1

Nuveen

Enhanced

Yield

U.S.

Aggregate

Bond

ETF

(NUAG)

Portfolio

of

Investments

October

31,

2022

(Unaudited)

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

LONG-TERM

INVESTMENTS

-

98.9%  

CORPORATE

DEBT

-

33.1%

Financials

-

9.1%

$

10

AerCap

Ireland

Capital

DAC

/

AerCap

Global

Aviation

Trust

2.875%

8/14/24

BBB-

$

9,370

2

AerCap

Ireland

Capital

DAC

/

AerCap

Global

Aviation

Trust

1.650%

10/29/24

BBB-

1,815

8

AerCap

Ireland

Capital

DAC

/

AerCap

Global

Aviation

Trust

1.750%

10/29/24

BBB-

7,250

18

AerCap

Ireland

Capital

DAC

/

AerCap

Global

Aviation

Trust

1.750%

1/30/26

BBB-

15,328

18

AerCap

Ireland

Capital

DAC

/

AerCap

Global

Aviation

Trust

2.450%

10/29/26

BBB-

15,200

5

AerCap

Ireland

Capital

DAC

/

AerCap

Global

Aviation

Trust

4.625%

10/15/27

BBB-

4,496

1

AerCap

Ireland

Capital

DAC

/

AerCap

Global

Aviation

Trust

3.000%

10/29/28

BBB-

808

8

AerCap

Ireland

Capital

DAC

/

AerCap

Global

Aviation

Trust

3.300%

1/30/32

BBB-

6,004

4

Aetna

Inc

4.500%

5/15/42

BBB

3,178

10

Aetna

Inc

4.750%

3/15/44

BBB

8,117

12

Affiliated

Managers

Group

Inc

3.500%

8/01/25

BBB+

11,414

10

Affiliated

Managers

Group

Inc

3.300%

6/15/30

BBB+

8,146

2

Air

Lease

Corp

3.875%

7/03/23

BBB

1,977

7

Air

Lease

Corp

0.800%

8/18/24

BBB

6,374

10

Air

Lease

Corp

3.250%

3/01/25

BBB

9,317

1

Air

Lease

Corp

1.875%

8/15/26

BBB

839

7

Air

Lease

Corp

2.200%

1/15/27

BBB

5,855

8

Air

Lease

Corp

3.625%

4/01/27

BBB

7,027

2

Air

Lease

Corp

3.250%

10/01/29

BBB

1,602

10

Air

Lease

Corp

3.000%

2/01/30

BBB

7,780

33

Aircastle

Ltd

4.125%

5/01/24

BBB-

31,449

5

Alexandria

Real

Estate

Equities

Inc

1.875%

2/01/33

BBB+

3,460

23

Alexandria

Real

Estate

Equities

Inc

3.550%

3/15/52

BBB+

14,822

5

Ally

Financial

Inc

1.450%

10/02/23

BBB-

4,795

18

Ally

Financial

Inc

2.200%

11/02/28

BBB-

13,726

1

Ally

Financial

Inc

8.000%

11/01/31

BBB-

1,026

13

American

Homes

4

Rent

LP

3.625%

4/15/32

BBB-

10,467

20

American

International

Group

Inc

2.500%

6/30/25

BBB+

18,580

9

Aon

Corp

2.800%

5/15/30

BBB+

7,376

1

Aon

Corp

/

Aon

Global

Holdings

PLC

2.600%

12/02/31

BBB+

773

5

Ares

Capital

Corp

3.875%

1/15/26

BBB-

4,483

7

Assurant

Inc

3.700%

2/22/30

BBB

5,761

10

Assurant

Inc

2.650%

1/15/32

BBB

7,195

1

Athene

Holding

Ltd

6.150%

4/03/30

BBB+

970

17

AXIS

Specialty

Finance

PLC

(3)

4.000%

12/06/27

BBB+

15,575

44

Banco

Santander

SA

2.749%

12/03/30

BBB

30,460

34

Bank

of

America

Corp

4.948%

7/22/28

A

32,430

100

Bank

of

America

Corp

4.571%

4/27/33

A

88,619

100

Bank

of

America

Corp

5.015%

7/22/33

A

91,706

6

Bank

of

Nova

Scotia

3.450%

4/11/25

A

5,717

57

Bank

of

Nova

Scotia

3.625%

10/27/81

BBB-

40,294

11

BankUnited

Inc

5.125%

6/11/30

BBB-

9,891

1

Barclays

PLC

1.007%

12/10/24

BBB+

936

13

Barclays

PLC

2.852%

5/07/26

BBB+

11,709

13

Barclays

PLC

5.200%

5/12/26

BBB

11,893

200

Barclays

PLC

5.501%

8/09/28

BBB+

184,615

3

Barclays

PLC

5.088%

6/20/30

BBB

2,522

4

Barclays

PLC

2.667%

3/10/32

BBB+

2,853

4

Barclays

PLC

2.894%

11/24/32

BBB+

2,832

4

Barclays

PLC

3.811%

3/10/42

BBB

2,365

10

BGC

Partners

Inc

5.375%

7/24/23

BBB-

9,946

12

BGC

Partners

Inc

3.750%

10/01/24

BBB-

11,401

6

Blackstone

Private

Credit

Fund

(3)

4.700%

3/24/25

BBB-

5,770

34

Blackstone

Private

Credit

Fund

2.625%

12/15/26

BBB-

27,908

Nuveen

Enhanced

Yield

U.S.

Aggregate

Bond

ETF

(NUAG)

(continued)

Portfolio

of

Investments

October

31,

2022

(Unaudited)

2

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Financials

(continued)

$

10

Blackstone

Secured

Lending

Fund

2.750%

9/16/26

BBB-

$

8,577

16

Blackstone

Secured

Lending

Fund

2.125%

2/15/27

BBB-

12,913

25

Boston

Properties

LP

3.400%

6/21/29

BBB+

20,669

14

Brighthouse

Financial

Inc

5.625%

5/15/30

BBB

13,024

11

Brixmor

Operating

Partnership

LP

4.125%

5/15/29

BBB-

9,423

24

Brown

&

Brown

Inc

2.375%

3/15/31

BBB-

17,714

4

Capital

One

Financial

Corp

3.900%

1/29/24

BBB+

3,920

4

Capital

One

Financial

Corp

1.343%

12/06/24

BBB+

3,789

4

Capital

One

Financial

Corp

4.250%

4/30/25

BBB+

3,851

7

Capital

One

Financial

Corp

4.166%

5/09/25

BBB+

6,727

6

Capital

One

Financial

Corp

1.878%

11/02/27

BBB+

4,991

4

Capital

One

Financial

Corp

3.800%

1/31/28

BBB+

3,574

151

Capital

One

Financial

Corp

4.927%

5/10/28

BBB+

140,194

7

Capital

One

Financial

Corp

3.273%

3/01/30

BBB+

5,745

6

Capital

One

Financial

Corp

(3)

2.359%

7/29/32

BBB

4,127

1

Capital

One

Financial

Corp

5.268%

5/10/33

BBB+

893

36

CI

Financial

Corp

3.200%

12/17/30

BBB-

26,045

9

Citigroup

Inc

4.140%

5/24/25

A-

8,750

2

Citigroup

Inc

3.290%

3/17/26

A-

1,873

20

Citigroup

Inc

4.450%

9/29/27

BBB

18,563

1

Citigroup

Inc

3.070%

2/24/28

A-

882

150

Citigroup

Inc

4.910%

5/24/33

A-

136,268

72

Citizens

Financial

Group

Inc

2.500%

2/06/30

BBB+

55,682

8

CNA

Financial

Corp

3.900%

5/01/29

BBB+

7,049

8

CNO

Financial

Group

Inc

5.250%

5/30/29

BBB-

7,312

20

Cooperatieve

Rabobank

UA

3.750%

7/21/26

BBB+

18,189

46

Corebridge

Financial

Inc,

144A

3.850%

4/05/29

BBB+

40,185

11

Corporate

Office

Properties

LP

2.900%

12/01/33

BBB-

7,414

15

Credit

Suisse

AG/New

York

NY

3.700%

2/21/25

A-

13,720

12

CubeSmart

LP

2.250%

12/15/28

BBB

9,630

4

Deutsche

Bank

AG/New

York

NY

1.447%

4/01/25

BBB

3,646

18

Deutsche

Bank

AG/New

York

NY

6.119%

7/14/26

BBB

17,156

4

Deutsche

Bank

AG/New

York

NY

2.129%

11/24/26

BBB

3,363

4

Deutsche

Bank

AG/New

York

NY

2.311%

11/16/27

BBB

3,193

1

Deutsche

Bank

AG/New

York

NY

3.547%

9/18/31

BBB

744

8

Digital

Realty

Trust

LP

(3)

4.450%

7/15/28

BBB

7,378

7

Discover

Financial

Services

4.500%

1/30/26

BBB

6,562

18

Discover

Financial

Services

4.100%

2/09/27

BBB

16,312

1

Elevance

Health

Inc

2.875%

9/15/29

BBB+

849

1

Elevance

Health

Inc

4.100%

5/15/32

BBB+

900

8

Elevance

Health

Inc

3.125%

5/15/50

BBB+

5,108

23

Enstar

Group

Ltd

3.100%

9/01/31

BBB-

15,935

10

EPR

Properties

3.750%

8/15/29

BBB-

7,353

3

Equitable

Holdings

Inc

4.350%

4/20/28

BBB+

2,784

13

Essex

Portfolio

LP

2.550%

6/15/31

BBB+

9,971

12

Extra

Space

Storage

LP

2.350%

3/15/32

BBB

8,684

24

Fairfax

Financial

Holdings

Ltd

4.625%

4/29/30

BBB-

21,100

11

Federal

Realty

Investment

Trust

3.500%

6/01/30

BBB+

9,163

21

Fidelity

National

Financial

Inc

3.400%

6/15/30

BBB

16,846

9

Fifth

Third

Bancorp

2.375%

1/28/25

BBB+

8,362

2

Fifth

Third

Bancorp

1.707%

11/01/27

BBB+

1,702

3

Fifth

Third

Bancorp

3.950%

3/14/28

BBB+

2,747

100

Fifth

Third

Bancorp

6.361%

10/27/28

BBB+

100,411

21

First

American

Financial

Corp

2.400%

8/15/31

BBB

14,642

26

FS

KKR

Capital

Corp

1.650%

10/12/24

BBB-

23,557

1

FS

KKR

Capital

Corp

3.250%

7/15/27

BBB-

819

16

GATX

Corp

4.550%

11/07/28

BBB

14,674

20

Goldman

Sachs

BDC

Inc

(3)

2.875%

1/15/26

BBB-

18,040

6

Goldman

Sachs

Group

Inc

3.000%

3/15/24

A-

5,801

100

Goldman

Sachs

Group

Inc

5.700%

11/01/24

BBB+

100,007

3

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Financials

(continued)

$

6

Goldman

Sachs

Group

Inc

1.948%

10/21/27

A-

$

5,098

4

Goldman

Sachs

Group

Inc

2.615%

4/22/32

A-

3,051

6

Goldman

Sachs

Group

Inc

2.383%

7/21/32

A-

4,465

1

Goldman

Sachs

Group

Inc

6.450%

5/01/36

BBB

969

33

Golub

Capital

BDC

Inc

2.050%

2/15/27

BBB-

26,440

12

Hartford

Financial

Services

Group

Inc

2.800%

8/19/29

BBB+

9,962

10

Healthcare

Realty

Holdings

LP

3.100%

2/15/30

BBB

8,039

11

Healthpeak

Properties

Inc

2.875%

1/15/31

BBB+

8,791

20

Hercules

Capital

Inc

3.375%

1/20/27

BBB-

16,560

10

Highwoods

Realty

LP

4.200%

4/15/29

BBB

8,427

5

Highwoods

Realty

LP

3.050%

2/15/30

BBB

3,897

11

Host

Hotels

&

Resorts

LP

3.500%

9/15/30

BBB-

8,627

196

HSBC

Holdings

PLC

6.800%

6/01/38

BBB+

169,406

10

Hudson

Pacific

Properties

LP

4.650%

4/01/29

BBB-

8,559

28

Humana

Inc

2.150%

2/03/32

BBB

21,063

15

Huntington

Bancshares

Inc/OH

4.000%

5/15/25

BBB+

14,458

12

Huntington

Bancshares

Inc/OH

2.550%

2/04/30

BBB+

9,525

11

Invitation

Homes

Operating

Partnership

LP

2.300%

11/15/28

BBB-

8,755

18

Jackson

Financial

Inc

(3)

5.170%

6/08/27

BBB

17,198

12

Janus

Henderson

US

Holdings

Inc

4.875%

8/01/25

BBB+

11,759

12

Jefferies

Financial

Group

Inc

5.500%

10/18/23

BBB

11,974

9

Jefferies

Group

LLC

/

Jefferies

Group

Capital

Finance

Inc

4.150%

1/23/30

BBB

7,630

6

JPMorgan

Chase

&

Co

1.470%

9/22/27

A+

5,041

10

JPMorgan

Chase

&

Co

2.069%

6/01/29

A+

8,082

4

JPMorgan

Chase

&

Co

3.702%

5/06/30

A+

3,482

6

JPMorgan

Chase

&

Co

2.545%

11/08/32

A+

4,528

12

JPMorgan

Chase

&

Co

4.912%

7/25/33

A+

10,919

150

JPMorgan

Chase

&

Co

5.717%

9/14/33

A-

139,831

22

Kemper

Corp

(3)

3.800%

2/23/32

BBB

17,911

67

KeyCorp

2.550%

10/01/29

BBB+

53,948

13

Kilroy

Realty

LP

2.650%

11/15/33

BBB

8,807

2

Kimco

Realty

Corp

2.250%

12/01/31

BBB+

1,472

12

Kimco

Realty

Corp

4.250%

4/01/45

BBB+

8,556

31

Lazard

Group

LLC

4.500%

9/19/28

BBB

28,117

11

Life

Storage

LP

2.400%

10/15/31

BBB

8,101

16

Lincoln

National

Corp

3.625%

12/12/26

BBB+

14,871

13

Lloyds

Banking

Group

PLC

4.716%

8/11/26

A-

12,300

13

LXP

Industrial

Trust

2.375%

10/01/31

BBB

9,396

31

Main

Street

Capital

Corp

3.000%

7/14/26

BBB-

26,306

9

Manulife

Financial

Corp

4.061%

2/24/32

BBB+

7,930

12

Markel

Corp

3.350%

9/17/29

BBB

10,182

20

Mitsubishi

UFJ

Financial

Group

Inc

5.017%

7/20/28

A

19,006

3

Morgan

Stanley

4.350%

9/08/26

BBB+

2,857

2

Morgan

Stanley

3.950%

4/23/27

BBB+

1,845

150

Morgan

Stanley

3.622%

4/01/31

A

127,541

1

Morgan

Stanley

4.889%

7/20/33

A

910

1

Morgan

Stanley

2.484%

9/16/36

BBB+

708

10

Nasdaq

Inc

3.850%

6/30/26

BBB+

9,521

6

National

Retail

Properties

Inc

2.500%

4/15/30

BBB+

4,733

12

National

Retail

Properties

Inc

3.000%

4/15/52

BBB+

6,720

6

NatWest

Group

PLC

4.269%

3/22/25

A-

5,785

13

NatWest

Group

PLC

3.754%

11/01/29

BBB

11,867

17

NatWest

Group

PLC

5.076%

1/27/30

A-

15,143

4

Nomura

Holdings

Inc

1.851%

7/16/25

BBB+

3,596

3

Nomura

Holdings

Inc

5.386%

7/06/27

BBB+

2,882

4

Nomura

Holdings

Inc

2.710%

1/22/29

BBB+

3,213

2

Nomura

Holdings

Inc

3.103%

1/16/30

BBB+

1,576

1

Nomura

Holdings

Inc

2.679%

7/16/30

BBB+

752

20

Oaktree

Specialty

Lending

Corp

2.700%

1/15/27

BBB-

16,586

7

Old

Republic

International

Corp

3.875%

8/26/26

BBB+

6,567

Nuveen

Enhanced

Yield

U.S.

Aggregate

Bond

ETF

(NUAG)

(continued)

Portfolio

of

Investments

October

31,

2022

(Unaudited)

4

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Financials

(continued)

$

13

Omega

Healthcare

Investors

Inc

3.625%

10/01/29

BBB-

$

10,346

10

ORIX

Corp

4.000%

4/13/32

A-

8,523

10

Owl

Rock

Capital

Corp

3.750%

7/22/25

BBB-

9,136

18

Owl

Rock

Capital

Corp

4.250%

1/15/26

BBB-

16,278

1

Owl

Rock

Capital

Corp

2.625%

1/15/27

BBB-

801

24

OWL

Rock

Core

Income

Corp

4.700%

2/08/27

Baa3

21,106

13

Piedmont

Operating

Partnership

LP

2.750%

4/01/32

BBB

8,977

33

Prospect

Capital

Corp

3.437%

10/15/28

BBB-

24,061

8

Prudential

Financial

Inc

(3)

5.375%

5/15/45

BBB+

7,486

7

Prudential

Financial

Inc

5.700%

9/15/48

BBB+

6,402

1

Prudential

Financial

Inc

3.700%

10/01/50

BBB+

777

8

Radian

Group

Inc

6.625%

3/15/25

Baa3

7,901

2

Regency

Centers

LP

2.950%

9/15/29

BBB+

1,625

7

Regency

Centers

LP

4.400%

2/01/47

BBB+

5,082

34

Regions

Financial

Corp

1.800%

8/12/28

BBB+

27,634

8

Reinsurance

Group

of

America

Inc

4.700%

9/15/23

BBB+

7,961

10

Reinsurance

Group

of

America

Inc

3.150%

6/15/30

BBB+

8,194

13

Rexford

Industrial

Realty

LP

2.150%

9/01/31

BBB

9,543

10

Sabra

Health

Care

LP

3.200%

12/01/31

BBB-

7,209

6

Santander

Holdings

USA

Inc

4.260%

6/09/25

BBB

5,750

7

Santander

Holdings

USA

Inc

3.244%

10/05/26

BBB

6,200

1

Santander

Holdings

USA

Inc

2.490%

1/06/28

BBB

828

2

Santander

UK

Group

Holdings

PLC

1.532%

8/21/26

BBB+

1,703

20

Sixth

Street

Specialty

Lending

Inc

3.875%

11/01/24

BBB-

19,035

13

Spirit

Realty

LP

2.100%

3/15/28

BBB

10,229

10

Stifel

Financial

Corp

4.250%

7/18/24

BBB

9,762

12

Stifel

Financial

Corp

4.000%

5/15/30

BBB

10,205

12

STORE

Capital

Corp

2.700%

12/01/31

BBB

9,073

2

Sun

Communities

Operating

LP

2.300%

11/01/28

BBB-

1,593

6

Sun

Communities

Operating

LP

4.200%

4/15/32

BBB-

4,921

6

SVB

Financial

Group

4.345%

4/29/28

BBB+

5,502

1

SVB

Financial

Group

3.125%

6/05/30

BBB+

780

20

SVB

Financial

Group

1.800%

2/02/31

BBB+

13,685

6

Synchrony

Financial

4.875%

6/13/25

BBB-

5,765

56

Synchrony

Financial

3.700%

8/04/26

BBB-

50,311

39

Synchrony

Financial

3.950%

12/01/27

BBB-

33,538

15

UDR

Inc

3.000%

8/15/31

BBB+

11,766

7

Unum

Group

3.875%

11/05/25

BBB-

6,673

22

Ventas

Realty

LP

2.500%

9/01/31

BBB+

16,622

9

Wells

Fargo

&

Co

3.908%

4/25/26

A

8,575

1

Wells

Fargo

&

Co

3.526%

3/24/28

A

900

16

Welltower

Inc

2.800%

6/01/31

BBB+

12,327

6

Welltower

Inc

3.850%

6/15/32

BBB+

4,979

117

Westpac

Banking

Corp

2.668%

11/15/35

BBB+

82,884

14

Willis

North

America

Inc

4.500%

9/15/28

BBB

12,870

11

WP

Carey

Inc

2.450%

2/01/32

BBB+

8,073

4,017

Total

Financials

3,455,556

Industrial

-

11.3%

9

AbbVie

Inc

3.200%

11/21/29

BBB+

7,866

15

AbbVie

Inc

4.050%

11/21/39

BBB+

12,082

16

AbbVie

Inc

4.625%

10/01/42

BBB+

13,289

12

Advance

Auto

Parts

Inc

3.500%

3/15/32

BBB-

9,459

9

Agilent

Technologies

Inc

2.750%

9/15/29

BBB+

7,546

10

Allegion

plc

3.500%

10/01/29

BBB

8,370

3

Altria

Group

Inc

5.800%

2/14/39

BBB+

2,563

1

Altria

Group

Inc

3.875%

9/16/46

BBB+

614

10

Amcor

Flexibles

North

America

Inc

2.690%

5/25/31

BBB

7,682

37

American

Airlines

2016-2

Class

AA

Pass

Through

Trust2020

A

3.200%

6/15/28

BBB+

30,920

5

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Industrial

(continued)

$

29

American

Tower

Corp

2.100%

6/15/30

BBB

$

22,084

1

American

Tower

Corp

4.050%

3/15/32

BBB

855

19

AmerisourceBergen

Corp

2.700%

3/15/31

BBB+

15,121

1

Amgen

Inc

2.300%

2/25/31

BBB+

800

8

Amgen

Inc

3.150%

2/21/40

BBB+

5,697

6

Amgen

Inc

5.150%

11/15/41

BBB+

5,361

1

Amgen

Inc

3.000%

1/15/52

BBB+

616

1

Amgen

Inc

4.200%

2/22/52

BBB+

763

11

Amphenol

Corp

2.200%

9/15/31

BBB+

8,413

100

Anheuser-Busch

Cos

LLC

/

Anheuser-Busch

InBev

Worldwide

Inc

4.900%

2/01/46

BBB+

85,767

13

Anheuser-Busch

InBev

Worldwide

Inc

4.000%

4/13/28

BBB+

12,283

3

Anheuser-Busch

InBev

Worldwide

Inc

4.350%

6/01/40

BBB+

2,508

21

Aptiv

PLC

3.100%

12/01/51

BBB

11,711

3

Aptiv

PLC

/

Aptiv

Corp

(3)

3.250%

3/01/32

BBB

2,393

10

ArcelorMittal

SA

(3)

4.250%

7/16/29

BBB-

8,835

89

AT&T

Inc

2.750%

6/01/31

BBB

71,204

67

AT&T

Inc

4.850%

3/01/39

BBB

57,475

30

AT&T

Inc

3.500%

6/01/41

BBB

21,195

14

Autodesk

Inc

2.400%

12/15/31

BBB+

10,793

11

AutoNation

Inc

3.850%

3/01/32

BBB-

8,563

13

AutoZone

Inc

4.000%

4/15/30

BBB

11,666

11

Avery

Dennison

Corp

2.250%

2/15/32

BBB

8,077

11

Barrick

North

America

Finance

LLC

5.700%

5/30/41

BBB+

10,325

1

BAT

Capital

Corp

4.742%

3/16/32

BBB+

838

8

BAT

Capital

Corp

4.390%

8/15/37

BBB+

5,795

12

Becton

Dickinson

and

Co

1.957%

2/11/31

BBB

9,186

9

Becton

Dickinson

and

Co

4.685%

12/15/44

BBB

7,565

22

Bell

Telephone

Co

of

Canada

or

Bell

Canada

3.650%

8/15/52

BBB+

14,857

10

Best

Buy

Co

Inc

1.950%

10/01/30

BBB+

7,443

14

Biogen

Inc

5.200%

9/15/45

BBB+

12,123

10

Block

Financial

LLC

2.500%

7/15/28

BBB-

8,207

14

Boardwalk

Pipelines

LP

3.600%

9/01/32

BBB

11,097

10

Boeing

Co/The

6.875%

3/15/39

BBB-

9,647

54

Boeing

Co/The

5.705%

5/01/40

BBB-

46,847

8

BorgWarner

Inc

4.375%

3/15/45

BBB+

5,724

17

Boston

Scientific

Corp

4.550%

3/01/39

BBB

14,315

12

BP

Capital

Markets

PLC

4.875%

N/A

(4)

BBB+

10,128

28

British

Telecommunications

PLC

5.125%

12/04/28

BBB

25,666

1

Broadcom

Inc,

144A

4.000%

4/15/29

BBB-

877

104

Broadcom

Inc,

144A

3.187%

11/15/36

BBB-

70,935

17

Broadridge

Financial

Solutions

Inc

2.600%

5/01/31

BBB+

13,223

6

Brunswick

Corp/DE

4.400%

9/15/32

BBB

4,768

10

Bunge

Ltd

Finance

Corp

3.750%

9/25/27

BBB

9,147

21

Campbell

Soup

Co

(3)

2.375%

4/24/30

BBB

16,798

1

Canadian

Natural

Resources

Ltd

2.950%

7/15/30

BBB

820

5

Canadian

Natural

Resources

Ltd

5.850%

2/01/35

BBB

4,642

12

Canadian

Natural

Resources

Ltd

6.750%

2/01/39

BBB

11,874

8

Canadian

Pacific

Railway

Co

2.450%

12/02/31

BBB+

6,347

3

Canadian

Pacific

Railway

Co

4.800%

8/01/45

BBB+

2,550

10

Cardinal

Health

Inc

4.500%

11/15/44

BBB

7,504

14

Carlisle

Cos

Inc

2.200%

3/01/32

BBB

10,295

5

Carrier

Global

Corp

2.722%

2/15/30

BBB-

4,111

21

Carrier

Global

Corp

3.577%

4/05/50

BBB-

14,087

10

CDW

LLC

/

CDW

Finance

Corp

3.276%

12/01/28

BBB-

8,122

10

Celanese

US

Holdings

LLC

(3)

6.379%

7/15/32

BBB-

9,099

10

Cenovus

Energy

Inc

(3)

2.650%

1/15/32

BBB-

7,713

11

Cenovus

Energy

Inc

5.250%

6/15/37

BBB-

9,554

10

CF

Industries

Inc

5.375%

3/15/44

BBB

8,498

Nuveen

Enhanced

Yield

U.S.

Aggregate

Bond

ETF

(NUAG)

(continued)

Portfolio

of

Investments

October

31,

2022

(Unaudited)

6

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Industrial

(continued)

$

8

Charter

Communications

Operating

LLC

/

Charter

Communications

Operating

Capital

5.375%

4/01/38

BBB-

$

6,429

1

Charter

Communications

Operating

LLC

/

Charter

Communications

Operating

Capital

3.500%

3/01/42

BBB-

625

14

Charter

Communications

Operating

LLC

/

Charter

Communications

Operating

Capital

5.375%

5/01/47

BBB-

10,769

1

Charter

Communications

Operating

LLC

/

Charter

Communications

Operating

Capital

5.250%

4/01/53

BBB-

752

11

Choice

Hotels

International

Inc

3.700%

1/15/31

BBB-

9,031

10

Church

&

Dwight

Co

Inc

2.300%

12/15/31

BBB+

7,777

43

Cigna

Corp

4.900%

12/15/48

BBB+

36,510

14

Clorox

Co

4.400%

5/01/29

BBB+

13,153

10

CNH

Industrial

NV

3.850%

11/15/27

BBB

9,053

3

Conagra

Brands

Inc

4.850%

11/01/28

BBB-

2,839

11

Conagra

Brands

Inc

5.300%

11/01/38

BBB-

9,594

6

Constellation

Brands

Inc

(3)

4.750%

5/09/32

BBB-

5,590

10

Constellation

Brands

Inc

5.250%

11/15/48

BBB-

8,593

20

Corning

Inc

3.900%

11/15/49

BBB+

13,656

26

Crown

Castle

Inc

2.500%

7/15/31

BBB

20,005

4

CSX

Corp

2.400%

2/15/30

BBB+

3,278

1

CSX

Corp

4.100%

11/15/32

BBB+

900

1

CSX

Corp

3.800%

4/15/50

BBB+

725

9

CVS

Health

Corp

4.875%

7/20/35

BBB

8,086

18

CVS

Health

Corp

4.780%

3/25/38

BBB

15,623

9

Dell

International

LLC

/

EMC

Corp

6.200%

7/15/30

BBB

8,816

7

Dell

International

LLC

/

EMC

Corp

8.350%

7/15/46

BBB

7,431

12

Dell

International

LLC

/

EMC

Corp,

144A

3.450%

12/15/51

BBB

6,790

6

Deutsche

Telekom

International

Finance

BV

8.750%

6/15/30

BBB+

6,866

19

Devon

Energy

Corp

5.600%

7/15/41

BBB

17,355

15

Diamondback

Energy

Inc

3.125%

3/24/31

BBB

12,258

6

Diamondback

Energy

Inc

4.250%

3/15/52

BBB

4,332

10

Dick's

Sporting

Goods

Inc

(3)

3.150%

1/15/32

BBB-

7,590

59

Discovery

Communications

LLC

4.000%

9/15/55

BBB-

33,664

5

Dollar

General

Corp

3.875%

4/15/27

BBB

4,695

7

Dollar

General

Corp

4.125%

4/03/50

BBB

5,280

21

Dollar

Tree

Inc

3.375%

12/01/51

BBB

13,075

10

Dover

Corp

2.950%

11/04/29

BBB+

8,449

2

Dow

Chemical

Co

4.250%

10/01/34

BBB+

1,691

8

Dow

Chemical

Co

5.250%

11/15/41

BBB+

6,914

5

DuPont

de

Nemours

Inc

5.319%

11/15/38

BBB+

4,531

16

Eastman

Chemical

Co

4.800%

9/01/42

BBB

12,509

18

Eaton

Corp

4.150%

11/02/42

BBB+

14,516

14

eBay

Inc

(3)

2.600%

5/10/31

BBB+

11,002

10

Energy

Transfer

LP

4.150%

9/15/29

BBB-

8,679

22

Energy

Transfer

LP

5.800%

6/15/38

BBB-

18,779

22

Energy

Transfer

LP

5.000%

5/15/44

BBB-

16,678

3

Enterprise

Products

Operating

LLC

5.750%

3/01/35

BBB+

2,815

2

Enterprise

Products

Operating

LLC

4.250%

2/15/48

BBB+

1,485

1

Enterprise

Products

Operating

LLC

3.300%

2/15/53

BBB+

626

10

Enterprise

Products

Operating

LLC

3.950%

1/31/60

BBB+

6,641

10

EQT

Corp

5.700%

4/01/28

BBB-

9,731

7

Equifax

Inc

2.600%

12/15/25

BBB

6,374

10

Equifax

Inc

5.100%

12/15/27

BBB

9,639

12

Equifax

Inc

2.350%

9/15/31

BBB

8,876

3

Equinix

Inc

2.500%

5/15/31

BBB

2,284

17

Equinix

Inc

3.900%

4/15/32

BBB

14,305

14

Expedia

Group

Inc

3.250%

2/15/30

BBB-

11,283

3

Expedia

Group

Inc

2.950%

3/15/31

BBB-

2,277

10

FactSet

Research

Systems

Inc

3.450%

3/01/32

BBB-

8,025

7

FedEx

Corp

3.100%

8/05/29

BBB

5,965

7

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Industrial

(continued)

$

6

FedEx

Corp

3.900%

2/01/35

BBB

$

4,894

4

FedEx

Corp

4.050%

2/15/48

BBB

2,819

10

Fidelity

National

Information

Services

Inc

1.150%

3/01/26

BBB

8,612

1

Fidelity

National

Information

Services

Inc

1.650%

3/01/28

BBB

815

50

Fidelity

National

Information

Services

Inc

2.250%

3/01/31

BBB

38,429

74

Fiserv

Inc

2.750%

7/01/24

BBB

70,731

7

Fiserv

Inc

2.250%

6/01/27

BBB

6,054

13

Flowserve

Corp

2.800%

1/15/32

BBB-

9,317

11

Fortune

Brands

Home

&

Security

Inc

3.250%

9/15/29

BBB

9,021

19

Fox

Corp

3.500%

4/08/30

BBB

16,111

21

Freeport-McMoRan

Inc

4.250%

3/01/30

BBB-

18,381

7

GE

Capital

Funding

LLC

4.550%

5/15/32

BBB+

6,465

1

General

Electric

Co

4.350%

5/01/50

BBB+

788

22

General

Mills

Inc

4.550%

4/17/38

BBB

18,543

2

General

Motors

Co

6.600%

4/01/36

BBB-

1,886

8

General

Motors

Financial

Co

Inc

4.300%

4/06/29

BBB-

7,026

10

General

Motors

Financial

Co

Inc

(3)

3.100%

1/12/32

BBB-

7,611

12

Genuine

Parts

Co

2.750%

2/01/32

BBB+

9,302

17

Gilead

Sciences

Inc

4.000%

9/01/36

BBB+

14,266

9

Gilead

Sciences

Inc

4.750%

3/01/46

BBB+

7,731

1

Global

Payments

Inc

1.500%

11/15/24

BBB-

916

6

Global

Payments

Inc

4.950%

8/15/27

BBB-

5,701

6

Global

Payments

Inc

4.450%

6/01/28

BBB-

5,454

5

Global

Payments

Inc

2.900%

5/15/30

BBB-

3,979

1

Global

Payments

Inc

2.900%

11/15/31

BBB-

763

17

GLP

Capital

LP

/

GLP

Financing

II

Inc

5.300%

1/15/29

BBB-

15,311

19

Grupo

Televisa

SAB

6.125%

1/31/46

BBB+

17,742

9

Halliburton

Co

4.500%

11/15/41

BBB+

7,040

8

Halliburton

Co

4.750%

8/01/43

BBB+

6,445

10

Hasbro

Inc

3.900%

11/19/29

BBB

8,626

18

HCA

Inc

4.125%

6/15/29

BBB-

15,883

40

HCA

Inc,

144A

4.375%

3/15/42

BBB-

30,054

10

HCA

Inc

3.500%

7/15/51

BBB-

6,229

4

Hewlett

Packard

Enterprise

Co

6.200%

10/15/35

BBB

3,902

6

HP

Inc

4.750%

1/15/28

BBB

5,606

6

HP

Inc

3.400%

6/17/30

BBB

4,879

6

HP

Inc

4.200%

4/15/32

BBB

4,914

6

HP

Inc

6.000%

9/15/41

BBB

5,317

10

Huntington

Ingalls

Industries

Inc

2.043%

8/16/28

BBB-

8,031

10

Huntsman

International

LLC

2.950%

6/15/31

BBB-

7,474

10

IDEX

Corp

2.625%

6/15/31

BBB

7,970

12

Ingredion

Inc

2.900%

6/01/30

BBB

9,807

8

International

Paper

Co

4.800%

6/15/44

BBB

6,375

7

International

Paper

Co

4.400%

8/15/47

BBB

5,471

6

J

M

Smucker

Co

(3)

2.125%

3/15/32

BBB

4,457

6

J

M

Smucker

Co

4.250%

3/15/35

BBB

5,125

16

Jabil

Inc

3.600%

1/15/30

BBB-

13,414

12

Johnson

Controls

International

plc

4.950%

7/02/64

BBB+

8,969

24

Kansas

City

Southern/Old

4.700%

5/01/48

BBB

19,613

14

Kellogg

Co

2.100%

6/01/30

BBB

10,998

15

Keurig

Dr

Pepper

Inc

3.200%

5/01/30

BBB

12,703

3

Keurig

Dr

Pepper

Inc

4.500%

4/15/52

BBB

2,358

1

Kinder

Morgan

Energy

Partners

LP

6.375%

3/01/41

BBB

924

10

Kinder

Morgan

Inc

(3)

2.000%

2/15/31

BBB

7,503

1

Kinder

Morgan

Inc

3.600%

2/15/51

BBB

647

10

Kohl's

Corp

3.625%

5/01/31

BBB-

6,612

6

Kraft

Heinz

Foods

Co

4.250%

3/01/31

BBB-

5,420

14

Kraft

Heinz

Foods

Co

5.500%

6/01/50

BBB-

12,822

3

Kroger

Co

2.200%

5/01/30

BBB+

2,355

1

Kroger

Co

1.700%

1/15/31

BBB+

742

Nuveen

Enhanced

Yield

U.S.

