0001752724-24-166989.txt : 20240726
0001752724-24-166989.hdr.sgml : 20240726
20240726165501
ACCESSION NUMBER: 0001752724-24-166989
CONFORMED SUBMISSION TYPE: NPORT-P/A
PUBLIC DOCUMENT COUNT: 2
CONFORMED PERIOD OF REPORT: 20240430
FILED AS OF DATE: 20240726
DATE AS OF CHANGE: 20240726
PERIOD START: 20240731
FILER:
COMPANY DATA:
COMPANY CONFORMED NAME: Nushares ETF Trust
CENTRAL INDEX KEY: 0001635073
ORGANIZATION NAME:
IRS NUMBER: 000000000
FILING VALUES:
FORM TYPE: NPORT-P/A
SEC ACT: 1940 Act
SEC FILE NUMBER: 811-23161
FILM NUMBER: 241147811
BUSINESS ADDRESS:
STREET 1: 333 W. WACKER DR.
CITY: CHICAGO
STATE: IL
ZIP: 60606
BUSINESS PHONE: 312-917-8146
MAIL ADDRESS:
STREET 1: 333 W. WACKER DR.
CITY: CHICAGO
STATE: IL
ZIP: 60606
FORMER COMPANY:
FORMER CONFORMED NAME: NuShares ETF Trust
DATE OF NAME CHANGE: 20160614
FORMER COMPANY:
FORMER CONFORMED NAME: Nuveen ETF Trust
DATE OF NAME CHANGE: 20150226
0001635073
S000084189
Nuveen Preferred and Income ETF
C000248462
Nuveen Preferred and Income ETF
NPFI
NPORT-P/A
1
primary_doc.xml
NPORT-P/A
false
0001752724-24-144784
0001635073
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S000084189
C000248462
NuShares ETF Trust
811-23161
0001635073
549300UWO63YZ5POLH71
333 W. Wacker Dr
Chicago
60606
312-917-7700
Nuveen Preferred and Income ETF
S000084189
254900WSTOVUE44H4P37
2024-07-31
2024-04-30
N
15029044.00
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15021229.00
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
0.00000000
81527.00000000
USD
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ICE US Institutional Capital Securities
BENCH:MLIIPS
State Street Corp
549300ZFEEJ2IP5VME73
State Street Corp
857477CH4
151000.00000000
PA
USD
151127.04000000
1.006089714763
Long
DBT
CORP
US
N
2
N/A
Fixed
6.70000000
N
N
N
N
N
N
VOYA FINANCIAL INC
549300T065Z4KJ686G75
Voya Financial Inc
929089AG5
150000.00000000
PA
USD
152455.35000000
1.014932599722
Long
DBT
CORP
US
N
2
N/A
Fixed
7.75800000
N
N
N
N
N
N
Prudential Financial Inc
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320BP6
75000.00000000
PA
USD
73894.05000000
0.491930786755
Long
DBT
CORP
US
N
2
2054-03-15
Fixed
6.50000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BC8
30000.00000000
PA
USD
25862.67000000
0.172174127696
Long
DBT
CORP
US
N
2
N/A
Fixed
3.40000000
N
N
N
N
N
N
Citigroup Inc
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967PE5
146000.00000000
PA
USD
150671.12000000
1.003054543672
Long
DBT
CORP
US
N
2
N/A
Fixed
7.62500000
N
N
N
N
N
N
AMERICAN EXPRESS CO
R4PP93JZOLY261QX3811
American Express Co
025816CH0
50000.00000000
PA
USD
45619.33000000
0.303699051522
Long
DBT
CORP
US
N
2
N/A
Fixed
3.55000000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BK0
159000.00000000
PA
USD
146497.54000000
0.975269999545
Long
DBT
CORP
US
N
2
N/A
Fixed
4.00000000
N
N
N
N
N
N
QBE INSURANCE GROUP LTD
549300D2FBW76FPUSG65
QBE Insurance Group Ltd
74728GAE0
309000.00000000
PA
USD
305323.09000000
2.032610580665
Long
DBT
CORP
AU
Y
2
N/A
Fixed
5.87500000
N
N
N
N
N
N
NATWEST GROUP PLC
2138005O9XJIJN4JPN90
NatWest Group PLC
780097BQ3
297000.00000000
PA
USD
288657.95000000
1.921666662561
Long
DBT
CORP
GB
N
2
N/A
Fixed
6.00000000
N
N
N
N
Y
NatWest Group PLC
NatWest Group PLC 6 09/30/2172
USD
XXXX
N
N
N
REGIONS FINANCIAL CORP
CW05CS5KW59QTC0DG824
Regions Financial Corp
7591EPAR1
155000.00000000
PA
USD
151924.49000000
1.011398534700
Long
DBT
