1

Nuveen

Core

Impact

Bond

Managed

Accounts

Portfolio

Portfolio

of

Investments

July

31,

2022

(Unaudited)

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

LONG-TERM

INVESTMENTS

-

98.7%   

X

5,520,360

CORPORATE

BONDS

-

60.6%

X

5,520,360

Banks

-

8.3%

$

200

ABN

AMRO

Bank

NV,

144A

2.470%

12/13/29

A

$

174,118

200

Bank

Hapoalim

BM,

Reg

S,

144A

3.255%

1/21/32

BBB

172,046

250

BPCE

SA,

144A

2.045%

10/19/27

A

223,611

200

ING

Groep

NV,

144A

1.400%

7/01/26

A+

182,728

850

Total

Banks

752,503

Beverages

-

2.3%

250

PepsiCo

Inc

2.875%

10/15/49

A+

209,432

Chemicals

-

2.6%

250

LG

Chem

Ltd,

144A

3.625%

4/15/29

A3

240,162

Commercial

Services

&

Supplies

-

3.0%

100

Massachusetts

Higher

Education

Assistance

Corp

2.673%

7/01/31

Aa3

89,913

250

Rockefeller

Foundation

2.492%

10/01/50

AAA

183,644

350

Total

Commercial

Services

&

Supplies

273,557

Diversified

Consumer

Services

-

0.8%

100

Bush

Foundation

2.754%

10/01/50

Aaa

72,555

Diversified

Financial

Services

-

2.6%

250

WLB

Asset

II

B

Pte

Ltd,

144A

3.950%

12/10/24

N/R

236,189

Diversified

Telecommunication

Services

-

1.7%

200

Verizon

Communications

Inc

2.850%

9/03/41

A-

156,990

Electric

Utilities

-

12.8%

250

MidAmerican

Energy

Co

3.150%

4/15/50

Aa2

202,832

250

Niagara

Mohawk

Power

Corp,

144A

1.960%

6/27/30

BBB+

213,374

120

PacifiCorp

2.900%

6/15/52

A+

92,007

200

Southern

California

Edison

Co

3.650%

6/01/51

A-

162,375

200

Southwestern

Electric

Power

Co

3.250%

11/01/51

A-

153,568

250

Southwestern

Public

Service

Co

3.750%

6/15/49

A

217,810

150

Southwestern

Public

Service

Co

3.150%

5/01/50

A

120,735

1,420

Total

Electric

Utilities

1,162,701

Equity

Real

Estate

Investment

Trusts

-

5.3%

200

Host

Hotels

&

Resorts

LP

2.900%

12/15/31

BBB-

160,490

200

Regency

Centers

LP

3.750%

6/15/24

BBB+

198,659

125

Starwood

Property

Trust

Inc,

144A

5.500%

11/01/23

BB+

124,063

525

Total

Equity

Real

Estate

Investment

Trusts

483,212

Nuveen

Core

Impact

Bond

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

July

31,

2022

(Unaudited)

2

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Gas

Utilities

-

2.2%

$

200

NiSource

Inc

5.000%

6/15/52

BBB+

$

202,205

Hotels,

Restaurants

&

Leisure

-

2.1%

200

Starbucks

Corp

4.450%

8/15/49

BBB+

189,244

Independent

Power

And

Renewable

Electricity

Prod

-

2.0%

200

Atlantica

Sustainable

Infrastructure

PLC,

144A

4.125%

6/15/28

BB+

182,897

Independent

Power

Producers

&

Energy

Traders

-

6.0%

250

AES

Corp

2.450%

1/15/31

BBB-

211,315

200

Sweihan

PV

Power

Co

PJSC,

144A

3.625%

1/31/49

BBB+

168,120

190

UEP

Penonome

II

SA2020

1,

144A

6.500%

10/01/38

BB

172,270

640

Total

Independent

Power

Producers

&

Energy

Traders

551,705

Oil,

Gas

&

Consumable

Fuels

-

0.9%

100

TotalEnergies

Capital

International

SA

3.127%

5/29/50

A+

80,916

Paper

&

Forest

Products

-

2.1%

200

Inversiones

CMPC

SA,

144A

4.375%

4/04/27

BBB

191,250

Semiconductors

&

Semiconductor

Equipment

-

4.5%

250

NXP

BV

/

NXP

Funding

LLC

/

NXP

USA

Inc

3.400%

5/01/30

BBB

228,110

225

SK

Hynix

Inc,

144A

2.375%

1/19/31

Baa2

178,387

475

Total

Semiconductors

&

Semiconductor

Equipment

406,497

Software

-

1.4%

150

Autodesk

Inc

2.400%

12/15/31

A3

128,345

$

6,360

Total

Corporate

Bonds

(cost

$6,536,909)

