1

Nuveen

Enhanced

Yield

U.S.

Aggregate

Bond

ETF

(NUAG)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

LONG-TERM

INVESTMENTS

-

98.4%

X

–

CORPORATE

DEBT

-

42.4%

Financials

-

14.8%

$

18

AerCap

Ireland

Capital

DAC

/

AerCap

Global

Aviation

Trust

1.750%

1/30/26

$

16,771

18

AerCap

Ireland

Capital

DAC

/

AerCap

Global

Aviation

Trust

2.450%

10/29/26

16,631

5

AerCap

Ireland

Capital

DAC

/

AerCap

Global

Aviation

Trust

4.625%

10/15/27

4,826

1

AerCap

Ireland

Capital

DAC

/

AerCap

Global

Aviation

Trust

3.000%

10/29/28

892

50

AerCap

Ireland

Capital

DAC

/

AerCap

Global

Aviation

Trust

6.150%

9/30/30

50,729

8

AerCap

Ireland

Capital

DAC

/

AerCap

Global

Aviation

Trust

3.300%

1/30/32

6,679

4

Aetna

Inc

4.500%

5/15/42

3,292

10

Aetna

Inc

4.750%

3/15/44

8,304

2

Affiliated

Managers

Group

Inc

3.500%

8/01/25

1,944

10

Affiliated

Managers

Group

Inc

3.300%

6/15/30

8,716

1

Air

Lease

Corp

1.875%

8/15/26

916

7

Air

Lease

Corp

2.200%

1/15/27

6,380

8

Air

Lease

Corp

3.625%

4/01/27

7,463

22

Air

Lease

Corp

3.250%

10/01/29

19,521

10

Air

Lease

Corp

3.000%

2/01/30

8,666

5

Alexandria

Real

Estate

Equities

Inc

1.875%

2/01/33

3,673

23

Alexandria

Real

Estate

Equities

Inc

3.550%

3/15/52

15,052

50

Allstate

Corp/The

5.250%

3/30/33

48,803

20

Ally

Financial

Inc

7.100%

11/15/27

20,653

18

Ally

Financial

Inc

2.200%

11/02/28

15,226

11

Ally

Financial

Inc

8.000%

11/01/31

11,909

30

American

Express

Co

5.098%

2/16/28

29,662

13

American

Homes

4

Rent

LP

3.625%

4/15/32

11,119

50

American

International

Group

Inc

4.750%

4/01/48

43,452

9

Aon

Corp

2.800%

5/15/30

7,750

1

Aon

Corp

/

Aon

Global

Holdings

PLC

2.600%

12/02/31

816

100

Aon

Corp

/

Aon

Global

Holdings

PLC

5.350%

2/28/33

97,268

5

Ares

Capital

Corp

3.875%

1/15/26

4,814

30

Ares

Capital

Corp

7.000%

1/15/27

30,535

30

Arthur

J

Gallagher

&

Co

6.750%

2/15/54

32,304

7

Assurant

Inc

3.700%

2/22/30

6,144

10

Assurant

Inc

2.650%

1/15/32

7,999

1

Athene

Holding

Ltd

6.150%

4/03/30

1,018

30

Athene

Holding

Ltd

6.250%

4/01/54

29,160

7

AXIS

Specialty

Finance

PLC

4.000%

12/06/27

6,630

64

Banco

Santander

SA

2.749%

12/03/30

52,077

34

Bank

of

America

Corp

4.948%

7/22/28

33,354

120

Bank

of

America

Corp

5.015%

7/22/33

114,561

100

Bank

of

America

Corp

5.872%

9/15/34

100,182

10

Bank

of

Montreal

5.920%

9/25/25

10,048

40

Bank

of

New

York

Mellon

Corp/

The

4.947%

4/26/27

39,586

47

Bank

of

Nova

Scotia/The

3.625%

10/27/81

37,401

11

BankUnited

Inc

5.125%

6/11/30

9,912

Nuveen

Enhanced

Yield

U.S.

Aggregate

Bond

ETF

(NUAG)

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

2

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

Financials

(continued)

$

3

Barclays

PLC

2.852%

5/07/26

$

2,907

3

Barclays

PLC

5.200%

5/12/26

2,944

70

Barclays

PLC

5.501%

8/09/28

69,000

3

Barclays

PLC

5.088%

6/20/30

2,829

4

Barclays

PLC

2.667%

3/10/32

3,242

14

Barclays

PLC

2.894%

11/24/32

11,349

4

Barclays

PLC

3.811%

3/10/42

2,973

14

Blackstone

Private

Credit

Fund

2.625%

12/15/26

12,710

16

Blackstone

Secured

Lending

Fund

2.125%

2/15/27

14,329

18

Blue

Owl

Capital

Corp

4.250%

1/15/26

17,393

1

Blue

Owl

Capital

Corp

2.625%

1/15/27

909

14

Blue

Owl

Credit

Income

Corp

4.700%

2/08/27

13,230

5

Boston

Properties

LP

3.400%

6/21/29

4,376

14

Brighthouse

Financial

Inc

5.625%

5/15/30

13,823

24

Brown

&

Brown

Inc

2.375%

3/15/31

19,348

30

Canadian

Imperial

Bank

of

Commerce

5.001%

4/28/28

29,398

4

Capital

One

Financial

Corp

4.250%

4/30/25

3,940

6

Capital

One

Financial

Corp

1.878%

11/02/27

5,442

44

Capital

One

Financial

Corp

3.800%

1/31/28

41,226

21

Capital

One

Financial

Corp

4.927%

5/10/28

20,496

7

Capital

One

Financial

Corp

3.273%

3/01/30

6,180

46

Capital

One

Financial

Corp

2.359%

7/29/32

34,897

1

Capital

One

Financial

Corp

5.268%

5/10/33

947

50

Charles

Schwab

Corp/The

5.643%

5/19/29

50,079

36

CI

Financial

Corp

3.200%

12/17/30

28,660

1

Citigroup

Inc

3.070%

2/24/28

933

10

Citigroup

Inc

4.658%

5/24/28

9,754

100

Citigroup

Inc

4.412%

3/31/31

93,345

60

Citigroup

Inc

4.910%

5/24/33

56,310

50

Citigroup

Inc

5.827%

2/13/35

48,123

32

Citizens

Financial

Group

Inc

2.500%

2/06/30

26,424

8

CNA

Financial

Corp

3.900%

5/01/29

7,423

8

CNO

Financial

Group

Inc

5.250%

5/30/29

7,691

20

Cooperatieve

Rabobank

UA

3.750%

7/21/26

19,094

3

COPT

Defense

Properties

LP

2.900%

12/01/33

2,283

46

Corebridge

Financial

Inc

3.850%

4/05/29

42,227

8

Deutsche

Bank

AG/New

York

NY

6.119%

7/14/26

7,994

4

Deutsche

Bank

AG/New

York

NY

2.129%

11/24/26

3,764

4

Deutsche

Bank

AG/New

York

NY

2.311%

11/16/27

3,639

1

Deutsche

Bank

AG/New

York

NY

3.547%

9/18/31

860

70

Deutsche

Bank

AG/New

York

NY

7.079%

2/10/34

69,804

7

Discover

Financial

Services

4.500%

1/30/26

6,823

8

Discover

Financial

Services

4.100%

2/09/27

7,629

20

Discover

Financial

Services

7.964%

11/02/34

22,016

1

Elevance

Health

Inc

2.875%

9/15/29

882

51

Elevance

Health

Inc

4.100%

5/15/32

46,227

8

Elevance

Health

Inc

3.125%

5/15/50

5,213

13

Enstar

Group

Ltd

3.100%

9/01/31

10,376

10

EPR

Properties

3.750%

8/15/29

8,682

33

Equitable

Holdings

Inc

4.350%

4/20/28

31,434

13

Essex

Portfolio

LP

2.550%

6/15/31

10,538

24

Fairfax

Financial

Holdings

Ltd

4.625%

4/29/30

22,420

11

Federal

Realty

OP

LP

3.500%

6/01/30

9,719

21

Fidelity

National

Financial

Inc

3.400%

6/15/30

18,197

3

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

Financials

(continued)

$

2

Fifth

Third

Bancorp

1.707%

11/01/27

$

1,808

3

Fifth

Third

Bancorp

3.950%

3/14/28

2,822

40

Fifth

Third

Bancorp

6.361%

10/27/28

40,323

11

First

American

Financial

Corp

2.400%

8/15/31

8,502

11

FS

KKR

Capital

Corp

3.250%

7/15/27

9,895

16

GATX

Corp

4.550%

11/07/28

15,373

20

GATX

Corp

6.050%

3/15/34

19,998

10

Goldman

Sachs

BDC

Inc

2.875%

1/15/26

9,516

6

Goldman

Sachs

Group

Inc/The

1.948%

10/21/27

5,478

80

Goldman

Sachs

Group

Inc/The

4.482%

8/23/28

77,290

4

Goldman

Sachs

Group

Inc/The

2.615%

4/22/32

3,275

16

Goldman

Sachs

Group

Inc/The

2.383%

7/21/32

12,804

81

Goldman

Sachs

Group

Inc/The

6.450%

5/01/36

84,080

13

Golub

Capital

BDC

Inc

2.050%

2/15/27

11,520

12

Hartford

Financial

Services

Group

Inc/The

2.800%

8/19/29

10,532

5

Healthcare

Realty

Holdings

LP

3.100%

2/15/30

4,260

11

Healthpeak

OP

LLC

2.875%

1/15/31

9,232

10

Hercules

Capital

Inc

3.375%

1/20/27

9,126

5

Highwoods

Realty

LP

3.050%

2/15/30

4,132

90

HSBC

Holdings

PLC

6.547%

6/20/34

91,083

96

HSBC

Holdings

PLC

6.800%

6/01/38

99,885

15

Huntington

Bancshares

Inc/OH

4.000%

5/15/25

14,711

12

Huntington

Bancshares

Inc/OH

2.550%

2/04/30

10,008

8

Jackson

Financial

Inc

5.170%

6/08/27

7,880

2

Janus

Henderson

US

Holdings

Inc

4.875%

8/01/25

1,974

9

Jefferies

Financial

Group

Inc

4.150%

1/23/30

8,178

6

JPMorgan

Chase

&

Co

1.470%

9/22/27

5,442

10

JPMorgan

Chase

&

Co

6.070%

10/22/27

10,118

10

JPMorgan

Chase

&

Co

2.069%

6/01/29

8,739

4

JPMorgan

Chase

&

Co

3.702%

5/06/30

3,670

6

JPMorgan

Chase

&

Co

2.545%

11/08/32

4,868

12

JPMorgan

Chase

&

Co

4.912%

7/25/33

11,409

170

JPMorgan

Chase

&

Co

5.717%

9/14/33

169,359

12

Kemper

Corp

3.800%

2/23/32

9,891

57

KeyCorp

2.550%

10/01/29

47,296

5

Kilroy

Realty

LP

2.650%

11/15/33

3,575

2

Kimco

Realty

OP

LLC

2.250%

12/01/31

1,566

12

Kimco

Realty

OP

LLC

4.250%

4/01/45

9,147

11

Lazard

Group

LLC

4.500%

9/19/28

10,472

16

Lincoln

National

Corp

3.625%

12/12/26

15,220

63

Lloyds

Banking

Group

PLC

4.716%

8/11/26

62,009

11

Main

Street

Capital

Corp

3.000%

7/14/26

10,244

9

Manulife

Financial

Corp

4.061%

2/24/32

8,518

12

Markel

Group

Inc

3.350%

9/17/29

10,695

40

MetLife

Inc

5.375%

7/15/33

39,703

20

Mitsubishi

UFJ

Financial

Group

Inc

5.017%

7/20/28

19,686

3

Morgan

Stanley

4.350%

9/08/26

2,918

2

Morgan

Stanley

3.950%

4/23/27

1,915

60

Morgan

Stanley

3.622%

4/01/31

53,928

1

Morgan

Stanley

4.889%

7/20/33

942

100

Morgan

Stanley

5.424%

7/21/34

97,034

50

Morgan

Stanley

6.627%

11/01/34

52,759

1

Morgan

Stanley

2.484%

9/16/36

771

10

Nasdaq

Inc

3.850%

6/30/26

9,653

50

Nasdaq

Inc

5.550%

2/15/34

48,903

37

NatWest

Group

PLC

5.076%

1/27/30

35,749

3

NNN

REIT

Inc

2.500%

4/15/30

2,517

Nuveen

Enhanced

Yield

U.S.

Aggregate

Bond

ETF

(NUAG)

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

4

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

Financials

(continued)

$

1

NNN

REIT

Inc

3.000%

4/15/52

$

604

4

Nomura

Holdings

Inc

1.851%

7/16/25

3,806

53

Nomura

Holdings

Inc

5.386%

7/06/27

52,554

4

Nomura

Holdings

Inc

2.710%

1/22/29

3,493

2

Nomura

Holdings

Inc

3.103%

1/16/30

1,733

1

Nomura

Holdings

Inc

2.679%

7/16/30

834

10

Oaktree

Specialty

Lending

Corp

2.700%

1/15/27

8,975

7

Old

Republic

International

Corp

3.875%

8/26/26

6,709

10

ORIX

Corp

4.000%

4/13/32

9,058

50

PNC

Financial

Services

Group

Inc/The

6.875%

10/20/34

53,070

13

Prospect

Capital

Corp

3.437%

10/15/28

11,001

8

Prudential

Financial

Inc

5.375%

5/15/45

7,914

7

Prudential

Financial

Inc

5.700%

9/15/48

6,798

1

Prudential

Financial

Inc

3.700%

10/01/50

855

2

Regency

Centers

LP

2.950%

9/15/29

1,758

7

Regency

Centers

LP

4.400%

2/01/47

5,477

24

Regions

Financial

Corp

1.800%

8/12/28

20,389

10

Reinsurance

Group

of

America

Inc

3.150%

6/15/30

8,725

30

Royal

Bank

of

Canada

5.200%

8/01/28

29,829

10

Sabra

Health

Care

LP

3.200%

12/01/31

8,035

7

Santander

Holdings

USA

Inc

3.244%

10/05/26

6,561

1

Santander

Holdings

USA

Inc

2.490%

1/06/28

906

32

Santander

UK

Group

Holdings

PLC

1.532%

8/21/26

30,150

30

State

Street

Corp

5.159%

5/18/34

28,992

12

Stifel

Financial

Corp

4.000%

5/15/30

10,740

60

Sumitomo

Mitsui

Financial

Group

Inc

5.520%

1/13/28

60,108

6

Sun

Communities

Operating

LP

4.200%

4/15/32

5,254

40

Toronto-Dominion

Bank/The

5.156%

1/10/28

39,671

50

Truist

Financial

Corp

7.161%

10/30/29

52,354

5

UDR

Inc

3.000%

8/15/31

4,236

17

Unum

Group

3.875%

11/05/25

16,424

60

US

Bancorp

5.775%

6/12/29

60,119

12

Ventas

Realty

LP

2.500%

9/01/31

9,633

1

Wells

Fargo

&

Co

3.526%

3/24/28

944

40

Wells

Fargo

&

Co

4.808%

7/25/28

38,976

100

Wells

Fargo

&

Co

5.389%

4/24/34

96,368

100

Wells

Fargo

&

Co

5.557%

7/25/34

97,474

6

Welltower

OP

LLC

2.800%

6/01/31

5,018

6

Welltower

OP

LLC

3.850%

6/15/32

5,284

37

Westpac

Banking

Corp

2.668%

11/15/35

29,891

14

Willis

North

America

Inc

4.500%

9/15/28

13,368

11

WP

Carey

Inc

2.450%

2/01/32

8,619

Total

Financials

4,200,397

Industrial

-

12.3%

9

Agilent

Technologies

Inc

2.750%

9/15/29

7,911

10

Allegion

plc

3.500%

10/01/29

9,034

43

Altria

Group

Inc

5.800%

2/14/39

41,992

1

Altria

Group

Inc

3.875%

9/16/46

708

5

American

Airlines

2016-2

Class

AA

Pass

Through

Trust2020

A

3.200%

6/15/28

4,322

19

American

Tower

Corp

2.100%

6/15/30

15,503

11

American

Tower

Corp

4.050%

3/15/32

9,829

1

Amgen

Inc

2.300%

2/25/31

825

5

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

Industrial

(continued)

$

88

Amgen

Inc

3.150%

2/21/40

$

64,211

6

Amgen

Inc

5.150%

11/15/41

5,507

1

Amgen

Inc

3.000%

1/15/52

633

11

Amgen

Inc

4.200%

2/22/52

8,476

11

Amphenol

Corp

2.200%

9/15/31

8,883

3

Aptiv

PLC

3.100%

12/01/51

1,769

3

Aptiv

PLC

/

Aptiv

Corp

3.250%

3/01/32

2,535

10

ArcelorMittal

SA

4.250%

7/16/29

9,394

9

AT&T

Inc

2.750%

6/01/31

7,532

40

AT&T

Inc

5.400%

2/15/34

39,082

67

AT&T

Inc

4.850%

3/01/39

59,693

40

AT&T

Inc

3.500%

6/01/41

29,660

4

Autodesk

Inc

2.400%

12/15/31

3,230

11

AutoNation

Inc

3.850%

3/01/32

9,512

13

AutoZone

Inc

4.000%

4/15/30

12,027

11

Barrick

North

America

Finance

LLC

5.700%

5/30/41

10,771

11

BAT

Capital

Corp

4.742%

3/16/32

10,274

8

BAT

Capital

Corp

4.390%

8/15/37

6,567

30

BAT

Capital

Corp

7.079%

8/02/43

31,080

2

Becton

Dickinson

&

Co

1.957%

2/11/31

1,599

13

Becton

Dickinson

&

Co

4.685%

12/15/44

11,165

22

Bell

Telephone

Co

of

Canada

or

Bell

Canada

3.650%

8/15/52

15,345

10

Best

Buy

Co

Inc

1.950%

10/01/30

8,096

24

Biogen

Inc

5.200%

9/15/45

21,517

45

Boeing

Co/The

5.705%

5/01/40

40,855

8

BorgWarner

Inc

4.375%

3/15/45

6,279

7

Boston

Scientific

Corp

4.550%

3/01/39

6,284

64

(b)

Broadcom

Inc

3.187%

11/15/36

49,075

17

Broadridge

Financial

Solutions

Inc

2.600%

5/01/31

13,911

6

Brunswick

Corp/DE

4.400%

9/15/32

5,275

11

Campbell

Soup

Co

2.375%

4/24/30

9,253

1

Canadian

Natural

Resources

Ltd

2.950%

7/15/30

859

5

Canadian

Natural

Resources

Ltd

5.850%

2/01/35

4,885

2

Canadian

Natural

Resources

Ltd

6.750%

2/01/39

2,078

8

Canadian

Pacific

Railway

Co

2.450%

12/02/31

7,085

3

Canadian

Pacific

Railway

Co

4.800%

8/01/45

2,620

14

Canadian

Pacific

Railway

Co

4.700%

5/01/48

11,775

10

Cardinal

Health

Inc

4.500%

11/15/44

8,127

4

Carlisle

Cos

Inc

2.200%

3/01/32

3,156

5

Carrier

Global

Corp

2.722%

2/15/30

4,314

6

Carrier

Global

Corp

3.577%

4/05/50

4,236

9

Cencora

Inc

2.700%

3/15/31

7,538

5

Cenovus

Energy

Inc

5.250%

6/15/37

4,568

10

CF

Industries

Inc

5.375%

3/15/44

8,953

18

Charter

Communications

Operating

LLC

/

Charter

Communications

Operating

Capital

5.375%

4/01/38

14,913

1

Charter

Communications

Operating

LLC

/

Charter

Communications

Operating

Capital

3.500%

3/01/42

633

Nuveen

Enhanced

Yield

U.S.

Aggregate

Bond

ETF

(NUAG)

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

6

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

Industrial

(continued)

$

74

Charter

Communications

Operating

LLC

/

Charter

Communications

Operating

Capital

5.375%

5/01/47

$

56,572

1

Charter

Communications

Operating

LLC

/

Charter

Communications

Operating

Capital

5.250%

4/01/53

751

2

Choice

Hotels

International

Inc

3.700%

1/15/31

1,710

10

Church

&

Dwight

Co

Inc

2.300%

12/15/31

8,091

33

Cigna

Group/The

4.900%

12/15/48

28,342

5

Clorox

Co/The

4.400%

5/01/29

4,802

11

Conagra

Brands

Inc

5.300%

11/01/38

10,075

16

Constellation

Brands

Inc

4.750%

5/09/32

15,118

10

Constellation

Brands

Inc

5.250%

11/15/48

9,039

10

Corning

Inc

3.900%

11/15/49

7,412

36

Crown

Castle

Inc

2.500%

7/15/31

29,048

31

CSX

Corp

4.100%

11/15/32

28,421

49

CVS

Health

Corp

4.875%

7/20/35

45,017

18

CVS

Health

Corp

4.780%

3/25/38

15,849

19

Dell

International

LLC

/

EMC

Corp

6.200%

7/15/30

19,552

7

Dell

International

LLC

/

EMC

Corp

8.350%

7/15/46

8,676

2

Dell

International

LLC

/

EMC

Corp

3.450%

12/15/51

1,316

9

Devon

Energy

Corp

5.600%

7/15/41

8,323

5

Diamondback

Energy

Inc

3.125%

3/24/31

4,331

16

Diamondback

Energy

Inc

4.250%

3/15/52

12,286

20

Dick's

Sporting

Goods

Inc

3.150%

1/15/32

16,500

61

Discovery

Communications

LLC

4.000%

9/15/55

38,258

7

Dollar

General

Corp

4.125%

4/03/50

5,160

11

Dollar

Tree

Inc

3.375%

12/01/51

6,905

10

Dover

Corp

2.950%

11/04/29

8,841

22

Dow

Chemical

Co/The

4.250%

10/01/34

19,726

8

Dow

Chemical

Co/The

5.250%

11/15/41

7,255

25

DuPont

de

Nemours

Inc

5.319%

11/15/38

23,697

16

Eastman

Chemical

Co

4.800%

9/01/42

13,504

14

eBay

Inc

2.600%

5/10/31

11,702

20

Energy

Transfer

LP

6.550%

12/01/33

20,839

22

Energy

Transfer

LP

5.800%

6/15/38

21,075

22

Energy

Transfer

LP

5.000%

5/15/44

18,461

7

Equifax

Inc

2.600%

12/15/25

6,657

22

Equifax

Inc

2.350%

9/15/31

17,649

3

Equinix

Inc

2.500%

5/15/31

2,446

17

Equinix

Inc

3.900%

4/15/32

15,035

14

Expedia

Group

Inc

3.250%

2/15/30

12,349

3

Expedia

Group

Inc

2.950%

3/15/31

2,556

20

FactSet

Research

Systems

Inc

3.450%

3/01/32

16,966

17

FedEx

Corp

3.100%

8/05/29

15,271

6

FedEx

Corp

3.900%

2/01/35

5,178

14

FedEx

Corp

4.050%

2/15/48

10,472

31

Fidelity

National

Information

Services

Inc

1.650%

3/01/28

26,933

37

Fiserv

Inc

2.250%

6/01/27

33,619

50

Fiserv

Inc

5.625%

8/21/33

49,627

11

Fortune

Brands

Innovations

Inc

3.250%

9/15/29

9,812

20

Fox

Corp

6.500%

10/13/33

20,536

11

Freeport-McMoRan

Inc

4.250%

3/01/30

10,165

7

GE

Capital

Funding

LLC

4.550%

5/15/32

6,589

1

General

Electric

Co

4.350%

5/01/50

818

7

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

Industrial

(continued)

$

12

General

Mills

Inc

4.550%

4/17/38

$

10,397

32

General

Motors

Co

6.600%

4/01/36

32,927

10

General

Motors

Financial

Co

Inc

3.100%

1/12/32

8,246

12

Genuine

Parts

Co

2.750%

2/01/32

9,761

17

Gilead

Sciences

Inc

4.000%

9/01/36

14,596

9

Gilead

Sciences

Inc

4.750%

3/01/46

7,800

20

Gilead

Sciences

Inc

5.550%

10/15/53

19,411

6

Global

Payments

Inc

4.950%

8/15/27

5,880

6

Global

Payments

Inc

4.450%

6/01/28

5,723

5

Global

Payments

Inc

2.900%

5/15/30

4,261

1

Global

Payments

Inc

2.900%

11/15/31

821

9

Halliburton

Co

4.500%

11/15/41

7,630

8

Halliburton

Co

4.750%

8/01/43

6,947

10

Hasbro

Inc

3.900%

11/19/29

9,106

28

HCA

Inc

4.125%

6/15/29

26,017

20

HCA

Inc

4.375%

3/15/42

15,980

10

HCA

Inc

3.500%

7/15/51

6,489

4

Hewlett

Packard

Enterprise

Co

6.200%

10/15/35

4,119

10

Huntsman

International

LLC

2.950%

6/15/31

8,098

12

Ingredion

Inc

2.900%

6/01/30

10,363

8

International

Paper

Co

4.800%

6/15/44

6,846

7

International

Paper

Co

4.400%

8/15/47

5,597

6

J

M

Smucker

Co/The

2.125%

3/15/32

4,746

16

J

M

Smucker

Co/The

4.250%

3/15/35

14,063

16

Jabil

Inc

3.600%

1/15/30

14,160

12

Johnson

Controls

International

plc

4.950%

7/02/64

10,025

14

Kellanova

2.100%

6/01/30

11,629

15

Keurig

Dr

Pepper

Inc

3.200%

5/01/30

13,283

13

Keurig

Dr

Pepper

Inc

4.500%

4/15/52

10,584

41

Kinder

Morgan

Energy

Partners

LP

6.375%

3/01/41

40,641

1

Kinder

Morgan

Inc

3.600%

2/15/51

667

6

Kraft

Heinz

Foods

Co

4.250%

3/01/31

5,599

24

Kraft

Heinz

Foods

Co

5.500%

6/01/50

22,475

3

Kroger

Co/The

2.200%

5/01/30

2,497

1

Kroger

Co/The

1.700%

1/15/31

787

4

Kroger

Co/The

5.400%

1/15/49

3,727

5

L3Harris

Technologies

Inc

2.900%

12/15/29

4,360

8

L3Harris

Technologies

Inc

1.800%

1/15/31

6,326

10

Laboratory

Corp

of

America

Holdings

2.700%

6/01/31

8,350

2

Lear

Corp

3.500%

5/30/30

1,764

10

Lear

Corp

2.600%

1/15/32

7,976

2

Leggett

&

Platt

Inc

3.500%

11/15/51

1,267

5

Leidos

Inc

2.300%

2/15/31

4,033

10

Lowe's

Cos

Inc

4.500%

4/15/30

9,565

9

Lowe's

Cos

Inc

4.050%

5/03/47

6,838

31

Lowe's

Cos

Inc

4.250%

4/01/52

23,964

19

LYB

International

Finance

BV

5.250%

7/15/43

16,916

11

Marathon

Petroleum

Corp

6.500%

3/01/41

11,409

5

Marriott

International

Inc/MD

4.500%

10/01/34

4,449

6

Martin

Marietta

Materials

Inc

2.500%

3/15/30

5,117

3

Martin

Marietta

Materials

Inc

2.400%

7/15/31

2,441

1

Martin

Marietta

Materials

Inc

3.200%

7/15/51

659

14

Masco

Corp

2.000%

2/15/31

11,162

30

Mastercard

Inc

4.875%

3/09/28

29,845

13

McCormick

&

Co

Inc/MD

1.850%

2/15/31

10,328

45

McDonald's

Corp

4.700%

12/09/35

41,937

Nuveen

Enhanced

Yield

U.S.

Aggregate

Bond

ETF

(NUAG)

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

8

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

Industrial

(continued)

$

13

MDC

Holdings

Inc

3.966%

8/06/61

$

10,766

8

Molson

Coors

Beverage

Co

4.200%

7/15/46

6,272

16

Mondelez

International

Inc

3.000%

3/17/32

13,481

5

Mondelez

International

Inc

1.875%

10/15/32

3,864

7

Moody's

Corp

3.250%

1/15/28

6,556

35

Moody's

Corp

2.000%

8/19/31

27,814

4

Motorola

Solutions

Inc

2.300%

11/15/30

3,290

21

Motorola

Solutions

Inc

2.750%

5/24/31

17,447

42

MPLX

LP

4.500%

4/15/38

35,893

31

National

Fuel

Gas

Co

5.500%

1/15/26

30,768

3

NetApp

Inc

2.700%

6/22/30

2,544

20

Newmont

Corp

5.875%

4/01/35

20,226

6

Norfolk

Southern

Corp

3.000%

3/15/32

5,068

11

Norfolk

Southern

Corp

4.800%

8/15/43

9,364

18

Norfolk

Southern

Corp

3.700%

3/15/53

12,671

9

Northrop

Grumman

Corp

4.400%

5/01/30

8,565

20

Northrop

Grumman

Corp

5.200%

6/01/54

18,372

12

Nutrien

Ltd

5.625%

12/01/40

11,359

16

NXP

BV

/

NXP

Funding

LLC

/

NXP

USA

Inc

2.500%

5/11/31

13,061

8

NXP

BV

/

NXP

Funding

LLC

/

NXP

USA

Inc

2.650%

2/15/32

6,471

6

NXP

BV

/

NXP

Funding

LLC

/

NXP

USA

Inc

3.250%

11/30/51

3,824

13

ONEOK

Inc

5.150%

10/15/43

11,393

19

ONEOK

Partners

LP

6.125%

2/01/41

18,614

20

Oracle

Corp

2.875%

3/25/31

16,901

27

Oracle

Corp

3.800%

11/15/37

21,626

96

Oracle

Corp

3.650%

3/25/41

71,536

24

Orange

SA

5.375%

1/13/42

22,604

4

Owens

Corning

4.300%

7/15/47

3,127

3

Packaging

Corp

of

America

3.050%

10/01/51

1,899

8

Paramount

Global

4.950%

1/15/31

7,050

24

Paramount

Global

4.900%

8/15/44

16,810

14

Parker-Hannifin

Corp

4.450%

11/21/44

11,690

16

Phillips

66

4.650%

11/15/34

14,639

5

Phillips

66

5.875%

5/01/42

4,993

16

Phillips

66

3.300%

3/15/52

10,378

5

Phillips

66

Co

3.150%

12/15/29

4,440

23

Plains

All

American

Pipeline

LP

/

PAA

Finance

Corp

3.800%

9/15/30

20,612

30

Quanta

Services

Inc

2.350%

1/15/32

23,670

11

Quest

Diagnostics

Inc

2.800%

6/30/31

9,187

14

Regeneron

Pharmaceuticals

Inc

1.750%

9/15/30

11,177

9

RELX

Capital

Inc

3.000%

5/22/30

7,920

5

Republic

Services

Inc

1.750%

2/15/32

3,851

13

Revvity

Inc

2.550%

3/15/31

10,676

33

Rogers

Communications

Inc

5.000%

3/15/44

28,530

11

Rogers

Communications

Inc

4.550%

3/15/52

8,700

1

Roper

Technologies

Inc

2.950%

9/15/29

881

10

Roper

Technologies

Inc

2.000%

6/30/30

8,177

18

Royalty

Pharma

PLC

2.150%

9/02/31

14,108

14

RPM

International

Inc

4.250%

1/15/48

10,901

3

RTX

Corp

1.900%

9/01/31

2,353

1

RTX

Corp

3.030%

3/15/52

622

50

RTX

Corp

6.400%

3/15/54

53,626

6

Sherwin-Williams

Co/The

2.200%

3/15/32

4,766

10

Sherwin-Williams

Co/The

4.000%

12/15/42

7,845

11

Sonoco

Products

Co

2.850%

2/01/32

9,049

7

Southern

Copper

Corp

5.250%

11/08/42

6,384

9

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

Industrial

(continued)

$

40

Spectra

Energy

Partners

LP

4.500%

3/15/45

$

31,991

9

Starbucks

Corp

3.550%

8/15/29

8,315

2

Starbucks

Corp

3.000%

2/14/32

1,699

21

Starbucks

Corp

3.350%

3/12/50

14,071

6

Steel

Dynamics

Inc

3.450%

4/15/30

5,369

16

Stryker

Corp

4.100%

4/01/43

12,968

24

Suncor

Energy

Inc

4.000%

11/15/47

17,527

3

Sysco

Corp

5.950%

4/01/30

3,066

15

Sysco

Corp

3.150%

12/14/51

9,547

12

Tapestry

Inc

3.050%

3/15/32

9,531

10

Teck

Resources

Ltd

6.000%

8/15/40

9,615

5

Teledyne

FLIR

LLC

2.500%

8/01/30

4,164

9

TELUS

Corp

4.300%

6/15/49

6,950

5

Textron

Inc

3.000%

6/01/30

4,310

28

Time

Warner

Cable

LLC

5.500%

9/01/41

22,289

1

T-Mobile

USA

Inc

2.250%

11/15/31

797

80

T-Mobile

USA

Inc

3.400%

10/15/52

52,856

10

T-Mobile

USA

Inc

6.000%

6/15/54

10,063

4

Trane

Technologies

Global

Holding

Co

Ltd

5.750%

6/15/43

3,980

16

TransCanada

PipeLines

Ltd

4.100%

4/15/30

14,747

19

TransCanada

PipeLines

Ltd

5.100%

3/15/49

16,608

5

Transcontinental

Gas

Pipe

Line

Co

LLC

3.250%

5/15/30

4,405

26

Transcontinental

Gas

Pipe

Line

Co

LLC

3.950%

5/15/50

19,155

4

Triton

Container

International

Ltd

/

TAL

International

Container

Corp

3.250%

3/15/32

3,170

11

Tyson

Foods

Inc

5.100%

9/28/48

9,410

15

United

Airlines

2014-1

Class

A

Pass

Through

Trust2020

A

4.000%

4/11/26

14,682

24

Vale

Overseas

Ltd

3.750%

7/08/30

21,133

23

Valero

Energy

Corp

3.650%

12/01/51

15,623

25

Verizon

Communications

Inc

2.550%

3/21/31

20,747

96

Verizon

Communications

Inc

2.355%

3/15/32

76,595

2

Verizon

Communications

Inc

3.400%

3/22/41

1,489

7

Verizon

Communications

Inc

2.850%

9/03/41

4,773

6

Verizon

Communications

Inc

4.000%

3/22/50

4,544

6

Verizon

Communications

Inc

3.875%

3/01/52

4,429

12

VF

Corp

2.950%

4/23/30

9,551

36

Viatris

Inc

3.850%

6/22/40

25,427

12

VICI

Properties

LP

5.125%

5/15/32

11,149

8

VMware

LLC

4.700%

5/15/30

7,588

6

Vodafone

Group

PLC

4.375%

2/19/43

4,907

27

Vodafone

Group

PLC

4.875%

6/19/49

22,869

12

Vontier

Corp

2.950%

4/01/31

9,823

13

Vulcan

Materials

Co

3.500%

6/01/30

11,678

20

Warnermedia

Holdings

Inc

4.279%

3/15/32

17,228

12

Warnermedia

Holdings

Inc

5.050%

3/15/42

9,606

12

Waste

Connections

Inc

2.200%

1/15/32

9,539

11

Western

Union

Co/The

1.350%

3/15/26

10,117

13

Westlake

Corp

3.125%

8/15/51

7,885

6

Weyerhaeuser

Co

4.000%

4/15/30

5,531

3

Weyerhaeuser

Co

3.375%

3/09/33

2,533

3

Whirlpool

Corp

4.700%

5/14/32

2,763

10

Whirlpool

Corp

5.150%

3/01/43

8,526

13

Williams

Cos

Inc/The

2.600%

3/15/31

10,763

13

Xylem

Inc/NY

2.250%

1/30/31

10,665

2

Zimmer

Biomet

Holdings

Inc

4.250%

8/15/35

1,712

6

Zimmer

Biomet

Holdings

Inc

5.750%

11/30/39

5,810

Nuveen

Enhanced

Yield

U.S.

Aggregate

Bond

ETF

(NUAG)

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

10

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

Industrial

(continued)

$

11

Zoetis

Inc

4.700%

2/01/43

$

9,586

Total

Industrial

3,489,575

Utility

-

15.3%

5

AEP

Texas

Inc

3.800%

10/01/47

3,497

100

AEP

Texas

Inc

5.250%

5/15/52

88,000

50

AEP

Transmission

Co

LLC

5.400%

3/15/53

46,691

9

Ameren

Corp

1.950%

3/15/27

8,169

8

Ameren

Corp

1.750%

3/15/28

6,969

4

American

Electric

Power

Co

Inc

4.300%

12/01/28

3,802

4

American

Electric

Power

Co

Inc

3.875%

2/15/62

3,572

50

American

Water

Capital

Corp

4.150%

6/01/49

39,554

30

Atmos

Energy

Corp

6.200%

11/15/53

31,844

30

Avangrid

Inc

3.200%

4/15/25

29,251

4

Black

Hills

Corp

3.150%

1/15/27

3,741

10

Black

Hills

Corp

4.200%

9/15/46

7,465

11

Black

Hills

Corp

3.875%

10/15/49

7,594

18

Cleco

Corporate

Holdings

LLC

4.973%

5/01/46

14,122

1

CMS

Energy

Corp

4.875%

3/01/44

887

100

Consolidated

Edison

Co

of

New

York

Inc

5.900%

11/15/53

100,511

101

Constellation

Energy

Generation

LLC

5.600%

6/15/42

94,974

20

Dayton

Power

&

Light

Co/The

3.950%

6/15/49

14,219

13

Delmarva

Power

&

Light

Co

4.000%

6/01/42

9,884

6

Dominion

Energy

Inc

3.600%

3/15/27

5,681

7

Dominion

Energy

Inc

4.900%

8/01/41

6,072

13

Dominion

Energy

Inc

4.850%

8/15/52

10,908

100

DTE

Energy

Co

5.100%

3/01/29

97,627

11

Duke

Energy

Corp

3.150%

8/15/27

10,236

1

Duke

Energy

Corp

4.300%

3/15/28

960

337

Duke

Energy

Corp

3.950%

8/15/47

246,153

1

Duke

Energy

Corp

5.000%

8/15/52

854

100

Duke

Energy

Indiana

LLC

5.400%

4/01/53

92,639

27

El

Paso

Electric

Co

5.000%

12/01/44

22,431

8

Emera

US

Finance

LP

3.550%

6/15/26

7,620

42

Emera

US

Finance

LP

4.750%

6/15/46

32,746

23

Enel

Chile

SA

4.875%

6/12/28

21,857

1

Entergy

Corp

0.900%

9/15/25

938

1

Entergy

Corp

1.900%

6/15/28

868

1

Entergy

Corp

3.750%

6/15/50

692

50

Entergy

Louisiana

LLC

5.350%

3/15/34

48,495

21

Essential

Utilities

Inc

3.351%

4/15/50

13,891

4

Eversource

Energy

0.800%

8/15/25

3,747

21

Eversource

Energy

3.300%

1/15/28

19,316

6

Eversource

Energy

3.450%

1/15/50

3,964

6

Exelon

Corp

2.750%

3/15/27

5,555

100

Exelon

Corp

5.450%

3/15/34

97,195

3

Exelon

Corp

4.950%

6/15/35

2,732

21

Exelon

Corp

5.100%

6/15/45

18,596

7

Exelon

Corp

4.450%

4/15/46

5,666

1

Exelon

Corp

4.700%

4/15/50

832

48

FirstEnergy

Pennsylvania

Electric

Co

6.150%

10/01/38

48,208

30

Fortis

Inc/Canada

3.055%

10/04/26

28,255

50

Georgia

Power

Co

5.004%

2/23/27

49,538

81

Georgia

Power

Co

3.700%

1/30/50

58,242

18

Iberdrola

International

BV

6.750%

7/15/36

19,619

10

Idaho

Power

Co

5.800%

4/01/54

9,704

10

Interstate

Power

and

Light

Co

4.100%

9/26/28

9,459

11

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

Utility

(continued)

$

7

IPALCO

Enterprises

Inc

4.250%

5/01/30

$

6,424

1

ITC

Holdings

Corp

5.300%

7/01/43

902

12

National

Grid

USA

5.803%

4/01/35

11,665

100

National

Rural

Utilities

Cooperative

Finance

Corp

4.800%

3/15/28

98,349

50

National

Rural

Utilities

Cooperative

Finance

Corp

5.000%

2/07/31

48,545

18

NextEra

Energy

Capital

Holdings

Inc

4.450%

6/20/25

17,744

8

NextEra

Energy

Capital

Holdings

Inc

1.875%

1/15/27

7,271

100

NextEra

Energy

Capital

Holdings

Inc

4.900%

2/28/28

97,858

67

NextEra

Energy

Capital

Holdings

Inc

1.900%

6/15/28

58,248

4

NextEra

Energy

Capital

Holdings

Inc

3.500%

4/01/29

3,652

19

NextEra

Energy

Capital

Holdings

Inc

5.000%

7/15/32

18,267

100

NextEra

Energy

Capital

Holdings

Inc

6.700%

9/01/54

99,041

4

NextEra

Energy

Capital

Holdings

Inc

5.650%

5/01/79

3,800

3

NextEra

Energy

Capital

Holdings

Inc

3.800%

3/15/82

2,714

9

NiSource

Inc

3.490%

5/15/27

8,486

98

NiSource

Inc

5.950%

6/15/41

96,182

6

NiSource

Inc

5.650%

2/01/45

5,619

7

NiSource

Inc

3.950%

3/30/48

5,134

19

NiSource

Inc

5.000%

6/15/52

16,429

100

NSTAR

Electric

Co

4.950%

9/15/52

88,274

4

Oglethorpe

Power

Corp

5.950%

11/01/39

3,863

79

Oglethorpe

Power

Corp

4.200%

12/01/42

60,046

14

Oglethorpe

Power

Corp

4.250%

4/01/46

10,425

3

Oglethorpe

Power

Corp

5.050%

10/01/48

2,593

7

Oglethorpe

Power

Corp

5.250%

9/01/50

6,139

8

Pacific

Gas

and

Electric

Co

3.300%

12/01/27

7,349

9

Pacific

Gas

and

Electric

Co

3.000%

6/15/28

8,098

9

Pacific

Gas

and

Electric

Co

4.200%

3/01/29

8,392

100

Pacific

Gas

and

Electric

Co

5.900%

6/15/32

98,764

200

Pacific

Gas

and

Electric

Co

6.950%

3/15/34

211,365

109

Pacific

Gas

and

Electric

Co

4.200%

6/01/41

83,777

6

Pacific

Gas

and

Electric

Co

4.450%

4/15/42

4,687

8

Pacific

Gas

and

Electric

Co

3.750%

8/15/42

5,699

7

Pacific

Gas

and

Electric

Co

4.300%

3/15/45

5,222

7

Pacific

Gas

and

Electric

Co

4.000%

12/01/46

4,953

7

Pacific

Gas

and

Electric

Co

3.950%

12/01/47

4,908

106

Pacific

Gas

and

Electric

Co

4.950%

7/01/50

86,212

104

Pacific

Gas

and

Electric

Co

5.250%

3/01/52

87,414

170

PacifiCorp

5.500%

5/15/54

151,856

65

Piedmont

Natural

Gas

Co

Inc

3.640%

11/01/46

45,012

11

Piedmont

Natural

Gas

Co

Inc

3.350%

6/01/50

7,001

30

Pinnacle

West

Capital

Corp

1.300%

6/15/25

28,458

100

Potomac

Electric

Power

Co

5.500%

3/15/54

96,257

10

PPL

Capital

Funding

Inc

3.100%

5/15/26

9,557

1

PPL

Capital

Funding

Inc

4.125%

4/15/30

927

110

Public

Service

Co

of

Colorado

5.250%

4/01/53

98,526

100

Public

Service

Electric

and

Gas

Co

5.450%

8/01/53

96,226

50

Public

Service

Enterprise

Group

Inc

5.200%

4/01/29

49,075

Nuveen

Enhanced

Yield

U.S.