CORP
US
N
2
N/A
Fixed
5.75000000
N
N
N
N
N
N
SEMPRA
PBBKGKLRK5S5C0Y4T545
Sempra
816851BK4
115000.00000000
PA
USD
111883.91000000
0.744838588107
Long
DBT
CORP
US
N
2
N/A
Fixed
4.87500000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NAN5
47000.00000000
PA
USD
44460.97000000
0.295987565331
Long
DBT
CORP
CA
N
2
2077-01-15
Fixed
6.00000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAN1
98000.00000000
PA
USD
91687.86000000
0.610388537449
Long
DBT
CORP
US
N
2
N/A
Fixed
3.65000000
N
N
N
N
N
N
SOCIETE GENERALE
O2RNE8IBXP4R0TD8PU41
Societe Generale SA
83370RAC2
377000.00000000
PA
USD
383715.88000000
2.554490581296
Long
DBT
CORP
FR
Y
2
N/A
Fixed
9.37500000
N
N
N
N
Y
Societe Generale SA
Societe Generale SA 9.375 05/22/2172
USD
XXXX
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AQ1
37000.00000000
PA
USD
36998.05000000
0.246305079298
Long
DBT
CORP
US
N
2
N/A
Fixed
6.12500000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAF6
141000.00000000
PA
USD
127374.99000000
0.847966501276
Long
DBT
CORP
US
N
2
N/A
Fixed
5.10000000
N
N
N
N
N
N
DEUTSCHE BANK AG
7LTWFZYICNSX8D621K86
Deutsche Bank AG
251525AX9
200000.00000000
PA
USD
185569.28000000
1.235380140999
Long
DBT
CORP
DE
N
2
N/A
Fixed
6.00000000
N
N
N
N
Y
Deutsche Bank AG
Deutsche Bank AG 6 04/30/2173
USD
XXXX
N
N
N
AIR LEASE CORP
5493004NW4M4P8TMMK63
Air Lease Corp
00912XBJ2
161000.00000000
PA
USD
151747.47000000
1.010220069210
Long
DBT
CORP
US
N
2
N/A
Fixed
4.65000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EH3
188000.00000000
PA
USD
187388.50000000
1.247491134047
Long
DBT
CORP
US
N
2
N/A
Fixed
6.25000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48126HAC4
72000.00000000
PA
USD
72157.46000000
0.480369881851
Long
DBT
CORP
US
N
2
N/A
Fixed
6.10000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148BAE8
177000.00000000
PA
USD
175657.05000000
1.169391998484
Long
DBT
CORP
US
N
2
N/A
Fixed
5.50000000
N
N
N
N
N
N
AERCAP HOLDINGS NV
549300SZYINBBLJQU475
AerCap Holdings NV
00774YAA7
382000.00000000
PA
USD
377223.51000000
2.511269284290
Long
DBT
CORP
NL
N
2
2079-10-10
Fixed
5.87500000
N
Y
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EL4
150000.00000000
PA
USD
150217.95000000
1.000037680006
Long
DBT
CORP
US
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320BH4
107000.00000000
PA
USD
91494.03000000
0.609098163672
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
3.70000000
N
N
N
N
N
N
BANCO SANTANDER SA
5493006QMFDDMYWIAM13
Banco Santander SA
05971KAH2
200000.00000000
PA
USD
171080.18000000
1.138922654065
Long
DBT
CORP
ES
N
2
N/A
Fixed
4.75000000
N
N
N
N
Y
Banco Santander SA
Banco Santander SA 4.75 08/12/2172
USD
XXXX
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XDB9
105000.00000000
PA
USD
98265.68000000
0.654178696030
Long
DBT
CORP
US
N
2
N/A
Fixed
5.70000000
N
N
N
N
N
N
PARTNERRE FINANCE B LLC
549300O0FAGHK2F79881
PartnerRe Finance B LLC
70213BAC5
84000.00000000
PA
USD
75997.88000000
0.505936498271
Long
DBT
CORP
US
N
2
2050-10-01
Fixed
4.50000000
N
N
N
N
N
N
CITIZENS FINANCIAL GROUP
2138004JDDA4ZQUPFW65
Citizens Financial Group Inc
174610AQ8
80000.00000000
PA
USD
76998.88000000
0.512600400406
Long
DBT
CORP
US
N
2
N/A
Variable
8.72045000
N
Y
N
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M&T Bank Corp
55261FAG9
83000.00000000
PA
USD
83120.35000000
0.553352525282
Long
DBT
CORP
US
N
2
N/A
Variable
9.17860000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565A5R0