Aggregate

Bond

ETF

(NUAG)

(continued)

Portfolio

of

Investments

October

31,

2022

(Unaudited)

8

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Industrial

(continued)

$

4

Kroger

Co

5.400%

1/15/49

BBB+

$

3,561

5

L3Harris

Technologies

Inc

2.900%

12/15/29

BBB

4,161

18

L3Harris

Technologies

Inc

1.800%

1/15/31

BBB

13,437

10

Laboratory

Corp

of

America

Holdings

2.700%

6/01/31

BBB

7,963

2

Lear

Corp

3.500%

5/30/30

BBB

1,627

10

Lear

Corp

(3)

2.600%

1/15/32

BBB

7,295

11

Leggett

&

Platt

Inc

3.500%

11/15/51

BBB

7,227

15

Leidos

Inc

2.300%

2/15/31

BBB-

11,061

10

Lennar

Corp

4.750%

11/29/27

BBB

9,248

10

Lowe's

Cos

Inc

4.500%

4/15/30

BBB+

9,314

9

Lowe's

Cos

Inc

4.050%

5/03/47

BBB+

6,609

1

Lowe's

Cos

Inc

4.250%

4/01/52

BBB+

743

19

LYB

International

Finance

BV

5.250%

7/15/43

BBB

15,566

13

Magellan

Midstream

Partners

LP

5.150%

10/15/43

BBB+

10,609

11

Marathon

Petroleum

Corp

6.500%

3/01/41

BBB

10,713

3

Marriott

International

Inc/MD

4.650%

12/01/28

BBB-

2,772

5

Marriott

International

Inc/MD

4.500%

10/01/34

BBB-

4,063

6

Martin

Marietta

Materials

Inc

2.500%

3/15/30

BBB

4,774

3

Martin

Marietta

Materials

Inc

2.400%

7/15/31

BBB

2,299

10

Martin

Marietta

Materials

Inc

3.200%

7/15/51

BBB

6,225

7

Marvell

Technology

Inc

4.875%

6/22/28

BBB-

6,445

14

Masco

Corp

(3)

2.000%

2/15/31

BBB

10,340

13

McCormick

&

Co

Inc/MD

1.850%

2/15/31

BBB

9,619

25

McDonald's

Corp

4.700%

12/09/35

BBB+

22,773

23

MDC

Holdings

Inc

3.966%

8/06/61

BBB-

11,467

12

Micron

Technology

Inc

5.327%

2/06/29

BBB-

11,125

100

Micron

Technology

Inc

6.750%

11/01/29

BBB-

100,057

18

Molson

Coors

Beverage

Co

4.200%

7/15/46

BBB-

13,272

6

Mondelez

International

Inc

3.000%

3/17/32

BBB+

4,914

15

Mondelez

International

Inc

(3)

1.875%

10/15/32

BBB+

10,868

7

Moody's

Corp

3.250%

1/15/28

BBB+

6,268

25

Moody's

Corp

2.000%

8/19/31

BBB+

18,899

7

Mosaic

Co/The

5.450%

11/15/33

BBB

6,476

4

Motorola

Solutions

Inc

2.300%

11/15/30

BBB-

2,993

21

Motorola

Solutions

Inc

2.750%

5/24/31

BBB-

16,060

32

MPLX

LP

4.500%

4/15/38

BBB

25,511

15

Mylan

Inc

4.550%

4/15/28

BBB-

13,440

51

National

Fuel

Gas

Co

5.500%

1/15/26

BBB-

49,927

7

National

Fuel

Gas

Co

2.950%

3/01/31

BBB-

5,249

13

NetApp

Inc

(3)

2.700%

6/22/30

BBB+

10,436

6

Netflix

Inc

5.875%

11/15/28

BBB-

5,955

6

Newmont

Corp

2.600%

7/15/32

BBB+

4,576

10

Newmont

Corp

5.875%

4/01/35

BBB+

9,617

6

Norfolk

Southern

Corp

3.000%

3/15/32

BBB+

4,968

1

Norfolk

Southern

Corp

4.800%

8/15/43

BBB+

824

8

Norfolk

Southern

Corp

3.700%

3/15/53

BBB+

5,597

9

Northrop

Grumman

Corp

(3)

4.400%

5/01/30

BBB+

8,467

6

Nucor

Corp

2.700%

6/01/30

BBB+

4,891

4

Nucor

Corp

3.125%

4/01/32

BBB+

3,241

8

Nucor

Corp

2.979%

12/15/55

BBB+

4,521

12

Nutrien

Ltd

5.625%

12/01/40

BBB

10,947

3

NXP

BV

/

NXP

Funding

LLC

5.550%

12/01/28

BBB

2,888

6

NXP

BV

/

NXP

Funding

LLC

/

NXP

USA

Inc

2.500%

5/11/31

BBB

4,512

8

NXP

BV

/

NXP

Funding

LLC

/

NXP

USA

Inc

(3)

2.650%

2/15/32

BBB

5,960

6

NXP

BV

/

NXP

Funding

LLC

/

NXP

USA

Inc

3.250%

11/30/51

BBB

3,472

7

Omnicom

Group

Inc

4.200%

6/01/30

BBB+

6,287

19

ONEOK

Partners

LP

6.125%

2/01/41

BBB

16,535

20

Oracle

Corp

2.875%

3/25/31

BBB

15,762

7

Oracle

Corp

3.800%

11/15/37

BBB

5,088

116

Oracle

Corp

(3)

3.650%

3/25/41

BBB

78,555

9

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Industrial

(continued)

$

14

Orange

SA

5.375%

1/13/42

BBB+

$

12,698

12

O'Reilly

Automotive

Inc

4.350%

6/01/28

BBB+

11,315

12

Owens

Corning

4.300%

7/15/47

BBB

8,445

24

Packaging

Corp

of

America

3.050%

10/01/51

BBB

14,505

8

Paramount

Global

4.950%

1/15/31

BBB

6,982

24

Paramount

Global

4.900%

8/15/44

BBB

16,813

24

Parker-Hannifin

Corp

4.450%

11/21/44

BBB+

18,929

13

PerkinElmer

Inc

2.550%

3/15/31

BBB

10,046

6

Phillips

66

4.650%

11/15/34

BBB+

5,374

5

Phillips

66

5.875%

5/01/42

BBB+

4,844

6

Phillips

66

3.300%

3/15/52

BBB+

3,882

5

Phillips

66

Co,

144A

3.150%

12/15/29

BBB+

4,224

23

Plains

All

American

Pipeline

LP

/

PAA

Finance

Corp

3.800%

9/15/30

BBB-

19,176

3

PulteGroup

Inc

5.000%

1/15/27

BBB

2,881

30

Quanta

Services

Inc

(3)

2.350%

1/15/32

BBB-

21,654

11

Quest

Diagnostics

Inc

2.800%

6/30/31

BBB

8,803

3

Raytheon

Technologies

Corp

1.900%

9/01/31

BBB+

2,274

20

Raytheon

Technologies

Corp

4.625%

11/16/48

BBB+

16,819

1

Raytheon

Technologies

Corp

3.030%

3/15/52

BBB+

638

14

Regeneron

Pharmaceuticals

Inc

1.750%

9/15/30

BBB

10,547

9

RELX

Capital

Inc

3.000%

5/22/30

BBB+

7,504

9

Republic

Services

Inc

3.950%

5/15/28

BBB

8,365

9

Republic

Services

Inc

(3)

1.750%

2/15/32

BBB

6,671

23

Rogers

Communications

Inc

5.000%

3/15/44

BBB+

18,612

1

Rogers

Communications

Inc,

144A

4.550%

3/15/52

BBB+

773

1

Roper

Technologies

Inc

2.950%

9/15/29

BBB+

836

10

Roper

Technologies

Inc

2.000%

6/30/30

BBB+

7,585

18

Royalty

Pharma

PLC

(3)

2.150%

9/02/31

BBB-

13,131

14

RPM

International

Inc

4.250%

1/15/48

BBB-

9,955

20

Sabine

Pass

Liquefaction

LLC

4.200%

3/15/28

BBB

18,237

23

Sands

China

Ltd

5.400%

8/08/28

BBB-

18,264

6

Sherwin-Williams

Co

2.200%

3/15/32

BBB

4,517

20

Sherwin-Williams

Co

4.000%

12/15/42

BBB

14,804

11

Sonoco

Products

Co

2.850%

2/01/32

BBB

8,573

17

Southern

Copper

Corp

5.250%

11/08/42

BBB+

14,733

18

Southwest

Airlines

Co

3.450%

11/16/27

BBB+

16,156

30

Spectra

Energy

Partners

LP

4.500%

3/15/45

BBB+

23,496

9

Starbucks

Corp

3.550%

8/15/29

BBB+

8,117

2

Starbucks

Corp

3.000%

2/14/32

BBB+

1,655

10

Starbucks

Corp

4.450%

8/15/49

BBB+

7,983

11

Starbucks

Corp

3.350%

3/12/50

BBB+

7,238

16

Steel

Dynamics

Inc

3.450%

4/15/30

BBB-

13,436

16

Stryker

Corp

4.100%

4/01/43

BBB+

12,251

24

Suncor

Energy

Inc

4.000%

11/15/47

BBB+

17,488

20

Suzano

Austria

GmbH

3.125%

1/15/32

BBB-

14,750

13

Sysco

Corp

5.950%

4/01/30

BBB

13,282

15

Sysco

Corp

3.150%

12/14/51

BBB

9,351

39

Takeda

Pharmaceutical

Co

Ltd

3.025%

7/09/40

BBB+

27,005

12

Tapestry

Inc

3.050%

3/15/32

BBB-

8,829

10

Teck

Resources

Ltd

6.000%

8/15/40

BBB-

8,801

5

Teledyne

FLIR

LLC

2.500%

8/01/30

BBB-

3,899

19

TELUS

Corp

4.300%

6/15/49

BBB+

14,360

12

Textron

Inc

3.000%

6/01/30

BBB

9,812

28

Time

Warner

Cable

LLC

5.500%

9/01/41

BBB-

21,975

31

T-Mobile

USA

Inc

2.250%

11/15/31

BBB-

23,471

100

T-Mobile

USA

Inc

3.400%

10/15/52

BBB-

64,671

10

Trane

Technologies

Global

Holding

Co

Ltd

5.750%

6/15/43

BBB

9,228

6

TransCanada

PipeLines

Ltd

4.100%

4/15/30

BBB+

5,371

9

TransCanada

PipeLines

Ltd

5.100%

3/15/49

BBB+

7,619

5

Transcontinental

Gas

Pipe

Line

Co

LLC

3.250%

5/15/30

BBB+

4,210

Nuveen

Enhanced

Yield

U.S.

Aggregate

Bond

ETF

(NUAG)

(continued)

Portfolio

of

Investments

October

31,

2022

(Unaudited)

10

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Industrial

(continued)

$

11

Transcontinental

Gas

Pipe

Line

Co

LLC

3.950%

5/15/50

BBB+

$

7,836

17

Triton

Container

International

Ltd

/

TAL

International

Container

Corp

3.250%

3/15/32

BBB-

12,184

11

Tyson

Foods

Inc

5.100%

9/28/48

BBB

9,614

35

United

Airlines

2014-1

Class

A

Pass

Through

Trust2020

A

4.000%

4/11/26

BBB+

31,872

14

Vale

Overseas

Ltd

3.750%

7/08/30

BBB-

11,517

23

Valero

Energy

Corp

3.650%

12/01/51

BBB

15,258

16

Verizon

Communications

Inc

2.550%

3/21/31

BBB+

12,644

106

Verizon

Communications

Inc

2.355%

3/15/32

BBB+

80,298

2

Verizon

Communications

Inc

3.400%

3/22/41

BBB+

1,422

7

Verizon

Communications

Inc

(3)

2.850%

9/03/41

BBB+

4,576

6

Verizon

Communications

Inc

4.000%

3/22/50

BBB+

4,396

6

Verizon

Communications

Inc

3.875%

3/01/52

BBB+

4,240

12

VF

Corp

2.950%

4/23/30

BBB+

9,681

16

Viatris

Inc

3.850%

6/22/40

BBB-

9,971

22

VICI

Properties

LP

5.125%

5/15/32

BBB-

19,492

8

VMware

Inc

4.700%

5/15/30

BBB-

7,224

26

Vodafone

Group

PLC

4.375%

2/19/43

BBB

19,473

17

Vodafone

Group

PLC

4.875%

6/19/49

BBB

13,155

12

Vontier

Corp

2.950%

4/01/31

BBB-

8,421

13

Vulcan

Materials

Co

3.500%

6/01/30

BBB

11,049

14

Walgreens

Boots

Alliance

Inc

4.650%

6/01/46

BBB

10,618

30

Warnermedia

Holdings

Inc,

144A

4.279%

3/15/32

BBB-

24,232

12

Warnermedia

Holdings

Inc,

144A

5.050%

3/15/42

BBB-

8,779

22

Waste

Connections

Inc

2.200%

1/15/32

BBB+

16,926

6

Waste

Management

Inc

4.150%

4/15/32

BBB+

5,517

11

Waste

Management

Inc

3.900%

3/01/35

BBB+

9,284

11

Western

Union

Co

1.350%

3/15/26

BBB

9,417

10

Westinghouse

Air

Brake

Technologies

Corp

4.950%

9/15/28

BBB-

9,302

23

Westlake

Corp

3.125%

8/15/51

BBB

13,487

6

Weyerhaeuser

Co

4.000%

4/15/30

BBB

5,244

13

Weyerhaeuser

Co

3.375%

3/09/33

BBB

10,378

6

Whirlpool

Corp

4.700%

5/14/32

BBB

5,351

10

Whirlpool

Corp

5.150%

3/01/43

BBB

8,094

23

Williams

Cos

Inc

2.600%

3/15/31

BBB

18,021

8

Workday

Inc

3.700%

4/01/29

BBB

7,123

11

WRKCo

Inc

4.900%

3/15/29

BBB

10,330

13

Xylem

Inc/NY

2.250%

1/30/31

BBB

10,224

6

Yamana

Gold

Inc

2.630%

8/15/31

BBB-

4,336

2

Zimmer

Biomet

Holdings

Inc

4.250%

8/15/35

BBB

1,592

6

Zimmer

Biomet

Holdings

Inc

5.750%

11/30/39

BBB

5,507

11

Zoetis

Inc

4.700%

2/01/43

BBB+

9,380

4,838

Total

Industrial

3,869,262

Utility

-

12.7%

5

AEP

Texas

Inc

3.800%

10/01/47

BBB+

3,426

7

Ameren

Corp

2.500%

9/15/24

BBB+

6,630

9

Ameren

Corp

1.950%

3/15/27

BBB+

7,724

8

Ameren

Corp

1.750%

3/15/28

BBB+

6,548

4

Ameren

Corp

3.500%

1/15/31

BBB+

3,396

1

American

Electric

Power

Co

Inc

2.031%

3/15/24

BBB

955

100

American

Electric

Power

Co

Inc

5.750%

11/01/27

BBB

99,735

4

American

Electric

Power

Co

Inc

4.300%

12/01/28

BBB

3,706

99

American

Electric

Power

Co

Inc

2.300%

3/01/30

BBB

77,996

4

American

Electric

Power

Co

Inc

3.875%

2/15/62

BBB-

3,072

30

Avangrid

Inc

3.200%

4/15/25

BBB

28,201

46

Avangrid

Inc

3.800%

6/01/29

BBB

40,309

10

Black

Hills

Corp

1.037%

8/23/24

BBB+

9,231

4

Black

Hills

Corp

3.150%

1/15/27

BBB+

3,610

1

Black

Hills

Corp

3.050%

10/15/29

BBB+

823

11

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Utility

(continued)

$

7

Black

Hills

Corp

2.500%

6/15/30

BBB+

$

5,436

10

Black

Hills

Corp

4.200%

9/15/46

BBB+

7,113

11

Black

Hills

Corp

3.875%

10/15/49

BBB+

7,434

1

CenterPoint

Energy

Houston

Electric

LLC

3.000%

3/01/32

A

833

30

CenterPoint

Energy

Inc

4.250%

11/01/28

BBB

27,015

6

Cleco

Corporate

Holdings

LLC

3.375%

9/15/29

BBB-

4,912

18

Cleco

Corporate

Holdings

LLC

4.973%

5/01/46

BBB-

14,699

1

CMS

Energy

Corp

4.875%

3/01/44

BBB

830

11

CMS

Energy

Corp

3.750%

12/01/50

BBB-

7,948

80

Consolidated

Edison

Inc

0.650%

12/01/23

BBB+

76,345

111

Constellation

Energy

Generation

LLC

5.600%

6/15/42

BBB

97,641

20

Dayton

Power

&

Light

Co

3.950%

6/15/49

BBB+

14,946

13

Delmarva

Power

&

Light

Co

4.000%

6/01/42

A

9,708

7

Dominion

Energy

Inc

3.071%

8/15/24

BBB

6,680

6

Dominion

Energy

Inc

3.600%

3/15/27

BBB

5,556

102

Dominion

Energy

Inc

4.250%

6/01/28

BBB

95,054

1

Dominion

Energy

Inc

2.250%

8/15/31

BBB

772

1

Dominion

Energy

Inc

4.350%

8/15/32

BBB

901

8

Dominion

Energy

Inc

5.250%

8/01/33

BBB

7,490

7

Dominion

Energy

Inc

4.900%

8/01/41

BBB

5,908

13

Dominion

Energy

Inc

4.850%

8/15/52

BBB

10,669

13

DTE

Electric

Co

3.000%

3/01/32

A+

10,782

3

DTE

Energy

Co

2.529%

10/01/24

BBB

2,841

1

DTE

Energy

Co

4.220%

11/01/24

BBB

976

1

Duke

Energy

Corp

3.150%

8/15/27

BBB

900

1

Duke

Energy

Corp

4.300%

3/15/28

BBB

940

447

Duke

Energy

Corp

3.950%

8/15/47

BBB

315,982

1

Duke

Energy

Corp

5.000%

8/15/52

BBB

827

4

Edison

International

4.950%

4/15/25

BBB-

3,934

127

El

Paso

Electric

Co

5.000%

12/01/44

BBB+

106,416

8

Emera

US

Finance

LP

3.550%

6/15/26

BBB-

7,381

1

Emera

US

Finance

LP

2.639%

6/15/31

BBB-

767

12

Emera

US

Finance

LP

4.750%

6/15/46

BBB-

8,897

80

Enel

Americas

SA

4.000%

10/25/26

BBB

73,967

133

Enel

Chile

SA

4.875%

6/12/28

BBB+

121,496

50

Enel

Generacion

Chile

SA

4.250%

4/15/24

BBB+

48,994

1

Entergy

Corp

0.900%

9/15/25

BBB

876

1

Entergy

Corp

1.900%

6/15/28

BBB

816

15

Entergy

Corp

2.800%

6/15/30

BBB

12,046

10

Entergy

Corp

2.400%

6/15/31

BBB

7,568

1

Entergy

Corp

3.750%

6/15/50

BBB

675

6

Essential

Utilities

Inc

2.704%

4/15/30

BBB+

4,875

19

Essential

Utilities

Inc

2.400%

5/01/31

BBB+

14,745

21

Essential

Utilities

Inc

3.351%

4/15/50

BBB+

13,166

180

Evergy

Inc

2.900%

9/15/29

BBB+

148,651

4

Eversource

Energy

0.800%

8/15/25

BBB+

3,520

1

Eversource

Energy

3.300%

1/15/28

BBB+

896

1

Eversource

Energy

4.250%

4/01/29

BBB+

921

1

Eversource

Energy

1.650%

8/15/30

BBB+

748

1

Eversource

Energy

3.375%

3/01/32

BBB+

833

6

Eversource

Energy

3.450%

1/15/50

BBB+

3,996

6

Exelon

Corp,

144A

2.750%

3/15/27

BBB

5,364

4

Exelon

Corp

4.050%

4/15/30

BBB

3,589

2

Exelon

Corp,

144A

3.350%

3/15/32

BBB

1,658

3

Exelon

Corp

4.950%

6/15/35

BBB

2,701

21

Exelon

Corp

5.100%

6/15/45

BBB

18,109

7

Exelon

Corp

4.450%

4/15/46

BBB

5,487

1

Exelon

Corp

4.700%

4/15/50

BBB

804

130

Fortis

Inc/Canada

3.055%

10/04/26

BBB

117,171

5

Georgia

Power

Co

2.650%

9/15/29

BBB+

4,147

Nuveen

Enhanced

Yield

U.S.

Aggregate

Bond

ETF

(NUAG)

(continued)

Portfolio

of

Investments

October

31,

2022

(Unaudited)

12

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Utility

(continued)

$

200

Georgia

Power

Co

4.700%

5/15/32

BBB+

$

187,817

1

Georgia

Power

Co

3.700%

1/30/50

BBB+

711

68

Iberdrola

International

BV

6.750%

7/15/36

BBB+

67,304

10

Interstate

Power

and

Light

Co

4.100%

9/26/28

BBB+

9,364

100

Interstate

Power

and

Light

Co

3.600%

4/01/29

BBB+

89,468

1

Interstate

Power

and

Light

Co

2.300%

6/01/30

BBB+

797

5

IPALCO

Enterprises

Inc

3.700%

9/01/24

BBB-

4,753

7

IPALCO

Enterprises

Inc

4.250%

5/01/30

BBB-

6,017

4

ITC

Holdings

Corp

4.050%

7/01/23

BBB+

3,946

1

ITC

Holdings

Corp

5.300%

7/01/43

BBB+

851

12

National

Grid

USA

5.803%

4/01/35

BBB

10,947

10

NextEra

Energy

Capital

Holdings

Inc

4.200%

6/20/24

BBB+

9,841

18

NextEra

Energy

Capital

Holdings

Inc

4.450%

6/20/25

BBB+

17,631

8

NextEra

Energy

Capital

Holdings

Inc

(3)

1.875%

1/15/27

BBB+

6,909

108

NextEra

Energy

Capital

Holdings

Inc

(3)

4.625%

7/15/27

BBB+

103,830

307

NextEra

Energy

Capital

Holdings

Inc

1.900%

6/15/28

BBB+

253,471

4

NextEra

Energy

Capital

Holdings

Inc

3.500%

4/01/29

BBB+

3,533

8

NextEra

Energy

Capital

Holdings

Inc

2.750%

11/01/29

BBB+

6,703

5

NextEra

Energy

Capital

Holdings

Inc

2.250%

6/01/30

BBB+

3,969

4

NextEra

Energy

Capital

Holdings

Inc

2.440%

1/15/32

BBB+

3,086

19

NextEra

Energy

Capital

Holdings

Inc

5.000%

7/15/32

BBB+

18,054

4

NextEra

Energy

Capital

Holdings

Inc

5.650%

5/01/79

BBB

3,379

3

NextEra

Energy

Capital

Holdings

Inc

3.800%

3/15/82

BBB

2,286

9

NiSource

Inc

3.490%

5/15/27

BBB

8,221

15

NiSource

Inc

3.600%

5/01/30

BBB

12,909

18

NiSource

Inc

1.700%

2/15/31

BBB

13,188

8

NiSource

Inc

5.950%

6/15/41

BBB

7,503

6

NiSource

Inc

5.650%

2/01/45

BBB

5,434

7

NiSource

Inc

3.950%

3/30/48

BBB

5,017

19

NiSource

Inc

5.000%

6/15/52

BBB

15,842

100

NSTAR

Electric

Co

4.950%

9/15/52

A+

89,475

4

Oglethorpe

Power

Corp

5.950%

11/01/39

BBB+

3,712

9

Oglethorpe

Power

Corp

4.200%

12/01/42

BBB+

6,296

14

Oglethorpe

Power

Corp

4.250%

4/01/46

BBB+

9,976

1

Oglethorpe

Power

Corp,

144A

4.500%

4/01/47

BBB+

749

3

Oglethorpe

Power

Corp

5.050%

10/01/48

BBB+

2,407

7

Oglethorpe

Power

Corp

5.250%

9/01/50

BBB+

5,653

124

Pacific

Gas

and

Electric

Co

3.250%

2/16/24

BBB-

119,844

8

Pacific

Gas

and

Electric

Co

3.300%

12/01/27

BBB-

6,785

9

Pacific

Gas

and

Electric

Co

3.000%

6/15/28

BBB-

7,405

109

Pacific

Gas

and

Electric

Co

3.750%

7/01/28

BBB-

93,029

9

Pacific

Gas

and

Electric

Co

4.200%

3/01/29

BBB-

7,809

109

Pacific

Gas

and

Electric

Co

4.550%

7/01/30

BBB-

95,469

7

Pacific

Gas

and

Electric

Co

2.500%

2/01/31

BBB-

5,230

17

Pacific

Gas

and

Electric

Co

3.250%

6/01/31

BBB-

13,230

101

Pacific

Gas

and

Electric

Co

4.400%

3/01/32

BBB-

84,528

100

Pacific

Gas

and

Electric

Co

5.900%

6/15/32

BBB-

93,052

109

Pacific

Gas

and

Electric

Co

4.200%

6/01/41

BBB-

76,677

6

Pacific

Gas

and

Electric

Co

4.450%

4/15/42

BBB-

4,229

8

Pacific

Gas

and

Electric

Co

3.750%

8/15/42

BBB-

5,067

7

Pacific

Gas

and

Electric

Co

4.300%

3/15/45

BBB-

4,715

7

Pacific

Gas

and

Electric

Co

(3)

4.000%

12/01/46

BBB-

4,451

7

Pacific

Gas

and

Electric

Co

3.950%

12/01/47

BBB-

4,514

106

Pacific

Gas

and

Electric

Co

4.950%

7/01/50

BBB-

79,017

104

Pacific

Gas

and

Electric

Co

5.250%

3/01/52

BBB-

80,001

48

Pennsylvania

Electric

Co

6.150%

10/01/38

BBB+

46,247

110

Piedmont

Natural

Gas

Co

Inc

3.500%

6/01/29

BBB+

97,461

100

Piedmont

Natural

Gas

Co

Inc

3.640%

11/01/46

BBB+

67,383

1

Piedmont

Natural

Gas

Co

Inc

3.350%

6/01/50

BBB+

637

60

Pinnacle

West

Capital

Corp

1.300%

6/15/25

BBB+

53,499

13

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Utility

(continued)

$

10

PPL

Capital

Funding

Inc

3.100%

5/15/26

BBB+

$

9,126

1

PPL

Capital

Funding

Inc

4.125%

4/15/30

BBB+

890

9

Public

Service

Co

of

New

Hampshire

2.200%

6/15/31

A+

7,120

1

Public

Service

Electric

and

Gas

Co

1.900%

8/15/31

A

767

2

Public

Service

Enterprise

Group

Inc

2.875%

6/15/24

BBB

1,922

16

Public

Service

Enterprise

Group

Inc

(3)

1.600%

8/15/30

BBB

11,868

66

Puget

Energy

Inc

2.379%

6/15/28

BBB-

54,523

26

Puget

Energy

Inc

4.100%

6/15/30

BBB-

22,653

1

Sempra

Energy

3.300%

4/01/25

BBB

947

4

Sempra

Energy

3.250%

6/15/27

BBB

3,617

2

Sempra

Energy

3.400%

2/01/28

BBB

1,786

4

Sempra

Energy

3.700%

4/01/29

BBB

3,526

18

Sempra

Energy

3.800%

2/01/38

BBB

13,645

19

Sempra

Energy

4.000%

2/01/48

BBB

13,548

4

Sempra

Energy

4.125%

4/01/52

BBB-

3,010

1

Southern

California

Edison

Co

2.750%

2/01/32

A-

787

64

Southern

Co

2.950%

7/01/23

BBB

62,952

100

Southern

Co

0.600%

2/26/24

BBB

94,159

1

Southern

Co

5.113%

8/01/27

BBB-

973

110

Southern

Co

(3)

4.000%

1/15/51

BBB-

95,644

1

Southern

Co

Gas

Capital

Corp

4.400%

5/30/47

BBB+

748

1

Southern

Power

Co

4.950%

12/15/46

BBB+

808

9

Southwest

Gas

Corp

2.200%

6/15/30

BBB+

6,722

90

Southwest

Gas

Corp

4.050%

3/15/32

BBB+

75,189

35

Southwest

Gas

Corp

4.150%

6/01/49

BBB+

23,296

8

Southwestern

Electric

Power

Co

1.650%

3/15/26

BBB+

7,031

4

Southwestern

Electric

Power

Co

4.100%

9/15/28

BBB+

3,659

1

Southwestern

Electric

Power

Co

3.900%

4/01/45

BBB+

699

109

Southwestern

Electric

Power

Co

3.250%

11/01/51

BBB+

67,316

21

Southwestern

Public

Service

Co

6.000%

10/01/36

BBB+

20,092

28

Spire

Inc

4.700%

8/15/44

BBB+

21,786

1

Virginia

Electric

and

Power

Co

3.750%

5/15/27

A-

938

13

Virginia

Electric

and

Power

Co

2.400%

3/30/32

A-

10,194

100

Wisconsin

Electric

Power

Co

4.750%

9/30/32

A

95,099

9

Xcel

Energy

Inc

0.500%

10/15/23

BBB+

8,589

11

Xcel

Energy

Inc

1.750%

3/15/27

BBB+

9,446

1

Xcel

Energy

Inc

4.000%

6/15/28

BBB+

931

18

Xcel

Energy

Inc

(3)

2.350%

11/15/31

BBB+

13,806

7

Xcel

Energy

Inc

4.800%

9/15/41

BBB+

5,704

5,444

Total

Utility

4,608,558

$

14,299

Total

Corporate

Debt

(cost

$15,035,128)

11,933,376

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

U.S.

TREASURY

-

27.8%

4

United

States

Treasury

Note/Bond

0.125%

8/31/23

AA+

3,465

500

United

States

Treasury

Note/Bond

0.250%

9/30/23

AAA

480,469

700

United

States

Treasury

Note/Bond

0.500%

11/30/23

AAA

669,785

209

United

States

Treasury

Note/Bond

0.750%

12/31/23

AAA

199,783

1

United

States

Treasury

Note/Bond

0.875%

1/31/24

AAA

763

183

United

States

Treasury

Note/Bond

1.125%

2/28/25

AAA

169,547

1,708

United

States

Treasury

Note/Bond

0.250%

9/30/25

AAA

1,516,250

425

United

States

Treasury

Note/Bond

0.375%

1/31/26

AAA

373,336

425

United

States

Treasury

Note/Bond

0.750%

3/31/26

AAA

376,059

703

United

States

Treasury

Note/Bond

0.750%

4/30/26

AAA

620,790

3

United

States

Treasury

Note/Bond

0.875%

6/30/26

AAA

2,469

800

United

States

Treasury

Note/Bond

1.125%

10/31/26

AA+

705,750

4

United

States

Treasury

Note/Bond

1.250%

12/31/26

AAA

3,180

600

United

States

Treasury

Note/Bond

1.875%

2/28/27

AAA

542,813

1

United

States

Treasury

Note/Bond

2.500%

3/31/27

AAA

928

Nuveen

Enhanced

Yield

U.S.

