51,014

100,000

Oklahoma

Gas

and

Electric

Co

4.150

04/01/47

81,332

20,000

Oncor

Electric

Delivery

Co

LLC

2.750

05/15/30

18,077

77,000

Oncor

Electric

Delivery

Co

LLC

7.500

09/01/38

93,368

170,000

Oncor

Electric

Delivery

Co

LLC

4.950

09/15/52

158,656

50,000

ONE

Gas

Inc

5.100

04/01/29

50,801

30,000

ONE

Gas

Inc

4.250

09/01/32

28,847

40,000

ONE

Gas

Inc

4.500

11/01/48

34,569

90,000

PacifiCorp

2.700

09/15/30

79,562

10,000

PacifiCorp

5.250

06/15/35

9,937

10,000

PacifiCorp

6.000

01/15/39

10,336

110,000

PacifiCorp

5.800

01/15/55

110,032

40,000

PECO

Energy

Co

4.900

06/15/33

39,921

180,000

PECO

Energy

Co

4.600

05/15/52

160,124

60,000

Piedmont

Natural

Gas

Co

Inc

2.500

03/15/31

51,604

76,000

Potomac

Electric

Power

Co

6.500

11/15/37

85,065

50,000

PPL

Capital

Funding

Inc

3.100

05/15/26

48,726

50,000

PPL

Capital

Funding

Inc

5.250

09/01/34

49,603

50,000

PPL

Electric

Utilities

Corp

4.850

02/15/34

49,516

60,000

PPL

Electric

Utilities

Corp

4.150

10/01/45

50,586

18,000

Public

Service

Co

of

Colorado

6.500

08/01/38

19,899

150,000

Public

Service

Co

of

Colorado

4.100

06/15/48

122,291

50,000

Public

Service

Co

of

New

Hampshire

2.200

06/15/31

42,347

20,000

Public

Service

Co

of

Oklahoma

2.200

08/15/31

16,700

10,000

Public

Service

Electric

and

Gas

Co

2.250

09/15/26

9,608

70,000

Public

Service

Electric

and

Gas

Co

1.900

08/15/31

58,214

140,000

Public

Service

Electric

and

Gas

Co

5.800

05/01/37

147,725

20,000

Public

Service

Electric

and

Gas

Co

2.050

08/01/50

11,228

50,000

Public

Service

Electric

and

Gas

Co

5.450

03/01/54

50,765

100,000

Puget

Energy

Inc

4.224

03/15/32

91,686

30,000

Puget

Sound

Energy

Inc

5.638

04/15/41

30,372

100,000

San

Diego

Gas

&

Electric

Co

3.000

03/15/32

88,698

43,000

San

Diego

Gas

&

Electric

Co

4.150

05/15/48

35,267

10,000

San

Diego

Gas

&

Electric

Co

4.100

06/15/49

8,087

30,000

Sempra

5.500

08/01/33

30,614

134,000

Sempra

6.000

10/15/39

137,408

40,000

Sempra

4.000

02/01/48

31,284

220,000

Southern

California

Edison

Co

4.700

06/01/27

220,332

50,000

Southern

California

Edison

Co

5.200

06/01/34

50,146

20,000

Southern

California

Edison

Co

4.500

09/01/40

17,920

50,000

Southern

California

Edison

Co

3.600

02/01/45

37,785

90,000

Southern

California

Edison

Co

4.875

03/01/49

82,301

10,000

Southern

California

Edison

Co

3.650

02/01/50

7,448

200,000

Southern

California

Edison

Co

5.450

06/01/52

196,428

10,000

Southern

California

Gas

Co

2.600

06/15/26

9,696

Portfolio

of

Investments

October

31,

2024

(continued)

ESG

U.S.

Aggregate

Bond

ETF

(NUBD)

62

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITY

(continued)

$

40,000

Southern

California

Gas

Co

2.550

%

02/01/30

$

35,915

40,000

Southern

California

Gas

Co

4.300

01/15/49

33,681

140,000

Southern

California

Gas

Co

5.750

06/01/53

144,324

60,000

Southern

Co/The

5.200

06/15/33

60,247

20,000

Southwest

Gas

Corp

5.800

12/01/27

20,514

10,000

Southwest

Gas

Corp

3.700

04/01/28

9,599

40,000

Southwest

Gas

Corp

2.200

06/15/30

34,393

20,000

Southwest

Gas

Corp

3.800

09/29/46

15,127

60,000

Southwestern

Electric

Power

Co

1.650

03/15/26

57,533

300,000

Southwestern

Electric

Power

Co

3.250

11/01/51

199,499

126,000

Southwestern

Public

Service

Co

4.500

08/15/41

111,331

23,000

Southwestern

Public

Service

Co

4.400

11/15/48

19,098

10,000

Southwestern

Public

Service

Co

3.150

05/01/50

6,665

30,000

Spire

Missouri

Inc

4.800

02/15/33

29,687

50,000

Tampa

Electric

Co

5.000

07/15/52

45,897

40,000

Tucson

Electric

Power

Co

3.250

05/15/32

35,576

50,000

Tucson

Electric

Power

Co

3.250

05/01/51

33,779

25,000

Union

Electric

Co

5.450

03/15/53

24,995

50,000

Union

Electric

Co

5.250

01/15/54

48,722

30,000

Washington

Gas

Light

Co

3.796

09/15/46

23,476

10,000

WEC

Energy

Group

Inc

5.000

09/27/25

10,009

100,000

WEC

Energy

Group

Inc

5.600

09/12/26

101,579

100,000

WEC

Energy

Group

Inc

2.200

12/15/28

90,578

20,000

Wisconsin

Power

and

Light

Co

1.950

09/16/31

16,454

50,000

Wisconsin

Power

and

Light

Co

4.950

04/01/33

49,714

68,000

Wisconsin

Public

Service

Corp

3.671

12/01/42

53,824

TOTAL

UTILITY

9,688,696

TOTAL

CORPORATE

DEBT

(Cost

$108,694,975)

102,185,378

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

GOVERNMENT

RELATED

-

4.4%

GOVERNMENT

AGENCY

-

1.4%

20,000

Equinor

ASA

3.000

04/06/27

19,382

10,000

Equinor

ASA

3.625

09/10/28

9,702

157,000

Equinor

ASA

3.125

04/06/30

145,543

30,000

Equinor

ASA

5.100

08/17/40

29,628

20,000

Equinor

ASA

4.250

11/23/41

17,791

62,000

Equinor

ASA

3.950

05/15/43

52,344

30,000

Equinor

ASA

3.250

11/18/49

21,477

30,000

Equinor

ASA

3.700

04/06/50

23,326

100,000

Export

Development

Canada

3.375

08/26/25

99,133

180,000

Export

Development

Canada

4.375

06/29/26

180,115

25,000

Export

Development

Canada

3.875

02/14/28

24,738

170,000

Export

Development

Canada

4.125

02/13/29

169,315

70,000

Federal

National

Mortgage

Association

1.625

01/07/25

69,619

200,000

Federal

National

Mortgage

Association

0.500

06/17/25

195,204

15,000

Federal

National

Mortgage

Association

2.125

04/24/26

14,561

310,000

Federal

National

Mortgage

Association

1.875

09/24/26

297,298

10,000

Federal

National

Mortgage

Association

7.250

05/15/30

11,502

379,000

Federal

National

Mortgage

Association

5.625

07/15/37

416,215

30,000

(a)

Industrial

&

Commercial

Bank

of

China

Ltd/New

York

NY

3.538

11/08/27

29,160

10,000

Israel

Government

AID

Bond

5.500

09/18/33

10,657

99,000

Japan

Bank

for

International

Cooperation

2.500

05/28/25

97,811

90,000

Japan

International

Cooperation

Agency

2.750

04/27/27

86,305

100,000

Japan

International

Cooperation

Agency

4.000

05/23/28

98,575

40,000

Korea

Development

Bank/The

1.375

04/25/27

37,156

180,000

Korea

Development

Bank/The

4.375

02/15/28

178,823

200,000

Korea

Development

Bank/The

5.375

10/23/28

205,871

744,000

Kreditanstalt

fuer

Wiederaufbau

2.500

11/20/24

743,089

79,000

Kreditanstalt

fuer

Wiederaufbau

0.375

07/18/25

76,768

63

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

GOVERNMENT

AGENCY

(continued)

$

15,000

Kreditanstalt

fuer

Wiederaufbau

5.125

%

09/29/25

$

15,096

130,000

Kreditanstalt

fuer

Wiederaufbau

5.000

03/16/26

131,188

15,000

Kreditanstalt

fuer

Wiederaufbau

3.625

04/01/26

14,863

100,000

Kreditanstalt

fuer

Wiederaufbau

4.625

08/07/26

100,682

442,000

Kreditanstalt

fuer

Wiederaufbau

3

.000

05/20/27

429,331

60,000

Kreditanstalt

fuer

Wiederaufbau

3.500

08/27/27

58,934

100,000

Kreditanstalt

fuer

Wiederaufbau

4.750

10/29/30

102,595

110,000

Kreditanstalt

fuer

Wiederaufbau

4.125

07/15/33

108,409

195,000

Kreditanstalt

fuer

Wiederaufbau

4.375

02/28/34

195,431

40,000

Landwirtschaftliche

Rentenbank

0.500

05/27/25

39,091

110,000

Landwirtschaftliche

Rentenbank

3.875

09/28/27

109,031

100,000

Landwirtschaftliche

Rentenbank

4.625

04/17/29

101,560

100,000

Landwirtschaftliche

Rentenbank

5.000

10/24/33

104,441

160,000

Oesterreichische

Kontrollbank

AG

2.875

05/23/25

158,506

60,000

Oesterreichische

Kontrollbank

AG

4

.750

05/21/27

60,729

80,000

Oesterreichische

Kontrollbank

AG

4.125

01/18/29

79,602

60,000

Oesterreichische

Kontrollbank

AG

3.750

09/05/29

58,727

260,000

Svensk

Exportkredit

AB

4.625

11/28/25

260,127

200,000

Svensk

Exportkredit

AB

3.750

09/13/27

197,284

TOTAL

GOVERNMENT

AGENCY

5,686,735

MUNICIPAL

BONDS

-

0.8%

250,000

Province

of

Alberta

Canada

1.000

05/20/25

245,104

160,000

Province

of

Alberta

Canada

3.300

03/15/28

154,883

50,000

Province

of

Alberta

Canada

4.500

06/26/29

50,262

40,000

Province

of

Alberta

Canada

1.300

07/22/30

33,672

50,000

Province

of

Alberta

Canada

4.500

01/24/34

49,347

150,000

Province

of

British

Columbia

Canada

2.250

06/02/26

145,143

110,000

Province

of

British

Columbia

Canada

0.900

07/20/26

103,755

85,000

Province

of

British

Columbia

Canada

4.200

07/06/33

82,454

100,000

Province

of

British

Columbia

Canada

4.750

06/12/34

100,701

100,000

Province

of

Manitoba

Canada

1.500

10/25/28

89,750

100,000

Province

of

Manitoba

Canada

4.300

07/27/33

97,294

80,000

Province

of

New

Brunswick

Canada

3.625

02/24/28

77,808

300,000

Province

of

Ontario

Canada

2.500

04/27/26

291,761

260,000

Province

of

Ontario

Canada

3.100

05/19/27

252,417

23,000

Province

of

Ontario

Canada

1.050

05/21/27

21,203

150,000

Province

of

Ontario

Canada

4.200

01/18/29

149,046

100,000

Province

of

Ontario

Canada

3.700

09/17/29

97,074

150,000

Province

of

Ontario

Canada

1.800

10/14/31

126,015

100,000

Province

of

Ontario

Canada

2.125

01/21/32

85,342

180,000

Province

of

Quebec

Canada

1.500

02/11/25

178,370

120,000

Province

of

Quebec

Canada

0.600

07/23/25

116,680

305,000

Province

of

Quebec

Canada

2.500

04/20/26

296,799

70,000

Province

of

Quebec

Canada

2.750

04/12/27

67,476

140,000

Province

of

Quebec

Canada

4.500

04/03/29

140,700

100,000

Province

of

Quebec

Canada

4.500

09/08/33

99,003

50,000

Province

of

Quebec

Canada

4.250

09/05/34

48,375

TOTAL

MUNICIPAL

BONDS

3,200,434

SOVEREIGN

DEBT

-

2.2%

15,000

African

Development

Bank

0.875

03/23/26

14,290

110,000

African

Development

Bank

0.875

07/22/26

103,798

100,000

African

Development

Bank

3.500

09/18/29

96,847

60,000

Asian

Development

Bank

2.000

04/24/26

58,018

100,000

Asian

Development

Bank

4.875

05/21/26

100,892

250,000

Asian

Development

Bank

1.500

01/20/27

235,882

120,000

Asian

Development

Bank

4.500

08/25/28

121,302

100,000

Asian

Development

Bank

4.375

03/06/29

100,671

100,000

Asian

Development

Bank

1.875

03/15/29

90,853

100,000

Asian

Development

Bank

3.625

08/28/29

97,576

100,000

Asian

Development

Bank

3.125

04/27/32

92,494

110,000

Asian

Development

Bank

4.125

01/12/34

108,168

210,000

Canada

Government

International

Bond

3.750

04/26/28

207,139

Portfolio

of

Investments

October

31,

2024

(continued)

ESG

U.S.

