Portfolio

of

Investments

Nuveen

Real

Estate

Securities

Select

Fund

June

30,

2024

1

See

Notes

to

Portfolios

of

Investments

(Unaudited)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

LONG-TERM

INVESTMENTS

-

99.2%

COMMON

STOCKS

-

99.2%

DATA

CENTER

REITS

-

11

.2

%

925,000

Digital

Realty

Trust,

Inc

$

140,646,250‌

224,000

Equinix,

Inc

169,478,400‌

TOTAL

DATA

CENTER

REITS

310,124,650‌

HEALTH

CARE

REITS

-

8

.7

%

1,600,000

Healthpeak

Properties,

Inc

31,360,000‌

1,200,000

Ventas,

Inc

61,512,000‌

1,425,000

Welltower,

Inc

148,556,250‌

TOTAL

HEALTH

CARE

REITS

241,428,250‌

HOTEL

&

RESORT

REITS

-

1

.4

%

2,200,000

Host

Hotels

&

Resorts

Inc

39,556,000‌

TOTAL

HOTEL

&

RESORT

REITS

39,556,000‌

INDUSTRIAL

REITS

-

18

.4

%

200,000

EastGroup

Properties,

Inc

34,020,000‌

2,900,000

Prologis,

Inc

325,699,000‌

1,900,000

Rexford

Industrial

Realty,

Inc

84,721,000‌

1,100,000

Terreno

Realty

Corp

65,098,000‌

TOTAL

INDUSTRIAL

REITS

509,538,000‌

MULTI-FAMILY

RESIDENTIAL

REITS

-

9

.8

%

550,000

AvalonBay

Communities,

Inc

113,789,500‌

225,000

Camden

Property

Trust

24,549,750‌

625,000

Equity

Residential

43,337,500‌

225,000

Essex

Property

Trust,

Inc

61,245,000‌

200,000

Mid-America

Apartment

Communities,

Inc

28,522,000‌

TOTAL

MULTI-FAMILY

RESIDENTIAL

REITS

271,443,750‌

OFFICE

REITS

-

3

.4

%

375,000

Boston

Properties,

Inc

23,085,000‌

925,000

SL

Green

Realty

Corp

52,392,000‌

675,000

Vornado

Realty

Trust

17,745,750‌

TOTAL

OFFICE

REITS

93,222,750‌

OTHER

SPECIALIZED

REITS

-

7

.3

%

1,000,000

Gaming

and

Leisure

Properties,

Inc

45,210,000‌

475,000

Iron

Mountain,

Inc

42,569,500‌

4,000,000

VICI

Properties,

Inc

114,560,000‌

TOTAL

OTHER

SPECIALIZED

REITS

202,339,500‌

RETAIL

REITS

-

16

.0

%

2,100,000

Brixmor

Property

Group,

Inc

48,489,000‌

3,400,000

Kimco

Realty

Corp

66,164,000‌

1,500,000

Kite

Realty

Group

Trust

33,570,000‌

900,000

Realty

Income

Corp

47,538,000‌

1,075,000

Regency

Centers

Corp

66,865,000‌

1,199,300

Simon

Property

Group,

Inc

182,053,740‌

TOTAL

RETAIL

REITS

444,679,740‌

SELF

STORAGE

REITS

-

5

.0

%

475,000

Extra

Space

Storage,

Inc

73,819,750‌

225,000

Public

Storage,

Inc

64,721,250‌

TOTAL

SELF

STORAGE

REITS

138,541,000‌

Nuveen

Real

Estate

Securities

Select

Fund

June

30,

2024

2

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

SINGLE-FAMILY

RESIDENTIAL

REITS

-

8

.3

%

1,700,000

American

Homes

4

Rent

$

63,172,000‌

1,100,000

Equity

Lifestyle

Properties,

Inc

71,643,000‌

950,000

Invitation

Homes,

Inc

34,095,500‌

500,000

Sun

Communities,

Inc

60,170,000‌

TOTAL

SINGLE-FAMILY

RESIDENTIAL

REITS

229,080,500‌

TELECOM

TOWER

REITS

-

9

.7

%

975,000

American

Tower

Corp

189,520,500‌

600,000

Crown

Castle,

Inc

58,620,000‌

100,000

SBA

Communications

Corp

19,630,000‌

TOTAL

TELECOM

TOWER

REITS

267,770,500‌

TOTAL

COMMON

STOCKS

2,747,724,640‌

(Cost

$1,906,931,617)

TOTAL

LONG-TERM

INVESTMENTS

2,747,724,640‌

(Cost

$1,906,931,617)

PRINCIPAL

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

0.8%

GOVERNMENT

AGENCY

DEBT

-

0

.6

%

$

2,500,000

Federal

Home

Loan

Bank

(FHLB)

0

.000

%

07/19/24

2,492,351‌

10,000,000

FHLB

0

.000

08/14/24

9,931,654‌

4,635,000

Tennessee

Valley

Authority

(TVA)

0

.000

07/10/24

4,626,897‌

TOTAL

GOVERNMENT

AGENCY

DEBT

17,050,902‌

TREASURY

DEBT

-

0

.2

%

5,000,000

United

States

Treasury

Bill

0

.000

08/13/24

4,968,695‌

TOTAL

TREASURY

DEBT

4,968,695‌

TOTAL

SHORT-TERM

INVESTMENTS

22,019,597‌

(Cost

$22,026,806)

TOTAL

INVESTMENTS

-

100.0%

2,769,744,237‌

(Cost

$1,928,958,423)

OTHER

ASSETS

&

LIABILITIES,

NET

-

0.0%

1,185,093‌

NET

ASSETS

-

100.0%

$

2,770,929,330‌

REIT

Real

Estate

Investment

Trust

Portfolio

of

Investments

Nuveen

Bond

Index

Fund

June

30,

2024

3

See

Notes

to

Portfolios

of

Investments

(Unaudited)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

LONG-TERM

INVESTMENTS

-

99.3%

CORPORATE

BONDS

-

25.2%

AUTOMOBILES

&

COMPONENTS

-

0.6%

$

3,000,000

American

Honda

Finance

Corp

1.300

%

09/09/26

$

2,764,424‌

100,000

American

Honda

Finance

Corp

2.300

09/09/26

94,061‌

1,000,000

American

Honda

Finance

Corp

2.350

01/08/27

935,404‌

1,000,000

American

Honda

Finance

Corp

4.700

01/12/28

990,285‌

2,000,000

American

Honda

Finance

Corp

5.125

07/07/28

2,009,110‌

1,000,000

American

Honda

Finance

Corp

5.650

11/15/28

1,024,711‌

1,000,000

American

Honda

Finance

Corp

2.250

01/12/29

888,582‌

1,000,000

(a)

American

Honda

Finance

Corp

4.900

03/13/29

996,051‌

1,000,000

American

Honda

Finance

Corp

4.600

04/17/30

980,034‌

1,500,000

American

Honda

Finance

Corp

5.850

10/04/30

1,564,698‌

1,000,000

American

Honda

Finance

Corp

1.800

01/13/31

819,552‌

1,500,000

American

Honda

Finance

Corp

4.900

01/10/34

1,455,650‌

100,000

Aptiv

plc

4.350

03/15/29

96,567‌

600,000

Aptiv

plc

3.250

03/01/32

520,215‌

100,000

Aptiv

plc

4.400

10/01/46

78,031‌

575,000

(a)

Aptiv

plc

5.400

03/15/49

514,532‌

1,500,000

Aptiv

plc

3.100

12/01/51

915,986‌

1,000,000

Aptiv

plc

4.150

05/01/52

744,511‌

1,650,000

BorgWarner,

Inc

2.650

07/01/27

1,530,759‌

200,000

BorgWarner,

Inc

4.375

03/15/45

159,585‌

3,000,000

Ford

Motor

Co

4.346

12/08/26

2,912,471‌

2,000,000

Ford

Motor

Co

7.450

07/16/31

2,152,228‌

4,000,000

Ford

Motor

Co

3.250

02/12/32

3,305,734‌

1,700,000

Ford

Motor

Co

4.750

01/15/43

1,374,707‌

1,500,000

(a)

Ford

Motor

Co

5.291

12/08/46

1,312,363‌

3,000,000

Ford

Motor

Credit

Co

LLC

6.950

03/06/26

3,048,449‌

3,000,000

Ford

Motor

Credit

Co

LLC

6.950

06/10/26

3,057,403‌

3,000,000

Ford

Motor

Credit

Co

LLC

2.700

08/10/26

2,817,790‌

1,250,000

Ford

Motor

Credit

Co

LLC

5.850

05/17/27

1,249,847‌

2,000,000

Ford

Motor

Credit

Co

LLC

4.950

05/28/27

1,952,225‌

2,000,000

Ford

Motor

Credit

Co

LLC

7.350

11/04/27

2,083,988‌

2,000,000

Ford

Motor

Credit

Co

LLC

6.800

05/12/28

2,060,467‌

1,500,000

Ford

Motor

Credit

Co

LLC

6.798

11/07/28

1,549,941‌

1,500,000

Ford

Motor

Credit

Co

LLC

5.800

03/08/29

1,494,731‌

3,000,000

Ford

Motor

Credit

Co

LLC

5.113

05/03/29

2,898,235‌

1,000,000

Ford

Motor

Credit

Co

LLC

7.350

03/06/30

1,058,295‌

1,000,000

Ford

Motor

Credit

Co

LLC

6.050

03/05/31

1,001,114‌

2,500,000

Ford

Motor

Credit

Co

LLC

3.625

06/17/31

2,154,855‌

1,500,000

Ford

Motor

Credit

Co

LLC

7.122

11/07/33

1,585,014‌

1,750,000

Ford

Motor

Credit

Co

LLC

6.125

03/08/34

1,730,939‌

500,000

General

Motors

Co

6.125

10/01/25

502,602‌

500,000

General

Motors

Co

6.800

10/01/27

519,045‌

700,000

General

Motors

Co

5.000

10/01/28

693,407‌

375,000

General

Motors

Co

5.400

10/15/29

373,080‌

450,000

General

Motors

Co

5.600

10/15/32

450,100‌

900,000

General

Motors

Co

6.600

04/01/36

941,751‌

700,000

General

Motors

Co

5.150

04/01/38

643,930‌

150,000

General

Motors

Co

6.250

10/02/43

149,374‌

175,000

General

Motors

Co

5.200

04/01/45

153,588‌

350,000

General

Motors

Co

6.750

04/01/46

365,487‌

500,000

(a)

General

Motors

Co

5.400

04/01/48

447,360‌

900,000

(a)

General

Motors

Co

5.950

04/01/49

873,490‌

1,000,000

General

Motors

Financial

Co,

Inc

2.900

02/26/25

981,191‌

1,500,000

General

Motors

Financial

Co,

Inc

3.800

04/07/25

1,477,316‌

3,000,000

General

Motors

Financial

Co,

Inc

2.750

06/20/25

2,915,970‌

450,000

General

Motors

Financial

Co,

Inc

4.300

07/13/25

443,989‌

Nuveen

Bond

Index

Fund

June

30,

2024

4

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

AUTOMOBILES

&

COMPONENTS—continued

$

500,000

General

Motors

Financial

Co,

Inc

1.250

%

01/08/26

$

468,060‌

275,000

General

Motors

Financial

Co,

Inc

5.250

03/01/26

273,458‌

1,000,000

General

Motors

Financial

Co,

Inc

1.500

06/10/26

926,154‌

525,000

General

Motors

Financial

Co,

Inc

4.000

10/06/26

508,349‌

1,400,000

General

Motors

Financial

Co,

Inc

4.350

01/17/27

1,363,620‌

1,000,000

General

Motors

Financial

Co,

Inc

2.350

02/26/27

925,046‌

800,000

General

Motors

Financial

Co,

Inc

5.000

04/09/27

791,836‌

1,000,000

General

Motors

Financial

Co,

Inc

2.700

08/20/27

922,445‌

1,100,000

General

Motors

Financial

Co,

Inc

3.850

01/05/28

1,043,654‌

1,000,000

General

Motors

Financial

Co,

Inc

6.000

01/09/28

1,016,394‌

2,000,000

General

Motors

Financial

Co,

Inc

2.400

04/10/28

1,793,415‌

1,000,000

General

Motors

Financial

Co,

Inc

5.800

06/23/28

1,012,253‌

1,850,000

General

Motors

Financial

Co,

Inc

2.400

10/15/28

1,634,912‌

1,000,000

General

Motors

Financial

Co,

Inc

5.800

01/07/29

1,008,900‌

2,400,000

General

Motors

Financial

Co,

Inc

5.650

01/17/29

2,411,224‌

1,000,000

General

Motors

Financial

Co,

Inc

4.300

04/06/29

950,041‌

1,500,000

General

Motors

Financial

Co,

Inc

5.550

07/15/29

1,499,946‌

1,000,000

General

Motors

Financial

Co,

Inc

5.850

04/06/30

1,012,236‌

1,500,000

General

Motors

Financial

Co,

Inc

3.600

06/21/30

1,347,097‌

2,000,000

General

Motors

Financial

Co,

Inc

2.350

01/08/31

1,640,754‌

1,450,000

General

Motors

Financial

Co,

Inc

5.750

02/08/31

1,453,869‌

475,000

General

Motors

Financial

Co,

Inc

2.700

06/10/31

392,712‌

1,250,000

General

Motors

Financial

Co,

Inc

5.600

06/18/31

1,240,645‌

1,000,000

General

Motors

Financial

Co,

Inc

3.100

01/12/32

840,462‌

2,500,000

General

Motors

Financial

Co,

Inc

6.400

01/09/33

2,594,630‌

1,000,000

General

Motors

Financial

Co,

Inc

6.100

01/07/34

1,010,815‌

1,500,000

General

Motors

Financial

Co,

Inc

5.950

04/04/34

1,501,281‌

175,000

Harley-Davidson,

Inc

3.500

07/28/25

170,997‌

200,000

(a)

Harley-Davidson,

Inc

4.625

07/28/45

161,701‌

326,000

Lear

Corp

3.800

09/15/27

311,245‌

400,000

Lear

Corp

4.250

05/15/29

381,253‌

500,000

Lear

Corp

3.500

05/30/30

451,048‌

600,000

Lear

Corp

2.600

01/15/32

491,359‌

550,000

Lear

Corp

5.250

05/15/49

486,213‌

1,000,000

Lear

Corp

3.550

01/15/52

684,884‌

600,000

Magna

International,

Inc

4.150

10/01/25

590,406‌

175,000

Magna

International,

Inc

2.450

06/15/30

151,055‌

2,000,000

(a)

Magna

International,

Inc

5.500

03/21/33

2,033,838‌

925,000

Mercedes-Benz

Finance

North

America

LLC

8.500

01/18/31

1,100,195‌

1,000,000

Toyota

Motor

Corp

1.339

03/25/26

937,626‌

1,000,000

Toyota

Motor

Corp

5.118

07/13/28

1,007,317‌

300,000

Toyota

Motor

Corp

3.669

07/20/28

288,794‌

1,000,000

Toyota

Motor

Corp

2.362

03/25/31

861,159‌

1,000,000

Toyota

Motor

Corp

5.123

07/13/33

1,042,116‌

1,000,000

Toyota

Motor

Credit

Corp

3.650

08/18/25

981,780‌

1,000,000

Toyota

Motor

Credit

Corp

0.800

10/16/25

945,322‌

1,000,000

Toyota

Motor

Credit

Corp

0.800

01/09/26

937,218‌

4,000,000

Toyota

Motor

Credit

Corp

1.125

06/18/26

3,704,302‌

1,000,000

Toyota

Motor

Credit

Corp

1.900

01/13/27

924,942‌

1,000,000

Toyota

Motor

Credit

Corp

3.050

03/22/27

949,643‌

1,000,000

Toyota

Motor

Credit

Corp

5.450

11/10/27

1,014,714‌

300,000

(a)

Toyota

Motor

Credit

Corp

3.050

01/11/28

281,693‌

1,000,000

Toyota

Motor

Credit

Corp

4.625

01/12/28

990,572‌

1,000,000

Toyota

Motor

Credit

Corp

5.250

09/11/28

1,011,444‌

400,000

Toyota

Motor

Credit

Corp

3.650

01/08/29

380,041‌

1,000,000

Toyota

Motor

Credit

Corp

5.050

05/16/29

1,003,497‌

2,000,000

Toyota

Motor

Credit

Corp

4.450

06/29/29

1,961,178‌

650,000

Toyota

Motor

Credit

Corp

2.150

02/13/30

561,389‌

225,000

Toyota

Motor

Credit

Corp

3.375

04/01/30

206,933‌

1,000,000

Toyota

Motor

Credit

Corp

4.550

05/17/30

977,053‌

1,000,000

Toyota

Motor

Credit

Corp

5.550

11/20/30

1,027,236‌

5

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

AUTOMOBILES

&

COMPONENTS—continued

$

1,000,000

Toyota

Motor

Credit

Corp

1.650

%

01/10/31

$

812,404‌

1,000,000

Toyota

Motor

Credit

Corp

5.100

03/21/31

1,000,436‌

1,000,000

Toyota

Motor

Credit

Corp

1.900

09/12/31

811,599‌

1,000,000

Toyota

Motor

Credit

Corp

2.400

01/13/32

839,270‌

1,000,000

Toyota

Motor

Credit

Corp

4.700

01/12/33

972,191‌

1,000,000

Toyota

Motor

Credit

Corp

4.800

01/05/34

971,787‌

TOTAL

AUTOMOBILES

&

COMPONENTS

137,817,282‌

BANKS

-

4.3%

1,000,000

Australia

&

New

Zealand

Banking

Group

Ltd

5.671

10/03/25

1,005,168‌

525,000

Australia

&

New

Zealand

Banking

Group

Ltd

3.700

11/16/25

514,243‌

1,000,000

Australia

&

New

Zealand

Banking

Group

Ltd

5.088

12/08/25

998,630‌

2,000,000

Australia

&

New

Zealand

Banking

Group

Ltd

4.750

01/18/27

1,989,768‌

1,000,000

Banco

Bilbao

Vizcaya

Argentaria

S.A.

1.125

09/18/25

947,061‌

1,000,000

Banco

Bilbao

Vizcaya

Argentaria

S.A.

6.138

09/14/28

1,019,372‌

1,000,000

Banco

Bilbao

Vizcaya

Argentaria

S.A.

5.381

03/13/29

1,003,305‌

1,200,000

Banco

Bilbao

Vizcaya

Argentaria

S.A.

7.883

11/15/34

1,307,538‌

1,000,000

Banco

Bilbao

Vizcaya

Argentaria

S.A.

6.033

03/13/35

997,254‌

600,000

Banco

Santander

S.A.

2.746

05/28/25

584,419‌

400,000

Banco

Santander

S.A.

5.179

11/19/25

396,137‌

1,600,000

Banco

Santander

S.A.

1.849

03/25/26

1,499,714‌

600,000

Banco

Santander

S.A.

4.250

04/11/27

580,517‌

1,600,000

Banco

Santander

S.A.

5.294

08/18/27

1,589,408‌

1,200,000

Banco

Santander

S.A.

1.722

09/14/27

1,100,427‌

675,000

Banco

Santander

S.A.

3.800

02/23/28

635,637‌

3,000,000

Banco

Santander

S.A.

5.552

03/14/28

2,994,260‌

1,000,000

Banco

Santander

S.A.

4.175

03/24/28

963,844‌

1,800,000

Banco

Santander

S.A.

4.379

04/12/28

1,732,112‌

1,600,000

Banco

Santander

S.A.

5.588

08/08/28

1,614,803‌

1,000,000

(a)

Banco

Santander

S.A.

6.607

11/07/28

1,050,283‌

600,000

Banco

Santander

S.A.

3.306

06/27/29

548,052‌

2,000,000

Banco

Santander

S.A.

5.538

03/14/30

1,984,997‌

400,000

Banco

Santander

S.A.

3.490

05/28/30

358,144‌

2,000,000

Banco

Santander

S.A.

2.749

12/03/30

1,664,172‌

1,000,000

Banco

Santander

S.A.

2.958

03/25/31

854,651‌

2,000,000

Banco

Santander

S.A.

3.225

11/22/32

1,666,534‌

800,000

Banco

Santander

S.A.

6.921

08/08/33

835,184‌

800,000

Banco

Santander

S.A.

6.938

11/07/33

873,806‌

1,600,000

Banco

Santander

S.A.

6.350

03/14/34

1,601,143‌

3,550,000

Bank

of

America

Corp

3.950

04/21/25

3,499,030‌

3,000,000

Bank

of

America

Corp

2.015

02/13/26

2,931,338‌

5,000,000

Bank

of

America

Corp

1.319

06/19/26

4,791,046‌

2,000,000

Bank

of

America

Corp

4.827

07/22/26

1,980,717‌

4,500,000

Bank

of

America

Corp

1.197

10/24/26

4,245,110‌

5,000,000

Bank

of

America

Corp

1.658

03/11/27

4,687,894‌

7,800,000

Bank

of

America

Corp

3.559

04/23/27

7,542,374‌

4,500,000

Bank

of

America

Corp

1.734

07/22/27

4,171,165‌

2,000,000

Bank

of

America

Corp

2.551

02/04/28

1,866,678‌

3,000,000

Bank

of

America

Corp

4.376

04/27/28

2,928,120‌

3,000,000

Bank

of

America

Corp

6.204

11/10/28

3,089,484‌

5,690,000

Bank

of

America

Corp

3.419

12/20/28

5,350,442‌

2,250,000

Bank

of

America

Corp

3.970

03/05/29

2,151,321‌

2,000,000

Bank

of

America

Corp

5.202

04/25/29

1,996,831‌

3,000,000

Bank

of

America

Corp

2.087

06/14/29

2,661,433‌

1,400,000

Bank

of

America

Corp

4.271

07/23/29

1,348,919‌

3,000,000

Bank

of

America

Corp

5.819

09/15/29

3,062,803‌

3,075,000

Bank

of

America

Corp

3.974

02/07/30

2,912,098‌

1,675,000

Bank

of

America

Corp

3.194

07/23/30

1,520,941‌

1,050,000

Bank

of

America

Corp

2.884

10/22/30

934,486‌

4,000,000

Bank

of

America

Corp

2.496

02/13/31

3,457,397‌

1,750,000

Bank

of

America

Corp

2.592

04/29/31

1,513,077‌

3,000,000

Bank

of

America

Corp

1.898

07/23/31

2,471,071‌

Nuveen

Bond

Index

Fund

June

30,

2024

6

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

BANKS—continued

$

3,000,000

Bank

of

America

Corp

1.922

%

10/24/31

$

2,454,328‌

3,000,000

Bank

of

America

Corp

2.651

03/11/32

2,538,457‌

4,000,000

Bank

of

America

Corp

2.687

04/22/32

3,380,485‌

5,000,000

Bank

of

America

Corp

2.299

07/21/32

4,093,132‌

3,000,000

Bank

of

America

Corp

2.572

10/20/32

2,486,561‌

2,000,000

Bank

of

America

Corp

2.972

02/04/33

1,692,550‌

2,000,000

Bank

of

America

Corp

4.571

04/27/33

1,886,124‌

2,000,000

Bank

of

America

Corp

5.015

07/22/33

1,954,842‌

5,000,000

Bank

of

America

Corp

5.288

04/25/34

4,947,521‌

4,000,000

Bank

of

America

Corp

5.872

09/15/34

4,114,781‌

11,000,000

Bank

of

America

Corp

5.468

01/23/35

10,988,873‌

4,000,000

Bank

of

America

Corp

2.482

09/21/36

3,188,271‌

1,500,000

Bank

of

America

Corp

6.110

01/29/37

1,558,517‌

3,000,000

Bank

of

America

Corp

3.846

03/08/37

2,629,103‌

4,500,000

Bank

of

America

Corp

4.078

04/23/40

3,823,776‌

6,000,000

Bank

of

America

Corp

2.676

06/19/41

4,192,116‌

4,000,000

Bank

of

America

Corp

3.311

04/22/42

3,009,934‌

1,500,000

Bank

of

America

Corp

5.000

01/21/44

1,411,133‌

2,800,000

Bank

of

America

Corp

4.443

01/20/48

2,387,343‌

3,000,000

Bank

of

America

Corp

3.946

01/23/49

2,361,421‌

1,000,000

Bank

of

America

Corp

2.831

10/24/51

631,797‌

1,950,000

Bank

of

America

Corp

3.483

03/13/52

1,399,540‌

2,000,000

Bank

of

America

Corp

2.972

07/21/52

1,304,106‌

2,000,000

Bank

of

America

NA

5.526

08/18/26

2,014,201‌

1,500,000

Bank

of

Montreal

1.250

09/15/26

1,373,964‌

1,000,000

Bank

of

Montreal

5.266

12/11/26

998,481‌

1,000,000

Bank

of

Montreal

0.949

01/22/27

933,777‌

2,000,000

Bank

of

Montreal

4.700

09/14/27

1,974,200‌

2,000,000

Bank

of

Montreal

5.203

02/01/28

2,002,921‌

1,000,000

Bank

of

Montreal

5.717

09/25/28

1,020,235‌

1,500,000

Bank

of

Montreal

5.511

06/04/31

1,515,881‌

425,000

Bank

of

Montreal

3.803

12/15/32

399,314‌

2,000,000

Bank

of

Montreal

3.088

01/10/37

1,636,637‌

1,550,000

Bank

of

Nova

Scotia

4.500

12/16/25

1,525,294‌

2,000,000

Bank

of

Nova

Scotia

1.050

03/02/26

1,862,152‌

2,000,000

Bank

of

Nova

Scotia

1.350

06/24/26

1,850,486‌

1,000,000

Bank

of

Nova

Scotia

2.700

08/03/26

947,701‌

3,000,000

Bank

of

Nova

Scotia

1.300

09/15/26

2,750,622‌

1,000,000

Bank

of

Nova

Scotia

5.250

06/12/28

1,005,033‌

2,000,000

Bank

of

Nova

Scotia

4.850

02/01/30

1,967,863‌

1,000,000

Bank

of

Nova

Scotia

2.450

02/02/32

824,755‌

750,000

Bank

of

Nova

Scotia

5.650

02/01/34

762,037‌

750,000

Bank

of

Nova

Scotia

4.588

05/04/37

675,483‌

1,425,000

Barclays

plc

3.650

03/16/25

1,403,187‌

975,000

Barclays

plc

4.375

01/12/26

958,513‌

2,000,000

Barclays

plc

2.852

05/07/26

1,949,968‌

800,000

Barclays

plc

5.200

05/12/26

790,816‌

1,000,000

Barclays

plc

7.325

11/02/26

1,017,439‌

2,000,000

Barclays

plc

2.279

11/24/27

1,852,808‌

700,000

Barclays

plc

4.337

01/10/28

673,768‌

1,500,000

Barclays

plc

5.674

03/12/28

1,502,288‌

1,975,000

Barclays

plc

4.836

05/09/28

1,906,983‌

1,500,000

Barclays

plc

7.385

11/02/28

1,580,432‌

1,500,000

Barclays

plc

4.972

05/16/29

1,468,199‌

1,500,000

Barclays

plc

6.490

09/13/29

1,552,796‌

3,000,000

Barclays

plc

5.690

03/12/30

3,008,042‌

1,000,000

Barclays

plc

5.088

06/20/30

956,049‌

2,000,000

Barclays

plc

2.645

06/24/31

1,699,541‌

1,500,000

Barclays

plc

2.667

03/10/32

1,245,196‌

2,000,000

Barclays

plc

2.894

11/24/32

1,654,399‌

1,300,000

Barclays

plc

5.746

08/09/33

1,296,683‌

7

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

BANKS—continued

$

2,500,000

Barclays

plc

7.437

%

11/02/33

$

2,749,333‌

3,000,000

Barclays

plc

6.224

05/09/34

3,073,891‌

1,000,000

Barclays

plc

7.119

06/27/34

1,060,944‌

950,000

Barclays

plc

6.692

09/13/34

1,007,130‌

1,750,000

Barclays

plc

3.564

09/23/35

1,503,327‌

1,000,000

(a)

Barclays

plc

3.811

03/10/42

770,369‌

775,000

(a)

Barclays

plc

5.250

08/17/45

729,832‌

200,000

Barclays

plc

6.036

03/12/55

202,698‌

300,000

BPCE

S.A.

3.375

12/02/26

287,574‌

1,000,000

Brookfield

Finance

LLC

3.450

04/15/50

687,842‌

1,000,000

Canadian

Imperial

Bank

of

Commerce

0.950

10/23/25

943,831‌

1,000,000

Canadian

Imperial

Bank

of

Commerce

1.250

06/22/26

925,361‌

1,500,000

Canadian

Imperial

Bank

of

Commerce

3.450

04/07/27

1,436,138‌

1,500,000

Canadian

Imperial

Bank

of

Commerce

5.001

04/28/28

1,489,150‌

1,500,000

Canadian

Imperial

Bank

of

Commerce

5.986

10/03/28

1,541,402‌

3,000,000

Canadian

Imperial

Bank

of

Commerce

5.260

04/08/29

2,994,198‌

1,500,000

Canadian

Imperial

Bank

of

Commerce

3.600

04/07/32

1,328,471‌

350,000

Canadian

Imperial

Bank

of

Commerce

6.092

10/03/33

362,678‌

3,000,000

CitiBank

NA

5.488

12/04/26

3,016,198‌

5,000,000

CitiBank

NA

5.803

09/29/28

5,136,787‌

650,000

CitiBank

NA

5.570

04/30/34

660,339‌

1,000,000

Citigroup,

Inc

3.700

01/12/26

973,896‌

750,000

Citigroup,

Inc

4.600

03/09/26

737,950‌

3,000,000

Citigroup,

Inc

5.610

09/29/26

2,998,334‌

1,100,000

Citigroup,

Inc

4.300

11/20/26

1,072,993‌

4,000,000

Citigroup,

Inc

1.122

01/28/27

3,730,600‌

5,000,000

Citigroup,

Inc

1.462

06/09/27

4,634,137‌

1,500,000

Citigroup,

Inc

4.450

09/29/27

1,462,101‌

5,000,000

Citigroup,

Inc

3.070

02/24/28

4,718,686‌

3,000,000

Citigroup,

Inc

4.658

05/24/28

2,952,223‌

1,000,000

Citigroup,

Inc

3.668

07/24/28

953,230‌

2,025,000

Citigroup,

Inc

4.125

07/25/28

1,943,837‌

4,000,000

Citigroup,

Inc

4.075

04/23/29

3,834,677‌

2,000,000

Citigroup,

Inc

5.174

02/13/30

1,988,350‌

1,750,000

Citigroup,

Inc

3.980

03/20/30

1,652,022‌

5,000,000

Citigroup,

Inc

2.666

01/29/31

4,354,015‌

2,200,000

Citigroup,

Inc

4.412

03/31/31

2,096,755‌

6,000,000

Citigroup,

Inc

2.572

06/03/31

5,149,942‌

5,000,000

Citigroup,

Inc

2.561

05/01/32

4,166,787‌

175,000

Citigroup,

Inc

6.625

06/15/32

186,785‌

875,000

Citigroup,

Inc

2.520

11/03/32

718,926‌

4,000,000

Citigroup,

Inc

3.057

01/25/33

3,397,635‌

1,000,000

Citigroup,

Inc

3.785

03/17/33

891,029‌

1,775,000

Citigroup,

Inc

4.910

05/24/33

1,704,462‌

3,000,000

Citigroup,

Inc

6.270

11/17/33

3,141,999‌

425,000

Citigroup,

Inc

6.174

05/25/34

432,221‌

2,000,000

Citigroup,

Inc

5.827

02/13/35

1,979,175‌

10,000,000

Citigroup,

Inc

5.449

06/11/35

9,921,651‌

750,000

Citigroup,

Inc

3.878

01/24/39

628,304‌

325,000

Citigroup,

Inc

8.125

07/15/39

406,290‌

350,000

Citigroup,

Inc

5.875

01/30/42

358,829‌

2,000,000

Citigroup,

Inc

2.904

11/03/42

1,394,985‌

400,000

Citigroup,

Inc

6.675

09/13/43

436,049‌

125,000

Citigroup,

Inc

5.300

05/06/44

116,440‌

675,000

Citigroup,

Inc

4.650

07/30/45

589,331‌

3,075,000

Citigroup,

Inc

4.750

05/18/46

2,637,853‌

4,075,000

Citigroup,

Inc

4.650

07/23/48

3,554,909‌

250,000

Citizens

Bank

NA

3.750

02/18/26

241,673‌

1,000,000

Citizens

Bank

NA

4.575

08/09/28

965,516‌

500,000

Citizens

Financial

Group,

Inc

2.850

07/27/26

472,192‌

550,000

Citizens

Financial

Group,

Inc

5.841

01/23/30

548,281‌

Nuveen

Bond

Index

Fund

June

30,

2024

8

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

BANKS—continued

$

200,000

Citizens

Financial

Group,

Inc

2.500

%

02/06/30

$

169,609‌

450,000

Citizens

Financial

Group,

Inc

3.250

04/30/30

396,331‌

850,000

Citizens

Financial

Group,

Inc

2.638

09/30/32

652,087‌

1,500,000

Citizens

Financial

Group,

Inc

6.645

04/25/35

1,550,469‌

500,000

Citizens

Financial

Group,

Inc

5.641

05/21/37

463,601‌

500,000

Comerica

Bank

2.500

07/23/24

498,496‌

200,000

(a)

Comerica

Bank

4.000

07/27/25

195,529‌

1,000,000

Comerica

Bank

5.332

08/25/33

897,403‌

550,000

Comerica,

Inc

4.000

02/01/29

504,465‌

1,000,000

Comerica,

Inc

5.982

01/30/30

985,341‌

1,500,000

Commonwealth

Bank

of

Australia

5.316

03/13/26

1,505,539‌

600,000

Cooperatieve

Rabobank

UA

4.375

08/04/25

590,560‌

2,700,000

Cooperatieve

Rabobank

UA

3.750

07/21/26

2,599,033‌

1,000,000

Cooperatieve

Rabobank

UA

5.500

10/05/26

1,006,259‌

1,500,000

Cooperatieve

Rabobank

UA

5.041

03/05/27

1,497,624‌

1,000,000

Cooperatieve

Rabobank

UA

4.800

01/09/29

992,331‌

550,000

Cooperatieve

Rabobank

UA

5.250

05/24/41

542,855‌

1,400,000

Cooperatieve

Rabobank

UA

5.750

12/01/43

1,378,362‌

600,000

Cooperatieve

Rabobank

UA

5.250

08/04/45

569,435‌

1,000,000

Credit

Suisse

AG.

1.250

08/07/26

919,329‌

1,350,000

Credit

Suisse

AG.

5.000

07/09/27

1,338,885‌

2,000,000

Credit

Suisse

AG.

7.500

02/15/28

2,139,945‌

2,000,000

Deutsche

Bank

AG.

1.686

03/19/26

1,881,416‌

2,000,000

Deutsche

Bank

AG.

6.119

07/14/26

2,001,759‌

2,000,000

Deutsche

Bank

AG.

2.129

11/24/26

1,898,007‌

600,000

Deutsche

Bank

AG.

7.146

07/13/27

614,603‌

1,050,000

Deutsche

Bank

AG.

2.311

11/16/27

969,431‌

2,000,000

Deutsche

Bank

AG.

5.706

02/08/28

1,997,355‌

2,500,000

Deutsche

Bank

AG.

5.414

05/10/29

2,496,267‌

350,000

Deutsche

Bank

AG.

6.819

11/20/29

363,996‌

825,000

Deutsche

Bank

AG.

3.547

09/18/31

726,218‌

1,000,000

Deutsche

Bank

AG.

3.729

01/14/32

843,126‌

300,000

Fifth

Third

Bancorp

2.550

05/05/27

277,840‌

1,000,000

Fifth

Third

Bancorp

1.707

11/01/27

916,952‌

500,000

Fifth

Third

Bancorp

3.950

03/14/28

477,265‌

1,000,000

Fifth

Third

Bancorp

4.055

04/25/28

958,594‌

1,000,000

Fifth

Third

Bancorp

6.361

10/27/28

1,021,798‌

200,000

Fifth

Third

Bancorp

6.339

07/27/29

205,018‌

1,000,000

Fifth

Third

Bancorp

4.772

07/28/30

961,809‌

300,000

Fifth

Third

Bancorp

5.631

01/29/32

297,388‌

140,000

Fifth

Third

Bancorp

8.250

03/01/38

165,556‌

300,000

Fifth

Third

Bank

NA

3.950

07/28/25

294,660‌

2,400,000

Fifth

Third

Bank

NA

3.850

03/15/26

2,328,484‌

1,000,000

Fifth

Third

Bank

NA

2.250

02/01/27

924,956‌

500,000

First

Citizens

BancShares,

Inc

3.375

03/15/30

478,696‌

500,000

(a)

First

Horizon

Bank

5.750

05/01/30

476,618‌

500,000

First

Horizon

Corp

4.000

05/26/25

490,487‌

2,000,000

Goldman

Sachs

Bank

USA

5.283

03/18/27

1,993,441‌

33,000

HSBC

Bank

USA

NA

7.000

01/15/39

37,059‌

450,000

HSBC

Holdings

plc

4.250

08/18/25

441,942‌

2,000,000

HSBC

Holdings

plc

2.633

11/07/25

1,976,681‌

1,500,000

HSBC

Holdings

plc

2.099

06/04/26

1,450,201‌

1,100,000

HSBC

Holdings

plc

4.292

09/12/26

1,080,671‌

450,000

HSBC

Holdings

plc

4.375

11/23/26

438,518‌

2,000,000

HSBC

Holdings

plc

5.887

08/14/27

2,014,996‌

3,925,000

HSBC

Holdings

plc

4.041

03/13/28

3,781,335‌

2,000,000

HSBC

Holdings

plc

5.597

05/17/28

2,007,820‌

1,500,000

HSBC

Holdings

plc

4.755

06/09/28

1,474,503‌

1,500,000

HSBC

Holdings

plc

5.210

08/11/28

1,490,159‌

5,000,000

HSBC

Holdings

plc

2.013

09/22/28

4,490,344‌

1,575,000

HSBC

Holdings

plc

7.390

11/03/28

1,665,586‌

9

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

BANKS—continued

$

975,000

HSBC

Holdings

plc

6.161

%

03/09/29

$

997,337‌

2,500,000

HSBC

Holdings

plc

4.583

06/19/29

2,416,677‌

1,600,000

HSBC

Holdings

plc

2.206

08/17/29

1,406,502‌

2,000,000

HSBC

Holdings

plc

5.546

03/04/30

2,003,773‌

4,000,000

HSBC

Holdings

plc

3.973

05/22/30

3,739,106‌

3,000,000

HSBC

Holdings

plc

2.848

06/04/31

2,593,336‌

750,000

HSBC

Holdings

plc

2.357

08/18/31

626,648‌

5,000,000

HSBC

Holdings

plc

5.733

05/17/32

5,012,266‌

2,350,000

HSBC

Holdings

plc

2.804

05/24/32

1,966,462‌

3,500,000

HSBC

Holdings

plc

2.871

11/22/32

2,910,734‌

1,500,000

HSBC

Holdings

plc

4.762

03/29/33

1,391,500‌

1,825,000

HSBC

Holdings

plc

5.402

08/11/33

1,805,571‌

2,000,000

HSBC

Holdings

plc

8.113

11/03/33

2,259,303‌

2,000,000

HSBC

Holdings

plc

6.254

03/09/34

2,082,409‌

2,000,000

HSBC

Holdings

plc

6.547

06/20/34

2,065,638‌

2,000,000

HSBC

Holdings

plc

7.399

11/13/34

2,166,409‌

2,000,000

(a)

HSBC

Holdings

plc

5.719

03/04/35

2,010,957‌

300,000

HSBC

Holdings

plc

6.500

05/02/36

311,197‌

2,700,000

HSBC

Holdings

plc

6.500

09/15/37

2,765,164‌

200,000

HSBC

Holdings

plc

6.800

06/01/38

211,450‌

550,000

(a)

HSBC

Holdings

plc

6.100

01/14/42

585,061‌

2,000,000

HSBC

Holdings

plc

6.332

03/09/44

2,091,925‌

1,175,000

HSBC

Holdings

plc

5.250

03/14/44

1,090,717‌

1,000,000

Huntington

Bancshares,

Inc

4.443

08/04/28

968,658‌

675,000

Huntington

Bancshares,

Inc

6.208

08/21/29

689,197‌

1,000,000

Huntington

Bancshares,

Inc

2.550

02/04/30

854,907‌

500,000

Huntington

Bancshares,

Inc

5.023

05/17/33

472,952‌

1,000,000

Huntington

Bancshares,

Inc

5.709

02/02/35

984,472‌

500,000

Huntington

Bancshares,

Inc

2.487

08/15/36

379,675‌

1,000,000

Huntington

National

Bank

4.552

05/17/28

974,135‌

1,500,000

Huntington

National

Bank

5.650

01/10/30

1,501,365‌

4,750,000

(a)

Industrial

&

Commercial

Bank

of

China

Ltd

3.538

11/08/27

4,533,893‌

1,250,000

ING

Groep

NV

3.950

03/29/27

1,206,589‌

1,500,000

ING

Groep

NV

1.726

04/01/27

1,402,875‌

600,000

ING

Groep

NV

4.017

03/28/28

578,579‌

1,500,000

ING

Groep

NV

4.550

10/02/28

1,460,765‌

1,325,000

ING

Groep

NV

4.050

04/09/29

1,258,939‌

3,000,000

ING

Groep

NV

5.335

03/19/30

2,988,270‌

475,000

ING

Groep

NV

2.727

04/01/32

400,633‌

300,000

ING

Groep

NV

4.252

03/28/33

277,268‌

200,000

ING

Groep

NV

6.114

09/11/34

206,199‌

3,000,000

ING

Groep

NV

5.550

03/19/35

2,961,787‌

2,125,000

JPMorgan

Chase

&

Co

3.900

07/15/25

2,092,280‌

3,125,000

JPMorgan

Chase

&

Co

3.300

04/01/26

3,025,227‌

1,450,000

JPMorgan

Chase

&

Co

3.200

06/15/26

1,395,891‌

1,000,000

JPMorgan

Chase

&

Co

2.950

10/01/26

952,931‌

4,000,000

JPMorgan

Chase

&

Co

1.045

11/19/26

3,757,883‌

1,350,000

JPMorgan

Chase

&

Co

4.125

12/15/26

1,315,255‌

2,450,000

JPMorgan

Chase

&

Co

3.960

01/29/27

2,393,145‌

4,000,000

JPMorgan

Chase

&

Co

1.040

02/04/27

3,726,118‌

5,200,000

JPMorgan

Chase

&

Co

1.578

04/22/27

4,852,684‌

3,000,000

JPMorgan

Chase

&

Co

1.470

09/22/27

2,755,474‌

250,000

JPMorgan

Chase

&

Co

4.250

10/01/27

243,663‌

325,000

JPMorgan

Chase

&

Co

3.625

12/01/27

310,901‌

1,375,000

JPMorgan

Chase

&

Co

3.782

02/01/28

1,324,615‌

1,000,000

JPMorgan

Chase

&

Co

2.947

02/24/28

941,886‌

925,000

JPMorgan

Chase

&

Co

5.571

04/22/28

932,490‌

4,000,000

JPMorgan

Chase

&

Co

4.323

04/26/28

3,902,137‌

425,000

JPMorgan

Chase

&

Co

3.540

05/01/28

405,607‌

6,000,000

JPMorgan

Chase

&

Co

2.182

06/01/28

5,505,995‌

1,000,000

JPMorgan

Chase

&

Co

4.851

07/25/28

989,755‌

Nuveen

Bond

Index

Fund

June

30,

2024

10

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

BANKS—continued

$

3,000,000

JPMorgan

Chase

&

Co

2.069

%

06/01/29

$

2,668,671‌

2,050,000

JPMorgan

Chase

&

Co

4.203

07/23/29

1,972,838‌

3,000,000

JPMorgan

Chase

&

Co

5.299

07/24/29

3,010,067‌

2,500,000

JPMorgan

Chase

&

Co

6.087

10/23/29

2,583,051‌

1,750,000

JPMorgan

Chase

&

Co

4.452

12/05/29

1,698,929‌

5,000,000

JPMorgan

Chase

&

Co

5.012

01/23/30

4,961,653‌

2,825,000

JPMorgan

Chase

&

Co

5.581

04/22/30

2,869,751‌

4,500,000

JPMorgan

Chase

&

Co

3.702

05/06/30

4,207,638‌

1,500,000

JPMorgan

Chase

&

Co

4.565

06/14/30

1,455,908‌

2,000,000

JPMorgan

Chase

&

Co

2.522

04/22/31

1,728,653‌

1,425,000

JPMorgan

Chase

&

Co

2.956

05/13/31

1,248,897‌

5,000,000

JPMorgan

Chase

&

Co

1.764

11/19/31

4,067,235‌

2,250,000

JPMorgan

Chase

&

Co

1.953

02/04/32

1,830,116‌

3,000,000

JPMorgan

Chase

&

Co

2.580

04/22/32

2,533,772‌

3,000,000

JPMorgan

Chase

&

Co

2.545

11/08/32

2,498,056‌

6,000,000

JPMorgan

Chase

&

Co

2.963

01/25/33

5,115,647‌

2,000,000

JPMorgan

Chase

&

Co

4.586

04/26/33

1,907,872‌

2,000,000

JPMorgan

Chase

&

Co

4.912

07/25/33

1,942,474‌

4,000,000

JPMorgan

Chase

&

Co

5.717

09/14/33

4,055,371‌

5,325,000

JPMorgan

Chase

&

Co

5.350

06/01/34

5,301,403‌

2,500,000

JPMorgan

Chase

&

Co

6.254

10/23/34

2,651,522‌

6,000,000

JPMorgan

Chase

&

Co

5.336

01/23/35

5,964,131‌

4,025,000

JPMorgan

Chase

&

Co

5.766

04/22/35

4,129,682‌

958,000

JPMorgan

Chase

&

Co

5.500

10/15/40

961,780‌

2,000,000

JPMorgan

Chase

&

Co

3.109

04/22/41

1,496,785‌

4,500,000

JPMorgan

Chase

&

Co

2.525

11/19/41

3,065,775‌

2,500,000

JPMorgan

Chase

&

Co

3.157

04/22/42

1,860,380‌

1,000,000

JPMorgan

Chase

&

Co

5.625

08/16/43

1,015,821‌

1,800,000

JPMorgan

Chase

&

Co

4.950

06/01/45

1,684,859‌

2,050,000

JPMorgan

Chase

&

Co

4.260

02/22/48

1,716,725‌

1,000,000

JPMorgan

Chase

&

Co

4.032

07/24/48

805,145‌

4,500,000

JPMorgan

Chase

&

Co

3.964

11/15/48

3,574,754‌

1,750,000

JPMorgan

Chase

&

Co

3.897

01/23/49

1,378,767‌

2,000,000

JPMorgan

Chase

&

Co

3.109

04/22/51

1,361,715‌

1,500,000

JPMorgan

Chase

&

Co

3.328

04/22/52

1,055,155‌

2,000,000

JPMorgan

Chase

Bank

NA

5.110

12/08/26

1,999,680‌

750,000

KeyBank

NA

3.300

06/01/25

732,326‌

300,000

KeyBank

NA

3.400

05/20/26

284,919‌

1,000,000

KeyBank

NA

5.850

11/15/27

996,693‌

1,000,000

KeyBank

NA

4.390

12/14/27

947,190‌

250,000

KeyBank

NA

3.900

04/13/29

224,951‌

1,500,000

(a)

KeyBank

NA

4.900

08/08/32

1,336,791‌

625,000

KeyBank

NA

5.000

01/26/33

576,462‌

200,000

KeyCorp

4.150

10/29/25

195,531‌

500,000

KeyCorp

4.100

04/30/28

472,286‌

1,000,000

KeyCorp

2.550

10/01/29

847,634‌

300,000

KeyCorp

4.789

06/01/33

273,895‌

1,500,000

KeyCorp

6.401

03/06/35

1,520,757‌

5,000,000

Kreditanstalt

fuer

Wiederaufbau

5.000

03/16/26

5,008,496‌

5,000,000

Kreditanstalt

fuer

Wiederaufbau

4.625

08/07/26

4,986,897‌

1,950,000

Kreditanstalt

fuer

Wiederaufbau

4.000

03/15/29

1,912,747‌

3,000,000

Kreditanstalt

fuer

Wiederaufbau

4.125

07/15/33

2,918,996‌

1,000,000

Landwirtschaftliche

Rentenbank

4.625

04/17/29

1,007,571‌

1,375,000

Lloyds

Banking

Group

plc

4.450

05/08/25

1,360,931‌

325,000

Lloyds

Banking

Group

plc

4.582

12/10/25

319,083‌

1,000,000

Lloyds

Banking

Group

plc

2.438

02/05/26

979,800‌

1,000,000

Lloyds

Banking

Group

plc

3.511

03/18/26

983,445‌

225,000

Lloyds

Banking

Group

plc

4.650

03/24/26

220,861‌

1,250,000

Lloyds

Banking

Group

plc

4.716

08/11/26

1,235,624‌

500,000

Lloyds

Banking

Group

plc

3.750

01/11/27

481,138‌

2,000,000

Lloyds

Banking

Group

plc

1.627

05/11/27

1,857,898‌

11

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

BANKS—continued

$

1,000,000

Lloyds

Banking

Group

plc

5.985

%

08/07/27

$

1,005,919‌

1,000,000

Lloyds

Banking

Group

plc

3.750

03/18/28

956,285‌

500,000

Lloyds

Banking

Group

plc

4.375

03/22/28

484,374‌

700,000

Lloyds

Banking

Group

plc

4.550

08/16/28

679,863‌

1,825,000

Lloyds

Banking

Group

plc

3.574

11/07/28

1,716,797‌

500,000

Lloyds

Banking

Group

plc

5.871

03/06/29

506,918‌

3,000,000

Lloyds

Banking

Group

plc

5.721

06/05/30

3,024,378‌

1,250,000

Lloyds

Banking

Group

plc

4.976

08/11/33

1,194,305‌

1,500,000

Lloyds

Banking

Group

plc

7.953

11/15/33

1,683,140‌

2,000,000

Lloyds

Banking

Group

plc

5.679

01/05/35

1,991,943‌

1,550,000

Lloyds

Banking

Group

plc

4.344

01/09/48

1,206,547‌

300,000

M&T

Bank

Corp

4.000

07/15/24

299,680‌

1,000,000

M&T

Bank

Corp

7.413

10/30/29

1,052,171‌

1,000,000

M&T

Bank

Corp

6.082

03/13/32

996,759‌

1,500,000

M&T

Bank

Corp

5.053

01/27/34

1,388,237‌

1,000,000

Manufacturers

&

Traders

Trust

Co

5.400

11/21/25

995,349‌

1,000,000

Manufacturers

&

Traders

Trust

Co

4.700

01/27/28

964,101‌

207,000

Mitsubishi

UFJ

Financial

Group,

Inc

3.850

03/01/26

201,782‌

225,000

Mitsubishi

UFJ

Financial

Group,

Inc

2.757

09/13/26

213,259‌

650,000

Mitsubishi

UFJ

Financial

Group,

Inc

3.677

02/22/27

627,189‌

2,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

1.538

07/20/27

1,850,748‌

700,000

Mitsubishi

UFJ

Financial

Group,

Inc

3.287

07/25/27

663,885‌

750,000

Mitsubishi

UFJ

Financial

Group,

Inc

1.640

10/13/27

690,585‌

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

2.341

01/19/28

929,178‌

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

3.961

03/02/28

962,810‌

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

4.080

04/19/28

968,440‌

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

5.017

07/20/28

994,422‌

300,000

Mitsubishi

UFJ

Financial

Group,

Inc

4.050

09/11/28

289,573‌

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

5.354

09/13/28

1,003,070‌

2,500,000

Mitsubishi

UFJ

Financial

Group,

Inc

5.422

02/22/29

2,514,665‌

1,250,000

Mitsubishi

UFJ

Financial

Group,

Inc

3.741

03/07/29

1,179,910‌

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

5.242

04/19/29

1,001,752‌

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

3.195

07/18/29

911,894‌

1,500,000

Mitsubishi

UFJ

Financial

Group,

Inc

2.559

02/25/30

1,308,465‌

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

5.258

04/17/30

997,679‌

1,250,000

Mitsubishi

UFJ

Financial

Group,

Inc

2.048

07/17/30

1,044,129‌

2,500,000

Mitsubishi

UFJ

Financial

Group,

Inc

5.475

02/22/31

2,524,980‌

1,700,000

Mitsubishi

UFJ

Financial

Group,

Inc

2.309

07/20/32

1,397,819‌

500,000

Mitsubishi

UFJ

Financial

Group,

Inc

2.494

10/13/32

413,775‌

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

2.852

01/19/33

845,112‌

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

4.315

04/19/33

934,846‌

1,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

5.133

07/20/33

985,098‌

1,000,000

(a)

Mitsubishi

UFJ

Financial

Group,

Inc

5.472

09/13/33

1,010,814‌

2,500,000

Mitsubishi

UFJ

Financial

Group,

Inc

5.441

02/22/34

2,521,305‌

1,000,000

(a)

Mitsubishi

UFJ

Financial

Group,

Inc

5.406

04/19/34

1,006,081‌

1,050,000

Mitsubishi

UFJ

Financial

Group,

Inc

5.426

04/17/35

1,045,702‌

300,000

(a)

Mitsubishi

UFJ

Financial

Group,

Inc

4.286

07/26/38

270,916‌

500,000

Mitsubishi

UFJ

Financial

Group,

Inc

4.153

03/07/39

443,267‌

1,425,000

Mitsubishi

UFJ

Financial

Group,

Inc

3.751

07/18/39

1,190,307‌

500,000

Mizuho

Financial

Group,

Inc

2.226

05/25/26

484,511‌

200,000

Mizuho

Financial

Group,

Inc

3.663

02/28/27

192,068‌

1,000,000

Mizuho

Financial

Group,

Inc

1.234

05/22/27

924,370‌

1,000,000

Mizuho

Financial

Group,

Inc

1.554

07/09/27

925,644‌

725,000

Mizuho

Financial

Group,

Inc

4.018

03/05/28

697,089‌

1,000,000

Mizuho

Financial

Group,

Inc

5.667

05/27/29

1,010,438‌

1,500,000

Mizuho

Financial

Group,

Inc

5.778

07/06/29

1,520,135‌

625,000

Mizuho

Financial

Group,

Inc

4.254

09/11/29

598,320‌

1,000,000

Mizuho

Financial

Group,

Inc

3.261

05/22/30

910,023‌

1,500,000

Mizuho

Financial

Group,

Inc

5.376

05/26/30

1,499,098‌

1,000,000

(b)

Mizuho

Financial

Group,

Inc

5.382

07/10/30

998,256‌

1,000,000

Mizuho

Financial

Group,

Inc

3.153

07/16/30

900,627‌

Nuveen

Bond

Index

Fund

June

30,

2024

12

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

BANKS—continued

$

500,000

Mizuho

Financial

Group,

Inc

2.869

%

09/13/30

$

442,061‌

500,000

Mizuho

Financial

Group,

Inc

2.591

05/25/31

426,823‌

1,000,000

Mizuho

Financial

Group,

Inc

5.739

05/27/31

1,014,859‌

1,000,000

Mizuho

Financial

Group,

Inc

2.201

07/10/31

833,510‌

1,000,000

Mizuho

Financial

Group,

Inc

1.979

09/08/31

818,086‌

700,000

Mizuho

Financial

Group,

Inc

2.564

09/13/31

569,566‌

1,000,000

Mizuho

Financial

Group,

Inc

2.172

05/22/32

809,216‌

500,000

(a)

Mizuho

Financial

Group,

Inc

2.260

07/09/32

406,529‌

1,000,000

Mizuho

Financial

Group,

Inc

5.669

09/13/33

1,007,370‌

1,000,000

Mizuho

Financial

Group,

Inc

5.754

05/27/34

1,012,534‌

1,500,000

Mizuho

Financial

Group,

Inc

5.748

07/06/34

1,523,823‌

1,000,000

(a)

Mizuho

Financial

Group,

Inc

5.579

05/26/35

998,703‌

1,000,000

(b)

Mizuho

Financial

Group,

Inc

5.594

07/10/35

995,362‌

1,500,000

Morgan

Stanley

Bank

NA

4.952

01/14/28

1,488,704‌

1,125,000

Morgan

Stanley

Bank

NA

5.504

05/26/28

1,132,699‌

300,000

National

Australia

Bank

Ltd

3.375

01/14/26

292,143‌

750,000

National

Australia

Bank

Ltd

2.500

07/12/26

712,110‌

1,000,000

National

Australia

Bank

Ltd

3.905

06/09/27

970,995‌

2,000,000

National

Australia

Bank

Ltd

5.087

06/11/27

2,002,916‌

2,000,000

National

Australia

Bank

Ltd

4.944

01/12/28

1,999,870‌

1,500,000

National

Australia

Bank

Ltd

4.900

06/13/28

1,496,889‌

1,000,000

National

Australia

Bank

Ltd

4.787

01/10/29

994,133‌

1,500,000

National

Bank

of

Canada

5.600

12/18/28

1,515,843‌

750,000

NatWest

Group

plc

4.800

04/05/26

740,707‌

2,000,000

NatWest

Group

plc

7.472

11/10/26

2,043,836‌

800,000

NatWest

Group

plc

1.642

06/14/27

740,515‌

300,000

NatWest

Group

plc

3.073

05/22/28

280,721‌

700,000

NatWest

Group

plc

5.516

09/30/28

700,239‌

1,000,000

NatWest

Group

plc

4.892

05/18/29

977,515‌

1,000,000

NatWest

Group

plc

5.808

09/13/29

1,013,069‌

750,000

NatWest

Group

plc

3.754

11/01/29

742,448‌

3,000,000

NatWest

Group

plc

5.076

01/27/30

2,947,168‌

1,500,000

NatWest

Group

plc

4.445

05/08/30

1,433,376‌

1,500,000

NatWest

Group

plc

6.016

03/02/34

1,533,300‌

1,000,000

NatWest

Group

plc

6.475

06/01/34

1,015,793‌

1,000,000

NatWest

Group

plc

5.778

03/01/35

1,003,173‌

800,000

NatWest

Group

plc

3.032

11/28/35

669,708‌

1,250,000

Oesterreichische

Kontrollbank

AG.

0.500

09/16/24

1,237,025‌

903,000

PNC

Bank

NA

4.050

07/26/28

858,482‌

475,000

PNC

Bank

NA

2.700

10/22/29

414,317‌

1,500,000

PNC

Financial

Services

Group,

Inc

2.600

07/23/26

1,420,223‌

3,000,000

PNC

Financial

Services

Group,

Inc

1.150

08/13/26

2,757,344‌

300,000

PNC

Financial

Services

Group,

Inc

3.150

05/19/27

284,838‌

1,000,000

PNC

Financial

Services

Group,

Inc

5.300

01/21/28

998,624‌

1,500,000

PNC

Financial

Services

Group,

Inc

5.354

12/02/28

1,501,118‌

1,575,000

PNC

Financial

Services

Group,

Inc

3.450

04/23/29

1,460,641‌

2,000,000

PNC

Financial

Services

Group,

Inc

5.582

06/12/29

2,021,877‌

2,000,000

PNC

Financial

Services

Group,

Inc

2.550

01/22/30

1,754,630‌

1,500,000

PNC

Financial

Services

Group,

Inc

5.492

05/14/30

1,508,344‌

750,000

PNC

Financial

Services

Group,

Inc

4.626

06/06/33

694,398‌

1,000,000

PNC

Financial

Services

Group,

Inc

6.037

10/28/33

1,030,268‌

900,000

PNC

Financial

Services

Group,

Inc

5.068

01/24/34

869,892‌

4,000,000

PNC

Financial

Services

Group,

Inc

5.939

08/18/34

4,099,878‌

2,000,000

PNC

Financial

Services

Group,

Inc

6.875

10/20/34

2,179,735‌

1,000,000

PNC

Financial

Services

Group,

Inc

5.676

01/22/35

1,005,365‌

825,000

PNC

Financial

Services

Group,

Inc

6.200

N/A(c)

821,790‌

300,000

Regions

Bank

6.450

06/26/37

305,885‌

225,000

Regions

Financial

Corp

2.250

05/18/25

218,204‌

1,000,000

Regions

Financial

Corp

1.800

08/12/28

863,766‌

1,000,000

Regions

Financial

Corp

5.722

06/06/30

999,403‌

2,000,000

Royal

Bank

of

Canada

1.200

04/27/26

1,857,824‌

13

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

BANKS—continued

$

2,000,000

Royal

Bank

of

Canada

1.150

%

07/14/26

$

1,843,426‌

1,500,000

Royal

Bank

of

Canada

1.400

11/02/26

1,374,120‌

1,000,000

Royal

Bank

of

Canada

3.625

05/04/27

959,626‌

1,000,000

Royal

Bank

of

Canada

4.240

08/03/27

973,002‌

1,500,000

Royal

Bank

of

Canada

6.000

11/01/27

1,536,844‌

1,500,000

Royal

Bank

of

Canada

4.900

01/12/28

1,488,146‌

2,000,000

Royal

Bank

of

Canada

5.200

08/01/28

2,013,132‌

1,000,000

(a)

Royal

Bank

of

Canada

4.950

02/01/29

995,291‌

1,600,000

Royal

Bank

of

Canada

2.300

11/03/31

1,325,301‌

500,000

Royal

Bank

of

Canada

3.875

05/04/32

457,989‌

1,000,000

Royal

Bank

of

Canada

5.000

02/01/33

985,653‌

4,000,000

Royal

Bank

of

Canada

5.000

05/02/33

3,947,114‌

1,500,000

Royal

Bank

of

Canada

5.150

02/01/34

1,488,464‌

1,850,000

Santander

Holdings

USA,

Inc

3.244

10/05/26

1,753,331‌

650,000

Santander

Holdings

USA,

Inc

4.400

07/13/27

627,998‌

2,000,000

Santander

Holdings

USA,

Inc

2.490

01/06/28

1,843,103‌

1,000,000

Santander

Holdings

USA,

Inc

6.499

03/09/29

1,018,561‌

1,000,000

Santander

Holdings

USA,

Inc

6.565

06/12/29

1,023,280‌

750,000

Santander

Holdings

USA,

Inc

6.174

01/09/30

755,835‌

1,000,000

Santander

Holdings

USA,

Inc

6.342

05/31/35

997,131‌

1,000,000

Santander

UK

Group

Holdings

plc

1.532

08/21/26

951,696‌

1,000,000

Santander

UK

Group

Holdings

plc

6.833

11/21/26

1,013,340‌

1,000,000

Santander

UK

Group

Holdings

plc

1.673

06/14/27

924,435‌

2,000,000

Santander

UK

Group

Holdings

plc

2.469

01/11/28

1,845,136‌

500,000

Santander

UK

Group

Holdings

plc

3.823

11/03/28

472,454‌

1,000,000

Santander

UK

Group

Holdings

plc

6.534

01/10/29

1,027,263‌

750,000

Santander

UK

Group

Holdings

plc

2.896

03/15/32

631,521‌

250,000

Sumitomo

Mitsui

Banking

Corp

3.650

07/23/25

245,592‌

1,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

0.948

01/12/26

934,437‌

1,300,000

Sumitomo

Mitsui

Financial

Group,

Inc

3.784

03/09/26

1,265,431‌

1,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

1.402

09/17/26

917,843‌

700,000

Sumitomo

Mitsui

Financial

Group,

Inc

3.010

10/19/26

665,017‌

725,000

Sumitomo

Mitsui

Financial

Group,

Inc

3.446

01/11/27

694,528‌

1,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

2.174

01/14/27

927,171‌

775,000

Sumitomo

Mitsui

Financial

Group,

Inc

3.364

07/12/27

735,628‌

500,000

Sumitomo

Mitsui

Financial

Group,

Inc

3.352

10/18/27

472,165‌

2,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

5.520

01/13/28

2,021,613‌

675,000

Sumitomo

Mitsui

Financial

Group,

Inc

3.544

01/17/28

639,609‌

2,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

5.800

07/13/28

2,042,516‌

750,000

(a)

Sumitomo

Mitsui

Financial

Group,

Inc

3.944

07/19/28

717,831‌

1,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

5.716

09/14/28

1,019,304‌

1,500,000

Sumitomo

Mitsui

Financial

Group,

Inc

1.902

09/17/28

1,314,498‌

500,000

(a)

Sumitomo

Mitsui

Financial

Group,

Inc

4.306

10/16/28

488,757‌

1,500,000

Sumitomo

Mitsui

Financial

Group,

Inc

2.472

01/14/29

1,335,326‌

1,500,000

Sumitomo

Mitsui

Financial

Group,

Inc

3.040

07/16/29

1,352,750‌

500,000

Sumitomo

Mitsui

Financial

Group,

Inc

3.202

09/17/29

453,766‌

1,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

2.724

09/27/29

885,704‌

2,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

5.710

01/13/30

2,039,244‌

1,500,000

Sumitomo

Mitsui

Financial

Group,

Inc

2.750

01/15/30

1,316,012‌

1,500,000

Sumitomo

Mitsui

Financial

Group,

Inc

2.130

07/08/30

1,253,998‌

2,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

5.852

07/13/30

2,053,059‌

1,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

2.142

09/23/30

833,831‌

1,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

1.710

01/12/31

801,471‌

1,500,000

Sumitomo

Mitsui

Financial

Group,

Inc

2.222

09/17/31

1,220,120‌

1,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

5.766

01/13/33

1,026,850‌

2,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

5.776

07/13/33

2,059,315‌

1,000,000

(a)

Sumitomo

Mitsui

Financial

Group,

Inc

5.808

09/14/33

1,036,667‌

1,500,000

Sumitomo

Mitsui

Financial

Group,

Inc

2.296

01/12/41

1,002,090‌

1,000,000

Sumitomo

Mitsui

Financial

Group,

Inc

2.930

09/17/41

730,310‌

1,500,000

Sumitomo

Mitsui

Financial

Group,

Inc

3.050

01/14/42

1,122,027‌

500,000

(a)

Sumitomo

Mitsui

Financial

Group,

Inc

6.184

07/13/43

547,289‌

Nuveen

Bond

Index

Fund

June

30,

2024

14

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

BANKS—continued

$

1,000,000

Synovus

Bank

5.625

%

02/15/28

$

966,202‌

1,000,000

Synovus

Financial

Corp

5.200

08/11/25

985,414‌

1,000,000

Toronto-Dominion

Bank

0.750

09/11/25

946,242‌

2,000,000

Toronto-Dominion

Bank

0.750

01/06/26

1,868,396‌

2,000,000

Toronto-Dominion

Bank

1.200

06/03/26

1,852,367‌

1,500,000

Toronto-Dominion

Bank

1.250

09/10/26

1,375,527‌

825,000

Toronto-Dominion

Bank

5.264

12/11/26

824,715‌

1,000,000

(a)

Toronto-Dominion

Bank

1.950

01/12/27

928,071‌

1,000,000

Toronto-Dominion

Bank

2.800

03/10/27

938,883‌

3,000,000

Toronto-Dominion

Bank

4.108

06/08/27

2,911,453‌

1,500,000

Toronto-Dominion

Bank

4.693

09/15/27

1,477,579‌

1,000,000

Toronto-Dominion

Bank

5.156

01/10/28

998,799‌

1,000,000

Toronto-Dominion

Bank

5.523

07/17/28

1,012,424‌

1,500,000

Toronto-Dominion

Bank

4.994

04/05/29

1,487,191‌

1,500,000

Toronto-Dominion

Bank

2.000

09/10/31

1,219,463‌

1,000,000

Toronto-Dominion

Bank

3.625

09/15/31

952,015‌

1,000,000

Toronto-Dominion

Bank

2.450

01/12/32

823,515‌

500,000

Toronto-Dominion

Bank

3.200

03/10/32

432,680‌

800,000

Toronto-Dominion

Bank

4.456

06/08/32

753,914‌

1,000,000

Truist

Bank

1.500

03/10/25

971,327‌

500,000

Truist

Bank

3.625

09/16/25

486,895‌

200,000

Truist

Bank

4.050

11/03/25

196,629‌

375,000

Truist

Bank

3.300

05/15/26

359,317‌

500,000

Truist

Bank

3.800

10/30/26

480,888‌

750,000

Truist

Bank

2.636

09/17/29

733,910‌

475,000

Truist

Bank

2.250

03/11/30

396,183‌

900,000

Truist

Financial

Corp

4.000

05/01/25

887,546‌

975,000

Truist

Financial

Corp

3.700

06/05/25

956,968‌

750,000

Truist

Financial

Corp

1.200

08/05/25

714,491‌

1,000,000

Truist

Financial

Corp

4.260

07/28/26

983,599‌

1,300,000

Truist

Financial

Corp

1.267

03/02/27

1,208,922‌

1,000,000

Truist

Financial

Corp

1.125

08/03/27

882,782‌

750,000

Truist

Financial

Corp

4.123

06/06/28

723,187‌

1,000,000

Truist

Financial

Corp

4.873

01/26/29

980,754‌

500,000

(a)

Truist

Financial

Corp

3.875

03/19/29

466,291‌

2,000,000

Truist

Financial

Corp

1.887

06/07/29

1,750,874‌

550,000

Truist

Financial

Corp

7.161

10/30/29

584,025‌

2,000,000

Truist

Financial

Corp

5.435

01/24/30

1,994,791‌

1,000,000

Truist

Financial

Corp

4.916

07/28/33

925,574‌

1,000,000

Truist

Financial

Corp

6.123

10/28/33

1,022,557‌

100,000

Truist

Financial

Corp

5.122

01/26/34

95,777‌

3,000,000

Truist

Financial

Corp

5.867

06/08/34

3,022,791‌

2,000,000

Truist

Financial

Corp

5.711

01/24/35

1,991,269‌

125,000

US

Bancorp

3.950

11/17/25

122,636‌

750,000

US

Bancorp

3.100

04/27/26

719,098‌

700,000

US

Bancorp

2.375

07/22/26

660,574‌

2,000,000

US

Bancorp

5.727

10/21/26

2,003,409‌

1,175,000

US

Bancorp

3.150

04/27/27

1,117,419‌

1,500,000

US

Bancorp

6.787

10/26/27

1,544,415‌

750,000

US

Bancorp

3.900

04/26/28

718,946‌

2,000,000

US

Bancorp

4.653

02/01/29

1,956,977‌

2,000,000

US

Bancorp

5.775

06/12/29

2,030,282‌

600,000

US

Bancorp

3.000

07/30/29

537,038‌

2,500,000

US

Bancorp

1.375

07/22/30

2,014,029‌

1,000,000

US

Bancorp

4.967

07/22/33

942,977‌

3,000,000

US

Bancorp

5.850

10/21/33

3,046,694‌

2,000,000

US

Bancorp

5.836

06/12/34

2,027,805‌

1,000,000

US

Bancorp

2.491

11/03/36

787,286‌

750,000

US

Bank

NA

2.800

01/27/25

738,062‌

125,000

Wachovia

Corp

5.500

08/01/35

123,299‌

200,000

Webster

Financial

Corp

4.100

03/25/29

185,142‌

15

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

BANKS—continued

$

1,125,000

Wells

Fargo

&

Co

3.550

%

09/29/25

$

1,098,190‌

3,350,000

Wells

Fargo

&

Co

3.000

04/22/26

3,211,638‌

1,250,000

Wells

Fargo

&

Co

4.100

06/03/26

1,217,607‌

1,700,000

Wells

Fargo

&

Co

4.540

08/15/26

1,678,959‌

2,575,000

Wells

Fargo

&

Co

3.000

10/23/26

2,446,084‌

1,500,000

Wells

Fargo

&

Co

3.196

06/17/27

1,435,972‌

1,200,000

Wells

Fargo

&

Co

4.300

07/22/27

1,168,284‌

1,300,000

Wells

Fargo

&

Co

3.526

03/24/28

1,240,002‌

2,000,000

Wells

Fargo

&

Co

5.707

04/22/28

2,017,306‌

2,125,000

Wells

Fargo

&

Co

3.584

05/22/28

2,023,908‌

5,000,000

Wells

Fargo

&

Co

2.393

06/02/28

4,604,942‌

1,000,000

Wells

Fargo

&

Co

4.808

07/25/28

986,185‌

6,175,000

Wells

Fargo

&

Co

4.150

01/24/29

5,936,841‌

5,000,000

Wells

Fargo

&

Co

5.574

07/25/29

5,045,361‌

2,500,000

Wells

Fargo

&

Co

6.303

10/23/29

2,594,282‌

5,000,000

Wells

Fargo

&

Co

5.198

01/23/30

4,979,006‌

4,950,000

Wells

Fargo

&

Co

2.879

10/30/30

4,390,926‌

3,000,000

Wells

Fargo

&

Co

2.572

02/11/31

2,596,410‌

5,000,000

Wells

Fargo

&

Co

4.478

04/04/31

4,786,974‌

6,000,000

Wells

Fargo

&

Co

3.350

03/02/33

5,203,234‌

3,500,000

Wells

Fargo

&

Co

4.897

07/25/33

3,366,525‌

3,000,000

Wells

Fargo

&

Co

5.389

04/24/34

2,965,703‌

5,000,000

Wells

Fargo

&

Co

5.557

07/25/34

4,996,300‌

3,000,000

Wells

Fargo

&

Co

6.491

10/23/34

3,198,169‌

5,000,000

Wells

Fargo

&

Co

5.499

01/23/35

4,982,466‌

7,025,000

Wells

Fargo

&

Co

3.068

04/30/41

5,151,307‌

1,050,000

Wells

Fargo

&

Co

5.375

11/02/43

984,537‌

1,468,000

Wells

Fargo

&

Co

5.606

01/15/44

1,408,267‌

475,000

Wells

Fargo

&

Co

4.650

11/04/44

401,250‌

1,500,000

Wells

Fargo

&

Co

3.900

05/01/45

1,184,346‌

950,000

Wells

Fargo

&

Co

4.900

11/17/45

826,065‌

3,250,000

Wells

Fargo

&

Co

4.400

06/14/46

2,621,323‌

1,975,000

Wells

Fargo

&

Co

4.750

12/07/46

1,672,401‌

1,500,000

Wells

Fargo

&

Co

5.013

04/04/51

1,366,376‌

2,000,000

Wells

Fargo

&

Co

4.611

04/25/53

1,709,303‌

2,900,000

Wells

Fargo

Bank

NA

5.450

08/07/26

2,908,692‌

2,000,000

Wells

Fargo

Bank

NA

5.254

12/11/26

2,002,069‌

250,000

Wells

Fargo

Bank

NA

6.600

01/15/38

274,286‌

1,000,000

Westpac

Banking

Corp

2.850

05/13/26

958,702‌

2,000,000

Westpac

Banking

Corp

1.150

06/03/26

1,857,518‌

675,000

Westpac

Banking

Corp

2.700

08/19/26

642,264‌

850,000

Westpac

Banking

Corp

3.350

03/08/27

815,569‌

1,500,000

Westpac

Banking

Corp

4.043

08/26/27

1,463,022‌

2,000,000

Westpac

Banking

Corp

5.457

11/18/27

2,030,310‌

725,000

Westpac

Banking

Corp

3.400

01/25/28

689,403‌

1,000,000

Westpac

Banking

Corp

5.535

11/17/28

1,022,876‌

2,000,000

Westpac

Banking

Corp

1.953

11/20/28

1,767,934‌

1,500,000

Westpac

Banking

Corp

5.050

04/16/29

1,503,382‌

1,000,000

Westpac

Banking

Corp

2.894

02/04/30

980,347‌

1,500,000

Westpac

Banking

Corp

2.150

06/03/31

1,254,483‌

950,000

Westpac

Banking

Corp

4.322

11/23/31

916,899‌

1,000,000

Westpac

Banking

Corp

5.405

08/10/33

976,646‌

1,000,000

Westpac

Banking

Corp

6.820

11/17/33

1,075,856‌

600,000

Westpac

Banking

Corp

4.110

07/24/34

554,388‌

2,350,000

Westpac

Banking

Corp

2.668

11/15/35

1,941,852‌

500,000

Westpac

Banking

Corp

3.020

11/18/36

410,204‌

900,000

Westpac

Banking

Corp

4.421

07/24/39

794,425‌

225,000

Westpac

Banking

Corp

2.963

11/16/40

157,657‌

400,000

Zions

Bancorp

NA

3.250

10/29/29

334,330‌

TOTAL

BANKS

1,042,717,450‌

Nuveen

Bond

Index

Fund

June

30,

2024

16

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

CAPITAL

GOODS

-

1.3%

$

1,200,000

3M

Co

3.000

%

08/07/25

$

1,169,483‌

675,000

3M

Co

2.875

10/15/27

630,214‌

925,000

3M

Co

3.625

09/14/28

875,401‌

500,000

3M

Co

3.375

03/01/29

463,915‌

1,000,000

3M

Co

2.375

08/26/29

873,375‌

200,000

3M

Co

3.125

09/19/46

134,423‌

300,000

3M

Co

3.625

10/15/47

217,195‌

1,150,000

3M

Co

4.000

09/14/48

913,441‌

875,000

3M

Co

3.250

08/26/49

592,242‌

820,000

3M

Co

3.700

04/15/50

596,110‌

1,000,000

Acuity

Brands

Lighting,

Inc

2.150

12/15/30

827,990‌

1,000,000

AGCO

Corp

5.800

03/21/34

996,100‌

750,000

Air

Lease

Corp

3.375

07/01/25

732,859‌

1,000,000

Air

Lease

Corp

2.875

01/15/26

959,421‌

1,000,000

Air

Lease

Corp

3.750

06/01/26

966,240‌

1,500,000

Air

Lease

Corp

1.875

08/15/26

1,390,964‌

1,000,000

Air

Lease

Corp

2.200

01/15/27

923,175‌

500,000

(a)

Air

Lease

Corp

3.625

04/01/27

471,658‌

200,000

Air

Lease

Corp

3.625

12/01/27

188,663‌

1,000,000

Air

Lease

Corp

5.850

12/15/27

1,012,515‌

500,000

(a)

Air

Lease

Corp

5.300

02/01/28

498,918‌

300,000

Air

Lease

Corp

4.625

10/01/28

290,905‌

1,500,000

Air

Lease

Corp

5.100

03/01/29

1,484,169‌

500,000

Air

Lease

Corp

3.250

10/01/29

452,403‌

750,000

Air

Lease

Corp

3.000

02/01/30

664,241‌

500,000

Air

Lease

Corp

3.125

12/01/30

436,883‌

1,000,000

Air

Lease

Corp

5.200

07/15/31

977,281‌

500,000

Aircastle

Ltd

4.250

06/15/26

487,075‌

500,000

Allegion

plc

3.500

10/01/29

461,690‌

200,000

Allegion

US

Holding

Co,

Inc

3.550

10/01/27

189,406‌

500,000

Allegion

US

Holding

Co,

Inc

5.411

07/01/32

498,796‌

350,000

Allegion

US

Holding

Co,

Inc

5.600

05/29/34

350,173‌

3,200,000

Boeing

Co

4.875

05/01/25

3,166,020‌

400,000

Boeing

Co

2.600

10/30/25

382,505‌

2,000,000

Boeing

Co

2.750

02/01/26

1,900,700‌

3,000,000

Boeing

Co

2.196

02/04/26

2,819,625‌

300,000

Boeing

Co

3.100

05/01/26

284,652‌

200,000

Boeing

Co

2.250

06/15/26

186,217‌

500,000

Boeing

Co

2.700

02/01/27

460,948‌

250,000

Boeing

Co

2.800

03/01/27

230,213‌

1,900,000

Boeing

Co

5.040

05/01/27

1,858,137‌

500,000

Boeing

Co

3.250

03/01/28

455,902‌

125,000

Boeing

Co

3.450

11/01/28

112,931‌

600,000

(a)

Boeing

Co

3.200

03/01/29

532,332‌

2,000,000

(d)

Boeing

Co

6.298

05/01/29

2,028,120‌

750,000

Boeing

Co

2.950

02/01/30

642,095‌

1,600,000

Boeing

Co

5.150

05/01/30

1,536,458‌

1,000,000

Boeing

Co

3.625

02/01/31

875,225‌

2,000,000

(d)

Boeing

Co

6.388

05/01/31

2,036,114‌

300,000

(a)

Boeing

Co

3.600

05/01/34

241,369‌

2,000,000

(d)

Boeing

Co

6.528

05/01/34

2,047,799‌

425,000

Boeing

Co

3.250

02/01/35

324,544‌

500,000

Boeing

Co

3.550

03/01/38

361,841‌

600,000

Boeing

Co

3.500

03/01/39

426,115‌

350,000

Boeing

Co

5.875

02/15/40

327,626‌

5,500,000

Boeing

Co

5.705

05/01/40

5,070,806‌

300,000

Boeing

Co

3.375

06/15/46

191,293‌

250,000

Boeing

Co

3.650

03/01/47

162,508‌

100,000

Boeing

Co

3.625

03/01/48

64,058‌

100,000

Boeing

Co

3.850

11/01/48

66,156‌

5,000,000

Boeing

Co

5.805

05/01/50

4,506,000‌

17

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

CAPITAL

GOODS—continued

$

975,000

(d)

Boeing

Co

6.858

%

05/01/54

$

1,000,518‌

125,000

Boeing

Co

3.825

03/01/59

78,893‌

750,000

Boeing

Co

3.950

08/01/59

477,850‌

5,500,000

Boeing

Co

5.930

05/01/60

4,917,282‌

2,000,000

(d)

Boeing

Co

7.008

05/01/64

2,047,740‌

200,000

Carlisle

Cos,

Inc

3.500

12/01/24

198,034‌

1,000,000

Carlisle

Cos,

Inc

2.750

03/01/30

880,770‌

1,000,000

Carlisle

Cos,

Inc

2.200

03/01/32

804,731‌

1,444,000

Carrier

Global

Corp

2.493

02/15/27

1,351,945‌

1,100,000

Carrier

Global

Corp

2.722

02/15/30

971,792‌

150,000

Carrier

Global

Corp

2.700

02/15/31

128,950‌

125,000

Carrier

Global

Corp

5.900

03/15/34

130,459‌

2,000,000

Carrier

Global

Corp

3.377

04/05/40

1,547,103‌

900,000

Carrier

Global

Corp

3.577

04/05/50

654,639‌

225,000

Carrier

Global

Corp

6.200

03/15/54

240,894‌

3,000,000

Caterpillar

Financial

Services

Corp

0.900

03/02/26

2,798,408‌

500,000

Caterpillar

Financial

Services

Corp

2.400

08/09/26

473,698‌

2,000,000

Caterpillar

Financial

Services

Corp

1.150

09/14/26

1,837,569‌

2,000,000

Caterpillar

Financial

Services

Corp

4.500

01/08/27

1,979,764‌

1,500,000

Caterpillar

Financial

Services

Corp

5.000

05/14/27

1,500,926‌

1,000,000

Caterpillar

Financial

Services

Corp

3.600

08/12/27

962,449‌

2,000,000

Caterpillar

Financial

Services

Corp

4.850

02/27/29

2,000,473‌

500,000

Caterpillar,

Inc

2.600

09/19/29

448,327‌

1,000,000

(a)

Caterpillar,

Inc

1.900

03/12/31

839,853‌

225,000

Caterpillar,

Inc

5.200

05/27/41

218,714‌

2,363,000

Caterpillar,

Inc

3.803

08/15/42

1,915,719‌

300,000

Caterpillar,

Inc

4.300

05/15/44

259,878‌

750,000

Caterpillar,

Inc

3.250

09/19/49

533,893‌

750,000

Caterpillar,

Inc

3.250

04/09/50

535,224‌

1,000,000

CNH

Industrial

Capital

LLC

1.875

01/15/26

946,411‌

1,000,000

CNH

Industrial

Capital

LLC

1.450

07/15/26

924,534‌

1,000,000

CNH

Industrial

Capital

LLC

4.550

04/10/28

977,845‌

1,000,000

CNH

Industrial

Capital

LLC

5.100

04/20/29

995,984‌

500,000

CNH

Industrial

NV

3.850

11/15/27

478,822‌

1,000,000

Cummins,

Inc

4.900

02/20/29

998,644‌

1,000,000

Cummins,

Inc

1.500

09/01/30

820,339‌

1,000,000

Cummins,

Inc

5.150

02/20/34

1,001,068‌

200,000

Cummins,

Inc

4.875

10/01/43

183,552‌

750,000

Cummins,

Inc

2.600

09/01/50

456,641‌

500,000

Cummins,

Inc

5.450

02/20/54

490,425‌

218,000

Deere

&

Co

5.375

10/16/29

223,393‌

500,000

Deere

&

Co

2.875

09/07/49

335,754‌

825,000

Dover

Corp

3.150

11/15/25

798,919‌

100,000

Dover

Corp

2.950

11/04/29

90,512‌

100,000

Dover

Corp

5.375

03/01/41

97,368‌

1,000,000

(d)

EAS

Segment

5.350

09/18/28

1,004,181‌

1,000,000

(d)

EAS

Segment

5.450

09/18/33

998,094‌

200,000

Eaton

Corp

3.103

09/15/27

188,830‌

1,000,000

Eaton

Corp

4.350

05/18/28

980,499‌

150,000

Eaton

Corp

4.000

11/02/32

139,731‌

1,250,000

Eaton

Corp

4.150

03/15/33

1,170,562‌

925,000

Eaton

Corp

4.150

11/02/42

785,925‌

200,000

Eaton

Corp

3.915

09/15/47

159,699‌

1,250,000

Eaton

Corp

4.700

08/23/52

1,129,554‌

200,000

Emerson

Electric

Co

3.150

06/01/25

196,040‌

1,000,000

Emerson

Electric

Co

0.875

10/15/26

912,058‌

500,000

Emerson

Electric

Co

1.800

10/15/27

454,955‌

500,000

Emerson

Electric

Co

2.000

12/21/28

443,269‌

750,000

Emerson

Electric

Co

1.950

10/15/30

633,645‌

500,000

Emerson

Electric

Co

2.200

12/21/31

416,759‌

200,000

Emerson

Electric

Co

5.250

11/15/39

200,025‌

Nuveen

Bond

Index

Fund

June

30,

2024

18

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

CAPITAL

GOODS—continued

$

500,000

Emerson

Electric

Co

2.750

%

10/15/50

$

319,838‌

500,000

Emerson

Electric

Co

2.800

12/21/51

314,315‌

500,000

Flowserve

Corp

3.500

10/01/30

444,949‌

1,000,000

Flowserve

Corp

2.800

01/15/32

820,679‌

875,000

Fortive

Corp

3.150

06/15/26

838,548‌

250,000

Fortive

Corp

4.300

06/15/46

207,393‌

200,000

Fortune

Brands

Innovations,

Inc

4.000

06/15/25

196,645‌

500,000

Fortune

Brands

Innovations,

Inc

4.000

03/25/32

454,177‌

1,000,000

Fortune

Brands

Innovations,

Inc

5.875

06/01/33

1,013,307‌

500,000

Fortune

Brands

Innovations,

Inc

4.500

03/25/52

392,835‌

500,000

GATX

Corp

3.250

09/15/26

478,249‌

200,000

GATX

Corp

3.500

03/15/28

187,653‌

200,000

GATX

Corp

4.550

11/07/28

195,524‌

425,000

GATX

Corp

4.700

04/01/29

415,530‌

500,000

GATX

Corp

4.000

06/30/30

465,217‌

1,000,000

GATX

Corp

1.900

06/01/31

800,483‌

500,000

GATX

Corp

4.900

03/15/33

478,213‌

750,000

GATX

Corp

5.450

09/15/33

740,203‌

700,000

GATX

Corp

6.050

03/15/34

715,809‌

225,000

GATX

Corp

5.200

03/15/44

207,945‌

750,000

GATX

Corp

6.050

06/05/54

751,029‌

500,000

GE

Capital

Funding

LLC

3.450

05/15/25

490,334‌

3,000,000

General

Dynamics

Corp

1.150

06/01/26

2,788,734‌

900,000

General

Dynamics

Corp

2.250

06/01/31

760,489‌

1,000,000

General

Dynamics

Corp

2.850

06/01/41

719,554‌

225,000

General

Dynamics

Corp

3.600

11/15/42

177,335‌

1,950,000

General

Dynamics

Corp

4.250

04/01/50

1,642,466‌

750,000

HEICO

Corp

5.250

08/01/28

751,197‌

750,000

HEICO

Corp

5.350

08/01/33

743,276‌

1,700,000

Honeywell

International,

Inc

2.500

11/01/26

1,606,722‌

750,000

Honeywell

International,

Inc

4.950

02/15/28

755,882‌

1,000,000

Honeywell

International,

Inc

4.875

09/01/29

1,001,467‌

950,000

Honeywell

International,

Inc

1.950

06/01/30

810,112‌

1,000,000

Honeywell

International,

Inc

4.950

09/01/31

1,001,140‌

1,000,000

Honeywell

International,

Inc

5.000

02/15/33

998,843‌

2,000,000

Honeywell

International,

Inc

4.500

01/15/34

1,919,739‌

1,500,000

Honeywell

International,

Inc

5.000

03/01/35

1,487,083‌

782,000

Honeywell

International,

Inc

3.812

11/21/47

612,919‌

575,000

Honeywell

International,

Inc

2.800

06/01/50

378,692‌

1,500,000

Honeywell

International,

Inc

5.250

03/01/54

1,455,529‌

1,000,000

Honeywell

International,

Inc

5.350

03/01/64

970,386‌

200,000

Hubbell,

Inc

3.350

03/01/26

193,562‌

500,000

Hubbell,

Inc

3.150

08/15/27

471,434‌

200,000

Hubbell,

Inc

3.500

02/15/28

188,847‌

1,000,000

Hubbell,

Inc

2.300

03/15/31

833,567‌

500,000

Huntington

Ingalls

Industries,

Inc

3.844

05/01/25

492,011‌

500,000

Huntington

Ingalls

Industries,

Inc

4.200

05/01/30

470,123‌

500,000

IDEX

Corp

3.000

05/01/30

440,932‌

1,000,000

IDEX

Corp

2.625

06/15/31

841,163‌

1,000,000

Illinois

Tool

Works,

Inc

2.650

11/15/26

951,002‌

200,000

Illinois

Tool

Works,

Inc

4.875

09/15/41

188,949‌

1,000,000

Illinois

Tool

Works,

Inc

3.900

09/01/42

832,458‌

150,000

Ingersoll

Rand,

Inc

5.400

08/14/28

151,398‌

1,500,000

Ingersoll

Rand,

Inc

5.176

06/15/29

1,499,939‌

1,250,000

Ingersoll

Rand,

Inc

5.314

06/15/31

1,256,619‌

125,000

Ingersoll

Rand,

Inc

5.700

08/14/33

127,788‌

1,250,000

Ingersoll

Rand,

Inc

5.450

06/15/34

1,260,840‌

125,000

John

Deere

Capital

Corp

3.400

09/11/25

122,309‌

1,000,000

John

Deere

Capital

Corp

0.700

01/15/26

934,817‌

500,000

John

Deere

Capital

Corp

2.250

09/14/26

470,685‌

1,000,000

John

Deere

Capital

Corp

1.300

10/13/26

920,162‌

19

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

CAPITAL

GOODS—continued

$

250,000

John

Deere

Capital

Corp

1.750

%

03/09/27

$

229,557‌

200,000

John

Deere

Capital

Corp

2.800

09/08/27

187,168‌

1,000,000

John

Deere

Capital

Corp

4.150

09/15/27

978,086‌

200,000

John

Deere

Capital

Corp

3.050

01/06/28

188,845‌

1,000,000

John

Deere

Capital

Corp

4.750

01/20/28

995,740‌

1,000,000

John

Deere

Capital

Corp

4.900

03/03/28

999,596‌

2,000,000

John

Deere

Capital

Corp

1.500

03/06/28

1,769,744‌

575,000

John

Deere

Capital

Corp

4.950

07/14/28

575,604‌

1,500,000

John

Deere

Capital

Corp

3.350

04/18/29

1,404,855‌

2,000,000

John

Deere

Capital

Corp

4.850

06/11/29

1,993,529‌

500,000

John

Deere

Capital

Corp

2.800

07/18/29

452,979‌

1,000,000

John

Deere

Capital

Corp

4.850

10/11/29

1,000,000‌

500,000

John

Deere

Capital

Corp

2.450

01/09/30

441,606‌

1,500,000

John

Deere

Capital

Corp

4.700

06/10/30

1,485,242‌

1,000,000

(a)

John

Deere

Capital

Corp

1.450

01/15/31

811,986‌

2,500,000

John

Deere

Capital

Corp

4.900

03/07/31

2,487,891‌

2,000,000

John

Deere

Capital

Corp

2.000

06/17/31

1,649,525‌

450,000

John

Deere

Capital

Corp

3.900

06/07/32

416,612‌

1,000,000

John

Deere

Capital

Corp

4.350

09/15/32

955,868‌

2,000,000

John

Deere

Capital

Corp

5.150

09/08/33

2,004,850‌

1,000,000

John

Deere

Capital

Corp

5.100

04/11/34

997,150‌

2,000,000

John

Deere

Capital

Corp

5.050

06/12/34

1,985,918‌

474,000

Johnson

Controls

International

plc

3.900

02/14/26

462,523‌

1,000,000

Johnson

Controls

International

plc

5.500

04/19/29

1,011,711‌

1,000,000

Johnson

Controls

International

plc

1.750

09/15/30

826,075‌

1,000,000

Johnson

Controls

International

plc

2.000

09/16/31

808,962‌

500,000

Johnson

Controls

International

plc

4.900

12/01/32

487,586‌

207,000

Johnson

Controls

International

plc

6.000

01/15/36

214,747‌

325,000

Johnson

Controls

International

plc

4.625

07/02/44

279,573‌

6,000

Johnson

Controls

International

plc

5.125

09/14/45

5,455‌

300,000

Johnson

Controls

International

plc

4.500

02/15/47

250,639‌

72,000

Johnson

Controls

International

plc

(Step

Bond)

4.950

07/02/64

61,737‌

200,000

Kennametal,

Inc

4.625

06/15/28

195,164‌

1,000,000

Kennametal,

Inc

2.800

03/01/31

839,669‌

600,000

L3Harris

Technologies,

Inc

3.850

12/15/26

579,844‌

1,000,000

L3Harris

Technologies,

Inc

5.400

01/15/27

1,004,043‌

1,275,000

L3Harris

Technologies,

Inc

4.400

06/15/28

1,238,260‌

625,000

L3Harris

Technologies,

Inc

4.400

06/15/28

606,990‌

1,000,000

L3Harris

Technologies,

Inc

5.050

06/01/29

992,971‌

175,000

L3Harris

Technologies,

Inc

2.900

12/15/29

156,081‌

1,000,000

L3Harris

Technologies,

Inc

1.800

01/15/31

809,049‌

1,000,000

L3Harris

Technologies,

Inc

5.250

06/01/31

996,654‌

1,000,000

L3Harris

Technologies,

Inc

5.400

07/31/33

996,846‌

1,000,000

L3Harris

Technologies,

Inc

5.350

06/01/34

992,867‌

300,000

L3Harris

Technologies,

Inc

4.854

04/27/35

284,784‌

600,000

L3Harris

Technologies,

Inc

5.054

04/27/45

553,726‌

1,000,000

L3Harris

Technologies,

Inc

5.600

07/31/53

991,231‌

100,000

Legrand

France

S.A.

8.500

02/15/25

101,686‌

100,000

Lennox

International,

Inc

1.700

08/01/27

89,968‌

1,000,000

Lennox

International,

Inc

5.500

09/15/28

1,011,125‌

1,100,000

Lockheed

Martin

Corp

3.550

01/15/26

1,073,339‌

750,000

Lockheed

Martin

Corp

5.100

11/15/27

755,100‌

1,000,000

Lockheed

Martin

Corp

4.450

05/15/28

984,851‌

1,000,000

Lockheed

Martin

Corp

4.500

02/15/29

984,719‌

150,000

Lockheed

Martin

Corp

1.850

06/15/30

126,364‌

625,000

Lockheed

Martin

Corp

3.900

06/15/32

582,942‌

550,000

Lockheed

Martin

Corp

5.250

01/15/33

559,077‌

1,000,000

Lockheed

Martin

Corp

4.750

02/15/34

973,632‌

1,000,000

Lockheed

Martin

Corp

4.800

08/15/34

976,530‌

300,000

Lockheed

Martin

Corp

3.600

03/01/35

263,080‌

500,000

Lockheed

Martin

Corp

4.500

05/15/36

469,365‌

Nuveen

Bond

Index

Fund

June

30,

2024

20

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

CAPITAL

GOODS—continued

$

1,833,000

Lockheed

Martin

Corp

4.070

%

12/15/42

$

1,541,396‌

275,000

Lockheed

Martin

Corp

3.800

03/01/45

219,212‌

200,000

Lockheed

Martin

Corp

4.700

05/15/46

179,950‌

1,150,000

Lockheed

Martin

Corp

2.800

06/15/50

730,917‌

1,894,000

Lockheed

Martin

Corp

4.090

09/15/52

1,516,718‌

1,000,000

Lockheed

Martin

Corp

4.150

06/15/53

806,776‌

750,000

Lockheed

Martin

Corp

5.700

11/15/54

771,308‌

1,000,000

Lockheed

Martin

Corp

5.200

02/15/55

957,156‌

1,000,000

Lockheed

Martin

Corp

4.300

06/15/62

807,431‌

750,000

Lockheed

Martin

Corp

5.900

11/15/63

786,789‌

325,000

Lockheed

Martin

Corp

5.200

02/15/64

307,273‌

200,000

Masco

Corp

3.500

11/15/27

188,993‌

200,000

Masco

Corp

1.500

02/15/28

175,404‌

500,000

Masco

Corp

2.000

10/01/30

411,844‌

550,000

Masco

Corp

2.000

02/15/31

448,025‌

700,000

Masco

Corp

4.500

05/15/47

577,926‌

1,000,000

Masco

Corp

3.125

02/15/51

645,578‌

500,000

MasTec,

Inc

5.900

06/15/29

502,108‌

735,000

Nature

Conservancy

3.957

03/01/52

601,476‌

1,000,000

Nordson

Corp

5.600

09/15/28

1,011,966‌

500,000

Nordson

Corp

5.800

09/15/33

512,953‌

300,000

Northrop

Grumman

Corp

3.200

02/01/27

286,122‌

3,275,000

Northrop

Grumman

Corp

3.250

01/15/28

3,084,326‌

1,000,000

Northrop

Grumman

Corp

4.600

02/01/29

981,805‌

425,000

Northrop

Grumman

Corp

4.400

05/01/30

410,361‌

1,500,000

Northrop

Grumman

Corp

4.700

03/15/33

1,447,129‌

1,000,000

Northrop

Grumman

Corp

4.900

06/01/34

972,440‌

100,000

Northrop

Grumman

Corp

5.050

11/15/40

94,822‌

700,000

Northrop

Grumman

Corp

4.750

06/01/43

626,647‌

300,000

Northrop

Grumman

Corp

3.850

04/15/45

233,736‌

1,450,000

Northrop

Grumman

Corp

4.030

10/15/47

1,145,833‌

1,000,000

Northrop

Grumman

Corp

5.250

05/01/50

948,718‌

1,500,000

Northrop

Grumman

Corp

4.950

03/15/53

1,349,199‌

1,000,000

Northrop

Grumman

Corp

5.200

06/01/54

936,313‌

200,000

nVent

Finance

Sarl

4.550

04/15/28

194,190‌

1,000,000

nVent

Finance

Sarl

2.750

11/15/31

822,957‌

500,000

nVent

Finance

Sarl

5.650

05/15/33

497,879‌

100,000

Oshkosh

Corp

3.100

03/01/30

88,538‌

1,000,000

Otis

Worldwide

Corp

2.293

04/05/27

927,042‌

1,000,000

Otis

Worldwide

Corp

5.250

08/16/28

1,005,355‌

525,000

Otis

Worldwide

Corp

2.565

02/15/30

460,784‌

500,000

Otis

Worldwide

Corp

3.112

02/15/40

371,999‌

450,000

Otis

Worldwide

Corp

3.362

02/15/50

315,741‌

500,000

Owens

Corning

4.200

12/01/24

496,601‌

300,000

Owens

Corning

3.400

08/15/26

288,011‌

500,000

Owens

Corning

3.950

08/15/29

472,748‌

300,000

Owens

Corning

3.875

06/01/30

279,549‌

625,000

Owens

Corning

5.700

06/15/34

630,752‌

525,000

Owens

Corning

4.300

07/15/47

421,765‌

350,000

Owens

Corning

4.400

01/30/48

281,657‌

1,000,000

(a)

PACCAR

Financial

Corp

1.100

05/11/26

929,499‌

500,000

PACCAR

Financial

Corp

5.200

11/09/26

501,836‌

1,500,000

PACCAR

Financial

Corp

4.600

01/10/28

1,485,448‌

1,500,000

PACCAR

Financial

Corp

4.950

08/10/28

1,502,759‌

1,000,000

PACCAR

Financial

Corp

4.600

01/31/29

989,036‌

1,000,000

(a)

PACCAR

Financial

Corp

5.000

03/22/34

996,127‌

650,000

Parker-Hannifin

Corp

3.250

03/01/27

619,844‌

1,500,000

Parker-Hannifin

Corp

4.250

09/15/27

1,461,498‌

1,825,000

Parker-Hannifin

Corp

3.250

06/14/29

1,676,159‌

1,500,000

Parker-Hannifin

Corp

4.500

09/15/29

1,461,822‌

200,000

Parker-Hannifin

Corp

4.200

11/21/34

182,606‌

21

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

CAPITAL

GOODS—continued

$

200,000

Parker-Hannifin

Corp

4.450

%

11/21/44

$

170,380‌

750,000

Parker-Hannifin

Corp

4.100

03/01/47

596,623‌

225,000

Parker-Hannifin

Corp

4.000

06/14/49

175,010‌

500,000

Pentair

Finance

Sarl

5.900

07/15/32

510,419‌

400,000

Precision

Castparts

Corp

4.200

06/15/35

378,155‌

100,000

Precision

Castparts

Corp

3.900

01/15/43

82,893‌

1,000,000

Quanta

Services,

Inc

2.900

10/01/30

880,965‌

600,000

Quanta

Services,

Inc

2.350

01/15/32

487,494‌

1,000,000

Quanta

Services,

Inc

3.050

10/01/41

705,089‌

300,000

Raytheon

Technologies

Corp

3.150

12/15/24

296,249‌

1,325,000

Raytheon

Technologies

Corp

3.500

03/15/27

1,269,609‌

725,000

Raytheon

Technologies

Corp

3.125

05/04/27

687,147‌

200,000

Raytheon

Technologies

Corp

7.200

08/15/27

212,340‌

2,550,000

Raytheon

Technologies

Corp

4.125

11/16/28

2,454,628‌

2,000,000

Raytheon

Technologies

Corp

5.750

01/15/29

2,053,527‌

4,500,000

Raytheon

Technologies

Corp

2.250

07/01/30

3,843,231‌

1,500,000

Raytheon

Technologies

Corp

6.000

03/15/31

1,562,475‌

1,000,000

Raytheon

Technologies

Corp

1.900

09/01/31

802,415‌

1,000,000

Raytheon

Technologies

Corp

2.375

03/15/32

819,631‌

1,050,000

Raytheon

Technologies

Corp

5.150

02/27/33

1,039,094‌

1,500,000

Raytheon

Technologies

Corp

6.100

03/15/34

1,578,912‌

750,000

Raytheon

Technologies

Corp

4.450

11/16/38

662,248‌

100,000

Raytheon

Technologies

Corp

4.700

12/15/41

88,501‌

2,150,000

Raytheon

Technologies

Corp

4.500

06/01/42

1,862,140‌

125,000

Raytheon

Technologies

Corp

4.800

12/15/43

111,363‌

150,000

Raytheon

Technologies

Corp

4.200

12/15/44

118,918‌

1,650,000

Raytheon

Technologies

Corp

4.150

05/15/45

1,332,950‌

700,000

Raytheon

Technologies

Corp

4.350

04/15/47

577,218‌

2,325,000

Raytheon

Technologies

Corp

4.625

11/16/48

1,995,509‌

2,000,000

Raytheon

Technologies

Corp

3.125

07/01/50

1,313,295‌

1,000,000

Raytheon

Technologies

Corp

2.820

09/01/51

608,940‌

1,000,000

Raytheon

Technologies

Corp

3.030

03/15/52

637,578‌

1,000,000

Raytheon

Technologies

Corp

5.375

02/27/53

949,610‌

1,500,000

Raytheon

Technologies

Corp

6.400

03/15/54

1,635,484‌

1,500,000

Regal

Rexnord

Corp

6.050

04/15/28

1,518,021‌

1,000,000

Regal

Rexnord

Corp

6.300

02/15/30

1,022,344‌

325,000

Regal

Rexnord

Corp

6.400

04/15/33

332,535‌

400,000

Rockwell

Automation,

Inc

3.500

03/01/29

377,703‌

150,000

Rockwell

Automation,

Inc

1.750

08/15/31

121,044‌

400,000

Rockwell

Automation,

Inc

4.200

03/01/49

334,305‌

1,000,000

Rockwell

Automation,

Inc

2.800

08/15/61

573,380‌

200,000

Snap-on,

Inc

3.250

03/01/27

191,820‌

200,000

Snap-on,

Inc

4.100

03/01/48

164,623‌

500,000

Snap-on,

Inc

3.100

05/01/50

340,385‌

1,000,000

Stanley

Black

&

Decker,

Inc

6.000

03/06/28

1,031,045‌

300,000

Stanley

Black

&

Decker,

Inc

4.250

11/15/28

289,471‌

1,000,000

Stanley

Black

&

Decker,

Inc

2.300

03/15/30

852,386‌

1,000,000

Stanley

Black

&

Decker,

Inc

3.000

05/15/32

849,256‌

100,000

Stanley

Black

&

Decker,

Inc

5.200

09/01/40

93,197‌

425,000

Stanley

Black

&

Decker,

Inc

4.850

11/15/48

359,361‌

1,500,000

Stanley

Black

&

Decker,

Inc

2.750

11/15/50

858,783‌

450,000

Stanley

Black

&

Decker,

Inc

4.000

03/15/60

408,431‌

150,000

Textron,

Inc

4.000

03/15/26

146,541‌

500,000

Textron,

Inc

3.650

03/15/27

479,083‌

100,000

Textron,

Inc

3.375

03/01/28

93,702‌

750,000

Textron,

Inc

3.900

09/17/29

703,478‌

500,000

Textron,

Inc

3.000

06/01/30

440,184‌

300,000

Textron,

Inc

2.450

03/15/31

251,326‌

500,000

Textron,

Inc

6.100

11/15/33

518,028‌

200,000

Timken

Co

4.500

12/15/28

193,867‌

1,000,000

Timken

Co

4.125

04/01/32

908,988‌

Nuveen

Bond

Index

Fund

June

30,

2024

22

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

CAPITAL

GOODS—continued

$

425,000

Trane

Technologies

Financing

Ltd

5.250

%

03/03/33

$

428,064‌

900,000

Trane

Technologies

Financing

Ltd

5.100

06/13/34

896,955‌

400,000

Trane

Technologies

Global

Holding

Co

Ltd

3.750

08/21/28

381,302‌

200,000

Trane

Technologies

Global

Holding

Co

Ltd

5.750

06/15/43

203,709‌

450,000

Trane

Technologies

Global

Holding

Co

Ltd

4.300

02/21/48

373,017‌

100,000

Trane

Technologies

Luxembourg

Finance

S.A.

3.500

03/21/26

96,799‌

1,000,000

Trane

Technologies

Luxembourg

Finance

S.A.

3.800

03/21/29

950,409‌

300,000

Trane

Technologies

Luxembourg

Finance

S.A.

4.500

03/21/49

256,385‌

1,000,000

Triton

Container

International

Ltd

3.250

03/15/32

820,027‌

100,000

Tyco

Electronics

Group

S.A.

3.700

02/15/26

97,642‌

1,150,000

Tyco

Electronics

Group

S.A.

3.125

08/15/27

1,086,882‌

900,000

Tyco

Electronics

Group

S.A.

