Funds
Exchange-Traded
Funds
Nuveen
Exchange-Traded
January
31,
2024
Semi-annual
Report
This
semi-annual
report
contains
the
Funds'
unaudited financial
statements.
Fund
Name
Listing
Exchange
Ticker
Symbol
Nuveen
Enhanced
Yield
U.S.
Aggregate
Bond
ETF
NYSE
Arca
NUAG
Nuveen
ESG
1-5
Year
U.S.
Aggregate
Bond
ETF
NYSE
Arca
NUSA
Nuveen
ESG
High
Yield
Corporate
Bond
ETF
NYSE
Arca
NUHY
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
NYSE
Arca
NUBD
Nuveen
Global
Net
Zero
Transition
ETF
NASDAQ
Stock
Market
LLC
NTZG
2
Table
of
Contents
Important
Notices
3
Risk
Considerations
and
Dividend
Information
4
About
the
Funds’
Benchmarks
6
Fund
Performance,
Expense
Ratios
and
Holdings
Summaries
8
Yields
19
Expense
Examples
20
Portfolio
of
Investments
22
Statement
of
Assets
and
Liabilities
90
Statement
of
Operations
91
Statement
of
Changes
in
Net
Assets
92
Financial
Highlights
95
Notes
to
Financial
Statements
97
Shareholder
Meeting
Report
105
Additional
Fund
Information
106
Glossary
of
Terms
Used
in
this
Report
108
Liquidity
Risk
Management
Program
109
Important
Notices
3
Securities
and
Exchange
Commission
(the
“SEC”)
Adopts
Amendments
for
Tailored
Shareholder
Reports
On
October
26,
2022,
the
SEC
adopted
rule
and
form
amendments
(the
“Amendments”)
that
require
mutual
funds
and
exchange-traded
funds
registered
on
Form
N-1A
to
provide
shareholders
with
streamlined
annual
and
semi-annual
shareholder
reports
(“Tailored
Shareholder
Reports”). Tailored
Shareholder
Reports
are
meant
to
be
three
to
four
pages
in
length
and
will
highlight
key
information
such
as
a
fund’s
expenses,
performance
and
portfolio
holdings.
Other,
more
detailed
information
that
currently
appears
in
fund
shareholder
reports
will
be
made
available
online,
filed
with
the
SEC,
and
delivered
to
investors
free
of
charge
in
paper
or
electronically
upon
request.
The
first
Tailored
Shareholder
Reports
to
be
prepared
for
these
Funds
will
be
for
the
reporting
period
ended
July
31,
2024.
Portfolio
Manager
Commentaries
in
Semi-annual
Reports 
The
Funds
include
portfolio
manager
commentary
in their
annual
shareholder
report.
For
the
Funds'
most
recent
annual
portfolio
manager
discussion,
please
refer
to
the
Portfolio
Managers'
Comments
section
of
each
Fund’s
July
31,
2023
annual
shareholder
report.
For
current
information
on
your
Fund’s
investment
objectives,
portfolio
management
team
and
average
annual
total
returns
please
refer
to
the
Fund’s
website
at
www.nuveen.com.
For
changes
that
occurred
to
your
Fund
both
during
and
subsequent
to
this
reporting
period,
please
refer
to
the
Notes
to
Financial
Statements
section
of
this
report.
For
average
annual
total
returns
as
of
the
end
of
this
reporting
period,
please
refer
to
the
Fund
Performance,
Expense
Ratios
and
Holdings
Summaries section
within
this
report.
4
Risk
Considerations
and
Dividend
Information
Risk
Considerations
Nuveen
Enhanced
Yield
U.S.
Aggregate
Bond
ETF
(NUAG)
Investing
involves
risk;
principal
loss
is
possible.
This
is
no
guarantee
the
Fund’s
investment
objective
will
be
achieved.
An
exchange-
traded
fund
seeks
to
generally
track
the
investment
results
of
an
index;
however
the
Fund
may
underperform,
outperform
or
be
more
volatile
than
the
referenced
index.
Interest
rate
risk
occurs
when
interest
rates
rise
causing
bond
prices
to
fall.
Credit
risk
arises
from
an
issuer’s
ability
to
make
interest
and
principal
payments
when
due,
as
well
as
the
prices
of
bonds
declining
when
an
issuer’s
credit
quality
is
expected
to
deteriorate.
These
and
other
risk
considerations
are
described
in
detail
in
the
Fund’s
prospectus.
Nuveen
ESG
1-5
Year
U.S.
Aggregate
Bond
ETF
(NUSA)
Investing
involves
risk;
principal
loss
is
possible.
There
is
no
guarantee
the
Fund’s
investment
objectives
will
be
achieved.
This
ETF
seeks
to
generally
track
the
investment
results
of
an
index;
however
the
Fund
may
underperform,
outperform
or
be
more
volatile
than
the
referenced
index.
In
addition,
because
the
Index
selects
securities
for
inclusion
based
on
environmental,
social,
and
governance
(ESG)
criteria,
the
Fund
may
forgo
some
market
opportunities
available
to
funds
that
don’t
use
these
criteria.
Interest
rate
risk
is
the
risk
that
the
value
of
the
Fund’s
portfolio
will
decline
because
of
rising
interest
rates.
Credit
Risk
is
the
risk
that
an
issuer
of
a
debt
security
may
be
unable
or
unwilling
to
make
interest
and
principal
payments
when
due
and
the
related
risk
that
the
value
of
a
debt
security
may
decline
because
of
concerns
about
the
issuer’s
ability
or
willingness
to
make
such
payments.
This
ETF
is
concentrated
in
the
financial
sector.
Performance
of
companies
in
the
financial
sector
may
be
adversely
impacted
by
many
factors,
including,
among
others,
government
relations,
economic
conditions,
changes
in
interest
rates
and
decreases
liquidity
in
credit
markets.
These
and
other
risk
considerations
are
described
in
detail
in
the
Fund’s
prospectus.
Nuveen
ESG
High
Yield
Corporate
Bond
ETF
(NUHY)
Investing
involves
risk;
principal
loss
is
possible.
There
is
no
guarantee
the
Fund’s
investment
objectives
will
be
achieved.
This
ETF
seeks
to
generally
track
the
investment
results
of
an
index;
however
the
Fund
may
underperform,
outperform
or
be
more
volatile
than
the
referenced
index.
In
addition,
because
the
Index
selects
securities
for
inclusion
based
on
environmental,
social,
and
governance
(ESG)
criteria,
the
Fund
may
forgo
some
market
opportunities
available
to
funds
that
don’t
use
these
criteria.
Investments
in
below
investment
grade
or
high
yield
securities
are
subject
to
liquidity
risk
and
heightened
credit
risk.
Credit
risk
arises
from
an
issuer’s
ability
to
make
interest
and
principal
payments
when
due,
as
well
as
the
prices
of
bonds
declining
when
an
issuer’s
credit
quality
is
expected
to
deteriorate.
The
Fund
is
subject
to
interest
rate
risk
;
as
interest
rates
rise,
bond
prices
fall.
These
and
other
risk
considerations,
such
as
call,
concentration
and
income
risks,
are
described
in
detail
in
the
Fund’s
prospectus.
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
Investing
involves
risk;
principal
loss
is
possible.
There
is
no
guarantee
the
Fund’s
investment
objectives
will
be
achieved.
An
exchange-traded
fund
seeks
to
generally
track
the
investment
results
of
an
index;
however
the
Fund
may
underperform,
outperform
or
be
more
volatile
than
the
referenced
index.
Because
the
Index
selects
securities
for
inclusion
based
on
environmental,
social,
and
governance
(ESG)
criteria,
the
Fund
may
forgo
some
market
opportunities
available
to
funds
that
don’t
use
these
criteria.
Interest
rate
risk
occurs
when
interest
rates
rise
causing
bond
prices
to
fall.
Credit
risk
arises
from
an
issuer’s
credit
quality
is
expected
to
deteriorate.
These
and
other
risk
considerations
are
described
in
detail
in
the
Fund’s
prospectus.
Nuveen
Global
Net
Zero
Transition
ETF
(NTZG)
Investing
involves
risk;
principal
loss
is
possible.
Because
the
Fund
will
exclude
securities
of
certain
issuers
for
non-financial
reasons
(i.e.,
companies
that
the
sub-adviser
does
not
classify
as
Net
Zero
Transition
Companies
and
companies
involved
in
certain
prohibited
activities),
the
Fund
may
forgo
some
market
opportunities
available
to
funds
that
do
not
pursue
a
net
zero
carbon
economy
investment
strategy
or
may
be
required
to
sell
a
security
when
it
might
otherwise
be
disadvantageous
to
do
so.
This
may
cause
the
Fund
to
underperform
the
stock
market
as
a
whole
or
other
funds
that
do
not
employ
such
an
investment
strategy.
In
addition,
there
is
a
risk
that
the
companies
identified
by
the
Fund’s
investment
strategy
will
not
operate
as
expected
with
respect
to
the
transition
to
a
net
zero
economy
and
the
reduction
of
global
greenhouse
gas
emissions.
Further,
in
selecting
companies
for
inclusion
in
the
Fund’s
portfolio,
the
sub-adviser
relies
on
information
and
data
related
to
carbon
intensity
and
carbon
emissions
provided
by
a
third-party
research
firm,
which
could
be
incomplete
or
erroneous,
which
in
turn
could
cause
the
sub-adviser
to
assess
a
company’s
net
zero
carbon
economy
characteristics
incorrectly.
5
Responsible
investing
incorporates
Environmental
Social
Governance
(ESG)
factors
that
may
affect
exposure
to
issuers,
sectors,
industries,
limiting
the
type
and
number
of
investment
opportunities
available,
which
could
result
in
excluding
investments
that
perform
well.
Prices
of
equity
securities
may
decline
significantly
over
short
or
extended
periods
of
time.
Large
companies
are
more
mature
and
may
grow
more
slowly
than
the
overall
market.
An
investment
in
common
stocks
of
issuers
with
small
or
medium
market
capitalizations
generally
involves
greater
risk
and
price
volatility
than
an
investment
in
common
stocks
of
larger,
more
established
companies.
Foreign
investments
involve
additional
risks
including
currency
fluctuations,
political
and
economic
instability,
and
lack
of
liquidity.
These
and
other
risk
considerations
are
described
in
detail
in
the
Fund’s
prospectus.
Dividend
Information
NUAG,
NUSA,
NUHY
and
NUBD
seek
to
pay
monthly
dividends
out
of
their
net
investment
income.
Monthly
distributions
are
not
expected
to
be
a
level
amount
from
period-to-period.
NUAG,
NUSA,
NUHY
and
NUBD
will,
over
time,
pay
all
their
net
investment
income
as
dividends
to
shareholders.
All
monthly
dividends
paid
by
NUAG,
NUSA,
NUHY
and
NUBD
during
the
current
reporting
period
were
paid
from
net
investment
income.
If
a
portion
of
the
Fund’s
monthly
distributions
is
sourced
or
comprised
of
elements
other
than
net
investment
income,
including
capital
gains
and/or
a
return
of
capital,
shareholders
will
be
notified
of
those
sources.
For
financial
reporting
purposes,
the
per
share
amounts
of
NUAG,
NUSA,
NUHY
and
NUBD
dividends
for
the
reporting
period
are
presented
in
this
report’s
Financial
Highlights.
For
income
tax
purposes,
distribution
information
for
NUAG,
NUSA,
NUHY
and
NUBD
as
of
their
most
recent
tax
year
end
is
presented
in
Note
6
-
Income
Tax
Information
within
the
Notes
to
Financial
Statements
of
this
report.
6
About
the
Funds’
Benchmarks
Bloomberg
1-5
Year
U.S.
Aggregate
Bond
Index:
An
index
designed
to
measure
the
performance
of
the
USD-
denominated,
fixed-rate
U.S.
investment
grade
taxable
bonds
that
have
a
remaining
term
to
final
maturity
of
between
one
and
five
years.
The
index
includes
Treasuries,
government-related
and
corporate
securities,
mortgage-backed
securities
(MBS),
asset-backed
securities
(ABS)
and
commercial
mortgage-backed
securities
(CMBS).
Index
returns
assume
reinvestment
of
distributions,
but
do
not
reflect
any
applicable
sales
charges
or
management
fees.
Bloomberg
MSCI
1-5
Year
U.S.
Aggregate
ESG
Select
Index:
A
custom
index
that
utilizes
certain
environmental,
social,
and
governance
(ESG)
and
low-carbon
criteria
to
select
from
the
securities
included
in
a
modified
version
of
the
Bloomberg
1-5
U.S.
Aggregate
Bond
Index,
its
base
index.
Index
returns
assume
reinvestment
of
distributions,
but
do
not
reflect
any
applicable
sales
charges
or
management
fees.
Bloomberg
MSCI
U.S.
Aggregate
ESG
Select
Index:
A
custom
index
that
utilizes
certain
environmental,
social,
and
governance
(ESG)
and
low-carbon
criteria
to
select
from
the
securities
included
in
the
Bloomberg
U.S.
Aggregate
Bond
Index,
its
base
index.
Index
returns
assume
reinvestment
of
distributions,
but
do
not
reflect
any
applicable
sales
charges
or
management
fees.
Bloomberg
MSCI
U.S.
High
Yield
Very
Liquid
ESG
Select
Index:
A
custom
index
that
utilizes
certain
environmental,
social,
and
governance
(ESG)
and
low-carbon
criteria
to
select
from
the
securities
included
in
the
Bloomberg
U.S.
High
Yield
Very
Liquid
Index,
its
base
index.
Index
returns
assume
reinvestment
of
distributions,
but
do
not
reflect
any
applicable
sales
charges
or
management
fees.
Bloomberg
U.S.
Aggregate
Bond
Index:
An
index
designed
to
measure
the
performance
of
the
USD-denominated,
fixed-rate
U.S.
investment
grade
taxable
bond
market.
The
index
includes
Treasuries,
government-related
and
corporate
securities,
mortgage-backed
securities
(MBS),
asset-backed
securities
(ABS)
and
commercial
mortgage-
backed
securities
(CMBS).
Index
returns
assume
reinvestment
of
distributions,
but
do
not
reflect
any
applicable
sales
charges
or
management
fees.
Bloomberg
U.S.
High
Yield
Very
Liquid
Index:
A
component
of
the
U.S.
Corporate
High
Yield
Bond
Index,
which
is
an
index
designed
to
measure
the
performance
of
the
more
liquid
USD-denominated,
fixed-rate
high
yield
corporate
bond
market.
Index
returns
assume
reinvestment
of
distributions,
but
do
not
reflect
any
applicable
sales
charges
or
management
fees.
ICE
BofA
1-5
Year
U.S.
Broad
Market
Index:
An
index
designed
to
measure
the
performance
of
USD-denominated,
investment
grade
debt
securities
that
have
a
remaining
term
to
final
maturity
of
between
one
and
five
years.
The
index
includes
U.S.
Treasury
notes
and
bonds,
government
securities,
corporate
securities,
residential
and
commercial
mortgage-backed
securities
(CMBS)
and
asset-backed
securities
(ABS).
Index
returns
assume
reinvestment
of
distributions,
but
do
not
reflect
any
applicable
sales
charges
or
management
fees.
ICE
BofA
Enhanced
Yield
1-5
Year
U.S.
Broad
Bond
Index:
A
custom
index
that
is
based
on
the
ICE
BofA
1-5
Year
U.S.
Broad
Market
Index,
its
base
index.
The
ICE
BofA
Enhanced
Yield
1-5
Year
U.S.
Broad
Bond
Index
uses
a
rules-
based
methodology
that
allocates
higher
weights
to
securities
and
sectors
that
have
the
potential
for
higher
yields
than
the
base
index
while
seeking
to
maintain
risk
and
credit
quality
at
levels
similar
to
those
of
the
base
index
by
limiting
the
amount
of
deviation
between
the
two
indices
with
respect
to
sector
and
category
weights,
tracking
error,
duration
and
turnover.
Index
returns
assume
reinvestment
of
distributions,
but
do
not
reflect
any
applicable
sales
charges
or
management
fees.
ICE
BofA
Enhanced
Yield
U.S.
Broad
Bond
Index:
A
custom
index
that
is
based
on
the
ICE
BofA
U.S.
Broad
Market
Index,
its
base
index.
The
ICE
BofA
U.S.
Enhanced
Yield
U.S.
Broad
Bond
Index
uses
a
rules-based
methodology
that
allocates
higher
weights
to
securities
and
sectors
that
have
the
potential
for
higher
yields
than
the
base
index
while
seeking
to
maintain
risk
and
credit
quality
at
levels
similar
to
those
of
the
base
index
by
limiting
the
amount
of
deviation
between
the
two
indices
with
respect
to
sector
and
category
weights,
tracking
error,
duration
and
turnover.
Index
returns
assume
reinvestment
of
distributions,
but
do
not
reflect
any
applicable
sales
charges
or
management
fees.
7
ICE
BofA
U.S.
Broad
Market
Index:
An
index
designed
to
measure
the
performance
of
USD-denominated,
investment
grade
debt
securities,
including
U.S.
Treasury
notes
and
bonds,
government
securities,
corporate
securities,
residential
and
commercial
mortgage-backed
securities
(CMBS)
and
asset-backed
securities
(ABS).
Index
returns
assume
reinvestment
of
distributions,
but
do
not
reflect
any
applicable
sales
charges
or
management
fees.
MSCI
ACWI
Index
(Net):
An
index
designed
to
measure
the
performance
of
large
and
mid-cap
stocks
across
23
developed
and
24
emerging
markets.
Index
returns
assume
reinvestment
of
distributions,
but
do
not
reflect
any
applicable
sales
charges
or
management
fees.
8
Fund
Performance,
Expense
Ratios
and
Holdings
Summaries
The
Fund
Performance,
Expense
Ratios
and
Holdings
Summaries
for
each
Fund
are
shown
within
this
section
of
the
report.
Fund
Performance
Performance
data
shown
represents
past
performance
and
does
not
predict
or
guarantee
future
results
.
Investment
returns
and
principal
value
will
fluctuate
so
that
when
shares
are
sold,
they
may
be
worth
more
or
less
than
their
original
cost.
Current
performance
may
be
higher
or
lower
than
the
performance
shown.
Returns
quoted
for
the
Funds
reflect
management
fees
and
other
expenses
such
as
transaction
costs
incurred
by
the
Funds
during
the
reporting
period
while
the
Indexes
are
unmanaged
and
therefore
returns
do
not
reflect
any
such
fees
and
expenses.
NUAG,
NUSA,
NUHY
and
NUBD
employ
a
representative
sampling
process
that
utilizes
a
sub-set
of
Index
securities
in
an
effort
to
provide
exposure
similar
to
that
of
the
Indexes,
which
can
lead
the
Funds
to
be
overweight
(and,
in
some
cases,
not
invested
at
all
in)
certain
securities
as
compared
to
the
Indexes.
This
process
can
create
tracking
error
relative
to
the
Indexes.
Total
returns
for
a
period
of
less
than
one
year
are
not annualized
(i.e.
cumulative
returns).
Returns
assume
reinvestment
of
dividends
and
capital
gains.
Market
price
returns
are
based
on
the
closing
market
price
as
of
the
end
of
the
reporting
period.
For
performance
current
to
the
most
recent
month-end
visit
nuveen.com
or
call
(800)
257-8787.
Returns
do
not
reflect
the
deduction
of
taxes
that
a
shareholder
would
pay
on
Fund
distributions
or
the
sale
of
Fund
shares.
Expense
Ratios
The
expense
ratios
shown
are
as
of each
Fund’s
most
recent
prospectus.
The
expense
ratios
shown
reflect
total
operating
expenses including
management
fees
and
other
fees
and
expenses
but
do
not
reflect
expected
transaction
costs.
Refer
to
the
Financial
Highlights
later
in
this
report
for each
Fund’s
expense
ratios
as
of
the
end
of
the
reporting
period.
Holding
Summaries
The
Holdings
Summaries
data
relates
to
the
securities
held
in
each
Fund's
Portfolio
of
Investments
as
of
the
end
of
this
reporting
period.
It
should
not
be
construed
as
a
measure
of
performance
for
the
Fund
itself.
Holdings
are
subject
to
change.
Refer
to
the
Fund's
Portfolio
of
Investments
for
individual
security
information.
Each
Fund
(except
NTZG) uses
credit
quality
ratings
for
its
portfolio
securities
provided
by
Moody's,
S&P
and
Fitch.
For
NUAG,
if
all
three
of
Moody's,
S&P
and
Fitch
provide
a
rating
for
a
security,
an
average
of
the
ratings
is
used;
if
two
of
the
three
agencies
rate
a
security,
an
average
of
the
two
is
used;
and
if
only
one
rating
agency
rates
a
security,
that
rating
is
used.
For
NUSA,
NUHY
and
NUBD,
if
all
three
of
Moody's,
S&P
and
Fitch
provide
a
rating
for
a
security,
the
middle
rating
is
used;
if
two
of
the
three
agencies
rate
a
security,
the
lower
rating
is
used;
and
if
only
one
rating
agency
rates
a
security,
that
rating
is
used.
AAA,
AA,
A
and
BBB
are
investment
grade
ratings;
BB,
B,
CCC/CC/C
and
D
are
below
investment
grade
ratings.
Credit
ratings
are
subject
to
change.
U.S.
Treasury,
U.S.
Agency,
and
U.S.
Agency
mortgaged-backed
securities
are
included
in
the
U.S.
Treasury/Agency
category.
Nuveen
Enhanced
Yield
U.S.
Aggregate
Bond
ETF
(NUAG)
(continued)
Fund
Performance,
Expense
Ratios
and
Holdings
Summaries
January
31,
2024
9
Refer
to
the
first
page
of
this
Fund
Performance,
Expense
Ratios
and
Holdings
Summaries section
for
further
expla-
nation
of the
information
included
within
this
section. 
Refer
to
the
Glossary
of
Terms
Used
in
this
Report
for
further
definition
of
terms
used
in
this
section.
Fund
Performance
and
Expense
Ratios*
*
For
purposes
of
Fund
performance,
relative
results
are
measured
against
the
ICE
BofA
Enhanced
Yield
U.S.
Broad
Bond
Index.
Total
Returns
as
of
January
31,
2024
Cumulative
Average
Annual
Expense
Ratios
Inception
Date
6-Month
1-Year
5-Year
Since
Inception
NUAG
at
NAV
9/14/16
4.37%
3.79%
1.09%
0.94%
0.21%
NUAG
at
Market
Price
9/14/16
4.06%
3.45%
1.08%
0.93%
—
ICE
BofA
U.S.
Broad
Market
Index
—
3.16%
2.19%
0.85%
0.85%
—
ICE
BofA
Enhanced
Yield
U.S.
Broad
Bond
Index
—
4.58%
4.08%
1.37%
1.31%
—
10
Fund
Performance,
Expense
Ratios
and
Holdings
Summaries
January
31,
2024
(continued)
Holdings
Summaries
as
of
January
31,
2024
Fund
Allocation
(%
of
net
assets)
Corporate
Debt
43
.9‌
%
U.S.
Treasury
25
.4‌
%
Securitized
19
.0‌
%
Government
Related
9
.4‌
%
Investments
Purchased
with
Collateral
from
Securities
Lending
1
.8‌
%
Other
Assets
&
Liabilities,
Net
0
.5‌
%
Net
Assets
100‌
%
Corporate
Debt:
Industries
(%
of
total
corporate
debt
holdings)
Financials
44.0%
Utility
30.8%
Industrial
25.2%
Total
100%
Portfolio
Credit
Quality
(%
of
total
investments)
U.S.
Guaranteed
36.7%
AAA
8.6%
AA
2.6%
A
16.0%
BBB
34.3%
N/A
(not
applicable)
1.8%
Total
100‌
%
Nuveen
ESG
1-5
Year
U.S.
Aggregate
Bond
ETF
(NUSA)
(continued)
Fund
Performance,
Expense
Ratios
and
Holdings
Summaries
January
31,
2024
11
Refer
to
the
first
page
of
this
Fund
Performance,
Expense
Ratios
and
Holdings
Summaries section
for
further
expla-
nation
of the
information
included
within
this
section. 
Refer
to
the
Glossary
of
Terms
Used
in
this
Report
for
further
definition
of
terms
used
in
this
section.
Fund
Performance
and
Expense
Ratios*
*
For
purposes
of
Fund
performance,
relative
results
are
measured
against
the
NUSA
Custom
Index.
The
NUSA
Custom
Index
is
de-
fined
as
the
blended
returns
of
the
Bloomberg
MSCI
1-5
Year
U.S.
Aggregate
ESG
Select
Index
(effective
July
1,
2023)
and
the
ICE
BofA
Enhanced
Yield
1-5
Year
U.S.
Broad
Bond
Index
(through
market
close
on
June
30,
2023).
Total
Returns
as
of
January
31,
2024
Cumulative
Average
Annual
Expense
Ratios
Inception
Date
6-Month
1-Year
5-Year
Since
Inception
NUSA
at
NAV
3/31/17
3.52%
3.98%
1.59%
1.59%
0.16%
NUSA
at
Market
Price
3/31/17
3.31%
3.73%
1.52%
1.56%
—
Bloomberg
1-5
Year
U.S.
Aggregate
Bond
Index
—
3.65%
3.96%
1.37%
1.39%
—
ICE
BofA
1-5
Year
U.S.
Broad
Market
Index
—
3.66%
4.08%
1.44%
1.45%
—
NUSA
Custom
Index
—
3.60%
3.95%
1.81%
1.80%
—
12
Fund
Performance,
Expense
Ratios
and
Holdings
Summaries
January
31,
2024
(continued)
Holdings
Summaries
as
of
January
31,
2024
Fund
Allocation
(%
of
net
assets)
U.S.
Treasury
58
.0‌
%
Corporate
Debt
23
.4‌
%
Securitized
11
.5‌
%
Government
Related
5
.8‌
%
Investments
Purchased
with
Collateral
from
Securities
Lending
0
.2‌
%
Other
Assets
&
Liabilities,
Net
1
.1‌
%
Net
Assets
100‌
%
Corporate
Debt:
Industries
(%
of
total
corporate
debt
holdings)
Industrial
48.3%
Financials
45.5%
Utility
6.2%
Total
100%
Portfolio
Credit
Quality
(%
of
total
investments)
U.S.
Guaranteed
63.0%
AAA
11.9%
AA
0.9%
A
12.1%
BBB
11.5%
N/R
(not
rated)
0.4%
N/A
(not
applicable)
0.2%
Total
100‌
%
Nuveen
ESG
High
Yield
Corporate
Bond
ETF
(NUHY)
(continued)
Fund
Performance,
Expense
Ratios
and
Holdings
Summaries
January
31,
2024
13
Refer
to
the
first
page
of
this
Fund
Performance,
Expense
Ratios
and
Holdings
Summaries section
for
further
expla-
nation
of the
information
included
within
this
section. 
Refer
to
the
Glossary
of
Terms
Used
in
this
Report
for
further
definition
of
terms
used
in
this
section.
Fund
Performance
and
Expense
Ratios*
*
For
purposes
of
Fund
performance,
relative
results
are
measured
against
the
Bloomberg
MSCI
U.S.
High
Yield
Very
Liquid
ESG
Select
Index.
Total
Returns
as
of
January
31,
2024
Cumulative
Average
Annual
Expense
Ratios
Inception
Date
6-Month
1-Year
Since
Inception
NUHY
at
NAV
9/25/19
5.93%
8.00%
1.69%
0.31%
NUHY
at
Market
Price
9/25/19
5.61%
7.36%
1.66%
—
Bloomberg
U.S.
High
Yield
Very
Liquid
Index
—
6.22%
9.17%
2.97%
—
Bloomberg
MSCI
U.S.
High
Yield
Very
Liquid
ESG
Select
Index
—
6.02%
8.53%
2.03%
—
14
Fund
Performance,
Expense
Ratios
and
Holdings
Summaries
January
31,
2024
(continued)
Holdings
Summaries
as
of
January
31,
2024
Fund
Allocation
(%
of
net
assets)
Corporate
Debt
97
.6‌
%
Investments
Purchased
with
Collateral
from
Securities
Lending
4
.7‌
%
Other
Assets
&
Liabilities,
Net
(
2
.3‌
)
%
Net
Assets
100‌
%
Corporate
Debt:
Industries
(%
of
total
corporate
debt
holdings)
Industrial
90.6%
Financials
8.8%
Utility
0.6%
Total
100%
Portfolio
Credit
Quality
(%
of
total
investments)
BBB
0.1%
BB
or
Lower
95.0%
N/R
(not
rated)
0.3%
N/A
(not
applicable)
4.6%
Total
100‌
%
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
(continued)
Fund
Performance,
Expense
Ratios
and
Holdings
Summaries
January
31,
2024
15
Refer
to
the
first
page
of
this
Fund
Performance,
Expense
Ratios
and
Holdings
Summaries section
for
further
expla-
nation
of the
information
included
within
this
section. 
Refer
to
the
Glossary
of
Terms
Used
in
this
Report
for
further
definition
of
terms
used
in
this
section.
Fund
Performance
and
Expense
Ratios*
*
For
purposes
of
Fund
performance,
relative
results
are
measured
against
the
Bloomberg
MSCI
U.S.
Aggregate
ESG
Select
Index.
Total
Returns
as
of
January
31,
2024
Cumulative
Average
Annual
Expense
Ratios
Inception
Date
6-Month
1-Year
5-Year
Since
Inception
NUBD
at
NAV
9/29/17
3.11%
2.10%
0.60%
0.66%
0.16%
NUBD
at
Market
Price
9/29/17
2.95%
1.88%
0.56%
0.65%
—
Bloomberg
U.S.
Aggregate
Bond
Index
—
3.15%
2.10%
0.83%
0.89%
—
Bloomberg
MSCI
U.S.
Aggregate
ESG
Select
Index
—
3.16%
2.10%
0.82%
0.89%
—
16
Fund
Performance,
Expense
Ratios
and
Holdings
Summaries
January
31,
2024
(continued)
Holdings
Summaries
as
of
January
31,
2024
Fund
Allocation
(%
of
net
assets)
U.S.
Treasury
40
.4‌
%
Securitized
27
.4‌
%
Corporate
Debt
25
.8‌
%
Government
Related
5
.2‌
%
Investments
Purchased
with
Collateral
from
Securities
Lending
0
.6‌
%
Other
Assets
&
Liabilities,
Net
0
.6‌
%
Net
Assets
100‌
%
Corporate
Debt:
Industries
(%
of
total
corporate
debt
holdings)
Industrial
57.8%
Financials
33.0%
Utility
9.2%
Total
100%
Portfolio
Credit
Quality
(%
of
total
investments)
U.S.
Guaranteed
65.7%
AAA
5.2%
AA
2.2%
A
13.1%
BBB
12.8%
BB
or
Lower
0.1%
N/R
(not
rated)
0.3%
N/A
(not
applicable)
0.6%
Total
100‌
%
Nuveen
Global
Net
Zero
Transition
ETF
(NTZG)
(continued)
Fund
Performance,
Expense
Ratios
and
Holdings
Summaries
January
31,
2024
17
Refer
to
the
first
page
of
this
Fund
Performance,
Expense
Ratios
and
Holdings
Summaries section
for
further
expla-
nation
of the
information
included
within
this
section. 
Refer
to
the
Glossary
of
Terms
Used
in
this
Report
for
further
definition
of
terms
used
in
this
section.
Fund
Performance
and
Expense
Ratios*
*
For
purposes
of
Fund
performance,
relative
results
are
measured
against
the
MSCI
ACWI
Index
(Net).
Total
Returns
as
of
January
31,
2024
Cumulative
Average
Annual
Expense
Ratios
Inception
Date
6-Month
1-Year
Since
Inception
NTZG
at
NAV
6/23/22
2.09%
10.36%
12.50%
0.56%
NTZG
at
Market
Price
6/23/22
1.77%
9.68%
12.37%
—
MSCI
ACWI
Index
(Net)
—
4.08%
14.70%
15.31%
—
18
Fund
Performance,
Expense
Ratios
and
Holdings
Summaries
January
31,
2024
(continued)
Holdings
Summaries
as
of
January
31,
2024
Fund
Allocation
(%
of
net
assets)
Common
Stocks
98.7%
Other
Assets
&
Liabilities,
Net
1.3%
Net
Assets
100%
Portfolio
Composition
(%
of
net
assets)
Information
Technology
22.0%
Consumer
Discretionary
13.5%
Health
Care
12.9%
Financials
10.5%
Energy
9.7%
Industrials
9.1%
Consumer
Staples
6.8%
Materials
4.6%
Utilities
4.1%
Communication
Services
4.0%
Real
Estate
1.5%
Other
Assets
&
Liabilities,
Net
1.3%
Total
100%
Top
Five
Common
Stock
Holdings
(%
of
net
assets)
Amazon.com
Inc
4.6%
Microsoft
Corp
4.3%
Alphabet
Inc
3.0%
Novo
Nordisk
A/S
2.8%
Schneider
Electric
SE
2.6%
Country
Allocation
1
(%
of
net
assets)
United
States
65.1%
Japan
6.7%
Taiwan
5.0%
France
3.3%
Germany
2.8%
Denmark
2.8%
Australia
2.5%
Netherlands
2.2%
United
Kingdom
1.9%
Canada
1.7%
Other
4.7%
Other
Assets
&
Liabilities,
Net
1.3%
Net
Assets
100%
1
Includes
6.9%
(as
a
percentage
of
net
assets)
in
emerging
market
countries.
Yields
as
of
January
31,
2024
19
Dividend
Rate
is
the
average
dividend
per
share
for
the
current
reporting
period
divided
by
the
offering
price
per
share
at
period
end.
The
SEC
30-Day
Yield
is
a
standardized
measure
of
a
fund’s
yield
that
accounts
for
the
future
amortization
of
premiums
or
discounts
of
bonds
held
in
the
fund’s
portfolio.
The
SEC
30-Day
Yield
is
computed
under
an
SEC
standardized
formula
and
is
based
on
the
maximum
offer
price
per
share.
Dividend
Rate
may
differ
from
the
SEC
30-Day
Yield
because
the
fund
may
be
paying
out
more
or
less
than
it
is
earning
and
it
may
not
include
the
effect
of
amortization
of
bond
premium.
Nuveen
Enhanced
Yield
U.S.
Aggregate
Bond
ETF
(NUAG)
Dividend
Rate
3
.61
%
SEC
30-Day
Yield
4
.68
%
Nuveen
ESG
1-5
Year
U.S.
Aggregate
Bond
ETF
(NUSA)
Dividend
Rate
3
.69
%
SEC
30-Day
Yield
4
.22
%
Nuveen
ESG
High
Yield
Corporate
Bond
ETF
(NUHY)
Dividend
Rate
6
.01
%
SEC
30-Day
Yield
7
.26
%
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
Dividend
Rate
2
.71
%
SEC
30-Day
Yield
4
.05
%
20
Expense
Examples
As
a
shareholder
of
one
or
more of
the
Funds,
you
incur
two
types
of
costs:
(1)
transaction
costs,
including
brokerage
commissions
on
purchases
and
sales
of
Fund
shares,
and
(2)
ongoing
costs,
including
management
fees
and
other
applicable
Fund
expenses.
The
Examples
below
are
intended
to
help
you
understand
your
ongoing
costs
(in
dollars)
of
investing
in
the
Fund
and
to
compare
these
costs
with
the
ongoing
costs
of
investing
in
other
funds.
The
Examples
below
are
based
on
an
investment
of
$1,000
invested
at
the
beginning
of
the
period
and
held
through
the
period
ended
January
31,
2024.
The
beginning
of
the
period
is
August
1,
2023.
The
information
under
“Actual
Performance,”
together
with
the
amount
you
invested,
allows
you
to
estimate
actual
expenses
incurred
over
the
reporting
period.
Simply
divide
your
account
value
by
$1,000
(for
example,
an
$8,600
account
value
divided
by
$1,000
=
8.60)
and
multiply
the
result
by
the
cost
shown
for
your
share
class,
in
the
row
entitled
“Expenses
Incurred
During
Period”
to
estimate
the
expenses
incurred
on
your
account
during
this
period.
The
information
under
“Hypothetical
Performance,”
provides
information
about
hypothetical
account
values
and
hypothetical
expenses
based
on
each
Fund’s
actual
expense
ratios
and
an
assumed
rate
of
return
of
5%
per
year
before
expenses,
which
is
not
the
Fund’s
actual
return.
The
hypothetical
account
values
and
expenses
may
not
be
used
to
estimate
the
actual
ending
account
balance
or
expense
you
incurred
for
the
period.
You
may
use
this
information
to
compare
the
ongoing
costs
of
investing
in
the
Fund
and
other
funds.
To
do
so,
compare
this
5%
hypothetical
example
with
the
5%
hypothetical
examples
that
appear
in
the
shareholder
reports
of
the
other
funds.
Please
note
that
the
expenses
shown
in
the
following
tables
are
meant
to
highlight
your
ongoing
costs
only
and
do
not
reflect
any
transaction
costs.
Therefore,
the
hypothetical
information
is
useful
in
comparing
ongoing
costs
only,
and
will
not
help
you
determine
the
relative
total
costs
of
owning
different
funds
or
share
classes.
In
addition,
if
these
transaction
costs
were
included,
your
costs
would
have
been
higher.
Nuveen
Enhanced
Yield
U.S.
Aggregate
Bond
ETF
(NUAG)
Actual
Performance
Beginning
Account
Value
$1,000.00
Ending
Account
Value
$1,043.73
Expenses
Incurred
During
the
Period
$1.08
Hypothetical
Performance
(5%
annualized
return
before
expenses)
Beginning
Account
Value
$1,000.00
Ending
Account
Value
$1,024.08
Expenses
Incurred
During
the
Period
$1.07
Expenses
are
equal
to
the
Fund’s
annualized
net
expense
ratio
of
0.21%
multiplied
by
the
average
account
value
over
the
period,
multiplied
by
184/366
(to
reflect
the
one-half
year
period).
Nuveen
ESG
1-5
Year
U.S.
Aggregate
Bond
ETF
(NUSA)
Actual
Performance
Beginning
Account
Value
$1,000.00
Ending
Account
Value
$1,035.24
Expenses
Incurred
During
the
Period
$0.82
Hypothetical
Performance
(5%
annualized
return
before
expenses)
Beginning
Account
Value
$1,000.00
Ending
Account
Value
$1,024.33
Expenses
Incurred
During
the
Period
$0.81
Expenses
are
equal
to
the
Fund’s
annualized
net
expense
ratio
of
0.16%
multiplied
by
the
average
account
value
over
the
period,
multiplied
by
184/366
(to
reflect
the
one-half
year
period).
21
Nuveen
ESG
High
Yield
Corporate
Bond
ETF
(NUHY)
Actual
Performance
Beginning
Account
Value
$1,000.00
Ending
Account
Value
$1,059.29
Expenses
Incurred
During
the
Period
$1.60
Hypothetical
Performance
(5%
annualized
return
before
expenses)
Beginning
Account
Value
$1,000.00
Ending
Account
Value
$1,023.58
Expenses
Incurred
During
the
Period
$1.58
Expenses
are
equal
to
the
Fund’s
annualized
net
expense
ratio
of
0.31%
multiplied
by
the
average
account
value
over
the
period,
multiplied
by
184/366
(to
reflect
the
one-half
year
period).
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
Actual
Performance
Beginning
Account
Value
$1,000.00
Ending
Account
Value
$1,031.10
Expenses
Incurred
During
the
Period
$0.82
Hypothetical
Performance
(5%
annualized
return
before
expenses)
Beginning
Account
Value
$1,000.00
Ending
Account
Value
$1,024.33
Expenses
Incurred
During
the
Period
$0.81
Expenses
are
equal
to
the
Fund’s
annualized
net
expense
ratio
of
0.16%
multiplied
by
the
average
account
value
over
the
period,
multiplied
by
184/366
(to
reflect
the
one-half
year
period).
Nuveen
Global
Net
Zero
Transition
ETF
(NTZG)
Actual
Performance
Beginning
Account
Value
$1,000.00
Ending
Account
Value
$1,020.89
Expenses
Incurred
During
the
Period
$2.79
Hypothetical
Performance
(5%
annualized
return
before
expenses)
Beginning
Account
Value
$1,000.00
Ending
Account
Value
$1,022.37
Expenses
Incurred
During
the
Period
$2.80
Expenses
are
equal
to
the
Fund’s
annualized
net
expense
ratio
of
0.55%
multiplied
by
the
average
account
value
over
the
period,
multiplied
by
184/366
(to
reflect
the
one-half
year
period).
22
Nuveen
Enhanced
Yield
U.S.
Aggregate
Bond
ETF
(NUAG)
Portfolio
of
Investments
January
31,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
LONG-TERM
INVESTMENTS
-
97.7%
X
–
CORPORATE
DEBT
-
43.9%
Financials
-
19.3%
$
18
AerCap
Ireland
Capital
DAC
/
AerCap
Global
Aviation
Trust
1.750%
1/30/26
$
16,766
18
AerCap
Ireland
Capital
DAC
/
AerCap
Global
Aviation
Trust
2.450%
10/29/26
16,695
5
AerCap
Ireland
Capital
DAC
/
AerCap
Global
Aviation
Trust
4.625%
10/15/27
4,900
1
AerCap
Ireland
Capital
DAC
/
AerCap
Global
Aviation
Trust
3.000%
10/29/28
907
150
AerCap
Ireland
Capital
DAC
/
AerCap
Global
Aviation
Trust
6.150%
9/30/30
156,478
8
AerCap
Ireland
Capital
DAC
/
AerCap
Global
Aviation
Trust
3.300%
1/30/32
6,857
4
Aetna
Inc
4.500%
5/15/42
3,515
20
Aetna
Inc
4.750%
3/15/44
17,868
12
Affiliated
Managers
Group
Inc
3.500%
8/01/25
11,693
10
Affiliated
Managers
Group
Inc
3.300%
6/15/30
8,963
10
Air
Lease
Corp
3.250%
3/01/25
9,765
1
Air
Lease
Corp
1.875%
8/15/26
920
7
Air
Lease
Corp
2.200%
1/15/27
6,429
8
Air
Lease
Corp
3.625%
4/01/27
7,595
22
Air
Lease
Corp
3.250%
10/01/29
19,895
10
Air
Lease
Corp
3.000%
2/01/30
8,819
5
Alexandria
Real
Estate
Equities
Inc
1.875%
2/01/33
3,846
23
Alexandria
Real
Estate
Equities
Inc
3.550%
3/15/52
16,545
50
Allstate
Corp/The
5.250%
3/30/33
50,969
20
Ally
Financial
Inc
7.100%
11/15/27
21,032
18
Ally
Financial
Inc
2.200%
11/02/28
15,438
1
Ally
Financial
Inc
8.000%
11/01/31
1,106
100
American
Express
Co
4.990%
5/01/26
99,907
13
American
Homes
4
Rent
LP
3.625%
4/15/32
11,606
50
American
International
Group
Inc
4.750%
4/01/48
47,235
9
Aon
Corp
2.800%
5/15/30
7,991
1
Aon
Corp
/
Aon
Global
Holdings
PLC
2.600%
12/02/31
848
60
Aon
Corp
/
Aon
Global
Holdings
PLC
5.350%
2/28/33
61,325
5
Ares
Capital
Corp
3.875%
1/15/26
4,807
100
Ares
Capital
Corp
7.000%
1/15/27
102,613
50
Arthur
J
Gallagher
&
Co
6.750%
2/15/54
57,796
17
Assurant
Inc
3.700%
2/22/30
15,340
10
Assurant
Inc
2.650%
1/15/32
8,270
1
Athene
Holding
Ltd
6.150%
4/03/30
1,033
27
AXIS
Specialty
Finance
PLC
4.000%
12/06/27
26,016
94
Banco
Santander
SA
2.749%
12/03/30
77,601
34
Bank
of
America
Corp
4.948%
7/22/28
34,066
100
Bank
of
America
Corp
4.571%
4/27/33
95,686
120
Bank
of
America
Corp
5.015%
7/22/33
118,939
100
Bank
of
America
Corp
5.872%
9/15/34
104,715
50
(b)
Bank
of
Montreal
5.920%
9/25/25
50,858
100
Bank
of
New
York
Mellon
Corp/The
4.947%
4/26/27
100,173
6
Bank
of
Nova
Scotia/The
3.450%
4/11/25
5,885
57
Bank
of
Nova
Scotia/The
3.625%
10/27/81
44,274
21
BankUnited
Inc
5.125%
6/11/30
19,570
13
Barclays
PLC
2.852%
5/07/26
12,584
13
Barclays
PLC
5.200%
5/12/26
12,934
150
Barclays
PLC
5.501%
8/09/28
150,720
3
Barclays
PLC
5.088%
6/20/30
2,887
23
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Financials
(continued)
$
4
Barclays
PLC
2.667%
3/10/32
$
3,299
4
Barclays
PLC
2.894%
11/24/32
3,302
4
Barclays
PLC
3.811%
3/10/42
3,039
6
Blackstone
Private
Credit
Fund
4.700%
3/24/25
5,927
24
Blackstone
Private
Credit
Fund
2.625%
12/15/26
21,790
16
Blackstone
Secured
Lending
Fund
2.125%
2/15/27
14,405
10
Blue
Owl
Capital
Corp
3.750%
7/22/25
9,661
28
Blue
Owl
Capital
Corp
4.250%
1/15/26
27,067
1
Blue
Owl
Capital
Corp
2.625%
1/15/27
909
14
Blue
Owl
Credit
Income
Corp
4.700%
2/08/27
13,389
15
Boston
Properties
LP
3.400%
6/21/29
13,469
14
(b)
Brighthouse
Financial
Inc
5.625%
5/15/30
14,149
24
Brown
&
Brown
Inc
2.375%
3/15/31
19,901
20
Canadian
Imperial
Bank
of
Commerce
5.001%
4/28/28
20,145
4
Capital
One
Financial
Corp
4.250%
4/30/25
3,954
6
Capital
One
Financial
Corp
1.878%
11/02/27
5,454
34
Capital
One
Financial
Corp
3.800%
1/31/28
32,483
61
Capital
One
Financial
Corp
4.927%
5/10/28
60,138
7
Capital
One
Financial
Corp
3.273%
3/01/30
6,288
46
Capital
One
Financial
Corp
2.359%
7/29/32
34,823
1
Capital
One
Financial
Corp
5.268%
5/10/33
975
100
Charles
Schwab
Corp/The
5.643%
5/19/29
102,315
36
CI
Financial
Corp
3.200%
12/17/30
29,008
2
Citigroup
Inc
3.290%
3/17/26
1,955
20
Citigroup
Inc
4.450%
9/29/27
19,608
1
Citigroup
Inc
3.070%
2/24/28
945
100
Citigroup
Inc
4.658%
5/24/28
99,343
100
Citigroup
Inc
4.412%
3/31/31
96,224
190
Citigroup
Inc
4.910%
5/24/33
186,144
72
Citizens
Financial
Group
Inc
2.500%
2/06/30
60,799
8
CNA
Financial
Corp
3.900%
5/01/29
7,654
8
CNO
Financial
Group
Inc
5.250%
5/30/29
7,875
20
(b)
Cooperatieve
Rabobank
UA
3.750%
7/21/26
19,254
46
Corebridge
Financial
Inc
3.850%
4/05/29
43,444
3
Corporate
Office
Properties
LP
2.900%
12/01/33
2,345
15
Credit
Suisse
AG/New
York
NY
3.700%
2/21/25
14,753
18
Deutsche
Bank
AG/New
York
NY
6.119%
7/14/26
18,130
4
Deutsche
Bank
AG/New
York
NY
2.129%
11/24/26
3,766
4
Deutsche
Bank
AG/New
York
NY
2.311%
11/16/27
3,660
1
Deutsche
Bank
AG/New
York
NY
3.547%
9/18/31
880
200
Deutsche
Bank
AG/New
York
NY
7.079%
2/10/34
204,095
7
Discover
Financial
Services
4.500%
1/30/26
6,914
18
Discover
Financial
Services
4.100%
2/09/27
17,306
50
Discover
Financial
Services
7.964%
11/02/34
55,753
1
Elevance
Health
Inc
2.875%
9/15/29
915
1
Elevance
Health
Inc
4.100%
5/15/32
946
8
Elevance
Health
Inc
3.125%
5/15/50
5,649
23
Enstar
Group
Ltd
3.100%
9/01/31
19,185
10
EPR
Properties
3.750%
8/15/29
8,919
53
Equitable
Holdings
Inc
4.350%
4/20/28
51,564
13
Essex
Portfolio
LP
2.550%
6/15/31
10,886
24
Fairfax
Financial
Holdings
Ltd
4.625%
4/29/30
23,150
11
Federal
Realty
OP
LP
3.500%
6/01/30
10,068
21
Fidelity
National
Financial
Inc
3.400%
6/15/30
18,809
2
Fifth
Third
Bancorp
1.707%
11/01/27
1,812
3
Fifth
Third
Bancorp
3.950%
3/14/28
2,891
30
Fifth
Third
Bancorp
6.361%
10/27/28
30,978
21
First
American
Financial
Corp
2.400%
8/15/31
16,717
11
FS
KKR
Capital
Corp
3.250%
7/15/27
10,097
16
GATX
Corp
4.550%
11/07/28
15,803
Nuveen
Enhanced
Yield
U.S.