Aggregate

Bond

ETF

(NUBD)

64

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SOVEREIGN

DEBT

(continued)

$

80,000

Chile

Government

International

Bond

3.125

%

01/21/26

$

78,251

30,000

Chile

Government

International

Bond

3.240

02/06/28

28,612

160,000

Chile

Government

International

Bond

2.450

01/31/31

139,173

90,000

Chile

Government

International

Bond

4.950

01/05/36

87,821

260,000

Chile

Government

International

Bond

3.250

09/21/71

161,654

50,000

Council

Of

Europe

Development

Bank

0.875

09/22/26

46,947

100,000

Council

Of

Europe

Development

Bank

4.625

06/11/27

101,058

100,000

European

Bank

for

Reconstruction

&

Development

4.375

03/09/28

100,539

70,000

European

Bank

for

Reconstruction

&

Development

4.250

03/13/34

69,321

100,000

European

Investment

Bank

0.750

10/26/26

93,478

312,000

European

Investment

Bank

1.375

03/15/27

292,535

100,000

European

Investment

Bank

4.500

10/16/28

101,211

225,000

European

Investment

Bank

4.000

02/15/29

223,280

100,000

European

Investment

Bank

4.750

06/15/29

102,318

30,000

European

Investment

Bank

3.750

11/15/29

29,393

170,000

European

Investment

Bank

3.625

07/15/30

164,812

100,000

European

Investment

Bank

4.375

10/10/31

100,197

85,000

European

Investment

Bank

4.125

02/13/34

83,610

84,000

Hungary

Government

International

Bond

7.625

03/29/41

95,962

190,000

Indonesia

Government

International

Bond

4.550

01/11/28

189,300

70,000

Indonesia

Government

International

Bond

4.850

01/11/33

69,260

280,000

Indonesia

Government

International

Bond

5.650

01/11/53

289,450

100,000

Inter-American

Development

Bank

4.500

05/15/26

100,292

100,000

Inter-American

Development

Bank

1.500

01/13/27

94,347

90,000

Inter-American

Development

Bank

4.375

02/01/27

90,257

120,000

Inter-American

Development

Bank

4.000

01/12/28

119,297

110,000

Inter-American

Development

Bank

1.125

07/20/28

98,506

240,000

Inter-American

Development

Bank

3.875

10/28/41

215,551

60,000

International

Bank

for

Reconstruction

&

Development

3.125

11/20/25

59,169

630,000

International

Bank

for

Reconstruction

&

Development

2.500

11/22/27

600,000

100,000

International

Bank

for

Reconstruction

&

Development

4.625

08/01/28

101,529

92,000

International

Bank

for

Reconstruction

&

Development

4.000

07/25/30

90,820

95,000

International

Bank

for

Reconstruction

&

Development

4.000

01/10/31

93,715

100,000

International

Bank

for

Reconstruction

&

Development

4.500

04/10/31

101,232

100,000

International

Bank

for

Reconstruction

&

Development

1.625

11/03/31

84,159

112,000

International

Bank

for

Reconstruction

&

Development

2.500

03/29/32

99,987

100,000

International

Bank

for

Reconstruction

&

Development

4.750

11/14/33

102,950

45,000

International

Bank

for

Reconstruction

&

Development

3.875

08/28/34

43,266

50,000

International

Finance

Corp

2.126

04/07/26

48,471

35,000

(a)

International

Finance

Corp

4.375

01/15/27

35,083

180,000

(a)

Israel

Government

International

Bond

2.750

07/03/30

155,335

280,000

Israel

Government

International

Bond

3.875

07/03/50

196,399

30,000

(a)

Korea

International

Bond

2.750

01/19/27

29,043

30,000

Korea

International

Bond

2.500

06/19/29

27,636

70,000

Korea

International

Bond

1.000

09/16/30

57,670

70,000

Korea

International

Bond

1.750

10/15/31

58,661

200,000

Nordic

Investment

Bank

5.000

10/15/25

200,822

40,000

Panama

Government

International

Bond

3.160

01/23/30

34,429

80,000

Panama

Government

International

Bond

6.875

01/31/36

78,726

200,000

Panama

Government

International

Bond

8.000

03/01/38

210,712

250,000

Panama

Government

International

Bond

4.500

05/15/47

172,037

90,000

Panama

Government

International

Bond

4.500

04/16/50

59,676

220,000

Peruvian

Government

International

Bond

4.125

08/25/27

215,331

65,000

Peruvian

Government

International

Bond

3.000

01/15/34

53,410

85,000

Peruvian

Government

International

Bond

5.375

02/08/35

83,626

96,000

Peruvian

Government

International

Bond

5.625

11/18/50

93,482

20,000

Peruvian

Government

International

Bond

3.550

03/10/51

14,095

120,000

Republic

of

Italy

Government

International

Bond

1.250

02/17/26

114,736

140,000

Republic

of

Italy

Government

International

Bond

2.875

10/17/29

127,547

200,000

Republic

of

Poland

Government

International

Bond

4.875

10/04/33

196,850

195,000

Republic

of

Poland

Government

International

Bond

5.125

09/18/34

193,040

15,000

Uruguay

Government

International

Bond

4.375

01/23/31

14,718

65

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SOVEREIGN

DEBT

(continued)

$

113,000

Uruguay

Government

International

Bond

5.750

%

10/28/34

$

119,312

200,000

Uruguay

Government

International

Bond

4.125

11/20/45

174,331

TOTAL

SOVEREIGN

DEBT

8,936,367

TOTAL

GOVERNMENT

RELATED

(Cost

$18,694,774)

17,823,536

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SECURITIZED

-

26.0%

150,000

American

Express

Credit

Account

Master

Trust

5.230

09/15/28

151,981

50,000

AmeriCredit

Automobile

Receivables

Trust

2021-2

1.010

01/19/27

48,615

50,000

BA

Credit

Card

Trust

4.980

11/15/28

50,508

200,000

Bank

2019-BNK19

2.926

08/15/61

180,918

100,000

BANK

2021-BNK34

1.935

06/15/63

94,793

100,000

BANK

2021-BNK35

2.067

06/15/64

89,482

55,000

BANK

2024-BNK48

5.053

09/15/34

54,753

43,281

BANK5

6.500

12/15/56

45,328

45,000

BANK5

2024-5YR9

5.614

08/15/57

46,076

50,000

BANK5

Trust

2024-5YR6

6.225

05/15/57

52,222

500,000

BBCMS

Mortgage

Trust

2020-C6

2.690

02/15/53

479,899

100,000

BBCMS

Mortgage

Trust

2023-C21

6.000

09/15/56

106,391

100,000

BBCMS

Mortgage

Trust

2023-C22

6.804

11/15/56

112,215

100,000

BBCMS

Mortgage

Trust

2024-C26

5.829

05/15/57

105,670

200,000

Benchmark

2021-B24

Mortgage

Trust

2.264

03/15/54

172,869

100,000

Benchmark

2021-B28

Mortgage

Trust

2.073

08/15/54

88,809

40,000

Benchmark

2024-V10

Mortgage

Trust

5.277

09/15/57

40,303

100,000

Benchmark

Mortgage

Trust

2.703

07/15/54

69,256

90,000

BMARK

2023-V4

6.841

11/15/56

95,455

50,000

BMO

2024-5C7

Mortgage

Trust

5.566

11/15/57

51,054

35,000

BMO

2024-C10

Mortgage

Trust

5.478

11/15/57

35,966

90,000

BMO

2024-C8

Mortgage

Trust

5.598

03/15/57

93,267

100,000

BMO

Mortgage

Trust

7.118

08/15/56

106,332

100,000

Capital

One

Multi-Asset

Execution

Trust

3.490

05/15/27

99,357

50,000

Capital

One

Multi-Asset

Execution

Trust

3.920

09/17/29

49,297

100,000

CarMax

Auto

Owner

Trust

1.700

08/16/27

96,160

50,000

CarMax

Auto

Owner

Trust

4.640

04/15/30

50,074

50,000

Carvana

Auto

Receivables

Trust

4.310

09/10/30

49,121

43,660

(b)

Carvana

Auto

Receivables

Trust

2022-N1

4.130

12/11/28

43,107

100,000

Citibank

Credit

Card

Issuance

Trust

5.230

12/08/27

100,684

180,000

Citigroup

Commercial

Mortgage

Trust

2016-C1

3.209

05/10/49

175,341

100,000

CNH

Equipment

Trust

5.600

02/15/29

101,624

50,000

CNH

Equipment

Trust

4.120

03/15/32

48,973

500,000

COMM

2015-LC19

Mortgage

Trust

3.183

02/10/48

498,215

50,000

Exeter

Automobile

Receivables

Trust

5.290

08/15/30

50,266

246,832

Fannie

Mae

FN

MA4547

2.000

02/01/52

195,901

171,562

Fannie

Mae

Pool

FN

MA2941

3.500

03/01/32

166,926

54,118

Fannie

Mae

Pool

FN

MA3392

3.500

06/01/33

52,448

113,724

Fannie

Mae

Pool

FN

MA3490

4.000

10/01/33

111,801

44,477

Fannie

Mae

Pool

FN

MA3828

3.000

11/01/34

41,988

89,696

Fannie

Mae

Pool

FN

MA3865

3.000

12/01/34

84,566

106,059

Fannie

Mae

Pool

FN

MA3957

3.500

03/01/35

101,533

495,550

Fannie

Mae

Pool

FN

MA4074

2.000

07/01/35

444,781

766,914

Fannie

Mae

Pool

FN

MA4123

2.000

09/01/35

688,334

430,314

Fannie

Mae

Pool

FN

MA4180

2.500

11/01/35

393,258

334,455

Fannie

Mae

Pool

FN

MA4228

1.500

01/01/36

291,339

442,441

Fannie

Mae

Pool

FN

MA4278

1.500

03/01/36

385,379

501,489

Fannie

Mae

Pool

FN

MA4298

2.500

03/01/36

459,970

131,219

Fannie

Mae

Pool

FN

MA4302

1.500

04/01/36

114,217

56,599

Fannie

Mae

Pool

FN

MA4316

2.500

04/01/36

51,806

145,443

Fannie

Mae

Pool

FN

MA4330

2.500

05/01/36

133,040

271,858

Fannie

Mae

Pool

FN

MA4359

1.500

06/01/36

236,280

60,269

Fannie

Mae

Pool

FN

MA4361

2.500

06/01/36

55,165

Portfolio

of

Investments

October

31,

2024

(continued)

ESG

U.S.

Aggregate

Bond

ETF

(NUBD)

66

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SECURITIZED

(continued)