Aggregate

Bond

ETF

(NUAG)

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

12

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

Utility

(continued)

$

26

Puget

Energy

Inc

2.379%

6/15/28

$

22,862

26

Puget

Energy

Inc

4.100%

6/15/30

23,504

1

Sempra

3.300%

4/01/25

978

4

Sempra

3.250%

6/15/27

3,727

52

Sempra

3.400%

2/01/28

48,222

98

Sempra

3.800%

2/01/38

77,801

19

Sempra

4.000%

2/01/48

14,049

4

Sempra

4.125%

4/01/52

3,617

20

Southern

California

Edison

Co

5.150%

6/01/29

19,681

100

Southern

California

Edison

Co

5.700%

3/01/53

95,335

1

Southern

Co

Gas

Capital

Corp

4.400%

5/30/47

794

1

Southern

Co/The

5.113%

8/01/27

985

100

Southern

Co/The

5.700%

3/15/34

99,695

51

Southern

Power

Co

4.950%

12/15/46

43,323

35

Southwest

Gas

Corp

4.150%

6/01/49

25,817

8

Southwestern

Electric

Power

Co

1.650%

3/15/26

7,442

4

Southwestern

Electric

Power

Co

4.100%

9/15/28

3,757

1

Southwestern

Electric

Power

Co

3.900%

4/01/45

722

109

Southwestern

Electric

Power

Co

3.250%

11/01/51

68,287

21

Southwestern

Public

Service

Co

6.000%

10/01/36

20,381

18

Spire

Inc

4.700%

8/15/44

14,557

50

Union

Electric

Co

5.200%

4/01/34

48,471

25

Union

Electric

Co

5.450%

3/15/53

23,443

100

Virginia

Electric

and

Power

Co

5.350%

1/15/54

92,750

80

WEC

Energy

Group

Inc

4.750%

1/15/28

78,432

11

Xcel

Energy

Inc

1.750%

3/15/27

9,888

1

Xcel

Energy

Inc

4.000%

6/15/28

941

7

Xcel

Energy

Inc

4.800%

9/15/41

5,899

Total

Utility

4,348,807

Total

Corporate

Debt

(cost

$13,586,753)

12,038,779

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

X

–

U.S.

TREASURY

-

26.8%

$

408

United

States

Treasury

Note/Bond

0.250%

9/30/25

380,811

100

United

States

Treasury

Note/Bond

4.875%

11/30/25

99,578

500

United

States

Treasury

Note/Bond

4.250%

12/31/25

492,988

425

United

States

Treasury

Note/Bond

0.375%

1/31/26

391,614

400

United

States

Treasury

Note/Bond

4.250%

1/31/26

394,359

425

United

States

Treasury

Note/Bond

0.750%

3/31/26

391,980

700

United

States

Treasury

Note/Bond

4.500%

3/31/26

692,973

704

United

States

Treasury

Note/Bond

0.750%

4/30/26

646,790

3

United

States

Treasury

Note/Bond

0.875%

6/30/26

2,566

3

United

States

Treasury

Note/Bond

1.250%

12/31/26

3,274

1,200

United

States

Treasury

Note/Bond

4.000%

1/15/27

1,172,391

250

United

States

Treasury

Note/Bond

4.250%

3/15/27

245,781

1

United

States

Treasury

Note/Bond

2.500%

3/31/27

936

30

United

States

Treasury

Note/Bond

2.750%

4/30/27

28,239

3

United

States

Treasury

Note/Bond

3.250%

6/30/27

2,670

0

(c)

United

States

Treasury

Note/Bond

2.750%

7/31/27

375

150

United

States

Treasury

Note/Bond

3.625%

5/31/28

143,607

13

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

$

105

United

States

Treasury

Note/Bond

4.375%

8/31/28

$

103,392

100

United

States

Treasury

Note/Bond

4.875%

10/31/28

100,457

150

United

States

Treasury

Note/Bond

3.125%

11/15/28

140,098

500

United

States

Treasury

Note/Bond

4.000%

1/31/29

484,473

400

United

States

Treasury

Note/Bond

4.250%

2/28/29

391,844

150

United

States

Treasury

Note/Bond

4.625%

4/30/29

149,426

100

United

States

Treasury

Note/Bond

4.250%

2/28/31

97,359

250

United

States

Treasury

Note/Bond

4.000%

2/15/34

236,719

350

United

States

Treasury

Note/Bond

3.375%

8/15/42

285,537

100

United

States

Treasury

Note/Bond

3.875%

2/15/43

87,355

370

United

States

Treasury

Note/Bond

4.500%

2/15/44

351,269

50

United

States

Treasury

Note/Bond

3.625%

5/15/53

40,867

25

United

States

Treasury

Note/Bond

4.750%

11/15/53

24,871

50

United

States

Treasury

Note/Bond

4.250%

2/15/54

45,773

Total

U.S.

Treasury

(cost

$7,970,189)

7,630,372

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

X

–

SECURITIZED

-

19.7%

$

250

American

Express

Credit

Account

Master

Trust

2022

2

3.390%

5/17/27

244,624

100

(b)

Avis

Budget

Rental

Car

Funding

AESOP

LLC

2020

1A

2.330%

8/20/26

96,423

50

BANK5

2023-5YR3

6.724%

9/15/56

51,722

50

BANK5

2023-5YR4

6.500%

12/15/56

51,346

100

BBCMS

Mortgage

Trust

2022-C17

4.174%

9/15/55

90,630

150

Benchmark

Mortgage

Trust

2021

B27

2.703%

7/15/54

104,084

45

BMO

Mortgage

Trust

2023

5C2

6.673%

11/15/56

46,397

150

Capital

One

Multi-Asset

Execution

Trust

2022

A2

3.490%

5/15/27

146,892

5

Carmax

Auto

Owner

Trust

2022-3

3.810%

9/15/25

5,477

250

COMM

Mortgage

Trust

2015

LC19

3.527%

2/10/48

244,271

100

(b)

Dell

Equipment

Finance

Trust

2023

3

6.100%

4/23/29

100,201

24

Fannie

Mae

Pool

FN

MA1489

3.000%

7/01/43

20,632

60

Fannie

Mae

Pool

FN

MA3211

4.000%

12/01/47

55,191

36

Fannie

Mae

Pool

FN

MA3277

4.000%

2/01/48

33,276

81

Fannie

Mae

Pool

FN

MA3305

3.500%

3/01/48

71,014

25

Fannie

Mae

Pool

FN

MA3306

4.000%

3/01/48

22,419

49

Fannie

Mae

Pool

FN

MA3383

3.500%

6/01/48

43,437

325

Fannie

Mae

Pool

FN

MA3416

4.500%

7/01/48

305,584

43

Fannie

Mae

Pool

FN

MA3467

4.000%

9/01/48

39,500

47

Fannie

Mae

Pool

FN

MA3663

3.500%

5/01/49

40,602

71

Fannie

Mae

Pool

FN

MA3744

3.000%

8/01/49

59,828

238

Fannie

Mae

Pool

FN

MA4305

2021

MTGE

2.000%

4/01/51

180,719

117

Fannie

Mae

Pool

FN

MA4562

2.000%

3/01/52

88,375

247

Fannie

Mae

Pool

FN

MA4578

2.500%

4/01/52

195,565

87

Fannie

Mae

Pool

FN

MA4737

2022

1

5.000%

8/01/52

82,700

432

Fannie

Mae

Pool

FN

MA4738

5.500%

8/01/52

420,671

176

Fannie

Mae

Pool

FN

MA4761

5.000%

9/01/52

167,382

200

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

2023

K505

4.819%

6/25/28

197,314

200

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

2023

K506

4.650%

8/25/28

196,083

Nuveen

Enhanced

Yield

U.S.

Aggregate

Bond

ETF

(NUAG)

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

14

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

$

100

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

2023

K507

4.800%

9/25/28

$

98,379

193

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

2021

K127

1.353%

11/25/30

167,335

100

GM

Financial

Automobile

Leasing

Trust

2024-1

5.090%

3/22/27

99,349

86

GM

Financial

Consumer

Automobile

Receivables

Trust

2022-2

3.100%

2/16/27

84,012

221

GS

Mortgage

Securities

Trust

2016-GS4

3.178%

11/10/49

208,620

100

(b)

Hertz

Vehicle

Financing

III

LLC

2022

1A

1.990%

6/25/26

96,627

4

Honda

Auto

Receivables

Owner

Trust

2022-2

3.810%

3/18/25

4,253

100

(b)

HPEFS

Equipment

Trust

2023

2A

6.040%

1/21/31

100,286

134

Hyundai

Auto

Receivables

Trust

2022-B

3.720%

11/16/26

132,396

100

John

Deere

Owner

Trust

2022

A

2.490%

1/16/29

95,902

25

Mercedes-Benz

Auto

Receivables

Trust

2024-1

4.790%

7/15/31

24,582

20

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

2015-C20

3.249%

2/15/48

19,646

250

Morgan

Stanley

Capital

I

Trust

2021-L5

1.518%

5/15/54

225,915

100

(b)

OneMain

Financial

Issuance

Tru

2023

2A

6.170%

9/15/36

100,779

100

Santander

Drive

Auto

Receivabl

2023

4

6.040%

12/15/31

100,700

8

Santander

Drive

Auto

Receivables

Trust

2022-5

4.110%

8/17/26

7,587

80

(b)

Tesla

Auto

Lease

Trust

2023-A

5.860%

8/20/25

79,910

32

Toyota

Auto

Receivables

Owner

Trust

2022

C

3.830%

8/15/25

31,498

100

UNITED

STATES

2023

B

5.600%

2/15/29

100,293

100

Verizon

Master

Trust

2022

7

5.230%

11/22/27

99,787

250

Wells

Fargo

Commercial

Mortgage

Trust

2014-LC16

4.020%

8/15/50

249,129

67

(b)

Westlake

Automobile

Receivables

Trust

2022-1

2.750%

3/15/27

66,498

Total

Securitized

(cost

$5,973,571)

5,595,842

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

X

–

GOVERNMENT

RELATED

-

9.4%

Government

Agency

-

0.5%

$

20

Export-Import

Bank

of

Korea

2.500%

6/29/41

13,500

1

Federal

National

Mortgage

Association

1.875%

9/24/26

929

6

Federal

National

Mortgage

Association

5.625%

7/15/37

6,417

9

Tennessee

Valley

Authority

5.250%

9/15/39

9,038

129

Tennessee

Valley

Authority

3.500%

12/15/42

102,645

5

Tennessee

Valley

Authority

4.250%

9/15/52

4,194

Total

Government

Agency

136,723

15

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

Municipal

Bonds

-

4.3%

(d)

$

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

$

11,848

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

28,488

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

47,522

42

California

State

University,

Systemwide

Revenue

Bonds,

Taxable

Series

2021B

(No

Opt.

Call)

2.719%

11/01/52

26,913

10

California

State

University,

Systemwide

Revenue

Bonds,

Taxable

Series

2021B

(Optional

Call:

11/31

at

100.00)

2.939%

11/01/52

6,499

50

California

State,

General

Obligation

Bonds,

Taxable

Various

Purpose

Series

2018

(Optional

Call:

4/28

at

100.00)

4.500%

4/01/33

47,628

70

California

State,

General

Obligation

Bonds,

Taxable

Various

Purpose

Series

2018

(Optional

Call:

4/28

at

100.00)

4.600%

4/01/38

64,913

50

California

State,

General

Obligation

Bonds,

Various

Purpose

Build

America

Taxable

Bond

Series

2010

(No

Opt.

Call)

7.625%

3/01/40

58,581

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

9,988

29

Chicago

Transit

Authority,

Illinois,

Sales

and

Transfer

Tax

Receipts

Revenue

Bonds,

Pension

Funding

Taxable

Series

2008B

(No

Opt.

Call)

6.899%

12/01/40

31,758

47

Chicago,

Illinois,

General

Airport

Revenue

Bonds,

O'Hare

International

Airport,

Taxable

Senior

Lien

Series

2018C

(No

Opt.

Call)

4.572%

1/01/54

41,434

40

Commonwealth

Financing

Authority,

Pennsylvania,

Revenue

Bonds,

Taxable

Series

2021A

(No

Opt.

Call)

2.991%

6/01/42

28,771

6

Commonwealth

Financing

Authority,

Pennsylvania,

State

Appropriation

Lease

Bonds,

Plancon

Program,

Taxable

Series

2018A

(No

Opt.

Call)

3.864%

6/01/38

5,263

Nuveen

Enhanced

Yield

U.S.

Aggregate

Bond

ETF

(NUAG)

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

16

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

Municipal

Bonds

(continued)

$

10

Cook

County,

Illinois,

General

Obligation

Bonds,

Build

America

Taxable

Bonds,

Series

2010D

(No

Opt.

Call)

6.229%

11/15/34

$

10,305

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

26,296

20

Dallas

Fort

Worth

International

Airport,

Texas,  Joint

Revenue

Bonds,

Taxable

Improvement

Series

2022A

(No

Opt.

Call)

4.087%

11/01/51

16,197

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

17,334

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

27,850

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

771

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

27,686

126

Illinois

State,

General

Obligation

Bonds,

Pension

Funding

Series

2003

(No

Opt.

Call)

5.100%

6/01/33

123,163

40

Kansas

Development

Finance

Authority,

Kansas,

Revenue

Bonds,

State

of

Kansas

KPERS

Projects,

Taxable

Series

2021K

(No

Opt.

Call)

2.774%

5/01/51

26,405

30

Los

Angeles

Community

College

District,

California,

General

Obligation

Bonds,

Build

America

Taxable

Bonds,

Series

2010

(No

Opt.

Call)

6.750%

8/01/49

33,962

5

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

5,124

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

36,311

17

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

Municipal

Bonds

(continued)

$

11

Michigan

Finance

Authority,

Hospital

Revenue

Bonds,

Trinity

Health

Credit

Group,

Taxable

Refunding

Series

2019-T

(No

Opt.

Call)

3.384%

12/01/40

$

8,611

21

Missouri

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Washington

University,

Series

2016B

(No

Opt.

Call)

3.086%

9/15/51

14,024

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

38,641

45

New

Jersey

Turnpike

Authority,

Revenue

Bonds,

Build

America

Taxable

Bonds,

Series

2010A

(No

Opt.

Call)

7.102%

1/01/41

50,265

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

951

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

14,823

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

36,239

10

Ohio

State

University,

General

Receipts

Bonds,

Build

America

Taxable

Bond

Series

2010C

(No

Opt.

Call)

4.910%

6/01/40

9,415

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

65,494

39

Province

of

British

Columbia

Canada

(No

Opt.

Call)

1.300%

1/29/31

30,914

75

Sales

Tax

Securitization

Corporation,

Illinois,

Series

2021

(No

Opt.

Call)

3.238%

1/01/42

57,946

90

Texas

Transportation

Commission,

General

Obligation

Bonds,

Mobility

Fund,

Refunding

Series

2020

(Optional

Call:

10/30

at

100.00)

2.472%

10/01/44

59,512

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

52,953

Nuveen

Enhanced

Yield

U.S.

Aggregate

Bond

ETF

(NUAG)

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

18

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

Municipal

Bonds

(continued)

$

32

Tucson,

Arizona,

Certificates

of

Participation,

Taxable

Series

2021A

(No

Opt.

Call)

2.856%

7/01/47

$

22,452

Total

Municipal

Bonds

1,223,250

Sovereign

Debt

-

4.6%

1

Chile

Government

International

Bond

3.625%

10/30/42

738

102

Chile

Government

International

Bond

3.500%

1/25/50

69,951

13

Chile

Government

International

Bond

4.000%

1/31/52

9,623

13

Chile

Government

International

Bond

3.250%

9/21/71

7,615

9

Colombia

Government

International

Bond

4.125%

2/22/42

5,717

13

Colombia

Government

International

Bond

5.000%

6/15/45

8,950

19

Colombia

Government

International

Bond

5.200%

5/15/49

13,072

13

Colombia

Government

International

Bond

4.125%

5/15/51

7,563

13

Colombia

Government

International

Bond

3.875%

2/15/61

7,011

1

Hungary

Government

International

Bond

7.625%

3/29/41

1,109

1

Indonesia

Government

International

Bond

4.350%

1/11/48

817

1

Indonesia

Government

International

Bond

5.350%

2/11/49

948

143

Indonesia

Government

International

Bond

4.300%

3/31/52

114,027

15

Indonesia

Government

International

Bond

3.350%

3/12/71

9,181

20

Inter-American

Development

Bank

4.375%

1/24/44

18,125

28

Israel

Government

International

Bond

4.500%

1/30/43

22,467

80

Israel

Government

International

Bond

4.125%

1/17/48

57,997

11

Korea

International

Bond

3.875%

9/20/48

8,773

70

Mexico

Government

International

Bond

4.280%

8/14/41

53,618

200

Mexico

Government

International

Bond

4.750%

3/08/44

157,911

200

Mexico

Government

International

Bond

6.338%

5/04/53

186,046

98

Panama

Government

International

Bond

4.500%

5/15/47

64,445

130

Panama

Government

International

Bond

3.870%

7/23/60

70,987

93

Peruvian

Government

International

Bond

3.300%

3/11/41

65,718

17

Peruvian

Government

International

Bond

3.550%

3/10/51

11,371

5

Peruvian

Government

International

Bond

2.780%

12/01/60

2,623

1

Peruvian

Government

International

Bond

3.600%

1/15/72

608

16

Peruvian

Government

International

Bond

3.230%

7/28/21

8,381

19

Part

F

of

Form

N-PORT

was

prepared

in

accordance

with

U.S.

generally

accepted

accounting

principles

(“U.S.

GAAP”)

and

in

conformity

with

the

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission

(“SEC”)

related

to

interim

filings.

Part

F

of

Form

N-PORT

does

not

include

all

information

and

footnotes

required

by

U.S.

GAAP

for

complete

financial

statements.

Certain

footnote

disclosures

normally

included

in

financial

statements

prepared

in

accordance

with

U.S.

GAAP

have

been

condensed

or

omitted

from

this

report

pursuant

to

the

rules

of

the

SEC.

For

a

full

set

of

the

Fund’s

notes

to

financial

statements,

please

refer

to

the

Fund’s

most

recently

filed

annual

or

semi-annual

report.

Fair

Value

Measurements

The

Fund’s

investments

in

securities

are

recorded

at

their

estimated

fair

value

utilizing

valuation

methods

approved

by

the

Board

of

Directors/

Trustees.

Fair

value

is

defined

as

the

price

that

would

be

received

upon

selling

an

investment

or

transferring

a

liability

in

an

orderly

transaction

to

an

independent

buyer

in

the

principal

or

most

advantageous

market

for

the

investment.

U.S.

GAAP

establishes

the

three-tier

hierarchy

which

is

used

to

maximize

the

use

of

observable

market

data

and

minimize

the

use

of

unobservable

inputs

and

to

establish

classification

of

fair

value

measurements

for

disclosure

purposes.

Observable

inputs

reflect

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Observable

inputs

are

based

on

market

data

obtained

from

sources

independent

of

the

reporting

entity.

Unobservable

inputs

reflect

management’s

assumptions

about

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Unobservable

inputs

are

based

on

the

best

information

available

in

the

circumstances.

The

following

is

a

summary

of

the

three-tiered

hierarchy

of

valuation

input

levels.

Level

1

–

Inputs

are

unadjusted

and

prices

are

determined

using

quoted

prices

in

active

markets

for

identical

securities.

Level

2

–

Prices

are

determined

using

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

credit

spreads,

etc.).

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

Sovereign

Debt

(continued)

$

10

Philippine

Government

International

Bond

5.000%

1/13/37

$

9,504

19

Philippine

Government

International

Bond

3.700%

3/01/41

14,812

200

Philippine

Government

International

Bond

3.200%

7/06/46

135,420

60

Republic

of

Italy

Government

International

Bond

4.000%

10/17/49

41,968

30

Republic

of

Poland

Government

International

Bond

5.500%

4/04/53

28,425

17

Uruguay

Government

International

Bond

5.100%

6/18/50

15,462

90

Uruguay

Government

International

Bond

4.975%

4/20/55

79,204

Total

Sovereign

Debt

1,310,187

Total

Government

Related

(cost

$3,611,656)

2,670,160

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

X

–

CORPORATE

BONDS

-

0.1%

Communication

Services

-

0.0%

$

16

Deutsche

Telekom

International

Finance

BV

8.750%

6/15/30

18,449

Total

Communication

Services

18,449

Financials

-

0.1%

20

Citigroup

Inc

4.450%

9/29/27

19,247

Total

Financials

19,247

Total

Corporate

Bonds

(cost

$43,702)

37,696

Total

Long-Term

Investments

(cost

$31,185,871)

27,972,849

Other

Assets

&

Liabilities,

Net

-

1.6%

461,633

Net

Assets

-

100%

$

28,434,482

Nuveen

Enhanced

Yield

U.S.

Aggregate

Bond

ETF

(NUAG)

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

20

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

$

–

$

12,038,779

$

–

$

12,038,779

U.S.

Treasury

–

7,630,372

–

7,630,372

Securitized

–

5,595,842

–

5,595,842

Government

Related

–

2,670,160

–

2,670,160

Corporate

Bonds

–

37,696

–

37,696

Total

$

–

$

27,972,849

$

–

$

27,972,849

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.

(a)

All

percentages

shown

in

the

Portfolio

of

Investments

are

based

on

net

assets.

(b)

Security

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$689,800

or

2.5%

of

Total

Investments.

(c)

Principal

Amount

(000)

rounds

to

less

than

$1,000.

(d)

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.

REIT

Real

Estate

Investment

Trust

21

Nuveen

ESG

1-5

Year

U.S.

Aggregate

Bond

ETF

(NUSA)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

LONG-TERM

INVESTMENTS

-

98.5%

X

–

U.S.

TREASURY

-

59.1%

$

350

United

States

Treasury

Note/Bond

3.875%

3/31/25

$

345,710

100

United

States

Treasury

Note/Bond

3.875%

4/30/25

98,666

100

United

States

Treasury

Note/Bond

0.250%

5/31/25

94,789

600

United

States

Treasury

Note/Bond

4.250%

5/31/25

593,672

500

United

States

Treasury

Note/Bond

4.625%

6/30/25

496,660

200

United

States

Treasury

Note/Bond

0.250%

7/31/25

188,125

350

United

States

Treasury

Note/Bond

4.750%

7/31/25

348,127

150

United

States

Treasury

Note/Bond

4.875%

11/30/25

149,367

200

United

States

Treasury

Note/Bond

0.375%

12/31/25

184,984

200

United

States

Treasury

Note/Bond

4.250%

12/31/25

197,195

250

United

States

Treasury

Note/Bond

3.875%

1/15/26

244,961

800

United

States

Treasury

Note/Bond

4.000%

2/15/26

785,156

300

United

States

Treasury

Note/Bond

0.750%

4/30/26

275,777

50

United

States

Treasury

Note/Bond

0.875%

6/30/26

45,814

100

United

States

Treasury

Note/Bond

1.125%

10/31/26

91,105

100

United

States

Treasury

Note/Bond

1.250%

12/31/26

90,949

900

United

States

Treasury

Note/Bond

1.875%

2/28/27

828,773

300

United

States

Treasury

Note/Bond

2.500%

3/31/27

280,863

850

United

States

Treasury

Note/Bond

2.750%

4/30/27

800,096

850

United

States

Treasury

Note/Bond

2.625%

5/31/27

795,879

150

United

States

Treasury

Note/Bond

3.250%

6/30/27

143,022

250

United

States

Treasury

Note/Bond

2.750%

7/31/27

234,336

150

United

States

Treasury

Note/Bond

3.125%

8/31/27

142,131

500

United

States

Treasury

Note/Bond

4.125%

10/31/27

488,535

500

United

States

Treasury

Note/Bond

3.875%

11/30/27

484,375

100

United

States

Treasury

Note/Bond

3.875%

12/31/27

96,836

500

United

States

Treasury

Note/Bond

3.500%

1/31/28

477,520

300

United

States

Treasury

Note/Bond

4.000%

2/29/28

291,563

700

United

States

Treasury

Note/Bond

3.625%

3/31/28

670,852

700

United

States

Treasury

Note/Bond

3.500%

4/30/28

667,324

400

United

States

Treasury

Note/Bond

3.625%

5/31/28

382,953

200

United

States

Treasury

Note/Bond

4.000%

6/30/28

194,156

75

United

States

Treasury

Note/Bond

4.125%

7/31/28

73,146

300

United

States

Treasury

Note/Bond

4.625%

9/30/28

298,301

250

United

States

Treasury

Note/Bond

4.375%

11/30/28

246,211

300

United

States

Treasury

Note/Bond

4.000%

1/31/29

290,684

500

United

States

Treasury

Note/Bond

4.250%

2/28/29

489,805

300

United

States

Treasury

Note/Bond

4.125%

3/31/29

292,172

500

United

States

Treasury

Note/Bond

4.625%

4/30/29

498,086

Total

U.S.

Treasury

(cost

$13,810,084)

13,398,676

Nuveen

ESG

1-5

Year

U.S.

Aggregate

Bond

ETF

(NUSA)

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

22

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

X

–

CORPORATE

DEBT

-

23.8%

Financials

-

10.8%

$

60

AerCap

Ireland

Capital

DAC

/

AerCap

Global

Aviation

Trust

3.875%

1/23/28

$

56,120

10

Aflac

Inc

1.125%

3/15/26

9,230

20

Air

Lease

Corp

2.875%

1/15/26

19,034

20

Ally

Financial

Inc

7.100%

11/15/27

20,653

50

American

Express

Co

5.850%

11/05/27

50,756

60

Banco

Santander

SA

1.722%

9/14/27

54,308

121

Bank

of

America

Corp

1.734%

7/22/27

111,010

100

Bank

of

America

Corp

4.376%

4/27/28

96,654

40

Bank

of

Montreal

5.717%

9/25/28

40,447

50

Bank

of

New

York

Mellon

Corp/

The

0.750%

1/28/26

46,138

50

Bank

of

Nova

Scotia/The

1.350%

6/24/26

45,861

80

Barclays

PLC

2.279%

11/24/27

73,042

11

Boston

Properties

LP

2.750%

10/01/26

10,182

20

Brixmor

Operating

Partnership

LP

3.900%

3/15/27

18,942

20

Camden

Property

Trust

5.850%

11/03/26

20,156

20

Canadian

Imperial

Bank

of

Commerce

3.945%

8/04/25

19,589

24

Capital

One

Financial

Corp

7.149%

10/29/27

24,698

14

Capital

One

Financial

Corp

3.800%

1/31/28

13,117

20

Centene

Corp

4.250%

12/15/27

18,860

20

Charles

Schwab

Corp/The

1.150%

5/13/26

18,370

17

Charles

Schwab

Corp/The

2.450%

3/03/27

15,659

10

Charles

Schwab

Corp/The

5.643%

5/19/29

10,016

100

Citigroup

Inc

4.658%

5/24/28

97,537

20

Citizens

Financial

Group

Inc

2.850%

7/27/26

18,667

20

Cooperatieve

Rabobank

UA

4.375%

8/04/25

19,582

50

Deutsche

Bank

AG/New

York

NY

2.129%

11/24/26

47,044

30

Digital

Realty

Trust

LP

3.700%

8/15/27

28,358

20

Elevance

Health

Inc

3.650%

12/01/27

18,871

10

Equitable

Holdings

Inc

4.350%

4/20/28

9,526

20

Fifth

Third

Bancorp

1.707%

11/01/27

18,077

20

GATX

Corp

3.250%

9/15/26

18,940

100

Goldman

Sachs

Group

Inc/The

4.482%

8/23/28

96,613

14

Goldman

Sachs

Group

Inc/The

6.484%

10/24/29

14,446

20

Healthpeak

OP

LLC

3.250%

7/15/26

19,020

112

HSBC

Holdings

PLC

4.755%

6/09/28

108,710

10

Humana

Inc

5.750%

12/01/28

10,039

10

Huntington

Bancshares

Inc/OH

4.000%

5/15/25

9,807

30

ING

Groep

NV

1.726%

4/01/27

27,765

160

JPMorgan

Chase

&

Co

2.947%

2/24/28

148,930

48

JPMorgan

Chase

&

Co

4.851%

7/25/28

47,017

30

Kimco

Realty

OP

LLC

3.800%

4/01/27

28,633

10

Lincoln

National

Corp

3.625%

12/12/26

9,512

50

Lloyds

Banking

Group

PLC

4.582%

12/10/25

48,790

20

M&T

Bank

Corp

7.413%

10/30/29

20,738

10

Manulife

Financial

Corp

4.150%

3/04/26

9,771

40

Mizuho

Financial

Group

Inc

2.651%

5/22/26

38,720

90

Morgan

Stanley

4.679%

7/17/26

88,830

83

Morgan

Stanley

5.164%

4/20/29

81,644

40

Nasdaq

Inc

5.350%

6/28/28

39,792

30

NatWest

Group

PLC

4.800%

4/05/26

29,475

5

ORIX

Corp

5.000%

9/13/27

4,923

10

PNC

Financial

Services

Group

Inc/The

1.150%

8/13/26

9,102

23

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

Financials

(continued)

$

30

PNC

Financial

Services

Group

Inc/The

6.615%

10/20/27

$

30,655

10

Progressive

Corp/The

2.500%

3/15/27

9,276

50

Royal

Bank

of

Canada

1.200%

4/27/26

46,006

30

Santander

Holdings

USA

Inc

2.490%

1/06/28

27,184

20

Santander

UK

Group

Holdings

PLC

1.673%

6/14/27

18,233

10

SITE

Centers

Corp

4.700%

6/01/27

9,780

20

State

Street

Corp

5.820%

11/04/28

20,273

68

Sumitomo

Mitsui

Financial

Group

Inc

3.784%

3/09/26

65,915

10

Synchrony

Financial

4.875%

6/13/25

9,833

10

Toronto-Dominion

Bank/The

1.200%

6/03/26

9,162

40

Toronto-Dominion

Bank/The

1.250%

9/10/26

36,278

10

Truist

Financial

Corp

4.260%

7/28/26

9,810

40

Truist

Financial

Corp

7.161%

10/30/29

41,883

30

UBS

Group

AG

4.550%

4/17/26

29,327

50

UnitedHealth

Group

Inc

4.600%

4/15/27

49,167

50

US

Bancorp

3.100%

4/27/26

47,760

20

Ventas

Realty

LP

3.850%

4/01/27

19,052

10

Willis

North

America

Inc

4.650%

6/15/27

9,719

Total

Financials

2,451,034

Industrial

-

11.4%

20

3M

Co

2.250%

9/19/26

18,571

50

Adobe

Inc

4.850%

4/04/27

49,756

10

Amcor

Finance

USA

Inc

3.625%

4/28/26

9,587

50

American

Honda

Finance

Corp

5.250%

7/07/26

49,894

40

American

Tower

Corp

3.650%

3/15/27

37,962

60

Amgen

Inc

3.200%

11/02/27

55,950

30

Astrazeneca

Finance

LLC

1.200%

5/28/26

27,604

50

AT&T

Inc

1.700%

3/25/26

46,563

20

AutoZone

Inc

5.050%

7/15/26

19,854

10

Baxter

International

Inc

2.600%

8/15/26

9,362

30

Bristol-Myers

Squibb

Co

3.200%

6/15/26

28,738

30

Broadcom

Corp

/

Broadcom

Cayman

Finance

Ltd

3.875%

1/15/27

28,789

20

Canadian

Pacific

Railway

Co

1.750%

12/02/26

18,242

10

Carrier

Global

Corp

5.800%

11/30/25

10,018

37

Caterpillar

Financial

Services

Corp

0.800%

11/13/25

34,576

20

Celanese

US

Holdings

LLC

6.165%

7/15/27

20,117

30

Charter

Communications

Operating

LLC

/

Charter

Communications

Operating

Capital

6.150%

11/10/26

30,074

21

Cigna

Group/The

1.250%

3/15/26

19,389

50

Cisco

Systems

Inc

4.900%

2/26/26

49,733

20

CNH

Industrial

Capital

LLC

1.450%

7/15/26

18,277

70

Comcast

Corp

3.300%

4/01/27

66,379

20

Conagra

Brands

Inc

5.300%

10/01/26

19,860

30

Crown

Castle

Inc

2.900%

3/15/27

27,800

4

Dell

International

LLC

/

EMC

Corp

6.020%

6/15/26

4,023

20

Dell

International

LLC

/

EMC

Corp

5.250%

2/01/28

19,909

10

Discovery

Communications

LLC

3.950%

3/20/28

9,304

10

Dollar

General

Corp

4.625%

11/01/27

9,722

10

DXC

Technology

Co

1.800%

9/15/26

9,058

20

eBay

Inc

1.400%

5/10/26

18,416

Nuveen

ESG

1-5

Year

U.S.

Aggregate

Bond

ETF

(NUSA)

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

24

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

Industrial

(continued)

$

10

Equinix

Inc

1.450%

5/15/26

$

9,176

10

Equinix

Inc

1.800%

7/15/27

8,895

20

Fidelity

National

Information

Services

Inc

1.650%

3/01/28

17,376

20

Fiserv

Inc

5.450%

3/02/28

19,941

10

Fortive

Corp

3.150%

6/15/26

9,537

20

General

Mills

Inc

4.200%

4/17/28

19,147

50

General

Motors

Financial

Co

Inc

5.400%

4/06/26

49,687

50

General

Motors

Financial

Co

Inc

5.800%

1/07/29

49,879

30

Gilead

Sciences

Inc

2.950%

3/01/27

28,196

10

Global

Payments

Inc

4.950%

8/15/27

9,800

50

HCA

Inc

3.125%

3/15/27

46,764

31

Home

Depot

Inc/The

2.125%

9/15/26

28,911

10

Home

Depot

Inc/The

4.900%

4/15/29

9,896

20

HP

Inc

1.450%

6/17/26

18,336

10

Illumina

Inc

5.750%

12/13/27

9,999

40

Intel

Corp

2.600%

5/19/26

37,869

40

International

Business

Machines

Corp

3.300%

5/15/26

38,435

10

IQVIA

Inc

6.250%

2/01/29

10,163

10

Jabil

Inc

4.250%

5/15/27

9,586

20

John

Deere

Capital

Corp

0.700%

1/15/26

18,524

43

John

Deere

Capital

Corp

4.950%

7/14/28

42,643

30

Johnson

&

Johnson

0.550%

9/01/25

28,238

10

Kellanova

3.400%

11/15/27

9,346

50

Keurig

Dr

Pepper

Inc

5.050%

3/15/29

49,267

10

Kinder

Morgan

Inc

1.750%

11/15/26

9,120

30

Kinder

Morgan

Inc

4.300%

3/01/28

28,814

20

Kraft

Heinz

Foods

Co

3.000%

6/01/26

19,091

10

Kyndryl

Holdings

Inc

2.050%

10/15/26

9,142

10

Laboratory

Corp

of

America

Holdings

3.600%

9/01/27

9,449

10

Lennox

International

Inc

1.700%

8/01/27

8,885

30

Lowe's

Cos

Inc

4.800%

4/01/26

29,657

10

Marathon

Petroleum

Corp

5.125%

12/15/26

9,903

20

Mastercard

Inc

4.875%

3/09/28

19,897

10

McKesson

Corp

1.300%

8/15/26

9,112

50

Microsoft

Corp

2.400%

8/08/26

47,111

10

Mondelez

International

Inc

2.625%

3/17/27

9,284

10

Motorola

Solutions

Inc

4.600%

2/23/28

9,699

30

MPLX

LP

4.125%

3/01/27

28,922

20

MPLX

LP

4.250%

12/01/27

19,160

10

National

Fuel

Gas

Co

5.200%

7/15/25

9,915

10

Nokia

Oyj

4.375%

6/12/27

9,571

16

ONEOK

Inc

5.550%

11/01/26

15,983

70

Oracle

Corp

2.800%

4/01/27

65,028

20

PACCAR

Financial

Corp

5.050%

8/10/26

19,936

10

Parker-Hannifin

Corp

4.250%

9/15/27

9,673

10

PayPal

Holdings

Inc

3.900%

6/01/27

9,612

30

PepsiCo

Inc

5.125%

11/10/26

29,992

10

PepsiCo

Inc

2.625%

3/19/27

9,332

50

Pfizer

Investment

Enterprises

Pte

Ltd

4.450%

5/19/26

49,146

20

Phillips

66

Co

3.750%

3/01/28

18,806

30

Procter

&

Gamble

Co/The

1.900%

2/01/27

27,703

10

(b)

Regal

Rexnord

Corp

6.050%

4/15/28

9,981

10

Republic

Services

Inc

2.900%

7/01/26

9,527

20

Rogers

Communications

Inc

3.200%

3/15/27

18,762

20

Roper

Technologies

Inc

1.400%

9/15/27

17,530

25

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

Industrial

(continued)

$

11

Ryder

System

Inc

2.850%

3/01/27

$

10,235

50

Ryder

System

Inc

6.300%

12/01/28

51,483

10

S&P

Global

Inc

2.450%

3/01/27

9,256

50

Sabine

Pass

Liquefaction

LLC

5.000%

3/15/27

49,262

20

Sherwin-Williams

Co/The

3.450%

6/01/27

18,883

20

Shire

Acquisitions

Investments

Ireland

DAC

3.200%

9/23/26

18,989

20

Starbucks

Corp

3.500%

3/01/28

18,741

10

Sysco

Corp

3.250%

7/15/27

9,353

10

Thermo

Fisher

Scientific

Inc

5.000%

1/31/29

9,910

80

Toyota

Motor

Corp

5.275%

7/13/26

79,951

10

Toyota

Motor

Credit

Corp

4.450%

5/18/26

9,835

50

Toyota

Motor

Credit

Corp

4.650%

1/05/29

48,837

20

Unilever

Capital

Corp

4.875%

9/08/28

19,837

30

Verizon

Communications

Inc

3.000%

3/22/27

28,122

40

Verizon

Communications

Inc

2.100%

3/22/28

35,418

30

Visa

Inc

3.150%

12/14/25

29,063

10

VMware

LLC

1.400%

8/15/26

9,094

10

VMware

LLC

3.900%

8/21/27

9,465

40

Walt

Disney

Co/The

1.750%

1/13/26

37,651

30

Warnermedia

Holdings

Inc

3.755%

3/15/27

28,269

10

Waste

Management

Inc

3.150%

11/15/27

9,359

10

Western

Union

Co/The

1.350%

3/15/26

9,198

80

Weyerhaeuser

Co

4.750%

5/15/26

78,757

10

Zimmer

Biomet

Holdings

Inc

5.350%

12/01/28

9,956

Total

Industrial

2,583,805

Utility

-

1.6%

8

American

Water

Capital

Corp

2.950%

9/01/27

7,388

10

Atmos

Energy

Corp

3.000%

6/15/27

9,334

15

Avangrid

Inc

3.150%

12/01/24

14,760

10

CenterPoint

Energy

Inc

2.500%

9/01/24

9,882

10

CMS

Energy

Corp

3.000%

5/15/26

9,490

11

DTE

Energy

Co

1.050%

6/01/25

10,454

10

Enel

Americas

SA

4.000%

10/25/26

9,557

10

Evergy

Kansas

Central

Inc

2.550%

7/01/26

9,416

29

Eversource

Energy

2.900%

3/01/27

26,912

27

Exelon

Corp

3.400%

4/15/26

25,936

10

Fortis

Inc/Canada

3.055%

10/04/26

9,418

10

Louisville

Gas

and

Electric

Co

3.300%

10/01/25

9,701

40

National

Rural

Utilities

Cooperative

Finance

Corp

3.450%

6/15/25

39,030

16

NiSource

Inc

0.950%

8/15/25

15,055

20

Public

Service

Electric

and

Gas

Co

2.250%

9/15/26

18,644

50

Public

Service

Enterprise

Group

Inc

5.200%

4/01/29

49,075

28

Sempra

5.400%

8/01/26

27,843

36

Southern

California

Edison

Co

4.900%

6/01/26

35,558

20

WEC

Energy

Group

Inc

5.000%

9/27/25

19,809

Total

Utility

357,262

Total

Corporate

Debt

(cost

$5,506,465)

5,392,101

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

X

–

SECURITIZED

-

9.5%

$

50

BANK

2021

BN34

1.935%

6/15/63

45,747

100

Benchmark

Mortgage

Trust

2021-B29

2.024%

9/15/54

87,490

Nuveen

ESG

1-5

Year

U.S.