Aggregate
Bond
ETF
(NUAG)
(continued)
Portfolio
of
Investments
January
31,
2024
(Unaudited)
24
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Financials
(continued)
$
50
GATX
Corp
6.050%
3/15/34
$
52,044
10
(b)
Goldman
Sachs
BDC
Inc
2.875%
1/15/26
9,532
6
Goldman
Sachs
Group
Inc/The
1.948%
10/21/27
5,518
100
Goldman
Sachs
Group
Inc/The
4.482%
8/23/28
98,520
4
Goldman
Sachs
Group
Inc/The
2.615%
4/22/32
3,375
6
Goldman
Sachs
Group
Inc/The
2.383%
7/21/32
4,947
81
Goldman
Sachs
Group
Inc/The
6.450%
5/01/36
88,475
13
Golub
Capital
BDC
Inc
2.050%
2/15/27
11,534
12
Hartford
Financial
Services
Group
Inc/The
2.800%
8/19/29
10,921
5
Healthcare
Realty
Holdings
LP
3.100%
2/15/30
4,381
11
Healthpeak
OP
LLC
2.875%
1/15/31
9,544
10
Hercules
Capital
Inc
3.375%
1/20/27
9,123
5
Highwoods
Realty
LP
3.050%
2/15/30
4,233
200
HSBC
Holdings
PLC
6.547%
6/20/34
208,414
96
HSBC
Holdings
PLC
6.800%
6/01/38
103,532
28
Humana
Inc
2.150%
2/03/32
22,673
50
Humana
Inc
5.950%
3/15/34
52,738
15
Huntington
Bancshares
Inc/OH
4.000%
5/15/25
14,768
12
Huntington
Bancshares
Inc/OH
2.550%
2/04/30
10,298
28
(b)
Jackson
Financial
Inc
5.170%
6/08/27
28,102
12
Janus
Henderson
US
Holdings
Inc
4.875%
8/01/25
11,895
9
Jefferies
Financial
Group
Inc
4.150%
1/23/30
8,508
100
JPMorgan
Chase
&
Co
2.595%
2/24/26
97,173
6
JPMorgan
Chase
&
Co
1.470%
9/22/27
5,477
100
JPMorgan
Chase
&
Co
6.070%
10/22/27
103,008
10
JPMorgan
Chase
&
Co
2.069%
6/01/29
8,909
4
JPMorgan
Chase
&
Co
3.702%
5/06/30
3,778
6
JPMorgan
Chase
&
Co
2.545%
11/08/32
5,031
12
JPMorgan
Chase
&
Co
4.912%
7/25/33
11,846
170
JPMorgan
Chase
&
Co
5.717%
9/14/33
175,193
22
(b)
Kemper
Corp
3.800%
2/23/32
18,603
77
KeyCorp
2.550%
10/01/29
66,223
5
Kilroy
Realty
LP
2.650%
11/15/33
3,782
2
Kimco
Realty
OP
LLC
2.250%
12/01/31
1,623
12
Kimco
Realty
OP
LLC
4.250%
4/01/45
9,619
31
Lazard
Group
LLC
4.500%
9/19/28
30,108
16
(b)
Lincoln
National
Corp
3.625%
12/12/26
15,451
13
Lloyds
Banking
Group
PLC
4.716%
8/11/26
12,868
21
Main
Street
Capital
Corp
3.000%
7/14/26
19,367
9
Manulife
Financial
Corp
4.061%
2/24/32
8,628
12
Markel
Group
Inc
3.350%
9/17/29
11,030
100
MetLife
Inc
5.375%
7/15/33
103,369
20
Mitsubishi
UFJ
Financial
Group
Inc
5.017%
7/20/28
20,016
3
Morgan
Stanley
4.350%
9/08/26
2,955
2
Morgan
Stanley
3.950%
4/23/27
1,946
150
Morgan
Stanley
3.622%
4/01/31
138,399
1
Morgan
Stanley
4.889%
7/20/33
979
100
Morgan
Stanley
5.424%
7/21/34
101,295
50
Morgan
Stanley
6.627%
11/01/34
55,347
1
Morgan
Stanley
2.484%
9/16/36
799
10
Nasdaq
Inc
3.850%
6/30/26
9,778
100
Nasdaq
Inc
5.550%
2/15/34
103,694
17
NatWest
Group
PLC
5.076%
1/27/30
16,801
3
NNN
REIT
Inc
2.500%
4/15/30
2,584
1
NNN
REIT
Inc
3.000%
4/15/52
656
4
Nomura
Holdings
Inc
1.851%
7/16/25
3,804
3
Nomura
Holdings
Inc
5.386%
7/06/27
3,017
4
Nomura
Holdings
Inc
2.710%
1/22/29
3,561
2
Nomura
Holdings
Inc
3.103%
1/16/30
1,776
1
Nomura
Holdings
Inc
2.679%
7/16/30
856
25
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Financials
(continued)
$
10
Oaktree
Specialty
Lending
Corp
2.700%
1/15/27
$
9,008
7
Old
Republic
International
Corp
3.875%
8/26/26
6,787
10
ORIX
Corp
4.000%
4/13/32
9,448
100
PNC
Financial
Services
Group
Inc/The
5.354%
12/02/28
101,270
50
PNC
Financial
Services
Group
Inc/The
6.875%
10/20/34
55,569
23
(b)
Prospect
Capital
Corp
3.437%
10/15/28
19,842
8
Prudential
Financial
Inc
5.375%
5/15/45
7,883
7
Prudential
Financial
Inc
5.700%
9/15/48
6,829
1
Prudential
Financial
Inc
3.700%
10/01/50
879
8
(b)
Radian
Group
Inc
6.625%
3/15/25
8,036
2
Regency
Centers
LP
2.950%
9/15/29
1,800
7
Regency
Centers
LP
4.400%
2/01/47
5,796
34
Regions
Financial
Corp
1.800%
8/12/28
29,337
10
Reinsurance
Group
of
America
Inc
3.150%
6/15/30
8,952
100
Reinsurance
Group
of
America
Inc
6.000%
9/15/33
104,239
100
Royal
Bank
of
Canada
5.200%
8/01/28
101,880
10
Sabra
Health
Care
LP
3.200%
12/01/31
8,170
7
Santander
Holdings
USA
Inc
3.244%
10/05/26
6,601
1
Santander
Holdings
USA
Inc
2.490%
1/06/28
914
32
Santander
UK
Group
Holdings
PLC
1.532%
8/21/26
29,983
100
(b)
State
Street
Corp
5.159%
5/18/34
100,731
12
Stifel
Financial
Corp
4.000%
5/15/30
11,048
200
Sumitomo
Mitsui
Financial
Group
Inc
5.520%
1/13/28
204,665
6
Sun
Communities
Operating
LP
4.200%
4/15/32
5,449
6
Synchrony
Financial
4.875%
6/13/25
5,916
56
Synchrony
Financial
3.700%
8/04/26
53,147
39
Synchrony
Financial
3.950%
12/01/27
36,613
100
Toronto-Dominion
Bank/The
5.156%
1/10/28
101,460
50
Truist
Financial
Corp
7.161%
10/30/29
53,998
15
UDR
Inc
3.000%
8/15/31
13,070
17
Unum
Group
3.875%
11/05/25
16,532
100
US
Bancorp
5.775%
6/12/29
102,450
12
Ventas
Realty
LP
2.500%
9/01/31
9,859
9
Wells
Fargo
&
Co
3.908%
4/25/26
8,848
1
Wells
Fargo
&
Co
3.526%
3/24/28
958
150
Wells
Fargo
&
Co
4.808%
7/25/28
149,093
100
Wells
Fargo
&
Co
5.389%
4/24/34
100,899
100
Wells
Fargo
&
Co
5.557%
7/25/34
102,094
16
Welltower
OP
LLC
2.800%
6/01/31
13,844
6
Welltower
OP
LLC
3.850%
6/15/32
5,500
117
Westpac
Banking
Corp
2.668%
11/15/35
97,148
14
Willis
North
America
Inc
4.500%
9/15/28
13,686
11
WP
Carey
Inc
2.450%
2/01/32
8,987
Total
Financials
6,919,448
Industrial
-
11.1%
9
Agilent
Technologies
Inc
2.750%
9/15/29
8,186
10
Allegion
plc
3.500%
10/01/29
9,290
3
Altria
Group
Inc
5.800%
2/14/39
3,067
1
Altria
Group
Inc
3.875%
9/16/46
754
5
American
Airlines
2016-2
Class
AA
Pass
Through
Trust2020
A
3.200%
6/15/28
4,329
29
American
Tower
Corp
2.100%
6/15/30
24,357
1
American
Tower
Corp
4.050%
3/15/32
934
1
Amgen
Inc
2.300%
2/25/31
854
88
Amgen
Inc
3.150%
2/21/40
68,496
6
Amgen
Inc
5.150%
11/15/41
5,865
1
Amgen
Inc
3.000%
1/15/52
686
1
Amgen
Inc
4.200%
2/22/52
830
11
Amphenol
Corp
2.200%
9/15/31
9,164
Nuveen
Enhanced
Yield
U.S.
Aggregate
Bond
ETF
(NUAG)
(continued)
Portfolio
of
Investments
January
31,
2024
(Unaudited)
26
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
3
Aptiv
PLC
3.100%
12/01/51
$
1,956
3
Aptiv
PLC
/
Aptiv
Corp
3.250%
3/01/32
2,646
10
ArcelorMittal
SA
4.250%
7/16/29
9,629
9
AT&T
Inc
2.750%
6/01/31
7,828
100
AT&T
Inc
5.400%
2/15/34
102,580
67
AT&T
Inc
4.850%
3/01/39
63,794
30
AT&T
Inc
3.500%
6/01/41
23,834
14
Autodesk
Inc
2.400%
12/15/31
11,851
11
AutoNation
Inc
3.850%
3/01/32
9,722
13
AutoZone
Inc
4.000%
4/15/30
12,432
11
Barrick
North
America
Finance
LLC
5.700%
5/30/41
11,453
1
BAT
Capital
Corp
4.742%
3/16/32
957
8
BAT
Capital
Corp
4.390%
8/15/37
6,750
100
BAT
Capital
Corp
7.079%
8/02/43
106,094
12
Becton
Dickinson
&
Co
1.957%
2/11/31
9,956
13
Becton
Dickinson
&
Co
4.685%
12/15/44
12,153
22
Bell
Telephone
Co
of
Canada
or
Bell
Canada
3.650%
8/15/52
16,832
10
Best
Buy
Co
Inc
1.950%
10/01/30
8,320
14
Biogen
Inc
5.200%
9/15/45
13,705
45
Boeing
Co/The
5.705%
5/01/40
45,330
8
BorgWarner
Inc
4.375%
3/15/45
6,547
7
Boston
Scientific
Corp
4.550%
3/01/39
6,723
11
Broadcom
Inc,
144A
4.000%
4/15/29
10,588
74
Broadcom
Inc,
144A
3.187%
11/15/36
60,113
17
Broadridge
Financial
Solutions
Inc
2.600%
5/01/31
14,456
6
Brunswick
Corp/DE
4.400%
9/15/32
5,427
21
Campbell
Soup
Co
2.375%
4/24/30
18,149
1
Canadian
Natural
Resources
Ltd
2.950%
7/15/30
881
5
Canadian
Natural
Resources
Ltd
5.850%
2/01/35
5,088
2
Canadian
Natural
Resources
Ltd
6.750%
2/01/39
2,177
8
Canadian
Pacific
Railway
Co
2.450%
12/02/31
7,375
3
Canadian
Pacific
Railway
Co
4.800%
8/01/45
2,810
14
Canadian
Pacific
Railway
Co
4.700%
5/01/48
12,658
10
Cardinal
Health
Inc
4.500%
11/15/44
8,648
14
Carlisle
Cos
Inc
2.200%
3/01/32
11,416
5
Carrier
Global
Corp
2.722%
2/15/30
4,466
6
Carrier
Global
Corp
3.577%
4/05/50
4,595
9
CENCORA
INC
2.700%
3/15/31
7,844
5
Cenovus
Energy
Inc
5.250%
6/15/37
4,788
20
CF
Industries
Inc
5.375%
3/15/44
19,311
8
(b)
Charter
Communications
Operating
LLC
/
Charter
Communications
Operating
Capital
5.375%
4/01/38
7,253
1
Charter
Communications
Operating
LLC
/
Charter
Communications
Operating
Capital
3.500%
3/01/42
687
94
Charter
Communications
Operating
LLC
/
Charter
Communications
Operating
Capital
5.375%
5/01/47
78,690
1
Charter
Communications
Operating
LLC
/
Charter
Communications
Operating
Capital
5.250%
4/01/53
821
2
Choice
Hotels
International
Inc
3.700%
1/15/31
1,742
10
Church
&
Dwight
Co
Inc
2.300%
12/15/31
8,422
33
Cigna
Group/The
4.900%
12/15/48
30,731
5
Clorox
Co/The
4.400%
5/01/29
4,950
11
Conagra
Brands
Inc
5.300%
11/01/38
10,712
6
Constellation
Brands
Inc
4.750%
5/09/32
5,925
10
Constellation
Brands
Inc
5.250%
11/15/48
9,806
10
Corning
Inc
3.900%
11/15/49
8,078
27
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
26
Crown
Castle
Inc
2.500%
7/15/31
$
21,667
4
CSX
Corp
2.400%
2/15/30
3,545
1
CSX
Corp
4.100%
11/15/32
957
1
CSX
Corp
3.800%
4/15/50
799
49
CVS
Health
Corp
4.875%
7/20/35
48,066
18
CVS
Health
Corp
4.780%
3/25/38
16,886
9
Dell
International
LLC
/
EMC
Corp
6.200%
7/15/30
9,610
7
Dell
International
LLC
/
EMC
Corp
8.350%
7/15/46
9,130
2
Dell
International
LLC
/
EMC
Corp
3.450%
12/15/51
1,435
16
Deutsche
Telekom
International
Finance
BV
8.750%
6/15/30
19,058
9
Devon
Energy
Corp
5.600%
7/15/41
8,677
5
Diamondback
Energy
Inc
3.125%
3/24/31
4,438
16
Diamondback
Energy
Inc
4.250%
3/15/52
12,851
10
Dick's
Sporting
Goods
Inc
3.150%
1/15/32
8,503
61
Discovery
Communications
LLC
4.000%
9/15/55
42,948
7
Dollar
General
Corp
4.125%
4/03/50
5,494
11
Dollar
Tree
Inc
3.375%
12/01/51
7,512
10
Dover
Corp
2.950%
11/04/29
9,051
2
Dow
Chemical
Co/The
4.250%
10/01/34
1,897
8
Dow
Chemical
Co/The
5.250%
11/15/41
7,807
15
DuPont
de
Nemours
Inc
5.319%
11/15/38
15,115
6
Eastman
Chemical
Co
4.800%
9/01/42
5,488
14
(b)
eBay
Inc
2.600%
5/10/31
12,092
50
Energy
Transfer
LP
6.550%
12/01/33
53,913
22
Energy
Transfer
LP
5.800%
6/15/38
22,226
22
Energy
Transfer
LP
5.000%
5/15/44
19,413
7
Equifax
Inc
2.600%
12/15/25
6,704
10
Equifax
Inc
5.100%
12/15/27
10,084
22
Equifax
Inc
2.350%
9/15/31
18,251
3
Equinix
Inc
2.500%
5/15/31
2,548
17
Equinix
Inc
3.900%
4/15/32
15,732
4
Expedia
Group
Inc
3.250%
2/15/30
3,634
3
Expedia
Group
Inc
2.950%
3/15/31
2,630
10
FactSet
Research
Systems
Inc
3.450%
3/01/32
8,920
7
(b)
FedEx
Corp
3.100%
8/05/29
6,475
6
FedEx
Corp
3.900%
2/01/35
5,468
14
FedEx
Corp
4.050%
2/15/48
11,480
11
Fidelity
National
Information
Services
Inc
1.650%
3/01/28
9,847
50
(b)
Fidelity
National
Information
Services
Inc
2.250%
3/01/31
42,167
7
Fiserv
Inc
2.250%
6/01/27
6,492
50
Fiserv
Inc
5.625%
8/21/33
52,076
11
Fortune
Brands
Innovations
Inc
3.250%
9/15/29
10,144
19
Fox
Corp
3.500%
4/08/30
17,498
50
Fox
Corp
6.500%
10/13/33
53,925
11
Freeport-McMoRan
Inc
4.250%
3/01/30
10,324
7
GE
Capital
Funding
LLC
4.550%
5/15/32
6,845
1
General
Electric
Co
4.350%
5/01/50
905
12
General
Mills
Inc
4.550%
4/17/38
11,119
2
General
Motors
Co
6.600%
4/01/36
2,155
8
General
Motors
Financial
Co
Inc
4.300%
4/06/29
7,686
10
General
Motors
Financial
Co
Inc
3.100%
1/12/32
8,498
12
Genuine
Parts
Co
2.750%
2/01/32
10,074
17
Gilead
Sciences
Inc
4.000%
9/01/36
15,585
9
Gilead
Sciences
Inc
4.750%
3/01/46
8,505
50
Gilead
Sciences
Inc
5.550%
10/15/53
53,077
6
Global
Payments
Inc
4.950%
8/15/27
6,020
6
Global
Payments
Inc
4.450%
6/01/28
5,853
5
Global
Payments
Inc
2.900%
5/15/30
4,403
1
Global
Payments
Inc
2.900%
11/15/31
852
7
GLP
Capital
LP
/
GLP
Financing
II
Inc
5.300%
1/15/29
6,896
Nuveen
Enhanced
Yield
U.S.
Aggregate
Bond
ETF
(NUAG)
(continued)
Portfolio
of
Investments
January
31,
2024
(Unaudited)
28
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
9
Halliburton
Co
4.500%
11/15/41
$
8,147
8
Halliburton
Co
4.750%
8/01/43
7,525
10
Hasbro
Inc
3.900%
11/19/29
9,284
8
HCA
Inc
4.125%
6/15/29
7,640
20
HCA
Inc
4.375%
3/15/42
17,099
10
HCA
Inc
3.500%
7/15/51
7,009
4
Hewlett
Packard
Enterprise
Co
6.200%
10/15/35
4,285
6
HP
Inc
3.400%
6/17/30
5,492
16
HP
Inc
4.200%
4/15/32
15,009
6
(b)
HP
Inc
6.000%
9/15/41
6,305
10
Huntsman
International
LLC
2.950%
6/15/31
8,398
12
Ingredion
Inc
2.900%
6/01/30
10,720
8
International
Paper
Co
4.800%
6/15/44
7,314
7
International
Paper
Co
4.400%
8/15/47
5,961
6
J
M
Smucker
Co/The
2.125%
3/15/32
4,870
16
J
M
Smucker
Co/The
4.250%
3/15/35
14,798
6
(b)
Jabil
Inc
3.600%
1/15/30
5,500
12
Johnson
Controls
International
plc
4.950%
7/02/64
10,806
14
Kellanova
2.100%
6/01/30
12,010
15
Keurig
Dr
Pepper
Inc
3.200%
5/01/30
13,735
13
Keurig
Dr
Pepper
Inc
4.500%
4/15/52
11,438
41
Kinder
Morgan
Energy
Partners
LP
6.375%
3/01/41
42,471
10
Kinder
Morgan
Inc
2.000%
2/15/31
8,253
1
Kinder
Morgan
Inc
3.600%
2/15/51
708
6
Kraft
Heinz
Foods
Co
4.250%
3/01/31
5,806
24
Kraft
Heinz
Foods
Co
5.500%
6/01/50
24,317
3
Kroger
Co/The
2.200%
5/01/30
2,567
1
Kroger
Co/The
1.700%
1/15/31
812
4
Kroger
Co/The
5.400%
1/15/49
3,985
5
L3Harris
Technologies
Inc
2.900%
12/15/29
4,522
8
L3Harris
Technologies
Inc
1.800%
1/15/31
6,570
10
Laboratory
Corp
of
America
Holdings
2.700%
6/01/31
8,677
2
Lear
Corp
3.500%
5/30/30
1,816
10
Lear
Corp
2.600%
1/15/32
8,135
2
Leggett
&
Platt
Inc
3.500%
11/15/51
1,406
15
Leidos
Inc
2.300%
2/15/31
12,503
10
Lowe's
Cos
Inc
4.500%
4/15/30
9,932
9
Lowe's
Cos
Inc
4.050%
5/03/47
7,511
1
Lowe's
Cos
Inc
4.250%
4/01/52
841
19
LYB
International
Finance
BV
5.250%
7/15/43
18,039
13
Magellan
Midstream
Partners
LP
5.150%
10/15/43
12,087
11
Marathon
Petroleum
Corp
6.500%
3/01/41
11,979
3
Marriott
International
Inc/MD
4.650%
12/01/28
2,987
5
Marriott
International
Inc/MD
4.500%
10/01/34
4,612
6
Martin
Marietta
Materials
Inc
2.500%
3/15/30
5,300
3
Martin
Marietta
Materials
Inc
2.400%
7/15/31
2,533
1
Martin
Marietta
Materials
Inc
3.200%
7/15/51
722
24
Masco
Corp
2.000%
2/15/31
19,794
20
Mastercard
Inc
4.875%
3/09/28
20,560
13
(b)
McCormick
&
Co
Inc/MD
1.850%
2/15/31
10,640
25
McDonald's
Corp
4.700%
12/09/35
24,697
13
MDC
Holdings
Inc
3.966%
8/06/61
9,573
12
Micron
Technology
Inc
5.327%
2/06/29
12,194
8
Molson
Coors
Beverage
Co
4.200%
7/15/46
6,785
6
Mondelez
International
Inc
3.000%
3/17/32
5,287
5
Mondelez
International
Inc
1.875%
10/15/32
4,031
7
Moody's
Corp
3.250%
1/15/28
6,689
45
Moody's
Corp
2.000%
8/19/31
37,106
4
Motorola
Solutions
Inc
2.300%
11/15/30
3,373
11
Motorola
Solutions
Inc
2.750%
5/24/31
9,373
29
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
42
MPLX
LP
4.500%
4/15/38
$
37,798
31
National
Fuel
Gas
Co
5.500%
1/15/26
31,144
13
NetApp
Inc
2.700%
6/22/30
11,446
20
Newmont
Corp
5.875%
4/01/35
21,231
6
Norfolk
Southern
Corp
3.000%
3/15/32
5,277
11
Norfolk
Southern
Corp
4.800%
8/15/43
9,842
8
Norfolk
Southern
Corp
3.700%
3/15/53
6,228
9
Northrop
Grumman
Corp
4.400%
5/01/30
8,890
50
Northrop
Grumman
Corp
5.200%
6/01/54
50,188
12
Nutrien
Ltd
5.625%
12/01/40
12,074
6
NXP
BV
/
NXP
Funding
LLC
/
NXP
USA
Inc
2.500%
5/11/31
5,047
8
NXP
BV
/
NXP
Funding
LLC
/
NXP
USA
Inc
2.650%
2/15/32
6,684
6
NXP
BV
/
NXP
Funding
LLC
/
NXP
USA
Inc
3.250%
11/30/51
4,187
19
ONEOK
Partners
LP
6.125%
2/01/41
19,854
20
Oracle
Corp
2.875%
3/25/31
17,599
27
Oracle
Corp
3.800%
11/15/37
23,047
76
Oracle
Corp
3.650%
3/25/41
60,479
14
Orange
SA
5.375%
1/13/42
14,260
4
Owens
Corning
4.300%
7/15/47
3,443
3
Packaging
Corp
of
America
3.050%
10/01/51
2,066
18
Paramount
Global
4.950%
1/15/31
17,020
24
(b)
Paramount
Global
4.900%
8/15/44
18,989
14
Parker-Hannifin
Corp
4.450%
11/21/44
12,683
6
Phillips
66
4.650%
11/15/34
5,829
5
Phillips
66
5.875%
5/01/42
5,361
26
Phillips
66
3.300%
3/15/52
18,483
5
Phillips
66
Co
3.150%
12/15/29
4,583
13
Plains
All
American
Pipeline
LP
/
PAA
Finance
Corp
3.800%
9/15/30
12,009
30
Quanta
Services
Inc
2.350%
1/15/32
24,479
11
Quest
Diagnostics
Inc
2.800%
6/30/31
9,607
3
Raytheon
Technologies
Corp
1.900%
9/01/31
2,444
20
Raytheon
Technologies
Corp
4.625%
11/16/48
18,092
1
Raytheon
Technologies
Corp
3.030%
3/15/52
681
50
Raytheon
Technologies
Corp
6.400%
3/15/54
57,582
14
Regeneron
Pharmaceuticals
Inc
1.750%
9/15/30
11,565
9
RELX
Capital
Inc
3.000%
5/22/30
8,199
5
Republic
Services
Inc
1.750%
2/15/32
4,014
13
Revvity
Inc
2.550%
3/15/31
11,038
33
Rogers
Communications
Inc
5.000%
3/15/44
30,990
1
Rogers
Communications
Inc
4.550%
3/15/52
859
1
Roper
Technologies
Inc
2.950%
9/15/29
914
10
Roper
Technologies
Inc
2.000%
6/30/30
8,492
18
(b)
Royalty
Pharma
PLC
2.150%
9/02/31
14,665
14
(b)
RPM
International
Inc
4.250%
1/15/48
11,489
6
Sherwin-Williams
Co/The
2.200%
3/15/32
4,971
10
Sherwin-Williams
Co/The
4.000%
12/15/42
8,408
11
Sonoco
Products
Co
2.850%
2/01/32
9,435
7
Southern
Copper
Corp
5.250%
11/08/42
6,634
40
Spectra
Energy
Partners
LP
4.500%
3/15/45
34,374
9
(b)
Starbucks
Corp
3.550%
8/15/29
8,611
2
Starbucks
Corp
3.000%
2/14/32
1,782
11
Starbucks
Corp
3.350%
3/12/50
8,092
16
Steel
Dynamics
Inc
3.450%
4/15/30
14,764
26
Stryker
Corp
4.100%
4/01/43
22,941
24
Suncor
Energy
Inc
4.000%
11/15/47
19,064
13
Sysco
Corp
5.950%
4/01/30
13,816
15
Sysco
Corp
3.150%
12/14/51
10,537
12
Tapestry
Inc
3.050%
3/15/32
9,597
10
Teck
Resources
Ltd
6.000%
8/15/40
10,151
Nuveen
Enhanced
Yield
U.S.
Aggregate
Bond
ETF
(NUAG)
(continued)
Portfolio
of
Investments
January
31,
2024
(Unaudited)
30
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
5
Teledyne
FLIR
LLC
2.500%
8/01/30
$
4,310
9
TELUS
Corp
4.300%
6/15/49
7,574
5
Textron
Inc
3.000%
6/01/30
4,484
38
Time
Warner
Cable
LLC
5.500%
9/01/41
33,445
11
T-Mobile
USA
Inc
2.250%
11/15/31
9,113
80
T-Mobile
USA
Inc
3.400%
10/15/52
57,471
100
T-Mobile
USA
Inc
6.000%
6/15/54
109,288
4
Trane
Technologies
Global
Holding
Co
Ltd
5.750%
6/15/43
4,254
26
TransCanada
PipeLines
Ltd
4.100%
4/15/30
24,820
19
(b)
TransCanada
PipeLines
Ltd
5.100%
3/15/49
18,087
5
Transcontinental
Gas
Pipe
Line
Co
LLC
3.250%
5/15/30
4,561
16
Transcontinental
Gas
Pipe
Line
Co
LLC
3.950%
5/15/50
12,902
4
Triton
Container
International
Ltd
/
TAL
International
Container
Corp
3.250%
3/15/32
3,247
11
Tyson
Foods
Inc
5.100%
9/28/48
9,930
16
United
Airlines
2014-1
Class
A
Pass
Through
Trust
4.000%
4/11/26
15,530
14
Vale
Overseas
Ltd
3.750%
7/08/30
12,694
23
Valero
Energy
Corp
3.650%
12/01/51
16,859
25
Verizon
Communications
Inc
2.550%
3/21/31
21,490
96
Verizon
Communications
Inc
2.355%
3/15/32
79,726
2
Verizon
Communications
Inc
3.400%
3/22/41
1,581
7
Verizon
Communications
Inc
2.850%
9/03/41
5,121
6
Verizon
Communications
Inc
4.000%
3/22/50
4,920
6
(b)
Verizon
Communications
Inc
3.875%
3/01/52
4,796
12
(b)
VF
Corp
2.950%
4/23/30
10,071
26
Viatris
Inc
3.850%
6/22/40
19,679
12
VICI
Properties
LP
5.125%
5/15/32
11,468
18
VMware
LLC
4.700%
5/15/30
17,704
6
Vodafone
Group
PLC
4.375%
2/19/43
5,239
37
Vodafone
Group
PLC
4.875%
6/19/49
33,436
12
Vontier
Corp
2.950%
4/01/31
9,985
13
Vulcan
Materials
Co
3.500%
6/01/30
12,065
10
Warnermedia
Holdings
Inc
4.279%
3/15/32
9,156
12
Warnermedia
Holdings
Inc
5.050%
3/15/42
10,637
12
Waste
Connections
Inc
2.200%
1/15/32
9,941
11
Western
Union
Co/The
1.350%
3/15/26
10,158
13
Westlake
Corp
3.125%
8/15/51
8,518
6
Weyerhaeuser
Co
4.000%
4/15/30
5,720
3
Weyerhaeuser
Co
3.375%
3/09/33
2,642
3
Whirlpool
Corp
4.700%
5/14/32
2,920
10
Whirlpool
Corp
5.150%
3/01/43
8,950
23
Williams
Cos
Inc/The
2.600%
3/15/31
19,658
8
Workday
Inc
3.700%
4/01/29
7,623
21
WRKCo
Inc
4.900%
3/15/29
21,090
13
Xylem
Inc/NY
2.250%
1/30/31
11,119
2
Zimmer
Biomet
Holdings
Inc
4.250%
8/15/35
1,803
6
Zimmer
Biomet
Holdings
Inc
5.750%
11/30/39
6,135
11
Zoetis
Inc
4.700%
2/01/43
10,334
Total
Industrial
3,956,781
Utility
-
13.5%
5
AEP
Texas
Inc
3.800%
10/01/47
3,724
100
AEP
Texas
Inc
5.250%
5/15/52
96,404
9
Ameren
Corp
1.950%
3/15/27
8,260
8
Ameren
Corp
1.750%
3/15/28
7,104
4
Ameren
Corp
3.500%
1/15/31
3,649
4
American
Electric
Power
Co
Inc
4.300%
12/01/28
3,906
4
American
Electric
Power
Co
Inc
3.875%
2/15/62
3,517
50
American
Water
Capital
Corp
4.150%
6/01/49
42,949
31
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Utility
(continued)
$
50
Atmos
Energy
Corp
6.200%
11/15/53
$
57,219
30
Avangrid
Inc
3.200%
4/15/25
29,210
46
Avangrid
Inc
3.800%
6/01/29
43,277
4
Black
Hills
Corp
3.150%
1/15/27
3,804
10
Black
Hills
Corp
4.200%
9/15/46
7,926
11
Black
Hills
Corp
3.875%
10/15/49
8,092
18
Cleco
Corporate
Holdings
LLC
4.973%
5/01/46
15,240
1
CMS
Energy
Corp
4.875%
3/01/44
942
50
Consolidated
Edison
Co
of
New
York
Inc
5.900%
11/15/53
54,503
111
Constellation
Energy
Generation
LLC
5.600%
6/15/42
110,421
20
Dayton
Power
&
Light
Co/The
3.950%
6/15/49
15,025
13
Delmarva
Power
&
Light
Co
4.000%
6/01/42
10,503
6
Dominion
Energy
Inc
3.600%
3/15/27
5,781
1
Dominion
Energy
Inc
4.350%
8/15/32
954
100
Dominion
Energy
Inc
5.375%
11/15/32
101,427
8
Dominion
Energy
Inc
5.250%
8/01/33
8,051
7
Dominion
Energy
Inc
4.900%
8/01/41
6,429
13
Dominion
Energy
Inc
4.850%
8/15/52
11,720
11
Duke
Energy
Corp
3.150%
8/15/27
10,404
1
Duke
Energy
Corp
4.300%
3/15/28
981
337
Duke
Energy
Corp
3.950%
8/15/47
267,292
1
Duke
Energy
Corp
5.000%
8/15/52
925
100
Duke
Energy
Indiana
LLC
5.400%
4/01/53
99,839
4
Edison
International
4.950%
4/15/25
3,975
27
El
Paso
Electric
Co
5.000%
12/01/44
23,367
8
Emera
US
Finance
LP
3.550%
6/15/26
7,694
42
(b)
Emera
US
Finance
LP
4.750%
6/15/46
34,706
43
Enel
Chile
SA
4.875%
6/12/28
42,529
1
Entergy
Corp
0.900%
9/15/25
936
1
Entergy
Corp
1.900%
6/15/28
889
1
Entergy
Corp
3.750%
6/15/50
747
21
Essential
Utilities
Inc
3.351%
4/15/50
15,096
4
Eversource
Energy
0.800%
8/15/25
3,739
1
Eversource
Energy
3.300%
1/15/28
940
1
Eversource
Energy
4.250%
4/01/29
963
6
Eversource
Energy
3.450%
1/15/50
4,229
6
Exelon
Corp
2.750%
3/15/27
5,643
194
Exelon
Corp
4.050%
4/15/30
185,037
3
Exelon
Corp
4.950%
6/15/35
2,886
21
Exelon
Corp
5.100%
6/15/45
19,698
7
Exelon
Corp
4.450%
4/15/46
6,064
1
Exelon
Corp
4.700%
4/15/50
893
40
Fortis
Inc/Canada
3.055%
10/04/26
38,060
200
Georgia
Power
Co
4.700%
5/15/32
197,495
81
Georgia
Power
Co
3.700%
1/30/50
63,509
68
Iberdrola
International
BV
6.750%
7/15/36
77,939
50
Idaho
Power
Co
5.800%
4/01/54
52,596
10
Interstate
Power
and
Light
Co
4.100%
9/26/28
9,726
100
(b)
Interstate
Power
and
Light
Co
3.600%
4/01/29
94,745
5
IPALCO
Enterprises
Inc
3.700%
9/01/24
4,929
7
IPALCO
Enterprises
Inc
4.250%
5/01/30
6,571
1
ITC
Holdings
Corp
5.300%
7/01/43
963
12
National
Grid
USA
5.803%
4/01/35
12,280
100
National
Rural
Utilities
Cooperative
Finance
Corp
4.800%
3/15/28
101,233
50
National
Rural
Utilities
Cooperative
Finance
Corp,(WI/DD)
5.000%
2/07/31
50,345
18
NextEra
Energy
Capital
Holdings
Inc
4.450%
6/20/25
17,844
8
NextEra
Energy
Capital
Holdings
Inc
1.875%
1/15/27
7,382
150
NextEra
Energy
Capital
Holdings
Inc
4.900%
2/28/28
150,687
Nuveen
Enhanced
Yield
U.S.
Aggregate
Bond
ETF
(NUAG)
(continued)
Portfolio
of
Investments
January
31,
2024
(Unaudited)
32
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Utility
(continued)
$
67
NextEra
Energy
Capital
Holdings
Inc
1.900%
6/15/28
$
59,391
4
NextEra
Energy
Capital
Holdings
Inc
3.500%
4/01/29
3,768
19
NextEra
Energy
Capital
Holdings
Inc
5.000%
7/15/32
18,918
4
NextEra
Energy
Capital
Holdings
Inc
5.650%
5/01/79
3,853
3
NextEra
Energy
Capital
Holdings
Inc
3.800%
3/15/82
2,624
9
NiSource
Inc
3.490%
5/15/27
8,670
98
NiSource
Inc
5.950%
6/15/41
101,879
6
NiSource
Inc
5.650%
2/01/45
6,020
7
NiSource
Inc
3.950%
3/30/48
5,568
19
NiSource
Inc
5.000%
6/15/52
17,717
100
NSTAR
Electric
Co
4.950%
9/15/52
95,611
4
Oglethorpe
Power
Corp
5.950%
11/01/39
4,116
69
Oglethorpe
Power
Corp
4.200%
12/01/42
55,467
14
Oglethorpe
Power
Corp
4.250%
4/01/46
11,115
3
Oglethorpe
Power
Corp
5.050%
10/01/48
2,705
7
Oglethorpe
Power
Corp
5.250%
9/01/50
6,586
8
Pacific
Gas
and
Electric
Co
3.300%
12/01/27
7,497
9
Pacific
Gas
and
Electric
Co
3.000%
6/15/28
8,258
9
(b)
Pacific
Gas
and
Electric
Co
4.200%
3/01/29
8,584
100
Pacific
Gas
and
Electric
Co
5.900%
6/15/32
102,290
200
Pacific
Gas
and
Electric
Co
6.950%
3/15/34
220,294
109
Pacific
Gas
and
Electric
Co
4.200%
6/01/41
87,420
6
Pacific
Gas
and
Electric
Co
4.450%
4/15/42
4,962
8
Pacific
Gas
and
Electric
Co
3.750%
8/15/42
6,001
7
Pacific
Gas
and
Electric
Co
4.300%
3/15/45
5,585
7
Pacific
Gas
and
Electric
Co
4.000%
12/01/46
5,262
7
Pacific
Gas
and
Electric
Co
3.950%
12/01/47
5,225
106
Pacific
Gas
and
Electric
Co
4.950%
7/01/50
92,377
104
Pacific
Gas
and
Electric
Co
5.250%
3/01/52
93,107
200
PacifiCorp
5.500%
5/15/54
193,202
48
Pennsylvania
Electric
Co
6.150%
10/01/38
50,423
125
Piedmont
Natural
Gas
Co
Inc
3.640%
11/01/46
91,770
11
Piedmont
Natural
Gas
Co
Inc
3.350%
6/01/50
7,541
60
Pinnacle
West
Capital
Corp
1.300%
6/15/25
57,001
10
PPL
Capital
Funding
Inc
3.100%
5/15/26
9,620
1
PPL
Capital
Funding
Inc
4.125%
4/15/30
952
150
Public
Service
Co
of
Colorado
5.250%
4/01/53
147,403
100
Public
Service
Electric
and
Gas
Co
5.450%
8/01/53
104,827
66
Puget
Energy
Inc
2.379%
6/15/28
59,077
26
Puget
Energy
Inc
4.100%
6/15/30
23,890
1
Sempra
3.300%
4/01/25
978
4
Sempra
3.250%
6/15/27
3,799
2
Sempra
3.400%
2/01/28
1,905
98
Sempra
3.800%
2/01/38
83,330
19
Sempra
4.000%
2/01/48
15,346
4
Sempra
4.125%
4/01/52
3,522
100
Southern
California
Edison
Co
5.700%
3/01/53
102,822
1
Southern
Co
Gas
Capital
Corp
4.400%
5/30/47
848
1
Southern
Co/The
5.113%
8/01/27
1,012
100
Southern
Co/The
5.700%
3/15/34
104,570
51
Southern
Power
Co
4.950%
12/15/46
46,316
35
Southwest
Gas
Corp
4.150%
6/01/49
27,237
8
Southwestern
Electric
Power
Co
1.650%
3/15/26
7,479
4
Southwestern
Electric
Power
Co
4.100%
9/15/28
3,880
1
Southwestern
Electric
Power
Co
3.900%
4/01/45
777
109
Southwestern
Electric
Power
Co
3.250%
11/01/51
73,766
21
Southwestern
Public
Service
Co
6.000%
10/01/36
21,680
28
Spire
Inc
4.700%
8/15/44
23,036
25
Union
Electric
Co
5.450%
3/15/53
25,311
100
Virginia
Electric
and
Power
Co
5.350%
1/15/54
99,669
33
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Utility
(continued)
$
100
WEC
Energy
Group
Inc
4.750%
1/15/28
$
99,933
11
Xcel
Energy
Inc
1.750%
3/15/27
10,075
1
Xcel
Energy
Inc
4.000%
6/15/28
973
7
Xcel
Energy
Inc
4.800%
9/15/41
6,305
Total
Utility
4,846,958
Total
Corporate
Debt
(cost
$16,684,304)
15,723,187
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X
–
U.S.
TREASURY
-
25.4%
$
183
United
States
Treasury
Note/Bond
1.125%
2/28/25
176,223
100
United
States
Treasury
Note/Bond
3.875%
4/30/25
99,180
400
United
States
Treasury
Note/Bond
4.250%
5/31/25
398,625
250
United
States
Treasury
Note/Bond
4.750%
7/31/25
251,172
800
United
States
Treasury
Note/Bond
5.000%
8/31/25
807,406
808
United
States
Treasury
Note/Bond
0.250%
9/30/25
755,543
100
United
States
Treasury
Note/Bond
4.875%
11/30/25
101,039
500
United
States
Treasury
Note/Bond
4.250%
12/31/25
500,039
425
United
States
Treasury
Note/Bond
0.375%
1/31/26
393,988
425
United
States
Treasury
Note/Bond
0.750%
3/31/26
395,466
704
United
States
Treasury
Note/Bond
0.750%
4/30/26
652,891
3
United
States
Treasury
Note/Bond
0.875%
6/30/26
2,596
4
United
States
Treasury
Note/Bond
1.250%
12/31/26
3,331
1,200
United
States
Treasury
Note/Bond
4.000%
1/15/27
1,199,719
1
United
States
Treasury
Note/Bond
2.500%
3/31/27
957
30
United
States
Treasury
Note/Bond
2.750%
4/30/27
28,888
3
United
States
Treasury
Note/Bond
3.250%
6/30/27
2,737
0(c)
United
States
Treasury
Note/Bond
2.750%
7/31/27
384
150
United
States
Treasury
Note/Bond
3.625%
5/31/28
148,359
105
United
States
Treasury
Note/Bond
4.375%
8/31/28
107,121
100
United
States
Treasury
Note/Bond
4.875%
10/31/28
104,219
150
United
States
Treasury
Note/Bond
3.125%
11/15/28
145,055
500
United
States
Treasury
Note/Bond
4.000%
1/31/29
503,008
233
United
States
Treasury
Note/Bond
2.375%
5/15/29
216,290
37
United
States
Treasury
Note/Bond
1.625%
8/15/29
32,947
35
United
States
Treasury
Note/Bond
0.625%
5/15/30
28,636
50
United
States
Treasury
Note/Bond
3.750%
5/31/30
49,520
0(c)
United
States
Treasury
Note/Bond
1.625%
5/15/31
343
150
United
States
Treasury
Note/Bond
4.500%
11/15/33
156,633
1,100
United
States
Treasury
Note/Bond
3.375%
8/15/42
968,387
200
United
States
Treasury
Note/Bond
3.875%
2/15/43
188,273
100
United
States
Treasury
Note/Bond
3.875%
5/15/43
94,094
210
United
States
Treasury
Note/Bond
4.750%
11/15/43
222,305
200
United
States
Treasury
Note/Bond
3.625%
2/15/53
179,562
100
United
States
Treasury
Note/Bond
3.625%
5/15/53
89,859
75
United
States
Treasury
Note/Bond
4.125%
8/15/53
73,746
25
United
States
Treasury
Note/Bond
4.750%
11/15/53
27,297
Total
U.S.
Treasury
(cost
$9,369,935)
9,105,838
Nuveen
Enhanced
Yield
U.S.