$

538,583

Fannie

Mae

Pool

FN

MA4383

2.000

%

07/01/36

$

481,362

138,777

Fannie

Mae

Pool

FN

MA4402

1.500

08/01/36

120,791

253,625

Fannie

Mae

Pool

FN

MA4516

2.000

01/01/37

226,200

207,911

Fannie

Mae

Pool

FN

MA4535

1.500

02/01/37

180,044

1,003,921

Fannie

Mae

Pool

FN

MA4536

2.000

02/01/37

895,297

304,797

Fannie

Mae

Pool

FN

MA4566

1.500

03/01/37

264,124

198,055

Fannie

Mae

Pool

FN

MA4602

2.000

05/01/37

176,376

91,423

Fannie

Mae

Pool

FN

MA4604

3.000

05/01/37

85,393

272,711

Fannie

Mae

Pool

FN

MA4629

3.000

06/01/37

254,722

83,452

Fannie

Mae

Pool

FN

MA5042

4.500

06/01/38

81,962

101,736

Fannie

Mae

Pool

FN

MA3890

3.000

01/01/40

92,721

665,106

Fannie

Mae

Pool

FN

MA4268

2.000

02/01/41

561,604

112,076

Fannie

Mae

Pool

FN

MA4310

1.500

04/01/41

91,698

510,103

Fannie

Mae

Pool

FN

MA4334

2.500

05/01/41

440,742

77,212

Fannie

Mae

Pool

FN

MA4364

2.000

06/01/41

65,028

71,326

Fannie

Mae

Pool

FN

MA4366

2.500

06/01/41

61,651

221,981

Fannie

Mae

Pool

FN

MA4387

2.000

07/01/41

187,363

294,567

Fannie

Mae

Pool

FN

MA4423

2.500

09/01/41

255,597

721,096

Fannie

Mae

Pool

FN

MA3143

3.000

09/01/47

633,665

423,639

Fannie

Mae

Pool

FN

MA3120

3.500

09/01/47

384,161

46,956

Fannie

Mae

Pool

FN

MA3182

3.500

11/01/47

42,580

154,057

Fannie

Mae

Pool

FN

MA3358

4.500

05/01/48

148,356

2,119,763

Fannie

Mae

Pool

FN

FM5665

3.500

08/01/48

1,927,278

88,324

Fannie

Mae

Pool

FN

MA3536

4.000

12/01/48

82,720

152,211

Fannie

Mae

Pool

FN

MA3574

3.500

01/01/49

138,019

1,414,643

Fannie

Mae

Pool

FN

FM5488

4.000

05/01/49

1,325,077

519,480

Fannie

Mae

Pool

FN

MA3692

3.500

07/01/49

470,579

886,684

Fannie

Mae

Pool

FN

MA3774

3.000

09/01/49

778,038

598,681

Fannie

Mae

Pool

FN

MA3905

3.000

01/01/50

525,322

274,267

Fannie

Mae

Pool

FN

MA3991

3.000

04/01/50

239,987

357,329

Fannie

Mae

Pool

FN

MA4019

2.500

05/01/50

298,621

628,468

Fannie

Mae

Pool

FN

MA4077

2.000

07/01/50

503,058

229,459

Fannie

Mae

Pool

FN

MA4078

2.500

07/01/50

192,162

340,053

Fannie

Mae

Pool

FN

MA4079

3.000

07/01/50

297,970

218,469

Fannie

Mae

Pool

FN

MA4097

3.000

08/01/50

191,432

341,307

Fannie

Mae

Pool

FN

MA4120

2.500

09/01/50

285,516

713,550

Fannie

Mae

Pool

FN

MA4158

2

.000

10/01/50

570,717

1,908,606

Fannie

Mae

Pool

FN

MA4182

2.000

11/01/50

1,526,855

238,919

Fannie

Mae

Pool

FN

MA4183

2.500

11/01/50

199,105

1,230,312

Fannie

Mae

Pool

FN

MA4208

2.000

12/01/50

984,037

785,784

Fannie

Mae

Pool

FN

MA4254

1.500

02/01/51

593,245

847,430

Fannie

Mae

Pool

FN

MA4255

2.000

02/01/51

677,136

321,590

Fannie

Mae

Pool

FN

MA4304

1.500

04/01/51

243,512

2,161,604

Fannie

Mae

Pool

FN

MA4305

2.000

04/01/51

1,724,929

73,584

Fannie

Mae

Pool

FN

MA4337

4.000

04/01/51

68,583

1,406,918

Fannie

Mae

Pool

FN

MA4325

2.000

05/01/51

1,118,798

285,360

Fannie

Mae

Pool

FN

MA4327

3.000

05/01/51

248,366

1,669,927

Fannie

Mae

Pool

FN

MA4355

2.000

06/01/51

1,332,119

239,591

Fannie

Mae

Pool

FN

MA4356

2.500

06/01/51

199,919

559,866

Fannie

Mae

Pool

FN

MA4357

3.000

06/01/51

486,057

168,023

Fannie

Mae

Pool

FN

MA4377

1.500

07/01/51

126,956

241,223

Fannie

Mae

Pool

FN

MA4378

2.000

07/01/51

192,196

426,177

Fannie

Mae

Pool

FN

MA4397

1.500

08/01/51

322,574

1,256,422

Fannie

Mae

Pool

FN

MA4398

2.000

08/01/51

999,248

1,514,556

Fannie

Mae

Pool

FN

MA4437

2.000

10/01/51

1,206,241

229,129

Fannie

Mae

Pool

FN

MA4438

2.500

10/01/51

190,535

299,006

Fannie

Mae

Pool

FN

MA4439

3.000

10/01/51

258,937

679,463

Fannie

Mae

Pool

FN

MA4465

2.000

11/01/51

540,906

1,364,684

Fannie

Mae

Pool

FN

MA4511

2.000

12/01/51

1,082,591

1,519,851

Fannie

Mae

Pool

FN

MA4492

2.000

12/01/51

1,208,023

6,638,354

Fannie

Mae

Pool

FN

MA4493

2.500

12/01/51

5,516,436

785,738

Fannie

Mae

Pool

FN

MA4512

2.500

01/01/52

651,916

67

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SECURITIZED

(continued)

$

427,988

Fannie

Mae

Pool

FN

MA4513

3.000

%

01/01/52

$

371,163

1,305,236

Fannie

Mae

Pool

FN

MA4549

3.000

02/01/52

1,126,779

1,277,934

Fannie

Mae

Pool

FN

MA4562

2.000

03/01/52

1,015,160

2,846,147

Fannie

Mae

Pool

FN

MA4563

2.500

03/01/52

2,362,389

312,696

Fannie

Mae

Pool

FN

MA4564

3.000

03/01/52

269,886

785,155

Fannie

Mae

Pool

FN

MA4565

3.500

03/01/52

704,018

353,952

Fannie

Mae

Pool

FN

MA4577

2.000

04/01/52

281,452

2,076,618

Fannie

Mae

Pool

FN

MA4578

2.500

04/01/52

1,723,650

425,474

Fannie

Mae

Pool

FN

MA4579

3.000

04/01/52

367,145

469,788

Fannie

Mae

Pool

FN

MA4600

3.500

05/01/52

420,361

580,425

Fannie

Mae

Pool

FN

MA4644

4.000

05/01/52

537,287

260,766

Fannie

Mae

Pool

FN

MA4625

3.500

06/01/52

233,383

831,010

Fannie

Mae

Pool

FN

MA4684

4.500

06/01/52

789,217

353,472

Fannie

Mae

Pool

FN

MA4686

5.000

06/01/52

344,220

527,088

Fannie

Mae

Pool

FN

MA4653

3.000

07/01/52

454,485

206,589

Fannie

Mae

Pool

FN

MA4654

3.500

07/01/52

184,894

516,298

Fannie

Mae

Pool

FN

MA4699

3.500

07/01/52

461,977

612,859

Fannie

Mae

Pool

FN

MA4700

4.000

07/01/52

566,419

304,882

Fannie

Mae

Pool

FN

MA4655

4

.000

07/01/52

281,950

513,989

Fannie

Mae

Pool

FN

MA4701

4.500

07/01/52

488,703

682,931

Fannie

Mae

Pool

FN

MA4656

4.500

07/01/52

649,064

329,433

Fannie

Mae

Pool

FN

MA4709

5.000

07/01/52

320,485

904,742

Fannie

Mae

Pool

FN

MA4737

5.000

08/01/52

881,062

890,249

Fannie

Mae

Pool

FN

MA4738

5.500

08/01/52

884,180

305,534

Fannie

Mae

Pool

FN

MA4731

3.500

09/01/52

273,370

351,696

Fannie

Mae

Pool

FN

MA4732

4.000

09/01/52

325,240

549,313

Fannie

Mae

Pool

FN

MA4781

3.000

10/01/52

473,613

452,330

Fannie

Mae

Pool

FN

MA4782

3.500

10/01/52

404,620

563,832

Fannie

Mae

Pool

FN

MA4783

4.000

10/01/52

521,222

532,513

Fannie

Mae

Pool

FN

MA4805

4

.500

11/01/52

506,106

336,539

Fannie

Mae

Pool

FN

MA4807

5.500

11/01/52

335,076

563,177

Fannie

Mae

Pool

FN

MA4847

6.000

11/01/52

567,758

216,671

Fannie

Mae

Pool

FN

MA4852

6.500

11/01/52

221,981

429,142

Fannie

Mae

Pool

FN

MA4842

5.500

12/01/52

426,117

882,827

Fannie

Mae

Pool

FN

MA4894

6.000

01/01/53

889,103

590,361

Fannie

Mae

Pool

FN

MA4895

6.500

01/01/53

603,093

410,421

Fannie

Mae

Pool

FN

MA5027

4.000

05/01/53

379,363

275,198

Fannie

Mae

Pool

FN

MA5008

4.500

05/01/53

261,437

370,072

Fannie

Mae

Pool

FN

MA5009

5.000

05/01/53

359,917

234,149

Fannie

Mae

Pool

FN

MA5012

6.500

05/01/53

239,548

188,903

Fannie

Mae

Pool

FN

MA5071

5

.000

07/01/53

183,690

784,166

Fannie

Mae

Pool

FN

MA5106

5.000

08/01/53

762,265

188,773

Fannie

Mae

Pool

FN

MA5108

6.000

08/01/53

190,003

1,288,609

Fannie

Mae

Pool

FN

MA5165

5.500

10/01/53

1,276,658

88,516

Fannie

Mae

Pool

FN

MA5166

6.000

10/01/53

89,093

257,423

Fannie

Mae

Pool

FN

MA5190

5.500

11/01/53

255,112

181,249

Fannie

Mae

Pool

FN

MA5192

6.500

11/01/53

184,971

76,352

Fannie

Mae

Pool

FN

MA5193

7.000

11/01/53

79,342

820,091

Fannie

Mae

Pool

FN

MA5216

6.000

12/01/53

825,685

167,066

Fannie

Mae

Pool

FN

MA5217

6.500

12/01/53

170,497

221,849

Fannie

Mae

Pool

FN

MA5218

7.000

12/01/53

230,537

323,329

Fannie

Mae

Pool

FN

MA5263

4.000

01/01/54

298,829

182,155

Fannie

Mae

Pool

FN

MA5247

6.000

01/01/54

183,342

198,094

Fannie

Mae

Pool

FN

MA5271

5.500

02/01/54

196,254

162,834

Fannie

Mae

Pool

FN

MA5273

6.500

02/01/54

166,137

137,315

Fannie

Mae

Pool

FN

MA5295

6.000

03/01/54

138,210

77,922

Fannie

Mae

Pool

FN

MA5298

7.000

03/01/54

80,973

509,727

Fannie

Mae

Pool

FN

MA5326

4.500

04/01/54

484,092

218,966

Fannie

Mae

Pool

FN

MA5329

6.500

04/01/54

223,497

235,840

Fannie

Mae

Pool

FN

MA5342

7.000

04/01/54

245,076

392,832

Fannie

Mae

Pool

FN

MA5353

5.500

05/01/54

389,184

Portfolio

of

Investments

October

31,

2024

(continued)

ESG

U.S.

Aggregate

Bond

ETF

(NUBD)

68

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SECURITIZED

(continued)

$

149,628

Fannie

Mae

Pool

FN

MA5388

5.500

%

06/01/54

$

148,239

181,740

Fannie

Mae

Pool

FN

MA5390

6.500

06/01/54

185,482

645,970

Fannie

Mae

Pool

FN

MA5419

5.000

07/01/54

627,929

385,549

Fannie

Mae

Pool

FN

MA5421

6.000

07/01/54

388,061

491,872

Fannie

Mae

Pool

FN

MA5444

5.500

08/01/54

487,279

477,001

Fannie

Mae

Pool

FN

MA5445

6

.000

08/01/54

480,109

466,471

Fannie

Mae

Pool

FN

MA5446

6.500

08/01/54

476,266

488,030

Fannie

Mae

Pool

FN

MA5471

6.000

09/01/54

491,210

198,685

Fannie

Mae

Pool

FN

MA5499

6.500

10/01/54

202,766

179,792

Fannie

Mae-Aces

3.032

03/25/28

172,270

245,804

Fannie

Mae-Aces

3.355

07/25/28

237,347

50,000

Ford

Credit

Auto

Lease

Trust

4.990

12/15/27

50,359

27,811

Ford

Credit

Auto

Owner

Trust

2022-A

1.290

06/15/26

27,529

50,000

Ford

Credit

Auto

Owner

Trust

2024-A

5.010

09/15/29

50,575

773,429

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

2.862

05/25/26

755,105

96,136

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

0.861

06/25/27

91,880

62,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

1.760

03/25/28

56,817

100,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

1.770

05/25/28

91,100

100,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

4.819

06/25/28

100,696

100,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

4.650

08/25/28

100,169

100,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

4.800

09/25/28

100,616

100,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

5.355

01/25/29

102,776

35,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

5.400

01/25/29

36,027

100,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

5.180

03/25/29

102,101

282,477

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

2.701

04/25/29

271,095

50,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

4.618

07/25/29

50,010

92,220

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

1.101

08/25/30

81,946

100,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

4.400

10/25/30

98,763

94,671

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

1.353

11/25/30

85,179

50,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

5.203

02/25/31

51,380

100,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

1.647

05/25/31

83,422

100,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

4.963

05/25/31

101,609

200,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

4.456

08/25/31

197,608

100,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

4.500

08/25/33

98,636

95,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

5.150

12/25/33

97,995

50,000

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

4.489

09/25/34

49,084

97,621

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

2.007

07/25/35

80,501

670,708

Freddie

Mac

Pool

FR

SD3574

3.000

11/01/48

589,311

96,269

Freddie

Mac

Pool

FR

SD8071

4.500

06/01/50

92,255

232,699

Freddie

Mac

Pool

FR

SD8161

2.500

08/01/51

193,864

349,392

Freddie

Mac

Pool

FR

SD5345

2.500

04/01/52

290,523

210,885

Freddie

Mac

Pool

FR

SD8428

4.000

05/01/54

194,905

409,816

Ginnie

Mae

II

Pool

G2

MA3663

3.500

05/20/46

375,854

52,101

Ginnie

Mae

II

Pool

G2

MA5264

4.000

06/20/48

49,102

59,477

Ginnie

Mae

II

Pool

G2

MA5398

4.000

08/20/48

55,970

368,237

Ginnie

Mae

II

Pool

G2

MA6038

3.000

07/20/49

325,461

171,883

Ginnie

Mae

II

Pool

G2

MA6283

3.000

11/20/49

151,570

210,705

Ginnie

Mae

II

Pool

G2

MA6284

3.500

11/20/49

191,468

673,584

Ginnie

Mae

II

Pool

G2

MA6338

3.000

12/20/49

593,702

198,822

Ginnie

Mae

II

Pool

G2

MA6340

4.000

12/20/49

187,106

209,472

Ginnie

Mae

II

Pool

G2

MA6410

3.500

01/20/50

190,684

129,421

Ginnie

Mae

II

Pool

G2

MA6542

3.500

03/20/50

117,806

67,343

Ginnie

Mae

II

Pool

G2

MA6600

3.500

04/20/50

61,236

68,512

Ginnie

Mae

II

Pool

G2

MA6820

3.000

08/20/50

60,326

669,792

Ginnie

Mae

II

Pool

G2

MA6864

2.000

09/20/50

546,496

597,620

Ginnie

Mae

II

Pool

G2

MA6865

2.500

09/20/50

507,746

72,155

Ginnie

Mae

II

Pool

G2

MA6931

2.500

10/20/50

61,317

240,536

Ginnie

Mae

II

Pool

G2

MA6995

2.500

11/20/50

204,358

426,906

Ginnie

Mae

II

Pool

G2

MA7051

2.000

12/20/50

348,713

207,308

Ginnie

Mae

II

Pool

G2

MA7054

3.500

12/20/50

189,129

398,018

Ginnie

Mae

II

Pool

G2

MA7136

2.500

01/20/51

337,962

453,267

Ginnie

Mae

II

Pool

G2

MA7312

2.500

04/20/51

384,574

69

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SECURITIZED

(continued)

