1

Nuveen

Enhanced

Yield

U.S.

Aggregate

Bond

ETF

(NUAG)

Portfolio

of

Investments

April

30,

2023

(Unaudited)

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

LONG-TERM

INVESTMENTS

-

98.5%  

X

13,377,392

CORPORATE

DEBT

-

42.3%

X

13,377,392

Financials

-

16.4%

$

10

AerCap

Ireland

Capital

DAC

/

AerCap

Global

Aviation

Trust

(3)

2.875%

8/14/24

BBB

$

9,604

2

AerCap

Ireland

Capital

DAC

/

AerCap

Global

Aviation

Trust

1.650%

10/29/24

BBB

1,870

8

AerCap

Ireland

Capital

DAC

/

AerCap

Global

Aviation

Trust

1.750%

10/29/24

BBB

7,497

18

AerCap

Ireland

Capital

DAC

/

AerCap

Global

Aviation

Trust

1.750%

1/30/26

BBB

16,149

18

AerCap

Ireland

Capital

DAC

/

AerCap

Global

Aviation

Trust

2.450%

10/29/26

BBB

16,140

5

AerCap

Ireland

Capital

DAC

/

AerCap

Global

Aviation

Trust

4.625%

10/15/27

BBB

4,822

1

AerCap

Ireland

Capital

DAC

/

AerCap

Global

Aviation

Trust

3.000%

10/29/28

BBB

871

8

AerCap

Ireland

Capital

DAC

/

AerCap

Global

Aviation

Trust

3.300%

1/30/32

BBB

6,553

4

Aetna

Inc

4.500%

5/15/42

BBB

3,579

10

Aetna

Inc

4.750%

3/15/44

BBB

9,099

12

Affiliated

Managers

Group

Inc

3.500%

8/01/25

BBB+

11,530

10

Affiliated

Managers

Group

Inc

3.300%

6/15/30

BBB+

8,674

2

Air

Lease

Corp

3.875%

7/03/23

BBB

1,994

7

Air

Lease

Corp

0.800%

8/18/24

BBB

6,573

10

Air

Lease

Corp

3.250%

3/01/25

BBB

9,586

1

Air

Lease

Corp

1.875%

8/15/26

BBB

889

7

Air

Lease

Corp

2.200%

1/15/27

BBB

6,275

8

Air

Lease

Corp

3.625%

4/01/27

BBB

7,516

2

Air

Lease

Corp

3.250%

10/01/29

BBB

1,773

10

Air

Lease

Corp

3.000%

2/01/30

BBB

8,573

13

Aircastle

Ltd

4.125%

5/01/24

BBB-

12,726

5

Alexandria

Real

Estate

Equities

Inc

1.875%

2/01/33

BBB+

3,780

23

Alexandria

Real

Estate

Equities

Inc

3.550%

3/15/52

BBB+

16,237

5

Ally

Financial

Inc

1.450%

10/02/23

BBB-

4,888

20

Ally

Financial

Inc

(3)

7.100%

11/15/27

BBB-

20,655

18

Ally

Financial

Inc

2.200%

11/02/28

BBB-

14,660

1

Ally

Financial

Inc

8.000%

11/01/31

BBB-

1,055

100

American

Express

Co

4.990%

5/01/26

A-

99,963

13

American

Homes

4

Rent

LP

3.625%

4/15/32

BBB-

11,366

20

American

International

Group

Inc

2.500%

6/30/25

BBB+

18,993

9

Aon

Corp

2.800%

5/15/30

BBB+

7,922

1

Aon

Corp

/

Aon

Global

Holdings

PLC

2.600%

12/02/31

BBB+

845

5

Ares

Capital

Corp

3.875%

1/15/26

BBB-

4,660

7

Assurant

Inc

3.700%

2/22/30

BBB

6,170

10

Assurant

Inc

2.650%

1/15/32

BBB

7,628

1

Athene

Holding

Ltd

6.150%

4/03/30

BBB+

1,002

17

AXIS

Specialty

Finance

PLC

4.000%

12/06/27

BBB+

16,459

44

Banco

Santander

SA

2.749%

12/03/30

BBB

34,889

100

Bank

of

America

Corp

5.080%

1/20/27

A

99,809

34

Bank

of

America

Corp

4.948%

7/22/28

A

33,883

100

Bank

of

America

Corp

4.571%

4/27/33

A

95,381

100

Bank

of

America

Corp

(3)

5.015%

7/22/33

A

98,598

100

Bank

of

Montreal

5.200%

12/12/24

A

99,990

100

Bank

of

New

York

Mellon

Corp/The

4.947%

4/26/27

A+

100,722

6

Bank

of

Nova

Scotia/The

3.450%

4/11/25

A

5,821

57

Bank

of

Nova

Scotia/The

3.625%

10/27/81

BBB-

40,809

11

BankUnited

Inc

5.125%

6/11/30

BBB-

9,374

1

Barclays

PLC

1.007%

12/10/24

BBB+

965

13

Barclays

PLC

2.852%

5/07/26

BBB+

12,250

13

Barclays

PLC

5.200%

5/12/26

BBB

12,690

200

Barclays

PLC

5.501%

8/09/28

BBB+

199,439

3

Barclays

PLC

5.088%

6/20/30

BBB

2,813

4

Barclays

PLC

2.667%

3/10/32

BBB+

3,185

Nuveen

Enhanced

Yield

U.S.

Aggregate

Bond

ETF

(NUAG)

(continued)

Portfolio

of

Investments

April

30,

2023

(Unaudited)

2

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Financials

(continued)

$

4

Barclays

PLC

2.894%

11/24/32

BBB+

$

3,204

4

Barclays

PLC

3.811%

3/10/42

BBB

2,903

10

BGC

Partners

Inc

5.375%

7/24/23

BBB-

9,966

12

BGC

Partners

Inc

3.750%

10/01/24

BBB-

11,576

6

Blackstone

Private

Credit

Fund

4.700%

3/24/25

BBB-

5,788

24

Blackstone

Private

Credit

Fund

2.625%

12/15/26

BBB-

20,437

16

Blackstone

Secured

Lending

Fund

2.125%

2/15/27

BBB-

13,541

15

Boston

Properties

LP

3.400%

6/21/29

BBB+

12,729

14

Brighthouse

Financial

Inc

(3)

5.625%

5/15/30

BBB

13,674

11

Brixmor

Operating

Partnership

LP

4.125%

5/15/29

BBB-

10,075

24

Brown

&

Brown

Inc

2.375%

3/15/31

BBB-

19,657

100

Canadian

Imperial

Bank

of

Commerce

5.001%

4/28/28

A

100,444

4

Capital

One

Financial

Corp

3.900%

1/29/24

BBB+

3,950

4

Capital

One

Financial

Corp

1.343%

12/06/24

BBB+

3,871

4

Capital

One

Financial

Corp

4.250%

4/30/25

BBB+

3,877

7

Capital

One

Financial

Corp

4.166%

5/09/25

BBB+

6,816

6

Capital

One

Financial

Corp

1.878%

11/02/27

BBB+

5,230

4

Capital

One

Financial

Corp

3.800%

1/31/28

BBB+

3,736

61

Capital

One

Financial

Corp

4.927%

5/10/28

BBB+

59,201

7

Capital

One

Financial

Corp

3.273%

3/01/30

BBB+

6,070

6

Capital

One

Financial

Corp

2.359%

7/29/32

BBB

4,331

1

Capital

One

Financial

Corp

5.268%

5/10/33

BBB+

954

36

CI

Financial

Corp

3.200%

12/17/30

BBB-

26,722

9

Citigroup

Inc

4.140%

5/24/25

A-

8,890

2

Citigroup

Inc

3.290%

3/17/26

A-

1,930

20

Citigroup

Inc

4.450%

9/29/27

BBB

19,543

1

Citigroup

Inc

3.070%

2/24/28

A-

935

100

Citigroup

Inc

4.658%

5/24/28

A-

99,107

150

Citigroup

Inc

4.910%

5/24/33

A-

146,539

72

Citizens

Financial

Group

Inc

2.500%

2/06/30

BBB+

57,761

8

CNA

Financial

Corp

3.900%

5/01/29

BBB+

7,601

8

CNO

Financial

Group

Inc

5.250%

5/30/29

BBB-

7,614

20

Cooperatieve

Rabobank

UA

3.750%

7/21/26

BBB+

18,824

46

Corebridge

Financial

Inc,

144A

3.850%

4/05/29

BBB+

41,941

3

Corporate

Office

Properties

LP

2.900%

12/01/33

BBB-

2,094

15

Credit

Suisse

AG/New

York

NY

3.700%

2/21/25

A-

14,208

5

CubeSmart

LP

2.250%

12/15/28

BBB

4,332

4

Deutsche

Bank

AG/New

York

NY

1.447%

4/01/25

BBB

3,771

18

Deutsche

Bank

AG/New

York

NY

6.119%

7/14/26

BBB

17,774

4

Deutsche

Bank

AG/New

York

NY

2.129%

11/24/26

BBB

3,559

4

Deutsche

Bank

AG/New

York

NY

2.311%

11/16/27

BBB

3,462

1

Deutsche

Bank

AG/New

York

NY

3.547%

9/18/31

BBB

841

8

Digital

Realty

Trust

LP

4.450%

7/15/28

BBB

7,619

7

Discover

Financial

Services

4.500%

1/30/26

BBB

6,773

18

Discover

Financial

Services

4.100%

2/09/27

BBB

17,136

1

Elevance

Health

Inc

2.875%

9/15/29

BBB+

913

1

Elevance

Health

Inc

4.100%

5/15/32

BBB+

960

8

Elevance

Health

Inc

3.125%

5/15/50

BBB+

5,782

23

Enstar

Group

Ltd

3.100%

9/01/31

BBB-

18,141

10

EPR

Properties

3.750%

8/15/29

BBB-

7,975

3

Equitable

Holdings

Inc

4.350%

4/20/28

BBB+

2,891

13

Essex

Portfolio

LP

2.550%

6/15/31

BBB+

10,761

12

Extra

Space

Storage

LP

2.350%

3/15/32

BBB

9,546

24

Fairfax

Financial

Holdings

Ltd

4.625%

4/29/30

BBB-

22,942

11

Federal

Realty

Investment

Trust

3.500%

6/01/30

BBB+

9,788

21

Fidelity

National

Financial

Inc

3.400%

6/15/30

BBB

18,583

9

Fifth

Third

Bancorp

2.375%

1/28/25

BBB+

8,469

2

Fifth

Third

Bancorp

1.707%

11/01/27

BBB+

1,735

3

Fifth

Third

Bancorp

3.950%

3/14/28

BBB+

2,800

100

Fifth

Third

Bancorp

6.361%

10/27/28

BBB+

103,203

3

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Financials

(continued)

$

21

First

American

Financial

Corp

2.400%

8/15/31

BBB

$

16,321

26

FS

KKR

Capital

Corp

1.650%

10/12/24

BBB-

24,071

1

FS

KKR

Capital

Corp

3.250%

7/15/27

BBB-

863

16

GATX

Corp

4.550%

11/07/28

BBB

15,649

10

Goldman

Sachs

BDC

Inc

(3)

2.875%

1/15/26

BBB-

9,150

6

Goldman

Sachs

Group

Inc/The

3.000%

3/15/24

A-

5,873

100

Goldman

Sachs

Group

Inc/The

5.700%

11/01/24

A-

100,889

6

Goldman

Sachs

Group

Inc/The

1.948%

10/21/27

A-

5,373

100

Goldman

Sachs

Group

Inc/The

4.482%

8/23/28

A-

98,114

4

Goldman

Sachs

Group

Inc/The

2.615%

4/22/32

A-

3,338

6

Goldman

Sachs

Group

Inc/The

2.383%

7/21/32

A-

4,901

1

Goldman

Sachs

Group

Inc/The

6.450%

5/01/36

BBB

1,077

13

Golub

Capital

BDC

Inc

2.050%

2/15/27

BBB-

10,788

12

Hartford

Financial

Services

Group

Inc/The

2.800%

8/19/29

BBB+

10,571

5

Healthcare

Realty

Holdings

LP

3.100%

2/15/30

BBB

4,348

11

Healthpeak

OP

LLC

2.875%

1/15/31

BBB+

9,528

10

Hercules

Capital

Inc

3.375%

1/20/27

BBB-

8,633

10

Highwoods

Realty

LP

4.200%

4/15/29

BBB

8,517

5

Highwoods

Realty

LP

3.050%

2/15/30

BBB

3,897

11

Host

Hotels

&

Resorts

LP

3.500%

9/15/30

BBB-

9,366

200

HSBC

Holdings

PLC

6.161%

3/09/29

A

205,690

96

HSBC

Holdings

PLC

6.800%

6/01/38

BBB+

100,793

10

Hudson

Pacific

Properties

LP

(3)

4.650%

4/01/29

BBB-

6,934

28

Humana

Inc

2.150%

2/03/32

BBB

22,703

15

Huntington

Bancshares

Inc/OH

4.000%

5/15/25

BBB+

14,315

12

Huntington

Bancshares

Inc/OH

2.550%

2/04/30

BBB+

9,792

11

Invitation

Homes

Operating

Partnership

LP

2.300%

11/15/28

BBB

9,355

18

Jackson

Financial

Inc

(3)

5.170%

6/08/27

BBB

17,698

12

Janus

Henderson

US

Holdings

Inc

4.875%

8/01/25

BBB+

11,800

12

Jefferies

Financial

Group

Inc

5.500%

10/18/23

BBB

11,965

9

Jefferies

Financial

Group

Inc

4.150%

1/23/30

BBB

8,348

100

JPMorgan

Chase

&

Co

2.595%

2/24/26

A+

95,205

6

JPMorgan

Chase

&

Co

1.470%

9/22/27

A+

5,343

10

JPMorgan

Chase

&

Co

2.069%

6/01/29

A+

8,708

4

JPMorgan

Chase

&

Co

3.702%

5/06/30

A+

3,731

6

JPMorgan

Chase

&

Co

2.545%

11/08/32

A+

4,994

12

JPMorgan

Chase

&

Co

4.912%

7/25/33

A+

11,934

150

JPMorgan

Chase

&

Co

5.717%

9/14/33

A-

154,852

22

Kemper

Corp

3.800%

2/23/32

BBB-

19,019

67

KeyCorp

2.550%

10/01/29

BBB+

54,565

5

Kilroy

Realty

LP

2.650%

11/15/33

BBB

3,313

2

Kimco

Realty

OP

LLC

2.250%

12/01/31

BBB+

1,573

12

Kimco

Realty

OP

LLC

4.250%

4/01/45

BBB+

9,433

31

Lazard

Group

LLC

4.500%

9/19/28

BBB

29,851

11

Life

Storage

LP

2.400%

10/15/31

BBB

8,920

16

Lincoln

National

Corp

3.625%

12/12/26

BBB+

14,796

13

Lloyds

Banking

Group

PLC

4.716%

8/11/26

A-

12,825

13

LXP

Industrial

Trust

2.375%

10/01/31

BBB

10,053

11

Main

Street

Capital

Corp

3.000%

7/14/26

BBB-

9,678

9

Manulife

Financial

Corp

4.061%

2/24/32

BBB+

8,505

12

Markel

Corp

3.350%

9/17/29

BBB

11,019

20

Mitsubishi

UFJ

Financial

Group

Inc

5.017%

7/20/28

A

19,931

3

Morgan

Stanley

4.350%

9/08/26

BBB+

2,934

2

Morgan

Stanley

3.950%

4/23/27

BBB+

1,922

100

Morgan

Stanley

6.296%

10/18/28

A

105,045

150

Morgan

Stanley

3.622%

4/01/31

A

137,200

1

Morgan

Stanley

4.889%

7/20/33

A

986

1

Morgan

Stanley

2.484%

9/16/36

BBB+

769

10

Nasdaq

Inc

3.850%

6/30/26

BBB+

9,811

3

National

Retail

Properties

Inc

2.500%

4/15/30

BBB+

2,524

Nuveen

Enhanced

Yield

U.S.

Aggregate

Bond

ETF

(NUAG)

(continued)

Portfolio

of

Investments

April

30,

2023

(Unaudited)

4

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Financials

(continued)

$

1

National

Retail

Properties

Inc

3.000%

4/15/52

BBB+

$

622

6

NatWest

Group

PLC

4.269%

3/22/25

A-

5,910

13

NatWest

Group

PLC

3.754%

11/01/29

BBB

12,286

17

NatWest

Group

PLC

5.076%

1/27/30

A-

16,754

4

Nomura

Holdings

Inc

1.851%

7/16/25

BBB+

3,674

3

Nomura

Holdings

Inc

5.386%

7/06/27

BBB+

2,976

4

Nomura

Holdings

Inc

2.710%

1/22/29

BBB+

3,431

2

Nomura

Holdings

Inc

3.103%

1/16/30

BBB+

1,713

1

Nomura

Holdings

Inc

2.679%

7/16/30

BBB+

822

10

Oaktree

Specialty

Lending

Corp

2.700%

1/15/27

BBB-

8,649

7

Old

Republic

International

Corp

3.875%

8/26/26

BBB+

6,746

13

Omega

Healthcare

Investors

Inc

3.625%

10/01/29

BBB-

10,917

10

ORIX

Corp

4.000%

4/13/32

A-

9,297

10

Owl

Rock

Capital

Corp

3.750%

7/22/25

BBB-

9,236

18

Owl

Rock

Capital

Corp

4.250%

1/15/26

BBB-

16,775

1

Owl

Rock

Capital

Corp

2.625%

1/15/27

BBB-

852

14

OWL

Rock

Core

Income

Corp

4.700%

2/08/27

Baa3

12,792

13

Piedmont

Operating

Partnership

LP

2.750%

4/01/32

BBB

9,112

100

PNC

Financial

Services

Group

Inc/The

5.354%

12/02/28

A-

100,650

23

Prospect

Capital

Corp

3.437%

10/15/28

BBB-

17,796

8

Prudential

Financial

Inc

5.375%

5/15/45

BBB+

7,598

7

Prudential

Financial

Inc

5.700%

9/15/48

BBB+

6,799

1

Prudential

Financial

Inc

3.700%

10/01/50

BBB+

857

8

Radian

Group

Inc

6.625%

3/15/25

Baa3

7,963

2

Regency

Centers

LP

2.950%

9/15/29

BBB+

1,760

7

Regency

Centers

LP

4.400%

2/01/47

BBB+

5,798

34

Regions

Financial

Corp

1.800%

8/12/28

BBB+

28,275

8

Reinsurance

Group

of

America

Inc

4.700%

9/15/23

BBB+

7,977

10

Reinsurance

Group

of

America

Inc

3.150%

6/15/30

BBB+

8,787

13

Rexford

Industrial

Realty

LP

2.150%

9/01/31

BBB+

10,370

100

Royal

Bank

of

Canada

4.875%

1/12/26

A+

100,541

10

Sabra

Health

Care

LP

3.200%

12/01/31

BBB-

7,505

6

Santander

Holdings

USA

Inc

4.260%

6/09/25

BBB

5,804

7

Santander

Holdings

USA

Inc

3.244%

10/05/26

BBB

6,450

1

Santander

Holdings

USA

Inc

2.490%

1/06/28

BBB

877

2

Santander

UK

Group

Holdings

PLC

1.532%

8/21/26

BBB+

1,797

10

Sixth

Street

Specialty

Lending

Inc

3.875%

11/01/24

BBB-

9,597

13

Spirit

Realty

LP

2.100%

3/15/28

BBB

10,979

10

Stifel

Financial

Corp

4.250%

7/18/24

BBB

9,837

12

Stifel

Financial

Corp

4.000%

5/15/30

BBB

10,621

12

STORE

Capital

Corp

2.700%

12/01/31

BBB-

8,635

200

Sumitomo

Mitsui

Financial

Group

Inc

5.520%

1/13/28

A

204,581

2

Sun

Communities

Operating

LP

2.300%

11/01/28

BBB-

1,712

6

Sun

Communities

Operating

LP

4.200%

4/15/32

BBB-

5,396

6

Synchrony

Financial

4.875%

6/13/25

BBB-

5,669

56

Synchrony

Financial

3.700%

8/04/26

BBB-

49,929

39

Synchrony

Financial

3.950%

12/01/27

BBB-

34,532

100

Toronto-Dominion

Bank/The

5.156%

1/10/28

A

101,146

15

UDR

Inc

3.000%

8/15/31

BBB+

12,964

7

Unum

Group

3.875%

11/05/25

BBB-

6,777

22

Ventas

Realty

LP

2.500%

9/01/31

BBB+

17,798

9

Wells

Fargo

&

Co

3.908%

4/25/26

A

8,776

1

Wells

Fargo

&

Co

3.526%

3/24/28

A

945

150

Wells

Fargo

&

Co

4.808%

7/25/28

A

148,656

100

Wells

Fargo

&

Co

5.389%

4/24/34

A

101,727

16

Welltower

OP

LLC

2.800%

6/01/31

BBB+

13,430

6

Welltower

OP

LLC

3.850%

6/15/32

BBB+

5,393

117

Westpac

Banking

Corp

2.668%

11/15/35

BBB+

91,805

14

Willis

North

America

Inc

4.500%

9/15/28

BBB

13,634

5

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Financials

(continued)

$

11

WP

Carey

Inc

2.450%

2/01/32

BBB+

$

8,839

Total

Financials

5,178,334

Industrial

-

11.2%

9

AbbVie

Inc

3.200%

11/21/29

BBB+

8,317

15

AbbVie

Inc

4.050%

11/21/39

BBB+

13,269

16

AbbVie

Inc

4.625%

10/01/42

BBB+

14,528

12

Advance

Auto

Parts

Inc

3.500%

3/15/32

BBB-

10,349

9

Agilent

Technologies

Inc

2.750%

9/15/29

BBB+

8,084

10

Allegion

plc

3.500%

10/01/29

BBB

9,145

3

Altria

Group

Inc

5.800%

2/14/39

BBB+

2,962

1

Altria

Group

Inc

3.875%

9/16/46

BBB+

717

10

Amcor

Flexibles

North

America

Inc

2.690%

5/25/31

BBB

8,342

2

American

Airlines

2016-2

Class

AA

Pass

Through

Trust2020

A

3.200%

6/15/28

BBB+

1,971

29

American

Tower

Corp

2.100%

6/15/30

BBB

23,873

1

American

Tower

Corp

4.050%

3/15/32

BBB

927

19

AmerisourceBergen

Corp

2.700%

3/15/31

BBB+

16,402

1

Amgen

Inc

2.300%

2/25/31

BBB+

847

8

Amgen

Inc

3.150%

2/21/40

BBB+

6,226

6

Amgen

Inc

5.150%

11/15/41

BBB+

5,842

1

Amgen

Inc

3.000%

1/15/52

BBB+

684

1

Amgen

Inc

4.200%

2/22/52

BBB+

846

11

Amphenol

Corp

2.200%

9/15/31

BBB+

9,198

70

Anheuser-Busch

Cos

LLC

/

Anheuser-Busch

InBev

Worldwide

Inc

4.900%

2/01/46

A-

69,367

13

Anheuser-Busch

InBev

Worldwide

Inc

4.000%

4/13/28

A-

12,881

3

Anheuser-Busch

InBev

Worldwide

Inc

4.350%

6/01/40

A-

2,850

3

Aptiv

PLC

3.100%

12/01/51

BBB

1,904

3

Aptiv

PLC

/

Aptiv

Corp

3.250%

3/01/32

BBB

2,621

10

ArcelorMittal

SA

(3)

4.250%

7/16/29

BBB-

9,539

29

AT&T

Inc

2.750%

6/01/31

BBB

25,008

67

AT&T

Inc

4.850%

3/01/39

BBB

62,871

30

AT&T

Inc

3.500%

6/01/41

BBB

23,637

14

Autodesk

Inc

2.400%

12/15/31

BBB+

11,742

11

AutoNation

Inc

3.850%

3/01/32

BBB-

9,300

13

AutoZone

Inc

4.000%

4/15/30

BBB

12,380

11

Avery

Dennison

Corp

2.250%

2/15/32

BBB

8,851

11

Barrick

North

America

Finance

LLC

5.700%

5/30/41

BBB+

11,572

1

BAT

Capital

Corp

4.742%

3/16/32

BBB+

934

8

BAT

Capital

Corp

4.390%

8/15/37

BBB+

6,527

12

Becton

Dickinson

&

Co

1.957%

2/11/31

BBB

9,924

3

Becton

Dickinson

&

Co

4.685%

12/15/44

BBB

2,806

12

Bell

Telephone

Co

of

Canada

or

Bell

Canada/The

3.650%

8/15/52

BBB+

9,380

10

Best

Buy

Co

Inc

1.950%

10/01/30

BBB+

8,203

14

Biogen

Inc

5.200%

9/15/45

BBB+

14,025

10

Block

Financial

LLC

2.500%

7/15/28

BBB-

8,642

14

Boardwalk

Pipelines

LP

3.600%

9/01/32

BBB

12,221

45

Boeing

Co/The

5.705%

5/01/40

BBB-

45,165

8

BorgWarner

Inc

4.375%

3/15/45

BBB+

6,488

17

Boston

Scientific

Corp

4.550%

3/01/39

BBB+

16,011

12

BP

Capital

Markets

PLC

4.875%

N/A

(4)

BBB+

11,025

1

Broadcom

Inc,

144A

4.000%

4/15/29

BBB-

942

84

Broadcom

Inc,

144A

3.187%

11/15/36

BBB-

63,924

17

Broadridge

Financial

Solutions

Inc

2.600%

5/01/31

BBB+

14,263

6

Brunswick

Corp/DE

4.400%

9/15/32

BBB

5,307

10

Bunge

Ltd

Finance

Corp

3.750%

9/25/27

BBB

9,640

11

Campbell

Soup

Co

(3)

2.375%

4/24/30

BBB

9,470

1

Canadian

Natural

Resources

Ltd

2.950%

7/15/30

BBB

879

5

Canadian

Natural

Resources

Ltd

5.850%

2/01/35

BBB

5,040

Nuveen

Enhanced

Yield

U.S.

Aggregate

Bond

ETF

(NUAG)

(continued)

Portfolio

of

Investments

April

30,

2023

(Unaudited)

6

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Industrial

(continued)

$

2

Canadian

Natural

Resources

Ltd

6.750%

2/01/39

BBB

$

2,146

8

Canadian

Pacific

Railway

Co

2.450%

12/02/31

BBB+

7,138

3

Canadian

Pacific

Railway

Co

4.800%

8/01/45

BBB+

2,927

14

Canadian

Pacific

Railway

Co

4.700%

5/01/48

BBB+

13,031

10

Cardinal

Health

Inc

4.500%

11/15/44

BBB

8,597

14

Carlisle

Cos

Inc

2.200%

3/01/32

BBB

11,085

5

Carrier

Global

Corp

2.722%

2/15/30

BBB-

4,378

6

Carrier

Global

Corp

3.577%

4/05/50

BBB-

4,482

10

CDW

LLC

/

CDW

Finance

Corp

3.276%

12/01/28

BBB-

8,670

10

Celanese

US

Holdings

LLC

(3)

6.379%

7/15/32

BBB-

10,141

11

Cenovus

Energy

Inc

5.250%

6/15/37

BBB-

10,573

10

CF

Industries

Inc

5.375%

3/15/44

BBB

9,198

8

Charter

Communications

Operating

LLC

/

Charter

Communications

Operating

Capital

5.375%

4/01/38

BBB-

6,934

1

Charter

Communications

Operating

LLC

/

Charter

Communications

Operating

Capital

3.500%

3/01/42

BBB-

675

14

Charter

Communications

Operating

LLC

/

Charter

Communications

Operating

Capital

5.375%

5/01/47

BBB-

11,458

1

Charter

Communications

Operating

LLC

/

Charter

Communications

Operating

Capital

5.250%

4/01/53

BBB-

800

2

Choice

Hotels

International

Inc

3.700%

1/15/31

BBB-

1,772

10

Church

&

Dwight

Co

Inc

2.300%

12/15/31

BBB+

8,452

33

Cigna

Group/The

4.900%

12/15/48

BBB+

31,039

5

Clorox

Co/The

4.400%

5/01/29

BBB+

4,970

10

CNH

Industrial

NV

3.850%

11/15/27

BBB

9,608

3

Conagra

Brands

Inc

4.850%

11/01/28

BBB-

2,998

11

Conagra

Brands

Inc

5.300%

11/01/38

BBB-

10,865

6

Constellation

Brands

Inc

(3)

4.750%

5/09/32

BBB-

5,980

10

Constellation

Brands

Inc

5.250%

11/15/48

BBB-

9,716

20

Corning

Inc

3.900%

11/15/49

BBB+

15,541

26

Crown

Castle

Inc

2.500%

7/15/31

BBB

21,816

4

CSX

Corp

(3)

2.400%

2/15/30

BBB+

3,517

1

CSX

Corp

4.100%

11/15/32

BBB+

969

1

CSX

Corp

3.800%

4/15/50

BBB+

812

9

CVS

Health

Corp

4.875%

7/20/35

BBB

8,821

18

CVS

Health

Corp

4.780%

3/25/38

BBB

17,188

9

Dell

International

LLC

/

EMC

Corp

6.200%

7/15/30

BBB

9,509

7

Dell

International

LLC

/

EMC

Corp

8.350%

7/15/46

BBB

8,623

2

Dell

International

LLC

/

EMC

Corp,

144A

3.450%

12/15/51

BBB

1,315

6

Deutsche

Telekom

International

Finance

BV

8.750%

6/15/30

BBB+

7,327

19

Devon

Energy

Corp

5.600%

7/15/41

BBB

18,520

5

Diamondback

Energy

Inc

3.125%

3/24/31

BBB

4,373

6

Diamondback

Energy

Inc

4.250%

3/15/52

BBB

4,736

10

Dick's

Sporting

Goods

Inc

3.150%

1/15/32

BBB-

8,291

31

Discovery

Communications

LLC

4.000%

9/15/55

BBB-

20,374

5

Dollar

General

Corp

3.875%

4/15/27

BBB

4,878

7

Dollar

General

Corp

4.125%

4/03/50

BBB

5,742

21

Dollar

Tree

Inc

3.375%

12/01/51

BBB

14,958

10

Dover

Corp

2.950%

11/04/29

BBB+

9,034

2

Dow

Chemical

Co/The

4.250%

10/01/34

BBB+

1,876

8

Dow

Chemical

Co/The

5.250%

11/15/41

BBB+

7,814

5

DuPont

de

Nemours

Inc

5.319%

11/15/38

BBB+

5,055

6

Eastman

Chemical

Co

4.800%

9/01/42

BBB

5,310

8

Eaton

Corp

4.150%

11/02/42

BBB+

7,117

14

eBay

Inc

2.600%

5/10/31

BBB+

11,929

22

Energy

Transfer

LP

5.800%

6/15/38

BBB-

21,781

22

Energy

Transfer

LP

5.000%

5/15/44

BBB-

19,024

3

Enterprise

Products

Operating

LLC

5.750%

3/01/35

BBB+

3,073

2

Enterprise

Products

Operating

LLC

4.250%

2/15/48

BBB+

1,703

1

Enterprise

Products

Operating

LLC

3.300%

2/15/53

BBB+

720

7

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Industrial

(continued)

$

10

Enterprise

Products

Operating

LLC

3.950%

1/31/60

BBB+

$

7,795

10

EQT

Corp

5.700%

4/01/28

BBB-

10,044

7

Equifax

Inc

2.600%

12/15/25

BBB

6,591

10

Equifax

Inc

5.100%

12/15/27

BBB

10,129

12

Equifax

Inc

2.350%

9/15/31

BBB

9,697

3

Equinix

Inc

2.500%

5/15/31

BBB

2,478

17

Equinix

Inc

3.900%

4/15/32

BBB

15,490

14

Expedia

Group

Inc

3.250%

2/15/30

BBB-

12,304

3

Expedia

Group

Inc

2.950%

3/15/31

BBB-

2,539

10

FactSet

Research

Systems

Inc

3.450%

3/01/32

BBB-

8,802

7

FedEx

Corp

3.100%

8/05/29

BBB

6,457

6

FedEx

Corp

3.900%

2/01/35

BBB

5,408

4

FedEx

Corp

4.050%

2/15/48

BBB

3,259

1

Fidelity

National

Information

Services

Inc

1.650%

3/01/28

BBB

865

50

Fidelity

National

Information

Services

Inc

2.250%

3/01/31

BBB

40,439

54

Fiserv

Inc

2.750%

7/01/24

BBB

52,474

7

Fiserv

Inc

2.250%

6/01/27

BBB

6,372

13

Flowserve

Corp

2.800%

1/15/32

BBB-

10,513

11

Fortune

Brands

Innovations

Inc

3.250%

9/15/29

BBB

9,859

19

Fox

Corp

3.500%

4/08/30

BBB

17,251

21

Freeport-McMoRan

Inc

4.250%

3/01/30

BBB-

19,529

7

GE

Capital

Funding

LLC

4.550%

5/15/32

BBB+

6,920

1

General

Electric

Co

4.350%

5/01/50

BBB+

876

12

General

Mills

Inc

4.550%

4/17/38

BBB

11,338

2

General

Motors

Co

6.600%

4/01/36

BBB

2,056

8

General

Motors

Financial

Co

Inc

4.300%

4/06/29

BBB

7,456

10

General

Motors

Financial

Co

Inc

3.100%

1/12/32

BBB

8,168

12

Genuine

Parts

Co

2.750%

2/01/32

BBB+

10,127

17

Gilead

Sciences

Inc

4.000%

9/01/36

BBB+

15,820

9

Gilead

Sciences

Inc

4.750%

3/01/46

BBB+

8,596

1

Global

Payments

Inc

1.500%

11/15/24

BBB-

944

6

Global

Payments

Inc

4.950%

8/15/27

BBB-

5,960

6

Global

Payments

Inc

4.450%

6/01/28

BBB-

5,763

5

Global

Payments

Inc

2.900%

5/15/30

BBB-

4,285

1

Global

Payments

Inc

2.900%

11/15/31

BBB-

829

17

GLP

Capital

LP

/

GLP

Financing

II

Inc

5.300%

1/15/29

BBB-

16,396

9

Halliburton

Co

4.500%

11/15/41

BBB+

7,790

8

Halliburton

Co

4.750%

8/01/43

BBB+

7,134

10

Hasbro

Inc

3.900%

11/19/29

BBB

9,186

18

HCA

Inc

4.125%

6/15/29

BBB-

17,066

20

HCA

Inc,

144A

4.375%

3/15/42

BBB-

16,782

10

HCA

Inc

3.500%

7/15/51

BBB-

6,980

4

Hewlett

Packard

Enterprise

Co

6.200%

10/15/35

BBB

4,324

6

HP

Inc

4.750%

1/15/28

BBB

5,961

6

HP

Inc

3.400%

6/17/30

BBB

5,317

6

HP

Inc

4.200%

4/15/32

BBB

5,377

6

HP

Inc

(3)

6.000%

9/15/41

BBB

6,085

10

Huntington

Ingalls

Industries

Inc

2.043%

8/16/28

BBB-

8,544

10

Huntsman

International

LLC

2.950%

6/15/31

BBB-

8,262

10

IDEX

Corp

2.625%

6/15/31

BBB

8,548

12

Ingredion

Inc

2.900%

6/01/30

BBB

10,572

8

International

Paper

Co

4.800%

6/15/44

BBB

7,343

7

International

Paper

Co

4.400%

8/15/47

BBB

6,069

6

J

M

Smucker

Co/The

2.125%

3/15/32

BBB

4,918

6

J

M

Smucker

Co/The

4.250%

3/15/35

BBB

5,661

6

Jabil

Inc

3.600%

1/15/30

BBB-

5,520

12

Johnson

Controls

International

plc

4.950%

7/02/64

BBB+

10,828

14

Kellogg

Co

2.100%

6/01/30

BBB

11,778

15

Keurig

Dr

Pepper

Inc

3.200%

5/01/30

BBB+

13,707

3

Keurig

Dr

Pepper

Inc

4.500%

4/15/52

BBB+

2,679

Nuveen

Enhanced

Yield

U.S.