Aggregate
Bond
ETF
(NUAG)
(continued)
Portfolio
of
Investments
January
31,
2024
(Unaudited)
34
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X
–
SECURITIZED
-
19.0%
$
250
American
Express
Credit
Account
Master
Trust
2022
2
3.390%
5/17/27
$
245,462
100
Avis
Budget
Rental
Car
Funding
AESOP
LLC
2020
1A,
144A
2.330%
8/20/26
96,126
50
Bank5
2023
5YR3
6.724%
9/15/56
53,649
50
Bank5
6.500%
12/15/56
53,278
100
BBCMS
Mortgage
Trust
2022-C17
2022
C17
4.174%
9/15/55
95,748
150
Benchmark
2021-B27
Mortgage
Trust
2.703%
7/15/54
105,802
90
BMARK
2023-V4
6.841%
11/15/56
97,235
45
BMO
Mortgage
Trust
2023
5C2
6.673%
11/15/56
48,290
150
Capital
One
Multi-Asset
Execution
Trust
2022
A2
3.490%
5/15/27
147,316
37
Carmax
Auto
Owner
Trust
2022-3
2022
3
3.810%
9/15/25
37,016
100
CNH
Equipment
Trust
2023-B
5.600%
2/15/29
102,013
250
COMM
2015-LC19
Mortgage
Trust
3.527%
2/10/48
241,324
200
COMM
2018-COR3
Mortgage
Trust
4.228%
5/10/51
190,146
100
Dell
Equipment
Finance
Trust
2023
3,
144A
6.100%
4/23/29
100,703
25
Fannie
Mae
Pool
FN
MA1489
3.000%
7/01/43
22,574
166
Fannie
Mae
Pool
FN
AS6302
3.500%
12/01/45
154,189
61
Fannie
Mae
Pool
FN
MA3211
4.000%
12/01/47
58,919
110
Fannie
Mae
Pool
FN
MA3239
4.000%
1/01/48
105,793
160
Fannie
Mae
Pool
FN
MA3276
3.500%
2/01/48
148,610
37
Fannie
Mae
Pool
FN
MA3277
4.000%
2/01/48
35,739
82
Fannie
Mae
Pool
FN
MA3305
3.500%
3/01/48
76,146
25
Fannie
Mae
Pool
FN
MA3306
4.000%
3/01/48
24,114
50
Fannie
Mae
Pool
FN
MA3383
3.500%
6/01/48
46,585
332
Fannie
Mae
Pool
FN
MA3416
4.500%
7/01/48
326,533
44
Fannie
Mae
Pool
FN
MA3467
4.000%
9/01/48
42,465
47
Fannie
Mae
Pool
FN
MA3663
3.500%
5/01/49
43,571
73
Fannie
Mae
Pool
FN
MA3744
3.000%
8/01/49
64,450
84
Fannie
Mae
Pool
FN
MA3774
3.000%
9/01/49
74,271
241
Fannie
Mae
Pool
FN
MA4305
2021
MTGE
2.000%
4/01/51
194,746
118
Fannie
Mae
Pool
FN
MA4562
2.000%
3/01/52
95,324
432
Fannie
Mae
Pool
FN
MA4578
2.500%
4/01/52
363,855
89
Fannie
Mae
Pool
FN
MA4737
2022
1
5.000%
8/01/52
88,155
442
Fannie
Mae
Pool
FN
MA4738
5.500%
8/01/52
444,099
180
Fannie
Mae
Pool
FN
MA4761
5.000%
9/01/52
177,796
68
Freddie
Mac
Gold
Pool
FG
G08800
3.500%
2/01/48
62,787
200
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2023
K505
4.819%
6/25/28
203,211
200
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2023
K506
4.650%
8/25/28
202,091
100
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2023
K507
4.800%
9/25/28
101,652
194
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2021
K127
1.353%
11/25/30
173,298
100
GM
Financial
Consumer
Automobile
Receivables
Trust
2022-2
3.100%
2/16/27
98,211
221
GS
Mortgage
Securities
Trust
2016-GS4
3.178%
11/10/49
211,444
35
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
$
100
Hertz
Vehicle
Financing
III
LLC
2022
1A,
144A
1.990%
6/25/26
$
96,148
37
Honda
Auto
Receivables
2022-2
Owner
Trust
2022
2
3.810%
3/18/25
36,373
100
HPEFS
Equipment
Trust
2023
2A,
144A
6.040%
1/21/31
100,788
135
Hyundai
Auto
Receivables
Trust
2022-B
3.720%
11/16/26
133,160
100
John
Deere
Owner
Trust
2022
A
2.490%
1/16/29
96,017
25
Mercedes-Benz
Auto
Receivables
Trust
2024-1
4.790%
7/15/31
25,129
20
Morgan
Stanley
Bank
of
America
Merrill
Lynch
Trust
2015-C20
3.249%
2/15/48
19,497
250
Morgan
Stanley
Capital
I
Trust
2021-L5
1.518%
5/15/54
228,625
100
OneMain
Financial
Issuance
Tru
2023
2A,
144A
6.170%
9/15/36
102,185
100
Santander
Drive
Auto
Receivabl
2023
4
6.040%
12/15/31
102,631
15
Santander
Drive
Auto
Receivables
Trust
2022-5
4.110%
8/17/26
14,557
95
Tesla
Auto
Lease
Trust
2023-A
,
144A
5.860%
8/20/25
94,745
67
Toyota
Auto
Receivables
2022-C
Owner
Trust
3.830%
8/15/25
66,409
100
Verizon
Master
Trust
2022
7
5.230%
11/22/27
99,926
250
Wells
Fargo
Commercial
Mortgage
Trust
2014-LC16
4.020%
8/15/50
246,262
100
Westlake
Automobile
Receivables
Trust
2022-1
,
144A
2.750%
3/15/27
99,108
Total
Securitized
(cost
$7,103,329)
6,816,296
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X
–
GOVERNMENT
RELATED
-
9.4%
Government
Agency
-
0.7%
$
20
Export-Import
Bank
of
Korea
2.500%
6/29/41
14,198
50
(b)
Federal
Farm
Credit
Banks
Funding
Corp
5.125%
10/10/25
50,580
30
Federal
Home
Loan
Banks
5.000%
2/28/25
30,094
8
(b)
Federal
Home
Loan
Mortgage
Corp
6.250%
7/15/32
9,251
4
Federal
Home
Loan
Mortgage
Corp
1.310%
8/17/33
3,038
1
Federal
National
Mortgage
Association
1.875%
9/24/26
946
6
Federal
National
Mortgage
Association
6.625%
11/15/30
6,888
6
Federal
National
Mortgage
Association
5.625%
7/15/37
6,815
9
Tennessee
Valley
Authority
5.250%
9/15/39
9,527
129
Tennessee
Valley
Authority
3.500%
12/15/42
108,873
5
Tennessee
Valley
Authority
4.250%
9/15/52
4,549
Total
Government
Agency
244,759
Municipal
Bonds
-
3.8%
(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
12,755
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
30,432
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
51,229
Nuveen
Enhanced
Yield
U.S.
Aggregate
Bond
ETF
(NUAG)
(continued)
Portfolio
of
Investments
January
31,
2024
(Unaudited)
36
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Municipal
Bonds
(continued)
$
42
California
State
University,
Systemwide
Revenue
Bonds,
Taxable
Series
2021B
(No
Opt.
Call)
2.719%
11/01/52
$
28,872
10
California
State
University,
Systemwide
Revenue
Bonds,
Taxable
Series
2021B
(Optional
Call:
11/31
at
100.00)
2.939%
11/01/52
6,982
50
California
State,
General
Obligation
Bonds,
Taxable
Various
Purpose
Series
2018
(Optional
Call:
4/28
at
100.00)
4.500%
4/01/33
49,394
70
California
State,
General
Obligation
Bonds,
Taxable
Various
Purpose
Series
2018
(Optional
Call:
4/28
at
100.00)
4.600%
4/01/38
67,506
50
California
State,
General
Obligation
Bonds,
Various
Purpose
Build
America
Taxable
Bond
Series
2010
(No
Opt.
Call)
7.625%
3/01/40
62,993
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
10,730
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
33,391
47
Chicago,Illinois,
O'Hare
International
Airport
Revenue
Bond,
Series
2018
(No
Opt.
Call)
4.572%
1/01/54
43,991
40
Commonwealth
Financing
Authority,
Pennsylvania,
Revenue
Bonds,
Taxable
Series
2021A
(No
Opt.
Call)
2.991%
6/01/42
30,861
6
Commonwealth
Financing
Authority,
Pennsylvania,
State
Appropriation
Lease
Bonds,
Plancon
Program,
Taxable
Series
2018A
(No
Opt.
Call)
3.864%
6/01/38
5,486
10
Cook
County,
Illinois,
General
Obligation
Bonds,
Build
America
Taxable
Bonds,
Series
2010D
(No
Opt.
Call)
6.229%
11/15/34
10,670
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
27,264
20
Dallas
Fort
Worth
International
Airport,
Texas,  Joint
Revenue
Bonds,
Taxable
Improvement
Series
2022A
(No
Opt.
Call)
4.087%
11/01/51
17,477
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
18,681
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
29,890
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
803
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
29,809
126
Illinois
State,
General
Obligation
Bonds,
Pension
Funding
Series
2003
(No
Opt.
Call)
5.100%
6/01/33
125,277
37
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Municipal
Bonds
(continued)
$
40
Kansas
Development
Finance
Authority,
Kansas,
Revenue
Bonds,
State
of
Kansas
KPERS
Projects,
Taxable
Series
2021K
(No
Opt.
Call)
2.774%
5/01/51
$
28,242
30
Los
Angeles
Community
College
District,
California,
General
Obligation
Bonds,
Build
America
Taxable
Bonds,
Series
2010
(No
Opt.
Call)
6.750%
8/01/49
37,290
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
5,357
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
38,347
49
Massachusetts
State,
General
Obligation
Bonds,
Taxable
Refunding
Series
2019D2021
2021
(No
Opt.
Call)
2.663%
9/01/39
39,788
11
Michigan
Finance
Authority,
Hospital
Revenue
Bonds,
Trinity
Health
Credit
Group,
Taxable
Refunding
Series
2019-T
(No
Opt.
Call)
3.384%
12/01/40
8,991
21
Missouri
Health
and
Educational
Facilities
Authority,
Revenue
Bonds,
Washington
University,
Series
2016B
(No
Opt.
Call)
3.086%
9/15/51
15,191
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
40,860
45
New
Jersey
Turnpike
Authority,
Revenue
Bonds,
Build
America
Taxable
Bonds,
Series
2010A
(No
Opt.
Call)
7.102%
1/01/41
54,545
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
1,053
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
15,666
32
New
York
State
Thruway
Authority,
General
Revenue
Bonds,
Taxable
Series
2019M
(No
Opt.
Call)
2.900%
1/01/35
27,520
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
38,260
10
Ohio
State
University,
General
Receipts
Bonds,
Build
America
Taxable
Bond
Series
2010C
(No
Opt.
Call)
4.910%
6/01/40
9,965
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
67,684
39
Province
of
British
Columbia
Canada
(No
Opt.
Call)
1.300%
1/29/31
32,296
75
Sales
Tax
Securitization
Corporation,
Illinois,
Series
2021
(No
Opt.
Call)
3.238%
1/01/42
60,429
Nuveen
Enhanced
Yield
U.S.
Aggregate
Bond
ETF
(NUAG)
(continued)
Portfolio
of
Investments
January
31,
2024
(Unaudited)
38
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Municipal
Bonds
(continued)
$
7
Texas
State,
General
Obligation
Bonds,
Transportation
Commission,
Build
America
Taxable
Bonds,
Series
2010A
(No
Opt.
Call)
4.631%
4/01/33
$
7,031
90
Texas
Transportation
Commission,
General
Obligation
Bonds,
Mobility
Fund,
Refunding
Series
2020
(Optional
Call:
10/30
at
100.00)
2.472%
10/01/44
63,648
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
57,852
32
Tucson,
Arizona,
Certificates
of
Participation,
Taxable
Series
2021A
(No
Opt.
Call)
2.856%
7/01/47
23,826
Total
Municipal
Bonds
1,368,334
Sovereign
Debt
-
4.9%
8
Chile
Government
International
Bond
2.550%
7/27/33
6,587
5
Chile
Government
International
Bond
3.500%
1/31/34
4,412
1
Chile
Government
International
Bond
3.625%
10/30/42
791
102
Chile
Government
International
Bond
3.500%
1/25/50
75,207
13
Chile
Government
International
Bond
4.000%
1/31/52
10,364
13
Chile
Government
International
Bond
3.250%
9/21/71
8,322
9
Colombia
Government
International
Bond
4.125%
2/22/42
6,088
13
Colombia
Government
International
Bond
5.000%
6/15/45
9,463
19
Colombia
Government
International
Bond
5.200%
5/15/49
14,022
13
Colombia
Government
International
Bond
4.125%
5/15/51
8,171
13
Colombia
Government
International
Bond
3.875%
2/15/61
7,629
1
Hungary
Government
International
Bond
7.625%
3/29/41
1,150
1
Indonesia
Government
International
Bond
4.350%
1/11/48
870
1
Indonesia
Government
International
Bond
5.350%
2/11/49
1,004
213
Indonesia
Government
International
Bond
4.300%
3/31/52
183,013
15
Indonesia
Government
International
Bond
3.350%
3/12/71
10,021
20
Inter-American
Development
Bank
4.375%
1/24/44
19,419
28
Israel
Government
International
Bond
4.500%
1/30/43
24,169
200
Israel
Government
International
Bond
4.125%
1/17/48
156,467
11
Korea
International
Bond
3.875%
9/20/48
9,494
80
Mexico
Government
International
Bond
4.280%
8/14/41
64,648
200
Mexico
Government
International
Bond
4.750%
3/08/44
168,400
200
Mexico
Government
International
Bond
6.338%
5/04/53
199,361
98
Panama
Government
International
Bond
4.500%
5/15/47
66,155
130
Panama
Government
International
Bond
3.870%
7/23/60
73,020
1
Peruvian
Government
International
Bond
1.862%
12/01/32
772
13
Peruvian
Government
International
Bond
3.000%
1/15/34
10,839
113
Peruvian
Government
International
Bond
3.300%
3/11/41
85,775
17
Peruvian
Government
International
Bond
3.550%
3/10/51
12,422
5
Peruvian
Government
International
Bond
2.780%
12/01/60
2,961
1
Peruvian
Government
International
Bond
3.600%
1/15/72
675
16
Peruvian
Government
International
Bond
3.230%
7/28/21
9,464
10
Philippine
Government
International
Bond
5.000%
1/13/37
9,972
59
Philippine
Government
International
Bond
3.700%
3/01/41
48,572
200
Philippine
Government
International
Bond
3.200%
7/06/46
145,148
36
Republic
of
Italy
Government
International
Bond
5.375%
6/15/33
35,979
60
Republic
of
Italy
Government
International
Bond
4.000%
10/17/49
44,383
100
Republic
of
Poland
Government
International
Bond
5.500%
4/04/53
100,913
17
Uruguay
Government
International
Bond
5.100%
6/18/50
16,521
39
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Sovereign
Debt
(continued)
$
90
Uruguay
Government
International
Bond
4.975%
4/20/55
$
84,856
Total
Sovereign
Debt
1,737,499
Total
Government
Related
(cost
$4,119,162)
3,350,592
Total
Long-Term
Investments
(cost
$37,276,730)
34,995,913
Shares
Description
(a)
Coupon
Value
INVESTMENTS
PURCHASED
WITH
COLLATERAL
FROM
SECURITIES
LENDING
-
1.8%
658,451
(e)
State
Street
Navigator
Securities
Lending
Government
Money
Market
Portfolio
5.340%(f)
$
658,451
Total
Investments
Purchased
with
Collateral
from
Securities
Lending
(cost
$658,451)
658,451
Total
Investments
(cost
$37,935,181
)
-
99.5%
35,654,364
Other
Assets
&
Liabilities,
Net
-
0.5%
169,817
Net
Assets
-
100%
$
35,824,181
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)
Investment,
or
a
portion
of
investment,
is
out
on
loan
for
securities
lending.
The
total
value
of
the
securities
out
on
loan
as
of
the
end
of
the
reporting
period
was
$638,948.
(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.
(e)
The
Fund
may
loan
securities
representing
up
to
one
third
of
the
value
of
its
total
assets
(which
includes
collateral
for
securities
on
loan)
to
broker
dealers,
banks,
and
other
institutions.
The
collateral
maintained
by
the
Fund
shall
have
a
value,
at
the
inception
of
each
loan,
equal
to
not
less
than
100%
of
the
value
of
the
loaned
securities.
The
cash
collateral
received
by
the
Fund
is
invested
in
this
money
market
fund.
(f)
The
rate
shown
is
the
one-day
yield
as
of
the
end
of
the
reporting
period.
144A
Investment
is
exempt
from
registration
under
Rule
144A
of
the
Securities
Act
of
1933,
as
amended.
These
investments
may
only
be
resold
in
transactions
exempt
from
registration,
which
are
normally
those
transactions
with
qualified
institutional
buyers.
REIT
Real
Estate
Investment
Trust
WI/DD
Purchased
on
a
when-issued
or
delayed
delivery
basis.
See
Notes
to
Financial
Statements
40
Nuveen
ESG
1-5
Year
U.S.
Aggregate
Bond
ETF
(NUSA)
Portfolio
of
Investments
January
31,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
LONG-TERM
INVESTMENTS
-
98.7%
X
–
U.S.
TREASURY
-
58.0%
$
800
United
States
Treasury
Note/Bond
3.875%
3/31/25
$
793,344
100
United
States
Treasury
Note/Bond
3.875%
4/30/25
99,180
100
United
States
Treasury
Note/Bond
0.250%
5/31/25
94,543
800
United
States
Treasury
Note/Bond
4.250%
5/31/25
797,250
500
United
States
Treasury
Note/Bond
4.625%
6/30/25
501,172
650
United
States
Treasury
Note/Bond
0.250%
7/31/25
611,051
950
United
States
Treasury
Note/Bond
4.750%
7/31/25
954,453
450
United
States
Treasury
Note/Bond
4.875%
11/30/25
454,676
200
United
States
Treasury
Note/Bond
0.375%
12/31/25
185,953
200
United
States
Treasury
Note/Bond
4.250%
12/31/25
200,016
250
United
States
Treasury
Note/Bond
3.875%
1/15/26
248,320
800
United
States
Treasury
Note/Bond
4.000%
2/15/26
796,687
300
United
States
Treasury
Note/Bond
0.750%
4/30/26
278,379
50
United
States
Treasury
Note/Bond
0.875%
6/30/26
46,359
100
United
States
Treasury
Note/Bond
1.125%
10/31/26
92,492
100
United
States
Treasury
Note/Bond
1.250%
12/31/26
92,535
900
United
States
Treasury
Note/Bond
1.875%
2/28/27
845,191
300
United
States
Treasury
Note/Bond
2.500%
3/31/27
286,969
850
United
States
Treasury
Note/Bond
2.750%
4/30/27
818,490
850
United
States
Treasury
Note/Bond
2.625%
5/31/27
814,572
150
United
States
Treasury
Note/Bond
3.250%
6/30/27
146,648
250
United
States
Treasury
Note/Bond
2.750%
7/31/27
240,215
150
United
States
Treasury
Note/Bond
3.125%
8/31/27
145,881
500
United
States
Treasury
Note/Bond
4.125%
10/31/27
503,125
500
United
States
Treasury
Note/Bond
3.875%
11/30/27
498,809
100
United
States
Treasury
Note/Bond
3.875%
12/31/27
99,805
500
United
States
Treasury
Note/Bond
3.500%
1/31/28
492,246
300
United
States
Treasury
Note/Bond
4.000%
2/29/28
300,855
700
United
States
Treasury
Note/Bond
3.625%
3/31/28
692,344
700
United
States
Treasury
Note/Bond
3.500%
4/30/28
688,762
400
United
States
Treasury
Note/Bond
3.625%
5/31/28
395,625
200
United
States
Treasury
Note/Bond
4.000%
6/30/28
200,805
75
United
States
Treasury
Note/Bond
4.125%
7/31/28
75,712
300
United
States
Treasury
Note/Bond
4.625%
9/30/28
309,258
250
United
States
Treasury
Note/Bond
4.375%
11/30/28
255,488
400
United
States
Treasury
Note/Bond
3.750%
12/31/28
397,719
300
United
States
Treasury
Note/Bond
4.000%
1/31/29
301,805
Total
U.S.
Treasury
(cost
$14,892,404)
14,756,734
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X
–
CORPORATE
DEBT
-
23.4%
Financials
-
10.6%
$
60
AerCap
Ireland
Capital
DAC
/
AerCap
Global
Aviation
Trust
3.875%
1/23/28
57,071
10
Aflac
Inc
1.125%
3/15/26
9,245
20
Air
Lease
Corp
2.875%
1/15/26
19,092
41
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Financials
(continued)
$
20
Ally
Financial
Inc
7.100%
11/15/27
$
21,032
50
American
Express
Co
5.850%
11/05/27
52,155
60
Banco
Santander
SA
1.722%
9/14/27
54,418
30
Bank
of
America
Corp
4.827%
7/22/26
29,841
121
Bank
of
America
Corp
1.734%
7/22/27
111,529
100
Bank
of
America
Corp
4.376%
4/27/28
98,044
50
Bank
of
Montreal
5.717%
9/25/28
51,893
50
Bank
of
New
York
Mellon
Corp/The
0.750%
1/28/26
46,360
60
Bank
of
Nova
Scotia/The
1.350%
6/24/26
55,430
80
Barclays
PLC
2.279%
11/24/27
73,605
11
Boston
Properties
LP
2.750%
10/01/26
10,254
20
Brixmor
Operating
Partnership
LP
3.900%
3/15/27
19,216
20
Camden
Property
Trust
5.850%
11/03/26
20,603
10
Canadian
Imperial
Bank
of
Commerce
3.300%
4/07/25
9,794
20
Canadian
Imperial
Bank
of
Commerce
3.945%
8/04/25
19,729
13
Capital
One
Financial
Corp
2.636%
3/03/26
12,571
24
Capital
One
Financial
Corp
7.149%
10/29/27
25,011
14
Capital
One
Financial
Corp
3.800%
1/31/28
13,375
20
Centene
Corp
4.250%
12/15/27
19,226
20
Charles
Schwab
Corp/The
1.150%
5/13/26
18,405
17
Charles
Schwab
Corp/The
2.450%
3/03/27
15,873
10
Charles
Schwab
Corp/The
5.643%
5/19/29
10,232
10
Chubb
INA
Holdings
Inc
3.150%
3/15/25
9,805
56
Citigroup
Inc
3.290%
3/17/26
54,734
100
Citigroup
Inc
4.658%
5/24/28
99,343
20
Citizens
Financial
Group
Inc
2.850%
7/27/26
18,775
30
Cooperatieve
Rabobank
UA
4.375%
8/04/25
29,532
50
Deutsche
Bank
AG/New
York
NY
2.129%
11/24/26
47,073
30
Digital
Realty
Trust
LP
3.700%
8/15/27
29,016
20
Elevance
Health
Inc
3.650%
12/01/27
19,275
10
Equitable
Holdings
Inc
4.350%
4/20/28
9,729
30
Fifth
Third
Bancorp
1.707%
11/01/27
27,177
20
GATX
Corp
3.250%
9/15/26
19,195
100
Goldman
Sachs
Group
Inc/The
4.482%
8/23/28
98,520
14
Goldman
Sachs
Group
Inc/The
6.484%
10/24/29
14,865
20
Healthpeak
OP
LLC
3.250%
7/15/26
19,257
132
HSBC
Holdings
PLC
4.755%
6/09/28
130,264
10
Humana
Inc
5.750%
12/01/28
10,362
10
Huntington
Bancshares
Inc/OH
4.000%
5/15/25
9,845
30
ING
Groep
NV
1.726%
4/01/27
27,865
170
JPMorgan
Chase
&
Co
2.947%
2/24/28
160,438
48
JPMorgan
Chase
&
Co
4.851%
7/25/28
47,935
30
Kimco
Realty
OP
LLC
3.800%
4/01/27
28,956
10
(b)
Lincoln
National
Corp
3.625%
12/12/26
9,657
50
Lloyds
Banking
Group
PLC
4.582%
12/10/25
49,186
20
M&T
Bank
Corp
7.413%
10/30/29
21,548
10
Manulife
Financial
Corp
4.150%
3/04/26
9,838
40
Mizuho
Financial
Group
Inc
2.651%
5/22/26
38,641
2
Morgan
Stanley
2.630%
2/18/26
1,944
90
Morgan
Stanley
4.679%
7/17/26
89,393
83
Morgan
Stanley
5.164%
4/20/29
83,544
40
Nasdaq
Inc
5.350%
6/28/28
41,022
30
NatWest
Group
PLC
4.800%
4/05/26
29,827
5
ORIX
Corp
5.000%
9/13/27
5,063
10
PNC
Financial
Services
Group
Inc/The
1.150%
8/13/26
9,141
30
PNC
Financial
Services
Group
Inc/The
6.615%
10/20/27
31,184
10
Progressive
Corp/The
2.500%
3/15/27
9,422
10
Radian
Group
Inc
4.500%
10/01/24
9,901
50
Royal
Bank
of
Canada
1.200%
4/27/26
46,275
30
Santander
Holdings
USA
Inc
2.490%
1/06/28
27,427
Nuveen
ESG
1-5
Year
U.S.
Aggregate
Bond
ETF
(NUSA)
(continued)
Portfolio
of
Investments
January
31,
2024
(Unaudited)
42
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Financials
(continued)
$
30
Santander
UK
Group
Holdings
PLC
1.673%
6/14/27
$
27,416
10
SITE
Centers
Corp
4.700%
6/01/27
9,934
30
State
Street
Corp
5.820%
11/04/28
31,091
78
Sumitomo
Mitsui
Financial
Group
Inc
3.784%
3/09/26
76,236
10
Synchrony
Financial
4.875%
6/13/25
9,860
10
Toronto-Dominion
Bank/The
1.200%
6/03/26
9,218
40
Toronto-Dominion
Bank/The
1.250%
9/10/26
36,637
10
Truist
Financial
Corp
4.260%
7/28/26
9,854
40
Truist
Financial
Corp
7.161%
10/30/29
43,199
30
UBS
Group
AG
4.550%
4/17/26
29,678
50
US
Bancorp
3.100%
4/27/26
47,952
20
Ventas
Realty
LP
3.850%
4/01/27
19,267
50
Westpac
Banking
Corp
2.894%
2/04/30
48,505
10
Willis
North
America
Inc
4.650%
6/15/27
9,922
Total
Financials
2,707,747
Industrial
-
11.3%
30
3M
Co
2.250%
9/19/26
28,090
10
Alibaba
Group
Holding
Ltd
3.400%
12/06/27
9,513
20
Amcor
Finance
USA
Inc
3.625%
4/28/26
19,355
50
American
Honda
Finance
Corp
5.250%
7/07/26
50,889
40
American
Tower
Corp
3.650%
3/15/27
38,623
60
Amgen
Inc
3.200%
11/02/27
57,293
30
Astrazeneca
Finance
LLC
1.200%
5/28/26
27,806
50
AT&T
Inc
1.700%
3/25/26
46,850
20
AutoZone
Inc
5.050%
7/15/26
20,093
10
Baxter
International
Inc
2.600%
8/15/26
9,465
30
Bristol-Myers
Squibb
Co
3.200%
6/15/26
29,094
40
Broadcom
Corp
/
Broadcom
Cayman
Finance
Ltd
3.875%
1/15/27
38,963
20
Canadian
Pacific
Railway
Co
1.750%
12/02/26
18,504
20
Carrier
Global
Corp,
144A
5.800%
11/30/25
20,288
47
Caterpillar
Financial
Services
Corp
0.800%
11/13/25
44,025
20
Celanese
US
Holdings
LLC
6.165%
7/15/27
20,487
30
Charter
Communications
Operating
LLC
/
Charter
Communications
Operating
Capital
6.150%
11/10/26
30,645
50
Cigna
Group/The
1.250%
3/15/26
46,286
30
CNH
Industrial
Capital
LLC
1.450%
7/15/26
27,629
70
Comcast
Corp
3.300%
4/01/27
67,470
20
Conagra
Brands
Inc
5.300%
10/01/26
20,220
30
Crown
Castle
Inc
2.900%
3/15/27
28,133
6
Dell
International
LLC
/
EMC
Corp
6.020%
6/15/26
6,130
30
Dell
International
LLC
/
EMC
Corp
5.250%
2/01/28
30,648
10
Discovery
Communications
LLC
3.950%
3/20/28
9,554
10
Dollar
General
Corp
4.625%
11/01/27
9,937
10
DXC
Technology
Co
1.800%
9/15/26
9,153
20
eBay
Inc
1.400%
5/10/26
18,537
50
Enbridge
Inc
8.250%
1/15/84
51,754
10
Equinix
Inc
1.450%
5/15/26
9,276
10
Equinix
Inc
1.800%
7/15/27
9,071
30
Fidelity
National
Information
Services
Inc
1.650%
3/01/28
26,856
30
Fiserv
Inc
5.450%
3/02/28
30,778
20
Fortive
Corp
3.150%
6/15/26
19,218
20
General
Mills
Inc
4.200%
4/17/28
19,706
50
General
Motors
Financial
Co
Inc
5.400%
4/06/26
50,318
50
General
Motors
Financial
Co
Inc
5.800%
1/07/29
51,330
30
Gilead
Sciences
Inc
2.950%
3/01/27
28,622
10
Global
Payments
Inc
4.950%
8/15/27
10,033
50
HCA
Inc
3.125%
3/15/27
47,536
43
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
31
Home
Depot
Inc/The
2.125%
9/15/26
$
29,245
10
Home
Depot
Inc/The
4.900%
4/15/29
10,239
20
HP
Inc
1.450%
6/17/26
18,433
10
Illumina
Inc
5.750%
12/13/27
10,232
60
Intel
Corp
2.600%
5/19/26
57,500
60
International
Business
Machines
Corp
3.300%
5/15/26
58,284
10
IQVIA
Inc,
144A
6.250%
2/01/29
10,407
10
Jabil
Inc
4.250%
5/15/27
9,787
30
John
Deere
Capital
Corp
0.700%
1/15/26
27,912
43
John
Deere
Capital
Corp
4.950%
7/14/28
43,947
30
(b)
Johnson
&
Johnson
0.550%
9/01/25
28,229
10
Kellanova
3.400%
11/15/27
9,602
10
Kinder
Morgan
Inc
1.750%
11/15/26
9,207
30
Kinder
Morgan
Inc
4.300%
3/01/28
29,401
20
Kraft
Heinz
Foods
Co
3.000%
6/01/26
19,212
10
Kyndryl
Holdings
Inc
2.050%
10/15/26
9,160
10
Laboratory
Corp
of
America
Holdings
3.600%
9/01/27
9,643
10
Lennox
International
Inc
1.700%
8/01/27
9,061
30
Lowe's
Cos
Inc
4.800%
4/01/26
30,035
10
Marathon
Petroleum
Corp
5.125%
12/15/26
10,075
20
Mastercard
Inc
4.875%
3/09/28
20,560
10
McKesson
Corp
1.300%
8/15/26
9,202
70
Microsoft
Corp
2.400%
8/08/26
66,751
10
Mondelez
International
Inc
2.625%
3/17/27
9,444
15
Moody's
Corp
3.750%
3/24/25
14,802
10
Motorola
Solutions
Inc
4.600%
2/23/28
9,953
30
MPLX
LP
4.125%
3/01/27
29,392
20
MPLX
LP
4.250%
12/01/27
19,590
10
National
Fuel
Gas
Co
5.200%
7/15/25
9,955
10
Nokia
Oyj
4.375%
6/12/27
9,623
16
ONEOK
Inc
5.550%
11/01/26
16,270
90
Oracle
Corp
2.800%
4/01/27
84,909
20
PACCAR
Financial
Corp
5.050%
8/10/26
20,279
20
Parker-Hannifin
Corp
4.250%
9/15/27
19,784
20
PayPal
Holdings
Inc
3.900%
6/01/27
19,640
30
PepsiCo
Inc
5.125%
11/10/26
30,560
10
PepsiCo
Inc
2.625%
3/19/27
9,494
50
Pfizer
Investment
Enterprises
Pte
Ltd
4.450%
5/19/26
49,772
20
Phillips
66
Co
3.750%
3/01/28
19,285
30
Procter
&
Gamble
Co/The
1.900%
2/01/27
28,067
20
Regal
Rexnord
Corp,
144A
6.050%
4/15/28
20,293
10
Republic
Services
Inc
2.900%
7/01/26
9,611
20
Rogers
Communications
Inc
3.200%
3/15/27
19,117
20
Roper
Technologies
Inc
1.400%
9/15/27
17,873
11
Ryder
System
Inc
2.850%
3/01/27
10,379
50
Ryder
System
Inc
6.300%
12/01/28
52,997
20
S&P
Global
Inc
2.450%
3/01/27
18,826
50
Sabine
Pass
Liquefaction
LLC
5.000%
3/15/27
50,130
20
Sherwin-Williams
Co/The
3.450%
6/01/27
19,289
20
Shire
Acquisitions
Investments
Ireland
DAC
3.200%
9/23/26
19,247
20
Stanley
Black
&
Decker
Inc
2.300%
2/24/25
19,389
20
Starbucks
Corp
3.500%
3/01/28
19,237
10
Sysco
Corp
3.250%
7/15/27
9,545
20
Target
Corp
2.250%
4/15/25
19,419
10
Thermo
Fisher
Scientific
Inc
5.000%
1/31/29
10,231
80
Toyota
Motor
Corp
5.275%
7/13/26
81,366
10
Toyota
Motor
Credit
Corp
4.450%
5/18/26
9,982
50
Toyota
Motor
Credit
Corp
4.650%
1/05/29
50,207
12
TransCanada
PipeLines
Ltd
4.250%
5/15/28
11,714
20
Unilever
Capital
Corp
4.875%
9/08/28
20,478
Nuveen
ESG
1-5
Year
U.S.
Aggregate
Bond
ETF
(NUSA)
(continued)
Portfolio
of
Investments
January
31,
2024
(Unaudited)
44
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
30
Verizon
Communications
Inc
3.000%
3/22/27
$
28,526
40
Verizon
Communications
Inc
2.100%
3/22/28
36,169
30
Visa
Inc
3.150%
12/14/25
29,309
20
VMware
LLC
1.400%
8/15/26
18,306
10
VMware
LLC
3.900%
8/21/27
9,674
40
Walt
Disney
Co/The
1.750%
1/13/26
37,881
30
Warnermedia
Holdings
Inc
3.755%
3/15/27
28,819
20
Waste
Management
Inc
3.150%
11/15/27
19,128
10
Western
Union
Co/The
1.350%
3/15/26
9,234
80
Weyerhaeuser
Co
4.750%
5/15/26
79,589
10
Zimmer
Biomet
Holdings
Inc
5.350%
12/01/28
10,296
Total
Industrial
2,871,382
Utility
-
1.5%
26
American
Electric
Power
Co
Inc
5.750%
11/01/27
26,807
8
American
Water
Capital
Corp
2.950%
9/01/27
7,559
10
Atmos
Energy
Corp
3.000%
6/15/27
9,525
15
Avangrid
Inc
3.150%
12/01/24
14,675
12
Berkshire
Hathaway
Energy
Co
4.050%
4/15/25
11,882
10
CenterPoint
Energy
Inc
2.500%
9/01/24
9,825
10
CMS
Energy
Corp
3.000%
5/15/26
9,576
11
DTE
Energy
Co
1.050%
6/01/25
10,416
10
(b)
Enel
Americas
SA
4.000%
10/25/26
9,695
10
Evergy
Kansas
Central
Inc
2.550%
7/01/26
9,507
29
Eversource
Energy
2.900%
3/01/27
27,339
27
Exelon
Corp
3.400%
4/15/26
26,191
10
Fortis
Inc/Canada
3.055%
10/04/26
9,515
10
Interstate
Power
and
Light
Co
3.250%
12/01/24
9,829
10
Louisville
Gas
and
Electric
Co
3.300%
10/01/25
9,770
40
National
Rural
Utilities
Cooperative
Finance
Corp
3.450%
6/15/25
39,232
16
NiSource
Inc
0.950%
8/15/25
15,033
9
Oncor
Electric
Delivery
Co
LLC
2.950%
4/01/25
8,800
20
Public
Service
Electric
and
Gas
Co
2.250%
9/15/26
18,874
28
Sempra
5.400%
8/01/26
28,337
36
Southern
California
Edison
Co
4.900%
6/01/26
36,118
20
WEC
Energy
Group
Inc
5.000%
9/27/25
20,001
Total
Utility
368,506
Total
Corporate
Debt
(cost
$5,965,074)
5,947,635
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X
–
SECURITIZED
-
11.5%
$
20
BA
Credit
Card
Trust
2021
A1
0.440%
9/15/26
19,788
50
BANK
2021-BNK34
1.935%
6/15/63
46,130
100
Benchmark
2021-B29
Mortgage
Trust
2.024%
9/15/54
91,446
100
CarMax
Auto
Owner
Trust
2023
4
6.000%
7/17/28
102,710
100
Citigroup
Commercial
Mortgage
Trust
2016-GC37
3.314%
4/10/49
95,537
120
COMM
2014-LC17
Mortgage
Trust
3.648%
10/10/47
118,869
42
Fannie
Mae
Pool
FN
MA3392
3.500%
6/01/33
41,122
73
Fannie
Mae
Pool
FN
MA3798
3.000%
10/01/34
69,169
20
Fannie
Mae
Pool
FN
MA3828
3.000%
11/01/34
19,012
22
Fannie
Mae
Pool
FN
MA3897
3.000%
1/01/35
20,826
124
Fannie
Mae
Pool
FN
MA3985
3.000%
4/01/35
116,877
252
Fannie
Mae
Pool
FN
MA4075
2.500%
7/01/35
234,014
45
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
$
283
Fannie
Mae
Pool
FN
MA4206
2.000%
12/01/35
$
255,832
113
Fannie
Mae
Pool
FN
MA4417
1.500%
9/01/36
99,060
209
Fannie
Mae
Pool
FN
MA4469
1.500%
11/01/36
183,200
109
Fannie
Mae
Pool
FN
MA4470
2.000%
11/01/36
98,419
163
Fannie
Mae
Pool
FN
MA4567
2022
2022
2.000%
3/01/37
146,685
83
Fannie
Mae
Pool
FN
MA4583
2.500%
4/01/37
76,081
127
Fannie
Mae
Pool
FN
MA4602
2.000%
5/01/37
113,735
91
Fannie
Mae
Pool
FN
MA4990
4.500%
4/01/38
90,088
94
Fannie
Mae
Pool
FN
MA5023
4.000%
5/01/38
91,964
45
Fannie
Mae
Pool
FN
MA5093
5.000%
7/01/38
44,598
76
Freddie
Mac
Gold
Pool
FG
G18642
3.500%
4/01/32
74,320
200
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2015
K046
3.205%
3/25/25
196,018
100
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2023
K505
4.819%
6/25/28
101,605
50
John
Deere
Owner
Trust
2021
B
0.740%
5/15/28
47,506
55
SoFi
Professional
Loan
Program
2020-C
Trust
,
144A
1.950%
2/15/46
49,937
50
Toyota
Auto
Receivables
2021-B
Owner
Trust
0.530%
10/15/26
47,459
90
Verizon
Master
Trust
2021
1
0.500%
5/20/27
88,603
54
Wells
Fargo
Commercial
Mortgage
Trust
2016-C32
3.324%
1/15/59
53,333
100
Wells
Fargo
Commercial
Mortgage
Trust
2018-C44
3.948%
5/15/51
95,734
Total
Securitized
(cost
$3,024,327)
2,929,677
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X
–
GOVERNMENT
RELATED
-
5.8%
Government
Agency
-
2.8%
$
60
Export
Development
Canada
4.375%
6/29/26
60,205
100
Federal
National
Mortgage
Association
0.625%
4/22/25
95,317
10
Japan
Bank
for
International
Cooperation
0.625%
7/15/25
9,419
130
Japan
Bank
for
International
Cooperation
4.250%
4/27/26
129,246
80
Kreditanstalt
fuer
Wiederaufbau
1.250%
1/31/25
77,231
37
Kreditanstalt
fuer
Wiederaufbau
0.625%
1/22/26
34,451
135
Kreditanstalt
fuer
Wiederaufbau
3.625%
4/01/26
133,264
70
Landwirtschaftliche
Rentenbank
1.750%
7/27/26
65,944
10
Oesterreichische
Kontrollbank
AG
2.875%
5/23/25
9,776
50
Oesterreichische
Kontrollbank
AG
0.500%
2/02/26
46,337
17
Svensk
Exportkredit
AB
0.625%
5/14/25
16,144
36
Svensk
Exportkredit
AB
4.375%
2/13/26
35,955
Total
Government
Agency
713,289
Municipal
Bonds
-
0.3%
(c)
18
Province
of
British
Columbia
Canada
(No
Opt.
Call)
4.800%
11/15/28
18,447
50
Province
of
Ontario
Canada
(No
Opt.
Call)
4.200%
1/18/29
49,968
Total
Municipal
Bonds
68,415
Sovereign
Debt
-
2.7%
40
African
Development
Bank
0.875%
7/22/26
36,889
20
Asian
Development
Bank
4.250%
1/09/26
19,978
130
Asian
Development
Bank
1.000%
4/14/26
121,144
Nuveen
ESG
1-5
Year
U.S.
Aggregate
Bond
ETF
(NUSA)
(continued)
Portfolio
of
Investments
January
31,
2024
(Unaudited)
46
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Sovereign
Debt
(continued)
$
50
Canada
Government
International
Bond
3.750%
4/26/28
$
49,526
30
European
Bank
for
Reconstruction
&
Development
0.500%
5/19/25
28,441
20
European
Investment
Bank
2.750%
8/15/25
19,491
110
European
Investment
Bank
2.375%
5/24/27
104,351
100
Inter-American
Development
Bank
4.500%
5/15/26
100,555
130
International
Bank
for
Reconstruction
&
Development
2.500%
7/29/25
126,252
50
International
Bank
for
Reconstruction
&
Development
4.625%
8/01/28
51,246
22
International
Finance
Corp
3.625%
9/15/25
21,712
8
International
Finance
Corp
4.500%
7/13/28
8,157
Total
Sovereign
Debt
687,742
Total
Government
Related
(cost
$1,461,599)
1,469,446
Total
Long-Term
Investments
(cost
$25,343,404)
25,103,492
Shares
Description
(a)
Coupon
Value
INVESTMENTS
PURCHASED
WITH
COLLATERAL
FROM
SECURITIES
LENDING
-
0.2%
42,478
(d)
State
Street
Navigator
Securities
Lending
Government
Money
Market
Portfolio
5.340%(e)
$
42,478
Total
Investments
Purchased
with
Collateral
from
Securities
Lending
(cost
$42,478)
42,478
Total
Investments
(cost
$25,385,882
)
-
98.9%
25,145,970
Other
Assets
&
Liabilities,
Net
-
1.1%
286,107
Net
Assets
-
100%
$
25,432,077
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)
Investment,
or
a
portion
of
investment,
is
out
on
loan
for
securities
lending.
The
total
value
of
the
securities
out
on
loan
as
of
the
end
of
the
reporting
period
was
$40,877.
(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.
(d)
The
Fund
may
loan
securities
representing
up
to
one
third
of
the
market
value
of
its
total
assets
(which
includes
collateral
for
securities
on
loan)
to
broker
dealers,
banks,
and
other
institutions.
The
collateral
maintained
by
the
Fund
shall
have
a
market
value,
at
the
inception
of
each
loan,
equal
to
not
less
than
100%
of
the
market
value
of
the
loaned
securities.
The
cash
collateral
received
by
the
Fund
is
invested
in
this
money
market
fund.
(e)
The
rate
shown
is
the
one-day
yield
as
of
the
end
of
the
reporting
period.
144A
Investment
is
exempt
from
registration
under
Rule
144A
of
the
Securities
Act
of
1933,
as
amended.
These
investments
may
only
be
resold
in
transactions
exempt
from
registration,
which
are
normally
those
transactions
with
qualified
institutional
buyers.
