0001752724-22-152606.txt : 20220628
0001752724-22-152606.hdr.sgml : 20220628
20220628162722
ACCESSION NUMBER: 0001752724-22-152606
CONFORMED SUBMISSION TYPE: NPORT-P
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20220430
FILED AS OF DATE: 20220628
PERIOD START: 20220731
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Nushares ETF Trust
CENTRAL INDEX KEY: 0001635073
IRS NUMBER: 000000000
FILING VALUES:
FORM TYPE: NPORT-P
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-23161
FILM NUMBER: 221050463
BUSINESS ADDRESS:
STREET 1: 333 W. WACKER DR.
CITY: CHICAGO
STATE: IL
ZIP: 60606
BUSINESS PHONE: 312-917-8146
MAIL ADDRESS:
STREET 1: 333 W. WACKER DR.
CITY: CHICAGO
STATE: IL
ZIP: 60606
FORMER COMPANY:
FORMER CONFORMED NAME: NuShares ETF Trust
DATE OF NAME CHANGE: 20160614
FORMER COMPANY:
FORMER CONFORMED NAME: Nuveen ETF Trust
DATE OF NAME CHANGE: 20150226
0001635073
S000056738
Nuveen Enhanced Yield 1-5 Year U.S. Aggregate Bond ETF
C000180107
Nuveen Enhanced Yield 1-5 Year U.S. Aggregate Bond ETF
NUSA
NPORT-P
1
primary_doc.xml
NPORT-P
false
0001635073
XXXXXXXX
S000056738
C000180107
NuShares ETF Trust
811-23161
0001635073
549300UWO63YZ5POLH71
333 W. Wacker Dr
Chicago
60606
312-917-7700
Nuveen Enhanced Yield 1-5 Year U.S. Aggregate Bond ETF
S000056738
549300U4HMIURVN2OD61
2022-07-31
2022-04-30
N
35382213.00
245551.00
35136662.00
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
388900.00000000
USD
N
FOX CORP
549300DDU6FDRBIELS05
Fox Corp
35137LAG0
10000.00000000
PA
USD
10097.99000000
0.028739184160
Long
DBT
CORP
US
N
2
2024-01-25
Fixed
4.03000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320AN2
51000.00000000
PA
USD
49597.50000000
0.141155981179
Long
DBT
CORP
US
N
2
2044-03-15
Fixed
5.20000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GKP3
100000.00000000
PA
USD
99813.00000000
0.284070809002
Long
DBT
CORP
US
N
2
2028-04-27
Fixed
4.37600000
N
N
N
N
N
N
AMEREN CORP
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608AH5
50000.00000000
PA
USD
49072.35000000
0.139661388438
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
2.50000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DWY4
630246.14000000
PA
USD
604816.17000000
1.721325064970
Long
ABS-MBS
USGSE
US
N
2
2036-02-01
Fixed
2.50000000
N
N
N
N
N
N
AON CORP/AON GLOBAL HOLD
N/A
Aon Corp / Aon Global Holdings PLC
03740LAD4
100000.00000000
PA
USD
95214.64000000
0.270983737726
Long
DBT
CORP
US
N
2
2027-05-28
Fixed
2.85000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDD5
100000.00000000
PA
USD
89473.45000000
0.254644137795
Long
DBT
CORP
US
N
2
2026-01-08
Fixed
1.25000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AQ1
70000.00000000
PA
USD
70650.73000000
0.201074108860
Long
DBT
CORP
US
N
2
2023-10-01
Fixed
3.80000000
N
N
N
N
N
N
DXC TECHNOLOGY CO
549300DOVZ3EDJB7O259
DXC Technology Co
23355LAL0
10000.00000000
PA
USD
8936.85000000
0.025434544692
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
1.80000000
N
N
N
N
N
N
ANTHEM INC
8MYN82XMYQH89CTMTH67
Anthem Inc
036752AJ2
25000.00000000
PA
USD
24207.75000000
0.068895986761
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
2.37500000
N
N
N
N
N
N
DELL INT LLC / EMC CORP
N/A
Dell International LLC / EMC Corp
24703TAA4
15000.00000000
PA
USD
15327.16000000
0.043621559725
Long
DBT
CORP
US
N
2
2023-06-15
Fixed
5.45000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308KA4
100000.00000000
PA
USD
98647.48000000
0.280753703923
Long
DBT
CORP
US
N
2
2024-02-16
Fixed
3.25000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EYV3
30000.00000000
PA
USD
27701.03000000
0.078837967021
Long
DBT
CORP
CA
N
2
2027-01-21
Fixed
2.05000000
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZT0
350000.00000000
PA
USD
322683.59000000
0.918367231355
Long
DBT
UST
US
N
2
2025-05-31
Fixed
0.25000000
N
N
N
N
N
N
Ford Credit Floorplan Master O
5493001DTG5N7T8BG747
Ford Credit Floorplan Master Owner Trust A
34528QHF4
500000.00000000
PA
USD
487989.55000000
1.388832980207
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
2.44000000
N
N
N
N
N
N
SAN DIEGO G & E
KNIRVXKVNJJ4P8OTMS63
San Diego Gas & Electric Co
797440BU7
100000.00000000
PA
USD
95507.93000000
0.271818449914
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
2.50000000
N
N
N
N
N
N
HP INC
WHKXQACZ14C5XRO8LW03
HP Inc
40434LAF2
20000.00000000
PA
USD
17966.14000000
0.051132176414
Long
DBT
CORP
US
N
2
2026-06-17
Fixed
1.45000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320AM4
11000.00000000
PA
USD
10998.57000000
0.031302262007
Long
DBT
CORP
US
N
2
2043-06-15
Fixed
5.62500000
N
N
N
N
N
N
AMEREN CORP
XRZQ5S7HYJFPHJ78L959
Ameren Corp
023608AL6
20000.00000000
PA
USD
18282.50000000
0.052032546517
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
1.95000000
N
N
N
N
N
N
DUKE ENERGY FLORIDA LLC
7MOHLM3DKE63RX2ZCN83
Duke Energy Florida LLC
26444HAC5
100000.00000000
PA
USD
97749.59000000
0.278198281897
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
3.20000000
N
N
N
N
N
N
Dell Equipment Finance Trust
N/A
Dell Equipment Finance Trust
24703WAB5
100000.00000000
PA
USD
99161.31000000
0.282216079603
Long
ABS-O
CORP
US
Y
2
2027-08-23
Fixed
2.11000000
N
N
N
N
N
N
MID-AMERICA APARTMENTS
549300FXWGE3QSYCUJ38
Mid-America Apartments LP
59523UAT4
100000.00000000
PA
USD
89252.38000000
0.254014965906
Long
DBT
CORP
US
N
2
2026-09-15
Fixed
1.10000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CS6
30000.00000000
PA
USD
28240.26000000
0.080372631868
Long
DBT
CORP
US
N
2
2027-03-04
Fixed
2.55000000
N
N
N
N
N
N
RYDER SYSTEM INC
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKT5
100000.00000000
PA
USD
94367.15000000
0.268571755620
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
2.85000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAF2
30000.00000000
PA
USD
29959.69000000
0.085266181517
Long
DBT
CORP
IE
N
2
2023-07-03
Fixed
4.12500000
N
N
N
N
N
N
CNH INDUSTRIAL CAP LLC
549300PNSJ5B81UMVO28
CNH Industrial Capital LLC
12592BAM6
30000.00000000
PA
USD
27058.37000000
0.077008937274
Long
DBT
CORP
US
N
2
2026-07-15
Fixed
1.45000000
N
N
N
N
N
N
Toyota Auto Receivables Owner
N/A
Toyota Auto Receivables 2019-A Owner Trust
89239AAE3
100000.00000000
PA
USD
100442.80000000
0.285863238801
Long
ABS-O
CORP
US
N
2
2024-05-15
Fixed
3.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418C2Y9
45086.70000000
PA
USD
46042.75000000
0.131039055445
Long
ABS-MBS
USGSE
US
N
2
2033-10-01
Fixed
4.00000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DU83
352717.09000000
PA
USD
330992.69000000
0.942015180611
Long
ABS-MBS
USGSE
US
N
2
2035-12-01
Fixed
2.00000000
N
N
N
N
N
N
CROWN CASTLE INTL CORP
54930012H97VSM0I2R19
Crown Castle International Corp
22822VAZ4
40000.00000000
PA
USD
37450.38000000
0.106584911224
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
2.90000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBP9
100000.00000000
PA
USD
85061.89000000
0.242088704954
Long
DBT
CORP
US
N
2
2082-01-15
Fixed
3.25000000
N
N
N
N
N
N
WESTPAC BANKING CORP
EN5TNI6CI43VEPAMHL14
Westpac Banking Corp
961214ER0
60000.00000000
PA
USD
54444.76000000
0.154951429364
Long
DBT
CORP
AU
N
2
2026-06-03
Fixed
1.15000000
N
N
N
N
N
N
John Deere Owner Trust
N/A
John Deere Owner Trust
47789QAD2
50000.00000000
PA
USD
46454.37000000
0.132210538382
Long
ABS-O
CORP
US
N
2
2028-05-15
Fixed
0.74000000
N
N
N
N
N
N
BROADCOM INC
549300WV6GIDOZJTV909
Broadcom Inc
11135FBB6
100000.00000000
PA
USD
97449.54000000
0.277344330545
Long
DBT
CORP
US
N
2
2025-11-15
Fixed
3.15000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AK7
100000.00000000
PA
USD
97357.72000000
0.277083008055
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
2.03100000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDJ5
200000.00000000
PA
USD
182108.69000000
0.518286825310
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
1.45000000
N
N
N
N
N
N
EQUIFAX INC
5493004MCF8JDC86VS77
Equifax Inc
294429AR6
45000.00000000
PA
USD
42866.32000000
0.121998839844
Long
DBT
CORP
US
N
2
2025-12-15
Fixed
2.60000000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NAN1
80000.00000000
PA
USD
80612.81000000
0.229426489061
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.95000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBH2
45000.00000000
PA
USD
45154.80000000
0.128511922959
Long
DBT
CORP
US
N
2
2024-05-21
Fixed
3.87500000
N
N
N
N
N
N
ALLSTATE CORP
OBT0W1ED8G0NWVOLOJ77
Allstate Corp/The
020002BB6
50000.00000000
PA
USD
48507.50000000
0.138053808298
Long
DBT
CORP
US
N
2
2053-08-15
Fixed
5.75000000
N
N
N
N
N
N
WISCONSIN ELECTRIC POWER
AENKIFMULUAWOUU8Q584
Wisconsin Electric Power Co
976656CH9
120000.00000000
PA
USD
118660.53000000
0.337711447945
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
3.10000000
N
N
N
N
N
N
VMWARE INC
549300BUDHS3LRWBE814
VMware Inc
928563AJ4
100000.00000000
PA
USD
89632.91000000
0.255097965765
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.40000000
N
N
N
N
N
N
SABINE PASS LIQUEFACTION
549300KJYBG7C6WJYZ11
Sabine Pass Liquefaction LLC
785592AM8
45000.00000000
PA
USD
46585.25000000
0.132583026811
Long
DBT
CORP
US
N
2
2025-03-01
Fixed
5.62500000
N
N
N
N
N
N
OWL ROCK CAPITAL CORP
2549000BD79OOCPF2L94
Owl Rock Capital Corp
69121KAC8
50000.00000000
PA
USD
47958.57000000
0.136491536959
Long
DBT
CORP
US
N
2
2025-07-22
Fixed
3.75000000
N
N
N
N
N
N
EBAY INC
OML71K8X303XQONU6T67
eBay Inc
278642AX1
100000.00000000
PA
USD
91013.96000000
0.259028475727
Long
DBT
CORP
US
N
2
2026-05-10
Fixed
1.40000000
N
N
N
N
N
N
SHIRE ACQ INV IRELAND DA
549300XK5HGW68R8K327
Shire Acquisitions Investments Ireland DAC
82481LAD1
50000.00000000
PA
USD
48241.72000000
0.137297390400
Long
DBT
CORP
IE
N
2
2026-09-23
Fixed
3.20000000
N
N
N
N
N
N
DUKE ENERGY CORP
I1BZKREC126H0VB1BL91
Duke Energy Corp
26441CBJ3
100000.00000000
PA
USD
91556.52000000
0.260572617854
Long
DBT
CORP
US
N
2
2025-09-15
Fixed
0.90000000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189TBA4
100000.00000000
PA
USD
90968.28000000
0.258898469069
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
1.45000000
N
N
N
N
N
N
NOMURA HOLDINGS INC
549300B3CEAHYG7K8164
Nomura Holdings Inc
65535HAW9
80000.00000000
PA
USD
71816.75000000
0.204392636955
Long
DBT
CORP
JP
N
2
2026-07-14
Fixed
1.65300000
N
N
N
N
N
N
AVANGRID INC
549300OX0Q38NLSKPB49
Avangrid Inc
05351WAA1
85000.00000000
PA
USD
83826.19000000
0.238571865477
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
3.15000000
N
N
N
N
N
N
T-MOBILE USA INC
549300V2JRLO5DIFGE82
T-Mobile USA Inc
87264ABB0
30000.00000000
PA
USD
29574.55000000
0.084170061458
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.50000000
N
N
N
N
N
N
PUBLIC SERVICE ELECTRIC
549300RUHPVD434XUK18
Public Service Electric and Gas Co
74456QCF1
100000.00000000
PA
USD
91223.01000000
0.259623438333
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
0.95000000
N
N
N
N
N
N
TUCSON ELECTRIC POWER CO
YLF139GXSRKPBBTNZL03
Tucson Electric Power Co
898813AP5
50000.00000000
PA
USD
49337.15000000
0.140415017226
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.05000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61761JVL0
27000.00000000
PA
USD
27051.92000000
0.076990580380
Long
DBT
CORP
US
N
2
2024-10-23
Fixed
3.70000000
N
N
N
N
N
N
BERKSHIRE HATHAWAY ENERG
549300JD0S5IZJE9LY15
Berkshire Hathaway Energy Co
084659AT8
150000.00000000
PA
USD
151930.42000000
0.432398558519
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.05000000
N
N
N
N
N
N
GEORGIA POWER CO
D981X4Z4RWS7PDMJUZ03
Georgia Power Co
373334KK6
266000.00000000
PA
USD
258769.64000000
0.736466201598
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
2.20000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06368FAC3
30000.00000000
PA
USD
26771.17000000
0.076191557410
Long
DBT
CORP
CA
N
2
2026-09-15
Fixed
1.25000000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NAZ4
100000.00000000
PA
USD
94473.45000000
0.268874288627
Long
DBT
CORP
US
Y
2
2027-03-15
Fixed
2.75000000
N
N
N
N
N
N
MITSUBISHI UFJ FIN GRP
353800V2V8PUY9TK3E06
Mitsubishi UFJ Financial Group Inc
606822BW3
110000.00000000
PA
USD
103304.69000000
0.294008264074
Long
DBT
CORP
JP
N
2
2025-07-19
Fixed
0.95300000
N
N
N
N
N
N
EQUINIX INC
549300EVUN2BTLJ3GT74
Equinix Inc
29444UBQ8
30000.00000000
PA
USD
27049.42000000
0.076983465304
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
1.45000000
N
N
N
N
N
N
EMERA US FINANCE LP
N/A
Emera US Finance LP
29103DAS5
100000.00000000
PA
USD
93668.39000000
0.266583063581
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
0.83300000
N
N
N
N
N
N
CONSOLIDATED EDISON INC
54930033SBW53OO8T749
Consolidated Edison Inc
209115AE4
50000.00000000
PA
USD
48066.04000000
0.136797399821
Long
DBT
CORP
US
N
2
2023-12-01
Fixed
0.65000000
N
N
N
N
N
N
BMW Vehicle Lease Trust
N/A
BMW Vehicle Lease Trust
05601XAC3
100000.00000000
PA
USD
97372.78000000
0.277125869270
Long
ABS-O
CORP
US
N
2
2025-03-25
Fixed
1.10000000
N
N
N
N
N
N
STATE STR NAVIGATOR SECS L TR
N/A
State Street Navigator Securities Lending Government Money Market Portfolio
857509301
38992.87000000
NS
USD
38992.87000000
0.110974884296
Long
STIV
RF
US
N
1
N
N
DEUTSCHE BANK NY
7LTWFZYICNSX8D621K86
Deutsche Bank AG/New York NY
251526BY4
190000.00000000
PA
USD
188534.64000000
0.536575272858
Long
DBT
CORP
DE
N
2
2024-05-30
Fixed
3.70000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828YE4
70000.00000000
PA
USD
67528.13000000
0.192187095063
Long
DBT
UST
US
N
2
2024-08-31
Fixed
1.25000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
Carmax Auto Owner Trust 2020-1
14315XAC2
65303.56000000
PA
USD
65132.88000000
0.185370141307
Long
ABS-O
CORP
US
N
2
2024-12-16
Fixed
1.89000000
N
N
N
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE Energy Co
233331BG1
100000.00000000
PA
USD
92020.07000000
0.261891895137
Long
DBT
CORP
US
N
2
2025-06-01
Fixed
1.05000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDU7
100000.00000000
PA
USD
98749.43000000
0.281043856698
Long
DBT
CORP
US
N
2
2025-04-07
Fixed
3.80000000
N
N
N
N
N
N
RELIANCE STEEL & ALUM
549300E287ZOFT3C5Z56
Reliance Steel & Aluminum Co
759509AE2
10000.00000000
PA
USD
10104.67000000
0.028758195641
Long
DBT
CORP
US
N
2
2023-04-15
Fixed
4.50000000
N
N
N
N
N
N
Morgan Stanley BAML Trust
N/A
Morgan Stanley Bank of America Merrill Lynch Trust 2015-C26
61690VAZ1
300000.00000000
PA
USD
296987.94000000
0.845236636308
Long
ABS-MBS
CORP
US
N
2
2048-10-15
Fixed
3.53100000
N
N
N
N
N
N
Exeter Automobile Receivables
N/A
Exeter Automobile Receivables Trust
30167JAC8
100000.00000000
PA
USD
98868.91000000
0.281383900383
Long
ABS-O
CORP
US
N
2
2025-07-15
Fixed
1.54000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PBH8
134000.00000000
PA
USD
126239.29000000
0.359280827529
Long
DBT
CORP
US
N
2
2026-03-13
Fixed
2.00500000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBC4
200000.00000000
PA
USD
182218.75000000
0.518600059390
Long
DBT
UST
US
N
2
2025-12-31
Fixed
0.37500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MX6
10000.00000000
PA
USD
9428.87000000
0.026834848455
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
0.98100000
N
N
N
N
N
N
AFLAC INC
549300N0B7DOGLXWPP39
Aflac Inc
001055BK7
20000.00000000
PA
USD
18221.49000000
0.051858910217
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.12500000
N
N
N
N
N
N
GLS Auto Receivables Trust
N/A
GLS Auto Receivables Trust
36263XAC7
100000.00000000
PA
USD
98068.71000000
0.279106507043
Long
ABS-O
CORP
US
Y
2
2026-05-15
Fixed
2.84000000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KBC9
10000.00000000
PA
USD
9058.91000000
0.025781931135
Long
DBT
CORP
US
N
2
2028-01-06
Fixed
2.49000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EZX8
10000.00000000
PA
USD
9383.89000000
0.026706834018
Long
DBT
CORP
CA
N
2
2024-10-07
Fixed
0.75000000
N
N
N
N
N
N
Capital One Multi-Asset Execut
R42WS16M9R97TJJKGU15
Capital One Multi-Asset Execution Trust
14041NFY2
100000.00000000
PA
USD
94622.60000000
0.269298774026
Long
ABS-O
CORP
US
N
2
2026-11-16
Fixed
1.04000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967LZ2
3000.00000000
PA
USD
3016.85000000
0.008586046107
Long
DBT
CORP
US
N
2
2024-06-01
Fixed
4.04400000
N
N
N
N
N
N
HP ENTERPRISE CO
549300BX44RGX6ANDV88
Hewlett Packard Enterprise Co
42824CAW9
50000.00000000
PA
USD
51506.57000000
0.146589251989
Long
DBT
CORP
US
N
2
2025-10-15
Fixed
4.90000000
N
N
N
N
N
N
PAYPAL HOLDINGS INC
5493005X2GO78EFZ3E94
PayPal Holdings Inc
70450YAC7
30000.00000000
PA
USD
29450.09000000
0.083815844544
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
2.40000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBU4
2400000.00000000
PA
USD
2358093.74000000
6.711205919332
Long
DBT
UST
US
N
2
2023-03-31
Fixed
0.12500000
N
N
N
N
N
N
Morgan Stanley Capital I Trust
N/A
Morgan Stanley Capital I Trust 2021-L5
61691YAB7
100000.00000000
PA
USD
91481.17000000
0.260358169481
Long
ABS-MBS
CORP
US
N
2
2054-05-15
Fixed
1.51800000
N
N
N
N
N
N
PPL CAPITAL FUNDING INC
549300MROK5WY0D2NU17
PPL Capital Funding Inc
69352PAL7
100000.00000000
PA
USD
97067.12000000
0.276255951689
Long
DBT
CORP
US
N
2
2026-05-15
Fixed
3.10000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119CD9
20000.00000000
PA
USD
18808.83000000
0.053530497575
Long
DBT
CORP
US
Y
2
2027-03-15
Fixed
3.12500000
N
N
N
N
N
N
ENTERGY LOUISIANA LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WAY4
150000.00000000
PA
USD
142082.71000000
0.404371678789
Long
DBT
CORP
US
N
2
2026-10-01
Fixed
2.40000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCM5
100000.00000000
PA
USD
95927.61000000
0.273012871854
Long
DBT
CORP
US
N
2
2026-03-03
Fixed
2.63600000
N
N
N
N
N
N
AES CORP/THE
2NUNNB7D43COUIRE5295
AES Corp/The
00130HCE3
100000.00000000
PA
USD
89586.57000000
0.254966080727
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
1.37500000
N
N
N
N
N
N
MARRIOTT INTERNATIONAL
225YDZ14ZO8E1TXUSU86
Marriott International Inc/MD
571903BD4
9000.00000000
PA
USD
9432.75000000
0.026845891052
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
5.75000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAM4
50000.00000000
PA
USD
44590.27000000
0.126905253549
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.87500000
N
N
N
N
N
N
INTERSTATE POWER & LIGHT
EF9UQIIO4KY2BWOK3P26
Interstate Power and Light Co
461070AL8
50000.00000000
PA
USD
49662.92000000
0.141342168473
Long
DBT
CORP
US
N
2
2024-12-01
Fixed
3.25000000
N
N
N
N
N
N
MARSH & MCLENNAN COS INC
549300XMP3KDCKJXIU47
Marsh & McLennan Cos Inc
571748BF8
16000.00000000
PA
USD
16188.75000000
0.046073670856
Long
DBT
CORP
US
N
2
2024-03-15
Fixed
3.87500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEG6
100000.00000000
PA
USD
93333.74000000
0.265630639586
Long
DBT
CORP
US
N
2
2025-10-21
Fixed
1.16400000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust 2012-C7
92936TAC6
118244.00000000
PA
USD
118027.32000000
0.335909313184
Long
ABS-MBS
CORP
US
N
2
2045-06-15
Variable
4.09000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CC1
37000.00000000
PA
USD
37095.61000000
0.105575225102
Long
DBT
CORP
US
N
2
2024-02-22
Fixed
3.40000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828Z52
1381000.00000000
PA
USD
1326299.45000000
3.774688244432
Long
DBT
UST
US
N
2
2025-01-31
Fixed
1.37500000
N
N
N
N
N
N
Verizon Master Trust
5493007MUBNP1GFMEB89
Verizon Master Trust
92348KAA1
90000.00000000
PA
USD
85154.13000000
0.242351222776
Long
ABS-O
CORP
US
N
2
2027-05-20
Fixed
0.50000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2C6
101000.00000000
PA
USD
101744.96000000
0.289569225443
Long
DBT
CORP
US
N
2
2024-01-24
Fixed
3.75000000
N
N
N
N
N
N
LABORATORY CORP OF AMER
OZ7UA8IXAIFILY2VZH07
Laboratory Corp of America Holdings
50540RAX0
30000.00000000
PA
USD
27374.31000000
0.077908112045
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
1.55000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDB2
61000.00000000
PA
USD
60192.95000000
0.171310951507
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.07100000
N
N
N
N
N
N
ROGERS COMMUNICATIONS IN
54930030NVF3Y2OL0A78
Rogers Communications Inc
775109CB5
30000.00000000
PA
USD
28551.64000000
0.081258828741
Long
DBT
CORP
CA
Y
2
2027-03-15
Fixed
3.20000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CBW0
700000.00000000
PA
USD
642085.93000000
1.827395926226
Long
DBT
UST
US
N
2
2026-04-30
Fixed
0.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DNB4
343813.53000000
PA
USD
338266.03000000
0.962715325661
Long
ABS-MBS
USGSE
US
N
2
2035-04-01
Fixed
3.00000000
N
N
N
N
N
N
CarMax Auto Owner Trust
N/A
CarMax Auto Owner Trust
14317CAC6
100000.00000000
PA
USD
95952.80000000
0.273084563354
Long
ABS-O
CORP
US
N
2
2026-12-15
Fixed
1.47000000
N
N
N
N
N
N
DUKE ENERGY CAROLINAS
MWIUSDMN17TCR56VW396
Duke Energy Carolinas LLC
26442CAV6
179000.00000000
PA
USD
180730.65000000
0.514364881900
Long
DBT
CORP
US
N
2
2023-03-15
Fixed
3.05000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280AW9
160000.00000000
PA
USD
160196.23000000
0.455923303129
Long
DBT
CORP
GB
N
2
2026-03-08
Fixed
4.30000000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
37940XAF9
100000.00000000
PA
USD
94458.28000000
0.268831114350
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
1.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDR9
50000.00000000
PA
USD
48472.66000000
0.137954652607
Long
DBT
UST
US
N
2
2023-12-31
Fixed
0.75000000
N
N
N
N
N
N
ORACLE CORP
1Z4GXXU7ZHVWFCD8TV52
Oracle Corp
68389XCC7
100000.00000000
PA
USD
90349.23000000
0.257136634094
Long
DBT
CORP
US
N
2
2026-03-25
Fixed
1.65000000
N
N
N
N
N
N
WALGREENS BOOTS ALLIANCE
549300RPTUOIXG4LIH86
Walgreens Boots Alliance Inc
931427AU2
100000.00000000
PA
USD
96937.32000000
0.275886536973
Long
DBT
CORP
US
N
2
2023-11-17
Fixed
0.95000000
N
N
N
N
N
N
HCA INC
L3CJ6J7LJ2DX62FTXD46
HCA Inc
404119BQ1
30000.00000000
PA
USD
30903.46000000
0.087952179407
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
5.25000000
N
N
N
N
N
N
PINNACLE WEST CAPITAL
TWSEY0NEDUDCKS27AH81
Pinnacle West Capital Corp
723484AH4
90000.00000000
PA
USD
83201.87000000
0.236795031924
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
1.30000000
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
Oncor Electric Delivery Co LLC
68233JAZ7
20000.00000000
PA
USD
19671.59000000
0.055985938561
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
2.95000000
N
N
N
N
N
N
TRINITY ACQUISITION PLC
549300FJZWZN6MJNGB63
Trinity Acquisition PLC
89641UAA9
21000.00000000
PA
USD
21329.43000000
0.060704201212
Long
DBT
CORP
GB
N
2
2023-08-15
Fixed
4.62500000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEA9
50000.00000000
PA
USD
46762.64000000
0.133087884102
Long
DBT
CORP
US
N
2
2025-05-30
Fixed
0.79000000
N
N
N
N
N
N
ASSURED GUARANTY US HLDG
5493007YCE0652G9TZ64
Assured Guaranty US Holdings Inc
04621WAC4
7000.00000000
PA
USD
7139.57000000
0.020319431595
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
5.00000000
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BB0
50000.00000000
PA
USD
45323.13000000
0.128990995217
Long
DBT
CORP
US
N
2
2026-08-13
Fixed
1.15000000
N
N
N
N
N
N
Bank of America Credit Card Tr
5493006DQ60M1CRKHH19
BA Credit Card Trust
05522RDD7
20000.00000000
PA
USD
18984.05000000
0.054029178981
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
0.44000000
N
N
N
N
N
N
ABBVIE INC
FR5LCKFTG8054YNNRU85
AbbVie Inc
00287YBV0
100000.00000000
PA
USD
95760.23000000
0.272536503325
Long
DBT
CORP
US
N
2
2026-11-21
Fixed
2.95000000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
06417XAH4
100000.00000000
PA
USD
98872.00000000
0.281392694616
Long
DBT
CORP
CA
N
2
2025-04-11
Fixed
3.45000000
N
N
N
N
N
N
MMAF Equipment Finance LLC
N/A
MMAF Equipment Finance LLC 2019-A
60700FAG8
50000.00000000
PA
USD
50106.69000000
0.142605151280
Long
ABS-O
CORP
US
Y
2
2026-03-10
Fixed
2.93000000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
780097BK6
230000.00000000
PA
USD
230060.24000000
0.654758383138
Long
DBT
CORP
GB
N
2
2025-03-22
Fixed
4.26900000
N
N
N
N
N
N
LINCOLN NATIONAL CORP
EFQMQROEDSNBRIP7LE47
Lincoln National Corp
534187BD0
50000.00000000
PA
USD
50546.80000000
0.143857717617
Long
DBT
CORP
US
N
2
2023-09-01
Fixed
4.00000000
N
N
N
N
N
N
Mercedes-Benz Auto Lease Trust
N/A
Mercedes-Benz Auto Lease Trust 2021-B
58769KAD6
100000.00000000
PA
USD
97060.45000000
0.276236968668
Long
ABS-O
CORP
US
N
2
2024-11-15
Fixed
0.40000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BR5
50000.00000000
PA
USD
45397.97000000
0.129203992115
Long
DBT
CORP
US
N
2
2026-05-13
Fixed
1.15000000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAQ1
100000.00000000
PA
USD
95119.83000000
0.270713905606
Long
DBT
CORP
US
N
2
2027-03-01
Fixed
2.90000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DJ3
150000.00000000
PA
USD
135000.00000000
0.384214072469
Long
DBT
CORP
US
N
2
2051-09-15
Fixed
3.75000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114TZD7
50000.00000000
PA
USD
45073.21000000
0.128279715358
Long
DBT
CORP
CA
N
2
2026-06-03
Fixed
1.20000000
N
N
N
N
N
N
ROPER TECHNOLOGIES INC
54930003T4SXCIWVXY35
Roper Technologies Inc
776743AH9
50000.00000000
PA
USD
48587.55000000
0.138281633013
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
2.35000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128286Z8
232000.00000000
PA
USD
226997.50000000
0.646041732706
Long
DBT
UST
US
N
2
2024-06-30
Fixed
1.75000000
N
N
N
N
N
N
OAKTREE SPECIALTY LEND
549300J6MGCEU5928620
Oaktree Specialty Lending Corp
67401PAC2
10000.00000000
PA
USD
8867.55000000
0.025237314802
Long
DBT
CORP
US
N
2
2027-01-15
Fixed
2.70000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95000U2X0
100000.00000000
PA
USD
99297.00000000
0.282602257436
Long
DBT
CORP
US
N
2
2026-04-25
Fixed
3.90800000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CAB7
650000.00000000
PA
USD
596248.05000000
1.696939936980
Long
DBT
UST
US
N
2
2025-07-31
Fixed
0.25000000
N
N
N
N
N
N
HP INC
WHKXQACZ14C5XRO8LW03
HP Inc
40434LAA3
10000.00000000
PA
USD
9498.98000000
0.027034383630
Long
DBT
CORP
US
N
2
2025-06-17
Fixed
2.20000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308JL2
250000.00000000
PA
USD
239656.33000000
0.682069144758
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
3.45000000
N
N
N
N
N
N
ONE GAS INC
549300HXDWI0LATTX840
ONE Gas Inc
68235PAE8
60000.00000000
PA
USD
59963.61000000
0.170658242948
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
3.61000000
N
N
N
N
N
N
NATIONAL FUEL GAS CO
8JB38FFW1Y3C1HM8E841
National Fuel Gas Co
636180BM2
100000.00000000
PA
USD
101948.89000000
0.290149616375
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
5.20000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GGZ6
80000.00000000
PA
USD
78247.51000000
0.222694773908
Long
DBT
CORP
US
N
2
2026-01-23
Fixed
3.36600000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JL6
60000.00000000
PA
USD
59955.34000000
0.170634706279
Long
DBT
CORP
US
N
2
2025-03-26
Fixed
3.87500000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RBC0
100000.00000000
PA
USD
99805.69000000
0.284050004522
Long
DBT
CORP
US
N
2
2025-04-25
Fixed
3.35000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
17327CAN3
100000.00000000
PA
USD
94539.28000000
0.269061642793
Long
DBT
CORP
US
N
2
2026-01-25
Fixed
2.01400000
N
N
N
N
N
N
EVERGY INC
549300PGTHDQY6PSUI61
Evergy Inc
30034WAA4
109000.00000000
PA
USD
105481.70000000
0.300204100207
Long
DBT
CORP
US
N
2
2024-09-15
Fixed
2.45000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
3140J7ND3
189313.09000000
PA
USD
194541.42000000
0.553670749942
Long
ABS-MBS
USGSE
US
N
2
2032-12-01
Fixed
4.00000000
N
N
N
N
N
N
RYDER SYSTEM INC
ZXJ6Y2OSPZXIVGRILD15
Ryder System Inc
78355HKN8
10000.00000000
PA
USD
9723.15000000
0.027672378212
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
2.50000000
N
N
N
N
N
N
HPEFS Equipment Trust
N/A
HPEFS Equipment Trust
40441RAB9
100000.00000000
PA
USD
98491.54000000
0.280309893979
Long
ABS-O
CORP
US
Y
2
2029-05-21
Fixed
1.02000000
N
N
N
N
N
N
STEEL DYNAMICS INC
549300HGGKEL4FYTTQ83
Steel Dynamics Inc
858119BJ8
20000.00000000
PA
USD
19571.93000000
0.055702303195
Long
DBT
CORP
US
N
2
2024-12-15
Fixed
2.80000000
N
N
N
N
N
N
Discover Card Execution Note T
549300CKCX1QE4RUW216
Discover Card Execution Note Trust
254683CP8
100000.00000000
PA
USD
94078.21000000
0.267749423664
Long
ABS-O
CORP
US
N
2
2026-09-15
Fixed
0.58000000
N
N
N
N
N
N
Carvana Auto Receivables Trust
N/A
Carvana Auto Receivables Trust 2022-N1
14686GAC0
100000.00000000
PA
USD
98951.32000000
0.281618441729
Long
ABS-O
CORP
US
Y
2
2028-12-11
Fixed
2.95000000
N
N
N
N
N
N
CMS ENERGY CORP
549300IA9XFBAGNIBW29
CMS Energy Corp
125896BM1
80000.00000000
PA
USD
80475.04000000
0.229034391485
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
3.87500000
N
N
N
N
N
N
STATE STREET CORP
549300ZFEEJ2IP5VME73
State Street Corp
857477AM5
45000.00000000
PA
USD
45508.41000000
0.129518307686
Long
DBT
CORP
US
N
2
2023-11-20
Fixed
3.70000000
N
N
N
N
N
N
LAS VEGAS SANDS CORP
549300DUOO1KXOHPM605
Las Vegas Sands Corp
517834AH0
50000.00000000
PA
USD
46049.65000000
0.131058693053
Long
DBT
CORP
US
N
2
2025-06-25
Fixed
2.90000000
N
N
N
N
N
N
NISOURCE INC
549300D8GOWWH0SJB189
NiSource Inc
65473PAK1
70000.00000000
PA
USD
63477.45000000
0.180658737588
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.95000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCB0
100000.00000000
PA
USD
90462.04000000
0.257457694757
Long
DBT
CORP
US
N
2
2027-04-22
Fixed
1.57800000
N
N
N
N
N
N
SYNCHRONY FINANCIAL
549300RS7EWPM9MA6C78
Synchrony Financial
87165BAN3
60000.00000000
PA
USD
60496.27000000
0.172174209377
Long
DBT
CORP
US
N
2
2024-03-19
Fixed
4.37500000
N
N
N
N
N
N
Jimmy Johns Funding, LLC
N/A
Jimmy Johns Funding LLC
47760QAC7
100000.00000000
PA
USD
95923.60000000
0.273001459273
Long
ABS-O
CORP
US
Y
2
2052-04-30
Fixed
4.07700000
N
N
N
N
N
N
BOSTON PROPERTIES LP
BVHHEFJI6SHNOKQT2572
Boston Properties LP
10112RAW4
20000.00000000
PA
USD
20142.39000000
0.057325849564
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
3.80000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCW4
100000.00000000
PA
USD
94138.77000000
0.267921779251
Long
DBT
CORP
US
N
2
2028-02-24
Fixed
2.94700000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DGG1
101858.42000000
PA
USD
100716.18000000
0.286641286528
Long
ABS-MBS
USGSE
US
N
2
2034-10-01
Fixed
3.00000000
N
N
N
N
N
N
Freddie Mac
S6XOOCT0IEG5ABCC6L87
Freddie Mac Gold Pool
3128MMWC3
112071.78000000
PA
USD
112906.38000000
0.321334963463
Long
ABS-MBS
MUN
US
N
2
2032-04-01
Fixed
3.50000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CEC1
900000.00000000
PA
USD
857039.06000000
2.439159018577
Long
DBT
UST
US
N
2
2027-02-28
Fixed
1.87500000
N
N
N
N
N
N
BANK OF NOVA SCOTIA
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
0641593X2
20000.00000000
PA
USD
19012.70000000
0.054110717745
Long
DBT
CORP
CA
N
2
2024-04-15
Fixed
0.70000000
N
N
N
N
N
N
PROGRESSIVE CORP
529900TACNVLY9DCR586
Progressive Corp/The
743315AY9
100000.00000000
PA
USD
94757.45000000
0.269682561194
Long
DBT
CORP
US
N
2
2027-03-15
Fixed
2.50000000
N
N
N
N
N
N
Santander Drive Auto Receivabl
N/A
Santander Drive Auto Receivables Trust 2021-2
80286XAE4
100000.00000000
PA
USD
96995.61000000
0.276052432072
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
0.90000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418D6G2
663787.07000000
PA
USD
622851.33000000
1.772653674387
Long
ABS-MBS
USGSE
US
N
2
2036-11-01
Fixed
2.00000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GV9
100000.00000000
PA
USD
89823.31000000
0.255639849909
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
1.20000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418CXW9
60384.61000000
PA
USD
60781.52000000
0.172986039482
Long
ABS-MBS
USGSE
US
N
2
2033-06-01
Fixed
3.50000000
N
N
N
N
N
N
MOODY'S CORPORATION
549300GCEDD8YCF5WU84
Moody's Corp
615369AS4
45000.00000000
PA
USD
45217.29000000
0.128689771384
Long
DBT
CORP
US
N
2
2025-03-24
Fixed
3.75000000
N
N
N
N
N
N
MCDONALD'S CORP
UE2136O97NLB5BYP9H04
McDonald's Corp
58013MES9
10000.00000000
PA
USD
10024.18000000
0.028529118673
Long
DBT
CORP
US
N
2
2024-06-10
Fixed
3.25000000
N
N
N
N
N
N
FISERV INC
GI7UBEJLXYLGR2C7GV83
Fiserv Inc
337738AS7
70000.00000000
PA
USD
68926.22000000
0.196166101378
Long
DBT
CORP
US
N
2
2024-07-01
Fixed
2.75000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DKK7
29495.68000000
PA
USD
29174.70000000
0.083032076296
Long
ABS-MBS
USGSE
US
N
2
2035-01-01
Fixed
3.00000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
06406RAQ0
60000.00000000
PA
USD
54461.65000000
0.154999498814
Long
DBT
CORP
US
N
2
2026-01-28
Fixed
0.75000000
N
N
N
N
N
N
PACIFIC GAS & ELECTRIC
1HNPXZSMMB7HMBMVBS46
Pacific Gas and Electric Co
694308HK6
100000.00000000
PA
USD
97780.89000000
0.278287362641
Long
DBT
CORP
US
N
2
2024-08-15
Fixed
3.40000000
N
N
N
N
N
N
Honda Auto Receivables Owner T
N/A
Honda Auto Receivables 2020-3 Owner Trust
43813KAC6
96340.86000000
PA
USD
95048.93000000
0.270512122067
Long
ABS-O
CORP
US
N
2
2024-10-18
Fixed
0.37000000
N
N
N
N
N
N
EVERGY KANSAS CENTRAL
J75GNWGEO73W89ZV3S44
Evergy Kansas Central Inc
95709TAN0
100000.00000000
PA
USD
95794.85000000
0.272635032889
Long
DBT
CORP
US
N
2
2026-07-01
Fixed
2.55000000
N
N
N
N
N
N
FORTIS INC
549300MQYQ9Y065XPR71
Fortis Inc/Canada
349553AM9
100000.00000000
PA
USD
95965.28000000
0.273120081810
Long
DBT
CORP
CA
N
2
2026-10-04
Fixed
3.05500000
N
N
N
N
N
N
ONCOR ELECTRIC DELIVERY
549300SP2X2BS1KERD24
Oncor Electric Delivery Co LLC
68233JBZ6
100000.00000000
PA
USD
90827.77000000
0.258498573370
Long
DBT
CORP
US
N
2
2025-10-01
Fixed
0.55000000
N
N
N
N
N
N
ARES CAPITAL CORP
WEQ82666OJYSI5GUAB47
Ares Capital Corp
04010LAY9
74000.00000000
PA
USD
70461.67000000
0.200536038397
Long
DBT
CORP
US
N
2
2025-07-15
Fixed
3.25000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBH7
80000.00000000
PA
USD
79611.18000000
0.226575819865
Long
DBT
CORP
GB
N
2
2025-05-07
Fixed
3.93200000
N
N
N
N
N
N
BLACKSTONE SECURED LEND
549300KM7KWQHVBNH962
Blackstone Secured Lending Fund
09261XAB8
40000.00000000
PA
USD
36554.77000000
0.104035978147
Long
DBT
CORP
US
N
2
2026-09-16
Fixed
2.75000000
N
N
N
N
N
N
PUBLIC SERVICE ENTERPRIS
PUSS41EMO3E6XXNV3U28
Public Service Enterprise Group Inc
744573AN6
150000.00000000
PA
USD
147575.66000000
0.420004780192
Long
DBT
CORP
US
N
2
2024-06-15
Fixed
2.87500000
N
N
N
N
N
N
SANTANDER HOLDINGS USA
549300SMVCQN2P0O6I58
Santander Holdings USA Inc
80282KAW6
81000.00000000
PA
USD
80501.21000000
0.229108872094
Long
DBT
CORP
US
N
2
2024-06-07
Fixed
3.50000000
N
N
N
N
N
N
AIRCASTLE LTD
549300PNK8AKY3OIKP58
Aircastle Ltd
00928QAR2
41000.00000000
PA
USD
41176.38000000
0.117189219624
Long
DBT
CORP
BM
N
2
2023-09-25
Fixed
4.40000000
N
N
N
N
N
N
CHUBB INA HOLDINGS INC
CZCBJZWDMLTHWJDXU843
Chubb INA Holdings Inc
00440EAS6
30000.00000000
PA
USD
29891.83000000
0.085073049910
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.15000000
N
N
N
N
N
N
S&P GLOBAL INC
Y6X4K52KMJMZE7I7MY94
S&P Global Inc
78409VBA1
30000.00000000
PA
USD
28256.20000000
0.080417997588
Long
DBT
CORP
US
Y
2
2027-03-01
Fixed
2.45000000
N
N
N
N
N
N
SYMETRA FINL CORP
5493004WNE7ORFD3AZ54
Symetra Financial Corp
87151QAC0
10000.00000000
PA
USD
9980.40000000
0.028404519473
Long
DBT
CORP
US
N
2
2024-07-15
Fixed
4.25000000
N
N
N
N
N
N
Ford Credit Auto Lease Trust