Aggregate

Bond

ETF

(NUSA)

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

26

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

$

100

CarMax

Auto

Owner

Trust

2023

4

6.000%

7/17/28

$

101,007

70

Fannie

Mae

Pool

FN

MA3798

3.000%

10/01/34

64,096

19

Fannie

Mae

Pool

FN

MA3828

3.000%

11/01/34

17,618

21

Fannie

Mae

Pool

FN

MA3897

3.000%

1/01/35

19,394

118

Fannie

Mae

Pool

FN

MA3985

3.000%

4/01/35

107,025

275

Fannie

Mae

Pool

FN

MA4206

2.000%

12/01/35

238,953

110

Fannie

Mae

Pool

FN

MA4417

1.500%

9/01/36

92,962

204

Fannie

Mae

Pool

FN

MA4469

1.500%

11/01/36

172,027

159

Fannie

Mae

Pool

FN

MA4567

2022

2.000%

3/01/37

137,214

80

Fannie

Mae

Pool

FN

MA4583

2.500%

4/01/37

71,012

124

Fannie

Mae

Pool

FN

MA4602

2.000%

5/01/37

106,480

87

Fannie

Mae

Pool

FN

MA4990

4.500%

4/01/38

83,736

91

Fannie

Mae

Pool

FN

MA5023

4.000%

5/01/38

85,985

43

Fannie

Mae

Pool

FN

MA5093

5.000%

7/01/38

41,825

72

Freddie

Mac

Gold

Pool

FG

G18642

3.500%

4/01/32

68,909

200

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

2015

K046

3.205%

3/25/25

195,694

100

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

2023

K505

4.819%

6/25/28

98,657

50

John

Deere

Owner

Trust

2021

B

0.740%

5/15/28

47,816

51

(b)

SoFi

Professional

Loan

Program

Trust

2020-C

1.950%

2/15/46

46,291

50

Toyota

Auto

Receivables

Owner

Trust

2021-B

0.530%

10/15/26

47,650

90

Verizon

Master

Trust

2021

1

0.500%

5/20/27

89,759

100

Wells

Fargo

Commercial

Mortgage

Trust

2018-C44

3.948%

5/15/51

93,067

Total

Securitized

(cost

$2,334,157)

2,160,414

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

X

–

GOVERNMENT

RELATED

-

6.0%

Government

Agency

-

2.8%

$

50

Export

Development

Canada

4.375%

6/29/26

49,254

100

Federal

National

Mortgage

Association

0.625%

4/22/25

95,652

10

Japan

Bank

for

International

Cooperation

0.625%

7/15/25

9,437

110

Japan

Bank

for

International

Cooperation

4.250%

4/27/26

107,815

40

Kreditanstalt

fuer

Wiederaufbau

1.250%

1/31/25

38,773

37

Kreditanstalt

fuer

Wiederaufbau

0.625%

1/22/26

34,246

135

Kreditanstalt

fuer

Wiederaufbau

3.625%

4/01/26

131,300

50

Landwirtschaftliche

Rentenbank

1.750%

7/27/26

46,515

10

Oesterreichische

Kontrollbank

AG

2.875%

5/23/25

9,731

50

Oesterreichische

Kontrollbank

AG

0.500%

2/02/26

46,079

17

Svensk

Exportkredit

AB

0.625%

5/14/25

16,176

36

Svensk

Exportkredit

AB

4.375%

2/13/26

35,417

Total

Government

Agency

620,395

27

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

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

Municipal

Bonds

-

0.5%

(c)

$

18

Province

of

British

Columbia

Canada

(No

Opt.

Call)

4.800%

11/15/28

$

17,865

50

Province

of

Ontario

Canada

(No

Opt.

Call)

4.200%

1/18/29

48,358

50

Province

of

Quebec

Canada

(No

Opt.

Call)

4.500%

4/03/29

48,911

Total

Municipal

Bonds

115,134

Sovereign

Debt

-

2.7%

40

African

Development

Bank

0.875%

7/22/26

36,479

10

Asian

Development

Bank

4.250%

1/09/26

9,845

130

Asian

Development

Bank

1.000%

4/14/26

120,110

50

Canada

Government

International

Bond

3.750%

4/26/28

47,965

30

European

Bank

for

Reconstruction

&

Development

0.500%

5/19/25

28,503

10

European

Investment

Bank

2.750%

8/15/25

9,684

110

European

Investment

Bank

2.375%

5/24/27

102,134

90

Inter-American

Development

Bank

4.500%

5/15/26

88,921

100

International

Bank

for

Reconstruction

&

Development

2.500%

7/29/25

96,621

50

International

Bank

for

Reconstruction

&

Development

4.625%

8/01/28

49,557

22

International

Finance

Corp

3.625%

9/15/25

21,509

8

International

Finance

Corp

4.500%

7/13/28

7,889

Total

Sovereign

Debt

619,217

Total

Government

Related

(cost

$1,371,676)

1,354,746

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

X

–

CORPORATE

BONDS

-

0.1%

Energy

-

0.1%

$

12

TransCanada

PipeLines

Ltd

4.250%

5/15/28

11,406

Total

Energy

11,406

Total

Corporate

Bonds

(cost

$11,572)

11,406

Total

Long-Term

Investments

(cost

$23,033,954)

22,317,343

Other

Assets

&

Liabilities,

Net

-

1.5%

343,324

Net

Assets

-

100%

$

22,660,667

Nuveen

ESG

1-5

Year

U.S.

Aggregate

Bond

ETF

(NUSA)

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

28

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:

U.S.

Treasury

$

–

$

13,398,676

$

–

$

13,398,676

Corporate

Debt

–

5,392,101

–

5,392,101

Securitized

–

2,160,414

–

2,160,414

Government

Related

–

1,354,746

–

1,354,746

Corporate

Bonds

–

11,406

–

11,406

Total

$

–

$

22,317,343

$

–

$

22,317,343

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.

(a)

All

percentages

shown

in

the

Portfolio

of

Investments

are

based

on

net

assets.

(b)

Security

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$56,272

or

0.3%

of

Total

Investments.

(c)

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.

S&P

Standard

&

Poor's

29

Nuveen

ESG

High

Yield

Corporate

Bond

ETF

(NUHY)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

LONG-TERM

INVESTMENTS

-

97.8%

X

–

CORPORATE

DEBT

-

97.8%

Financials

-

7.8%

$

140

Ally

Financial

Inc

6.700%

2/14/33

$

137,338

150

(b)

Apollo

Commercial

Real

Estate

Finance

Inc

4.625%

6/15/29

123,638

20

(b)

Bread

Financial

Holdings

Inc

7.000%

1/15/26

20,064

10

(b)

Bread

Financial

Holdings

Inc

9.750%

3/15/29

10,399

120

(b)

Brookfield

Property

REIT

Inc

/

BPR

Cumulus

LLC

/

BPR

Nimbus

LLC

/

GGSI

Sellco

LL

5.750%

5/15/26

116,118

260

(b)

Brookfield

Property

REIT

Inc

/

BPR

Cumulus

LLC

/

BPR

Nimbus

LLC

/

GGSI

Sellco

LL

4.500%

4/01/27

230,912

10

(b)

Compass

Group

Diversified

Holdings

LLC

5.250%

4/15/29

9,348

19

Diversified

Healthcare

Trust

4.375%

3/01/31

13,728

100

(b)

FTAI

Aviation

Ltd

7.000%

5/01/31

100,540

100

(b)

goeasy

Ltd

9.250%

12/01/28

105,584

130

(b)

HAT

Holdings

I

LLC

/

HAT

Holdings

II

LLC

3.375%

6/15/26

120,824

40

(b)

HAT

Holdings

I

LLC

/

HAT

Holdings

II

LLC

8.000%

6/15/27

41,006

60

(b)

Howard

Hughes

Corp/The

5.375%

8/01/28

56,462

140

(b)

Howard

Hughes

Corp/The

4.375%

2/01/31

118,712

90

(b)

Intesa

Sanpaolo

SpA

4.198%

6/01/32

73,768

360

(b)

Jefferies

Finance

LLC

/

JFIN

Co-Issuer

Corp

5.000%

8/15/28

323,896

200

Kennedy-Wilson

Inc

4.750%

3/01/29

165,413

350

Kennedy-Wilson

Inc

4.750%

2/01/30

277,199

265

Kennedy-Wilson

Inc

5.000%

3/01/31

205,939

70

(b)

Liberty

Mutual

Group

Inc

4.125%

12/15/51

63,713

30

(b)

Molina

Healthcare

Inc

4.375%

6/15/28

27,824

100

(b)

Molina

Healthcare

Inc

3.875%

11/15/30

86,729

90

(b)

Molina

Healthcare

Inc

3.875%

5/15/32

75,310

400

MPT

Operating

Partnership

LP

/

MPT

Finance

Corp

4.625%

8/01/29

299,323

350

MPT

Operating

Partnership

LP

/

MPT

Finance

Corp

3.500%

3/15/31

234,686

357

OneMain

Finance

Corp

6.625%

1/15/28

355,861

150

OneMain

Finance

Corp

4.000%

9/15/30

126,165

110

(b)

Park

Intermediate

Holdings

LLC

/

PK

Domestic

Property

LLC

/

PK

Finance

Co-Issuer

7.500%

6/01/25

109,980

190

(b)

Park

Intermediate

Holdings

LLC

/

PK

Domestic

Property

LLC

/

PK

Finance

Co-Issuer

5.875%

10/01/28

183,884

200

(b)

Park

Intermediate

Holdings

LLC

/

PK

Domestic

Property

LLC

/

PK

Finance

Co-Issuer

4.875%

5/15/29

183,007

80

(b)

PennyMac

Financial

Services

Inc

5.375%

10/15/25

78,922

110

(b)

PennyMac

Financial

Services

Inc

7.875%

12/15/29

112,272

145

(b)

PennyMac

Financial

Services

Inc

5.750%

9/15/31

131,433

230

(b)

PROG

Holdings

Inc

6.000%

11/15/29

211,923

Nuveen

ESG

High

Yield

Corporate

Bond

ETF

(NUHY)

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

30

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

Financials

(continued)

$

100

RHP

Hotel

Properties

LP

/

RHP

Finance

Corp

4.750%

10/15/27

$

95,034

360

(b)

RHP

Hotel

Properties

LP

/

RHP

Finance

Corp

4.500%

2/15/29

331,137

200

(b)

RHP

Hotel

Properties

LP

/

RHP

Finance

Corp

6.500%

4/01/32

196,012

40

SLM

Corp

4.200%

10/29/25

38,669

241

SLM

Corp

3.125%

11/02/26

223,561

70

(b)

Starwood

Property

Trust

Inc

4.375%

1/15/27

64,827

65

(b)

Starwood

Property

Trust

Inc

7.250%

4/01/29

64,122

70

Synchrony

Financial

7.250%

2/02/33

68,303

270

(b)

UniCredit

SpA

5.459%

6/30/35

248,433

200

Western

Alliance

Bancorp

3.000%

6/15/31

170,094

40

(b)

XHR

LP

6.375%

8/15/25

39,956

460

(b)

XHR

LP

4.875%

6/01/29

419,870

Total

Financials

6,491,938

Industrial

-

89.1%

300

%

304,697

302

(b)

1011778

BC

ULC

/

New

Red

Finance

Inc

3.875%

1/15/28

278,599

350

(b)

1011778

BC

ULC

/

New

Red

Finance

Inc

4.375%

1/15/28

325,486

320

(b)

1011778

BC

ULC

/

New

Red

Finance

Inc

3.500%

2/15/29

285,661

930

(b)

1011778

BC

ULC

/

New

Red

Finance

Inc

4.000%

10/15/30

802,008

60

(b)

180

Medical

Inc

3.875%

10/15/29

53,124

100

(b)

ACCO

Brands

Corp

4.250%

3/15/29

86,959

130

(b)

AdaptHealth

LLC

4.625%

8/01/29

109,528

310

(b)

AdaptHealth

LLC

5.125%

3/01/30

263,879

200

(b)

Air

Canada

3.875%

8/15/26

189,725

350

(b)

Albertsons

Cos

Inc

/

Safeway

Inc

/

New

Albertsons

LP

/

Albertsons

LLC

4.625%

1/15/27

334,420

150

(b)

Albertsons

Cos

Inc

/

Safeway

Inc

/

New

Albertsons

LP

/

Albertsons

LLC

5.875%

2/15/28

146,995

50

(b)

Albertsons

Cos

Inc

/

Safeway

Inc

/

New

Albertsons

LP

/

Albertsons

LLC

6.500%

2/15/28

49,955

200

(b)

Albertsons

Cos

Inc

/

Safeway

Inc

/

New

Albertsons

LP

/

Albertsons

LLC

4.875%

2/15/30

186,543

110

(b)

Allegiant

Travel

Co

7.250%

8/15/27

106,318

40

(b)

Allison

Transmission

Inc

5.875%

6/01/29

38,982

110

(b)

Allison

Transmission

Inc

3.750%

1/30/31

94,154

400

(b)

American

Airlines

Inc

7.250%

2/15/28

402,265

170

(b)

American

Airlines

Inc

8.500%

5/15/29

177,084

300

(b)

American

Airlines

Inc/

AAdvantage

Loyalty

IP

Ltd2022

1

5.750%

4/20/29

289,720

140

American

Axle

&

Manufacturing

Inc

5.000%

10/01/29

126,315

90

(b)

AmeriGas

Partners

LP

/

AmeriGas

Finance

Corp

9.375%

6/01/28

93,512

100

(b)

AMN

Healthcare

Inc

4.625%

10/01/27

93,933

100

(b)

Antero

Midstream

Partners

LP

/

Antero

Midstream

Finance

Corp

7.875%

5/15/26

101,817

31

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

Industrial

(continued)

$

30

(b)

Antero

Midstream

Partners

LP

/

Antero

Midstream

Finance

Corp

5.750%

1/15/28

$

29,361

150

(b)

Antero

Midstream

Partners

LP

/

Antero

Midstream

Finance

Corp

5.375%

6/15/29

142,734

172

(b)

Anywhere

Real

Estate

Group

LLC

/

Anywhere

Co-Issuer

Corp

7.000%

4/15/30

150,921

120

(b)

APX

Group

Inc

6.750%

2/15/27

119,204

460

(b)

APX

Group

Inc

5.750%

7/15/29

427,724

120

(b)

Archrock

Partners

LP

/

Archrock

Partners

Finance

Corp

6.875%

4/01/27

119,708

510

(b)

Archrock

Partners

LP

/

Archrock

Partners

Finance

Corp

6.250%

4/01/28

499,628

80

(b)

Ardagh

Metal

Packaging

Finance

USA

LLC

/

Ardagh

Metal

Packaging

Finance

PLC

4.000%

9/01/29

65,946

175

(b)

Asbury

Automotive

Group

Inc

4.625%

11/15/29

158,237

260

(b)

Asbury

Automotive

Group

Inc

5.000%

2/15/32

231,141

120

(b)

ASGN

Inc

4.625%

5/15/28

111,985

120

(b)

Avantor

Funding

Inc

4.625%

7/15/28

111,552

100

(b)

Avantor

Funding

Inc

3.875%

11/01/29

88,540

170

(b)

Avient

Corp

5.750%

5/15/25

169,143

100

(b)

Avis

Budget

Car

Rental

LLC

/

Avis

Budget

Finance

Inc

4.750%

4/01/28

88,406

200

(b)

Avis

Budget

Car

Rental

LLC

/

Avis

Budget

Finance

Inc

5.375%

3/01/29

177,897

50

(b)

Axalta

Coating

Systems

Dutch

Holding

B

BV

7.250%

2/15/31

50,994

60

(b)

Axalta

Coating

Systems

LLC

3.375%

2/15/29

52,419

60

(b)

Axalta

Coating

Systems

LLC

/

Axalta

Coating

Systems

Dutch

Holding

B

BV

4.750%

6/15/27

57,560

50

B&G

Foods

Inc

5.250%

9/15/27

46,155

150

(b)

B&G

Foods

Inc

8.000%

9/15/28

155,438

220

Ball

Corp

2.875%

8/15/30

183,720

200

Ball

Corp

3.125%

9/15/31

166,097

150

(b)

Bath

&

Body

Works

Inc

6.625%

10/01/30

149,888

100

(b)

Bausch

Health

Cos

Inc

4.875%

6/01/28

64,598

720

(b)

Bausch

Health

Cos

Inc

11.000%

9/30/28

561,953

43

(b)

Bombardier

Inc

7.875%

4/15/27

42,732

200

(b)

British

Telecommunications

PLC

4.875%

11/23/81

178,334

220

(b)

Brookfield

Residential

Properties

Inc

/

Brookfield

Residential

US

LLC

4.875%

2/15/30

190,399

60

(b)

Builders

FirstSource

Inc

5.000%

3/01/30

56,180

371

(b)

Builders

FirstSource

Inc

4.250%

2/01/32

323,155

150

(b)

Cable

One

Inc

4.000%

11/15/30

114,436

70

(b)

Camelot

Finance

SA

4.500%

11/01/26

66,665

100

(b)

Camelot

Return

Merger

Sub

Inc

8.750%

8/01/28

98,310

500

(b)

Catalent

Pharma

Solutions

Inc

5.000%

7/15/27

490,317

320

(b)

Catalent

Pharma

Solutions

Inc

3.500%

4/01/30

304,410

300

(b)

CCO

Holdings

LLC

/

CCO

Holdings

Capital

Corp

5.375%

6/01/29

264,240

450

(b)

CCO

Holdings

LLC

/

CCO

Holdings

Capital

Corp

4.750%

3/01/30

373,925

410

(b)

CCO

Holdings

LLC

/

CCO

Holdings

Capital

Corp

4.500%

8/15/30

333,187

510

(b)

CCO

Holdings

LLC

/

CCO

Holdings

Capital

Corp

4.250%

2/01/31

399,148

Nuveen

ESG

High

Yield

Corporate

Bond

ETF

(NUHY)

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

32

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

Industrial

(continued)

$

250

(b)

CCO

Holdings

LLC

/

CCO

Holdings

Capital

Corp

4.750%

2/01/32

$

196,609

500

CCO

Holdings

LLC

/

CCO

Holdings

Capital

Corp

4.500%

5/01/32

383,908

100

(b)

CCO

Holdings

LLC

/

CCO

Holdings

Capital

Corp

4.500%

6/01/33

75,199

100

(b)

CCO

Holdings

LLC

/

CCO

Holdings

Capital

Corp

4.250%

1/15/34

72,451

380

(b)

Cedar

Fair

LP

/

Canada's

Wonderland

Co

/

Magnum

Management

Corp

/

Millennium

Op

5.500%

5/01/25

380,000

210

(b)

Central

Parent

Inc

/

CDK

Global

Inc

7.250%

6/15/29

212,298

290

(b)

Century

Communities

Inc

3.875%

8/15/29

253,189

100

(b)

CGG

SA

8.750%

4/01/27

93,579

210

(b)

Charles

River

Laboratories

International

Inc

3.750%

3/15/29

188,641

250

(b)

Charles

River

Laboratories

International

Inc

4.000%

3/15/31

218,061

200

(b)

Chart

Industries

Inc

7.500%

1/01/30

204,561

130

(b)

Chart

Industries

Inc

9.500%

1/01/31

139,556

310

(b)

Chemours

Co/The

5.750%

11/15/28

284,696

420

(b)

Chemours

Co/The

4.625%

11/15/29

359,886

800

(b)

CHS/Community

Health

Systems

Inc

5.625%

3/15/27

732,513

90

(b)

CHS/Community

Health

Systems

Inc

8.000%

12/15/27

88,091

1,000

(b)

CHS/Community

Health

Systems

Inc

6.000%

1/15/29

872,441

200

(b)

CHS/Community

Health

Systems

Inc

5.250%

5/15/30

163,517

350

(b)

Cinemark

USA

Inc

5.250%

7/15/28

325,008

450

(b)

Clarios

Global

LP

/

Clarios

US

Finance

Co

6.750%

5/15/28

450,916

118

(b)

Clarivate

Science

Holdings

Corp

3.875%

7/01/28

107,451

200

(b)

Clarivate

Science

Holdings

Corp

4.875%

7/01/29

182,139

310

(b)

Clear

Channel

Outdoor

Holdings

Inc

5.125%

8/15/27

287,346

350

(b)

Clear

Channel

Outdoor

Holdings

Inc

7.750%

4/15/28

296,752

440

(b)

Clear

Channel

Outdoor

Holdings

Inc

9.000%

9/15/28

452,348

410

(b)

Clear

Channel

Outdoor

Holdings

Inc

7.500%

6/01/29

330,389

250

(b)

Clear

Channel

Outdoor

Holdings

Inc

7.875%

4/01/30

245,115

120

(b)

Cogent

Communications

Group

Inc

3.500%

5/01/26

112,813

450

(b)

Coherent

Corp

5.000%

12/15/29

415,151

200

(b)

Condor

Merger

Sub

Inc

7.375%

2/15/30

185,254

700

(b)

Connect

Finco

SARL

/

Connect

US

Finco

LLC

6.750%

10/01/26

677,941

270

(b)

Consensus

Cloud

Solutions

Inc

6.500%

10/15/28

236,411

350

(b)

Consolidated

Communications

Inc

6.500%

10/01/28

303,286

150

(b)

Covanta

Holding

Corp

4.875%

12/01/29

131,491

282

Crowdstrike

Holdings

Inc

3.000%

2/15/29

247,750

33

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

Industrial

(continued)

$

100

(b)

Cushman

&

Wakefield

US

Borrower

LLC

6.750%

5/15/28

$

98,607

165

(b)

Darling

Ingredients

Inc

5.250%

4/15/27

159,867

260

(b)

DaVita

Inc

4.625%

6/01/30

227,795

550

(b)

DaVita

Inc

3.750%

2/15/31

452,580

120

Delta

Air

Lines

Inc

7.375%

1/15/26

122,737

590

(b)

Directv

Financing

LLC

/

Directv

Financing

Co-Obligor

Inc

5.875%

8/15/27

549,925

270

(b)

Domtar

Corp

6.750%

10/01/28

235,762

40

(b)

DT

Midstream

Inc

4.125%

6/15/29

36,255

161

(b)

DT

Midstream

Inc

4.375%

6/15/31

142,929

70

(b)

Dycom

Industries

Inc

4.500%

4/15/29

64,470

310

(b)

Edgewell

Personal

Care

Co

5.500%

6/01/28

299,138

100

(b)

Edgewell

Personal

Care

Co

4.125%

4/01/29

90,386

160

(b)

Elastic

NV

4.125%

7/15/29

142,481

300

(b)

Element

Solutions

Inc

3.875%

9/01/28

270,026

120

Encompass

Health

Corp

4.500%

2/01/28

112,639

210

Encompass

Health

Corp

4.750%

2/01/30

192,579

170

(b)

Enerflex

Ltd

9.000%

10/15/27

174,084

440

(b)

Energizer

Holdings

Inc

4.750%

6/15/28

399,791

250

(b)

Energizer

Holdings

Inc

4.375%

3/31/29

220,844

200

(b)

Entegris

Inc

5.950%

6/15/30

194,749

350

(b)

EQM

Midstream

Partners

LP

6.500%

7/01/27

350,486

12

(b)

EQM

Midstream

Partners

LP

7.500%

6/01/30

12,583

100

(b)

Fair

Isaac

Corp

4.000%

6/15/28

92,107

550

(b)

Frontier

Communications

Holdings

LLC

5.875%

10/15/27

527,537

800

(b)

Frontier

Communications

Holdings

LLC

5.000%

5/01/28

735,991

270

(b)

Frontier

Communications

Holdings

LLC

6.750%

5/01/29

237,443

650

(b)

Frontier

Communications

Holdings

LLC

8.750%

5/15/30

661,785

270

(b)

Frontier

Communications

Holdings

LLC

8.625%

3/15/31

272,693

335

(b)

Gap

Inc/The

3.625%

10/01/29

283,464

280

(b)

Gates

Global

LLC

/

Gates

Corp

6.250%

1/15/26

280,060

150

(b)

Gen

Digital

Inc

6.750%

9/30/27

150,558

150

(b)

Gen

Digital

Inc

7.125%

9/30/30

151,548

110

(b)

Glatfelter

Corp

4.750%

11/15/29

92,423

370

(b)

Go

Daddy

Operating

Co

LLC

/

GD

Finance

Co

Inc

5.250%

12/01/27

357,218

400

Goodyear

Tire

&

Rubber

Co/

The

5.000%

7/15/29

362,788

200

Goodyear

Tire

&

Rubber

Co/

The

5.250%

7/15/31

176,912

870

(b)

Gray

Escrow

Inc

5.375%

11/15/31

522,961

290

(b)

Gray

Television

Inc

4.750%

10/15/30

175,066

180

Griffon

Corp

5.750%

3/01/28

173,352

200

(b)

Grifols

SA

4.750%

10/15/28

161,528

200

(b)

GrubHub

Holdings

Inc

5.500%

7/01/27

178,371

300

(b)

H&E

Equipment

Services

Inc

3.875%

12/15/28

265,466

600

(b)

Hawaiian

Brand

Intellectual

Property

Ltd

/

HawaiianMiles

Loyalty

Ltd

5.750%

1/20/26

562,734

250

(b)

HealthEquity

Inc

4.500%

10/01/29

227,706

195

Heartland

Dental

LLC

/

Heartland

Dental

Finance

Corp

10.500%

4/30/28

205,259

50

(b)

Herbalife

Nutrition

Ltd

/

HLF

Financing

Inc

7.875%

9/01/25

47,960

230

(b)

Herc

Holdings

Inc

5.500%

7/15/27

223,388

Nuveen

ESG

High

Yield

Corporate

Bond

ETF

(NUHY)

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

34

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

Industrial

(continued)

$

70

(b)

Hertz

Corp/The

4.625%

12/01/26

$

54,221

730

(b)

Hertz

Corp/The

5.000%

12/01/29

501,285

210

(b)

Hilton

Domestic

Operating

Co

Inc

5.750%

5/01/28

207,577

200

(b)

Hilton

Domestic

Operating

Co

Inc

3.750%

5/01/29

179,402

60

Hilton

Domestic

Operating

Co

Inc

4.875%

1/15/30

56,402

130

(b)

Hilton

Domestic

Operating

Co

Inc

4.000%

5/01/31

113,911

110

(b)

Hilton

Domestic

Operating

Co

Inc

3.625%

2/15/32

92,435

350

(b)

Hilton

Grand

Vacations

Borrower

Escrow

LLC

/

Hilton

Grand

Vacations

Borrower

Esc

5.000%

6/01/29

318,343

208

(b)

Hilton

Grand

Vacations

Borrower

Escrow

LLC

/

Hilton

Grand

Vacations

Borrower

Esc

4.875%

7/01/31

181,101

120

(b)

Hilton

Grand

Vacations

Borrower

Escrow

LLC

/

Hilton

Grand

Vacations

Borrower

Esc

6.625%

1/15/32

118,304

220

(b)

HLF

Financing

Sarl

LLC

/

Herbalife

International

Inc

4.875%

6/01/29

129,228

170

(b)

Hologic

Inc

3.250%

2/15/29

150,136

200

iHeartCommunications

Inc

6.375%

5/01/26

169,026

404

(b)

iHeartCommunications

Inc

5.250%

8/15/27

296,401

150

(b)

iHeartCommunications

Inc

4.750%

1/15/28

107,109

120

(b)

Ingevity

Corp

3.875%

11/01/28

106,777

1,160

(b)

Intelsat

Jackson

Holdings

SA

6.500%

3/15/30

1,110,286

200

(b)

IQVIA

Inc

5.000%

5/15/27

193,081

100

(b)

Iron

Mountain

Inc

5.000%

7/15/28

94,238

80

(b)

Iron

Mountain

Inc

4.875%

9/15/29

73,821

111

(b)

Iron

Mountain

Inc

5.250%

7/15/30

103,023

160

(b)

Iron

Mountain

Information

Management

Services

Inc

5.000%

7/15/32

141,805

220

(b)

ITT

Holdings

LLC

6.500%

8/01/29

198,708

480

(b)

Jaguar

Land

Rover

Automotive

PLC

5.875%

1/15/28

466,515

400

(b)

Jazz

Securities

DAC

4.375%

1/15/29

363,931

150

(b)

Kinetik

Holdings

LP

5.875%

6/15/30

145,031

10

Lamar

Media

Corp

4.000%

2/15/30

8,925

150

(b)

Lamb

Weston

Holdings

Inc

4.875%

5/15/28

143,186

150

(b)

Level

3

Financing

Inc

3.400%

3/01/27

90,000

400

(b)

Level

3

Financing

Inc

10.500%

5/15/30

396,369

360

(b)

Lions

Gate

Capital

Holdings

LLC

5.500%

4/15/29

274,334

60

(b)

Lithia

Motors

Inc

3.875%

6/01/29

52,994

300

(b)

Lithia

Motors

Inc

4.375%

1/15/31

262,652

100

(b)

Lumen

Technologies

Inc

4.000%

2/15/27

55,516

33

(b)

Macy's

Retail

Holdings

LLC

5.875%

4/01/29

31,818

280

(b)

Marriott

Ownership

Resorts

Inc

4.500%

6/15/29

251,402

160

(b)

Masonite

International

Corp

5.375%

2/01/28

160,778

70

(b)

McGraw-Hill

Education

Inc

8.000%

8/01/29

64,295

350

Mercer

International

Inc

5.125%

2/01/29

305,691

74

Methanex

Corp

5.125%

10/15/27

71,171

150

Methanex

Corp

5.250%

12/15/29

142,191

130

(b)

Michaels

Cos

Inc/The

5.250%

5/01/28

110,029

110

(b)

MicroStrategy

Inc

6.125%

6/15/28

101,945

250

(b)

Mobius

Merger

Sub

Inc

9.000%

6/01/30

246,703

290

(b)

ModivCare

Inc

5.875%

11/15/25

282,839

23

(b)

MPH

Acquisition

Holdings

LLC

5.500%

9/01/28

18,742

35

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

Industrial

(continued)

$

60

Murphy

Oil

USA

Inc

4.750%

9/15/29

$

55,859

100

(b)

Murphy

Oil

USA

Inc

3.750%

2/15/31

85,846

400

(b)

NCL

Corp

Ltd

5.875%

3/15/26

391,928

720

(b)

NCL

Corp

Ltd

5.875%

2/15/27

703,346

140

(b)

NCL

Corp

Ltd

8.375%

2/01/28

145,997

400

(b)

NCL

Corp

Ltd

8.125%

1/15/29

416,576

310

(b)

NCL

Corp

Ltd

7.750%

2/15/29

316,658

421

(b)

NCR

Corp

5.000%

10/01/28

387,724

500

(b)

NCR

Corp

5.125%

4/15/29

459,456

83

(b)

New

Fortress

Energy

Inc

6.750%

9/15/25

81,980

300

(b)

New

Fortress

Energy

Inc

6.500%

9/30/26

286,879

10

Newell

Brands

Inc

4.875%

6/01/25

9,839

200

Newell

Brands

Inc

6.375%

9/15/27

195,026

200

Newell

Brands

Inc

6.625%

9/15/29

193,176

350

(b)

Nexstar

Media

Inc

5.625%

7/15/27

329,130

438

(b)

Nexstar

Media

Inc

4.750%

11/01/28

388,839

81

Nordstrom

Inc

4.375%

4/01/30

72,293

250

NuStar

Logistics

LP

5.750%

10/01/25

248,590

150

NuStar

Logistics

LP

6.000%

6/01/26

148,846

150

NuStar

Logistics

LP

6.375%

10/01/30

148,295

260

(b)

ON

Semiconductor

Corp

3.875%

9/01/28

235,943

110

(b)

Open

Text

Corp

3.875%

2/15/28

100,409

210

(b)

Open

Text

Holdings

Inc

4.125%

12/01/31

179,986

100

(b)

Option

Care

Health

Inc

4.375%

10/31/29

89,558

500

(b)

Organon

&

Co

/

Organon

Foreign

Debt

Co-Issuer

BV

4.125%

4/30/28

455,378

100

(b)

Organon

&

Co

/

Organon

Foreign

Debt

Co-Issuer

BV

5.125%

4/30/31

86,470

100

(b)

Outfront

Media

Capital

LLC

/

Outfront

Media

Capital

Corp

5.000%

8/15/27

95,177

510

(b)

Outfront

Media

Capital

LLC

/

Outfront

Media

Capital

Corp

4.250%

1/15/29

453,924

100

(b)

Outfront

Media

Capital

LLC

/

Outfront

Media

Capital

Corp

4.625%

3/15/30

88,287

200

(b)

Owens-Brockway

Glass

Container

Inc

6.625%

5/13/27

199,835

70

(b)

Owens-Brockway

Glass

Container

Inc

7.250%

5/15/31

70,107

20

(b)

Pactiv

Evergreen

Group

Issuer

Inc/Pactiv

Evergreen

Group

Issuer

LLC

4.375%

9/30/28

18,406

375

Paramount

Global

6.375%

3/30/62

346,821

150

(b)

Parkland

Corp

5.875%

7/15/27

146,247

100

(b)

Parkland

Corp/Canada

4.625%

5/01/30

90,374

200

PBF

Holding

Co

LLC

/

PBF

Finance

Corp

6.000%

2/15/28

195,058

200

(b)

PBF

Holding

Co

LLC

/

PBF

Finance

Corp

7.875%

9/15/30

205,697

171

(b)

Performance

Food

Group

Inc

5.500%

10/15/27

165,523

185

(b)

Performance

Food

Group

Inc

4.250%

8/01/29

165,830

110

Perrigo

Finance

Unlimited

Co

4.650%

6/15/30

100,796

450

(b)

Post

Holdings

Inc

5.500%

12/15/29

426,756

440

(b)

Post

Holdings

Inc

4.625%

4/15/30

397,373

550

(b)

Post

Holdings

Inc

4.500%

9/15/31

483,596

135

(b)

Post

Holdings

Inc

6.250%

2/15/32

133,197

120

(b)

Prestige

Brands

Inc

3.750%

4/01/31

102,082

200

(b)

Prime

Security

Services

Borrower

LLC

/

Prime

Finance

Inc

5.750%

4/15/26

197,484

Nuveen

ESG

High

Yield

Corporate

Bond

ETF

(NUHY)

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

36

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

Industrial

(continued)

$

230

(b)

Prime

Security

Services

Borrower

LLC

/

Prime

Finance

Inc

6.250%

1/15/28

$

224,691

300

(b)

Primo

Water

Holdings

Inc

4.375%

4/30/29

273,827

60

(b)

PTC

Inc

4.000%

2/15/28

55,585

201

(b)

Rakuten

Group

Inc

5.125%

N/A

(c)

165,471

355

(b)

Rakuten

Group

Inc

6.250%

N/A

(c)

253,755

100

(b)

RB

Global

Inc

6.750%

3/15/28

100,945

110

(b)

RB

Global

Inc

7.750%

3/15/31

114,084

20

(b)

Realogy

Group

LLC

/

Realogy

Co-Issuer

Corp

5.750%

1/15/29

13,960

60

(b)

ROBLOX

Corp

3.875%

5/01/30

51,891

210

(b)

Rogers

Communications

Inc

5.250%

3/15/82

199,613

100

(b)

Royal

Caribbean

Cruises

Ltd

4.250%

7/01/26

96,019

50

(b)

Royal

Caribbean

Cruises

Ltd

5.500%

8/31/26

49,047

60

(b)

Royal

Caribbean

Cruises

Ltd

5.375%

7/15/27

58,390

100

(b)

Royal

Caribbean

Cruises

Ltd

5.500%

4/01/28

97,337

430

(b)

Royal

Caribbean

Cruises

Ltd

7.250%

1/15/30

442,196

100

(b)

Royal

Caribbean

Cruises

Ltd

6.250%

3/15/32

98,577

17

(b)

SABRE

GLBL

INC

8.625%

6/01/27

15,043

350

SBA

Communications

Corp

3.875%

2/15/27

328,929

188

Seagate

HDD

Cayman

9.625%

12/01/32

210,665

100

(b)

Sealed

Air

Corp

6.125%

2/01/28

98,782

370

(b)

SeaWorld

Parks

&

Entertainment

Inc

5.250%

8/15/29

341,165

590

(b)

Select

Medical

Corp

6.250%

8/15/26

590,221

220

(b)

Sensata

Technologies

BV

4.000%

4/15/29

196,962

200

(b)

Sensata

Technologies

BV

5.875%

9/01/30

192,954

100

(b)

Sensata

Technologies

Inc

3.750%

2/15/31

84,508

183

Service

Corp

International/US

5.125%

6/01/29

174,728

400

Service

Corp

International/US

4.000%

5/15/31

344,585

215

(b)

Sinclair

Television

Group

Inc

4.125%

12/01/30

149,021

135

(b)

Sirius

XM

Radio

Inc

3.125%

9/01/26

125,649

210

(b)

Sirius

XM

Radio

Inc

5.500%

7/01/29

194,930

150

(b)

Sirius

XM

Radio

Inc

4.125%

7/01/30

127,209

140

(b)

Sirius

XM

Radio

Inc

3.875%

9/01/31

112,592

170

Six

Flags

Entertainment

Corp

7.250%

5/15/31

169,637

250

(b)

Six

Flags

Entertainment

Corp

0.000%

4/30/32

249,003

390

(b)

Sotheby's

7.375%

10/15/27

363,450

200

(b)

Spirit

Loyalty

Cayman

Ltd

/

Spirit

IP

Cayman

Ltd

8.000%

9/20/25

156,207

150

(b)

SPX

FLOW

Inc

8.750%

4/01/30

153,538

300

(b)

Stagwell

Global

LLC

5.625%

8/15/29

268,601

420

(b)

Studio

City

Finance

Ltd

6.500%

1/15/28

391,698

400

(b)

Studio

City

Finance

Ltd

5.000%

1/15/29

340,185

300

(b)

Suburban

Propane

Partners

LP/

Suburban

Energy

Finance

Corp

5.000%

6/01/31

266,505

100

(b)

Summit

Materials

LLC

/

Summit

Materials

Finance

Corp

5.250%

1/15/29

96,089

55

(b)

Summit

Materials

LLC

/

Summit

Materials

Finance

Corp

7.250%

1/15/31

56,503

160

(b)

Summit

Midstream

Holdings

LLC

/

Summit

Midstream

Finance

Corp

9.500%

10/15/26

163,356

300

(b)

Sunoco

LP

0.000%

4/30/29

304,676

380

(b)

Sunrise

FinCo

I

BV

4.875%

7/15/31

330,893

60

(b)

Superior

Plus

LP

/

Superior

General

Partner

Inc

4.500%

3/15/29

54,272

261

(b)

Taylor

Morrison

Communities

Inc

5.125%

8/01/30

243,036

100

(b)

TEGNA

Inc

4.750%

3/15/26

96,569

37

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

Industrial

(continued)

$

190

TEGNA

Inc

5.000%

9/15/29

$

167,493

50

(b)

Teleflex

Inc

4.250%

6/01/28

46,204

20

(b)

Tempur

Sealy

International

Inc

4.000%

4/15/29

17,780

200

(b)

Tempur

Sealy

International

Inc

3.875%

10/15/31

164,662

450

(b)

Tenneco

Inc

8.000%

11/17/28

420,464

110

(b)

Terex

Corp

5.000%

5/15/29

102,910

160

(b)

Thor

Industries

Inc

4.000%

10/15/29

138,334

50

(b)

TopBuild

Corp

4.125%

2/15/32

43,288

11

(b)

TransDigm

Inc

6.625%

3/01/32

10,981

100

(b)

Travel

+

Leisure

Co

6.625%

7/31/26

100,114

240

(b)

Travel

+

Leisure

Co

4.500%

12/01/29

216,331

120

TreeHouse

Foods

Inc

4.000%

9/01/28

106,253

207

(b)

Triumph

Group

Inc

9.000%

3/15/28

214,339

150

(b)

Trivium

Packaging

Finance

BV

5.500%

8/15/26

147,412

160

(b)

Trivium

Packaging

Finance

BV

8.500%

8/15/27

158,442

210

(b)

Tronox

Inc

4.625%

3/15/29

187,338

250

(b)

TTM

Technologies

Inc

4.000%

3/01/29

223,595

140

Twilio

Inc

3.875%

3/15/31

121,209

70

(b)

Uber

Technologies

Inc

6.250%

1/15/28

69,960

570

(b)

Uber

Technologies

Inc

4.500%

8/15/29

531,011

150

(b)

United

Natural

Foods

Inc

6.750%

10/15/28

115,115

253

United

Rentals

North

America

Inc

5.250%

1/15/30

242,644

99

United

Rentals

North

America

Inc

4.000%

7/15/30

88,233

300

(b)

United

Rentals

North

America

Inc

6.125%

3/15/34

292,915

120

(b)

Uniti

Group

LP

/

Uniti

Group

Finance

Inc

/

CSL

Capital

LLC

10.500%

2/15/28

124,492

700

(b)

Uniti

Group

LP

/

Uniti

Group

Finance

Inc

/

CSL

Capital

LLC

4.750%

4/15/28

613,935

24

(b)

Univision

Communications

Inc

4.500%

5/01/29

20,878

328

(b)

US

Foods

Inc

4.750%

2/15/29

305,581

100

(b)

US

Foods

Inc

4.625%

6/01/30

90,933

50

(b)

Vail

Resorts

Inc

6.250%

5/15/25

50,027

90

(b)

Valvoline

Inc

3.625%

6/15/31

75,714

130

(b)

Vertiv

Group

Corp

4.125%

11/15/28

120,394

100

(b)

Viasat

Inc

5.625%

4/15/27

91,504

318

(b)

Victoria's

Secret

&

Co

4.625%

7/15/29

249,842

150

(b)

Videotron

Ltd

3.625%

6/15/29

133,326

70

(b)

Virgin

Media

Finance

PLC

5.000%

7/15/30

57,326

450

Vodafone

Group

PLC

7.000%

4/04/79

456,577

220

Vodafone

Group

PLC

3.250%

6/04/81

204,316

325

Vodafone

Group

PLC

4.125%

6/04/81

271,946

1,430

(b)

VZ

Secured

Financing

BV

5.000%

1/15/32

1,204,544

275

(b)

Weatherford

International

Ltd

8.625%

4/30/30

285,557

401

(b)

WESCO

Distribution

Inc

7.250%

6/15/28

407,343

20

(b)

Williams

Scotsman

Inc

6.125%

6/15/25

19,925

180

(b)

Williams

Scotsman

Inc

4.625%

8/15/28

166,136

100

(b)

Williams

Scotsman

Inc

7.375%

10/01/31

102,157

770

(b)

Windstream

Escrow

LLC

/

Windstream

Escrow

Finance

Corp

7.750%

8/15/28

741,924

210

(b)

WMG

Acquisition

Corp

3.875%

7/15/30

183,079

81

(b)

WMG

Acquisition

Corp

3.000%

2/15/31

67,239

200

(b)

Wolverine

World

Wide

Inc

4.000%

8/15/29

159,745

140

(b)

Wyndham

Hotels

&

Resorts

Inc

4.375%

8/15/28

128,368

160

(b)

Xerox

Holdings

Corp

5.500%

8/15/28

138,834

170

(b)

XPO

Inc

7.125%

2/01/32

170,986

156

(b)

Yum!