291000.00000000
PA
USD
300855.01000000
2.002865477917
Long
DBT
CORP
FR
Y
2
N/A
Fixed
8.50000000
N
N
N
N
Y
BNP Paribas SA
BNP PARIBAS SA 8.5 12/30/2049
USD
XXXX
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M&T Bank Corp
55261FAN4
17000.00000000
PA
USD
13226.13000000
0.088049586355
Long
DBT
CORP
US
N
2
N/A
Fixed
3.50000000
N
N
N
N
N
N
JPMORGAN CHASE & CO
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAF8
130000.00000000
PA
USD
129353.91000000
0.861140656333
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
SEMPRA
PBBKGKLRK5S5C0Y4T545
Sempra
816851BM0
84000.00000000
PA
USD
75958.54000000
0.505674602257
Long
DBT
CORP
US
N
2
2052-04-01
Fixed
4.12500000
N
N
N
N
N
N
TRUIST FINANCIAL CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAD1
64000.00000000
PA
USD
61921.24000000
0.412224858565
Long
DBT
CORP
US
N
2
N/A
Fixed
4.80000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475AM7
49000.00000000
PA
USD
49060.71000000
0.326609160941
Long
DBT
CORP
US
N
2
N/A
Variable
8.64286000
N
N
N
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAN0
109000.00000000
PA
USD
105767.91000000
0.704122878361
Long
DBT
CORP
US
N
2
N/A
Fixed
6.50000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BP9
160000.00000000
PA
USD
150416.32000000
1.001358277674
Long
DBT
CORP
US
N
2
N/A
Fixed
6.25000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967KM2
151000.00000000
PA
USD
150314.29000000
1.000679038978
Long
DBT
CORP
US
N
2
N/A
Fixed
6.25000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280DT3
218000.00000000
PA
USD
225003.69000000
1.497904665457
Long
DBT
CORP
GB
N
2
N/A
Fixed
8.00000000
N
N
N
N
Y
HSBC Holdings PLC
HSBC HOLDINGS PLC 8 12/30/2049
USD
XXXX
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773CM0
39000.00000000
PA
USD
37862.18000000
0.252057804324
Long
DBT
CORP
US
N
2
N/A
Variable
8.59652000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967HQ7
60000.00000000
PA
USD
59972.75000000
0.399253283469
Long
DBT
CORP
US
N
2
N/A
Fixed
6.30000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746TD3
109000.00000000
PA
USD
103385.20000000
0.688260594389
Long
DBT
CORP
US
N
2
N/A
Fixed
3.90000000
N
N
N
N
N
N
HUNTINGTON BANCSHARES
549300XTVCVV9I7B5T19
Huntington Bancshares Inc/OH
446150AT1
135000.00000000
PA
USD
120570.81000000
0.802669408741
Long
DBT
CORP
US
N
2
N/A
Fixed
5.62500000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
95002YAA1
224000.00000000
PA
USD
234221.57000000
1.559270349982
Long
DBT
CORP
US
N
2
N/A
Fixed
7.62500000
N
N
N
N
N
N
PRUDENTIAL FINANCIAL INC
5PRBRS5FEH7NREC8OR45
Prudential Financial Inc
744320BJ0
125000.00000000
PA
USD
115316.54000000
0.767690446633
Long
DBT
CORP
US
N
2
2052-03-01
Fixed
5.12500000
N
N
N
N
N
N
PARAMOUNT GLOBAL
5KYC8KF17ROCY24M3H09
Paramount Global
92556HAE7
38000.00000000
PA
USD
35144.53000000
0.233965742749
Long
DBT
CORP
US
N
2
2062-03-30
Fixed
6.37500000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBT4
23000.00000000
PA
USD
22351.42000000
0.148798876576
Long
DBT
CORP
US
N
2
N/A
Fixed
5.87500000
N
N
N
N
N
N
FIFTH THIRD BANCORP
THRNG6BD57P9QWTQLG42
Fifth Third Bancorp
316773DB3
81000.00000000
PA
USD
77218.33000000
0.514061332797
Long
DBT
CORP
US
N
2
N/A
Fixed
4.50000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475AQ8
30000.00000000
PA
USD
28376.90000000
0.188911972515
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