N/A
Ford Credit Auto Lease Trust 2022-A
34528LAB1
100000.00000000
PA
USD
100059.22000000
0.284771558550
Long
ABS-O
CORP
US
N
2
2024-10-15
Fixed
2.78000000
N
N
N
N
N
N
CNA FINANCIAL CORP
549300YX2GSZD7YG1R84
CNA Financial Corp
126117AS9
50000.00000000
PA
USD
50308.00000000
0.143178085613
Long
DBT
CORP
US
N
2
2024-05-15
Fixed
3.95000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDQ1
100000.00000000
PA
USD
92613.28000000
0.263580188692
Long
DBT
UST
US
N
2
2026-12-31
Fixed
1.25000000
N
N
N
N
N
N
DTE ENERGY CO
549300IX8SD6XXD71I78
DTE Energy Co
233331AW7
70000.00000000
PA
USD
68208.20000000
0.194122594798
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
2.52900000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NAV2
40000.00000000
PA
USD
41174.06000000
0.117182616834
Long
DBT
CORP
US
N
2
2024-09-30
Fixed
5.12500000
N
N
N
N
N
N
PUBLIC SERVICE COLORADO
5BANEF6PGSEK0SNMQF44
Public Service Co of Colorado
744448CL3
100000.00000000
PA
USD
98539.23000000
0.280445621157
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
2.90000000
N
N
N
N
N
N
VALERO ENERGY CORP
549300XTO5VR8SKV1V74
Valero Energy Corp
91913YAY6
13000.00000000
PA
USD
12645.38000000
0.035989132946
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
2.85000000
N
N
N
N
N
N
STRYKER CORP
5493002F0SC4JTBU5137
Stryker Corp
863667BA8
50000.00000000
PA
USD
46563.99000000
0.132522520209
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
1.15000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-LC17 Mortgage Trust
12592MBJ8
136918.86000000
PA
USD
135506.39000000
0.385655273685
Long
ABS-MBS
CORP
US
N
2
2047-10-10
Fixed
3.64800000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAJ7
100000.00000000
PA
USD
91052.43000000
0.259137962507
Long
DBT
CORP
US
N
2
2025-08-15
Fixed
0.80000000
N
N
N
N
N
N
KINDER MORGAN INC
549300WR7IX8XE0TBO16
Kinder Morgan Inc
49456BAU5
10000.00000000
PA
USD
9047.97000000
0.025750795565
Long
DBT
CORP
US
N
2
2026-11-15
Fixed
1.75000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148LAE6
70000.00000000
PA
USD
69710.82000000
0.198399096647
Long
DBT
CORP
US
N
2
2025-05-22
Fixed
3.75000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61747YEM3
100000.00000000
PA
USD
96264.61000000
0.273971984020
Long
DBT
CORP
US
N
2
2026-02-18
Fixed
2.63000000
N
N
N
N
N
N
DISCOVER BANK
X05BVSK68TQ7YTOSNR22
Discover Bank
25466AAQ4
110000.00000000
PA
USD
107150.61000000
0.304953868412
Long
DBT
CORP
US
N
2
2024-09-12
Fixed
2.45000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJS9
210000.00000000
PA
USD
188450.46000000
0.536335694039
Long
DBT
CORP
US
N
2
2027-07-22
Fixed
1.73400000
N
N
N
N
N
N
Barclays Dryrock Issuance Trus
213800R4G3N2G68CHU37
Barclays Dryrock Issuance Trust
06742LAT0
100000.00000000
PA
USD
94175.08000000
0.268025118606
Long
ABS-O
CORP
US
N
2
2027-07-15
Fixed
0.63000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYM0
100000.00000000
PA
USD
89806.86000000
0.255593032713
Long
DBT
CORP
US
N
2
2027-10-21
Fixed
1.94800000
N
N
N
N
N
N
FS KKR CAPITAL CORP
549300TYRSI1T21B1360
FS KKR Capital Corp
302635AG2
50000.00000000
PA
USD
47028.69000000
0.133845070428
Long
DBT
CORP
US
N
2
2026-01-15
Fixed
3.40000000
N
N
N
N
N
N
MAGALLANES INC
549300DXR29GD4N0A520
Magallanes Inc
55903VAG8
50000.00000000
PA
USD
48357.36000000
0.137626505329
Long
DBT
CORP
US
Y
2
2027-03-15
Fixed
3.75500000
N
N
N
N
N
N
OFFICE PPTY INCOME TRST
N/A
Office Properties Income Trust
67623CAD1
10000.00000000
PA
USD
8954.57000000
0.025484976347
Long
DBT
CORP
US
N
2
2026-06-15
Fixed
2.65000000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
63743HEU2
40000.00000000
PA
USD
38124.19000000
0.108502594811
Long
DBT
CORP
US
N
2
2024-02-08
Fixed
0.35000000
N
N
N
N
N
N
SOUTHWESTERN ELEC POWER
R64UBJHEC74EB3HGQ410
Southwestern Electric Power Co
845437BS0
100000.00000000
PA
USD
92098.87000000
0.262116162315
Long
DBT
CORP
US
N
2
2026-03-15
Fixed
1.65000000
N
N
N
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00914AAP7
100000.00000000
PA
USD
92959.46000000
0.264565427415
Long
DBT
CORP
US
N
2
2024-08-18
Fixed
0.80000000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DD9
100000.00000000
PA
USD
90307.50000000
0.257017869255
Long
DBT
CORP
US
N
2
2027-11-01
Fixed
1.70700000
N
N
N
N
N
N
SVB FINANCIAL GROUP
549300D2KJ20JMXE7542
SVB Financial Group
78486QAL5
20000.00000000
PA
USD
18174.66000000
0.051725630624
Long
DBT
CORP
US
N
2
2026-10-28
Fixed
1.80000000
N
N
N
N
N
N
JP Morgan Chase Commercial Mor
N/A
JP Morgan Chase Commercial Mortgage Securities Trust 2013-C16
46641BAD5
200000.00000000
PA
USD
201033.94000000
0.572148657718
Long
ABS-MBS
CORP
US
N
2
2046-12-15
Fixed
4.16640000
N
N
N
N
N
N
VENTAS REALTY LP
32SXKSJ72K64GM3HOU64
Ventas Realty LP
92277GAD9
20000.00000000
PA
USD
20036.18000000
0.057023572700
Long
DBT
CORP
US
N
2
2024-05-01
Fixed
3.75000000
N
N
N
N
N
N
DOMINION ENERGY INC
ILUL7B6Z54MRYCF6H308
Dominion Energy Inc
25746UDE6
150000.00000000
PA
USD
148686.27000000
0.423165609755
Long
DBT
CORP
US
N
2
2025-03-15
Fixed
3.30000000
N
N
N
N
N
N
BLACK HILLS CORP
3MGELCRSTNSAMJ962671
Black Hills Corp
092113AU3
100000.00000000
PA
USD
94383.72000000
0.268618914340
Long
DBT
CORP
US
N
2
2024-08-23
Fixed
1.03700000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CDG3
100000.00000000
PA
USD
92304.69000000
0.262701932243
Long
DBT
UST
US
N
2
2026-10-31
Fixed
1.12500000
N
N
N
N
N
N
Santander Retail Auto Lease Tr
N/A
Santander Retail Auto Lease Trust 2021-B
80286DAG3
50000.00000000
PA
USD
46763.56000000
0.133090502450
Long
ABS-O
CORP
US
Y
2
2025-11-20
Fixed
1.41000000
N
N
N
N
N
N
BGC PARTNERS INC
TF1LXM1YNB81WKUH5G19
BGC Partners Inc
05541TAM3
50000.00000000
PA
USD
49480.34000000
0.140822540285
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
3.75000000
N
N
N
N
N
N
SOUTHERN CAL EDISON
9R1Z5I36FERIBVKW4P77
Southern California Edison Co
842400GL1
61000.00000000
PA
USD
61339.14000000
0.174573042823
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
3.40000000
N
N
N
N
N
N
AMERICAN WATER CAPITAL C
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAN5
100000.00000000
PA
USD
98007.59000000
0.278932557680
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
3.00000000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HBT1
158000.00000000
PA
USD
155972.76000000
0.443903180102
Long
DBT
CORP
US
N
2
2024-10-30
Fixed
3.30000000
N
N
N
N
N
N
ROYAL BANK OF CANADA
ES7IP3U3RHIGC71XBU11
Royal Bank of Canada
78016EZQ3
50000.00000000
PA
USD
45114.80000000
0.128398081752
Long
DBT
CORP
CA
N
2
2026-04-27
Fixed
1.20000000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NAW1
59000.00000000
PA
USD
59000.00000000
0.167915779819
Long
DBT
CORP
US
N
2
2022-06-01
Fixed
3.49700000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114TZG0
30000.00000000
PA
USD
26916.41000000
0.076604914832
Long
DBT
CORP
CA
N
2
2026-09-10
Fixed
1.25000000
N
N
N
N
N
N
GM Financial Securitized Term
N/A
GM Financial Consumer Automobile Receivables Trust 2020-1
36258NAF9
150000.00000000
PA
USD
148082.28000000
0.421446635995
Long
ABS-O
CORP
US
N
2
2025-05-16
Fixed
2.18000000
N
N
N
N
N
N
AON CORP
LTS3U8DGK38SETRUWX71
Aon Corp
037389BD4
45000.00000000
PA
USD
44923.34000000
0.127853180817
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
2.20000000
N
N
N
N
N
N
Santander Retail Auto Lease Tr
N/A
Santander Retail Auto Lease Trust 2021-B
80286DAD0
50000.00000000
PA
USD
47536.79000000
0.135291138355
Long
ABS-O
CORP
US
Y
2
2025-06-20
Fixed
0.54000000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CV9
100000.00000000
PA
USD
99920.18000000
0.284375846516
Long
DBT
CORP
US
N
2
2024-05-03
Fixed
3.37500000
N
N
N
N
N
N
Toyota Auto Receivables Owner
N/A
Toyota Auto Receivables 2021-B Owner Trust
89190GAD9
100000.00000000
PA
USD
93595.44000000
0.266375445681
Long
ABS-O
CORP
US
N
2
2026-10-15
Fixed
0.53000000
N
N
N
N
N
N
ENTERGY LOUISIANA LLC
8F4SD5Y4YNDDSMHFUP83
Entergy Gulf States Louisiana LLC
29365PAP7
70000.00000000
PA
USD
72976.37000000
0.207692950457
Long
DBT
CORP
US
N
2
2024-10-01
Fixed
5.59000000
N
N
N
N
N
N
MAIN STREET CAPITAL CORP
5493001FS9QJLJNF3E20
Main Street Capital Corp
56035LAE4
100000.00000000
PA
USD
90972.57000000
0.258910678538
Long
DBT
CORP
US
N
2
2026-07-14
Fixed
3.00000000
N
N
N
N
N
N
MIZUHO FINANCIAL GROUP
353800CI5L6DDAN5XZ33
Mizuho Financial Group Inc
60687YCA5
60000.00000000
PA
USD
57663.47000000
0.164111975121
Long
DBT
CORP
JP
N
2
2026-05-22
Fixed
2.65100000
N
N
N
N
N
BANK OF NOVA SCO
L3I9ZG2KFGXZ61BMYR72
Bank of Nova Scotia/The
0641594A1
100000.00000000
PA
USD
90374.16000000
0.257207585626
Long
DBT
CORP
CA
N
2
2026-06-24
Fixed
1.35000000
N
N
N
N
N
N
AMGEN INC
62QBXGPJ34PQ72Z12S66
Amgen Inc
031162CV0
35000.00000000
PA
USD
33509.11000000
0.095367937910
Long
DBT
CORP
US
N
2
2025-02-21
Fixed
1.90000000
N
N
N
N
N
N
NATIONAL RURAL UTIL COOP
4NYF266XZC35SCTGX023
National Rural Utilities Cooperative Finance Corp
63743HFE7
100000.00000000
PA
USD
99497.91000000
0.283174053357
Long
DBT
CORP
US
N
2
2025-06-15
Fixed
3.45000000
N
N
N
N
N
N
Wells Fargo Commercial Mortgag
549300VOKB4Z9J8DIM89
Wells Fargo Commercial Mortgage Trust 2016-C32
94989YBA0
113278.32000000
PA
USD
112757.08000000
0.320910051159
Long
ABS-MBS
CORP
US
N
2
2059-01-15
Fixed
3.32400000
N
N
N
N
N
N
OLD REPUBLIC INTL CORP
549300IV6O2YY2A1KH37
Old Republic International Corp
680223AK0
50000.00000000
PA
USD
49478.88000000
0.140818385081
Long
DBT
CORP
US
N
2
2026-08-26
Fixed
3.87500000
N
N
N
N
N
N
GLOBAL PAYMENTS INC
549300NOMHGVQBX6S778
Global Payments Inc
891906AE9
59000.00000000
PA
USD
59466.34000000
0.169242997527
Long
DBT
CORP
US
N
2
2023-06-01
Fixed
4.00000000
N
N
N
N
N
N
AT&T INC
549300Z40J86GGSTL398
AT&T Inc
00206RCN0
80000.00000000
PA
USD
80451.39000000
0.228967082872
Long
DBT
CORP
US
N
2
2025-05-15
Fixed
3.40000000
N
N
N
N
N
N
EXELON CORP
3SOUA6IRML7435B56G12
Exelon Corp
30161NAU5
150000.00000000
PA
USD
146542.19000000
0.417063493396
Long
DBT
CORP
US
N
2
2026-04-15
Fixed
3.40000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
06051GJR1
60000.00000000
PA
USD
56681.37000000
0.161316888895
Long
DBT
CORP
US
N
2
2025-04-22
Fixed
0.97600000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBU8
200000.00000000
PA
USD
179941.59000000
0.512119193337
Long
DBT
CORP
GB
N
2
2027-11-24
Fixed
2.27900000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2018-B1 Mortgage Trust
08162PAT8
89191.68000000
PA
USD
89398.68000000
0.254431340119
Long
ABS-MBS
CORP
US
N
2
2051-01-15
Fixed
3.57100000
N
N
N
N
N
N
HUMANA INC
529900YLDW34GJAO4J06
Humana Inc
444859BJ0
16000.00000000
PA
USD
16060.25000000
0.045707955980
Long
DBT
CORP
US
N
2
2022-12-15
Fixed
2.90000000
N
N
N
N
N
N
AMERICAN WATER CAPITAL C
5IDHQUFVC8Q2KIBBFF06
American Water Capital Corp
03040WAK1
48000.00000000
PA
USD
48341.71000000
0.137581964957
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
3.85000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AR2
100000.00000000
PA
USD
90970.14000000
0.258903762685
Long
DBT
CORP
US
N
2
2025-11-01
Fixed
1.00000000
N
N
N
N
N
N
BOEING CO
RVHJWBXLJ1RFUBSY1F30
Boeing Co/The
097023CT0
85000.00000000
PA
USD
86062.85000000
0.244937467309
Long
DBT
CORP
US
N
2
2025-05-01
Fixed
4.87500000
N
N
N
N
N
N
Ford Credit Auto Owner Trust
N/A
Ford Credit Auto Owner Trust 2020-B
34533GAF6
100000.00000000
PA
USD
96238.49000000
0.273897645712
Long
ABS-O
CORP
US
N
2
2026-01-15
Fixed
1.19000000
N
N
N
N
N
N
World Omni Auto Receivables Tr
N/A
World Omni Auto Receivables Trust 2021-B
98163LAC4
100000.00000000
PA
USD
96271.93000000
0.273992816961
Long
ABS-O
CORP
US
N
2
2026-06-15
Fixed
0.42000000
N
N
N
N
N
N
OWL ROCK CORE INCOME COR
5493003I42XBWPE05N35
OWL Rock Core Income Corp
69120VAE1
100000.00000000
PA
USD
94312.07000000
0.268414996279
Long
DBT
CORP
US
Y
2
2027-02-08
Fixed
4.70000000
N
N
N
N
N
N
BP CAPITAL MARKETS PLC
549300CRVT18MXX0AG93
BP Capital Markets PLC
05565QDU9
100000.00000000
PA
USD
97180.00000000
0.276577211574
Long
DBT
CORP
GB
N
2
N/A
Fixed
4.37500000
N
N
N
N
N
N
BAT INTL FINANCE PLC
21380041YBGOQDFAC823
BAT International Finance PLC
05530QAN0
50000.00000000
PA
USD
44851.75000000
0.127649433517
Long
DBT
CORP
GB
N
2
2026-03-25
Fixed
1.66800000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
46647PCM6
10000.00000000
PA
USD
9357.63000000
0.026632097266
Long
DBT
CORP
US
N
2
2025-08-09
Fixed
0.76800000
N
N
N
N
N
N
Social Professional Loan Progr
N/A
SoFi Professional Loan Program 2020-C Trust
83390UAF4
84158.46000000
PA
USD
81526.25000000
0.232026166856
Long
ABS-O
CORP
US
Y
2
2046-02-15
Fixed
1.95000000
N
N
N
N
N
N
FHLMC Multifamily Structured P
S6XOOCT0IEG5ABCC6L87
Freddie Mac Multifamily Structured Pass Through Certificates
3137BJP64
700000.00000000
PA
USD
701546.86000000
1.996623526731
Long
ABS-MBS
USGSE
US
N
2
2025-03-25
Fixed
3.20500000
N
N
N
N
N
N
COOPERATIEVE RABOBANK UA
DG3RU1DBUFHT4ZF9WN62
Cooperatieve Rabobank UA
21684AAC0
60000.00000000
PA
USD
60065.17000000
0.170947285772
Long
DBT
CORP
NL
N
2
2025-08-04
Fixed
4.37500000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DHE5
27260.30000000
PA
USD
26956.66000000
0.076719467546
Long
ABS-MBS
USGSE
US
N
2
2034-11-01
Fixed
3.00000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
912828ZL7
167000.00000000
PA
USD
154996.88000000
0.441125796184
Long
DBT
UST
US
N
2
2025-04-30
Fixed
0.37500000
N
N
N
N
N
N
FIDELITY NATL INFO SERV
6WQI0GK1PRFVBA061U48
Fidelity National Information Services Inc
31620MBQ8
50000.00000000
PA
USD
47431.31000000
0.134990939093
Long
DBT
CORP
US
N
2
2024-03-01
Fixed
0.60000000
N
N
N
N
N
N
Fannie Mae
B1V7KEBTPIMZEU4LTD58
Fannie Mae Pool
31418DXG2
417723.13000000
PA
USD
382749.23000000
1.089315854761
Long
ABS-MBS
USGSE
US
N
2
2036-03-01
Fixed
1.50000000
N
N
N
N
N
N
AmeriCredit Automobile Receiva
N/A
AmeriCredit Automobile Receivables Trust 2021-2
03066RAE5
50000.00000000
PA
USD
46915.05000000
0.133521647560
Long
ABS-O
CORP
US
N
2
2027-01-19
Fixed
1.01000000
N
N
N
N
N
N
MORGAN STANLEY
IGJSJL3JD5P30I6NJZ34
Morgan Stanley
61772BAB9
100000.00000000
PA
USD
89921.09000000
0.255918134739
Long
DBT
CORP
US
N
2
2027-05-04
Fixed
1.59300000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175AY0
30000.00000000
PA
USD
30553.80000000
0.086957036499
Long
DBT
CORP
US
N
2
2025-07-23
Fixed
4.90800000
N
N
N
N
N
N
CNH Equipment Trust
N/A
CNH Equipment Trust 2019-C
12597CAE7
100000.00000000
PA
USD
98359.33000000
0.279933620330
Long
ABS-O
CORP
US
N
2
2027-04-15
Fixed
2.35000000
N
N
N
N
N
N
ITC HOLDINGS CORP
549300HTO5U9D3SLE207
ITC Holdings Corp
465685AM7
74000.00000000
PA
USD
74119.07000000
0.210945109128
Long
DBT
CORP
US
N
2
2022-11-15
Fixed
2.70000000
N
N
N
N
N
N
SUMITOMO MITSUI FINL GRP
35380028MYWPB6AUO129
Sumitomo Mitsui Financial Group Inc
86562MBB5
120000.00000000
PA
USD
121091.29000000
0.344629464233
Long
DBT
CORP
JP
N
2
2023-07-19
Fixed
3.74800000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAK1
130000.00000000
PA
USD
130738.14000000
0.372084690344
Long
DBT
CORP
IE
N
2
2024-01-16
Fixed
4.87500000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
94974BGP9
110000.00000000
PA
USD
109128.89000000
0.310584112970
Long
DBT
CORP
US
N
2
2025-09-29
Fixed
3.55000000
N
N
N
N
N
N
ALTRIA GROUP INC
XSGZFLO9YTNO9VCQV219
Altria Group Inc
02209SBH5
25000.00000000
PA
USD
23821.35000000
0.067796280705
Long
DBT
CORP
US
N
2
2025-05-06
Fixed
2.35000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NG2
100000.00000000
PA
USD
93941.51000000
0.267360371340
Long
DBT
CORP
US
N
2
2028-02-24
Fixed
3.07000000
N
N
N
N
N
N
AERCAP IRELAND CAP/GLOBA
N/A
AerCap Ireland Capital DAC / AerCap Global Aviation Trust
00774MAU9
150000.00000000
PA
USD
139831.75000000
0.397965378726
Long
DBT
CORP
IE
N
2
2024-10-29
Fixed
1.65000000
N
N
N
N
N
N
MONDELEZ INTERNATIONAL
549300DV9GIB88LZ5P30
Mondelez International Inc
609207BA2
20000.00000000
PA
USD
18900.61000000
0.053791706224
Long
DBT
CORP
US
N
2
2027-03-17
Fixed
2.62500000
N
N
N
N
N
N
CREDIT SUISSE GROUP AG
549300506SI9CRFV9Z86
Credit Suisse Group AG
225433AC5
140000.00000000
PA
USD
137235.72000000
0.390576999033
Long
DBT
CORP
CH
N
2
2025-03-26
Fixed
3.75000000
N
N
N
N
N
N
TORONTO-DOMINION BANK
PT3QB789TSUIDF371261
Toronto-Dominion Bank/The
89114TZR6
20000.00000000
PA
USD
19702.55000000
0.056074051655
Long
DBT
CORP
CA
N
2
2024-03-08
Fixed
2.35000000
N
N
N
N
N
N
VORNADO REALTY LP
549300BMOJ05INE4YK86
Vornado Realty LP
929043AK3
10000.00000000
PA
USD
9110.97000000
0.025930095465
Long
DBT
CORP
US
N
2
2026-06-01
Fixed
2.15000000
N
N
N
N
N
N
WF-RBS COMMERCIAL MORTGAGE TRU
N/A
WFRBS Commercial Mortgage Trust 2013-C12
92937FAG6
140000.00000000
PA
USD
140042.46000000
0.398565065742
Long
ABS-MBS
CORP
US
N
2
2048-03-15
Variable
3.86300000
N
N
N
N
N
N
EVERSOURCE ENERGY
SJ7XXD41SQU3ZNWUJ746
Eversource Energy
30040WAN8
100000.00000000
PA
USD
90262.06000000
0.256888545645
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.40000000
N
N
N
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CS5
150000.00000000
PA
USD
148277.77000000
0.422003006432
Long
DBT
CORP
US
N
2
2025-07-01
Fixed
3.35000000
N
N
N
N
N
N
SOUTHERN COPPER CORP
2549007U6NAP46Q9TU15
Southern Copper Corp
84265VAH8
10000.00000000
PA
USD
9932.00000000
0.028266771613
Long
DBT
CORP
US
N
2
2025-04-23
Fixed
3.87500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967ND9
100000.00000000
PA
USD
93514.08000000
0.266143892666
Long
DBT
CORP
US
N
2
2025-11-03
Fixed
1.28100000
N
N
N
N
N
N
EASTERN ENERGY GAS
549300BFOD6TDMVV4O24
Eastern Energy Gas Holdings LLC
257375AN5
100000.00000000
PA
USD
97581.91000000
0.277721059558
Long
DBT
CORP
US
N
2
2024-11-15
Fixed
2.50000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280CS6
90000.00000000
PA
USD
84378.05000000
0.240142475685
Long
DBT
CORP
GB
N
2
2025-05-24
Fixed
0.97600000
N
N
N
N
N
N
CENTERPOINT ENERGY INC
21TPXMRRHFKOBHDC8J74
CenterPoint Energy Inc
15189TAW7
80000.00000000
PA
USD
77797.35000000
0.221413604969
Long
DBT
CORP
US
N
2
2024-09-01
Fixed
2.50000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GZR8
100000.00000000
PA
USD
95964.63000000
0.273118231891
Long
DBT
CORP
US
N
2
2028-03-15
Fixed
3.61500000
N
N
N
N
N
N
MCKESSON CORP
549300WZWOM80UCFSF54
McKesson Corp
581557BR5
20000.00000000
PA
USD
17958.04000000
0.051109123570
Long
DBT
CORP
US
N
2
2026-08-15
Fixed
1.30000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
9128284D9
342000.00000000
PA
USD
343322.58000000
0.977106419499
Long
DBT
UST
US
N
2
2023-03-31
Fixed
2.50000000
N
N
N
N
N
N
NEXTERA ENERGY CAPITAL
UMI46YPGBLUE4VGNNT48
NextEra Energy Capital Holdings Inc
65339KBU3
100000.00000000
PA
USD
98390.63000000
0.280022701075
Long
DBT
CORP
US
N
2
2023-03-01
Fixed
0.65000000
N
N
N
N
N
N
STANLEY BLACK & DECKER I
549300DJ09SMTO561131
Stanley Black & Decker Inc
854502AP6
100000.00000000
PA
USD
97071.87000000
0.276269470332
Long
DBT
CORP
US
N
2
2025-02-24
Fixed
2.30000000
N
N
N
N
N
N
ANHEUSER-BUSCH CO/INBEV
N/A
Anheuser-Busch Cos LLC / Anheuser-Busch InBev Worldwide Inc
03522AAG5
50000.00000000
PA
USD
49680.15000000
0.141391205573
Long
DBT
CORP
US
N
2
2026-02-01
Fixed
3.65000000
N
N
N
N
N
N
TRUIST BANK
JJKC32MCHWDI71265Z06
Truist Bank
86787EAY3
76000.00000000
PA
USD
76517.58000000
0.217771340942
Long
DBT
CORP
US
N
2
2024-08-02
Fixed
3.68900000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCF6
1200000.00000000
PA
USD
1098375.00000000
3.126008384063
Long
DBT
UST
US
N
2
2026-05-31
Fixed
0.75000000
N
N
N
N
N
N
American Express Credit Accoun
549300Y4SA5G3GIJTP18
American Express Credit Account Master Trust
02582JJN1
202000.00000000
PA
USD
202327.64000000
0.575830566944
Long
ABS-O
CORP
US
N
2
2025-04-15
Fixed
2.20000000
N
N
N
N
N
N
COMM Mortgage Trust
N/A
COMM 2014-CCRE16 Mortgage Trust
12591VAD3
538544.16000000
PA
USD
537324.47000000
1.529241650786
Long
ABS-MBS
CORP
US
N
2
2047-04-10
Fixed
3.77500000
N
N
N
N
N
N
CANADIAN IMPERIAL BANK
2IGI19DL77OX0HC3ZE78
Canadian Imperial Bank of Commerce
13607HR46
20000.00000000
PA
USD
19707.53000000
0.056088224886
Long
DBT
CORP
CA
N
2
2025-04-07
Fixed
3.30000000
N
N
N
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
53944YAP8
140000.00000000
PA
USD
125394.31000000
0.356875988959
Long
DBT
CORP
GB
N
2
2027-05-11
Fixed
1.62700000
N
N
N
N
N
N
Bank
N/A
BANK 2021-BNK34
06541JAB7
50000.00000000
PA
USD
46420.19000000
0.132113261071
Long
ABS-MBS
CORP
US
N
2
2063-06-15
Fixed
1.93500000
N
N
N
N
N
N
Verizon Owner Trust
549300AUOVO1I366IH69
Verizon Owner Trust 2019-A
92347YAA2
10691.58000000
PA
USD
10714.54000000
0.030493904059
Long
ABS-O
CORP
US
N
2
2023-09-20
Fixed
2.93000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AR8
85000.00000000
PA
USD
86476.49000000
0.246114699227
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
4.95000000
N
N
N
N
N
N
DEUTSCHE BANK AG LONDON
7LTWFZYICNSX8D621K86
Deutsche Bank AG/London
25152RXA6
10000.00000000
PA
USD
10019.60000000
0.028516083855
Long
DBT
CORP
DE
N
2
2024-05-30
Fixed
3.70000000
N
N
N
N
N
N
CON EDISON CO OF NY INC
VZFZPMWDHTQCFKYOBP05
Consolidated Edison Co of New York Inc
209111FJ7
50000.00000000
PA
USD
47463.89000000
0.135083662756
Long
DBT
CORP
US
N
2
2026-12-01
Fixed
2.90000000
N
N
N
N
N
N
GM Financial Automobile Leasin
N/A
GM Financial Automobile Leasing Trust 2021-2
380144AE5
100000.00000000
PA
USD
96311.93000000
0.274106658168
Long
ABS-O
CORP
US
N
2
2025-05-20
Fixed
0.69000000
N
N
N
N
N
N
GS Mortgage Securities Trust
N/A
GS Mortgage Securities Trust 2019-GC38
36252SAT4
300000.00000000
PA
USD
300479.07000000
0.855172497603
Long
ABS-MBS
CORP
US
N
2
2052-02-10
Fixed
3.87200000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBH0
15000.00000000
PA
USD
15107.89000000
0.042997510691
Long
DBT
CORP
US
N
2
2024-04-10
Fixed
3.60000000
N
N
N
N
N
N
BANK OF MONTREAL
NQQ6HPCNCCU6TUTQYE16
Bank of Montreal
06367TQW3
20000.00000000
PA
USD
18824.88000000
0.053576176359
Long
DBT
CORP
CA
N
2
2024-07-09
Fixed
0.62500000
N
N
N
N
N
N
GILEAD SCIENCES INC
549300WTZWR07K8MNV44
Gilead Sciences Inc
375558AZ6
30000.00000000
PA
USD
30029.76000000
0.085465602850
Long
DBT
CORP
US
N
2
2025-02-01
Fixed
3.50000000
N
N
N
N
N
N
AUTOZONE INC
GA3JGKJ41LJKXDN23E90
AutoZone Inc
053332AR3
30000.00000000
PA
USD
29584.44000000
0.084198208697
Long
DBT
CORP
US
N
2
2025-04-15
Fixed
3.25000000
N
N
N
N
N
N
CANADIAN PACIFIC RAILWAY
54930036474DURYNB481
Canadian Pacific Railway Co
13645RBE3
100000.00000000
PA
USD
91764.22000000
0.261163738319
Long
DBT
CORP
CA
N
2
2026-12-02
Fixed
1.75000000
N
N
N
N
N
N
CARRIER GLOBAL CORP
549300JE3W6CWY2NAN77
Carrier Global Corp
14448CAN4
3000.00000000
PA
USD
2871.78000000
0.008173172511
Long
DBT
CORP
US
N
2
2025-02-15
Fixed
2.24200000
N
N
N
N
N
N
PACIFICORP
SGY07Y7FNYBNLM6Z1M11
PacifiCorp
695114CR7
44000.00000000
PA
USD
44291.92000000
0.126056140449
Long
DBT
CORP
US
N
2
2024-04-01
Fixed
3.60000000
N
N
N
N
N
N
WILLIAMS COMPANIES INC
D71FAKCBLFS2O0RBPG08
Williams Cos Inc/The
96950FAQ7
25000.00000000
PA
USD
24941.77000000
0.070985029824
Long
DBT
CORP
US
N
2
2025-01-15
Fixed
3.90000000
N
N
N
N
N
N
VERIZON COMMUNICATIONS
2S72QS2UO2OESLG6Y829
Verizon Communications Inc
92343VFS8
70000.00000000
PA
USD
63901.06000000
0.181864344427
Long
DBT
CORP
US
N
2
2025-11-20
Fixed
0.85000000
N
N
N
N
N
N
SANTANDER UK GROUP HLDGS
549300F5XIFGNNW4CF72
Santander UK Group Holdings PLC
80281LAJ4
80000.00000000
PA
USD
80989.02000000
0.230497194070
Long
DBT
CORP
GB
N
2
2024-11-15
Fixed
4.79600000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GXE9
70000.00000000
PA
USD
70130.22000000
0.199592721699
Long
DBT
CORP
US
N
2
2024-02-20
Fixed
3.62500000
N
N
N
N
N
N
TRANSCANADA PIPELINES
5BV01I6231JPDAPMGH09
TransCanada PipeLines Ltd
89352HBB4
30000.00000000
PA
USD
28155.58000000
0.080131630033
Long
DBT
CORP
CA
N
2
2024-10-12
Fixed
1.00000000
N
N
N
N
N
N
CHARTER COMM OPT LLC/CAP
N/A
Charter Communications Operating LLC / Charter Communications Operating Capital
161175BQ6
9000.00000000
PA
USD
9110.89000000
0.025929867783
Long
DBT
CORP
US
N
2
2024-02-01
Fixed
4.50000000
N
N
N
N
N
N
BENCHMARK Mortgage Trust
N/A
Benchmark 2021-B29 Mortgage Trust
08163JAB0
100000.00000000
PA
USD
92661.57000000
0.263717623489
Long
ABS-MBS
CORP
US
N
2
2054-09-15
Fixed
2.02440000
N
N
N
N
N
N
SEMPRA ENERGY
PBBKGKLRK5S5C0Y4T545
Sempra Energy
816851BN8
50000.00000000
PA
USD
49303.50000000
0.140319248311
Long
DBT
CORP
US
N
2
2025-04-01
Fixed
3.30000000
N
N
N
N
N
N
ENTERGY LOUISIANA LLC
0V5453U14HDZO63CGH17
Entergy Louisiana LLC
29364WAK4
169000.00000000
PA
USD
176373.70000000
0.501964870766
Long
DBT
CORP
US
N
2
2024-11-01
Fixed
5.40000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05964HAL9
100000.00000000
PA
USD
90885.75000000
0.258663586199
Long
DBT
CORP
ES
N
2
2026-03-25
Fixed
1.84900000
N
N
N
N
N
N
OneMain Financial Issuance Tru
N/A
OneMain Financial Issuance Trust 2022-S1
68267HAA5
100000.00000000
PA
USD
100445.40000000
0.285870638480
Long
ABS-O
CORP
US
Y
2
2035-05-14
Fixed
4.13000000
N
N
N
N
N
N
US TREASURY N/B
254900HROIFWPRGM1V77
United States Treasury Note/Bond
91282CCJ8
50000.00000000
PA
USD
45937.50000000
0.130739510770
Long
DBT
UST
US
N
2
2026-06-30
Fixed
0.87500000
N
N
N
N
N
N
2022-04-30
Nushares ETF Trust
E. Scott Wickerham
E. Scott Wickerham
Vice President and Funds Controller
XXXX
NPORT-EX
2
NuShares_Trust.htm
Nuveen
Enhanced
Yield
U.S.
Aggregate
Bond
ETF
(NUAG)
Portfolio
of
Investments
April
30,
2022
(Unaudited)
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
LONG-TERM
INVESTMENTS
-
98.9%
CORPORATE
DEBT
-
32.5%
Financials
-
6.8%
$
110
Aegon
NV
5.500%
4/11/48
BBB+
$
112,652
30
AerCap
Ireland
Capital
DAC
/
AerCap
Global
Aviation
Trust
4.500%
9/15/23
BBB-
30,060
10
AerCap
Ireland
Capital
DAC
/
AerCap
Global
Aviation
Trust
2.875%
8/14/24
BBB-
9,619
300
AerCap
Ireland
Capital
DAC
/
AerCap
Global
Aviation
Trust
1.650%
10/29/24
BBB-
279,663
400
AerCap
Ireland
Capital
DAC
/
AerCap
Global
Aviation
Trust
1.750%
10/29/24
BBB-
372,231
110
AerCap
Ireland
Capital
DAC
/
AerCap
Global
Aviation
Trust
4.625%
10/15/27
BBB-
106,622
22
AerCap
Ireland
Capital
DAC
/
AerCap
Global
Aviation
Trust
3.875%
1/23/28
BBB-
20,193
150
AerCap
Ireland
Capital
DAC
/
AerCap
Global
Aviation
Trust
3.000%
10/29/28
BBB-
130,371
400
AerCap
Ireland
Capital
DAC
/
AerCap
Global
Aviation
Trust
3.300%
1/30/32
BBB-
332,812
110
Aetna
Inc
4.500%
5/15/42
BBB
103,469
20
Aetna
Inc
4.750%
3/15/44
BBB
19,420
60
Affiliated
Managers
Group
Inc
3.500%
8/01/25
BBB+
59,845
13
Air
Lease
Corp
3.875%
7/03/23
BBB
13,044
250
Air
Lease
Corp
0.800%
8/18/24
BBB
232,399
10
Air
Lease
Corp
3.250%
3/01/25
BBB
9,664
250
Air
Lease
Corp
2.200%
1/15/27
BBB
223,681
30
Air
Lease
Corp
3.625%
4/01/27
BBB
28,484
209
Air
Lease
Corp
3.250%
10/01/29
BBB
185,276
10
Air
Lease
Corp
3.000%
2/01/30
BBB
8,701
100
Aircastle
Ltd
4.125%
5/01/24
BBB-
99,476
71
Alexandria
Real
Estate
Equities
Inc
1.875%
2/01/33
BBB+
55,772
100
Alexandria
Real
Estate
Equities
Inc
3.550%
3/15/52
BBB+
81,401
100
Alleghany
Corp
3.625%
5/15/30
BBB+
96,097
200
Ally
Financial
Inc
1.450%
10/02/23
BBB-
194,421
150
Ally
Financial
Inc
2.200%
11/02/28
BBB-
129,903
100
Ally
Financial
Inc
8.000%
11/01/31
BBB-
118,961
31
American
Campus
Communities
Operating
Partnership
LP
2.250%
1/15/29
BBB
28,816
100
American
Financial
Group
Inc/OH
3.500%
8/15/26
BBB+
98,924
100
American
Homes
4
Rent
LP
3.625%
4/15/32
BBB-
91,017
250
American
International
Group
Inc
4.375%
6/30/50
BBB+
241,526
153
Anthem
Inc
2.875%
9/15/29
BBB+
140,254
100
Anthem
Inc
4.100%
5/15/32
BBB+
98,391
298
Anthem
Inc
3.125%
5/15/50
BBB+
231,298
132
Aon
Corp
3.750%
5/02/29
BBB+
128,672
150
Aon
Corp
2.800%
5/15/30
BBB+
133,431
100
Aon
Corp
/
Aon
Global
Holdings
PLC
2.600%
12/02/31
BBB+
86,490
100
Aon
Corp
/
Aon
Global
Holdings
PLC
2.900%
8/23/51
BBB+
72,946
160
Arch
Capital
Group
Ltd
5.031%
12/15/46
BBB+
160,002
2
Arch
Capital
Group
US
Inc
5.144%
11/01/43
BBB+
2,035
200
Ares
Capital
Corp
3.875%
1/15/26
BBB-
192,006
110
Ares
Capital
Corp
2.150%
7/15/26
BBB-
97,567
110
Ares
Capital
Corp
2.875%
6/15/28
BBB-
94,964
100
Arthur
J
Gallagher
&
Co
3.050%
3/09/52
BBB
74,315
10
Assurant
Inc
2.650%
1/15/32
BBB-
8,144
122
Athene
Holding
Ltd
6.150%
4/03/30
BBB+
128,284
100
AXA
SA
8.600%
12/15/30
BBB+
125,869
27
AXIS
Specialty
Finance
PLC
4.000%
12/06/27
BBB+
26,448
110
Banco
Santander
SA
2.749%
12/03/30
BBB
90,827
100
Bank
of
Nova
Scotia/The
3.450%
4/11/25
A
98,872
200
Bank
of
Nova
Scotia/The
3.625%
10/27/81
BBB-
159,691
11
BankUnited
Inc
5.125%
6/11/30
BBB-
10,844
350
Barclays
PLC
1.007%
12/10/24
BBB+
333,846
525
Barclays
PLC
5.088%
6/20/30
BBB
514,435
200
Barclays
PLC
2.667%
3/10/32
BBB+
166,628
Nuveen
Enhanced
Yield
U.S.
Aggregate
Bond
ETF
(NUAG)
(continued)
Portfolio
of
Investments
April
30,
2022
(Unaudited)
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Financials
(continued)
$
200
Barclays
PLC
2.894%
11/24/32
BBB+
$
167,061
200
Barclays
PLC
3.811%
3/10/42
BBB
157,746
50
BGC
Partners
Inc
3.750%
10/01/24
BBB-
49,480
100
Blackstone
Private
Credit
Fund,
144A
4.700%
3/24/25
BBB-
98,595
200
Blackstone
Private
Credit
Fund,
144A
2.625%
12/15/26
BBB-
175,300
10
Blackstone
Secured
Lending
Fund
2.750%
9/16/26
BBB-
9,139
100
Blackstone
Secured
Lending
Fund,
144A
2.125%
2/15/27
BBB-
86,872
105
Boston
Properties
LP
3.400%
6/21/29
BBB+
98,075
34
Brighthouse
Financial
Inc
5.625%
5/15/30
BBB
35,474
40
Brixmor
Operating
Partnership
LP
4.125%
5/15/29
BBB-
38,798
110
Brown
&
Brown
Inc
2.375%
3/15/31
BBB-
91,150
200
Capital
One
Financial
Corp
3.900%
1/29/24
BBB+
200,962
200
Capital
One
Financial
Corp
1.343%
12/06/24
BBB+
192,200
200
Capital
One
Financial
Corp
4.250%
4/30/25
BBB+
200,378
100
Capital
One
Financial
Corp
1.878%
11/02/27
BBB+
89,418
145
Capital
One
Financial
Corp
3.800%
1/31/28
BBB+
139,354
100
Capital
One
Financial
Corp
3.273%
3/01/30
BBB+
90,910
100
Capital
One
Financial
Corp
2.359%
7/29/32
BBB
80,488
110
CI
Financial
Corp
3.200%
12/17/30
BBB-
93,117
10
CI
Financial
Corp
4.100%
6/15/51
BBB-
7,457
100
Citigroup
Inc
3.290%
3/17/26
A-
97,517
65
Citigroup
Inc
1.122%
1/28/27
A-
58,016
229
Citigroup
Inc
4.450%
9/29/27
BBB
227,194
100
Citigroup
Inc
3.070%
2/24/28
A-
93,942
100
Citigroup
Inc
2.520%
11/03/32
A-
83,446
200
Citigroup
Inc
4.750%
5/18/46
BBB
190,914
72
Citizens
Financial
Group
Inc
2.500%
2/06/30
BBB+
63,300
142
CNA
Financial
Corp
3.900%
5/01/29
BBB+
136,985
20
Cooperatieve
Rabobank
UA
3.750%
7/21/26
BBB+
19,435
200
Corebridge
Financial
Inc,
144A
3.850%
4/05/29
BBB+
190,948
40
Corporate
Office
Properties
LP
2.900%
12/01/33
BBB-
32,659
250
Credit
Suisse
AG/New
York
NY
3.700%
2/21/25
A+
247,675
52
CubeSmart
LP
2.250%
12/15/28
BBB
45,630
200
Deutsche
Bank
AG/New
York
NY
1.447%
4/01/25
BBB
188,939
200
Deutsche
Bank
AG/New
York
NY
2.129%
11/24/26
BBB
181,610
200
Deutsche
Bank
AG/New
York
NY
2.311%
11/16/27
BBB
176,852
150
Deutsche
Bank
AG/New
York
NY
3.547%
9/18/31
BBB
132,335
37
Digital
Realty
Trust
LP
(3)
4.450%
7/15/28
BBB
37,009
250
Discover
Financial
Services
4.500%
1/30/26
BBB
252,951
161
Discover
Financial
Services
4.100%
2/09/27
BBB
159,291
60
Duke
Realty
LP
1.750%
7/01/30
BBB+
49,929
100
Enstar
Group
Ltd
3.100%
9/01/31
BBB-
83,863
200
Equitable
Holdings
Inc
4.350%
4/20/28
BBB+
198,942
82
Essex
Portfolio
LP
2.550%
6/15/31
BBB+
70,938
31
Extra
Space
Storage
LP
2.350%
3/15/32
BBB
25,515
122
Fairfax
Financial
Holdings
Ltd
4.625%
4/29/30
BBB-
119,231
40
Federal
Realty
Investment
Trust
3.500%
6/01/30
BBB+
37,261
100
Fidelity
National
Financial
Inc
3.400%
6/15/30
BBB
90,508
100
Fifth
Third
Bancorp
2.375%
1/28/25
BBB+
96,437
100
Fifth
Third
Bancorp
1.707%
11/01/27
BBB+
90,308
91
Fifth
Third
Bancorp
3.950%
3/14/28
BBB+
89,735
100
First
American
Financial
Corp
2.400%
8/15/31
BBB
82,424
100
FS
KKR
Capital
Corp
1.650%
10/12/24
BBB-
93,627
100
FS
KKR
Capital
Corp
(3)
3.250%
7/15/27
BBB-
90,571
216
GATX
Corp
4.550%
11/07/28
BBB
220,118
40
Goldman
Sachs
BDC
Inc
2.875%
1/15/26
BBB-
37,862
100
Goldman
Sachs
Group
Inc/The
3.000%
3/15/24
A-
99,201
100
Goldman
Sachs
Group
Inc/The
1.948%
10/21/27
A-
89,807
15
Goldman
Sachs
Group
Inc/The
2.615%
4/22/32
A-
12,687
100
Goldman
Sachs
Group
Inc/The
2.383%
7/21/32
A-
82,645
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Financials
(continued)
$
81
Goldman
Sachs
Group
Inc/The
6.450%
5/01/36
BBB
$
90,783
100
Golub
Capital
BDC
Inc
2.050%
2/15/27
BBB-
86,289
100
Hartford
Financial
Services
Group
Inc/The
2.800%
8/19/29
BBB+
90,269
17
Hartford
Financial
Services
Group
Inc/The
6.100%
10/01/41
BBB+
19,486
100
Hartford
Financial
Services
Group
Inc/The
4.400%
3/15/48
BBB+
95,257
20
Healthcare
Trust
of
America
Holdings
LP
3.100%
2/15/30
BBB
18,030
61
Healthpeak
Properties
Inc
2.875%
1/15/31
BBB+
54,199
5
Highwoods
Realty
LP
3.050%
2/15/30
BBB
4,507
31
Host
Hotels
&
Resorts
LP
3.500%
9/15/30
BBB-
27,849
250
HSBC
Holdings
PLC
6.800%
6/01/38
BBB+
281,525
100
Humana
Inc
2.150%
2/03/32
BBB
82,310
15
Huntington
Bancshares
Inc/OH
4.000%
5/15/25
BBB+
15,112
100
Huntington
Bancshares
Inc/OH
2.550%
2/04/30
BBB+
89,408
40
Invitation
Homes
Operating
Partnership
LP
2.300%
11/15/28
BBB-
34,826
20
Janus
Henderson
US
Holdings
Inc
4.875%
8/01/25
BBB+
20,622
22
Jefferies
Financial
Group
Inc
5.500%
10/18/23
BBB
22,366
100
Jefferies
Group
LLC
2.750%
10/15/32
BBB
81,498
110
Jefferies
Group
LLC
/
Jefferies
Group
Capital
Finance
Inc
4.150%
1/23/30
BBB
104,129
100
JPMorgan
Chase
&
Co
1.470%
9/22/27
A
88,795
10
JPMorgan
Chase
&
Co
2.069%
6/01/29
A
8,750
4
JPMorgan
Chase
&
Co
3.702%
5/06/30
A
3,802
100
JPMorgan
Chase
&
Co
2.545%
11/08/32
A
84,663
100
Kemper
Corp
3.800%
2/23/32
BBB
89,527
177
KeyCorp
2.550%
10/01/29
BBB+
157,870
52
Kilroy
Realty
LP
2.650%
11/15/33
BBB
41,442
61
Kimco
Realty
Corp
2.250%
12/01/31
BBB+
51,314
22
Kimco
Realty
Corp
4.250%
4/01/45
BBB+
19,839
127
Lazard
Group
LLC
4.500%
9/19/28
BBB
125,990
40
Life
Storage
LP
2.400%
10/15/31
BBB
33,007
150
Lincoln
National
Corp
3.625%
12/12/26
BBB+
149,223
200
Lloyds
Banking
Group
PLC
3.511%
3/18/26
A-
196,142
200
Lloyds
Banking
Group
PLC
4.344%
1/09/48
BBB+
173,062
22
LXP
Industrial
Trust
2.375%
10/01/31
BBB
17,853
40
Main
Street
Capital
Corp
3.000%
7/14/26
BBB-
36,389
112
Manulife
Financial
Corp
4.061%
2/24/32
BBB+
108,888
100
Markel
Corp
3.350%
9/17/29
BBB
93,959
107
Markel
Corp
5.000%
5/20/49
BBB
108,922
11
Mid-America
Apartments
LP
2.750%
3/15/30
BBB+
9,943
162
Morgan
Stanley
4.350%
9/08/26
BBB+
162,243
300
Morgan
Stanley
3.950%
4/23/27
BBB+
294,019
100
Morgan
Stanley
2.484%
9/16/36
BBB+
80,006
100
Nasdaq
Inc
2.500%
12/21/40
BBB+
72,390
100
National
Retail
Properties
Inc
2.500%
4/15/30
BBB+
87,573
100
National
Retail
Properties
Inc
3.000%
4/15/52
BBB+
71,594
200
NatWest
Group
PLC
5.125%
5/28/24
BBB
203,558
200
NatWest
Group
PLC
4.269%
3/22/25
BBB+
200,052
200
NatWest
Group
PLC
3.754%
11/01/29
BBB
195,333
380
NatWest
Group
PLC
5.076%
1/27/30
BBB+
384,462
200
Nomura
Holdings
Inc
1.851%
7/16/25
BBB+
185,894
200
Nomura
Holdings
Inc
2.710%
1/22/29
BBB+
177,835
220
Nomura
Holdings
Inc
3.103%
1/16/30
BBB+
197,717
34
Nomura
Holdings
Inc
2.679%
7/16/30
BBB+
29,249
10
Old
Republic
International
Corp
3.850%
6/11/51
BBB+
8,154
62
Omega
Healthcare
Investors
Inc
3.625%
10/01/29
BBB-
55,100
10
Owl
Rock
Capital
Corp
3.750%
7/22/25
BBB-
9,592
100
Owl
Rock
Capital
Corp
4.250%
1/15/26
BBB-
96,534
100
Owl
Rock
Capital
Corp
2.625%
1/15/27
BBB-
88,120
100
OWL
Rock
Core
Income
Corp,
144A
4.700%
2/08/27
Baa3
94,312
22
Piedmont
Operating
Partnership
LP
2.750%
4/01/32
BBB
17,840
100
Prospect
Capital
Corp
3.437%
10/15/28
BBB-
83,277
Nuveen
Enhanced
Yield
U.S.