Aggregate

Bond

ETF

(NUAG)

(continued)

Portfolio

of

Investments

October

31,

2022

(Unaudited)

14

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

$

3

United

States

Treasury

Note/Bond

3.250%

6/30/27

AAA

$

2,679

0

(5)

United

States

Treasury

Note/Bond

2.750%

7/31/27

AAA

374

300

United

States

Treasury

Note/Bond

4.125%

9/30/27

AAA

298,359

976

United

States

Treasury

Note/Bond

3.125%

11/15/28

AAA

917,288

483

United

States

Treasury

Note/Bond

2.375%

5/15/29

AAA

432,360

557

United

States

Treasury

Note/Bond

1.625%

8/15/29

AAA

474,734

35

United

States

Treasury

Note/Bond

0.625%

5/15/30

AAA

27,196

20

United

States

Treasury

Note/Bond

0.875%

11/15/30

AAA

15,728

103

United

States

Treasury

Note/Bond

1.625%

5/15/31

AAA

85,450

4

United

States

Treasury

Note/Bond

1.875%

2/15/32

AAA

3,326

2

United

States

Treasury

Note/Bond

2.875%

5/15/32

AAA

1,812

1,500

United

States

Treasury

Note/Bond

2.750%

8/15/32

AAA

1,342,266

600

United

States

Treasury

Note/Bond

3.375%

8/15/42

AAA

517,594

200

United

States

Treasury

Note/Bond

3.000%

8/15/52

AAA

160,156

30

United

States

Treasury

Note/Bond

-

When

Issued

2.875%

4/30/27

AAA

28,113

$

11,079

Total

U.S.

Treasury

(cost

$11,119,223)

9,972,822

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

SECURITIZED

-

27.4%

250

American

Express

Credit

Account

Master

Trust

2022

2

3.390%

5/17/27

AAA

240,105

200

Avis

Budget

Rental

Car

Funding

AESOP

LLC

2020

1A

,

144A

2.330%

8/20/26

AAA

181,207

100

BBCMS

Mortgage

Trust

2022-C17

2022

C17

4.174%

9/15/55

AAA

89,415

150

Benchmark

2021-B27

Mortgage

Trust

2.703%

7/15/54

A-

105,195

300

Capital

One

Multi-Asset

Execution

Trust

2022

A2

3.490%

5/15/27

AAA

288,472

100

Capital

One

Prime

Auto

Receivables

Trust

2021-1

2021

1

0.770%

9/15/26

AAA

93,432

200

Carmax

Auto

Owner

Trust

2022-3

2022

3

3.810%

9/15/25

AAA

197,338

250

COMM

2015-LC19

Mortgage

Trust

2015

LC19

3.527%

2/10/48

AA+

233,249

200

COMM

2018-COR3

Mortgage

Trust

2018

COR3

4.228%

5/10/51

AAA

184,126

150

Discover

Card

Execution

Note

Trust

2022

A1

1.960%

2/15/27

AAA

140,380

100

Discover

Card

Execution

Note

Trust

2022

A3

3.560%

7/15/27

AAA

96,199

28

Fannie

Mae

Pool

FN

MA1489

3.000%

7/01/43

N/R

24,355

193

Fannie

Mae

Pool

FN

AS6302

3.500%

12/01/45

N/R

173,315

214

Fannie

Mae

Pool

FN

MA2929

3.500%

3/01/47

N/R

192,618

69

Fannie

Mae

Pool

FN

MA3211

4.000%

12/01/47

N/R

64,543

126

Fannie

Mae

Pool

FN

MA3239

4.000%

1/01/48

N/R

116,603

180

Fannie

Mae

Pool

FN

MA3276

3.500%

2/01/48

N/R

162,009

43

Fannie

Mae

Pool

FN

MA3277

4.000%

2/01/48

N/R

39,618

93

Fannie

Mae

Pool

FN

MA3305

3.500%

3/01/48

N/R

83,135

29

Fannie

Mae

Pool

FN

MA3306

4.000%

3/01/48

N/R

26,498

56

Fannie

Mae

Pool

FN

MA3383

3.500%

6/01/48

N/R

49,985

380

Fannie

Mae

Pool

FN

MA3416

4.500%

7/01/48

N/R

363,398

51

Fannie

Mae

Pool

FN

MA3467

4.000%

9/01/48

N/R

46,837

55

Fannie

Mae

Pool

FN

MA3663

3.500%

5/01/49

N/R

49,073

81

Fannie

Mae

Pool

FN

MA3744

3.000%

8/01/49

N/R

69,645

93

Fannie

Mae

Pool

FN

MA3774

3.000%

9/01/49

N/R

79,920

127

Fannie

Mae

Pool

FN

MA3905

3.000%

1/01/50

N/R

108,363

447

Fannie

Mae

Pool

FN

MA4355

2021

MTGE

2.000%

6/01/51

N/R

354,009

229

Fannie

Mae

Pool

FN

MA4380

3.000%

7/01/51

N/R

195,379

277

Fannie

Mae

Pool

FN

MA4466

2.500%

11/01/51

N/R

227,289

587

Fannie

Mae

Pool

FN

MA4737

5.000%

8/01/52

N/R

566,869

486

Fannie

Mae

Pool

FN

MA4738

5.500%

8/01/52

N/R

480,410

295

Fannie

Mae

Pool

FN

MA4761

5.000%

9/01/52

N/R

284,583

76

Freddie

Mac

Gold

Pool

FG

G08800

3.500%

2/01/48

N/R

68,639

197

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

2021

K127

1.353%

11/25/30

AAA

164,993

21

Ginnie

Mae

II

Pool

G2

MA2149

4.000%

8/20/44

N/R

19,446

205

Ginnie

Mae

II

Pool

G2

MA3310

3.500%

12/20/45

N/R

186,503

62

Ginnie

Mae

II

Pool

G2

MA3311

4.000%

12/20/45

N/R

58,149

67

Ginnie

Mae

II

Pool

G2

MA3874

2016

242

3.500%

8/20/46

N/R

61,335

44

Ginnie

Mae

II

Pool

G2

MA3937

3.500%

9/20/46

N/R

39,953

91

Ginnie

Mae

II

Pool

G2

MA4900

3.500%

12/20/47

N/R

82,853

15

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

$

70

Ginnie

Mae

II

Pool

G2

MA4962

3.500%

1/20/48

N/R

$

63,347

71

Ginnie

Mae

II

Pool

G2

MA5875

3.500%

4/20/49

N/R

64,018

124

Ginnie

Mae

II

Pool

G2

MA6283

3.000%

11/20/49

N/R

110,298

129

Ginnie

Mae

II

Pool

G2

MA6338

3.000%

12/20/49

N/R

113,657

126

Ginnie

Mae

II

Pool

G2

MA6474

3.000%

2/20/50

N/R

110,760

293

Ginnie

Mae

II

Pool

G2

MA7418

2021

MTGE

2.500%

6/20/51

N/R

249,142

299

Ginnie

Mae

II

Pool

G2

MA8201

4.500%

8/20/52

AAA

283,277

299

Ginnie

Mae

II

Pool

G2

MA8202

5.000%

8/20/52

AAA

291,133

100

GM

Financial

Automobile

Leasing

Trust

2022-3

2022

3

4.010%

10/21/24

AAA

99,025

200

GM

Financial

Consumer

Automobile

Receivables

Trust

2022-2

2022

2

3.100%

2/16/27

AAA

192,211

230

GS

Mortgage

Securities

Trust

2013-GC16

2013

GC16

5.161%

11/10/46

Aa1

223,661

221

GS

Mortgage

Securities

Trust

2016-GS4

2016

GS4

3.178%

11/10/49

AAA

201,069

100

Hertz

Vehicle

Financing

III

LLC

2022

1A

,

144A

1.990%

6/25/26

AAA

90,712

150

Honda

Auto

Receivables

2022-2

Owner

Trust

2022

2

3.810%

3/18/25

AAA

148,326

135

Hyundai

Auto

Receivables

Trust

2022-B

2022

B

3.720%

11/16/26

AAA

131,665

100

John

Deere

Owner

Trust

2022

2022

A

2.490%

1/16/29

AAA

93,224

20

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

2015-

C20

2015

C20

3.249%

2/15/48

Aaa

18,899

250

Morgan

Stanley

Capital

I

Trust

2021-L5

1.518%

5/15/54

AAA

215,264

100

Santander

Drive

Auto

Receivables

Trust

2022-5

2022

5

3.980%

1/15/25

AAA

99,310

30

Santander

Drive

Auto

Receivables

Trust

2022-5

2022

5

4.110%

8/17/26

AAA

29,312

150

Toyota

Auto

Loan

Extended

Note

Trust

2021-1

2021

1A

,

144A

1.070%

2/27/34

AAA

131,351

200

Toyota

Auto

Receivables

2022-C

Owner

Trust

2022

C

3.830%

8/15/25

AAA

197,448

250

Wells

Fargo

Commercial

Mortgage

Trust

2014-LC16

2014

LC16

4.020%

8/15/50

Aa2

239,481

200

Westlake

Automobile

Receivables

Trust

2022-1

2022

1A

,

144A

2.750%

3/15/27

AA

192,113

$

10,749

Total

Securitized

(cost

$10,963,583)

9,878,146

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

GOVERNMENT

RELATED

-

10.6%

Government

Agency

-

1.0%

30

Export-Import

Bank

of

Korea

(3)

2.500%

6/29/41

AA

19,779

18

Federal

Home

Loan

Mortgage

Corp

(3)

6.250%

7/15/32

AAA

20,344

4

Federal

Home

Loan

Mortgage

Corp

1.310%

8/17/33

AAA

2,747

1

Federal

National

Mortgage

Association

1.875%

9/24/26

AAA

910

6

Federal

National

Mortgage

Association

6.625%

11/15/30

AAA

6,859

6

Federal

National

Mortgage

Association

5.625%

7/15/37

AAA

6,506

62

Kreditanstalt

fuer

Wiederaufbau

1.000%

10/01/26

AAA

54,224

9

Tennessee

Valley

Authority

5.250%

9/15/39

AAA

9,003

169

Tennessee

Valley

Authority

3.500%

12/15/42

AAA

132,970

100

Tennessee

Valley

Authority

4.250%

9/15/52

AAA

85,963

405

Total

Government

Agency

339,305

Municipal

Bonds

-

5.0%

(6)

18

Bay

Area

Toll

Authority(Optional

Call:

4/31

at

100.00)

3.126%

4/01/55

N/R

11,406

26

Bay

Area

Toll

Authority,

California,

Revenue

Bonds,

San

Francisco

Bay

Area

Toll

Bridge,

Subordinate

Lien,

Build

America

Federally

Taxable

Bond

Series

2010S-1(No

Opt.

Call)

6.918%

4/01/40

AA-

29,281

60

Board

of

Regents

of

the

University

of

Texas

System,

Revenue

Financing

System

Bonds,

Green

Series

2016B(No

Opt.

Call)

3.852%

8/15/46

AAA

46,781

42

California

State

University(No

Opt.

Call)

2.719%

11/01/52

AA-

24,352

10

California

State

University,

Systemwide

Revenue

Bonds,

Taxable

Series

2021B(Optional

Call:

11/31

at

100.00)

2.939%

11/01/52

AA-

6,175

70

California

State,

General

Obligation

Bonds,

Taxable

Various

Purpose

Series

2018(Optional

Call:

4/28

at

100.00)

4.600%

4/01/38

AA

63,175

Nuveen

Enhanced

Yield

U.S.

Aggregate

Bond

ETF

(NUAG)

(continued)

Portfolio

of

Investments

October

31,

2022

(Unaudited)

16

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Municipal

Bonds

(continued)

$

50

California

State,

General

Obligation

Bonds,

Various

Purpose

Build

America

Taxable

Bond

Series

2010(No

Opt.

Call)

7.625%

3/01/40

AA

$

59,866

10

Chicago

Greater

Metropolitan

Water

Reclamation

District,

Illinois,

General

Obligation

Bonds,

Build

America

Taxable

Bonds,

Series

2009(No

Opt.

Call)

5.720%

12/01/38

AA+

10,433

47

Chicago

O'Hare

International

Airport(No

Opt.

Call)

4.572%

1/01/54

A

38,920

30

Chicago

Transit

Authority,

Illinois,

Sales

and

Transfer

Tax

Receipts

Revenue

Bonds,

Pension

Funding

Taxable

Series

2008B(No

Opt.

Call)

6.899%

12/01/40

AA-

32,403

40

Commonwealth

Financing

Authority,

Pennslyvania,

Revenue

Bonds,

Taxable

Series

2021A(No

Opt.

Call)

2.991%

6/01/42

A+

26,948

6

Commonwealth

Financing

Authority,

Pennsylvania,

State

Appropriation

Lease

Bonds,

Plancon

Program,

Taxable

Series

2018A(No

Opt.

Call)

3.864%

6/01/38

A+

4,945

10

Cook

County,

Illinois,

General

Obligation

Bonds,

Build

America

Taxable

Bonds,

Series

2010D(No

Opt.

Call)

6.229%

11/15/34

A+

10,348

40

Dallas

Area

Rapid

Transit,

Texas,

Sales

Tax

Revenue

Bonds,

Taxable

Refunding

Senior

Lien

Series

2021A(Optional

Call:

12/31

at

100.00)

2.613%

12/01/48

AA+

24,880

20

Dallas

Fort

Worth

International

Airport,

Joint

Revenue

Bonds,

Taxable

Improvement

Series

2022A(No

Opt.

Call)

4.087%

11/01/51

N/R

15,720

20

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

16,700

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+

27,000

1

Dormitory

Authority

of

the

State

of

New

York,

State

Personal

Income

Tax

Revenue

Bonds,

General

Purpose,

Series

2021C(No

Opt.

Call)

2.202%

3/15/34

AA+

733

40

Grand

Parkway

Transportation

Corporation,

Texas,

System

Toll

Revenue

Bonds,

Taxable

Refunding

Subordinate

Lien

Series

2020B.

Tela

Supported(Optional

Call:

4/30

at

100.00)

3.236%

10/01/52

AA+

25,533

21

Health

&

Educational

Facilities

Authority

of

the

State

of

Missouri(No

Opt.

Call)

3.086%

9/15/51

AA+

13,466

126

Illinois

State,

General

Obligation

Bonds,

Pension

Funding

Series

2003(No

Opt.

Call)

5.100%

6/01/33

BBB

117,880

40

Kansas

Development

Finance

Authority,

Kansas,

Revenue

Bonds,

State

of

Kansas

KPERS

Projects,

Taxable

Series

2021K(No

Opt.

Call)

2.774%

5/01/51

AA-

25,315

225

Los

Angeles

Community

College

District,

California,

General

Obligation

Bonds,

Build

America

Taxable

Bonds,

Series

2010(No

Opt.

Call)

6.600%

8/01/42

AA+

246,448

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+

35,123

55

Los

Angeles

Department

of

Water

and

Power,

California,

Waterworks

Revenue

Bonds,

Taxable

Build

America

Bond

Series

2009C(No

Opt.

Call)

6.008%

7/01/39

AA

57,103

36

Los

Angeles

Unified

School

District,

Los

Angeles

County,

California,

General

Obligation

Bonds,

Build

America

Taxable

Bonds,

Series

2009KRY(No

Opt.

Call)

5.750%

7/01/34

AA-

36,589

49

Massachusetts

State,

General

Obligation

Bonds,

Taxable

Refunding

Series

2019D2021

2021(No

Opt.

Call)

2.663%

9/01/39

AA+

37,362

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-

8,163

36

Municipal

Electric

Authority

of

Georgia,

Plant

Vogtle

Units

3

&

4

Project

J

Bonds,

Taxable

Build

America

Bonds

Series

2010A(No

Opt.

Call)

6.637%

4/01/57

A-

36,334

17

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Municipal

Bonds

(continued)

$

108

New

Jersey

Turnpike

Authority,

Revenue

Bonds,

Build

America

Taxable

Bonds,

Series

2010A(No

Opt.

Call)

7.102%

1/01/41

A

$

123,673

1

New

York

City

Municipal

Water

Finance

Authority,

New

York,

Water

and

Sewer

System

Revenue

Bonds,

Second

Generation

Resolution,

Build

America

Taxable

Bonds,

Fiscal

2011

Series

AA(No

Opt.

Call)

5.440%

6/15/43

AA+

988

15

New

York

City

Transitional

Finance

Authority,

New

York,

Future

Tax

Secured

Bonds,

Build

America

Taxable

Bonds,

Series

2010B-1(No

Opt.

Call)

5.572%

11/01/38

AAA

14,874

32

New

York

State

Thruway

Authority,

General

Revenue

Bonds,

Taxable

Series

2019M(No

Opt.

Call)

2.900%

1/01/35

A

25,339

50

North

Texas

Tollway

Authority,

System

Revenue

Bonds,

Refunding

First

Tier

Taxable

Series

2021A(Optional

Call:

1/31

at

100.00)

3.011%

1/01/43

A+

34,474

10

Ohio

State

University,

General

Receipts

Bonds,

Build

America

Taxable

Bond

Series

2010C(No

Opt.

Call)

4.910%

6/01/40

AA

9,397

8

Ohio

State

University,

General

Receipts

Bonds,

Multiyear

Debt

Issuance

Program,

Taxable

Series

2016B(No

Opt.

Call)

3.798%

12/01/46

AA

6,196

66

Phoenix,

Arizona,

Various

Purpose

General

Obligation

Bonds,

Build

America

Taxable

Bonds,

Series

2009A(No

Opt.

Call)

5.269%

7/01/34

AA+

66,924

100

Port

Authority

of

New

York

and

New

Jersey,

Consolidated

Revenue

Bonds,

Two

Hundred

Twenty-Fifth

Series

2021(Optional

Call:

7/31

at

100.00)

3.175%

7/15/60

A+

60,580

39

Province

of

British

Columbia

Canada(No

Opt.

Call)

1.300%

1/29/31

AA+

30,304

75

Sales

Tax

Securitization

Corp(No

Opt.

Call)

3.238%

1/01/42

N/R

52,940

50

State

of

California(Optional

Call:

4/28

at

100.00)

4.500%

4/01/33

AA

47,289

97

Texas

State,

General

Obligation

Bonds,

Transportation

Commission,

Build

America

Taxable

Bonds,

Series

2010A(No

Opt.

Call)

4.631%

4/01/33

AAA

94,505

90

Texas

Transportation

Commission,

General

Obligation

Bonds,

Mobility

Fund,

Refunding

Series

2020(Optional

Call:

10/30

at

100.00)

2.472%

10/01/44

AAA

55,923

93

The

Rector

and

Visitors

of

the

University

of

Virginia,

General

Revenue

Bonds,

Taxable

Pledge

and

Refunding

Series

2020(Optional

Call:

3/50

at

100.00)

2.256%

9/01/50

AAA

52,187

32

Tucson,

Arizona,

Certificates

of

Participation,

Taxable

Series

2021A(No

Opt.

Call)

2.856%

7/01/47

AA-

21,026

2,075

Total

Municipal

Bonds

1,786,001

Sovereign

Debt

-

4.6%

8

Chile

Government

International

Bond

2.550%

7/27/33

A

5,949

5

Chile

Government

International

Bond

3.500%

1/31/34

A

4,033

1

Chile

Government

International

Bond

3.625%

10/30/42

A

697

102

Chile

Government

International

Bond

(3)

3.500%

1/25/50

A

66,989

13

Chile

Government

International

Bond

(3)

4.000%

1/31/52

A

9,160

13

Chile

Government

International

Bond

3.250%

9/21/71

A

7,160

9

Colombia

Government

International

Bond

4.125%

2/22/42

BBB-

5,058

13

Colombia

Government

International

Bond

5.000%

6/15/45

BBB-

7,873

19

Colombia

Government

International

Bond

5.200%

5/15/49

BBB-

11,520

13

Colombia

Government

International

Bond

4.125%

5/15/51

BBB-

6,894

13

Colombia

Government

International

Bond

3.875%

2/15/61

BBB-

6,630

31

European

Investment

Bank

0.750%

10/26/26

AAA

26,830

1

Hungary

Government

International

Bond

7.625%

3/29/41

BBB

999

1

Indonesia

Government

International

Bond

4.350%

1/11/48

BBB

779

1

Indonesia

Government

International

Bond

5.350%

2/11/49

BBB

879

13

Indonesia

Government

International

Bond

4.300%

3/31/52

BBB

9,878

200

Indonesia

Government

International

Bond

5.450%

9/20/52

BBB

180,000

15

Indonesia

Government

International

Bond

(3)

3.350%

3/12/71

BBB

9,010

30

Inter-American

Development

Bank

4.375%

1/24/44

AAA

28,491

22

International

Bank

for

Reconstruction

&

Development

1.625%

11/03/31

AAA

17,702

Nuveen

Enhanced

Yield

U.S.

Aggregate

Bond

ETF

(NUAG)

(continued)

Portfolio

of

Investments

October

31,

2022

(Unaudited)

18

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

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Sovereign

Debt

(continued)

$

28

Israel

Government

International

Bond

4.500%

1/30/43

A+

$

24,238

11

Korea

International

Bond

3.875%

9/20/48

AA

9,193

213

Mexico

Government

International

Bond

4.875%

5/19/33

BBB

187,402

10

Mexico

Government

International

Bond

4.280%

8/14/41

BBB

7,236

107

Mexico

Government

International

Bond

5.550%

1/21/45

BBB

90,325

100

Mexico

Government

International

Bond

4.400%

2/12/52

BBB

68,232

19

Mexico

Government

International

Bond

3.771%

5/24/61

BBB

11,027

178

Panama

Government

International

Bond

4.500%

5/15/47

BBB

123,012

130

Panama

Government

International

Bond

3.870%

7/23/60

BBB

75,213

1

Peruvian

Government

International

Bond

1.862%

12/01/32

BBB

694

13

Peruvian

Government

International

Bond

3.000%

1/15/34

BBB

9,702

13

Peruvian

Government

International

Bond

3.300%

3/11/41

BBB

8,743

17

Peruvian

Government

International

Bond

3.550%

3/10/51

BBB

11,193

5

Peruvian

Government

International

Bond

2.780%

12/01/60

BBB

2,665

1

Peruvian

Government

International

Bond

3.600%

1/15/72

BBB

589

16

Peruvian

Government

International

Bond

3.230%

7/28/21

BBB

8,505

10

Philippine

Government

International

Bond

5.000%

1/13/37

BBB

9,100

59

Philippine

Government

International

Bond

3.700%

3/01/41

BBB

44,250

200

Philippine

Government

International

Bond

3.200%

7/06/46

BBB

131,974

36

Republic

of

Italy

Government

International

Bond

5.375%

6/15/33

BBB-

33,388

150

Republic

of

Italy

Government

International

Bond

4.000%

10/17/49

N/R

99,348

186

State

of

Israel

3.375%

1/15/50

A+

128,372

17

Uruguay

Government

International

Bond

5.100%

6/18/50

BBB

15,185

150

Uruguay

Government

International

Bond

4.975%

4/20/55

BBB

129,971

2,193

Total

Sovereign

Debt

1,636,088

$

4,673

Total

Government

Related

(cost

$5,232,646)

3,761,394

Total

Long-Term

Investments

(cost

$42,350,580)

35,545,738

Shares

Description

(1)

Coupon

Value

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

  1.4%

MONEY

MARKET

FUNDS

-

1.4%

527,465

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

(7)

3.120%(8)

$

527,465

Total

Investments

Purchased

with

Collateral

from

Securities

Lending

(cost

$527,465)

527,465

Total

Investments

(cost

$

42,878,045

)

-

100

.3

%

36,073,203

Other

Assets

Less

Liabilities

-

(0.3)%

(

111,138

)

Net

Assets

-

100%

$

35,962,065

19

investments).

The

following

table

summarizes

the

market

value

of

the

Fund's

investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

them:

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Corporate

Debt

$

–

$

11,933,376

$

–

$

11,933,376

U.S.

Treasury

–

9,972,822

–

9,972,822

Securitized

–

9,878,146

–

9,878,146

Government

Related

–

3,761,394

–

3,761,394

Investments

Purchased

with

Collateral

from

Securities

Lending

527,465

–

–

527,465

Total

$

527,465

$

35,545,738

$

–

$

36,073,203

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

$504,269.

(4)

Perpetual

security.

Maturity

date

is

not

applicable.

(5)

Principal

Amount

(000)

rounds

to

less

than

$1,000.

(6)

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.

(7)

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.

(8)

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

20

Nuveen

Enhanced

Yield

1-5

Year

U.S.

Aggregate

Bond

ETF

(NUSA)

Portfolio

of

Investments

October

31,

2022

(Unaudited)

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

LONG-TERM

INVESTMENTS

-

98.9%  

CORPORATE

DEBT

-

48.2%

Financials

-

24.0%

$

130

AerCap

Ireland

Capital

DAC

/

AerCap

Global

Aviation

Trust

4.875%

1/16/24

BBB-

$

127,596

150

AerCap

Ireland

Capital

DAC

/

AerCap

Global

Aviation

Trust

1.650%

10/29/24

BBB-

136,145

20

Aflac

Inc

1.125%

3/15/26

A-

17,498

80

Air

Lease

Corp

0.800%

8/18/24

BBB

72,846

100

Air

Lease

Corp

1.875%

8/15/26

BBB

83,859

31

Aircastle

Ltd

4.400%

9/25/23

BBB-

30,297

45

Ally

Financial

Inc

3.875%

5/21/24

BBB-

43,455

40

Ally

Financial

Inc

5.125%

9/30/24

BBB-

39,406

37

American

Express

Co

3.400%

2/22/24

A-

36,094

30

American

Express

Co

3.375%

5/03/24

A-

29,097

30

American

Express

Co

2.550%

3/04/27

A-

26,359

100

American

Express

Co

5.850%

11/05/27

A-

99,928

100

Aon

Corp

/

Aon

Global

Holdings

PLC

2.850%

5/28/27

BBB+

88,762

74

Ares

Capital

Corp

3.250%

7/15/25

BBB-

66,760

7

Assured

Guaranty

US

Holdings

Inc

(3)

5.000%

7/01/24

A-

6,949

100

Banco

Santander

SA

1.849%

3/25/26

A-

85,339

60

Bank

of

America

Corp

0.976%

4/22/25

A

55,685

80

Bank

of

America

Corp

3.366%

1/23/26

A

75,402

200

Bank

of

America

Corp

4.827%

7/22/26

A

194,769

210

Bank

of

America

Corp

1.734%

7/22/27

A

179,579

100

Bank

of

America

Corp

4.376%

4/27/28

A

92,992

20

Bank

of

Montreal

0.625%

7/09/24

A

18,484

30

Bank

of

Montreal

1.250%

9/15/26

A

25,482

100

Bank

of

New

York

Mellon

Corp

3.350%

4/25/25

A+

96,205

60

Bank

of

New

York

Mellon

Corp

0.750%

1/28/26

A+

52,320

20

Bank

of

Nova

Scotia

0.700%

4/15/24

A

18,667

20

Bank

of

Nova

Scotia

3.450%

4/11/25

A

19,058

100

Bank

of

Nova

Scotia

1.350%

6/24/26

A

86,259

80

Barclays

PLC

3.932%

5/07/25

BBB+

76,186

200

Barclays

PLC

2.279%

11/24/27

BBB+

165,479

50

BGC

Partners

Inc

3.750%

10/01/24

BBB-

47,506

70

Blackstone

Private

Credit

Fund

(3)

4.700%

3/24/25

BBB-

67,313

40

Blackstone

Secured

Lending

Fund

2.750%

9/16/26

BBB-

34,307

20

Boston

Properties

LP

3.800%

2/01/24

BBB+

19,491

20

Canadian

Imperial

Bank

of

Commerce

3.300%

4/07/25

A

19,006

20

Canadian

Imperial

Bank

of

Commerce

3.945%

8/04/25

A

19,196

78

Capital

One

Financial

Corp

3.300%

10/30/24

BBB+

74,359

100

Capital

One

Financial

Corp

2.636%

3/03/26

BBB+

91,676

100

Capital

One

Financial

Corp

4.927%

5/10/28

BBB+

92,844

50

Charles

Schwab

Corp

1.150%

5/13/26

A

43,299

40

Chubb

INA

Holdings

Inc

3.150%

3/15/25

A

38,188

60

Citigroup

Inc

3.875%

3/26/25

BBB

57,370

10

Citigroup

Inc

0.981%

5/01/25

A-

9,232

20

Citigroup

Inc

1.281%

11/03/25

A-

18,123

100

Citigroup

Inc

2.014%

1/25/26

A-

91,359

100

Citigroup

Inc

3.290%

3/17/26

A-

93,665

100

Citigroup

Inc

3.070%

2/24/28

A-

88,161

100

Citigroup

Inc

4.658%

5/24/28

A-

94,334

50

Citizens

Financial

Group

Inc

(3)

2.850%

7/27/26

BBB+

45,352

60

CNA

Financial

Corp

3.950%

5/15/24

BBB+

58,564

60

Cooperatieve

Rabobank

UA

4.375%

8/04/25

BBB+

56,712

140

Credit

Suisse

Group

AG

3.750%

3/26/25

BBB

125,443

10

Deutsche

Bank

AG/London

3.700%

5/30/24

BBB

9,659

190

Deutsche

Bank

AG/New

York

NY

3.700%

5/30/24

BBB

181,809

21

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Financials

(continued)

$

110

Discover

Bank

2.450%

9/12/24

BBB

$

103,231

100

Fifth

Third

Bancorp

1.707%

11/01/27

BBB+

85,111

60

FS

KKR

Capital

Corp

3.400%

1/15/26

BBB-

52,824

70

Goldman

Sachs

Group

Inc

3.625%

2/20/24

A-

68,438

100

Goldman

Sachs

Group

Inc

5.700%

11/01/24

BBB+

100,007

70

Goldman

Sachs

Group

Inc

3.750%

5/22/25

A-

66,657

100

Goldman

Sachs

Group

Inc

1.948%

10/21/27

A-

84,963

100

Goldman

Sachs

Group

Inc

3.615%

3/15/28

A-

90,149

100

Goldman

Sachs

Group

Inc

4.482%

8/23/28

A-

92,868

90

HSBC

Holdings

PLC

0.976%

5/24/25

A

81,732

160

HSBC

Holdings

PLC

4.300%

3/08/26

A

150,565

100

JPMorgan

Chase

&

Co

3.845%

6/14/25

A+

96,894

10

JPMorgan

Chase

&

Co

0.768%

8/09/25

A+

9,126

134

JPMorgan

Chase

&

Co

2.005%

3/13/26

A+

122,185

100

JPMorgan

Chase

&

Co

1.578%

4/22/27

A+

86,005

100

JPMorgan

Chase

&

Co

2.947%

2/24/28

A+

87,995

100

JPMorgan

Chase

&

Co

4.851%

7/25/28

A+

95,067

100

KeyCorp

3.878%

5/23/25

BBB+

96,976

50

Lincoln

National

Corp

4.000%

9/01/23

BBB+

49,570

140

Lloyds

Banking

Group

PLC

1.627%

5/11/27

A-

117,151

100

Main

Street

Capital

Corp

3.000%

7/14/26

BBB-

84,860

16

Marsh

&

McLennan

Cos

Inc

3.875%

3/15/24

BBB+

15,714

15

MetLife

Inc

3.600%

4/10/24

A-

14,670

110

Mitsubishi

UFJ

Financial

Group

Inc

0.953%

7/19/25

A

100,961

60

Mizuho

Financial

Group

Inc

2.651%

5/22/26

A

54,908

27

Morgan

Stanley

3.700%

10/23/24

A

26,179

50

Morgan

Stanley

0.790%

5/30/25

A

45,811

100

Morgan

Stanley

1.164%

10/21/25

A

90,624

100

Morgan

Stanley

2.630%

2/18/26

A

92,682

100

Morgan

Stanley

4.679%

7/17/26

A

96,948

110

Morgan

Stanley

1.593%

5/04/27

A

94,133

230

NatWest

Group

PLC

4.269%

3/22/25

A-

221,764

100

Nomura

Holdings

Inc

1.653%

7/14/26

BBB+

84,956

10

Oaktree

Specialty

Lending

Corp

2.700%

1/15/27

BBB-

8,293

20

Office

Properties

Income

Trust

2.650%

6/15/26

BBB-

14,583

60

Old

Republic

International

Corp

3.875%

8/26/26

BBB+

56,285

50

Owl

Rock

Capital

Corp

3.750%

7/22/25

BBB-

45,681

100

OWL

Rock

Core

Income

Corp

4.700%

2/08/27

Baa3

87,940

50

PNC

Financial

Services

Group

Inc

1.150%

8/13/26

A-

42,896

100

Progressive

Corp

2.500%

3/15/27

A

89,238

51

Prudential

Financial

Inc

5.200%

3/15/44

BBB+

47,346

10

Royal

Bank

of

Canada

0.750%

10/07/24

A+

9,152

50

Royal

Bank

of

Canada

1.200%

4/27/26

A+

43,136

30

Royal

Bank

of

Canada

(3)

2.050%

1/21/27

A+

26,194

81

Santander

Holdings

USA

Inc

3.500%

6/07/24

BBB

77,675

10

Santander

Holdings

USA

Inc

2.490%

1/06/28

BBB

8,278

80

Santander

UK

Group

Holdings

PLC

4.796%

11/15/24

BBB+

78,268

45

State

Street

Corp

3.700%

11/20/23

A+

44,462

120

Sumitomo

Mitsui

Financial

Group

Inc

3.748%

7/19/23

A

118,626

20

SVB

Financial

Group

1.800%

10/28/26

BBB+

16,903

10

Symetra

Financial

Corp

4.250%

7/15/24

BBB+

9,714

60

Synchrony

Financial

4.375%

3/19/24

BBB-

58,657

10

Synchrony

Financial

4.875%

6/13/25

BBB-

9,608

20

Toronto-Dominion

Bank

2.350%

3/08/24

A

19,227

100

Toronto-Dominion

Bank

4.285%

9/13/24

A

97,980

50

Toronto-Dominion

Bank

1.200%

6/03/26

A

43,082

30

Toronto-Dominion

Bank

1.250%

9/10/26

A+

25,547

76

Truist

Bank

3.689%

8/02/24

A

75,115

10

Truist

Financial

Corp

4.260%

7/28/26

A-

9,642

100

US

Bancorp

3.100%

4/27/26

A

92,721

Nuveen

Enhanced

Yield

1-5

Year

U.S.