CREDIT AGRICOLE SA
969500TJ5KRTCJQWXH05
Credit Agricole SA
225313AJ4
257000.00000000
PA
USD
260212.50000000
1.732298335908
Long
DBT
CORP
FR
Y
2
N/A
Fixed
8.12500000
N
N
N
N
Y
Credit Agricole SA
Credit Agricole SA 8.125 03/23/2173
USD
XXXX
N
N
N
LLOYDS BANKING GROUP PLC
549300PPXHEU2JF0AM85
Lloyds Banking Group PLC
539439AU3
306000.00000000
PA
USD
302908.94000000
2.016538992914
Long
DBT
CORP
GB
N
2
N/A
Fixed
7.50000000
N
N
N
N
Y
Lloyds Banking Group PLC
Lloyds Banking Group PLC 7.5 12/27/2172
USD
XXXX
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RBS6
104000.00000000
PA
USD
119621.22000000
0.796347755566
Long
DBT
CORP
US
Y
2
2038-04-08
Fixed
9.25000000
N
N
N
N
N
N
DISCOVER FINANCIAL SVS
Z1YLO2USPORE63VVUL20
Discover Financial Services
254709AN8
15000.00000000
PA
USD
12551.32000000
0.083557210931
Long
DBT
CORP
US
N
2
N/A
Fixed
5.50000000
N
N
N
N
N
N
Enbridge Inc
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBT1
85000.00000000
PA
USD
89679.08000000
0.597015597059
Long
DBT
CORP
CA
N
2
2084-01-15
Fixed
8.50000000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967NB3
85000.00000000
PA
USD
78029.07000000
0.519458627519
Long
DBT
CORP
US
N
2
N/A
Fixed
4.15000000
N
N
N
N
N
N
AMERICAN INTL GROUP
ODVCVCQG2BP6VHV36M30
American International Group Inc
026874DM6
69000.00000000
PA
USD
66597.69000000
0.443357131430
Long
DBT
CORP
US
N
2
2048-04-01
Fixed
5.75000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EU4
44000.00000000
PA
USD
43751.56000000
0.291264849234
Long
DBT
CORP
US
N
2
N/A
Fixed
6.30000000
N
N
N
N
N
N
MARKEL GROUP INC
549300SCNO12JLWIK605
Markel Group Inc
570535AW4
166000.00000000
PA
USD
164711.43000000
1.096524325672
Long
DBT
CORP
US
N
2
N/A
Fixed
6.00000000
N
N
N
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505ED2
25000.00000000
PA
USD
25090.33000000
0.167032471177
Long
DBT
CORP
US
N
2
N/A
Variable
8.73786000
N
N
N
N
N
N
TRANSCANADA TRUST
549300Y0MFCAXLBWUV51
Transcanada Trust
89356BAG3
255000.00000000
PA
USD
223028.64000000
1.484756273937
Long
DBT
CORP
CA
N
2
2082-03-07
Fixed
5.60000000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AS6
94000.00000000
PA
USD
90051.52000000
0.599495021346
Long
DBT
CORP
US
N
2
N/A
Fixed
5.37500000
N
N
N
N
N
N
ENSTAR FINANCE LLC
N/A
Enstar Finance LLC
29360AAB6
226000.00000000
PA
USD
213177.94000000
1.419177751700
Long
DBT
CORP
US
N
2
2042-01-15
Fixed
5.50000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280AT6
227000.00000000
PA
USD
224305.35000000
1.493255645060
Long
DBT
CORP
GB
N
2
N/A
Fixed
6.37500000
N
N
N
N
Y
HSBC Holdings PLC
HSBC Holdings PLC 6.375 09/30/2172
USD
XXXX
N
N
N
AXIS SPECIALTY FINANCE
N/A
AXIS Specialty Finance LLC
05463HAC5
114000.00000000
PA
USD
102170.88000000
0.680176568774
Long
DBT
CORP
US
N
2
2040-01-15
Fixed
4.90000000
N
N
N
N
N
N
AMERICAN ELECTRIC POWER
1B4S6S7G0TW5EE83BO58
American Electric Power Co Inc
025537AU5
86000.00000000
PA
USD
76794.19000000
0.511237728950
Long
DBT
CORP
US
N
2
2062-02-15
Fixed
3.87500000
N
N
N
N
N
N
LAND O'LAKES INC
4ONCJWH5BBCYSJIJYX61
Land O' Lakes Inc
514666AM8
450000.00000000
PA
USD
360000.00000000
2.396608160357
Long
DBT
CORP
US
Y
2
N/A
Fixed
7.25000000
N
N
N
N
N
N
UBS Group AG
549300SZJ9VS8SGXAN81
UBS Group AG
902613BE7
543000.00000000
PA
USD
595935.44000000
3.967288162639
Long
DBT
CORP
CH
Y
2
N/A
Fixed
9.25000000
N
N
N
N
Y
UBS Group AG
UBS Group AG 9.25 05/13/2172
USD
XXXX
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