Aggregate
Bond
ETF
(NUAG)
(continued)
Portfolio
of
Investments
April
30,
2022
(Unaudited)
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Financials
(continued)
$
30
Prudential
Financial
Inc
5.375%
5/15/45
BBB+
$
29,839
100
Prudential
Financial
Inc
5.700%
9/15/48
BBB+
99,996
100
Prudential
Financial
Inc
3.700%
10/01/50
BBB+
87,577
40
Regency
Centers
LP
2.950%
9/15/29
BBB+
36,407
17
Regency
Centers
LP
4.400%
2/01/47
BBB+
15,923
100
Regions
Financial
Corp
1.800%
8/12/28
BBB+
86,886
18
Reinsurance
Group
of
America
Inc
4.700%
9/15/23
BBB+
18,298
110
Reinsurance
Group
of
America
Inc
3.150%
6/15/30
BBB+
100,114
22
Rexford
Industrial
Realty
LP
2.150%
9/01/31
BBB
18,025
127
Santander
Holdings
USA
Inc
3.244%
10/05/26
BBB
120,753
100
Santander
Holdings
USA
Inc
2.490%
1/06/28
BBB
90,589
200
Santander
UK
Group
Holdings
PLC
1.532%
8/21/26
BBB+
181,897
110
Santander
UK
Group
Holdings
PLC
3.823%
11/03/28
BBB+
104,633
52
Spirit
Realty
LP
2.100%
3/15/28
BBB
45,266
50
Stifel
Financial
Corp
4.000%
5/15/30
BBB-
47,635
31
STORE
Capital
Corp
2.700%
12/01/31
BBB
25,811
31
Sun
Communities
Operating
LP
2.300%
11/01/28
BBB-
27,172
100
Sun
Communities
Operating
LP
4.200%
4/15/32
BBB-
94,711
100
SVB
Financial
Group
4.345%
4/29/28
A3
99,292
100
SVB
Financial
Group
3.125%
6/05/30
BBB+
89,599
20
SVB
Financial
Group
1.800%
2/02/31
BBB+
16,003
150
Synchrony
Financial
3.700%
8/04/26
BBB-
143,451
133
Synchrony
Financial
3.950%
12/01/27
BBB-
127,040
65
UDR
Inc
3.000%
8/15/31
BBB+
57,621
100
Unum
Group
5.750%
8/15/42
BBB-
99,757
13
Unum
Group
4.500%
12/15/49
BBB-
10,902
91
Ventas
Realty
LP
2.500%
9/01/31
BBB+
77,254
184
Wachovia
Corp
5.500%
8/01/35
BBB+
192,480
100
Wells
Fargo
&
Co
3.908%
4/25/26
A
99,297
110
Wells
Fargo
&
Co
4.300%
7/22/27
BBB+
109,861
100
Wells
Fargo
&
Co
3.526%
3/24/28
A
95,987
122
Wells
Fargo
&
Co
5.375%
11/02/43
BBB+
127,759
110
Welltower
Inc
2.800%
6/01/31
BBB+
97,289
50
Welltower
Inc
3.850%
6/15/32
BBB+
47,582
260
Westpac
Banking
Corp
2.668%
11/15/35
BBB+
213,194
121
Willis
North
America
Inc
4.500%
9/15/28
BBB
120,636
40
WP
Carey
Inc
2.450%
2/01/32
BBB
33,470
23,559
Total
Financials
21,873,715
Industrial
-
12.9%
72
AbbVie
Inc
3.200%
11/21/29
BBB+
67,000
581
AbbVie
Inc
4.050%
11/21/39
BBB+
531,688
159
AbbVie
Inc
4.625%
10/01/42
BBB+
152,586
22
Advance
Auto
Parts
Inc
3.500%
3/15/32
BBB-
19,712
29
Agilent
Technologies
Inc
2.750%
9/15/29
BBB+
26,013
308
Altria
Group
Inc
5.800%
2/14/39
BBB+
305,051
100
Altria
Group
Inc
3.875%
9/16/46
BBB+
75,274
10
Amcor
Finance
USA
Inc
4.500%
5/15/28
BBB
10,242
20
Amcor
Flexibles
North
America
Inc
2.690%
5/25/31
BBB
17,369
76
American
Airlines
2016-2
Class
AA
Pass
Through
Trust
3.200%
6/15/28
BBB+
71,687
270
American
Tower
Corp
2.100%
6/15/30
BBB
221,634
100
American
Tower
Corp
4.050%
3/15/32
BBB
93,820
68
AmerisourceBergen
Corp
2.700%
3/15/31
BBB+
59,542
216
Amgen
Inc
2.300%
2/25/31
BBB+
185,833
324
Amgen
Inc
3.150%
2/21/40
BBB+
261,249
17
Amgen
Inc
5.150%
11/15/41
BBB+
17,549
100
Amgen
Inc
3.000%
1/15/52
BBB+
72,297
100
Amgen
Inc
4.200%
2/22/52
BBB+
90,026
40
Amphenol
Corp
2.200%
9/15/31
BBB+
33,208
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Industrial
(continued)
$
752
Anheuser-Busch
Cos
LLC
/
Anheuser-Busch
InBev
Worldwide
Inc
4.900%
2/01/46
BBB+
$
741,196
83
Anheuser-Busch
InBev
Worldwide
Inc
4.000%
4/13/28
BBB+
82,600
282
Anheuser-Busch
InBev
Worldwide
Inc
4.350%
6/01/40
BBB+
265,254
145
Anheuser-Busch
InBev
Worldwide
Inc
4.600%
6/01/60
BBB+
134,163
100
Aptiv
PLC
3.100%
12/01/51
BBB
68,674
31
Aptiv
PLC
/
Aptiv
Corp
(3)
3.250%
3/01/32
BBB
27,347
10
Aptiv
PLC
/
Aptiv
Corp
4.150%
5/01/52
BBB
8,237
279
AT&T
Inc
2.750%
6/01/31
BBB
246,033
1,209
AT&T
Inc
4.850%
3/01/39
BBB
1,203,069
150
AT&T
Inc
3.500%
6/01/41
BBB
124,652
145
AT&T
Inc
4.900%
6/15/42
BBB
144,045
250
AT&T
Inc
5.700%
3/01/57
BBB
274,832
100
Autodesk
Inc
2.400%
12/15/31
BBB+
83,876
31
AutoNation
Inc
3.850%
3/01/32
BBB-
27,965
10
AutoZone
Inc
3.750%
4/18/29
BBB
9,613
50
AutoZone
Inc
4.000%
4/15/30
BBB
48,437
40
Avery
Dennison
Corp
2.250%
2/15/32
BBB
32,788
117
Barrick
North
America
Finance
LLC
5.700%
5/30/41
BBB+
128,166
153
BAT
Capital
Corp
3.557%
8/15/27
BBB
142,615
100
BAT
Capital
Corp
4.742%
3/16/32
BBB+
93,782
309
BAT
Capital
Corp
4.390%
8/15/37
BBB+
263,072
138
Becton
Dickinson
and
Co
1.957%
2/11/31
BBB-
113,726
32
Becton
Dickinson
and
Co
4.685%
12/15/44
BBB-
30,814
90
Bell
Telephone
Co
of
Canada
or
Bell
Canada/The
4.464%
4/01/48
BBB+
85,870
100
Bell
Telephone
Co
of
Canada
or
Bell
Canada/The
3.650%
8/15/52
BBB+
83,067
100
Biogen
Inc
5.200%
9/15/45
BBB+
99,302
10
Block
Financial
LLC
2.500%
7/15/28
BBB-
8,864
100
Boardwalk
Pipelines
LP
3.600%
9/01/32
BBB
88,390
36
Boeing
Co/The
6.125%
2/15/33
BBB-
37,890
10
Boeing
Co/The
6.875%
3/15/39
BBB-
11,049
616
Boeing
Co/The
5.705%
5/01/40
BBB-
615,449
18
BorgWarner
Inc
4.375%
3/15/45
BBB+
16,021
49
Boston
Scientific
Corp
4.550%
3/01/39
BBB
47,956
110
BP
Capital
Markets
PLC
4.875%
N/A
(4)
BBB+
105,457
200
British
Telecommunications
PLC
5.125%
12/04/28
BBB
203,720
100
Broadcom
Inc,
144A
4.000%
4/15/29
BBB-
95,318
786
Broadcom
Inc,
144A
3.187%
11/15/36
BBB-
620,570
65
Broadridge
Financial
Solutions
Inc
2.600%
5/01/31
BBB+
55,572
100
Brunswick
Corp/DE
4.400%
9/15/32
BBB
92,174
29
Bunge
Ltd
Finance
Corp
3.750%
9/25/27
BBB
28,313
88
Campbell
Soup
Co
2.375%
4/24/30
BBB
75,915
110
Canadian
Natural
Resources
Ltd
2.950%
7/15/30
BBB
98,529
74
Canadian
Natural
Resources
Ltd
5.850%
2/01/35
BBB
76,327
12
Canadian
Natural
Resources
Ltd
6.750%
2/01/39
BBB
13,673
100
Canadian
Pacific
Railway
Co
2.450%
12/02/31
BBB+
86,981
100
Canadian
Pacific
Railway
Co
4.800%
8/01/45
BBB+
101,359
40
Cardinal
Health
Inc
3.410%
6/15/27
BBB
38,898
30
Cardinal
Health
Inc
4.500%
11/15/44
BBB
26,953
52
Carlisle
Cos
Inc
2.200%
3/01/32
BBB
42,373
35
Carrier
Global
Corp
2.722%
2/15/30
BBB-
30,797
100
Carrier
Global
Corp
3.577%
4/05/50
BBB-
80,214
100
Cenovus
Energy
Inc
2.650%
1/15/32
BBB-
85,126
100
Cenovus
Energy
Inc
5.250%
6/15/37
BBB-
99,868
180
Charter
Communications
Operating
LLC
/
Charter
Communications
Operating
Capital
5.375%
4/01/38
BBB-
166,634
100
Charter
Communications
Operating
LLC
/
Charter
Communications
Operating
Capital
3.500%
3/01/42
BBB-
72,083
529
Charter
Communications
Operating
LLC
/
Charter
Communications
Operating
Capital
5.375%
5/01/47
BBB-
473,235
Nuveen
Enhanced
Yield
U.S.
Aggregate
Bond
ETF
(NUAG)
(continued)
Portfolio
of
Investments
April
30,
2022
(Unaudited)
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Industrial
(continued)
$
100
Charter
Communications
Operating
LLC
/
Charter
Communications
Operating
Capital
5.250%
4/01/53
BBB-
$
87,207
110
Cheniere
Corpus
Christi
Holdings
LLC
5.125%
6/30/27
BBB-
112,983
11
Choice
Hotels
International
Inc
3.700%
1/15/31
BBB-
10,167
31
Church
&
Dwight
Co
Inc
2.300%
12/15/31
BBB+
26,721
328
Cigna
Corp
4.900%
12/15/48
BBB+
326,168
10
CNH
Industrial
NV
3.850%
11/15/27
BBB
9,721
100
CommonSpirit
Health
2.782%
10/01/30
BBB+
88,356
40
Conagra
Brands
Inc
4.850%
11/01/28
BBB-
40,214
53
Conagra
Brands
Inc
5.300%
11/01/38
BBB-
52,721
100
Constellation
Brands
Inc
5.250%
11/15/48
BBB-
103,216
100
Corning
Inc
3.900%
11/15/49
BBB+
87,505
242
Crown
Castle
International
Corp
2.500%
7/15/31
BBB
202,920
220
CSX
Corp
2.400%
2/15/30
BBB+
195,421
156
CSX
Corp
3.800%
4/15/50
BBB+
137,875
517
CVS
Health
Corp
4.875%
7/20/35
BBB
526,354
227
CVS
Health
Corp
4.780%
3/25/38
BBB
224,488
100
Danaher
Corp
4.375%
9/15/45
BBB+
95,924
131
Dell
International
LLC
/
EMC
Corp
6.200%
7/15/30
BBB
141,365
7
Dell
International
LLC
/
EMC
Corp
8.350%
7/15/46
BBB
9,341
100
Dell
International
LLC
/
EMC
Corp,
144A
3.450%
12/15/51
BBB
70,514
100
Deutsche
Telekom
International
Finance
BV
8.750%
6/15/30
BBB+
127,030
149
Devon
Energy
Corp
5.600%
7/15/41
BBB
154,952
130
Diamondback
Energy
Inc
3.125%
3/24/31
BBB-
116,008
100
Diamondback
Energy
Inc
4.250%
3/15/52
BBB-
87,519
14
Dignity
Health
5.267%
11/01/64
BBB+
14,292
257
Discovery
Communications
LLC
4.000%
9/15/55
BBB-
192,731
32
Dollar
General
Corp
3.875%
4/15/27
BBB
32,105
17
Dollar
General
Corp
4.125%
4/03/50
BBB
14,914
61
Dollar
Tree
Inc
3.375%
12/01/51
BBB
46,490
106
Dow
Chemical
Co/The
4.250%
10/01/34
BBB
104,210
143
Dow
Chemical
Co/The
5.250%
11/15/41
BBB
147,071
127
DuPont
de
Nemours
Inc
5.319%
11/15/38
BBB+
133,090
110
Eastman
Chemical
Co
4.800%
9/01/42
BBB
106,671
38
Eaton
Corp
4.150%
11/02/42
BBB+
36,242
110
eBay
Inc
(3)
2.600%
5/10/31
BBB+
95,251
67
Energy
Transfer
LP
4.150%
9/15/29
BBB-
63,521
510
Energy
Transfer
LP
5.800%
6/15/38
BBB-
507,397
22
Energy
Transfer
LP
5.000%
5/15/44
BBB-
19,372
227
Enterprise
Products
Operating
LLC
5.750%
3/01/35
BBB+
238,561
100
Enterprise
Products
Operating
LLC
4.250%
2/15/48
BBB+
87,907
100
Enterprise
Products
Operating
LLC
3.300%
2/15/53
BBB+
75,141
142
Enterprise
Products
Operating
LLC
3.950%
1/31/60
BBB+
115,067
100
Equifax
Inc
2.600%
12/15/25
BBB
95,259
100
Equifax
Inc
2.350%
9/15/31
BBB
83,942
50
Equinix
Inc
2.500%
5/15/31
BBB
42,003
100
Equinix
Inc
3.900%
4/15/32
BBB
93,821
40
Expedia
Group
Inc
3.800%
2/15/28
BBB-
38,096
24
Expedia
Group
Inc
3.250%
2/15/30
BBB-
21,409
10
Expedia
Group
Inc
2.950%
3/15/31
BBB-
8,582
7
FedEx
Corp
3.100%
8/05/29
BBB
6,499
27
FedEx
Corp
3.900%
2/01/35
BBB
24,895
315
FedEx
Corp
4.050%
2/15/48
BBB
271,320
150
Fidelity
National
Information
Services
Inc
1.150%
3/01/26
BBB
135,629
133
Fidelity
National
Information
Services
Inc
1.650%
3/01/28
BBB
115,362
17
Fidelity
National
Information
Services
Inc
4.500%
8/15/46
BBB
16,039
150
Fiserv
Inc
2.750%
7/01/24
BBB
147,699
260
Fiserv
Inc
2.250%
6/01/27
BBB
237,907
214
Fiserv
Inc
4.400%
7/01/49
BBB
192,824
10
Flowserve
Corp
3.500%
10/01/30
BBB-
8,955
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Industrial
(continued)
$
31
Flowserve
Corp
2.800%
1/15/32
BBB-
$
25,526
30
Fortune
Brands
Home
&
Security
Inc
3.250%
9/15/29
BBB
27,158
148
Fox
Corp
3.500%
4/08/30
BBB
137,072
150
Freeport-McMoRan
Inc
4.250%
3/01/30
BBB-
141,135
240
GE
Capital
Funding
LLC
4.550%
5/15/32
BBB+
240,495
100
General
Electric
Co
(3)
4.350%
5/01/50
BBB+
97,197
100
General
Mills
Inc
4.550%
4/17/38
BBB
98,295
322
General
Motors
Co
6.600%
4/01/36
BBB-
346,990
100
General
Motors
Financial
Co
Inc
4.300%
4/06/29
BBB-
95,377
10
General
Motors
Financial
Co
Inc
3.100%
1/12/32
BBB-
8,434
22
Genuine
Parts
Co
2.750%
2/01/32
BBB+
18,849
203
Gilead
Sciences
Inc
4.000%
9/01/36
BBB+
191,229
160
Gilead
Sciences
Inc
4.750%
3/01/46
BBB+
158,423
200
Global
Payments
Inc
1.500%
11/15/24
BBB-
188,917
28
Global
Payments
Inc
4.450%
6/01/28
BBB-
27,871
122
Global
Payments
Inc
2.900%
5/15/30
BBB-
107,402
100
Global
Payments
Inc
2.900%
11/15/31
BBB-
85,794
38
GLP
Capital
LP
/
GLP
Financing
II
Inc
5.300%
1/15/29
BBB-
38,010
121
Grupo
Televisa
SAB
6.125%
1/31/46
BBB+
136,819
100
Halliburton
Co
4.850%
11/15/35
BBB+
100,979
100
Halliburton
Co
4.500%
11/15/41
BBB+
91,128
30
Halliburton
Co
4.750%
8/01/43
BBB+
28,074
49
Hasbro
Inc
3.900%
11/19/29
BBB
46,547
92
HCA
Inc
4.125%
6/15/29
BBB-
88,022
100
HCA
Inc,
144A
4.375%
3/15/42
BBB-
86,920
153
HCA
Inc
3.500%
7/15/51
BBB-
113,468
117
Hess
Corp
4.300%
4/01/27
BBB-
115,912
72
Hewlett
Packard
Enterprise
Co
6.200%
10/15/35
BBB
78,303
100
HP
Inc
3.400%
6/17/30
BBB
89,609
10
HP
Inc
2.650%
6/17/31
BBB
8,257
100
HP
Inc
4.200%
4/15/32
BBB
91,720
28
HP
Inc
6.000%
9/15/41
BBB
29,126
40
Huntington
Ingalls
Industries
Inc,
144A
2.043%
8/16/28
BBB-
34,504
10
Huntsman
International
LLC
2.950%
6/15/31
BBB-
8,662
10
IDEX
Corp
2.625%
6/15/31
BBB
8,665
31
Ingredion
Inc
2.900%
6/01/30
BBB
27,647
105
International
Paper
Co
4.800%
6/15/44
BBB
103,361
27
International
Paper
Co
4.400%
8/15/47
BBB
25,275
52
J
M
Smucker
Co/The
2.125%
3/15/32
BBB
42,633
37
J
M
Smucker
Co/The
4.250%
3/15/35
BBB
35,397
100
Jabil
Inc,
(WI/DD,
Settling
5/04/22)
4.250%
5/15/27
BBB-
99,053
110
Jabil
Inc
3.600%
1/15/30
BBB-
101,558
100
Johnson
Controls
International
plc
4.950%
7/02/64
BBB+
94,767
100
Kansas
City
Southern/Old
4.700%
5/01/48
BBB
99,015
73
Kellogg
Co
2.100%
6/01/30
BBB
61,833
42
Keurig
Dr
Pepper
Inc
3.200%
5/01/30
BBB
38,350
100
Keurig
Dr
Pepper
Inc
4.500%
4/15/52
BBB
92,851
290
Kinder
Morgan
Energy
Partners
LP
6.375%
3/01/41
BBB
309,342
100
Kinder
Morgan
Inc
2.000%
2/15/31
BBB
82,452
100
Kinder
Morgan
Inc
3.600%
2/15/51
BBB
76,693
20
Kohl's
Corp
(3)
3.375%
5/01/31
BBB-
18,946
100
Kraft
Heinz
Foods
Co
4.250%
3/01/31
BBB-
96,916
200
Kraft
Heinz
Foods
Co
5.500%
6/01/50
BBB-
201,394
34
Kroger
Co/The
2.200%
5/01/30
BBB+
29,205
150
Kroger
Co/The
1.700%
1/15/31
BBB+
122,895
26
Kroger
Co/The
5.400%
1/15/49
BBB+
28,024
52
L3Harris
Technologies
Inc
2.900%
12/15/29
BBB
47,380
40
L3Harris
Technologies
Inc
1.800%
1/15/31
BBB
32,810
87
Laboratory
Corp
of
America
Holdings
2.700%
6/01/31
BBB
75,763
50
Lear
Corp
3.500%
5/30/30
BBB
45,795
Nuveen
Enhanced
Yield
U.S.
Aggregate
Bond
ETF
(NUAG)
(continued)
Portfolio
of
Investments
April
30,
2022
(Unaudited)
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Industrial
(continued)
$
10
Lear
Corp
2.600%
1/15/32
BBB
$
8,252
40
Leggett
&
Platt
Inc
(3)
3.500%
11/15/51
BBB
31,590
110
Leidos
Inc
2.300%
2/15/31
BBB-
90,612
20
Lennar
Corp
4.750%
11/29/27
BBB-
20,041
52
Lowe's
Cos
Inc
4.500%
4/15/30
BBB+
52,576
330
Lowe's
Cos
Inc
2.625%
4/01/31
BBB+
289,251
10
Lowe's
Cos
Inc
4.050%
5/03/47
BBB+
8,767
100
Lowe's
Cos
Inc
4.250%
4/01/52
BBB+
89,861
186
LYB
International
Finance
BV
5.250%
7/15/43
BBB
187,639
100
Magallanes
Inc,
144A
3.755%
3/15/27
BBB-
96,715
100
Magallanes
Inc,
144A
4.279%
3/15/32
BBB-
92,889
200
Magallanes
Inc,
144A
5.050%
3/15/42
BBB-
182,206
110
Magellan
Midstream
Partners
LP
5.150%
10/15/43
BBB+
107,016
110
Marathon
Oil
Corp
4.400%
7/15/27
BBB-
109,830
121
Marathon
Petroleum
Corp
6.500%
3/01/41
BBB
136,347
50
Marriott
International
Inc/MD
4.650%
12/01/28
BBB-
49,150
22
Marriott
International
Inc/MD
2.750%
10/15/33
BBB-
18,076
27
Marriott
International
Inc/MD
4.500%
10/01/34
BBB-
26,041
16
Martin
Marietta
Materials
Inc
2.500%
3/15/30
BBB
13,957
62
Martin
Marietta
Materials
Inc
2.400%
7/15/31
BBB
52,300
10
Martin
Marietta
Materials
Inc
3.200%
7/15/51
BBB
7,421
10
Masco
Corp
1.500%
2/15/28
BBB
8,511
52
Masco
Corp
2.000%
2/15/31
BBB
42,505
52
McCormick
&
Co
Inc/MD
1.850%
2/15/31
BBB
42,614
326
McDonald's
Corp
4.700%
12/09/35
BBB+
329,837
61
MDC
Holdings
Inc
3.966%
8/06/61
BBB-
40,391
127
Micron
Technology
Inc
5.327%
2/06/29
BBB-
131,475
85
Molson
Coors
Beverage
Co
4.200%
7/15/46
BBB-
72,872
100
Mondelez
International
Inc
3.000%
3/17/32
BBB+
89,308
140
Mondelez
International
Inc
1.875%
10/15/32
BBB+
112,598
110
Moody's
Corp
3.250%
1/15/28
BBB+
106,160
100
Moody's
Corp
2.000%
8/19/31
BBB+
83,567
110
Mosaic
Co/The
5.450%
11/15/33
BBB-
116,960
100
Motorola
Solutions
Inc
2.300%
11/15/30
BBB-
81,826
41
Motorola
Solutions
Inc
2.750%
5/24/31
BBB-
34,202
300
MPLX
LP
4.500%
4/15/38
BBB
275,557
15
Mylan
Inc
4.550%
4/15/28
BBB-
14,530
250
National
Fuel
Gas
Co
5.500%
1/15/26
BBB-
257,783
150
National
Fuel
Gas
Co
2.950%
3/01/31
BBB-
128,215
41
NetApp
Inc
2.700%
6/22/30
BBB+
35,829
100
Netflix
Inc
5.875%
11/15/28
BBB-
103,000
100
Newmont
Corp
2.600%
7/15/32
BBB+
85,160
100
Newmont
Corp
5.875%
4/01/35
BBB+
110,438
142
Norfolk
Southern
Corp
4.800%
8/15/43
BBB+
133,731
100
Norfolk
Southern
Corp
2.900%
8/25/51
BBB+
74,905
100
Norfolk
Southern
Corp
3.700%
3/15/53
BBB+
85,934
190
Northrop
Grumman
Corp
4.400%
5/01/30
BBB+
190,677
100
Nucor
Corp
2.700%
6/01/30
BBB+
89,166
100
Nucor
Corp
3.125%
4/01/32
BBB+
90,014
18
Nucor
Corp
2.979%
12/15/55
BBB+
13,097
100
Nutrien
Ltd
5.625%
12/01/40
BBB
109,170
50
NXP
BV
/
NXP
Funding
LLC,
144A
5.550%
12/01/28
BBB
52,391
100
NXP
BV
/
NXP
Funding
LLC
/
NXP
USA
Inc,
144A
2.500%
5/11/31
BBB
83,083
100
NXP
BV
/
NXP
Funding
LLC
/
NXP
USA
Inc,
144A
3.250%
11/30/51
BBB
73,045
127
Omnicom
Group
Inc
4.200%
6/01/30
BBB+
124,857
200
ONEOK
Partners
LP
6.125%
2/01/41
BBB
203,197
100
Oracle
Corp
2.875%
3/25/31
BBB+
84,859
500
Oracle
Corp
3.800%
11/15/37
BBB+
409,686
639
Oracle
Corp
3.650%
3/25/41
BBB+
494,887
156
Orange
SA
5.375%
1/13/42
BBB+
166,868
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Industrial
(continued)
$
41
O'Reilly
Automotive
Inc
4.350%
6/01/28
BBB+
$
41,298
70
Otis
Worldwide
Corp
(3)
2.293%
4/05/27
BBB
64,739
88
Owens
Corning
4.300%
7/15/47
BBB
78,214
100
Packaging
Corp
of
America
3.050%
10/01/51
BBB
75,468
171
Paramount
Global
4.950%
1/15/31
BBB
169,379
134
Paramount
Global
4.900%
8/15/44
BBB
116,583
52
Parker-Hannifin
Corp
3.250%
3/01/27
BBB+
50,670
44
Parker-Hannifin
Corp
4.450%
11/21/44
BBB+
41,353
52
PerkinElmer
Inc
2.550%
3/15/31
BBB
45,157
100
Phillips
66
4.650%
11/15/34
BBB+
99,879
27
Phillips
66
5.875%
5/01/42
BBB+
30,169
100
Phillips
66
3.300%
3/15/52
BBB+
76,876
110
Phillips
66
Partners
LP
3.150%
12/15/29
BBB
101,613
152
Plains
All
American
Pipeline
LP
/
PAA
Finance
Corp
3.800%
9/15/30
BBB-
140,693
32
PulteGroup
Inc
(3)
5.000%
1/15/27
BBB
32,871
100
Qorvo
Inc,
144A
1.750%
12/15/24
BBB-
94,334
100
Quanta
Services
Inc
2.350%
1/15/32
BBB-
81,472
77
Quest
Diagnostics
Inc
2.800%
6/30/31
BBB
67,107
290
Raytheon
Technologies
Corp
1.900%
9/01/31
BBB+
238,398
224
Raytheon
Technologies
Corp
4.625%
11/16/48
BBB+
228,211
100
Raytheon
Technologies
Corp
3.030%
3/15/52
BBB+
77,139
52
Regeneron
Pharmaceuticals
Inc
1.750%
9/15/30
BBB
42,240
58
RELX
Capital
Inc
3.000%
5/22/30
BBB+
52,287
9
Republic
Services
Inc
3.950%
5/15/28
BBB
8,977
110
Republic
Services
Inc
1.750%
2/15/32
BBB
88,239
130
Rogers
Communications
Inc
5.000%
3/15/44
BBB+
126,009
100
Rogers
Communications
Inc,
144A
4.550%
3/15/52
BBB+
88,723
61
Roper
Technologies
Inc
2.950%
9/15/29
BBB+
56,286
10
Roper
Technologies
Inc
2.000%
6/30/30
BBB+
8,391
144
Royalty
Pharma
PLC
2.150%
9/02/31
BBB-
115,804
14
RPM
International
Inc
4.250%
1/15/48
BBB-
12,829
148
Sabine
Pass
Liquefaction
LLC
4.200%
3/15/28
BBB-
145,141
72
Sands
China
Ltd
5.400%
8/08/28
BBB-
67,880
100
Sherwin-Williams
Co/The
2.200%
3/15/32
BBB
83,732
110
Sherwin-Williams
Co/The
4.000%
12/15/42
BBB
96,054
40
Sonoco
Products
Co
2.850%
2/01/32
BBB
34,964
127
Southern
Copper
Corp
5.250%
11/08/42
BBB+
130,042
131
Southwest
Airlines
Co
3.450%
11/16/27
BBB+
124,699
147
Spectra
Energy
Partners
LP
4.500%
3/15/45
BBB+
134,861
92
Starbucks
Corp
3.550%
8/15/29
BBB+
87,559
100
Starbucks
Corp
(3)
3.000%
2/14/32
BBB+
88,394
10
Starbucks
Corp
4.450%
8/15/49
BBB+
9,236
11
Starbucks
Corp
3.350%
3/12/50
BBB+
8,569
110
Steel
Dynamics
Inc
3.450%
4/15/30
BBB-
102,477
84
Stryker
Corp
4.100%
4/01/43
BBB+
76,316
211
Suncor
Energy
Inc
4.000%
11/15/47
BBB+
185,371
100
Suzano
Austria
GmbH
2.500%
9/15/28
BBB-
85,200
20
Suzano
Austria
GmbH
3.125%
1/15/32
BBB-
16,150
69
Sysco
Corp
5.950%
4/01/30
BBB
75,188
100
Sysco
Corp
3.150%
12/14/51
BBB
73,249
200
Takeda
Pharmaceutical
Co
Ltd
3.025%
7/09/40
BBB+
159,545
31
Tapestry
Inc
3.050%
3/15/32
BBB-
26,370
127
Teck
Resources
Ltd
6.000%
8/15/40
BBB-
135,287
110
Teledyne
FLIR
LLC
2.500%
8/01/30
BBB-
94,627
326
Telefonica
Emisiones
SA
4.103%
3/08/27
BBB-
322,412
100
TELUS
Corp
4.300%
6/15/49
BBB+
95,075
41
Textron
Inc
3.000%
6/01/30
BBB
36,894
22
Thermo
Fisher
Scientific
Inc
2.600%
10/01/29
BBB+
20,024
100
Thermo
Fisher
Scientific
Inc
2.000%
10/15/31
BBB+
84,070
260
Time
Warner
Cable
LLC
5.500%
9/01/41
BBB-
245,016
Nuveen
Enhanced
Yield
U.S.
Aggregate
Bond
ETF
(NUAG)
(continued)
Portfolio
of
Investments
April
30,
2022
(Unaudited)
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Industrial
(continued)
$
686
T-Mobile
USA
Inc
2.250%
11/15/31
BBB-
$
561,322
100
T-Mobile
USA
Inc,
144A
3.400%
10/15/52
BBB-
75,768
22
Toledo
Hospital/The
(3)
6.015%
11/15/48
BBB-
23,121
40
Trane
Technologies
Global
Holding
Co
Ltd
5.750%
6/15/43
BBB
44,052
275
TransCanada
PipeLines
Ltd
4.100%
4/15/30
BBB+
268,798
75
TransCanada
PipeLines
Ltd
5.100%
3/15/49
BBB+
78,118
179
Transcontinental
Gas
Pipe
Line
Co
LLC
3.250%
5/15/30
BBB+
165,806
110
Transcontinental
Gas
Pipe
Line
Co
LLC
3.950%
5/15/50
BBB+
94,615
147
Tyson
Foods
Inc
5.100%
9/28/48
BBB
152,456
62
United
Airlines
2014-1
Class
A
Pass
Through
Trust
4.000%
4/11/26
BBB+
60,951
31
Universal
Health
Services
Inc,
144A
1.650%
9/01/26
BBB-
27,552
220
Vale
Overseas
Ltd
3.750%
7/08/30
BBB-
198,825
198
Valero
Energy
Corp
4.000%
4/01/29
BBB
192,273
100
Valero
Energy
Corp
3.650%
12/01/51
BBB
77,982
250
Verizon
Communications
Inc
2.550%
3/21/31
BBB+
217,628
319
Verizon
Communications
Inc,
144A
2.355%
3/15/32
BBB+
267,849
300
Verizon
Communications
Inc
3.400%
3/22/41
BBB+
252,200
250
Verizon
Communications
Inc
2.850%
9/03/41
BBB+
195,088
213
Verizon
Communications
Inc
4.000%
3/22/50
BBB+
190,207
100
Verizon
Communications
Inc
3.875%
3/01/52
BBB+
87,094
50
VF
Corp
2.950%
4/23/30
BBB+
45,153
193
Viatris
Inc
3.850%
6/22/40
BBB-
150,266
100
VICI
Properties
LP
5.125%
5/15/32
BBB-
99,238
30
VMware
Inc
1.400%
8/15/26
BBB-
26,890
18
VMware
Inc
4.700%
5/15/30
BBB-
17,894
140
Vodafone
Group
PLC
4.375%
2/19/43
BBB
126,691
200
Vodafone
Group
PLC
4.875%
6/19/49
BBB
191,221
31
Vontier
Corp
2.950%
4/01/31
BBB-
26,120
51
Vulcan
Materials
Co
3.500%
6/01/30
BBB
48,387
71
Walgreens
Boots
Alliance
Inc
4.650%
6/01/46
BBB
67,280
100
Waste
Connections
Inc
2.200%
1/15/32
BBB+
84,558
10
Waste
Management
Inc
1.150%
3/15/28
BBB+
8,589
100
Waste
Management
Inc,
(WI/DD,
Settling
5/12/22)
4.150%
4/15/32
BBB+
99,470
100
Waste
Management
Inc
3.900%
3/01/35
BBB+
93,819
100
Western
Union
Co/The
1.350%
3/15/26
BBB
90,603
20
Westinghouse
Air
Brake
Technologies
Corp
4.950%
9/15/28
BBB-
20,064
100
Westlake
Corp
3.125%
8/15/51
BBB
73,203
100
Weyerhaeuser
Co
4.000%
4/15/30
BBB
96,234
100
Weyerhaeuser
Co
3.375%
3/09/33
BBB
90,215
77
Whirlpool
Corp
5.150%
3/01/43
BBB
75,789
100
Williams
Cos
Inc/The
2.600%
3/15/31
BBB
86,627
100
WRKCo
Inc
4.900%
3/15/29
BBB
102,758
41
Xylem
Inc/NY
2.250%
1/30/31
BBB
35,522
100
Yamana
Gold
Inc
2.630%
8/15/31
BBB-
84,066
31
Zimmer
Biomet
Holdings
Inc
4.250%
8/15/35
BBB
28,988
6
Zimmer
Biomet
Holdings
Inc
5.750%
11/30/39
BBB
6,470
118
Zoetis
Inc
4.700%
2/01/43
BBB+
117,854
42,804
Total
Industrial
39,330,817
Utility
-
12.8%
223
AEP
Texas
Inc
3.800%
10/01/47
BBB+
186,731
81
Alabama
Power
Co
5.200%
6/01/41
A
83,545
30
Alabama
Power
Co
3.125%
7/15/51
A
23,506
100
Alabama
Power
Co
3.000%
3/15/52
A
76,884
30
Ameren
Corp
2.500%
9/15/24
BBB+
29,443
100
Ameren
Corp
1.950%
3/15/27
BBB+
91,413
140
Ameren
Corp
1.750%
3/15/28
BBB+
124,540
200
Ameren
Corp
3.500%
1/15/31
BBB+
187,084
150
American
Electric
Power
Co
Inc
2.031%
3/15/24
BBB
146,037
200
American
Electric
Power
Co
Inc
4.300%
12/01/28
BBB
199,435
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Utility
(continued)
$
610
American
Electric
Power
Co
Inc
2.300%
3/01/30
BBB
$
523,833
200
American
Electric
Power
Co
Inc
(3)
3.875%
2/15/62
BBB-
179,208
90
Avangrid
Inc
3.200%
4/15/25
BBB
88,360
260
Avangrid
Inc
3.800%
6/01/29
BBB
253,144
100
Black
Hills
Corp
1.037%
8/23/24
BBB+
94,384
136
Black
Hills
Corp
3.150%
1/15/27
BBB+
131,031
200
Black
Hills
Corp
3.050%
10/15/29
BBB+
182,019
62
Black
Hills
Corp
2.500%
6/15/30
BBB+
53,815
10
Black
Hills
Corp
4.200%
9/15/46
BBB+
9,047
165
Black
Hills
Corp
3.875%
10/15/49
BBB+
140,329
100
CenterPoint
Energy
Houston
Electric
LLC
3.000%
3/01/32
A
92,368
30
CenterPoint
Energy
Inc
4.250%
11/01/28
BBB
29,997
100
CenterPoint
Energy
Inc
2.950%
3/01/30
BBB
90,685
21
CenterPoint
Energy
Inc
2.650%
6/01/31
BBB
18,400
100
CenterPoint
Energy
Inc
3.700%
9/01/49
BBB
84,858
200
Cleco
Corporate
Holdings
LLC
3.375%
9/15/29
BBB-
180,844
150
Cleco
Corporate
Holdings
LLC
4.973%
5/01/46
BBB-
145,365
100
CMS
Energy
Corp
4.875%
3/01/44
BBB
100,120
350
CMS
Energy
Corp
4.750%
6/01/50
BBB-
336,000
209
CMS
Energy
Corp
3.750%
12/01/50
BBB-
175,560
90
Constellation
Energy
Generation
LLC
3.250%
6/01/25
BBB-
88,185
549
Constellation
Energy
Generation
LLC
5.600%
6/15/42
BBB-
538,641
185
Dayton
Power
&
Light
Co/The
3.950%
6/15/49
BBB+
167,367
211
Delmarva
Power
&
Light
Co
4.000%
6/01/42
A
186,037
51
Dominion
Energy
Inc
3.071%
8/15/24
BBB
50,325
300
Dominion
Energy
Inc
3.600%
3/15/27
BBB
294,187
410
Dominion
Energy
Inc
4.250%
6/01/28
BBB
409,309
100
Dominion
Energy
Inc
2.250%
8/15/31
BBB
84,112
74
Dominion
Energy
Inc
5.250%
8/01/33
BBB
78,177
875
Dominion
Energy
Inc
4.900%
8/01/41
BBB
874,458
100
Dominion
Energy
South
Carolina
Inc
2.300%
12/01/31
A
86,162
200
DTE
Electric
Co
3.000%
3/01/32
A+
182,789
232
DTE
Energy
Co
2.529%
10/01/24
BBB
226,061
100
Duke
Energy
Carolinas
LLC
2.850%
3/15/32
A+
90,256
200
Duke
Energy
Corp
0.900%
9/15/25
BBB
183,113
200
Duke
Energy
Corp
3.150%
8/15/27
BBB
192,158
200
Duke
Energy
Corp
3.400%
6/15/29
BBB
190,013
221
Duke
Energy
Corp
2.450%
6/01/30
BBB
192,630
260
Duke
Energy
Corp
2.550%
6/15/31
BBB
221,827
500
Duke
Energy
Corp
3.300%
6/15/41
BBB
404,546
800
Duke
Energy
Corp
3.950%
8/15/47
BBB
687,368
200
Duke
Energy
Corp
3.500%
6/15/51
BBB
156,735
500
Duke
Energy
Corp
3.250%
1/15/82
BBB-
425,309
110
Edison
International
3.550%
11/15/24
BBB-
108,679
92
Edison
International
4.950%
4/15/25
BBB-
93,598
174
El
Paso
Electric
Co
5.000%
12/01/44
BBB+
175,847
120
Emera
US
Finance
LP
3.550%
6/15/26
BBB-
117,099
111
Emera
US
Finance
LP
2.639%
6/15/31
BBB-
94,907
318
Emera
US
Finance
LP
4.750%
6/15/46
BBB-
297,621
250
Enel
Chile
SA
4.875%
6/12/28
BBB+
246,125
170
Entergy
Corp
0.900%
9/15/25
BBB
153,892
100
Entergy
Corp
1.900%
6/15/28
BBB
86,999
180
Entergy
Corp
2.800%
6/15/30
BBB
158,123
242
Entergy
Corp
2.400%
6/15/31
BBB
202,958
100
Entergy
Corp
3.750%
6/15/50
BBB
82,908
143
Essential
Utilities
Inc
2.704%
4/15/30
BBB+
127,894
250
Essential
Utilities
Inc
2.400%
5/01/31
BBB+
213,963
230
Essential
Utilities
Inc
3.351%
4/15/50
BBB+
183,311
250
Evergy
Inc
2.900%
9/15/29
BBB+
229,187
380
Eversource
Energy
0.800%
8/15/25
BBB+
345,999
Nuveen
Enhanced
Yield
U.S.
