X0505 N-CEN LIVE 0001068204 XXXXXXXX false false N-1A S000043737 C000135632 S000005097 C000013884 S000005090 C000013877 S000005088 C000013875 S000005091 C000013878 S000005095 C000013882 S000005092 C000013879 S000005089 C000013876 S000005096 C000013883 S000005093 C000013880 S000005094 C000013881 TIAA-CREF LIFE FUNDS 811-08961 0001068204 549300U685X5JUG16Q88 730 Third Avenue New York 10017-3206 US-NY US 800-223-1200 State Street Bank & Trust Company One Congress Street Suite 1 Boston 021142016 6177863000 Mutual fund custody and accounting records Teachers Advisors, LLC 730 Third Avenue New York 10017-3206 8002231200 Organizational documents, minutes of trustee and shareholder meetings, contracts of the Registrant and all advisory material of the investment adviser SS&C Gids, Inc 200 Crown Colony Drive Quincy 02169 6175835000 All required records in its capacity as transfer, dividend paying, and shareholder service agent for the Registrant. Iron Mountain 22 Kimberly Road East Brunswick 08816 8662641936 Duplicates of certains records Iron Mountain 64 Leone Lane Chester 10918 8662641936 Duplicates of certains records N N N-1A 11 N Terence J. Toth 004501033 N John K. Nelson N/A N Matthew Thornton III N/A N Margaret L. Wolff N/A N Robert L. Young N/A N Amy B. R. Lancellotta N/A N Joanne T. Medero N/A N Albin F. Moschner N/A N Thomas J. Kenny N/A N Loren M. Starr N/A N Joseph A. Boateng N/A N Michael A. Forrester N/A N Brett E. Black N/A 333 West Wacker Drive Chicago 606061286 XXXXXX N N N N N N Nuveen Securities, LLC 008-13464 000000469 549300SUT66RK1UQZ953 N/A Y N PricewaterhouseCoopers LLP 00238 5493002GVO7EO8RNNS37 N/A N N N N N N N Nuveen Life Balanced Fund S000043737 549300Y8XD4MQ6KLUQ11 N 0 0 0 Underlying fund N N N N N/A N/A N/A Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Rule 12d1-4 (17 CFR 270.12d1-4) Rule 18f-4 (17 CFR 270.18f-4) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Y Y N N Teachers Advisors, LLC 801-46887 000107157 Q3EVPQI7HQSIMVRLOU14 N/A N SS&C Gids, Inc 84-00896 21B7QCD05XOK0YTYOP98 N/A N N N ICE Data Pricing and Reference Data, LLC 5493000NQ9LYLDBCTL34 N/A N Financial & Risk U.S. Holdings, Inc. (Refinitiv) 549300NF240HXJ07N016 N/A N IHS Markit Ltd. 549300HLPTRASHS0E726 N/A BM N Pricing Direct 549300WIC0TOJ7N7GD54 N/A N Bloomberg 5493001KJTIIGC8Y1R12 N/A N Bloomberg BVAL N/A N/A N Bank of America B4TYDEB6GKMZO031MB27 N/A N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N/A N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) AO CITIBANK, MOSCOW N/A N/A RU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BANK HAPOALIM B.M. N/A N/A IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BANK POLSKA KASA OPIEKI SA - BANK P N/A N/A PL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP PARIBAS SECURITIES SERVICES, GR N/A N/A GR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CANADA SELF CUSTODY - CDSX N/A N/A CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CESKOSLOVENSKA OBCHODNI BANKA, A.S. N/A N/A CZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK COLOMBIA N/A N/A CO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK EUROPE PLC HUNGARIAN BRANC N/A N/A HU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK EUROPE PLC, DUBLIN-SUCURSA N/A N/A RO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK MAGHREB N/A N/A MA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK N.A. N/A N/A AR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK NA LIMA N/A N/A PE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK NA MEXICO N/A N/A MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK NA SAO PAULO BRAZIL N/A N/A BR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK PJSC N/A N/A UA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK,N.A. N/A N/A SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CLEARSTREAM N/A N/A LU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CLEARSTREAM BANKING AG N/A N/A DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CREDIT SUISSE (SCHWEIZ) AG N/A N/A CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEPOSITORY TRUST AND CLEARING CORPORATION N/A N/A N Y Securities depository - rule 17f-4 (17 CFR 270.17f-4) DEUTSCHE BANK (MALAYSIA) BERHAD N/A N/A MY N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK A.S. N/A N/A TR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK AG N/A N/A AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK AG, SEOUL BRANCH N/A N/A KR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK AG, TAIPEI BRANCH N/A N/A TW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK S.P.A. N/A N/A IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK SOCIEDAD ANONIMA ESPA N/A N/A ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DTCC N/A N/A N Y Securities depository - rule 17f-4 (17 CFR 270.17f-4) EUROCLEAR N/A N/A BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) FEDERAL RESERVE BANK N/A N/A N Y Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) FIRSTRAND BANK LIMITED N/A N/A ZA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HONGKONG AND SHANGHAI BANKING CORPO N/A N/A JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC BANK (CHINA) COMPANY LIMITED N/A N/A CN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC BANK AUSTRALIA LIMITED N/A N/A AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC BANK EGYPT S.A.E N/A N/A EG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC BANK MIDDLE EAST LIMITED N/A N/A AE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) ITAU CORPBANCA (FORMERLY BANCO ITAU N/A N/A CL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) NORDEA BANK AB (PUBL) N/A N/A SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) NORDEA BANK AB (PUBL), FILIAL I NOR N/A N/A NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) NORDEA BANK AB (PUBL), FINNISH BRAN N/A N/A DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) ROYAL BANK OF CANADA N/A N/A CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) SKANDINAVISKA ENSKILDA BANKEN N/A N/A DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) SKANDINAVISKA ENSKILDA BANKEN AB N/A N/A SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) STANDARD CHARTERED BANK (HONG KONG) N/A N/A HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) STANDARD CHARTERED BANK (THAI) PCL N/A N/A TH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) STATE STREET BANK AND TRUST COMPANY N/A N/A GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) STATE STREET BK LONDON - CREST N/A N/A GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UNICREDIT BANK AUSTRIA AG N/A N/A AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N SS&C Gids, Inc 21B7QCD05XOK0YTYOP98 N/A N N N Teachers Advisors, LLC Q3EVPQI7HQSIMVRLOU14 N/A Y N N Nuveen Securities, LLC 008-13464 000000469 549300SUT66RK1UQZ953 N/A 0.000000000000 TIAA-CREF Individual & Institutional Services, LLC 008-44454 000020472 N/A N/A 0.000000000000 0.000000000000 BNY Mellon Capital Markets, LLC 8-35255 000017454 VJW2DOOHGDT6PR0ZRO63 N/A 10083985.000000000000 State Street Bank and Trust 8-69862 000285852 549300FDEDF5ORXCMQ56 N/A 3747000.000000000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 N/A 466930.000000000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 N/A 61993.000000000000 14359908.000000000000 N 66705241.000000000000 N N N N ICE DATA PRICING & REFERENCE DATA, LLC 5493000NQ9LYLDBCTL34 N/A N Short-term investment vehicle Repurchase agreement Equity-common Equity-preferred Debt Derivative-commodity Derivative-credit Derivative-equity Derivative-foreign exchange Derivative-interest rate Derivative-other Structured note Loan ABS-mortgage backed security ABS-asset backed commercial paper ABS-collateralized bond/debt obligation ABS-other Commodity Real estate N Nuveen Life Core Bond Fund S000005097 549300WGGR40FCSHJK14 N 0 0 0 Underlying fund N N Y N N State Street Bank and Trust 571474TGEMMWANRLN572 N/A N N N/A 1406956.000000000000 6877.000000000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 32a-4 (17 CFR 270.32a-4) Rule 18f-4 (17 CFR 270.18f-4) Rule 18f-4(f)(17 CFR 270.18f-4(f)) Y Y N N Teachers Advisors, LLC 801-46887 000107157 Q3EVPQI7HQSIMVRLOU14 N/A N SS&C Gids, Inc 84-00896 21B7QCD05XOK0YTYOP98 N/A N N N ICE Data Pricing and Reference Data, LLC 5493000NQ9LYLDBCTL34 N/A N Financial & Risk U.S. Holdings, Inc. (Refinitiv) 549300NF240HXJ07N016 N/A N IHS Markit Ltd. 549300HLPTRASHS0E726 N/A BM N Pricing Direct 549300WIC0TOJ7N7GD54 N/A N Bloomberg 5493001KJTIIGC8Y1R12 N/A N Bloomberg BVAL N/A N/A N Bank of America B4TYDEB6GKMZO031MB27 N/A N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N/A N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) AO CITIBANK, MOSCOW N/A N/A RU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BANK HAPOALIM B.M. N/A N/A IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BANK POLSKA KASA OPIEKI SA - BANK P N/A N/A PL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP PARIBAS SECURITIES SERVICES, GR N/A N/A GR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CANADA SELF CUSTODY - CDSX N/A N/A CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CESKOSLOVENSKA OBCHODNI BANKA, A.S. N/A N/A CZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK COLOMBIA N/A N/A CO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK EUROPE PLC HUNGARIAN BRANC N/A N/A HU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK EUROPE PLC, DUBLIN-SUCURSA N/A N/A RO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK MAGHREB N/A N/A MA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK N.A. N/A N/A AR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK NA LIMA N/A N/A PE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK NA MEXICO N/A N/A MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK NA SAO PAULO BRAZIL N/A N/A BR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK PJSC N/A N/A UA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK,N.A. N/A N/A SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CLEARSTREAM N/A N/A LU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CLEARSTREAM BANKING AG N/A N/A DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CREDIT SUISSE (SCHWEIZ) AG N/A N/A CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEPOSITORY TRUST AND CLEARING CORPORATION N/A N/A N Y Securities depository - rule 17f-4 (17 CFR 270.17f-4) DEUTSCHE BANK (MALAYSIA) BERHAD N/A N/A MY N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK A.S. N/A N/A TR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK AG N/A N/A AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK AG, SEOUL BRANCH N/A N/A KR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK AG, TAIPEI BRANCH N/A N/A TW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK S.P.A. N/A N/A IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK SOCIEDAD ANONIMA ESPA N/A N/A ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DTCC N/A N/A N Y Securities depository - rule 17f-4 (17 CFR 270.17f-4) EUROCLEAR N/A N/A BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) FEDERAL RESERVE BANK N/A N/A N Y Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) FIRSTRAND BANK LIMITED N/A N/A ZA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HONGKONG AND SHANGHAI BANKING CORPO N/A N/A JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC BANK (CHINA) COMPANY LIMITED N/A N/A CN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC BANK AUSTRALIA LIMITED N/A N/A AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC BANK EGYPT S.A.E N/A N/A EG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC BANK MIDDLE EAST LIMITED N/A N/A AE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) ITAU CORPBANCA (FORMERLY BANCO ITAU N/A N/A CL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) NORDEA BANK AB (PUBL) N/A N/A SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) NORDEA BANK AB (PUBL), FILIAL I NOR N/A N/A NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) NORDEA BANK AB (PUBL), FINNISH BRAN N/A N/A DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) ROYAL BANK OF CANADA N/A N/A CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) SKANDINAVISKA ENSKILDA BANKEN N/A N/A DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) SKANDINAVISKA ENSKILDA BANKEN AB N/A N/A SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) STANDARD CHARTERED BANK (HONG KONG) N/A N/A HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) STANDARD CHARTERED BANK (THAI) PCL N/A N/A TH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) STATE STREET BANK AND TRUST COMPANY N/A N/A GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) STATE STREET BK LONDON - CREST N/A N/A GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UNICREDIT BANK AUSTRIA AG N/A N/A AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N SS&C Gids, Inc 21B7QCD05XOK0YTYOP98 N/A N N N Teachers Advisors, LLC Q3EVPQI7HQSIMVRLOU14 N/A Y N N Nuveen Securities, LLC 008-13464 000000469 549300SUT66RK1UQZ953 N/A 0.000000000000 TIAA-CREF Individual & Institutional Services, LLC 008-44454 000020472 N/A N/A 0.000000000000 0.000000000000 State Street Bank and Trust 8-69862 000285852 549300FDEDF5ORXCMQ56 N/A 523374000.000000000000 BNY Mellon Capital Markets, LLC 8-35255 000017454 VJW2DOOHGDT6PR0ZRO63 N/A 138536450.000000000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 N/A 54694650.000000000000 J.P. MORGAN SECURITIES LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 N/A 49939864.000000000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 N/A 42841301.000000000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 N/A 39805883.000000000000 Bank of Montreal N/A N/A 54930047C63MPGNXEO75 N/A CA 35256084.000000000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 N/A 34844739.000000000000 Bank of America 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 N/A 29005864.000000000000 BNP PARIBAS SECURITIES CORP. 8-32682 000015794 2J5703FH5U5M97R1I237 N/A 14769041.000000000000 1048393964.000000000000 N 206936309.000000000000 Committed 2700000000.000000000000 N N N N ICE DATA PRICING & REFERENCE DATA, LLC 5493000NQ9LYLDBCTL34 N/A N Short-term investment vehicle Repurchase agreement Equity-common Equity-preferred Debt Derivative-commodity Derivative-credit Derivative-equity Derivative-foreign exchange Derivative-interest rate Derivative-other Structured note Loan ABS-mortgage backed security ABS-asset backed commercial paper ABS-collateralized bond/debt obligation ABS-other Commodity Real estate N Nuveen Life Core Equity Fund S000005090 549300VJBCFKI3UO1854 N 0 0 0 Underlying fund N N Y N State Street Bank and Trust 571474TGEMMWANRLN572 N/A N N N/A N/A N/A Rule 12d1-1 (17 CFR 270.12d1-1) Rule 17a-7 (17 CFR 270.17a-7) Rule 32a-4 (17 CFR 270.32a-4) Rule 18f-4 (17 CFR 270.18f-4) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Y N N N Teachers Advisors, LLC 801-46887 000107157 Q3EVPQI7HQSIMVRLOU14 N/A N SS&C Gids, Inc 84-00896 21B7QCD05XOK0YTYOP98 N/A N N N ICE Data Pricing and Reference Data, LLC 5493000NQ9LYLDBCTL34 N/A N Financial & Risk U.S. Holdings, Inc. (Refinitiv) 549300NF240HXJ07N016 N/A N IHS Markit Ltd. 549300HLPTRASHS0E726 N/A BM N Pricing Direct 549300WIC0TOJ7N7GD54 N/A N Bloomberg 5493001KJTIIGC8Y1R12 N/A N Bloomberg BVAL N/A N/A N Bank of America B4TYDEB6GKMZO031MB27 N/A N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N/A N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) AO CITIBANK, MOSCOW N/A N/A RU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BANK HAPOALIM B.M. N/A N/A IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BANK POLSKA KASA OPIEKI SA - BANK P N/A N/A PL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP PARIBAS SECURITIES SERVICES, GR N/A N/A GR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CANADA SELF CUSTODY - CDSX N/A N/A CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CESKOSLOVENSKA OBCHODNI BANKA, A.S. N/A N/A CZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK COLOMBIA N/A N/A CO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK EUROPE PLC HUNGARIAN BRANC N/A N/A HU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK EUROPE PLC, DUBLIN-SUCURSA N/A N/A RO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK MAGHREB N/A N/A MA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK N.A. N/A N/A AR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK NA LIMA N/A N/A PE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK NA MEXICO N/A N/A MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK NA SAO PAULO BRAZIL N/A N/A BR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK PJSC N/A N/A UA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK,N.A. N/A N/A SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CLEARSTREAM N/A N/A LU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CLEARSTREAM BANKING AG N/A N/A DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CREDIT SUISSE (SCHWEIZ) AG N/A N/A CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEPOSITORY TRUST AND CLEARING CORPORATION N/A N/A N Y Securities depository - rule 17f-4 (17 CFR 270.17f-4) DEUTSCHE BANK (MALAYSIA) BERHAD N/A N/A MY N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK A.S. N/A N/A TR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK AG N/A N/A AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK AG, SEOUL BRANCH N/A N/A KR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK AG, TAIPEI BRANCH N/A N/A TW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK S.P.A. N/A N/A IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK SOCIEDAD ANONIMA ESPA N/A N/A ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DTCC N/A N/A N Y Securities depository - rule 17f-4 (17 CFR 270.17f-4) EUROCLEAR N/A N/A BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) FEDERAL RESERVE BANK N/A N/A N Y Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) FIRSTRAND BANK LIMITED N/A N/A ZA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HONGKONG AND SHANGHAI BANKING CORPO N/A N/A JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC BANK (CHINA) COMPANY LIMITED N/A N/A CN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC BANK AUSTRALIA LIMITED N/A N/A AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC BANK EGYPT S.A.E N/A N/A EG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC BANK MIDDLE EAST LIMITED N/A N/A AE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) ITAU CORPBANCA (FORMERLY BANCO ITAU N/A N/A CL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) NORDEA BANK AB (PUBL) N/A N/A SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) NORDEA BANK AB (PUBL), FILIAL I NOR N/A N/A NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) NORDEA BANK AB (PUBL), FINNISH BRAN N/A N/A DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) ROYAL BANK OF CANADA N/A N/A CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) SKANDINAVISKA ENSKILDA BANKEN N/A N/A DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) SKANDINAVISKA ENSKILDA BANKEN AB N/A N/A SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) STANDARD CHARTERED BANK (HONG KONG) N/A N/A HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) STANDARD CHARTERED BANK (THAI) PCL N/A N/A TH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) STATE STREET BANK AND TRUST COMPANY N/A N/A GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) STATE STREET BK LONDON - CREST N/A N/A GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UNICREDIT BANK AUSTRIA AG N/A N/A AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N SS&C Gids, Inc 21B7QCD05XOK0YTYOP98 N/A N N N Teachers Advisors, LLC Q3EVPQI7HQSIMVRLOU14 N/A Y N N Nuveen Securities, LLC 008-13464 000000469 549300SUT66RK1UQZ953 N/A 0.000000000000 TIAA-CREF Individual & Institutional Services, LLC 008-44454 000020472 N/A N/A 0.000000000000 Fidelity Capital Markets 8-23292 000007784 549300SGJNFISS8EB433 N/A 32616.000000000000 Bank of America 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 N/A 11264.000000000000 RBC Capital Markets, LLC 8-45411 000031194 549300LCO2FLSSVFFR64 N/A 5459.000000000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 N/A 5351.000000000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 N/A 4646.000000000000 Jefferies LLC 8-15074 000002347 58PU97L1C0WSRCWADL48 N/A 2574.000000000000 LIQUIDNET, INC. 