5,520,360

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

X

2,408,124

ASSET-BACKED

AND

MORTGAGE-BACKED

SECURITIES

-

26.4%

X

2,408,124

$

2

Banc

of

America

Mortgage

2004-K

Trust

2004

K

2.617%

12/25/34

N/R

$

1,815

250

BFLD

Trust

2020-EYP

(1-Month

LIBOR

reference

rate

+

2.100%

spread)

2020

EYP(3)

4.099%

10/15/35

A-

238,286

250

Century

Plaza

Towers

2019-CPT

2019

CPT

2.997%

11/13/39

N/R

193,432

100

DBUBS

2017-BRBK

Mortgage

Trust

2017

BRBK

3.452%

10/10/34

AAA

97,231

3

Fannie

Mae

Pool

BT0267

3.000%

9/01/51

N/R

2,773

3

Fannie

Mae

Pool

BU8837

5.000%

5/01/52

N/R

2,915

5

Fannie

Mae

Pool

CA6414

3.000%

7/01/50

N/R

4,773

1

Fannie

Mae

Pool

CB3149

2.000%

3/01/52

N/R

884

25

Fannie

Mae

Pool

CB3297

2.500%

4/01/52

N/R

23,042

9

Fannie

Mae

Pool

MA4518

3.000%

1/01/37

N/R

8,612

15

Fannie

Mae

Pool

MA4567

2022

2022

2.000%

3/01/37

N/R

14,605

5

Fannie

Mae

Pool

MA4570

2.000%

3/01/42

N/R

4,474

27

Fannie

Mae

Pool

MA4644

2022

1

4.000%

5/01/52

N/R

26,772

7

Fannie

Mae

Pool

MA4709

,

(WI/DD,

Settling

8/11/22)