Aggregate

Bond

ETF

(NUSA)

(contin-

ued)

Portfolio

of

Investments

October

31,

2022

22

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Financials

(continued)

$

20

Ventas

Realty

LP

3.750%

5/01/24

BBB+

$

19,433

10

Vornado

Realty

LP

2.150%

6/01/26

BBB-

8,255

101

Wells

Fargo

&

Co

3.750%

1/24/24

A

99,177

110

Wells

Fargo

&

Co

3.550%

9/29/25

A

104,173

100

Wells

Fargo

&

Co

3.908%

4/25/26

A

95,278

100

Wells

Fargo

&

Co

4.540%

8/15/26

A

96,198

8,748

Total

Financials

8,064,412

Industrial

-

7.9%

50

AbbVie

Inc

2.950%

11/21/26

BBB+

45,661

15

Altria

Group

Inc

2.350%

5/06/25

BBB+

13,840

10

Amcor

Finance

USA

Inc

3.625%

4/28/26

BBB

9,227

50

American

Tower

Corp

3.650%

3/15/27

BBB

45,211

25

Amgen

Inc

1.900%

2/21/25

BBB+

23,303

30

Anheuser-Busch

Cos

LLC

/

Anheuser-Busch

InBev

Worldwide

Inc

3.650%

2/01/26

BBB+

28,733

100

AT&T

Inc

1.700%

3/25/26

BBB

88,190

30

AutoZone

Inc

3.250%

4/15/25

BBB

28,497

30

BAT

International

Finance

PLC

1.668%

3/25/26

BBB

25,766

20

Berry

Global

Inc

1.570%

1/15/26

BBB-

17,335

85

Boeing

Co

4.875%

5/01/25

BBB-

82,943

100

Broadcom

Inc

3.150%

11/15/25

BBB-

93,225

20

Canadian

Pacific

Railway

Co

1.750%

12/02/26

BBB+

17,384

50

Cigna

Corp

1.250%

3/15/26

BBB+

43,642

100

CNH

Industrial

Capital

LLC

5.450%

10/14/25

BBB

98,897

30

CNH

Industrial

Capital

LLC

1.450%

7/15/26

BBB

25,697

20

Constellation

Brands

Inc

4.350%

5/09/27

BBB-

19,093

40

Crown

Castle

Inc

2.900%

3/15/27

BBB

35,272

30

CVS

Health

Corp

2.875%

6/01/26

BBB

27,594

10

DXC

Technology

Co

1.800%

9/15/26

BBB

8,589

100

eBay

Inc

1.400%

5/10/26

BBB+

87,019

45

Equifax

Inc

2.600%

12/15/25

BBB

40,975

30

Equinix

Inc

1.450%

5/15/26

BBB

25,786

50

Fidelity

National

Information

Services

Inc

0.600%

3/01/24

BBB

47,018

70

Fiserv

Inc

3.800%

10/01/23

BBB

68,957

70

Fiserv

Inc

2.750%

7/01/24

BBB

66,908

10

Fortive

Corp

3.150%

6/15/26

BBB+

9,186

100

General

Motors

Financial

Co

Inc

3.800%

4/07/25

BBB-

94,514

100

General

Motors

Financial

Co

Inc

1.250%

1/08/26

BBB-

85,307

30

Gilead

Sciences

Inc

3.500%

2/01/25

BBB+

28,958

100

Global

Payments

Inc

1.500%

11/15/24

BBB-

91,561

30

HCA

Inc

5.250%

4/15/25

BBB-

29,484

20

HCA

Inc,

144A

3.125%

3/15/27

BBB-

17,680

50

Hewlett

Packard

Enterprise

Co

4.900%

10/15/25

BBB

49,142

20

HP

Inc

1.450%

6/17/26

BBB

17,085

20

Kinder

Morgan

Inc

1.750%

11/15/26

BBB

17,244

30

Kraft

Heinz

Foods

Co

3.000%

6/01/26

BBB-

27,688

10

Laboratory

Corp

of

America

Holdings

1.550%

6/01/26

BBB

8,682

9

Marriott

International

Inc/MD

5.750%

5/01/25

BBB-

9,081

10

McDonald's

Corp

3.250%

6/10/24

BBB+

9,739

20

McKesson

Corp

1.300%

8/15/26

BBB+

17,179

10

Mondelez

International

Inc

2.625%

3/17/27

BBB+

8,898

45

Moody's

Corp

3.750%

3/24/25

BBB+

43,524

100

National

Fuel

Gas

Co

5.200%

7/15/25

BBB-

98,317

10

Northrop

Grumman

Corp

3.200%

2/01/27

BBB+

9,207

100

Nucor

Corp

3.950%

5/23/25

BBB+

96,852

100

Oracle

Corp

1.650%

3/25/26

BBB

87,786

30

PayPal

Holdings

Inc

2.400%

10/01/24

A-

28,585

40

Raytheon

Technologies

Corp

2.650%

11/01/26

BBB+

36,362

10

Republic

Services

Inc

2.900%

7/01/26

BBB

9,149

23

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Industrial

(continued)

$

30

Rogers

Communications

Inc,

144A

3.200%

3/15/27

BBB+

$

27,209

20

Ryder

System

Inc

2.850%

3/01/27

BBB

17,755

30

S&P

Global

Inc,

144A

2.450%

3/01/27

A-

26,877

45

Sabine

Pass

Liquefaction

LLC

5.625%

3/01/25

BBB

44,812

100

Sherwin-Williams

Co

4.250%

8/08/25

BBB

97,283

30

Shire

Acquisitions

Investments

Ireland

DAC

3.200%

9/23/26

BBB+

27,569

20

Stryker

Corp

1.150%

6/15/25

BBB+

18,023

100

T-Mobile

USA

Inc

3.750%

4/15/27

BBB-

92,256

30

TransCanada

PipeLines

Ltd

1.000%

10/12/24

BBB+

27,541

30

Utah

Acquisition

Sub

Inc

3.950%

6/15/26

BBB-

27,323

70

Verizon

Communications

Inc

0.850%

11/20/25

BBB+

61,489

100

VMware

Inc

1.400%

8/15/26

BBB-

85,311

50

Warnermedia

Holdings

Inc,

144A

3.755%

3/15/27

BBB-

44,479

25

Williams

Cos

Inc

3.900%

1/15/25

BBB

24,126

2,894

Total

Industrial

2,668,025

Utility

-

16.3%

60

AES

Corp

1.375%

1/15/26

BBB-

51,819

50

Ameren

Corp

2.500%

9/15/24

BBB+

47,359

20

Ameren

Corp

1.950%

3/15/27

BBB+

17,165

70

American

Electric

Power

Co

Inc

2.031%

3/15/24

BBB

66,825

100

American

Electric

Power

Co

Inc

1.000%

11/01/25

BBB

87,812

48

American

Water

Capital

Corp

3.850%

3/01/24

A-

47,140

10

American

Water

Capital

Corp

3.000%

12/01/26

A-

9,095

100

American

Water

Capital

Corp

2.950%

9/01/27

A-

90,056

100

Atmos

Energy

Corp

3.000%

6/15/27

A

91,199

45

Avangrid

Inc

3.150%

12/01/24

BBB

42,805

150

Berkshire

Hathaway

Energy

Co

(3)

4.050%

4/15/25

A-

146,873

80

Black

Hills

Corp

1.037%

8/23/24

BBB+

73,849

40

CenterPoint

Energy

Inc

2.500%

9/01/24

BBB

37,769

100

CenterPoint

Energy

Inc

1.450%

6/01/26

BBB

86,942

60

CMS

Energy

Corp

3.875%

3/01/24

BBB

58,580

50

Consolidated

Edison

Co

of

New

York

Inc

2.900%

12/01/26

A-

44,869

20

Consolidated

Edison

Inc

0.650%

12/01/23

BBB+

19,086

61

Dominion

Energy

Inc

3.071%

8/15/24

BBB

58,207

150

Dominion

Energy

Inc

3.300%

3/15/25

BBB

143,480

200

Dominion

Energy

Inc

1.450%

4/15/26

BBB

174,638

100

DTE

Energy

Co

1.050%

6/01/25

BBB

89,283

100

Duke

Energy

Corp

0.900%

9/15/25

BBB

88,208

100

Duke

Energy

Corp

4.300%

3/15/28

BBB

93,997

100

Duke

Energy

Corp

3.250%

1/15/82

BBB-

70,013

100

Duke

Energy

Florida

LLC

3.200%

1/15/27

A

92,726

85

Edison

International

4.950%

4/15/25

BBB-

83,593

50

Emera

US

Finance

LP

0.833%

6/15/24

BBB-

46,092

70

Entergy

Louisiana

LLC

5.590%

10/01/24

A

70,442

89

Entergy

Louisiana

LLC

5.400%

11/01/24

A

89,341

150

Entergy

Louisiana

LLC

2.400%

10/01/26

A

132,721

109

Evergy

Inc

2.450%

9/15/24

BBB+

102,728

100

Evergy

Kansas

Central

Inc

2.550%

7/01/26

A

90,983

300

Eversource

Energy

0.800%

8/15/25

BBB+

264,019

100

Eversource

Energy

1.400%

8/15/26

BBB+

86,069

100

Eversource

Energy

2.900%

3/01/27

BBB+

89,582

50

Exelon

Corp

3.950%

6/15/25

BBB

48,147

150

Exelon

Corp

3.400%

4/15/26

BBB

139,949

100

Exelon

Corp,

144A

2.750%

3/15/27

BBB

89,402

10

Fortis

Inc/Canada

3.055%

10/04/26

BBB

9,013

166

Georgia

Power

Co

2.200%

9/15/24

BBB+

156,346

30

Interstate

Power

and

Light

Co

3.250%

12/01/24

BBB+

28,770

40

National

Rural

Utilities

Cooperative

Finance

Corp

0.350%

2/08/24

A

37,680

100

National

Rural

Utilities

Cooperative

Finance

Corp

3.450%

6/15/25

A

95,816

Nuveen

Enhanced

Yield

1-5

Year

U.S.

Aggregate

Bond

ETF

(NUSA)

(contin-

ued)

Portfolio

of

Investments

October

31,

2022

24

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Utility

(continued)

$

100

NextEra

Energy

Capital

Holdings

Inc

4.255%

9/01/24

BBB+

$

98,053

100

NextEra

Energy

Capital

Holdings

Inc

4.625%

7/15/27

BBB+

96,139

120

NiSource

Inc

0.950%

8/15/25

BBB

106,261

100

Pacific

Gas

and

Electric

Co

3.250%

2/16/24

BBB-

96,648

100

Pacific

Gas

and

Electric

Co

3.400%

8/15/24

BBB-

95,069

140

Pacific

Gas

and

Electric

Co

3.450%

7/01/25

BBB-

130,114

70

Pinnacle

West

Capital

Corp

1.300%

6/15/25

BBB+

62,416

100

PPL

Capital

Funding

Inc

3.100%

5/15/26

BBB+

91,255

90

Public

Service

Co

of

Colorado

2.900%

5/15/25

A+

85,055

200

Public

Service

Electric

and

Gas

Co

0.950%

3/15/26

A

174,522

110

Public

Service

Enterprise

Group

Inc

2.875%

6/15/24

BBB

105,734

100

San

Diego

Gas

&

Electric

Co

2.500%

5/15/26

A

91,377

50

Sempra

Energy

3.300%

4/01/25

BBB

47,341

100

Southern

California

Edison

Co

4.200%

6/01/25

A-

97,557

250

Southern

California

Gas

Co

2.950%

4/15/27

A

225,981

180

Southern

Co

3.750%

9/15/51

BBB-

142,667

100

Southwestern

Electric

Power

Co

1.650%

3/15/26

BBB+

87,885

50

Tucson

Electric

Power

Co

3.050%

3/15/25

A-

47,763

100

Virginia

Electric

and

Power

Co

3.750%

5/15/27

A-

93,790

60

Wisconsin

Electric

Power

Co

3.100%

6/01/25

A

56,876

6,033

Total

Utility

5,522,991

$

17,675

Total

Corporate

Debt

(cost

$17,920,684)

16,255,428

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

U.S.

TREASURY

-

26.8%

1,400

United

States

Treasury

Note/Bond

0.125%

8/31/23

AA+

1,347,609

50

United

States

Treasury

Note/Bond

0.750%

12/31/23

AAA

47,795

82

United

States

Treasury

Note/Bond

1.750%

6/30/24

AAA

78,256

300

United

States

Treasury

Note/Bond

3.000%

7/31/24

AAA

291,996

70

United

States

Treasury

Note/Bond

1.250%

8/31/24

AAA

65,942

881

United

States

Treasury

Note/Bond

1.375%

1/31/25

AAA

823,528

167

United

States

Treasury

Note/Bond

0.375%

4/30/25

AAA

151,213

350

United

States

Treasury

Note/Bond

0.250%

5/31/25

AAA

314,344

650

United

States

Treasury

Note/Bond

0.250%

7/31/25

AAA

580,430

200

United

States

Treasury

Note/Bond

0.375%

12/31/25

AAA

176,422

700

United

States

Treasury

Note/Bond

0.750%

4/30/26

AAA

617,613

950

United

States

Treasury

Note/Bond

0.750%

5/31/26

AAA

836,037

50

United

States

Treasury

Note/Bond

0.875%

6/30/26

AAA

44,096

100

United

States

Treasury

Note/Bond

1.125%

10/31/26

AA+

88,219

100

United

States

Treasury

Note/Bond

1.250%

12/31/26

AAA

88,344

900

United

States

Treasury

Note/Bond

1.875%

2/28/27

AAA

814,219

300

United

States

Treasury

Note/Bond

2.500%

3/31/27

AAA

278,344

850

United

States

Treasury

Note/Bond

2.625%

5/31/27

AAA

792,260

300

United

States

Treasury

Note/Bond

3.250%

6/30/27

AAA

287,039

400

United

States

Treasury

Note/Bond

2.750%

7/31/27

AAA

373,906

150

United

States

Treasury

Note/Bond

3.125%

8/31/27

AAA

142,769

850

United

States

Treasury

Note/Bond

-

When

Issued

2.875%

4/30/27

AAA

796,543

$

9,800

Total

U.S.

Treasury

(cost

$9,752,169)

9,036,924

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

SECURITIZED

-

23.9%

50

AmeriCredit

Automobile

Receivables

Trust

2021-2

2021

2

1.010%

1/19/27

AA

45,275

20

BA

Credit

Card

Trust

2021-A1

2021

A1

(3)

0.440%

9/15/26

AAA

18,705

50

BANK

2021-BNK34

2021

BN34

1.935%

6/15/63

AAA

43,682

100

Barclays

Dryrock

Issuance

Trust

2021-1

2021

1

0.630%

7/15/27

AAA

92,086

100

Benchmark

2021-B29

Mortgage

Trust

2021

B29

2.024%

9/15/54

AAA

86,406

100

BMW

Vehicle

Lease

Trust

2022-1

2022

1

1.100%

3/25/25

AAA

95,901

100

Capital

One

Multi-Asset

Execution

Trust

2021-A3

2021

A3

1.040%

11/15/26

AAA

92,358

25

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

$

38

Carmax

Auto

Owner

Trust

2020-1

2020

1

1.890%

12/16/24

AAA

$

37,716

100

CarMax

Auto

Owner

Trust

2022-1

2022

1

1.470%

12/15/26

AAA

94,672

100

Carvana

Auto

Receivables

Trust

2022-N1

2022

N1

,

144A

2.950%

12/11/28

AA

97,699

100

CNH

Equipment

Trust

2019-C

2019

C

2.350%

4/15/27

AAA

97,107

528

COMM

2014-CCRE16

Mortgage

Trust

2014

CR16

3.775%

4/10/47

AAA

513,829

121

COMM

2014-LC17

Mortgage

Trust

2014

LC17

3.648%

10/10/47

AAA

116,069

100

Dell

Equipment

Finance

Trust

2022-1

2022

1

,

144A

2.110%

8/23/27

AAA

98,151

100

Discover

Card

Execution

Note

Trust

2021-A1

2021

A1

0.580%

9/15/26

AAA

92,231

100

Exeter

Automobile

Receivables

Trust

2022-1A

2022

1A

1.540%

7/15/25

AAA

98,625

165

Fannie

Mae

Pool

FN

BM3087

4.000%

12/01/32

N/R

159,806

53

Fannie

Mae

Pool

FN

MA3392

3.500%

6/01/33

N/R

49,836

39

Fannie

Mae

Pool

FN

MA3490

4.000%

10/01/33

N/R

37,707

91

Fannie

Mae

Pool

FN

MA3798

3.000%

10/01/34

N/R

83,735

25

Fannie

Mae

Pool

FN

MA3828

3.000%

11/01/34

N/R

22,627

26

Fannie

Mae

Pool

FN

MA3897

3.000%

1/01/35

N/R

24,398

302

Fannie

Mae

Pool

FN

MA3985

3.000%

4/01/35

N/R

278,695

327

Fannie

Mae

Pool

FN

MA4206

2.000%

12/01/35

N/R

287,775

577

Fannie

Mae

Pool

FN

MA4262

2.500%

2/01/36

N/R

521,448

393

Fannie

Mae

Pool

FN

MA4278

1.500%

3/01/36

N/R

334,809

625

Fannie

Mae

Pool

FN

MA4470

2.000%

11/01/36

N/R

549,516

94

Ford

Credit

Auto

Lease

Trust

2022-A

2022

A

2.780%

10/15/24

AAA

92,330

100

Ford

Credit

Auto

Owner

Trust

2020-B

2020

B

1.190%

1/15/26

AAA

94,126

500

Ford

Credit

Floorplan

Master

Owner

Trust

2019-4

2019

4

2.440%

9/15/26

AAA

473,335

96

Freddie

Mac

Gold

Pool

G18642

FG

G18642

3.500%

4/01/32

N/R

91,424

700

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

2015

K046

3.205%

3/25/25

AAA

672,791

100

GLS

Auto

Receivables

Trust

2022-1A

2022

1A

,

144A

2.840%

5/15/26

AA

95,798

100

GM

Financial

Automobile

Leasing

Trust

2021-2

2021

2

0.690%

5/20/25

AA+

94,884

150

GM

Financial

Consumer

Automobile

Receivables

Trust

2020-1

2020

1

2.180%

5/16/25

AA+

145,030

300

GS

Mortgage

Securities

Trust

2019-GC38

2019

GC38

3.872%

2/10/52

AAA

292,615

60

Honda

Auto

Receivables

2020-3

Owner

Trust

2020

3

0.370%

10/18/24

AAA

58,991

96

HPEFS

Equipment

Trust

2022-1A

2022

1A

,

144A

1.020%

5/21/29

AAA

94,190

100

Jimmy

Johns

Funding

LLC

2022-1A

2022

1A

,

144A

4.077%

4/30/52

BBB

89,523

50

John

Deere

Owner

Trust

2021-B

2021

B

0.740%

5/15/28

AAA

44,746

200

JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust

2013-C16

2013

C16

4.166%

12/15/46

AAA

196,527

100

Mercedes-Benz

Auto

Lease

Trust

2021-B

2021

B

0.400%

11/15/24

AAA

96,284

50

MMAF

Equipment

Finance

LLC

2019-A

2019

A

,

144A

2.930%

3/10/26

AAA

49,405

300

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

2015-

C26

2015

C26

3.531%

10/15/48

AAA

282,403

100

Morgan

Stanley

Capital

I

Trust

2021-L5

2021

L5

1.518%

5/15/54

AAA

86,105

100

OneMain

Financial

Issuance

Trust

2022-S1

2022

S1

,

144A

4.130%

5/14/35

AAA

93,234

100

Santander

Drive

Auto

Receivables

Trust

2021-2

2021

2

0.900%

6/15/26

AA+

96,942

50

Santander

Retail

Auto

Lease

Trust

2021-B

2021

B

,

144A

0.540%

6/20/25

AAA

46,709

50

Santander

Retail

Auto

Lease

Trust

2021-B

2021

B

,

144A

1.410%

11/20/25

BBB

46,010

73

SoFi

Professional

Loan

Program

2020-C

Trust

2020

C

,

144A

1.950%

2/15/46

AAA

64,774

79

Toyota

Auto

Receivables

2019-A

Owner

Trust

2019

A

3.000%

5/15/24

AAA

78,392

100

Toyota

Auto

Receivables

2021-B

Owner

Trust

2021

B

0.530%

10/15/26

AAA

90,274

90

Verizon

Master

Trust

2021-1

2021

1

0.500%

5/20/27

AAA

83,654

98

Wells

Fargo

Commercial

Mortgage

Trust

2016-C32

2016

C32

3.324%

1/15/59

Aaa

94,721

140

WFRBS

Commercial

Mortgage

Trust

2013-C12

2013

C12

3.863%

3/15/48

AA+

138,302

100

World

Omni

Auto

Receivables

Trust

2021-B

2021

B

0.420%

6/15/26

AAA

95,210

$

8,606

Total

Securitized

(cost

$8,932,493)

8,049,593

Total

Long-Term

Investments

(cost

$36,605,346)

33,341,945

Nuveen

Enhanced

Yield

1-5

Year

U.S.

Aggregate

Bond

ETF

(NUSA)

(contin-

ued)

Portfolio

of

Investments

October

31,

2022

26

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

-

  0.7%

MONEY

MARKET

FUNDS

-

0.7%

238,692

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

(4)

3.120%(5)

$

238,692

Total

Investments

Purchased

with

Collateral

from

Securities

Lending

(cost

$238,692)

$

238,692

Total

Investments

(cost

$

36,844,038

)

-

99

.6

%

33,580,637

Other

Assets

Less

Liabilities

-

0.4%

134,394

Net

Assets

-

100%

$

33,715,031

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Corporate

Debt

$

–

$

16,255,428

$

–

$

16,255,428

U.S.

Treasury

–

9,036,924

–

9,036,924

Securitized

–

8,049,593

–

8,049,593

Investments

Purchased

with

Collateral

from

Securities

Lending

238,692

–

–

238,692

Total

$

238,692

$

33,341,945

$

–

$

33,580,637

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

$231,431.

(4)

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.

(5)

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.

27

Nuveen

ESG

High

Yield

Corporate

Bond

ETF

(NUHY)

Portfolio

of

Investments

October

31,

2022

(Unaudited)

Ya

n

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

LONG-TERM

INVESTMENTS

-

97.3%  

CORPORATE

DEBT

-

97.3%

Financials

-

10.4%

$

110

Brookfield

Property

REIT

Inc

/

BPR

Cumulus

LLC

/

BPR

Nimbus

LLC

/

GGSI

Sellco

LL,

144A

(3)

5.750%

5/15/26

B+

$

102,101

260

Centene

Corp

4.250%

12/15/27

BB+

239,850

250

Coinbase

Global

Inc,

144A

3.375%

10/01/28

BB

163,403

250

Coinbase

Global

Inc,

144A

3.625%

10/01/31

BB

148,035

140

Compass

Group

Diversified

Holdings

LLC,

144A

5.250%

4/15/29

B+

120,400

80

Curo

Group

Holdings

Corp,

144A

7.500%

8/01/28

CCC+

47,200

9

Diversified

Healthcare

Trust

4.375%

3/01/31

B-

5,948

10

FirstCash

Inc,

144A

5.625%

1/01/30

BB

8,815

166

Global

Aircraft

Leasing

Co

Ltd,

(cash

6.500%,

PIK

7.250%),

144A

6.500%

9/15/24

B+

133,124

200

Global

Atlantic

Fin

Co,

144A

4.700%

10/15/51

BB+

147,319

170

HAT

Holdings

I

LLC

/

HAT

Holdings

II

LLC,

144A

3.375%

6/15/26

BB+

138,213

160

Howard

Hughes

Corp,

144A

5.375%

8/01/28

BB-

136,871

140

Howard

Hughes

Corp,

144A

4.375%

2/01/31

BB-

105,196

50

Icahn

Enterprises

LP

/

Icahn

Enterprises

Finance

Corp

4.750%

9/15/24

BB-

48,656

200

iStar

Inc

(3)

4.250%

8/01/25

BB

193,510

370

Jefferies

Finance

LLC

/

JFIN

Co-Issuer

Corp,

144A

5.000%

8/15/28

BB-

290,461

150

Kennedy-Wilson

Inc

5.000%

3/01/31

B+

117,600

260

Liberty

Mutual

Group

Inc,

144A

4.125%

12/15/51

BB+

195,000

160

LPL

Holdings

Inc,

144A

4.000%

3/15/29

BB

139,646

150

MGIC

Investment

Corp

5.250%

8/15/28

BB+

136,085

200

Molina

Healthcare

Inc,

144A

4.375%

6/15/28

BB-

179,372

350

Molina

Healthcare

Inc,

144A

3.875%

11/15/30

BB-

297,429

70

Molina

Healthcare

Inc,

144A

3.875%

5/15/32

BB-

58,380

110

MPT

Operating

Partnership

LP

/

MPT

Finance

Corp

4.625%

8/01/29

BB+

87,145

100

Nationstar

Mortgage

Holdings

Inc,

144A

6.000%

1/15/27

B+

89,000

100

Nationstar

Mortgage

Holdings

Inc,

144A

5.500%

8/15/28

B+

81,111

660

Nationstar

Mortgage

Holdings

Inc,

144A

5.125%

12/15/30

B+

493,505

300

Nationstar

Mortgage

Holdings

Inc,

144A

5.750%

11/15/31

B+

230,136

300

OneMain

Finance

Corp

6.875%

3/15/25

BB

291,000

300

OneMain

Finance

Corp

7.125%

3/15/26

BB

288,900

400

OneMain

Finance

Corp

3.500%

1/15/27

BB

327,845

467

OneMain

Finance

Corp

6.625%

1/15/28

BB

424,237

200

OneMain

Finance

Corp

3.875%

9/15/28

BB

155,740

200

Park

Intermediate

Holdings

LLC

/

PK

Domestic

Property

LLC

/

PK

Finance

Co-Issuer,

144A

7.500%

6/01/25

B+

200,500

450

Park

Intermediate

Holdings

LLC

/

PK

Domestic

Property

LLC

/

PK

Finance

Co-Issuer,

144A

5.875%

10/01/28

B+

408,375

200

Park

Intermediate

Holdings

LLC

/

PK

Domestic

Property

LLC

/

PK

Finance

Co-Issuer,

144A

4.875%

5/15/29

B+

170,539

200

PennyMac

Financial

Services

Inc,

144A

5.375%

10/15/25

BB-

181,000

175

PennyMac

Financial

Services

Inc,

144A

5.750%

9/15/31

BB-

131,774

750

PROG

Holdings

Inc,

144A

6.000%

11/15/29

B+

612,225

400

RHP

Hotel

Properties

LP

/

RHP

Finance

Corp

(3)

4.750%

10/15/27

B+

369,216

390

RHP

Hotel

Properties

LP

/

RHP

Finance

Corp,

144A

(3)

4.500%

2/15/29

B+

342,225

350

Rocket

Mortgage

LLC

/

Quicken

Loans

Co-Issuer

Inc,

144A

(3)

2.875%

10/15/26

BB+

292,050

300

Rocket

Mortgage

LLC

/

Quicken

Loans

Co-Issuer

Inc,

144A

3.625%

3/01/29

BB+

232,500

300

Rocket

Mortgage

LLC

/

Quicken

Loans

Co-Issuer

Inc,

144A

3.875%

3/01/31

BB+

223,050

200

Rocket

Mortgage

LLC

/

Quicken

Loans

Co-Issuer

Inc,

144A

4.000%

10/15/33

BB+

139,694

100

SLM

Corp

4.200%

10/29/25

BB+

92,846

1

SLM

Corp

3.125%

11/02/26

BB+

877

110

Starwood

Property

Trust

Inc,

144A

4.375%

1/15/27

BB-

97,160

Nuveen

ESG

High

Yield

Corporate

Bond

ETF

(NUHY)

(continued)

Portfolio

of

Investments

October

31,

2022

(Unaudited)

28

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Financials

(continued)

$

260

UniCredit

SpA,

144A

5.459%

6/30/35

BB+

$

193,721

350

XHR

LP,

144A

6.375%

8/15/25

B+

343,005

260

XHR

LP,

144A

4.875%

6/01/29

B+

224,302

11,838

Total

Financials

9,876,292

Industrial

-

85.5%

92

1011778

BC

ULC

/

New

Red

Finance

Inc,

144A

3.875%

1/15/28

BB

80,861

406

1375209

BC

Ltd,

144A

9.000%

1/30/28

N/R

392,805

200

180

Medical

Inc,

144A

3.875%

10/15/29

BB

169,000

100

ACCO

Brands

Corp,

144A

(3)

4.250%

3/15/29

BB-

79,450

260

AdaptHealth

LLC,

144A

4.625%

8/01/29

B

219,278

200

AdaptHealth

LLC,

144A

5.125%

3/01/30

B

173,500

200

Air

Canada,

144A

3.875%

8/15/26

BB

176,964

250

Albertsons

Cos

Inc

/

Safeway

Inc

/

New

Albertsons

LP

/

Albertsons

LLC,

144A

3.250%

3/15/26

N/R

224,355

250

Albertsons

Cos

Inc

/

Safeway

Inc

/

New

Albertsons

LP

/

Albertsons

LLC,

144A

4.625%

1/15/27

N/R

231,678

250

Albertsons

Cos

Inc

/

Safeway

Inc

/

New

Albertsons

LP

/

Albertsons

LLC,

144A

5.875%

2/15/28

N/R

233,750

200

Albertsons

Cos

Inc

/

Safeway

Inc

/

New

Albertsons

LP

/

Albertsons

LLC,

144A

4.875%

2/15/30

N/R

177,500

150

Allison

Transmission

Inc,

144A

5.875%

6/01/29

N/R

139,875

100

Allison

Transmission

Inc,

144A

3.750%

1/30/31

N/R

79,776

200

AMC

Entertainment

Holdings

Inc,

144A

10.000%

6/15/26

CCC-

106,000

300

AMC

Entertainment

Holdings

Inc,

144A

7.500%

2/15/29

CCC+

206,250

10

AMC

Networks

Inc

(3)

4.250%

2/15/29

BB-

7,725

100

American

Airlines

Group

Inc,

144A

(3)

3.750%

3/01/25

CCC

87,986

350

American

Axle

&

Manufacturing

Inc

5.000%

10/01/29

B

284,155

180

Amkor

Technology

Inc,

144A

6.625%

9/15/27

BB

177,691

100

AMN

Healthcare

Inc,

144A

4.625%

10/01/27

BB-

93,559

100

Antero

Midstream

Partners

LP

/

Antero

Midstream

Finance

Corp,

144A

7.875%

5/15/26

BB-

102,000

500

Antero

Midstream

Partners

LP

/

Antero

Midstream

Finance

Corp,

144A

5.750%

1/15/28

BB-

471,070

100

Antero

Midstream

Partners

LP

/

Antero

Midstream

Finance

Corp,

144A

5.375%

6/15/29

BB-

91,230

200

APX

Group

Inc,

144A

(3)

5.750%

7/15/29

CCC

157,470

100

Aramark

Services

Inc,

144A

5.000%

2/01/28

B+

91,111

220

Archrock

Partners

LP

/

Archrock

Partners

Finance

Corp,

144A

6.875%

4/01/27

B

209,550

440

Archrock

Partners

LP

/

Archrock

Partners

Finance

Corp,

144A

6.250%

4/01/28

B

409,156

80

Ardagh

Metal

Packaging

Finance

USA

LLC

/

Ardagh

Metal

Packaging

Finance

PLC,

144A

4.000%

9/01/29

B

60,687

150

Ardagh

Packaging

Finance

PLC

/

Ardagh

Holdings

USA

Inc,

144A

5.250%

8/15/27

CCC+

105,375

400

Asbury

Automotive

Group

Inc,

144A

4.625%

11/15/29

BB

329,000

300

Asbury

Automotive

Group

Inc,

144A

5.000%

2/15/32

BB

241,875

120

ASGN

Inc,

144A

4.625%

5/15/28

BB-

106,708

310

Aston

Martin

Capital

Holdings

Ltd,

144A

(3)

10.500%

11/30/25

CCC

297,157

380

Avantor

Funding

Inc,

144A

4.625%

7/15/28

BB-

343,410

100

Avantor

Funding

Inc,

144A

3.875%

11/01/29

BB-

84,380

400

Avaya

Inc,

144A

6.125%

9/15/28

CCC

168,076

120

Avient

Corp,

144A

5.750%

5/15/25

BB-

117,470

100

Avis

Budget

Car

Rental

LLC

/

Avis

Budget

Finance

Inc,

144A

4.750%

4/01/28

B

87,851

330

Avis

Budget

Car

Rental

LLC

/

Avis

Budget

Finance

Inc,

144A

(3)

5.375%

3/01/29

B

285,871

160

Axalta

Coating

Systems

LLC,

144A

(3)

3.375%

2/15/29

B+

131,500

190

Axalta

Coating

Systems

LLC

/

Axalta

Coating

Systems

Dutch

Holding

B

BV,

144A

(3)

4.750%

6/15/27

B+

173,132

29

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Industrial

(continued)