Aggregate
Bond
ETF
(NUAG)
(continued)
Portfolio
of
Investments
April
30,
2022
(Unaudited)
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Utility
(continued)
$
100
Eversource
Energy
3.300%
1/15/28
BBB+
$
95,379
100
Eversource
Energy
4.250%
4/01/29
BBB+
99,385
100
Eversource
Energy
1.650%
8/15/30
BBB+
80,211
110
Eversource
Energy
2.550%
3/15/31
BBB+
94,299
100
Eversource
Energy
3.375%
3/01/32
BBB+
91,071
150
Eversource
Energy
3.450%
1/15/50
BBB+
119,388
200
Exelon
Corp,
144A
2.750%
3/15/27
BBB
188,947
70
Exelon
Corp
4.050%
4/15/30
BBB
68,496
200
Exelon
Corp,
144A
3.350%
3/15/32
BBB
181,685
691
Exelon
Corp
4.950%
6/15/35
BBB
690,780
296
Exelon
Corp
5.100%
6/15/45
BBB
299,170
18
Exelon
Corp
4.450%
4/15/46
BBB
16,839
100
Exelon
Corp
4.700%
4/15/50
BBB
97,179
100
Florida
Power
&
Light
Co
2.450%
2/03/32
AA-
88,220
100
Florida
Power
&
Light
Co
2.875%
12/04/51
AA-
78,281
130
Fortis
Inc/Canada
3.055%
10/04/26
BBB
124,755
200
Georgia
Power
Co
2.650%
9/15/29
BBB+
180,128
100
Georgia
Power
Co
3.700%
1/30/50
A-
81,963
68
Iberdrola
International
BV
6.750%
7/15/36
BBB+
82,591
100
Interstate
Power
and
Light
Co
4.100%
9/26/28
BBB+
100,519
100
Interstate
Power
and
Light
Co
3.600%
4/01/29
BBB+
96,506
200
Interstate
Power
and
Light
Co
2.300%
6/01/30
BBB+
172,931
289
Interstate
Power
and
Light
Co
4.700%
10/15/43
BBB+
282,139
151
IPALCO
Enterprises
Inc
3.700%
9/01/24
BBB-
150,174
250
IPALCO
Enterprises
Inc
4.250%
5/01/30
BBB-
238,387
120
ITC
Holdings
Corp
4.050%
7/01/23
BBB+
120,721
22
ITC
Holdings
Corp
3.650%
6/15/24
BBB+
21,963
168
ITC
Holdings
Corp
5.300%
7/01/43
BBB+
176,343
108
National
Grid
USA
5.803%
4/01/35
BBB
117,239
400
NextEra
Energy
Capital
Holdings
Inc
1.875%
1/15/27
BBB+
365,450
352
NextEra
Energy
Capital
Holdings
Inc
1.900%
6/15/28
BBB+
311,659
200
NextEra
Energy
Capital
Holdings
Inc
3.500%
4/01/29
BBB+
188,998
400
NextEra
Energy
Capital
Holdings
Inc
2.750%
11/01/29
BBB+
357,496
350
NextEra
Energy
Capital
Holdings
Inc
2.250%
6/01/30
BBB+
298,978
200
NextEra
Energy
Capital
Holdings
Inc
2.440%
1/15/32
BBB+
169,770
200
NextEra
Energy
Capital
Holdings
Inc
5.650%
5/01/79
BBB
196,616
282
NextEra
Energy
Capital
Holdings
Inc
3.800%
3/15/82
BBB
245,375
250
NiSource
Inc
3.490%
5/15/27
BBB
242,886
120
NiSource
Inc
2.950%
9/01/29
BBB
108,258
400
NiSource
Inc
3.600%
5/01/30
BBB
373,958
693
NiSource
Inc
5.950%
6/15/41
BBB
742,264
296
NiSource
Inc
5.650%
2/01/45
BBB
302,563
225
NiSource
Inc
3.950%
3/30/48
BBB
191,031
84
Oglethorpe
Power
Corp
5.950%
11/01/39
BBB+
92,461
130
Oglethorpe
Power
Corp
4.200%
12/01/42
BBB+
114,660
147
Oglethorpe
Power
Corp
4.250%
4/01/46
BBB+
126,074
100
Oglethorpe
Power
Corp,
144A
4.500%
4/01/47
BBB+
91,665
25
Oglethorpe
Power
Corp
5.050%
10/01/48
BBB+
25,044
300
Oglethorpe
Power
Corp
5.250%
9/01/50
BBB+
306,799
200
ONE
Gas
Inc
1.100%
3/11/24
BBB+
191,158
110
ONE
Gas
Inc
4.658%
2/01/44
BBB+
106,081
150
ONE
Gas
Inc
4.500%
11/01/48
BBB+
145,241
500
Pacific
Gas
and
Electric
Co
3.250%
2/16/24
BBB-
493,237
400
Pacific
Gas
and
Electric
Co
3.300%
12/01/27
BBB-
363,672
542
Pacific
Gas
and
Electric
Co
3.000%
6/15/28
BBB-
484,470
400
Pacific
Gas
and
Electric
Co
3.750%
7/01/28
BBB-
367,539
600
Pacific
Gas
and
Electric
Co
4.200%
3/01/29
BBB-
560,227
400
Pacific
Gas
and
Electric
Co
4.550%
7/01/30
BBB-
370,435
250
Pacific
Gas
and
Electric
Co
2.500%
2/01/31
BBB-
197,870
200
Pacific
Gas
and
Electric
Co
3.250%
6/01/31
BBB-
167,760
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Utility
(continued)
$
600
Pacific
Gas
and
Electric
Co
4.400%
3/01/32
BBB-
$
545,064
1,174
Pacific
Gas
and
Electric
Co
4.200%
6/01/41
BBB-
926,839
298
Pacific
Gas
and
Electric
Co
3.750%
8/15/42
BBB-
218,753
706
Pacific
Gas
and
Electric
Co
4.300%
3/15/45
BBB-
547,062
214
Pacific
Gas
and
Electric
Co
4.000%
12/01/46
BBB-
159,121
250
Pacific
Gas
and
Electric
Co
3.950%
12/01/47
BBB-
182,761
350
Pacific
Gas
and
Electric
Co
4.950%
7/01/50
BBB-
291,839
500
Pacific
Gas
and
Electric
Co
5.250%
3/01/52
BBB-
450,276
158
Pennsylvania
Electric
Co
6.150%
10/01/38
BBB
177,745
200
Piedmont
Natural
Gas
Co
Inc
3.500%
6/01/29
BBB+
189,766
250
Piedmont
Natural
Gas
Co
Inc
2.500%
3/15/31
BBB+
216,496
200
Piedmont
Natural
Gas
Co
Inc
3.640%
11/01/46
BBB+
166,014
200
Piedmont
Natural
Gas
Co
Inc
3.350%
6/01/50
BBB+
158,994
10
PPL
Capital
Funding
Inc
3.100%
5/15/26
BBB+
9,707
100
PPL
Capital
Funding
Inc
4.125%
4/15/30
BBB+
98,547
130
Public
Service
Co
of
New
Hampshire
2.200%
6/15/31
A+
112,396
100
Public
Service
Electric
and
Gas
Co
1.900%
8/15/31
A
84,593
220
Public
Service
Enterprise
Group
Inc
2.875%
6/15/24
BBB
216,444
250
Public
Service
Enterprise
Group
Inc
1.600%
8/15/30
BBB
202,424
160
Puget
Energy
Inc
2.379%
6/15/28
BBB-
142,292
270
Puget
Energy
Inc
4.100%
6/15/30
BBB-
258,328
200
Sempra
Energy
3.250%
6/15/27
BBB
191,594
300
Sempra
Energy
3.400%
2/01/28
BBB
287,765
200
Sempra
Energy
3.700%
4/01/29
BBB
192,166
440
Sempra
Energy
3.800%
2/01/38
BBB
401,147
225
Sempra
Energy
4.000%
2/01/48
BBB
198,000
200
Sempra
Energy
4.125%
4/01/52
BBB-
175,761
100
Southern
California
Edison
Co
0.975%
8/01/24
A-
94,498
200
Southern
California
Edison
Co
2.750%
2/01/32
A-
173,250
10
Southern
California
Edison
Co
3.650%
6/01/51
A-
8,225
8
Southern
Co
Gas
Capital
Corp
4.400%
6/01/43
BBB+
7,283
300
Southern
Co
Gas
Capital
Corp
3.950%
10/01/46
BBB+
256,493
282
Southern
Co
Gas
Capital
Corp
4.400%
5/30/47
BBB+
258,255
340
Southern
Co/The
2.950%
7/01/23
BBB
340,145
300
Southern
Co/The
1.750%
3/15/28
BBB
259,667
500
Southern
Co/The
3.700%
4/30/30
BBB
471,150
250
Southern
Co/The
4.250%
7/01/36
BBB
235,726
300
Southern
Co/The
4.400%
7/01/46
BBB
273,310
100
Southern
Co/The
4.000%
1/15/51
BBB-
95,016
132
Southern
Co/The
3.750%
9/15/51
BBB-
118,800
500
Southern
Power
Co
5.150%
9/15/41
BBB+
486,858
500
Southern
Power
Co
5.250%
7/15/43
BBB+
492,064
279
Southern
Power
Co
4.950%
12/15/46
BBB+
271,423
150
Southwest
Gas
Corp
2.200%
6/15/30
BBB+
124,462
150
Southwest
Gas
Corp
4.050%
3/15/32
BBB+
141,815
200
Southwest
Gas
Corp
4.150%
6/01/49
BBB+
176,336
200
Southwestern
Electric
Power
Co
4.100%
9/15/28
BBB+
197,347
545
Southwestern
Electric
Power
Co
3.900%
4/01/45
BBB+
460,614
250
Southwestern
Electric
Power
Co
3.250%
11/01/51
BBB+
190,794
153
Southwestern
Public
Service
Co
6.000%
10/01/36
BBB+
170,981
28
Spire
Inc
4.700%
8/15/44
BBB+
26,807
100
Virginia
Electric
and
Power
Co
2.300%
11/15/31
A-
85,348
200
Virginia
Electric
and
Power
Co
2.400%
3/30/32
A-
172,639
140
WEC
Energy
Group
Inc
0.550%
9/15/23
BBB+
135,131
151
WEC
Energy
Group
Inc
0.800%
3/15/24
BBB+
143,655
100
WEC
Energy
Group
Inc
2.200%
12/15/28
BBB+
88,490
10
Wisconsin
Electric
Power
Co
1.700%
6/15/28
A
8,831
68
Wisconsin
Power
and
Light
Co
4.100%
10/15/44
A
60,700
100
Wisconsin
Public
Service
Corp
2.850%
12/01/51
A
75,863
160
Xcel
Energy
Inc
0.500%
10/15/23
BBB+
154,265
Nuveen
Enhanced
Yield
U.S.
Aggregate
Bond
ETF
(NUAG)
(continued)
Portfolio
of
Investments
April
30,
2022
(Unaudited)
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Utility
(continued)
$
231
Xcel
Energy
Inc
1.750%
3/15/27
BBB+
$
209,211
100
Xcel
Energy
Inc
4.000%
6/15/28
BBB+
98,596
150
Xcel
Energy
Inc
2.350%
11/15/31
BBB+
126,916
286
Xcel
Energy
Inc
4.800%
9/15/41
BBB+
283,249
43,050
Total
Utility
39,298,351
109,413
Total
Corporate
Debt
(cost
$118,597,226)
100,502,883
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
SECURITIZED
-
29.9%
400
BANK
2021-BNK33
2.021%
5/15/64
AAA
357,387
200
Benchmark
2021-B29
Mortgage
Trust
2.024%
9/15/54
AAA
185,323
250
COMM
2015-LC19
Mortgage
Trust
3.527%
2/10/48
AA+
246,275
188
Freddie
Mac
Gold
Pool
G08797
4.000%
1/01/48
N/R
189,191
350
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
0.861%
6/25/27
AAA
321,541
335
Fannie
Mae
Pool
AX4887
4.000%
12/01/44
N/R
338,028
398
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
1.724%
3/25/36
N/R
341,773
415
Fannie
Mae
Pool
AL9125
4.000%
10/01/43
N/R
418,432
208
Fannie
Mae
Pool
AS6302
3.500%
12/01/45
N/R
205,155
347
Fannie
Mae
Pool
FM7558
3.500%
9/01/50
N/R
336,866
232
Fannie
Mae
Pool
MA2929
3.500%
3/01/47
N/R
228,433
141
Fannie
Mae
Pool
MA3239
4.000%
1/01/48
N/R
142,066
197
Fannie
Mae
Pool
MA3276
3.500%
2/01/48
N/R
192,788
483
Fannie
Mae
Pool
MA4412
1.500%
9/01/51
N/R
408,179
487
Fannie
Mae
Pool
MA4465
2.000%
11/01/51
N/R
430,637
292
Fannie
Mae
Pool
MA4493
2.500%
12/01/51
N/R
267,197
197
Fannie
Mae
Pool
MA4511
2.000%
12/01/51
N/R
174,048
294
Fannie
Mae
Pool
MA4512
2.500%
1/01/52
N/R
268,999
228
Ginnie
Mae
II
Pool
MA3310
3.500%
12/20/45
N/R
226,877
144
Ginnie
Mae
II
Pool
MA6338
3.000%
12/20/49
N/R
138,286
142
Ginnie
Mae
II
Pool
MA6474
3.000%
2/20/50
N/R
135,728
314
Ginnie
Mae
II
Pool
MA7418
2.500%
6/20/51
N/R
292,283
197
Ginnie
Mae
II
Pool
MA7766
2.000%
12/20/51
N/R
179,918
230
GS
Mortgage
Securities
Trust
2013-GC16
5.161%
11/10/46
Aa1
229,397
221
GS
Mortgage
Securities
Trust
2016-GS4
3.178%
11/10/49
AAA
212,256
250
Morgan
Stanley
Capital
I
Trust
2021-L5
1.518%
5/15/54
AAA
228,703
250
Wells
Fargo
Commercial
Mortgage
Trust
2014-LC16
4.020%
8/15/50
Aa2
243,669
350
COMM
2015-CCRE24
Mortgage
Trust
3.696%
8/10/48
AAA
347,183
200
COMM
2018-COR3
A3
4.228%
5/10/51
N/R
202,088
250
Citigroup
Commercial
Mortgage
Trust
2019-C7
3.102%
12/15/72
AAA
234,614
500
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2.400%
3/25/32
N/R
456,428
350
Benchmark
2022-B33
Mortgage
Trust
3.458%
3/15/55
AAA
335,584
250
COMM
2015-CCRE26
Mortgage
Trust
3.630%
10/10/48
AAA
248,635
250
Citigroup
Commercial
Mortgage
Trust
2020-GC46
2.717%
2/15/53
AAA
228,971
400
J.P.
Morgan
Chase
Commercial
Mortgage
Securities
Trust
2022-OPO,
144A
3.024%
1/05/39
Aaa
380,056
5,148
Fannie
Mae
Pool
MA4414
2.500%
9/01/51
N/R
4,704,239
4,500
Fannie
Mae
Pool
MA4644
4.000%
5/01/52
N/R
4,482,318
9,330
Fannie
Mae
Pool
MA4563
2.500%
3/01/52
N/R
8,524,550
3,959
Fannie
Mae
Pool
MA4380
3.000%
7/01/51
N/R
3,746,476
3,666
Fannie
Mae
Pool
MA3332
3.500%
4/01/48
N/R
3,599,216
7,468
Fannie
Mae
Pool
MA4549
3.000%
2/01/52
N/R
7,049,073
3,905
Fannie
Mae
Pool
MA4355
2.000%
6/01/51
N/R
3,453,953
3,411
Fannie
Mae
Pool
MA4550
3.500%
2/01/52
N/R
3,314,801
2,731
Ginnie
Mae
II
Pool
MA7420
3.500%
6/20/51
N/R
2,681,006
2,901
Ginnie
Mae
II
Pool
MA7474
3.500%
7/20/51
N/R
2,844,066
6,160
Fannie
Mae
Pool
MA4398
2.000%
8/01/51
N/R
5,443,548
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
$
5,938
Fannie
Mae
Pool
MA4413
2.000%
9/01/51
N/R
$
5,247,344
5,198
Ginnie
Mae
II
Pool
MA7473
3.000%
7/20/51
N/R
4,973,545
443
Fannie
Mae
Pool
MA3416
4.500%
7/01/48
N/R
451,389
785
Fannie
Mae
Pool
MA4492
2.000%
12/01/51
N/R
693,186
650
Fannie
Mae
Pool
MA4304
1.500%
4/01/51
N/R
549,109
600
Fannie
Mae
Pool
MA4600
3.500%
5/01/52
N/R
582,883
783
Ginnie
Mae
II
Pool
MA6994
2.000%
11/20/50
N/R
713,804
580
Ginnie
Mae
II
Pool
MA7649
2.500%
10/20/51
N/R
539,750
700
Wells
Fargo
Commercial
Mortgage
Trust
2022-C62
4.000%
4/15/55
AAA
688,398
4,355
Ginnie
Mae
II
Pool
MA7472
2.500%
7/20/51
N/R
4,050,879
1,446
Fannie
Mae
Pool
MA4466
2.500%
11/01/51
N/R
1,320,888
1,338
Fannie
Mae
Pool
MA4209
1.500%
12/01/50
N/R
1,131,124
1,437
Ginnie
Mae
II
Pool
MA7589
2.500%
9/20/51
N/R
1,336,471
865
Ginnie
Mae
II
Pool
MA7367
2.500%
5/20/51
N/R
804,802
950
Ginnie
Mae
II
Pool
MA7650
3.000%
10/20/51
N/R
907,398
928
Ginnie
Mae
II
Pool
MA7590
3.000%
9/20/51
N/R
887,304
917
Ginnie
Mae
II
Pool
MA7882
3.000%
2/20/52
N/R
875,600
1,600
Ginnie
Mae
II
Pool
MA7989
3.500%
4/20/52
N/R
1,568,292
1,582
Ginnie
Mae
II
Pool
MA7704
2.000%
11/20/51
N/R
1,438,705
2,348
Fannie
Mae
Pool
MA3120
3.500%
9/01/47
N/R
2,305,318
150
Benchmark
2021-B27
Mortgage
Trust
2.703%
7/15/54
A-
124,901
85
Freddie
Mac
Gold
Pool
G08800
3.500%
2/01/48
N/R
83,788
198
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
1.353%
11/25/30
AAA
178,229
214
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
1.760%
3/25/28
AAA
196,138
30
Fannie
Mae
Pool
MA1489
3.000%
7/01/43
N/R
28,592
78
Fannie
Mae
Pool
MA3211
4.000%
12/01/47
N/R
78,727
102
Fannie
Mae
Pool
MA3305
3.500%
3/01/48
N/R
99,838
48
Fannie
Mae
Pool
MA3277
4.000%
2/01/48
N/R
47,880
61
Fannie
Mae
Pool
MA3383
3.500%
6/01/48
N/R
60,104
57
Fannie
Mae
Pool
MA3467
4.000%
9/01/48
N/R
56,973
32
Fannie
Mae
Pool
MA3306
4.000%
3/01/48
N/R
32,185
89
Fannie
Mae
Pool
MA3744
3.000%
8/01/49
N/R
84,538
138
Fannie
Mae
Pool
MA3905
3.000%
1/01/50
N/R
130,931
62
Fannie
Mae
Pool
MA3663
3.500%
5/01/49
N/R
60,518
102
Fannie
Mae
Pool
MA3774
3.000%
9/01/49
N/R
96,354
23
Ginnie
Mae
II
Pool
MA2149
4.000%
8/20/44
N/R
23,164
69
Ginnie
Mae
II
Pool
MA3311
4.000%
12/20/45
N/R
70,439
75
Ginnie
Mae
II
Pool
MA3874
3.500%
8/20/46
N/R
74,189
102
Ginnie
Mae
II
Pool
MA4900
3.500%
12/20/47
N/R
100,779
79
Ginnie
Mae
II
Pool
MA4962
3.500%
1/20/48
N/R
77,605
139
Ginnie
Mae
II
Pool
MA6283
3.000%
11/20/49
N/R
133,596
49
Ginnie
Mae
II
Pool
MA3937
3.500%
9/20/46
N/R
48,584
80
Ginnie
Mae
II
Pool
MA5875
3.500%
4/20/49
N/R
78,929
98,624
Total
Securitized
(cost
$101,211,550)
92,249,410
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
U.S.
TREASURY
-
28.7%
25,349
United
States
Treasury
Note/Bond
0.875%
6/30/26
AAA
23,289,394
14,399
United
States
Treasury
Note/Bond
0.125%
6/30/23
AAA
14,039,025
2,744
United
States
Treasury
Note/Bond
1.875%
2/15/51
AAA
2,150,503
2,432
United
States
Treasury
Note/Bond
0.625%
5/15/30
AAA
2,035,090
2,208
United
States
Treasury
Note/Bond
0.250%
9/30/25
AAA
2,016,094
2,400
United
States
Treasury
Note/Bond
1.875%
2/28/27
AAA
2,285,437
2,850
United
States
Treasury
Note/Bond
1.250%
12/31/26
AAA
2,639,478
2,900
United
States
Treasury
Note/Bond
0.750%
12/31/23
AAA
2,811,414
3,000
United
States
Treasury
Note/Bond
0.125%
8/31/23
AA+
2,908,477
9,200
United
States
Treasury
Note/Bond
0.750%
4/30/26
AAA
8,438,844
2,695
United
States
Treasury
Note/Bond
0.250%
10/31/25
AAA
2,455,082
2,565
United
States
Treasury
Note/Bond
0.750%
5/31/26
AAA
2,347,777
2,400
United
States
Treasury
Note/Bond
0.875%
1/31/24
AAA
2,327,250
Nuveen
Enhanced
Yield
U.S.
Aggregate
Bond
ETF
(NUAG)
(continued)
Portfolio
of
Investments
April
30,
2022
(Unaudited)
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
$
4,460
United
States
Treasury
Note/Bond
1.625%
5/15/31
AAA
$
4,008,599
976
United
States
Treasury
Note/Bond
3.125%
11/15/28
AAA
984,997
840
United
States
Treasury
Note/Bond
0.125%
5/31/23
AAA
821,330
800
United
States
Treasury
Note/Bond
0.500%
11/30/23
AAA
774,219
900
United
States
Treasury
Note/Bond
(3)
1.500%
2/29/24
AAA
881,262
2,000
United
States
Treasury
Note/Bond
0.125%
7/31/23
AAA
1,944,453
1,800
United
States
Treasury
Note/Bond
0.375%
10/31/23
AAA
1,743,047
1,183
United
States
Treasury
Note/Bond
1.125%
2/28/25
AAA
1,127,038
1,383
United
States
Treasury
Note/Bond
0.875%
11/15/30
AAA
1,171,876
557
United
States
Treasury
Note/Bond
1.625%
8/15/29
AAA
509,786
634
United
States
Treasury
Note/Bond
0.375%
4/30/25
AAA
588,431
800
United
States
Treasury
Note/Bond
1.125%
10/31/26
AA+
738,437
420
United
States
Treasury
Note/Bond
2.375%
5/15/51
AAA
369,764
483
United
States
Treasury
Note/Bond
2.375%
5/15/29
AAA
465,416
425
United
States
Treasury
Note/Bond
0.375%
1/31/26
AAA
386,252
425
United
States
Treasury
Note/Bond
0.750%
3/31/26
AAA
390,519
250
United
States
Treasury
Note/Bond
1.875%
2/15/32
AAA
228,281
1,700
United
States
Treasury
Note/Bond
0.250%
9/30/23
AAA
1,647,539
100
United
States
Treasury
Note/Bond
2.000%
8/15/51
AAA
80,797
50
United
States
Treasury
Note/Bond
1.875%
11/15/51
AAA
39,219
13
United
States
Treasury
Note/Bond
1.750%
6/15/22
AAA
13,019
95,341
Total
U.S.
Treasury
(cost
$95,421,894)
88,658,146
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
GOVERNMENT
RELATED
-
7.8%
Government
Agency
-
0.7%
200
Export-Import
Bank
of
Korea
2.500%
6/29/41
AA
169,195
250
Federal
Home
Loan
Mortgage
Corp
6.250%
7/15/32
AAA
315,356
125
Federal
Home
Loan
Mortgage
Corp
1.310%
8/17/33
AAA
101,116
1
Federal
National
Mortgage
Association
1.875%
9/24/26
AAA
955
72
Federal
National
Mortgage
Association
6.625%
11/15/30
AAA
90,338
100
Federal
National
Mortgage
Association
5.625%
7/15/37
AAA
124,400
250
Israel
Electric
Corp
Ltd,
144A
4.250%
8/14/28
BBB+
248,125
161
Kreditanstalt
fuer
Wiederaufbau
1.000%
10/01/26
AAA
147,861
750
Tennessee
Valley
Authority
5.250%
9/15/39
AAA
889,705
199
Tennessee
Valley
Authority
3.500%
12/15/42
AAA
190,467
2,108
Total
Government
Agency
2,277,518
Municipal
Bonds
-
2.7%
(5)
150
American
Municipal
Power
Inc.,
Ohio,
Combined
Hydroelectric
Projects
Revenue
Bonds,
Build
America
Bond
Series
2010B(No
Opt.
Call)
7.834%
2/15/41
A
207,041
150
Bay
Area
Toll
Authority(Optional
Call:
4/31
at
100.00)
3.126%
4/01/55
N/R
119,965
91
Bay
Area
Toll
Authority,
California,
Revenue
Bonds,
San
Francisco
Bay
Area
Toll
Bridge,
Subordinate
Lien,
Build
America
Federally
Taxable
Bond
Series
2010S-1(No
Opt.
Call)
6.918%
4/01/40
AA-
117,930
20
Board
of
Regents
of
the
University
of
Texas
System,
Revenue
Financing
System
Bonds,
Green
Series
2016B(No
Opt.
Call)
3.852%
8/15/46
AAA
19,691
150
California
State
University(No
Opt.
Call)
2.719%
11/01/52
AA-
117,256
50
California
State
University,
Systemwide
Revenue
Bonds,
Taxable
Series
2021B(Optional
Call:
11/31
at
100.00)
2.939%
11/01/52
AA-
39,399
600
California
State,
General
Obligation
Bonds,
Taxable
Various
Purpose
Series
2018(Optional
Call:
4/28
at
100.00)
4.600%
4/01/38
AA
626,250
50
California
State,
General
Obligation
Bonds,
Various
Purpose
Build
America
Taxable
Bond
Series
2010(No
Opt.
Call)
7.625%
3/01/40
AA
69,030
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Municipal
Bonds
(continued)
$
500
California
State,
General
Obligation
Bonds,
Various
Purpose,
Build
America
Taxable
Bond
Series
2010(No
Opt.
Call)
7.600%
11/01/40
AA
$
704,955
70
Chicago
Greater
Metropolitan
Water
Reclamation
District,
Illinois,
General
Obligation
Bonds,
Build
America
Taxable
Bonds,
Series
2009(No
Opt.
Call)
5.720%
12/01/38
AA+
82,496
47
Chicago
O'Hare
International
Airport(No
Opt.
Call)
4.572%
1/01/54
A
49,715
150
Chicago
Transit
Authority,
Illinois,
Sales
and
Transfer
Tax
Receipts
Revenue
Bonds,
Pension
Funding
Taxable
Series
2008B(No
Opt.
Call)
6.899%
12/01/40
AA-
184,939
40
Commonwealth
Financing
Authority,
Pennslyvania,
Revenue
Bonds,
Taxable
Series
2021A(No
Opt.
Call)
2.991%
6/01/42
A+
32,147
91
Commonwealth
Financing
Authority,
Pennsylvania,
State
Appropriation
Lease
Bonds,
Plancon
Program,
Taxable
Series
2018A(No
Opt.
Call)
3.864%
6/01/38
A+
86,508
50
Cook
County,
Illinois,
General
Obligation
Bonds,
Build
America
Taxable
Bonds,
Series
2010D(No
Opt.
Call)
6.229%
11/15/34
A+
58,982
150
Dallas
Area
Rapid
Transit,
Texas,
Sales
Tax
Revenue
Bonds,
Taxable
Refunding
Senior
Lien
Series
2021A(Optional
Call:
12/31
at
100.00)
2.613%
12/01/48
AA+
109,766
20
Dallas
Fort
Worth
International
Airport,
Joint
Revenue
Bonds,
Taxable
Improvement
Series
2022A(No
Opt.
Call)
4.087%
11/01/51
N/R
19,014
200
Dallas
Fort
Worth
International
Airport,
Joint
Revenue
Bonds,
Taxable
Improvement
Series
2022A(Optional
Call:
11/32
at
100.00)
4.507%
11/01/51
N/R
191,447
40
Dallas-Fort
Worth
International
Airport,
Texas,
Joint
Revenue
Bonds,
Taxable
Refunding
Series
2021C(Optional
Call:
11/31
at
100.00)
2.843%
11/01/46
A+
32,361
91
Dormitory
Authority
of
the
State
of
New
York,
Revenue
Bonds,
Montefiore
Obligated
Group,
Taxable
Series
2018B(Optional
Call:
8/28
at
100.00)
4.946%
8/01/48
AA-
91,716
100
Dormitory
Authority
of
the
State
of
New
York,
State
Personal
Income
Tax
Revenue
Bonds,
General
Purpose,
Series
2021C(No
Opt.
Call)
2.202%
3/15/34
AA+
80,707
100
Golden
State
Tobacco
Securitization
Corp(Optional
Call:
12/31
at
100.00)
4.214%
6/01/50
N/R
84,088
100
Golden
State
Tobacco
Securitization
Corporation,
California,
Enhanced
Tobacco
Settlement
Asset-Backed
Revenue
Bonds,
Taxable
Series
2021B(Optional
Call:
6/31
at
100.00)
2.746%
6/01/34
AA-
86,885
150
Grand
Parkway
Transportation
Corporation,
Texas,
System
Toll
Revenue
Bonds,
Taxable
Refunding
Subordinate
Lien
Series
2020B.
Tela
Supported(Optional
Call:
4/30
at
100.00)
3.236%
10/01/52
AA+
123,269
21
Health
&
Educational
Facilities
Authority
of
the
State
of
Missouri(No
Opt.
Call)
3.086%
9/15/51
AA+
16,696
886
Illinois
State,
General
Obligation
Bonds,
Pension
Funding
Series
2003(No
Opt.
Call)
5.100%
6/01/33
BBB
907,189
100
Kansas
Development
Finance
Authority,
Kansas,
Revenue
Bonds,
State
of
Kansas
KPERS
Projects,
Taxable
Series
2021K(No
Opt.
Call)
2.774%
5/01/51
AA-
77,400
70
Los
Angeles
Community
College
District,
California,
General
Obligation
Bonds,
Build
America
Taxable
Bonds,
Series
2010(No
Opt.
Call)
6.600%
8/01/42
AA+
91,989
30
Los
Angeles
Community
College
District,
California,
General
Obligation
Bonds,
Build
America
Taxable
Bonds,
Series
2010(No
Opt.
Call)
6.750%
8/01/49
AA+
42,559
91
Los
Angeles
Unified
School
District,
Los
Angeles
County,
California,
General
Obligation
Bonds,
Build
America
Taxable
Bonds,
Series
2009KRY(No
Opt.
Call)
5.750%
7/01/34
AA-
102,061
50
Massachusetts
State,
General
Obligation
Bonds,
Taxable
Refunding
Series
2019D(No
Opt.
Call)
2.663%
9/01/39
AA+
43,179
Nuveen
Enhanced
Yield
U.S.
Aggregate
Bond
ETF
(NUAG)
(continued)
Portfolio
of
Investments
April
30,
2022
(Unaudited)
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Municipal
Bonds
(continued)
$
58
Metropolitan
Transportation
Authority,
New
York,
Transportation
Revenue
Bonds,
Build
America
Taxable
Bonds,
Series
2009A-1(No
Opt.
Call)
5.871%
11/15/39
A-
$
65,237
200
Metropolitan
Transportation
Authority,
New
York,
Transportation
Revenue
Bonds,
Taxable
Green
Climate
Certified
Series
2020C-2(No
Opt.
Call)
5.175%
11/15/49
A-
215,483
11
Michigan
Finance
Authority,
Hospital
Revenue
Bonds,
Trinity
Health
Credit
Group,
Taxable
Refunding
Series
2019-
T(No
Opt.
Call)
3.384%
12/01/40
AA-
9,721
94
Municipal
Electric
Authority
of
Georgia,
Plant
Vogtle
Units
3
&
4
Project
J
Bonds,
Taxable
Build
America
Bonds
Series
2010A(No
Opt.
Call)
6.637%
4/01/57
A-
115,499
47
New
Jersey
Transportation
Trust
Fund
Authority,
Transportation
System
Bonds,
Federally
Taxable
Issuer
Subsidy
Build
America
Bonds,
Series
2010B(No
Opt.
Call)
6.561%
12/15/40
BBB+
55,791
350
New
Jersey
Turnpike
Authority,
Revenue
Bonds,
Build
America
Taxable
Bonds,
Series
2010A(No
Opt.
Call)
7.102%
1/01/41
A
463,142
135
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
2010CC(No
Opt.
Call)
5.882%
6/15/44
AA+
169,553
100
New
York
City
Municipal
Water
Finance
Authority,
New
York,
Water
and
Sewer
System
Revenue
Bonds,
Second
Generation
Resolution,
Build
America
Taxable
Bonds,
Fiscal
2011
Series
AA(No
Opt.
Call)
5.440%
6/15/43
AA+
118,893
75
New
York
City
Transitional
Finance
Authority,
New
York,
Future
Tax
Secured
Bonds,
Build
America
Taxable
Bonds,
Series
2010B-1(No
Opt.
Call)
5.572%
11/01/38
AAA
84,334
82
New
York
State
Thruway
Authority,
General
Revenue
Bonds,
Taxable
Series
2019M(No
Opt.
Call)
2.900%
1/01/35
A
73,010
100
North
Texas
Tollway
Authority,
System
Revenue
Bonds,
Refunding
First
Tier
Taxable
Series
2021A(Optional
Call:
1/31
at
100.00)
3.011%
1/01/43
A+
81,838
120
Ohio
State
University,
General
Receipts
Bonds,
Build
America
Taxable
Bond
Series
2010C(No
Opt.
Call)
4.910%
6/01/40
AA
134,156
30
Ohio
State
University,
General
Receipts
Bonds,
Multiyear
Debt
Issuance
Program,
Taxable
Series
2016B(No
Opt.
Call)
3.798%
12/01/46
AA
28,496
21
Phoenix,
Arizona,
Various
Purpose
General
Obligation
Bonds,
Build
America
Taxable
Bonds,
Series
2009A(No
Opt.
Call)
5.269%
7/01/34
AA+
22,685
150
Port
Authority
of
New
York
&
New
Jersey(Optional
Call:
8/31
at
100.00)
3.139%
2/15/51
N/R
125,551
400
Port
Authority
of
New
York
and
New
Jersey,
Consolidated
Revenue
Bonds,
Two
Hundred
Twenty-Fifth
Series
2021(Optional
Call:
7/31
at
100.00)
3.175%
7/15/60
A+
310,010
325
Province
of
British
Columbia
Canada(No
Opt.
Call)
1.300%
1/29/31
AA+
276,796
75
Sales
Tax
Securitization
Corp(No
Opt.
Call)
3.238%
1/01/42
N/R
63,368
32
Sales
Tax
Securitization
Corp(No
Opt.
Call)
3.820%
1/01/48
AA-
28,329
50
State
of
California(Optional
Call:
4/28
at
100.00)
4.500%
4/01/33
AA
52,265
42
Texas
State,
General
Obligation
Bonds,
Transportation
Commission,
Build
America
Taxable
Bonds,
Series
2010A(No
Opt.
Call)
4.631%
4/01/33
AAA
45,024
200
Texas
Transportation
Commission(Optional
Call:
10/30
at
100.00)
2.472%
10/01/44
AAA
153,839
333
The
Rector
and
Visitors
of
the
University
of
Virginia,
General
Revenue
Bonds,
Taxable
Pledge
and
Refunding
Series
2020(Optional
Call:
3/50
at
100.00)
2.256%
9/01/50
AAA
236,242
82
Tucson,
Arizona,
Certificates
of
Participation,
Taxable
Series
2021A(No
Opt.
Call)
2.856%
7/01/47
AA-
62,096
200
University
of
California(Optional
Call:
5/31
at
100.00)
3.071%
5/15/51
AA
159,523
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Municipal
Bonds
(continued)
$
100
University
of
California
Regents,
Medical
Center
Pooled
Revenue
Bonds,
Taxable
Build
America
Bond
Series
2010H(No
Opt.
Call)
6.548%
5/15/48
AA-
$
129,031
60
University
of
California
Regents,
Medical
Center
Pooled
Revenue
Bonds,
Taxable
Series
2020N(Optional
Call:
11/49
at
100.00)
3.006%
5/15/50
AA-
47,379
57
University
of
California,
General
Revenue
Bonds,
Taxable
Series
2019BD(No
Opt.
Call)
3.349%
7/01/29
AA
54,945
200
University
of
Michigan(No
Opt.
Call)
3.599%
4/01/47
N/R
187,567
100
University
of
Minnesota,
General
Obligation
Bonds,
Taxable
Series
2022(No
Opt.
Call)
4.048%
4/01/52
N/R
97,613
8,237
Total
Municipal
Bonds
8,284,046
Sovereign
Debt
-
4.3%
20
Chile
Government
International
Bond
(3)
2.550%
1/27/32
A
17,351
450
Chile
Government
International
Bond
2.550%
7/27/33
A
375,102
200
Chile
Government
International
Bond
3.500%
1/31/34
A
181,100
100
Chile
Government
International
Bond
3.625%
10/30/42
A
82,531
300
Chile
Government
International
Bond
3.500%
1/25/50
A
237,402
200
Chile
Government
International
Bond
4.000%
1/31/52
A
170,724
200
Chile
Government
International
Bond
3.250%
9/21/71
A
135,730
400
Colombia
Government
International
Bond
3.250%
4/22/32
BBB-
305,548
600
Colombia
Government
International
Bond
4.125%
2/22/42
BBB-
419,100
200
Colombia
Government
International
Bond
5.000%
6/15/45
BBB-
148,500
250
Colombia
Government
International
Bond
5.200%
5/15/49
BBB-
187,813
200
Colombia
Government
International
Bond
4.125%
5/15/51
BBB-
134,000
200
Colombia
Government
International
Bond
3.875%
2/15/61
BBB-
127,229
140
European
Investment
Bank
0.750%
10/26/26
AAA
126,736
150
Hungary
Government
International
Bond
7.625%
3/29/41
BBB
188,689
100
Indonesia
Government
International
Bond
4.350%
1/11/48
BBB
92,174
200
Indonesia
Government
International
Bond
5.350%
2/11/49
BBB
208,605
44
Indonesia
Government
International
Bond
3.500%
2/14/50
BBB
36,376
200
Indonesia
Government
International
Bond
4.300%
3/31/52
BBB
183,174
600
Indonesia
Government
International
Bond
3.350%
3/12/71
BBB
434,630
148
Inter-American
Development
Bank
4.375%
1/24/44
AAA
169,068
100
International
Bank
for
Reconstruction
&
Development
1.625%
11/03/31
AAA
87,750
100
Israel
Government
International
Bond
4.500%
1/30/43
A+
104,963
200
Korea
International
Bond
3.875%
9/20/48
AA
213,596
1,530
Mexico
Government
International
Bond
4.280%
8/14/41
BBB
1,270,558
1,108
Mexico
Government
International
Bond
5.550%
1/21/45
BBB
1,081,764
66
Mexico
Government
International
Bond
4.350%
1/15/47
BBB
53,351
738
Mexico
Government
International
Bond
4.400%
2/12/52
BBB
588,592
250
Mexico
Government
International
Bond
3.771%
5/24/61
BBB
174,980
1,410
Panama
Government
International
Bond
4.500%
5/15/47
BBB
1,229,126
130
Panama
Government
International
Bond
3.870%
7/23/60
BBB
96,742
725
Peruvian
Government
International
Bond
1.862%
12/01/32
BBB
561,875
200
Peruvian
Government
International
Bond
3.000%
1/15/34
BBB
166,552
200
Peruvian
Government
International
Bond
3.300%
3/11/41
BBB
156,360
160
Peruvian
Government
International
Bond
(3)
3.550%
3/10/51
BBB
124,226
148
Peruvian
Government
International
Bond
2.780%
12/01/60
BBB
95,451
100
Peruvian
Government
International
Bond
3.600%
1/15/72
BBB
70,939
225
Peruvian
Government
International
Bond
3.230%
7/28/21
BBB
142,778
400
Philippine
Government
International
Bond
1.950%
1/06/32
BBB
336,688
10
Philippine
Government
International
Bond
5.000%
1/13/37
BBB
10,350
150
Philippine
Government
International
Bond
3.950%
1/20/40
BBB
135,812
650
Philippine
Government
International
Bond
3.700%
3/01/41
BBB
570,074
200
Philippine
Government
International
Bond
3.200%
7/06/46
BBB
157,390
90
Republic
of
Italy
Government
International
Bond
5.375%
6/15/33
BBB-
96,922
500
Republic
of
Italy
Government
International
Bond
4.000%
10/17/49
N/R
441,010
674
State
of
Israel
3.375%
1/15/50
A+
585,698
Nuveen
Enhanced
Yield
U.S.
Aggregate
Bond
ETF
(NUAG)
(continued)
Portfolio
of
Investments
April
30,
2022
(Unaudited)
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
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Sovereign
Debt
(continued)
$
646
Uruguay
Government
International
Bond
5.100%
6/18/50
BBB
$
672,938
150
Uruguay
Government
International
Bond
4.975%
4/20/55
BBB
153,396
15,762
Total
Sovereign
Debt
13,341,463
Utility
-
0.1%
30
Los
Angeles
Department
of
Water
and
Power,
California,
Waterworks
Revenue
Bonds,
Taxable
Build
America
Bond
Series
2009C
6.008%
7/01/39
AA
34,895
140
San
Antonio,
Texas,
Electric
and
Gas
System
Revenue
Bonds,
Build
America
Taxable
Bond
Series
2010A
5.718%
2/01/41
AA
162,094
170
Total
Utility
196,989
26,277
Total
Government
Related
(cost
$29,524,632)
24,100,016
Total
Long-Term
Investments
(cost
$344,755,302)
305,510,455
Shares
Description
(1)
Coupon
Value
INVESTMENTS
PURCHASED
WITH
COLLATERAL
FROM
SECURITIES
LENDING
-
0.4%
MONEY
MARKET
FUNDS
-
0.4%
1,397,874
State
Street
Navigator
Securities
Lending
Government
Money
Market
Portfolio
(6)
0.310%(7)
$
1,397,874
1,398
Total
Money
Market
Funds
(cost
$1,397,874)
1,397,874
Total
Investments
Purchased
with
Collateral
from
Securities
Lending
(cost
$1,397,874)
1,397,874
Total
Investments
(cost
$
346,153,176
)
-
99
.3
%
306,908,329
Other
Assets
Less
Liabilities
-
0.7%
2,084,420
Net
Assets
-
100%
$
308,992,749
Level
1
Level
2
Level
3
Total
Long-Term
Investments:
Corporate
Debt
$
–
$
100,502,883
$
–
$
100,502,883
Securitized
–
92,249,410
–
92,249,410
U.S.
Treasury
–
88,658,146
–
88,658,146
Government
Related
–
24,100,016
–
24,100,016
Investments
Purchased
with
Collateral
from
Securities
Lending:
1,397,874
–
–
1,397,874
Total
$
1,397,874
$
305,510,455
$
–
$
306,908,329
For
Fund
portfolio
compliance
purposes,
the
Fund’s
industry
classifications
refer
to
any
one
or
more
of
the
industry
sub-classifications
used
by
one
or
more
widely
recognized
market
indexes
or
ratings
group
indexes,
and/or
as
defined
by
Fund
management.
This
definition
may
not
apply
for
purposes
of
this
report,
which
may
combine
industry
sub-classifications
into
sectors
for
reporting
ease.
(1)
All
percentages
shown
in
the
Portfolio
of
Investments
are
based
on
net
assets.
(2)
The
Fund
uses
credit
quality
ratings
for
its
portfolio
securities
provided
by
Moody’s,
S&P
and
Fitch.
If
all
three
of
Moody’s,
S&P,
and
Fitch
provide
a
rating
for
a
security,
an
average
of
the
ratings
is
used;
if
two
of
the
three
agencies
rate
a
security,
an
average
of
the
two
is
used;
and
if
only
one
rating
agency
rates
a
security,
that
rating
is
used.
AAA,
AA,
A,
and
BBB
are
investment
grade
ratings;
BB,
B,
CCC/CC/C
and
D
are
below-investment
grade
ratings.
Credit
ratings
are
subject
to
change.
Holdings
designated
N/R
are
not
rated
by
Moody’s,
S&P
or
Fitch.
(3)
Investment,
or
a
portion
of
investment,
is
out
on
loan
for
securities
lending.
The
total
value
of
the
securities
out
on
loan
as
of
the
end
of
the
reporting
period
was
$1,355,166.
(4)
Perpetual
security.
Maturity
date
is
not
applicable.
(5)
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.
(6)
The
Fund
may
loan
securities
representing
up
to
one
third
of
the
market
value
of
its
total
assets
(which
includes
collateral
for
securities
on
loan)
to
broker
dealers,
banks,
and
other
institutions.
The
collateral
maintained
by
the
Fund
shall
have
a
market
value,
at
the
inception
of
each
loan,
equal
to
not
less
than
100%
of
the
market
value
of
the
loaned
securities.
The
cash
collateral
received
by
the
Fund
is
invested
in
this
money
market
fund.
(7)
The
rate
shown
is
the
one-day
yield
as
of
the
end
of
the
reporting
period.
144A
Investment
is
exempt
from
registration
under
Rule
144A
of
the
Securities
Act
of
1933,
as
amended.
These
investments
may
only
be
resold
in
transactions
exempt
from
registration,
which
are
normally
those
transactions
with
qualified
institutional
buyers.
AMT
Alternative
Minimum
Tax
WI/DD
Purchased
on
a
when-issued
or
delayed
delivery
basis.
Nuveen
Enhanced
Yield
1-5
Year
U.S.