2.500

02/04/32

757,636‌

200,000

Valmont

Industries,

Inc

5.000

10/01/44

181,529‌

200,000

Valmont

Industries,

Inc

5.250

10/01/54

178,884‌

500,000

Westinghouse

Air

Brake

Technologies

Corp

3.200

06/15/25

487,915‌

300,000

Westinghouse

Air

Brake

Technologies

Corp

3.450

11/15/26

286,701‌

875,000

Westinghouse

Air

Brake

Technologies

Corp

4.700

09/15/28

857,774‌

1,000,000

Westinghouse

Air

Brake

Technologies

Corp

5.611

03/11/34

1,005,497‌

800,000

WW

Grainger,

Inc

4.600

06/15/45

716,423‌

200,000

WW

Grainger,

Inc

3.750

05/15/46

155,689‌

125,000

WW

Grainger,

Inc

4.200

05/15/47

103,867‌

775,000

Xylem,

Inc

3.250

11/01/26

740,943‌

225,000

Xylem,

Inc

1.950

01/30/28

201,885‌

150,000

Xylem,

Inc

2.250

01/30/31

125,856‌

100,000

Xylem,

Inc

4.375

11/01/46

82,929‌

TOTAL

CAPITAL

GOODS

302,175,424‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0.2%

700,000

Automatic

Data

Processing,

Inc

3.375

09/15/25

685,595‌

400,000

Automatic

Data

Processing,

Inc

1.700

05/15/28

357,291‌

900,000

Automatic

Data

Processing,

Inc

1.250

09/01/30

728,576‌

200,000

Block

Financial

LLC

5.250

10/01/25

198,608‌

1,000,000

Block

Financial

LLC

2.500

07/15/28

896,187‌

750,000

Block

Financial

LLC

3.875

08/15/30

687,488‌

350,000

Broadridge

Financial

Solutions,

Inc

3.400

06/27/26

336,344‌

1,000,000

Broadridge

Financial

Solutions,

Inc

2.900

12/01/29

891,127‌

1,000,000

Broadridge

Financial

Solutions,

Inc

2.600

05/01/31

843,249‌

675,000

Cintas

Corp

No

2

3.700

04/01/27

649,727‌

1,500,000

Concentrix

Corp

6.600

08/02/28

1,518,332‌

1,500,000

(a)

Concentrix

Corp

6.850

08/02/33

1,484,423‌

1,000,000

Corp

Andina

de

Fomento

5.000

01/24/29

997,181‌

750,000

Council

Of

Europe

Development

Bank

4.125

01/24/29

738,944‌

125,000

Equifax,

Inc

2.600

12/15/25

119,736‌

1,000,000

Equifax,

Inc

5.100

12/15/27

995,668‌

1,000,000

Equifax,

Inc

5.100

06/01/28

995,937‌

100,000

Equifax,

Inc

3.100

05/15/30

89,163‌

2,000,000

Equifax,

Inc

2.350

09/15/31

1,641,123‌

3,720,000

(a)

International

Bank

for

Reconstruction

&

Development

4.000

01/10/31

3,621,771‌

4,000,000

International

Bank

for

Reconstruction

&

Development

4.500

04/10/31

4,008,680‌

1,500,000

Jacobs

Engineering

Group,

Inc

5.900

03/01/33

1,499,211‌

625,000

RELX

Capital,

Inc

4.000

03/18/29

600,717‌

100,000

RELX

Capital,

Inc

3.000

05/22/30

89,718‌

275,000

RELX

Capital,

Inc

4.750

05/20/32

266,445‌

275,000

Republic

Services,

Inc

0.875

11/15/25

258,550‌

900,000

Republic

Services,

Inc

2.900

07/01/26

860,271‌

100,000

Republic

Services,

Inc

3.375

11/15/27

94,843‌

1,000,000

Republic

Services,

Inc

4.875

04/01/29

991,698‌

750,000

Republic

Services,

Inc

5.000

11/15/29

747,082‌

500,000

Republic

Services,

Inc

2.300

03/01/30

432,355‌

1,000,000

Republic

Services,

Inc

1.450

02/15/31

792,893‌

575,000

Republic

Services,

Inc

1.750

02/15/32

452,139‌

1,000,000

Republic

Services,

Inc

2.375

03/15/33

799,418‌

23

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

COMMERCIAL

&

PROFESSIONAL

SERVICES—continued

$

1,000,000

Republic

Services,

Inc

5.000

%

12/15/33

$

979,002‌

425,000

Republic

Services,

Inc

5.000

04/01/34

415,983‌

750,000

Republic

Services,

Inc

5.200

11/15/34

744,539‌

1,000,000

Republic

Services,

Inc

3.050

03/01/50

664,211‌

880,000

Rockefeller

Foundation

2.492

10/01/50

544,448‌

1,200,000

Thomson

Reuters

Corp

3.350

05/15/26

1,157,032‌

145,000

Thomson

Reuters

Corp

5.850

04/15/40

148,195‌

200,000

Thomson

Reuters

Corp

5.650

11/23/43

195,853‌

74,000

Verisk

Analytics,

Inc

4.000

06/15/25

72,782‌

850,000

Verisk

Analytics,

Inc

4.125

03/15/29

817,127‌

750,000

Verisk

Analytics,

Inc

5.750

04/01/33

769,853‌

300,000

Verisk

Analytics,

Inc

5.500

06/15/45

290,298‌

200,000

Verisk

Analytics,

Inc

3.625

05/15/50

143,824‌

750,000

Waste

Connections,

Inc

3.500

05/01/29

700,914‌

500,000

Waste

Connections,

Inc

2.600

02/01/30

440,371‌

700,000

Waste

Connections,

Inc

2.200

01/15/32

570,155‌

100,000

Waste

Connections,

Inc

3.200

06/01/32

86,892‌

425,000

Waste

Connections,

Inc

4.200

01/15/33

394,599‌

1,500,000

Waste

Connections,

Inc

5.000

03/01/34

1,466,203‌

500,000

Waste

Connections,

Inc

3.050

04/01/50

330,962‌

575,000

Waste

Connections,

Inc

2.950

01/15/52

367,447‌

500,000

Waste

Management,

Inc

1.150

03/15/28

436,651‌

1,000,000

Waste

Management,

Inc

4.875

02/15/29

996,876‌

1,000,000

Waste

Management,

Inc

2.000

06/01/29

873,203‌

1,000,000

Waste

Management,

Inc

4.625

02/15/30

983,781‌

1,000,000

Waste

Management,

Inc

1.500

03/15/31

800,347‌

2,000,000

(b)

Waste

Management,

Inc

4.950

07/03/31

1,983,837‌

1,500,000

Waste

Management,

Inc

4.150

04/15/32

1,412,855‌

1,000,000

Waste

Management,

Inc

4.625

02/15/33

965,533‌

1,000,000

Waste

Management,

Inc

4.875

02/15/34

980,266‌

1,000,000

Waste

Management,

Inc

2.950

06/01/41

722,790‌

250,000

Waste

Management,

Inc

2.500

11/15/50

149,498‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

51,976,817‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0.6%

1,325,000

Alibaba

Group

Holding

Ltd

3.400

12/06/27

1,251,926‌

1,250,000

(a)

Alibaba

Group

Holding

Ltd

2.125

02/09/31

1,032,696‌

500,000

Alibaba

Group

Holding

Ltd

4.500

11/28/34

460,596‌

750,000

Alibaba

Group

Holding

Ltd

4.000

12/06/37

635,681‌

1,250,000

Alibaba

Group

Holding

Ltd

2.700

02/09/41

840,042‌

1,500,000

Alibaba

Group

Holding

Ltd

4.200

12/06/47

1,184,708‌

1,250,000

(a)

Alibaba

Group

Holding

Ltd

3.150

02/09/51

800,524‌

750,000

Alibaba

Group

Holding

Ltd

4.400

12/06/57

592,016‌

1,250,000

Alibaba

Group

Holding

Ltd

3.250

02/09/61

759,787‌

325,000

Amazon.com,

Inc

5.200

12/03/25

325,351‌

5,000,000

Amazon.com,

Inc

1.000

05/12/26

4,651,621‌

3,000,000

Amazon.com,

Inc

3.300

04/13/27

2,876,832‌

1,000,000

Amazon.com,

Inc

1.200

06/03/27

902,729‌

2,000,000

Amazon.com,

Inc

3.150

08/22/27

1,899,071‌

3,000,000

Amazon.com,

Inc

4.550

12/01/27

2,977,709‌

2,000,000

Amazon.com,

Inc

1.650

05/12/28

1,781,540‌

2,000,000

Amazon.com,

Inc

3.450

04/13/29

1,897,255‌

2,000,000

Amazon.com,

Inc

4.650

12/01/29

1,992,591‌

1,000,000

Amazon.com,

Inc

1.500

06/03/30

832,909‌

2,000,000

Amazon.com,

Inc

2.100

05/12/31

1,684,939‌

2,000,000

Amazon.com,

Inc

3.600

04/13/32

1,836,797‌

2,000,000

Amazon.com,

Inc

4.700

12/01/32

1,982,143‌

1,800,000

Amazon.com,

Inc

4.800

12/05/34

1,789,125‌

2,625,000

Amazon.com,

Inc

3.875

08/22/37

2,318,036‌

2,500,000

Amazon.com,

Inc

2.875

05/12/41

1,837,982‌

775,000

Amazon.com,

Inc

4.950

12/05/44

749,221‌

2,875,000

Amazon.com,

Inc

4.050

08/22/47

2,393,561‌

Nuveen

Bond

Index

Fund

June

30,

2024

24

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL—continued

$

1,900,000

Amazon.com,

Inc

2.500

%

06/03/50

$

1,161,896‌

1,500,000

Amazon.com,

Inc

3.100

05/12/51

1,030,739‌

2,000,000

Amazon.com,

Inc

3.950

04/13/52

1,608,039‌

1,900,000

Amazon.com,

Inc

4.250

08/22/57

1,589,769‌

2,500,000

Amazon.com,

Inc

3.250

05/12/61

1,666,869‌

2,000,000

Amazon.com,

Inc

4.100

04/13/62

1,597,446‌

244,000

AutoNation,

Inc

4.500

10/01/25

240,181‌

200,000

AutoNation,

Inc

3.800

11/15/27

188,290‌

1,500,000

AutoNation,

Inc

1.950

08/01/28

1,300,648‌

100,000

AutoNation,

Inc

4.750

06/01/30

95,568‌

425,000

AutoNation,

Inc

2.400

08/01/31

341,975‌

900,000

(a)

AutoNation,

Inc

3.850

03/01/32

799,327‌

100,000

AutoZone,

Inc

3.125

04/21/26

96,051‌

650,000

AutoZone,

Inc

3.750

06/01/27

624,803‌

1,000,000

AutoZone,

Inc

4.500

02/01/28

977,856‌

200,000

AutoZone,

Inc

3.750

04/18/29

188,172‌

1,000,000

AutoZone,

Inc

5.100

07/15/29

995,853‌

500,000

AutoZone,

Inc

4.000

04/15/30

470,158‌

600,000

AutoZone,

Inc

1.650

01/15/31

481,225‌

225,000

AutoZone,

Inc

4.750

08/01/32

216,010‌

1,000,000

AutoZone,

Inc

4.750

02/01/33

954,856‌

1,000,000

AutoZone,

Inc

5.200

08/01/33

984,295‌

500,000

AutoZone,

Inc

6.550

11/01/33

536,813‌

1,000,000

AutoZone,

Inc

5.400

07/15/34

988,958‌

500,000

Best

Buy

Co,

Inc

4.450

10/01/28

487,283‌

500,000

Best

Buy

Co,

Inc

1.950

10/01/30

414,406‌

1,325,000

Cintas

Corp

No

2

4.000

05/01/32

1,244,949‌

1,000,000

(a)

Dick's

Sporting

Goods,

Inc

3.150

01/15/32

849,954‌

1,000,000

Dick's

Sporting

Goods,

Inc

4.100

01/15/52

705,306‌

1,000,000

eBay,

Inc

1.400

05/10/26

929,933‌

1,200,000

eBay,

Inc

3.600

06/05/27

1,151,705‌

500,000

(a)

eBay,

Inc

5.950

11/22/27

515,064‌

1,200,000

eBay,

Inc

2.700

03/11/30

1,057,583‌

1,000,000

eBay,

Inc

2.600

05/10/31

848,738‌

500,000

(a)

eBay,

Inc

6.300

11/22/32

530,969‌

200,000

eBay,

Inc

4.000

07/15/42

160,029‌

1,000,000

eBay,

Inc

3.650

05/10/51

712,770‌

1,000,000

Genuine

Parts

Co

6.500

11/01/28

1,048,057‌

1,500,000

Genuine

Parts

Co

1.875

11/01/30

1,213,855‌

275,000

Genuine

Parts

Co

2.750

02/01/32

228,392‌

350,000

Home

Depot,

Inc

3.350

09/15/25

342,285‌

1,925,000

Home

Depot,

Inc

3.000

04/01/26

1,855,181‌

1,550,000

Home

Depot,

Inc

2.125

09/15/26

1,456,441‌

1,000,000

Home

Depot,

Inc

2.875

04/15/27

946,527‌

2,000,000

Home

Depot,

Inc

0.900

03/15/28

1,742,258‌

1,000,000

Home

Depot,

Inc

1.500

09/15/28

877,228‌

825,000

Home

Depot,

Inc

3.900

12/06/28

796,971‌

2,500,000

Home

Depot,

Inc

4.900

04/15/29

2,504,288‌

2,333,000

Home

Depot,

Inc

2.950

06/15/29

2,137,088‌

2,500,000

(a)

Home

Depot,

Inc

4.750

06/25/29

2,485,442‌

375,000

Home

Depot,

Inc

2.700

04/15/30

334,078‌

2,000,000

Home

Depot,

Inc

1.375

03/15/31

1,593,423‌

575,000

Home

Depot,

Inc

4.850

06/25/31

570,486‌

1,000,000

Home

Depot,

Inc

1.875

09/15/31

814,146‌

1,000,000

Home

Depot,

Inc

3.250

04/15/32

886,902‌

1,000,000

(a)

Home

Depot,

Inc

4.500

09/15/32

969,492‌

675,000

Home

Depot,

Inc

4.950

06/25/34

667,964‌

425,000

Home

Depot,

Inc

5.875

12/16/36

450,308‌

150,000

Home

Depot,

Inc

5.950

04/01/41

158,655‌

675,000

Home

Depot,

Inc

4.200

04/01/43

571,925‌

450,000

Home

Depot,

Inc

4.875

02/15/44

416,897‌

25

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL—continued

$

650,000

Home

Depot,

Inc

4.400

%

03/15/45

$

562,223‌

725,000

Home

Depot,

Inc

4.250

04/01/46

609,749‌

2,100,000

Home

Depot,

Inc

3.900

06/15/47

1,656,415‌

2,000,000

Home

Depot,

Inc

4.500

12/06/48

1,732,212‌

1,000,000

Home

Depot,

Inc

3.125

12/15/49

682,335‌

2,655,000

Home

Depot,

Inc

3.350

04/15/50

1,885,657‌

3,000,000

Home

Depot,

Inc

2.375

03/15/51

1,722,754‌

1,000,000

Home

Depot,

Inc

2.750

09/15/51

622,218‌

500,000

Home

Depot,

Inc

3.625

04/15/52

369,848‌

1,000,000

Home

Depot,

Inc

4.950

09/15/52

923,350‌

400,000

Home

Depot,

Inc

5.300

06/25/54

390,542‌

675,000

Home

Depot,

Inc

3.500

09/15/56

478,473‌

325,000

(a)

Home

Depot,

Inc

5.400

06/25/64

316,740‌

500,000

JD.com,

Inc

3.375

01/14/30

455,648‌

500,000

(a)

JD.com,

Inc

4.125

01/14/50

385,585‌

750,000

LKQ

Corp

5.750

06/15/28

757,065‌

750,000

LKQ

Corp

6.250

06/15/33

769,773‌

400,000

Lowe's

Cos,

Inc

3.125

09/15/24

397,816‌

1,000,000

Lowe's

Cos,

Inc

4.000

04/15/25

987,687‌

1,000,000

Lowe's

Cos,

Inc

4.400

09/08/25

987,110‌

1,100,000

Lowe's

Cos,

Inc

3.375

09/15/25

1,073,306‌

500,000

Lowe's

Cos,

Inc

2.500

04/15/26

476,233‌

1,000,000

Lowe's

Cos,

Inc

3.350

04/01/27

954,084‌

2,000,000

Lowe's

Cos,

Inc

1.300

04/15/28

1,745,072‌

1,500,000

Lowe's

Cos,

Inc

1.700

09/15/28

1,310,678‌

775,000

Lowe's

Cos,

Inc

3.650

04/05/29

729,036‌

306,000

Lowe's

Cos,

Inc

4.500

04/15/30

296,952‌

1,500,000

Lowe's

Cos,

Inc

1.700

10/15/30

1,224,707‌

800,000

Lowe's

Cos,

Inc

2.625

04/01/31

682,490‌

1,000,000

Lowe's

Cos,

Inc

3.750

04/01/32

907,901‌

1,000,000

Lowe's

Cos,

Inc

5.000

04/15/33

984,604‌

650,000

(a)

Lowe's

Cos,

Inc

5.150

07/01/33

646,780‌

700,000

Lowe's

Cos,

Inc

2.800

09/15/41

480,415‌

56,000

Lowe's

Cos,

Inc

4.250

09/15/44

44,606‌

1,075,000

Lowe's

Cos,

Inc

3.700

04/15/46

789,876‌

2,000,000

Lowe's

Cos,

Inc

4.050

05/03/47

1,545,205‌

1,425,000

Lowe's

Cos,

Inc

4.550

04/05/49

1,183,732‌

1,320,000

Lowe's

Cos,

Inc

5.125

04/15/50

1,192,255‌

450,000

Lowe's

Cos,

Inc

3.000

10/15/50

281,388‌

1,000,000

Lowe's

Cos,

Inc

3.500

04/01/51

685,350‌

500,000

Lowe's

Cos,

Inc

4.250

04/01/52

392,960‌

1,000,000

Lowe's

Cos,

Inc

5.625

04/15/53

968,269‌

275,000

Lowe's

Cos,

Inc

5.750

07/01/53

270,832‌

500,000

Lowe's

Cos,

Inc

4.450

04/01/62

388,710‌

1,000,000

Lowe's

Cos,

Inc

5.800

09/15/62

972,211‌

600,000

Lowe's

Cos,

Inc

5.850

04/01/63

584,853‌

1,000,000

O'Reilly

Automotive,

Inc

3.600

09/01/27

952,659‌

300,000

O'Reilly

Automotive,

Inc

4.350

06/01/28

291,826‌

500,000

O'Reilly

Automotive,

Inc

3.900

06/01/29

473,104‌

200,000

O'Reilly

Automotive,

Inc

1.750

03/15/31

161,153‌

2,000,000

(a)

O'Reilly

Automotive,

Inc

4.700

06/15/32

1,930,267‌

500,000

Ross

Stores,

Inc

0.875

04/15/26

462,238‌

55,000

Ross

Stores,

Inc

4.700

04/15/27

54,373‌

500,000

Ross

Stores,

Inc

1.875

04/15/31

409,574‌

525,000

TJX

Cos,

Inc

2.250

09/15/26

494,653‌

1,750,000

TJX

Cos,

Inc

1.150

05/15/28

1,524,952‌

500,000

TJX

Cos,

Inc

1.600

05/15/31

402,632‌

650,000

Tractor

Supply

Co

1.750

11/01/30

528,513‌

1,000,000

Tractor

Supply

Co

5.250

05/15/33

991,225‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

142,283,037‌

Nuveen

Bond

Index

Fund

June

30,

2024

26

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

CONSUMER

DURABLES

&

APPAREL

-

0.1%

$

1,000,000

Brunswick

Corp

5.850

%

03/18/29

$

1,000,564‌

1,000,000

Brunswick

Corp

2.400

08/18/31

799,909‌

500,000

Brunswick

Corp

4.400

09/15/32

445,719‌

500,000

DR

Horton,

Inc

2.600

10/15/25

481,759‌

1,000,000

DR

Horton,

Inc

1.300

10/15/26

915,345‌

750,000

Hasbro,

Inc

3.550

11/19/26

715,803‌

775,000

Hasbro,

Inc

3.500

09/15/27

731,560‌

1,000,000

Hasbro,

Inc

3.900

11/19/29

922,293‌

500,000

Hasbro,

Inc

6.050

05/14/34

499,202‌

100,000

Hasbro,

Inc

6.350

03/15/40

102,468‌

200,000

Hasbro,

Inc

5.100

05/15/44

171,556‌

475,000

Leggett

&

Platt,

Inc

3.500

11/15/27

435,396‌

350,000

Leggett

&

Platt,

Inc

4.400

03/15/29

319,917‌

1,000,000

Leggett

&

Platt,

Inc

3.500

11/15/51

652,169‌

1,900,000

Lennar

Corp

4.750

11/29/27

1,873,520‌

500,000

MDC

Holdings,

Inc

3.966

08/06/61

425,937‌

500,000

Mohawk

Industries,

Inc

5.850

09/18/28

510,061‌

750,000

(a)

Mohawk

Industries,

Inc

3.625

05/15/30

687,113‌

650,000

NIKE,

Inc

2.375

11/01/26

612,869‌

300,000

NIKE,

Inc

3.625

05/01/43

236,753‌

825,000

NIKE,

Inc

3.875

11/01/45

659,859‌

200,000

NIKE,

Inc

3.375

11/01/46

147,158‌

2,440,000

NIKE,

Inc

3.375

03/27/50

1,758,082‌

1,000,000

NVR,

Inc

3.000

05/15/30

886,250‌

750,000

Polaris,

Inc

6.950

03/15/29

784,472‌

200,000

Ralph

Lauren

Corp

3.750

09/15/25

196,105‌

1,000,000

Ralph

Lauren

Corp

2.950

06/15/30

892,740‌

161,000

Tapestry,

Inc

4.125

07/15/27

154,296‌

2,000,000

Tapestry,

Inc

7.350

11/27/28

2,075,755‌

1,500,000

Tapestry,

Inc

7.700

11/27/30

1,567,351‌

450,000

Tapestry,

Inc

3.050

03/15/32

362,882‌

1,000,000

Tapestry,

Inc

7.850

11/27/33

1,053,266‌

400,000

VF

Corp

2.400

04/23/25

388,861‌

1,000,000

VF

Corp

2.800

04/23/27

913,257‌

200,000

(a)

VF

Corp

2.950

04/23/30

166,011‌

925,000

(a)

Whirlpool

Corp

4.750

02/26/29

909,881‌

500,000

Whirlpool

Corp

2.400

05/15/31

410,467‌

475,000

(a)

Whirlpool

Corp

4.700

05/14/32

451,456‌

750,000

(a)

Whirlpool

Corp

5.500

03/01/33

739,449‌

1,000,000

Whirlpool

Corp

5.750

03/01/34

998,432‌

200,000

(a)

Whirlpool

Corp

4.500

06/01/46

159,632‌

775,000

Whirlpool

Corp

4.600

05/15/50

613,708‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

28,829,283‌

CONSUMER

SERVICES

-

0.4%

750,000

American

University

3.672

04/01/49

580,652‌

300,000

Booking

Holdings,

Inc

3.650

03/15/25

296,126‌

300,000

Booking

Holdings,

Inc

3.600

06/01/26

291,610‌

900,000

Booking

Holdings,

Inc

3.550

03/15/28

855,786‌

1,100,000

Booking

Holdings,

Inc

4.625

04/13/30

1,083,384‌

1,000,000

(a)

Brown

University

2.924

09/01/50

685,781‌

1,000,000

Case

Western

Reserve

University

5.405

06/01/22

942,434‌

500,000

Choice

Hotels

International,

Inc

3.700

12/01/29

448,897‌

425,000

Choice

Hotels

International,

Inc

0.000

08/01/34

418,884‌

1,000,000

Claremont

McKenna

College

3.775

01/01/22

634,883‌

330,000

(a)

Cornell

University

4.835

06/15/34

327,866‌

200,000

Darden

Restaurants,

Inc

3.850

05/01/27

192,360‌

500,000

Darden

Restaurants,

Inc

6.300

10/10/33

516,254‌

300,000

Darden

Restaurants,

Inc

4.550

02/15/48

243,914‌

500,000

Emory

University

2.143

09/01/30

426,960‌

500,000

(a)

Emory

University

2.969

09/01/50

339,048‌

1,200,000

Expedia

Group,

Inc

5.000

02/15/26

1,190,857‌

27

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

CONSUMER

SERVICES—continued

$

750,000

Expedia

Group,

Inc

4.625

%

08/01/27

$

736,432‌

175,000

Expedia

Group,

Inc

3.800

02/15/28

166,557‌

750,000

Expedia

Group,

Inc

3.250

02/15/30

676,036‌

270,000

Expedia

Group,

Inc

2.950

03/15/31

233,426‌

100,000

(a)

Georgetown

University

4.315

04/01/49

86,555‌

500,000

Georgetown

University

2.943

04/01/50

335,701‌

200,000

(a)

Georgetown

University

5.115

04/01/53

196,717‌

300,000

Georgetown

University

5.215

10/01/18

272,427‌

2,000,000

Howard

University

5.209

10/01/52

1,768,314‌

1,000,000

Hyatt

Hotels

Corp

1.800

10/01/24

989,436‌

100,000

Hyatt

Hotels

Corp

4.850

03/15/26

98,893‌

275,000

Hyatt

Hotels

Corp

5.750

01/30/27

277,715‌

200,000

Hyatt

Hotels

Corp

4.375

09/15/28

193,343‌

500,000

Hyatt

Hotels

Corp

5.250

06/30/29

495,907‌

1,100,000

Hyatt

Hotels

Corp

5.750

04/23/30

1,118,667‌

500,000

Hyatt

Hotels

Corp

5.500

06/30/34

486,795‌

500,000

Johns

Hopkins

University

4.705

07/01/32

493,056‌

750,000

Johns

Hopkins

University

2.813

01/01/60

465,610‌

1,000,000

Las

Vegas

Sands

Corp

6.000

08/15/29

1,005,161‌

1,000,000

Las

Vegas

Sands

Corp

6.200

08/15/34

1,001,956‌

500,000

Leland

Stanford

Junior

University

1.289

06/01/27

451,116‌

300,000

Leland

Stanford

Junior

University

3.647

05/01/48

240,162‌

1,000,000

Leland

Stanford

Junior

University

2.413

06/01/50

619,803‌

14,000

Marriott

International,

Inc

5.750

05/01/25

14,011‌

500,000

Marriott

International,

Inc

5.000

10/15/27

498,655‌

1,250,000

Marriott

International,

Inc

4.000

04/15/28

1,200,552‌

750,000

Marriott

International,

Inc

5.550

10/15/28

759,884‌

300,000

Marriott

International,

Inc

4.650

12/01/28

293,428‌

500,000

Marriott

International,

Inc

4.900

04/15/29

494,666‌

1,000,000

Marriott

International,

Inc

4.875

05/15/29

987,281‌

400,000

Marriott

International,

Inc

4.625

06/15/30

388,199‌

1,000,000

Marriott

International,

Inc

2.850

04/15/31

856,446‌

1,500,000

Marriott

International,

Inc

3.500

10/15/32

1,298,691‌

2,000,000

Marriott

International,

Inc

2.750

10/15/33

1,614,282‌

1,000,000

Marriott

International,

Inc

5.300

05/15/34

981,833‌

1,500,000

Massachusetts

Institute

of

Technology

2.989

07/01/50

1,054,190‌

1,000,000

(a)

Massachusetts

Institute

of

Technology

2.294

07/01/51

598,249‌

750,000

Massachusetts

Institute

of

Technology

5.600

07/01/11

789,686‌

200,000

Massachusetts

Institute

of

Technology

4.678

07/01/14

176,733‌

300,000

Massachusetts

Institute

of

Technology

3.885

07/01/16

220,817‌

1,000,000

McDonald's

Corp

3.300

07/01/25

979,075‌

150,000

McDonald's

Corp

1.450

09/01/25

143,493‌

2,950,000

McDonald's

Corp

3.700

01/30/26

2,882,305‌

300,000

McDonald's

Corp

3.500

03/01/27

287,983‌

775,000

McDonald's

Corp

3.800

04/01/28

744,178‌

1,000,000

McDonald's

Corp

4.800

08/14/28

993,898‌

1,000,000

McDonald's

Corp

5.000

05/17/29

998,972‌

1,250,000

McDonald's

Corp

2.625

09/01/29

1,120,541‌

500,000

McDonald's

Corp

2.125

03/01/30

429,171‌

200,000

McDonald's

Corp

4.600

09/09/32

193,233‌

1,500,000

McDonald's

Corp

4.950

08/14/33

1,477,255‌

1,000,000

(a)

McDonald's

Corp

5.200

05/17/34

1,003,960‌

2,225,000

McDonald's

Corp

4.700

12/09/35

2,113,117‌

250,000

McDonald's

Corp

6.300

10/15/37

267,692‌

100,000

McDonald's

Corp

6.300

03/01/38

107,418‌

250,000

McDonald's

Corp

4.600

05/26/45

215,766‌

1,275,000

McDonald's

Corp

4.875

12/09/45

1,146,014‌

725,000

McDonald's

Corp

4.450

03/01/47

608,174‌

625,000

McDonald's

Corp

4.450

09/01/48

524,652‌

1,825,000

McDonald's

Corp

3.625

09/01/49

1,322,852‌

1,350,000

McDonald's

Corp

4.200

04/01/50

1,076,107‌

Nuveen

Bond

Index

Fund

June

30,

2024

28

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

CONSUMER

SERVICES—continued

$

500,000

McDonald's

Corp

5.150

%

09/09/52

$

461,157‌

1,500,000

McDonald's

Corp

5.450

08/14/53

1,448,825‌

750,000

Northeastern

University

2.894

10/01/50

511,407‌

200,000

Northwestern

University

3.868

12/01/48

161,749‌

750,000

Northwestern

University

2.640

12/01/50

480,783‌

200,000

Northwestern

University

3.662

12/01/57

149,144‌

2,000,000

President

and

Fellows

of

Harvard

College

4.609

02/15/35

1,956,915‌

750,000

President

and

Fellows

of

Harvard

College

3.619

10/01/37

652,885‌

200,000

President

and

Fellows

of

Harvard

College

3.150

07/15/46

147,193‌

1,000,000

President

and

Fellows

of

Harvard

College

2.517

10/15/50

631,963‌

1,000,000

President

and

Fellows

of

Harvard

College

3.745

11/15/52

802,371‌

200,000

President

and

Fellows

of

Harvard

College

3.300

07/15/56

143,170‌

3,500,000

Sands

China

Ltd

5.900

08/08/28

3,426,951‌

1,500,000

Sands

China

Ltd

2.850

03/08/29

1,317,346‌

175,000

Starbucks

Corp

2.450

06/15/26

166,173‌

500,000

Starbucks

Corp

2.000

03/12/27

461,129‌

750,000

Starbucks

Corp

3.500

03/01/28

711,456‌

650,000

Starbucks

Corp

4.000

11/15/28

626,061‌

750,000

Starbucks

Corp

3.550

08/15/29

702,400‌

500,000

Starbucks

Corp

2.250

03/12/30

430,842‌

1,500,000

Starbucks

Corp

2.550

11/15/30

1,294,552‌

1,500,000

(a)

Starbucks

Corp

4.900

02/15/31

1,484,537‌

2,000,000

Starbucks

Corp

3.000

02/14/32

1,733,577‌

1,000,000

Starbucks

Corp

4.800

02/15/33

975,036‌

1,500,000

Starbucks

Corp

5.000

02/15/34

1,464,446‌

200,000

Starbucks

Corp

4.300

06/15/45

164,396‌

200,000

Starbucks

Corp

3.750

12/01/47

149,580‌

650,000

Starbucks

Corp

4.500

11/15/48

542,704‌

1,000,000

Starbucks

Corp

4.450

08/15/49

823,048‌

500,000

Starbucks

Corp

3.350

03/12/50

340,479‌

1,000,000

Starbucks

Corp

3.500

11/15/50

702,681‌

1,000,000

Thomas

Jefferson

University

3.847

11/01/57

732,505‌

500,000

Trustees

of

Boston

College

3.129

07/01/52

350,027‌

100,000

Trustees

of

Boston

University

4.061

10/01/48

83,870‌

1,000,000

Trustees

of

Princeton

University

2.516

07/01/50

643,657‌

665,000

Trustees

of

Princeton

University

4.201

03/01/52

583,681‌

1,000,000

University

of

Miami

4.063

04/01/52

804,530‌

200,000

University

of

Notre

Dame

du

Lac

3.438

02/15/45

157,909‌

200,000

University

of

Notre

Dame

du

Lac

3.394

02/15/48

154,352‌

1,000,000

University

of

Southern

California

2.945

10/01/51

668,777‌

720,000

University

of

Southern

California

4.976

10/01/53

697,662‌

1,000,000

University

of

Southern

California

3.226

10/01/20

596,925‌

1,000,000

Washington

University

3.524

04/15/54

755,822‌

500,000

Washington

University

4.349

04/15/22

401,997‌

200,000

Wesleyan

University

4.781

07/01/16

162,971‌

200,000

William

Marsh

Rice

University

3.574

05/15/45

162,786‌

200,000

William

Marsh

Rice

University

3.774

05/15/55

161,184‌

500,000

Yale

University

0.873

04/15/25

481,680‌

750,000

Yale

University

1.482

04/15/30

626,571‌

750,000

Yale

University

2.402

04/15/50

464,208‌

TOTAL

CONSUMER

SERVICES

86,505,010‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

0.3%

20,000

Ahold

Finance

USA

LLC

6.875

05/01/29

21,404‌

625,000

Costco

Wholesale

Corp

3.000

05/18/27

597,422‌

475,000

Costco

Wholesale

Corp

1.375

06/20/27

431,457‌

725,000

Costco

Wholesale

Corp

1.600

04/20/30

609,393‌

1,800,000

Costco

Wholesale

Corp

1.750

04/20/32

1,445,654‌

1,033,000

Diageo

Capital

plc

2.000

04/29/30

880,502‌

1,900,000

Diageo

Capital

plc

2.125

04/29/32

1,540,701‌

300,000

Dollar

General

Corp

3.875

04/15/27

288,472‌

1,000,000

Dollar

General

Corp

4.625

11/01/27

976,788‌

29

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL—continued

$

500,000

Dollar

General

Corp

4.125

%

05/01/28

$

481,177‌

1,000,000

Dollar

General

Corp

5.200

07/05/28

997,596‌

500,000

Dollar

General

Corp

3.500

04/03/30

456,704‌

500,000

Dollar

General

Corp

5.000

11/01/32

487,208‌

1,000,000

(a)

Dollar

General

Corp

5.450

07/05/33

994,211‌

500,000

Dollar

General

Corp

4.125

04/03/50

379,168‌

500,000

Dollar

General

Corp

5.500

11/01/52

470,380‌

500,000

Dollar

Tree,

Inc

4.000

05/15/25

492,709‌

500,000

Dollar

Tree,

Inc

4.200

05/15/28

479,924‌

1,000,000

Dollar

Tree,

Inc

2.650

12/01/31

830,738‌

1,000,000

Dollar

Tree,

Inc

3.375

12/01/51

651,253‌

69,000

Koninklijke

Ahold

Delhaize

NV

5.700

10/01/40

69,054‌

100,000

Kroger

Co

3.500

02/01/26

97,041‌

1,275,000

Kroger

Co

2.650

10/15/26

1,204,691‌

175,000

Kroger

Co

3.700

08/01/27

168,281‌

1,150,000

Kroger

Co

4.500

01/15/29

1,128,081‌

250,000

Kroger

Co

2.200

05/01/30

212,727‌

1,500,000

Kroger

Co

1.700

01/15/31

1,207,449‌

100,000

Kroger

Co

6.900

04/15/38

111,197‌

250,000

Kroger

Co

5.000

04/15/42

228,068‌

300,000

Kroger

Co

5.150

08/01/43

274,534‌

300,000

Kroger

Co

3.875

10/15/46

226,038‌

900,000

Kroger

Co

4.450

02/01/47

742,278‌

700,000

Kroger

Co

4.650

01/15/48

592,200‌

300,000

Kroger

Co

5.400

01/15/49

283,847‌

500,000

Kroger

Co

3.950

01/15/50

385,549‌

125,000

SYSCO

Corp

3.750

10/01/25

122,342‌

350,000

SYSCO

Corp

3.300

07/15/26

336,593‌

500,000

SYSCO

Corp

5.750

01/17/29

511,909‌

1,000,000

SYSCO

Corp

2.400

02/15/30

866,406‌

332,000

SYSCO

Corp

5.950

04/01/30

345,509‌

400,000

SYSCO

Corp

2.450

12/14/31

330,344‌

2,275,000

SYSCO

Corp

6.000

01/17/34

2,387,868‌

300,000

SYSCO

Corp

4.850

10/01/45

265,098‌

500,000

SYSCO

Corp

4.500

04/01/46

421,068‌

250,000

SYSCO

Corp

4.450

03/15/48

207,742‌

550,000

SYSCO

Corp

3.300

02/15/50

376,292‌

905,000

SYSCO

Corp

6.600

04/01/50

1,007,261‌

675,000

SYSCO

Corp

3.150

12/14/51

441,681‌

1,700,000

Target

Corp

2.500

04/15/26

1,627,845‌

1,000,000

Target

Corp

1.950

01/15/27

930,602‌

600,000

Target

Corp

2.350

02/15/30

525,881‌

5,000,000

(a)

Target

Corp

2.650

09/15/30

4,430,924‌

500,000

(a)

Target

Corp

4.500

09/15/32

482,030‌

1,000,000

Target

Corp

4.400

01/15/33

959,781‌

1,000,000

Target

Corp

2.950

01/15/52

644,018‌

1,500,000

(a)

Target

Corp

4.800

01/15/53

1,359,687‌

5,000,000

Walmart,

Inc

1.050

09/17/26

4,609,185‌

3,000,000

Walmart,

Inc

3.950

09/09/27

2,931,104‌

3,000,000

Walmart,

Inc

3.900

04/15/28

2,922,942‌

1,000,000

Walmart,

Inc

1.500

09/22/28

883,295‌

21,000

Walmart,

Inc

2.375

09/24/29

18,838‌

2,000,000

Walmart,

Inc

4.000

04/15/30

1,941,845‌

1,750,000

Walmart,

Inc

1.800

09/22/31

1,441,891‌

5,000,000

(a)

Walmart,

Inc

4.150

09/09/32

4,823,103‌

900,000

(a)

Walmart,

Inc

4.100

04/15/33

857,458‌

825,000

Walmart,

Inc

2.500

09/22/41

571,465‌

1,500,000

Walmart,

Inc

2.650

09/22/51

940,091‌

4,000,000

Walmart,

Inc

4.500

09/09/52

3,550,826‌

850,000

Walmart,

Inc

4.500

04/15/53

752,347‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

65,269,167‌

Nuveen

Bond

Index

Fund

June

30,

2024

30

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ENERGY

-

1.7%

$

1,500,000

Apache

Corp

6.000

%

01/15/37

$

1,488,261‌

1,000,000

Apache

Corp

5.100

09/01/40

853,351‌

750,000

Apache

Corp

5.350

07/01/49

627,898‌

1,000,000

Baker

Hughes

Holdings

LLC

2.061

12/15/26

928,111‌

875,000

Baker

Hughes

Holdings

LLC

3.337

12/15/27

827,159‌

1,000,000

Baker

Hughes

Holdings

LLC

3.138

11/07/29

910,282‌

500,000

Baker

Hughes

Holdings

LLC

4.486

05/01/30

486,138‌

800,000

Baker

Hughes

Holdings

LLC

5.125

09/15/40

760,894‌

875,000

Baker

Hughes

Holdings

LLC

4.080

12/15/47

699,703‌

475,000

Boardwalk

Pipelines

LP

5.950

06/01/26

477,413‌

450,000

Boardwalk

Pipelines

LP

4.450

07/15/27

437,624‌

500,000

Boardwalk

Pipelines

LP

4.800

05/03/29

488,999‌

1,000,000

Boardwalk

Pipelines

LP

3.400

02/15/31

875,582‌

1,000,000

Boardwalk

Pipelines

LP

3.600

09/01/32

862,297‌

1,000,000

Boardwalk

Pipelines

LP

5.625

08/01/34

982,680‌

700,000

BP

Capital

Markets

America,

Inc

3.796

09/21/25

687,786‌

1,800,000

BP

Capital

Markets

America,

Inc

3.410

02/11/26

1,748,991‌

150,000

BP

Capital

Markets

America,

Inc

3.119

05/04/26

144,324‌

200,000

BP

Capital

Markets

America,

Inc

3.017

01/16/27

190,027‌

500,000

BP

Capital

Markets

America,

Inc

3.588

04/14/27

480,821‌

1,000,000

BP

Capital

Markets

America,

Inc

5.017

11/17/27

998,890‌

750,000

BP

Capital

Markets

America,

Inc

3.937

09/21/28

719,379‌

1,300,000

BP

Capital

Markets

America,

Inc

4.234

11/06/28

1,259,377‌

2,000,000

BP

Capital

Markets

America,

Inc

4.699

04/10/29

1,971,025‌

2,500,000

BP

Capital

Markets

America,

Inc

4.970

10/17/29

2,493,031‌

1,000,000

BP

Capital

Markets

America,

Inc

3.633

04/06/30

931,797‌

1,000,000

BP

Capital

Markets

America,

Inc

1.749

08/10/30

830,146‌

2,000,000

BP

Capital

Markets

America,

Inc

2.721

01/12/32

1,698,967‌

2,350,000

BP

Capital

Markets

America,

Inc

4.812

02/13/33

2,278,211‌

850,000

BP

Capital

Markets

America,

Inc

4.893

09/11/33

826,545‌

900,000

BP

Capital

Markets

America,

Inc

4.989

04/10/34

880,469‌

1,500,000

BP

Capital

Markets

America,

Inc

5.227

11/17/34

1,488,776‌

1,000,000

BP

Capital

Markets

America,

Inc

3.060

06/17/41

728,652‌

2,000,000

BP

Capital

Markets

America,

Inc

3.000

02/24/50

1,301,621‌

950,000

BP

Capital

Markets

America,

Inc

2.772

11/10/50

583,876‌

2,500,000

BP

Capital

Markets

America,

Inc

2.939

06/04/51

1,587,087‌

1,000,000

BP

Capital

Markets

America,

Inc

3.001

03/17/52

642,001‌

2,500,000

BP

Capital

Markets

America,

Inc

3.379

02/08/61

1,641,192‌

925,000

BP

Capital

Markets

plc

3.279

09/19/27

876,544‌

300,000

BP

Capital

Markets

plc

3.723

11/28/28

285,120‌

750,000

Canadian

Natural

Resources

Ltd

2.050

07/15/25

722,279‌

1,125,000

Canadian

Natural

Resources

Ltd

3.850

06/01/27

1,081,994‌

1,500,000

Canadian

Natural

Resources

Ltd

2.950

07/15/30

1,315,614‌

1,625,000

Canadian

Natural

Resources

Ltd

6.250

03/15/38

1,667,173‌

800,000

Canadian

Natural

Resources

Ltd

4.950

06/01/47

694,179‌

1,200,000

Cenovus

Energy,

Inc

2.650

01/15/32

992,498‌

1,425,000

Cenovus

Energy,

Inc

3.750

02/15/52

1,004,076‌

3,200,000

Cheniere

Corpus

Christi

Holdings

LLC

3.700

11/15/29

2,956,811‌

2,000,000

Cheniere

Corpus

Christi

Holdings

LLC

2.742

12/31/39

1,607,700‌

1,000,000

Cheniere

Energy

Partners

LP

4.500

10/01/29

952,642‌

1,000,000

Cheniere

Energy

Partners

LP

4.000

03/01/31

909,401‌

1,000,000

Cheniere

Energy

Partners

LP

3.250

01/31/32

853,525‌

2,350,000

Cheniere

Energy

Partners

LP

5.950

06/30/33

2,382,768‌

2,100,000

(d)

Cheniere

Energy,

Inc

5.650

04/15/34

2,101,659‌

400,000

Chevron

Corp

3.326

11/17/25

390,778‌

2,475,000

Chevron

Corp

2.954

05/16/26

2,381,157‌

2,225,000

Chevron

Corp

1.995

05/11/27

2,055,809‌

1,600,000

Chevron

Corp

2.236

05/11/30

1,384,924‌

1,000,000

Chevron

Corp

3.078

05/11/50

682,565‌

2,000,000

Chevron

USA,

Inc

1.018

08/12/27

1,778,532‌

1,000,000

Chevron

USA,

Inc

3.250

10/15/29

927,816‌

31

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ENERGY—continued

$

250,000

Chevron

USA,

Inc

2.343

%

08/12/50

$

144,740‌

300,000

Columbia

Pipeline

Group,

Inc

5.800

06/01/45

292,650‌

750,000

ConocoPhillips

5.900

10/15/32

792,061‌

750,000

ConocoPhillips

Co

6.950

04/15/29

812,933‌

875,000

ConocoPhillips

Co

5.050

09/15/33

867,297‌

77,000

ConocoPhillips

Co

4.150

11/15/34

69,340‌

1,700,000

ConocoPhillips

Co

3.758

03/15/42

1,347,863‌

300,000

ConocoPhillips

Co

4.300

11/15/44

254,728‌

850,000

ConocoPhillips

Co

3.800

03/15/52

634,467‌

400,000

ConocoPhillips

Co

5.300

05/15/53

379,667‌

575,000

ConocoPhillips

Co

5.550

03/15/54

565,841‌

3,612,000

ConocoPhillips

Co

4.025

03/15/62

2,710,679‌

1,500,000

ConocoPhillips

Co

5.700

09/15/63

1,490,364‌

1,500,000

Continental

Resources,

Inc

4.375

01/15/28

1,442,099‌

525,000

Coterra

Energy,

Inc

3.900

05/15/27

505,012‌

300,000

Coterra

Energy,

Inc

4.375

03/15/29

286,887‌

1,000,000

Coterra

Energy,

Inc

5.600

03/15/34

997,331‌

1,000,000

DCP

Midstream

Operating

LP

5.625

07/15/27

1,011,278‌

1,000,000

DCP

Midstream

Operating

LP

5.125

05/15/29

995,151‌

2,000,000

Devon

Energy

Corp

4.500

01/15/30

1,924,337‌

885,000

Devon

Energy

Corp

5.600

07/15/41

823,319‌

700,000

Devon

Energy

Corp

4.750

05/15/42

586,183‌

1,100,000

Devon

Energy

Corp

5.000

06/15/45

937,659‌

425,000

Diamondback

Energy,

Inc

3.250

12/01/26

406,127‌

1,000,000

Diamondback

Energy,

Inc

5.200

04/18/27

1,000,211‌

1,000,000

Diamondback

Energy,

Inc

3.500

12/01/29

922,196‌

1,000,000

Diamondback

Energy,

Inc

5.150

01/30/30

995,766‌

650,000

Diamondback

Energy,

Inc

3.125

03/24/31

571,319‌

1,000,000

Diamondback

Energy,

Inc

6.250

03/15/33

1,045,904‌

825,000

Diamondback

Energy,

Inc

5.400

04/18/34

816,789‌

1,000,000

Diamondback

Energy,

Inc

4.400

03/24/51

798,750‌

450,000

Diamondback

Energy,

Inc

4.250

03/15/52

348,643‌

1,000,000

Diamondback

Energy,

Inc

6.250

03/15/53

1,029,138‌

1,500,000

Diamondback

Energy,

Inc

5.750

04/18/54

1,454,163‌

1,000,000

Diamondback

Energy,

Inc

5.900

04/18/64

965,285‌

750,000

Eastern

Gas

Transmission

&

Storage,

Inc

3.000

11/15/29

672,840‌

200,000

Eastern

Gas

Transmission

&

Storage,

Inc

4.800

11/01/43

175,570‌

200,000

Eastern

Gas

Transmission

&

Storage,

Inc

4.600

12/15/44

168,111‌

300,000

Enbridge

Energy

Partners

LP

5.500

09/15/40

286,079‌

200,000

Enbridge

Energy

Partners

LP

7.375

10/15/45

227,839‌

1,500,000

Enbridge,

Inc

1.600

10/04/26

1,381,135‌

100,000

Enbridge,

Inc

4.250

12/01/26

97,628‌

500,000

Enbridge,

Inc

5.250

04/05/27

499,967‌

100,000

Enbridge,

Inc

3.700

07/15/27

95,816‌

1,500,000

Enbridge,

Inc

6.000

11/15/28

1,545,123‌

500,000

Enbridge,

Inc

5.300

04/05/29

500,806‌

500,000

Enbridge,

Inc

3.125

11/15/29

451,454‌

1,000,000

Enbridge,

Inc

6.200

11/15/30

1,049,963‌

500,000

Enbridge,

Inc

5.700

03/08/33

503,932‌

1,500,000

Enbridge,

Inc

2.500

08/01/33

1,190,405‌

350,000

Enbridge,

Inc

5.625

04/05/34

349,424‌

300,000

Enbridge,

Inc

4.500

06/10/44

248,516‌

925,000

Enbridge,

Inc

5.500

12/01/46

885,711‌

1,000,000

Enbridge,

Inc

4.000

11/15/49

758,486‌

2,000,000

Enbridge,

Inc

3.400

08/01/51

1,354,100‌

1,000,000

Enbridge,

Inc

6.700

11/15/53

1,091,950‌

200,000

Enbridge,

Inc

5.950

04/05/54

198,417‌

750,000

Enbridge,

Inc

7.200

06/27/54

754,515‌

750,000

(a)

Enbridge,

Inc

7.375

03/15/55

751,500‌

1,000,000

Enbridge,

Inc

8.250

01/15/84

1,041,912‌

1,000,000

Enbridge,

Inc

8.500

01/15/84

1,078,032‌

Nuveen

Bond

Index

Fund

June

30,

2024

32

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ENERGY—continued

$

200,000

Energy

Transfer

LP

5.950

%

12/01/25

$

200,612‌

325,000

Energy

Transfer

LP

4.750

01/15/26

321,044‌

400,000

Energy

Transfer

LP

3.900

07/15/26

387,324‌

200,000

Energy

Transfer

LP

4.400

03/15/27

195,077‌

250,000

Energy

Transfer

LP

4.200

04/15/27

242,453‌

1,000,000

Energy

Transfer

LP

5.550

02/15/28

1,008,104‌

1,250,000

Energy

Transfer

LP

4.950

05/15/28

1,231,056‌

350,000

Energy

Transfer

LP

4.950

06/15/28

345,376‌

1,000,000

Energy

Transfer

LP

6.100

12/01/28

1,030,450‌

2,600,000

Energy

Transfer

LP

5.250

04/15/29

2,589,709‌

1,000,000

Energy

Transfer

LP

5.250

07/01/29

993,779‌

500,000

Energy

Transfer

LP

4.150

09/15/29

473,353‌

3,125,000

Energy

Transfer

LP

3.750

05/15/30

2,874,703‌

1,000,000

Energy

Transfer

LP

6.400

12/01/30

1,051,519‌

2,100,000

Energy

Transfer

LP

5.750

02/15/33

2,121,628‌

1,550,000

Energy

Transfer

LP

6.550

12/01/33

1,642,654‌

2,400,000

Energy

Transfer

LP

5.550

05/15/34

2,375,235‌

1,000,000

Energy

Transfer

LP

5.600

09/01/34

993,372‌

400,000

Energy

Transfer

LP

4.900

03/15/35

371,515‌

500,000

Energy

Transfer

LP

5.800

06/15/38

489,405‌

140,000

Energy

Transfer

LP

7.500

07/01/38

159,046‌

650,000

Energy

Transfer

LP

6.500

02/01/42

672,328‌

100,000

Energy

Transfer

LP

6.100

02/15/42

97,828‌

200,000

Energy

Transfer

LP

5.150

02/01/43

175,037‌

200,000

Energy

Transfer

LP

5.950

10/01/43

193,458‌

300,000

Energy

Transfer

LP

5.300

04/01/44

269,887‌

100,000

Energy

Transfer

LP

5.000

05/15/44

86,256‌

550,000

Energy

Transfer

LP

5.150

03/15/45

483,473‌

200,000

Energy

Transfer

LP

5.350

05/15/45

178,597‌

625,000

Energy

Transfer

LP

6.125

12/15/45

612,756‌

500,000

Energy

Transfer

LP

5.300

04/15/47

441,628‌

1,225,000

Energy

Transfer

LP

5.400

10/01/47

1,095,870‌

1,025,000

Energy

Transfer

LP

6.000

06/15/48

987,665‌

2,750,000

Energy

Transfer

LP

6.250

04/15/49

2,735,663‌

2,175,000

Energy

Transfer

LP

5.000

05/15/50

1,846,174‌

2,400,000

Energy

Transfer

LP

5.950

05/15/54

2,337,044‌

1,000,000

Energy

Transfer

LP

0.000

10/01/54

986,104‌

1,000,000

EnLink

Midstream

Partners

LP

5.450

06/01/47

867,555‌

225,000

Enterprise

Products

Operating

LLC

3.750

02/15/25

222,373‌

450,000

Enterprise

Products

Operating

LLC

3.700

02/15/26

438,429‌

3,065,000

Enterprise

Products

Operating

LLC

3.950

02/15/27

2,977,694‌

725,000

Enterprise

Products

Operating

LLC

4.150

10/16/28

700,869‌

1,450,000

Enterprise

Products

Operating

LLC

3.125

07/31/29

1,327,915‌

750,000

Enterprise

Products

Operating

LLC

2.800

01/31/30

669,892‌

1,500,000

Enterprise

Products

Operating

LLC

5.350

01/31/33

1,512,592‌

1,500,000

Enterprise

Products

Operating

LLC

4.850

01/31/34

1,456,649‌

480,000

Enterprise

Products

Operating

LLC

6.125

10/15/39

505,489‌

175,000

Enterprise

Products

Operating

LLC

5.950

02/01/41

180,042‌

525,000

Enterprise

Products

Operating

LLC

4.850

08/15/42

474,179‌

325,000

Enterprise

Products

Operating

LLC

4.450

02/15/43

278,897‌

1,775,000

Enterprise

Products

Operating

LLC

4.850

03/15/44

1,598,594‌

775,000

Enterprise

Products

Operating

LLC

5.100

02/15/45

719,816‌

500,000

Enterprise

Products

Operating

LLC

4.900

05/15/46

450,901‌

675,000

Enterprise

Products

Operating

LLC

4.250

02/15/48

551,729‌

2,475,000

Enterprise

Products

Operating

LLC

4.800

02/01/49

2,195,116‌

950,000

Enterprise

Products

Operating

LLC

4.200

01/31/50

761,760‌

1,000,000

Enterprise

Products

Operating

LLC

3.200

02/15/52

664,476‌

1,425,000

Enterprise

Products

Operating

LLC

3.300

02/15/53

959,730‌

200,000

Enterprise

Products

Operating

LLC

4.950

10/15/54

176,806‌

1,625,000

Enterprise

Products

Operating

LLC

3.950

01/31/60

1,186,871‌

700,000

Enterprise

Products

Operating

LLC

5.250

08/16/77

669,422‌

33

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ENERGY—continued

$

100,000

Enterprise

Products

Operating

LLC

8.574

%

08/16/77

$

99,487‌

400,000

Enterprise

Products

Operating

LLC

5.375

02/15/78

373,604‌

475,000

EOG

Resources,

Inc

4.150

01/15/26

467,529‌

500,000

EOG

Resources,

Inc

4.375

04/15/30

487,917‌

200,000

EOG

Resources,

Inc

3.900

04/01/35

179,037‌

200,000

EOG

Resources,

Inc

5.100

01/15/36

194,409‌

500,000

EOG

Resources,

Inc

4.950

04/15/50

458,416‌

2,000,000

(a)

EQT

Corp

5.750

02/01/34

1,982,452‌

500,000

Equinor

ASA

3.250

11/10/24

495,512‌

500,000

Equinor

ASA

2.875

04/06/25

490,354‌

400,000

Equinor

ASA

1.750

01/22/26

379,817‌

500,000

Equinor

ASA

3.000

04/06/27

475,283‌

1,500,000

Equinor

ASA

3.625

09/10/28

1,432,396‌

300,000

Equinor

ASA

3.125

04/06/30

273,586‌

1,175,000

Equinor

ASA

2.375

05/22/30

1,025,951‌

300,000

Equinor

ASA

3.625

04/06/40

242,921‌

200,000

Equinor

ASA

5.100

08/17/40

193,169‌

400,000

Equinor

ASA

4.250

11/23/41

348,945‌

300,000

Equinor

ASA

3.950

05/15/43

246,538‌

1,300,000

Equinor

ASA

4.800

11/08/43

1,204,054‌

750,000

Equinor

ASA

3.250

11/18/49

524,731‌

1,300,000

Equinor

ASA

3.700

04/06/50

987,310‌

4,177,000

Exxon

Mobil

Corp

3.043

03/01/26

4,039,977‌

1,000,000

Exxon

Mobil

Corp

2.275

08/16/26

945,686‌

1,750,000

Exxon

Mobil

Corp

3.294

03/19/27

1,691,136‌

1,000,000

Exxon

Mobil

Corp

2.440

08/16/29

893,958‌

750,000

Exxon

Mobil

Corp

3.482

03/19/30

699,231‌

750,000

Exxon

Mobil

Corp

2.610

10/15/30

658,051‌

1,000,000

Exxon

Mobil

Corp

2.995

08/16/39

759,527‌

3,250,000

Exxon

Mobil

Corp

4.227

03/19/40

2,856,415‌

500,000

Exxon

Mobil

Corp

3.567

03/06/45

381,823‌

1,225,000

Exxon

Mobil

Corp

4.114

03/01/46

1,012,043‌

1,400,000

Exxon

Mobil

Corp

3.095

08/16/49

948,221‌

2,100,000

Exxon

Mobil

Corp

4.327

03/19/50

1,768,486‌

2,800,000

Exxon

Mobil

Corp

3.452

04/15/51

2,020,726‌

75,000

Halliburton

Co

3.800

11/15/25

73,390‌

2,000,000

Halliburton

Co

2.920

03/01/30

1,788,647‌

500,000

Halliburton

Co

4.850

11/15/35

475,577‌

125,000

Halliburton

Co

6.700

09/15/38

137,391‌

125,000

Halliburton

Co

7.450

09/15/39

147,992‌

750,000

Halliburton

Co

4.750

08/01/43

659,628‌

2,825,000

Halliburton

Co

5.000

11/15/45

2,557,305‌

1,000,000

Helmerich

&

Payne,

Inc

2.900

09/29/31

833,543‌

200,000

Hess

Corp

3.500

07/15/24

199,812‌

2,100,000

Hess

Corp

4.300

04/01/27

2,047,577‌

200,000

Hess

Corp

6.000

01/15/40

206,679‌

1,190,000

Hess

Corp

5.600

02/15/41

1,186,137‌

900,000

Hess

Corp

5.800

04/01/47

910,923‌

200,000

HF

Sinclair

Corp

5.875

04/01/26

200,425‌

1,000,000

HF

Sinclair

Corp

4.500

10/01/30

938,088‌

500,000

Kinder

Morgan

Energy

Partners

LP

4.250

09/01/24

498,507‌

300,000

Kinder

Morgan

Energy

Partners

LP

6.950

01/15/38

325,443‌

535,000

Kinder

Morgan

Energy

Partners

LP

6.500

09/01/39

555,495‌

400,000

Kinder

Morgan

Energy

Partners

LP

4.700

11/01/42

335,242‌

500,000

Kinder

Morgan

Energy

Partners

LP

5.000

03/01/43

437,016‌

400,000

Kinder

Morgan

Energy

Partners

LP

5.500

03/01/44

369,499‌

200,000

Kinder

Morgan

Energy

Partners

LP

5.400

09/01/44

183,127‌

1,500,000

Kinder

Morgan,

Inc

1.750

11/15/26

1,383,228‌

2,825,000

Kinder

Morgan,

Inc

4.300

03/01/28

2,742,616‌

1,000,000

Kinder

Morgan,

Inc

5.000

02/01/29

988,891‌

450,000

Kinder

Morgan,

Inc

2.000

02/15/31

368,675‌

Nuveen

Bond

Index

Fund

June

30,

2024

34

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ENERGY—continued

$

300,000

Kinder

Morgan,

Inc

7.750

%

01/15/32

$

338,572‌

1,250,000

Kinder

Morgan,

Inc

4.800

02/01/33

1,184,787‌

1,000,000

Kinder

Morgan,

Inc

5.200

06/01/33

970,328‌

1,000,000

Kinder

Morgan,

Inc

5.400

02/01/34

984,646‌

3,300,000

Kinder

Morgan,

Inc

5.300

12/01/34

3,198,490‌

1,600,000

Kinder

Morgan,

Inc

5.550

06/01/45

1,492,371‌

2,325,000

Kinder

Morgan,

Inc

5.200

03/01/48

2,061,426‌

500,000

Kinder

Morgan,

Inc

3.250

08/01/50

318,782‌

2,500,000

Kinder

Morgan,

Inc

3.600

02/15/51

1,706,209‌

750,000

Kinder

Morgan,

Inc

5.450

08/01/52

689,951‌

1,500,000

Magellan

Midstream

Partners

LP

3.950

03/01/50

1,088,340‌

1,475,000

Marathon

Oil

Corp

4.400

07/15/27

1,442,167‌

325,000

Marathon

Oil

Corp

5.300

04/01/29

326,336‌

1,000,000

Marathon

Oil

Corp

5.700

04/01/34

1,018,115‌

505,000

Marathon

Oil

Corp

6.600

10/01/37

547,138‌

600,000

Marathon

Oil

Corp

5.200

06/01/45

552,394‌

500,000

Marathon

Petroleum

Corp

4.700

05/01/25

495,912‌

200,000

Marathon

Petroleum

Corp

3.800

04/01/28

190,575‌

1,300,000

Marathon

Petroleum

Corp

6.500

03/01/41

1,352,966‌

450,000

Marathon

Petroleum

Corp

4.750

09/15/44

383,675‌

250,000

Marathon

Petroleum

Corp

5.850

12/15/45

239,757‌

600,000

Marathon

Petroleum

Corp

4.500

04/01/48

482,618‌

200,000

Marathon

Petroleum

Corp

5.000

09/15/54

169,815‌

2,800,000

MPLX

LP

1.750

03/01/26

2,631,187‌

100,000

MPLX

LP

4.125

03/01/27

97,102‌

150,000

MPLX

LP

4.250

12/01/27

145,143‌

475,000

MPLX

LP

4.000

03/15/28

454,496‌

2,125,000

MPLX

LP

2.650

08/15/30

1,831,183‌

500,000

MPLX

LP

4.950

09/01/32

478,404‌

1,000,000

MPLX

LP

5.000

03/01/33

955,388‌

1,050,000

MPLX

LP

5.500

06/01/34

1,034,045‌

975,000

MPLX

LP

4.500

04/15/38

850,161‌

375,000

MPLX

LP

5.200

03/01/47

334,851‌

700,000

MPLX

LP

5.200

12/01/47

619,010‌

825,000

MPLX

LP

4.700

04/15/48

678,600‌

850,000

MPLX

LP

5.500

02/15/49

784,091‌

2,000,000

MPLX

LP

4.950

03/14/52

1,695,370‌

600,000

MPLX

LP

5.650

03/01/53

564,512‌

1,600,000

MPLX

LP

4.900

04/15/58

1,314,857‌

500,000

National

Oilwell

Varco,

Inc

3.600

12/01/29

459,900‌

800,000

National

Oilwell

Varco,

Inc

3.950

12/01/42

604,563‌

1,000,000

Northwest

Pipeline

LLC

4.000

04/01/27

968,931‌

1,500,000

Occidental

Petroleum

Corp

5.500

12/01/25

1,496,190‌

1,500,000

Occidental

Petroleum

Corp

5.550

03/15/26

1,497,159‌

1,500,000

Occidental

Petroleum

Corp

8.875

07/15/30

1,727,397‌

2,000,000

Occidental

Petroleum

Corp

6.625

09/01/30

2,097,442‌

1,500,000

Occidental

Petroleum

Corp

7.500

05/01/31

1,654,847‌

3,000,000

Occidental

Petroleum

Corp

6.450

09/15/36

3,133,509‌

1,500,000

Occidental

Petroleum

Corp

6.600

03/15/46

1,564,850‌

130,000

ONEOK

Partners

LP

6.650

10/01/36

137,381‌

250,000

ONEOK

Partners

LP

6.850

10/15/37

268,746‌

100,000

ONEOK

Partners

LP

6.125

02/01/41

99,909‌

100,000

ONEOK,

Inc

5.850

01/15/26

100,508‌

900,000

ONEOK,

Inc

5.000

03/01/26

892,479‌

1,300,000

ONEOK,

Inc

4.000

07/13/27

1,255,206‌

725,000

ONEOK,

Inc

4.550

07/15/28

707,044‌

2,000,000

ONEOK,

Inc

5.650

11/01/28

2,030,057‌

325,000

ONEOK,

Inc

4.350

03/15/29

313,112‌

500,000

ONEOK,

Inc

3.400

09/01/29

458,714‌

500,000

ONEOK,

Inc

3.100

03/15/30

447,007‌

475,000

ONEOK,

Inc

3.250

06/01/30

427,660‌

35

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ENERGY—continued

$

2,000,000

ONEOK,

Inc

5.800

%

11/01/30

$

2,047,205‌

175,000

ONEOK,

Inc

6.350

01/15/31

183,265‌

825,000

ONEOK,

Inc

6.100

11/15/32

852,660‌

1,500,000

ONEOK,

Inc

6.050

09/01/33

1,544,377‌

225,000

ONEOK,

Inc

4.250

09/15/46

176,200‌

675,000

ONEOK,

Inc

4.950

07/13/47

576,474‌

425,000

ONEOK,

Inc

4.200

10/03/47

326,078‌

1,350,000

ONEOK,

Inc

5.200

07/15/48

1,194,067‌

525,000

ONEOK,

Inc

4.850

02/01/49

441,827‌

1,000,000

ONEOK,

Inc

4.450

09/01/49

786,104‌

500,000

ONEOK,

Inc

4.500

03/15/50

395,489‌

300,000

ONEOK,

Inc

7.150

01/15/51

329,474‌

1,500,000

ONEOK,

Inc

6.625

09/01/53

1,600,704‌

1,500,000

Ovintiv,

Inc

5.375

01/01/26

1,492,302‌

500,000

Ovintiv,

Inc

5.650

05/15/28

505,685‌

1,000,000

Ovintiv,

Inc

6.250

07/15/33

1,030,781‌

1,000,000

Ovintiv,

Inc

6.500

08/15/34

1,045,928‌

1,000,000

Ovintiv,

Inc

7.100

07/15/53

1,096,858‌

500,000

Patterson-UTI

Energy,

Inc

7.150

10/01/33

529,605‌

925,000

Phillips

66

1.300

02/15/26

865,875‌

1,000,000

Phillips

66

3.900

03/15/28

958,246‌

738,000

Phillips

66

4.650

11/15/34

686,661‌

125,000

Phillips

66

5.875

05/01/42

125,961‌

2,375,000

Phillips

66

4.875

11/15/44

2,102,885‌

825,000

Phillips

66

3.300

03/15/52

539,372‌

100,000

Phillips

66

Co

3.550

10/01/26

96,561‌

1,000,000

Phillips

66

Co

4.950

12/01/27

997,220‌

675,000

Phillips

66

Co

3.750

03/01/28

644,113‌

500,000

Phillips

66

Co

3.150

12/15/29

452,427‌

1,000,000

Phillips

66

Co

5.250

06/15/31

996,072‌

1,125,000

Phillips

66

Co

5.300

06/30/33

1,111,657‌

425,000

Phillips

66

Co

4.680

02/15/45

362,464‌

350,000

Phillips

66

Co

4.900

10/01/46

307,416‌

1,000,000

Phillips

66

Co

5.650

06/15/54

960,527‌

2,000,000

Pioneer

Natural

Resources

Co

1.125

01/15/26

1,875,702‌

350,000

Pioneer

Natural

Resources

Co

5.100

03/29/26

349,227‌

1,750,000

Pioneer

Natural

Resources

Co

2.150

01/15/31

1,469,261‌

1,025,000

Plains

All

American

Pipeline

LP

4.650

10/15/25

1,011,166‌

2,075,000

Plains

All

American

Pipeline

LP

4.500

12/15/26

2,030,223‌

1,500,000

Plains

All

American

Pipeline

LP

3.550

12/15/29

1,369,663‌

1,000,000

Plains

All

American

Pipeline

LP

3.800

09/15/30

913,452‌

750,000

Plains

All

American

Pipeline

LP

5.700

09/15/34

743,111‌

100,000

Plains

All

American

Pipeline

LP

6.650

01/15/37

105,161‌

250,000

Plains

All

American

Pipeline

LP

5.150

06/01/42

221,449‌

300,000

Plains

All

American

Pipeline

LP

4.700

06/15/44

246,949‌

300,000

Plains

All

American

Pipeline

LP

4.900

02/15/45

254,296‌

275,000

Sabine

Pass

Liquefaction

LLC

5.875

06/30/26

276,101‌

2,675,000

Sabine

Pass

Liquefaction

LLC

5.000

03/15/27

2,652,439‌

550,000

Sabine

Pass

Liquefaction

LLC

4.200

03/15/28

530,617‌

1,500,000

Sabine

Pass

Liquefaction

LLC

4.500

05/15/30

1,438,997‌

1,000,000

Sabine

Pass

Liquefaction

LLC

5.900

09/15/37

1,023,421‌

750,000

Schlumberger

Finance

Canada

Ltd

1.400

09/17/25

715,449‌

1,500,000

Schlumberger

Investment

S.A.

2.650

06/26/30

1,320,323‌

1,000,000

Schlumberger

Investment

S.A.

4.850

05/15/33

979,536‌

1,000,000

Schlumberger

Investment

S.A.

5.000

06/01/34

984,315‌

2,075,000

Shell

International

Finance

BV

2.875

05/10/26

1,995,164‌

925,000

Shell

International

Finance

BV

2.500

09/12/26

875,585‌

1,225,000

Shell

International

Finance

BV

3.875

11/13/28

1,174,848‌

4,000,000

Shell

International

Finance

BV

2.375

11/07/29

3,528,972‌

1,000,000

Shell

International

Finance

BV

2.750

04/06/30

891,679‌

500,000

Shell

International

Finance

BV

4.125

05/11/35

458,546‌

Nuveen

Bond

Index

Fund

June

30,

2024

36

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ENERGY—continued

$

350,000

Shell

International

Finance

BV

6.375

%

12/15/38

$

385,714‌

100,000

Shell

International

Finance

BV

5.500

03/25/40

100,492‌

1,500,000

Shell

International

Finance

BV

2.875

11/26/41

1,068,991‌

1,200,000

Shell

International

Finance

BV

4.550

08/12/43

1,069,424‌

2,025,000

Shell

International

Finance

BV

4.375

05/11/45

1,726,193‌

650,000

Shell

International

Finance

BV

4.000

05/10/46

522,782‌

3,180,000

Shell

International

Finance

BV

3.750

09/12/46

2,457,305‌

1,500,000

Shell

International

Finance

BV

3.125

11/07/49

1,017,734‌

1,500,000

Shell

International

Finance

BV

3.250

04/06/50

1,041,350‌

2,000,000

Shell

International

Finance

BV

3.000

11/26/51

1,309,437‌

1,100,000

Spectra

Energy

Partners

LP

3.375

10/15/26

1,053,089‌

200,000

Spectra

Energy

Partners

LP

5.950

09/25/43

199,288‌

600,000

Spectra

Energy

Partners

LP

4.500

03/15/45

490,356‌

250,000

Suncor

Energy,

Inc

6.800

05/15/38

266,803‌

1,625,000

Suncor

Energy,

Inc

6.500

06/15/38

1,701,745‌

1,550,000

Suncor

Energy,

Inc

4.000

11/15/47

1,167,603‌

1,000,000

Suncor

Energy,

Inc

3.750

03/04/51

717,310‌

2,000,000

Targa

Resources

Corp

5.200

07/01/27

1,996,144‌

350,000

Targa

Resources

Corp

4.200

02/01/33

314,712‌

750,000

Targa

Resources

Corp

6.125

03/15/33

770,239‌

575,000

Targa

Resources

Corp

4.950

04/15/52

490,005‌

1,250,000

Targa

Resources

Corp

6.250

07/01/52

1,261,150‌

750,000

Targa

Resources

Corp

6.500

02/15/53

787,921‌

1,000,000

Targa

Resources

Partners

LP

6.875

01/15/29

1,025,471‌

400,000

Targa

Resources

Partners

LP

6.150

03/01/29

412,884‌

1,000,000

Targa

Resources

Partners

LP

5.500

03/01/30

993,859‌

500,000

Targa

Resources

Partners

LP

6.500

03/30/34

529,466‌

300,000

TC

PipeLines

LP

4.375

03/13/25

297,081‌

350,000

TC

PipeLines

LP

3.900

05/25/27

335,282‌

1,000,000

Tosco

Corp

8.125

02/15/30

1,156,813‌

1,300,000

Total

Capital

International

S.A.

2.829

01/10/30

1,165,633‌

500,000

TotalEnergies

Capital

International

S.A.

2.434

01/10/25

492,013‌

900,000

TotalEnergies

Capital

International

S.A.

3.455

02/19/29

844,324‌

775,000

TotalEnergies

Capital

International

S.A.

2.986

06/29/41

564,866‌

500,000

TotalEnergies

Capital

International

S.A.

3.461

07/12/49

363,600‌

1,500,000

TotalEnergies

Capital

International

S.A.

3.127

05/29/50

1,011,399‌

1,000,000

TotalEnergies

Capital

International

S.A.

3.386

06/29/60

665,435‌

1,125,000

TotalEnergies

Capital

S.A.

3.883

10/11/28

1,079,762‌

300,000

TotalEnergies

Capital

S.A.

5.150

04/05/34

300,109‌

1,275,000

TotalEnergies

Capital

S.A.

5.488

04/05/54

1,257,354‌

1,925,000

TotalEnergies

Capital

S.A.

5.638

04/05/64

1,906,119‌

1,225,000

TransCanada

PipeLines

Ltd

4.875

01/15/26

1,214,864‌

4,000,000

TransCanada

PipeLines

Ltd

4.100

04/15/30

3,774,060‌

1,750,000

TransCanada

PipeLines

Ltd

2.500

10/12/31

1,465,961‌

1,925,000

TransCanada

PipeLines

Ltd

4.625

03/01/34

1,804,195‌

100,000

TransCanada

PipeLines

Ltd

6.200

10/15/37

103,269‌

500,000

TransCanada

PipeLines

Ltd

4.750

05/15/38

457,276‌

200,000

TransCanada

PipeLines

Ltd

7.625

01/15/39

233,288‌

125,000

TransCanada

PipeLines

Ltd

6.100

06/01/40

127,080‌

1,200,000

TransCanada

PipeLines

Ltd

5.000

10/16/43

1,077,115‌

750,000

TransCanada

PipeLines

Ltd

4.875

05/15/48

658,682‌

1,425,000

(a)

TransCanada

PipeLines

Ltd

5.100

03/15/49

1,293,444‌

700,000

Transcontinental

Gas

Pipe

Line

Co

LLC

7.850

02/01/26

720,162‌

1,200,000

Transcontinental

Gas

Pipe

Line

Co

LLC

4.000

03/15/28

1,150,233‌

500,000

Transcontinental

Gas

Pipe

Line

Co

LLC

3.250

05/15/30

451,157‌

850,000

Transcontinental

Gas

Pipe

Line

Co

LLC

4.600

03/15/48

723,692‌

500,000

Transcontinental

Gas

Pipe

Line

Co

LLC

3.950

05/15/50

378,710‌

750,000

Valero

Energy

Corp

2.150

09/15/27

683,611‌

342,000

Valero

Energy

Corp

4.350

06/01/28

330,946‌

1,500,000

Valero

Energy

Corp

2.800

12/01/31

1,272,967‌

455,000

Valero

Energy

Corp

7.500

04/15/32

513,511‌

37

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ENERGY—continued

$

850,000

Valero

Energy

Corp

6.625

%

06/15/37

$

906,080‌

300,000

Valero

Energy

Corp

4.900

03/15/45

268,225‌

1,500,000

Valero

Energy

Corp

3.650

12/01/51

1,034,810‌

1,000,000

Valero

Energy

Corp

4.000

06/01/52

732,780‌

300,000

Valero

Energy

Partners

LP

4.500

03/15/28

292,358‌

750,000

Western

Midstream

Operating

LP

6.350

01/15/29

773,548‌

2,000,000

Western

Midstream

Operating

LP

4.300

02/01/30

1,860,096‌

3,500,000

Western

Midstream

Operating

LP

6.150

04/01/33

3,587,871‌

925,000

Williams

Cos,

Inc

4.000

09/15/25

907,109‌

1,300,000

Williams

Cos,

Inc

3.750

06/15/27

1,247,740‌

1,300,000

Williams

Cos,

Inc

5.300

08/15/28

1,303,984‌

1,000,000

Williams

Cos,

Inc

4.900

03/15/29

986,418‌

3,500,000

Williams

Cos,

Inc

2.600

03/15/31

2,956,473‌

1,000,000

Williams

Cos,

Inc

4.650

08/15/32

949,842‌

625,000

Williams

Cos,

Inc

5.650

03/15/33

630,702‌

750,000

Williams

Cos,

Inc

5.150

03/15/34

731,720‌

300,000

Williams

Cos,

Inc

6.300

04/15/40

310,807‌

300,000

Williams

Cos,

Inc

5.800

11/15/43

291,678‌

300,000

Williams

Cos,

Inc

5.400

03/04/44

282,695‌

1,000,000

Williams

Cos,

Inc

4.900

01/15/45

872,733‌

225,000

Williams

Cos,

Inc

5.100

09/15/45

202,709‌

1,700,000

Williams

Cos,

Inc

4.850

03/01/48

1,470,322‌

1,500,000

Williams

Cos,

Inc

3.500

10/15/51

1,037,664‌

500,000

Williams

Cos,

Inc

5.300

08/15/52

462,516‌

TOTAL

ENERGY

416,741,817‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

0.9%

550,000

Agree

LP

2.000

06/15/28

485,824‌

150,000

Agree

LP

2.900

10/01/30

129,289‌

200,000

Agree

LP

4.800

10/01/32

187,546‌

500,000

Agree

LP

2.600

06/15/33

392,994‌

1,000,000

Agree

LP

5.625

06/15/34

989,739‌

100,000

Alexandria

Real

Estate

Equities,

Inc

3.450

04/30/25

98,146‌

200,000

Alexandria

Real

Estate

Equities,

Inc

4.300

01/15/26

196,675‌

500,000

Alexandria

Real

Estate

Equities,

Inc

3.800

04/15/26

485,810‌

200,000

Alexandria

Real

Estate

Equities,

Inc

4.500

07/30/29

192,825‌

425,000

Alexandria

Real

Estate

Equities,

Inc

2.750

12/15/29

373,480‌

100,000

Alexandria

Real

Estate

Equities,

Inc

4.700

07/01/30

96,620‌

275,000

Alexandria

Real

Estate

Equities,

Inc

3.375

08/15/31

242,534‌

1,500,000

Alexandria

Real

Estate

Equities,

Inc

2.000

05/18/32

1,173,990‌

450,000

Alexandria

Real

Estate

Equities,

Inc

1.875

02/01/33

338,547‌

800,000

Alexandria

Real

Estate

Equities,

Inc

2.950

03/15/34

647,907‌

600,000

Alexandria

Real

Estate

Equities,

Inc

4.750

04/15/35

558,456‌

1,000,000

Alexandria

Real

Estate

Equities,

Inc

5.250

05/15/36

962,211‌

500,000

Alexandria

Real

Estate

Equities,

Inc

4.850

04/15/49

421,341‌

700,000

Alexandria

Real

Estate

Equities,

Inc

4.000

02/01/50

519,415‌

1,000,000

Alexandria

Real

Estate

Equities,

Inc

3.000

05/18/51

602,113‌

1,500,000

Alexandria

Real

Estate

Equities,

Inc

3.550

03/15/52

1,005,264‌

200,000

Alexandria

Real

Estate

Equities,

Inc

5.150

04/15/53

175,808‌

500,000

Alexandria

Real

Estate

Equities,

Inc

5.625

05/15/54

468,511‌

1,000,000

American

Assets

Trust

LP

3.375

02/01/31

819,320‌

500,000

American

Homes

4

Rent

LP

4.900

02/15/29

488,661‌

250,000

American

Homes

4

Rent

LP

2.375

07/15/31

203,121‌

750,000

American

Homes

4

Rent

LP

3.625

04/15/32

655,716‌

1,000,000

American

Homes

4

Rent

LP

5.500

02/01/34

983,316‌

250,000

American

Homes

4

Rent

LP

3.375

07/15/51

162,647‌

500,000

American

Homes

4

Rent

LP

4.300

04/15/52

387,563‌

525,000

American

Tower

Corp

4.000

06/01/25

516,624‌

1,350,000

American

Tower

Corp

1.300

09/15/25

1,282,553‌

200,000

American

Tower

Corp

4.400

02/15/26

196,413‌

1,000,000

American

Tower

Corp

1.600

04/15/26

933,471‌

1,000,000

American

Tower

Corp

1.450

09/15/26

917,593‌

Nuveen

Bond

Index

Fund

June

30,

2024

38

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)—continued

$

425,000

American

Tower

Corp

3.375

%

10/15/26

$

405,894‌

750,000

American

Tower

Corp

2.750

01/15/27

703,646‌

500,000

American

Tower

Corp

3.125

01/15/27

473,765‌

500,000

American

Tower

Corp

3.650

03/15/27

478,839‌

150,000

American

Tower

Corp

3.550

07/15/27

142,316‌

1,000,000

American

Tower

Corp

5.500

03/15/28

1,005,902‌

1,250,000

American

Tower

Corp

5.800

11/15/28

1,274,242‌

1,000,000

American

Tower

Corp

5.200

02/15/29

996,547‌

350,000

American

Tower

Corp

3.950

03/15/29

330,240‌

750,000

American

Tower

Corp

2.900

01/15/30

661,169‌

750,000

American

Tower

Corp

2.100

06/15/30

628,397‌

725,000

American

Tower

Corp

1.875

10/15/30

590,252‌

1,000,000

American

Tower

Corp

2.700

04/15/31

845,732‌

1,000,000

American

Tower

Corp

2.300

09/15/31

815,861‌

500,000

American

Tower

Corp

4.050

03/15/32

457,121‌

1,000,000

American

Tower

Corp

5.650

03/15/33

1,006,340‌

1,250,000

American

Tower

Corp

5.900

11/15/33

1,279,968‌

1,000,000

American

Tower

Corp

5.450

02/15/34

991,264‌

1,350,000

American

Tower

Corp

3.700

10/15/49

979,052‌

425,000

American

Tower

Corp

3.100

06/15/50

274,319‌

1,000,000

American

Tower

Corp

2.950

01/15/51

625,378‌

200,000

AvalonBay

Communities,

Inc

2.950

05/11/26

191,877‌

100,000

AvalonBay

Communities,

Inc

2.900

10/15/26

94,926‌

1,200,000

AvalonBay

Communities,

Inc

3.350

05/15/27

1,144,594‌

200,000

AvalonBay

Communities,

Inc

3.200

01/15/28

187,976‌

500,000

AvalonBay

Communities,

Inc

1.900

12/01/28

439,890‌

750,000

AvalonBay

Communities,

Inc

3.300

06/01/29

691,900‌

750,000

AvalonBay

Communities,

Inc

2.300

03/01/30

648,814‌

800,000

AvalonBay

Communities,

Inc

2.050

01/15/32

654,589‌

450,000

AvalonBay

Communities,

Inc

5.000

02/15/33

438,822‌

1,000,000

AvalonBay

Communities,

Inc

5.300

12/07/33

993,395‌

500,000

AvalonBay

Communities,

Inc

5.350

06/01/34

500,306‌

400,000

AvalonBay

Communities,

Inc

4.150

07/01/47

322,809‌

200,000

AvalonBay

Communities,

Inc

4.350

04/15/48

165,814‌

1,500,000

Boston

Properties

LP

3.200

01/15/25

1,477,632‌

275,000

Boston

Properties

LP

3.650

02/01/26

265,392‌

700,000

Boston

Properties

LP

2.750

10/01/26

653,190‌

500,000

Boston

Properties

LP

6.750

12/01/27

512,911‌

550,000

Boston

Properties

LP

4.500

12/01/28

518,826‌

50,000

Boston

Properties

LP

3.400

06/21/29

44,439‌

750,000

Boston

Properties

LP

2.900

03/15/30

636,304‌

1,000,000

Boston

Properties

LP

3.250

01/30/31

845,222‌

1,000,000

Boston

Properties

LP

2.550

04/01/32

779,813‌

1,000,000

Boston

Properties

LP

2.450

10/01/33

740,852‌

500,000

(a)

Boston

Properties

LP

6.500

01/15/34

508,581‌

225,000

Brixmor

Operating

Partnership

LP

4.125

06/15/26

219,061‌

300,000

Brixmor

Operating

Partnership

LP

3.900

03/15/27

288,147‌

100,000

Brixmor

Operating

Partnership

LP

2.250

04/01/28

89,223‌

600,000

Brixmor

Operating

Partnership

LP

4.125

05/15/29

566,316‌

940,000

Brixmor

Operating

Partnership

LP

4.050

07/01/30

872,342‌

100,000

Brixmor

Operating

Partnership

LP

2.500

08/16/31

82,214‌

1,500,000

Brixmor

Operating

Partnership

LP

5.500

02/15/34

1,473,951‌

1,000,000

Brixmor

Operating

Partnership

LP

5.750

02/15/35

997,495‌

500,000

Broadstone

Net

Lease

LLC

2.600

09/15/31

397,343‌

750,000

Camden

Property

Trust

5.850

11/03/26

760,701‌

100,000

Camden

Property

Trust

4.100

10/15/28

95,995‌

325,000

Camden

Property

Trust

3.150

07/01/29

296,178‌

100,000

Camden

Property

Trust

2.800

05/15/30

88,627‌

750,000

Camden

Property

Trust

4.900

01/15/34

717,570‌

500,000

Camden

Property

Trust

3.350

11/01/49

349,930‌

1,000,000

Corporate

Office

Properties

LP

2.250

03/15/26

944,125‌

39

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)—continued

$

1,000,000

Corporate

Office

Properties

LP

2.000

%

01/15/29

$

847,897‌

175,000

Corporate

Office

Properties

LP

2.750

04/15/31

144,688‌

975,000

Crown

Castle,

Inc

4.450

02/15/26

957,931‌

250,000

Crown

Castle,

Inc

3.700

06/15/26

241,596‌

1,500,000

Crown

Castle,

Inc

1.050

07/15/26

1,372,961‌

100,000

Crown

Castle,

Inc

4.000

03/01/27

96,587‌

525,000

Crown

Castle,

Inc

3.650

09/01/27

498,910‌

750,000

Crown

Castle,

Inc

5.000

01/11/28

740,807‌

775,000

Crown

Castle,

Inc

3.800

02/15/28

734,256‌

1,000,000

Crown

Castle,

Inc

4.800

09/01/28

978,878‌

300,000

Crown

Castle,

Inc

4.300

02/15/29

286,561‌

1,000,000

Crown

Castle,

Inc

5.600

06/01/29

1,008,538‌

500,000

Crown

Castle,

Inc

3.100

11/15/29

446,369‌

275,000

Crown

Castle,

Inc

3.300

07/01/30

245,083‌

1,050,000

Crown

Castle,

Inc

2.250

01/15/31

863,534‌

1,500,000

Crown

Castle,

Inc

2.100

04/01/31

1,214,740‌

1,000,000

Crown

Castle,

Inc

2.500

07/15/31

826,266‌

1,000,000

Crown

Castle,

Inc

5.100

05/01/33

964,591‌

1,000,000

Crown

Castle,

Inc

5.800

03/01/34

1,010,134‌

1,000,000

Crown

Castle,

Inc

2.900

04/01/41

692,038‌

200,000

(a)

Crown

Castle,

Inc

4.750

05/15/47

170,014‌

300,000

(a)

Crown

Castle,

Inc

5.200

02/15/49

271,858‌

500,000

Crown

Castle,

Inc

4.000

11/15/49

380,841‌

200,000

Crown

Castle,

Inc

4.150

07/01/50

155,317‌

875,000

Crown

Castle,

Inc

3.250

01/15/51

580,975‌

200,000

CubeSmart

LP

3.125

09/01/26

190,549‌

600,000

CubeSmart

LP

2.250

12/15/28

528,311‌

100,000

CubeSmart

LP

4.375

02/15/29

95,874‌

250,000

CubeSmart

LP

3.000

02/15/30

221,322‌

450,000

CubeSmart

LP

2.000

02/15/31

363,820‌

700,000

CubeSmart

LP

2.500

02/15/32

572,274‌

475,000

Digital

Realty

Trust

LP

3.700

08/15/27

453,407‌

1,300,000

Digital

Realty

Trust

LP

5.550

01/15/28

1,311,519‌

300,000

Digital

Realty

Trust

LP

4.450

07/15/28

290,714‌

1,000,000

Digital

Realty

Trust

LP

3.600

07/01/29

927,587‌

1,000,000

EPR

Properties

3.600

11/15/31

833,679‌

1,000,000

Equinix

Europe

2

Financing

Corp

LLC

5.500

06/15/34

998,375‌

2,000,000

Equinix,

Inc

1.450

05/15/26

1,856,776‌

650,000

Equinix,

Inc

2.900

11/18/26

613,955‌

800,000

Equinix,

Inc

1.550

03/15/28

699,584‌

2,000,000

Equinix,

Inc

2.000

05/15/28

1,771,120‌

1,000,000

Equinix,

Inc

3.200

11/18/29

901,016‌

175,000

Equinix,

Inc

2.150

07/15/30

146,725‌

1,000,000

Equinix,

Inc

2.500

05/15/31

837,725‌

1,500,000

Equinix,

Inc

3.400

02/15/52

1,027,884‌

200,000

ERP

Operating

LP

2.850

11/01/26

189,628‌

1,150,000

ERP

Operating

LP

3.250

08/01/27

1,088,554‌

500,000

ERP

Operating

LP

3.500

03/01/28

474,243‌

200,000

ERP

Operating

LP

4.150

12/01/28

193,049‌

750,000

ERP

Operating

LP

3.000

07/01/29

681,258‌

300,000

ERP

Operating

LP

2.500

02/15/30

261,737‌

500,000

ERP

Operating

LP

1.850

08/01/31

403,800‌

425,000

ERP

Operating

LP

4.500

07/01/44

360,879‌

100,000

ERP

Operating

LP

4.000

08/01/47

76,665‌

650,000

Essential

Properties

LP

2.950

07/15/31

534,755‌

100,000

Essex

Portfolio

LP

3.375

04/15/26

96,557‌

200,000

Essex

Portfolio

LP

3.625

05/01/27

191,367‌

900,000

Essex

Portfolio

LP

4.000

03/01/29

850,088‌

325,000

Essex

Portfolio

LP

3.000

01/15/30

288,685‌

750,000

Essex

Portfolio

LP

1.650

01/15/31

595,584‌

1,000,000

Essex

Portfolio

LP

2.550

06/15/31

833,040‌

Nuveen

Bond

Index

Fund

June

30,

2024

40

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)—continued

$

350,000

Essex

Portfolio

LP

5.500

%

04/01/34

$

346,856‌

300,000

Essex

Portfolio

LP

4.500

03/15/48

247,523‌

525,000

Extra

Space

Storage

LP

3.500

07/01/26

505,072‌

200,000

Extra

Space

Storage

LP

3.875

12/15/27

190,832‌

500,000

Extra

Space

Storage

LP

3.900

04/01/29

470,776‌

500,000

Extra

Space

Storage

LP

4.000

06/15/29

468,826‌

1,000,000

Extra

Space

Storage

LP

5.500

07/01/30

1,007,547‌

100,000

Extra

Space

Storage

LP

2.200

10/15/30

83,001‌

500,000

Extra

Space

Storage

LP

5.900

01/15/31

510,615‌

700,000

Extra

Space

Storage

LP

2.550

06/01/31

582,647‌

450,000

Extra

Space

Storage

LP

2.400

10/15/31

369,717‌

500,000

Extra

Space

Storage

LP

2.350

03/15/32

398,295‌

750,000

Extra

Space

Storage

LP

5.400

02/01/34

734,118‌

300,000

Federal

Realty

OP

LP

1.250

02/15/26

279,971‌

50,000

Federal

Realty

OP

LP

3.250

07/15/27

47,223‌

1,000,000

Federal

Realty

OP

LP

5.375

05/01/28

1,001,093‌

1,300,000

Federal

Realty

OP

LP

3.200

06/15/29

1,178,124‌

300,000

Federal

Realty

OP

LP

3.500

06/01/30

272,058‌

200,000

Federal

Realty

OP

LP

4.500

12/01/44

161,643‌

1,300,000

GLP

Capital

LP

5.250

06/01/25

1,289,118‌

150,000

GLP

Capital

LP

5.375

04/15/26

148,775‌

750,000

GLP

Capital

LP

5.750

06/01/28

750,412‌

200,000

GLP

Capital

LP

5.300

01/15/29

197,055‌

500,000

GLP

Capital

LP

4.000

01/15/30

458,099‌

500,000

GLP

Capital

LP

4.000

01/15/31

448,272‌

750,000

GLP

Capital

LP

3.250

01/15/32

630,256‌

1,000,000

GLP

Capital

LP

6.750

12/01/33

1,050,672‌

800,000

Healthcare

Realty

Holdings

LP

3.500

08/01/26

766,363‌

100,000

Healthcare

Realty

Holdings

LP

3.625

01/15/28

92,424‌

500,000

Healthcare

Realty

Holdings

LP

3.100

02/15/30

437,219‌

100,000

Healthcare

Realty

Holdings

LP

2.400

03/15/30

82,409‌

975,000

(a)

Healthcare

Realty

Holdings

LP

2.000

03/15/31

768,242‌

175,000

Healthcare

Realty

Holdings

LP

2.050

03/15/31

135,413‌

100,000

Healthpeak

OP

LLC

3.250

07/15/26

95,773‌

1,500,000

Healthpeak

OP

LLC

1.350

02/01/27

1,359,869‌

325,000

Healthpeak

OP

LLC

2.125

12/01/28

286,837‌

600,000

Healthpeak

OP

LLC

3.500

07/15/29

554,248‌

1,000,000

Healthpeak

OP

LLC

3.000

01/15/30

887,405‌

175,000

Healthpeak

OP

LLC

2.875

01/15/31

151,009‌

30,000

Healthpeak

OP

LLC

6.750

02/01/41

32,728‌

750,000

Healthpeak

Properties

Interim,

Inc

5.250

12/15/32

736,400‌

100,000

Highwoods

Realty

LP

3.875

03/01/27

94,814‌

150,000

Highwoods

Realty

LP

4.125

03/15/28

140,144‌

250,000

Highwoods

Realty

LP

4.200

04/15/29

229,011‌

500,000

Highwoods

Realty

LP

3.050

02/15/30

423,985‌

775,000

Highwoods

Realty

LP

2.600

02/01/31

619,098‌

1,000,000

Highwoods

Realty

LP

7.650

02/01/34

1,076,064‌

200,000

Host

Hotels

&

Resorts

LP

4.000

06/15/25

196,659‌

100,000

Host

Hotels

&

Resorts

LP

4.500

02/01/26

98,196‌

500,000

Host

Hotels

&

Resorts

LP

3.375

12/15/29

446,154‌

850,000

Host

Hotels

&

Resorts

LP

3.500

09/15/30

751,120‌

200,000

Host

Hotels

&

Resorts

LP

2.900

12/15/31

167,080‌

100,000

Host

Hotels

&

Resorts

LP

5.700

07/01/34

98,277‌

300,000

Invitation

Homes

Operating

Partnership

LP

2.300

11/15/28

265,647‌

500,000

Invitation

Homes

Operating

Partnership

LP

5.450

08/15/30

500,881‌

500,000

Invitation

Homes

Operating

Partnership

LP

2.000

08/15/31

396,972‌

575,000

Invitation

Homes

Operating

Partnership

LP

4.150

04/15/32

524,558‌

500,000

Invitation

Homes

Operating

Partnership

LP

5.500

08/15/33

492,925‌

750,000

Invitation

Homes

Operating

Partnership

LP

2.700

01/15/34

590,727‌

125,000

Kilroy

Realty

LP

3.450

12/15/24

123,468‌

250,000

Kilroy

Realty

LP

4.750

12/15/28

236,438‌

41

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)—continued

$

200,000

(a)

Kilroy

Realty

LP

4.250

%

08/15/29

$

181,254‌

750,000

Kilroy

Realty

LP

3.050

02/15/30

632,556‌

500,000

Kilroy

Realty

LP

2.500

11/15/32

374,190‌

1,000,000

Kilroy

Realty

LP

2.650

11/15/33

734,416‌

400,000

(a)

Kilroy

Realty

LP

6.250

01/15/36

379,611‌

625,000

Kimco

Realty

OP

LLC

2.800

10/01/26

591,022‌

200,000

Kimco

Realty

OP

LLC

3.800

04/01/27

192,357‌

500,000

Kimco

Realty

OP

LLC

1.900

03/01/28

445,591‌

750,000

Kimco

Realty

OP

LLC

2.700

10/01/30

648,048‌

1,000,000

Kimco

Realty

OP

LLC

2.250

12/01/31

802,598‌

500,000

Kimco

Realty

OP

LLC

4.600

02/01/33

468,930‌

200,000

Kimco

Realty

OP

LLC

4.250

04/01/45

159,574‌

175,000

Kimco

Realty

OP

LLC

4.125

12/01/46

133,837‌

100,000

Kimco

Realty

OP

LLC

4.450

09/01/47

79,784‌

500,000

Kimco

Realty

OP

LLC

3.700

10/01/49

362,371‌

1,000,000

Kimco

Realty

OP,

LLC

6.400

03/01/34

1,057,105‌

400,000

Kite

Realty

Group

LP

5.500

03/01/34

391,073‌

350,000

Kite

Realty

Group

Trust

4.750

09/15/30

334,305‌

750,000

LXP

Industrial

Trust

6.750

11/15/28

777,801‌

750,000

(a)

LXP

Industrial

Trust

2.700

09/15/30

632,776‌

1,000,000

Mid-America

Apartments

LP

1.100

09/15/26

913,442‌

750,000

Mid-America

Apartments

LP

3.600

06/01/27

719,126‌

200,000

Mid-America

Apartments

LP

4.200

06/15/28

193,878‌

625,000

Mid-America

Apartments

LP

3.950

03/15/29

597,868‌

175,000

Mid-America

Apartments

LP

2.750

03/15/30

154,877‌

250,000

Mid-America

Apartments

LP

1.700

02/15/31

200,588‌

1,000,000

Mid-America

Apartments

LP

5.300

02/15/32

995,605‌

500,000

Mid-America

Apartments

LP

5.000

03/15/34

485,465‌

150,000

Mid-America

Apartments

LP

2.875

09/15/51

92,826‌

500,000

National

Health

Investors,

Inc

3.000

02/01/31

408,474‌

1,550,000

NNN

REIT,

Inc

3.500

10/15/27

1,470,116‌

300,000

NNN

REIT,

Inc

2.500

04/15/30

257,381‌

200,000

NNN

REIT,

Inc

5.600

10/15/33

198,995‌

1,000,000

NNN

REIT,

Inc

5.500

06/15/34

990,628‌

500,000

NNN

REIT,

Inc

3.100

04/15/50

317,311‌

1,000,000

NNN

REIT,

Inc

3.000

04/15/52

622,588‌

200,000

OMEGA

Healthcare

Investors,

Inc

4.500

04/01/27

193,624‌

825,000

OMEGA

Healthcare

Investors,

Inc

4.750

01/15/28

798,267‌

500,000

OMEGA

Healthcare

Investors,

Inc

3.625

10/01/29

446,380‌

500,000

OMEGA

Healthcare

Investors,

Inc

3.375

02/01/31

427,039‌

1,000,000

OMEGA

Healthcare

Investors,

Inc

3.250

04/15/33

808,331‌

1,000,000

Phillips

Edison

Grocery

Center

Operating

Partnership

I

LP

2.625

11/15/31

815,438‌

1,000,000

Phillips

Edison

Grocery

Center

Operating

Partnership

I

LP

5.750

07/15/34

987,543‌

200,000

Physicians

Realty

LP

4.300

03/15/27

195,671‌

200,000

Physicians

Realty

LP

3.950

01/15/28

191,255‌

1,000,000

Physicians

Realty

LP

2.625

11/01/31

827,793‌

750,000

(a)

Piedmont

Operating

Partnership

LP

6.875

07/15/29

740,991‌

1,000,000

Piedmont

Operating

Partnership

LP

2.750

04/01/32

733,424‌

100,000

Prologis

LP

3.250

10/01/26

95,905‌

100,000

Prologis

LP

4.375

02/01/29

97,440‌

500,000

Prologis

LP

2.250

04/15/30

430,113‌

1,000,000

Prologis

LP

1.625

03/15/31

801,420‌

100,000

Prologis

LP

4.375

09/15/48

83,816‌

500,000

Prologis

LP

3.000

04/15/50

322,937‌

500,000

Prologis

LP

2.125

10/15/50

265,363‌

100,000

ProLogis

LP

3.250

06/30/26

96,390‌

1,000,000

ProLogis

LP

3.375

12/15/27

948,283‌

750,000

ProLogis

LP

4.875

06/15/28

746,330‌

100,000

ProLogis

LP

4.000

09/15/28

96,238‌

225,000

ProLogis

LP

2.875

11/15/29

202,411‌

Nuveen

Bond

Index

Fund

June

30,

2024

42

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)—continued

$

200,000

ProLogis

LP

1.750

%

07/01/30

$

165,405‌

775,000

ProLogis

LP

2.250

01/15/32

633,135‌

1,000,000

ProLogis

LP

4.625

01/15/33

957,729‌

750,000

ProLogis

LP

4.750

06/15/33

723,141‌

750,000

ProLogis

LP

5.125

01/15/34

741,159‌

1,000,000

ProLogis

LP

5.000

03/15/34

978,052‌

500,000

ProLogis

LP

3.050

03/01/50

326,172‌

1,250,000

ProLogis

LP

5.250

06/15/53

1,179,406‌

1,000,000

ProLogis

LP

5.250

03/15/54

944,819‌

1,500,000

Public

Storage

0.875

02/15/26

1,399,170‌

750,000

Public

Storage

1.500

11/09/26

690,529‌

200,000

Public

Storage

3.094

09/15/27

188,462‌

750,000

Public

Storage

1.950

11/09/28

660,925‌

500,000

Public

Storage

3.385

05/01/29

466,854‌

250,000

Public

Storage

2.250

11/09/31

206,383‌

1,000,000

Public

Storage

5.100

08/01/33

991,754‌

1,500,000

Public

Storage

5.350

08/01/53

1,446,771‌

1,000,000

Rayonier

LP

2.750

05/17/31

833,810‌

750,000

Realty

Income

Corp

0.750

03/15/26

692,863‌

425,000

Realty

Income

Corp

4.875

06/01/26

421,155‌

200,000

Realty

Income

Corp

4.125

10/15/26

194,893‌

200,000

Realty

Income

Corp

3.000

01/15/27

189,454‌

300,000

Realty

Income

Corp

3.200

01/15/27

283,845‌

650,000

Realty

Income

Corp

3.950

08/15/27

626,741‌

1,000,000

Realty

Income

Corp

3.400

01/15/28

942,582‌

1,000,000

Realty

Income

Corp

3.650

01/15/28

951,806‌

1,000,000

Realty

Income

Corp

2.100

03/15/28

896,067‌

500,000

Realty

Income

Corp

2.200

06/15/28

447,354‌

750,000

Realty

Income

Corp

4.700

12/15/28

736,302‌

500,000

Realty

Income

Corp

4.750

02/15/29

491,382‌

500,000

Realty

Income

Corp

3.250

06/15/29

459,962‌

500,000

Realty

Income

Corp

4.000

07/15/29

473,377‌

500,000

Realty

Income

Corp

3.100

12/15/29

449,094‌

300,000

Realty

Income

Corp

3.400

01/15/30

273,191‌

1,000,000

Realty

Income

Corp

4.850

03/15/30

980,059‌

1,500,000

Realty

Income

Corp

3.250

01/15/31

1,326,892‌

500,000

Realty

Income

Corp

3.200

02/15/31

438,466‌

750,000

Realty

Income

Corp

1.800

03/15/33

563,650‌

750,000

Realty

Income

Corp

4.900

07/15/33

716,931‌

500,000

Realty

Income

Corp

5.125

02/15/34

485,341‌

300,000

Realty

Income

Corp

4.650

03/15/47

258,412‌

200,000

Regency

Centers

Corp

5.250

01/15/34

194,785‌

375,000

Regency

Centers

LP

3.600

02/01/27

359,948‌

125,000

Regency

Centers

LP

4.125

03/15/28

120,339‌

425,000

Regency

Centers

LP

2.950

09/15/29

381,519‌

500,000

Regency

Centers

LP

3.700

06/15/30

460,539‌

200,000

Regency

Centers

LP

4.400

02/01/47

161,522‌

300,000

Regency

Centers

LP

4.650

03/15/49

247,835‌

500,000

Retail

Opportunity

Investments

Partnership

LP

6.750

10/15/28

517,553‌

500,000

Rexford

Industrial

Realty

LP

5.000

06/15/28

494,499‌

1,000,000

Rexford

Industrial

Realty

LP

2.125

12/01/30

818,129‌

300,000

Sabra

Health

Care

LP

5.125

08/15/26

295,266‌

1,000,000

Sabra

Health

Care

LP

3.200

12/01/31

831,264‌

1,000,000

Safehold

GL

Holdings

LLC

2.800

06/15/31

836,203‌

1,000,000

Safehold

GL

Holdings

LLC

6.100

04/01/34

987,828‌

625,000

Simon

Property

Group

LP

3.300

01/15/26

605,590‌

350,000

Simon

Property

Group

LP

3.250

11/30/26

334,256‌

1,000,000

Simon

Property

Group

LP

1.375

01/15/27

912,383‌

200,000

Simon

Property

Group

LP

3.375

06/15/27

190,779‌

300,000

Simon

Property

Group

LP

3.375

12/01/27

283,754‌

1,000,000

Simon

Property

Group

LP

1.750

02/01/28

890,852‌

43

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)—continued

$

1,750,000

Simon

Property

Group

LP

2.450

%

09/13/29

$

1,537,466‌

750,000

Simon

Property

Group

LP

2.650

07/15/30

653,301‌

1,000,000

Simon

Property

Group

LP

2.200

02/01/31

826,658‌

500,000

Simon

Property

Group

LP

2.250

01/15/32

405,957‌

1,500,000

Simon

Property

Group

LP

2.650

02/01/32

1,251,959‌

1,000,000

Simon

Property

Group

LP

5.500

03/08/33

1,005,596‌

500,000

(a)

Simon

Property

Group

LP

6.250

01/15/34

527,368‌

1,500,000

Simon

Property

Group

LP

4.250

10/01/44

1,214,753‌

300,000

Simon

Property

Group

LP

4.250

11/30/46

240,825‌

500,000

Simon

Property

Group

LP

3.250

09/13/49

335,012‌

750,000

Simon

Property

Group

LP

3.800

07/15/50

550,095‌

1,000,000

Simon

Property

Group

LP

5.850

03/08/53

994,198‌

500,000

Simon

Property

Group

LP

6.650

01/15/54

548,931‌

150,000

SITE

Centers

Corp

4.250

02/01/26

148,341‌

200,000

SITE

Centers

Corp

4.700

06/01/27

198,476‌

500,000

STORE

Capital

Corp

4.625

03/15/29

472,221‌

500,000

STORE

Capital

Corp

2.750

11/18/30

414,283‌

500,000

Sun

Communities

Operating

LP

2.300

11/01/28

439,528‌

500,000

Sun

Communities

Operating

LP

5.500

01/15/29

500,134‌

1,000,000

Sun

Communities

Operating

LP

4.200

04/15/32

896,595‌

500,000

Sun

Communities

Operating

LP

5.700

01/15/33

492,378‌

100,000

Tanger

Properties

LP

3.125

09/01/26

94,271‌

250,000

Tanger

Properties

LP

3.875

07/15/27

237,033‌

500,000

Tanger

Properties

LP

2.750

09/01/31

407,347‌

200,000

UDR,

Inc

3.500

07/01/27

189,723‌

200,000

UDR,

Inc

3.500

01/15/28

188,466‌

600,000

UDR,

Inc

3.200

01/15/30

542,148‌

1,000,000

UDR,

Inc

3.000

08/15/31

864,325‌

750,000

UDR,

Inc

2.100

08/01/32

586,850‌

500,000

UDR,

Inc

1.900

03/15/33

377,638‌

300,000

UDR,

Inc

3.100

11/01/34

242,062‌

120,000

Ventas

Realty

LP

4.125

01/15/26

117,250‌

200,000

Ventas

Realty

LP

3.250

10/15/26

190,050‌

1,000,000

Ventas

Realty

LP

4.000

03/01/28

953,830‌

525,000

Ventas

Realty

LP

4.400

01/15/29

504,473‌

350,000

Ventas

Realty

LP

3.000

01/15/30

308,998‌

500,000

Ventas

Realty

LP

4.750

11/15/30

479,889‌

1,025,000

Ventas

Realty

LP

2.500

09/01/31

841,651‌

1,000,000

Ventas

Realty

LP

5.625

07/01/34

991,185‌

300,000

Ventas

Realty

LP

4.375

02/01/45

235,583‌

300,000

Ventas

Realty

LP

4.875

04/15/49

254,564‌

1,500,000

VICI

Properties

LP

4.375

05/15/25

1,480,084‌

850,000

VICI

Properties

LP

4.750

02/15/28

830,234‌

750,000

VICI

Properties

LP

4.950

02/15/30

723,555‌

1,000,000

VICI

Properties

LP

5.750

04/01/34

990,629‌

1,000,000

VICI

Properties

LP

5.625

05/15/52

900,352‌

1,000,000

VICI

Properties

LP

6.125

04/01/54

959,946‌

600,000

Welltower

OP

LLC

4.250

04/01/26

587,655‌

500,000

Welltower

OP

LLC

2.700

02/15/27

471,130‌

600,000

Welltower

OP

LLC

4.250

04/15/28

580,052‌

1,000,000

Welltower

OP

LLC

2.050

01/15/29

873,448‌

500,000

Welltower

OP

LLC

4.125

03/15/29

477,834‌

425,000

Welltower

OP

LLC

3.100

01/15/30

380,881‌

400,000

Welltower

OP

LLC

2.750

01/15/31

344,561‌

1,000,000

Welltower

OP

LLC

2.800

06/01/31

853,516‌

500,000

Welltower

OP

LLC

2.750

01/15/32

420,483‌

150,000

Welltower

OP

LLC

3.850

06/15/32

135,111‌

300,000

Welltower

OP

LLC

4.950

09/01/48

271,520‌

1,000,000

Weyerhaeuser

Co

4.750

05/15/26

988,492‌

500,000

Weyerhaeuser

Co

4.000

11/15/29

470,167‌

500,000

Weyerhaeuser

Co

4.000

04/15/30

466,672‌

Nuveen

Bond

Index

Fund

June

30,

2024

44

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)—continued

$

304,000

Weyerhaeuser

Co

7.375

%

03/15/32

$

339,829‌

300,000

Weyerhaeuser

Co

3.375

03/09/33

256,966‌

1,375,000

Weyerhaeuser

Co

4.000

03/09/52

1,037,122‌

1,000,000

WP

Carey,

Inc

3.850

07/15/29

933,677‌

750,000

WP

Carey,

Inc

2.400

02/01/31

622,152‌

500,000

WP

Carey,

Inc

2.450

02/01/32

405,450‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

225,309,043‌

FINANCIAL

SERVICES

-

2.6%

1,675,000

AerCap

Ireland

Capital

DAC

3.500

01/15/25

1,654,000‌

1,000,000

AerCap

Ireland

Capital

DAC

6.500

07/15/25

1,007,647‌

300,000

AerCap

Ireland

Capital

DAC

4.450

10/01/25

295,808‌

500,000

AerCap

Ireland

Capital

DAC

1.750

01/30/26

470,989‌

500,000

AerCap

Ireland

Capital

DAC

4.450

04/03/26

490,779‌

2,500,000

AerCap

Ireland

Capital

DAC

2.450

10/29/26

2,332,084‌

3,895,000

AerCap

Ireland

Capital

DAC

6.450

04/15/27

3,983,892‌

250,000

AerCap

Ireland

Capital

DAC

3.650

07/21/27

237,285‌

1,000,000

AerCap

Ireland

Capital

DAC

4.625

10/15/27

974,340‌

200,000

AerCap

Ireland

Capital

DAC

3.875

01/23/28

189,489‌

1,000,000

AerCap

Ireland

Capital

DAC

5.750

06/06/28

1,010,430‌

1,450,000

AerCap

Ireland

Capital

DAC

3.000

10/29/28

1,317,717‌

1,000,000

AerCap

Ireland

Capital

DAC

5.100

01/19/29

990,404‌

4,000,000

AerCap

Ireland

Capital

DAC

6.150

09/30/30

4,135,330‌

700,000

AerCap

Ireland

Capital

DAC

3.300

01/30/32

601,451‌

2,000,000

AerCap

Ireland

Capital

DAC

3.400

10/29/33

1,677,578‌

1,000,000

AerCap

Ireland

Capital

DAC

5.300

01/19/34

979,397‌

800,000

AerCap

Ireland

Capital

DAC

3.850

10/29/41

625,654‌

1,000,000

Affiliated

Managers

Group,

Inc

3.300

06/15/30

891,992‌

1,000,000

Ally

Financial,

Inc

4.750

06/09/27

975,278‌

400,000

Ally

Financial,

Inc

7.100

11/15/27

416,769‌

1,000,000

Ally

Financial,

Inc

2.200

11/02/28

865,928‌

1,500,000

Ally

Financial,

Inc

6.992

06/13/29

1,556,510‌

500,000

Ally

Financial,

Inc

6.848

01/03/30

513,768‌

2,000,000

Ally

Financial,

Inc

8.000

11/01/31

2,207,175‌

1,500,000

American

Express

Co

3.950

08/01/25

1,475,355‌

1,000,000

American

Express

Co

4.200

11/06/25

985,208‌

1,500,000

American

Express

Co

4.900

02/13/26

1,490,344‌

2,500,000

American

Express

Co

3.125

05/20/26

2,405,027‌

2,000,000

American

Express

Co

1.650

11/04/26

1,840,082‌

1,500,000

American

Express

Co

2.550

03/04/27

1,401,960‌

1,500,000

American

Express

Co

5.850

11/05/27

1,536,386‌

575,000

American

Express

Co

4.050

05/03/29

554,906‌

1,000,000

American

Express

Co

5.282

07/27/29

1,001,991‌

1,000,000

American

Express

Co

5.532

04/25/30

1,011,521‌

1,500,000

American

Express

Co

6.489

10/30/31

1,599,104‌

2,700,000

American

Express

Co

4.989

05/26/33

2,601,186‌

1,000,000

American

Express

Co

4.420

08/03/33

943,443‌

3,000,000

American

Express

Co

5.043

05/01/34

2,933,811‌

1,000,000

American

Express

Co

5.625

07/28/34

1,001,159‌

500,000

American

Express

Co

5.915

04/25/35

507,984‌

525,000

American

Express

Co

4.050

12/03/42

438,250‌

125,000

Ameriprise

Financial,

Inc

3.000

04/02/25

122,563‌

200,000

Ameriprise

Financial,

Inc

2.875

09/15/26

190,452‌

750,000

Ameriprise

Financial,

Inc

5.700

12/15/28

768,007‌

350,000

Ameriprise

Financial,

Inc

4.500

05/13/32

337,158‌

1,000,000

Ameriprise

Financial,

Inc

5.150

05/15/33

1,001,624‌

1,000,000

Andrew

W

Mellon

Foundation

0.947

08/01/27

891,436‌

1,500,000

Apollo

Global

Management,

Inc

5.800

05/21/54

1,476,213‌

500,000

Ares

Capital

Corp

4.250

03/01/25

493,775‌

500,000

Ares

Capital

Corp

3.250

07/15/25

485,770‌

1,200,000

Ares

Capital

Corp

3.875

01/15/26

1,158,636‌

1,500,000

Ares

Capital

Corp

2.150

07/15/26

1,386,302‌

45

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FINANCIAL

SERVICES—continued

$

850,000

Ares

Capital

Corp

7.000

%

01/15/27

$

864,254‌

750,000

Ares

Capital

Corp

2.875

06/15/28

664,351‌

750,000

Ares

Capital

Corp

5.875

03/01/29

739,200‌

1,000,000

Ares

Capital

Corp

5.950

07/15/29

983,060‌

750,000

Ares

Capital

Corp

3.200

11/15/31

618,512‌

500,000

Ares

Management

Corp

6.375

11/10/28

520,781‌

1,000,000

(d)

Ares

Strategic

Income

Fund

6.350

08/15/29

991,784‌

1,000,000

Bain

Capital

Specialty

Finance,

Inc

2.550

10/13/26

917,128‌

725,000

Bank

of

New

York

Mellon

Corp

1.600

04/24/25

702,758‌

1,500,000

Bank

of

New

York

Mellon

Corp

0.750

01/28/26

1,399,463‌

500,000

Bank

of

New

York

Mellon

Corp

2.800

05/04/26

479,885‌

1,000,000

Bank

of

New

York

Mellon

Corp

4.414

07/24/26

988,767‌

500,000

Bank

of

New

York

Mellon

Corp

2.450

08/17/26

473,773‌

1,000,000

Bank

of

New

York

Mellon

Corp

2.050

01/26/27

930,612‌

300,000

Bank

of

New

York

Mellon

Corp

3.250

05/16/27

286,397‌

1,000,000

Bank

of

New

York

Mellon

Corp

3.400

01/29/28

950,109‌

600,000

Bank

of

New

York

Mellon

Corp

3.850

04/28/28

578,439‌

2,000,000

Bank

of

New

York

Mellon

Corp

1.650

07/14/28

1,766,432‌

775,000

Bank

of

New

York

Mellon

Corp

5.802

10/25/28

789,634‌

1,500,000

Bank

of

New

York

Mellon

Corp

4.543

02/01/29

1,470,518‌

400,000

Bank

of

New

York

Mellon

Corp

3.300

08/23/29

366,003‌

1,000,000

Bank

of

New

York

Mellon

Corp

6.317

10/25/29

1,045,205‌

1,000,000

Bank

of

New

York

Mellon

Corp

4.975

03/14/30

994,007‌

500,000

Bank

of

New

York

Mellon

Corp

4.596

07/26/30

488,626‌

1,500,000

Bank

of

New

York

Mellon

Corp

1.650

01/28/31

1,215,893‌

1,000,000

Bank

of

New

York

Mellon

Corp

1.800

07/28/31

808,915‌

500,000

Bank

of

New

York

Mellon

Corp

4.289

06/13/33

466,541‌

1,000,000

Bank

of

New

York

Mellon

Corp

5.834

10/25/33

1,035,301‌

1,000,000

Bank

of

New

York

Mellon

Corp

4.706

02/01/34

956,628‌

2,000,000

Bank

of

New

York

Mellon

Corp

4.967

04/26/34

1,951,123‌

1,000,000

Bank

of

New

York

Mellon

Corp

6.474

10/25/34

1,078,497‌

1,000,000

Bank

of

New

York

Mellon

Corp

5.188

03/14/35

987,072‌

1,000,000

Barings

BDC,

Inc

3.300

11/23/26

923,325‌

2,400,000

Berkshire

Hathaway,

Inc

3.125

03/15/26

2,323,032‌

800,000

(a)

Berkshire

Hathaway,

Inc

4.500

02/11/43

741,727‌

500,000

BGC

Group,

Inc

3.750

10/01/24

496,164‌

500,000

BGC

Group,

Inc

8.000

05/25/28

526,796‌

500,000

(d)

BGC

Group,

Inc

6.600

06/10/29

497,541‌

1,000,000

BlackRock

Funding,

Inc

4.700

03/14/29

995,670‌

1,000,000

BlackRock

Funding,

Inc

5.000

03/14/34

992,233‌

1,000,000

BlackRock

Funding,

Inc

5.250

03/14/54

966,362‌

1,000,000

BlackRock

TCP

Capital

Corp

2.850

02/09/26

944,201‌

500,000

(a)

BlackRock

TCP

Capital

Corp

6.950

05/30/29

487,966‌

850,000

BlackRock,

Inc

3.250

04/30/29

791,844‌

1,450,000

BlackRock,

Inc

1.900

01/28/31

1,201,056‌

2,000,000

BlackRock,

Inc

2.100

02/25/32

1,628,181‌

1,000,000

BlackRock,

Inc

4.750

05/25/33

980,571‌

1,500,000

Blackstone

Private

Credit

Fund

7.050

09/29/25

1,514,449‌

1,800,000

Blackstone

Private

Credit

Fund

2.625

12/15/26

1,646,197‌

1,000,000

Blackstone

Private

Credit

Fund

3.250

03/15/27

923,198‌

500,000

(d)

Blackstone

Private

Credit

Fund

7.300

11/27/28

518,117‌

1,000,000

(a)

Blackstone

Private

Credit

Fund

4.000

01/15/29

912,663‌

500,000

(d)

Blackstone

Private

Credit

Fund

5.950

07/16/29

489,681‌

500,000

(d)

Blackstone

Private

Credit

Fund

6.250

01/25/31

497,128‌

750,000

Blackstone

Secured

Lending

Fund

3.625

01/15/26

719,743‌

1,400,000

Blackstone

Secured

Lending

Fund

2.750

09/16/26

1,296,041‌

1,000,000

Blackstone

Secured

Lending

Fund

2.125

02/15/27

903,058‌

500,000

Blackstone

Secured

Lending

Fund

5.875

11/15/27

496,367‌

500,000

Blue

Owl

Capital

Corp

3.750

07/22/25

487,423‌

1,000,000

Blue

Owl

Capital

Corp

4.250

01/15/26

969,945‌

750,000

Blue

Owl

Capital

Corp

3.400

07/15/26

706,688‌

Nuveen

Bond

Index

Fund

June

30,

2024

46

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FINANCIAL

SERVICES—continued

$

1,000,000

Blue

Owl

Capital

Corp

2.875

%

06/11/28

$

884,533‌

1,000,000

Blue

Owl

Capital

Corp

5.950

03/15/29

984,176‌

300,000

(d)

Blue

Owl

Capital

Corp

II

8.450

11/15/26

309,523‌

1,000,000

Blue

Owl

Capital

Corp

III

3.125

04/13/27

914,850‌

1,000,000

Blue

Owl

Credit

Income

Corp

4.700

02/08/27

951,580‌

750,000

Blue

Owl

Credit

Income

Corp

7.750

09/16/27

770,628‌

700,000

Blue

Owl

Credit

Income

Corp

7.950

06/13/28

723,788‌

1,000,000

(a),(d)

Blue

Owl

Credit

Income

Corp

6.600

09/15/29

986,449‌

500,000

Blue

Owl

Credit

Income

Corp

6.650

03/15/31

488,674‌

1,500,000

(d)

Blue

Owl

Finance

LLC

6.250

04/18/34

1,503,960‌

1,000,000

Blue

Owl

Technology

Finance

Corp

2.500

01/15/27

899,298‌

1,000,000

(d)

Blue

Owl

Technology

Finance

Corp

II

6.750

04/04/29

978,301‌

300,000

Brookfield

Asset

Management,

Inc

4.000

01/15/25

297,037‌

1,000,000

Brookfield

Capital

Finance

LLC

6.087

06/14/33

1,028,107‌

1,000,000

Brookfield

Finance

I

UK

PLC

2.340

01/30/32

802,150‌

200,000

Brookfield

Finance,

Inc

4.250

06/02/26

195,830‌

600,000

Brookfield

Finance,

Inc

3.900

01/25/28

572,605‌

600,000

Brookfield

Finance,

Inc

4.850

03/29/29

589,487‌

500,000

Brookfield

Finance,

Inc

6.350

01/05/34

524,032‌

500,000

Brookfield

Finance,

Inc

5.675

01/15/35

494,649‌

725,000

Brookfield

Finance,

Inc

4.700

09/20/47

614,007‌

1,000,000

(a)

Brookfield

Finance,

Inc

3.500

03/30/51

691,581‌

1,000,000

Brookfield

Finance,

Inc

3.625

02/15/52

692,802‌

750,000

Brookfield

Finance,

Inc

5.968

03/04/54

741,737‌

1,000,000

California

Endowment

2.498

04/01/51

609,157‌

850,000

Capital

One

Financial

Corp

4.200

10/29/25

832,426‌

750,000

Capital

One

Financial

Corp

4.985

07/24/26

743,480‌

700,000

Capital

One

Financial

Corp

3.750

07/28/26

675,667‌

1,075,000

Capital

One

Financial

Corp

3.750

03/09/27

1,032,458‌

1,000,000

Capital

One

Financial

Corp

3.650

05/11/27

956,263‌

1,000,000

Capital

One

Financial

Corp

1.878

11/02/27

916,898‌

2,700,000

Capital

One

Financial

Corp

3.800

01/31/28

2,566,789‌

1,400,000

Capital

One

Financial

Corp

4.927

05/10/28

1,380,154‌

2,000,000

Capital

One

Financial

Corp

5.468

02/01/29

1,990,751‌

1,000,000

Capital

One

Financial

Corp

6.312

06/08/29

1,023,183‌

1,500,000

(a)

Capital

One

Financial

Corp

5.700

02/01/30

1,507,134‌

2,000,000

Capital

One

Financial

Corp

3.273

03/01/30

1,805,296‌

750,000

Capital

One

Financial

Corp

5.247

07/26/30

736,815‌

1,000,000

Capital

One

Financial

Corp

7.624

10/30/31

1,100,871‌

2,525,000

Capital

One

Financial

Corp

2.359

07/29/32

1,972,579‌

1,000,000

Capital

One

Financial

Corp

2.618

11/02/32

813,634‌

1,000,000

Capital

One

Financial

Corp

5.817

02/01/34

989,738‌

1,000,000

Capital

One

Financial

Corp

6.377

06/08/34

1,025,960‌

1,000,000

Capital

One

Financial

Corp

6.051

02/01/35

1,005,809‌

450,000

Cboe

Global

Markets,

Inc

3.650

01/12/27

434,134‌

1,000,000

Cboe

Global

Markets,

Inc

1.625

12/15/30

816,973‌

500,000

Cboe

Global

Markets,

Inc

3.000

03/16/32

431,204‌

350,000

Charles

Schwab

Corp

3.625

04/01/25

344,718‌

1,250,000

Charles

Schwab

Corp

3.850

05/21/25

1,231,846‌

1,500,000

Charles

Schwab

Corp

0.900

03/11/26

1,390,966‌

1,500,000

Charles

Schwab

Corp

1.150

05/13/26

1,387,147‌

1,000,000

Charles

Schwab

Corp

5.875

08/24/26

1,011,493‌

500,000

Charles

Schwab

Corp

3.200

03/02/27

475,849‌

350,000

Charles

Schwab

Corp

2.450

03/03/27

326,431‌

525,000

Charles

Schwab

Corp

3.300

04/01/27

500,994‌

200,000

Charles

Schwab

Corp

3.200

01/25/28

187,715‌

2,000,000

Charles

Schwab

Corp

2.000

03/20/28

1,795,225‌

300,000

Charles

Schwab

Corp

4.000

02/01/29

287,961‌

1,000,000

Charles

Schwab

Corp

5.643

05/19/29

1,013,110‌

500,000

Charles

Schwab

Corp

2.750

10/01/29

449,205‌

1,500,000

Charles

Schwab

Corp

6.196

11/17/29

1,560,056‌

47

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FINANCIAL

SERVICES—continued

$

1,500,000

Charles

Schwab

Corp

1.650

%

03/11/31

$

1,204,597‌

1,500,000

Charles

Schwab

Corp

2.300

05/13/31

1,256,931‌

1,000,000

Charles

Schwab

Corp

1.950

12/01/31

799,796‌

1,000,000

Charles

Schwab

Corp

2.900

03/03/32

855,378‌

750,000

Charles

Schwab

Corp

6.136

08/24/34

781,004‌

1,500,000

CI

Financial

Corp

3.200

12/17/30

1,182,289‌

500,000

CME

Group,

Inc

3.750

06/15/28

481,539‌

1,500,000

CME

Group,

Inc

2.650

03/15/32

1,284,186‌

400,000

CME

Group,

Inc

5.300

09/15/43

399,782‌

500,000

CME

Group,

Inc

4.150

06/15/48

421,257‌

1,000,000

Consumers

2023

Securitization

Funding

LLC

5.210

09/01/30

1,005,286‌

1,000,000

Corebridge

Financial,

Inc

3.650

04/05/27

956,927‌

1,000,000

Corebridge

Financial,

Inc

3.850

04/05/29

937,238‌

2,000,000

Corebridge

Financial,

Inc

3.900

04/05/32

1,790,193‌

750,000

(d)

Corebridge

Financial,

Inc

6.050

09/15/33

769,170‌

475,000

Corebridge

Financial,

Inc

5.750

01/15/34

478,151‌

1,000,000

Corebridge

Financial,

Inc

4.350

04/05/42

822,225‌

500,000

Corebridge

Financial,

Inc

4.400

04/05/52

393,099‌

1,000,000

Corebridge

Financial,

Inc

6.875

12/15/52

1,009,051‌

1,800,000

Deutsche

Bank

AG.

4.100

01/13/26

1,760,192‌

800,000

Deutsche

Bank

AG.

6.720

01/18/29

825,586‌

1,000,000

Deutsche

Bank

AG.

3.742

01/07/33

822,528‌

2,500,000

Deutsche

Bank

AG.