Brands

Inc

4.750%

1/15/30

145,989

100

Yum!

Brands

Inc

3.625%

3/15/31

86,413

Nuveen

ESG

High

Yield

Corporate

Bond

ETF

(NUHY)

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

38

Part

F

of

Form

N-PORT

was

prepared

in

accordance

with

U.S.

generally

accepted

accounting

principles

(“U.S.

GAAP”)

and

in

conformity

with

the

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission

(“SEC”)

related

to

interim

filings.

Part

F

of

Form

N-PORT

does

not

include

all

information

and

footnotes

required

by

U.S.

GAAP

for

complete

financial

statements.

Certain

footnote

disclosures

normally

included

in

financial

statements

prepared

in

accordance

with

U.S.

GAAP

have

been

condensed

or

omitted

from

this

report

pursuant

to

the

rules

of

the

SEC.

For

a

full

set

of

the

Fund’s

notes

to

financial

statements,

please

refer

to

the

Fund’s

most

recently

filed

annual

or

semi-annual

report.

Fair

Value

Measurements

The

Fund’s

investments

in

securities

are

recorded

at

their

estimated

fair

value

utilizing

valuation

methods

approved

by

the

Board

of

Directors/

Trustees.

Fair

value

is

defined

as

the

price

that

would

be

received

upon

selling

an

investment

or

transferring

a

liability

in

an

orderly

transaction

to

an

independent

buyer

in

the

principal

or

most

advantageous

market

for

the

investment.

U.S.

GAAP

establishes

the

three-tier

hierarchy

which

is

used

to

maximize

the

use

of

observable

market

data

and

minimize

the

use

of

unobservable

inputs

and

to

establish

classification

of

fair

value

measurements

for

disclosure

purposes.

Observable

inputs

reflect

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Observable

inputs

are

based

on

market

data

obtained

from

sources

independent

of

the

reporting

entity.

Unobservable

inputs

reflect

management’s

assumptions

about

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Unobservable

inputs

are

based

on

the

best

information

available

in

the

circumstances.

The

following

is

a

summary

of

the

three-tiered

hierarchy

of

valuation

input

levels.

Level

1

–

Inputs

are

unadjusted

and

prices

are

determined

using

quoted

prices

in

active

markets

for

identical

securities.

Level

2

–

Prices

are

determined

using

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

credit

spreads,

etc.).

Level

3

–

Prices

are

determined

using

significant

unobservable

inputs

(including

management’s

assumptions

in

determining

the

fair

value

of

investments).

The

following

table

summarizes

the

market

value

of

the

Fund's

investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

them:

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

Industrial

(continued)

$

150

Yum!

Brands

Inc

4.625%

1/31/32

$

135,036

110

Yum!

Brands

Inc

5.375%

4/01/32

103,761

270

(b)

Ziggo

BV

4.875%

1/15/30

236,262

230

(b)

ZipRecruiter

Inc

5.000%

1/15/30

202,330

200

(b)

ZoomInfo

Technologies

LLC/

ZoomInfo

Finance

Corp

3.875%

2/01/29

176,531

Total

Industrial

73,925,654

Utility

-

0.9%

110

Algonquin

Power

&

Utilities

Corp

4.750%

1/18/82

95,408

200

(b)

Clearway

Energy

Operating

LLC

4.750%

3/15/28

188,470

110

(b)

Clearway

Energy

Operating

LLC

3.750%

2/15/31

92,996

150

Edison

International

8.125%

6/15/53

152,987

110

(b)

NextEra

Energy

Operating

Partners

LP

7.250%

1/15/29

111,418

71

(b)

TerraForm

Power

Operating

LLC

4.750%

1/15/30

63,284

Total

Utility

704,563

Total

Corporate

Debt

(cost

$84,785,843)

81,122,155

Total

Long-Term

Investments

(cost

$84,785,843)

81,122,155

Other

Assets

&

Liabilities,

Net

-

2.2%

1,857,437

Net

Assets

-

100%

$

82,979,592

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Corporate

Debt

$

–

$

81,122,155

$

–

$

81,122,155

Total

$

–

$

81,122,155

$

–

$

81,122,155

39

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.

(a)

All

percentages

shown

in

the

Portfolio

of

Investments

are

based

on

net

assets.

(b)

Security

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$69,977,108

or

86.3%

of

Total

Investments.

(c)

Perpetual

security.

Maturity

date

is

not

applicable.

REIT

Real

Estate

Investment

Trust

40

Nuveen

ESG

U.S.

Aggregate

Bond

ETF

(NUBD)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

LONG-TERM

INVESTMENTS

-

98.7%

X

–

U.S.

TREASURY

-

41.8%

$

200

United

States

Treasury

Note/Bond

3.875%

3/31/25

$

197,549

1,500

United

States

Treasury

Note/Bond

0.250%

5/31/25

1,421,836

2,000

United

States

Treasury

Note/Bond

4.250%

5/31/25

1,978,906

400

United

States

Treasury

Note/Bond

4.625%

6/30/25

397,328

900

United

States

Treasury

Note/Bond

4.750%

7/31/25

895,184

950

United

States

Treasury

Note/Bond

0.250%

8/31/25

890,217

3,900

United

States

Treasury

Note/Bond

0.250%

9/30/25

3,640,102

900

United

States

Treasury

Note/Bond

5.000%

9/30/25

897,715

800

United

States

Treasury

Note/Bond

0.250%

10/31/25

743,937

900

United

States

Treasury

Note/Bond

5.000%

10/31/25

897,891

1,820

United

States

Treasury

Note/Bond

0.375%

11/30/25

1,689,472

500

United

States

Treasury

Note/Bond

4.875%

11/30/25

497,891

1,300

United

States

Treasury

Note/Bond

0.375%

12/31/25

1,202,398

1,800

United

States

Treasury

Note/Bond

4.250%

12/31/25

1,774,758

3,500

United

States

Treasury

Note/Bond

0.375%

1/31/26

3,225,059

2,150

United

States

Treasury

Note/Bond

4.250%

1/31/26

2,119,682

500

United

States

Treasury

Note/Bond

0.500%

2/28/26

460,273

2,450

United

States

Treasury

Note/Bond

4.625%

2/28/26

2,431,051

1,900

United

States

Treasury

Note/Bond

0.750%

3/31/26

1,752,379

1,300

United

States

Treasury

Note/Bond

4.500%

3/31/26

1,286,949

3,200

United

States

Treasury

Note/Bond

0.750%

4/30/26

2,941,625

400

United

States

Treasury

Note/Bond

4.875%

4/30/26

398,797

700

United

States

Treasury

Note/Bond

0.750%

5/31/26

641,348

1,700

United

States

Treasury

Note/Bond

0.875%

6/30/26

1,557,691

1,100

United

States

Treasury

Note/Bond

0.625%

7/31/26

998,937

1,450

United

States

Treasury

Note/Bond

0.750%

8/31/26

1,316,555

2,600

United

States

Treasury

Note/Bond

0.875%

9/30/26

2,361,227

900

United

States

Treasury

Note/Bond

1.125%

10/31/26

819,949

1,600

United

States

Treasury

Note/Bond

1.250%

11/30/26

1,458,500

1,100

United

States

Treasury

Note/Bond

1.250%

12/31/26

1,000,441

1,750

United

States

Treasury

Note/Bond

1.875%

2/28/27

1,611,504

500

United

States

Treasury

Note/Bond

2.500%

3/31/27

468,105

1,250

United

States

Treasury

Note/Bond

2.750%

4/30/27

1,176,611

2,000

United

States

Treasury

Note/Bond

2.625%

5/31/27

1,872,656

900

United

States

Treasury

Note/Bond

0.500%

6/30/27

786,234

2,500

United

States

Treasury

Note/Bond

3.250%

6/30/27

2,383,691

1,000

United

States

Treasury

Note/Bond

2.750%

7/31/27

937,344

2,186

United

States

Treasury

Note/Bond

2.250%

8/15/27

2,014,365

100

United

States

Treasury

Note/Bond

4.125%

9/30/27

97,777

1,600

United

States

Treasury

Note/Bond

4.125%

10/31/27

1,563,312

888

United

States

Treasury

Note/Bond

2.250%

11/15/27

814,150

320

United

States

Treasury

Note/Bond

0.625%

11/30/27

276,212

1,600

United

States

Treasury

Note/Bond

3.875%

11/30/27

1,550,000

3,798

United

States

Treasury

Note/Bond

3.875%

12/31/27

3,677,829

1,500

United

States

Treasury

Note/Bond

3.500%

1/31/28

1,432,559

2,344

United

States

Treasury

Note/Bond

2.750%

2/15/28

2,177,722

41

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

$

1,200

United

States

Treasury

Note/Bond

4.000%

2/29/28

$

1,166,250

3,200

United

States

Treasury

Note/Bond

3.625%

3/31/28

3,066,750

2,000

United

States

Treasury

Note/Bond

3.500%

4/30/28

1,906,641

1,100

United

States

Treasury

Note/Bond

3.625%

5/31/28

1,053,121

1,900

United

States

Treasury

Note/Bond

4.000%

6/30/28

1,844,484

2,450

United

States

Treasury

Note/Bond

4.125%

7/31/28

2,389,420

3,700

United

States

Treasury

Note/Bond

4.625%

9/30/28

3,679,043

650

United

States

Treasury

Note/Bond

1.375%

10/31/28

561,895

2,000

United

States

Treasury

Note/Bond

4.875%

10/31/28

2,009,141

2,550

United

States

Treasury

Note/Bond

4.375%

11/30/28

2,511,352

4,750

United

States

Treasury

Note/Bond

3.750%

12/31/28

4,553,691

300

United

States

Treasury

Note/Bond

1.750%

1/31/29

262,125

2,850

United

States

Treasury

Note/Bond

4.000%

1/31/29

2,761,494

3,850

United

States

Treasury

Note/Bond

4.250%

2/28/29

3,771,496

2,650

United

States

Treasury

Note/Bond

4.125%

3/31/29

2,580,852

800

United

States

Treasury

Note/Bond

4.625%

4/30/29

796,938

1,470

United

States

Treasury

Note/Bond

2.375%

5/15/29

1,316,396

514

United

States

Treasury

Note/Bond

1.625%

8/15/29

440,835

500

United

States

Treasury

Note/Bond

3.875%

12/31/29

478,965

100

United

States

Treasury

Note/Bond

0.625%

5/15/30

78,707

150

United

States

Treasury

Note/Bond

4.000%

1/31/31

143,877

1,000

United

States

Treasury

Note/Bond

1.875%

2/15/32

817,344

3,050

United

States

Treasury

Note/Bond

2.875%

5/15/32

2,679,949

1,150

United

States

Treasury

Note/Bond

2.750%

8/15/32

997,221

1,150

United

States

Treasury

Note/Bond

4.125%

11/15/32

1,104,180

700

United

States

Treasury

Note/Bond

3.500%

2/15/33

640,145

800

United

States

Treasury

Note/Bond

3.375%

5/15/33

723,000

1,300

United

States

Treasury

Note/Bond

3.875%

8/15/33

1,220,375

1,750

United

States

Treasury

Note/Bond

4.500%

11/15/33

1,724,297

2,250

United

States

Treasury

Note/Bond

4.000%

2/15/34

2,130,469

200

United

States

Treasury

Note/Bond

1.125%

8/15/40

116,562

1,300

United

States

Treasury

Note/Bond

1.875%

2/15/41

854,395

500

United

States

Treasury

Note/Bond

2.250%

5/15/41

348,437

1,050

United

States

Treasury

Note/Bond

1.750%

8/15/41

666,709

198

United

States

Treasury

Note/Bond

2.000%

11/15/41

130,804

1,400

United

States

Treasury

Note/Bond

2.375%

2/15/42

981,586

3,900

United

States

Treasury

Note/Bond

3.250%

5/15/42

3,132,645

1,964

United

States

Treasury

Note/Bond

2.750%

8/15/42

1,453,513

500

United

States

Treasury

Note/Bond

3.375%

8/15/42

407,910

135

United

States

Treasury

Note/Bond

2.750%

11/15/42

99,541

498

United

States

Treasury

Note/Bond

4.000%

11/15/42

443,706

600

United

States

Treasury

Note/Bond

3.875%

5/15/43

523,242

950

United

States

Treasury

Note/Bond

4.375%

8/15/43

887,211

2,340

United

States

Treasury

Note/Bond

4.750%

11/15/43

2,295,394

2,050

United

States

Treasury

Note/Bond

4.500%

2/15/44

1,946,219

4,221

United

States

Treasury

Note/Bond

2.750%

8/15/47

2,957,503

1,850

United

States

Treasury

Note/Bond

1.250%

5/15/50

873,908

700

United

States

Treasury

Note/Bond

1.375%

8/15/50

341,551

200

United

States

Treasury

Note/Bond

1.625%

11/15/50

104,516

3,800

United

States

Treasury

Note/Bond

1.875%

2/15/51

2,121,469

1,100

United

States

Treasury

Note/Bond

2.375%

5/15/51

693,945

Nuveen

ESG

U.S.

Aggregate

Bond

ETF

(NUBD)

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

42

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

$

160

United

States

Treasury

Note/Bond

1.875%

11/15/51

$

88,725

1,300

United

States

Treasury

Note/Bond

2.250%

2/15/52

792,746

1,350

United

States

Treasury

Note/Bond

2.875%

5/15/52

950,010

550

United

States

Treasury

Note/Bond

3.000%

8/15/52

397,096

949

United

States

Treasury

Note/Bond

4.000%

11/15/52

831,561

550

United

States

Treasury

Note/Bond

3.625%

2/15/53

449,367

1,210

United

States

Treasury

Note/Bond

3.625%

5/15/53

988,986

1,590

United

States

Treasury

Note/Bond

4.125%

8/15/53

1,423,795

1,200

United

States

Treasury

Note/Bond

4.750%

11/15/53

1,193,812

1,800

United

States

Treasury

Note/Bond

4.250%

2/15/54

1,647,844

Total

U.S.

Treasury

(cost

$160,045,664)

144,290,879

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

X

–

SECURITIZED

-

26.5%

$

150

American

Express

Credit

Account

Master

Trust

2023

3

5.230%

9/15/28

149,691

50

AmeriCredit

Automobile

Receivables

Trust

2021-2

1.010%

1/19/27

47,192

50

BA

Credit

Card

Trust

2023

A2

4.980%

11/15/28

49,617

200

BANK

2019

BN19

2.926%

8/15/61

175,805

100

BANK

2021

BN34

1.935%

6/15/63

91,494

100

BANK

2021

BN35

2.067%

6/15/64

86,155

50

BANK5

2023-5YR4

6.500%

12/15/56

51,346

50

BANK5

Trust

2024-5YR6

,

(WI/DD)

6.225%

5/15/57

50,978

100

Barclays

Commercial

Mortgage

S

2023

C21

6.000%

9/15/56

102,895

500

BBCMS

Mortgage

Trust

2020-C6

2.690%

2/15/53

468,644

200

Benchmark

Mortgage

Trust

2021

B24

2.264%

3/15/54

161,743

100

Benchmark

Mortgage

Trust

2021

B27

2.703%

7/15/54

69,389

100

Benchmark

Mortgage

Trust

2021

B28

2.073%

8/15/54

85,093

90

BMARK

2023-V4

6.841%

11/15/56

93,531

100

BMO

Mortgage

Trust

2023

5C1

7.355%

8/15/56

103,128

90

BMO

Mortgage

Trust

2024

C8

5.598%

9/15/56

89,577

100

Capital

One

Multi-Asset

Execution

Trust

2022

A2

3.490%

5/15/27

97,928

100

CarMax

Auto

Owner

Trust

2022

1

1.700%

8/16/27

93,495

71

(b)

Carvana

Auto

Receivables

Trust

2022-N1

4.130%

12/11/28

69,809

100

Citibank

Credit

Card

Issuance

Trust

2023

A1

5.230%

12/08/27

99,593

180

Citigroup

Commercial

Mortgage

Trust

2016-C1

3.209%

5/10/49

170,813

500

COMM

Mortgage

Trust

2015

LC19

3.183%

2/10/48

490,405

100

Discover

Card

Execution

Note

Trust

2021

A1

0.580%

9/15/26

98,162

195

Fannie

Mae

Pool

FN

MA2941

3.500%

3/01/32

185,481

60

Fannie

Mae

Pool

FN

MA3392

3.500%

6/01/33

56,343

129

Fannie

Mae

Pool

FN

MA3490

4.000%

10/01/33

123,128

48

Fannie

Mae

Pool

FN

MA3828

3.000%

11/01/34

44,046

97

Fannie

Mae

Pool

FN

MA3865

3.000%

12/01/34

88,955

117

Fannie

Mae

Pool

FN

MA3957

3.500%

3/01/35

108,771

533

Fannie

Mae

Pool

FN

MA4074

2.000%

7/01/35

461,291

477

Fannie

Mae

Pool

FN

MA4123

2.000%

9/01/35

413,906

460

Fannie

Mae

Pool

FN

MA4180

2.500%

11/01/35

410,697

470

Fannie

Mae

Pool

FN

MA4278

1.500%

3/01/36

397,883

544

Fannie

Mae

Pool

FN

MA4298

2.500%

3/01/36

485,647

139

Fannie

Mae

Pool

FN

MA4302

1.500%

4/01/36

117,537

61

Fannie

Mae

Pool

FN

MA4316

2021

MTGE

2.500%

4/01/36

53,952

43

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

$

157

Fannie

Mae

Pool

FN

MA4330

2.500%

5/01/36

$

139,323

288

Fannie

Mae

Pool

FN

MA4359

1.500%

6/01/36

243,234

65

Fannie

Mae

Pool

FN

MA4361

2021

MTGE

2.500%

6/01/36

57,970

147

Fannie

Mae

Pool

FN

MA4402

1.500%

8/01/36

124,175

270

Fannie

Mae

Pool

FN

MA4516

2.000%

1/01/37

233,435

220

Fannie

Mae

Pool

FN

MA4535

1.500%

2/01/37

184,677

1,070

Fannie

Mae

Pool

FN

MA4536

2.000%

2/01/37

923,093

323

Fannie

Mae

Pool

FN

MA4566

1.500%

3/01/37

271,643

210

Fannie

Mae

Pool

FN

MA4602

2.000%

5/01/37

181,016

98

Fannie

Mae

Pool

FN

MA4604

3.000%

5/01/37

89,003

293

Fannie

Mae

Pool

FN

MA4629

2022

1

3.000%

6/01/37

265,459

90

Fannie

Mae

Pool

FN

MA5042

4.500%

6/01/38

86,717

108

Fannie

Mae

Pool

FN

MA3890

3.000%

1/01/40

94,224

695

Fannie

Mae

Pool

FN

MA4268

2.000%

2/01/41

568,098

116

Fannie

Mae

Pool

FN

MA4310

1.500%

4/01/41

91,830

534

Fannie

Mae

Pool

FN

MA4334

2.500%

5/01/41

445,056

81

Fannie

Mae

Pool

FN

MA4364

2.000%

6/01/41

66,003

75

Fannie

Mae

Pool

FN

MA4366

2.500%

6/01/41

63,050

232

Fannie

Mae

Pool

FN

MA4387

2.000%

7/01/41

189,307

313

Fannie

Mae

Pool

FN

MA4423

2.500%

9/01/41

263,813

764

Fannie

Mae

Pool

FN

MA3143

3.000%

9/01/47

646,068

445

Fannie

Mae

Pool

FN

MA3120

3.500%

9/01/47

391,141

49

Fannie

Mae

Pool

FN

MA3182

3.500%

11/01/47

43,068

164

Fannie

Mae

Pool

FN

MA3358

4.500%

5/01/48

153,492

2,226

Fannie

Mae

Pool

FN

FM5665

3.500%

8/01/48

1,954,208

92

Fannie

Mae

Pool

FN

MA3536

4.000%

12/01/48

83,809

157

Fannie

Mae

Pool

FN

MA3574

3.500%

1/01/49

137,420

1,472

Fannie

Mae

Pool

FN

FM5488

4.000%

5/01/49

1,343,373

930

Fannie

Mae

Pool

FN

MA3774

3.000%

9/01/49

780,988

627

Fannie

Mae

Pool

FN

MA3905

3.000%

1/01/50

527,074

652

Fannie

Mae

Pool

FN

MA4077

,

(WI/DD)

2.000%

7/01/50

496,654

239

Fannie

Mae

Pool

FN

MA4078

2.500%

7/01/50

191,080

355

Fannie

Mae

Pool

FN

MA4079

,

(WI/DD)

3.000%

7/01/50

297,509

228

Fannie

Mae

Pool

FN

MA4097

3.000%

8/01/50

191,239

251

Fannie

Mae

Pool

FN

MA4158

2.000%

10/01/50

191,056

1,979

Fannie

Mae

Pool

FN

MA4182

2.000%

11/01/50

1,507,580

249

Fannie

Mae

Pool

FN

MA4183

,

(WI/DD)

2.500%

11/01/50

198,517

1,274

Fannie

Mae

Pool

FN

MA4208

2.000%

12/01/50

969,595

810

Fannie

Mae

Pool

FN

MA4254

1.500%

2/01/51

583,107

877

Fannie

Mae

Pool

FN

MA4255

2.000%

2/01/51

667,567

332

Fannie

Mae

Pool

FN

MA4304

1.500%

4/01/51

238,936

2,236

Fannie

Mae

Pool

FN

MA4305

2021

MTGE

2.000%

4/01/51

1,699,534

77

Fannie

Mae

Pool

FN

MA4337

4.000%

4/01/51

69,193

809

Fannie

Mae

Pool

FN

MA4325

2.000%

5/01/51

614,642

300

Fannie

Mae

Pool

FN

MA4327

3.000%

5/01/51

249,496

1,728

Fannie

Mae

Pool

FN

MA4355

2021

MTGE

2.000%

6/01/51

1,311,661

591

Fannie

Mae

Pool

FN

MA4357

3.000%

6/01/51

490,670

173

Fannie

Mae

Pool

FN

MA4377

1.500%

7/01/51

123,912

249

Fannie

Mae

Pool

FN

MA4378

2.000%

7/01/51

189,221

438

Fannie

Mae

Pool

FN

MA4397

1.500%

8/01/51

314,523

1,301

Fannie

Mae

Pool

FN

MA4398

2.000%

8/01/51

987,560

Nuveen

ESG

U.S.

Aggregate

Bond

ETF

(NUBD)

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

44

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

$

945

Fannie

Mae

Pool

FN

MA4437

2021

MA4437

2.000%

10/01/51

$

716,280

313

Fannie

Mae

Pool

FN

MA4439

3.000%

10/01/51

259,092

702

Fannie

Mae

Pool

FN

MA4465

2.000%

11/01/51

532,204

1,571

Fannie

Mae

Pool

FN

MA4492

2.000%

12/01/51

1,191,254

1,410

Fannie

Mae

Pool

FN

MA4511

2021

2.000%

12/01/51

1,067,275

6,911

Fannie

Mae

Pool

FN

MA4493

2.500%

12/01/51

5,489,182

819

Fannie

Mae

Pool

FN

MA4512

2.500%

1/01/52

648,461

449

Fannie

Mae

Pool

FN

MA4513

2021

3.000%

1/01/52

373,031

1,370

Fannie

Mae

Pool

FN

MA4549

3.000%

2/01/52

1,133,676

1,319

Fannie

Mae

Pool

FN

MA4562

2.000%

3/01/52

997,956

2,957

Fannie

Mae

Pool

FN

MA4563

2.500%

3/01/52

2,344,225

327

Fannie

Mae

Pool

FN

MA4564

2022

1

3.000%

3/01/52

270,546

829

Fannie

Mae

Pool

FN

MA4565

3.500%

3/01/52

717,719

364

Fannie

Mae

Pool

FN

MA4577

2.000%

4/01/52

275,664

2,152

Fannie

Mae

Pool

FN

MA4578

2.500%

4/01/52

1,706,927

444

Fannie

Mae

Pool

FN

MA4579

3.000%

4/01/52

366,921

226

Fannie

Mae

Pool

FN

MA4600

2022

2

3.500%

5/01/52

195,338

609

Fannie

Mae

Pool

FN

MA4644

2022

1

4.000%

5/01/52

545,892

271

Fannie

Mae

Pool

FN

MA4625

2022

1

3.500%

6/01/52

233,941

875

Fannie

Mae

Pool

FN

MA4684

2022

1

4.500%

6/01/52

806,944

377

Fannie

Mae

Pool

FN

MA4686

5.000%

6/01/52

357,831

544

Fannie

Mae

Pool

FN

MA4653

3.000%

7/01/52

449,446

214

Fannie

Mae

Pool

FN

MA4654

3.500%

7/01/52

184,965

533

Fannie

Mae

Pool

FN

MA4699

2022

1

3.500%

7/01/52

460,268

635

Fannie

Mae

Pool

FN

MA4700

2022

1

4.000%

7/01/52

569,104

318

Fannie

Mae

Pool

FN

MA4655

4.000%

7/01/52

284,157

537

Fannie

Mae

Pool

FN

MA4701

2022

1

4.500%

7/01/52

495,141

713

Fannie

Mae

Pool

FN

MA4656

4.500%

7/01/52

657,208

348

Fannie

Mae

Pool

FN

MA4709

5.000%

7/01/52

329,816

959

Fannie

Mae

Pool

FN

MA4737

2022

1

5.000%

8/01/52

909,698

950

Fannie

Mae

Pool

FN

MA4738

5.500%

8/01/52

925,475

316

Fannie

Mae

Pool

FN

MA4731

2022

1

3.500%

9/01/52

272,390

366

Fannie

Mae

Pool

FN

MA4732

4.000%

9/01/52

328,012

560

Fannie

Mae

Pool

FN

MA4781

3.000%

10/01/52

462,828

468

Fannie

Mae

Pool

FN

MA4782

3.500%

10/01/52

403,533

585

Fannie

Mae

Pool

FN

MA4783

4.000%

10/01/52

524,081

553

Fannie

Mae

Pool

FN

MA4805

2022

1

4.500%

11/01/52

509,724

353

Fannie

Mae

Pool

FN

MA4807

5.500%

11/01/52

344,164

591

Fannie

Mae

Pool

FN

MA4847

6.000%

11/01/52

588,029

236

Fannie

Mae

Pool

FN

MA4852

6.500%

11/01/52

238,831

449

Fannie

Mae

Pool

FN

MA4842

2022

1

5.500%

12/01/52

437,330

944

Fannie

Mae

Pool

FN

MA4894

6.000%

1/01/53

936,421

654

Fannie

Mae

Pool

FN

MA4895

6.500%

1/01/53

661,160

420

Fannie

Mae

Pool

FN

MA5027

4.000%

5/01/53

375,636

285

Fannie

Mae

Pool

FN

MA5008

4.500%

5/01/53

262,411

385

Fannie

Mae

Pool

FN

MA5009

5.000%

5/01/53

364,589

259

Fannie

Mae

Pool

FN

MA5012

6.500%

5/01/53

261,683

195

Fannie

Mae

Pool

FN

MA5071

5.000%

7/01/53

185,195

809

Fannie

Mae

Pool

FN

MA5106

5.000%

8/01/53

767,141

200

Fannie

Mae

Pool

6.000%

8/01/53

197,940

1,137

Fannie

Mae

Pool

FN

MA5165

5.500%

10/01/53

1,104,140

45

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

$

94

Fannie

Mae

Pool

FN

MA5166

6.000%

10/01/53

$

93,540

267

Fannie

Mae

Pool

FN

MA5190

5.500%

11/01/53

258,911

201

Fannie

Mae

Pool

6.500%

11/01/53

202,247

90

Fannie

Mae

Pool

FN

MA5193

7.000%

11/01/53

91,589

475

Fannie

Mae

Pool

FN

MA5216

6.000%

12/01/53

470,599

188

Fannie

Mae

Pool

FN

MA5217

6.500%

12/01/53

189,545

267

Fannie

Mae

Pool

FN

MA5218

7.000%

12/01/53

272,322

194

Fannie

Mae

Pool

FN

MA5247

6.000%

1/01/54

192,434

207

Fannie

Mae

Pool

5.500%

2/01/54

200,764

186

Fannie

Mae

Pool

FN

MA5273

6.500%

2/01/54

187,428

148

Fannie

Mae

Pool

FN

MA5295

6.000%

3/01/54

146,274

95

Fannie

Mae

Pool

FN

MA5298

7.000%

3/01/54

97,030

243

Fannie

Mae

Pool

FN

MA5329

6.500%

4/01/54

244,405

287

Fannie

Mae

Pool

FN

MA5342

7.000%

4/01/54

292,452

181

Fannie

Mae-Aces

2018

M7

3.129%

3/25/28

168,789

249

Fannie

Mae-Aces

2018

M10

3.469%

7/25/28

234,100

55

Ford

Credit

Auto

Owner

Trust

2022

A

1.290%

6/15/26

53,655

50

Ford

Credit

Auto

Owner

Trust

2024

A

5.010%

9/15/29

49,507

780

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

2019

K735

2.862%

5/25/26

745,217

98

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

2021

K742

0.861%

6/25/27

90,200

62

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

2021

K742

1.760%

3/25/28

54,814

100

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

2021

K743

1.770%

5/25/28

87,813

100

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

2023

K505

4.819%

6/25/28

98,657

100

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

2023

K506

4.650%

8/25/28

98,041

100

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

2023

K507

4.800%

9/25/28

98,379

100

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

2024

K517

5.355%

1/25/29

100,683

35

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

S

K518

5.400%

1/25/29

35,286

100

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

2024

K520

5.180%

3/25/29

100,055

303

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

2019

K094

2.701%

4/25/29

284,354

94

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

2021

K125

1.101%

8/25/30

80,695

100

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

2023

K753

4.400%

10/25/30

95,873

96

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

2021

K127

1.353%

11/25/30

83,668

50

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

2024

K755

5.203%

2/25/31

50,101

100

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

2021

K129

1.647%

5/25/31

79,766

100

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

2023

160

4.500%

8/25/33

95,350

Nuveen

ESG

U.S.

Aggregate

Bond

ETF

(NUBD)

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

46

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

$

95

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

2024

162

5.150%

12/25/33

$

94,992

98

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

2021

1520

2.007%

7/25/35

77,953

701

Freddie

Mac

Pool

FR

SD3574

3.000%

11/01/48

594,083

106

Freddie

Mac

Pool

FR

SD8071

,

(WI/DD)

4.500%

6/01/50

98,416

433

Ginnie

Mae

II

Pool

G2

MA3663

3.500%

5/20/46

387,470

55

Ginnie

Mae

II

Pool

G2

MA5264

4.000%

6/20/48

50,391

63

Ginnie

Mae

II

Pool

G2

MA5398

4.000%

8/20/48

57,655

388

Ginnie

Mae

II

Pool

G2

MA6038

3.000%

7/20/49

332,953

181

Ginnie

Mae

II

Pool

G2

MA6283

3.000%

11/20/49

155,490

708

Ginnie

Mae

II

Pool

G2

MA6338

3.000%

12/20/49

608,230

213

Ginnie

Mae

II

Pool

G2

MA6340

4.000%

12/20/49

195,388

221

Ginnie

Mae

II

Pool

G2

MA6410

3.500%

1/20/50

196,026

137

Ginnie

Mae

II

Pool

G2

MA6542

3.500%

3/20/50

121,727

71

Ginnie

Mae

II

Pool

G2

MA6600

3.500%

4/20/50

63,242

72

Ginnie

Mae

II

Pool

G2

MA6820

3.000%

8/20/50

61,555

701

Ginnie

Mae

II

Pool

G2

MA6864

2.000%

9/20/50

552,884

627

Ginnie

Mae

II

Pool

G2

MA6865

2.500%

9/20/50

515,632

76

Ginnie

Mae

II

Pool

G2

MA6931

2.500%

10/20/50

62,279

252

Ginnie

Mae

II

Pool

G2

MA6995

2.500%

11/20/50

207,311

447

Ginnie

Mae

II

Pool

G2

MA7051

2020

GNMA

II

2.000%

12/20/50

351,948

219

Ginnie

Mae

II

Pool

G2

MA7054

3.500%

12/20/50

195,185

417

Ginnie

Mae

II

Pool

G2

MA7136

2.500%

1/20/51

342,705

475

Ginnie

Mae

II

Pool

G2

MA7312

2021

MTGE

2.500%

4/20/51

390,275

527

Ginnie

Mae

II

Pool

G2

MA7367

2.500%

5/20/51

431,809

346

Ginnie

Mae

II

Pool

G2

MA7419

2021

MTGE

3.000%

6/20/51

294,549

763

Ginnie

Mae

II

Pool

G2

MA7472

2.500%

7/20/51

626,656

244

Ginnie

Mae

II

Pool

G2

MA7533

2.000%

8/20/51

192,017

233

Ginnie

Mae

II

Pool

G2

MA7534

2.500%

8/20/51

191,582

761

Ginnie

Mae

II

Pool

G2

MA7704

2.000%

11/20/51

599,293

256

Ginnie

Mae

II

Pool

G2

MA7826

2.000%

1/20/52

201,890

169

Ginnie

Mae

II

Pool

G2

MA7827

2.500%

1/20/52

138,616

1,414

Ginnie

Mae

II

Pool

G2

MA7882

3.000%

2/20/52

1,203,507

210

Ginnie

Mae

II

Pool

G2

MA7883

3.500%

2/20/52

184,623

1,478

Ginnie

Mae

II

Pool

G2

MA7935

2.000%

3/20/52

1,164,176

218

Ginnie

Mae

II

Pool

G2

MA7936

2.500%

3/20/52

179,030

426

Ginnie

Mae

II

Pool

G2

MA7937

3.000%

3/20/52

362,261

787

Ginnie

Mae

II

Pool

G2

MA7938

3.500%

3/20/52

693,327

204

Ginnie

Mae

II

Pool

G2

MA7939

4.000%

3/20/52

185,204

559

Ginnie

Mae

II

Pool

G2

MA8042

2.500%

5/20/52

458,098

208

Ginnie

Mae

II

Pool

G2

MA8044

3.500%

5/20/52

183,560

441

Ginnie

Mae

II

Pool

G2

MA8046

4.500%

5/20/52

411,608

762

Ginnie

Mae

II

Pool

G2

MA8100

4.000%

6/20/52

690,848

223

Ginnie

Mae

II

Pool

G2

MA8101

4.500%

6/20/52

207,803

436

Ginnie

Mae

II

Pool

G2

MA8102

5.000%

6/20/52

418,403

451

Ginnie

Mae

II

Pool

G2

MA8151

4.500%

7/20/52

420,380

183

Ginnie

Mae

II

Pool

G2

MA8200

4.000%

8/20/52

165,752

181

Ginnie

Mae

II

Pool

G2

MA8201

4.500%

8/20/52

169,186

179

Ginnie

Mae

II

Pool

G2

MA8202

5.000%

8/20/52

171,488

183

Ginnie

Mae

II

Pool

G2

MA8266

3.500%

9/20/52

161,337

47

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

$

202

Ginnie

Mae

II

Pool

G2

MA8267

2022

A

4.000%

9/20/52

$

183,270

174

Ginnie

Mae

II

Pool

G2

MA8349

5.500%

10/20/52

171,201

184

Ginnie

Mae

II

Pool

G2

MA8428

5.000%

11/20/52

176,409

166

Ginnie

Mae

II

Pool

G2

MA8430

6.000%

11/20/52

166,867

261

Ginnie

Mae

II

Pool

G2

MA8487

3.500%

12/20/52

230,054

450

Ginnie

Mae

II

Pool

G2

MA8491

5.500%

12/20/52

441,301

164

Ginnie

Mae

II

Pool

G2

MA8492

6.000%

12/20/52

165,221

420

Ginnie

Mae

II

Pool

G2

MA8571

6.000%

1/20/53

422,761

213

Ginnie

Mae

II

Pool

G2

MA8572

6.500%

1/20/53

215,509

336

Ginnie

Mae

II

Pool

G2

MA8801

5.500%

4/20/53

329,928

191

Ginnie

Mae

II

Pool

G2

MA8876

4.000%

5/20/53

173,516

155

Ginnie

Mae

II

Pool

G2

MA8881

6.500%

5/20/53

157,620

98

Ginnie

Mae

II

Pool

G2

MA9015

4.500%

7/20/53

91,060

293

Ginnie

Mae

II

Pool

G2

MA9106

5.500%

8/20/53

287,830

271

Ginnie

Mae

II

Pool

G2

MA9170

5.000%

9/20/53

259,007

196

Ginnie

Mae

II

Pool

G2

MA9171

5.500%

9/20/53

192,810

98

Ginnie

Mae

II

Pool

G2

MA9172

6.000%

9/20/53

98,461

98

Ginnie

Mae

II

Pool

G2

MA9244

7.000%

10/20/53

99,723

208

Ginnie

Mae

II

Pool

G2

MA9303

4.500%

11/20/53

194,031

297

Ginnie

Mae

II

Pool

G2

MA9361

5.000%

12/20/53

284,724

308

Ginnie

Mae

II

Pool

G2

MA9422

5.000%

1/20/54

294,944

293

Ginnie

Mae

II

Pool

G2

MA9424

6.000%

1/20/54

294,512

149

Ginnie

Mae

II

Pool

G2

MA9425

6.500%

1/20/54

150,798

294

Ginnie

Mae

II

Pool

G2

MA9490

6.500%

2/20/54

297,627

50

GM

Financial

Consumer

Automobile

Receivables

Trust

2024

2

5.100%

3/16/29

49,663

32

GM

Financial

Consumer

Automobile

Receivables

Trust

2022-1

2022

1

1.260%

11/16/26

31,013

200

GS

Mortgage

Securities

Trust

2019

GC38

3.968%

2/10/52

183,862

18

Honda

Auto

Receivables

Owner

Trust

2021

2

0.330%

8/15/25

17,346

100

Hyundai

Auto

Receivables

Trust

2023

C

5.540%

10/16/28

100,299

50

John

Deere

Owner

Trust

2021

B

0.740%

5/15/28

47,816

25

Mercedes-Benz

Auto

Receivables

Trust

2024-1

4.790%

7/15/31

24,582

100

Morgan

Stanley

Capital

I

Trust

2021-L5

1.518%

5/15/54

90,366

100

Santander

Drive

Auto

Receivables

Trust

2024

2

5.650%

11/15/28

99,851

100

Synchrony

Card

Funding

LLC

2023

A1

5.540%

7/15/29

100,072

100

Toyota

Auto

Receivables

Owner

Trust

2021-B

0.530%

10/15/26

95,300

100

UNITED

STATES

2023

B

5.600%

2/15/29

100,293

100

UNITED

STATES

2023

C22

6.804%

11/15/56

108,835

90

Verizon

Master

Trust

2021

1

0.500%

5/20/27

89,759

300

Wells

Fargo

Commercial

Mortgage

Trust

2019

C49

3.760%

3/15/52

278,113

90

Wells

Fargo

Commercial

Mortgage

Trust

2016

C32

3.324%

1/15/59

88,651

32

World

Omni

Auto

Receivables

Trust

2021

B

0.420%

6/15/26

31,807

372

Fannie

Mae

Pool

,

(WI/DD)

2.500%

5/01/50

297,379

Total

Securitized

(cost

$105,797,062)

91,649,541

Nuveen

ESG

U.S.