$

80

Ball

Corp

4.875%

3/15/26

BB+

$

76,762

110

Ball

Corp

2.875%

8/15/30

BB+

85,426

200

Ball

Corp

3.125%

9/15/31

BB+

153,140

350

Bath

&

Body

Works

Inc,

144A

6.625%

10/01/30

BB

313,115

400

Bausch

Health

Cos

Inc,

144A

6.125%

2/01/27

B

262,576

400

Bausch

Health

Cos

Inc,

144A

(3)

5.750%

8/15/27

B

252,690

100

Bausch

Health

Cos

Inc,

144A

4.875%

6/01/28

B

61,250

720

Bausch

Health

Cos

Inc,

144A

(3)

11.000%

9/30/28

B-

554,400

140

Bausch

Health

Cos

Inc,

144A

14.000%

10/15/30

CCC-

80,150

150

Black

Knight

InfoServ

LLC,

144A

3.625%

9/01/28

BB-

129,937

200

Block

Inc

2.750%

6/01/26

BB

178,368

150

Block

Inc

3.500%

6/01/31

N/R

120,750

60

Bombardier

Inc,

144A

(3)

7.875%

4/15/27

B-

56,984

150

Booz

Allen

Hamilton

Inc,

144A

3.875%

9/01/28

BB-

132,162

100

Booz

Allen

Hamilton

Inc,

144A

4.000%

7/01/29

BB-

87,411

200

Brookfield

Residential

Properties

Inc

/

Brookfield

Residential

US

LLC,

144A

6.250%

9/15/27

B

174,500

200

Brookfield

Residential

Properties

Inc

/

Brookfield

Residential

US

LLC,

144A

4.875%

2/15/30

B

153,787

60

Builders

FirstSource

Inc,

144A

5.000%

3/01/30

BB-

51,530

171

Builders

FirstSource

Inc,

144A

4.250%

2/01/32

BB-

136,834

260

Cable

One

Inc,

144A

(3)

4.000%

11/15/30

B

211,614

100

Camelot

Finance

SA,

144A

4.500%

11/01/26

B

93,426

20

Carnival

Corp,

144A

9.875%

8/01/27

B+

18,650

146

Carvana

Co,

144A

10.250%

5/01/30

CCC

87,600

500

Catalent

Pharma

Solutions

Inc,

144A

5.000%

7/15/27

B+

470,085

800

Catalent

Pharma

Solutions

Inc,

144A

3.125%

2/15/29

B+

654,640

500

Catalent

Pharma

Solutions

Inc,

144A

(3)

3.500%

4/01/30

B+

403,750

400

CCO

Holdings

LLC

/

CCO

Holdings

Capital

Corp,

144A

5.375%

6/01/29

BB-

357,352

550

CCO

Holdings

LLC

/

CCO

Holdings

Capital

Corp,

144A

4.750%

3/01/30

BB-

462,220

610

CCO

Holdings

LLC

/

CCO

Holdings

Capital

Corp,

144A

4.500%

8/15/30

BB-

495,052

450

CCO

Holdings

LLC

/

CCO

Holdings

Capital

Corp,

144A

4.250%

2/01/31

BB-

355,500

200

CCO

Holdings

LLC

/

CCO

Holdings

Capital

Corp,

144A

4.750%

2/01/32

BB-

160,009

200

CCO

Holdings

LLC

/

CCO

Holdings

Capital

Corp

4.500%

5/01/32

BB-

158,000

200

CCO

Holdings

LLC

/

CCO

Holdings

Capital

Corp,

144A

4.500%

6/01/33

BB-

151,662

200

CCO

Holdings

LLC

/

CCO

Holdings

Capital

Corp,

144A

4.250%

1/15/34

BB-

147,000

210

CGG

SA,

144A

(3)

8.750%

4/01/27

B-

185,678

110

Charles

River

Laboratories

International

Inc,

144A

(3)

3.750%

3/15/29

BB

95,150

560

Chemours

Co,

144A

5.750%

11/15/28

B+

475,720

270

Chemours

Co,

144A

4.625%

11/15/29

B+

210,600

290

Cheniere

Energy

Inc

4.625%

10/15/28

BB+

267,525

50

Cheniere

Energy

Partners

LP

4.500%

10/01/29

BB+

44,147

50

Cheniere

Energy

Partners

LP

4.000%

3/01/31

BB+

42,154

45

Cheniere

Energy

Partners

LP

3.250%

1/31/32

BB+

35,018

300

CHS/Community

Health

Systems

Inc,

144A

5.625%

3/15/27

B

239,061

100

CHS/Community

Health

Systems

Inc,

144A

6.875%

4/01/28

CCC

38,068

300

CHS/Community

Health

Systems

Inc,

144A

6.000%

1/15/29

B

222,702

200

CHS/Community

Health

Systems

Inc,

144A

6.875%

4/15/29

CCC

80,480

200

CHS/Community

Health

Systems

Inc,

144A

6.125%

4/01/30

CCC

82,000

100

CHS/Community

Health

Systems

Inc,

144A

5.250%

5/15/30

B

69,250

150

CHS/Community

Health

Systems

Inc,

144A

4.750%

2/15/31

B

100,490

350

Cinemark

USA

Inc,

144A

(3)

5.250%

7/15/28

B

265,715

18

Clarivate

Science

Holdings

Corp,

144A

3.875%

7/01/28

B

15,436

260

Clarivate

Science

Holdings

Corp,

144A

(3)

4.875%

7/01/29

CCC+

216,775

210

Clear

Channel

Outdoor

Holdings

Inc,

144A

5.125%

8/15/27

B

189,000

410

Clear

Channel

Outdoor

Holdings

Inc,

144A

(3)

7.500%

6/01/29

CCC

322,280

100

Cogent

Communications

Group

Inc,

144A

3.500%

5/01/26

BB-

90,250

262

Commscope

Inc,

144A

6.000%

3/01/26

B

252,713

490

Commscope

Inc,

144A

(3)

8.250%

3/01/27

CCC+

435,023

110

Commscope

Inc,

144A

(3)

7.125%

7/01/28

CCC+

93,162

Nuveen

ESG

High

Yield

Corporate

Bond

ETF

(NUHY)

(continued)

Portfolio

of

Investments

October

31,

2022

(Unaudited)

30

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Industrial

(continued)

$

355

Commscope

Inc,

144A

4.750%

9/01/29

B

$

300,271

260

Consensus

Cloud

Solutions

Inc,

144A

6.500%

10/15/28

B

229,497

100

Consolidated

Communications

Inc,

144A

6.500%

10/01/28

B-

81,780

190

Cornerstone

Building

Brands

Inc,

144A

6.125%

1/15/29

CCC+

118,750

300

Covanta

Holding

Corp,

144A

4.875%

12/01/29

B

255,435

100

Crestwood

Midstream

Partners

LP

/

Crestwood

Midstream

Finance

Corp,

144A

5.625%

5/01/27

BB-

94,058

110

Crestwood

Midstream

Partners

LP

/

Crestwood

Midstream

Finance

Corp,

144A

6.000%

2/01/29

BB-

102,861

12

Crowdstrike

Holdings

Inc

3.000%

2/15/29

BB-

10,115

150

Crown

Americas

LLC

/

Crown

Americas

Capital

Corp

VI

4.750%

2/01/26

BB

143,567

130

Darling

Ingredients

Inc,

144A

5.250%

4/15/27

BB+

124,800

760

DaVita

Inc,

144A

4.625%

6/01/30

B+

592,515

480

DaVita

Inc,

144A

3.750%

2/15/31

B+

347,054

280

Deluxe

Corp,

144A

8.000%

6/01/29

B-

233,436

200

Diamond

BC

BV,

144A

4.625%

10/01/29

N/R

146,922

220

Diamond

Sports

Group

LLC

/

Diamond

Sports

Finance

Co,

144A

6.625%

8/15/27

CC

10,725

310

Diebold

Nixdorf

Inc,

144A

(3)

9.375%

7/15/25

CCC

230,547

500

Directv

Financing

LLC

/

Directv

Financing

Co-Obligor

Inc,

144A

5.875%

8/15/27

BB

450,300

100

DT

Midstream

Inc,

144A

4.125%

6/15/29

BB+

86,450

141

DT

Midstream

Inc,

144A

4.375%

6/15/31

BB+

118,792

200

Dycom

Industries

Inc,

144A

(3)

4.500%

4/15/29

BB-

174,426

210

Edgewell

Personal

Care

Co,

144A

5.500%

6/01/28

BB-

197,511

30

Edgewell

Personal

Care

Co,

144A

4.125%

4/01/29

BB-

25,622

150

Elastic

NV,

144A

4.125%

7/15/29

B+

125,239

150

Encompass

Health

Corp

4.500%

2/01/28

B+

134,235

400

Encompass

Health

Corp

(3)

4.750%

2/01/30

B+

341,000

90

Energizer

Holdings

Inc,

144A

4.750%

6/15/28

B

74,729

150

EnLink

Midstream

LLC,

144A

5.625%

1/15/28

BB+

143,767

450

EQM

Midstream

Partners

LP,

144A

6.500%

7/01/27

BB-

438,750

300

EQM

Midstream

Partners

LP

5.500%

7/15/28

BB-

267,939

12

EQM

Midstream

Partners

LP,

144A

7.500%

6/01/30

BB-

11,670

100

Fair

Isaac

Corp,

144A

4.000%

6/15/28

BB

90,484

25

Gap

Inc,

144A

3.625%

10/01/29

BB-

17,518

25

Gartner

Inc,

144A

4.500%

7/01/28

BB+

23,168

4

Gartner

Inc,

144A

3.625%

6/15/29

BB+

3,400

140

Gates

Global

LLC

/

Gates

Corp,

144A

(3)

6.250%

1/15/26

B-

134,400

110

Glatfelter

Corp,

144A

4.750%

11/15/29

B

70,813

200

Go

Daddy

Operating

Co

LLC

/

GD

Finance

Co

Inc,

144A

5.250%

12/01/27

BB-

187,244

140

Grand

Canyon

University

4.125%

10/01/24

BB+

131,250

350

Gray

Television

Inc,

144A

(3)

7.000%

5/15/27

B

333,375

100

Gray

Television

Inc,

144A

4.750%

10/15/30

B

79,000

10

Griffon

Corp

5.750%

3/01/28

B-

9,160

640

GrubHub

Holdings

Inc,

144A

5.500%

7/01/27

B-

429,003

110

H&E

Equipment

Services

Inc,

144A

3.875%

12/15/28

B

92,947

750

Hawaiian

Brand

Intellectual

Property

Ltd

/

HawaiianMiles

Loyalty

Ltd,

144A

5.750%

1/20/26

B+

690,502

100

Herbalife

Nutrition

Ltd

/

HLF

Financing

Inc,

144A

7.875%

9/01/25

B+

93,351

1,500

Herc

Holdings

Inc,

144A

5.500%

7/15/27

B+

1,419,375

350

Hertz

Corp,

144A

4.625%

12/01/26

B+

298,375

450

Hertz

Corp,

144A

5.000%

12/01/29

CCC+

356,467

60

Hilton

Domestic

Operating

Co

Inc

4.875%

1/15/30

BB

53,775

1,000

Hilton

Grand

Vacations

Borrower

Escrow

LLC

/

Hilton

Grand

Vacations

Borrower

Esc,

144A

5.000%

6/01/29

B

857,630

708

Hilton

Grand

Vacations

Borrower

Escrow

LLC

/

Hilton

Grand

Vacations

Borrower

Esc,

144A

4.875%

7/01/31

B

578,790

100

HLF

Financing

Sarl

LLC

/

Herbalife

International

Inc,

144A

4.875%

6/01/29

B+

74,272

170

Hologic

Inc,

144A

3.250%

2/15/29

BB

144,466

100

Horizon

Therapeutics

USA

Inc,

144A

5.500%

8/01/27

B+

96,250

31

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Industrial

(continued)

$

7

Howmet

Aerospace

Inc

6.875%

5/01/25

BB+

$

7,155

200

HP

Inc,

144A

4.750%

3/01/29

BBB

201,686

160

IAA

Inc,

144A

5.500%

6/15/27

B

149,728

150

iHeartCommunications

Inc

6.375%

5/01/26

B+

142,902

300

iHeartCommunications

Inc

(3)

8.375%

5/01/27

B-

269,488

154

iHeartCommunications

Inc,

144A

5.250%

8/15/27

BB-

140,166

150

iHeartCommunications

Inc,

144A

4.750%

1/15/28

B+

130,875

120

Ingevity

Corp,

144A

3.875%

11/01/28

BB-

101,294

200

IQVIA

Inc,

144A

5.000%

5/15/27

BB-

190,576

120

Iron

Mountain

Inc,

144A

(3)

5.250%

3/15/28

BB-

110,400

100

Iron

Mountain

Inc,

144A

5.000%

7/15/28

BB-

89,460

390

Iron

Mountain

Inc,

144A

4.875%

9/15/29

BB-

335,303

111

Iron

Mountain

Inc,

144A

5.250%

7/15/30

BB-

95,772

160

Iron

Mountain

Information

Management

Services

Inc,

144A

5.000%

7/15/32

BB-

131,952

320

ITT

Holdings

LLC,

144A

6.500%

8/01/29

B

257,122

10

Lamar

Media

Corp

4.000%

2/15/30

BB-

8,491

150

Lamb

Weston

Holdings

Inc,

144A

4.875%

5/15/28

BB-

139,435

250

Level

3

Financing

Inc,

144A

4.250%

7/01/28

BB

206,250

300

Lions

Gate

Capital

Holdings

LLC,

144A

5.500%

4/15/29

B-

227,697

50

Lithia

Motors

Inc,

144A

3.875%

6/01/29

BB

40,285

150

Lumen

Technologies

Inc,

144A

4.000%

2/15/27

BB+

127,530

33

Macy's

Retail

Holdings

LLC,

144A

(3)

5.875%

4/01/29

BB

28,500

280

Marriott

Ownership

Resorts

Inc,

144A

4.500%

6/15/29

B+

234,423

150

Masonite

International

Corp,

144A

(3)

5.375%

2/01/28

BB+

137,319

160

Match

Group

Holdings

II

LLC,

144A

(3)

4.625%

6/01/28

BB-

142,181

160

Match

Group

Holdings

II

LLC,

144A

(3)

4.125%

8/01/30

BB-

130,721

150

Match

Group

Holdings

II

LLC,

144A

3.625%

10/01/31

BB-

114,339

160

Mattel

Inc,

144A

3.375%

4/01/26

BB+

145,939

162

Mattel

Inc,

144A

3.750%

4/01/29

BB+

139,798

100

MAXAR

TECHNOLOGIES

INC,

144A

7.750%

6/15/27

B

98,035

100

McGraw-Hill

Education

Inc,

144A

5.750%

8/01/28

B

88,050

140

McGraw-Hill

Education

Inc,

144A

8.000%

8/01/29

CCC

119,175

120

Mercer

International

Inc

5.125%

2/01/29

B+

98,550

64

Methanex

Corp

5.125%

10/15/27

BB

58,368

150

Methanex

Corp

5.250%

12/15/29

BB

128,364

130

Michaels

Cos

Inc,

144A

5.250%

5/01/28

B

92,318

200

ModivCare

Inc,

144A

5.875%

11/15/25

B

189,985

123

MPH

Acquisition

Holdings

LLC,

144A

5.500%

9/01/28

B+

106,180

50

Murphy

Oil

USA

Inc

4.750%

9/15/29

BB

45,000

100

Murphy

Oil

USA

Inc,

144A

3.750%

2/15/31

BB

83,326

50

NCL

Corp

Ltd,

144A

3.625%

12/15/24

CCC+

43,385

10

NCL

Corp

Ltd,

144A

7.750%

2/15/29

CCC+

7,966

3

NCR

Corp,

144A

5.750%

9/01/27

B

2,895

181

NCR

Corp,

144A

(3)

5.000%

10/01/28

B

152,094

3

NCR

Corp,

144A

(3)

6.125%

9/01/29

B

2,859

300

Netflix

Inc,

144A

3.625%

6/15/25

N/R

284,846

430

Netflix

Inc

5.875%

11/15/28

BB+

426,775

300

Netflix

Inc

6.375%

5/15/29

N/R

305,964

300

Netflix

Inc,

144A

5.375%

11/15/29

N/R

285,000

300

Netflix

Inc,

144A

(3)

4.875%

6/15/30

N/R

277,796

300

New

Fortress

Energy

Inc,

144A

6.750%

9/15/25

BB-

294,512

300

New

Fortress

Energy

Inc,

144A

6.500%

9/30/26

BB-

291,000

100

Newell

Brands

Inc

4.875%

6/01/25

BB+

96,546

500

Nexstar

Media

Inc,

144A

5.625%

7/15/27

B

472,250

688

Nexstar

Media

Inc,

144A

(3)

4.750%

11/01/28

B

603,789

1

Nordstrom

Inc

4.375%

4/01/30

BB+

768

150

NortonLifeLock

Inc,

144A

6.750%

9/30/27

BB-

147,869

150

NortonLifeLock

Inc,

144A

(3)

7.125%

9/30/30

BB-

147,448

250

NuStar

Logistics

LP

5.750%

10/01/25

BB-

241,058

150

NuStar

Logistics

LP

6.000%

6/01/26

BB-

145,440

Nuveen

ESG

High

Yield

Corporate

Bond

ETF

(NUHY)

(continued)

Portfolio

of

Investments

October

31,

2022

(Unaudited)

32

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Industrial

(continued)

$

150

NuStar

Logistics

LP

6.375%

10/01/30

BB-

$

139,019

60

ON

Semiconductor

Corp,

144A

3.875%

9/01/28

BB

52,866

200

Open

Text

Corp,

144A

3.875%

2/15/28

BB

171,188

200

Open

Text

Holdings

Inc,

144A

4.125%

12/01/31

BB

150,500

250

Option

Care

Health

Inc,

144A

4.375%

10/31/29

B-

215,895

700

ORGANON

&

CO/ORG,

144A

4.125%

4/30/28

BB

616,574

210

ORGANON

&

CO/ORG,

144A

5.125%

4/30/31

B+

178,347

200

Outfront

Media

Capital

LLC

/

Outfront

Media

Capital

Corp,

144A

5.000%

8/15/27

B+

180,042

500

Outfront

Media

Capital

LLC

/

Outfront

Media

Capital

Corp,

144A

4.250%

1/15/29

B

412,500

100

Outfront

Media

Capital

LLC

/

Outfront

Media

Capital

Corp,

144A

(3)

4.625%

3/15/30

B

82,721

210

Owens

&

Minor

Inc,

144A

(3)

4.500%

3/31/29

B

162,616

20

Pactiv

Evergreen

Group

Issuer

Inc/Pactiv

Evergreen

Group

Issuer

LLC,

144A

4.375%

9/30/28

B+

17,500

120

Parkland

Corp,

144A

5.875%

7/15/27

BB-

112,745

10

Penske

Automotive

Group

Inc

3.750%

6/15/29

BB-

8,210

591

Performance

Food

Group

Inc,

144A

5.500%

10/15/27

B

558,625

385

Performance

Food

Group

Inc,

144A

4.250%

8/01/29

B

326,164

150

Picasso

Finance

Sub

Inc,

144A

6.125%

6/15/25

N/R

149,705

100

Post

Holdings

Inc,

144A

5.625%

1/15/28

B

93,490

100

Post

Holdings

Inc,

144A

4.500%

9/15/31

B

82,720

250

PRA

Health

Sciences

Inc,

144A

(3)

2.875%

7/15/26

BB+

225,310

120

Prestige

Brands

Inc,

144A

3.750%

4/01/31

B

96,241

200

Prime

Security

Services

Borrower

LLC

/

Prime

Finance

Inc,

144A

5.750%

4/15/26

BB-

194,670

1,300

Prime

Security

Services

Borrower

LLC

/

Prime

Finance

Inc,

144A

(3)

6.250%

1/15/28

B-

1,194,680

100

PTC

Inc,

144A

3.625%

2/15/25

BB-

95,303

100

PTC

Inc,

144A

4.000%

2/15/28

BB-

90,574

20

QVC

Inc

4.375%

9/01/28

BB

14,500

760

Rackspace

Technology

Global

Inc,

144A

(3)

3.500%

2/15/28

B+

501,875

210

Rackspace

Technology

Global

Inc,

144A

5.375%

12/01/28

CCC+

88,397

501

Rakuten

Group

Inc,

144A

(3)

5.125%

N/A

(4)

B+

364,427

555

Rakuten

Group

Inc,

144A

(3)

6.250%

N/A

(4)

B+

373,348

810

Realogy

Group

LLC

/

Realogy

Co-Issuer

Corp,

144A

5.750%

1/15/29

B

582,188

225

Rite

Aid

Corp,

144A

7.500%

7/01/25

B-

157,930

330

Rite

Aid

Corp,

144A

(3)

8.000%

11/15/26

B-

213,715

300

ROBLOX

Corp,

144A

3.875%

5/01/30

BB

247,500

350

Royal

Caribbean

Cruises

Ltd,

144A

11.500%

6/01/25

BB-

376,939

250

Royal

Caribbean

Cruises

Ltd,

144A

(3)

4.250%

7/01/26

B-

198,763

200

Royal

Caribbean

Cruises

Ltd,

144A

5.500%

8/31/26

B-

163,520

200

Royal

Caribbean

Cruises

Ltd,

144A

(3)

5.375%

7/15/27

B-

155,463

50

SABRE

GLBL

INC,

144A

9.250%

4/15/25

B

48,420

840

SBA

Communications

Corp

(3)

3.875%

2/15/27

B+

756,000

170

Scripps

Escrow

II

Inc,

144A

(3)

5.375%

1/15/31

B

138,125

100

Scripps

Escrow

Inc,

144A

5.875%

7/15/27

B

90,595

260

Seagate

HDD

Cayman

4.091%

6/01/29

BB+

208,216

10

Seagate

HDD

Cayman

(3)

3.125%

7/15/29

BB+

7,394

850

SeaWorld

Parks

&

Entertainment

Inc,

144A

5.250%

8/15/29

B-

731,122

1,440

Select

Medical

Corp,

144A

6.250%

8/15/26

B-

1,372,658

220

Sensata

Technologies

BV,

144A

4.000%

4/15/29

BB-

185,284

100

Sensata

Technologies

Inc,

144A

3.750%

2/15/31

BB-

79,625

183

Service

Corp

International/US

5.125%

6/01/29

BB-

170,457

150

Service

Corp

International/US

4.000%

5/15/31

BB-

124,491

235

Sirius

XM

Radio

Inc,

144A

3.125%

9/01/26

BB-

209,996

310

Sirius

XM

Radio

Inc,

144A

5.000%

8/01/27

BB-

285,200

92

Sirius

XM

Radio

Inc,

144A

4.000%

7/15/28

BB-

79,090

290

Sirius

XM

Radio

Inc,

144A

5.500%

7/01/29

BB-

267,467

300

Sirius

XM

Radio

Inc,

144A

4.125%

7/01/30

BB-

245,487

33

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Industrial

(continued)

$

190

Sirius

XM

Radio

Inc,

144A

3.875%

9/01/31

BB-

$

152,000

380

Sotheby's,

144A

7.375%

10/15/27

B

367,650

100

Spectrum

Brands

Inc,

144A

3.875%

3/15/31

B

73,750

250

Spirit

AeroSystems

Inc,

144A

7.500%

4/15/25

B

242,885

200

Spirit

Loyalty

Cayman

Ltd

/

Spirit

IP

Cayman

Ltd,

144A

8.000%

9/20/25

BB

203,160

300

SPX

FLOW

Inc,

144A

(3)

8.750%

4/01/30

CCC

243,750

10

SS&C

Technologies

Inc,

144A

5.500%

9/30/27

B

9,298

300

Suburban

Propane

Partners

LP/Suburban

Energy

Finance

Corp,

144A

5.000%

6/01/31

B+

252,189

100

Summit

Materials

LLC

/

Summit

Materials

Finance

Corp,

144A

5.250%

1/15/29

BB-

91,321

250

Sunoco

LP

/

Sunoco

Finance

Corp

6.000%

4/15/27

BB

244,950

200

Sunoco

LP

/

Sunoco

Finance

Corp

4.500%

5/15/29

BB

171,780

130

Superior

Plus

LP

/

Superior

General

Partner

Inc,

144A

4.500%

3/15/29

BB-

110,192

150

Surgery

Center

Holdings

Inc,

144A

10.000%

4/15/27

CCC

145,544

800

Switch

Ltd,

144A

3.750%

9/15/28

B+

808,000

800

Switch

Ltd,

144A

4.125%

6/15/29

B+

800,400

850

Syneos

Health

Inc,

144A

(3)

3.625%

1/15/29

B+

703,958

100

Tallgrass

Energy

Partners

LP

/

Tallgrass

Energy

Finance

Corp,

144A

6.000%

9/01/31

BB-

89,014

11

Taylor

Morrison

Communities

Inc,

144A

5.125%

8/01/30

BB-

9,127

190

TEGNA

Inc

5.000%

9/15/29

BB-

180,139

150

Teleflex

Inc

4.625%

11/15/27

BB-

141,353

150

Teleflex

Inc,

144A

4.250%

6/01/28

BB-

135,720

100

Tempur

Sealy

International

Inc,

144A

4.000%

4/15/29

BB+

80,417

800

Tenet

Healthcare

Corp,

144A

4.875%

1/01/26

BB-

756,000

300

Tenet

Healthcare

Corp,

144A

6.250%

2/01/27

B+

286,296

551

Tenet

Healthcare

Corp,

144A

5.125%

11/01/27

BB-

507,609

230

Tenet

Healthcare

Corp,

144A

(3)

4.625%

6/15/28

BB-

201,824

300

Tenet

Healthcare

Corp,

144A

(3)

6.125%

10/01/28

B-

259,650

400

Tenet

Healthcare

Corp,

144A

4.250%

6/01/29

BB-

337,000

400

Tenet

Healthcare

Corp,

144A

4.375%

1/15/30

BB-

335,600

270

Terex

Corp,

144A

5.000%

5/15/29

B

240,853

650

Thor

Industries

Inc,

144A

(3)

4.000%

10/15/29

B+

525,707

70

TopBuild

Corp,

144A

4.125%

2/15/32

BB

54,808

10

TransDigm

Inc

5.500%

11/15/27

B-

9,122

60

TransDigm

Inc

4.875%

5/01/29

B-

51,015

110

Transocean

Inc,

144A

11.500%

1/30/27

CCC-

110,503

100

Travel

+

Leisure

Co,

144A

6.625%

7/31/26

BB-

97,371

100

Travel

+

Leisure

Co,

144A

4.500%

12/01/29

BB-

81,500

290

TreeHouse

Foods

Inc

4.000%

9/01/28

CCC+

244,688

144

Triumph

Group

Inc,

144A

(3)

8.875%

6/01/24

B

145,549

210

Triumph

Group

Inc,

144A

6.250%

9/15/24

CCC-

194,141

1,170

Trivium

Packaging

Finance

BV,

144A

5.500%

8/15/26

B

1,076,049

820

Trivium

Packaging

Finance

BV,

144A

8.500%

8/15/27

CCC

770,973

1,310

Tronox

Inc,

144A

4.625%

3/15/29

B+

1,011,701

250

TTM

Technologies

Inc,

144A

4.000%

3/01/29

BB-

208,785

130

Twilio

Inc

(3)

3.875%

3/15/31

BB-

106,021

150

Twitter

Inc,

144A

(3)

3.875%

12/15/27

BB

151,312

200

Twitter

Inc,

144A

5.000%

3/01/30

BB

201,097

900

Uber

Technologies

Inc,

144A

7.500%

5/15/25

B-

900,450

110

Uber

Technologies

Inc,

144A

8.000%

11/01/26

B-

110,407

750

Uber

Technologies

Inc,

144A

(3)

7.500%

9/15/27

B-

749,827

650

Uber

Technologies

Inc,

144A

(3)

6.250%

1/15/28

B-

617,500

570

Uber

Technologies

Inc,

144A

4.500%

8/15/29

B-

488,604

150

United

Natural

Foods

Inc,

144A

(3)

6.750%

10/15/28

B-

144,880

343

United

Rentals

North

America

Inc

5.250%

1/15/30

BB

318,132

99

United

Rentals

North

America

Inc

4.000%

7/15/30

BB

84,275

670

Uniti

Group

LP

/

Uniti

Fiber

Holdings

Inc

/

CSL

Capital

LLC,

144A

7.875%

2/15/25

B

663,303

Nuveen

ESG

High

Yield

Corporate

Bond

ETF

(NUHY)

(continued)

Portfolio

of

Investments

October

31,

2022

(Unaudited)

34

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Industrial

(continued)

$

700

Uniti

Group

LP

/

Uniti

Group

Finance

Inc

/

CSL

Capital

LLC,

144A

4.750%

4/15/28

B

$

572,212

260

Univar

Solutions

USA

Inc/Washington,

144A

(3)

5.125%

12/01/27

BB

240,500

110

Univision

Communications

Inc,

144A

6.625%

6/01/27

B+

108,625

24

Univision

Communications

Inc,

144A

4.500%

5/01/29

B+

20,205

100

UPC

Holding

BV,

144A

5.500%

1/15/28

B

87,769

360

US

Foods

Inc,

144A

6.250%

4/15/25

B+

358,268

328

US

Foods

Inc,

144A

4.750%

2/15/29

B-

290,690

150

US

Foods

Inc,

144A

(3)

4.625%

6/01/30

B-

130,128

250

Vail

Resorts

Inc,

144A

6.250%

5/15/25

B+

248,750

210

Valvoline

Inc,

144A

4.250%

2/15/30

BB-

202,125

200

VEON

Holdings

BV,

144A

3.375%

11/25/27

N/R

100,000

308

Victoria's

Secret

&

Co,

144A

(3)

4.625%

7/15/29

B+

245,014

100

Videotron

Ltd,

144A

5.125%

4/15/27

BB+

94,375

150

Videotron

Ltd,

144A

3.625%

6/15/29

BB+

126,312

10

Virgin

Media

Finance

PLC,

144A

5.000%

7/15/30

B

8,014

320

Vodafone

Group

PLC

7.000%

4/04/79

BB+

304,000

145

Vodafone

Group

PLC

4.125%

6/04/81

BB+

102,843

200

VZ

Secured

Financing

BV,

144A

5.000%

1/15/32

B+

159,418

1,110

Weatherford

International

Ltd,

144A

6.500%

9/15/28

B+

1,060,050

1,800

Weatherford

International

Ltd,

144A

(3)

8.625%

4/30/30

B-

1,696,500

200

Weir

Group

PLC,

144A

2.200%

5/13/26

BB+

171,124

521

WESCO

Distribution

Inc,

144A

7.250%

6/15/28

BB-

528,534

290

Western

Midstream

Operating

LP

4.550%

2/01/30

BB+

255,142

500

Williams

Scotsman

International

Inc,

144A

4.625%

8/15/28

B

451,575

110

Windstream

Escrow

LLC

/

Windstream

Escrow

Finance

Corp,

144A

(3)

7.750%

8/15/28

B

95,183

350

WMG

Acquisition

Corp,

144A

(3)

3.875%

7/15/30

BB-

299,105

1

WMG

Acquisition

Corp,

144A

3.000%

2/15/31

BB-

780

140

Wyndham

Hotels

&

Resorts

Inc,

144A

4.375%

8/15/28

BB-

123,245

310

Xerox

Holdings

Corp,

144A

(3)

5.500%

8/15/28

BB

244,900

20

XPO

Logistics

Inc,

144A

6.250%

5/01/25

B+

20,204

826

Yum!

Brands

Inc,

144A

4.750%

1/15/30

BB-

738,238

310

Zayo

Group

Holdings

Inc,

144A

(3)

6.125%

3/01/28

CCC+

206,150

410

Ziggo

BV,

144A

4.875%

1/15/30

B+

344,136

170

ZipRecruiter

Inc,

144A

5.000%

1/15/30

BB-

139,086

200

ZoomInfo

Technologies

LLC/ZoomInfo

Finance

Corp,

144A

3.875%

2/01/29

B+

167,111

94,360

Total

Industrial

81,440,999

Utility

-

1.4%

10

Calpine

Corp,

144A

5.000%

2/01/31

B+

8,449

200

Clearway

Energy

Operating

LLC,

144A

(3)

4.750%

3/15/28

BB

184,740

100

Clearway

Energy

Operating

LLC,

144A

3.750%

2/15/31

BB

83,500

160

Drax

Finco

PLC,

144A

6.625%

11/01/25

BB+

148,800

900

Enviva

Partners

LP

/

Enviva

Partners

Finance

Corp,

144A

6.500%

1/15/26

B+

864,198

100

NextEra

Energy

Operating

Partners

LP,

144A

4.250%

7/15/24

BB+

96,952

11

TerraForm

Power

Operating

LLC,

144A

4.750%

1/15/30

BB-

9,886

1,481

Total

Utility

1,396,525

$

107,679

Total

Corporate

Debt

(cost

$106,236,250)

92,713,816

Total

Long-Term

Investments

(cost

$106,236,250)

92,713,816

35

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

-

  14.6%

MONEY

MARKET

FUNDS

-

14.6%

13,939,354

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

(5)

3.120%(6)

$

13,939,354

Total

Investments

Purchased

with

Collateral

from

Securities

Lending

(cost

$13,939,354)

$

13,939,354

Total

Investments

(cost

$

120,175,604

)

-

111

.9

%

106,653,170

Other

Assets

Less

Liabilities

-

(11.9)%

(

11,351,368

)

Net

Assets

-

100%

$

95,301,802

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Corporate

Debt

$

–

$

92,713,816

$

–

$

92,713,816

Investments

Purchased

with

Collateral

from

Securities

Lending

13,939,354

–

–

13,939,354

Total

$

13,939,354

$

92,713,816

$

–

$

106,653,170

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

$13,327,178.

(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.