Aggregate

Bond

ETF

(NUAG)

(continued)

Portfolio

of

Investments

April

30,

2023

(Unaudited)

8

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Industrial

(continued)

$

1

Kinder

Morgan

Energy

Partners

LP

6.375%

3/01/41

BBB

$

1,033

10

Kinder

Morgan

Inc

2.000%

2/15/31

BBB

8,133

1

Kinder

Morgan

Inc

3.600%

2/15/51

BBB

703

6

Kraft

Heinz

Foods

Co

4.250%

3/01/31

BBB

5,839

14

Kraft

Heinz

Foods

Co

5.500%

6/01/50

BBB

14,137

3

Kroger

Co/The

2.200%

5/01/30

BBB+

2,531

1

Kroger

Co/The

1.700%

1/15/31

BBB+

803

4

Kroger

Co/The

5.400%

1/15/49

BBB+

3,959

5

L3Harris

Technologies

Inc

2.900%

12/15/29

BBB

4,459

8

L3Harris

Technologies

Inc

1.800%

1/15/31

BBB

6,500

10

Laboratory

Corp

of

America

Holdings

2.700%

6/01/31

BBB

8,631

2

Lear

Corp

3.500%

5/30/30

BBB

1,781

10

Lear

Corp

2.600%

1/15/32

BBB

7,933

2

Leggett

&

Platt

Inc

3.500%

11/15/51

BBB

1,487

15

Leidos

Inc

2.300%

2/15/31

BBB-

12,172

10

Lennar

Corp

4.750%

11/29/27

BBB

9,906

10

Lowe's

Cos

Inc

4.500%

4/15/30

BBB+

9,897

9

Lowe's

Cos

Inc

4.050%

5/03/47

BBB+

7,340

1

Lowe's

Cos

Inc

4.250%

4/01/52

BBB+

825

19

LYB

International

Finance

BV

5.250%

7/15/43

BBB

17,405

13

Magellan

Midstream

Partners

LP

5.150%

10/15/43

BBB+

11,762

11

Marathon

Petroleum

Corp

6.500%

3/01/41

BBB

11,620

3

Marriott

International

Inc/MD

4.650%

12/01/28

BBB

2,970

5

Marriott

International

Inc/MD

4.500%

10/01/34

BBB

4,469

6

Martin

Marietta

Materials

Inc

2.500%

3/15/30

BBB

5,144

3

Martin

Marietta

Materials

Inc

2.400%

7/15/31

BBB

2,497

1

Martin

Marietta

Materials

Inc

3.200%

7/15/51

BBB

711

7

Marvell

Technology

Inc

4.875%

6/22/28

BBB-

6,881

14

Masco

Corp

2.000%

2/15/31

BBB

11,266

100

Mastercard

Inc

4.875%

3/09/28

AA-

103,733

13

McCormick

&

Co

Inc/MD

1.850%

2/15/31

BBB

10,590

25

McDonald's

Corp

4.700%

12/09/35

BBB+

24,987

23

MDC

Holdings

Inc

3.966%

8/06/61

BBB-

13,971

12

Micron

Technology

Inc

5.327%

2/06/29

BBB-

11,949

8

Molson

Coors

Beverage

Co

4.200%

7/15/46

BBB-

6,737

6

Mondelez

International

Inc

3.000%

3/17/32

BBB+

5,302

15

Mondelez

International

Inc

(3)

1.875%

10/15/32

BBB+

12,024

7

Moody's

Corp

3.250%

1/15/28

BBB+

6,651

25

Moody's

Corp

(3)

2.000%

8/19/31

BBB+

20,491

1

Mosaic

Co/The

5.450%

11/15/33

BBB

1,008

4

Motorola

Solutions

Inc

2.300%

11/15/30

BBB-

3,279

11

Motorola

Solutions

Inc

2.750%

5/24/31

BBB-

9,156

32

MPLX

LP

4.500%

4/15/38

BBB

28,728

5

Mylan

Inc

(3)

4.550%

4/15/28

BBB-

4,790

41

National

Fuel

Gas

Co

5.500%

1/15/26

BBB-

41,211

7

National

Fuel

Gas

Co

2.950%

3/01/31

BBB-

5,670

13

NetApp

Inc

2.700%

6/22/30

BBB+

11,231

6

Netflix

Inc

5.875%

11/15/28

BBB-

6,304

10

Newmont

Corp

5.875%

4/01/35

BBB+

10,545

6

Norfolk

Southern

Corp

3.000%

3/15/32

BBB+

5,306

1

Norfolk

Southern

Corp

4.800%

8/15/43

BBB+

897

8

Norfolk

Southern

Corp

3.700%

3/15/53

BBB+

6,241

9

Northrop

Grumman

Corp

4.400%

5/01/30

BBB+

8,987

12

Nutrien

Ltd

5.625%

12/01/40

BBB

12,045

3

NXP

BV

/

NXP

Funding

LLC

5.550%

12/01/28

BBB

3,057

6

NXP

BV

/

NXP

Funding

LLC

/

NXP

USA

Inc

2.500%

5/11/31

BBB

4,958

8

NXP

BV

/

NXP

Funding

LLC

/

NXP

USA

Inc

2.650%

2/15/32

BBB

6,577

6

NXP

BV

/

NXP

Funding

LLC

/

NXP

USA

Inc

3.250%

11/30/51

BBB

4,001

7

Omnicom

Group

Inc

4.200%

6/01/30

BBB+

6,759

19

ONEOK

Partners

LP

6.125%

2/01/41

BBB

18,939

9

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Industrial

(continued)

$

20

Oracle

Corp

2.875%

3/25/31

BBB

$

17,236

7

Oracle

Corp

3.800%

11/15/37

BBB

5,856

76

Oracle

Corp

3.650%

3/25/41

BBB

58,940

14

Orange

SA

(3)

5.375%

1/13/42

BBB+

14,454

12

O'Reilly

Automotive

Inc

4.350%

6/01/28

BBB+

11,936

4

Owens

Corning

4.300%

7/15/47

BBB

3,293

3

Packaging

Corp

of

America

3.050%

10/01/51

BBB

2,026

8

Paramount

Global

4.950%

1/15/31

BBB

7,432

24

Paramount

Global

4.900%

8/15/44

BBB

18,250

14

Parker-Hannifin

Corp

4.450%

11/21/44

BBB+

12,852

13

PerkinElmer

Inc

2.550%

3/15/31

BBB

10,823

6

Phillips

66

4.650%

11/15/34

BBB+

5,808

5

Phillips

66

5.875%

5/01/42

BBB+

5,302

6

Phillips

66

3.300%

3/15/52

BBB+

4,225

5

Phillips

66

Co

3.150%

12/15/29

N/R

4,511

100

Pioneer

Natural

Resources

Co

5.100%

3/29/26

BBB+

100,993

13

Plains

All

American

Pipeline

LP

/

PAA

Finance

Corp

3.800%

9/15/30

BBB-

11,763

3

PulteGroup

Inc

5.000%

1/15/27

BBB

3,003

30

Quanta

Services

Inc

2.350%

1/15/32

BBB-

24,165

11

Quest

Diagnostics

Inc

2.800%

6/30/31

BBB

9,635

3

Raytheon

Technologies

Corp

1.900%

9/01/31

BBB+

2,457

20

Raytheon

Technologies

Corp

4.625%

11/16/48

BBB+

19,016

1

Raytheon

Technologies

Corp

3.030%

3/15/52

BBB+

717

14

Regeneron

Pharmaceuticals

Inc

1.750%

9/15/30

BBB+

11,437

9

RELX

Capital

Inc

3.000%

5/22/30

BBB+

8,092

9

Republic

Services

Inc

3.950%

5/15/28

BBB+

8,823

5

Republic

Services

Inc

1.750%

2/15/32

BBB+

4,056

23

Rogers

Communications

Inc

5.000%

3/15/44

BBB-

20,874

1

Rogers

Communications

Inc,

144A

4.550%

3/15/52

BBB-

820

1

Roper

Technologies

Inc

2.950%

9/15/29

BBB+

903

10

Roper

Technologies

Inc

2.000%

6/30/30

BBB+

8,285

18

Royalty

Pharma

PLC

(3)

2.150%

9/02/31

BBB-

14,362

14

RPM

International

Inc

4.250%

1/15/48

BBB-

10,860

10

Sabine

Pass

Liquefaction

LLC

4.200%

3/15/28

BBB

9,686

23

Sands

China

Ltd

5.900%

8/08/28

BBB-

22,362

6

Sherwin-Williams

Co/The

2.200%

3/15/32

BBB

4,918

10

Sherwin-Williams

Co/The

4.000%

12/15/42

BBB

8,247

11

Sonoco

Products

Co

2.850%

2/01/32

BBB

9,338

17

Southern

Copper

Corp

5.250%

11/08/42

BBB+

16,601

8

Southwest

Airlines

Co

3.450%

11/16/27

BBB+

7,507

30

Spectra

Energy

Partners

LP

4.500%

3/15/45

BBB+

25,534

9

Starbucks

Corp

3.550%

8/15/29

BBB+

8,629

2

Starbucks

Corp

3.000%

2/14/32

BBB+

1,785

10

Starbucks

Corp

4.450%

8/15/49

BBB+

9,042

11

Starbucks

Corp

3.350%

3/12/50

BBB+

8,218

6

Steel

Dynamics

Inc

3.450%

4/15/30

BBB-

5,465

16

Stryker

Corp

4.100%

4/01/43

BBB+

14,016

14

Suncor

Energy

Inc

4.000%

11/15/47

BBB+

11,257

20

Suzano

Austria

GmbH

3.125%

1/15/32

BBB-

15,901

3

Sysco

Corp

5.950%

4/01/30

BBB

3,209

15

Sysco

Corp

3.150%

12/14/51

BBB

10,478

12

Tapestry

Inc

3.050%

3/15/32

BBB-

9,938

10

Teck

Resources

Ltd

6.000%

8/15/40

BBB-

10,179

5

Teledyne

FLIR

LLC

2.500%

8/01/30

BBB

4,211

9

TELUS

Corp

4.300%

6/15/49

BBB

7,531

5

Textron

Inc

3.000%

6/01/30

BBB

4,472

18

Time

Warner

Cable

LLC

5.500%

9/01/41

BBB-

15,371

11

T-Mobile

USA

Inc

2.250%

11/15/31

BBB

9,010

100

T-Mobile

USA

Inc

3.400%

10/15/52

BBB

72,354

4

Trane

Technologies

Global

Holding

Co

Ltd

5.750%

6/15/43

BBB+

4,178

Nuveen

Enhanced

Yield

U.S.

Aggregate

Bond

ETF

(NUAG)

(continued)

Portfolio

of

Investments

April

30,

2023

(Unaudited)

10

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Industrial

(continued)

$

6

TransCanada

PipeLines

Ltd

4.100%

4/15/30

BBB+

$

5,722

9

TransCanada

PipeLines

Ltd

5.100%

3/15/49

BBB+

8,471

5

Transcontinental

Gas

Pipe

Line

Co

LLC

3.250%

5/15/30

BBB+

4,561

6

Transcontinental

Gas

Pipe

Line

Co

LLC

3.950%

5/15/50

BBB+

4,808

4

Triton

Container

International

Ltd

/

TAL

International

Container

Corp

3.250%

3/15/32

BBB-

3,150

11

Tyson

Foods

Inc

5.100%

9/28/48

BBB

10,427

17

United

Airlines

2014-1

Class

A

Pass

Through

Trust2020

A

4.000%

4/11/26

BBB+

16,000

14

Vale

Overseas

Ltd

3.750%

7/08/30

BBB-

12,488

23

Valero

Energy

Corp

3.650%

12/01/51

BBB

16,393

6

Verizon

Communications

Inc

2.550%

3/21/31

BBB+

5,108

106

Verizon

Communications

Inc

2.355%

3/15/32

BBB+

87,019

2

Verizon

Communications

Inc

3.400%

3/22/41

BBB+

1,574

7

Verizon

Communications

Inc

2.850%

9/03/41

BBB+

5,072

6

Verizon

Communications

Inc

4.000%

3/22/50

BBB+

4,950

6

Verizon

Communications

Inc

3.875%

3/01/52

BBB+

4,815

12

VF

Corp

(3)

2.950%

4/23/30

BBB+

10,170

16

Viatris

Inc

3.850%

6/22/40

BBB-

11,049

12

VICI

Properties

LP

5.125%

5/15/32

BBB-

11,452

8

VMware

Inc

4.700%

5/15/30

BBB-

7,709

16

Vodafone

Group

PLC

4.375%

2/19/43

BBB

13,545

17

Vodafone

Group

PLC

4.875%

6/19/49

BBB

15,253

12

Vontier

Corp

2.950%

4/01/31

BBB-

9,451

13

Vulcan

Materials

Co

3.500%

6/01/30

BBB

11,931

14

Walgreens

Boots

Alliance

Inc

4.650%

6/01/46

BBB-

11,710

10

Warnermedia

Holdings

Inc,

144A

4.279%

3/15/32

BBB-

8,882

12

Warnermedia

Holdings

Inc,

144A

5.050%

3/15/42

BBB-

9,925

22

Waste

Connections

Inc

2.200%

1/15/32

BBB+

18,136

6

Waste

Management

Inc

4.150%

4/15/32

BBB+

5,890

11

Waste

Management

Inc

3.900%

3/01/35

BBB+

10,033

11

Western

Union

Co/The

1.350%

3/15/26

BBB

9,906

4

Westinghouse

Air

Brake

Technologies

Corp

4.950%

9/15/28

BBB-

3,971

13

Westlake

Corp

3.125%

8/15/51

BBB

8,319

6

Weyerhaeuser

Co

4.000%

4/15/30

BBB

5,671

13

Weyerhaeuser

Co

3.375%

3/09/33

BBB

11,527

3

Whirlpool

Corp

(3)

4.700%

5/14/32

BBB

2,905

10

Whirlpool

Corp

5.150%

3/01/43

BBB

8,988

23

Williams

Cos

Inc/The

2.600%

3/15/31

BBB

19,540

8

Workday

Inc

3.700%

4/01/29

BBB

7,541

11

WRKCo

Inc

4.900%

3/15/29

BBB

10,885

13

Xylem

Inc/NY

2.250%

1/30/31

BBB

11,026

6

Yamana

Gold

Inc

2.630%

8/15/31

BBB-

4,834

2

Zimmer

Biomet

Holdings

Inc

4.250%

8/15/35

BBB

1,756

6

Zimmer

Biomet

Holdings

Inc

5.750%

11/30/39

BBB

6,129

11

Zoetis

Inc

4.700%

2/01/43

BBB+

10,333

Total

Industrial

3,538,092

Utility

-

14.7%

5

AEP

Texas

Inc

3.800%

10/01/47

BBB+

3,848

7

Ameren

Corp

2.500%

9/15/24

BBB+

6,737

9

Ameren

Corp

1.950%

3/15/27

BBB+

8,137

8

Ameren

Corp

1.750%

3/15/28

BBB+

6,988

4

Ameren

Corp

3.500%

1/15/31

BBB+

3,644

100

American

Electric

Power

Co

Inc

5.750%

11/01/27

BBB

104,245

4

American

Electric

Power

Co

Inc

4.300%

12/01/28

BBB

3,938

99

American

Electric

Power

Co

Inc

2.300%

3/01/30

BBB

84,038

4

American

Electric

Power

Co

Inc

3.875%

2/15/62

BBB-

3,201

30

Avangrid

Inc

3.200%

4/15/25

BBB

28,802

46

Avangrid

Inc

3.800%

6/01/29

BBB

43,357

10

Black

Hills

Corp

1.037%

8/23/24

BBB+

9,437

11

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Utility

(continued)

$

4

Black

Hills

Corp

3.150%

1/15/27

BBB+

$

3,770

1

Black

Hills

Corp

3.050%

10/15/29

BBB+

885

7

Black

Hills

Corp

2.500%

6/15/30

BBB+

5,893

10

Black

Hills

Corp

4.200%

9/15/46

BBB+

8,014

11

Black

Hills

Corp

3.875%

10/15/49

BBB+

8,389

6

Cleco

Corporate

Holdings

LLC

3.375%

9/15/29

BBB-

5,265

18

Cleco

Corporate

Holdings

LLC

4.973%

5/01/46

BBB-

15,830

1

CMS

Energy

Corp

4.875%

3/01/44

BBB

929

11

CMS

Energy

Corp

3.750%

12/01/50

BBB-

8,275

111

Constellation

Energy

Generation

LLC

5.600%

6/15/42

BBB

109,752

20

Dayton

Power

&

Light

Co/The

3.950%

6/15/49

BBB+

15,624

13

Delmarva

Power

&

Light

Co

4.000%

6/01/42

A

10,739

7

Dominion

Energy

Inc

3.071%

8/15/24

BBB

6,806

6

Dominion

Energy

Inc

3.600%

3/15/27

BBB

5,767

102

Dominion

Energy

Inc

4.250%

6/01/28

BBB

99,791

1

Dominion

Energy

Inc

2.250%

8/15/31

BBB

831

1

Dominion

Energy

Inc

4.350%

8/15/32

BBB

963

100

Dominion

Energy

Inc

5.375%

11/15/32

BBB

102,612

8

Dominion

Energy

Inc

5.250%

8/01/33

BBB

8,095

7

Dominion

Energy

Inc

4.900%

8/01/41

BBB

6,434

13

Dominion

Energy

Inc

4.850%

8/15/52

BBB

11,858

100

DTE

Electric

Co

5.200%

4/01/33

A+

104,405

3

DTE

Energy

Co

2.529%

10/01/24

BBB

2,888

1

Duke

Energy

Corp

3.150%

8/15/27

BBB

946

1

Duke

Energy

Corp

4.300%

3/15/28

BBB

986

447

Duke

Energy

Corp

3.950%

8/15/47

BBB

355,639

1

Duke

Energy

Corp

5.000%

8/15/52

BBB

938

100

Duke

Energy

Progress

LLC

5.250%

3/15/33

A+

104,670

4

Edison

International

4.950%

4/15/25

BBB

3,988

127

El

Paso

Electric

Co

5.000%

12/01/44

BBB+

115,490

8

Emera

US

Finance

LP

3.550%

6/15/26

BBB-

7,657

1

Emera

US

Finance

LP

2.639%

6/15/31

BBB-

813

12

Emera

US

Finance

LP

4.750%

6/15/46

BBB-

9,972

80

Enel

Americas

SA

4.000%

10/25/26

BBB

78,038

43

Enel

Chile

SA

4.875%

6/12/28

BBB

42,317

50

Enel

Generacion

Chile

SA

4.250%

4/15/24

BBB+

49,304

1

Entergy

Corp

0.900%

9/15/25

BBB

911

1

Entergy

Corp

1.900%

6/15/28

BBB

877

15

Entergy

Corp

2.800%

6/15/30

BBB

13,184

10

Entergy

Corp

2.400%

6/15/31

BBB

8,369

1

Entergy

Corp

3.750%

6/15/50

BBB

766

6

Essential

Utilities

Inc

2.704%

4/15/30

BBB+

5,220

19

Essential

Utilities

Inc

2.400%

5/01/31

BBB+

15,902

21

Essential

Utilities

Inc

3.351%

4/15/50

BBB+

15,043

70

Evergy

Inc

2.900%

9/15/29

BBB+

62,994

4

Eversource

Energy

0.800%

8/15/25

BBB+

3,651

1

Eversource

Energy

3.300%

1/15/28

BBB+

946

1

Eversource

Energy

4.250%

4/01/29

BBB+

984

1

Eversource

Energy

1.650%

8/15/30

BBB+

814

1

Eversource

Energy

3.375%

3/01/32

BBB+

900

6

Eversource

Energy

3.450%

1/15/50

BBB+

4,572

6

Exelon

Corp

2.750%

3/15/27

BBB

5,628

4

Exelon

Corp

4.050%

4/15/30

BBB

3,840

2

Exelon

Corp

(3)

3.350%

3/15/32

BBB

1,798

3

Exelon

Corp

4.950%

6/15/35

BBB

3,000

21

Exelon

Corp

5.100%

6/15/45

BBB

19,879

7

Exelon

Corp

4.450%

4/15/46

BBB

6,103

1

Exelon

Corp

4.700%

4/15/50

BBB

911

130

Fortis

Inc/Canada

3.055%

10/04/26

BBB

122,712

5

Georgia

Power

Co

2.650%

9/15/29

BBB+

4,435

Nuveen

Enhanced

Yield

U.S.

Aggregate

Bond

ETF

(NUAG)

(continued)

Portfolio

of

Investments

April

30,

2023

(Unaudited)

12

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Utility

(continued)

$

200

Georgia

Power

Co

4.700%

5/15/32

BBB+

$

199,524

1

Georgia

Power

Co

3.700%

1/30/50

BBB+

783

68

Iberdrola

International

BV

6.750%

7/15/36

BBB+

78,833

10

Interstate

Power

and

Light

Co

4.100%

9/26/28

BBB+

9,827

100

Interstate

Power

and

Light

Co

3.600%

4/01/29

BBB+

94,184

1

Interstate

Power

and

Light

Co

2.300%

6/01/30

BBB+

845

5

IPALCO

Enterprises

Inc

3.700%

9/01/24

BBB-

4,861

7

IPALCO

Enterprises

Inc

4.250%

5/01/30

BBB-

6,477

1

ITC

Holdings

Corp

5.300%

7/01/43

BBB+

964

12

National

Grid

USA

5.803%

4/01/35

BBB

12,449

100

National

Rural

Utilities

Cooperative

Finance

Corp

4.800%

3/15/28

A

101,247

10

NextEra

Energy

Capital

Holdings

Inc

4.200%

6/20/24

BBB+

9,916

18

NextEra

Energy

Capital

Holdings

Inc

4.450%

6/20/25

BBB+

17,905

8

NextEra

Energy

Capital

Holdings

Inc

1.875%

1/15/27

BBB+

7,266

108

NextEra

Energy

Capital

Holdings

Inc

4.625%

7/15/27

BBB+

108,097

307

NextEra

Energy

Capital

Holdings

Inc

1.900%

6/15/28

BBB+

270,628

4

NextEra

Energy

Capital

Holdings

Inc

3.500%

4/01/29

BBB+

3,757

8

NextEra

Energy

Capital

Holdings

Inc

2.750%

11/01/29

BBB+

7,149

5

NextEra

Energy

Capital

Holdings

Inc

2.250%

6/01/30

BBB+

4,244

4

NextEra

Energy

Capital

Holdings

Inc

2.440%

1/15/32

BBB+

3,321

19

NextEra

Energy

Capital

Holdings

Inc

5.000%

7/15/32

BBB+

19,175

4

NextEra

Energy

Capital

Holdings

Inc

5.650%

5/01/79

BBB

3,612

3

NextEra

Energy

Capital

Holdings

Inc

3.800%

3/15/82

BBB

2,489

9

NiSource

Inc

3.490%

5/15/27

BBB

8,619

15

NiSource

Inc

3.600%

5/01/30

BBB

13,939

18

NiSource

Inc

(3)

1.700%

2/15/31

BBB

14,466

8

NiSource

Inc

5.950%

6/15/41

BBB

8,406

6

NiSource

Inc

5.650%

2/01/45

BBB

6,248

7

NiSource

Inc

3.950%

3/30/48

BBB

5,756

19

NiSource

Inc

5.000%

6/15/52

BBB

18,013

100

NSTAR

Electric

Co

4.950%

9/15/52

A+

99,548

4

Oglethorpe

Power

Corp

5.950%

11/01/39

BBB+

4,053

9

Oglethorpe

Power

Corp

4.200%

12/01/42

BBB+

7,044

14

Oglethorpe

Power

Corp

4.250%

4/01/46

BBB+

10,707

3

Oglethorpe

Power

Corp

5.050%

10/01/48

BBB+

2,752

7

Oglethorpe

Power

Corp

5.250%

9/01/50

BBB+

6,730

8

Pacific

Gas

and

Electric

Co

3.300%

12/01/27

BBB-

7,271

9

Pacific

Gas

and

Electric

Co

3.000%

6/15/28

BBB-

8,003

109

Pacific

Gas

and

Electric

Co

3.750%

7/01/28

BBB-

100,718

9

Pacific

Gas

and

Electric

Co

4.200%

3/01/29

BBB-

8,334

109

Pacific

Gas

and

Electric

Co

4.550%

7/01/30

BBB-

101,296

17

Pacific

Gas

and

Electric

Co

3.250%

6/01/31

BBB-

14,379

100

Pacific

Gas

and

Electric

Co

5.900%

6/15/32

BBB-

100,444

109

Pacific

Gas

and

Electric

Co

4.200%

6/01/41

BBB-

83,995

6

Pacific

Gas

and

Electric

Co

(3)

4.450%

4/15/42

BBB-

4,697

8

Pacific

Gas

and

Electric

Co

(3)

3.750%

8/15/42

BBB-

5,688

7

Pacific

Gas

and

Electric

Co

4.300%

3/15/45

BBB-

5,236

7

Pacific

Gas

and

Electric

Co

4.000%

12/01/46

BBB-

4,968

7

Pacific

Gas

and

Electric

Co

3.950%

12/01/47

BBB-

4,954

106

Pacific

Gas

and

Electric

Co

4.950%

7/01/50

BBB-

86,247

104

Pacific

Gas

and

Electric

Co

5.250%

3/01/52

BBB-

87,356

48

Pennsylvania

Electric

Co

6.150%

10/01/38

BBB+

49,557

31

Piedmont

Natural

Gas

Co

Inc

3.500%

6/01/29

BBB+

28,990

35

Piedmont

Natural

Gas

Co

Inc

3.640%

11/01/46

BBB+

26,045

1

Piedmont

Natural

Gas

Co

Inc

3.350%

6/01/50

BBB+

712

60

Pinnacle

West

Capital

Corp

1.300%

6/15/25

BBB+

55,552

10

PPL

Capital

Funding

Inc

3.100%

5/15/26

BBB+

9,568

1

PPL

Capital

Funding

Inc

4.125%

4/15/30

BBB+

943

100

PPL

Electric

Utilities

Corp

5.000%

5/15/33

A+

103,056

2

Public

Service

Enterprise

Group

Inc

2.875%

6/15/24

BBB

1,947

13

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Utility

(continued)

$

16

Public

Service

Enterprise

Group

Inc

1.600%

8/15/30

BBB

$

12,980

66

Puget

Energy

Inc

2.379%

6/15/28

BBB-

58,698

26

Puget

Energy

Inc

4.100%

6/15/30

BBB-

24,363

1

Sempra

Energy

3.300%

4/01/25

BBB

971

4

Sempra

Energy

3.250%

6/15/27

BBB

3,770

2

Sempra

Energy

3.400%

2/01/28

BBB

1,886

4

Sempra

Energy

3.700%

4/01/29

BBB

3,774

18

Sempra

Energy

3.800%

2/01/38

BBB

15,803

19

Sempra

Energy

4.000%

2/01/48

BBB

15,476

4

Sempra

Energy

4.125%

4/01/52

BBB-

3,239

100

Southern

California

Edison

Co

5.700%

3/01/53

A-

104,675

1

Southern

Co

Gas

Capital

Corp

4.400%

5/30/47

BBB+

851

1

Southern

Co/The

5.113%

8/01/27

BBB-

1,008

110

Southern

Co/The

4.000%

1/15/51

BBB-

103,356

1

Southern

Power

Co

4.950%

12/15/46

BBB+

899

9

Southwest

Gas

Corp

2.200%

6/15/30

BBB+

7,455

90

Southwest

Gas

Corp

4.050%

3/15/32

BBB+

83,366

35

Southwest

Gas

Corp

4.150%

6/01/49

BBB+

28,182

8

Southwestern

Electric

Power

Co

1.650%

3/15/26

BBB+

7,330

4

Southwestern

Electric

Power

Co

4.100%

9/15/28

BBB+

3,894

1

Southwestern

Electric

Power

Co

3.900%

4/01/45

BBB+

797

109

Southwestern

Electric

Power

Co

3.250%

11/01/51

BBB+

75,804

21

Southwestern

Public

Service

Co

6.000%

10/01/36

BBB+

22,227

28

Spire

Inc

4.700%

8/15/44

BBB+

23,462

25

Union

Electric

Co

5.450%

3/15/53

A

26,312

11

Xcel

Energy

Inc

1.750%

3/15/27

BBB+

9,912

1

Xcel

Energy

Inc

4.000%

6/15/28

BBB+

976

18

Xcel

Energy

Inc

2.350%

11/15/31

BBB+

14,849

7

Xcel

Energy

Inc

4.800%

9/15/41

BBB+

6,477

Total

Utility

4,660,966

Total

Corporate

Debt

(cost

$15,150,552)

13,377,392

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

X

8,056,324

U.S.

TREASURY

-

25.5%

X

8,056,324

$

4

United

States

Treasury

Note/Bond

0.125%

8/31/23

AA+

$

3,542

100

United

States

Treasury

Note/Bond

0.250%

9/30/23

AAA

98,117

1

United

States

Treasury

Note/Bond

0.875%

1/31/24

AAA

776

800

United

States

Treasury

Note/Bond

4.250%

12/31/24

AAA

799,625

350

United

States

Treasury

Note/Bond

4.125%

1/31/25

AAA

349,453

183

United

States

Treasury

Note/Bond

1.125%

2/28/25

AAA

173,335

600

United

States

Treasury

Note/Bond

3.875%

3/31/25

AAA

597,562

808

United

States

Treasury

Note/Bond

0.250%

9/30/25

AAA

741,845

425

United

States

Treasury

Note/Bond

0.375%

1/31/26

AAA

387,397

425

United

States

Treasury

Note/Bond

0.750%

3/31/26

AAA

390,635

704

United

States

Treasury

Note/Bond

0.750%

4/30/26

AAA

644,564

3

United

States

Treasury

Note/Bond

0.875%

6/30/26

AAA

2,567

3

United

States

Treasury

Note/Bond

1.250%

12/31/26

AAA

3,307

1

United

States

Treasury

Note/Bond

2.500%

3/31/27

AAA

960

3

United

States

Treasury

Note/Bond

3.250%

6/30/27

AAA

2,763

0

(5)

United

States

Treasury

Note/Bond

2.750%

7/31/27

AAA

387

450

United

States

Treasury

Note/Bond

3.125%

11/15/28

AAA

440,754

483

United

States

Treasury

Note/Bond

2.375%

5/15/29

AAA

453,152

257

United

States

Treasury

Note/Bond

1.625%

8/15/29

AAA

230,517

35

United

States

Treasury

Note/Bond

0.625%

5/15/30

AAA

28,871

20

United

States

Treasury

Note/Bond

0.875%

11/15/30

AAA

16,694

103

United

States

Treasury

Note/Bond

1.625%

5/15/31

AAA

90,637

4

United

States

Treasury

Note/Bond

1.875%

2/15/32

AAA

3,535

2

United

States

Treasury

Note/Bond

2.875%

5/15/32

AAA

1,914

150

United

States

Treasury

Note/Bond

2.750%

8/15/32

AAA

141,961

Nuveen

Enhanced

Yield

U.S.