$

501,493

Ginnie

Mae

II

Pool

G2

MA7367

2.500

%

05/20/51

$

425,339

328,732

Ginnie

Mae

II

Pool

G2

MA7419

3.000

06/20/51

288,643

725,746

Ginnie

Mae

II

Pool

G2

MA7472

2.500

07/20/51

615,383

735,750

Ginnie

Mae

II

Pool

G2

MA7533

2.000

08/20/51

600,377

222,275

Ginnie

Mae

II

Pool

G2

MA7534

2.500

08/20/51

188,440

238,088

Ginnie

Mae

II

Pool

G2

MA7589

2.500

09/20/51

201,834

220,397

Ginnie

Mae

II

Pool

G2

MA7650

3.000

10/20/51

193,383

726,933

Ginnie

Mae

II

Pool

G2

MA7704

2.000

11/20/51

593,177

234,355

Ginnie

Mae

II

Pool

G2

MA7705

2.500

11/20/51

198,603

114,735

Ginnie

Mae

II

Pool

G2

MA7767

2.500

12/20/51

97,297

245,812

Ginnie

Mae

II

Pool

G2

MA7826

2.000

01/20/52

200,681

161,525

Ginnie

Mae

II

Pool

G2

MA7827

2.500

01/20/52

136,878

1,348,810

Ginnie

Mae

II

Pool

G2

MA7882

3.000

02/20/52

1,182,957

198,666

Ginnie

Mae

II

Pool

G2

MA7883

3.500

02/20/52

179,584

1,417,374

Ginnie

Mae

II

Pool

G2

MA7935

2.000

03/20/52

1,156,954

208,399

Ginnie

Mae

II

Pool

G2

MA7936

2.500

03/20/52

176,600

404,856

Ginnie

Mae

II

Pool

G2

MA7937

3.000

03/20/52

355,196

749,731

Ginnie

Mae

II

Pool

G2

MA7938

3.500

03/20/52

677,715

191,358

Ginnie

Mae

II

Pool

G2

MA7939

4.000

03/20/52

178,191

532,489

Ginnie

Mae

II

Pool

G2

MA8042

2.500

05/20/52

451,263

198,094

Ginnie

Mae

II

Pool

G2

MA8044

3.500

05/20/52

179,065

419,955

Ginnie

Mae

II

Pool

G2

MA8046

4.500

05/20/52

401,738

724,363

Ginnie

Mae

II

Pool

G2

MA8100

4.000

06/20/52

674,963

211,680

Ginnie

Mae

II

Pool

G2

MA8101

4.500

06/20/52

202,277

411,154

Ginnie

Mae

II

Pool

G2

MA8102

5.000

06/20/52

402,507

427,751

Ginnie

Mae

II

Pool

G2

MA8151

4.500

07/20/52

409,129

174,383

Ginnie

Mae

II

Pool

G2

MA8200

4.000

08/20/52

162,383

172,385

Ginnie

Mae

II

Pool

G2

MA8201

4.500

08/20/52

164,853

169,330

Ginnie

Mae

II

Pool

G2

MA8202

5.000

08/20/52

165,877

174,665

Ginnie

Mae

II

Pool

G2

MA8266

3.500

09/20/52

157,886

193,050

Ginnie

Mae

II

Pool

G2

MA8267

4.000

09/20/52

179,886

162,549

Ginnie

Mae

II

Pool

G2

MA8349

5.500

10/20/52

162,258

174,528

Ginnie

Mae

II

Pool

G2

MA8428

5.000

11/20/52

170,855

149,669

Ginnie

Mae

II

Pool

G2

MA8430

6.000

11/20/52

151,827

251,101

Ginnie

Mae

II

Pool

G2

MA8487

3.500

12/20/52

226,982

415,955

Ginnie

Mae

II

Pool

G2

MA8491

5.500

12/20/52

414,523

146,292

Ginnie

Mae

II

Pool

G2

MA8492

6.000

12/20/52

148,030

371,764

Ginnie

Mae

II

Pool

G2

MA8571

6.000

01/20/53

377,035

178,523

Ginnie

Mae

II

Pool

G2

MA8572

6.500

01/20/53

182,069

312,293

Ginnie

Mae

II

Pool

G2

MA8801

5.500

04/20/53

311,322

184,822

Ginnie

Mae

II

Pool

G2

MA8876

4.000

05/20/53

172,104

127,748

Ginnie

Mae

II

Pool

G2

MA8881

6.500

05/20/53

130,012

94,794

Ginnie

Mae

II

Pool

G2

MA9015

4.500

07/20/53

90,531

273,251

Ginnie

Mae

II

Pool

G2

MA9106

5.500

08/20/53

271,990

260,787

Ginnie

Mae

II

Pool

G2

MA9170

5.000

09/20/53

254,995

181,391

Ginnie

Mae

II

Pool

G2

MA9171

5.500

09/20/53

180,606

83,730

Ginnie

Mae

II

Pool

G2

MA9172

6.000

09/20/53

84,617

63,160

Ginnie

Mae

II

Pool

G2

MA9244

7.000

10/20/53

64,723

204,888

Ginnie

Mae

II

Pool

G2

MA9303

4.500

11/20/53

195,611

292,758

Ginnie

Mae

II

Pool

G2

MA9361

5.000

12/20/53

286,235

300,605

Ginnie

Mae

II

Pool

G2

MA9422

5.000

01/20/54

293,907

254,920

Ginnie

Mae

II

Pool

G2

MA9424

6.000

01/20/54

257,011

120,104

Ginnie

Mae

II

Pool

G2

MA9425

6.500

01/20/54

122,076

262,114

Ginnie

Mae

II

Pool

G2

MA9490

6.500

02/20/54

266,418

238,189

Ginnie

Mae

II

Pool

G2

MA9671

7.000

05/20/54

243,746

212,441

Ginnie

Mae

II

Pool

G2

MA9722

4.000

06/20/54

197,822

99,099

Ginnie

Mae

II

Pool

G2

MA9725

5.500

06/20/54

98,619

247,432

Ginnie

Mae

II

Pool

G2

MA9726

6.000

06/20/54

249,462

248,454

Ginnie

Mae

II

Pool

G2

MA9779

5.500

07/20/54

247,250

298,913

Ginnie

Mae

II

Pool

G2

MA9849

4.500

08/20/54

285,379

298,578

Ginnie

Mae

II

Pool

G2

MA9852

6.000

08/20/54

301,028

199,605

Ginnie

Mae

II

Pool

G2

MA9905

5.000

09/20/54

195,157

Portfolio

of

Investments

October

31,

2024

(continued)

ESG

U.S.

Aggregate

Bond

ETF

(NUBD)

70

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SECURITIZED

(continued)

$

294,384

Ginnie

Mae

II

Pool

G2

MA9906

5.500

%

09/20/54

$

292,957

17,737

GM

Financial

Consumer

Automobile

Receivables

Trust

2022-1

1.260

11/16/26

17,524

50,000

GM

Financial

Consumer

Automobile

Receivables

Trust

2024-2

5.100

03/16/29

50,527

200,000

GS

Mortgage

Securities

Trust

2019-GC38

3.968

02/10/52

190,025

50,000

Harley-Davidson

Motorcycle

Trust

2024-B

4.310

07/16/29

49,478

40,000

Honda

Auto

Receivables

2024-2

Owner

Trust

5.210

07/18/30

40,656

50,000

Honda

Auto

Receivables

2024-3

Owner

Trust

4.570

03/21/29

50,104

100,000

Hyundai

Auto

Receivables

Trust

2023-C

5.540

10/16/28

101,682

50,000

John

Deere

Owner

Trust

0.740

05/15/28

49,136

25,000

Mercedes-Benz

Auto

Receivables

Trust

4.790

07/15/31

25,149

100,000

Morgan

Stanley

Capital

I

Trust

1.518

05/15/54

93,724

100,000

Santander

Drive

Auto

Receivables

Trust

2024-2

5.630

11/15/28

101,141

100,000

Synchrony

Card

Funding

LLC

5.540

07/15/29

101,404

100,000

Toyota

Auto

Receivables

2021-B

Owner

Trust

0.530

10/15/26

98,128

35,000

Toyota

Auto

Receivables

2024-D

Owner

Trust

4.430

04/15/30

34,813

90,000

Verizon

Master

Trust

Series

5.210

06/20/29

90,839

48,196

Wells

Fargo

Commercial

Mortgage

Trust

2016-C32

3.324

01/15/59

47,951

300,000

Wells

Fargo

Commercial

Mortgage

Trust

2019-C49

3.760

03/15/52

285,390

50,000

WF

Card

Issuance

Trust

4.290

10/15/29

49,747

11,592

World

Omni

Auto

Receivables

Trust

2021-B

0.420

06/15/26

11,512

50,000

World

Omni

Auto

Receivables

Trust

2024-C

4.430

12/17/29

49,860

TOTAL

SECURITIZED

(Cost

$115,616,431)

105,036,986

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

U.S.

TREASURY

-

43.1%

1,820,000

United

States

Treasury

Note/Bond

0.375

11/30/25

1,744,697

500,000

United

States

Treasury

Note/Bond

4.875

11/30/25

502,832

1,300,000

United

States

Treasury

Note/Bond

0.375

12/31/25

1,242,820

1,800,000

United

States

Treasury

Note/Bond

4.250

12/31/25

1,798,875

3,500,000

United

States

Treasury

Note/Bond

0.375

01/31/26

3,336,211

2,150,000

United

States

Treasury

Note/Bond

4.250

01/31/26

2,149,496

500,000

United

States

Treasury

Note/Bond

0.500

02/28/26

475,840

2,450,000

United

States

Treasury

Note/Bond

4.625

02/28/26

2,461,006

1,900,000

United

States

Treasury

Note/Bond

0.750

03/31/26

1,809,824

1,300,000

United

States

Treasury

Note/Bond

4.500

03/31/26

1,304,418

3,200,000

United

States

Treasury

Note/Bond

0.750

04/30/26

3,040,000

400,000

United

States

Treasury

Note/Bond

4.875

04/30/26

403,719

700,000

United

States

Treasury

Note/Bond

0.750

05/31/26

663,223

100,000

United

States

Treasury

Note/Bond

4.875

05/31/26

100,980

1,700,000

United

States

Treasury

Note/Bond

0.875

06/30/26

1,609,820

1,550,000

United

States

Treasury

Note/Bond

4.625

06/30/26

1,560,172

1,100,000

United

States

Treasury

Note/Bond

0.625

07/31/26

1,034,473

1,100,000

United

States

Treasury

Note/Bond

4.375

07/31/26

1,103,223

1,450,000

United

States

Treasury

Note/Bond

0.750

08/31/26

1,363,000

2,800,000

United

States

Treasury

Note/Bond

3.750

08/31/26

2,778,672

2,600,000

United

States

Treasury

Note/Bond

0.875

09/30/26

2,444,102

1,350,000

(a)

United

States

Treasury

Note/Bond

3.500

09/30/26

1,333,547

900,000

United

States

Treasury

Note/Bond

1.125

10/31/26

848,039

800,000

United

States

Treasury

Note/Bond

4.125

10/31/26

799,438

1,600,000

United

States

Treasury

Note/Bond

1.250

11/30/26

1,508,188

1,100,000

United

States

Treasury

Note/Bond

1.250

12/31/26

1,034,988

1,750,000

United

States

Treasury

Note/Bond

1.875

02/28/27

1,662,773

500,000

United

States

Treasury

Note/Bond

2.500

03/31/27

481,621

200,000

United

States

Treasury

Note/Bond

4.500

05/15/27

201,711

2,000,000

United

States

Treasury

Note/Bond

2.625

05/31/27

1,926,719

900,000

United

States

Treasury

Note/Bond

0.500

06/30/27

818,156

2,500,000

United

States

Treasury

Note/Bond

3.250

06/30/27

2,445,215

1,000,000

United

States

Treasury

Note/Bond

2.750

07/31/27

964,258

2,186,000

United

States

Treasury

Note/Bond

2.250

08/15/27

2,077,981

100,000

United

States

Treasury

Note/Bond

4.125

09/30/27

100,016

71

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

U.S.