Nuveen

ESG

High

Yield

Corporate

Bond

ETF

(NUHY)

(continued)

Portfolio

of

Investments

October

31,

2022

(Unaudited)

36

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

37

Nuveen

ESG

U.S.

Aggregate

Bond

ETF

(NUBD)

Portfolio

of

Investments

October

31,

2022

(Unaudited)

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

LONG-TERM

INVESTMENTS

-

99.0%  

U.S.

TREASURY

-

39.4%

$

3,450

United

States

Treasury

Note/Bond

0.375%

10/31/23

AAA

$

3,305,801

4,000

United

States

Treasury

Note/Bond

0.500%

11/30/23

AAA

3,827,344

1,346

United

States

Treasury

Note/Bond

2.875%

11/30/23

AAA

1,320,920

100

United

States

Treasury

Note/Bond

0.750%

12/31/23

AAA

95,590

900

United

States

Treasury

Note/Bond

0.875%

1/31/24

AAA

858,691

1,411

United

States

Treasury

Note/Bond

2.500%

1/31/24

AAA

1,374,402

1,814

United

States

Treasury

Note/Bond

2.250%

4/30/24

AAA

1,751,148

4,672

United

States

Treasury

Note/Bond

2.000%

5/31/24

AAA

4,485,120

800

United

States

Treasury

Note/Bond

3.000%

7/31/24

AAA

778,656

262

United

States

Treasury

Note/Bond

1.250%

8/31/24

AAA

246,812

3,090

United

States

Treasury

Note/Bond

2.125%

9/30/24

AAA

2,955,054

1,454

United

States

Treasury

Note/Bond

2.125%

11/30/24

AAA

1,384,708

600

United

States

Treasury

Note/Bond

1.125%

1/15/25

AAA

557,789

2,824

United

States

Treasury

Note/Bond

1.375%

1/31/25

AAA

2,639,778

1,500

United

States

Treasury

Note/Bond

0.250%

5/31/25

AAA

1,347,187

950

United

States

Treasury

Note/Bond

0.250%

8/31/25

AAA

845,018

3,900

United

States

Treasury

Note/Bond

0.250%

9/30/25

AAA

3,462,164

800

United

States

Treasury

Note/Bond

0.250%

10/31/25

AAA

706,969

1,820

United

States

Treasury

Note/Bond

0.375%

11/30/25

AAA

1,609,207

1,300

United

States

Treasury

Note/Bond

0.375%

12/31/25

AAA

1,146,742

3,500

United

States

Treasury

Note/Bond

0.375%

1/31/26

AAA

3,074,531

500

United

States

Treasury

Note/Bond

0.500%

2/28/26

AAA

439,746

1,900

United

States

Treasury

Note/Bond

0.750%

3/31/26

AAA

1,681,203

3,200

United

States

Treasury

Note/Bond

0.750%

4/30/26

AAA

2,823,375

700

United

States

Treasury

Note/Bond

0.750%

5/31/26

AAA

616,027

1,700

United

States

Treasury

Note/Bond

0.875%

6/30/26

AAA

1,499,254

1,100

United

States

Treasury

Note/Bond

0.625%

7/31/26

AAA

958,331

1,450

United

States

Treasury

Note/Bond

0.750%

8/31/26

AAA

1,266,031

2,600

United

States

Treasury

Note/Bond

0.875%

9/30/26

AAA

2,276,422

900

United

States

Treasury

Note/Bond

1.125%

10/31/26

AAA

793,969

1,600

United

States

Treasury

Note/Bond

1.250%

11/30/26

AAA

1,416,375

1,100

United

States

Treasury

Note/Bond

1.250%

12/31/26

AAA

971,781

1,750

United

States

Treasury

Note/Bond

1.875%

2/28/27

AAA

1,583,203

500

United

States

Treasury

Note/Bond

2.500%

3/31/27

AAA

463,906

2,000

United

States

Treasury

Note/Bond

2.625%

5/31/27

AAA

1,864,141

900

United

States

Treasury

Note/Bond

0.500%

6/30/27

AAA

757,371

2,500

United

States

Treasury

Note/Bond

3.250%

6/30/27

AAA

2,391,992

1,000

United

States

Treasury

Note/Bond

2.750%

7/31/27

AAA

934,766

2,186

United

States

Treasury

Note/Bond

2.250%

8/15/27

AAA

1,995,067

100

United

States

Treasury

Note/Bond

4.125%

9/30/27

N/R

99,453

888

United

States

Treasury

Note/Bond

2.250%

11/15/27

AAA

806,935

2,344

United

States

Treasury

Note/Bond

2.750%

2/15/28

AAA

2,175,433

650

United

States

Treasury

Note/Bond

1.375%

10/31/28

AAA

551,637

300

United

States

Treasury

Note/Bond

1.750%

1/31/29

AAA

259,266

1,470

United

States

Treasury

Note/Bond

2.375%

5/15/29

AAA

1,315,880

514

United

States

Treasury

Note/Bond

1.625%

8/15/29

AAA

438,085

100

United

States

Treasury

Note/Bond

0.625%

5/15/30

AAA

77,703

1,000

United

States

Treasury

Note/Bond

1.875%

2/15/32

AAA

831,563

3,050

United

States

Treasury

Note/Bond

2.875%

5/15/32

AAA

2,763,586

1,000

United

States

Treasury

Note/Bond

2.750%

8/15/32

AAA

894,844

200

United

States

Treasury

Note/Bond

1.125%

8/15/40

AAA

118,367

1,300

United

States

Treasury

Note/Bond

1.875%

2/15/41

AAA

878,820

500

United

States

Treasury

Note/Bond

2.250%

5/15/41

AAA

360,527

1,050

United

States

Treasury

Note/Bond

1.750%

8/15/41

AAA

685,289

198

United

States

Treasury

Note/Bond

2.000%

11/15/41

AAA

134,980

1,400

United

States

Treasury

Note/Bond

2.375%

2/15/42

AAA

1,022,219

3,900

United

States

Treasury

Note/Bond

3.250%

5/15/42

AAA

3,297,328

Nuveen

ESG

U.S.

Aggregate

Bond

ETF

(NUBD)

(continued)

Portfolio

of

Investments

October

31,

2022

(Unaudited)

38

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

$

1,964

United

States

Treasury

Note/Bond

2.750%

8/15/42

AAA

$

1,518,341

400

United

States

Treasury

Note/Bond

3.375%

8/15/42

AAA

345,063

4,221

United

States

Treasury

Note/Bond

2.750%

8/15/47

AAA

3,165,750

1,850

United

States

Treasury

Note/Bond

1.250%

5/15/50

AAA

953,256

700

United

States

Treasury

Note/Bond

1.375%

8/15/50

AAA

373,160

200

United

States

Treasury

Note/Bond

1.625%

11/15/50

AAA

114,375

3,800

United

States

Treasury

Note/Bond

1.875%

2/15/51

AAA

2,326,461

1,100

United

States

Treasury

Note/Bond

2.375%

5/15/51

AAA

761,707

700

United

States

Treasury

Note/Bond

2.250%

2/15/52

AAA

469,438

1,350

United

States

Treasury

Note/Bond

2.875%

5/15/52

AAA

1,047,727

300

United

States

Treasury

Note/Bond

3.000%

8/15/52

AAA

240,234

1,250

United

States

Treasury

Note/Bond

-

When

Issued

2.875%

4/30/27

AAA

1,171,387

$

105,878

Total

U.S.

Treasury

(cost

$106,187,853)

91,705,405

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

SECURITIZED

-

29.5%

50

AmeriCredit

Automobile

Receivables

Trust

2021-2

1.010%

1/19/27

A+

45,275

20

BA

Credit

Card

Trust

2021

A1

0.440%

9/15/26

AAA

18,704

200

Bank

2019-BNK19

2.926%

8/15/61

AAA

169,385

100

BANK

2021-BNK34

1.935%

6/15/63

AAA

87,364

100

BANK

2021-BNK35

2.067%

6/15/64

AAA

81,581

500

BBCMS

Mortgage

Trust

2020-C6

2.690%

2/15/53

AAA

467,447

200

Benchmark

2021-B24

Mortgage

Trust

2.264%

3/15/54

AAA

159,088

100

Benchmark

2021-B27

Mortgage

Trust

2.703%

7/15/54

A-

70,131

100

Benchmark

2021-B28

Mortgage

Trust

2.073%

8/15/54

AAA

82,103

100

Capital

One

Multi-Asset

Execution

Trust

2022

A2

3.490%

5/15/27

AAA

96,157

38

Carmax

Auto

Owner

Trust

2020-1

1.890%

12/16/24

AAA

37,716

100

CarMax

Auto

Owner

Trust

2022-1

1.700%

8/16/27

AAA

90,343

75

Carvana

Auto

Receivables

Trust

2022-N1

,

144A

4.130%

12/11/28

BBB

69,936

100

Citibank

Credit

Card

Issuance

Trust

2018

A3

3.290%

5/23/25

AAA

98,967

180

Citigroup

Commercial

Mortgage

Trust

2016-C1

3.209%

5/10/49

AAA

165,057

500

COMM

2015-LC19

Mortgage

Trust

2015

LC19

3.183%

2/10/48

AAA

472,542

100

Discover

Card

Execution

Note

Trust

2021

A1

0.580%

9/15/26

AAA

92,231

100

Exeter

Automobile

Receivables

Trust

2022-1A

2.180%

6/15/26

AA

96,184

274

Fannie

Mae

Pool

FN

MA2941

3.500%

3/01/32

N/R

263,323

79

Fannie

Mae

Pool

FN

MA3392

3.500%

6/01/33

N/R

74,370

173

Fannie

Mae

Pool

FN

MA3490

4.000%

10/01/33

N/R

165,913

61

Fannie

Mae

Pool

FN

MA3828

3.000%

11/01/34

N/R

56,568

123

Fannie

Mae

Pool

FN

MA3865

3.000%

12/01/34

N/R

113,030

145

Fannie

Mae

Pool

FN

MA3957

3.500%

3/01/35

N/R

136,779

643

Fannie

Mae

Pool

FN

MA4074

2.000%

7/01/35

N/R

565,664

572

Fannie

Mae

Pool

FN

MA4123

2.000%

9/01/35

N/R

503,335

565

Fannie

Mae

Pool

FN

MA4180

2.500%

11/01/35

N/R

510,671

550

Fannie

Mae

Pool

FN

MA4278

1.500%

3/01/36

N/R

468,733

662

Fannie

Mae

Pool

FN

MA4298

2.500%

3/01/36

N/R

600,373

163

Fannie

Mae

Pool

FN

MA4302

1.500%

4/01/36

N/R

138,568

74

Fannie

Mae

Pool

FN

MA4316

2021

MTGE

2.500%

4/01/36

N/R

67,258

191

Fannie

Mae

Pool

FN

MA4330

2.500%

5/01/36

N/R

172,501

338

Fannie

Mae

Pool

FN

MA4359

1.500%

6/01/36

N/R

287,933

78

Fannie

Mae

Pool

FN

MA4361

2021

MTGE

2.500%

6/01/36

N/R

70,253

173

Fannie

Mae

Pool

FN

MA4402

1.500%

8/01/36

N/R

146,972

321

Fannie

Mae

Pool

FN

MA4516

2.000%

1/01/37

N/R

281,767

1,264

Fannie

Mae

Pool

FN

MA4536

2.000%

2/01/37

N/R

1,111,171

128

Fannie

Mae

Pool

FN

MA3890

3.000%

1/01/40

N/R

112,935

790

Fannie

Mae

Pool

FN

MA4268

2.000%

2/01/41

N/R

652,651

130

Fannie

Mae

Pool

FN

MA4310

1.500%

4/01/41

N/R

102,653

600

Fannie

Mae

Pool

FN

MA4334

2.500%

5/01/41

N/R

509,470

90

Fannie

Mae

Pool

FN

MA4364

2.000%

6/01/41

N/R

74,339

85

Fannie

Mae

Pool

FN

MA4366

2.500%

6/01/41

N/R

71,819

263

Fannie

Mae

Pool

FN

MA4387

2.000%

7/01/41

N/R

216,675

358

Fannie

Mae

Pool

FN

MA4423

2.500%

9/01/41

N/R

303,584

39

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

$

864

Fannie

Mae

Pool

FN

MA3143

3.000%

9/01/47

N/R

$

746,923

326

Fannie

Mae

Pool

FN

MA3120

3.500%

9/01/47

N/R

293,987

57

Fannie

Mae

Pool

FN

MA3182

3.500%

11/01/47

N/R

50,649

194

Fannie

Mae

Pool

FN

MA3358

4.500%

5/01/48

N/R

183,885

2,565

Fannie

Mae

Pool

FN

FM5665

3.500%

8/01/48

N/R

2,307,651

109

Fannie

Mae

Pool

FN

MA3536

4.000%

12/01/48

N/R

100,380

183

Fannie

Mae

Pool

FN

MA3574

3.500%

1/01/49

N/R

163,705

1,726

Fannie

Mae

Pool

FN

FM5488

4.000%

5/01/49

N/R

1,597,371

1,054

Fannie

Mae

Pool

FN

MA3774

3.000%

9/01/49

N/R

903,100

710

Fannie

Mae

Pool

FN

MA3905

3.000%

1/01/50

N/R

606,834

2,168

Fannie

Mae

Pool

FN

MA4182

2.000%

11/01/50

N/R

1,716,421

1,397

Fannie

Mae

Pool

FN

MA4208

2.000%

12/01/50

N/R

1,104,298

879

Fannie

Mae

Pool

FN

MA4254

1.500%

2/01/51

N/R

654,974

960

Fannie

Mae

Pool

FN

MA4255

2.000%

2/01/51

N/R

758,579

359

Fannie

Mae

Pool

FN

MA4304

1.500%

4/01/51

N/R

267,472

2,442

Fannie

Mae

Pool

FN

MA4305

2021

MTGE

2.000%

4/01/51

NR

1,932,273

89

Fannie

Mae

Pool

FN

MA4337

4.000%

4/01/51

N/R

81,786

883

Fannie

Mae

Pool

FN

MA4325

2.000%

5/01/51

N/R

698,553

341

Fannie

Mae

Pool

FN

MA4327

3.000%

5/01/51

N/R

291,050

1,879

Fannie

Mae

Pool

FN

MA4355

2021

MTGE

2.000%

6/01/51

N/R

1,486,837

668

Fannie

Mae

Pool

FN

MA4357

3.000%

6/01/51

N/R

570,948

185

Fannie

Mae

Pool

FN

MA4377

1.500%

7/01/51

N/R

137,674

271

Fannie

Mae

Pool

FN

MA4378

2.000%

7/01/51

N/R

214,681

468

Fannie

Mae

Pool

FN

MA4397

1.500%

8/01/51

N/R

348,168

1,416

Fannie

Mae

Pool

FN

MA4398

2.000%

8/01/51

N/R

1,119,952

1,025

Fannie

Mae

Pool

FN

MA4437

2021

MA4437

2.000%

10/01/51

N/R

808,872

359

Fannie

Mae

Pool

FN

MA4439

3.000%

10/01/51

N/R

306,937

377

Fannie

Mae

Pool

FN

MA4465

2.000%

11/01/51

N/R

297,232

1,526

Fannie

Mae

Pool

FN

MA4511

2021

2021

2.000%

12/01/51

N/R

1,205,416

7,617

Fannie

Mae

Pool

FN

MA4493

2.500%

12/01/51

N/R

6,257,044

898

Fannie

Mae

Pool

FN

MA4512

2.500%

1/01/52

N/R

737,897

506

Fannie

Mae

Pool

FN

MA4513

2021

2021

3.000%

1/01/52

N/R

431,637

1,532

Fannie

Mae

Pool

FN

MA4549

3.000%

2/01/52

N/R

1,303,990

2,749

Fannie

Mae

Pool

FN

MA4563

2.500%

3/01/52

N/R

2,254,964

940

Fannie

Mae

Pool

FN

MA4565

3.500%

3/01/52

N/R

826,811

484

Fannie

Mae

Pool

FN

MA4579

3.000%

4/01/52

N/R

411,334

679

Fannie

Mae

Pool

FN

MA4644

4.000%

5/01/52

NR

617,762

293

Fannie

Mae

Pool

FN

MA4625

2022

1

3.500%

6/01/52

AAA

257,911

971

Fannie

Mae

Pool

FN

MA4684

4.500%

6/01/52

N/R

911,352

434

Fannie

Mae

Pool

FN

MA4686

5.000%

6/01/52

AAA

419,004

394

Fannie

Mae

Pool

FN

MA4700

2022

1

4.000%

7/01/52

AAA

358,284

342

Fannie

Mae

Pool

FN

MA4655

4.000%

7/01/52

NR

311,580

778

Fannie

Mae

Pool

FN

MA4656

4.500%

7/01/52

AAA

730,990

587

Fannie

Mae

Pool

FN

MA4701

2022

1

4.500%

7/01/52

AAA

551,516

386

Fannie

Mae

Pool

FN

MA4709

5.000%

7/01/52

AAA

372,714

1,076

Fannie

Mae

Pool

FN

MA4737

5.000%

8/01/52

NR

1,039,260

1,070

Fannie

Mae

Pool

FN

MA4738

5.500%

8/01/52

AAA

1,056,903

400

Fannie

Mae

Pool

FN

MA4807

,

(WI/DD,

Settling

11/14/22)

5.500%

11/01/52

N/R

395,107

700

Fannie

Mae

Pool

FN

MA4847

,

(WI/DD,

Settling

11/14/22)

6.000%

11/01/52

N/R

704,626

300

Fannie

Mae

Pool

FN

MA4852

,

(WI/DD,

Settling

11/14/22)

6.500%

11/01/52

N/R

309,312

190

Fannie

Mae-Aces

2018

M7

3.044%

3/25/28

N/R

174,826

250

Fannie

Mae-Aces

2018

M10

3.358%

7/25/28

N/R

233,375

100

Ford

Credit

Auto

Owner

Trust

2022-A

1.290%

6/15/26

AAA

95,005

797

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

2019

K735

2.862%

5/25/26

N/R

746,045

100

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

2021

K742

0.861%

6/25/27

AAA

87,780

62

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

2021

K742

1.760%

3/25/28

AAA

53,072

100

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

2021

K743

1.770%

5/25/28

AAA

85,078

331

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

2019

K094

2.701%

4/25/29

N/R

307,305

Nuveen

ESG

U.S.

Aggregate

Bond

ETF

(NUBD)

(continued)

Portfolio

of

Investments

October

31,

2022

(Unaudited)

40

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

$

97

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

2021

K125

1.101%

8/25/30

AAA

$

80,607

99

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

2021

K127

1.353%

11/25/30

AAA

82,497

100

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

2021

K129

1.647%

5/25/31

N/R

76,777

99

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

2021

1520

2.007%

7/25/35

N/R

80,983

508

Ginnie

Mae

II

Pool

G2

MA3663

3.500%

5/20/46

N/R

463,990

65

Ginnie

Mae

II

Pool

G2

MA5264

4.000%

6/20/48

N/R

60,478

75

Ginnie

Mae

II

Pool

G2

MA5398

4.000%

8/20/48

N/R

69,915

459

Ginnie

Mae

II

Pool

G2

MA6038

3.000%

7/20/49

N/R

404,150

211

Ginnie

Mae

II

Pool

G2

MA6283

3.000%

11/20/49

N/R

187,507

826

Ginnie

Mae

II

Pool

G2

MA6338

3.000%

12/20/49

AAA

727,406

164

Ginnie

Mae

II

Pool

G2

MA6542

3.500%

3/20/50

AAA

150,119

85

Ginnie

Mae

II

Pool

G2

MA6600

3.500%

4/20/50

AAA

76,855

85

Ginnie

Mae

II

Pool

G2

MA6820

3.000%

8/20/50

AAA

74,313

795

Ginnie

Mae

II

Pool

G2

MA6864

2.000%

9/20/50

AAA

657,158

723

Ginnie

Mae

II

Pool

G2

MA6865

2.500%

9/20/50

AAA

619,433

87

Ginnie

Mae

II

Pool

G2

MA6931

2.500%

10/20/50

AAA

74,205

290

Ginnie

Mae

II

Pool

G2

MA6995

2.500%

11/20/50

AAA

246,373

508

Ginnie

Mae

II

Pool

G2

MA7051

2020

GNMA

II

2.000%

12/20/50

AAA

419,729

255

Ginnie

Mae

II

Pool

G2

MA7054

3.500%

12/20/50

AAA

230,774

479

Ginnie

Mae

II

Pool

G2

MA7136

2.500%

1/20/51

N/R

407,776

546

Ginnie

Mae

II

Pool

G2

MA7312

2021

MTGE

2.500%

4/20/51

AAA

464,440

601

Ginnie

Mae

II

Pool

G2

MA7367

2.500%

5/20/51

AAA

511,309

867

Ginnie

Mae

II

Pool

G2

MA7472

2.500%

7/20/51

AAA

737,232

854

Ginnie

Mae

II

Pool

G2

MA7704

2.000%

11/20/51

AAA

704,102

286

Ginnie

Mae

II

Pool

G2

MA7826

2.000%

1/20/52

AAA

235,662

190

Ginnie

Mae

II

Pool

G2

MA7827

2.500%

1/20/52

AAA

161,091

1,597

Ginnie

Mae

II

Pool

G2

MA7882

3.000%

2/20/52

AAA

1,396,010

482

Ginnie

Mae

II

Pool

G2

MA7937

3.000%

3/20/52

AAA

420,112

878

Ginnie

Mae

II

Pool

G2

MA7938

3.500%

3/20/52

AAA

789,226

493

Ginnie

Mae

II

Pool

G2

MA8046

4.500%

5/20/52

AAA

467,343

840

Ginnie

Mae

II

Pool

G2

MA8100

4.000%

6/20/52

AAA

774,809

247

Ginnie

Mae

II

Pool

G2

MA8101

4.500%

6/20/52

AAA

234,526

494

Ginnie

Mae

II

Pool

G2

MA8102

5.000%

6/20/52

AAA

481,296

496

Ginnie

Mae

II

Pool

G2

MA8151

4.500%

7/20/52

AAA

470,720

199

Ginnie

Mae

II

Pool

G2

MA8200

4.000%

8/20/52

AAA

183,611

199

Ginnie

Mae

II

Pool

G2

MA8201

4.500%

8/20/52

AAA

188,852

199

Ginnie

Mae

II

Pool

G2

MA8202

5.000%

8/20/52

AAA

194,089

200

Ginnie

Mae

II

Pool

G2

MA8349

,

(WI/DD,

Settling

11/21/22)

5.500%

10/20/52

N/R

200,222

200

Ginnie

Mae

II

Pool

G2

MA8430

,

(WI/DD,

Settling

11/21/22)

6.000%

11/20/52

N/R

202,122

100

GM

Financial

Automobile

Leasing

Trust

2021-2

0.690%

5/20/25

AA+

94,884

50

GM

Financial

Consumer

Automobile

Receivables

Trust

2022-1

1.260%

11/16/26

AAA

47,379

200

GS

Mortgage

Securities

Trust

2019-GC38

3.968%

2/10/52

AAA

183,313

100

Honda

Auto

Receivables

2021-2

Owner

Trust

0.330%

8/15/25

AAA

95,785

50

John

Deere

Owner

Trust

2021

B

0.740%

5/15/28

AAA

44,746

100

Mercedes-Benz

Auto

Lease

Trust

2021-B

0.400%

11/15/24

AAA

96,284

100

Morgan

Stanley

Capital

I

Trust

2021-L5

1.518%

5/15/54

AAA

86,105

100

Santander

Drive

Auto

Receivables

Trust

2021-2

0.900%

6/15/26

AA

96,942

100

Toyota

Auto

Receivables

2021-B

Owner

Trust

0.530%

10/15/26

AAA

90,274

90

Verizon

Master

Trust

2021

1

0.500%

5/20/27

AAA

83,654

196

Wells

Fargo

Commercial

Mortgage

Trust

2016-C32

3.324%

1/15/59

AAA

189,443

300

Wells

Fargo

Commercial

Mortgage

Trust

2019-C49

3.760%

3/15/52

AAA

268,244

100

World

Omni

Auto

Receivables

Trust

2021-B

0.420%

6/15/26

AAA

95,210

$

79,566

Total

Securitized

(cost

$81,630,836)

68,658,693

41

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

CORPORATE

DEBT

-

24.6%

Financials

-

8.8%

$

100

AerCap

Ireland

Capital

DAC

/

AerCap

Global

Aviation

Trust

3.150%

2/15/24

BBB-

$

95,716

150

AerCap

Ireland

Capital

DAC

/

AerCap

Global

Aviation

Trust

2.450%

10/29/26

BBB-

126,667

150

AerCap

Ireland

Capital

DAC

/

AerCap

Global

Aviation

Trust

3.300%

1/30/32

BBB-

112,583

100

Aflac

Inc

3.600%

4/01/30

A-

88,676

180

Air

Lease

Corp

2.875%

1/15/26

BBB

160,010

10

Air

Lease

Corp

3.125%

12/01/30

BBB

7,755

100

Alexandria

Real

Estate

Equities

Inc

3.375%

8/15/31

BBB+

82,395

100

Alexandria

Real

Estate

Equities

Inc

2.950%

3/15/34

BBB+

75,258

71

Allstate

Corp

4.500%

6/15/43

A-

58,677

10

Ally

Financial

Inc

5.800%

5/01/25

BBB-

10,001

10

Ally

Financial

Inc

8.000%

11/01/31

BBB-

10,089

60

Ally

Financial

Inc

8.000%

11/01/31

BBB-

61,537

40

American

Express

Co

3.400%

2/22/24

A

39,020

40

American

Express

Co

2.250%

3/04/25

A

37,140

200

American

Express

Co

1.650%

11/04/26

A

172,182

120

American

International

Group

Inc

3.400%

6/30/30

BBB+

103,148

32

Ameriprise

Financial

Inc

4.000%

10/15/23

A-

31,651

100

Arthur

J

Gallagher

&

Co

3.050%

3/09/52

BBB

58,123

30

Assurant

Inc

2.650%

1/15/32

BBB

21,586

10

Australia

&

New

Zealand

Banking

Group

Ltd/New

York

NY

3.700%

11/16/25

AA-

9,600

40

Banco

Bilbao

Vizcaya

Argentaria

SA

0.875%

9/18/23

A-

38,360

200

Banco

Santander

SA

4.175%

3/24/28

A-

176,298

100

Bank

of

America

Corp

3.841%

4/25/25

A

96,761

100

Bank

of

America

Corp

3.384%

4/02/26

A

93,944

200

Bank

of

America

Corp

1.734%

7/22/27

A

171,027

250

Bank

of

America

Corp

2.087%

6/14/29

A

202,302

150

Bank

of

America

Corp

4.271%

7/23/29

A

136,137

600

Bank

of

America

Corp

3.974%

2/07/30

A

530,631

200

Bank

of

America

Corp

2.592%

4/29/31

A

157,909

250

Bank

of

America

Corp

2.651%

3/11/32

A

192,925

100

Bank

of

America

Corp

2.299%

7/21/32

A

74,052

100

Bank

of

America

Corp

3.311%

4/22/42

A

69,198

200

Bank

of

America

Corp

2.972%

7/21/52

A

118,830

100

Bank

of

Montreal

1.500%

1/10/25

A

91,701

100

Bank

of

Montreal

2.650%

3/08/27

A

88,661

38

Bank

of

Montreal

3.803%

12/15/32

BBB+

32,582

100

Bank

of

New

York

Mellon

Corp

0.850%

10/25/24

A+

92,034

100

Bank

of

New

York

Mellon

Corp

2.800%

5/04/26

A+

92,561

100

Bank

of

New

York

Mellon

Corp

2.050%

1/26/27

A+

87,927

100

Bank

of

Nova

Scotia

3.450%

4/11/25

A

95,291

100

Bank

of

Nova

Scotia

(3)

1.350%

6/24/26

A

86,259

300

Barclays

PLC

4.836%

5/09/28

BBB

254,261

200

Barclays

PLC

7.385%

11/02/28

N/R

199,028

32

BlackRock

Inc

3.500%

3/18/24

AA-

31,391

40

BlackRock

Inc

3.250%

4/30/29

AA-

35,682

140

Boston

Properties

LP

2.900%

3/15/30

BBB+

110,204

30

BPCE

SA

4.000%

4/15/24

A+

29,193

20

Brandywine

Operating

Partnership

LP

3.950%

11/15/27

BBB-

17,304

50

Brixmor

Operating

Partnership

LP

4.125%

6/15/26

BBB-

45,976

100

Brookfield

Finance

I

UK

Plc

2.340%

1/30/32

A-

72,958

20

Brookfield

Finance

Inc

3.900%

1/25/28

A-

17,907

40

Camden

Property

Trust

2.800%

5/15/30

A-

32,937

13

Canadian

Imperial

Bank

of

Commerce

3.500%

9/13/23

AA

12,825

100

Canadian

Imperial

Bank

of

Commerce

1.000%

10/18/24

A

91,783

30

Cboe

Global

Markets

Inc

3.000%

3/16/32

A-

24,293

100

Charles

Schwab

Corp

3.200%

3/02/27

A

91,864

100

Charles

Schwab

Corp

2.000%

3/20/28

A

85,272

99

Chubb

Corp

6.000%

5/11/37

A

101,318

10

CI

Financial

Corp

3.200%

12/17/30

BBB-

7,235

Nuveen

ESG

U.S.