8-52461 000103987 213800HSKBBO1GCVRG79 N/A 2070.000000000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 N/A 817.000000000000 MIZUHO SECURITIES, INC 8-37710 000019647 5493004GRDTUI7EMIZ82 N/A 620.000000000000 KEYBANC CAPITAL MARKETS INC. 8-30177 000000566 2EQWV0180Z211YVAD813 N/A 518.000000000000 69727.000000000000 National Financial Services LLC 8-26740 000013041 549300JRHF1MHHWUAW04 N/A 209871701.000000000000 State Street Bank and Trust 8-69862 000285852 549300FDEDF5ORXCMQ56 N/A 142767000.000000000000 Bank of America 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 N/A 42757985.000000000000 BNY Mellon Capital Markets, LLC 8-35255 000017454 VJW2DOOHGDT6PR0ZRO63 N/A 35789849.000000000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 N/A 34870298.000000000000 RBC Capital Markets, LLC 8-45411 000031194 549300LCO2FLSSVFFR64 N/A 29824872.000000000000 Jefferies LLC 8-15074 000002347 58PU97L1C0WSRCWADL48 N/A 26284954.000000000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 N/A 25503274.000000000000 LIQUIDNET, INC. 8-52461 000103987 213800HSKBBO1GCVRG79 N/A 16945224.000000000000 LUMINEX TRADING & ANALYTICS LLC 8-69476 000171752 254900ZBK50B4Y36MJ33 N/A 14743107.000000000000 645802518.000000000000 Y 211785505.000000000000 Committed 2700000000.000000000000 N N N N ICE DATA PRICING & REFERENCE DATA, LLC 5493000NQ9LYLDBCTL34 N/A N Short-term investment vehicle Repurchase agreement Equity-common Equity-preferred Debt Derivative-commodity Derivative-credit Derivative-equity Derivative-foreign exchange Derivative-interest rate Derivative-other Structured note Loan ABS-mortgage backed security ABS-asset backed commercial paper ABS-collateralized bond/debt obligation ABS-other Commodity Real estate N Nuveen Life Growth Equity Fund S000005088 549300QS088Z3O8G7484 N 0 0 0 Underlying fund Y N Y N N State Street Bank and Trust 571474TGEMMWANRLN572 N/A N N N/A 567420.000000000000 42337.000000000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 17a-7 (17 CFR 270.17a-7) Rule 32a-4 (17 CFR 270.32a-4) Rule 18f-4 (17 CFR 270.18f-4) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Rule 18f-4(f)(17 CFR 270.18f-4(f)) Y N N N Teachers Advisors, LLC 801-46887 000107157 Q3EVPQI7HQSIMVRLOU14 N/A N SS&C Gids, Inc 84-00896 21B7QCD05XOK0YTYOP98 N/A N N N ICE Data Pricing and Reference Data, LLC 5493000NQ9LYLDBCTL34 N/A N Financial & Risk U.S. Holdings, Inc. (Refinitiv) 549300NF240HXJ07N016 N/A N IHS Markit Ltd. 549300HLPTRASHS0E726 N/A BM N Pricing Direct 549300WIC0TOJ7N7GD54 N/A N Bloomberg 5493001KJTIIGC8Y1R12 N/A N Bloomberg BVAL N/A N/A N Bank of America B4TYDEB6GKMZO031MB27 N/A N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N/A N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) AO CITIBANK, MOSCOW N/A N/A RU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BANK HAPOALIM B.M. N/A N/A IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BANK POLSKA KASA OPIEKI SA - BANK P N/A N/A PL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP PARIBAS SECURITIES SERVICES, GR N/A N/A GR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CANADA SELF CUSTODY - CDSX N/A N/A CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CESKOSLOVENSKA OBCHODNI BANKA, A.S. N/A N/A CZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK COLOMBIA N/A N/A CO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK EUROPE PLC HUNGARIAN BRANC N/A N/A HU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK EUROPE PLC, DUBLIN-SUCURSA N/A N/A RO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK MAGHREB N/A N/A MA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK N.A. N/A N/A AR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK NA LIMA N/A N/A PE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK NA MEXICO N/A N/A MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK NA SAO PAULO BRAZIL N/A N/A BR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK PJSC N/A N/A UA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK,N.A. N/A N/A SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CLEARSTREAM N/A N/A LU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CLEARSTREAM BANKING AG N/A N/A DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CREDIT SUISSE (SCHWEIZ) AG N/A N/A CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEPOSITORY TRUST AND CLEARING CORPORATION N/A N/A N Y Securities depository - rule 17f-4 (17 CFR 270.17f-4) DEUTSCHE BANK (MALAYSIA) BERHAD N/A N/A MY N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK A.S. N/A N/A TR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK AG N/A N/A AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK AG, SEOUL BRANCH N/A N/A KR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK AG, TAIPEI BRANCH N/A N/A TW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK S.P.A. N/A N/A IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK SOCIEDAD ANONIMA ESPA N/A N/A ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DTCC N/A N/A N Y Securities depository - rule 17f-4 (17 CFR 270.17f-4) EUROCLEAR N/A N/A BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) FEDERAL RESERVE BANK N/A N/A N Y Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) FIRSTRAND BANK LIMITED N/A N/A ZA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HONGKONG AND SHANGHAI BANKING CORPO N/A N/A JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC BANK (CHINA) COMPANY LIMITED N/A N/A CN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC BANK AUSTRALIA LIMITED N/A N/A AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC BANK EGYPT S.A.E N/A N/A EG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC BANK MIDDLE EAST LIMITED N/A N/A AE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) ITAU CORPBANCA (FORMERLY BANCO ITAU N/A N/A CL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) NORDEA BANK AB (PUBL) N/A N/A SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) NORDEA BANK AB (PUBL), FILIAL I NOR N/A N/A NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) NORDEA BANK AB (PUBL), FINNISH BRAN N/A N/A DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) ROYAL BANK OF CANADA N/A N/A CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) SKANDINAVISKA ENSKILDA BANKEN N/A N/A DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) SKANDINAVISKA ENSKILDA BANKEN AB N/A N/A SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) STANDARD CHARTERED BANK (HONG KONG) N/A N/A HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) STANDARD CHARTERED BANK (THAI) PCL N/A N/A TH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) STATE STREET BANK AND TRUST COMPANY N/A N/A GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) STATE STREET BK LONDON - CREST N/A N/A GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UNICREDIT BANK AUSTRIA AG N/A N/A AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N SS&C Gids, Inc 21B7QCD05XOK0YTYOP98 N/A N N N Teachers Advisors, LLC Q3EVPQI7HQSIMVRLOU14 N/A Y N N Nuveen Securities, LLC 008-13464 000000469 549300SUT66RK1UQZ953 N/A 0.000000000000 TIAA-CREF Individual & Institutional Services, LLC 008-44454 000020472 N/A N/A 0.000000000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 N/A 5154.000000000000 Jefferies LLC 8-15074 000002347 58PU97L1C0WSRCWADL48 N/A 4666.000000000000 Bank of America 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 N/A 4215.000000000000 RBC Capital Markets, LLC 8-45411 000031194 549300LCO2FLSSVFFR64 N/A 4214.000000000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 N/A 4134.000000000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 N/A 3598.000000000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 N/A 635.000000000000 UBS Securities LLC 8-22651 000007654 BFM8T61CT2L1QCEMIK50 N/A 401.000000000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 N/A 383.000000000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 N/A 351.000000000000 29032.000000000000 State Street Bank and Trust 8-69862 000285852 549300FDEDF5ORXCMQ56 N/A 203640000.000000000000 BNY Mellon Capital Markets, LLC 8-35255 000017454 VJW2DOOHGDT6PR0ZRO63 N/A 56474000.000000000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 N/A 36267006.000000000000 RBC Capital Markets, LLC 8-45411 000031194 549300LCO2FLSSVFFR64 N/A 25989338.000000000000 Bank of America 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 N/A 25813135.000000000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 N/A 24816439.000000000000 Jefferies LLC 8-15074 000002347 58PU97L1C0WSRCWADL48 N/A 23277709.000000000000 Guzman & Company 8-38646 000021013 549300E7R8O8EHE8SN83 N/A 8115971.000000000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 N/A 6953980.000000000000 Loop Capital Markets LLC 8-50140 000043098 254900FPPM2WN90D4786 N/A 5564795.000000000000 437220739.000000000000 Y 189179580.000000000000 Committed 2700000000.000000000000 N N N N ICE DATA PRICING & REFERENCE DATA, LLC 5493000NQ9LYLDBCTL34 N/A N Short-term investment vehicle Repurchase agreement Equity-common Equity-preferred Debt Derivative-commodity Derivative-credit Derivative-equity Derivative-foreign exchange Derivative-interest rate Derivative-other Structured note Loan ABS-mortgage backed security ABS-asset backed commercial paper ABS-collateralized bond/debt obligation ABS-other Commodity Real estate N Nuveen Life International Equity Fund S000005091 549300CRUDR5NI8MIF30 N 0 0 0 Underlying fund N N Y N N State Street Bank and Trust 571474TGEMMWANRLN572 N/A N N N/A 1093244.000000000000 5482.000000000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 17a-7 (17 CFR 270.17a-7) Rule 32a-4 (17 CFR 270.32a-4) Rule 18f-4 (17 CFR 270.18f-4) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Y Y N N Teachers Advisors, LLC 801-46887 000107157 Q3EVPQI7HQSIMVRLOU14 N/A N SS&C Gids, Inc 84-00896 21B7QCD05XOK0YTYOP98 N/A N N N ICE Data Pricing and Reference Data, LLC 5493000NQ9LYLDBCTL34 N/A N Financial & Risk U.S. Holdings, Inc. (Refinitiv) 549300NF240HXJ07N016 N/A N IHS Markit Ltd. 549300HLPTRASHS0E726 N/A BM N Pricing Direct 549300WIC0TOJ7N7GD54 N/A N Bloomberg 5493001KJTIIGC8Y1R12 N/A N Bloomberg BVAL N/A N/A N Bank of America B4TYDEB6GKMZO031MB27 N/A