Aggregate

Bond

ETF

(NUAG)

(continued)

Portfolio

of

Investments

April

30,

2023

(Unaudited)

14

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

$

100

United

States

Treasury

Note/Bond

3.500%

2/15/33

AAA

$

100,594

1,100

United

States

Treasury

Note/Bond

3.375%

8/15/42

AAA

1,035,892

500

United

States

Treasury

Note/Bond

3.875%

2/15/43

AAA

505,312

550

United

States

Treasury

Note/Bond

3.000%

8/15/52

AAA

483,141

300

United

States

Treasury

Note/Bond

3.625%

2/15/53

AAA

297,469

30

United

States

Treasury

Note/Bond

-

When

Issued

2.750%

4/30/27

AAA

29,046

Total

U.S.

Treasury

(cost

$8,472,326)

8,056,324

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

X

5,914,555

SECURITIZED

-

18.7%

X

5,914,555

$

250

American

Express

Credit

Account

Master

Trust

2022

2

3.390%

5/17/27

AAA

$

244,530

100

Avis

Budget

Rental

Car

Funding

AESOP

LLC

2020

1A,

144A

2.330%

8/20/26

AAA

93,933

100

BBCMS

Mortgage

Trust

2022-C17

2022

C17

4.174%

9/15/55

AAA

95,056

150

Benchmark

2021-B27

Mortgage

Trust

2021

B27

2.703%

7/15/54

A-

102,768

150

Capital

One

Multi-Asset

Execution

Trust

2022

A2

3.490%

5/15/27

AAA

146,981

150

Carmax

Auto

Owner

Trust

2022-3

2022

3

3.810%

9/15/25

AAA

148,958

250

COMM

2015-LC19

Mortgage

Trust

2015

LC19

3.527%

2/10/48

AA+

237,768

200

COMM

2018-COR3

Mortgage

Trust

2018

COR3

4.228%

5/10/51

AAA

192,160

100

Discover

Card

Execution

Note

Trust

2022

A3

3.560%

7/15/27

AAA

97,990

26

Fannie

Mae

Pool

FN

MA1489

3.000%

7/01/43

N/R

24,395

179

Fannie

Mae

Pool

FN

AS6302

3.500%

12/01/45

N/R

169,094

66

Fannie

Mae

Pool

FN

MA3211

4.000%

12/01/47

N/R

64,054

118

Fannie

Mae

Pool

FN

MA3239

4.000%

1/01/48

N/R

115,118

172

Fannie

Mae

Pool

FN

MA3276

3.500%

2/01/48

N/R

162,310

40

Fannie

Mae

Pool

FN

MA3277

4.000%

2/01/48

N/R

38,923

89

Fannie

Mae

Pool

FN

MA3305

3.500%

3/01/48

N/R

83,445

27

Fannie

Mae

Pool

FN

MA3306

4.000%

3/01/48

N/R

26,238

54

Fannie

Mae

Pool

FN

MA3383

3.500%

6/01/48

N/R

50,462

359

Fannie

Mae

Pool

FN

MA3416

4.500%

7/01/48

N/R

356,712

48

Fannie

Mae

Pool

FN

MA3467

4.000%

9/01/48

N/R

46,689

52

Fannie

Mae

Pool

FN

MA3663

3.500%

5/01/49

N/R

48,635

78

Fannie

Mae

Pool

FN

MA3744

3.000%

8/01/49

N/R

70,686

90

Fannie

Mae

Pool

FN

MA3774

3.000%

9/01/49

N/R

81,268

253

Fannie

Mae

Pool

FN

MA4305

2.000%

4/01/51

N/R

210,841

95

Fannie

Mae

Pool

FN

MA4737

5.000%

8/01/52

N/R

94,114

469

Fannie

Mae

Pool

FN

MA4738

5.500%

8/01/52

N/R

473,492

190

Fannie

Mae

Pool

FN

MA4761

5.000%

9/01/52

N/R

189,246

73

Freddie

Mac

Gold

Pool

FG

G08800

3.500%

2/01/48

N/R

68,457

196

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

2021

K127

1.353%

11/25/30

AAA

174,007

75

GM

Financial

Automobile

Leasing

Trust

2022-3

2022

3

4.010%

10/21/24

AAA

74,413

100

GM

Financial

Consumer

Automobile

Receivables

Trust

2022-2

2022

2

3.100%

2/16/27

AAA

97,219

230

GS

Mortgage

Securities

Trust

2013-GC16

2013

GC16

5.161%

11/10/46

Aa1

225,919

221

GS

Mortgage

Securities

Trust

2016-GS4

2016

GS4

3.178%

11/10/49

AAA

207,534

100

Hertz

Vehicle

Financing

III

LLC

2022

1A,

144A

1.990%

6/25/26

AAA

93,702

143

Honda

Auto

Receivables

2022-2

Owner

Trust

2022

2

3.810%

3/18/25

AAA

141,755

135

Hyundai

Auto

Receivables

Trust

2022-B

2022

B

3.720%

11/16/26

AAA

132,666

100

John

Deere

Owner

Trust

2022

2022

A

2.490%

1/16/29

AAA

95,436

20

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

2015-

C20

2015

C20

3.249%

2/15/48

Aaa

19,218

250

Morgan

Stanley

Capital

I

Trust

2021-L5

2021

L5

1.518%

5/15/54

AAA

220,375

49

Santander

Drive

Auto

Receivables

Trust

2022-5

2022

5

3.980%

1/15/25

AAA

49,129

30

Santander

Drive

Auto

Receivables

Trust

2022-5

2022

5

4.110%

8/17/26

AAA

29,647

182

Toyota

Auto

Receivables

2022-C

Owner

Trust

2022

C

3.830%

8/15/25

AAA

180,743

100

Verizon

Master

Trust

2022

7

5.230%

11/22/27

AAA

100,304

250

Wells

Fargo

Commercial

Mortgage

Trust

2014-LC16

2014

LC16

4.020%

8/15/50

Aa2

241,109

100

Westlake

Automobile

Receivables

Trust

2022-1

2022

1A,

144A

2.750%

3/15/27

AA

97,056

Total

Securitized

(cost

$6,308,922)

5,914,555

15

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

X

3,772,246

GOVERNMENT

RELATED

-

12.0%

X

3,772,246

Government

Agency

-

1.2%

$

30

Export-Import

Bank

of

Korea

(3)

2.500%

6/29/41

AA

$

22,524

100

Federal

Home

Loan

Banks

5.000%

2/28/25

AA+

101,281

18

Federal

Home

Loan

Mortgage

Corp

(3)

6.250%

7/15/32

AAA

21,431

4

Federal

Home

Loan

Mortgage

Corp

1.310%

8/17/33

AAA

3,014

1

Federal

National

Mortgage

Association

1.875%

9/24/26

AAA

941

6

Federal

National

Mortgage

Association

6.625%

11/15/30

AAA

7,165

6

Federal

National

Mortgage

Association

5.625%

7/15/37

AAA

7,080

62

Kreditanstalt

fuer

Wiederaufbau

1.000%

10/01/26

AAA

56,589

9

Tennessee

Valley

Authority

5.250%

9/15/39

AAA

9,699

169

Tennessee

Valley

Authority

3.500%

12/15/42

AAA

144,334

5

Tennessee

Valley

Authority

4.250%

9/15/52

AAA

4,703

Total

Government

Agency

378,761

Municipal

Bonds

-

4.7%

(6)

18

Bay

Area

Toll

Authority,

California,

Revenue

Bonds,

San

Francisco

Bay

Area

Toll

Bridge,

Series

2021

(Optional

Call:

4/31

at

100.00)

3.126%

4/01/55

AA

13,337

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-

31,487

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

53,674

42

California

State

University

(No

Opt.

Call)

2.719%

11/01/52

AA-

29,425

10

California

State

University,

Systemwide

Revenue

Bonds,

Taxable

Series

2021B

(Optional

Call:

11/31

at

100.00)

2.939%

11/01/52

AA-

7,321

70

California

State,

General

Obligation

Bonds,

Taxable

Various

Purpose

Series

2018

(Optional

Call:

4/28

at

100.00)

4.600%

4/01/38

AA

69,694

50

California

State,

General

Obligation

Bonds,

Various

Purpose

Build

America

Taxable

Bond

Series

2010

(No

Opt.

Call)

7.625%

3/01/40

AA

65,315

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+

11,051

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-

34,584

47

Chicago,

Illinois,

O'Hare

International

Airport

Revenue

Bond,

Series

2018

(No

Opt.

Call)

4.572%

1/01/54

A+

43,848

40

Commonwealth

Financing

Authority,

Pennsylvania,

Revenue

Bonds,

Taxable

Series

2021A

(No

Opt.

Call)

2.991%

6/01/42

A+

30,923

6

Commonwealth

Financing

Authority,

Pennsylvania,

State

Appropriation

Lease

Bonds,

Plancon

Program,

Taxable

Series

2018A

(No

Opt.

Call)

3.864%

6/01/38

A+

5,478

10

Cook

County,

Illinois,

General

Obligation

Bonds,

Build

America

Taxable

Bonds,

Series

2010D

(No

Opt.

Call)

6.229%

11/15/34

A+

11,169

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+

28,158

20

Dallas

Fort

Worth

International

Airport,

Texas,

Joint

Revenue

Bonds,

Taxable

Improvement

Series

2022A

(No

Opt.

Call)

4.087%

11/01/51

A+

18,333

20

Dallas

Fort

Worth

International

Airport,

Texas,

Joint

Revenue

Bonds,

Taxable

Improvement

Series

2022A

(Optional

Call:

11/32

at

100.00)

4.507%

11/01/51

A+

19,303

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+

30,203

Nuveen

Enhanced

Yield

U.S.

Aggregate

Bond

ETF

(NUAG)

(continued)

Portfolio

of

Investments

April

30,

2023

(Unaudited)

16

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Municipal

Bonds

(continued)

$

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+

$

805

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+

30,300

126

Illinois

State,

General

Obligation

Bonds,

Pension

Funding

Series

2003

(No

Opt.

Call)

5.100%

6/01/33

A-

126,658

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-

28,583

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+

37,857

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

61,058

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-

39,355

49

Massachusetts

State,

General

Obligation

Bonds,

Taxable

Refunding

Series

2019D2021

2021

(No

Opt.

Call)

2.663%

9/01/39

AA+

40,650

11

Michigan

Finance

Authority,

Hospital

Revenue

Bonds,

Trinity

Health

Credit

Group,

Taxable

Refunding

Series

2019-

T

(No

Opt.

Call)

3.384%

12/01/40

AA-

9,218

21

Missouri

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Washington

University,

Series

2016B

(No

Opt.

Call)

3.086%

9/15/51

AA+

15,220

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-

40,045

45

New

Jersey

Turnpike

Authority,

Revenue

Bonds,

Build

America

Taxable

Bonds,

Series

2010A

(No

Opt.

Call)

7.102%

1/01/41

A+

56,375

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+

1,095

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

16,117

32

New

York

State

Thruway

Authority,

General

Revenue

Bonds,

Taxable

Series

2019M

(No

Opt.

Call)

2.900%

1/01/35

A

27,232

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

AA-

39,131

10

Ohio

State

University,

General

Receipts

Bonds,

Build

America

Taxable

Bond

Series

2010C

(No

Opt.

Call)

4.910%

6/01/40

AA+

10,230

8

Ohio

State

University,

General

Receipts

Bonds,

Multiyear

Debt

Issuance

Program,

Taxable

Series

2016B

(No

Opt.

Call)

3.798%

12/01/46

AA+

6,859

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

AA-

73,010

39

Province

of

British

Columbia

Canada

(No

Opt.

Call)

1.300%

1/29/31

AA+

32,633

75

Sales

Tax

Securitization

Corporation,

Illinois,

Series

2021

(No

Opt.

Call)

3.238%

1/01/42

AA-

59,375

50

State

of

California

(Optional

Call:

4/28

at

100.00)

4.500%

4/01/33

AA

50,249

7

Texas

State,

General

Obligation

Bonds,

Transportation

Commission,

Build

America

Taxable

Bonds,

Series

2010A

(No

Opt.

Call)

4.631%

4/01/33

AAA

7,136

17

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Municipal

Bonds

(continued)

$

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

$

64,003

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

61,226

32

Tucson,

Arizona,

Certificates

of

Participation,

Taxable

Series

2021A

(No

Opt.

Call)

2.856%

7/01/47

AA-

23,555

Total

Municipal

Bonds

1,461,278

Sovereign

Debt

-

6.1%

8

Chile

Government

International

Bond

(3)

2.550%

7/27/33

A

6,695

5

Chile

Government

International

Bond

3.500%

1/31/34

A

4,519

1

Chile

Government

International

Bond

3.625%

10/30/42

A

816

102

Chile

Government

International

Bond

3.500%

1/25/50

A

78,512

13

Chile

Government

International

Bond

(3)

4.000%

1/31/52

A

10,776

13

Chile

Government

International

Bond

3.250%

9/21/71

A

8,647

200

Colombia

Government

International

Bond

8.000%

4/20/33

BBB-

199,460

9

Colombia

Government

International

Bond

4.125%

2/22/42

BBB-

5,579

13

Colombia

Government

International

Bond

5.000%

6/15/45

BBB-

8,721

19

Colombia

Government

International

Bond

5.200%

5/15/49

BBB-

12,779

13

Colombia

Government

International

Bond

4.125%

5/15/51

BBB-

7,682

13

Colombia

Government

International

Bond

3.875%

2/15/61

BBB-

7,134

31

European

Investment

Bank

0.750%

10/26/26

AAA

27,986

1

Hungary

Government

International

Bond

7.625%

3/29/41

BBB

1,136

1

Indonesia

Government

International

Bond

4.350%

1/11/48

BBB

897

1

Indonesia

Government

International

Bond

5.350%

2/11/49

BBB

1,024

13

Indonesia

Government

International

Bond

4.300%

3/31/52

BBB

11,422

15

Indonesia

Government

International

Bond

3.350%

3/12/71

BBB

10,354

30

Inter-American

Development

Bank

4.375%

1/24/44

AAA

30,895

44

International

Bank

for

Reconstruction

&

Development

1.625%

11/03/31

AAA

37,692

28

Israel

Government

International

Bond

4.500%

1/30/43

A+

26,233

11

Korea

International

Bond

3.875%

9/20/48

AA

10,062

213

Mexico

Government

International

Bond

4.875%

5/19/33

BBB

206,398

10

Mexico

Government

International

Bond

4.280%

8/14/41

BBB

8,350

107

Mexico

Government

International

Bond

5.550%

1/21/45

BBB

103,010

100

Mexico

Government

International

Bond

(3)

4.400%

2/12/52

BBB

79,770

200

Mexico

Government

International

Bond

6.338%

5/04/53

BBB

206,211

19

Mexico

Government

International

Bond

3.771%

5/24/61

BBB

13,084

178

Panama

Government

International

Bond

4.500%

5/15/47

BBB

142,528

130

Panama

Government

International

Bond

3.870%

7/23/60

BBB

86,788

1

Peruvian

Government

International

Bond

1.862%

12/01/32

BBB

773

13

Peruvian

Government

International

Bond

3.000%

1/15/34

BBB

10,867

13

Peruvian

Government

International

Bond

3.300%

3/11/41

BBB

9,995

17

Peruvian

Government

International

Bond

3.550%

3/10/51

BBB

12,815

5

Peruvian

Government

International

Bond

2.780%

12/01/60

BBB

3,056

1

Peruvian

Government

International

Bond

3.600%

1/15/72

BBB

686

16

Peruvian

Government

International

Bond

3.230%

7/28/21

BBB

9,734

10

Philippine

Government

International

Bond

5.000%

1/13/37

BBB

10,195

59

Philippine

Government

International

Bond

3.700%

3/01/41

BBB

49,977

200

Philippine

Government

International

Bond

3.200%

7/06/46

BBB

150,661

36

Republic

of

Italy

Government

International

Bond

5.375%

6/15/33

BBB-

36,243

150

Republic

of

Italy

Government

International

Bond

4.000%

10/17/49

N/R

114,143

17

Uruguay

Government

International

Bond

5.100%

6/18/50

BBB

17,388

150

Uruguay

Government

International

Bond

4.975%

4/20/55

BBB

150,514

Total

Sovereign

Debt

1,932,207

Total

Government

Related

(cost

$4,681,618)

3,772,246

Total

Long-Term

Investments

(cost

$34,613,418)

31,120,517

Nuveen

Enhanced

Yield

U.S.

Aggregate

Bond

ETF

(NUAG)

(continued)

Portfolio

of

Investments

April

30,

2023

(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

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

-

  1.3%

X

414,846

MONEY

MARKET

FUNDS

-

1.3%

X

414,846

414,846

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

(7)

4.840%(8)

$

414,846

Total

Money

Market

Funds

(cost

$414,846)

$

414,846

Total

Investments

Purchased

with

Collateral

from

Securities

Lending

(cost

$414,846)

414,846

Total

Investments

(cost

$

35,028,264

)

-

99

.8

%

31,535,363

Other

Assets

&

Liabilities,

Net

-

0.2%

65,323

Net

Assets

-

100%

$

31,600,686

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Corporate

Debt

$

–

$

13,377,392

$

–

$

13,377,392

U.S.

Treasury

–

8,056,324

–

8,056,324

Securitized

–

5,914,555

–

5,914,555

Government

Related

–

3,772,246

–

3,772,246

Investments

Purchased

with

Collateral

from

Securities

Lending

414,846

–

–

414,846

Total

$

414,846

$

31,120,517

$

–

$

31,535,363

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

$404,108.

(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.

19

(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.

20

Nuveen

Enhanced

Yield

1-5

Year

U.S.

Aggregate

Bond

ETF

(NUSA)

Portfolio

of

Investments

April

30,

2023

(Unaudited)

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

LONG-TERM

INVESTMENTS

-

98.9%  

X

13,859,563

CORPORATE

DEBT

-

50.0%

X

13,859,563

Financials

-

27.6%

$

150

AerCap

Ireland

Capital

DAC

/

AerCap

Global

Aviation

Trust

1.650%

10/29/24

BBB

$

140,257

20

Aflac

Inc

1.125%

3/15/26

A-

18,288

80

Air

Lease

Corp

0.800%

8/18/24

BBB

75,119

100

Air

Lease

Corp

1.875%

8/15/26

BBB

88,864

45

Ally

Financial

Inc

3.875%

5/21/24

BBB-

43,812

40

Ally

Financial

Inc

(3)

5.125%

9/30/24

BBB-

39,225

100

Ally

Financial

Inc

(3)

7.100%

11/15/27

BBB-

103,275

30

American

Express

Co

3.375%

5/03/24

A-

29,441

30

American

Express

Co

2.550%

3/04/27

A-

27,785

100

American

Express

Co

5.850%

11/05/27

A-

104,658

100

Aon

Corp

/

Aon

Global

Holdings

PLC

2.850%

5/28/27

BBB+

93,051

74

Ares

Capital

Corp

3.250%

7/15/25

BBB-

68,570

7

Assured

Guaranty

US

Holdings

Inc

(3)

5.000%

7/01/24

A-

6,979

100

Banco

Santander

SA

1.849%

3/25/26

A-

90,545

60

Bank

of

America

Corp

0.976%

4/22/25

A

57,138

80

Bank

of

America

Corp

3.366%

1/23/26

A

77,072

200

Bank

of

America

Corp

4.827%

7/22/26

A

198,076

210

Bank

of

America

Corp

1.734%

7/22/27

A

188,139

100

Bank

of

America

Corp

4.376%

4/27/28

A

97,075

20

Bank

of

Montreal

0.625%

7/09/24

A

18,958

100

Bank

of

Montreal

5.200%

12/12/24

A

99,990

30

Bank

of

Montreal

1.250%

9/15/26

A

26,726

100

Bank

of

New

York

Mellon

Corp/The

3.350%

4/25/25

A+

96,972

60

Bank

of

New

York

Mellon

Corp/The

0.750%

1/28/26

A+

54,155

20

Bank

of

Nova

Scotia/The

0.700%

4/15/24

A

19,084

100

Bank

of

Nova

Scotia/The

5.250%

12/06/24

A

100,090

20

Bank

of

Nova

Scotia/The

3.450%

4/11/25

A

19,405

100

Bank

of

Nova

Scotia/The

1.350%

6/24/26

A

89,912

80

Barclays

PLC

3.932%

5/07/25

BBB+

78,217

200

Barclays

PLC

2.279%

11/24/27

BBB+

178,739

50

BGC

Partners

Inc

3.750%

10/01/24

BBB-

48,234

70

Blackstone

Private

Credit

Fund

4.700%

3/24/25

BBB-

67,521

40

Blackstone

Secured

Lending

Fund

2.750%

9/16/26

BBB-

35,001

20

Canadian

Imperial

Bank

of

Commerce

3.300%

4/07/25

A

19,325

20

Canadian

Imperial

Bank

of

Commerce

3.945%

8/04/25

A

19,549

78

Capital

One

Financial

Corp

3.300%

10/30/24

BBB+

75,828

100

Capital

One

Financial

Corp

2.636%

3/03/26

BBB+

93,652

100

Capital

One

Financial

Corp

4.927%

5/10/28

BBB+

97,050

50

Charles

Schwab

Corp/The

1.150%

5/13/26

A

44,267

40

Chubb

INA

Holdings

Inc

3.150%

3/15/25

A

38,951

60

Citigroup

Inc

3.875%

3/26/25

BBB

58,383

10

Citigroup

Inc

0.981%

5/01/25

A-

9,522

20

Citigroup

Inc

1.281%

11/03/25

A-

18,774

100

Citigroup

Inc

2.014%

1/25/26

A-

94,379

100

Citigroup

Inc

3.290%

3/17/26

A-

96,486

100

Citigroup

Inc

3.070%

2/24/28

A-

93,486

100

Citigroup

Inc

4.658%

5/24/28

A-

99,107

50

Citizens

Financial

Group

Inc

2.850%

7/27/26

BBB+

44,074

60

CNA

Financial

Corp

3.950%

5/15/24

BBB+

59,068

60

Cooperatieve

Rabobank

UA

4.375%

8/04/25

BBB+

57,974

140

Credit

Suisse

Group

AG

3.750%

3/26/25

BBB

130,535

10

Deutsche

Bank

AG/London

3.700%

5/30/24

BBB

9,695

190

Deutsche

Bank

AG/New

York

NY

3.700%

5/30/24

BBB

184,267

110

Discover

Bank

2.450%

9/12/24

BBB+

104,563

21

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Financials

(continued)

$

100

Fifth

Third

Bancorp

1.707%

11/01/27

BBB+

$

86,753

60

FS

KKR

Capital

Corp

3.400%

1/15/26

BBB-

54,717

100

Goldman

Sachs

Group

Inc/The

5.700%

11/01/24

A-

100,889

70

Goldman

Sachs

Group

Inc/The

3.750%

5/22/25

A-

68,163

100

Goldman

Sachs

Group

Inc/The

1.948%

10/21/27

A-

89,549

100

Goldman

Sachs

Group

Inc/The

3.615%

3/15/28

A-

95,211

100

Goldman

Sachs

Group

Inc/The

4.482%

8/23/28

A-

98,114

90

HSBC

Holdings

PLC

0.976%

5/24/25

A

85,142

160

HSBC

Holdings

PLC

4.300%

3/08/26

A

157,093

100

JPMorgan

Chase

&

Co

3.845%

6/14/25

A+

98,177

10

JPMorgan

Chase

&

Co

0.768%

8/09/25

A+

9,402

134

JPMorgan

Chase

&

Co

2.005%

3/13/26

A+

126,366

100

JPMorgan

Chase

&

Co

1.578%

4/22/27

A+

90,605

100

JPMorgan

Chase

&

Co

2.947%

2/24/28

A+

93,036

100

JPMorgan

Chase

&

Co

4.851%

7/25/28

A+

100,272

100

KeyCorp

3.878%

5/23/25

BBB+

96,630

140

Lloyds

Banking

Group

PLC

1.627%

5/11/27

A-

125,039

30

Main

Street

Capital

Corp

3.000%

7/14/26

BBB-

26,394

16

Marsh

&

McLennan

Cos

Inc

3.875%

3/15/24

A-

15,797

15

MetLife

Inc

3.600%

4/10/24

A-

14,759

110

Mitsubishi

UFJ

Financial

Group

Inc

0.953%

7/19/25

A

103,875

60

Mizuho

Financial

Group

Inc

2.651%

5/22/26

A

56,615

27

Morgan

Stanley

3.700%

10/23/24

A

26,476

50

Morgan

Stanley

0.790%

5/30/25

A

47,335

100

Morgan

Stanley

1.164%

10/21/25

A

93,612

100

Morgan

Stanley

2.630%

2/18/26

A

95,180

100

Morgan

Stanley

4.679%

7/17/26

A

99,175

110

Morgan

Stanley

1.593%

5/04/27

A

98,934

100

Nomura

Holdings

Inc

1.653%

7/14/26

BBB+

88,617

10

Oaktree

Specialty

Lending

Corp

2.700%

1/15/27

BBB-

8,649

60

Old

Republic

International

Corp

3.875%

8/26/26

BBB+

57,820

50

Owl

Rock

Capital

Corp

3.750%

7/22/25

BBB-

46,180

40

OWL

Rock

Core

Income

Corp

4.700%

2/08/27

Baa3

36,547

50

PNC

Financial

Services

Group

Inc/The

1.150%

8/13/26

A-

44,337

100

PNC

Financial

Services

Group

Inc/The

4.758%

1/26/27

A-

98,858

100

Progressive

Corp/The

2.500%

3/15/27

A

93,319

51

Prudential

Financial

Inc

5.200%

3/15/44

BBB+

48,694

10

Royal

Bank

of

Canada

0.750%

10/07/24

A+

9,399

50

Royal

Bank

of

Canada

1.200%

4/27/26

A+

45,511

30

Royal

Bank

of

Canada

2.050%

1/21/27

A+

27,430

81

Santander

Holdings

USA

Inc

3.500%

6/07/24

BBB

78,860

10

Santander

Holdings

USA

Inc

2.490%

1/06/28

BBB

8,770

100

State

Street

Corp

5.820%

11/04/28

A+

104,479

10

Symetra

Financial

Corp

4.250%

7/15/24

BBB+

9,937

60

Synchrony

Financial

4.375%

3/19/24

BBB-

58,734

10

Synchrony

Financial

4.875%

6/13/25

BBB-

9,449

20

Toronto-Dominion

Bank/The

2.350%

3/08/24

A

19,478

100

Toronto-Dominion

Bank/The

4.285%

9/13/24

A

98,874

50

Toronto-Dominion

Bank/The

1.200%

6/03/26

A

44,618

30

Toronto-Dominion

Bank/The

1.250%

9/10/26

A+

26,726

10

Truist

Financial

Corp

4.260%

7/28/26

A-

9,682

100

US

Bancorp

3.100%

4/27/26

A

93,765

10

Vornado

Realty

LP

2.150%

6/01/26

BBB-

8,296

110

Wells

Fargo

&

Co

3.550%

9/29/25

A

106,970

100

Wells

Fargo

&

Co

3.908%

4/25/26

A

97,512

100

Wells

Fargo

&

Co

4.540%

8/15/26

A

98,504

Total

Financials

7,662,633

Nuveen

Enhanced

Yield

1-5

Year

U.S.

Aggregate

Bond

ETF

(NUSA)

(contin-

ued)

Portfolio

of

Investments

April

30,

2023

22

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Industrial

-

7.0%

$

50

AbbVie

Inc

2.950%

11/21/26

BBB+

$

47,463

10

Amcor

Finance

USA

Inc

3.625%

4/28/26

BBB

9,625

50

American

Tower

Corp

3.650%

3/15/27

BBB

47,841

100

AT&T

Inc

1.700%

3/25/26

BBB

92,334

30

BAT

International

Finance

PLC

1.668%

3/25/26

BBB

27,315

20

Canadian

Pacific

Railway

Co

1.750%

12/02/26

BBB+

18,262

50

Cigna

Group/The

1.250%

3/15/26

BBB+

45,619

30

CNH

Industrial

Capital

LLC

1.450%

7/15/26

BBB

26,906

20

Constellation

Brands

Inc

4.350%

5/09/27

BBB-

19,838

40

Crown

Castle

Inc

2.900%

3/15/27

BBB

37,313

30

CVS

Health

Corp

2.875%

6/01/26

BBB

28,621

100

Dell

International

LLC

/

EMC

Corp

5.250%

2/01/28

BBB

101,236

10

DXC

Technology

Co

1.800%

9/15/26

BBB

8,787

100

Eastern

Energy

Gas

Holdings

LLC

2.500%

11/15/24

A-

96,222

100

eBay

Inc

1.400%

5/10/26

BBB+

91,107

100

Enbridge

Inc

7.375%

1/15/83

N/R

99,000

25

Equifax

Inc

2.600%

12/15/25

BBB

23,538

20

Equinix

Inc

1.450%

5/15/26

BBB

18,068

50

Fidelity

National

Information

Services

Inc

0.600%

3/01/24

BBB

47,941

70

Fiserv

Inc

2.750%

7/01/24

BBB

68,021

10

Fortive

Corp

3.150%

6/15/26

BBB+

9,562

100

General

Motors

Financial

Co

Inc

5.400%

4/06/26

BBB

100,053

80

Global

Payments

Inc

1.500%

11/15/24

BBB-

75,516

20

HCA

Inc,

144A

3.125%

3/15/27

BBB-

18,780

20

HP

Inc

1.450%

6/17/26

BBB

18,078

20

Kinder

Morgan

Inc

1.750%

11/15/26

BBB

18,073

30

Kraft

Heinz

Foods

Co

3.000%

6/01/26

BBB

28,726

10

Laboratory

Corp

of

America

Holdings

1.550%

6/01/26

BBB

9,041

50

Lowe's

Cos

Inc

4.800%

4/01/26

BBB+

50,359

100

Mastercard

Inc

4.875%

3/09/28

AA-

103,733

20

McKesson

Corp

1.300%

8/15/26

BBB+

17,959

10

Mondelez

International

Inc

2.625%

3/17/27

BBB+

9,367

25

Moody's

Corp

3.750%

3/24/25

BBB+

24,440

100

National

Fuel

Gas

Co

5.200%

7/15/25

BBB-

99,515

10

Northrop

Grumman

Corp

3.200%

2/01/27

BBB+

9,617

30

PayPal

Holdings

Inc

2.400%

10/01/24

A-

29,035

40

Raytheon

Technologies

Corp

2.650%

11/01/26

BBB+

37,753

10

Republic

Services

Inc

2.900%

7/01/26

BBB+

9,551

30

Rogers

Communications

Inc,

144A

3.200%

3/15/27

BBB-

28,132

20

Ryder

System

Inc

2.850%

3/01/27

BBB+

18,515

20

S&P

Global

Inc

2.450%

3/01/27

A-

18,764

30

Shire

Acquisitions

Investments

Ireland

DAC

3.200%

9/23/26

BBB+

28,594

100

T-Mobile

USA

Inc

3.750%

4/15/27

BBB

96,303

30

Utah

Acquisition

Sub

Inc

3.950%

6/15/26

BBB-

28,704

40

VMware

Inc

1.400%

8/15/26

BBB-

35,718

50

Warnemedia

Holdings

Inc

3.755%

3/15/27

N/R

47,120

Total

Industrial

1,926,065

Utility

-

15.4%

50

AES

Corp/The

1.375%

1/15/26

BBB-

45,322

50

Ameren

Corp

2.500%

9/15/24

BBB+

48,118

20

Ameren

Corp

1.950%

3/15/27

BBB+

18,082

100

American

Electric

Power

Co

Inc

1.000%

11/01/25

BBB

91,129

48

American

Water

Capital

Corp

3.850%

3/01/24

A-

47,566

10

American

Water

Capital

Corp

3.000%

12/01/26

A-

9,404

100

American

Water

Capital

Corp

2.950%

9/01/27

A-

94,617

60

Atmos

Energy

Corp

3.000%

6/15/27

A

56,849

45

Avangrid

Inc

3.150%

12/01/24

BBB

43,497

40

Berkshire

Hathaway

Energy

Co

4.050%

4/15/25

A-

39,564

70

Black

Hills

Corp

1.037%

8/23/24

BBB+

66,059

23

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Utility

(continued)

$

10

CenterPoint

Energy

Inc

2.500%

9/01/24

BBB

$

9,631

100

CenterPoint

Energy

Inc

1.450%

6/01/26

BBB

90,793

50

Consolidated

Edison

Co

of

New

York

Inc

2.900%

12/01/26

A-

46,952

61

Dominion

Energy

Inc

3.071%

8/15/24

BBB

59,313

40

Dominion

Energy

Inc

3.300%

3/15/25

BBB

38,641

100

Dominion

Energy

Inc

1.450%

4/15/26

BBB

90,928

80

DTE

Energy

Co

1.050%

6/01/25

BBB

73,920

100

Duke

Energy

Corp

0.900%

9/15/25

BBB

91,804

20

Duke

Energy

Corp

3.250%

1/15/82

BBB-

15,100

100

Duke

Energy

Florida

LLC

3.200%

1/15/27

A

96,076

65

Edison

International

4.950%

4/15/25

BBB

64,803

50

Emera

US

Finance

LP

0.833%

6/15/24

BBB-

47,369

70

Entergy

Louisiana

LLC

5.590%

10/01/24

A

70,620

9

Entergy

Louisiana

LLC

5.400%

11/01/24

A

9,074

150

Entergy

Louisiana

LLC

2.400%

10/01/26

A

139,959

19

Evergy

Inc

2.450%

9/15/24

BBB+

18,283

100

Evergy

Kansas

Central

Inc

2.550%

7/01/26

A

94,446

90

Eversource

Energy

0.800%

8/15/25

BBB+

82,148

100

Eversource

Energy

1.400%

8/15/26

BBB+

90,008

100

Eversource

Energy

2.900%

3/01/27

BBB+

94,164

50

Exelon

Corp

3.950%

6/15/25

BBB

49,034

60

Exelon

Corp

3.400%

4/15/26

BBB

57,946

100

Exelon

Corp

2.750%

3/15/27

BBB

93,807

10

Fortis

Inc/Canada

3.055%

10/04/26

BBB

9,439

166

Georgia

Power

Co

2.200%

9/15/24

BBB+

159,774

30

Interstate

Power

and

Light

Co

3.250%

12/01/24

BBB+

29,169

10

National

Rural

Utilities

Cooperative

Finance

Corp

3.450%

6/15/25

A

9,755

100

NextEra

Energy

Capital

Holdings

Inc

4.255%

9/01/24

BBB+

99,043

100

NextEra

Energy

Capital

Holdings

Inc

6.051%

3/01/25

BBB+

101,663

100

NextEra

Energy

Capital

Holdings

Inc

4.625%

7/15/27

BBB+

100,090

90

NiSource

Inc

0.950%

8/15/25

BBB

82,642

100

Pacific

Gas

and

Electric

Co

3.400%

8/15/24

BBB-

97,194

140

Pacific

Gas

and

Electric

Co

3.450%

7/01/25

BBB-

133,674

70

Pinnacle

West

Capital

Corp

1.300%

6/15/25

BBB+

64,811

40

PPL

Capital

Funding

Inc

3.100%

5/15/26

BBB+

38,272

70

Public

Service

Co

of

Colorado

2.900%

5/15/25

A+

67,551

200

Public

Service

Electric

and

Gas

Co

0.950%

3/15/26

A

181,945

100

San

Diego

Gas

&

Electric

Co

2.500%

5/15/26

A

94,788

40

Sempra

Energy

3.300%

4/01/25

BBB

38,837

100

Southern

California

Edison

Co

4.200%

6/01/25

A-

98,775

100

Southern

California

Edison

Co

5.300%

3/01/28

A-

102,699

250

Southern

California

Gas

Co

2.950%

4/15/27

A

236,548

180

Southern

Co/The

3.750%

9/15/51

BBB-

153,176

100

Southwestern

Electric

Power

Co

1.650%

3/15/26

BBB+

91,625

40

Tucson

Electric

Power

Co

3.050%

3/15/25

A-

38,653

100

Virginia

Electric

and

Power

Co

3.750%

5/15/27

A-

97,898

60

Wisconsin

Electric

Power

Co

3.100%

6/01/25

A

57,818

Total

Utility

4,270,865

Total

Corporate

Debt

(cost

$14,715,030)

13,859,563

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

X

7,774,332

U.S.