Vistra Corp
92840MAC6
19000.00000000
PA
USD
18767.79000000
0.124941774071
Long
DBT
CORP
US
Y
2
N/A
Fixed
7.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38148BAC2
90000.00000000
PA
USD
88306.75000000
0.587879660179
Long
DBT
CORP
US
N
2
N/A
Fixed
5.30000000
N
N
N
N
N
N
FIRST CITIZENS BANCSHARE
549300N3Z00ZHE2XC526
First Citizens BancShares Inc/NC
31959XAA1
188000.00000000
PA
USD
189512.46000000
1.261630855904
Long
DBT
CORP
US
N
2
N/A
Variable
9.56288000
N
N
N
N
N
N
EDISON INTERNATIONAL
549300I7ROF15MAEVP56
Edison International
281020AT4
50000.00000000
PA
USD
46985.23000000
0.312792182317
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
BANK OF NY MELLON CORP
WFLLPEPC7FZXENRZV188
Bank of New York Mellon Corp/The
064058AH3
76000.00000000
PA
USD
74249.95000000
0.494300100211
Long
DBT
CORP
US
N
2
N/A
Fixed
4.70000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBQ2
73000.00000000
PA
USD
74066.97000000
0.493081957541
Long
DBT
CORP
GB
N
2
2079-04-04
Fixed
7.00000000
N
N
N
N
N
N
SOUTHERN CO
549300FC3G3YU2FBZD92
Southern Co/The
842587DF1
102000.00000000
PA
USD
97299.39000000
0.647745866866
Long
DBT
CORP
US
N
2
2051-01-15
Fixed
4.00000000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BD6
36000.00000000
PA
USD
34628.26000000
0.230528806930
Long
DBT
CORP
US
N
2
N/A
Fixed
6.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GA38
144000.00000000
PA
USD
149021.86000000
0.992075015965
Long
DBT
CORP
US
N
2
N/A
Fixed
7.50000000
N
N
N
N
N
N
BNP PARIBAS
R0MUWSFPU8MPRO8K5P83
BNP Paribas SA
05565AS20
283000.00000000
PA
USD
299805.67000000
1.995879764565
Long
DBT
CORP
FR
Y
2
N/A
Fixed
9.25000000
N
N
N
N
Y
BNP Paribas SA
BNP Paribas SA 9.25 05/17/2172
USD
XXXX
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBC8
48000.00000000
PA
USD
43975.95000000
0.292758668415
Long
DBT
CORP
CA
N
2
2080-07-15
Fixed
5.75000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38144GAC5
10000.00000000
PA
USD
9731.75000000
0.064786642957
Long
DBT
CORP
US
N
2
N/A
Fixed
4.40000000
N
N
N
N
N
N
VODAFONE GROUP PLC
213800TB53ELEUKM7Q61
Vodafone Group PLC
92857WBW9
70000.00000000
PA
USD
58573.05000000
0.389935137797
Long
DBT
CORP
GB
N
2
2081-06-04
Fixed
4.12500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967JM4
121000.00000000
PA
USD
120398.38000000
0.801521500005
Long
DBT
CORP
US
N
2
N/A
Fixed
5.95000000
N
N
N
N
N
N
ENBRIDGE INC
98TPTUM4IVMFCZBCUR27
Enbridge Inc
29250NBP9
89000.00000000
PA
USD
88608.75000000
0.589890148136
Long
DBT
CORP
CA
N
2
2083-01-15
Fixed
7.62500000
N
N
N
N
N
N
CAPITAL ONE FINANCIAL CO
ZUE8T73ROZOF6FLBAR73
Capital One Financial Corp
14040HCF0
105000.00000000
PA
USD
90476.61000000
0.602324949576
Long
DBT
CORP
US
N
2
N/A
Fixed
3.95000000
N
N
N
N
N
N
METLIFE INC
C4BXATY60WC6XEOZDX54
MetLife Inc
59156RCA4
46000.00000000
PA
USD
43964.49000000
0.292682376388
Long
DBT
CORP
US
N
2
N/A
Fixed
3.85000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBN9
62000.00000000
PA
USD
47978.27000000
0.319403092782
Long
DBT
CORP
US
N
2
N/A
Fixed
4.70000000
N
N
N
N
N
N
ASSURANT INC
H3F39CAXWQRVWURFXL38
Assurant Inc
04621XAK4
222000.00000000
PA
USD
221012.88000000
1.471336865978
Long
DBT
CORP
US
N
2
2048-03-27
Fixed
7.00000000
N
N
N
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38144GAE1
10000.00000000
PA
USD
9375.62000000
0.062415798334
Long
DBT
CORP
US
N
2
N/A
Fixed
3.80000000
N
N
N
N
N
N
WELLS FARGO & COMPANY