S&P
Standard
&
Poor's
See
Notes
to
Financial
Statements
47
Nuveen
ESG
High
Yield
Corporate
Bond
ETF
(NUHY)
Portfolio
of
Investments
January
31,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
LONG-TERM
INVESTMENTS
-
97.6%
X
–
CORPORATE
DEBT
-
97.6%
Financials
-
8.6%
$
200
Ally
Financial
Inc
6.700%
2/14/33
$
200,769
100
Apollo
Commercial
Real
Estate
Finance
Inc,
144A
4.625%
6/15/29
83,757
20
Bread
Financial
Holdings
Inc,
144A
7.000%
1/15/26
20,172
150
Bread
Financial
Holdings
Inc,
144A
9.750%
3/15/29
149,818
110
Brookfield
Property
REIT
Inc
/
BPR
Cumulus
LLC
/
BPR
Nimbus
LLC
/
GGSI
Sellco
LL,
144A
5.750%
5/15/26
106,192
400
Brookfield
Property
REIT
Inc
/
BPR
Cumulus
LLC
/
BPR
Nimbus
LLC
/
GGSI
Sellco
LL,
144A
4.500%
4/01/27
354,148
100
Coinbase
Global
Inc,
144A
3.375%
10/01/28
81,960
100
Coinbase
Global
Inc,
144A
3.625%
10/01/31
74,999
30
Compass
Group
Diversified
Holdings
LLC,
144A
5.250%
4/15/29
28,567
9
Diversified
Healthcare
Trust
4.375%
3/01/31
6,796
170
Global
Atlantic
Fin
Co,
144A
4.700%
10/15/51
151,348
100
goeasy
Ltd,
144A
9.250%
12/01/28
106,222
170
HAT
Holdings
I
LLC
/
HAT
Holdings
II
LLC,
144A
3.375%
6/15/26
157,982
40
HAT
Holdings
I
LLC
/
HAT
Holdings
II
LLC,
144A
8.000%
6/15/27
41,425
160
Howard
Hughes
Corp/The,
144A
5.375%
8/01/28
153,282
140
Howard
Hughes
Corp/The,
144A
4.375%
2/01/31
121,185
200
Intesa
Sanpaolo
SpA,
144A
4.198%
6/01/32
165,625
250
Kennedy-Wilson
Inc
4.750%
3/01/29
209,300
350
Kennedy-Wilson
Inc
4.750%
2/01/30
284,238
150
Kennedy-Wilson
Inc
5.000%
3/01/31
119,625
100
Liberty
Mutual
Group
Inc,
144A
4.125%
12/15/51
87,641
110
MGIC
Investment
Corp
5.250%
8/15/28
107,138
50
Molina
Healthcare
Inc,
144A
4.375%
6/15/28
46,869
100
Molina
Healthcare
Inc,
144A
3.875%
11/15/30
87,653
70
Molina
Healthcare
Inc,
144A
3.875%
5/15/32
59,917
400
MPT
Operating
Partnership
LP
/
MPT
Finance
Corp
4.625%
8/01/29
270,465
100
Nationstar
Mortgage
Holdings
Inc,
144A
5.500%
8/15/28
94,964
100
Nationstar
Mortgage
Holdings
Inc,
144A
5.750%
11/15/31
92,172
467
OneMain
Finance
Corp
6.625%
1/15/28
465,365
150
OneMain
Finance
Corp
4.000%
9/15/30
127,032
100
Park
Intermediate
Holdings
LLC
/
PK
Domestic
Property
LLC
/
PK
Finance
Co-
Issuer,
144A
7.500%
6/01/25
100,250
450
Park
Intermediate
Holdings
LLC
/
PK
Domestic
Property
LLC
/
PK
Finance
Co-
Issuer,
144A
5.875%
10/01/28
437,625
200
Park
Intermediate
Holdings
LLC
/
PK
Domestic
Property
LLC
/
PK
Finance
Co-
Issuer,
144A
4.875%
5/15/29
183,250
80
PennyMac
Financial
Services
Inc,
144A
5.375%
10/15/25
78,897
100
PennyMac
Financial
Services
Inc,
144A
7.875%
12/15/29
102,995
275
PennyMac
Financial
Services
Inc,
144A
5.750%
9/15/31
254,700
260
PROG
Holdings
Inc,
144A
6.000%
11/15/29
237,447
530
RHP
Hotel
Properties
LP
/
RHP
Finance
Corp
4.750%
10/15/27
508,771
560
RHP
Hotel
Properties
LP
/
RHP
Finance
Corp,
144A
4.500%
2/15/29
520,582
Nuveen
ESG
High
Yield
Corporate
Bond
ETF
(NUHY)
(continued)
Portfolio
of
Investments
January
31,
2024
(Unaudited)
48
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Financials
(continued)
$
100
Rocket
Mortgage
LLC
/
Quicken
Loans
Co-
Issuer
Inc,
144A
2.875%
10/15/26
$
91,757
300
Rocket
Mortgage
LLC
/
Quicken
Loans
Co-
Issuer
Inc,
144A
3.625%
3/01/29
266,657
300
Rocket
Mortgage
LLC
/
Quicken
Loans
Co-
Issuer
Inc,
144A
3.875%
3/01/31
262,143
100
SLM
Corp
4.200%
10/29/25
97,202
151
SLM
Corp
3.125%
11/02/26
141,384
110
Starwood
Property
Trust
Inc,
144A
4.375%
1/15/27
101,835
150
Synchrony
Financial
7.250%
2/02/33
149,914
260
UniCredit
SpA,
144A
5.459%
6/30/35
243,833
300
Western
Alliance
Bancorp
3.000%
6/15/31
267,000
370
XHR
LP,
144A
6.375%
8/15/25
370,122
460
XHR
LP,
144A
4.875%
6/01/29
424,263
Total
Financials
8,897,253
Industrial
-
88.4%
302
1011778
BC
ULC
/
New
Red
Finance
Inc,
144A
3.875%
1/15/28
284,208
300
1011778
BC
ULC
/
New
Red
Finance
Inc,
144A
4.375%
1/15/28
285,339
800
1011778
BC
ULC
/
New
Red
Finance
Inc,
144A
3.500%
2/15/29
732,021
850
1011778
BC
ULC
/
New
Red
Finance
Inc,
144A
4.000%
10/15/30
759,721
200
180
Medical
Inc,
144A
3.875%
10/15/29
178,768
100
ACCO
Brands
Corp,
144A
4.250%
3/15/29
90,668
260
AdaptHealth
LLC,
144A
4.625%
8/01/29
204,114
300
AdaptHealth
LLC,
144A
5.125%
3/01/30
234,585
200
Air
Canada,
144A
3.875%
8/15/26
190,216
100
Albertsons
Cos
Inc
/
Safeway
Inc
/
New
Albertsons
LP
/
Albertsons
LLC,
144A
3.250%
3/15/26
94,989
500
Albertsons
Cos
Inc
/
Safeway
Inc
/
New
Albertsons
LP
/
Albertsons
LLC,
144A
4.625%
1/15/27
485,031
250
Albertsons
Cos
Inc
/
Safeway
Inc
/
New
Albertsons
LP
/
Albertsons
LLC,
144A
5.875%
2/15/28
249,694
150
Albertsons
Cos
Inc
/
Safeway
Inc
/
New
Albertsons
LP
/
Albertsons
LLC,
144A
6.500%
2/15/28
151,628
350
Albertsons
Cos
Inc
/
Safeway
Inc
/
New
Albertsons
LP
/
Albertsons
LLC,
144A
4.875%
2/15/30
334,508
110
Allegiant
Travel
Co,
144A
7.250%
8/15/27
107,525
150
Allison
Transmission
Inc,
144A
5.875%
6/01/29
149,074
100
Allison
Transmission
Inc,
144A
3.750%
1/30/31
87,461
300
(b)
AMC
Entertainment
Holdings
Inc,
144A
7.500%
2/15/29
191,999
100
American
Airlines
Group
Inc,
144A
3.750%
3/01/25
97,437
400
(b)
American
Airlines
Inc,
144A
7.250%
2/15/28
405,424
510
American
Airlines
Inc,
144A
8.500%
5/15/29
540,607
300
American
Airlines
Inc/AAdvantage
Loyalty
IP
Ltd2022
1,
144A
5.750%
4/20/29
294,609
380
American
Axle
&
Manufacturing
Inc
5.000%
10/01/29
332,668
150
AmeriGas
Partners
LP
/
AmeriGas
Finance
Corp,
144A
9.375%
6/01/28
154,216
100
AMN
Healthcare
Inc,
144A
4.625%
10/01/27
95,320
100
Antero
Midstream
Partners
LP
/
Antero
Midstream
Finance
Corp,
144A
7.875%
5/15/26
102,321
150
Antero
Midstream
Partners
LP
/
Antero
Midstream
Finance
Corp,
144A
5.750%
1/15/28
147,245
100
Antero
Midstream
Partners
LP
/
Antero
Midstream
Finance
Corp,
144A
5.375%
6/15/29
96,009
312
Anywhere
Real
Estate
Group
LLC
/
Anywhere
Co-Issuer
Corp,
144A
7.000%
4/15/30
281,970
49
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
100
APX
Group
Inc,
144A
6.750%
2/15/27
$
99,997
670
APX
Group
Inc,
144A
5.750%
7/15/29
636,295
120
Archrock
Partners
LP
/
Archrock
Partners
Finance
Corp,
144A
6.875%
4/01/27
120,300
740
Archrock
Partners
LP
/
Archrock
Partners
Finance
Corp,
144A
6.250%
4/01/28
731,727
80
Ardagh
Metal
Packaging
Finance
USA
LLC
/
Ardagh
Metal
Packaging
Finance
PLC,
144A
4.000%
9/01/29
64,838
100
(b)
Asbury
Automotive
Group
Inc,
144A
4.625%
11/15/29
92,129
260
Asbury
Automotive
Group
Inc,
144A
5.000%
2/15/32
234,989
120
ASGN
Inc,
144A
4.625%
5/15/28
113,492
410
Aston
Martin
Capital
Holdings
Ltd,
144A
10.500%
11/30/25
414,111
230
Avantor
Funding
Inc,
144A
4.625%
7/15/28
218,969
100
Avantor
Funding
Inc,
144A
3.875%
11/01/29
90,769
120
Avient
Corp,
144A
5.750%
5/15/25
119,528
100
Avis
Budget
Car
Rental
LLC
/
Avis
Budget
Finance
Inc,
144A
4.750%
4/01/28
92,129
330
Avis
Budget
Car
Rental
LLC
/
Avis
Budget
Finance
Inc,
144A
5.375%
3/01/29
305,535
150
Axalta
Coating
Systems
Dutch
Holding
B
BV,
144A
7.250%
2/15/31
156,240
160
Axalta
Coating
Systems
LLC,
144A
3.375%
2/15/29
142,182
190
Axalta
Coating
Systems
LLC
/
Axalta
Coating
Systems
Dutch
Holding
B
BV,
144A
4.750%
6/15/27
182,896
250
(b)
B&G
Foods
Inc
5.250%
9/15/27
225,488
150
B&G
Foods
Inc,
144A
8.000%
9/15/28
156,358
220
Ball
Corp
2.875%
8/15/30
187,503
200
Ball
Corp
3.125%
9/15/31
169,346
230
(b)
Bath
&
Body
Works
Inc,
144A
6.625%
10/01/30
233,025
100
Bausch
Health
Cos
Inc,
144A
4.875%
6/01/28
56,543
720
Bausch
Health
Cos
Inc,
144A
11.000%
9/30/28
489,816
53
Bombardier
Inc,
144A
7.875%
4/15/27
52,932
200
Brookfield
Residential
Properties
Inc
/
Brookfield
Residential
US
LLC,
144A
6.250%
9/15/27
194,146
200
Brookfield
Residential
Properties
Inc
/
Brookfield
Residential
US
LLC,
144A
4.875%
2/15/30
177,360
60
Builders
FirstSource
Inc,
144A
5.000%
3/01/30
57,595
371
Builders
FirstSource
Inc,
144A
4.250%
2/01/32
331,765
260
(b)
Cable
One
Inc,
144A
4.000%
11/15/30
209,300
100
Camelot
Return
Merger
Sub
Inc
8.750%
8/01/28
102,517
170
Camelot
US
Acquisition
LLC,
144A
4.500%
11/01/26
163,909
30
Carnival
Corp,
144A
9.875%
8/01/27
31,481
500
Catalent
Pharma
Solutions
Inc,
144A
5.000%
7/15/27
481,057
300
Catalent
Pharma
Solutions
Inc,
144A
3.500%
4/01/30
263,643
400
CCO
Holdings
LLC
/
CCO
Holdings
Capital
Corp,
144A
5.375%
6/01/29
371,914
550
CCO
Holdings
LLC
/
CCO
Holdings
Capital
Corp,
144A
4.750%
3/01/30
488,734
510
CCO
Holdings
LLC
/
CCO
Holdings
Capital
Corp,
144A
4.500%
8/15/30
443,527
610
CCO
Holdings
LLC
/
CCO
Holdings
Capital
Corp,
144A
4.250%
2/01/31
515,783
320
CCO
Holdings
LLC
/
CCO
Holdings
Capital
Corp,
144A
4.750%
2/01/32
274,483
600
CCO
Holdings
LLC
/
CCO
Holdings
Capital
Corp
4.500%
5/01/32
500,556
200
CCO
Holdings
LLC
/
CCO
Holdings
Capital
Corp,
144A
4.500%
6/01/33
164,039
200
CCO
Holdings
LLC
/
CCO
Holdings
Capital
Corp,
144A
4.250%
1/15/34
159,020
Nuveen
ESG
High
Yield
Corporate
Bond
ETF
(NUHY)
(continued)
Portfolio
of
Investments
January
31,
2024
(Unaudited)
50
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
100
Cedar
Fair
LP
/
Canada's
Wonderland
Co
/
Magnum
Management
Corp
/
Millennium
Op,
144A
5.500%
5/01/25
$
99,805
200
Central
Parent
Inc
/
CDK
Global
Inc,
144A
7.250%
6/15/29
203,776
250
Century
Communities
Inc,
144A
3.875%
8/15/29
224,938
210
CGG
SA,
144A
8.750%
4/01/27
185,033
360
Charles
River
Laboratories
International
Inc,
144A
3.750%
3/15/29
327,410
250
Charles
River
Laboratories
International
Inc,
144A
4.000%
3/15/31
222,182
200
Chart
Industries
Inc,
144A
7.500%
1/01/30
205,304
200
Chart
Industries
Inc,
144A
9.500%
1/01/31
213,305
710
Chemours
Co/The,
144A
5.750%
11/15/28
669,669
420
Chemours
Co/The,
144A
4.625%
11/15/29
364,808
800
CHS/Community
Health
Systems
Inc,
144A
5.625%
3/15/27
739,027
250
CHS/Community
Health
Systems
Inc,
144A
8.000%
12/15/27
246,195
800
CHS/Community
Health
Systems
Inc,
144A
6.000%
1/15/29
722,824
200
CHS/Community
Health
Systems
Inc,
144A
5.250%
5/15/30
165,585
350
(b)
Cinemark
USA
Inc,
144A
5.250%
7/15/28
322,875
100
Clarios
Global
LP
/
Clarios
US
Finance
Co,
144A
6.250%
5/15/26
99,180
100
Clarios
Global
LP
/
Clarios
US
Finance
Co,
144A
8.500%
5/15/27
99,726
450
Clarios
Global
LP
/
Clarios
US
Finance
Co,
144A
6.750%
5/15/28
455,971
118
Clarivate
Science
Holdings
Corp,
144A
3.875%
7/01/28
108,738
370
(b)
Clarivate
Science
Holdings
Corp,
144A
4.875%
7/01/29
345,410
310
Clear
Channel
Outdoor
Holdings
Inc,
144A
5.125%
8/15/27
291,955
640
(b)
Clear
Channel
Outdoor
Holdings
Inc,
144A
7.750%
4/15/28
554,846
200
Clear
Channel
Outdoor
Holdings
Inc,
144A
9.000%
9/15/28
207,914
410
Clear
Channel
Outdoor
Holdings
Inc,
144A
7.500%
6/01/29
338,758
100
Cogent
Communications
Group
Inc,
144A
3.500%
5/01/26
95,415
450
Coherent
Corp,
144A
5.000%
12/15/29
421,344
262
Commscope
Inc,
144A
6.000%
3/01/26
226,939
400
Commscope
Inc,
144A
8.250%
3/01/27
175,316
700
Connect
Finco
SARL
/
Connect
US
Finco
LLC,
144A
6.750%
10/01/26
684,133
260
Consensus
Cloud
Solutions
Inc,
144A
6.500%
10/15/28
233,518
350
Consolidated
Communications
Inc,
144A
6.500%
10/01/28
301,000
300
Covanta
Holding
Corp,
144A
4.875%
12/01/29
259,107
362
Crowdstrike
Holdings
Inc
3.000%
2/15/29
323,531
130
Darling
Ingredients
Inc,
144A
5.250%
4/15/27
127,739
480
DaVita
Inc,
144A
4.625%
6/01/30
424,691
480
DaVita
Inc,
144A
3.750%
2/15/31
395,707
100
Delta
Air
Lines
Inc
7.375%
1/15/26
103,533
700
Directv
Financing
LLC
/
Directv
Financing
Co-Obligor
Inc,
144A
5.875%
8/15/27
665,483
200
Domtar
Corp,
144A
6.750%
10/01/28
183,553
100
DT
Midstream
Inc,
144A
4.125%
6/15/29
91,875
141
DT
Midstream
Inc,
144A
4.375%
6/15/31
126,304
150
Dycom
Industries
Inc,
144A
4.500%
4/15/29
139,886
210
Edgewell
Personal
Care
Co,
144A
5.500%
6/01/28
205,552
50
Edgewell
Personal
Care
Co,
144A
4.125%
4/01/29
45,066
350
Elanco
Animal
Health
Inc
6.650%
8/28/28
355,250
150
Elastic
NV,
144A
4.125%
7/15/29
136,094
300
Element
Solutions
Inc,
144A
3.875%
9/01/28
274,065
150
Encompass
Health
Corp
4.500%
2/01/28
143,280
210
Encompass
Health
Corp
4.750%
2/01/30
196,952
150
Enerflex
Ltd,
144A
9.000%
10/15/27
150,786
240
Energizer
Holdings
Inc,
144A
4.750%
6/15/28
223,320
250
Energizer
Holdings
Inc,
144A
4.375%
3/31/29
226,303
51
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
150
EnLink
Midstream
LLC,
144A
5.625%
1/15/28
$
148,262
200
Entegris
Inc,
144A
5.950%
6/15/30
197,555
350
EQM
Midstream
Partners
LP,
144A
6.500%
7/01/27
354,271
12
EQM
Midstream
Partners
LP,
144A
7.500%
6/01/30
12,870
100
Fair
Isaac
Corp,
144A
4.000%
6/15/28
93,126
550
Frontier
Communications
Holdings
LLC,
144A
5.875%
10/15/27
529,007
500
Frontier
Communications
Holdings
LLC,
144A
5.000%
5/01/28
461,438
650
Frontier
Communications
Holdings
LLC,
144A
8.750%
5/15/30
665,855
1,050
Frontier
Communications
Holdings
LLC,
144A
8.625%
3/15/31
1,065,460
215
Gap
Inc/The,
144A
3.625%
10/01/29
184,138
440
(b)
Gates
Global
LLC
/
Gates
Corp,
144A
6.250%
1/15/26
440,044
150
Gen
Digital
Inc,
144A
6.750%
9/30/27
152,276
150
(b)
Gen
Digital
Inc,
144A
7.125%
9/30/30
155,608
100
Glatfelter
Corp,
144A
4.750%
11/15/29
72,250
200
Go
Daddy
Operating
Co
LLC
/
GD
Finance
Co
Inc,
144A
5.250%
12/01/27
196,360
530
(b)
Goodyear
Tire
&
Rubber
Co/The
5.000%
7/15/29
497,431
200
(b)
Goodyear
Tire
&
Rubber
Co/The
5.250%
7/15/31
182,046
850
Gray
Escrow
Inc,
144A
5.375%
11/15/31
665,280
600
Gray
Television
Inc,
144A
4.750%
10/15/30
469,520
180
Griffon
Corp
5.750%
3/01/28
176,400
200
(b)
Grifols
SA,
144A
4.750%
10/15/28
172,012
200
GrubHub
Holdings
Inc,
144A
5.500%
7/01/27
174,500
300
H&E
Equipment
Services
Inc,
144A
3.875%
12/15/28
272,398
850
Hawaiian
Brand
Intellectual
Property
Ltd
/
HawaiianMiles
Loyalty
Ltd,
144A
5.750%
1/20/26
799,765
200
HealthEquity
Inc,
144A
4.500%
10/01/29
186,730
95
Heartland
Dental
LLC
/
Heartland
Dental
Finance
Corp,
144A
10.500%
4/30/28
99,044
100
Herbalife
Nutrition
Ltd
/
HLF
Financing
Inc,
144A
7.875%
9/01/25
99,257
410
Herc
Holdings
Inc,
144A
5.500%
7/15/27
402,591
350
Hertz
Corp/The,
144A
4.625%
12/01/26
314,783
730
Hertz
Corp/The,
144A
5.000%
12/01/29
576,906
210
Hilton
Domestic
Operating
Co
Inc,
144A
5.750%
5/01/28
210,256
200
Hilton
Domestic
Operating
Co
Inc,
144A
3.750%
5/01/29
183,538
60
Hilton
Domestic
Operating
Co
Inc
4.875%
1/15/30
57,829
400
Hilton
Domestic
Operating
Co
Inc,
144A
4.000%
5/01/31
359,523
100
Hilton
Domestic
Operating
Co
Inc,
144A
3.625%
2/15/32
85,848
310
Hilton
Grand
Vacations
Borrower
Escrow
LLC
/
Hilton
Grand
Vacations
Borrower
Esc,
144A
5.000%
6/01/29
286,448
208
Hilton
Grand
Vacations
Borrower
Escrow
LLC
/
Hilton
Grand
Vacations
Borrower
Esc,
144A
4.875%
7/01/31
184,455
100
Hilton
Grand
Vacations
Borrower
Escrow
LLC
/
Hilton
Grand
Vacations
Borrower
Esc,
144A
6.625%
1/15/32
100,211
100
HLF
Financing
Sarl
LLC
/
Herbalife
International
Inc,
144A
4.875%
6/01/29
78,125
170
Hologic
Inc,
144A
3.250%
2/15/29
152,862
150
iHeartCommunications
Inc
6.375%
5/01/26
128,828
154
iHeartCommunications
Inc,
144A
5.250%
8/15/27
119,482
150
iHeartCommunications
Inc,
144A
4.750%
1/15/28
112,125
120
Ingevity
Corp,
144A
3.875%
11/01/28
105,725
1,500
Intelsat
Jackson
Holdings
SA,
144A
6.500%
3/15/30
1,416,894
200
IQVIA
Inc,
144A
5.000%
5/15/27
195,467
Nuveen
ESG
High
Yield
Corporate
Bond
ETF
(NUHY)
(continued)
Portfolio
of
Investments
January
31,
2024
(Unaudited)
52
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
120
Iron
Mountain
Inc,
144A
5.250%
3/15/28
$
116,377
100
Iron
Mountain
Inc,
144A
5.000%
7/15/28
95,668
390
Iron
Mountain
Inc,
144A
4.875%
9/15/29
364,438
111
Iron
Mountain
Inc,
144A
5.250%
7/15/30
104,696
160
Iron
Mountain
Information
Management
Services
Inc,
144A
5.000%
7/15/32
144,298
320
ITT
Holdings
LLC,
144A
6.500%
8/01/29
279,907
300
Jaguar
Land
Rover
Automotive
PLC,
144A
5.875%
1/15/28
294,843
200
Jazz
Securities
DAC,
144A
4.375%
1/15/29
184,477
150
Kinetik
Holdings
LP,
144A
5.875%
6/15/30
147,338
10
Lamar
Media
Corp
4.000%
2/15/30
9,151
150
Lamb
Weston
Holdings
Inc,
144A
4.875%
5/15/28
145,979
150
Level
3
Financing
Inc,
144A
3.400%
3/01/27
129,000
851
Level
3
Financing
Inc,
144A
10.500%
5/15/30
846,745
300
Lions
Gate
Capital
Holdings
LLC,
144A
5.500%
4/15/29
228,112
60
Lithia
Motors
Inc,
144A
3.875%
6/01/29
53,850
300
Lithia
Motors
Inc,
144A
4.375%
1/15/31
268,997
100
Lumen
Technologies
Inc,
144A
4.000%
2/15/27
52,126
33
Macy's
Retail
Holdings
LLC,
144A
5.875%
4/01/29
32,010
460
(b)
Marriott
Ownership
Resorts
Inc,
144A
4.500%
6/15/29
413,531
150
Masonite
International
Corp,
144A
5.375%
2/01/28
146,260
140
McGraw-Hill
Education
Inc,
144A
8.000%
8/01/29
129,850
220
Mercer
International
Inc
5.125%
2/01/29
188,875
74
Methanex
Corp
5.125%
10/15/27
71,385
150
Methanex
Corp
5.250%
12/15/29
143,282
130
Michaels
Cos
Inc/The,
144A
5.250%
5/01/28
102,111
100
MicroStrategy
Inc,
144A
6.125%
6/15/28
95,405
200
ModivCare
Inc,
144A
5.875%
11/15/25
197,514
200
MoneyGram
International,
Inc.
9.000%
6/01/30
197,400
123
MPH
Acquisition
Holdings
LLC,
144A
5.500%
9/01/28
109,163
50
Murphy
Oil
USA
Inc
4.750%
9/15/29
47,360
100
Murphy
Oil
USA
Inc,
144A
3.750%
2/15/31
86,256
720
NCL
Corp
Ltd,
144A
5.875%
3/15/26
702,050
500
NCL
Corp
Ltd,
144A
5.875%
2/15/27
492,598
500
NCL
Corp
Ltd,
144A
8.375%
2/01/28
524,949
500
NCL
Corp
Ltd,
144A
8.125%
1/15/29
524,841
410
(b)
NCL
Corp
Ltd,
144A
7.750%
2/15/29
413,975
831
NCR
Corp,
144A
5.000%
10/01/28
783,440
500
NCR
Corp,
144A
5.125%
4/15/29
467,813
200
New
Fortress
Energy
Inc,
144A
6.750%
9/15/25
197,610
300
New
Fortress
Energy
Inc,
144A
6.500%
9/30/26
290,648
100
Newell
Brands
Inc
4.875%
6/01/25
98,103
350
Nexstar
Media
Inc,
144A
5.625%
7/15/27
340,867
288
Nexstar
Media
Inc,
144A
4.750%
11/01/28
263,796
81
Nordstrom
Inc
4.375%
4/01/30
70,282
250
NuStar
Logistics
LP
5.750%
10/01/25
249,375
150
NuStar
Logistics
LP
6.000%
6/01/26
149,655
150
NuStar
Logistics
LP
6.375%
10/01/30
150,750
60
ON
Semiconductor
Corp,
144A
3.875%
9/01/28
54,829
200
Open
Text
Corp,
144A
3.875%
2/15/28
185,770
200
Open
Text
Holdings
Inc,
144A
4.125%
12/01/31
177,614
310
Option
Care
Health
Inc,
144A
4.375%
10/31/29
282,894
700
Organon
&
Co
/
Organon
Foreign
Debt
Co-Issuer
BV,
144A
4.125%
4/30/28
640,465
1,010
Organon
&
Co
/
Organon
Foreign
Debt
Co-Issuer
BV,
144A
5.125%
4/30/31
867,718
200
(b)
Outfront
Media
Capital
LLC
/
Outfront
Media
Capital
Corp,
144A
5.000%
8/15/27
191,441
510
Outfront
Media
Capital
LLC
/
Outfront
Media
Capital
Corp,
144A
4.250%
1/15/29
454,568
53
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
100
Outfront
Media
Capital
LLC
/
Outfront
Media
Capital
Corp,
144A
4.625%
3/15/30
$
88,506
280
(b)
Owens
&
Minor
Inc,
144A
4.500%
3/31/29
245,720
200
Owens-Brockway
Glass
Container
Inc,
144A
6.625%
5/13/27
199,140
300
Owens-Brockway
Glass
Container
Inc,
144A
7.250%
5/15/31
301,521
20
Pactiv
Evergreen
Group
Issuer
Inc/Pactiv
Evergreen
Group
Issuer
LLC,
144A
4.375%
9/30/28
18,660
200
Paramount
Global
6.375%
3/30/62
178,613
120
Parkland
Corp,
144A
5.875%
7/15/27
119,059
100
Parkland
Corp/Canada,
144A
4.625%
5/01/30
92,132
200
PBF
Holding
Co
LLC
/
PBF
Finance
Corp
6.000%
2/15/28
195,474
200
PBF
Holding
Co
LLC
/
PBF
Finance
Corp,
144A
7.875%
9/15/30
207,164
391
Performance
Food
Group
Inc,
144A
5.500%
10/15/27
381,342
185
Performance
Food
Group
Inc,
144A
4.250%
8/01/29
169,522
100
PGT
Innovations
Inc,
144A
4.375%
10/01/29
100,740
100
Post
Holdings
Inc,
144A
5.625%
1/15/28
98,410
150
Post
Holdings
Inc,
144A
5.500%
12/15/29
144,992
600
Post
Holdings
Inc,
144A
4.625%
4/15/30
551,789
450
Post
Holdings
Inc,
144A
4.500%
9/15/31
404,211
120
Prestige
Brands
Inc,
144A
3.750%
4/01/31
104,061
200
Prime
Security
Services
Borrower
LLC
/
Prime
Finance
Inc,
144A
5.750%
4/15/26
199,906
550
Prime
Security
Services
Borrower
LLC
/
Prime
Finance
Inc,
144A
6.250%
1/15/28
545,044
300
Primo
Water
Holdings
Inc,
144A
4.375%
4/30/29
273,121
100
PTC
Inc,
144A
3.625%
2/15/25
98,165
100
PTC
Inc,
144A
4.000%
2/15/28
94,375
201
Rakuten
Group
Inc,
144A
5.125%
N/A
(c)
163,842
355
Rakuten
Group
Inc,
144A
6.250%
N/A
(c)
238,560
100
RB
Global
Inc,
144A
6.750%
3/15/28
102,007
200
RB
Global
Inc,
144A
7.750%
3/15/31
210,764
20
Realogy
Group
LLC
/
Realogy
Co-Issuer
Corp,
144A
5.750%
1/15/29
14,855
50
ROBLOX
Corp,
144A
3.875%
5/01/30
43,926
210
Rogers
Communications
Inc,
144A
5.250%
3/15/82
199,987
200
Royal
Caribbean
Cruises
Ltd,
144A
5.500%
8/31/26
197,973
200
Royal
Caribbean
Cruises
Ltd,
144A
5.375%
7/15/27
196,802
7
SABRE
GLBL
INC,
144A
8.625%
6/01/27
6,545
420
SBA
Communications
Corp
3.875%
2/15/27
400,815
260
Seagate
HDD
Cayman
4.091%
6/01/29
239,627
8
Seagate
HDD
Cayman
9.625%
12/01/32
8,961
100
Sealed
Air
Corp,
144A
6.125%
2/01/28
100,354
580
(b)
SeaWorld
Parks
&
Entertainment
Inc,
144A
5.250%
8/15/29
540,166
940
Select
Medical
Corp,
144A
6.250%
8/15/26
939,749
220
Sensata
Technologies
BV,
144A
4.000%
4/15/29
201,424
100
Sensata
Technologies
Inc,
144A
3.750%
2/15/31
86,808
183
Service
Corp
International/US
5.125%
6/01/29
178,654
200
Service
Corp
International/US
4.000%
5/15/31
178,022
300
Sinclair
Television
Group
Inc,
144A
4.125%
12/01/30
231,750
135
Sirius
XM
Radio
Inc,
144A
3.125%
9/01/26
126,008
310
Sirius
XM
Radio
Inc,
144A
5.000%
8/01/27
297,981
92
Sirius
XM
Radio
Inc,
144A
4.000%
7/15/28
83,546
360
Sirius
XM
Radio
Inc,
144A
5.500%
7/01/29
342,000
300
Sirius
XM
Radio
Inc,
144A
4.125%
7/01/30
262,500
240
Sirius
XM
Radio
Inc,
144A
3.875%
9/01/31
200,088
350
Six
Flags
Entertainment
Corp
7.250%
5/15/31
357,000
390
Sotheby's,
144A
7.375%
10/15/27
374,799
350
Spectrum
Brands
Inc,
144A
3.875%
3/15/31
324,212
Nuveen
ESG
High
Yield
Corporate
Bond
ETF
(NUHY)
(continued)
Portfolio
of
Investments
January
31,
2024
(Unaudited)
54
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
450
Spirit
AeroSystems
Inc,
144A
9.375%
11/30/29
$
487,564
100
Spirit
AeroSystems
Inc,
144A
9.750%
11/15/30
104,956
200
Spirit
Loyalty
Cayman
Ltd
/
Spirit
IP
Cayman
Ltd,
144A
8.000%
9/20/25
130,500
150
(b)
SPX
FLOW
Inc,
144A
8.750%
4/01/30
147,710
10
SS&C
Technologies
Inc,
144A
5.500%
9/30/27
9,816
300
Stagwell
Global
LLC,
144A
5.625%
8/15/29
274,518
488
Studio
City
Finance
Ltd,
144A
6.000%
7/15/25
481,285
290
Studio
City
Finance
Ltd,
144A
6.500%
1/15/28
268,975
400
Studio
City
Finance
Ltd,
144A
5.000%
1/15/29
341,500
300
Suburban
Propane
Partners
LP/Suburban
Energy
Finance
Corp,
144A
5.000%
6/01/31
269,643
100
Summit
Materials
LLC
/
Summit
Materials
Finance
Corp,
144A
5.250%
1/15/29
96,845
15
Summit
Materials
LLC
/
Summit
Materials
Finance
Corp,
144A
7.250%
1/15/31
15,584
200
Summit
Midstream
Holdings
LLC
/
Summit
Midstream
Finance
Corp,
144A
9.000%
10/15/26
200,020
410
Sunrise
FinCo
I
BV,
144A
4.875%
7/15/31
359,766
100
Sunrise
HoldCo
IV
BV,
144A
5.500%
1/15/28
95,632
130
Superior
Plus
LP
/
Superior
General
Partner
Inc,
144A
4.500%
3/15/29
117,820
211
Taylor
Morrison
Communities
Inc,
144A
5.125%
8/01/30
200,965
100
TEGNA
Inc,
144A
4.750%
3/15/26
97,285
190
TEGNA
Inc
5.000%
9/15/29
175,480
50
Teleflex
Inc,
144A
4.250%
6/01/28
47,434
100
(b)
Tempur
Sealy
International
Inc,
144A
4.000%
4/15/29
90,222
200
Tempur
Sealy
International
Inc,
144A
3.875%
10/15/31
168,770
450
Tenneco
Inc,
144A
8.000%
11/17/28
392,009
230
Terex
Corp,
144A
5.000%
5/15/29
217,350
160
Thor
Industries
Inc,
144A
4.000%
10/15/29
141,608
40
TopBuild
Corp,
144A
4.125%
2/15/32
34,952
10
TransDigm
Inc
5.500%
11/15/27
9,729
60
TransDigm
Inc
4.875%
5/01/29
56,076
110
Transocean
Inc,
144A
11.500%
1/30/27
114,950
100
Travel
+
Leisure
Co,
144A
6.625%
7/31/26
100,994
240
Travel
+
Leisure
Co,
144A
4.500%
12/01/29
218,975
290
TreeHouse
Foods
Inc
4.000%
9/01/28
258,680
100
Triumph
Group,
Inc
9.000%
3/15/28
105,515
300
Trivium
Packaging
Finance
BV,
144A
5.500%
8/15/26
292,875
300
Trivium
Packaging
Finance
BV,
144A
8.500%
8/15/27
292,739
310
Tronox
Inc,
144A
4.625%
3/15/29
273,701
250
TTM
Technologies
Inc,
144A
4.000%
3/01/29
225,347
130
Twilio
Inc
3.875%
3/15/31
114,599
560
Uber
Technologies
Inc,
144A
7.500%
9/15/27
572,159
650
Uber
Technologies
Inc,
144A
6.250%
1/15/28
653,640
570
(b)
Uber
Technologies
Inc,
144A
4.500%
8/15/29
539,528
150
(b)
United
Natural
Foods
Inc,
144A
6.750%
10/15/28
126,000
343
United
Rentals
North
America
Inc
5.250%
1/15/30
337,013
99
United
Rentals
North
America
Inc
4.000%
7/15/30
90,527
400
Uniti
Group
LP
/
Uniti
Group
Finance
Inc
/
CSL
Capital
LLC,
144A
10.500%
2/15/28
407,180
700
Uniti
Group
LP
/
Uniti
Group
Finance
Inc
/
CSL
Capital
LLC,
144A
4.750%
4/15/28
596,577
24
Univision
Communications
Inc,
144A
4.500%
5/01/29
21,327
228
US
Foods
Inc,
144A
4.750%
2/15/29
216,319
100
US
Foods
Inc,
144A
4.625%
6/01/30
93,208
250
Vail
Resorts
Inc,
144A
6.250%
5/15/25
250,361
160
Valvoline
Inc,
144A
4.250%
2/15/30
158,929
450
Valvoline
Inc,
144A
3.625%
6/15/31
384,777
300
Vertiv
Group
Corp,
144A
4.125%
11/15/28
278,383
55
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Industrial
(continued)
$
100
Viasat
Inc,
144A
5.625%
4/15/27
$
93,882
438
Victoria's
Secret
&
Co,
144A
4.625%
7/15/29
370,320
150
(b)
Videotron
Ltd,
144A
3.625%
6/15/29
136,867
20
Virgin
Media
Finance
PLC,
144A
5.000%
7/15/30
17,862
450
Vodafone
Group
PLC
7.000%
4/04/79
465,036
250
Vodafone
Group
PLC
3.250%
6/04/81
232,688
295
Vodafone
Group
PLC
4.125%
6/04/81
255,898
1,280
VZ
Secured
Financing
BV,
144A
5.000%
1/15/32
1,118,964
700
Weatherford
International
Ltd,
144A
8.625%
4/30/30
715,235
521
WESCO
Distribution
Inc,
144A
7.250%
6/15/28
535,172
150
Williams
Scotsman
Inc,
144A
6.125%
6/15/25
149,625
140
Williams
Scotsman
Inc,
144A
4.625%
8/15/28
132,521
100
Williams
Scotsman
Inc,
144A
7.375%
10/01/31
104,745
1,010
Windstream
Escrow
LLC
/
Windstream
Escrow
Finance
Corp,
144A
7.750%
8/15/28
885,532
350
WMG
Acquisition
Corp,
144A
3.875%
7/15/30
311,938
51
WMG
Acquisition
Corp,
144A
3.000%
2/15/31
43,223
200
(b)
Wolverine
World
Wide
Inc,
144A
4.000%
8/15/29
161,160
140
Wyndham
Hotels
&
Resorts
Inc,
144A
4.375%
8/15/28
130,711
310
Xerox
Holdings
Corp,
144A
5.500%
8/15/28
282,427
150
XPO
Inc,
144A
7.125%
2/01/32
152,907
326
Yum!
Brands
Inc,
144A
4.750%
1/15/30
313,015
100
Yum!
Brands
Inc
3.625%
3/15/31
88,254
150
Yum!
Brands
Inc
4.625%
1/31/32
139,142
100
Yum!
Brands
Inc
5.375%
4/01/32
97,254
990
Ziggo
BV,
144A
4.875%
1/15/30
885,168
180
ZipRecruiter
Inc,
144A
5.000%
1/15/30
160,330
200
ZoomInfo
Technologies
LLC/ZoomInfo
Finance
Corp,
144A
3.875%
2/01/29
177,702
Total
Industrial
91,202,858
Utility
-
0.6%
100
Algonquin
Power
&
Utilities
Corp
4.750%
1/18/82
86,518
200
Clearway
Energy
Operating
LLC,
144A
4.750%
3/15/28
190,421
110
Clearway
Energy
Operating
LLC,
144A
3.750%
2/15/31
95,352
150
Edison
International
8.125%
6/15/53
154,069
10
NextEra
Energy
Operating
Partners
LP,
144A
7.250%
1/15/29
10,300
11
TerraForm
Power
Operating
LLC,
144A
4.750%
1/15/30
10,156
Total
Utility
546,816
Total
Corporate
Debt
(cost
$103,180,073)
100,646,927
Total
Long-Term
Investments
(cost
$103,180,073)
100,646,927
Shares
Description
(a)
Coupon
Value
INVESTMENTS
PURCHASED
WITH
COLLATERAL
FROM
SECURITIES
LENDING
-
4.7%
4,888,145
(d)
State
Street
Navigator
Securities
Lending
Government
Money
Market
Portfolio
5.340%(e)
$
4,888,145
Total
Investments
Purchased
with
Collateral
from
Securities
Lending
(cost
$4,888,145)
4,888,145
Total
Investments
(cost
$108,068,218
)
-
102.3%
105,535,072
Other
Assets
&
Liabilities,
Net
-
(2.3)%
(2,364,035)
Net
Assets
-
100%
$
103,171,037
Nuveen
ESG
High
Yield
Corporate
Bond
ETF
(NUHY)
(continued)
Portfolio
of
Investments
January
31,
2024
(Unaudited)
56
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)
Investment,
or
a
portion
of
investment,
is
out
on
loan
for
securities
lending.
The
total
value
of
the
securities
out
on
loan
as
of
the
end
of
the
reporting
period
was
$4,675,670.
(c)
Perpetual
security.
Maturity
date
is
not
applicable.
(d)
The
Fund
may
loan
securities
representing
up
to
one
third
of
the
market
value
of
its
total
assets
(which
includes
collateral
for
securities
on
loan)
to
broker
dealers,
banks,
and
other
institutions.
The
collateral
maintained
by
the
Fund
shall
have
a
market
value,
at
the
inception
of
each
loan,
equal
to
not
less
than
100%
of
the
market
value
of
the
loaned
securities.
The
cash
collateral
received
by
the
Fund
is
invested
in
this
money
market
fund.
(e)
The
rate
shown
is
the
one-day
yield
as
of
the
end
of
the
reporting
period.
144A
Investment
is
exempt
from
registration
under
Rule
144A
of
the
Securities
Act
of
1933,
as
amended.
These
investments
may
only
be
resold
in
transactions
exempt
from
registration,
which
are
normally
those
transactions
with
qualified
institutional
buyers.
REIT
Real
Estate
Investment
Trust
See
Notes
to
Financial
Statements
57
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
Portfolio
of
Investments
January
31,
2024
(Unaudited)
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
LONG-TERM
INVESTMENTS
-
98.8%
X
–
U.S.
TREASURY
-
40.4%
$
600
United
States
Treasury
Note/Bond
4.625%
2/28/25
$
599,602
1,200
United
States
Treasury
Note/Bond
3.875%
3/31/25
1,190,016
1,500
United
States
Treasury
Note/Bond
0.250%
5/31/25
1,418,145
2,000
United
States
Treasury
Note/Bond
4.250%
5/31/25
1,993,125
400
United
States
Treasury
Note/Bond
4.625%
6/30/25
400,937
900
United
States
Treasury
Note/Bond
4.750%
7/31/25
904,219
950
United
States
Treasury
Note/Bond
0.250%
8/31/25
890,514
3,900
United
States
Treasury
Note/Bond
0.250%
9/30/25
3,646,805
900
United
States
Treasury
Note/Bond
5.000%
9/30/25
909,281
800
United
States
Treasury
Note/Bond
0.250%
10/31/25
745,875
900
United
States
Treasury
Note/Bond
5.000%
10/31/25
910,230
1,820
United
States
Treasury
Note/Bond
0.375%
11/30/25
1,696,297
500
United
States
Treasury
Note/Bond
4.875%
11/30/25
505,195
1,300
United
States
Treasury
Note/Bond
0.375%
12/31/25
1,208,695
1,800
United
States
Treasury
Note/Bond
4.250%
12/31/25
1,800,141
3,500
United
States
Treasury
Note/Bond
0.375%
1/31/26
3,244,609
500
United
States
Treasury
Note/Bond
0.500%
2/28/26
463,516
1,900
United
States
Treasury
Note/Bond
0.750%
3/31/26
1,767,965
3,200
United
States
Treasury
Note/Bond
0.750%
4/30/26
2,969,375
700
United
States
Treasury
Note/Bond
0.750%
5/31/26
648,074
1,700
United
States
Treasury
Note/Bond
0.875%
6/30/26
1,576,219
1,100
United
States
Treasury
Note/Bond
0.625%
7/31/26
1,010,539
1,450
United
States
Treasury
Note/Bond
0.750%
8/31/26
1,333,320
2,600
United
States
Treasury
Note/Bond
0.875%
9/30/26
2,395,352
900
United
States
Treasury
Note/Bond
1.125%
10/31/26
832,430
1,600
United
States
Treasury
Note/Bond
1.250%
11/30/26
1,482,375
1,100
United
States
Treasury
Note/Bond
1.250%
12/31/26
1,017,887
1,750
United
States
Treasury
Note/Bond
1.875%
2/28/27
1,643,428
500
United
States
Treasury
Note/Bond
2.500%
3/31/27
478,281
1,250
United
States
Treasury
Note/Bond
2.750%
4/30/27
1,203,662
2,000
United
States
Treasury
Note/Bond
2.625%
5/31/27
1,916,641
900
United
States
Treasury
Note/Bond
0.500%
6/30/27
801,668
2,500
United
States
Treasury
Note/Bond
3.250%
6/30/27
2,444,141
1,000
United
States
Treasury
Note/Bond
2.750%
7/31/27
960,859
2,186
United
States
Treasury
Note/Bond
2.250%
8/15/27
2,064,148
100
United
States
Treasury
Note/Bond
4.125%
9/30/27
100,609
1,600
United
States
Treasury
Note/Bond
4.125%
10/31/27
1,610,000
888
United
States
Treasury
Note/Bond
2.250%
11/15/27
835,865
320
United
States
Treasury
Note/Bond
0.625%
11/30/27
282,750
1,600
United
States
Treasury
Note/Bond
3.875%
11/30/27
1,596,187
3,798
United
States
Treasury
Note/Bond
3.875%
12/31/27
3,790,582
1,500
United
States
Treasury
Note/Bond
3.500%
1/31/28
1,476,738
2,344
United
States
Treasury
Note/Bond
2.750%
2/15/28
2,241,999
1,200
United
States
Treasury
Note/Bond
4.000%
2/29/28
1,203,422
3,200
United
States
Treasury
Note/Bond
3.625%
3/31/28
3,165,000
2,000
United
States
Treasury
Note/Bond
3.500%
4/30/28
1,967,891
1,100
United
States
Treasury
Note/Bond
3.625%
5/31/28
1,087,969
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
(continued)
Portfolio
of
Investments
January
31,
2024
(Unaudited)
58
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
$
1,900
United
States
Treasury
Note/Bond
4.000%
6/30/28
$
1,907,645
2,450
United
States
Treasury
Note/Bond
4.125%
7/31/28
2,473,256
3,700
United
States
Treasury
Note/Bond
4.625%
9/30/28
3,814,180
650
United
States
Treasury
Note/Bond
1.375%
10/31/28
579,693
2,000
United
States
Treasury
Note/Bond
4.875%
10/31/28
2,084,375
2,550
United
States
Treasury
Note/Bond
4.375%
11/30/28
2,605,980
4,750
United
States
Treasury
Note/Bond
3.750%
12/31/28
4,722,910
300
United
States
Treasury
Note/Bond
1.750%
1/31/29
271,137
2,400
United
States
Treasury
Note/Bond
4.000%
1/31/29
2,414,437
1,470
United
States
Treasury
Note/Bond
2.375%
5/15/29
1,364,573
514
United
States
Treasury
Note/Bond
1.625%
8/15/29
457,701
500
United
States
Treasury
Note/Bond
3.875%
12/31/29
498,887
100
United
States
Treasury
Note/Bond
0.625%
5/15/30
81,816
1,000
United
States
Treasury
Note/Bond
1.875%
2/15/32
859,023
3,050
United
States
Treasury
Note/Bond
2.875%
5/15/32
2,820,773
1,150
United
States
Treasury
Note/Bond
2.750%
8/15/32
1,050,588
1,150
United
States
Treasury
Note/Bond
4.125%
11/15/32
1,165,094
700
United
States
Treasury
Note/Bond
3.500%
2/15/33
676,184
800
United
States
Treasury
Note/Bond
3.375%
5/15/33
764,625
1,300
United
States
Treasury
Note/Bond
3.875%
8/15/33
1,292,281
2,450
United
States
Treasury
Note/Bond
4.500%
11/15/33
2,558,336
200
United
States
Treasury
Note/Bond
1.125%
8/15/40
125,680
1,300
United
States
Treasury
Note/Bond
1.875%
2/15/41
920,309
500
United
States
Treasury
Note/Bond
2.250%
5/15/41
375,469
1,050
United
States
Treasury
Note/Bond
1.750%
8/15/41
720,686
198
United
States
Treasury
Note/Bond
2.000%
11/15/41
141,400
1,400
United
States
Treasury
Note/Bond
2.375%
2/15/42
1,059,406
3,900
United
States
Treasury
Note/Bond
3.250%
5/15/42
3,377,004
1,964
United
States
Treasury
Note/Bond
2.750%
8/15/42
1,571,277
500
United
States
Treasury
Note/Bond
3.375%
8/15/42
440,176
135
United
States
Treasury
Note/Bond
2.750%
11/15/42
107,694
498
United
States
Treasury
Note/Bond
4.000%
11/15/42
478,061
600
United
States
Treasury
Note/Bond
3.875%
5/15/43
564,562
950
United
States
Treasury
Note/Bond
4.375%
8/15/43
956,828
2,640
United
States
Treasury
Note/Bond
4.750%
11/15/43
2,794,687
4,221
United
States
Treasury
Note/Bond
2.750%
8/15/47
3,218,842
1,850
United
States
Treasury
Note/Bond
1.250%
5/15/50
963,084
700
United
States
Treasury
Note/Bond
1.375%
8/15/50
376,633
200
United
States
Treasury
Note/Bond
1.625%
11/15/50
115,164
3,800
United
States
Treasury
Note/Bond
1.875%
2/15/51
2,332,250
1,100
United
States
Treasury
Note/Bond
2.375%
5/15/51
761,320
160
United
States
Treasury
Note/Bond
1.875%
11/15/51
97,769
1,300
United
States
Treasury
Note/Bond
2.250%
2/15/52
872,574
1,350
United
States
Treasury
Note/Bond
2.875%
5/15/52
1,042,928
550
United
States
Treasury
Note/Bond
3.000%
8/15/52
436,154
949
United
States
Treasury
Note/Bond
4.000%
11/15/52
911,781
550
United
States
Treasury
Note/Bond
3.625%
2/15/53
493,797
1,210
United
States
Treasury
Note/Bond
3.625%
5/15/53
1,087,298
1,590
United
States
Treasury
Note/Bond
4.125%
8/15/53
1,563,417
59
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
$
1,800
United
States
Treasury
Note/Bond
4.750%
11/15/53
$
1,965,375
Total
U.S.