Aggregate

Bond

ETF

(NUBD)

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

48

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

X

–

CORPORATE

DEBT

-

25.4%

Financials

-

8.4%

$

10

Aegon

Ltd

5.500%

4/11/48

$

9,600

200

AerCap

Ireland

Capital

DAC

/

AerCap

Global

Aviation

Trust

2.450%

10/29/26

184,786

30

AerCap

Ireland

Capital

DAC

/

AerCap

Global

Aviation

Trust

3.650%

7/21/27

28,125

20

AerCap

Ireland

Capital

DAC

/

AerCap

Global

Aviation

Trust

3.875%

1/23/28

18,707

10

AerCap

Ireland

Capital

DAC

/

AerCap

Global

Aviation

Trust

5.100%

1/19/29

9,753

10

AerCap

Ireland

Capital

DAC

/

AerCap

Global

Aviation

Trust

6.150%

9/30/30

10,146

190

AerCap

Ireland

Capital

DAC

/

AerCap

Global

Aviation

Trust

3.300%

1/30/32

158,621

10

Affiliated

Managers

Group

Inc

3.500%

8/01/25

9,720

60

Aflac

Inc

3.600%

4/01/30

54,560

160

Air

Lease

Corp

2.875%

1/15/26

152,276

10

Air

Lease

Corp

4.625%

10/01/28

9,567

30

Air

Lease

Corp

3.125%

12/01/30

25,680

30

Air

Lease

Corp

2.875%

1/15/32

24,658

40

Aircastle

Ltd

4.250%

6/15/26

38,679

100

Alexandria

Real

Estate

Equities

Inc

3.375%

8/15/31

86,510

100

Alexandria

Real

Estate

Equities

Inc

2.950%

3/15/34

78,886

50

Alexandria

Real

Estate

Equities

Inc

5.625%

5/15/54

45,953

10

Ally

Financial

Inc

5.800%

5/01/25

9,980

30

Ally

Financial

Inc

8.000%

11/01/31

32,329

92

Ally

Financial

Inc

8.000%

11/01/31

99,606

100

American

Express

Co

4.990%

5/01/26

99,197

90

American

Express

Co

1.650%

11/04/26

81,974

150

American

Express

Co

5.625%

7/28/34

146,786

120

American

International

Group

Inc

3.400%

6/30/30

107,044

70

Ameriprise

Financial

Inc

5.700%

12/15/28

70,777

10

Ameriprise

Financial

Inc

4.500%

5/13/32

9,418

110

Aon

Corp

/

Aon

Global

Holdings

PLC

5.350%

2/28/33

106,995

50

Aon

North

America

Inc

5.450%

3/01/34

48,903

10

Apollo

Global

Management

Inc

6.375%

11/15/33

10,442

90

Arthur

J

Gallagher

&

Co

3.050%

3/09/52

53,933

42

Assurant

Inc

2.650%

1/15/32

33,595

30

Australia

&

New

Zealand

Banking

Group

Ltd/New

York

NY

5.375%

7/03/25

29,952

10

Australia

&

New

Zealand

Banking

Group

Ltd/New

York

NY

3.700%

11/16/25

9,751

120

AvalonBay

Communities

Inc

5.300%

12/07/33

117,055

320

Banco

Santander

SA

4.175%

3/24/28

304,451

150

Banco

Santander

SA

3.490%

5/28/30

131,738

100

Bank

of

America

Corp

3.384%

4/02/26

97,725

170

Bank

of

America

Corp

5.080%

1/20/27

168,197

40

Bank

of

America

Corp

1.734%

7/22/27

36,697

300

Bank

of

America

Corp

2.087%

6/14/29

261,002

150

Bank

of

America

Corp

4.271%

7/23/29

142,279

730

Bank

of

America

Corp

3.974%

2/07/30

678,526

200

Bank

of

America

Corp

2.592%

4/29/31

168,196

250

Bank

of

America

Corp

2.651%

3/11/32

206,140

49

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

Financials

(continued)

$

100

Bank

of

America

Corp

2.299%

7/21/32

$

79,661

310

Bank

of

America

Corp

5.872%

9/15/34

310,564

272

Bank

of

America

Corp

3.311%

4/22/42

200,155

250

Bank

of

America

Corp

2.972%

7/21/52

157,160

100

Bank

of

Montreal

2.650%

3/08/27

92,706

50

Bank

of

Montreal

5.717%

9/25/28

50,559

48

Bank

of

Montreal

3.803%

12/15/32

44,436

100

Bank

of

New

York

Mellon

Corp/

The

2.800%

5/04/26

95,208

100

Bank

of

New

York

Mellon

Corp/

The

2.050%

1/26/27

92,011

100

Bank

of

New

York

Mellon

Corp/

The

5.188%

3/14/35

96,173

80

Bank

of

New

York

Mellon/The

5.148%

5/22/26

79,537

150

Bank

of

Nova

Scotia/The

3.450%

4/11/25

146,934

130

Bank

of

Nova

Scotia/The

1.350%

6/24/26

119,238

310

Barclays

PLC

4.836%

5/09/28

295,947

200

Barclays

PLC

7.385%

11/02/28

208,893

200

Barclays

PLC

6.692%

9/13/34

207,082

40

BlackRock

Inc

3.250%

4/30/29

36,597

30

BlackRock

Inc

1.900%

1/28/31

24,342

10

BlackRock

Inc

4.750%

5/25/33

9,624

162

Boston

Properties

LP

2.900%

3/15/30

135,339

50

Brixmor

Operating

Partnership

LP

4.125%

6/15/26

48,242

120

Brookfield

Finance

I

UK

Plc

/

Brookfield

Finance

Inc

2.340%

1/30/32

94,902

20

Brookfield

Finance

Inc

3.900%

1/25/28

18,963

50

Brookfield

Finance

Inc

6.350%

1/05/34

51,383

10

Brookfield

Finance

Inc

5.968%

3/04/54

9,787

40

Camden

Property

Trust

2.800%

5/15/30

34,520

100

Canadian

Imperial

Bank

of

Commerce

6.092%

10/03/33

101,737

200

Capital

One

Financial

Corp

5.468%

2/01/29

196,471

100

Capital

One

Financial

Corp

6.312%

6/08/29

100,884

100

Capital

One

Financial

Corp

7.624%

10/30/31

107,610

100

Capital

One

Financial

Corp

6.051%

2/01/35

98,358

10

Cboe

Global

Markets

Inc

3.650%

1/12/27

9,598

30

Cboe

Global

Markets

Inc

3.000%

3/16/32

25,386

230

Centene

Corp

3.375%

2/15/30

200,373

10

Charles

Schwab

Corp/The

3.200%

3/02/27

9,427

200

Charles

Schwab

Corp/The

2.000%

3/20/28

176,601

10

Charles

Schwab

Corp/The

4.000%

2/01/29

9,483

110

Charles

Schwab

Corp/The

5.643%

5/19/29

110,173

10

Charles

Schwab

Corp/The

3.250%

5/22/29

9,081

10

Charles

Schwab

Corp/The

6.136%

8/24/34

10,140

119

Chubb

Corp/The

6.000%

5/11/37

123,286

10

Chubb

INA

Holdings

LLC

1.375%

9/15/30

7,939

988

Citigroup

Inc

3.980%

3/20/30

915,412

100

Citigroup

Inc

2.561%

5/01/32

81,414

280

Citigroup

Inc

2.520%

11/03/32

224,423

100

Citigroup

Inc

6.174%

5/25/34

99,244

50

Citigroup

Inc

5.827%

2/13/35

48,123

20

Citizens

Financial

Group

Inc

2.850%

7/27/26

18,667

100

Citizens

Financial

Group

Inc

2.638%

9/30/32

74,453

100

CME

Group

Inc

2.650%

3/15/32

84,163

60

CME

Group

Inc

5.300%

9/15/43

58,611

50

Comerica

Inc

5.982%

1/30/30

48,554

250

Commonwealth

Bank

of

Australia/New

York

NY

5.499%

9/12/25

250,219

140

Cooperatieve

Rabobank

UA

3.750%

7/21/26

133,657

Nuveen

ESG

U.S.

Aggregate

Bond

ETF

(NUBD)

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

50

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

Financials

(continued)

$

100

COPT

Defense

Properties

LP

2.000%

1/15/29

$

83,284

270

Credit

Suisse

AG/New

York

NY

2.950%

4/09/25

263,100

150

Deutsche

Bank

AG/New

York

NY

2.552%

1/07/28

136,974

150

Deutsche

Bank

AG/New

York

NY

6.819%

11/20/29

154,165

100

Digital

Realty

Trust

LP

5.550%

1/15/28

99,584

130

Discover

Financial

Services

6.700%

11/29/32

133,203

10

Eaton

Vance

Corp

3.500%

4/06/27

9,491

20

Elevance

Health

Inc

3.650%

12/01/27

18,870

100

Elevance

Health

Inc

2.250%

5/15/30

83,495

50

Elevance

Health

Inc

5.500%

10/15/32

49,791

100

Elevance

Health

Inc

4.650%

1/15/43

86,109

10

Elevance

Health

Inc

3.125%

5/15/50

6,516

110

Elevance

Health

Inc

4.550%

5/15/52

90,582

20

Equitable

Holdings

Inc

7.000%

4/01/28

21,097

52

Equitable

Holdings

Inc

5.000%

4/20/48

45,012

50

Federal

Realty

OP

LP

3.500%

6/01/30

44,178

132

Fifth

Third

Bancorp

1.707%

11/01/27

119,305

100

Fifth

Third

Bancorp

6.339%

7/27/29

101,140

50

Fifth

Third

Bancorp

5.631%

1/29/32

48,590

30

First

American

Financial

Corp

2.400%

8/15/31

23,188

30

Franklin

Resources

Inc

1.600%

10/30/30

23,793

50

GATX

Corp

4.700%

4/01/29

48,144

10

GATX

Corp

4.000%

6/30/30

9,095

30

GATX

Corp

3.500%

6/01/32

25,450

20

GATX

Corp

6.050%

3/15/34

19,998

10

GATX

Corp

5.200%

3/15/44

8,806

50

Goldman

Sachs

Bank

USA/New

York

NY

5.283%

3/18/27

49,670

200

Goldman

Sachs

Group

Inc/The

1.948%

10/21/27

182,615

350

Goldman

Sachs

Group

Inc/The

3.800%

3/15/30

320,162

50

Goldman

Sachs

Group

Inc/The

0.000%

4/25/30

50,081

652

Goldman

Sachs

Group

Inc/The

2.383%

7/21/32

521,778

200

Goldman

Sachs

Group

Inc/The

2.650%

10/21/32

161,948

100

Goldman

Sachs

Group

Inc/The

6.561%

10/24/34

105,253

80

Hartford

Financial

Services

Group

Inc/The

2.900%

9/15/51

48,996

100

Healthpeak

OP

LLC

2.125%

12/01/28

86,582

50

Healthpeak

OP

LLC

3.500%

7/15/29

45,364

50

Host

Hotels

&

Resorts

LP

4.500%

2/01/26

48,713

10

Host

Hotels

&

Resorts

LP

3.375%

12/15/29

8,729

200

HSBC

Holdings

PLC

7.336%

11/03/26

204,490

200

HSBC

Holdings

PLC

2.013%

9/22/28

176,684

270

HSBC

Holdings

PLC

2.206%

8/17/29

232,962

450

HSBC

Holdings

PLC

2.804%

5/24/32

367,098

200

HSBC

Holdings

PLC

6.547%

6/20/34

202,407

100

Humana

Inc

5.750%

12/01/28

100,390

30

Humana

Inc

4.875%

4/01/30

28,890

50

Humana

Inc

5.375%

4/15/31

48,751

100

Humana

Inc

2.150%

2/03/32

77,690

110

Huntington

Bancshares

Inc/OH

5.709%

2/02/35

105,457

100

ING

Groep

NV

3.950%

3/29/27

95,528

70

ING

Groep

NV

4.050%

4/09/29

65,281

200

ING

Groep

NV

5.550%

3/19/35

192,602

64

Intercontinental

Exchange

Inc

3.750%

9/21/28

60,248

10

Intercontinental

Exchange

Inc

4.350%

6/15/29

9,554

20

Intercontinental

Exchange

Inc

1.850%

9/15/32

15,174

100

Intercontinental

Exchange

Inc

4.600%

3/15/33

93,724

90

Intercontinental

Exchange

Inc

4.250%

9/21/48

72,843

51

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

Financials

(continued)

$

30

Invesco

Finance

PLC

3.750%

1/15/26

$

29,058

100

Invitation

Homes

Operating

Partnership

LP

5.450%

8/15/30

97,867

10

Janus

Henderson

US

Holdings

Inc

4.875%

8/01/25

9,872

230

JPMorgan

Chase

&

Co

4.080%

4/26/26

226,033

150

JPMorgan

Chase

&

Co

1.470%

9/22/27

136,039

50

JPMorgan

Chase

&

Co

5.581%

4/22/30

49,956

480

JPMorgan

Chase

&

Co

3.702%

5/06/30

440,343

210

JPMorgan

Chase

&

Co

2.739%

10/15/30

182,096

648

JPMorgan

Chase

&

Co

4.493%

3/24/31

613,701

110

JPMorgan

Chase

&

Co

2.545%

11/08/32

89,244

140

JPMorgan

Chase

&

Co

3.157%

4/22/42

101,133

450

JPMorgan

Chase

&

Co

3.328%

4/22/52

306,248

20

KeyBank

NA/Cleveland

OH

6.950%

2/01/28

20,249

20

KeyBank

NA/Cleveland

OH

3.900%

4/13/29

17,565

110

KeyCorp

2.250%

4/06/27

98,370

60

KeyCorp

6.401%

3/06/35

59,022

40

Kilroy

Realty

LP

4.750%

12/15/28

37,581

20

Kilroy

Realty

LP

2.500%

11/15/32

14,619

100

Kimco

Realty

OP

LLC

2.250%

12/01/31

78,316

30

Legg

Mason

Inc

4.750%

3/15/26

29,635

40

Legg

Mason

Inc

5.625%

1/15/44

38,533

70

Lincoln

National

Corp

3.050%

1/15/30

60,468

20

Lincoln

National

Corp

3.400%

3/01/32

16,718

30

Lincoln

National

Corp

4.375%

6/15/50

21,872

90

Lloyds

Banking

Group

PLC

4.550%

8/16/28

86,039

50

Lloyds

Banking

Group

PLC

4.344%

1/09/48

37,716

20

LPL

Holdings

Inc

6.750%

11/17/28

20,555

50

LXP

Industrial

Trust

6.750%

11/15/28

51,277

100

M&T

Bank

Corp

7.413%

10/30/29

103,691

50

M&T

Bank

Corp

6.082%

3/13/32

48,851

30

Manulife

Financial

Corp

5.375%

3/04/46

27,866

120

Marsh

&

McLennan

Cos

Inc

2.250%

11/15/30

99,735

10

Marsh

&

McLennan

Cos

Inc

4.750%

3/15/39

9,084

40

Marsh

&

McLennan

Cos

Inc

4.350%

1/30/47

32,770

10

Marsh

&

McLennan

Cos

Inc

4.200%

3/01/48

7,929

50

Marsh

&

McLennan

Cos

Inc

5.450%

3/15/54

47,723

220

MetLife

Inc

4.875%

11/13/43

195,370

50

Mid-America

Apartments

LP

5.000%

3/15/34

47,473

200

Mitsubishi

UFJ

Financial

Group

Inc

2.757%

9/13/26

187,754

140

Mitsubishi

UFJ

Financial

Group

Inc

1.538%

7/20/27

128,002

64

Mitsubishi

UFJ

Financial

Group

Inc

3.961%

3/02/28

60,933

200

Mitsubishi

UFJ

Financial

Group

Inc

5.441%

2/22/34

197,576

150

Mizuho

Financial

Group

Inc

2.651%

5/22/26

145,200

10

Mizuho

Financial

Group

Inc

3.663%

2/28/27

9,517

50

Mizuho

Financial

Group

Inc

4.254%

9/11/29

47,298

100

Mizuho

Financial

Group

Inc

2.869%

9/13/30

86,791

10

Mizuho

Financial

Group

Inc

1.979%

9/08/31

7,982

50

Morgan

Stanley

4.350%

9/08/26

48,638

50

Morgan

Stanley

5.652%

4/13/28

50,049

110

Morgan

Stanley

4.210%

4/20/28

105,957

10

Morgan

Stanley

3.591%

7/22/28

9,410

507

Morgan

Stanley

3.772%

1/24/29

475,768

100

Morgan

Stanley

5.123%

2/01/29

98,416

291

Morgan

Stanley

4.431%

1/23/30

276,808

50

Morgan

Stanley

5.656%

4/18/30

50,011

Nuveen

ESG

U.S.

Aggregate

Bond

ETF

(NUBD)

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

52

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

Financials

(continued)

$

120

Morgan

Stanley

3.622%

4/01/31

$

107,857

200

Morgan

Stanley

2.239%

7/21/32

159,041

120

Morgan

Stanley

5.424%

7/21/34

116,441

100

Morgan

Stanley

6.627%

11/01/34

105,518

100

Morgan

Stanley

5.466%

1/18/35

97,288

50

Morgan

Stanley

5.656%

4/19/35

49,980

100

Morgan

Stanley

2.484%

9/16/36

77,141

100

Morgan

Stanley

5.942%

2/07/39

96,220

20

Morgan

Stanley

4.300%

1/27/45

16,617

120

Nasdaq

Inc

5.550%

2/15/34

117,367

150

National

Australia

Bank

Ltd/

New

York

3.375%

1/14/26

145,128

70

NatWest

Group

PLC

4.892%

5/18/29

67,483

100

NatWest

Group

PLC

5.808%

9/13/29

99,784

100

NatWest

Group

PLC

5.076%

1/27/30

96,619

100

NNN

REIT

Inc

5.600%

10/15/33

98,109

150

Nomura

Holdings

Inc

2.172%

7/14/28

129,984

10

Nomura

Holdings

Inc

6.087%

7/12/33

10,257

72

Northern

Trust

Corp

3.950%

10/30/25

70,293

20

Northern

Trust

Corp

3.150%

5/03/29

18,268

50

Old

Republic

International

Corp

5.750%

3/28/34

48,684

30

ORIX

Corp

3.700%

7/18/27

28,333

40

ORIX

Corp

2.250%

3/09/31

32,838

20

ORIX

Corp

4.000%

4/13/32

18,116

10

ORIX

Corp

5.200%

9/13/32

9,852

20

Piedmont

Operating

Partnership

LP

3.150%

8/15/30

15,446

10

PNC

Bank

NA

3.300%

10/30/24

9,889

10

PNC

Bank

NA

3.100%

10/25/27

9,231

90

PNC

Bank

NA

4.050%

7/26/28

84,313

20

PNC

Bank

NA

2.700%

10/22/29

17,071

100

PNC

Financial

Services

Group

Inc/The

5.582%

6/12/29

99,551

140

PNC

Financial

Services

Group

Inc/The

6.875%

10/20/34

148,597

50

PNC

Financial

Services

Group

Inc/The

5.676%

1/22/35

48,986

54

Principal

Financial

Group

Inc

3.700%

5/15/29

49,615

10

Principal

Financial

Group

Inc

2.125%

6/15/30

8,184

34

Progressive

Corp/The

3.200%

3/26/30

30,320

40

Progressive

Corp/The

3.000%

3/15/32

33,875

50

Progressive

Corp/The

4.200%

3/15/48

40,721

91

Prologis

LP

3.875%

9/15/28

85,925

50

Prologis

LP

2.875%

11/15/29

44,113

10

Prologis

LP

4.375%

9/15/48

8,143

100

Prologis

LP

5.250%

6/15/53

91,856

50

Prologis

LP

5.250%

3/15/54

45,640

41

Prudential

Financial

Inc

1.500%

3/10/26

38,180

30

Prudential

Financial

Inc

2.100%

3/10/30

25,236

70

Prudential

Financial

Inc

3.000%

3/10/40

50,487

20

Prudential

Financial

Inc

4.500%

9/15/47

18,566

133

Prudential

Financial

Inc

3.905%

12/07/47

99,282

10

Prudential

Financial

Inc

3.700%

10/01/50

8,551

30

Prudential

Funding

Asia

PLC

3.625%

3/24/32

26,305

110

Public

Storage

Operating

Co

5.125%

1/15/29

109,310

30

Raymond

James

Financial

Inc

4.950%

7/15/46

26,344

50

Regency

Centers

Corp

5.250%

1/15/34

47,806

10

Regions

Financial

Corp

1.800%

8/12/28

8,496

20

Regions

Financial

Corp

7.375%

12/10/37

21,637

53

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

Financials

(continued)

$

30

Reinsurance

Group

of

America

Inc

3.950%

9/15/26

$

29,001

29

Reinsurance

Group

of

America

Inc

3.900%

5/15/29

26,961

100

Royal

Bank

of

Canada

3.375%

4/14/25

97,961

100

Royal

Bank

of

Canada

1.200%

4/27/26

92,012

100

Royal

Bank

of

Canada

1.150%

7/14/26

91,151

110

Royal

Bank

of

Canada

5.200%

8/01/28

109,372

100

Santander

Holdings

USA

Inc

2.490%

1/06/28

90,614

200

Simon

Property

Group

LP

5.500%

3/08/33

197,510

50

State

Street

Corp

4.993%

3/18/27

49,548

10

State

Street

Corp

4.141%

12/03/29

9,487

160

State

Street

Corp

2.400%

1/24/30

137,934

60

State

Street

Corp

6.123%

11/21/34

60,843

50

Sumitomo

Mitsui

Financial

Group

Inc

2.632%

7/14/26

47,087

330

Sumitomo

Mitsui

Financial

Group

Inc

3.364%

7/12/27

309,663

90

Sumitomo

Mitsui

Financial

Group

Inc

3.544%

1/17/28

84,333

170

Sumitomo

Mitsui

Financial

Group

Inc

2.750%

1/15/30

146,504

10

Sumitomo

Mitsui

Financial

Group

Inc

1.710%

1/12/31

7,830

122

Synchrony

Financial

4.875%

6/13/25

119,968

212

Toronto-Dominion

Bank/The

1.200%

6/03/26

194,238

100

Toronto-Dominion

Bank/The

5.523%

7/17/28

100,329

50

Toronto-Dominion

Bank/The

3.625%

9/15/31

47,456

102

Travelers

Cos

Inc/The

4.600%

8/01/43

89,674

20

Travelers

Cos

Inc/The

3.750%

5/15/46

15,203

20

Travelers

Cos

Inc/The

4.000%

5/30/47

15,754

10

Travelers

Cos

Inc/The

4.050%

3/07/48

7,909

51

Truist

Bank

3.625%

9/16/25

49,482

200

Truist

Financial

Corp

3.700%

6/05/25

195,533

50

Truist

Financial

Corp

1.887%

6/07/29

42,715

50

Truist

Financial

Corp

7.161%

10/30/29

52,354

10

Truist

Financial

Corp

1.950%

6/05/30

8,083

200

UBS

AG/London

5.650%

9/11/28

200,918

50

UnitedHealth

Group

Inc

4.600%

4/15/27

49,167

80

UnitedHealth

Group

Inc

4.000%

5/15/29

75,780

200

UnitedHealth

Group

Inc

5.300%

2/15/30

200,062

110

UnitedHealth

Group

Inc

4.200%

5/15/32

101,438

100

UnitedHealth

Group

Inc

5.350%

2/15/33

99,695

401

UnitedHealth

Group

Inc

4.750%

5/15/52

348,852

300

US

Bancorp

5.384%

1/23/30

295,826

21

Ventas

Realty

LP

3.850%

4/01/27

20,005

20

Ventas

Realty

LP

4.400%

1/15/29

18,868

10

Ventas

Realty

LP

3.000%

1/15/30

8,606

54

Ventas

Realty

LP

4.750%

11/15/30

50,864

19

Voya

Financial

Inc

4.800%

6/15/46

15,580

40

Voya

Financial

Inc

4.700%

1/23/48

33,549

118

Welltower

OP

LLC

4.125%

3/15/29

110,541

10

Welltower

OP

LLC

2.750%

1/15/31

8,397

110

Westpac

Banking

Corp

1.953%

11/20/28

95,351

100

Westpac

Banking

Corp

2.150%

6/03/31

81,798

176

Westpac

Banking

Corp

4.322%

11/23/31

168,762

10

Willis

North

America

Inc

4.500%

9/15/28

9,549

60

Willis

North

America

Inc

2.950%

9/15/29

52,541

50

Willis

North

America

Inc

5.900%

3/05/54

47,947

20

XL

Group

Ltd

5.250%

12/15/43

18,129

Nuveen

ESG

U.S.

Aggregate

Bond

ETF

(NUBD)

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

54

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

Financials

(continued)

$

20

Zions

Bancorp

NA

3.250%

10/29/29

$

16,382

Total

Financials

29,215,726

Industrial

-

14.6%

30

3M

Co

3.375%

3/01/29

27,335

78

3M

Co

2.375%

8/26/29

66,895

100

3M

Co

3.050%

4/15/30

87,820

10

3M

Co

3.625%

10/15/47

7,087

20

3M

Co

3.250%

8/26/49

13,294

20

ABB

Finance

USA

Inc

3.800%

4/03/28

19,272

48

Adobe

Inc

2.150%

2/01/27

44,407

50

Adobe

Inc

4.800%

4/04/29

49,461

60

Agilent

Technologies

Inc

2.100%

6/04/30

49,580

119

Air

Products

and

Chemicals

Inc

1.850%

5/15/27

108,275

10

Air

Products

and

Chemicals

Inc

2.050%

5/15/30

8,359

30

Albemarle

Corp

4.650%

6/01/27

29,135

120

Alphabet

Inc

0.800%

8/15/27

105,532

20

Alphabet

Inc

1.100%

8/15/30

15,959

50

Alphabet

Inc

1.900%

8/15/40

31,826

90

Alphabet

Inc

2.250%

8/15/60

48,692

10

Amcor

Finance

USA

Inc

4.500%

5/15/28

9,591

60

Amcor

Flexibles

North

America

Inc

2.630%

6/19/30

50,099

220

America

Movil

SAB

de

CV

4.700%

7/21/32

205,767

66

American

Airlines

2017-1

Class

AA

Pass

Through

Trust2020

A

3.650%

2/15/29

61,471

60

American

Honda

Finance

Corp

4.900%

3/13/29

58,839

100

American

Honda

Finance

Corp

5.850%

10/04/30

102,392

10

American

Tower

Corp

4.000%

6/01/25

9,820

10

American

Tower

Corp

3.375%

10/15/26

9,499

40

American

Tower

Corp

1.500%

1/31/28

34,390

110

American

Tower

Corp

5.250%

7/15/28

108,457

50

American

Tower

Corp

5.800%

11/15/28

50,320

70

American

Tower

Corp

2.900%

1/15/30

60,362

20

American

Tower

Corp

1.875%

10/15/30

15,854

110

American

Tower

Corp

4.050%

3/15/32

98,286

10

American

Tower

Corp

3.700%

10/15/49

6,933

30

American

Tower

Corp

3.100%

6/15/50

18,678

110

Amgen

Inc

5.150%

3/02/28

109,023

130

Amgen

Inc

3.000%

2/22/29

117,676

138

Amgen

Inc

2.300%

2/25/31

113,788

110

Amgen

Inc

2.000%

1/15/32

86,345

20

Amgen

Inc

5.750%

3/15/40

19,867

10

Amgen

Inc

4.950%

10/01/41

9,067

310

Amgen

Inc

5.600%

3/02/43

298,935

210

Amgen

Inc

4.400%

5/01/45

172,340

40

Amgen

Inc

4.663%

6/15/51

33,332

60

Amphenol

Corp

4.350%

6/01/29

57,427

100

Analog

Devices

Inc

1.700%

10/01/28

86,239

50

Analog

Devices

Inc

5.300%

4/01/54

47,568

10

Applied

Materials

Inc

3.900%

10/01/25

9,805

22

Applied

Materials

Inc

5.100%

10/01/35

21,789

70

Applied

Materials

Inc

4.350%

4/01/47

59,697

20

Aptiv

PLC

4.350%

3/15/29

19,074

82

Aptiv

PLC

/

Aptiv

Corp

4.150%

5/01/52

59,086

20

Archer-Daniels-Midland

Co

2.500%

8/11/26

18,787

10

Archer-Daniels-Midland

Co

3.250%

3/27/30

8,922

120

Archer-Daniels-Midland

Co

2.700%

9/15/51

71,532

20

Astrazeneca

Finance

LLC

1.200%

5/28/26

18,403

50

Astrazeneca

Finance

LLC

4.800%

2/26/27

49,414

55

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

Industrial

(continued)

$

10

AstraZeneca

PLC

3.375%

11/16/25

$

9,704

49

AstraZeneca

PLC

1.375%

8/06/30

39,040

205

AstraZeneca

PLC

6.450%

9/15/37

222,950

20

AstraZeneca

PLC

4.375%

11/16/45

16,867

20

AstraZeneca

PLC

2.125%

8/06/50

11,007

170

AT&T

Inc

5.539%

2/20/26

169,529

130

AT&T

Inc

5.400%

2/15/34

127,016

760

AT&T

Inc

4.850%

3/01/39

677,112

200

AT&T

Inc

6.375%

3/01/41

204,982

280

AT&T

Inc

3.650%

6/01/51

192,805

60

Autodesk

Inc

2.400%

12/15/31

48,446

70

Automatic

Data

Processing

Inc

1.700%

5/15/28

61,672

80

AutoNation

Inc

1.950%

8/01/28

68,143

30

AutoNation

Inc

4.750%

6/01/30

28,126

80

AutoZone

Inc

4.500%

2/01/28

77,403

100

AutoZone

Inc

5.200%

8/01/33

97,051

50

Avery

Dennison

Corp

2.250%

2/15/32

39,881

30

Avnet

Inc

4.625%

4/15/26

29,292

100

Baidu

Inc

4.375%

3/29/28

96,198

115

Baker

Hughes

Holdings

LLC

/

Baker

Hughes

Co-Obligor

Inc

3.138%

11/07/29

102,636

20

Baker

Hughes

Holdings

LLC

/

Baker

Hughes

Co-Obligor

Inc

4.486%

5/01/30

19,007

180

Baxalta

Inc

4.000%

6/23/25

176,579

10

Baxter

International

Inc

1.322%

11/29/24

9,744

10

Baxter

International

Inc

2.600%

8/15/26

9,362

60

Baxter

International

Inc

1.730%

4/01/31

46,529

120

Baxter

International

Inc

2.539%

2/01/32

96,141

12

Bell

Telephone

Co

of

Canada

or

Bell

Canada

2.150%

2/15/32

9,370

80

Bell

Telephone

Co

of

Canada

or

Bell

Canada

3.650%

3/17/51

56,166

60

Berry

Global

Inc

5.500%

4/15/28

59,316

20

Biogen

Inc

2.250%

5/01/30

16,515

110

Biogen

Inc

3.150%

5/01/50

69,105

60

Block

Financial

LLC

2.500%

7/15/28

52,738

50

Booking

Holdings

Inc

3.600%

6/01/26

48,259

20

Booz

Allen

Hamilton

Inc

5.950%

8/04/33

20,129

62

BorgWarner

Inc

2.650%

7/01/27

56,742

80

Boston

Scientific

Corp

2.650%

6/01/30

68,781

50

Bristol-Myers

Squibb

Co

4.900%

2/22/29

49,245

90

Bristol-Myers

Squibb

Co

1.450%

11/13/30

71,034

40

Bristol-Myers

Squibb

Co

5.900%

11/15/33

41,229

660

Bristol-Myers

Squibb

Co

4.125%

6/15/39

557,959

50

Bristol-Myers

Squibb

Co

6.250%

11/15/53

52,973

100

British

Telecommunications

PLC

9.625%

12/15/30

119,537

212

(b)

Broadcom

Inc

4.150%

4/15/32

190,881

485

Broadcom

Inc

4.300%

11/15/32

441,804

50

Broadridge

Financial

Solutions

Inc

2.600%

5/01/31

40,914

40

Brunswick

Corp/DE

4.400%

9/15/32

35,164

10

Bunge

Ltd

Finance

Corp

1.630%

8/17/25

9,497

40

Bunge

Ltd

Finance

Corp

3.250%

8/15/26

37,986

10

Bunge

Ltd

Finance

Corp

3.750%

9/25/27

9,456

50

Bunge

Ltd

Finance

Corp

2.750%

5/14/31

41,922

20

Cabot

Corp

5.000%

6/30/32

18,986

110

Campbell

Soup

Co

2.375%

4/24/30

92,527

10

Canadian

National

Railway

Co

2.750%

3/01/26

9,580

10

Canadian

National

Railway

Co

3.850%

8/05/32

9,018

60

Canadian

National

Railway

Co

6.375%

11/15/37

64,252

Nuveen

ESG

U.S.

Aggregate

Bond

ETF

(NUBD)

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

56

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

Industrial

(continued)

$

50

Canadian

National

Railway

Co

3.650%

2/03/48

$

37,814

30

Canadian

National

Railway

Co

4.450%

1/20/49

25,698

10

Canadian

Pacific

Railway

Co

2.050%

3/05/30

8,321

110

Canadian

Pacific

Railway

Co

2.450%

12/02/31

97,422

10

Canadian

Pacific

Railway

Co

4.800%

9/15/35

9,293

70

Canadian

Pacific

Railway

Co

4.300%

5/15/43

57,547

60

Canadian

Pacific

Railway

Co

6.125%

9/15/15

59,340

120

Cardinal

Health

Inc

4.500%

11/15/44

97,529

10

Cardinal

Health

Inc

4.900%

9/15/45

8,543

10

Carlisle

Cos

Inc

2.750%

3/01/30

8,617

20

Carlisle

Cos

Inc

2.200%

3/01/32

15,782

60

Carrier

Global

Corp

5.800%

11/30/25

60,111

202

Carrier

Global

Corp

3.377%

4/05/40

151,472

122

Caterpillar

Financial

Services

Corp

3.400%

5/13/25

119,586

10

Caterpillar

Financial

Services

Corp

0.800%

11/13/25

9,345

180

Caterpillar

Inc

3.803%

8/15/42

144,025

10

Caterpillar

Inc

3.250%

9/19/49

6,973

20

CBRE

Services

Inc

4.875%

3/01/26

19,665

100

CBRE

Services

Inc

5.950%

8/15/34

99,429

92

CDW

LLC

/

CDW

Finance

Corp

2.670%

12/01/26

85,206

103

Celanese

US

Holdings

LLC

1.400%

8/05/26

93,424

50

Cencora

Inc

5.125%

2/15/34

48,308

60

CF

Industries

Inc

5.150%

3/15/34

56,637

20

CH

Robinson

Worldwide

Inc

4.200%

4/15/28

19,100

200

Charter

Communications

Operating

LLC

/

Charter

Communications

Operating

Capital

2.250%

1/15/29

166,937

200

Charter

Communications

Operating

LLC

/

Charter

Communications

Operating

Capital

4.400%

4/01/33

170,764

200

Charter

Communications

Operating

LLC

/

Charter

Communications

Operating

Capital

6.650%

2/01/34

197,229

250

Charter

Communications

Operating

LLC

/

Charter

Communications

Operating

Capital

5.500%

4/01/63

185,876

82

Cheniere

Corpus

Christi

Holdings

LLC

5.125%

6/30/27

80,837

50

(b)

Cheniere

Energy

Inc

5.650%

4/15/34

48,934

150

Cheniere

Energy

Partners

LP

5.950%

6/30/33

149,592

50

Church

&

Dwight

Co

Inc

3.150%

8/01/27

46,916

116

Cigna

Group/The

4.500%

2/25/26

113,957

300

Cigna

Group/The

3.050%

10/15/27

278,169

90

Cigna

Group/The

4.800%

8/15/38

80,568

10

Cigna

Group/The

6.125%

11/15/41

10,210

40

Cigna

Group/The

3.875%

10/15/47

29,500

100

Cintas

Corp

No

2

3.450%

5/01/25

97,879

100

Cintas

Corp

No

2

3.700%

4/01/27

96,148

298

Cisco

Systems

Inc

2.500%

9/20/26

280,666

100

Cisco

Systems

Inc

5.300%

2/26/54

96,223

40

Clorox

Co/The

4.400%

5/01/29

38,415

10

Clorox

Co/The

1.800%

5/15/30

8,154

80

CNH

Industrial

NV

3.850%

11/15/27

76,187

10

Coca-Cola

Co/The

3.375%

3/25/27

9,587

5

Coca-Cola

Co/The

1.450%

6/01/27

4,501

57

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

Industrial

(continued)

$

50

Coca-Cola

Co/The

1.000%

3/15/28

$

43,162

170

Coca-Cola

Co/The

1.650%

6/01/30

139,642

10

Coca-Cola

Co/The

1.375%

3/15/31

7,875

110

Coca-Cola

Co/The

3.000%

3/05/51

72,907

70

Coca-Cola

Co/The

2.750%

6/01/60

41,960

100

Coca-Cola

Femsa

SAB

de

CV

1.850%

9/01/32

75,304

10

Colgate-Palmolive

Co

3.100%

8/15/25

9,739

100

Colgate-Palmolive

Co

3.250%

8/15/32

87,326

80

Comcast

Corp

3.300%

4/01/27

75,862

290

Comcast

Corp

3.400%

4/01/30

261,221

250

Comcast

Corp

1.500%

2/15/31

195,917

100

Comcast

Corp

5.500%

11/15/32

100,496

130

Comcast

Corp

6.450%

3/15/37

137,582

370

Comcast

Corp

3.750%

4/01/40

293,214

390

Comcast

Corp

2.987%

11/01/63

221,855

20

Conagra

Brands

Inc

4.600%

11/01/25

19,642

60

Conagra

Brands

Inc

8.250%

9/15/30

67,445

30

Conagra

Brands

Inc

5.300%

11/01/38

27,478

90

Corning

Inc

5.350%

11/15/48

82,593

10

Corning

Inc

3.900%

11/15/49

7,412

10

Corning

Inc

4.375%

11/15/57

7,634

100

Costco

Wholesale

Corp

1.375%

6/20/27

89,461

20

Crown

Castle

Inc

3.700%

6/15/26

19,202

40

Crown

Castle

Inc

4.300%

2/15/29

37,609

154

Crown

Castle

Inc

3.300%

7/01/30

133,661

150

Crown

Castle

Inc

2.500%

7/15/31

121,035

115

CSX

Corp

4.250%

3/15/29

110,226

30

CSX

Corp

6.000%

10/01/36

31,194

120

CSX

Corp

4.100%

3/15/44

97,136

10

CSX

Corp

3.800%

11/01/46

7,574

50

CSX

Corp

4.750%

11/15/48

43,667

10

CSX

Corp

3.800%

4/15/50

7,430

62

CSX

Corp

4.250%

11/01/66

46,903

39

Cummins

Inc

1.500%

9/01/30

31,190

72

Cummins

Inc

2.600%

9/01/50

42,485

100

Danaher

Corp

2.800%

12/10/51

61,374

70

DCP

Midstream

Operating

LP

5.125%

5/15/29

68,362

130

Deere

&

Co

3.900%

6/09/42

106,709

140

Dell

International

LLC

/

EMC

Corp

5.850%

7/15/25

140,238

162

Dell

International

LLC

/

EMC

Corp

8.100%

7/15/36

188,770

16

Delta

Air

Lines

2020-1

Class

AA

Pass

Through

Trust2020

A

2.000%

6/10/28

14,144

70

Discovery

Communications

LLC

3.950%

3/20/28

65,128

202

Discovery

Communications

LLC

3.625%

5/15/30

175,890

340

Discovery

Communications

LLC

5.000%

9/20/37

285,855

61

Discovery

Communications

LLC

6.350%

6/01/40

57,790

80

Discovery

Communications

LLC

5.200%

9/20/47

62,958

20

Discovery

Communications

LLC

4.650%

5/15/50

14,498

100

Dollar

General

Corp

3.500%

4/03/30

89,639

12

Dollar

Tree

Inc

4.000%

5/15/25

11,784

82

Dollar

Tree

Inc

3.375%

12/01/51

51,475

30

Dover

Corp

5.375%

10/15/35

29,709

30

Dow

Chemical

Co/The

2.100%

11/15/30

24,601

161

Dow

Chemical

Co/The

4.250%

10/01/34

144,359

70

Dow

Chemical

Co/The

5.600%

2/15/54

66,228

60

DR

Horton

Inc

1.300%

10/15/26

54,170

10

DuPont

de

Nemours

Inc

4.493%

11/15/25

9,830

150

DuPont

de

Nemours

Inc

5.319%

11/15/38

142,183

Nuveen

ESG

U.S.