TREASURY

-

28.0%

X

7,774,332

$

82

United

States

Treasury

Note/Bond

1.750%

6/30/24

AAA

$

79,329

150

United

States

Treasury

Note/Bond

3.000%

7/31/24

AAA

147,135

70

United

States

Treasury

Note/Bond

1.250%

8/31/24

AAA

67,058

881

United

States

Treasury

Note/Bond

1.375%

1/31/25

AAA

839,531

100

United

States

Treasury

Note/Bond

0.250%

5/31/25

AAA

92,527

650

United

States

Treasury

Note/Bond

0.250%

7/31/25

AAA

598,787

200

United

States

Treasury

Note/Bond

0.375%

12/31/25

AAA

183,023

Nuveen

Enhanced

Yield

1-5

Year

U.S.

Aggregate

Bond

ETF

(NUSA)

(contin-

ued)

Portfolio

of

Investments

April

30,

2023

24

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

$

700

United

States

Treasury

Note/Bond

0.750%

4/30/26

AAA

$

641,266

850

United

States

Treasury

Note/Bond

0.750%

5/31/26

AAA

776,920

50

United

States

Treasury

Note/Bond

0.875%

6/30/26

AAA

45,844

100

United

States

Treasury

Note/Bond

1.125%

10/31/26

AA+

91,719

100

United

States

Treasury

Note/Bond

1.250%

12/31/26

AAA

91,867

900

United

States

Treasury

Note/Bond

1.875%

2/28/27

AAA

844,172

300

United

States

Treasury

Note/Bond

2.500%

3/31/27

AAA

287,883

850

United

States

Treasury

Note/Bond

2.625%

5/31/27

AAA

818,789

300

United

States

Treasury

Note/Bond

3.250%

6/30/27

AAA

296,051

250

United

States

Treasury

Note/Bond

2.750%

7/31/27

AAA

241,865

150

United

States

Treasury

Note/Bond

3.125%

8/31/27

AAA

147,363

100

United

States

Treasury

Note/Bond

3.875%

12/31/27

AAA

101,441

350

United

States

Treasury

Note/Bond

4.000%

2/29/28

AAA

357,711

200

United

States

Treasury

Note/Bond

3.625%

3/31/28

AAA

201,078

850

United

States

Treasury

Note/Bond

-

When

Issued

2.750%

4/30/27

AAA

822,973

Total

U.S.

Treasury

(cost

$8,181,701)

7,774,332

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

X

5,032,178

SECURITIZED

-

18.2%

X

5,032,178

$

50

AmeriCredit

Automobile

Receivables

Trust

2021-2

2021

2

1.010%

1/19/27

AA+

$

45,873

20

BA

Credit

Card

Trust

2021

A1

0.440%

9/15/26

AAA

19,117

50

BANK

2021-BNK34

2021

BN34

1.935%

6/15/63

AAA

45,241

100

Barclays

Dryrock

Issuance

Trust

2021

1

0.630%

7/15/27

AAA

94,118

100

Benchmark

2021-B29

Mortgage

Trust

2021

B29

2.024%

9/15/54

AAA

89,357

100

Capital

One

Multi-Asset

Execution

Trust

2021

A3

1.040%

11/15/26

AAA

94,401

100

CarMax

Auto

Owner

Trust

2022

1

1.470%

12/15/26

AAA

95,748

17

Carmax

Auto

Owner

Trust

2020-1

2020

1

1.890%

12/16/24

AAA

16,786

41

Carvana

Auto

Receivables

Trust

2022-N1

2022

N1,

144A

2.950%

12/11/28

AA

39,839

100

CNH

Equipment

Trust

2019-C

2019

C

2.350%

4/15/27

AAA

98,252

528

COMM

2014-CCRE16

Mortgage

Trust

2014

CR16

3.775%

4/10/47

AAA

517,995

121

COMM

2014-LC17

Mortgage

Trust

2014

LC17

3.648%

10/10/47

AAA

117,212

47

Dell

Equipment

Finance

Trust

2022

1,

144A

2.110%

8/23/27

AAA

46,186

100

Discover

Card

Execution

Note

Trust

2021

A1

0.580%

9/15/26

AAA

94,111

38

Exeter

Automobile

Receivables

Trust

2022-1

2022

1A

1.540%

7/15/25

AAA

37,722

48

Fannie

Mae

Pool

FN

MA3392

3.500%

6/01/33

N/R

47,205

83

Fannie

Mae

Pool

FN

MA3798

3.000%

10/01/34

N/R

79,427

23

Fannie

Mae

Pool

FN

MA3828

3.000%

11/01/34

N/R

21,811

24

Fannie

Mae

Pool

FN

MA3897

3.000%

1/01/35

N/R

23,419

279

Fannie

Mae

Pool

FN

MA3985

3.000%

4/01/35

N/R

265,568

310

Fannie

Mae

Pool

FN

MA4206

2.000%

12/01/35

N/R

280,185

52

Ford

Credit

Auto

Lease

Trust

2022-A

2022

A

2.780%

10/15/24

AAA

51,545

100

Ford

Credit

Auto

Owner

Trust

2020-B

2020

B

1.190%

1/15/26

AAA

96,354

89

Freddie

Mac

Gold

Pool

FG

G18642

3.500%

4/01/32

N/R

86,553

700

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

2015

K046

3.205%

3/25/25

AAA

682,638

100

GM

Financial

Automobile

Leasing

Trust

2021-2

2021

2

0.690%

5/20/25

AA+

97,039

300

GS

Mortgage

Securities

Trust

2019-GC38

2019

GC38

3.872%

2/10/52

AAA

295,071

31

Honda

Auto

Receivables

2020-3

Owner

Trust

2020

3

0.370%

10/18/24

AAA

30,608

41

HPEFS

Equipment

Trust

2022

1A,

144A

1.020%

5/21/29

AAA

41,053

99

Jimmy

Johns

Funding

LLC

2022

1A,

144A

4.077%

4/30/52

BBB

90,878

50

John

Deere

Owner

Trust

2021

B

0.740%

5/15/28

AAA

46,424

200

JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust

2013-C16

2013

C16

4.166%

12/15/46

AAA

198,270

84

Mercedes-Benz

Auto

Lease

Trust

2021-B

2021

B

0.400%

11/15/24

AAA

82,067

24

MMAF

Equipment

Finance

LLC

2019-A

2019

A,

144A

2.930%

3/10/26

AAA

23,863

300

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

2015-

C26

2015

C26

3.531%

10/15/48

AAA

287,319

100

Morgan

Stanley

Capital

I

Trust

2021-L5

2021

L5

1.518%

5/15/54

AAA

88,150

100

OneMain

Financial

Issuance

Trust

2022-S1

2022

S1,

144A

4.130%

5/14/35

AAA

97,218

79

Santander

Drive

Auto

Receivables

Trust

2021-2

2021

2

0.900%

6/15/26

AA+

77,684

50

Santander

Retail

Auto

Lease

Trust

2021-B

2021

B,

144A

0.540%

6/20/25

AAA

48,058

50

Santander

Retail

Auto

Lease

Trust

2021-B

2021

B,

144A

1.410%

11/20/25

BBB

47,461

25

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

$

65

SoFi

Professional

Loan

Program

2020-C

Trust

2020

C,

144A

1.950%

2/15/46

AAA

$

58,908

100

Toyota

Auto

Receivables

2021-B

Owner

Trust

2021

B

0.530%

10/15/26

AAA

92,350

90

Verizon

Master

Trust

2021

1

0.500%

5/20/27

AAA

85,597

80

Wells

Fargo

Commercial

Mortgage

Trust

2016-C32

2016

C32

3.324%

1/15/59

Aaa

77,927

83

World

Omni

Auto

Receivables

Trust

2021-B

2021

B

0.420%

6/15/26

AAA

79,570

Total

Securitized

(cost

$5,474,432)

5,032,178

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

X

747,438

GOVERNMENT

RELATED

-

2.7%

X

747,438

Government

Agency

-

1.4%

$

100

Federal

Farm

Credit

Banks

Funding

Corp

4.500%

1/10/25

AAA

$

100,090

100

Federal

Home

Loan

Banks

5.000%

2/28/25

AA+

101,281

100

Federal

Home

Loan

Mortgage

Corp

5.150%

2/14/25

AAA

99,606

95

Kreditanstalt

fuer

Wiederaufbau

3.625%

4/01/26

AAA

94,443

Total

Government

Agency

395,420

Sovereign

Debt

-

1.3%

90

Asian

Development

Bank

4.250%

1/09/26

AAA

90,814

70

Canada

Government

International

Bond

3.750%

4/26/28

AAA

70,428

100

European

Investment

Bank

2.750%

8/15/25

AAA

97,446

100

International

Bank

for

Reconstruction

&

Development

0.625%

4/22/25

AAA

93,330

Total

Sovereign

Debt

352,018

Total

Government

Related

(cost

$744,457)

747,438

Total

Long-Term

Investments

(cost

$29,115,620)

27,413,511

Shares

Description

(1)

Coupon

Value

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

  0.4%

X

116,628

MONEY

MARKET

FUNDS

-

0.4%

X

116,628

116,628

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

(4)

4.840%(5)

$

116,628

Total

Money

Market

Funds

(cost

$116,628)

$

116,628

Total

Investments

Purchased

with

Collateral

from

Securities

Lending

(cost

$116,628)

116,628

Total

Investments

(cost

$

29,232,248

)

-

99

.3

%

27,530,139

Other

Assets

&

Liabilities,

Net

-

0.7%

187,893

Net

Assets

-

100%

$

27,718,032

Nuveen

Enhanced

Yield

1-5

Year

U.S.

Aggregate

Bond

ETF

(NUSA)

(contin-

ued)

Portfolio

of

Investments

April

30,

2023

26

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

$

–

$

13,859,563

$

–

$

13,859,563

U.S.

Treasury

–

7,774,332

–

7,774,332

Securitized

–

5,032,178

–

5,032,178

Government

Related

–

747,438

–

747,438

Investments

Purchased

with

Collateral

from

Securities

Lending

116,628

–

–

116,628

Total

$

116,628

$

27,413,511

$

–

$

27,530,139

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

$111,860.

(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

April

30,

2023

(Unaudited)

Ya

n

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

LONG-TERM

INVESTMENTS

-

97.8%  

X

100,946,040

CORPORATE

DEBT

-

97.8%

X

100,946,040

Financials

-

9.3%

$

110

Brookfield

Property

REIT

Inc

/

BPR

Cumulus

LLC

/

BPR

Nimbus

LLC

/

GGSI

Sellco

LL,

144A

5.750%

5/15/26

B+

$

99,831

250

Coinbase

Global

Inc,

144A

3.375%

10/01/28

BB

151,025

250

Coinbase

Global

Inc,

144A

3.625%

10/01/31

BB

139,705

140

Compass

Group

Diversified

Holdings

LLC,

144A

5.250%

4/15/29

B+

126,014

80

Curo

Group

Holdings

Corp,

144A

7.500%

8/01/28

CCC+

31,506

9

Diversified

Healthcare

Trust

4.375%

3/01/31

CCC-

5,670

1

Global

Aircraft

Leasing

Co

Ltd,

(cash

6.500%,

PIK

7.250%),

144A

6.500%

9/15/24

B

714

200

Global

Atlantic

Fin

Co,

144A

4.700%

10/15/51

BB+

159,822

170

HAT

Holdings

I

LLC

/

HAT

Holdings

II

LLC,

144A

3.375%

6/15/26

BB+

150,893

160

Howard

Hughes

Corp/The,

144A

5.375%

8/01/28

BB-

144,436

140

Howard

Hughes

Corp/The,

144A

4.375%

2/01/31

BB-

113,420

50

Icahn

Enterprises

LP

/

Icahn

Enterprises

Finance

Corp

4.750%

9/15/24

BB-

49,327

150

Kennedy-Wilson

Inc

5.000%

3/01/31

BB

113,710

260

Liberty

Mutual

Group

Inc,

144A

4.125%

12/15/51

BB+

209,625

150

MGIC

Investment

Corp

5.250%

8/15/28

BB+

143,346

200

Molina

Healthcare

Inc,

144A

4.375%

6/15/28

BB-

187,443

350

Molina

Healthcare

Inc,

144A

3.875%

11/15/30

BB-

308,746

70

Molina

Healthcare

Inc,

144A

3.875%

5/15/32

BB-

59,989

540

MPT

Operating

Partnership

LP

/

MPT

Finance

Corp

(3)

4.625%

8/01/29

BB+

408,792

100

Nationstar

Mortgage

Holdings

Inc,

144A

6.000%

1/15/27

B

94,750

100

Nationstar

Mortgage

Holdings

Inc,

144A

5.500%

8/15/28

B

89,250

910

Nationstar

Mortgage

Holdings

Inc,

144A

5.125%

12/15/30

B

745,381

300

Nationstar

Mortgage

Holdings

Inc,

144A

5.750%

11/15/31

B

249,523

300

OneMain

Finance

Corp

6.875%

3/15/25

BB

293,484

300

OneMain

Finance

Corp

7.125%

3/15/26

BB

292,362

467

OneMain

Finance

Corp

6.625%

1/15/28

BB

433,143

200

Park

Intermediate

Holdings

LLC

/

PK

Domestic

Property

LLC

/

PK

Finance

Co-Issuer,

144A

7.500%

6/01/25

B+

201,000

450

Park

Intermediate

Holdings

LLC

/

PK

Domestic

Property

LLC

/

PK

Finance

Co-Issuer,

144A

5.875%

10/01/28

B+

415,125

350

Park

Intermediate

Holdings

LLC

/

PK

Domestic

Property

LLC

/

PK

Finance

Co-Issuer,

144A

4.875%

5/15/29

B+

302,750

200

PennyMac

Financial

Services

Inc,

144A

5.375%

10/15/25

B+

188,796

275

PennyMac

Financial

Services

Inc,

144A

5.750%

9/15/31

B+

229,652

760

PROG

Holdings

Inc,

144A

6.000%

11/15/29

B+

684,000

430

RHP

Hotel

Properties

LP

/

RHP

Finance

Corp

4.750%

10/15/27

B+

404,200

390

RHP

Hotel

Properties

LP

/

RHP

Finance

Corp,

144A

4.500%

2/15/29

B+

351,175

400

Rocket

Mortgage

LLC

/

Quicken

Loans

Co-Issuer

Inc,

144A

2.875%

10/15/26

BB+

356,036

300

Rocket

Mortgage

LLC

/

Quicken

Loans

Co-Issuer

Inc,

144A

3.625%

3/01/29

BB+

253,656

300

Rocket

Mortgage

LLC

/

Quicken

Loans

Co-Issuer

Inc,

144A

3.875%

3/01/31

BB+

242,281

200

Rocket

Mortgage

LLC

/

Quicken

Loans

Co-Issuer

Inc,

144A

4.000%

10/15/33

BB+

156,500

100

SLM

Corp

4.200%

10/29/25

BB+

92,375

1

SLM

Corp

3.125%

11/02/26

BB+

875

110

Starwood

Property

Trust

Inc,

144A

4.375%

1/15/27

BB-

94,845

260

UniCredit

SpA,

144A

5.459%

6/30/35

BB+

221,529

370

XHR

LP,

144A

6.375%

8/15/25

B+

364,844

260

XHR

LP,

144A

4.875%

6/01/29

B+

225,657

Total

Financials

9,587,203

Nuveen

ESG

High

Yield

Corporate

Bond

ETF

(NUHY)

(continued)

Portfolio

of

Investments

April

30,

2023

(Unaudited)

28

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Industrial

-

87.3%

$

92

1011778

BC

ULC

/

New

Red

Finance

Inc,

144A

3.875%

1/15/28

BB

$

86,290

200

180

Medical

Inc,

144A

3.875%

10/15/29

BB

178,111

100

ACCO

Brands

Corp,

144A

4.250%

3/15/29

BB-

84,277

260

AdaptHealth

LLC,

144A

4.625%

8/01/29

B

210,703

300

AdaptHealth

LLC,

144A

(3)

5.125%

3/01/30

B

248,250

200

Air

Canada,

144A

3.875%

8/15/26

BB

185,137

250

Albertsons

Cos

Inc

/

Safeway

Inc

/

New

Albertsons

LP

/

Albertsons

LLC,

144A

3.250%

3/15/26

BB-

235,114

500

Albertsons

Cos

Inc

/

Safeway

Inc

/

New

Albertsons

LP

/

Albertsons

LLC,

144A

4.625%

1/15/27

BB-

483,348

250

Albertsons

Cos

Inc

/

Safeway

Inc

/

New

Albertsons

LP

/

Albertsons

LLC,

144A

5.875%

2/15/28

BB-

247,485

200

Albertsons

Cos

Inc

/

Safeway

Inc

/

New

Albertsons

LP

/

Albertsons

LLC,

144A

4.875%

2/15/30

BB-

186,500

150

Allison

Transmission

Inc,

144A

5.875%

6/01/29

BB

147,721

100

Allison

Transmission

Inc,

144A

3.750%

1/30/31

BB

85,359

280

AMC

Entertainment

Holdings

Inc,

(cash

10.000%,

PIK

12.000%),

144A

10.000%

6/15/26

CCC-

189,077

300

AMC

Entertainment

Holdings

Inc,

144A

7.500%

2/15/29

CCC+

217,500

10

AMC

Networks

Inc

4.250%

2/15/29

BB-

6,928

100

American

Airlines

Group

Inc,

144A

3.750%

3/01/25

CCC

94,193

380

American

Axle

&

Manufacturing

Inc

(3)

5.000%

10/01/29

B

315,537

180

Amkor

Technology

Inc,

144A

6.625%

9/15/27

BB

180,179

100

AMN

Healthcare

Inc,

144A

4.625%

10/01/27

BB-

93,238

100

Antero

Midstream

Partners

LP

/

Antero

Midstream

Finance

Corp,

144A

7.875%

5/15/26

BB-

102,677

500

Antero

Midstream

Partners

LP

/

Antero

Midstream

Finance

Corp,

144A

5.750%

1/15/28

BB-

484,320

100

Antero

Midstream

Partners

LP

/

Antero

Midstream

Finance

Corp,

144A

5.375%

6/15/29

BB

93,638

200

APX

Group

Inc,

144A

5.750%

7/15/29

B

178,658

900

Aramark

Services

Inc,

144A

6.375%

5/01/25

B+

900,000

420

Archrock

Partners

LP

/

Archrock

Partners

Finance

Corp,

144A

6.875%

4/01/27

B+

412,676

740

Archrock

Partners

LP

/

Archrock

Partners

Finance

Corp,

144A

6.250%

4/01/28

B+

710,356

80

Ardagh

Metal

Packaging

Finance

USA

LLC

/

Ardagh

Metal

Packaging

Finance

PLC,

144A

4.000%

9/01/29

B

65,165

200

Asbury

Automotive

Group

Inc,

144A

4.625%

11/15/29

BB

178,002

100

Asbury

Automotive

Group

Inc,

144A

5.000%

2/15/32

BB

86,163

120

ASGN

Inc,

144A

4.625%

5/15/28

BB-

110,894

710

Aston

Martin

Capital

Holdings

Ltd,

144A

10.500%

11/30/25

CCC+

697,757

380

Avantor

Funding

Inc,

144A

4.625%

7/15/28

BB-

355,443

100

Avantor

Funding

Inc,

144A

3.875%

11/01/29

BB-

88,086

120

Avient

Corp,

144A

5.750%

5/15/25

BB-

119,913

100

Avis

Budget

Car

Rental

LLC

/

Avis

Budget

Finance

Inc,

144A

(3)

4.750%

4/01/28

B+

89,750

330

Avis

Budget

Car

Rental

LLC

/

Avis

Budget

Finance

Inc,

144A

(3)

5.375%

3/01/29

B+

299,348

160

Axalta

Coating

Systems

LLC,

144A

3.375%

2/15/29

B+

138,360

190

Axalta

Coating

Systems

LLC

/

Axalta

Coating

Systems

Dutch

Holding

B

BV,

144A

(3)

4.750%

6/15/27

B+

183,503

80

Ball

Corp

4.875%

3/15/26

BB+

79,221

220

Ball

Corp

2.875%

8/15/30

BB+

184,311

200

Ball

Corp

3.125%

9/15/31

BB+

166,571

230

Bath

&

Body

Works

Inc,

144A

6.625%

10/01/30

BB

220,792

400

Bausch

Health

Cos

Inc,

144A

6.125%

2/01/27

B

288,226

400

Bausch

Health

Cos

Inc,

144A

5.750%

8/15/27

B

276,492

100

Bausch

Health

Cos

Inc,

144A

4.875%

6/01/28

B-

65,875

720

Bausch

Health

Cos

Inc,

144A

11.000%

9/30/28

CCC+

580,500

140

Bausch

Health

Cos

Inc,

144A

14.000%

10/15/30

CCC

89,600

29

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Industrial

(continued)

$

150

Black

Knight

InfoServ

LLC,

144A

3.625%

9/01/28

BB-

$

135,375

200

Block

Inc

2.750%

6/01/26

BB

181,002

150

Block

Inc

3.500%

6/01/31

BB

122,204

60

Bombardier

Inc,

144A

(3)

7.875%

4/15/27

B-

59,824

200

Brookfield

Residential

Properties

Inc

/

Brookfield

Residential

US

LLC,

144A

6.250%

9/15/27

B+

183,250

200

Brookfield

Residential

Properties

Inc

/

Brookfield

Residential

US

LLC,

144A

4.875%

2/15/30

B+

156,000

60

Builders

FirstSource

Inc,

144A

5.000%

3/01/30

BB-

56,019

371

Builders

FirstSource

Inc,

144A

4.250%

2/01/32

BB-

325,063

260

Cable

One

Inc,

144A

4.000%

11/15/30

B

211,432

100

Camelot

Finance

SA,

144A

4.500%

11/01/26

B+

94,708

30

Carnival

Corp,

144A

9.875%

8/01/27

B+

30,757

146

Carvana

Co,

144A

10.250%

5/01/30

C

80,056

500

Catalent

Pharma

Solutions

Inc,

144A

5.000%

7/15/27

B+

480,000

400

Catalent

Pharma

Solutions

Inc,

144A

3.125%

2/15/29

B+

340,411

500

Catalent

Pharma

Solutions

Inc,

144A

(3)

3.500%

4/01/30

B+

423,952

400

CCO

Holdings

LLC

/

CCO

Holdings

Capital

Corp,

144A

5.375%

6/01/29

BB-

366,847

550

CCO

Holdings

LLC

/

CCO

Holdings

Capital

Corp,

144A

4.750%

3/01/30

BB-

473,218

610

CCO

Holdings

LLC

/

CCO

Holdings

Capital

Corp,

144A

4.500%

8/15/30

BB-

512,217

810

CCO

Holdings

LLC

/

CCO

Holdings

Capital

Corp,

144A

4.250%

2/01/31

BB-

663,399

320

CCO

Holdings

LLC

/

CCO

Holdings

Capital

Corp,

144A

4.750%

2/01/32

BB-

264,794

600

CCO

Holdings

LLC

/

CCO

Holdings

Capital

Corp

4.500%

5/01/32

BB-

480,345

200

CCO

Holdings

LLC

/

CCO

Holdings

Capital

Corp,

144A

4.500%

6/01/33

BB-

159,203

200

CCO

Holdings

LLC

/

CCO

Holdings

Capital

Corp,

144A

4.250%

1/15/34

BB-

152,348

210

CGG

SA,

144A

8.750%

4/01/27

B-

180,651

110

Charles

River

Laboratories

International

Inc,

144A

3.750%

3/15/29

BB

96,518

800

Chart

Industries

Inc,

144A

7.500%

1/01/30

B+

824,000

800

Chart

Industries

Inc,

144A

9.500%

1/01/31

B

847,000

710

Chemours

Co/The,

144A

5.750%

11/15/28

B+

631,035

420

Chemours

Co/The,

144A

4.625%

11/15/29

B+

345,909

300

CHS/Community

Health

Systems

Inc,

144A

8.000%

3/15/26

B-

297,283

800

CHS/Community

Health

Systems

Inc,

144A

5.625%

3/15/27

B

738,217

650

CHS/Community

Health

Systems

Inc,

144A

(3)

8.000%

12/15/27

B-

643,795

100

CHS/Community

Health

Systems

Inc,

144A

6.875%

4/01/28

CCC-

73,823

800

CHS/Community

Health

Systems

Inc,

144A

6.000%

1/15/29

B-

709,000

300

CHS/Community

Health

Systems

Inc,

144A

6.875%

4/15/29

CCC

221,982

300

CHS/Community

Health

Systems

Inc,

144A

6.125%

4/01/30

CCC

213,516

200

CHS/Community

Health

Systems

Inc,

144A

5.250%

5/15/30

B-

166,693

250

CHS/Community

Health

Systems

Inc,

144A

4.750%

2/15/31

B-

201,685

400

Cimpress

PLC

7.000%

6/15/26

CCC+

334,888

350

Cinemark

USA

Inc,

144A

(3)

5.250%

7/15/28

B

312,118

418

Clarivate

Science

Holdings

Corp,

144A

3.875%

7/01/28

B+

376,116

970

Clarivate

Science

Holdings

Corp,

144A

(3)

4.875%

7/01/29

CCC+

873,574

310

Clear

Channel

Outdoor

Holdings

Inc,

144A

5.125%

8/15/27

B

280,011

420

Clear

Channel

Outdoor

Holdings

Inc,

144A

(3)

7.750%

4/15/28

CCC

318,694

410

Clear

Channel

Outdoor

Holdings

Inc,

144A

(3)

7.500%

6/01/29

CCC

303,398

100

Cogent

Communications

Group

Inc,

144A

3.500%

5/01/26

BB-

92,970

262

Commscope

Inc,

144A

6.000%

3/01/26

B

250,232

490

Commscope

Inc,

144A

(3)

8.250%

3/01/27

CCC+

378,827

110

Commscope

Inc,

144A

(3)

7.125%

7/01/28

CCC+

78,925

355

Commscope

Inc,

144A

4.750%

9/01/29

B

286,679

260

Consensus

Cloud

Solutions

Inc,

144A

6.500%

10/15/28

B

227,500

100

Consolidated

Communications

Inc,

144A

6.500%

10/01/28

B-

78,000

190

Cornerstone

Building

Brands

Inc,

144A

6.125%

1/15/29

CCC+

142,975

300

Covanta

Holding

Corp,

144A

4.875%

12/01/29

B

267,000

100

Crestwood

Midstream

Partners

LP

/

Crestwood

Midstream

Finance

Corp,

144A

5.625%

5/01/27

BB

95,963

110

Crestwood

Midstream

Partners

LP

/

Crestwood

Midstream

Finance

Corp,

144A

6.000%

2/01/29

BB-

103,675

Nuveen

ESG

High

Yield

Corporate

Bond

ETF

(NUHY)

(continued)

Portfolio

of

Investments

April

30,

2023

(Unaudited)

30

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Industrial

(continued)

$

12

Crowdstrike

Holdings

Inc

3.000%

2/15/29

BB-

$

10,438

150

Crown

Americas

LLC

/

Crown

Americas

Capital

Corp

VI

4.750%

2/01/26

BB

147,050

130

Darling

Ingredients

Inc,

144A

5.250%

4/15/27

BB+

127,387

760

DaVita

Inc,

144A

4.625%

6/01/30

B+

662,012

480

DaVita

Inc,

144A

3.750%

2/15/31

B+

386,532

100

Delta

Air

Lines

Inc

2.900%

10/28/24

BB+

96,452

100

Delta

Air

Lines

Inc

7.375%

1/15/26

BB+

105,397

200

Diamond

BC

BV,

144A

4.625%

10/01/29

CCC+

196,511

220

Diamond

Sports

Group

LLC

/

Diamond

Sports

Finance

Co,

144A

(4)

6.625%

8/15/27

N/R

6,600

318

Diebold

Nixdorf

Inc,

144A

(3)

9.375%

7/15/25

CCC

139,799

500

Directv

Financing

LLC

/

Directv

Financing

Co-Obligor

Inc,

144A

5.875%

8/15/27

BB

438,785

100

DT

Midstream

Inc,

144A

4.125%

6/15/29

BB+

88,625

141

DT

Midstream

Inc,

144A

4.375%

6/15/31

BB+

122,602

50

Dycom

Industries

Inc,

144A

4.500%

4/15/29

BB-

45,639

210

Edgewell

Personal

Care

Co,

144A

5.500%

6/01/28

BB-

200,975

50

Edgewell

Personal

Care

Co,

144A

4.125%

4/01/29

BB-

44,292

400

Elanco

Animal

Health

Inc

6.650%

8/28/28

B+

389,452

150

Elastic

NV,

144A

4.125%

7/15/29

B+

129,780

150

Encompass

Health

Corp

4.500%

2/01/28

B+

141,428

400

Encompass

Health

Corp

4.750%

2/01/30

B+

368,871

90

Energizer

Holdings

Inc,

144A

4.750%

6/15/28

B

80,936

150

EnLink

Midstream

LLC,

144A

5.625%

1/15/28

BB+

147,734

450

EQM

Midstream

Partners

LP,

144A

6.500%

7/01/27

BB-

438,754

300

EQM

Midstream

Partners

LP

5.500%

7/15/28

BB-

273,457

12

EQM

Midstream

Partners

LP,

144A

7.500%

6/01/30

BB-

11,648

100

Fair

Isaac

Corp,

144A

4.000%

6/15/28

BB

93,153

215

Gap

Inc/The,

144A

3.625%

10/01/29

B+

152,232

355

Gartner

Inc,

144A

4.500%

7/01/28

BB+

333,620

4

Gartner

Inc,

144A

3.625%

6/15/29

BB+

3,541

440

Gates

Global

LLC

/

Gates

Corp,

144A

6.250%

1/15/26

B-

435,600

150

Gen

Digital

Inc,

144A

6.750%

9/30/27

BB-

151,158

150

Gen

Digital

Inc,

144A

7.125%

9/30/30

BB-

150,676

110

Glatfelter

Corp,

144A

(3)

