1

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)

2

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

3

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)

4

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

5

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)

6

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

7

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)

8

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

9

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)

10

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

11

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)

12

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

13

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)

14

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

15

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)

16

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

17

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)

18

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

19

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)

20

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

21

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.

22

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

23

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

24

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

25

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

26

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

27

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

28

Part

F

of

Form

N-PORT

was

prepared

in

accordance

with

U.S.

generally

accepted

accounting

principles

(“U.S.

GAAP”)

and

in

conformity

with

the

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission

(“SEC”)

related

to

interim

filings.

Part

F

of

Form

N-PORT

does

not

include

all

information

and

footnotes

required

by

U.S.

GAAP

for

complete

financial

statements.

Certain

footnote

disclosures

normally

included

in

financial

statements

prepared

in

accordance

with

U.S.

GAAP

have

been

condensed

or

omitted

from

this

report

pursuant

to

the

rules

of

the

SEC.

For

a

full

set

of

the

Fund’s

notes

to

financial

statements,

please

refer

to

the

Fund’s

most

recently

filed

annual

or

semi-annual

report.

Fair

Value

Measurements

The

Fund’s

investments

in

securities

are

recorded

at

their

estimated

fair

value

utilizing

valuation

methods

approved

by

the

Board

of

Directors/

Trustees.

Fair

value

is

defined

as

the

price

that

would

be

received

upon

selling

an

investment

or

transferring

a

liability

in

an

orderly

transaction

to

an

independent

buyer

in

the

principal

or

most

advantageous

market

for

the

investment.

U.S.

GAAP

establishes

the

three-tier

hierarchy

which

is

used

to

maximize

the

use

of

observable

market

data

and

minimize

the

use

of

unobservable

inputs

and

to

establish

classification

of

fair

value

measurements

for

disclosure

purposes.

Observable

inputs

reflect

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Observable

inputs

are

based

on

market

data

obtained

from

sources

independent

of

the

reporting

entity.

Unobservable

inputs

reflect

management’s

assumptions

about

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Unobservable

inputs

are

based

on

the

best

information

available

in

the

circumstances.

The

following

is

a

summary

of

the

three-tiered

hierarchy

of

valuation

input

levels.

Level

1

–

Inputs

are

unadjusted

and

prices

are

determined

using

quoted

prices

in

active

markets

for

identical

securities.

Level

2

–

Prices

are

determined

using

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

credit

spreads,

etc.).

Level

3

–

Prices

are

determined

using

significant

unobservable

inputs

(including

management’s

assumptions

in

determining

the

fair

value

of

investments).

The

following

table

summarizes

the

market

value

of

the

Fund's

investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

them:

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.

29

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.

30

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

31

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)

32

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

33

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)

34

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

35

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)

36

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

37

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)

38

(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

39

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)

40

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

41

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)

42

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

43

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)

44

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

45

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)

46

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

47

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)

48

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

49

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)

50

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

51

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)

52

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

53

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)

54

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

55

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)

56

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

57

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)

58

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

59

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.