TREASURY

(continued)

$

1,600,000

United

States

Treasury

Note/Bond

4.125

%

10/31/27

$

1,599,875

888,000

United

States

Treasury

Note/Bond

2.250

11/15/27

840,443

320,000

United

States

Treasury

Note/Bond

0.625

11/30/27

287,700

1,600,000

United

States

Treasury

Note/Bond

3.875

11/30/27

1,587,938

3,798,000

United

States

Treasury

Note/Bond

3.875

12/31/27

3,768,922

1,500,000

United

States

Treasury

Note/Bond

3.500

01/31/28

1,471,113

2,344,000

United

States

Treasury

Note/Bond

2.750

02/15/28

2,243,556

1,200,000

United

States

Treasury

Note/Bond

4.000

02/29/28

1,194,516

3,200,000

United

States

Treasury

Note/Bond

3.625

03/31/28

3,147,750

2,000,000

United

States

Treasury

Note/Bond

3.500

04/30/28

1,958,047

1,100,000

United

States

Treasury

Note/Bond

3.625

05/31/28

1,080,836

1,900,000

United

States

Treasury

Note/Bond

4.000

06/30/28

1,890,277

2,450,000

United

States

Treasury

Note/Bond

4.125

07/31/28

2,446,746

3,700,000

United

States

Treasury

Note/Bond

4.625

09/30/28

3,760,703

650,000

United

States

Treasury

Note/Bond

1.375

10/31/28

583,832

2,000,000

United

States

Treasury

Note/Bond

4.875

10/31/28

2,051,719

2,550,000

United

States

Treasury

Note/Bond

4.375

11/30/28

2,569,623

4,750,000

United

States

Treasury

Note/Bond

3.750

12/31/28

4,674,297

300,000

United

States

Treasury

Note/Bond

1.750

01/31/29

271,969

2,850,000

United

States

Treasury

Note/Bond

4.000

01/31/29

2,831,520

3,850,000

United

States

Treasury

Note/Bond

4.250

02/28/29

3,863,686

2,650,000

United

States

Treasury

Note/Bond

4.125

03/31/29

2,645,652

800,000

United

States

Treasury

Note/Bond

4.625

04/30/29

815,156

1,470,000

United

States

Treasury

Note/Bond

2.375

05/15/29

1,362,564

2,200,000

United

States

Treasury

Note/Bond

4.500

05/31/29

2,231,625

3,650,000

United

States

Treasury

Note/Bond

4.250

06/30/29

3,662,689

2,950,000

United

States

Treasury

Note/Bond

4.000

07/31/29

2,930,180

514,000

United

States

Treasury

Note/Bond

1.625

08/15/29

458,544

4,600,000

United

States

Treasury

Note/Bond

3.625

08/31/29

4,495,422

3,600,000

United

States

Treasury

Note/Bond

3.500

09/30/29

3,496,219

3,000,000

United

States

Treasury

Note/Bond

4.125

10/31/29

2,996,719

500,000

United

States

Treasury

Note/Bond

3.875

12/31/29

493,047

100,000

United

States

Treasury

Note/Bond

0.625

05/15/30

82,520

150,000

United

States

Treasury

Note/Bond

4.000

01/31/31

148,242

750,000

United

States

Treasury

Note/Bond

4.625

05/31/31

766,875

100,000

United

States

Treasury

Note/Bond

4.125

10/31/31

99,422

1,000,000

United

States

Treasury

Note/Bond

1.875

02/15/32

852,539

3,050,000

United

States

Treasury

Note/Bond

2.875

05/15/32

2,781,695

1,150,000

United

States

Treasury

Note/Bond

2.750

08/15/32

1,036,303

1,150,000

United

States

Treasury

Note/Bond

4.125

11/15/32

1,141,285

700,000

United

States

Treasury

Note/Bond

3.500

02/15/33

663,086

800,000

United

States

Treasury

Note/Bond

3.375

05/15/33

749,375

1,300,000

United

States

Treasury

Note/Bond

3.875

08/15/33

1,262,270

1,750,000

United

States

Treasury

Note/Bond

4.500

11/15/33

1,779,121

1,650,000

United

States

Treasury

Note/Bond

4.000

02/15/34

1,614,422

2,500,000

United

States

Treasury

Note/Bond

4.375

05/15/34

2,517,578

1,950,000

United

States

Treasury

Note/Bond

3.875

08/15/34

1,886,625

200,000

United

States

Treasury

Note/Bond

1.125

08/15/40

123,672

1,300,000

United

States

Treasury

Note/Bond

1.875

02/15/41

902,484

500,000

United

States

Treasury

Note/Bond

2.250

05/15/41

367,441

1,050,000

United

States

Treasury

Note/Bond

1.750

08/15/41

704,279

198,000

United

States

Treasury

Note/Bond

2.000

11/15/41

137,811

3,900,000

United

States

Treasury

Note/Bond

3.250

05/15/42

3,282,094

1,964,000

United

States

Treasury

Note/Bond

2.750

08/15/42

1,528,007

500,000

United

States

Treasury

Note/Bond

3.375

08/15/42

427,363

135,000

United

States

Treasury

Note/Bond

2.750

11/15/42

104,614

498,000

United

States

Treasury

Note/Bond

4.000

11/15/42

464,385

600,000

United

States

Treasury

Note/Bond

3.875

05/15/43

547,148

950,000

United

States

Treasury

Note/Bond

4.375

08/15/43

926,436

2,340,000

United

States

Treasury

Note/Bond

4.750

11/15/43

2,395,209

1,650,000

United

States

Treasury

Note/Bond

4.500

02/15/44

1,631,953

900,000

United

States

Treasury

Note/Bond

4.625

05/15/44

904,500

Portfolio

of

Investments

October

31,

2024

(continued)

ESG

U.S.

Aggregate

Bond

ETF

(NUBD)

72

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:

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

U.S.

TREASURY

(continued)

$

1,700,000

(a)

United

States

Treasury

Note/Bond

4.125

%

08/15/44

$

1,596,406

4,221,000

United

States

Treasury

Note/Bond

2.750

08/15/47

3,103,589

1,850,000

United

States

Treasury

Note/Bond

1.250

05/15/50

929,553

700,000

United

States

Treasury

Note/Bond

1.375

08/15/50

362,086

200,000

United

States

Treasury

Note/Bond

1.625

11/15/50

110,539

3,800,000

United

States

Treasury

Note/Bond

1.875

02/15/51

2,239,031

1,100,000

United

States

Treasury

Note/Bond

2.375

05/15/51

730,855

160,000

United

States

Treasury

Note/Bond

1.875

11/15/51

93,631

1,300,000

United

States

Treasury

Note/Bond

2.250

02/15/52

834,793

1,350,000

United

States

Treasury

Note/Bond

2.875

05/15/52

997,207

550,000

United

States

Treasury

Note/Bond

3.000

08/15/52

417,055

949,000

United

States

Treasury

Note/Bond

4.000

11/15/52

872,042

550,000

United

States

Treasury

Note/Bond

3.625

02/15/53

472,033

1,210,000

United

States

Treasury

Note/Bond

3.625

05/15/53

1,039,135

1,590,000

United

States

Treasury

Note/Bond

4.125

08/15/53

1,494,103

1,200,000

United

States

Treasury

Note/Bond

4.750

11/15/53

1,251,375

1,700,000

United

States

Treasury

Note/Bond

4.250

02/15/54

1,634,125

875,000

United

States

Treasury

Note/Bond

4.625

05/15/54

895,371

1,250,000

United

States

Treasury

Note/Bond

-

When

Issued

2.750

04/30/27

1,209,375

1,400,000

United

States

Treasury

Note/Bond

-

When

Issued

2.375

02/15/42

1,031,406

1,950,000

United

States

Treasury

Note/Bond

-

When

Issued

4.375

08/15/54

1,876,570

TOTAL

U.S.

TREASURY

(Cost

$185,004,702)

173,861,972

TOTAL

LONG-TERM

INVESTMENTS

(Cost

$428,053,726)

398,950,251

SHARES

DESCRIPTION

RATE

VALUE

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

1.1%

4,363,892

(c)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

4.860

(d)

$

4,363,892

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

(Cost

$4,363,892)

4,363,892

TOTAL

INVESTMENTS

-

99.9%

(Cost

$432,417,618

)

403,314,143

OTHER

ASSETS

&

LIABILITIES,

NET

-

0.1%

398,230

NET

ASSETS

-

100%

$

403,712,373

73

NUBD

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Corporate

Bonds

$

–

$

42,379

$

–

$

42,379

Corporate

Debt

–

102,185,378

–

102,185,378

Government

Related

–

17,823,536

–

17,823,536

Securitized

–

105,036,986

–

105,036,986

U.S.

Treasury

–

173,861,972

–

173,861,972

Investments

Purchased

with

Collateral

from

Securities

Lending

4,363,892

–

–

4,363,892

Total

$

4,363,892

$

398,950,251

$

–

$

403,314,143

(a)

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

$4,221,714.

(b)

Security

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$716,059

or

0.2%

of

Total

Investments.

(c)

The

Fund

may

loan

securities

representing

up

to

one

third

of

the

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

value,

at

the

inception

of

each

loan,

equal

to

not

less

than

100%

of

the

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.

S&P

Standard

&

Poor's

74

Portfolio

of

Investments

October

31,

2024

Preferred

and

Income

ETF

(NPFI)

(Unaudited)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

LONG-TERM

INVESTMENTS

-

98.1%  

26520852

$1,000

PAR

(OR

SIMILAR)

INSTITUTIONAL

PREFERRED

-

57.9%

26520852

AUTOMOBILES

&

COMPONENTS

-

1.4%

$

329,000

(a)

General

Motors

Financial

Co

Inc

5.700

%

N/A

$

317,517

348,000

(a)

General

Motors

Financial

Co

Inc

5.750

N/A

337,201

TOTAL

AUTOMOBILES

&

COMPONENTS

654,718

BANKS

-

22.3%

350,000

(a)

Bank

of

America

Corp

6.300

N/A

354,729

100,000

(a)

Bank

of

America

Corp

6.125

N/A

101,576

118,000

(a)

Bank

of

America

Corp

6.100

N/A

117,847

250,000

(a)

Bank

of

America

Corp

5.875

N/A

252,309

41,000

(a)

Bank

of

America

Corp

4.375

N/A

39,491

200,000

Bank

of

Montreal

7.700

05/26/84

209,168

200,000

Bank

of

Nova

Scotia/The

8.000

01/27/84

211,301

151,000

(a)

Citigroup

Inc

6.250

N/A

152,811

600,000

(a)

Citigroup

Inc

7.000

N/A

634,991

465,000

(a)

Citigroup

Inc

7.125

N/A

477,735

146,000

(a)

Citigroup

Inc

7.625

N/A

155,346

259,000

(a)

Citigroup

Inc

7.375

N/A

270,820

135,000

(a)

Citigroup

Inc

4.150

N/A

129,119

371,000

(a)

Citigroup

Inc

5.950

N/A

369,667

80,000

(a),(b)

Citizens

Financial

Group

Inc

(TSFR3M

+

3.419%)

8.008

N/A

79,510

250,000

(a)

CoBank

ACB

7.250

N/A

259,806

39,000

(a),(b)

Fifth

Third

Bancorp

(TSFR3M

+

3.295%)

7.898

N/A

38,842

81,000

(a)

Fifth

Third

Bancorp

4.500

N/A

79,786

188,000

(a),(b)

First

Citizens

BancShares

Inc/NC

(TSFR3M

+

4.234%)

9.180

N/A

191,757

188,000

(a)

Goldman

Sachs

Group

Inc/The

4.400

N/A

185,679

135,000

(a)

Huntington

Bancshares

Inc/OH

5

.625

N/A

134,447

409,000

(a)

JPMorgan

Chase

&

Co

3.650

N/A

395,841

618,000

(a)

JPMorgan

Chase

&

Co

6.875

N/A

653,029

287,000

(a)

KeyCorp

5.000

N/A

275,874

22,000

(a)

M&T

Bank

Corp

5.125

N/A

21,665

17,000

(a)

M&T

Bank

Corp

3.500

N/A

15,467

210,000

(a)

PNC

Financial

Services

Group

Inc/The

6.250

N/A

210,230

286,000

(a)

PNC

Financial

Services

Group

Inc/The

6.000

N/A

286,313

180,000

(a)

PNC

Financial

Services

Group

Inc/The

3.400

N/A

165,915

195,000

(a)

PNC

Financial

Services

Group

Inc/The

6.200

N/A

196,630

49,000

(a),(b)

PNC

Financial

Services

Group

Inc/The

(TSFR3M

+

3.302%)

8.317

N/A

49,119

30,000

(a)

PNC

Financial

Services

Group

Inc/The

5.000

N/A

29,631

155,000

(a)

Regions

Financial

Corp

5.750

N/A

154,508

400,000

Toronto-Dominion

Bank/The

8.125

10/31/82

421,462

41,000

(a),(b)

Truist

Financial

Corp

(TSFR3M

+

3.364%)

8

.310

N/A

41,023

428,000

(a)

Truist

Financial

Corp

6.669

N/A

425,715

460,000

(a)

Truist

Financial

Corp

5.100

N/A

446,495

176,000

(a)

US

Bancorp

5.300

N/A

173,786

550,000

(a)

Wells

Fargo

&

Co

6.850

N/A

567,057

458,000

(a)

Wells

Fargo

&

Co

3.900

N/A

443,565

202,000

(a)