4.750%

11/15/29

B

78,314

200

Go

Daddy

Operating

Co

LLC

/

GD

Finance

Co

Inc,

144A

5.250%

12/01/27

BB-

192,097

140

Grand

Canyon

University

4.125%

10/01/24

BB+

133,056

350

Gray

Television

Inc,

144A

7.000%

5/15/27

B

283,399

100

Gray

Television

Inc,

144A

4.750%

10/15/30

B

64,598

30

Griffon

Corp

5.750%

3/01/28

B-

27,677

640

GrubHub

Holdings

Inc,

144A

5.500%

7/01/27

B-

467,200

750

Hawaiian

Brand

Intellectual

Property

Ltd

/

HawaiianMiles

Loyalty

Ltd,

144A

5.750%

1/20/26

B+

698,714

100

Herbalife

Nutrition

Ltd

/

HLF

Financing

Inc,

144A

7.875%

9/01/25

B+

95,698

1,010

Herc

Holdings

Inc,

144A

5.500%

7/15/27

B+

964,534

350

Hertz

Corp/The,

144A

4.625%

12/01/26

B+

315,231

90

Hertz

Corp/The,

144A

5.000%

12/01/29

B

73,631

200

Hilton

Domestic

Operating

Co

Inc,

144A

5.750%

5/01/28

BB

199,516

200

Hilton

Domestic

Operating

Co

Inc

3.750%

5/01/29

BB

180,272

60

Hilton

Domestic

Operating

Co

Inc

4.875%

1/15/30

BB

56,965

200

Hilton

Domestic

Operating

Co

Inc,

144A

4.000%

5/01/31

BB

176,895

310

Hilton

Grand

Vacations

Borrower

Escrow

LLC

/

Hilton

Grand

Vacations

Borrower

Esc,

144A

5.000%

6/01/29

B

280,572

208

Hilton

Grand

Vacations

Borrower

Escrow

LLC

/

Hilton

Grand

Vacations

Borrower

Esc,

144A

4.875%

7/01/31

B

181,963

100

HLF

Financing

Sarl

LLC

/

Herbalife

International

Inc,

144A

4.875%

6/01/29

B+

76,552

170

Hologic

Inc,

144A

3.250%

2/15/29

BB

152,800

100

Horizon

Therapeutics

USA

Inc,

144A

5.500%

8/01/27

B+

102,750

7

Howmet

Aerospace

Inc

6.875%

5/01/25

BB+

7,209

150

iHeartCommunications

Inc

6.375%

5/01/26

B+

128,675

300

iHeartCommunications

Inc

(3)

8.375%

5/01/27

B-

197,966

31

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Industrial

(continued)

$

154

iHeartCommunications

Inc,

144A

5.250%

8/15/27

BB-

$

121,634

150

iHeartCommunications

Inc,

144A

4.750%

1/15/28

B+

116,754

250

II-VI

Inc,

144A

5.000%

12/15/29

B+

225,033

120

Ingevity

Corp,

144A

3.875%

11/01/28

BB-

105,307

1,550

Intelsat

Jackson

Holdings

SA,

144A

6.500%

3/15/30

B+

1,430,348

200

IQVIA

Inc,

144A

5.000%

5/15/27

BB-

195,136

120

Iron

Mountain

Inc,

144A

5.250%

3/15/28

BB-

115,423

100

Iron

Mountain

Inc,

144A

5.000%

7/15/28

BB-

94,122

390

Iron

Mountain

Inc,

144A

4.875%

9/15/29

BB-

355,707

111

Iron

Mountain

Inc,

144A

5.250%

7/15/30

BB-

102,234

160

Iron

Mountain

Information

Management

Services

Inc,

144A

5.000%

7/15/32

BB-

140,159

320

ITT

Holdings

LLC,

144A

6.500%

8/01/29

B

265,686

10

Lamar

Media

Corp

(3)

4.000%

2/15/30

BB-

8,971

150

Lamb

Weston

Holdings

Inc,

144A

4.875%

5/15/28

BB-

147,145

250

Level

3

Financing

Inc,

144A

4.250%

7/01/28

BB-

145,737

901

Level

3

Financing

Inc,

144A

10.500%

5/15/30

BB

863,009

300

Lions

Gate

Capital

Holdings

LLC,

144A

5.500%

4/15/29

B-

218,547

50

Lithia

Motors

Inc,

144A

3.875%

6/01/29

BB

43,281

100

Lumen

Technologies

Inc,

144A

4.000%

2/15/27

BB-

66,780

33

Macy's

Retail

Holdings

LLC,

144A

(3)

5.875%

4/01/29

BB+

30,229

460

Marriott

Ownership

Resorts

Inc,

144A

4.500%

6/15/29

B+

401,672

150

Masonite

International

Corp,

144A

5.375%

2/01/28

BB

144,375

160

Match

Group

Holdings

II

LLC,

144A

4.625%

6/01/28

BB-

147,600

160

Match

Group

Holdings

II

LLC,

144A

4.125%

8/01/30

BB-

136,757

160

Match

Group

Holdings

II

LLC,

144A

3.625%

10/01/31

BB-

130,704

160

Mattel

Inc,

144A

3.375%

4/01/26

BBB-

151,343

162

Mattel

Inc,

144A

3.750%

4/01/29

BBB-

146,214

120

Maxar

Technologies

Inc,

144A

7.750%

6/15/27

B

127,168

100

McGraw-Hill

Education

Inc,

144A

5.750%

8/01/28

B

88,822

140

McGraw-Hill

Education

Inc,

144A

8.000%

8/01/29

CCC

120,400

120

Mercer

International

Inc

5.125%

2/01/29

B+

100,208

64

Methanex

Corp

5.125%

10/15/27

BB+

61,144

150

Methanex

Corp

5.250%

12/15/29

BB+

140,758

130

Michaels

Cos

Inc/The,

144A

5.250%

5/01/28

B+

107,095

200

ModivCare

Inc,

144A

5.875%

11/15/25

B

191,104

123

MPH

Acquisition

Holdings

LLC,

144A

5.500%

9/01/28

BB-

94,027

50

Murphy

Oil

USA

Inc

4.750%

9/15/29

BB

46,375

100

Murphy

Oil

USA

Inc,

144A

3.750%

2/15/31

BB

85,544

50

NCL

Corp

Ltd,

144A

3.625%

12/15/24

CCC+

46,878

200

NCL

Corp

Ltd,

144A

5.875%

3/15/26

CCC+

172,273

200

NCL

Corp

Ltd,

144A

5.875%

2/15/27

B+

188,655

200

NCL

Corp

Ltd,

144A

8.375%

2/01/28

B+

201,196

310

NCL

Corp

Ltd,

144A

7.750%

2/15/29

CCC+

262,490

303

NCR

Corp,

144A

5.750%

9/01/27

B

297,333

481

NCR

Corp,

144A

5.000%

10/01/28

B

419,515

250

NCR

Corp,

144A

5.125%

4/15/29

B

216,250

3

NCR

Corp,

144A

6.125%

9/01/29

B

2,940

300

New

Fortress

Energy

Inc,

144A

6.750%

9/15/25

BB-

285,701

300

New

Fortress

Energy

Inc,

144A

6.500%

9/30/26

BB-

276,249

100

Newell

Brands

Inc

4.875%

6/01/25

BB+

97,307

250

Nexstar

Media

Inc,

144A

5.625%

7/15/27

B

234,795

688

Nexstar

Media

Inc,

144A

4.750%

11/01/28

B

604,688

100

Nissan

Motor

Acceptance

Co

LLC,

144A

2.000%

3/09/26

BBB-

88,126

100

Nissan

Motor

Acceptance

Co

LLC,

144A

2.750%

3/09/28

BBB-

83,211

200

Nissan

Motor

Co

Ltd,

144A

3.522%

9/17/25

BBB-

187,112

200

Nissan

Motor

Co

Ltd

4.345%

9/17/27

BBB-

183,281

200

Nissan

Motor

Co

Ltd,

144A

4.810%

9/17/30

BBB-

175,912

71

Nordstrom

Inc

4.375%

4/01/30

BB+

55,526

250

NuStar

Logistics

LP

5.750%

10/01/25

BB-

245,183

150

NuStar

Logistics

LP

6.000%

6/01/26

BB-

147,611

Nuveen

ESG

High

Yield

Corporate

Bond

ETF

(NUHY)

(continued)

Portfolio

of

Investments

April

30,

2023

(Unaudited)

32

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Industrial

(continued)

$

150

NuStar

Logistics

LP

6.375%

10/01/30

BB-

$

144,452

60

ON

Semiconductor

Corp,

144A

3.875%

9/01/28

BB

54,004

200

Open

Text

Corp,

144A

3.875%

2/15/28

BB-

177,222

200

Open

Text

Holdings

Inc,

144A

4.125%

12/01/31

BB-

165,533

310

Option

Care

Health

Inc,

144A

4.375%

10/31/29

B-

278,734

700

ORGANON

&

CO/ORG,

144A

4.125%

4/30/28

BB

644,003

710

ORGANON

&

CO/ORG,

144A

5.125%

4/30/31

BB-

632,641

200

Outfront

Media

Capital

LLC

/

Outfront

Media

Capital

Corp,

144A

5.000%

8/15/27

B+

184,662

500

Outfront

Media

Capital

LLC

/

Outfront

Media

Capital

Corp,

144A

4.250%

1/15/29

B

428,252

100

Outfront

Media

Capital

LLC

/

Outfront

Media

Capital

Corp,

144A

4.625%

3/15/30

B

84,423

280

Owens

&

Minor

Inc,

144A

4.500%

3/31/29

B

224,568

20

Pactiv

Evergreen

Group

Issuer

Inc/Pactiv

Evergreen

Group

Issuer

LLC,

144A

4.375%

9/30/28

B+

17,612

120

Parkland

Corp,

144A

5.875%

7/15/27

BB-

116,852

391

Performance

Food

Group

Inc,

144A

5.500%

10/15/27

B

383,210

185

Performance

Food

Group

Inc,

144A

4.250%

8/01/29

BB-

168,415

100

Post

Holdings

Inc,

144A

5.625%

1/15/28

B

97,710

100

Post

Holdings

Inc,

144A

4.500%

9/15/31

B

87,508

250

PRA

Health

Sciences

Inc,

144A

2.875%

7/15/26

BB+

228,177

120

Prestige

Brands

Inc,

144A

3.750%

4/01/31

B+

101,707

200

Prime

Security

Services

Borrower

LLC

/

Prime

Finance

Inc,

144A

5.750%

4/15/26

BB-

198,493

1,350

Prime

Security

Services

Borrower

LLC

/

Prime

Finance

Inc,

144A

6.250%

1/15/28

B-

1,264,324

100

PTC

Inc,

144A

3.625%

2/15/25

BB-

96,438

100

PTC

Inc,

144A

4.000%

2/15/28

BB-

92,983

760

Rackspace

Technology

Global

Inc,

144A

3.500%

2/15/28

B+

315,400

210

Rackspace

Technology

Global

Inc,

144A

5.375%

12/01/28

CCC-

49,833

501

Rakuten

Group

Inc,

144A

5.125%

N/A

(5)

B

320,974

555

Rakuten

Group

Inc,

144A

6.250%

N/A

(5)

B

317,144

410

Realogy

Group

LLC

/

Realogy

Co-Issuer

Corp,

144A

5.750%

1/15/29

B

304,425

380

Rite

Aid

Corp,

144A

8.000%

11/15/26

CCC-

205,590

300

ROBLOX

Corp,

144A

3.875%

5/01/30

BB

253,260

350

Royal

Caribbean

Cruises

Ltd,

144A

11.500%

6/01/25

BB-

371,438

200

Royal

Caribbean

Cruises

Ltd,

144A

5.500%

8/31/26

B-

183,344

200

Royal

Caribbean

Cruises

Ltd,

144A

5.375%

7/15/27

B-

177,560

50

SABRE

GLBL

INC,

144A

9.250%

4/15/25

B-

46,125

840

SBA

Communications

Corp

3.875%

2/15/27

BB-

783,471

100

Scripps

Escrow

Inc,

144A

5.875%

7/15/27

B

71,713

260

Seagate

HDD

Cayman

4.091%

6/01/29

BB

225,430

8

Seagate

HDD

Cayman,

144A

9.625%

12/01/32

BB

8,553

580

SeaWorld

Parks

&

Entertainment

Inc,

144A

5.250%

8/15/29

B-

522,017

1,140

Select

Medical

Corp,

144A

6.250%

8/15/26

B-

1,116,555

220

Sensata

Technologies

BV,

144A

4.000%

4/15/29

BB-

198,812

100

Sensata

Technologies

Inc,

144A

3.750%

2/15/31

BB-

86,874

183

Service

Corp

International/US

5.125%

6/01/29

BB-

176,138

320

Service

Corp

International/US

4.000%

5/15/31

BB-

282,006

300

Sinclair

Television

Group

Inc,

144A

4.125%

12/01/30

BB-

238,602

235

Sirius

XM

Radio

Inc,

144A

3.125%

9/01/26

BB-

210,320

310

Sirius

XM

Radio

Inc,

144A

5.000%

8/01/27

BB-

285,139

92

Sirius

XM

Radio

Inc,

144A

4.000%

7/15/28

BB-

77,680

360

Sirius

XM

Radio

Inc,

144A

5.500%

7/01/29

BB-

320,663

300

Sirius

XM

Radio

Inc,

144A

4.125%

7/01/30

BB-

240,629

240

Sirius

XM

Radio

Inc,

144A

3.875%

9/01/31

BB-

181,361

380

Sotheby's,

144A

7.375%

10/15/27

B

356,262

100

Spectrum

Brands

Inc,

144A

3.875%

3/15/31

B

82,000

650

Spirit

AeroSystems

Inc,

144A

7.500%

4/15/25

B-

645,773

200

Spirit

Loyalty

Cayman

Ltd

/

Spirit

IP

Cayman

Ltd,

144A

8.000%

9/20/25

BB

201,872

33

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Industrial

(continued)

$

150

SPX

FLOW

Inc,

144A

(3)

8.750%

4/01/30

CCC

$

125,639

10

SS&C

Technologies

Inc,

144A

5.500%

9/30/27

B

9,679

200

Stagwell

Global

LLC

5.625%

8/15/29

B

173,880

500

Studio

City

Finance

Ltd,

144A

6.000%

7/15/25

B+

459,765

200

Studio

City

Finance

Ltd,

144A

6.500%

1/15/28

B+

172,463

400

Studio

City

Finance

Ltd,

144A

5.000%

1/15/29

B+

313,040

300

Suburban

Propane

Partners

LP/Suburban

Energy

Finance

Corp,

144A

5.000%

6/01/31

BB-

262,695

100

Summit

Materials

LLC

/

Summit

Materials

Finance

Corp,

144A

5.250%

1/15/29

BB-

95,020

250

Sunoco

LP

/

Sunoco

Finance

Corp

6.000%

4/15/27

BB

248,631

200

Sunoco

LP

/

Sunoco

Finance

Corp

4.500%

5/15/29

BB

180,181

130

Superior

Plus

LP

/

Superior

General

Partner

Inc,

144A

4.500%

3/15/29

BB-

115,140

850

Syneos

Health

Inc,

144A

3.625%

1/15/29

B+

710,345

100

Tallgrass

Energy

Partners

LP

/

Tallgrass

Energy

Finance

Corp,

144A

6.000%

9/01/31

BB-

88,543

211

Taylor

Morrison

Communities

Inc,

144A

5.125%

8/01/30

BB-

197,856

190

TEGNA

Inc

5.000%

9/15/29

BB-

166,360

150

Teleflex

Inc,

144A

4.250%

6/01/28

BB-

140,618

100

Tempur

Sealy

International

Inc,

144A

4.000%

4/15/29

BB+

87,474

800

Tenet

Healthcare

Corp

4.875%

1/01/26

BB-

787,885

300

Tenet

Healthcare

Corp

6.250%

2/01/27

B+

298,511

551

Tenet

Healthcare

Corp

5.125%

11/01/27

BB-

534,622

230

Tenet

Healthcare

Corp

4.625%

6/15/28

BB-

217,956

600

Tenet

Healthcare

Corp

6.125%

10/01/28

B-

582,125

400

Tenet

Healthcare

Corp

4.250%

6/01/29

BB-

366,980

480

Tenet

Healthcare

Corp

4.375%

1/15/30

BB-

441,047

480

Terex

Corp,

144A

5.000%

5/15/29

B+

446,453

650

Thor

Industries

Inc,

144A

4.000%

10/15/29

B+

532,998

40

TopBuild

Corp,

144A

4.125%

2/15/32

BB

34,373

10

TransDigm

Inc

5.500%

11/15/27

B-

9,597

60

TransDigm

Inc

4.875%

5/01/29

B-

54,525

110

Transocean

Inc,

144A

11.500%

1/30/27

CCC+

112,583

100

Travel

+

Leisure

Co,

144A

6.625%

7/31/26

BB-

99,798

100

Travel

+

Leisure

Co,

144A

4.500%

12/01/29

BB-

87,256

290

TreeHouse

Foods

Inc

4.000%

9/01/28

CCC+

256,659

870

Trivium

Packaging

Finance

BV,

144A

5.500%

8/15/26

B

844,642

820

Trivium

Packaging

Finance

BV,

144A

(3)

8.500%

8/15/27

CCC

791,651

810

Tronox

Inc,

144A

4.625%

3/15/29

BB-

672,388

250

TTM

Technologies

Inc,

144A

4.000%

3/01/29

BB-

214,218

130

Twilio

Inc

3.875%

3/15/31

BB-

108,638

900

Uber

Technologies

Inc,

144A

7.500%

5/15/25

B

913,500

110

Uber

Technologies

Inc,

144A

8.000%

11/01/26

B

112,782

760

Uber

Technologies

Inc,

144A

7.500%

9/15/27

B

783,928

650

Uber

Technologies

Inc,

144A

(3)

6.250%

1/15/28

B

655,915

570

Uber

Technologies

Inc,

144A

4.500%

8/15/29

B

524,162

150

United

Natural

Foods

Inc,

144A

(3)

6.750%

10/15/28

B-

142,380

343

United

Rentals

North

America

Inc

5.250%

1/15/30

BB

331,752

99

United

Rentals

North

America

Inc

4.000%

7/15/30

BB

88,603

400

Uniti

Group

LP

/

Uniti

Group

Finance

Inc

/

CSL

Capital

LLC,

144A

10.500%

2/15/28

B

382,759

700

Uniti

Group

LP

/

Uniti

Group

Finance

Inc

/

CSL

Capital

LLC,

144A

4.750%

4/15/28

B

556,627

110

Univision

Communications

Inc,

144A

6.625%

6/01/27

B+

105,915

24

Univision

Communications

Inc,

144A

4.500%

5/01/29

B+

20,685

100

UPC

Holding

BV,

144A

5.500%

1/15/28

B

89,500

260

US

Foods

Inc,

144A

6.250%

4/15/25

B+

261,352

228

US

Foods

Inc,

144A

4.750%

2/15/29

B-

212,082

100

US

Foods

Inc,

144A

(3)

4.625%

6/01/30

B-

91,451

250

Vail

Resorts

Inc,

144A

6.250%

5/15/25

BB-

251,875

210

Valvoline

Inc,

144A

(3)

4.250%

2/15/30

B+

205,779

Nuveen

ESG

High

Yield

Corporate

Bond

ETF

(NUHY)

(continued)

Portfolio

of

Investments

April

30,

2023

(Unaudited)

34

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.

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Industrial

(continued)

$

200

Valvoline

Inc,

144A

3.625%

6/15/31

B+

$

166,071

100

Viasat

Inc,

144A

5.625%

4/15/27

BB

92,750

308

Victoria's

Secret

&

Co,

144A

(3)

4.625%

7/15/29

B+

249,107

100

Videotron

Ltd,

144A

5.125%

4/15/27

BB

96,500

150

Videotron

Ltd,

144A

3.625%

6/15/29

BB

129,705

10

Virgin

Media

Finance

PLC,

144A

5.000%

7/15/30

B

8,427

450

Vodafone

Group

PLC

7.000%

4/04/79

BB+

461,250

145

Vodafone

Group

PLC

4.125%

6/04/81

BB+

117,305

1,300

VZ

Secured

Financing

BV,

144A

5.000%

1/15/32

B+

1,084,874

610

Weatherford

International

Ltd,

144A

6.500%

9/15/28

BB-

610,000

1,000

Weatherford

International

Ltd,

144A

8.625%

4/30/30

B-

1,018,620

521

WESCO

Distribution

Inc,

144A

7.250%

6/15/28

BB

534,790

150

Williams

Scotsman

International

Inc,

144A

6.125%

6/15/25

B

149,256

140

Williams

Scotsman

International

Inc,

144A

4.625%

8/15/28

B

128,549

1,010

Windstream

Escrow

LLC

/

Windstream

Escrow

Finance

Corp,

144A

7.750%

8/15/28

B-

831,865

350

WMG

Acquisition

Corp,

144A

3.875%

7/15/30

BB

308,875

51

WMG

Acquisition

Corp,

144A

(3)

3.000%

2/15/31

BB

41,739

140

Wyndham

Hotels

&

Resorts

Inc,

144A

4.375%

8/15/28

BB-

130,171

310

Xerox

Holdings

Corp,

144A

5.500%

8/15/28

BB

267,214

326

Yum!

Brands

Inc,

144A

4.750%

1/15/30

BB-

315,347

310

Zayo

Group

Holdings

Inc,

144A

(3)

6.125%

3/01/28

CCC

198,174

910

Ziggo

BV,

144A

4.875%

1/15/30

B+

783,447

180

ZipRecruiter

Inc,

144A

5.000%

1/15/30

BB-

157,207

200

ZoomInfo

Technologies

LLC/ZoomInfo

Finance

Corp,

144A

(3)

3.875%

2/01/29

B+

172,446

Total

Industrial

90,164,380

Utility

-

1.2%

10

Calpine

Corp,

144A

5.000%

2/01/31

B+

8,425

200

Clearway

Energy

Operating

LLC,

144A

4.750%

3/15/28

BB

189,535

110

Clearway

Energy

Operating

LLC,

144A

3.750%

2/15/31

BB

94,111

150

Edison

International

8.125%

6/15/53

BB+

154,313

750

Enviva

Partners

LP

/

Enviva

Partners

Finance

Corp,

144A

(3)

6.500%

1/15/26

B+

639,373

100

NextEra

Energy

Operating

Partners

LP,

144A

4.250%

7/15/24

BB+

98,498

11

TerraForm

Power

Operating

LLC,

144A

4.750%

1/15/30

BB-

10,202

Total

Utility

1,194,457

Total

Corporate

Debt

(cost

$110,590,885)

100,946,040

Total

Long-Term

Investments

(cost

$110,590,885)

100,946,040

Shares

Description

(1)

Coupon

Value

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

  5.7%

X

5,889,078

MONEY

MARKET

FUNDS

-

5.7%

X

5,889,078

5,889,078

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

(6)

4.840%(7)

$

5,889,078

Total

Money

Market

Funds

(cost

$5,889,078)

$

5,889,078

Total

Investments

Purchased

with

Collateral

from

Securities

Lending

(cost

$5,889,078)

5,889,078

Total

Investments

(cost

$

116,479,963

)

-

103

.5

%

106,835,118

Other

Assets

&

Liabilities,

Net

-

(3.5)%

(

3,575,889

)

Net

Assets

-

100%

$

103,259,229

35

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:

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Corporate

Debt

$

–

$

100,946,040

$

–

$

100,946,040

Investments

Purchased

with

Collateral

from

Securities

Lending

5,889,078

–

–

5,889,078

Total

$

5,889,078

$

100,946,040

$

–

$

106,835,118

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

$5,613,394.

(4)

Defaulted

security.

A

security

whose

issuer

has

failed

to

fully

pay

principal

and/or

interest

when

due,

or

is

under

the

protection

of

bankruptcy.

(5)

Perpetual

security.

Maturity

date

is

not

applicable.

(6)

The

Fund

may

loan

securities

representing

up

to

one

third

of

the

market

value

of

its

total

assets

(which

includes

collateral

for

securities

on

loan)

to

broker

dealers,

banks,

and

other

institutions.

The

collateral

maintained

by

the

Fund

shall

have

a

market

value,

at

the

inception

of

each

loan,

equal

to

not

less

than

100%

of

the

market

value

of

the

loaned

securities.

The

cash

collateral

received

by

the

Fund

is

invested

in

this

money

market

fund.

(7)

The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

144A

Investment

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

investments

may

only

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

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

36

Nuveen

ESG

U.S.

Aggregate

Bond

ETF

(NUBD)

Portfolio

of

Investments

April

30,

2023

(Unaudited)

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

LONG-TERM

INVESTMENTS

-

99.1%  

X

114,469,208

U.S.

TREASURY

-

41.3%

X

114,469,208

$

900

United

States

Treasury

Note/Bond

0.500%

11/30/23

AAA

$

877,219

1,346

United

States

Treasury

Note/Bond

2.875%

11/30/23

AAA

1,330,805

100

United

States

Treasury

Note/Bond

0.750%

12/31/23

AAA

97,270

1,211

United

States

Treasury

Note/Bond

2.500%

1/31/24

AAA

1,189,524

1,814

United

States

Treasury

Note/Bond

2.250%

4/30/24

AAA

1,768,012

4,672

United

States

Treasury

Note/Bond

2.000%

5/31/24

AAA

4,536,768

800

United

States

Treasury

Note/Bond

3.000%

7/31/24

AAA

784,719

262

United

States

Treasury

Note/Bond

1.250%

8/31/24

AAA

250,988

3,090

United

States

Treasury

Note/Bond

2.125%

9/30/24

AAA

2,993,920

1,454

United

States

Treasury

Note/Bond

2.125%

11/30/24

AAA

1,405,893

300

United

States

Treasury

Note/Bond

4.250%

12/31/24

AAA

299,859

600

United

States

Treasury

Note/Bond

1.125%

1/15/25

AAA

569,461

2,824

United

States

Treasury

Note/Bond

1.375%

1/31/25

AAA

2,691,073

600

United

States

Treasury

Note/Bond

4.625%

2/28/25

AAA

604,969

1,200

United

States

Treasury

Note/Bond

3.875%

3/31/25

AAA

1,195,125

1,500

United

States

Treasury

Note/Bond

0.250%

5/31/25

AAA

1,387,910

950

United

States

Treasury

Note/Bond

0.250%

8/31/25

AAA

872,998

3,900

United

States

Treasury

Note/Bond

0.250%

9/30/25

AAA

3,580,687

800

United

States

Treasury

Note/Bond

0.250%

10/31/25

AAA

731,813

1,820

United

States

Treasury

Note/Bond

0.375%

11/30/25

AAA

1,666,722

1,300

United

States

Treasury

Note/Bond

0.375%

12/31/25

AAA

1,189,652

3,500

United

States

Treasury

Note/Bond

0.375%

1/31/26

AAA

3,190,332

500

United

States

Treasury

Note/Bond

0.500%

2/28/26

AAA

456,445

1,900

United

States

Treasury

Note/Bond

0.750%

3/31/26

AAA

1,746,367

3,200

United

States

Treasury

Note/Bond

0.750%

4/30/26

AAA

2,931,500

700

United

States

Treasury

Note/Bond

0.750%

5/31/26

AAA

639,816

1,700

United

States

Treasury

Note/Bond

0.875%

6/30/26

AAA

1,558,688

1,100

United

States

Treasury

Note/Bond

0.625%

7/31/26

AAA

997,648

1,450

United

States

Treasury

Note/Bond

0.750%

8/31/26

AAA

1,317,744

2,600

United

States

Treasury

Note/Bond

0.875%

9/30/26

AAA

2,369,758

900

United

States

Treasury

Note/Bond

1.125%

10/31/26

AAA

825,469

1,600

United

States

Treasury

Note/Bond

1.250%

11/30/26

AAA

1,472,125

1,100

United

States

Treasury

Note/Bond

1.250%

12/31/26

AAA

1,010,539

1,750

United

States

Treasury

Note/Bond

1.875%

2/28/27

AAA

1,641,445

500

United

States

Treasury

Note/Bond

2.500%

3/31/27

AAA

479,805

2,000

United

States

Treasury

Note/Bond

2.625%

5/31/27

AAA

1,926,563

900

United

States

Treasury

Note/Bond

0.500%

6/30/27

AAA

793,652

2,500

United

States

Treasury

Note/Bond

3.250%

6/30/27

AAA

2,467,090

1,000

United

States

Treasury

Note/Bond

2.750%

7/31/27

AAA

967,461

2,186

United

States

Treasury

Note/Bond

2.250%

8/15/27

AAA

2,072,601

100

United

States

Treasury

Note/Bond

4.125%

9/30/27

AAA

102,262

1,600

United

States

Treasury

Note/Bond

4.125%

10/31/27

AAA

1,637,125

888

United

States

Treasury

Note/Bond

2.250%

11/15/27

AAA

839,819

320

United

States

Treasury

Note/Bond

0.625%

11/30/27

AAA

280,750

1,600

United

States

Treasury

Note/Bond

3.875%

11/30/27

AAA

1,623,125

3,798

United

States

Treasury

Note/Bond

3.875%

12/31/27

AAA

3,852,745

1,500

United

States

Treasury

Note/Bond

3.500%

1/31/28

AAA

1,498,301

2,344

United

States

Treasury

Note/Bond

2.750%

2/15/28

AAA

2,263,791

1,200

United

States

Treasury

Note/Bond

4.000%

2/29/28

AAA

1,226,438

3,200

United

States

Treasury

Note/Bond

3.625%

3/31/28

AAA

3,217,250

650

United

States

Treasury

Note/Bond

1.375%

10/31/28

AAA

580,455

300

United

States

Treasury

Note/Bond

1.750%

1/31/29

AAA

272,402

1,470

United

States

Treasury

Note/Bond

2.375%

5/15/29

AAA

1,379,159

514

United

States

Treasury

Note/Bond

1.625%

8/15/29

AAA

461,034

1,000

United

States

Treasury

Note/Bond

3.875%

12/31/29

AAA

1,022,422

100

United

States

Treasury

Note/Bond

0.625%

5/15/30

AAA

82,488

1,000

United

States

Treasury

Note/Bond

1.875%

2/15/32

AAA

883,789

37

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

$

3,050

United

States

Treasury

Note/Bond

2.875%

5/15/32

AAA

$

2,919,184

1,150

United

States

Treasury

Note/Bond

2.750%

8/15/32

AAA

1,088,367

1,650

United

States

Treasury

Note/Bond

4.125%

11/15/32

AAA

1,741,523

2,100

United

States

Treasury

Note/Bond

3.500%

2/15/33

AAA

2,112,469

200

United

States

Treasury

Note/Bond

1.125%

8/15/40

AAA

132,922

1,300

United

States

Treasury

Note/Bond

1.875%

2/15/41

AAA

976,574

500

United

States

Treasury

Note/Bond

2.250%

5/15/41

AAA

398,691

1,050

United

States

Treasury

Note/Bond

1.750%

8/15/41

AAA

763,752

198

United

States

Treasury

Note/Bond

2.000%

11/15/41

AAA

150,024

1,400

United

States

Treasury

Note/Bond

2.375%

2/15/42

AAA

1,129,898

3,900

United

States

Treasury

Note/Bond

3.250%

5/15/42

AAA

3,611,309

1,964

United

States

Treasury

Note/Bond

2.750%

8/15/42

AAA

1,679,757

500

United

States

Treasury

Note/Bond

3.375%

8/15/42

AAA

470,859

135

United

States

Treasury

Note/Bond

2.750%

11/15/42

AAA

115,103

998

United

States

Treasury

Note/Bond

4.000%

11/15/42

AAA

1,027,940

1,200

United

States

Treasury

Note/Bond

3.875%

2/15/43

AAA

1,212,750

4,221

United

States

Treasury

Note/Bond

2.750%

8/15/47

AAA

3,514,312

1,850

United

States

Treasury

Note/Bond

1.250%

5/15/50

AAA

1,078,420

700

United

States

Treasury

Note/Bond

1.375%

8/15/50

AAA

421,121

200

United

States

Treasury

Note/Bond

1.625%

11/15/50

AAA

128,539

3,800

United

States

Treasury

Note/Bond

1.875%

2/15/51

AAA

2,600,477

1,100

United

States

Treasury

Note/Bond

2.375%

5/15/51

AAA

845,840

160

United

States

Treasury

Note/Bond

1.875%

11/15/51

AAA

109,012

1,300

United

States

Treasury

Note/Bond

2.250%

2/15/52

AAA

970,074

1,350

United

States

Treasury

Note/Bond

2.875%

5/15/52

AAA

1,155,199

550

United

States

Treasury

Note/Bond

3.000%

8/15/52

AAA

483,141

1,300

United

States

Treasury

Note/Bond

3.625%

2/15/53

AAA

1,289,031

1,250

United

States

Treasury

Note/Bond

-

When

Issued

2.750%

4/30/27

AAA

1,210,254

949

United

States

Treasury

Note/Bond

-

When

Issued

4.000%

11/15/52

AAA

1,007,571

10

Israel

Government

AID

Bond

5.500%

9/18/33

AAA

11,305

Total

U.S.