7.079

02/10/34

2,545,158‌

1,000,000

DH

Europe

Finance

II

Sarl

3.400

11/15/49

721,126‌

200,000

Discover

Bank

4.250

03/13/26

195,032‌

1,125,000

Discover

Bank

3.450

07/27/26

1,074,435‌

300,000

Discover

Bank

5.974

08/09/28

299,622‌

350,000

Discover

Bank

4.650

09/13/28

336,104‌

325,000

Discover

Bank

2.700

02/06/30

278,987‌

200,000

Discover

Financial

Services

4.500

01/30/26

196,021‌

350,000

Discover

Financial

Services

4.100

02/09/27

336,487‌

500,000

Discover

Financial

Services

6.700

11/29/32

521,747‌

1,500,000

Discover

Financial

Services

7.964

11/02/34

1,687,340‌

200,000

Eaton

Vance

Corp

3.500

04/06/27

191,466‌

1,000,000

Enact

Holdings,

Inc

6.250

05/28/29

1,000,295‌

750,000

Equitable

Holdings,

Inc

5.594

01/11/33

759,646‌

1,000,000

Essent

Group

Ltd

6.250

07/01/29

999,288‌

1,000,000

FactSet

Research

Systems,

Inc

2.900

03/01/27

935,804‌

1,500,000

Fidelity

National

Information

Services,

Inc

1.150

03/01/26

1,397,378‌

500,000

Fidelity

National

Information

Services,

Inc

5.100

07/15/32

493,748‌

425,000

Fidelity

National

Information

Services,

Inc

3.100

03/01/41

305,180‌

1,675,000

Fiserv,

Inc

3.850

06/01/25

1,646,390‌

900,000

Fiserv,

Inc

3.200

07/01/26

863,661‌

1,000,000

Fiserv,

Inc

5.450

03/02/28

1,008,961‌

1,000,000

Fiserv,

Inc

5.375

08/21/28

1,007,182‌

1,125,000

Fiserv,

Inc

3.500

07/01/29

1,040,096‌

2,175,000

Fiserv,

Inc

2.650

06/01/30

1,892,091‌

1,000,000

Fiserv,

Inc

5.350

03/15/31

999,426‌

1,000,000

Fiserv,

Inc

5.625

08/21/33

1,008,428‌

700,000

Fiserv,

Inc

5.450

03/15/34

695,616‌

2,300,000

Fiserv,

Inc

4.400

07/01/49

1,866,554‌

750,000

Ford

Foundation

2.415

06/01/50

450,475‌

525,000

Ford

Foundation

2.815

06/01/70

305,134‌

750,000

(d)

Franklin

BSP

Capital

Corp

7.200

06/15/29

748,308‌

1,500,000

Franklin

Resources,

Inc

1.600

10/30/30

1,212,405‌

500,000

Franklin

Resources,

Inc

2.950

08/12/51

311,217‌

750,000

FS

KKR

Capital

Corp

3.400

01/15/26

713,537‌

1,000,000

FS

KKR

Capital

Corp

2.625

01/15/27

902,695‌

1,500,000

FS

KKR

Capital

Corp

3.125

10/12/28

1,302,361‌

500,000

FS

KKR

Capital

Corp

6.875

08/15/29

495,815‌

1,608,000

GE

Capital

Funding

LLC

4.550

05/15/32

1,534,891‌

Nuveen

Bond

Index

Fund

June

30,

2024

48

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FINANCIAL

SERVICES—continued

$

2,500,000

Global

Payments,

Inc

1.200

%

03/01/26

$

2,326,906‌

300,000

Global

Payments,

Inc

4.800

04/01/26

296,193‌

1,000,000

Global

Payments,

Inc

2.150

01/15/27

926,159‌

500,000

Global

Payments,

Inc

4.950

08/15/27

495,028‌

500,000

Global

Payments,

Inc

4.450

06/01/28

483,087‌

475,000

Global

Payments,

Inc

3.200

08/15/29

426,745‌

500,000

Global

Payments,

Inc

5.300

08/15/29

496,530‌

325,000

Global

Payments,

Inc

2.900

05/15/30

282,931‌

500,000

Global

Payments,

Inc

5.400

08/15/32

489,903‌

1,250,000

Global

Payments,

Inc

4.150

08/15/49

942,725‌

500,000

Global

Payments,

Inc

5.950

08/15/52

481,650‌

500,000

Goldman

Sachs

BDC,

Inc

2.875

01/15/26

477,259‌

1,000,000

Goldman

Sachs

BDC,

Inc

6.375

03/11/27

1,007,797‌

575,000

Goldman

Sachs

Group,

Inc

4.250

10/21/25

564,923‌

1,125,000

Goldman

Sachs

Group,

Inc

3.750

02/25/26

1,095,868‌

425,000

Goldman

Sachs

Group,

Inc

3.500

11/16/26

407,910‌

125,000

Goldman

Sachs

Group,

Inc

5.950

01/15/27

127,113‌

3,950,000

Goldman

Sachs

Group,

Inc

3.850

01/26/27

3,817,050‌

2,600,000

Goldman

Sachs

Group,

Inc

1.431

03/09/27

2,426,046‌

2,000,000

Goldman

Sachs

Group,

Inc

4.387

06/15/27

1,960,944‌

5,000,000

Goldman

Sachs

Group,

Inc

1.542

09/10/27

4,592,263‌

6,500,000

Goldman

Sachs

Group,

Inc

1.948

10/21/27

6,002,299‌

2,000,000

Goldman

Sachs

Group,

Inc

2.640

02/24/28

1,865,382‌

3,000,000

Goldman

Sachs

Group,

Inc

3.615

03/15/28

2,868,530‌

4,475,000

Goldman

Sachs

Group,

Inc

3.691

06/05/28

4,280,883‌

2,000,000

Goldman

Sachs

Group,

Inc

4.482

08/23/28

1,954,629‌

8,525,000

Goldman

Sachs

Group,

Inc

3.814

04/23/29

8,088,819‌

2,550,000

Goldman

Sachs

Group,

Inc

4.223

05/01/29

2,454,692‌

2,000,000

Goldman

Sachs

Group,

Inc

6.484

10/24/29

2,088,090‌

2,500,000

Goldman

Sachs

Group,

Inc

2.600

02/07/30

2,190,755‌

2,500,000

Goldman

Sachs

Group,

Inc

3.800

03/15/30

2,337,329‌

5,000,000

Goldman

Sachs

Group,

Inc

5.727

04/25/30

5,088,780‌

5,000,000

Goldman

Sachs

Group,

Inc

1.992

01/27/32

4,057,739‌

2,050,000

Goldman

Sachs

Group,

Inc

2.615

04/22/32

1,723,554‌

2,550,000

Goldman

Sachs

Group,

Inc

2.383

07/21/32

2,094,138‌

1,500,000

Goldman

Sachs

Group,

Inc

2.650

10/21/32

1,246,993‌

2,000,000

Goldman

Sachs

Group,

Inc

3.102

02/24/33

1,708,125‌

3,000,000

Goldman

Sachs

Group,

Inc

6.561

10/24/34

3,225,276‌

2,400,000

Goldman

Sachs

Group,

Inc

5.851

04/25/35

2,458,385‌

900,000

Goldman

Sachs

Group,

Inc

6.750

10/01/37

970,946‌

2,425,000

Goldman

Sachs

Group,

Inc

4.017

10/31/38

2,062,333‌

4,525,000

Goldman

Sachs

Group,

Inc

4.411

04/23/39

4,001,189‌

2,475,000

Goldman

Sachs

Group,

Inc

6.250

02/01/41

2,628,042‌

1,900,000

Goldman

Sachs

Group,

Inc

3.210

04/22/42

1,404,734‌

2,000,000

Goldman

Sachs

Group,

Inc

3.436

02/24/43

1,510,303‌

1,225,000

Goldman

Sachs

Group,

Inc

4.800

07/08/44

1,104,982‌

1,650,000

Goldman

Sachs

Group,

Inc

5.150

05/22/45

1,543,453‌

200,000

Goldman

Sachs

Group,

Inc

4.750

10/21/45

179,546‌

1,250,000

Golub

Capital

BDC,

Inc

2.500

08/24/26

1,149,808‌

1,000,000

Golub

Capital

BDC,

Inc

2.050

02/15/27

898,544‌

300,000

Golub

Capital

BDC,

Inc

7.050

12/05/28

306,305‌

500,000

Golub

Capital

BDC,

Inc

6.000

07/15/29

490,511‌

825,000

(d)

Hannon

Armstrong

Sustainable

Infrastructure

Capital,

Inc

6.375

07/01/34

807,635‌

1,000,000

Hercules

Capital,

Inc

3.375

01/20/27

926,010‌

1,000,000

(d)

HPS

Corporate

Lending

Fund

6.750

01/30/29

1,007,351‌

825,000

Intercontinental

Exchange,

Inc

3.750

12/01/25

806,582‌

1,000,000

Intercontinental

Exchange,

Inc

3.100

09/15/27

939,024‌

500,000

Intercontinental

Exchange,

Inc

4.000

09/15/27

483,440‌

500,000

(a)

Intercontinental

Exchange,

Inc

3.750

09/21/28

475,570‌

1,500,000

Intercontinental

Exchange,

Inc

4.350

06/15/29

1,450,209‌

1,500,000

Intercontinental

Exchange,

Inc

2.100

06/15/30

1,270,122‌

49

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FINANCIAL

SERVICES—continued

$

1,500,000

Intercontinental

Exchange,

Inc

5.250

%

06/15/31

$

1,508,127‌

1,000,000

Intercontinental

Exchange,

Inc

1.850

09/15/32

773,015‌

2,000,000

Intercontinental

Exchange,

Inc

4.600

03/15/33

1,908,630‌

775,000

Intercontinental

Exchange,

Inc

2.650

09/15/40

536,732‌

575,000

Intercontinental

Exchange,

Inc

4.250

09/21/48

470,368‌

1,000,000

Intercontinental

Exchange,

Inc

3.000

06/15/50

644,767‌

1,000,000

Intercontinental

Exchange,

Inc

4.950

06/15/52

905,511‌

1,000,000

Intercontinental

Exchange,

Inc

3.000

09/15/60

593,395‌

2,000,000

Intercontinental

Exchange,

Inc

5.200

06/15/62

1,859,516‌

800,000

Invesco

Finance

plc

3.750

01/15/26

778,728‌

200,000

Invesco

Finance

plc

5.375

11/30/43

189,693‌

500,000

Jackson

Financial,

Inc

5.170

06/08/27

498,421‌

1,500,000

(a)

Jackson

Financial,

Inc

3.125

11/23/31

1,257,178‌

500,000

(a)

Jackson

Financial,

Inc

5.670

06/08/32

503,282‌

1,000,000

Jackson

Financial,

Inc

4.000

11/23/51

697,837‌

300,000

Janus

Henderson

US

Holdings,

Inc

4.875

08/01/25

296,862‌

1,000,000

Jefferies

Financial

Group,

Inc

4.850

01/15/27

986,740‌

500,000

Jefferies

Financial

Group,

Inc

5.875

07/21/28

505,021‌

1,000,000

Jefferies

Financial

Group,

Inc

4.150

01/23/30

928,915‌

1,000,000

Jefferies

Financial

Group,

Inc

2.625

10/15/31

807,002‌

1,000,000

Jefferies

Financial

Group,

Inc

2.750

10/15/32

799,002‌

1,500,000

Jefferies

Financial

Group,

Inc

6.200

04/14/34

1,519,229‌

600,000

Jefferies

Group,

Inc

6.450

06/08/27

614,251‌

2,100,000

Kreditanstalt

fuer

Wiederaufbau

4.375

03/01/27

2,084,846‌

3,000,000

(a)

Kreditanstalt

fuer

Wiederaufbau

4.750

10/29/30

3,051,501‌

3,000,000

Kreditanstalt

fuer

Wiederaufbau

4.375

02/28/34

2,974,867‌

2,000,000

Landwirtschaftliche

Rentenbank

3.875

06/14/28

1,951,135‌

1,000,000

Landwirtschaftliche

Rentenbank

5.000

10/24/33

1,035,659‌

200,000

Lazard

Group

LLC

3.625

03/01/27

191,374‌

325,000

Lazard

Group

LLC

4.500

09/19/28

313,943‌

425,000

Lazard

Group

LLC

4.375

03/11/29

406,724‌

1,000,000

Lazard

Group

LLC

6.000

03/15/31

1,010,630‌

400,000

Legg

Mason,

Inc

5.625

01/15/44

388,324‌

500,000

LPL

Holdings,

Inc

6.750

11/17/28

525,069‌

750,000

LPL

Holdings,

Inc

6.000

05/20/34

748,875‌

1,250,000

Main

Street

Capital

Corp

3.000

07/14/26

1,170,218‌

1,000,000

Main

Street

Capital

Corp

6.950

03/01/29

1,011,174‌

425,000

Mastercard,

Inc

2.950

11/21/26

405,679‌

750,000

Mastercard,

Inc

3.500

02/26/28

718,540‌

1,000,000

Mastercard,

Inc

4.875

03/09/28

1,005,343‌

1,000,000

Mastercard,

Inc

2.950

06/01/29

919,045‌

625,000

Mastercard,

Inc

1.900

03/15/31

522,258‌

1,500,000

Mastercard,

Inc

2.000

11/18/31

1,232,894‌

1,000,000

Mastercard,

Inc

4.850

03/09/33

995,485‌

1,500,000

Mastercard,

Inc

4.875

05/09/34

1,483,076‌

200,000

Mastercard,

Inc

3.800

11/21/46

158,494‌

300,000

Mastercard,

Inc

3.950

02/26/48

243,140‌

1,000,000

Mastercard,

Inc

3.650

06/01/49

760,988‌

1,350,000

Mastercard,

Inc

3.850

03/26/50

1,064,793‌

850,000

Mastercard,

Inc

2.950

03/15/51

562,934‌

1,200,000

Moody's

Corp

3.250

01/15/28

1,134,812‌

300,000

Moody's

Corp

4.250

02/01/29

291,786‌

500,000

Moody's

Corp

4.250

08/08/32

469,570‌

1,000,000

Moody's

Corp

2.750

08/19/41

691,552‌

200,000

Moody's

Corp

5.250

07/15/44

191,449‌

300,000

Moody's

Corp

4.875

12/17/48

267,353‌

750,000

Moody's

Corp

3.250

05/20/50

511,908‌

1,000,000

Moody's

Corp

3.750

02/25/52

754,425‌

1,000,000

Moody's

Corp

3.100

11/29/61

610,920‌

1,025,000

Morgan

Stanley

2.720

07/22/25

1,023,075‌

500,000

Morgan

Stanley

4.000

07/23/25

492,513‌

Nuveen

Bond

Index

Fund

June

30,

2024

50

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FINANCIAL

SERVICES—continued

$

950,000

Morgan

Stanley

5.000

%

11/24/25

$

943,444‌

575,000

Morgan

Stanley

3.875

01/27/26

562,083‌

2,000,000

Morgan

Stanley

4.679

07/17/26

1,980,399‌

500,000

Morgan

Stanley

3.125

07/27/26

478,019‌

400,000

Morgan

Stanley

4.350

09/08/26

391,233‌

5,000,000

Morgan

Stanley

0.985

12/10/26

4,675,449‌

2,750,000

Morgan

Stanley

3.625

01/20/27

2,651,402‌

2,000,000

Morgan

Stanley

5.050

01/28/27

1,988,690‌

1,975,000

Morgan

Stanley

3.950

04/23/27

1,907,384‌

4,975,000

Morgan

Stanley

1.593

05/04/27

4,637,998‌

3,325,000

Morgan

Stanley

1.512

07/20/27

3,073,975‌

2,000,000

Morgan

Stanley

5.652

04/13/28

2,019,810‌

2,000,000

Morgan

Stanley

4.210

04/20/28

1,943,425‌

1,575,000

Morgan

Stanley

3.591

07/22/28

1,497,671‌

1,500,000

Morgan

Stanley

6.296

10/18/28

1,547,633‌

2,850,000

Morgan

Stanley

3.772

01/24/29

2,712,936‌

4,000,000

Morgan

Stanley

5.123

02/01/29

3,984,186‌

2,500,000

Morgan

Stanley

5.164

04/20/29

2,491,887‌

2,225,000

Morgan

Stanley

5.449

07/20/29

2,238,725‌

2,500,000

Morgan

Stanley

6.407

11/01/29

2,608,405‌

3,500,000

Morgan

Stanley

5.173

01/16/30

3,491,324‌

3,475,000

Morgan

Stanley

4.431

01/23/30

3,361,677‌

1,900,000

Morgan

Stanley

5.656

04/18/30

1,932,179‌

5,000,000

Morgan

Stanley

2.699

01/22/31

4,382,901‌

1,500,000

Morgan

Stanley

3.622

04/01/31

1,376,422‌

5,000,000

Morgan

Stanley

1.794

02/13/32

4,012,732‌

150,000

Morgan

Stanley

7.250

04/01/32

170,075‌

2,500,000

Morgan

Stanley

1.928

04/28/32

2,008,664‌

4,000,000

Morgan

Stanley

2.239

07/21/32

3,267,634‌

3,500,000

Morgan

Stanley

2.511

10/20/32

2,892,757‌

3,000,000

Morgan

Stanley

2.943

01/21/33

2,549,758‌

2,000,000

Morgan

Stanley

4.889

07/20/33

1,928,019‌

1,500,000

Morgan

Stanley

6.342

10/18/33

1,592,234‌

2,500,000

Morgan

Stanley

5.250

04/21/34

2,460,888‌

2,025,000

Morgan

Stanley

5.424

07/21/34

2,014,800‌

2,500,000

Morgan

Stanley

6.627

11/01/34

2,700,008‌

5,000,000

Morgan

Stanley

5.466

01/18/35

4,986,953‌

2,500,000

Morgan

Stanley

5.831

04/19/35

2,562,688‌

1,300,000

Morgan

Stanley

2.484

09/16/36

1,028,458‌

2,000,000

Morgan

Stanley

5.297

04/20/37

1,915,031‌

950,000

Morgan

Stanley

5.948

01/19/38

944,465‌

1,725,000

Morgan

Stanley

3.971

07/22/38

1,460,765‌

1,500,000

Morgan

Stanley

5.942

02/07/39

1,483,494‌

2,675,000

Morgan

Stanley

4.457

04/22/39

2,390,910‌

1,525,000

Morgan

Stanley

3.217

04/22/42

1,141,464‌

275,000

Morgan

Stanley

6.375

07/24/42

302,436‌

1,175,000

Morgan

Stanley

4.300

01/27/45

995,644‌

2,200,000

Morgan

Stanley

4.375

01/22/47

1,882,229‌

900,000

Morgan

Stanley

5.597

03/24/51

910,320‌

1,425,000

Morgan

Stanley

2.802

01/25/52

897,568‌

1,000,000

Morgan

Stanley

Direct

Lending

Fund

4.500

02/11/27

963,535‌

500,000

(d)

Morgan

Stanley

Direct

Lending

Fund

6.150

05/17/29

489,124‌

400,000

NASDAQ,

Inc

3.850

06/30/26

389,398‌

1,500,000

NASDAQ,

Inc

5.350

06/28/28

1,513,619‌

500,000

NASDAQ,

Inc

1.650

01/15/31

401,385‌

1,500,000

NASDAQ,

Inc

5.550

02/15/34

1,502,032‌

500,000

NASDAQ,

Inc

2.500

12/21/40

326,062‌

500,000

NASDAQ,

Inc

3.250

04/28/50

332,675‌

500,000

NASDAQ,

Inc

3.950

03/07/52

372,406‌

900,000

NASDAQ,

Inc

5.950

08/15/53

909,292‌

400,000

NASDAQ,

Inc

6.100

06/28/63

406,828‌

51

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FINANCIAL

SERVICES—continued

$

1,500,000

National

Rural

Utilities

Cooperative

Finance

Corp

4.800

%

03/15/28

$

1,488,308‌

1,000,000

National

Rural

Utilities

Cooperative

Finance

Corp

5.050

09/15/28

1,002,187‌

200,000

National

Rural

Utilities

Cooperative

Finance

Corp

3.900

11/01/28

190,625‌

1,000,000

National

Rural

Utilities

Cooperative

Finance

Corp

4.850

02/07/29

994,004‌

300,000

National

Rural

Utilities

Cooperative

Finance

Corp

3.700

03/15/29

282,612‌

1,000,000

National

Rural

Utilities

Cooperative

Finance

Corp

5.150

06/15/29

1,002,690‌

1,000,000

National

Rural

Utilities

Cooperative

Finance

Corp

2.400

03/15/30

864,574‌

1,000,000

National

Rural

Utilities

Cooperative

Finance

Corp

5.000

02/07/31

989,768‌

1,000,000

National

Rural

Utilities

Cooperative

Finance

Corp

1.350

03/15/31

782,254‌

1,000,000

National

Rural

Utilities

Cooperative

Finance

Corp

1.650

06/15/31

791,672‌

400,000

National

Rural

Utilities

Cooperative

Finance

Corp

4.150

12/15/32

368,571‌

1,500,000

National

Rural

Utilities

Cooperative

Finance

Corp

5.800

01/15/33

1,541,502‌

375,000

(e)

National

Rural

Utilities

Cooperative

Finance

Corp

TSFR3M

+

3.172%

8.501

04/30/43

375,000‌

200,000

National

Rural

Utilities

Cooperative

Finance

Corp

4.400

11/01/48

166,843‌

550,000

National

Rural

Utilities

Cooperative

Finance

Corp

4.300

03/15/49

450,081‌

500,000

National

Rural

Utilities

Cooperative

Finance

Corp

7.125

09/15/53

513,873‌

1,000,000

New

Mountain

Finance

Corp

6.875

02/01/29

976,289‌

750,000

NMI

Holdings,

Inc

6.000

08/15/29

743,159‌

1,000,000

Nomura

Holdings,

Inc

1.851

07/16/25

960,723‌

1,000,000

Nomura

Holdings,

Inc

1.653

07/14/26

924,325‌

1,000,000

Nomura

Holdings,

Inc

2.329

01/22/27

924,432‌

500,000

Nomura

Holdings,

Inc

5.386

07/06/27

499,891‌

1,000,000

Nomura

Holdings,

Inc

5.842

01/18/28

1,013,297‌

1,000,000

Nomura

Holdings,

Inc

6.070

07/12/28

1,023,069‌

1,000,000

Nomura

Holdings,

Inc

2.172

07/14/28

882,812‌

1,000,000

Nomura

Holdings,

Inc

2.710

01/22/29

889,970‌

500,000

Nomura

Holdings,

Inc

5.605

07/06/29

502,684‌

1,500,000

Nomura

Holdings,

Inc

3.103

01/16/30

1,326,046‌

500,000

Nomura

Holdings,

Inc

2.679

07/16/30

425,451‌

1,500,000

Nomura

Holdings,

Inc

2.608

07/14/31

1,234,966‌

1,000,000

Nomura

Holdings,

Inc

2.999

01/22/32

835,977‌

1,000,000

Nomura

Holdings,

Inc

6.181

01/18/33

1,039,043‌

1,000,000

(a)

Nomura

Holdings,

Inc

6.087

07/12/33

1,041,017‌

1,000,000

Nomura

Holdings,

Inc

5.783

07/03/34

996,262‌

625,000

Northern

Trust

Corp

3.950

10/30/25

612,331‌

725,000

Northern

Trust

Corp

4.000

05/10/27

707,702‌

500,000

Northern

Trust

Corp

3.650

08/03/28

477,706‌

500,000

Northern

Trust

Corp

3.150

05/03/29

461,910‌

700,000

(a)

Northern

Trust

Corp

1.950

05/01/30

594,441‌

100,000

Northern

Trust

Corp

3.375

05/08/32

94,475‌

500,000

(a)

Northern

Trust

Corp

6.125

11/02/32

525,027‌

1,500,000

Oaktree

Specialty

Lending

Corp

2.700

01/15/27

1,361,734‌

500,000

Oaktree

Specialty

Lending

Corp

7.100

02/15/29

506,273‌

1,500,000

Oesterreichische

Kontrollbank

AG.

1.500

02/12/25

1,464,927‌

2,000,000

Oesterreichische

Kontrollbank

AG.

0.375

09/17/25

1,891,008‌

600,000

Oesterreichische

Kontrollbank

AG.

4.125

01/20/26

592,195‌

2,500,000

Oesterreichische

Kontrollbank

AG.

0.500

02/02/26

2,330,756‌

2,000,000

Oesterreichische

Kontrollbank

AG.

4.250

03/01/28

1,977,073‌

800,000

Oesterreichische

Kontrollbank

AG.

4.125

01/18/29

787,575‌

200,000

ORIX

Corp

3.700

07/18/27

191,285‌

500,000

ORIX

Corp

5.000

09/13/27

496,306‌

1,000,000

(a)

ORIX

Corp

2.250

03/09/31

835,278‌

1,000,000

ORIX

Corp

4.000

04/13/32

925,243‌

500,000

ORIX

Corp

5.200

09/13/32

501,348‌

1,000,000

PayPal

Holdings,

Inc

1.650

06/01/25

964,914‌

1,000,000

PayPal

Holdings,

Inc

2.650

10/01/26

946,437‌

1,000,000

PayPal

Holdings,

Inc

3.900

06/01/27

970,276‌

1,000,000

PayPal

Holdings,

Inc

2.850

10/01/29

901,485‌

500,000

PayPal

Holdings,

Inc

2.300

06/01/30

431,024‌

1,500,000

PayPal

Holdings,

Inc

5.150

06/01/34

1,481,551‌

1,000,000

PayPal

Holdings,

Inc

3.250

06/01/50

677,043‌

Nuveen

Bond

Index

Fund

June

30,

2024

52

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FINANCIAL

SERVICES—continued

$

750,000

(a)

PayPal

Holdings,

Inc

5.050

%

06/01/52

$

685,076‌

1,000,000

PayPal

Holdings,

Inc

5.500

06/01/54

968,453‌

750,000

PayPal

Holdings,

Inc

5.250

06/01/62

684,513‌

3,000,000

Private

Export

Funding

Corp

(PEFCO)

1.400

07/15/28

2,633,376‌

1,000,000

Private

Export

Funding

Corp

(PEFCO)

4.600

02/15/34

987,551‌

1,000,000

(a)

Prospect

Capital

Corp

3.364

11/15/26

918,091‌

1,000,000

(a)

Prospect

Capital

Corp

3.437

10/15/28

856,949‌

1,500,000

Radian

Group,

Inc

6.200

05/15/29

1,514,774‌

425,000

Raymond

James

Financial,

Inc

4.950

07/15/46

382,490‌

1,000,000

Raymond

James

Financial,

Inc

3.750

04/01/51

736,033‌

625,000

S&P

Global,

Inc

2.450

03/01/27

584,335‌

1,000,000

S&P

Global,

Inc

2.700

03/01/29

906,278‌

500,000

S&P

Global,

Inc

2.500

12/01/29

442,686‌

500,000

S&P

Global,

Inc

1.250

08/15/30

404,028‌

1,000,000

S&P

Global,

Inc

2.900

03/01/32

864,126‌

2,000,000

(d)

S&P

Global,

Inc

5.250

09/15/33

2,018,765‌

500,000

S&P

Global,

Inc

3.250

12/01/49

351,936‌

1,000,000

S&P

Global,

Inc

3.700

03/01/52

753,718‌

500,000

S&P

Global,

Inc

2.300

08/15/60

253,961‌

1,000,000

S&P

Global,

Inc

3.900

03/01/62

744,433‌

700,000

(d)

Sixth

Street

Lending

Partners

6.500

03/11/29

692,036‌

1,500,000

Sixth

Street

Specialty

Lending,

Inc

2.500

08/01/26

1,391,917‌

750,000

Sixth

Street

Specialty

Lending,

Inc

6.950

08/14/28

766,268‌

500,000

State

Street

Corp

2.901

03/30/26

489,237‌

650,000

State

Street

Corp

2.650

05/19/26

620,814‌

1,500,000

State

Street

Corp

5.272

08/03/26

1,502,858‌

1,000,000

State

Street

Corp

4.993

03/18/27

998,791‌

1,000,000

State

Street

Corp

1.684

11/18/27

920,346‌

1,000,000

(a)

State

Street

Corp

2.203

02/07/28

930,429‌

525,000

(a)

State

Street

Corp

5.820

11/04/28

535,636‌

1,000,000

State

Street

Corp

5.684

11/21/29

1,023,262‌

300,000

State

Street

Corp

4.141

12/03/29

288,827‌

750,000

State

Street

Corp

2.400

01/24/30

660,679‌

1,375,000

State

Street

Corp

2.200

03/03/31

1,154,661‌

1,000,000

State

Street

Corp

2.623

02/07/33

839,634‌

200,000

State

Street

Corp

4.421

05/13/33

189,062‌

750,000

State

Street

Corp

4.164

08/04/33

695,202‌

1,000,000

State

Street

Corp

4.821

01/26/34

965,492‌

1,000,000

(a)

State

Street

Corp

5.159

05/18/34

988,258‌

500,000

State

Street

Corp

3.031

11/01/34

442,600‌

350,000

State

Street

Corp

6.123

11/21/34

363,251‌

100,000

Stifel

Financial

Corp

4.250

07/18/24

99,916‌

1,000,000

Synchrony

Bank

5.625

08/23/27

990,640‌

250,000

Synchrony

Financial

4.250

08/15/24

249,398‌

600,000

Synchrony

Financial

4.500

07/23/25

589,895‌

300,000

Synchrony

Financial

3.700

08/04/26

286,277‌

900,000

Synchrony

Financial

3.950

12/01/27

840,476‌

500,000

Synchrony

Financial

5.150

03/19/29

480,102‌

2,000,000

Synchrony

Financial

2.875

10/28/31

1,603,829‌

1,000,000

TPG

Operating

Group

II

LP

5.875

03/05/34

1,003,754‌

2,000,000

UBS

AG.

5.650

09/11/28

2,037,273‌

2,750,000

UBS

Group

AG.

4.550

04/17/26

2,702,353‌

1,750,000

UBS

Group

AG.

4.875

05/15/45

1,573,836‌

2,000,000

United

Air

(Mileage

Plus

Holdings

LLC)

5.800

01/15/36

2,030,314‌

3,725,000

Visa,

Inc

3.150

12/14/25

3,622,669‌

2,000,000

Visa,

Inc

1.900

04/15/27

1,846,204‌

1,175,000

(a)

Visa,

Inc

0.750

08/15/27

1,041,017‌

700,000

Visa,

Inc

2.750

09/15/27

657,664‌

475,000

Visa,

Inc

2.050

04/15/30

407,852‌

250,000

Visa,

Inc

4.150

12/14/35

233,298‌

1,500,000

Visa,

Inc

2.700

04/15/40

1,092,980‌

53

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FINANCIAL

SERVICES—continued

$

2,325,000

Visa,

Inc

4.300

%

12/14/45

$

2,016,425‌

1,125,000

Visa,

Inc

3.650

09/15/47

872,219‌

750,000

Visa,

Inc

2.000

08/15/50

421,698‌

550,000

Voya

Financial,

Inc

3.650

06/15/26

530,753‌

200,000

Voya

Financial,

Inc

5.700

07/15/43

193,772‌

1,000,000

Western

Union

Co

1.350

03/15/26

932,257‌

1,000,000

Western

Union

Co

2.750

03/15/31

831,048‌

TOTAL

FINANCIAL

SERVICES

616,325,085‌

FOOD,

BEVERAGE

&

TOBACCO

-

1.0%

1,300,000

Altria

Group,

Inc

2.350

05/06/25

1,264,026‌

727,000

Altria

Group,

Inc

4.400

02/14/26

715,137‌

700,000

Altria

Group,

Inc

2.625

09/16/26

659,734‌

750,000

Altria

Group,

Inc

6.200

11/01/28

777,717‌

800,000

Altria

Group,

Inc

3.400

05/06/30

723,797‌

2,175,000

Altria

Group,

Inc

2.450

02/04/32

1,758,660‌

800,000

Altria

Group,

Inc

5.800

02/14/39

800,445‌

1,500,000

Altria

Group,

Inc

3.400

02/04/41

1,081,864‌

925,000

Altria

Group,

Inc

4.250

08/09/42

735,997‌

300,000

Altria

Group,

Inc

4.500

05/02/43

245,576‌

775,000

Altria

Group,

Inc

5.375

01/31/44

726,054‌

900,000

Altria

Group,

Inc

3.875

09/16/46

648,217‌

3,375,000

Altria

Group,

Inc

5.950

02/14/49

3,309,151‌

1,000,000

Altria

Group,

Inc

4.450

05/06/50

767,935‌

1,000,000

Altria

Group,

Inc

3.700

02/04/51

675,889‌

1,000,000

(a)

Altria

Group,

Inc

4.000

02/04/61

692,923‌

3,150,000

Anheuser-Busch

Cos

LLC

4.700

02/01/36

3,003,131‌

8,875,000

Anheuser-Busch

Cos

LLC

4.900

02/01/46

8,182,392‌

1,125,000

Anheuser-Busch

InBev

Finance,

Inc

4.625

02/01/44

1,004,469‌

625,000

(a)

Anheuser-Busch

InBev

Worldwide,

Inc

4.900

01/23/31

627,616‌

5,600,000

Anheuser-Busch

InBev

Worldwide,

Inc

5.000

06/15/34

5,556,854‌

1,700,000

Anheuser-Busch

InBev

Worldwide,

Inc

4.375

04/15/38

1,547,446‌

100,000

Anheuser-Busch

InBev

Worldwide,

Inc

8.200

01/15/39

127,209‌

2,675,000

Anheuser-Busch

InBev

Worldwide,

Inc

5.450

01/23/39

2,711,773‌

500,000

Anheuser-Busch

InBev

Worldwide,

Inc

4.350

06/01/40

440,679‌

150,000

Anheuser-Busch

InBev

Worldwide,

Inc

4.950

01/15/42

140,769‌

60,000

Anheuser-Busch

InBev

Worldwide,

Inc

4.600

04/15/48

53,066‌

1,764,000

Anheuser-Busch

InBev

Worldwide,

Inc

4.439

10/06/48

1,509,506‌

2,025,000

Anheuser-Busch

InBev

Worldwide,

Inc

5.550

01/23/49

2,040,140‌

1,725,000

Anheuser-Busch

InBev

Worldwide,

Inc

4.750

04/15/58

1,531,077‌

2,150,000

Anheuser-Busch

InBev

Worldwide,

Inc

5.800

01/23/59

2,237,148‌

1,075,000

Archer-Daniels-Midland

Co

2.500

08/11/26

1,018,707‌

1,500,000

Archer-Daniels-Midland

Co

3.250

03/27/30

1,366,416‌

500,000

Archer-Daniels-Midland

Co

2.900

03/01/32

427,593‌

325,000

Archer-Daniels-Midland

Co

4.500

08/15/33

308,727‌

800,000

Archer-Daniels-Midland

Co

4.500

03/15/49

679,628‌

1,000,000

Archer-Daniels-Midland

Co

2.700

09/15/51

611,380‌

929,000

BAT

Capital

Corp

3.557

08/15/27

882,421‌

400,000

BAT

Capital

Corp

2.259

03/25/28

358,388‌

275,000

BAT

Capital

Corp

4.906

04/02/30

268,031‌

1,000,000

BAT

Capital

Corp

6.343

08/02/30

1,042,527‌

900,000

BAT

Capital

Corp

5.834

02/20/31

912,688‌

650,000

BAT

Capital

Corp

2.726

03/25/31

548,150‌

500,000

BAT

Capital

Corp

4.742

03/16/32

474,452‌

1,000,000

BAT

Capital

Corp

7.750

10/19/32

1,124,485‌

1,000,000

BAT

Capital

Corp

6.421

08/02/33

1,045,524‌

2,500,000

BAT

Capital

Corp

6.000

02/20/34

2,529,110‌

1,400,000

BAT

Capital

Corp

4.390

08/15/37

1,181,349‌

1,000,000

BAT

Capital

Corp

7.079

08/02/43

1,053,760‌

1,083,000

BAT

Capital

Corp

4.540

08/15/47

833,893‌

900,000

BAT

Capital

Corp

4.758

09/06/49

708,109‌

500,000

BAT

Capital

Corp

5.282

04/02/50

421,561‌

Nuveen

Bond

Index

Fund

June

30,

2024

54

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FOOD,

BEVERAGE

&

TOBACCO—continued

$

1,000,000

BAT

Capital

Corp

5.650

%

03/16/52

$

892,810‌

1,000,000

BAT

Capital

Corp

7.081

08/02/53

1,063,357‌

5,000,000

BAT

International

Finance

plc

1.668

03/25/26

4,684,009‌

500,000

BAT

International

Finance

plc

4.448

03/16/28

484,060‌

1,000,000

BAT

International

Finance

plc

5.931

02/02/29

1,023,380‌

200,000

Brown-Forman

Corp

3.500

04/15/25

197,021‌

225,000

Brown-Forman

Corp

4.750

04/15/33

220,169‌

200,000

Brown-Forman

Corp

4.000

04/15/38

174,415‌

200,000

Brown-Forman

Corp

4.500

07/15/45

175,659‌

500,000

Bunge

Ltd

1.630

08/17/25

478,214‌

125,000

Bunge

Ltd

3.250

08/15/26

119,573‌

500,000

Bunge

Ltd

3.750

09/25/27

477,631‌

1,500,000

Bunge

Ltd

2.750

05/14/31

1,283,186‌

500,000

Campbell

Soup

Co

3.950

03/15/25

493,889‌

725,000

Campbell

Soup

Co

4.150

03/15/28

702,125‌

325,000

Campbell

Soup

Co

5.200

03/21/29

325,189‌

500,000

Campbell

Soup

Co

2.375

04/24/30

430,225‌

300,000

Campbell

Soup

Co

5.400

03/21/34

298,031‌

800,000

Campbell

Soup

Co

4.800

03/15/48

698,603‌

500,000

Campbell

Soup

Co

3.125

04/24/50

324,806‌

1,000,000

Coca-Cola

Co

3.375

03/25/27

965,528‌

1,000,000

Coca-Cola

Co

1.450

06/01/27

913,412‌

1,000,000

Coca-Cola

Co

1.500

03/05/28

894,469‌

2,000,000

Coca-Cola

Co

1.000

03/15/28

1,755,322‌

600,000

Coca-Cola

Co

2.125

09/06/29

528,215‌

300,000

Coca-Cola

Co

3.450

03/25/30

280,556‌

800,000

Coca-Cola

Co

1.650

06/01/30

671,110‌

1,500,000

Coca-Cola

Co

2.000

03/05/31

1,258,193‌

2,000,000

Coca-Cola

Co

1.375

03/15/31

1,605,771‌

2,000,000

(a)

Coca-Cola

Co

2.250

01/05/32

1,685,298‌

1,000,000

Coca-Cola

Co

5.000

05/13/34

1,003,313‌

725,000

Coca-Cola

Co

2.500

06/01/40

508,910‌

1,000,000

Coca-Cola

Co

2.875

05/05/41

734,358‌

1,500,000

Coca-Cola

Co

2.600

06/01/50

931,531‌

1,500,000

Coca-Cola

Co

3.000

03/05/51

1,014,586‌

1,000,000

Coca-Cola

Co

5.300

05/13/54

992,309‌

1,000,000

Coca-Cola

Co

2.750

06/01/60

606,837‌

1,000,000

Coca-Cola

Co

5.400

05/13/64

991,343‌

300,000

Coca-Cola

Consolidated,

Inc

3.800

11/25/25

293,290‌

1,000,000

Coca-Cola

Consolidated,

Inc

5.250

06/01/29

1,004,496‌

1,000,000

Coca-Cola

Consolidated,

Inc

5.450

06/01/34

1,009,013‌

678,000

Coca-Cola

Femsa

SAB

de

C.V.

2.750

01/22/30

602,173‌

450,000

ConAgra

Brands,

Inc

4.600

11/01/25

444,510‌

1,000,000

ConAgra

Brands,

Inc

5.300

10/01/26

998,806‌

500,000

ConAgra

Brands,

Inc

1.375

11/01/27

440,441‌

100,000

ConAgra

Brands,

Inc

7.000

10/01/28

106,375‌

1,575,000

ConAgra

Brands,

Inc

4.850

11/01/28

1,547,931‌

750,000

ConAgra

Brands,

Inc

5.300

11/01/38

705,843‌

750,000

ConAgra

Brands,

Inc

5.400

11/01/48

690,709‌

100,000

Constellation

Brands,

Inc

4.400

11/15/25

98,612‌

750,000

Constellation

Brands,

Inc

3.700

12/06/26

724,654‌

300,000

Constellation

Brands,

Inc

3.500

05/09/27

286,417‌

1,000,000

Constellation

Brands,

Inc

4.350

05/09/27

975,273‌

700,000

Constellation

Brands,

Inc

3.600

02/15/28

663,791‌

300,000

Constellation

Brands,

Inc

4.650

11/15/28

293,573‌

2,000,000

Constellation

Brands,

Inc

4.800

01/15/29

1,970,323‌

1,000,000

Constellation

Brands,

Inc

3.150

08/01/29

906,902‌

100,000

Constellation

Brands,

Inc

2.875

05/01/30

88,253‌

425,000

Constellation

Brands,

Inc

2.250

08/01/31

348,843‌

1,000,000

Constellation

Brands,

Inc

4.750

05/09/32

961,142‌

400,000

Constellation

Brands,

Inc

4.900

05/01/33

386,179‌

55

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FOOD,

BEVERAGE

&

TOBACCO—continued

$

300,000

Constellation

Brands,

Inc

4.100

%

02/15/48

$

235,769‌

300,000

Constellation

Brands,

Inc

5.250

11/15/48

279,162‌

1,250,000

Constellation

Brands,

Inc

3.750

05/01/50

921,810‌

750,000

Diageo

Capital

plc

2.125

10/24/24

741,705‌

500,000

Diageo

Capital

plc

1.375

09/29/25

475,951‌

750,000

Diageo

Capital

plc

5.300

10/24/27

756,798‌

425,000

Diageo

Capital

plc

3.875

05/18/28

409,097‌

425,000

Diageo

Capital

plc

5.500

01/24/33

436,892‌

1,500,000

Diageo

Capital

plc

5.625

10/05/33

1,557,068‌

200,000

Diageo

Capital

plc

5.875

09/30/36

210,253‌

400,000

Diageo

Capital

plc

3.875

04/29/43

328,621‌

100,000

Diageo

Investment

Corp

4.250

05/11/42

87,353‌

100,000

Flowers

Foods,

Inc

3.500

10/01/26

96,010‌

400,000

Flowers

Foods,

Inc

2.400

03/15/31

333,242‌

1,000,000

General

Mills,

Inc

4.700

01/30/27

987,445‌

800,000

General

Mills,

Inc

3.200

02/10/27

762,263‌

2,300,000

General

Mills,

Inc

4.200

04/17/28

2,227,745‌

1,500,000

General

Mills,

Inc

5.500

10/17/28

1,520,467‌

100,000

General

Mills,

Inc

2.875

04/15/30

88,699‌

1,000,000

General

Mills,

Inc

2.250

10/14/31

821,054‌

175,000

General

Mills,

Inc

4.950

03/29/33

170,449‌

951,000

General

Mills,

Inc

3.000

02/01/51

605,318‌

500,000

Hershey

Co

0.900

06/01/25

480,031‌

750,000

Hershey

Co

4.250

05/04/28

737,641‌

300,000

Hershey

Co

2.450

11/15/29

266,418‌

500,000

Hershey

Co

1.700

06/01/30

418,074‌

150,000

Hershey

Co

4.500

05/04/33

145,553‌

300,000

Hershey

Co

3.375

08/15/46

221,339‌

300,000

Hershey

Co

3.125

11/15/49

204,654‌

100,000

Hershey

Co

2.650

06/01/50

62,305‌

1,500,000

Hormel

Foods

Corp

1.700

06/03/28

1,333,422‌

1,500,000

Hormel

Foods

Corp

1.800

06/11/30

1,259,424‌

300,000

Ingredion,

Inc

3.200

10/01/26

286,485‌

750,000

Ingredion,

Inc

3.900

06/01/50

552,817‌

200,000

J

M

Smucker

Co

3.375

12/15/27

189,557‌

1,000,000

J

M

Smucker

Co

5.900

11/15/28

1,030,009‌

150,000

J

M

Smucker

Co

2.375

03/15/30

129,571‌

425,000

J

M

Smucker

Co

2.125

03/15/32

340,172‌

1,000,000

(a)

J

M

Smucker

Co

6.200

11/15/33

1,050,205‌

300,000

J

M

Smucker

Co

4.250

03/15/35

268,346‌

550,000

J

M

Smucker

Co

2.750

09/15/41

362,418‌

250,000

J

M

Smucker

Co

6.500

11/15/43

263,068‌

300,000

J

M

Smucker

Co

4.375

03/15/45

251,196‌

400,000

J

M

Smucker

Co

3.550

03/15/50

275,141‌

250,000

J

M

Smucker

Co

6.500

11/15/53

268,649‌

3,000,000

(a)

JBS

USA

LUX

S.A.

5.125

02/01/28

2,965,478‌

3,000,000

JBS

USA

LUX

S.A.

5.750

04/01/33

2,992,834‌

2,000,000

JBS

USA

LUX

S.A.

6.500

12/01/52

2,004,040‌

1,000,000

Kellanova

5.750

05/16/54

999,012‌

200,000

Kellogg

Co

3.400

11/15/27

189,255‌

800,000

Kellogg

Co

4.300

05/15/28

778,873‌

275,000

Kellogg

Co

2.100

06/01/30

232,816‌

1,000,000

Kellogg

Co

5.250

03/01/33

992,777‌

150,000

Kellogg

Co

4.500

04/01/46

124,899‌

1,000,000

Keurig

Dr

Pepper,

Inc

5.050

03/15/29

998,511‌

2,000,000

Keurig

Dr

Pepper,

Inc

3.950

04/15/29

1,900,678‌

750,000

Keurig

Dr

Pepper,

Inc

3.200

05/01/30

675,969‌

1,500,000

Keurig

Dr

Pepper,

Inc

2.250

03/15/31

1,248,575‌

1,000,000

Keurig

Dr

Pepper,

Inc

5.200

03/15/31

998,003‌

2,000,000

Keurig

Dr

Pepper,

Inc

4.050

04/15/32

1,855,546‌

1,000,000

Keurig

Dr

Pepper,

Inc

5.300

03/15/34

995,074‌

Nuveen

Bond

Index

Fund

June

30,

2024

56

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FOOD,

BEVERAGE

&

TOBACCO—continued

$

500,000

Keurig

Dr

Pepper,

Inc

4.420

%

12/15/46

$

420,655‌

1,500,000

Keurig

Dr

Pepper,

Inc

3.350

03/15/51

1,023,283‌

500,000

Keurig

Dr

Pepper,

Inc

4.500

04/15/52

417,044‌

1,500,000

Kraft

Heinz

Foods

Co

3.000

06/01/26

1,436,573‌

6,000,000

Kraft

Heinz

Foods

Co

3.875

05/15/27

5,801,743‌

1,000,000

Kraft

Heinz

Foods

Co

3.750

04/01/30

933,603‌

1,000,000

Kraft

Heinz

Foods

Co

5.200

07/15/45

916,679‌

4,000,000

Kraft

Heinz

Foods

Co

4.875

10/01/49

3,486,348‌

625,000

McCormick

&

Co,

Inc

0.900

02/15/26

581,959‌

250,000

McCormick

&

Co,

Inc

3.400

08/15/27

237,806‌

500,000

McCormick

&

Co,

Inc

2.500

04/15/30

433,313‌

325,000

McCormick

&

Co,

Inc

1.850

02/15/31

263,749‌

1,000,000

McCormick

&

Co,

Inc

4.950

04/15/33

975,624‌

400,000

McCormick

&

Co,

Inc

4.200

08/15/47

330,207‌

925,000

Mead

Johnson

Nutrition

Co

4.125

11/15/25

908,980‌

350,000

Mead

Johnson

Nutrition

Co

4.600

06/01/44

302,864‌

1,025,000

Molson

Coors

Beverage

Co

3.000

07/15/26

981,234‌

525,000

Molson

Coors

Beverage

Co

5.000

05/01/42

480,203‌

1,550,000

Molson

Coors

Beverage

Co

4.200

07/15/46

1,238,726‌

1,500,000

Mondelez

International,

Inc

2.625

03/17/27

1,405,894‌

1,000,000

Mondelez

International,

Inc

4.750

02/20/29

987,997‌

356,000

Mondelez

International,

Inc

2.750

04/13/30

315,547‌

400,000

Mondelez

International,

Inc

1.500

02/04/31

319,324‌

725,000

(a)

Mondelez

International,

Inc

1.875

10/15/32

569,638‌

1,200,000

Mondelez

International,

Inc

2.625

09/04/50

717,321‌

1,500,000

PepsiCo

Singapore

Financing

I

Pte

Ltd

4.550

02/16/29

1,482,757‌

2,000,000

PepsiCo

Singapore

Financing

I

Pte

Ltd

4.700

02/16/34

1,950,043‌

275,000

PepsiCo,

Inc

2.850

02/24/26

265,623‌

275,000

PepsiCo,

Inc

5.125

11/10/26

276,208‌

150,000

PepsiCo,

Inc

2.625

03/19/27

141,363‌

2,000,000

PepsiCo,

Inc

3.600

02/18/28

1,923,042‌

2,500,000

(a)

PepsiCo,

Inc

4.450

05/15/28

2,483,577‌

500,000

PepsiCo,

Inc

2.750

03/19/30

447,884‌

2,275,000

PepsiCo,

Inc

1.625

05/01/30

1,903,960‌

2,000,000

PepsiCo,

Inc

1.400

02/25/31

1,607,503‌

2,000,000

PepsiCo,

Inc

1.950

10/21/31

1,642,534‌

1,100,000

PepsiCo,

Inc

3.900

07/18/32

1,026,737‌

3,000,000

(a)

PepsiCo,

Inc

4.450

02/15/33

2,977,672‌

575,000

PepsiCo,

Inc

2.625

10/21/41

401,028‌

750,000

PepsiCo,

Inc

2.875

10/15/49

497,822‌

1,000,000

PepsiCo,

Inc

2.750

10/21/51

634,908‌

1,000,000

PepsiCo,

Inc

4.200

07/18/52

834,000‌

2,500,000

PepsiCo,

Inc

4.650

02/15/53

2,259,851‌

400,000

Philip

Morris

Interanational,

Inc

6.375

05/16/38

429,678‌

500,000

Philip

Morris

International,

Inc

3.375

08/11/25

488,665‌

700,000

Philip

Morris

International,

Inc

2.750

02/25/26

670,669‌

1,000,000

Philip

Morris

International,

Inc

0.875

05/01/26

923,785‌

1,500,000

Philip

Morris

International,

Inc

5.125

11/17/27

1,499,654‌

2,500,000

Philip

Morris

International,

Inc

4.875

02/15/28

2,478,195‌

1,500,000

Philip

Morris

International,

Inc

3.125

03/02/28

1,399,800‌

1,000,000

Philip

Morris

International,

Inc

5.250

09/07/28

1,007,948‌

1,000,000

Philip

Morris

International,

Inc

4.875

02/13/29

988,858‌

1,450,000

Philip

Morris

International,

Inc

3.375

08/15/29

1,339,688‌

1,500,000

Philip

Morris

International,

Inc

5.625

11/17/29

1,532,045‌

2,000,000

Philip

Morris

International,

Inc

5.125

02/15/30

1,992,808‌

450,000

Philip

Morris

International,

Inc

2.100

05/01/30

381,085‌

1,000,000

Philip

Morris

International,

Inc

5.500

09/07/30

1,013,317‌

1,000,000

Philip

Morris

International,

Inc

1.750

11/01/30

814,231‌

1,000,000

Philip

Morris

International,

Inc

5.125

02/13/31

989,390‌

1,500,000

Philip

Morris

International,

Inc

5.750

11/17/32

1,531,399‌

2,500,000

Philip

Morris

International,

Inc

5.375

02/15/33

2,482,311‌

57

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FOOD,

BEVERAGE

&

TOBACCO—continued

$

1,000,000

Philip

Morris

International,

Inc

5.625

%

09/07/33

$

1,008,635‌

1,500,000

Philip

Morris

International,

Inc

5.250

02/13/34

1,471,601‌

225,000

Philip

Morris

International,

Inc

4.375

11/15/41

189,242‌

200,000

Philip

Morris

International,

Inc

4.500

03/20/42

170,902‌

275,000

Philip

Morris

International,

Inc

3.875

08/21/42

213,999‌

300,000

Philip

Morris

International,

Inc

4.125

03/04/43

240,616‌

200,000

Philip

Morris

International,

Inc

4.875

11/15/43

176,367‌

2,000,000

Philip

Morris

International,

Inc

4.250

11/10/44

1,617,469‌

2,000,000

Pilgrim's

Pride

Corp

6.250

07/01/33

2,037,306‌

750,000

Pilgrim's

Pride

Corp

6.875

05/15/34

798,202‌

341,000

Reynolds

American,

Inc

4.450

06/12/25

337,006‌

750,000

Reynolds

American,

Inc

5.700

08/15/35

732,349‌

65,000

Reynolds

American,

Inc

7.250

06/15/37

70,246‌

200,000

Reynolds

American,

Inc

6.150

09/15/43

192,502‌

1,775,000

Reynolds

American,

Inc

5.850

08/15/45

1,637,137‌

500,000

Tyson

Foods,

Inc

4.000

03/01/26

488,114‌

1,150,000

Tyson

Foods,

Inc

3.550

06/02/27

1,099,115‌

500,000

Tyson

Foods,

Inc

4.350

03/01/29

480,129‌

1,000,000

Tyson

Foods,

Inc

5.400

03/15/29

1,001,308‌

1,000,000

Tyson

Foods,

Inc

5.700

03/15/34

996,139‌

500,000

Tyson

Foods,

Inc

5.150

08/15/44

437,484‌

300,000

Tyson

Foods,

Inc

4.550

06/02/47

240,881‌

1,700,000

Tyson

Foods,

Inc

5.100

09/28/48

1,482,622‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

243,255,987‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

1.5%

275,000

Abbott

Laboratories

2.950

03/15/25

270,553‌

1,708,000

Abbott

Laboratories

3.750

11/30/26

1,665,910‌

625,000

Abbott

Laboratories

1.150

01/30/28

554,273‌

200,000

Abbott

Laboratories

1.400

06/30/30

166,165‌

2,750,000

Abbott

Laboratories

4.750

11/30/36

2,669,732‌

3,450,000

Abbott

Laboratories

4.900

11/30/46

3,259,248‌

1,000,000

AdventHealth

Obligated

Group

2.795

11/15/51

641,731‌

500,000

Adventist

Health

System

2.952

03/01/29

448,946‌

1,000,000

Adventist

Health

System

5.430

03/01/32

988,400‌

295,000

Adventist

Health

System

5.757

12/01/34

294,755‌

500,000

(a)

Adventist

Health

System

3.630

03/01/49

353,775‌

200,000

Advocate

Health

&

Hospitals

Corp

3.829

08/15/28

192,113‌

750,000

Advocate

Health

&

Hospitals

Corp

2.211

06/15/30

640,837‌

100,000

Advocate

Health

&

Hospitals

Corp

4.272

08/15/48

85,862‌

600,000

Advocate

Health

&

Hospitals

Corp

3.387

10/15/49

438,683‌

500,000

Advocate

Health

&

Hospitals

Corp

3.008

06/15/50

339,987‌

325,000

Aetna,

Inc

3.500

11/15/24

322,358‌

440,000

Aetna,

Inc

6.625

06/15/36

467,125‌

350,000

Aetna,

Inc

4.500

05/15/42

291,488‌

500,000

Aetna,

Inc

4.125

11/15/42

392,935‌

1,050,000

Aetna,

Inc

3.875

08/15/47

762,382‌

1,500,000

AHS

Hospital

Corp

2.780

07/01/51

953,750‌

200,000

Allina

Health

System

3.887

04/15/49

154,164‌

520,000

Allina

Health

System

2.902

11/15/51

333,225‌

200,000

AmerisourceBergen

Corp

3.450

12/15/27

189,307‌

1,000,000

AmerisourceBergen

Corp

2.800

05/15/30

882,007‌

1,000,000

AmerisourceBergen

Corp

2.700

03/15/31

853,695‌

700,000

AmerisourceBergen

Corp

4.300

12/15/47

578,080‌

1,000,000

Ascension

Health

2.532

11/15/29

889,366‌

1,000,000

Ascension

Health

3.106

11/15/39

775,958‌

875,000

Ascension

Health

3.945

11/15/46

729,346‌

200,000

Ascension

Health

4.847

11/15/53

188,931‌

500,000

Banner

Health

2.338

01/01/30

433,650‌

750,000

(a)

Banner

Health

1.897

01/01/31

620,576‌

750,000

Banner

Health

2.913

01/01/51

493,814‌

1,000,000

Baptist

Health

South

Florida

Obligated

Group

3.115

11/15/71

585,383‌

Nuveen

Bond

Index

Fund

June

30,

2024

58

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES—continued

$

1,000,000

Baptist

Healthcare

System

Obligated

Group

3.540

%

08/15/50

$

726,702‌

475,000

Baxter

International,

Inc

2.600

08/15/26

448,689‌

1,350,000

Baxter

International,

Inc

2.272

12/01/28

1,189,856‌

2,000,000

Baxter

International,

Inc

1.730

04/01/31

1,586,523‌

1,150,000

(a)

Baxter

International,

Inc

2.539

02/01/32

943,168‌

300,000

Baxter

International,

Inc

3.500

08/15/46

210,142‌

1,000,000

Baxter

International,

Inc

3.132

12/01/51

626,590‌

750,000

BayCare

Health

System,

Inc

3.831

11/15/50

594,684‌

1,500,000

Baylor

Scott

&

White

Holdings

1.777

11/15/30

1,228,545‌

290,000

Baylor

Scott

&

White

Holdings

4.185

11/15/45

248,271‌

200,000

Baylor

Scott

&

White

Holdings

3.967

11/15/46

164,996‌

1,000,000

Baylor

Scott

&

White

Holdings

2.839

11/15/50

653,041‌

1,000,000

Becton

Dickinson

&

Co

4.693

02/13/28

985,708‌

1,000,000

Becton

Dickinson

&

Co

4.874

02/08/29

992,249‌

1,000,000

Becton

Dickinson

&

Co

5.081

06/07/29

999,093‌

675,000

Becton

Dickinson

&

Co

2.823

05/20/30

596,853‌

1,500,000

Becton

Dickinson

&

Co

1.957

02/11/31

1,228,342‌

1,000,000

Becton

Dickinson

&

Co

4.298

08/22/32

937,210‌

1,000,000

Becton

Dickinson

&

Co

5.110

02/08/34

985,239‌

343,000

Becton

Dickinson

&

Co

4.685

12/15/44

302,197‌

1,000,000

Becton

Dickinson

&

Co

4.669

06/06/47

871,634‌

447,000

Becton

Dickinson

&

Co

3.794

05/20/50

338,236‌

235,000

Beth

Israel

Lahey

Health,

Inc

3.080

07/01/51

149,050‌

200,000

Bon

Secours

Mercy

Health,

Inc

4.302

07/01/28

194,828‌

500,000

Bon

Secours

Mercy

Health,

Inc

3.464

06/01/30

461,913‌

500,000

Bon

Secours

Mercy

Health,

Inc

2.095

06/01/31

413,253‌

500,000

Bon

Secours

Mercy

Health,

Inc

3.205

06/01/50

339,070‌

2,500,000

Boston

Scientific

Corp

2.650

06/01/30

2,194,501‌

343,000

Boston

Scientific

Corp

4.550

03/01/39

319,592‌

256,000

Boston

Scientific

Corp

4.700

03/01/49

228,013‌

1,475,000

Cardinal

Health,

Inc

3.410

06/15/27

1,404,575‌

1,000,000

Cardinal

Health,

Inc

5.125

02/15/29

997,621‌

1,000,000

Cardinal

Health,

Inc

5.450

02/15/34

995,389‌

100,000

Cardinal

Health,

Inc

4.600

03/15/43

84,951‌

200,000

Cardinal

Health,

Inc

4.500

11/15/44

166,565‌

200,000

Cardinal

Health,

Inc

4.900

09/15/45

174,965‌

500,000

Cardinal

Health,

Inc

4.368

06/15/47

402,743‌

1,000,000

Cedars-Sinai

Health

System

2.288

08/15/31

837,352‌

500,000

CENCORA,Inc

5.125

02/15/34

490,913‌

2,000,000

Centene

Corp

2.450

07/15/28

1,775,659‌

2,000,000

Centene

Corp

3.000

10/15/30

1,710,138‌

2,000,000

Centene

Corp

2.500

03/01/31

1,641,362‌

2,000,000

Centene

Corp

2.625

08/01/31

1,642,435‌

1,000,000

Children's

Health

System

of

Texas

2.511

08/15/50

611,188‌

100,000

Children's

Hospital

Corp

4.115

01/01/47

84,082‌

1,000,000

Children's

Hospital

Corp

2.585

02/01/50

624,259‌

1,000,000

Children's

Hospital

of

Philadelphia

2.704

07/01/50

643,983‌

200,000

CHRISTUS

Health

4.341

07/01/28

195,455‌

900,000

Cigna

Group

3.250

04/15/25

883,919‌

98,000

Cigna

Group

4.500

02/25/26

96,512‌

416,000

Cigna

Group

1.250

03/15/26

388,396‌

4,475,000

Cigna

Group

3.400

03/01/27

4,278,386‌

300,000

Cigna

Group

3.050

10/15/27

281,697‌

2,000,000

Cigna

Group

4.375

10/15/28

1,942,142‌

1,000,000

Cigna

Group

5.000

05/15/29

995,892‌

218,000

Cigna

Group

2.400

03/15/30

188,613‌

550,000

Cigna

Group

2.375

03/15/31

461,417‌

1,000,000

Cigna

Group

5.125

05/15/31

992,846‌

2,500,000

Cigna

Group

5.400

03/15/33

2,509,498‌

1,000,000

Cigna

Group

5.250

02/15/34

986,186‌

1,700,000

Cigna

Group

4.800

08/15/38

1,562,036‌

59

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES—continued

$

225,000

Cigna

Group

3.200

%

03/15/40

$

166,433‌

93,000

Cigna

Group

6.125

11/15/41

96,804‌

975,000

Cigna

Group

4.800

07/15/46

857,339‌

1,150,000

Cigna

Group

3.875

10/15/47

867,583‌

2,450,000

Cigna

Group

4.900

12/15/48

2,153,334‌

750,000

Cigna

Group

3.400

03/15/50

511,429‌

1,100,000

Cigna

Group

3.400

03/15/51

747,735‌

375,000

Cigna

Group

5.600

02/15/54

360,036‌

600,000

City

of

Hope

4.378

08/15/48

490,573‌

750,000

CommonSpirit

Health

2.760

10/01/24

743,957‌

750,000

CommonSpirit

Health

6.073

11/01/27

767,687‌

1,000,000

CommonSpirit

Health

3.347

10/01/29

917,902‌

1,000,000

CommonSpirit

Health

2.782

10/01/30

866,114‌

1,000,000

CommonSpirit

Health

5.205

12/01/31

986,803‌

760,000

CommonSpirit

Health

5.318

12/01/34

746,204‌

300,000

CommonSpirit

Health

4.350

11/01/42

253,551‌

750,000

CommonSpirit

Health

3.817

10/01/49

568,561‌

715,000

CommonSpirit

Health

4.187

10/01/49

570,988‌

500,000

CommonSpirit

Health

3.910

10/01/50

379,745‌

750,000

(a)

CommonSpirit

Health

6.461

11/01/52

828,667‌

905,000

CommonSpirit

Health

5.548

12/01/54

889,426‌

750,000

Community

Health

Network,

Inc

3.099

05/01/50

495,109‌

500,000

Corewell

Health

Obligated

Group

3.487

07/15/49

373,740‌

485,000

Cottage

Health

Obligated

Group

3.304

11/01/49

347,601‌

969,000

CVS

Health

Corp

3.875

07/20/25

951,425‌

1,050,000

CVS

Health

Corp

2.875

06/01/26

999,776‌

1,250,000

CVS

Health

Corp

3.000

08/15/26

1,191,132‌

9,500,000

CVS

Health

Corp

1.300

08/21/27

8,417,070‌

1,000,000

CVS

Health

Corp

5.000

01/30/29

989,742‌

1,500,000

CVS

Health

Corp

5.400

06/01/29

1,501,985‌

275,000

CVS

Health

Corp

3.250

08/15/29

249,467‌

2,000,000

CVS

Health

Corp

5.125

02/21/30

1,978,245‌

1,825,000

CVS

Health

Corp

1.750

08/21/30

1,483,519‌

1,000,000

CVS

Health

Corp

5.250

01/30/31

988,652‌

1,525,000

CVS

Health

Corp

1.875

02/28/31

1,223,626‌

1,000,000

CVS

Health

Corp

5.550

06/01/31

1,000,879‌

1,000,000

CVS

Health

Corp

2.125

09/15/31

802,840‌

2,000,000

CVS

Health

Corp

5.250

02/21/33

1,952,942‌

850,000

CVS

Health

Corp

5.300

06/01/33

830,671‌

1,500,000

CVS

Health

Corp

5.700

06/01/34

1,495,951‌

4,100,000

CVS

Health

Corp

4.780

03/25/38

3,660,548‌

850,000

CVS

Health

Corp

2.700

08/21/40

564,750‌

400,000

CVS

Health

Corp

5.300

12/05/43

364,124‌

1,000,000

CVS

Health

Corp

6.000

06/01/44

979,932‌

1,800,000

CVS

Health

Corp

5.125

07/20/45

1,584,113‌

8,525,000

CVS

Health

Corp

5.050

03/25/48

7,345,200‌

2,000,000

CVS

Health

Corp

5.625

02/21/53

1,856,615‌

1,500,000

CVS

Health

Corp

5.875

06/01/53

1,437,388‌

1,500,000

CVS

Health

Corp

6.050

06/01/54

1,471,055‌

1,500,000

CVS

Health

Corp

6.000

06/01/63

1,436,269‌

100,000

Dartmouth-Hitchcock

Health

4.178

08/01/48

78,325‌

1,000,000

DENTSPLY

SIRONA,

Inc

3.250

06/01/30

873,774‌

750,000

DH

Europe

Finance

II

Sarl

2.200

11/15/24

740,879‌

300,000

DH

Europe

Finance

II

Sarl

2.600

11/15/29

267,534‌

550,000

DH

Europe

Finance

II

Sarl

3.250

11/15/39

434,810‌

200,000

Dignity

Health

5.267

11/01/64

181,966‌

400,000

Duke

University

Health

System,

Inc

3.920

06/01/47

323,221‌

400,000

Edwards

Lifesciences

Corp

4.300

06/15/28

386,552‌

225,000

Elevance

Health,

Inc

3.500

08/15/24

224,306‌

1,625,000

Elevance

Health,

Inc

3.350

12/01/24

1,610,270‌

1,000,000

Elevance

Health,

Inc

1.500

03/15/26

937,871‌

Nuveen

Bond

Index

Fund

June

30,

2024

60

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES—continued

$

850,000

Elevance

Health,

Inc

3.650

%

12/01/27

$

812,468‌

1,225,000

Elevance

Health,

Inc

4.101

03/01/28

1,183,890‌

1,000,000

Elevance

Health,

Inc

5.150

06/15/29

1,002,678‌

500,000

Elevance

Health,

Inc

2.875

09/15/29

450,061‌

1,500,000

Elevance

Health,

Inc

2.250

05/15/30

1,285,255‌

1,000,000

Elevance

Health,

Inc

2.550

03/15/31

852,503‌

50,000

Elevance

Health,

Inc

4.100

05/15/32

46,387‌

500,000

Elevance

Health,

Inc

5.500

10/15/32

508,226‌

1,000,000

Elevance

Health,

Inc

4.750

02/15/33

965,672‌

1,500,000

Elevance

Health,

Inc

5.375

06/15/34

1,507,126‌

1,150,000

Elevance

Health,

Inc

4.625

05/15/42

1,012,361‌

125,000

Elevance

Health,

Inc

4.650

01/15/43

110,228‌

500,000

Elevance

Health,

Inc

5.100

01/15/44

463,997‌

425,000

Elevance

Health,

Inc

4.650

08/15/44

370,085‌

625,000

Elevance

Health,

Inc

4.375

12/01/47

518,794‌

1,800,000

Elevance

Health,

Inc

4.550

03/01/48

1,530,656‌

500,000

Elevance

Health,

Inc

3.700

09/15/49

369,866‌

650,000

Elevance

Health,

Inc

3.125

05/15/50

435,570‌

425,000

Elevance

Health,

Inc

3.600

03/15/51

305,688‌

600,000

Elevance

Health,

Inc

4.550

05/15/52

502,871‌

1,750,000

Elevance

Health,

Inc

6.100

10/15/52

1,834,269‌

450,000

Elevance

Health,

Inc

5.125

02/15/53

413,916‌

900,000

Elevance

Health,

Inc

5.650

06/15/54

890,338‌

865,000

Fred

Hutchinson

Cancer

Center

4.966

01/01/52

811,225‌

3,000,000

GE

HealthCare

Technologies,

Inc

5.650

11/15/27

3,039,437‌

1,000,000

GE

HealthCare

Technologies,

Inc

5.857

03/15/30

1,027,717‌

1,500,000

GE

HealthCare

Technologies,

Inc

5.905

11/22/32

1,547,967‌

1,500,000

GE

HealthCare

Technologies,

Inc

6.377

11/22/52

1,627,786‌

750,000

Hackensack

Meridian

Health,

Inc

2.675

09/01/41

524,784‌

200,000

Hackensack

Meridian

Health,

Inc

4.211

07/01/48

169,317‌

750,000

Hackensack

Meridian

Health,

Inc

2.875

09/01/50

492,387‌

200,000

Hackensack

Meridian

Health,

Inc

4.500

07/01/57

171,191‌

685,000

Hartford

HealthCare

Corp

3.447

07/01/54

488,682‌

2,000,000

HCA,

Inc

3.125

03/15/27

1,889,559‌

3,000,000

HCA,

Inc

5.200

06/01/28

2,988,120‌

2,500,000

HCA,

Inc

5.625

09/01/28

2,522,300‌

1,000,000

HCA,

Inc

3.375

03/15/29

919,204‌

1,500,000

HCA,

Inc

4.125

06/15/29

1,420,363‌

2,000,000

HCA,

Inc

3.500

09/01/30

1,804,073‌

1,500,000

HCA,

Inc

5.450

04/01/31

1,498,923‌

2,000,000

HCA,

Inc

2.375

07/15/31

1,642,264‌

2,000,000

HCA,

Inc

3.625

03/15/32

1,761,726‌

2,000,000

HCA,

Inc

5.500

06/01/33

1,983,631‌

1,500,000

HCA,

Inc

5.600

04/01/34

1,490,956‌

225,000

HCA,

Inc

5.125

06/15/39

208,415‌

125,000

HCA,

Inc

4.375

03/15/42

102,515‌

875,000

HCA,

Inc

5.500

06/15/47

808,916‌

2,500,000

HCA,

Inc

5.250

06/15/49

2,228,225‌

1,000,000

HCA,

Inc

3.500

07/15/51

668,378‌

1,700,000

HCA,

Inc

4.625

03/15/52

1,372,385‌

500,000

HCA,

Inc

5.900

06/01/53

486,914‌

1,500,000

HCA,

Inc

6.000

04/01/54

1,482,048‌

1,500,000

HCA,

Inc

6.100

04/01/64

1,466,011‌

1,000,000

Hoag

Memorial

Hospital

Presbyterian

3.803

07/15/52

783,158‌

2,500,000

Humana,

Inc

1.350

02/03/27

2,265,264‌

600,000

Humana,

Inc

3.950

03/15/27

580,104‌

500,000

Humana,

Inc

5.750

03/01/28

508,609‌

750,000

Humana,

Inc

5.750

12/01/28

765,116‌

500,000

Humana,

Inc

3.700

03/23/29

468,876‌

175,000

Humana,

Inc

3.125

08/15/29

158,535‌

1,000,000

Humana,

Inc

5.375

04/15/31

994,690‌

61

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES—continued

$

325,000

Humana,

Inc

2.150

%

02/03/32

$

259,322‌

500,000

Humana,

Inc

5.875

03/01/33

508,619‌

750,000

Humana,

Inc

5.950

03/15/34

766,687‌

200,000

Humana,

Inc

4.625

12/01/42

167,918‌

300,000

Humana,

Inc

4.950

10/01/44

260,890‌

600,000

Humana,

Inc

4.800

03/15/47

507,226‌

500,000

Humana,

Inc

3.950

08/15/49

374,313‌

1,500,000

Humana,

Inc

5.500

03/15/53

1,392,808‌

500,000

Humana,

Inc

5.750

04/15/54

481,810‌

1,500,000

Icon

Investments

Six

Dac

5.849

05/08/29

1,524,164‌

1,000,000

Icon

Investments

Six

Dac

6.000

05/08/34

1,021,569‌

200,000

Indiana

University

Health,

Inc

Obligated

Group

3.970

11/01/48

162,964‌

1,500,000

Indiana

University

Health,

Inc

Obligated

Group

2.852

11/01/51

976,797‌

1,000,000

(a)

Inova

Health

System

Foundation

4.068

05/15/52

831,212‌

760,000

Integris

Baptist

Medical

Center,

Inc

3.875

08/15/50

566,018‌

445,000

Iowa

Health

System

3.665

02/15/50

338,629‌

900,000

IQVIA,

Inc

5.700

05/15/28

908,712‌

1,000,000

IQVIA,

Inc

6.250

02/01/29

1,027,791‌

350,000

Johns

Hopkins

Health

System

Corp

3.837

05/15/46

284,858‌

500,000

Kaiser

Foundation

Hospitals

3.150

05/01/27

479,011‌

1,400,000

Kaiser

Foundation

Hospitals

2.810

06/01/41

1,012,209‌

100,000

Kaiser

Foundation

Hospitals

4.875

04/01/42

94,314‌

1,265,000

Kaiser

Foundation

Hospitals

4.150

05/01/47

1,057,372‌

1,000,000

Kaiser

Foundation

Hospitals

3.266

11/01/49

709,734‌

1,000,000

Kaiser

Foundation

Hospitals

3.002

06/01/51

666,502‌

755,000

Koninklijke

Philips

NV

5.000

03/15/42

686,560‌

1,000,000

Laboratory

Corp

of

America

Holdings

1.550

06/01/26

929,027‌

300,000

Laboratory

Corp

of

America

Holdings

3.600

09/01/27

286,290‌

500,000

Laboratory

Corp

of

America

Holdings

2.950

12/01/29

446,576‌

1,000,000

Laboratory

Corp

of

America

Holdings

2.700

06/01/31

855,742‌

800,000

Laboratory

Corp

of

America

Holdings

4.700

02/01/45

701,875‌

100,000

Mass

General

Brigham,

Inc

3.765

07/01/48

78,532‌

750,000

Mass

General

Brigham,

Inc

3.192

07/01/49

525,736‌

100,000

Mass

General

Brigham,

Inc

4.117

07/01/55

80,534‌

1,000,000

Mass

General

Brigham,

Inc

3.342

07/01/60

670,925‌

200,000

Mayo

Clinic

4.000

11/15/47

165,048‌

200,000

Mayo

Clinic

4.128

11/15/52

167,728‌

2,500,000

Mayo

Clinic

3.196

11/15/61

1,672,138‌

1,000,000

McKesson

Corp

0.900

12/03/25

939,492‌

500,000

McKesson

Corp

1.300

08/15/26

461,279‌

1,000,000

McKesson

Corp

4.900

07/15/28

997,696‌

350,000

McKesson

Corp

5.100

07/15/33

349,225‌

200,000

McLaren

Health

Care

Corp

4.386

05/15/48

171,810‌

135,000

MedStar

Health,

Inc

3.626

08/15/49

101,916‌

575,000

Medtronic

Global

Holdings

S.C.A

4.250

03/30/28

561,824‌

1,000,000

Medtronic

Global

Holdings

S.C.A

4.500

03/30/33

961,198‌

2,777,000

Medtronic,

Inc

4.375

03/15/35

2,615,742‌

1,074,000

Medtronic,

Inc

4.625

03/15/45

970,023‌

500,000

Memorial

Health

Services

3.447

11/01/49

371,078‌

1,000,000

Memorial

Sloan-Kettering

Cancer

Center

2.955

01/01/50

677,591‌

200,000

Memorial

Sloan-Kettering

Cancer

Center

4.125

07/01/52

164,208‌

500,000

Memorial

Sloan-Kettering

Cancer

Center

4.200

07/01/55

415,582‌

1,000,000

Methodist

Hospital

2.705

12/01/50

629,913‌

500,000

Montefiore

Obligated

Group

5.246

11/01/48

383,896‌

750,000

Montefiore

Obligated

Group

4.287

09/01/50

481,213‌

1,000,000

Mount

Nittany

Medical

Center

Obligated

Group

3.799

11/15/52

771,906‌

100,000

Mount

Sinai

Hospitals

Group,

Inc

3.981

07/01/48

77,284‌

600,000

Mount

Sinai

Hospitals

Group,

Inc

3.737

07/01/49

430,493‌

895,000

Mount

Sinai

Hospitals

Group,

Inc

3.391

07/01/50

582,120‌

1,000,000

MultiCare

Health

System

2.803

08/15/50

603,775‌

380,000

MyMichigan

Health

3.409

06/01/50

265,855‌

Nuveen

Bond

Index

Fund

June

30,

2024

62

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES—continued

$

1,000,000

Nationwide

Children's

Hospital,

Inc

4.556

%

11/01/52

$

897,840‌

1,000,000

New

York

and

Presbyterian

Hospital

2.256

08/01/40

674,733‌

300,000

New

York

and

Presbyterian

Hospital

4.024

08/01/45

252,290‌

150,000

New

York

and

Presbyterian

Hospital

4.063

08/01/56

120,984‌

1,000,000

New

York

and

Presbyterian

Hospital

2.606

08/01/60

564,763‌

500,000

New

York

and

Presbyterian

Hospital

3.954

08/01/19

358,462‌

140,000

Northwell

Healthcare,

Inc

3.979

11/01/46

108,489‌

675,000

Northwell

Healthcare,

Inc

4.260

11/01/47

546,249‌

500,000

Northwell

Healthcare,

Inc

3.809

11/01/49

371,275‌

1,000,000

Northwestern

Memorial

Healthcare

Obligated

Group

2.633

07/15/51

633,070‌

1,000,000

Novant

Health,

Inc

2.637

11/01/36

754,828‌

1,000,000

Novant

Health,

Inc

3.318

11/01/61

657,548‌

1,000,000

NY

Society

for

Relief

of

Ruptured

&

Crippled

Maintaining

Hosp

Special

Surgery

2.667

10/01/50

632,405‌

350,000

NYU

Langone

Hospitals

5.750

07/01/43

363,819‌

250,000

NYU

Langone

Hospitals

4.368

07/01/47

218,617‌

915,000

NYU

Langone

Hospitals

3.380

07/01/55

632,048‌

1,000,000

Ochsner

LSU

Health

System

of

North

Louisiana

2.510

05/15/31

701,742‌

1,000,000

OhioHealth

Corp

2.297

11/15/31

833,862‌

750,000

OhioHealth

Corp

3.042

11/15/50

522,889‌

100,000

Orlando

Health

Obligated

Group

4.089

10/01/48

82,491‌

1,000,000

Orlando

Health

Obligated

Group

3.327

10/01/50

724,964‌

750,000

PeaceHealth

Obligated

Group

1.375

11/15/25

706,571‌

200,000

PeaceHealth

Obligated

Group

4.787

11/15/48

174,652‌

750,000

PeaceHealth

Obligated

Group

3.218

11/15/50

495,427‌

500,000

Piedmont

Healthcare,

Inc

2.044

01/01/32

403,458‌

500,000

Piedmont

Healthcare,

Inc

2.719

01/01/42

348,900‌

1,000,000

Piedmont

Healthcare,

Inc

2.864

01/01/52

632,940‌

725,000

Presbyterian

Healthcare

Services

4.875

08/01/52

681,589‌

200,000

Providence

St.

Joseph

Health

Obligated

Group

2.746

10/01/26

188,226‌

570,000

Providence

St.

Joseph

Health

Obligated

Group

2.532

10/01/29

499,711‌

945,000

Providence

St.

Joseph

Health

Obligated

Group

5.403

10/01/33

937,394‌

100,000

Providence

St.

Joseph

Health

Obligated

Group

3.744

10/01/47

75,664‌

350,000

Providence

St.

Joseph

Health

Obligated

Group

3.930

10/01/48

270,148‌

1,000,000

Providence

St.

Joseph

Health

Obligated

Group

2.700

10/01/51

592,338‌

785,000

Queen's

Health

Systems

4.810

07/01/52

729,730‌

125,000

Quest

Diagnostics,

Inc

3.500

03/30/25

122,955‌

225,000

Quest

Diagnostics,

Inc

3.450

06/01/26

217,352‌

500,000

Quest

Diagnostics,

Inc

4.200

06/30/29

481,459‌

750,000

Quest

Diagnostics,

Inc

2.950

06/30/30

665,909‌

500,000

Quest

Diagnostics,

Inc

2.800

06/30/31

427,992‌

250,000

Quest

Diagnostics,

Inc

6.400

11/30/33

267,604‌

300,000

Quest

Diagnostics,

Inc

4.700

03/30/45

267,100‌

1,500,000

Rady

Children's

Hospital-San

Diego

3.154

08/15/51

1,045,880‌

390,000

Rush

Obligated

Group

3.922

11/15/29

369,901‌

425,000

Sentara

Healthcare

2.927

11/01/51

281,531‌

1,000,000

Sharp

HealthCare

2.680

08/01/50

629,692‌

1,000,000

Smith

&

Nephew

plc

5.150

03/20/27

996,668‌

1,000,000

Smith

&

Nephew

plc

2.032

10/14/30

825,887‌

1,000,000

Smith

&

Nephew

plc

5.400

03/20/34

984,519‌

1,000,000

(d)

Solventum

Corp

5.400

03/01/29

996,948‌

1,000,000

(d)

Solventum

Corp

5.450

03/13/31

987,442‌

1,500,000

(d)

Solventum

Corp

5.600

03/23/34

1,473,262‌

1,500,000

(d)

Solventum

Corp

5.900

04/30/54

1,433,789‌

1,000,000

(d)

Solventum

Corp

6.000

05/15/64

948,492‌

400,000

SSM

Health

Care

Corp

3.823

06/01/27

386,353‌

500,000

SSM

Health

Care

Corp

4.894

06/01/28

497,076‌

1,620,000

Stanford

Health

Care

3.027

08/15/51

1,094,851‌

1,000,000

STERIS

Irish

FinCo

UnLtd

Co

2.700

03/15/31

851,463‌

1,000,000

STERIS

Irish

FinCo

UnLtd

Co

3.750

03/15/51

730,838‌

475,000

Stryker

Corp

1.150

06/15/25

455,633‌

200,000

Stryker

Corp

3.375

11/01/25

194,639‌

63

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES—continued

$

1,600,000

Stryker

Corp

3.500

%

03/15/26

$

1,552,555‌

500,000

Stryker

Corp

3.650

03/07/28

476,595‌

1,000,000

Stryker

Corp

4.850

12/08/28

992,318‌

600,000

Stryker

Corp

1.950

06/15/30

505,166‌

200,000

Stryker

Corp

4.100

04/01/43

164,837‌

200,000

Stryker

Corp

4.375

05/15/44

171,816‌

550,000

Stryker

Corp

4.625

03/15/46

483,270‌

575,000

Stryker

Corp

2.900

06/15/50

376,752‌

1,500,000

Summa

Health

3.511

11/15/51

1,088,991‌

200,000

Sutter

Health

3.695

08/15/28

189,704‌

1,000,000

Sutter

Health

2.294

08/15/30

857,147‌

750,000

Sutter

Health

5.164

08/15/33

751,998‌

500,000

Sutter

Health

3.161

08/15/40

378,180‌

200,000

Sutter

Health

4.091

08/15/48

164,516‌

500,000

Sutter

Health

3.361

08/15/50

357,555‌

135,000

Sutter

Health

5.547

08/15/53

138,156‌

1,000,000

Texas

Health

Resources

2.328

11/15/50

575,953‌

100,000

Texas

Health

Resources

4.330

11/15/55

84,426‌

450,000

Toledo

Hospital

5.750

11/15/38

443,136‌

2,000,000

Trinity

Health

Corp

2.632

12/01/40

1,411,602‌

300,000

Trinity

Health

Corp

4.125

12/01/45

252,402‌

185,000

Trinity

Health

Corp

3.434

12/01/48

141,275‌

1,000,000

UMass

Memorial

Health

Care

Obligated

Group

5.363

07/01/52

950,314‌

500,000

UnitedHealth

Group,

Inc

3.700

12/15/25

489,380‌

1,000,000

UnitedHealth

Group,

Inc

1.250

01/15/26

942,219‌

3,000,000

UnitedHealth

Group,

Inc

1.150

05/15/26

2,788,709‌

200,000

UnitedHealth

Group,

Inc

3.450

01/15/27

192,840‌

1,500,000

UnitedHealth

Group,

Inc

3.700

05/15/27

1,451,582‌

1,700,000

UnitedHealth

Group,

Inc

2.950

10/15/27

1,598,182‌

2,000,000

UnitedHealth

Group,

Inc

5.250

02/15/28

2,026,032‌

2,375,000

UnitedHealth

Group,

Inc

3.850

06/15/28

2,283,029‌

500,000

UnitedHealth

Group,

Inc

3.875

12/15/28

479,048‌

1,500,000

UnitedHealth

Group,

Inc

4.250

01/15/29

1,460,579‌

1,000,000

UnitedHealth

Group,

Inc

4.700

04/15/29

992,126‌

1,500,000

UnitedHealth

Group,

Inc

4.000

05/15/29

1,442,602‌

1,000,000

UnitedHealth

Group,

Inc

2.875

08/15/29

906,484‌

1,000,000

UnitedHealth

Group,

Inc

5.300

02/15/30

1,017,034‌

2,200,000

UnitedHealth

Group,

Inc

2.000

05/15/30

1,869,648‌

2,000,000

UnitedHealth

Group,

Inc

4.900

04/15/31

1,981,446‌

1,750,000

UnitedHealth

Group,

Inc

2.300

05/15/31

1,468,371‌

800,000

UnitedHealth

Group,

Inc

4.200

05/15/32

752,885‌

1,500,000

UnitedHealth

Group,

Inc

5.350

02/15/33

1,519,822‌

1,500,000

UnitedHealth

Group,

Inc

4.500

04/15/33

1,433,539‌

3,000,000

UnitedHealth

Group,

Inc

5.000

04/15/34

2,961,024‌

150,000

UnitedHealth

Group,

Inc

5.800

03/15/36

156,854‌

365,000

UnitedHealth

Group,

Inc

6.625

11/15/37

403,671‌

200,000

UnitedHealth

Group,

Inc

6.875

02/15/38

229,125‌

275,000

UnitedHealth

Group,

Inc

3.500

08/15/39

222,188‌

1,000,000

UnitedHealth

Group,

Inc

2.750

05/15/40

718,498‌

3,000,000

UnitedHealth

Group,

Inc

3.050

05/15/41

2,214,172‌

300,000

UnitedHealth

Group,

Inc

4.375

03/15/42

262,663‌

350,000

UnitedHealth

Group,

Inc

3.950

10/15/42

286,865‌

375,000

UnitedHealth

Group,

Inc

4.250

03/15/43

323,227‌

800,000

UnitedHealth

Group,

Inc

4.200

01/15/47

659,155‌

300,000

UnitedHealth

Group,

Inc

4.250

04/15/47

249,606‌

500,000

UnitedHealth

Group,

Inc

3.750

10/15/47

380,649‌

1,700,000

UnitedHealth

Group,

Inc

4.250

06/15/48

1,404,881‌

1,000,000

UnitedHealth

Group,

Inc

3.700

08/15/49

751,736‌

4,000,000

UnitedHealth

Group,

Inc

2.900

05/15/50

2,594,204‌

3,000,000

UnitedHealth

Group,

Inc

3.250

05/15/51

2,060,092‌

450,000

UnitedHealth

Group,

Inc

4.750

05/15/52

398,413‌

Nuveen

Bond

Index

Fund

June

30,

2024

64

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES—continued

$

1,500,000

UnitedHealth

Group,

Inc

5.875

%

02/15/53

$

1,557,800‌

1,500,000

UnitedHealth

Group,

Inc

5.050

04/15/53

1,389,361‌

3,000,000

UnitedHealth

Group,

Inc

5.375

04/15/54

2,914,328‌

1,250,000

UnitedHealth

Group,

Inc

3.875

08/15/59

924,954‌

1,000,000

UnitedHealth

Group,

Inc

3.125

05/15/60

630,436‌

500,000

UnitedHealth

Group,

Inc

4.950

05/15/62

444,891‌

1,000,000

UnitedHealth

Group,

Inc

6.050

02/15/63

1,052,305‌

1,500,000

UnitedHealth

Group,

Inc

5.200

04/15/63

1,388,529‌

2,000,000

UnitedHealth

Group,

Inc

5.500

04/15/64

1,936,516‌

1,000,000

Universal

Health

Services,

Inc

1.650

09/01/26

919,716‌

1,000,000

Universal

Health

Services,

Inc

2.650

01/15/32

815,843‌

500,000

University

of

Pittsburgh

Medical

Center

5.035

05/15/33

488,574‌

500,000

University

of

Pittsburgh

Medical

Center

5.377

05/15/43

502,801‌

370,000

WakeMed

3.286

10/01/52

257,451‌

200,000

West

Virginia

United

Health

System

Obligated

Group

3.129

06/01/50

131,301‌

500,000

Willis-Knighton

Medical

Center

3.065

03/01/51

327,218‌

1,000,000

Yale

Haven

Health

Services

Corp

2.496

07/01/50

597,726‌

225,000

Zimmer

Biomet

Holdings,

Inc

3.050

01/15/26

217,262‌

1,000,000

Zimmer

Biomet

Holdings,

Inc

5.350

12/01/28

1,006,123‌

1,500,000

Zimmer

Biomet

Holdings,

Inc

2.600

11/24/31

1,251,566‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

353,759,869‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0.2%

500,000

Church

&

Dwight

Co,

Inc

3.150

08/01/27

474,604‌

250,000

Church

&

Dwight

Co,

Inc

2.300

12/15/31

207,921‌

500,000

Church

&

Dwight

Co,

Inc

5.600

11/15/32

518,091‌

100,000

Church

&

Dwight

Co,

Inc

3.950

08/01/47

78,522‌

725,000

Church

&

Dwight

Co,

Inc

5.000

06/15/52

673,652‌

300,000

Clorox

Co

3.100

10/01/27

282,151‌

500,000

Clorox

Co

3.900

05/15/28

480,359‌

750,000

Clorox

Co

4.400

05/01/29

729,723‌

1,000,000

Clorox

Co

1.800

05/15/30

834,296‌

375,000

Clorox

Co

4.600

05/01/32

363,300‌

1,000,000

Colgate-Palmolive

Co

3.100

08/15/27

952,040‌

1,000,000

Colgate-Palmolive

Co

4.600

03/01/28

998,318‌

60,000

Colgate-Palmolive

Co

6.450

06/16/28

63,365‌

225,000

Colgate-Palmolive

Co

3.250

08/15/32

201,401‌

1,000,000

Colgate-Palmolive

Co

4.600

03/01/33

980,891‌

300,000

Colgate-Palmolive

Co

4.000

08/15/45

251,600‌

550,000

Colgate-Palmolive

Co

3.700

08/01/47

436,107‌

450,000

Estee

Lauder

Cos,

Inc

3.150

03/15/27

429,726‌

200,000

Estee

Lauder

Cos,

Inc

2.375

12/01/29

175,369‌

100,000

Estee

Lauder

Cos,

Inc

2.600

04/15/30

87,672‌

1,500,000

Estee

Lauder

Cos,

Inc

1.950

03/15/31

1,233,157‌

750,000

Estee

Lauder

Cos,

Inc

4.650

05/15/33

723,960‌

1,000,000

(a)

Estee

Lauder

Cos,

Inc

5.000

02/14/34

981,815‌

100,000

Estee

Lauder

Cos,

Inc

6.000

05/15/37

105,860‌

300,000

Estee

Lauder

Cos,

Inc

4.375

06/15/45

254,007‌

375,000

Estee

Lauder

Cos,

Inc

4.150

03/15/47

305,200‌

700,000

Estee

Lauder

Cos,

Inc

3.125

12/01/49

467,960‌

750,000

Estee

Lauder

Cos,

Inc

5.150

05/15/53

704,990‌

1,900,000

Haleon

US

Capital

LLC

3.375

03/24/27

1,813,038‌

725,000

Haleon

US

Capital

LLC

3.375

03/24/29

673,162‌

1,500,000

Haleon

US

Capital

LLC

3.625

03/24/32

1,343,734‌

1,000,000

(a)

Haleon

US

Capital

LLC

4.000

03/24/52

794,183‌

2,500,000

Kenvue,

Inc

5.050

03/22/28

2,513,648‌

1,000,000

Kenvue,

Inc

5.000

03/22/30

1,003,274‌

1,750,000

Kenvue,

Inc

4.900

03/22/33

1,730,743‌

1,250,000

Kenvue,

Inc

5.100

03/22/43

1,206,751‌

1,750,000

Kenvue,

Inc

5.050

03/22/53

1,650,682‌

1,000,000

Kenvue,

Inc

5.200

03/22/63

943,952‌

950,000

Kimberly-Clark

Corp

3.050

08/15/25

928,037‌

65

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

HOUSEHOLD

&

PERSONAL

PRODUCTS—continued

$

200,000

Kimberly-Clark

Corp

1.050

%

09/15/27

$

177,351‌

412,000

Kimberly-Clark

Corp

3.950

11/01/28

397,396‌

1,500,000

Kimberly-Clark

Corp

3.200

04/25/29

1,397,935‌

1,500,000

Kimberly-Clark

Corp

2.000

11/02/31

1,246,789‌

500,000

Kimberly-Clark

Corp

4.500

02/16/33

485,673‌

200,000

Kimberly-Clark

Corp

6.625

08/01/37

227,462‌

725,000

Kimberly-Clark

Corp

3.200

07/30/46

515,268‌

200,000

Kimberly-Clark

Corp

3.900

05/04/47

158,207‌

300,000

(a)

Kimberly-Clark

Corp

2.875

02/07/50

199,386‌

750,000

Procter

&

Gamble

Co

2.700

02/02/26

724,243‌

2,000,000

Procter

&

Gamble

Co

1.000

04/23/26

1,867,695‌

1,750,000

Procter

&

Gamble

Co

2.450

11/03/26

1,657,317‌

1,500,000

(a)

Procter

&

Gamble

Co

3.950

01/26/28

1,468,500‌

1,000,000

Procter

&

Gamble

Co

4.350

01/29/29

991,234‌

2,000,000

Procter

&

Gamble

Co

3.000

03/25/30

1,840,229‌

1,150,000

Procter

&

Gamble

Co

1.200

10/29/30

936,574‌

1,500,000

Procter

&

Gamble

Co

1.950

04/23/31

1,275,300‌

1,500,000

(a)

Procter

&

Gamble

Co

4.050

01/26/33

1,439,123‌

2,000,000

Procter

&

Gamble

Co

4.550

01/29/34

1,962,739‌

500,000

Unilever

Capital

Corp

3.375

03/22/25

492,568‌

450,000

Unilever

Capital

Corp

3.100

07/30/25

440,553‌

225,000

Unilever

Capital

Corp

2.000

07/28/26

211,450‌

800,000

Unilever

Capital

Corp

2.900

05/05/27

758,416‌

1,150,000

Unilever

Capital

Corp

3.500

03/22/28

1,096,783‌

700,000

Unilever

Capital

Corp

4.875

09/08/28

700,458‌

1,000,000

Unilever

Capital

Corp

2.125

09/06/29

878,770‌

175,000

Unilever

Capital

Corp

1.375

09/14/30

142,599‌

200,000

Unilever

Capital

Corp

1.750

08/12/31

162,506‌

430,000

Unilever

Capital

Corp

5.900

11/15/32

456,984‌

700,000

Unilever

Capital

Corp

5.000

12/08/33

701,344‌

500,000

Unilever

Capital

Corp

2.625

08/12/51

318,237‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

53,926,350‌

INSURANCE

-

0.7%

500,000

Aegon

NV

5.500

04/11/48

480,977‌

2,000,000

Aflac,

Inc

1.125

03/15/26

1,867,083‌

200,000

Aflac,

Inc

2.875

10/15/26

190,104‌

375,000

Aflac,

Inc

3.600

04/01/30

348,440‌

200,000

Aflac,

Inc

4.000

10/15/46

157,049‌

500,000

Aflac,

Inc

4.750

01/15/49

440,444‌

1,000,000

Alleghany

Corp

3.625

05/15/30

929,371‌

200,000

Alleghany

Corp

4.900

09/15/44

185,485‌

1,000,000

Alleghany

Corp

3.250

08/15/51

674,885‌

300,000

Allied

World

Assurance

Co

Holdings

Ltd

4.350

10/29/25

299,613‌

1,000,000

Allstate

Corp

0.750

12/15/25

934,948‌

275,000

Allstate

Corp

3.280

12/15/26

263,100‌

1,500,000

Allstate

Corp

5.050

06/24/29

1,493,119‌

1,000,000

Allstate

Corp

1.450

12/15/30

798,509‌

600,000

Allstate

Corp

5.250

03/30/33

597,456‌

600,000

Allstate

Corp

4.500

06/15/43

512,957‌

975,000

Allstate

Corp

4.200

12/15/46

787,167‌

250,000

Allstate

Corp

3.850

08/10/49

188,608‌

200,000

Allstate

Corp

8.522

08/15/53

199,846‌

325,000

American

Financial

Group,

Inc

5.250

04/02/30

322,941‌

400,000

American

Financial

Group,

Inc

4.500

06/15/47

342,698‌

1,500,000

American

International

Group,

Inc

5.125

03/27/33

1,477,400‌

300,000

American

International

Group,

Inc

4.800

07/10/45

267,589‌

1,500,000

American

International

Group,

Inc

4.750

04/01/48

1,321,640‌

300,000

American

International

Group,

Inc

5.750

04/01/48

293,740‌

1,500,000

American

International

Group,

Inc

4.375

06/30/50

1,242,583‌

200,000

Aon

Corp

4.500

12/15/28

194,317‌

450,000

Aon

Corp

3.750

05/02/29

422,318‌

Nuveen

Bond

Index

Fund

June

30,

2024

66

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

INSURANCE—continued

$

450,000

Aon

Corp

2.800

%

05/15/30

$

394,427‌

1,000,000

Aon

Corp

2.050

08/23/31

807,371‌

1,000,000

Aon

Corp

2.600

12/02/31

833,040‌

500,000

Aon

Corp

5.000

09/12/32

486,338‌

750,000

Aon

Corp

5.350

02/28/33

744,952‌

200,000

Aon

Corp

6.250

09/30/40

210,530‌

1,000,000

Aon

Corp

2.900

08/23/51

610,122‌

500,000

Aon

Corp

3.900

02/28/52

370,208‌

550,000

Aon

Global

Ltd

4.750

05/15/45

477,038‌

1,000,000

Aon

North

America,

Inc

5.125

03/01/27

998,263‌

1,500,000

Aon

North

America,

Inc

5.150

03/01/29

1,495,817‌

1,000,000

Aon

North

America,

Inc

5.300

03/01/31

997,094‌

2,000,000

Aon

North

America,

Inc

5.450

03/01/34

1,991,216‌

2,000,000

Aon

North

America,

Inc

5.750

03/01/54

1,956,111‌

1,050,000

Arch

Capital

Group

Ltd

4.011

12/15/26

1,017,686‌

200,000

Arch

Capital

Group

Ltd

5.031

12/15/46

181,149‌

600,000

Arch

Capital

Group

Ltd

3.635

06/30/50

432,100‌

300,000

Arch

Capital

Group

US,

Inc

5.144

11/01/43

275,101‌

2,000,000

Arthur

J

Gallagher

&

Co

2.400

11/09/31

1,632,881‌

500,000

Arthur

J

Gallagher

&

Co

5.500

03/02/33

501,133‌

150,000

Arthur

J

Gallagher

&

Co

6.500

02/15/34

158,722‌

1,500,000

Arthur

J

Gallagher

&

Co

5.450

07/15/34

1,487,723‌

125,000

Arthur

J

Gallagher

&

Co

3.500

05/20/51

86,152‌

1,000,000

Arthur

J

Gallagher

&

Co

3.050

03/09/52

612,236‌

250,000

Arthur

J

Gallagher

&

Co

6.750

02/15/54

275,254‌

725,000

Arthur

J

Gallagher

&

Co

5.750

07/15/54

704,017‌

300,000

Assurant,

Inc

4.900

03/27/28

295,279‌

500,000

Assurant,

Inc

3.700

02/22/30

451,836‌

7,000

Assurant,

Inc

6.750

02/15/34

7,471‌

500,000

Assured

Guaranty

US

Holdings,

Inc

6.125

09/15/28

514,804‌

1,000,000

Assured

Guaranty

US

Holdings,

Inc

3.150

06/15/31

867,022‌

300,000

Assured

Guaranty

US

Holdings,

Inc

3.600

09/15/51

207,266‌

675,000

Athene

Holding

Ltd

4.125

01/12/28

650,965‌

500,000

Athene

Holding

Ltd

6.150

04/03/30

517,483‌

1,000,000

Athene

Holding

Ltd

6.650

02/01/33

1,050,940‌

1,000,000

Athene

Holding

Ltd

5.875

01/15/34

989,478‌

1,000,000

Athene

Holding

Ltd

3.950

05/25/51

715,148‌

1,000,000

Athene

Holding

Ltd

3.450

05/15/52

639,080‌

1,000,000

Athene

Holding

Ltd

6.250

04/01/54

1,000,646‌

300,000

AXIS

Specialty

Finance

LLC

3.900

07/15/29

280,441‌

250,000

AXIS

Specialty

Finance

LLC

4.900

01/15/40

228,900‌

200,000

AXIS

Specialty

Finance

plc

4.000

12/06/27

191,720‌

1,500,000

Berkshire

Hathaway

Finance

Corp

2.300

03/15/27

1,406,059‌

100,000

Berkshire

Hathaway

Finance

Corp

1.850

03/12/30

85,525‌

1,500,000

Berkshire

Hathaway

Finance

Corp

1.450

10/15/30

1,233,543‌

1,000,000

Berkshire

Hathaway

Finance

Corp

2.875

03/15/32

875,803‌

300,000

Berkshire

Hathaway

Finance

Corp

4.400

05/15/42

271,802‌

2,175,000

Berkshire

Hathaway

Finance

Corp

4.200

08/15/48

1,825,347‌

1,725,000

Berkshire

Hathaway

Finance

Corp

4.250

01/15/49

1,472,704‌

3,000,000

Berkshire

Hathaway

Finance

Corp

2.500

01/15/51

1,803,650‌

1,500,000

Berkshire

Hathaway

Finance

Corp

3.850

03/15/52

1,159,468‌

1,000,000

(a)

Brighthouse

Financial,

Inc

5.625

05/15/30

1,000,331‌

236,000

Brighthouse

Financial,

Inc

4.700

06/22/47

183,113‌

500,000

Brown

&

Brown,

Inc

4.500

03/15/29

482,679‌

1,000,000

Brown

&

Brown,

Inc

2.375

03/15/31

825,730‌

1,000,000

Brown

&

Brown,

Inc

4.200

03/17/32

912,725‌

1,000,000

Brown

&

Brown,

Inc

5.650

06/11/34

993,578‌

500,000

Brown

&

Brown,

Inc

4.950

03/17/52

425,288‌

450,000

Chubb

Corp

6.000

05/11/37

479,520‌

2,325,000

Chubb

INA

Holdings,

Inc

3.350

05/03/26

2,249,772‌

1,325,000

Chubb

INA

Holdings,

Inc

1.375

09/15/30

1,080,255‌

67

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

INSURANCE—continued

$

1,000,000

Chubb

INA

Holdings,

Inc

5.000

%

03/15/34

$

990,045‌

150,000

Chubb

INA

Holdings,

Inc

4.150

03/13/43

127,239‌

1,600,000

Chubb

INA

Holdings,

Inc

4.350

11/03/45

1,380,595‌

425,000

Chubb

INA

Holdings,

Inc

2.850

12/15/51

278,474‌

1,500,000

Chubb

INA

Holdings,

Inc

3.050

12/15/61

950,035‌

200,000

Cincinnati

Financial

Corp

6.920

05/15/28

211,726‌

200,000

CNA

Financial

Corp

4.500

03/01/26

196,889‌

225,000

CNA

Financial

Corp

3.450

08/15/27

213,166‌

100,000

CNA

Financial

Corp

3.900

05/01/29

94,721‌

1,150,000

CNA

Financial

Corp

2.050

08/15/30

957,928‌

1,000,000

CNA

Financial

Corp

5.500

06/15/33

997,124‌

1,000,000

CNA

Financial

Corp

5.125

02/15/34

968,153‌

500,000

CNO

Financial

Group,

Inc

5.250

05/30/29

485,119‌

1,000,000

CNO

Financial

Group,

Inc

6.450

06/15/34

999,043‌

500,000

Enstar

Group

Ltd

4.950

06/01/29

480,430‌

1,000,000

Enstar

Group

Ltd

3.100

09/01/31

826,711‌

1,375,000

Equitable

Holdings,

Inc

4.350

04/20/28

1,329,157‌

662,000

Equitable

Holdings,

Inc

5.000

04/20/48

593,749‌

300,000

Everest

Reinsurance

Holdings,

Inc

4.868

06/01/44

263,187‌

250,000

Everest

Reinsurance

Holdings,

Inc

3.500

10/15/50

168,172‌

1,200,000

Everest

Reinsurance

Holdings,

Inc

3.125

10/15/52

741,496‌

750,000

F&G

Annuities

&

Life,

Inc

7.400

01/13/28

774,666‌

750,000

F&G

Annuities

&

Life,

Inc

6.500

06/04/29

747,521‌

400,000

Fairfax

Financial

Holdings

Ltd

4.850

04/17/28

392,736‌

500,000

Fairfax

Financial

Holdings

Ltd

4.625

04/29/30

476,686‌

1,000,000

Fairfax

Financial

Holdings

Ltd

3.375

03/03/31

868,484‌

1,000,000

Fairfax

Financial

Holdings

Ltd

5.625

08/16/32

985,745‌

950,000

(d)

Fairfax

Financial

Holdings

Ltd

6.000

12/07/33

964,923‌

1,000,000

(d)

Fairfax

Financial

Holdings

Ltd

6.350

03/22/54

1,000,655‌

750,000

(d)

Fairfax

Financial

Holdings

Ltd

6.100

03/15/55

724,458‌

300,000

Fidelity

National

Financial,

Inc

4.500

08/15/28

290,292‌

1,000,000

Fidelity

National

Financial,

Inc

3.400

06/15/30

886,913‌

500,000

Fidelity

National

Financial,

Inc

2.450

03/15/31

407,397‌

400,000

Fidelity

National

Financial,

Inc

3.200

09/17/51

246,339‌

750,000

First

American

Financial

Corp

4.000

05/15/30

673,577‌

400,000

First

American

Financial

Corp

2.400

08/15/31

318,996‌

350,000

(a)

Globe

Life,

Inc

4.550

09/15/28

333,374‌

350,000

Globe

Life,

Inc

2.150

08/15/30

281,004‌

175,000

Globe

Life,

Inc

4.800

06/15/32

161,214‌

200,000

Hanover

Insurance

Group,

Inc

4.500

04/15/26

196,463‌

1,000,000

Hanover

Insurance

Group,

Inc

2.500

09/01/30

842,632‌

750,000

Hartford

Financial

Services

Group,

Inc

2.800

08/19/29

665,998‌

400,000

Hartford

Financial

Services

Group,

Inc

4.300

04/15/43

337,531‌

450,000

Hartford

Financial

Services

Group,

Inc

4.400

03/15/48

374,058‌

450,000

Hartford

Financial

Services

Group,

Inc

3.600

08/19/49

329,153‌

475,000

Hartford

Financial

Services

Group,

Inc

2.900

09/15/51

298,765‌

500,000

Horace

Mann

Educators

Corp

7.250

09/15/28

530,252‌

500,000

Kemper

Corp

2.400

09/30/30

408,870‌

1,000,000

(a)

Kemper

Corp

3.800

02/23/32

856,443‌

600,000

(a)

Lincoln

National

Corp

3.625

12/12/26

574,054‌

650,000

(a)

Lincoln

National

Corp

3.050

01/15/30

577,791‌

1,000,000

Lincoln

National

Corp

3.400

03/01/32

865,757‌

1,000,000

Lincoln

National

Corp

5.852

03/15/34

998,575‌

150,000

Lincoln

National

Corp

7.000

06/15/40

162,278‌

250,000

Lincoln

National

Corp

4.350

03/01/48

190,014‌

500,000

Lincoln

National

Corp

4.375

06/15/50

380,080‌

800,000

Loews

Corp

3.750

04/01/26

779,727‌

400,000

Loews

Corp

3.200

05/15/30

363,115‌

200,000

Loews

Corp

4.125

05/15/43

167,287‌

700,000

Manulife

Financial

Corp

4.150

03/04/26

684,890‌

1,300,000

Manulife

Financial

Corp

4.061

02/24/32

1,245,301‌

Nuveen

Bond

Index

Fund

June

30,

2024

68

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

INSURANCE—continued

$

1,000,000

(a)

Manulife

Financial

Corp

3.703

%

03/16/32

$

911,022‌

200,000

Manulife

Financial

Corp

5.375

03/04/46

192,551‌

200,000

Markel

Group,

Inc

3.350

09/17/29

183,489‌

150,000

Markel

Group,

Inc

5.000

04/05/46

132,674‌

100,000

Markel

Group,

Inc

4.300

11/01/47

80,053‌

750,000

Markel

Group,

Inc

5.000

05/20/49

662,886‌

200,000

Markel

Group,

Inc

4.150

09/17/50

153,459‌

1,500,000

Markel

Group,

Inc

3.450

05/07/52

1,005,048‌

1,000,000

Markel

Group,

Inc

6.000

05/16/54

989,713‌

1,700,000

Marsh

&

McLennan

Cos,

Inc

4.375

03/15/29

1,660,812‌

450,000

Marsh

&

McLennan

Cos,

Inc

2.250

11/15/30

383,323‌

600,000

Marsh

&

McLennan

Cos,

Inc

2.375

12/15/31

497,491‌

1,000,000

Marsh

&

McLennan

Cos,

Inc

5.750

11/01/32

1,041,618‌

1,000,000

Marsh

&

McLennan

Cos,

Inc

5.400

09/15/33

1,019,295‌

1,000,000

Marsh

&

McLennan

Cos,

Inc

5.150

03/15/34

997,572‌

250,000

Marsh

&

McLennan

Cos,

Inc

4.750

03/15/39

232,260‌

100,000

Marsh

&

McLennan

Cos,

Inc

4.350

01/30/47

84,310‌

300,000

Marsh

&

McLennan

Cos,

Inc

4.200

03/01/48

243,663‌

1,200,000

Marsh

&

McLennan

Cos,

Inc

4.900

03/15/49

1,073,696‌

1,000,000

Marsh

&

McLennan

Cos,

Inc

2.900

12/15/51

621,469‌

250,000

Marsh

&

McLennan

Cos,

Inc

6.250

11/01/52

270,335‌

1,000,000

Marsh

&

McLennan

Cos,

Inc

5.450

03/15/53

972,837‌

1,000,000

Marsh

&

McLennan

Cos,

Inc

5.700

09/15/53

1,010,042‌

1,000,000

Marsh

&

McLennan

Cos,

Inc

5.450

03/15/54

971,332‌

200,000

Mercury

General

Corp

4.400

03/15/27

192,991‌

1,530,000

Metlife,

Inc

5.700

06/15/35

1,571,534‌

700,000

MetLife,

Inc

3.600

11/13/25

684,337‌

1,000,000

MetLife,

Inc

4.550

03/23/30

982,160‌

1,500,000

MetLife,

Inc

5.375

07/15/33

1,512,106‌

675,000

MetLife,

Inc

6.375

06/15/34

727,004‌

1,000,000

MetLife,

Inc

5.300

12/15/34

997,251‌

130,000

MetLife,

Inc

5.875

02/06/41

132,948‌

450,000

MetLife,

Inc

4.125

08/13/42

373,036‌

750,000

MetLife,

Inc

4.875

11/13/43

683,343‌

500,000

MetLife,

Inc

4.721

12/15/44

440,355‌

800,000

MetLife,

Inc

4.050

03/01/45

642,288‌

1,650,000

MetLife,

Inc

4.600

05/13/46

1,437,584‌

1,200,000

MetLife,

Inc

5.000

07/15/52

1,093,178‌

1,000,000

MetLife,

Inc

5.250

01/15/54

950,768‌

20,000

Nationwide

Financial

Services,

Inc

6.750

05/15/37

20,097‌

100,000

Old

Republic

International

Corp

3.875

08/26/26

96,688‌

1,000,000

Old

Republic

International

Corp

5.750

03/28/34

996,969‌

1,500,000

Old

Republic

International

Corp

3.850

06/11/51

1,057,790‌

500,000

PartnerRe

Finance

B

LLC

3.700

07/02/29

467,819‌

500,000

PartnerRe

Finance

B

LLC

4.500

10/01/50

453,916‌

1,000,000

Primerica,

Inc

2.800

11/19/31

835,250‌

850,000

Principal

Financial

Group,

Inc

3.100

11/15/26

808,941‌

100,000

Principal

Financial

Group,

Inc

3.700

05/15/29

93,301‌

1,000,000

Principal

Financial

Group,

Inc

2.125

06/15/30

835,435‌

750,000

Principal

Financial

Group,

Inc

5.375

03/15/33

747,989‌

100,000

Principal

Financial

Group,

Inc

4.625

09/15/42

88,596‌

200,000

Principal

Financial

Group,

Inc

4.350

05/15/43

170,518‌

300,000

Principal

Financial

Group,

Inc

4.300

11/15/46

248,748‌

750,000

Principal

Financial

Group,

Inc

5.500

03/15/53

717,933‌

650,000

Progressive

Corp

2.450

01/15/27

609,396‌

750,000

Progressive

Corp

2.500

03/15/27

702,024‌

250,000

Progressive

Corp

4.000

03/01/29

239,427‌

100,000

Progressive

Corp

3.200

03/26/30

91,071‌

125,000

Progressive

Corp

3.000

03/15/32

108,433‌

120,000

Progressive

Corp

6.250

12/01/32

128,433‌

1,000,000

Progressive

Corp

4.950

06/15/33

989,283‌

69

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

INSURANCE—continued

$

300,000

Progressive

Corp

4.350

%

04/25/44

$

258,084‌

300,000

Progressive

Corp

3.700

01/26/45

232,323‌

950,000

Progressive

Corp

4.125

04/15/47

780,922‌

750,000

Progressive

Corp

4.200

03/15/48

617,356‌

100,000

Progressive

Corp

3.950

03/26/50

78,487‌

500,000

Progressive

Corp

3.700

03/15/52

373,411‌

200,000

Prudential

Financial,

Inc

1.500

03/10/26

188,063‌

195,000

Prudential

Financial,

Inc

3.878

03/27/28

187,219‌

500,000

Prudential

Financial,

Inc

2.100

03/10/30

427,800‌

450,000

Prudential

Financial,

Inc

5.700

12/14/36

460,707‌

500,000

Prudential

Financial,

Inc

3.000

03/10/40

369,875‌

1,700,000

Prudential

Financial,

Inc

4.600

05/15/44

1,481,771‌

200,000

Prudential

Financial,

Inc

5.375

05/15/45

198,124‌

2,300,000

(a)

Prudential

Financial,

Inc

4.500

09/15/47

2,174,412‌

300,000

Prudential

Financial,

Inc

4.418

03/27/48

248,673‌

2,400,000

Prudential

Financial,

Inc

5.700

09/15/48

2,354,708‌

799,000

Prudential

Financial,

Inc

3.935

12/07/49

605,587‌

450,000

Prudential

Financial,

Inc

4.350

02/25/50

366,535‌

1,000,000

Prudential

Financial,

Inc

3.700

03/13/51

725,132‌

675,000

Prudential

Financial,

Inc

5.125

03/01/52

627,489‌

1,000,000

Prudential

Financial,

Inc

6.000

09/01/52

988,156‌

1,500,000

Prudential

Financial,

Inc

6.750

03/01/53

1,536,123‌

525,000

Prudential

Financial,

Inc

6.500

03/15/54

529,979‌

200,000

Prudential

Funding

Asia

plc

3.125

04/14/30

179,183‌

1,000,000

Prudential

Funding

Asia

plc

3.625

03/24/32

892,701‌

750,000

Reinsurance

Group

of

America,

Inc

3.900

05/15/29

703,012‌

350,000

Reinsurance

Group

of

America,

Inc

3.150

06/15/30

311,322‌

1,000,000

Reinsurance

Group

of

America,

Inc

6.000

09/15/33

1,020,913‌

1,000,000

Reinsurance

Group

of

America,

Inc

5.750

09/15/34

996,371‌

200,000

RenaissanceRe

Finance,

Inc

3.450

07/01/27

189,739‌

300,000

RenaissanceRe

Holdings

Ltd

3.600

04/15/29

276,889‌

1,000,000

RenaissanceRe

Holdings

Ltd

5.750

06/05/33

1,000,909‌

1,000,000

SiriusPoint

Ltd

7.000

04/05/29

1,012,732‌

1,000,000

Stewart

Information

Services

Corp

3.600

11/15/31

826,723‌

20,000

Transatlantic

Holdings,

Inc

8.000

11/30/39

25,104‌

600,000

Travelers

Cos,

Inc

5.350

11/01/40

590,454‌

200,000

Travelers

Cos,

Inc

4.600

08/01/43

179,183‌

250,000

Travelers

Cos,

Inc

4.300

08/25/45

211,613‌

1,100,000

Travelers

Cos,

Inc

4.000

05/30/47

884,031‌

500,000

Travelers

Cos,

Inc

4.050

03/07/48

406,813‌

900,000

Travelers

Cos,

Inc

4.100

03/04/49

731,317‌

2,000,000

Travelers

Cos,

Inc

3.050

06/08/51

1,339,779‌

1,000,000

Travelers

Cos,

Inc

5.450

05/25/53

1,000,729‌

100,000

Travelers

Property

Casualty

Corp

6.375

03/15/33

109,468‌

200,000

Trinity

Acquisition

plc

4.400

03/15/26

196,199‌

500,000

Unum

Group

4.000

06/15/29

471,198‌

300,000

Unum

Group

5.750

08/15/42

288,459‌

500,000

Unum

Group

4.500

12/15/49

389,810‌

1,000,000

Unum

Group

4.125

06/15/51

733,644‌

1,000,000

Unum

Group

6.000

06/15/54

960,407‌

525,000

Verisk

Analytics,

Inc

5.250

06/05/34

516,932‌

200,000

Voya

Financial,

Inc

4.800

06/15/46

169,678‌

200,000

W

R

Berkley

Corp

4.750

08/01/44

176,974‌

650,000

W

R

Berkley

Corp

4.000

05/12/50

497,795‌

1,000,000

W

R

Berkley

Corp

3.550

03/30/52

690,542‌

400,000

W

R

Berkley

Corp

3.150

09/30/61

236,498‌

1,000,000

Willis

North

America,

Inc

4.650

06/15/27

982,506‌

500,000

Willis

North

America,

Inc

4.500

09/15/28

485,715‌

900,000

Willis

North

America,

Inc

2.950

09/15/29

806,188‌

1,000,000

Willis

North

America,

Inc

5.350

05/15/33

980,510‌

300,000

Willis

North

America,

Inc

5.050

09/15/48

260,180‌

Nuveen

Bond

Index

Fund

June

30,

2024

70

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

INSURANCE—continued

$

500,000

Willis

North

America,

Inc

3.875

%

09/15/49

$

359,925‌

1,500,000

Willis

North

America,

Inc

5.900

03/05/54

1,453,561‌

200,000

XL

Group

Ltd

5.250

12/15/43

184,444‌

TOTAL

INSURANCE

177,824,588‌

MATERIALS

-

0.8%

500,000

Air

Products

and

Chemicals,

Inc

1.850

05/15/27

459,473‌

750,000

Air

Products

and

Chemicals,

Inc

4.600

02/08/29

742,351‌

2,125,000

Air

Products

and

Chemicals,

Inc

2.050

05/15/30

1,820,649‌

750,000

Air

Products

and

Chemicals,

Inc

4.750

02/08/31

742,130‌

1,000,000

Air

Products

and

Chemicals,

Inc

4.800

03/03/33

983,746‌

750,000

Air

Products

and

Chemicals,

Inc

4.850

02/08/34

736,184‌

125,000

Air

Products

and

Chemicals,

Inc

2.700

05/15/40

89,173‌

1,250,000

Air

Products

and

Chemicals,

Inc

2.800

05/15/50

802,752‌

750,000

Albemarle

Corp

4.650

06/01/27

737,924‌

1,000,000

(a)

Albemarle

Corp

5.650

06/01/52

886,370‌

400,000

Amcor

Finance

USA,

Inc

4.500

05/15/28

388,233‌

1,000,000

Amcor

Finance

USA,

Inc

5.625

05/26/33

1,010,912‌

200,000

Amcor

Flexibles

North

America,

Inc

2.630

06/19/30

171,591‌

2,000,000

Amcor

Flexibles

North

America,

Inc

2.690

05/25/31

1,680,576‌

1,000,000

Amcor

Group

Finance

plc

5.450

05/23/29

1,003,291‌

1,000,000

AngloGold

Ashanti

Holdings

plc

3.375

11/01/28

898,577‌

375,000

AngloGold

Ashanti

Holdings

plc

3.750

10/01/30

327,227‌

1,000,000

AptarGroup,

Inc

3.600

03/15/32

871,721‌

1,500,000

ArcelorMittal

S.A.