5.000%

7/01/52

N/R

7,140

8

Freddie

Mac

Gold

Pool

G08760

3.000%

4/01/47

N/R

7,379

142

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

2020

Q014

1.555%

1/25/36

N/R

125,261

5

Freddie

Mac

Pool

QD1349

3.500%

11/01/51

N/R

4,747

5

Ginnie

Mae

II

Pool

BX3679

3.000%

8/20/50

N/R

5,277

7

Ginnie

Mae

II

Pool

BX3680

3.000%

8/20/50

N/R

7,105

3

Ginnie

Mae

II

Pool

BX3681

3.000%

8/20/50

N/R

2,821

20

Ginnie

Mae

II

Pool

BY0325

2.500%

10/20/50

N/R

18,867

1

Ginnie

Mae

II

Pool

BY0330

3.000%

10/20/50

N/R

666

1

Ginnie

Mae

II

Pool

BY0331

3.000%

10/20/50

N/R

1,069

3

Ginnie

Mae

II

Pool

BY0338

3.500%

8/20/50

N/R

3,276

3

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

$

3

Ginnie

Mae

II

Pool

BY0339

3.500%

8/20/50

N/R

$

2,619

3

Ginnie

Mae

II

Pool

BY0340

3.500%

8/20/50

N/R

2,773

57

Ginnie

Mae

II

Pool

MA7589

2.500%

9/20/51

N/R

54,572

3

Ginnie

Mae

II

Pool

MA8043

3.000%

5/20/52

N/R

2,904

3

Ginnie

Mae

II

Pool

MA8149

3.500%

7/20/52

N/R

2,989

86

GoodLeap

Sustainable

Home

Solutions

Trust

2021-3

2021

3CS

2.100%

5/20/48

N/R

75,137

135

GoodLeap

Sustainable

Home

Solutions

Trust

2021-4

2021

4GS

2.360%

7/20/48

BBB

111,000

235

Hudson

Yards

2019-30HY

Mortgage

Trust

2019

30HY

3.228%

7/10/39

AAA

218,871

159

Loanpal

Solar

Loan

2021-2

Ltd

2021

2GS

2.220%

3/20/48

N/R

134,501

155

Mosaic

Solar

Loan

Trust

2020-2

2020

2A

1.440%

8/20/46

N/R

136,115

174

Mosaic

Solar

Loan

Trust

2021-3

2021

3A

1.920%

6/20/52

N/R

152,188

250

Natixis

Commercial

Mortgage

Securities

Trust

2019-MILE

(1-Month

LIBOR

reference

rate

+

1.500%

spread)

2019

MILE(3)

3.499%

7/15/36

N/R

245,732

73

Vivint

Solar

Financing

V

LLC

2018

1A

7.370%

4/30/48

N/R

70,850

234

Vivint

Solar

Financing

VII

LLC

2020

1A

2.210%

7/31/51

N/R

204,018

200

VNDO

Trust

2016-350P

2016

350P

3.903%

1/10/35

AA-

190,633

$

2,666

Total

Asset-Backed

and

Mortgage-Backed

Securities

(cost

$2,697,212)

2,408,124

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(4)

Ratings

(2)

Value

X

709,919

MUNICIPAL

BONDS

-

7.8%

X

709,919

California

-

3.7%

$

200

Los

Angeles

Department

of

Airports,

California,

Customer

Facility

Charge

Revenue

Bonds,

Los

Angeles

International

Airport,

Consolidated

Rental

Car

Facility

Project,

Green

Series

2022A,

4.242%,

5/15/48

-

AGM

Insured

5/32

at

100.00

N/R

$

188,392

185

San

Francisco

City

and

County

Public

Utilities

Commission,

California,

Power

Revenue

Bonds,

Taxable

Refunding

Series

2020E,

2.825%,

11/01/41

11/30

at

100.00

Aa2

151,152

385

Total

California

339,544

Massachusetts

-

1.7%

170

Massachusetts

Clean

Energy

Cooperative

Corp,

2.020%,

7/01/28

No

Opt.

Call

N/R

155,863

Michigan

-

2.4%

250

Great

Lakes

Water

Authority,

Michigan,

Sewer

Disposal

System

Revenue

Bonds,

Taxable

Refunding

Senior

Lien

Series

2020A,

3.056%,

7/01/39

No

Opt.

Call

AA-

214,512

$

805

Total

Municipal

Bonds

(cost

$827,475)

709,919

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

X

171,262

SOVEREIGN

DEBT

-

1.9%

X

171,262

Peru

-

1.9%

$

200

Peruvian

Government

International

Bond

3.000%

1/15/34

Baa1

$

171,262

$

200

Total

Sovereign

Debt

(cost

$196,192)

171,262

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

X

96,719

U.S.

GOVERNMENT

AND

AGENCY

OBLIGATIONS

-

1.1%

X

96,719

$

100

United

States

Treasury

Note/Bond

2.875%

05/15/52

Aaa

$

96,719

$

100

Total

U.S.

Government

and

Agency

Obligations

(cost

$90,540)

96,719

Nuveen

Core

Impact

Bond

Managed

Accounts

Portfolio

(continued)

Portfolio

of

Investments

July

31,

2022

(Unaudited)

4

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:

Gh

Principal

Amount

(000)

Description

(1)

Coupon

(5)

Reference

Rate

(5)

Spread

(5)

Maturity

(6)

Ratings

(2)

Value

X

82,981

VARIABLE

RATE

SENIOR

LOAN

INTERESTS

-

0.9%

(5)

X

82,981

Electric

Utilities

-

0.9%

$

84

ExGen

Renewables

IV,

LLC,

Term

Loan

4.080%

3-Month

LIBOR

2.500%

12/15/27

BB-

$

82,981

$

84

Total

Variable

Rate

Senior

Loan

Interests

(cost

$84,098)

82,981

Total

Long-Term

Investments

(cost

$10,432,426)

8,989,365

Other

Assets

Less

Liabilities

-  1.3%

115,798

Net

Assets

-

100%

$

9,105,163

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Corporate

Bonds

$

–

$

5,520,360

$

–

$

5,520,360

Asset-Backed

and

Mortgage-Backed

Securities

–

2,408,124

–

2,408,124

Municipal

Bonds

–

709,919

–

709,919

Sovereign

Debt

–

171,262

–

171,262

U.S.