PBLD0EJDB5FWOLXP3B76
Wells Fargo & Co
949746RN3
153000.00000000
PA
USD
151952.96000000
1.011588066462
Long
DBT
CORP
US
N
2
N/A
Fixed
5.87500000
N
N
N
N
N
N
EMERA INC
NQZVQT2P5IUF2PGA1Q48
Emera Inc
290876AD3
308000.00000000
PA
USD
304488.21000000
2.027052580051
Long
DBT
CORP
CA
N
2
2076-06-15
Fixed
6.75000000
N
N
N
N
N
N
TRUIST FIN CORP
549300DRQQI75D2JP341
Truist Financial Corp
89832QAB5
41000.00000000
PA
USD
41349.16000000
0.275271484110
Long
DBT
CORP
US
N
2
N/A
Variable
8.69288000
N
N
N
N
N
N
PNC FINANCIAL SERVICES
CFGNEKW0P8842LEUIA51
PNC Financial Services Group Inc/The
693475BF1
20000.00000000
PA
USD
19606.09000000
0.130522542463
Long
DBT
CORP
US
N
2
N/A
Fixed
6.20000000
N
N
N
N
N
N
STANDARD CHARTERED PLC
U4LOSYZ7YG4W3S5F2G91
Standard Chartered PLC
853254CM0
200000.00000000
PA
USD
198713.46000000
1.322884166135
Long
DBT
CORP
GB
Y
2
N/A
Fixed
7.75000000
N
N
N
N
Y
Standard Chartered PLC
STANDARD CHARTERED PLC 7.75 12/30/2049
USD
XXXX
N
N
N
EQUITABLE HOLDINGS INC
549300FIBAKMNHPZ4009
Equitable Holdings Inc
29452EAA9
131000.00000000
PA
USD
127714.68000000
0.850227900792
Long
DBT
CORP
US
N
2
N/A
Fixed
4.95000000
N
N
N
N
N
N
BARCLAYS PLC
213800LBQA1Y9L22JB70
Barclays PLC
06738EBX2
402000.00000000
PA
USD
395308.35000000
2.631664492965
Long
DBT
CORP
GB
N
2
N/A
Fixed
8.00000000
N
N
N
N
Y
Barclays PLC
BARCLAYS PLC 0 12/30/2049
USD
XXXX
N
N
N
Banco Bilbao Vizcaya Argentaria SA
K8MS7FD7N5Z2WQ51AZ71
Banco Bilbao Vizcaya Argentaria SA
05946KAM3
356000.00000000
PA
USD
373876.54000000
2.488987685361
Long
DBT
CORP
ES
N
2
N/A
Fixed
9.37500000
N
N
N
N
Y
Banco Bilbao Vizcaya Argentaria SA
Banco Bilbao Vizcaya Arge 9.375 12/19/2172
USD
XXXX
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505EN0
17000.00000000
PA
USD
16969.98000000
0.112973312636
Long
DBT
CORP
US
N
2
N/A
Fixed
6.10000000
N
N
N
N
N
N
GENERAL MOTORS FINL CO
5493008B6JBRUJ90QL97
General Motors Financial Co Inc
37045XCA2
146000.00000000
PA
USD
136202.57000000
0.906733863121
Long
DBT
CORP
US
N
2
N/A
Fixed
5.75000000
N
N
N
N
N
N
UNICREDIT SPA
549300TRUWO2CD2G5692
UniCredit SpA
EK1429340
203000.00000000
PA
USD
203081.20000000
1.351961280931
Long
DBT
CORP
IT
N
2
N/A
Fixed
8.00000000
N
N
N
N
Y
UniCredit SpA
UniCredit SpA 8 06/03/2172
USD
XXXX
N
N
N
BANK OF AMERICA CORP
9DJT3UXIJIZJI4WXO774
Bank of America Corp
060505GB4
41000.00000000
PA
USD
37601.80000000
0.250324390900
Long
DBT
CORP
US
N
2
N/A
Fixed
4.37500000
N
N
N
N
N
N
JPMorgan Chase & Co
8I5DZWZKVSZI1NUHU748
JPMorgan Chase & Co
48128BAQ4
375000.00000000
PA
USD
384267.09000000
2.558160121252
Long
DBT
CORP
US
N
2
N/A
Fixed
6.87500000
N
N
N
N
N
N
KEYCORP
RKPI3RZGV1V1FJTH5T61
KeyCorp
493267AK4
77000.00000000
PA
USD
64943.16000000
0.432342520042
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
VISTRA CORP
549300KP43CPCUJOOG15
Vistra Corp
92840MAB8
100000.00000000
PA
USD
101035.30000000
0.672616734622
Long
DBT
CORP
US
Y
2
N/A
Fixed
8.00000000
N
N
N
N
N
N
Goldman Sachs Group Inc/The
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GA79
100000.00000000
PA
USD
101088.27000000
0.672969368884
Long
DBT
CORP
US
N
2
2049-12-30
Variable
7.50000000
N
N
N
N
N
N
ALLY FINANCIAL INC
549300JBN1OSM8YNAI90
Ally Financial Inc
02005NBM1
36000.00000000
PA
USD
30561.16000000
0.203453126238
Long
DBT
CORP
US
N
2
N/A
Fixed
4.70000000
N
N
N
N
N
N
ING Groep NV
549300NYKK9MWM7GGW15
ING Groep NV
ZM9188925
388000.00000000
PA
USD
379270.00000000
2.524893269385