Aggregate
Bond
ETF
(NUSA)
Portfolio
of
Investments
April
30,
2022
(Unaudited)
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
LONG-TERM
INVESTMENTS
-
98.5%
CORPORATE
DEBT
-
48.2%
Financials
-
20.9%
$
30
AerCap
Ireland
Capital
DAC
/
AerCap
Global
Aviation
Trust
4.125%
7/03/23
BBB-
$
29,960
130
AerCap
Ireland
Capital
DAC
/
AerCap
Global
Aviation
Trust
4.875%
1/16/24
BBB-
130,738
150
AerCap
Ireland
Capital
DAC
/
AerCap
Global
Aviation
Trust
1.650%
10/29/24
BBB-
139,832
20
Aflac
Inc
1.125%
3/15/26
A-
18,221
100
Air
Lease
Corp
0.800%
8/18/24
BBB
92,960
50
Air
Lease
Corp
1.875%
8/15/26
BBB
44,590
41
Aircastle
Ltd
4.400%
9/25/23
BBB-
41,176
50
Allstate
Corp/The
5.750%
8/15/53
BBB
48,508
45
Ally
Financial
Inc
3.875%
5/21/24
BBB-
45,155
40
Ally
Financial
Inc
5.125%
9/30/24
BBB-
41,174
37
American
Express
Co
3.400%
2/22/24
A-
37,095
100
American
Express
Co
3.375%
5/03/24
N/R
99,920
30
American
Express
Co
2.550%
3/04/27
A-
28,240
25
Anthem
Inc
2.375%
1/15/25
BBB+
24,208
45
Aon
Corp
2.200%
11/15/22
BBB+
44,923
100
Aon
Corp
/
Aon
Global
Holdings
PLC
2.850%
5/28/27
BBB+
95,215
74
Ares
Capital
Corp
3.250%
7/15/25
BBB-
70,462
7
Assured
Guaranty
US
Holdings
Inc
(3)
5.000%
7/01/24
A-
7,140
100
Banco
Santander
SA
1.849%
3/25/26
A-
90,886
60
Bank
of
America
Corp
0.976%
4/22/25
A
56,681
80
Bank
of
America
Corp
3.366%
1/23/26
A
78,248
210
Bank
of
America
Corp
1.734%
7/22/27
A
188,450
100
Bank
of
America
Corp
4.376%
4/27/28
A
99,813
20
Bank
of
Montreal
0.625%
7/09/24
A
18,825
30
Bank
of
Montreal
1.250%
9/15/26
A
26,771
100
Bank
of
New
York
Mellon
Corp/The
3.350%
4/25/25
A+
99,806
60
Bank
of
New
York
Mellon
Corp/The
0.750%
1/28/26
A+
54,462
20
Bank
of
Nova
Scotia/The
0.700%
4/15/24
A
19,013
100
Bank
of
Nova
Scotia/The
3.450%
4/11/25
A
98,872
100
Bank
of
Nova
Scotia/The
1.350%
6/24/26
A
90,374
80
Barclays
PLC
3.932%
5/07/25
BBB+
79,611
200
Barclays
PLC
2.279%
11/24/27
BBB+
179,942
50
BGC
Partners
Inc
3.750%
10/01/24
BBB-
49,480
40
Blackstone
Secured
Lending
Fund
2.750%
9/16/26
BBB-
36,555
20
Boston
Properties
LP
3.800%
2/01/24
BBB+
20,142
20
Canadian
Imperial
Bank
of
Commerce
3.300%
4/07/25
A
19,708
158
Capital
One
Financial
Corp
3.300%
10/30/24
BBB+
155,973
100
Capital
One
Financial
Corp
2.636%
3/03/26
BBB+
95,928
50
Charles
Schwab
Corp/The
1.150%
5/13/26
A
45,398
30
Chubb
INA
Holdings
Inc
3.150%
3/15/25
A
29,892
3
Citigroup
Inc
4.044%
6/01/24
A-
3,017
60
Citigroup
Inc
3.875%
3/26/25
BBB
59,955
10
Citigroup
Inc
0.981%
5/01/25
A-
9,429
100
Citigroup
Inc
1.281%
11/03/25
A-
93,514
100
Citigroup
Inc
2.014%
1/25/26
A-
94,539
100
Citigroup
Inc
3.070%
2/24/28
A-
93,942
50
CNA
Financial
Corp
3.950%
5/15/24
BBB+
50,308
60
Cooperatieve
Rabobank
UA
4.375%
8/04/25
BBB+
60,065
140
Credit
Suisse
Group
AG
3.750%
3/26/25
BBB+
137,236
10
Deutsche
Bank
AG/London
3.700%
5/30/24
BBB
10,019
190
Deutsche
Bank
AG/New
York
NY
3.700%
5/30/24
BBB
188,535
110
Discover
Bank
2.450%
9/12/24
BBB
107,151
100
Fifth
Third
Bancorp
1.707%
11/01/27
BBB+
90,307
50
FS
KKR
Capital
Corp
3.400%
1/15/26
BBB-
47,029
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Financials
(continued)
$
70
Goldman
Sachs
Group
Inc/The
3.625%
2/20/24
A-
$
70,130
70
Goldman
Sachs
Group
Inc/The
3.750%
5/22/25
A-
69,711
100
Goldman
Sachs
Group
Inc/The
1.948%
10/21/27
A-
89,807
100
Goldman
Sachs
Group
Inc/The
3.615%
3/15/28
A-
95,965
90
HSBC
Holdings
PLC
0.976%
5/24/25
A
84,378
160
HSBC
Holdings
PLC
4.300%
3/08/26
A
160,196
16
Humana
Inc
2.900%
12/15/22
BBB
16,060
10
JPMorgan
Chase
&
Co
0.768%
8/09/25
A
9,358
134
JPMorgan
Chase
&
Co
2.005%
3/13/26
A
126,239
100
JPMorgan
Chase
&
Co
1.578%
4/22/27
A
90,462
100
JPMorgan
Chase
&
Co
2.947%
2/24/28
A
94,139
50
Lincoln
National
Corp
4.000%
9/01/23
BBB+
50,547
140
Lloyds
Banking
Group
PLC
1.627%
5/11/27
A-
125,394
100
Main
Street
Capital
Corp
3.000%
7/14/26
BBB-
90,972
16
Marsh
&
McLennan
Cos
Inc
3.875%
3/15/24
BBB+
16,189
15
MetLife
Inc
3.600%
4/10/24
A-
15,108
100
Mid-America
Apartments
LP
1.100%
9/15/26
BBB+
89,252
110
Mitsubishi
UFJ
Financial
Group
Inc
0.953%
7/19/25
A
103,305
60
Mizuho
Financial
Group
Inc
(3)
2.651%
5/22/26
A
57,663
27
Morgan
Stanley
3.700%
10/23/24
A
27,052
50
Morgan
Stanley
0.790%
5/30/25
A
46,763
100
Morgan
Stanley
1.164%
10/21/25
A
93,334
100
Morgan
Stanley
2.630%
2/18/26
A
96,265
100
Morgan
Stanley
1.593%
5/04/27
A
89,921
230
NatWest
Group
PLC
4.269%
3/22/25
BBB+
230,060
80
Nomura
Holdings
Inc
1.653%
7/14/26
BBB+
71,817
10
Oaktree
Specialty
Lending
Corp
2.700%
1/15/27
BBB-
8,867
10
Office
Properties
Income
Trust
2.650%
6/15/26
BBB-
8,955
50
Old
Republic
International
Corp
3.875%
8/26/26
BBB+
49,479
50
Owl
Rock
Capital
Corp
3.750%
7/22/25
BBB-
47,958
100
OWL
Rock
Core
Income
Corp,
144A
4.700%
2/08/27
Baa3
94,312
50
PNC
Financial
Services
Group
Inc/The
1.150%
8/13/26
A-
45,323
100
Progressive
Corp/The
2.500%
3/15/27
A
94,757
11
Prudential
Financial
Inc
5.625%
6/15/43
BBB+
10,999
51
Prudential
Financial
Inc
5.200%
3/15/44
BBB+
49,597
10
Royal
Bank
of
Canada
0.750%
10/07/24
A+
9,384
50
Royal
Bank
of
Canada
1.200%
4/27/26
A+
45,115
30
Royal
Bank
of
Canada
(3)
2.050%
1/21/27
A+
27,701
81
Santander
Holdings
USA
Inc
3.500%
6/07/24
BBB
80,501
10
Santander
Holdings
USA
Inc
2.490%
1/06/28
BBB
9,059
80
Santander
UK
Group
Holdings
PLC
4.796%
11/15/24
BBB+
80,989
45
State
Street
Corp
3.700%
11/20/23
A+
45,508
120
Sumitomo
Mitsui
Financial
Group
Inc
3.748%
7/19/23
A
121,091
20
SVB
Financial
Group
1.800%
10/28/26
BBB+
18,175
10
Symetra
Financial
Corp
4.250%
7/15/24
BBB+
9,980
60
Synchrony
Financial
4.375%
3/19/24
BBB-
60,496
20
Toronto-Dominion
Bank/The
2.350%
3/08/24
A
19,703
50
Toronto-Dominion
Bank/The
1.200%
6/03/26
A
45,073
30
Toronto-Dominion
Bank/The
1.250%
9/10/26
A+
26,916
21
Trinity
Acquisition
PLC
4.625%
8/15/23
BBB
21,329
76
Truist
Bank
3.689%
8/02/24
A
76,518
20
Ventas
Realty
LP
3.750%
5/01/24
BBB+
20,036
10
Vornado
Realty
LP
2.150%
6/01/26
BBB-
9,111
101
Wells
Fargo
&
Co
3.750%
1/24/24
A
101,745
110
Wells
Fargo
&
Co
3.550%
9/29/25
A
109,129
100
Wells
Fargo
&
Co
3.908%
4/25/26
A
99,297
60
Westpac
Banking
Corp
1.150%
6/03/26
AA-
54,445
7,659
Total
Financials
7,331,028
Nuveen
Enhanced
Yield
1-5
Year
U.S.
Aggregate
Bond
ETF
(NUSA)
(contin-
ued)
Portfolio
of
Investments
April
30,
2022
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Industrial
-
8.5%
$
100
AbbVie
Inc
2.950%
11/21/26
BBB+
$
95,760
25
Altria
Group
Inc
2.350%
5/06/25
BBB+
23,821
35
Amgen
Inc
1.900%
2/21/25
BBB+
33,509
50
Anheuser-Busch
Cos
LLC
/
Anheuser-Busch
InBev
Worldwide
Inc
3.650%
2/01/26
BBB+
49,680
80
AT&T
Inc
3.400%
5/15/25
BBB
80,451
30
AutoZone
Inc
3.250%
4/15/25
BBB
29,584
50
BAT
International
Finance
PLC
1.668%
3/25/26
BBB
44,852
85
Boeing
Co/The
4.875%
5/01/25
BBB-
86,063
100
BP
Capital
Markets
PLC
4.375%
N/A
(4)
BBB+
97,180
100
Broadcom
Inc
3.150%
11/15/25
BBB-
97,449
100
Canadian
Pacific
Railway
Co
1.750%
12/02/26
BBB+
91,764
3
Carrier
Global
Corp
2.242%
2/15/25
BBB-
2,872
9
Charter
Communications
Operating
LLC
/
Charter
Communications
Operating
Capital
4.500%
2/01/24
BBB-
9,111
30
Charter
Communications
Operating
LLC
/
Charter
Communications
Operating
Capital
4.908%
7/23/25
BBB-
30,554
30
CNH
Industrial
Capital
LLC
1.450%
7/15/26
BBB
27,058
40
Crown
Castle
International
Corp
2.900%
3/15/27
BBB
37,450
15
Dell
International
LLC
/
EMC
Corp
5.450%
6/15/23
BBB
15,327
10
DXC
Technology
Co
1.800%
9/15/26
BBB
8,937
100
Eastern
Energy
Gas
Holdings
LLC
2.500%
11/15/24
A-
97,582
100
eBay
Inc
1.400%
5/10/26
BBB+
91,014
45
Equifax
Inc
2.600%
12/15/25
BBB
42,866
30
Equinix
Inc
1.450%
5/15/26
BBB
27,050
50
Fidelity
National
Information
Services
Inc
0.600%
3/01/24
BBB
47,431
70
Fiserv
Inc
3.800%
10/01/23
BBB
70,651
70
Fiserv
Inc
2.750%
7/01/24
BBB
68,926
100
General
Motors
Financial
Co
Inc
3.800%
4/07/25
BBB-
98,749
100
General
Motors
Financial
Co
Inc
1.250%
1/08/26
BBB-
89,474
30
Gilead
Sciences
Inc
3.500%
2/01/25
BBB+
30,030
59
Global
Payments
Inc
4.000%
6/01/23
BBB-
59,467
100
Global
Payments
Inc
1.500%
11/15/24
BBB-
94,458
30
HCA
Inc
5.250%
4/15/25
BBB-
30,904
20
HCA
Inc,
144A
3.125%
3/15/27
BBB-
18,809
50
Hewlett
Packard
Enterprise
Co
4.900%
10/15/25
BBB
51,507
10
HP
Inc
2.200%
6/17/25
BBB
9,499
20
HP
Inc
1.450%
6/17/26
BBB
17,966
10
Kinder
Morgan
Inc
1.750%
11/15/26
BBB
9,048
30
Laboratory
Corp
of
America
Holdings
1.550%
6/01/26
BBB
27,374
50
Las
Vegas
Sands
Corp
2.900%
6/25/25
BBB-
46,050
50
Magallanes
Inc,
144A
3.755%
3/15/27
BBB-
48,357
9
Marriott
International
Inc/MD
5.750%
5/01/25
BBB-
9,433
10
McDonald's
Corp
3.250%
6/10/24
BBB+
10,024
20
McKesson
Corp
1.300%
8/15/26
BBB+
17,958
20
Mondelez
International
Inc
2.625%
3/17/27
BBB+
18,901
45
Moody's
Corp
3.750%
3/24/25
BBB+
45,217
100
National
Fuel
Gas
Co
5.200%
7/15/25
BBB-
101,949
100
Oracle
Corp
1.650%
3/25/26
BBB+
90,349
30
PayPal
Holdings
Inc
2.400%
10/01/24
A-
29,450
10
Reliance
Steel
&
Aluminum
Co
4.500%
4/15/23
BBB
10,105
30
Rogers
Communications
Inc,
144A
3.200%
3/15/27
BBB+
28,552
50
Roper
Technologies
Inc
2.350%
9/15/24
BBB+
48,588
10
Ryder
System
Inc
2.500%
9/01/24
BBB
9,723
100
Ryder
System
Inc
2.850%
3/01/27
BBB
94,367
30
S&P
Global
Inc,
144A
2.450%
3/01/27
A-
28,256
45
Sabine
Pass
Liquefaction
LLC
5.625%
3/01/25
BBB-
46,585
50
Shire
Acquisitions
Investments
Ireland
DAC
3.200%
9/23/26
BBB+
48,242
20
Steel
Dynamics
Inc
2.800%
12/15/24
BBB-
19,572
50
Stryker
Corp
1.150%
6/15/25
BBB+
46,564
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Industrial
(continued)
$
30
T-Mobile
USA
Inc
3.500%
4/15/25
BBB-
$
29,574
30
TransCanada
PipeLines
Ltd
1.000%
10/12/24
BBB+
28,156
13
Valero
Energy
Corp
2.850%
4/15/25
BBB
12,645
70
Verizon
Communications
Inc
0.850%
11/20/25
BBB+
63,901
100
VMware
Inc
1.400%
8/15/26
BBB-
89,633
100
Walgreens
Boots
Alliance
Inc
0.950%
11/17/23
BBB
96,937
25
Williams
Cos
Inc/The
3.900%
1/15/25
BBB
24,942
3,113
Total
Industrial
2,988,257
Utility
-
18.8%
100
AES
Corp/The
1.375%
1/15/26
BBB-
89,587
50
Ameren
Corp
2.500%
9/15/24
BBB+
49,072
20
Ameren
Corp
1.950%
3/15/27
BBB+
18,283
100
American
Electric
Power
Co
Inc
2.031%
3/15/24
BBB
97,358
100
American
Electric
Power
Co
Inc
1.000%
11/01/25
BBB
90,970
48
American
Water
Capital
Corp
3.850%
3/01/24
A-
48,342
100
American
Water
Capital
Corp
3.000%
12/01/26
A-
98,007
85
Avangrid
Inc
3.150%
12/01/24
BBB
83,826
150
Berkshire
Hathaway
Energy
Co
4.050%
4/15/25
A-
151,930
100
Black
Hills
Corp
1.037%
8/23/24
BBB+
94,384
80
CenterPoint
Energy
Inc
2.500%
9/01/24
BBB
77,797
100
CenterPoint
Energy
Inc
1.450%
6/01/26
BBB
90,968
80
CMS
Energy
Corp
3.875%
3/01/24
BBB
80,475
50
Consolidated
Edison
Co
of
New
York
Inc
2.900%
12/01/26
A-
47,464
50
Consolidated
Edison
Inc
0.650%
12/01/23
BBB+
48,066
61
Dominion
Energy
Inc
3.071%
8/15/24
BBB
60,193
150
Dominion
Energy
Inc
3.300%
3/15/25
BBB
148,686
200
Dominion
Energy
Inc
1.450%
4/15/26
BBB
182,109
70
DTE
Energy
Co
2.529%
10/01/24
BBB
68,208
100
DTE
Energy
Co
1.050%
6/01/25
BBB
92,020
179
Duke
Energy
Carolinas
LLC
3.050%
3/15/23
A+
180,731
100
Duke
Energy
Corp
0.900%
9/15/25
BBB
91,557
100
Duke
Energy
Corp
3.250%
1/15/82
BBB-
85,062
100
Duke
Energy
Florida
LLC
3.200%
1/15/27
A
97,750
85
Edison
International
4.950%
4/15/25
BBB-
86,476
100
Emera
US
Finance
LP
0.833%
6/15/24
BBB-
93,668
70
Entergy
Gulf
States
Louisiana
LLC
5.590%
10/01/24
A
72,976
169
Entergy
Louisiana
LLC
5.400%
11/01/24
A
176,374
150
Entergy
Louisiana
LLC
2.400%
10/01/26
A
142,083
109
Evergy
Inc
2.450%
9/15/24
BBB+
105,482
100
Evergy
Kansas
Central
Inc
2.550%
7/01/26
A
95,795
100
Eversource
Energy
0.800%
8/15/25
BBB+
91,052
100
Eversource
Energy
1.400%
8/15/26
BBB+
90,262
100
Eversource
Energy
2.900%
3/01/27
BBB+
95,120
59
Exelon
Corp
3.497%
6/01/22
BBB-
59,000
80
Exelon
Corp
3.950%
6/15/25
BBB
80,613
150
Exelon
Corp
3.400%
4/15/26
BBB
146,542
100
Exelon
Corp,
144A
2.750%
3/15/27
BBB
94,473
100
Fortis
Inc/Canada
3.055%
10/04/26
BBB
95,965
266
Georgia
Power
Co
2.200%
9/15/24
BBB+
258,770
50
Interstate
Power
and
Light
Co
3.250%
12/01/24
BBB+
49,663
74
ITC
Holdings
Corp
2.700%
11/15/22
BBB+
74,119
40
National
Rural
Utilities
Cooperative
Finance
Corp
0.350%
2/08/24
A
38,124
100
National
Rural
Utilities
Cooperative
Finance
Corp
3.450%
6/15/25
N/R
99,498
100
NextEra
Energy
Capital
Holdings
Inc
0.650%
3/01/23
BBB+
98,391
70
NiSource
Inc
0.950%
8/15/25
BBB
63,477
20
Oncor
Electric
Delivery
Co
LLC
2.950%
4/01/25
A
19,672
100
Oncor
Electric
Delivery
Co
LLC
0.550%
10/01/25
A
90,828
60
ONE
Gas
Inc
3.610%
2/01/24
BBB+
59,964
100
Pacific
Gas
and
Electric
Co
3.250%
2/16/24
BBB-
98,647
Nuveen
Enhanced
Yield
1-5
Year
U.S.
Aggregate
Bond
ETF
(NUSA)
(contin-
ued)
Portfolio
of
Investments
April
30,
2022
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Utility
(continued)
$
100
Pacific
Gas
and
Electric
Co
3.400%
8/15/24
BBB-
$
97,781
250
Pacific
Gas
and
Electric
Co
3.450%
7/01/25
BBB-
239,656
44
PacifiCorp
3.600%
4/01/24
A+
44,292
150
PacifiCorp
3.350%
7/01/25
A+
148,278
90
Pinnacle
West
Capital
Corp
1.300%
6/15/25
BBB+
83,202
100
PPL
Capital
Funding
Inc
3.100%
5/15/26
BBB+
97,067
100
Public
Service
Co
of
Colorado
2.900%
5/15/25
A+
98,539
100
Public
Service
Electric
and
Gas
Co
0.950%
3/15/26
A
91,223
150
Public
Service
Enterprise
Group
Inc
2.875%
6/15/24
BBB
147,576
100
San
Diego
Gas
&
Electric
Co
2.500%
5/15/26
A
95,508
50
Sempra
Energy
3.300%
4/01/25
BBB
49,304
61
Southern
California
Edison
Co
3.400%
6/01/23
A-
61,339
100
Southern
California
Edison
Co
1.200%
2/01/26
A-
89,823
250
Southern
California
Gas
Co
2.950%
4/15/27
A
239,072
150
Southern
Co/The
3.750%
9/15/51
BBB-
135,000
100
Southwestern
Electric
Power
Co
1.650%
3/15/26
BBB+
92,099
50
Tucson
Electric
Power
Co
3.050%
3/15/25
A-
49,337
120
Wisconsin
Electric
Power
Co
3.100%
6/01/25
A
118,661
6,890
Total
Utility
6,627,636
17,662
Total
Corporate
Debt
(cost
$18,126,540)
16,946,921
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
SECURITIZED
-
26.2%
100
BMW
Vehicle
Lease
Trust
2022-1
1.100%
3/25/25
AAA
97,373
89
Benchmark
2018-B1
Mortgage
Trust
3.571%
1/15/51
AAA
89,399
100
CNH
Equipment
Trust
2019-C
2.350%
4/15/27
AAA
98,359
100
CarMax
Auto
Owner
Trust
2022-1
1.470%
12/15/26
AAA
95,953
100
Capital
One
Multi-Asset
Execution
Trust
2021-A3
1.040%
11/16/26
AAA
94,623
100
Carvana
Auto
Receivables
Trust
2022-N1,
144A
2.950%
12/11/28
AA
98,951
100
Dell
Equipment
Finance
Trust
2022-1,
144A
2.110%
8/23/27
AAA
99,161
112
Freddie
Mac
Gold
Pool
G18642
3.500%
4/01/32
N/R
112,906
102
Fannie
Mae
Pool
MA3798
3.000%
10/01/34
N/R
100,716
100
Exeter
Automobile
Receivables
Trust
2022-1A
1.540%
7/15/25
AAA
98,869
100
Ford
Credit
Auto
Lease
Trust
2022-A
2.780%
10/15/24
AAA
100,059
100
GLS
Auto
Receivables
Trust
2022-1A,
144A
2.840%
5/15/26
AA
98,069
100
GM
Financial
Automobile
Leasing
Trust
2021-2
0.690%
5/20/25
AA+
96,312
100
Ford
Credit
Auto
Owner
Trust
2020-B
1.190%
1/15/26
AAA
96,238
100
HPEFS
Equipment
Trust
2022-1A,
144A
1.020%
5/21/29
AAA
98,491
96
Honda
Auto
Receivables
2020-3
Owner
Trust
0.370%
10/18/24
AAA
95,049
100
Jimmy
Johns
Funding
LLC
2022-1A,
144A
4.077%
4/30/52
BBB
95,924
100
Mercedes-Benz
Auto
Lease
Trust
2021-B
0.400%
11/15/24
AAA
97,060
100
Morgan
Stanley
Capital
I
Trust
2021-L5
1.518%
5/15/54
AAA
91,481
100
OneMain
Financial
Issuance
Trust
2022-S1,
144A
4.130%
5/14/35
AAA
100,445
100
Santander
Drive
Auto
Receivables
Trust
2021-2
0.900%
6/15/26
AA-
96,996
100
Toyota
Auto
Receivables
2019-A
Owner
Trust
3.000%
5/15/24
AAA
100,443
100
Toyota
Auto
Receivables
2021-B
Owner
Trust
0.530%
10/15/26
AAA
93,595
90
Verizon
Master
Trust
2021-1
0.500%
5/20/27
AAA
85,154
113
Wells
Fargo
Commercial
Mortgage
Trust
2016-C32
3.324%
1/15/59
Aaa
112,757
118
WFRBS
Commercial
Mortgage
Trust
2012-C7
4.090%
6/15/45
BBB+
118,027
100
World
Omni
Auto
Receivables
Trust
2021-B
0.420%
6/15/26
AAA
96,272
353
Fannie
Mae
Pool
MA4206
2.000%
12/01/35
N/R
330,993
300
GS
Mortgage
Securities
Trust
2019-GC38
3.872%
2/10/52
AAA
300,479
300
Morgan
Stanley
Bank
of
America
Merrill
Lynch
Trust
2015-C26
3.531%
10/15/48
AAA
296,988
700
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
3.205%
3/25/25
AAA
701,547
202
American
Express
Credit
Account
Master
Trust
2019-3
2.200%
4/15/25
AA-
202,328
189
Fannie
Mae
Pool
BM3087
4.000%
12/01/32
N/R
194,541
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
$
200
JP
Morgan
Chase
Commercial
Mortgage
Securities
Trust
2013-C16
4.166%
12/15/46
AAA
$
201,034
664
Fannie
Mae
Pool
MA4470
2.000%
11/01/36
N/R
622,851
630
Fannie
Mae
Pool
MA4262
2.500%
2/01/36
N/R
604,816
539
COMM
2014-CCRE16
Mortgage
Trust
3.775%
4/10/47
AAA
537,325
500
Ford
Credit
Floorplan
Master
Owner
Trust
2019-4
2.440%
9/15/26
AAA
487,990
100
Benchmark
2021-B29
Mortgage
Trust
2.024%
9/15/54
AAA
92,662
65
Carmax
Auto
Owner
Trust
2020-1
1.890%
12/16/24
AAA
65,133
100
Barclays
Dryrock
Issuance
Trust
2021-1
0.630%
7/15/27
AAA
94,175
100
Discover
Card
Execution
Note
Trust
2021-A1
0.580%
9/15/26
AAA
94,078
60
Fannie
Mae
Pool
MA3392
3.500%
6/01/33
N/R
60,782
84
SoFi
Professional
Loan
Program
2020-C
Trust,
144A
1.950%
2/15/46
AAA
81,526
137
COMM
2014-LC17
Mortgage
Trust
3.648%
10/10/47
AAA
135,506
150
GM
Financial
Consumer
Automobile
Receivables
Trust
2020-1
2.180%
5/16/25
AA+
148,082
140
WFRBS
Commercial
Mortgage
Trust
2013-C12
3.863%
3/15/48
AA+
140,042
418
Fannie
Mae
Pool
MA4278
1.500%
3/01/36
N/R
382,749
50
AmeriCredit
Automobile
Receivables
Trust
2021-2
1.010%
1/19/27
AA
46,915
20
BA
Credit
Card
Trust
2021-A1
0.440%
9/15/26
AAA
18,984
50
BANK
2021-BNK34
1.935%
6/15/63
AAA
46,420
27
Fannie
Mae
Pool
MA3828
3.000%
11/01/34
N/R
26,957
45
Fannie
Mae
Pool
MA3490
4.000%
10/01/33
N/R
46,043
30
Fannie
Mae
Pool
MA3897
3.000%
1/01/35
N/R
29,175
50
John
Deere
Owner
Trust
2021-B
0.740%
5/15/28
AAA
46,454
50
MMAF
Equipment
Finance
LLC
2019-A,
144A
2.930%
3/10/26
AAA
50,107
50
Santander
Retail
Auto
Lease
Trust
2021-B,
144A
0.540%
6/20/25
AAA
47,537
50
Santander
Retail
Auto
Lease
Trust
2021-B,
144A
1.410%
11/20/25
BBB
46,764
344
Fannie
Mae
Pool
MA3985
3.000%
4/01/35
N/R
338,266
11
Verizon
Owner
Trust
2019-A
2.930%
9/20/23
AAA
10,715
9,428
Total
Securitized
(cost
$9,781,795)
9,188,646
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
U.S.
TREASURY
-
24.1%
2,400
United
States
Treasury
Note/Bond
0.125%
3/31/23
AAA
2,358,094
1,200
United
States
Treasury
Note/Bond
0.750%
5/31/26
AAA
1,098,375
900
United
States
Treasury
Note/Bond
1.875%
2/28/27
AAA
857,039
881
United
States
Treasury
Note/Bond
1.375%
1/31/25
AAA
846,104
700
United
States
Treasury
Note/Bond
0.750%
4/30/26
AAA
642,086
650
United
States
Treasury
Note/Bond
0.250%
7/31/25
AAA
596,248
500
United
States
Treasury
Note/Bond
2.500%
3/31/27
AAA
489,961
167
United
States
Treasury
Note/Bond
0.375%
4/30/25
AAA
154,997
200
United
States
Treasury
Note/Bond
0.375%
12/31/25
AAA
182,219
342
United
States
Treasury
Note/Bond
2.500%
3/31/23
AAA
343,322
350
United
States
Treasury
Note/Bond
0.250%
5/31/25
AAA
322,684
232
United
States
Treasury
Note/Bond
1.750%
6/30/24
AAA
226,997
100
United
States
Treasury
Note/Bond
1.125%
10/31/26
AA+
92,305
100
United
States
Treasury
Note/Bond
1.250%
12/31/26
AAA
92,613
70
United
States
Treasury
Note/Bond
1.250%
8/31/24
AAA
67,528
50
United
States
Treasury
Note/Bond
0.750%
12/31/23
AAA
48,473
50
United
States
Treasury
Note/Bond
0.875%
6/30/26
AAA
45,937
8,892
Total
U.S.
Treasury
(cost
$8,874,654)
8,464,982
Total
Long-Term
Investments
(cost
$36,782,989)
34,600,549
Nuveen
Enhanced
Yield
1-5
Year
U.S.
Aggregate
Bond
ETF
(NUSA)
(contin-
ued)
Portfolio
of
Investments
April
30,
2022
Part
F
of
Form
N-PORT
was
prepared
in
accordance
with
U.S.
generally
accepted
accounting
principles
(“U.S.
GAAP”)
and
in
conformity
with
the
applicable
rules
and
regulations
of
the
U.S.
Securities
and
Exchange
Commission
(“SEC”)
related
to
interim
filings.
Part
F
of
Form
N-PORT
does
not
include
all
information
and
footnotes
required
by
U.S.
GAAP
for
complete
financial
statements.
Certain
footnote
disclosures
normally
included
in
financial
statements
prepared
in
accordance
with
U.S.
GAAP
have
been
condensed
or
omitted
from
this
report
pursuant
to
the
rules
of
the
SEC.
For
a
full
set
of
the
Fund’s
notes
to
financial
statements,
please
refer
to
the
Fund’s
most
recently
filed
annual
or
semi-annual
report.
Fair
Value
Measurements
The
Fund’s
investments
in
securities
are
recorded
at
their
estimated
fair
value
utilizing
valuation
methods
approved
by
the
Board
of
Directors/
Trustees.
Fair
value
is
defined
as
the
price
that
would
be
received
upon
selling
an
investment
or
transferring
a
liability
in
an
orderly
transaction
to
an
independent
buyer
in
the
principal
or
most
advantageous
market
for
the
investment.
U.S.
GAAP
establishes
the
three-tier
hierarchy
which
is
used
to
maximize
the
use
of
observable
market
data
and
minimize
the
use
of
unobservable
inputs
and
to
establish
classification
of
fair
value
measurements
for
disclosure
purposes.
Observable
inputs
reflect
the
assumptions
market
participants
would
use
in
pricing
the
asset
or
liability.
Observable
inputs
are
based
on
market
data
obtained
from
sources
independent
of
the
reporting
entity.
Unobservable
inputs
reflect
management’s
assumptions
about
the
assumptions
market
participants
would
use
in
pricing
the
asset
or
liability.
Unobservable
inputs
are
based
on
the
best
information
available
in
the
circumstances.
The
following
is
a
summary
of
the
three-tiered
hierarchy
of
valuation
input
levels.
Level
1
–
Inputs
are
unadjusted
and
prices
are
determined
using
quoted
prices
in
active
markets
for
identical
securities.
Level
2
–
Prices
are
determined
using
other
significant
observable
inputs
(including
quoted
prices
for
similar
securities,
interest
rates,
credit
spreads,
etc.).
Level
3
–
Prices
are
determined
using
significant
unobservable
inputs
(including
management’s
assumptions
in
determining
the
fair
value
of
investments).
The
following
table
summarizes
the
market
value
of
the
Fund's
investments
as
of
the
end
of
the
reporting
period,
based
on
the
inputs
used
to
value
them:
Shares
Description
(1)
Coupon
Value
INVESTMENTS
PURCHASED
WITH
COLLATERAL
FROM
SECURITIES
LENDING
-
0.1%
MONEY
MARKET
FUNDS
-
0.1%
38,993
State
Street
Navigator
Securities
Lending
Government
Money
Market
Portfolio
(5)
0.310%(6)
$
38,993
$
39
Total
Money
Market
Funds
(cost
$38,993)
$
38,993
Total
Investments
Purchased
with
Collateral
from
Securities
Lending
(cost
$38,993)
38,993
Total
Investments
(cost
$
36,821,982
)
-
98
.6
%
34,639,542
Other
Assets
Less
Liabilities
-
1.4%
496,692
Net
Assets
-
100%
$
35,136,234
Level
1
Level
2
Level
3
Total
Long-Term
Investments:
Corporate
Debt
$
–
$
16,946,921
$
–
$
16,946,921
Securitized
–
9,188,646
–
9,188,646
U.S.
Treasury
–
8,464,982
–
8,464,982
Investments
Purchased
with
Collateral
from
Securities
Lending:
38,993
–
–
38,993
Total
$
38,993
$
34,600,549
$
–
$
34,639,542
For
Fund
portfolio
compliance
purposes,
the
Fund’s
industry
classifications
refer
to
any
one
or
more
of
the
industry
sub-classifications
used
by
one
or
more
widely
recognized
market
indexes
or
ratings
group
indexes,
and/or
as
defined
by
Fund
management.
This
definition
may
not
apply
for
purposes
of
this
report,
which
may
combine
industry
sub-classifications
into
sectors
for
reporting
ease.
(1)
All
percentages
shown
in
the
Portfolio
of
Investments
are
based
on
net
assets.
(2)
The
Fund
uses
credit
quality
ratings
for
its
portfolio
securities
provided
by
Moody’s,
S&P
and
Fitch.
If
all
three
of
Moody’s,
S&P,
and
Fitch
provide
a
rating
for
a
security,
an
average
of
the
ratings
is
used;
if
two
of
the
three
agencies
rate
a
security,
an
average
of
the
two
is
used;
and
if
only
one
rating
agency
rates
a
security,
that
rating
is
used.
AAA,
AA,
A,
and
BBB
are
investment
grade
ratings;
BB,
B,
CCC/CC/C
and
D
are
below-investment
grade
ratings.
Credit
ratings
are
subject
to
change.
Holdings
designated
N/R
are
not
rated
by
Moody’s,
S&P
or
Fitch.
(3)
Investment,
or
a
portion
of
investment,
is
out
on
loan
for
securities
lending.
The
total
value
of
the
securities
out
on
loan
as
of
the
end
of
the
reporting
period
was
$37,991.
(4)
Perpetual
security.
Maturity
date
is
not
applicable.
(5)
The
Fund
may
loan
securities
representing
up
to
one
third
of
the
market
value
of
its
total
assets
(which
includes
collateral
for
securities
on
loan)
to
broker
dealers,
banks,
and
other
institutions.
The
collateral
maintained
by
the
Fund
shall
have
a
market
value,
at
the
inception
of
each
loan,
equal
to
not
less
than
100%
of
the
market
value
of
the
loaned
securities.
The
cash
collateral
received
by
the
Fund
is
invested
in
this
money
market
fund.
(6)
The
rate
shown
is
the
one-day
yield
as
of
the
end
of
the
reporting
period.
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.