Government

and

Agency

Obligations

–

96,719

–

96,719

Variable

Rate

Senior

Loan

Interests

–

82,981

–

82,981

Total

$

–

$

8,989,365

$

–

$

8,989,365

For

Fund

portfolio

compliance

purposes,

the

Fund’s

industry

classifications

refer

to

any

one

or

more

of

the

industry

sub-classifications

used

by

one

or

more

widely

recognized

market

indexes

or

ratings

group

indexes,

and/or

as

defined

by

Fund

management.

This

definition

may

not

apply

for

purposes

of

this

report,

which

may

combine

industry

sub-classifications

into

sectors

for

reporting

ease.

(1)

All

percentages

shown

in

the

Portfolio

of

Investments

are

based

on

net

assets.

(2)

For

financial

reporting

purposes,

the

ratings

disclosed

are

the

highest

of

Standard

&

Poor’s

Group

(“Standard

&

Poor’s”),

Moody’s

Investors

Service,

Inc.

(“Moody’s”)

or

Fitch,

Inc.

(“Fitch”)

rating.

This

treatment

of

split-rated

securities

may

differ

from

that

used

for

other

purposes,

such

as

for

Fund

investment

policies.

Ratings

below

BBB

by

Standard

&

Poor’s,

Baa

by

Moody’s

or

BBB

by

Fitch

are

considered

to

be

below

investment

grade.

Holdings

designated

N/R

are

not

rated

by

any

of

these

national

rating

agencies.

(3)

Variable

rate

security.

The

rate

shown

is

the

coupon

as

of

the

end

of

the

reporting

period.

(4)

Optional

Call

Provisions:

Dates

(month

and

year)

and

prices

of

the

earliest

optional

call

or

redemption.

There

may

be

other

call

provisions

at

varying

prices

at

later

dates.

Certain

mortgage-backed

securities

may

be

subject

to

periodic

principal

paydowns.

5

(5)

Senior

loans

generally

pay

interest

at

rates

which

are

periodically

adjusted

by

reference

to

a

base

short-term,

floating

lending

rate

(Reference

Rate)

plus

an

assigned

fixed

rate

(Spread).

These

floating

lending

rates

are

generally

(i)

the

lending

rate

referenced

by

the

London

Inter-Bank

Offered

Rate

("LIBOR"),

or

(ii)

the

prime

rate

offered

by

one

or

more

major

United

States

banks.

Senior

loans

may

be

considered

restricted

in

that

the

Fund

ordinarily

is

contractually

obligated

to

receive

approval

from

the

agent

bank

and/or

borrower

prior

to

the

disposition

of

a

senior

loan.

The

rate

shown

is

the

coupon

as

of

the

end

of

the

reporting

period.

(6)

Senior

loans

generally

are

subject

to

mandatory

and/or

optional

prepayment.

Because

of

these

mandatory

prepayment

conditions

and

because

there

may

be

significant

economic

incentives

for

a

borrower

to

prepay,

prepayments

of

senior

loans

may

occur.

As

a

result,

the

actual

remaining

maturity

of

senior

loans

held

may

be

substantially

less

than

the

stated

maturities

shown.

144A

Investment

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

investments

may

only

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

LIBOR

London

Inter-Bank

Offered

Rate

Reg

S

Regulation

S

allows

U.S.

companies

to

sell

securities

to

persons

or

entities

located

outside

of

the

United

States

without

registering

those

securities

with

the

Securities

and

Exchange

Commission.

Specifically,

Regulation

S

provides

a

safe

harbor

from

the

registration

requirements

of

the

Securities

Act

for

the

offers

and

sales

of

securities

by

both

foreign

and

domestic

issuers

that

are

made

outside

the

United

States.

WI/DD

Purchased

on

a

when-issued

or

delayed

delivery

basis.