Treasury

(cost

$124,362,946)

114,469,208

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

X

77,301,770

SECURITIZED

-

27.9%

X

77,301,770

$

50

AmeriCredit

Automobile

Receivables

Trust

2021-2

2021

2

1.010%

1/19/27

A+

$

45,873

20

BA

Credit

Card

Trust

2021

A1

0.440%

9/15/26

AAA

19,117

200

Bank

2019-BNK19

2019

BN19

2.926%

8/15/61

AAA

176,274

100

BANK

2021-BNK34

2021

BN34

1.935%

6/15/63

AAA

90,483

100

BANK

2021-BNK35

2021

BN35

2.067%

6/15/64

AAA

86,389

500

BBCMS

Mortgage

Trust

2020-C6

2020

C6

2.690%

2/15/53

AAA

464,768

200

Benchmark

2021-B24

Mortgage

Trust

2021

B24

2.264%

3/15/54

AAA

166,322

100

Benchmark

2021-B27

Mortgage

Trust

2021

B27

2.703%

7/15/54

A-

68,512

100

Benchmark

2021-B28

Mortgage

Trust

2021

B28

2.073%

8/15/54

AAA

85,958

100

Capital

One

Multi-Asset

Execution

Trust

2022

A2

3.490%

5/15/27

AAA

97,987

100

CarMax

Auto

Owner

Trust

2022

1

1.700%

8/16/27

AAA

93,191

17

Carmax

Auto

Owner

Trust

2020-1

2020

1

1.890%

12/16/24

AAA

16,786

75

Carvana

Auto

Receivables

Trust

2022-N1

2022

N1,

144A

4.130%

12/11/28

BBB

70,895

100

Citibank

Credit

Card

Issuance

Trust

2018

A3

3.290%

5/23/25

AAA

99,911

180

Citigroup

Commercial

Mortgage

Trust

2016-C1

2016

C1

3.209%

5/10/49

AAA

169,513

500

COMM

2015-LC19

Mortgage

Trust

2015

LC19

3.183%

2/10/48

AAA

479,152

100

Discover

Card

Execution

Note

Trust

2021

A1

0.580%

9/15/26

AAA

94,111

100

Exeter

Automobile

Receivables

Trust

2022-1

2022

1A

2.180%

6/15/26

AAA

98,260

244

Fannie

Mae

Pool

FN

MA2941

3.500%

3/01/32

N/R

238,029

72

Fannie

Mae

Pool

FN

MA3392

3.500%

6/01/33

N/R

70,445

155

Fannie

Mae

Pool

FN

MA3490

4.000%

10/01/33

N/R

153,489

57

Fannie

Mae

Pool

FN

MA3828

3.000%

11/01/34

N/R

54,527

113

Fannie

Mae

Pool

FN

MA3865

3.000%

12/01/34

N/R

108,121

137

Fannie

Mae

Pool

FN

MA3957

3.500%

3/01/35

N/R

132,929

605

Fannie

Mae

Pool

FN

MA4074

2.000%

7/01/35

N/R

547,218

541

Fannie

Mae

Pool

FN

MA4123

2.000%

9/01/35

N/R

489,351

530

Fannie

Mae

Pool

FN

MA4180

2.500%

11/01/35

N/R

493,468

Nuveen

ESG

U.S.

Aggregate

Bond

ETF

(NUBD)

(continued)

Portfolio

of

Investments

April

30,

2023

(Unaudited)

38

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

$

523

Fannie

Mae

Pool

FN

MA4278

1.500%

3/01/36

N/R

$

460,347

625

Fannie

Mae

Pool

FN

MA4298

2.500%

3/01/36

N/R

583,633

155

Fannie

Mae

Pool

FN

MA4302

1.500%

4/01/36

N/R

136,283

70

Fannie

Mae

Pool

FN

MA4316

2021

MTGE

2.500%

4/01/36

N/R

65,332

179

Fannie

Mae

Pool

FN

MA4330

2.500%

5/01/36

N/R

167,067

322

Fannie

Mae

Pool

FN

MA4359

1.500%

6/01/36

N/R

282,937

74

Fannie

Mae

Pool

FN

MA4361

2021

MTGE

2.500%

6/01/36

N/R

68,433

164

Fannie

Mae

Pool

FN

MA4402

1.500%

8/01/36

N/R

144,210

304

Fannie

Mae

Pool

FN

MA4516

2.000%

1/01/37

N/R

274,270

1,200

Fannie

Mae

Pool

FN

MA4536

2.000%

2/01/37

N/R

1,082,974

121

Fannie

Mae

Pool

FN

MA3890

3.000%

1/01/40

N/R

112,480

758

Fannie

Mae

Pool

FN

MA4268

2.000%

2/01/41

N/R

646,376

126

Fannie

Mae

Pool

FN

MA4310

1.500%

4/01/41

N/R

103,462

578

Fannie

Mae

Pool

FN

MA4334

2.500%

5/01/41

N/R

516,419

87

Fannie

Mae

Pool

FN

MA4364

2.000%

6/01/41

N/R

74,170

81

Fannie

Mae

Pool

FN

MA4366

2.500%

6/01/41

N/R

72,037

253

Fannie

Mae

Pool

FN

MA4387

2.000%

7/01/41

N/R

218,202

341

Fannie

Mae

Pool

FN

MA4423

2.500%

9/01/41

N/R

304,613

832

Fannie

Mae

Pool

FN

MA3143

3.000%

9/01/47

N/R

759,700

312

Fannie

Mae

Pool

FN

MA3120

3.500%

9/01/47

N/R

294,151

54

Fannie

Mae

Pool

FN

MA3182

3.500%

11/01/47

N/R

50,661

181

Fannie

Mae

Pool

FN

MA3358

4.500%

5/01/48

N/R

178,173

2,454

Fannie

Mae

Pool

FN

FM5665

3.500%

8/01/48

N/R

2,313,267

103

Fannie

Mae

Pool

FN

MA3536

4.000%

12/01/48

N/R

99,737

174

Fannie

Mae

Pool

FN

MA3574

3.500%

1/01/49

N/R

163,739

1,640

Fannie

Mae

Pool

FN

FM5488

4.000%

5/01/49

N/R

1,592,684

1,012

Fannie

Mae

Pool

FN

MA3774

3.000%

9/01/49

N/R

918,333

682

Fannie

Mae

Pool

FN

MA3905

3.000%

1/01/50

N/R

617,874

2,105

Fannie

Mae

Pool

FN

MA4182

2.000%

11/01/50

N/R

1,757,723

1,356

Fannie

Mae

Pool

FN

MA4208

2.000%

12/01/50

N/R

1,131,922

856

Fannie

Mae

Pool

FN

MA4254

1.500%

2/01/51

N/R

675,604

933

Fannie

Mae

Pool

FN

MA4255

2.000%

2/01/51

N/R

778,301

350

Fannie

Mae

Pool

FN

MA4304

1.500%

4/01/51

N/R

276,402

2,377

Fannie

Mae

Pool

FN

MA4305

2.000%

4/01/51

NR

1,982,805

88

Fannie

Mae

Pool

FN

MA4337

4.000%

4/01/51

N/R

84,925

859

Fannie

Mae

Pool

FN

MA4325

2.000%

5/01/51

N/R

716,880

326

Fannie

Mae

Pool

FN

MA4327

3.000%

5/01/51

N/R

293,747

1,832

Fannie

Mae

Pool

FN

MA4355

2021

MTGE

2.000%

6/01/51

N/R

1,527,960

645

Fannie

Mae

Pool

FN

MA4357

3.000%

6/01/51

N/R

581,264

181

Fannie

Mae

Pool

FN

MA4377

1.500%

7/01/51

N/R

142,429

265

Fannie

Mae

Pool

FN

MA4378

2.000%

7/01/51

N/R

220,614

457

Fannie

Mae

Pool

FN

MA4397

1.500%

8/01/51

N/R

360,731

1,381

Fannie

Mae

Pool

FN

MA4398

2.000%

8/01/51

N/R

1,151,595

1,000

Fannie

Mae

Pool

FN

MA4437

2021

MA4437

2.000%

10/01/51

N/R

833,172

344

Fannie

Mae

Pool

FN

MA4439

3.000%

10/01/51

N/R

310,054

367

Fannie

Mae

Pool

FN

MA4465

2.000%

11/01/51

N/R

305,503

1,490

Fannie

Mae

Pool

FN

MA4511

2021

2021

2.000%

12/01/51

N/R

1,240,065

7,399

Fannie

Mae

Pool

FN

MA4493

2.500%

12/01/51

N/R

6,411,857

874

Fannie

Mae

Pool

FN

MA4512

2.500%

1/01/52

N/R

756,717

486

Fannie

Mae

Pool

FN

MA4513

2021

2021

3.000%

1/01/52

N/R

437,805

1,485

Fannie

Mae

Pool

FN

MA4549

3.000%

2/01/52

N/R

1,334,655

1,015

Fannie

Mae

Pool

FN

MA4562

,

(WI/DD,

Settling

5/11/23)

2.000%

3/01/52

AAA

844,655

3,149

Fannie

Mae

Pool

FN

MA4563

,

(WI/DD,

Settling

5/11/23)

2.500%

3/01/52

N/R

2,727,553

907

Fannie

Mae

Pool

FN

MA4565

3.500%

3/01/52

N/R

842,986

472

Fannie

Mae

Pool

FN

MA4579

3.000%

4/01/52

N/R

424,045

657

Fannie

Mae

Pool

FN

MA4644

2022

1

4.000%

5/01/52

NR

628,399

287

Fannie

Mae

Pool

FN

MA4625

2022

1

3.500%

6/01/52

AAA

266,314

939

Fannie

Mae

Pool

FN

MA4684

4.500%

6/01/52

N/R

917,631

418

Fannie

Mae

Pool

FN

MA4686

5.000%

6/01/52

AAA

415,849

335

Fannie

Mae

Pool

FN

MA4655

4.000%

7/01/52

NR

320,513

385

Fannie

Mae

Pool

FN

MA4700

2022

1

4.000%

7/01/52

AAA

368,580

759

Fannie

Mae

Pool

FN

MA4656

4.500%

7/01/52

AAA

742,377

572

Fannie

Mae

Pool

FN

MA4701

2022

1

4.500%

7/01/52

AAA

558,720

39

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

$

374

Fannie

Mae

Pool

FN

MA4709

5.000%

7/01/52

AAA

$

371,529

1,041

Fannie

Mae

Pool

FN

MA4737

5.000%

8/01/52

NR

1,035,249

1,033

Fannie

Mae

Pool

FN

MA4738

5.500%

8/01/52

AAA

1,041,683

387

Fannie

Mae

Pool

FN

MA4732

4.000%

9/01/52

NR

370,091

490

Fannie

Mae

Pool

FN

MA4782

,

(WI/DD,

Settling

5/11/23)

3.500%

10/01/52

AAA

454,974

292

Fannie

Mae

Pool

FN

MA4783

,

(WI/DD,

Settling

5/11/23)

4.000%

10/01/52

AAA

279,428

383

Fannie

Mae

Pool

FN

MA4807

5.500%

11/01/52

AAA

386,155

662

Fannie

Mae

Pool

FN

MA4847

6.000%

11/01/52

AAA

675,424

284

Fannie

Mae

Pool

FN

MA4852

6.500%

11/01/52

AAA

293,790

484

Fannie

Mae

Pool

FN

MA4842

2022

1

5.500%

12/01/52

AAA

487,696

1,060

Fannie

Mae

Pool

FN

MA4894

6.000%

1/01/53

AAA

1,079,706

763

Fannie

Mae

Pool

FN

MA4895

6.500%

1/01/53

AAA

787,033

300

Fannie

Mae

Pool

FN

MA5008

,

(WI/DD,

Settling

5/11/23)

4.500%

5/01/53

AAA

293,272

200

Fannie

Mae

Pool

FN

MA5009

,

(WI/DD,

Settling

5/11/23)

5.000%

5/01/53

AAA

198,872

300

Fannie

Mae

Pool

FN

MA5012

,

(WI/DD,

Settling

5/11/23)

6.500%

5/01/53

AAA

309,612

184

Fannie

Mae-Aces

2018

M7

3.130%

3/25/28

N/R

174,348

250

Fannie

Mae-Aces

2018

M10

3.469%

7/25/28

N/R

241,849

100

Ford

Credit

Auto

Owner

Trust

2022-A

2022

A

1.290%

6/15/26

AAA

95,889

792

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

2019

K735

2.862%

5/25/26

N/R

760,482

100

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

2021

K742

0.861%

6/25/27

AAA

91,063

62

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

2021

K742

1.760%

3/25/28

AAA

55,718

100

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

2021

K743

1.770%

5/25/28

AAA

89,487

323

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

2019

K094

2.701%

4/25/29

N/R

310,057

96

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

2021

K125

1.101%

8/25/30

AAA

84,693

98

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

2021

K127

1.353%

11/25/30

AAA

87,004

100

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

2021

K129

1.647%

5/25/31

N/R

82,633

99

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

2021

1520

2.007%

7/25/35

N/R

83,232

482

Ginnie

Mae

II

Pool

G2

MA3663

3.500%

5/20/46

N/R

458,923

61

Ginnie

Mae

II

Pool

G2

MA5264

4.000%

6/20/48

N/R

59,498

70

Ginnie

Mae

II

Pool

G2

MA5398

4.000%

8/20/48

N/R

68,321

433

Ginnie

Mae

II

Pool

G2

MA6038

3.000%

7/20/49

N/R

398,959

200

Ginnie

Mae

II

Pool

G2

MA6283

3.000%

11/20/49

N/R

184,596

784

Ginnie

Mae

II

Pool

G2

MA6338

3.000%

12/20/49

AAA

722,022

154

Ginnie

Mae

II

Pool

G2

MA6542

3.500%

3/20/50

AAA

146,834

80

Ginnie

Mae

II

Pool

G2

MA6600

3.500%

4/20/50

AAA

75,851

80

Ginnie

Mae

II

Pool

G2

MA6820

3.000%

8/20/50

AAA

73,663

762

Ginnie

Mae

II

Pool

G2

MA6864

2.000%

9/20/50

AAA

657,469

689

Ginnie

Mae

II

Pool

G2

MA6865

2.500%

9/20/50

AAA

612,047

83

Ginnie

Mae

II

Pool

G2

MA6931

2.500%

10/20/50

AAA

73,755

277

Ginnie

Mae

II

Pool

G2

MA6995

2.500%

11/20/50

AAA

245,407

486

Ginnie

Mae

II

Pool

G2

MA7051

2020

GNMA

II

2.000%

12/20/50

AAA

419,060

243

Ginnie

Mae

II

Pool

G2

MA7054

3.500%

12/20/50

AAA

230,484

458

Ginnie

Mae

II

Pool

G2

MA7136

2.500%

1/20/51

N/R

406,030

522

Ginnie

Mae

II

Pool

G2

MA7312

2021

MTGE

2.500%

4/20/51

AAA

462,698

577

Ginnie

Mae

II

Pool

G2

MA7367

2.500%

5/20/51

AAA

511,230

834

Ginnie

Mae

II

Pool

G2

MA7472

2.500%

7/20/51

AAA

736,790

824

Ginnie

Mae

II

Pool

G2

MA7704

2.000%

11/20/51

AAA

706,670

277

Ginnie

Mae

II

Pool

G2

MA7826

2.000%

1/20/52

AAA

236,816

183

Ginnie

Mae

II

Pool

G2

MA7827

2.500%

1/20/52

AAA

161,726

1,539

Ginnie

Mae

II

Pool

G2

MA7882

3.000%

2/20/52

AAA

1,404,179

471

Ginnie

Mae

II

Pool

G2

MA7935

,

(WI/DD,

Settling

5/18/23)

2.000%

3/20/52

AAA

402,877

464

Ginnie

Mae

II

Pool

G2

MA7937

3.000%

3/20/52

AAA

423,865

851

Ginnie

Mae

II

Pool

G2

MA7938

3.500%

3/20/52

AAA

798,543

481

Ginnie

Mae

II

Pool

G2

MA8046

4.500%

5/20/52

AAA

472,205

Nuveen

ESG

U.S.

Aggregate

Bond

ETF

(NUBD)

(continued)

Portfolio

of

Investments

April

30,

2023

(Unaudited)

40

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

$

821

Ginnie

Mae

II

Pool

G2

MA8100

4.000%

6/20/52

AAA

$

789,412

241

Ginnie

Mae

II

Pool

G2

MA8101

4.500%

6/20/52

AAA

236,616

478

Ginnie

Mae

II

Pool

G2

MA8102

5.000%

6/20/52

AAA

476,309

485

Ginnie

Mae

II

Pool

G2

MA8151

4.500%

7/20/52

AAA

476,494

196

Ginnie

Mae

II

Pool

G2

MA8200

4.000%

8/20/52

AAA

187,980

196

Ginnie

Mae

II

Pool

G2

MA8201

4.500%

8/20/52

AAA

191,969

195

Ginnie

Mae

II

Pool

G2

MA8202

5.000%

8/20/52

AAA

194,452

196

Ginnie

Mae

II

Pool

G2

MA8266

,

(WI/DD,

Settling

5/18/23)

3.500%

9/20/52

AAA

183,994

197

Ginnie

Mae

II

Pool

G2

MA8349

5.500%

10/20/52

AAA

198,545

197

Ginnie

Mae

II

Pool

G2

MA8428

5.000%

11/20/52

NR

196,617

198

Ginnie

Mae

II

Pool

G2

MA8430

6.000%

11/20/52

AAA

200,644

495

Ginnie

Mae

II

Pool

G2

MA8491

5.500%

12/20/52

AAA

498,775

198

Ginnie

Mae

II

Pool

G2

MA8492

6.000%

12/20/52

AAA

201,178

496

Ginnie

Mae

II

Pool

G2

MA8571

,

(WI/DD,

Settling

5/18/23)

6.000%

1/20/53

AAA

504,093

297

Ginnie

Mae

II

Pool

G2

MA8572

,

(WI/DD,

Settling

5/18/23)

6.500%

1/20/53

AAA

304,757

200

Ginnie

Mae

II

Pool

G2

MA8801

,

(WI/DD,

Settling

5/18/23)

5.500%

4/20/53

AAA

201,396

200

Ginnie

Mae

II

Pool

G2

MA8876

,

(WI/DD,

Settling

5/18/23)

4.000%

5/20/53

AAA

192,183

100

GM

Financial

Automobile

Leasing

Trust

2021-2

2021

2

0.690%

5/20/25

AA+

97,039

50

GM

Financial

Consumer

Automobile

Receivables

Trust

2022-1

2022

1

1.260%

11/16/26

AAA

47,670

200

GS

Mortgage

Securities

Trust

2019-GC38

2019

GC38

3.968%

2/10/52

AAA

189,700

73

Honda

Auto

Receivables

2021-2

Owner

Trust

2021

2

0.330%

8/15/25

AAA

70,379

50

John

Deere

Owner

Trust

2021

B

0.740%

5/15/28

AAA

46,424

100

Morgan

Stanley

Capital

I

Trust

2021-L5

2021

L5

1.518%

5/15/54

AAA

88,150

79

Santander

Drive

Auto

Receivables

Trust

2021-2

2021

2

0.900%

6/15/26

AA

77,684

100

Toyota

Auto

Receivables

2021-B

Owner

Trust

2021

B

0.530%

10/15/26

AAA

92,350

90

Verizon

Master

Trust

2021

1

0.500%

5/20/27

AAA

85,597

160

Wells

Fargo

Commercial

Mortgage

Trust

2016-C32

2016

C32

3.324%

1/15/59

AAA

155,854

300

Wells

Fargo

Commercial

Mortgage

Trust

2019-C49

2019

C49

3.760%

3/15/52

AAA

281,457

83

World

Omni

Auto

Receivables

Trust

2021-B

2021

B

0.420%

6/15/26

AAA

79,570

Total

Securitized

(cost

$86,913,148)

77,301,770

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

X

69,449,265

CORPORATE

DEBT

-

25.0%

X

69,449,265

Financials

-

8.1%

$

180

AerCap

Ireland

Capital

DAC

/

AerCap

Global

Aviation

Trust

2.450%

10/29/26

BBB

$

161,396

150

AerCap

Ireland

Capital

DAC

/

AerCap

Global

Aviation

Trust

3.300%

1/30/32

BBB

122,861

100

Aflac

Inc

3.600%

4/01/30

A-

94,274

190

Air

Lease

Corp

2.875%

1/15/26

BBB

177,516

10

Air

Lease

Corp

3.125%

12/01/30

BBB

8,519

100

Alexandria

Real

Estate

Equities

Inc

3.375%

8/15/31

BBB+

87,703

100

Alexandria

Real

Estate

Equities

Inc

2.950%

3/15/34

BBB+

80,919

81

Allstate

Corp/The

4.500%

6/15/43

A-

73,041

10

Ally

Financial

Inc

(3)

5.800%

5/01/25

BBB-

9,913

82

Ally

Financial

Inc

8.000%

11/01/31

BBB-

86,495

10

Ally

Financial

Inc

(3)

8.000%

11/01/31

BBB-

10,580

40

American

Express

Co

2.250%

3/04/25

A

38,088

100

American

Express

Co

4.990%

5/01/26

A

99,963

200

American

Express

Co

1.650%

11/04/26

A

181,353

120

American

International

Group

Inc

3.400%

6/30/30

BBB+

108,486

100

Arthur

J

Gallagher

&

Co

3.050%

3/09/52

BBB

65,538

42

Assurant

Inc

2.650%

1/15/32

BBB

32,038

10

Australia

&

New

Zealand

Banking

Group

Ltd/New

York

NY

3.700%

11/16/25

AA-

9,749

40

Banco

Bilbao

Vizcaya

Argentaria

SA

0.875%

9/18/23

A-

39,236

260

Banco

Santander

SA

4.175%

3/24/28

A-

247,193

100

Bank

of

America

Corp

3.841%

4/25/25

A

98,204

100

Bank

of

America

Corp

3.384%

4/02/26

A

96,429

100

Bank

of

America

Corp

5.080%

1/20/27

A

99,809

41

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Financials

(continued)

$

200

Bank

of

America

Corp

1.734%

7/22/27

A

$

179,180

250

Bank

of

America

Corp

2.087%

6/14/29

A

216,038

150

Bank

of

America

Corp

4.271%

7/23/29

A

143,765

600

Bank

of

America

Corp

3.974%

2/07/30

A

561,380

200

Bank

of

America

Corp

2.592%

4/29/31

A

169,420

250

Bank

of

America

Corp

2.651%

3/11/32

A

208,353

100

Bank

of

America

Corp

2.299%

7/21/32

A

80,674

122

Bank

of

America

Corp

3.311%

4/22/42

A

93,937

200

Bank

of

America

Corp

2.972%

7/21/52

A

136,471

100

Bank

of

Montreal

1.500%

1/10/25

A

94,187

100

Bank

of

Montreal

2.650%

3/08/27

A

92,853

38

Bank

of

Montreal

3.803%

12/15/32

BBB+

34,373

100

Bank

of

New

York

Mellon

Corp/The

0.850%

10/25/24

A+

93,950

100

Bank

of

New

York

Mellon

Corp/The

2.800%

5/04/26

A+

95,490

100

Bank

of

New

York

Mellon

Corp/The

2.050%

1/26/27

A+

91,002

100

Bank

of

Nova

Scotia/The

3.450%

4/11/25

A

97,024

100

Bank

of

Nova

Scotia/The

1.350%

6/24/26

A

89,912

300

Barclays

PLC

4.836%

5/09/28

BBB+

284,628

200

Barclays

PLC

7.385%

11/02/28

BBB+

212,975

40

BlackRock

Inc

3.250%

4/30/29

AA-

38,327

10

BlackRock

Inc

2.400%

4/30/30

AA-

8,865

152

Boston

Properties

LP

2.900%

3/15/30

BBB+

123,533

30

BPCE

SA

4.000%

4/15/24

A+

29,528

20

Brandywine

Operating

Partnership

LP

3.950%

11/15/27

BBB-

15,274

50

Brixmor

Operating

Partnership

LP

4.125%

6/15/26

BBB-

47,462

110

Brookfield

Finance

I

UK

Plc

/

Brookfield

Finance

Inc

2.340%

1/30/32

A-

89,665

20

Brookfield

Finance

Inc

3.900%

1/25/28

A-

18,851

40

Camden

Property

Trust

2.800%

5/15/30

A-

34,841

130

Canadian

Imperial

Bank

of

Commerce

1.000%

10/18/24

A

122,650

200

Capital

One

Financial

Corp

5.468%

2/01/29

BBB+

196,769

30

Cboe

Global

Markets

Inc

3.000%

3/16/32

A-

26,331

100

Charles

Schwab

Corp/The

3.200%

3/02/27

A

92,925

100

Charles

Schwab

Corp/The

2.000%

3/20/28

A

87,287

109

Chubb

Corp/The

6.000%

5/11/37

A

121,428

40

Citigroup

Inc

0.981%

5/01/25

A-

38,090

100

Citigroup

Inc

3.290%

3/17/26

A-

96,486

948

Citigroup

Inc

3.980%

3/20/30

A-

889,397

100

Citigroup

Inc

2.561%

5/01/32

A-

83,016

100

Citigroup

Inc

2.520%

11/03/32

A-

81,857

100

Citizens

Financial

Group

Inc

2.638%

9/30/32

BBB

74,455

100

CME

Group

Inc

2.650%

3/15/32

AA-

87,689

60

CME

Group

Inc

5.300%

9/15/43

AA-

63,496

200

Cooperatieve

Rabobank

UA

3.750%

7/21/26

BBB+

188,243

100

Corporate

Office

Properties

LP

2.000%

1/15/29

BBB-

77,261

270

Credit

Suisse

AG/New

York

NY

2.950%

4/09/25

A

251,371

240

Deutsche

Bank

AG/New

York

NY

1.447%

4/01/25

BBB

226,242

100

Digital

Realty

Trust

LP

5.550%

1/15/28

BBB

100,351

100

Discover

Financial

Services

6.700%

11/29/32

BBB

105,808

70

Elevance

Health

Inc

3.650%

12/01/27

BBB

67,955

100

Elevance

Health

Inc

2.250%

5/15/30

BBB

85,982

100

Elevance

Health

Inc

4.650%

1/15/43

BBB

94,042

100

Elevance

Health

Inc

4.550%

5/15/52

BBB

90,738

10

Equitable

Holdings

Inc

7.000%

4/01/28

BBB+

10,859

50

Equitable

Holdings

Inc

4.350%

4/20/28

BBB+

48,177

42

Equitable

Holdings

Inc

5.000%

4/20/48

BBB+

36,351

86

ERP

Operating

LP

2.500%

2/15/30

A-

74,646

50

Federal

Realty

Investment

Trust

3.500%

6/01/30

BBB+

44,491

132

Fifth

Third

Bancorp

1.707%

11/01/27

BBB+

114,514

30

First

American

Financial

Corp

2.400%

8/15/31

BBB

23,316

30

Franklin

Resources

Inc

1.600%

10/30/30

A

23,908

Nuveen

ESG

U.S.

Aggregate

Bond

ETF

(NUBD)

(continued)

Portfolio

of

Investments

April

30,

2023

(Unaudited)

42

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Financials

(continued)

$

50

GATX

Corp

4.700%

4/01/29

BBB

$

49,155

100

GATX

Corp

3.500%

6/01/32

BBB

88,722

100

Goldman

Sachs

Group

Inc/The

3.850%

7/08/24

A

98,348

200

Goldman

Sachs

Group

Inc/The

1.948%

10/21/27

A

179,098

300

Goldman

Sachs

Group

Inc/The

3.800%

3/15/30

A

281,730

582

Goldman

Sachs

Group

Inc/The

2.383%

7/21/32

A

475,440

200

Goldman

Sachs

Group

Inc/The

2.650%

10/21/32

A

166,427

100

Hartford

Financial

Services

Group

Inc/The

2.900%

9/15/51

BBB+

66,115

100

Healthpeak

OP

LLC

2.125%

12/01/28

BBB+

86,700

50

Healthpeak

OP

LLC

3.500%

7/15/29

BBB+

46,333

50

Host

Hotels

&

Resorts

LP

4.500%

2/01/26

BBB-

48,836

175

HSBC

Holdings

PLC

0.976%

5/24/25

A-

165,554

200

HSBC

Holdings

PLC

7.336%

11/03/26

A-

209,720

200

HSBC

Holdings

PLC

2.013%

9/22/28

A-

174,071

450

HSBC

Holdings

PLC

2.804%

5/24/32

A-

368,458

100

Humana

Inc

3.700%

3/23/29

BBB

94,653

50

Humana

Inc

4.875%

4/01/30

BBB

50,150

100

Humana

Inc

2.150%

2/03/32

BBB

81,084

100

Huntington

Bancshares

Inc/OH

2.625%

8/06/24

BBB+

95,044

100

ING

Groep

NV

3.950%

3/29/27

A-

96,041

50

ING

Groep

NV

4.050%

4/09/29

A-

47,790

54

Intercontinental

Exchange

Inc

3.750%

9/21/28

A-

52,197

100

Intercontinental

Exchange

Inc

4.600%

3/15/33

A-

99,865

50

Intercontinental

Exchange

Inc

4.250%

9/21/48

A-

44,067

20

Invesco

Finance

PLC

3.750%

1/15/26

A-

19,439

110

JPMorgan

Chase

&

Co

0.824%

6/01/25

A+

104,510

100

JPMorgan

Chase

&

Co

3.845%

6/14/25

A+

98,177

100

JPMorgan

Chase

&

Co

2.595%

2/24/26

A+

95,205

100

JPMorgan

Chase

&

Co

4.080%

4/26/26

A+

98,266

100

JPMorgan

Chase

&

Co

1.470%

9/22/27

A+

89,045

190

JPMorgan

Chase

&

Co

3.702%

5/06/30

A+

177,226

210

JPMorgan

Chase

&

Co

2.739%

10/15/30

A+

184,213

648

JPMorgan

Chase

&

Co

4.493%

3/24/31

A+

631,317

110

JPMorgan

Chase

&

Co

2.545%

11/08/32

A+

91,557

140

JPMorgan

Chase

&

Co

3.157%

4/22/42

A+

106,839

250

JPMorgan

Chase

&

Co

3.328%

4/22/52

A+

186,661

20

KeyBank

NA/Cleveland

OH

6.950%

2/01/28

BBB+

20,356

90

KeyCorp

2.250%

4/06/27

BBB+

78,479

40

Kilroy

Realty

LP

4.750%

12/15/28

BBB

35,418

100

Kimco

Realty

OP

LLC

2.250%

12/01/31

BBB+

78,641

20

Legg

Mason

Inc

4.750%

3/15/26

A

19,817

60

Lincoln

National

Corp

3.050%

1/15/30

BBB+

48,998

10

Lincoln

National

Corp

3.400%

3/01/32

BBB+

7,878

20

Lincoln

National

Corp

(3)

4.375%

6/15/50

BBB+

14,207

40

Lloyds

Banking

Group

PLC

4.500%

11/04/24

BBB+

39,080

210

Lloyds

Banking

Group

PLC

2.438%

2/05/26

A-

198,555

20

Lloyds

Banking

Group

PLC

4.550%

8/16/28

A-

19,287

30

Manulife

Financial

Corp

5.375%

3/04/46

A-

30,220

150

Marsh

&

McLennan

Cos

Inc

2.250%

11/15/30

A-

128,069

10

Marsh

&

McLennan

Cos

Inc

4.350%

1/30/47

A-

8,763

200

Mitsubishi

UFJ

Financial

Group

Inc

2.757%

9/13/26

A-

185,664

250

Mitsubishi

UFJ

Financial

Group

Inc

1.538%

7/20/27

A-

222,427

64

Mitsubishi

UFJ

Financial

Group

Inc

3.961%

3/02/28

A-

61,629

200

Mitsubishi

UFJ

Financial

Group

Inc

5.441%

2/22/34

A-

203,101

150

Mizuho

Financial

Group

Inc

2.651%

5/22/26

A-

141,536

10

Mizuho

Financial

Group

Inc

3.663%

2/28/27

A-

9,569

100

Mizuho

Financial

Group

Inc

2.869%

9/13/30

A-

86,805

20

Morgan

Stanley

0.790%

5/30/25

A

18,934

40

Morgan

Stanley

4.350%

9/08/26

BBB+

39,124

170

Morgan

Stanley

4.210%

4/20/28

A+

164,810

43

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Financials

(continued)

$

727

Morgan

Stanley

3.772%

1/24/29

A+

$

688,957

100

Morgan

Stanley

5.123%

2/01/29

A+

100,490

291

Morgan

Stanley

4.431%

1/23/30

A+

281,153

110

Morgan

Stanley

3.622%

4/01/31

A

100,613

170

Morgan

Stanley

2.239%

7/21/32

A+

137,223

100

Morgan

Stanley

2.484%

9/16/36

BBB+

76,861

250

National

Australia

Bank

Ltd/New

York

(3)

4.966%

1/12/26

AA-

253,054

50

National

Australia

Bank

Ltd/New

York

3.375%

1/14/26

AA-

48,624

100

NatWest

Group

PLC

5.076%

1/27/30

A-

98,555

30

Nomura

Holdings

Inc

2.648%

1/16/25

BBB+

28,459

120

Nomura

Holdings

Inc

2.172%

7/14/28

BBB+

101,068

42

Northern

Trust

Corp

3.950%

10/30/25

A

40,952

20

Northern

Trust

Corp

3.150%

5/03/29

A+

18,684

30

ORIX

Corp

3.700%

7/18/27

A-

28,698

10

PNC

Bank

NA

3.300%

10/30/24

A

9,637

10

PNC

Bank

NA

3.100%

10/25/27

A

9,372

90

PNC

Bank

NA

4.050%

7/26/28

A-

85,595

20

PNC

Bank

NA

(3)

2.700%

10/22/29

A-

17,308

124

PNC

Financial

Services

Group

Inc/The

3.900%

4/29/24

A-

121,713

54

Principal

Financial

Group

Inc

3.700%

5/15/29

A-

51,253

34

Progressive

Corp/The

3.200%

3/26/30

A

31,362

20

Progressive

Corp/The

(3)

3.000%

3/15/32

A

17,995

30

Progressive

Corp/The

4.200%

3/15/48

A

26,378

91

Prologis

LP

3.875%

9/15/28

A-

88,439

50

Prologis

LP

2.875%

11/15/29

A-

44,990

10

Prologis

LP

4.375%

9/15/48

A-

8,890

100

Prologis

LP

5.250%

6/15/53

A-

100,074

31

Prudential

Financial

Inc

1.500%

3/10/26

A-

28,528

60

Prudential

Financial

Inc

3.000%

3/10/40

A-

45,751

10

Prudential

Financial

Inc

(3)

4.500%

9/15/47

BBB+

9,236

113

Prudential

Financial

Inc

3.905%

12/07/47

A-

91,640

100

Prudential

Funding

Asia

PLC

3.625%

3/24/32

A

91,251

130

Realty

Income

Corp

2.200%

6/15/28

A-

116,481

10

Regions

Financial

Corp

1.800%

8/12/28

BBB+

8,316

20

Regions

Financial

Corp

7.375%

12/10/37

BBB+

21,480

20

Reinsurance

Group

of

America

Inc

3.950%

9/15/26

BBB+

19,375

19

Reinsurance

Group

of

America

Inc

3.900%

5/15/29

BBB+

17,869

100

Royal

Bank

of

Canada

3.375%

4/14/25

A+

97,222

100

Royal

Bank

of

Canada

1.200%

4/27/26

A+

91,022

100

Royal

Bank

of

Canada

1.150%

7/14/26

A+

90,029

100

Santander

Holdings

USA

Inc

4.260%

6/09/25

BBB+

96,726

100

Santander

Holdings

USA

Inc

2.490%

1/06/28

BBB+

87,698

200

Simon

Property

Group

LP

5.500%

3/08/33

A-

203,576

100

State

Street

Corp

1.746%

2/06/26

A+

94,148

100

State

Street

Corp

(3)

2.400%

1/24/30

A+

87,039

50

Sumitomo

Mitsui

Financial

Group

Inc

2.632%

7/14/26

A-

46,722

330

Sumitomo

Mitsui

Financial

Group

Inc

3.364%

7/12/27

A-

313,882

110

Sumitomo

Mitsui

Financial

Group

Inc

2.750%

1/15/30

A-

95,930

10

Sumitomo

Mitsui

Financial

Group

Inc

1.710%

1/12/31

A-

7,889

112

Synchrony

Financial

4.875%

6/13/25

BBB-

105,830

212

Toronto-Dominion

Bank/The

1.200%

6/03/26

A+

189,180

30

Toronto-Dominion

Bank/The

3.625%

9/15/31

A-

28,352

92

Travelers

Cos

Inc/The

4.600%

8/01/43

A

86,414

10

Travelers

Cos

Inc/The

3.750%

5/15/46

A

8,166

51

Truist

Bank

3.625%

9/16/25

A

48,250

200

Truist

Financial

Corp

3.700%

6/05/25

A-

192,658

50

Truist

Financial

Corp

1.887%

6/07/29

A-

42,327

100

UnitedHealth

Group

Inc

4.000%

5/15/29

A

98,358

100

UnitedHealth

Group

Inc

5.300%

2/15/30

A

105,558

100

UnitedHealth

Group

Inc

4.200%

5/15/32

A

98,052

Nuveen

ESG

U.S.