Wells

Fargo

&

Co

5.875

N/A

201,527

574,000

(a)

Wells

Fargo

&

Co

7.625

N/A

616,932

TOTAL

BANKS

10,238,521

CAPITAL

GOODS

-

0.9%

260,000

(a)

Air

Lease

Corp

6.000

N/A

256,090

161,000

(a)

Air

Lease

Corp

4.650

N/A

156,142

TOTAL

CAPITAL

GOODS

412,232

ENERGY

-

6.3%

955,000

Enbridge

Inc

8.500

01/15/84

1,061,044

247,000

(a)

Energy

Transfer

LP

7.125

N/A

251,078

109,000

(a)

Energy

Transfer

LP

6.500

N/A

108,656

180,000

(a)

Energy

Transfer

LP

6.625

N/A

176,198

470,000

(c)

South

Bow

Canadian

Infrastructure

Holdings

Ltd

7.500

03/01/55

488,113

294,000

Transcanada

Trust

5.875

08/15/76

292,943

250,000

Transcanada

Trust

5.300

03/15/77

244,914

75

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ENERGY

(continued)

$

300,000

Transcanada

Trust

5.600

%

03/07/82

$

286,369

TOTAL

ENERGY

2,909,315

FINANCIAL

SERVICES

-

10.6%

1,015,000

AerCap

Ireland

Capital

DAC

/

AerCap

Global

Aviation

Trust

6.950

03/10/55

1,046,264

116,000

(a)

Ally

Financial

Inc

4.700

N/A

104,355

222,000

(a)

Ally

Financial

Inc

4.700

N/A

180,118

176,000

(a)

American

Express

Co

3.550

N/A

166,592

211,000

(a)

Bank

of

New

York

Mellon

Corp/The

4.700

N/A

209,223

150,000

(a)

Capital

One

Financial

Corp

3.950

N/A

141,160

304,000

(a)

Charles

Schwab

Corp/The

4.000

N/A

291,748

724,000

(a)

Charles

Schwab

Corp/The

5.375

N/A

720,259

37,000

(a)

Discover

Financial

Services

6.125

N/A

36,898

85,000

(a)

Discover

Financial

Services

5.500

N/A

81,114

131,000

(a)

Equitable

Holdings

Inc

4.950

N/A

129,565

10,000

(a)

Goldman

Sachs

Group

Inc/The

3.800

N/A

9,575

282,000

(a)

Goldman

Sachs

Group

Inc/The

5.300

N/A

280,847

177,000

(a)

Goldman

Sachs

Group

Inc/The

7.379

N/A

177,704

17,000

(a)

Goldman

Sachs

Group

Inc/The

4.125

N/A

16,278

500,000

(a)

Goldman

Sachs

Group

Inc/The

6.125

N/A

495,928

250,000

(a)

Goldman

Sachs

Group

Inc/The

7.500

N/A

262,137

179,000

(a)

Goldman

Sachs

Group

Inc/The

7.500

N/A

191,375

177,000

(a)

State

Street

Corp

6

.700

N/A

182,224

150,000

(a)

Voya

Financial

Inc

7.758

N/A

158,270

TOTAL

FINANCIAL

SERVICES

4,881,634

FOOD,

BEVERAGE

&

TOBACCO

-

0.8%

450,000

(a),(c)

Land

O'

Lakes

Inc

7.250

N/A

379,803

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

379,803

INSURANCE

-

5.0%

69,000

American

International

Group

Inc

5.750

04/01/48

68,837

134,000

AXIS

Specialty

Finance

LLC

4.900

01/15/40

127,374

250,000

Corebridge

Financial

Inc

6.375

09/15/54

248,916

266,000

Enstar

Finance

LLC

5.500

01/15/42

249,374

166,000

(a)

Markel

Group

Inc

6.000

N/A

165,729

104,000

(c)

MetLife

Inc

9.250

04/08/38

123,267

23,000

(a)

MetLife

Inc

5.875

N/A

23,134

46,000

(a)

MetLife

Inc

3.850

N/A

45,014

84,000

PartnerRe

Finance

B

LLC

4.500

10/01/50

76,817

174,000

Prudential

Financial

Inc

5.375

05/15/45

172,925

125,000

Prudential

Financial

Inc

5.125

03/01/52

120,795

107,000

Prudential

Financial

Inc

3.700

10/01/50

97,068

225,000

Prudential

Financial

Inc

6.500

03/15/54

234,697

309,000

(a),(c)

QBE

Insurance

Group

Ltd

5.875

N/A

307,880

250,000

(a),(c)

SBL

Holdings

Inc

6.500

N/A

214,892

TOTAL

INSURANCE

2,276,719

MEDIA

&

ENTERTAINMENT

-

0.7%

250,000

(a),(c)

Farm

Credit

Bank

of

Texas

7.750

N/A

261,735

38,000

Paramount

Global

6.375

03/30/62

35,181

TOTAL

MEDIA

&

ENTERTAINMENT

296,916

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

1.4%

600,000

(c)

EUSHI

Finance

Inc

7.625

12/15/54

621,268

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

621,268

TELECOMMUNICATION

SERVICES

-

0.5%

73,000

Vodafone

Group

PLC

7.000

04/04/79

76,461

170,000

Vodafone

Group

PLC

4.125

06/04/81

152,876

TOTAL

TELECOMMUNICATION

SERVICES

229,337

UTILITIES

-

8.0%

235,000

AES

Corp/The

7.600

01/15/55

243,545

400,000

(c)

AltaGas

Ltd

7.200

10/15/54

400,995

86,000

American

Electric

Power

Co

Inc

3.875

02/15/62

81,131

302,000

Dominion

Energy

Inc

7.000

06/01/54

321,328

180,000

Duke

Energy

Corp

6.450

09/01/54

182,947

119,000

(a)

Edison

International

5.375

N/A

117,815

Portfolio

of

Investments

October

31,

2024

(continued)

Preferred

and

Income

ETF

(NPFI)

76

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

UTILITIES

(continued)

$

50,000

(a)

Edison

International

5.000

%

N/A

$

48,665

358,000

Emera

Inc

6.750

06/15/76

358,442

335,000

Entergy

Corp

7.125

12/01/54

342,497

559,000

NextEra

Energy

Capital

Holdings

Inc

6.750

06/15/54

585,348

400,000

PG&E

Corp

7.375

03/15/55

413,167

225,000

(a)

Sempra

4.875

N/A

223,109

84,000

Sempra

4.125

04/01/52

79,675

102,000

Southern

Co/The

4.000

01/15/51

99,849

19,000

(a),(c)

Vistra

Corp

7.000

N/A

19,160

100,000

(a),(c)

Vistra

Corp

8.000

N/A

102,716

TOTAL

UTILITIES

3,620,389

TOTAL

$1,000

PAR

(OR

SIMILAR)

INSTITUTIONAL

PREFERRED

(Cost

$26,319,260)

26,520,852

PRINCIPAL

DESCRIPTION(d)

RATE

MATURITY

VALUE

17170196

CONTINGENT

CAPITAL

SECURITIES

-

37.5%

17170196

BANKS

-

31.0%

200,000

(a)

Banco

Bilbao

Vizcaya

Argentaria

SA

6.125

N/A

193,026

656,000

(a)

Banco

Bilbao

Vizcaya

Argentaria

SA

9.375

N/A

710,296

400,000

(a)

Banco

Santander

SA

9.625

N/A

460,663

600,000

(a)

Banco

Santander

SA

8.000

N/A

625,074

600,000

(a)

Banco

Santander

SA

4.750

N/A

568,447

400,000

(a)

Barclays

PLC

6.125

N/A

397,811

600,000

(a)

Barclays

PLC

9.625

N/A

660,227

802,000

(a)

Barclays

PLC

8.000

N/A

828,954

491,000

(a),(c)

BNP

Paribas

SA

8.500

N/A

512,665

483,000

(a),(c)

BNP

Paribas

SA

9.250

N/A

520,922

600,000

(a),(c)

BNP

Paribas

SA

7.750

N/A

621,381

300,000

(a),(c)

BNP

Paribas

SA

8.000

N/A

311,969

257,000

(a),(c)

Credit

Agricole

SA

8.125

N/A

263,643

200,000

(a),(c)

Credit

Agricole

SA

6.700

N/A

194,396

222,000

(a)

HSBC

Holdings

PLC

6.000

N/A

219,487

718,000

(a)

HSBC

Holdings

PLC

8.000

N/A

753,367

200,000

(a)

HSBC

Holdings

PLC

6.875

N/A

200,848

427,000

(a)

HSBC

Holdings

PLC

6.375

N/A

427,027

500,000

(a)

HSBC

Holdings

PLC

6.950

N/A

497,907

200,000

(a)

ING

Groep

NV

5.750

N/A

197,735

988,000

(a)

ING

Groep

NV

7.500

N/A

1,012,082

200,000

(a),(c)

Intesa

Sanpaolo

SpA

7.700

N/A

199,719

200,000

(a)

Lloyds

Banking

Group

PLC

6.750

N/A

191,784

306,000

(a)

Lloyds

Banking

Group

PLC

7.500

N/A

308,604

400,000

(a)

Lloyds

Banking

Group

PLC

8.000

N/A

416,864

200,000

(a)

NatWest

Group

PLC

4.600

N/A

166,389

600,000

(a)

NatWest

Group

PLC

8.125

N/A

642,938

400,000

(a)

NatWest

Group

PLC

8.000

N/A

405,058

297,000

(a)

NatWest

Group

PLC

6.000

N/A

296,407

400,000

(a),(c)

Nordea

Bank

Abp

6.300

N/A

382,443

200,000

(a),(c)

Societe

Generale

SA

10.000

N/A

213,107

200,000

(a),(c)

Societe

Generale

SA

8.500

N/A

200,030

377,000

(a),(c)

Societe

Generale

SA

9.375

N/A

394,289

200,000

(a),(c)

Standard

Chartered

PLC

7.750

N/A

205,706

TOTAL

BANKS

14,201,265

FINANCIAL

SERVICES

-

6.0%

600,000

(a)

Deutsche

Bank

AG

6.000

N/A

586,517

200,000

(a)

Deutsche

Bank

AG

7.500

N/A

199,734

543,000

(a),(c)

UBS

Group

AG

9.250

N/A

628,682

400,000

(a),(c)

UBS

Group

AG

7.750

N/A

419,352

300,000

(a),(c)

UBS

Group

AG

9.250

N/A

326,907

600,000

(a)

UBS

Group

AG

6.875

N/A

601,044

TOTAL

FINANCIAL

SERVICES

2,762,236

77

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:

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

purpos-

es

of

this

report,

which

may

combine

industry

sub-classifications

into

sectors

for

reporting

ease.

PRINCIPAL

DESCRIPTION(d)

RATE

MATURITY

VALUE

INSURANCE

-

0.5%

$

200,000

(a)

Phoenix

Group

Holdings

PLC

8.500

%

N/A

$

206,695

TOTAL

INSURANCE

206,695

TOTAL

CONTINGENT

CAPITAL

SECURITIES

(Cost

$17,124,446)

17,170,196

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

1253542

CORPORATE

BONDS

-

2.7%

1253542

ENERGY

-

2.1%

547,000

Enbridge

Inc

6.000

01/15/77

541,348

198,000

Enbridge

Inc

5.750

07/15/80

192,438

239,000

Enbridge

Inc

7.625

01/15/83

253,329

TOTAL

ENERGY

987,115

INSURANCE

-

0.6%

262,000

Assurant

Inc

7.000

03/27/48

266,427

TOTAL

INSURANCE

266,427

TOTAL

CORPORATE

BONDS

(Cost

$1,248,492)

1,253,542

TOTAL

LONG-TERM

INVESTMENTS

(Cost

$44,692,198)

44,944,590

OTHER

ASSETS

&

LIABILITIES,

NET

-

1.9%

880,903

NET

ASSETS

-

100%

$

45,825,493

NPFI

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

$1,000

Par

(or

similar)

Institutional

Preferred

$

–

$

26,520,852

$

–

$

26,520,852

Contingent

Capital

Securities

–

17,170,196

–

17,170,196

Corporate

Bonds

–

1,253,542

–

1,253,542

Total

$

–

$

44,944,590

$

–

$

44,944,590

a

Portfolio

of

Investments

October

31,

2024

(continued)

Preferred

and

Income

ETF

(NPFI)

78

(a)

Perpetual

security.

Maturity

date

is

not

applicable.

(b)

Variable

rate

security.

The

rate

shown

is

the

coupon

as

of

the

end

of

the

reporting

period.

(c)

Security

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$8,315,040

or

18.5%

of

Total

Investments.

(d)

Contingent

Capital

Securities

(“CoCos”)

are

hybrid

securities

with

loss

absorption

characteristics

built

into

the

terms

of

the

security

for

the

benefit

of

the

issuer.

For

example,

the

terms

may

specify

an

automatic

write-down

of

principal

or

a

mandatory

conversion

into

the

issuer’s

common

stock

under

certain

adverse

circumstances,

such

as

the

issuer’s

capital

ratio

falling

below

a

specified

level.