Aggregate

Bond

ETF

(NUBD)

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

58

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

Industrial

(continued)

$

30

DXC

Technology

Co

1.800%

9/15/26

$

27,173

211

Eastern

Gas

Transmission

&

Storage

Inc

4.800%

11/01/43

180,864

60

Eastman

Chemical

Co

5.750%

3/08/33

59,296

48

Eaton

Corp

3.103%

9/15/27

44,861

62

Eaton

Corp

4.000%

11/02/32

56,820

154

eBay

Inc

2.700%

3/11/30

133,313

36

Ecolab

Inc

3.250%

12/01/27

33,673

10

Ecolab

Inc

4.800%

3/24/30

9,813

10

Ecolab

Inc

1.300%

1/30/31

7,841

110

Ecolab

Inc

2.700%

12/15/51

66,184

62

Electronic

Arts

Inc

1.850%

2/15/31

49,486

10

Eli

Lilly

&

Co

2.750%

6/01/25

9,733

25

Eli

Lilly

&

Co

3.375%

3/15/29

23,249

180

Eli

Lilly

&

Co

4.700%

2/27/33

172,998

110

Eli

Lilly

&

Co

5.000%

2/09/54

102,294

50

Emerson

Electric

Co

2.000%

12/21/28

43,705

72

Emerson

Electric

Co

1.950%

10/15/30

59,746

30

Enbridge

Inc

3.700%

7/15/27

28,491

180

Enbridge

Inc

3.125%

11/15/29

159,924

90

Enbridge

Inc

4.500%

6/10/44

72,801

50

Enbridge

Inc

5.950%

4/05/54

48,417

50

Enbridge

Inc

8.250%

1/15/84

51,175

100

Enterprise

Products

Operating

LLC

7.550%

4/15/38

115,698

200

Enterprise

Products

Operating

LLC

6.125%

10/15/39

204,747

120

Enterprise

Products

Operating

LLC

4.850%

3/15/44

105,976

50

Equifax

Inc

5.100%

6/01/28

49,096

160

Equinix

Inc

3.900%

4/15/32

141,507

40

Equinix

Inc

3.000%

7/15/50

24,433

120

Estee

Lauder

Cos

Inc/The

2.600%

4/15/30

103,486

300

FedEx

Corp

3.900%

2/01/35

258,902

122

Fidelity

National

Information

Services

Inc

1.650%

3/01/28

105,994

40

Fiserv

Inc

2.250%

6/01/27

36,345

254

Fiserv

Inc

3.500%

7/01/29

231,366

40

Fiserv

Inc

2.650%

6/01/30

34,042

60

Flex

Ltd

4.875%

6/15/29

57,546

60

Flowserve

Corp

2.800%

1/15/32

48,170

40

FMC

Corp

3.450%

10/01/29

35,476

20

FMC

Corp

4.500%

10/01/49

14,641

10

Fomento

Economico

Mexicano

SAB

de

CV

4.375%

5/10/43

8,237

89

Fomento

Economico

Mexicano

SAB

de

CV

3.500%

1/16/50

61,815

20

Fortinet

Inc

2.200%

3/15/31

16,210

30

Fortive

Corp

3.150%

6/15/26

28,612

100

Fortune

Brands

Innovations

Inc

5.875%

6/01/33

99,507

100

Fox

Corp

4.709%

1/25/29

96,692

100

Fox

Corp

6.500%

10/13/33

102,678

20

GE

HealthCare

Technologies

Inc

5.600%

11/15/25

19,968

140

GE

HealthCare

Technologies

Inc

5.857%

3/15/30

142,124

10

General

Mills

Inc

4.000%

4/17/25

9,844

184

General

Mills

Inc

2.875%

4/15/30

160,183

90

General

Motors

Co

5.600%

10/15/32

88,446

190

General

Motors

Financial

Co

Inc

5.000%

4/09/27

186,717

59

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

Industrial

(continued)

$

284

General

Motors

Financial

Co

Inc

5.650%

1/17/29

$

281,311

210

General

Motors

Financial

Co

Inc

4.300%

4/06/29

196,848

160

General

Motors

Financial

Co

Inc

6.100%

1/07/34

158,953

40

Genuine

Parts

Co

2.750%

2/01/32

32,537

190

Gilead

Sciences

Inc

4.600%

9/01/35

175,122

176

Gilead

Sciences

Inc

4.000%

9/01/36

151,116

50

Gilead

Sciences

Inc

5.650%

12/01/41

49,023

10

Gilead

Sciences

Inc

4.800%

4/01/44

8,787

50

GlaxoSmithKline

Capital

Inc

3.625%

5/15/25

49,114

30

GlaxoSmithKline

Capital

Inc

6.375%

5/15/38

32,433

70

GlaxoSmithKline

Capital

PLC

3.375%

6/01/29

64,683

200

Global

Payments

Inc

3.200%

8/15/29

176,463

20

GXO

Logistics

Inc

1.650%

7/15/26

18,249

120

Haleon

US

Capital

LLC

3.375%

3/24/29

109,386

202

Halliburton

Co

4.850%

11/15/35

190,204

30

Harley-Davidson

Inc

4.625%

7/28/45

23,961

10

Hasbro

Inc

3.550%

11/19/26

9,473

10

Hasbro

Inc

3.500%

9/15/27

9,305

100

Hasbro

Inc

3.900%

11/19/29

91,063

30

HCA

Inc

5.250%

6/15/26

29,692

40

HCA

Inc

4.500%

2/15/27

38,762

50

HCA

Inc

3.125%

3/15/27

46,764

100

HCA

Inc

5.200%

6/01/28

98,272

156

HCA

Inc

4.125%

6/15/29

144,952

110

HCA

Inc

5.125%

6/15/39

99,035

120

HCA

Inc

3.500%

7/15/51

77,872

70

Hershey

Co/The

4.250%

5/04/28

68,133

60

Hewlett

Packard

Enterprise

Co

6.102%

4/01/26

59,793

90

Hewlett

Packard

Enterprise

Co

6.200%

10/15/35

92,689

20

Hexcel

Corp

4.950%

8/15/25

19,828

60

(b)

HF

Sinclair

Corp

5.000%

2/01/28

57,566

140

Home

Depot

Inc/The

2.700%

4/15/25

136,478

20

Home

Depot

Inc/The

2.950%

6/15/29

18,031

299

Home

Depot

Inc/The

5.400%

9/15/40

291,913

130

Home

Depot

Inc/The

5.950%

4/01/41

134,645

42

Home

Depot

Inc/The

4.400%

3/15/45

35,488

70

Home

Depot

Inc/The

4.500%

12/06/48

59,263

20

Home

Depot

Inc/The

3.125%

12/15/49

13,233

50

Hormel

Foods

Corp

1.700%

6/03/28

43,625

10

HP

Inc

2.200%

6/17/25

9,611

52

HP

Inc

3.400%

6/17/30

46,255

110

HP

Inc

4.200%

4/15/32

99,848

30

Huntsman

International

LLC

4.500%

5/01/29

27,992

100

Hyatt

Hotels

Corp

5.750%

1/30/27

100,481

100

IBM

International

Capital

Pte

Ltd

5.300%

2/05/54

91,212

30

IDEX

Corp

2.625%

6/15/31

24,687

70

Illinois

Tool

Works

Inc

4.875%

9/15/41

64,848

10

Intel

Corp

3.750%

3/25/27

9,586

292

Intel

Corp

2.450%

11/15/29

252,202

130

Intel

Corp

5.125%

2/10/30

128,650

10

Intel

Corp

4.000%

12/15/32

9,012

110

Intel

Corp

4.600%

3/25/40

97,236

70

Intel

Corp

4.250%

12/15/42

56,934

70

Intel

Corp

4.100%

5/11/47

54,164

160

Intel

Corp

3.734%

12/08/47

114,605

10

Intel

Corp

3.250%

11/15/49

6,495

Nuveen

ESG

U.S.

Aggregate

Bond

ETF

(NUBD)

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

60

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

Industrial

(continued)

$

50

Intel

Corp

5.600%

2/21/54

$

47,050

20

International

Business

Machines

Corp

7.000%

10/30/25

20,464

230

International

Business

Machines

Corp

3.300%

5/15/26

221,002

10

International

Business

Machines

Corp

3.300%

1/27/27

9,509

100

International

Business

Machines

Corp

2.720%

2/09/32

84,188

72

International

Business

Machines

Corp

5.600%

11/30/39

71,413

70

International

Business

Machines

Corp

4.000%

6/20/42

55,875

90

International

Business

Machines

Corp

4.700%

2/19/46

77,928

40

International

Flavors

&

Fragrances

Inc

4.375%

6/01/47

29,419

10

International

Flavors

&

Fragrances

Inc

5.000%

9/26/48

8,248

45

International

Paper

Co

4.800%

6/15/44

38,510

52

International

Paper

Co

4.350%

8/15/48

41,599

60

Interpublic

Group

of

Cos

Inc/

The

2.400%

3/01/31

48,999

100

Interpublic

Group

of

Cos

Inc/

The

5.375%

6/15/33

97,090

100

Intuit

Inc

5.250%

9/15/26

100,203

18

Intuit

Inc

1.350%

7/15/27

15,965

10

Intuit

Inc

1.650%

7/15/30

8,109

50

IQVIA

Inc

6.250%

2/01/29

50,814

10

J

M

Smucker

Co/The

4.250%

3/15/35

8,789

100

J

M

Smucker

Co/The

2.750%

9/15/41

64,594

40

Jabil

Inc

4.250%

5/15/27

38,345

30

Jacobs

Engineering

Group

Inc

6.350%

8/18/28

30,529

20

JB

Hunt

Transport

Services

Inc

3.875%

3/01/26

19,427

8

JetBlue

2019-1

Class

AA

Pass

Through

Trust2020

A

2.750%

5/15/32

6,894

24

JetBlue

2020-1

Class

A

Pass

Through

Trust

4.000%

11/15/32

21,978

110

John

Deere

Capital

Corp

1.300%

10/13/26

100,049

40

John

Deere

Capital

Corp

3.350%

4/18/29

36,886

110

John

Deere

Capital

Corp

4.700%

6/10/30

107,139

20

Johnson

&

Johnson

2.950%

3/03/27

18,959

390

Johnson

&

Johnson

3.550%

3/01/36

333,139

10

Johnson

Controls

International

plc

4.625%

7/02/44

8,384

56

Johnson

Controls

International

plc

5.125%

9/14/45

49,903

20

Johnson

Controls

International

plc

/

Tyco

Fire

&

Security

Finance

SCA

1.750%

9/15/30

16,119

30

Johnson

Controls

International

plc

/

Tyco

Fire

&

Security

Finance

SCA

2.000%

9/16/31

23,594

70

Kellanova

3.400%

11/15/27

65,418

20

Kellanova

2.100%

6/01/30

16,613

20

Kellanova

4.500%

4/01/46

16,367

160

Kenvue

Inc

4.900%

3/22/33

154,864

10

Keurig

Dr

Pepper

Inc

3.400%

11/15/25

9,674

50

Keurig

Dr

Pepper

Inc

5.100%

3/15/27

49,652

30

Keurig

Dr

Pepper

Inc

3.200%

5/01/30

26,567

10

Keurig

Dr

Pepper

Inc

3.800%

5/01/50

7,280

61

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

Industrial

(continued)

$

170

Keurig

Dr

Pepper

Inc

4.500%

4/15/52

$

138,407

50

Keysight

Technologies

Inc

3.000%

10/30/29

43,801

20

Kimberly-Clark

Corp

3.950%

11/01/28

19,086

98

Kimberly-Clark

Corp

6.625%

8/01/37

108,961

90

Kinder

Morgan

Inc

1.750%

11/15/26

82,083

372

Kinder

Morgan

Inc

5.300%

12/01/34

355,505

60

Kinder

Morgan

Inc

3.250%

8/01/50

37,458

100

KLA

Corp

4.650%

7/15/32

95,554

100

KLA

Corp

4.950%

7/15/52

90,837

10

Koninklijke

KPN

NV

8.375%

10/01/30

11,403

30

Kraft

Heinz

Foods

Co

3.875%

5/15/27

28,769

110

Kraft

Heinz

Foods

Co

4.250%

3/01/31

102,657

130

Kraft

Heinz

Foods

Co

5.500%

6/01/50

121,739

30

Kroger

Co/The

2.200%

5/01/30

24,970

10

Kroger

Co/The

1.700%

1/15/31

7,868

110

Kroger

Co/The

6.900%

4/15/38

119,876

9

Kroger

Co/The

5.400%

7/15/40

8,498

20

Kroger

Co/The

4.450%

2/01/47

16,180

50

Kyndryl

Holdings

Inc

6.350%

2/20/34

49,731

10

Laboratory

Corp

of

America

Holdings

3.600%

9/01/27

9,449

110

Laboratory

Corp

of

America

Holdings

2.700%

6/01/31

91,852

10

Lam

Research

Corp

3.750%

3/15/26

9,712

10

Lam

Research

Corp

1.900%

6/15/30

8,250

90

Lam

Research

Corp

3.125%

6/15/60

55,506

60

Lear

Corp

2.600%

1/15/32

47,859

40

Leggett

&

Platt

Inc

4.400%

3/15/29

36,532

30

Leggett

&

Platt

Inc

3.500%

11/15/51

19,006

10

Lennox

International

Inc

1.700%

8/01/27

8,885

50

Linde

Inc/CT

4.700%

12/05/25

49,576

20

Linde

Inc/CT

1.100%

8/10/30

15,799

40

Lowe's

Cos

Inc

4.000%

4/15/25

39,404

80

Lowe's

Cos

Inc

3.350%

4/01/27

75,664

191

Lowe's

Cos

Inc

4.500%

4/15/30

182,699

300

Lowe's

Cos

Inc

5.000%

4/15/40

271,992

190

LYB

International

Finance

III

LLC

3.375%

10/01/40

136,288

21

LYB

International

Finance

III

LLC

4.200%

5/01/50

15,615

70

Magna

International

Inc

2.450%

6/15/30

58,997

132

Marathon

Petroleum

Corp

4.750%

9/15/44

110,802

200

Marriott

International

Inc/MD

5.550%

10/15/28

200,496

142

Martin

Marietta

Materials

Inc

3.200%

7/15/51

93,648

60

Marvell

Technology

Inc

2.450%

4/15/28

53,277

10

Masco

Corp

2.000%

10/01/30

8,007

70

Masco

Corp

2.000%

2/15/31

55,809

20

Masco

Corp

4.500%

5/15/47

16,206

10

Mastercard

Inc

2.950%

11/21/26

9,479

32

Mastercard

Inc

2.950%

6/01/29

28,905

44

Mastercard

Inc

3.350%

3/26/30

40,031

120

Mastercard

Inc

2.000%

11/18/31

96,631

40

Mastercard

Inc

3.800%

11/21/46

31,074

50

McCormick

&

Co

Inc/MD

1.850%

2/15/31

39,724

250

McDonald's

Corp

4.600%

9/09/32

238,144

200

McDonald's

Corp

5.150%

9/09/52

182,392

50

McKesson

Corp

4.900%

7/15/28

49,227

10

McKesson

Corp

5.100%

7/15/33

9,741

100

MDC

Holdings

Inc

3.966%

8/06/61

82,817

100

Merck

&

Co

Inc

1.900%

12/10/28

87,158

Nuveen

ESG

U.S.

Aggregate

Bond

ETF

(NUBD)

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

62

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

Industrial

(continued)

$

200

Merck

&

Co

Inc

1.450%

6/24/30

$

161,155

60

Merck

&

Co

Inc

6.500%

12/01/33

65,584

250

Merck

&

Co

Inc

2.750%

12/10/51

152,508

20

Micron

Technology

Inc

4.975%

2/06/26

19,782

80

Micron

Technology

Inc

4.185%

2/15/27

77,235

110

Micron

Technology

Inc

5.300%

1/15/31

107,937

10

(b)

Microsoft

Corp

3.400%

9/15/26

9,616

80

Microsoft

Corp

3.300%

2/06/27

76,628

211

Microsoft

Corp

3.450%

8/08/36

179,671

30

Microsoft

Corp

3.750%

2/12/45

24,562

586

Microsoft

Corp

2.921%

3/17/52

386,238

60

Mohawk

Industries

Inc

5.850%

9/18/28

60,642

50

Mondelez

International

Inc

4.750%

2/20/29

48,610

20

Moody's

Corp

2.000%

8/19/31

15,894

10

Moody's

Corp

5.250%

7/15/44

9,329

70

Moody's

Corp

3.750%

2/25/52

51,122

10

Mosaic

Co/The

4.050%

11/15/27

9,544

50

Mosaic

Co/The

5.375%

11/15/28

49,580

80

Mosaic

Co/The

4.875%

11/15/41

68,764

120

Motorola

Solutions

Inc

2.750%

5/24/31

99,697

240

MPLX

LP

2.650%

8/15/30

202,218

140

MPLX

LP

4.950%

3/14/52

117,012

40

National

Fuel

Gas

Co

5.500%

1/15/26

39,701

10

National

Fuel

Gas

Co

5.500%

10/01/26

9,922

60

NetApp

Inc

2.375%

6/22/27

54,451

100

Norfolk

Southern

Corp

2.300%

5/15/31

82,414

32

Norfolk

Southern

Corp

4.837%

10/01/41

28,610

120

Norfolk

Southern

Corp

2.900%

8/25/51

72,714

130

Norfolk

Southern

Corp

5.350%

8/01/54

121,274

50

NOV

Inc

3.950%

12/01/42

36,721

120

Novartis

Capital

Corp

2.200%

8/14/30

101,505

110

Novartis

Capital

Corp

4.400%

5/06/44

95,473

20

Novartis

Capital

Corp

2.750%

8/14/50

12,649

40

Nutrien

Ltd

5.950%

11/07/25

40,194

100

Nutrien

Ltd

4.200%

4/01/29

94,352

110

NVIDIA

Corp

2.000%

6/15/31

90,109

122

NVIDIA

Corp

3.500%

4/01/40

98,087

50

NVR

Inc

3.000%

5/15/30

43,348

10

NXP

BV

/

NXP

Funding

LLC

/

NXP

USA

Inc

3.150%

5/01/27

9,348

92

NXP

BV

/

NXP

Funding

LLC

/

NXP

USA

Inc

2.500%

5/11/31

75,104

110

NXP

BV

/

NXP

Funding

LLC

/

NXP

USA

Inc

2.650%

2/15/32

88,976

10

Omnicom

Group

Inc

2.450%

4/30/30

8,413

80

Omnicom

Group

Inc

/

Omnicom

Capital

Inc

3.600%

4/15/26

77,276

273

ONEOK

Inc

4.550%

7/15/28

262,531

39

ONEOK

Inc

4.350%

3/15/29

36,987

10

ONEOK

Inc

4.500%

3/15/50

7,681

70

ONEOK

Inc

7.150%

1/15/51

75,044

150

Oracle

Corp

2.800%

4/01/27

139,345

100

Oracle

Corp

4.650%

5/06/30

95,867

120

Oracle

Corp

4.900%

2/06/33

113,603

690

Oracle

Corp

4.300%

7/08/34

612,806

270

Oracle

Corp

6.900%

11/09/52

293,135

100

Orange

SA

5.375%

1/13/42

94,182

110

Otis

Worldwide

Corp

3.112%

2/15/40

79,947

2

Owens

Corning

3.400%

8/15/26

1,904

70

Owens

Corning

3.875%

6/01/30

63,925

63

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

Industrial

(continued)

$

70

PACCAR

Financial

Corp

3.550%

8/11/25

$

68,434

100

PACCAR

Financial

Corp

5.200%

11/09/26

99,892

60

Packaging

Corp

of

America

5.700%

12/01/33

59,771

30

Packaging

Corp

of

America

4.050%

12/15/49

22,751

20

Paramount

Global

4.200%

6/01/29

17,784

230

Paramount

Global

4.200%

5/19/32

187,828

50

Paramount

Global

5.900%

10/15/40

40,799

10

Parker-Hannifin

Corp

3.250%

3/01/27

9,462

30

Parker-Hannifin

Corp

3.250%

6/14/29

27,236

114

Parker-Hannifin

Corp

4.200%

11/21/34

102,478

20

Parker-Hannifin

Corp

4.450%

11/21/44

16,700

10

Parker-Hannifin

Corp

4.000%

6/14/49

7,695

10

PayPal

Holdings

Inc

3.900%

6/01/27

9,612

170

PayPal

Holdings

Inc

2.850%

10/01/29

150,922

60

PepsiCo

Inc

3.500%

7/17/25

58,699

40

PepsiCo

Inc

2.375%

10/06/26

37,495

50

PepsiCo

Inc

5.125%

11/10/26

49,987

100

PepsiCo

Inc

1.625%

5/01/30

82,019

10

PepsiCo

Inc

4.450%

4/14/46

8,611

364

PepsiCo

Inc

2.875%

10/15/49

235,058

50

Pepsico

Singapore

Financing

I

Pte

Ltd

4.650%

2/16/27

49,181

100

Pfizer

Inc

3.600%

9/15/28

94,477

350

Pfizer

Inc

4.200%

9/15/48

282,870

100

Pfizer

Investment

Enterprises

Pte

Ltd

4.450%

5/19/26

98,292

100

Pfizer

Investment

Enterprises

Pte

Ltd

4.450%

5/19/28

96,986

150

Pfizer

Investment

Enterprises

Pte

Ltd

4.650%

5/19/30

145,053

190

Pfizer

Investment

Enterprises

Pte

Ltd

4.750%

5/19/33

180,992

150

Pfizer

Investment

Enterprises

Pte

Ltd

5.110%

5/19/43

139,635

40

Phillips

66

Co

3.550%

10/01/26

38,271

173

Phillips

66

Co

4.680%

2/15/45

145,417

50

PPG

Industries

Inc

3.750%

3/15/28

47,300

50

Procter

&

Gamble

Co/The

1.000%

4/23/26

46,230

250

Procter

&

Gamble

Co/The

3.000%

3/25/30

225,354

10

Procter

&

Gamble

Co/The

4.050%

1/26/33

9,366

25

PulteGroup

Inc

5.000%

1/15/27

24,621

41

PVH

Corp

4.625%

7/10/25

40,278

220

QUALCOMM

Inc

1.650%

5/20/32

168,247

70

QUALCOMM

Inc

4.250%

5/20/32

65,259

30

QUALCOMM

Inc

4.650%

5/20/35

28,544

20

Quanta

Services

Inc

2.900%

10/01/30

17,104

80

Quanta

Services

Inc

2.350%

1/15/32

63,120

50

Quest

Diagnostics

Inc

3.450%

6/01/26

47,990

10

Quest

Diagnostics

Inc

2.950%

6/30/30

8,658

130

(b)

Regal

Rexnord

Corp

6.300%

2/15/30

130,556

60

Regeneron

Pharmaceuticals

Inc

1.750%

9/15/30

47,902

20

Regeneron

Pharmaceuticals

Inc

2.800%

9/15/50

11,717

50

RELX

Capital

Inc

4.750%

5/20/32

48,061

10

Republic

Services

Inc

3.375%

11/15/27

9,404

70

Republic

Services

Inc

3.950%

5/15/28

66,553

28

Republic

Services

Inc

2.300%

3/01/30

23,701

80

Republic

Services

Inc

1.450%

2/15/31

62,264

20

Republic

Services

Inc

5.700%

5/15/41

19,745

10

Revvity

Inc

3.300%

9/15/29

8,931

110

Revvity

Inc

2.250%

9/15/31

87,936

50

Rockwell

Automation

Inc

4.200%

3/01/49

40,589

Nuveen

ESG

U.S.

Aggregate

Bond

ETF

(NUBD)

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

64

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

Industrial

(continued)

$

10

Rogers

Communications

Inc

3.625%

12/15/25

$

9,646

10

Rogers

Communications

Inc

2.900%

11/15/26

9,358

50

Rogers

Communications

Inc

3.200%

3/15/27

46,904

10

Rogers

Communications

Inc

3.800%

3/15/32

8,725

150

Rogers

Communications

Inc

5.450%

10/01/43

137,570

10

Rogers

Communications

Inc

3.700%

11/15/49

6,904

120

Roper

Technologies

Inc

3.800%

12/15/26

115,284

100

Royalty

Pharma

PLC

1.200%

9/02/25

94,172

30

RPM

International

Inc

2.950%

1/15/32

24,653

110

Ryder

System

Inc

2.850%

3/01/27

102,351

50

Ryder

System

Inc

6.300%

12/01/28

51,483

50

Ryder

System

Inc

5.375%

3/15/29

49,580

160

S&P

Global

Inc

2.900%

3/01/32

135,334

60

(b)

S&P

Global

Inc

5.250%

9/15/33

59,460

23

S&P

Global

Inc

2.300%

8/15/60

11,572

20

Sabine

Pass

Liquefaction

LLC

5.875%

6/30/26

20,024

160

Sabine

Pass

Liquefaction

LLC

4.500%

5/15/30

150,218

90

Salesforce

Inc

2.700%

7/15/41

61,502

152

Salesforce

Inc

2.900%

7/15/51

95,444

10

Schlumberger

Finance

Canada

Ltd

1.400%

9/17/25

9,467

82

Schlumberger

Investment

SA

2.650%

6/26/30

70,948

10

Sherwin-Williams

Co/The

4.250%

8/08/25

9,829

151

Sherwin-Williams

Co/The

2.950%

8/15/29

133,823

42

Sherwin-Williams

Co/The

4.500%

6/01/47

34,611

20

Smith

&

Nephew

PLC

2.032%

10/14/30

16,097

60

(b)

Smurfit

Kappa

Treasury

ULC

5.438%

4/03/34

58,057

50

Snap-on

Inc

3.100%

5/01/50

33,426

70

Sonoco

Products

Co

2.850%

2/01/32

57,583

110

Stanley

Black

&

Decker

Inc

3.000%

5/15/32

90,745

10

Starbucks

Corp

2.250%

3/12/30

8,443

20

Starbucks

Corp

2.550%

11/15/30

16,897

150

Starbucks

Corp

3.000%

2/14/32

127,424

100

Starbucks

Corp

4.800%

2/15/33

96,019

50

Starbucks

Corp

3.500%

11/15/50

34,816

140

Stryker

Corp

1.950%

6/15/30

115,403

130

Sysco

Corp

3.250%

7/15/27

121,586

50

Sysco

Corp

6.000%

1/17/34

51,433

20

Sysco

Corp

6.600%

4/01/50

21,711

10

Takeda

Pharmaceutical

Co

Ltd

2.050%

3/31/30

8,267

20

Takeda

Pharmaceutical

Co

Ltd

3.025%

7/09/40

14,270

60

Takeda

Pharmaceutical

Co

Ltd

3.375%

7/09/60

37,625

50

Take-Two

Interactive

Software

Inc

3.700%

4/14/27

47,554

30

Tapestry

Inc

4.125%

7/15/27

28,274

140

Tapestry

Inc

3.050%

3/15/32

111,198

75

Targa

Resources

Corp

6.150%

3/01/29

76,286

100

Targa

Resources

Corp

6.500%

3/30/34

104,201

1

Target

Corp

3.375%

4/15/29

926

160

Target

Corp

2.350%

2/15/30

137,617

72

Target

Corp

6.500%

10/15/37

78,231

19

Target

Corp

3.900%

11/15/47

14,704

40

TC

PipeLines

LP

3.900%

5/25/27

37,890

40

Teledyne

Technologies

Inc

2.250%

4/01/28

35,421

31

Telefonica

Emisiones

SA

7.045%

6/20/36

33,199

60

Telefonica

Emisiones

SA

4.665%

3/06/38

51,948

30

Telefonica

Emisiones

SA

4.895%

3/06/48

24,963

100

Telefonica

Emisiones

SA

5.520%

3/01/49

90,491

70

TELUS

Corp

3.700%

9/15/27

66,192

10

TELUS

Corp

4.600%

11/16/48

8,214

65

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

Industrial

(continued)

$

10

Texas

Eastern

Transmission

LP

7.000%

7/15/32

$

10,761

60

Texas

Instruments

Inc

1.750%

5/04/30

49,613

100

Texas

Instruments

Inc

1.900%

9/15/31

80,984

100

Texas

Instruments

Inc

3.875%

3/15/39

85,105

20

Texas

Instruments

Inc

4.150%

5/15/48

16,234

50

Thermo

Fisher

Scientific

Inc

4.953%

8/10/26

49,656

190

Thermo

Fisher

Scientific

Inc

2.800%

10/15/41

131,174

40

Thomson

Reuters

Corp

3.350%

5/15/26

38,247

30

Timken

Co/The

4.125%

4/01/32

26,601

100

Toyota

Motor

Corp

5.118%

7/13/28

99,947

142

Toyota

Motor

Corp

2.760%

7/02/29

128,067

100

Toyota

Motor

Credit

Corp

1.125%

6/18/26

91,523

110

Toyota

Motor

Credit

Corp

5.250%

9/11/28

110,061

60

Toyota

Motor

Credit

Corp

4.650%

1/05/29

58,605

10

Toyota

Motor

Credit

Corp

2.150%

2/13/30

8,446

50

Toyota

Motor

Credit

Corp

4.550%

5/17/30

48,047

10

Trane

Technologies

Financing

Ltd

3.800%

3/21/29

9,352

70

Trane

Technologies

Financing

Ltd

5.250%

3/03/33

68,858

290

TransCanada

PipeLines

Ltd

2.500%

10/12/31

234,800

60

Transcontinental

Gas

Pipe

Line

Co

LLC

7.850%

2/01/26

61,772

80

Transcontinental

Gas

Pipe

Line

Co

LLC

3.250%

5/15/30

70,477

70

Transcontinental

Gas

Pipe

Line

Co

LLC

3.950%

5/15/50

51,571

30

Trimble

Inc

6.100%

3/15/33

30,438

10

Triton

Container

International

Ltd

/

TAL

International

Container

Corp

3.250%

3/15/32

7,925

39

TWDC

Enterprises

18

Corp

3.150%

9/17/25

37,793

10

TWDC

Enterprises

18

Corp

2.950%

6/15/27

9,399

20

TWDC

Enterprises

18

Corp

4.375%

8/16/41

17,043

30

TWDC

Enterprises

18

Corp

4.125%

12/01/41

24,847

60

Tyco

Electronics

Group

SA

2.500%

2/04/32

49,543

18

Unilever

Capital

Corp

3.100%

7/30/25

17,537

21

Unilever

Capital

Corp

2.000%

7/28/26

19,590

150

Unilever

Capital

Corp

1.750%

8/12/31

119,061

10

Union

Pacific

Corp

3.750%

7/15/25

9,793

10

Union

Pacific

Corp

2.150%

2/05/27

9,203

10

Union

Pacific

Corp

3.375%

2/01/35

8,338

20

Union

Pacific

Corp

3.600%

9/15/37

16,407

498

Union

Pacific

Corp

3.550%

8/15/39

394,637

20

Union

Pacific

Corp

3.875%

2/01/55

14,832

80

United

Parcel

Service

Inc

4.450%

4/01/30

77,204

170

United

Parcel

Service

Inc

5.200%

4/01/40

163,195

10

United

Parcel

Service

Inc

3.750%

11/15/47

7,541

10

United

Parcel

Service

Inc

5.300%

4/01/50

9,550

130

Valero

Energy

Corp

2.800%

12/01/31

107,832

40

Valero

Energy

Corp

6.625%

6/15/37

42,235

30

Valmont

Industries

Inc

5.250%

10/01/54

25,346

50

Verisk

Analytics

Inc

4.125%

3/15/29

47,101

149

Verizon

Communications

Inc

4.016%

12/03/29

138,850

90

Verizon

Communications

Inc

1.500%

9/18/30

71,662

115

Verizon

Communications

Inc

2.550%

3/21/31

95,436

605

Verizon

Communications

Inc

2.355%

3/15/32

482,707

100

Verizon

Communications

Inc

5.050%

5/09/33

96,720

112

Verizon

Communications

Inc

2.850%

9/03/41

76,367

50

Verizon

Communications

Inc

5.500%

3/16/47

48,475

80

Verizon

Communications

Inc

4.000%

3/22/50

60,585

Nuveen

ESG

U.S.

Aggregate

Bond

ETF

(NUBD)

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

66

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

Industrial

(continued)

$

320

Verizon

Communications

Inc

3.875%

3/01/52

$

236,201

20

Verizon

Communications

Inc

2.987%

10/30/56

11,788

80

VF

Corp

2.800%

4/23/27

71,623

80

Visa

Inc

2.050%

4/15/30

67,406

10

Visa

Inc

1.100%

2/15/31

7,746

241

Visa

Inc

4.150%

12/14/35

219,389

20

Visa

Inc

2.000%

8/15/50

10,897

150

VMware

LLC

1.400%

8/15/26

136,407

20

Vodafone

Group

PLC

6.250%

11/30/32

20,859

183

Vodafone

Group

PLC

6.150%

2/27/37

186,828

20

Vodafone

Group

PLC

4.875%

6/19/49

16,940

20

Vodafone

Group

PLC

4.250%

9/17/50

15,215

10

Walt

Disney

Co/The

3.800%

3/22/30

9,286

50

Walt

Disney

Co/The

2.650%

1/13/31

42,783

160

Walt

Disney

Co/The

6.400%

12/15/35

171,908

40

Walt

Disney

Co/The

6.650%

11/15/37

44,105

12

Walt

Disney

Co/The

4.750%

9/15/44

10,662

60

Walt

Disney

Co/The

4.950%

10/15/45

54,336

290

Walt

Disney

Co/The

2.750%

9/01/49

179,770

10

Walt

Disney

Co/The

3.600%

1/13/51

7,263

1

Warnermedia

Holdings

Inc

3.788%

3/15/25

981

1

Warnermedia

Holdings

Inc

5.391%

3/15/62

766

110

Waste

Connections

Inc

2.200%

1/15/32

87,441

10

Waste

Management

Inc

1.500%

3/15/31

7,865

120

Waste

Management

Inc

4.150%

4/15/32

111,453

70

Waste

Management

Inc

4.875%

2/15/34

67,304

110

Western

Midstream

Operating

LP

6.150%

4/01/33

109,805

30

Western

Union

Co/The

6.200%

11/17/36

29,847

50

Westlake

Corp

5.000%

8/15/46

42,587

30

Weyerhaeuser

Co

4.000%

4/15/30

27,653

20

Weyerhaeuser

Co

7.375%

3/15/32

22,158

80

Weyerhaeuser

Co

3.375%

3/09/33

67,540

20

Whirlpool

Corp

3.700%

5/01/25

19,620

100

Whirlpool

Corp

4.700%

5/14/32

92,102

200

Williams

Cos

Inc/The

2.600%

3/15/31

165,589

50

Williams

Cos

Inc/The

5.150%

3/15/34

47,751

70

Workday

Inc

3.700%

4/01/29

64,633

130

WRKCo

Inc

4.000%

3/15/28

122,828

10

WRKCo

Inc

3.000%

6/15/33

8,139

50

WW

Grainger

Inc

1.850%

2/15/25

48,566

10

WW

Grainger

Inc

4.600%

6/15/45

8,724

50

Xilinx

Inc

2.375%

6/01/30

42,492

31

Xylem

Inc/NY

2.250%

1/30/31

25,432

60

Zimmer

Biomet

Holdings

Inc

2.600%

11/24/31

49,002

20

Zoetis

Inc

4.500%

11/13/25

19,690

126

Zoetis

Inc

3.900%

8/20/28

118,991

9

Zoetis

Inc

2.000%

5/15/30

7,415

20

Zoetis

Inc

5.600%

11/16/32

20,106

Total

Industrial

50,498,782

Utility

-

2.4%

62

AEP

Texas

Inc

4.150%

5/01/49

45,782

10

AEP

Texas

Inc

3.450%

1/15/50

6,551

75

Ameren

Corp

5.000%

1/15/29

73,147

20

American

Electric

Power

Co

Inc

5.699%

8/15/25

19,940

30

American

Electric

Power

Co

Inc

5.750%

11/01/27

30,289

80

American

Electric

Power

Co

Inc

5.200%

1/15/29

78,717

120

American

Water

Capital

Corp

2.800%

5/01/30

103,449

110

American

Water

Capital

Corp

2.300%

6/01/31

89,337

67

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

Utility

(continued)

$

20

American

Water

Capital

Corp

3.750%

9/01/47

$

14,797

20

American

Water

Capital

Corp

4.200%

9/01/48

15,983

50

American

Water

Capital

Corp

5.450%

3/01/54

47,158

260

Appalachian

Power

Co

4.400%

5/15/44

202,119

10

Appalachian

Power

Co

3.700%

5/01/50

6,730

40

Atmos

Energy

Corp

2.625%

9/15/29

35,154

100

Atmos

Energy

Corp

5.900%

11/15/33

102,621

100

Atmos

Energy

Corp

2.850%

2/15/52

60,656

40

Avangrid

Inc

3.200%

4/15/25

39,001

10

Avista

Corp

4.350%

6/01/48

7,850

70

Avista

Corp

4.000%

4/01/52

50,937

120

Berkshire

Hathaway

Energy

Co

3.700%

7/15/30

109,432

210

Berkshire

Hathaway

Energy

Co

5.150%

11/15/43

194,529

100

Berkshire

Hathaway

Energy

Co

4.600%

5/01/53

80,864

50

Black

Hills

Corp

5.950%

3/15/28

50,787

10

CenterPoint

Energy

Houston

Electric

LLC

5.200%

10/01/28

9,967

100

CenterPoint

Energy

Houston

Electric

LLC

3.000%

3/01/32

84,467

50

CenterPoint

Energy

Houston

Electric

LLC

5.150%

3/01/34

48,522

110

CenterPoint

Energy

Inc

1.450%

6/01/26

101,168

100

CenterPoint

Energy

Resources

Corp

4.100%

9/01/47

76,849

121

Commonwealth

Edison

Co

6.450%

1/15/38

127,227

110

Commonwealth

Edison

Co

2.750%

9/01/51

64,394

120

Connecticut

Light

and

Power

Co/The

2.050%

7/01/31

95,786

50

Consolidated

Edison

Co

of

New

York

Inc

2.400%

6/15/31

41,305

124

Consolidated

Edison

Co

of

New

York

Inc

5.500%

12/01/39

119,580

162

Consolidated

Edison

Co

of

New

York

Inc

4.650%

12/01/48

135,932

30

Consolidated

Edison

Co

of

New

York

Inc

3.950%

4/01/50

22,875

10

Consolidated

Edison

Co

of

New

York

Inc

4.300%

12/01/56

7,723

10

Consolidated

Edison

Co

of

New

York

Inc

4.500%

5/15/58

7,995

10

Consolidated

Edison

Co

of

New

York

Inc

3.700%

11/15/59

6,752

41

Consolidated

Edison

Co

of

New

York

Inc

3.000%

12/01/60

23,631

10

Consumers

Energy

Co

3.800%

11/15/28

9,388

100

Consumers

Energy

Co

4.900%

2/15/29

98,312

100

Consumers

Energy

Co

3.500%

8/01/51

71,025

126

DTE

Energy

Co

2.950%

3/01/30

108,446

122

Duke

Energy

Florida

LLC

2.400%

12/15/31

99,562

67

Duke

Energy

Florida

LLC

6.350%

9/15/37

69,546

120

Duke

Energy

Florida

LLC

5.950%

11/15/52

120,791

10

Duke

Energy

Indiana

LLC

3.250%

10/01/49

6,603

92

Emera

US

Finance

LP

4.750%

6/15/46

71,729

60

Entergy

Arkansas

LLC

5.150%

1/15/33

58,285

50

Entergy

Louisiana

LLC

5.700%

3/15/54

48,235

10

Entergy

Texas

Inc

3.550%

9/30/49

6,912

110

Essential

Utilities

Inc

2.400%

5/01/31

88,635

10

Essential

Utilities

Inc

3.351%

4/15/50

6,615

100

Evergy

Metro

Inc

4.950%

4/15/33

95,034

10

Eversource

Energy

1.650%

8/15/30

7,839

50

Eversource

Energy

5.850%

4/15/31

49,780

Nuveen

ESG

U.S.