6.550

11/29/27

1,546,581‌

2,000,000

(a)

ArcelorMittal

S.A.

6.800

11/29/32

2,106,927‌

1,000,000

ArcelorMittal

S.A.

6.000

06/17/34

999,241‌

1,000,000

(a)

ArcelorMittal

S.A.

6.350

06/17/54

971,209‌

300,000

Avery

Dennison

Corp

4.875

12/06/28

295,420‌

500,000

Avery

Dennison

Corp

2.650

04/30/30

434,922‌

1,000,000

Avery

Dennison

Corp

2.250

02/15/32

809,521‌

1,000,000

Avery

Dennison

Corp

5.750

03/15/33

1,025,263‌

1,500,000

Barrick

North

America

Finance

LLC

5.750

05/01/43

1,488,449‌

100,000

Barrick

PD

Australia

Finance

Pty

Ltd

5.950

10/15/39

101,671‌

625,000

Berry

Global,

Inc

1.650

01/15/27

569,192‌

1,000,000

Berry

Global,

Inc

5.500

04/15/28

997,889‌

1,000,000

(d)

Berry

Global,

Inc

5.800

06/15/31

998,539‌

1,500,000

(d)

Berry

Global,

Inc

5.650

01/15/34

1,465,062‌

1,500,000

BHP

Billiton

Finance

USA

Ltd

4.750

02/28/28

1,489,530‌

1,500,000

BHP

Billiton

Finance

USA

Ltd

5.100

09/08/28

1,506,328‌

1,000,000

BHP

Billiton

Finance

USA

Ltd

5.250

09/08/30

1,013,787‌

1,500,000

BHP

Billiton

Finance

USA

Ltd

4.900

02/28/33

1,470,861‌

1,500,000

BHP

Billiton

Finance

USA

Ltd

5.250

09/08/33

1,501,038‌

825,000

BHP

Billiton

Finance

USA

Ltd

4.125

02/24/42

698,127‌

1,925,000

BHP

Billiton

Finance

USA

Ltd

5.000

09/30/43

1,796,119‌

575,000

BHP

Billiton

Finance

USA

Ltd

5.500

09/08/53

570,600‌

500,000

Cabot

Corp

4.000

07/01/29

471,107‌

1,000,000

Cabot

Corp

5.000

06/30/32

974,046‌

1,000,000

Celanese

US

Holdings

LLC

1.400

08/05/26

918,391‌

1,000,000

Celanese

US

Holdings

LLC

6.165

07/15/27

1,014,916‌

1,000,000

Celanese

US

Holdings

LLC

6.350

11/15/28

1,027,481‌

1,000,000

Celanese

US

Holdings

LLC

6.330

07/15/29

1,028,493‌

1,000,000

Celanese

US

Holdings

LLC

6.550

11/15/30

1,044,993‌

1,000,000

Celanese

US

Holdings

LLC

6.379

07/15/32

1,027,583‌

1,000,000

Celanese

US

Holdings

LLC

6.700

11/15/33

1,050,850‌

375,000

Celulosa

Arauco

y

Constitucion

S.A.

3.875

11/02/27

350,632‌

200,000

(a)

Celulosa

Arauco

y

Constitucion

S.A.

5.500

11/02/47

177,857‌

1,000,000

CRH

America

Finance,

Inc

5.400

05/21/34

990,887‌

1,000,000

CRH

SMW

Finance

DAC

5.200

05/21/29

999,385‌

14,000

Dow

Chemical

Co

4.550

11/30/25

13,829‌

300,000

Dow

Chemical

Co

4.800

11/30/28

297,064‌

81,000

Dow

Chemical

Co

7.375

11/01/29

89,182‌

71

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MATERIALS—continued

$

1,000,000

(a)

Dow

Chemical

Co

2.100

%

11/15/30

$

843,479‌

1,000,000

(a)

Dow

Chemical

Co

6.300

03/15/33

1,054,979‌

2,000,000

Dow

Chemical

Co

5.150

02/15/34

1,956,404‌

982,000

Dow

Chemical

Co

4.250

10/01/34

896,347‌

131,000

Dow

Chemical

Co

9.400

05/15/39

173,424‌

275,000

Dow

Chemical

Co

5.250

11/15/41

255,804‌

1,200,000

Dow

Chemical

Co

4.375

11/15/42

989,095‌

400,000

Dow

Chemical

Co

4.625

10/01/44

340,241‌

825,000

Dow

Chemical

Co

5.550

11/30/48

782,480‌

750,000

Dow

Chemical

Co

4.800

05/15/49

639,695‌

1,000,000

Dow

Chemical

Co

3.600

11/15/50

696,239‌

500,000

Dow

Chemical

Co

6.900

05/15/53

555,403‌

2,000,000

Dow

Chemical

Co

5.600

02/15/54

1,922,717‌

1,600,000

DowDuPont,

Inc

4.493

11/15/25

1,577,355‌

2,325,000

DowDuPont,

Inc

5.419

11/15/48

2,408,320‌

2,300,000

DuPont

de

Nemours,

Inc

4.725

11/15/28

2,291,155‌

91,000

DuPont

de

Nemours,

Inc

5.319

11/15/38

93,607‌

1,500,000

Eagle

Materials,

Inc

2.500

07/01/31

1,265,171‌

700,000

Eastman

Chemical

Co

4.500

12/01/28

680,283‌

1,650,000

Eastman

Chemical

Co

5.750

03/08/33

1,664,475‌

1,000,000

Eastman

Chemical

Co

5.625

02/20/34

993,845‌

150,000

Eastman

Chemical

Co

4.800

09/01/42

130,440‌

525,000

Eastman

Chemical

Co

4.650

10/15/44

438,857‌

750,000

Ecolab,

Inc

2.700

11/01/26

710,219‌

1,000,000

Ecolab,

Inc

1.650

02/01/27

919,532‌

300,000

Ecolab,

Inc

3.250

12/01/27

282,929‌

1,000,000

Ecolab,

Inc

5.250

01/15/28

1,009,523‌

1,000,000

Ecolab,

Inc

1.300

01/30/31

795,636‌

1,000,000

Ecolab,

Inc

2.125

02/01/32

820,670‌

150,000

Ecolab,

Inc

2.125

08/15/50

83,672‌

1,000,000

Ecolab,

Inc

2.700

12/15/51

614,488‌

1,370,000

Ecolab,

Inc

2.750

08/18/55

821,802‌

350,000

EIDP,

Inc

1.700

07/15/25

336,780‌

175,000

(a)

EIDP,

Inc

2.300

07/15/30

150,880‌

1,250,000

EIDP,

Inc

4.800

05/15/33

1,205,501‌

500,000

FMC

Corp

3.200

10/01/26

474,015‌

500,000

FMC

Corp

3.450

10/01/29

449,610‌

1,000,000

(a)

FMC

Corp

5.650

05/18/33

984,496‌

500,000

FMC

Corp

4.500

10/01/49

380,614‌

500,000

FMC

Corp

6.375

05/18/53

494,572‌

1,000,000

Freeport-McMoRan,

Inc

4.125

03/01/28

957,974‌

1,500,000

Freeport-McMoRan,

Inc

4.375

08/01/28

1,448,834‌

1,000,000

(a)

Freeport-McMoRan,

Inc

5.250

09/01/29

993,589‌

1,000,000

Freeport-McMoRan,

Inc

4.250

03/01/30

944,251‌

1,000,000

Freeport-McMoRan,

Inc

4.625

08/01/30

962,012‌

750,000

Georgia-Pacific

LLC

7.750

11/15/29

844,218‌

600,000

Huntsman

International

LLC

4.500

05/01/29

568,484‌

1,000,000

Huntsman

International

LLC

2.950

06/15/31

818,816‌

100,000

International

Flavors

&

Fragrances,

Inc

4.450

09/26/28

96,418‌

200,000

International

Flavors

&

Fragrances,

Inc

4.375

06/01/47

154,022‌

675,000

International

Flavors

&

Fragrances,

Inc

5.000

09/26/48

578,798‌

450,000

International

Paper

Co

6.000

11/15/41

452,086‌

390,000

International

Paper

Co

4.800

06/15/44

337,289‌

2,425,000

International

Paper

Co

4.350

08/15/48

1,964,394‌

1,000,000

Kinross

Gold

Corp

4.500

07/15/27

971,044‌

1,000,000

Kinross

Gold

Corp

6.250

07/15/33

1,045,192‌

725,000

Linde,

Inc

1.100

08/10/30

583,952‌

625,000

Linde,

Inc

3.550

11/07/42

497,643‌

225,000

Linde,

Inc

2.000

08/10/50

122,228‌

150,000

Lubrizol

Corp

6.500

10/01/34

167,557‌

575,000

LYB

International

Finance

BV

5.250

07/15/43

521,630‌

Nuveen

Bond

Index

Fund

June

30,

2024

72

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MATERIALS—continued

$

550,000

LYB

International

Finance

BV

4.875

%

03/15/44

$

478,515‌

491,000

LYB

International

Finance

III

LLC

1.250

10/01/25

464,605‌

150,000

LYB

International

Finance

III

LLC

2.250

10/01/30

126,709‌

1,000,000

LYB

International

Finance

III

LLC

5.625

05/15/33

1,011,725‌

1,000,000

LYB

International

Finance

III

LLC

5.500

03/01/34

989,412‌

1,150,000

LYB

International

Finance

III

LLC

3.375

10/01/40

841,134‌

1,000,000

LYB

International

Finance

III

LLC

4.200

10/15/49

766,908‌

750,000

LYB

International

Finance

III

LLC

4.200

05/01/50

570,864‌

1,000,000

LYB

International

Finance

III

LLC

3.625

04/01/51

687,508‌

500,000

LYB

International

Finance

III

LLC

3.800

10/01/60

339,607‌

475,000

LyondellBasell

Industries

NV

4.625

02/26/55

385,127‌

200,000

Martin

Marietta

Materials,

Inc

3.450

06/01/27

191,266‌

325,000

Martin

Marietta

Materials,

Inc

3.500

12/15/27

308,987‌

250,000

Martin

Marietta

Materials,

Inc

2.500

03/15/30

217,223‌

1,000,000

Martin

Marietta

Materials,

Inc

2.400

07/15/31

827,287‌

450,000

Martin

Marietta

Materials,

Inc

4.250

12/15/47

365,634‌

1,000,000

Martin

Marietta

Materials,

Inc

3.200

07/15/51

663,261‌

800,000

Mosaic

Co

4.050

11/15/27

767,159‌

750,000

Mosaic

Co

5.375

11/15/28

752,683‌

300,000

Mosaic

Co

5.450

11/15/33

297,020‌

100,000

Mosaic

Co

4.875

11/15/41

87,232‌

600,000

Mosaic

Co

5.625

11/15/43

566,943‌

1,300,000

Newmont

Corp

2.800

10/01/29

1,167,013‌

250,000

Newmont

Corp

2.250

10/01/30

213,345‌

1,350,000

(a)

Newmont

Corp

2.600

07/15/32

1,125,251‌

3,000,000

(d)

Newmont

Corp

5.350

03/15/34

2,995,293‌

298,000

Newmont

Corp

5.875

04/01/35

308,415‌

235,000

Newmont

Corp

6.250

10/01/39

248,158‌

975,000

Newmont

Corp

4.875

03/15/42

899,945‌

300,000

Newmont

Corp

5.450

06/09/44

290,055‌

500,000

Nucor

Corp

4.300

05/23/27

489,112‌

425,000

Nucor

Corp

3.950

05/01/28

407,037‌

3,150,000

Nucor

Corp

2.700

06/01/30

2,783,223‌

500,000

Nucor

Corp

3.125

04/01/32

432,733‌

1,000,000

Nucor

Corp

2.979

12/15/55

614,235‌

200,000

Nutrien

Ltd

3.000

04/01/25

196,039‌

700,000

Nutrien

Ltd

4.000

12/15/26

677,296‌

1,000,000

Nutrien

Ltd

4.900

03/27/28

988,265‌

550,000

Nutrien

Ltd

4.200

04/01/29

526,272‌

500,000

Nutrien

Ltd

2.950

05/13/30

442,463‌

2,000,000

Nutrien

Ltd

5.400

06/21/34

1,970,160‌

200,000

Nutrien

Ltd

4.125

03/15/35

178,228‌

200,000

Nutrien

Ltd

5.625

12/01/40

193,977‌

200,000

Nutrien

Ltd

4.900

06/01/43

177,902‌

691,000

Nutrien

Ltd

5.250

01/15/45

635,342‌

1,050,000

Nutrien

Ltd

5.000

04/01/49

924,414‌

300,000

Nutrien

Ltd

3.950

05/13/50

225,349‌

750,000

Nutrien

Ltd

5.800

03/27/53

740,057‌

1,000,000

Owens

Corning

5.950

06/15/54

1,007,992‌

550,000

Packaging

Corp

of

America

3.400

12/15/27

519,839‌

100,000

Packaging

Corp

of

America

3.000

12/15/29

89,461‌

500,000

Packaging

Corp

of

America

5.700

12/01/33

507,888‌

500,000

Packaging

Corp

of

America

4.050

12/15/49

392,618‌

1,500,000

Packaging

Corp

of

America

3.050

10/01/51

978,402‌

500,000

PPG

Industries,

Inc

2.400

08/15/24

497,786‌

250,000

PPG

Industries,

Inc

1.200

03/15/26

232,876‌

425,000

PPG

Industries,

Inc

3.750

03/15/28

406,277‌

500,000

PPG

Industries,

Inc

2.550

06/15/30

435,750‌

1,000,000

Praxair,

Inc

3.200

01/30/26

969,775‌

500,000

Reliance

Steel

&

Aluminum

Co

1.300

08/15/25

476,190‌

500,000

Reliance

Steel

&

Aluminum

Co

2.150

08/15/30

418,274‌

73

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MATERIALS—continued

$

414,000

Rio

Tinto

Alcan,

Inc

6.125

%

12/15/33

$

438,751‌

350,000

Rio

Tinto

Finance

USA

Ltd

5.200

11/02/40

339,039‌

2,000,000

Rio

Tinto

Finance

USA

Ltd

2.750

11/02/51

1,240,717‌

1,500,000

Rio

Tinto

Finance

USA

plc

5.000

03/09/33

1,493,318‌

1,400,000

Rio

Tinto

Finance

USA

plc

4.125

08/21/42

1,183,505‌

1,000,000

Rio

Tinto

Finance

USA

plc

5.125

03/09/53

941,739‌

100,000

RPM

International,

Inc

3.750

03/15/27

95,923‌

300,000

RPM

International,

Inc

4.550

03/01/29

290,064‌

1,000,000

RPM

International,

Inc

2.950

01/15/32

836,507‌

100,000

RPM

International,

Inc

5.250

06/01/45

91,823‌

200,000

RPM

International,

Inc

4.250

01/15/48

164,851‌

200,000

Sherwin-Williams

Co

3.950

01/15/26

195,771‌

925,000

Sherwin-Williams

Co

3.450

06/01/27

880,917‌

500,000

Sherwin-Williams

Co

2.950

08/15/29

450,611‌

500,000

Sherwin-Williams

Co

2.300

05/15/30

428,936‌

950,000

(a)

Sherwin-Williams

Co

2.200

03/15/32

771,545‌

200,000

Sherwin-Williams

Co

4.000

12/15/42

160,333‌

900,000

Sherwin-Williams

Co

4.500

06/01/47

758,923‌

900,000

Sherwin-Williams

Co

3.800

08/15/49

679,147‌

500,000

Sherwin-Williams

Co

3.300

05/15/50

340,272‌

1,000,000

Sherwin-Williams

Co

2.900

03/15/52

624,936‌

225,000

(d)

Smurfit

Kappa

Treasury

ULC

5.438

04/03/34

222,993‌

300,000

(d)

Smurfit

Kappa

Treasury

ULC

5.777

04/03/54

298,318‌

650,000

Sonoco

Products

Co

2.250

02/01/27

602,383‌

750,000

Sonoco

Products

Co

3.125

05/01/30

667,221‌

1,000,000

(a)

Sonoco

Products

Co

2.850

02/01/32

830,883‌

800,000

Southern

Copper

Corp

3.875

04/23/25

787,272‌

100,000

Southern

Copper

Corp

7.500

07/27/35

116,390‌

1,180,000

Southern

Copper

Corp

6.750

04/16/40

1,288,195‌

2,000,000

Southern

Copper

Corp

5.875

04/23/45

1,987,725‌

100,000

Steel

Dynamics,

Inc

2.400

06/15/25

96,882‌

1,000,000

Steel

Dynamics,

Inc

1.650

10/15/27

891,286‌

750,000

Steel

Dynamics,

Inc

3.450

04/15/30

684,849‌

100,000

Steel

Dynamics,

Inc

3.250

01/15/31

88,539‌

1,000,000

Steel

Dynamics,

Inc

5.375

08/15/34

982,887‌

500,000

Steel

Dynamics,

Inc

3.250

10/15/50

329,372‌

700,000

Suzano

Austria

GmbH

2.500

09/15/28

614,518‌

1,900,000

Suzano

Austria

GmbH

6.000

01/15/29

1,895,086‌

1,000,000

Suzano

Austria

GmbH

3.750

01/15/31

871,283‌

1,500,000

Suzano

Austria

GmbH

3.125

01/15/32

1,227,831‌

700,000

Suzano

International

Finance

BV

5.500

01/17/27

695,441‌

2,000,000

Teck

Resources

Ltd

3.900

07/15/30

1,855,516‌

2,000,000

Vale

Overseas

Ltd

3.750

07/08/30

1,799,239‌

4,500,000

Vale

Overseas

Ltd

6.125

06/12/33

4,534,646‌

1,164,000

Vale

Overseas

Ltd

6.875

11/21/36

1,249,135‌

2,000,000

(a)

Vale

Overseas

Ltd

6.400

06/28/54

1,977,400‌

750,000

Vulcan

Materials

Co

4.500

04/01/25

743,506‌

100,000

Vulcan

Materials

Co

3.900

04/01/27

96,751‌

275,000

Vulcan

Materials

Co

3.500

06/01/30

250,477‌

475,000

Vulcan

Materials

Co

4.500

06/15/47

395,688‌

200,000

Vulcan

Materials

Co

4.700

03/01/48

173,600‌

500,000

Westlake

Corp

3.600

08/15/26

481,106‌

1,000,000

Westlake

Corp

3.375

06/15/30

902,547‌

500,000

Westlake

Corp

2.875

08/15/41

339,533‌

500,000

Westlake

Corp

5.000

08/15/46

435,847‌

200,000

Westlake

Corp

4.375

11/15/47

161,404‌

500,000

Westlake

Corp

3.125

08/15/51

314,803‌

500,000

Westlake

Corp

3.375

08/15/61

302,569‌

525,000

WRKCo,

Inc

4.650

03/15/26

517,334‌

300,000

WRKCo,

Inc

3.375

09/15/27

283,930‌

325,000

WRKCo,

Inc

4.000

03/15/28

311,208‌

Nuveen

Bond

Index

Fund

June

30,

2024

74

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MATERIALS—continued

$

240,000

WRKCo,

Inc

3.900

%

06/01/28

$

228,343‌

950,000

WRKCo,

Inc

4.900

03/15/29

943,936‌

685,000

WRKCo,

Inc

4.200

06/01/32

640,305‌

1,400,000

WRKCo,

Inc

3.000

06/15/33

1,177,110‌

750,000

Yamana

Gold,

Inc

2.630

08/15/31

623,270‌

TOTAL

MATERIALS

184,716,738‌

MEDIA

&

ENTERTAINMENT

-

0.9%

675,000

Alphabet,

Inc

0.450

08/15/25

642,618‌

1,250,000

Alphabet,

Inc

1.998

08/15/26

1,177,329‌

1,000,000

(a)

Alphabet,

Inc

0.800

08/15/27

891,276‌

850,000

Alphabet,

Inc

1.100

08/15/30

694,204‌

1,000,000

Alphabet,

Inc

1.900

08/15/40

651,298‌

2,800,000

Alphabet,

Inc

2.050

08/15/50

1,592,135‌

1,100,000

Alphabet,

Inc

2.250

08/15/60

608,874‌

200,000

Baidu,

Inc

3.075

04/07/25

196,310‌

1,000,000

Baidu,

Inc

1.720

04/09/26

939,206‌

500,000

Baidu,

Inc

4.375

03/29/28

488,480‌

500,000

Baidu,

Inc

4.875

11/14/28

496,053‌

300,000

Baidu,

Inc

3.425

04/07/30

274,445‌

750,000

Baidu,

Inc

2.375

10/09/30

638,037‌

1,000,000

Baidu,

Inc

2.375

08/23/31

831,222‌

842,000

Charter

Communications

Operating

LLC

4.908

07/23/25

833,821‌

950,000

Charter

Communications

Operating

LLC

3.750

02/15/28

882,944‌

2,750,000

Charter

Communications

Operating

LLC

4.200

03/15/28

2,598,849‌

650,000

Charter

Communications

Operating

LLC

2.250

01/15/29

555,543‌

1,250,000

Charter

Communications

Operating

LLC

6.100

06/01/29

1,254,088‌

2,000,000

Charter

Communications

Operating

LLC

2.800

04/01/31

1,634,636‌

1,500,000

Charter

Communications

Operating

LLC

2.300

02/01/32

1,156,821‌

500,000

Charter

Communications

Operating

LLC

4.400

04/01/33

440,772‌

2,500,000

(a)

Charter

Communications

Operating

LLC

6.650

02/01/34

2,525,355‌

1,875,000

Charter

Communications

Operating

LLC

6.550

06/01/34

1,875,624‌

750,000

Charter

Communications

Operating

LLC

6.384

10/23/35

731,250‌

1,500,000

Charter

Communications

Operating

LLC

5.375

04/01/38

1,306,077‌

1,500,000

Charter

Communications

Operating

LLC

3.500

06/01/41

1,007,426‌

1,000,000

Charter

Communications

Operating

LLC

3.500

03/01/42

665,281‌

1,550,000

Charter

Communications

Operating

LLC

6.484

10/23/45

1,415,740‌

1,400,000

Charter

Communications

Operating

LLC

5.375

05/01/47

1,118,469‌

1,375,000

Charter

Communications

Operating

LLC

5.750

04/01/48

1,149,564‌

1,600,000

Charter

Communications

Operating

LLC

5.125

07/01/49

1,228,162‌

2,500,000

Charter

Communications

Operating

LLC

4.800

03/01/50

1,833,970‌

2,500,000

Charter

Communications

Operating

LLC

3.700

04/01/51

1,520,230‌

3,000,000

Charter

Communications

Operating

LLC

3.900

06/01/52

1,881,260‌

1,000,000

Charter

Communications

Operating

LLC

5.250

04/01/53

784,522‌

2,000,000

Charter

Communications

Operating

LLC

3.850

04/01/61

1,167,836‌

1,500,000

Charter

Communications

Operating

LLC

4.400

12/01/61

978,412‌

1,000,000

Charter

Communications

Operating

LLC

3.950

06/30/62

592,443‌

500,000

Charter

Communications

Operating

LLC

5.500

04/01/63

387,448‌

350,000

Comcast

Corp

3.375

08/15/25

342,990‌

1,950,000

Comcast

Corp

3.150

03/01/26

1,884,847‌

1,025,000

Comcast

Corp

2.350

01/15/27

959,632‌

1,450,000

Comcast

Corp

3.300

02/01/27

1,389,895‌

750,000

Comcast

Corp

5.350

11/15/27

758,160‌

900,000

Comcast

Corp

3.150

02/15/28

845,334‌

2,675,000

Comcast

Corp

4.150

10/15/28

2,589,627‌

1,000,000

Comcast

Corp

4.550

01/15/29

984,196‌

1,500,000

(a)

Comcast

Corp

5.100

06/01/29

1,508,748‌

5,000,000

Comcast

Corp

3.400

04/01/30

4,596,479‌

3,300,000

Comcast

Corp

4.250

10/15/30

3,164,549‌

1,950,000

Comcast

Corp

1.950

01/15/31

1,610,479‌

3,850,000

Comcast

Corp

1.500

02/15/31

3,092,072‌

2,250,000

Comcast

Corp

5.500

11/15/32

2,300,938‌

75

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MEDIA

&

ENTERTAINMENT—continued

$

1,925,000

Comcast

Corp

4.250

%

01/15/33

$

1,799,643‌

2,000,000

Comcast

Corp

4.650

02/15/33

1,930,867‌

150,000

Comcast

Corp

7.050

03/15/33

167,770‌

2,000,000

Comcast

Corp

4.800

05/15/33

1,945,490‌

1,500,000

Comcast

Corp

5.300

06/01/34

1,503,741‌

200,000

Comcast

Corp

4.200

08/15/34

183,297‌

500,000

Comcast

Corp

4.400

08/15/35

462,965‌

36,000

Comcast

Corp

6.500

11/15/35

39,291‌

3,475,000

Comcast

Corp

3.200

07/15/36

2,807,853‌

3,150,000

Comcast

Corp

3.900

03/01/38

2,669,754‌

1,000,000

Comcast

Corp

3.250

11/01/39

769,569‌

3,800,000

Comcast

Corp

3.750

04/01/40

3,091,177‌

1,275,000

Comcast

Corp

3.400

07/15/46

922,132‌

631,000

Comcast

Corp

3.969

11/01/47

492,161‌

1,500,000

Comcast

Corp

4.000

03/01/48

1,176,966‌

1,407,000

Comcast

Corp

3.999

11/01/49

1,098,007‌

2,525,000

Comcast

Corp

3.450

02/01/50

1,781,521‌

425,000

Comcast

Corp

2.800

01/15/51

262,549‌

2,237,000

Comcast

Corp

2.887

11/01/51

1,395,650‌

1,050,000

Comcast

Corp

2.450

08/15/52

591,082‌

3,750,000

Comcast

Corp

5.350

05/15/53

3,594,767‌

1,000,000

Comcast

Corp

5.650

06/01/54

998,295‌

2,708,000

Comcast

Corp

2.937

11/01/56

1,633,506‌

850,000

Comcast

Corp

2.650

08/15/62

462,382‌

6,758,000

Comcast

Corp

2.987

11/01/63

3,966,105‌

2,000,000

Comcast

Corp

5.500

05/15/64

1,924,312‌

350,000

Discovery

Communications

LLC

3.450

03/15/25

344,166‌

200,000

Discovery

Communications

LLC

3.950

06/15/25

196,503‌

500,000

Discovery

Communications

LLC

4.900

03/11/26

492,572‌

2,275,000

Discovery

Communications

LLC

3.950

03/20/28

2,126,124‌

1,000,000

Discovery

Communications

LLC

4.125

05/15/29

923,165‌

250,000

Discovery

Communications

LLC

3.625

05/15/30

219,987‌

1,000,000

Electronic

Arts,

Inc

1.850

02/15/31

817,131‌

1,000,000

Electronic

Arts,

Inc

2.950

02/15/51

647,708‌

2,250,000

Fox

Corp

4.709

01/25/29

2,209,894‌

500,000

Fox

Corp

3.500

04/08/30

455,994‌

1,000,000

Fox

Corp

6.500

10/13/33

1,047,518‌

1,500,000

Fox

Corp

5.476

01/25/39

1,430,089‌

650,000

Fox

Corp

5.576

01/25/49

596,782‌

403,000

Grupo

Televisa

SAB

6.125

01/31/46

387,733‌

1,000,000

Inter-American

Investment

Corp

4.250

02/14/29

985,153‌

350,000

Interpublic

Group

of

Cos,

Inc

4.650

10/01/28

342,301‌

500,000

Interpublic

Group

of

Cos,

Inc

4.750

03/30/30

488,196‌

1,000,000

Interpublic

Group

of

Cos,

Inc

2.400

03/01/31

834,891‌

500,000

Interpublic

Group

of

Cos,

Inc

5.375

06/15/33

492,660‌

1,000,000

Interpublic

Group

of

Cos,

Inc

3.375

03/01/41

732,816‌

400,000

Interpublic

Group

of

Cos,

Inc

5.400

10/01/48

369,553‌

2,000,000

Meta

Platforms,

Inc

3.500

08/15/27

1,920,124‌

1,500,000

Meta

Platforms,

Inc

4.600

05/15/28

1,493,736‌

1,000,000

Meta

Platforms,

Inc

4.800

05/15/30

1,001,430‌

2,000,000

Meta

Platforms,

Inc

3.850

08/15/32

1,859,308‌

1,500,000

(a)

Meta

Platforms,

Inc

4.950

05/15/33

1,507,512‌

2,000,000

Meta

Platforms,

Inc

4.450

08/15/52

1,724,133‌

2,500,000

Meta

Platforms,

Inc

5.600

05/15/53

2,551,662‌

2,500,000

Meta

Platforms,

Inc

4.650

08/15/62

2,154,821‌

1,000,000

Meta

Platforms,

Inc

5.750

05/15/63

1,027,460‌

870,000

NBCUniversal

Media

LLC

4.450

01/15/43

750,506‌

2,500,000

NetFlix,

Inc

4.875

04/15/28

2,487,244‌

2,500,000

NetFlix,

Inc

5.875

11/15/28

2,575,796‌

1,050,000

Omnicom

Group,

Inc

3.600

04/15/26

1,015,613‌

750,000

Omnicom

Group,

Inc

2.450

04/30/30

646,591‌

Nuveen

Bond

Index

Fund

June

30,

2024

76

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MEDIA

&

ENTERTAINMENT—continued

$

325,000

Omnicom

Group,

Inc

4.200

%

06/01/30

$

309,499‌

700,000

Omnicom

Group,

Inc

2.600

08/01/31

590,729‌

341,000

Paramount

Global

2.900

01/15/27

314,712‌

200,000

Paramount

Global

3.375

02/15/28

178,771‌

1,300,000

Paramount

Global

3.700

06/01/28

1,172,239‌

500,000

Paramount

Global

4.200

06/01/29

445,242‌

500,000

Paramount

Global

7.875

07/30/30

511,771‌

1,000,000

Paramount

Global

4.950

01/15/31

879,791‌

1,500,000

Paramount

Global

4.200

05/19/32

1,225,177‌

200,000

Paramount

Global

4.850

07/01/42

143,246‌

2,179,000

Paramount

Global

4.375

03/15/43

1,444,585‌

625,000

Paramount

Global

5.850

09/01/43

491,499‌

200,000

Paramount

Global

4.900

08/15/44

139,097‌

800,000

Paramount

Global

4.600

01/15/45

534,158‌

1,000,000

Paramount

Global

4.950

05/19/50

696,611‌

375,000

Take-Two

Interactive

Software,

Inc

3.700

04/14/27

360,484‌

1,500,000

Take-Two

Interactive

Software,

Inc

4.950

03/28/28

1,486,114‌

1,000,000

Take-Two

Interactive

Software,

Inc

4.000

04/14/32

909,739‌

750,000

Tencent

Music

Entertainment

Group

2.000

09/03/30

621,748‌

1,075,000

Time

Warner

Cable

LLC

6.550

05/01/37

1,018,030‌

400,000

Time

Warner

Cable

LLC

7.300

07/01/38

404,785‌

500,000

Time

Warner

Cable

LLC

6.750

06/15/39

483,683‌

890,000

Time

Warner

Cable

LLC

5.875

11/15/40

772,225‌

475,000

Time

Warner

Cable

LLC

5.500

09/01/41

395,573‌

4,375,000

Time

Warner

Cable

LLC

4.500

09/15/42

3,202,064‌

300,000

Time

Warner

Entertainment

Co

LP

8.375

07/15/33

331,450‌

500,000

TWDC

Enterprises

18

Corp

3.000

02/13/26

482,007‌

475,000

TWDC

Enterprises

18

Corp

1.850

07/30/26

444,181‌

1,500,000

TWDC

Enterprises

18

Corp

2.950

06/15/27

1,417,213‌

100,000

TWDC

Enterprises

18

Corp

4.375

08/16/41

86,940‌

200,000

TWDC

Enterprises

18

Corp

3.700

12/01/42

158,509‌

1,275,000

TWDC

Enterprises

18

Corp

4.125

06/01/44

1,063,192‌

100,000

TWDC

Enterprises

18

Corp

3.000

07/30/46

68,010‌

150,000

ViacomCBS,

Inc

6.875

04/30/36

140,465‌

700,000

Walt

Disney

Co

3.700

10/15/25

686,642‌

8,000,000

Walt

Disney

Co

1.750

01/13/26

7,590,252‌

2,000,000

Walt

Disney

Co

2.200

01/13/28

1,828,968‌

425,000

Walt

Disney

Co

2.000

09/01/29

369,384‌

500,000

(a)

Walt

Disney

Co

3.800

03/22/30

473,573‌

2,000,000

Walt

Disney

Co

2.650

01/13/31

1,745,662‌

229,000

Walt

Disney

Co

6.400

12/15/35

250,844‌

325,000

Walt

Disney

Co

6.650

11/15/37

365,380‌

1,000,000

Walt

Disney

Co

3.500

05/13/40

797,822‌

1,425,000

Walt

Disney

Co

6.150

02/15/41

1,529,533‌

225,000

Walt

Disney

Co

5.400

10/01/43

222,586‌

500,000

Walt

Disney

Co

4.750

09/15/44

452,395‌

300,000

Walt

Disney

Co

4.950

10/15/45

278,595‌

700,000

Walt

Disney

Co

4.750

11/15/46

628,002‌

1,600,000

Walt

Disney

Co

2.750

09/01/49

1,016,358‌

3,000,000

(a)

Walt

Disney

Co

4.700

03/23/50

2,710,412‌

4,500,000

Walt

Disney

Co

3.600

01/13/51

3,353,990‌

1,000,000

Walt

Disney

Co

3.800

05/13/60

740,926‌

7,000,000

Warnermedia

Holdings,

Inc

3.755

03/15/27

6,645,941‌

3,325,000

Warnermedia

Holdings,

Inc

4.054

03/15/29

3,070,614‌

2,625,000

Warnermedia

Holdings,

Inc

4.279

03/15/32

2,291,172‌

2,750,000

Warnermedia

Holdings,

Inc

5.050

03/15/42

2,236,874‌

5,850,000

Warnermedia

Holdings,

Inc

5.141

03/15/52

4,554,858‌

2,975,000

Warnermedia

Holdings,

Inc

5.391

03/15/62

2,321,906‌

900,000

(a)

Weibo

Corp

3.375

07/08/30

786,287‌

1,500,000

WPP

Finance

2010

3.750

09/19/24

1,491,496‌

TOTAL

MEDIA

&

ENTERTAINMENT

215,567,711‌

77

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

1.4%

$

2,150,000

AbbVie,

Inc

3.200

%

05/14/26

$

2,076,040‌

4,000,000

AbbVie,

Inc

2.950

11/21/26

3,812,986‌

1,950,000

AbbVie,

Inc

4.800

03/15/29

1,942,463‌

6,750,000

AbbVie,

Inc

3.200

11/21/29

6,193,816‌

3,000,000

AbbVie,

Inc

4.950

03/15/31

2,992,197‌

1,500,000

AbbVie,

Inc

5.050

03/15/34

1,495,612‌

2,250,000

AbbVie,

Inc

4.550

03/15/35

2,134,256‌

1,925,000

AbbVie,

Inc

4.500

05/14/35

1,815,774‌

675,000

AbbVie,

Inc

4.300

05/14/36

621,364‌

3,300,000

AbbVie,

Inc

4.050

11/21/39

2,866,373‌

2,175,000

AbbVie,

Inc

4.400

11/06/42

1,907,109‌

3,000,000

AbbVie,

Inc

5.350

03/15/44

2,965,311‌

1,625,000

AbbVie,

Inc

4.850

06/15/44

1,501,798‌

1,310,000

AbbVie,

Inc

4.750

03/15/45

1,189,059‌

925,000

AbbVie,

Inc

4.700

05/14/45

835,547‌

1,350,000

AbbVie,

Inc

4.450

05/14/46

1,171,797‌

1,150,000

AbbVie,

Inc

4.875

11/14/48

1,056,478‌

4,975,000

AbbVie,

Inc

4.250

11/21/49

4,145,940‌

1,050,000

AbbVie,

Inc

5.400

03/15/54

1,038,260‌

3,000,000

AbbVie,

Inc

5.500

03/15/64

2,961,549‌

200,000

Agilent

Technologies,

Inc

3.050

09/22/26

190,256‌

500,000

(a)

Agilent

Technologies,

Inc

2.750

09/15/29

446,376‌

1,000,000

Agilent

Technologies,

Inc

2.100

06/04/30

843,525‌

1,000,000

Agilent

Technologies,

Inc

2.300

03/12/31

833,776‌

775,000

Amgen,

Inc

3.125

05/01/25

759,841‌

1,225,000

Amgen,

Inc

2.600

08/19/26

1,160,771‌

3,250,000

Amgen,

Inc

2.200

02/21/27

3,014,796‌

775,000

Amgen,

Inc

3.200

11/02/27

730,214‌

5,000,000

Amgen,

Inc

5.150

03/02/28

4,999,266‌

1,500,000

Amgen,

Inc

1.650

08/15/28

1,312,282‌

1,000,000

Amgen,

Inc

4.050

08/18/29

956,477‌

1,000,000

Amgen,

Inc

2.450

02/21/30

872,139‌

1,175,000

Amgen,

Inc

5.250

03/02/30

1,183,619‌

500,000

Amgen,

Inc

2.300

02/25/31

420,150‌

850,000

Amgen,

Inc

3.350

02/22/32

753,876‌

1,000,000

Amgen,

Inc

4.200

03/01/33

926,440‌

2,300,000

Amgen,

Inc

5.250

03/02/33

2,293,297‌

1,325,000

Amgen,

Inc

3.150

02/21/40

990,155‌

1,500,000

Amgen,

Inc

2.800

08/15/41

1,054,404‌

126,000

Amgen,

Inc

5.150

11/15/41

117,637‌

1,900,000

Amgen,

Inc

5.600

03/02/43

1,872,500‌

2,675,000

Amgen,

Inc

4.400

05/01/45

2,250,828‌

2,128,000

Amgen,

Inc

4.563

06/15/48

1,800,024‌

2,575,000

Amgen,

Inc

3.375

02/21/50

1,813,278‌

2,447,000

Amgen,

Inc

4.663

06/15/51

2,090,658‌

1,000,000

Amgen,

Inc

3.000

01/15/52

654,947‌

1,000,000

Amgen,

Inc

4.200

02/22/52

790,725‌

1,000,000

Amgen,

Inc

4.875

03/01/53

880,588‌

2,950,000

Amgen,

Inc

5.650

03/02/53

2,905,285‌

172,000

Amgen,

Inc

2.770

09/01/53

102,964‌

1,000,000

Amgen,

Inc

4.400

02/22/62

794,108‌

1,250,000

Amgen,

Inc

5.750

03/02/63

1,224,041‌

2,000,000

AstraZeneca

Finance

LLC

1.200

05/28/26

1,856,866‌

1,000,000

AstraZeneca

Finance

LLC

4.875

03/03/28

998,575‌

2,000,000

AstraZeneca

Finance

LLC

1.750

05/28/28

1,774,094‌

1,500,000

AstraZeneca

Finance

LLC

4.850

02/26/29

1,496,996‌

1,000,000

AstraZeneca

Finance

LLC

4.900

03/03/30

1,003,913‌

1,500,000

AstraZeneca

Finance

LLC

4.900

02/26/31

1,496,219‌

1,500,000

AstraZeneca

Finance

LLC

5.000

02/26/34

1,491,687‌

1,000,000

AstraZeneca

plc

0.700

04/08/26

925,625‌

950,000

AstraZeneca

plc

3.125

06/12/27

902,993‌

Nuveen

Bond

Index

Fund

June

30,

2024

78

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES—continued

$

1,700,000

AstraZeneca

plc

4.000

%

01/17/29

$

1,638,606‌

1,000,000

AstraZeneca

plc

1.375

08/06/30

817,268‌

1,900,000

AstraZeneca

plc

6.450

09/15/37

2,116,393‌

625,000

AstraZeneca

plc

4.000

09/18/42

525,671‌

500,000

AstraZeneca

plc

4.375

11/16/45

434,282‌

750,000

AstraZeneca

plc

4.375

08/17/48

645,427‌

600,000

AstraZeneca

plc

2.125

08/06/50

335,751‌

1,500,000

AstraZeneca

plc

3.000

05/28/51

1,004,857‌

449,000

Baxalta,

Inc

4.000

06/23/25

442,443‌

149,000

Baxalta,

Inc

5.250

06/23/45

140,019‌

875,000

Biogen,

Inc

4.050

09/15/25

859,159‌

1,800,000

Biogen,

Inc

2.250

05/01/30

1,532,184‌

1,375,000

Biogen,

Inc

3.150

05/01/50

885,806‌

1,346,000

Biogen,

Inc

3.250

02/15/51

893,823‌

200,000

Bio-Rad

Laboratories,

Inc

3.300

03/15/27

189,426‌

525,000

Bio-Rad

Laboratories,

Inc

3.700

03/15/32

464,861‌

1,000,000

Bristol-Myers

Squibb

Co

1.125

11/13/27

882,302‌

1,275,000

Bristol-Myers

Squibb

Co

3.900

02/20/28

1,231,202‌

2,500,000

Bristol-Myers

Squibb

Co

4.900

02/22/29

2,495,071‌

874,000

Bristol-Myers

Squibb

Co

3.400

07/26/29

814,425‌

1,150,000

Bristol-Myers

Squibb

Co

1.450

11/13/30

932,229‌

1,500,000

Bristol-Myers

Squibb

Co

5.750

02/01/31

1,557,346‌

2,500,000

Bristol-Myers

Squibb

Co

5.100

02/22/31

2,509,583‌

1,400,000

Bristol-Myers

Squibb

Co

2.950

03/15/32

1,211,432‌

1,250,000

Bristol-Myers

Squibb

Co

5.900

11/15/33

1,312,117‌

3,500,000

Bristol-Myers

Squibb

Co

5.200

02/22/34

3,492,861‌

1,700,000

Bristol-Myers

Squibb

Co

4.125

06/15/39

1,475,190‌

125,000

Bristol-Myers

Squibb

Co

2.350

11/13/40

82,934‌

375,000

Bristol-Myers

Squibb

Co

3.550

03/15/42

291,586‌

650,000

Bristol-Myers

Squibb

Co

3.250

08/01/42

482,266‌

2,500,000

Bristol-Myers

Squibb

Co

5.500

02/22/44

2,471,302‌

500,000

Bristol-Myers

Squibb

Co

4.350

11/15/47

416,528‌

1,786,000

Bristol-Myers

Squibb

Co

4.550

02/20/48

1,530,464‌

3,900,000

Bristol-Myers

Squibb

Co

4.250

10/26/49

3,174,660‌

1,500,000

Bristol-Myers

Squibb

Co

2.550

11/13/50

877,644‌

2,075,000

Bristol-Myers

Squibb

Co

3.700

03/15/52

1,520,538‌

1,250,000

Bristol-Myers

Squibb

Co

6.250

11/15/53

1,342,560‌

3,500,000

Bristol-Myers

Squibb

Co

5.550

02/22/54

3,450,589‌

1,000,000

Bristol-Myers

Squibb

Co

3.900

03/15/62

719,332‌

1,250,000

Bristol-Myers

Squibb

Co

6.400

11/15/63

1,356,975‌

2,500,000

Bristol-Myers

Squibb

Co

5.650

02/22/64

2,442,145‌

200,000

Danaher

Corp

3.350

09/15/25

195,744‌

200,000

Danaher

Corp

4.375

09/15/45

174,371‌

400,000

Danaher

Corp

2.600

10/01/50

244,818‌

750,000

Danaher

Corp

2.800

12/10/51

473,499‌

975,000

Eli

Lilly

&

Co

2.750

06/01/25

952,580‌

950,000

Eli

Lilly

&

Co

3.100

05/15/27

906,918‌

1,500,000

Eli

Lilly

&

Co

4.500

02/09/29

1,487,348‌

850,000

Eli

Lilly

&

Co

4.700

02/27/33

835,340‌

1,500,000

Eli

Lilly

&

Co

4.700

02/09/34

1,470,786‌

1,300,000

Eli

Lilly

&

Co

2.250

05/15/50

757,968‌

1,550,000

Eli

Lilly

&

Co

4.875

02/27/53

1,452,445‌

1,500,000

Eli

Lilly

&

Co

5.000

02/09/54

1,432,472‌

750,000

Eli

Lilly

&

Co

2.500

09/15/60

420,384‌

1,425,000

Eli

Lilly

&

Co

4.950

02/27/63

1,324,577‌

1,500,000

Eli

Lilly

&

Co

5.100

02/09/64

1,432,652‌

1,125,000

Gilead

Sciences,

Inc

3.650

03/01/26

1,093,465‌

525,000

Gilead

Sciences,

Inc

2.950

03/01/27

498,269‌

5,815,000

Gilead

Sciences,

Inc

1.650

10/01/30

4,791,501‌

1,500,000

Gilead

Sciences,

Inc

5.250

10/15/33

1,510,959‌

450,000

Gilead

Sciences,

Inc

4.600

09/01/35

425,164‌

79

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES—continued

$

1,300,000

Gilead

Sciences,

Inc

4.000

%

09/01/36

$

1,146,459‌

325,000

Gilead

Sciences,

Inc

2.600

10/01/40

223,990‌

250,000

Gilead

Sciences,

Inc

5.650

12/01/41

251,225‌

1,025,000

Gilead

Sciences,

Inc

4.800

04/01/44

924,523‌

950,000

Gilead

Sciences,

Inc

4.500

02/01/45

820,556‌

925,000

Gilead

Sciences,

Inc

4.750

03/01/46

824,433‌

1,525,000

Gilead

Sciences,

Inc

4.150

03/01/47

1,238,610‌

2,600,000

Gilead

Sciences,

Inc

2.800

10/01/50

1,628,616‌

1,000,000

Gilead

Sciences,

Inc

5.550

10/15/53

998,461‌

2,900,000

GlaxoSmithKline

Capital

plc

3.375

06/01/29

2,714,621‌

925,000

GlaxoSmithKline

Capital,

Inc

3.875

05/15/28

893,009‌

350,000

GlaxoSmithKline

Capital,

Inc

5.375

04/15/34

362,210‌

1,243,000

GlaxoSmithKline

Capital,

Inc

6.375

05/15/38

1,370,754‌

850,000

GlaxoSmithKline

Capital,

Inc

4.200

03/18/43

725,550‌

1,000,000

Illumina,

Inc

5.750

12/13/27

1,009,219‌

1,500,000

Illumina,

Inc

2.550

03/23/31

1,239,973‌

2,000,000

Johnson

&

Johnson

0.550

09/01/25

1,898,913‌

1,000,000

Johnson

&

Johnson

2.450

03/01/26

960,340‌

2,000,000

Johnson

&

Johnson

0.950

09/01/27

1,781,999‌

1,500,000

(a)

Johnson

&

Johnson

4.800

06/01/29

1,511,431‌

2,000,000

Johnson

&

Johnson

1.300

09/01/30

1,650,991‌

850,000

Johnson

&

Johnson

4.900

06/01/31

858,346‌

1,000,000

(a)

Johnson

&

Johnson

4.375

12/05/33

981,696‌

1,500,000

(a)

Johnson

&

Johnson

4.950

06/01/34

1,517,463‌

250,000

Johnson

&

Johnson

3.550

03/01/36

218,862‌

450,000

Johnson

&

Johnson

3.625

03/03/37

392,741‌

250,000

Johnson

&

Johnson

5.950

08/15/37

272,163‌

675,000

Johnson

&

Johnson

3.400

01/15/38

566,559‌

375,000

Johnson

&

Johnson

5.850

07/15/38

404,957‌

1,000,000

Johnson

&

Johnson

2.100

09/01/40

667,330‌

300,000

(a)

Johnson

&

Johnson

4.500

12/05/43

279,936‌

1,200,000

Johnson

&

Johnson

3.700

03/01/46

965,019‌

1,625,000

Johnson

&

Johnson

3.750

03/03/47

1,302,339‌

2,100,000

Johnson

&

Johnson

3.500

01/15/48

1,607,425‌

1,500,000

Johnson

&

Johnson

2.250

09/01/50

891,561‌

1,500,000

Johnson

&

Johnson

5.250

06/01/54

1,506,391‌

1,000,000

Johnson

&

Johnson

2.450

09/01/60

564,910‌

1,375,000

Merck

&

Co,

Inc

0.750

02/24/26

1,283,959‌

2,000,000

Merck

&

Co,

Inc

1.700

06/10/27

1,835,346‌

1,000,000

Merck

&

Co,

Inc

4.050

05/17/28

978,969‌

1,500,000

Merck

&

Co,

Inc

1.900

12/10/28

1,333,762‌

1,000,000

Merck

&

Co,

Inc

4.300

05/17/30

974,867‌

3,175,000

Merck

&

Co,

Inc

1.450

06/24/30

2,626,850‌

1,150,000

Merck

&

Co,

Inc

2.150

12/10/31

956,022‌

1,000,000

Merck

&

Co,

Inc

4.500

05/17/33

965,543‌

1,475,000

Merck

&

Co,

Inc

3.900

03/07/39

1,272,679‌

425,000

Merck

&

Co,

Inc

2.350

06/24/40

290,040‌

100,000

Merck

&

Co,

Inc

3.600

09/15/42

79,130‌

925,000

Merck

&

Co,

Inc

4.150

05/18/43

788,299‌

1,250,000

Merck

&

Co,

Inc

4.900

05/17/44

1,180,070‌

1,825,000

Merck

&

Co,

Inc

3.700

02/10/45

1,432,427‌

1,600,000

Merck

&

Co,

Inc

4.000

03/07/49

1,293,431‌

375,000

Merck

&

Co,

Inc

2.450

06/24/50

222,725‌

625,000

Merck

&

Co,

Inc

2.750

12/10/51

390,739‌

1,375,000

Merck

&

Co,

Inc

5.000

05/17/53

1,292,950‌

1,100,000

Merck

&

Co,

Inc

2.900

12/10/61

658,981‌

1,500,000

Merck

&

Co,

Inc

5.150

05/17/63

1,424,816‌

500,000

Mylan,

Inc

4.550

04/15/28

481,662‌

700,000

Mylan,

Inc

5.200

04/15/48

567,953‌

3,500,000

Novartis

Capital

Corp

2.000

02/14/27

3,259,468‌

2,300,000

Novartis

Capital

Corp

3.100

05/17/27

2,195,900‌

Nuveen

Bond

Index

Fund

June

30,

2024

80

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES—continued

$

1,000,000

Novartis

Capital

Corp

2.200

%

08/14/30

$

866,247‌

400,000

Novartis

Capital

Corp

3.700

09/21/42

325,810‌

1,025,000

Novartis

Capital

Corp

4.400

05/06/44

913,750‌

1,000,000

Novartis

Capital

Corp

4.000

11/20/45

835,272‌

750,000

Novartis

Capital

Corp

2.750

08/14/50

487,225‌

5,000,000

Pfizer

Investment

Enterprises

Pte

Ltd

4.450

05/19/28

4,912,463‌

5,000,000

Pfizer

Investment

Enterprises

Pte

Ltd

4.650

05/19/30

4,928,329‌

1,300,000

Pfizer

Investment

Enterprises

Pte

Ltd

4.750

05/19/33

1,266,615‌

3,850,000

Pfizer

Investment

Enterprises

Pte

Ltd

5.110

05/19/43

3,660,524‌

3,775,000

Pfizer

Investment

Enterprises

Pte

Ltd

5.300

05/19/53

3,641,056‌

4,500,000

Pfizer

Investment

Enterprises

Pte

Ltd

5.340

05/19/63

4,247,583‌

3,000,000

Pfizer,

Inc

0.800

05/28/25

2,879,716‌

350,000

Pfizer,

Inc

2.750

06/03/26

334,696‌

2,850,000

Pfizer,

Inc

3.000

12/15/26

2,719,681‌

950,000

(a)

Pfizer,

Inc

3.600

09/15/28

908,966‌

1,550,000

Pfizer,

Inc

3.450

03/15/29

1,466,238‌

1,500,000

Pfizer,

Inc

1.750

08/18/31

1,218,064‌

425,000

Pfizer,

Inc

4.000

12/15/36

381,405‌

500,000

Pfizer,

Inc

4.100

09/15/38

440,170‌

875,000

Pfizer,

Inc

3.900

03/15/39

748,036‌

350,000

Pfizer,

Inc

7.200

03/15/39

412,925‌

1,250,000

Pfizer,

Inc

2.550

05/28/40

870,125‌

625,000

Pfizer,

Inc

4.300

06/15/43

539,716‌

1,100,000

Pfizer,

Inc

4.400

05/15/44

976,826‌

1,875,000

Pfizer,

Inc

4.125

12/15/46

1,551,724‌

1,200,000

Pfizer,

Inc

4.200

09/15/48

998,853‌

2,100,000

Pfizer,

Inc

4.000

03/15/49

1,692,565‌

1,000,000

Pfizer,

Inc

2.700

05/28/50

642,327‌

1,000,000

Regeneron

Pharmaceuticals,

Inc

1.750

09/15/30

823,610‌

500,000

Regeneron

Pharmaceuticals,

Inc

2.800

09/15/50

306,412‌

500,000

Revvity,

Inc

3.300

09/15/29

455,068‌

1,000,000

Revvity,

Inc

2.550

03/15/31

836,830‌

300,000

Revvity,

Inc

2.250

09/15/31

245,469‌

1,000,000

Revvity,

Inc

3.625

03/15/51

693,879‌

1,000,000

Royalty

Pharma

plc

1.200

09/02/25

949,705‌

1,000,000

Royalty

Pharma

plc

5.150

09/02/29

991,552‌

375,000

Royalty

Pharma

plc

2.200

09/02/30

312,533‌

1,000,000

Royalty

Pharma

plc

5.400

09/02/34

973,152‌

1,000,000

Royalty

Pharma

plc

3.300

09/02/40

722,791‌

1,000,000

Royalty

Pharma

plc

3.550

09/02/50

671,225‌

1,000,000

Royalty

Pharma

plc

3.350

09/02/51

639,459‌

500,000

Royalty

Pharma

plc

5.900

09/02/54

481,024‌

500,000

Sanofi

3.625

06/19/28

478,787‌

1,400,000

Shire

Acquisitions

Investments

Ireland

DAC

3.200

09/23/26

1,342,634‌

2,100,000

Takeda

Pharmaceutical

Co

Ltd

5.000

11/26/28

2,084,293‌

700,000

Takeda

Pharmaceutical

Co

Ltd

2.050

03/31/30

590,742‌

1,000,000

(b)

Takeda

Pharmaceutical

Co

Ltd

5.300

07/05/34

992,800‌

2,050,000

Takeda

Pharmaceutical

Co

Ltd

3.025

07/09/40

1,484,599‌

1,000,000

(b)

Takeda

Pharmaceutical

Co

Ltd

5.650

07/05/44

982,023‌

1,150,000

Takeda

Pharmaceutical

Co

Ltd

3.175

07/09/50

762,095‌

1,000,000

(b)

Takeda

Pharmaceutical

Co

Ltd

5.650

07/05/54

975,197‌

1,000,000

Takeda

Pharmaceutical

Co

Ltd

3.375

07/09/60

641,169‌

1,000,000

(b)

Takeda

Pharmaceutical

Co

Ltd

5.800

07/05/64

975,688‌

500,000

Thermo

Fisher

Scientific,

Inc

4.800

11/21/27

497,839‌

1,000,000

Thermo

Fisher

Scientific,

Inc

1.750

10/15/28

882,251‌

1,000,000

Thermo

Fisher

Scientific,

Inc

5.000

01/31/29

1,002,281‌

1,500,000

Thermo

Fisher

Scientific,

Inc

2.600

10/01/29

1,341,843‌

1,500,000

Thermo

Fisher

Scientific,

Inc

4.977

08/10/30

1,501,990‌

275,000

Thermo

Fisher

Scientific,

Inc

2.000

10/15/31

224,910‌

500,000

Thermo

Fisher

Scientific,

Inc

4.950

11/21/32

495,518‌

1,500,000

Thermo

Fisher

Scientific,

Inc

5.086

08/10/33

1,496,180‌

81

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES—continued

$

1,000,000

Thermo

Fisher

Scientific,

Inc

5.200

%

01/31/34

$

1,006,061‌

1,500,000

Thermo

Fisher

Scientific,

Inc

2.800

10/15/41

1,066,031‌

1,500,000

Thermo

Fisher

Scientific,

Inc

5.404

08/10/43

1,498,576‌

200,000

Thermo

Fisher

Scientific,

Inc

5.300

02/01/44

195,009‌

200,000

Thermo

Fisher

Scientific,

Inc

4.100

08/15/47

164,658‌

2,800,000

Utah

Acquisition

Sub,

Inc

3.950

06/15/26

2,714,858‌

750,000

Utah

Acquisition

Sub,

Inc

5.250

06/15/46

616,945‌

1,000,000

Viatris,

Inc

1.650

06/22/25

961,078‌

400,000

Viatris,

Inc

2.300

06/22/27

365,181‌

375,000

Viatris,

Inc

2.700

06/22/30

318,281‌

600,000

Viatris,

Inc

3.850

06/22/40

438,120‌

1,950,000

Viatris,

Inc

4.000

06/22/50

1,312,307‌

150,000

Wyeth

LLC

6.500

02/01/34

164,808‌

275,000

Wyeth

LLC

5.950

04/01/37

289,724‌

300,000

Zoetis,

Inc

4.500

11/13/25

296,356‌

425,000

Zoetis,

Inc

3.000

09/12/27

398,602‌

500,000

Zoetis,

Inc

3.900

08/20/28

477,302‌

2,000,000

Zoetis,

Inc

5.600

11/16/32

2,045,542‌

900,000

Zoetis,

Inc

4.700

02/01/43

801,436‌

650,000

Zoetis,

Inc

3.950

09/12/47

506,678‌

200,000

Zoetis,

Inc

4.450

08/20/48

170,266‌

375,000

Zoetis,

Inc

3.000

05/15/50

244,363‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

324,325,263‌

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0.0%

500,000

CBRE

Services,

Inc

4.875

03/01/26

493,886‌

500,000

CBRE

Services,

Inc

5.500

04/01/29

502,596‌

1,000,000

CBRE

Services,

Inc

2.500

04/01/31

830,709‌

1,000,000

CBRE

Services,

Inc

5.950

08/15/34

1,012,355‌

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

2,839,546‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0.6%

500,000

Advanced

Micro

Devices,

Inc

3.924

06/01/32

463,936‌

500,000

Advanced

Micro

Devices,

Inc

4.393

06/01/52

422,745‌

250,000

Analog

Devices,

Inc

2.950

04/01/25

245,474‌

1,175,000

Analog

Devices,

Inc

3.500

12/05/26

1,133,538‌

400,000

Analog

Devices,

Inc

3.450

06/15/27

383,709‌

1,000,000

Analog

Devices,

Inc

1.700

10/01/28

880,911‌

600,000

Analog

Devices,

Inc

2.100

10/01/31

496,686‌

500,000

Analog

Devices,

Inc

5.050

04/01/34

497,980‌

300,000

Analog

Devices,

Inc

2.800

10/01/41

211,387‌

1,000,000

Analog

Devices,

Inc

2.950

10/01/51

654,517‌

500,000

Analog

Devices,

Inc

5.300

04/01/54

488,122‌

1,000,000

Applied

Materials,

Inc

3.300

04/01/27

960,231‌

1,500,000

Applied

Materials,

Inc

4.800

06/15/29

1,497,801‌

950,000

Applied

Materials,

Inc

1.750

06/01/30

800,023‌

250,000

Applied

Materials,

Inc

5.100

10/01/35

253,642‌

100,000

Applied

Materials,

Inc

5.850

06/15/41

105,765‌

1,200,000

Applied

Materials,

Inc

4.350

04/01/47

1,048,013‌

775,000

Applied

Materials,

Inc

2.750

06/01/50

507,970‌

2,000,000

(d)

Broadcom,

Inc

1.950

02/15/28

1,790,318‌

300,000

(d)

Broadcom,

Inc

4.000

04/15/29

285,821‌

343,000

Broadcom,

Inc

4.150

11/15/30

323,945‌

1,500,000

(d)

Broadcom,

Inc

2.450

02/15/31

1,263,166‌

625,000

(d)

Broadcom,

Inc

4.150

04/15/32

576,644‌

1,500,000

Broadcom,

Inc

4.300

11/15/32

1,402,005‌

1,500,000

(d)

Broadcom,

Inc

2.600

02/15/33

1,215,609‌

5,883,000

(d)

Broadcom,

Inc

3.419

04/15/33

5,072,020‌

2,522,000

(d)

Broadcom,

Inc

3.469

04/15/34

2,149,990‌

6,327,000

(d)

Broadcom,

Inc

3.137

11/15/35

5,066,583‌

4,043,000

(d)

Broadcom,

Inc

3.187

11/15/36

3,199,490‌

3,336,000

(d)

Broadcom,

Inc

4.926

05/15/37

3,137,553‌

Nuveen

Bond

Index

Fund

June

30,

2024

82

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT—continued

$

850,000

(d)

Broadcom,

Inc

3.500

%

02/15/41

$

651,569‌

3,000,000

(d)

Broadcom,

Inc

3.750

02/15/51

2,234,093‌

1,050,000

Intel

Corp

3.700

07/29/25

1,031,933‌

2,480,000

Intel

Corp

2.600

05/19/26

2,362,651‌

1,000,000

Intel

Corp

3.750

08/05/27

964,298‌

2,000,000

Intel

Corp

4.875

02/10/28

1,992,583‌

1,500,000

Intel

Corp

1.600

08/12/28

1,312,963‌

1,000,000

Intel

Corp

4.000

08/05/29

954,635‌

2,500,000

Intel

Corp

2.450

11/15/29

2,198,080‌

1,000,000

Intel

Corp

5.125

02/10/30

1,004,185‌

1,500,000

Intel

Corp

3.900

03/25/30

1,409,874‌

1,500,000

Intel

Corp

5.000

02/21/31

1,491,001‌

2,000,000

Intel

Corp

2.000

08/12/31

1,627,584‌

1,000,000

Intel

Corp

4.150

08/05/32

936,520‌

250,000

Intel

Corp

4.000

12/15/32

229,831‌

1,500,000

Intel

Corp

5.200

02/10/33

1,497,657‌

2,000,000

Intel

Corp

5.150

02/21/34

1,975,039‌

1,000,000

Intel

Corp

2.800

08/12/41

691,864‌

1,000,000

Intel

Corp

5.625

02/10/43

990,439‌

200,000

Intel

Corp

4.100

05/19/46

159,575‌

675,000

Intel

Corp

4.100

05/11/47

535,079‌

3,328,000

Intel

Corp

3.734

12/08/47

2,445,921‌

2,500,000

Intel

Corp

3.250

11/15/49

1,676,756‌

3,175,000

Intel

Corp

4.750

03/25/50

2,732,809‌

1,000,000

Intel

Corp

3.050

08/12/51

634,316‌

1,000,000

Intel

Corp

4.900

08/05/52

881,437‌

1,500,000

Intel

Corp

5.700

02/10/53

1,474,306‌

550,000

Intel

Corp

5.600

02/21/54

532,920‌

1,000,000

Intel

Corp

3.100

02/15/60

604,988‌

1,000,000

Intel

Corp

5.050

08/05/62

882,748‌

1,000,000

Intel

Corp

5.900

02/10/63

997,892‌

300,000

KLA

Corp

4.100

03/15/29

291,365‌

850,000

KLA

Corp

4.650

07/15/32

829,768‌

1,000,000

KLA

Corp

4.700

02/01/34

971,929‌

500,000

KLA

Corp

5.000

03/15/49

467,817‌

1,000,000

KLA

Corp

3.300

03/01/50

704,037‌

1,500,000

KLA

Corp

4.950

07/15/52

1,393,722‌

500,000

KLA

Corp

5.250

07/15/62

477,458‌

200,000

Lam

Research

Corp

3.800

03/15/25

197,579‌

150,000

Lam

Research

Corp

3.750

03/15/26

146,409‌

275,000

Lam

Research

Corp

4.000

03/15/29

264,535‌

125,000

Lam

Research

Corp

1.900

06/15/30

105,565‌

825,000

Lam

Research

Corp

4.875

03/15/49

754,321‌

200,000

Lam

Research

Corp

2.875

06/15/50

129,847‌

1,200,000

Lam

Research

Corp

3.125

06/15/60

762,422‌

1,000,000

Marvell

Technology,

Inc

1.650

04/15/26

935,995‌

1,000,000

Marvell

Technology,

Inc

2.450

04/15/28

902,490‌

350,000

Marvell

Technology,

Inc

4.875

06/22/28

344,878‌

1,000,000

Marvell

Technology,

Inc

5.950

09/15/33

1,032,849‌

1,425,000

Microchip

Technology,

Inc

5.050

03/15/29

1,413,584‌

425,000

Micron

Technology,

Inc

4.975

02/06/26

421,528‌

750,000

Micron

Technology,

Inc

4.185

02/15/27

728,912‌

1,000,000

Micron

Technology,

Inc

5.375

04/15/28

1,004,242‌

400,000

Micron

Technology,

Inc

5.327

02/06/29

401,885‌

1,000,000

Micron

Technology,

Inc

6.750

11/01/29

1,063,619‌

500,000

Micron

Technology,

Inc

4.663

02/15/30

484,596‌

500,000

Micron

Technology,

Inc

5.300

01/15/31

498,873‌

1,000,000

Micron

Technology,

Inc

2.703

04/15/32

828,000‌

1,000,000

Micron

Technology,

Inc

5.875

02/09/33

1,021,556‌

1,000,000

Micron

Technology,

Inc

5.875

09/15/33

1,023,315‌

750,000

Micron

Technology,

Inc

3.366

11/01/41

548,701‌

83

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT—continued

$

750,000

Micron

Technology,

Inc

3.477

%

11/01/51

$

514,830‌

800,000

NVIDIA

Corp

3.200

09/16/26

773,364‌

1,000,000

NVIDIA

Corp

1.550

06/15/28

891,262‌

750,000

NVIDIA

Corp

2.850

04/01/30

680,095‌

1,500,000

NVIDIA

Corp

2.000

06/15/31

1,260,484‌

1,000,000

NVIDIA

Corp

3.500

04/01/40

828,077‌

2,067,000

NVIDIA

Corp

3.500

04/01/50

1,586,732‌

300,000

(d)

NXP

BV

2.700

05/01/25

292,888‌

425,000

NXP

BV

5.350

03/01/26

423,879‌

750,000

NXP

BV

3.875

06/18/26

728,334‌

300,000

NXP

BV

3.150

05/01/27

283,664‌

175,000

NXP

BV

4.400

06/01/27

171,160‌

400,000

NXP

BV

5.550

12/01/28

405,316‌

750,000

NXP

BV

4.300

06/18/29

719,705‌

675,000

NXP

BV

3.400

05/01/30

611,594‌

2,000,000

NXP

BV

2.500

05/11/31

1,675,890‌

1,000,000

NXP

BV

2.650

02/15/32

831,163‌

500,000

NXP

BV

5.000

01/15/33

487,538‌

875,000

(d)

NXP

BV

3.250

05/11/41

638,265‌

325,000

NXP

BV

3.125

02/15/42

228,608‌

500,000

NXP

BV

3.250

11/30/51

328,714‌

2,000,000

Qorvo,

Inc

1.750

12/15/24

1,957,597‌

2,800,000

QUALCOMM,

Inc

3.250

05/20/27

2,673,829‌

1,339,000

QUALCOMM,

Inc

1.300

05/20/28

1,173,947‌

1,000,000

QUALCOMM,

Inc

2.150

05/20/30

865,696‌

2,384,000

QUALCOMM,

Inc

1.650

05/20/32

1,877,776‌

1,000,000

(a)

QUALCOMM,

Inc

5.400

05/20/33

1,036,238‌

750,000

QUALCOMM,

Inc

4.650

05/20/35

729,710‌

650,000

QUALCOMM,

Inc

4.800

05/20/45

601,386‌

1,525,000

QUALCOMM,

Inc

4.300

05/20/47

1,301,586‌

1,000,000

QUALCOMM,

Inc

4.500

05/20/52

863,233‌

1,000,000

QUALCOMM,

Inc

6.000

05/20/53

1,078,810‌

300,000

Skyworks

Solutions,

Inc

1.800

06/01/26

278,983‌

1,000,000

Skyworks

Solutions,

Inc

3.000

06/01/31

847,322‌

1,500,000

Texas

Instruments,

Inc

4.600

02/15/28

1,487,441‌

750,000

Texas

Instruments,

Inc

4.600

02/08/29

745,749‌

1,000,000

Texas

Instruments,

Inc

2.250

09/04/29

884,411‌

325,000

Texas

Instruments,

Inc

1.750

05/04/30

274,572‌

750,000

Texas

Instruments,

Inc

3.650

08/16/32

687,163‌

1,000,000

Texas

Instruments,

Inc

4.900

03/14/33

997,758‌

750,000

Texas

Instruments,

Inc

4.850

02/08/34

743,244‌

350,000

Texas

Instruments,

Inc

3.875

03/15/39

305,478‌

2,700,000

Texas

Instruments,

Inc

4.150

05/15/48

2,238,775‌

1,000,000

Texas

Instruments,

Inc

2.700

09/15/51

624,863‌

1,000,000

Texas

Instruments,

Inc

5.000

03/14/53

938,119‌

750,000

Texas

Instruments,

Inc

5.150

02/08/54

717,776‌

1,050,000

Texas

Instruments,

Inc

5.050

05/18/63

975,793‌

550,000

TSMC

Arizona

Corp

1.750

10/25/26

508,983‌

350,000

TSMC

Arizona

Corp

3.875

04/22/27

338,301‌

1,000,000

TSMC

Arizona

Corp

4.125

04/22/29

969,176‌

1,000,000

TSMC

Arizona

Corp

2.500

10/25/31

846,523‌

1,000,000

TSMC

Arizona

Corp

4.250

04/22/32

965,707‌

1,000,000

TSMC

Arizona

Corp

3.125

10/25/41

775,007‌

1,000,000

TSMC

Arizona

Corp

3.250

10/25/51

738,829‌

500,000

TSMC

Arizona

Corp

4.500

04/22/52

463,470‌

1,000,000

Xilinx,

Inc

2.375

06/01/30

865,576‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

143,543,326‌

SOFTWARE

&

SERVICES

-

0.7%

1,000,000

Adobe,

Inc

2.150

02/01/27

932,675‌

1,000,000

Adobe,

Inc

4.800

04/04/29

1,001,067‌

925,000

Adobe,

Inc

2.300

02/01/30

810,440‌

Nuveen

Bond

Index

Fund

June

30,

2024

84

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

SOFTWARE

&

SERVICES—continued

$

1,000,000

Adobe,

Inc

4.950

%

04/04/34

$

995,539‌

1,000,000

Amdocs

Ltd

2.538

06/15/30

853,245‌

1,000,000

Atlassian

Corp

5.250

05/15/29

1,000,044‌

1,000,000

Atlassian

Corp

5.500

05/15/34

990,846‌

250,000

Autodesk,

Inc

4.375

06/15/25

246,985‌

450,000

Autodesk,

Inc

3.500

06/15/27

430,888‌

750,000

Autodesk,

Inc

2.850

01/15/30

668,428‌

1,000,000

Autodesk,

Inc

2.400

12/15/31

830,028‌

1,000,000

Booz

Allen

Hamilton,

Inc

5.950

08/04/33

1,031,422‌

1,000,000

CGI,

Inc

1.450

09/14/26

915,733‌

1,000,000

CGI,

Inc

2.300

09/14/31

796,169‌

1,000,000

DXC

Technology

Co

1.800

09/15/26

917,942‌

1,000,000

Fortinet,

Inc

1.000

03/15/26

928,270‌

500,000

Genpact

Luxembourg

Sarl

3.375

12/01/24

493,692‌

1,000,000

Genpact

Luxembourg

Sarl

1.750

04/10/26

932,721‌

500,000

Genpact

Luxembourg

SARL

6.000

06/04/29

505,735‌

1,000,000

IBM

International

Capital

Pte

Ltd

4.600

02/05/29

982,900‌

1,000,000

IBM

International

Capital

Pte

Ltd

4.750

02/05/31

979,574‌

1,000,000

IBM

International

Capital

Pte

Ltd

4.900

02/05/34

970,745‌

1,000,000

IBM

International

Capital

Pte

Ltd

5.250

02/05/44

948,093‌

1,000,000

IBM

International

Capital

Pte

Ltd

5.300

02/05/54

935,191‌

1,000,000

International

Business

Machines

Corp

4.000

07/27/25

985,703‌

350,000

International

Business

Machines

Corp

3.450

02/19/26

340,104‌

2,500,000

International

Business

Machines

Corp

3.300

05/15/26

2,416,171‌

1,500,000

International

Business

Machines

Corp

2.200

02/09/27

1,395,720‌

1,000,000

International

Business

Machines

Corp

1.700

05/15/27

912,211‌

1,500,000

International

Business

Machines

Corp

4.500

02/06/28

1,479,173‌

2,675,000

International

Business

Machines

Corp

3.500

05/15/29

2,500,730‌

2,900,000

International

Business

Machines

Corp

1.950

05/15/30

2,453,489‌

1,500,000

International

Business

Machines

Corp

2.720

02/09/32

1,286,949‌

1,500,000

(a)

International

Business

Machines

Corp

4.750

02/06/33

1,461,130‌

1,850,000

International

Business

Machines

Corp

4.150

05/15/39

1,590,487‌

19,000

International

Business

Machines

Corp

5.600

11/30/39

19,316‌

450,000

International

Business

Machines

Corp

2.850

05/15/40

321,193‌

1,060,000

International

Business

Machines

Corp

4.000

06/20/42

866,382‌

1,500,000

International

Business

Machines

Corp

4.700

02/19/46

1,324,325‌

975,000

International

Business

Machines

Corp

2.950

05/15/50

617,617‌

1,500,000

International

Business

Machines

Corp

3.430

02/09/52

1,038,101‌

1,000,000

International

Business

Machines

Corp

4.900

07/27/52

892,609‌

1,000,000

International

Business

Machines

Corp

5.100

02/06/53

935,794‌

350,000

Intuit,

Inc

1.350

07/15/27

315,467‌

1,500,000

Intuit,

Inc

5.125

09/15/28

1,513,844‌

350,000

Intuit,

Inc

1.650

07/15/30

290,528‌

1,500,000

Intuit,

Inc

5.200

09/15/33

1,506,290‌

1,500,000

Intuit,

Inc

5.500

09/15/53

1,507,110‌

750,000

Kyndryl

Holdings,

Inc

2.050

10/15/26

691,658‌

750,000

Kyndryl

Holdings,

Inc

2.700

10/15/28

666,812‌

750,000

Kyndryl

Holdings,

Inc

3.150

10/15/31

628,047‌

1,000,000

Kyndryl

Holdings,

Inc

6.350

02/20/34

1,015,984‌

750,000

Kyndryl

Holdings,

Inc

4.100

10/15/41

568,085‌

500,000

Leidos,

Inc

3.625

05/15/25

491,108‌

100,000

Leidos,

Inc

4.375

05/15/30

94,537‌

1,000,000

Leidos,

Inc

2.300

02/15/31

823,914‌

1,000,000

Leidos,

Inc

5.750

03/15/33

1,008,726‌

975,000

Microsoft

Corp

2.700

02/12/25

958,988‌

1,075,000

Microsoft

Corp

3.125

11/03/25

1,048,345‌

2,925,000

Microsoft

Corp

2.400

08/08/26

2,782,961‌

475,000

Microsoft

Corp

3.400

09/15/26

459,838‌

8,739,000

Microsoft

Corp

3.300

02/06/27

8,429,646‌

300,000

Microsoft

Corp

3.400

06/15/27

288,719‌

250,000

(a)

Microsoft

Corp

1.350

09/15/30

207,006‌

85

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

SOFTWARE

&

SERVICES—continued

$

150,000

Microsoft

Corp

3.500

%

02/12/35

$

135,875‌

1,072,000

Microsoft

Corp

3.450

08/08/36

934,494‌

300,000

Microsoft

Corp

4.500

06/15/47

276,808‌

8,038,000

Microsoft

Corp

2.525

06/01/50

5,075,340‌

1,100,000

Microsoft

Corp

2.500

09/15/50

692,493‌

6,265,000

Microsoft

Corp

2.921

03/17/52

4,252,965‌

7,374,000

Microsoft

Corp

2.675

06/01/60

4,501,410‌

1,073,000

Microsoft

Corp

3.041

03/17/62

709,901‌

1,225,000

Oracle

Corp

3.400

07/08/24

1,224,451‌

6,500,000

Oracle

Corp

2.500

04/01/25

6,349,419‌

1,650,000

Oracle

Corp

2.950

05/15/25

1,612,235‌

3,000,000

Oracle

Corp

1.650

03/25/26

2,812,043‌

2,884,000

Oracle

Corp

2.650

07/15/26

2,733,205‌

2,000,000

Oracle

Corp

4.500

05/06/28

1,964,033‌

1,500,000

Oracle

Corp

6.150

11/09/29

1,568,863‌

1,000,000

Oracle

Corp

2.950

04/01/30

889,347‌

1,500,000

Oracle

Corp

4.650

05/06/30

1,469,816‌

400,000

Oracle

Corp

3.250

05/15/30

362,776‌

3,000,000

Oracle

Corp

2.875

03/25/31

2,590,424‌

1,500,000

Oracle

Corp

6.250

11/09/32

1,587,616‌

1,750,000

Oracle

Corp

4.900

02/06/33

1,697,557‌

2,497,000

Oracle

Corp

4.300

07/08/34

2,274,034‌

650,000

Oracle

Corp

3.900

05/15/35

563,515‌

1,225,000

Oracle

Corp

3.850

07/15/36

1,032,654‌

4,000,000

Oracle

Corp

3.800

11/15/37

3,295,142‌

100,000

Oracle

Corp

6.500

04/15/38

107,145‌

470,000

Oracle

Corp

6.125

07/08/39

487,015‌

675,000

Oracle

Corp

3.600

04/01/40

518,815‌

325,000

Oracle

Corp

5.375

07/15/40

309,044‌

2,000,000

Oracle

Corp

3.650

03/25/41

1,530,048‌

500,000

Oracle

Corp

4.500

07/08/44

416,517‌

325,000

Oracle

Corp

4.125

05/15/45

254,471‌

2,025,000

Oracle

Corp

4.000

07/15/46

1,544,288‌

3,100,000

Oracle

Corp

4.000

11/15/47

2,346,946‌

7,350,000

Oracle

Corp

3.600

04/01/50

5,144,076‌

2,000,000

Oracle

Corp

3.950

03/25/51

1,478,751‌

1,500,000

Oracle

Corp

6.900

11/09/52

1,678,954‌

2,375,000

Oracle

Corp

5.550

02/06/53

2,247,116‌

500,000

Oracle

Corp

4.375

05/15/55

390,246‌

1,500,000

Oracle

Corp

3.850

04/01/60

1,030,827‌

2,000,000

Oracle

Corp

4.100

03/25/61

1,432,481‌

500,000

Roper

Technologies,

Inc

2.350

09/15/24

496,539‌

750,000

Roper

Technologies,

Inc

1.000

09/15/25

710,487‌

1,100,000

Roper

Technologies,

Inc

3.800

12/15/26

1,063,265‌

300,000

Roper

Technologies,

Inc

4.200

09/15/28

289,975‌

500,000

Roper

Technologies,

Inc

2.950

09/15/29

449,683‌

475,000

Roper

Technologies,

Inc

2.000

06/30/30

396,823‌

750,000

Roper

Technologies,

Inc

1.750

02/15/31

603,754‌

925,000

Salesforce,

Inc

3.700

04/11/28

891,678‌

2,000,000

Salesforce,

Inc

1.500

07/15/28

1,758,022‌

1,250,000

Salesforce,

Inc

1.950

07/15/31

1,025,765‌

1,075,000

Salesforce,

Inc

2.700

07/15/41

752,371‌

1,000,000

Salesforce,

Inc

2.900

07/15/51

645,289‌

2,000,000

Salesforce,

Inc

3.050

07/15/61

1,235,640‌

1,000,000

ServiceNow,

Inc

1.400

09/01/30

811,873‌

750,000

Take-Two

Interactive

Software,

Inc

5.400

06/12/29

754,294‌

750,000

Take-Two

Interactive

Software,

Inc

5.600

06/12/34

748,120‌

750,000

VeriSign,

Inc

2.700

06/15/31

627,625‌

500,000

VMware,

Inc

4.500

05/15/25

495,145‌

1,500,000

VMware,

Inc

1.400

08/15/26

1,381,166‌

725,000

VMware,

Inc

3.900

08/21/27

695,603‌

Nuveen

Bond

Index

Fund

June

30,

2024

86

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

SOFTWARE

&

SERVICES—continued

$

1,500,000

VMware,

Inc

1.800

%

08/15/28

$

1,313,791‌

1,000,000

VMware,

Inc

4.700

05/15/30

967,411‌

1,150,000

VMware,

Inc

2.200

08/15/31

934,427‌

1,500,000

Workday,

Inc

3.500

04/01/27

1,434,899‌

1,500,000

Workday,

Inc

3.700

04/01/29

1,407,107‌

TOTAL

SOFTWARE

&

SERVICES

161,647,097‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

0.6%

600,000

Amphenol

Corp

5.050

04/05/29

601,799‌

450,000

Amphenol

Corp

4.350

06/01/29

436,335‌

1,000,000

Amphenol

Corp

2.800

02/15/30

890,226‌

1,000,000

Amphenol

Corp

2.200

09/15/31

820,966‌

600,000

Amphenol

Corp

5.250

04/05/34

598,119‌

2,000,000

Apple,

Inc

1.125

05/11/25

1,930,087‌

1,125,000

Apple,

Inc

3.200

05/13/25

1,105,741‌

3,000,000

Apple,

Inc

0.700

02/08/26

2,801,599‌

2,825,000

Apple,

Inc

3.250

02/23/26

2,745,797‌

1,425,000

Apple,

Inc

2.450

08/04/26

1,353,664‌

3,250,000

Apple,

Inc

2.050

09/11/26

3,055,300‌

1,075,000

Apple,

Inc

3.350

02/09/27

1,036,308‌

275,000

Apple,

Inc

3.200

05/11/27

263,523‌

3,675,000

Apple,

Inc

3.000

11/13/27

3,481,884‌

3,000,000

Apple,

Inc

1.200

02/08/28

2,652,868‌

1,500,000

Apple,

Inc

4.000

05/10/28

1,468,842‌

2,500,000

Apple,

Inc

1.400

08/05/28

2,200,595‌

1,000,000

Apple,

Inc

3.250

08/08/29

936,324‌

1,000,000

Apple,

Inc

2.200

09/11/29

887,310‌

1,000,000

(a)

Apple,

Inc

4.150

05/10/30

981,445‌

2,950,000

Apple,

Inc

1.650

05/11/30

2,485,935‌

3,000,000

Apple,

Inc

1.250

08/20/30

2,456,223‌

3,000,000

Apple,

Inc

1.650

02/08/31

2,480,782‌

2,500,000

Apple,

Inc

1.700

08/05/31

2,045,340‌

1,000,000

(a)

Apple,

Inc

3.350

08/08/32

907,174‌

1,500,000

(a)

Apple,

Inc

4.300

05/10/33

1,478,592‌

1,600,000

Apple,

Inc

4.500

02/23/36

1,561,634‌

2,000,000

Apple,

Inc

2.375

02/08/41

1,381,156‌

350,000

Apple,

Inc

3.850

05/04/43

292,941‌

750,000

(a)

Apple,

Inc

4.450

05/06/44

693,265‌

1,350,000

Apple,

Inc

3.450

02/09/45

1,046,077‌

1,000,000

Apple,

Inc

4.375

05/13/45

891,176‌

1,775,000

Apple,

Inc

4.650

02/23/46

1,635,912‌

900,000

Apple,

Inc

3.850

08/04/46

733,972‌

1,175,000

Apple,

Inc

4.250

02/09/47

1,024,478‌

900,000

Apple,

Inc

3.750

09/12/47

718,138‌

2,850,000

Apple,

Inc

3.750

11/13/47

2,273,242‌

3,000,000

Apple,

Inc

2.950

09/11/49

2,052,246‌

3,350,000

Apple,

Inc

2.650

05/11/50

2,138,009‌

1,375,000

Apple,

Inc

2.400

08/20/50

832,911‌

1,000,000

Apple,

Inc

2.650

02/08/51

632,299‌

1,000,000

Apple,

Inc

2.700

08/05/51

635,109‌

750,000

Apple,

Inc

3.950

08/08/52

609,264‌

1,000,000

(a)

Apple,

Inc

4.850

05/10/53

967,085‌

25,000

Apple,

Inc

2.550

08/20/60

15,234‌

2,000,000

Apple,

Inc

2.800

02/08/61

1,226,833‌

1,000,000

Apple,

Inc

2.850

08/05/61

615,086‌

750,000

Apple,

Inc

4.100

08/08/62

606,734‌

200,000

Arrow

Electronics,

Inc

4.000

04/01/25

197,290‌

425,000

Arrow

Electronics,

Inc

3.875

01/12/28

402,453‌

1,000,000

Arrow

Electronics,

Inc

2.950

02/15/32

836,646‌

750,000

Arrow

Electronics,

Inc

5.875

04/10/34

742,409‌

200,000

Avnet,

Inc

4.625

04/15/26

196,624‌

1,000,000

Avnet,

Inc

6.250

03/15/28

1,026,042‌

87

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

TECHNOLOGY

HARDWARE

&

EQUIPMENT—continued

$

1,000,000

Avnet,

Inc

3.000

%

05/15/31

$

839,559‌

2,000,000

CDW

LLC

2.670

12/01/26

1,868,302‌

1,000,000

CDW

LLC

3.276

12/01/28

907,730‌

575,000

CDW

LLC

3.569

12/01/31

502,212‌

500,000

Cisco

Systems,

Inc

2.950

02/28/26

483,272‌

3,000,000

Cisco

Systems,

Inc

2.500

09/20/26

2,852,649‌

2,000,000

Cisco

Systems,

Inc

4.800

02/26/27

1,994,592‌

3,000,000

Cisco

Systems,

Inc

4.850

02/26/29

2,999,471‌

3,000,000

Cisco

Systems,

Inc

4.950

02/26/31

2,997,473‌

3,000,000

Cisco

Systems,

Inc

5.050

02/26/34

2,997,760‌

1,000,000

Cisco

Systems,

Inc

5.900

02/15/39

1,063,518‌

1,175,000

Cisco

Systems,

Inc

5.500

01/15/40

1,192,749‌

2,000,000

Cisco

Systems,

Inc

5.300

02/26/54

1,958,830‌

2,000,000

Cisco

Systems,

Inc

5.350

02/26/64

1,946,485‌

200,000

Corning,

Inc

4.700

03/15/37

185,215‌

100,000

Corning,

Inc

5.750

08/15/40

99,122‌

200,000

Corning,

Inc

4.750

03/15/42

177,907‌

300,000

Corning,

Inc

5.350

11/15/48

281,444‌

500,000

Corning,

Inc

3.900

11/15/49

375,874‌

825,000

Corning,

Inc

4.375

11/15/57

647,071‌

200,000

Corning,

Inc

5.850

11/15/68

194,682‌

1,000,000

Corning,

Inc

5.450

11/15/79

919,899‌

2,089,000

Dell

International

LLC

6.020

06/15/26

2,110,856‌

1,050,000

Dell

International

LLC

4.900

10/01/26

1,039,725‌

1,000,000

Dell

International

LLC

5.250

02/01/28

1,006,621‌

2,900,000

Dell

International

LLC

5.300

10/01/29

2,916,361‌

750,000

(a)

Dell

International

LLC

5.750

02/01/33

771,083‌

1,000,000

Dell

International

LLC

5.400

04/15/34

989,481‌

608,000

Dell

International

LLC

8.100

07/15/36

725,087‌

2,000,000

Dell

International

LLC

3.375

12/15/41

1,462,985‌

377,000

Dell

International

LLC

8.350

07/15/46

476,748‌

2,000,000

Dell

International

LLC

3.450

12/15/51

1,354,919‌

800,000

Flex

Ltd

4.750

06/15/25

792,559‌

500,000

Flex

Ltd

3.750

02/01/26

485,230‌

500,000

Flex

Ltd

6.000

01/15/28

506,617‌

1,000,000

Flex

Ltd

4.875

05/12/30

967,921‌

2,000,000

Hewlett

Packard

Enterprise

Co

4.900

10/15/25

1,983,646‌

2,000,000

Hewlett

Packard

Enterprise

Co

5.250

07/01/28

2,011,778‌

225,000

Hewlett

Packard

Enterprise

Co

6.200

10/15/35

236,863‌

1,175,000

Hewlett

Packard

Enterprise

Co

6.350

10/15/45

1,234,328‌

1,000,000

HP,

Inc

1.450

06/17/26

926,985‌

1,000,000

HP,

Inc

3.000

06/17/27

940,401‌

500,000

HP,

Inc

4.750

01/15/28

494,677‌

1,000,000

HP,

Inc

4.000

04/15/29

952,611‌

1,000,000

HP,

Inc

3.400

06/17/30

911,310‌

1,000,000

HP,

Inc

2.650

06/17/31

847,515‌

500,000

HP,

Inc

4.200

04/15/32

463,140‌

500,000

(a)

HP,

Inc

5.500

01/15/33

503,339‌

975,000

HP,

Inc

6.000

09/15/41

996,235‌

1,000,000

Jabil,

Inc

1.700

04/15/26

934,135‌

1,000,000

Jabil,

Inc

4.250

05/15/27

968,854‌

100,000

Jabil,

Inc

3.950

01/12/28

95,127‌

1,000,000

Jabil,

Inc

5.450

02/01/29

999,916‌

750,000

Jabil,

Inc

3.600

01/15/30

678,161‌

50,000

Jabil,

Inc

3.000

01/15/31

42,527‌

1,500,000

Juniper

Networks,

Inc

1.200

12/10/25

1,408,604‌

600,000

Keysight

Technologies,

Inc

4.600

04/06/27

589,300‌

500,000

Keysight

Technologies,

Inc

3.000

10/30/29

445,383‌

450,000

Motorola

Solutions,

Inc

4.600

02/23/28

442,422‌

1,000,000

Motorola

Solutions,

Inc

5.000

04/15/29

992,271‌

500,000

Motorola

Solutions,

Inc

4.600

05/23/29

487,197‌

Nuveen

Bond

Index

Fund

June

30,

2024

88

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

TECHNOLOGY

HARDWARE

&

EQUIPMENT—continued

$

600,000

Motorola

Solutions,

Inc

2.300

%

11/15/30

$

504,582‌

2,250,000

Motorola

Solutions,

Inc

2.750

05/24/31

1,907,068‌

500,000

Motorola

Solutions,

Inc

5.600

06/01/32

505,583‌

1,000,000

Motorola

Solutions,

Inc

5.400

04/15/34

991,365‌

200,000

Motorola

Solutions,

Inc

5.500

09/01/44

194,027‌

500,000

NetApp,

Inc

1.875

06/22/25

481,694‌

500,000

NetApp,

Inc

2.375

06/22/27

461,711‌

750,000

NetApp,

Inc

2.700

06/22/30

652,115‌

1,000,000

TD

SYNNEX

Corp

1.750

08/09/26

922,526‌

1,000,000

TD

SYNNEX

Corp

2.375

08/09/28

890,695‌

1,000,000

TD

SYNNEX

Corp

2.650

08/09/31

822,686‌

1,000,000

TD

SYNNEX

Corp

6.100

04/12/34

1,002,782‌

2,000,000

Teledyne

Technologies,

Inc

1.600

04/01/26

1,870,465‌

625,000

Trimble,

Inc

4.900

06/15/28

616,674‌

1,000,000

Trimble,

Inc

6.100

03/15/33

1,035,508‌

1,000,000

Vontier

Corp

1.800

04/01/26

934,693‌

1,000,000

Vontier

Corp

2.400

04/01/28

886,400‌

1,000,000

Vontier

Corp

2.950

04/01/31

831,659‌

1,000,000

Western

Digital

Corp

2.850

02/01/29

867,820‌

1,000,000

Western

Digital

Corp

3.100

02/01/32

813,035‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

148,958,865‌

TELECOMMUNICATION

SERVICES

-

1.0%

2,000,000

America

Movil

SAB

de

C.V.

3.625

04/22/29

1,868,115‌

2,000,000

America

Movil

SAB

de

C.V.

2.875

05/07/30

1,762,390‌

440,000

America

Movil

SAB

de

C.V.

6.125

03/30/40

455,303‌

1,625,000

America

Movil

SAB

de

C.V.

4.375

07/16/42

1,372,959‌

1,500,000

(a)

America

Movil

SAB

de

C.V.

4.375

04/22/49

1,255,285‌

10,000,000

AT&T,

Inc

1.700

03/25/26

9,387,159‌

1,000,000

AT&T,

Inc

2.950

07/15/26

953,876‌

1,000,000

AT&T,

Inc

2.300

06/01/27

925,051‌

1,150,000

AT&T,

Inc

1.650

02/01/28

1,021,240‌

4,375,000

AT&T,

Inc

4.350

03/01/29

4,240,163‌

1,000,000

AT&T,

Inc

4.300

02/15/30

958,037‌

3,000,000

AT&T,

Inc

2.250

02/01/32

2,433,600‌

10,855,000

AT&T,

Inc

2.550

12/01/33

8,631,321‌

3,000,000

AT&T,

Inc

5.400

02/15/34

3,000,031‌

1,825,000

AT&T,

Inc

4.500

05/15/35

1,680,652‌

3,000,000

AT&T,

Inc

3.500

06/01/41

2,292,004‌

300,000

AT&T,

Inc

4.650

06/01/44

256,361‌

2,000,000

AT&T,

Inc

3.650

06/01/51

1,412,667‌

10,860,000

AT&T,

Inc

3.500

09/15/53

7,372,179‌

8,857,000

AT&T,

Inc

3.550

09/15/55

5,971,305‌

9,844,000

AT&T,

Inc

3.800

12/01/57

6,877,372‌

8,523,000

AT&T,

Inc

3.650

09/15/59

5,715,710‌

1,000,000

AT&T,

Inc

3.850

06/01/60

697,353‌

1,000,000

Bell

Telephone

Co

of

Canada

or

Bell

Canada

2.150

02/15/32

801,596‌

500,000

Bell

Telephone

Co

of

Canada

or

Bell

Canada

5.100

05/11/33

490,344‌

1,000,000

Bell

Telephone

Co

of

Canada

or

Bell

Canada

5.200

02/15/34

976,565‌

750,000

Bell

Telephone

Co

of

Canada

or

Bell

Canada

4.464

04/01/48

626,643‌

750,000

Bell

Telephone

Co

of

Canada

or

Bell

Canada

4.300

07/29/49

609,234‌

1,000,000

Bell

Telephone

Co

of

Canada

or

Bell

Canada

3.650

03/17/51

717,389‌

450,000

Bell

Telephone

Co

of

Canada

or

Bell

Canada

3.200

02/15/52

295,491‌

1,000,000

Bell

Telephone

Co

of

Canada

or

Bell

Canada

3.650

08/15/52

723,426‌

1,000,000

Bell

Telephone

Co

of

Canada

or

Bell

Canada

5.550

02/15/54

969,194‌

1,750,000

British

Telecommunications

plc

5.125

12/04/28

1,744,179‌

1,425,000

British

Telecommunications

plc

9.625

12/15/30

1,739,937‌

3,690,000

Deutsche

Telekom

International

Finance

BV

8.750

06/15/30

4,301,505‌

745,000

Orange

S.A.

9.000

03/01/31

888,607‌

900,000

Orange

S.A.

5.375

01/13/42

859,255‌

1,725,000

Orange

S.A.

5.500

02/06/44

1,663,884‌

1,713,000

Rogers

Communications,

Inc

3.625

12/15/25

1,665,489‌

89

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

TELECOMMUNICATION

SERVICES—continued

$

200,000

Rogers

Communications,

Inc

2.900

%

11/15/26

$

189,115‌

2,000,000

Rogers

Communications,

Inc

3.200

03/15/27

1,898,154‌

1,000,000

Rogers

Communications,

Inc

5.000

02/15/29

987,674‌

1,500,000

Rogers

Communications,

Inc

3.800

03/15/32

1,340,252‌

1,500,000

Rogers

Communications,

Inc

5.300

02/15/34

1,471,883‌

1,000,000

Rogers

Communications,

Inc

4.500

03/15/42

846,715‌

125,000

Rogers

Communications,

Inc

4.500

03/15/43

104,369‌

300,000

Rogers

Communications,

Inc

5.450

10/01/43

284,257‌

600,000

Rogers

Communications,

Inc

5.000

03/15/44

536,248‌

150,000

Rogers

Communications,

Inc

4.300

02/15/48

118,631‌

1,500,000

Rogers

Communications,

Inc

4.350

05/01/49

1,193,295‌

1,300,000

Rogers

Communications,

Inc

3.700

11/15/49

918,275‌

1,500,000

Rogers

Communications,

Inc

4.550

03/15/52

1,224,577‌

2,000,000

Sprint

Capital

Corp

6.875

11/15/28

2,120,204‌

2,000,000

Sprint

Capital

Corp

8.750

03/15/32

2,405,624‌

1,000,000

Sprint

LLC

7.625

03/01/26

1,027,580‌

625,000

Telefonica

Emisiones

S.A.

7.045

06/20/36

680,005‌

1,200,000

Telefonica

Emisiones

S.A.

4.665

03/06/38

1,058,488‌

2,125,000

Telefonica

Emisiones

S.A.

5.213

03/08/47

1,876,905‌

1,175,000

Telefonica

Emisiones

S.A.

4.895

03/06/48

992,148‌

900,000

Telefonica

Emisiones

S.A.

5.520

03/01/49

832,144‌

1,500,000

Telefonica

Emisiones

SAU

4.103

03/08/27

1,456,038‌

567,000

Telefonica

Europe

BV

8.250

09/15/30

641,230‌

325,000

TELUS

Corp

2.800

02/16/27

305,669‌

300,000

TELUS

Corp

3.700

09/15/27

286,679‌

1,000,000

TELUS

Corp

3.400

05/13/32

868,499‌

500,000

TELUS

Corp

4.600

11/16/48

417,443‌

750,000

TELUS

Corp

4.300

06/15/49

591,936‌

2,500,000

T-Mobile

US,

Inc

5.750

01/15/34

2,570,101‌

325,000

T-Mobile

US,

Inc

6.000

06/15/54

336,038‌

4,000,000

T-Mobile

USA,

Inc

1.500

02/15/26

3,755,194‌

1,000,000

T-Mobile

USA,

Inc

2.625

04/15/26

951,055‌

4,000,000

T-Mobile

USA,

Inc

3.750

04/15/27

3,844,641‌

3,500,000

T-Mobile

USA,

Inc

2.050

02/15/28

3,143,708‌

1,500,000

T-Mobile

USA,

Inc

4.950

03/15/28

1,490,004‌

1,000,000

T-Mobile

USA,

Inc

4.800

07/15/28

986,414‌

2,000,000

T-Mobile

USA,

Inc

4.850

01/15/29

1,975,159‌

1,000,000

T-Mobile

USA,

Inc

2.625

02/15/29

895,673‌

1,000,000

T-Mobile

USA,

Inc

2.400

03/15/29

884,307‌

1,000,000

T-Mobile

USA,

Inc

3.375

04/15/29

923,473‌

825,000

T-Mobile

USA,

Inc

3.875

04/15/30

771,232‌

1,500,000

T-Mobile

USA,

Inc

2.550

02/15/31

1,273,312‌

1,500,000

T-Mobile

USA,

Inc

2.250

11/15/31

1,225,939‌

1,000,000

T-Mobile

USA,

Inc

2.700

03/15/32

836,625‌

4,000,000

T-Mobile

USA,

Inc

5.200

01/15/33

3,957,357‌

1,425,000

T-Mobile

USA,

Inc

5.050

07/15/33

1,394,089‌

1,150,000

T-Mobile

USA,

Inc

5.150

04/15/34

1,130,293‌

650,000

T-Mobile

USA,

Inc

4.375

04/15/40

563,263‌

1,350,000

T-Mobile

USA,

Inc

3.000

02/15/41

965,982‌

3,875,000

T-Mobile

USA,

Inc

4.500

04/15/50

3,236,269‌

2,500,000

T-Mobile

USA,

Inc

3.300

02/15/51

1,687,799‌

2,500,000

T-Mobile

USA,

Inc

3.400

10/15/52

1,706,791‌

4,000,000

T-Mobile

USA,

Inc

5.650

01/15/53

3,940,712‌

575,000

T-Mobile

USA,

Inc

5.500

01/15/55

554,479‌

1,500,000

T-Mobile

USA,

Inc

3.600

11/15/60

1,013,898‌

2,000,000

T-Mobile

USA,

Inc

5.800

09/15/62

1,982,877‌

1,000,000

Verizon

Communications,

Inc

0.850

11/20/25

940,009‌

1,000,000

Verizon

Communications,

Inc

1.450

03/20/26

936,205‌

1,000,000

Verizon

Communications,

Inc

4.125

03/16/27

974,792‌

2,625,000

Verizon

Communications,

Inc

3.000

03/22/27

2,483,597‌

5,000,000

Verizon

Communications,

Inc

2.100

03/22/28

4,496,654‌

Nuveen

Bond

Index

Fund

June

30,

2024

90

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

TELECOMMUNICATION

SERVICES—continued

$

4,641,000

Verizon

Communications,

Inc

4.329

%

09/21/28

$

4,512,664‌

350,000

Verizon

Communications,

Inc

3.875

02/08/29

332,656‌

9,005,000

Verizon

Communications,

Inc

4.016

12/03/29

8,510,959‌

200,000

Verizon

Communications,

Inc

3.150

03/22/30

180,349‌

1,550,000

Verizon

Communications,

Inc

1.500

09/18/30

1,264,858‌

1,533,000

Verizon

Communications,

Inc

1.680

10/30/30

1,245,933‌

3,000,000

Verizon

Communications,

Inc

1.750

01/20/31

2,427,813‌

2,635,000

Verizon

Communications,

Inc

2.550

03/21/31

2,238,717‌

11,355,000

Verizon

Communications,

Inc

2.355

03/15/32

9,282,443‌

1,000,000

(a)

Verizon

Communications,

Inc

5.050

05/09/33

985,869‌

2,000,000

Verizon

Communications,

Inc

2.650

11/20/40

1,377,551‌

1,350,000

Verizon

Communications,

Inc

3.400

03/22/41

1,032,334‌

1,000,000

Verizon

Communications,

Inc

2.850

09/03/41

700,622‌

150,000

Verizon

Communications,

Inc

4.000

03/22/50

116,837‌

4,000,000

Verizon

Communications,

Inc

2.875

11/20/50

2,516,187‌

3,725,000

Verizon

Communications,

Inc

3.550

03/22/51

2,680,650‌

1,000,000

Verizon

Communications,

Inc

3.875

03/01/52

758,568‌

1,500,000

Verizon

Communications,

Inc

5.500

02/23/54

1,468,382‌

8,764,000

Verizon

Communications,

Inc

2.987

10/30/56

5,365,491‌

2,000,000

Verizon

Communications,

Inc

3.000

11/20/60

1,196,220‌

6,000,000

Verizon

Communications,

Inc

3.700

03/22/61

4,233,478‌

2,000,000

Vodafone

Group

plc

4.125

05/30/25

1,975,785‌

1,925,000

Vodafone

Group

plc

6.150

02/27/37

2,044,642‌

1,900,000

Vodafone

Group

plc

4.375

02/19/43

1,656,367‌

1,000,000

Vodafone

Group

plc

4.875

06/19/49

865,420‌

1,500,000

Vodafone

Group

plc

4.250

09/17/50

1,170,225‌

825,000

Vodafone

Group

plc

5.625

02/10/53

789,784‌

1,500,000

Vodafone

Group

plc

5.750

06/28/54

1,452,661‌

500,000

Vodafone

Group

plc

5.125

06/19/59

434,664‌

1,500,000

Vodafone

Group

plc

5.750

02/10/63

1,423,408‌

1,500,000

Vodafone

Group

plc

5.875

06/28/64

1,442,714‌

TOTAL

TELECOMMUNICATION

SERVICES

239,799,100‌

TRANSPORTATION

-

0.5%

367,826

American

Airlines

2.875

07/11/34

315,117‌

300,000

Burlington

Northern

Santa

Fe

LLC

3.000

04/01/25

294,799‌

700,000

Burlington

Northern

Santa

Fe

LLC

3.650

09/01/25

686,940‌

660,000

Burlington

Northern

Santa

Fe

LLC

5.750

05/01/40

677,435‌

250,000

Burlington

Northern

Santa

Fe

LLC

5.050

03/01/41

236,570‌

200,000

Burlington

Northern

Santa

Fe

LLC

4.400

03/15/42

174,641‌

300,000

Burlington

Northern

Santa

Fe

LLC

4.450

03/15/43

263,501‌

500,000

Burlington

Northern

Santa

Fe

LLC

5.150

09/01/43

479,193‌

500,000

Burlington

Northern

Santa

Fe

LLC

4.900

04/01/44

461,299‌

600,000

Burlington

Northern

Santa

Fe

LLC

4.550

09/01/44

527,207‌

1,275,000

Burlington

Northern

Santa

Fe

LLC

4.150

04/01/45

1,055,500‌

200,000

Burlington

Northern

Santa

Fe

LLC

4.700

09/01/45

178,640‌

1,150,000

Burlington

Northern

Santa

Fe

LLC

3.900

08/01/46

908,080‌

400,000

Burlington

Northern

Santa

Fe

LLC

4.125

06/15/47

326,625‌

1,675,000

Burlington

Northern

Santa

Fe

LLC

4.050

06/15/48

1,350,002‌

1,025,000

Burlington

Northern

Santa

Fe

LLC

4.150

12/15/48

835,683‌

750,000

Burlington

Northern

Santa

Fe

LLC

3.550

02/15/50

551,810‌

750,000

Burlington

Northern

Santa

Fe

LLC

3.050

02/15/51

495,601‌

4,000,000

Burlington

Northern

Santa

Fe

LLC

3.300

09/15/51

2,782,509‌

1,000,000

Burlington

Northern

Santa

Fe

LLC

4.450

01/15/53

850,114‌

1,500,000

Burlington

Northern

Santa

Fe

LLC

5.200

04/15/54

1,436,915‌

1,500,000

Burlington

Northern

Santa

Fe

LLC

5.500

03/15/55

1,502,729‌

200,000

Canadian

National

Railway

Co

2.950

11/21/24

197,894‌

200,000

Canadian

National

Railway

Co

6.900

07/15/28

214,867‌

500,000

Canadian

National

Railway

Co

3.850

08/05/32

461,433‌

500,000

Canadian

National

Railway

Co

5.850

11/01/33

528,738‌

200,000

Canadian

National

Railway

Co

6.250

08/01/34

217,678‌

250,000

Canadian

National

Railway

Co

3.500

11/15/42

188,037‌

91

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

TRANSPORTATION—continued

$

100,000

Canadian

National

Railway

Co

4.500

%

11/07/43

$

86,156‌

650,000

Canadian

National

Railway

Co

3.200

08/02/46

466,491‌

725,000

Canadian

National

Railway

Co

3.650

02/03/48

558,994‌

325,000

Canadian

National

Railway

Co

4.450

01/20/49

285,020‌

400,000

Canadian

National

Railway

Co

2.450

05/01/50

239,019‌

1,500,000

Canadian

National

Railway

Co

4.400

08/05/52

1,289,126‌

500,000

Canadian

National

Railway

Co

6.125

11/01/53

552,513‌

1,800,000

Canadian

Pacific

Railway

Co

2.900

02/01/25

1,770,091‌

100,000

Canadian

Pacific

Railway

Co

3.125

06/01/26

95,748‌

2,000,000

Canadian

Pacific

Railway

Co

1.750

12/02/26

1,845,120‌

300,000

Canadian

Pacific

Railway

Co

4.000

06/01/28

289,527‌

500,000

Canadian

Pacific

Railway

Co

2.875

11/15/29

447,610‌

100,000

Canadian

Pacific

Railway

Co

2.050

03/05/30

85,298‌

200,000

Canadian

Pacific

Railway

Co

7.125

10/15/31

222,435‌

600,000

Canadian

Pacific

Railway

Co

2.450

12/02/31

546,036‌

250,000

Canadian

Pacific

Railway

Co

5.950

05/15/37

258,557‌

475,000

Canadian

Pacific

Railway

Co

3.000

12/02/41

410,025‌

100,000

Canadian

Pacific

Railway

Co

4.300

05/15/43

85,071‌

175,000

Canadian

Pacific

Railway

Co

4.950

08/15/45

159,803‌

800,000

Canadian

Pacific

Railway

Co

4.700

05/01/48

692,431‌

500,000

Canadian

Pacific

Railway

Co

3.500

05/01/50

359,990‌

1,000,000

Canadian

Pacific

Railway

Co

3.100

12/02/51

664,047‌

500,000

Canadian

Pacific

Railway

Co

4.200

11/15/69

379,435‌

1,275,000

Canadian

Pacific

Railway

Co

6.125

09/15/15

1,295,164‌

400,000

CH

Robinson

Worldwide,

Inc

4.200

04/15/28

386,680‌

300,000

CSX

Corp

3.400

08/01/24

299,414‌

200,000

CSX

Corp

3.350

11/01/25

194,832‌

1,200,000

CSX

Corp

2.600

11/01/26

1,134,161‌

825,000

CSX

Corp

4.250

03/15/29

800,093‌

600,000

CSX

Corp

2.400

02/15/30

523,436‌

850,000

CSX

Corp

4.100

11/15/32

793,875‌

2,000,000

CSX

Corp

5.200

11/15/33

2,004,223‌

100,000

CSX

Corp

6.000

10/01/36

105,671‌

200,000

CSX

Corp

6.150

05/01/37

214,288‌

400,000

CSX

Corp

5.500

04/15/41

398,372‌

350,000

CSX

Corp

4.400

03/01/43

304,103‌

600,000

CSX

Corp

4.100

03/15/44

493,148‌

800,000

CSX

Corp

3.800

11/01/46

618,331‌

1,050,000

CSX

Corp

4.300

03/01/48

874,706‌

850,000

CSX

Corp

4.750

11/15/48

758,518‌

500,000

CSX

Corp

4.500

03/15/49

428,857‌

600,000

CSX

Corp

3.350

09/15/49

422,430‌

1,000,000

CSX

Corp

3.800

04/15/50

763,309‌

200,000

CSX

Corp

3.950

05/01/50

156,774‌

800,000

CSX

Corp

2.500

05/15/51

471,763‌

750,000

CSX

Corp

4.500

11/15/52

641,250‌

300,000

CSX

Corp

4.500

08/01/54

255,064‌

150,000

CSX

Corp

4.250

11/01/66

116,620‌

800,000

CSX

Corp

4.650

03/01/68

669,880‌

500,000

FedEx

Corp

3.250

04/01/26

482,732‌

500,000

FedEx

Corp

4.200

10/17/28

485,314‌

1,000,000

FedEx

Corp

3.100

08/05/29

914,843‌

500,000

FedEx

Corp

4.250

05/15/30

480,094‌

1,500,000

(a)

FedEx

Corp

2.400

05/15/31

1,270,155‌

1,000,000

FedEx

Corp

4.900

01/15/34

973,466‌

200,000

FedEx

Corp

3.900

02/01/35

177,998‌

2,000,000

FedEx

Corp

3.250

05/15/41

1,467,752‌

275,000

FedEx

Corp

5.100

01/15/44

251,432‌

1,100,000

FedEx

Corp

4.750

11/15/45

948,318‌

600,000

FedEx

Corp

4.550

04/01/46

499,927‌

450,000

FedEx

Corp

4.400

01/15/47

366,833‌

Nuveen

Bond

Index

Fund

June

30,

2024

92

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

TRANSPORTATION—continued

$

900,000

FedEx

Corp

4.050

%

02/15/48

$

699,402‌

500,000

FedEx

Corp

4.950

10/17/48

441,367‌

1,500,000

FedEx

Corp

5.250

05/15/50

1,395,321‌

200,000

FedEx

Corp

4.500

02/01/65

156,650‌

1,000,000

GXO

Logistics,

Inc

1.650

07/15/26

921,701‌

1,000,000

GXO

Logistics,

Inc

6.250

05/06/29

1,017,198‌

1,000,000

GXO

Logistics,

Inc

6.500

05/06/34

1,014,807‌

500,000

JB

Hunt

Transport

Services,

Inc

3.875

03/01/26

488,682‌

350,000

Kirby

Corp

4.200

03/01/28

338,344‌

350,000

Norfolk

Southern

Corp

2.900

06/15/26

334,316‌

300,000

Norfolk

Southern

Corp

3.150

06/01/27

284,651‌

700,000

Norfolk

Southern

Corp

3.800

08/01/28

669,930‌

1,000,000

Norfolk

Southern

Corp

5.050

08/01/30

998,134‌

1,000,000

Norfolk

Southern

Corp

3.000

03/15/32

861,450‌

1,000,000

Norfolk

Southern

Corp

4.450

03/01/33

943,203‌

500,000

Norfolk

Southern

Corp

5.550

03/15/34

509,733‌

16,000

Norfolk

Southern

Corp

4.837

10/01/41

14,590‌

300,000

Norfolk

Southern

Corp

4.450

06/15/45

254,597‌

200,000

Norfolk

Southern

Corp

4.650

01/15/46

174,208‌

303,000

Norfolk

Southern

Corp

3.942

11/01/47

233,741‌

1,450,000

Norfolk

Southern

Corp

4.150

02/28/48

1,150,996‌

500,000

Norfolk

Southern

Corp

4.100

05/15/49

393,546‌

500,000

Norfolk

Southern

Corp

3.400

11/01/49

349,603‌

1,000,000

Norfolk

Southern

Corp

3.050

05/15/50

650,071‌

1,000,000

Norfolk

Southern

Corp

2.900

08/25/51

623,045‌

175,000

Norfolk

Southern

Corp

4.050

08/15/52

135,045‌

1,000,000

Norfolk

Southern

Corp

3.700

03/15/53

719,764‌

300,000

Norfolk

Southern

Corp

4.550

06/01/53

251,382‌

1,000,000

Norfolk

Southern

Corp

5.350

08/01/54

953,528‌

1,170,000

Norfolk

Southern

Corp

3.155

05/15/55

741,728‌

200,000

Norfolk

Southern

Corp

5.950

03/15/64

203,612‌

1,000,000

Norfolk

Southern

Corp

4.100

05/15/21

705,599‌

300,000

Ryder

System,

Inc

4.625

06/01/25

296,935‌

500,000

Ryder

System,

Inc

3.350

09/01/25

487,255‌

1,000,000

Ryder

System,

Inc

1.750

09/01/26

925,233‌

500,000

Ryder

System,

Inc

2.900

12/01/26

472,606‌

1,000,000

Ryder

System,

Inc

2.850

03/01/27

942,178‌

1,000,000

Ryder

System,

Inc

5.650

03/01/28

1,014,679‌

1,500,000

Ryder

System,

Inc

5.375

03/15/29

1,505,907‌

500,000

Ryder

System,

Inc

5.500

06/01/29

504,748‌

1,250,000

Southwest

Airlines

Co

5.250

05/04/25

1,244,270‌

200,000

Southwest

Airlines

Co

3.000

11/15/26

188,792‌

1,000,000

Southwest

Airlines

Co

5.125

06/15/27

994,850‌

200,000

Southwest

Airlines

Co

3.450

11/16/27

187,898‌

300,000

Southwest

Airlines

Co

2.625

02/10/30

259,786‌

200,000

Union

Pacific

Corp

3.250

01/15/25

197,815‌

500,000

Union

Pacific

Corp

3.750

07/15/25

492,344‌

200,000

Union

Pacific

Corp

3.250

08/15/25

195,415‌

300,000

Union

Pacific

Corp

2.750

03/01/26

288,561‌

2,500,000

Union

Pacific

Corp

2.375

05/20/31

2,121,914‌

1,000,000

Union

Pacific

Corp

2.800

02/14/32

862,796‌

500,000

Union

Pacific

Corp

4.500

01/20/33

481,589‌

100,000

Union

Pacific

Corp

3.375

02/01/35

85,628‌

2,525,000

Union

Pacific

Corp

2.891

04/06/36

2,034,004‌

100,000

Union

Pacific

Corp

3.600

09/15/37

84,070‌

500,000

Union

Pacific

Corp

3.550

08/15/39

407,465‌

1,500,000

Union

Pacific

Corp

3.200

05/20/41

1,133,266‌

500,000

Union

Pacific

Corp

3.375

02/14/42

385,054‌

200,000

Union

Pacific

Corp

3.350

08/15/46

144,821‌

300,000

Union

Pacific

Corp

4.000

04/15/47

238,404‌

4,000,000

Union

Pacific

Corp

3.250

02/05/50

2,793,131‌

93

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

TRANSPORTATION—continued

$

1,070,000

Union

Pacific

Corp

3.799

%

10/01/51

$

818,652‌

500,000

Union

Pacific

Corp

2.950

03/10/52

321,766‌

1,000,000

Union

Pacific

Corp

3.500

02/14/53

714,535‌

1,000,000

Union

Pacific

Corp

4.950

05/15/53

931,240‌

200,000

Union

Pacific

Corp

3.875

02/01/55

151,008‌

300,000

Union

Pacific

Corp

3.950

08/15/59

225,658‌

1,000,000

Union

Pacific

Corp

3.839

03/20/60

734,255‌

1,500,000

Union

Pacific

Corp

3.550

05/20/61

1,032,292‌

2,000,000

Union

Pacific

Corp

2.973

09/16/62

1,182,796‌

200,000

Union

Pacific

Corp

4.100

09/15/67

151,073‌

500,000

Union

Pacific

Corp

3.750

02/05/70

348,916‌

500,000

Union

Pacific

Corp

3.799

04/06/71

351,516‌

500,000

Union

Pacific

Corp

3.850

02/14/72

355,827‌

500,000

United

Parcel

Service,

Inc

2.200

09/01/24

496,950‌

300,000

United

Parcel

Service,

Inc

2.800

11/15/24

297,164‌

125,000

United

Parcel

Service,

Inc

2.400

11/15/26

117,886‌

875,000

United

Parcel

Service,

Inc

3.050

11/15/27

824,891‌

500,000

United

Parcel

Service,

Inc

3.400

03/15/29

469,957‌

500,000

United

Parcel

Service,

Inc

2.500

09/01/29

445,988‌

750,000

United

Parcel

Service,

Inc

4.450

04/01/30

734,776‌

2,000,000

(a)