Treasury
(cost
$142,943,560)
132,767,697
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X
–
SECURITIZED
-
27.4%
$
150
American
Express
Credit
Account
Master
Trust
2023
3
5.230%
9/15/28
152,602
50
AmeriCredit
Automobile
Receivables
Trust
2021-2
1.010%
1/19/27
47,030
20
BA
Credit
Card
Trust
2021
A1
0.440%
9/15/26
19,788
50
BA
Credit
Card
Trust
2023
A2
4.980%
11/15/28
50,735
200
Bank
2019-BNK19
2.926%
8/15/61
182,643
100
BANK
2021-BNK34
1.935%
6/15/63
92,260
100
BANK
2021-BNK35
2.067%
6/15/64
88,977
50
Bank5
6.500%
12/15/56
53,278
500
Barclays
Commercial
Mortgage
S
2.690%
2/15/53
466,307
100
Barclays
Commercial
Mortgage
S
2023
C21
6.000%
9/15/56
108,454
100
Barclays
Commercial
Mortgage
S
2023
C22
6.804%
11/15/56
115,038
200
Benchmark
2021-B24
Mortgage
Trust
2.264%
3/15/54
167,199
100
Benchmark
2021-B27
Mortgage
Trust
2.703%
7/15/54
70,535
100
Benchmark
2021-B28
Mortgage
Trust
2.073%
8/15/54
88,236
90
BMARK
2023-V4
6.841%
11/15/56
97,235
100
BMO
Mortgage
Trust
2023
5C1
7.355%
8/15/56
106,458
100
Capital
One
Multi-Asset
Execution
Trust
2022
A2
3.490%
5/15/27
98,211
100
CarMax
Auto
Owner
Trust
2022
1
1.700%
8/16/27
93,917
75
Carvana
Auto
Receivables
Trust
2022-N1
,
144A
4.130%
12/11/28
73,122
100
Citibank
Credit
Card
Issuance
Trust
2023
A1
5.230%
12/08/27
100,966
180
Citigroup
Commercial
Mortgage
Trust
2016-C1
3.209%
5/10/49
171,694
100
CNH
Equipment
Trust
2023-B
5.600%
2/15/29
102,013
500
COMM
2015-LC19
Mortgage
Trust
3.183%
2/10/48
488,844
100
Discover
Card
Execution
Note
Trust
2021
A1
0.580%
9/15/26
97,140
20
Exeter
Automobile
Receivables
Trust
2022
1A
2.180%
6/15/26
20,236
208
Fannie
Mae
Pool
FN
MA2941
3.500%
3/01/32
202,038
63
Fannie
Mae
Pool
FN
MA3392
3.500%
6/01/33
61,367
133
Fannie
Mae
Pool
FN
MA3490
4.000%
10/01/33
130,463
50
Fannie
Mae
Pool
FN
MA3828
3.000%
11/01/34
47,531
101
Fannie
Mae
Pool
FN
MA3865
3.000%
12/01/34
95,621
121
Fannie
Mae
Pool
FN
MA3957
3.500%
3/01/35
117,018
550
Fannie
Mae
Pool
FN
MA4074
2.000%
7/01/35
495,249
491
Fannie
Mae
Pool
FN
MA4123
2.000%
9/01/35
444,566
473
Fannie
Mae
Pool
FN
MA4180
2.500%
11/01/35
439,150
482
Fannie
Mae
Pool
FN
MA4278
1.500%
3/01/36
424,194
562
Fannie
Mae
Pool
FN
MA4298
2.500%
3/01/36
521,631
143
Fannie
Mae
Pool
FN
MA4302
1.500%
4/01/36
125,723
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
(continued)
Portfolio
of
Investments
January
31,
2024
(Unaudited)
60
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
$
63
Fannie
Mae
Pool
FN
MA4316
2021
MTGE
2.500%
4/01/36
$
58,077
162
Fannie
Mae
Pool
FN
MA4330
2.500%
5/01/36
149,620
296
Fannie
Mae
Pool
FN
MA4359
1.500%
6/01/36
260,074
67
Fannie
Mae
Pool
FN
MA4361
2021
MTGE
2.500%
6/01/36
62,093
151
Fannie
Mae
Pool
FN
MA4402
1.500%
8/01/36
132,498
278
Fannie
Mae
Pool
FN
MA4516
2.000%
1/01/37
249,652
225
Fannie
Mae
Pool
FN
MA4535
1.500%
2/01/37
196,826
1,100
Fannie
Mae
Pool
FN
MA4536
2.000%
2/01/37
988,388
331
Fannie
Mae
Pool
FN
MA4566
1.500%
3/01/37
289,490
215
Fannie
Mae
Pool
FN
MA4602
2.000%
5/01/37
193,350
101
Fannie
Mae
Pool
FN
MA4604
3.000%
5/01/37
95,100
302
Fannie
Mae
Pool
FN
MA4629
2022
1
3.000%
6/01/37
284,025
94
Fannie
Mae
Pool
FN
MA5042
4.500%
6/01/38
93,106
111
Fannie
Mae
Pool
FN
MA3890
3.000%
1/01/40
102,022
709
Fannie
Mae
Pool
FN
MA4268
2.000%
2/01/41
607,501
119
Fannie
Mae
Pool
FN
MA4310
1.500%
4/01/41
97,574
545
Fannie
Mae
Pool
FN
MA4334
2.500%
5/01/41
473,605
82
Fannie
Mae
Pool
FN
MA4364
2.000%
6/01/41
70,462
76
Fannie
Mae
Pool
FN
MA4366
2.500%
6/01/41
67,058
237
Fannie
Mae
Pool
FN
MA4387
2.000%
7/01/41
202,292
318
Fannie
Mae
Pool
FN
MA4423
2.500%
9/01/41
280,381
778
Fannie
Mae
Pool
FN
MA3143
3.000%
9/01/47
693,416
290
Fannie
Mae
Pool
FN
MA3120
3.500%
9/01/47
268,622
50
Fannie
Mae
Pool
FN
MA3182
3.500%
11/01/47
46,353
167
Fannie
Mae
Pool
FN
MA3358
4.500%
5/01/48
162,699
2,272
Fannie
Mae
Pool
FN
FM5665
3.500%
8/01/48
2,101,129
94
Fannie
Mae
Pool
FN
MA3536
4.000%
12/01/48
90,035
162
Fannie
Mae
Pool
FN
MA3574
3.500%
1/01/49
149,552
1,505
Fannie
Mae
Pool
FN
FM5488
4.000%
5/01/49
1,443,398
946
Fannie
Mae
Pool
FN
MA3774
3.000%
9/01/49
839,265
640
Fannie
Mae
Pool
FN
MA3905
3.000%
1/01/50
566,856
2,006
Fannie
Mae
Pool
FN
MA4182
2.000%
11/01/50
1,628,718
1,291
Fannie
Mae
Pool
FN
MA4208
2.000%
12/01/50
1,047,848
821
Fannie
Mae
Pool
FN
MA4254
1.500%
2/01/51
632,400
889
Fannie
Mae
Pool
FN
MA4255
2.000%
2/01/51
720,420
336
Fannie
Mae
Pool
FN
MA4304
1.500%
4/01/51
258,817
2,266
Fannie
Mae
Pool
FN
MA4305
2021
MTGE
2.000%
4/01/51
1,831,450
87
Fannie
Mae
Pool
FN
MA4337
4.000%
4/01/51
82,138
820
Fannie
Mae
Pool
FN
MA4325
2.000%
5/01/51
662,434
306
Fannie
Mae
Pool
FN
MA4327
3.000%
5/01/51
268,324
1,751
Fannie
Mae
Pool
FN
MA4355
2021
MTGE
2.000%
6/01/51
1,417,253
600
Fannie
Mae
Pool
FN
MA4357
3.000%
6/01/51
526,343
175
Fannie
Mae
Pool
FN
MA4377
1.500%
7/01/51
134,235
253
Fannie
Mae
Pool
FN
MA4378
2.000%
7/01/51
204,416
442
Fannie
Mae
Pool
FN
MA4397
1.500%
8/01/51
340,144
1,319
Fannie
Mae
Pool
FN
MA4398
2.000%
8/01/51
1,066,424
957
Fannie
Mae
Pool
FN
MA4437
2021
MA4437
2.000%
10/01/51
774,042
320
Fannie
Mae
Pool
FN
MA4439
3.000%
10/01/51
280,645
712
Fannie
Mae
Pool
FN
MA4465
2.000%
11/01/51
575,882
1,592
Fannie
Mae
Pool
FN
MA4492
2.000%
12/01/51
1,287,009
61
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
$
1,429
Fannie
Mae
Pool
FN
MA4511
2021
2021
2.000%
12/01/51
$
1,154,513
7,017
Fannie
Mae
Pool
FN
MA4493
2.500%
12/01/51
5,918,731
832
Fannie
Mae
Pool
FN
MA4512
2.500%
1/01/52
701,695
458
Fannie
Mae
Pool
FN
MA4513
2021
2021
3.000%
1/01/52
403,523
1,398
Fannie
Mae
Pool
FN
MA4549
3.000%
2/01/52
1,224,888
1,335
Fannie
Mae
Pool
FN
MA4562
2.000%
3/01/52
1,076,426
3,002
Fannie
Mae
Pool
FN
MA4563
2.500%
3/01/52
2,530,885
333
Fannie
Mae
Pool
FN
MA4564
2022
1
3.000%
3/01/52
291,437
847
Fannie
Mae
Pool
FN
MA4565
3.500%
3/01/52
774,623
369
Fannie
Mae
Pool
FN
MA4577
2.000%
4/01/52
297,419
2,182
Fannie
Mae
Pool
FN
MA4578
2.500%
4/01/52
1,838,622
450
Fannie
Mae
Pool
FN
MA4579
3.000%
4/01/52
394,275
621
Fannie
Mae
Pool
FN
MA4644
2022
1
4.000%
5/01/52
585,016
275
Fannie
Mae
Pool
FN
MA4625
2022
1
3.500%
6/01/52
250,141
892
Fannie
Mae
Pool
FN
MA4684
2022
1
4.500%
6/01/52
862,116
388
Fannie
Mae
Pool
FN
MA4686
5.000%
6/01/52
383,738
550
Fannie
Mae
Pool
FN
MA4653
3.000%
7/01/52
481,602
540
Fannie
Mae
Pool
FN
MA4699
2022
1
3.500%
7/01/52
491,615
217
Fannie
Mae
Pool
FN
MA4654
3.500%
7/01/52
197,880
322
Fannie
Mae
Pool
FN
MA4655
4.000%
7/01/52
302,886
370
Fannie
Mae
Pool
FN
MA4700
2022
1
4.000%
7/01/52
348,226
724
Fannie
Mae
Pool
FN
MA4656
4.500%
7/01/52
700,203
545
Fannie
Mae
Pool
FN
MA4701
2022
1
4.500%
7/01/52
526,748
354
Fannie
Mae
Pool
FN
MA4709
5.000%
7/01/52
349,463
981
Fannie
Mae
Pool
FN
MA4737
2022
1
5.000%
8/01/52
969,707
972
Fannie
Mae
Pool
FN
MA4738
5.500%
8/01/52
977,018
320
Fannie
Mae
Pool
FN
MA4731
2022
1
3.500%
9/01/52
291,459
371
Fannie
Mae
Pool
FN
MA4732
4.000%
9/01/52
349,184
566
Fannie
Mae
Pool
FN
MA4781
3.000%
10/01/52
495,048
474
Fannie
Mae
Pool
FN
MA4782
3.500%
10/01/52
431,345
594
Fannie
Mae
Pool
FN
MA4783
4.000%
10/01/52
559,676
560
Fannie
Mae
Pool
FN
MA4805
2022
1
4.500%
11/01/52
541,382
360
Fannie
Mae
Pool
FN
MA4807
5.500%
11/01/52
362,343
605
Fannie
Mae
Pool
FN
MA4847
6.000%
11/01/52
615,191
251
Fannie
Mae
Pool
FN
MA4852
6.500%
11/01/52
257,235
458
Fannie
Mae
Pool
FN
MA4842
2022
1
5.500%
12/01/52
459,767
971
Fannie
Mae
Pool
FN
MA4894
6.000%
1/01/53
984,746
685
Fannie
Mae
Pool
FN
MA4895
6.500%
1/01/53
700,729
425
Fannie
Mae
Pool
FN
MA5027
4.000%
5/01/53
399,812
289
Fannie
Mae
Pool
FN
MA5008
4.500%
5/01/53
279,080
390
Fannie
Mae
Pool
FN
MA5009
5.000%
5/01/53
384,722
270
Fannie
Mae
Pool
FN
MA5012
6.500%
5/01/53
276,808
198
Fannie
Mae
Pool
FN
MA5071
5.000%
7/01/53
195,846
820
Fannie
Mae
Pool
FN
MA5106
,
(WI/DD)
5.000%
8/01/53
809,520
1,155
Fannie
Mae
Pool
FN
MA5165
,
(WI/DD)
5.500%
10/01/53
1,158,430
97
Fannie
Mae
Pool
FN
MA5166
6.000%
10/01/53
98,106
271
Fannie
Mae
Pool
FN
MA5190
5.500%
11/01/53
271,563
96
Fannie
Mae
Pool
FN
MA5193
7.000%
11/01/53
98,469
488
Fannie
Mae
Pool
FN
MA5216
,
(WI/DD)
6.000%
12/01/53
494,303
196
Fannie
Mae
Pool
FN
MA5217
,
(WI/DD)
6.500%
12/01/53
200,827
284
Fannie
Mae
Pool
FN
MA5218
7.000%
12/01/53
293,146
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
(continued)
Portfolio
of
Investments
January
31,
2024
(Unaudited)
62
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
$
199
Fannie
Mae
Pool
FN
MA5247
,
(WI/DD)
6.000%
1/01/54
$
201,774
195
Fannie
Mae
Pool
FN
MA5273
,
(WI/DD)
6.500%
2/01/54
199,603
182
Fannie
Mae-Aces
2018
M7
3.129%
3/25/28
172,977
250
Fannie
Mae-Aces
2018
M10
3.469%
7/25/28
240,136
70
Ford
Credit
Auto
Owner
Trust
2022-A
1.290%
6/15/26
67,968
783
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2019
K735
2.862%
5/25/26
754,982
98
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2021
K742
0.861%
6/25/27
91,198
62
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2021
K742
1.760%
3/25/28
56,070
100
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2021
K743
1.770%
5/25/28
89,946
100
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2023
K505
4.819%
6/25/28
101,605
100
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2023
K506
4.650%
8/25/28
101,046
100
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2023
K507
4.800%
9/25/28
101,652
309
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2019
K094
2.701%
4/25/29
295,733
95
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2021
K125
1.101%
8/25/30
82,852
100
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2023
K753
4.400%
10/25/30
99,700
97
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2021
K127
1.353%
11/25/30
86,649
100
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2021
K129
1.647%
5/25/31
82,663
100
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2023
160
4.500%
8/25/33
100,102
99
Freddie
Mac
Multifamily
Structured
Pass
Through
Certificates
2021
1520
2.007%
7/25/35
80,904
443
Ginnie
Mae
II
Pool
G2
MA3663
3.500%
5/20/46
413,797
56
Ginnie
Mae
II
Pool
G2
MA5264
4.000%
6/20/48
53,945
64
Ginnie
Mae
II
Pool
G2
MA5398
4.000%
8/20/48
61,604
396
Ginnie
Mae
II
Pool
G2
MA6038
3.000%
7/20/49
356,816
185
Ginnie
Mae
II
Pool
G2
MA6283
3.000%
11/20/49
166,423
724
Ginnie
Mae
II
Pool
G2
MA6338
3.000%
12/20/49
652,053
140
Ginnie
Mae
II
Pool
G2
MA6542
3.500%
3/20/50
130,614
73
Ginnie
Mae
II
Pool
G2
MA6600
3.500%
4/20/50
67,882
74
Ginnie
Mae
II
Pool
G2
MA6820
3.000%
8/20/50
66,214
713
Ginnie
Mae
II
Pool
G2
MA6864
2.000%
9/20/50
593,913
639
Ginnie
Mae
II
Pool
G2
MA6865
2.500%
9/20/50
554,311
77
Ginnie
Mae
II
Pool
G2
MA6931
2.500%
10/20/50
66,891
257
Ginnie
Mae
II
Pool
G2
MA6995
2.500%
11/20/50
222,767
455
Ginnie
Mae
II
Pool
G2
MA7051
2020
GNMA
II
2.000%
12/20/50
379,147
225
Ginnie
Mae
II
Pool
G2
MA7054
3.500%
12/20/50
209,415
425
Ginnie
Mae
II
Pool
G2
MA7136
2.500%
1/20/51
367,683
485
Ginnie
Mae
II
Pool
G2
MA7312
2021
MTGE
2.500%
4/20/51
419,902
537
Ginnie
Mae
II
Pool
G2
MA7367
2.500%
5/20/51
465,145
778
Ginnie
Mae
II
Pool
G2
MA7472
2.500%
7/20/51
673,182
63
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
$
776
Ginnie
Mae
II
Pool
G2
MA7704
2.000%
11/20/51
$
645,676
261
Ginnie
Mae
II
Pool
G2
MA7826
2.000%
1/20/52
217,358
172
Ginnie
Mae
II
Pool
G2
MA7827
2.500%
1/20/52
148,855
1,442
Ginnie
Mae
II
Pool
G2
MA7882
3.000%
2/20/52
1,288,081
213
Ginnie
Mae
II
Pool
G2
MA7883
3.500%
2/20/52
196,836
1,503
Ginnie
Mae
II
Pool
G2
MA7935
2.000%
3/20/52
1,250,986
223
Ginnie
Mae
II
Pool
G2
MA7936
2.500%
3/20/52
192,654
434
Ginnie
Mae
II
Pool
G2
MA7937
3.000%
3/20/52
387,647
803
Ginnie
Mae
II
Pool
G2
MA7938
3.500%
3/20/52
740,194
209
Ginnie
Mae
II
Pool
G2
MA7939
4.000%
3/20/52
198,267
568
Ginnie
Mae
II
Pool
G2
MA8042
2.500%
5/20/52
491,367
212
Ginnie
Mae
II
Pool
G2
MA8044
3.500%
5/20/52
195,839
450
Ginnie
Mae
II
Pool
G2
MA8046
4.500%
5/20/52
438,516
776
Ginnie
Mae
II
Pool
G2
MA8100
4.000%
6/20/52
737,319
227
Ginnie
Mae
II
Pool
G2
MA8101
4.500%
6/20/52
221,401
446
Ginnie
Mae
II
Pool
G2
MA8102
5.000%
6/20/52
443,905
459
Ginnie
Mae
II
Pool
G2
MA8151
4.500%
7/20/52
447,514
186
Ginnie
Mae
II
Pool
G2
MA8200
4.000%
8/20/52
176,637
185
Ginnie
Mae
II
Pool
G2
MA8201
4.500%
8/20/52
180,343
183
Ginnie
Mae
II
Pool
G2
MA8202
5.000%
8/20/52
181,684
186
Ginnie
Mae
II
Pool
G2
MA8266
3.500%
9/20/52
171,718
206
Ginnie
Mae
II
Pool
G2
MA8267
2022
A
4.000%
9/20/52
195,664
180
Ginnie
Mae
II
Pool
G2
MA8349
5.500%
10/20/52
180,821
188
Ginnie
Mae
II
Pool
G2
MA8428
5.000%
11/20/52
186,703
179
Ginnie
Mae
II
Pool
G2
MA8430
6.000%
11/20/52
182,161
266
Ginnie
Mae
II
Pool
G2
MA8487
3.500%
12/20/52
245,234
468
Ginnie
Mae
II
Pool
G2
MA8491
5.500%
12/20/52
470,873
182
Ginnie
Mae
II
Pool
G2
MA8492
6.000%
12/20/52
184,544
465
Ginnie
Mae
II
Pool
G2
MA8571
6.000%
1/20/53
471,794
263
Ginnie
Mae
II
Pool
G2
MA8572
6.500%
1/20/53
268,509
193
Ginnie
Mae
II
Pool
G2
MA8801
5.500%
4/20/53
194,596
194
Ginnie
Mae
II
Pool
G2
MA8876
4.000%
5/20/53
184,620
192
Ginnie
Mae
II
Pool
G2
MA8881
6.500%
5/20/53
196,490
99
Ginnie
Mae
II
Pool
G2
MA9015
4.500%
7/20/53
96,110
297
Ginnie
Mae
II
Pool
G2
MA9106
5.500%
8/20/53
298,518
273
Ginnie
Mae
II
Pool
G2
MA9170
5.000%
9/20/53
271,052
198
Ginnie
Mae
II
Pool
G2
MA9171
,
(WI/DD)
5.500%
9/20/53
199,606
99
Ginnie
Mae
II
Pool
G2
MA9172
6.000%
9/20/53
100,631
99
Ginnie
Mae
II
Pool
G2
MA9244
7.000%
10/20/53
101,997
299
Ginnie
Mae
II
Pool
G2
MA9361
5.000%
12/20/53
297,357
195
Ginnie
Mae
II
Pool
G2
MA9424
,
(WI/DD)
6.000%
1/20/54
198,029
39
GM
Financial
Consumer
Automobile
Receivables
Trust
2022-1
1.260%
11/16/26
38,141
200
GS
Mortgage
Securities
Trust
2019-GC38
3.968%
2/10/52
189,372
29
Honda
Auto
Receivables
2021-2
Owner
Trust
0.330%
8/15/25
28,948
100
Hyundai
Auto
Receivables
Trust
2023
C
5.540%
10/16/28
102,068
50
John
Deere
Owner
Trust
2021
B
0.740%
5/15/28
47,506
25
Mercedes-Benz
Auto
Receivables
Trust
2024-1
4.790%
7/15/31
25,129
100
Morgan
Stanley
Capital
I
Trust
2021-L5
1.518%
5/15/54
91,450
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
(continued)
Portfolio
of
Investments
January
31,
2024
(Unaudited)
64
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
$
7
Santander
Drive
Auto
Receivables
Trust
2021-2
0.900%
6/15/26
$
6,694
100
Synchrony
Card
Funding
LLC
2023
A1
5.540%
7/15/29
101,799
100
Toyota
Auto
Receivables
2021-B
Owner
Trust
0.530%
10/15/26
94,917
90
Verizon
Master
Trust
2021
1
0.500%
5/20/27
88,602
109
Wells
Fargo
Commercial
Mortgage
Trust
2016-C32
3.324%
1/15/59
106,667
300
Wells
Fargo
Commercial
Mortgage
Trust
2019-C49
3.760%
3/15/52
287,609
44
World
Omni
Auto
Receivables
Trust
2021-B
0.420%
6/15/26
42,732
Total
Securitized
(cost
$100,617,441)
90,012,067
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X
–
CORPORATE
DEBT
-
25.8%
Financials
-
8.5%
$
10
Aegon
NV
5.500%
4/11/48
9,661
190
AerCap
Ireland
Capital
DAC
/
AerCap
Global
Aviation
Trust
2.450%
10/29/26
176,228
30
AerCap
Ireland
Capital
DAC
/
AerCap
Global
Aviation
Trust
3.650%
7/21/27
28,546
20
AerCap
Ireland
Capital
DAC
/
AerCap
Global
Aviation
Trust
3.875%
1/23/28
19,024
180
AerCap
Ireland
Capital
DAC
/
AerCap
Global
Aviation
Trust
3.300%
1/30/32
154,282
50
Aflac
Inc
3.600%
4/01/30
47,051
150
Air
Lease
Corp
2.875%
1/15/26
143,187
10
Air
Lease
Corp
4.625%
10/01/28
9,818
20
Air
Lease
Corp
3.125%
12/01/30
17,417
100
Alexandria
Real
Estate
Equities
Inc
3.375%
8/15/31
89,488
100
Alexandria
Real
Estate
Equities
Inc
2.950%
3/15/34
82,913
10
(b)
Ally
Financial
Inc
5.800%
5/01/25
10,035
20
Ally
Financial
Inc
8.000%
11/01/31
22,095
82
Ally
Financial
Inc
8.000%
11/01/31
90,730
40
American
Express
Co
2.250%
3/04/25
38,765
100
American
Express
Co
4.990%
5/01/26
99,907
90
American
Express
Co
1.650%
11/04/26
83,010
100
American
Express
Co
5.625%
7/28/34
102,710
120
American
International
Group
Inc
3.400%
6/30/30
110,721
70
Ameriprise
Financial
Inc
5.700%
12/15/28
73,306
100
Aon
Corp
/
Aon
Global
Holdings
PLC
5.350%
2/28/33
102,209
80
Arthur
J
Gallagher
&
Co
3.050%
3/09/52
52,123
42
Assurant
Inc
2.650%
1/15/32
34,735
30
Australia
&
New
Zealand
Banking
Group
Ltd/New
York
NY
5.375%
7/03/25
30,243
10
Australia
&
New
Zealand
Banking
Group
Ltd/New
York
NY
3.700%
11/16/25
9,841
120
AvalonBay
Communities
Inc
5.300%
12/07/33
123,376
270
Banco
Santander
SA
4.175%
3/24/28
260,044
100
Bank
of
America
Corp
3.384%
4/02/26
97,748
100
Bank
of
America
Corp
5.080%
1/20/27
100,016
40
Bank
of
America
Corp
1.734%
7/22/27
36,869
300
Bank
of
America
Corp
2.087%
6/14/29
265,892
150
Bank
of
America
Corp
4.271%
7/23/29
145,345
730
Bank
of
America
Corp
3.974%
2/07/30
696,517
200
Bank
of
America
Corp
2.592%
4/29/31
173,191
250
Bank
of
America
Corp
2.651%
3/11/32
212,100
65
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Financials
(continued)
$
100
Bank
of
America
Corp
2.299%
7/21/32
$
82,098
260
Bank
of
America
Corp
5.872%
9/15/34
272,258
172
Bank
of
America
Corp
3.311%
4/22/42
135,749
200
Bank
of
America
Corp
2.972%
7/21/52
137,670
100
Bank
of
Montreal
1.500%
1/10/25
96,637
100
Bank
of
Montreal
2.650%
3/08/27
94,270
50
Bank
of
Montreal
5.717%
9/25/28
51,893
48
Bank
of
Montreal
3.803%
12/15/32
44,582
100
Bank
of
New
York
Mellon
Corp/The
0.850%
10/25/24
96,811
100
Bank
of
New
York
Mellon
Corp/The
2.800%
5/04/26
96,047
100
Bank
of
New
York
Mellon
Corp/The
2.050%
1/26/27
93,300
80
Bank
of
New
York
Mellon/The
5.148%
5/22/26
80,133
150
Bank
of
Nova
Scotia/The
3.450%
4/11/25
147,113
100
Bank
of
Nova
Scotia/The
1.350%
6/24/26
92,384
310
Barclays
PLC
4.836%
5/09/28
301,708
200
Barclays
PLC
7.385%
11/02/28
213,763
200
Barclays
PLC
6.692%
9/13/34
213,127
40
BlackRock
Inc
3.250%
4/30/29
38,035
30
BlackRock
Inc
2.400%
4/30/30
26,488
30
BlackRock
Inc
1.900%
1/28/31
25,144
162
Boston
Properties
LP
2.900%
3/15/30
139,202
30
BPCE
SA
4.000%
4/15/24
29,898
50
Brixmor
Operating
Partnership
LP
4.125%
6/15/26
48,641
120
Brookfield
Finance
I
UK
Plc
/
Brookfield
Finance
Inc
2.340%
1/30/32
97,072
20
Brookfield
Finance
Inc
3.900%
1/25/28
19,348
50
Brookfield
Finance
Inc
6.350%
1/05/34
53,589
40
Camden
Property
Trust
2.800%
5/15/30
35,754
130
Canadian
Imperial
Bank
of
Commerce
1.000%
10/18/24
126,103
100
Canadian
Imperial
Bank
of
Commerce
6.092%
10/03/33
106,185
200
Capital
One
Financial
Corp
5.468%
2/01/29
200,326
100
Capital
One
Financial
Corp
6.312%
6/08/29
103,090
100
Capital
One
Financial
Corp
7.624%
10/30/31
110,461
100
Capital
One
Financial
Corp
6.051%
2/01/35
101,621
30
Cboe
Global
Markets
Inc
3.000%
3/16/32
26,459
230
Centene
Corp
3.375%
2/15/30
205,981
10
Charles
Schwab
Corp/The
3.200%
3/02/27
9,560
190
Charles
Schwab
Corp/The
2.000%
3/20/28
169,906
10
Charles
Schwab
Corp/The
4.000%
2/01/29
9,725
100
Charles
Schwab
Corp/The
5.643%
5/19/29
102,315
10
Charles
Schwab
Corp/The
3.250%
5/22/29
9,338
119
Chubb
Corp/The
6.000%
5/11/37
132,305
10
Chubb
INA
Holdings
Inc
1.375%
9/15/30
8,241
100
Citigroup
Inc
3.290%
3/17/26
97,739
948
Citigroup
Inc
3.980%
3/20/30
903,470
100
Citigroup
Inc
2.561%
5/01/32
83,738
280
Citigroup
Inc
2.520%
11/03/32
231,496
100
Citigroup
Inc
6.174%
5/25/34
103,725
10
Citizens
Financial
Group
Inc
2.850%
7/27/26
9,388
100
Citizens
Financial
Group
Inc
2.638%
9/30/32
77,722
100
CME
Group
Inc
2.650%
3/15/32
87,263
60
CME
Group
Inc
5.300%
9/15/43
62,270
50
Comerica
Inc
5.982%
1/30/30
49,850
250
Commonwealth
Bank
of
Australia/New
York
NY
5.499%
9/12/25
252,974
140
(b)
Cooperatieve
Rabobank
UA
3.750%
7/21/26
134,780
100
Corporate
Office
Properties
LP
2.000%
1/15/29
84,018
270
Credit
Suisse
AG/New
York
NY
2.950%
4/09/25
262,596
150
Deutsche
Bank
AG/New
York
NY
6.819%
11/20/29
157,626
100
Digital
Realty
Trust
LP
5.550%
1/15/28
102,244
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
(continued)
Portfolio
of
Investments
January
31,
2024
(Unaudited)
66
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Financials
(continued)
$
120
Discover
Financial
Services
6.700%
11/29/32
$
125,697
20
Elevance
Health
Inc
3.650%
12/01/27
19,275
100
Elevance
Health
Inc
2.250%
5/15/30
86,326
50
Elevance
Health
Inc
5.500%
10/15/32
51,899
100
Elevance
Health
Inc
4.650%
1/15/43
92,492
10
Elevance
Health
Inc
3.125%
5/15/50
7,061
110
Elevance
Health
Inc
4.550%
5/15/52
99,289
20
Equitable
Holdings
Inc
7.000%
4/01/28
21,362
42
Equitable
Holdings
Inc
5.000%
4/20/48
39,378
50
Federal
Realty
OP
LP
3.500%
6/01/30
45,761
132
Fifth
Third
Bancorp
1.707%
11/01/27
119,581
100
Fifth
Third
Bancorp
6.339%
7/27/29
104,111
50
Fifth
Third
Bancorp
5.631%
1/29/32
50,470
30
First
American
Financial
Corp
2.400%
8/15/31
23,881
10
Franklin
Resources
Inc
2.850%
3/30/25
9,762
30
Franklin
Resources
Inc
1.600%
10/30/30
24,508
50
GATX
Corp
4.700%
4/01/29
49,676
30
GATX
Corp
3.500%
6/01/32
26,326
10
GATX
Corp
6.050%
3/15/34
10,409
200
Goldman
Sachs
Group
Inc/The
1.948%
10/21/27
183,936
300
Goldman
Sachs
Group
Inc/The
3.800%
3/15/30
282,345
652
Goldman
Sachs
Group
Inc/The
2.383%
7/21/32
537,606
200
Goldman
Sachs
Group
Inc/The
2.650%
10/21/32
167,309
100
Goldman
Sachs
Group
Inc/The
6.561%
10/24/34
110,205
80
Hartford
Financial
Services
Group
Inc/The
2.900%
9/15/51
53,155
100
Healthpeak
OP
LLC
2.125%
12/01/28
88,178
50
Healthpeak
OP
LLC
3.500%
7/15/29
46,605
50
Host
Hotels
&
Resorts
LP
4.500%
2/01/26
49,227
10
Host
Hotels
&
Resorts
LP
3.375%
12/15/29
8,982
200
HSBC
Holdings
PLC
7.336%
11/03/26
207,581
200
HSBC
Holdings
PLC
2.013%
9/22/28
178,755
170
HSBC
Holdings
PLC
2.206%
8/17/29
148,772
450
HSBC
Holdings
PLC
2.804%
5/24/32
378,035
200
HSBC
Holdings
PLC
6.547%
6/20/34
208,414
100
Humana
Inc
5.750%
12/01/28
103,625
30
Humana
Inc
4.875%
4/01/30
29,950
100
Humana
Inc
2.150%
2/03/32
80,976
100
Huntington
Bancshares
Inc/OH
2.625%
8/06/24
98,358
100
Huntington
Bancshares
Inc/OH
5.709%
2/02/35
100,715
100
ING
Groep
NV
3.950%
3/29/27
97,115
70
ING
Groep
NV
4.050%
4/09/29
67,427
64
(b)
Intercontinental
Exchange
Inc
3.750%
9/21/28
61,870
20
Intercontinental
Exchange
Inc
1.850%
9/15/32
15,814
100
Intercontinental
Exchange
Inc
4.600%
3/15/33
98,201
80
Intercontinental
Exchange
Inc
4.250%
9/21/48
69,719
20
Invesco
Finance
PLC
3.750%
1/15/26
19,511
100
Invitation
Homes
Operating
Partnership
LP
5.450%
8/15/30
100,721
100
JPMorgan
Chase
&
Co
2.595%
2/24/26
97,173
230
JPMorgan
Chase
&
Co
4.080%
4/26/26
226,617
150
JPMorgan
Chase
&
Co
1.470%
9/22/27
136,919
440
JPMorgan
Chase
&
Co
3.702%
5/06/30
415,601
210
JPMorgan
Chase
&
Co
2.739%
10/15/30
186,944
648
JPMorgan
Chase
&
Co
4.493%
3/24/31
632,643
110
JPMorgan
Chase
&
Co
2.545%
11/08/32
92,243
140
JPMorgan
Chase
&
Co
3.157%
4/22/42
108,621
250
JPMorgan
Chase
&
Co
3.328%
4/22/52
183,679
20
KeyBank
NA/Cleveland
OH
6.950%
2/01/28
20,693
110
KeyCorp
2.250%
4/06/27
99,441
40
Kilroy
Realty
LP
4.750%
12/15/28
38,502
20
Kilroy
Realty
LP
2.500%
11/15/32
15,314
67
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Financials
(continued)
$
100
Kimco
Realty
OP
LLC
2.250%
12/01/31
$
81,174
20
Legg
Mason
Inc
4.750%
3/15/26
19,981
30
Legg
Mason
Inc
5.625%
1/15/44
30,601
70
Lincoln
National
Corp
3.050%
1/15/30
62,274
20
Lincoln
National
Corp
3.400%
3/01/32
17,292
20
(b)
Lincoln
National
Corp
4.375%
6/15/50
15,856
40
Lloyds
Banking
Group
PLC
4.500%
11/04/24
39,536
210
Lloyds
Banking
Group
PLC
2.438%
2/05/26
203,432
90
Lloyds
Banking
Group
PLC
4.550%
8/16/28
88,465
50
LXP
Industrial
Trust
6.750%
11/15/28
52,243
100
M&T
Bank
Corp
7.413%
10/30/29
107,738
30
Manulife
Financial
Corp
5.375%
3/04/46
30,074
10
Marsh
&
McLennan
Cos
Inc
3.500%
3/10/25
9,842
120
Marsh
&
McLennan
Cos
Inc
2.250%
11/15/30
103,018
40
Marsh
&
McLennan
Cos
Inc
4.350%
1/30/47
35,179
10
Marsh
&
McLennan
Cos
Inc
4.200%
3/01/48
8,637
210
MetLife
Inc
4.875%
11/13/43
204,619
50
Mid-America
Apartments
LP
5.000%
3/15/34
49,959
200
Mitsubishi
UFJ
Financial
Group
Inc
2.757%
9/13/26
189,383
140
Mitsubishi
UFJ
Financial
Group
Inc
1.538%
7/20/27
128,766
64
Mitsubishi
UFJ
Financial
Group
Inc
3.961%
3/02/28
62,320
200
Mitsubishi
UFJ
Financial
Group
Inc
5.441%
2/22/34
205,447
150
Mizuho
Financial
Group
Inc
2.651%
5/22/26
144,905
10
Mizuho
Financial
Group
Inc
3.663%
2/28/27
9,633
50
Mizuho
Financial
Group
Inc
4.254%
9/11/29
48,247
100
Mizuho
Financial
Group
Inc
2.869%
9/13/30
88,663
20
Morgan
Stanley
0.790%
5/30/25
19,624
40
Morgan
Stanley
4.350%
9/08/26
39,401
90
Morgan
Stanley
4.210%
4/20/28
87,906
10
Morgan
Stanley
3.591%
7/22/28
9,559
497
Morgan
Stanley
3.772%
1/24/29
475,251
100
Morgan
Stanley
5.123%
2/01/29
100,365
291
Morgan
Stanley
4.431%
1/23/30
283,607
120
Morgan
Stanley
3.622%
4/01/31
110,719
200
Morgan
Stanley
2.239%
7/21/32
163,980
110
Morgan
Stanley
5.424%
7/21/34
111,425
100
Morgan
Stanley
6.627%
11/01/34
110,694
100
Morgan
Stanley
5.466%
1/18/35
102,050
100
Morgan
Stanley
2.484%
9/16/36
79,914
20
Morgan
Stanley
4.300%
1/27/45
17,870
110
Nasdaq
Inc
5.550%
2/15/34
114,063
100
National
Australia
Bank
Ltd/New
York
3.375%
1/14/26
97,592
10
NatWest
Group
PLC
4.892%
5/18/29
9,821
100
NatWest
Group
PLC
5.808%
9/13/29
102,343
100
NatWest
Group
PLC
5.076%
1/27/30
98,831
100
NNN
REIT
Inc
5.600%
10/15/33
102,283
90
Nomura
Holdings
Inc
2.648%
1/16/25
87,626
140
Nomura
Holdings
Inc
2.172%
7/14/28
123,203
42
Northern
Trust
Corp
3.950%
10/30/25
41,388
20
Northern
Trust
Corp
3.150%
5/03/29
18,867
30
ORIX
Corp
3.700%
7/18/27
29,034
20
ORIX
Corp
4.000%
4/13/32
18,896
20
Piedmont
Operating
Partnership
LP
3.150%
8/15/30
15,423
10
PNC
Bank
NA
3.300%
10/30/24
9,853
10
PNC
Bank
NA
3.100%
10/25/27
9,414
90
PNC
Bank
NA
4.050%
7/26/28
86,697
20
PNC
Bank
NA
2.700%
10/22/29
17,694
124
(b)
PNC
Financial
Services
Group
Inc/The
3.900%
4/29/24
123,432
100
PNC
Financial
Services
Group
Inc/The
5.582%
6/12/29
102,078
100
PNC
Financial
Services
Group
Inc/The
6.875%
10/20/34
111,138
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
(continued)
Portfolio
of
Investments
January
31,
2024
(Unaudited)
68
Principal
Amount
(000)
Description
(a)
Maturity
Financials
(continued)
50
PNC
Financial
Services
Group
Inc/The
5.676%
1/22/35
$
51,310
54
Principal
Financial
Group
Inc
3.700%
5/15/29
50,948
10
Principal
Financial
Group
Inc
2.125%
6/15/30
8,500
34
Progressive
Corp/The
3.200%
3/26/30
31,568
40
Progressive
Corp/The
3.000%
3/15/32
35,572
40
Progressive
Corp/The
4.200%
3/15/48
35,217
91
Prologis
LP
3.875%
9/15/28
88,259
50
Prologis
LP
2.875%
11/15/29
45,564
10
Prologis
LP
4.375%
9/15/48
8,782
100
Prologis
LP
5.250%
6/15/53
100,927
50
Prologis
LP
5.250%
3/15/54
50,455
31
Prudential
Financial
Inc
1.500%
3/10/26
28,992
20
Prudential
Financial
Inc
2.100%
3/10/30
17,505
70
Prudential
Financial
Inc
3.000%
3/10/40
54,233
20
Prudential
Financial
Inc
4.500%
9/15/47
18,768
133
Prudential
Financial
Inc
3.905%
12/07/47
109,349
10
Prudential
Financial
Inc
3.700%
10/01/50
8,791
30
Prudential
Funding
Asia
PLC
3.625%
3/24/32
27,176
100
Public
Storage
5.125%
1/15/29
102,590
50
Regency
Centers
Corp
5.250%
1/15/34
50,039
10
Regions
Financial
Corp
1.800%
8/12/28
8,629
20
Regions
Financial
Corp
7.375%
12/10/37
22,871
30
Reinsurance
Group
of
America
Inc
3.950%
9/15/26
29,221
29
Reinsurance
Group
of
America
Inc
3.900%
5/15/29
27,563
100
Royal
Bank
of
Canada
3.375%
4/14/25
98,206
100
Royal
Bank
of
Canada
1.200%
4/27/26
92,550
100
Royal
Bank
of
Canada
1.150%
7/14/26
91,804
110
Royal
Bank
of
Canada
5.200%
8/01/28
112,068
100
Santander
Holdings
USA
Inc
2.490%
1/06/28
91,424
200
(b)
Simon
Property
Group
LP
5.500%
3/08/33
206,772
100
State
Street
Corp
1.746%
2/06/26
96,470
10
State
Street
Corp
4.141%
12/03/29
9,678
100
State
Street
Corp
2.400%
1/24/30
89,247
60
State
Street
Corp
6.123%
11/21/34
63,443
50
Sumitomo
Mitsui
Financial
Group
Inc
2.632%
7/14/26
47,457
330
Sumitomo
Mitsui
Financial
Group
Inc
3.364%
7/12/27
314,892
80
Sumitomo
Mitsui
Financial
Group
Inc
3.544%
1/17/28
76,241
160
Sumitomo
Mitsui
Financial
Group
Inc
2.750%
1/15/30
141,719
10
(b)
Sumitomo
Mitsui
Financial
Group
Inc
1.710%
1/12/31
8,050
112
Synchrony
Financial
4.875%
6/13/25
110,437
212
Toronto-Dominion
Bank/The
1.200%
6/03/26
195,420
100
Toronto-Dominion
Bank/The
5.523%
7/17/28
102,844
30
Toronto-Dominion
Bank/The
3.625%
9/15/31
28,869
92
Travelers
Cos
Inc/The
4.600%
8/01/43
88,024
20
Travelers
Cos
Inc/The
3.750%
5/15/46
16,439
20
Travelers
Cos
Inc/The
4.000%
5/30/47
17,266
10
Travelers
Cos
Inc/The
4.050%
3/07/48
8,605
51
Truist
Bank
3.625%
9/16/25
49,611
200
Truist
Financial
Corp
3.700%
6/05/25
196,048
50
Truist
Financial
Corp
1.887%
6/07/29
43,590
50
Truist
Financial
Corp
7.161%
10/30/29
53,998
10
Truist
Financial
Corp
1.950%
6/05/30
8,347
200
UBS
AG/London
5.650%
9/11/28
206,725
80
UnitedHealth
Group
Inc
4.000%
5/15/29
78,052
100
UnitedHealth
Group
Inc
5.300%
2/15/30
103,725
110
UnitedHealth
Group
Inc
4.200%
5/15/32
106,527
100
UnitedHealth
Group
Inc
5.350%
2/15/33
104,625
401
UnitedHealth
Group
Inc
4.750%
5/15/52
379,815
250
US
Bank
NA/Cincinnati
OH
2.800%
1/27/25
244,453
21
Ventas
Realty
LP
3.850%
4/01/27
20,231
69
Principal
Amount
(000)
Description
(a)
Maturity
Financials
(continued)
20
Ventas
Realty
LP
4.400%
1/15/29
$
19,399
10
Ventas
Realty
LP
3.000%
1/15/30
8,880
54
Ventas
Realty
LP
4.750%
11/15/30
52,801
19
Voya
Financial
Inc
4.800%
6/15/46
16,575
40
Voya
Financial
Inc
4.700%
1/23/48
34,017
118
Welltower
OP
LLC
4.125%
3/15/29
114,220
10
Welltower
OP
LLC
2.750%
1/15/31
8,650
110
Westpac
Banking
Corp
1.953%
11/20/28
97,477
100
Westpac
Banking
Corp
2.150%
6/03/31
84,082
176
Westpac
Banking
Corp
4.322%
11/23/31
170,547
10
Willis
North
America
Inc
3.600%
5/15/24
9,936
10
Willis
North
America
Inc
4.500%
9/15/28
9,776
60
Willis
North
America
Inc
2.950%
9/15/29
53,946
10
XL
Group
Ltd
5.250%
12/15/43
9,619
20
Zions
Bancorp
NA
3.250%
10/29/29
16,661
Total
Financials
27,981,545
Industrial
-
14.9%
30
3M
Co
3.375%
3/01/29
27,989
78
3M
Co
2.375%
8/26/29
68,415
90
3M
Co
3.050%
4/15/30
81,167
10
3M
Co
3.625%
10/15/47
7,518
20
(b)
3M
Co
3.250%
8/26/49
14,373
20
ABB
Finance
USA
Inc
3.800%
4/03/28
19,668
54
Adobe
Inc
1.900%
2/01/25
52,404
18
Adobe
Inc
2.150%
2/01/27
16,902
60
Agilent
Technologies
Inc
2.100%
6/04/30
51,495
99
Air
Products
and
Chemicals
Inc
1.850%
5/15/27
91,184
10
Air
Products
and
Chemicals
Inc
2.050%
5/15/30
8,696
30
Albemarle
Corp
4.650%
6/01/27
29,637
230
Alibaba
Group
Holding
Ltd
4.500%
11/28/34
218,045
110
(b)
Alphabet
Inc
0.800%
8/15/27
98,327
20
Alphabet
Inc
1.100%
8/15/30
16,558
50
Alphabet
Inc
1.900%
8/15/40
34,197
90
Alphabet
Inc
2.250%
8/15/60
53,815
10
Amcor
Finance
USA
Inc
4.500%
5/15/28
9,833
60
Amcor
Flexibles
North
America
Inc
2.630%
6/19/30
52,034
210
America
Movil
SAB
de
CV
4.700%
7/21/32
205,063
55
American
Airlines
2017-1
Class
AA
Pass
Through
Trust2020
A
3.650%
2/15/29
51,086
100
American
Honda
Finance
Corp
1.500%
1/13/25
96,652
100
American
Honda
Finance
Corp
5.850%
10/04/30
106,710
10
American
Tower
Corp
4.000%
6/01/25
9,846
10
American
Tower
Corp
3.375%
10/15/26
9,606
40
American
Tower
Corp
1.500%
1/31/28
35,101
110
American
Tower
Corp
5.250%
7/15/28
111,581
50
American
Tower
Corp
5.800%
11/15/28
51,844
70
American
Tower
Corp
2.900%
1/15/30
62,303
10
American
Tower
Corp
1.875%
10/15/30
8,197
110
American
Tower
Corp
4.050%
3/15/32
102,776
20
American
Tower
Corp
3.100%
6/15/50
13,623
30
Amgen
Inc
5.250%
3/02/25
30,066
100
Amgen
Inc
5.150%
3/02/28
101,810
100
Amgen
Inc
3.000%
2/22/29
93,267
138
Amgen
Inc
2.300%
2/25/31
117,810
110
Amgen
Inc
2.000%
1/15/32
90,327
20
Amgen
Inc
5.750%
3/15/40
20,754
10
Amgen
Inc
4.950%
10/01/41
9,591
300
Amgen
Inc
5.600%
3/02/43
308,667
210
Amgen
Inc
4.400%
5/01/45
185,176
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
(continued)
Portfolio
of
Investments
January
31,
2024
(Unaudited)
70
Principal
Amount
(000)
Description
(a)
Maturity
Industrial
(continued)
40
Amgen
Inc
4.663%
6/15/51
$
35,825
60
Amphenol
Corp
4.350%
6/01/29
59,401
100
Analog
Devices
Inc
1.700%
10/01/28
88,691
10
Applied
Materials
Inc
3.900%
10/01/25
9,882
22
Applied
Materials
Inc
5.100%
10/01/35
22,927
70
Applied
Materials
Inc
4.350%
4/01/47
64,808
20
Aptiv
PLC
4.350%
3/15/29
19,638
52
Aptiv
PLC
/
Aptiv
Corp
4.150%
5/01/52
41,428
20
Archer-Daniels-Midland
Co
2.500%
8/11/26
18,831
10
Archer-Daniels-Midland
Co
3.250%
3/27/30
9,185
120
Archer-Daniels-Midland
Co
2.700%
9/15/51
77,562
50
(b)
Arrow
Electronics
Inc
6.125%
3/01/26
50,021
20
Astrazeneca
Finance
LLC
1.200%
5/28/26
18,537
10
AstraZeneca
PLC
3.375%
11/16/25
9,793
49
AstraZeneca
PLC
1.375%
8/06/30
40,619
205
AstraZeneca
PLC
6.450%
9/15/37
238,784
20
AstraZeneca
PLC
4.375%
11/16/45
18,483
20
AstraZeneca
PLC
2.125%
8/06/50
12,382
170
AT&T
Inc
5.539%
2/20/26
170,062
130
AT&T
Inc
5.400%
2/15/34
133,354
640
AT&T
Inc
4.850%
3/01/39
609,373
200
AT&T
Inc
6.375%
3/01/41
217,001
220
AT&T
Inc
3.650%
6/01/51
164,064
50
Autodesk
Inc
2.400%
12/15/31
42,326
70
Automatic
Data
Processing
Inc
1.700%
5/15/28
63,184
70
AutoNation
Inc
1.950%
8/01/28
60,718
30
AutoNation
Inc
4.750%
6/01/30
28,847
80
AutoZone
Inc
4.500%
2/01/28
79,268
100
AutoZone
Inc
5.200%
8/01/33
101,016
50
Avery
Dennison
Corp
2.250%
2/15/32
41,055
30
(b)
Avnet
Inc
4.625%
4/15/26
29,583
100
Baidu
Inc
4.375%
3/29/28
97,673
115
Baker
Hughes
Holdings
LLC
/
Baker
Hughes
Co-Obligor
Inc
3.138%
11/07/29
106,776
10
Baker
Hughes
Holdings
LLC
/
Baker
Hughes
Co-Obligor
Inc
4.486%
5/01/30
9,915
180
Baxalta
Inc
4.000%
6/23/25
177,440
10
Baxter
International
Inc
1.322%
11/29/24
9,665
10
Baxter
International
Inc
2.600%
8/15/26
9,465
60
Baxter
International
Inc
1.730%
4/01/31
48,329
110
(b)
Baxter
International
Inc
2.539%
2/01/32
91,832
12
Bell
Telephone
Co
of
Canada
or
Bell
Canada
2.150%
2/15/32
9,870
80
Bell
Telephone
Co
of
Canada
or
Bell
Canada
3.650%
3/17/51
61,388
60
Berry
Global
Inc,
144A
5.500%
4/15/28
60,610
20
Biogen
Inc
2.250%
5/01/30
17,048
110
Biogen
Inc
3.150%
5/01/50
75,375
50
Block
Financial
LLC
2.500%
7/15/28
44,906
50
Booking
Holdings
Inc
3.600%
6/01/26
48,857
52
(b)
BorgWarner
Inc
2.650%
7/01/27
48,519
60
Boston
Scientific
Corp
2.650%
6/01/30
53,485
90
Bristol-Myers
Squibb
Co
1.450%
11/13/30
73,702
40
(b)
Bristol-Myers
Squibb
Co
5.900%
11/15/33
43,198
360
Bristol-Myers
Squibb
Co
4.125%
6/15/39
324,148
50
Bristol-Myers
Squibb
Co
6.250%
11/15/53
56,582
90
British
Telecommunications
PLC
9.625%
12/15/30
111,254
212
Broadcom
Inc,
144A
4.150%
4/15/32
199,946
455
Broadcom
Inc
4.300%
11/15/32
431,879
50
Broadridge
Financial
Solutions
Inc
2.600%
5/01/31
42,518
71
Principal
Amount
(000)
Description
(a)
Maturity
Industrial
(continued)
30
Brunswick
Corp/DE
4.400%
9/15/32
$
27,134
10
Bunge
Ltd
Finance
Corp
1.630%
8/17/25
9,500
30
Bunge
Ltd
Finance
Corp
3.250%
8/15/26
28,892
10
Bunge
Ltd
Finance
Corp
3.750%
9/25/27
9,649
50
Bunge
Ltd
Finance
Corp
2.750%
5/14/31
43,347
20
Cabot
Corp
5.000%
6/30/32
19,736
10
Campbell
Soup
Co
3.950%
3/15/25
9,862
10
Campbell
Soup
Co
3.300%
3/19/25
9,783
110
Campbell
Soup
Co
2.375%
4/24/30
95,065
10
Canadian
National
Railway
Co
3.850%
8/05/32
9,431
60
Canadian
National
Railway
Co
6.375%
11/15/37
67,303
40
Canadian
National
Railway
Co
3.650%
2/03/48
32,493
20
Canadian
National
Railway
Co
4.450%
1/20/49
18,441
100
Canadian
Pacific
Railway
Co
2.450%
12/02/31
92,183
70
Canadian
Pacific
Railway
Co
4.300%
5/15/43
61,390
50
Canadian
Pacific
Railway
Co
6.125%
9/15/15
54,984
120
Cardinal
Health
Inc
4.500%
11/15/44
103,778
10
Cardinal
Health
Inc
4.900%
9/15/45
9,066
30
Carlisle
Cos
Inc
3.500%
12/01/24
29,477
10
Carlisle
Cos
Inc
2.750%
3/01/30
8,807
20
Carlisle
Cos
Inc
2.200%
3/01/32
16,308
60
Carrier
Global
Corp,
144A
5.800%
11/30/25
60,863
192
Carrier
Global
Corp
3.377%
4/05/40
154,033
50
Caterpillar
Financial
Services
Corp
0.600%
9/13/24
48,594
50
Caterpillar
Financial
Services
Corp
3.250%
12/01/24
49,300
112
Caterpillar
Financial
Services
Corp
3.400%
5/13/25
110,175
10
Caterpillar
Financial
Services
Corp
0.800%
11/13/25
9,367
160
Caterpillar
Inc
3.803%
8/15/42
139,238
10
Caterpillar
Inc
3.250%
9/19/49
7,611
20
CBRE
Services
Inc
4.875%
3/01/26
19,928
100
CBRE
Services
Inc
5.950%
8/15/34
103,460
92
CDW
LLC
/
CDW
Finance
Corp
2.670%
12/01/26
86,035
50
Celanese
US
Holdings
LLC
6.050%
3/15/25
50,246
103
Celanese
US
Holdings
LLC