Aggregate

Bond

ETF

(NUBD)

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

68

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

Utility

(continued)

$

120

Exelon

Corp

2.750%

3/15/27

$

111,090

10

Exelon

Corp

4.050%

4/15/30

9,229

60

Exelon

Corp

4.950%

6/15/35

54,632

90

Exelon

Corp

4.450%

4/15/46

72,855

20

Exelon

Corp

4.700%

4/15/50

16,632

50

Georgia

Power

Co

5.250%

3/15/34

48,643

50

Idaho

Power

Co

5.800%

4/01/54

48,521

48

Interstate

Power

and

Light

Co

3.600%

4/01/29

44,135

70

IPALCO

Enterprises

Inc

4.250%

5/01/30

64,238

50

MidAmerican

Energy

Co

5.750%

11/01/35

50,299

30

MidAmerican

Energy

Co

3.150%

4/15/50

19,562

70

National

Grid

PLC

5.418%

1/11/34

67,308

100

National

Rural

Utilities

Cooperative

Finance

Corp

3.450%

6/15/25

97,575

100

National

Rural

Utilities

Cooperative

Finance

Corp

5.000%

2/07/31

97,091

100

National

Rural

Utilities

Cooperative

Finance

Corp

2.750%

4/15/32

82,318

10

NiSource

Inc

3.490%

5/15/27

9,429

161

NiSource

Inc

3.600%

5/01/30

144,979

30

NiSource

Inc

1.700%

2/15/31

23,403

50

NiSource

Inc

5.350%

4/01/34

47,854

20

NiSource

Inc

4.800%

2/15/44

17,019

50

NiSource

Inc

4.375%

5/15/47

39,525

50

Northern

States

Power

Co/MN

5.400%

3/15/54

47,425

50

NSTAR

Electric

Co

3.200%

5/15/27

47,165

110

NSTAR

Electric

Co

3.950%

4/01/30

101,348

62

NSTAR

Electric

Co

5.500%

3/15/40

59,607

100

Oklahoma

Gas

and

Electric

Co

4.150%

4/01/47

77,866

20

Oncor

Electric

Delivery

Co

LLC

2.750%

5/15/30

17,311

77

Oncor

Electric

Delivery

Co

LLC

7.500%

9/01/38

89,242

110

Oncor

Electric

Delivery

Co

LLC

4.950%

9/15/52

97,773

30

ONE

Gas

Inc

4.250%

9/01/32

27,711

10

ONE

Gas

Inc

4.500%

11/01/48

8,229

90

PacifiCorp

2.700%

9/15/30

75,987

10

PacifiCorp

5.250%

6/15/35

9,475

110

PacifiCorp

5.800%

1/15/55

101,498

180

PECO

Energy

Co

4.600%

5/15/52

152,846

60

Piedmont

Natural

Gas

Co

Inc

2.500%

3/15/31

49,276

36

Potomac

Electric

Power

Co

6.500%

11/15/37

38,606

50

PPL

Capital

Funding

Inc

3.100%

5/15/26

47,785

50

PPL

Electric

Utilities

Corp

4.850%

2/15/34

47,621

60

PPL

Electric

Utilities

Corp

4.150%

10/01/45

48,047

18

Public

Service

Co

of

Colorado

6.500%

8/01/38

18,916

110

Public

Service

Co

of

Colorado

4.100%

6/15/48

82,548

50

Public

Service

Co

of

New

Hampshire

2.200%

6/15/31

40,455

20

Public

Service

Co

of

Oklahoma

2.200%

8/15/31

15,894

10

Public

Service

Electric

and

Gas

Co

2.250%

9/15/26

9,322

70

Public

Service

Electric

and

Gas

Co

1.900%

8/15/31

55,562

140

Public

Service

Electric

and

Gas

Co

5.800%

5/01/37

142,169

20

Public

Service

Electric

and

Gas

Co

2.050%

8/01/50

10,527

50

Public

Service

Electric

and

Gas

Co

5.450%

3/01/54

48,154

100

Puget

Energy

Inc

4.224%

3/15/32

87,465

30

Puget

Sound

Energy

Inc

5.638%

4/15/41

29,036

100

San

Diego

Gas

&

Electric

Co

3.000%

3/15/32

84,585

69

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

Utility

(continued)

$

43

San

Diego

Gas

&

Electric

Co

4.150%

5/15/48

$

33,838

10

San

Diego

Gas

&

Electric

Co

4.100%

6/15/49

7,671

134

Sempra

6.000%

10/15/39

131,149

20

Sempra

4.000%

2/01/48

14,789

220

Southern

California

Edison

Co

4.700%

6/01/27

215,083

50

Southern

California

Edison

Co

5.200%

6/01/34

47,697

20

Southern

California

Edison

Co

4.500%

9/01/40

16,819

50

Southern

California

Edison

Co

3.600%

2/01/45

35,618

90

Southern

California

Edison

Co

4.875%

3/01/49

76,360

10

Southern

California

Edison

Co

3.650%

2/01/50

6,966

170

Southern

California

Edison

Co

5.450%

6/01/52

156,087

10

Southern

California

Gas

Co

2.550%

2/01/30

8,556

40

Southern

California

Gas

Co

4.300%

1/15/49

31,341

140

Southern

California

Gas

Co

5.750%

6/01/53

135,491

60

Southern

Co/The

5.200%

6/15/33

57,803

10

Southwest

Gas

Corp

3.700%

4/01/28

9,342

40

Southwest

Gas

Corp

2.200%

6/15/30

33,143

20

Southwest

Gas

Corp

3.800%

9/29/46

14,212

140

Southwestern

Electric

Power

Co

3.250%

11/01/51

87,708

126

Southwestern

Public

Service

Co

4.500%

8/15/41

102,668

23

Southwestern

Public

Service

Co

4.400%

11/15/48

17,833

10

Southwestern

Public

Service

Co

3.150%

5/01/50

6,232

20

Spire

Missouri

Inc

4.800%

2/15/33

18,950

50

Tampa

Electric

Co

5.000%

7/15/52

43,509

40

Tucson

Electric

Power

Co

3.250%

5/15/32

33,913

50

Tucson

Electric

Power

Co

3.250%

5/01/51

31,915

25

Union

Electric

Co

5.450%

3/15/53

23,443

50

Union

Electric

Co

5.250%

1/15/54

45,506

30

Washington

Gas

Light

Co

3.796%

9/15/46

21,565

10

WEC

Energy

Group

Inc

5.000%

9/27/25

9,904

100

WEC

Energy

Group

Inc

5.600%

9/12/26

100,112

100

WEC

Energy

Group

Inc

2.200%

12/15/28

86,857

10

Wisconsin

Power

and

Light

Co

1.950%

9/16/31

7,885

50

Wisconsin

Power

and

Light

Co

4.950%

4/01/33

47,276

68

Wisconsin

Public

Service

Corp

3.671%

12/01/42

51,670

Total

Utility

8,161,439

Total

Corporate

Debt

(cost

$99,008,041)

87,875,947

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

X

–

GOVERNMENT

RELATED

-

4.9%

Government

Agency

-

1.7%

$

10

Equinor

ASA

3.250%

11/10/24

9,880

20

Equinor

ASA

3.000%

4/06/27

18,822

10

Equinor

ASA

3.625%

9/10/28

9,441

224

Equinor

ASA

3.125%

4/06/30

201,578

10

Equinor

ASA

5.100%

8/17/40

9,538

42

Equinor

ASA

3.950%

5/15/43

33,915

30

Equinor

ASA

3.700%

4/06/50

22,220

100

Export

Development

Canada

3.375%

8/26/25

97,534

100

Export

Development

Canada

4.375%

6/29/26

98,509

170

Export

Development

Canada

4.125%

2/13/29

164,824

400

Federal

National

Mortgage

Association

1.750%

7/02/24

397,440

81

Federal

National

Mortgage

Association

2.625%

9/06/24

80,221

Nuveen

ESG

U.S.

Aggregate

Bond

ETF

(NUBD)

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

70

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

Government

Agency

(continued)

$

70

Federal

National

Mortgage

Association

1.625%

1/07/25

$

68,274

200

Federal

National

Mortgage

Association

0.500%

6/17/25

189,735

200

Federal

National

Mortgage

Association

1.875%

9/24/26

185,862

329

Federal

National

Mortgage

Association

5.625%

7/15/37

351,844

10

Israel

Government

AID

Bond

5.500%

9/18/33

10,372

99

Japan

Bank

for

International

Cooperation

2.500%

5/28/25

95,899

100

Japan

Bank

for

International

Cooperation

0.625%

7/15/25

94,367

200

Japan

Bank

for

International

Cooperation

4.250%

1/26/26

196,247

320

Japan

Bank

for

International

Cooperation

2.875%

6/01/27

299,500

140

Japan

Bank

for

International

Cooperation

1.875%

4/15/31

114,249

100

Japan

International

Cooperation

Agency

4.000%

5/23/28

95,568

40

Korea

Development

Bank/The

1.375%

4/25/27

35,800

160

Korea

Development

Bank/The

4.375%

2/15/28

155,957

200

Korea

Development

Bank/The

5.375%

10/23/28

202,075

20

Kreditanstalt

fuer

Wiederaufbau

1.375%

8/05/24

19,791

744

Kreditanstalt

fuer

Wiederaufbau

2.500%

11/20/24

731,759

79

Kreditanstalt

fuer

Wiederaufbau

0.375%

7/18/25

74,445

50

Kreditanstalt

fuer

Wiederaufbau

5.000%

3/16/26

49,876

100

Kreditanstalt

fuer

Wiederaufbau

4.625%

8/07/26

99,075

442

Kreditanstalt

fuer

Wiederaufbau

3.000%

5/20/27

417,658

100

Kreditanstalt

fuer

Wiederaufbau

4.750%

10/29/30

99,853

110

Kreditanstalt

fuer

Wiederaufbau

4.125%

7/15/33

104,311

75

Kreditanstalt

fuer

Wiederaufbau

4.375%

2/28/34

72,563

150

Landwirtschaftliche

Rentenbank

0.500%

5/27/25

142,395

110

Landwirtschaftliche

Rentenbank

3.875%

9/28/27

106,314

100

Landwirtschaftliche

Rentenbank

4.625%

4/17/29

99,242

100

Landwirtschaftliche

Rentenbank

5.000%

10/24/33

101,129

110

Oesterreichische

Kontrollbank

AG

0.500%

9/16/24

107,974

160

Oesterreichische

Kontrollbank

AG

2.875%

5/23/25

155,699

80

Oesterreichische

Kontrollbank

AG

4.125%

1/18/29

77,593

30

Svensk

Exportkredit

AB

0.625%

5/14/25

28,546

260

Svensk

Exportkredit

AB

4.625%

11/28/25

257,027

Total

Government

Agency

5,984,921

71

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

Municipal

Bonds

-

0.9%

(c)

$

250

Province

of

Alberta

Canada

(No

Opt.

Call)

1.000%

5/20/25

$

238,754

160

Province

of

Alberta

Canada

(No

Opt.

Call)

3.300%

3/15/28

150,254

40

Province

of

Alberta

Canada

(No

Opt.

Call)

1.300%

7/22/30

32,131

50

Province

of

Alberta

Canada

(No

Opt.

Call)

4.500%

1/24/34

47,763

175

Province

of

British

Columbia

Canada

(No

Opt.

Call)

1.750%

9/27/24

172,381

100

Province

of

British

Columbia

Canada

(No

Opt.

Call)

2.250%

6/02/26

94,196

110

Province

of

British

Columbia

Canada

(No

Opt.

Call)

0.900%

7/20/26

100,254

85

Province

of

British

Columbia

Canada

(No

Opt.

Call)

4.200%

7/06/33

79,563

100

Province

of

Manitoba

Canada

(No

Opt.

Call)

1.500%

10/25/28

86,034

100

Province

of

Manitoba

Canada

(No

Opt.

Call)

4.300%

7/27/33

94,199

80

Province

of

New

Brunswick

Canada

(No

Opt.

Call)

3.625%

2/24/28

75,668

110

Province

of

Ontario

Canada

(No

Opt.

Call)

3.200%

5/16/24

109,901

300

Province

of

Ontario

Canada

(No

Opt.

Call)

2.500%

4/27/26

284,829

260

Province

of

Ontario

Canada

(No

Opt.

Call)

3.100%

5/19/27

245,497

23

Province

of

Ontario

Canada

(No

Opt.

Call)

1.050%

5/21/27

20,420

150

Province

of

Ontario

Canada

(No

Opt.

Call)

4.200%

1/18/29

145,076

100

Province

of

Ontario

Canada

(No

Opt.

Call)

1.800%

10/14/31

80,202

100

Province

of

Ontario

Canada

(No

Opt.

Call)

2.125%

1/21/32

81,665

89

Province

of

Quebec

Canada

(No

Opt.

Call)

2.875%

10/16/24

87,949

180

Province

of

Quebec

Canada

(No

Opt.

Call)

1.500%

2/11/25

174,578

120

Province

of

Quebec

Canada

(No

Opt.

Call)

0.600%

7/23/25

113,306

305

Province

of

Quebec

Canada

(No

Opt.

Call)

2.500%

4/20/26

289,692

70

Province

of

Quebec

Canada

(No

Opt.

Call)

2.750%

4/12/27

65,580

100

Province

of

Quebec

Canada

(No

Opt.

Call)

4.500%

4/03/29

97,821

100

Province

of

Quebec

Canada

(No

Opt.

Call)

4.500%

9/08/33

95,653

Total

Municipal

Bonds

3,063,366

Sovereign

Debt

-

2.3%

20

African

Development

Bank

3.375%

7/07/25

19,540

110

African

Development

Bank

0.875%

7/22/26

100,316

150

Asian

Development

Bank

1.500%

1/20/27

136,791

100

Asian

Development

Bank

4.500%

8/25/28

98,601

100

Asian

Development

Bank

4.375%

3/06/29

98,068

100

Asian

Development

Bank

1.875%

3/15/29

87,206

100

Asian

Development

Bank

3.125%

4/27/32

88,678

100

Asian

Development

Bank

4.125%

1/12/34

94,489

Nuveen

ESG

U.S.

Aggregate

Bond

ETF

(NUBD)

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

72

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

Sovereign

Debt

(continued)

$

60

Canada

Government

International

Bond

3.750%

4/26/28

$

57,558

80

Chile

Government

International

Bond

3.125%

1/21/26

76,708

30

Chile

Government

International

Bond

3.240%

2/06/28

27,676

160

Chile

Government

International

Bond

2.450%

1/31/31

133,157

80

Chile

Government

International

Bond

4.950%

1/05/36

74,443

260

Chile

Government

International

Bond

3.250%

9/21/71

152,301

32

Council

Of

Europe

Development

Bank

1.375%

2/27/25

30,946

50

Council

Of

Europe

Development

Bank

0.875%

9/22/26

45,293

30

European

Bank

for

Reconstruction

&

Development

1.500%

2/13/25

29,094

100

European

Bank

for

Reconstruction

&

Development

4.375%

3/09/28

98,120

100

European

Investment

Bank

2.250%

6/24/24

99,526

110

European

Investment

Bank

2.750%

8/15/25

106,521

100

European

Investment

Bank

0.750%

10/26/26

90,158

112

European

Investment

Bank

1.375%

3/15/27

101,381

100

European

Investment

Bank

4.500%

10/16/28

98,683

225

European

Investment

Bank

4.000%

2/15/29

217,188

50

European

Investment

Bank

4.750%

6/15/29

49,895

170

European

Investment

Bank

3.625%

7/15/30

159,276

85

European

Investment

Bank

4.125%

2/13/34

80,412

74

Hungary

Government

International

Bond

7.625%

3/29/41

82,051

190

Indonesia

Government

International

Bond

4.550%

1/11/28

183,891

70

Indonesia

Government

International

Bond

4.850%

1/11/33

66,844

280

Indonesia

Government

International

Bond

5.650%

1/11/53

273,933

100

Inter-American

Development

Bank

3.250%

7/01/24

99,623

100

Inter-American

Development

Bank

4.500%

5/15/26

98,801

100

Inter-American

Development

Bank

1.500%

1/13/27

91,251

90

Inter-American

Development

Bank

4.375%

2/01/27

88,572

100

Inter-American

Development

Bank

4.000%

1/12/28

96,882

110

Inter-American

Development

Bank

1.125%

7/20/28

94,470

200

Inter-American

Development

Bank

3.875%

10/28/41

170,566

535

International

Bank

for

Reconstruction

&

Development

1.500%

8/28/24

528,164

161

International

Bank

for

Reconstruction

&

Development

2.125%

3/03/25

156,713

40

International

Bank

for

Reconstruction

&

Development

0.625%

4/22/25

38,220

60

International

Bank

for

Reconstruction

&

Development

3.125%

11/20/25

58,108

60

International

Bank

for

Reconstruction

&

Development

2.500%

11/22/27

55,336

73

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

Sovereign

Debt

(continued)

$

100

International

Bank

for

Reconstruction

&

Development

4.625%

8/01/28

$

99,115

92

International

Bank

for

Reconstruction

&

Development

4.000%

7/25/30

87,965

95

International

Bank

for

Reconstruction

&

Development

4.000%

1/10/31

90,472

100

International

Bank

for

Reconstruction

&

Development

4.500%

4/10/31

98,015

100

International

Bank

for

Reconstruction

&

Development

1.625%

11/03/31

79,994

112

International

Bank

for

Reconstruction

&

Development

2.500%

3/29/32

94,999

100

International

Bank

for

Reconstruction

&

Development

4.750%

11/14/33

99,469

120

International

Finance

Corp

0.375%

7/16/25

113,066

50

International

Finance

Corp

2.126%

4/07/26

47,267

35

International

Finance

Corp

4.375%

1/15/27

34,442

180

Israel

Government

International

Bond

2.750%

7/03/30

149,651

280

Israel

Government

International

Bond

3.875%

7/03/50

192,502

30

Korea

International

Bond

2.750%

1/19/27

28,164

30

Korea

International

Bond

2.500%

6/19/29

26,619

60

Korea

International

Bond

1.000%

9/16/30

46,989

70

Korea

International

Bond

1.750%

10/15/31

56,325

70

Nordic

Investment

Bank

2.250%

5/21/24

69,867

200

Nordic

Investment

Bank

5.000%

10/15/25

199,149

40

Panama

Government

International

Bond

3.160%

1/23/30

32,543

80

Panama

Government

International

Bond

6.875%

1/31/36

75,284

200

Panama

Government

International

Bond

8.000%

3/01/38

203,657

250

Panama

Government

International

Bond

4.500%

5/15/47

164,400

90

Panama

Government

International

Bond

4.500%

4/16/50

57,636

180

Peruvian

Government

International

Bond

2.844%

6/20/30

152,775

70

Peruvian

Government

International

Bond

2.783%

1/23/31

58,093

65

Peruvian

Government

International

Bond

3.000%

1/15/34

50,863

96

Peruvian

Government

International

Bond

5.625%

11/18/50

89,076

20

Peruvian

Government

International

Bond

3.550%

3/10/51

13,378

10

Republic

of

Italy

Government

International

Bond

0.875%

5/06/24

9,993

120

Republic

of

Italy

Government

International

Bond

1.250%

2/17/26

110,865

140

Republic

of

Italy

Government

International

Bond

2.875%

10/17/29

121,367

200

Republic

of

Poland

Government

International

Bond

4.875%

10/04/33

190,502

75

Republic

of

Poland

Government

International

Bond

5.125%

9/18/34

71,966

15

Uruguay

Government

International

Bond

4.375%

1/23/31

14,391

Nuveen

ESG

U.S.

Aggregate

Bond

ETF

(NUBD)

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

74

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.

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

Sovereign

Debt

(continued)

$

84

Uruguay

Government

International

Bond

5.750%

10/28/34

$

85,420

200

Uruguay

Government

International

Bond

4.125%

11/20/45

167,510

Total

Sovereign

Debt

7,919,239

Total

Government

Related

(cost

$18,547,869)

16,967,526

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

X

–

CORPORATE

BONDS

-

0.1%

Communication

Services

-

0.0%

$

30

Telefonica

Emisiones

SA

4.103%

3/08/27

28,863

10

Vodafone

Group

PLC

4.125%

5/30/25

9,843

Total

Communication

Services

38,706

Consumer

Discretionary

-

0.0%

120

Honda

Motor

Co

Ltd

2.534%

3/10/27

111,362

Total

Consumer

Discretionary

111,362

Energy

-

0.0%

10

Valero

Energy

Corp

2.150%

9/15/27

9,002

Total

Energy

9,002

Financials

-

0.0%

30

BlackRock

Inc

2.400%

4/30/30

25,737

Total

Financials

25,737

Information

Technology

-

0.1%

150

TSMC

Arizona

Corp

4.250%

4/22/32

141,893

Total

Information

Technology

141,893

Total

Corporate

Bonds

(cost

$346,902)

326,700

Total

Long-Term

Investments

(cost

$383,745,538)

341,110,593

Other

Assets

&

Liabilities,

Net

-

1.3%

4,591,944

Net

Assets

-

100%

$

345,702,537

75

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:

U.S.

Treasury

$

–

$

144,290,879

$

–

$

144,290,879

Securitized

–

91,649,541

–

91,649,541

Corporate

Debt

–

87,875,947

–

87,875,947

Government

Related

–

16,967,526

–

16,967,526

Corporate

Bonds

–

326,700

–

326,700

Total

$

–

$

341,110,593

$

–

$

341,110,593

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.

(a)

All

percentages

shown

in

the

Portfolio

of

Investments

are

based

on

net

assets.

(b)

Security

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$624,880

or

0.2%

of

Total

Investments.

(c)

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.

REIT

Real

Estate

Investment

Trust

S&P

Standard

&

Poor's

WI/DD

Purchased

on

a

when-issued

or

delayed

delivery

basis.

76

Nuveen

Global

Net

Zero

Transition

ETF

(NTZG)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

Shares

Description

(a)

Value

LONG-TERM

INVESTMENTS

-

99.2%

X

–

COMMON

STOCKS

-

99.2%

Communication

Services

-

4.9%

1,284

(b)

Alphabet

Inc,

Class

A

$

209,009

848

Walt

Disney

Co/The

94,213

Total

Communication

Services

303,222

Consumer

Discretionary

-

13.7%

586

(b)

Airbnb

Inc,

Class

A

92,922

1,742

(b)

Amazon.com

Inc

304,850

3,000

BYD

Co

Ltd

82,698

204

Kering

SA

71,982

256

McDonald's

Corp

69,898

476

NIKE

Inc,

Class

B

43,916

612

Starbucks

Corp

54,156

5,636

(b)

Toyota

Motor

Corp

130,295

Total

Consumer

Discretionary

850,717

Consumer

Staples

-

6.8%

1,140

Anheuser-Busch

InBev

SA/NV

68,456

148

Costco

Wholesale

Corp

106,989

1,117

Kraft

Heinz

Co/The

43,128

476

Procter

&

Gamble

Co/The

77,683

2,079

Walmart

Inc

123,389

Total

Consumer

Staples

419,645

Energy

-

9.8%

10,768

BP

PLC

70,166

588

Cheniere

Energy

Inc

92,798

7,407

(b)

NexGen

Energy

Ltd

56,502

1,293

Occidental

Petroleum

Corp

85,519

272

Pioneer

Natural

Resources

Co

73,255

1,300

(c)

Reliance

Industries

Ltd,

Sponsored

GDR

91,910

1,102

Schlumberger

NV

52,323

2,450

Shell

PLC

87,830

Total

Energy

610,303

Financials

-

10.7%

965

Commonwealth

Bank

of

Australia

71,773

404

(b)

Fiserv

Inc

61,679

3,856

ING

Groep

NV

61,277

562

JPMorgan

Chase

&

Co

107,758

434

London

Stock

Exchange

Group

PLC

48,072

240

Mastercard

Inc,

Class

A

108,288

396

Progressive

Corp/The

82,467

884

Sun

Life

Financial

Inc

45,228

1,292

Wells

Fargo

&

Co

76,641

Total

Financials

663,183

Health

Care

-

11.8%

916

(b)

Centene

Corp

66,923

292

Cigna

Group/The

104,256

280

EssilorLuxottica

SA

60,118

77

Shares

Description

(a)

Value

Health

Care

(continued)

4,119

GSK

PLC

$

86,286

578

Merck

&

Co

Inc

74,689

1,444

Novo

Nordisk

A/S,

Class

B

186,851

607

Sanofi

60,412

269

Stryker

Corp

90,519

Total

Health

Care

730,054

Industrials

-

10.1%

1,752

Flowserve

Corp

82,624

420

Quanta

Services

Inc

108,595

784

Schneider

Electric

SE

180,318

396

Trane

Technologies

PLC

125,667

236

Union

Pacific

Corp

55,970

598

Vinci

SA

70,495

Total

Industrials

623,669

Information

Technology

-

20.2%

6,000

Delta

Electronics

Inc

59,057

14,000

E

Ink

Holdings

Inc

90,289

201

(b)

EPAM

Systems

Inc

47,287

1,755

Infineon

Technologies

AG

61,401

1,623

Intel

Corp

49,453

188

Keyence

Corp

83,986

354

(b)

Manhattan

Associates

Inc

72,945

639

Microsoft

Corp

248,782

1,037

(b)

Procore

Technologies

Inc

70,952

3,300

Rohm

Co

Ltd

48,116

287

Samsung

SDI

Co

Ltd

90,122

95

(b)

ServiceNow

Inc

65,866

4,800

SUMCO

Corp

72,718

8,000

Taiwan

Semiconductor

Manufacturing

Co

Ltd

194,091

Total

Information

Technology

1,255,065

Materials

-

4.6%

2,254

BHP

Group

Ltd

62,980

733

Corteva

Inc

39,677

326

DSM-Firmenich

AG

36,845

332

Linde

PLC

146,399

Total

Materials

285,901

Real

Estate

-

2.1%

2,807

Goodman

Group

57,762

696

Prologis

Inc

71,027

Total

Real

Estate

128,789

Utilities

-

4.5%

947

NextEra

Energy

Inc

63,420

2,444

RWE

AG

85,271

946

Southern

Co/The

69,531

1,951

Veolia

Environnement

SA

60,894

Total

Utilities

279,116

Total

Common

Stocks

(cost

$5,048,377)

6,149,664

Total

Long-Term

Investments

(cost

$5,048,377)

6,149,664

Other

Assets

&

Liabilities,

Net

-

0.8%

49,834

Net

Assets

-

100%

$

6,199,498

Nuveen

Global

Net

Zero

Transition

ETF

(NTZG)

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

78

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:

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Common

Stocks

$

6,149,664

$

–

$

–

$

6,149,664

Total

$

6,149,664

$

–

$

–

$

6,149,664

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.

(a)

All

percentages

shown

in

the

Portfolio

of

Investments

are

based

on

net

assets.

(b)

Non-income

producing;

issuer

has

not

declared

an

ex-dividend

date

within

the

past

twelve

months.

(c)

Security

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$91,910

or

1.5%

of

Total

Investments.

GDR

Global

Depositary

Receipt

79

Nuveen

Core

Plus

Bond

ETF

(NCPB)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

LONG-TERM

INVESTMENTS

-

98.4%

X

–

SECURITIZED

-

39.8%

$

250

(b)

Avis

Budget

Rental

Car

Funding

AESOP

LLC

2023

2A

6.180%

10/20/27

$

247,336

150

(b)

BBCMS

Trust

2018-CBM

2018

CBM

6.618%

7/15/37

148,398

200

Benchmark

2018-B2

Mortgage

Trust

2018

B2

4.426%

2/15/51

163,351

250

Benchmark

2018-B7

Mortgage

Trust

2018

B7

4.510%

5/15/53

235,868

131

(b)

BX

TRUST

2022

PSB

7.772%

8/15/39

131,421

150

(b)

BX

Trust

2023-DELC

2023

DELC

8.660%

5/15/38

151,339

250

COMM

2015-CCRE26

Mortgage

Trust

2015

CR26

3.630%

10/10/48

241,643

85

(b)

Connecticut

Avenue

Securities

Trust

2022-R03

2022

R03

8.830%

3/25/42

89,427

300

(b)

Connecticut

Avenue

Securities

Trust

2023-R04

2023

R04

8.880%

5/25/43

320,075

185

(b)

Connecticut

Avenue

Securities

Trust

2023-R05

2023

R05

10.080%

6/25/43

200,454

396

Fannie

Mae

Pool

FN

FS1533

3.000%

4/01/52

330,798

93

Fannie

Mae

Pool

FN

FS7299

3.000%

5/01/52

77,902

60

Fannie

Mae

Pool

FN

MA4653

3.000%

7/01/52

49,515

56

Fannie

Mae

Pool

FN

MA4699

2022

1

3.500%

7/01/52

48,028

557

Fannie

Mae

Pool

FN

MA4731

2022

1

3.500%

9/01/52

480,688

782

Fannie

Mae

Pool

FN

MA4733

4.500%

9/01/52

720,692

655

Fannie

Mae

Pool

FN

MA4784

4.500%

10/01/52

603,562

306

Fannie

Mae

Pool

FN

MA4785

5.000%

10/01/52

289,905

161

Fannie

Mae

Pool

FN

MA4805

2022

1

4.500%

11/01/52

148,669

153

Fannie

Mae

Pool

FN

MA4918

5.000%

2/01/53

144,888

932

Fannie

Mae

Pool

FN

MA4962

4.000%

3/01/53

834,259

577

Fannie

Mae

Pool

FN

MA4978

5.000%

4/01/53

547,531

498

Fannie

Mae

Pool

FN

MA5039

5.500%

6/01/53

483,970

77

Fannie

Mae

Pool

FN

MA5165

5.500%

10/01/53

74,541

170

Fannie

Mae

Pool

FN

MA5247

6.000%

1/01/54

168,380

344

Freddie

Mac

Pool

FR

RA6766

2.500%

2/01/52

276,328

69

Freddie

Mac

Pool

FR

SD4810

3.000%

4/01/52

57,696

185

(b)

Freddie

Mac

STACR

REMIC

Trust

2022-DNA3

2022

DNA3

8.647%

4/25/42

200,987

300

(b)

Freddie

Mac

STACR

REMIC

Trust

2022-DNA6

2022

DNA6

9.030%

9/25/42

319,192

55

Ginnie

Mae

II

Pool

G2

MA7419

2021

MTGE,

(WI/DD)

3.000%

6/20/51

47,239

65

Ginnie

Mae

II

Pool

G2

MA8043

3.000%

5/20/52

55,519

188

Ginnie

Mae

II

Pool

G2

MA8149

3.500%

7/20/52

165,625

105

Ginnie

Mae

II

Pool

G2

MA8267

2022

A

4.000%

9/20/52

95,089

102

Ginnie

Mae

II

Pool

G2

MA8489

4.500%

12/20/52

95,564

150

(b)

GS

Mortgage

Securities

Corp

Trust

2022-AGSS

2022

ECI

7.022%

8/15/39

150,696

125

GS

Mortgage

Securities

Trust

2015-GC28

2015

GC28

3.980%

2/10/48

121,725

250

GS

Mortgage

Securities

Trust

2017-GS5

2017

GS5

3.826%

3/10/50

226,838

250

(b)

Hertz

Vehicle

Financing

III

LP

2021

2A

2.520%

12/27/27

226,465

187

(b)

J.P.

Morgan

Mortgage

Trust

2021-INV5

2021

INV5

3.187%

12/25/51

146,686

189

(b)

J.P.

Morgan

Mortgage

Trust

2021-INV8

2021

INV8

3.289%

5/25/52

144,101

85

(b)

JP

Morgan

Mortgage

Trust

2017-5

2017

5

4.720%

10/26/48

84,065

188

(b)

JP

Morgan

Mortgage

Trust

2021-INV4

2021

INV4

3.212%

1/25/52

141,117

188

(b)

JP

Morgan

Mortgage

Trust

2021-INV6

2021

INV6

3.342%

4/25/52

142,367

85

(b)

JP

Morgan

Mortgage

Trust

Series

2024-3

2024

3

3.000%

5/25/54

67,360

100

JPMCC

Commercial

Mortgage

Securities

Trust

2017-JP6

2017

JP6

3.851%

7/15/50

76,288

150

JPMDB

Commercial

Mortgage

Securities

Trust

2017-C5

2017

C5

3.694%

3/15/50

139,854

250

(b)

Magnetite

XXIII

Ltd

2019

23A

8.635%

1/25/35

250,271

150

(b)

MetroNet

Infrastructure

Issuer

LLC

2024

1A

7.590%

4/20/54

150,384

250

(b)

MetroNet

Infrastructure

Issuer

LLC

2024

1A

10.860%

4/20/54

247,227

245

(b)

MVW

2021-1W

LLC

2021

1WA

1.940%

1/22/41

225,043

175

(b)

One

Bryant

Park

Trust

2019-OBP

2019

OBP

2.516%

9/15/54

145,498

446

(b)

RCKT

Mortgage

Trust

2021-2

2021

2

2.500%

6/25/51

341,937

223

(b)

Sequoia

Mortgage

Trust

2020-1

2020

1

3.852%

2/25/50

169,625

Nuveen

Core

Plus

Bond

ETF

(NCPB)

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

80

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

$

279

(b)

VR

Funding

LLC

2020

1A

2.790%

11/15/50

$

248,058

Total

Securitized

(cost

$11,913,730)

11,691,484

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

X

–

CORPORATE

DEBT

-

38.3%

Financials

-

12.7%

$

30

(b)

Acrisure

LLC

/

Acrisure

Finance

Inc

4.250%

2/15/29

26,876

130

AerCap

Ireland

Capital

DAC

/

AerCap

Global

Aviation

Trust

3.000%

10/29/28

115,945

30

(b)

Alliant

Holdings

Intermediate

LLC

/

Alliant

Holdings

Co-Issuer

6.750%

4/15/28

29,968

190

Bank

of

America

Corp

5.202%

4/25/29

187,059

165

Bank

of

America

Corp

5.468%

1/23/35

160,457

75

Bank

of

America

Corp

6.125%

N/A

(c)

74,113

15

Bank

of

America

Corp

6.250%

N/A

(c)

14,951

30

Bank

of

New

York

Mellon

Corp/

The

4.700%

N/A

(c)

29,309

35

Berkshire

Hathaway

Finance

Corp

3.850%

3/15/52

26,484

85

(b)

BNP

Paribas

SA

5.335%

6/12/29

84,188

75

Brixmor

Operating

Partnership

LP

3.850%

2/01/25

73,799

55

Brixmor

Operating

Partnership

LP

2.250%

4/01/28

48,088

40

Capital

One

Financial

Corp

3.950%

N/A

(c)

34,467

55

Centene

Corp

3.000%

10/15/30

46,104

75

Charles

Schwab

Corp/The

5.375%

N/A

(c)

74,166

55

Citibank

NA

5.803%

9/29/28

56,007

110

Citigroup

Inc

4.910%

5/24/33

103,235

70

Citigroup

Inc

7.625%

N/A

(c)

72,240

25

Citigroup

Inc

4.000%

N/A

(c)

23,870

30

(b)

Compass

Group

Diversified

Holdings

LLC

5.250%

4/15/29

28,044

75

Deutsche

Bank

AG/New

York

NY

6.819%

11/20/29

77,083

60

Discover

Financial

Services

6.125%

N/A

(c)

59,997

25

Elevance

Health

Inc

5.125%

2/15/53

22,544

90

Federal

Realty

OP

LP

1.250%

2/15/26

83,221

25

(b)

FirstCash

Inc

6.875%

3/01/32

24,684

40

(b)

Five

Corners

Funding

Trust

II

2.850%

5/15/30

34,384

40

Goldman

Sachs

Group

Inc/The

0.000%

4/25/30

40,065

60

Goldman

Sachs

Group

Inc/The

0.000%

4/25/35

60,032

30

Goldman

Sachs

Group

Inc/The

5.500%

N/A

(c)

29,772

80

Goldman

Sachs

Group

Inc/The

7.500%

N/A

(c)

82,790

70

Hartford

Financial

Services

Group

Inc/The

2.800%

8/19/29

61,437

35

(b)

HAT

Holdings

I

LLC

/

HAT

Holdings

II

LLC

8.000%

6/15/27

35,880

30

Highwoods

Realty

LP

2.600%

2/01/31

23,442

85

HSBC

Holdings

PLC

7.390%

11/03/28

89,109

30

(b)

HUB

International

Ltd

7.250%

6/15/30

30,440

70

Huntington

Bancshares

Inc/OH

5.625%

N/A

(c)

62,518

40

Icahn

Enterprises

LP

/

Icahn

Enterprises

Finance

Corp

5.250%

5/15/27

36,730

30

JPMorgan

Chase

&

Co

3.875%

9/10/24

29,807

50

JPMorgan

Chase

&

Co

5.766%

4/22/35

50,033

170

JPMorgan

Chase

&

Co

3.157%

4/22/42

122,805

50

JPMorgan

Chase

&

Co

3.650%

N/A

(c)

46,780

81

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

Financials

(continued)

$

30

Kennedy-Wilson

Inc

4.750%

3/01/29

$

24,812

60

Kite

Realty

Group

Trust

4.750%

9/15/30

56,066

30

(b)

Liberty

Mutual

Group

Inc

3.951%

10/15/50

21,345

55

M&T

Bank

Corp

3.500%

N/A

(c)

42,790

50

MetLife

Inc

3.850%

N/A

(c)

47,787

75

Mid-America

Apartments

LP

2.750%

3/15/30

64,935

50

Morgan

Stanley

5.656%

4/19/35

49,980

180

Morgan

Stanley

Bank

NA

4.952%

1/14/28

177,305

25

MPT

Operating

Partnership

LP

/

MPT

Finance

Corp

3.500%

3/15/31

16,763

30

Navient

Corp

5.500%

3/15/29

26,890

35

Northern

Trust

Corp

4.600%

N/A

(c)

33,540

30

OneMain

Finance

Corp

5.375%

11/15/29

27,743

50

(b)

PennyMac

Financial

Services

Inc

7.875%

12/15/29

51,033

40

PNC

Financial

Services

Group

Inc/The

3.400%

N/A

(c)

34,484

30

PNC

Financial

Services

Group

Inc/The

6.200%

N/A

(c)

29,409

70

Prudential

Financial

Inc

5.125%

3/01/52

64,577

10

(b)

Rocket

Mortgage

LLC

/

Quicken

Loans

Co-Issuer

Inc

4.000%

10/15/33

8,164

105

SITE

Centers

Corp

3.625%

2/01/25

103,330

60

State

Street

Corp

6.700%

N/A

(c)

60,050

30

Truist

Financial

Corp

4.950%

N/A

(c)

29,152

60

Truist

Financial

Corp

4.800%

N/A

(c)

58,051

100

(b)

UBS

Group

AG

6.442%

8/11/28

101,525

60

UnitedHealth

Group

Inc

2.300%

5/15/31

49,341

50

Wells

Fargo

&

Co

5.574%

7/25/29

49,840

55

Wells

Fargo

&

Co

7.625%

N/A

(c)

57,510

40

Wells

Fargo

&

Co

3.900%

N/A

(c)

37,940

Total

Financials

3,737,285

Industrial

-

22.7%

25

AbbVie

Inc

5.050%

3/15/34

24,379

25

AbbVie

Inc

5.400%

3/15/54

24,204

10

(b)

ADT

Security

Corp/The

4.875%

7/15/32

8,901

30

(b)

Albertsons

Cos

Inc

/

Safeway

Inc

/

New

Albertsons

LP

/

Albertsons

LLC

6.500%

2/15/28

29,973

25

Amcor

Flexibles

North

America

Inc

4.000%

5/17/25

24,497

35

Amcor

Flexibles

North

America

Inc

2.690%

5/25/31

28,787

155

American

Tower

Corp

2.750%

1/15/27

144,159

25

Amgen

Inc

5.250%

3/02/25

24,903

35

Amgen

Inc

5.250%

3/02/33

34,236

85

Amgen

Inc

5.650%

3/02/53

81,573

30

Anheuser-Busch

Cos

LLC

/

Anheuser-Busch

InBev

Worldwide

Inc

4.900%

2/01/46

26,997

50

Anheuser-Busch

InBev

Worldwide

Inc

5.000%

6/15/34

48,318

30

(b)

Antero

Midstream

Partners

LP

/

Antero

Midstream

Finance

Corp

6.625%

2/01/32

29,910

185

Apple

Inc

2.450%

8/04/26

174,454

30

(b)

Archrock

Partners

LP

/

Archrock

Partners

Finance

Corp

6.250%

4/01/28

29,390

30

(b)

Arsenal

AIC

Parent

LLC

8.000%

10/01/30

31,235

Nuveen

Core

Plus

Bond

ETF

(NCPB)

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

82

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

Industrial

(continued)

$

30

(b)

Asbury

Automotive

Group

Inc

5.000%

2/15/32

$

26,670

10

(b)

ASGN

Inc

4.625%

5/15/28

9,332

60

AT&T

Inc

2.550%

12/01/33

46,313

165

AT&T

Inc

3.500%

9/15/53

108,779

25

AT&T

Inc

3.800%

12/01/57

16,867

100

BAT

Capital

Corp

2.726%

3/25/31

82,599

30

(b)

Bath

&

Body

Works

Inc

6.625%

10/01/30

29,978

10

(b)

Beacon

Roofing

Supply

Inc

6.500%

8/01/30

9,983

100

Berry

Global

Inc

1.570%

1/15/26

93,154

45

Boeing

Co/The

3.250%

2/01/28

40,676

65

Boeing

Co/The

5.805%

5/01/50

57,520

200

(b)

Brightline

East

LLC,

(WI/DD)

0.000%

1/31/30

197,950

30

Bristol-Myers

Squibb

Co

2.350%

11/13/40

19,399

65

(b)

Broadcom

Inc

4.926%

5/15/37

59,359

35

Burlington

Northern

Santa

Fe

LLC

3.050%

2/15/51

22,601

30

(b)

Caesars

Entertainment

Inc

6.500%

2/15/32

29,557

75

Canadian

Pacific

Railway

Co

2.050%

3/05/30

62,408

30

(b)

Cargo

Aircraft

Management

Inc

4.750%

2/01/28

27,090

30

(b)

CCO

Holdings

LLC

/

CCO

Holdings

Capital

Corp

5.125%

5/01/27

28,115

30

(b)

CCO

Holdings

LLC

/

CCO

Holdings

Capital

Corp

4.500%

8/15/30

24,380

30

(b)

CCO

Holdings

LLC

/

CCO

Holdings

Capital

Corp

4.250%

2/01/31

23,479

15

Cenovus

Energy

Inc

5.400%

6/15/47

13,401

30

(b)

Chart

Industries

Inc

7.500%

1/01/30

30,684

95

Charter

Communications

Operating

LLC

/

Charter

Communications

Operating

Capital

5.250%

4/01/53

71,312

30

(b)

CHS/Community

Health

Systems

Inc

8.000%

3/15/26

29,854

30

(b)

CHS/Community

Health

Systems

Inc

5.250%

5/15/30

24,528

55

(b)

Churchill

Downs

Inc

5.750%

4/01/30

52,335

55

(b)

Civitas

Resources

Inc

8.625%

11/01/30

58,527

30

(b)

Clarios

Global

LP

/

Clarios

US

Finance

Co

6.750%

5/15/28

30,061

25

(b)

Cleveland-Cliffs

Inc

7.000%

3/15/32

24,416

75

Comcast

Corp

2.650%

2/01/30

65,020

105

Comcast

Corp

2.887%

11/01/51

63,501

75

Constellation

Brands

Inc

2.875%

5/01/30

64,715

10

(b)

Coty

Inc/HFC

Prestige

Products

Inc/HFC

Prestige

International

US

LLC

6.625%

7/15/30

10,006

30

(b)

Cushman

&

Wakefield

US

Borrower

LLC

6.750%

5/15/28

29,582

70

CVS

Health

Corp

4.780%

3/25/38

61,634

75

CVS

Health

Corp

5.050%

3/25/48

63,975

40

(b)