N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N/A N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) AO CITIBANK, MOSCOW N/A N/A RU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BANK HAPOALIM B.M. N/A N/A IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BANK POLSKA KASA OPIEKI SA - BANK P N/A N/A PL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP PARIBAS SECURITIES SERVICES, GR N/A N/A GR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CANADA SELF CUSTODY - CDSX N/A N/A CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CESKOSLOVENSKA OBCHODNI BANKA, A.S. N/A N/A CZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK COLOMBIA N/A N/A CO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK EUROPE PLC HUNGARIAN BRANC N/A N/A HU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK EUROPE PLC, DUBLIN-SUCURSA N/A N/A RO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK MAGHREB N/A N/A MA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK N.A. N/A N/A AR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK NA LIMA N/A N/A PE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK NA MEXICO N/A N/A MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK NA SAO PAULO BRAZIL N/A N/A BR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK PJSC N/A N/A UA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK,N.A. N/A N/A SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CLEARSTREAM N/A N/A LU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CLEARSTREAM BANKING AG N/A N/A DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CREDIT SUISSE (SCHWEIZ) AG N/A N/A CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEPOSITORY TRUST AND CLEARING CORPORATION N/A N/A N Y Securities depository - rule 17f-4 (17 CFR 270.17f-4) DEUTSCHE BANK (MALAYSIA) BERHAD N/A N/A MY N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK A.S. N/A N/A TR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK AG N/A N/A AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK AG, SEOUL BRANCH N/A N/A KR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK AG, TAIPEI BRANCH N/A N/A TW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK S.P.A. N/A N/A IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK SOCIEDAD ANONIMA ESPA N/A N/A ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DTCC N/A N/A N Y Securities depository - rule 17f-4 (17 CFR 270.17f-4) EUROCLEAR N/A N/A BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) FEDERAL RESERVE BANK N/A N/A N Y Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) FIRSTRAND BANK LIMITED N/A N/A ZA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HONGKONG AND SHANGHAI BANKING CORPO N/A N/A JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC BANK (CHINA) COMPANY LIMITED N/A N/A CN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC BANK AUSTRALIA LIMITED N/A N/A AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC BANK EGYPT S.A.E N/A N/A EG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC BANK MIDDLE EAST LIMITED N/A N/A AE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) ITAU CORPBANCA (FORMERLY BANCO ITAU N/A N/A CL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) NORDEA BANK AB (PUBL) N/A N/A SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) NORDEA BANK AB (PUBL), FILIAL I NOR N/A N/A NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) NORDEA BANK AB (PUBL), FINNISH BRAN N/A N/A DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) ROYAL BANK OF CANADA N/A N/A CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) SKANDINAVISKA ENSKILDA BANKEN N/A N/A DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) SKANDINAVISKA ENSKILDA BANKEN AB N/A N/A SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) STANDARD CHARTERED BANK (HONG KONG) N/A N/A HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) STANDARD CHARTERED BANK (THAI) PCL N/A N/A TH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) STATE STREET BANK AND TRUST COMPANY N/A N/A GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) STATE STREET BK LONDON - CREST N/A N/A GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UNICREDIT BANK AUSTRIA AG N/A N/A AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N SS&C Gids, Inc 21B7QCD05XOK0YTYOP98 N/A N N N Teachers Advisors, LLC Q3EVPQI7HQSIMVRLOU14 N/A Y N N Nuveen Securities, LLC 008-13464 000000469 549300SUT66RK1UQZ953 N/A 0.000000000000 TIAA-CREF Individual & Institutional Services, LLC 008-44454 000020472 N/A N/A 0.000000000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 N/A 9047.000000000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 N/A 8253.000000000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 N/A 7765.000000000000 Bank of America 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 N/A 3597.000000000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 N/A 3333.000000000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 N/A 1767.000000000000 Jefferies LLC 8-15074 000002347 58PU97L1C0WSRCWADL48 N/A 1512.000000000000 Sanford C. Bernstein and Co 8-52942 000104474 549300I7JYZHT7D5CO04 N/A 1502.000000000000 BTIG, LLC 8-65473 000122225 549300GTG9PL6WO3EC51 N/A 1411.000000000000 CLSA Americas, LLC 8-69166 000165533 213800M2DXATWY7JMS07 N/A 1026.000000000000 44788.000000000000 State Street Bank and Trust 8-69862 000285852 549300FDEDF5ORXCMQ56 N/A 602480000.000000000000 BNY Mellon Capital Markets, LLC 8-35255 000017454 VJW2DOOHGDT6PR0ZRO63 N/A 169725000.000000000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 N/A 17331609.000000000000 Citigroup Global Markets Inc. 8-8177 000007059 MBNUM2BPBDO7JBLYG310 N/A 16884779.000000000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 N/A 13060273.000000000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 N/A 12228045.000000000000 Bank of America 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 N/A 6791674.000000000000 Jefferies LLC 8-15074 000002347 58PU97L1C0WSRCWADL48 N/A 6767453.000000000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 N/A 6526241.000000000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 N/A 2537706.000000000000 872660625.000000000000 Y 167289249.000000000000 Committed 2700000000.000000000000 N N N ICE DATA PRICING & REFERENCE DATA, LLC 5493000NQ9LYLDBCTL34 N/A N Short-term investment vehicle Repurchase agreement Equity-common Equity-preferred Debt Derivative-commodity Derivative-credit Derivative-equity Derivative-foreign exchange Derivative-interest rate Derivative-other Structured note Loan ABS-mortgage backed security ABS-asset backed commercial paper ABS-collateralized bond/debt obligation ABS-other Commodity Real estate N Nuveen Life Large Cap Responsible Equity Fund S000005095 549300LDY9KZOWBNOC25 N 0 0 0 Underlying fund N N Y N State Street Bank and Trust 571474TGEMMWANRLN572 N/A N N N/A N/A N/A Rule 12d1-1 (17 CFR 270.12d1-1) Rule 17a-7 (17 CFR 270.17a-7) Rule 32a-4 (17 CFR 270.32a-4) Rule 18f-4 (17 CFR 270.18f-4) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Y Y N N Teachers Advisors, LLC 801-46887 000107157 Q3EVPQI7HQSIMVRLOU14 N/A N SS&C Gids, Inc 84-00896 21B7QCD05XOK0YTYOP98 N/A N N N ICE Data Pricing and Reference Data, LLC 5493000NQ9LYLDBCTL34 N/A N Financial & Risk U.S. Holdings, Inc. (Refinitiv) 549300NF240HXJ07N016 N/A N IHS Markit Ltd. 549300HLPTRASHS0E726 N/A BM N Pricing Direct 549300WIC0TOJ7N7GD54 N/A N Bloomberg 5493001KJTIIGC8Y1R12 N/A N Bloomberg BVAL N/A N/A N Bank of America B4TYDEB6GKMZO031MB27 N/A N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N/A N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) AO CITIBANK, MOSCOW N/A N/A RU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BANK HAPOALIM B.M. N/A N/A IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BANK POLSKA KASA OPIEKI SA - BANK P N/A N/A PL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP PARIBAS SECURITIES SERVICES, GR N/A N/A GR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CANADA SELF CUSTODY - CDSX N/A N/A CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CESKOSLOVENSKA OBCHODNI BANKA, A.S. N/A N/A CZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK COLOMBIA N/A N/A CO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK EUROPE PLC HUNGARIAN BRANC N/A N/A HU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK EUROPE PLC, DUBLIN-SUCURSA N/A N/A RO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK MAGHREB N/A N/A MA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK N.A. N/A N/A AR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK NA LIMA N/A N/A PE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK NA MEXICO N/A N/A MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK NA SAO PAULO BRAZIL N/A N/A BR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK PJSC N/A N/A UA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK,N.A. N/A N/A SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CLEARSTREAM N/A N/A LU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CLEARSTREAM BANKING AG N/A N/A DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CREDIT SUISSE (SCHWEIZ) AG N/A N/A CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEPOSITORY TRUST AND CLEARING CORPORATION N/A N/A N Y Securities depository - rule 17f-4 (17 CFR 270.17f-4) DEUTSCHE BANK (MALAYSIA) BERHAD N/A N/A MY N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK A.S. N/A N/A TR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK AG N/A N/A AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK AG, SEOUL BRANCH N/A N/A KR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK AG, TAIPEI BRANCH N/A N/A TW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK S.P.A. N/A N/A IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK SOCIEDAD ANONIMA ESPA N/A N/A ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DTCC N/A N/A N Y Securities depository - rule 17f-4 (17 CFR 270.17f-4) EUROCLEAR N/A N/A BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) FEDERAL RESERVE BANK N/A N/A N Y Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) FIRSTRAND BANK LIMITED N/A N/A ZA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HONGKONG AND SHANGHAI