United

Parcel

Service,

Inc

4.875

03/03/33

1,969,263‌

1,000,000

United

Parcel

Service,

Inc

5.150

05/22/34

997,224‌

510,000

United

Parcel

Service,

Inc

6.200

01/15/38

552,184‌

450,000

United

Parcel

Service,

Inc

3.625

10/01/42

354,493‌

400,000

United

Parcel

Service,

Inc

3.400

11/15/46

296,059‌

1,550,000

United

Parcel

Service,

Inc

3.750

11/15/47

1,190,476‌

300,000

United

Parcel

Service,

Inc

4.250

03/15/49

248,394‌

500,000

United

Parcel

Service,

Inc

3.400

09/01/49

360,203‌

1,630,000

United

Parcel

Service,

Inc

5.300

04/01/50

1,586,836‌

1,000,000

United

Parcel

Service,

Inc

5.050

03/03/53

934,302‌

800,000

United

Parcel

Service,

Inc

5.500

05/22/54

793,314‌

1,000,000

United

Parcel

Service,

Inc

5.600

05/22/64

991,557‌

TOTAL

TRANSPORTATION

114,014,735‌

UTILITIES

-

2.3%

200,000

AEP

Texas,

Inc

3.950

06/01/28

189,946‌

1,000,000

AEP

Texas,

Inc

5.450

05/15/29

1,005,208‌

550,000

AEP

Texas,

Inc

2.100

07/01/30

457,697‌

500,000

AEP

Texas,

Inc

4.700

05/15/32

470,628‌

1,000,000

AEP

Texas,

Inc

5.700

05/15/34

993,012‌

200,000

AEP

Texas,

Inc

3.800

10/01/47

143,455‌

100,000

AEP

Texas,

Inc

4.150

05/01/49

74,815‌

850,000

AEP

Texas,

Inc

3.450

05/15/51

557,869‌

1,000,000

AEP

Transmission

Co

LLC

5.150

04/01/34

977,308‌

600,000

AEP

Transmission

Co

LLC

4.000

12/01/46

476,040‌

500,000

AEP

Transmission

Co

LLC

3.750

12/01/47

371,404‌

200,000

AEP

Transmission

Co

LLC

4.250

09/15/48

160,186‌

300,000

AEP

Transmission

Co

LLC

3.800

06/15/49

221,485‌

550,000

AEP

Transmission

Co

LLC

2.750

08/15/51

329,384‌

300,000

AEP

Transmission

Co

LLC

5.400

03/15/53

286,746‌

600,000

AES

Corp

1.375

01/15/26

562,269‌

1,000,000

AES

Corp

5.450

06/01/28

997,769‌

675,000

AES

Corp

2.450

01/15/31

555,734‌

575,000

Alabama

Power

Co

1.450

09/15/30

468,612‌

500,000

Alabama

Power

Co

5.850

11/15/33

520,182‌

200,000

Alabama

Power

Co

3.850

12/01/42

160,558‌

400,000

Alabama

Power

Co

3.750

03/01/45

307,019‌

300,000

Alabama

Power

Co

4.300

01/02/46

249,641‌

350,000

Alabama

Power

Co

3.700

12/01/47

260,087‌

1,000,000

Alabama

Power

Co

4.300

07/15/48

819,482‌

1,000,000

Alabama

Power

Co

3.125

07/15/51

661,879‌

1,000,000

Alabama

Power

Co

3.000

03/15/52

647,666‌

Nuveen

Bond

Index

Fund

June

30,

2024

94

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES—continued

$

400,000

Algonquin

Power

&

Utilities

Corp

5.365

%

06/15/26

$

398,062‌

2,000,000

Ameren

Corp

1.750

03/15/28

1,764,911‌

1,000,000

Ameren

Corp

5.000

01/15/29

989,956‌

300,000

Ameren

Illinois

Co

3.800

05/15/28

287,654‌

750,000

Ameren

Illinois

Co

1.550

11/15/30

607,048‌

500,000

Ameren

Illinois

Co

3.850

09/01/32

453,526‌

725,000

Ameren

Illinois

Co

4.950

06/01/33

707,645‌

125,000

Ameren

Illinois

Co

4.150

03/15/46

102,022‌

1,150,000

Ameren

Illinois

Co

3.700

12/01/47

859,886‌

575,000

Ameren

Illinois

Co

4.500

03/15/49

490,349‌

325,000

Ameren

Illinois

Co

2.900

06/15/51

202,707‌

325,000

Ameren

Illinois

Co

5.900

12/01/52

335,207‌

350,000

American

Electric

Power

Co,

Inc

3.200

11/13/27

327,719‌

700,000

American

Electric

Power

Co,

Inc

4.300

12/01/28

672,330‌

2,000,000

American

Electric

Power

Co,

Inc

5.200

01/15/29

1,989,213‌

500,000

American

Electric

Power

Co,

Inc

2.300

03/01/30

426,391‌

1,000,000

American

Electric

Power

Co,

Inc

5.625

03/01/33

996,316‌

500,000

American

Electric

Power

Co,

Inc

6.950

12/15/54

497,396‌

500,000

(a)

American

Electric

Power

Co,

Inc

7.050

12/15/54

497,800‌

1,000,000

American

Electric

Power

Co,

Inc

3.875

02/15/62

916,153‌

200,000

American

Water

Capital

Corp

2.950

09/01/27

187,295‌

500,000

American

Water

Capital

Corp

3.750

09/01/28

476,225‌

750,000

American

Water

Capital

Corp

3.450

06/01/29

697,841‌

100,000

American

Water

Capital

Corp

2.800

05/01/30

88,038‌

1,250,000

American

Water

Capital

Corp

2.300

06/01/31

1,034,033‌

1,000,000

American

Water

Capital

Corp

5.150

03/01/34

991,214‌

225,000

American

Water

Capital

Corp

4.300

12/01/42

190,962‌

150,000

American

Water

Capital

Corp

4.300

09/01/45

127,115‌

100,000

American

Water

Capital

Corp

4.000

12/01/46

78,509‌

1,175,000

American

Water

Capital

Corp

3.750

09/01/47

888,806‌

500,000

American

Water

Capital

Corp

4.200

09/01/48

405,657‌

500,000

American

Water

Capital

Corp

4.150

06/01/49

401,611‌

675,000

American

Water

Capital

Corp

3.450

05/01/50

476,050‌

1,250,000

American

Water

Capital

Corp

3.250

06/01/51

850,164‌

1,000,000

American

Water

Capital

Corp

5.450

03/01/54

964,191‌

1,000,000

Appalachian

Power

Co

2.700

04/01/31

841,415‌

500,000

Appalachian

Power

Co

4.500

08/01/32

462,092‌

1,000,000

Appalachian

Power

Co

5.650

04/01/34

990,109‌

300,000

Appalachian

Power

Co

4.500

03/01/49

237,332‌

775,000

Appalachian

Power

Co

3.700

05/01/50

535,786‌

200,000

Arizona

Public

Service

Co

2.950

09/15/27

186,433‌

1,000,000

Arizona

Public

Service

Co

2.600

08/15/29

885,297‌

750,000

Arizona

Public

Service

Co

6.350

12/15/32

787,191‌

750,000

Arizona

Public

Service

Co

5.550

08/01/33

743,554‌

1,000,000

Arizona

Public

Service

Co

5.700

08/15/34

998,443‌

350,000

Arizona

Public

Service

Co

4.500

04/01/42

296,757‌

200,000

Arizona

Public

Service

Co

4.350

11/15/45

162,310‌

410,000

Arizona

Public

Service

Co

3.750

05/15/46

302,776‌

200,000

Arizona

Public

Service

Co

4.200

08/15/48

155,824‌

200,000

Arizona

Public

Service

Co

4.250

03/01/49

156,152‌

300,000

Arizona

Public

Service

Co

3.500

12/01/49

203,814‌

500,000

Arizona

Public

Service

Co

3.350

05/15/50

333,675‌

750,000

Arizona

Public

Service

Co

2.650

09/15/50

432,668‌

900,000

Atlantic

City

Electric

Co

4.000

10/15/28

862,997‌

425,000

Atlantic

City

Electric

Co

2.300

03/15/31

356,843‌

1,000,000

Atmos

Energy

Corp

2.625

09/15/29

893,448‌

750,000

Atmos

Energy

Corp

1.500

01/15/31

600,877‌

175,000

Atmos

Energy

Corp

5.450

10/15/32

177,226‌

1,500,000

Atmos

Energy

Corp

5.900

11/15/33

1,566,347‌

100,000

Atmos

Energy

Corp

5.500

06/15/41

99,515‌

125,000

Atmos

Energy

Corp

4.150

01/15/43

104,835‌

95

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES—continued

$

600,000

Atmos

Energy

Corp

4.125

%

10/15/44

$

495,516‌

500,000

Atmos

Energy

Corp

4.300

10/01/48

409,986‌

300,000

Atmos

Energy

Corp

4.125

03/15/49

236,234‌

1,500,000

Atmos

Energy

Corp

2.850

02/15/52

927,528‌

500,000

Atmos

Energy

Corp

5.750

10/15/52

505,867‌

125,000

Atmos

Energy

Corp

6.200

11/15/53

134,564‌

625,000

Avangrid,

Inc

3.800

06/01/29

581,443‌

150,000

Avista

Corp

4.350

06/01/48

123,943‌

550,000

Avista

Corp

4.000

04/01/52

413,900‌

1,500,000

Baltimore

Gas

and

Electric

Co

2.250

06/15/31

1,249,689‌

1,000,000

Baltimore

Gas

and

Electric

Co

5.300

06/01/34

994,350‌

150,000

Baltimore

Gas

and

Electric

Co

3.500

08/15/46

108,176‌

200,000

Baltimore

Gas

and

Electric

Co

3.750

08/15/47

149,795‌

200,000

Baltimore

Gas

and

Electric

Co

4.250

09/15/48

160,990‌

500,000

Baltimore

Gas

and

Electric

Co

3.200

09/15/49

332,622‌

775,000

Baltimore

Gas

and

Electric

Co

2.900

06/15/50

486,568‌

500,000

Baltimore

Gas

and

Electric

Co

4.550

06/01/52

416,718‌

500,000

Baltimore

Gas

and

Electric

Co

5.400

06/01/53

476,966‌

1,000,000

Baltimore

Gas

and

Electric

Co

5.650

06/01/54

987,942‌

175,000

Berkshire

Hathaway

Energy

Co

3.250

04/15/28

164,160‌

2,500,000

Berkshire

Hathaway

Energy

Co

1.650

05/15/31

1,989,304‌

950,000

Berkshire

Hathaway

Energy

Co

6.125

04/01/36

994,178‌

1,032,000

Berkshire

Hathaway

Energy

Co

5.950

05/15/37

1,068,195‌

725,000

Berkshire

Hathaway

Energy

Co

5.150

11/15/43

683,771‌

975,000

Berkshire

Hathaway

Energy

Co

4.500

02/01/45

853,342‌

1,250,000

Berkshire

Hathaway

Energy

Co

3.800

07/15/48

918,643‌

1,025,000

Berkshire

Hathaway

Energy

Co

4.450

01/15/49

837,843‌

2,500,000

Berkshire

Hathaway

Energy

Co

2.850

05/15/51

1,523,665‌

1,500,000

Black

Hills

Corp

5.950

03/15/28

1,534,735‌

550,000

Black

Hills

Corp

2.500

06/15/30

463,532‌

300,000

Black

Hills

Corp

4.350

05/01/33

269,861‌

1,000,000

Black

Hills

Corp

6.150

05/15/34

1,018,593‌

1,000,000

Black

Hills

Corp

6.000

01/15/35

1,005,915‌

200,000

Black

Hills

Corp

4.200

09/15/46

152,422‌

200,000

CenterPoint

Energy

Houston

Electric

LLC

2.400

09/01/26

188,599‌

300,000

CenterPoint

Energy

Houston

Electric

LLC

3.000

02/01/27

286,207‌

1,500,000

CenterPoint

Energy

Houston

Electric

LLC

5.200

10/01/28

1,512,521‌

275,000

CenterPoint

Energy

Houston

Electric

LLC

2.350

04/01/31

231,526‌

100,000

CenterPoint

Energy

Houston

Electric

LLC

6.950

03/15/33

111,327‌

500,000

CenterPoint

Energy

Houston

Electric

LLC

4.950

04/01/33

486,762‌

1,000,000

CenterPoint

Energy

Houston

Electric

LLC

5.150

03/01/34

992,184‌

300,000

CenterPoint

Energy

Houston

Electric

LLC

3.950

03/01/48

235,217‌

150,000

CenterPoint

Energy

Houston

Electric

LLC

2.900

07/01/50

96,028‌

875,000

CenterPoint

Energy

Houston

Electric

LLC

3.350

04/01/51

606,410‌

500,000

CenterPoint

Energy

Houston

Electric

LLC

3.600

03/01/52

362,010‌

100,000

CenterPoint

Energy

Houston

Electric

LLC

5.300

04/01/53

95,838‌

1,000,000

CenterPoint

Energy

Resources

Corp

5.250

03/01/28

1,003,569‌

200,000

CenterPoint

Energy

Resources

Corp

4.000

04/01/28

191,445‌

575,000

CenterPoint

Energy

Resources

Corp

1.750

10/01/30

469,006‌

500,000

CenterPoint

Energy

Resources

Corp

4.400

07/01/32

469,923‌

1,000,000

CenterPoint

Energy

Resources

Corp

5.400

03/01/33

999,665‌

1,000,000

CenterPoint

Energy

Resources

Corp

5.400

07/01/34

990,184‌

700,000

CenterPoint

Energy

Resources

Corp

4.100

09/01/47

550,019‌

135,000

CenterPoint

Energy,

Inc

4.250

11/01/28

129,272‌

1,000,000

CenterPoint

Energy,

Inc

5.400

06/01/29

1,003,607‌

750,000

CenterPoint

Energy,

Inc

2.950

03/01/30

663,879‌

1,000,000

CenterPoint

Energy,

Inc

2.650

06/01/31

841,490‌

500,000

CenterPoint

Energy,

Inc

3.700

09/01/49

359,493‌

425,000

Cleco

Corporate

Holdings

LLC

3.743

05/01/26

409,702‌

300,000

Cleco

Corporate

Holdings

LLC

3.375

09/15/29

262,674‌

200,000

Cleco

Corporate

Holdings

LLC

4.973

05/01/46

164,191‌

Nuveen

Bond

Index

Fund

June

30,

2024

96

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES—continued

$

1,000,000

Cleco

Securitization

I

LLC

4.646

%

09/01/42

$

931,084‌

790,000

CMS

Energy

Corp

3.450

08/15/27

751,925‌

1,000,000

CMS

Energy

Corp

3.750

12/01/50

835,980‌

300,000

Commonwealth

Edison

Co

3.700

08/15/28

285,442‌

500,000

Commonwealth

Edison

Co

2.200

03/01/30

428,591‌

1,000,000

Commonwealth

Edison

Co

3.150

03/15/32

872,888‌

1,000,000

Commonwealth

Edison

Co

4.900

02/01/33

976,656‌

1,000,000

Commonwealth

Edison

Co

5.300

06/01/34

1,000,067‌

200,000

Commonwealth

Edison

Co

3.800

10/01/42

157,730‌

300,000

Commonwealth

Edison

Co

4.700

01/15/44

267,030‌

100,000

Commonwealth

Edison

Co

3.700

03/01/45

76,236‌

250,000

Commonwealth

Edison

Co

3.650

06/15/46

185,899‌

400,000

Commonwealth

Edison

Co

3.750

08/15/47

301,303‌

1,175,000

Commonwealth

Edison

Co

4.000

03/01/48

912,762‌

1,300,000

Commonwealth

Edison

Co

4.000

03/01/49

1,006,621‌

500,000

Commonwealth

Edison

Co

3.200

11/15/49

334,021‌

500,000

Commonwealth

Edison

Co

3.000

03/01/50

320,606‌

1,000,000

Commonwealth

Edison

Co

3.125

03/15/51

652,661‌

500,000

Commonwealth

Edison

Co

2.750

09/01/51

298,157‌

500,000

Commonwealth

Edison

Co

5.300

02/01/53

471,971‌

500,000

Commonwealth

Edison

Co

5.650

06/01/54

496,910‌

625,000

Connecticut

Light

and

Power

Co

3.200

03/15/27

596,490‌

400,000

Connecticut

Light

and

Power

Co

4.650

01/01/29

395,252‌

500,000

Connecticut

Light

and

Power

Co

2.050

07/01/31

408,202‌

1,000,000

Connecticut

Light

and

Power

Co

4.900

07/01/33

973,263‌

400,000

Connecticut

Light

and

Power

Co

4.300

04/15/44

337,175‌

250,000

Connecticut

Light

and

Power

Co

4.150

06/01/45

204,787‌

775,000

Connecticut

Light

and

Power

Co

4.000

04/01/48

617,845‌

500,000

Connecticut

Light

and

Power

Co

5.250

01/15/53

478,349‌

200,000

(a)

Consolidated

Edison

Co

of

New

York,

Inc

3.800

05/15/28

191,821‌

300,000

(a)

Consolidated

Edison

Co

of

New

York,

Inc

4.000

12/01/28

288,702‌

100,000

Consolidated

Edison

Co

of

New

York,

Inc

3.350

04/01/30

91,809‌

2,000,000

Consolidated

Edison

Co

of

New

York,

Inc

2.400

06/15/31

1,687,979‌

1,000,000

Consolidated

Edison

Co

of

New

York,

Inc

5.200

03/01/33

997,802‌

750,000

Consolidated

Edison

Co

of

New

York,

Inc

5.500

03/15/34

761,806‌

1,500,000

Consolidated

Edison

Co

of

New

York,

Inc

5.375

05/15/34

1,507,456‌

200,000

Consolidated

Edison

Co

of

New

York,

Inc

4.200

03/15/42

164,948‌

550,000

Consolidated

Edison

Co

of

New

York,

Inc

3.950

03/01/43

439,458‌

1,475,000

Consolidated

Edison

Co

of

New

York,

Inc

4.450

03/15/44

1,256,444‌

150,000

Consolidated

Edison

Co

of

New

York,

Inc

4.500

12/01/45

126,934‌

400,000

Consolidated

Edison

Co

of

New

York,

Inc

3.850

06/15/46

306,608‌

400,000

Consolidated

Edison

Co

of

New

York,

Inc

3.875

06/15/47

309,312‌

300,000

Consolidated

Edison

Co

of

New

York,

Inc

4.650

12/01/48

256,036‌

500,000

Consolidated

Edison

Co

of

New

York,

Inc

4.125

05/15/49

395,173‌

700,000

Consolidated

Edison

Co

of

New

York,

Inc

3.950

04/01/50

546,171‌

1,000,000

Consolidated

Edison

Co

of

New

York,

Inc

3.200

12/01/51

659,161‌

1,000,000

Consolidated

Edison

Co

of

New

York,

Inc

6.150

11/15/52

1,060,058‌

300,000

Consolidated

Edison

Co

of

New

York,

Inc

5.900

11/15/53

306,805‌

800,000

Consolidated

Edison

Co

of

New

York,

Inc

5.700

05/15/54

798,098‌

850,000

Consolidated

Edison

Co

of

New

York,

Inc

4.625

12/01/54

718,822‌

200,000

Consolidated

Edison

Co

of

New

York,

Inc

4.300

12/01/56

157,519‌

1,300,000

Consolidated

Edison

Co

of

New

York,

Inc

4.000

11/15/57

977,558‌

400,000

Consolidated

Edison

Co

of

New

York,

Inc

4.500

05/15/58

326,092‌

1,000,000

Consolidated

Edison

Co

of

New

York,

Inc

3.700

11/15/59

694,319‌

1,000,000

Consolidated

Edison

Co

of

New

York,

Inc

3.000

12/01/60

592,036‌

1,000,000

Consolidated

Edison

Co

of

New

York,

Inc

3.600

06/15/61

679,373‌

750,000

Constellation

Energy

Generation

LLC

5.600

03/01/28

759,569‌

750,000

Constellation

Energy

Generation

LLC

5.800

03/01/33

765,248‌

1,000,000

Constellation

Energy

Generation

LLC

6.125

01/15/34

1,041,906‌

900,000

Constellation

Energy

Generation

LLC

6.250

10/01/39

929,581‌

625,000

Constellation

Energy

Generation

LLC

5.600

06/15/42

602,485‌

97

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES—continued

$

1,000,000

Constellation

Energy

Generation

LLC

6.500

%

10/01/53

$

1,061,393‌

1,000,000

Constellation

Energy

Generation

LLC

5.750

03/15/54

969,124‌

500,000

Consumers

Energy

Co

4.650

03/01/28

495,687‌

250,000

Consumers

Energy

Co

3.800

11/15/28

238,623‌

1,000,000

Consumers

Energy

Co

4.900

02/15/29

995,440‌

300,000

Consumers

Energy

Co

4.600

05/30/29

295,155‌

275,000

Consumers

Energy

Co

3.600

08/15/32

247,127‌

500,000

Consumers

Energy

Co

4.625

05/15/33

478,714‌

600,000

Consumers

Energy

Co

3.950

07/15/47

484,230‌

600,000

Consumers

Energy

Co

4.050

05/15/48

488,791‌

350,000

Consumers

Energy

Co

4.350

04/15/49

295,090‌

500,000

Consumers

Energy

Co

3.750

02/15/50

380,518‌

500,000

Consumers

Energy

Co

3.100

08/15/50

344,026‌

150,000

Consumers

Energy

Co

3.500

08/01/51

109,998‌

287,000

Consumers

Energy

Co

2.650

08/15/52

176,523‌

500,000

Consumers

Energy

Co

4.200

09/01/52

404,797‌

291,000

Consumers

Energy

Co

2.500

05/01/60

163,673‌

300,000

Dayton

Power

&

Light

Co

3.950

06/15/49

218,064‌

200,000

Delmarva

Power

&

Light

Co

4.150

05/15/45

159,585‌

925,000

Dominion

Energy

South

Carolina,

Inc

2.300

12/01/31

761,274‌

50,000

Dominion

Energy

South

Carolina,

Inc

5.300

05/15/33

50,113‌

125,000

Dominion

Energy

South

Carolina,

Inc

5.450

02/01/41

121,603‌

800,000

Dominion

Energy

South

Carolina,

Inc

4.600

06/15/43

693,693‌

750,000

Dominion

Energy

South

Carolina,

Inc

6.250

10/15/53

807,459‌

1,000,000

Dominion

Energy,

Inc

1.450

04/15/26

931,267‌

775,000

Dominion

Energy,

Inc

3.600

03/15/27

742,175‌

500,000

Dominion

Energy,

Inc

4.250

06/01/28

482,947‌

303,000

Dominion

Energy,

Inc

3.375

04/01/30

273,698‌

500,000

Dominion

Energy,

Inc

2.250

08/15/31

407,295‌

500,000

Dominion

Energy,

Inc

4.350

08/15/32

466,421‌

1,000,000

Dominion

Energy,

Inc

5.375

11/15/32

991,319‌

475,000

Dominion

Energy,

Inc

3.300

04/15/41

343,001‌

200,000

Dominion

Energy,

Inc

4.700

12/01/44

169,230‌

500,000

Dominion

Energy,

Inc

4.600

03/15/49

415,241‌

500,000

Dominion

Energy,

Inc

4.850

08/15/52

429,802‌

1,200,000

Dominion

Energy,

Inc

7.000

06/01/54

1,248,557‌

1,050,000

Dominion

Energy,

Inc

6.875

02/01/55

1,071,891‌

500,000

DTE

Electric

Co

1.900

04/01/28

448,049‌

1,500,000

DTE

Electric

Co

3.000

03/01/32

1,296,100‌

1,000,000

DTE

Electric

Co

5.200

04/01/33

998,920‌

1,000,000

DTE

Electric

Co

5.200

03/01/34

996,790‌

200,000

DTE

Electric

Co

4.000

04/01/43

163,865‌

100,000

DTE

Electric

Co

3.700

06/01/46

76,277‌

500,000

DTE

Electric

Co

3.750

08/15/47

380,067‌

1,000,000

DTE

Electric

Co

4.050

05/15/48

798,390‌

525,000

DTE

Electric

Co

3.950

03/01/49

413,572‌

1,000,000

DTE

Electric

Co

2.950

03/01/50

644,197‌

400,000

DTE

Electric

Co

3.250

04/01/51

269,946‌

450,000

DTE

Electric

Co

3.650

03/01/52

331,058‌

1,000,000

DTE

Electric

Securitization

Funding

II

LLC

5.970

03/01/32

1,029,645‌

1,000,000

DTE

Electric

Securitization

Funding

II

LLC

6.090

09/01/37

1,074,280‌

1,000,000

DTE

Energy

Co

1.050

06/01/25

958,823‌

1,000,000

DTE

Energy

Co

5.100

03/01/29

991,817‌

327,000

DTE

Energy

Co

3.400

06/15/29

299,582‌

500,000

DTE

Energy

Co

2.950

03/01/30

440,181‌

1,000,000

DTE

Energy

Co

5.850

06/01/34

1,014,478‌

200,000

Duke

Energy

Carolinas

LLC

2.950

12/01/26

190,547‌

500,000

Duke

Energy

Carolinas

LLC

3.950

11/15/28

480,770‌

500,000

Duke

Energy

Carolinas

LLC

2.450

08/15/29

440,886‌

1,500,000

Duke

Energy

Carolinas

LLC

2.550

04/15/31

1,277,586‌

375,000

Duke

Energy

Carolinas

LLC

2.850

03/15/32

321,276‌

Nuveen

Bond

Index

Fund

June

30,

2024

98

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES—continued

$

1,300,000

Duke

Energy

Carolinas

LLC

4.950

%

01/15/33

$

1,277,739‌

1,000,000

Duke

Energy

Carolinas

LLC

4.850

01/15/34

967,707‌

125,000

Duke

Energy

Carolinas

LLC

5.300

02/15/40

120,754‌

300,000

Duke

Energy

Carolinas

LLC

3.750

06/01/45

225,475‌

200,000

Duke

Energy

Carolinas

LLC

3.875

03/15/46

153,492‌

1,750,000

Duke

Energy

Carolinas

LLC

3.700

12/01/47

1,285,427‌

1,500,000

Duke

Energy

Carolinas

LLC

3.950

03/15/48

1,153,386‌

1,000,000

Duke

Energy

Carolinas

LLC

3.200

08/15/49

670,778‌

1,500,000

Duke

Energy

Carolinas

LLC

3.450

04/15/51

1,046,736‌

1,000,000

Duke

Energy

Carolinas

LLC

5.350

01/15/53

949,842‌

1,500,000

Duke

Energy

Carolinas

LLC

5.400

01/15/54

1,439,137‌

1,700,000

Duke

Energy

Corp

2.650

09/01/26

1,607,070‌

350,000

Duke

Energy

Corp

3.150

08/15/27

330,036‌

1,000,000

Duke

Energy

Corp

5.000

12/08/27

994,986‌

1,000,000

Duke

Energy

Corp

4.300

03/15/28

970,155‌

1,000,000

Duke

Energy

Corp

4.850

01/05/29

987,405‌

1,000,000

Duke

Energy

Corp

2.450

06/01/30

858,633‌

1,000,000

Duke

Energy

Corp

2.550

06/15/31

837,206‌

1,000,000

Duke

Energy

Corp

5.750

09/15/33

1,015,483‌

1,000,000

Duke

Energy

Corp

5.450

06/15/34

988,409‌

1,000,000

Duke

Energy

Corp

3.300

06/15/41

725,342‌

300,000

Duke

Energy

Corp

4.800

12/15/45

258,947‌

1,975,000

Duke

Energy

Corp

3.750

09/01/46

1,437,471‌

500,000

Duke

Energy

Corp

4.200

06/15/49

384,549‌

1,000,000

Duke

Energy

Corp

3.500

06/15/51

676,124‌

500,000

Duke

Energy

Corp

5.000

08/15/52

434,366‌

1,000,000

Duke

Energy

Corp

6.100

09/15/53

1,014,916‌

1,000,000

Duke

Energy

Corp

5.800

06/15/54

971,402‌

750,000

Duke

Energy

Corp

3.250

01/15/82

671,776‌

1,200,000

Duke

Energy

Florida

LLC

3.200

01/15/27

1,145,568‌

1,000,000

Duke

Energy

Florida

LLC

2.400

12/15/31

830,292‌

375,000

Duke

Energy

Florida

LLC

6.400

06/15/38

401,837‌

500,000

Duke

Energy

Florida

LLC

3.400

10/01/46

351,890‌

300,000

Duke

Energy

Florida

LLC

4.200

07/15/48

240,413‌

1,000,000

Duke

Energy

Florida

LLC

3.000

12/15/51

628,267‌

1,000,000

Duke

Energy

Florida

LLC

5.950

11/15/52

1,017,367‌

1,000,000

Duke

Energy

Indiana

LLC

5.250

03/01/34

996,123‌

300,000

Duke

Energy

Indiana

LLC

3.750

05/15/46

227,442‌

500,000

Duke

Energy

Indiana

LLC

3.250

10/01/49

334,513‌

275,000

Duke

Energy

Indiana

LLC

2.750

04/01/50

166,372‌

500,000

Duke

Energy

Indiana

LLC

5.400

04/01/53

473,413‌

200,000

Duke

Energy

Ohio,

Inc

3.650

02/01/29

188,761‌

25,000

Duke

Energy

Ohio,

Inc

2.125

06/01/30

21,105‌

750,000

Duke

Energy

Ohio,

Inc

5.250

04/01/33

743,480‌

200,000

Duke

Energy

Ohio,

Inc

3.700

06/15/46

147,182‌

200,000

Duke

Energy

Ohio,

Inc

4.300

02/01/49

160,660‌

500,000

Duke

Energy

Ohio,

Inc

5.650

04/01/53

482,976‌

1,000,000

Duke

Energy

Ohio,

Inc

5.550

03/15/54

963,182‌

300,000

Duke

Energy

Progress

LLC

3.700

09/01/28

285,927‌

5,357,000

Duke

Energy

Progress

LLC

3.450

03/15/29

4,996,272‌

1,500,000

Duke

Energy

Progress

LLC

2.000

08/15/31

1,223,102‌

750,000

Duke

Energy

Progress

LLC

5.250

03/15/33

747,757‌

1,000,000

Duke

Energy

Progress

LLC

5.100

03/15/34

991,748‌

400,000

Duke

Energy

Progress

LLC

4.375

03/30/44

332,319‌

500,000

Duke

Energy

Progress

LLC

4.150

12/01/44

402,688‌

300,000

Duke

Energy

Progress

LLC

4.200

08/15/45

242,056‌

500,000

Duke

Energy

Progress

LLC

3.700

10/15/46

370,514‌

200,000

Duke

Energy

Progress

LLC

3.600

09/15/47

144,274‌

600,000

Duke

Energy

Progress

LLC

2.500

08/15/50

345,422‌

500,000

Duke

Energy

Progress

LLC

2.900

08/15/51

309,914‌

750,000

Duke

Energy

Progress

LLC

5.350

03/15/53

703,266‌

99

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES—continued

$

750,000

Edison

International

5.750

%

06/15/27

$

756,574‌

300,000

Edison

International

4.125

03/15/28

286,556‌

1,000,000

Edison

International

5.250

11/15/28

991,239‌

1,000,000

Edison

International

5.450

06/15/29

999,418‌

500,000

Edison

International

6.950

11/15/29

531,592‌

200,000

El

Paso

Electric

Co

5.000

12/01/44

167,624‌

2,000,000

Emera

US

Finance

LP

2.639

06/15/31

1,651,000‌

625,000

Emera

US

Finance

LP

4.750

06/15/46

514,300‌

400,000

Enel

Americas

S.A.

4.000

10/25/26

384,000‌

675,000

Enel

Chile

S.A.

4.875

06/12/28

652,521‌

1,000,000

Entergy

Arkansas

LLC

5.150

01/15/33

989,271‌

500,000

Entergy

Arkansas

LLC

5.300

09/15/33

498,172‌

1,000,000

Entergy

Arkansas

LLC

5.450

06/01/34

1,001,369‌

200,000

Entergy

Arkansas

LLC

4.200

04/01/49

159,036‌

425,000

Entergy

Arkansas

LLC

2.650

06/15/51

247,208‌

750,000

Entergy

Arkansas

LLC

3.350

06/15/52

505,076‌

1,000,000

Entergy

Arkansas

LLC

5.750

06/01/54

992,228‌

1,000,000

Entergy

Corp

1.900

06/15/28

881,412‌

175,000

Entergy

Corp

2.800

06/15/30

152,847‌

625,000

Entergy

Corp

2.400

06/15/31

515,805‌

500,000

Entergy

Corp

3.750

06/15/50

353,461‌

650,000

Entergy

Corp

7.125

12/01/54

644,239‌

200,000

Entergy

Louisiana

LLC

3.120

09/01/27

188,899‌

1,000,000

Entergy

Louisiana

LLC

1.600

12/15/30

805,249‌

1,000,000

Entergy

Louisiana

LLC

2.350

06/15/32

811,769‌

500,000

Entergy

Louisiana

LLC

4.000

03/15/33

450,269‌

1,000,000

Entergy

Louisiana

LLC

5.350

03/15/34

992,234‌

500,000

Entergy

Louisiana

LLC

3.100

06/15/41

360,807‌

300,000

Entergy

Louisiana

LLC

4.200

09/01/48

237,124‌

300,000

Entergy

Louisiana

LLC

4.200

04/01/50

235,266‌

500,000

Entergy

Louisiana

LLC

4.750

09/15/52

430,552‌

1,000,000

Entergy

Louisiana

LLC

5.700

03/15/54

983,558‌

800,000

Entergy

Mississippi

LLC

3.850

06/01/49

589,791‌

475,000

Entergy

Mississippi

LLC

3.500

06/01/51

329,501‌

1,000,000

Entergy

Mississippi

LLC

5.850

06/01/54

995,227‌

1,000,000

Entergy

Texas,

Inc

4.000

03/30/29

957,884‌

575,000

Entergy

Texas,

Inc

1.750

03/15/31

463,429‌

200,000

Entergy

Texas,

Inc

4.500

03/30/39

176,969‌

700,000

Entergy

Texas,

Inc

3.550

09/30/49

500,343‌

1,000,000

Entergy

Texas,

Inc

5.800

09/01/53

999,718‌

775,000

Enterprise

Products

Operating

LLC

3.700

01/31/51

571,327‌

125,000

Essential

Utilities,

Inc

3.566

05/01/29

116,217‌

225,000

Essential

Utilities,

Inc

2.704

04/15/30

195,628‌

1,000,000

Essential

Utilities,

Inc

2.400

05/01/31

823,670‌

1,000,000

Essential

Utilities,

Inc

5.375

01/15/34

982,167‌

200,000

Essential

Utilities,

Inc

4.276

05/01/49

157,855‌

300,000

Essential

Utilities,

Inc

3.351

04/15/50

201,631‌

500,000

Essential

Utilities,

Inc

5.300

05/01/52

455,906‌

100,000

Evergy

Kansas

Central,

Inc

2.550

07/01/26

95,067‌

1,000,000

Evergy

Kansas

Central,

Inc

5.900

11/15/33

1,028,109‌

500,000

Evergy

Kansas

Central,

Inc

4.125

03/01/42

411,924‌

175,000

Evergy

Kansas

Central,

Inc

4.100

04/01/43

142,342‌

375,000

Evergy

Kansas

Central,

Inc

3.250

09/01/49

249,548‌

425,000

Evergy

Kansas

Central,

Inc

3.450

04/15/50

292,824‌

1,000,000

Evergy

Kansas

Central,

Inc

5.700

03/15/53

980,186‌

150,000

Evergy

Metro,

Inc

2.250

06/01/30

127,584‌

500,000

Evergy

Metro,

Inc

5.400

04/01/34

496,144‌

100,000

Evergy

Metro,

Inc

5.300

10/01/41

94,653‌

650,000

Evergy

Metro,

Inc

4.200

06/15/47

516,919‌

100,000

Evergy

Metro,

Inc

4.200

03/15/48

79,501‌

300,000

Evergy

Metro,

Inc

4.125

04/01/49

234,342‌

Nuveen

Bond

Index

Fund

June

30,

2024

100

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES—continued

$

750,000

Evergy,

Inc

2.900

%

09/15/29

$

669,879‌

100,000

Eversource

Energy

0.800

08/15/25

94,752‌

1,000,000

Eversource

Energy

1.400

08/15/26

918,067‌

200,000

Eversource

Energy

3.300

01/15/28

186,804‌

1,000,000

Eversource

Energy

5.450

03/01/28

1,002,952‌

300,000

Eversource

Energy

4.250

04/01/29

285,490‌

100,000

Eversource

Energy

1.650

08/15/30

80,640‌

1,000,000

Eversource

Energy

2.550

03/15/31

831,356‌

1,000,000

Eversource

Energy

5.850

04/15/31

1,012,476‌

1,000,000

Eversource

Energy

3.375

03/01/32

858,069‌

500,000

Eversource

Energy

5.500

01/01/34

490,544‌

1,000,000

Eversource

Energy

5.950

07/15/34

1,008,662‌

1,100,000

Eversource

Energy

3.450

01/15/50

752,184‌

1,500,000

Exelon

Corp

2.750

03/15/27

1,405,850‌

1,000,000

Exelon

Corp

5.150

03/15/28

997,718‌

1,000,000

(a)

Exelon

Corp

3.350

03/15/32

876,728‌

750,000

Exelon

Corp

5.300

03/15/33

744,595‌

1,000,000

Exelon

Corp

5.450

03/15/34

992,888‌

500,000

Exelon

Corp

4.950

06/15/35

465,418‌

975,000

Exelon

Corp

4.450

04/15/46

804,029‌

100,000

Exelon

Corp

4.700

04/15/50

84,344‌

500,000

Exelon

Corp

4.100

03/15/52

384,361‌

1,000,000

Exelon

Corp

5.600

03/15/53

960,744‌

750,000

Florida

Power

&

Light

Co

5.050

04/01/28

752,755‌

750,000

Florida

Power

&

Light

Co

4.400

05/15/28

736,625‌

1,000,000

Florida

Power

&

Light

Co

5.150

06/15/29

1,008,376‌

425,000

Florida

Power

&

Light

Co

4.625

05/15/30

416,394‌

1,000,000

Florida

Power

&

Light

Co

2.450

02/03/32

833,084‌

750,000

Florida

Power

&

Light

Co

5.100

04/01/33

746,501‌

150,000

Florida

Power

&

Light

Co

4.800

05/15/33

145,842‌

1,000,000

Florida

Power

&

Light

Co

5.300

06/15/34

1,007,916‌

100,000

Florida

Power

&

Light

Co

4.125

02/01/42

84,110‌

200,000

Florida

Power

&

Light

Co

4.050

06/01/42

167,313‌

450,000

Florida

Power

&

Light

Co

3.800

12/15/42

358,935‌

400,000

Florida

Power

&

Light

Co

4.050

10/01/44

329,138‌

500,000

Florida

Power

&

Light

Co

3.700

12/01/47

379,517‌

1,675,000

Florida

Power

&

Light

Co

3.950

03/01/48

1,316,108‌

500,000

Florida

Power

&

Light

Co

4.125

06/01/48

406,942‌

1,100,000

Florida

Power

&

Light

Co

3.990

03/01/49

870,561‌

400,000

Florida

Power

&

Light

Co

3.150

10/01/49

271,992‌

500,000

Florida

Power

&

Light

Co

2.875

12/04/51

317,552‌

750,000

Florida

Power

&

Light

Co

5.300

04/01/53

722,898‌

1,000,000

Florida

Power

&

Light

Co

5.600

06/15/54

1,010,163‌

768,000

Fortis,

Inc

3.055

10/04/26

728,723‌

100,000

Georgia

Power

Co

3.250

04/01/26

96,651‌

700,000

Georgia

Power

Co

3.250

03/30/27

665,578‌

1,000,000

Georgia

Power

Co

4.650

05/16/28

984,552‌

700,000

Georgia

Power

Co

2.650

09/15/29

624,152‌

1,500,000

Georgia

Power

Co

4.950

05/17/33

1,462,517‌

1,500,000

Georgia

Power

Co

5.250

03/15/34

1,495,266‌

625,000

Georgia

Power

Co

4.300

03/15/42

530,234‌

700,000

Georgia

Power

Co

4.300

03/15/43

582,565‌

2,500,000

Georgia

Power

Co

3.250

03/15/51

1,700,006‌

200,000

Gulf

Power

Co

3.300

05/30/27

190,415‌

400,000

Iberdrola

International

BV

6.750

07/15/36

448,520‌

425,000

Idaho

Power

Co

5.500

03/15/53

405,109‌

1,000,000

Idaho

Power

Co

5.800

04/01/54

991,476‌

500,000

Indiana

Michigan

Power

Co

3.850

05/15/28

475,785‌

225,000

Indiana

Michigan

Power

Co

4.550

03/15/46

189,064‌

100,000

Indiana

Michigan

Power

Co

3.750

07/01/47

73,607‌

300,000

Indiana

Michigan

Power

Co

4.250

08/15/48

237,843‌

101

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES—continued

$

675,000

Indiana

Michigan

Power

Co

3.250

%

05/01/51

$

444,450‌

500,000

Indiana

Michigan

Power

Co

5.625

04/01/53

486,458‌

1,000,000

Ingersoll

Rand,

Inc

5.700

06/15/54

1,006,510‌

725,000

Interstate

Power

and

Light

Co

4.100

09/26/28

697,352‌

325,000

Interstate

Power

and

Light

Co

3.600

04/01/29

304,338‌

125,000

Interstate

Power

and

Light

Co

2.300

06/01/30

106,746‌

1,000,000

Interstate

Power

and

Light

Co

5.700

10/15/33

1,011,239‌

100,000

Interstate

Power

and

Light

Co

6.250

07/15/39

104,305‌

100,000

Interstate

Power

and

Light

Co

3.700

09/15/46

73,593‌

300,000

Interstate

Power

and

Light

Co

3.500

09/30/49

210,046‌

1,000,000

Interstate

Power

and

Light

Co

3.100

11/30/51

632,748‌

100,000

IPALCO

Enterprises,

Inc

4.250

05/01/30

92,819‌

500,000

(d)

IPALCO

Enterprises,

Inc

5.750

04/01/34

496,275‌

100,000

ITC

Holdings

Corp

3.250

06/30/26

95,769‌

900,000

ITC

Holdings

Corp

3.350

11/15/27

848,559‌

1,000,000

Kentucky

Utilities

Co

5.450

04/15/33

1,006,141‌

300,000

Kentucky

Utilities

Co

4.375

10/01/45

250,547‌

400,000

Kentucky

Utilities

Co

3.300

06/01/50

270,342‌

1,000,000

Louisville

Gas

and

Electric

Co

5.450

04/15/33

1,005,003‌

300,000

Louisville

Gas

and

Electric

Co

4.250

04/01/49

237,119‌

1,500,000

MidAmerican

Energy

Co

3.100

05/01/27

1,430,697‌

575,000

MidAmerican

Energy

Co

3.650

04/15/29

543,715‌

425,000

MidAmerican

Energy

Co

5.350

01/15/34

430,828‌

200,000

MidAmerican

Energy

Co

4.800

09/15/43

180,457‌

200,000

MidAmerican

Energy

Co

4.400

10/15/44

169,906‌

200,000

MidAmerican

Energy

Co

4.250

05/01/46

164,636‌

500,000

MidAmerican

Energy

Co

3.950

08/01/47

389,527‌

1,000,000

MidAmerican

Energy

Co

3.650

08/01/48

750,409‌

300,000

MidAmerican

Energy

Co

4.250

07/15/49

246,483‌

300,000

MidAmerican

Energy

Co

3.150

04/15/50

200,272‌

1,000,000

MidAmerican

Energy

Co

2.700

08/01/52

600,438‌

400,000

MidAmerican

Energy

Co

5.850

09/15/54

409,602‌

250,000

MidAmerican

Energy

Co

5.300

02/01/55

237,934‌

500,000

Mississippi

Power

Co

3.950

03/30/28

480,697‌

750,000

Mississippi

Power

Co

4.250

03/15/42

616,295‌

1,000,000

Mississippi

Power

Co

3.100

07/30/51

633,000‌

300,000

National

Fuel

Gas

Co

5.200

07/15/25

298,014‌

300,000

National

Fuel

Gas

Co

5.500

01/15/26

299,040‌

200,000

National

Fuel

Gas

Co

3.950

09/15/27

191,130‌

200,000

National

Fuel

Gas

Co

4.750

09/01/28

194,358‌

1,100,000

National

Fuel

Gas

Co

2.950

03/01/31

922,920‌

1,000,000

National

Grid

plc

5.602

06/12/28

1,009,737‌

1,000,000

National

Grid

plc

5.809

06/12/33

1,004,813‌

1,000,000

National

Grid

plc

5.418

01/11/34

977,679‌

250,000

National

Grid

USA

5.803

04/01/35

249,621‌

1,000,000

Nevada

Power

Co

3.700

05/01/29

943,261‌

500,000

Nevada

Power

Co

2.400

05/01/30

430,561‌

500,000

Nevada

Power

Co

3.125

08/01/50

319,440‌

500,000

Nevada

Power

Co

5.900

05/01/53

499,720‌

1,000,000

Nevada

Power

Co

6.000

03/15/54

1,016,067‌

1,125,000

NextEra

Energy

Capital

Holdings,

Inc

3.550

05/01/27

1,074,091‌

1,250,000

NextEra

Energy

Capital

Holdings,

Inc

4.625

07/15/27

1,229,564‌

1,000,000

NextEra

Energy

Capital

Holdings,

Inc

4.900

02/28/28

990,412‌

2,500,000

NextEra

Energy

Capital

Holdings,

Inc

1.900

06/15/28

2,210,392‌

2,000,000

NextEra

Energy

Capital

Holdings,

Inc

4.900

03/15/29

1,978,533‌

300,000

NextEra

Energy

Capital

Holdings,

Inc

3.500

04/01/29

278,799‌

450,000

NextEra

Energy

Capital

Holdings,

Inc

2.750

11/01/29

400,213‌

1,500,000

NextEra

Energy

Capital

Holdings,

Inc

5.000

02/28/30

1,487,742‌

2,980,000

NextEra

Energy

Capital

Holdings,

Inc

2.250

06/01/30

2,540,670‌

1,000,000

NextEra

Energy

Capital

Holdings,

Inc

2.440

01/15/32

819,834‌

450,000

NextEra

Energy

Capital

Holdings,

Inc

5.000

07/15/32

438,202‌

Nuveen

Bond

Index

Fund

June

30,

2024

102

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES—continued

$

1,500,000

NextEra

Energy

Capital

Holdings,

Inc

5.050

%

02/28/33

$

1,457,933‌

1,625,000

NextEra

Energy

Capital

Holdings,

Inc

5.250

03/15/34

1,596,633‌

1,000,000

NextEra

Energy

Capital

Holdings,

Inc

3.000

01/15/52

633,907‌

1,000,000

NextEra

Energy

Capital

Holdings,

Inc

5.250

02/28/53

930,550‌

1,500,000

NextEra

Energy

Capital

Holdings,

Inc

6.750

06/15/54

1,508,601‌

1,500,000

NextEra

Energy

Capital

Holdings,

Inc

6.700

09/01/54

1,499,429‌

1,700,000

NextEra

Energy

Capital

Holdings,

Inc

5.650

05/01/79

1,622,544‌

1,000,000

NextEra

Energy

Capital

Holdings,

Inc

3.800

03/15/82

921,811‌

500,000

NiSource,

Inc

0.950

08/15/25

474,895‌

1,000,000

NiSource,

Inc

3.490

05/15/27

954,053‌

1,500,000

NiSource,

Inc

5.250

03/30/28

1,498,372‌

750,000

NiSource,

Inc

5.200

07/01/29

747,079‌

750,000

NiSource,

Inc

2.950

09/01/29

674,091‌

200,000

NiSource,

Inc

3.600

05/01/30

183,533‌

800,000

NiSource,

Inc

1.700

02/15/31

636,205‌

1,000,000

NiSource,

Inc

5.400

06/30/33

989,779‌

1,000,000

NiSource,

Inc

5.350

04/01/34

980,782‌

77,000

NiSource,

Inc

5.950

06/15/41

77,415‌

700,000

NiSource,

Inc

5.250

02/15/43

641,738‌

450,000

NiSource,

Inc

4.800

02/15/44

391,140‌

815,000

NiSource,

Inc

5.650

02/01/45

786,523‌

350,000

NiSource,

Inc

4.375

05/15/47

280,818‌

500,000

NiSource,

Inc

3.950

03/30/48

375,016‌

200,000

NiSource,

Inc

5.000

06/15/52

177,053‌

750,000

NiSource,

Inc

6.950

11/30/54

753,449‌

600,000

Northern

States

Power

Co

2.250

04/01/31

505,885‌

425,000

Northern

States

Power

Co

5.350

11/01/39

416,909‌

175,000

Northern

States

Power

Co

3.600

05/15/46

129,494‌

1,950,000

Northern

States

Power

Co

3.600

09/15/47

1,421,607‌

325,000

Northern

States

Power

Co

2.900

03/01/50

207,033‌

750,000

Northern

States

Power

Co

2.600

06/01/51

447,049‌

1,000,000

Northern

States

Power

Co

3.200

04/01/52

665,705‌

400,000

Northern

States

Power

Co

4.500

06/01/52

337,847‌

500,000

Northern

States

Power

Co

5.100

05/15/53

460,828‌

1,000,000

Northern

States

Power

Co

5.400

03/15/54

963,477‌

1,000,000

Northern

States

Power

Co

5.650

06/15/54

997,305‌

200,000

NorthWestern

Corp

4.176

11/15/44

160,510‌

300,000

NSTAR

Electric

Co

3.200

05/15/27

285,596‌

1,000,000

NSTAR

Electric

Co

1.950

08/15/31

808,888‌

1,000,000

NSTAR

Electric

Co

5.400

06/01/34

1,000,894‌

1,100,000

NSTAR

Electric

Co

3.100

06/01/51

726,507‌

350,000

NSTAR

Electric

Co

4.550

06/01/52

293,587‌

500,000

Oglethorpe

Power

Corp

4.500

04/01/47

406,752‌

500,000

Oglethorpe

Power

Corp

5.050

10/01/48

439,594‌

750,000

Oglethorpe

Power

Corp

3.750

08/01/50

531,642‌

500,000

Oglethorpe

Power

Corp

5.250

09/01/50

451,725‌

500,000

Oglethorpe

Power

Corp

6.200

12/01/53

512,688‌

1,000,000

(d)

Oglethorpe

Power

Corp

5.800

06/01/54

978,386‌

2,000,000

Ohio

Power

Co

1.625

01/15/31

1,596,849‌

750,000

Ohio

Power

Co

5.650

06/01/34

753,113‌

500,000

Ohio

Power

Co

4.150

04/01/48

385,133‌

1,500,000

Ohio

Power

Co

4.000

06/01/49

1,135,760‌

1,000,000

Ohio

Power

Co

2.900

10/01/51

611,133‌

200,000

Oklahoma

Gas

and

Electric

Co

3.800

08/15/28

190,944‌

500,000

Oklahoma

Gas

and

Electric

Co

3.300

03/15/30

454,620‌

100,000

Oklahoma

Gas

and

Electric

Co

3.250

04/01/30

90,317‌

500,000

Oklahoma

Gas

and

Electric

Co

5.400

01/15/33

501,812‌

200,000

Oklahoma

Gas

and

Electric

Co

4.150

04/01/47

159,982‌

200,000

Oklahoma

Gas

and

Electric

Co

3.850

08/15/47

151,158‌

1,000,000

Oklahoma

Gas

and

Electric

Co

5.600

04/01/53

978,527‌

1,000,000

Oncor

Electric

Delivery

Co

LLC

0.550

10/01/25

941,907‌

103

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES—continued

$

750,000

Oncor

Electric

Delivery

Co

LLC

3.700

%

11/15/28

$

712,855‌

1,500,000

Oncor

Electric

Delivery

Co

LLC

5.750

03/15/29

1,545,960‌

425,000

Oncor

Electric

Delivery

Co

LLC

4.150

06/01/32

396,023‌

500,000

Oncor

Electric

Delivery

Co

LLC

4.550

09/15/32

477,752‌

1,000,000

Oncor

Electric

Delivery

Co

LLC

5.650

11/15/33

1,025,784‌

100,000

Oncor

Electric

Delivery

Co

LLC

5.250

09/30/40

96,187‌

550,000

Oncor

Electric

Delivery

Co

LLC

4.550

12/01/41

489,100‌

56,000

Oncor

Electric

Delivery

Co

LLC

5.300

06/01/42

53,954‌

300,000

Oncor

Electric

Delivery

Co

LLC

3.750

04/01/45

232,610‌

400,000

Oncor

Electric

Delivery

Co

LLC

3.800

09/30/47

304,881‌

200,000

Oncor

Electric

Delivery

Co

LLC

4.100

11/15/48

159,994‌

500,000

Oncor

Electric

Delivery

Co

LLC

3.800

06/01/49

379,368‌

500,000

Oncor

Electric

Delivery

Co

LLC

3.100

09/15/49

332,466‌

200,000

Oncor

Electric

Delivery

Co

LLC

3.700

05/15/50

147,655‌

550,000

Oncor

Electric

Delivery

Co

LLC

2.700

11/15/51

327,355‌

2,000,000

Oncor

Electric

Delivery

Co

LLC

4.950

09/15/52

1,809,445‌

164,000

Oncor

Electric

Delivery

Co

LLC

5.350

10/01/52

156,501‌

1,000,000

(d)

Oncor

Electric

Delivery

Co

LLC

5.550

06/15/54

980,633‌

500,000

ONE

Gas,

Inc

5.100

04/01/29

501,322‌

100,000

ONE

Gas,

Inc

2.000

05/15/30

84,702‌

500,000

ONE

Gas,

Inc

4.250

09/01/32

479,482‌

100,000

ONE

Gas,

Inc

4.658

02/01/44

88,336‌

500,000

ONE

Gas,

Inc

4.500

11/01/48

421,691‌

2,000,000

Pacific

Gas

and

Electric

Co

3.150

01/01/26

1,926,348‌

500,000

Pacific

Gas

and

Electric

Co

5.450

06/15/27

500,255‌

3,000,000

Pacific

Gas

and

Electric

Co

2.100

08/01/27

2,706,824‌

1,500,000

(a)

Pacific

Gas

and

Electric

Co

3.000

06/15/28

1,371,518‌

500,000

Pacific

Gas

and

Electric

Co

6.100

01/15/29

511,733‌

1,000,000

Pacific

Gas

and

Electric

Co

4.200

03/01/29

945,916‌

500,000

Pacific

Gas

and

Electric

Co

5.550

05/15/29

501,125‌

3,000,000

Pacific

Gas

and

Electric

Co

4.550

07/01/30

2,842,942‌

3,000,000

Pacific

Gas

and

Electric

Co

2.500

02/01/31

2,472,952‌

2,000,000

Pacific

Gas

and

Electric

Co

3.250

06/01/31

1,719,623‌

1,000,000

Pacific

Gas

and

Electric

Co

4.400

03/01/32

914,526‌

500,000

Pacific

Gas

and

Electric

Co

5.900

06/15/32

500,368‌

500,000

Pacific

Gas

and

Electric

Co

6.150

01/15/33

507,938‌

1,500,000

Pacific

Gas

and

Electric

Co

6.400

06/15/33

1,549,199‌

1,000,000

Pacific

Gas

and

Electric

Co

6.950

03/15/34

1,076,724‌

1,500,000

Pacific

Gas

and

Electric

Co

5.800

05/15/34

1,490,469‌

750,000

Pacific

Gas

and

Electric

Co

4.500

07/01/40

617,663‌

1,000,000

Pacific

Gas

and

Electric

Co

3.300

08/01/40

712,145‌

1,500,000

Pacific

Gas

and

Electric

Co

4.200

06/01/41

1,174,989‌

1,200,000

Pacific

Gas

and

Electric

Co

4.950

07/01/50

991,465‌

2,300,000

Pacific

Gas

and

Electric

Co

3.500

08/01/50

1,500,991‌

1,000,000

Pacific

Gas

and

Electric

Co

5.250

03/01/52

857,283‌

2,000,000

Pacific

Gas

and

Electric

Co

6.750

01/15/53

2,075,883‌

400,000

Pacific

Gas

and

Electric

Co

6.700

04/01/53

416,224‌

500,000

PacifiCorp

3.500

06/15/29

464,485‌

500,000

PacifiCorp

2.700

09/15/30

433,796‌

1,000,000

PacifiCorp

5.300

02/15/31

996,772‌

1,000,000

PacifiCorp

5.450

02/15/34

987,843‌

850,000

PacifiCorp

6.000

01/15/39

862,908‌

300,000

PacifiCorp

4.125

01/15/49

228,472‌

1,300,000

PacifiCorp

4.150

02/15/50

993,845‌

250,000

PacifiCorp

3.300

03/15/51

161,575‌

2,000,000

PacifiCorp

2.900

06/15/52

1,178,446‌

750,000

PacifiCorp

5.350

12/01/53

680,576‌

775,000

PacifiCorp

5.500

05/15/54

719,993‌

1,000,000

PacifiCorp

5.800

01/15/55

968,257‌

1,000,000

PECO

Energy

Co

4.900

06/15/33

979,464‌

200,000

PECO

Energy

Co

4.150

10/01/44

163,731‌

Nuveen

Bond

Index

Fund

June

30,

2024

104

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES—continued

$

200,000

PECO

Energy

Co

3.700

%

09/15/47

$

151,434‌

1,200,000

PECO

Energy

Co

3.900

03/01/48

932,824‌

125,000

PECO

Energy

Co

3.000

09/15/49

82,256‌

100,000

PECO

Energy

Co

2.800

06/15/50

62,528‌

475,000

PECO

Energy

Co

3.050

03/15/51

308,472‌

1,000,000

PECO

Energy

Co

2.850

09/15/51

617,914‌

500,000

PECO

Energy

Co

4.600

05/15/52

429,967‌

500,000

PECO

Energy

Co

4.375

08/15/52

411,225‌

500,000

PG&E

Recovery

Funding

LLC

5.256

01/15/38

501,949‌

500,000

PG&E

Recovery

Funding

LLC

5.536

07/15/47

505,805‌

382,057

PG&E

WILDFIRE

RECOVERY

3.594

06/01/30

365,141‌

250,000

PG&E

WILDFIRE

RECOVERY

4.263

06/01/36

233,481‌

250,000

PG&E

WILDFIRE

RECOVERY

4.377

06/01/39

229,144‌

1,000,000

PG&E

WILDFIRE

RECOVERY

4.451

12/01/47

877,792‌

1,000,000

PG&E

WILDFIRE

RECOVERY

4.674

12/01/51

897,678‌

418,533

PG&E

Wildfire

Recovery

Funding

LLC

4.022

06/01/31

402,174‌

500,000

PG&E

Wildfire

Recovery

Funding

LLC

4.722

06/01/37

479,969‌

500,000

PG&E

Wildfire

Recovery

Funding

LLC

5.081

06/01/41

493,989‌

750,000

PG&E

Wildfire

Recovery

Funding

LLC

5.212

12/01/47

724,797‌

750,000

PG&E

Wildfire

Recovery

Funding

LLC

5.099

06/01/52

717,509‌

1,000,000

Piedmont

Natural

Gas

Co,

Inc

2.500

03/15/31

839,510‌

500,000

Piedmont

Natural

Gas

Co,

Inc

5.400

06/15/33

500,976‌

200,000

Piedmont

Natural

Gas

Co,

Inc

4.650

08/01/43

175,356‌

1,600,000

Piedmont

Natural

Gas

Co,

Inc

3.350

06/01/50

1,049,914‌

1,000,000

Piedmont

Natural

Gas

Co,

Inc

5.050

05/15/52

873,329‌

500,000

Potomac

Electric

Power

Co

5.200

03/15/34

499,780‌

900,000

Potomac

Electric

Power

Co

4.150

03/15/43

743,655‌

250,000

Potomac

Electric

Power

Co

5.500

03/15/54

243,684‌

950,000

PPL

Capital

Funding,

Inc

3.100

05/15/26

911,591‌

1,500,000

PPL

Electric

Utilities

Corp

5.000

05/15/33

1,479,269‌

150,000

PPL

Electric

Utilities

Corp

4.850

02/15/34

145,957‌

200,000

PPL

Electric

Utilities

Corp

4.125

06/15/44

165,146‌

275,000

PPL

Electric

Utilities

Corp

4.150

10/01/45

227,014‌

500,000

PPL

Electric

Utilities

Corp

3.950

06/01/47

396,790‌

200,000

PPL

Electric

Utilities

Corp

4.150

06/15/48

162,050‌

525,000

PPL

Electric

Utilities

Corp

3.000

10/01/49

347,300‌

1,000,000

PPL

Electric

Utilities

Corp

5.250

05/15/53

951,982‌

250,000

Public

Service

Co

of

Colorado

3.700

06/15/28

237,422‌

1,000,000

Public

Service

Co

of

Colorado

1.900

01/15/31

812,230‌

1,050,000

Public

Service

Co

of

Colorado

1.875

06/15/31

840,114‌

275,000

Public

Service

Co

of

Colorado

4.100

06/01/32

253,311‌

750,000

Public

Service

Co

of

Colorado

5.350

05/15/34

743,391‌

200,000

Public

Service

Co

of

Colorado

3.800

06/15/47

145,801‌

100,000

Public

Service

Co

of

Colorado

4.100

06/15/48

76,492‌

300,000

Public

Service

Co

of

Colorado

4.050

09/15/49

227,077‌

400,000

Public

Service

Co

of

Colorado

3.200

03/01/50

262,943‌

350,000

Public

Service

Co

of

Colorado

2.700

01/15/51

206,628‌

1,000,000

Public

Service

Co

of

Colorado

5.250

04/01/53

913,796‌

500,000

Public

Service

Co

of

Colorado

5.750

05/15/54

493,699‌

1,200,000

Public

Service

Co

of

New

Hampshire

2.200

06/15/31

998,707‌

1,500,000

Public

Service

Co

of

New

Hampshire

5.350

10/01/33

1,508,446‌

100,000

Public

Service

Co

of

New

Hampshire

3.600

07/01/49

73,318‌

500,000

Public

Service

Co

of

New

Hampshire

5.150

01/15/53

467,815‌

500,000

Public

Service

Co

of

Oklahoma

2.200

08/15/31

404,038‌

1,000,000

Public

Service

Co

of

Oklahoma

5.250

01/15/33

978,202‌

500,000

Public

Service

Co

of

Oklahoma

3.150

08/15/51

321,775‌

1,000,000

Public

Service

Electric

and

Gas

Co

0.950

03/15/26

932,610‌

300,000

Public

Service

Electric

and

Gas

Co

2.250

09/15/26

282,152‌

450,000

Public

Service

Electric

and

Gas

Co

3.000

05/15/27

426,476‌

250,000

Public

Service

Electric

and

Gas

Co

3.700

05/01/28

239,380‌

500,000

Public

Service

Electric

and

Gas

Co

2.450

01/15/30

436,989‌

105

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES—continued

$

1,000,000

Public

Service

Electric

and

Gas

Co

1.900

%

08/15/31

$

809,205‌

225,000

Public

Service

Electric

and

Gas

Co

4.900

12/15/32

221,417‌

500,000

Public

Service

Electric

and

Gas

Co

4.650

03/15/33

481,922‌

1,000,000

Public

Service

Electric

and

Gas

Co

5.200

08/01/33

1,001,427‌

500,000

Public

Service

Electric

and

Gas

Co

5.200

03/01/34

500,198‌

200,000

Public

Service

Electric

and

Gas

Co

3.800

01/01/43

160,856‌

600,000

Public

Service

Electric

and

Gas

Co

3.800

03/01/46

469,407‌

200,000

Public

Service

Electric

and

Gas

Co

3.600

12/01/47

148,813‌

250,000

Public

Service

Electric

and

Gas

Co

4.050

05/01/48

201,020‌

500,000

Public

Service

Electric

and

Gas

Co

3.850

05/01/49

388,815‌

575,000

Public

Service

Electric

and

Gas

Co

3.200

08/01/49

396,072‌

500,000

Public

Service

Electric

and

Gas

Co

3.150

01/01/50

342,443‌

175,000

Public

Service

Electric

and

Gas

Co

2.700

05/01/50

109,794‌

425,000

Public

Service

Electric

and

Gas

Co

2.050

08/01/50

229,813‌

2,000,000

Public

Service

Electric

and

Gas

Co

3.000

03/01/51

1,310,431‌

200,000

Public

Service

Electric

and

Gas

Co

5.125

03/15/53

189,616‌

1,500,000

Public

Service

Electric

and

Gas

Co

5.450

08/01/53

1,476,992‌

500,000

Public

Service

Electric

and

Gas

Co

5.450

03/01/54

493,009‌

1,000,000

Public

Service

Enterprise

Group,

Inc

5.850

11/15/27

1,017,109‌

400,000

Public

Service

Enterprise

Group,

Inc

1.600

08/15/30

324,368‌

1,000,000

Public

Service

Enterprise

Group,

Inc

2.450

11/15/31

823,430‌

750,000

Public

Service

Enterprise

Group,

Inc

6.125

10/15/33

779,232‌

1,000,000

Puget

Energy,

Inc

2.379

06/15/28

892,521‌

1,000,000

Puget

Energy,

Inc

4.100

06/15/30

920,028‌

1,000,000

Puget

Sound

Energy,

Inc

5.330

06/15/34

999,789‌

250,000

Puget

Sound

Energy,

Inc

5.757

10/01/39

250,936‌

200,000

Puget

Sound

Energy,

Inc

4.300

05/20/45

163,736‌

275,000

Puget

Sound

Energy,

Inc

3.250

09/15/49

181,407‌

750,000

Puget

Sound

Energy,

Inc

2.893

09/15/51

462,111‌

1,000,000

Puget

Sound

Energy,

Inc

5.685

06/15/54

989,495‌

800,000

San

Diego

Gas

&

Electric

Co

2.500

05/15/26

761,870‌

550,000

San

Diego

Gas

&

Electric

Co

4.950

08/15/28

547,468‌

500,000

San

Diego

Gas

&

Electric

Co

1.700

10/01/30

410,312‌

300,000

San

Diego

Gas

&

Electric

Co

3.750

06/01/47

224,152‌

300,000

San

Diego

Gas

&

Electric

Co

4.150

05/15/48

241,562‌

750,000

San

Diego

Gas

&

Electric

Co

4.100

06/15/49

589,657‌

675,000

San

Diego

Gas

&

Electric

Co

2.950

08/15/51

437,121‌

1,000,000

San

Diego

Gas

&

Electric

Co

3.700

03/15/52

724,946‌

1,000,000

San

Diego

Gas

&

Electric

Co

5.350

04/01/53

945,019‌

1,000,000

San

Diego

Gas

&

Electric

Co

5.550

04/15/54

977,193‌

1,525,000

Sempra

3.250

06/15/27

1,439,374‌

675,000

Sempra

3.400

02/01/28

634,781‌

1,000,000

Sempra

5.500

08/01/33

998,341‌

825,000

Sempra

3.800

02/01/38

674,024‌

125,000

Sempra

6.000

10/15/39

126,447‌

850,000

Sempra

4.000

02/01/48

645,287‌

1,380,000

Sempra

4.125

04/01/52

1,270,222‌

1,000,000

Sempra

6.875

10/01/54

993,848‌

869,000

Sierra

Pacific

Power

Co

2.600

05/01/26

828,763‌

500,000

Sierra

Pacific

Power

Co

5.900

03/15/54

497,391‌

500,000

Southern

California

Edison

Co

4.700

06/01/27

493,002‌

750,000

Southern

California

Edison

Co

5.850

11/01/27

764,598‌

750,000

Southern

California

Edison

Co

3.650

03/01/28

710,911‌

1,000,000

Southern

California

Edison

Co

5.300

03/01/28

1,001,768‌

1,000,000

Southern

California

Edison

Co

5.650

10/01/28

1,016,829‌

500,000

Southern

California

Edison

Co

4.200

03/01/29

478,416‌

1,000,000

Southern

California

Edison

Co

5.150

06/01/29

999,062‌

600,000

Southern

California

Edison

Co

2.850

08/01/29

538,681‌

1,750,000

Southern

California

Edison

Co

2.250

06/01/30

1,483,934‌

1,500,000

Southern

California

Edison

Co

2.500

06/01/31

1,258,893‌

1,000,000

Southern

California

Edison

Co

5.450

06/01/31

1,007,149‌

Nuveen

Bond

Index

Fund

June

30,

2024

106

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES—continued

$

500,000

Southern

California

Edison

Co

2.750

%

02/01/32

$

421,701‌

750,000

Southern

California

Edison

Co

5.950

11/01/32

775,037‌

575,000

Southern

California

Edison

Co

5.200

06/01/34

561,456‌

185,000

Southern

California

Edison

Co

6.050

03/15/39

189,396‌

300,000

Southern

California

Edison

Co

4.500

09/01/40

258,143‌

825,000

Southern

California

Edison

Co

4.650

10/01/43

710,263‌

450,000

Southern

California

Edison

Co

3.600

02/01/45

328,673‌

1,937,000

Southern

California

Edison

Co

4.000

04/01/47

1,482,405‌

1,675,000

Southern

California

Edison

Co

4.125

03/01/48

1,300,424‌

1,500,000

Southern

California

Edison

Co

2.950

02/01/51

929,744‌

1,000,000

Southern

California

Edison

Co

3.650

06/01/51

705,146‌

500,000

Southern

California

Edison

Co

3.450

02/01/52

339,391‌

1,000,000

Southern

California

Edison

Co

5.700

03/01/53

968,697‌

500,000

Southern

California

Edison

Co

5.875

12/01/53

498,780‌

1,500,000

Southern

California

Edison

Co

5.750

04/15/54

1,467,994‌

200,000

Southern

California

Gas

Co

3.200

06/15/25

195,760‌

200,000

Southern

California

Gas

Co

2.600

06/15/26

189,972‌

1,000,000

Southern

California

Gas

Co

2.950

04/15/27

941,507‌

500,000

Southern

California

Gas

Co

2.550

02/01/30

435,279‌

1,000,000

Southern

California

Gas

Co

5.200

06/01/33

987,327‌

150,000

Southern

California

Gas

Co

3.750

09/15/42

116,530‌

500,000

Southern

California

Gas

Co

4.125

06/01/48

386,165‌

300,000

Southern

California

Gas

Co

4.300

01/15/49

240,031‌

500,000

Southern

California

Gas

Co

3.950

02/15/50

379,147‌

500,000

Southern

California

Gas

Co

6.350

11/15/52

538,934‌

1,000,000

Southern

California

Gas

Co

5.750

06/01/53

989,032‌

1,000,000

Southern

California

Gas

Co

5.600

04/01/54

981,586‌

2,000,000

Southern

Co

5.113

08/01/27

1,995,253‌

1,500,000

Southern

Co

1.750

03/15/28

1,329,071‌

1,000,000

Southern

Co

5.500

03/15/29

1,013,160‌

2,500,000

Southern

Co

3.700

04/30/30

2,304,845‌

1,000,000

Southern

Co

5.200

06/15/33

981,766‌

1,250,000

Southern

Co

5.700

03/15/34

1,270,859‌

400,000

Southern

Co

4.250

07/01/36

354,624‌

800,000

Southern

Co

4.400

07/01/46

668,000‌

1,000,000

Southern

Co

4.000

01/15/51

969,535‌

1,500,000

Southern

Co

3.750

09/15/51

1,408,502‌

400,000

Southern

Co

Gas

Capital

Corp

3.250

06/15/26

384,065‌

500,000

Southern

Co

Gas

Capital

Corp

1.750

01/15/31

404,566‌

1,000,000

Southern

Co

Gas

Capital

Corp

5.750

09/15/33

1,024,733‌

275,000

Southern

Co

Gas

Capital

Corp

4.400

06/01/43

226,605‌

100,000

Southern

Co

Gas

Capital

Corp

3.950

10/01/46

75,059‌

900,000

Southern

Co

Gas

Capital

Corp

4.400

05/30/47

730,489‌

175,000

Southern

Co

Gas

Capital

Corp

3.150

09/30/51

110,159‌

950,000

Southern

Power

Co

0.900

01/15/26

885,405‌

300,000

Southern

Power

Co

4.950

12/15/46

262,086‌

500,000

Southwest

Gas

Corp

5.800

12/01/27

507,249‌

500,000

Southwest

Gas

Corp

5.450

03/23/28

503,783‌

150,000

Southwest

Gas

Corp

3.700

04/01/28

142,596‌

100,000

Southwest

Gas

Corp

2.200

06/15/30

84,776‌

500,000

Southwest

Gas

Corp

4.050

03/15/32

452,425‌

100,000

Southwest

Gas

Corp

3.800

09/29/46

73,485‌

500,000

Southwest

Gas

Corp

4.150

06/01/49

379,035‌

1,000,000

Southwest

Gas

Corp

3.180

08/15/51

627,353‌

675,000

Southwestern

Electric

Power

Co

4.100

09/15/28

643,945‌

500,000

Southwestern

Electric

Power

Co

5.300

04/01/33

484,440‌

750,000

Southwestern

Electric

Power

Co

3.850

02/01/48

539,105‌

750,000

Southwestern

Electric

Power

Co

3.250

11/01/51

471,910‌

600,000

Southwestern

Public

Service

Co

4.500

08/15/41

501,485‌

300,000

Southwestern

Public

Service

Co

3.400

08/15/46

202,926‌

225,000

Southwestern

Public

Service

Co

3.700

08/15/47

158,915‌

107

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES—continued

$

200,000

Southwestern

Public

Service

Co

4.400

%

11/15/48

$

156,884‌

750,000

Southwestern

Public

Service

Co

3.750

06/15/49

538,935‌

650,000

Southwestern

Public

Service

Co

3.150

05/01/50

414,179‌

475,000

Southwestern

Public

Service

Co

6.000

06/01/54

473,610‌

500,000

Spire

Missouri,

Inc

4.800

02/15/33

486,041‌

1,500,000

Spire

Missouri,

Inc

3.300

06/01/51

991,452‌

1,000,000

System

Energy

Resources,

Inc

6.000

04/15/28

1,017,253‌

1,000,000

Tampa

Electric

Co

4.900

03/01/29

992,183‌

1,000,000

Tampa

Electric

Co

2.400

03/15/31

841,535‌

100,000

Tampa

Electric

Co

4.100

06/15/42

82,202‌

175,000

Tampa

Electric

Co

4.350

05/15/44

145,728‌

200,000

Tampa

Electric

Co

4.300

06/15/48

162,123‌

200,000

Tampa

Electric

Co

4.450

06/15/49

167,494‌

575,000

Tampa

Electric

Co

3.625

06/15/50

414,255‌

925,000

Tampa

Electric

Co

3.450

03/15/51

636,183‌

125,000

Tucson

Electric

Power

Co

1.500

08/01/30

101,474‌

200,000

(a)

Tucson

Electric

Power

Co

4.850

12/01/48

174,338‌

2,000,000

Tucson

Electric

Power

Co

3.250

05/01/51

1,310,835‌

500,000

Tucson

Electric

Power

Co

5.500

04/15/53

481,587‌

200,000

Union

Electric

Co

2.950

06/15/27

188,677‌

300,000

Union

Electric

Co

3.500

03/15/29

282,830‌

500,000

Union

Electric

Co

2.950

03/15/30

446,797‌

1,000,000

Union

Electric

Co

2.150

03/15/32

803,678‌

1,000,000

Union

Electric

Co

5.200

04/01/34

992,615‌

100,000

Union

Electric

Co

8.450

03/15/39

127,445‌

100,000

Union

Electric

Co

3.900

09/15/42

80,505‌

100,000

Union

Electric

Co

3.650

04/15/45

75,175‌

200,000

Union

Electric

Co

4.000

04/01/48

155,264‌

1,000,000

Union

Electric

Co

3.250

10/01/49

680,006‌

675,000

Union

Electric

Co

2.625

03/15/51

402,412‌

125,000

Union

Electric

Co

3.900

04/01/52

95,627‌

325,000

Union

Electric

Co

5.450

03/15/53

312,596‌

1,000,000

Union

Electric

Co

5.250

01/15/54

932,910‌

100,000

United

Utilities

plc

6.875

08/15/28

104,821‌

900,000

Virginia

Electric

and

Power

Co

2.950

11/15/26

855,612‌

1,750,000

Virginia

Electric

and

Power

Co

3.500

03/15/27

1,679,751‌

500,000

Virginia

Electric

and

Power

Co

3.750

05/15/27

481,539‌

2,000,000

Virginia

Electric

and

Power

Co

3.800

04/01/28

1,914,187‌

1,000,000

Virginia

Electric

and

Power

Co

2.875

07/15/29

903,162‌

1,000,000

Virginia

Electric

and

Power

Co

2.300

11/15/31

822,844‌

1,000,000

Virginia

Electric

and

Power

Co

2.400

03/30/32

821,642‌

750,000

Virginia

Electric

and

Power

Co

5.000

04/01/33

730,084‌

1,000,000

Virginia

Electric

and

Power

Co

5.300

08/15/33

994,527‌

500,000

Virginia

Electric

and

Power

Co

5.000

01/15/34

485,989‌

250,000

Virginia

Electric

and

Power

Co

4.650

08/15/43

216,943‌

400,000

Virginia

Electric

and

Power

Co

4.450

02/15/44

337,791‌

200,000

Virginia

Electric

and

Power

Co

4.200

05/15/45

163,224‌

1,100,000

Virginia

Electric

and

Power

Co

4.000

11/15/46

855,961‌

700,000

Virginia

Electric

and

Power

Co

3.800

09/15/47

518,982‌

1,300,000

Virginia

Electric

and

Power

Co

4.600

12/01/48

1,105,704‌

500,000

Virginia

Electric

and

Power

Co

3.300

12/01/49

337,130‌

500,000

Virginia

Electric

and

Power

Co

2.450

12/15/50

280,129‌

500,000

Virginia

Electric

and

Power

Co

4.625

05/15/52

420,661‌

1,500,000

Virginia

Electric

and

Power

Co

5.450

04/01/53

1,431,343‌

1,000,000

Virginia

Electric

and

Power

Co

5.700

08/15/53

994,374‌

1,000,000

Virginia

Electric

and

Power

Co

5.350

01/15/54

943,503‌

490,000

Virginia

Power

Fuel

Securitization

LLC

5.088

05/01/27

487,603‌

1,000,000

Virginia

Power

Fuel

Securitization

LLC

4.877

05/01/31

997,132‌

200,000

Washington

Gas

Light

Co

3.796

09/15/46

150,219‌

700,000

Washington

Gas

Light

Co

3.650

09/15/49

512,723‌

365,000

WEC

Energy

Group,

Inc

3.550

06/15/25

357,605‌

Nuveen

Bond

Index

Fund

June

30,

2024

108

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES—continued

$

1,000,000

WEC

Energy

Group,

Inc

5.150

%

10/01/27

$

997,111‌

500,000

WEC

Energy

Group,

Inc

1.375

10/15/27

443,169‌

1,000,000

WEC

Energy

Group,

Inc

4.750

01/15/28

990,046‌

500,000

WEC

Energy

Group,

Inc

1.800

10/15/30

406,651‌

175,000

Wisconsin

Electric

Power

Co

2.050

12/15/24

172,128‌

1,000,000

Wisconsin

Electric

Power

Co

1.700

06/15/28

884,864‌

1,000,000

Wisconsin

Electric

Power

Co

5.000

05/15/29

1,001,749‌

575,000

Wisconsin

Electric

Power

Co

4.750

09/30/32

561,371‌

200,000

Wisconsin

Electric

Power

Co

5.625

05/15/33

208,555‌

200,000

Wisconsin

Electric

Power

Co

4.300

10/15/48

165,634‌

325,000

Wisconsin

Power

and

Light

Co

3.050

10/15/27

305,381‌

500,000

Wisconsin

Power

and

Light

Co

3.000

07/01/29

457,489‌

500,000

Wisconsin

Power

and

Light

Co

3.950

09/01/32

456,987‌

150,000

Wisconsin

Power

and

Light

Co

4.950

04/01/33

145,134‌

500,000

Wisconsin

Power

and

Light

Co

5.375

03/30/34

496,701‌

225,000

Wisconsin

Power

and

Light

Co

3.650

04/01/50

161,052‌

200,000

Wisconsin

Public

Service

Corp

4.752

11/01/44

180,236‌

300,000

Wisconsin

Public

Service

Corp

3.300

09/01/49

208,060‌

550,000

Wisconsin

Public

Service

Corp

2.850

12/01/51

339,826‌

750,000

Xcel

Energy,

Inc

3.350

12/01/26

715,685‌

1,000,000

Xcel

Energy,

Inc

1.750

03/15/27

909,823‌

900,000

Xcel

Energy,

Inc

4.000

06/15/28

857,715‌

1,000,000

Xcel

Energy,

Inc

2.350

11/15/31

808,275‌

1,000,000

Xcel

Energy,

Inc

5.450

08/15/33

982,430‌

200,000

Xcel

Energy,

Inc

4.800

09/15/41

173,782‌

500,000

Xcel

Energy,

Inc

3.500

12/01/49

338,595‌

TOTAL

UTILITIES

562,450,098‌

TOTAL

CORPORATE

BONDS

6,042,578,688‌

(Cost

$6,697,991,569)

GOVERNMENT

BONDS

-

71.8%

AGENCY

SECURITIES

-

0.8%

1,500,000

Federal

Farm

Credit

Bank

(FFCB)

3.375

08/26/24

1,494,723‌

10,000,000

FFCB

4.250

09/26/24

9,970,627‌

1,750,000

FFCB

1.125

01/06/25

1,712,814‌

4,000,000

FFCB

1.750

02/14/25

3,912,533‌

4,000,000

FFCB

5.125

10/10/25

4,006,330‌

2,000,000

FFCB

4.375

06/23/26

1,985,886‌

5,000,000

FFCB

4.500

08/14/26

4,974,295‌

5,000,000

FFCB

1.650

07/23/35

3,604,471‌

615,000

Federal

Home

Loan

Bank

(FHLB)

3.000

07/08/24

614,657‌

1,800,000

FHLB

5.000

02/28/25

1,796,442‌

3,000,000

(a)

FHLB

4.625

06/06/25

2,984,730‌

2,000,000

(a)

FHLB

0.375

09/04/25

1,897,948‌

15,000,000

FHLB

4.625

11/17/26

14,984,923‌

5,000,000

FHLB

4.125

01/15/27

4,941,441‌

5,000,000

FHLB

4.750

04/09/27

5,014,187‌

10,000,000

(a)

FHLB

4.000

06/30/28

9,720,571‌

13,875,000

FHLB

3.250

11/16/28

13,240,213‌

10,000,000

Federal

Home

Loan

Mortgage

Corp

(FHLMC)

1.500

02/12/25

9,769,914‌

6,000,000

FHLMC

0.375

07/21/25

5,716,481‌

5,000,000

(a)

FHLMC

0.375

09/23/25

4,725,595‌

5,000,000

Federal

National

Mortgage

Association

(FNMA)

1.750

07/02/24

4,999,448‌

13,700,000

FNMA

2.625

09/06/24

13,627,664‌

3,000,000

(a)

FNMA

1.625

01/07/25

2,944,028‌

4,000,000

FNMA

0.625

04/22/25

3,857,033‌

10,000,000

FNMA

0.375

08/25/25

9,481,032‌

4,500,000

(a)

FNMA

0.500

11/07/25

4,240,104‌

4,000,000

FNMA

1.875

09/24/26

3,761,733‌

3,000,000

(a)

FNMA

0.750

10/08/27

2,655,093‌

10,000,000

FNMA

0.875

08/05/30

8,101,376‌

109

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

AGENCY

SECURITIES—continued

$

5,000,000

FNMA

6.625

%

11/15/30

$

5,588,448‌

1,000,000

FNMA

5.625

07/15/37

1,096,662‌

1,300,000

Hashemite

Kingdom

of

Jordan

Government

AID

Bond

3.000

06/30/25

1,263,166‌

250,000

Private

Export

Funding

Corp

(PEFCO)

1.750

11/15/24

246,378‌

200,000

PEFCO

3.250

06/15/25

196,032‌

1,000,000

PEFCO

3.900

10/15/27

978,680‌

750,000

Tennessee

Valley

Authority

(TVA)

2.875

09/15/24

745,975‌

2,000,000

TVA

0.750

05/15/25

1,924,090‌

1,425,000

TVA

2.875

02/01/27

1,364,362‌

1,000,000

TVA

3.875

03/15/28

978,201‌

5,000,000

TVA

1.500

09/15/31

4,068,388‌

500,000

TVA

5.880

04/01/36

549,904‌

500,000

(a)

TVA

5.500

06/15/38

531,816‌

4,300,000

TVA

3.500

12/15/42

3,528,631‌

750,000

TVA

4.250

09/15/52

656,537‌

1,750,000

TVA

4.625

09/15/60

1,618,770‌

300,000

TVA

4.250

09/15/65

256,856‌

TOTAL

AGENCY

SECURITIES

186,329,188‌

BANKS

-

0.0%

4,000,000

Inter-American

Development

Bank

4.125

02/15/29

3,943,906‌

3,000,000

Nordic

Investment

Bank

4.250

02/28/29

2,970,463‌

TOTAL

BANKS

6,914,369‌

COMMERCIAL

SERVICES

&

SUPPLIES

-

0.1%

4,550,000

European

Investment

Bank

4.000

02/15/29

4,461,424‌

4,500,000

European

Investment

Bank

4.750

06/15/29

4,557,447‌

6,870,000

European

Investment

Bank

4.125

02/13/34

6,678,029‌

TOTAL

COMMERCIAL

SERVICES

&

SUPPLIES

15,696,900‌

FINANCIAL

SERVICES

-

0.0%

3,430,000

European

Bank

for

Reconstruction

&

Development

4.125

01/25/29

3,379,541‌

2,000,000

European

Bank

for

Reconstruction

&

Development

4.250

03/13/34

1,958,543‌

2,500,000

International

Finance

Corp

4.250

07/02/29

2,500,103‌

TOTAL

FINANCIAL

SERVICES

7,838,187‌

FOREIGN

GOVERNMENT

BONDS

-

3.1%

5,000,000

African

Development

Bank

0.875

03/23/26

4,668,158‌

3,000,000

African

Development

Bank

0.875

07/22/26

2,772,497‌

1,725,000

African

Development

Bank

4.625

01/04/27

1,721,664‌

2,000,000

African

Development

Bank

4.125

02/25/27

1,972,196‌

1,220,000

Asian

Development

Bank

0.625

10/08/24

1,204,300‌

2,000,000

Asian

Development

Bank

1.500

10/18/24

1,976,584‌

500,000

Asian

Development

Bank

2.000

01/22/25

490,754‌

3,000,000

Asian

Development

Bank

2.875

05/06/25

2,941,765‌

6,000,000

Asian

Development

Bank

0.375

09/03/25

5,679,091‌

3,000,000

Asian

Development

Bank

0.500

02/04/26

2,797,966‌

5,000,000

Asian

Development

Bank

1.000

04/14/26

4,670,288‌

1,500,000

Asian

Development

Bank

2.000

04/24/26

1,425,676‌

1,000,000

(a)

Asian

Development

Bank

2.625

01/12/27

951,055‌

6,000,000

Asian

Development

Bank

1.500

01/20/27

5,546,164‌

500,000

Asian

Development

Bank

2.375

08/10/27

467,966‌

500,000

Asian

Development

Bank

2.500

11/02/27

467,911‌

1,000,000

Asian

Development

Bank

2.750

01/19/28

940,337‌

1,000,000

Asian

Development

Bank

3.750

04/25/28

972,198‌

2,500,000

Asian

Development

Bank

1.250

06/09/28

2,205,932‌

75,000

Asian

Development

Bank

5.820

06/16/28

77,932‌

4,000,000

Asian

Development

Bank

4.500

08/25/28

3,998,433‌

2,575,000

Asian

Development

Bank

3.125

09/26/28

2,440,044‌

4,000,000

(a)

Asian

Development

Bank

4.375

03/06/29

3,985,683‌

2,000,000

Asian

Development

Bank

1.750

09/19/29

1,749,112‌

3,500,000

Asian

Development

Bank

1.875

01/24/30

3,056,621‌

1,000,000

Asian

Development

Bank

0.750

10/08/30

799,171‌

Nuveen

Bond

Index

Fund

June

30,

2024

110

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FOREIGN

GOVERNMENT

BONDS—continued

$

3,000,000

Asian

Development

Bank

1.500

%

03/04/31

$

2,490,279‌

500,000

Asian

Development

Bank

3.125

04/27/32

455,940‌

2,400,000

Asian

Development

Bank

3.875

09/28/32

2,302,727‌

2,000,000

Asian

Development

Bank

4.000

01/12/33

1,928,998‌

1,000,000

Asian

Development

Bank

3.875

06/14/33

953,996‌

3,000,000

Asian

Development

Bank

4.125

01/12/34

2,916,376‌

3,000,000

Asian

Infrastructure

Investment

Bank

0.500

05/28/25

2,874,583‌

3,000,000

Asian

Infrastructure

Investment

Bank

0.500

01/27/26

2,797,603‌

2,000,000

Asian

Infrastructure

Investment

Bank

4.875

09/14/26

2,003,628‌

2,000,000

Asian

Infrastructure

Investment

Bank

3.750

09/14/27

1,947,389‌

2,000,000

(a)

Asian

Infrastructure

Investment

Bank

4.000

01/18/28

1,960,578‌

1,000,000

Asian

Infrastructure

Investment

Bank

4.125

01/18/29

986,702‌

4,000,000

Asian

Infrastructure

Investment

Bank

4.250

03/13/34

3,904,991‌

1,870,000

Canada

Government

International

Bond

2.875

04/28/25

1,835,457‌

1,000,000

Canada

Government

International

Bond

0.750

05/19/26

927,174‌

3,620,000

Canada

Government

International

Bond

3.750

04/26/28

3,517,579‌

5,000,000

Canada

Government

International

Bond

4.625

04/30/29

5,036,705‌

600,000

Chile

Government

International

Bond

2.750

01/31/27

563,579‌

1,000,000

Chile

Government

International

Bond

4.850

01/22/29

987,084‌

3,500,000

Chile

Government

International

Bond

2.550

01/27/32

2,935,267‌

1,000,000

Chile

Government

International

Bond

2.550

07/27/33

809,996‌

600,000

Chile

Government

International

Bond

3.500

01/31/34

519,813‌

5,408,529

Chile

Government

International

Bond

4.950

01/05/36

5,181,909‌

1,700,000

Chile

Government

International

Bond

3.100

05/07/41

1,242,019‌

1,000,000

Chile

Government

International

Bond

4.340

03/07/42

861,055‌

2,613,000

Chile

Government

International

Bond

3.500

01/25/50

1,875,731‌

1,500,000

Chile

Government

International

Bond

3.500

04/15/53

1,059,170‌

1,500,000

Chile

Government

International

Bond

5.330

01/05/54

1,412,744‌

2,500,000

Chile

Government

International

Bond

3.100

01/22/61

1,540,945‌

750,000

Chile

Government

International

Bond

3.250

09/21/71

462,918‌

1,125,000

Corp

Andina

de

Fomento

1.250

10/26/24

1,107,608‌

1,000,000

Corp

Andina

de

Fomento

1.625

09/23/25

952,259‌

1,000,000

Corp

Andina

de

Fomento

5.250

11/21/25

995,282‌

1,000,000

Corp

Andina

de

Fomento

4.750

04/01/26

987,241‌

1,000,000

Corp

Andina

de

Fomento

6.000

04/26/27

1,021,130‌

1,480,000

Council

Of

Europe

Development

Bank

1.375

02/27/25

1,442,075‌

1,500,000

Council

Of

Europe

Development

Bank

3.000

06/16/25

1,468,834‌

2,000,000

Council

Of

Europe

Development

Bank

0.875

09/22/26

1,836,821‌

1,000,000

Council

Of

Europe

Development

Bank

4.625

06/11/27

996,559‌

1,500,000

Council

Of

Europe

Development

Bank

3.625

01/26/28

1,451,852‌

2,000,000

European

Bank

for

Reconstruction

&

Development

1.625

09/27/24

1,981,751‌

3,000,000

European

Bank

for

Reconstruction

&

Development

0.500

11/25/25

2,818,366‌

2,000,000

European

Bank

for

Reconstruction

&

Development

0.500

01/28/26

1,866,048‌

1,360,000

European

Investment

Bank

2.500

10/15/24

1,348,471‌

3,250,000

European

Investment

Bank

1.625

03/14/25

3,167,506‌

3,500,000

European

Investment

Bank

0.625

07/25/25

3,338,917‌

5,000,000

European

Investment

Bank

2.750

08/15/25

4,872,977‌

3,000,000

European

Investment

Bank

0.375

12/15/25

2,808,218‌

3,500,000

European

Investment

Bank

0.375

03/26/26

3,240,747‌

2,760,000

European

Investment

Bank

0.750

10/26/26

2,522,985‌

7,000,000

European

Investment

Bank

1.375

03/15/27

6,422,371‌

2,675,000

European

Investment

Bank

4.375

03/19/27

2,656,176‌

400,000

European

Investment

Bank

2.375

05/24/27

376,086‌

250,000

European

Investment

Bank

0.625

10/21/27

219,969‌

1,310,000

European

Investment

Bank

3.250

11/15/27

1,256,354‌

4,000,000

European

Investment

Bank

3.875

03/15/28

3,909,350‌

4,000,000

European

Investment

Bank

4.500

10/16/28

4,001,946‌

550,000

European

Investment

Bank

1.625

10/09/29

477,742‌

1,000,000

European

Investment

Bank

0.875

05/17/30

816,747‌

2,000,000

European

Investment

Bank

3.625

07/15/30

1,913,691‌

2,000,000

European

Investment

Bank

0.750

09/23/30

1,604,679‌

111

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FOREIGN

GOVERNMENT

BONDS—continued

$

2,500,000

(a)

European

Investment

Bank

1.250

%

02/14/31

$

2,048,156‌

3,660,000

European

Investment

Bank

3.750

02/14/33

3,476,771‌

1,705,000

European

Investment

Bank

4.875

02/15/36

1,758,961‌

4,000,000

Export

Development

Canada

3.375

08/26/25

3,922,573‌

1,000,000

Export

Development

Canada

4.375

06/29/26

991,082‌

2,700,000

Export

Development

Canada

3.875

02/14/28

2,637,706‌

3,000,000

Export

Development

Canada

4.125

02/13/29

2,954,012‌

2,500,000

Export

Development

Canada

4.750

06/05/34

2,548,977‌

750,000

Export-Import

Bank

of

Korea

1.875

02/12/25

734,731‌

1,000,000

Export-Import

Bank

of

Korea

0.750

09/21/25

947,597‌

250,000

Export-Import

Bank

of

Korea

3.250

11/10/25

243,706‌

1,000,000

Export-Import

Bank

of

Korea

0.625

02/09/26

932,424‌

500,000

Export-Import

Bank

of

Korea

2.625

05/26/26

478,303‌

500,000

Export-Import

Bank

of

Korea

3.250

08/12/26

482,605‌

750,000

Export-Import

Bank

of

Korea

1.125

12/29/26

682,828‌

1,000,000

Export-Import

Bank

of

Korea

4.625

01/11/27

992,536‌

1,000,000

Export-Import

Bank

of

Korea

1.625

01/18/27

921,630‌

500,000

Export-Import

Bank

of

Korea

2.375

04/21/27

466,820‌

1,000,000

Export-Import

Bank

of

Korea

4.250

09/15/27

980,728‌

1,500,000

Export-Import

Bank

of

Korea

5.000

01/11/28

1,509,931‌

1,500,000

Export-Import

Bank

of

Korea

5.125

09/18/28

1,521,267‌

1,000,000

Export-Import

Bank

of

Korea

4.500

01/11/29

991,318‌

1,000,000

Export-Import

Bank

of

Korea

1.250

09/21/30

807,672‌

1,000,000

Export-Import

Bank

of

Korea

1.375

02/09/31

804,114‌

1,000,000

Export-Import

Bank

of

Korea

2.125

01/18/32

825,695‌

485,000

Export-Import

Bank

of

Korea

4.500

09/15/32

469,552‌

1,500,000

Export-Import

Bank

of

Korea

5.125

01/11/33

1,517,670‌

1,500,000

Export-Import

Bank

of

Korea

5.125

09/18/33

1,519,568‌

1,000,000

Export-Import

Bank

of

Korea

4.625

01/11/34

974,972‌

1,000,000

Export-Import

Bank

of

Korea

2.500

06/29/41

706,270‌

100,000

Finland

Government

International

Bond

6.950

02/15/26

102,534‌

1,250,000

Hungary

Government

International

Bond

7.625

03/29/41

1,425,000‌

200,000

Hydro-Quebec

8.500

12/01/29

232,361‌

1,000,000

Indonesia

Government

International

Bond

4.150

09/20/27

971,250‌

750,000

Indonesia

Government

International

Bond

3.500

01/11/28

708,626‌

1,500,000

Indonesia

Government

International

Bond

4.550

01/11/28

1,468,125‌

900,000

Indonesia

Government

International

Bond

4.750

02/11/29

887,625‌

1,000,000

Indonesia

Government

International

Bond

4.400

03/10/29

968,200‌

1,250,000

Indonesia

Government

International

Bond

3.400

09/18/29

1,151,606‌

1,000,000

Indonesia

Government

International

Bond

2.850

02/14/30

886,385‌

675,000

Indonesia

Government

International

Bond

3.850

10/15/30

626,859‌

1,500,000

Indonesia

Government

International

Bond

1.850

03/12/31

1,222,500‌

1,500,000

Indonesia

Government

International

Bond

2.150

07/28/31

1,233,384‌

300,000

Indonesia

Government

International

Bond

3.550

03/31/32

268,946‌

1,000,000

Indonesia

Government

International

Bond

4.650

09/20/32

963,750‌

1,275,000

Indonesia

Government

International

Bond

4.850

01/11/33

1,245,468‌

1,000,000

Indonesia

Government

International

Bond

4.700

02/10/34

965,000‌

875,000

Indonesia

Government

International

Bond

4.350

01/11/48

748,125‌

1,125,000

(a)

Indonesia

Government

International

Bond

5.350

02/11/49

1,113,750‌

1,000,000

(a)

Indonesia

Government

International

Bond

3.700

10/30/49

762,500‌

1,000,000

Indonesia

Government

International

Bond

3.500

02/14/50

733,840‌

2,000,000

(a)

Indonesia

Government

International

Bond

4.200

10/15/50

1,652,610‌

485,000

Indonesia

Government

International

Bond

4.300

03/31/52

406,100‌

500,000

Indonesia

Government

International

Bond

5.450

09/20/52

495,000‌

1,500,000

Indonesia

Government

International

Bond

5.650

01/11/53

1,522,500‌

1,000,000

Indonesia

Government

International

Bond

5.100

02/10/54

943,750‌

1,000,000

Indonesia

Government

International

Bond

3.200

09/23/61

642,950‌

500,000

Indonesia

Government

International

Bond

4.450

04/15/70

410,525‌

1,750,000

Indonesia

Government

International

Bond

3.350

03/12/71

1,128,312‌

500,000

Inter-American

Development

Bank

2.125

01/15/25

491,265‌

5,000,000

Inter-American

Development

Bank

1.750

03/14/25

4,876,674‌

Nuveen

Bond

Index

Fund

June

30,

2024

112

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FOREIGN

GOVERNMENT

BONDS—continued

$

10,000,000

Inter-American

Development

Bank

0.625

%

07/15/25

$

9,544,823‌

4,000,000

Inter-American

Development

Bank

0.875

04/20/26

3,725,966‌

1,500,000

Inter-American

Development

Bank

2.000

06/02/26

1,421,409‌

1,500,000

Inter-American

Development

Bank

2.000

07/23/26

1,418,930‌

5,000,000

Inter-American

Development

Bank

1.500

01/13/27

4,623,475‌

1,000,000

Inter-American

Development

Bank

4.375

02/01/27

992,824‌

1,000,000

Inter-American

Development

Bank

2.375

07/07/27

937,174‌

2,000,000

Inter-American

Development

Bank

0.625

09/16/27

1,764,184‌

3,000,000

Inter-American

Development

Bank

4.000

01/12/28

2,944,230‌

4,000,000

Inter-American

Development

Bank

1.125

07/20/28

3,502,751‌

2,000,000

Inter-American

Development

Bank

3.125

09/18/28

1,894,265‌

3,000,000

Inter-American

Development

Bank

2.250

06/18/29

2,707,105‌

2,000,000

(a)

Inter-American

Development

Bank

3.500

09/14/29

1,910,358‌

3,000,000

Inter-American

Development

Bank

1.125

01/13/31

2,432,353‌

2,000,000

Inter-American

Development

Bank

4.500

09/13/33

1,997,634‌

1,450,000

Inter-American

Development

Bank

3.200

08/07/42

1,160,392‌

300,000

Inter-American

Development

Bank

4.375

01/24/44

278,792‌

2,000,000

Inter-American

Investment

Corp

2.625

04/22/25

1,957,046‌

750,000

Inter-American

Investment

Corp

4.750

09/19/28

752,631‌

6,000,000

International

Bank

for

Reconstruction

&

Development

0.375

07/28/25

5,705,676‌

4,500,000

International

Bank

for

Reconstruction

&

Development

2.500

07/29/25

4,378,251‌

5,500,000

International

Bank

for

Reconstruction

&

Development

0.500

10/28/25

5,184,153‌

500,000

International

Bank

for

Reconstruction

&

Development

3.125

11/20/25

487,491‌

7,000,000

International

Bank

for

Reconstruction

&

Development

0.875

07/15/26

6,477,368‌

2,000,000

International

Bank

for

Reconstruction

&

Development

0.750

11/24/27

1,761,188‌

2,000,000

International

Bank

for

Reconstruction

&

Development

3.500

07/12/28

1,927,082‌

5,000,000

International

Bank

for

Reconstruction

&

Development

4.625

08/01/28

5,022,457‌

6,000,000

International

Bank

for

Reconstruction

&

Development

3.625

09/21/29

5,766,763‌

2,000,000

International

Bank

for

Reconstruction

&

Development

1.750

10/23/29

1,745,268‌

6,000,000

International

Bank

for

Reconstruction

&

Development

3.875

02/14/30

5,825,818‌

5,000,000

International

Bank

for

Reconstruction

&

Development

0.875

05/14/30

4,080,788‌

10,992,000

International

Bank

for

Reconstruction

&

Development

4.000

07/25/30

10,727,528‌

3,000,000

International

Bank

for

Reconstruction

&

Development

0.750

08/26/30

2,405,273‌

5,000,000

International

Bank

for

Reconstruction

&

Development

1.250

02/10/31

4,080,945‌

5,000,000

(a)

International

Bank

for

Reconstruction

&

Development

1.625

11/03/31

4,121,526‌

5,000,000

International

Bank

for

Reconstruction

&

Development

2.500

03/29/32

4,369,442‌

1,000,000

International

Bank

for

Reconstruction

&

Development

4.750

11/14/33

1,019,935‌

834,000

(a)

International

Bank

for

Reconstruction

&

Development

4.750

02/15/35

844,704‌

2,500,000

International

Finance

Corp

0.375

07/16/25

2,379,418‌

715,000

International

Finance

Corp

4.375

01/15/27

709,911‌

1,500,000

International

Finance

Corp

4.500

07/13/28

1,500,569‌

5,000,000

International

Finance

Corp

0.750

08/27/30

4,012,329‌

1,000,000

Israel

Government

International

Bond

2.875

03/16/26

946,706‌

975,000

Israel

Government

International

Bond

3.250

01/17/28

893,241‌

3,000,000

Israel

Government

International

Bond

5.375

03/12/29

2,943,024‌

600,000

Israel

Government

International

Bond

2.750

07/03/30

505,795‌

1,915,000

Israel

Government

International

Bond

4.500

01/17/33

1,722,313‌

1,500,000

Israel

Government

International

Bond

5.500

03/12/34

1,423,485‌

1,500,000

Israel

Government

International

Bond

4.500

01/30/43

1,225,038‌

200,000

Israel

Government

International

Bond

4.125

01/17/48

147,918‌

2,050,000

Israel

Government

International

Bond

3.375

01/15/50

1,305,768‌

1,800,000

Israel

Government

International

Bond

3.875

07/03/50

1,259,453‌

2,000,000

Israel

Government

International

Bond

5.750

03/12/54

1,797,500‌

300,000

Israel

Government

International

Bond

4.500

04/03/20

209,625‌

720,000

Japan

Bank

for

International

Cooperation

1.750

10/17/24

711,999‌

500,000

Japan

Bank

for

International

Cooperation

2.125

02/10/25

490,004‌

1,200,000

Japan

Bank

for

International

Cooperation

2.875

04/14/25

1,177,126‌

3,000,000

Japan

Bank

for

International

Cooperation

0.625

07/15/25

2,859,162‌

5,750,000

Japan

Bank

for

International

Cooperation

2.750

01/21/26

5,546,303‌

400,000

Japan

Bank

for

International

Cooperation

2.375

04/20/26

381,575‌

1,000,000

Japan

Bank

for

International

Cooperation

4.250

04/27/26

985,797‌

113

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FOREIGN

GOVERNMENT

BONDS—continued

$

1,500,000

Japan

Bank

for

International

Cooperation

1.875

%

07/21/26

$

1,410,345‌

1,000,000

Japan

Bank

for

International

Cooperation

2.875

06/01/27

947,474‌

750,000

Japan

Bank

for

International

Cooperation

2.875

07/21/27

709,316‌

300,000

Japan

Bank

for

International

Cooperation

2.750

11/16/27

280,958‌

1,000,000

Japan

Bank

for

International

Cooperation

4.625

07/19/28

996,933‌

1,000,000

Japan

Bank

for

International

Cooperation

4.875

10/18/28

1,007,713‌

750,000

Japan

Bank

for

International

Cooperation

3.500

10/31/28

714,709‌

2,000,000

Japan

Bank

for

International

Cooperation

2.125

02/16/29

1,789,001‌

1,000,000

Japan

Bank

for

International

Cooperation

2.000

10/17/29

875,695‌

1,500,000

Japan

Bank

for

International

Cooperation

1.250

01/21/31

1,214,598‌

1,200,000

Japan

Bank

for

International

Cooperation

4.375

01/24/31

1,181,767‌

3,000,000

Japan

Bank

for

International

Cooperation

1.875

04/15/31

2,518,946‌

1,000,000

Japan

Bank

for

International

Cooperation

4.625

04/17/34

999,524‌

350,000

Japan

International

Cooperation

Agency

2.125

10/20/26

328,870‌

1,900,000

Japan

International

Cooperation

Agency

3.250

05/25/27

1,817,198‌

1,000,000

Japan

International

Cooperation

Agency

4.000

05/23/28

971,402‌

700,000

Japan

International

Cooperation

Agency

3.375

06/12/28

664,229‌

2,000,000

Japan

International

Cooperation

Agency

4.750

05/21/29

2,010,690‌

2,000,000

Japan

International

Cooperation

Agency

1.000

07/22/30

1,613,152‌

1,500,000

Japan

International

Cooperation

Agency

1.750

04/28/31

1,241,499‌

1,000,000

Korea

Development

Bank

2.125

10/01/24

991,672‌

750,000

Korea

Development

Bank

1.750

02/18/25

733,538‌

200,000

Korea

Development

Bank

3.375

09/16/25

195,551‌

400,000

Korea

Development

Bank

3.000

01/13/26

387,801‌

1,000,000

Korea

Development

Bank

0.800

04/27/26

926,650‌

1,000,000

Korea

Development

Bank

0.800

07/19/26

918,307‌

1,000,000

Korea

Development

Bank

1.000

09/09/26

917,035‌

250,000

Korea

Development

Bank

2.000

09/12/26

234,323‌

1,000,000

Korea

Development

Bank

2.250

02/24/27

933,834‌

1,000,000

Korea

Development

Bank

5.375

10/23/28

1,023,275‌

2,000,000

Korea

Development

Bank

4.500

02/15/29

1,976,272‌

1,000,000

Korea

Development

Bank

1.625

01/19/31

813,996‌

1,000,000

Korea

Development

Bank

5.625

10/23/33

1,043,100‌

1,500,000

Korea

International

Bond

2.750

01/19/27

1,424,615‌

2,500,000

Korea

International

Bond

4.500

07/03/29

2,492,632‌

1,400,000

Korea

International

Bond

4.125

06/10/44

1,238,052‌

500,000

Korea

International

Bond

3.875

09/20/48

418,741‌

5,000,000

Kreditanstalt

fuer

Wiederaufbau

1.250

01/31/25

4,883,379‌

7,000,000

Kreditanstalt

fuer

Wiederaufbau

2.000

05/02/25

6,818,355‌

4,500,000

Kreditanstalt

fuer

Wiederaufbau

0.625

01/22/26

4,212,512‌

3,219,000

Kreditanstalt

fuer

Wiederaufbau

1.000

10/01/26

2,968,449‌

3,000,000

Kreditanstalt

fuer

Wiederaufbau

3.000

05/20/27

2,868,323‌

5,500,000

Kreditanstalt

fuer

Wiederaufbau

3.750

02/15/28

5,360,257‌

7,750,000

Kreditanstalt

fuer

Wiederaufbau

2.875

04/03/28

7,318,116‌

2,000,000

Kreditanstalt

fuer

Wiederaufbau

3.875

06/15/28

1,954,503‌

1,000,000

Kreditanstalt

fuer

Wiederaufbau

1.750

09/14/29

876,303‌

5,000,000

Kreditanstalt

fuer

Wiederaufbau

0.750

09/30/30

4,020,090‌

500,000

Landwirtschaftliche

Rentenbank

2.000

01/13/25

490,942‌

2,000,000

Landwirtschaftliche

Rentenbank

0.500

05/27/25

1,916,562‌

750,000

Landwirtschaftliche

Rentenbank

2.375

06/10/25

730,514‌

1,000,000

Landwirtschaftliche

Rentenbank

1.750

07/27/26

940,535‌

3,000,000

Landwirtschaftliche

Rentenbank

3.875

09/28/27

2,933,805‌

125,000

Landwirtschaftliche

Rentenbank

2.500

11/15/27

116,813‌

4,000,000

Landwirtschaftliche

Rentenbank

0.875

09/03/30

3,232,105‌

1,125,000

Mexico

Government

International

Bond

5.400

02/09/28

1,120,651‌

4,000,000

Mexico

Government

International

Bond

5.000

05/07/29

3,906,037‌

15,464,000

Mexico

Government

International

Bond

2.659

05/24/31

12,687,640‌

10,635,000

Mexico

Government

International

Bond

4.875

05/19/33

9,797,782‌

2,000,000

Mexico

Government

International

Bond

3.500

02/12/34

1,624,865‌

1,000,000

Mexico

Government

International

Bond

6.350

02/09/35

1,005,478‌

4,150,000

Mexico

Government

International

Bond

6.000

05/07/36

4,040,367‌

Nuveen

Bond

Index

Fund

June

30,

2024

114

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FOREIGN

GOVERNMENT

BONDS—continued

$

1,000,000

Mexico

Government

International

Bond

5.000

%

04/27/51

$

800,094‌

14,196,000

Mexico

Government

International

Bond

6.338

05/04/53

13,384,735‌

2,575,000

Mexico

Government

International

Bond

6.400

05/07/54

2,452,355‌

2,936,000

Mexico

Government

International

Bond

3.771

05/24/61

1,795,361‌

3,000,000

Mexico

Government

International

Bond

3.750

04/19/71

1,799,559‌

950,000

Mexico

Government

International

Bond

5.750

10/12/10

783,079‌

2,000,000

Nordic

Investment

Bank

0.375

09/11/25

1,891,509‌

1,200,000

Nordic

Investment

Bank

5.000

10/15/25

1,199,139‌

1,500,000

Nordic

Investment

Bank

0.500

01/21/26

1,400,830‌

1,000,000

(a)

Nordic

Investment

Bank

3.375

09/08/27

962,682‌

1,000,000

Panama

Government

International

Bond

3.750

03/16/25

982,693‌

300,000

Panama

Government

International

Bond

7.125

01/29/26

304,321‌

2,000,000

Panama

Government

International

Bond

3.875

03/17/28

1,841,746‌

1,450,000

Panama

Government

International

Bond

3.160

01/23/30

1,221,373‌

1,000,000

Panama

Government

International

Bond

7.500

03/01/31

1,045,218‌

2,500,000

Panama

Government

International

Bond

2.252

09/29/32

1,793,853‌

2,500,000

Panama

Government

International

Bond

3.298

01/19/33

1,937,633‌

2,500,000

Panama

Government

International

Bond

6.400

02/14/35

2,365,954‌

692,000

Panama

Government

International

Bond

6.700

01/26/36

670,637‌

1,000,000

Panama

Government

International

Bond

6.875

01/31/36

975,867‌

1,000,000

Panama

Government

International

Bond

8.000

03/01/38

1,053,035‌

750,000

Panama

Government

International

Bond

4.500

05/15/47

517,888‌

2,250,000

Panama

Government

International

Bond

4.500

04/16/50

1,509,695‌

1,450,000

Panama

Government

International

Bond

4.300

04/29/53

928,093‌

1,500,000

Panama

Government

International

Bond

6.853

03/28/54

1,371,336‌

1,500,000

Panama

Government

International

Bond

4.500

04/01/56

968,887‌

1,000,000

(a)

Panama

Government

International

Bond

7.875

03/01/57

1,039,914‌

3,500,000

Panama

Government

International

Bond

3.870

07/23/60

1,991,089‌

1,250,000

Panama

Government

International

Bond

4.500

01/19/63

797,359‌

5,000,000

Peruvian

Government

International

Bond

2.844

06/20/30

4,359,007‌

2,500,000

Peruvian

Government

International

Bond

2.783

01/23/31

2,146,384‌

1,500,000

Peruvian

Government

International

Bond

1.862

12/01/32

1,131,948‌

990,000

Peruvian

Government

International

Bond

3.000

01/15/34

801,957‌

1,100,000

Peruvian

Government

International

Bond

6.550

03/14/37

1,173,700‌

1,000,000

Peruvian

Government

International

Bond

3.300

03/11/41

738,759‌

1,850,000

Peruvian

Government

International

Bond

5.625

11/18/50

1,794,691‌

2,000,000

Peruvian

Government

International

Bond

3.550

03/10/51

1,407,100‌

1,500,000

Peruvian

Government

International

Bond

2.780

12/01/60

837,797‌

1,500,000

Peruvian

Government

International

Bond

3.600

01/15/72

959,727‌

1,000,000

Peruvian

Government

International

Bond

3.230

07/28/21

566,176‌

1,000,000

Philippine

Government

International

Bond

3.229

03/29/27

949,440‌

1,000,000

Philippine

Government

International

Bond

5.170

10/13/27

1,000,970‌

2,219,000

Philippine

Government

International

Bond

3.000

02/01/28

2,064,735‌

2,000,000

Philippine

Government

International

Bond

4.625

07/17/28

1,966,580‌

3,375,000

Philippine

Government

International

Bond

3.750

01/14/29

3,176,719‌

1,500,000

Philippine

Government

International

Bond

2.457

05/05/30

1,294,818‌

2,000,000

Philippine

Government

International

Bond

1.648

06/10/31

1,589,182‌

2,000,000

Philippine

Government

International

Bond

1.950

01/06/32

1,600,360‌

1,000,000

Philippine

Government

International

Bond

3.556

09/29/32

890,650‌

1,000,000

Philippine

Government

International

Bond

5.609

04/13/33

1,027,740‌

1,500,000

Philippine

Government

International

Bond

5.000

07/17/33

1,479,876‌

1,500,000

Philippine

Government

International

Bond

5.250

05/14/34

1,507,500‌

4,083,000

Philippine

Government

International

Bond

3.950

01/20/40

3,469,529‌

300,000

Philippine

Government

International

Bond

3.700

03/01/41

244,500‌

3,793,000

Philippine

Government

International

Bond

3.700

02/02/42

3,070,054‌

1,500,000

Philippine

Government

International

Bond

2.950

05/05/45

1,038,750‌

1,500,000

Philippine

Government

International

Bond

2.650

12/10/45

983,580‌

325,000

Philippine

Government

International

Bond

4.200

03/29/47

270,969‌

1,000,000

Philippine

Government

International

Bond

5.950

10/13/47

1,064,220‌

1,000,000

(a)

Philippine

Government

International

Bond

5.500

01/17/48

1,013,750‌

1,500,000

Philippine

Government

International

Bond

5.600

05/14/49

1,500,051‌

115

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FOREIGN

GOVERNMENT

BONDS—continued

$

1,000,000

Province

of

Alberta

Canada

1.000

%

05/20/25

$

962,802‌

925,000

Province

of

Alberta

Canada

3.300

03/15/28

880,439‌

1,000,000

Province

of

Alberta

Canada

4.500

06/26/29

999,499‌

2,000,000

Province

of

Alberta

Canada

1.300

07/22/30

1,649,827‌

1,000,000

Province

of

Alberta

Canada

4.500

01/24/34

978,959‌

850,000

Province

of

British

Columbia

Canada

2.250

06/02/26

808,302‌

1,500,000

Province

of

British

Columbia

Canada

0.900

07/20/26

1,384,304‌

1,000,000

Province

of

British

Columbia

Canada

4.800

11/15/28

1,006,773‌

5,000,000

Province

of

British

Columbia

Canada

4.900

04/24/29

5,058,681‌

1,500,000

Province

of

British

Columbia

Canada

1.300

01/29/31

1,220,567‌

850,000

Province

of

British

Columbia

Canada

4.200

07/06/33

814,578‌

3,000,000

Province

of

British

Columbia

Canada

4.750

06/12/34

2,984,075‌

500,000

Province

of

Manitoba

Canada

2.125

06/22/26

473,578‌

1,500,000

Province

of

Manitoba

Canada

1.500

10/25/28

1,317,048‌

1,000,000

Province

of

Manitoba

Canada

4.300

07/27/33

965,597‌

1,500,000

Province

of

Manitoba

Canada

4.900

05/31/34

1,509,646‌

500,000

Province

of

New

Brunswick

Canada

3.625

02/24/28

478,955‌

2,000,000

Province

of

Ontario

Canada

0.625

01/21/26

1,868,379‌

1,500,000

Province

of

Ontario

Canada

1.050

04/14/26

1,399,905‌

1,000,000

Province

of

Ontario

Canada

2.500

04/27/26

957,157‌

1,000,000

Province

of

Ontario

Canada

2.300

06/15/26

950,913‌

1,000,000

Province

of

Ontario

Canada

3.100

05/19/27

956,265‌

1,000,000

Province

of

Ontario

Canada

1.050

05/21/27

901,637‌

1,000,000

Province

of

Ontario

Canada

4.200

01/18/29

982,413‌

2,000,000

Province

of

Ontario

Canada

2.000

10/02/29

1,757,847‌

1,000,000

Province

of

Ontario

Canada

1.125

10/07/30

809,869‌

3,000,000

Province

of

Ontario

Canada

1.600

02/25/31

2,477,188‌

1,500,000

Province

of

Ontario

Canada

1.800

10/14/31

1,233,448‌

3,000,000

Province

of

Ontario

Canada

2.125

01/21/32

2,512,434‌

2,000,000

Province

of

Ontario

Canada

5.050

04/24/34

2,041,365‌

2,500,000

Province

of

Quebec

Canada

1.500

02/11/25

2,441,218‌

2,000,000

Province

of

Quebec

Canada

0.600

07/23/25

1,905,765‌

3,500,000

Province

of

Quebec

Canada

2.500

04/20/26

3,351,710‌

500,000

Province

of

Quebec

Canada

2.750

04/12/27

474,383‌

3,000,000

Province

of

Quebec

Canada

3.625

04/13/28

2,890,764‌

1,000,000

Province

of

Quebec

Canada

4.500

04/03/29

994,642‌

201,000

Province

of

Quebec

Canada

7.500

09/15/29

226,800‌

1,500,000

Province

of

Quebec

Canada

1.350

05/28/30

1,245,797‌

3,000,000

Province

of

Quebec

Canada

1.900

04/21/31

2,517,904‌

2,000,000

Province

of

Quebec

Canada

4.500

09/08/33

1,960,870‌

1,000,000

Province

of

Saskatchewan

Canada

3.250

06/08/27

957,183‌

2,000,000

Republic

of

Italy

Government

International

Bond

2.375

10/17/24

1,980,136‌

1,500,000

Republic

of

Italy

Government

International

Bond

2.875

10/17/29

1,335,228‌

1,599,000

Republic

of

Italy

Government

International

Bond

5.375

06/15/33

1,576,051‌

2,000,000

Republic

of

Italy

Government

International

Bond

4.000

10/17/49

1,485,920‌

3,000,000

Republic

of

Italy

Government

International

Bond

3.875

05/06/51

2,115,666‌

2,725,000

Republic

of

Poland

Government

International

Bond

3.250

04/06/26

2,643,250‌

1,500,000

Republic

of

Poland

Government

International

Bond

5.500

11/16/27

1,528,247‌

3,000,000

Republic

of

Poland

Government

International

Bond

4.625

03/18/29

2,962,785‌

850,000

Republic

of

Poland

Government

International

Bond

5.750

11/16/32

880,301‌

2,000,000

Republic

of

Poland

Government

International

Bond

4.875

10/04/33

1,950,472‌

2,900,000

Republic

of

Poland

Government

International

Bond

5.125

09/18/34

2,852,367‌

1,050,000

Republic

of

Poland

Government

International

Bond

5.500

04/04/53

1,029,215‌

1,650,000

Republic

of

Poland

Government

International

Bond

5.500

03/18/54

1,601,325‌

2,000,000

State

of

Israel

2.500

01/15/30

1,681,552‌

500,000

Svensk

Exportkredit

AB

3.625

09/03/24

498,249‌

1,000,000

Svensk

Exportkredit

AB

0.625

05/14/25

960,301‌

3,000,000

Svensk

Exportkredit

AB

0.500

08/26/25

2,843,355‌

2,250,000

Svensk

Exportkredit

AB

4.625

11/28/25

2,234,314‌

1,000,000

Svensk

Exportkredit

AB

4.875

09/14/26

1,000,385‌

1,500,000

Svensk

Exportkredit

AB

4.125

06/14/28

1,473,510‌

Nuveen

Bond

Index

Fund

June

30,

2024

116

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FOREIGN

GOVERNMENT

BONDS—continued

$

1,000,000

Svensk

Exportkredit

AB

4.250

%

02/01/29

$

986,596‌

1,000,000

Svensk

Exportkredit

AB

4.875

10/04/30

1,013,368‌

1,122,886

Uruguay

Government

International

Bond

4.375

01/23/31

1,090,219‌

5,957,660

Uruguay

Government

International

Bond

5.750

10/28/34

6,201,985‌

500,000

Uruguay

Government

International

Bond

4.125

11/20/45

432,250‌

2,063,907

Uruguay

Government

International

Bond

5.100

06/18/50

1,940,489‌

2,425,000

Uruguay

Government

International

Bond

4.975

04/20/55

2,208,440‌

TOTAL

FOREIGN

GOVERNMENT

BONDS

742,801,354‌

MORTGAGE

BACKED

-

25.5%

4,454

(e)