DaVita

Inc

4.625%

6/01/30

35,045

35

Diamondback

Energy

Inc

4.400%

3/24/51

27,648

35

Enbridge

Inc

5.750%

7/15/80

32,066

55

Energy

Transfer

LP

5.550%

5/15/34

53,525

40

Energy

Transfer

LP

5.950%

5/15/54

37,699

65

Energy

Transfer

LP

6.500%

N/A

(c)

63,073

20

Enterprise

Products

Operating

LLC

5.350%

1/31/33

19,818

75

Enterprise

Products

Operating

LLC

4.450%

2/15/43

63,099

83

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

Industrial

(continued)

$

30

(b)

Ferrellgas

LP

/

Ferrellgas

Finance

Corp

5.875%

4/01/29

$

28,426

70

Ford

Motor

Credit

Co

LLC

6.950%

3/06/26

70,947

25

Ford

Motor

Credit

Co

LLC

7.350%

3/06/30

26,044

200

(b)

Ford

Otomotiv

Sanayi

AS

0.000%

4/25/29

199,900

55

(b)

Frontier

Communications

Holdings

LLC

5.875%

10/15/27

52,754

30

(b)

Garda

World

Security

Corp

4.625%

2/15/27

28,531

30

(b)

Gates

Global

LLC

/

Gates

Corp

6.250%

1/15/26

30,006

10

(b)

Gen

Digital

Inc

6.750%

9/30/27

10,037

75

General

Motors

Financial

Co

Inc

5.000%

4/09/27

73,704

35

General

Motors

Financial

Co

Inc

3.600%

6/21/30

30,812

50

General

Motors

Financial

Co

Inc

5.700%

N/A

(c)

46,793

20

General

Motors

Financial

Co

Inc

5.750%

N/A

(c)

18,658

30

Genesis

Energy

LP

/

Genesis

Energy

Finance

Corp

8.000%

1/15/27

30,339

30

Goodyear

Tire

&

Rubber

Co/

The

5.000%

7/15/29

27,209

30

Goodyear

Tire

&

Rubber

Co/

The

5.250%

4/30/31

26,903

10

(b)

Group

1

Automotive

Inc

4.000%

8/15/28

9,094

110

Haleon

US

Capital

LLC

3.375%

3/24/27

103,892

50

(b)

Hawaiian

Brand

Intellectual

Property

Ltd

/

HawaiianMiles

Loyalty

Ltd

5.750%

1/20/26

46,894

80

HCA

Inc

3.500%

9/01/30

70,533

10

HCA

Inc

5.900%

6/01/53

9,421

55

(b)

Hilcorp

Energy

I

LP

/

Hilcorp

Finance

Co

8.375%

11/01/33

58,999

120

(b)

Hilton

Domestic

Operating

Co

Inc

5.875%

4/01/29

118,411

30

(b)

Hilton

Grand

Vacations

Borrower

Escrow

LLC

/

Hilton

Grand

Vacations

Borrower

Esc

6.625%

1/15/32

29,576

35

Honeywell

International

Inc

5.250%

3/01/54

33,175

40

(b)

Husky

Injection

Molding

Systems

Ltd

/

Titan

Co-

Borrower

LLC

9.000%

2/15/29

41,174

30

(b)

Imola

Merger

Corp

4.750%

5/15/29

27,624

30

(b)

Iron

Mountain

Inc

7.000%

2/15/29

30,171

30

(b)

Kinetik

Holdings

LP

6.625%

12/15/28

30,144

30

(b)

Kodiak

Gas

Services

LLC

7.250%

2/15/29

30,216

45

Kohl's

Corp

4.625%

5/01/31

37,099

25

L3Harris

Technologies

Inc

5.400%

7/31/33

24,352

30

(b)

LCM

Investments

Holdings

II

LLC

8.250%

8/01/31

31,164

50

(b)

Level

3

Financing

Inc

10.500%

5/15/30

49,546

10

Lockheed

Martin

Corp

5.200%

2/15/64

9,284

30

Lowe's

Cos

Inc

4.250%

4/01/52

23,191

30

(b)

Macy's

Retail

Holdings

LLC

5.875%

4/01/29

28,925

35

Marathon

Oil

Corp

5.300%

4/01/29

34,318

50

Marathon

Petroleum

Corp

4.750%

9/15/44

41,970

30

(b)

Marriott

Ownership

Resorts

Inc

4.500%

6/15/29

26,936

35

(b)

Michaels

Cos

Inc/The

5.250%

5/01/28

29,623

55

(b)

Mineral

Resources

Ltd

9.250%

10/01/28

57,658

30

(b)

MPH

Acquisition

Holdings

LLC

5.500%

9/01/28

24,446

60

MPLX

LP

1.750%

3/01/26

55,911

Nuveen

Core

Plus

Bond

ETF

(NCPB)

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

84

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

Industrial

(continued)

$

45

MPLX

LP

2.650%

8/15/30

$

37,916

30

MPLX

LP

4.700%

4/15/48

24,501

30

Newell

Brands

Inc

6.375%

9/15/27

29,254

40

Northrop

Grumman

Corp

3.250%

1/15/28

37,240

60

Nutrien

Ltd

4.900%

3/27/28

58,720

15

Occidental

Petroleum

Corp

6.600%

3/15/46

15,445

15

ONEOK

Inc

4.500%

3/15/50

11,522

30

(b)

Open

Text

Holdings

Inc

4.125%

2/15/30

26,349

25

Oracle

Corp

4.900%

2/06/33

23,667

50

Oracle

Corp

5.550%

2/06/53

45,952

35

O'Reilly

Automotive

Inc

4.200%

4/01/30

32,713

30

Paramount

Global

6.375%

3/30/62

27,746

30

(b)

Parkland

Corp/Canada

4.625%

5/01/30

27,112

30

(b)

Permian

Resources

Operating

LLC

7.000%

1/15/32

30,582

85

Pfizer

Investment

Enterprises

Pte

Ltd

5.300%

5/19/53

79,266

30

Philip

Morris

International

Inc

5.250%

2/13/34

28,940

35

Phillips

66

Co

5.300%

6/30/33

33,963

30

(b)

Post

Holdings

Inc

6.250%

2/15/32

29,599

30

(b)

Prime

Security

Services

Borrower

LLC

/

Prime

Finance

Inc

6.250%

1/15/28

29,308

30

(b)

Primo

Water

Holdings

Inc

4.375%

4/30/29

27,383

60

Roper

Technologies

Inc

2.000%

6/30/30

49,064

50

RTX

Corp

1.900%

9/01/31

39,212

55

Salesforce

Inc

2.700%

7/15/41

37,585

30

(b)

Scientific

Games

International

Inc

7.500%

9/01/31

30,596

30

(b)

Sirius

XM

Radio

Inc

4.125%

7/01/30

25,442

10

(b)

Standard

Industries

Inc/NJ

5.000%

2/15/27

9,633

55

(b)

Staples

Inc

7.500%

4/15/26

53,026

30

(b)

SunCoke

Energy

Inc

4.875%

6/30/29

26,489

25

Sysco

Corp

6.600%

4/01/50

27,139

150

Teva

Pharmaceutical

Finance

Netherlands

III

BV

3.150%

10/01/26

138,963

35

Texas

Instruments

Inc

5.000%

3/14/53

32,055

190

T-Mobile

USA

Inc

2.250%

11/15/31

151,362

35

TotalEnergies

Capital

International

SA

2.986%

6/29/41

24,969

25

Transcanada

Trust

5.500%

9/15/79

22,548

30

(b)

TransDigm

Inc

6.875%

12/15/30

30,204

27

(b)

Transocean

Inc

8.750%

2/15/30

28,152

60

(b)

Tronox

Inc

4.625%

3/15/29

53,525

30

(b)

Univision

Communications

Inc

4.500%

5/01/29

26,098

65

USA

Compression

Partners

LP

/

USA

Compression

Finance

Corp

6.875%

9/01/27

64,892

40

(b)

Venture

Global

LNG

Inc

9.875%

2/01/32

42,684

150

Verizon

Communications

Inc

1.750%

1/20/31

118,438

35

Vodafone

Group

PLC

4.375%

2/19/43

28,624

40

Vodafone

Group

PLC

4.125%

6/04/81

33,470

10

(b)

VZ

Secured

Financing

BV

5.000%

1/15/32

8,423

25

Walmart

Inc

1.050%

9/17/26

22,788

50

Walmart

Inc

1.800%

9/22/31

40,294

20

Walmart

Inc

4.500%

4/15/53

17,404

30

(b)

Wand

NewCo

3

Inc

7.625%

1/30/32

30,498

55

Warnermedia

Holdings

Inc

5.050%

3/15/42

44,028

30

(b)

WESCO

Distribution

Inc

7.250%

6/15/28

30,475

25

Williams

Cos

Inc/The

5.650%

3/15/33

24,800

30

(b)

Windsor

Holdings

III

LLC

8.500%

6/15/30

31,246

85

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

Industrial

(continued)

$

30

(b)

XPO

Inc

6.250%

6/01/28

$

29,888

Total

Industrial

6,653,651

Utility

-

2.9%

80

AEP

Transmission

Co

LLC

5.400%

3/15/53

74,706

80

Ameren

Illinois

Co

4.950%

6/01/33

76,535

75

American

Water

Capital

Corp

2.300%

6/01/31

60,912

20

Atmos

Energy

Corp

6.200%

11/15/53

21,229

30

(b)

Clearway

Energy

Operating

LLC

4.750%

3/15/28

28,270

25

CMS

Energy

Corp

4.750%

6/01/50

22,582

35

Dominion

Energy

Inc

3.300%

4/15/41

24,970

20

DTE

Electric

Co

5.400%

4/01/53

19,064

35

Duke

Energy

Carolinas

LLC

4.250%

12/15/41

28,728

55

Exelon

Corp

4.050%

4/15/30

50,761

75

Florida

Power

&

Light

Co

4.800%

5/15/33

71,414

130

Georgia

Power

Co

2.650%

9/15/29

113,565

30

Interstate

Power

and

Light

Co

3.100%

11/30/51

18,537

45

NiSource

Inc

1.700%

2/15/31

35,104

30

NRG

Energy

Inc

5.750%

1/15/28

29,527

30

(b)

Pattern

Energy

Operations

LP

/

Pattern

Energy

Operations

Inc

4.500%

8/15/28

26,825

35

PECO

Energy

Co

2.800%

6/15/50

21,311

35

Public

Service

Co

of

Colorado

4.050%

9/15/49

26,199

45

Sempra

4.875%

N/A

(c)

43,781

30

(b)

Talen

Energy

Supply

LLC

8.625%

6/01/30

31,741

30

(b)

TerraForm

Power

Operating

LLC

4.750%

1/15/30

26,740

Total

Utility

852,501

Total

Corporate

Debt

(cost

$11,454,342)

11,243,437

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

X

–

U.S.

TREASURY

-

15.9%

$

40

United

States

Treasury

Note/Bond

4.625%

2/28/26

39,691

200

United

States

Treasury

Note/Bond

4.500%

3/31/26

197,992

131

United

States

Treasury

Note/Bond

4.625%

4/30/29

130,498

595

United

States

Treasury

Note/Bond

4.000%

2/15/34

563,391

2,170

United

States

Treasury

Note/Bond

4.500%

2/15/44

2,060,144

1,470

United

States

Treasury

Note/Bond

4.750%

11/15/53

1,462,420

250

United

States

Treasury

Note/Bond

4.250%

2/15/54

228,867

Total

U.S.

Treasury

(cost

$4,988,894)

4,683,003

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

X

–

GOVERNMENT

RELATED

-

4.4%

Government

Agency

-

2.4%

$

200

(b)

Corp

Nacional

del

Cobre

de

Chile

6.150%

10/24/36

195,799

25

(b)

NOVA

Chemicals

Corp

5.250%

6/01/27

23,518

200

(b)

Perusahaan

Perseroan

Persero

PT

Perusahaan

Listrik

Negara

5.450%

5/21/28

196,758

150

Petrobras

Global

Finance

BV

5.500%

6/10/51

114,963

200

Petroleos

Mexicanos

6.700%

2/16/32

163,542

Total

Government

Agency

694,580

Nuveen

Core

Plus

Bond

ETF

(NCPB)

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

86

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:

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

purpos-

es

of

this

report,

which

may

combine

industry

sub-classifications

into

sectors

for

reporting

ease.

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

Sovereign

Debt

-

2.0%

$

225

Angolan

Government

International

Bond

8.750%

4/14/32

$

203,243

275

Colombia

Government

International

Bond

5.000%

6/15/45

189,321

250

(b)

Hungary

Government

International

Bond

2.125%

9/22/31

192,187

Total

Sovereign

Debt

584,751

Total

Government

Related

(cost

$1,304,294)

1,279,331

Total

Long-Term

Investments

(cost

$29,661,260)

28,897,255

Other

Assets

&

Liabilities,

Net

-

1.6%

456,177

Net

Assets

-

100%

$

29,353,432

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Securitized

$

–

$

11,691,484

$

–

$

11,691,484

Corporate

Debt

–

11,243,437

–

11,243,437

U.S.

Treasury

–

4,683,003

–

4,683,003

Government

Related

–

1,279,331

–

1,279,331

Total

$

–

$

28,897,255

$

–

$

28,897,255

(a)

All

percentages

shown

in

the

Portfolio

of

Investments

are

based

on

net

assets.

(b)

Security

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$8,455,207

or

29.3%

of

Total

Investments.

(c)

Perpetual

security.

Maturity

date

is

not

applicable.

WI/DD

Purchased

on

a

when-issued

or

delayed

delivery

basis.

87

Nuveen

Preferred

and

Income

ETF

(NPFI)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

LONG-TERM

INVESTMENTS

-

98.0%  

$1,000

PAR

(OR

SIMILAR)

INSTITUTIONAL

PREFERRED

-

61.4%

Automobiles

&

Components

-

1.6%

$

105

General

Motors

Financial

Co

Inc

5.700%

N/A

(b)

$

98,266

146

General

Motors

Financial

Co

Inc

5.750%

N/A

(b)

136,202

251

Total

Automobiles

&

Components

234,468

Banks

-

24.7%

41

Bank

of

America

Corp

4.375%

12/30/49

37,602

44

Bank

of

America

Corp

6.300%

9/10/72

43,752

17

Bank

of

America

Corp

6.100%

9/17/72

16,970

25

Bank

of

America

Corp

8.738%

12/01/72

25,090

188

Bank

of

America

Corp

6.250%

N/A

(b)

187,389

150

Bank

of

America

Corp

6.500%

4/23/73

150,218

59

Citigroup

Inc

7.375%

8/15/72

60,498

121

Citigroup

Inc

5.950%

11/15/72

120,398

60

Citigroup

Inc

6.300%

11/15/72

59,973

85

Citigroup

Inc

4.150%

N/A

(b)

78,029

151

Citigroup

Inc

6.250%

2/15/73

150,314

146

Citigroup

Inc

7.625%

N/A

(b)

150,671

74

Citigroup

Inc

5.000%

3/12/73

73,300

80

Citizens

Financial

Group

Inc

8.720%

1/06/73

76,999

81

Fifth

Third

Bancorp

4.500%

9/30/72

77,218

39

Fifth

Third

Bancorp

8.597%

12/31/72

37,862

188

First

Citizens

BancShares

Inc/NC

9.563%

6/15/72

189,512

10

Goldman

Sachs

Group

Inc/The

4.400%

8/10/72

9,732

135

Huntington

Bancshares

Inc/OH

5.625%

N/A

(b)

120,571

375

JPMorgan

Chase

&

Co

6.875%

N/A

(b)

384,267

98

JPMorgan

Chase

&

Co

3.650%

N/A

(b)

91,688

130

JPMorgan

Chase

&

Co

5.000%

2/01/73

129,354

72

JPMorgan

Chase

&

Co

6.100%

4/01/73

72,157

77

KeyCorp

5.000%

12/15/72

64,943

83

M&T

Bank

Corp

9.179%

8/15/72

83,120

17

M&T

Bank

Corp

3.500%

N/A

(b)

13,226

22

M&T

Bank

Corp

5.125%

5/01/73

19,336

160

PNC

Financial

Services

Group

Inc/The

6.250%

12/30/49

150,416

36

PNC

Financial

Services

Group

Inc/The

6.000%

8/15/70

34,628

49

PNC

Financial

Services

Group

Inc/The

8.643%

12/01/72

49,061

30

PNC

Financial

Services

Group

Inc/The

3.400%

N/A

(b)

25,863

20

PNC

Financial

Services

Group

Inc/The

6.200%

N/A

(b)

19,606

30

PNC

Financial

Services

Group

Inc/The

5.000%

5/01/73

28,377

155

Regions

Financial

Corp

5.750%

9/15/72

151,925

41

Truist

Financial

Corp

8.693%

6/15/72

41,349

64

Truist

Financial

Corp

4.800%

N/A

(b)

61,921

141

Truist

Financial

Corp

5.100%

3/01/73

127,375

153

Wells

Fargo

&

Co

5.875%

6/15/72

151,953

224

Wells

Fargo

&

Co

7.625%

N/A

(b)

234,222

109

Wells

Fargo

&

Co

3.900%

N/A

(b)

103,385

3,780

Total

Banks

3,704,270

Capital

Goods

-

3.5%

382

AerCap

Holdings

NV

5.875%

10/10/79

377,224

161

Air

Lease

Corp

4.650%

N/A

(b)

151,747

543

Total

Capital

Goods

528,971

Nuveen

Preferred

and

Income

ETF

(NPFI)

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

88

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

Energy

-

3.1%

$

85

Enbridge

Inc

8.500%

1/15/84

$

89,679

47

Energy

Transfer

LP

7.125%

5/15/72

45,125

109

Energy

Transfer

LP

6.500%

N/A

(b)

105,768

255

Transcanada

Trust

5.600%

3/07/82

223,029

496

Total

Energy

463,601

Financial

Services

-

9.6%

36

Ally

Financial

Inc

4.700%

8/15/72

30,561

62

Ally

Financial

Inc

4.700%

8/15/72

47,978

50

American

Express

Co

3.550%

N/A

(b)

45,620

76

Bank

of

New

York

Mellon

Corp/The

4.700%

N/A

(b)

74,250

105

Capital

One

Financial

Corp

3.950%

N/A

(b)

90,477

159

Charles

Schwab

Corp/The

4.000%

6/01/72

146,497

99

Charles

Schwab

Corp/The

5.375%

N/A

(b)

97,899

37

Discover

Financial

Services

6.125%

N/A

(b)

36,998

15

Discover

Financial

Services

5.500%

4/30/73

12,551

131

Equitable

Holdings

Inc

4.950%

12/15/72

127,715

17

Goldman

Sachs

Group

Inc/The

4.125%

5/10/72

15,716

10

Goldman

Sachs

Group

Inc/The

3.800%

11/10/72

9,375

90

Goldman

Sachs

Group

Inc/The

5.300%

11/10/72

88,307

177

Goldman

Sachs

Group

Inc/The

5.500%

N/A

(b)

175,657

144

Goldman

Sachs

Group

Inc/The

7.500%

N/A

(b)

149,022

151

State

Street

Corp

6.700%

N/A

(b)

151,127

150

Voya

Financial

Inc

7.758%

3/15/73

152,455

1,509

Total

Financial

Services

1,452,205

Food,

Beverage

&

Tobacco

-

2.4%

450

(c)

Land

O'

Lakes

Inc,

144A

7.250%

6/15/72

360,000

450

Total

Food,

Beverage

&

Tobacco

360,000

Insurance

-

9.3%

69

American

International

Group

Inc

5.750%

4/01/48

66,598

114

AXIS

Specialty

Finance

LLC

4.900%

1/15/40

102,171

226

Enstar

Finance

LLC

5.500%

1/15/42

213,178

166

Markel

Group

Inc

6.000%

12/01/72

164,711

104

(c)

MetLife

Inc,

144A

9.250%

4/08/38

119,621

23

MetLife

Inc

5.875%

9/15/72

22,351

46

MetLife

Inc

3.850%

N/A

(b)

43,965

84

PartnerRe

Finance

B

LLC

4.500%

10/01/50

75,998

107

Prudential

Financial

Inc

3.700%

10/01/50

91,494

125

Prudential

Financial

Inc

5.125%

3/01/52

115,317

75

Prudential

Financial

Inc

6.500%

3/15/54

73,894

309

(c)

QBE

Insurance

Group

Ltd,

144A

5.875%

11/12/72

305,323

1,448

Total

Insurance

1,394,621

Media

&

Entertainment

-

0.2%

38

Paramount

Global

6.375%

3/30/62

35,145

38

Total

Media

&

Entertainment

35,145

Telecommunication

Services

-

0.9%

73

Vodafone

Group

PLC

7.000%

4/04/79

74,067

70

Vodafone

Group

PLC

4.125%

6/04/81

58,573

143

Total

Telecommunication

Services

132,640

Utilities

-

6.1%

86

American

Electric

Power

Co

Inc

3.875%

2/15/62

76,794

50

Edison

International

5.000%

12/30/49

46,985

94

Edison

International

5.375%

9/15/72

90,052

308

Emera

Inc

6.750%

6/15/76

304,488

89

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

Utilities

(continued)

$

84

Sempra

4.125%

4/01/52

$

75,958

115

Sempra

4.875%

10/15/72

111,884

102

Southern

Co/The

4.000%

1/15/51

97,300

100

(c)

Vistra

Corp,

144A

8.000%

12/30/49

101,035

19

(c)

Vistra

Corp,

144A

7.000%

N/A

(b)

18,768

958

Total

Utilities

923,264

Total

$1,000

Par

(or

similar)

Institutional

Preferred

(cost

$9,270,478)

9,229,185

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

CONTINGENT

CAPITAL

SECURITIES

-

33.3%

Banks

-

28.1%

356

Banco

Bilbao

Vizcaya

Argentaria

SA

9.375%

12/19/72

373,877

200

Banco

Santander

SA

4.750%

8/12/72

171,080

402

Barclays

PLC

8.000%

12/30/49

395,308

291

(c)

BNP

Paribas

SA,

144A

8.500%

12/30/49

300,855

283

(c)

BNP

Paribas

SA,

144A

9.250%

5/17/72

299,806

257

(c)

Credit

Agricole

SA,

144A

8.125%

3/23/73

260,213

218

HSBC

Holdings

PLC

8.000%

12/30/49

225,004

227

HSBC

Holdings

PLC

6.375%

9/30/72

224,305

222

HSBC

Holdings

PLC

6.000%

11/22/72

211,206

388

ING

Groep

NV

7.500%

5/16/72

379,270

306

Lloyds

Banking

Group

PLC

7.500%

12/27/72

302,909

297

NatWest

Group

PLC

6.000%

9/30/72

288,658

377

(c)

Societe

Generale

SA,

144A

9.375%

5/22/72

383,716

200

(c)

Standard

Chartered

PLC,

144A

7.750%

12/30/49

198,713

203

UniCredit

SpA

8.000%

6/03/72

203,081

4,227

Total

Banks

4,218,001

Financial

Services

-

5.2%

200

Deutsche

Bank

AG

6.000%

4/30/73

185,569

543

(c)

UBS

Group

AG,

144A

9.250%

N/A

(b)

595,935

743

Total

Financial

Services

781,504

Total

Contingent

Capital

Securities

(cost

$5,014,560)

4,999,505

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

CORPORATE

BONDS

-

3.3%

Energy

-

1.2%

47

Enbridge

Inc

6.000%

1/15/77

44,461

48

Enbridge

Inc

5.750%

7/15/80

43,976

89

Enbridge

Inc

7.625%

1/15/83

88,609

184

Total

Energy

177,046

Financial

Services

-

0.7%

100

Goldman

Sachs

Group

Inc/The

7.500%

12/30/49

101,088

100

Total

Financial

Services

101,088

Nuveen

Preferred

and

Income

ETF

(NPFI)

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

90

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:

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

purpos-

es

of

this

report,

which

may

combine

industry

sub-classifications

into

sectors

for

reporting

ease.

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

Insurance

-

1.4%

$

222

Assurant

Inc

7.000%

3/27/48

$

221,013

222

Total

Insurance

221,013

Total

Corporate

Bonds

(cost

$508,123)

499,147

Total

Long-Term

Investments

(cost

$14,793,161)

14,727,837

Other

Assets

&

Liabilities,

Net

-

2.0%

293,391

Net

Assets

-

100%

$

15,021,228

NPFI

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

$1,000

Par

(or

similar)

Institutional

Preferred

$

–

$

9,229,185

$

–

$

9,229,185

Contingent

Capital

Securities

–

4,999,505

–

4,999,505

Corporate

Bonds

–

499,147

–

499,147

Total

$

–

$

14,727,837

$

–

$

14,727,837

a

(a)

All

percentages

shown

in

the

Portfolio

of

Investments

are

based

on

net

assets.

(b)

Perpetual

security.

Maturity

date

is

not

applicable.

(c)

Security

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$2,943,985

or

20.0%

of

Total

Investments.

91

Nuveen

Sustainable

Core

ETF

(NSCR)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

Shares

Description

(a)

Value

LONG-TERM

INVESTMENTS

-

98.9%

X

–

COMMON

STOCKS

-

98.9%

Communication

Services

-

9.0%

756

(b)

Alphabet

Inc,

Class

A

$

123,061

672

(b)

Alphabet

Inc,

Class

C

110,638

399

Meta

Platforms

Inc

171,638

609

Walt

Disney

Co/The

67,660

Total

Communication

Services

472,997

Consumer

Discretionary

-

7.4%

1,302

(b)

Amazon.com

Inc

227,850

1,890

BorgWarner

Inc

61,935

441

Lowe's

Cos

Inc

100,544

Total

Consumer

Discretionary

390,329

Consumer

Staples

-

2.7%

525

Bunge

Global

SA

53,424

42

Costco

Wholesale

Corp

30,362

357

Target

Corp

57,470

Total

Consumer

Staples

141,256

Energy

-

6.7%

567

Chevron

Corp

91,440

378

EOG

Resources

Inc

49,945

903

Exxon

Mobil

Corp

106,798

1,911

Marathon

Oil

Corp

51,310

294

Marathon

Petroleum

Corp

53,426

Total

Energy

352,919

Financials

-

14.9%

315

American

Express

Co

73,719

315

Ameriprise

Financial

Inc

129,714

399

Apollo

Global

Management

Inc

43,244

336

Ares

Management

Corp,

Class

A

44,718

1,911

Bank

of

New

York

Mellon

Corp/

The

107,952

420

Chubb

Ltd

104,429

378

(b)

Fiserv

Inc

57,709

441

KKR

&

Co

Inc

41,044

189

Mastercard

Inc,

Class

A

85,277

357

Visa

Inc,

Class

A

95,894

Total

Financials

783,700

Health

Care

-

18.6%

672

Abbott

Laboratories

71,212

231

Becton

Dickinson

&

Co

54,192

1,407

Bristol-Myers

Squibb

Co

61,823

945

Cardinal

Health

Inc

97,373

630

(b)

Centene

Corp

46,028

315

Cigna

Group/The

112,468

126

Elevance

Health

Inc

66,601

147

Eli

Lilly

&

Co

114,822

378

Laboratory

Corp

of

America

Holdings

76,118

1,302

Merck

&

Co

Inc

168,244

Nuveen

Sustainable

Core

ETF

(NSCR)

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

92

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

Shares

Description

(a)

Value

Health

Care

(continued)

231

UnitedHealth

Group

Inc

$

111,735

Total

Health

Care

980,616

Industrials

-

6.3%

420

Dover

Corp

75,306

210

Ferguson

PLC

44,079

315

Honeywell

International

Inc

60,710

189

Hubbell

Inc

70,028

504

Westinghouse

Air

Brake

Technologies

Corp

81,185

Total

Industrials

331,308

Information

Technology

-

25.9%

1,344

Apple

Inc

228,924

273

Applied

Materials

Inc

54,232

147

(b)

Arista

Networks

Inc

37,714

42

Broadcom

Inc

54,611

84

Lam

Research

Corp

75,130

1,008

Microsoft

Corp

392,445

315

NVIDIA

Corp

272,166

483

Oracle

Corp

54,941

168

(b)

Palo

Alto

Networks

Inc

48,870

546

QUALCOMM

Inc

90,554

210

Salesforce

Inc

56,477

Total

Information

Technology

1,366,064

Materials

-

2.3%

903

Corteva

Inc

48,880

168

Linde

PLC

74,081

Total

Materials

122,961

Real

Estate

-

2.8%

777

Simon

Property

Group

Inc

109,192

336

Sun

Communities

Inc

37,403

Total

Real

Estate

146,595

Utilities

-

2.3%

651

American

Electric

Power

Co

Inc

56,005

1,008

NextEra

Energy

Inc

67,506

Total

Utilities

123,511

Total

Common

Stocks

(cost

$5,219,990)

5,212,256

Total

Long-Term

Investments

(cost

$5,219,990)

5,212,256

Other

Assets

&

Liabilities,

Net

-

1.1%

55,680

Net

Assets

-

100%

$

5,267,936

93

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:

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

purpos-

es

of

this

report,

which

may

combine

industry

sub-classifications

into

sectors

for

reporting

ease.

Sustainable

Core

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Common

Stocks

$

5,212,256

$

–

$

–

$

5,212,256

Total

$

5,212,256

$

–

$

–

$

5,212,256

(a)

All

percentages

shown

in

the

Portfolio

of

Investments

are

based

on

net

assets.

(b)

Non-income

producing;

issuer

has

not

declared

an

ex-dividend

date

within

the

past

twelve

months.

94

Nuveen

Ultra

Short

Income

ETF

(NUSB)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

LONG-TERM

INVESTMENTS

-

66.2%

X

–

CORPORATE

DEBT

-

43.6%

Financials

-

18.9%

$

100

Aetna

Inc

3.500%

11/15/24

$

98,784

100

Air

Lease

Corp

2.300%

2/01/25

97,181

150

American

Express

Co

6.093%

4/23/27

150,226

200

Bank

of

America

Corp

3.384%

4/02/26

195,450

100

Bank

of

New

York

Mellon

Corp/

The

4.947%

4/26/27

98,966

150

Canadian

Imperial

Bank

of

Commerce

5.144%

4/28/25

149,250

250

(b)

Citibank

NA

5.935%

4/30/26

250,402

100

Citigroup

Inc

5.610%

9/29/26

99,780

100

Corebridge

Financial

Inc

3.500%

4/04/25

97,898

150

Goldman

Sachs

Group

Inc/The

3.850%

7/08/24

149,465

100

Goldman

Sachs

Group

Inc/The

5.798%

8/10/26

99,938

150

(b)

JPMorgan

Chase

&

Co

5.888%

6/01/25

150,030

100

JPMorgan

Chase

&

Co

6.070%

10/22/27

101,176

200

(c)

Massachusetts

Mutual

Life

Insurance

Co

6.126%

4/09/27

200,414

150

Mid-America

Apartments

LP

3.750%

6/15/24

149,575

100

Morgan

Stanley

5.050%

1/28/27

99,006

150

(b),(c)

New

York

Life

Global

Funding

6.034%

4/02/27

150,370

100

(b),(c)

Pacific

Life

Global

Funding

II

6.213%

6/16/25

100,597

100

State

Street

Corp

5.104%

5/18/26

99,363

100

Truist

Bank

1.500%

3/10/25

96,497

100

UnitedHealth

Group

Inc

3.750%

7/15/25

98,049

150

Wells

Fargo

&

Co

2.406%

10/30/25

147,426

100

Wells

Fargo

Bank

NA

4.811%

1/15/26

98,883

100

Welltower

OP

LLC

4.000%

6/01/25

98,077

Total

Financials

3,076,803

Industrial

-

22.3%

100

AbbVie

Inc

3.600%

5/14/25

98,102

100

(b)

American

Honda

Finance

Corp

5.899%

2/12/25

100,116

100

American

Tower

Corp

2.400%

3/15/25

96,990

100

Amgen

Inc

5.250%

3/02/25

99,610

100

AT&T

Inc

5.539%

2/20/26

99,723

100

BAT

Capital

Corp

2.789%

9/06/24

98,895

100

Becton

Dickinson

&

Co

3.734%

12/15/24

98,682

150

(b),(c)

BMW

US

Capital

LLC

5.906%

4/02/26

150,416

100

Canadian

Pacific

Railway

Co

1.350%

12/02/24

97,525

100

Carrier

Global

Corp

2.242%

2/15/25

97,289

100

Caterpillar

Financial

Services

Corp

4.350%

5/15/26

98,279

100

Chevron

Corp

1.554%

5/11/25

96,181

100

Cigna

Group/The

5.685%

3/15/26

99,880

100

CVS

Health

Corp

2.625%

8/15/24

99,073

150

(b),(c)

Daimler

Truck

Finance

North

America

LLC

6.095%

12/13/24

150,351

100

Enterprise

Products

Operating

LLC

3.750%

2/15/25

98,585

100

Fiserv

Inc

2.750%

7/01/24

99,473

100

General

Motors

Financial

Co

Inc

3.800%

4/07/25

98,116

100

Honeywell

International

Inc

1.350%

6/01/25

95,845

100

Intel

Corp

4.875%

2/10/26

99,102

95

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

Industrial

(continued)

$

100

John

Deere

Capital

Corp

4.800%

1/09/26

$

99,333

100

Lowe's

Cos

Inc

4.400%

9/08/25

98,575

100

Marathon

Petroleum

Corp

4.700%

5/01/25

98,986

100

McCormick

&

Co

Inc/MD

3.150%

8/15/24

99,215

100

Microsoft

Corp

3.125%

11/03/25

97,011

100

Oracle

Corp

2.500%

4/01/25

97,079

100

PepsiCo

Inc

2.250%

3/19/25

97,275

100

Pfizer

Inc

0.800%

5/28/25

95,294

100

Philip

Morris

International

Inc

1.500%

5/01/25

96,107

100

Republic

Services

Inc

2.500%

8/15/24

99,049

100

Target

Corp

2.250%

4/15/25

97,057

100

Thermo

Fisher

Scientific

Inc

1.215%

10/18/24

98,032

100

Verizon

Communications

Inc

3.376%

2/15/25

98,228

100

Visa

Inc

3.150%

12/14/25

96,877

100

Walmart

Inc

3.900%

9/09/25

98,302

100

Walt

Disney

Co/The

3.350%

3/24/25

98,087

Total

Industrial

3,636,740

Utility

-

2.4%

100

Entergy

Louisiana

LLC

0.950%

10/01/24

98,037

100

NextEra

Energy

Capital

Holdings

Inc

6.051%

3/01/25

100,198

100

NextEra

Energy

Capital

Holdings

Inc

4.950%

1/29/26

99,101

100

Public

Service

Electric

and

Gas

Co

3.150%

8/15/24

99,224

Total

Utility

396,560

Total

Corporate

Debt

(cost

$7,127,571)

7,110,103

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

X

–

SECURITIZED

-

12.1%

$

100

American

Express

Credit

Account

Master

Trust

2022

2

3.390%

5/17/27

97,850

100

Capital

One

Multi-Asset

Execution

Trust

2.800%

3/15/27

97,652

150

CarMax

Auto

Owner

Trust

2024

2

0.000%

5/17/27

150,130

100

(c)

Citizens

Auto

Receivables

Trust

2024-1

2024

1

5.930%

10/15/26

100,130

54

COMM

2015-CCRE25

Mortgage

Trust

2015

CR25

3.537%

8/10/48

53,198

100

Discover

Card

Execution

Note

Trust

3.320%

5/15/27

97,756

100

Ford

Credit

Auto

Owner

Trust

2024-A

2024

A

0.000%

1/15/27

100,037

150

GM

Financial

Consumer

Automobile

Receivables

Trust

2024-2

2024

2

0.000%

3/16/27

150,059

100

Hyundai

Auto

Receivables

Trust

2024-A

2024

A

5.750%

4/15/27

100,083

100

John

Deere

Owner

Trust

2024

2024

A

5.700%

2/16/27

100,034

84

(c)

MHC

Commercial

Mortgage

Trust

2021-MHC

2021

MHC

6.236%

4/15/38

83,429

65

Morgan

Stanley

Capital

I

Trust

2015-MS1

2015

MS1

3.779%

5/15/48

63,232

100

(c)

Tesla

Auto

Lease

Trust

2024-A

2024

A

5.830%

6/22/26

100,045

89

(c)

UNITED

STATES

2023

2A

5.910%

11/23/26

89,009

100

Verizon

Master

Trust

2024

1

5.980%

12/20/28

100,283

150

Volkswagen

Auto

Lease

Trust

2024

A

0.000%

12/21/26

150,158

89

Wells

Fargo

Commercial

Mortgage

Trust

2015-NXS1

2015

NXS1

3.148%

5/15/48

86,537

100

World

Omni

Auto

Receivables

Tr

2023

D

5.910%

2/16/27

100,207

150

World

Omni

Automobile

Lease

Securitization

Trust

2024

2024

A

0.000%

2/16/27

150,094

Total

Securitized

(cost

$1,969,577)

1,969,923

Nuveen

Ultra

Short

Income

ETF

(NUSB)

(continued)

Portfolio

of

Investments

April

30,

2024

(Unaudited)

96

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

X

–

GOVERNMENT

RELATED

-

9.9%

Government

Agency

-

9.9%

$

75

Federal

Farm

Credit

Banks

Funding

Corp

1.170%

6/23/25

$

71,669

300

Federal

Home

Loan

Banks

5.585%

9/27/24

300,000

450

Federal

Home

Loan

Banks

1.000%

11/08/24

439,892

300

Federal

Home

Loan

Banks

1.200%

12/23/24

292,383

50

Federal

Home

Loan

Banks

1.300%

9/28/25

47,147

75

Federal

Home

Loan

Banks

1.375%

9/30/25

71,093

400

Federal

Home

Loan

Banks

1.500%

9/30/25

390,173

Total

Government

Agency

1,612,357

Total

Government

Related

(cost

$1,612,349)

1,612,357

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

X

–

CORPORATE

BONDS

-

0.6%

Materials

-

0.6%

$

100

Sherwin-Williams

Co/The

4.050%

8/08/24

99,536

Total

Materials

99,536

Total

Corporate

Bonds

(cost

$99,595)

99,536

Total

Long-Term

Investments

(cost

$10,809,092)

10,791,919

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

SHORT-TERM

INVESTMENTS

-

34.5%

X

–

COMMERCIAL

PAPER

-

19.2%

100,000

American

Honda

Finance

Corp

0.000%

6/06/24

99,429

250,000

Archer-Daniels-Midland

Co,

144A

0.000%

5/13/24

249,507

100,000

Atlantic

Asset

Securitization

LLC,

144A

0.000%

6/05/24

99,461

200,000

Banco

Santander

SA

0.000%

5/07/24

199,790

250,000

Barton

Capital

SA,

144A

0.000%

6/12/24

248,389

250,000

CABOT

TRAIL

FUNDING

LLC

0.000%

6/05/24

248,646

250,000

GTA

FUNDING

LLC

0.000%

6/25/24

247,908

100,000

ING

US

Funding

LLC

0.000%

8/20/24

98,317

250,000

L3Harris

Technologies

Inc

0.000%

6/03/24

248,693

100,000

La

Fayette

Asset

Securitization

LLC,

144A

0.000%

9/05/24

98,077

250,000

Liberty

Street

Funding

LLC,

144A

0.000%

6/17/24

248,209

250,000

Magna

International

Inc

5.550%

6/04/24

248,655

200,000

Sheffield

Receivables

Co

LLC,

144A

0.000%

6/06/24

198,894

100,000

Swedbank

AB

0.000%

6/11/24

99,384

250,000

Verizon

Communications

Inc,

144A

0.000%

6/24/24

247,866

250,000

Walt

Disney

Co/The

0.000%

6/13/24

248,336

Total

Commercial

Paper

(cost

$3,130,760)

3,129,561

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

–

U.S.

TREASURY

-

13.5%

$

850

United

States

Treasury

Bill

0.000%

6/06/24

845,510

400

United

States

Treasury

Bill

0.000%

7/02/24

396,366

1,000

United

States

Treasury

Bill

0.000%

3/20/25

955,062

Total

U.S.

Treasury

(cost

$2,200,245)

2,196,938

97

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:

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.

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

X

–

CERTIFICATE

OF

DEPOSIT

-

1.8%

100,000

BNP

Paribas/New

York

NY

5.340%

10/08/24

$

99,911

100,000

HSBC

Bank

USA

NA

5.980%

9/25/24

100,114

100,000

Toronto-Dominion

Bank/NY

5.800%

5/16/24

100,008

Total

Certificate

of

Deposit

(cost

$300,213)

300,033

Total

Short-Term

Investments

(cost

$5,631,218)

5,626,532

Total

Investments

(cost

$

16,440,310

)

-

100

.7

%

16,418,451

Other

Assets

&

Liabilities,

Net

-

(0.7)%

(

106,499

)

Net

Assets

-

100%

$

16,311,952

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Corporate

Debt

$

–

$

7,110,103

$

–

$

7,110,103

Securitized

–

1,969,923

–

1,969,923

Government

Related

–

1,612,357

–

1,612,357

Corporate

Bonds

–

99,536

–

99,536

Short-Term

Investments:

Commercial

Paper

–

3,129,561

–

3,129,561

U.S.

Treasury

–

2,196,938

–

2,196,938

Certificate

of

Deposit

–

300,033

–

300,033

Total

$

–

$

16,418,451

$

–

$

16,418,451

(a)

All

percentages

shown

in

the

Portfolio

of

Investments

are

based

on

net

assets.

(b)

Variable

rate

security.

The

rate

shown

is

the

coupon

as

of

the

end

of

the

reporting

period.

(c)

Security

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$2,515,164

or

15.3%

of

Total

Investments.