BANKING CORPO N/A N/A JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC BANK (CHINA) COMPANY LIMITED N/A N/A CN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC BANK AUSTRALIA LIMITED N/A N/A AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC BANK EGYPT S.A.E N/A N/A EG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC BANK MIDDLE EAST LIMITED N/A N/A AE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) ITAU CORPBANCA (FORMERLY BANCO ITAU N/A N/A CL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) NORDEA BANK AB (PUBL) N/A N/A SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) NORDEA BANK AB (PUBL), FILIAL I NOR N/A N/A NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) NORDEA BANK AB (PUBL), FINNISH BRAN N/A N/A DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) ROYAL BANK OF CANADA N/A N/A CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) SKANDINAVISKA ENSKILDA BANKEN N/A N/A DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) SKANDINAVISKA ENSKILDA BANKEN AB N/A N/A SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) STANDARD CHARTERED BANK (HONG KONG) N/A N/A HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) STANDARD CHARTERED BANK (THAI) PCL N/A N/A TH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) STATE STREET BANK AND TRUST COMPANY N/A N/A GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) STATE STREET BK LONDON - CREST N/A N/A GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UNICREDIT BANK AUSTRIA AG N/A N/A AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N SS&C Gids, Inc 21B7QCD05XOK0YTYOP98 N/A N N N Teachers Advisors, LLC Q3EVPQI7HQSIMVRLOU14 N/A Y N N Nuveen Securities, LLC 008-13464 000000469 549300SUT66RK1UQZ953 N/A 0.000000000000 TIAA-CREF Individual & Institutional Services, LLC 008-44454 000020472 N/A N/A 0.000000000000 Loop Capital Markets LLC 8-50140 000043098 254900FPPM2WN90D4786 N/A 622.000000000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 N/A 541.000000000000 Guzman & Company 8-38646 000021013 549300E7R8O8EHE8SN83 N/A 445.000000000000 Cabrera Capital Markets LLC 8-26406 000010081 254900BIRJU76JRBK985 N/A 378.000000000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 N/A 293.000000000000 Jefferies LLC 8-15074 000002347 58PU97L1C0WSRCWADL48 N/A 214.000000000000 Fidelity Capital Markets 8-23292 000007784 549300SGJNFISS8EB433 N/A 18.000000000000 LIQUIDNET, INC. 8-52461 000103987 213800HSKBBO1GCVRG79 N/A 8.000000000000 Piper Sandler & Co. 8-11080 000000665 549300GRQCWQ3XGH0H10 N/A 7.000000000000 RBC Capital Markets, LLC 8-45411 000031194 549300LCO2FLSSVFFR64 N/A 2.000000000000 2528.000000000000 State Street Bank and Trust 8-69862 000285852 549300FDEDF5ORXCMQ56 N/A 159434000.000000000000 BNY Mellon Capital Markets, LLC 8-35255 000017454 VJW2DOOHGDT6PR0ZRO63 N/A 64418858.000000000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 N/A 21721291.000000000000 Jefferies LLC 8-15074 000002347 58PU97L1C0WSRCWADL48 N/A 9835494.000000000000 Cabrera Capital Markets LLC 8-26406 000010081 254900BIRJU76JRBK985 N/A 9055714.000000000000 Guzman & Company 8-38646 000021013 549300E7R8O8EHE8SN83 N/A 9016466.000000000000 Loop Capital Markets LLC 8-50140 000043098 254900FPPM2WN90D4786 N/A 8650945.000000000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 N/A 7534981.000000000000 Bank of America 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 N/A 7279709.000000000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 N/A 4456080.000000000000 307179245.000000000000 N 99421557.000000000000 Committed 2700000000.000000000000 N N N N ICE DATA PRICING & REFERENCE DATA, LLC 5493000NQ9LYLDBCTL34 N/A N Short-term investment vehicle Repurchase agreement Equity-common Equity-preferred Debt Derivative-commodity Derivative-credit Derivative-equity Derivative-foreign exchange Derivative-interest rate Derivative-other Structured note Loan ABS-mortgage backed security ABS-asset backed commercial paper ABS-collateralized bond/debt obligation ABS-other Commodity Real estate N Nuveen Life Large Cap Value Fund S000005092 549300B1LM5OF41D2Z76 N 0 0 0 Underlying fund N N Y N N State Street Bank and Trust 571474TGEMMWANRLN572 N/A N N N/A 6971.000000000000 788.000000000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 17a-7 (17 CFR 270.17a-7) Rule 32a-4 (17 CFR 270.32a-4) Rule 18f-4 (17 CFR 270.18f-4) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Y Y N N Teachers Advisors, LLC 801-46887 000107157 Q3EVPQI7HQSIMVRLOU14 N/A N SS&C Gids, Inc 84-00896 21B7QCD05XOK0YTYOP98 N/A N N N ICE Data Pricing and Reference Data, LLC 5493000NQ9LYLDBCTL34 N/A N Financial & Risk U.S. Holdings, Inc. (Refinitiv) 549300NF240HXJ07N016 N/A N IHS Markit Ltd. 549300HLPTRASHS0E726 N/A BM N Pricing Direct 549300WIC0TOJ7N7GD54 N/A N Bloomberg 5493001KJTIIGC8Y1R12 N/A N Bloomberg BVAL N/A N/A N Bank of America B4TYDEB6GKMZO031MB27 N/A N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N/A N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) AO CITIBANK, MOSCOW N/A N/A RU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BANK HAPOALIM B.M. N/A N/A IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BANK POLSKA KASA OPIEKI SA - BANK P N/A N/A PL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP PARIBAS SECURITIES SERVICES, GR N/A N/A GR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CANADA SELF CUSTODY - CDSX N/A N/A CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CESKOSLOVENSKA OBCHODNI BANKA, A.S. N/A N/A CZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK COLOMBIA N/A N/A CO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK EUROPE PLC HUNGARIAN BRANC N/A N/A HU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK EUROPE PLC, DUBLIN-SUCURSA N/A N/A RO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK MAGHREB N/A N/A MA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK N.A. N/A N/A AR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK NA LIMA N/A N/A PE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK NA MEXICO N/A N/A MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK NA SAO PAULO BRAZIL N/A N/A BR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK PJSC N/A N/A UA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK,N.A. N/A N/A SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CLEARSTREAM N/A N/A LU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CLEARSTREAM BANKING AG N/A N/A DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CREDIT SUISSE (SCHWEIZ) AG N/A N/A CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEPOSITORY TRUST AND CLEARING CORPORATION N/A N/A N Y Securities depository - rule 17f-4 (17 CFR 270.17f-4) DEUTSCHE BANK (MALAYSIA) BERHAD N/A N/A MY N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK A.S. N/A N/A TR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK AG N/A N/A AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK AG, SEOUL BRANCH N/A N/A KR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK AG, TAIPEI BRANCH N/A N/A TW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK S.P.A. N/A N/A IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK SOCIEDAD ANONIMA ESPA N/A N/A ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DTCC N/A N/A N Y Securities depository - rule 17f-4 (17 CFR 270.17f-4) EUROCLEAR N/A N/A BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) FEDERAL RESERVE BANK N/A N/A N Y Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) FIRSTRAND BANK LIMITED N/A N/A ZA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HONGKONG AND SHANGHAI BANKING CORPO N/A N/A JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC BANK (CHINA) COMPANY LIMITED N/A N/A CN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC BANK AUSTRALIA LIMITED N/A N/A AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC BANK EGYPT S.A.E N/A N/A EG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC BANK MIDDLE EAST LIMITED N/A N/A AE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) ITAU CORPBANCA (FORMERLY BANCO ITAU N/A N/A CL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) NORDEA BANK AB (PUBL) N/A N/A SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) NORDEA BANK AB (PUBL), FILIAL I NOR N/A N/A NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) NORDEA BANK AB (PUBL), FINNISH BRAN N/A N/A DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) ROYAL BANK OF CANADA N/A N/A CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) SKANDINAVISKA ENSKILDA BANKEN N/A N/A DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) SKANDINAVISKA ENSKILDA BANKEN AB N/A N/A SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) STANDARD CHARTERED BANK (HONG KONG) N/A N/A HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) STANDARD CHARTERED BANK (THAI) PCL N/A N/A TH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) STATE STREET BANK AND TRUST COMPANY N/A N/A GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) STATE STREET BK LONDON - CREST N/A N/A GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UNICREDIT BANK AUSTRIA AG N/A N/A AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N SS&C Gids, Inc 21B7QCD05XOK0YTYOP98 N/A N N N Teachers Advisors, LLC Q3EVPQI7HQSIMVRLOU14 N/A Y N N Nuveen Securities, LLC 008-13464 000000469 549300SUT66RK1UQZ953 N/A 0.000000000000 TIAA-CREF Individual & Institutional Services, LLC 008-44454 000020472 N/A N/A 0.000000000000 Jefferies LLC 8-15074 000002347 58PU97L1C0WSRCWADL48 N/A 1989.000000000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 N/A 1677.000000000000 RBC Capital Markets, LLC 8-45411 000031194 549300LCO2FLSSVFFR64 N/A 1384.000000000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 N/A 975.000000000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 N/A 898.000000000000 LIQUIDNET, INC. 8-52461 000103987 213800HSKBBO1GCVRG79 N/A 291.000000000000 Piper Sandler & Co. 8-11080 000000665 549300GRQCWQ3XGH0H10 N/A 110.000000000000 COWEN AND COMPANY, LLC 8-22522 000007616 549300WR155U7DVMIW58 N/A 62.000000000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 N/A 13.000000000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 N/A 13.000000000000 