1.400%
8/05/26
93,782
40
CF
Industries
Inc
5.150%
3/15/34
39,450
200
Charter
Communications
Operating
LLC
/
Charter
Communications
Operating
Capital
2.250%
1/15/29
172,709
200
(b)
Charter
Communications
Operating
LLC
/
Charter
Communications
Operating
Capital
4.400%
4/01/33
180,807
200
Charter
Communications
Operating
LLC
/
Charter
Communications
Operating
Capital
6.650%
2/01/34
208,269
210
Charter
Communications
Operating
LLC
/
Charter
Communications
Operating
Capital
5.500%
4/01/63
170,445
72
Cheniere
Corpus
Christi
Holdings
LLC
5.125%
6/30/27
72,352
140
Cheniere
Energy
Partners
LP,
144A
5.950%
6/30/33
142,971
40
Church
&
Dwight
Co
Inc
3.150%
8/01/27
38,198
70
Cigna
Group/The
4.500%
2/25/26
69,472
300
Cigna
Group/The
3.050%
10/15/27
284,459
80
Cigna
Group/The
4.800%
8/15/38
77,122
10
Cigna
Group/The
6.125%
11/15/41
10,881
40
Cigna
Group/The
3.875%
10/15/47
32,137
100
Cintas
Corp
No
2
3.450%
5/01/25
98,188
100
Cintas
Corp
No
2
3.700%
4/01/27
97,846
138
Cisco
Systems
Inc
2.500%
9/20/26
131,802
40
Clorox
Co/The
4.400%
5/01/29
39,599
10
Clorox
Co/The
1.800%
5/15/30
8,377
50
CNH
Industrial
NV
3.850%
11/15/27
48,356
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
(continued)
Portfolio
of
Investments
January
31,
2024
(Unaudited)
72
Principal
Amount
(000)
Description
(a)
Maturity
Industrial
(continued)
10
Coca-Cola
Co/The
3.375%
3/25/27
$
9,748
5
Coca-Cola
Co/The
1.450%
6/01/27
4,571
50
Coca-Cola
Co/The
1.000%
3/15/28
44,059
160
Coca-Cola
Co/The
1.650%
6/01/30
136,138
10
Coca-Cola
Co/The
1.375%
3/15/31
8,165
110
Coca-Cola
Co/The
3.000%
3/05/51
80,524
60
Coca-Cola
Co/The
2.750%
6/01/60
39,798
100
Coca-Cola
Femsa
SAB
de
CV
1.850%
9/01/32
80,033
10
Colgate-Palmolive
Co
3.100%
8/15/25
9,804
100
Colgate-Palmolive
Co
3.250%
8/15/32
92,461
70
Comcast
Corp
3.300%
4/01/27
67,470
290
Comcast
Corp
3.400%
4/01/30
270,286
250
Comcast
Corp
1.500%
2/15/31
203,520
100
Comcast
Corp
5.500%
11/15/32
105,365
100
Comcast
Corp
6.450%
3/15/37
112,705
340
Comcast
Corp
3.750%
4/01/40
291,209
390
Comcast
Corp
2.987%
11/01/63
246,357
20
Conagra
Brands
Inc
4.600%
11/01/25
19,833
60
Conagra
Brands
Inc
8.250%
9/15/30
70,180
20
Conagra
Brands
Inc
5.300%
11/01/38
19,477
80
Corning
Inc
5.350%
11/15/48
79,608
10
Corning
Inc
3.900%
11/15/49
8,078
10
Corning
Inc
4.375%
11/15/57
8,734
80
Costco
Wholesale
Corp
1.375%
6/20/27
72,661
20
Crown
Castle
Inc
3.700%
6/15/26
19,372
40
Crown
Castle
Inc
4.300%
2/15/29
38,400
154
Crown
Castle
Inc
3.300%
7/01/30
137,601
140
Crown
Castle
Inc
2.500%
7/15/31
116,669
115
CSX
Corp
4.250%
3/15/29
114,184
30
CSX
Corp
6.000%
10/01/36
32,894
120
CSX
Corp
4.100%
3/15/44
104,431
20
CSX
Corp
4.750%
11/15/48
18,918
10
CSX
Corp
3.800%
4/15/50
7,991
52
CSX
Corp
4.250%
11/01/66
43,436
9
Cummins
Inc
1.500%
9/01/30
7,516
72
Cummins
Inc
2.600%
9/01/50
46,775
100
(b)
Danaher
Corp
2.800%
12/10/51
67,479
130
Deere
&
Co
3.900%
6/09/42
115,479
140
Dell
International
LLC
/
EMC
Corp
5.850%
7/15/25
141,474
152
Dell
International
LLC
/
EMC
Corp
8.100%
7/15/36
187,371
20
DH
Europe
Finance
II
Sarl
2.200%
11/15/24
19,516
70
Discovery
Communications
LLC
3.950%
3/20/28
66,877
192
Discovery
Communications
LLC
3.625%
5/15/30
173,994
330
Discovery
Communications
LLC
5.000%
9/20/37
297,258
51
Discovery
Communications
LLC
6.350%
6/01/40
51,598
70
Discovery
Communications
LLC
5.200%
9/20/47
60,542
20
Discovery
Communications
LLC
4.650%
5/15/50
16,084
100
Dollar
General
Corp
3.500%
4/03/30
92,206
12
Dollar
Tree
Inc
4.000%
5/15/25
11,816
82
Dollar
Tree
Inc
3.375%
12/01/51
55,995
30
Dover
Corp
5.375%
10/15/35
31,015
30
(b)
Dow
Chemical
Co/The
2.100%
11/15/30
25,575
141
Dow
Chemical
Co/The
4.250%
10/01/34
133,755
60
DR
Horton
Inc
1.300%
10/15/26
54,677
10
DuPont
de
Nemours
Inc
4.493%
11/15/25
9,921
150
DuPont
de
Nemours
Inc
5.319%
11/15/38
151,154
30
DXC
Technology
Co
1.800%
9/15/26
27,458
201
Eastern
Gas
Transmission
&
Storage
Inc
4.800%
11/01/43
180,777
60
Eastman
Chemical
Co
5.750%
3/08/33
61,796
48
Eaton
Corp
3.103%
9/15/27
45,963
73
Principal
Amount
(000)
Description
(a)
Maturity
Industrial
(continued)
62
Eaton
Corp
4.000%
11/02/32
$
59,580
134
(b)
eBay
Inc
2.700%
3/11/30
119,445
36
Ecolab
Inc
3.250%
12/01/27
34,586
10
Ecolab
Inc
4.800%
3/24/30
10,201
10
Ecolab
Inc
1.300%
1/30/31
8,045
110
Ecolab
Inc
2.700%
12/15/51
72,886
62
Electronic
Arts
Inc
1.850%
2/15/31
51,497
10
Eli
Lilly
&
Co
2.750%
6/01/25
9,762
25
Eli
Lilly
&
Co
3.375%
3/15/29
24,015
130
Eli
Lilly
&
Co
4.700%
2/27/33
132,437
50
Emerson
Electric
Co
2.000%
12/21/28
44,737
72
Emerson
Electric
Co
1.950%
10/15/30
61,802
10
Enbridge
Inc
2.500%
2/14/25
9,725
170
Enbridge
Inc
3.125%
11/15/29
155,870
90
Enbridge
Inc
4.500%
6/10/44
77,664
50
Enbridge
Inc
8.250%
1/15/84
51,754
100
Enterprise
Products
Operating
LLC
7.550%
4/15/38
122,846
200
Enterprise
Products
Operating
LLC
6.125%
10/15/39
219,311
100
Enterprise
Products
Operating
LLC
4.850%
3/15/44
96,093
50
Equifax
Inc
5.100%
6/01/28
50,585
60
Equinix
Inc
2.625%
11/18/24
58,596
110
Equinix
Inc
3.900%
4/15/32
101,796
40
Equinix
Inc
3.000%
7/15/50
26,966
120
Estee
Lauder
Cos
Inc/The
2.600%
4/15/30
106,535
280
FedEx
Corp
3.900%
2/01/35
255,176
122
Fidelity
National
Information
Services
Inc
1.650%
3/01/28
109,216
20
Fiserv
Inc
2.250%
6/01/27
18,548
234
Fiserv
Inc
3.500%
7/01/29
219,488
40
Fiserv
Inc
2.650%
6/01/30
35,177
60
Flex
Ltd
4.875%
6/15/29
59,161
50
Flowserve
Corp
2.800%
1/15/32
41,462
40
FMC
Corp
3.450%
10/01/29
36,353
20
FMC
Corp
4.500%
10/01/49
15,447
10
Fomento
Economico
Mexicano
SAB
de
CV
4.375%
5/10/43
8,587
89
(b)
Fomento
Economico
Mexicano
SAB
de
CV
3.500%
1/16/50
68,085
20
Fortinet
Inc
2.200%
3/15/31
16,770
30
Fortive
Corp
3.150%
6/15/26
28,827
100
Fortune
Brands
Innovations
Inc
5.875%
6/01/33
104,279
100
Fox
Corp
4.709%
1/25/29
99,182
100
Fox
Corp
6.500%
10/13/33
107,850
20
GE
HealthCare
Technologies
Inc
5.600%
11/15/25
20,183
140
GE
HealthCare
Technologies
Inc
5.857%
3/15/30
147,274
10
General
Mills
Inc
4.000%
4/17/25
9,877
184
General
Mills
Inc
2.875%
4/15/30
165,714
180
General
Motors
Financial
Co
Inc
5.000%
4/09/27
179,795
274
General
Motors
Financial
Co
Inc
5.650%
1/17/29
279,807
210
General
Motors
Financial
Co
Inc
4.300%
4/06/29
201,764
160
General
Motors
Financial
Co
Inc
6.100%
1/07/34
164,959
40
Genuine
Parts
Co
2.750%
2/01/32
33,582
190
Gilead
Sciences
Inc
4.600%
9/01/35
185,717
166
Gilead
Sciences
Inc
4.000%
9/01/36
152,181
40
Gilead
Sciences
Inc
5.650%
12/01/41
42,269
10
Gilead
Sciences
Inc
4.800%
4/01/44
9,557
50
GlaxoSmithKline
Capital
Inc
3.625%
5/15/25
49,294
10
GlaxoSmithKline
Capital
Inc
6.375%
5/15/38
11,622
70
GlaxoSmithKline
Capital
PLC
3.375%
6/01/29
67,073
190
Global
Payments
Inc
3.200%
8/15/29
171,968
10
Haleon
UK
Capital
PLC
3.125%
3/24/25
9,783
120
Haleon
US
Capital
LLC
3.375%
3/24/29
113,133
192
Halliburton
Co
4.850%
11/15/35
190,222
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
(continued)
Portfolio
of
Investments
January
31,
2024
(Unaudited)
74
Principal
Amount
(000)
Description
(a)
Maturity
Industrial
(continued)
30
Harley-Davidson
Inc
4.625%
7/28/45
$
24,063
10
Hasbro
Inc
3.550%
11/19/26
9,541
10
Hasbro
Inc
3.500%
9/15/27
9,458
100
Hasbro
Inc
3.900%
11/19/29
92,838
50
HCA
Inc
5.375%
2/01/25
49,954
30
HCA
Inc
5.250%
6/15/26
30,086
40
HCA
Inc
4.500%
2/15/27
39,449
50
HCA
Inc
3.125%
3/15/27
47,536
100
HCA
Inc
5.200%
6/01/28
101,007
106
HCA
Inc
4.125%
6/15/29
101,228
110
HCA
Inc
5.125%
6/15/39
105,333
120
HCA
Inc
3.500%
7/15/51
84,111
60
Hershey
Co/The
4.250%
5/04/28
59,841
60
Hewlett
Packard
Enterprise
Co
6.102%
4/01/26
59,964
70
Hewlett
Packard
Enterprise
Co
6.200%
10/15/35
74,988
20
Hexcel
Corp
4.950%
8/15/25
19,532
120
Home
Depot
Inc/The
2.700%
4/15/25
117,299
10
Home
Depot
Inc/The
2.950%
6/15/29
9,331
299
Home
Depot
Inc/The
5.400%
9/15/40
313,549
130
Home
Depot
Inc/The
5.950%
4/01/41
144,520
22
Home
Depot
Inc/The
4.400%
3/15/45
20,313
70
Home
Depot
Inc/The
4.500%
12/06/48
64,723
10
Home
Depot
Inc/The
3.125%
12/15/49
7,292
110
Honda
Motor
Co
Ltd
2.534%
3/10/27
103,700
50
Hormel
Foods
Corp
1.700%
6/03/28
44,712
10
HP
Inc
2.200%
6/17/25
9,608
52
HP
Inc
3.400%
6/17/30
47,600
110
HP
Inc
4.200%
4/15/32
103,190
100
Hyatt
Hotels
Corp
5.750%
1/30/27
102,284
100
IBM
International
Capital
Pte
Ltd
5.300%
2/05/54
100,391
20
IDEX
Corp
2.625%
6/15/31
17,108
70
Illinois
Tool
Works
Inc
4.875%
9/15/41
69,831
10
Intel
Corp
3.750%
3/25/27
9,801
292
Intel
Corp
2.450%
11/15/29
261,362
130
Intel
Corp
5.125%
2/10/30
133,893
10
Intel
Corp
4.000%
12/15/32
9,550
110
Intel
Corp
4.600%
3/25/40
106,488
70
Intel
Corp
4.250%
12/15/42
62,837
70
Intel
Corp
4.100%
5/11/47
59,988
160
Intel
Corp
3.734%
12/08/47
128,249
10
Intel
Corp
3.250%
11/15/49
7,246
20
International
Business
Machines
Corp
7.000%
10/30/25
20,814
180
International
Business
Machines
Corp
3.300%
5/15/26
174,852
10
International
Business
Machines
Corp
3.300%
1/27/27
9,642
100
International
Business
Machines
Corp
2.720%
2/09/32
87,510
72
International
Business
Machines
Corp
5.600%
11/30/39
76,746
70
International
Business
Machines
Corp
4.000%
6/20/42
60,897
90
International
Business
Machines
Corp
4.700%
2/19/46
83,478
40
International
Flavors
&
Fragrances
Inc
4.375%
6/01/47
31,081
10
International
Flavors
&
Fragrances
Inc
5.000%
9/26/48
8,545
45
International
Paper
Co
4.800%
6/15/44
41,142
52
International
Paper
Co
4.350%
8/15/48
45,383
60
Interpublic
Group
of
Cos
Inc/The
2.400%
3/01/31
50,653
100
Interpublic
Group
of
Cos
Inc/The
5.375%
6/15/33
101,469
100
Intuit
Inc
5.250%
9/15/26
101,885
18
Intuit
Inc
1.350%
7/15/27
16,264
10
Intuit
Inc
1.650%
7/15/30
8,365
50
IQVIA
Inc,
144A
6.250%
2/01/29
52,036
60
J
M
Smucker
Co/The
3.500%
3/15/25
58,959
10
J
M
Smucker
Co/The
4.250%
3/15/35
9,249
75
Principal
Amount
(000)
Description
(a)
Maturity
Industrial
(continued)
100
J
M
Smucker
Co/The
2.750%
9/15/41
$
68,839
40
Jabil
Inc
4.250%
5/15/27
39,148
112
John
Deere
Capital
Corp
0.450%
6/07/24
110,163
100
John
Deere
Capital
Corp
0.625%
9/10/24
97,347
110
John
Deere
Capital
Corp
1.300%
10/13/26
101,316
30
John
Deere
Capital
Corp
3.350%
4/18/29
28,629
100
John
Deere
Capital
Corp
4.700%
6/10/30
101,143
20
Johnson
&
Johnson
2.950%
3/03/27
19,315
390
Johnson
&
Johnson
3.550%
3/01/36
355,998
36
Johnson
Controls
International
plc
5.125%
9/14/45
34,656
20
Johnson
Controls
International
plc
/
Tyco
Fire
&
Security
Finance
SCA
1.750%
9/15/30
16,632
30
Johnson
Controls
International
plc
/
Tyco
Fire
&
Security
Finance
SCA
2.000%
9/16/31
24,673
60
Kellanova
3.400%
11/15/27
57,610
20
Kellanova
2.100%
6/01/30
17,157
10
Kellanova
4.500%
4/01/46
8,887
10
Keurig
Dr
Pepper
Inc
3.400%
11/15/25
9,738
20
Keurig
Dr
Pepper
Inc
3.200%
5/01/30
18,313
10
Keurig
Dr
Pepper
Inc
3.800%
5/01/50
7,866
170
Keurig
Dr
Pepper
Inc
4.500%
4/15/52
149,573
50
Keysight
Technologies
Inc
3.000%
10/30/29
45,164
20
Kimberly-Clark
Corp
3.950%
11/01/28
19,749
98
Kimberly-Clark
Corp
6.625%
8/01/37
116,528
90
Kinder
Morgan
Inc
1.750%
11/15/26
82,866
332
Kinder
Morgan
Inc
5.300%
12/01/34
329,299
100
KLA
Corp
4.650%
7/15/32
100,433
100
KLA
Corp
4.950%
7/15/52
98,256
10
Koninklijke
KPN
NV
8.375%
10/01/30
11,895
30
Kraft
Heinz
Foods
Co
3.875%
5/15/27
29,330
110
Kraft
Heinz
Foods
Co
4.250%
3/01/31
106,446
130
Kraft
Heinz
Foods
Co
5.500%
6/01/50
131,715
30
Kroger
Co/The
2.200%
5/01/30
25,667
10
Kroger
Co/The
1.700%
1/15/31
8,117
110
Kroger
Co/The
6.900%
4/15/38
125,608
9
Kroger
Co/The
5.400%
7/15/40
8,811
10
Kroger
Co/The
4.450%
2/01/47
8,762
10
Laboratory
Corp
of
America
Holdings
3.600%
9/01/27
9,643
110
Laboratory
Corp
of
America
Holdings
2.700%
6/01/31
95,449
10
Lam
Research
Corp
3.750%
3/15/26
9,828
10
Lam
Research
Corp
1.900%
6/15/30
8,563
90
Lam
Research
Corp
3.125%
6/15/60
61,021
60
Lear
Corp
2.600%
1/15/32
48,813
30
Leggett
&
Platt
Inc
4.400%
3/15/29
29,096
30
Leggett
&
Platt
Inc
3.500%
11/15/51
21,084
10
Lennox
International
Inc
1.700%
8/01/27
9,061
50
Linde
Inc/CT
4.700%
12/05/25
50,155
10
Linde
Inc/CT
1.100%
8/10/30
8,224
40
Lowe's
Cos
Inc
4.000%
4/15/25
39,509
70
Lowe's
Cos
Inc
3.350%
4/01/27
67,570
161
Lowe's
Cos
Inc
4.500%
4/15/30
159,908
300
Lowe's
Cos
Inc
5.000%
4/15/40
290,877
190
LYB
International
Finance
III
LLC
3.375%
10/01/40
145,967
21
LYB
International
Finance
III
LLC
4.200%
5/01/50
16,724
60
Magna
International
Inc
2.450%
6/15/30
52,532
132
Marathon
Petroleum
Corp
4.750%
9/15/44
119,160
160
Marriott
International
Inc/MD
5.550%
10/15/28
164,828
122
Martin
Marietta
Materials
Inc
3.200%
7/15/51
88,024
60
Marvell
Technology
Inc
2.450%
4/15/28
54,401
60
Masco
Corp
2.000%
2/15/31
49,485
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
(continued)
Portfolio
of
Investments
January
31,
2024
(Unaudited)
76
Principal
Amount
(000)
Description
(a)
Maturity
Industrial
(continued)
20
Masco
Corp
4.500%
5/15/47
$
16,988
10
Mastercard
Inc
2.950%
11/21/26
9,651
32
Mastercard
Inc
2.950%
6/01/29
29,945
44
Mastercard
Inc
3.350%
3/26/30
41,626
100
Mastercard
Inc
2.000%
11/18/31
84,186
40
Mastercard
Inc
3.800%
11/21/46
34,453
50
(b)
McCormick
&
Co
Inc/MD
1.850%
2/15/31
40,923
200
McDonald's
Corp
4.600%
9/09/32
200,692
200
McDonald's
Corp
5.150%
9/09/52
199,796
50
McKesson
Corp
4.900%
7/15/28
50,784
10
McKesson
Corp
5.100%
7/15/33
10,247
100
MDC
Holdings
Inc
3.966%
8/06/61
73,637
100
Merck
&
Co
Inc
1.900%
12/10/28
89,819
200
Merck
&
Co
Inc
1.450%
6/24/30
167,141
60
Merck
&
Co
Inc
6.500%
12/01/33
69,249
250
Merck
&
Co
Inc
2.750%
12/10/51
167,809
20
Micron
Technology
Inc
4.975%
2/06/26
20,030
80
Micron
Technology
Inc
4.185%
2/15/27
78,396
100
Micron
Technology
Inc
5.300%
1/15/31
101,041
20
Microsoft
Corp
2.700%
2/12/25
19,586
80
Microsoft
Corp
3.300%
2/06/27
78,064
211
Microsoft
Corp
3.450%
8/08/36
192,452
20
Microsoft
Corp
3.750%
2/12/45
17,750
586
Microsoft
Corp
2.921%
3/17/52
420,623
50
Mohawk
Industries
Inc
5.850%
9/18/28
51,820
20
Moody's
Corp
2.000%
8/19/31
16,492
10
Moody's
Corp
5.250%
7/15/44
10,049
70
Moody's
Corp
3.750%
2/25/52
56,219
10
Mosaic
Co/The
4.050%
11/15/27
9,770
50
Mosaic
Co/The
5.375%
11/15/28
50,994
80
Mosaic
Co/The
4.875%
11/15/41
71,934
100
Motorola
Solutions
Inc
2.750%
5/24/31
85,208
240
MPLX
LP
2.650%
8/15/30
208,163
140
MPLX
LP
4.950%
3/14/52
124,392
40
National
Fuel
Gas
Co
5.500%
1/15/26
40,185
10
National
Fuel
Gas
Co
5.500%
10/01/26
10,085
60
NetApp
Inc
2.375%
6/22/27
55,492
100
Norfolk
Southern
Corp
2.300%
5/15/31
85,196
32
Norfolk
Southern
Corp
4.837%
10/01/41
30,671
120
Norfolk
Southern
Corp
2.900%
8/25/51
80,159
110
Norfolk
Southern
Corp
5.350%
8/01/54
112,170
50
NOV
Inc
3.950%
12/01/42
38,653
110
Novartis
Capital
Corp
2.200%
8/14/30
96,845
100
Novartis
Capital
Corp
4.400%
5/06/44
94,004
20
Novartis
Capital
Corp
2.750%
8/14/50
13,915
40
Nutrien
Ltd
5.950%
11/07/25
40,667
100
Nutrien
Ltd
4.200%
4/01/29
97,909
100
NVIDIA
Corp
2.000%
6/15/31
85,319
122
NVIDIA
Corp
3.500%
4/01/40
105,291
30
NVR
Inc
3.000%
5/15/30
26,868
10
NXP
BV
/
NXP
Funding
LLC
/
NXP
USA
Inc
3.150%
5/01/27
9,496
82
NXP
BV
/
NXP
Funding
LLC
/
NXP
USA
Inc
2.500%
5/11/31
68,982
110
NXP
BV
/
NXP
Funding
LLC
/
NXP
USA
Inc
2.650%
2/15/32
91,910
10
Omnicom
Group
Inc
2.450%
4/30/30
8,709
70
Omnicom
Group
Inc
/
Omnicom
Capital
Inc
3.600%
4/15/26
68,324
273
ONEOK
Inc
4.550%
7/15/28
269,938
19
ONEOK
Inc
4.350%
3/15/29
18,520
10
ONEOK
Inc
4.500%
3/15/50
8,250
20
ONEOK
Inc
7.150%
1/15/51
22,778
77
Principal
Amount
(000)
Description
(a)
Maturity
Industrial
(continued)
150
Oracle
Corp
2.800%
4/01/27
$
141,514
100
Oracle
Corp
4.650%
5/06/30
98,958
120
Oracle
Corp
4.900%
2/06/33
118,763
690
Oracle
Corp
4.300%
7/08/34
642,269
210
Oracle
Corp
6.900%
11/09/52
246,607
90
Orange
SA
5.375%
1/13/42
91,670
60
Otis
Worldwide
Corp
3.112%
2/15/40
47,647
2
Owens
Corning
3.400%
8/15/26
1,930
60
Owens
Corning
3.875%
6/01/30
56,177
70
PACCAR
Financial
Corp
3.550%
8/11/25
68,943
100
PACCAR
Financial
Corp
5.200%
11/09/26
101,867
50
Packaging
Corp
of
America
5.700%
12/01/33
52,498
30
Packaging
Corp
of
America
4.050%
12/15/49
24,252
20
(b)
Paramount
Global
4.200%
6/01/29
18,714
220
(b)
Paramount
Global
4.200%
5/19/32
195,766
20
Paramount
Global
5.900%
10/15/40
18,387
10
Parker-Hannifin
Corp
3.250%
3/01/27
9,622
30
Parker-Hannifin
Corp
3.250%
6/14/29
28,089
114
Parker-Hannifin
Corp
4.200%
11/21/34
108,712
20
Parker-Hannifin
Corp
4.450%
11/21/44
18,119
10
PayPal
Holdings
Inc
3.900%
6/01/27
9,820
160
PayPal
Holdings
Inc
2.850%
10/01/29
145,690
60
PepsiCo
Inc
3.500%
7/17/25
59,124
30
PepsiCo
Inc
2.375%
10/06/26
28,554
50
PepsiCo
Inc
5.125%
11/10/26
50,933
100
PepsiCo
Inc
1.625%
5/01/30
84,614
10
PepsiCo
Inc
4.450%
4/14/46
9,414
364
PepsiCo
Inc
2.875%
10/15/49
259,632
100
Pfizer
Inc
3.600%
9/15/28
97,145
350
Pfizer
Inc
4.200%
9/15/48
309,093
100
Pfizer
Investment
Enterprises
Pte
Ltd
4.450%
5/19/26
99,545
100
Pfizer
Investment
Enterprises
Pte
Ltd
4.450%
5/19/28
99,791
140
Pfizer
Investment
Enterprises
Pte
Ltd
4.750%
5/19/33
139,826
150
Pfizer
Investment
Enterprises
Pte
Ltd
5.110%
5/19/43
149,106
40
Phillips
66
Co
3.550%
10/01/26
38,818
162
Phillips
66
Co
4.680%
2/15/45
146,363
50
PPG
Industries
Inc
3.750%
3/15/28
48,369
50
Procter
&
Gamble
Co/The
1.000%
4/23/26
46,571
200
Procter
&
Gamble
Co/The
3.000%
3/25/30
186,548
10
Procter
&
Gamble
Co/The
4.050%
1/26/33
9,833
25
(b)
PulteGroup
Inc
5.000%
1/15/27
25,154
21
PVH
Corp
4.625%
7/10/25
20,814
30
Qorvo
Inc
1.750%
12/15/24
28,934
220
QUALCOMM
Inc
1.650%
5/20/32
176,421
50
QUALCOMM
Inc
4.250%
5/20/32
48,995
30
QUALCOMM
Inc
4.650%
5/20/35
30,251
10
Quanta
Services
Inc
2.900%
10/01/30
8,771
80
Quanta
Services
Inc
2.350%
1/15/32
65,278
28
Quest
Diagnostics
Inc
4.250%
4/01/24
27,915
50
Quest
Diagnostics
Inc
3.450%
6/01/26
48,510
10
Quest
Diagnostics
Inc
2.950%
6/30/30
8,944
120
Regal
Rexnord
Corp,
144A
6.300%
2/15/30
123,347
60
Regeneron
Pharmaceuticals
Inc
1.750%
9/15/30
49,564
20
Regeneron
Pharmaceuticals
Inc
2.800%
9/15/50
12,958
50
RELX
Capital
Inc
4.750%
5/20/32
50,209
10
Republic
Services
Inc
3.375%
11/15/27
9,613
70
Republic
Services
Inc
3.950%
5/15/28
68,546
28
Republic
Services
Inc
2.300%
3/01/30
24,512
70
Republic
Services
Inc
1.450%
2/15/31
56,401
10
Revvity
Inc
3.300%
9/15/29
9,117
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
(continued)
Portfolio
of
Investments
January
31,
2024
(Unaudited)
78
Principal
Amount
(000)
Description
(a)
Maturity
Industrial
(continued)
110
Revvity
Inc
2.250%
9/15/31
$
91,101
40
Rockwell
Automation
Inc
4.200%
3/01/49
35,087
10
Rogers
Communications
Inc
3.625%
12/15/25
9,746
10
Rogers
Communications
Inc
2.900%
11/15/26
9,508
50
Rogers
Communications
Inc
3.200%
3/15/27
47,792
10
Rogers
Communications
Inc
3.800%
3/15/32
9,096
150
Rogers
Communications
Inc
5.450%
10/01/43
147,799
110
Roper
Technologies
Inc
3.800%
12/15/26
107,569
80
Royalty
Pharma
PLC
1.200%
9/02/25
75,018
10
Ryder
System
Inc
2.500%
9/01/24
9,822
110
Ryder
System
Inc
2.850%
3/01/27
103,788
50
Ryder
System
Inc
6.300%
12/01/28
52,997
150
S&P
Global
Inc
2.900%
3/01/32
132,132
60
S&P
Global
Inc,
144A
5.250%
9/15/33
62,042
23
S&P
Global
Inc
2.300%
8/15/60
13,215
20
Sabine
Pass
Liquefaction
LLC
5.875%
6/30/26
20,346
160
Sabine
Pass
Liquefaction
LLC
4.500%
5/15/30
156,187
90
Salesforce
Inc
2.700%
7/15/41
67,441
152
Salesforce
Inc
2.900%
7/15/51
105,357
10
Schlumberger
Finance
Canada
Ltd
1.400%
9/17/25
9,496
82
Schlumberger
Investment
SA
2.650%
6/26/30
73,488
10
Sherwin-Williams
Co/The
4.250%
8/08/25
9,899
141
Sherwin-Williams
Co/The
2.950%
8/15/29
128,953
42
Sherwin-Williams
Co/The
4.500%
6/01/47
37,753
20
Smith
&
Nephew
PLC
2.032%
10/14/30
16,677
30
Snap-on
Inc
3.100%
5/01/50
21,646
60
Sonoco
Products
Co
2.850%
2/01/32
51,466
110
Stanley
Black
&
Decker
Inc
3.000%
5/15/32
94,238
10
Starbucks
Corp
2.250%
3/12/30
8,723
10
Starbucks
Corp
2.550%
11/15/30
8,771
100
Starbucks
Corp
3.000%
2/14/32
89,110
100
Starbucks
Corp
4.800%
2/15/33
101,153
40
Starbucks
Corp
3.500%
11/15/50
30,478
90
Stryker
Corp
1.950%
6/15/30
76,680
130
Sysco
Corp
3.250%
7/15/27
124,088
50
Sysco
Corp
6.000%
1/17/34
53,862
20
Sysco
Corp
6.600%
4/01/50
23,288
10
Takeda
Pharmaceutical
Co
Ltd
2.050%
3/31/30
8,573
10
Takeda
Pharmaceutical
Co
Ltd
3.025%
7/09/40
7,693
60
Takeda
Pharmaceutical
Co
Ltd
3.375%
7/09/60
41,619
50
Take-Two
Interactive
Software
Inc
3.700%
4/14/27
48,569
10
Tapestry
Inc
4.125%
7/15/27
9,509
140
Tapestry
Inc
3.050%
3/15/32
111,971
75
Targa
Resources
Corp
6.150%
3/01/29
78,382
100
Targa
Resources
Corp
6.500%
3/30/34
107,822
1
Target
Corp
3.375%
4/15/29
956
150
Target
Corp
2.350%
2/15/30
133,594
62
Target
Corp
6.500%
10/15/37
71,567
9
Target
Corp
3.900%
11/15/47
7,659
30
TC
PipeLines
LP
3.900%
5/25/27
28,784
40
Teledyne
Technologies
Inc
2.250%
4/01/28
36,235
20
(b)
Telefonica
Emisiones
SA
4.103%
3/08/27
19,587
21
Telefonica
Emisiones
SA
7.045%
6/20/36
23,712
60
Telefonica
Emisiones
SA
4.665%
3/06/38
55,036
30
Telefonica
Emisiones
SA
4.895%
3/06/48
26,515
100
(b)
Telefonica
Emisiones
SA
5.520%
3/01/49
96,071
70
TELUS
Corp
3.700%
9/15/27
67,428
60
Texas
Instruments
Inc
1.750%
5/04/30
51,152
100
Texas
Instruments
Inc
1.900%
9/15/31
84,195
30
Texas
Instruments
Inc
3.875%
3/15/39
27,536
79
Principal
Amount
(000)
Description
(a)
Maturity
Industrial
(continued)
20
Texas
Instruments
Inc
4.150%
5/15/48
$
17,654
50
Thermo
Fisher
Scientific
Inc
4.953%
8/10/26
50,706
190
Thermo
Fisher
Scientific
Inc
2.800%
10/15/41
142,334
40
Thomson
Reuters
Corp
3.350%
5/15/26
38,658
30
(b)
Timken
Co/The
4.125%
4/01/32
27,696
100
Toyota
Motor
Corp
5.118%
7/13/28
103,574
132
(b)
Toyota
Motor
Corp
2.760%
7/02/29
123,778
100
Toyota
Motor
Credit
Corp
1.450%
1/13/25
96,707
100
Toyota
Motor
Credit
Corp
1.125%
6/18/26
92,567
100
Toyota
Motor
Credit
Corp
5.250%
9/11/28
102,939
50
Toyota
Motor
Credit
Corp
4.650%
1/05/29
50,207
10
Toyota
Motor
Credit
Corp
2.150%
2/13/30
8,775
40
Toyota
Motor
Credit
Corp
4.550%
5/17/30
40,014
10
Trane
Technologies
Financing
Ltd
3.800%
3/21/29
9,666
60
Trane
Technologies
Financing
Ltd
5.250%
3/03/33
61,996
290
TransCanada
PipeLines
Ltd
2.500%
10/12/31
242,671
60
Transcontinental
Gas
Pipe
Line
Co
LLC
7.850%
2/01/26
62,926
70
Transcontinental
Gas
Pipe
Line
Co
LLC
3.250%
5/15/30
63,860
50
Transcontinental
Gas
Pipe
Line
Co
LLC
3.950%
5/15/50
40,318
30
Trimble
Inc
6.100%
3/15/33
31,567
140
TSMC
Arizona
Corp
4.250%
4/22/32
137,594
39
TWDC
Enterprises
18
Corp
3.150%
9/17/25
38,033
10
(b)
TWDC
Enterprises
18
Corp
2.950%
6/15/27
9,591
20
TWDC
Enterprises
18
Corp
4.375%
8/16/41
18,076
20
TWDC
Enterprises
18
Corp
4.125%
12/01/41
17,676
60
Tyco
Electronics
Group
SA
2.500%
2/04/32
51,956
18
Unilever
Capital
Corp
3.100%
7/30/25
17,641
21
Unilever
Capital
Corp
2.000%
7/28/26
19,842
100
Unilever
Capital
Corp
1.750%
8/12/31
82,520
10
Union
Pacific
Corp
3.750%
7/15/25
9,860
10
Union
Pacific
Corp
3.375%
2/01/35
8,774
20
Union
Pacific
Corp
3.600%
9/15/37
17,675
488
Union
Pacific
Corp
3.550%
8/15/39
417,713
80
United
Parcel
Service
Inc
4.450%
4/01/30
80,206
160
United
Parcel
Service
Inc
5.200%
4/01/40
164,585
130
Valero
Energy
Corp
2.800%
12/01/31
111,784
40
Valero
Energy
Corp
6.625%
6/15/37
44,008
30
Valmont
Industries
Inc
5.250%
10/01/54
26,279
50
Verisk
Analytics
Inc
4.125%
3/15/29
48,753
49
Verizon
Communications
Inc
4.016%
12/03/29
47,117
80
Verizon
Communications
Inc
1.500%
9/18/30
65,680
115
Verizon
Communications
Inc
2.550%
3/21/31
98,855
605
Verizon
Communications
Inc
2.355%
3/15/32
502,440
100
Verizon
Communications
Inc
5.050%
5/09/33
101,023
112
Verizon
Communications
Inc
2.850%
9/03/41
81,940
50
Verizon
Communications
Inc
5.500%
3/16/47
51,930
80
Verizon
Communications
Inc
4.000%
3/22/50
65,597
320
Verizon
Communications
Inc
3.875%
3/01/52
255,771
20
Verizon
Communications
Inc
2.987%
10/30/56
13,073
50
VF
Corp
2.800%
4/23/27
46,162
70
Visa
Inc
2.050%
4/15/30
61,333
10
Visa
Inc
1.100%
2/15/31
8,042
241
Visa
Inc
4.150%
12/14/35
232,540
20
Visa
Inc
2.000%
8/15/50
12,170
140
VMware
LLC
1.400%
8/15/26
128,145
10
Vodafone
Group
PLC
4.125%
5/30/25
9,888
20
Vodafone
Group
PLC
6.250%
11/30/32
21,791
173
Vodafone
Group
PLC
6.150%
2/27/37
187,008
20
Vodafone
Group
PLC
4.875%
6/19/49
18,074
20
Vodafone
Group
PLC
4.250%
9/17/50
16,435
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
(continued)
Portfolio
of
Investments
January
31,
2024
(Unaudited)
80
Principal
Amount
(000)
Description
(a)
Maturity
Industrial
(continued)
50
Vulcan
Materials
Co
5.800%
3/01/26
$
50,030
50
Walt
Disney
Co/The
3.350%
3/24/25
49,164
10
Walt
Disney
Co/The
3.800%
3/22/30
9,644
50
Walt
Disney
Co/The
2.650%
1/13/31
44,332
150
Walt
Disney
Co/The
6.400%
12/15/35
170,398
30
Walt
Disney
Co/The
6.650%
11/15/37
34,958
12
Walt
Disney
Co/The
4.750%
9/15/44
11,411
60
Walt
Disney
Co/The
4.950%
10/15/45
57,950
290
Walt
Disney
Co/The
2.750%
9/01/49
193,560
1
Warnermedia
Holdings
Inc
3.788%
3/15/25
981
1
Warnermedia
Holdings
Inc
5.391%
3/15/62
860
110
Waste
Connections
Inc
2.200%
1/15/32
91,128
10
Waste
Management
Inc
1.500%
3/15/31
8,098
110
Waste
Management
Inc
4.150%
4/15/32
105,963
60
Waste
Management
Inc
4.875%
2/15/34
60,404
110
Western
Midstream
Operating
LP
6.150%
4/01/33
113,381
50
Western
Union
Co/The
2.850%
1/10/25
48,717
10
Western
Union
Co/The
6.200%
11/17/36
10,312
50
Westlake
Corp
5.000%
8/15/46
45,055
20
Weyerhaeuser
Co
4.000%
4/15/30
19,067
20
Weyerhaeuser
Co
7.375%
3/15/32
23,099
80
Weyerhaeuser
Co
3.375%
3/09/33
70,459
10
Whirlpool
Corp
3.700%
5/01/25
9,822
100
Whirlpool
Corp
4.700%
5/14/32
97,318
200
Williams
Cos
Inc/The
2.600%
3/15/31
170,937
50
Williams
Cos
Inc/The
5.150%
3/15/34
50,127
60
Workday
Inc
3.700%
4/01/29
57,173
130
WRKCo
Inc
4.000%
3/15/28
125,439
10
WRKCo
Inc
3.000%
6/15/33
8,576
50
WW
Grainger
Inc
1.850%
2/15/25
48,418
50
Xilinx
Inc
2.375%
6/01/30
44,355
31
Xylem
Inc/NY
2.250%
1/30/31
26,513
60
Zimmer
Biomet
Holdings
Inc
2.600%
11/24/31
51,388
20
Zoetis
Inc
4.500%
11/13/25
19,901
126
Zoetis
Inc
3.900%
8/20/28
123,167
9
Zoetis
Inc
2.000%
5/15/30
7,685
10
Zoetis
Inc
5.600%
11/16/32
10,579
Total
Industrial
48,991,395
Utility
-
2.4%
62
AEP
Texas
Inc
4.150%
5/01/49
49,292
10
AEP
Texas
Inc
3.450%
1/15/50
7,134
75
Ameren
Corp
5.000%
1/15/29
75,428
20
American
Electric
Power
Co
Inc
5.699%
8/15/25
20,154
30
American
Electric
Power
Co
Inc
5.750%
11/01/27
30,932
80
American
Electric
Power
Co
Inc
5.200%
1/15/29
81,220
120
American
Water
Capital
Corp
2.800%
5/01/30
107,831
110
American
Water
Capital
Corp
2.300%
6/01/31
93,322
20
American
Water
Capital
Corp
3.750%
9/01/47
16,290
20
American
Water
Capital
Corp
4.200%
9/01/48
17,472
260
Appalachian
Power
Co
4.400%
5/15/44
218,812
10
Appalachian
Power
Co
3.700%
5/01/50
7,442
40
Atmos
Energy
Corp
2.625%
9/15/29
36,473
100
Atmos
Energy
Corp
5.900%
11/15/33
108,259
100
Atmos
Energy
Corp
2.850%
2/15/52
66,224
40
Avangrid
Inc
3.200%
4/15/25
38,946
10
Avista
Corp
4.350%
6/01/48
8,400
70
Avista
Corp
4.000%
4/01/52
54,587
120
Berkshire
Hathaway
Energy
Co
3.700%
7/15/30
112,693
210
Berkshire
Hathaway
Energy
Co
5.150%
11/15/43
208,119
81
Principal
Amount
(000)
Description
(a)
Maturity
Utility
(continued)
100
Berkshire
Hathaway
Energy
Co
4.600%
5/01/53
$
88,335
10
Black
Hills
Corp
1.037%
8/23/24
9,742
50
Black
Hills
Corp
5.950%
3/15/28
51,853
10
CenterPoint
Energy
Houston
Electric
LLC
5.200%
10/01/28
10,255
100
CenterPoint
Energy
Houston
Electric
LLC
3.000%
3/01/32
88,391
90
CenterPoint
Energy
Inc
1.450%
6/01/26
83,571
90
CenterPoint
Energy
Resources
Corp
4.100%
9/01/47
73,761
121
Commonwealth
Edison
Co
6.450%
1/15/38
133,510
110
Commonwealth
Edison
Co
2.750%
9/01/51
70,455
$
120
Connecticut
Light
and
Power
Co/The
2.050%
7/01/31
99,363
50
Consolidated
Edison
Co
of
New
York
Inc
2.400%
6/15/31
42,945
124
Consolidated
Edison
Co
of
New
York
Inc
5.500%
12/01/39
125,849
162
Consolidated
Edison
Co
of
New
York
Inc
4.650%
12/01/48
145,473
20
Consolidated
Edison
Co
of
New
York
Inc
3.950%
4/01/50
16,568
10
Consolidated
Edison
Co
of
New
York
Inc
4.300%
12/01/56
8,400
10
Consolidated
Edison
Co
of
New
York
Inc
4.500%
5/15/58
8,717
10
Consolidated
Edison
Co
of
New
York
Inc
3.700%
11/15/59
7,381
21
Consolidated
Edison
Co
of
New
York
Inc
3.000%
12/01/60
13,419
10
Consumers
Energy
Co
3.800%
11/15/28
9,688
100
Consumers
Energy
Co
4.900%
2/15/29
101,632
100
Consumers
Energy
Co
3.500%
8/01/51
77,578
126
DTE
Energy
Co
2.950%
3/01/30
111,883
122
Duke
Energy
Florida
LLC
2.400%
12/15/31
102,533
57
Duke
Energy
Florida
LLC
6.350%
9/15/37
63,071
100
Duke
Energy
Florida
LLC
5.950%
11/15/52
108,415
10
Duke
Energy
Indiana
LLC
3.250%
10/01/49
7,061
82
Emera
US
Finance
LP
4.750%
6/15/46
67,759
60
Entergy
Arkansas
LLC
5.150%
1/15/33
61,225
10
Entergy
Texas
Inc
3.550%
9/30/49
7,446
110
Essential
Utilities
Inc
2.400%
5/01/31
92,148
10
Essential
Utilities
Inc
3.351%
4/15/50
7,189
100
Evergy
Metro
Inc
4.950%
4/15/33
99,350
10
Eversource
Energy
1.650%
8/15/30
8,104
120
Exelon
Corp
2.750%
3/15/27
112,859
10
Exelon
Corp
4.050%
4/15/30
9,538
60
Exelon
Corp
4.950%
6/15/35
57,724
10
Exelon
Corp
4.450%
4/15/46
8,663
20
Exelon
Corp
4.700%
4/15/50
17,870
50
Idaho
Power
Co
5.800%
4/01/54
52,596
48
(b)
Interstate
Power
and
Light
Co
3.600%
4/01/29
45,478
70
IPALCO
Enterprises
Inc
4.250%
5/01/30
65,708
50
MidAmerican
Energy
Co
5.750%
11/01/35
53,465
30
MidAmerican
Energy
Co
3.150%
4/15/50
21,280
50
National
Grid
PLC
5.418%
1/11/34
50,077
100
National
Rural
Utilities
Cooperative
Finance
Corp
3.450%
6/15/25
98,080
100
National
Rural
Utilities
Cooperative
Finance
Corp,
(WI/DD)
5.000%
2/07/31
100,689
100
National
Rural
Utilities
Cooperative
Finance
Corp
2.750%
4/15/32
85,578
10
NiSource
Inc
3.490%
5/15/27
9,634
161
NiSource
Inc
3.600%
5/01/30
150,040
30
NiSource
Inc
1.700%
2/15/31
24,233
10
NiSource
Inc
4.800%
2/15/44
9,165
20
NiSource
Inc
4.375%
5/15/47
17,165
50
NSTAR
Electric
Co
3.200%
5/15/27
48,193
110
NSTAR
Electric
Co
3.950%
4/01/30
105,310
62
NSTAR
Electric
Co
5.500%
3/15/40
62,517
100
Oklahoma
Gas
and
Electric
Co
4.150%
4/01/47
82,257
20
Oncor
Electric
Delivery
Co
LLC
2.750%
5/15/30
17,906
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
(continued)
Portfolio
of
Investments
January
31,
2024
(Unaudited)
82
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Utility
(continued)
$
77
Oncor
Electric
Delivery
Co
LLC
7.500%
9/01/38
$
94,765
110
Oncor
Electric
Delivery
Co
LLC
4.950%
9/15/52
106,980
30
(b)
ONE
Gas
Inc
4.250%
9/01/32
29,018
90
PacifiCorp
2.700%
9/15/30
78,517
10
PacifiCorp
5.250%
6/15/35
9,953
50
PacifiCorp
5.800%
1/15/55
50,092
180
PECO
Energy
Co
4.600%
5/15/52
165,643
60
Piedmont
Natural
Gas
Co
Inc
2.500%
3/15/31
50,987
36
Potomac
Electric
Power
Co
6.500%
11/15/37
41,090
50
PPL
Capital
Funding
Inc
3.100%
5/15/26
48,099
50
PPL
Electric
Utilities
Corp
4.850%
2/15/34
50,152
60
PPL
Electric
Utilities
Corp
4.150%
10/01/45
51,645
18
Public
Service
Co
of
Colorado
6.500%
8/01/38
20,273
20
(b)
Public
Service
Co
of
Colorado
4.100%
6/15/48
16,158
50
Public
Service
Co
of
New
Hampshire
2.200%
6/15/31
41,917
20
Public
Service
Co
of
Oklahoma
2.200%
8/15/31
16,532
10
Public
Service
Electric
and
Gas
Co
2.250%
9/15/26
9,437
70
Public
Service
Electric
and
Gas
Co
1.900%
8/15/31
57,415
140
Public
Service
Electric
and
Gas
Co
5.800%
5/01/37
147,962
20
Public
Service
Electric
and
Gas
Co
2.050%
8/01/50
11,887
100
Puget
Energy
Inc
4.224%
3/15/32
91,310
30
Puget
Sound
Energy
Inc
5.638%
4/15/41
30,471
100
San
Diego
Gas
&
Electric
Co
3.000%
3/15/32
88,457
43
San
Diego
Gas
&
Electric
Co
4.150%
5/15/48
36,313
10
San
Diego
Gas
&
Electric
Co
4.100%
6/15/49
8,297
10
Sempra
3.300%
4/01/25
9,779
124
Sempra
6.000%
10/15/39
130,419
10
Sempra
4.000%
2/01/48
8,077
220
Southern
California
Edison
Co
4.700%
6/01/27
220,689
50
Southern
California
Edison
Co
5.200%
6/01/34
50,378
20
Southern
California
Edison
Co
4.500%
9/01/40
17,942
10
Southern
California
Edison
Co
3.600%
2/01/45
7,697
90
Southern
California
Edison
Co
4.875%
3/01/49
82,418
10
Southern
California
Edison
Co
3.650%
2/01/50
7,604
170
Southern
California
Edison
Co
5.450%
6/01/52
168,820
10
Southern
California
Gas
Co
3.150%
9/15/24
9,877
10
Southern
California
Gas
Co
2.550%
2/01/30
8,812
20
Southern
California
Gas
Co
4.300%
1/15/49
16,906
130
Southern
California
Gas
Co
5.750%
6/01/53
135,202
60
Southern
Co/The
5.200%
6/15/33
60,717
10
Southwest
Gas
Corp
3.700%
4/01/28
9,563
20
(b)
Southwest
Gas
Corp
3.800%
9/29/46
15,215
140
Southwestern
Electric
Power
Co
3.250%
11/01/51
94,746
126
Southwestern
Public
Service
Co
4.500%
8/15/41
111,415
23
Southwestern
Public
Service
Co
4.400%
11/15/48
19,053
10
Southwestern
Public
Service
Co
3.150%
5/01/50
6,757
10
Tampa
Electric
Co
3.875%
7/12/24
9,931
50
Tampa
Electric
Co
5.000%
7/15/52
46,719
12
Tucson
Electric
Power
Co
3.050%
3/15/25
11,727
40
Tucson
Electric
Power
Co
3.250%
5/15/32
35,530
50
Tucson
Electric
Power
Co
3.250%
5/01/51
34,253
25
Union
Electric
Co
5.450%
3/15/53
25,311
50
Union
Electric
Co
5.250%
1/15/54
49,111
30
Washington
Gas
Light
Co
3.796%
9/15/46
23,007
10
WEC
Energy
Group
Inc
5.000%
9/27/25
10,000
100
WEC
Energy
Group
Inc
5.600%
9/12/26
102,170
100
WEC
Energy
Group
Inc
2.200%
12/15/28
89,244
10
Wisconsin
Power
and
Light
Co
1.950%
9/16/31
8,089
50
Wisconsin
Power
and
Light
Co
4.950%
4/01/33
50,006
83
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Utility
(continued)
$
68
Wisconsin
Public
Service
Corp
3.671%
12/01/42
$
54,306
Total
Utility
7,762,985
Total
Corporate
Debt
(cost
$91,357,443)
84,735,925
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
X
–
GOVERNMENT
RELATED
-
5.2%
Government
Agency
-
1.8%
$
10
Equinor
ASA
3.250%
11/10/24
9,856
20
Equinor
ASA
3.000%
4/06/27
19,140
10
Equinor
ASA
3.625%
9/10/28
9,745
214
Equinor
ASA
3.125%
4/06/30
199,912
10
Equinor
ASA
5.100%
8/17/40
10,150
42
Equinor
ASA
3.950%
5/15/43
36,644
30
Equinor
ASA
3.700%
4/06/50
24,333
100
Export
Development
Canada
3.375%
8/26/25
98,331
100
Export
Development
Canada
4.375%
6/29/26
100,342
400
Federal
National
Mortgage
Association
1.750%
7/02/24
394,233
81
Federal
National
Mortgage
Association
2.625%
9/06/24
79,814
70
Federal
National
Mortgage
Association
1.625%
1/07/25
67,994
200
Federal
National
Mortgage
Association
0.625%
4/22/25
190,635
200
Federal
National
Mortgage
Association
0.500%
6/17/25
189,504
200
Federal
National
Mortgage
Association
1.875%
9/24/26
189,117
329
Federal
National
Mortgage
Association
5.625%
7/15/37
373,686
10
Israel
Government
AID
Bond
5.500%
9/18/33
10,925
99
Japan
Bank
for
International
Cooperation
2.500%
5/28/25
96,024
80
Japan
Bank
for
International
Cooperation
0.625%
7/15/25
75,350
200
Japan
Bank
for
International
Cooperation
4.250%
1/26/26
198,974
320
Japan
Bank
for
International
Cooperation
2.875%
6/01/27
305,289
100
Japan
International
Cooperation
Agency
4.000%
5/23/28
98,156
100
Korea
Development
Bank/The
2.125%
10/01/24
98,038
40
Korea
Development
Bank/The
1.375%
4/25/27
36,207
160
Korea
Development
Bank/The
4.375%
2/15/28
159,389
200
Korea
Development
Bank/The
5.375%
10/23/28
207,164
20
Kreditanstalt
fuer
Wiederaufbau
1.375%
8/05/24
19,616
744
Kreditanstalt
fuer
Wiederaufbau
2.500%
11/20/24
729,382
100
Kreditanstalt
fuer
Wiederaufbau
1.250%
1/31/25
96,539
79
Kreditanstalt
fuer
Wiederaufbau
0.375%
7/18/25
74,395
100
Kreditanstalt
fuer
Wiederaufbau
4.625%
8/07/26
101,040
442
Kreditanstalt
fuer
Wiederaufbau
3.000%
5/20/27
427,177
100
Kreditanstalt
fuer
Wiederaufbau
4.750%
10/29/30
104,165
110
Kreditanstalt
fuer
Wiederaufbau
4.125%
7/15/33
109,863
30
Landwirtschaftliche
Rentenbank
2.000%
1/13/25
29,211
150
Landwirtschaftliche
Rentenbank
0.500%
5/27/25
142,103
110
Landwirtschaftliche
Rentenbank
3.875%
9/28/27
109,301
100
Landwirtschaftliche
Rentenbank
5.000%
10/24/33
106,783
110
Oesterreichische
Kontrollbank
AG
0.500%
9/16/24
106,851
160
Oesterreichische
Kontrollbank
AG
2.875%
5/23/25
156,410
80
Oesterreichische
Kontrollbank
AG
4.125%
1/18/29
80,379
30
Svensk
Exportkredit
AB
0.625%
5/14/25
28,490
260
Svensk
Exportkredit
AB
4.625%
11/28/25
260,203
Total
Government
Agency
5,960,860
Municipal
Bonds
-
0.9%
(c)
250
Province
of
Alberta
Canada
(No
Opt.