79

Portfolio

of

Investments

October

31,

2024

Sustainable

Core

ETF

(NSCR)

(Unaudited)

SHARES

DESCRIPTION

VALUE

LONG-TERM

INVESTMENTS

-

99.4%

COMMON

STOCKS

-

99.4%

COMMUNICATION

SERVICES

-

7.5%

735

Alphabet

Inc,

Class

A

$

125,766

651

Alphabet

Inc,

Class

C

112,421

355

Meta

Platforms

Inc

201,491

TOTAL

COMMUNICATION

SERVICES

439,678

CONSUMER

DISCRETIONARY

-

12.7%

1,334

(a)

Amazon.com

Inc

248,658

425

DR

Horton

Inc

71,825

1,607

General

Motors

Co

81,571

386

Home

Depot

Inc/The

151,987

441

Lowe's

Cos

Inc

115,467

575

PulteGroup

Inc

74,480

TOTAL

CONSUMER

DISCRETIONARY

743,988

CONSUMER

STAPLES

-

2.4%

446

Bunge

Global

SA

37,473

51

Costco

Wholesale

Corp

44,583

1,728

Kraft

Heinz

Co/The

57,819

TOTAL

CONSUMER

STAPLES

139,875

ENERGY

-

4.2%

567

Chevron

Corp

84,381

465

EOG

Resources

Inc

56,711

837

Valero

Energy

Corp

108,609

TOTAL

ENERGY

249,701

FINANCIALS

-

17.9%

315

American

Express

Co

85,075

1,513

American

International

Group

Inc

114,806

315

Ameriprise

Financial

Inc

160,745

981

(a)

Arch

Capital

Group

Ltd

96,687

2,261

Bank

of

New

York

Mellon

Corp/The

170,389

948

Citigroup

Inc

60,833

378

(a)

Fiserv

Inc

74,806

365

KKR

&

Co

Inc

50,458

189

Mastercard

Inc,

Class

A

94,423

2,174

Wells

Fargo

&

Co

141,136

TOTAL

FINANCIALS

1,049,358

HEALTH

CARE

-

13.3%

672

Abbott

Laboratories

76,185

1,416

(a)

Boston

Scientific

Corp

118,972

405

Cigna

Group/The

127,498

126

Elevance

Health

Inc

51,126

104

Eli

Lilly

&

Co

86,293

394

Labcorp

Holdings

Inc

89,938

1,200

Merck

&

Co

Inc

122,784

196

UnitedHealth

Group

Inc

110,642

TOTAL

HEALTH

CARE

783,438

INDUSTRIALS

-

5.5%

262

(a)

Builders

FirstSource

Inc

44,907

420

Dover

Corp

79,519

433

Honeywell

International

Inc

89,059

134

United

Rentals

Inc

108,915

TOTAL

INDUSTRIALS

322,400

INFORMATION

TECHNOLOGY

-

27.2%

554

(a)

Advanced

Micro

Devices

Inc

79,815

1,631

Apple

Inc

368,459

273

Applied

Materials

Inc

49,571

176

(a)

Arista

Networks

Inc

68,014

840

Lam

Research

Corp

62,454

1,019

Microsoft

Corp

414,071

Portfolio

of

Investments

October

31,

2024

(continued)

Sustainable

Core

ETF

(NSCR)

80

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:

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

purpos-

es

of

this

report,

which

may

combine

industry

sub-classifications

into

sectors

for

reporting

ease.

SHARES

DESCRIPTION

VALUE

INFORMATION

TECHNOLOGY

(continued)

2,440

NVIDIA

Corp

$

323,934

483

Oracle

Corp

81,067

546

QUALCOMM

Inc

88,872

210

Salesforce

Inc

61,188

TOTAL

INFORMATION

TECHNOLOGY

1,597,445

MATERIALS

-

2.1%

903

Corteva

Inc

55,011

156

Linde

PLC

71,159

TOTAL

MATERIALS

126,170

REAL

ESTATE

-

2.8%

973

Simon

Property

Group

Inc

164,554

TOTAL

REAL

ESTATE

164,554

UTILITIES

-

3.8%

753

American

Electric

Power

Co

Inc

74,359

1,891

NextEra

Energy

Inc

149,862

TOTAL

UTILITIES

224,221

TOTAL

COMMON

STOCKS

(Cost

$5,314,135)

5,840,828

TOTAL

LONG-TERM

INVESTMENTS

(Cost

$5,314,135)

5,840,828

OTHER

ASSETS

&

LIABILITIES,

NET

-

0.6%

33,415

NET

ASSETS

-

100%

$

5,874,243

NSCR

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Common

Stocks

$

5,840,828

$

–

$

–

$

5,840,828

Total

$

5,840,828

$

–

$

–

$

5,840,828

(a)

Non-income

producing;

issuer

has

not

declared

an

ex-dividend

date

within

the

past

twelve

months.

81

Portfolio

of

Investments

October

31,

2024

Ultra

Short

Income

ETF

(NUSB)

(Unaudited)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

LONG-TERM

INVESTMENTS

-

55.2%

CORPORATE

DEBT

-

41.8%

FINANCIALS

-

20.2%

$

750,000

AerCap

Ireland

Capital

DAC

/

AerCap

Global

Aviation

Trust

4.450

%

10/01/25

$

747,892

1,520,000

(a)

American

Express

Co

(

SOFR

+

0.750%

)

5.591

04/23/27

1,521,983

1,400,000

Banco

Santander

SA

5.147

08/18/25

1,402,295

2,240,000

Bank

of

America

Corp

3.384

04/02/26

2,224,234

1,410,000

(a)

Bank

of

Montreal

(

SOFR

Compounded

Index

+

0.880%

)

5.810

09/10/27

1,412,765

1,555,000

Bank

of

New

York

Mellon

Corp/The

4.947

04/26/27

1,562,435

1,275,000

(a)

Citibank

NA

(

SOFR

Compounded

Index

+

0.590%

)

5.429

04/30/26

1,276,874

875,000

Citigroup

Inc

5.610

09/29/26

879,777

1,320,000

Goldman

Sachs

Group

Inc/The

5.798

08/10/26

1,328,163

1,668,000

JPMorgan

Chase

&

Co

6.070

10/22/27

1,710,657

1,000,000

(a)

Marsh

&

McLennan

Cos

Inc

(

SOFR

Compounded

Index

+

0.700

%

)

5.630

11/08/27

1,005,100

1,285,000

(a),(b)

Massachusetts

Mutual

Life

Insurance

Co

(

SOFR

+

0.740%

)

5.584

04/09/27

1,291,258

1,720,000

Morgan

Stanley

2.188

04/28/26

1,695,846

1,320,000

Morgan

Stanley

5.050

01/28/27

1,323,775

995,000

(a),(b)

New

York

Life

Global

Funding

(

SOFR

+

0.670%

)

5.520

04/02/27

997,068

1,400,000

Prologis

LP

3.250

06/30/26

1,372,459

2,055,000

(a)

Royal

Bank

of

Canada

(

SOFR

Compounded

Index

+

1.080%

)

5.922

07/20/26

2,077,939

1,400,000

Simon

Property

Group

LP

3.300

01/15/26

1,377,679

1,535,000

State

Street

Corp

5.104

05/18/26

1,534,719

1,000,000

(a)

State

Street

Corp

(

SOFR

+

0.640%

)

5.509

10/22/27

1,003,660

1,275,000

(a)

UnitedHealth

Group

Inc

(

SOFR

+

0.500%

)

5.344

07/15/26

1,279,741

1,520,000

Wells

Fargo

Bank

NA

4.811

01/15/26

1,523,910

TOTAL

FINANCIALS

30,550,229

INDUSTRIAL

-

14.8%

810,000

(a)

American

Honda

Finance

Corp

(

SOFR

Compounded

Index

+

0.720%

)

5.651

10/05/26

811,645

100,000

AT&T

Inc

5.539

02/20/26

99,991

1,725,000

AT&T

Inc

2.950

07/15/26

1,676,721

395,000

(a),(b)

BMW

US

Capital

LLC

(

SOFR

Compounded

Index

+

0.550%

)

5.400

04/02/26

395,117

955,000

Caterpillar

Financial

Services

Corp

4.350

05/15/26

954,757

1,410,000

(a)

Caterpillar

Financial

Services

Corp

(

SOFR

+

0.690%

)

5.534

10/16/26

1,418,797

720,000

(a)

Caterpillar

Financial

Services

Corp

(

SOFR

+

0.520%

)

5.593

05/14/27

721,202

2,085,000

Charles

Schwab

Corp/The

0.900

03/11/26

1,981,076

180,000

Cigna

Group/The

5.685

03/15/26

180,015

1,275,000

CVS

Health

Corp

5.000

02/20/26

1,275,509

645,000

(a)

Home

Depot

Inc/The

(

SOFR

+

0.330%

)

5.196

12/24/25

645,077

1,320,000

Intel

Corp

4.875

02/10/26

1,320,228

1,320,000

John

Deere

Capital

Corp

4.800

01/09/26

1,325,644

1,535,000

Lowe's

Cos

Inc

4.400

09/08/25

1,531,539

1,410,000

Magna

International

Inc

4.150

10/01/25

1,402,427

1,400,000

Republic

Services

Inc

2.900

07/01/26

1,364,173

1,065,000

(a)

Toyota

Motor

Credit

Corp

(

SOFR

+

0.450%

)

5.517

05/15/26

1,065,128

1,290,000

(a)

Toyota

Motor

Credit

Corp

(

SOFR

+

0.770%

)

5.877

08/07/26

1,297,165

1,525,000

Trane

Technologies

Financing

Ltd

3.500

03/21/26

1,502,277

1,420,000

Verizon

Communications

Inc

0.850

11/20/25

1,365,941

TOTAL

INDUSTRIAL

22,334,429

UTILITY

-

6.8%

2,060,000

Entergy

Corp

0.900

09/15/25

1,989,876

1,725,000

National

Rural

Utilities

Cooperative

Finance

Corp

4.450

03/13/26

1,721,538

1,275,000

(a)

National

Rural

Utilities

Cooperative

Finance

Corp

(

SOFR

+

0.820%

)

5.715

09/16/27

1,285,620

1,320,000

NextEra

Energy

Capital

Holdings

Inc

4.950

01/29/26

1,324,352

2,060,000

Public

Service

Enterprise

Group

Inc

0.800

08/15/25

1,995,148

2,060,000

WEC

Energy

Group

Inc

4.750

01/09/26

2,061,468

TOTAL

UTILITY

10,378,002

TOTAL

CORPORATE

DEBT

(Cost

$63,361,542)

63,262,660

Portfolio

of

Investments

October

31,

2024

(continued)

Ultra

Short

Income

ETF

(NUSB)

82

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

GOVERNMENT

RELATED

-

0.6%

GOVERNMENT

AGENCY

-

0.6%

$

75,000

Federal

Farm

Credit

Banks

Funding

Corp

1.170

%

06/23/25

$

73,483

450,000

Federal

Home

Loan

Banks

1.000

11/08/24

449,679

300,000

Federal

Home

Loan

Banks

1.200

12/23/24

298,505

50,000

Federal

Home

Loan

Banks

0.700

08/26/25

48,506

75,000

Federal

Home

Loan

Banks

1.375

09/30/25

73,012

25,000

Federal

Home

Loan

Banks

1.250

12/15/25

24,206

TOTAL

GOVERNMENT

AGENCY

967,391

TOTAL

GOVERNMENT

RELATED

(Cost

$965,441)

967,391

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SECURITIZED

-

12.8%

100,000

American

Express

Credit

Account

Master

Trust

3.390

05/17/27

99,306

250,000

BA

Credit

Card

Trust

3.530

11/15/27

248,235

225,627

BANK

2017-BNK6

3.289

07/15/60

222,467

403,037

Bank

of

America

Merrill

Lynch

Commercial

Mortgage

Trust

2016-UBS10

2.903

07/15/49

394,826

321,966

Benchmark

2021-B30

Mortgage

Trust

1.190

11/15/54

309,894

750,000

BMW

Vehicle

Lease

Trust

0.000

01/25/27

750,551

205,986

(b)

BX

Commercial

Mortgage

Trust

2020-VKNG

5.848

10/15/37

205,538

100,000

Capital

One

Multi-Asset

Execution

Trust

2.800

03/15/27

99,246

432,576

Carmax

Auto

Owner

Trust

2022-4

5.340

08/16/27

434,224

150,000

CarMax

Auto

Owner

Trust

2024-2

5.573

05/17/27

150,202

1,250,000

CarMax

Auto

Owner

Trust

2024-4

5.293

12/15/27

1,250,523

217,101

CFCRE

Commercial

Mortgage

Trust

2016-C4

3.014

05/10/58

212,414

200,000

(b)

Chase

Auto

Owner

Trust

2024-4

5.250

09/27/27

200,886

500,000

Citibank

Credit

Card

Issuance

Trust

5.471

12/08/27

500,716

57,853

Citigroup

Commercial

Mortgage

Trust

2016-C1

3.003

05/10/49

57,223

72,348

(b)

Citizens

Auto

Receivables

Trust

2024-1

5.610

10/15/26

72,409

150,000

CNH

Equipment

Trust

2024-B

5.410

10/15/27

150,040

750,000

CNH

Equipment

Trust

2024-C

5.430

02/18/28

750,499

128,908

COMM

2015-CCRE25

Mortgage

Trust

3

.505

08/10/48

127,854

59,069

COMM

2015-CCRE25

Mortgage

Trust

3.537

08/10/48

58,803

96,945

COMM

2015-CCRE27

Mortgage

Trust

3.349

10/10/48

95,749

85,403

COMM

2015-LC23

Mortgage

Trust

3.521

10/10/48

84,162

100,000

COMM

Mortgage

Trust

3.630

10/10/48

98,549

73,500

CSAIL

2016-C5

Commercial

Mortgage

Trust

3.533

11/15/48

72,948

100,000

Discover

Card

Execution

Note

Trust

3.320

05/15/27

99,256

250,000

(b)