Federal

Home

Loan

Mortgage

Corp

(FHLMC)

DGS1

+

2.250%

6.959

04/01/35

4,521‌

1,089

(e)

FHLMC

DGS1

+

2.125%

6.250

10/01/35

1,099‌

10,439

(e)

FHLMC

DGS1

+

2.255%

6.380

02/01/36

10,593‌

178

(e)

FHLMC

LIBOR

12

M

+

1.686%

6.933

07/01/36

179‌

17,373

(e)

FHLMC

LIBOR

6

M

+

1.595%

6.064

09/01/36

17,175‌

10,425

(e)

FHLMC

DGS1

+

2.246%

6.355

09/01/36

10,547‌

11,552

(e)

FHLMC

LIBOR

6

M

+

1.758%

7.434

09/01/36

11,675‌

7,030

(e)

FHLMC

DGS1

+

2.250%

6.359

01/01/37

7,152‌

1,227

(e)

FHLMC

LIBOR

12

M

+

1.765%

6.226

02/01/37

1,233‌

573

(e)

FHLMC

DGS1

+

2.250%

6.358

02/01/37

587‌

53,477

(e)

FHLMC

LIBOR

12

M

+

1.855%

6.283

03/01/37

54,841‌

8,208,428

FHLMC

1.500

04/01/37

7,015,447‌

38,729

(e)

FHLMC

DGS1

+

2.250%

6.426

04/01/37

39,726‌

15,945

(e)

FHLMC

LIBOR

12

M

+

1.607%

6.963

04/01/37

15,911‌

12,173,610

FHLMC

2.000

05/01/37

10,695,491‌

4,015

(e)

FHLMC

LIBOR

12

M

+

2.096%

7.216

05/01/37

4,030‌

1,176

(e)

FHLMC

LIBOR

12

M

+

1.750%

6.000

06/01/37

1,177‌

12,806

(e)

FHLMC

DGS1

+

2.248%

6.524

06/01/37

12,749‌

25,035

(e)

FHLMC

LIBOR

6

M

+

1.270%

7.092

08/01/37

25,049‌

3,839

(e)

FHLMC

LIBOR

12

M

+

0.905%

5.155

09/01/37

3,815‌

176

(e)

FHLMC

LIBOR

12

M

+

1.795%

6.045

09/01/37

177‌

1,339

(e)

FHLMC

LIBOR

6

M

+

1.520%

7.176

09/01/37

1,334‌

18,355

(e)

FHLMC

LIBOR

12

M

+

2.055%

7.430

04/01/38

18,532‌

4,824

(e)

FHLMC

LIBOR

12

M

+

2.004%

7.230

06/01/38

4,864‌

1,746

(e)

FHLMC

LIBOR

12

M

+

1.625%

5.875

07/01/38

1,764‌

2,958

(e)

FHLMC

LIBOR

12

M

+

1.861%

6.111

06/01/40

2,961‌

5,062

(e)

FHLMC

LIBOR

12

M

+

1.887%

6.217

01/01/41

5,080‌

2,300

(e)

FHLMC

LIBOR

12

M

+

1.880%

7.255

05/01/41

2,334‌

56,428

(e)

FHLMC

LIBOR

12

M

+

1.860%

6.341

08/01/41

56,864‌

36,240

(e)

FHLMC

LIBOR

12

M

+

1.750%

6.000

09/01/41

37,225‌

6,252

(e)

FHLMC

LIBOR

12

M

+

1.860%

6.110

10/01/41

6,339‌

5,188,429

FHLMC

4.000

07/01/49

4,828,623‌

3,075,711

FHLMC

4.000

07/01/49

2,857,592‌

10,844,101

FHLMC

3.000

11/01/49

9,399,611‌

11,588,873

FHLMC

3.000

11/01/49

10,077,487‌

22,483,430

FHLMC

3.000

02/01/50

19,492,431‌

15,481,952

FHLMC

3.500

04/01/50

13,900,393‌

6,431,638

FHLMC

2.000

07/01/50

5,079,149‌

12,016,591

FHLMC

2.500

07/01/50

9,911,995‌

7,763,783

FHLMC

3.500

07/01/50

6,958,991‌

9,659,169

FHLMC

3.500

08/01/50

8,639,465‌

2,719,179

FHLMC

4.000

11/01/50

2,514,785‌

6,898,936

FHLMC

2.000

02/01/51

5,416,621‌

5,875,695

FHLMC

2.500

04/01/51

4,834,823‌

6,674,249

FHLMC

2.500

02/01/52

5,467,543‌

6,069,894

FHLMC

4.000

08/01/52

5,555,898‌

196

Federal

Home

Loan

Mortgage

Corp

Gold

(FGLMC)

4.000

07/01/24

195‌

40

FGLMC

4.000

07/01/24

40‌

235

FGLMC

4.000

08/01/24

234‌

47

FGLMC

4.500

09/01/24

47‌

88

FGLMC

4.500

09/01/24

88‌

25

FGLMC

4.500

09/01/24

25‌

117

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

45

FGLMC

5.500

%

09/01/24

$

44‌

1,770

FGLMC

4.000

10/01/24

1,758‌

33

FGLMC

4.500

10/01/24

33‌

141

FGLMC

4.500

10/01/24

140‌

87

FGLMC

4.500

11/01/24

87‌

544

FGLMC

4.500

12/01/24

541‌

128

FGLMC

4.500

02/01/25

127‌

5,544

FGLMC

4.000

03/01/25

5,502‌

110

FGLMC

4.500

06/01/25

109‌

412

FGLMC

4.500

07/01/25

410‌

16,283

FGLMC

3.500

10/01/25

16,055‌

3,363

FGLMC

4.000

10/01/25

3,334‌

24,927

FGLMC

3.500

11/01/25

24,565‌

14,894

FGLMC

3.500

11/01/25

14,678‌

8,036

FGLMC

3.500

12/01/25

7,920‌

3,953

FGLMC

3.000

01/01/26

3,864‌

62,972

FGLMC

3.500

01/01/26

61,977‌

5,318

FGLMC

4.000

04/01/26

5,250‌

11,248

FGLMC

4.000

05/01/26

11,099‌

2,878

FGLMC

5.500

07/01/26

2,845‌

25,840

FGLMC

4.000

08/01/26

25,368‌

395

FGLMC

6.000

08/01/26

396‌

13,625

FGLMC

3.000

09/01/26

13,311‌

46,841

FGLMC

3.000

10/01/26

45,659‌

73,244

FGLMC

3.500

10/01/26

71,608‌

755

FGLMC

5.000

10/01/26

749‌

544

FGLMC

5.500

10/01/26

538‌

258,727

FGLMC

3.000

02/01/27

251,860‌

207,035

FGLMC

2.500

05/01/27

199,887‌

245,845

FGLMC

2.500

11/01/27

236,442‌

9,510

FGLMC

6.000

12/01/27

9,548‌

196,008

FGLMC

2.500

01/01/28

188,228‌

531,160

FGLMC

2.500

03/01/28

509,724‌

15,534

FGLMC

5.000

03/01/28

15,440‌

307,524

FGLMC

2.500

05/01/28

294,701‌

1,390

FGLMC

5.500

05/01/28

1,392‌

904,953

FGLMC

2.500

07/01/28

867,053‌

753,099

FGLMC

2.500

07/01/28

721,218‌

202,863

FGLMC

3.000

10/01/28

195,285‌

10,498

FGLMC

5.500

01/01/29

10,433‌

1,242

FGLMC

4.000

02/01/29

1,208‌

470,489

FGLMC

3.500

03/01/29

455,944‌

127

FGLMC

6.500

03/01/29

130‌

841,937

FGLMC

3.000

07/01/29

808,091‌

3,667

FGLMC

5.000

12/01/29

3,655‌

2,615,274

FGLMC

2.500

05/01/30

2,463,743‌

6,051

FGLMC

4.000

08/01/30

5,898‌

51,270

FGLMC

4.500

01/01/31

50,235‌

96

FGLMC

8.000

01/01/31

96‌

46,918

FGLMC

4.000

03/01/31

45,700‌

6,434

FGLMC

4.000

05/01/31

6,262‌

45,101

FGLMC

4.500

05/01/31

44,437‌

25,799

FGLMC

4.000

06/01/31

25,110‌

50,762

FGLMC

4.000

08/01/31

49,440‌

60,029

FGLMC

4.000

09/01/31

58,321‌

1,005

FGLMC

6.500

09/01/31

1,031‌

2,725

FGLMC

8.000

09/01/31

2,779‌

30,427

FGLMC

3.500

11/01/31

29,113‌

4,667,036

FGLMC

2.500

12/01/31

4,364,059‌

26,859

FGLMC

7.000

12/01/31

27,651‌

4,720

FGLMC

6.500

01/01/32

4,862‌

Nuveen

Bond

Index

Fund

June

30,

2024

118

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

11,461

FGLMC

6.000

%

02/01/32

$

11,705‌

525,103

FGLMC

3.000

03/01/32

495,112‌

4,394

FGLMC

7.000

04/01/32

4,536‌

5,559

FGLMC

6.500

05/01/32

5,664‌

350,392

FGLMC

3.500

09/01/32

334,950‌

2,380

FGLMC

5.500

11/01/32

2,418‌

4,256,730

FGLMC

3.000

01/01/33

4,015,192‌

3,776

FGLMC

6.000

02/01/33

3,866‌

13,525

FGLMC

5.000

03/01/33

13,400‌

4,687

FGLMC

6.000

03/01/33

4,762‌

4,054

FGLMC

6.000

03/01/33

4,089‌

12,203

FGLMC

5.000

04/01/33

12,053‌

1,745

FGLMC

6.000

04/01/33

1,783‌

73,582

FGLMC

5.000

06/01/33

73,436‌

35,288

FGLMC

5.500

06/01/33

35,454‌

16,694,184

FGLMC

2.500

07/01/33

15,556,182‌

755,461

FGLMC

3.500

07/01/33

718,128‌

14,653

FGLMC

4.500

07/01/33

14,199‌

1,159,024

FGLMC

4.000

08/01/33

1,124,119‌

1,551

FGLMC

5.000

08/01/33

1,532‌

5,387

FGLMC

6.500

08/01/33

5,588‌

46,881

FGLMC

5.000

09/01/33

46,319‌

14,467

FGLMC

5.500

09/01/33

14,557‌

8,226

FGLMC

5.500

09/01/33

8,210‌

21,255

FGLMC

5.500

09/01/33

21,386‌

40,238

FGLMC

5.500

09/01/33

40,640‌

13,360

FGLMC

4.000

10/01/33

12,830‌

2,797

FGLMC

5.000

10/01/33

2,763‌

26,977

FGLMC

5.500

10/01/33

27,143‌

2,283,086

FGLMC

3.500

11/01/33

2,176,442‌

24,385

FGLMC

5.500

12/01/33

24,432‌

8,061

FGLMC

5.500

12/01/33

8,101‌

99,702

FGLMC

7.000

12/01/33

102,642‌

69,567

FGLMC

5.000

01/01/34

68,712‌

442,702

FGLMC

3.000

02/01/34

414,374‌

1,765

FGLMC

5.500

02/01/34

1,774‌

9,506

FGLMC

5.000

03/01/34

9,389‌

10,822

FGLMC

5.500

03/01/34

10,876‌

42,665

FGLMC

5.000

05/01/34

42,139‌

11,279

FGLMC

4.500

06/01/34

10,930‌

23,477

FGLMC

5.000

06/01/34

23,188‌

10,352

FGLMC

5.500

06/01/34

10,402‌

4,467

FGLMC

6.000

06/01/34

4,574‌

15,959

FGLMC

6.000

09/01/34

16,301‌

1,256,978

FGLMC

3.500

10/01/34

1,191,547‌

2,634

FGLMC

5.000

11/01/34

2,602‌

73,765

FGLMC

5.500

11/01/34

74,003‌

70,980

FGLMC

5.000

12/01/34

70,121‌

18,397

FGLMC

5.500

12/01/34

18,488‌

3,097

FGLMC

5.500

12/01/34

3,107‌

1,360

FGLMC

5.500

01/01/35

1,367‌

684

FGLMC

5.500

01/01/35

687‌

17,824

FGLMC

5.500

01/01/35

17,912‌

34,842

FGLMC

4.500

04/01/35

33,775‌

4,455

FGLMC

6.000

05/01/35

4,552‌

15,479

FGLMC

6.000

05/01/35

15,612‌

26,652

FGLMC

7.000

05/01/35

27,456‌

6,927

FGLMC

5.500

06/01/35

6,961‌

4,686

FGLMC

5.500

06/01/35

4,709‌

3,592

FGLMC

5.000

07/01/35

3,547‌

129,157

FGLMC

5.000

07/01/35

127,568‌

119

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

148,184

FGLMC

5.000

%

08/01/35

$

146,434‌

11,642

FGLMC

5.500

08/01/35

11,700‌

66,833

FGLMC

6.000

08/01/35

67,463‌

2,314

FGLMC

4.500

09/01/35

2,242‌

27,930

FGLMC

5.000

10/01/35

27,608‌

13,531

FGLMC

5.000

10/01/35

13,385‌

7,657

FGLMC

5.000

10/01/35

7,548‌

86,384

FGLMC

5.500

10/01/35

86,810‌

25,631

FGLMC

5.000

12/01/35

25,388‌

2,851

FGLMC

5.000

12/01/35

2,821‌

14,845

FGLMC

6.000

01/01/36

15,197‌

5,483

FGLMC

5.000

02/01/36

5,421‌

2,042

FGLMC

5.000

02/01/36

2,018‌

2,257

FGLMC

6.000

02/01/36

2,310‌

20,812

FGLMC

5.500

04/01/36

20,915‌

5,100

FGLMC

5.500

05/01/36

5,125‌

97,619

FGLMC

6.000

06/01/36

99,922‌

27,985

FGLMC

5.000

07/01/36

27,698‌

20,178

FGLMC

6.000

07/01/36

20,576‌

4,279

FGLMC

6.000

08/01/36

4,381‌

5,592

FGLMC

6.000

09/01/36

5,670‌

86,751

FGLMC

5.500

10/01/36

87,180‌

40,274

FGLMC

5.500

10/01/36

40,474‌

7,934

FGLMC

6.500

10/01/36

8,182‌

4,489

FGLMC

5.500

11/01/36

4,512‌

10,583

FGLMC

6.000

11/01/36

10,836‌

44,275

FGLMC

6.000

12/01/36

45,329‌

84,327

FGLMC

5.500

03/01/37

84,744‌

36,444

FGLMC

6.000

03/01/37

37,313‌

4,551

FGLMC

6.500

03/01/37

4,707‌

29,452

FGLMC

5.500

04/01/37

29,598‌

3,359

FGLMC

5.000

05/01/37

3,312‌

3,233

FGLMC

5.000

06/01/37

3,201‌

12,085

FGLMC

5.500

06/01/37

12,145‌

3,276,150

FGLMC

3.000

07/01/37

2,993,679‌

57,316

FGLMC

6.000

07/01/37

58,687‌

34,203

FGLMC

6.000

08/01/37

35,021‌

11,466

FGLMC

6.000

09/01/37

11,741‌

78,690

FGLMC

5.500

10/01/37

79,078‌

2,584

FGLMC

6.000

11/01/37

2,646‌

20,887

FGLMC

6.500

11/01/37

21,742‌

10,147

FGLMC

6.000

01/01/38

10,388‌

4,708

FGLMC

6.000

02/01/38

4,821‌

35,111

FGLMC

6.000

02/01/38

35,951‌

49,618

FGLMC

5.000

03/01/38

49,149‌

155,428

FGLMC

5.000

03/01/38

153,991‌

6,496

FGLMC

5.000

04/01/38

6,558‌

67,613

FGLMC

5.000

04/01/38

66,963‌

73,577

FGLMC

5.500

04/01/38

73,941‌

16,449

FGLMC

5.500

05/01/38

16,531‌

1,942

FGLMC

5.500

06/01/38

1,952‌

3,566

FGLMC

6.000

07/01/38

3,615‌

61,312

FGLMC

5.500

08/01/38

61,615‌

9,789

FGLMC

5.500

08/01/38

9,837‌

7,872

FGLMC

5.000

09/01/38

7,795‌

104,919

FGLMC

5.500

09/01/38

105,438‌

48,266

FGLMC

5.500

09/01/38

48,505‌

2,255

FGLMC

5.500

10/01/38

2,266‌

39,677

FGLMC

6.000

11/01/38

40,621‌

292,789

FGLMC

5.500

01/01/39

294,236‌

189,191

FGLMC

4.500

02/01/39

184,012‌

Nuveen

Bond

Index

Fund

June

30,

2024

120

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

107,033

FGLMC

5.000

%

02/01/39

$

105,989‌

8,216

FGLMC

5.500

02/01/39

8,257‌

378

FGLMC

4.500

03/01/39

368‌

46,824

FGLMC

5.000

03/01/39

46,362‌

5,744

FGLMC

6.000

03/01/39

5,881‌

6,920

FGLMC

4.500

04/01/39

6,731‌

305,981

FGLMC

4.500

04/01/39

297,603‌

66,559

FGLMC

4.000

05/01/39

62,894‌

1,722

FGLMC

4.500

05/01/39

1,675‌

45,033

FGLMC

4.500

05/01/39

43,800‌

1,038,829

FGLMC

4.500

05/01/39

1,010,392‌

59,242

FGLMC

4.500

05/01/39

57,115‌

40,755

FGLMC

5.000

05/01/39

40,368‌

85,545

FGLMC

4.000

06/01/39

80,834‌

467,971

FGLMC

4.500

06/01/39

455,159‌

14,741

FGLMC

4.500

06/01/39

14,338‌

6,934

FGLMC

5.000

06/01/39

6,865‌

2,612

FGLMC

5.500

06/01/39

2,625‌

138,595

FGLMC

4.000

07/01/39

130,963‌

56,089

FGLMC

4.500

07/01/39

54,554‌

4,350

FGLMC

4.500

07/01/39

4,231‌

11,522

FGLMC

4.500

07/01/39

11,206‌

38,288

FGLMC

5.000

07/01/39

37,910‌

68,308

FGLMC

5.500

07/01/39

68,646‌

4,810

FGLMC

4.500

08/01/39

4,678‌

11,271

FGLMC

5.000

08/01/39

11,159‌

115,214

FGLMC

4.000

09/01/39

108,872‌

296,450

FGLMC

5.000

09/01/39

293,573‌

107,652

FGLMC

5.000

09/01/39

106,589‌

1,253

FGLMC

5.500

09/01/39

1,259‌

115,725

FGLMC

6.500

09/01/39

118,475‌

32,765

FGLMC

4.500

10/01/39

31,867‌

19,359

FGLMC

4.500

10/01/39

18,829‌

36,600

FGLMC

4.500

10/01/39

35,598‌

22,083

FGLMC

5.000

10/01/39

21,861‌

7,678

FGLMC

4.000

11/01/39

7,255‌

24,893

FGLMC

4.500

11/01/39

24,212‌

9,940

FGLMC

5.000

11/01/39

9,842‌

30,045

FGLMC

4.500

12/01/39

29,137‌

43,958

FGLMC

4.500

12/01/39

42,754‌

61,619

FGLMC

4.500

12/01/39

59,757‌

18,510

FGLMC

4.500

12/01/39

18,003‌

42,537

FGLMC

5.500

12/01/39

42,747‌

57,214

FGLMC

4.500

01/01/40

55,647‌

5,282

FGLMC

5.000

01/01/40

5,230‌

6,744

FGLMC

5.500

01/01/40

6,778‌

20,207

FGLMC

5.500

03/01/40

20,307‌

191,312

FGLMC

4.000

04/01/40

180,777‌

11,532

FGLMC

4.500

04/01/40

11,216‌

34,164

FGLMC

4.500

04/01/40

33,229‌

27,166

FGLMC

5.000

04/01/40

26,898‌

59,315

FGLMC

5.000

04/01/40

58,729‌

223,083

FGLMC

6.000

04/01/40

228,423‌

640,856

FGLMC

4.500

05/01/40

623,306‌

223,499

FGLMC

5.000

05/01/40

221,292‌

1,953

FGLMC

4.500

06/01/40

1,900‌

217,563

FGLMC

5.500

06/01/40

218,639‌

309,075

FGLMC

4.500

07/01/40

300,610‌

5,698

FGLMC

4.500

08/01/40

5,542‌

54,924

FGLMC

5.000

08/01/40

54,359‌

143,867

FGLMC

5.000

08/01/40

142,446‌

121

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

14,652

FGLMC

5.000

%

08/01/40

$

14,500‌

937,686

FGLMC

5.500

08/01/40

942,323‌

78,484

FGLMC

4.000

09/01/40

74,160‌

1,054,407

FGLMC

4.000

11/01/40

996,326‌

681,461

FGLMC

4.000

12/01/40

643,917‌

95,195

FGLMC

3.500

01/01/41

87,632‌

154,746

FGLMC

3.500

01/01/41

142,454‌

92,077

FGLMC

4.000

01/01/41

87,005‌

101,786

FGLMC

3.500

02/01/41

93,699‌

333,421

FGLMC

4.000

02/01/41

315,052‌

109,794

FGLMC

4.000

02/01/41

103,746‌

615,889

FGLMC

4.000

04/01/41

581,962‌

113,168

FGLMC

4.500

04/01/41

110,068‌

24,176

FGLMC

5.000

04/01/41

23,918‌

99,529

FGLMC

4.500

05/01/41

96,802‌

125,550

FGLMC

4.500

06/01/41

122,110‌

268,401

FGLMC

3.500

10/01/41

247,079‌

281,833

FGLMC

5.000

10/01/41

278,760‌

381,355

FGLMC

3.500

11/01/41

349,771‌

160,222

FGLMC

4.500

12/01/41

155,836‌

1,327,483

FGLMC

3.500

01/01/42

1,221,138‌

390,601

FGLMC

3.500

02/01/42

359,310‌

425,890

FGLMC

3.500

04/01/42

392,060‌

1,016,134

FGLMC

4.000

05/01/42

960,182‌

3,601,820

FGLMC

4.500

05/01/42

3,503,275‌

755,398

FGLMC

3.500

07/01/42

694,882‌

168,008

FGLMC

3.000

08/01/42

148,679‌

1,222,137

FGLMC

3.000

10/01/42

1,079,243‌

859,687

FGLMC

3.000

10/01/42

759,979‌

359,000

FGLMC

3.500

12/01/42

327,030‌

1,330,342

FGLMC

2.500

01/01/43

1,127,964‌

2,501,434

FGLMC

3.000

01/01/43

2,208,964‌

3,694,080

FGLMC

3.000

04/01/43

3,262,118‌

9,851,535

FGLMC

3.000

04/01/43

8,699,572‌

1,080,610

FGLMC

3.500

05/01/43

982,662‌

1,525,567

FGLMC

3.000

08/01/43

1,347,164‌

1,107,274

FGLMC

3.000

08/01/43

977,783‌

1,089,652

FGLMC

3.500

08/01/43

990,888‌

421,757

FGLMC

4.500

10/01/43

408,119‌

527,276

FGLMC

4.000

11/01/43

495,149‌

962,551

FGLMC

3.500

02/01/44

874,433‌

797,288

FGLMC

4.000

02/01/44

748,400‌

6,270,702

FGLMC

4.000

02/01/44

5,886,205‌

348,134

FGLMC

4.000

04/01/44

326,742‌

450,363

FGLMC

4.500

05/01/44

435,800‌

801,297

FGLMC

4.000

06/01/44

749,390‌

1,240,010

FGLMC

4.000

08/01/44

1,161,255‌

920,766

FGLMC

3.500

09/01/44

835,798‌

1,309,215

FGLMC

3.500

11/01/44

1,188,124‌

1,807,570

FGLMC

3.500

12/01/44

1,640,367‌

1,041,104

FGLMC

3.500

01/01/45

944,797‌

2,192,485

FGLMC

3.000

02/01/45

1,938,595‌

2,724,086

FGLMC

3.500

03/01/45

2,472,095‌

1,572,941

FGLMC

4.000

03/01/45

1,474,743‌

1,071,144

FGLMC

3.000

04/01/45

941,796‌

2,203,520

FGLMC

3.500

04/01/45

1,999,660‌

5,581,775

FGLMC

3.500

07/01/45

5,065,445‌

4,246,512

FGLMC

4.500

07/01/45

4,110,034‌

12,146,331

FGLMC

3.000

08/01/45

10,727,246‌

9,348,820

FGLMC

3.500

10/01/45

8,483,997‌

1,738,826

FGLMC

4.000

11/01/45

1,630,078‌

Nuveen

Bond

Index

Fund

June

30,

2024

122

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

3,243,408

FGLMC

3.500

%

12/01/45

$

2,941,977‌

7,758,292

FGLMC

3.000

03/01/46

6,796,134‌

2,416,026

FGLMC

3.500

03/01/46

2,190,786‌

1,257,951

FGLMC

4.000

03/01/46

1,179,288‌

5,653,870

FGLMC

3.000

04/01/46

4,948,699‌

5,527,052

FGLMC

3.500

05/01/46

5,009,473‌

4,221,740

FGLMC

3.500

08/01/46

3,835,076‌

8,508,280

FGLMC

3.000

09/01/46

7,442,948‌

3,447,259

FGLMC

4.000

09/01/46

3,230,620‌

3,076,727

FGLMC

3.000

11/01/46

2,689,897‌

11,038,872

FGLMC

3.000

11/01/46

9,610,694‌

3,798,875

FGLMC

3.000

11/01/46

3,321,264‌

2,206,803

FGLMC

3.000

12/01/46

1,928,204‌

2,804,564

FGLMC

3.500

12/01/46

2,541,622‌

5,129,645

FGLMC

3.000

02/01/47

4,487,704‌

1,662,127

FGLMC

3.500

02/01/47

1,502,783‌

1,351,474

FGLMC

4.000

02/01/47

1,265,652‌

2,240,143

FGLMC

3.500

05/01/47

2,030,244‌

1,861,561

FGLMC

3.000

08/01/47

1,623,292‌

2,410,354

FGLMC

3.000

11/01/47

2,099,725‌

3,725,300

FGLMC

3.000

12/01/47

3,243,647‌

11,180,854

FGLMC

3.000

01/01/48

9,754,478‌

4,006,237

FGLMC

3.000

02/01/48

3,487,216‌

2,876,744

FGLMC

3.500

03/01/48

2,606,442‌

2,448,924

FGLMC

3.500

05/01/48

2,213,315‌

1,943,275

FGLMC

4.000

05/01/48

1,816,394‌

2,686,289

FGLMC

3.500

07/01/48

2,423,686‌

2,802,450

FGLMC

4.000

07/01/48

2,612,532‌

5,163,163

FGLMC

4.000

08/01/48

4,807,658‌

964,445

FGLMC

4.500

09/01/48

922,675‌

4,074,908

FGLMC

4.000

10/01/48

3,784,419‌

2,430,719

FGLMC

4.500

12/01/48

2,325,652‌

1,271,131

FGLMC

4.500

02/01/49

1,218,490‌

3,395,975

FGLMC

3.500

05/01/49

3,041,482‌

3

Federal

National

Mortgage

Association

(FNMA)

4.500

07/01/24

3‌

1

FNMA

5.500

07/01/24

1‌

272

FNMA

4.500

08/01/24

270‌

173

FNMA

4.000

09/01/24

172‌

899

FNMA

4.000

09/01/24

895‌

98

FNMA

4.500

09/01/24

97‌

3,209

FNMA

4.500

10/01/24

3,196‌

401

FNMA

5.000

01/01/25

398‌

593

FNMA

4.500

02/01/25

590‌

4,210

FNMA

4.500

03/01/25

4,183‌

89

FNMA

4.500

03/01/25

88‌

2,907

FNMA

5.000

03/01/25

2,890‌

1,959

FNMA

4.500

04/01/25

1,948‌

4,291

FNMA

4.500

04/01/25

4,257‌

24,588

FNMA

4.000

05/01/25

24,354‌

11,956

FNMA

4.000

06/01/25

11,842‌

4,817

FNMA

4.500

06/01/25

4,789‌

3,512

FNMA

4.000

08/01/25

3,472‌

1,926

FNMA

5.500

08/01/25

1,899‌

10,119

FNMA

3.500

09/01/25

9,899‌

7,548

FNMA

4.000

09/01/25

7,502‌

29,991

FNMA

3.500

10/01/25

29,560‌

30,763

FNMA

3.500

10/01/25

30,095‌

11,696

FNMA

5.000

10/01/25

11,596‌

21,159

FNMA

4.000

11/01/25

20,899‌

28,694

FNMA

3.500

12/01/25

28,242‌

25,043

FNMA

3.500

02/01/26

24,617‌

123

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

122,423

FNMA

3.500

%

02/01/26

$

120,416‌

8,490

FNMA

4.000

03/01/26

8,374‌

25,935

FNMA

4.000

06/01/26

25,540‌

23,822

FNMA

3.500

08/01/26

23,394‌

21,361

FNMA

3.500

09/01/26

20,923‌

10,415

FNMA

4.000

09/01/26

10,268‌

40,726

FNMA

3.500

10/01/26

39,874‌

855

FNMA

6.000

10/01/26

858‌

52,905

FNMA

3.000

11/01/26

51,506‌

50,243

FNMA

3.000

12/01/26

48,880‌

134,919

FNMA

3.000

01/01/27

131,269‌

46,346

FNMA

4.000

01/01/27

45,632‌

112,898

FNMA

3.500

02/01/27

110,354‌

206,637

FNMA

3.000

04/01/27

200,627‌

118,831

FNMA

3.000

04/01/27

115,376‌

72,506

FNMA

3.500

05/01/27

70,767‌

91,917

FNMA

2.500

06/01/27

88,632‌

269,000

FNMA

3.000

06/01/27

260,517‌

94,972

FNMA

2.500

07/01/27

91,504‌

227,363

FNMA

2.500

09/01/27

218,724‌

2,606

FNMA

5.500

09/01/27

2,577‌

357,802

FNMA

2.500

10/01/27

344,204‌

242,585

FNMA

3.000

11/01/27

234,782‌

481

FNMA

5.500

01/01/28

480‌

957,126

FNMA

2.500

02/01/28

917,396‌

794,917

FNMA

2.500

02/01/28

762,429‌

395

FNMA

5.000

02/01/28

392‌

613,303

FNMA

2.500

04/01/28

587,401‌

888,355

FNMA

2.500

04/01/28

850,841‌

2,403

FNMA

5.500

06/01/28

2,404‌

253,694

FNMA

2.500

07/01/28

242,491‌

542,040

FNMA

2.500

08/01/28

518,098‌

651,478

FNMA

3.000

10/01/28

622,507‌

442

FNMA

5.500

11/01/28

443‌

2

FNMA

7.500

01/01/29

2‌

974,851

FNMA

3.000

03/01/29

934,765‌

3,240

FNMA

4.000

03/01/29

3,159‌

3,382,472

FNMA

3.000

04/01/29

3,243,591‌

13,158

FNMA

4.500

04/01/29

12,939‌

8,735

FNMA

4.000

05/01/29

8,517‌

5,306

FNMA

4.500

06/01/29

5,226‌

1,803

FNMA

4.000

07/01/29

1,759‌

35,405

FNMA

4.500

08/01/29

34,857‌

4,094,883

FNMA

3.500

09/01/29

3,970,430‌

7,004

FNMA

4.500

09/01/29

6,879‌

5,830

FNMA

4.500

11/01/29

5,709‌

2,153

FNMA

4.500

01/01/30

2,119‌

536,327

FNMA

2.500

02/01/30

505,547‌

4,611

FNMA

4.000

03/01/30

4,486‌

2,030

FNMA

4.500

05/01/30

1,997‌

3,007

FNMA

4.500

06/01/30

2,957‌

1,336,366

FNMA

3.000

07/01/30

1,272,917‌

28,451

FNMA

4.500

08/01/30

27,972‌

6,185

FNMA

4.000

09/01/30

6,018‌

34,665

FNMA

4.000

10/01/30

33,872‌

353,001

FNMA

4.000

11/01/30

343,380‌

62,348

FNMA

4.000

11/01/30

60,617‌

13,487

FNMA

4.500

12/01/30

13,284‌

1,367,407

FNMA

3.000

02/01/31

1,298,474‌

20,520

FNMA

3.500

02/01/31

19,714‌

22,206

FNMA

4.000

02/01/31

21,579‌

Nuveen

Bond

Index

Fund

June

30,

2024

124

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

255

FNMA

7.500

%

03/01/31

$

262‌

1,481,253

FNMA

2.500

04/01/31

1,386,549‌

61,413

FNMA

3.500

04/01/31

58,874‌

7,270

FNMA

4.000

04/01/31

7,072‌

1,529,970

FNMA

3.000

05/01/31

1,452,112‌

681

FNMA

6.000

05/01/31

698‌

1,715,661

FNMA

2.500

06/01/31

1,606,839‌

373,186

FNMA

4.500

07/01/31

365,538‌

39,392

FNMA

4.500

07/01/31

38,810‌

231,609

FNMA

4.000

08/01/31

224,850‌

2,268,883

FNMA

2.500

09/01/31

2,119,947‌

1,144,718

FNMA

3.000

09/01/31

1,086,472‌

13,914

FNMA

4.000

09/01/31

13,502‌

214

FNMA

6.500

09/01/31

221‌

8,606

FNMA

6.000

11/01/31

8,773‌

1,222

FNMA

6.500

11/01/31

1,244‌

2,464,260

FNMA

2.500

12/01/31

2,300,683‌

416,917

FNMA

3.500

01/01/32

398,361‌

2,736

FNMA

6.000

01/01/32

2,790‌

168,372

FNMA

3.500

02/01/32

160,863‌

1,886

FNMA

6.000

02/01/32

1,940‌

1,530,887

FNMA

3.000

03/01/32

1,445,834‌

8,182

FNMA

6.500

04/01/32

8,418‌

5,375,943

FNMA

3.000

06/01/32

5,083,651‌

16,447

FNMA

6.500

07/01/32

16,907‌

3,242

FNMA

6.500

08/01/32

3,300‌

198,835

FNMA

3.000

09/01/32

186,803‌

3,343

FNMA

7.500

09/01/32

3,322‌

591,888

FNMA

3.000

10/01/32

556,118‌

19,540

FNMA

5.500

10/01/32

19,451‌

5,169

FNMA

6.000

11/01/32

5,205‌

3,593,353

FNMA

3.000

12/01/32

3,365,606‌

5,147

FNMA

5.500

12/01/32

5,232‌

247

FNMA

5.500

12/01/32

248‌

7,794

FNMA

6.000

12/01/32

7,906‌

37,341

FNMA

5.500

01/01/33

37,481‌

94,020

FNMA

6.000

01/01/33

95,316‌

38,851

FNMA

5.000

02/01/33

38,442‌

958

FNMA

5.000

02/01/33

955‌

443,282

FNMA

3.000

04/01/33

414,520‌

508,584

FNMA

3.500

04/01/33

483,002‌

2,025

FNMA

6.000

04/01/33

2,067‌

2,438,818

FNMA

3.500

05/01/33

2,336,946‌

259,216

FNMA

5.500

05/01/33

259,808‌

14,793

FNMA

5.000

06/01/33

14,636‌

29,604

FNMA

5.500

06/01/33

29,620‌

4,432

FNMA

4.500

07/01/33

4,256‌

22,488

FNMA

5.000

07/01/33

22,182‌

24,718

FNMA

4.500

08/01/33

23,783‌

3,003

FNMA

4.500

08/01/33

2,884‌

5,966

FNMA

5.000

08/01/33

5,885‌

18,597

FNMA

5.500

09/01/33

18,619‌

22,665

FNMA

5.500

09/01/33

22,651‌

4,962

FNMA

6.000

09/01/33

5,063‌

40,226

FNMA

4.500

10/01/33

38,955‌

9,051

FNMA

5.000

10/01/33

8,928‌

2,908

FNMA

5.000

10/01/33

2,846‌

35,370

FNMA

5.500

10/01/33

35,542‌

133,654

FNMA

5.500

10/01/33

134,817‌

2,179

FNMA

4.500

11/01/33

2,108‌

8,021

FNMA

5.000

11/01/33

7,912‌

125

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

574,422

FNMA

5.000

%

11/01/33

$

566,618‌

63,380

FNMA

5.000

12/01/33

62,519‌

92,618

FNMA

5.500

12/01/33

92,438‌

843,053

FNMA

3.000

01/01/34

783,829‌

25,400

FNMA

5.000

02/01/34

25,055‌

111,231

FNMA

6.000

02/01/34

113,900‌

2,564

FNMA

5.000

03/01/34

2,529‌

7,540

FNMA

5.000

03/01/34

7,438‌

2,237

FNMA

5.000

03/01/34

2,207‌

6,385

FNMA

5.000

03/01/34

6,298‌

151,533

FNMA

5.000

03/01/34

149,475‌

3,250

FNMA

5.000

03/01/34

3,206‌

20,784

FNMA

5.000

04/01/34

20,502‌

23,566

FNMA

5.500

04/01/34

23,652‌

2,586

FNMA

4.500

05/01/34

2,503‌

8,818

FNMA

4.500

05/01/34

8,534‌

5,428

FNMA

5.500

07/01/34

5,448‌

8,217

FNMA

5.500

07/01/34

8,247‌

7,624

FNMA

7.000

07/01/34

7,846‌

62,776

FNMA

5.000

08/01/34

61,923‌

6,661

FNMA

5.000

08/01/34

6,571‌

6,468

FNMA

6.000

08/01/34

6,569‌

36,736

FNMA

6.000

08/01/34

37,369‌

6,804,549

FNMA

3.500

09/01/34

6,478,440‌

132,810

FNMA

5.500

09/01/34

133,295‌

5,017,025

FNMA

2.500

11/01/34

4,578,091‌

1,169

FNMA

5.500

11/01/34

1,173‌

7,556

FNMA

6.000

11/01/34

7,632‌

7,379,445

FNMA

2.500

12/01/34

6,713,304‌

10,522,236

FNMA

3.000

12/01/34

9,796,863‌

1,942

FNMA

5.000

12/01/34

1,915‌

1,211

FNMA

5.500

12/01/34

1,215‌

5,906

FNMA

6.000

12/01/34

5,977‌

182,764

FNMA

4.500

01/01/35

176,991‌

18,077

FNMA

5.500

01/01/35

18,143‌

5,417,480

FNMA

3.500

02/01/35

5,170,996‌

17,315

FNMA

5.500

02/01/35

17,379‌

390,027

FNMA

5.500

02/01/35

391,451‌

4,748,639

FNMA

2.500

03/01/35

4,289,747‌

61,132

FNMA

5.500

04/01/35

61,430‌

16,627

FNMA

6.000

04/01/35

16,961‌

16,014

FNMA

6.000

04/01/35

16,432‌

6,032,512

FNMA

2.500

05/01/35

5,505,265‌

5,274,597

FNMA

3.000

05/01/35

4,893,074‌

22,121

FNMA

6.000

05/01/35

22,531‌

6,383

FNMA

5.000

06/01/35

6,296‌

19,655

FNMA

5.000

07/01/35

19,388‌

952

(e)

FNMA

LIBOR

12

M

+

1.570%

5.820

07/01/35

953‌

1,735,143

FNMA

3.000

08/01/35

1,604,463‌

39,968

FNMA

4.500

08/01/35

38,683‌

29,780

FNMA

5.000

08/01/35

29,390‌

39,572

FNMA

5.000

08/01/35

39,035‌

1,434

FNMA

4.500

09/01/35

1,387‌

1,713

FNMA

4.500

09/01/35

1,659‌

4,908

FNMA

5.500

09/01/35

4,926‌

6,179,991

FNMA

2.500

10/01/35

5,578,863‌

17,260

FNMA

5.000

10/01/35

17,038‌

47,815

FNMA

5.500

10/01/35

48,048‌

14,447,740

FNMA

1.500

11/01/35

12,440,553‌

13,257,936

FNMA

2.000

11/01/35

11,738,200‌

6,544,438

FNMA

2.500

11/01/35

5,914,327‌

Nuveen

Bond

Index

Fund

June

30,

2024

126

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

39,118

FNMA

5.500

%

11/01/35

$

39,260‌

5,373,888

FNMA

2.000

12/01/35

4,757,844‌

19,125,393

FNMA

1.500

01/01/36

16,444,492‌

2,228,663

FNMA

3.500

01/01/36

2,108,077‌

137,029

FNMA

5.000

02/01/36

135,340‌

10,727

(e)

FNMA

LIBOR

12

M

+

1.535%

5.985

02/01/36

10,755‌

13,149,273

FNMA

1.500

03/01/36

11,285,947‌

63,869,096

FNMA

2.000

03/01/36

56,466,540‌

55,281

FNMA

6.000

03/01/36

56,486‌

11,098,579

FNMA

1.500

04/01/36

9,542,100‌

7,252,795

FNMA

1.000

05/01/36

6,072,137‌

20,838,399

FNMA

1.500

05/01/36

17,885,032‌

13,423,017

FNMA

2.000

05/01/36

11,867,022‌

707,193

FNMA

3.500

05/01/36

667,107‌

749

FNMA

5.000

05/01/36

739‌

95,107

FNMA

6.000

06/01/36

97,259‌

13,727,998

FNMA

2.000

07/01/36

12,102,565‌

3,277

(e)

FNMA

LIBOR

12

M

+

1.632%

5.882

07/01/36

3,265‌

5,507

FNMA

6.000

07/01/36

5,564‌

8,625

FNMA

6.500

07/01/36

8,827‌

5,596,365

FNMA

3.000

08/01/36

5,161,374‌

45,369

FNMA

5.500

08/01/36

45,222‌

57,727

FNMA

6.500

08/01/36

58,760‌

11,189,631

FNMA

1.500

09/01/36

9,582,497‌

14,243,936

FNMA

2.000

09/01/36

12,539,502‌

13,313,218

FNMA

2.500

09/01/36

12,030,220‌

904,230

FNMA

3.000

09/01/36

833,264‌

5,095

FNMA

5.500

09/01/36

5,113‌

1,670

FNMA

6.500

09/01/36

1,733‌

6,792

FNMA

6.500

09/01/36

7,034‌

8,591

FNMA

6.000

10/01/36

8,785‌

23,150,799

FNMA

1.500

11/01/36

19,803,066‌

19,883,461

FNMA

2.000

11/01/36

17,505,315‌

2,023,402

FNMA

3.000

11/01/36

1,863,118‌

4,042

FNMA

6.500

11/01/36

4,173‌

5,429,122

FNMA

2.000

12/01/36

4,776,131‌

26,762

FNMA

6.000

12/01/36

27,368‌

9,804,563

FNMA

1.500

01/01/37

8,386,606‌

9,458,359

FNMA

2.000

01/01/37

8,320,669‌

9,663

FNMA

5.500

01/01/37

9,699‌

4,914

(e)

FNMA

LIBOR

12

M

+

1.728%

6.073

01/01/37

4,956‌

3,992,739

FNMA

1.500

02/01/37

3,412,721‌

75,983

FNMA

5.500

02/01/37

75,038‌

4,474

FNMA

6.000

02/01/37

4,575‌

10,145

FNMA

7.000

02/01/37

10,593‌

532

(e)

FNMA

LIBOR

6

M

+

1.460%

7.057

02/01/37

540‌

31,188,666

FNMA

2.000

03/01/37

27,401,741‌

762

FNMA

5.000

03/01/37

754‌

1,680

(e)

FNMA

LIBOR

12

M

+

1.875%

6.375

03/01/37

1,693‌

24,925

FNMA

6.500

03/01/37

25,764‌

38,738

FNMA

6.500

03/01/37

40,369‌

20,700,835

FNMA

2.000

04/01/37

18,190,645‌

2,355,914

FNMA

2.500

04/01/37

2,128,198‌

17,214

FNMA

7.000

04/01/37

17,704‌

10,738,575

FNMA

1.500

05/01/37

9,177,916‌

31,686

FNMA

5.000

05/01/37

31,341‌

5,924

FNMA

5.500

06/01/37

5,946‌

5,168

(e)

FNMA

LIBOR

12

M

+

1.782%

6.080

06/01/37

5,202‌

7,446,153

FNMA

2.500

08/01/37

6,726,534‌

4,048,401

FNMA

3.000

08/01/37

3,744,028‌

7,240

FNMA

5.500

08/01/37

7,266‌

127

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

2,670

FNMA

6.000

%

08/01/37

$

2,730‌

12,718

FNMA

5.500

09/01/37

12,829‌

44,106

FNMA

6.000

09/01/37

45,275‌

13,640

FNMA

6.000

09/01/37

14,002‌

23,964

FNMA

6.000

09/01/37

24,537‌

17,761

FNMA

6.000

09/01/37

18,163‌

64,156

FNMA

6.000

09/01/37

66,025‌

5,585

FNMA

6.500

09/01/37

5,730‌

3,670

FNMA

6.500

09/01/37

3,765‌

5,295

(e)

FNMA

DGS1

+

2.275%

6.400

10/01/37

5,339‌

3,759

FNMA

6.500

10/01/37

3,882‌

5,786,305

FNMA

3.000

11/01/37

5,351,271‌

5,615,568

FNMA

3.500

11/01/37

5,268,133‌

4,151,068

FNMA

4.000

11/01/37

3,991,672‌

53,034

FNMA

5.500

11/01/37

53,228‌

91,870

FNMA

6.000

11/01/37

93,950‌

2,351

FNMA

7.000

11/01/37

2,418‌

1,822,714

FNMA

3.000

12/01/37

1,661,578‌

1,839,271

FNMA

4.000

01/01/38

1,759,229‌

435

FNMA

6.500

01/01/38

447‌

3,306,089

FNMA

4.500

02/01/38

3,237,206‌

2,253,945

FNMA

5.000

02/01/38

2,236,595‌

24,991

FNMA

5.500

02/01/38

25,082‌

14,080

FNMA

6.500

02/01/38

14,495‌

7,284

FNMA

7.000

02/01/38

7,722‌

2,544

FNMA

5.000

03/01/38

2,516‌

1,313

FNMA

5.000

03/01/38

1,298‌

6,050

FNMA

5.500

03/01/38

6,073‌

2,194

FNMA

6.000

03/01/38

2,268‌

4,416

FNMA

6.500

03/01/38

4,572‌

6,489

FNMA

6.500

03/01/38

6,605‌

4,414

FNMA

6.500

03/01/38

4,528‌

6,733

(e)

FNMA

LIBOR

12

M

+

1.770%

6.520

03/01/38

6,786‌

54,226

FNMA

5.500

04/01/38

54,425‌

102,189

FNMA

6.000

04/01/38

104,504‌

10,842

FNMA

4.500

05/01/38

10,440‌

289,980

FNMA

5.000

05/01/38

286,109‌

72,600

FNMA

5.000

05/01/38

70,985‌

194,043

FNMA

6.000

06/01/38

198,764‌

349,717

FNMA

6.500

06/01/38

358,897‌

74,744

FNMA

6.000

07/01/38

76,437‌

561

(e)

FNMA

LIBOR

12

M

+

1.603%

5.853

08/01/38

568‌

227,633

FNMA

6.000

09/01/38

232,789‌

9,092

(e)

FNMA

LIBOR

12

M

+

1.321%

5.571

10/01/38

9,087‌

555

FNMA

6.000

10/01/38

561‌

2,723,429

FNMA

5.000

11/01/38

2,700,250‌

3,114

FNMA

5.500

11/01/38

3,125‌

1,291

FNMA

5.000

12/01/38

1,277‌

217,260

FNMA

5.500

12/01/38

218,054‌

9,326

FNMA

4.500

01/01/39

9,048‌

17,896

FNMA

5.000

01/01/39

17,540‌

810,191

FNMA

5.000

01/01/39

797,834‌

29,957

FNMA

5.500

01/01/39

30,067‌

117,828

FNMA

5.500

01/01/39

118,261‌

1,120

FNMA

6.000

01/01/39

1,133‌

10,920

FNMA

6.000

01/01/39

11,167‌

37,463

FNMA

4.500

02/01/39

36,391‌

136,178

FNMA

4.500

02/01/39

132,282‌

54,563

FNMA

4.500

02/01/39

53,001‌

2,980

FNMA

5.500

02/01/39

2,991‌

123,514

FNMA

4.000

04/01/39

116,574‌

Nuveen

Bond

Index

Fund

June

30,

2024

128

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

7,240

FNMA

5.500

%

04/01/39

$

7,266‌

241,930

FNMA

4.500

05/01/39

235,003‌

40,247

FNMA

4.500

05/01/39

39,083‌

120,248

FNMA

4.500

06/01/39

116,409‌

41,214

FNMA

4.500

06/01/39

40,034‌

97,222

FNMA

5.500

06/01/39

97,579‌

4,959,042

FNMA

5.500

06/01/39

4,969,771‌

26,336

FNMA

4.500

07/01/39

25,582‌

25,412

FNMA

4.500

07/01/39

24,685‌

2,452

FNMA

5.000

07/01/39

2,425‌

1,878

(e)

FNMA

LIBOR

12

M

+

1.835%

6.085

07/01/39

1,906‌

425,971

FNMA

4.000

08/01/39

402,018‌

75,192

FNMA

4.000

08/01/39

70,964‌

6,684

FNMA

4.500

08/01/39

6,484‌

284,793

FNMA

4.500

08/01/39

276,639‌

83,979

FNMA

4.500

08/01/39

81,576‌

309,994

FNMA

5.000

08/01/39

306,535‌

2,686

FNMA

5.000

08/01/39

2,658‌

5,451

(e)

FNMA

LIBOR

12

M

+

1.650%

5.900

08/01/39

5,480‌

3,092

(e)

FNMA

LIBOR

12

M

+

1.690%

5.940

08/01/39

3,125‌

165,061

FNMA

4.000

09/01/39

155,775‌

17,367

FNMA

5.000

09/01/39

17,173‌

77,795

FNMA

5.500

09/01/39

78,081‌

46,144

FNMA

6.000

09/01/39

47,189‌

162,751

FNMA

6.500

10/01/39

168,714‌

7,388

FNMA

5.000

11/01/39

7,306‌

184,934

FNMA

4.000

12/01/39

174,531‌

20,784

FNMA

4.500

12/01/39

20,189‌

40,917

FNMA

4.500

12/01/39

39,746‌

661,581

FNMA

4.500

12/01/39

642,636‌

14,440

FNMA

4.500

01/01/40

14,027‌

16,170

FNMA

5.000

01/01/40

15,990‌

6,459

(e)

FNMA

LIBOR

12

M

+

1.815%

6.158

01/01/40

6,653‌

102,141

FNMA

6.000

02/01/40

104,455‌

5,019,066

FNMA

2.500

03/01/40

4,389,303‌

132,744

FNMA

4.500

03/01/40

128,944‌

63,519

FNMA

4.500

03/01/40

61,700‌

6,311

FNMA

5.000

03/01/40

6,241‌

6,523,550

FNMA

2.500

04/01/40

5,699,588‌

6,452,178

FNMA

3.000

04/01/40

5,785,941‌

6,767

FNMA

4.500

04/01/40

6,573‌

221,009

FNMA

5.000

04/01/40

218,542‌

156,023

FNMA

5.000

04/01/40

154,281‌

4,964

FNMA

4.500

05/01/40

4,795‌

21,722

(e)

FNMA

LIBOR

12

M

+

1.833%

6.230

05/01/40

22,385‌

3,827

(e)

FNMA

LIBOR

12

M

+

1.790%

7.141

05/01/40

3,821‌

13,089

(e)

FNMA

LIBOR

12

M

+

1.835%

7.210

05/01/40

13,163‌

5,843,411

FNMA

2.500

06/01/40

5,102,941‌

12,565

FNMA

4.500

07/01/40

12,205‌

14,306

FNMA

4.500

07/01/40

13,897‌

19,412

FNMA

5.000

07/01/40

19,195‌

123,416

FNMA

4.500

08/01/40

119,884‌

175,080

FNMA

4.500

08/01/40

170,069‌

126,212

FNMA

5.000

08/01/40

124,803‌

273,563

FNMA

4.500

09/01/40

265,728‌

112,474

FNMA

4.500

09/01/40

109,251‌

288,237

FNMA

6.000

09/01/40

294,759‌

41,220

FNMA

3.500

10/01/40

37,900‌

184,872

FNMA

4.000

10/01/40

174,464‌

405,065

FNMA

4.000

10/01/40

382,274‌

321,439

FNMA

4.500

10/01/40

312,231‌

129

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

381,425

FNMA

3.500

%

11/01/40

$

350,710‌

383,869

FNMA

4.000

11/01/40

362,256‌

433,018

FNMA

4.000

11/01/40

408,656‌

239,769

FNMA

4.000

11/01/40

226,269‌

45,844

FNMA

4.500

11/01/40

44,531‌

12,852,146

FNMA

2.000

12/01/40

10,847,093‌

123,190

FNMA

4.000

12/01/40

116,254‌

1,049,916

FNMA

4.500

12/01/40

1,019,852‌

22,980

(e)

FNMA

LIBOR

12

M

+

1.823%

6.073

12/01/40

23,100‌

11,890

FNMA

3.500

01/01/41

10,933‌

4,403,881

FNMA

1.500

02/01/41

3,565,089‌

10,542,315

FNMA

2.000

02/01/41

8,869,921‌

52,611

FNMA

3.500

02/01/41

48,373‌

356,303

FNMA

4.000

02/01/41

336,252‌

13,641

(e)

FNMA

LIBOR

12

M

+

1.826%

6.205

02/01/41

14,005‌

355,795

FNMA

4.000

03/01/41

335,762‌

14,953,917

FNMA

2.000

04/01/41

12,631,820‌

272,720

FNMA

4.500

04/01/41

264,907‌

238,526

FNMA

4.500

05/01/41

231,692‌

76,437

FNMA

4.500

05/01/41

74,247‌

161,320

FNMA

4.500

06/01/41

156,699‌

6,685,357

FNMA

2.000

07/01/41

5,622,680‌

225,819

FNMA

4.500

07/01/41

219,349‌

30,582

(e)

FNMA

LIBOR

12

M

+

1.783%

6.449

07/01/41

31,520‌

11,613,719

FNMA

2.000

08/01/41

9,810,053‌

20,507,978

FNMA

1.500

09/01/41

16,540,896‌

3,926,892

FNMA

2.000

09/01/41

3,302,462‌

486,358

FNMA

4.000

09/01/41

458,968‌

314,622

FNMA

4.500

09/01/41

305,608‌

126,923

FNMA

5.500

09/01/41

127,388‌

12,232,632

FNMA

1.500

10/01/41

9,858,756‌

7,906,791

FNMA

2.000

10/01/41

6,619,710‌

17,132

(e)

FNMA

LIBOR

12

M

+

1.815%

6.065

10/01/41

17,282‌

12,071,305

FNMA

2.000

11/01/41

10,101,729‌

174,323

FNMA

3.500

11/01/41

160,265‌

209,660

FNMA

3.500

11/01/41

192,753‌

7,827,386

FNMA

3.500

12/01/41

7,191,075‌

1,264,139

FNMA

3.500

12/01/41

1,162,203‌

214,219

FNMA

4.000

12/01/41

202,155‌

55,447

(e)

FNMA

LIBOR

12

M

+

1.750%

6.000

12/01/41

57,513‌

12,089,863

FNMA

2.500

01/01/42

10,457,414‌

6,575,611

FNMA

2.000

03/01/42

5,494,645‌

597,532

FNMA

3.500

03/01/42

548,557‌

387,719

FNMA

4.000

03/01/42

365,902‌

6,386,489

FNMA

3.000

04/01/42

5,648,702‌

1,445,162

FNMA

3.500

04/01/42

1,324,762‌

536,880

FNMA

3.500

04/01/42

492,876‌

497,028

FNMA

4.500

04/01/42

482,799‌

528,987

FNMA

5.000

04/01/42

523,032‌

3,836,984

FNMA

2.500

05/01/42

3,287,293‌

358,287

FNMA

4.000

05/01/42

338,128‌

309,942

FNMA

5.000

05/01/42

306,101‌

450,107

FNMA

3.000

06/01/42

397,658‌

1,695,848

FNMA

3.500

06/01/42

1,550,013‌

1,383,720

FNMA

4.000

06/01/42

1,303,265‌

1,049,149

FNMA

4.000

06/01/42

987,713‌

2,464,188

FNMA

3.500

07/01/42

2,258,908‌

536,074

FNMA

4.500

07/01/42

520,062‌

589,348

FNMA

3.500

08/01/42

540,646‌

953,578

FNMA

3.000

09/01/42

841,873‌

1,213,804

FNMA

3.500

09/01/42

1,106,982‌

Nuveen

Bond

Index

Fund

June

30,

2024

130

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

6,044,702

FNMA

4.500

%

09/01/42

$

5,871,761‌

2,215,932

FNMA

3.000

10/01/42

1,954,277‌

551,365

FNMA

3.500

10/01/42

502,298‌

1,041,100

FNMA

2.500

01/01/43

881,504‌

3,321,615

FNMA

3.000

01/01/43

2,929,656‌

3,728,248

FNMA

3.000

02/01/43

3,287,995‌

7,234,702

FNMA

3.000

04/01/43

6,380,276‌

10,238,315

FNMA

3.000

04/01/43

9,029,158‌

857,099

FNMA

3.000

04/01/43

755,885‌

2,546,421

FNMA

3.000

04/01/43

2,245,714‌

2,410,918

FNMA

3.000

06/01/43

2,126,170‌

61,387

(e)

FNMA

LIBOR

12

M

+

1.695%

6.795

06/01/43

62,034‌

2,267,974

FNMA

3.000

07/01/43

2,000,102‌

5,722,706

FNMA

3.500

07/01/43

5,197,271‌

1,644,239

FNMA

3.500

07/01/43

1,493,779‌

22,556

(e)

FNMA

LIBOR

12

M

+

1.550%

5.800

07/01/43

22,736‌

2,029,830

FNMA

3.000

08/01/43

1,790,106‌

1,071,350

FNMA

4.000

08/01/43

1,006,165‌

1,775,516

FNMA

3.000

09/01/43

1,565,821‌

1,839,107

FNMA

3.500

09/01/43

1,669,663‌

1,800,810

FNMA

3.500

10/01/43

1,636,018‌

164,686

FNMA

4.500

10/01/43

159,155‌

475,200

FNMA

4.000

11/01/43

445,421‌

995,144

FNMA

4.000

11/01/43

933,431‌

299,380

FNMA

4.500

12/01/43

289,325‌

1,099,823

FNMA

4.500

12/01/43

1,062,878‌

1,219,477

FNMA

4.000

01/01/44

1,143,220‌

15,566,508

FNMA

4.000

03/01/44

14,615,306‌

732,293

FNMA

4.000

05/01/44

685,942‌

758,824

FNMA

4.000

07/01/44

711,081‌

735,282

FNMA

4.000

07/01/44

688,836‌

498,043

FNMA

3.500

09/01/44

451,416‌

655,812

FNMA

4.000

09/01/44

614,148‌

1,684,786

FNMA

3.500

10/01/44

1,527,627‌

4,418,688

FNMA

5.000

11/01/44

4,366,679‌

684,651

FNMA

4.000

12/01/44

641,154‌

1,760,225

FNMA

3.000

01/01/45

1,552,040‌

5,921,224

FNMA

3.000

01/01/45

5,222,783‌

6,668,290

FNMA

3.500

01/01/45

6,062,844‌

2,761,160

FNMA

3.500

02/01/45

2,502,660‌

1,795,458

FNMA

3.000

04/01/45

1,574,650‌

2,343,032

FNMA

3.500

05/01/45

2,123,667‌

2,801,013

FNMA

3.500

07/01/45

2,538,599‌

2,880,034

FNMA

4.000

07/01/45

2,696,436‌

9,230,201

FNMA

3.500

09/01/45

8,409,062‌

4,252,201

FNMA

3.000

11/01/45

3,731,160‌

1,788,209

FNMA

3.500

11/01/45

1,620,629‌

5,528,551

FNMA

4.000

11/01/45

5,176,073‌

1,441,721

FNMA

3.500

12/01/45

1,305,864‌

4,860,427

FNMA

3.500

12/01/45

4,403,421‌

2,525,919

FNMA

3.500

12/01/45

2,288,162‌

7,063,029

FNMA

3.500

01/01/46

6,384,413‌

1,357,737

FNMA

3.500

02/01/46

1,229,934‌

3,704,172

FNMA

3.500

04/01/46

3,364,495‌

2,141,270

FNMA

4.500

05/01/46

2,068,693‌

1,902,938

FNMA

3.000

06/01/46

1,663,589‌

2,865,533

FNMA

3.500

07/01/46

2,581,232‌

4,992,289

FNMA

3.500

08/01/46

4,553,063‌

2,960,735

FNMA

4.000

08/01/46

2,771,383‌

3,013,410

FNMA

3.000

09/01/46

2,617,403‌

3,711,907

FNMA

3.000

10/01/46

3,239,142‌

131

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

13,561,399

FNMA

3.000

%

11/01/46

$

11,809,915‌

1,715,839

FNMA

3.500

12/01/46

1,553,066‌

22,933,898

FNMA

3.000

01/01/47

20,042,437‌

2,920,872

FNMA

3.000

02/01/47

2,553,391‌

1,907,998

FNMA

4.000

02/01/47

1,784,372‌

4,105,939

FNMA

3.000

03/01/47

3,556,794‌

2,483,057

FNMA

3.500

03/01/47

2,247,499‌

560,402

FNMA

4.000

03/01/47

524,151‌

440,519

FNMA

4.500

03/01/47

422,704‌

3,612,910

FNMA

3.000

04/01/47

3,170,224‌

5,729,852

FNMA

3.000

04/01/47

4,983,907‌

3,277,657

FNMA

3.500

04/01/47

2,954,719‌

1,653,003

FNMA

3.500

05/01/47

1,496,188‌

3,264,779

FNMA

3.500

07/01/47

2,972,410‌

12,612,810

FNMA

4.000

07/01/47

11,769,289‌

3,006,230

FNMA

3.500

10/01/47

2,715,576‌

16,797,776

FNMA

3.500

11/01/47

15,193,676‌

1,307,521

FNMA

4.500

11/01/47

1,252,603‌

1,665,750

FNMA

3.500

01/01/48

1,499,038‌

6,057,784

FNMA

4.000

01/01/48

5,646,513‌

947,723

FNMA

3.000

02/01/48

824,115‌

1,363,015

FNMA

3.500

02/01/48

1,226,196‌

9,465,362

FNMA

3.500

04/01/48

8,529,107‌

1,917,371

FNMA

4.000

04/01/48

1,785,814‌

163,743

FNMA

4.500

04/01/48

157,093‌

2,938,226

FNMA

3.500

06/01/48

2,652,754‌

4,962,732

FNMA

4.000

07/01/48

4,618,619‌

3,194,844

FNMA

4.500

07/01/48

3,056,299‌

1,802,450

FNMA

4.000

08/01/48

1,675,708‌

1,335,767

FNMA

4.000

10/01/48

1,241,211‌

1,805,668

FNMA

4.500

10/01/48

1,727,206‌

15,358,872

FNMA

3.000

11/01/48

13,406,863‌

3,697,664

FNMA

4.000

11/01/48

3,416,290‌

1,267,345

FNMA

4.500

11/01/48

1,211,482‌

1,355,326

FNMA

4.000

12/01/48

1,257,143‌

1,139,661

FNMA

4.500

01/01/49

1,087,490‌

3,004,824

FNMA

4.500

02/01/49

2,871,146‌

4,046,589

FNMA

4.000

04/01/49

3,749,934‌

3,564,181

FNMA

5.000

04/01/49

3,524,150‌

4,389,958

FNMA

3.500

07/01/49

3,925,299‌

15,830,379

FNMA

3.500

08/01/49

14,207,226‌

2,603,828

FNMA

4.000

08/01/49

2,410,064‌

9,709,831

FNMA

3.000

09/01/49

8,383,028‌

5,423,343

FNMA

3.000

12/01/49

4,682,225‌

12,135,710

FNMA

3.000

12/01/49

10,554,346‌

10,578,966

FNMA

3.000

12/01/49

9,133,381‌

13,123,533

FNMA

2.500

01/01/50

10,834,759‌

20,996,645

FNMA

3.000

02/01/50

18,145,359‌

9,716,856

FNMA

3.500

02/01/50

8,710,386‌

13,427,268

FNMA

3.000

03/01/50

11,572,331‌

19,305,398

FNMA

3.000

05/01/50

16,657,261‌

10,706,294

FNMA

3.000

06/01/50

9,230,298‌

7,989,707

FNMA

4.000

06/01/50

7,398,428‌

17,635,878

FNMA

2.500

07/01/50

14,548,998‌

4,517,326

FNMA

3.000

08/01/50

3,890,680‌

9,867,692

FNMA

4.000

08/01/50

9,121,092‌

28,461,123

FNMA

2.500

09/01/50

23,450,297‌

152,997,381

FNMA

2.500

10/01/50

126,029,185‌

19,409,031

FNMA

1.500

11/01/50

14,555,256‌

94,588,587

FNMA

2.000

11/01/50

74,676,482‌

13,700,869

FNMA

2.500

11/01/50

11,292,135‌

Nuveen

Bond

Index

Fund

June

30,

2024

132

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

54,757,599

FNMA

1.500

%

12/01/50

$

41,072,224‌

100,262,746

FNMA

2.000

12/01/50

79,135,041‌

8,877,240

FNMA

2.500

12/01/50

7,311,534‌

76,042,252

FNMA

2.000

01/01/51

60,167,257‌

8,018,660

FNMA

1.500

02/01/51

5,996,220‌

7,249,585

FNMA

2.000

02/01/51

5,692,717‌

90,244,317

FNMA

2.500

02/01/51

74,093,834‌

36,722,127

FNMA

1.500

03/01/51

27,448,940‌

103,505,607

FNMA

2.000

03/01/51

81,303,957‌

21,015,811

FNMA

1.500

04/01/51

15,771,227‌

125,359,888

FNMA

2.000

04/01/51

98,541,704‌

31,623,020

FNMA

2.500

04/01/51

26,017,781‌

83,692,244

FNMA

2.000

05/01/51

65,818,290‌

3,307,967

FNMA

3.500

05/01/51

2,929,196‌

10,139,944

FNMA

1.500

06/01/51

7,566,942‌

77,261,888

FNMA

2.000

06/01/51

60,687,356‌

45,361,481

FNMA

2.500

06/01/51

37,266,736‌

49,323,585

FNMA

2.000

07/01/51

38,753,922‌

111,424,890

FNMA

2.000

08/01/51

87,544,545‌

90,888,475

FNMA

2.500

08/01/51

74,622,081‌

68,030,989

FNMA

2.000

09/01/51

53,406,247‌

39,683,703

FNMA

2.500

09/01/51

32,571,193‌

10,877,927

FNMA

1.500

11/01/51

8,119,156‌

89,423,232

FNMA

2.000

11/01/51

70,174,635‌

47,025,648

FNMA

2.500

11/01/51

38,573,052‌

77,623,352

FNMA

2.000

12/01/51

60,865,718‌

69,734,214

FNMA

2.000

12/01/51

54,656,327‌

85,169,880

FNMA

2.500

12/01/51

69,818,957‌

87,222,804

FNMA

2.500

01/01/52

71,296,860‌

54,351,112

FNMA

3.000

01/01/52

46,485,021‌

63,221,541

FNMA

2.000

02/01/52

49,530,681‌

15,388,496

FNMA

3.500

02/01/52

13,722,843‌

48,130,207

FNMA

2.000

03/01/52

37,753,272‌

73,881,891

FNMA

2.500

03/01/52

60,454,889‌

8,167,252

FNMA

3.500

03/01/52

7,255,371‌

13,575,370

FNMA

2.000

04/01/52

10,637,776‌

27,805,821

FNMA

2.500

04/01/52

22,767,943‌

10,152,173

FNMA

3.000

04/01/52

8,647,516‌

8,493,140

FNMA

3.500

04/01/52

7,522,571‌

45,464,893

FNMA

2.500

05/01/52

37,227,589‌

24,591,330

FNMA

3.000

05/01/52

20,944,731‌

6,999,337

FNMA

3.500

05/01/52

6,199,484‌

53,107,177

FNMA

4.000

05/01/52

48,680,877‌

9,056,142

FNMA

2.500

06/01/52

7,410,993‌

8,190,786

FNMA

3.000

06/01/52

6,976,244‌

7,568,379

FNMA

3.500

06/01/52

6,703,513‌

13,168,255

FNMA

4.000

06/01/52

12,058,961‌

30,113,961

FNMA

4.500

06/01/52

28,431,035‌

10,879,635

FNMA

3.000

07/01/52

9,265,544‌

17,111,365

FNMA

3.000

07/01/52

14,571,403‌

5,255,831

FNMA

3.500

07/01/52

4,655,083‌

26,521,768

FNMA

3.500

07/01/52

23,489,643‌

8,955,664

FNMA

4.000

07/01/52

8,195,812‌

38,295,222

FNMA

4.000

07/01/52

35,063,375‌

8,781,076

FNMA

4.500

07/01/52

8,290,334‌

22,077,198

FNMA

4.500

07/01/52

20,816,072‌

21,379,742

FNMA

5.000

07/01/52

20,713,903‌

12,166,567

FNMA

2.500

08/01/52

9,947,422‌

4,278,985

FNMA

5.000

08/01/52

4,145,721‌

18,411,032

FNMA

3.500

09/01/52

16,302,922‌

4,796,174

FNMA

4.000

09/01/52

4,393,779‌

133

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

27,804,294

FNMA

4.500

%

09/01/52

$

26,233,888‌

24,266,439

FNMA

5.000

09/01/52

23,502,564‌

4,313,184

FNMA

3.000

10/01/52

3,672,959‌

8,195,030

FNMA

4.000

10/01/52

7,499,701‌

50,993,217

FNMA

4.500

10/01/52

48,143,369‌

25,041,922

FNMA

5.000

10/01/52

24,245,259‌

14,173,161

FNMA

5.500

10/01/52

14,010,059‌

16,003,416

FNMA

3.000

11/01/52

13,625,429‌

14,513,258

FNMA

3.500

11/01/52

12,852,903‌

12,246,410

FNMA

4.000

11/01/52

11,213,440‌

13,392,164

FNMA

4.500

11/01/52

12,631,811‌

29,713,690

FNMA

5.000

11/01/52

28,793,053‌

8,690,519

FNMA

5.500

11/01/52

8,597,409‌

8,305,183

FNMA

6.000

11/01/52

8,363,496‌

2,923,892

FNMA

4.000

12/01/52

2,676,695‌

14,116,556

FNMA

5.500

12/01/52

13,929,674‌

14,578,453

FNMA

5.500

01/01/53

14,407,085‌

20,202,265

FNMA

6.000

01/01/53

20,301,101‌

5,385,062

FNMA

6.500

01/01/53

5,498,126‌

14,812,844

FNMA

5.000

02/01/53

14,330,529‌

18,450,481

FNMA

5.500

02/01/53

18,210,749‌

8,936,380

FNMA

6.000

02/01/53

8,970,557‌

703,533

FNMA

7.000

02/01/53

723,736‌

2,048,002

FNMA

3.500

03/01/53

1,813,501‌

2,029,540

FNMA

4.000

03/01/53

1,857,545‌

2,895,553

FNMA

4.500

03/01/53

2,730,548‌

2,894,082

FNMA

5.000

03/01/53

2,799,848‌

6,698,242

FNMA

6.000

03/01/53

6,726,329‌

3,044,098

FNMA

6.500

03/01/53

3,107,547‌

2,140,099

FNMA

3.500

04/01/53

1,895,052‌

2,758,358

FNMA

5.000

04/01/53

2,668,117‌

7,122,517

FNMA

5.500

04/01/53

7,030,024‌

3,455,884

FNMA

6.000

04/01/53

3,472,513‌

1,637,215

FNMA

6.500

04/01/53

1,669,757‌

6,142,782

FNMA

4.000

05/01/53

5,622,195‌

10,572,739

FNMA

5.000

05/01/53

10,219,495‌

25,692,860

FNMA

5.500

05/01/53

25,350,665‌

9,889,888

FNMA

4.500

06/01/53

9,325,188‌

12,978,837

FNMA

5.000

06/01/53

12,545,204‌

7,564,346

FNMA

5.500

06/01/53

7,463,730‌

19,320,369

FNMA

5.000

07/01/53

18,676,166‌

36,494,000

FNMA

5.500

07/01/53

35,997,729‌

28,382,220

FNMA

6.000

07/01/53

28,483,952‌

7,596,303

FNMA

6.500

07/01/53

7,744,871‌

19,158,932

FNMA

5.000

08/01/53

18,523,735‌

24,331,505

FNMA

5.500

08/01/53

24,000,626‌

2,974,330

FNMA

6.000

08/01/53

2,984,099‌

5,149,414

FNMA

6.500

08/01/53

5,249,274‌

19,910,056

FNMA

5.500

10/01/53

19,639,300‌

21,012,660

FNMA

6.000

10/01/53

21,075,294‌

8,882,222

FNMA

6.500

10/01/53

9,044,588‌

5,066,571

FNMA

5.000

11/01/53

4,897,682‌

37,528,420

FNMA

6.000

12/01/53

37,644,138‌

39,653,554

FNMA

6.500

12/01/53

40,371,354‌

14,499,082

FNMA

7.000

12/01/53

14,918,260‌

8,794,410

FNMA

7.000

01/01/54

9,045,602‌

7,105,698

FNMA

5.500

02/01/54

7,009,472‌

14,221,457

FNMA

6.000

02/01/54

14,263,801‌

29,276,260

FNMA

6.500

02/01/54

29,800,371‌

8,050,147

FNMA

5.500

03/01/54

7,940,670‌

12,437,557

FNMA

6.000

03/01/54

12,474,634‌

Nuveen

Bond

Index

Fund

June

30,

2024

134

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

4,734,201

FNMA

6.500

%

03/01/54

$

4,818,954‌

8,076,761

FNMA

7.000

03/01/54

8,307,161‌

5,302,567

FNMA

4.500

04/01/54

4,999,625‌

4,718,347

FNMA

6.500

04/01/54

4,802,816‌

5,210,000

FNMA

5.000

06/01/54

5,035,913‌

21,269,525

FNMA

5.500

06/01/54

20,981,359‌

20,935,000

FNMA

6.000

06/01/54

20,997,413‌

9,775,000

FNMA

6.500

06/01/54

9,949,994‌

10,060,000

FNMA

5.500

07/01/54

9,923,186‌

14,860,000

FNMA

6.000

07/01/54

14,904,303‌

4,875,000

FNMA

6.500

07/01/54

4,962,273‌

1,524,234

FNMA

3.500

07/01/55

1,379,634‌

340

Government

National

Mortgage

Association

(GNMA)

4.000

08/15/24

339‌

329

GNMA

4.500

01/15/25

327‌

5,590

GNMA

4.000

08/15/25

5,536‌

3,233

GNMA

3.500

03/15/26

3,187‌

4,000

GNMA

4.000

04/15/26

3,955‌

5,064

GNMA

4.000

06/20/26

4,992‌

8,536

GNMA

3.500

11/20/26

8,364‌

43,060

GNMA

3.000

12/15/26

42,000‌

160,703

GNMA

2.500

04/20/27

155,329‌

139,346

GNMA

2.500

09/20/27

134,270‌

63

GNMA

6.500

09/15/28

64‌

580

GNMA

6.500

11/15/28

590‌

102

GNMA

7.500

11/15/28

102‌

250,433

GNMA

3.500

11/20/28

243,293‌

3,561

GNMA

8.500

10/15/30

3,576‌

1,194

GNMA

8.500

10/20/30

1,240‌

159

GNMA

8.500

12/15/30

169‌

159

GNMA

7.000

06/20/31

161‌

1,490,371

GNMA

3.000

08/20/32

1,409,938‌

62,522

GNMA

6.000

10/15/32

64,865‌

8,201

GNMA

5.500

12/20/32

8,423‌

23,659

GNMA

5.500

05/15/33

23,842‌

2,055

GNMA

5.000

07/15/33

2,026‌

8,331

GNMA

5.500

07/15/33

8,461‌

2,283

GNMA

5.000

07/20/33

2,285‌

11,177

GNMA

5.000

08/15/33

11,019‌

38,107

GNMA

5.500

09/15/33

38,894‌

32,291

GNMA

6.000

11/20/33

33,180‌

13,711

GNMA

5.500

05/20/34

14,026‌

20,296

GNMA

6.000

09/20/34

20,751‌

1,367

GNMA

5.000

10/20/34

1,365‌

38,839

GNMA

5.500

11/15/34

39,541‌

18,552

GNMA

6.500

01/15/35

18,860‌

11,192

GNMA

5.500

02/20/35

11,385‌

211,679

GNMA

5.000

03/20/35

211,336‌

61,088

GNMA

5.000

04/15/35

60,644‌

63,833

GNMA

5.500

05/20/35

65,381‌

2,217

GNMA

5.000

09/20/35

2,212‌

2,816

GNMA

5.000

11/15/35

2,822‌

1,788

GNMA

5.000

11/15/35

1,791‌

18,156

GNMA

5.500

02/20/36

18,597‌

2,688

GNMA

5.500

03/15/36

2,737‌

5,867

GNMA

5.500

05/20/36

5,979‌

1,960

GNMA

6.500

06/15/36

2,039‌

57,205

GNMA

5.500

06/20/36

58,594‌

3,385

GNMA

5.000

09/15/36

3,392‌

1,939

GNMA

6.000

09/15/36

1,973‌

5,560

GNMA

6.000

10/20/36

5,763‌

3,585

GNMA

5.000

12/15/36

3,592‌

135

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

3,334

GNMA

6.000

%

01/20/37

$

3,456‌

52,476

GNMA

5.500

02/15/37

53,426‌

12,556

GNMA

6.000

02/20/37

13,014‌

82,649

GNMA

6.000

04/15/37

85,249‌

37,835

GNMA

6.000

04/20/37

38,517‌

5,308

GNMA

6.000

06/15/37

5,418‌

6,816

GNMA

6.000

08/20/37

7,065‌

5,720

GNMA

6.500

08/20/37

6,030‌

26,278

GNMA

6.500

11/20/37

27,313‌

10,044

GNMA

6.000

12/15/37

10,410‌

1,440

GNMA

5.000

02/20/38

1,437‌

33,062

GNMA

5.000

04/15/38

32,995‌

804

GNMA

5.500

05/20/38

813‌

5,429

GNMA

5.500

06/15/38

5,527‌

17,419

GNMA

6.000

06/20/38

18,055‌

15,560

GNMA

5.500

07/15/38

15,842‌

120,347

GNMA

5.000

07/20/38

119,562‌

121,839

GNMA

5.500

07/20/38

124,572‌

4,233

GNMA

5.500

08/15/38

4,310‌

39,456

GNMA

6.000

08/15/38

40,895‌

39,147

GNMA

6.000

08/15/38

39,847‌

11,777

GNMA

6.000

08/20/38

12,207‌

46,992

GNMA

6.000

09/20/38

49,162‌

30,073

GNMA

5.000

10/15/38

29,961‌

4,171

GNMA

5.500

10/15/38

4,232‌

6,138

GNMA

6.500

10/20/38

6,231‌

2,521

GNMA

6.500

10/20/38

2,649‌

667

GNMA

5.500

11/15/38

679‌

11,163

GNMA

6.500

11/20/38

11,591‌

40,394

GNMA

6.000

12/15/38

41,868‌

670

GNMA

6.500

12/15/38

686‌

8,980

GNMA

5.000

01/15/39

9,005‌

192,352

GNMA

4.500

01/20/39

187,856‌

26,785

GNMA

6.500

01/20/39

28,446‌

7,300

GNMA

5.000

02/15/39

7,313‌

626

GNMA

6.000

02/15/39

630‌

6,613

GNMA

4.500

03/15/39

6,451‌

88,945

GNMA

4.500

03/15/39

85,719‌

2,559

GNMA

4.500

03/20/39

2,499‌

51,973

GNMA

5.500

03/20/39

53,749‌

4,398

GNMA

4.500

04/15/39

4,274‌

98,035

GNMA

5.500

04/15/39

99,210‌

1,760

GNMA

5.000

04/20/39

1,759‌

7,223

GNMA

4.000

05/15/39

6,821‌

123,819

GNMA

4.500

05/15/39

120,631‌

65,514

GNMA

5.000

05/15/39

65,386‌

8,848

GNMA

4.000

05/20/39

8,406‌

22,434

GNMA

4.500

05/20/39

21,910‌

530,109

GNMA

5.000

05/20/39

528,300‌

3,723

GNMA

4.500

06/15/39

3,632‌

319,593

GNMA

4.500

06/15/39

314,894‌

513,892

GNMA

5.000

06/15/39

511,657‌

414,273

GNMA

5.000

06/15/39

408,979‌

8,624

GNMA

5.000

06/15/39

8,646‌

3,515

GNMA

5.000

06/15/39

3,518‌

3,913

GNMA

5.000

06/15/39

3,924‌

5,097

GNMA

4.000

06/20/39

4,843‌

3,337

GNMA

5.000

06/20/39

3,336‌

380,178

GNMA

4.000

07/15/39

356,940‌

4,117

GNMA

4.500

07/15/39

3,967‌

11,120

GNMA

4.500

07/15/39

10,715‌

Nuveen

Bond

Index

Fund

June

30,

2024

136

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

440,078

GNMA

4.500

%

07/15/39

$

428,746‌

6,309

GNMA

5.000

07/15/39

6,314‌

48,884

GNMA

4.500

07/20/39

47,741‌

45,619

GNMA

5.000

07/20/39

45,603‌

5,358

GNMA

5.500

07/20/39

5,489‌

22,047

GNMA

4.000

08/15/39

20,772‌

43,631

GNMA

5.000

08/15/39

43,013‌

1,604

GNMA

5.500

08/15/39

1,617‌

16,831

GNMA

6.000

08/15/39

17,035‌

14,877

GNMA

4.000

08/20/39

14,134‌

11,712

GNMA

5.000

08/20/39

11,708‌

15,838

GNMA

5.000

09/20/39

15,881‌

3,512

GNMA

4.500

10/15/39

3,381‌

1,848

GNMA

5.000

10/15/39

1,848‌

4,953

GNMA

4.500

10/20/39

4,837‌

10,386

GNMA

4.500

11/15/39

10,112‌

7,281

GNMA

4.500

11/20/39

7,108‌

8,824

GNMA

5.000

11/20/39

8,821‌

252,836

GNMA

4.500

12/15/39

246,028‌

7,373

GNMA

4.500

12/20/39

7,197‌

277,768

GNMA

5.000

12/20/39

277,668‌

240,917

GNMA

4.500

01/20/40

235,162‌

4,325

GNMA

5.500

01/20/40

4,430‌

162,525

GNMA

5.500

02/15/40

165,471‌

21,486

GNMA

4.000

03/15/40

20,378‌

3,791

GNMA

5.000

03/15/40

3,731‌

1,287

GNMA

4.500

04/15/40

1,249‌

35,965

GNMA

5.000

04/15/40

35,417‌

9,831

GNMA

4.500

04/20/40

9,593‌

1,521

GNMA

4.500

05/15/40

1,477‌

44,358

GNMA

5.000

05/15/40

44,132‌

74,584

(e)

GNMA

DGS1

+

1.500%

3.875

05/20/40

74,810‌

2,029

GNMA

4.500

05/20/40

1,980‌

967,238

GNMA

4.500

06/15/40

940,951‌

3,048

GNMA

4.500

06/15/40

2,964‌

2,647

GNMA

4.500

06/15/40

2,571‌

51,055

GNMA

5.000

06/20/40

51,007‌

27,431

GNMA

4.500

07/15/40

26,385‌

87,573

GNMA

4.500

07/15/40

85,061‌

344,484

GNMA

4.500

07/20/40

336,041‌

10,417

GNMA

5.000

07/20/40

10,407‌

73,707

GNMA

4.000

08/15/40

69,324‌

372,127

GNMA

4.000

08/15/40

348,872‌

32,325

GNMA

4.500

08/15/40

31,500‌

25,306

GNMA

4.500

08/20/40

24,686‌

22,660

GNMA

4.500

09/20/40

22,088‌

7,943

GNMA

5.500

09/20/40

8,136‌

6,921

GNMA

6.500

09/20/40

7,040‌

11,457

GNMA

4.000

10/15/40

10,776‌

17,401

GNMA

6.000

10/20/40

18,036‌

136,475

GNMA

4.000

11/15/40

128,357‌

293,956

GNMA

4.000

11/20/40

279,283‌

72,678

GNMA

3.500

12/15/40

66,856‌

131,457

GNMA

5.500

12/20/40

134,646‌

382,942

GNMA

4.000

01/15/41

362,393‌

799,045

GNMA

4.000

01/20/41

759,177‌

77,774

GNMA

4.000

02/15/41

73,531‌

219,405

GNMA

4.500

02/20/41

214,005‌

130,283

GNMA

4.500

03/15/41

126,666‌

247,757

GNMA

4.500

04/20/41

241,659‌

56,195

GNMA

5.000

04/20/41

55,831‌

137

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

16,434

(e)

GNMA

DGS1

+

1.500%

3.875

%

06/20/41

$

16,495‌

50,131

GNMA

4.000

07/15/41

47,395‌

102,864

GNMA

4.000

07/20/41

97,731‌

352,062

GNMA

4.500

07/20/41

343,396‌

307,640

GNMA

5.000

07/20/41

307,526‌

78,790

GNMA

4.500

08/15/41

76,390‌

152,135

GNMA

5.000

08/20/41

152,080‌

201,335

GNMA

4.000

09/15/41

188,664‌

10,363

(e)

GNMA

DGS1

+

1.500%

3.625

09/20/41

10,333‌

479,609

GNMA

4.000

09/20/41

455,673‌

35,231

GNMA

4.000

10/15/41

33,309‌

21,057

(e)

GNMA

DGS1

+

1.500%

3.750

10/20/41

20,910‌

12,000

(e)

GNMA

DGS1

+

1.500%

3.750

10/20/41

11,917‌

613,952

GNMA

4.000

10/20/41

583,312‌

87,320

GNMA

5.500

10/20/41

89,438‌

172,647

GNMA

3.500

11/15/41

159,348‌

431,545

GNMA

4.000

11/15/41

405,872‌

808,227

GNMA

4.500

11/20/41

788,331‌

379,817

GNMA

5.000

11/20/41

379,681‌

84,264

GNMA

6.000

11/20/41

87,339‌

439,836

GNMA

3.500

01/20/42

403,079‌

54,656

(e)

GNMA

DGS1

+

1.500%

4.625

02/20/42

54,621‌

209,604

GNMA

3.500

03/20/42

192,119‌

398,847

GNMA

4.500

03/20/42

389,029‌

384,553

GNMA

3.500

04/15/42

354,570‌

856,651

GNMA

3.500

05/20/42

774,112‌

1,991,586

GNMA

3.500

05/20/42

1,825,897‌

461,924

GNMA

4.000

05/20/42

438,873‌

817,560

GNMA

3.500

07/15/42

751,529‌

465,231

GNMA

3.500

07/20/42

426,631‌

76,944

(e)

GNMA

DGS1

+

1.500%

3.625

07/20/42

76,764‌

617,585

GNMA

3.000

08/20/42

553,437‌

841,681

GNMA

3.500

08/20/42

764,813‌

1,945,765

GNMA

3.500

08/20/42

1,784,326‌

402,550

GNMA

6.000

08/20/42

417,244‌

788,376

GNMA

3.500

10/20/42

723,084‌

915,970

GNMA

3.000

11/20/42

814,159‌

898,983

GNMA

3.000

12/20/42

789,653‌

1,075,646

GNMA

3.000

12/20/42

956,086‌

572,427

GNMA

3.000

01/15/43

511,109‌

2,495,213

GNMA

3.000

01/15/43

2,228,032‌

802,422

GNMA

3.000

01/20/43

713,250‌

1,372,947

GNMA

3.000

02/20/43

1,220,371‌

1,065,585

GNMA

3.000

02/20/43

950,089‌

233,762

GNMA

3.000

04/15/43

208,719‌

255,528

GNMA

5.000

04/20/43

255,435‌

540,510

GNMA

3.000

05/20/43

480,438‌

823,510

GNMA

3.000

06/20/43

731,985‌

2,086,644

GNMA

3.500

06/20/43

1,885,475‌

1,798,795

GNMA

3.000

07/20/43

1,598,868‌

851,887

GNMA

3.500

07/20/43

781,598‌

3,554,369

GNMA

4.500

08/20/43

3,465,775‌

1,177,511

GNMA

3.500

09/20/43

1,080,587‌

377,983

GNMA

4.000

09/20/43

358,479‌

4,921,898

GNMA

3.500

10/20/43

4,517,001‌

2,252,471

GNMA

4.000

10/20/43

2,139,562‌

211,568

GNMA

3.500

11/20/43

194,087‌

406,668

GNMA

4.000

11/20/43

385,640‌

390,054

GNMA

4.500

12/20/43

378,528‌

429,687

GNMA

4.500

01/20/44

417,211‌

506,344

GNMA

3.500

02/20/44

464,017‌

Nuveen

Bond

Index

Fund

June

30,

2024

138

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

688,362

GNMA

4.000

%

02/20/44

$

653,570‌

686,099

GNMA

4.000

05/20/44

651,350‌

721,929

GNMA

4.000

06/20/44

682,093‌

1,845,771

GNMA

3.500

07/20/44

1,686,158‌

5,750,190

GNMA

3.500

10/20/44

5,251,732‌

604,315

GNMA

4.500

10/20/44

586,455‌

1,320,506

GNMA

3.500

11/20/44

1,205,967‌

1,665,591

GNMA

3.000

12/20/44

1,480,501‌

3,080,281

GNMA

4.000

12/20/44

2,919,824‌

4,132,552

GNMA

3.500

02/20/45

3,773,293‌

2,477,784

GNMA

4.000

03/20/45

2,350,226‌

1,693,623

GNMA

3.000

04/20/45

1,505,390‌

3,615,602

GNMA

3.000

06/20/45

3,212,440‌

8,253,585

GNMA

3.000

07/20/45

7,326,053‌

2,816,393

GNMA

4.000

10/20/45

2,656,034‌

4,750,116

GNMA

4.000

11/20/45

4,475,441‌

2,125,939

GNMA

3.000

12/20/45

1,885,048‌

1,898,437

GNMA

3.500

12/20/45

1,731,248‌

10,171,227

GNMA

3.000

03/20/46

9,008,444‌

3,567,275

GNMA

3.000

04/20/46

3,155,596‌

2,164,533

GNMA

4.000

04/20/46

2,039,552‌

9,544,855

GNMA

3.000

05/20/46

8,439,892‌

5,882,542

GNMA

3.500

05/20/46

5,358,779‌

2,182,613

GNMA

3.000

06/20/46

1,929,658‌

1,326,192

GNMA

3.500

06/20/46

1,207,904‌

1,651,876

GNMA

3.000

07/20/46

1,460,216‌

2,827,354

GNMA

3.500

08/20/46

2,575,164‌

1,599,399

GNMA

3.000

09/20/46

1,413,414‌

6,549,487

GNMA

3.500

09/20/46

5,965,288‌

3,140,283

GNMA

3.000

10/20/46

2,774,711‌

1,736,183

GNMA

3.000

12/20/46

1,533,615‌

10,833,203

GNMA

3.000

01/20/47

9,571,788‌

1,241,848

GNMA

4.000

01/20/47

1,166,414‌

2,671,451

GNMA

4.000

04/20/47

2,502,039‌

2,846,208

GNMA

3.500

05/20/47

2,586,799‌

1,440,869

GNMA

3.500

06/20/47

1,309,375‌

1,832,233

GNMA

3.000

07/20/47

1,621,047‌

3,274,787

GNMA

4.500

07/20/47

3,161,832‌

3,438,114

GNMA

3.000

08/20/47

3,034,649‌

3,822,140

GNMA

3.500

08/20/47

3,473,222‌

6,803,627

GNMA

3.000

09/20/47

6,004,333‌

8,598,532

GNMA

4.000

09/20/47

8,062,478‌

6,143,436

GNMA

3.500

11/20/47

5,575,160‌

4,545,718

GNMA

3.500

12/20/47

4,123,393‌

2,893,350

GNMA

3.500

01/20/48

2,625,173‌

3,619,609

GNMA

4.000

05/20/48

3,386,096‌

2,705,880

GNMA

4.000

06/20/48

2,530,475‌

6,237,408

GNMA

3.500

07/20/48

5,667,819‌

2,795,778

GNMA

4.000

08/20/48

2,614,112‌

1,918,983

GNMA

5.000

08/20/48

1,893,447‌

1,797,480

GNMA

4.500

09/20/48

1,731,452‌

1,535,089

GNMA

5.000

10/20/48

1,516,791‌

1,258,525

GNMA

4.500

11/20/48

1,212,164‌

2,883,586

GNMA

3.500

04/20/49

2,614,318‌

9,721,628

GNMA

4.500

04/20/49

9,362,120‌

2,988,036

GNMA

4.000

05/20/49

2,790,792‌

1,897,378

GNMA

3.500

06/20/49

1,718,312‌

4,270,375

GNMA

3.500

09/20/49

3,855,539‌

3,081,994

GNMA

3.500

11/20/49

2,797,800‌

24,455,895

GNMA

2.500

12/20/49

20,669,667‌

54,606,836

GNMA

3.000

02/20/50

47,775,195‌

139

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

6,658,735

GNMA

3.500

%

02/20/50

$

6,044,830‌

9,426,429

GNMA

3.500

04/20/50

8,534,088‌

9,028,874

GNMA

3.000

05/20/50

7,897,405‌

9,133,501

GNMA

2.500

08/20/50

7,702,026‌

14,695,644

GNMA

2.500

10/20/50

12,383,287‌

38,804,018

GNMA

2.000

11/20/50

31,448,087‌

20,567,694

GNMA

2.500

12/20/50

17,331,336‌

22,740,656

GNMA

2.000

01/20/51

18,420,100‌

5,668,894

GNMA

2.500

01/20/51

4,774,354‌

20,206,092

GNMA

2.000

02/20/51

16,359,228‌

3,833,541

GNMA

1.500

04/20/51

2,989,790‌

16,046,493

GNMA

2.000

04/20/51

12,988,424‌

36,851,713

GNMA

2.500

04/20/51

30,975,827‌

13,804,902

GNMA

2.500

05/20/51

11,603,705‌

5,749,493

GNMA

2.000

06/20/51

4,653,735‌

3,334,587

GNMA

3.000

06/20/51

2,909,557‌

65,876,546

GNMA

2.500

07/20/51

55,372,050‌

5,946,515

GNMA

2.000

08/20/51

4,813,153‌

19,130,662

GNMA

2.500

08/20/51

16,084,500‌

7,495,431

GNMA

3.000

08/20/51

6,540,628‌

23,361,828

GNMA

2.500

09/20/51

19,641,766‌

149,052,740

GNMA

2.000

11/20/51

120,643,334‌

16,592,218

GNMA

2.000

12/20/51

13,429,683‌

24,485,721

GNMA

2.500

12/20/51

20,585,202‌

23,925,760

GNMA

3.000

12/20/51

20,860,939‌

4,116,469

GNMA

3.500

01/20/52

3,699,727‌

12,582,581

GNMA

2.500

02/20/52

10,577,159‌

20,489,125

GNMA

3.500

02/20/52

18,396,024‌

9,042,108

GNMA

2.000

04/20/52

7,321,885‌

23,851,218

GNMA

2.500

04/20/52

20,048,107‌

17,126,468

GNMA

3.000

04/20/52

14,920,681‌

15,891,993

GNMA

2.000

05/20/52

12,868,593‌

13,626,262

GNMA

2.500

05/20/52

11,454,231‌

8,037,371

GNMA

3.000

05/20/52

7,002,205‌

8,767,721

GNMA

4.000

05/20/52

8,102,112‌

10,428,384

GNMA

3.000

06/20/52

9,085,270‌

8,818,596

GNMA

4.000

06/20/52

8,154,512‌

3,074,087

GNMA

3.000

07/20/52

2,681,467‌

15,008,423

GNMA

3.500

07/20/52

13,475,117‌

4,428,802

GNMA

4.500

07/20/52

4,217,281‌

4,399,761

GNMA

3.500

08/20/52

3,950,263‌

8,997,551

GNMA

4.000

08/20/52

8,314,461‌

6,502,613

GNMA

4.500

08/20/52

6,197,422‌

4,395,983

GNMA

5.000

08/20/52

4,288,026‌

5,492,525

GNMA

3.500

09/20/52

4,931,375‌

11,645,001

GNMA

4.000

09/20/52

10,760,912‌

36,215,778

GNMA

4.500

09/20/52

34,480,496‌

4,413,557

GNMA

5.000

09/20/52

4,301,689‌

8,445,565

GNMA

5.500

09/20/52

8,390,791‌

7,017,238

GNMA

3.500

10/20/52

6,300,299‌

19,543,277

GNMA

4.000

10/20/52

18,059,554‌

1,994,126

GNMA

3.500

11/20/52

1,790,396‌

4,580,997

GNMA

4.500

11/20/52

4,360,324‌

28,532,087

GNMA

5.000

11/20/52

27,824,076‌

8,932,185

GNMA

5.500

11/20/52

8,872,425‌

9,769,423

GNMA

3.500

12/20/52

8,771,388‌

1,058,676

GNMA

4.000

12/20/52

978,303‌

7,881,512

GNMA

5.500

12/20/52

7,825,512‌

4,801,928

GNMA

6.000

12/20/52

4,824,968‌

2,752,611

GNMA

5.000

01/20/53

2,682,969‌

7,160,561

GNMA

6.000

01/20/53

7,194,918‌

Nuveen

Bond

Index

Fund

June

30,

2024

140

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

4,637,557

GNMA

6.500

%

01/20/53

$

4,709,698‌

5,313,641

GNMA

2.500

02/20/53

4,471,092‌

4,565,642

GNMA

3.000

02/20/53

3,992,241‌

1,909,396

GNMA

4.000

02/20/53

1,764,442‌

5,686,844

GNMA

5.000

02/20/53

5,541,841‌

5,461,774

GNMA

5.500

02/20/53

5,421,253‌

2,932,705

GNMA

4.500

03/20/53

2,790,610‌

19,221,246

GNMA

5.000

03/20/53

18,726,199‌

5,365,221

GNMA

5.500

03/20/53

5,325,417‌

3,205,748

GNMA

6.000

03/20/53

3,221,130‌

4,001,250

GNMA

4.000

04/20/53

3,697,482‌

2,494,698

GNMA

5.500

04/20/53

2,476,190‌

4,935,568

GNMA

4.500

05/20/53

4,694,899‌

15,606,479

GNMA

5.000

05/20/53

15,196,647‌

3,253,842

GNMA

3.500

06/20/53

2,934,719‌

17,132,484

GNMA

5.500

06/20/53

17,005,504‌

5,270,184

GNMA

6.500

06/20/53

5,354,739‌

11,147,743

GNMA

4.500

07/20/53

10,599,551‌

4,786,386

GNMA

5.500

07/20/53

4,750,877‌

8,059,500

GNMA

6.000

07/20/53

8,098,171‌

12,932,631

GNMA

5.500

08/20/53

12,836,685‌

2,753,322

GNMA

6.000

08/20/53

2,766,532‌

2,439,070

GNMA

7.000

08/20/53

2,489,759‌

11,594,222

GNMA

6.000

09/20/53

11,649,852‌

13,995,344

GNMA

6.000

11/20/53

14,062,496‌

11,973,250

GNMA

6.500

11/20/53

12,152,218‌

6,148,743

GNMA

7.000

11/20/53

6,268,295‌

6,662,432

GNMA

7.000

12/20/53

6,787,917‌

12,221,805

GNMA

5.500

01/20/54

12,131,133‌

3,926,229

GNMA

6.000

01/20/54

3,945,067‌

13,465,026

GNMA

6.500

01/20/54

13,664,627‌

3,097,023

GNMA

4.500

02/20/54

2,944,084‌

9,120,791

GNMA

5.000

02/20/54

8,881,263‌

2,964,110

GNMA

6.000

02/20/54

2,978,333‌

2,916,092

GNMA

6.500

02/20/54

2,959,319‌

4,912,243

GNMA

6.000

03/20/54

4,935,813‌

3,188,241

GNMA

5.000

04/20/54

3,104,511‌

3,085,510

GNMA

5.500

04/20/54

3,062,619‌

6,927,403

GNMA

6.000

04/20/54

6,960,642‌

3,100,000

GNMA

5.000

05/20/54

3,018,587‌

17,051,997

GNMA

5.500

05/20/54

16,925,490‌

5,260,000

GNMA

4.500

06/20/54

5,000,242‌

9,900,000

GNMA

6.000

06/20/54

9,947,502‌

4,900,000

GNMA

6.500

06/20/54

4,972,886‌

TOTAL

MORTGAGE

BACKED

6,121,426,331‌

MUNICIPAL

BONDS

-

0.6%

200,000

Alabama

Economic

Settlement

Authority

4.263

09/15/32

192,446‌

250,000

Alabama

Federal

Aid

Highway

Finance

Authority

2.650

09/01/37

195,476‌

300,000

American

Municipal

Power,

Inc

7.834

02/15/41

362,744‌

455,000

American

Municipal

Power,

Inc

6.270

02/15/50

482,593‌

1,165,000

American

Municipal

Power,

Inc

8.084

02/15/50

1,520,909‌

1,000,000

Bay

Area

Toll

Authority

6.918

04/01/40

1,125,702‌

2,000,000

Bay

Area

Toll

Authority

6.263

04/01/49

2,163,870‌

755,000

Bay

Area

Toll

Authority

3.126

04/01/55

515,109‌

200,000

Board

of

Regents

of

the

University

of

Texas

System

3.852

08/15/46

164,664‌

700,000

Board

of

Regents

of

the

University

of

Texas

System

4.794

08/15/46

670,649‌

750,000

Board

of

Regents

of

the

University

of

Texas

System

2.439

08/15/49

462,698‌

500,000

California

Earthquake

Authority

5.603

07/01/27

499,523‌

100,000

California

Health

Facilities

Financing

Authority

4.190

06/01/37

91,181‌

100,000

California

Health

Facilities

Financing

Authority

4.353

06/01/41

89,481‌

200,000

California

Institute

of

Technology

4.321

08/01/45

177,729‌

141

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MUNICIPAL

BONDS—continued

$

750,000

California

Institute

of

Technology

3.650

%

09/01/19

$

496,709‌

200,000

California

State

University

3.899

11/01/47

165,179‌

1,000,000

California

State

University

2.897

11/01/51

709,242‌

750,000

California

State

University

2.975

11/01/51

510,474‌

950,000

California

State

University

2.939

11/01/52

649,995‌

2,000,000

California

State

University

5.183

11/01/53

1,967,180‌

720,000

Central

Puget

Sound

Regional

Transit

Authority

5.491

11/01/39

728,469‌

1,665,000

Charlotte-Mecklenburg

Hospital

Authority

3.204

01/15/51

1,172,530‌

2,250,000

Chicago

O'Hare

International

Airport

6.395

01/01/40

2,423,088‌

200,000

Chicago

O'Hare

International

Airport

4.472

01/01/49

180,163‌

200,000

Chicago

O'Hare

International

Airport

4.572

01/01/54

181,564‌

680,000

City

of

Atlanta

GA

Water

&

Wastewater

Revenue

2.257

11/01/35

539,915‌

690,000

City

of

Houston

TX

3.961

03/01/47

588,900‌

140,000

City

of

Los

Angeles

Department

of

Airports

Customer

Facility

Charge

Revenue

4.242

05/15/48

120,820‌

345,000

City

of

New

York

NY

5.263

10/01/52

351,799‌

1,440,000

City

of

New

York

NY

5.828

10/01/53

1,573,696‌

1,000,000

City

of

Riverside

CA

3.857

06/01/45

853,370‌

750,000

City

of

San

Antonio

TX

Electric

&

Gas

Systems

Revenue

5.808

02/01/41

766,168‌

875,000

City

of

Tucson

AZ

2.856

07/01/47

634,773‌

150,000

Colorado

Bridge

Enterprise

6.078

12/01/40

157,598‌

200,000

Commonwealth

Financing

Authority

4.014

06/01/33

188,418‌

100,000

Commonwealth

Financing

Authority

3.864

06/01/38

90,329‌

100,000

Commonwealth

Financing

Authority

4.144

06/01/38

91,863‌

645,000

Commonwealth

Financing

Authority

3.807

06/01/41

549,991‌

825,000

Commonwealth

Financing

Authority

2.991

06/01/42

619,722‌

1,000,000

Commonwealth

of

Massachusetts

3.769

07/15/29

962,643‌

659,427

Commonwealth

of

Massachusetts

4.110

07/15/31

647,837‌

100,000

Commonwealth

of

Massachusetts

3.277

06/01/46

78,109‌

750,000

Commonwealth

of

Massachusetts

2.900

09/01/49

522,143‌

500,000

Commonwealth

of

Massachusetts

Transportation

Fund

Revenue

5.731

06/01/40

507,625‌

130,000

County

of

Broward

FL

Airport

System

Revenue

3.477

10/01/43

106,951‌

200,000

County

of

Clark

Department

of

Aviation

6.820

07/01/45

225,301‌

135,000

County

of

Miami-Dade

FL

Aviation

Revenue

4.280

10/01/41

119,122‌

510,000

County

of

Miami-Dade

Seaport

Department

6.224

11/01/55

542,788‌

1,000,000

County

of

Riverside

CA

3.818

02/15/38

913,963‌

1,485,000

Dallas

Area

Rapid

Transit

2.613

12/01/48

1,010,420‌

750,000

Dallas

Area

Rapid

Transit

5.022

12/01/48

708,457‌

250,000

Dallas

Fort

Worth

International

Airport

2.994

11/01/38

209,103‌

235,000

Dallas

Fort

Worth

International

Airport

3.089

11/01/40

186,344‌

100,000

Dallas

Fort

Worth

International

Airport

3.144

11/01/45

74,604‌

255,000

Dallas

Fort

Worth

International

Airport

2.843

11/01/46

182,356‌

210,000

Dallas

Fort

Worth

International

Airport

2.919

11/01/50

148,816‌

235,000

Dallas

Fort

Worth

International

Airport

4.087

11/01/51

195,383‌

445,000

Dallas

Fort

Worth

International

Airport

4.507

11/01/51

395,637‌

350,000

Denver

City

&

County

School

District

No

4.242

12/15/37

328,241‌

200,000

District

of

Columbia

5.591

12/01/34

202,455‌

470,000

District

of

Columbia

Water

&

Sewer

Authority

3.207

10/01/48

359,943‌

445,000

District

of

Columbia

Water

&

Sewer

Authority

4.814

10/01/14

400,182‌

500,000

Duke

University

2.682

10/01/44

362,202‌

115,000

Duke

University

3.299

10/01/46

85,989‌

500,000

Duke

University

2.757

10/01/50

330,424‌

500,000

Duke

University

2.832

10/01/55

323,864‌

5,000

Energy

Northwest

2.814

07/01/24

5,000‌

360,000

Foothill-Eastern

Transportation

Corridor

Agency

4.094

01/15/49

300,441‌

300,000

Foothill-Eastern

Transportation

Corridor

Agency

3.924

01/15/53

241,440‌

300,000

George

Washington

University

4.300

09/15/44

264,461‌

200,000

George

Washington

University

4.868

09/15/45

189,790‌

375,000

George

Washington

University

4.126

09/15/48

317,612‌

1,000,000

Golden

State

Tobacco

Securitization

Corp

3.487

06/01/36

815,771‌

1,500,000

Golden

State

Tobacco

Securitization

Corp

3.115

06/01/38

1,212,469‌

Nuveen

Bond

Index

Fund

June

30,

2024

142

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MUNICIPAL

BONDS—continued

$

430,000

Golden

State

Tobacco

Securitization

Corp

3.714

%

06/01/41

$

329,318‌

570,000

Golden

State

Tobacco

Securitization

Corp

3.850

06/01/50

534,969‌

1,000,000

Golden

State

Tobacco

Securitization

Corp

4.214

06/01/50

747,651‌

970,000

Grand

Parkway

Transportation

Corp

3.236

10/01/52

709,950‌

200,000

Health

&

Educational

Facilities

Authority

of

the

State

of

Missouri

3.651

01/15/46

162,767‌

200,000

Health

&

Educational

Facilities

Authority

of

the

State

of

Missouri

3.086

09/15/51

141,189‌

200,000

Health

&

Educational

Facilities

Authority

of

the

State

of

Missouri

3.652

08/15/57

154,203‌

1,500,000

Idaho

Energy

Resources

Authority

2.861

09/01/46

1,056,415‌

500,000

Illinois

State

Toll

Highway

Authority

6.184

01/01/34

523,761‌

385,000

Indiana

Finance

Authority

3.051

01/01/51

280,049‌

770,000

JobsOhio

Beverage

System

2.833

01/01/38

625,089‌

1,500,000

Kansas

Development

Finance

Authority

2.774

05/01/51

1,035,808‌

240,000

Los

Angeles

Community

College

District

6.750

08/01/49

276,780‌

1,500,000

Los

Angeles

Department

of

Water

&

Power

6.574

07/01/45

1,667,664‌

859,195

Louisiana

Local

Government

Environmental

Facilities

&

Community

Development

Auth

5.081

06/01/31

853,304‌

1,000,000

Louisiana

Local

Government

Environmental

Facilities

&

Community

Development

Auth

4.145

02/01/33

958,364‌

1,000,000

Louisiana

Local

Government

Environmental

Facilities

&

Community

Development

Auth

5.048

12/01/34

988,125‌

1,000,000

Louisiana

Local

Government

Environmental

Facilities

&

Community

Development

Auth

4.275

02/01/36

932,540‌

830,000

Louisiana

Local

Government

Environmental

Facilities

&

Community

Development

Auth

4.475

08/01/39

784,155‌

1,000,000

Louisiana

Local

Government

Environmental

Facilities

&

Community

Development

Auth

5.198

12/01/39

1,005,593‌

940,000

Maryland

Economic

Development

Corp

5.942

05/31/57

947,243‌

1,000,000

Maryland

Health

&

Higher

Educational

Facilities

Authority

3.052

07/01/40

752,635‌

1,000,000

Maryland

Health

&

Higher

Educational

Facilities

Authority

3.197

07/01/50

699,754‌

1,000,000

Massachusetts

School

Building

Authority

1.753

08/15/30

860,629‌

100,000

Massachusetts

School

Building

Authority

5.715

08/15/39

102,573‌

500,000

Massachusetts

School

Building

Authority

3.395

10/15/40

407,308‌

200,000

Metropolitan

Government

Nashville

&

Davidson

County

Health

&

Educational

Facs

Bd

4.053

07/01/26

195,277‌

100,000

Metropolitan

Government

of

Nashville

&

Davidson

County

Convention

Center

Auth

6.731

07/01/43

109,115‌

940,000

Metropolitan

Transportation

Authority

6.648

11/15/39

1,026,617‌

1,150,000

Metropolitan

Transportation

Authority

7.336

11/15/39

1,364,209‌

25,000

Metropolitan

Transportation

Authority

5.175

11/15/49

22,585‌

460,000

Metropolitan

Water

Reclamation

District

of

Greater

Chicago

5.720

12/01/38

472,532‌

350,000

Michigan

Finance

Authority

3.384

12/01/40

284,635‌

570,000

Michigan

State

Building

Authority

2.705

10/15/40

432,735‌

235,000

Michigan

State

University

4.496

08/15/48

215,523‌

1,000,000

Michigan

State

University

4.165

08/15/22

775,472‌

770,000

Michigan

Strategic

Fund

3.225

09/01/47

586,946‌

500,000

Missouri

Highway

&

Transportation

Commission

5.445

05/01/33

503,336‌

235,000

Municipal

Electric

Authority

of

Georgia

6.637

04/01/57

256,053‌

468,000

Municipal

Electric

Authority

of

Georgia

6.655

04/01/57

510,950‌

947,000

New

Jersey

Economic

Development

Authority

7.425

02/15/29

1,009,289‌

800,000

New

Jersey

Transportation

Trust

Fund

Authority

5.754

12/15/28

804,201‌

1,335,000

New

Jersey

Turnpike

Authority

7.414

01/01/40

1,568,093‌

1,000,000

New

Jersey

Turnpike

Authority

7.102

01/01/41

1,143,811‌

2,385,000

New

York

City

Municipal

Water

Finance

Authority

5.440

06/15/43

2,316,716‌

910,000

New

York

City

Transitional

Finance

Authority

Future

Tax

Secured

Revenue

5.767

08/01/36

924,162‌

130,000

New

York

State

Dormitory

Authority

5.628

03/15/39

131,905‌

545,000

New

York

State

Dormitory

Authority

5.600

03/15/40

549,845‌

143

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MUNICIPAL

BONDS—continued

$

200,000

New

York

State

Dormitory

Authority

4.946

%

08/01/48

$

180,576‌

1,000,000

New

York

State

Urban

Development

Corp

3.900

03/15/33

937,674‌

2,000,000

North

Texas

Tollway

Authority

3.011

01/01/43

1,521,715‌

1,000,000

North

Texas

Tollway

Authority

6.718

01/01/49

1,139,686‌

605,000

Ohio

Turnpike

&

Infrastructure

Commission

3.216

02/15/48

459,632‌

628,106

Oklahoma

Development

Finance

Authority

3.877

05/01/37

599,414‌

500,000

Oklahoma

Development

Finance

Authority

4.623

06/01/44

474,505‌

750,000

Oklahoma

Development

Finance

Authority

4.380

11/01/45

691,282‌

250,000

Oklahoma

Development

Finance

Authority

4.714

05/01/52

233,390‌

512,054

Oregon

School

Boards

Association

4.759

06/30/28

508,575‌

250,000

Oregon

School

Boards

Association

5.680

06/30/28

252,924‌

1,000,000

Oregon

State

University

3.424

03/01/60

730,874‌

500,000

Pennsylvania

State

University

2.790

09/01/43

373,148‌

205,000

Pennsylvania

State

University

2.840

09/01/50

140,028‌

300,000

Permanent

University

Fund-Texas

A&M

University

System

3.660

07/01/47

247,219‌

200,000

Permanent

University

Fund-University

of

Texas

System

3.376

07/01/47

155,038‌

1,215,000

Port

Authority

of

New

York

&

New

Jersey

6.040

12/01/29

1,282,293‌

500,000

Port

Authority

of

New

York

&

New

Jersey

5.647

11/01/40

519,314‌

300,000

Port

Authority

of

New

York

&

New

Jersey

4.823

06/01/45

281,731‌

1,000,000

Port

Authority

of

New

York

&

New

Jersey

5.310

08/01/46

996,919‌

200,000

Port

Authority

of

New

York

&

New

Jersey

4.031

09/01/48

168,448‌

900,000

Port

Authority

of

New

York

&

New

Jersey

3.139

02/15/51

666,455‌

400,000

Port

Authority

of

New

York

&

New

Jersey

4.229

10/15/57

338,899‌

1,600,000

Port

Authority

of

New

York

&

New

Jersey

3.175

07/15/60

1,073,121‌

2,200,000

Port

Authority

of

New

York

&

New

Jersey

4.810

10/15/65

2,041,766‌

250,000

Port

Authority

of

New

York

&

New

Jersey

3.287

08/01/69

163,791‌

1,000,000

Port

of

Morrow

OR

2.543

09/01/40

731,751‌

1,000,000

Regents

of

the

University

of

California

Medical

Center

Pooled

Revenue

4.132

05/15/32

951,747‌

750,000

Regents

of

the

University

of

California

Medical

Center

Pooled

Revenue

3.006

05/15/50

504,725‌

1,500,000

Regents

of

the

University

of

California

Medical

Center

Pooled

Revenue

4.563

05/15/53

1,329,907‌

750,000

Regents

of

the

University

of

California

Medical

Center

Pooled

Revenue

3.256

05/15/60

501,548‌

750,000

Regents

of

the

University

of

California

Medical

Center

Pooled

Revenue

3.706

05/15/20

498,549‌

500,000

Rutgers

The

State

University

of

New

Jersey

3.270

05/01/43

401,274‌

500,000

Rutgers

The

State

University

of

New

Jersey

3.915

05/01/19

357,428‌

185,000

Sales

Tax

Securitization

Corp

4.637

01/01/40

175,029‌

1,125,000

Sales

Tax

Securitization

Corp

3.238

01/01/42

897,284‌

200,000

Sales

Tax

Securitization

Corp

3.587

01/01/43

166,421‌

1,000,000

Sales

Tax

Securitization

Corp

3.820

01/01/48

807,609‌

200,000

Sales

Tax

Securitization

Corp

4.787

01/01/48

187,049‌

100,000

Salt

River

Project

Agricultural

Improvement

&

Power

District

4.839

01/01/41

94,394‌

500,000

San

Diego

County

Water

Authority

6.138

05/01/49

532,635‌

1,000,000

San

Joaquin

Hills

Transportation

Corridor

Agency

3.492

01/15/50

758,663‌

100,000

San

Jose

Redevelopment

Agency

Successor

Agency

3.375

08/01/34

89,425‌

750,000

State

Board

of

Administration

Finance

Corp

1.258

07/01/25

719,964‌

750,000

State

Board

of

Administration

Finance

Corp

1.705

07/01/27

680,923‌

400,000

State

Board

of

Administration

Finance

Corp

2.154

07/01/30

339,212‌

2,000,000

State

Board

of

Administration

Finance

Corp

5.526

07/01/34

2,014,398‌

200,000

State

of

California

3.375

04/01/25

197,167‌

200,000

State

of

California

3.500

04/01/28

191,490‌

1,000,000

State

of

California

5.750

10/01/31

1,054,538‌

1,000,000

State

of

California

6.000

03/01/33

1,074,587‌

300,000

State

of

California

4.500

04/01/33

291,164‌

250,000

State

of

California

7.500

04/01/34

288,903‌

1,000,000

State

of

California

5.125

03/01/38

995,156‌

225,000

State

of

California

4.600

04/01/38

212,343‌

Nuveen

Bond

Index

Fund

June

30,

2024

144

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MUNICIPAL

BONDS—continued

$

1,285,000

State

of

California

7.550

%

04/01/39

$

1,529,863‌

3,400,000

State

of

California

7.300

10/01/39

3,895,188‌

2,740,000

State

of

California

7.625

03/01/40

3,252,861‌

1,500,000

State

of

California

7.600

11/01/40

1,799,498‌

595,000

State

of

California

5.200

03/01/43

582,216‌

620,000

State

of

Connecticut

5.850

03/15/32

655,654‌

5,600,000

State

of

Illinois

5.100

06/01/33

5,498,695‌

1,095,769

State

of

Illinois

6.725

04/01/35

1,152,181‌

500,000

State

of

Kansas

Department

of

Transportation

4.596

09/01/35

478,346‌

2,000,000

State

of

Louisiana

Gasoline

&

Fuels

Tax

Revenue

2.952

05/01/41

1,521,583‌

66,976

State

of

Oregon

5.892

06/01/27

67,894‌

100,000

State

of

Oregon

Department

of

Transportation

5.834

11/15/34

102,781‌

600,000

State

of

Texas

4.631

04/01/33

582,110‌

50,000

State

of

Texas

5.517

04/01/39

51,573‌

1,000,000

State

of

Texas

4.681

04/01/40

947,572‌

232,895

State

of

Utah

3.539

07/01/25

231,190‌

200,000

State

of

Wisconsin

3.154

05/01/27

191,649‌

200,000

State

of

Wisconsin

3.954

05/01/36

184,736‌

604,000

State

Public

School

Building

Authority

5.000

09/15/27

602,463‌

100,000

Sumter

Landing

Community

Development

District

4.172

10/01/47

87,875‌

970,040

Texas

Natural

Gas

Securitization

Finance

Corp

5.102

04/01/35

969,562‌

785,000

Texas

Natural

Gas

Securitization

Finance

Corp

5.169

04/01/41

787,339‌

430,000

Texas

Private

Activity

Bond

Surface

Transportation

Corp

3.922

12/31/49

353,417‌

1,000,000

Texas

Transportation

Commission

2.472

10/01/44

688,681‌

300,000

Texas

Transportation

Commission

State

Highway

Fund

5.028

04/01/26

297,390‌

1,190,000

Texas

Transportation

Commission

State

Highway

Fund

5.178

04/01/30

1,191,945‌

100,000

The

Ohio

State

University

4.910

06/01/40

96,014‌

220,000

Trustees

of

Princeton

University

5.700

03/01/39

236,260‌

1,000,000

Trustees

of

the

University

of

Pennsylvania

2.396

10/01/50

608,737‌

100,000

Trustees

of

the

University

of

Pennsylvania

4.674

09/01/12

87,978‌

500,000

Trustees

of

the

University

of

Pennsylvania

3.610

02/15/19

338,694‌

1,000,000

University

of

California

0.883

05/15/25

963,480‌

200,000

University

of

California

3.063

07/01/25

195,856‌

1,000,000

University

of

California

1.316

05/15/27

908,680‌

500,000

University

of

California

3.349

07/01/29

472,006‌

1,000,000

University

of

California

1.614

05/15/30

840,773‌

200,000

University

of

California

3.931

05/15/45

181,128‌

200,000

University

of

California

4.131

05/15/45

178,767‌

1,500,000

University

of

California

3.071

05/15/51

1,027,426‌

860,000

University

of

California

4.858

05/15/12

755,064‌

200,000

University

of

California

4.767

05/15/15

172,303‌

500,000

University

of

Chicago

2.761

04/01/45

379,832‌

300,000

University

of

Chicago

4.003

10/01/53

246,072‌

750,000

University

of

Michigan

2.437

04/01/40

551,866‌

1,000,000

University

of

Michigan

3.599

04/01/47

845,059‌

500,000

University

of

Michigan

2.562

04/01/50

323,627‌

750,000

University

of

Michigan

3.504

04/01/52

581,897‌

500,000

University

of

Michigan

3.504

04/01/52

387,931‌

750,000

University

of

Michigan

4.454

04/01/22

621,676‌

1,500,000

University

of

Minnesota

4.048

04/01/52

1,284,650‌

500,000

University

of

Nebraska

Facilities

Corp

3.037

10/01/49

363,560‌

300,000

University

of

Southern

California

3.028

10/01/39

238,990‌

200,000

University

of

Southern

California

3.841

10/01/47

164,100‌

500,000

University

of

Southern

California

2.805

10/01/50

330,009‌

200,000

University

of

Southern

California

5.250

10/01/11

195,091‌

1,000,000

University

of

Virginia

2.256

09/01/50

597,344‌

1,600,000

University

of

Virginia

2.584

11/01/51

1,017,253‌

500,000

University

of

Virginia

3.227

09/01/19

302,348‌

TOTAL

MUNICIPAL

BONDS

147,668,891‌

U.S.