Aggregate

Bond

ETF

(NUBD)

(continued)

Portfolio

of

Investments

April

30,

2023

(Unaudited)

44

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Financials

(continued)

$

100

UnitedHealth

Group

Inc

5.350%

2/15/33

A

$

106,644

311

UnitedHealth

Group

Inc

4.750%

5/15/52

A

302,296

250

US

Bank

NA/Cincinnati

OH

2.800%

1/27/25

AA-

239,827

21

Ventas

Realty

LP

3.850%

4/01/27

BBB+

19,979

10

Ventas

Realty

LP

4.400%

1/15/29

BBB+

9,542

10

Ventas

Realty

LP

3.000%

1/15/30

BBB+

8,676

54

Ventas

Realty

LP

4.750%

11/15/30

BBB+

52,036

9

Voya

Financial

Inc

4.800%

6/15/46

BBB

7,627

40

Voya

Financial

Inc

4.700%

1/23/48

BBB-

33,703

108

Welltower

OP

LLC

4.125%

3/15/29

BBB+

101,202

50

Westpac

Banking

Corp

1.953%

11/20/28

AA-

43,903

100

Westpac

Banking

Corp

2.150%

6/03/31

AA-

85,325

166

Westpac

Banking

Corp

4.322%

11/23/31

BBB+

157,190

10

Willis

North

America

Inc

3.600%

5/15/24

BBB

9,802

50

Willis

North

America

Inc

2.950%

9/15/29

BBB

44,264

20

Zions

Bancorp

NA

3.250%

10/29/29

BBB

14,765

Total

Financials

22,664,945

Industrial

-

14.7%

20

3M

Co

(3)

3.375%

3/01/29

A

19,157

118

3M

Co

2.375%

8/26/29

A

105,618

70

3M

Co

(3)

3.050%

4/15/30

A

64,630

20

ABB

Finance

USA

Inc

3.800%

4/03/28

A-

19,848

44

Adobe

Inc

1.900%

2/01/25

A

42,191

18

Adobe

Inc

2.150%

2/01/27

A

16,758

40

Advance

Auto

Parts

Inc

3.500%

3/15/32

BBB-

34,497

60

Agilent

Technologies

Inc

2.100%

6/04/30

BBB+

50,404

99

Air

Products

and

Chemicals

Inc

1.850%

5/15/27

A

90,936

100

Albemarle

Corp

(3)

4.650%

6/01/27

BBB

98,818

150

Alibaba

Group

Holding

Ltd

4.500%

11/28/34

A+

141,995

100

Amazon.com

Inc

4.550%

12/01/27

AA-

101,820

100

Amazon.com

Inc

4.650%

12/01/29

AA-

102,373

100

Amazon.com

Inc

4.700%

12/01/32

AA-

102,843

300

Amazon.com

Inc

4.800%

12/05/34

AA-

311,447

100

Amazon.com

Inc

3.950%

4/13/52

AA-

88,050

10

Amcor

Finance

USA

Inc

4.500%

5/15/28

BBB

9,882

50

Amcor

Flexibles

North

America

Inc

2.630%

6/19/30

BBB

42,232

50

American

Honda

Finance

Corp

2.150%

9/10/24

A-

48,309

100

American

Honda

Finance

Corp

1.500%

1/13/25

A-

94,967

10

American

Tower

Corp

4.000%

6/01/25

BBB-

9,821

100

American

Tower

Corp

(3)

1.500%

1/31/28

BBB-

86,028

70

American

Tower

Corp

(3)

2.900%

1/15/30

BBB-

61,732

100

American

Tower

Corp

(3)

4.050%

3/15/32

BBB-

92,730

100

Amgen

Inc

5.150%

3/02/28

BBB+

102,351

100

Amgen

Inc

(3)

3.000%

2/22/29

BBB+

92,829

138

Amgen

Inc

2.300%

2/25/31

BBB+

116,918

100

Amgen

Inc

2.000%

1/15/32

BBB+

81,039

20

Amgen

Inc

5.750%

3/15/40

BBB+

20,600

100

Amgen

Inc

5.600%

3/02/43

BBB+

102,900

200

Amgen

Inc

4.400%

5/01/45

BBB+

176,492

50

Amphenol

Corp

4.350%

6/01/29

BBB+

49,778

100

Analog

Devices

Inc

1.700%

10/01/28

A

88,095

10

Applied

Materials

Inc

3.900%

10/01/25

A

9,895

52

Applied

Materials

Inc

5.100%

10/01/35

A

54,657

50

Applied

Materials

Inc

4.350%

4/01/47

A

47,310

50

Aptiv

PLC

4.350%

3/15/29

BBB

48,537

52

Aptiv

PLC

/

Aptiv

Corp

4.150%

5/01/52

BBB

40,256

10

Archer-Daniels-Midland

Co

3.250%

3/27/30

A

9,396

120

Archer-Daniels-Midland

Co

2.700%

9/15/51

A

83,817

100

Arrow

Electronics

Inc

6.125%

3/01/26

BBB-

100,073

45

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Industrial

(continued)

$

100

Astrazeneca

Finance

LLC

1.200%

5/28/26

A-

$

91,519

49

AstraZeneca

PLC

1.375%

8/06/30

A-

40,272

175

AstraZeneca

PLC

6.450%

9/15/37

A-

207,283

10

AstraZeneca

PLC

4.375%

11/16/45

A-

9,592

100

AT&T

Inc

5.539%

2/20/26

BBB

100,119

600

AT&T

Inc

4.850%

3/01/39

BBB

563,022

200

AT&T

Inc

6.375%

3/01/41

BBB

216,669

100

Autodesk

Inc

2.400%

12/15/31

BBB

83,870

100

Automatic

Data

Processing

Inc

1.700%

5/15/28

AA-

89,483

70

AutoNation

Inc

1.950%

8/01/28

BBB-

58,264

100

AutoZone

Inc

4.500%

2/01/28

BBB

99,784

50

Avery

Dennison

Corp

2.250%

2/15/32

BBB

40,233

20

Avnet

Inc

4.625%

4/15/26

BBB-

19,693

105

Baker

Hughes

Holdings

LLC

/

Baker

Hughes

Co-Obligor

Inc

3.138%

11/07/29

A-

95,378

180

Baxalta

Inc

4.000%

6/23/25

BBB

176,790

60

Baxter

International

Inc

1.730%

4/01/31

BBB

47,234

100

Baxter

International

Inc

2.539%

2/01/32

BBB

82,354

100

Becton

Dickinson

&

Co

4.693%

2/13/28

BBB

101,159

12

Bell

Telephone

Co

of

Canada

or

Bell

Canada/The

2.150%

2/15/32

BBB+

9,918

80

Bell

Telephone

Co

of

Canada

or

Bell

Canada/The

3.650%

3/17/51

BBB+

62,831

100

Berry

Global

Inc,

144A

5.500%

4/15/28

BBB-

100,058

20

Biogen

Inc

2.250%

5/01/30

BBB

17,019

40

Block

Financial

LLC

2.500%

7/15/28

BBB-

34,566

50

Booking

Holdings

Inc

3.600%

6/01/26

A-

48,881

62

BorgWarner

Inc

(3)

2.650%

7/01/27

BBB+

57,494

90

Bristol-Myers

Squibb

Co

1.450%

11/13/30

A

73,828

260

Bristol-Myers

Squibb

Co

4.125%

6/15/39

A

243,635

70

British

Telecommunications

PLC

9.625%

12/15/30

BBB

88,119

212

Broadcom

Inc,

144A

4.150%

4/15/32

BBB-

193,650

385

Broadcom

Inc

4.300%

11/15/32

BBB-

353,007

100

Broadridge

Financial

Solutions

Inc

2.600%

5/01/31

BBB+

83,900

100

Brunswick

Corp/DE

(3)

4.400%

9/15/32

BBB

88,445

30

Bunge

Ltd

Finance

Corp

3.250%

8/15/26

BBB

28,626

10

Bunge

Ltd

Finance

Corp

3.750%

9/25/27

BBB

9,640

50

Bunge

Ltd

Finance

Corp

2.750%

5/14/31

BBB

42,912

10

Campbell

Soup

Co

3.300%

3/19/25

BBB

9,721

110

Campbell

Soup

Co

(3)

2.375%

4/24/30

BBB

94,699

50

Canadian

National

Railway

Co

6.375%

11/15/37

A

57,987

30

Canadian

National

Railway

Co

3.650%

2/03/48

A

25,068

10

Canadian

National

Railway

Co

4.450%

1/20/49

A

9,459

100

Canadian

Pacific

Railway

Co

2.450%

12/02/31

BBB

89,220

70

Canadian

Pacific

Railway

Co

4.300%

5/15/43

BBB

62,636

120

Cardinal

Health

Inc

4.500%

11/15/44

BBB

103,163

40

Carlisle

Cos

Inc

3.500%

12/01/24

BBB

38,948

20

Carlisle

Cos

Inc

2.200%

3/01/32

BBB

15,836

172

Carrier

Global

Corp

3.377%

4/05/40

BBB-

133,925

100

Caterpillar

Financial

Services

Corp

0.600%

9/13/24

A

94,858

50

Caterpillar

Financial

Services

Corp

3.250%

12/01/24

A

48,916

112

Caterpillar

Financial

Services

Corp

3.400%

5/13/25

A

109,821

10

Caterpillar

Financial

Services

Corp

0.800%

11/13/25

A

9,143

100

Caterpillar

Inc

3.803%

8/15/42

A

89,714

20

CBRE

Services

Inc

4.875%

3/01/26

BBB+

20,015

112

CDW

LLC

/

CDW

Finance

Corp

2.670%

12/01/26

BBB-

101,729

100

Celanese

US

Holdings

LLC

1.400%

8/05/26

BBB-

87,677

50

Celulosa

Arauco

y

Constitucion

SA

3.875%

11/02/27

BBB-

46,702

10

Celulosa

Arauco

y

Constitucion

SA

5.500%

11/02/47

BBB-

8,928

50

Cheniere

Corpus

Christi

Holdings

LLC

5.875%

3/31/25

BBB-

50,394

62

Cheniere

Corpus

Christi

Holdings

LLC

5.125%

6/30/27

BBB-

62,276

40

Church

&

Dwight

Co

Inc

3.150%

8/01/27

BBB+

38,512

100

Church

&

Dwight

Co

Inc

5.000%

6/15/52

BBB+

100,267

Nuveen

ESG

U.S.

Aggregate

Bond

ETF

(NUBD)

(continued)

Portfolio

of

Investments

April

30,

2023

(Unaudited)

46

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Industrial

(continued)

$

70

Cigna

Group/The

4.500%

2/25/26

BBB+

$

69,827

300

Cigna

Group/The

3.050%

10/15/27

BBB+

282,567

50

Cigna

Group/The

4.800%

8/15/38

BBB+

48,515

100

Cintas

Corp

No

2

3.450%

5/01/25

A-

97,651

100

Cintas

Corp

No

2

3.700%

4/01/27

A-

97,899

188

Cisco

Systems

Inc

2.500%

9/20/26

A+

178,956

100

Clorox

Co/The

4.400%

5/01/29

BBB+

99,395

50

CNH

Industrial

NV

3.850%

11/15/27

BBB

48,040

85

Coca-Cola

Co/The

(3)

1.450%

6/01/27

A+

77,300

50

Coca-Cola

Co/The

1.000%

3/15/28

A+

43,671

160

Coca-Cola

Co/The

1.650%

6/01/30

A+

135,825

100

Coca-Cola

Co/The

3.000%

3/05/51

A+

78,475

40

Coca-Cola

Co/The

(3)

2.750%

6/01/60

A+

29,043

90

Coca-Cola

Femsa

SAB

de

CV

1.850%

9/01/32

A-

71,963

100

Colgate-Palmolive

Co

3.250%

8/15/32

AA-

93,825

200

Comcast

Corp

3.300%

4/01/27

A-

192,771

200

Comcast

Corp

3.400%

4/01/30

A-

187,495

200

Comcast

Corp

1.500%

2/15/31

A-

161,708

100

Comcast

Corp

5.500%

11/15/32

A-

107,173

300

Comcast

Corp

3.750%

4/01/40

A-

258,918

300

Comcast

Corp

2.987%

11/01/63

A-

194,249

10

Conagra

Brands

Inc

4.600%

11/01/25

BBB-

9,933

130

Conagra

Brands

Inc

8.250%

9/15/30

BBB-

152,032

50

Corning

Inc

5.350%

11/15/48

BBB+

49,685

10

Corning

Inc

3.900%

11/15/49

BBB+

7,770

10

Corning

Inc

4.375%

11/15/57

BBB+

8,467

100

Costco

Wholesale

Corp

1.375%

6/20/27

A+

90,288

40

Crown

Castle

Inc

4.300%

2/15/29

BBB

38,936

214

Crown

Castle

Inc

3.300%

7/01/30

BBB

193,160

100

Crown

Castle

Inc

2.500%

7/15/31

BBB-

83,908

155

CSX

Corp

4.250%

3/15/29

BBB+

153,736

10

CSX

Corp

6.000%

10/01/36

BBB+

10,954

100

CSX

Corp

4.100%

3/15/44

BBB+

88,115

10

CSX

Corp

4.750%

11/15/48

BBB+

9,455

52

CSX

Corp

4.250%

11/01/66

BBB+

43,384

9

Cummins

Inc

1.500%

9/01/30

A

7,451

82

Cummins

Inc

2.600%

9/01/50

A

54,279

200

CVS

Health

Corp

3.625%

4/01/27

BBB

193,589

170

CVS

Health

Corp

1.875%

2/28/31

BBB

138,459

300

CVS

Health

Corp

(3)

2.125%

9/15/31

BBB

246,122

110

CVS

Health

Corp

2.700%

8/21/40

BBB

78,791

100

CVS

Health

Corp

4.250%

4/01/50

BBB

83,419

100

Danaher

Corp

2.800%

12/10/51

A-

69,745

100

Deere

&

Co

3.900%

6/09/42

A

92,308

140

Dell

International

LLC

/

EMC

Corp

5.850%

7/15/25

BBB

142,979

122

Dell

International

LLC

/

EMC

Corp

8.100%

7/15/36

BBB

143,209

182

Discovery

Communications

LLC

(3)

3.625%

5/15/30

BBB-

162,021

51

Discovery

Communications

LLC

6.350%

6/01/40

BBB-

49,714

46

Discovery

Communications

LLC

4.000%

9/15/55

BBB-

30,232

100

Dollar

General

Corp

3.500%

4/03/30

BBB

92,504

12

Dollar

Tree

Inc

4.000%

5/15/25

BBB

11,811

82

Dollar

Tree

Inc

3.375%

12/01/51

BBB

58,408

30

Dover

Corp

5.375%

10/15/35

BBB+

31,523

141

Dow

Chemical

Co/The

4.250%

10/01/34

BBB+

132,229

50

DR

Horton

Inc

1.300%

10/15/26

BBB+

44,775

126

DuPont

de

Nemours

Inc

(3)

4.725%

11/15/28

BBB+

127,330

120

DuPont

de

Nemours

Inc

5.319%

11/15/38

BBB+

121,315

30

DXC

Technology

Co

1.800%

9/15/26

BBB

26,360

171

Eastern

Gas

Transmission

&

Storage

Inc

4.800%

11/01/43

A-

153,663

48

Eaton

Corp

3.103%

9/15/27

BBB+

45,872

47

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Industrial

(continued)

$

42

Eaton

Corp

4.000%

11/02/32

BBB+

$

40,356

134

eBay

Inc

2.700%

3/11/30

BBB+

117,582

86

Ecolab

Inc

3.250%

12/01/27

A-

83,056

100

Ecolab

Inc

2.700%

12/15/51

A-

67,193

52

Electronic

Arts

Inc

1.850%

2/15/31

BBB+

43,064

25

Eli

Lilly

&

Co

3.375%

3/15/29

A

24,021

100

Eli

Lilly

&

Co

4.700%

2/27/33

A

103,816

50

Emerson

Electric

Co

2.000%

12/21/28

A

44,351

62

Emerson

Electric

Co

1.950%

10/15/30

A

52,288

10

Enbridge

Inc

2.500%

2/14/25

BBB+

9,569

160

Enbridge

Inc

3.125%

11/15/29

BBB+

145,405

90

Enbridge

Inc

4.500%

6/10/44

BBB+

76,990

40

Enterprise

Products

Operating

LLC

7.550%

4/15/38

BBB+

46,919

200

Enterprise

Products

Operating

LLC

6.125%

10/15/39

BBB+

217,288

100

Enterprise

Products

Operating

LLC

4.850%

3/15/44

BBB+

93,297

40

Equinix

Inc

2.625%

11/18/24

BBB

38,462

100

Equinix

Inc

3.900%

4/15/32

BBB

91,117

110

Estee

Lauder

Cos

Inc/The

2.600%

4/15/30

A+

98,863

220

FedEx

Corp

3.900%

2/01/35

BBB

198,281

162

Fidelity

National

Information

Services

Inc

1.650%

3/01/28

BBB

140,052

254

Fiserv

Inc

3.500%

7/01/29

BBB

236,584

50

Flex

Ltd

4.875%

6/15/29

BBB-

48,501

30

Flowserve

Corp

2.800%

1/15/32

BBB-

24,260

40

FMC

Corp

3.450%

10/01/29

BBB-

36,664

10

Fomento

Economico

Mexicano

SAB

de

CV

4.375%

5/10/43

BBB+

8,981

79

Fomento

Economico

Mexicano

SAB

de

CV

3.500%

1/16/50

BBB+

60,929

30

Fortive

Corp

3.150%

6/15/26

BBB

28,686

110

Fox

Corp

4.709%

1/25/29

BBB

108,050

174

General

Mills

Inc

2.875%

4/15/30

BBB

158,215

200

General

Motors

Financial

Co

Inc

5.000%

4/09/27

BBB

197,810

274

General

Motors

Financial

Co

Inc

5.650%

1/17/29

BBB

274,581

210

General

Motors

Financial

Co

Inc

4.300%

4/06/29

BBB

195,714

40

Genuine

Parts

Co

2.750%

2/01/32

BBB

33,758

160

Gilead

Sciences

Inc

4.600%

9/01/35

BBB+

159,138

146

Gilead

Sciences

Inc

4.000%

9/01/36

BBB+

135,867

30

Gilead

Sciences

Inc

5.650%

12/01/41

BBB+

32,175

50

GlaxoSmithKline

Capital

Inc

3.625%

5/15/25

A

49,408

30

GlaxoSmithKline

Capital

PLC

3.000%

6/01/24

A

29,474

230

GlaxoSmithKline

Capital

PLC

3.375%

6/01/29

A

219,667

150

Global

Payments

Inc

3.200%

8/15/29

BBB-

132,667

162

Halliburton

Co

4.850%

11/15/35

BBB+

158,282

40

Harley-Davidson

Inc

(3)

4.625%

7/28/45

BBB-

31,104

10

Hasbro

Inc

3.500%

9/15/27

BBB

9,496

100

Hasbro

Inc

3.900%

11/19/29

BBB

91,863

210

HCA

Inc,

144A

3.125%

3/15/27

BBB-

197,190

106

HCA

Inc

4.125%

6/15/29

BBB-

100,498

110

HCA

Inc

5.125%

6/15/39

BBB-

103,431

100

HCA

Inc

3.500%

7/15/51

BBB-

69,800

100

Hewlett

Packard

Enterprise

Co

6.102%

4/01/26

BBB

100,868

50

Hewlett

Packard

Enterprise

Co

6.200%

10/15/35

BBB

54,050

100

Home

Depot

Inc/The

2.700%

4/15/25

A

97,256

10

Home

Depot

Inc/The

2.950%

6/15/29

A

9,344

299

Home

Depot

Inc/The

5.400%

9/15/40

A

315,873

100

Home

Depot

Inc/The

5.950%

4/01/41

A

112,187

22

Home

Depot

Inc/The

4.400%

3/15/45

A

20,458

100

Honda

Motor

Co

Ltd

2.534%

3/10/27

A-

93,935

100

Hormel

Foods

Corp

1.700%

6/03/28

A-

89,129

92

HP

Inc

3.400%

6/17/30

BBB

81,533

100

HP

Inc

4.200%

4/15/32

BBB

89,609

20

IDEX

Corp

2.625%

6/15/31

BBB

17,097

Nuveen

ESG

U.S.

Aggregate

Bond

ETF

(NUBD)

(continued)

Portfolio

of

Investments

April

30,

2023

(Unaudited)

48

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Industrial

(continued)

$

60

Illinois

Tool

Works

Inc

4.875%

9/15/41

A+

$

60,815

292

Intel

Corp

2.450%

11/15/29

A

257,504

10

Intel

Corp

4.000%

12/15/32

A

9,522

110

Intel

Corp

4.600%

3/25/40

A

103,473

40

Intel

Corp

4.250%

12/15/42

A

35,171

60

Intel

Corp

4.100%

5/11/47

A

50,506

60

Intel

Corp

3.734%

12/08/47

A

47,375

20

International

Business

Machines

Corp

7.000%

10/30/25

A-

21,184

170

International

Business

Machines

Corp

3.300%

5/15/26

A-

164,820

100

International

Business

Machines

Corp

2.720%

2/09/32

A-

86,729

72

International

Business

Machines

Corp

5.600%

11/30/39

A-

74,829

90

International

Business

Machines

Corp

4.700%

2/19/46

A-

82,430

30

International

Flavors

&

Fragrances

Inc

4.375%

6/01/47

BBB-

23,759

10

International

Flavors

&

Fragrances

Inc

5.000%

9/26/48

BBB-

8,661

45

International

Paper

Co

4.800%

6/15/44

BBB

41,306

42

International

Paper

Co

4.350%

8/15/48

BBB

36,313

60

Interpublic

Group

of

Cos

Inc/The

2.400%

3/01/31

BBB

50,139

48

Intuit

Inc

1.350%

7/15/27

A-

42,838

10

Intuit

Inc

1.650%

7/15/30

A-

8,334

100

J

M

Smucker

Co/The

2.750%

9/15/41

BBB

72,328

40

Jabil

Inc

(3)

4.250%

5/15/27

BBB-

39,004

112

John

Deere

Capital

Corp

0.450%

6/07/24

A

107,012

100

John

Deere

Capital

Corp

0.625%

9/10/24

A

94,752

100

John

Deere

Capital

Corp

1.300%

10/13/26

A

90,635

360

Johnson

&

Johnson

3.550%

3/01/36

AAA

336,513

50

Johnson

Controls

International

plc

5.125%

9/14/45

BBB

48,634

10

Johnson

Controls

International

plc

/

Tyco

Fire

&

Security

Finance

SCA

1.750%

9/15/30

BBB

8,297

30

Johnson

Controls

International

plc

/

Tyco

Fire

&

Security

Finance

SCA

2.000%

9/16/31

BBB

24,669

110

Keurig

Dr

Pepper

Inc

4.500%

4/15/52

BBB

98,229

50

Keysight

Technologies

Inc

3.000%

10/30/29

BBB

44,672

10

Kimberly-Clark

Corp

3.950%

11/01/28

A

9,983

100

Kimberly-Clark

Corp

2.000%

11/02/31

A

84,806

48

Kimberly-Clark

Corp

6.625%

8/01/37

A

59,031

69

Kimberly-Clark

Corp

5.300%

3/01/41

A

73,007

90

Kinder

Morgan

Inc

1.750%

11/15/26

BBB

81,328

312

Kinder

Morgan

Inc

5.300%

12/01/34

BBB

306,622

100

KLA

Corp

4.650%

7/15/32

A-

101,549

10

Koninklijke

KPN

NV

8.375%

10/01/30

BBB

11,879

100

Kraft

Heinz

Foods

Co

3.875%

5/15/27

BBB

97,629

100

Kraft

Heinz

Foods

Co

4.250%

3/01/31

BBB

97,320

100

Kraft

Heinz

Foods

Co

5.500%

6/01/50

BBB

100,979

10

Kroger

Co/The

2.200%

5/01/30

BBB

8,435

160

Kroger

Co/The

6.900%

4/15/38

BBB

183,136

9

Kroger

Co/The

5.400%

7/15/40

BBB

8,796

100

Laboratory

Corp

of

America

Holdings

1.550%

6/01/26

BBB

90,413

100

Laboratory

Corp

of

America

Holdings

2.700%

6/01/31

BBB

86,311

10

Lam

Research

Corp

1.900%

6/15/30

A-

8,476

90

Lam

Research

Corp

3.125%

6/15/60

A-

62,371

60

Lear

Corp

2.600%

1/15/32

BBB

47,598

30

Leggett

&

Platt

Inc

4.400%

3/15/29

BBB

29,213

30

Leggett

&

Platt

Inc

3.500%

11/15/51

BBB

22,307

10

Linde

Inc/CT

1.100%

8/10/30

A

8,040

70

Lowe's

Cos

Inc

3.350%

4/01/27

BBB+

67,473

61

Lowe's

Cos

Inc

4.500%

4/15/30

BBB+

60,375

300

Lowe's

Cos

Inc

5.000%

4/15/40

BBB+

289,617

190

LYB

International

Finance

III

LLC

3.375%

10/01/40

BBB

140,503

60

Magna

International

Inc

2.450%

6/15/30

A-

51,743

132

Marathon

Petroleum

Corp

4.750%

9/15/44

BBB

114,464

49

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Industrial

(continued)

$

112

Martin

Marietta

Materials

Inc

3.200%

7/15/51

BBB

$

79,615

100

Marvell

Technology

Inc

2.450%

4/15/28

BBB-

87,928

50

Masco

Corp

2.000%

2/15/31

BBB

40,235

32

Mastercard

Inc

2.950%

6/01/29

A+

30,105

44

Mastercard

Inc

3.350%

3/26/30

A+

41,888

100

Mastercard

Inc

2.000%

11/18/31

A+

84,933

40

Mastercard

Inc

(3)

3.800%

11/21/46

A+

35,065

70

MDC

Holdings

Inc

3.966%

8/06/61

BBB-

42,521

100

Medtronic

Global

Holdings

SCA

4.500%

3/30/33

A-

100,932

100

Merck

&

Co

Inc

1.900%

12/10/28

A+

89,209

200

Merck

&

Co

Inc

1.450%

6/24/30

A+

166,450

100

Merck

&

Co

Inc

2.750%

12/10/51

A+

70,863

20

Micron

Technology

Inc

4.975%

2/06/26

BBB-

19,902

80

Micron

Technology

Inc

4.185%

2/15/27

BBB-

77,142

50

Microsoft

Corp

3.300%

2/06/27

AAA

49,120

211

Microsoft

Corp

3.450%

8/08/36

AAA

196,003

576

Microsoft

Corp

2.921%

3/17/52

AAA

441,400

20

Moody's

Corp

(3)

2.000%

8/19/31

BBB+

16,393

10

Moody's

Corp

5.250%

7/15/44

BBB+

9,861

100

Moody's

Corp

3.750%

2/25/52

BBB+

80,032

50

Mosaic

Co/The

4.875%

11/15/41

BBB

44,641

100

Motorola

Solutions

Inc

2.750%

5/24/31

BBB-

83,233

120

MPLX

LP

2.650%

8/15/30

BBB

102,530

100

MPLX

LP

4.950%

3/14/52

BBB

86,564

30

National

Fuel

Gas

Co

5.500%

1/15/26

BBB-

30,155

50

NetApp

Inc

2.375%

6/22/27

BBB

46,267

100

Norfolk

Southern

Corp

2.300%

5/15/31

BBB+

84,724

32

Norfolk

Southern

Corp

4.837%

10/01/41

BBB+

30,296

110

Norfolk

Southern

Corp

2.900%

8/25/51

BBB+

73,552

50

NOV

Inc

3.950%

12/01/42

BBB

37,241

150

Novartis

Capital

Corp

2.200%

8/14/30

AA-

132,640

100

Novartis

Capital

Corp

4.400%

5/06/44

AA-

98,233

100

Nutrien

Ltd

4.200%

4/01/29

BBB

97,267

100

NVIDIA

Corp

2.000%

6/15/31

A

84,729

62

NVIDIA

Corp

3.500%

4/01/40

A

53,392

30

NVR

Inc

3.000%

5/15/30

BBB+

26,936

10

NXP

BV

/

NXP

Funding

LLC

/

NXP

USA

Inc

3.150%

5/01/27

BBB

9,370

112

NXP

BV

/

NXP

Funding

LLC

/

NXP

USA

Inc

2.500%

5/11/31

BBB

92,543

100

NXP

BV

/

NXP

Funding

LLC

/

NXP

USA

Inc

2.650%

2/15/32

BBB

82,214

183

ONEOK

Inc

4.550%

7/15/28

BBB

179,665

19

ONEOK

Inc

4.350%

3/15/29

BBB

18,174

10

ONEOK

Inc

7.150%

1/15/51

BBB

10,903

150

Oracle

Corp

2.800%

4/01/27

BBB

139,757

100

Oracle

Corp

4.650%

5/06/30

BBB

98,031

100

Oracle

Corp

4.900%

2/06/33

BBB

98,522

600

Oracle

Corp

4.300%

7/08/34

BBB

553,253

150

Oracle

Corp

6.900%

11/09/52

BBB

168,049

120

Orange

SA

(3)

5.375%

1/13/42

BBB+

123,889

60

Otis

Worldwide

Corp

3.112%

2/15/40

BBB

47,088

22

Owens

Corning

3.400%

8/15/26

BBB

21,098

50

Owens

Corning

3.875%

6/01/30

BBB

46,953

100

PACCAR

Financial

Corp

3.150%

6/13/24

A+

98,278

100

PACCAR

Financial

Corp

3.550%

8/11/25

A+

97,929

20

Paramount

Global

4.200%

6/01/29

BBB

18,547

300

Paramount

Global

(3)

4.200%

5/19/32

BBB

258,171

10

Parker-Hannifin

Corp

3.250%

3/01/27

BBB+

9,570

104

Parker-Hannifin

Corp

4.200%

11/21/34

BBB+

98,190

10

Parker-Hannifin

Corp

4.450%

11/21/44

BBB+

9,180

10

PayPal

Holdings

Inc

(3)

3.900%

6/01/27

A-

9,878

150

PayPal

Holdings

Inc

2.850%

10/01/29

A-

136,212

Nuveen

ESG

U.S.