DLLMT

2024-1

LLC

5.080

02/22/27

250,881

250,000

Ford

Credit

Auto

Lease

Trust

2024-B

5.410

02/15/27

250,155

94,511

Ford

Credit

Auto

Owner

Trust

2024-A

5.353

01/15/27

94,568

500,000

Ford

Credit

Auto

Owner

Trust

2024-C

5.410

08/15/27

500,248

398,312

GM

Financial

Automobile

Leasing

Trust

2024-2

5.430

09/21/26

400,108

750,000

GM

Financial

Automobile

Leasing

Trust

2024-3

5.360

01/20/27

750,401

138,936

GM

Financial

Consumer

Automobile

Receivables

Trust

2024-2

5.383

03/16/27

139,040

750,000

GM

Financial

Consumer

Automobile

Receivables

Trust

2024-4

0.000

10/18/27

750,392

73,398

GS

Mortgage

Securities

Trust

2015-GC32

3.498

07/10/48

72,722

92,313

Hyundai

Auto

Receivables

Trust

2024-A

5

.430

04/15/27

92,367

750,000

Hyundai

Auto

Receivables

Trust

2024-C

0.000

09/15/27

750,384

100,000

John

Deere

Owner

Trust

2024

5.380

02/16/27

100,008

77,000

JPMBB

Commercial

Mortgage

Securities

Trust

2015-C28

3.227

10/15/48

76,490

98,714

JPMBB

Commercial

Mortgage

Securities

Trust

2015-C33

3.504

12/15/48

97,463

55,239

(b)

MHC

Commercial

Mortgage

Trust

2021-MHC

5.719

04/15/38

55,100

745,000

Morgan

Stanley

Capital

I

Trust

2015-MS1

3.779

05/15/48

737,029

84,139

Morgan

Stanley

Capital

I

Trust

2016-UB11

2.606

08/15/49

82,662

299,532

Morgan

Stanley

Capital

I

Trust

2021-L5

0.785

05/15/54

289,823

504,405

Morgan

Stanley

Capital

I

Trust

2021-L7

0.881

10/15/54

484,638

34,136

(b)

Porsche

Financial

Auto

Securitization

Trust

2023-2

5.453

11/23/26

34,157

300,000

(b)

Porsche

Innovative

Lease

Owner

Trust

2024-1

5.410

01/20/27

300,269

750,000

(b)

Porsche

Innovative

Lease

Owner

Trust

2024-2

0.000

12/21/26

750,297

83

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SECURITIZED

(continued)

$

79,212

(b)

Tesla

Auto

Lease

Trust

2024-A

5.373

%

06/22/26

$

79,229

1,250,000

(b)

Tesla

Auto

Lease

Trust

2024-B

0.000

01/20/27

1,250,811

200,000

Toyota

Auto

Receivables

2024-C

Owner

Trust

5.380

05/17/27

200,132

1,000,000

Toyota

Auto

Receivables

2024-D

Owner

Trust

4.550

08/16/27

999,548

500,000

(b)

Toyota

Lease

Owner

Trust

2024-B

5.330

02/22/27

500,295

100,000

Verizon

Master

Trust

5.643

12/20/28

100,225

650,000

Volkswagen

Auto

Lease

Trust

2024-A

5.343

12/21/26

650,578

500,000

(b)

Volvo

Financial

Equipment

LLC

Series

2024-1

4.560

05/17/27

499,092

89,000

Wells

Fargo

Commercial

Mortgage

Trust

2015-NXS1

3.148

05/15/48

88,246

200,000

Wells

Fargo

Commercial

Mortgage

Trust

2015-NXS2

3.498

07/15/58

197,825

250,000

Wells

Fargo

Commercial

Mortgage

Trust

2015-NXS3

3.617

09/15/57

246,562

168,604

Wells

Fargo

Commercial

Mortgage

Trust

2015-P2

3.541

12/15/48

166,667

138,284

Wells

Fargo

Commercial

Mortgage

Trust

2016-C35

2.788

07/15/48

136,566

62,112

World

Omni

Auto

Receivables

Trust

2023-D

5.910

02/16/27

62,356

300,000

World

Omni

Auto

Receivables

Trust

2024-C

5.480

01/18/28

300,429

143,559

World

Omni

Automobile

Lease

Securitization

Trust

2024-A

5.440

02/16/27

143,520

TOTAL

SECURITIZED

(Cost

$19,394,755)

19,427,803

TOTAL

LONG-TERM

INVESTMENTS

(Cost

$83,721,738)

83,657,854

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SHORT-TERM

INVESTMENTS

-

46.0%

CERTIFICATE

OF

DEPOSIT

-

0.7%

1,000,000

Toronto-Dominion

Bank/NY

5.120

01/24/25

1,000,397

TOTAL

CERTIFICATE

OF

DEPOSIT

(Cost

$1,000,732)

1,000,397

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

COMMERCIAL

PAPER

-

18.4%

350,000

Apple

Inc,

144A

0.000

11/05/24

349,768

1,000,000

Apple

Inc,

144A

0

.000

11/22/24

997,115

1,000,000

Apple

Inc,

144A

0.000

11/14/24

998,156

1,000,000

Archer-Daniels-Midland

Co,

144A

0.000

12/11/24

994,607

750,000

Bank

of

Montreal

0.000

11/07/24

749,300

451,000

BP

Capital

Markets

PLC,

144A

0.000

11/06/24

450,633

1,500,000

Cabot

Trail

Funding

LLC

0.000

11/05/24

1,498,994

750,000

CABOT

TRAIL

FUNDING

LLC

0.000

12/12/24

745,819

350,000

Cisco

Systems

Inc

0.000

12/04/24

348,442

715,000

Coca-Cola

Co/The,

144A

0.000

11/13/24

713,769

1,000,000

Credit

Agricole

Corporate

and

Investment

Bank/New

York

0.000

11/04/24

999,465

500,000

Danske

Bank

A/S

0.000

11/18/24

498,799

1,000,000

Duke

Energy

Corp

0.000

12/04/24

995,464

250,000

Fairway

Finance

Co

LLC,

144A

0.000

01/06/25

247,805

1,000,000

Florida

Power

&

Light

Co

0.000

11/20/24

997,303

1,000,000

GTA

FUNDING

LLC

0.000

01/03/25

991,618

1,000,000

GTA

FUNDING

LLC

0.000

12/19/24

993,546

750,000

GTA

FUNDING

LLC

0.000

01/08/25

743,232

250,000

HSBC

USA

Inc,

144A

0.000

11/12/24

249,597

740,000

ING

US

Funding

LLC

0.000

11/27/24

737,359

500,000

John

Deere

Financial

Inc

0.000

11/13/24

499,136

400,000

Liberty

Street

Funding

LLC,

144A

0.000

11/20/24

398,932

1,000,000

Liberty

Street

Funding

LLC

0.000

01/10/25

990,740

100,000

Lloyds

Bank

PLC

0.000

12/13/24

99,439

550,000

Magna

International

Inc

0.000

11/05/24

549,624

750,000

Manhattan

Asset

Funding

Co

LLC,

144A

0.000

12/13/24

745,741

1,000,000

PURE

GROVE

FUNDING

0.000

12/12/24

994,451

500,000

Sheffield

Receivables

Co

LLC,

144A

0.000

11/08/24

499,462

750,000

Sheffield

Receivables

Co

LLC,

144A

0.000

11/19/24

748,093

1,250,000

Siemens

Capital

Co

LLC,

144A

0.000

12/04/24

1,244,484

250,000

Societe

Generale

SA,

144A

0.000

01/14/25

247,576

Portfolio

of

Investments

October

31,

2024

(continued)

Ultra

Short

Income

ETF

(NUSB)

84

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

COMMERCIAL

PAPER

(continued)

$

725,000

Sumitomo

Mitsui

Trust

Bank

Ltd/Singapore

0.000

%

11/13/24

$

723,752

400,000

Swedbank

AB

0.000

12/05/24

398,172

250,000

Swedbank

AB

0.000

03/03/25

246,124

750,000

TotalEnergies

Capital

SA

4.669

12/20/24

745,125

1,000,000

TotalEnergies

Capital

SA

0.000

11/05/24

999,329

1,100,000

TOTALENERGIES

CAPITAL

SA

0.000

11/14/24

1,097,945

700,000

VW

Credit

Inc

0.000

11/26/24

697,537

500,000

VW

Credit

Inc

0.000

12/04/24

497,708

250,000

Walt

Disney

Co/The

0.000

11/15/24

249,496

TOTAL

COMMERCIAL

PAPER

(Cost

$27,975,059)

27,973,657

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

CORPORATE

DEBT

-

22.4%

FINANCIALS

-

7.6%

370,000

Aetna

Inc

3.500

11/15/24

369,723

1,535,000

Air

Lease

Corp

2.300

02/01/25

1,523,950

1,720,000

Canadian

Imperial

Bank

of

Commerce

5.144

04/28/25

1,723,271

1,410,000

Corebridge

Financial

Inc

3.500

04/04/25

1,401,284

1,735,000

Elevance

Health

Inc

2.375

01/15/25

1,724,696

1,720,000

Goldman

Sachs

Group

Inc/The

3.500

04/01/25

1,710,174

455,000

(a),(b)

Pacific

Life

Global

Funding

II

(

SOFR

Compounded

Index

+

0.860%

)

5.755

06/16/25

456,636

1,320,000

Truist

Bank

1.500

03/10/25

1,304,527

1,320,000

Welltower

OP

LLC

4.000

06/01/25

1,313,724

TOTAL

FINANCIALS

11,527,985

INDUSTRIAL

-

13.9%

1,320,000

AbbVie

Inc

3.600

05/14/25

1,311,663

970,000

(a)

American

Honda

Finance

Corp

(

SOFR

+

0.550%

)

5.648

02/12/25

970,091

1,705,000

American

Tower

Corp

2.400

03/15/25

1,688,812

1,535,000

Amgen

Inc

5.250

03/02/25

1,536,663

970,000

Becton

Dickinson

&

Co

3.734

12/15/24

968,016

130,000

Carrier

Global

Corp

2.242

02/15/25

128,987

355,000

Chevron

Corp

1.554

05/11/25

349,181

745,000

(a),(b)

Daimler

Truck

Finance

North

America

LLC

(

SOFR

+

0.750%

)

5

.680

12/13/24

745,494

1,320,000

Enterprise

Products

Operating

LLC

3.750

02/15/25

1,315,314

1,705,000

Fiserv

Inc

3.850

06/01/25

1,694,895

1,410,000

General

Motors

Financial

Co

Inc

3.800

04/07/25

1,402,938

1,320,000

Marathon

Petroleum

Corp

4.700

05/01/25

1,318,316

1,095,000

Oracle

Corp

2.500

04/01/25

1,084,057

1,530,000

Oracle

Corp

2.950

05/15/25

1,513,953

2,080,000

Otis

Worldwide

Corp

2.056

04/05/25

2,054,222

505,000

Pfizer

Inc

0.800

05/28/25

494,217

1,135,000

Philip

Morris

International

Inc

1.500

05/01/25

1,116,927

1,560,000

Reynolds

American

Inc

4.450

06/12/25

1,554,454

1,000

Verizon

Communications

Inc

3.376

02/15/25

995

TOTAL

INDUSTRIAL

21,249,195

UTILITY

-

0.9%

1,320,000

NextEra

Energy

Capital

Holdings

Inc

6.051

03/01/25

1,324,296

TOTAL

UTILITY

1,324,296

TOTAL

CORPORATE

DEBT

(Cost

$34,101,401)

34,101,476

85

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:

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.

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

U.S.

TREASURY

-

4.5%

$

6,900,000

United

States

Treasury

Bill

0.000

%

12/17/24

$

6,859,681

TOTAL

U.S.

TREASURY

(Cost

$6,859,597)

6,859,681

TOTAL

SHORT-TERM

INVESTMENTS

(Cost

$69,936,789)

69,935,211

TOTAL

INVESTMENTS

-

101.2%

(Cost

$153,658,527

)

153,593,065

OTHER

ASSETS

&

LIABILITIES,

NET

-

(1.2)%

(1,847,793)

NET

ASSETS

-

100%

$

151,745,272

NUSB

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Corporate

Debt

$

–

$

63,262,660

$

–

$

63,262,660

Government

Related

–

967,391

–

967,391

Securitized

–

19,427,803

–

19,427,803

Short-Term

Investments:

Certificate

of

Deposit

–

1,000,397

–

1,000,397

Commercial

Paper

–

27,973,657

–

27,973,657

Corporate

Debt

–

34,101,476

–

34,101,476

U.S.

Treasury

–

6,859,681

–

6,859,681

Total

$

–

$

153,593,065

$

–

$

153,593,065

(a)

Variable

rate

security.

The

rate

shown

is

the

coupon

as

of

the

end

of

the

reporting

period.

(b)

Security

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$16,970,275

or

11.0%

of

Total

Investments.