TREASURY

SECURITIES

-

41.7%

179,483,000

United

States

Treasury

Bond

3.500

02/15/39

161,499,645‌

145

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

U.S.

TREASURY

SECURITIES—continued

$

2,000,000

United

States

Treasury

Bond

4.500

%

08/15/39

$

2,006,719‌

44,850,000

United

States

Treasury

Bond

4.375

11/15/39

44,343,686‌

17,585,000

United

States

Treasury

Bond

3.875

08/15/40

16,308,027‌

11,185,000

United

States

Treasury

Bond

4.250

11/15/40

10,835,469‌

26,350,000

United

States

Treasury

Bond

4.375

05/15/41

25,840,498‌

10,000,000

United

States

Treasury

Bond

3.750

08/15/41

9,030,859‌

48,300,000

United

States

Treasury

Bond

3.125

11/15/41

39,792,785‌

18,550,000

United

States

Treasury

Bond

3.125

02/15/42

15,234,187‌

22,000,000

United

States

Treasury

Bond

3.000

05/15/42

17,660,156‌

20,000,000

United

States

Treasury

Bond

2.750

08/15/42

15,382,812‌

10,250,000

United

States

Treasury

Bond

2.875

05/15/43

7,959,766‌

16,000,000

United

States

Treasury

Bond

2.500

02/15/45

11,413,125‌

22,000,000

United

States

Treasury

Bond

3.000

05/15/45

17,099,844‌

16,000,000

United

States

Treasury

Bond

2.875

08/15/45

12,151,875‌

27,000,000

United

States

Treasury

Bond

2.500

05/15/46

18,973,828‌

13,300,000

United

States

Treasury

Bond

2.875

11/15/46

9,982,273‌

28,000,000

United

States

Treasury

Bond

3.000

02/15/47

21,459,375‌

30,000,000

United

States

Treasury

Bond

2.750

08/15/47

21,853,125‌

45,000,000

United

States

Treasury

Bond

2.750

11/15/47

32,716,406‌

38,500,000

United

States

Treasury

Bond

3.000

02/15/48

29,294,590‌

48,500,000

United

States

Treasury

Bond

3.125

05/15/48

37,716,328‌

35,500,000

United

States

Treasury

Bond

3.000

08/15/48

26,934,238‌

35,000,000

United

States

Treasury

Bond

3.375

11/15/48

28,425,195‌

82,500,000

United

States

Treasury

Bond

3.000

02/15/49

62,490,528‌

10,500,000

United

States

Treasury

Bond

2.875

05/15/49

7,756,055‌

7,500,000

United

States

Treasury

Bond

2.250

08/15/49

4,847,461‌

8,615,000

United

States

Treasury

Bond

2.375

11/15/49

5,720,225‌

73,000,000

United

States

Treasury

Note

0.500

03/31/25

70,497,041‌

8,000,000

United

States

Treasury

Note

2.625

03/31/25

7,849,375‌

29,000,000

United

States

Treasury

Note

3.875

03/31/25

28,715,381‌

10,000,000

United

States

Treasury

Note

2.625

04/15/25

9,802,637‌

50,000,000

United

States

Treasury

Note

0.375

04/30/25

48,059,082‌

119,000,000

United

States

Treasury

Note

0.250

06/30/25

113,418,388‌

25,000,000

United

States

Treasury

Note

4.625

06/30/25

24,878,906‌

98,500,000

United

States

Treasury

Note

0.250

07/31/25

93,540,371‌

54,000,000

United

States

Treasury

Note

0.250

08/31/25

51,091,172‌

20,000,000

United

States

Treasury

Note

2.750

08/31/25

19,482,031‌

50,000,000

United

States

Treasury

Note

0.250

09/30/25

47,144,531‌

30,000,000

United

States

Treasury

Note

3.000

09/30/25

29,268,750‌

97,000,000

United

States

Treasury

Note

0.250

10/31/25

91,161,055‌

30,000,000

United

States

Treasury

Note

2.250

11/15/25

28,927,734‌

265,000,000

United

States

Treasury

Note

0.375

11/30/25

248,613,476‌

25,000,000

United

States

Treasury

Note

4.875

11/30/25

24,971,680‌

50,000,000

United

States

Treasury

Note

0.375

12/31/25

46,759,765‌

126,000,000

United

States

Treasury

Note

0.375

01/31/26

117,431,016‌

25,000,000

United

States

Treasury

Note

4.250

01/31/26

24,759,766‌

137,000,000

United

States

Treasury

Note

0.500

02/28/26

127,570,548‌

27,000,000

United

States

Treasury

Note

4.625

02/28/26

26,902,969‌

30,000,000

United

States

Treasury

Note

4.625

03/15/26

29,895,703‌

90,000,000

United

States

Treasury

Note

0.750

03/31/26

83,932,031‌

50,000,000

United

States

Treasury

Note

2.250

03/31/26

47,875,000‌

43,000,000

United

States

Treasury

Note

4.500

03/31/26

42,774,922‌

120,000,000

United

States

Treasury

Note

0.750

04/30/26

111,609,374‌

30,000,000

United

States

Treasury

Note

1.625

05/15/26

28,324,219‌

165,000,000

United

States

Treasury

Note

0.750

05/31/26

153,018,164‌

10,000,000

United

States

Treasury

Note

4.875

05/31/26

10,020,313‌

10,000,000

United

States

Treasury

Note

4.125

06/15/26

9,885,156‌

135,000,000

United

States

Treasury

Note

0.875

06/30/26

125,233,594‌

25,000,000

United

States

Treasury

Note

4.500

07/15/26

24,892,578‌

85,000,000

United

States

Treasury

Note

0.625

07/31/26

78,193,360‌

115,000,000

United

States

Treasury

Note

0.750

08/31/26

105,764,062‌

Nuveen

Bond

Index

Fund

June

30,

2024

146

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

U.S.

TREASURY

SECURITIES—continued

$

31,500,000

United

States

Treasury

Note

4.625

%

09/15/26

$

31,458,164‌

60,000,000

United

States

Treasury

Note

0.875

09/30/26

55,221,094‌

71,000,000

United

States

Treasury

Note

1.625

09/30/26

66,448,789‌

170,000,000

United

States

Treasury

Note

1.125

10/31/26

156,884,765‌

10,000,000

United

States

Treasury

Note

1.625

10/31/26

9,338,672‌

30,000,000

United

States

Treasury

Note

4.625

11/15/26

29,985,938‌

115,000,000

United

States

Treasury

Note

1.250

11/30/26

106,208,789‌

30,000,000

United

States

Treasury

Note

4.375

12/15/26

29,827,734‌

81,000,000

United

States

Treasury

Note

1.250

12/31/26

74,668,711‌

89,500,000

United

States

Treasury

Note

1.750

12/31/26

83,528,672‌

72,000,000

United

States

Treasury

Note

1.500

01/31/27

66,633,750‌

30,000,000

United

States

Treasury

Note

4.125

02/15/27

29,655,469‌

87,000,000

United

States

Treasury

Note

1.875

02/28/27

81,161,484‌

45,000,000

United

States

Treasury

Note

4.250

03/15/27

44,639,649‌

97,000,000

United

States

Treasury

Note

2.500

03/31/27

91,941,601‌

50,000,000

United

States

Treasury

Note

4.500

04/15/27

49,925,781‌

11,000,000

United

States

Treasury

Note

2.750

04/30/27

10,480,078‌

30,000,000

United

States

Treasury

Note

4.500

05/15/27

29,960,156‌

40,000,000

United

States

Treasury

Note

2.625

05/31/27

37,934,375‌

17,000,000

United

States

Treasury

Note

4.625

06/15/27

17,049,141‌

5,000,000

United

States

Treasury

Note

0.500

06/30/27

4,442,773‌

96,000,000

United

States

Treasury

Note

3.250

06/30/27

92,628,750‌

111,000,000

United

States

Treasury

Note

2.750

07/31/27

105,397,969‌

46,000,000

United

States

Treasury

Note

2.250

08/15/27

42,979,453‌

48,000,000

United

States

Treasury

Note

3.125

08/31/27

46,050,000‌

58,000,000

United

States

Treasury

Note

4.125

09/30/27

57,342,969‌

163,000,000

United

States

Treasury

Note

4.125

10/31/27

161,172,617‌

75,000,000

United

States

Treasury

Note

0.625

11/30/27

65,935,547‌

128,500,000

United

States

Treasury

Note

3.875

11/30/27

126,055,488‌

37,000,000

United

States

Treasury

Note

3.875

12/31/27

36,290,351‌

54,000,000

United

States

Treasury

Note

3.500

01/31/28

52,297,734‌

48,800,000

United

States

Treasury

Note

2.750

02/15/28

46,011,156‌

86,000,000

United

States

Treasury

Note

4.000

02/29/28

84,689,843‌

14,500,000

United

States

Treasury

Note

3.625

03/31/28

14,092,188‌

14,000,000

United

States

Treasury

Note

3.500

04/30/28

13,541,719‌

66,000,000

United

States

Treasury

Note

2.875

05/15/28

62,351,953‌

116,000,000

United

States

Treasury

Note

3.625

05/31/28

112,696,719‌

20,000,000

United

States

Treasury

Note

1.250

06/30/28

17,693,750‌

141,500,000

United

States

Treasury

Note

4.000

06/30/28

139,349,864‌

81,000,000

United

States

Treasury

Note

4.125

07/31/28

80,142,539‌

50,000,000

United

States

Treasury

Note

1.125

08/31/28

43,806,641‌

40,000,000

United

States

Treasury

Note

4.375

08/31/28

39,953,125‌

24,000,000

United

States

Treasury

Note

4.625

09/30/28

24,203,437‌

10,000,000

United

States

Treasury

Note

1.375

10/31/28

8,817,969‌

98,000,000

United

States

Treasury

Note

4.875

10/31/28

99,829,844‌

85,000,000

United

States

Treasury

Note

3.125

11/15/28

80,713,476‌

70,000,000

United

States

Treasury

Note

1.500

11/30/28

61,944,532‌

47,500,000

United

States

Treasury

Note

4.375

11/30/28

47,492,578‌

75,000,000

United

States

Treasury

Note

3.750

12/31/28

73,083,984‌

50,000,000

United

States

Treasury

Note

1.750

01/31/29

44,582,031‌

84,500,000

United

States

Treasury

Note

4.000

01/31/29

83,199,493‌

50,000,000

United

States

Treasury

Note

2.625

02/15/29

46,351,563‌

112,500,000

United

States

Treasury

Note

4.250

02/28/29

111,994,629‌

50,000,000

United

States

Treasury

Note

2.375

03/31/29

45,740,234‌

81,000,000

United

States

Treasury

Note

4.125

03/31/29

80,174,180‌

30,000,000

United

States

Treasury

Note

2.875

04/30/29

28,055,859‌

135,000,000

United

States

Treasury

Note

4.625

04/30/29

136,550,391‌

92,000,000

United

States

Treasury

Note

2.375

05/15/29

84,014,687‌

50,000,000

United

States

Treasury

Note

2.750

05/31/29

46,449,219‌

162,000,000

United

States

Treasury

Note

4.500

05/31/29

163,101,095‌

60,000,000

United

States

Treasury

Note

4.250

06/30/29

59,751,563‌

147

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

U.S.

TREASURY

SECURITIES—continued

$

22,000,000

United

States

Treasury

Note

1.625

%

08/15/29

$

19,278,359‌

44,000,000

United

States

Treasury

Note

4.000

10/31/29

43,255,781‌

50,000,000

United

States

Treasury

Note

3.875

11/30/29

48,835,938‌

80,000,000

United

States

Treasury

Note

3.500

01/31/30

76,612,500‌

117,000,000

United

States

Treasury

Note

1.500

02/15/30

100,418,906‌

50,000,000

United

States

Treasury

Note

4.000

02/28/30

49,095,703‌

50,000,000

United

States

Treasury

Note

3.625

03/31/30

48,140,625‌

42,000,000

United

States

Treasury

Note

3.500

04/30/30

40,155,938‌

50,000,000

United

States

Treasury

Note

0.625

05/15/30

40,416,016‌

49,000,000

United

States

Treasury

Note

3.750

05/31/30

47,451,524‌

75,000,000

United

States

Treasury

Note

3.750

06/30/30

72,597,656‌

71,000,000

United

States

Treasury

Note

4.000

07/31/30

69,646,563‌

37,000,000

United

States

Treasury

Note

0.625

08/15/30

29,652,031‌

32,750,000

United

States

Treasury

Note

4.125

08/31/30

32,332,949‌

20,000,000

United

States

Treasury

Note

4.625

09/30/30

20,281,250‌

60,000,000

United

States

Treasury

Note

4.875

10/31/30

61,694,531‌

64,000,000

United

States

Treasury

Note

0.875

11/15/30

51,767,500‌

30,000,000

United

States

Treasury

Note

4.000

01/31/31

29,396,484‌

30,000,000

United

States

Treasury

Note

1.125

02/15/31

24,533,203‌

50,000,000

United

States

Treasury

Note

4.250

02/28/31

49,705,078‌

35,000,000

United

States

Treasury

Note

4.125

03/31/31

34,539,258‌

121,000,000

United

States

Treasury

Note

1.625

05/15/31

101,554,922‌

8,000,000

United

States

Treasury

Note

4.625

05/31/31

8,130,000‌

39,000,000

United

States

Treasury

Note

1.250

08/15/31

31,650,937‌

18,200,000

United

States

Treasury

Note

1.375

11/15/31

14,804,562‌

48,500,000

United

States

Treasury

Note

1.875

02/15/32

40,713,476‌

41,000,000

United

States

Treasury

Note

2.875

05/15/32

36,940,039‌

60,500,000

United

States

Treasury

Note

2.750

08/15/32

53,837,910‌

18,000,000

United

States

Treasury

Note

4.125

11/15/32

17,696,953‌

4,000,000

United

States

Treasury

Note

3.500

02/15/33

3,749,062‌

93,250,000

United

States

Treasury

Note

3.375

05/15/33

86,420,166‌

66,510,000

United

States

Treasury

Note

3.875

08/15/33

63,984,698‌

54,000,000

United

States

Treasury

Note

4.500

11/15/33

54,497,813‌

96,000,000

United

States

Treasury

Note

4.000

02/15/34

93,180,000‌

144,000,000

United

States

Treasury

Note

4.375

05/15/34

144,045,000‌

21,250,000

United

States

Treasury

Note

4.500

02/15/36

21,645,947‌

22,400,000

United

States

Treasury

Note

5.000

05/15/37

23,780,750‌

57,000,000

United

States

Treasury

Note

1.125

05/15/40

35,075,039‌

32,500,000

United

States

Treasury

Note

1.125

08/15/40

19,789,453‌

127,500,000

United

States

Treasury

Note

1.375

11/15/40

80,449,511‌

76,500,000

United

States

Treasury

Note

1.875

02/15/41

52,345,722‌

76,000,000

United

States

Treasury

Note

2.250

05/15/41

54,987,187‌

70,000,000

United

States

Treasury

Note

1.750

08/15/41

46,254,687‌

21,150,000

United

States

Treasury

Note

2.000

11/15/41

14,529,885‌

13,500,000

United

States

Treasury

Note

2.375

02/15/42

9,827,578‌

5,500,000

United

States

Treasury

Note

3.250

05/15/42

4,573,594‌

70,000,000

United

States

Treasury

Note

3.375

08/15/42

59,122,657‌

62,300,000

United

States

Treasury

Note

4.000

11/15/42

57,413,344‌

40,300,000

United

States

Treasury

Note

3.875

02/15/43

36,427,422‌

73,500,000

United

States

Treasury

Note

3.875

05/15/43

66,316,523‌

20,500,000

United

States

Treasury

Note

4.375

08/15/43

19,787,305‌

117,800,000

United

States

Treasury

Note

4.750

11/15/43

119,364,531‌

101,000,000

United

States

Treasury

Note

4.500

02/15/44

99,074,687‌

54,000,000

(a)

United

States

Treasury

Note

4.625

05/15/44

53,898,750‌

35,850,000

United

States

Treasury

Note

1.250

05/15/50

17,768,156‌

28,000,000

United

States

Treasury

Note

1.375

08/15/50

14,329,219‌

68,500,000

United

States

Treasury

Note

1.625

11/15/50

37,503,750‌

50,000,000

United

States

Treasury

Note

1.875

02/15/51

29,199,219‌

52,500,000

United

States

Treasury

Note

2.375

05/15/51

34,576,172‌

44,575,000

United

States

Treasury

Note

2.000

08/15/51

26,776,342‌

47,500,000

United

States

Treasury

Note

1.875

11/15/51

27,572,266‌

Nuveen

Bond

Index

Fund

June

30,

2024

148

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

U.S.

TREASURY

SECURITIES—continued

$

45,000,000

United

States

Treasury

Note

2.250

%

02/15/52

$

28,666,406‌

29,000,000

United

States

Treasury

Note

2.875

05/15/52

21,254,961‌

30,000,000

United

States

Treasury

Note

3.000

08/15/52

22,569,141‌

55,250,000

United

States

Treasury

Note

4.000

11/15/52

50,333,613‌

34,600,000

United

States

Treasury

Note

3.625

02/15/53

29,434,328‌

94,000,000

United

States

Treasury

Note

3.625

05/15/53

79,991,797‌

56,000,000

United

States

Treasury

Note

4.125

08/15/53

52,147,813‌

55,000,000

United

States

Treasury

Note

4.750

11/15/53

56,856,250‌

88,000,000

United

States

Treasury

Note

4.250

02/15/54

83,792,500‌

60,000,000

United

States

Treasury

Note

4.625

05/15/54

60,834,375‌

TOTAL

U.S.

TREASURY

SECURITIES

10,010,204,165‌

TOTAL

GOVERNMENT

BONDS

17,238,879,385‌

(Cost

$19,154,809,846)

STRUCTURED

ASSETS

-

2.3%

ASSET

BACKED

-

0.6%

475,000

Ally

Auto

Receivables

Trust

4.940

10/15/29

473,234‌

Series

-

2024

1

(Class

A4)

124,202

American

Airlines

Pass

Through

Trust

3.600

09/22/27

117,758‌

Series

-

2015

2

(Class

AA)

128,630

American

Airlines

Pass

Through

Trust

3.575

01/15/28

121,521‌

Series

-

2016

1

(Class

AA)

374,900

American

Airlines

Pass

Through

Trust

3.200

06/15/28

347,638‌

Series

-

2016

2

(Class

AA)

534,253

American

Airlines

Pass

Through

Trust

3.000

10/15/28

491,296‌

Series

-

2016

3

(Class

AA)

198,750

American

Airlines

Pass

Through

Trust

3.650

02/15/29

187,564‌

Series

-

2017

1

(Class

AA)

587,249

American

Airlines

Pass

Through

Trust

3.150

02/15/32

523,380‌

Series

-

2020

A

(Class

AA)

1,600,000

American

Express

Credit

Account

Master

Trust

0.900

11/15/26

1,571,959‌

Series

-

2021

1

(Class

A)

3,000,000

American

Express

Credit

Account

Master

Trust

3.390

05/17/27

2,946,300‌

Series

-

2022

2

(Class

A)

3,000,000

American

Express

Credit

Account

Master

Trust

3.750

08/15/27

2,946,020‌

Series

-

2022

3

(Class

A)

1,500,000

American

Express

Credit

Account

Master

Trust

4.870

05/15/28

1,493,331‌

Series

-

2023

1

(Class

A)

950,000

American

Express

Credit

Account

Master

Trust

5.230

09/15/28

953,143‌

Series

-

2023

3

(Class

A)

1,000,000

American

Express

Credit

Account

Master

Trust

4.800

05/15/30

996,695‌

Series

-

2023

2

(Class

A)

500,000

American

Express

Credit

Account

Master

Trust

5.150

09/15/30

505,905‌

Series

-

2023

4

(Class

A)

424,269

AmeriCredit

Automobile

Receivables

Trust

1.060

08/18/26

416,234‌

Series

-

2020

3

(Class

C)

89,786

AmeriCredit

Automobile

Receivables

Trust

0.680

10/19/26

89,542‌

Series

-

2021

1

(Class

B)

1,000,000

AmeriCredit

Automobile

Receivables

Trust

0.890

10/19/26

976,422‌

Series

-

2021

1

(Class

C)

412,742

AmeriCredit

Automobile

Receivables

Trust

0.690

01/19/27

406,605‌

Series

-

2021

2

(Class

B)

500,000

AmeriCredit

Automobile

Receivables

Trust

1.010

01/19/27

476,362‌

Series

-

2021

2

(Class

C)

1,000,000

AmeriCredit

Automobile

Receivables

Trust

5.810

05/18/28

1,004,433‌

Series

-

2023

2

(Class

A3)

1,000,000

BA

Credit

Card

Trust

4.980

11/15/28

999,267‌

Series

-

2023

A2

(Class

A2)

500,000

BANK5

Trust

6.225

05/15/57

517,121‌

Series

-

2024

5YR6

(Class

A3)

149

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ASSET

BACKED—continued

$

2,450,000

Barclays

Dryrock

Issuance

Trust

0.630

%

07/15/27

$

2,424,452‌

Series

-

2021

1

(Class

A)

1,000,000

BMW

Vehicle

Lease

Trust

5.980

02/25/27

1,008,964‌

Series

-

2023

2

(Class

A4)

1,000,000

BMW

Vehicle

Owner

Trust

5.250

11/26/29

1,005,165‌

Series

-

2023

A

(Class

A4)

455,000

BMW

Vehicle

Owner

Trust

5.040

04/25/31

456,076‌

Series

-

2024

A

(Class

A4)

10,000,000

Cantor

Commercial

Real

Estate

Lending

3.523

05/15/52

9,147,696‌

Series

-

2019

CF1

(Class

A4)

5,585,123

Cantor

Commercial

Real

Estate

Lending

3.623

05/15/52

5,359,415‌

Series

-

2019

CF1

(Class

A2)

2,000,000

Capital

One

MExecution

Trust

1.040

11/15/26

1,965,791‌

Series

-

2021

A3

(Class

A3)

3,000,000

Capital

One

MExecution

Trust

3.490

05/15/27

2,948,786‌

Series

-

2022

A2

(Class

A)

2,500,000

Capital

One

Multi-Asset

Execution

Trust

2.060

08/15/28

2,346,683‌

Series

-

2019

A3

(Class

A3)

338,145

CarMax

Auto

Owner

Trust

0.520

02/17/26

334,587‌

Series

-

2021

2

(Class

A3)

500,000

CarMax

Auto

Owner

Trust

0.530

10/15/26

485,200‌

Series

-

2021

1

(Class

A4)

900,000

CarMax

Auto

Owner

Trust

0.740

10/15/26

867,523‌

Series

-

2021

1

(Class

B)

566,709

CarMax

Auto

Owner

Trust

1.470

12/15/26

551,865‌

Series

-

2022

1

(Class

A3)

700,000

CarMax

Auto

Owner

Trust

2.200

11/15/27

659,983‌

Series

-

2022

1

(Class

C)

750,000

CarMax

Auto

Owner

Trust

6.000

07/17/28

758,978‌

Series

-

2023

4

(Class

A3)

750,000

CarMax

Auto

Owner

Trust

5.960

05/15/29

767,446‌

Series

-

2023

4

(Class

A4)

1,000,000

CarMax

Auto

Owner

Trust

4.940

08/15/29

995,796‌

Series

-

2024

1

(Class

A4)

1,000,000

CarMax

Auto

Owner

Trust

5.510

11/15/29

1,011,777‌

Series

-

2024

2

(Class

A4)

500,000

Carvana

Auto

Receivables

Trust

3.000

02/10/28

468,460‌

Series

-

2022

P1

(Class

B)

1,000,000

Carvana

Auto

Receivables

Trust

3.520

02/10/28

965,030‌

Series

-

2022

P1

(Class

A4)

500,000

Carvana

Auto

Receivables

Trust

3.300

04/10/28

466,575‌

Series

-

2022

P1

(Class

C)

1,000,000

Chase

Issuance

Trust

3.970

09/15/27

983,680‌

Series

-

2022

A1

(Class

A)

1,000,000

Chase

Issuance

Trust

5.160

09/15/28

1,002,553‌

Series

-

2023

A1

(Class

A)

1,500,000

Chase

Issuance

Trust

5.080

09/15/30

1,511,849‌

Series

-

2023

A2

(Class

A)

500,000

Citibank

Credit

Card

Issuance

Trust

5.230

12/08/27

499,506‌

Series

-

2023

A1

(Class

A1)

122,410

CNH

Equipment

Trust

0.440

08/17/26

119,440‌

Series

-

2021

B

(Class

A3)

1,000,000

CNH

Equipment

Trust

0.700

05/17/27

940,658‌

Series

-

2021

B

(Class

A4)

300,000

CNH

Equipment

Trust

5.150

04/17/28

299,401‌

Series

-

2022

C

(Class

A3)

555,000

CNH

Equipment

Trust

5.460

03/17/31

560,892‌

Series

-

2023

B

(Class

A4)

575,000

CNH

Equipment

Trust

4.800

07/15/31

568,616‌

Series

-

2024

A

(Class

A4)

Nuveen

Bond

Index

Fund

June

30,

2024

150

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ASSET

BACKED—continued

$

1,000,000

CNH

Equipment

Trust

5.230

%

11/17/31

$

1,005,492‌

Series

-

2024

B

(Class

A4)

95,572

Continental

Airlines

Pass

Through

Trust

4.000

10/29/24

95,562‌

Series

-

2012

2

(Class

A)

78,693

Delta

Air

Lines

Pass

Through

Trust

3.625

07/30/27

75,082‌

Series

-

2015

1

(Class

AA)

228,247

Delta

Air

Lines

Pass

Through

Trust

2.000

06/10/28

207,501‌

Series

-

2020

1

(Class

AA)

1,500,000

Discover

Card

Execution

Note

Trust

0.580

09/15/26

1,484,094‌

Series

-

2021

A1

(Class

A1)

1,000,000

Discover

Card

Execution

Note

Trust

3.560

07/15/27

981,305‌

Series

-

2022

A3

(Class

A3)

1,500,000

Discover

Card

Execution

Note

Trust

5.030

10/15/27

1,494,418‌

Series

-

2022

A4

(Class

A)

1,500,000

Discover

Card

Execution

Note

Trust

4.930

06/15/28

1,493,769‌

Series

-

2023

A2

(Class

A)

1,500,000

Discover

Card

Execution

Note

Trust

1.030

09/15/28

1,373,567‌

Series

-

2021

A2

(Class

A2)

1,500,000

Exeter

Automobile

Receivables

Trust

3.020

06/15/28

1,443,052‌

Series

-

2022

1A

(Class

D)

812,846

FedEx

Corp

Pass

Through

Trust

1.875

02/20/34

674,322‌

Series

-

2020

1

(Class

AA)

950,000

Ford

Credit

Auto

Lease

Trust

5.050

06/15/27

945,894‌

Series

-

2024

A

(Class

A4)

437,814

Ford

Credit

Auto

Owner

Trust

0.510

08/15/26

429,600‌

Series

-

2020

C

(Class

A4)

2,000,000

Ford

Credit

Auto

Owner

Trust

0.490

09/15/26

1,950,192‌

Series

-

2021

A

(Class

A4)

1,000,000

Ford

Credit

Auto

Owner

Trust

1.560

05/15/27

952,700‌

Series

-

2022

A

(Class

A4)

1,000,000

Ford

Credit

Auto

Owner

Trust

1.910

07/15/27

947,411‌

Series

-

2022

A

(Class

B)

1,000,000

Ford

Credit

Auto

Owner

Trust

5.490

05/15/29

1,011,414‌

Series

-

2023

C

(Class

A4)

1,000,000

Ford

Credit

Auto

Owner

Trust

5.010

09/15/29

998,562‌

Series

-

2024

A

(Class

A4)

850,000

Ford

Credit

Floorplan

Master

Owner

Trust

2.440

09/15/26

844,280‌

Series

-

2019

4

(Class

A)

975,000

(d)

Ford

Credit

Floorplan

Master

Owner

Trust

A

Series

5.290

04/15/29

978,583‌

Series

-

2024

1

(Class

A1)

1,000,000

GM

Financial

Automobile

Leasing

Trust

4.110

08/20/26

994,167‌

Series

-

2022

3

(Class

A4)

1,000,000

GM

Financial

Automobile

Leasing

Trust

5.090

02/22/28

997,042‌

Series

-

2024

1

(Class

A4)

8,243

GM

Financial

Consumer

Automobile

Receivables

Trust

0.350

10/16/25

8,222‌

Series

-

2021

1

(Class

A3)

366,750

GM

Financial

Consumer

Automobile

Receivables

Trust

0.500

02/17/26

363,528‌

Series

-

2020

4

(Class

A4)

184,186

GM

Financial

Consumer

Automobile

Receivables

Trust

0.510

04/16/26

181,966‌

Series

-

2021

2

(Class

A3)

364,354

GM

Financial

Consumer

Automobile

Receivables

Trust

1.260

11/16/26

356,283‌

Series

-

2022

1

(Class

A3)

710,000

GM

Financial

Consumer

Automobile

Receivables

Trust

5.780

08/16/28

716,636‌

Series

-

2023

4

(Class

A3)

1,000,000

GM

Financial

Consumer

Automobile

Receivables

Trust

5.100

03/16/29

999,825‌

Series

-

2024

2

(Class

A3)

1,000,000

GM

Financial

Consumer

Automobile

Receivables

Trust

4.860

06/18/29

994,180‌

Series

-

2024

1

(Class

A4)

850,000

GM

Financial

Securitized

Term

1.510

04/17/28

802,693‌

Series

-

2022

1

(Class

A4)

151

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ASSET

BACKED—continued

$

553,699

Harley-Davidson

Motorcycle

Trust

3.060

%

02/15/27

$

546,306‌

Series

-

2022

A

(Class

A3)

1,000,000

Harley-Davidson

Motorcycle

Trust

3.260

01/15/30

969,605‌

Series

-

2022

A

(Class

A4)

1,000,000

Harley-Davidson

Motorcycle

Trust

5.290

12/15/31

1,004,682‌

Series

-

2024

A

(Class

A4)

619,193

Honda

Auto

Receivables

Owner

Trust

1.880

05/15/26

607,472‌

Series

-

2022

1

(Class

A3)

1,000,000

Honda

Auto

Receivables

Owner

Trust

0.550

08/16/27

981,550‌

Series

-

2021

2

(Class

A4)

901,397

Honda

Auto

Receivables

Owner

Trust

0.420

01/21/28

897,487‌

Series

-

2021

1

(Class

A4)

500,000

Honda

Auto

Receivables

Owner

Trust

5.660

02/21/30

506,646‌

Series

-

2023

4

(Class

A4)

1,500,000

Honda

Auto

Receivables

Owner

Trust

5.170

05/15/30

1,504,711‌

Series

-

2024

1

(Class

A4)

795,000

Honda

Auto

Receivables

Owner

Trust

5.210

07/18/30

798,270‌

Series

-

2024

2

(Class

A4)

16,086

Hyundai

Auto

Receivables

Trust

0.380

09/15/25

16,047‌

Series

-

2021

A

(Class

A3)

1,000,000

Hyundai

Auto

Receivables

Trust

0.620

05/17/27

977,819‌

Series

-

2021

A

(Class

A4)

1,000,000

Hyundai

Auto

Receivables

Trust

5.310

08/15/29

1,005,324‌

Series

-

2023

B

(Class

A4)

475,000

Hyundai

Auto

Receivables

Trust

5.550

12/17/29

481,201‌

Series

-

2023

C

(Class

A4)

1,000,000

Hyundai

Auto

Receivables

Trust

4.920

01/15/31

996,196‌

Series

-

2024

A

(Class

A4)

396,361

JetBlue

Pass

Through

Trust

2.750

05/15/32

341,891‌

Series

-

2019

1

(Class

AA)

770,971

JetBlue

Pass

Through

Trust

4.000

11/15/32

721,226‌

Series

-

2020

1

(Class

A)

235,244

John

Deere

Owner

Trust

0.520

03/16/26

230,714‌

Series

-

2021

B

(Class

A3)

500,000

John

Deere

Owner

Trust

0.740

05/15/28

482,087‌

Series

-

2021

B

(Class

A4)

1,000,000

John

Deere

Owner

Trust

5.110

05/15/30

996,896‌

Series

-

2023

B

(Class

A4)

1,000,000

John

Deere

Owner

Trust

5.390

08/15/30

1,005,448‌

Series

-

2023

C

(Class

A4)

1,000,000

John

Deere

Owner

Trust

5.190

05/15/31

1,006,289‌

Series

-

2024

B

(Class

A4)

1,000,000

John

Deere

Owner

Trust

2024

4.910

02/18/31

992,936‌

Series

-

2024

A

(Class

A4)

475,000

Mercedes-Benz

Auto

Lease

Trust

5.320

02/15/30

476,978‌

Series

-

2024

A

(Class

A4)

1,000,000

Mercedes-Benz

Auto

Receivables

Trust

5.250

02/15/29

1,001,755‌

Series

-

2022

1

(Class

A4)

905,000

Mercedes-Benz

Auto

Receivables

Trust

4.790

07/15/31

898,457‌

Series

-

2024

1

(Class

A4)

1,000,000

MSWF

Commercial

Mortgage

Trust

5.472

05/15/56

1,009,369‌

Series

-

2023

1

(Class

A4)

1,500,000

(e)

MSWF

Commercial

Mortgage

Trust

6.014

12/15/56

1,579,281‌

Series

-

2023

2

(Class

A5)

1,000,000

Nissan

Auto

Lease

Trust

4.910

04/15/27

992,665‌

Series

-

2024

A

(Class

A3)

1,000,000

Nissan

Auto

Lease

Trust

5.610

11/15/27

1,000,597‌

Series

-

2023

B

(Class

A4)

624,676

Nissan

Auto

Receivables

Owner

Trust

1.860

08/17/26

611,413‌

Series

-

2022

A

(Class

A3)

Nuveen

Bond

Index

Fund

June

30,

2024

152

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ASSET

BACKED—continued

$

940,000

Nissan

Auto

Receivables

Owner

Trust

5.180

%

04/15/31

$

943,698‌

Series

-

2024

A

(Class

A4)

1,000,000

Santander

Drive

Auto

Receivables

Trust

4.430

03/15/27

993,900‌

Series

-

2022

5

(Class

B)

1,104,971

Santander

Drive

Auto

Receivables

Trust

1.350

07/15/27

1,076,296‌

Series

-

2021

2

(Class

D)

500,000

Santander

Drive

Auto

Receivables

Trust

5.950

01/17/28

500,777‌

Series

-

2022

7

(Class

B)

1,000,000

Santander

Drive

Auto

Receivables

Trust

6.020

09/15/28

1,007,186‌

Series

-

2023

5

(Class

A3)

1,000,000

Santander

Drive

Auto

Receivables

Trust

5.230

12/15/28

994,493‌

Series

-

2024

1

(Class

B)

500,000

Santander

Drive

Auto

Receivables

Trust

6.690

03/17/31

509,122‌

Series

-

2022

7

(Class

C)

1,500,000

Synchrony

Card

Funding

LLC

3.860

07/15/28

1,474,022‌

Series

-

2022

A2

(Class

A)

1,000,000

Synchrony

Card

Funding

LLC

5.540

07/15/29

1,006,682‌

Series

-

2023

A1

(Class

A)

955,000

Synchrony

Card

Funding

LLC

5.040

03/15/30

952,471‌

Series

-

2024

A1

(Class

A)

1,230,000

Toyota

Auto

Receivables

Owner

5.490

03/15/29

1,244,548‌

Series

-

2023

D

(Class

A4)

179,987

Toyota

Auto

Receivables

Owner

Trust

0.470

01/15/26

178,338‌

Series

-

2020

D

(Class

A4)

349,334

Toyota

Auto

Receivables

Owner

Trust

2.930

09/15/26

343,956‌

Series

-

2022

B

(Class

A3)

1,500,000

Toyota

Auto

Receivables

Owner

Trust

0.530

10/15/26

1,444,918‌

Series

-

2021

B

(Class

A4)

500,000

Toyota

Auto

Receivables

Owner

Trust

3.110

08/16/27

481,891‌

Series

-

2022

B

(Class

A4)

1,145,000

Toyota

Auto

Receivables

Owner

Trust

5.280

07/16/29

1,154,586‌

Series

-

2024

B

(Class

A4)

138,197

Union

Pacific

Railroad

Co

Pass

Through

Trust

2.695

05/12/27

129,135‌

Series

-

2015

1

(Class

A)

158,496

United

Airlines

Pass

Through

Trust

4.300

08/15/25

156,004‌

Series

-

2013

1

(Class

A)

126,000

United

Airlines

Pass

Through

Trust

4.875

01/15/26

124,141‌

Series

-

2020

1

(Class

B)

157,852

United

Airlines

Pass

Through

Trust

3.750

09/03/26

152,317‌

Series

-

2014

2

(Class

A)

1,377,396

United

Airlines

Pass

Through

Trust

5.875

10/15/27

1,381,301‌

Series

-

2020

A

(Class

A)

122,635

United

Airlines

Pass

Through

Trust

3.450

12/01/27

115,412‌

Series

-

2015

1

(Class

AA)

131,404

United

Airlines

Pass

Through

Trust

3.100

07/07/28

121,963‌

Series

-

2016

1

(Class

AA)

131,405

United

Airlines

Pass

Through

Trust

3.450

07/07/28

120,469‌

Series

-

2016

1

(Class

A)

266,576

United

Airlines

Pass

Through

Trust

2.875

10/07/28

242,936‌

Series

-

2016

2

(Class

AA)

1,102,149

United

Airlines

Pass

Through

Trust

3.500

03/01/30

1,017,715‌

Series

-

2018

1

(Class

AA)

281,533

United

Airlines

Pass

Through

Trust

4.150

08/25/31

263,769‌

Series

-

2019

1

(Class

AA)

201,986

United

Airlines

Pass

Through

Trust

2.700

05/01/32

174,741‌

Series

-

2019

2

(Class

AA)

2,730,000

Verizon

Master

Trust

Series

0.000

06/20/29

2,724,728‌

Series

-

2024

4

(Class

A1A)

475,000

Volkswagen

Auto

Lease

Trust

5.200

12/20/28

475,009‌

Series

-

2024

A

(Class

A4)

153

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ASSET

BACKED—continued

$

1,000,000

Volkswagen

Auto

Loan

Enhanced

5.570

%

04/22/30

$

1,013,969‌

Series

-

2023

2

(Class

A4)

1,000,000

Volkswagen

Auto

Loan

Enhanced

Trust

5.010

01/22/30

995,725‌

Series

-

2023

1

(Class

A4)

3,000,000

WF

Card

Issuance

Trust

4.940

02/15/29

2,995,231‌

Series

-

2024

A1

(Class

A)

206,816

World

Omni

Auto

Receivables

Trust

0.300

01/15/26

205,234‌

Series

-

2021

A

(Class

A3)

1,000,000

World

Omni

Auto

Receivables

Trust

0.690

06/15/27

954,416‌

Series

-

2021

B

(Class

A4)

500,000

World

Omni

Auto

Receivables

Trust

1.040

06/15/27

477,435‌

Series

-

2021

B

(Class

B)

1,000,000

World

Omni

Auto

Receivables

Trust

5.850

08/15/29

1,018,234‌

Series

-

2023

D

(Class

A4)

1,000,000

World

Omni

Auto

Receivables

Trust

4.840

10/15/29

994,164‌

Series

-

2024

A

(Class

A4)

1,000,000

World

Omni

Auto

Receivables

Trust

5.230

07/15/30

1,006,832‌

Series

-

2024

B

(Class

A4)

680,000

World

Omni

Automobile

Lease

Securitization

Trust

5.260

10/15/27

680,873‌

Series

-

2024

A

(Class

A3)

TOTAL

ASSET

BACKED

142,335,870‌

OTHER

MORTGAGE

BACKED

-

1.7%

2,500,000

BANK

1.650

12/15/53

2,027,865‌

Series

-

2020

BN30

(Class

A3)

1,500,000

BANK

1.925

12/15/53

1,206,232‌

Series

-

2020

BN30

(Class

A4)

500,000

(e)

BANK

2.111

12/15/53

397,713‌

Series

-

2020

BN30

(Class

AS)

500,000

(e)

BANK

2.445

12/15/53

393,674‌

Series

-

2020

BN30

(Class

B)

2,000,000

BANK

1.771

02/15/54

1,633,329‌

Series

-

2021

BN31

(Class

A3)

1,000,000

BANK

2.036

02/15/54

817,636‌

Series

-

2021

BN31

(Class

A4)

500,000

(e)

BANK

2.211

02/15/54

402,564‌

Series

-

2021

BN31

(Class

AS)

500,000

(e)

BANK

2.383

02/15/54

397,196‌

Series

-

2021

BN31

(Class

B)

500,000

(e)

BANK

2.545

02/15/54

368,875‌

Series

-

2021

BN31

(Class

C)

2,000,000

BANK

3.538

11/15/54

1,880,145‌

Series

-

2017

BNK9

(Class

A4)

500,000

BANK

4.399

08/15/55

467,413‌

Series

-

2022

BNK43

(Class

A5)

500,000

(e)

BANK

5.403

08/15/55

429,113‌

Series

-

2022

BNK43

(Class

C)

800,000

BANK

5.203

02/15/56

790,876‌

Series

-

2023

BNK45

(Class

A5)

1,000,000

BANK

5.745

08/15/56

1,027,362‌

Series

-

2023

BNK46

(Class

A4)

500,000

(e)

BANK

6.724

09/15/56

523,187‌

Series

-

2023

5YR3

(Class

A3)

1,731,227

BANK

6.500

12/15/56

1,797,593‌

Series

-

2023

5YR4

(Class

A3)

1,000,000

BANK

5.716

06/15/57

1,030,396‌

Series

-

2024

BNK47

(Class

A5)

2,000,000

BANK

5.769

06/15/57

2,030,037‌

Series

-

2024

5YR7

(Class

A3)

1,500,000

BANK

3.390

06/15/60

1,415,826‌

Series

-

2017

BNK5

(Class

A5)

Nuveen

Bond

Index

Fund

June

30,

2024

154

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

3,634,839

BANK

3.641

%

02/15/61

$

3,526,035‌

Series

-

2018

BN10

(Class

ASB)

2,000,000

(e)

BANK

3.898

02/15/61

1,871,497‌

Series

-

2018

BN10

(Class

AS)

8,000,000

BANK

3.584

05/15/62

7,186,694‌

Series

-

2019

BN18

(Class

A4)

4,945,066

BANK

1.584

03/15/63

4,084,799‌

Series

-

2020

BN28

(Class

A3)

1,000,000

BANK

2.438

06/15/63

808,621‌

Series

-

2021

BN34

(Class

A5)

1,000,000

BANK

2.556

05/15/64

843,554‌

Series

-

2021

BN33

(Class

A5)

1,000,000

BANK

2.792

05/15/64

832,950‌

Series

-

2021

BN33

(Class

AS)

500,000

BANK

3.297

05/15/64

393,698‌

Series

-

2021

BN33

(Class

C)

1,000,000

(d),(e)

BANK

2.500

06/15/64

667,472‌

Series

-

2021

BN35

(Class

D)

3,000,000

BBCMS

Mortgage

Trust

3.674

02/15/50

2,853,366‌

Series

-

2017

C1

(Class

A4)

12,500,000

BBCMS

Mortgage

Trust

2.690

02/15/53

11,919,421‌

Series

-

2020

C6

(Class

A2)

500,000

BBCMS

Mortgage

Trust

4.441

09/15/55

472,671‌

Series

-

2022

C17

(Class

A5)

500,000

BBCMS

Mortgage

Trust

5.310

07/15/56

499,673‌

Series

-

2023

C20

(Class

A4)

1,000,000

(e)

BBCMS

Mortgage

Trust

6.000

09/15/56

1,049,454‌

Series

-

2023

C21

(Class

A5)

955,000

BBCMS

Mortgage

Trust

6.521

11/15/56

1,035,897‌

Series

-

2023

C22

(Class

A4)

1,500,000

BBCMS

Mortgage

Trust

5.419

02/15/57

1,514,186‌

Series

-

2024

C24

(Class

A5)

2,000,000

BBCMS

Mortgage

Trust

5.946

03/15/57

2,051,139‌

Series

-

2024

5C25

(Class

A3)

1,500,000

(e)

BBCMS

Mortgage

Trust

6.094

05/15/57

1,555,840‌

Series

-

2024

A

(Class

)

500,000

(b)

BBCMS

Mortgage

Trust

6.014

07/15/57

514,506‌

Series

-

2024

5C27

(Class

A3)

1,000,000

(e)

Benchmark

Mortgage

Trust

3.878

01/15/51

922,225‌

Series

-

2018

B1

(Class

AM)

391,548

Benchmark

Mortgage

Trust

3.976

07/15/51

388,740‌

Series

-

2018

B4

(Class

A2)

1,000,000

(e)

Benchmark

Mortgage

Trust

4.653

07/15/51

870,272‌

Series

-

2018

B4

(Class

C)

5,850,000

Benchmark

Mortgage

Trust

3.542

05/15/52

5,293,888‌

Series

-

2019

B11

(Class

A5)

1,000,000

(e)

Benchmark

Mortgage

Trust

2.944

02/15/53

849,914‌

Series

-

2020

B16

(Class

AM)

1,500,000

(e)

Benchmark

Mortgage

Trust

3.176

02/15/53

1,248,618‌

Series

-

2020

B16

(Class

B)

1,500,000

(e)

Benchmark

Mortgage

Trust

3.534

02/15/53

1,186,479‌

Series

-

2020

B16

(Class

C)

2,000,000

(e)

Benchmark

Mortgage

Trust

4.510

05/15/53

1,919,322‌

Series

-

2018

B7

(Class

A4)

5,000,000

Benchmark

Mortgage

Trust

1.925

07/15/53

4,080,522‌

Series

-

2020

B18

(Class

A5)

2,500,000

Benchmark

Mortgage

Trust

1.704

12/17/53

2,069,009‌

Series

-

2020

B21

(Class

A4)

2,500,000

Benchmark

Mortgage

Trust

1.978

12/17/53

2,041,498‌

Series

-

2020

B21

(Class

A5)

155

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

2,500,000

Benchmark

Mortgage

Trust

1.685

%

01/15/54

$

2,060,802‌

Series

-

2020

B22

(Class

A4)

1,500,000

Benchmark

Mortgage

Trust

1.973

01/15/54

1,220,524‌

Series

-

2020

B22

(Class

A5)

1,500,000

Benchmark

Mortgage

Trust

2.163

01/15/54

1,198,051‌

Series

-

2020

B22

(Class

AM)

2,000,000

Benchmark

Mortgage

Trust

1.620

02/15/54

1,868,102‌

Series

-

2021

B23

(Class

A2)

1,500,000

Benchmark

Mortgage

Trust

1.823

02/15/54

1,202,283‌

Series

-

2021

B23

(Class

A4A1)

1,500,000

Benchmark

Mortgage

Trust

2.070

02/15/54

1,205,362‌

Series

-

2021

B23

(Class

A5)

500,000

Benchmark

Mortgage

Trust

2.095

02/15/54

355,797‌

Series

-

2021

B23

(Class

B)

500,000

Benchmark

Mortgage

Trust

2.274

02/15/54

388,763‌

Series

-

2021

B23

(Class

AS)

500,000

(e)

Benchmark

Mortgage

Trust

2.563

02/15/54

345,832‌

Series

-

2021

B23

(Class

C)

1,000,000

Benchmark

Mortgage

Trust

2.577

04/15/54

816,157‌

Series

-

2021

B25

(Class

A5)

1,000,000

Benchmark

Mortgage

Trust

2.847

04/15/54

790,516‌

Series

-

2021

B25

(Class

AS)

1,700,000

Benchmark

Mortgage

Trust

2.613

06/15/54

1,407,617‌

Series

-

2021

B26

(Class

A5)

702,000

(e)

Benchmark

Mortgage

Trust

2.688

06/15/54

540,948‌

Series

-

2021

B26

(Class

B)

500,000

Benchmark

Mortgage

Trust

2.825

06/15/54

396,507‌

Series

-

2021

B26

(Class

AM)

1,500,000

Benchmark

Mortgage

Trust

2.512

07/15/54

1,197,217‌

Series

-

2021

B27

(Class

AS)

1,000,000

Benchmark

Mortgage

Trust

5.358

05/15/55

994,713‌

Series

-

2023

V2

(Class

A2)

500,000

(e)

Benchmark

Mortgage

Trust

4.470

07/15/55

472,634‌

Series

-

2022

B36

(Class

A5)

500,000

(e)

Benchmark

Mortgage

Trust

5.290

07/15/55

414,359‌

Series

-

2022

B36

(Class

C)

500,000

Benchmark

Mortgage

Trust

5.805

01/10/57

508,476‌

Series

-

2024

V5

(Class

A3)

500,000

(e)

Benchmark

Mortgage

Trust

6.417

01/10/57

513,869‌

Series

-

2024

V5

(Class

AM)

5,000,000

Benchmark

Mortgage

Trust

2.914

12/15/72

4,704,465‌

Series

-

2019

B15

(Class

A2)

895,000

(e)

BMARK

6.841

11/15/56

940,134‌

Series

-

2023

V4

(Class

A3)

1,500,000

(e)

BMO

Mortgage

Trust

5.117

02/15/56

1,481,232‌

Series

-

2023

C4

(Class

A5)

1,000,000

(e)

BMO

Mortgage

Trust

6.534

08/15/56

1,036,771‌

Series

-

2023

5C1

(Class

A3)

2,000,000

(e)

BMO

Mortgage

Trust

5.956

09/15/56

2,089,744‌

Series

-

2023

C6

(Class

A5)

910,000

BMO

Mortgage

Trust

6.673

11/15/56

947,240‌

Series

-

2023

5C2

(Class

A2)

1,000,000

BMO

Mortgage

Trust

6.160

12/15/56

1,059,701‌

Series

-

2023

C7

(Class

A5)

2,730,000

(e)

BMO

Mortgage

Trust

5.598

03/15/57

2,790,282‌

Series

-

2024

C8

(Class

A5)

1,000,000

(e)

CD

Mortgage

Trust

3.526

11/10/49

933,696‌

Series

-

2016

CD2

(Class

A4)

2,000,000

CD

Mortgage

Trust

3.631

02/10/50

1,857,521‌

Series

-

2017

CD3

(Class

A4)

Nuveen

Bond

Index

Fund

June

30,

2024

156

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

12,312

CD

Mortgage

Trust

3.025

%

08/15/50

$

11,630‌

Series

-

2017

CD5

(Class

A2)

2,500,000

CD

Mortgage

Trust

3.431

08/15/50

2,340,909‌

Series

-

2017

CD5

(Class

A4)

1,000,000

(e)

CD

Mortgage

Trust

3.684

08/15/50

928,348‌

Series

-

2017

CD5

(Class

AS)

1,750,000

CD

Mortgage

Trust

4.279

08/15/51

1,672,417‌

Series

-

2018

CD7

(Class

A4)

182,521

Citigroup

Commercial

Mortgage

Trust

3.622

07/10/47

182,226‌

Series

-

2014

GC23

(Class

A4)

500,000

Citigroup

Commercial

Mortgage

Trust

3.635

10/10/47

497,830‌

Series

-

2014

GC25

(Class

A4)

1,000,000

Citigroup

Commercial

Mortgage

Trust

3.137

02/10/48

988,320‌

Series

-

2015

GC27

(Class

A5)

1,000,000

Citigroup

Commercial

Mortgage

Trust

3.571

02/10/48

985,282‌

Series

-

2015

GC27

(Class

AS)

1,000,000

Citigroup

Commercial

Mortgage

Trust

3.616

02/10/49

958,887‌

Series

-

2016

GC36

(Class

A5)

2,000,000

Citigroup

Commercial

Mortgage

Trust

3.314

04/10/49

1,921,409‌

Series

-

2016

GC37

(Class

A4)

500,000

Citigroup

Commercial

Mortgage

Trust

3.576

04/10/49

477,469‌

Series

-

2016

GC37

(Class

AS)

1,500,000

Citigroup

Commercial

Mortgage

Trust

2.832

08/10/49

1,418,279‌

Series

-

2016

C2

(Class

A4)

1,000,000

Citigroup

Commercial

Mortgage

Trust

3.465

09/15/50

939,873‌

Series

-

2017

P8

(Class

A4)

1,480,000

Citigroup

Commercial

Mortgage

Trust

3.778

09/10/58

1,434,161‌

Series

-

2015

GC33

(Class

A4)

412,116

COMM

Mortgage

Trust

3.819

06/10/47

411,056‌

Series

-

2014

UBS3

(Class

A4)

1,000,000

COMM

Mortgage

Trust

3.694

08/10/47

997,676‌

Series

-

2014

UBS4

(Class

A5)

423,699

COMM

Mortgage

Trust

3.326

11/10/47

421,959‌

Series

-

2014

CR20

(Class

A3)

1,000,000

COMM

Mortgage

Trust

3.590

11/10/47

993,382‌

Series

-

2014

CR20

(Class

A4)

1,000,000

(e)

COMM

Mortgage

Trust

4.339

12/10/47

964,731‌

Series

-

2014

CR21

(Class

B)

3,150,000

COMM

Mortgage

Trust

3.183

02/10/48

3,107,794‌

Series

-

2015

LC19

(Class

A4)

1,000,000

(e)

COMM

Mortgage

Trust

4.352

02/10/48

935,779‌

Series

-

2015

LC19

(Class

C)

1,700,000

COMM

Mortgage

Trust

3.708

07/10/48

1,665,392‌

Series

-

2015

LC21

(Class

A4)

604,168

COMM

Mortgage

Trust

3.432

08/10/48

593,681‌

Series

-

2015

CR24

(Class

A4)

1,000,000

COMM

Mortgage

Trust

3.759

08/10/48

976,359‌

Series

-

2015

CR25

(Class

A4)

1,500,000

COMM

Mortgage

Trust

3.774

10/10/48

1,461,860‌

Series

-

2015

LC23

(Class

A4)

5,000,000

COMM

Mortgage

Trust

2.827

08/15/57

4,673,495‌

Series

-

2019

GC44

(Class

A2)

3,000,000

COMM

Mortgage

Trust

3.263

08/15/57

2,634,606‌

Series

-

2019

GC44

(Class

AM)

650,000

(e)

CSAIL

Commercial

Mortgage

Trust

5.082

01/15/49

580,613‌

Series

-

2016

C6

(Class

C)

2,000,000

(e)

CSAIL

Commercial

Mortgage

Trust

4.224

08/15/51

1,894,788‌

Series

-

2018

CX12

(Class

A4)

10,000,000

CSAIL

Commercial

Mortgage

Trust

4.053

03/15/52

9,456,532‌

Series

-

2019

C15

(Class

A4)

157

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

475,000

Daimler

Trucks

Retail

Trust

5.560

%

07/15/31

$

478,650‌

Series

-

2024

1

(Class

A4)

918,159

DBGS

Mortgage

Trust

4.358

10/15/51

915,710‌

Series

-

2018

C1

(Class

A2)

5,790,000

DBGS

Mortgage

Trust

4.466

10/15/51

5,425,347‌

Series

-

2018

C1

(Class

A4)

1,590,000

DBJPM

Mortgage

Trust

3.328

06/10/50

1,481,537‌

Series

-

2017

C6

(Class

A5)

3,500,000

DBJPMortgage

Trust

3.276

05/10/49

3,342,128‌

Series

-

2016

C1

(Class

A4)

1,000,000

DBJPMortgage

Trust

3.539

05/10/49

945,950‌

Series

-

2016

C1

(Class

AM)

4,773,841

DBJPMortgage

Trust

1.900

08/15/53

4,591,236‌

Series

-

2020

C9

(Class

A2)

2,602,623

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

3.023

01/25/25

2,562,969‌

Series

-

2015

K045

(Class

A2)

1,500,000

FHLMC

1.199

12/25/27

1,323,227‌

Series

-

2021

K741

(Class

AM)

8,440,000

FHLMC

1.603

12/25/27

7,580,754‌

Series

-

2021

K741

(Class

A2)

1,224,000

FHLMC

1.760

03/25/28

1,099,358‌

Series

-

2021

K742

(Class

A2)

749,000

FHLMC

1.369

04/25/28

658,304‌

Series

-

2021

K742

(Class

AM)

3,000,000

FHLMC

4.819

06/25/28

2,996,706‌

Series

-

2023

K505

(Class

A2)

2,919,043

FHLMC

1.712

07/25/28

2,600,024‌

Series

-

2021

K744

(Class

A2)

8,000,000

(e)

FHLMC

4.650

08/25/28

7,930,009‌

Series

-

2023

K506

(Class

A2)

1,000,000

(e)

FHLMC

4.740

08/25/28

994,218‌

Series

-

2023

K508

(Class

A2)

2,000,000

(e)

FHLMC

4.800

09/25/28

1,993,039‌

Series

-

2023

K507

(Class

A2)

725,000

FHLMC

4.850

09/25/28

723,675‌

Series

-

2023

K509

(Class

A2)

2,000,000

FHLMC

4.572

12/25/28

1,977,758‌

Series

-

2024

K514

(Class

A2)

3,000,000

(e)

FHLMC

5.355

01/25/29

3,057,164‌

Series

-

2024

K517

(Class

A2)

2,075,000

FHLMC

5.400

01/25/29

2,119,690‌

Series

-

2024

K518

(Class

A2)

3,000,000

FHLMC

5.477

01/25/29

3,072,429‌

Series

-

2024

K516

(Class

A2)

2,000,000

(e)

FHLMC

5.180

03/25/29

2,026,554‌

Series

-

2024

K520

(Class

A2)

867,116

FHLMC

1.229

03/25/30

773,715‌

Series

-

2021

K128

(Class

A1)

932,539

FHLMC

1.101

08/25/30

813,701‌

Series

-

2021

K125

(Class

A1)

1,000,000

FHLMC

4.400

10/25/30

978,749‌

Series

-

2023

K753

(Class

A2)

1,915,159

FHLMC

1.353

11/25/30

1,692,633‌

Series

-

2021

K127

(Class

A1)

2,000,000

(e)

FHLMC

4.940

11/25/30

2,015,090‌

Series

-

2023

K754

(Class

A2)

1,000,000

FHLMC

1.792

01/25/31

831,997‌

Series

-

2021

K126

(Class

AM)

9,000,000

FHLMC

1.846

01/25/31

7,544,691‌

Series

-

2021

K125

(Class

A2)

Nuveen

Bond

Index

Fund

June

30,

2024

158

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

3,000,000

FHLMC

2.108

%

01/25/31

$

2,556,965‌

Series

-

2021

K127

(Class

A2)

1,332,000

FHLMC

1.851

02/25/31

1,110,103‌

Series

-

2021

K127

(Class

AM)

1,000,000

FHLMC

5.203

02/25/31

1,022,409‌

Series

-

2024

K755

(Class

A2)

1,000,000

FHLMC

1.749

03/25/31

826,587‌

Series

-

2021

K128

(Class

AM)

2,000,000

FHLMC

2.020

03/25/31

1,694,108‌

Series

-

2021

K128

(Class

A2)

1,000,000

FHLMC

1.647

05/25/31

818,989‌

Series

-

2021

K129

(Class

AM)

3,000,000

(e)

FHLMC

3.500

07/25/32

2,741,507‌

Series

-

2022

K148

(Class

A2)

2,000,000

(e)

FHLMC

4.500

08/25/33

1,954,450‌

Series

-

2023

160

(Class

A2)

4,748,000

FHLMC

5.150

12/25/33

4,863,595‌

Series

-

2024

162

(Class

A2)

1,500,000

(e)

FHLMC

5.000

03/25/34

1,519,841‌

Series

-

2024

163

(Class

A2)

1,863,349

FHLMC

2.007

07/25/35

1,523,252‌

Series

-

2021

1520

(Class

A1)

2,000,000

FHLMC

2.438

02/25/36

1,566,321‌

Series

-

2021

1520

(Class

A2)

2,000,000

FHLMC

2.184

08/25/36

1,507,512‌

Series

-

2021

1521

(Class

A2)

1,500,000

GS

Mortgage

Securities

Trust

3.964

11/10/47

1,445,966‌

Series

-

2014

GC26

(Class

AS)

1,547,206

GS

Mortgage

Securities

Trust

3.136

02/10/48

1,542,304‌

Series

-

2015

GC28

(Class

A4)

1,423,318

GS

Mortgage

Securities

Trust

3.178

11/10/49

1,355,364‌

Series

-

2016

GS4

(Class

A3)

1,350,000

(e)

GS

Mortgage

Securities

Trust

4.076

11/10/49

1,146,271‌

Series

-

2016

GS4

(Class

C)

800,000

GS

Mortgage

Securities

Trust

3.382

05/10/50

780,838‌

Series

-

2015

GC30

(Class

A4)

557,863

GS

Mortgage

Securities

Trust

2.945

08/10/50

540,248‌

Series

-

2017

GS7

(Class

A2)

1,500,000

GS

Mortgage

Securities

Trust

3.430

08/10/50

1,400,076‌

Series

-

2017

GS7

(Class

A4)

2,500,000

GS

Mortgage

Securities

Trust

3.968

02/10/52

2,338,705‌

Series

-

2019

GC38

(Class

A4)

500,000

(e)

GS

Mortgage

Securities

Trust

4.309

02/10/52

455,376‌

Series

-

2019

GC38

(Class

B)

2,500,000

GS

Mortgage

Securities

Trust

2.898

02/13/53

2,394,958‌

Series

-

2020

GC45

(Class

A2)

4,000,000

(e)

GS

Mortgage

Securities

Trust

3.173

02/13/53

3,481,477‌

Series

-

2020

GC45

(Class

AS)

2,000,000

(e)

GS

Mortgage

Securities

Trust

3.405

02/13/53

1,702,165‌

Series

-

2020

GC45

(Class

B)

2,000,000

GS

Mortgage

Securities

Trust

2.125

05/12/53

1,691,634‌

Series

-

2020

GC47

(Class

A4)

4,000,000

GS

Mortgage

Securities

Trust

2.377

05/12/53

3,404,839‌

Series

-

2020

GC47

(Class

A5)

1,000,000

GS

Mortgage

Securities

Trust

1.662

12/12/53

905,855‌

Series

-

2020

GSA2

(Class

AAB)

3,000,000

GS

Mortgage

Securities

Trust

1.721

12/12/53

2,478,542‌

Series

-

2020

GSA2

(Class

A4)

2,000,000

GS

Mortgage

Securities

Trust

2.012

12/12/53

1,610,212‌

Series

-

2020

GSA2

(Class

A5)

159

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

1,000,000

GS

Mortgage

Securities

Trust

2.224

%

12/12/53

$

781,293‌

Series

-

2020

GSA2

(Class

AS)

1,000,000

JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust

2.822

08/15/49

946,071‌

Series

-

2016

JP2

(Class

A4)

1,458,929

JPMBB

Commercial

Mortgage

Securities

Trust

3.801

09/15/47

1,454,661‌

Series

-

2014

C22

(Class

A4)

1,875,000

(e)

JPMBB

Commercial

Mortgage

Securities

Trust

4.118

05/15/48

1,786,982‌

Series

-

2015

C29

(Class

B)

2,700,000

JPMBB

Commercial

Mortgage

Securities

Trust

3.227

10/15/48

2,649,401‌

Series

-

2015

C28

(Class

A4)

1,100,000

JPMBB

Commercial

Mortgage

Securities

Trust

3.532

10/15/48

1,070,014‌

Series

-

2015

C28

(Class

AS)

2,000,000

JPMBB

Commercial

Mortgage

Securities

Trust

3.770

12/15/48

1,946,678‌

Series

-

2015

C33

(Class

A4)

1,000,000

JPMBB

Commercial

Mortgage

Securities

Trust

3.576

03/17/49

964,387‌

Series

-

2016

C1

(Class

A5)

500,000

JPMBB

Commercial

Mortgage

Securities

Trust

3.970

03/17/49

481,249‌

Series

-

2016

C1

(Class

AS)

500,000

(e)

JPMBB

Commercial

Mortgage

Securities

Trust

4.858

03/17/49

475,805‌

Series

-

2016

C1

(Class

B)

681,668

JPMCC

Commercial

Mortgage

Securities

Trust

3.109

07/15/50

660,560‌

Series

-

2017

JP6

(Class

A3)

2,500,000

JPMCC

Commercial

Mortgage

Securities

Trust

3.454

09/15/50

2,325,824‌

Series

-

2017

JP7

(Class

A5)

2,118,608

JPMCC

Commercial

Mortgage

Securities

Trust

3.219

06/13/52

2,013,860‌

Series

-

2019

COR5

(Class

ASB)

1,000,000

(e)

JPMDB

Commercial

Mortgage

Securities

Trust

3.990

06/15/49

846,116‌

Series

-

2016

C2

(Class

B)

5,922,824

JPMDB

Commercial

Mortgage

Securities

Trust

3.141

12/15/49

5,505,653‌

Series

-

2016

C4

(Class

A3)

5,000,000

JPMDB

Commercial

Mortgage

Securities

Trust

2.946

11/13/52

4,938,835‌

Series

-

2019

COR6

(Class

A2)

3,500,000

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

3.249

02/15/48

3,455,260‌

Series

-

2015

C20

(Class

A4)

1,000,000

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

3.306

04/15/48

978,658‌

Series

-

2015

C22

(Class

A4)

1,000,000

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

3.732

05/15/48

976,442‌

Series

-

2015

C24

(Class

A4)

2,000,000

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

3.599

05/15/50

1,895,275‌

Series

-

2017

C33

(Class

A5)

535,000

Morgan

Stanley

Capital

I

Trust

3.594

03/15/49

512,581‌

Series

-

2016

UBS9

(Class

A4)

1,000,000

(e)

Morgan

Stanley

Capital

I

Trust

5.012

07/15/51

897,678‌

Series

-

2018

H3

(Class

C)

1,299,447

(e)

Morgan

Stanley

Capital

I

Trust

4.238

10/15/51

1,269,093‌

Series

-

2018

L1

(Class

ASB)

1,596,294

Morgan

Stanley

Capital

I

Trust

4.288

10/15/51

1,592,196‌

Series

-

2018

L1

(Class

A2)

1,500,000

(e)

Morgan

Stanley

Capital

I

Trust

4.407

10/15/51

1,431,308‌

Series

-

2018

L1

(Class

A4)

1,000,000

Morgan

Stanley

Capital

I

Trust

4.071

03/15/52

940,296‌

Series

-

2019

L2

(Class

A4)

4,836,173

Morgan

Stanley

Capital

I

Trust

3.224

06/15/52

4,608,708‌

Series

-

2019

H6

(Class

ASB)

750,000

Morgan

Stanley

Capital

I

Trust

3.417

06/15/52

687,609‌

Series

-

2019

H6

(Class

A4)

5,000,000

Morgan

Stanley

Capital

I

Trust

1.790

07/15/53

4,167,298‌

Series

-

2020

HR8

(Class

A3)

2,000,000

Morgan

Stanley

Capital

I

Trust

2.438

05/15/54

1,692,011‌

Series

-

2021

L5

(Class

A3)

Nuveen

Bond

Index

Fund

June

30,

2024

160

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

1,000,000

Morgan

Stanley

Capital

I

Trust

2.951

%

05/15/54

$

842,326‌

Series

-

2021

L5

(Class

AS)

353,756

UBS

Commercial

Mortgage

Trust

2.998

08/15/50

352,801‌

Series

-

2017

C3

(Class

A2)

1,500,000

UBS

Commercial

Mortgage

Trust

3.426

08/15/50

1,388,069‌

Series

-

2017

C3

(Class

A4)

1,000,000

(e)

UBS

Commercial

Mortgage

Trust

3.739

08/15/50

924,512‌

Series

-

2017

C3

(Class

AS)

11,000,000

UBS

Commercial

Mortgage

Trust

4.313

05/15/51

10,513,174‌

Series

-

2018

C10

(Class

A4)

2,000,000

UBS

Commercial

Mortgage

Trust

4.296

08/15/51

1,893,915‌

Series

-

2018

C12

(Class

A5)

2,400,000

(e)

UBS

Commercial

Mortgage

Trust

5.368

12/15/51

2,032,092‌

Series

-

2018

C14

(Class

C)

1,625,000

Verizon

Master

Trust

5.340

04/22/30

1,639,220‌

Series

-

2024

3

(Class

A1A)

875,000

(e)

Wells

Fargo

Commercial

Mortgage

Trust

3.872

05/15/48

851,808‌

Series

-

2015

C28

(Class

AS)

2,000,000

Wells

Fargo

Commercial

Mortgage

Trust

3.695

11/15/48

1,945,675‌

Series

-

2015

C31

(Class

A4)

480,000

(e)

Wells

Fargo

Commercial

Mortgage

Trust

4.224

12/15/48

459,550‌

Series

-

2015

NXS4

(Class

B)

2,000,000

Wells

Fargo

Commercial

Mortgage

Trust

2.652

08/15/49

1,874,812‌

Series

-

2016

BNK1

(Class

A3)

500,000

Wells

Fargo

Commercial

Mortgage

Trust

2.967

08/15/49

410,465‌

Series

-

2016

BNK1

(Class

B)

1,000,000

Wells

Fargo

Commercial

Mortgage

Trust

3.377

11/15/49

934,105‌

Series

-

2016

NXS6

(Class

AS)

2,000,000

Wells

Fargo

Commercial

Mortgage

Trust

4.152

08/15/51

1,891,031‌

Series

-

2018

C46

(Class

A4)

2,700,000

Wells

Fargo

Commercial

Mortgage

Trust

3.760

03/15/52

2,543,948‌

Series

-

2019

C49

(Class

A4)

1,937,782

Wells

Fargo

Commercial

Mortgage

Trust

3.635

05/15/52

1,879,754‌

Series

-

2019

C50

(Class

ASB)

3,250,000

Wells

Fargo

Commercial

Mortgage

Trust

4.192

05/15/52

2,997,654‌

Series

-

2019

C50

(Class

B)

10,000,000

Wells

Fargo

Commercial

Mortgage

Trust

3.040

10/15/52

8,983,170‌

Series

-

2019

C53

(Class

A4)

2,500,000

Wells

Fargo

Commercial

Mortgage

Trust

1.810

07/15/53

2,093,456‌

Series

-

2020

C58

(Class

A3)

1,500,000

Wells

Fargo

Commercial

Mortgage

Trust

2.092

07/15/53

1,236,179‌

Series

-

2020

C58

(Class

A4)

500,000

Wells

Fargo

Commercial

Mortgage

Trust

2.398

07/15/53

395,723‌

Series

-

2020

C58

(Class

AS)

10,000,000

Wells

Fargo

Commercial

Mortgage

Trust

1.864

08/15/53

8,356,717‌

Series

-

2020

C57

(Class

A3)

1,893,000

Wells

Fargo

Commercial

Mortgage

Trust

2.626

04/15/54

1,590,539‌

Series

-

2021

C59

(Class

A5)

117,000

Wells

Fargo

Commercial

Mortgage

Trust

3.896

03/15/59

108,441‌

Series

-

2016

C33

(Class

C)

TOTAL

OTHER

MORTGAGE

BACKED

404,873,469‌

TOTAL

STRUCTURED

ASSETS

547,209,339‌

(Cost

$594,291,356)

TOTAL

LONG-TERM

INVESTMENTS

23,828,667,412‌

(Cost

$26,447,092,771)

161

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCERATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

SHORT-TERM

INVESTMENTS

-

0.5%

GOVERNMENT

AGENCY

DEBT

-

0.0%

$

5,000,000

Federal

Home

Loan

Bank

(FHLB)

0.000

%

08/14/24

$

4,965,827‌

TOTAL

GOVERNMENT

AGENCY

DEBT

4,965,827‌

REPURCHASE

AGREEMENT

-

0.5%

106,724,000

(f)

Fixed

Income

Clearing

Corporation

5.320

07/01/24

106,724,000‌

TOTAL

REPURCHASE

AGREEMENT

106,724,000‌

TOTAL

SHORT-TERM

INVESTMENTS

111,689,827‌

(Cost

$111,691,978)

SHARES

EXP

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.7%

183,241,712

(g)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5.330

(h)

183,241,712‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

183,241,712‌

(Cost

$183,241,712)

TOTAL

INVESTMENTS

-

100.5%

24,123,598,951‌

(Cost

$26,742,026,461)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(0.5)%

(119,226,972‌)

NET

ASSETS

-

100.0%

$

24,004,371,979‌

DGS1

1-Year

Treasury

Constant

Maturity

Rate

LIBOR

London

Interbank

Offered

Rate

M

Month

REIT

Real

Estate

Investment

Trust

TSFR3M

CME

Term

Secured

Overnight

Financing

Rate

3

Month

(a)

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$190,515,566.

(b)

When-issued

or

delayed

delivery

security.

(c)

Perpetual

security

(d)

Security

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$72,754,632

or

0.3%

of

Total

Investments.

(e)

Floating

or

variable

rate

security

includes

the

reference

rate

and

spread,

unless

the

variable

rate

is

based

on

the

underlying

asset

of

the

security.

Coupon

rate

reflects

the

rate

at

period

end.

(f)

Agreement

with

Fixed

Income

Clearing

Corporation,

5.320%

dated

6/28/24

to

be

repurchased

at

$106,771,314

on

7/1/24,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

0.125%

and

maturity

date

7/15/26,

valued

at

$108,858,569.

(g)

Investments

made

with

cash

collateral

received

from

securities

on

loan.

(h)

The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

Nuveen

Core

Bond

Fund

June

30,

2024

Portfolio

of

Investments

162

See

Notes

to

Portfolios

of

Investments

(Unaudited)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

LONG-TERM

INVESTMENTS

-

98.1%

BANK

LOAN

OBLIGATIONS

-

1.6%

CAPITAL

GOODS

-

0.1%

$

787,821

(a)

Alliance

Laundry

Systems

LLC

TSFR3M

+

3.500%

8.899

%

10/08/27

$

791,705‌

1,653,347

(a)

Centuri

Group,

Inc

TSFR1M

+

2.500%

7.958

08/27/28

1,655,645‌

583,778

(a)

Chariot

Buyer

LLC

TSFR1M

+

3.250%

8.694

11/03/28

584,143‌

1,250,000

(a)

Closure

Systems

International

Group,

Inc

TSFR1M

+

4.000%

9.344

03/22/29

1,258,987‌

972,500

(a)

Conair

Holdings

LLC

TSFR1M

+

3.750%

9.208

05/17/28

968,450‌

471,646

(a)

Cornerstone

Building

Brands,

Inc

TSFR1M

+

3.250%

8.679

04/12/28

461,329‌

250,000

(a)

Foundation

Building

Materials,

Inc

TSFR3M

+

4.000%

9.330

01/29/31

249,306‌

142,791

(a)

Quikrete

Holdings,

Inc

TSFR1M

+

2.500%

7.844

04/14/31

143,275‌

768,162

(a)

Resideo

Funding,

Inc

TSFR3M

+

2.000%

7.331

02/11/28

770,082‌

1,000,000

(a)

Titan

Acquisition

Ltd

TSFR6M

+

5.000%

10.326

02/15/29

1,003,545‌

399,415

(a)

TransDigm,

Inc

TSFR3M

+

0.028%

3.250

08/24/28

400,590‌

1,418,835

(a)

TransDigm,

Inc

TSFR3M

+

0.028%

8.085

03/22/30

1,423,127‌

TOTAL

CAPITAL

GOODS

9,710,184‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0.1%

1,333,748

(a)

AlixPartners

LLP

TSFR1M

+

2.500%

7.958

02/04/28

1,336,249‌

270,188

(a)

Amentum

Government

Services

Holdings

LLC

TSFR1M

+

4.000%

9.344

02/15/29

271,707‌

370,500

(a)

CHG

Healthcare

Services,

Inc

TSFR1M

+

3.250%

8.708

09/29/28

371,502‌

651,871

(a)

Covanta

Holding

Corp

TSFR1M

+

2.500%

7.844

11/30/28

652,307‌

49,826

(a)

Covanta

Holding

Corp

TSFR1M

+

2.500%

7.844

11/30/28

49,859‌

631,965

(a)

Dun

&

Bradstreet

Corp

TSFR1M

+

2.750%

8.096

01/18/29

633,150‌

967,128

(a)

EAB

Global,

Inc

TSFR1M

+

3.500%

8.944

08/16/28

967,370‌

398,013

(a)

GFL

Environmental,

Inc

TSFR3M

+

0.053%

7.826

05/31/27

399,289‌

3,820,000

(a)

GTCR

W

MERGER

SUB

TSFR3M

+

3.000%

8.335

01/31/31

3,830,085‌

942,638

(a)

Prime

Security

Services

Borrower

LLC

TSFR3M

+

2.250%

7.579

10/13/30

943,297‌

913

(a)

TK

Elevator

US

Newco,

Inc

TSFR6M

+

0.035%

8.791

04/30/30

919‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

9,455,734‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0.1%

305,184

(a)

Avis

Budget

Car

Rental

LLC

TSFR1M

+

1.750%

7.208

08/06/27

302,640‌

1,565,455

(a)

CNT

Holdings

I

Corp

TSFR3M

+

3.500%

8.830

11/08/27

1,571,114‌

1,908,397

(a)

Driven

Holdings

LLC

TSFR1M

+

0.030%

8.458

12/17/28

1,904,428‌

517,466

(a)

LS

Group

OpCo

Acquistion

LLC

TSFR1M

+

3.000%

8.344

04/23/31

518,328‌

867,290

(a)

PetSmart

LLC

TSFR1M

+

3.750%

9.194

02/11/28

865,841‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

5,162,351‌

CONSUMER

DURABLES

&

APPAREL

-

0.1%

2,493,655

(a)

AI

Aqua

Merger

Sub,

Inc

TSFR1M

+

4.000%

9.329

07/31/28

2,500,911‌

1,843,000

(a)

Hayward

Industries,

Inc

TSFR1M

+

2.750%

8.208

05/30/28

1,844,005‌

627,324

(a)

Samsonite

IP

Holdings

Sarl

TSFR1M

+

0.020%

7.344

06/21/30

630,856‌

297,273

(a)

SRAM

LLC

TSFR1M

+

2.750%

8.208

05/18/28

297,583‌

967,416

(a)

Weber-Stephen

Products

LLC

TSFR1M

+

3.250%

8.708

10/30/27

902,246‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

6,175,601‌

CONSUMER

SERVICES

-

0.2%

3,786,018

(a)

1011778

BC

ULC

TSFR1M

+

0.018%

7.578

09/20/30

3,781,229‌

394,937

(a)

Alterra

Mountain

Co

TSFR1M

+

3.250%

8.594

08/17/28

396,747‌

1,559,250

(a),(b)

Caesars

Entertainment,

Inc

TSFR3M

+

0.028%

8.097

02/06/30

1,562,291‌

1,998,417

(a)

Carnival

Corp

TSFR1M

+

2.750%

8.094

10/18/28

2,006,220‌

830,012

(a)

ClubCorp

Holdings,

Inc

TSFR3M

+

5.000%

10.596

09/18/26

835,407‌

270,000

(a)

Delta

2

Lux

Sarl

TSFR3M

+

2.250%

7.585

01/15/30

271,012‌

1,816,276

(a)

Fertitta

Entertainment

LLC

TSFR1M

+

3.750%

9.081

01/27/29

1,820,471‌

5,149,125

(a)

Flutter

Financing

BV

TSFR3M

+

2.250%

7.585

11/25/30

5,158,265‌

853,179

(a)

IRB

Holding

Corp

TSFR1M

+

2.750%

8.179

12/15/27

853,819‌

375,904

(a)

KFC

Holding

Co

TSFR1M

+

1.750%

7.196

03/15/28

376,306‌

643,824

(a)

Life

Time,

Inc

TSFR3M

+

4.000%

9.591

01/15/26

647,619‌

1,485,112

(a)

Motion

Finco

Sarl

TSFR3M

+

0.035%

8.835

11/12/29

1,487,340‌

304,290

(a)

Penn

National

Gaming,

Inc

TSFR1M

+

2.750%

8.194

05/03/29

305,010‌

163

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

CONSUMER

SERVICES—continued

$

499,129

(a)

Scientific

Games

International,

Inc

TSFR1M

+

2.750%

8.081

%

04/14/29

$

499,978‌

483,574

(a)

Spin

Holdco,

Inc

TSFR3M

+

2.000%

9.600

03/04/28

414,362‌

TOTAL

CONSUMER

SERVICES

20,416,076‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

0.0%

881,833

(a)

US

Foods,

Inc

TSFR1M

+

2.000%

7.344

11/22/28

887,464‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

887,464‌

ENERGY

-

0.0%

647,350

(a)

Buckeye

Partners

LP

TSFR1M

+

2.000%

7.344

11/01/26

648,735‌

193,674

(a)

DT

Midstream,

Inc

TSFR1M

+

2.000%

7.458

06/26/28

194,965‌

447,022

(a)

Gulf

Finance

LLC

TSFR1M

+

6.250%

11.691

08/25/26

450,375‌

738,576

(a)

Oryx

Midstream

Services

Permian

Basin

LLC

TSFR1M

+

3.000%

8.441

10/05/28

739,961‌

TOTAL

ENERGY

2,034,036‌

FINANCIAL

SERVICES

-

0.1%

888,000

(a)

Avolon

TLB

Borrower

US

LLC

TSFR1M

+

0.015%

6.939

02/12/27

889,061‌

697,988

(a)

Avolon

TLB

Borrower

US

LLC

TSFR1M

+

0.020%

7.339

06/22/28

699,733‌

1,452,427

(a)

First

Eagle

Holdings,

Inc

TSFR1M

+

3.000%

8.330

03/05/29

1,447,888‌

3,428,115

(a)

Trans

Union

LLC

TSFR1M

+

2.000%

7.344

12/01/28

3,433,308‌

TOTAL

FINANCIAL

SERVICES

6,469,990‌

FOOD,

BEVERAGE

&

TOBACCO

-

0.0%

595,796

(a)

Arterra

Wines

Canada,

Inc

TSFR3M

+

3.500%

9.096

11/24/27

553,235‌

144,000

(a)

Froneri

US,

Inc

TSFR1M

+

3.750%

9.208

10/08/27

144,082‌

429,335

(a)

Triton

Water

Holdings,

Inc

TSFR3M

+

3.250%

8.846

03/31/28

429,979‌

821,285

(a)

Utz

Quality

Foods

LLC

TSFR1M

+

2.750%

8.094

01/20/28

824,776‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

1,952,072‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

0.2%

3,661,428

(a)

Bausch

&

Lomb

Corp

TSFR1M

+

3.250%

8.689

05/10/27

3,627,102‌

698,667

(a)

DaVita,

Inc

TSFR12M

+

1.750%

7.208

08/12/26

697,490‌

448,175

(a)

Element

Materials

Technology

Group

US

Holdings,

Inc

TSFR3M

+

0.043%

9.659

04/12/29

450,510‌

206,850

(a)

Element

Materials

Technology

Group

US

Holdings,

Inc

TSFR3M

+

0.043%

9.685

07/06/29

207,928‌

495,595

(a)

Global

Medical

Response,

Inc

TSFR1M

+

5.500%

10.848

10/31/28

480,975‌

1,730,217

(a)

ICU

Medical,

Inc

TSFR3M

+

2.500%

7.985

01/08/29

1,733,599‌

2,862,839

(a)

Medline

Borrower

LP

TSFR1M

+

2.750%

8.094

10/23/28

2,871,785‌

588,727

(a)

NMN

Holdings

III

Corp

TSFR1M

+

3.500%

8.958

11/13/25

582,657‌

126,647

(a)

NMN

Holdings

III

Corp

TSFR1M

+

0.053%

8.958

11/13/25

125,341‌

1,867,250

(a)

Onex

TSG

Intermediate

Corp

TSFR3M

+

4.750%

10.346

02/28/28

1,865,691‌

2,463,850

(a)

Phoenix

Guarantor,

Inc

TSFR1M

+

3.250%

8.594

02/21/31

2,460,475‌

3,438,473

(a)

Phoenix

Newco,

Inc

TSFR1M

+

3.250%

8.708

11/15/28

3,449,751‌

2,825,985

(a)

Select

Medical

Corp

TSFR1M

+

3.500%

8.344

03/06/27

2,830,690‌

1,965,390

(a)

Surgery

Center

Holdings,

Inc

TSFR1M

+

0.028%

8.089

12/19/30

1,972,888‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

23,356,882‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0.0%

1,880,568

(a)

Kronos

Acquisition

Holdings,

Inc

TSFR1M

+

3.000%

9.314

12/22/26

1,881,273‌

1,899,682

(a)

Kronos

Acquisition

Holdings,

Inc

TSFR3M

+

6.000%

11.493

12/22/26

1,904,431‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

3,785,704‌

INSURANCE

-

0.1%

661,920

(a)

Acrisure

LLC

LIBOR

1

M

+

0.054%

8.944

02/15/27

662,608‌

415,501

(a)

Asurion

LLC

TSFR1M

+

3.250%

8.708

12/23/26

412,616‌

351,494

(a)

BroadStreet

Partners,

Inc

TSFR1M

+

0.053%

8.594

06/13/31

350,967‌

2,128,232

(a)

BroadStreet

Partners,

Inc

TSFR1M

+

3.250%

8.594

06/13/31

2,125,039‌

524,688

(a)

HUB

International

Ltd

TSFR3M

+

3.250%

8.575

06/20/30

526,438‌

943,278

(a)

Ryan

Specialty

Group

LLC

TSFR1M

+

2.500%

8.094

09/01/27

949,291‌

1,975,038

(a)

USI,

Inc

TSFR3M

+

0.028%

8.302

11/23/29

1,977,516‌

1,990,000

(a)

USI,

Inc

TSFR3M

+

0.028%

8.085

09/27/30

1,992,488‌

TOTAL

INSURANCE

8,996,963‌

MATERIALS

-

0.1%

664,956

(a)

Asplundh

Tree

Expert

LLC

TSFR1M

+

1.750%

7.194

09/07/27

666,202‌

1,990,611

(a)

Clydesdale

Acquisition

Holdings,

Inc

TSFR1M

+

3.680%

9.119

04/13/29

1,997,449‌

Nuveen

Core

Bond

Fund

June

30,

2024

164

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MATERIALS—continued

$

1,183,400

(a)

Ecovyst

Catalyst

Technologies

LLC

TSFR3M

+

2.500%

7.930

%

06/09/28

$

1,184,560‌

198,004

(a)

H.B.

Fuller

Co

TSFR1M

+

2.000%

7.344

02/15/30

198,376‌

978,220

(a)

INEOS

US

Petrochem

LLC

TSFR1M

+

4.250%

9.694

04/02/29

977,609‌

856,750

(a)

Kloeckner

Pentaplast

of

America,

Inc

TSFR6M

+

2.750%

10.268

02/12/26

803,203‌

2,876,164

(a)

TricorBraun

Holdings,

Inc

TSFR1M

+

3.250%

8.708

03/03/28

2,875,272‌

849,766

(a)

Tronox

Finance

LLC

TSFR3M

+

2.500%

7.958

03/10/28

852,897‌

141,375

(a)

WR

Grace

Holdings

LLC

TSFR1M

+

3.250%

8.594

09/22/28

142,183‌

TOTAL

MATERIALS

9,697,751‌

MEDIA

&

ENTERTAINMENT

-

0.0%

476,944

(a)

Altice

Financing

S.A.

TSFR3M

+

2.750%

8.340

01/31/26

443,558‌

74,361

(a)

Diamond

Sports

Group

LLC

TSFR1M

+

8.000%

8.000

05/25/26

70,122‌

368,225

(a)

DIRECTV

Financing

LLC

TSFR1M

+

2.500%

10.458

08/02/27

369,422‌

433,325

(a)

Lions

Gate

Capital

Holdings

LLC

TSFR1M

+

2.250%

7.694

03/24/25

433,433‌

154,444

(a)

Univision

Communications,

Inc

TSFR1M

+

3.250%

8.694

03/15/26

154,705‌

TOTAL

MEDIA

&

ENTERTAINMENT

1,471,240‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

0.1%

1,252,666

(a)

Avantor

Funding,

Inc

TSFR1M

+

2.000%

7.444

11/08/27

1,259,887‌

945,505

(a)

Catalent

Pharma

Solutions,

Inc

TSFR1M

+

2.000%

7.458

02/22/28

946,214‌

1,972,460

(a)

Elanco

Animal

Health

Inc

TSFR1M

+

1.750%

7.163

08/02/27

1,967,687‌

299,309

(a)

Grifols

Worldwide

Operations

USA,

Inc

TSFR1M

+

2.000%

7.444

11/15/27

294,820‌

4,365,857

(a)

Jazz

Financing

Lux

Sarl

TSFR1M

+

3.000%

8.458

05/05/28

4,374,043‌

2,527,710

(a)

Organon

&

Co

TSFR1M

+

2.500%

7.829

05/19/31

2,532,449‌

291,803

(a)

Perrigo

Investments

LLC

TSFR1M

+

2.250%

7.694

04/20/29

291,620‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

11,666,720‌

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0.0%

23,194

(a)

Cushman

&

Wakefield

plc

TSFR1M

+

2.750%

8.208

08/21/25

23,245‌

463,812

(a)

Cushman

&

Wakefield

US

Borrower

LLC

TSFR1M

+

0.033%

8.679

01/31/30

464,392‌

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

487,637‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0.0%

17

(a)

Bright

Bidco

BV

TSFR3M

+

9.000%

14.330

10/31/27

8‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

8‌

SOFTWARE

&

SERVICES

-

0.3%

150,867

(a)

Avaya,

Inc

TSFR1M

+

0.015%

6.844

08/01/28

130,720‌

2,958,783

(a)

Boxer

Parent

Co,

Inc

TSFR1M

+

4.000%

9.344

12/29/28

2,968,547‌

1,070,491

(a)

Camelot

US

Acquisition

LLC

TSFR1M

+

2.750%

8.094

01/31/31

1,073,703‌

648,375

(a)

CCC

Intelligent

Solutions,

Inc

TSFR1M

+

4.500%

7.708

09/21/28

649,390‌

1,995,000

(a)

Cotiviti,

Inc

TSFR1M

+

3.250%

8.563

04/30/31

1,990,013‌

2,192,729

(a)

Ellucian

Holdings,

Inc

TSFR1M

+

3.500%

8.944

10/09/29

2,205,293‌

883,547

(a)

Epicor

Software

Corp

TSFR1M

+

0.053%

8.594

05/30/31

888,331‌

3,178,091

(a)

Gen

Digital,

Inc

TSFR1M

+

1.750%

7.094

09/12/29

3,170,988‌

830,875

(a)

Informatica

LLC

TSFR1M

+

2.750%

7.594

10/27/28

834,510‌

1,974,811

(a)

Instructure

Holdings,

Inc

TSFR3M

+

2.750%

8.355

10/30/28

1,976,045‌

2,726,190

(a)

Open

Text

Corp

TSFR1M

+

2.250%

7.594

01/31/30

2,741,157‌

702,955

(a)

Peraton

Corp

TSFR1M

+

3.750%

9.194

02/01/28

703,887‌

561,241

(a)

Rackspace

Finance

LLC

TSFR1M

+

0.053%

8.186

05/15/28

258,971‌

122,235

(a)

Rackspace

Finance

LLC

TSFR1M

+

0.053%

11.692

05/15/28

124,145‌

461,938

(a)

RealPage,

Inc

TSFR1M

+

3.500%

8.458

04/24/28

449,779‌

1,703,873

(a)

Sedgwick

Claims

Management

Services,

Inc

TSFR1M

+

3.500%

9.094

02/24/28

1,707,894‌

1,528,634

(a)

UKG,

Inc

TSFR1M

+

3.250%

8.576

02/10/31

1,536,147‌

333,551

(a)

West

Technology

Group

LLC

TSFR3M

+

4.000%

9.580

04/10/27

324,920‌

2,500,000

(a),(b)

Zelis

Payments

Buyer,

Inc

TSFR1M

+

0.028%

8.094

09/28/29

2,502,288‌

TOTAL

SOFTWARE

&

SERVICES

26,236,728‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

0.0%

455,648

(a)

CommScope,

Inc

TSFR1M

+

3.250%

8.708

04/06/26

412,197‌

236,329

(a)

Ingram

Micro,

Inc

TSFR3M

+

3.000%

8.596

06/30/28

237,622‌

605,688

(a)

MLN

US

Holdco

LLC

TSFR3M

+

0.053%

4.500

11/30/25

68,140‌

379,683

(a)

MLN

US

Holdco

LLC

TSFR3M

+

6.700%

12.127

10/18/27

74,355‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

792,314‌

165

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

TELECOMMUNICATION

SERVICES

-

0.0%

$

964,501

(a)

Altice

France

S.A.

TSFR3M

+

3.690%

9.278

%

01/31/26

$

774,466‌

193,000

(a)

Cablevision

Lightpath

LLC

TSFR1M

+

3.250%

8.693

11/30/27

184,098‌

940,000

(a)

Coral-US

Co-Borrower

LLC

TSFR1M

+

3.000%

8.443

10/15/29

923,907‌

2,950,000

(a)

Virgin

Media

Bristol

LLC

TSFR1M

+

2.500%

8.656

03/31/31

2,826,129‌

TOTAL

TELECOMMUNICATION

SERVICES

4,708,600‌

TRANSPORTATION

-

0.0%

1,625,925

(a)

Air

Canada

TSFR3M

+

2.500%

7.847

03/21/31

1,630,242‌

600,000

(a)

American

Airlines,

Inc

TSFR3M

+

4.750%

10.336

04/20/28

620,625‌

330,000

(a)

Mileage

Plus

Holdings

LLC

TSFR3M

+

0.053%

10.744

06/21/27

337,125‌

118,051

(a)

SkyMiles

IP

Ltd

TSFR3M

+

3.750%

9.075

10/20/27

121,049‌

185,276

(a)

WestJet

Airlines

Ltd

TSFR1M

+

3.000%

8.444

12/11/26

186,048‌

642,032

(a)

XPO,

Inc

TSFR1M

+

0.020%

7.344

05/24/28

644,661‌

TOTAL

TRANSPORTATION

3,539,750‌

UTILITIES

-

0.1%

653,019

(a)

Calpine

Corp

7.3224

12/16/2027

TSFR1M

+

2.000%

7.344

12/16/27

654,534‌

471,375

(a)

Energizer

Holdings,

Inc

TSFR1M

+

2.000%

7.344

12/22/27

473,145‌

2,384,208

(a)

Talen

Energy

Supply

LLC

TSFR3M

+

0.035%

8.818

05/17/30

2,414,011‌

427,662

(a)

Talen

Energy

Supply

LLC

TSFR3M

+

0.035%

8.827

05/17/30

433,008‌

880,310

(a)

Vistra

Operations

Co

LLC

TSFR1M

+

3.000%

7.344

12/20/30

882,010‌

TOTAL

UTILITIES

4,856,708‌

TOTAL

BANK

LOAN

OBLIGATIONS

161,860,513‌

(Cost

$162,178,379)

CORPORATE

BONDS

-

33.3%

AUTOMOBILES

&

COMPONENTS

-

1.0%

4,500,000

(c)

Adient

Global

Holdings

Ltd

4.875

08/15/26

4,376,582‌

2,060,000

(c)

Clarios

Global

LP

6.750

05/15/28

2,084,829‌

225,000

Dana,

Inc

5.375

11/15/27

219,922‌

225,000

(d)

Dana,

Inc

5.625

06/15/28

218,291‌

325,000

Dana,

Inc

4.250

09/01/30

283,706‌

5,000,000

Ford

Motor

Credit

Co

LLC

3.664

09/08/24

4,976,232‌

7,075,000

Ford

Motor

Credit

Co

LLC

6.950

03/06/26

7,189,258‌

7,920,000

Ford

Motor

Credit

Co

LLC

7.350

03/06/30

8,381,693‌

4,000,000

(c)

Ford

Otomotiv

Sanayi

AS.

7.125

04/25/29

4,036,400‌

4,150,000

General

Motors

Co

6.125

10/01/25

4,171,595‌

4,390,000

General

Motors

Financial

Co,

Inc

2.750

06/20/25

4,267,036‌

1,400,000

General

Motors

Financial

Co,

Inc

6.050

10/10/25

1,405,048‌

10,900,000

General

Motors

Financial

Co,

Inc

5.000

04/09/27

10,788,760‌

3,550,000

General

Motors

Financial

Co,

Inc

5.850

04/06/30

3,593,439‌

2,000,000

General

Motors

Financial

Co,

Inc

5.750

02/08/31

2,005,337‌

9,850,000

General

Motors

Financial

Co,

Inc

2.700

06/10/31

8,143,611‌

9,350,000

General

Motors

Financial

Co,

Inc

5.600

06/18/31

9,280,027‌

3,450,000

(d)

General

Motors

Financial

Co,

Inc

5.700

N/A(e)

3,238,578‌

2,000,000

General

Motors

Financial

Co,

Inc

5.750

N/A(e)

1,906,294‌

2,000,000

Goodyear

Tire

&

Rubber

Co

5.000

07/15/29

1,861,585‌

5,000,000

Goodyear

Tire

&

Rubber

Co

5.250

04/30/31

4,586,890‌

3,000,000

(c)

Hyundai

Capital

Services,

Inc

2.125

04/24/25

2,915,952‌

2,000,000

(c),(f)

IHO

Verwaltungs

GmbH

4.750

09/15/26

1,938,081‌

500,000

(c),(f)

IHO

Verwaltungs

GmbH

6.375

05/15/29

494,158‌

1,665,000

(c)

Kia

Corp

2.375

02/14/25

1,631,625‌

2,000,000

(c)

Nemak

SAB

de

C.V.

3.625

06/28/31

1,547,518‌

2,575,000

(c)

Volkswagen

Group

of

America

Finance

LLC

1.625

11/24/27

2,281,996‌

750,000

(c)

ZF

North

America

Capital,

Inc

6.875

04/14/28

764,509‌

3,665,000

(c)

ZF

North

America

Capital,

Inc

6.750

04/23/30

3,732,586‌

TOTAL

AUTOMOBILES

&

COMPONENTS

102,321,538‌

BANKS

-

7.4%

1,350,000

(c)

Akbank

T.A.S.

6.800

02/06/26

1,345,950‌

1,500,000

(c)

Akbank

T.A.S.

6.800

06/22/31

1,463,250‌

Nuveen

Core

Bond

Fund

June

30,

2024

166

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

BANKS—continued

$

1,500,000

(c)

Akbank

TAS

7.498

%

01/20/30

$

1,489,125‌

2,995,000

(c)

Australia

&

New

Zealand

Banking

Group

Ltd

2.950

07/22/30

2,901,142‌

5,000,000

(c)

Australia

&

New

Zealand

Banking

Group

Ltd

6.750

N/A(e)

5,029,860‌

3,800,000

Banco

Bilbao

Vizcaya

Argentaria

S.A.

9.375

N/A(e)

4,044,401‌

2,100,000

(c)

Banco

de

Credito

del

Peru

2.700

01/11/25

2,063,974‌

1,012,000

(c)

Banco

de

Credito

e

Inversiones

S.A.

2.875

10/14/31

863,418‌

700,000

(c)

Banco

de

Credito

e

Inversiones

S.A.

8.750

N/A(e)

733,320‌

1,800,000

(c)

Banco

del

Estado

de

Chile

7.950

N/A(e)

1,859,400‌

2,000,000

(c)

Banco

do

Brasil

S.A.

6.000

03/18/31

1,956,540‌

1,725,000

(c)

Banco

Industrial

S.A.

4.875

01/29/31

1,664,625‌

3,300,000

(c)

Banco

Internacional

del

Peru

SAA

Interbank

4.000

07/08/30

3,200,150‌

2,725,000

(c)

Banco

Nacional

de

Comercio

Exterior

SNC

2.720

08/11/31

2,419,491‌

4,000,000

Banco

Santander

S.A.

5.294

08/18/27

3,973,521‌

4,200,000

Banco

Santander

S.A.

3.800

02/23/28

3,955,073‌

5,200,000

Banco

Santander

S.A.

6.350

03/14/34

5,203,714‌

5,400,000

Banco

Santander

S.A.

4.750

N/A(e)

4,826,536‌

7,400,000

Banco

Santander

S.A.

9.625

N/A(e)

8,202,937‌

1,825,000

Bancolombia

S.A.

4.625

12/18/29

1,762,704‌

2,600,000

Bancolombia

S.A.

8.625

12/24/34

2,655,250‌

1,800,000

(b),(c)

Bangkok

Bank

PCL

5.650

07/05/34

1,802,700‌

2,600,000

(c)

Bangkok

Bank

PCL

3.466

09/23/36

2,162,570‌

2,500,000

(c)

Banistmo

S.A.

4.250

07/31/27

2,370,850‌

4,000,000

(c)

Bank

Hapoalim

BM

3.255

01/21/32

3,591,408‌

8,000,000

(c)

Bank

Leumi

Le-Israel

BM

3.275

01/29/31

7,402,240‌

10,000,000

Bank

of

America

Corp

4.000

01/22/25

9,904,825‌

1,000,000

Bank

of

America

Corp

4.450

03/03/26

983,384‌

23,880,000

Bank

of

America

Corp

2.592

04/29/31

20,647,020‌

52,500,000

Bank

of

America

Corp

5.288

04/25/34

51,948,972‌

10,000,000

Bank

of

America

Corp

5.468

01/23/35

9,989,884‌

8,925,000

Bank

of

America

Corp

2.676

06/19/41

6,235,772‌

1,150,000

Bank

of

America

Corp

4.375

N/A(e)

1,087,593‌

14,700,000

Bank

of

America

Corp

6.100

N/A(e)

14,657,149‌

5,000,000

Bank

of

America

Corp

6.250

N/A(e)

4,979,260‌

600,000

Barclays

plc

2.279

11/24/27

555,842‌

4,700,000

Barclays

plc

3.330

11/24/42

3,374,464‌

8,725,000

Barclays

plc

9.625

N/A(e)

9,458,703‌

455,000

(c)

BBVA

Bancomer

S.A.

5.350

11/12/29

449,290‌

3,350,000

(c)

BBVA

Bancomer

S.A.

5.125

01/18/33

3,052,878‌

5,550,000

(c)

BNP

Paribas

S.A.

2.819

11/19/25

5,480,899‌

5,895,000

(c)

BNP

Paribas

S.A.

1.904

09/30/28

5,262,943‌

2,800,000

(c)

BNP

Paribas

S.A.

2.588

08/12/35

2,288,581‌

5,000,000

(c),(d)

BNP

Paribas

S.A.

8.000

N/A(e)

5,018,640‌

16,225,000

(c)

BNP

Paribas

S.A.

7.750

N/A(e)

16,363,156‌

7,906,000

(c)

BNP

Paribas

S.A.

7.375

N/A(e)

7,886,274‌

6,275,000

CitiBank

NA

5.570

04/30/34

6,374,811‌

4,025,000

Citigroup,

Inc

3.200

10/21/26

3,838,546‌

2,200,000

Citigroup,

Inc

4.300

11/20/26

2,145,986‌

5,150,000

Citigroup,

Inc

4.125

07/25/28

4,943,586‌

20,000,000

Citigroup,

Inc

2.572

06/03/31

17,166,472‌

8,150,000

Citigroup,

Inc

4.910

05/24/33

7,826,121‌

21,500,000

Citigroup,

Inc

6.270

11/17/33

22,517,658‌

4,900,000

Citigroup,

Inc

6.250

N/A(e)

4,896,577‌

8,425,000

Citigroup,

Inc

7.625

N/A(e)

8,771,941‌

7,500,000

Citigroup,

Inc

4.000

N/A(e)

7,182,578‌

6,315,000

(c)

Cooperatieve

Rabobank

UA

1.339

06/24/26

6,048,946‌

4,175,000

Cooperatieve

Rabobank

UA

3.750

07/21/26

4,018,875‌

12,000,000

(c)

Credit

Agricole

S.A.

8.125

N/A(e)

12,176,400‌

4,050,000

Deutsche

Bank

AG.

5.371

09/09/27

4,056,851‌

3,750,000

Deutsche

Bank

AG.

2.311

11/16/27

3,462,255‌

3,450,000

Deutsche

Bank

AG.

6.819

11/20/29

3,587,955‌

1,150,000

(c)

Development

Bank

of

Kazakhstan

JSC

2.950

05/06/31

956,052‌

167

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

BANKS—continued

$

1,675,000

(c)

Grupo

Aval

Ltd

4.375

%

02/04/30

$

1,438,002‌

2,160,000

(c)

Hana

Bank

3.500

N/A(e)

2,024,676‌

11,915,000

HSBC

Holdings

plc

4.292

09/12/26

11,705,627‌

1,850,000

HSBC

Holdings

plc

2.013

09/22/28

1,661,427‌

6,800,000

HSBC

Holdings

plc

7.390

11/03/28

7,191,102‌

3,850,000

HSBC

Holdings

plc

3.973

05/22/30

3,598,890‌

2,430,000

HSBC

Holdings

plc

2.848

06/04/31

2,100,602‌

590,000

HSBC

Holdings

plc

6.800

06/01/38

623,779‌

5,000,000

HSBC

Holdings

plc

6.500

N/A(e)

4,922,287‌

10,000,000

(d)

HSBC

Holdings

plc

8.000

N/A(e)

10,502,500‌

UGX

8,000,000,000

(c),(g)

ICBC

Standard

Bank

plc

14.250

06/26/34

1,855,116‌

2,875,000

(c)

ICICI

Bank

Ltd

3.800

12/14/27

2,738,409‌

8,225,000

(c)

ING

Groep

NV

1.400

07/01/26

7,877,783‌

400,000

ING

Groep

NV

3.950

03/29/27

386,108‌

11,000,000

ING

Groep

NV

6.500

N/A(e)

10,879,283‌

3,000,000

(c)

Intercorp

Financial

Services,

Inc

4.125

10/19/27

2,798,356‌

4,500,000

(c)

Intesa

Sanpaolo

SpA

7.700

N/A(e)

4,488,401‌

8,150,000

JPMorgan

Chase

&

Co

2.301

10/15/25

8,068,097‌

2,500,000

JPMorgan

Chase

&

Co

3.200

06/15/26

2,406,708‌

3,525,000

JPMorgan

Chase

&

Co

4.323

04/26/28

3,438,758‌

10,905,000

JPMorgan

Chase

&

Co

3.702

05/06/30

10,196,509‌

3,810,000

JPMorgan

Chase

&

Co

1.953

02/04/32

3,098,997‌

10,000,000

JPMorgan

Chase

&

Co

4.912

07/25/33

9,712,370‌

24,675,000

JPMorgan

Chase

&

Co

5.350

06/01/34

24,565,655‌

5,625,000

JPMorgan

Chase

&

Co

6.254

10/23/34

5,965,925‌

20,000,000

JPMorgan

Chase

&

Co

5.766

04/22/35

20,520,158‌

3,275,000

JPMorgan

Chase

&

Co

2.525

11/19/41

2,231,203‌

14,550,000

JPMorgan

Chase

&

Co

3.157

04/22/42

10,827,414‌

700,000

JPMorgan

Chase

&

Co

4.260

02/22/48

586,199‌

7,380,000

JPMorgan

Chase

&

Co

3.650

N/A(e)

6,980,444‌

6,535,000

JPMorgan

Chase

&

Co

5.000

N/A(e)

6,516,309‌

13,200,000

JPMorgan

Chase

&

Co

6.100

N/A(e)

13,212,844‌

12,500,000

JPMorgan

Chase

&

Co

6.875

N/A(e)

12,910,800‌

9,800,000

Lloyds

Banking

Group

plc

7.500

N/A(e)

9,796,458‌

5,000,000

(d)

Lloyds

Banking

Group

plc

8.000

N/A(e)

5,111,015‌

7,150,000

M&T

Bank

Corp

3.500

N/A(e)

5,966,675‌

7,200,000

Mitsubishi

UFJ

Financial

Group,

Inc

2.193

02/25/25

7,042,511‌

2,070,000

Mitsubishi

UFJ

Financial

Group,

Inc

1.412

07/17/25

1,983,364‌

3,000,000

(c)

Mizrahi

Tefahot

Bank

Ltd

3.077

04/07/31

2,746,374‌

8,000,000

(c)

NBK

SPC

Ltd

1.625

09/15/27

7,350,000‌

3,000,000

(c)

NBK

Tier  Financing

Ltd

3.625

N/A(e)

2,771,250‌

5,470,000

(c)

Nordea

Bank

Abp

6.625

N/A(e)

5,428,466‌

4,720,000

PNC

Bank

NA

2.700

10/22/29

4,117,003‌

4,105,000

PNC

Financial

Services

Group,

Inc

3.400

N/A(e)

3,682,882‌

6,000,000

PNC

Financial

Services

Group,

Inc

6.200

N/A(e)

5,976,657‌

2,070,000

(c)

Societe

Generale

S.A.

1.375

07/08/25

1,982,026‌

3,250,000

(c)

Societe

Generale

S.A.

7.132

01/19/55

3,110,735‌

12,000,000

(c)

Societe

Generale

S.A.

10.000

N/A(e)

12,449,928‌

4,600,000

Sumitomo

Mitsui

Financial

Group,

Inc

1.474

07/08/25

4,416,049‌

5,100,000

Toronto-Dominion

Bank

4.285

09/13/24

5,083,276‌

1,300,000

Toronto-Dominion

Bank

3.625

09/15/31

1,237,620‌

1,960,000

Truist

Bank

2.250

03/11/30

1,634,776‌

7,000,000

Truist

Financial

Corp

4.950

N/A(e)

6,856,683‌

4,500,000

Truist

Financial

Corp

5.100

N/A(e)

4,202,317‌

1,500,000

(c)

Turkiye

Garanti

Bankasi

AS.

7.177

05/24/27

1,478,724‌

675,000

(c)

Turkiye

Garanti

Bankasi

AS.

8.375

02/28/34

672,469‌

500,000

(a),(b),(c)

Turkiye

Vakiflar

Bankasi

TAO

0.000

10/05/34

499,662‌

3,000,000

(c)

United

Overseas

Bank

Ltd

1.250

04/14/26

2,802,761‌

3,700,000

(c)

United

Overseas

Bank

Ltd

2.000

10/14/31

3,418,627‌

3,400,000

US

Bancorp

4.839

02/01/34

3,223,332‌

3,425,000

Wells

Fargo

&

Co

3.550

09/29/25

3,343,379‌

Nuveen

Core

Bond

Fund

June

30,

2024

168

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

BANKS—continued

$

10,475,000

Wells

Fargo

&

Co

2.393

%

06/02/28

$

9,647,353‌

6,400,000

Wells

Fargo

&

Co

6.303

10/23/29

6,641,362‌

6,825,000

(d)

Wells

Fargo

&

Co

7.625

N/A(e)

7,267,977‌

10,575,000

Wells

Fargo

&

Co

3.900

N/A(e)

10,119,491‌

9,500,000

Wells

Fargo

&

Co

5.875

N/A(e)

9,456,591‌

TOTAL

BANKS

758,089,819‌

CAPITAL

GOODS

-

1.1%

1,000,000

AECOM

5.125

03/15/27

982,675‌

4,500,000

(c)

AerCap

Global

Aviation

6.500

06/15/45

4,489,619‌

4,350,000

Air

Lease

Corp

3.125

12/01/30

3,800,881‌

2,430,000

(c)

Airbus

SE

3.150

04/10/27

2,317,814‌

1,395,000

(c)

Albion

Financing

1

SARL

6.125

10/15/26

1,377,044‌

650,000

(c)

BAE

Systems

plc

1.900

02/15/31

528,012‌

705,000

(c)

Beacon

Roofing

Supply,

Inc

6.500

08/01/30

711,351‌

17,400,000

Boeing

Co

2.196

02/04/26

16,353,827‌

1,350,000

Boeing

Co

3.250

02/01/28

1,236,328‌

3,600,000

Boeing

Co

5.705

05/01/40

3,319,073‌

12,100,000

Boeing

Co

5.805

05/01/50

10,904,520‌

1,160,000

(c)

Chart

Industries,

Inc

7.500

01/01/30

1,198,705‌

1,075,000

(c)

Embraer

Netherlands

Finance

BV

7.000

07/28/30

1,121,788‌

400,000

(c)

Esab

Corp

6.250

04/15/29

402,399‌

3,075,000

(c)

H&E

Equipment

Services,

Inc

3.875

12/15/28

2,774,476‌

665,000

(c)

Herc

Holdings,

Inc

6.625

06/15/29

674,325‌

9,200,000

Honeywell

International,

Inc

5.250

03/01/54

8,927,244‌

1,430,000

(c)

Husky

Injection

Molding

Systems

Ltd

9.000

02/15/29

1,480,785‌

675,000

(c)

James

Hardie

International

Finance

DAC

5.000

01/15/28

651,129‌

7,145,000

John

Deere

Capital

Corp

2.000

06/17/31

5,892,927‌

6,450,000

L3Harris

Technologies,

Inc

5.400

07/31/33

6,429,658‌

850,000

Lockheed

Martin

Corp

1.850

06/15/30

716,063‌

2,850,000

Lockheed

Martin

Corp

5.200

02/15/64

2,694,551‌

595,000

(c)

Masterbrand,

Inc

7.000

07/15/32

601,724‌

280,000

MITER

BRAND

6.750

04/01/32

281,991‌

5,775,000

Northrop

Grumman

Corp

3.250

01/15/28

5,438,773‌

10,675,000

Raytheon

Technologies

Corp

4.125

11/16/28

10,275,747‌

6,500,000

Raytheon

Technologies

Corp

6.000

03/15/31

6,770,725‌

1,675,000

(c)

Sisecam

UK

plc

8.625

05/02/32

1,705,502‌

2,000,000

(c)

Sociedad

Quimica

y

Minera

de

Chile

S.A.

4.250

05/07/29

1,906,278‌

1,800,000

(c)

Sociedad

Quimica

y

Minera

de

Chile

S.A.

6.500

11/07/33

1,880,861‌

2,500,000

(c)

Sociedad

Quimica

y

Minera

de

Chile

S.A.

3.500

09/10/51

1,690,709‌

500,000

Trane

Technologies

Global

Holding

Co

Ltd

3.750

08/21/28

476,628‌

3,750,000

Trane

Technologies

Luxembourg

Finance

S.A.

3.800

03/21/29

3,564,032‌

1,575,000

(c)

TransDigm,

Inc

6.875

12/15/30

1,607,839‌

525,000

Tyco

Electronics

Group

S.A.