7427.000000000000 State Street Bank and Trust 8-69862 000285852 549300FDEDF5ORXCMQ56 N/A 96317000.000000000000 BNY Mellon Capital Markets, LLC 8-35255 000017454 VJW2DOOHGDT6PR0ZRO63 N/A 26730921.000000000000 Jefferies LLC 8-15074 000002347 58PU97L1C0WSRCWADL48 N/A 12019419.000000000000 RBC Capital Markets, LLC 8-45411 000031194 549300LCO2FLSSVFFR64 N/A 8582532.000000000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 N/A 7083040.000000000000 Virtu Americas LLC 8-68193 000149823 549300RA02N3BNSWBV74 N/A 6456369.000000000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 N/A 6216148.000000000000 Piper Jaffray & Co. 8-15204 000000665 549300GRQCWQ3XGH0H10 N/A 3975953.000000000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 N/A 3963515.000000000000 LIQUIDNET, INC. 8-52461 000103987 213800HSKBBO1GCVRG79 N/A 2643230.000000000000 177735240.000000000000 Y 85324288.000000000000 Committed 2700000000.000000000000 N N N N ICE DATA PRICING & REFERENCE DATA, LLC 5493000NQ9LYLDBCTL34 N/A N Short-term investment vehicle Repurchase agreement Equity-common Equity-preferred Debt Derivative-commodity Derivative-credit Derivative-equity Derivative-foreign exchange Derivative-interest rate Derivative-other Structured note Loan ABS-mortgage backed security ABS-asset backed commercial paper ABS-collateralized bond/debt obligation ABS-other Commodity Real estate N Nuveen Life Money Market Fund S000005089 549300HPQ92CBV2UGS50 N 0 0 0 Money Market Fund Underlying fund N N N N N/A N/A N/A Rule 32a-4 (17 CFR 270.32a-4) Rule 18f-4 (17 CFR 270.18f-4) Rule 18f-4(f)(17 CFR 270.18f-4(f)) Y Y N N Teachers Advisors, LLC 801-46887 000107157 Q3EVPQI7HQSIMVRLOU14 N/A N SS&C Gids, Inc 84-00896 21B7QCD05XOK0YTYOP98 N/A N N N ICE Data Pricing and Reference Data, LLC 5493000NQ9LYLDBCTL34 N/A N Financial & Risk U.S. Holdings, Inc. (Refinitiv) 549300NF240HXJ07N016 N/A N IHS Markit Ltd. 549300HLPTRASHS0E726 N/A BM N Pricing Direct 549300WIC0TOJ7N7GD54 N/A N Bloomberg 5493001KJTIIGC8Y1R12 N/A N Bloomberg BVAL N/A N/A N Bank of America B4TYDEB6GKMZO031MB27 N/A N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N/A N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) AO CITIBANK, MOSCOW N/A N/A RU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BANK HAPOALIM B.M. N/A N/A IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BANK POLSKA KASA OPIEKI SA - BANK P N/A N/A PL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP PARIBAS SECURITIES SERVICES, GR N/A N/A GR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CANADA SELF CUSTODY - CDSX N/A N/A CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CESKOSLOVENSKA OBCHODNI BANKA, A.S. N/A N/A CZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK COLOMBIA N/A N/A CO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK EUROPE PLC HUNGARIAN BRANC N/A N/A HU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK EUROPE PLC, DUBLIN-SUCURSA N/A N/A RO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK MAGHREB N/A N/A MA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK N.A. N/A N/A AR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK NA LIMA N/A N/A PE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK NA MEXICO N/A N/A MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK NA SAO PAULO BRAZIL N/A N/A BR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK PJSC N/A N/A UA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK,N.A. N/A N/A SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CLEARSTREAM N/A N/A LU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CLEARSTREAM BANKING AG N/A N/A DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CREDIT SUISSE (SCHWEIZ) AG N/A N/A CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEPOSITORY TRUST AND CLEARING CORPORATION N/A N/A N Y Securities depository - rule 17f-4 (17 CFR 270.17f-4) DEUTSCHE BANK (MALAYSIA) BERHAD N/A N/A MY N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK A.S. N/A N/A TR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK AG N/A N/A AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK AG, SEOUL BRANCH N/A N/A KR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK AG, TAIPEI BRANCH N/A N/A TW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK S.P.A. N/A N/A IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK SOCIEDAD ANONIMA ESPA N/A N/A ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DTCC N/A N/A N Y Securities depository - rule 17f-4 (17 CFR 270.17f-4) EUROCLEAR N/A N/A BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) FEDERAL RESERVE BANK N/A N/A N Y Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) FIRSTRAND BANK LIMITED N/A N/A ZA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HONGKONG AND SHANGHAI BANKING CORPO N/A N/A JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC BANK (CHINA) COMPANY LIMITED N/A N/A CN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC BANK AUSTRALIA LIMITED N/A N/A AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC BANK EGYPT S.A.E N/A N/A EG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC BANK MIDDLE EAST LIMITED N/A N/A AE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) ITAU CORPBANCA (FORMERLY BANCO ITAU N/A N/A CL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) NORDEA BANK AB (PUBL) N/A N/A SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) NORDEA BANK AB (PUBL), FILIAL I NOR N/A N/A NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) NORDEA BANK AB (PUBL), FINNISH BRAN N/A N/A DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) ROYAL BANK OF CANADA N/A N/A CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) SKANDINAVISKA ENSKILDA BANKEN N/A N/A DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) SKANDINAVISKA ENSKILDA BANKEN AB N/A N/A SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) STANDARD CHARTERED BANK (HONG KONG) N/A N/A HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) STANDARD CHARTERED BANK (THAI) PCL N/A N/A TH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) STATE STREET BANK AND TRUST COMPANY N/A N/A GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) STATE STREET BK LONDON - CREST N/A N/A GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UNICREDIT BANK AUSTRIA AG N/A N/A AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N SS&C Gids, Inc 21B7QCD05XOK0YTYOP98 N/A N N N Teachers Advisors, LLC Q3EVPQI7HQSIMVRLOU14 N/A Y N N Nuveen Securities, LLC 008-13464 000000469 549300SUT66RK1UQZ953 N/A 0.000000000000 TIAA-CREF Individual & Institutional Services, LLC 008-44454 000020472 N/A N/A 0.000000000000 0.000000000000 State Street Bank and Trust 8-69862 000285852 549300FDEDF5ORXCMQ56 N/A 6644313000.000000000000 BNY Mellon Capital Markets, LLC 8-35255 000017454 VJW2DOOHGDT6PR0ZRO63 N/A 5807082870.000000000000 Northern Trust Securities, Inc 8-23689 000007927 6PTKHDJ8HDUF78PFWH30 N/A 2494216000.000000000000 Pershing LLC 8-17574 000007560 ZI8Q1A8EI8LQFJNM0D94 N/A 72250589.000000000000 Bank of America 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 N/A 28936315.000000000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 N/A 28233139.000000000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 N/A 27609830.000000000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 N/A 23191117.000000000000 Bank of Montreal N/A N/A 54930047C63MPGNXEO75 N/A CA 20933209.000000000000 The Toronto-Dominion Bank 8-36747 000018476 PT3QB789TSUIDF371261 N/A 20246310.000000000000 15237795372.000000000000 N 144279091.000000000000 N N N N ICE DATA PRICING & REFERENCE DATA, LLC 5493000NQ9LYLDBCTL34 N/A N Short-term investment vehicle Repurchase agreement Equity-common Equity-preferred Debt Derivative-commodity Derivative-credit Derivative-equity Derivative-foreign exchange Derivative-interest rate Derivative-other Structured note Loan ABS-mortgage backed security ABS-asset backed commercial paper ABS-collateralized bond/debt obligation ABS-other Commodity Real estate N Nuveen Life Real Estate Securities Select Fund S000005096 5493008JDGYWJJAE1T18 N 0 0 0 Underlying fund N N N N N/A N/A N/A Rule 32a-4 (17 CFR 270.32a-4) Rule 18f-4 (17 CFR 270.18f-4) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Y Y N N Teachers Advisors, LLC 801-46887 000107157 Q3EVPQI7HQSIMVRLOU14 N/A N SS&C Gids, Inc 84-00896 21B7QCD05XOK0YTYOP98 N/A N N N ICE Data Pricing and Reference Data, LLC 5493000NQ9LYLDBCTL34 N/A N Financial & Risk U.S. Holdings, Inc. (Refinitiv) 549300NF240HXJ07N016 N/A N IHS Markit Ltd. 549300HLPTRASHS0E726 N/A BM N Pricing Direct 549300WIC0TOJ7N7GD54 N/A N Bloomberg 5493001KJTIIGC8Y1R12 N/A N Bloomberg BVAL N/A N/A N Bank of America B4TYDEB6GKMZO031MB27 N/A N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N/A N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) AO CITIBANK, MOSCOW N/A N/A RU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BANK HAPOALIM B.M. N/A N/A IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BANK POLSKA KASA OPIEKI SA - BANK P N/A N/A PL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP PARIBAS SECURITIES SERVICES, GR N/A N/A GR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CANADA SELF CUSTODY - CDSX N/A N/A CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CESKOSLOVENSKA OBCHODNI BANKA, A.S. N/A N/A CZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK COLOMBIA N/A N/A CO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK EUROPE PLC HUNGARIAN BRANC N/A N/A HU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK EUROPE PLC, DUBLIN-SUCURSA N/A N/A RO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK MAGHREB N/A N/A MA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK N.A. N/A N/A AR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK NA LIMA N/A N/A PE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK NA MEXICO N/A N/A MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK NA SAO PAULO BRAZIL N/A N/A BR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK PJSC N/A N/A UA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK,N.A. N/A N/A SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CLEARSTREAM N/A N/A LU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CLEARSTREAM