Nuveen
ESG
High
Yield
Corporate
Bond
ETF
(NUHY)
Portfolio
of
Investments
April
30,
2022
(Unaudited)
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
LONG-TERM
INVESTMENTS
-
97.9%
CORPORATE
DEBT
-
97.9%
Financials
-
10.8%
$
110
Brookfield
Property
REIT
Inc
/
BPR
Cumulus
LLC
/
BPR
Nimbus
LLC
/
GGSI
Sellco
LL,
144A
5.750%
5/15/26
B+
$
106,494
260
Centene
Corp
4.250%
12/15/27
BB+
252,200
565
Centene
Corp
2.450%
7/15/28
BB+
492,912
1,150
Centene
Corp
4.625%
12/15/29
BB+
1,113,804
300
Centene
Corp
3.375%
2/15/30
BB+
268,035
300
Centene
Corp
3.000%
10/15/30
BB+
261,000
200
Centene
Corp
2.500%
3/01/31
BB+
166,250
450
Coinbase
Global
Inc,
144A
(3)
3.375%
10/01/28
BB+
349,393
450
Coinbase
Global
Inc,
144A
3.625%
10/01/31
BB+
332,429
140
Compass
Group
Diversified
Holdings
LLC,
144A
5.250%
4/15/29
B+
125,650
60
Curo
Group
Holdings
Corp,
144A
7.500%
8/01/28
CCC+
49,950
350
Deutsche
Bank
AG/New
York
NY
5.882%
7/08/31
BB+
339,853
420
Global
Atlantic
Fin
Co,
144A
4.700%
10/15/51
BB+
381,150
150
HAT
Holdings
I
LLC
/
HAT
Holdings
II
LLC,
144A
3.375%
6/15/26
BB+
137,780
160
Howard
Hughes
Corp/The,
144A
5.375%
8/01/28
BB-
155,083
140
Howard
Hughes
Corp/The,
144A
4.375%
2/01/31
BB-
124,519
50
Icahn
Enterprises
LP
/
Icahn
Enterprises
Finance
Corp
4.750%
9/15/24
BB-
48,750
200
iStar
Inc
4.250%
8/01/25
BB
190,626
570
Jefferies
Finance
LLC
/
JFIN
Co-Issuer
Corp,
144A
5.000%
8/15/28
BB-
518,706
150
Kennedy-Wilson
Inc
5.000%
3/01/31
B+
135,380
260
Liberty
Mutual
Group
Inc,
144A
4.125%
12/15/51
BB+
235,950
140
LPL
Holdings
Inc,
144A
4.000%
3/15/29
BB
127,400
150
MGIC
Investment
Corp
5.250%
8/15/28
BB+
140,818
300
Molina
Healthcare
Inc,
144A
4.375%
6/15/28
BB-
280,392
850
Molina
Healthcare
Inc,
144A
3.875%
11/15/30
BB-
766,691
60
Molina
Healthcare
Inc,
144A
3.875%
5/15/32
BB-
52,679
110
MPT
Operating
Partnership
LP
/
MPT
Finance
Corp
4.625%
8/01/29
BB+
101,643
100
Nationstar
Mortgage
Holdings
Inc,
144A
6.000%
1/15/27
B+
97,000
100
Nationstar
Mortgage
Holdings
Inc,
144A
5.500%
8/15/28
B+
91,000
610
Nationstar
Mortgage
Holdings
Inc,
144A
5.125%
12/15/30
B+
530,572
300
Nationstar
Mortgage
Holdings
Inc,
144A
5.750%
11/15/31
B+
266,250
100
OneMain
Finance
Corp
6.875%
3/15/25
BB
100,500
150
Park
Intermediate
Holdings
LLC
/
PK
Domestic
Property
LLC
/
PK
Finance
Co-Issuer,
144A
5.875%
10/01/28
B+
145,500
200
PennyMac
Financial
Services
Inc,
144A
5.375%
10/15/25
BB-
189,000
175
PennyMac
Financial
Services
Inc,
144A
5.750%
9/15/31
BB-
143,500
300
PROG
Holdings
Inc,
144A
6.000%
11/15/29
B+
265,110
100
Radian
Group
Inc
6.625%
3/15/25
BB+
101,801
200
RHP
Hotel
Properties
LP
/
RHP
Finance
Corp
4.750%
10/15/27
B+
186,492
200
RHP
Hotel
Properties
LP
/
RHP
Finance
Corp,
144A
4.500%
2/15/29
B+
180,694
100
SLM
Corp
4.200%
10/29/25
BB+
97,676
260
UniCredit
SpA,
144A
5.459%
6/30/35
BB+
234,595
200
XHR
LP,
144A
6.375%
8/15/25
B
202,382
200
XHR
LP,
144A
4.875%
6/01/29
B
184,172
11,340
Total
Financials
10,271,781
Industrial
-
85.6%
92
1011778
BC
ULC
/
New
Red
Finance
Inc,
144A
3.875%
1/15/28
BB
84,640
200
180
Medical
Inc,
144A
3.875%
10/15/29
BB
178,000
100
ACCO
Brands
Corp,
144A
4.250%
3/15/29
BB-
87,000
260
AdaptHealth
LLC,
144A
4.625%
8/01/29
B
220,350
200
AdaptHealth
LLC,
144A
5.125%
3/01/30
B
172,000
97
Adtalem
Global
Education
Inc,
144A
(3)
5.500%
3/01/28
B+
89,058
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Industrial
(continued)
$
200
Air
Canada,
144A
3.875%
8/15/26
BB
$
184,935
300
AMC
Entertainment
Holdings
Inc,
(cash
10.000%,
PIK
12.000%),
144A
10.000%
6/15/26
CCC-
251,271
200
AMC
Entertainment
Holdings
Inc,
144A
7.500%
2/15/29
CCC+
183,000
100
American
Airlines
Group
Inc,
144A
(3)
3.750%
3/01/25
CCC
89,250
350
American
Axle
&
Manufacturing
Inc
(3)
5.000%
10/01/29
B
301,437
250
Amkor
Technology
Inc,
144A
6.625%
9/15/27
BB
254,375
100
AMN
Healthcare
Inc,
144A
4.625%
10/01/27
BB-
96,013
600
Antero
Midstream
Partners
LP
/
Antero
Midstream
Finance
Corp,
144A
7.875%
5/15/26
BB-
627,594
500
Antero
Midstream
Partners
LP
/
Antero
Midstream
Finance
Corp,
144A
5.750%
1/15/28
BB-
486,155
100
Antero
Midstream
Partners
LP
/
Antero
Midstream
Finance
Corp,
144A
5.375%
6/15/29
BB-
93,732
200
APX
Group
Inc,
144A
(3)
5.750%
7/15/29
CCC
163,870
100
Aramark
Services
Inc,
144A
5.000%
2/01/28
B+
93,255
210
Archrock
Partners
LP
/
Archrock
Partners
Finance
Corp,
144A
6.875%
4/01/27
B
210,315
440
Archrock
Partners
LP
/
Archrock
Partners
Finance
Corp,
144A
6.250%
4/01/28
B
426,800
80
Ardagh
Metal
Packaging
Finance
USA
LLC
/
Ardagh
Metal
Packaging
Finance
PLC,
144A
4.000%
9/01/29
B+
68,562
150
Ardagh
Packaging
Finance
PLC
/
Ardagh
Holdings
USA
Inc,
144A
5.250%
8/15/27
B-
128,813
400
Asbury
Automotive
Group
Inc,
144A
4.625%
11/15/29
BB
360,052
300
Asbury
Automotive
Group
Inc,
144A
5.000%
2/15/32
BB
266,250
120
ASGN
Inc,
144A
4.625%
5/15/28
BB-
111,480
310
Aston
Martin
Capital
Holdings
Ltd,
144A
10.500%
11/30/25
CCC
312,325
190
Avantor
Funding
Inc,
144A
4.625%
7/15/28
BB-
180,745
100
Avantor
Funding
Inc,
144A
3.875%
11/01/29
BB-
89,723
1,150
Avaya
Inc,
144A
6.125%
9/15/28
B+
1,066,917
110
Avient
Corp,
144A
5.750%
5/15/25
BB-
111,090
100
Avis
Budget
Car
Rental
LLC
/
Avis
Budget
Finance
Inc,
144A
4.750%
4/01/28
B
92,750
330
Avis
Budget
Car
Rental
LLC
/
Avis
Budget
Finance
Inc,
144A
(3)
5.375%
3/01/29
B
309,375
160
Axalta
Coating
Systems
LLC,
144A
3.375%
2/15/29
B+
138,437
160
Axalta
Coating
Systems
LLC
/
Axalta
Coating
Systems
Dutch
Holding
B
BV,
144A
(3)
4.750%
6/15/27
B+
152,000
60
Ball
Corp
4.875%
3/15/26
BB+
60,000
110
Ball
Corp
2.875%
8/15/30
BB+
92,499
200
Ball
Corp
3.125%
9/15/31
BB+
167,358
200
Bath
&
Body
Works
Inc,
144A
6.625%
10/01/30
BB
198,921
300
Bausch
Health
Americas
Inc,
144A
(3)
8.500%
1/31/27
B
283,881
300
Bausch
Health
Cos
Inc,
144A
6.125%
2/01/27
BB
288,033
400
Bausch
Health
Cos
Inc,
144A
5.750%
8/15/27
BB
374,000
850
Bausch
Health
Cos
Inc,
144A
7.000%
1/15/28
B
701,250
300
Bausch
Health
Cos
Inc,
144A
5.000%
1/30/28
B
221,301
100
Bausch
Health
Cos
Inc,
144A
4.875%
6/01/28
BB
88,725
100
Bausch
Health
Cos
Inc,
144A
5.000%
2/15/29
B
70,326
300
Bausch
Health
Cos
Inc,
144A
7.250%
5/30/29
B
226,933
100
Bausch
Health
Cos
Inc,
144A
5.250%
1/30/30
B
69,410
100
Bausch
Health
Cos
Inc,
144A
5.250%
2/15/31
B
69,500
150
Black
Knight
InfoServ
LLC,
144A
3.625%
9/01/28
BB-
139,117
150
Block
Inc,
144A
2.750%
6/01/26
BB
136,803
60
Bombardier
Inc,
144A
(3)
7.875%
4/15/27
CCC+
55,894
110
Booz
Allen
Hamilton
Inc,
144A
3.875%
9/01/28
BB-
101,328
200
Brookfield
Residential
Properties
Inc
/
Brookfield
Residential
US
LLC,
144A
6.250%
9/15/27
B
187,640
200
Brookfield
Residential
Properties
Inc
/
Brookfield
Residential
US
LLC,
144A
4.875%
2/15/30
B
167,000
Nuveen
ESG
High
Yield
Corporate
Bond
ETF
(NUHY)
(continued)
Portfolio
of
Investments
April
30,
2022
(Unaudited)
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Industrial
(continued)
$
132
Builders
FirstSource
Inc,
144A
6.750%
6/01/27
BB+
$
136,125
60
Builders
FirstSource
Inc,
144A
5.000%
3/01/30
BB-
55,500
150
Builders
FirstSource
Inc,
144A
4.250%
2/01/32
BB-
128,062
260
Cable
One
Inc,
144A
4.000%
11/15/30
B
223,083
100
Camelot
Finance
SA,
144A
4.500%
11/01/26
B
94,000
500
Catalent
Pharma
Solutions
Inc,
144A
5.000%
7/15/27
B+
484,375
600
Catalent
Pharma
Solutions
Inc,
144A
3.125%
2/15/29
B+
520,644
500
Catalent
Pharma
Solutions
Inc,
144A
3.500%
4/01/30
B+
434,905
250
CDK
Global
Inc
4.875%
6/01/27
BB+
251,250
300
CDK
Global
Inc,
144A
5.250%
5/15/29
BB+
302,370
390
Cedar
Fair
LP
/
Canada's
Wonderland
Co
/
Magnum
Management
Corp
/
Millennium
Op
5.375%
4/15/27
B-
379,248
210
CGG
SA,
144A
(3)
8.750%
4/01/27
B-
208,459
110
Charles
River
Laboratories
International
Inc,
144A
3.750%
3/15/29
BB
99,550
340
Chemours
Co/The
(3)
5.375%
5/15/27
B+
328,100
410
Chemours
Co/The,
144A
5.750%
11/15/28
B+
384,375
120
Chemours
Co/The,
144A
4.625%
11/15/29
B+
103,950
290
Cheniere
Energy
Inc
4.625%
10/15/28
BB-
280,575
350
Cheniere
Energy
Partners
LP
4.500%
10/01/29
BB+
335,125
150
Cheniere
Energy
Partners
LP
4.000%
3/01/31
BB+
135,766
45
Cheniere
Energy
Partners
LP,
144A
3.250%
1/31/32
BB+
38,475
300
CHS/Community
Health
Systems
Inc,
144A
5.625%
3/15/27
B
285,973
100
CHS/Community
Health
Systems
Inc,
144A
6.875%
4/01/28
CCC
78,475
200
CHS/Community
Health
Systems
Inc,
144A
6.000%
1/15/29
B
189,038
200
CHS/Community
Health
Systems
Inc,
144A
(3)
6.875%
4/15/29
CCC
175,404
100
CHS/Community
Health
Systems
Inc,
144A
(3)
6.125%
4/01/30
CCC
82,250
100
CHS/Community
Health
Systems
Inc,
144A
5.250%
5/15/30
B
87,665
150
CHS/Community
Health
Systems
Inc,
144A
4.750%
2/15/31
B
127,125
350
Cinemark
USA
Inc,
144A
(3)
5.250%
7/15/28
B
310,992
100
Clarivate
Science
Holdings
Corp,
144A
(3)
4.875%
7/01/29
CCC+
88,128
210
Clear
Channel
Outdoor
Holdings
Inc,
144A
5.125%
8/15/27
B
197,337
400
Clear
Channel
Outdoor
Holdings
Inc,
144A
7.500%
6/01/29
CCC
377,480
100
Cogent
Communications
Group
Inc,
144A
3.500%
5/01/26
BB-
94,413
262
Commscope
Inc,
144A
6.000%
3/01/26
B
247,118
490
Commscope
Inc,
144A
8.250%
3/01/27
CCC+
416,500
100
Commscope
Inc,
144A
(3)
7.125%
7/01/28
CCC+
79,750
300
Commscope
Inc,
144A
4.750%
9/01/29
B
250,827
260
CommScope
Technologies
LLC,
144A
(3)
5.000%
3/15/27
CCC+
204,100
250
Condor
Merger
Sub
Inc,
144A
7.375%
2/15/30
CCC
223,675
250
Consensus
Cloud
Solutions
Inc,
144A
6.500%
10/15/28
B
235,000
100
Consolidated
Communications
Inc,
144A
6.500%
10/01/28
B-
87,134
110
Cornerstone
Building
Brands
Inc,
144A
6.125%
1/15/29
B-
91,526
300
Covanta
Holding
Corp,
144A
4.875%
12/01/29
B
272,940
40
Crestwood
Midstream
Partners
LP
/
Crestwood
Midstream
Finance
Corp
5.750%
4/01/25
BB-
39,523
100
Crestwood
Midstream
Partners
LP
/
Crestwood
Midstream
Finance
Corp,
144A
5.625%
5/01/27
BB-
97,375
110
Crestwood
Midstream
Partners
LP
/
Crestwood
Midstream
Finance
Corp,
144A
6.000%
2/01/29
BB-
106,992
150
Crown
Americas
LLC
/
Crown
Americas
Capital
Corp
VI
4.750%
2/01/26
BB-
149,438
130
Darling
Ingredients
Inc,
144A
5.250%
4/15/27
BB+
130,000
760
DaVita
Inc,
144A
4.625%
6/01/30
B+
661,200
480
DaVita
Inc,
144A
3.750%
2/15/31
B+
391,200
80
DCP
Midstream
Operating
LP
5.375%
7/15/25
BB+
80,400
186
Delta
Air
Lines
Inc
7.375%
1/15/26
BB+
198,090
280
Delta
Air
Lines
Inc
(3)
4.375%
4/19/28
BB+
262,007
280
Deluxe
Corp,
144A
8.000%
6/01/29
B-
265,695
200
Diamond
Sports
Group
LLC
/
Diamond
Sports
Finance
Co,
144A
6.625%
8/15/27
CC
41,500
300
Diebold
Nixdorf
Inc,
144A
(3)
9.375%
7/15/25
B-
265,500
550
DT
Midstream
Inc,
144A
4.125%
6/15/29
BB+
500,500
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Industrial
(continued)
$
400
DT
Midstream
Inc,
144A
4.375%
6/15/31
BB+
$
358,352
200
Dycom
Industries
Inc,
144A
4.500%
4/15/29
BB-
182,500
210
Edgewell
Personal
Care
Co,
144A
5.500%
6/01/28
BB-
203,175
800
Elastic
NV,
144A
4.125%
7/15/29
B+
716,000
150
Encompass
Health
Corp
4.500%
2/01/28
B+
138,679
400
Encompass
Health
Corp
4.750%
2/01/30
B+
361,500
100
Endo
Dac
/
Endo
Finance
LLC
/
Endo
Finco
Inc,
144A
9.500%
7/31/27
CCC-
78,908
100
Endo
Dac
/
Endo
Finance
LLC
/
Endo
Finco
Inc,
144A
6.000%
6/30/28
CCC-
43,000
100
Endo
Luxembourg
Finance
Co
I
Sarl
/
Endo
US
Inc,
144A
6.125%
4/01/29
B-
87,000
90
Energizer
Holdings
Inc,
144A
4.750%
6/15/28
B
79,130
200
EnLink
Midstream
LLC,
144A
5.625%
1/15/28
BB+
198,180
450
EQM
Midstream
Partners
LP,
144A
6.500%
7/01/27
BB-
454,500
300
EQM
Midstream
Partners
LP
5.500%
7/15/28
BB-
286,500
25
Gap
Inc/The,
144A
3.625%
10/01/29
BB-
20,335
5
Gartner
Inc,
144A
4.500%
7/01/28
BB-
4,792
4
Gartner
Inc,
144A
3.625%
6/15/29
BB-
3,580
140
Gates
Global
LLC
/
Gates
Corp,
144A
6.250%
1/15/26
B-
136,500
100
Glatfelter
Corp,
144A
4.750%
11/15/29
BB
80,000
200
Go
Daddy
Operating
Co
LLC
/
GD
Finance
Co
Inc,
144A
5.250%
12/01/27
BB-
197,857
250
Grand
Canyon
University
4.125%
10/01/24
BB+
243,370
250
Gray
Television
Inc,
144A
(3)
7.000%
5/15/27
B
258,437
800
Gray
Television
Inc,
144A
4.750%
10/15/30
B
696,000
630
GrubHub
Holdings
Inc,
144A
5.500%
7/01/27
B-
538,650
110
H&E
Equipment
Services
Inc,
144A
3.875%
12/15/28
B
95,815
100
Hawaiian
Brand
Intellectual
Property
Ltd
/
HawaiianMiles
Loyalty
Ltd,
144A
5.750%
1/20/26
B+
97,515
91
HCA
Inc
3.500%
9/01/30
BB+
81,521
100
Herbalife
Nutrition
Ltd
/
HLF
Financing
Inc,
144A
7.875%
9/01/25
B+
98,375
510
Herc
Holdings
Inc,
144A
5.500%
7/15/27
B+
499,647
350
Hertz
Corp/The,
144A
4.625%
12/01/26
CCC+
319,032
450
Hertz
Corp/The,
144A
5.000%
12/01/29
CCC+
393,750
60
Hilton
Domestic
Operating
Co
Inc
4.875%
1/15/30
BB
57,882
850
Hilton
Grand
Vacations
Borrower
Escrow
LLC
/
Hilton
Grand
Vacations
Borrower
Esc,
144A
5.000%
6/01/29
B
767,125
500
Hilton
Grand
Vacations
Borrower
Escrow
LLC
/
Hilton
Grand
Vacations
Borrower
Esc,
144A
4.875%
7/01/31
B
436,650
100
HLF
Financing
Sarl
LLC
/
Herbalife
International
Inc,
144A
4.875%
6/01/29
B+
80,492
170
Hologic
Inc,
144A
3.250%
2/15/29
BB
151,447
100
Horizon
Therapeutics
USA
Inc,
144A
5.500%
8/01/27
B+
99,978
7
Howmet
Aerospace
Inc
6.875%
5/01/25
BB+
7,403
160
IAA
Inc,
144A
5.500%
6/15/27
B
156,400
150
iHeartCommunications
Inc
6.375%
5/01/26
B+
150,375
300
iHeartCommunications
Inc
8.375%
5/01/27
CCC+
297,000
150
iHeartCommunications
Inc,
144A
5.250%
8/15/27
B+
140,250
150
iHeartCommunications
Inc,
144A
4.750%
1/15/28
B+
135,938
100
Ingevity
Corp,
144A
3.875%
11/01/28
BB-
89,500
200
IQVIA
Inc,
144A
5.000%
5/15/27
BB-
198,164
120
Iron
Mountain
Inc,
144A
5.250%
3/15/28
BB-
114,304
100
Iron
Mountain
Inc,
144A
5.000%
7/15/28
BB-
94,733
390
Iron
Mountain
Inc,
144A
4.875%
9/15/29
BB-
357,258
100
Iron
Mountain
Inc,
144A
5.250%
7/15/30
BB-
91,654
100
Iron
Mountain
Information
Management
Services
Inc,
144A
5.000%
7/15/32
BB-
88,118
500
ITT
Holdings
LLC,
144A
6.500%
8/01/29
B
442,500
200
Jazz
Securities
DAC,
144A
4.375%
1/15/29
BB
184,250
190
KAR
Auction
Services
Inc,
144A
5.125%
6/01/25
CCC+
192,137
150
Lamb
Weston
Holdings
Inc,
144A
4.875%
5/15/28
BB-
145,875
250
Level
3
Financing
Inc,
144A
4.250%
7/01/28
BB
211,250
300
Lions
Gate
Capital
Holdings
LLC,
144A
5.500%
4/15/29
B-
265,947
50
Lithia
Motors
Inc,
144A
3.875%
6/01/29
BB
45,148
150
Lumen
Technologies
Inc,
144A
4.000%
2/15/27
BB+
133,394
Nuveen
ESG
High
Yield
Corporate
Bond
ETF
(NUHY)
(continued)
Portfolio
of
Investments
April
30,
2022
(Unaudited)
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Industrial
(continued)
$
270
Marriott
Ownership
Resorts
Inc,
144A
4.500%
6/15/29
B+
$
237,600
80
Masonite
International
Corp,
144A
5.375%
2/01/28
BB+
76,592
100
Mattel
Inc,
144A
3.375%
4/01/26
BB+
97,250
150
Mattel
Inc,
144A
3.750%
4/01/29
BB+
142,875
100
McGraw-Hill
Education
Inc,
144A
5.750%
8/01/28
B-
89,250
110
McGraw-Hill
Education
Inc,
144A
8.000%
8/01/29
CCC
98,450
120
Mercer
International
Inc
5.125%
2/01/29
B+
111,469
150
Methanex
Corp
5.250%
12/15/29
BB
142,500
130
Michaels
Cos
Inc/The,
144A
5.250%
5/01/28
B
111,725
200
ModivCare
Inc,
144A
5.875%
11/15/25
B
196,000
100
MPH
Acquisition
Holdings
LLC,
144A
5.500%
9/01/28
B+
92,625
50
Murphy
Oil
USA
Inc
4.750%
9/15/29
BB
47,375
50
Murphy
Oil
USA
Inc,
144A
3.750%
2/15/31
BB
43,919
50
NCL
Corp
Ltd,
144A
3.625%
12/15/24
CCC+
46,500
3
NCR
Corp,
144A
5.750%
9/01/27
B+
2,887
101
NCR
Corp,
144A
5.000%
10/01/28
B+
96,455
3
NCR
Corp,
144A
6.125%
9/01/29
B+
2,873
130
Netflix
Inc
5.875%
11/15/28
BB+
133,900
100
Newell
Brands
Inc
4.875%
6/01/25
BB+
101,297
100
Nexstar
Media
Inc,
144A
4.750%
11/01/28
B
90,750
1,900
Nielsen
Finance
LLC
/
Nielsen
Finance
Co,
144A
5.625%
10/01/28
B
1,841,158
150
Nielsen
Finance
LLC
/
Nielsen
Finance
Co,
144A
4.500%
7/15/29
B
141,757
250
Nielsen
Finance
LLC
/
Nielsen
Finance
Co,
144A
5.875%
10/01/30
B
239,760
800
Nielsen
Finance
LLC
/
Nielsen
Finance
Co,
144A
4.750%
7/15/31
B
756,096
160
Nokia
Oyj
4.375%
6/12/27
BB+
155,200
160
ON
Semiconductor
Corp,
144A
(3)
3.875%
9/01/28
BB
148,433
200
Open
Text
Corp,
144A
3.875%
2/15/28
BB
182,157
200
Open
Text
Holdings
Inc,
144A
4.125%
12/01/31
BB
173,366
250
Option
Care
Health
Inc,
144A
4.375%
10/31/29
B-
224,742
600
ORGANON
&
CO/ORG,
144A
4.125%
4/30/28
BB
558,180
410
ORGANON
&
CO/ORG,
144A
5.125%
4/30/31
B+
370,538
200
Outfront
Media
Capital
LLC
/
Outfront
Media
Capital
Corp,
144A
5.000%
8/15/27
B
190,250
500
Outfront
Media
Capital
LLC
/
Outfront
Media
Capital
Corp,
144A
4.250%
1/15/29
B
435,000
100
Outfront
Media
Capital
LLC
/
Outfront
Media
Capital
Corp,
144A
4.625%
3/15/30
B
89,480
210
Owens
&
Minor
Inc,
144A
(3)
4.500%
3/31/29
B
188,910
100
Par
Pharmaceutical
Inc,
144A
7.500%
4/01/27
B-
91,238
120
Parkland
Corp,
144A
5.875%
7/15/27
BB-
116,364
170
PBF
Holding
Co
LLC
/
PBF
Finance
Corp
7.250%
6/15/25
B-
164,143
791
Performance
Food
Group
Inc,
144A
5.500%
10/15/27
B
767,606
1,185
Performance
Food
Group
Inc,
144A
4.250%
8/01/29
B
1,053,145
200
Plantronics
Inc,
144A
(3)
4.750%
3/01/29
B
202,690
100
Post
Holdings
Inc,
144A
5.625%
1/15/28
B
94,550
250
PRA
Health
Sciences
Inc,
144A
2.875%
7/15/26
BB+
231,635
120
Prestige
Brands
Inc,
144A
3.750%
4/01/31
B
101,730
200
Prime
Security
Services
Borrower
LLC
/
Prime
Finance
Inc,
144A
5.750%
4/15/26
BB-
191,750
1,300
Prime
Security
Services
Borrower
LLC
/
Prime
Finance
Inc,
144A
6.250%
1/15/28
B-
1,165,255
100
PTC
Inc,
144A
3.625%
2/15/25
BB-
96,875
100
PTC
Inc,
144A
4.000%
2/15/28
BB-
92,681
750
Rackspace
Technology
Global
Inc,
144A
3.500%
2/15/28
B+
648,653
200
Rackspace
Technology
Global
Inc,
144A
5.375%
12/01/28
CCC+
162,946
301
Rakuten
Group
Inc,
144A
5.125%
N/A
(4)
B+
276,167
355
Rakuten
Group
Inc,
144A
(3)
6.250%
N/A
(4)
B+
334,588
800
Realogy
Group
LLC
/
Realogy
Co-Issuer
Corp,
144A
5.750%
1/15/29
B
670,616
610
Renewable
Energy
Group
Inc,
144A
5.875%
6/01/28
B
646,082
300
Rite
Aid
Corp,
144A
7.500%
7/01/25
B-
256,845
330
Rite
Aid
Corp,
144A
8.000%
11/15/26
B-
277,348
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Industrial
(continued)
$
600
Royal
Caribbean
Cruises
Ltd,
144A
11.500%
6/01/25
BB-
$
652,320
250
Royal
Caribbean
Cruises
Ltd,
144A
4.250%
7/01/26
B
226,299
200
Royal
Caribbean
Cruises
Ltd,
144A
5.500%
8/31/26
B
186,359
200
Royal
Caribbean
Cruises
Ltd,
144A
5.375%
7/15/27
B
183,789
100
Royal
Caribbean
Cruises
Ltd
(3)
3.700%
3/15/28
B
83,730
100
Royal
Caribbean
Cruises
Ltd,
144A
5.500%
4/01/28
B
91,250
50
Sabre
GLBL
Inc,
144A
9.250%
4/15/25
B
53,327
800
SBA
Communications
Corp
3.875%
2/15/27
B+
759,360
150
Scripps
Escrow
II
Inc,
144A
3.875%
1/15/29
BB
133,335
570
Scripps
Escrow
II
Inc,
144A
5.375%
1/15/31
B
507,374
300
Scripps
Escrow
Inc,
144A
5.875%
7/15/27
B
286,500
250
Seagate
HDD
Cayman
4.091%
6/01/29
BB+
221,875
150
SeaWorld
Parks
&
Entertainment
Inc,
144A
(3)
5.250%
8/15/29
CCC+
136,488
1,440
Select
Medical
Corp,
144A
6.250%
8/15/26
B-
1,429,200
100
Sensata
Technologies
BV,
144A
4.000%
4/15/29
BB-
89,146
100
Sensata
Technologies
Inc,
144A
3.750%
2/15/31
BB-
84,554
170
Service
Corp
International/US
5.125%
6/01/29
BB-
167,693
150
Service
Corp
International/US
4.000%
5/15/31
BB-
135,000
85
Sirius
XM
Radio
Inc,
144A
3.125%
9/01/26
BB-
78,306
310
Sirius
XM
Radio
Inc,
144A
5.000%
8/01/27
BB-
299,150
290
Sirius
XM
Radio
Inc,
144A
5.500%
7/01/29
BB-
278,881
300
Sirius
XM
Radio
Inc,
144A
4.125%
7/01/30
BB-
263,427
190
Sirius
XM
Radio
Inc,
144A
3.875%
9/01/31
BB-
160,457
356
Six
Flags
Entertainment
Corp,
144A
(3)
5.500%
4/15/27
B-
348,883
380
Sotheby's,
144A
7.375%
10/15/27
B
374,699
100
Spectrum
Brands
Inc,
144A
3.875%
3/15/31
B
83,750
250
Spirit
AeroSystems
Inc,
144A
7.500%
4/15/25
B
253,125
200
Spirit
Loyalty
Cayman
Ltd
/
Spirit
IP
Cayman
Ltd,
144A
8.000%
9/20/25
BB
211,202
300
SPX
FLOW
Inc,
144A
8.750%
4/01/30
CCC
270,249
50
Suburban
Propane
Partners
LP/Suburban
Energy
Finance
Corp,
144A
5.000%
6/01/31
B+
45,467
100
Summit
Materials
LLC
/
Summit
Materials
Finance
Corp,
144A
5.250%
1/15/29
BB-
93,750
230
Sunoco
LP
/
Sunoco
Finance
Corp
6.000%
4/15/27
BB
231,723
200
Sunoco
LP
/
Sunoco
Finance
Corp
4.500%
5/15/29
BB
179,846
120
Superior
Plus
LP
/
Superior
General
Partner
Inc,
144A
4.500%
3/15/29
BB-
109,650
150
Surgery
Center
Holdings
Inc,
144A
10.000%
4/15/27
CCC
156,750
100
Tallgrass
Energy
Partners
LP
/
Tallgrass
Energy
Finance
Corp,
144A
6.000%
9/01/31
BB-
91,250
190
TEGNA
Inc
5.000%
9/15/29
BB-
184,300
150
Teleflex
Inc
4.625%
11/15/27
BB-
147,000
150
Teleflex
Inc,
144A
4.250%
6/01/28
BB-
141,375
100
Tempur
Sealy
International
Inc,
144A
4.000%
4/15/29
BB+
86,626
300
Tenet
Healthcare
Corp,
144A
4.875%
1/01/26
BB-
293,752
300
Tenet
Healthcare
Corp,
144A
6.250%
2/01/27
B+
297,750
551
Tenet
Healthcare
Corp,
144A
5.125%
11/01/27
BB-
535,002
230
Tenet
Healthcare
Corp,
144A
4.625%
6/15/28
BB-
216,775
300
Tenet
Healthcare
Corp,
144A
6.125%
10/01/28
B-
287,985
400
Tenet
Healthcare
Corp,
144A
4.250%
6/01/29
BB-
361,396
400
Tenet
Healthcare
Corp,
144A
4.375%
1/15/30
BB-
363,948
250
Terex
Corp,
144A
5.000%
5/15/29
B
229,735
650
Thor
Industries
Inc,
144A
4.000%
10/15/29
B+
549,321
250
TopBuild
Corp,
144A
4.125%
2/15/32
BB
215,389
60
TransDigm
Inc
4.875%
5/01/29
B-
52,575
300
Transocean
Inc,
144A
11.500%
1/30/27
CCC-
298,422
100
Travel
+
Leisure
Co,
144A
6.625%
7/31/26
BB-
102,378
100
Travel
+
Leisure
Co,
144A
4.500%
12/01/29
BB-
88,500
110
TreeHouse
Foods
Inc
(3)
4.000%
9/01/28
CCC+
89,630
148
Triumph
Group
Inc,
144A
8.875%
6/01/24
B
153,153
200
Triumph
Group
Inc,
144A
6.250%
9/15/24
CCC-
192,500
Nuveen
ESG
High
Yield
Corporate
Bond
ETF
(NUHY)
(continued)
Portfolio
of
Investments
April
30,
2022
(Unaudited)
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Industrial
(continued)
$
1,170
Trivium
Packaging
Finance
BV,
144A
5.500%
8/15/26
B
$
1,130,512
600
Trivium
Packaging
Finance
BV,
144A
(3)
8.500%
8/15/27
CCC
592,500
600
Tronox
Inc,
144A
4.625%
3/15/29
B+
535,500
100
TTM
Technologies
Inc,
144A
4.000%
3/01/29
BB-
87,500
130
Twilio
Inc
(3)
3.875%
3/15/31
BB-
111,731
900
Uber
Technologies
Inc,
144A
7.500%
5/15/25
B-
929,259
750
Uber
Technologies
Inc,
144A
7.500%
9/15/27
B-
771,728
650
Uber
Technologies
Inc,
144A
6.250%
1/15/28
B-
643,500
570
Uber
Technologies
Inc,
144A
4.500%
8/15/29
B-
490,918
150
United
Natural
Foods
Inc,
144A
(3)
6.750%
10/15/28
B-
150,110
4
United
Rentals
North
America
Inc
4.875%
1/15/28
BB
3,892
3
United
Rentals
North
America
Inc
5.250%
1/15/30
BB
2,910
99
United
Rentals
North
America
Inc
4.000%
7/15/30
BB
88,605
420
Uniti
Group
LP
/
Uniti
Fiber
Holdings
Inc
/
CSL
Capital
LLC,
144A
7.875%
2/15/25
B
427,350
700
Uniti
Group
LP
/
Uniti
Group
Finance
Inc
/
CSL
Capital
LLC,
144A
4.750%
4/15/28
B
624,750
250
Univar
Solutions
USA
Inc/Washington,
144A
5.125%
12/01/27
BB
239,645
100
Univision
Communications
Inc,
144A
6.625%
6/01/27
B+
100,250
100
UPC
Holding
BV,
144A
5.500%
1/15/28
B
94,584
360
US
Foods
Inc,
144A
6.250%
4/15/25
B+
369,832
260
US
Foods
Inc,
144A
4.750%
2/15/29
B-
240,162
250
Vail
Resorts
Inc,
144A
6.250%
5/15/25
B+
255,625
210
Valvoline
Inc,
144A
4.250%
2/15/30
BB-
182,175
100
VEON
Holdings
BV
7.250%
4/26/23
0
75,000
200
VEON
Holdings
BV,
144A
3.375%
11/25/27
B+
125,000
490
VICI
Properties
LP
/
VICI
Note
Co
Inc,
144A
5.625%
5/01/24
N/R
495,513
440
VICI
Properties
LP
/
VICI
Note
Co
Inc,
144A
5.750%
2/01/27
N/R
453,200
300
Victoria's
Secret
&
Co,
144A
4.625%
7/15/29
B+
246,108
100
Videotron
Ltd,
144A
5.125%
4/15/27
BB+
98,000
150
Videotron
Ltd,
144A
3.625%
6/15/29
BB+
130,500
210
Vista
Outdoor
Inc,
144A
4.500%
3/15/29
B+
187,950
300
Vodafone
Group
PLC
7.000%
4/04/79
BB+
316,809
100
Vodafone
Group
PLC
4.125%
6/04/81
BB+
86,407
200
VZ
Secured
Financing
BV,
144A
5.000%
1/15/32
B+
172,582
1,110
Weatherford
International
Ltd,
144A
6.500%
9/15/28
B+
1,121,100
1,300
Weatherford
International
Ltd,
144A
8.625%
4/30/30
B-
1,286,818
200
Weir
Group
PLC/The,
144A
2.200%
5/13/26
BB+
180,964
521
WESCO
Distribution
Inc,
144A
7.250%
6/15/28
BB-
537,932
220
Western
Midstream
Operating
LP
5.300%
2/01/30
BB+
202,112
450
Williams
Scotsman
International
Inc,
144A
4.625%
8/15/28
B
425,903
100
Windstream
Escrow
LLC
/
Windstream
Escrow
Finance
Corp,
144A
(3)
7.750%
8/15/28
B
95,250
140
Wyndham
Hotels
&
Resorts
Inc,
144A
4.375%
8/15/28
BB-
130,486
310
Xerox
Holdings
Corp,
144A
(3)
5.500%
8/15/28
BB
279,000
170
XPO
Logistics
Inc,
144A
6.250%
5/01/25
B+
173,811
560
Yum!
Brands
Inc,
144A
4.750%
1/15/30
BB-
532,700
310
Zayo
Group
Holdings
Inc,
144A
6.125%
3/01/28
CCC+
259,625
410
Ziggo
BV,
144A
4.875%
1/15/30
B+
363,362
150
ZipRecruiter
Inc,
144A
5.000%
1/15/30
BB-
140,250
200
ZoomInfo
Technologies
LLC/ZoomInfo
Finance
Corp,
144A
3.875%
2/01/29
B+
176,996
87,722
Total
Industrial
81,297,785
Utility
-
1.5%
200
Clearway
Energy
Operating
LLC,
144A
4.750%
3/15/28
BB
189,000
100
Clearway
Energy
Operating
LLC,
144A
3.750%
2/15/31
BB
86,000
160
Drax
Finco
PLC,
144A
6.625%
11/01/25
BB+
160,800
900
Enviva
Partners
LP
/
Enviva
Partners
Finance
Corp,
144A
6.500%
1/15/26
B+
917,064
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
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Utility
(continued)
$
50
NextEra
Energy
Operating
Partners
LP,
144A
4.250%
7/15/24
BB+
$
49,634
1,410
Total
Utility
1,402,498
100,472
Total
Corporate
Debt
(cost
$102,222,463)
92,972,064
Total
Long-Term
Investments
(cost
$102,222,463)
92,972,064
Shares
Description
(1)
Coupon
Value
INVESTMENTS
PURCHASED
WITH
COLLATERAL
FROM
SECURITIES
LENDING
-
5.1%
MONEY
MARKET
FUNDS
-
5.1%
4,809,789
State
Street
Navigator
Securities
Lending
Government
Money
Market
Portfolio
(5)
0.310%(6)
$
4,809,789
4,810
Total
Money
Market
Funds
(cost
$4,809,789)
4,809,789
Total
Investments
Purchased
with
Collateral
from
Securities
Lending
(cost
$4,809,789)
4,809,789
Total
Investments
(cost
$
107,032,252
)
-
103
.0
%
97,781,853
Other
Assets
Less
Liabilities
-
(3.0)%
(
2,871,379
)
Net
Assets
-
100%
$
94,910,474
Level
1
Level
2
Level
3
Total
Long-Term
Investments:
Corporate
Debt
$
–
$
92,972,064
$
–
$
92,972,064
Investments
Purchased
with
Collateral
from
Securities
Lending:
4,809,789
–
–
4,809,789
Total
$
4,809,789
$
92,972,064
$
–
$
97,781,853
For
Fund
portfolio
compliance
purposes,
the
Fund’s
industry
classifications
refer
to
any
one
or
more
of
the
industry
sub-classifications
used
by
one
or
more
widely
recognized
market
indexes
or
ratings
group
indexes,
and/or
as
defined
by
Fund
management.
This
definition
may
not
apply
for
purposes
of
this
report,
which
may
combine
industry
sub-classifications
into
sectors
for
reporting
ease.
(1)
All
percentages
shown
in
the
Portfolio
of
Investments
are
based
on
net
assets.
(2)
The
Fund
uses
credit
quality
ratings
for
its
portfolio
securities
provided
by
Moody’s,
S&P
and
Fitch.
If
all
three
of
Moody’s,
S&P,
and
Fitch
provide
a
rating
for
a
security,
the
middle
is
used;
if
two
of
the
three
agencies
rate
a
security,
the
lower
rating
is
used;
and
if
only
one
rating
agency
rates
a
security,
that
rating
is
used.
AAA,
AA,
A,
and
BBB
are
investment
grade
ratings;
BB,
B,
CCC/CC/C
and
D
are
below-investment
grade
ratings.
Credit
ratings
are
subject
to
change.
Holdings
designated
N/R
are
not
rated
by
Moody’s,
S&P
or
Fitch.
(3)
Investment,
or
a
portion
of
investment,
is
out
on
loan
for
securities
lending.
The
total
value
of
the
securities
out
on
loan
as
of
the
end
of
the
reporting
period
was
$4,614,138.
Nuveen
ESG
High
Yield
Corporate
Bond
ETF
(NUHY)
(continued)
Portfolio
of
Investments
April
30,
2022
(Unaudited)
(4)
Perpetual
security.
Maturity
date
is
not
applicable.
(5)
The
Fund
may
loan
securities
representing
up
to
one
third
of
the
market
value
of
its
total
assets
(which
includes
collateral
for
securities
on
loan)
to
broker
dealers,
banks,
and
other
institutions.
The
collateral
maintained
by
the
Fund
shall
have
a
market
value,
at
the
inception
of
each
loan,
equal
to
not
less
than
100%
of
the
market
value
of
the
loaned
securities.
The
cash
collateral
received
by
the
Fund
is
invested
in
this
money
market
fund.
(6)
The
rate
shown
is
the
one-day
yield
as
of
the
end
of
the
reporting
period.
144A
Investment
is
exempt
from
registration
under
Rule
144A
of
the
Securities
Act
of
1933,
as
amended.
These
investments
may
only
be
resold
in
transactions
exempt
from
registration,
which
are
normally
those
transactions
with
qualified
institutional
buyers.
PIK
Payment-in-kind
(“PIK”)
security. Depending
on
the
terms
of
the
security,
income
may
be
received
in
the
form
of
cash,
securities,
or
a
combination
of
both. The
PIK
rate
shown,
where
applicable,
represents
the
annualized
rate
of
the
last
PIK
payment
made
by
the
issuer
as
of
the
end
of
the
reporting
period.
REIT
Real
Estate
Investment
Trust
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
Portfolio
of
Investments
April
30,
2022
(Unaudited)
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
LONG-TERM
INVESTMENTS
-
99.1%
U.S.
TREASURY
-
37.6%
$
1,964
United
States
Treasury
Note/Bond
2.750%
8/15/42
AAA
$
1,831,430
1,814
United
States
Treasury
Note/Bond
2.250%
4/30/24
AAA
1,797,773
1,820
United
States
Treasury
Note/Bond
0.375%
11/30/25
AAA
1,661,390
1,800
United
States
Treasury
Note/Bond
0.125%
4/30/23
AAA
1,764,141
1,900
United
States
Treasury
Note/Bond
0.125%
6/30/23
AAA
1,852,500
1,900
United
States
Treasury
Note/Bond
0.750%
3/31/26
AAA
1,745,848
1,750
United
States
Treasury
Note/Bond
1.875%
2/28/27
AAA
1,666,465
3,850
United
States
Treasury
Note/Bond
1.375%
11/15/40
AAA
2,881,184
3,800
United
States
Treasury
Note/Bond
1.875%
2/15/51
AAA
2,978,102
3,090
United
States
Treasury
Note/Bond
2.125%
9/30/24
AAA
3,039,305
3,200
United
States
Treasury
Note/Bond
0.750%
4/30/26
AAA
2,935,250
2,050
United
States
Treasury
Note/Bond
1.250%
5/15/50
AAA
1,366,533
1,411
United
States
Treasury
Note/Bond
2.500%
1/31/24
AAA
1,407,197
1,470
United
States
Treasury
Note/Bond
2.375%
5/15/29
AAA
1,416,483
1,454
United
States
Treasury
Note/Bond
2.125%
11/30/24
AAA
1,427,021
1,500
United
States
Treasury
Note/Bond
0.250%
5/31/25
AAA
1,382,930
1,700
United
States
Treasury
Note/Bond
0.875%
6/30/26
AAA
1,561,875
1,600
United
States
Treasury
Note/Bond
1.250%
11/30/26
AAA
1,484,312
1,500
United
States
Treasury
Note/Bond
2.250%
2/15/42
AAA
1,325,391
1,248
United
States
Treasury
Note/Bond
2.750%
7/31/23
AAA
1,253,509
1,346
United
States
Treasury
Note/Bond
2.875%
11/30/23
AAA
1,352,099
1,300
United
States
Treasury
Note/Bond
0.375%
12/31/25
AAA
1,184,422
1,300
United
States
Treasury
Note/Bond
0.125%
8/31/23
AAA
1,260,340
1,450
United
States
Treasury
Note/Bond
0.750%
8/31/26
AAA
1,320,519
1,300
United
States
Treasury
Note/Bond
0.125%
7/31/23
AAA
1,263,895
1,100
United
States
Treasury
Note/Bond
2.375%
5/15/51
AAA
968,430
1,300
United
States
Treasury
Note/Bond
1.875%
2/15/41
AAA
1,061,328
1,200
United
States
Treasury
Note/Bond
2.250%
2/15/52
AAA
1,030,312
950
United
States
Treasury
Note/Bond
0.250%
8/31/25
AAA
869,473
1,100
United
States
Treasury
Note/Bond
0.625%
7/31/26
AAA
997,734
1,100
United
States
Treasury
Note/Bond
1.250%
12/31/26
AAA
1,018,746
1,100
United
States
Treasury
Note/Bond
1.875%
2/15/32
AAA
1,004,437
3,500
United
States
Treasury
Note/Bond
0.375%
1/31/26
AAA
3,180,898
3,450
United
States
Treasury
Note/Bond
0.375%
10/31/23
AAA
3,340,840
1,050
United
States
Treasury
Note/Bond
1.750%
8/15/41
AAA
831,797
888
United
States
Treasury
Note/Bond
2.250%
11/15/27
AAA
855,671
800
United
States
Treasury
Note/Bond
0.250%
10/31/25
AAA
728,781
900
United
States
Treasury
Note/Bond
0.500%
6/30/27
AAA
794,637
700
United
States
Treasury
Note/Bond
0.125%
5/31/23
AAA
684,441
700
United
States
Treasury
Note/Bond
0.750%
5/31/26
AAA
640,719
900
United
States
Treasury
Note/Bond
1.125%
10/31/26
AAA
830,742
800
United
States
Treasury
Note/Bond
0.875%
1/31/24
AAA
775,750
4,872
United
States
Treasury
Note/Bond
2.000%
5/31/24
AAA
4,799,301
2,344
United
States
Treasury
Note/Bond
2.750%
2/15/28
AAA
2,316,989
2,186
United
States
Treasury
Note/Bond
2.250%
8/15/27
AAA
2,109,917
4,571
United
States
Treasury
Note/Bond
2.750%
8/15/47
AAA
4,271,028
4,200
United
States
Treasury
Note/Bond
0.500%
11/30/23
AAA
4,064,648
500
United
States
Treasury
Note/Bond
2.250%
5/15/41
AAA
433,242
700
United
States
Treasury
Note/Bond
1.375%
8/15/50
AAA
481,769
514
United
States
Treasury
Note/Bond
1.625%
8/15/29
AAA
470,430
500
United
States
Treasury
Note/Bond
0.500%
2/28/26
AAA
455,723
650
United
States
Treasury
Note/Bond
1.375%
10/31/28
AAA
588,859
600
United
States
Treasury
Note/Bond
1.125%
1/15/25
AAA
572,719
500
United
States
Treasury
Note/Bond
2.500%
3/31/27
AAA
489,961
3,900
United
States
Treasury
Note/Bond
0.250%
9/30/25
AAA
3,561,035
2,824
United
States
Treasury
Note/Bond
1.375%
1/31/25
AAA
2,712,143
2,600
United
States
Treasury
Note/Bond
0.875%
9/30/26
AAA
2,376,766
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
(continued)
Portfolio
of
Investments
April
30,
2022
(Unaudited)
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
$
200
United
States
Treasury
Note/Bond
1.625%
11/15/50
AAA
$
147,016
198
United
States
Treasury
Note/Bond
2.000%
11/15/41
AAA
163,876
200
United
States
Treasury
Note/Bond
1.125%
8/15/40
AAA
143,406
262
United
States
Treasury
Note/Bond
1.250%
8/31/24
AAA
252,748
300
United
States
Treasury
Note/Bond
0.125%
3/31/23
AAA
294,762
300
United
States
Treasury
Note/Bond
1.750%
1/31/29
AAA
277,898
100
United
States
Treasury
Note/Bond
2.000%
8/15/51
AAA
80,797
100
United
States
Treasury
Note/Bond
0.625%
5/15/30
AAA
83,680
100
United
States
Treasury
Note/Bond
0.750%
12/31/23
AAA
96,945
102,276
Total
U.S.