Call)
1.000%
5/20/25
238,428
160
Province
of
Alberta
Canada
(No
Opt.
Call)
3.300%
3/15/28
154,444
40
Province
of
Alberta
Canada
(No
Opt.
Call)
1.300%
7/22/30
33,295
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
(continued)
Portfolio
of
Investments
January
31,
2024
(Unaudited)
84
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Municipal
Bonds
(continued)
$
50
Province
of
Alberta
Canada
(No
Opt.
Call)
4.500%
1/24/34
$
50,339
175
Province
of
British
Columbia
Canada
(No
Opt.
Call)
1.750%
9/27/24
171,162
50
Province
of
British
Columbia
Canada
(No
Opt.
Call)
2.250%
6/02/26
47,687
110
Province
of
British
Columbia
Canada
(No
Opt.
Call)
0.900%
7/20/26
101,275
85
Province
of
British
Columbia
Canada
(No
Opt.
Call)
4.200%
7/06/33
83,920
100
Province
of
Manitoba
Canada
(No
Opt.
Call)
2.600%
4/16/24
99,410
100
Province
of
Manitoba
Canada
(No
Opt.
Call)
1.500%
10/25/28
88,605
100
Province
of
Manitoba
Canada
(No
Opt.
Call)
4.300%
7/27/33
99,226
80
Province
of
New
Brunswick
Canada
(No
Opt.
Call)
3.625%
2/24/28
77,817
110
Province
of
Ontario
Canada
(No
Opt.
Call)
3.200%
5/16/24
109,279
210
Province
of
Ontario
Canada
(No
Opt.
Call)
2.500%
4/27/26
201,719
260
Province
of
Ontario
Canada
(No
Opt.
Call)
3.100%
5/19/27
251,030
23
Province
of
Ontario
Canada
(No
Opt.
Call)
1.050%
5/21/27
20,768
150
Province
of
Ontario
Canada
(No
Opt.
Call)
4.200%
1/18/29
149,905
100
Province
of
Ontario
Canada
(No
Opt.
Call)
1.800%
10/14/31
84,132
100
(b)
Province
of
Ontario
Canada
(No
Opt.
Call)
2.125%
1/21/32
85,690
89
Province
of
Quebec
Canada
(No
Opt.
Call)
2.875%
10/16/24
87,593
180
(b)
Province
of
Quebec
Canada
(No
Opt.
Call)
1.500%
2/11/25
173,849
120
Province
of
Quebec
Canada
(No
Opt.
Call)
0.600%
7/23/25
113,173
305
Province
of
Quebec
Canada
(No
Opt.
Call)
2.500%
4/20/26
293,077
70
Province
of
Quebec
Canada
(No
Opt.
Call)
2.750%
4/12/27
66,934
100
Province
of
Quebec
Canada
(No
Opt.
Call)
4.500%
9/08/33
100,936
Total
Municipal
Bonds
2,983,693
Sovereign
Debt
-
2.5%
20
African
Development
Bank
3.375%
7/07/25
19,670
110
African
Development
Bank
0.875%
7/22/26
101,445
80
Asian
Development
Bank
4.125%
9/27/24
79,473
400
Asian
Development
Bank
1.500%
10/18/24
390,078
150
Asian
Development
Bank
1.500%
1/20/27
139,175
100
Asian
Development
Bank
4.500%
8/25/28
102,031
100
Asian
Development
Bank
1.875%
3/15/29
90,095
100
Asian
Development
Bank
3.125%
4/27/32
93,400
100
Asian
Development
Bank
4.125%
1/12/34
100,474
80
Canada
Government
International
Bond
1.625%
1/22/25
77,637
130
Canada
Government
International
Bond
2.875%
4/28/25
127,307
60
Canada
Government
International
Bond
3.750%
4/26/28
59,431
80
Chile
Government
International
Bond
3.125%
1/21/26
77,690
30
Chile
Government
International
Bond
3.240%
2/06/28
28,439
160
Chile
Government
International
Bond
2.450%
1/31/31
138,743
60
Chile
Government
International
Bond
4.950%
1/05/36
58,811
260
Chile
Government
International
Bond
3.250%
9/21/71
166,433
32
Council
Of
Europe
Development
Bank
1.375%
2/27/25
30,867
50
(b)
Council
Of
Europe
Development
Bank
0.875%
9/22/26
45,858
30
European
Bank
for
Reconstruction
&
Development
1.500%
2/13/25
29,002
100
European
Bank
for
Reconstruction
&
Development
4.375%
3/09/28
101,301
100
European
Investment
Bank
2.250%
6/24/24
98,796
110
European
Investment
Bank
2.750%
8/15/25
107,200
100
European
Investment
Bank
0.750%
10/26/26
91,377
112
European
Investment
Bank
1.375%
3/15/27
103,257
85
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Sovereign
Debt
(continued)
$
100
European
Investment
Bank
4.500%
10/16/28
$
102,240
225
European
Investment
Bank
4.000%
2/15/29
225,249
100
European
Investment
Bank
3.625%
7/15/30
97,847
54
Hungary
Government
International
Bond
7.625%
3/29/41
62,100
190
Indonesia
Government
International
Bond
4.550%
1/11/28
188,339
70
Indonesia
Government
International
Bond
4.850%
1/11/33
70,008
270
Indonesia
Government
International
Bond
5.650%
1/11/53
282,282
100
Inter-American
Development
Bank
3.250%
7/01/24
99,146
100
Inter-American
Development
Bank
4.500%
5/15/26
100,555
100
Inter-American
Development
Bank
1.500%
1/13/27
92,815
70
Inter-American
Development
Bank
4.375%
2/01/27
70,534
100
Inter-American
Development
Bank
4.000%
1/12/28
99,821
100
Inter-American
Development
Bank
1.125%
7/20/28
88,225
200
Inter-American
Development
Bank
3.875%
10/28/41
181,897
60
International
Bank
for
Reconstruction
&
Development
2.500%
3/19/24
59,765
535
International
Bank
for
Reconstruction
&
Development
1.500%
8/28/24
523,863
161
International
Bank
for
Reconstruction
&
Development
2.125%
3/03/25
156,660
40
International
Bank
for
Reconstruction
&
Development
0.625%
4/22/25
38,115
60
International
Bank
for
Reconstruction
&
Development
3.125%
11/20/25
58,679
60
International
Bank
for
Reconstruction
&
Development
2.500%
11/22/27
56,742
100
International
Bank
for
Reconstruction
&
Development
4.625%
8/01/28
102,491
92
International
Bank
for
Reconstruction
&
Development
4.000%
7/25/30
91,671
95
International
Bank
for
Reconstruction
&
Development
4.000%
1/10/31
94,551
100
International
Bank
for
Reconstruction
&
Development
1.625%
11/03/31
83,921
112
International
Bank
for
Reconstruction
&
Development
2.500%
3/29/32
99,890
100
International
Bank
for
Reconstruction
&
Development
4.750%
11/14/33
105,155
110
International
Finance
Corp
0.375%
7/16/25
103,614
50
International
Finance
Corp
2.126%
4/07/26
47,805
35
International
Finance
Corp
4.375%
1/15/27
35,084
180
Israel
Government
International
Bond
2.750%
7/03/30
155,354
100
Israel
Government
International
Bond
3.875%
7/03/50
74,486
30
Korea
International
Bond
2.750%
1/19/27
28,701
30
Korea
International
Bond
2.500%
6/19/29
27,573
60
Korea
International
Bond
1.000%
9/16/30
49,108
70
Korea
International
Bond
1.750%
10/15/31
58,844
70
Nordic
Investment
Bank
2.250%
5/21/24
69,327
200
Nordic
Investment
Bank
5.000%
10/15/25
201,857
100
Panama
Government
International
Bond
4.000%
9/22/24
98,395
20
Panama
Government
International
Bond
3.750%
3/16/25
19,498
40
Panama
Government
International
Bond
3.160%
1/23/30
33,434
80
Panama
Government
International
Bond
6.875%
1/31/36
77,203
250
Panama
Government
International
Bond
4.500%
5/15/47
168,762
90
Panama
Government
International
Bond
4.500%
4/16/50
59,302
180
(b)
Peruvian
Government
International
Bond
2.844%
6/20/30
159,057
70
Peruvian
Government
International
Bond
2.783%
1/23/31
60,751
65
Peruvian
Government
International
Bond
3.000%
1/15/34
54,197
96
Peruvian
Government
International
Bond
5.625%
11/18/50
96,855
20
Peruvian
Government
International
Bond
3.550%
3/10/51
14,614
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
(continued)
Portfolio
of
Investments
January
31,
2024
(Unaudited)
86
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
Sovereign
Debt
(continued)
$
10
Republic
of
Italy
Government
International
Bond
0.875%
5/06/24
$
9,873
120
Republic
of
Italy
Government
International
Bond
1.250%
2/17/26
111,243
140
Republic
of
Italy
Government
International
Bond
2.875%
10/17/29
125,300
140
Republic
of
Poland
Government
International
Bond
4.875%
10/04/33
139,538
15
Uruguay
Government
International
Bond
4.375%
1/23/31
14,780
84
Uruguay
Government
International
Bond
5.750%
10/28/34
89,205
200
Uruguay
Government
International
Bond
4.125%
11/20/45
176,462
Total
Sovereign
Debt
8,050,773
Total
Government
Related
(cost
$18,034,661)
16,995,326
Total
Long-Term
Investments
(cost
$352,953,105)
324,511,015
Shares
Description
(a)
Coupon
Value
INVESTMENTS
PURCHASED
WITH
COLLATERAL
FROM
SECURITIES
LENDING
-
0.6%
1,821,447
(d)
State
Street
Navigator
Securities
Lending
Government
Money
Market
Portfolio
5.340%(e)
$
1,821,447
Total
Investments
Purchased
with
Collateral
from
Securities
Lending
(cost
$1,821,447)
1,821,447
Total
Investments
(cost
$354,774,552
)
-
99.4%
326,332,462
Other
Assets
&
Liabilities,
Net
-
0.6%
2,060,704
Net
Assets
-
100%
$
328,393,166
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)
Investment,
or
a
portion
of
investment,
is
out
on
loan
for
securities
lending.
The
total
value
of
the
securities
out
on
loan
as
of
the
end
of
the
reporting
period
was
$1,770,425.
(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.
(d)
The
Fund
may
loan
securities
representing
up
to
one
third
of
the
value
of
its
total
assets
(which
includes
collateral
for
securities
on
loan)
to
broker
dealers,
banks,
and
other
institutions.
The
collateral
maintained
by
the
Fund
shall
have
a
value,
at
the
inception
of
each
loan,
equal
to
not
less
than
100%
of
the
value
of
the
loaned
securities.
The
cash
collateral
received
by
the
Fund
is
invested
in
this
money
market
fund.
(e)
The
rate
shown
is
the
one-day
yield
as
of
the
end
of
the
reporting
period.
144A
Investment
is
exempt
from
registration
under
Rule
144A
of
the
Securities
Act
of
1933,
as
amended.
These
investments
may
only
be
resold
in
transactions
exempt
from
registration,
which
are
normally
those
transactions
with
qualified
institutional
buyers.
REIT
Real
Estate
Investment
Trust
S&P
Standard
&
Poor's
WI/DD
Purchased
on
a
when-issued
or
delayed
delivery
basis.
See
Notes
to
Financial
Statements
87
Nuveen
Global
Net
Zero
Transition
ETF
(NTZG)
Portfolio
of
Investments
January
31,
2024
(Unaudited)
Shares
Description
(a)
Value
LONG-TERM
INVESTMENTS
-
98.7%
X
–
COMMON
STOCKS
-
98.7%
Communication
Services
-
4.0%
1,284
(b)
Alphabet
Inc
,
Class
A
$
179,888
572
Walt
Disney
Co/The
54,941
Total
Communication
Services
234,829
Consumer
Discretionary
-
13.5%
586
(b)
Airbnb
Inc
,
Class
A
84,466
1,742
(b)
Amazon.com
Inc
270,359
148
Kering
SA
61,613
256
McDonald's
Corp
74,936
476
NIKE
Inc
,
Class
B
48,328
9,200
Panasonic
Holdings
Corp
88,649
612
Starbucks
Corp
56,934
5,636
(b)
Toyota
Motor
Corp
115,670
Total
Consumer
Discretionary
800,955
Consumer
Staples
-
6.8%
1,140
Anheuser-Busch
InBev
SA/NV
71,216
148
Costco
Wholesale
Corp
102,842
1,117
Kraft
Heinz
Co/The
41,474
476
Procter
&
Gamble
Co/The
74,799
693
Walmart
Inc
114,518
Total
Consumer
Staples
404,849
Energy
-
9.7%
10,768
BP
PLC
63,414
588
Cheniere
Energy
Inc
96,426
7,407
(b)
NexGen
Energy
Ltd
57,103
1,293
Occidental
Petroleum
Corp
74,438
272
Pioneer
Natural
Resources
Co
62,514
1,300
Reliance
Industries
Ltd,
Sponsored
GDR,
144A
90,220
1,102
Schlumberger
NV
53,667
2,450
Shell
PLC
76,345
Total
Energy
574,127
Financials
-
10.5%
965
Commonwealth
Bank
of
Australia
74,974
404
(b)
Fiserv
Inc
57,316
3,856
ING
Groep
NV
55,247
562
JPMorgan
Chase
&
Co
97,990
434
London
Stock
Exchange
Group
PLC
49,420
240
Mastercard
Inc
,
Class
A
107,815
396
Progressive
Corp/The
70,587
884
Sun
Life
Financial
Inc
46,111
1,292
Wells
Fargo
&
Co
64,833
Total
Financials
624,293
Health
Care
-
12.9%
916
(b)
Centene
Corp
68,984
292
Cigna
Group/The
87,877
280
EssilorLuxottica
SA
55,447
845
Gilead
Sciences
Inc
66,130
3,330
GSK
PLC
66,492
578
Merck
&
Co
Inc
69,811
1,444
Novo
Nordisk
A/S,
Class
B
163,049
Nuveen
Global
Net
Zero
Transition
ETF
(NTZG)
(continued)
Portfolio
of
Investments
January
31,
2024
(Unaudited)
88
Shares
Description
(a)
Value
Health
Care
(continued)
957
Sanofi
$
97,052
269
Stryker
Corp
90,244
Total
Health
Care
765,086
Industrials
-
9.1%
1,752
Flowserve
Corp
69,957
420
Quanta
Services
Inc
81,501
784
Schneider
Electric
SE
155,761
396
Trane
Technologies
PLC
99,812
236
Union
Pacific
Corp
57,567
598
Vinci
SA
76,053
Total
Industrials
540,651
Information
Technology
-
22.0%
1,294
AIXTRON
SE
48,873
516
Bentley
Systems
Inc
,
Class
B
26,006
6,000
Delta
Electronics
Inc
53,675
14,000
E
Ink
Holdings
Inc
93,037
201
(b)
EPAM
Systems
Inc
55,900
1,287
Infineon
Technologies
AG
47,176
1,623
Intel
Corp
69,919
188
Keyence
Corp
85,631
354
(b)
Manhattan
Associates
Inc
85,866
639
Microsoft
Corp
254,054
780
(b)
ON
Semiconductor
Corp
55,481
1,037
(b)
Procore
Technologies
Inc
74,031
2,400
Rohm
Co
Ltd
42,352
60
Samsung
SDI
Co
Ltd
16,746
95
(b)
ServiceNow
Inc
72,713
1,350
Taiwan
Semiconductor
Manufacturing
Co
Ltd,
Sponsored
ADR
152,496
1,300
TDK
Corp
66,185
Total
Information
Technology
1,300,141
Materials
-
4.6%
2,254
BHP
Group
Ltd
70,433
733
Corteva
Inc
33,337
326
DSM-
Firmenich
AG
34,732
332
Linde
PLC
134,403
Total
Materials
272,905
Real
Estate
-
1.5%
163
SBA
Communications
Corp
36,489
1,704
VICI
Properties
Inc
51,325
Total
Real
Estate
87,814
Utilities
-
4.1%
1,509
Dominion
Energy
Inc
68,991
9,580
Enel
SpA
65,986
668
NextEra
Energy
Inc
39,165
1,900
RWE
AG
70,853
Total
Utilities
244,995
Total
Common
Stocks
(cost
$4,936,577)
5,850,645
Total
Long-Term
Investments
(cost
$4,936,577)
5,850,645
Other
Assets
&
Liabilities,
Net
-
1.3%
74,235
Net
Assets
-
100%
$
5,924,880
89
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.
144A
Investment
is
exempt
from
registration
under
Rule
144A
of
the
Securities
Act
of
1933,
as
amended.
These
investments
may
only
be
resold
in
transactions
exempt
from
registration,
which
are
normally
those
transactions
with
qualified
institutional
buyers.
ADR
American
Depositary
Receipt
GDR
Global
Depositary
Receipt
See
accompanying
notes
to
financial
statements.
Statement
of
Assets
and
Liabilities
See
Notes
to
Financial
Statements
90
January
31,
2024
(Unaudited)
NUAG
NUSA
NUHY
NUBD
NTZG
ASSETS
Long-term
investments,
at
value
†‡
$
34,995,913‌
$
25,103,492‌
$
100,646,927‌
$
324,511,015‌
$
5,850,645‌
Investments
purchased
with
collateral
from
securities
lending,
at
value
(cost
approximates
value)
658,451‌
42,478‌
4,888,145‌
1,821,447‌
—‌
Cash
243,754‌
203,065‌
545,961‌
4,319,499‌
75,337‌
Receivables:
Dividends
—‌
—‌
—‌
—‌
642‌
Interest
329,664‌
173,587‌
1,680,094‌
2,292,393‌
—‌
Investments
sold
2,749,638‌
257,050‌
1,902,191‌
3,613,160‌
—‌
Reclaims
—‌
—‌
—‌
—‌
713‌
Securities
lending
income
241‌
40‌
2,929‌
1,491‌
—‌
Other
2,974‌
564‌
1,571‌
4,124‌
182‌
Total
assets
38,980,635‌
25,780,276‌
109,667,818‌
336,563,129‌
5,927,519‌
LIABILITIES
Payables:
Management
fees
5,823‌
3,113‌
25,621‌
39,617‌
2,639‌
Collateral
from
securities
lending
658,451‌
42,478‌
4,888,145‌
1,821,447‌
—‌
Investments
purchased
-
regular
settlement
2,438,664‌
301,332‌
1,579,465‌
4,197,511‌
—‌
Investments
purchased
-
when-issued/delayed-delivery
settlement
49,869‌
—‌
—‌
2,101,664‌
—‌
Accrued
expenses:
Professional
fees
366‌
459‌
1,094‌
3,028‌
—‌
Trustees
fees
308‌
253‌
886‌
2,572‌
—‌
Other
2,973‌
564‌
1,570‌
4,124‌
—‌
Total
liabilities
3,156,454‌
348,199‌
6,496,781‌
8,169,963‌
2,639‌
Net
assets
$
35,824,181‌
$
25,432,077‌
$
103,171,037‌
$
328,393,166‌
$
5,924,880‌
Shares
outstanding
1,700,000‌
1,100,000‌
4,900,000‌
14,800,000‌
200,000‌
Net
asset
value
("NAV")
per
share
$
21
.07‌
$
23
.12‌
$
21
.06‌
$
22
.19‌
$
29
.62‌
NET
ASSETS
CONSIST
OF:
Paid-in
capital
64,596,614‌
28,248,483‌
119,069,650‌
366,304,636‌
5,008,860‌
Total
distributable
earnings
(loss)
(
28,772,433‌
)
(
2,816,406‌
)
(
15,898,613‌
)
(
37,911,470‌
)
916,020‌
Net
assets
$
35,824,181‌
$
25,432,077‌
$
103,171,037‌
$
328,393,166‌
$
5,924,880‌
Authorized
shares
Unlimited
Unlimited
Unlimited
Unlimited
Unlimited
Par
value
per
share
$
0
.01‌
$
0
.01‌
$
0
.01‌
$
0
.01‌
$
0
.01‌
†
Long-term
investments,
cost
$
37,276,730‌
$
25,343,404‌
$
103,180,073‌
$
352,953,105‌
$
4,936,577‌
‡  
Includes
securities
loaned
of
$
638,948‌
$
40,877‌
$
4,675,670‌
$
1,770,425‌
$
—‌
Statement
of
Operations
See
Notes
to
Financial
Statements
91
Six
Months
Ended
January
31,
2024
(Unaudited)
NUAG
NUSA
NUHY
NUBD
NTZG
INVESTMENT
INCOME
Dividends
$
—‌
$
—‌
$
—‌
$
—‌
$
50,081‌
Interest
710,327‌
736,443‌
3,970,260‌
4,612,283‌
3,568‌
Securities
lending
income,
net
794‌
1,768‌
23,339‌
9,376‌
—‌
Foreign
tax
withheld
on
dividend
income
—‌
—‌
—‌
—‌
(1,670‌)
Total
investment
income
711,121‌
738,211‌
3,993,599‌
4,621,659‌
51,979‌
EXPENSES
Management
fees
34,286‌
27,391‌
153,500‌
216,450‌
15,655‌
Professional
fees
769‌
938‌
2,234‌
6,119‌
46‌
Trustees
fees
786‌
779‌
2,042‌
5,741‌
63‌
Other
—‌
—‌
—‌
99‌
—‌
Total
expenses
35,841‌
29,108‌
157,776‌
228,409‌
15,764‌
Net
investment
income
(loss)
675,280‌
709,103‌
3,835,823‌
4,393,250‌
36,215‌
REALIZED
AND
UNREALIZED
GAIN
(LOSS)
Realized
gain
(loss):
Investments
and
foreign
currency
(250,862‌)
(41,697‌)
(1,355,772‌)
(577,989‌)
83,937‌
In-kind
redemptions
—‌
(326,783‌)
(798,723‌)
(93,367‌)
—‌
Net
realized
gain
(loss)
(250,862‌)
(368,480‌)
(2,154,495‌)
(671,356‌)
83,937‌
Change
in
unrealized
appreciation
(depreciation)
on:
Investments
and
foreign
currency**
1,105,440‌
723,214‌
4,041,571‌
5,947,173‌
936‌
Change
in
net
unrealized
appreciation
(depreciation)
1,105,440‌
723,214‌
4,041,571‌
5,947,173‌
936‌
Net
realized
and
unrealized
gain
(loss)
854,578‌
354,734‌
1,887,076‌
5,275,817‌
84,873‌
Net
increase
(decrease)
in
net
assets
from
operations
$
1,529,858‌
$
1,063,837‌
$
5,722,899‌
$
9,669,067‌
$
121,088‌
**
Net
of
change
in
foreign
capital
gains
tax
$
—‌
$
—‌
$
—‌
$
—‌
$
(1,241‌)
Statement
of
Changes
in
Net
Assets
See
Notes
to
Financial
Statements
92
NUAG
NUSA
Unaudited
Six
Months
Ended
1/31/24
Year
Ended
7/31/23
Unaudited
Six
Months
Ended
1/31/24
Year
Ended
7/31/23
OPERATIONS
Net
investment
income
(loss)
$
675,280‌
$
1,739,492‌
$
709,103‌
$
813,010‌
Net
realized
gain
(loss)
(250,862‌)
(21,475,106‌)
(368,480‌)
(1,703,908‌)
Change
in
net
unrealized
appreciation
(depreciation)
1,105,440‌
13,208,165‌
723,214‌
682,355‌
Net
increase
(decrease)
in
net
assets
from
operations
1,529,858‌
(6,527,449‌)
1,063,837‌
(208,543‌)
DISTRIBUTIONS
TO
SHAREHOLDERS
Dividends
(740,910‌)
(2,043,070‌)
(800,500‌)
(904,010‌)
Total
distributions
(740,910‌)
(2,043,070‌)
(800,500‌)
(904,010‌)
FUND
SHARE
TRANSACTIONS
Subscriptions
2,018,920‌
6,326,238‌
2,280,340‌
22,913,450‌
Redemptions
–‌
(129,921,150‌)
(18,200,210‌)
(18,278,320‌)
Net
increase
(decrease)
from
Fund
share
transactions
2,018,920‌
(123,594,912‌)
(15,919,870‌)
4,635,130‌
Net
increase
(decrease)
in
net
assets
2,807,868‌
(132,165,431‌)
(15,656,533‌)
3,522,577‌
Net
assets
at
the
beginning
of
period
33,016,313‌
165,181,744‌
41,088,610‌
37,566,033‌
Net
assets
at
the
end
of
period
$
35,824,181‌
$
33,016,313‌
$
25,432,077‌
$
41,088,610‌
See
Notes
to
Financial
Statements
93
NUHY
NUBD
Unaudited
Six
Months
Ended
1/31/24
Year
Ended
7/31/23
Unaudited
Six
Months
Ended
1/31/24
Year
Ended
7/31/23
OPERATIONS
Net
investment
income
(loss)
$
3,835,823‌
$
5,520,474‌
$
4,393,250‌
$
6,249,959‌
Net
realized
gain
(loss)
(2,154,495‌)
(6,212,013‌)
(671,356‌)
(3,159,683‌)
Change
in
net
unrealized
appreciation
(depreciation)
4,041,571‌
3,280,629‌
5,947,173‌
(11,799,112‌)
Net
increase
(decrease)
in
net
assets
from
operations
5,722,899‌
2,589,090‌
9,669,067‌
(8,708,836‌)
DISTRIBUTIONS
TO
SHAREHOLDERS
Dividends
(3,676,950‌)
(6,591,930‌)
(4,581,790‌)
(7,684,630‌)
Total
distributions
(3,676,950‌)
(6,591,930‌)
(4,581,790‌)
(7,684,630‌)
FUND
SHARE
TRANSACTIONS
Subscriptions
4,110,280‌
12,451,730‌
54,229,470‌
55,017,630‌
Redemptions
(6,028,430‌)
(2,057,310‌)
(4,336,240‌)
(22,156,440‌)
Net
increase
(decrease)
from
Fund
share
transactions
(1,918,150‌)
10,394,420‌
49,893,230‌
32,861,190‌
Net
increase
(decrease)
in
net
assets
127,799‌
6,391,580‌
54,980,507‌
16,467,724‌
Net
assets
at
the
beginning
of
period
103,043,238‌
96,651,658‌
273,412,659‌
256,944,935‌
Net
assets
at
the
end
of
period
$
103,171,037‌
$
103,043,238‌
$
328,393,166‌
$
273,412,659‌
See
Notes
to
Financial
Statements
94
NTZG
Unaudited
Six
Months
Ended
1/31/24
Year
Ended
7/31/23
OPERATIONS
Net
investment
income
(loss)
$
36,215‌
$
84,214‌
Net
realized
gain
(loss)
83,937‌
(78,813‌)
Change
in
net
unrealized
appreciation
(depreciation)
936‌
556,267‌
Net
increase
(decrease)
in
net
assets
from
operations
121,088‌
561,668‌
DISTRIBUTIONS
TO
SHAREHOLDERS
Dividends
(87,940‌)
(33,960‌)
Total
distributions
(87,940‌)
(33,960‌)
Net
increase
(decrease)
in
net
assets
33,148‌
527,708‌
Net
assets
at
the
beginning
of
period
5,891,732‌
5,364,024‌
Net
assets
at
the
end
of
period
$
5,924,880‌
$
5,891,732‌
Financial
Highlights
95
The
following
data
is
for
a
share
outstanding
for
each
fiscal
year
end
unless
otherwise
noted:
Investment
Operations
Less
Distributions
Net
Asset
Value,
Beginning
of
Period
Net
Investment
Income
(Loss)(a)
Net
Realized
/Unrealized
Gain
(Loss)
Total
From
Net
Investment
Income
From
Net
Realized
Gains
Total
Net
Asset
Value,
End
of
Period
Market
Price,
End
of
Period
NUAG
1/31/24(d)
$
20.64
$
0.40
$
0.47
$
0.87
$
(
0.44
)
$
—
$
(
0.44
)
$
21.07
$
21.05
7/31/23
22.02
0.75
(
1.30
)
(
0.55
)
(
0.83
)
—
(
0.83
)
20.64
20.68
7/31/22
25.17
0.39
(
3.01
)
(
2.62
)
(
0.53
)
—
(
0.53
)
22.02
22.09
7/31/21
26.08
0.33
(
0.55
)
(
0.22
)
(
0.69
)
—
(
0.69
)
25.17
25.18
7/31/20
24.49
0.55
1.88
2.43
(
0.84
)
—
(
0.84
)
26.08
26.05
7/31/19
23.49
0.75
1.09
1.84
(
0.84
)
—
(
0.84
)
24.49
24.44
NUSA
1/31/24(d)
22.83
0.44
0.35
0.79
(
0.50
)
—
(
0.50
)
23.12
23.08
7/31/23
23.48
0.56
(
0.58
)
(
0.02
)
(
0.63
)
—
(
0.63
)
22.83
22.83
7/31/22
25.29
0.31
(
1.62
)
(
1.31
)
(
0.50
)
—
(
0.50
)
23.48
23.52
7/31/21
25.61
0.34
(
0.08
)
0.26
(
0.58
)
—
(
0.58
)
25.29
25.31
7/31/20
24.86
0.55
0.90
1.45
(
0.70
)
—
(
0.70
)
25.61
25.69
7/31/19
24.30
0.62
0.65
1.27
(
0.71
)
—
(
0.71
)
24.86
24.89
NUHY
1/31/24(d)
20.61
0.77
0.42
1.19
(
0.74
)
—
(
0.74
)
21.06
21.06
7/31/23
21.48
1.13
(
0.65
)
0.48
(
1.35
)
—
(
1.35
)
20.61
20.68
7/31/22
24.71
1.02
(
3.04
)
(
2.02
)
(
1.21
)
—
(
1.21
)
21.48
21.63
7/31/21
24.43
1.04
0.47
1.51
(
1.23
)
—
(
1.23
)
24.71
24.78
7/31/20(f)
25.00
0.93
(
0.53
)
0.40
(
0.97
)
—
(
0.97
)
24.43
24.74
NUBD
1/31/24(d)
21.87
0.33
0.34
0.67
(
0.35
)
—
(
0.35
)
22.19
22.18
7/31/23
23.36
0.54
(
1.36
)
(
0.82
)
(
0.67
)
—
(
0.67
)
21.87
21.90
7/31/22
26.29
0.41
(
2.81
)
(
2.40
)
(
0.53
)
—
(
0.53
)
23.36
23.40
7/31/21
27.31
0.45
(
0.92
)
(
0.47
)
(
0.55
)
—
(
0.55
)
26.29
26.30
7/31/20
25.36
0.55
2.04
2.59
(
0.64
)
—
(
0.64
)
27.31
27.37
7/31/19
24.17
0.63
1.24
1.87
(
0.68
)
—
(
0.68
)
25.36
25.38
NTZG
1/31/24(d)
29.46
0.18
0.42
0.60
(
0.44
)
—
(
0.44
)
29.62
29.57
7/31/23
26.82
0.42
2.39
2.81
(
0.17
)
—
(
0.17
)
29.46
29.50
7/31/22(g)
25.04
0.02
1.76
1.78
—
—
—
26.82
26.95
(a)
Based
on
average
shares
outstanding.
(b)
Percentage
is
not
annualized.
(c)
Does
not
include
in-kind
transactions.
(d)
Unaudited
(e)
Annualized.
(f)
For
the
period
September
25,
2019
(commencement
of
operations)
through
July
31,
2020.
(g)
For
the
period
June
23,
2022
(commencement
of
operations)
through
July
31,
2022.
(h)
Value
rounded
to
zero.
See
Notes
to
Financial
Statements
96
Ratios
and
Supplemental
Data
Total
Return
Ratios
to
Average
Net
Assets
Based
on
Net
Asset
Value(b)
Based
on
Market
Price(b)
Net
Assets,
End
of
Period
(000)
Expenses
Net
Investment
Income
(Loss)
Portfolio
Turnover
Rate(c)
4
.37
%
4
.06
%
$
35,824
0
.21‌
%
(e)
3
.94‌
%
(e)
27
%
(
2
.51
)
(
2
.62
)
33,016
0
.21‌
3
.58‌
54
(
10
.50
)
(
10
.27
)
165,182
0
.20‌
1
.65‌
81
(
0
.81
)
(
0
.64
)
173,676
0
.20‌
1
.32‌
235
10
.11
10
.19
80,845
0
.20‌
2
.21‌
208
8
.03
7
.77
71,019
0
.20‌
3
.17‌
167
3
.52
3
.31
25,432
0
.16‌
(e)
3
.88‌
(e)
17
(
0
.08
)
(
0
.20
)
41,089
0
.20‌
2
.43‌
78
(
5
.20
)
(
5
.13
)
37,566
0
.20‌
1
.27‌
77
1
.03
0
.80
40,456
0
.20‌
1
.33‌
46
5
.93
6
.15
35,854
0
.20‌
2
.20‌
51
5
.37
5
.31
27,349
0
.20‌
2
.54‌
36
5
.93
5
.61
103,171
0
.31‌
(e)
7
.50‌
(e)
19
2
.47
2
.07
103,043
0
.31‌
5
.50‌
44
(
8
.44
)
(
8
.07
)
96,652
0
.31‌
4
.42‌
56
6
.32
5
.25
96,378
0
.35‌
4
.14‌
65
1
.79
3
.02
56,195
0
.35‌
(e)
4
.55‌
(e)
47
3
.11
2
.95
328,393
0
.16‌
(e)
3
.04‌
(e)
7
(
3
.47
)
(
3
.53
)
273,413
0
.16‌
2
.47‌
14
(
9
.24
)
(
9
.09
)
256,945
0
.16‌
1
.64‌
45
(
1
.72
)
(
1
.90
)
262,884
0
.20‌
1
.69‌
33
10
.38
10
.51
147,489
0
.20‌
2
.07‌
18
7
.89
7
.84
55,786
0
.20‌
2
.59‌
27
2
.09
1
.77
5,925
0
.55‌
(e)
1
.27‌
(e)
10
10
.54
10
.16
5,892
0
.56‌
1
.57‌
39
7
.09
7
.61
5,364
0
.55‌
(e)
0
.59‌
(e)
0
(h)
Notes
to
Financial
Statements
(Unaudited)
97
1.
General
Information 
Trust
and
Fund
Information:
Nushares
ETF
Trust
(the
“Trust”)
is
an
open-end
management
investment
company
registered
under
the
Investment
Company
Act
of
1940,
as
amended
(the
“1940
Act”).
The
Trust
is
comprised
of
Nuveen
Enhanced
Yield
U.S.
Aggregate
Bond
ETF
(NUAG),
Nuveen
ESG
1-5
Year
U.S.
Aggregate
Bond
ETF
(NUSA),
Nuveen
ESG
High
Yield
Corporate
Bond
ETF
(NUHY),
Nuveen
ESG
U.S.
Aggregate
Bond
ETF
(NUBD)
and
Nuveen
Global
Net
Zero
Transition
ETF
(NTZG)
(each
a
“Fund”
and
collectively,
the
“Funds”),
as
diversified
funds,
among
others.