Aggregate

Bond

ETF

(NUBD)

(continued)

Portfolio

of

Investments

October

31,

2022

(Unaudited)

42

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Financials

(continued)

$

20

CI

Financial

Corp

4.100%

6/15/51

BBB-

$

11,245

40

Citigroup

Inc

0.981%

5/01/25

A-

36,926

100

Citigroup

Inc

3.290%

3/17/26

A-

93,665

948

Citigroup

Inc

3.980%

3/20/30

A-

835,267

100

Citigroup

Inc

2.561%

5/01/32

A-

76,197

100

Citigroup

Inc

2.520%

11/03/32

A-

74,814

100

Citizens

Financial

Group

Inc

2.638%

9/30/32

BBB

71,115

100

CME

Group

Inc

2.650%

3/15/32

AA-

80,453

60

CME

Group

Inc

5.300%

9/15/43

AA-

57,097

200

Cooperatieve

Rabobank

UA

3.750%

7/21/26

BBB+

181,890

100

Corporate

Office

Properties

LP

2.000%

1/15/29

BBB-

74,589

250

Credit

Suisse

AG/New

York

NY

2.950%

4/09/25

A

223,749

200

Deutsche

Bank

AG/New

York

NY

1.447%

4/01/25

BBB

182,323

100

Digital

Realty

Trust

LP

5.550%

1/15/28

BBB

97,202

70

Elevance

Health

Inc

3.650%

12/01/27

BBB

64,603

100

Elevance

Health

Inc

2.250%

5/15/30

BBB

80,299

100

Elevance

Health

Inc

4.650%

1/15/43

BBB

84,440

100

Elevance

Health

Inc

4.550%

5/15/52

BBB

81,989

10

Equitable

Holdings

Inc

7.000%

4/01/28

BBB+

10,527

50

Equitable

Holdings

Inc

4.350%

4/20/28

BBB+

46,403

30

Equitable

Holdings

Inc

5.000%

4/20/48

BBB+

24,059

86

ERP

Operating

LP

2.500%

2/15/30

A-

69,216

50

Federal

Realty

Investment

Trust

3.500%

6/01/30

BBB+

41,650

132

Fifth

Third

Bancorp

1.707%

11/01/27

BBB+

112,347

30

First

American

Financial

Corp

2.400%

8/15/31

BBB

20,918

30

Franklin

Resources

Inc

1.600%

10/30/30

A

22,047

50

GATX

Corp

4.700%

4/01/29

BBB

46,016

100

GATX

Corp

3.500%

6/01/32

BBB

79,439

100

Goldman

Sachs

Group

Inc

3.000%

3/15/24

A

96,677

100

Goldman

Sachs

Group

Inc

0.925%

10/21/24

A

94,652

200

Goldman

Sachs

Group

Inc

1.948%

10/21/27

A

169,926

300

Goldman

Sachs

Group

Inc

3.800%

3/15/30

A

258,579

582

Goldman

Sachs

Group

Inc

2.383%

7/21/32

A

433,098

200

Goldman

Sachs

Group

Inc

2.650%

10/21/32

A

151,415

100

Hartford

Financial

Services

Group

Inc

2.900%

9/15/51

BBB+

58,590

100

Healthpeak

Properties

Inc

2.125%

12/01/28

BBB+

81,047

50

Healthpeak

Properties

Inc

3.500%

7/15/29

BBB+

43,142

50

Host

Hotels

&

Resorts

LP

4.500%

2/01/26

BBB-

46,674

125

HSBC

Holdings

PLC

0.976%

5/24/25

A-

113,517

200

HSBC

Holdings

PLC,

(WI/DD,

Settling

11/03/22)

7.336%

11/03/26

N/R

200,554

200

HSBC

Holdings

PLC

2.013%

9/22/28

A-

157,177

400

HSBC

Holdings

PLC

2.804%

5/24/32

A-

286,563

100

Humana

Inc

3.700%

3/23/29

BBB

89,098

50

Humana

Inc

4.875%

4/01/30

BBB

47,472

100

Humana

Inc

2.150%

2/03/32

BBB

75,224

100

Huntington

Bancshares

Inc/OH

2.625%

8/06/24

BBB+

95,105

100

ING

Groep

NV

3.950%

3/29/27

A-

91,064

50

ING

Groep

NV

4.050%

4/09/29

A-

43,475

54

Intercontinental

Exchange

Inc

3.750%

9/21/28

A-

49,209

100

Intercontinental

Exchange

Inc

4.600%

3/15/33

A-

91,756

50

Intercontinental

Exchange

Inc

4.250%

9/21/48

A-

38,768

20

Invesco

Finance

PLC

3.750%

1/15/26

A-

18,924

100

JPMorgan

Chase

&

Co

0.824%

6/01/25

A+

92,114

100

JPMorgan

Chase

&

Co

3.845%

6/14/25

A+

96,894

100

JPMorgan

Chase

&

Co

2.595%

2/24/26

A+

92,644

100

JPMorgan

Chase

&

Co

4.080%

4/26/26

A+

95,869

100

JPMorgan

Chase

&

Co

1.470%

9/22/27

A+

84,012

150

JPMorgan

Chase

&

Co

3.702%

5/06/30

A+

130,560

200

JPMorgan

Chase

&

Co

2.739%

10/15/30

A+

161,356

648

JPMorgan

Chase

&

Co

4.493%

3/24/31

A+

585,569

43

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Financials

(continued)

$

100

JPMorgan

Chase

&

Co

2.545%

11/08/32

A+

$

75,465

100

JPMorgan

Chase

&

Co

3.157%

4/22/42

A+

68,336

250

JPMorgan

Chase

&

Co

3.328%

4/22/52

A+

162,313

20

KeyBank

NA/Cleveland

OH

6.950%

2/01/28

BBB+

20,445

90

KeyCorp

2.250%

4/06/27

BBB+

77,119

40

Kilroy

Realty

LP

4.750%

12/15/28

BBB

35,928

100

Kimco

Realty

Corp

2.250%

12/01/31

BBB+

73,620

20

Legg

Mason

Inc

4.750%

3/15/26

A

19,653

60

Lincoln

National

Corp

3.050%

1/15/30

BBB+

49,331

10

Lincoln

National

Corp

3.400%

3/01/32

BBB+

8,112

10

Lincoln

National

Corp

4.375%

6/15/50

BBB+

7,185

40

Lloyds

Banking

Group

PLC

4.500%

11/04/24

BBB+

38,462

210

Lloyds

Banking

Group

PLC

2.438%

2/05/26

A-

190,860

20

Lloyds

Banking

Group

PLC

4.550%

8/16/28

A-

17,846

30

Manulife

Financial

Corp

5.375%

3/04/46

A-

26,916

10

Marsh

&

McLennan

Cos

Inc

3.875%

3/15/24

A-

9,821

150

Marsh

&

McLennan

Cos

Inc

2.250%

11/15/30

A-

117,527

10

Marsh

&

McLennan

Cos

Inc

4.350%

1/30/47

A-

7,798

200

Mitsubishi

UFJ

Financial

Group

Inc

2.757%

9/13/26

A-

178,308

200

Mitsubishi

UFJ

Financial

Group

Inc

(3)

1.538%

7/20/27

A-

168,911

64

Mitsubishi

UFJ

Financial

Group

Inc

3.961%

3/02/28

A-

58,417

100

Mizuho

Financial

Group

Inc

2.651%

5/22/26

A-

91,514

10

Mizuho

Financial

Group

Inc

3.663%

2/28/27

A-

9,054

100

Mizuho

Financial

Group

Inc

2.869%

9/13/30

A-

79,825

20

Morgan

Stanley

0.790%

5/30/25

A

18,325

100

Morgan

Stanley

4.210%

4/20/28

A

92,590

657

Morgan

Stanley

3.772%

1/24/29

A

586,391

200

Morgan

Stanley

4.431%

1/23/30

A

182,501

110

Morgan

Stanley

3.622%

4/01/31

A

93,530

100

Morgan

Stanley

2.239%

7/21/32

A

73,715

100

Morgan

Stanley

2.484%

9/16/36

BBB+

70,798

50

National

Australia

Bank

Ltd/New

York

3.375%

1/14/26

AA-

47,198

100

NatWest

Group

PLC

4.269%

3/22/25

A-

96,419

100

NatWest

Group

PLC

5.076%

1/27/30

A-

89,075

30

Nomura

Holdings

Inc

2.648%

1/16/25

BBB+

28,081

120

Nomura

Holdings

Inc

2.172%

7/14/28

BBB+

94,967

42

Northern

Trust

Corp

3.950%

10/30/25

A

40,779

20

Northern

Trust

Corp

3.150%

5/03/29

A+

17,611

30

ORIX

Corp

3.700%

7/18/27

A-

27,490

10

PNC

Bank

NA

3.300%

10/30/24

A

9,627

10

PNC

Bank

NA

3.100%

10/25/27

A

9,037

90

PNC

Bank

NA

4.050%

7/26/28

A-

81,677

10

PNC

Bank

NA

2.700%

10/22/29

A-

8,108

112

PNC

Financial

Services

Group

Inc

3.900%

4/29/24

A-

109,595

54

Principal

Financial

Group

Inc

3.700%

5/15/29

A-

47,810

34

Progressive

Corp

3.200%

3/26/30

A

29,393

20

Progressive

Corp

3.000%

3/15/32

A

16,514

30

Progressive

Corp

4.200%

3/15/48

A

23,476

91

Prologis

LP

3.875%

9/15/28

A-

83,827

50

Prologis

LP

2.875%

11/15/29

N/R

41,858

10

Prologis

LP

4.375%

9/15/48

A-

7,969

10

Prudential

Financial

Inc

1.500%

3/10/26

A-

8,858

60

Prudential

Financial

Inc

3.000%

3/10/40

A-

41,170

10

Prudential

Financial

Inc

(3)

4.500%

9/15/47

BBB+

8,622

113

Prudential

Financial

Inc

3.905%

12/07/47

A-

83,332

100

Prudential

PLC

3.625%

3/24/32

A

81,998

130

Realty

Income

Corp

2.200%

6/15/28

A-

107,700

10

Regions

Financial

Corp

1.800%

8/12/28

BBB+

8,128

20

Regions

Financial

Corp

7.375%

12/10/37

BBB

21,359

10

Reinsurance

Group

of

America

Inc

3.950%

9/15/26

BBB+

9,480

Nuveen

ESG

U.S.

Aggregate

Bond

ETF

(NUBD)

(continued)

Portfolio

of

Investments

October

31,

2022

(Unaudited)

44

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Financials

(continued)

$

19

Reinsurance

Group

of

America

Inc

3.900%

5/15/29

BBB+

$

16,902

100

Royal

Bank

of

Canada

3.375%

4/14/25

A+

95,862

100

Royal

Bank

of

Canada

1.200%

4/27/26

A+

86,273

100

Royal

Bank

of

Canada

1.150%

7/14/26

A+

85,381

100

Santander

Holdings

USA

Inc

4.260%

6/09/25

BBB+

95,828

100

Santander

Holdings

USA

Inc

2.490%

1/06/28

BBB+

82,781

100

State

Street

Corp

1.746%

2/06/26

A+

92,310

90

State

Street

Corp

2.400%

1/24/30

A+

73,487

28

Sumitomo

Mitsui

Financial

Group

Inc

3.936%

10/16/23

A-

27,604

50

Sumitomo

Mitsui

Financial

Group

Inc

2.632%

7/14/26

A-

44,792

330

Sumitomo

Mitsui

Financial

Group

Inc

3.364%

7/12/27

A-

296,501

10

Sumitomo

Mitsui

Financial

Group

Inc

1.710%

1/12/31

A-

7,122

50

SVB

Financial

Group

1.800%

10/28/26

BBB

42,258

100

Synchrony

Financial

4.875%

6/13/25

BBB-

96,078

100

Toronto-Dominion

Bank

2.350%

3/08/24

A

96,134

200

Toronto-Dominion

Bank

1.200%

6/03/26

A+

172,329

30

Toronto-Dominion

Bank

3.625%

9/15/31

A-

26,940

80

Travelers

Cos

Inc

4.600%

8/01/43

A

66,910

10

Travelers

Cos

Inc

3.750%

5/15/46

A

7,364

51

Truist

Bank

3.625%

9/16/25

A

48,245

200

Truist

Financial

Corp

3.700%

6/05/25

A-

191,749

50

Truist

Financial

Corp

1.887%

6/07/29

A-

40,326

100

UnitedHealth

Group

Inc

4.000%

5/15/29

A

92,971

100

UnitedHealth

Group

Inc

5.300%

2/15/30

N/R

99,984

100

UnitedHealth

Group

Inc

4.200%

5/15/32

A

92,050

100

UnitedHealth

Group

Inc

5.350%

2/15/33

N/R

100,320

100

UnitedHealth

Group

Inc

4.750%

5/15/52

A

87,473

250

US

Bank

NA/Cincinnati

OH

2.800%

1/27/25

AA-

237,850

21

Ventas

Realty

LP

3.850%

4/01/27

BBB+

19,338

10

Ventas

Realty

LP

4.400%

1/15/29

BBB+

9,029

10

Ventas

Realty

LP

3.000%

1/15/30

BBB+

8,151

54

Ventas

Realty

LP

4.750%

11/15/30

BBB+

48,645

9

Voya

Financial

Inc

4.800%

6/15/46

BBB

6,877

40

Voya

Financial

Inc

4.700%

1/23/48

BBB-

30,998

10

Welltower

Inc

3.625%

3/15/24

BBB+

9,718

108

Welltower

Inc

4.125%

3/15/29

BBB+

95,968

40

Westpac

Banking

Corp

1.953%

11/20/28

AA-

33,122

100

Westpac

Banking

Corp

(3)

2.150%

6/03/31

AA-

79,200

166

Westpac

Banking

Corp

4.322%

11/23/31

BBB+

149,022

10

Willis

North

America

Inc

3.600%

5/15/24

BBB

9,677

50

Willis

North

America

Inc

2.950%

9/15/29

BBB

40,455

10

Zions

Bancorp

NA

3.250%

10/29/29

BBB

8,011

22,643

Total

Financials

19,443,653

Industrial

-

13.8%

20

3M

Co

(3)

3.375%

3/01/29

A+

17,945

118

3M

Co

(3)

2.375%

8/26/29

A+

97,156

70

3M

Co

3.050%

4/15/30

A+

59,903

20

ABB

Finance

USA

Inc

3.800%

4/03/28

A-

18,666

44

Adobe

Inc

1.900%

2/01/25

A

41,302

18

Adobe

Inc

2.150%

2/01/27

A

16,153

40

Advance

Auto

Parts

Inc

3.500%

3/15/32

BBB-

31,530

60

Agilent

Technologies

Inc

2.100%

6/04/30

BBB+

46,905

99

Air

Products

and

Chemicals

Inc

1.850%

5/15/27

A

86,338

100

Albemarle

Corp

(3)

4.650%

6/01/27

BBB

95,038

150

Alibaba

Group

Holding

Ltd

4.500%

11/28/34

A+

118,142

10

Amcor

Finance

USA

Inc

4.500%

5/15/28

BBB

9,107

40

Amcor

Flexibles

North

America

Inc

2.630%

6/19/30

BBB

31,289

50

American

Honda

Finance

Corp

2.150%

9/10/24

A-

47,424

100

American

Honda

Finance

Corp

1.500%

1/13/25

A-

92,648

45

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Industrial

(continued)

$

40

American

Tower

Corp

5.000%

2/15/24

BBB-

$

39,763

100

American

Tower

Corp

1.500%

1/31/28

BBB-

79,238

70

American

Tower

Corp

2.900%

1/15/30

BBB-

57,067

100

American

Tower

Corp

(3)

4.050%

3/15/32

BBB-

85,510

100

Amgen

Inc

3.000%

2/22/29

BBB+

87,308

138

Amgen

Inc

2.300%

2/25/31

BBB+

110,466

100

Amgen

Inc

2.000%

1/15/32

BBB+

76,079

20

Amgen

Inc

5.750%

3/15/40

BBB+

19,085

200

Amgen

Inc

4.400%

5/01/45

BBB+

161,368

50

Amphenol

Corp

4.350%

6/01/29

BBB+

46,783

100

Analog

Devices

Inc

1.700%

10/01/28

A-

82,673

140

Apple

Inc

0.700%

2/08/26

AA+

122,589

200

Apple

Inc

1.200%

2/08/28

AA+

166,572

200

Apple

Inc

1.400%

8/05/28

AA+

165,591

100

Apple

Inc

3.250%

8/08/29

AA+

90,884

100

Apple

Inc

1.650%

2/08/31

AA+

78,309

300

Apple

Inc

1.700%

8/05/31

AA+

232,658

200

Apple

Inc

2.375%

2/08/41

AA+

133,844

150

Apple

Inc

2.700%

8/05/51

AA+

94,256

100

Apple

Inc

2.850%

8/05/61

AA+

59,914

10

Applied

Materials

Inc

3.900%

10/01/25

A

9,743

42

Applied

Materials

Inc

5.100%

10/01/35

A

40,749

50

Applied

Materials

Inc

4.350%

4/01/47

A

42,214

50

Aptiv

PLC

4.350%

3/15/29

BBB

44,678

40

Aptiv

PLC

/

Aptiv

Corp

4.150%

5/01/52

BBB

26,885

10

Archer-Daniels-Midland

Co

3.250%

3/27/30

A

8,820

100

Archer-Daniels-Midland

Co

2.700%

9/15/51

A

62,275

100

Astrazeneca

Finance

LLC

1.200%

5/28/26

A-

87,147

49

AstraZeneca

PLC

1.375%

8/06/30

A-

37,467

165

AstraZeneca

PLC

6.450%

9/15/37

A-

177,135

10

AstraZeneca

PLC

4.375%

11/16/45

A-

8,461

500

AT&T

Inc

4.850%

3/01/39

BBB

428,920

100

Autodesk

Inc

2.400%

12/15/31

BBB

77,096

100

Automatic

Data

Processing

Inc

1.700%

5/15/28

AA-

85,017

70

AutoNation

Inc

1.950%

8/01/28

BBB-

53,678

50

Avery

Dennison

Corp

2.250%

2/15/32

BBB

36,714

20

Avnet

Inc

4.625%

4/15/26

BBB-

18,966

105

Baker

Hughes

Holdings

LLC

/

Baker

Hughes

Co-Obligor

Inc

3.138%

11/07/29

A-

88,908

180

Baxalta

Inc

4.000%

6/23/25

BBB

174,407

50

Baxter

International

Inc

1.730%

4/01/31

BBB

36,361

100

Baxter

International

Inc

2.539%

2/01/32

BBB

76,229

12

Bell

Telephone

Co

of

Canada

or

Bell

Canada

2.150%

2/15/32

BBB+

9,028

80

Bell

Telephone

Co

of

Canada

or

Bell

Canada

3.650%

3/17/51

BBB+

54,156

20

Biogen

Inc

2.250%

5/01/30

BBB

15,729

40

Block

Financial

LLC

2.500%

7/15/28

BBB-

32,830

40

Boardwalk

Pipelines

LP

5.950%

6/01/26

BBB

40,062

10

Boardwalk

Pipelines

LP

4.450%

7/15/27

BBB

9,242

50

Booking

Holdings

Inc

3.600%

6/01/26

A-

47,210

50

BorgWarner

Inc

2.650%

7/01/27

BBB+

43,506

90

Bristol-Myers

Squibb

Co

1.450%

11/13/30

A

68,916

260

Bristol-Myers

Squibb

Co

4.125%

6/15/39

A

220,485

60

British

Telecommunications

PLC

9.625%

12/15/30

BBB

68,452

200

Broadcom

Inc,

144A

4.150%

4/15/32

BBB-

167,396

100

Broadridge

Financial

Solutions

Inc

2.600%

5/01/31

BBB+

77,784

100

Brunswick

Corp/DE

4.400%

9/15/32

BBB

79,469

30

Bunge

Ltd

Finance

Corp

3.250%

8/15/26

BBB

27,375

10

Bunge

Ltd

Finance

Corp

3.750%

9/25/27

BBB

9,148

50

Bunge

Ltd

Finance

Corp

2.750%

5/14/31

BBB

39,263

10

Campbell

Soup

Co

3.300%

3/19/25

BBB

9,511

110

Campbell

Soup

Co

(3)

2.375%

4/24/30

BBB

87,990

Nuveen

ESG

U.S.

Aggregate

Bond

ETF

(NUBD)

(continued)

Portfolio

of

Investments

October

31,

2022

(Unaudited)

46

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Industrial

(continued)

$

50

Canadian

National

Railway

Co

6.375%

11/15/37

A

$

52,364

10

Canadian

National

Railway

Co

4.450%

1/20/49

A

8,319

100

Canadian

Pacific

Railway

Co

2.450%

12/02/31

BBB

79,333

120

Cardinal

Health

Inc

4.500%

11/15/44

BBB

90,043

40

Carlisle

Cos

Inc

3.500%

12/01/24

BBB

38,377

20

Carlisle

Cos

Inc

2.200%

3/01/32

BBB

14,707

160

Carrier

Global

Corp

3.377%

4/05/40

BBB-

114,217

100

Caterpillar

Financial

Services

Corp

0.600%

9/13/24

A

92,343

50

Caterpillar

Financial

Services

Corp

3.250%

12/01/24

A

48,368

100

Caterpillar

Financial

Services

Corp

3.400%

5/13/25

A

96,543

10

Caterpillar

Financial

Services

Corp

0.800%

11/13/25

A

8,855

100

Caterpillar

Inc

3.803%

8/15/42

A

80,654

100

CDW

LLC

/

CDW

Finance

Corp

2.670%

12/01/26

BBB-

86,003

100

Celanese

US

Holdings

LLC

1.400%

8/05/26

BBB-

80,622

50

Celulosa

Arauco

y

Constitucion

SA

3.875%

11/02/27

BBB-

44,250

10

Celulosa

Arauco

y

Constitucion

SA

5.500%

11/02/47

BBB-

7,612

50

Cheniere

Corpus

Christi

Holdings

LLC

5.875%

3/31/25

BBB-

50,007

50

Cheniere

Corpus

Christi

Holdings

LLC

5.125%

6/30/27

BBB-

48,781

40

Church

&

Dwight

Co

Inc

3.150%

8/01/27

BBB+

36,502

100

Church

&

Dwight

Co

Inc

5.000%

6/15/52

BBB+

87,486

70

Cigna

Corp

4.500%

2/25/26

BBB+

68,354

300

Cigna

Corp

3.050%

10/15/27

BBB+

268,701

50

Cigna

Corp

4.800%

8/15/38

BBB+

44,059

100

Cintas

Corp

No

2

3.450%

5/01/25

A-

96,426

100

Cintas

Corp

No

2

3.700%

4/01/27

A-

94,277

188

Cisco

Systems

Inc

2.500%

9/20/26

A+

173,551

100

Clorox

Co

4.400%

5/01/29

BBB+

93,949

50

CNH

Industrial

NV

3.850%

11/15/27

BBB

45,265

85

Coca-Cola

Co

1.450%

6/01/27

A+

73,808

50

Coca-Cola

Co

1.000%

3/15/28

A+

41,141

160

Coca-Cola

Co

1.650%

6/01/30

A+

126,899

100

Coca-Cola

Co

3.000%

3/05/51

A+

68,118

40

Coca-Cola

Co

2.750%

6/01/60

A+

24,137

90

Coca-Cola

Femsa

SAB

de

CV

1.850%

9/01/32

A-

65,253

100

Colgate-Palmolive

Co

3.250%

8/15/32

AA-

87,899

200

Comcast

Corp

3.300%

4/01/27

A-

184,651

200

Comcast

Corp

3.400%

4/01/30

A-

176,284

200

Comcast

Corp

1.500%

2/15/31

A-

149,499

100

Comcast

Corp

5.500%

11/15/32

N/R

99,368

300

Comcast

Corp

3.750%

4/01/40

A-

231,044

300

Comcast

Corp

2.987%

11/01/63

A-

168,960

10

Conagra

Brands

Inc

4.600%

11/01/25

BBB-

9,712

130

Conagra

Brands

Inc

8.250%

9/15/30

BBB-

144,105

50

Corning

Inc

5.350%

11/15/48

BBB+

43,213

10

Corning

Inc

3.900%

11/15/49

BBB+

6,828

10

Corning

Inc

4.375%

11/15/57

BBB+

7,124

100

Costco

Wholesale

Corp

1.375%

6/20/27

A+

86,098

40

Crown

Castle

Inc

4.300%

2/15/29

BBB-

36,348

214

Crown

Castle

Inc

3.300%

7/01/30

BBB-

178,509

100

Crown

Castle

Inc

2.500%

7/15/31

BBB-

76,943

155

CSX

Corp

4.250%

3/15/29

BBB+

145,101

10

CSX

Corp

6.000%

10/01/36

BBB+

10,023

100

CSX

Corp

4.100%

3/15/44

BBB+

78,774

10

CSX

Corp

4.750%

11/15/48

BBB+

8,481

52

CSX

Corp

4.250%

11/01/66

BBB+

37,499

9

Cummins

Inc

1.500%

9/01/30

A

6,855

60

Cummins

Inc

2.600%

9/01/50

A

35,553

200

CVS

Health

Corp

3.625%

4/01/27

BBB

185,879

80

CVS

Health

Corp

1.875%

2/28/31

BBB

60,704

300

CVS

Health

Corp

2.125%

9/15/31

BBB

229,561

47

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Industrial

(continued)

$

100

CVS

Health

Corp

2.700%

8/21/40

BBB

$

64,589

100

CVS

Health

Corp

4.250%

4/01/50

BBB

75,133

100

Danaher

Corp

2.800%

12/10/51

BBB+

62,226

100

Deere

&

Co

3.900%

6/09/42

A

82,874

100

Dell

International

LLC

/

EMC

Corp

5.850%

7/15/25

BBB

100,065

82

Dell

International

LLC

/

EMC

Corp

8.100%

7/15/36

BBB

86,867

182

Discovery

Communications

LLC

3.625%

5/15/30

BBB-

146,923

51

Discovery

Communications

LLC

6.350%

6/01/40

BBB-

43,394

46

Discovery

Communications

LLC

4.000%

9/15/55

BBB-

26,247

12

Dollar

Tree

Inc

4.000%

5/15/25

BBB

11,639

70

Dollar

Tree

Inc

3.375%

12/01/51

BBB

43,583

30

Dover

Corp

5.375%

10/15/35

BBB+

27,890

141

Dow

Chemical

Co

4.250%

10/01/34

BBB+

119,244

50

DR

Horton

Inc

1.300%

10/15/26

BBB+

41,763

126

DuPont

de

Nemours

Inc

4.725%

11/15/28

BBB+

120,500

120

DuPont

de

Nemours

Inc

5.319%

11/15/38

BBB+

108,741

30

DXC

Technology

Co

1.800%

9/15/26

BBB

25,768

120

Eastern

Gas

Transmission

&

Storage

Inc

4.800%

11/01/43

A-

96,770

48

Eaton

Corp

3.103%

9/15/27

BBB+

43,602

42

Eaton

Corp

4.000%

11/02/32

BBB+

37,180

124

eBay

Inc

2.700%

3/11/30

BBB+

100,795

86

Ecolab

Inc

3.250%

12/01/27

A-

79,006

100

Ecolab

Inc

2.700%

12/15/51

A-

59,804

52

Electronic

Arts

Inc

1.850%

2/15/31

BBB+

40,105

25

Eli

Lilly

&

Co

3.375%

3/15/29

A

23,118

50

Emerson

Electric

Co

2.000%

12/21/28

A

41,649

50

Emerson

Electric

Co

1.950%

10/15/30

A

39,249

10

Enbridge

Inc

2.500%

2/14/25

BBB+

9,344

160

Enbridge

Inc

3.125%

11/15/29

BBB+

136,230

90

Enbridge

Inc

4.500%

6/10/44

BBB+

70,524

40

Enterprise

Products

Operating

LLC

7.550%

4/15/38

BBB+

42,889

200

Enterprise

Products

Operating

LLC

6.125%

10/15/39

BBB+

192,618

100

Enterprise

Products

Operating

LLC

4.850%

3/15/44

BBB+

82,199

60

Equifax

Inc

2.600%

12/15/25

BBB

54,634

40

Equinix

Inc

2.625%

11/18/24

BBB

37,676

100

Equinix

Inc

3.900%

4/15/32

BBB

84,146

110

Estee

Lauder

Cos

Inc

2.600%

4/15/30

A+

92,372

150

Fidelity

National

Information

Services

Inc

1.650%

3/01/28

BBB

122,233

254

Fiserv

Inc

3.500%

7/01/29

BBB

220,375

50

Flex

Ltd

4.875%

6/15/29

BBB-

44,700

30

Flowserve

Corp

2.800%

1/15/32

BBB-

21,500

40

FMC

Corp

3.450%

10/01/29

BBB-

34,031

10

Fomento

Economico

Mexicano

SAB

de

CV

4.375%

5/10/43

A-

7,701

79

Fomento

Economico

Mexicano

SAB

de

CV

3.500%

1/16/50

A-

50,803

30

Fortive

Corp

3.150%

6/15/26

BBB

27,559

100

Fox

Corp

4.709%

1/25/29

BBB

93,082

174

General

Mills

Inc

2.875%

4/15/30

BBB

147,014

40

Genuine

Parts

Co

2.750%

2/01/32

BBB

31,005

160

Gilead

Sciences

Inc

4.600%

9/01/35

BBB+

144,205

146

Gilead

Sciences

Inc

4.000%

9/01/36

BBB+

122,524

30

Gilead

Sciences

Inc

5.650%

12/01/41

BBB+

28,759

50

GlaxoSmithKline

Capital

Inc

3.625%

5/15/25

A

48,455

30

GlaxoSmithKline

Capital

PLC

3.000%

6/01/24

A

29,124

230

GlaxoSmithKline

Capital

PLC

3.375%

6/01/29

A

207,257

130

Halliburton

Co

4.850%

11/15/35

BBB+

114,846

30

Harley-Davidson

Inc

(3)

4.625%

7/28/45

BBB-

20,971

10

Hasbro

Inc

3.500%

9/15/27

BBB

8,978

100

Hasbro

Inc

3.900%

11/19/29

BBB

86,264

100

HCA

Inc,

144A

3.125%

3/15/27

BBB-

88,400

106

HCA

Inc

4.125%

6/15/29

BBB-

93,535

Nuveen

ESG

U.S.

Aggregate

Bond

ETF

(NUBD)

(continued)

Portfolio

of

Investments

October

31,

2022

(Unaudited)

48

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Industrial

(continued)

$

100

HCA

Inc

5.125%

6/15/39

BBB-

$

82,824

100

HCA

Inc

3.500%

7/15/51

BBB-

62,292

50

Hewlett

Packard

Enterprise

Co

6.200%

10/15/35

BBB

48,781

100

Home

Depot

Inc

2.700%

4/15/25

A

95,103

10

Home

Depot

Inc

2.950%

6/15/29

A

8,832

299

Home

Depot

Inc

5.400%

9/15/40

A

288,015

100

Home

Depot

Inc

5.950%

4/01/41

A

101,596

10

Home

Depot

Inc

4.400%

3/15/45

A

8,290

100

Honda

Motor

Co

Ltd

2.534%

3/10/27

A-

89,361

100

Hormel

Foods

Corp

1.700%

6/03/28

A

84,117

80

HP

Inc

3.400%

6/17/30

BBB

65,049

100

HP

Inc

4.200%

4/15/32

BBB

81,892

20

IDEX

Corp

2.625%

6/15/31

BBB

15,940

60

Illinois

Tool

Works

Inc

4.875%

9/15/41

A

54,582

292

Intel

Corp

2.450%

11/15/29

A+

241,365

10

Intel

Corp

4.000%

12/15/32

A+

8,810

100

Intel

Corp

4.600%

3/25/40

A+

84,234

40

Intel

Corp

4.250%

12/15/42

A+

31,411

60

Intel

Corp

4.100%

5/11/47

A+

44,540

20

International

Business

Machines

Corp

7.000%

10/30/25

A-

20,986

170

International

Business

Machines

Corp

3.300%

5/15/26

A-

159,097

100

International

Business

Machines

Corp

(3)

2.720%

2/09/32

A-

80,288

72

International

Business

Machines

Corp

5.600%

11/30/39

A-

68,252

90

International

Business

Machines

Corp

4.700%

2/19/46

A-

74,165

30

International

Flavors

&

Fragrances

Inc

4.375%

6/01/47

BBB

21,958

10

International

Flavors

&

Fragrances

Inc

5.000%

9/26/48

BBB

7,984

45

International

Paper

Co

4.800%

6/15/44

BBB

35,858

30

International

Paper

Co

(3)

4.350%

8/15/48

BBB

22,991

60

Interpublic

Group

of

Cos

Inc

2.400%

3/01/31

BBB

45,156

48

Intuit

Inc

1.350%

7/15/27

A-

40,535

10

Intuit

Inc

1.650%

7/15/30

A-

7,717

100

J

M

Smucker

Co

2.750%

9/15/41

BBB

62,188

40

Jabil

Inc

4.250%

5/15/27

BBB-

37,092

100

John

Deere

Capital

Corp

0.450%

6/07/24

A

93,378

100

John

Deere

Capital

Corp

0.625%

9/10/24

A

92,698

100

John

Deere

Capital

Corp

1.300%

10/13/26

A

87,082

50

Johnson

Controls

International

plc

5.125%

9/14/45

BBB

41,973

10

Johnson

Controls

International

plc

/

Tyco

Fire

&

Security

Finance

SCA

1.750%

9/15/30

BBB

7,674

30

Johnson

Controls

International

plc

/

Tyco

Fire

&

Security

Finance

SCA

2.000%

9/16/31

BBB

22,475

70

Kansas

City

Southern/Old

4.300%

5/15/43

BBB

54,650

115

Kellogg

Co

2.650%

12/01/23

BBB

112,722

100

Keurig

Dr

Pepper

Inc

3.130%

12/15/23

BBB

98,013

100

Keurig

Dr

Pepper

Inc

4.500%

4/15/52

BBB

78,586

50

Keysight

Technologies

Inc

3.000%

10/30/29

BBB

41,752

10

Kimberly-Clark

Corp

3.950%

11/01/28

A

9,415

100

Kimberly-Clark

Corp

2.000%

11/02/31

A

78,076

48

Kimberly-Clark

Corp

6.625%

8/01/37

A

52,487

69

Kimberly-Clark

Corp

5.300%

3/01/41

A

65,454

90

Kinder

Morgan

Inc

1.750%

11/15/26

BBB

77,598

300

Kinder

Morgan

Inc

5.300%

12/01/34

BBB

269,963

100

KLA

Corp

4.650%

7/15/32

A-

94,985

10

Koninklijke

KPN

NV

8.375%

10/01/30

BBB

10,911

100

Kraft

Heinz

Foods

Co

3.875%

5/15/27

BBB-

93,695

100

Kraft

Heinz

Foods

Co

4.250%

3/01/31

BBB-

90,331

100

Kraft

Heinz

Foods

Co

5.500%

6/01/50

BBB-

91,589

10

Kroger

Co

2.200%

5/01/30

BBB

7,850

160

Kroger

Co

6.900%

4/15/38

BBB

165,778

9

Kroger

Co

5.400%

7/15/40

BBB

8,047

49

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Industrial

(continued)

$

100

Laboratory

Corp

of

America

Holdings

1.550%

6/01/26

BBB

$

86,816

100

Laboratory

Corp

of

America

Holdings

2.700%

6/01/31

BBB

79,628

10

Lam

Research

Corp

1.900%

6/15/30

A-

7,847

90

Lam

Research

Corp

3.125%

6/15/60

A-

54,201

60

Lear

Corp

(3)

2.600%

1/15/32

BBB

43,768

30

Leggett

&

Platt

Inc

4.400%

3/15/29

BBB

27,362

30

Leggett

&

Platt

Inc

3.500%

11/15/51

BBB

19,709

10

Linde

Inc/CT

1.100%

8/10/30

A

7,489

70

Lowe's

Cos

Inc

3.350%

4/01/27

BBB+

64,744

10

Lowe's

Cos

Inc

4.500%

4/15/30

BBB+

9,314

300

Lowe's

Cos

Inc

5.000%

4/15/40

BBB+

259,808

190

LYB

International

Finance

III

LLC

3.375%

10/01/40

BBB

126,891

60

Magna

International

Inc

2.450%

6/15/30

A-

48,111

110

Marathon

Petroleum

Corp

4.750%

9/15/44

BBB

86,706

100

Martin

Marietta

Materials

Inc

3.200%

7/15/51

BBB

62,246

100

Marvell

Technology

Inc

2.450%

4/15/28

BBB-

81,780

50

Masco

Corp

(3)

2.000%

2/15/31

BBB

36,930

20

Mastercard

Inc

2.950%

6/01/29

A+

17,700

44

Mastercard

Inc

3.350%

3/26/30

A+

39,554

100

Mastercard

Inc

2.000%

11/18/31

A+

78,595

40

Mastercard

Inc

3.800%

11/21/46

A+

31,264

70

MDC

Holdings

Inc

3.966%

8/06/61

BBB-

34,899

100

Merck

&

Co

Inc

1.900%

12/10/28

A+

83,796

200

Merck

&

Co

Inc

1.450%

6/24/30

A+

155,220

100

Merck

&

Co

Inc

2.750%

12/10/51

A+

63,530

20

Micron

Technology

Inc

4.975%

2/06/26

BBB-

19,443

80

Micron

Technology

Inc

4.185%

2/15/27

BBB-

74,215

50

Microsoft

Corp

3.300%

2/06/27

AAA

47,523

211

Microsoft

Corp

3.450%

8/08/36

AAA

180,800

576

Microsoft

Corp

2.921%

3/17/52

AAA

389,175

20

Moody's

Corp

2.000%

8/19/31

BBB+

15,119

10

Moody's

Corp

5.250%

7/15/44

BBB+

8,878

100

Moody's

Corp

(3)

3.750%

2/25/52

BBB+

70,616

50

Mosaic

Co

4.875%

11/15/41

BBB

39,350

100

Motorola

Solutions

Inc

2.750%

5/24/31

BBB-

76,474

120

MPLX

LP

2.650%

8/15/30

BBB

94,470

100

MPLX

LP

4.950%

3/14/52

BBB

77,306

30

National

Fuel

Gas

Co

5.500%

1/15/26

BBB-

29,369

50

NetApp

Inc

2.375%

6/22/27

BBB

44,105

144

NIKE

Inc

2.850%

3/27/30

A+

124,906

100

Norfolk

Southern

Corp

2.300%

5/15/31

BBB+

79,456

32

Norfolk

Southern

Corp

4.837%

10/01/41

BBB+

28,007

100

Norfolk

Southern

Corp

2.900%

8/25/51

BBB+

60,274

40

NOV

Inc

3.950%

12/01/42

BBB

26,395

150

Novartis

Capital

Corp

2.200%

8/14/30

AA-

124,091

100

Novartis

Capital

Corp

4.400%

5/06/44

AA-

87,653

100

Nutrien

Ltd

4.200%

4/01/29

BBB

91,599

100

NVIDIA

Corp

2.000%

6/15/31

A

77,766

50

NVIDIA

Corp

3.500%

4/01/40

A

37,972

30

NVR

Inc

3.000%

5/15/30

BBB+

24,301

10

NXP

BV

/

NXP

Funding

LLC

/

NXP

USA

Inc

3.150%

5/01/27

BBB

8,845

100

NXP

BV

/

NXP

Funding

LLC

/

NXP

USA

Inc

2.500%

5/11/31

BBB

75,209

100

NXP

BV

/

NXP

Funding

LLC

/

NXP

USA

Inc

2.650%

2/15/32

BBB

74,498

183

ONEOK

Inc

4.550%

7/15/28

BBB

166,072

19

ONEOK

Inc

4.350%

3/15/29

BBB

16,880

120

Orange

SA

5.375%

1/13/42

BBB+

108,839

60

Otis

Worldwide

Corp

3.112%

2/15/40

BBB

41,661

10

Owens

Corning

3.400%

8/15/26

BBB

9,089

50

Owens

Corning

3.875%

6/01/30

BBB

43,269

100

PACCAR

Financial

Corp

3.150%

6/13/24

A+

97,062

Nuveen

ESG

U.S.