Aggregate

Bond

ETF

(NUBD)

(continued)

Portfolio

of

Investments

April

30,

2023

(Unaudited)

50

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Industrial

(continued)

$

60

PepsiCo

Inc

3.500%

7/17/25

A+

$

59,058

20

PepsiCo

Inc

2.375%

10/06/26

A+

18,958

100

PepsiCo

Inc

1.625%

5/01/30

A+

85,083

364

PepsiCo

Inc

2.875%

10/15/49

A+

278,930

100

PerkinElmer

Inc

2.250%

9/15/31

BBB

81,257

100

Pfizer

Inc

3.600%

9/15/28

A+

98,304

350

Pfizer

Inc

4.200%

9/15/48

A+

328,403

90

Phillips

66

Co

3.550%

10/01/26

N/R

86,144

112

Phillips

66

Co,

144A

4.680%

2/15/45

BBB+

99,409

50

PPG

Industries

Inc

3.750%

3/15/28

BBB+

48,365

100

Procter

&

Gamble

Co/The

1.000%

4/23/26

AA-

91,847

200

Procter

&

Gamble

Co/The

3.000%

3/25/30

AA-

188,171

25

PulteGroup

Inc

5.000%

1/15/27

BBB

25,024

21

PVH

Corp

4.625%

7/10/25

BBB-

20,723

30

Qorvo

Inc,

144A

1.750%

12/15/24

BBB-

28,093

200

QUALCOMM

Inc

1.650%

5/20/32

A

161,300

100

QUALCOMM

Inc

(3)

4.250%

5/20/32

A

99,948

100

Quanta

Services

Inc

2.350%

1/15/32

BBB-

80,548

28

Quest

Diagnostics

Inc

4.250%

4/01/24

BBB

27,718

50

Quest

Diagnostics

Inc

3.450%

6/01/26

BBB

48,348

40

Regeneron

Pharmaceuticals

Inc

1.750%

9/15/30

BBB

32,677

40

RELX

Capital

Inc

4.750%

5/20/32

BBB+

40,131

10

Republic

Services

Inc

3.375%

11/15/27

BBB+

9,637

70

Republic

Services

Inc

3.950%

5/15/28

BBB+

68,621

18

Republic

Services

Inc

2.300%

3/01/30

BBB+

15,720

40

Republic

Services

Inc

1.450%

2/15/31

BBB+

32,085

40

Rockwell

Automation

Inc

4.200%

3/01/49

A

36,149

10

Rogers

Communications

Inc

3.625%

12/15/25

BBB-

9,623

100

Rogers

Communications

Inc,

144A

3.200%

3/15/27

BBB-

93,774

10

Rogers

Communications

Inc,

144A

3.800%

3/15/32

BBB-

9,004

140

Rogers

Communications

Inc

5.450%

10/01/43

BBB-

132,195

100

Roper

Technologies

Inc

3.800%

12/15/26

BBB

97,328

114

Ryder

System

Inc

2.500%

9/01/24

BBB+

110,022

100

Ryder

System

Inc

2.850%

3/01/27

BBB+

92,575

100

S&P

Global

Inc

2.900%

3/01/32

A-

88,800

20

Sabine

Pass

Liquefaction

LLC

5.875%

6/30/26

BBB

20,417

150

Sabine

Pass

Liquefaction

LLC

4.500%

5/15/30

BBB

145,246

100

Salesforce

Inc

2.700%

7/15/41

A

74,791

112

Salesforce

Inc

2.900%

7/15/51

A

79,520

10

Schlumberger

Finance

Canada

Ltd

1.400%

9/17/25

A

9,277

72

Schlumberger

Investment

SA

2.650%

6/26/30

A

64,649

131

Sherwin-Williams

Co/The

2.950%

8/15/29

BBB

118,487

42

Sherwin-Williams

Co/The

4.500%

6/01/47

BBB

37,191

60

Sonoco

Products

Co

2.850%

2/01/32

BBB

50,936

100

Stanley

Black

&

Decker

Inc

4.250%

11/15/28

BBB+

97,189

100

Stanley

Black

&

Decker

Inc

(3)

3.000%

5/15/32

BBB+

84,886

100

Starbucks

Corp

3.000%

2/14/32

BBB+

89,252

100

Starbucks

Corp

4.800%

2/15/33

BBB+

101,372

50

Takeda

Pharmaceutical

Co

Ltd

3.375%

7/09/60

BBB

35,285

100

Tapestry

Inc

3.050%

3/15/32

BBB-

82,813

21

Target

Corp

3.375%

4/15/29

A

20,261

150

Target

Corp

2.350%

2/15/30

A

133,194

52

Target

Corp

6.500%

10/15/37

A

61,237

9

Target

Corp

3.900%

11/15/47

A

7,768

20

TC

PipeLines

LP

3.900%

5/25/27

BBB+

19,473

60

Teledyne

Technologies

Inc

2.250%

4/01/28

BBB

53,497

20

Telefonica

Emisiones

SA

4.103%

3/08/27

BBB-

19,370

21

Telefonica

Emisiones

SA

7.045%

6/20/36

BBB-

23,333

10

Telefonica

Emisiones

SA

4.665%

3/06/38

BBB-

8,716

10

Telefonica

Emisiones

SA

4.895%

3/06/48

BBB-

8,302

51

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Industrial

(continued)

$

90

Telefonica

Emisiones

SA

5.520%

3/01/49

BBB-

$

81,167

60

Telefonica

Europe

BV

8.250%

9/15/30

BBB-

70,649

50

TELUS

Corp

3.700%

9/15/27

BBB

48,651

60

Texas

Instruments

Inc

1.750%

5/04/30

A+

50,989

100

Texas

Instruments

Inc

1.900%

9/15/31

A+

84,185

10

Texas

Instruments

Inc

3.875%

3/15/39

A+

9,179

100

Thermo

Fisher

Scientific

Inc

2.800%

10/15/41

A-

76,672

40

Thomson

Reuters

Corp

3.350%

5/15/26

BBB

38,687

30

Timken

Co/The

4.125%

4/01/32

BBB-

27,736

132

Toyota

Motor

Corp

2.760%

7/02/29

A+

121,245

100

Toyota

Motor

Credit

Corp

0.625%

9/13/24

A+

94,700

100

Toyota

Motor

Credit

Corp

4.400%

9/20/24

A+

99,714

100

Toyota

Motor

Credit

Corp

1.450%

1/13/25

A+

94,914

100

Toyota

Motor

Credit

Corp

1.125%

6/18/26

A+

90,714

10

Trane

Technologies

Luxembourg

Finance

SA

3.800%

3/21/29

BBB

9,574

260

TransCanada

PipeLines

Ltd

2.500%

10/12/31

BBB+

215,140

50

Transcontinental

Gas

Pipe

Line

Co

LLC

7.850%

2/01/26

BBB+

53,617

150

Transcontinental

Gas

Pipe

Line

Co

LLC

3.250%

5/15/30

BBB+

136,817

50

Transcontinental

Gas

Pipe

Line

Co

LLC

3.950%

5/15/50

BBB+

40,067

200

TSMC

Arizona

Corp

4.250%

4/22/32

AA-

198,345

39

TWDC

Enterprises

18

Corp

3.150%

9/17/25

A-

37,889

20

TWDC

Enterprises

18

Corp

4.375%

8/16/41

A-

18,560

10

TWDC

Enterprises

18

Corp

4.125%

12/01/41

A-

9,009

100

Tyco

Electronics

Group

SA

2.500%

2/04/32

A-

86,374

10

Unilever

Capital

Corp

2.600%

5/05/24

A+

9,769

18

Unilever

Capital

Corp

3.100%

7/30/25

A+

17,455

21

Unilever

Capital

Corp

2.000%

7/28/26

A+

19,736

100

Unilever

Capital

Corp

1.750%

8/12/31

A+

82,551

468

Union

Pacific

Corp

3.550%

8/15/39

A-

402,714

100

United

Parcel

Service

Inc

4.450%

4/01/30

A

101,324

150

United

Parcel

Service

Inc

5.200%

4/01/40

A

156,591

100

Valero

Energy

Corp

2.800%

12/01/31

BBB

84,472

70

Valmont

Industries

Inc

5.250%

10/01/54

BBB-

63,034

100

Verisk

Analytics

Inc

4.125%

3/15/29

BBB

96,710

39

Verizon

Communications

Inc

4.016%

12/03/29

BBB+

37,450

100

Verizon

Communications

Inc

1.500%

9/18/30

BBB+

80,905

300

Verizon

Communications

Inc

2.550%

3/21/31

BBB+

255,417

605

Verizon

Communications

Inc

2.355%

3/15/32

BBB+

496,668

112

Verizon

Communications

Inc

2.850%

9/03/41

BBB+

81,160

10

Verizon

Communications

Inc

5.500%

3/16/47

BBB+

10,198

200

Verizon

Communications

Inc

3.875%

3/01/52

BBB+

160,491

40

VF

Corp

2.800%

4/23/27

BBB

37,085

100

VICI

Properties

LP

(3)

4.950%

2/15/30

BBB-

95,589

100

Visa

Inc

2.050%

4/15/30

AA-

87,492

201

Visa

Inc

4.150%

12/14/35

AA-

197,861

130

VMware

Inc

1.400%

8/15/26

BBB-

116,083

10

Vodafone

Group

PLC

4.125%

5/30/25

BBB

9,878

20

Vodafone

Group

PLC

6.250%

11/30/32

BBB

21,929

183

Vodafone

Group

PLC

6.150%

2/27/37

BBB

197,145

100

Vulcan

Materials

Co

5.800%

3/01/26

BBB

100,526

200

Walgreens

Boots

Alliance

Inc

(3)

3.200%

4/15/30

BBB-

176,636

100

Walt

Disney

Co/The

3.350%

3/24/25

A-

98,330

40

Walt

Disney

Co/The

2.650%

1/13/31

A-

35,456

130

Walt

Disney

Co/The

6.400%

12/15/35

A-

150,214

12

Walt

Disney

Co/The

4.750%

9/15/44

A-

11,775

60

Walt

Disney

Co/The

4.950%

10/15/45

A-

59,218

270

Walt

Disney

Co/The

2.750%

9/01/49

A-

187,434

150

Warnermedia

Holdings

Inc,

144A

3.788%

3/15/25

BBB-

145,337

250

Warnermedia

Holdings

Inc,

144A

5.391%

3/15/62

BBB-

200,729

100

Waste

Connections

Inc

2.200%

1/15/32

BBB+

82,435

Nuveen

ESG

U.S.

Aggregate

Bond

ETF

(NUBD)

(continued)

Portfolio

of

Investments

April

30,

2023

(Unaudited)

52

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Industrial

(continued)

$

10

Waste

Management

Inc

1.500%

3/15/31

BBB+

$

8,111

100

Waste

Management

Inc

4.150%

4/15/32

BBB+

98,164

110

Western

Midstream

Operating

LP

6.150%

4/01/33

BBB-

111,849

40

Western

Union

Co/The

2.850%

1/10/25

BBB

38,304

10

Western

Union

Co/The

(3)

6.200%

11/17/36

BBB

10,384

100

Weyerhaeuser

Co

3.375%

3/09/33

BBB

88,669

100

Whirlpool

Corp

(3)

4.700%

5/14/32

BBB

96,850

190

Williams

Cos

Inc/The

2.600%

3/15/31

BBB

161,418

120

WRKCo

Inc

4.000%

3/15/28

BBB

114,850

50

WW

Grainger

Inc

1.850%

2/15/25

A

47,703

31

Xylem

Inc/NY

2.250%

1/30/31

BBB

26,293

10

Zoetis

Inc

4.500%

11/13/25

BBB

9,949

126

Zoetis

Inc

3.900%

8/20/28

BBB

123,434

9

Zoetis

Inc

2.000%

5/15/30

BBB

7,639

Total

Industrial

40,757,949

Utility

-

2.2%

52

AEP

Texas

Inc

4.150%

5/01/49

BBB+

43,552

110

American

Water

Capital

Corp

2.800%

5/01/30

BBB+

98,570

110

American

Water

Capital

Corp

2.300%

6/01/31

BBB+

93,795

260

Appalachian

Power

Co

4.400%

5/15/44

A-

225,589

100

Atmos

Energy

Corp

2.625%

9/15/29

A-

90,766

100

Atmos

Energy

Corp

2.850%

2/15/52

A-

68,534

100

Avista

Corp

4.000%

4/01/52

A-

83,642

120

Berkshire

Hathaway

Energy

Co

3.700%

7/15/30

A-

115,036

210

Berkshire

Hathaway

Energy

Co

5.150%

11/15/43

A-

210,731

100

Berkshire

Hathaway

Energy

Co

4.600%

5/01/53

A-

93,173

100

Black

Hills

Corp

5.950%

3/15/28

BBB+

103,638

100

CenterPoint

Energy

Houston

Electric

LLC

3.000%

3/01/32

A

89,301

100

CenterPoint

Energy

Inc

1.450%

6/01/26

BBB

90,793

90

CenterPoint

Energy

Resources

Corp

4.100%

9/01/47

A-

76,841

121

Commonwealth

Edison

Co

6.450%

1/15/38

A

140,358

100

Commonwealth

Edison

Co

2.750%

9/01/51

A

67,453

100

Connecticut

Light

and

Power

Co/The

2.050%

7/01/31

A+

84,138

40

Consolidated

Edison

Co

of

New

York

Inc

(3)

2.400%

6/15/31

A-

34,238

124

Consolidated

Edison

Co

of

New

York

Inc

5.500%

12/01/39

A-

125,814

122

Consolidated

Edison

Co

of

New

York

Inc

4.650%

12/01/48

A-

111,749

10

Consolidated

Edison

Co

of

New

York

Inc

4.300%

12/01/56

A-

8,440

10

Consolidated

Edison

Co

of

New

York

Inc

4.500%

5/15/58

A-

8,742

21

Consolidated

Edison

Co

of

New

York

Inc

3.000%

12/01/60

A-

13,916

90

Consumers

Energy

Co

3.500%

8/01/51

A+

70,438

126

DTE

Energy

Co

2.950%

3/01/30

BBB

111,387

112

Duke

Energy

Florida

LLC

2.400%

12/15/31

A

94,775

47

Duke

Energy

Florida

LLC

6.350%

9/15/37

A

52,934

100

Duke

Energy

Florida

LLC

5.950%

11/15/52

A

113,849

52

Emera

US

Finance

LP

4.750%

6/15/46

BBB-

43,211

10

Enel

Generacion

Chile

SA

4.250%

4/15/24

BBB

9,861

100

Entergy

Arkansas

LLC

5.150%

1/15/33

A

103,576

100

Essential

Utilities

Inc

2.400%

5/01/31

BBB

83,695

100

Evergy

Metro

Inc

4.950%

4/15/33

A

100,504

100

Exelon

Corp

2.750%

3/15/27

BBB

93,807

10

Exelon

Corp

4.950%

6/15/35

BBB

10,000

10

Exelon

Corp

4.450%

4/15/46

BBB

8,718

48

Interstate

Power

and

Light

Co

3.600%

4/01/29

BBB+

45,208

100

National

Rural

Utilities

Cooperative

Finance

Corp

3.450%

6/15/25

A

97,545

100

National

Rural

Utilities

Cooperative

Finance

Corp

2.750%

4/15/32

A+

85,871

151

NiSource

Inc

3.600%

5/01/30

BBB

140,324

110

NSTAR

Electric

Co

3.950%

4/01/30

A+

106,885

12

NSTAR

Electric

Co

5.500%

3/15/40

A+

12,470

100

Oncor

Electric

Delivery

Co

LLC

2.750%

5/15/30

A

89,977

53

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Utility

(continued)

$

67

Oncor

Electric

Delivery

Co

LLC

7.500%

9/01/38

A

$

83,462

100

ONE

Gas

Inc

4.250%

9/01/32

A-

98,157

170

PECO

Energy

Co

4.600%

5/15/52

A+

162,204

100

Piedmont

Natural

Gas

Co

Inc

2.500%

3/15/31

BBB+

84,163

36

Potomac

Electric

Power

Co

6.500%

11/15/37

A

41,260

50

PPL

Capital

Funding

Inc

3.100%

5/15/26

BBB+

47,841

60

PPL

Electric

Utilities

Corp

4.150%

10/01/45

A+

52,805

18

Public

Service

Co

of

Colorado

6.500%

8/01/38

A+

20,846

50

Public

Service

Co

of

New

Hampshire

2.200%

6/15/31

A+

42,399

20

Public

Service

Co

of

Oklahoma

2.200%

8/15/31

A-

16,550

70

Public

Service

Electric

and

Gas

Co

1.900%

8/15/31

A

57,961

100

Public

Service

Electric

and

Gas

Co

5.800%

5/01/37

A

108,821

100

Puget

Energy

Inc

4.224%

3/15/32

BBB-

93,057

30

Puget

Sound

Energy

Inc

5.638%

4/15/41

A

31,103

100

San

Diego

Gas

&

Electric

Co

3.000%

3/15/32

A

88,345

43

San

Diego

Gas

&

Electric

Co

4.150%

5/15/48

A

37,445

94

Sempra

Energy

6.000%

10/15/39

BBB

99,242

220

Southern

California

Edison

Co

4.700%

6/01/27

A-

221,459

150

Southern

California

Edison

Co

5.450%

6/01/52

A-

151,760

100

Southern

California

Gas

Co

2.950%

4/15/27

A

94,619

10

Southwest

Gas

Corp

3.700%

4/01/28

BBB+

9,497

20

Southwest

Gas

Corp

3.800%

9/29/46

BBB+

15,185

140

Southwestern

Electric

Power

Co

3.250%

11/01/51

BBB+

97,363

86

Southwestern

Public

Service

Co

4.500%

8/15/41

A-

78,076

23

Southwestern

Public

Service

Co

4.400%

11/15/48

A-

20,387

100

Tampa

Electric

Co

5.000%

7/15/52

A-

96,783

12

Tucson

Electric

Power

Co

3.050%

3/15/25

A-

11,596

100

Tucson

Electric

Power

Co

3.250%

5/15/32

A-

88,967

30

Tucson

Electric

Power

Co

3.250%

5/01/51

A-

21,040

25

Union

Electric

Co

5.450%

3/15/53

A

26,312

20

Washington

Gas

Light

Co

3.796%

9/15/46

A-

16,010

100

WEC

Energy

Group

Inc

5.150%

10/01/27

BBB+

102,172

100

WEC

Energy

Group

Inc

2.200%

12/15/28

BBB+

88,423

20

Wisconsin

Electric

Power

Co

1.700%

6/15/28

A

17,612

10

Wisconsin

Power

and

Light

Co

1.950%

9/16/31

A-

8,123

100

Wisconsin

Power

and

Light

Co

4.950%

4/01/33

A-

102,280

48

Wisconsin

Public

Service

Corp

3.671%

12/01/42

A

39,202

Total

Utility

6,026,371

Total

Corporate

Debt

(cost

$79,124,362)

69,449,265

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

X

13,623,790

GOVERNMENT

RELATED

-

4.9%

X

13,623,790

Government

Agency

-

1.6%

$

10

Equinor

ASA

3.250%

11/10/24

AA-

$

9,832

10

Equinor

ASA

3.000%

4/06/27

AA-

9,539

10

Equinor

ASA

3.625%

9/10/28

AA-

9,805

214

Equinor

ASA

3.125%

4/06/30

AA-

200,907

22

Equinor

ASA

3.950%

5/15/43

AA-

19,715

20

Equinor

ASA

3.700%

4/06/50

AA-

16,868

100

Export

Development

Canada

3.375%

8/26/25

AAA

98,671

81

Federal

National

Mortgage

Association

(3)

2.625%

9/06/24

N/R

79,031

70

Federal

National

Mortgage

Association

1.625%

1/07/25

N/R

66,911

200

Federal

National

Mortgage

Association

0.625%

4/22/25

N/R

186,591

200

Federal

National

Mortgage

Association

0.500%

6/17/25

N/R

185,506

200

Federal

National

Mortgage

Association

1.875%

9/24/26

N/R

188,158

329

Federal

National

Mortgage

Association

5.625%

7/15/37

N/R

388,204

50

Israel

Government

AID

Bond

5.500%

12/04/23

AAA

50,171

99

Japan

Bank

for

International

Cooperation

2.500%

5/28/25

A+

95,180

Nuveen

ESG

U.S.

Aggregate

Bond

ETF

(NUBD)

(continued)

Portfolio

of

Investments

April

30,

2023

(Unaudited)

54

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Government

Agency

(continued)

$

200

Japan

Bank

for

International

Cooperation

0.625%

7/15/25

A+

$

184,578

200

Japan

Bank

for

International

Cooperation

4.250%

1/26/26

A+

200,397

320

Japan

Bank

for

International

Cooperation

2.875%

6/01/27

A+

305,615

100

Korea

Development

Bank/The

2.125%

10/01/24

AA

96,618

40

Korea

Development

Bank/The

1.375%

4/25/27

AA

35,760

774

Kreditanstalt

fuer

Wiederaufbau

2.500%

11/20/24

AAA

752,142

100

Kreditanstalt

fuer

Wiederaufbau

1.250%

1/31/25

AAA

94,902

79

Kreditanstalt

fuer

Wiederaufbau

0.375%

7/18/25

AAA

73,007

432

Kreditanstalt

fuer

Wiederaufbau

3.000%

5/20/27

AAA

420,957

10

Landwirtschaftliche

Rentenbank

3.125%

11/14/23

AAA

9,902

30

Landwirtschaftliche

Rentenbank

2.000%

1/13/25

AAA

28,872

150

Landwirtschaftliche

Rentenbank

0.500%

5/27/25

AAA

138,988

100

Landwirtschaftliche

Rentenbank

3.875%

9/28/27

AAA

100,769

109

Oesterreichische

Kontrollbank

AG

3.125%

11/07/23

AA+

107,896

100

Oesterreichische

Kontrollbank

AG

0.500%

9/16/24

AA+

94,708

100

Oesterreichische

Kontrollbank

AG

2.875%

5/23/25

AA+

97,217

30

Svensk

Exportkredit

AB

0.625%

5/14/25

AA+

27,831

200

Svensk

Exportkredit

AB

4.625%

11/28/25

AA+

202,293

Total

Government

Agency

4,577,541

Municipal

Bonds

-

0.8%

(4)

250

Province

of

Alberta

Canada

(No

Opt.

Call)

1.000%

5/20/25

AA-

233,953

160

Province

of

Alberta

Canada

(No

Opt.

Call)

3.300%

3/15/28

AA-

155,952

40

Province

of

Alberta

Canada

(No

Opt.

Call)

1.300%

7/22/30

AA-

33,436

140

Province

of

British

Columbia

Canada

(No

Opt.

Call)

1.750%

9/27/24

AA

134,735

50

Province

of

British

Columbia

Canada

(No

Opt.

Call)

2.250%

6/02/26

AA+

47,580

110

Province

of

British

Columbia

Canada

(No

Opt.

Call)

0.900%

7/20/26

AA+

100,132

100

Province

of

Manitoba

Canada

(No

Opt.

Call)

2.600%

4/16/24

A+

97,867

100

Province

of

Manitoba

Canada

(No

Opt.

Call)

1.500%

10/25/28

A+

88,756

70

Province

of

New

Brunswick

Canada

(No

Opt.

Call)

3.625%

2/24/28

A+

69,102

10

Province

of

Ontario

Canada

(No

Opt.

Call)

3.400%

10/17/23

AA-

9,921

110

Province

of

Ontario

Canada

(No

Opt.

Call)

3.200%

5/16/24

AA-

108,130

200

Province

of

Ontario

Canada

(No

Opt.

Call)

2.500%

4/27/26

AA-

191,498

100

Province

of

Ontario

Canada

(No

Opt.

Call)

3.100%

5/19/27

AA-

97,124

100

Province

of

Ontario

Canada

(No

Opt.

Call)

1.800%

10/14/31

AA-

85,122

100

Province

of

Ontario

Canada

(No

Opt.

Call)

(3)

2.125%

1/21/32

AA-

87,094

89

Province

of

Quebec

Canada

(No

Opt.

Call)

2.875%

10/16/24

AA-

86,929

180

Province

of

Quebec

Canada

(No

Opt.

Call)

1.500%

2/11/25

AA-

171,283

50

Province

of

Quebec

Canada

(No

Opt.

Call)

0.600%

7/23/25

AA-

46,304

295

Province

of

Quebec

Canada

(No

Opt.

Call)

2.500%

4/20/26

AA-

282,875

70

Province

of

Quebec

Canada

(No

Opt.

Call)

2.750%

4/12/27

AA-

67,173

Total

Municipal

Bonds

2,194,966

Sovereign

Debt

-

2.5%

10

African

Development

Bank

3.000%

9/20/23

AAA

9,919

100

African

Development

Bank

3.375%

7/07/25

AAA

98,654

100

African

Development

Bank

0.875%

7/22/26

AAA

90,911

100

Asian

Development

Bank

4.125%

9/27/24

AAA

99,471

400

Asian

Development

Bank

1.500%

10/18/24

AAA

383,660

110

Asian

Development

Bank

1.500%

1/20/27

AAA

101,583

100

Asian

Development

Bank

(3)

1.875%

3/15/29

AAA

90,749

100

Asian

Development

Bank

3.125%

4/27/32

AAA

95,853

80

Canada

Government

International

Bond

1.625%

1/22/25

AAA

76,536

100

Canada

Government

International

Bond

2.875%

4/28/25

AAA

97,586

30

Chile

Government

International

Bond

3.125%

1/21/26

A

29,093

30

Chile

Government

International

Bond

3.240%

2/06/28

A

28,718

210

Chile

Government

International

Bond

(3)

2.450%

1/31/31

A

184,347

200

Chile

Government

International

Bond

3.250%

9/21/71

A

133,035

32

Council

Of

Europe

Development

Bank

1.375%

2/27/25

AAA

30,392

50

Council

Of

Europe

Development

Bank

(3)

0.875%

9/22/26

AAA

45,316

55

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

Sovereign

Debt

(continued)

$

100

European

Bank

for

Reconstruction

&

Development

4.375%

3/09/28

AAA

$

103,258

311

European

Investment

Bank

3.125%

12/14/23

AAA

307,420

100

European

Investment

Bank

2.250%

6/24/24

AAA

97,426

100

European

Investment

Bank

2.750%

8/15/25

AAA

97,446

100

European

Investment

Bank

0.750%

10/26/26

AAA

90,277

112

European

Investment

Bank

1.375%

3/15/27

AAA

102,835

100

European

Investment

Bank

3.625%

7/15/30

AAA

100,332

34

Hungary

Government

International

Bond

7.625%

3/29/41

BBB

38,626

200

Indonesia

Government

International

Bond

4.550%

1/11/28

BBB

200,327

200

Indonesia

Government

International

Bond

5.650%

1/11/53

BBB

210,413

100

Inter-American

Development

Bank

3.250%

7/01/24

AAA

98,510

130

Inter-American

Development

Bank

2.000%

7/23/26

AAA

122,824

100

Inter-American

Development

Bank

1.500%

1/13/27

AAA

92,184

100

Inter-American

Development

Bank

4.000%

1/12/28

AAA

101,543

100

Inter-American

Development

Bank

1.125%

7/20/28

AAA

88,078

200

Inter-American

Development

Bank

3.875%

10/28/41

AAA

192,971

60

International

Bank

for

Reconstruction

&

Development

2.500%

3/19/24

AAA

58,796

535

International

Bank

for

Reconstruction

&

Development

1.500%

8/28/24

AAA

514,855

151

International

Bank

for

Reconstruction

&

Development

(3)

2.125%

3/03/25

AAA

145,446

60

International

Bank

for

Reconstruction

&

Development

3.125%

11/20/25

AAA

58,841

20

International

Bank

for

Reconstruction

&

Development

2.500%

11/22/27

AAA

19,023

100

International

Bank

for

Reconstruction

&

Development

1.625%

11/03/31

AAA

85,663

112

International

Bank

for

Reconstruction

&

Development

(3)

2.500%

3/29/32

AAA

102,588

80

International

Finance

Corp

0.375%

7/16/25

AAA

73,477

50

International

Finance

Corp

2.126%

4/07/26

AAA

47,600

240

Israel

Government

International

Bond

2.750%

7/03/30

A+

216,364

70

Israel

Government

International

Bond

3.875%

7/03/50

A+

58,450

80

Korea

International

Bond

2.750%

1/19/27

AA

76,417

10

Korea

International

Bond

2.500%

6/19/29

AA-

9,242

20

Korea

International

Bond

1.000%

9/16/30

AA

16,413

70

Korea

International

Bond

(3)

1.750%

10/15/31

AA

59,676

70

Nordic

Investment

Bank

2.250%

5/21/24

AAA

68,166

120

Panama

Government

International

Bond

4.000%

9/22/24

BBB

118,161

20

Panama

Government

International

Bond

3.750%

3/16/25

BBB

19,560

30

Panama

Government

International

Bond

3.160%

1/23/30

BBB

26,479

250

Panama

Government

International

Bond

4.500%

5/15/47

BBB

200,180

80

Panama

Government

International

Bond

4.500%

4/16/50

BBB

62,400

10

Peruvian

Government

International

Bond

4.125%

8/25/27

BBB

9,820

180

Peruvian

Government

International

Bond

2.844%

6/20/30

BBB

159,584

70

Peruvian

Government

International

Bond

2.783%

1/23/31

BBB

60,626

65

Peruvian

Government

International

Bond

3.000%

1/15/34

BBB

54,337

96

Peruvian

Government

International

Bond

5.625%

11/18/50

BBB

99,156

20

Peruvian

Government

International

Bond

3.550%

3/10/51

BBB

15,076

10

Republic

of

Italy

Government

International

Bond

0.875%

5/06/24

BBB

9,527

100

Republic

of

Italy

Government

International

Bond

1.250%

2/17/26

BBB

89,811

270

Republic

of

Italy

Government

International

Bond

2.875%

10/17/29

BBB

237,119

70

Republic

of

Poland

Government

International

Bond

4.000%

1/22/24

A-

69,460

110

Republic

of

Poland

Government

International

Bond

4.875%

10/04/33

A-

111,638

64

Uruguay

Government

International

Bond

5.750%

10/28/34

BBB

70,490

200

Uruguay

Government

International

Bond

4.125%

11/20/45

BBB

186,549

Total

Sovereign

Debt

6,851,283

Total

Government

Related

(cost

$14,991,526)

13,623,790

Total

Long-Term

Investments

(cost

$305,391,982)

274,844,033

Nuveen

ESG

U.S.

Aggregate

Bond

ETF

(NUBD)

(continued)

Portfolio

of

Investments

April

30,

2023

(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

-

  0.9%

X

2,600,203

MONEY

MARKET

FUNDS

-

0.9%

X

2,600,203

2,600,203

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

(5)

4.840%(6)

$

2,600,203

Total

Money

Market

Funds

(cost

$2,600,203)

$

2,600,203

Total

Investments

Purchased

with

Collateral

from

Securities

Lending

(cost

$2,600,203)

2,600,203

Total

Investments

(cost

$

307,992,185

)

-

100

.0

%

277,444,236

Other

Assets

&

Liabilities,

Net

-

0.0%

136,251

Net

Assets

-

100%

$

277,580,487

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

U.S.

Treasury

$

–

$

114,469,208

$

–

$

114,469,208

Securitized

–

77,301,770

–

77,301,770

Corporate

Debt

–

69,449,265

–

69,449,265

Government

Related

–

13,623,790

–

13,623,790

Investments

Purchased

with

Collateral

from

Securities

Lending

2,600,203

–

–

2,600,203

Total

$

2,600,203

$

274,844,033

$

–

$

277,444,236

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

$2,533,392.

(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.