The
Trust
was
organized
as
a
Massachusetts
business
trust
on
February
20,
2015.
Shares
of
NUAG,
NUSA,
NUHY
and
NUBD
are
listed
and
traded
on
the
NYSE
Arca,
while
shares
of
NTZG
is
listed
and
traded
on
the
NASDAQ
Stock
Market
LLC.
The
NYSE
Arca
and
the
NASDAQ
Stock
Market
LLC
are
each
an
“Exchange”.
Current
Fiscal
Period:
The
end
of
the
reporting
period
for
the
Funds
is
January
31,
2024,
and
the
period
covered
by
these
Notes
to
Financial
Statements
is
the
six
months
ended
January
31,
2024
(the
"current
fiscal
period").
Investment
Adviser
and
Sub-Adviser:
The
Funds’
investment
adviser
is
Nuveen
Fund
Advisors,
LLC
(the
“Adviser”),
a
subsidiary
of
Nuveen,
LLC
(“Nuveen”).
Nuveen
is
the
investment
management
arm
of
Teachers
Insurance
and
Annuity
Association
of
America
(“TIAA”).
The
Adviser
has
overall
responsibility
for
management
of
the
Funds,
oversees
the
management
of
the
Funds’
portfolios,
manages
the
Funds’
business
affairs
and
provides
certain
clerical,
bookkeeping
and
other
administrative
services.
For
NUAG,
NUSA,
NUHY
and
NUBD,
the
Adviser
has
entered
into
a
sub-advisory
agreement
with
Teachers
Advisors,
LLC
(“TAL”),
an
affiliate
of
the
Adviser,
under
which
TAL
manages
the
investment
portfolios
of
the
Funds.
For
NTZG,
the
Adviser
has
entered
into
a
sub-advisory
agreement
with
Nuveen
Asset
Management
,
LLC
(“NAM”),
an
affiliate
of
the
Adviser,
under
which
NAM
manages
the
investment
portfolio
of
the
Fund.
2.
Significant
Accounting
Policies 
The
accompanying
financial
statements
were
prepared
in
accordance
with
accounting
principles
generally
accepted
in
the
United
States
of
America
(“U.S.
GAAP”),
which
may
require
the
use
of
estimates
made
by
management
and
the
evaluation
of
subsequent
events.
Actual
results
may
differ
from
those
estimates.
Each
Fund
is
an
investment
company
and
follows
accounting
guidance
in
the
Financial
Accounting
Standards
Board
(“FASB”)
Accounting
Standards
Codification
946,
Financial
Services
—
Investment
Companies.
The
Net
Asset
Value
("NAV")
for
financial
reporting
purposes
may
differ
from
the
NAV
for
processing
security
and
creation
unit
transactions.
The
NAV
for
financial
reporting
purposes
includes
security
and creation
unit transactions
through
the
date
of
the
report.
Total
return
is
computed
based
on
the
NAV
used
for
processing
security
and creation
unit transactions.
The
following
is
a
summary
of
the
significant
accounting
policies
consistently
followed
by
the
Funds.
Compensation:
The Trust
pays
no
compensation
directly
to
those
of
its officers,
all
of
whom
receive
remuneration
for
their
services
to the
Trust
from
the
Adviser
or
its
affiliates.
The
Funds'
Board
of Trustees
(the
"Board") has
adopted
a
deferred
compensation
plan
for
independent
trustees
that
enables
trustees
to
elect
to
defer
receipt
of
all
or
a
portion
of
the
annual
compensation
they
are
entitled
to
receive
from
certain
Nuveen-advised
funds.
Under
the
plan,
deferred
amounts
are
treated
as
though
equal
dollar
amounts
had
been
invested
in
shares
of
select
Nuveen-advised
funds.
Distributions
to
Shareholders:
Distributions
to
shareholders
are
recorded
on
the
ex-dividend
date.
The
amount,
character
and
timing
of
distributions
are
determined
in
accordance
with
federal
income
tax
regulations,
which
may
differ
from
U.S.
GAAP.
Foreign
Currency
Transactions
and
Translation:
The
books
and
records
of
the
Funds
are
maintained
in
U.S.
dollars.
Assets,
including
investments,
and
liabilities
denominated
in
foreign
currencies
are
translated
into
U.S.
dollars
at
the
end
of
each
day.
Purchases
and
sales
of
securities,
income
and
expenses
are
translated
into
U.S.
dollars
at
the
prevailing
exchange
rate
on
the
respective
dates
of
the
transactions.
Net
realized
foreign
currency
gains
and
losses
resulting
from
changes
in
exchange
rates
associated
with
(i)
foreign
currency,
(ii)
investments
and
(iii)
derivatives
include
foreign
currency
gains
and
losses
between
trade
date
and
settlement
date
of
the
transactions,
foreign
currency
transactions,
and
the
difference
between
the
amounts
of
interest
and
dividends
recorded
on
the
books
of
the
Funds
and
the
amounts
actually
received
are
recognized
as
a
component
of
“Net
realized
gain
(loss)
from
foreign
currency
transactions”
on
the
Statement
of
Operations,
when
applicable.
The
unrealized
gains
and
losses
resulting
from
changes
in
foreign
currency
exchange
rates
and
changes
in
foreign
exchange
rates
associated
with
(i)
investments
and
(ii)
other
assets
and
liabilities
are
recognized
as
a
component
of
“Change
in
unrealized
appreciation
(depreciation)
on foreign
currency
translations”
on
the
Statement
of
Operations,
when
applicable.
The
unrealized
gains
and
losses
resulting
from
changes
in
foreign
exchange
rates
associated
with
investments
in
derivatives
are
recognized
as
a
component
of
the
respective
derivative’s
related
“Change
in
unrealized
appreciation
(depreciation)”
on
the
Statement
of
Operations,
when
applicable.
As
of
the
end
of
the
reporting
period,
the
following
Funds'
investments
in
non-U.S.
securities
were
as
follows:
98
Notes
to
Financial
Statements
(Unaudited)
(continued)
Foreign
Taxes:
The
Funds
may
be
subject
to
foreign
taxes
on
income,
gains
on
investments
or
foreign
currency
repatriation,
a
portion
of
which
may
be
recoverable.
The
Funds
will
accrue
such
taxes
and
recoveries
as
applicable,
based
upon
the
current
interpretation
of
tax
rules
and
regulations
that
exist
in
the
markets
in
which
the
Funds
invest.
Indemnifications:
Under
the
Trust’s
organizational
documents,
its
officers
and
trustees
are
indemnified
against
certain
liabilities
arising
out
of
the
performance
of
their
duties
to
the
Trust.
In
addition,
in
the
normal
course
of
business,
the
Trust
enters
into
contracts
that
provide
general
indemnifications
to
other
parties.
The
Trust’s
maximum
exposure
under
these
arrangements
is
unknown
as
this
would
involve
future
claims
that
may
be
made
against
the
Trust
that
have
not
yet
occurred.
However,
the
Trust
has
not
had
prior
claims
or
losses
pursuant
to
these
contracts
and
expects
the
risk
of
loss
to
be
remote.
Investments
and
Investment
Income:
Securities
transactions
are
accounted
for
as
of
the
trade
date
for
financial
reporting
purposes.
Realized
gains
and
losses
on
securities
transactions
are
based
upon
the
specific
identification
method.
Interest
Income,
which
is
recorded
on
an
accrual
basis
and
includes
accretion
of
discounts
and
amortization
of
premiums
for
financial
reporting
purposes.
Interest
income
also
reflects
payment-in-kind
(“PIK”)
interest
and
paydown
gains
and
losses,
if
any.
PIK
interest
represents
income
received
in
the
form
of
securities
in
lieu
of
cash.
Securities
lending
income
is
comprised
of
fees
earned
from
borrowers
and
income
earned
on
cash
collateral
investments.
New
Accounting
Pronouncement
: In
June
2022,
the
FASB
issued
ASU
2022-03
to
clarify
the
guidance
in
Topic
820,
Fair
Value
Measurement
(“Topic
820”).
The
amendments
in
ASU
2022-03
affect
all
entities
that
have
investments
in
equity
securities
measured
at
fair
value
that
are
subject
to
a
contractual
sale
restriction.
ASU
2022-03
(1)
clarifies
the
guidance
in
Topic
820,
when
measuring
the
fair
value
of
an
equity
security
subject
to
contractual
restrictions
that
prohibit
the
sale
of
an
equity
security,
(2)
amends
a
related
illustrative
example,
and
(3)
introduces
new
disclosure
requirements
for
equity
securities
subject
to
contractual
sale
restrictions
that
are
measured
at
fair
value
in
accordance
with
Topic
820.
For
public
business
entities,
the
amendments
in
ASU
2022-03
are
effective
for
fiscal
years
beginning
after
December
15,
2023,
and
interim
periods
within
those
fiscal
years.
For
all
other
entities,
the
amendments
are
effective
for
fiscal
years
beginning
after
December
15,
2024,
and
interim
periods
within
those
fiscal
years.
Early
adoption
is
permitted
for
both
interim
and
annual
financial
statements
that
have
not
yet
been
issued
or
made
available
for
issuance.
During
the
current
fiscal
period,
the Funds adopted
the
new
guidance
and
there
was
no
material
impact
to
the
Funds.
3.
Investment
Valuation
and
Fair
Value
Measurements 
The
Funds’
investments
in
securities
are
recorded
at
their
estimated
fair
value
utilizing
valuation
methods
approved
by
the
Adviser,
subject
to
oversight
of
the Board.
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).
A
description
of
the
valuation
techniques
applied
to
the
Funds’
major
classifications
of
assets
and
liabilities
measured
at
fair
value
follows:
NTZG
Value
%
of
Net
Assets
Japan
$
398,486
6.7
%
Taiwan
299,208
5.0
France
193,112
3.3
Germany
166,901
2.8
Denmark
163,049
2.8
Australia
145,407
2.5
Netherlands
131,593
2.2
United
Kingdom
112,834
1.9
Canada
103,213
1.7
Other
278,900
4.7
Total
non-U.S.
Securities
$1,992,703
33.6%
99
Prices
of
fixed-income
securities
are
generally
provided
by
pricing
services
approved
by
the
Adviser,
which
is
subject
to
review
by
the
Adviser
and
oversight
of
the
Board. Pricing
services
establish
a
security’s
fair
value
using
methods
that
may
include
consideration
of
the
following:
yields
or
prices
of
investments
of
comparable
quality,
type
of
issue,
coupon,
maturity
and
rating,
market
quotes
or
indications
of
value
from
security
dealers,
evaluations
of
anticipated
cash
flows
or
collateral,
general
market
conditions
and
other
information
and
analysis,
including
the
obligor’s
credit
characteristics
considered
relevant.
In
pricing
certain
securities,
particularly
less
liquid
and
lower
quality
securities,
pricing
services
may
consider
information
about
a
security,
its
issuer
or
market
activity
provided
by
the
Adviser.
These
securities
are
generally
classified
as
Level
2. 
Equity
securities
and
exchange-traded
funds
listed
or
traded
on
a
national
market
or
exchange
are
valued
based
on
their
last
reported
sales
price
or
official
closing
price
of
such
market
or
exchange
on
the
valuation
date.
Foreign
equity
securities
and
registered
investment
companies
that
trade
on
a
foreign
exchange
are
valued
at
the
last
reported
sales
price
or
official
closing
price
on
the
principal
exchange
where
traded,
and
converted
to
U.S.
dollars
at
the
prevailing
rates
of
exchange
on
the
valuation
date.
To
the
extent
these
securities
are
actively
traded
and
no
valuation
adjustments
are
applied,
they
are
generally
classified
as
Level
1.
When
valuation
adjustments
are
applied
to
the
most
recent
last
sales
price
or
official
closing
price,
these
securities
are
generally
classified
as
Level
2.
Prices
of
certain
American
Depositary
Receipts
(“ADR”)
held
by
the
Funds
that
trade
in
the
United
States
are
valued
based
on
the
last
traded
price,
official
closing
price,
or
an
evaluated
price
provided
by
the
pricing
services and
are
generally
classified
as
Level
1
or
2.
Investments
in
investment
companies
are
valued
at
their
respective
NAVs
or
share
price on
the
valuation
date
and
are
generally
classified
as
Level
1. 
For
any
portfolio
security
or
derivative
for
which
market
quotations
are
not
readily
available
or
for
which
the
Adviser
deems
the
valuations
derived
using
the
valuation
procedures
described
above
not
to
reflect
fair
value,
the
Adviser
will
determine
a
fair
value
in
good
faith
using
alternative
procedures
approved
by
the
Adviser,
subject
to
the
oversight
of
the
Board.
As
a
general
principle,
the
fair
value
of
a
security
is
the
amount
that
the
owner
might
reasonably
expect
to
receive
for
it
in
a
current
sale.
A
variety
of
factors
may
be
considered
in
determining
the
fair
value
of
such
securities,
which
may
include
consideration
of
the
following:
yields
or
prices
of
investments
of
comparable
quality,
type
of
issue,
coupon,
maturity
and
rating,
market
quotes
or
indications
of
value
from
security
dealers,
evaluations
of
anticipated
cash
flows
or
collateral,
general
market
conditions
and
other
information
and
analysis,
including
the
obligor’s
credit
characteristics
considered
relevant.
To
the
extent
the
inputs
are
observable
and
timely,
the
values
would
be
classified
as
Level
2;
otherwise
they
would
be
classified
as
Level
3.
The
following
table
summarizes
the
market
value
of
the
Funds’
investments
as
of
the
end
of
the
reporting
period,
based
on
the
inputs
used
to
value
them:
NUAG
Level
1
Level
2
Level
3
Total
Long-Term
Investments:
Corporate
Debt
$
–
$
15,723,187
$
–
$
15,723,187
U.S.
Treasury
–
9,105,838
–
9,105,838
Securitized
–
6,816,296
–
6,816,296
Government
Related
–
3,350,592
–
3,350,592
Investments
Purchased
with
Collateral
from
Securities
Lending
658,451
–
–
658,451
Total
$
658,451
$
34,995,913
$
–
$
35,654,364
a
NUSA
Level
1
Level
2
Level
3
Total
Long-Term
Investments:
U.S.
Treasury
$
–
$
14,756,734
$
–
$
14,756,734
Corporate
Debt
–
5,947,635
–
5,947,635
Securitized
–
2,929,677
–
2,929,677
Government
Related
–
1,469,446
–
1,469,446
Investments
Purchased
with
Collateral
from
Securities
Lending
42,478
–
–
42,478
Total
$
42,478
$
25,103,492
$
–
$
25,145,970
a
NUHY
Level
1
Level
2
Level
3
Total
Long-Term
Investments:
Corporate
Debt
$
–
$
100,646,927
$
–
$
100,646,927
Investments
Purchased
with
Collateral
from
Securities
Lending
4,888,145
–
–
4,888,145
Total
$
4,888,145
$
100,646,927
$
–
$
105,535,072
a
100
Notes
to
Financial
Statements
(Unaudited)
(continued)
4.
Portfolio
Securities
Securities
Lending:
Each
Fund
may
lend
securities
representing
up
to
one-third
of
the
value
of
its
total
assets
to
broker-dealers,
banks,
and
other
institutions
in
order
to
generate
additional
income.
When
loaning
securities,
the
Fund
retains
the
benefits
of
owning
the
securities,
including
the
economic
equivalent
of
dividends
or
interest
generated
by
the
security.
The
loans
are
continuous,
can
be
recalled
at
any
time,
and
have
no
set
maturity.
State
Street
Bank
and
Trust
Company,
serves
as
the
securities
lending
agent
(the
“Agent”).
When
a
Fund
loans
its
portfolio
securities,
it
will
receive,
at
the
inception
of
each
loan,
cash
collateral
equal
to
an
amount
not
less
than
100%
of
the
market
value
of
the
loaned
securities.
The
actual
percentage
of
the
cash
collateral
will
vary
depending
upon
the
asset
type
of
the
loaned
securities.
Collateral
for
the
loaned
securities
is
invested
in
a
government
money
market
vehicle
maintained
by
the
Agent,
which
is
subject
to
the
requirements
of
Rule
2a-7
under
the
1940
Act.
The
value
of
the
loaned
securities
and
the
liability
to
return
the
cash
collateral
received
are
recognized
on
the
Statement
of
Assets
and
Liabilities.
If
the
market
value
of
the
loaned
securities
increases,
the
borrower
must
furnish
additional
collateral
to
the
Fund,
which
is
also
recognized
on
the
Statement
of
Assets
and
Liabilities.
Securities
out
on
loan
are
subject
to
termination
at
any
time
at
the
option
of
the
borrower
or
the
Fund.
Upon
termination,
the
borrower
is
required
to
return
to
the
Fund
securities
identical
to
the
securities
loaned.
During
the
term
of
the
loan,
the
Fund
bears
the
market
risk
with
respect
to
the
investment
of
collateral
and
the
risk
that
the
Agent
may
default
on
its
contractual
obligations
to
the
Fund.
The
Agent
bears
the
risk
that
the
borrower
may
default
on
its
obligation
to
return
the
loaned
securities
as
the
Agent
is
contractually
obligated
to
indemnify
the
Fund
if
at
the
time
of
a
default
by
a
borrower
some
or
all
of
the
loan
securities
have
not
been
returned.
Securities
lending
income
recognized
by
a
Fund
consists
of
earnings
on
invested
collateral
and
lending
fees,
net
of
any
rebates
to
the
borrower
and
compensation
to
the
Agent.
Such
income
is
recognized
on
the
Statement
of
Operations.
As
of
the
end
of
the
reporting
period,
the
total
value
of
the
loaned
securities
and
the
total
value
of
collateral
received
were
as
follows:
NUBD
Level
1
Level
2
Level
3
Total
Long-Term
Investments:
U.S.
Treasury
$
–
$
132,767,697
$
–
$
132,767,697
Securitized
–
90,012,067
–
90,012,067
Corporate
Debt
–
84,735,925
–
84,735,925
Government
Related
–
16,995,326
–
16,995,326
Investments
Purchased
with
Collateral
from
Securities
Lending
1,821,447
–
–
1,821,447
Total
$
1,821,447
$
324,511,015
$
–
$
326,332,462
a
NTZG
Level
1
Level
2
Level
3
Total
Long-Term
Investments:
Common
Stocks
$
5,760,425
$
90,220
$
–
$
5,850,645
Total
$
5,760,425
$
90,220
$
–
$
5,850,645
a
Fund
Asset
Class
out
on
Loan
Long-Term
Investments,
at
Value
Total
Collateral
Received
NUAG
Corporate
Debt
$593,962
$612,705
Government
Related
44,986
45,746
Total
$638,948
$658,451
NUSA
Corporate
Debt
$40,877
$42,478
NUHY
Corporate
Debt
$4,675,670
$4,888,145
NUBD
Corporate
Debt
$1,432,202
$1,476,132
Government
Related
338,223
345,313
Total
$1,770,425
$1,821,447
101
Purchases
and
Sales:
Long-term
purchases
and
sales
(excluding in-kind
transactions)
during
the
current fiscal
period
were
as
follows:
In-kind
transactions during
the
current fiscal
period
were
as
follows:
The
Funds
may
purchase
securities
on
a
when-issued
or
delayed-delivery
basis.
Securities
purchased
on
a
when-issued
or
delayed-delivery
basis
may
have
extended
settlement
periods;
interest
income
is
not
accrued
until
settlement
date.
Any
securities
so
purchased
are
subject
to
market
fluctuation
during
this
period. If
a
Fund
has
outstanding
when-issued/delayed-delivery
purchases
commitments
as
of
the
end
of
the
reporting
period,
such
amounts
are
recognized
on
the
Statement
of
Assets
and
Liabilities.
5.
Derivative
Investments
Each
Fund
is
authorized
to
invest
in
certain
derivative
instruments.
As
defined
by
U.S.
GAAP,
a
derivative
is
a
financial
instrument
whose
value
is
derived
from
an
underlying
security
price,
foreign
exchange
rate,
interest
rate,
index
of
prices
or
rates,
or
other
variables.
Investments
in
derivatives
as
of
the
end
of
and/or
during
the
current
fiscal
period,
if
any,
are
included
within
the
Statement
of
Assets
and
Liabilities
and
the
Statement
of
Operations,
respectively.
Market
and
Counterparty
Credit
Risk:
In
the
normal
course
of
business
each
Fund
may
invest
in
financial
instruments
and
enter
into
financial
transactions
where
risk
of
potential
loss
exists
due
to
changes
in
the
market
(market
risk)
or
failure
of
the
other
party
to
the
transaction
to
perform
(counterparty
credit
risk).
The
potential
loss
could
exceed
the
value
of
the
financial
assets
recorded
on
the
financial
statements.
Financial
assets,
which
potentially
expose
each
Fund
to
counterparty
credit
risk,
consist
principally
of
cash
due
from
counterparties
on
forward,
option
and
swap
transactions,
when
applicable.
The
extent
of
each
Fund’s
exposure
to
counterparty
credit
risk
in
respect
to
these
financial
assets
approximates
their
carrying
value
as
recorded
on
the
Statement
of
Assets
and
Liabilities.
Each
Fund
helps
manage
counterparty
credit
risk
by
entering
into
agreements
only
with
counterparties
the
Adviser
believes
have
the
financial
resources
to
honor
their
obligations
and
by
having
the
Adviser
monitor
the
financial
stability
of
the
counterparties.
Additionally,
counterparties
may
be
required
to
pledge
collateral
daily
(based
on
the
daily
valuation
of
the
financial
asset)
on
behalf
of
each
Fund
with
a
value
approximately
equal
to
the
amount
of
any
unrealized
gain
above
a
pre-determined
threshold.
Reciprocally,
when
each
Fund
has
an
unrealized
loss,
the
Funds
have
instructed
the
custodian
to
pledge
assets
of
the
Funds
as
collateral
with
a
value
approximately
equal
to
the
amount
of
the
unrealized
loss
above
a
pre-determined
threshold.
Collateral
pledges
are
monitored
and
subsequently
adjusted
if
and
when
the
valuations
fluctuate,
either
up
or
down,
by
at
least
the
pre-determined
threshold
amount.
6.
Fund
Shares
Each Fund
issues
and
redeems its
shares
on
a
continuous
basis
at
NAV
only
in
aggregations
of
a
specified
number
of
shares
or
multiples
thereof
(“Creation
Units”).
Only
certain
institutional
investors
(referred
to
as
“Authorized
Participants”)
who
have
entered
into
agreements
with
Nuveen
Securities,
LLC,
the
Funds'
distributor,
may
purchase
and
redeem
Creation
Units.
Once
created,
shares
of
the
Funds
trade
on
the
Exchange
at
market
prices
and
are
only
available
to
individual
investors
through
their
brokers.
Purchases
Sales
Fund
Non-U.S.
Government
Purchases
U.S.
Government
and
Agency
Obligations
Non-U.S.
Government
Sales
U.S.
Government
and
Agency
Obligations
NUAG
$
5,160,972
$
4,411,936
$
4,099,370
$
4,945,078
NUSA
1,811,589
4,008,496
1,711,636
4,855,495
NUHY
19,211,956
—
20,448,941
—
NUBD
23,305,496
13,530,007
6,518,805
13,735,492
NTZG
595,129
—
549,620
—
Fund
In-Kind
Purchases
In-Kind
Sales
NUAG
$
1,117,382
$
—
NUSA
1,558,211
16,394,471
NUHY
4,288,877
5,530,991
NUBD
35,299,027
2,026,880
NTZG
—
—
102
Notes
to
Financial
Statements
(Unaudited)
(continued)
Creation
Units
are
purchased
and
redeemed
in-kind
for
a
designated
portfolio
of
securities
included
in each
Fund’s
respective Index
and/or
a
specified
amount
of
cash.
Authorized
Participants
are
charged
fixed
transaction
fees
in
connection
with
purchasing
and
redeeming
Creation
Units.
Authorized
Participants
transacting
in
Creation
Units
for
cash
may
also
pay
an
additional
variable
charge
to
compensate
the
relevant Fund
for
certain
transaction
costs
(i.e.,
taxes
on
currency
or
other
financial
transactions,
and
brokerage
costs)
and
market
impact
expenses
it
incurs
in
purchasing
or
selling
portfolio
securities.
Such
variable
charges,
if
any,
are
included
in
“Proceeds
from
shares
sold”
on
the
Statements
of
Changes
in
Net
Assets.
Transactions
in
Fund
shares
during
the
current
and
prior
period
were
as
follows:
7.
Income
Tax
Information
Each
Fund
is
a
separate
taxpayer
for
federal
income
tax
purposes.
Each
Fund
intends
to
distribute
substantially
all
of
its
net
investment
income
and
net
capital
gains
to
shareholders
and
otherwise
comply
with
the
requirements
of
Subchapter
M
of
the
Internal
Revenue
Code
applicable
to
regulated
investment
companies.
Therefore,
no
federal
income
tax
provision
is
required.
Each
Fund
files
income
tax
returns
in
U.S.
federal
and
applicable
state
and
local
jurisdictions.
A
Fund's
federal
income
tax
returns
are
generally
subject
to
examination
for
a
period
of
three
fiscal
years
after
being
filed.
State
and
local
tax
returns
may
be
subject
to
examination
for
an
additional
period
of
time
depending
on
the
jurisdiction.
Management
has
analyzed
each
Fund's
tax
positions
taken
for
all
open
tax
years
and
has
concluded
that
no
provision
for
income
tax
is
required
in
the
Fund's
financial
statements.
As
of
the
end
of
the
reporting
period,
the
aggregate
cost
and
the
net
unrealized
appreciation/(depreciation)
of
all
investments
for
federal
income
tax
purposes
were
as
follows:
For
purposes
of
this
disclosure,
tax
cost
generally
includes
the
cost
of
portfolio
investments
as
well
as
up-front
fees
or
premiums
exchanged
on
derivatives
and
any
amounts
unrealized
for
income
statement
reporting
but
realized
income
and/or
capital
gains
for
tax
reporting,
if
applicable.
As
of
prior
fiscal
period
end,
the
components
of
accumulated
earnings
on
a
tax
basis
were
as
follows:
NUAG
NUSA
Six
Months
Ended
1/31/24
Year
Ended
7/31/23
Six
Months
Ended
1/31/24
Year
Ended
7/31/23
Shares
Amount
Shares
Amount
Shares
Amount
Shares
Amount
Subscriptions
100,000
$2,018,920
300,000
$6,326,238
100,000
$2,280,340
1,000,000
$22,913,450
Redemptions
–
–
(6,200,000)
(129,921,150)
(800,000)
(18,200,210)
(800,000)
(18,278,320)
Net
increase
(decrease)
100,000
$2,018,920
(5,900,000)
$(123,594,912)
(700,000)
$(15,919,870)
200,000
$4,635,130
NUHY
NUBD
Six
Months
Ended
1/31/24
Year
Ended
7/31/23
Six
Months
Ended
1/31/24
Year
Ended
7/31/23
Shares
Amount
Shares
Amount
Shares
Amount
Shares
Amount
Subscriptions
200,000
$4,110,280
600,000
$12,451,730
2,500,000
$54,229,470
2,500,000
$55,017,630
Redemptions
(300,000)
(6,028,430)
(100,000)
(2,057,310)
(200,000)
(4,336,240)
(1,000,000)
(22,156,440)
Net
increase
(decrease)
(100,000)
$(1,918,150)
500,000
$10,394,420
2,300,000
$49,893,230
1,500,000
$32,861,190
Fund
Tax
Cost
Gross
Unrealized
Appreciation
Gross
Unrealized
(Depreciation)
Net
Unrealized
Appreciation
(Depreciation)
NUAG
$
38,184,227
$
425,722
$
(2,955,585)
$
(2,529,863)
NUSA
25,442,081
157,350
(453,461)
(296,111)
NUHY
108,818,471
1,441,437
(4,724,836)
(3,283,399)
NUBD
355,993,670
1,882,831
(31,544,039)
(29,661,208)
NTZG
4,936,577
1,072,763
(158,695)
914,068
Fund
Undistributed
Ordinary
Income
Undistributed
Long-Term
Capital
Gains
Unrealized
Appreciation
(Depreciation)
Capital
Loss
Carryforwards
Late-Year
Loss
Deferrals
Other
Book-to-Tax
Differences
Total
NUAG
$
123,160
$
—
$
(3,605,518)
$
(26,079,023)
$
—
$
—
$
(29,561,381)
NUSA
153,338
—
(1,071,636)
(2,161,446)
—
—
(3,079,744)
NUHY
750,661
—
(7,931,630)
(10,763,593)
—
—
(17,944,562)
NUBD
242,434
—
(35,396,045)
(7,845,135)
—
(1)
(42,998,747)
NTZG
53,655
—
911,902
(82,685)
—
—
882,872
103
As
of
prior
fiscal
period
end,
the
Funds
had
capital
loss
carryforwards,
which
will
not
expire:
8.
Management
Fees
and
Other
Transactions
with
Affiliates
Management
Fees:
Each
Fund’s
management
fee
compensates
the
Adviser
for its
investment
advisory services
to
the
Funds.
The
Sub-Adviser
is
compensated
for
its
services
to
the
Funds
from
the
management
fees
paid
to
the
Adviser.  
The
Adviser
is
responsible
for
substantially
all
other
expenses
of
the
Funds,
except
any
future
distribution
and/or
service
fees,
interest
expenses,
taxes,
acquired
fund
fees
and
expenses,
fees
incurred
in
acquiring
and
disposing
of
portfolio
securities,
fees
and
expenses
of
the
independent
trustees
(including
any
trustees’
counsel
fees),
certain
compensation
expenses
of
the
Funds’
chief
compliance
officer,
litigation
expenses
and
extraordinary
expenses.
The
annual management
fee,
payable
monthly,
for
each
Fund
is
based
on
a
percentage
of
average
daily
net
assets
according
to
the
following
rates: 
Other
Transactions
with
Affiliates:
NTZG
is
permitted
to
purchase
or
sell
securities
from
or
to
certain
other
funds
or
accounts
managed
by
the
Sub-Adviser
or
by
an
affiliate
of
the
Adviser (each
an
“Affiliated
Entity”)
under
specified
conditions
outlined
in
procedures
adopted
by
the
Board
("cross-trade").
These
procedures
have
been
designed
to
ensure
that
any
cross-trade
of
securities
by
the
Fund
from
or
to
an
Affiliated
Entity
by
virtue
of
having
a
common
investment
adviser
(or
affiliated
investment
adviser),
common
officer
and/or
common
trustee
complies
with
Rule
17a-7
under
the
1940
Act.
These
transactions
are
effected
at
the
current
market
price
(as
provided
by
an
independent
pricing
service)
without
incurring
broker
commissions.
During
the
current
fiscal
period,
the
Fund
did
not engage
in
cross-trades
pursuant
to
these
procedures.
As
of
the
end
of
the
reporting
period,
the
percentage
of
Fund
shares
owned
by
Nuveen
was
as
follows: 
Fund
Short-Term
Long-Term
Total
NUAG
$
20,519,374
$
5,559,649
$
26,079,023
NUSA
525,066
1,636,380
2,161,446
NUHY
5,187,432
5,576,161
10,763,593
NUBD
3,852,717
3,992,418
7,845,135
NTZG
54,997
27,688
82,685
Fund
Management
Fee
NUAG
0.20%
NUSA
0.15
NUHY
0.30
NUBD
0.15
Fund
Nuveen
Owned
Shares
NUAG
—
%
*
NUSA
—
NUHY
—
NUBD
—
NTZG
—
*
Value
rounded
to
zero.
104
Notes
to
Financial
Statements
(Unaudited)
(continued)
As
of
the
end
of
the
reporting
period,
the
percentage
of
Fund
shares
owned
by
TIAA
are
as
follows: 
Fund
TIAA
Owned
Shares
NUAG
26
%
NUSA
—
NUHY
4
NUBD
—
NTZG
98
Shareholder
Meeting
Report
(Unaudited)
105
The
special
meeting
of
shareholders
was
held
on
November
20,
2023,
for
Nushares
ETF
Trust;
at
this
meeting,
the
shareholders
were
asked
to
elect
Board
members.
Nushares
ETF
Trust
Approval
of
the
Board
Members
was
reached
as
follows:
Joseph
A.
Boateng
For
231,658,828
Withhold
1,776,304
Total
233,435,132
Michael
A.
Forrester
For
231,480,452
Withhold
1,954,680
Total
233,435,132
Thomas
J.
Kenny
For
231,469,963
Withhold
1,965,169
Total
233,435,132
Amy
B.R.
Lancellotta
For
231,359,871
Withhold
2,075,261
Total
233,435,132
Joanne
T.
Medero
For
231,334,099
Withhold
2,101,033
Total
233,435,132
Albin
F.
Moschner
For
231,007,039
Withhold
2,428,093
Total
233,435,132
John
K.
Nelson
For
229,951,286
Withhold
3,483,846
Total
233,435,132
Loren
M.
Starr
For
231,498,821
Withhold
1,936,311
Total
233,435,132
Matthew
Thornton
III
For
230,995,832
Withhold
2,439,300
Total
233,435,132
Terence
J.
Toth
For
230,107,507
Withhold
3,327,625
Total
3,327,625
Margaret
L.
Wolff
For
231,350,396
Withhold
2,084,736
Total
233,435,132
Robert
L.
Young
For
230,988,980
Withhold
2,446,152
Total
233,435,132
106
Additional
Fund
Information
(Unaudited)
The
tables
below
show
the
number
and
percentage
of
days
during
the
current
fiscal
period
that
each
Fund’s
market
price
was
greater
than
its
NAV
per
share
(i.e.,
at
premium)
and
less
than
its
NAV
per
share
(i.e.,
at
a
discount).
The
market
price
is
determined
using
the
midpoint
between
the
highest
bid
and
the
lowest
offer
on
the
applicable
Fund’s
listing
exchange,
as
of
the
time
that
the
Fund’s
NAV
is
calculated
(normally
4:00
p.m.
Eastern
Time).
Investment
Adviser
Nuveen
Fund
Advisors,
LLC
333
West
Wacker
Drive
Chicago,
IL
60606
Sub-Advisers
Nuveen
Asset
Management,
LLC
333
West
Wacker
Drive
Chicago,
IL
60606
Teachers
Advisors,
LLC
730
Third
Avenue
New
York,
NY
10017-3206
Independent
Registered
Public
Accounting
Firm
KPMG
LLP
200
East
Randolph
Street
Chicago,
IL
60601
Administrator,
Custodian
and
Transfer
Agent
Brown
Brothers
Harriman
50
Post
Office
Square
Boston,
MA
02110
Legal
Counsel
Chapman
and
Cutler
LLP
Chicago,
IL
60603
Morgan
Lewis
&
Bockius
LLP
111
Pennsylvania
Avenue,
NW
Washington,
D.C.
20004
NUAG
NUSA
Six
Months
Ended
January
31,
2024
Number
of
Days
%
of
Total
Days
Number
of
Days
%
of
Total
Days
Premium/Discount
Range:
0.26%
to
0.50%
35
27.6%
1
0.8%
0.00%
to
0.25%
92
72.4%
94
74.0%
(0.01)%
to
(0.25)%
-
-
31
24.4%
(0.26)%
to
(0.50)%
-
-
1
0.8%
127
100%
127
100%
NUHY
NUBD
Six
Months
Ended
January
31,
2024
Number
of
Days
%
of
Total
Days
Number
of
Days
%
of
Total
Days
Premium/Discount
Range:
1.01%
to
3.00%
2
1.6%
-
-
0.51%
to
1.00%
13
10.2%
-
-
0.26%
to
0.50%
49
38.6%
-
-
0.00%
to
0.25%
51
40.2%
127
100.0%
(0.01)%
to
(0.25)%
11
8.7%
-
-
(0.26)%
to
(0.50)%
1
0.8%
-
-
127
100%
127
100%
NTZG
Six
Months
Ended
January
31,
2024
Number
of
Days
%
of
Total
Days
Premium/Discount
Range:
0.51%
to
1.00%
  8
6.3%
0.26%
to
0.50%
  53
41.7%
0.00%
to
0.25%
  59
46.5%
(0.01)%
to
(0.25)%
  7
5.5%
127
100%
107
The
tables
below
show
the
number
and
percentage
of
days
during
the
current
fiscal
period
that
each
Fund’s
market
price
was
greater
than
its
NAV
per
share
(i.e.,
at
premium)
and
less
than
its
NAV
per
share
(i.e.,
at
a
discount).
The
market
price
is
determined
using
the
midpoint
between
the
highest
bid
and
the
lowest
offer
on
the
applicable
Fund’s
listing
exchange,
as
of
the
time
that
the
Fund’s
NAV
is
calculated
(normally
4:00
p.m.
Eastern
Time).
Investment
Adviser
Nuveen
Fund
Advisors,
LLC
333
West
Wacker
Drive
Chicago,
IL
60606
Sub-Advisers
Nuveen
Asset
Management,
LLC
333
West
Wacker
Drive
Chicago,
IL
60606
Teachers
Advisors,
LLC
730
Third
Avenue
New
York,
NY
10017-3206
Independent
Registered
Public
Accounting
Firm
KPMG
LLP
200
East
Randolph
Street
Chicago,
IL
60601
Administrator,
Custodian
and
Transfer
Agent
Brown
Brothers
Harriman
50
Post
Office
Square
Boston,
MA
02110
Legal
Counsel
Chapman
and
Cutler
LLP
Chicago,
IL
60603
Morgan
Lewis
&
Bockius
LLP
111
Pennsylvania
Avenue,
NW
Washington,
D.C.
20004
NUAG
NUSA
Six
Months
Ended
January
31,
2024
Number
of
Days
%
of
Total
Days
Number
of
Days
%
of
Total
Days
Premium/Discount
Range:
0.26%
to
0.50%
35
27.6%
1
0.8%
0.00%
to
0.25%
92
72.4%
94
74.0%
(0.01)%
to
(0.25)%
-
-
31
24.4%
(0.26)%
to
(0.50)%
-
-
1
0.8%
127
100%
127
100%
NUHY
NUBD
Six
Months
Ended
January
31,
2024
Number
of
Days
%
of
Total
Days
Number
of
Days
%
of
Total
Days
Premium/Discount
Range:
1.01%
to
3.00%
2
1.6%
-
-
0.51%
to
1.00%
13
10.2%
-
-
0.26%
to
0.50%
49
38.6%
-
-
0.00%
to
0.25%
51
40.2%
127
100.0%
(0.01)%
to
(0.25)%
11
8.7%
-
-
(0.26)%
to
(0.50)%
1
0.8%
-
-
127
100%
127
100%
NTZG
Six
Months
Ended
January
31,
2024
Number
of
Days
%
of
Total
Days
Premium/Discount
Range:
0.51%
to
1.00%
  8
6.3%
0.26%
to
0.50%
  53
41.7%
0.00%
to
0.25%
  59
46.5%
(0.01)%
to
(0.25)%
  7
5.5%
127
100%
Portfolio
of
Investments
Information
Each
Fund
is
required
to
file
its
complete
schedule
of
portfolio
holdings
with
the
Securities
and
Exchange
Commission
(SEC)
for
the
first
and
third
quarters
of
each
fiscal
year
as
an
exhibit
to
its
report
on
Form
N-PORT.
You
may
obtain
this
information
on
the
SEC’s
website
at
http://www.sec.gov.
Nuveen
Funds’
Proxy
Voting
Information
You
may
obtain
(i)
information
regarding
how
each
fund
voted
proxies
relating
to
portfolio
securities
held
during
the
most
recent
twelve-month
period
ended
June
30,
without
charge,
upon
request,
by
calling
Nuveen
toll-free
at
(800)
257-8787
or
on
Nuveen’s
website
at
www.nuveen.com
and
(ii)
a
description
of
the
policies
and
procedures
that
each
fund
used
to
determine
how
to
vote
proxies
relating
to
portfolio
securities
without
charge,
upon
request,
by
calling
Nuveen
toll-free
at
(800)
257-8787.
You
may
also
obtain
this
information
directly
from
the
SEC.
Visit
the
SEC
on-line
at
http://www.sec.gov.
FINRA
BrokerCheck
:
The
Financial
Industry
Regulatory
Authority
(FINRA)
provides
information
regarding
the
disciplinary
history
of
FINRA
member
firms
and
associated
investment
professionals.
This
information
as
well
as
an
investor
brochure
describing
FINRA
BrokerCheck
is
available
to
the
public
by
calling
the
FINRA
BrokerCheck
Hotline
number
at
(800)
289-9999
or
by
visiting
www.FINRA.org.
108
Glossary
of
Terms
Used
in
this
Report
(Unaudited)
Average
Annual
Total
Return:
This
is
a
commonly
used
method
to
express
an
investment’s
performance
over
a
particular,
usually
multi-year
time
period.
It
expresses
the
return
that
would
have
been
necessary
each
year
to
equal
the
investment’s
actual
cumulative
performance
(including
change
in
NAV
or
offer
price
and
reinvested
dividends
and
capital
gains
distributions,
if
any)
over
the
time
period
being
considered.
Net
Assets
Value
(NAV)
Per
Share:
A
fund’s
Net
Assets
is
equal
to
its
total
assets
(securities,
cash
and
accrued
earnings)
less
its
total
liabilities.
NAV
per
share
is
equal
to
the
fund’s
Net
Assets
divided
by
its
number
of
shares
outstanding.
Liquidity
Risk
Management
Program
(Unaudited)
109
Discussion
of
the
operation
and
effectiveness
of
the
Funds’
liquidity
risk
management
program
In
compliance
with
Rule
22e-4
under
the
Investment
Company
Act
of
1940,
as
amended
(the
“Liquidity
Rule”),
each
Fund
covered
in
this
Report
(the
“Funds”)
has
adopted
and
implemented
a
liquidity
risk
management
program
(the
“Program”),
which
is
designed
to
manage
the
Fund’s
liquidity
risk.
The
Program
consists
of
various
protocols
for
assessing
and
managing
each
Fund’s
liquidity
risk.
The
Funds’
Board
of Directors (the
"Board")
previously
designated
Nuveen
Fund
Advisors,
LLC,
the
Funds’
investment
adviser,
as
the
Administrator
of
the
Program.
The
adviser’s
Liquidity
Monitoring
and
Analysis
Team
(“LMAT”)
carries
out
day-to-day
Program
management
with
oversight
by
the
adviser’s
Liquidity
Oversight
Sub-
Committee
(the
“LOSC”).
The
LOSC
is
composed
of
personnel
from
the
adviser
and
Teachers
Advisors,
LLC,
an
affiliate
of
the
adviser.
At
a
May
23-25,
2023
meeting
of
the
Board,
the
Administrator
provided
the
Board
with
a
written
report
addressing
the
Program’s
operation,
adequacy
and
effectiveness
of
implementation
for
calendar
year
2022
(the
“Review
Period”),
as
required
under
the
Liquidity
Rule.
The
report
noted
that
the
Program
has
been
and
continues
to
be
adequately
and
effectively
implemented
to
monitor
and
(as
applicable)
respond
to
each
Fund’s
liquidity
developments.
In
accordance
with
the
Program,
the
LMAT
assesses
each
Fund’s
liquidity
risk
no
less
frequently
than
annually
based
on
various
factors,
such
as
(1)
the
Fund’s
investment
strategy
and
the
liquidity
of
portfolio
investments,
(ii)
cash
flow
projections,
and
(ii)
holdings
of
cash
and
cash
equivalents,
borrowing
arrangements,
and
other
funding
sources.
Certain
factors
are
considered
under
both
normal
and
reasonably
foreseeable
stressed
conditions.
Each
Fund
portfolio
investment
is
classified
into
one
of
four
liquidity
categories
(including
the
most
liquid,
“Highly
Liquid”,
and
the
least
liquid,
“Illiquid”,
discussed
below),
The
classification
is
based
on
a
determination
of
how
long
it
is
reasonably
expected
to
take
to
convert
the
investment
into
cash,
or
sell
or
dispose
of
the
investment,
in
current
market
conditions
without
significantly
changing
the
market
value
of
the
investment
Liquidity
classification
determinations
take
into
account
various
market,
trading,
and
investment-specific
considerations,
as
well
as
market
depth,
and
use
third-
party
vendor
data.
Any
Fund
that
does
not
primarily
hold
highly
liquid
investments
must,
among
other
things,
determine
a
minimum
percentage
of
Fund
assets
that
must
be
invested
in
highly
liquid
investments
(a
“Highly
Liquid
Investment
Minimum”).
During
the
Review
Period,
each
Fund
primarily
held
Highly
Liquid
investments
and
therefore
was
exempt
from
the
requirement
to
adopt
a
Highly
Liquid
Investment
Minimum
and
to
comply
with
the
related
requirements
under
the
Liquidity
Rule.
The
Liquidity
Rule
also
limits
a
Fund’s
investments
in
Illiquid
investments.
Specifically,
the
Liquidity
Rule
prohibits
a
Fund
from
acquiring
Illiquid
investments
if
doing
so
would
result
in
the
Fund
holding
more
than
15%
of
its
net
assets
in
illiquid
investments,
and
requires
certain
reporting
to
the
Fund
Board
and
the
Securities
and
Exchange
Commission
any
time
a
Fund’s
holdings
of
Illiquid
investments
exceeds
15%
of
net
assets.
During
the
Review
Period,
no
Fund
exceeded
the
15%
limit
on
Illiquid
investments.
Nuveen
Securities,
LLC,
member
FINRA
and
SIPC
333
West
Wacker
Drive
Chicago,
IL
60606
www.nuveen.com
NSA-ENHUS-0124P
3424066-INV-B-03/25
Nuveen:
Serving
Investors
for
Generations
Since
1898,
financial
advisors
and
their
clients
have
relied
on
Nuveen
to
provide
dependable
investment
solutions
through
continued
adherence
to
proven,
long-term
investing
principles.
Today,
we
offer
a
range
of
high
quality
solutions
designed
to
be
integral
components
of
a
well-diversified
core
portfolio.
Focused
on
meeting
investor
needs.
Nuveen
is
the
investment
manager
of
TIAA.
We
have
grown
into
one
of
the
world’s
premier
global
asset
managers,
with
specialist
knowledge
across
all
major
asset
classes
and
particular
strength
in
solutions
that
provide
income
for
investors
and
that
draw
on
our
expertise
in
alternatives
and
responsible
investing.
Nuveen
is
driven
not
only
by
the
independent
investment
processes
across
the
firm,
but
also
the
insights,
risk
management,
analytics
and
other
tools
and
resources
that
a
truly
world-class
platform
provides.
As
a
global
asset
manager,
our
mission
is
to
work
in
partnership
with
our
clients
to
create
solutions
which
help
them
secure
their
financial
future.
Find
out
how
we
can
help
you.
To
learn
more
about
how
the
products
and
services
of
Nuveen
may
be
able
to
help
you
meet
your
financial
goals,
talk
to
your
financial
advisor,
or
call
us
at
(800)
257-8787.
Please
read
the
information
provided
carefully
before
you
invest.
Investors
should
consider
the
investment
objective
and
policies,
risk
considerations,
charges
and
expenses
of
any
investment
carefully.
Where
applicable,
be
sure
to
obtain
a
prospectus,
which
contains
this
and
other
relevant
information.
To
obtain
a
prospectus,
please
contact
your
securities
representative
or
Nuveen,
333
W.
Wacker
Dr.,
Chicago,
IL
60606.
Please
read
the
prospectus
carefully
before
you
invest
or
send
money.
Learn
more
about
Nuveen
Funds
at:
www.nuveen.com/exchange-traded-funds
NOT
FDIC
INSURED
MAY
LOSE
VALUE
NO
BANK
GUARANTEE