Long
DBT
CORP
NL
N
2
N/A
Fixed
7.50000000
N
N
N
N
Y
ING Groep NV
ING GROEP NV 7.5 12/30/2049
USD
XXXX
N
N
N
ENERGY TRANSFER LP
MTLVN9N7JE8MIBIJ1H73
Energy Transfer LP
29273VAM2
47000.00000000
PA
USD
45125.39000000
0.300410771981
Long
DBT
CORP
US
N
2
N/A
Fixed
7.12500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967MG3
74000.00000000
PA
USD
73299.49000000
0.487972655233
Long
DBT
CORP
US
N
2
N/A
Fixed
5.00000000
N
N
N
N
N
N
HSBC HOLDINGS PLC
MLU0ZO3ML4LN2LL2TL39
HSBC Holdings PLC
404280BL2
222000.00000000
PA
USD
211205.56000000
1.406047135024
Long
DBT
CORP
GB
N
2
N/A
Fixed
6.00000000
N
N
N
N
Y
HSBC Holdings PLC
HSBC Holdings PLC 6 11/22/2172
USD
XXXX
N
N
N
GOLDMAN SACHS GROUP INC
784F5XWPLTWKTBV3E584
Goldman Sachs Group Inc/The
38141GYU2
17000.00000000
PA
USD
15715.95000000
0.104624927827
Long
DBT
CORP
US
N
2
N/A
Fixed
4.12500000
N
N
N
N
N
N
M&T BANK CORPORATION
549300WYXDDBYRASEG81
M&T Bank Corp
55261FAH7
22000.00000000
PA
USD
19336.17000000
0.128725618922
Long
DBT
CORP
US
N
2
N/A
Fixed
5.12500000
N
N
N
N
N
N
CITIGROUP INC
6SHGI4ZSSLCXXQSBB395
Citigroup Inc
172967PC9
59000.00000000
PA
USD
60498.19000000
0.402751266224
Long
DBT
CORP
US
N
2
N/A
Fixed
7.37500000
N
N
N
N
N
N
CHARLES SCHWAB CORP
549300VSGCJ7E698NM85
Charles Schwab Corp/The
808513BD6
99000.00000000
PA
USD
97898.77000000
0.651736086308
Long
DBT
CORP
US
N
2
N/A
Fixed
5.37500000
N
N
N
N
N
N
2024-04-30
Nushares ETF Trust
Gina Spunder
Gina Spunder
Director, Fund Financial Reporting
XXXX
NPORT-EX
2
tiaa_NPFI.htm
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)
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
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)
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
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)
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
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)
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
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)
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
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)
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
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)
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
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)
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
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)
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
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)
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
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)
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
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)
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
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)
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
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)
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
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)
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
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)
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
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)
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
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)
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
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)
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
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
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
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)
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
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)
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
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)
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
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)
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
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)
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
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)
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
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)
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
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)
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
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)
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
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)
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
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)
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
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)
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
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)
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
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)
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
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)
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
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)
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
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)
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
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.
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
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)
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
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)
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
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)
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
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)
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
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)
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.
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)
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
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)
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.
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)
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
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.
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
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)
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
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.