Treasury
(cost
$102,698,492)
94,020,308
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
CORPORATE
DEBT
-
27.9%
Financials
-
8.9%
10
AerCap
Ireland
Capital
DAC
/
AerCap
Global
Aviation
Trust
4.125%
7/03/23
BBB-
9,987
100
AerCap
Ireland
Capital
DAC
/
AerCap
Global
Aviation
Trust
3.150%
2/15/24
BBB-
97,586
150
AerCap
Ireland
Capital
DAC
/
AerCap
Global
Aviation
Trust
2.450%
10/29/26
BBB-
133,395
150
AerCap
Ireland
Capital
DAC
/
AerCap
Global
Aviation
Trust
3.300%
1/30/32
BBB-
124,804
100
Aflac
Inc
3.600%
4/01/30
A-
97,374
180
Air
Lease
Corp
2.875%
1/15/26
BBB
168,366
10
Air
Lease
Corp
3.125%
12/01/30
BBB
8,637
100
Alexandria
Real
Estate
Equities
Inc
3.375%
8/15/31
BBB+
92,564
100
Alexandria
Real
Estate
Equities
Inc
2.950%
3/15/34
BBB+
86,781
71
Allstate
Corp/The
4.500%
6/15/43
A-
69,605
10
Ally
Financial
Inc
5.800%
5/01/25
BBB-
10,451
110
Ally
Financial
Inc
8.000%
11/01/31
BBB-
130,858
10
Ally
Financial
Inc
8.000%
11/01/31
BBB-
11,704
40
American
Campus
Communities
Operating
Partnership
LP
2.250%
1/15/29
BBB
37,182
40
American
Express
Co
3.400%
2/22/24
A
40,103
100
American
Express
Co
2.250%
3/04/25
A
96,440
200
American
Express
Co
1.650%
11/04/26
A
183,071
52
Ameriprise
Financial
Inc
4.000%
10/15/23
A-
52,656
70
Anthem
Inc
3.650%
12/01/27
BBB
68,466
100
Anthem
Inc
2.250%
5/15/30
BBB
86,236
100
Anthem
Inc
4.650%
1/15/43
BBB
97,535
100
Anthem
Inc
4.550%
5/15/52
BBB
97,521
100
Arthur
J
Gallagher
&
Co
3.050%
3/09/52
BBB
74,315
30
Assurant
Inc
2.650%
1/15/32
BBB-
24,431
10
Australia
&
New
Zealand
Banking
Group
Ltd/New
York
NY
3.700%
11/16/25
AA-
10,090
40
Banco
Bilbao
Vizcaya
Argentaria
SA
0.875%
9/18/23
A-
38,616
200
Banco
Santander
SA
4.175%
3/24/28
A-
194,028
140
Bank
of
America
Corp
0.523%
6/14/24
A
135,373
100
Bank
of
America
Corp
3.841%
4/25/25
A
99,898
100
Bank
of
America
Corp
3.384%
4/02/26
A
97,827
200
Bank
of
America
Corp
1.734%
7/22/27
A
179,477
250
Bank
of
America
Corp
2.087%
6/14/29
A
217,086
150
Bank
of
America
Corp
4.271%
7/23/29
A
147,035
600
Bank
of
America
Corp
3.974%
2/07/30
A
579,208
200
Bank
of
America
Corp
2.592%
4/29/31
A
172,685
250
Bank
of
America
Corp
2.651%
3/11/32
A
214,064
100
Bank
of
America
Corp
2.299%
7/21/32
A
82,561
100
Bank
of
America
Corp
3.311%
4/22/42
A
81,722
200
Bank
of
America
Corp
2.972%
7/21/52
A
147,937
100
Bank
of
Montreal
0.400%
9/15/23
A
96,587
100
Bank
of
Montreal
1.500%
1/10/25
A
94,853
100
Bank
of
Montreal
2.650%
3/08/27
A
93,830
38
Bank
of
Montreal
3.803%
12/15/32
BBB+
35,990
100
Bank
of
New
York
Mellon
Corp/The
0.850%
10/25/24
A+
94,711
100
Bank
of
New
York
Mellon
Corp/The
2.800%
5/04/26
A+
97,559
100
Bank
of
New
York
Mellon
Corp/The
2.050%
1/26/27
A+
93,473
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Financials
(continued)
$
100
Bank
of
Nova
Scotia/The
0.650%
7/31/24
N/R
$
93,730
100
Bank
of
Nova
Scotia/The
1.450%
1/10/25
A
94,466
100
Bank
of
Nova
Scotia/The
3.450%
4/11/25
A
98,872
100
Bank
of
Nova
Scotia/The
1.350%
6/24/26
A
90,374
200
Barclays
PLC
2.279%
11/24/27
BBB
179,942
300
Barclays
PLC
4.836%
5/09/28
BBB
295,011
42
BlackRock
Inc
3.500%
3/18/24
AA-
42,378
40
BlackRock
Inc
3.250%
4/30/29
AA-
38,570
140
Boston
Properties
LP
2.900%
3/15/30
BBB+
125,692
30
BPCE
SA
4.000%
4/15/24
A+
30,294
50
Brixmor
Operating
Partnership
LP
4.125%
6/15/26
BBB-
49,604
100
Brookfield
Finance
I
UK
Plc
2.340%
1/30/32
A-
83,145
100
Brookfield
Finance
Inc
3.900%
1/25/28
A-
97,308
30
Camden
Property
Trust
2.800%
5/15/30
A-
27,193
13
Canadian
Imperial
Bank
of
Commerce
3.500%
9/13/23
AA
13,093
100
Canadian
Imperial
Bank
of
Commerce
1.000%
10/18/24
A
93,962
100
Cboe
Global
Markets
Inc
3.000%
3/16/32
A-
91,277
100
Charles
Schwab
Corp/The
3.200%
3/02/27
A
97,709
100
Charles
Schwab
Corp/The
2.450%
3/03/27
A
94,108
100
Charles
Schwab
Corp/The
2.000%
3/20/28
A
90,249
99
Chubb
Corp/The
6.000%
5/11/37
A
115,312
10
CI
Financial
Corp
3.200%
12/17/30
BBB-
8,465
20
CI
Financial
Corp
4.100%
6/15/51
BBB-
14,914
100
Citigroup
Inc
0.981%
5/01/25
A-
94,289
100
Citigroup
Inc
3.290%
3/17/26
A-
97,517
948
Citigroup
Inc
3.980%
3/20/30
A-
906,759
100
Citigroup
Inc
2.561%
5/01/32
A-
84,411
100
Citigroup
Inc
2.520%
11/03/32
A-
83,446
100
Citizens
Financial
Group
Inc
2.638%
9/30/32
BBB
82,398
100
CME
Group
Inc
2.650%
3/15/32
AA-
89,062
60
CME
Group
Inc
5.300%
9/15/43
AA-
66,735
200
Cooperatieve
Rabobank
UA
3.750%
7/21/26
BBB+
194,346
100
Corporate
Office
Properties
LP
2.000%
1/15/29
BBB-
83,377
250
Credit
Suisse
AG/New
York
NY
2.950%
4/09/25
A+
242,441
200
Deutsche
Bank
AG/New
York
NY
1.447%
4/01/25
BBB
188,939
50
Duke
Realty
LP
2.875%
11/15/29
BBB+
45,828
10
Equitable
Holdings
Inc
7.000%
4/01/28
BBB
11,260
50
Equitable
Holdings
Inc
4.350%
4/20/28
BBB
49,736
30
Equitable
Holdings
Inc
5.000%
4/20/48
BBB
29,118
86
ERP
Operating
LP
2.500%
2/15/30
A-
77,297
50
Federal
Realty
Investment
Trust
3.500%
6/01/30
BBB+
46,577
132
Fifth
Third
Bancorp
1.707%
11/01/27
BBB+
119,206
30
First
American
Financial
Corp
2.400%
8/15/31
BBB
24,727
30
Franklin
Resources
Inc
1.600%
10/30/30
A
24,288
50
GATX
Corp
4.700%
4/01/29
BBB
50,783
100
GATX
Corp
3.500%
6/01/32
BBB
90,590
100
Goldman
Sachs
Group
Inc/The
3.000%
3/15/24
A
99,201
100
Goldman
Sachs
Group
Inc/The
0.925%
10/21/24
A
96,092
200
Goldman
Sachs
Group
Inc/The
1.948%
10/21/27
A
179,614
300
Goldman
Sachs
Group
Inc/The
3.800%
3/15/30
A
283,387
582
Goldman
Sachs
Group
Inc/The
2.383%
7/21/32
A
480,991
200
Goldman
Sachs
Group
Inc/The
2.650%
10/21/32
A
168,706
100
Hartford
Financial
Services
Group
Inc/The
2.900%
9/15/51
BBB+
73,876
100
Healthpeak
Properties
Inc
2.125%
12/01/28
BBB+
88,632
50
Healthpeak
Properties
Inc
3.500%
7/15/29
BBB+
47,661
50
Host
Hotels
&
Resorts
LP
4.500%
2/01/26
BBB-
49,929
200
HSBC
Holdings
PLC
0.732%
8/17/24
A-
192,487
125
HSBC
Holdings
PLC
0.976%
5/24/25
A-
117,192
200
HSBC
Holdings
PLC
2.013%
9/22/28
A-
174,097
400
HSBC
Holdings
PLC
2.804%
5/24/32
A-
336,928
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
(continued)
Portfolio
of
Investments
April
30,
2022
(Unaudited)
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Financials
(continued)
$
100
Humana
Inc
3.700%
3/23/29
BBB
$
95,942
50
Humana
Inc
4.875%
4/01/30
BBB
51,302
100
Humana
Inc
2.150%
2/03/32
BBB
82,310
100
Huntington
Bancshares
Inc/OH
2.625%
8/06/24
BBB+
98,152
100
ING
Groep
NV
3.950%
3/29/27
A-
97,499
50
ING
Groep
NV
4.050%
4/09/29
A-
48,186
94
Intercontinental
Exchange
Inc
3.750%
9/21/28
A-
92,448
50
Intercontinental
Exchange
Inc
4.250%
9/21/48
A-
48,553
30
Invesco
Finance
PLC
3.750%
1/15/26
A-
29,975
100
JPMorgan
Chase
&
Co
0.824%
6/01/25
A
94,086
100
JPMorgan
Chase
&
Co
2.595%
2/24/26
A
96,199
100
JPMorgan
Chase
&
Co
4.080%
4/26/26
A-
99,746
100
JPMorgan
Chase
&
Co
1.470%
9/22/27
A
88,795
150
JPMorgan
Chase
&
Co
3.702%
5/06/30
A
142,561
200
JPMorgan
Chase
&
Co
2.739%
10/15/30
A
177,649
848
JPMorgan
Chase
&
Co
4.493%
3/24/31
A
845,174
100
JPMorgan
Chase
&
Co
2.545%
11/08/32
A
84,663
100
JPMorgan
Chase
&
Co
3.157%
4/22/42
A
80,796
250
JPMorgan
Chase
&
Co
3.328%
4/22/52
A
199,403
9
KeyBank
NA/Cleveland
OH
3.300%
6/01/25
A-
8,925
20
KeyBank
NA/Cleveland
OH
6.950%
2/01/28
BBB+
22,488
99
KeyCorp
2.250%
4/06/27
BBB+
91,115
40
Kilroy
Realty
LP
4.750%
12/15/28
BBB
40,579
100
Kimco
Realty
Corp
2.250%
12/01/31
BBB+
84,122
20
Legg
Mason
Inc
4.750%
3/15/26
A
20,684
60
Lincoln
National
Corp
3.050%
1/15/30
BBB+
55,035
100
Lincoln
National
Corp
3.400%
3/01/32
BBB+
92,168
10
Lincoln
National
Corp
4.375%
6/15/50
BBB+
9,296
40
Lloyds
Banking
Group
PLC
4.500%
11/04/24
BBB+
40,440
210
Lloyds
Banking
Group
PLC
2.438%
2/05/26
A
200,446
20
Lloyds
Banking
Group
PLC
4.550%
8/16/28
A
19,936
30
Manulife
Financial
Corp
5.375%
3/04/46
A-
34,040
150
Marsh
&
McLennan
Cos
Inc
2.250%
11/15/30
A-
129,935
10
Marsh
&
McLennan
Cos
Inc
4.350%
1/30/47
A-
9,649
200
Mitsubishi
UFJ
Financial
Group
Inc
2.757%
9/13/26
A-
189,366
200
Mitsubishi
UFJ
Financial
Group
Inc
1.538%
7/20/27
A-
178,766
64
Mitsubishi
UFJ
Financial
Group
Inc
3.961%
3/02/28
A-
62,624
9
Mizuho
Financial
Group
Inc
2.839%
7/16/25
A-
8,814
100
Mizuho
Financial
Group
Inc
2.651%
5/22/26
A-
96,106
120
Mizuho
Financial
Group
Inc
2.226%
5/25/26
A-
113,474
10
Mizuho
Financial
Group
Inc
3.663%
2/28/27
A-
9,706
100
Mizuho
Financial
Group
Inc
2.869%
9/13/30
A-
89,928
20
Morgan
Stanley
0.790%
5/30/25
A
18,705
100
Morgan
Stanley
4.210%
4/20/28
A
99,197
767
Morgan
Stanley
3.772%
1/24/29
A
739,499
200
Morgan
Stanley
4.431%
1/23/30
A
197,911
110
Morgan
Stanley
3.622%
4/01/31
A
102,928
100
Morgan
Stanley
2.239%
7/21/32
A
82,543
100
Morgan
Stanley
2.484%
9/16/36
BBB+
80,006
50
National
Australia
Bank
Ltd/New
York
3.375%
1/14/26
AA-
49,754
100
NatWest
Group
PLC
4.269%
3/22/25
BBB+
100,026
100
NatWest
Group
PLC
5.076%
1/27/30
BBB+
101,174
30
Nomura
Holdings
Inc
2.648%
1/16/25
BBB+
29,051
120
Nomura
Holdings
Inc
2.172%
7/14/28
BBB+
104,453
42
Northern
Trust
Corp
3.950%
10/30/25
A
42,557
20
Northern
Trust
Corp
3.150%
5/03/29
A+
19,189
30
ORIX
Corp
3.700%
7/18/27
A-
29,485
10
PNC
Bank
NA
(3)
3.300%
10/30/24
A
9,974
10
PNC
Bank
NA
3.100%
10/25/27
A
9,662
90
PNC
Bank
NA
4.050%
7/26/28
A-
88,977
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Financials
(continued)
$
10
PNC
Bank
NA
2.700%
10/22/29
A-
$
8,969
112
PNC
Financial
Services
Group
Inc/The
3.900%
4/29/24
A-
113,055
54
Principal
Financial
Group
Inc
3.700%
5/15/29
A-
52,185
34
Progressive
Corp/The
3.200%
3/26/30
A
32,006
30
Progressive
Corp/The
4.200%
3/15/48
A
28,954
91
Prologis
LP
3.875%
9/15/28
A-
90,303
10
Prologis
LP
4.375%
9/15/48
A-
9,946
10
Prudential
Financial
Inc
1.500%
3/10/26
A-
9,292
60
Prudential
Financial
Inc
3.000%
3/10/40
A-
49,581
10
Prudential
Financial
Inc
(3)
4.500%
9/15/47
BBB+
9,482
113
Prudential
Financial
Inc
3.905%
12/07/47
A-
101,377
100
Prudential
PLC
3.625%
3/24/32
A
93,305
10
Regions
Financial
Corp
1.800%
8/12/28
BBB+
8,689
20
Regions
Financial
Corp
7.375%
12/10/37
BBB
25,125
10
Reinsurance
Group
of
America
Inc
3.950%
9/15/26
BBB+
9,954
19
Reinsurance
Group
of
America
Inc
3.900%
5/15/29
BBB+
18,331
100
Royal
Bank
of
Canada
2.250%
11/01/24
A+
97,092
100
Royal
Bank
of
Canada
(3)
1.600%
1/21/25
A+
94,880
100
Royal
Bank
of
Canada
3.375%
4/14/25
A+
98,939
10
Royal
Bank
of
Canada
4.650%
1/27/26
A-
10,206
100
Royal
Bank
of
Canada
1.200%
4/27/26
A+
90,230
100
Royal
Bank
of
Canada
1.150%
7/14/26
A+
89,660
100
Santander
Holdings
USA
Inc
2.490%
1/06/28
BBB+
90,589
200
Santander
UK
Group
Holdings
PLC
2.469%
1/11/28
BBB+
180,446
39
State
Street
Corp
3.100%
5/15/23
A
39,174
100
State
Street
Corp
1.746%
2/06/26
A+
95,217
90
State
Street
Corp
2.400%
1/24/30
A+
80,822
68
Sumitomo
Mitsui
Financial
Group
Inc
3.936%
10/16/23
A-
68,745
50
Sumitomo
Mitsui
Financial
Group
Inc
2.632%
7/14/26
A-
47,361
330
Sumitomo
Mitsui
Financial
Group
Inc
3.364%
7/12/27
A-
318,329
10
Sumitomo
Mitsui
Financial
Group
Inc
1.710%
1/12/31
A-
7,990
100
SVB
Financial
Group
1.800%
10/28/26
BBB
90,873
100
Toronto-Dominion
Bank/The
2.350%
3/08/24
A
98,513
100
Toronto-Dominion
Bank/The
(3)
1.250%
12/13/24
A
94,929
200
Toronto-Dominion
Bank/The
1.200%
6/03/26
A+
180,293
30
Toronto-Dominion
Bank/The
3.625%
9/15/31
A-
29,298
80
Travelers
Cos
Inc/The
4.600%
8/01/43
A
81,416
10
Travelers
Cos
Inc/The
3.750%
5/15/46
A
9,013
51
Truist
Bank
3.625%
9/16/25
A
50,721
200
Truist
Financial
Corp
3.700%
6/05/25
A-
200,345
50
Truist
Financial
Corp
1.887%
6/07/29
A-
43,793
250
US
Bank
NA/Cincinnati
OH
2.800%
1/27/25
AA-
247,084
21
Ventas
Realty
LP
3.850%
4/01/27
BBB+
20,784
10
Ventas
Realty
LP
3.000%
1/15/30
BBB+
9,006
54
Ventas
Realty
LP
4.750%
11/15/30
BBB+
54,586
9
Voya
Financial
Inc
4.800%
6/15/46
BBB
9,123
40
Voya
Financial
Inc
4.700%
1/23/48
BBB-
36,296
108
Welltower
Inc
4.125%
3/15/29
BBB+
106,795
40
Westpac
Banking
Corp
1.953%
11/20/28
AA-
35,259
100
Westpac
Banking
Corp
2.150%
6/03/31
AA-
85,353
166
Westpac
Banking
Corp
4.322%
11/23/31
BBB+
162,419
50
Willis
North
America
Inc
2.950%
9/15/29
BBB
44,639
10
Zions
Bancorp
NA
3.250%
10/29/29
BBB
9,146
23,479
Total
Financials
21,878,359
Industrial
-
16.6%
20
3M
Co
3.375%
3/01/29
A+
19,472
198
3M
Co
2.375%
8/26/29
A+
179,234
70
3M
Co
3.050%
4/15/30
A+
65,712
20
ABB
Finance
USA
Inc
3.800%
4/03/28
A-
20,071
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
(continued)
Portfolio
of
Investments
April
30,
2022
(Unaudited)
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Industrial
(continued)
$
104
Adobe
Inc
1.900%
2/01/25
A
$
100,437
18
Adobe
Inc
2.150%
2/01/27
A
16,966
100
Advance
Auto
Parts
Inc
3.500%
3/15/32
BBB-
89,598
60
Agilent
Technologies
Inc
2.100%
6/04/30
BBB+
50,158
99
Air
Products
and
Chemicals
Inc
1.850%
5/15/27
A
91,056
150
Alibaba
Group
Holding
Ltd
4.500%
11/28/34
A+
141,738
10
Amcor
Finance
USA
Inc
4.500%
5/15/28
BBB
10,242
40
Amcor
Flexibles
North
America
Inc
2.630%
6/19/30
BBB
35,119
150
American
Honda
Finance
Corp
2.150%
9/10/24
A-
146,413
100
American
Honda
Finance
Corp
1.500%
1/13/25
A-
95,213
40
American
Tower
Corp
5.000%
2/15/24
BBB-
41,007
100
American
Tower
Corp
1.600%
4/15/26
BBB-
90,866
100
American
Tower
Corp
1.450%
9/15/26
BBB-
89,289
100
American
Tower
Corp
1.500%
1/31/28
BBB-
84,567
70
American
Tower
Corp
2.900%
1/15/30
BBB-
61,325
100
American
Tower
Corp
4.050%
3/15/32
BBB-
93,820
100
Amgen
Inc
3.000%
2/22/29
BBB+
93,825
138
Amgen
Inc
2.300%
2/25/31
BBB+
118,727
100
Amgen
Inc
2.000%
1/15/32
BBB+
82,565
20
Amgen
Inc
5.750%
3/15/40
BBB+
22,010
355
Amgen
Inc
4.400%
5/01/45
BBB+
329,949
50
Amphenol
Corp
4.350%
6/01/29
BBB+
50,472
100
Analog
Devices
Inc
1.700%
10/01/28
A-
87,594
400
Apple
Inc
0.700%
2/08/26
AA+
365,321
200
Apple
Inc
1.200%
2/08/28
AA+
175,053
200
Apple
Inc
1.400%
8/05/28
AA+
175,543
200
Apple
Inc
1.650%
2/08/31
AA+
168,793
300
Apple
Inc
1.700%
8/05/31
AA+
253,004
200
Apple
Inc
2.375%
2/08/41
AA+
155,859
150
Apple
Inc
2.700%
8/05/51
AA+
114,987
100
Apple
Inc
2.850%
8/05/61
AA+
75,155
10
Applied
Materials
Inc
3.900%
10/01/25
A
10,171
42
Applied
Materials
Inc
5.100%
10/01/35
A
45,277
50
Applied
Materials
Inc
4.350%
4/01/47
A
50,271
50
Aptiv
PLC
4.350%
3/15/29
BBB
48,883
100
Aptiv
PLC
/
Aptiv
Corp
4.150%
5/01/52
BBB
82,370
10
Archer-Daniels-Midland
Co
3.250%
3/27/30
A
9,513
100
Archer-Daniels-Midland
Co
2.700%
9/15/51
A
77,942
100
Astrazeneca
Finance
LLC
1.200%
5/28/26
A-
90,906
49
AstraZeneca
PLC
1.375%
8/06/30
A-
40,290
165
AstraZeneca
PLC
6.450%
9/15/37
A-
203,483
10
AstraZeneca
PLC
4.375%
11/16/45
A-
10,047
100
Autodesk
Inc
2.400%
12/15/31
BBB
83,876
100
Automatic
Data
Processing
Inc
1.700%
5/15/28
AA-
89,928
100
AutoNation
Inc
1.950%
8/01/28
BBB-
85,410
100
Avery
Dennison
Corp
2.250%
2/15/32
BBB
81,970
20
Avnet
Inc
4.625%
4/15/26
BBB-
20,063
200
Baidu
Inc
(3)
1.625%
2/23/27
A-
177,669
100
Baker
Hughes
Holdings
LLC
/
Baker
Hughes
Co-Obligor
Inc
1.231%
12/15/23
A-
97,018
145
Baker
Hughes
Holdings
LLC
/
Baker
Hughes
Co-Obligor
Inc
3.138%
11/07/29
A-
134,088
180
Baxalta
Inc
4.000%
6/23/25
BBB
181,047
50
Baxter
International
Inc
1.730%
4/01/31
BBB
40,361
100
Baxter
International
Inc,
144A
2.539%
2/01/32
BBB
85,209
12
Bell
Telephone
Co
of
Canada
or
Bell
Canada/The
2.150%
2/15/32
BBB+
9,971
80
Bell
Telephone
Co
of
Canada
or
Bell
Canada/The
3.650%
3/17/51
BBB+
67,301
20
Biogen
Inc
2.250%
5/01/30
BBB
16,719
100
Block
Financial
LLC
2.500%
7/15/28
BBB-
88,638
50
Boardwalk
Pipelines
LP
5.950%
6/01/26
BBB
52,522
10
Boardwalk
Pipelines
LP
4.450%
7/15/27
BBB
9,903
100
Boardwalk
Pipelines
LP
3.600%
9/01/32
BBB
88,389
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Industrial
(continued)
$
30
Booking
Holdings
Inc
2.750%
3/15/23
A-
$
30,119
50
Booking
Holdings
Inc
3.600%
6/01/26
A-
49,776
50
BorgWarner
Inc
2.650%
7/01/27
BBB+
46,443
110
Bristol-Myers
Squibb
Co
2.600%
5/16/22
A
110,073
38
Bristol-Myers
Squibb
Co
2.000%
8/01/22
A
38,087
90
Bristol-Myers
Squibb
Co
1.450%
11/13/30
A
73,184
260
Bristol-Myers
Squibb
Co
4.125%
6/15/39
A
252,990
60
British
Telecommunications
PLC
9.625%
12/15/30
BBB
76,727
100
Broadridge
Financial
Solutions
Inc
2.600%
5/01/31
BBB+
85,496
100
Brunswick
Corp/DE
4.400%
9/15/32
BBB
92,175
28
Bunge
Ltd
Finance
Corp
3.000%
9/25/22
BBB
28,087
30
Bunge
Ltd
Finance
Corp
3.250%
8/15/26
BBB
28,981
10
Bunge
Ltd
Finance
Corp
3.750%
9/25/27
BBB
9,763
50
Bunge
Ltd
Finance
Corp
2.750%
5/14/31
BBB
43,207
10
Campbell
Soup
Co
3.300%
3/19/25
BBB
9,879
110
Campbell
Soup
Co
2.375%
4/24/30
BBB
94,894
50
Canadian
National
Railway
Co
6.375%
11/15/37
A
58,513
10
Canadian
National
Railway
Co
4.450%
1/20/49
A
10,100
100
Canadian
Pacific
Railway
Co
2.450%
12/02/31
BBB
86,981
120
Cardinal
Health
Inc
4.500%
11/15/44
BBB
107,813
40
Carlisle
Cos
Inc
3.500%
12/01/24
BBB
39,787
20
Carlisle
Cos
Inc
2.200%
3/01/32
BBB
16,297
160
Carrier
Global
Corp
3.377%
4/05/40
BBB-
131,379
10
Caterpillar
Financial
Services
Corp
2.550%
11/29/22
A
10,046
100
Caterpillar
Financial
Services
Corp
0.450%
5/17/24
A
94,960
100
Caterpillar
Financial
Services
Corp
0.600%
9/13/24
A
94,501
50
Caterpillar
Financial
Services
Corp
3.250%
12/01/24
A
50,154
10
Caterpillar
Financial
Services
Corp
0.800%
11/13/25
A
9,138
100
Caterpillar
Financial
Services
Corp
(3)
1.700%
1/08/27
A
92,276
186
Caterpillar
Inc
3.803%
8/15/42
A
177,261
100
CDW
LLC
/
CDW
Finance
Corp
2.670%
12/01/26
BBB-
91,837
100
Celanese
US
Holdings
LLC
1.400%
8/05/26
BBB-
88,694
50
Celulosa
Arauco
y
Constitucion
SA
3.875%
11/02/27
BBB-
48,375
10
Celulosa
Arauco
y
Constitucion
SA
5.500%
11/02/47
BBB-
9,163
50
Cheniere
Corpus
Christi
Holdings
LLC
5.875%
3/31/25
BBB-
51,908
50
Cheniere
Corpus
Christi
Holdings
LLC
5.125%
6/30/27
BBB-
51,356
40
Church
&
Dwight
Co
Inc
3.150%
8/01/27
BBB+
38,881
70
Cigna
Corp
4.500%
2/25/26
BBB+
71,395
432
Cigna
Corp
3.050%
10/15/27
BBB+
413,774
50
Cigna
Corp
4.800%
8/15/38
BBB+
49,859
100
Cintas
Corp
No
2
3.450%
5/01/25
A-
99,579
100
Cintas
Corp
No
2
3.700%
4/01/27
A-
99,346
188
Cisco
Systems
Inc
2.500%
9/20/26
A+
181,889
30
Citrix
Systems
Inc
(3)
3.300%
3/01/30
BBB
29,584
120
CNH
Industrial
NV
3.850%
11/15/27
BBB
116,648
85
Coca-Cola
Co/The
(3)
1.450%
6/01/27
A+
77,426
50
Coca-Cola
Co/The
(3)
1.000%
3/15/28
A+
43,296
160
Coca-Cola
Co/The
1.650%
6/01/30
A+
135,678
100
Coca-Cola
Co/The
3.000%
3/05/51
A+
81,814
40
Coca-Cola
Co/The
2.750%
6/01/60
A+
29,547
90
Coca-Cola
Femsa
SAB
de
CV
1.850%
9/01/32
A
71,784
10
Conagra
Brands
Inc
4.600%
11/01/25
BBB-
10,120
130
Conagra
Brands
Inc
8.250%
9/15/30
BBB-
156,269
50
Corning
Inc
5.350%
11/15/48
BBB+
53,704
10
Corning
Inc
3.900%
11/15/49
BBB+
8,750
10
Corning
Inc
4.375%
11/15/57
BBB+
9,029
150
Costco
Wholesale
Corp
1.375%
6/20/27
A+
135,307
100
Crown
Castle
International
Corp
2.900%
3/15/27
BBB-
93,626
40
Crown
Castle
International
Corp
4.300%
2/15/29
BBB-
39,092
214
Crown
Castle
International
Corp
3.300%
7/01/30
BBB-
193,670
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
(continued)
Portfolio
of
Investments
April
30,
2022
(Unaudited)
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Industrial
(continued)
$
100
Crown
Castle
International
Corp
2.500%
7/15/31
BBB-
$
83,851
155
CSX
Corp
4.250%
3/15/29
BBB+
155,880
10
CSX
Corp
6.000%
10/01/36
BBB+
11,405
100
CSX
Corp
4.100%
3/15/44
BBB+
91,180
10
CSX
Corp
4.750%
11/15/48
BBB+
10,084
52
CSX
Corp
4.250%
11/01/66
BBB+
46,937
9
Cummins
Inc
1.500%
9/01/30
A
7,354
60
Cummins
Inc
2.600%
9/01/50
A
42,538
400
CVS
Health
Corp
3.625%
4/01/27
BBB
393,335
80
CVS
Health
Corp
1.875%
2/28/31
BBB
65,673
300
CVS
Health
Corp
2.125%
9/15/31
BBB
249,313
100
CVS
Health
Corp
2.700%
8/21/40
BBB
75,432
100
CVS
Health
Corp
4.250%
4/01/50
BBB
90,563
100
Danaher
Corp
2.800%
12/10/51
BBB+
73,942
124
Deere
&
Co
3.900%
6/09/42
A
120,332
14
Dell
International
LLC
/
EMC
Corp
5.450%
6/15/23
BBB
14,305
100
Dell
International
LLC
/
EMC
Corp
5.850%
7/15/25
BBB
104,983
82
Dell
International
LLC
/
EMC
Corp
8.100%
7/15/36
BBB
100,314
182
Discovery
Communications
LLC
3.625%
5/15/30
BBB-
166,847
51
Discovery
Communications
LLC
6.350%
6/01/40
BBB-
54,011
46
Discovery
Communications
LLC
4.000%
9/15/55
BBB-
34,497
12
Dollar
Tree
Inc
4.000%
5/15/25
BBB
12,070
100
Dollar
Tree
Inc
3.375%
12/01/51
BBB
76,214
30
Dover
Corp
5.375%
10/15/35
BBB+
31,439
141
Dow
Chemical
Co/The
4.250%
10/01/34
BBB
138,619
100
DR
Horton
Inc
1.300%
10/15/26
BBB+
88,624
126
DuPont
de
Nemours
Inc
4.725%
11/15/28
BBB+
130,178
120
DuPont
de
Nemours
Inc
5.319%
11/15/38
BBB+
125,754
100
DXC
Technology
Co
1.800%
9/15/26
BBB
89,368
120
Eastern
Gas
Transmission
&
Storage
Inc,
144A
4.800%
11/01/43
A-
114,214
48
Eaton
Corp
3.103%
9/15/27
BBB+
46,875
42
Eaton
Corp
4.000%
11/02/32
BBB+
41,607
124
eBay
Inc
2.700%
3/11/30
BBB+
109,225
86
Ecolab
Inc
3.250%
12/01/27
A-
84,442
100
Ecolab
Inc
(3)
2.700%
12/15/51
A-
75,636
52
Electronic
Arts
Inc
1.850%
2/15/31
BBB+
43,036
25
Eli
Lilly
&
Co
3.375%
3/15/29
A
24,273
100
Emerson
Electric
Co
2.000%
12/21/28
A
89,387
50
Emerson
Electric
Co
1.950%
10/15/30
A
42,959
100
Enbridge
Inc
2.500%
2/14/25
BBB+
96,872
160
Enbridge
Inc
3.125%
11/15/29
BBB+
147,635
90
Enbridge
Inc
4.500%
6/10/44
BBB+
83,719
120
Enterprise
Products
Operating
LLC
7.550%
4/15/38
BBB+
147,791
200
Enterprise
Products
Operating
LLC
6.125%
10/15/39
BBB+
220,194
100
Enterprise
Products
Operating
LLC
4.850%
3/15/44
BBB+
95,970
60
Equifax
Inc
2.600%
12/15/25
BBB
57,155
140
Equinix
Inc
2.625%
11/18/24
BBB
136,255
20
Equinix
Inc
2.150%
7/15/30
BBB
16,583
100
Equinix
Inc
2.500%
5/15/31
BBB
84,007
100
Equinix
Inc
3.900%
4/15/32
BBB
93,821
110
Estee
Lauder
Cos
Inc/The
2.600%
4/15/30
A+
100,239
150
Fidelity
National
Information
Services
Inc
1.650%
3/01/28
BBB
130,108
254
Fiserv
Inc
3.500%
7/01/29
BBB
236,997
50
Flex
Ltd
4.875%
6/15/29
BBB-
50,006
30
Flowserve
Corp
2.800%
1/15/32
BBB-
24,703
40
FMC
Corp
3.450%
10/01/29
BBB-
37,175
10
Fomento
Economico
Mexicano
SAB
de
CV
4.375%
5/10/43
A-
9,496
79
Fomento
Economico
Mexicano
SAB
de
CV
3.500%
1/16/50
A-
63,398
30
Fortive
Corp
3.150%
6/15/26
BBB
29,390
174
General
Mills
Inc
2.875%
4/15/30
BBB
157,965
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Industrial
(continued)
$
100
Genuine
Parts
Co
2.750%
2/01/32
BBB
$
85,677
160
Gilead
Sciences
Inc
4.600%
9/01/35
BBB+
161,332
296
Gilead
Sciences
Inc
4.000%
9/01/36
BBB+
278,836
30
Gilead
Sciences
Inc
5.650%
12/01/41
BBB+
33,167
50
GlaxoSmithKline
Capital
Inc
3.625%
5/15/25
A
50,397
30
GlaxoSmithKline
Capital
PLC
3.000%
6/01/24
A
29,915
230
GlaxoSmithKline
Capital
PLC
3.375%
6/01/29
A
224,894
150
Halliburton
Co
4.850%
11/15/35
BBB+
151,469
30
Harley-Davidson
Inc
4.625%
7/28/45
BBB-
26,147
10
Hasbro
Inc
3.500%
9/15/27
BBB
9,602
100
Hasbro
Inc
3.900%
11/19/29
BBB
94,993
100
HCA
Inc,
144A
3.125%
3/15/27
BBB-
94,044
106
HCA
Inc
4.125%
6/15/29
BBB-
101,417
100
HCA
Inc
5.125%
6/15/39
BBB-
96,292
100
HCA
Inc
3.500%
7/15/51
BBB-
74,162
50
Hewlett
Packard
Enterprise
Co
2.250%
4/01/23
BBB
49,730
50
Hewlett
Packard
Enterprise
Co
6.200%
10/15/35
BBB
54,377
30
Home
Depot
Inc/The
2.625%
6/01/22
0
30,000
100
Home
Depot
Inc/The
2.700%
4/15/25
A
98,631
9
Home
Depot
Inc/The
2.800%
9/14/27
A
8,651
40
Home
Depot
Inc/The
1.500%
9/15/28
A
35,110
10
Home
Depot
Inc/The
2.950%
6/15/29
A
9,367
299
Home
Depot
Inc/The
5.400%
9/15/40
A
332,827
100
Home
Depot
Inc/The
5.950%
4/01/41
A
117,587
10
Home
Depot
Inc/The
4.400%
3/15/45
A
9,857
90
Home
Depot
Inc/The
3.125%
12/15/49
A
72,179
100
Honda
Motor
Co
Ltd
2.534%
3/10/27
A-
95,041
100
Hormel
Foods
Corp
1.700%
6/03/28
A
88,752
100
HP
Inc
1.450%
6/17/26
BBB
89,831
80
HP
Inc
3.400%
6/17/30
BBB
71,687
100
HP
Inc
4.200%
4/15/32
BBB
91,720
20
IDEX
Corp
2.625%
6/15/31
BBB
17,331
60
Illinois
Tool
Works
Inc
4.875%
9/15/41
A
64,880
392
Intel
Corp
2.450%
11/15/29
A+
354,819
10
Intel
Corp
4.000%
12/15/32
A+
9,888
100
Intel
Corp
4.600%
3/25/40
A+
102,304
100
Intel
Corp
2.800%
8/12/41
A+
78,642
40
Intel
Corp
4.250%
12/15/42
A+
38,317
60
Intel
Corp
4.100%
5/11/47
A+
56,242
20
International
Business
Machines
Corp
7.000%
10/30/25
A-
22,244
270
International
Business
Machines
Corp
3.300%
5/15/26
A-
266,219
20
International
Business
Machines
Corp
1.700%
5/15/27
A-
18,199
78
International
Business
Machines
Corp
1.950%
5/15/30
A-
66,718
100
International
Business
Machines
Corp
2.720%
2/09/32
A-
88,588
72
International
Business
Machines
Corp
5.600%
11/30/39
A-
80,553
90
International
Business
Machines
Corp
4.700%
2/19/46
A-
90,206
28
International
Flavors
&
Fragrances
Inc
3.200%
5/01/23
BBB
28,035
30
International
Flavors
&
Fragrances
Inc
4.375%
6/01/47
BBB
27,430
10
International
Flavors
&
Fragrances
Inc
5.000%
9/26/48
BBB
9,809
45
International
Paper
Co
4.800%
6/15/44
BBB
44,297
30
International
Paper
Co
4.350%
8/15/48
BBB
27,785
60
Interpublic
Group
of
Cos
Inc/The
2.400%
3/01/31
BBB
50,915
48
Intuit
Inc
1.350%
7/15/27
A-
42,748
10
Intuit
Inc
1.650%
7/15/30
A-
8,338
100
J
M
Smucker
Co/The
2.750%
9/15/41
BBB
75,205
100
Jabil
Inc
1.700%
4/15/26
BBB-
90,209
100
Jabil
Inc,
(WI/DD,
Settling
5/04/22)
4.250%
5/15/27
BBB-
99,053
100
John
Deere
Capital
Corp
0.900%
1/10/24
A
96,780
100
John
Deere
Capital
Corp
0.450%
6/07/24
A
95,032
100
John
Deere
Capital
Corp
(3)
0.625%
9/10/24
A
94,522
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
(continued)
Portfolio
of
Investments
April
30,
2022
(Unaudited)
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Industrial
(continued)
$
100
John
Deere
Capital
Corp
1.300%
10/13/26
A
$
91,268
50
Johnson
Controls
International
plc
5.125%
9/14/45
BBB
51,476
10
Johnson
Controls
International
plc
/
Tyco
Fire
&
Security
Finance
SCA
1.750%
9/15/30
BBB
8,363
30
Johnson
Controls
International
plc
/
Tyco
Fire
&
Security
Finance
SCA
2.000%
9/16/31
BBB
24,678
70
Kansas
City
Southern/Old
4.300%
5/15/43
BBB
65,369
115
Kellogg
Co
2.650%
12/01/23
BBB
114,292
179
Keurig
Dr
Pepper
Inc
3.130%
12/15/23
BBB
179,323
80
Keurig
Dr
Pepper
Inc
2.550%
9/15/26
BBB
75,834
100
Keurig
Dr
Pepper
Inc
4.500%
4/15/52
BBB
92,851
50
Keysight
Technologies
Inc
3.000%
10/30/29
BBB
45,168
10
Kimberly-Clark
Corp
3.950%
11/01/28
A
10,133
100
Kimberly-Clark
Corp
2.000%
11/02/31
A
85,360
48
Kimberly-Clark
Corp
6.625%
8/01/37
A
60,418
69
Kimberly-Clark
Corp
5.300%
3/01/41
A
76,127
100
Kinder
Morgan
Inc
1.750%
11/15/26
BBB
90,480
450
Kinder
Morgan
Inc
5.300%
12/01/34
BBB
460,560
10
Koninklijke
KPN
NV
8.375%
10/01/30
BBB
12,447
100
Kraft
Heinz
Foods
Co
3.875%
5/15/27
BBB-
97,788
100
Kraft
Heinz
Foods
Co
4.250%
3/01/31
BBB-
96,916
100
Kraft
Heinz
Foods
Co
5.500%
6/01/50
BBB-
100,697
10
Kroger
Co/The
2.200%
5/01/30
BBB
8,590
160
Kroger
Co/The
6.900%
4/15/38
BBB
194,228
9
Kroger
Co/The
5.400%
7/15/40
BBB
9,471
100
Laboratory
Corp
of
America
Holdings
1.550%
6/01/26
BBB
91,248
100
Laboratory
Corp
of
America
Holdings
2.700%
6/01/31
BBB
87,084
10
Lam
Research
Corp
1.900%
6/15/30
A-
8,544
90
Lam
Research
Corp
3.125%
6/15/60
A-
69,303
100
Lear
Corp
2.600%
1/15/32
BBB
82,517
30
Leggett
&
Platt
Inc
4.400%
3/15/29
BBB
29,894
100
Leggett
&
Platt
Inc
3.500%
11/15/51
BBB
78,975
10
Linde
Inc/CT
1.100%
8/10/30
A
8,134
100
Lowe's
Cos
Inc
3.350%
4/01/27
BBB+
97,566
10
Lowe's
Cos
Inc
4.500%
4/15/30
BBB+
10,111
100
Lowe's
Cos
Inc
2.625%
4/01/31
BBB+
87,652
300
Lowe's
Cos
Inc
5.000%
4/15/40
BBB+
304,327
190
LYB
International
Finance
III
LLC
3.375%
10/01/40
BBB
153,951
150
Magallanes
Inc,
144A
3.788%
3/15/25
BBB-
147,823
250
Magallanes
Inc,
144A
5.391%
3/15/62
BBB-
221,920
60
Magna
International
Inc
2.450%
6/15/30
A-
52,628
150
Marathon
Petroleum
Corp
4.750%
9/15/44
BBB
137,888
100
Martin
Marietta
Materials
Inc
3.200%
7/15/51
BBB
74,215
100
Marvell
Technology
Inc
2.450%
4/15/28
BBB-
88,877
50
Masco
Corp
2.000%
2/15/31
BBB
40,870
20
Mastercard
Inc
2.950%
6/01/29
A+
19,029
144
Mastercard
Inc
3.350%
3/26/30
A+
139,328
100
Mastercard
Inc
2.000%
11/18/31
A+
86,153
40
Mastercard
Inc
3.800%
11/21/46
A+
37,615
160
McDonald's
Corp
3.300%
7/01/25
BBB+
159,464
250
McDonald's
Corp
4.200%
4/01/50
BBB+
230,410
100
MDC
Holdings
Inc
3.966%
8/06/61
BBB-
66,215
100
Merck
&
Co
Inc
1.900%
12/10/28
A+
90,136
200
Merck
&
Co
Inc
1.450%
6/24/30
A+
166,915
100
Merck
&
Co
Inc
2.750%
12/10/51
A+
76,314
20
Micron
Technology
Inc
4.975%
2/06/26
BBB-
20,490
80
Micron
Technology
Inc
4.185%
2/15/27
BBB-
79,413
50
Microsoft
Corp
3.300%
2/06/27
AAA
50,155
211
Microsoft
Corp
3.450%
8/08/36
AAA
201,419
776
Microsoft
Corp
2.921%
3/17/52
AAA
629,067
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Industrial
(continued)
$
38
Moody's
Corp
2.625%
1/15/23
BBB+
$
38,019
100
Moody's
Corp
2.000%
8/19/31
BBB+
83,567
10
Moody's
Corp
5.250%
7/15/44
BBB+
10,450
100
Moody's
Corp
3.750%
2/25/52
BBB+
85,085
50
Mosaic
Co/The
4.875%
11/15/41
BBB-
48,563
100
Motorola
Solutions
Inc
2.750%
5/24/31
BBB-
83,420
120
MPLX
LP
2.650%
8/15/30
BBB
102,995
100
MPLX
LP
4.950%
3/14/52
BBB
91,661
100
National
Fuel
Gas
Co
5.500%
1/15/26
BBB-
103,113
50
NetApp
Inc
2.375%
6/22/27
BBB
46,611
164
NIKE
Inc
2.850%
3/27/30
A+
152,668
100
Norfolk
Southern
Corp
2.300%
5/15/31
BBB+
86,738
32
Norfolk
Southern
Corp
4.837%
10/01/41
BBB+
32,528
100
Norfolk
Southern
Corp
2.900%
8/25/51
BBB+
74,905
50
NOV
Inc
3.950%
12/01/42
BBB
38,768
150
Novartis
Capital
Corp
2.200%
8/14/30
AA-
133,430
100
Novartis
Capital
Corp
4.400%
5/06/44
AA-
101,874
210
Nutrien
Ltd
4.200%
4/01/29
BBB
209,792
100
NVIDIA
Corp
2.000%
6/15/31
A
85,776
50
NVIDIA
Corp
3.500%
4/01/40
A
45,170
30
NVR
Inc
3.000%
5/15/30
BBB+
26,691
100
NXP
BV
/
NXP
Funding
LLC
/
NXP
USA
Inc,
144A
3.150%
5/01/27
BBB
94,021
100
NXP
BV
/
NXP
Funding
LLC
/
NXP
USA
Inc,
144A
2.500%
5/11/31
BBB
83,083
100
NXP
BV
/
NXP
Funding
LLC
/
NXP
USA
Inc,
144A
2.650%
2/15/32
BBB
83,625
273
ONEOK
Inc
4.550%
7/15/28
BBB
271,626
19
ONEOK
Inc
4.350%
3/15/29
BBB
18,449
120
Orange
SA
5.375%
1/13/42
BBB+
128,360
60
Otis
Worldwide
Corp
3.112%
2/15/40
BBB
48,523
10
Owens
Corning
3.400%
8/15/26
BBB
9,800
50
Owens
Corning
3.875%
6/01/30
BBB
47,867
100
PACCAR
Financial
Corp
0.500%
8/09/24
A+
94,265
100
PACCAR
Financial
Corp
2.000%
2/04/27
A+
93,621
20
Paramount
Global
4.200%
6/01/29
BBB
19,188
300
Paramount
Global
4.200%
5/19/32
BBB
276,780
10
Parker-Hannifin
Corp
3.250%
3/01/27
BBB+
9,744
104
Parker-Hannifin
Corp
4.200%
11/21/34
BBB+
99,267
10
Parker-Hannifin
Corp
4.450%
11/21/44
BBB+
9,398
150
PayPal
Holdings
Inc
2.850%
10/01/29
A-
137,341
60
PepsiCo
Inc
3.500%
7/17/25
A+
60,479
20
PepsiCo
Inc
2.375%
10/06/26
A+
19,145
100
PepsiCo
Inc
1.625%
5/01/30
A+
85,404
364
PepsiCo
Inc
2.875%
10/15/49
A+
295,564
100
PerkinElmer
Inc
2.250%
9/15/31
BBB
82,727
50
PPG
Industries
Inc
3.750%
3/15/28
A-
50,020
100
Procter
&
Gamble
Co/The
1.000%
4/23/26
AA-
91,405
200
Procter
&
Gamble
Co/The
3.000%
3/25/30
AA-
189,859
25
PulteGroup
Inc
(3)
5.000%
1/15/27
BBB
25,680
21
PVH
Corp
4.625%
7/10/25
BBB-
21,128
100
Qorvo
Inc,
144A
1.750%
12/15/24
BBB-
94,334
200
QUALCOMM
Inc
1.650%
5/20/32
A
162,084
100
Quanta
Services
Inc
2.350%
1/15/32
BBB-
81,472
28
Quest
Diagnostics
Inc
4.250%
4/01/24
BBB
28,438
50
Quest
Diagnostics
Inc
3.450%
6/01/26
BBB
49,141
40
Regeneron
Pharmaceuticals
Inc
1.750%
9/15/30
BBB-
32,492
10
Republic
Services
Inc
3.375%
11/15/27
BBB
9,696
70
Republic
Services
Inc
3.950%
5/15/28
BBB
69,825
18
Republic
Services
Inc
2.300%
3/01/30
BBB
15,715
40
Republic
Services
Inc
1.450%
2/15/31
BBB
31,780
10
Rockwell
Automation
Inc
0.350%
8/15/23
A
9,694
40
Rockwell
Automation
Inc
4.200%
3/01/49
A
38,413
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
(continued)
Portfolio
of
Investments
April
30,
2022
(Unaudited)
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Industrial
(continued)
$
100
Rogers
Communications
Inc,
144A
3.200%
3/15/27
BBB+
$
95,172
140
Rogers
Communications
Inc
5.450%
10/01/43
BBB+
142,481
36
Roper
Technologies
Inc
3.125%
11/15/22
BBB
36,125
100
Roper
Technologies
Inc
3.800%
12/15/26
BBB
99,301
114
Ryder
System
Inc
2.500%
9/01/24
BBB
110,844
100
Ryder
System
Inc
2.850%
3/01/27
BBB
94,367
100
S&P
Global
Inc,
144A
2.900%
3/01/32
A-
90,212
100
Sabine
Pass
Liquefaction
LLC
5.875%
6/30/26
BBB-
105,059
150
Sabine
Pass
Liquefaction
LLC
4.500%
5/15/30
BBB-
148,835
100
Salesforce
Inc
2.700%
7/15/41
A
79,412
100
Salesforce
Inc
2.900%
7/15/51
A
78,263
10
Schlumberger
Finance
Canada
Ltd
1.400%
9/17/25
A
9,381
100
Schlumberger
Investment
SA
2.650%
6/26/30
A
89,380
131
Sherwin-Williams
Co/The
2.950%
8/15/29
BBB
120,401
30
Sherwin-Williams
Co/The
4.500%
6/01/47
BBB
28,628
100
Sherwin-Williams
Co/The
2.900%
3/15/52
BBB
72,578
38
Shire
Acquisitions
Investments
Ireland
DAC
2.875%
9/23/23
BBB
37,907
100
Sonoco
Products
Co
2.850%
2/01/32
BBB
87,411
100
Stanley
Black
&
Decker
Inc
4.250%
11/15/28
A-
101,984
100
Stanley
Black
&
Decker
Inc