Aggregate

Bond

ETF

(NUBD)

(continued)

Portfolio

of

Investments

October

31,

2022

(Unaudited)

50

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Industrial

(continued)

$

100

PACCAR

Financial

Corp

(3)

3.550%

8/11/25

A+

$

96,713

20

Paramount

Global

4.200%

6/01/29

BBB

17,455

300

Paramount

Global

4.200%

5/19/32

BBB

240,194

10

Parker-Hannifin

Corp

3.250%

3/01/27

BBB+

9,109

104

Parker-Hannifin

Corp

4.200%

11/21/34

BBB+

89,364

10

Parker-Hannifin

Corp

4.450%

11/21/44

BBB+

7,887

10

PayPal

Holdings

Inc

(3)

3.900%

6/01/27

A-

9,499

150

PayPal

Holdings

Inc

2.850%

10/01/29

A-

127,561

60

PepsiCo

Inc

3.500%

7/17/25

A+

57,882

20

PepsiCo

Inc

(3)

2.375%

10/06/26

A+

18,307

100

PepsiCo

Inc

1.625%

5/01/30

A+

79,524

364

PepsiCo

Inc

2.875%

10/15/49

A+

246,668

100

PerkinElmer

Inc

2.250%

9/15/31

BBB

74,342

100

Pfizer

Inc

3.600%

9/15/28

A

93,365

100

Pfizer

Inc

4.200%

9/15/48

A

84,509

90

Phillips

66

Co,

144A

3.550%

10/01/26

BBB+

83,248

100

Phillips

66

Co,

144A

4.680%

2/15/45

BBB+

80,972

50

PPG

Industries

Inc

3.750%

3/15/28

A-

45,882

100

Procter

&

Gamble

Co

1.000%

4/23/26

AA-

88,481

200

Procter

&

Gamble

Co

3.000%

3/25/30

AA-

178,596

25

PulteGroup

Inc

5.000%

1/15/27

BBB

24,010

21

PVH

Corp

4.625%

7/10/25

BBB-

20,033

30

Qorvo

Inc,

144A

1.750%

12/15/24

BBB-

27,357

200

QUALCOMM

Inc

1.650%

5/20/32

A

150,196

100

QUALCOMM

Inc

4.250%

5/20/32

A

93,957

100

Quanta

Services

Inc

(3)

2.350%

1/15/32

BBB-

72,180

28

Quest

Diagnostics

Inc

4.250%

4/01/24

BBB

27,632

50

Quest

Diagnostics

Inc

3.450%

6/01/26

BBB

46,758

40

Regeneron

Pharmaceuticals

Inc

1.750%

9/15/30

BBB-

30,135

40

RELX

Capital

Inc

4.750%

5/20/32

BBB+

37,068

10

Republic

Services

Inc

3.375%

11/15/27

BBB

9,086

70

Republic

Services

Inc

3.950%

5/15/28

BBB

65,058

18

Republic

Services

Inc

2.300%

3/01/30

BBB

14,720

40

Republic

Services

Inc

1.450%

2/15/31

BBB

29,820

40

Rockwell

Automation

Inc

4.200%

3/01/49

A

31,933

10

Rogers

Communications

Inc

3.625%

12/15/25

BBB+

9,344

100

Rogers

Communications

Inc,

144A

3.200%

3/15/27

BBB+

90,695

10

Rogers

Communications

Inc,

144A

3.800%

3/15/32

BBB+

8,514

140

Rogers

Communications

Inc

5.450%

10/01/43

BBB+

120,649

100

Roper

Technologies

Inc

3.800%

12/15/26

BBB

93,565

114

Ryder

System

Inc

2.500%

9/01/24

BBB

107,775

100

Ryder

System

Inc

2.850%

3/01/27

BBB

88,775

100

S&P

Global

Inc,

144A

2.900%

3/01/32

A-

82,250

20

Sabine

Pass

Liquefaction

LLC

5.875%

6/30/26

BBB

19,894

150

Sabine

Pass

Liquefaction

LLC

4.500%

5/15/30

BBB

136,813

100

Salesforce

Inc

2.700%

7/15/41

A

68,584

100

Salesforce

Inc

2.900%

7/15/51

A

64,396

10

Schlumberger

Finance

Canada

Ltd

1.400%

9/17/25

A

9,045

60

Schlumberger

Investment

SA

2.650%

6/26/30

A

50,128

131

Sherwin-Williams

Co

2.950%

8/15/29

BBB

111,005

30

Sherwin-Williams

Co

4.500%

6/01/47

BBB

23,723

38

Shire

Acquisitions

Investments

Ireland

DAC

2.875%

9/23/23

BBB

37,146

60

Sonoco

Products

Co

2.850%

2/01/32

BBB

46,762

100

Stanley

Black

&

Decker

Inc

4.250%

11/15/28

A-

94,108

100

Stanley

Black

&

Decker

Inc

(3)

3.000%

5/15/32

A-

81,190

50

Takeda

Pharmaceutical

Co

Ltd

3.375%

7/09/60

BBB

30,902

100

Tapestry

Inc

3.050%

3/15/32

BBB-

73,574

21

Target

Corp

3.375%

4/15/29

A

18,958

150

Target

Corp

2.350%

2/15/30

A

124,053

12

Target

Corp

6.500%

10/15/37

A

12,851

51

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Industrial

(continued)

$

9

Target

Corp

3.900%

11/15/47

A

$

6,979

20

TC

PipeLines

LP

3.900%

5/25/27

BBB+

18,618

60

Teledyne

Technologies

Inc

2.250%

4/01/28

BBB-

49,725

20

Telefonica

Emisiones

SA

4.103%

3/08/27

BBB-

18,311

21

Telefonica

Emisiones

SA

7.045%

6/20/36

BBB-

20,386

10

Telefonica

Emisiones

SA

4.665%

3/06/38

BBB-

7,541

10

Telefonica

Emisiones

SA

4.895%

3/06/48

BBB-

7,131

90

Telefonica

Emisiones

SA

5.520%

3/01/49

BBB-

70,686

60

Telefonica

Europe

BV

8.250%

9/15/30

BBB-

64,981

50

TELUS

Corp

3.700%

9/15/27

BBB+

46,339

60

Texas

Instruments

Inc

1.750%

5/04/30

A+

47,763

100

Texas

Instruments

Inc

1.900%

9/15/31

A+

78,073

100

Thermo

Fisher

Scientific

Inc

2.800%

10/15/41

A-

69,069

40

Thomson

Reuters

Corp

3.350%

5/15/26

BBB

37,189

30

Timken

Co

4.125%

4/01/32

BBB-

26,045

132

Toyota

Motor

Corp

2.760%

7/02/29

A+

114,247

40

Toyota

Motor

Credit

Corp

2.500%

3/22/24

A+

38,653

100

Toyota

Motor

Credit

Corp

0.625%

9/13/24

A+

92,464

100

Toyota

Motor

Credit

Corp

(3)

4.400%

9/20/24

A+

99,090

100

Toyota

Motor

Credit

Corp

1.450%

1/13/25

A+

92,648

100

Toyota

Motor

Credit

Corp

1.125%

6/18/26

A+

86,895

10

Trane

Technologies

Luxembourg

Finance

SA

3.800%

3/21/29

BBB

8,915

200

TransCanada

PipeLines

Ltd

2.500%

10/12/31

BBB+

153,669

50

Transcontinental

Gas

Pipe

Line

Co

LLC

7.850%

2/01/26

BBB+

52,686

150

Transcontinental

Gas

Pipe

Line

Co

LLC

3.250%

5/15/30

BBB+

126,307

50

Transcontinental

Gas

Pipe

Line

Co

LLC

3.950%

5/15/50

BBB+

35,619

200

TSMC

Arizona

Corp

4.250%

4/22/32

AA-

179,412

39

TWDC

Enterprises

18

Corp

3.150%

9/17/25

A-

37,088

20

TWDC

Enterprises

18

Corp

4.375%

8/16/41

A-

16,893

10

TWDC

Enterprises

18

Corp

4.125%

12/01/41

A-

8,104

100

Tyco

Electronics

Group

SA

2.500%

2/04/32

A-

79,642

10

Unilever

Capital

Corp

2.600%

5/05/24

A+

9,660

18

Unilever

Capital

Corp

3.100%

7/30/25

A+

17,174

21

Unilever

Capital

Corp

2.000%

7/28/26

A+

18,879

100

Unilever

Capital

Corp

1.750%

8/12/31

A+

76,169

100

United

Parcel

Service

Inc

(3)

4.450%

4/01/30

A

96,014

150

United

Parcel

Service

Inc

5.200%

4/01/40

A

143,711

100

Valero

Energy

Corp

2.800%

12/01/31

BBB

78,866

70

Valmont

Industries

Inc

5.250%

10/01/54

BBB-

56,746

100

Verisk

Analytics

Inc

4.125%

3/15/29

BBB

91,413

39

Verizon

Communications

Inc

4.016%

12/03/29

BBB+

35,150

100

Verizon

Communications

Inc

1.500%

9/18/30

BBB+

74,255

200

Verizon

Communications

Inc

2.550%

3/21/31

BBB+

158,045

605

Verizon

Communications

Inc

2.355%

3/15/32

BBB+

458,303

100

Verizon

Communications

Inc

(3)

2.850%

9/03/41

BBB+

65,373

200

Verizon

Communications

Inc

3.875%

3/01/52

BBB+

141,331

40

VF

Corp

2.800%

4/23/27

BBB+

35,505

100

VICI

Properties

LP

4.950%

2/15/30

BBB-

90,380

100

Visa

Inc

(3)

2.050%

4/15/30

AA-

82,394

189

Visa

Inc

4.150%

12/14/35

AA-

170,245

100

VMware

Inc

1.400%

8/15/26

BBB-

85,311

10

Vodafone

Group

PLC

4.125%

5/30/25

BBB

9,733

20

Vodafone

Group

PLC

6.250%

11/30/32

BBB

19,759

173

Vodafone

Group

PLC

6.150%

2/27/37

BBB

162,870

80

Vodafone

Group

PLC

5.250%

5/30/48

BBB

65,412

200

Walgreens

Boots

Alliance

Inc

3.200%

4/15/30

BBB

167,535

100

Walt

Disney

Co

3.350%

3/24/25

A-

96,180

40

Walt

Disney

Co

2.650%

1/13/31

A-

33,137

130

Walt

Disney

Co

6.400%

12/15/35

A-

137,874

12

Walt

Disney

Co

4.750%

9/15/44

A-

10,532

Nuveen

ESG

U.S.

Aggregate

Bond

ETF

(NUBD)

(continued)

Portfolio

of

Investments

October

31,

2022

(Unaudited)

52

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Industrial

(continued)

$

60

Walt

Disney

Co

4.950%

10/15/45

A-

$

52,868

270

Walt

Disney

Co

2.750%

9/01/49

A-

167,209

40

Warnermedia

Holdings

Inc,

144A

3.528%

3/15/24

BBB-

38,637

150

Warnermedia

Holdings

Inc,

144A

3.788%

3/15/25

BBB-

141,431

250

Warnermedia

Holdings

Inc,

144A

5.391%

3/15/62

BBB-

174,386

100

Waste

Connections

Inc

2.200%

1/15/32

BBB+

76,938

10

Waste

Management

Inc

1.500%

3/15/31

BBB+

7,594

100

Waste

Management

Inc

4.150%

4/15/32

BBB+

91,954

40

Western

Union

Co

2.850%

1/10/25

BBB

37,546

10

Western

Union

Co

6.200%

11/17/36

BBB

9,381

100

Weyerhaeuser

Co

3.375%

3/09/33

BBB

79,829

100

Whirlpool

Corp

4.700%

5/14/32

BBB

89,189

190

Williams

Cos

Inc

2.600%

3/15/31

BBB

148,865

120

WRKCo

Inc

4.000%

3/15/28

BBB

109,461

50

WW

Grainger

Inc

1.850%

2/15/25

A-

46,565

10

Xylem

Inc/NY

2.250%

1/30/31

BBB

7,865

10

Zoetis

Inc

4.500%

11/13/25

BBB

9,814

126

Zoetis

Inc

3.900%

8/20/28

BBB

116,127

9

Zoetis

Inc

2.000%

5/15/30

BBB

7,088

39,414

Total

Industrial

32,921,090

Utility

-

2.0%

12

AEP

Texas

Inc

4.150%

5/01/49

BBB+

8,644

100

American

Electric

Power

Co

Inc

2.031%

3/15/24

BBB-

95,465

100

American

Water

Capital

Corp

2.800%

5/01/30

BBB+

83,447

100

American

Water

Capital

Corp

2.300%

6/01/31

BBB+

78,297

100

Appalachian

Power

Co

4.400%

5/15/44

A-

77,131

100

Atmos

Energy

Corp

2.625%

9/15/29

A-

84,269

100

Atmos

Energy

Corp

2.850%

2/15/52

A-

60,103

100

Avista

Corp

4.000%

4/01/52

A-

73,811

120

Berkshire

Hathaway

Energy

Co

3.700%

7/15/30

A-

107,702

210

Berkshire

Hathaway

Energy

Co

5.150%

11/15/43

A-

185,720

100

Berkshire

Hathaway

Energy

Co,

144A

4.600%

5/01/53

A-

82,446

100

CenterPoint

Energy

Houston

Electric

LLC

3.000%

3/01/32

A

83,320

100

CenterPoint

Energy

Inc

1.450%

6/01/26

BBB

86,941

90

CenterPoint

Energy

Resources

Corp

4.100%

9/01/47

A-

68,508

121

Commonwealth

Edison

Co

6.450%

1/15/38

A

125,794

100

Commonwealth

Edison

Co

2.750%

9/01/51

A

59,858

100

Connecticut

Light

and

Power

Co

2.050%

7/01/31

A+

78,041

40

Consolidated

Edison

Co

of

New

York

Inc

(3)

2.400%

6/15/31

A-

31,509

124

Consolidated

Edison

Co

of

New

York

Inc

5.500%

12/01/39

A-

113,497

100

Consolidated

Edison

Co

of

New

York

Inc

4.650%

12/01/48

A-

81,515

10

Consolidated

Edison

Co

of

New

York

Inc

4.300%

12/01/56

A-

7,335

10

Consolidated

Edison

Co

of

New

York

Inc

4.500%

5/15/58

A-

7,563

21

Consolidated

Edison

Co

of

New

York

Inc

3.000%

12/01/60

A-

11,931

90

Consumers

Energy

Co

3.500%

8/01/51

A+

62,686

126

DTE

Energy

Co

2.950%

3/01/30

BBB

104,678

100

Duke

Energy

Florida

LLC

2.400%

12/15/31

A

78,359

37

Duke

Energy

Florida

LLC

6.350%

9/15/37

N/R

37,699

30

Emera

US

Finance

LP

4.750%

6/15/46

BBB-

22,243

10

Enel

Generacion

Chile

SA

4.250%

4/15/24

BBB

9,799

100

Essential

Utilities

Inc

2.400%

5/01/31

BBB

77,605

100

Exelon

Corp,

144A

2.750%

3/15/27

BBB

89,402

10

Exelon

Corp

4.950%

6/15/35

BBB

9,004

48

Interstate

Power

and

Light

Co

3.600%

4/01/29

BBB+

42,945

100

National

Rural

Utilities

Cooperative

Finance

Corp

3.450%

6/15/25

A

95,816

100

National

Rural

Utilities

Cooperative

Finance

Corp

2.750%

4/15/32

A+

80,200

100

NiSource

Inc

3.600%

5/01/30

BBB

86,061

100

NSTAR

Electric

Co

3.950%

4/01/30

A+

91,817

12

NSTAR

Electric

Co

5.500%

3/15/40

A+

11,390

53

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Utility

(continued)

$

100

Oncor

Electric

Delivery

Co

LLC

2.750%

5/15/30

A

$

84,057

100

ONE

Gas

Inc

(3)

4.250%

9/01/32

A-

91,416

120

PECO

Energy

Co

4.600%

5/15/52

A+

101,449

100

Piedmont

Natural

Gas

Co

Inc

2.500%

3/15/31

BBB+

78,376

36

Potomac

Electric

Power

Co

6.500%

11/15/37

A

37,792

50

PPL

Capital

Funding

Inc

3.100%

5/15/26

BBB+

45,628

18

Public

Service

Co

of

Colorado

6.500%

8/01/38

A+

18,927

50

Public

Service

Co

of

New

Hampshire

2.200%

6/15/31

A+

39,554

20

Public

Service

Co

of

Oklahoma

2.200%

8/15/31

A-

15,434

20

Public

Service

Electric

and

Gas

Co

1.900%

8/15/31

A

15,349

100

Public

Service

Electric

and

Gas

Co

5.800%

5/01/37

A

99,851

100

Puget

Energy

Inc

4.224%

3/15/32

BBB-

85,308

30

Puget

Sound

Energy

Inc

5.638%

4/15/41

A

28,207

100

San

Diego

Gas

&

Electric

Co

3.000%

3/15/32

A

82,071

43

San

Diego

Gas

&

Electric

Co

4.150%

5/15/48

A

33,242

94

Sempra

Energy

6.000%

10/15/39

BBB

89,513

150

Southern

California

Edison

Co

4.700%

6/01/27

A-

144,815

150

Southern

California

Edison

Co

5.450%

6/01/52

A-

131,145

100

Southern

California

Gas

Co

2.950%

4/15/27

A

90,392

100

Southern

Co

5.700%

10/15/32

N/R

98,885

10

Southwest

Gas

Corp

3.700%

4/01/28

BBB+

8,827

20

Southwest

Gas

Corp

3.800%

9/29/46

BBB+

12,884

100

Southwestern

Electric

Power

Co

3.250%

11/01/51

BBB+

61,757

23

Southwestern

Public

Service

Co

4.400%

11/15/48

N/R

18,189

100

Tampa

Electric

Co

5.000%

7/15/52

A-

87,797

12

Tucson

Electric

Power

Co

3.050%

3/15/25

A-

11,463

100

Tucson

Electric

Power

Co

3.250%

5/15/32

A-

82,284

30

Tucson

Electric

Power

Co

3.250%

5/01/51

A-

18,802

20

Washington

Gas

Light

Co

3.796%

9/15/46

A-

14,476

100

WEC

Energy

Group

Inc

5.150%

10/01/27

BBB+

98,417

100

WEC

Energy

Group

Inc

2.200%

12/15/28

BBB+

81,784

20

Wisconsin

Electric

Power

Co

1.700%

6/15/28

A

16,621

10

Wisconsin

Power

and

Light

Co

1.950%

9/16/31

A-

7,615

48

Wisconsin

Public

Service

Corp

3.671%

12/01/42

A

34,981

5,395

Total

Utility

4,559,859

$

67,452

Total

Corporate

Debt

(cost

$71,236,677)

56,924,602

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

GOVERNMENT

RELATED

-

5.5%

Government

Agency

-

2.4%

10

Equinor

ASA

3.250%

11/10/24

AA-

9,668

10

Equinor

ASA

3.000%

4/06/27

AA-

9,156

10

Equinor

ASA

3.625%

9/10/28

AA-

9,268

214

Equinor

ASA

3.125%

4/06/30

AA-

187,594

10

Equinor

ASA

3.950%

5/15/43

AA-

7,932

10

Equinor

ASA

3.700%

4/06/50

AA-

7,514

100

Export

Development

Canada

3.375%

8/26/25

AAA

96,747

390

Federal

Home

Loan

Banks

2.375%

9/08/23

N/R

382,602

440

Federal

Home

Loan

Banks

2.500%

2/13/24

N/R

428,505

100

Federal

Home

Loan

Banks

2.125%

2/28/24

AA+

96,800

240

Federal

Home

Loan

Banks

2.875%

6/14/24

N/R

233,025

100

Federal

Home

Loan

Banks

4.500%

10/03/24

N/R

99,713

150

Federal

Home

Loan

Banks

(3)

3.250%

11/16/28

N/R

141,459

81

Federal

National

Mortgage

Association

(3)

2.625%

9/06/24

N/R

78,145

70

Federal

National

Mortgage

Association

1.625%

1/07/25

N/R

65,802

200

Federal

National

Mortgage

Association

0.625%

4/22/25

N/R

181,572

200

Federal

National

Mortgage

Association

(3)

0.500%

6/17/25

N/R

180,358

200

Federal

National

Mortgage

Association

1.875%

9/24/26

N/R

182,024

Nuveen

ESG

U.S.

Aggregate

Bond

ETF

(NUBD)

(continued)

Portfolio

of

Investments

October

31,

2022

(Unaudited)

54

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Government

Agency

(continued)

$

329

Federal

National

Mortgage

Association

5.625%

7/15/37

N/R

$

356,765

50

Israel

Government

AID

Bond

5.500%

12/04/23

AAA

50,419

10

Israel

Government

AID

Bond

5.500%

9/18/33

AAA

10,732

99

Japan

Bank

for

International

Cooperation

2.500%

5/28/25

A+

93,425

200

Japan

Bank

for

International

Cooperation

0.625%

7/15/25

A+

178,503

180

Japan

Bank

for

International

Cooperation

(3)

2.875%

6/01/27

A+

165,955

100

Korea

Development

Bank

2.125%

10/01/24

AA

94,793

40

Korea

Development

Bank

1.375%

4/25/27

AA

34,042

774

Kreditanstalt

fuer

Wiederaufbau

2.500%

11/20/24

AAA

742,124

100

Kreditanstalt

fuer

Wiederaufbau

1.250%

1/31/25

AAA

93,002

9

Kreditanstalt

fuer

Wiederaufbau

0.375%

7/18/25

AAA

8,046

100

Kreditanstalt

fuer

Wiederaufbau

3.000%

5/20/27

AAA

94,396

10

Landwirtschaftliche

Rentenbank

3.125%

11/14/23

AAA

9,845

30

Landwirtschaftliche

Rentenbank

2.000%

1/13/25

AAA

28,370

150

Landwirtschaftliche

Rentenbank

0.500%

5/27/25

AAA

135,233

100

Landwirtschaftliche

Rentenbank

3.875%

9/28/27

AAA

97,608

109

Oesterreichische

Kontrollbank

AG

3.125%

11/07/23

AA+

107,272

100

Oesterreichische

Kontrollbank

AG

0.500%

9/16/24

AA+

92,588

100

Oesterreichische

Kontrollbank

AG

2.875%

5/23/25

AA+

95,837

10

Svensk

Exportkredit

AB

0.625%

5/14/25

AA+

9,040

5,135

Total

Government

Agency

4,895,879

Municipal

Bonds

-

1.1%

(4)

250

Province

of

Alberta

Canada(No

Opt.

Call)

1.000%

5/20/25

AA-

227,734

160

Province

of

Alberta

Canada(No

Opt.

Call)

3.300%

3/15/28

AA-

149,539

40

Province

of

Alberta

Canada(No

Opt.

Call)

1.300%

7/22/30

AA-

31,342

100

Province

of

British

Columbia

Canada(No

Opt.

Call)

1.750%

9/27/24

AA+

94,834

50

Province

of

British

Columbia

Canada(No

Opt.

Call)

2.250%

6/02/26

AA+

46,117

110

Province

of

British

Columbia

Canada(No

Opt.

Call)

(3)

0.900%

7/20/26

AA+

95,927

100

Province

of

Manitoba

Canada(No

Opt.

Call)

2.600%

4/16/24

A+

96,995

100

Province

of

Manitoba

Canada(No

Opt.

Call)

1.500%

10/25/28

A+

83,371

70

Province

of

New

Brunswick

Canada(No

Opt.

Call)

3.625%

2/24/28

A+

66,645

516

Province

of

Ontario

Canada(No

Opt.

Call)

1.750%

1/24/23

AA-

512,698

10

Province

of

Ontario

Canada(No

Opt.

Call)

3.400%

10/17/23

AA-

9,860

60

Province

of

Ontario

Canada(No

Opt.

Call)

3.200%

5/16/24

AA-

58,607

200

Province

of

Ontario

Canada(No

Opt.

Call)

2.500%

4/27/26

AA-

185,327

100

Province

of

Ontario

Canada(No

Opt.

Call)

(3)

3.100%

5/19/27

AA-

93,761

100

Province

of

Ontario

Canada(No

Opt.

Call)

1.800%

10/14/31

AA-

79,548

100

Province

of

Ontario

Canada(No

Opt.

Call)

2.125%

1/21/32

AA-

81,207

20

Province

of

Quebec

Canada(No

Opt.

Call)

2.625%

2/13/23

AA-

19,899

89

Province

of

Quebec

Canada(No

Opt.

Call)

2.875%

10/16/24

AA-

85,980

180

Province

of

Quebec

Canada(No

Opt.

Call)

1.500%

2/11/25

AA-

167,983

50

Province

of

Quebec

Canada(No

Opt.

Call)

0.600%

7/23/25

AA-

44,838

295

Province

of

Quebec

Canada(No

Opt.

Call)

2.500%

4/20/26

AA-

274,045

70

Province

of

Quebec

Canada(No

Opt.

Call)

2.750%

4/12/27

AA-

65,099

2,770

Total

Municipal

Bonds

2,571,356

Sovereign

Debt

-

2.0%

10

African

Development

Bank

3.000%

9/20/23

AAA

9,849

100

African

Development

Bank

3.375%

7/07/25

AAA

96,934

100

African

Development

Bank

0.875%

7/22/26

AAA

87,410

100

Asian

Development

Bank

4.125%

9/27/24

AAA

98,981

400

Asian

Development

Bank

1.500%

10/18/24

AAA

376,917

100

Asian

Development

Bank

1.500%

1/20/27

AAA

88,817

100

Asian

Development

Bank

1.875%

3/15/29

AAA

86,343

100

Asian

Development

Bank

(3)

3.125%

4/27/32

AAA

91,226

80

Canada

Government

International

Bond

1.625%

1/22/25

AAA

75,071

100

Canada

Government

International

Bond

2.875%

4/28/25

AAA

96,170

30

Chile

Government

International

Bond

3.125%

1/21/26

A

27,939

20

Chile

Government

International

Bond

(3)

3.240%

2/06/28

A

17,946

55

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Sovereign

Debt

(continued)

$

210

Chile

Government

International

Bond

2.450%

1/31/31

A

$

167,817

200

Chile

Government

International

Bond

3.250%

9/21/71

A

110,158

20

Council

Of

Europe

Development

Bank

1.375%

2/27/25

AA+

18,607

50

Council

Of

Europe

Development

Bank

0.875%

9/22/26

AA+

43,440

311

European

Investment

Bank

3.125%

12/14/23

AAA

305,887

90

European

Investment

Bank

2.250%

6/24/24

AAA

86,698

100

European

Investment

Bank

2.750%

8/15/25

AAA

95,403

100

European

Investment

Bank

0.750%

10/26/26

AAA

86,548

100

European

Investment

Bank

(3)

1.375%

3/15/27

AAA

88,073

14

Hungary

Government

International

Bond

7.625%

3/29/41

BBB

13,984

100

Inter-American

Development

Bank

3.250%

7/01/24

AAA

97,637

130

Inter-American

Development

Bank

2.000%

7/23/26

AAA

118,875

100

Inter-American

Development

Bank

1.500%

1/13/27

AAA

88,866

100

Inter-American

Development

Bank

1.125%

7/20/28

AAA

83,526

200

Inter-American

Development

Bank

3.875%

10/28/41

AAA

178,987

60

International

Bank

for

Reconstruction

&

Development

2.500%

3/19/24

AAA

58,301

535

International

Bank

for

Reconstruction

&

Development

1.500%

8/28/24

AAA

506,172

151

International

Bank

for

Reconstruction

&

Development

2.125%

3/03/25

AAA

142,933

60

International

Bank

for

Reconstruction

&

Development

3.125%

11/20/25

AAA

57,593

10

International

Bank

for

Reconstruction

&

Development

2.500%

11/22/27

AAA

9,141

100

International

Bank

for

Reconstruction

&

Development

1.625%

11/03/31

AAA

80,466

100

International

Bank

for

Reconstruction

&

Development

2.500%

3/29/32

AAA

86,265

70

International

Finance

Corp

0.375%

7/16/25

AAA

62,638

20

International

Finance

Corp

2.125%

4/07/26

AAA

18,478

240

Israel

Government

International

Bond

2.750%

7/03/30

A+

208,260

60

Israel

Government

International

Bond

3.875%

7/03/50

A+

45,463

80

Korea

International

Bond

2.750%

1/19/27

AA

73,664

10

Korea

International

Bond

2.500%

6/19/29

AA-

8,876

20

Korea

International

Bond

1.000%

9/16/30

AA

15,405

70

Korea

International

Bond

1.750%

10/15/31

AA

55,909

70

Nordic

Investment

Bank

2.250%

5/21/24

AAA

67,500

120

Panama

Government

International

Bond

4.000%

9/22/24

BBB

116,113

10

Panama

Government

International

Bond

3.750%

3/16/25

BBB

9,545

30

Panama

Government

International

Bond

3.160%

1/23/30

BBB

24,413

250

Panama

Government

International

Bond

4.500%

5/15/47

BBB

172,769

70

Panama

Government

International

Bond

4.500%

4/16/50

N/R

47,487

10

Peruvian

Government

International

Bond

(3)

4.125%

8/25/27

BBB

9,401

180

Peruvian

Government

International

Bond

2.844%

6/20/30

BBB

145,836

70

Peruvian

Government

International

Bond

2.783%

1/23/31

BBB

55,205

65

Peruvian

Government

International

Bond

3.000%

1/15/34

BBB

48,512

96

Peruvian

Government

International

Bond

5.625%

11/18/50

BBB

87,824

10

Peruvian

Government

International

Bond

(3)

3.550%

3/10/51

BBB

6,584

10

Republic

of

Italy

Government

International

Bond

0.875%

5/06/24

BBB

9,251

100

Republic

of

Italy

Government

International

Bond

1.250%

2/17/26

BBB

85,139

270

Republic

of

Italy

Government

International

Bond

2.875%

10/17/29

BBB

217,039

70

Republic

of

Poland

Government

International

Bond

(3)

4.000%

1/22/24

A-

68,903

54

Uruguay

Government

International

Bond

5.750%

10/28/34

N/R

54,459

200

Uruguay

Government

International

Bond

4.125%

11/20/45

BBB

168,584

6,336

Total

Sovereign

Debt

5,562,237

$

14,241

Total

Government

Related

(cost

$15,017,690)

13,029,472

Total

Long-Term

Investments

(cost

$274,073,056)

230,318,172

Nuveen

ESG

U.S.

Aggregate

Bond

ETF

(NUBD)

(continued)

Portfolio

of

Investments

October

31,

2022

(Unaudited)

56

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

-

  1.0%

MONEY

MARKET

FUNDS

-

1.0%

2,206,431

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

(5)

3.120%(6)

$

2,206,431

Total

Investments

Purchased

with

Collateral

from

Securities

Lending

(cost

$2,206,431)

$

2,206,431

Total

Investments

(cost

$

276,279,487

)

-

100

.0

%

232,524,603

Other

Assets

Less

Liabilities

-

(0.0)%

(

92,012

)

Net

Assets

-

100%

$

232,432,591

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

U.S.

Treasury

$

–

$

91,705,405

$

–

$

91,705,405

Securitized

–

68,658,693

–

68,658,693

Corporate

Debt

–

56,924,602

–

56,924,602

Government

Related

–

13,029,472

–

13,029,472

Investments

Purchased

with

Collateral

from

Securities

Lending

2,206,431

–

–

2,206,431

Total

$

2,206,431

$

230,318,172

$

–

$

232,524,603

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

$2,134,841.

(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.

57

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.