BANKING AG N/A N/A DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CREDIT SUISSE (SCHWEIZ) AG N/A N/A CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEPOSITORY TRUST AND CLEARING CORPORATION N/A N/A N Y Securities depository - rule 17f-4 (17 CFR 270.17f-4) DEUTSCHE BANK (MALAYSIA) BERHAD N/A N/A MY N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK A.S. N/A N/A TR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK AG N/A N/A AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK AG, SEOUL BRANCH N/A N/A KR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK AG, TAIPEI BRANCH N/A N/A TW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK S.P.A. N/A N/A IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK SOCIEDAD ANONIMA ESPA N/A N/A ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DTCC N/A N/A N Y Securities depository - rule 17f-4 (17 CFR 270.17f-4) EUROCLEAR N/A N/A BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) FEDERAL RESERVE BANK N/A N/A N Y Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) FIRSTRAND BANK LIMITED N/A N/A ZA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HONGKONG AND SHANGHAI BANKING CORPO N/A N/A JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC BANK (CHINA) COMPANY LIMITED N/A N/A CN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC BANK AUSTRALIA LIMITED N/A N/A AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC BANK EGYPT S.A.E N/A N/A EG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC BANK MIDDLE EAST LIMITED N/A N/A AE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) ITAU CORPBANCA (FORMERLY BANCO ITAU N/A N/A CL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) NORDEA BANK AB (PUBL) N/A N/A SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) NORDEA BANK AB (PUBL), FILIAL I NOR N/A N/A NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) NORDEA BANK AB (PUBL), FINNISH BRAN N/A N/A DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) ROYAL BANK OF CANADA N/A N/A CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) SKANDINAVISKA ENSKILDA BANKEN N/A N/A DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) SKANDINAVISKA ENSKILDA BANKEN AB N/A N/A SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) STANDARD CHARTERED BANK (HONG KONG) N/A N/A HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) STANDARD CHARTERED BANK (THAI) PCL N/A N/A TH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) STATE STREET BANK AND TRUST COMPANY N/A N/A GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) STATE STREET BK LONDON - CREST N/A N/A GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UNICREDIT BANK AUSTRIA AG N/A N/A AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N SS&C Gids, Inc 21B7QCD05XOK0YTYOP98 N/A N N N Teachers Advisors, LLC Q3EVPQI7HQSIMVRLOU14 N/A Y N N Nuveen Securities, LLC 008-13464 000000469 549300SUT66RK1UQZ953 N/A 0.000000000000 TIAA-CREF Individual & Institutional Services, LLC 008-44454 000020472 N/A N/A 0.000000000000 Jefferies LLC 8-15074 000002347 58PU97L1C0WSRCWADL48 N/A 2893.000000000000 Fidelity Capital Markets 8-23292 000007784 549300SGJNFISS8EB433 N/A 2346.000000000000 Bank of America 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 N/A 1872.000000000000 Wells Fargo Securities, LLC 8-65876 000126292 VYVVCKR63DVZZN70PB21 N/A 1087.000000000000 Cantor Fitzgerald & Co. 8-201 000000134 549300RLUEEVQEMX0450 N/A 828.000000000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 N/A 411.000000000000 KEYBANC CAPITAL MARKETS INC. 8-30177 000000566 2EQWV0180Z211YVAD813 N/A 375.000000000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 N/A 353.000000000000 COWEN AND COMPANY, LLC 8-22522 000007616 549300WR155U7DVMIW58 N/A 341.000000000000 Sanford C. Bernstein and Co 8-52942 000104474 549300I7JYZHT7D5CO04 N/A 332.000000000000 13840.000000000000 State Street Bank and Trust 8-69862 000285852 549300FDEDF5ORXCMQ56 N/A 102131000.000000000000 BNY Mellon Capital Markets, LLC 8-35255 000017454 VJW2DOOHGDT6PR0ZRO63 N/A 32722000.000000000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 N/A 9372627.000000000000 National Financial Services LLC 8-26740 000013041 549300JRHF1MHHWUAW04 N/A 9302680.000000000000 Jefferies LLC 8-15074 000002347 58PU97L1C0WSRCWADL48 N/A 6454642.000000000000 UBS Securities LLC 8-22651 000007654 BFM8T61CT2L1QCEMIK50 N/A 2961157.000000000000 Cantor Fitzgerald & Co. 8-201 000000134 549300RLUEEVQEMX0450 N/A 2763869.000000000000 RBC Capital Markets, LLC 8-45411 000031194 549300LCO2FLSSVFFR64 N/A 2619502.000000000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 N/A 2011016.000000000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 N/A 1685236.000000000000 186587015.000000000000 Y 62653939.000000000000 Committed 2700000000.000000000000 N N N N ICE DATA PRICING & REFERENCE DATA, LLC 5493000NQ9LYLDBCTL34 N/A N Short-term investment vehicle Repurchase agreement Equity-common Equity-preferred Debt Derivative-commodity Derivative-credit Derivative-equity Derivative-foreign exchange Derivative-interest rate Derivative-other Structured note Loan ABS-mortgage backed security ABS-asset backed commercial paper ABS-collateralized bond/debt obligation ABS-other Commodity Real estate N Nuveen Life Small Cap Equity Fund S000005093 5493000Q0G0D3C3QE907 N 0 0 0 Underlying fund N N Y N N State Street Bank and Trust 571474TGEMMWANRLN572 N/A N N N/A 1112644.000000000000 21034.000000000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 17a-7 (17 CFR 270.17a-7) Rule 32a-4 (17 CFR 270.32a-4) Rule 18f-4 (17 CFR 270.18f-4) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Y Y N N Teachers Advisors, LLC 801-46887 000107157 Q3EVPQI7HQSIMVRLOU14 N/A N SS&C Gids, Inc 84-00896 21B7QCD05XOK0YTYOP98 N/A N N N ICE Data Pricing and Reference Data, LLC 5493000NQ9LYLDBCTL34 N/A N Financial & Risk U.S. Holdings, Inc. (Refinitiv) 549300NF240HXJ07N016 N/A N IHS Markit Ltd. 549300HLPTRASHS0E726 N/A BM N Pricing Direct 549300WIC0TOJ7N7GD54 N/A N Bloomberg 5493001KJTIIGC8Y1R12 N/A N Bloomberg BVAL N/A N/A N Bank of America B4TYDEB6GKMZO031MB27 N/A N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N/A N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) AO CITIBANK, MOSCOW N/A N/A RU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BANK HAPOALIM B.M. N/A N/A IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BANK POLSKA KASA OPIEKI SA - BANK P N/A N/A PL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP PARIBAS SECURITIES SERVICES, GR N/A N/A GR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CANADA SELF CUSTODY - CDSX N/A N/A CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CESKOSLOVENSKA OBCHODNI BANKA, A.S. N/A N/A CZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK COLOMBIA N/A N/A CO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK EUROPE PLC HUNGARIAN BRANC N/A N/A HU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK EUROPE PLC, DUBLIN-SUCURSA N/A N/A RO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK MAGHREB N/A N/A MA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK N.A. N/A N/A AR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK NA LIMA N/A N/A PE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK NA MEXICO N/A N/A MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK NA SAO PAULO BRAZIL N/A N/A BR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK PJSC N/A N/A UA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK,N.A. N/A N/A SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CLEARSTREAM N/A N/A LU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CLEARSTREAM BANKING AG N/A N/A DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CREDIT SUISSE (SCHWEIZ) AG N/A N/A CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEPOSITORY TRUST AND CLEARING CORPORATION N/A N/A N Y Securities depository - rule 17f-4 (17 CFR 270.17f-4) DEUTSCHE BANK (MALAYSIA) BERHAD N/A N/A MY N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK A.S. N/A N/A TR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK AG N/A N/A AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK AG, SEOUL BRANCH N/A N/A KR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK AG, TAIPEI BRANCH N/A N/A TW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK S.P.A. N/A N/A IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK SOCIEDAD ANONIMA ESPA N/A N/A ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DTCC N/A N/A N Y Securities depository - rule 17f-4 (17 CFR 270.17f-4) EUROCLEAR N/A N/A BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) FEDERAL RESERVE BANK N/A N/A N Y Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) FIRSTRAND BANK LIMITED N/A N/A ZA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HONGKONG AND SHANGHAI BANKING CORPO N/A N/A JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC BANK (CHINA) COMPANY LIMITED N/A N/A CN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC BANK AUSTRALIA LIMITED N/A N/A AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC BANK EGYPT S.A.E N/A N/A EG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC BANK MIDDLE EAST LIMITED N/A N/A AE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) ITAU CORPBANCA (FORMERLY BANCO ITAU N/A N/A CL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) NORDEA BANK AB (PUBL) N/A N/A SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) NORDEA BANK AB (PUBL), FILIAL I NOR N/A N/A NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) NORDEA BANK AB (PUBL), FINNISH BRAN N/A N/A DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) ROYAL BANK OF CANADA N/A N/A CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) SKANDINAVISKA ENSKILDA BANKEN N/A N/A DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) SKANDINAVISKA ENSKILDA BANKEN AB N/A N/A SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) STANDARD CHARTERED BANK (HONG KONG) N/A N/A HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) STANDARD CHARTERED BANK (THAI) PCL N/A N/A TH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) STATE STREET BANK AND TRUST COMPANY N/A N/A GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) STATE STREET