3.000%
5/15/32
A-
90,013
10
Stanley
Black
&
Decker
Inc
4.000%
3/15/60
BBB
9,550
10
Starbucks
Corp
3.500%
3/01/28
BBB+
9,738
172
Starbucks
Corp
3.550%
8/15/29
BBB+
163,697
100
Starbucks
Corp
(3)
3.000%
2/14/32
BBB+
88,394
10
Starbucks
Corp
4.300%
6/15/45
BBB+
9,065
50
Starbucks
Corp
3.750%
12/01/47
BBB+
42,236
50
Takeda
Pharmaceutical
Co
Ltd
3.375%
7/09/60
BBB
37,760
100
Tapestry
Inc
3.050%
3/15/32
BBB-
85,066
21
Target
Corp
3.375%
4/15/29
A
20,546
190
Target
Corp
2.350%
2/15/30
A
171,460
12
Target
Corp
6.500%
10/15/37
A
14,705
9
Target
Corp
3.900%
11/15/47
A
8,597
50
TC
PipeLines
LP
3.900%
5/25/27
BBB+
49,740
60
Teledyne
Technologies
Inc
2.250%
4/01/28
BBB-
53,540
20
Telefonica
Emisiones
SA
4.103%
3/08/27
BBB-
19,780
21
Telefonica
Emisiones
SA
7.045%
6/20/36
BBB-
24,195
10
Telefonica
Emisiones
SA
4.895%
3/06/48
BBB-
9,185
90
Telefonica
Emisiones
SA
5.520%
3/01/49
BBB-
90,177
60
Telefonica
Europe
BV
8.250%
9/15/30
BBB-
74,277
50
TELUS
Corp
3.700%
9/15/27
BBB+
49,967
60
Texas
Instruments
Inc
1.750%
5/04/30
A+
51,587
100
Texas
Instruments
Inc
1.900%
9/15/31
A+
85,223
100
Thermo
Fisher
Scientific
Inc
2.800%
10/15/41
BBB+
79,986
40
Thomson
Reuters
Corp
3.350%
5/15/26
BBB
39,301
100
Timken
Co/The
4.125%
4/01/32
BBB-
93,296
132
Toyota
Motor
Corp
2.760%
7/02/29
A+
123,056
100
Toyota
Motor
Credit
Corp
0.450%
1/11/24
A+
95,960
100
Toyota
Motor
Credit
Corp
2.500%
3/22/24
A+
98,916
100
Toyota
Motor
Credit
Corp
0.625%
9/13/24
A+
94,326
100
Toyota
Motor
Credit
Corp
1.450%
1/13/25
A+
95,231
100
Toyota
Motor
Credit
Corp
1.125%
6/18/26
A+
90,713
78
Trane
Technologies
Global
Holding
Co
Ltd
4.250%
6/15/23
BBB
78,884
10
Trane
Technologies
Luxembourg
Finance
SA
3.800%
3/21/29
BBB
9,609
200
TransCanada
PipeLines
Ltd
2.500%
10/12/31
BBB+
170,635
50
Transcontinental
Gas
Pipe
Line
Co
LLC
7.850%
2/01/26
BBB+
56,038
150
Transcontinental
Gas
Pipe
Line
Co
LLC
3.250%
5/15/30
BBB+
138,943
50
Transcontinental
Gas
Pipe
Line
Co
LLC
3.950%
5/15/50
BBB+
43,006
200
TSMC
Arizona
Corp
4.250%
4/22/32
AA-
198,873
211
TWDC
Enterprises
18
Corp
2.350%
12/01/22
A-
210,909
39
TWDC
Enterprises
18
Corp
3.150%
9/17/25
A-
38,616
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Industrial
(continued)
$
20
TWDC
Enterprises
18
Corp
4.375%
8/16/41
A-
$
19,345
10
TWDC
Enterprises
18
Corp
4.125%
12/01/41
A-
9,377
100
Tyco
Electronics
Group
SA
2.500%
2/04/32
A-
88,407
80
Unilever
Capital
Corp
3.125%
3/22/23
A+
80,432
10
Unilever
Capital
Corp
2.600%
5/05/24
A+
9,918
18
Unilever
Capital
Corp
3.100%
7/30/25
A+
17,875
21
Unilever
Capital
Corp
2.000%
7/28/26
A+
19,851
100
Unilever
Capital
Corp
1.750%
8/12/31
A+
83,608
100
United
Parcel
Service
Inc
4.450%
4/01/30
A-
103,900
150
United
Parcel
Service
Inc
5.200%
4/01/40
A-
164,473
10
Valero
Energy
Corp
4.350%
6/01/28
BBB
9,973
160
Valero
Energy
Corp
4.000%
4/01/29
BBB
155,372
100
Valero
Energy
Corp
2.800%
12/01/31
BBB
86,446
70
Valmont
Industries
Inc
5.250%
10/01/54
BBB-
71,004
100
Verisk
Analytics
Inc
4.125%
3/15/29
BBB
98,841
39
Verizon
Communications
Inc
4.016%
12/03/29
BBB+
38,155
100
Verizon
Communications
Inc
1.500%
9/18/30
BBB+
80,997
200
Verizon
Communications
Inc
2.550%
3/21/31
BBB+
174,103
605
Verizon
Communications
Inc,
144A
2.355%
3/15/32
N/R
507,990
100
Verizon
Communications
Inc
2.850%
9/03/41
BBB+
78,035
200
Verizon
Communications
Inc
3.875%
3/01/52
BBB+
174,188
40
VF
Corp
2.800%
4/23/27
BBB+
38,562
100
VICI
Properties
LP
4.950%
2/15/30
BBB-
99,244
240
Visa
Inc
2.050%
4/15/30
AA-
212,807
189
Visa
Inc
4.150%
12/14/35
AA-
191,011
100
VMware
Inc
1.400%
8/15/26
BBB-
89,633
20
Vodafone
Group
PLC
2.500%
9/26/22
BBB
20,037
30
Vodafone
Group
PLC
2.950%
2/19/23
BBB
30,026
10
Vodafone
Group
PLC
4.125%
5/30/25
BBB
10,117
173
Vodafone
Group
PLC
6.150%
2/27/37
BBB
191,112
80
Vodafone
Group
PLC
5.250%
5/30/48
BBB
79,600
200
Walgreens
Boots
Alliance
Inc
(3)
3.200%
4/15/30
BBB
184,401
200
Walmart
Inc
1.500%
9/22/28
AA
176,873
21
Walmart
Inc
2.375%
9/24/29
AA
19,253
400
Walmart
Inc
1.800%
9/22/31
AA
340,864
40
Walt
Disney
Co/The
2.650%
1/13/31
A-
35,669
130
Walt
Disney
Co/The
6.400%
12/15/35
A-
156,150
12
Walt
Disney
Co/The
4.750%
9/15/44
A-
12,076
60
Walt
Disney
Co/The
4.950%
10/15/45
A-
61,915
270
Walt
Disney
Co/The
2.750%
9/01/49
A-
202,111
100
Waste
Connections
Inc
2.200%
1/15/32
BBB+
84,559
60
Waste
Management
Inc
3.150%
11/15/27
BBB+
58,224
30
Waste
Management
Inc
1.150%
3/15/28
BBB+
25,766
30
Waste
Management
Inc
(3)
2.000%
6/01/29
BBB+
26,679
10
Waste
Management
Inc
1.500%
3/15/31
BBB+
8,126
100
Waste
Management
Inc,
(WI/DD,
Settling
5/12/22)
4.150%
4/15/32
BBB+
99,470
40
Western
Union
Co/The
2.850%
1/10/25
BBB
38,800
10
Western
Union
Co/The
6.200%
11/17/36
BBB
10,422
100
Weyerhaeuser
Co
3.375%
3/09/33
BBB
90,215
190
Williams
Cos
Inc/The
2.600%
3/15/31
BBB
164,591
120
WRKCo
Inc
4.000%
3/15/28
BBB
117,803
50
WW
Grainger
Inc
1.850%
2/15/25
A-
48,041
10
Xylem
Inc/NY
2.250%
1/30/31
BBB
8,664
10
Zoetis
Inc
3.250%
2/01/23
BBB
10,037
10
Zoetis
Inc
4.500%
11/13/25
BBB
10,285
126
Zoetis
Inc
3.900%
8/20/28
BBB
125,247
9
Zoetis
Inc
2.000%
5/15/30
BBB
7,765
44,651
Total
Industrial
41,319,802
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
(continued)
Portfolio
of
Investments
April
30,
2022
(Unaudited)
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Utility
-
2.4%
$
10
AEP
Texas
Inc
2.400%
10/01/22
BBB+
$
10,016
12
AEP
Texas
Inc
4.150%
5/01/49
BBB+
10,608
30
Alabama
Power
Co
1.450%
9/15/30
A+
24,705
111
Alabama
Power
Co
6.000%
3/01/39
A+
126,416
50
Alabama
Power
Co
3.700%
12/01/47
A+
43,593
100
Alabama
Power
Co
3.000%
3/15/52
A+
76,884
10
Ameren
Corp
1.950%
3/15/27
BBB
9,141
100
American
Electric
Power
Co
Inc
2.031%
3/15/24
BBB-
97,358
100
American
Water
Capital
Corp
2.800%
5/01/30
BBB+
91,356
100
American
Water
Capital
Corp
2.300%
6/01/31
BBB+
87,077
100
Appalachian
Power
Co
4.400%
5/15/44
A-
92,002
100
Arizona
Public
Service
Co
3.350%
5/15/50
A-
77,821
100
Atmos
Energy
Corp
2.625%
9/15/29
A-
90,978
100
Atmos
Energy
Corp
2.850%
2/15/52
A-
76,090
100
Avista
Corp
4.000%
4/01/52
A-
93,046
210
Berkshire
Hathaway
Energy
Co
5.150%
11/15/43
A-
215,722
100
CenterPoint
Energy
Houston
Electric
LLC
3.000%
3/01/32
A
92,368
100
CenterPoint
Energy
Inc
1.450%
6/01/26
BBB
90,968
90
CenterPoint
Energy
Resources
Corp
4.100%
9/01/47
A-
83,005
121
Commonwealth
Edison
Co
6.450%
1/15/38
A
146,812
100
Commonwealth
Edison
Co
2.750%
9/01/51
A
74,148
100
Connecticut
Light
and
Power
Co/The
2.050%
7/01/31
A+
85,501
40
Consolidated
Edison
Co
of
New
York
Inc
2.400%
6/15/31
A-
34,670
124
Consolidated
Edison
Co
of
New
York
Inc
5.500%
12/01/39
A-
133,588
10
Consolidated
Edison
Co
of
New
York
Inc
4.300%
12/01/56
A-
9,036
10
Consolidated
Edison
Co
of
New
York
Inc
4.500%
5/15/58
A-
9,369
21
Consolidated
Edison
Co
of
New
York
Inc
3.000%
12/01/60
A-
15,164
10
Consumers
Energy
Co
0.350%
6/01/23
A+
9,721
90
Consumers
Energy
Co
3.500%
8/01/51
A+
78,146
30
Dominion
Energy
Inc
1.450%
4/15/26
BBB
27,316
10
Dominion
Energy
Inc
2.250%
8/15/31
BBB
8,411
100
Dominion
Energy
South
Carolina
Inc
2.300%
12/01/31
A
86,162
10
DTE
Electric
Co
2.625%
3/01/31
A+
8,991
100
DTE
Electric
Co
3.650%
3/01/52
A+
88,703
126
DTE
Energy
Co
2.950%
3/01/30
BBB
114,149
51
Duke
Energy
Carolinas
LLC
2.450%
2/01/30
A
45,535
100
Duke
Energy
Carolinas
LLC
2.550%
4/15/31
A
88,658
100
Duke
Energy
Carolinas
LLC
2.850%
3/15/32
A
90,256
60
Duke
Energy
Carolinas
LLC
4.250%
12/15/41
A
57,267
100
Duke
Energy
Corp
2.550%
6/15/31
BBB
85,318
100
Duke
Energy
Corp
4.800%
12/15/45
BBB
95,424
100
Duke
Energy
Florida
LLC
2.400%
12/15/31
A
86,625
30
Emera
US
Finance
LP
4.750%
6/15/46
BBB-
28,077
10
Enel
Generacion
Chile
SA
4.250%
4/15/24
BBB
9,925
157
Entergy
Louisiana
LLC
4.000%
3/15/33
A
154,860
100
Essential
Utilities
Inc
2.400%
5/01/31
BBB
85,585
100
Exelon
Corp,
144A
2.750%
3/15/27
BBB
94,473
10
Exelon
Corp
4.950%
6/15/35
BBB
9,997
100
Florida
Power
&
Light
Co
2.450%
2/03/32
AA-
88,220
191
Florida
Power
&
Light
Co
5.950%
2/01/38
AA-
223,646
48
Interstate
Power
and
Light
Co
3.600%
4/01/29
BBB+
46,323
100
National
Rural
Utilities
Cooperative
Finance
Corp
3.450%
6/15/25
A
99,498
100
National
Rural
Utilities
Cooperative
Finance
Corp
2.750%
4/15/32
A+
88,239
100
NextEra
Energy
Capital
Holdings
Inc
1.900%
6/15/28
BBB+
88,539
100
NiSource
Inc
3.600%
5/01/30
BBB
93,489
117
Northern
States
Power
Co/MN
6.200%
7/01/37
A+
140,507
12
NSTAR
Electric
Co
5.500%
3/15/40
A+
13,423
100
Oncor
Electric
Delivery
Co
LLC,
144A
2.750%
5/15/30
A
91,833
100
Piedmont
Natural
Gas
Co
Inc
2.500%
3/15/31
BBB+
86,599
36
Potomac
Electric
Power
Co
6.500%
11/15/37
A
43,365
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Utility
(continued)
$
50
PPL
Capital
Funding
Inc
3.100%
5/15/26
BBB
$
48,534
18
Public
Service
Co
of
Colorado
6.500%
8/01/38
A+
21,762
50
Public
Service
Co
of
New
Hampshire
2.200%
6/15/31
A+
43,229
20
Public
Service
Co
of
Oklahoma
2.200%
8/15/31
A-
16,833
20
Public
Service
Electric
and
Gas
Co
1.900%
8/15/31
A
16,919
100
Public
Service
Electric
and
Gas
Co
5.800%
5/01/37
A
114,240
10
Public
Service
Enterprise
Group
Inc
2.450%
11/15/31
BBB
8,433
100
Puget
Energy
Inc
4.224%
3/15/32
BBB-
95,053
30
Puget
Sound
Energy
Inc
5.638%
4/15/41
A
32,938
100
San
Diego
Gas
&
Electric
Co
3.000%
3/15/32
A
90,218
43
San
Diego
Gas
&
Electric
Co
4.150%
5/15/48
A
41,018
94
Sempra
Energy
6.000%
10/15/39
BBB
106,639
60
Southern
California
Edison
Co
0.975%
8/01/24
A-
56,699
12
Southern
California
Edison
Co
6.650%
4/01/29
BBB
13,077
10
Southern
California
Edison
Co
5.625%
2/01/36
A-
10,407
178
Southern
California
Edison
Co
4.500%
9/01/40
A-
164,203
100
Southern
California
Gas
Co
2.950%
4/15/27
A
95,629
50
Southern
Co
Gas
Capital
Corp
1.750%
1/15/31
BBB+
40,205
21
Southern
Co/The
2.950%
7/01/23
BBB
21,009
30
Southern
Co/The
3.750%
9/15/51
BBB-
27,000
10
Southwest
Gas
Corp
3.700%
4/01/28
BBB+
9,618
20
Southwest
Gas
Corp
3.800%
9/29/46
BBB+
16,901
100
Southwestern
Electric
Power
Co
3.250%
11/01/51
BBB+
76,318
12
Tucson
Electric
Power
Co
3.050%
3/15/25
A-
11,841
100
Tucson
Electric
Power
Co
3.250%
5/15/32
A-
92,005
30
Tucson
Electric
Power
Co
3.250%
5/01/51
A-
23,728
50
Union
Electric
Co
2.150%
3/15/32
A
42,376
60
Union
Electric
Co
5.300%
8/01/37
A
62,672
222
Virginia
Electric
and
Power
Co
6.000%
5/15/37
A
253,169
100
Virginia
Electric
and
Power
Co
2.950%
11/15/51
A
77,596
20
Washington
Gas
Light
Co
3.796%
9/15/46
A-
18,050
100
WEC
Energy
Group
Inc
2.200%
12/15/28
BBB+
88,490
20
Wisconsin
Electric
Power
Co
1.700%
6/15/28
A
17,662
10
Wisconsin
Power
and
Light
Co
1.950%
9/16/31
A-
8,374
48
Wisconsin
Public
Service
Corp
3.671%
12/01/42
A
42,091
40
Xcel
Energy
Inc
2.350%
11/15/31
BBB+
33,844
6,785
Total
Utility
6,393,502
74,915
Total
Corporate
Debt
(cost
$79,857,586)
69,591,663
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
SECURITIZED
-
27.5%
200
Bank
2019-BNK19
2.926%
8/15/61
AAA
187,021
200
Benchmark
2021-B24
Mortgage
Trust
2.264%
3/15/54
AAA
176,096
180
Citigroup
Commercial
Mortgage
Trust
2016-C1
3.209%
5/10/49
AAA
175,326
100
Citibank
Credit
Card
Issuance
Trust
2018-A3
3.290%
5/23/25
AAA
100,731
100
Exeter
Automobile
Receivables
Trust
2022-1A
2.180%
6/15/26
AA
97,792
337
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2.701%
4/25/29
N/R
330,113
195
Fannie
Mae-Aces
2018-M7
3.143%
3/25/28
N/R
193,636
250
Fannie
Mae-Aces
2018-M10
3.476%
7/25/28
N/R
251,924
100
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
0.861%
6/25/27
AAA
91,869
198
Fannie
Mae
Pool
MA3490
4.000%
10/01/33
N/R
202,588
199
Fannie
Mae
Pool
MA3574
3.500%
1/01/49
N/R
194,584
307
Fannie
Mae
Pool
MA2941
3.500%
3/01/32
N/R
307,469
356
Fannie
Mae
Pool
MA3120
3.500%
9/01/47
N/R
349,740
191
Fannie
Mae
Pool
MA4377
1.500%
7/01/51
N/R
161,433
122
Fannie
Mae
Pool
MA3536
4.000%
12/01/48
N/R
121,406
219
Fannie
Mae
Pool
MA3358
4.500%
5/01/48
N/R
223,498
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
(continued)
Portfolio
of
Investments
April
30,
2022
(Unaudited)
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
$
282
Fannie
Mae
Pool
MA4378
2.000%
7/01/51
N/R
$
249,053
376
Fannie
Mae
Pool
MA4423
2.500%
9/01/41
N/R
349,140
277
Fannie
Mae
Pool
MA4387
2.000%
7/01/41
N/R
248,463
183
Fannie
Mae
Pool
MA4402
1.500%
8/01/36
N/R
167,816
139
Fannie
Mae
Pool
MA3890
3.000%
1/01/40
N/R
133,127
172
Fannie
Mae
Pool
MA4302
1.500%
4/01/36
N/R
157,731
390
Fannie
Mae
Pool
MA4465
2.000%
11/01/51
N/R
344,509
135
Fannie
Mae
Pool
MA3865
3.000%
12/01/34
N/R
133,506
169
Fannie
Mae
Pool
MA3957
3.500%
3/01/35
N/R
170,038
135
Fannie
Mae
Pool
MA4310
1.500%
4/01/41
N/R
116,051
207
Fannie
Mae
Pool
MA4330
2.500%
5/01/36
N/R
198,082
371
Fannie
Mae
Pool
MA4304
1.500%
4/01/51
N/R
313,777
371
Fannie
Mae
Pool
MA4327
3.000%
5/01/51
N/R
351,595
358
Fannie
Mae
Pool
MA4359
1.500%
6/01/36
N/R
327,705
339
Fannie
Mae
Pool
MA4516
2.000%
1/01/37
N/R
318,448
100
Ford
Credit
Auto
Owner
Trust
2022-A
1.290%
6/15/26
AAA
96,450
100
Ford
Credit
Floorplan
Master
Owner
Trust
2017-3
2.480%
9/15/24
AAA
100,271
189
Ginnie
Mae
II
Pool
MA6542
3.500%
3/20/50
AAA
185,563
297
Ginnie
Mae
II
Pool
MA7826
2.000%
1/20/52
AAA
269,836
237
Ginnie
Mae
II
Pool
MA6283
3.000%
11/20/49
N/R
227,114
317
Ginnie
Mae
II
Pool
MA6995
2.500%
11/20/50
AAA
294,639
280
Ginnie
Mae
II
Pool
MA7054
3.500%
12/20/50
AAA
274,727
198
Ginnie
Mae
II
Pool
MA7827
2.500%
1/20/52
AAA
183,769
200
GS
Mortgage
Securities
Trust
2019-GC38
3.968%
2/10/52
AAA
199,614
100
Honda
Auto
Receivables
2021-2
Owner
Trust
0.330%
8/15/25
AAA
97,261
100
Mercedes-Benz
Auto
Lease
Trust
2021-B
0.400%
11/15/24
AAA
97,061
100
Morgan
Stanley
Capital
I
Trust
2021-L5
1.518%
5/15/54
AAA
91,481
100
Santander
Drive
Auto
Receivables
Trust
2021-2
0.900%
6/15/26
A
96,996
227
Wells
Fargo
Commercial
Mortgage
Trust
2016-C32
3.324%
1/15/59
AAA
225,514
300
Wells
Fargo
Commercial
Mortgage
Trust
2019-C49
3.760%
3/15/52
AAA
292,063
917
Fannie
Mae
Pool
MA3143
3.000%
9/01/47
N/R
876,487
1,063
Fannie
Mae
Pool
MA4437
2.000%
10/01/51
N/R
939,588
1,150
Fannie
Mae
Pool
MA3774
3.000%
9/01/49
N/R
1,088,803
1,005
Fannie
Mae
Pool
MA4255
2.000%
2/01/51
N/R
889,540
992
Fannie
Mae
Pool
MA4565
3.500%
3/01/52
N/R
963,523
1,000
Fannie
Mae
Pool
MA4684,
(WI/DD,
Settling
5/12/22)
4.500%
5/01/52
N/R
1,020,651
932
Fannie
Mae
Pool
MA4512
2.500%
1/01/52
N/R
851,830
924
Ginnie
Mae
II
Pool
MA6338
3.000%
12/20/49
AAA
885,033
927
Ginnie
Mae
II
Pool
MA7472
2.500%
7/20/51
AAA
861,889
898
Ginnie
Mae
II
Pool
MA7938
3.500%
3/20/52
AAA
880,086
800
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2.862%
5/25/26
N/R
788,129
775
Fannie
Mae
Pool
MA3905
3.000%
1/01/50
N/R
733,215
698
Fannie
Mae
Pool
MA4074
2.000%
7/01/35
N/R
654,686
831
Fannie
Mae
Pool
MA4268
2.000%
2/01/41
N/R
747,969
911
Fannie
Mae
Pool
MA4254
1.500%
2/01/51
N/R
770,502
712
Fannie
Mae
Pool
MA4298
2.500%
3/01/36
N/R
684,739
920
Fannie
Mae
Pool
MA4325
2.000%
5/01/51
N/R
814,026
717
Fannie
Mae
Pool
MA4357
3.000%
6/01/51
N/R
678,283
700
Fannie
Mae
Pool
MA4644
4.000%
5/01/52
N/R
697,249
860
Ginnie
Mae
II
Pool
MA6864
2.000%
9/20/50
AAA
782,284
790
Ginnie
Mae
II
Pool
MA6865
2.500%
9/20/50
AAA
734,836
896
Ginnie
Mae
II
Pool
MA7704
2.000%
11/20/51
AAA
815,118
649
Ginnie
Mae
II
Pool
MA7367
2.500%
5/20/51
AAA
603,602
500
BBCMS
Mortgage
Trust
2020-C6
2.690%
2/15/53
AAA
485,959
367
Capital
One
Multi-Asset
Execution
Trust
2019-A2
1.720%
8/15/24
AAA
367,373
500
COMM
2015-LC19
Mortgage
Trust
3.183%
2/10/48
AAA
492,338
482
Fannie
Mae
Pool
MA4397
1.500%
8/01/51
N/R
407,610
386
Fannie
Mae
Pool
MA4439
3.000%
10/01/51
N/R
364,949
616
Fannie
Mae
Pool
MA4180
2.500%
11/01/35
N/R
591,299
585
Fannie
Mae
Pool
MA4278
1.500%
3/01/36
N/R
535,849
620
Fannie
Mae
Pool
MA4123
2.000%
9/01/35
N/R
582,168
631
Fannie
Mae
Pool
MA4334
2.500%
5/01/41
N/R
585,079
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
$
537
Fannie
Mae
Pool
MA4513
3.000%
1/01/52
N/R
$
507,789
499
Fannie
Mae
Pool
MA4579
3.000%
4/01/52
N/R
470,947
569
Ginnie
Mae
II
Pool
MA3663
3.500%
5/20/46
N/R
564,389
522
Ginnie
Mae
II
Pool
MA7136
2.500%
1/20/51
N/R
485,382
546
Ginnie
Mae
II
Pool
MA7051
2.000%
12/20/50
AAA
498,107
591
Ginnie
Mae
II
Pool
MA7312
2.500%
4/20/51
AAA
549,498
520
Ginnie
Mae
II
Pool
MA6038
3.000%
7/20/49
N/R
499,374
500
Ginnie
Mae
II
Pool
MA8046,
(WI/DD,
Settling
5/19/22)
4.500%
5/20/52
AAA
512,105
498
Ginnie
Mae
II
Pool
MA7937
3.000%
3/20/52
AAA
475,821
7,945
Fannie
Mae
Pool
MA4493
2.500%
12/01/51
N/R
7,258,858
1,597
Fannie
Mae
Pool
MA4549
3.000%
2/01/52
N/R
1,507,203
1,576
Fannie
Mae
Pool
MA4511
2.000%
12/01/51
N/R
1,392,387
1,660
Ginnie
Mae
II
Pool
MA7882
3.000%
2/20/52
AAA
1,585,546
1,924
Fannie
Mae
Pool
FM5488
4.000%
5/01/49
N/R
1,923,953
2,269
Fannie
Mae
Pool
MA4182
2.000%
11/01/50
N/R
2,010,425
1,469
Fannie
Mae
Pool
MA4398
2.000%
8/01/51
N/R
1,298,077
1,462
Fannie
Mae
Pool
MA4208
2.000%
12/01/50
N/R
1,295,357
1,333
Fannie
Mae
Pool
MA4536
2.000%
2/01/37
N/R
1,251,227
2,802
Fannie
Mae
Pool
FM5665
3.500%
8/01/48
N/R
2,757,763
2,841
Fannie
Mae
Pool
MA4563
2.500%
3/01/52
N/R
2,595,413
2,550
Fannie
Mae
Pool
MA4305
2.000%
4/01/51
N/R
2,256,696
1,952
Fannie
Mae
Pool
MA4355
2.000%
6/01/51
N/R
1,726,976
50
AmeriCredit
Automobile
Receivables
Trust
2021-2
1.010%
1/19/27
A+
46,915
20
BA
Credit
Card
Trust
0.440%
9/15/26
AAA
18,984
100
Benchmark
2021-B27
Mortgage
Trust
2.703%
7/15/54
A-
83,267
100
BANK
2021-BNK35
2.067%
6/15/64
AAA
89,939
100
BANK
2021-BNK34
1.935%
6/15/63
AAA
92,840
100
Benchmark
2021-B28
Mortgage
Trust
2.073%
8/15/54
AAA
89,800
66
Carmax
Auto
Owner
Trust
2020-1
1.890%
12/16/24
AAA
65,133
100
CarMax
Auto
Owner
Trust
2022-1
1.700%
8/16/27
AAA
94,581
75
Carvana
Auto
Receivables
Trust
2022-N1,
144A
4.130%
12/11/28
BBB
73,490
100
Discover
Card
Execution
Note
Trust
0.580%
9/15/26
AAA
94,078
98
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
1.101%
8/25/30
AAA
87,064
99
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
1.353%
11/25/30
AAA
89,115
62
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
1.760%
3/25/28
AAA
56,825
100
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
1.647%
5/25/31
N/R
85,622
100
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
1.770%
5/25/28
AAA
91,285
100
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2.007%
7/25/35
N/R
89,072
62
Fannie
Mae
Pool
MA3182
3.500%
11/01/47
N/R
60,501
90
Fannie
Mae
Pool
MA3392
3.500%
6/01/33
N/R
90,705
68
Fannie
Mae
Pool
MA3828
3.000%
11/01/34
N/R
67,392
80
Fannie
Mae
Pool
MA4316
2.500%
4/01/36
N/R
76,909
95
Fannie
Mae
Pool
MA4364
2.000%
6/01/41
N/R
85,134
89
Fannie
Mae
Pool
MA4366
2.500%
6/01/41
N/R
82,776
103
Fannie
Mae
Pool
MA4337
4.000%
4/01/51
N/R
102,247
84
Fannie
Mae
Pool
MA4361
2.500%
6/01/36
N/R
80,837
86
Ginnie
Mae
II
Pool
MA5398
4.000%
8/20/48
N/R
86,174
74
Ginnie
Mae
II
Pool
MA5264
4.000%
6/20/48
N/R
75,283
96
Ginnie
Mae
II
Pool
MA6600
3.500%
4/20/50
AAA
94,127
94
Ginnie
Mae
II
Pool
MA6820
3.000%
8/20/50
AAA
89,638
95
Ginnie
Mae
II
Pool
MA6931
2.500%
10/20/50
AAA
88,393
50
GM
Financial
Consumer
Automobile
Receivables
Trust
2022-1
1.260%
11/16/26
AAA
48,018
100
GM
Financial
Automobile
Leasing
Trust
2021-2
0.690%
5/20/25
AA
96,312
50
John
Deere
Owner
Trust
0.740%
5/15/28
AAA
46,454
100
Toyota
Auto
Receivables
2021-B
Owner
Trust
0.530%
10/15/26
AAA
93,596
90
Verizon
Master
Trust
0.500%
5/20/27
AAA
85,154
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
(continued)
Portfolio
of
Investments
April
30,
2022
(Unaudited)
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
$
100
World
Omni
Auto
Receivables
Trust
2021-B
0.420%
6/15/26
AAA
$
96,272
73,895
Total
Securitized
(cost
$75,919,887)
68,868,543
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
GOVERNMENT
RELATED
-
6.1%
Government
Agency
-
2.6%
10
Equinor
ASA
3.250%
11/10/24
AA-
9,981
10
Equinor
ASA
3.000%
4/06/27
AA-
9,696
10
Equinor
ASA
3.625%
9/10/28
AA-
9,878
214
Equinor
ASA
3.125%
4/06/30
AA-
203,025
10
Equinor
ASA
3.950%
5/15/43
AA-
9,394
10
Equinor
ASA
3.700%
4/06/50
AA-
9,003
120
Export
Development
Canada
2.500%
1/24/23
AAA
120,338
390
Federal
Home
Loan
Banks
2.375%
9/08/23
N/R
389,389
440
Federal
Home
Loan
Banks
2.500%
2/13/24
N/R
439,043
100
Federal
Home
Loan
Banks
2.125%
2/28/24
AA+
99,032
240
Federal
Home
Loan
Banks
2.875%
6/14/24
N/R
240,667
150
Federal
Home
Loan
Banks
3.250%
11/16/28
N/R
151,676
100
Federal
National
Mortgage
Association
0.300%
8/03/23
N/R
97,330
81
Federal
National
Mortgage
Association
2.625%
9/06/24
N/R
80,698
70
Federal
National
Mortgage
Association
1.625%
1/07/25
N/R
67,725
200
Federal
National
Mortgage
Association
0.625%
4/22/25
N/R
187,180
200
Federal
National
Mortgage
Association
(3)
0.500%
6/17/25
N/R
185,447
200
Federal
National
Mortgage
Association
1.875%
9/24/26
N/R
191,013
529
Federal
National
Mortgage
Association
5.625%
7/15/37
N/R
658,075
100
Israel
Government
AID
Bond
5.500%
12/04/23
AAA
104,222
10
Israel
Government
AID
Bond
5.500%
9/18/33
AAA
12,047
200
Japan
Bank
for
International
Cooperation
1.750%
10/17/24
A+
194,006
99
Japan
Bank
for
International
Cooperation
2.500%
5/28/25
A+
97,173
200
Japan
Bank
for
International
Cooperation
0.625%
7/15/25
A+
184,390
180
Japan
Bank
for
International
Cooperation
2.875%
6/01/27
A+
176,519
10
Korea
Development
Bank/The
(3)
2.750%
3/19/23
AA
9,999
100
Korea
Development
Bank/The
2.125%
10/01/24
AA
97,849
200
Korea
Development
Bank/The
2.250%
2/24/27
AA
188,843
40
Korea
Development
Bank/The
1.375%
4/25/27
AA
35,992
774
Kreditanstalt
fuer
Wiederaufbau
2.500%
11/20/24
AAA
766,237
100
Kreditanstalt
fuer
Wiederaufbau
1.250%
1/31/25
AAA
95,620
9
Kreditanstalt
fuer
Wiederaufbau
0.375%
7/18/25
AAA
8,283
100
Kreditanstalt
fuer
Wiederaufbau
3.000%
5/20/27
AAA
99,786
10
Landwirtschaftliche
Rentenbank
3.125%
11/14/23
AAA
10,068
50
Landwirtschaftliche
Rentenbank
2.000%
1/13/25
AAA
48,773
150
Landwirtschaftliche
Rentenbank
0.500%
5/27/25
AAA
139,149
109
Oesterreichische
Kontrollbank
AG
(3)
3.125%
11/07/23
AA+
109,714
100
Oesterreichische
Kontrollbank
AG
0.500%
9/16/24
AA+
94,522
200
Svensk
Exportkredit
AB
1.750%
12/12/23
AA+
196,926
10
Svensk
Exportkredit
AB
0.625%
5/14/25
AA+
9,297
61
Tennessee
Valley
Authority
4.700%
7/15/33
AAA
67,886
170
Tennessee
Valley
Authority
5.500%
6/15/38
AAA
206,462
16
Tennessee
Valley
Authority
5.250%
9/15/39
AAA
18,980
6,082
Total
Government
Agency
6,131,333
Municipal
Bonds
-
1.0%
(4)
9
Province
of
Alberta
Canada(No
Opt.
Call)
2.200%
7/26/22
AA-
9,010
250
Province
of
Alberta
Canada(No
Opt.
Call)
1.000%
5/20/25
AA-
234,770
160
Province
of
Alberta
Canada(No
Opt.
Call)
3.300%
3/15/28
AA-
159,895
40
Province
of
Alberta
Canada(No
Opt.
Call)
(3)
1.300%
7/22/30
AA-
34,267
59
Province
of
British
Columbia
Canada(No
Opt.
Call)
2.000%
10/23/22
AA+
59,100
100
Province
of
British
Columbia
Canada(No
Opt.
Call)
1.750%
9/27/24
AA+
97,250
50
Province
of
British
Columbia
Canada(No
Opt.
Call)
2.250%
6/02/26
AA+
48,281
110
Province
of
British
Columbia
Canada(No
Opt.
Call)
0.900%
7/20/26
AA+
100,236
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Municipal
Bonds
(continued)
$
9
Province
of
Manitoba
Canada(No
Opt.
Call)
2.125%
5/04/22
A+
$
9,000
10
Province
of
Manitoba
Canada(No
Opt.
Call)
2.100%
9/06/22
A+
10,013
100
Province
of
Manitoba
Canada(No
Opt.
Call)
2.600%
4/16/24
A+
99,531
100
Province
of
Manitoba
Canada(No
Opt.
Call)
1.500%
10/25/28
A+
89,526
70
Province
of
New
Brunswick
Canada(No
Opt.
Call)
3.625%
2/24/28
A+
71,518
50
Province
of
Ontario
Canada(No
Opt.
Call)
2.250%
5/18/22
AA-
50,029
50
Province
of
Ontario
Canada(No
Opt.
Call)
2.200%
10/03/22
A+
50,107
516
Province
of
Ontario
Canada(No
Opt.
Call)
1.750%
1/24/23
AA-
514,808
10
Province
of
Ontario
Canada(No
Opt.
Call)
3.400%
10/17/23
AA-
10,103
60
Province
of
Ontario
Canada(No
Opt.
Call)
3.200%
5/16/24
AA-
60,295
200
Province
of
Ontario
Canada(No
Opt.
Call)
2.500%
4/27/26
AA-
195,016
100
Province
of
Ontario
Canada(No
Opt.
Call)
1.800%
10/14/31
AA-
87,483
100
Province
of
Ontario
Canada(No
Opt.
Call)
2.125%
1/21/32
AA-
89,759
20
Province
of
Quebec
Canada(No
Opt.
Call)
2.625%
2/13/23
AA-
20,070
89
Province
of
Quebec
Canada(No
Opt.
Call)
2.875%
10/16/24
AA-
88,854
180
Province
of
Quebec
Canada(No
Opt.
Call)
1.500%
2/11/25
AA-
172,769
50
Province
of
Quebec
Canada(No
Opt.
Call)
0.600%
7/23/25
AA-
46,208
295
Province
of
Quebec
Canada(No
Opt.
Call)
2.500%
4/20/26
AA-
287,823
70
Province
of
Quebec
Canada(No
Opt.
Call)
(3)
2.750%
4/12/27
AA-
68,629
2,857
Total
Municipal
Bonds
2,764,350
Sovereign
Debt
-
2.5%
10
African
Development
Bank
3.000%
9/20/23
AAA
10,055
100
African
Development
Bank
0.875%
7/22/26
AAA
91,444
179
Asian
Development
Bank
2.750%
3/17/23
AAA
179,878
400
Asian
Development
Bank
1.500%
10/18/24
AAA
386,400
100
Asian
Development
Bank
1.500%
1/20/27
AAA
93,249
100
Asian
Development
Bank
1.875%
3/15/29
AAA
92,565
100
Asian
Development
Bank
3.125%
4/27/32
AAA
99,962
10
Canada
Government
International
Bond
2.000%
11/15/22
AAA
10,011
100
Canada
Government
International
Bond
1.625%
1/22/25
AAA
96,598
100
Canada
Government
International
Bond
2.875%
4/28/25
AAA
99,742
20
Chile
Government
International
Bond
3.240%
2/06/28
A
19,115
210
Chile
Government
International
Bond
2.450%
1/31/31
A
183,110
200
Chile
Government
International
Bond
3.250%
9/21/71
A
135,730
20
Council
Of
Europe
Development
Bank
1.375%
2/27/25
AA+
19,143
50
Council
Of
Europe
Development
Bank
0.875%
9/22/26
AA+
45,603
100
European
Bank
for
Reconstruction
&
Development
2.750%
3/07/23
AAA
100,453
170
European
Investment
Bank
1.375%
5/15/23
AAA
168,318
70
European
Investment
Bank
2.875%
8/15/23
AAA
70,300
311
European
Investment
Bank
3.125%
12/14/23
AAA
313,302
90
European
Investment
Bank
2.250%
6/24/24
AAA
88,988
100
European
Investment
Bank
2.750%
8/15/25
AAA
99,399
100
European
Investment
Bank
0.750%
10/26/26
AAA
90,525
100
European
Investment
Bank
1.375%
3/15/27
AAA
92,610
100
Hungary
Government
International
Bond
5.750%
11/22/23
BBB
103,154
14
Hungary
Government
International
Bond
7.625%
3/29/41
BBB
17,611
130
Inter-American
Development
Bank
2.000%
7/23/26
AAA
124,602
100
Inter-American
Development
Bank
1.500%
1/13/27
AAA
93,326
100
Inter-American
Development
Bank
1.125%
7/20/28
AAA
88,977
340
Inter-American
Development
Bank
3.875%
10/28/41
AAA
361,830
99
International
Bank
for
Reconstruction
&
Development
7.625%
1/19/23
AAA
102,885
100
International
Bank
for
Reconstruction
&
Development
2.500%
3/19/24
AAA
99,569
535
International
Bank
for
Reconstruction
&
Development
1.500%
8/28/24
AAA
518,961
151
International
Bank
for
Reconstruction
&
Development
2.125%
3/03/25
AAA
147,834
60
International
Bank
for
Reconstruction
&
Development
3.125%
11/20/25
AAA
60,278
100
International
Bank
for
Reconstruction
&
Development
1.625%
11/03/31
AAA
87,750
100
International
Bank
for
Reconstruction
&
Development
2.500%
3/29/32
AAA
94,577
100
International
Finance
Corp
0.375%
7/16/25
AAA
92,051
20
International
Finance
Corp
2.125%
4/07/26
AAA
19,327
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
(continued)
Portfolio
of
Investments
April
30,
2022
(Unaudited)
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.).
Principal
Amount
(000)
Description
(1)
Coupon
Maturity
Ratings
(2)
Value
Sovereign
Debt
(continued)
$
240
Israel
Government
International
Bond
2.750%
7/03/30
A+
$
226,800
60
Israel
Government
International
Bond
3.875%
7/03/50
A+
56,955
80
Korea
International
Bond
2.750%
1/19/27
AA
78,132
10
Korea
International
Bond
2.500%
6/19/29
AA-
9,535
20
Korea
International
Bond
1.000%
9/16/30
AA
16,815
60
Korea
International
Bond
1.750%
10/15/31
AA
53,215
70
Nordic
Investment
Bank
2.250%
5/21/24
AAA
69,331
120
Panama
Government
International
Bond
4.000%
9/22/24
BBB
120,389
10
Panama
Government
International
Bond
3.750%
3/16/25
BBB
9,950
20
Panama
Government
International
Bond
3.160%
1/23/30
BBB
18,135
250
Panama
Government
International
Bond
4.500%
5/15/47
BBB
217,930
70
Panama
Government
International
Bond
4.500%
4/16/50
N/R
60,318
30
Peruvian
Government
International
Bond
4.125%
8/25/27
BBB
29,803
180
Peruvian
Government
International
Bond
2.844%
6/20/30
BBB
160,249
70
Peruvian
Government
International
Bond
2.783%
1/23/31
BBB
60,646
65
Peruvian
Government
International
Bond
3.000%
1/15/34
BBB
54,129
96
Peruvian
Government
International
Bond
5.625%
11/18/50
BBB
105,273
10
Republic
of
Italy
Government
International
Bond
0.875%
5/06/24
BBB-
9,513
100
Republic
of
Italy
Government
International
Bond
1.250%
2/17/26
BBB-
90,920
270
Republic
of
Italy
Government
International
Bond
2.875%
10/17/29
BBB-
246,022
110
Republic
of
Poland
Government
International
Bond
4.000%
1/22/24
A-
111,079
20
Uruguay
Government
International
Bond
4.375%
10/27/27
BBB
20,400
42
Uruguay
Government
International
Bond
4.375%
1/23/31
BBB
43,051
200
Uruguay
Government
International
Bond
4.125%
11/20/45
BBB
192,198
6,992
Total
Sovereign
Debt
6,660,020
15,931
Total
Government
Related
(cost
$17,055,571)
15,555,703
Total
Long-Term
Investments
(cost
$275,531,536)
248,036,217
Shares
Description
(1)
Coupon
Value
INVESTMENTS
PURCHASED
WITH
COLLATERAL
FROM
SECURITIES
LENDING
-
0.5%
MONEY
MARKET
FUNDS
-
0.5%
1,164,289
State
Street
Navigator
Securities
Lending
Government
Money
Market
Portfolio
(5)
0.310%(6)
$
1,164,289
1,164
Total
Money
Market
Funds
(cost
$1,164,289)
1,164,289
Total
Investments
Purchased
with
Collateral
from
Securities
Lending
(cost
$1,164,289)
1,164,289
Total
Investments
(cost
$
276,695,825
)
-
99
.6
%
249,200,506
Other
Assets
Less
Liabilities
-
0.4%
1,032,930
Net
Assets
-
100%
$
250,233,436
Level
3
–
Prices
are
determined
using
significant
unobservable
inputs
(including
management’s
assumptions
in
determining
the
fair
value
of
investments).
The
following
table
summarizes
the
market
value
of
the
Fund's
investments
as
of
the
end
of
the
reporting
period,
based
on
the
inputs
used
to
value
them:
Level
1
Level
2
Level
3
Total
Long-Term
Investments:
U.S.
Treasury
$
–
$
94,020,308
$
–
$
94,020,308
Corporate
Debt
–
69,591,663
–
69,591,663
Securitized
–
68,868,543
–
68,868,543
Government
Related
–
15,555,703
–
15,555,703
Investments
Purchased
with
Collateral
from
Securities
Lending:
1,164,289
–
–
1,164,289
Total
$
1,164,289
$
248,036,217
$
–
$
249,200,506
For
Fund
portfolio
compliance
purposes,
the
Fund’s
industry
classifications
refer
to
any
one
or
more
of
the
industry
sub-classifications
used
by
one
or
more
widely
recognized
market
indexes
or
ratings
group
indexes,
and/or
as
defined
by
Fund
management.
This
definition
may
not
apply
for
purposes
of
this
report,
which
may
combine
industry
sub-classifications
into
sectors
for
reporting
ease.
(1)
All
percentages
shown
in
the
Portfolio
of
Investments
are
based
on
net
assets.
(2)
The
Fund
uses
credit
quality
ratings
for
its
portfolio
securities
provided
by
Moody’s,
S&P
and
Fitch.
If
all
three
of
Moody’s,
S&P,
and
Fitch
provide
a
rating
for
a
security,
the
middle
is
used;
if
two
of
the
three
agencies
rate
a
security,
the
lower
rating
is
used;
and
if
only
one
rating
agency
rates
a
security,
that
rating
is
used.
AAA,
AA,
A,
and
BBB
are
investment
grade
ratings;
BB,
B,
CCC/CC/C
and
D
are
below-investment
grade
ratings.
Credit
ratings
are
subject
to
change.
Holdings
designated
N/R
are
not
rated
by
Moody’s,
S&P
or
Fitch.
(3)
Investment,
or
a
portion
of
investment,
is
out
on
loan
for
securities
lending.
The
total
value
of
the
securities
out
on
loan
as
of
the
end
of
the
reporting
period
was
$1,132,289.
(4)
Optional
Call
Provisions:
Dates
(month
and
year)
and
prices
of
the
earliest
optional
call
or
redemption.
There
may
be
other
call
provisions
at
varying
prices
at
later
dates.
Certain
mortgage-backed
securities
may
be
subject
to
periodic
principal
paydowns.
(5)
The
Fund
may
loan
securities
representing
up
to
one
third
of
the
market
value
of
its
total
assets
(which
includes
collateral
for
securities
on
loan)
to
broker
dealers,
banks,
and
other
institutions.
The
collateral
maintained
by
the
Fund
shall
have
a
market
value,
at
the
inception
of
each
loan,
equal
to
not
less
than
100%
of
the
market
value
of
the
loaned
securities.
The
cash
collateral
received
by
the
Fund
is
invested
in
this
money
market
fund.
(6)
The
rate
shown
is
the
one-day
yield
as
of
the
end
of
the
reporting
period.
144A
Investment
is
exempt
from
registration
under
Rule
144A
of
the
Securities
Act
of
1933,
as
amended.
These
investments
may
only
be
resold
in
transactions
exempt
from
registration,
which
are
normally
those
transactions
with
qualified
institutional
buyers.
WI/DD
Purchased
on
a
when-issued
or
delayed
delivery
basis.