BK LONDON - CREST N/A N/A GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UNICREDIT BANK AUSTRIA AG N/A N/A AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N SS&C Gids, Inc 21B7QCD05XOK0YTYOP98 N/A N N N Teachers Advisors, LLC Q3EVPQI7HQSIMVRLOU14 N/A Y N N Nuveen Securities, LLC 008-13464 000000469 549300SUT66RK1UQZ953 N/A 0.000000000000 TIAA-CREF Individual & Institutional Services, LLC 008-44454 000020472 N/A N/A 0.000000000000 RBC Capital Markets, LLC 8-45411 000031194 549300LCO2FLSSVFFR64 N/A 7582.000000000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 N/A 5718.000000000000 Bank of America 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 N/A 4538.000000000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 N/A 742.000000000000 Jefferies LLC 8-15074 000002347 58PU97L1C0WSRCWADL48 N/A 666.000000000000 LIQUIDNET, INC. 8-52461 000103987 213800HSKBBO1GCVRG79 N/A 595.000000000000 Piper Sandler & Co. 8-11080 000000665 549300GRQCWQ3XGH0H10 N/A 494.000000000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 N/A 362.000000000000 Guggenheim Securities, LLC 8-49107 000040638 5493005G25VHYWLYJU59 N/A 230.000000000000 Cabrera Capital Markets LLC 8-26406 000010081 254900BIRJU76JRBK985 N/A 135.000000000000 21311.000000000000 State Street Bank and Trust 8-69862 000285852 549300FDEDF5ORXCMQ56 N/A 170794000.000000000000 BNY Mellon Capital Markets, LLC 8-35255 000017454 VJW2DOOHGDT6PR0ZRO63 N/A 53433932.000000000000 RBC Capital Markets, LLC 8-45411 000031194 549300LCO2FLSSVFFR64 N/A 34243977.000000000000 Bank of America 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 N/A 28727230.000000000000 Morgan Stanley & Co. LLC 8-15869 000008209 9R7GPTSO7KV3UQJZQ078 N/A 26423375.000000000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 N/A 8157434.000000000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 N/A 5218542.000000000000 Jefferies LLC 8-15074 000002347 58PU97L1C0WSRCWADL48 N/A 3752547.000000000000 LIQUIDNET, INC. 8-52461 000103987 213800HSKBBO1GCVRG79 N/A 3473350.000000000000 Piper Jaffray & Co. 8-15204 000000665 549300GRQCWQ3XGH0H10 N/A 3124072.000000000000 343321842.000000000000 N 68071467.000000000000 Committed 2700000000.000000000000 N N N N ICE DATA PRICING & REFERENCE DATA, LLC 5493000NQ9LYLDBCTL34 N/A N Short-term investment vehicle Repurchase agreement Equity-common Equity-preferred Debt Derivative-commodity Derivative-credit Derivative-equity Derivative-foreign exchange Derivative-interest rate Derivative-other Structured note Loan ABS-mortgage backed security ABS-asset backed commercial paper ABS-collateralized bond/debt obligation ABS-other Commodity Real estate N Nuveen Life Stock Index Fund S000005094 549300LXLZ3X4O13GX84 N 0 0 0 Underlying fund N N Y N N State Street Bank and Trust 571474TGEMMWANRLN572 N/A N N N/A 3930001.000000000000 34769.000000000000 Rule 12d1-1 (17 CFR 270.12d1-1) Rule 17a-7 (17 CFR 270.17a-7) Rule 32a-4 (17 CFR 270.32a-4) Rule 18f-4 (17 CFR 270.18f-4) Rule 18f-4(c)(4) (17CFR 270.18f-4(c)(4)) Y N N N Teachers Advisors, LLC 801-46887 000107157 Q3EVPQI7HQSIMVRLOU14 N/A N SS&C Gids, Inc 84-00896 21B7QCD05XOK0YTYOP98 N/A N N N ICE Data Pricing and Reference Data, LLC 5493000NQ9LYLDBCTL34 N/A N Financial & Risk U.S. Holdings, Inc. (Refinitiv) 549300NF240HXJ07N016 N/A N IHS Markit Ltd. 549300HLPTRASHS0E726 N/A BM N Pricing Direct 549300WIC0TOJ7N7GD54 N/A N Bloomberg 5493001KJTIIGC8Y1R12 N/A N Bloomberg BVAL N/A N/A N Bank of America B4TYDEB6GKMZO031MB27 N/A N N State Street Bank and Trust Company 571474TGEMMWANRLN572 N/A N N Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) AO CITIBANK, MOSCOW N/A N/A RU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BANK HAPOALIM B.M. N/A N/A IL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BANK POLSKA KASA OPIEKI SA - BANK P N/A N/A PL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) BNP PARIBAS SECURITIES SERVICES, GR N/A N/A GR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CANADA SELF CUSTODY - CDSX N/A N/A CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CESKOSLOVENSKA OBCHODNI BANKA, A.S. N/A N/A CZ N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK COLOMBIA N/A N/A CO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK EUROPE PLC HUNGARIAN BRANC N/A N/A HU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK EUROPE PLC, DUBLIN-SUCURSA N/A N/A RO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK MAGHREB N/A N/A MA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK N.A. N/A N/A AR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK NA LIMA N/A N/A PE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK NA MEXICO N/A N/A MX N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK NA SAO PAULO BRAZIL N/A N/A BR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK PJSC N/A N/A UA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CITIBANK,N.A. N/A N/A SG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CLEARSTREAM N/A N/A LU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CLEARSTREAM BANKING AG N/A N/A DE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) CREDIT SUISSE (SCHWEIZ) AG N/A N/A CH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEPOSITORY TRUST AND CLEARING CORPORATION N/A N/A N Y Securities depository - rule 17f-4 (17 CFR 270.17f-4) DEUTSCHE BANK (MALAYSIA) BERHAD N/A N/A MY N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK A.S. N/A N/A TR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK AG N/A N/A AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK AG, SEOUL BRANCH N/A N/A KR N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK AG, TAIPEI BRANCH N/A N/A TW N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK S.P.A. N/A N/A IT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DEUTSCHE BANK SOCIEDAD ANONIMA ESPA N/A N/A ES N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) DTCC N/A N/A N Y Securities depository - rule 17f-4 (17 CFR 270.17f-4) EUROCLEAR N/A N/A BE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) FEDERAL RESERVE BANK N/A N/A N Y Bank - section 17(f)(1) (15 U.S.C. 80a-17(f)(1)) FIRSTRAND BANK LIMITED N/A N/A ZA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HONGKONG AND SHANGHAI BANKING CORPO N/A N/A JP N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC BANK (CHINA) COMPANY LIMITED N/A N/A CN N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC BANK AUSTRALIA LIMITED N/A N/A AU N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC BANK EGYPT S.A.E N/A N/A EG N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) HSBC BANK MIDDLE EAST LIMITED N/A N/A AE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) ITAU CORPBANCA (FORMERLY BANCO ITAU N/A N/A CL N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) NORDEA BANK AB (PUBL) N/A N/A SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) NORDEA BANK AB (PUBL), FILIAL I NOR N/A N/A NO N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) NORDEA BANK AB (PUBL), FINNISH BRAN N/A N/A DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) ROYAL BANK OF CANADA N/A N/A CA N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) SKANDINAVISKA ENSKILDA BANKEN N/A N/A DK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) SKANDINAVISKA ENSKILDA BANKEN AB N/A N/A SE N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) STANDARD CHARTERED BANK (HONG KONG) N/A N/A HK N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) STANDARD CHARTERED BANK (THAI) PCL N/A N/A TH N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) STATE STREET BANK AND TRUST COMPANY N/A N/A GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) STATE STREET BK LONDON - CREST N/A N/A GB N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) UNICREDIT BANK AUSTRIA AG N/A N/A AT N Y Foreign custodian - rule 17f-5 (17 CFR 270.17f-5) N SS&C Gids, Inc 21B7QCD05XOK0YTYOP98 N/A N N N Teachers Advisors, LLC Q3EVPQI7HQSIMVRLOU14 N/A Y N N Nuveen Securities, LLC 008-13464 000000469 549300SUT66RK1UQZ953 N/A 0.000000000000 TIAA-CREF Individual & Institutional Services, LLC 008-44454 000020472 N/A N/A 0.000000000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 N/A 1436.000000000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 N/A 1164.000000000000 Loop Capital Markets LLC 8-50140 000043098 254900FPPM2WN90D4786 N/A 309.000000000000 Cabrera Capital Markets LLC 8-26406 000010081 254900BIRJU76JRBK985 N/A 245.000000000000 Guzman & Company 8-38646 000021013 549300E7R8O8EHE8SN83 N/A 191.000000000000 Jefferies LLC 8-15074 000002347 58PU97L1C0WSRCWADL48 N/A 54.000000000000 Piper Sandler & Co. 8-11080 000000665 549300GRQCWQ3XGH0H10 N/A 16.000000000000 RBC Capital Markets, LLC 8-45411 000031194 549300LCO2FLSSVFFR64 N/A 5.000000000000 3420.000000000000 State Street Bank and Trust 8-69862 000285852 549300FDEDF5ORXCMQ56 N/A 981162000.000000000000 BNY Mellon Capital Markets, LLC 8-35255 000017454 VJW2DOOHGDT6PR0ZRO63 N/A 316901000.000000000000 Instinet, LLC 8-23669 000007897 549300MGMN3RKMU8FT57 N/A 40956568.000000000000 Barclays Capital Inc. 8-41342 000019714 AC28XWWI3WIBK2824319 N/A 18128644.000000000000 Bank of America 8-7221 000007691 8NAV47T0Y26Q87Y0QP81 N/A 15564899.000000000000 J.P. Morgan Securities LLC 8-35008 000000079 ZBUT11V806EZRVTWT807 N/A 12232359.000000000000 Loop Capital Markets LLC 8-50140 000043098 254900FPPM2WN90D4786 N/A 6494722.000000000000 Nomura Securities International, Inc. 8-15255 000004297 OXTKY6Q8X53C9ILVV871 N/A 5488360.000000000000 Cabrera Capital Markets LLC 8-26406 000010081 254900BIRJU76JRBK985 N/A 4982489.000000000000 Goldman Sachs & Co. LLC 8-129 000000361 FOR8UP27PHTHYVLBNG30 N/A 4963928.000000000000 1430550090.000000000000 N 881757658.000000000000 Committed 2700000000.000000000000 N N N N ICE DATA PRICING & REFERENCE DATA, LLC 5493000NQ9LYLDBCTL34 N/A N Short-term investment vehicle Repurchase agreement Equity-common Equity-preferred Debt Derivative-commodity Derivative-credit Derivative-equity Derivative-foreign exchange Derivative-interest rate Derivative-other Structured note Loan ABS-mortgage backed security ABS-asset backed commercial paper ABS-collateralized bond/debt obligation ABS-other Commodity Real estate N true