3.700

02/15/26

512,621‌

425,000

(c)

WESCO

Distribution,

Inc

7.250

06/15/28

432,624‌

1,595,000

(c)

Windsor

Holdings

III

LLC

8.500

06/15/30

1,664,681‌

TOTAL

CAPITAL

GOODS

117,795,929‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0.2%

1,655,000

(c)

ADT

Corp

4.875

07/15/32

1,519,789‌

325,000

(c)

ASGN,

Inc

4.625

05/15/28

306,499‌

1,000,000

(c)

Garda

World

Security

Corp

4.625

02/15/27

955,560‌

745,000

(c)

Garda

World

Security

Corp

7.750

02/15/28

758,773‌

1,000,000

(c)

GFL

Environmental,

Inc

3.750

08/01/25

991,017‌

125,000

(c)

GFL

Environmental,

Inc

5.125

12/15/26

123,793‌

1,035,000

(c)

GTCR

W-2

MERGER

SUB

LLC

7.500

01/15/31

1,079,145‌

2,125,000

(c)

Prime

Security

Services

Borrower

LLC

5.750

04/15/26

2,108,854‌

1,300,000

(c)

Prime

Security

Services

Borrower

LLC

3.375

08/31/27

1,202,851‌

2,655,000

(c)

Prime

Security

Services

Borrower

LLC

6.250

01/15/28

2,616,297‌

2,225,000

Republic

Services,

Inc

2.900

07/01/26

2,126,781‌

420,000

Verisk

Analytics,

Inc

3.625

05/15/50

302,031‌

1,235,000

Waste

Management,

Inc

1.500

03/15/31

988,429‌

169

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

COMMERCIAL

&

PROFESSIONAL

SERVICES—continued

$

1,500,000

Waste

Management,

Inc

2.500

%

11/15/50

$

896,989‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

15,976,808‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0.5%

2,670,000

(c)

Asbury

Automotive

Group,

Inc

4.625

11/15/29

2,467,800‌

755,000

(c)

Asbury

Automotive

Group,

Inc

5.000

02/15/32

684,036‌

3,275,000

AutoZone,

Inc

1.650

01/15/31

2,626,686‌

925,000

(c)

Bath

&

Body

Works,

Inc

6.625

10/01/30

927,888‌

550,000

(c)

Group

1

Automotive,

Inc

4.000

08/15/28

508,058‌

6,975,000

Home

Depot,

Inc

4.950

06/25/34

6,902,296‌

4,500,000

(c)

JSM

Global

Sarl

4.750

10/20/30

675,000‌

636,000

Kohl's

Corp

4.625

05/01/31

532,031‌

800,000

(c)

LCM

Investments

Holdings

II

LLC

4.875

05/01/29

747,785‌

790,000

(c)

LCM

Investments

Holdings

II

LLC

8.250

08/01/31

824,348‌

850,000

(c)

Lithia

Motors,

Inc

4.625

12/15/27

810,820‌

7,450,000

Lowe's

Cos,

Inc

4.250

04/01/52

5,855,100‌

2,450,000

(c)

Macy's

Retail

Holdings

LLC

6.125

03/15/32

2,339,658‌

4,900,000

(c)

Magic

Mergeco,

Inc

5.250

05/01/28

3,919,985‌

4,215,000

O'Reilly

Automotive,

Inc

3.550

03/15/26

4,082,240‌

2,175,000

O'Reilly

Automotive,

Inc

3.600

09/01/27

2,072,032‌

2,100,000

O'Reilly

Automotive,

Inc

4.200

04/01/30

1,998,727‌

9,530,000

O'Reilly

Automotive,

Inc

1.750

03/15/31

7,678,954‌

437,000

(c)

Prosus

NV

4.850

07/06/27

424,134‌

1,425,000

(c)

Prosus

NV

4.193

01/19/32

1,257,059‌

1,675,000

(c)

Prosus

NV

4.987

01/19/52

1,307,124‌

460,000

(c)

Wand

NewCo

3,

Inc

7.625

01/30/32

475,084‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

49,116,845‌

CONSUMER

DURABLES

&

APPAREL

-

0.1%

5,000,000

Lennar

Corp

5.000

06/15/27

4,972,385‌

1,175,000

(d)

Newell

Brands,

Inc

6.375

09/15/27

1,158,721‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

6,131,106‌

CONSUMER

SERVICES

-

0.3%

1,035,000

(c)

1011778

BC

ULC

6.125

06/15/29

1,038,752‌

2,000,000

(c)

CDI

Escrow

Issuer,

Inc

5.750

04/01/30

1,942,670‌

3,285,000

(c)

Churchill

Downs,

Inc

6.750

05/01/31

3,302,785‌

1,960,000

(c)

Flutter

Treasury

Designated

Activity

Co

6.375

04/29/29

1,972,410‌

3,500,000

(c)

Genm

Capital

Labuan

Ltd

3.882

04/19/31

3,055,548‌

125,000

(c)

Hilton

Domestic

Operating

Co,

Inc

5.750

05/01/28

124,378‌

2,990,000

(c)

Hilton

Domestic

Operating

Co,

Inc

5.875

04/01/29

2,994,057‌

2,200,000

(c)

Hilton

Domestic

Operating

Co,

Inc

3.625

02/15/32

1,903,840‌

2,455,000

(c)

Hilton

Grand

Vacations

Borrower

Escrow

LLC

6.625

01/15/32

2,466,494‌

400,000

(c)

International

Game

Technology

plc

4.125

04/15/26

389,402‌

540,000

(c)

International

Game

Technology

plc

6.250

01/15/27

541,765‌

350,000

(c)

Light

&

Wonder

International,

Inc

7.500

09/01/31

361,627‌

425,000

(c),(d)

Marriott

Ownership

Resorts,

Inc

4.500

06/15/29

390,514‌

1,000,000

(c)

NCL

Corp

Ltd

5.875

03/15/26

988,623‌

2,335,000

Sands

China

Ltd

2.300

03/08/27

2,126,813‌

1,400,000

Sands

China

Ltd

5.900

08/08/28

1,370,781‌

1,980,000

(c)

Six

Flags

Entertainment

Corp

0.000

04/30/32

2,012,148‌

1,175,000

(c)

Wynn

Macau

Ltd

5.625

08/26/28

1,101,909‌

TOTAL

CONSUMER

SERVICES

28,084,516‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

0.3%

3,505,000

(c)

Albertsons

Cos,

Inc

6.500

02/15/28

3,521,618‌

3,975,000

Costco

Wholesale

Corp

1.600

04/20/30

3,341,153‌

3,000,000

Kroger

Co

3.875

10/15/46

2,260,380‌

730,000

SYSCO

Corp

3.750

10/01/25

714,480‌

1,000,000

SYSCO

Corp

6.000

01/17/34

1,049,612‌

3,700,000

SYSCO

Corp

3.150

12/14/51

2,421,064‌

785,000

(c)

US

Foods,

Inc

6.875

09/15/28

802,598‌

3,600,000

Walmart,

Inc

1.050

09/17/26

3,318,614‌

Nuveen

Core

Bond

Fund

June

30,

2024

170

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL—continued

$

294,000

Walmart,

Inc

2.375

%

09/24/29

$

263,734‌

5,155,000

Walmart,

Inc

1.800

09/22/31

4,247,398‌

3,900,000

Walmart,

Inc

2.500

09/22/41

2,701,471‌

5,150,000

Walmart,

Inc

4.500

04/15/53

4,558,335‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

29,200,457‌

ENERGY

-

3.5%

2,500,000

(c)

Antero

Midstream

Partners

LP

5.750

01/15/28

2,457,702‌

2,000,000

(c)

Antero

Midstream

Partners

LP

6.625

02/01/32

2,017,996‌

1,875,000

(c)

Archrock

Partners

LP

6.250

04/01/28

1,856,968‌

875,000

Cenovus

Energy,

Inc

2.650

01/15/32

723,697‌

2,367,000

Cenovus

Energy,

Inc

5.400

06/15/47

2,178,606‌

4,250,000

Cheniere

Energy

Partners

LP

3.250

01/31/32

3,627,481‌

6,900,000

(c)

Cheniere

Energy

Partners

LP

5.750

08/15/34

6,927,490‌

300,000

Chevron

USA,

Inc

3.900

11/15/24

298,216‌

1,440,000

(c)

Civitas

Resources,

Inc

8.375

07/01/28

1,508,874‌

640,000

(c)

Civitas

Resources,

Inc

8.625

11/01/30

686,221‌

1,750,000

(c)

Civitas

Resources,

Inc

8.750

07/01/31

1,874,162‌

1,350,000

(c)

CNX

Resources

Corp

7.250

03/01/32

1,376,148‌

2,000,000

(c)

Cosan

Ltd

5.500

09/20/29

1,878,583‌

4,600,000

Diamondback

Energy,

Inc

4.400

03/24/51

3,674,251‌

1,790,000

(c)

DT

Midstream,

Inc

4.125

06/15/29

1,653,684‌

1,490,000

(c)

DT

Midstream,

Inc

4.375

06/15/31

1,357,127‌

2,500,000

Ecopetrol

S.A.

5.375

06/26/26

2,449,292‌

1,050,000

Ecopetrol

S.A.

6.875

04/29/30

1,008,486‌

2,275,000

Ecopetrol

S.A.

4.625

11/02/31

1,861,976‌

2,675,000

(c)

Empresa

Nacional

del

Petroleo

3.450

09/16/31

2,280,825‌

6,875,000

Enbridge,

Inc

5.700

03/08/33

6,929,068‌

1,960,000

Enbridge,

Inc

2.500

08/01/33

1,555,462‌

10,350,000

Enbridge,

Inc

5.750

07/15/80

9,766,805‌

2,424,000

(c)

Energean

Israel

Finance

Ltd

4.875

03/30/26

2,284,620‌

1,450,000

(c)

Energean

Israel

Finance

Ltd

8.500

09/30/33

1,370,250‌

2,440,000

Energy

Transfer

LP

2.900

05/15/25

2,380,167‌

2,675,000

Energy

Transfer

LP

4.750

01/15/26

2,642,440‌

8,000,000

Energy

Transfer

LP

5.250

04/15/29

7,968,336‌

1,235,000

Energy

Transfer

LP

3.750

05/15/30

1,136,082‌

8,600,000

Energy

Transfer

LP

5.750

02/15/33

8,688,571‌

4,100,000

Energy

Transfer

LP

6.550

12/01/33

4,345,086‌

2,450,000

Energy

Transfer

LP

5.550

05/15/34

2,424,719‌

450,000

Energy

Transfer

LP

5.400

10/01/47

402,565‌

4,100,000

Energy

Transfer

LP

6.250

04/15/49

4,078,625‌

4,625,000

Energy

Transfer

LP

5.000

05/15/50

3,925,773‌

5,450,000

Energy

Transfer

LP

5.950

05/15/54

5,307,038‌

10,000,000

Energy

Transfer

LP

7.125

N/A(e)

9,905,399‌

1,670,000

Energy

Transfer

Operating

LP

5.500

06/01/27

1,674,745‌

500,000

(c)

EnLink

Midstream

LLC

5.625

01/15/28

496,981‌

1,250,000

Enterprise

Products

Operating

LLC

3.700

02/15/26

1,217,858‌

1,425,000

Enterprise

Products

Operating

LLC

4.250

02/15/48

1,164,762‌

2,300,000

Enterprise

Products

Operating

LLC

4.200

01/31/50

1,844,261‌

4,575,000

Enterprise

Products

Operating

LLC

3.200

02/15/52

3,039,979‌

6,575,000

Enterprise

Products

Operating

LLC

3.300

02/15/53

4,428,229‌

276,000

(c)

EQM

Midstream

Partners

LP

6.000

07/01/25

276,055‌

1,200,000

(c)

EQM

Midstream

Partners

LP

6.500

07/01/27

1,212,883‌

1,900,000

(c)

EQM

Midstream

Partners

LP

4.500

01/15/29

1,793,060‌

695,000

(c)

EQM

Midstream

Partners

LP

6.375

04/01/29

702,024‌

850,000

(c)

EQT

Corp

3.125

05/15/26

812,262‌

2,431,200

(c)

Galaxy

Pipeline

Assets

Bidco

Ltd

2.160

03/31/34

2,084,689‌

2,750,000

(c)

Galaxy

Pipeline

Assets

Bidco

Ltd

2.625

03/31/36

2,234,381‌

3,000,000

Genesis

Energy

LP

8.000

01/15/27

3,067,377‌

490,000

Genesis

Energy

LP

8.250

01/15/29

505,846‌

1,450,000

(c)

Hilcorp

Energy

I

LP

5.750

02/01/29

1,403,119‌

1,450,000

(c)

Hilcorp

Energy

I

LP

6.000

02/01/31

1,383,930‌

171

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ENERGY—continued

$

2,000,000

(c)

Hilcorp

Energy

I

LP

8.375

%

11/01/33

$

2,131,514‌

3,500,000

(c)

KazMunayGas

National

Co

JSC

3.500

04/14/33

2,863,245‌

2,000,000

(c)

Kinetik

Holdings

LP

6.625

12/15/28

2,031,916‌

1,070,000

(c)

Kodiak

Gas

Services

LLC

7.250

02/15/29

1,096,831‌

1,325,000

(c)

Kosmos

Energy

Ltd

7.750

05/01/27

1,295,336‌

1,525,000

(c)

Leviathan

Bond

Ltd

6.125

06/30/25

1,476,169‌

11,924,000

Marathon

Oil

Corp

5.300

04/01/29

11,973,028‌

5,000,000

Marathon

Petroleum

Corp

4.700

05/01/25

4,959,122‌

13,040,000

Marathon

Petroleum

Corp

3.800

04/01/28

12,425,492‌

1,000,000

Marathon

Petroleum

Corp

4.750

09/15/44

852,612‌

2,750,000

Marathon

Petroleum

Corp

5.000

09/15/54

2,334,962‌

1,500,000

(c)

Medco

Maple

Tree

Pte

Ltd

8.960

04/27/29

1,568,203‌

5,000,000

(c)

MEG

Energy

Corp

5.875

02/01/29

4,863,586‌

710,000

(c)

Midwest

Connector

Capital

Co

LLC

4.625

04/01/29

689,181‌

4,475,000

MPLX

LP

1.750

03/01/26

4,205,200‌

16,235,000

MPLX

LP

2.650

08/15/30

13,990,240‌

2,935,000

MPLX

LP

4.700

04/15/48

2,414,171‌

642,000

Murphy

Oil

Corp

5.875

12/01/27

641,201‌

7,735,000

(c)

Northern

Natural

Gas

Co

3.400

10/16/51

5,131,889‌

325,000

Occidental

Petroleum

Corp

5.500

12/01/25

324,175‌

475,000

Occidental

Petroleum

Corp

5.550

03/15/26

474,100‌

5,000,000

Occidental

Petroleum

Corp

3.500

08/15/29

4,544,274‌

2,000,000

Occidental

Petroleum

Corp

6.600

03/15/46

2,086,466‌

1,450,000

(c)

Oleoducto

Central

S.A.

4.000

07/14/27

1,343,996‌

7,750,000

ONEOK,

Inc

4.500

03/15/50

6,130,084‌

2,000,000

(c)

Parkland

Corp

4.500

10/01/29

1,830,611‌

1,260,000

(c)

Parkland

Corp

4.625

05/01/30

1,149,175‌

1,210,000

(c)

Permian

Resources

Operating

LLC

7.000

01/15/32

1,242,992‌

6,200,000

(c)

Pertamina

Persero

PT

1.400

02/09/26

5,790,645‌

850,000

(c)

Pertamina

Persero

PT

3.650

07/30/29

789,479‌

1,667,000

(d)

Petrobras

Global

Finance

BV

5.999

01/27/28

1,664,609‌

1,200,000

Petrobras

Global

Finance

BV

6.900

03/19/49

1,132,273‌

767,000

(c)

Petroleos

del

Peru

S.A.

4.750

06/19/32

571,791‌

2,700,000

Petroleos

Mexicanos

5.950

01/28/31

2,175,835‌

6,244,000

Petroleos

Mexicanos

6.700

02/16/32

5,227,968‌

3,000,000

Petroleos

Mexicanos

7.690

01/23/50

2,169,022‌

1,000,000

(c)

Petronas

Energy

Canada

Ltd

2.112

03/23/28

901,027‌

15,790,000

Phillips

66

2.150

12/15/30

13,189,396‌

2,400,000

Phillips

66

3.300

03/15/52

1,569,081‌

860,000

Phillips

66

Co

3.150

12/15/29

778,174‌

775,000

Phillips

66

Co

4.680

02/15/45

660,964‌

2,050,000

(c)

Promigas

S.A.

ESP

3.750

10/16/29

1,862,144‌

3,000,000

(c)

Qatar

Petroleum

2.250

07/12/31

2,505,315‌

8,670,000

Sabine

Pass

Liquefaction

LLC

5.875

06/30/26

8,704,726‌

6,365,000

Sabine

Pass

Liquefaction

LLC

4.500

05/15/30

6,106,144‌

3,175,000

(c)

Saudi

Arabian

Oil

Co

2.250

11/24/30

2,672,893‌

1,975,000

Sunoco

Logistics

Partners

Operations

LP

4.000

10/01/27

1,896,135‌

2,235,000

(c)

Sunoco

LP

7.000

05/01/29

2,290,614‌

1,150,000

Sunoco

LP

4.500

05/15/29

1,075,503‌

300,000

Targa

Resources

Partners

LP

6.500

07/15/27

302,141‌

4,500,000

Targa

Resources

Partners

LP

6.500

03/30/34

4,765,191‌

1,700,000

(c)

Tengizchevroil

Finance

Co

International

Ltd

2.625

08/15/25

1,629,314‌

4,000,000

(c)

Thaioil

Treasury

Center

Co

Ltd

2.500

06/18/30

3,374,124‌

1,450,000

TotalEnergies

Capital

International

S.A.

2.986

06/29/41

1,056,846‌

5,550,000

TotalEnergies

Capital

International

S.A.

3.127

05/29/50

3,742,176‌

2,000,000

TotalEnergies

Capital

S.A.

5.488

04/05/54

1,972,321‌

3,100,000

TotalEnergies

Capital

S.A.

5.638

04/05/64

3,069,595‌

7,835,000

TransCanada

Trust

5.500

09/15/79

7,190,408‌

999,000

(c)

Transocean,

Inc

8.750

02/15/30

1,048,828‌

500,000

USA

Compression

Partners

LP

6.875

09/01/27

500,937‌

2,125,000

(c)

USA

Compression

Partners

LP

7.125

03/15/29

2,141,167‌

Nuveen

Core

Bond

Fund

June

30,

2024

172

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ENERGY—continued

$

2,000,000

(c)

Venture

Global

Calcasieu

Pass

LLC

4.125

%

08/15/31

$

1,794,731‌

2,205,000

(c)

Venture

Global

LNG,

Inc

8.125

06/01/28

2,271,629‌

3,000,000

(c)

Venture

Global

LNG,

Inc

9.875

02/01/32

3,265,275‌

7,050,000

Williams

Cos,

Inc

2.600

03/15/31

5,955,182‌

5,550,000

Williams

Cos,

Inc

5.650

03/15/33

5,600,634‌

TOTAL

ENERGY

355,635,240‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

1.7%

6,850,000

Agree

LP

2.000

06/15/28

6,050,717‌

5,450,000

(d)

Alexandria

Real

Estate

Equities,

Inc

3.450

04/30/25

5,348,967‌

450,000

Alexandria

Real

Estate

Equities,

Inc

3.950

01/15/27

434,848‌

675,000

Alexandria

Real

Estate

Equities,

Inc

3.950

01/15/28

646,148‌

2,775,000

Alexandria

Real

Estate

Equities,

Inc

4.900

12/15/30

2,715,853‌

1,900,000

Alexandria

Real

Estate

Equities,

Inc

1.875

02/01/33

1,429,420‌

2,700,000

American

Tower

Corp

2.950

01/15/25

2,657,734‌

600,000

American

Tower

Corp

3.375

10/15/26

573,026‌

1,200,000

American

Tower

Corp

3.600

01/15/28

1,132,319‌

5,370,000

American

Tower

Corp

1.500

01/31/28

4,707,991‌

5,800,000

American

Tower

Corp

3.800

08/15/29

5,391,029‌

6,950,000

American

Tower

Corp

2.900

01/15/30

6,126,828‌

1,375,000

American

Tower

Corp

2.100

06/15/30

1,152,062‌

890,000

American

Tower

Corp

1.875

10/15/30

724,586‌

2,225,000

Brixmor

Operating

Partnership

LP

3.850

02/01/25

2,200,800‌

8,206,000

Brixmor

Operating

Partnership

LP

2.250

04/01/28

7,321,637‌

2,900,000

CubeSmart

LP

2.250

12/15/28

2,553,501‌

1,474,000

CubeSmart

LP

2.000

02/15/31

1,191,713‌

1,525,000

Digital

Realty

Trust

LP

3.600

07/01/29

1,414,570‌

7,735,000

Essential

Properties

LP

2.950

07/15/31

6,363,581‌

3,200,000

Essex

Portfolio

LP

3.000

01/15/30

2,842,441‌

2,275,000

Extra

Space

Storage

LP

2.400

10/15/31

1,869,124‌

1,225,000

Federal

Realty

OP

LP

1.250

02/15/26

1,143,215‌

1,675,000

Healthcare

Realty

Holdings

LP

3.875

05/01/25

1,642,883‌

4,125,000

Healthcare

Realty

Holdings

LP

3.500

08/01/26

3,951,558‌

3,000,000

Healthcare

Realty

Holdings

LP

3.625

01/15/28

2,772,713‌

6,765,000

Healthcare

Realty

Holdings

LP

3.100

02/15/30

5,915,573‌

1,660,000

Healthcare

Realty

Holdings

LP

2.400

03/15/30

1,367,989‌

925,000

Healthcare

Realty

Holdings

LP

2.050

03/15/31

715,754‌

7,500,000

Highwoods

Realty

LP

3.875

03/01/27

7,111,014‌

1,025,000

Highwoods

Realty

LP

4.125

03/15/28

957,654‌

1,350,000

Highwoods

Realty

LP

4.200

04/15/29

1,236,660‌

8,010,000

Highwoods

Realty

LP

3.050

02/15/30

6,792,244‌

2,085,000

Highwoods

Realty

LP

2.600

02/01/31

1,665,573‌

155,000

(c)

Iron

Mountain,

Inc

7.000

02/15/29

157,727‌

1,025,000

Kimco

Realty

OP

LLC

3.850

06/01/25

1,007,832‌

700,000

Kimco

Realty

OP

LLC

3.250

08/15/26

666,424‌

975,000

Kite

Realty

Group

LP

5.500

03/01/34

953,240‌

4,425,000

Kite

Realty

Group

Trust

4.750

09/15/30

4,226,571‌

1,050,000

Mid-America

Apartments

LP

4.000

11/15/25

1,030,070‌

7,350,000

Mid-America

Apartments

LP

2.750

03/15/30

6,504,829‌

6,200,000

Mid-America

Apartments

LP

1.700

02/15/31

4,974,583‌

1,700,000

Mid-America

Apartments

LP

2.875

09/15/51

1,052,032‌

3,375,000

MPT

Operating

Partnership

LP

3.500

03/15/31

2,199,203‌

625,000

National

Retail

Properties,

Inc

4.000

11/15/25

611,976‌

1,850,000

National

Retail

Properties,

Inc

3.600

12/15/26

1,774,735‌

1,425,000

NNN

REIT,

Inc

5.600

10/15/33

1,417,837‌

1,075,000

ProLogis

LP

2.875

11/15/29

967,076‌

1,100,000

Regency

Centers

LP

3.900

11/01/25

1,074,955‌

950,000

Regency

Centers

LP

3.600

02/01/27

911,869‌

5,885,000

Regency

Centers

LP

2.950

09/15/29

5,282,913‌

17,050,000

(c)

SBA

Tower

Trust

2.836

01/15/25

16,750,535‌

8,398,000

(c)

SBA

Tower

Trust

1.884

01/15/26

7,897,815‌

7,500,000

(c)

SBA

Tower

Trust

1.631

11/15/26

6,812,193‌

173

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)—continued

$

646,000

SITE

Centers

Corp

3.625

%

02/01/25

$

637,424‌

2,000,000

SITE

Centers

Corp

4.250

02/01/26

1,977,882‌

2,833,000

SITE

Centers

Corp

4.700

06/01/27

2,811,416‌

2,500,000

(c)

Trust

Fibra

Uno

7.375

02/13/34

2,466,123‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

174,288,985‌

FINANCIAL

SERVICES

-

2.7%

4,900,000

AerCap

Ireland

Capital

DAC

3.500

01/15/25

4,838,567‌

9,050,000

AerCap

Ireland

Capital

DAC

1.750

01/30/26

8,524,907‌

5,000,000

AerCap

Ireland

Capital

DAC

3.875

01/23/28

4,737,215‌

12,975,000

AerCap

Ireland

Capital

DAC

3.000

10/29/28

11,791,298‌

1,250,000

AerCap

Ireland

Capital

DAC

3.850

10/29/41

977,584‌

2,000,000

American

Express

Co

2.550

03/04/27

1,869,280‌

5,705,000

Bank

of

New

York

Mellon

Corp

4.700

N/A(e)

5,604,393‌

4,690,000

(c)

Block,

Inc

6.500

05/15/32

4,752,799‌

2,490,000

Capital

One

Financial

Corp

3.750

03/09/27

2,391,461‌

5,490,000

(d)

Capital

One

Financial

Corp

3.950

N/A(e)

5,052,207‌

10,800,000

Charles

Schwab

Corp

5.375

N/A(e)

10,678,770‌

600,000

(c)

Compass

Group

Diversified

Holdings

LLC

5.250

04/15/29

569,083‌

2,500,000

(c)

Corebridge

Financial,

Inc

6.050

09/15/33

2,563,899‌

3,475,000

Corebridge

Financial,

Inc

5.750

01/15/34

3,498,056‌

6,400,000

Deutsche

Bank

AG.

6.000

N/A(e)

6,057,863‌

4,200,000

Discover

Bank

2.450

09/12/24

4,170,685‌

5,400,000

Discover

Bank

3.450

07/27/26

5,157,290‌

2,275,000

Discover

Bank

2.700

02/06/30

1,952,908‌

2,375,000

(c)

ENN

Clean

Energy

International

Investment

Ltd

3.375

05/12/26

2,263,753‌

925,000

(c)

Equitable

Financial

Life

Global

Funding

1.400

07/07/25

886,121‌

870,000

(c)

Equitable

Financial

Life

Global

Funding

1.800

03/08/28

770,225‌

1,705,000

(c)

FirstCash,

Inc

6.875

03/01/32

1,704,772‌

5,330,000

Fiserv,

Inc

3.500

07/01/29

4,927,744‌

5,275,000

Fiserv,

Inc

5.450

03/15/34

5,241,964‌

5,277,000

Goldman

Sachs

Group,

Inc

3.500

04/01/25

5,196,296‌

5,800,000

Goldman

Sachs

Group,

Inc

5.798

08/10/26

5,802,283‌

5,600,000

Goldman

Sachs

Group,

Inc

4.482

08/23/28

5,472,963‌

10,145,000

Goldman

Sachs

Group,

Inc

5.851

04/25/35

10,391,798‌

360,000

Goldman

Sachs

Group,

Inc

6.750

10/01/37

388,378‌

1,900,000

Goldman

Sachs

Group,

Inc

4.411

04/23/39

1,680,057‌

4,875,000

Goldman

Sachs

Group,

Inc

3.210

04/22/42

3,604,252‌

725,000

Goldman

Sachs

Group,

Inc

3.436

02/24/43

547,485‌

10,000,000

Goldman

Sachs

Group,

Inc

7.500

N/A(e)

10,283,540‌

5,900,000

(d)

Goldman

Sachs

Group,

Inc

7.500

N/A(e)

6,181,517‌

800,000

(c)

HAT

Holdings

I

LLC

8.000

06/15/27

831,710‌

925,000

Icahn

Enterprises

LP

5.250

05/15/27

868,226‌

3,800,000

Icahn

Enterprises

LP

4.375

02/01/29

3,249,158‌

1,100,000

(c),(d)

Indian

Railway

Finance

Corp

Ltd

3.249

02/13/30

989,272‌

7,400,000

(c)

Indian

Railway

Finance

Corp

Ltd

2.800

02/10/31

6,340,838‌

475,000

Legg

Mason,

Inc

3.950

07/15/24

474,675‌

1,983,750

(c)

Mexico

Remittances

Funding

Fiduciary

Estate

Management

Sarl

4.875

01/15/28

1,807,258‌

2,500,000

(c)

Minejesa

Capital

BV

5.625

08/10/37

2,253,029‌

1,040,000

Morgan

Stanley

4.000

07/23/25

1,024,426‌

4,444,000

Morgan

Stanley

2.188

04/28/26

4,315,765‌

11,950,000

Morgan

Stanley

3.125

07/27/26

11,424,664‌

685,000

Morgan

Stanley

3.950

04/23/27

661,548‌

3,000,000

Morgan

Stanley

5.449

07/20/29

3,018,505‌

5,250,000

Morgan

Stanley

6.407

11/01/29

5,477,651‌

15,750,000

Morgan

Stanley

5.250

04/21/34

15,503,592‌

3,625,000

Morgan

Stanley

5.424

07/21/34

3,606,740‌

3,675,000

Morgan

Stanley

5.831

04/19/35

3,767,151‌

5,000,000

Navient

Corp

5.000

03/15/27

4,772,601‌

2,000,000

Northern

Trust

Corp

4.600

N/A(e)

1,935,496‌

1,345,000

OneMain

Finance

Corp

3.500

01/15/27

1,260,194‌

Nuveen

Core

Bond

Fund

June

30,

2024

174

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FINANCIAL

SERVICES—continued

$

5,000,000

OneMain

Finance

Corp

4.000

%

09/15/30

$

4,291,209‌

350,000

(c)

PennyMac

Financial

Services,

Inc

7.875

12/15/29

360,914‌

2,975,000

(c)

Power

Finance

Corp

Ltd

3.950

04/23/30

2,737,179‌

2,000,000

(c)

Rocket

Mortgage

LLC

4.000

10/15/33

1,685,378‌

1,375,000

S&P

Global,

Inc

4.250

05/01/29

1,334,610‌

550,000

Springleaf

Finance

Corp

5.375

11/15/29

515,820‌

550,000

State

Street

Corp

3.300

12/16/24

544,386‌

6,950,000

State

Street

Corp

6.700

N/A(e)

6,991,429‌

1,650,000

UBS

Group

AG.

3.750

03/26/25

1,627,234‌

8,325,000

(c)

UBS

Group

AG.

2.193

06/05/26

8,045,100‌

4,950,000

(c)

UBS

Group

AG.

1.305

02/02/27

4,614,885‌

4,600,000

(c)

UBS

Group

AG.

6.442

08/11/28

4,716,322‌

7,500,000

(c)

UBS

Group

AG.

5.617

09/13/30

7,531,955‌

3,500,000

(c)

UBS

Group

AG.

3.179

02/11/43

2,496,287‌

580,000

Visa,

Inc

3.150

12/14/25

564,067‌

3,400,000

Visa,

Inc

2.700

04/15/40

2,477,421‌

650,000

Voya

Financial,

Inc

5.700

07/15/43

629,758‌

TOTAL

FINANCIAL

SERVICES

275,277,866‌

FOOD,

BEVERAGE

&

TOBACCO

-

1.3%

3,100,000

(c)

Anadolu

Efes

Biracilik

Ve

Malt

Sanayii

AS.

3.375

06/29/28

2,686,724‌

6,875,000

Anheuser-Busch

Cos

LLC

4.700

02/01/36

6,554,452‌

13,560,000

Anheuser-Busch

Cos

LLC

4.900

02/01/46

12,501,773‌

10,260,000

Anheuser-Busch

InBev

Worldwide,

Inc

4.750

01/23/29

10,201,812‌

8,750,000

Anheuser-Busch

InBev

Worldwide,

Inc

5.000

06/15/34

8,682,585‌

6,250,000

BAT

Capital

Corp

2.259

03/25/28

5,599,804‌

6,075,000

BAT

Capital

Corp

4.906

04/02/30

5,921,058‌

12,520,000

BAT

Capital

Corp

2.726

03/25/31

10,558,213‌

7,200,000

BAT

International

Finance

plc

4.448

03/16/28

6,970,465‌

2,160,000

(c)

Becle

SAB

de

C.V.

2.500

10/14/31

1,722,211‌

3,300,000

(c)

Bimbo

Bakeries

USA,

Inc

6.050

01/15/29

3,391,822‌

3,250,000

(c)

Cia

Cervecerias

Unidas

S.A.

3.350

01/19/32

2,826,102‌

3,000,000

(c)

Coca-Cola

Icecek

AS.

4.500

01/20/29

2,760,267‌

750,000

Constellation

Brands,

Inc

4.400

11/15/25

739,586‌

2,775,000

Constellation

Brands,

Inc

3.700

12/06/26

2,681,219‌

1,150,000

Constellation

Brands,

Inc

3.150

08/01/29

1,042,938‌

4,540,000

Constellation

Brands,

Inc

2.875

05/01/30

4,006,706‌

13,700,000

Constellation

Brands,

Inc

2.250

08/01/31

11,245,064‌

2,750,000

Diageo

Capital

plc

2.125

10/24/24

2,719,584‌

2,320,000

Diageo

Capital

plc

1.375

09/29/25

2,208,412‌

1,875,000

(c)

Embotelladora

Andina

S.A.

3.950

01/21/50

1,368,829‌

2,000,000

(c)

Grupo

Bimbo

SAB

de

C.V.

4.700

11/10/47

1,722,435‌

2,200,000

Kraft

Heinz

Foods

Co

4.375

06/01/46

1,789,211‌

1,500,000

(c)

NBM

US

Holdings,

Inc

6.625

08/06/29

1,482,447‌

9,000,000

Philip

Morris

International,

Inc

5.250

02/13/34

8,829,609‌

680,000

(c)

Post

Holdings,

Inc

6.250

02/15/32

680,883‌

5,500,000

(c)

Primo

Water

Holdings,

Inc

4.375

04/30/29

5,066,957‌

2,725,000

(c)

Ulker

Biskuvi

Sanayi

AS.

6.950

10/30/25

2,755,656‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

128,716,824‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

1.0%

980,000

Advocate

Health

&

Hospitals

Corp

3.008

06/15/50

666,375‌

285,000

Aetna,

Inc

6.625

06/15/36

302,569‌

2,100,000

Boston

Scientific

Corp

2.650

06/01/30

1,843,381‌

1,640,000

Centene

Corp

2.450

07/15/28

1,456,041‌

8,310,000

Centene

Corp

3.000

10/15/30

7,105,623‌

6,250,000

(c)

CHS

5.250

05/15/30

5,153,076‌

2,550,000

Cigna

Group

3.200

03/15/40

1,886,243‌

430,000

(b),(c)

Concentra

Escrow

Issuer

Corp

6.875

07/15/32

435,659‌

495,000

CVS

Health

Corp

3.875

07/20/25

486,022‌

7,550,000

CVS

Health

Corp

4.780

03/25/38

6,740,764‌

3,635,000

CVS

Health

Corp

2.700

08/21/40

2,415,137‌

175

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES—continued

$

10,225,000

CVS

Health

Corp

5.050

%

03/25/48

$

8,809,932‌

1,000,000

(c)

DaVita,

Inc

4.625

06/01/30

903,629‌

9,160,000

Elevance

Health,

Inc

2.250

05/15/30

7,848,625‌

2,625,000

Elevance

Health,

Inc

5.125

02/15/53

2,414,512‌

2,815,000

HCA,

Inc

5.625

09/01/28

2,840,110‌

5,000,000

HCA,

Inc

3.500

09/01/30

4,510,183‌

6,475,000

HCA,

Inc

3.625

03/15/32

5,703,589‌

4,600,000

HCA,

Inc

4.625

03/15/52

3,713,513‌

3,500,000

(c)

Hologic,

Inc

3.250

02/15/29

3,139,883‌

10,100,000

Humana,

Inc

2.150

02/03/32

8,058,939‌

800,000

Humana,

Inc

5.875

03/01/33

813,791‌

2,325,000

McKesson

Corp

5.100

07/15/33

2,319,853‌

225,000

Tenet

Healthcare

Corp

4.625

06/15/28

213,975‌

5,400,000

(d)

Tenet

Healthcare

Corp

6.125

10/01/28

5,372,997‌

2,500,000

Tenet

Healthcare

Corp

4.250

06/01/29

2,328,159‌

3,200,000

Tenet

Healthcare

Corp

4.375

01/15/30

2,966,261‌

1,525,000

UnitedHealth

Group,

Inc

2.950

10/15/27

1,433,663‌

3,700,000

UnitedHealth

Group,

Inc

2.000

05/15/30

3,144,408‌

6,185,000

UnitedHealth

Group,

Inc

2.300

05/15/31

5,189,644‌

1,375,000

UnitedHealth

Group,

Inc

3.750

10/15/47

1,046,786‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

101,263,342‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0.1%

3,150,000

Church

&

Dwight

Co,

Inc

2.300

12/15/31

2,619,805‌

1,170,000

(c)

Coty,

Inc

6.625

07/15/30

1,187,314‌

3,300,000

Haleon

US

Capital

LLC

3.375

03/24/27

3,148,960‌

6,825,000

Haleon

US

Capital

LLC

3.625

03/24/32

6,113,988‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

13,070,067‌

INSURANCE

-

1.4%

2,550,000

(c)

Acrisure

LLC

4.250

02/15/29

2,316,396‌

131,000

Aflac,

Inc

6.450

08/15/40

141,059‌

825,000

(c)

Alliant

Holdings

Intermediate

LLC

4.250

10/15/27

772,475‌

4,360,000

(c)

Alliant

Holdings

Intermediate

LLC

6.750

04/15/28

4,366,919‌

6,400,000

(c)

Allianz

SE

6.350

09/06/53

6,587,206‌

11,160,000

Aon

Corp

2.800

05/15/30

9,781,795‌

1,450,000

Aon

Corp

5.350

02/28/33

1,440,241‌

1,045,000

(c)

Ardonagh

Finco

Ltd

7.750

02/15/31

1,033,050‌

1,000,000

Arthur

J

Gallagher

&

Co

5.750

03/02/53

969,586‌

4,500,000

AXIS

Specialty

Finance

LLC

4.900

01/15/40

4,120,208‌

825,000

Berkshire

Hathaway

Finance

Corp

2.875

03/15/32

722,537‌

9,950,000

Berkshire

Hathaway

Finance

Corp

2.850

10/15/50

6,397,624‌

1,500,000

Berkshire

Hathaway

Finance

Corp

3.850

03/15/52

1,159,468‌

8,225,000

(c)

Five

Corners

Funding

Trust

II

2.850

05/15/30

7,241,896‌

2,500,000

(c)

Hanwha

Life

Insurance

Co

Ltd

3.379

02/04/32

2,340,665‌

15,431,000

Hartford

Financial

Services

Group,

Inc

2.800

08/19/29

13,702,687‌

350,000

Hartford

Financial

Services

Group,

Inc

4.300

04/15/43

295,340‌

1,400,000

Hartford

Financial

Services

Group,

Inc

2.900

09/15/51

880,570‌

545,000

(c)

Howden

UK

Refinance

plc

7.250

02/15/31

540,926‌

2,755,000

(c)

HUB

International

Ltd

7.250

06/15/30

2,824,236‌

1,450,000

(c)

Liberty

Mutual

Group,

Inc

3.951

10/15/50

1,054,256‌

600,000

MetLife,

Inc

3.000

03/01/25

589,743‌

525,000

MetLife,

Inc

3.600

11/13/25

513,253‌

1,025,000

MetLife,

Inc

5.000

07/15/52

933,756‌

5,870,000

MetLife,

Inc

3.850

N/A(e)

5,681,342‌

3,250,000

(c)

Panther

Escrow

Issuer

LLC

7.125

06/01/31

3,287,160‌

10,175,000

PartnerRe

Finance

B

LLC

4.500

10/01/50

9,237,196‌

3,500,000

Principal

Financial

Group,

Inc

2.125

06/15/30

2,924,021‌

3,700,000

(c)

Protective

Life

Global

Funding

0.781

07/05/24

3,697,950‌

2,000,000

Prudential

Financial,

Inc

3.905

12/07/47

1,536,291‌

5,500,000

Prudential

Financial,

Inc

5.125

03/01/52

5,112,874‌

10,250,000

Prudential

Financial,

Inc

6.500

03/15/54

10,347,201‌

Nuveen

Core

Bond

Fund

June

30,

2024

176

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

INSURANCE—continued

$

2,220,000

Reinsurance

Group

of

America,

Inc

3.900

%

05/15/29

$

2,080,916‌

7,375,000

Reinsurance

Group

of

America,

Inc

5.750

09/15/34

7,348,235‌

11,300,000

(c)

Swiss

Re

Finance

Luxembourg

S.A.

5.000

04/02/49

10,876,250‌

3,800,000

Verisk

Analytics,

Inc

5.250

06/05/34

3,741,604‌

3,900,000

(a),(c)

Vitality

Re

XIV

Ltd

3-Month

US

Treasury

Bill

+

3.500%

8.855

01/05/27

3,960,450‌

1,900,000

(a),(c)

Vitality

Re

XV

Ltd

3-Month

US

Treasury

Bill

+

2.500%

7.868

01/07/28

1,897,530‌

TOTAL

INSURANCE

142,454,912‌

MATERIALS

-

1.1%

4,375,000

Albemarle

Corp

4.650

06/01/27

4,304,558‌

875,000

(c)

Alpek

SAB

de

C.V.

4.250

09/18/29

803,982‌

2,000,000

(c)

Alpek

SAB

de

C.V.

3.250

02/25/31

1,686,706‌

370,000

Amcor

Flexibles

North

America,

Inc

3.100

09/15/26

349,733‌

2,725,000

Amcor

Flexibles

North

America,

Inc

2.630

06/19/30

2,337,922‌

7,535,000

Amcor

Flexibles

North

America,

Inc

2.690

05/25/31

6,331,569‌

2,300,000

AngloGold

Ashanti

Holdings

plc

3.375

11/01/28

2,066,726‌

5,000,000

AngloGold

Ashanti

Holdings

plc

3.750

10/01/30

4,363,025‌

1,778,000

(c)

Antofagasta

plc

2.375

10/14/30

1,486,924‌

1,600,000

(c)

Antofagasta

plc

5.625

05/13/32

1,601,411‌

1,150,000

(c)

Antofagasta

plc

6.250

05/02/34

1,191,055‌

1,445,000

(c)

Arsenal

AIC

Parent

LLC

8.000

10/01/30

1,516,377‌

375,000

(c)

Avient

Corp

5.750

05/15/25

373,983‌

3,570,000

Ball

Corp

6.875

03/15/28

3,664,144‌

1,850,000

Ball

Corp

2.875

08/15/30

1,571,625‌

10,105,000

Berry

Global,

Inc

1.570

01/15/26

9,493,735‌

6,100,000

Berry

Global,

Inc

1.650

01/15/27

5,555,311‌

2,025,000

Celulosa

Arauco

y

Constitucion

S.A.

3.875

11/02/27

1,893,415‌

1,500,000

(c)

Celulosa

Arauco

y

Constitucion

S.A.

4.250

04/30/29

1,395,667‌

1,325,000

(c)

Cemex

SAB

de

C.V.

5.450

11/19/29

1,301,878‌

500,000

(c),(d)

Cemex

SAB

de

C.V.

3.875

07/11/31

440,830‌

1,500,000

Commercial

Metals

Co

4.125

01/15/30

1,371,189‌

2,725,000

(c)

Constellium

SE

3.750

04/15/29

2,470,558‌

3,000,000

(c)

Corp

Nacional

del

Cobre

de

Chile

3.000

09/30/29

2,654,245‌

2,000,000

(c)

Corp

Nacional

del

Cobre

de

Chile

3.150

01/14/30

1,772,252‌

325,000

(c)

Corp

Nacional

del

Cobre

de

Chile

6.440

01/26/36

335,505‌

265,000

DowDuPont,

Inc

4.493

11/15/25

261,250‌

800,000

(c)

Freeport

Indonesia

PT

4.763

04/14/27

783,479‌

1,860,000

(c)

Freeport

Indonesia

PT

5.315

04/14/32

1,803,748‌

1,500,000

(c)

Fresnillo

plc

4.250

10/02/50

1,104,566‌

3,000,000

(c)

Inversiones

CMPC

S.A.

4.375

04/04/27

2,904,497‌

4,900,000

(c)

Inversiones

CMPC

S.A.

3.000

04/06/31

4,173,761‌

2,600,000

(c)

MEGlobal

BV

2.625

04/28/28

2,336,100‌

2,000,000

(c)

Mineral

Resources

Ltd

8.000

11/01/27

2,046,134‌

1,325,000

(c)

Mineral

Resources

Ltd

9.250

10/01/28

1,390,630‌

725,000

(c)

Nexa

Resources

S.A.

6.750

04/09/34

736,734‌

6,350,000

Nutrien

Ltd

2.950

05/13/30

5,619,278‌

1,920,000

(c)

OCI

NV

4.625

10/15/25

1,886,579‌

1,600,000

(c)

OCP

S.A.

3.750

06/23/31

1,377,195‌

1,075,000

(c)

OCP

S.A.

6.750

05/01/34

1,103,058‌

2,000,000

Olin

Corp

5.125

09/15/27

1,939,997‌

2,000,000

(c)

Orbia

Advance

Corp

SAB

de

C.V.

1.875

05/11/26

1,864,290‌

480,000

Packaging

Corp

of

America

3.650

09/15/24

477,635‌

1,750,000

(d)

Sasol

Financing

USA

LLC

4.375

09/18/26

1,647,331‌

500,000

(c)

Sasol

Financing

USA

LLC

8.750

05/03/29

507,599‌

670,000

(c)

Sealed

Air

Corp

6.125

02/01/28

668,384‌

600,000

(c)

Sealed

Air

Corp

7.250

02/15/31

617,758‌

1,280,000

(c)

Sealed

Air

Corp

6.500

07/15/32

1,272,818‌

1,800,000

(c)

St.

Marys

Cement,

Inc

Canada

5.750

04/02/34

1,766,250‌

2,950,000

(c)

SunCoke

Energy,

Inc

4.875

06/30/29

2,672,605‌

2,400,000

Suzano

Austria

GmbH

3.750

01/15/31

2,091,078‌

5,000,000

Suzano

Austria

GmbH

3.125

01/15/32

4,092,771‌

4,070,000

(c)

Tronox,

Inc

4.625

03/15/29

3,673,942‌

177

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MATERIALS—continued

$

3,675,000

(c)

UltraTech

Cement

Ltd

2.800

%

02/16/31

$

3,101,478‌

TOTAL

MATERIALS

116,255,270‌

MEDIA

&

ENTERTAINMENT

-

1.2%

2,030,000

(d)

Baidu,

Inc

1.625

02/23/27

1,853,045‌

4,900,000

(c)

CCO

Holdings

LLC

5.125

05/01/27

4,704,715‌

2,500,000

(c)

CCO

Holdings

LLC

4.500

08/15/30

2,116,441‌

5,000,000

(c)

CCO

Holdings

LLC

4.250

02/01/31

4,082,205‌

6,300,000

(d)

Charter

Communications

Operating

LLC

4.400

04/01/33

5,553,721‌

10,250,000

Charter

Communications

Operating

LLC

6.550

06/01/34

10,253,409‌

10,650,000

Charter

Communications

Operating

LLC

4.800

03/01/50

7,812,711‌

3,700,000

Comcast

Corp

4.150

10/15/28

3,581,913‌

4,525,000

Comcast

Corp

3.200

07/15/36

3,656,268‌

1,000,000

Comcast

Corp

3.900

03/01/38

847,541‌

21,258,000

Comcast

Corp

2.887

11/01/51

13,262,732‌

10,186,000

Comcast

Corp

2.937

11/01/56

6,144,348‌

4,100,000

(c)

CSC

Holdings

LLC

5.500

04/15/27

3,325,674‌

985,000

(c)

DIRECTV

Holdings

LLC

5.875

08/15/27

926,478‌

3,570,000

(c)

Gray

Television,

Inc

10.500

07/15/29

3,589,206‌

2,985,000

(d)

Grupo

Televisa

SAB

6.625

01/15/40

2,950,281‌

650,000

Lamar

Media

Corp

3.750

02/15/28

607,920‌

2,000,000

Lamar

Media

Corp

4.875

01/15/29

1,921,867‌

1,000,000

Lamar

Media

Corp

4.000

02/15/30

906,596‌

1,675,000

Lamar

Media

Corp

3.625

01/15/31

1,473,196‌

1,275,000

(c)

LCPR

Senior

Secured

Financing

DAC

5.125

07/15/29

1,058,136‌

825,000

(c)

News

Corp

3.875

05/15/29

759,411‌

2,725,000

(c)

Sirius

XM

Radio,

Inc

4.000

07/15/28

2,461,638‌

1,575,000

(c)

Sirius

XM

Radio,

Inc

4.125

07/01/30

1,345,233‌

3,000,000

(c)

Sunrise

FinCo

I

BV

4.875

07/15/31

2,724,045‌

250,000

Time

Warner

Cable

LLC

5.875

11/15/40

216,917‌

1,275,000

(c)

Univision

Communications,

Inc

4.500

05/01/29

1,071,600‌

2,000,000

(c)

VZ

Secured

Financing

BV

5.000

01/15/32

1,705,342‌

15,000,000

Warnermedia

Holdings,

Inc

3.755

03/15/27

14,241,303‌

800,000

Warnermedia

Holdings,

Inc

4.054

03/15/29

738,794‌

11,175,000

Warnermedia

Holdings,

Inc

5.050

03/15/42

9,089,844‌

2,325,000

(d)

Weibo

Corp

3.375

07/08/30

2,031,242‌

1,413,000

(c)

Ziff

Davis,

Inc

4.625

10/15/30

1,277,558‌

TOTAL

MEDIA

&

ENTERTAINMENT

118,291,330‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

1.2%

3,750,000

AbbVie,

Inc

3.200

11/21/29

3,441,009‌

7,900,000

AbbVie,

Inc

5.050

03/15/34

7,876,892‌

6,875,000

AbbVie,

Inc

4.050

11/21/39

5,971,610‌

5,825,000

AbbVie,

Inc

5.400

03/15/54

5,759,870‌

13,775,000

Amgen,

Inc

5.250

03/02/33

13,734,856‌

17,650,000

Amgen,

Inc

5.650

03/02/53

17,382,469‌

450,000

AstraZeneca

Finance

LLC

2.250

05/28/31

380,007‌

1,500,000

(c)

Avantor

Funding,

Inc

4.625

07/15/28

1,427,398‌

2,040,000

(c)

Avantor

Funding,

Inc

3.875

11/01/29

1,855,099‌

1,065,000

Danaher

Corp

2.800

12/10/51

672,368‌

3,775,000

Eli

Lilly

&

Co

5.000

02/09/54

3,605,055‌

17,900,000

Gilead

Sciences,

Inc

5.250

10/15/33

18,030,776‌

635,000

Gilead

Sciences,

Inc

4.000

09/01/36

560,001‌

1,500,000

Gilead

Sciences,

Inc

2.600

10/01/40

1,033,798‌

4,400,000

Gilead

Sciences,

Inc

5.550

10/15/53

4,393,228‌

1,250,000

Johnson

&

Johnson

3.400

01/15/38

1,049,183‌

2,250,000

Merck

&

Co,

Inc

2.750

12/10/51

1,406,662‌

2,500,000

(c)

Organon

Finance  LLC

4.125

04/30/28

2,321,741‌

5,650,000

(c)

Organon

Finance  LLC

5.125

04/30/31

5,075,124‌

23,375,000

Pfizer

Investment

Enterprises

Pte

Ltd

5.300

05/19/53

22,545,609‌

3,500,000

Teva

Pharmaceutical

Finance

Netherlands

III

BV

3.150

10/01/26

3,284,881‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

121,807,636‌

Nuveen

Core

Bond

Fund

June

30,

2024

178

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0.0%

$

1,400,000

Kennedy-Wilson,

Inc

4.750

%

03/01/29

$

1,197,814‌

1,475,000

Kennedy-Wilson,

Inc

5.000

03/01/31

1,206,233‌

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

2,404,047‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0.4%

15,542,000

(c)

Broadcom,

Inc

4.926

05/15/37

14,617,460‌

260,000

Intel

Corp

3.150

05/11/27

247,087‌

1,150,000

Intel

Corp

3.734

12/08/47

845,195‌

4,735,000

NVIDIA

Corp

2.000

06/15/31

3,978,929‌

1,650,000

(c)

NXP

BV

2.700

05/01/25

1,610,884‌

2,650,000

NXP

BV

3.875

06/18/26

2,573,448‌

1,975,000

NXP

BV

4.400

06/01/27

1,931,667‌

1,200,000

NXP

BV

3.400

05/01/30

1,087,278‌

2,575,000

NXP

BV

3.125

02/15/42

1,811,276‌

4,300,000

(c)

SK

Hynix,

Inc

1.500

01/19/26

4,037,109‌

1,100,000

Texas

Instruments,

Inc

4.150

05/15/48

912,093‌

3,000,000

(c)

TSMC

Global

Ltd

0.750

09/28/25

2,834,711‌

2,000,000

(c)

TSMC

Global

Ltd

1.000

09/28/27

1,758,191‌

3,000,000

(c)

TSMC

Global

Ltd

1.750

04/23/28

2,671,017‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

40,916,345‌

SOFTWARE

&

SERVICES

-

0.8%

11,405,000

Adobe,

Inc

2.300

02/01/30

9,992,507‌

3,000,000

(c)

Ahead

DB

Holdings

LLC

6.625

05/01/28

2,839,380‌

265,000

(c)

CA

Magnum

Holdings

5.375

10/31/26

252,202‌

900,000

(c)

Gartner,

Inc

3.750

10/01/30

807,156‌

2,270,000

(c)

Gen

Digital,

Inc

6.750

09/30/27

2,298,799‌

19,000,000

Microsoft

Corp

2.400

08/08/26

18,077,353‌

2,675,000

Microsoft

Corp

3.400

09/15/26

2,589,614‌

1,850,000

(d)

Microsoft

Corp

1.350

09/15/30

1,531,846‌

1,911,000

Microsoft

Corp

2.525

06/01/50

1,206,640‌

455,000

(c)

Open

Text

Corp

6.900

12/01/27

472,224‌

2,830,000

(c)

Open

Text

Corp

3.875

12/01/29

2,534,467‌

550,000

(c)

Open

Text

Holdings,

Inc

4.125

02/15/30

495,993‌

12,750,000

Oracle

Corp

4.900

02/06/33

12,367,919‌

11,975,000

Oracle

Corp

5.550

02/06/53

11,330,193‌

3,100,000

Roper

Technologies,

Inc

1.400

09/15/27

2,760,030‌

13,155,000

Roper

Technologies,

Inc

2.000

06/30/30

10,989,898‌

5,800,000

Salesforce,

Inc

2.700

07/15/41

4,059,303‌

TOTAL

SOFTWARE

&

SERVICES

84,605,524‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

0.4%

3,450,000

Amphenol

Corp

2.800

02/15/30

3,071,279‌

8,575,000

Apple,

Inc

2.450

08/04/26

8,145,731‌

19,975,000

Apple,

Inc

2.050

09/11/26

18,778,344‌

1,100,000

Apple,

Inc

4.650

02/23/46

1,013,805‌

1,590,000

Apple,

Inc

2.650

02/08/51

1,005,355‌

5,625,000

(c)

Imola

Merger

Corp

4.750

05/15/29

5,258,485‌

4,700,000

(c)

Lenovo

Group

Ltd

3.421

11/02/30

4,152,438‌

975,000

(c)

Sensata

Technologies

BV

4.000

04/15/29

895,148‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

42,320,585‌

TELECOMMUNICATION

SERVICES

-

2.1%

12,477,000

AT&T,

Inc

2.550

12/01/33

9,921,049‌

2,300,000

AT&T,

Inc

4.500

05/15/35

2,118,082‌

47,275,000

AT&T,

Inc

3.550

09/15/55

31,872,356‌

12,174,000

AT&T,

Inc

3.800

12/01/57

8,505,194‌

2,000,000

(c)

Bharti

Airtel

Ltd

4.375

06/10/25

1,978,674‌

2,750,000

(c)

Bharti

Airtel

Ltd

3.250

06/03/31

2,416,176‌

2,500,000

(c)

C&W

Senior

Financing

Designated

Activity

Co

6.875

09/15/27

2,398,672‌

1,225,000

(c)

CT

Trust

5.125

02/03/32

1,079,448‌

3,850,000

(c)

Empresa

Nacional

de

Telecomunicaciones

S.A.

3.050

09/14/32

3,106,751‌

2,500,000

(c)

Frontier

Communications

Holdings

LLC

5.875

10/15/27

2,440,772‌

179

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

TELECOMMUNICATION

SERVICES—continued

$

1,925,000

(c)

Iliad

Holding

SASU

6.500

%

10/15/26

$

1,916,473‌

892,000

(c)

Iliad

Holding

SASU

7.000

10/15/28

884,533‌

865,000

(c)

Iliad

Holding

SASU

8.500

04/15/31

875,846‌

5,000,000

(c)

Level

3

Financing,

Inc

10.500

05/15/30

4,952,071‌

1,500,000

(c)

Liberty

Costa

Rica

Senior

Secured

Finance

10.875

01/15/31

1,590,000‌

1,675,000

(c)

Millicom

International

Cellular

S.A.

4.500

04/27/31

1,441,230‌

2,750,000

(c),(d)

Millicom

International

Cellular

S.A.

7.375

04/02/32

2,742,267‌

5,500,000

(c)

MTN

Mauritius

Investment

Ltd

6.500

10/13/26

5,467,099‌

500,000

Orange

S.A.

5.375

01/13/42

477,364‌

5,075,000

(c)

Sitios

Latinoamerica

SAB

de

C.V.

5.375

04/04/32

4,724,771‌

1,575,000

(c)

Telecomunicaciones

Digitales

S.A.

4.500

01/30/30

1,400,358‌

5,000,000

Telefonica

Emisiones

S.A.

5.213

03/08/47

4,416,248‌

2,990,000

Telefonica

Emisiones

S.A.

4.895

03/06/48

2,524,701‌

3,000,000

(c)

Telefonica

Moviles

Chile

S.A.

3.537

11/18/31

2,294,536‌

800,000

T-Mobile

USA,

Inc

2.250

02/15/26

759,669‌

23,850,000

T-Mobile

USA,

Inc

2.625

02/15/29

21,361,804‌

19,910,000

T-Mobile

USA,

Inc

3.875

04/15/30

18,612,399‌

10,800,000

T-Mobile

USA,

Inc

5.050

07/15/33

10,565,728‌

1,275,000

T-Mobile

USA,

Inc

3.000

02/15/41

912,316‌

4,545,000

T-Mobile

USA,

Inc

3.300

02/15/51

3,068,418‌

1,850,000

(c)

Turk

Telekomunikasyon

AS.

7.375

05/20/29

1,856,614‌

15,000,000

Verizon

Communications,

Inc

1.750

01/20/31

12,139,065‌

32,800,000

Verizon

Communications,

Inc

2.550

03/21/31

27,867,145‌

2,568,000

Verizon

Communications,

Inc

2.355

03/15/32

2,099,279‌

2,415,000

(c)

Vmed

O2

UK

Financing

I

plc

4.750

07/15/31

2,036,752‌

7,735,000

Vodafone

Group

plc

4.375

02/19/43

6,743,158‌

5,800,000

Vodafone

Group

plc

4.250

09/17/50

4,524,869‌

TOTAL

TELECOMMUNICATION

SERVICES

214,091,887‌

TRANSPORTATION

-

0.6%

1,000,000

(c)

Adani

Ports

&

Special

Economic

Zone

Ltd

4.000

07/30/27

923,787‌

800,000

(c)

Adani

Ports

&

Special

Economic

Zone

Ltd

4.200

08/04/27

743,492‌

2,300,000

(c)

Adani

Ports

&

Special

Economic

Zone

Ltd

3.100

02/02/31

1,830,451‌

1,450,000

(c)

Aeropuerto

Internacional

de

Tocumen

S.A.

4.000

08/11/41

1,089,965‌

5,000,000

(c)

Brightline

East

LLC

11.000

01/31/30

4,559,326‌

2,750,000

Burlington

Northern

Santa

Fe

LLC

3.050

02/15/51

1,817,203‌

6,375,000

Canadian

Pacific

Railway

Co

2.050

03/05/30

5,437,731‌

2,950,000

Canadian

Pacific

Railway

Co

3.100

12/02/51

1,958,938‌

1,000,000

CSX

Corp

2.600

11/01/26

945,134‌

700,000

CSX

Corp

3.800

03/01/28

673,271‌

9,715,000

CSX

Corp

4.250

03/15/29

9,421,698‌

1,500,000

(c)

DP

World

Ltd

5.625

09/25/48

1,425,000‌

850,000

(c)

Empresa

de

los

Ferrocarriles

del

Estado

3.068

08/18/50

512,152‌

2,300,000

(c)

ENA

Master

Trust

4.000

05/19/48

1,630,240‌

1,110,000

(c)

Genesee

&

Wyoming,

Inc

6.250

04/15/32

1,105,841‌

4,800,000

(c)

Mexico

City

Airport

Trust

5.500

07/31/47

3,974,209‌

2,260,000

(c)

Misc

Capital

Two

Labuan

Ltd

3.750

04/06/27

2,160,072‌

3,000,000

(c)

Rumo

Luxembourg

Sarl

5.250

01/10/28

2,886,042‌

3,000,000

Southwest

Airlines

Co

5.125

06/15/27

2,984,549‌

3,000,000

(c)

Transnet

SOC

Ltd

8.250

02/06/28

2,983,290‌

5,200,000

Union

Pacific

Corp

2.891

04/06/36

4,188,840‌

1,175,000

Union

Pacific

Corp

3.839

03/20/60

862,749‌

3,940,000

(c)

XPO,

Inc

6.250

06/01/28

3,951,821‌

TOTAL

TRANSPORTATION

58,065,801‌

UTILITIES

-

2.9%

1,491,125

(c)

Adani

Transmission

Ltd

4.250

05/21/36

1,237,960‌

1,000,000

AEP

Transmission

Co

LLC

3.100

12/01/26

952,351‌

1,000,000

AEP

Transmission

Co

LLC

4.000

12/01/46

793,400‌

1,740,000

AEP

Transmission

Co

LLC

3.750

12/01/47

1,292,487‌

3,080,000

AEP

Transmission

Co

LLC

2.750

08/15/51

1,844,551‌

2,925,000

AEP

Transmission

Co

LLC

5.400

03/15/53

2,795,770‌

Nuveen

Core

Bond

Fund

June

30,

2024

180

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES—continued

$

725,000

Alabama

Power

Co

4.150

%

08/15/44

$

597,748‌

3,000,000

Alabama

Power

Co

3.450

10/01/49

2,138,935‌

10,350,000

Alabama

Power

Co

3.125

07/15/51

6,850,447‌

4,766,115

(c)

Alfa

Desarrollo

S.p.A

4.550

09/27/51

3,579,527‌

3,250,000

Ameren

Corp

1.750

03/15/28

2,867,980‌

14,500,000

Ameren

Illinois

Co

4.950

06/01/33

14,152,901‌

1,925,000

Ameren

Illinois

Co

5.900

12/01/52

1,985,458‌

1,650,000

American

Water

Capital

Corp

3.000

12/01/26

1,562,607‌

3,075,000

American

Water

Capital

Corp

2.800

05/01/30

2,707,178‌

10,000,000

American

Water

Capital

Corp

2.300

06/01/31

8,272,260‌

1,400,000

American

Water

Capital

Corp

4.000

12/01/46

1,099,127‌

1,425,000

American

Water

Capital

Corp

3.750

09/01/47

1,077,913‌

675,000

American

Water

Capital

Corp

3.450

05/01/50

476,050‌

760,000

American

Water

Capital

Corp

3.250

06/01/51

516,899‌

2,990,000

Atmos

Energy

Corp

1.500

01/15/31

2,395,496‌

375,000

Atmos

Energy

Corp

4.125

10/15/44

309,698‌

5,325,000

Atmos

Energy

Corp

6.200

11/15/53

5,732,412‌

2,050,000

Baltimore

Gas

and

Electric

Co

3.750

08/15/47

1,535,395‌

4,950,000

Berkshire

Hathaway

Energy

Co

3.250

04/15/28

4,643,391‌

7,137,000

Berkshire

Hathaway

Energy

Co

1.650

05/15/31

5,679,066‌

850,000

Black

Hills

Corp

3.150

01/15/27

806,154‌

760,000

Black

Hills

Corp

3.875

10/15/49

541,090‌

1,200,000

CenterPoint

Energy

Houston

Electric

LLC

3.000

03/01/32

1,035,640‌

1,125,000

CMS

Energy

Corp

3.600

11/15/25

1,091,488‌

2,125,000

(c)

Colbun

S.A.

3.150

01/19/32

1,789,077‌

3,000,000

(c)

Comision

Federal

de

Electricidad

3.348

02/09/31

2,479,393‌

9,470,000

Commonwealth

Edison

Co

3.000

03/01/50

6,072,272‌

6,250,000

Commonwealth

Edison

Co

2.750

09/01/51

3,726,969‌

10,250,000

Consolidated

Edison

Co

of

New

York,

Inc

5.700

05/15/54

10,225,635‌

817,000

Consumers

Energy

Co

2.650

08/15/52

502,507‌

8,000,000

Consumers

Energy

Co

4.200

09/01/52

6,476,747‌

1,500,000

(c)

Continuum

Green

Energy

India

Pvt

7.500

06/26/33

1,487,250‌

6,300,000

Dominion

Energy,

Inc

3.300

04/15/41

4,549,276‌

3,100,000

Dominion

Energy,

Inc

7.000

06/01/54

3,225,438‌

12,000,000

Dominion

Energy,

Inc

4.350

N/A(e)

11,259,758‌

1,500,000

DTE

Electric

Co

3.650

03/01/52

1,103,527‌

3,875,000

DTE

Electric

Co

5.400

04/01/53

3,778,552‌

14,570,000

Duke

Energy

Corp

3.300

06/15/41

10,568,233‌

3,125,000

Duke

Energy

Corp

3.750

09/01/46

2,274,480‌

3,310,000

Duke

Energy

Progress

LLC

2.500

08/15/50

1,905,577‌

2,100,000

Eastern

Energy

Gas

Holdings

LLC

2.500

11/15/24

2,075,320‌

1,300,000

(c)

Electricidad

Firme

de

Mexico

Holdings

S.A.

de

C.V.

4.900

11/20/26

1,214,357‌

1,500,000

(c)

Empresa

de

Transmision

Electrica

S.A.

5.125

05/02/49

1,082,705‌

2,390,000

(c)

Empresas

Publicas

de

Medellin

ESP

4.250

07/18/29

2,052,413‌

2,000,000

(c)

EnfraGen

Energia

Sur

S.A.

5.375

12/30/30

1,668,720‌

1,310,000

(c)

Engie

Energia

Chile

S.A.

6.375

04/17/34

1,327,200‌

1,000,000

Entergy

Arkansas

LLC

2.650

06/15/51

581,666‌

3,700,000

Entergy

Corp

0.900

09/15/25

3,500,858‌

7,350,000

Enterprise

Products

Operating

LLC

3.700

01/31/51

5,418,393‌

900,000

(c)

Eskom

Holdings

SOC

Ltd

8.450

08/10/28

904,500‌

3,000,000

Eversource

Energy

3.450

01/15/50

2,051,412‌

3,025,000

(c)

Ferrellgas

LP

5.375

04/01/26

2,959,315‌

3,225,000

(c)

Ferrellgas

LP

5.875

04/01/29

2,967,157‌

10,450,000

Florida

Power

&

Light

Co

4.800

05/15/33

10,160,300‌

2,700,000

Florida

Power

&

Light

Co

3.990

03/01/49

2,136,832‌

1,150,000

Indiana

Michigan

Power

Co

3.750

07/01/47

846,486‌

2,865,000

Indiana

Michigan

Power

Co

3.250

05/01/51

1,886,442‌

6,000,000

(c)

Israel

Electric

Corp

Ltd

4.250

08/14/28

5,528,328‌

2,000,000

(c)

Kallpa

Generacion

SA

4.125

08/16/27

1,909,470‌

2,600,000

(c)

Korea

Southern

Power

Co

Ltd

0.750

01/27/26

2,419,102‌

7,275,000

MidAmerican

Energy

Co

3.650

04/15/29

6,879,172‌

181

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES—continued

$

2,175,000

MidAmerican

Energy

Co

3.650

%

08/01/48

$

1,632,139‌

1,650,000

Nevada

Power

Co

2.400

05/01/30

1,420,850‌

15,720,000

NiSource,

Inc

1.700

02/15/31

12,501,426‌

2,845,000

(c)

NRG

Energy,

Inc

2.450

12/02/27

2,567,519‌

1,250,000

NRG

Energy,

Inc

5.750

01/15/28

1,240,243‌

2,000,000

NSTAR

Electric

Co

3.200

05/15/27

1,903,976‌

850,000

NSTAR

Electric

Co

3.950

04/01/30

802,392‌

2,175,000

Ohio

Power

Co

4.150

04/01/48

1,675,330‌

2,175,000

Ohio

Power

Co

4.000

06/01/49

1,646,853‌

150,000

Oncor

Electric

Delivery

Co

LLC

7.250

01/15/33

170,628‌

2,940,000

PacifiCorp

2.700

09/15/30

2,550,723‌

350,000

(c)

Pattern

Energy

Operations

LP

4.500

08/15/28

323,966‌

1,375,000

PECO

Energy

Co

3.000

09/15/49

904,811‌

1,000,000

PECO

Energy

Co

2.800

06/15/50

625,280‌

1,400,000

(c)

Perusahaan

Listrik

Negara

PT

3.875

07/17/29

1,296,959‌

2,500,000

(c)

Perusahaan

Listrik

Negara

PT

3.375

02/05/30

2,230,466‌

135,000

(d)

Potomac

Electric

Power

Co

7.900

12/15/38

170,953‌

5,440,000

Public

Service

Co

of

Colorado

3.200

03/01/50

3,576,018‌

2,825,000

Public

Service

Electric

and

Gas

Co

4.900

12/15/32

2,780,010‌

3,925,000

Public

Service

Electric

and

Gas

Co

3.150

01/01/50

2,688,181‌

5,000,000

Public

Service

Electric

and

Gas

Co

5.450

03/01/54

4,930,091‌

4,000,000

Sempra

4.875

N/A(e)

3,923,263‌

2,075,000

Southern

Co

Gas

Capital

Corp

3.875

11/15/25

2,028,724‌

1,250,000

Southern

Co

Gas

Capital

Corp

4.400

06/01/43

1,030,021‌

1,175,000

Southern

Co

Gas

Capital

Corp

3.950

10/01/46

881,949‌

4,900,000

Southwestern

Public

Service

Co

3.400

08/15/46

3,314,463‌

550,000

(c)

Superior

Plus

LP

4.500

03/15/29

504,721‌

2,815,000

(c)

Talen

Energy

Supply

LLC

8.625

06/01/30

3,001,421‌

4,000,000

(c)

TerraForm

Power

Operating

LLC

4.750

01/15/30

3,646,004‌

1,465,009

(c)

UEP

Penonome

II

S.A.

6.500

10/01/38

1,229,022‌

4,600,000

Union

Electric

Co

5.450

03/15/53

4,424,433‌

1,025,000

Virginia

Electric

and

Power

Co

2.950

11/15/26

974,447‌

2,850,000

Virginia

Electric

and

Power

Co

5.700

08/15/53

2,833,965‌

5,000,000

Wisconsin

Power

and

Light

Co

4.950

04/01/33

4,837,784‌

1,000,000

Wisconsin

Power

and

Light

Co

4.100

10/15/44

783,830‌

470,000

Xcel

Energy,

Inc

4.800

09/15/41

408,387‌

TOTAL

UTILITIES

293,027,466‌

TOTAL

CORPORATE

BONDS

3,389,210,145‌

(Cost

$3,693,388,336)

GOVERNMENT

BONDS

-

49.3%

AGENCY

SECURITIES

-

0.1%

2,518,982

Canal

Barge

Co,

Inc

4.500

11/12/34

2,424,630‌

4,125,000

United

States

International

Development

Finance

Corp

3.520

09/20/32

3,923,457‌

TOTAL

AGENCY

SECURITIES

6,348,087‌

FOREIGN

GOVERNMENT

BONDS

-

2.0%

3,125,000

(c)

Angolan

Government

International

Bond

8.750

04/14/32

2,764,625‌

INR

140,000,000

Asian

Development

Bank

6.200

10/06/26

1,655,097‌

950,000

(c)

Bank

Gospodarstwa

Krajowego

6.250

10/31/28

982,809‌

1,105,000

(c)

Bank

Gospodarstwa

Krajowego

5.375

05/22/33

1,093,784‌

4,465,000

(c)

Banque

Ouest

Africaine

de

Developpement

4.700

10/22/31

3,899,999‌

EUR

2,100,000

(c)

Banque

Ouest

Africaine

de

Developpement

2.750

01/22/33

1,808,867‌

628,900

(c)

Barbados

Government

International

Bond

6.500

10/01/29

597,203‌

830,000

(c)

Brazil

Minas

SPE

via

State

of

Minas

Gerais

5.333

02/15/28

814,437‌

BRL

6,100,000

Brazil

Notas

do

Tesouro

Nacional

Serie

F

10.000

01/01/29

1,015,146‌

1,705,000

Brazilian

Government

International

Bond

6.000

10/20/33

1,638,513‌

2,000,000

Brazilian

Government

International

Bond

4.750

01/14/50

1,432,201‌

1,500,000

Brazilian

Government

International

Bond

7.125

05/13/54

1,449,402‌

5,950,000

Chile

Government

International

Bond

2.550

01/27/32

4,989,955‌

990,000

Chile

Government

International

Bond

3.100

05/07/41

723,293‌

Nuveen

Core

Bond

Fund

June

30,

2024

182

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FOREIGN

GOVERNMENT

BONDS—continued

$

2,525,000

Colombia

Government

International

Bond

3.250

%

04/22/32

$

1,931,577‌

1,350,000

Colombia

Government

International

Bond

8.000

11/14/35

1,387,885‌

1,300,000

Colombia

Government

International

Bond

5.000

06/15/45

911,281‌

3,460,000

(c)

Costa

Rica

Government

International

Bond

5.625

04/30/43

3,107,185‌

1,295,000

(c)

Dominican

Republic

Government

International

Bond

5.500

02/22/29

1,249,251‌

DOP

120,000,000

(c)

Dominican

Republic

Government

International

Bond

12.000

03/05/32

2,203,132‌

3,850,000

(c)

Dominican

Republic

Government

International

Bond

5.875

01/30/60

3,263,577‌

990,000

(c)

Dominican

Republic

International

Bond

5.300

01/21/41

838,956‌

857,325

(c)

Ecuador

Government

International

Bond

(Step

Bond)

5.000

07/31/30

541,956‌

956,102

(c)

Ecuador

Government

International

Bond

(Step

Bond)

1.000

07/31/35

474,374‌

1,150,000

(c)

Egypt

Government

International

Bond

7.600

03/01/29

1,041,612‌

EUR

3,000,000

(c)

Egypt

Government

International

Bond

5.625

04/16/30

2,564,903‌

1,500,000

(c)

Egypt

Government

International

Bond

7.053

01/15/32

1,197,849‌

1,050,000

(c)

Egypt

Government

International

Bond

8.500

01/31/47

778,470‌

1,875,000

(c)

Egypt

Government

International

Bond

8.875

05/29/50

1,424,812‌

395,000

European

Investment

Bank

4.875

02/15/36

407,501‌

4,400,000

(c)

Export-Import

Bank

of

India

3.875

02/01/28

4,210,404‌

1,900,000

(c)

Export-Import

Bank

of

India

2.250

01/13/31

1,575,851‌

2,200,000

Export-Import

Bank

of

Korea

0.750

09/21/25

2,084,713‌

3,200,000

Export-Import

Bank

of

Korea

1.250

09/21/30

2,584,550‌

950,000

(c)

Ghana

Government

International

Bond

8.125

03/26/32

486,875‌

1,500,000

(c)

Ghana

Government

International

Bond

8.627

06/16/49

753,750‌

525,000

(c)

Guatemala

Government

Bond

3.700

10/07/33

428,128‌

500,000

(c)

Guatemala

Government

Bond

6.125

06/01/50

453,977‌

1,350,000

(c)

Honduras

Government

International

Bond

6.250

01/19/27

1,278,180‌

1,100,000

(c)

Honduras

Government

International

Bond

5.625

06/24/30

936,375‌

2,875,000

(c)

Hong

Kong

Government

International

Bond

4.625

01/11/33

2,914,071‌

710,000

(c)

Hungary

Government

International

Bond

6.125

05/22/28

722,780‌

875,000

(c)

Hungary

Government

International

Bond

5.250

06/16/29

858,820‌

HUF

300,000,000

Hungary

Government

International

Bond

3.000

08/21/30

664,112‌

575,000

(c)

Hungary

Government

International

Bond

2.125

09/22/31

454,969‌

1,000,000

(c)

Hungary

Government

International

Bond

5.500

03/26/36

960,550‌

500,000

Indonesia

Government

International

Bond

3.550

03/31/32

448,243‌

IDR

28,000,000,000

Indonesia

Treasury

Bond

7.000

09/15/30

1,708,094‌

1,165,000

(c)

Iraq

Government

International

Bond

5.800

01/15/28

1,087,639‌

1,750,000

Israel

Government

International

Bond

5.375

03/12/29

1,716,764‌

EUR

125,000

(c)

Ivory

Coast

Government

International

Bond

4.875

01/30/32

111,948‌

770,000

(c)

Ivory

Coast

Government

International

Bond

6.125

06/15/33

682,605‌

2,850,000

(c)

Ivory

Coast

Government

International

Bond

8.250

01/30/37

2,760,795‌

939,654

(c)

Ivory

Coast

Government

International

Bond

(Step

Bond)

5.750

12/31/32

873,690‌

710,000

Jamaica

Government

International

Bond

6.750

04/28/28

723,490‌

3,050,000

Jamaica

Government

International

Bond

7.875

07/28/45

3,566,853‌

1,000,000

(c)

Jordan

Government

International

Bond

7.500

01/13/29

978,750‌

2,060,000

(c)

Jordan

Government

International

Bond

5.850

07/07/30

1,841,566‌

1,375,000

(c)

Kenya

Government

International

Bond

7.000

05/22/27

1,307,466‌

1,000,000

(c)

Kenya

Government

International

Bond

8.000

05/22/32

868,650‌

2,000,000

(c)

Kommunalbanken

AS.

1.125

06/14/30

1,639,194‌

3,175,000

(c)

Korea

Electric

Power

Corp

1.125

06/15/25

3,047,770‌

3,000,000

(c)

Korea

Hydro

&

Nuclear

Power

Co

Ltd

1.250

04/27/26

2,789,772‌

445,000

(c)

Magyar

Export-Import

Bank

Zrt

6.125

12/04/27

446,287‌

MYR

7,600,000

Malaysia

Government

Bond

3.828

07/05/34

1,604,602‌

MXN

27,200,000

Mexican

Bonos

5.750

03/05/26

1,374,020‌

MXN

24,500,000

Mexican

Bonos

8.500

11/18/38

1,186,459‌

825,000

Mexico

Government

International

Bond

5.400

02/09/28

821,810‌

900,000

Mexico

Government

International

Bond

3.250

04/16/30

791,469‌

1,800,000

Mexico

Government

International

Bond

3.500

02/12/34

1,462,379‌

3,424,000

Mexico

Government

International

Bond

6.050

01/11/40

3,306,745‌

5,850,000

Mexico

Government

International

Bond

4.280

08/14/41

4,528,037‌

2,025,000

Mexico

Government

International

Bond

4.750

03/08/44

1,621,994‌

3,000,000

Mexico

Government

International

Bond

6.400

05/07/54

2,857,113‌

1,710,000

(c)

Mongolia

Government

International

Bond

4.450

07/07/31

1,437,255‌

183

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FOREIGN

GOVERNMENT

BONDS—continued

$

1,760,000

(c)

Morocco

Government

International

Bond

3.000

%

12/15/32

$

1,414,662‌

2,825,000

(c)

Morocco

Government

International

Bond

5.500

12/11/42

2,488,472‌

525,000

(c)

Morocco

Government

International

Bond

4.000

12/15/50

360,373‌

2,500,000

(c)

Namibia

Government

International

Bond

5.250

10/29/25

2,456,048‌

2,025,000

(c)

Nigeria

Government

International

Bond

8.375

03/24/29

1,898,377‌

345,000

(c)

Nigeria

Government

International

Bond

7.875

02/16/32

297,770‌

2,325,000

(c)

Nigeria

Government

International

Bond

7.375

09/28/33

1,898,144‌

2,090,000

(c)

Oman

Government

International

Bond

6.000

08/01/29

2,118,957‌

1,500,000

(c)

Oman

Government

International

Bond

6.250

01/25/31

1,543,125‌

3,125,000

(c)

OPEC

Fund

for

International

Development

4.500

01/26/26

3,083,646‌

2,645,000

Panama

Bonos

del

Tesoro

3.362

06/30/31

2,109,387‌

3,175,000

Panama

Government

International

Bond

6.700

01/26/36

3,076,983‌

1,500,000

Panama

Government

International

Bond

4.500

04/01/56

968,887‌

475,000

(c)

Paraguay

Government

International

Bond

4.700

03/27/27

463,171‌

2,200,000

(c)

Paraguay

Government

International

Bond

6.100

08/11/44

2,122,251‌

1,275,000

(c)

Paraguay

Government

International

Bond

5.400

03/30/50

1,112,225‌

1,435,000

(c)

Perusahaan

Penerbit

SBSN

Indonesia

III

2.550

06/09/31

1,209,204‌

1,200,000

(c)

Perusahaan

Penerbit

SBSN

Indonesia

III

4.700

06/06/32

1,155,473‌

1,315,000

Peruvian

Government

International

Bond

3.000

01/15/34

1,065,226‌

1,320,000

Philippine

Government

International

Bond

4.200

03/29/47

1,100,550‌

620,000

Province

of

Quebec

Canada

7.500

09/15/29

699,583‌

5,000,000

Republic

of

Italy

Government

International

Bond

4.000

10/17/49

3,714,800‌

1,000,000

(c)

Republic

of

Kenya

Government

International

Bond

9.750

02/16/31

958,650‌

1,490,000

(c)

Republic

of

Kenya

Government

International

Bond

6.300

01/23/34

1,111,754‌

PLN

6,600,000

Republic

of

Poland

Government

International

Bond

6.000

10/25/33

1,679,556‌

2,000,000

Republic

of

Poland

Government

International

Bond

5.125

09/18/34

1,967,150‌

2,098,000

Republic

of

Poland

Government

International

Bond

5.500

04/04/53

2,056,470‌

2,000,000

Republic

of

South

Africa

Government

International

Bond

5.875

09/16/25

1,991,150‌

ZAR

22,300,000

Republic

of

South

Africa

Government

International

Bond

7.000

02/28/31

1,027,133‌

ZAR

23,400,000

Republic

of

South

Africa

Government

International

Bond

8.750

01/31/44

955,292‌

2,895,000

Republic

of

South

Africa

Government

International

Bond

5.375

07/24/44

2,183,293‌

UZS

7,970,000,000

(c)

Republic

of

Uzbekistan

International

Bond

16.625

05/29/27

634,672‌

1,490,000

(c)

Republic

of

Uzbekistan

International

Bond

7.850

10/12/28

1,537,099‌

1,960,000

(c)

Republic

of

Uzbekistan

International

Bond

5.375

02/20/29

1,827,465‌

1,180,000

(c),(h)

Romanian

Government

International

Bond

5.875

01/30/29

1,172,448‌

2,000,000

(c)

Romanian

Government

International

Bond

3.000

02/14/31

1,658,120‌

1,425,000

(c)

Romanian

Government

International

Bond

4.000

02/14/51

981,113‌

3,825,000

(c)

Rwanda

International

Government

Bond

5.500

08/09/31

3,065,891‌

1,825,000

(c)

Saudi

Government

International

Bond

4.500

04/17/30

1,765,651‌

1,650,000

(c)

Saudi

Government

International

Bond

5.000

01/16/34

1,620,465‌

2,810,000

(c)

Saudi

Government

International

Bond

3.750

01/21/55

1,987,738‌

1,700,000

(c)

Senegal

Government

International

Bond

6.250

05/23/33

1,422,924‌

1,825,000

(c)

Serbia

Government

International

Bond

2.125

12/01/30

1,456,496‌

1,810,000

(c)

Serbia

Government

International

Bond

6.500

09/26/33

1,834,381‌

1,525,000

(c)

Serbia

International

Bond

6.000

06/12/34

1,501,265‌

3,425,000

(c)

Southern

Gas

Corridor

CJSC

6.875

03/24/26

3,441,885‌

1,110,000

State

of

Israel

3.800

05/13/60

717,204‌

1,750,000

Turkey

Government

International

Bond

6.000

01/14/41

1,452,500‌

2,125,000

(d)

Turkiye

Government

International

Bond

7.625

05/15/34

2,138,281‌

1,225,000

(c)

Ukraine

Government

International

Bond

9.750

11/01/30

387,713‌

673,572

(c)

Zambia

Government

International

Bond

5.750

06/30/33

589,999‌

556,713

(c)

Zambia

Government

International

Bond

0.500

12/31/53

271,398‌

TOTAL

FOREIGN

GOVERNMENT

BONDS

198,901,686‌

MORTGAGE

BACKED

-

23.3%

4,335,000

(a),(c)

Angel

Oak

Mortgage

Trust

2.837

11/25/66

3,008,041‌

4,804,862

(a),(c)

Bayview

MSR

Opportunity

Master

Fund

Trust

3.000

10/25/51

3,933,084‌

72,095,067

(a),(c)

Citigroup

Mortgage

Loan

Trust

0.155

02/25/52

603,212‌

Nuveen

Core

Bond

Fund

June

30,

2024

184

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

8,079,029

(a),(c)

Citigroup

Mortgage

Loan

Trust

0.250

%

02/25/52

$

112,505‌

5,425,000

(a),(c)

Connecticut

Avenue

Securities

Trust

SOFR30A

+

1.900%

7.235

12/25/41

5,494,936‌

4,130,000

(a),(c)

Connecticut

Avenue

Securities

Trust

SOFR30A

+

4.500%

9.835

01/25/42

4,353,279‌

13,155,000

(a),(c)

Connecticut

Avenue

Securities

Trust

SOFR30A

+

3.100%

8.435

03/25/42

13,719,447‌

19,660,000

(a),(c)

Connecticut

Avenue

Securities

Trust

SOFR30A

+

4.650%

9.985

06/25/42

21,336,672‌

3,235,000

(a),(c)

Connecticut

Avenue

Securities

Trust

SOFR30A

+

3.350%

8.685

01/25/43

3,423,007‌

3,395,000

(a),(c)

Connecticut

Avenue

Securities

Trust

SOFR30A

+

3.100%

8.435

06/25/43

3,592,684‌

860,000

(a),(c)

Connecticut

Avenue

Securities

Trust

SOFR30A

+

6.850%

12.185

06/25/43

966,059‌

4,015,000

(a),(c)

Connecticut

Avenue

Securities

Trust

SOFR30A

+

3.900%

9.188

07/25/43

4,268,483‌

4,710,000

(a),(c)

Connecticut

Avenue

Securities

Trust

SOFR30A

+

3.550%

8.885

10/25/43

4,931,921‌

1,751,364

(a)

Federal

Home

Loan

Mortgage

Corp

(FHLMC)

SOFR30A

+

5.806%

0.472

03/15/44

137,382‌

7,980,367

FHLMC

3.500

01/15/47

6,940,573‌

1,589,237

FHLMC

4.000

10/15/47

1,458,801‌

1,024,132

FHLMC

4.000

11/15/47

934,192‌

8,010,122

FHLMC

4.000

01/15/48

7,434,823‌

7,887,057

FHLMC

4.000

03/15/48

7,208,772‌

2,323,120

FHLMC

4.000

04/15/48

2,149,300‌

4,454,150

FHLMC

4.000

04/15/48

4,049,789‌

2,792,106

(a)

FHLMC

SOFR30A

+

9.737%

1.204

06/15/48

2,455,981‌

2,969,394

(a)

FHLMC

SOFR30A

+

9.657%

1.124

10/15/48

2,446,455‌

3,250,178

FHLMC

2.000

09/25/50

420,213‌

11,953,953

FHLMC

3.000

09/25/50

8,515,295‌

6,120,601

FHLMC

3.000

10/25/50

4,235,328‌

21,165,965

FHLMC

2.500

02/25/51

3,528,316‌

7,841,231

FHLMC

2.500

05/25/51

4,754,676‌

5,230,838

FHLMC

3.000

09/01/51

4,577,280‌

9,018,507

FHLMC

2.500

11/01/51

7,397,445‌

21,658,807

FHLMC

3.000

11/01/51

18,840,227‌

3,966,037

FHLMC

3.000

11/01/51

3,432,264‌

2,035,038

FHLMC

3.000

11/01/51

1,781,732‌

3,173,466

FHLMC

3.000

11/01/51

2,760,481‌

6,311,419

FHLMC

3.000

02/01/52

5,376,164‌

8,572,709

FHLMC

3.000

03/01/52

7,300,956‌

12,057,268

FHLMC

2.500

04/01/52

9,898,286‌

5,643,360

FHLMC

3.000

04/01/52

4,864,888‌

12,078,683

FHLMC

4.000

04/01/52

11,072,798‌

8,735,743

FHLMC

3.000

06/01/52

7,439,114‌

3,365,543

FHLMC

3.000

06/01/52

2,880,103‌

871,799

FHLMC

3.500

06/01/52

774,189‌

23,374,507

FHLMC

4.500

06/01/52

22,067,234‌

23,025,124

FHLMC

4.500

07/01/52

21,737,384‌

3,076,702

FHLMC

4.000

08/25/52

2,471,440‌

1,457,399

FHLMC

3.000

10/01/52

1,240,559‌

5,473,779

FHLMC

4.500

10/25/52

4,918,283‌

6,673,239

FHLMC

5.500

11/25/52

6,484,247‌

4,894,446

FHLMC

3.500

12/01/52

4,334,019‌

3,507,463

FHLMC

5.500

02/25/53

3,425,266‌

30,290,871

FHLMC

5.500

08/01/53

29,913,562‌

187

Federal

Home

Loan

Mortgage

Corp

Gold

(FGLMC)

8.000

01/01/31

186‌

5,271

FGLMC

8.000

09/01/31

5,375‌

51,925

FGLMC

7.000

12/01/31

53,456‌

28,289

FGLMC

4.500

07/01/33

27,413‌

192,558

FGLMC

7.000

12/01/33

198,236‌

67,262

FGLMC

4.500

04/01/35

65,202‌

51,524

FGLMC

7.000

05/01/35

53,079‌

1,148,405

FGLMC

5.000

06/01/36

1,135,450‌

47,110

FGLMC

5.000

07/01/39

46,645‌

1,020,495

FGLMC

5.000

08/01/44

1,010,855‌

56,343

FGLMC

4.500

11/01/44

54,251‌

102,166

FGLMC

4.500

11/01/44

98,373‌

55,425

FGLMC

4.500

12/01/44

53,428‌

185

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

59,526

FGLMC

4.500

%

12/01/44

$

57,316‌

494,864

FGLMC

3.500

04/01/45

450,341‌

9,943,618

FGLMC

3.500

08/01/45

9,067,270‌

10,651,068

FGLMC

3.500

10/01/45

9,665,779‌

3,532,188

FGLMC

4.500

06/01/47

3,404,820‌

2,528,218

FGLMC

4.000

09/01/47

2,360,670‌

3,217,734

FGLMC

3.500

12/01/47

2,916,266‌

7,458,462

FGLMC

4.500

08/01/48

7,178,718‌

51

Federal

National

Mortgage

Association

(FNMA)

7.500

01/01/29

51‌

498

FNMA

7.500

03/01/31

511‌

602,936

FNMA

3.500

05/01/32

581,240‌

409,675

FNMA

5.000

05/01/35

404,107‌

321,721

FNMA

5.000

10/01/35

317,591‌

168,354

FNMA

5.000

02/01/36

166,279‌

248,953

FNMA

5.500

11/01/38

249,867‌

2,624,439

FNMA

3.000

10/01/39

2,362,121‌

1,244,380

FNMA

3.000

05/01/40

1,111,752‌

243,864

FNMA

5.000

09/01/40

241,142‌

165,660

FNMA

4.000

02/01/41

156,333‌

328,687

FNMA

5.000

05/01/41

324,612‌

4,460,834

FNMA

4.000

09/01/42

4,182,202‌

574,021

FNMA

3.500

04/01/43

521,852‌

500,031

FNMA

3.500

09/01/43

456,315‌

2,132,804

(a)

FNMA

SOFR30A

+

5.836%

0.500

09/25/43

226,528‌

1,606,766

FNMA

4.500

03/01/44

1,559,453‌

32,834,823

FNMA

4.000

05/01/44

30,945,196‌

475,150

FNMA

4.500

06/01/44

456,914‌

1,897,890

FNMA

4.500

06/01/44

1,825,060‌

1,065,158

FNMA

4.500

08/01/44

1,024,284‌

1,579,428

FNMA

4.500

10/01/44

1,518,813‌

1,080,554

FNMA

4.500

11/01/44

1,039,086‌

969,815

FNMA

5.000

11/01/44

959,006‌

293,715

FNMA

4.500

12/01/44

282,443‌

1,065,320

FNMA

4.000

01/01/45

998,773‌

1,190,059

FNMA

3.500

05/01/45

1,083,772‌

2,769,778

FNMA

3.000

07/25/45

2,410,849‌

2,439,954

FNMA

3.500

01/01/46

2,211,393‌

1,021,692

FNMA

4.000

04/01/46

957,836‌

1,798,594

FNMA

3.500

06/01/46

1,628,243‌

3,992,599

FNMA

3.500

07/01/46

3,614,864‌

8,230,118

FNMA

3.500

07/01/46

7,490,273‌

1,372,404

FNMA

3.000

10/01/46

1,172,239‌

1,116,686

FNMA

3.500

10/01/46

1,010,685‌

1,933,325

FNMA

4.500

05/01/47

1,878,003‌

634,361

FNMA

3.000

11/01/47

541,833‌

4,181,695

FNMA

3.500

11/01/47

3,794,059‌

5,659,040

FNMA

3.500

01/01/48

5,122,050‌

2,244,957

FNMA

4.500

01/01/48

2,157,481‌

854,292

FNMA

4.500

02/01/48

821,180‌

5,474,840

FNMA

3.500

02/25/48

4,697,652‌

1,472,653

FNMA

4.500

05/01/48

1,414,660‌

1,054,140

FNMA

4.500

05/01/48

1,012,411‌

3,983,776

FNMA

4.000

07/25/48

3,641,878‌

219,709

FNMA

3.000

06/01/49

185,884‌

2,379,487

FNMA

4.500

06/01/49

2,277,144‌

14,874,214

FNMA

3.000

07/01/50

12,895,294‌

6,262,582

FNMA

2.000

08/25/50

805,687‌

8,456,096

FNMA

2.000

10/25/50

5,533,723‌

17,445,110

FNMA

2.500

11/25/50

2,439,692‌

8,781,887

FNMA

3.000

12/25/50

1,509,575‌

6,012,274

FNMA

3.000

02/25/51

1,009,327‌

Nuveen

Core

Bond

Fund

June

30,

2024

186

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

5,069,485

FNMA

3.500

%

08/01/51

$

4,541,615‌

4,266,101

FNMA

3.000

09/01/51

3,693,716‌

9,703,530

FNMA

2.500

11/01/51

7,950,754‌

9,849,961

FNMA

2.500

11/25/51

1,210,611‌

27,438,304

FNMA

2.500

12/01/51

22,596,060‌

1,026,830

FNMA

2.500

02/01/52

848,286‌

23,043,313

FNMA

2.500

02/01/52

19,073,367‌

15,086,044

FNMA

3.000

02/01/52

12,852,369‌

9,860,087

FNMA

3.500

02/01/52

8,813,545‌

37,635,092

FNMA

3.000

04/01/52

32,397,346‌

14,399,798

FNMA

3.000

04/01/52

12,343,030‌

4,672,183

FNMA

3.000

04/01/52

3,979,717‌

7,296,965

FNMA

3.000

05/01/52

6,275,268‌

25,174,264

FNMA

3.500

05/01/52

22,449,546‌

5,709,366

FNMA

3.500

05/01/52

5,056,925‌

35,971,547

FNMA

4.000

05/01/52

32,973,443‌

3,235,893

FNMA

4.000

05/25/52

2,511,929‌

787,462

FNMA

3.000

06/01/52

670,696‌

18,625,482

FNMA

3.500

06/01/52

16,568,417‌

17,269,443

FNMA

3.500

06/01/52

15,296,153‌

48,006,190

FNMA

4.000

06/01/52

43,962,149‌

11,192,087

FNMA

4.500

06/01/52

10,566,635‌

6,048,293

FNMA

3.000

07/01/52

5,150,975‌

72,411,023

FNMA

4.000

07/01/52

66,267,235‌

75,575,662

FNMA

4.000

07/01/52

69,197,608‌

10,719,183

FNMA

4.500

07/01/52

10,120,146‌

4,382,854

FNMA

4.500

07/01/52

4,137,905‌

47,816,248

FNMA

4.500

07/01/52

45,084,817‌

8,607,455

FNMA

4.500

07/25/52

8,106,240‌

54,275,166

FNMA

5.000

08/01/52

52,584,836‌

4,904,563

FNMA

4.500

08/25/52

4,047,194‌

73,386,894

FNMA

4.000

09/01/52

67,229,786‌

154,421,174

FNMA

4.500

09/01/52

145,699,361‌

39,972,181

FNMA

5.000

09/01/52

38,713,910‌

3,706,675

FNMA

4.000

09/25/52

3,033,480‌

4,400,668

FNMA

4.000

09/25/52

3,781,759‌

30,212,346

FNMA

4.000

10/01/52

27,648,899‌

49,321,895

FNMA

4.500

10/01/52

46,565,452‌

39,166,350

FNMA

5.000

10/01/52

37,920,344‌

3,569,856

FNMA

4.500

10/25/52

3,193,734‌

4,072,881

FNMA

4.500

10/25/52

3,776,057‌

8,585,446

FNMA

4.000

11/01/52

7,861,274‌

58,680,622

FNMA

4.500

11/01/52

55,348,973‌

6,582,075

FNMA

5.500

11/25/52

6,317,027‌

11,607,438

FNMA

5.500

12/01/52

11,453,773‌

3,470,592

FNMA

5.000

01/01/53

3,359,019‌

32,979,030

FNMA

5.000

02/01/53

31,905,214‌

23,751,122

FNMA

5.500

02/01/53

23,442,518‌

30,227,012

FNMA

5.000

04/01/53

29,238,120‌

7,491,549

FNMA

5.000

06/01/53

7,304,434‌

35,511,167

FNMA

5.500

06/01/53

35,038,822‌

24,911,926

FNMA

5.000

08/01/53

24,085,994‌

93,818,239

FNMA

5.500

10/01/53

92,542,408‌

45,184,297

FNMA

6.000

01/01/54

45,318,573‌

21,614

Government

National

Mortgage

Association

(GNMA)

6.500

11/20/38

22,443‌

187,073

GNMA

5.000

06/15/39

186,260‌

15,013,038

GNMA

5.000

01/20/40

3,265,183‌

6,953,736

GNMA

4.500

03/20/40

1,255,155‌

11,235,224

GNMA

5.000

03/20/40

2,280,608‌

9,820,064

GNMA

2.500

12/20/43

8,538,331‌

2,968,581

GNMA

3.000

03/20/45

2,584,650‌

187

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

779,414

GNMA

4.500

%

12/20/45

$

771,744‌

1,332,962

GNMA

4.000

06/20/46

161,300‌

3,986,645

GNMA

5.000

09/20/46

759,334‌

5,683,645

(a)

GNMA

TSFR1M

+

5.986%

0.647

03/20/50

704,879‌

4,443,978

GNMA

3.000

06/20/51

3,877,544‌

12,783,700

GNMA

3.000

11/20/51

8,909,440‌

17,170,280

GNMA

3.000

12/20/51

11,640,931‌

15,473,486

GNMA

3.000

01/20/52

10,708,749‌

5,762,100

GNMA

2.500

02/20/52

4,699,766‌

14,422,057

GNMA

3.000

02/20/52

9,584,664‌

9,840,423

GNMA

4.000

04/20/52

8,148,461‌

11,366,004

GNMA

5.000

04/20/52

2,173,424‌

5,120,561

GNMA

2.500

05/20/52

4,304,342‌

5,701,673

GNMA

3.000

05/20/52

4,967,331‌

59,102,594

GNMA

3.500

07/20/52

53,064,493‌

5,289,768

GNMA

4.000

07/20/52

4,186,812‌

9,879,311

GNMA

4.000

08/20/52

9,129,278‌

27,380,467

GNMA

4.500

08/20/52

26,095,402‌

47,503,278

GNMA

4.000

09/20/52

43,896,826‌

8,298,544

GNMA

4.500

09/20/52

7,468,750‌

7,237,071

GNMA

4.500

09/20/52

6,525,471‌

6,025,484

GNMA

4.500

09/20/52

5,485,182‌

4,392,004

GNMA

4.500

09/20/52

3,772,699‌

9,765,622

GNMA

5.000

11/20/52

9,523,292‌

5,064,392

GNMA

4.500

02/20/53

4,402,282‌

4,443,504

GNMA

5.500

02/20/53

4,287,227‌

11,115,408

(a)

GNMA

SOFR30A

+

6.950%

1.617

05/20/53

1,173,457‌

8,721,931

(a)

GNMA

SOFR30A

+

23.205%

2.406

08/20/53

8,509,453‌

6,304,992

(a)

GNMA

SOFR30A

+

25.350%

4.551

08/20/53

6,550,159‌

82,143,131

(a),(c)

GS

Mortgage-Backed

Securities

Trust

0.148

08/25/51

645,259‌

12,403,472

(a),(c)

GS

Mortgage-Backed

Securities

Trust

2.500

11/25/51

9,776,021‌

8,153,401

(a),(c)

GS

Mortgage-Backed

Securities

Trust

2.500

03/25/52

6,398,169‌

7,852,461

(a),(c)

GS

Mortgage-Backed

Securities

Trust

2.500

05/01/52

6,723,677‌

2,663,577

(a),(c)

GS

Mortgage-Backed

Securities

Trust

2.830

05/28/52

2,109,807‌

7,832,044

(a),(c)

GS

Mortgage-Backed

Securities

Trust

3.000

08/26/52

6,411,024‌

67,817

(a)

Impac

CMB

Trust

TSFR1M

+

0.774%

6.120

03/25/35

60,516‌

1,088,084

(a),(c)

JP

Morgan

Mortgage

Trust

3.500

05/25/47

949,606‌

718,970

(a),(c)

JP

Morgan

Mortgage

Trust

3.500

10/25/48

617,435‌

123,731

(a),(c)

JP

Morgan

Mortgage

Trust

4.000

01/25/49

111,927‌

23,166,308

(a),(c)

JP

Morgan

Mortgage

Trust

0.122

06/25/51

150,440‌

40,748,395

(a),(c)

JP

Morgan

Mortgage

Trust

0.110

11/25/51

237,547‌

3,673,261

(a),(c)

JP

Morgan

Mortgage

Trust

2.500

11/25/51

2,887,079‌

40,272,548

(a),(c)

JP

Morgan

Mortgage

Trust

0.119

12/25/51

253,777‌

3,852,157

(a),(c)

JP

Morgan

Mortgage

Trust

2.500

12/25/51

3,027,686‌

8,081,253

(a),(c)

JP

Morgan

Mortgage

Trust

2.500

01/25/52

6,351,636‌

9,382,094

(a),(c)

JP

Morgan

Mortgage

Trust

0.500

04/25/52

265,204‌

6,602,792

(a),(c)

JP

Morgan

Mortgage

Trust

3.344

04/25/52

5,409,218‌

4,229,707

(a),(c)

JP

Morgan

Mortgage

Trust

3.344

04/25/52

3,427,547‌

11,703,960

(a),(c)

JP

Morgan

Mortgage

Trust

2.500

06/25/52

9,184,377‌

79,963,983

(c)

JP

Morgan

Mortgage

Trust

0.224

07/25/52

911,150‌

12,256,101

(a),(c)

JP

Morgan

Mortgage

Trust

2.500

07/25/52

9,617,655‌

20,716,165

(a),(c)

JP

Morgan

Mortgage

Trust

3.250

07/25/52

17,436,707‌

13,157,475

(a),(c)

JP

Morgan

Mortgage

Trust

3.000

08/25/52

10,770,883‌

7,982,131

(a),(c)

JP

Morgan

Mortgage

Trust

3.000

10/25/52

6,534,278‌

5,112,501

(a),(c)

JP

Morgan

Mortgage

Trust

3.000

11/25/52

4,191,541‌

3,712,737

(a),(c)

JP

Morgan

Mortgage

Trust

5.000

06/25/53

3,527,607‌

3,297,264

(a),(c)

JP

Morgan

Mortgage

Trust

5.500

06/25/53

3,196,645‌

7,319,370

(a),(c)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

2.500

08/25/51

5,752,818‌

7,630,985

(a),(c)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

2.500

09/25/51

6,588,604‌

5,501,923

(a),(c)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

2.500

09/25/51

4,324,356‌

561,627

(a),(c)

New

Residential

Mortgage

Loan

Trust

2.797

09/25/59

521,645‌

Nuveen

Core

Bond

Fund

June

30,

2024

188

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

1,325,000

(a),(c)

NLT

Trust

2.569

%

08/25/56

$

910,734‌

5,075,147

(a),(c)

OBX

3.000

01/25/52

4,154,330‌

2,300,665

(a),(c)

RCKT

Mortgage

Trust

3.007

09/25/51

1,763,962‌

13,330,656

(a),(c)

RCKT

Mortgage

Trust

2.500

02/25/52

10,460,884‌

4,904,722

(a),(c)

RCKT

Mortgage

Trust

3.000

05/25/52

4,015,070‌

876,869

(a),(c)

RCKT

Mortgage

Trust

4.000

06/25/52

774,889‌

137,354

(a),(c)

Sequoia

Mortgage

Trust

4.000

06/25/49

124,697‌

1,238,666

(a),(c)

Sequoia

Mortgage

Trust

3.500

12/25/49

1,074,179‌

3,644,587

(a),(c)

Sequoia

Mortgage

Trust

2.500

06/25/51

2,891,831‌

7,010,000

(a),(c)

Structured

Agency

Credit

Risk

Debt

Note

(STACR)

SOFR30A

+

2.400%

7.735

02/25/42

7,192,557‌

2,890,000

(a),(c)

STACR

SOFR30A

+

4.750%

10.085

02/25/42

3,087,064‌

28,454,000

(a),(c)

STACR

SOFR30A

+

2.900%

8.235

04/25/42

29,606,865‌

6,555,000

(a),(c)

STACR

SOFR30A

+

5.650%

8.647

04/25/42

7,140,314‌

20,930,000

(a),(c)

STACR

SOFR30A

+

3.350%

8.685

05/25/42

22,000,863‌

31,450,000

(a),(c)

STACR

SOFR30A

+

4.500%

9.835

06/25/42

34,155,342‌

14,755,000

(a),(c)

STACR

SOFR30A

+

4.000%

9.335

07/25/42

15,777,406‌

13,150,000

(a),(c)

STACR

SOFR30A

+

3.700%

9.035

09/25/42

14,017,327‌

715,000

(a),(c)

STACR

SOFR30A

+

3.100%

8.444

03/25/43

755,325‌

360,000

(a),(c)

STACR

SOFR30A

+

3.250%

8.585

04/25/43

381,835‌

38,782

(a),(c)

STACR

3.791

02/25/48

36,522‌

98,323

(a),(c)

STACR

3.848

05/25/48

94,789‌

5,465,000

(a),(c)

STACR

SOFR30A

+

4.800%

10.135

10/25/50

6,259,784‌

1,225,000

(a),(c)

Verus

Securitization

Trust

3.207

11/25/59

1,134,184‌

492,120

(c)

Verus

Securitization

Trust

(Step

Bond)

1.733

05/25/65

462,905‌

4,813,799

(a),(c)

Wells

Fargo

Mortgage

Backed

Securities

Trust

3.000

08/25/51

3,946,647‌

4,540,091

(a),(c)

Wells

Fargo

Mortgage

Backed

Securities

Trust

3.312

08/25/51

3,703,060‌

TOTAL

MORTGAGE

BACKED

2,374,551,486‌

MUNICIPAL

BONDS

-

0.1%

550,000

City

&

County

of

San

Francisco

CA

Community

Facilities

District

4.038

09/01/34

497,812‌

3,400,000

New

Jersey

Economic

Development

Authority

7.425

02/15/29

3,623,637‌

4,075,000

New

York

State

Dormitory

Authority

4.294

07/01/44

3,603,403‌

810,000

Oklahoma

City

Economic

Development

Trust

3.440

09/01/24

807,350‌

33,000

State

Public

School

Building

Authority

5.000

09/15/27

32,916‌

TOTAL

MUNICIPAL

BONDS

8,565,118‌

U.S.

TREASURY

SECURITIES

-

23.8%

1,900,000

United

States

Treasury

Bond

4.750

02/15/37

1,971,992‌

10,875,000

United

States

Treasury

Bond

3.500

02/15/39

9,785,376‌

16,015,000

United

States

Treasury

Bond

3.875

08/15/40

14,852,036‌

12,000,000

United

States

Treasury

Bond

3.125

11/15/41

9,886,406‌

1,380,000

United

States

Treasury

Bond

2.500

05/15/46

969,773‌

10,450,000

United

States

Treasury

Bond

3.000

05/15/47

7,993,434‌

1,255,000

United

States

Treasury

Bond

2.750

08/15/47

914,189‌

42,835,000

United

States

Treasury

Bond

2.750

11/15/47

31,142,384‌

55,445,000

United

States

Treasury

Bond

3.000

02/15/48

42,188,014‌

510,000

United

States

Treasury

Bond

3.125

05/15/48

396,605‌

45,841,000

United

States

Treasury

Bond

3.375

11/15/48

37,229,697‌

29,936,000

United

States

Treasury

Note

3.875

04/30/25

29,613,837‌

3,170,000

United

States

Treasury

Note

4.750

07/31/25

3,158,732‌

36,030,000

United

States

Treasury

Note

5.000

09/30/25

36,014,518‌

13,385,000

United

States

Treasury

Note

5.000

10/31/25

13,386,569‌

15,000,000

United

States

Treasury

Note

4.250

01/31/26

14,855,859‌

3,300,000

United

States

Treasury

Note

4.625

02/28/26

3,288,141‌

3,175,000

United

States

Treasury

Note

4.500

03/31/26

3,158,381‌

137,275,000

United

States

Treasury

Note

4.875

04/30/26

137,478,768‌

62,802,000

United

States

Treasury

Note

3.625

05/15/26

61,521,428‌

650,000

United

States

Treasury

Note

4.875

05/31/26

651,320‌

8,150,000

United

States

Treasury

Note

0.875

09/30/26

7,500,865‌

30,000,000

United

States

Treasury

Note

4.625

10/15/26

29,973,047‌

18,000,000

United

States

Treasury

Note

4.625

11/15/26

17,991,562‌

7,860,000

United

States

Treasury

Note

4.375

12/15/26

7,814,866‌

189

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

U.S.

TREASURY

SECURITIES—continued

$

73,070,000

United

States

Treasury

Note

1.250

%

12/31/26

$

67,358,552‌

400,000

United

States

Treasury

Note

4.000

01/15/27

394,187‌

950,000

United

States

Treasury

Note

4.500

04/15/27

948,590‌

10,000,000

United

States

Treasury

Note

4.500

05/15/27

9,986,719‌

97,990,000

United

States

Treasury

Note

3.500

04/30/28

94,782,358‌

200,000

United

States

Treasury

Note

1.000

07/31/28

174,695‌

92,647,000

United

States

Treasury

Note

4.500

05/31/29

93,276,711‌

4,090,000

United

States

Treasury

Note

3.250

06/30/29

3,885,660‌

5,510,000

United

States

Treasury

Note

4.000

10/31/29

5,416,804‌

1,356,000

United

States

Treasury

Note

3.500

04/30/30

1,296,463‌

96,346,500

United

States

Treasury

Note

4.000

07/31/30

94,509,895‌

40,000,000

United

States

Treasury

Note

4.125

08/31/30

39,490,625‌

7,750,000

United

States

Treasury

Note

4.625

09/30/30

7,858,984‌

63,100,000

United

States

Treasury

Note

4.000

01/31/31

61,830,605‌

30,000,000

United

States

Treasury

Note

4.250

02/28/31

29,823,047‌

49,550,000

United

States

Treasury

Note

4.125

03/31/31

48,897,721‌

11,000,000

United

States

Treasury

Note

4.625

04/30/31

11,177,031‌

7,775,000

United

States

Treasury

Note

1.250

08/15/31

6,309,898‌

153,940,000

United

States

Treasury

Note

3.375

05/15/33

142,665,097‌

87,974,000

United

States

Treasury

Note

4.375

05/15/34

88,001,492‌

2,850,000

United

States

Treasury

Note

1.875

02/15/41

1,950,135‌

33,830,000

United

States

Treasury

Note

2.000

11/15/41

23,240,946‌

370,024,100

United

States

Treasury

Note

2.375

02/15/42

269,365,982‌

4,115,000

United

States

Treasury

Note

3.250

05/15/42

3,421,880‌

10,000,000

United

States

Treasury

Note

4.000

11/15/42

9,215,625‌

209,174,000

United

States

Treasury

Note

3.875

02/15/43

189,073,686‌

8,670,000

United

States

Treasury

Note

3.875

05/15/43

7,822,643‌

20,990,000

United

States

Treasury

Note

4.375

08/15/43

20,260,270‌

54,460,000

United

States

Treasury

Note

4.750

11/15/43

55,183,297‌

104,475,000

United

States

Treasury

Note

4.500

02/15/44

102,483,445‌

37,810,000

(d)

United

States

Treasury

Note

4.625

05/15/44

37,739,106‌

217,477,000

United

States

Treasury

Note

2.250

02/15/52

138,539,645‌

86,704,000

United

States

Treasury

Note

3.625

02/15/53

73,759,363‌

137,078,000

United

States

Treasury

Note

4.250

02/15/54

130,523,958‌

33,500,000

United

States

Treasury

Note

4.625

05/15/54

33,965,859‌

TOTAL

U.S.

TREASURY

SECURITIES

2,428,368,773‌

TOTAL

GOVERNMENT

BONDS

5,016,735,150‌

(Cost

$5,369,963,621)

STRUCTURED

ASSETS

-

13.8%

ASSET

BACKED

-

4.5%

4,000,000

(a),(c)

AGL

CLO

19

Ltd

TSFR3M

+

2.750%

8.075

07/21/35

4,013,252‌

Series

-

2022

19A

(Class

B1)

1,000,000

(a),(c)

AGL

CLO

Ltd.

TSFR3M

+

2.600%

7.925

07/21/36

1,012,589‌

Series

-

2023

25A

(Class

B)

3,375,000

(a),(c)

AIMCO

CLO

16

Ltd

TSFR3M

+

1.912%

7.229

01/17/35

3,379,695‌

Series

-

2021

16A

(Class

B)

10,000,000

(a),(c)

AIMCO

CLO

Series

TSFR3M

+

1.312%

6.636

04/20/34

10,008,930‌

Series

-

2017

AA

(Class

AR)

10,000,000

(a),(c)

AIMCO

CLO

Series

TSFR3M

+

1.762%

7.086

04/20/34

10,006,320‌

Series

-

2017

AA

(Class

BR)

3,975,000

(c)

Alterna

Funding

III

LLC

6.260

05/16/39

3,981,074‌

Series

-

2024

1A

(Class

A)

1,000,000

AmeriCredit

Automobile

Receivables

Trust

2.130

03/18/26

987,992‌

Series

-

2020

2

(Class

D)

17,000,000

AmeriCredit

Automobile

Receivables

Trust

1.210

12/18/26

16,228,955‌

Series

-

2021

1

(Class

D)

2,000,000

(c)

AMSR

Trust

3.148

01/19/39

1,887,864‌

Series

-

2019

SFR1

(Class

C)

6,470,269

(c)

Apollo

aviation

securitization

2.798

01/15/47

5,785,769‌

Series

-

2021

2A

(Class

A)

Nuveen

Core

Bond

Fund

June

30,

2024

190

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ASSET

BACKED—continued

$

55,677

(c)

Asset

Backed

Funding

Corp

NIM

Trust

5.900

%

07/26/35

$

1‌

Series

-

2005

WMC1

(Class

N1)

1,181,200

(c)

Avis

Budget

Rental

Car

Funding

AESOP

LLC

2.020

02/20/27

1,121,317‌

Series

-

2020

2A

(Class

A)

6,800,000

(c)

Avis

Budget

Rental

Car

Funding

AESOP

LLC

1.630

08/20/27

6,267,883‌

Series

-

2021

1A

(Class

B)

3,100,000

(c)

Avis

Budget

Rental

Car

Funding

AESOP

LLC

2.130

08/20/27

2,857,147‌

Series

-

2021

1A

(Class

C)

1,000,000

(c)

Avis

Budget

Rental

Car

Funding

AESOP

LLC

1.660

02/20/28

914,872‌

Series

-

2021

2A

(Class

A)

4,500,000

(c)

BofA

Auto

Trust

5.310

06/17/30

4,526,039‌

Series

-

2024

1A

(Class

A4)

1,500,000

(a),(c)

Bonanza

RE

Ltd

3-Month

US

Treasury

Bill

+

4.910%

10.270

12/23/24

1,447,500‌

Series

-

2020

A

(Class

A)

610,137

(c)

BRE

Grand

Islander

Timeshare

Issuer

LLC

3.280

09/26/33

587,448‌

Series

-

2019

A

(Class

A)

10,000,000

(c)

Brex

Commercial

Charge

Card

Master

Trust

6.050

07/15/27

9,988,222‌

Series

-

2024

1

(Class

A1)

1,350,448

(c)

British

Airways

Pass

Through

Trust

3.800

09/20/31

1,269,076‌

Series

-

2018

1

(Class

AA)

5,360,461

(c)

Capital

Automotive

REIT

2.690

02/15/50

5,245,776‌

Series

-

2020

1A

(Class

A1)

3,818,940

(c)

Capital

Automotive

REIT

1.440

08/15/51

3,486,102‌

Series

-

2021

1A

(Class

A1)

8,338,750

(c)

Capital

Automotive

REIT

1.920

08/15/51

7,646,668‌

Series

-

2021

1A

(Class

A3)

1,440,000

Carmax

Auto

Owner

Trust

1.280

07/15/27

1,390,100‌

Series

-

2021

1

(Class

D)

5,737,750

(c)

Cars

Net

Lease

Mortgage

Notes

2.010

12/15/50

5,020,221‌

Series

-

2020

1A

(Class

A1)

11,666,205

(c)

Cars

Net

Lease

Mortgage

Notes

Series

3.100

12/15/50

10,519,272‌

Series

-

2020

1A

(Class

A3)

402,647

Carvana

Auto

Receivables

Trust

1.270

03/10/28

379,540‌

Series

-

2021

N2

(Class

D)

1,785,943

Carvana

Auto

Receivables

Trust

1.720

09/11/28

1,684,298‌

Series

-

2021

N4

(Class

C)

2,721,282

(c)

Carvana

Auto

Receivables

Trust

4.130

12/11/28

2,653,052‌

Series

-

2022

N1

(Class

D)

4,150,000

(a),(c)

Cayuga

Park

CLO

Ltd

TSFR3M

+

1.912%

1.000

07/17/34

4,158,673‌

Series

-

2020

1A

(Class

B1R)

168,386

(a)

C-BASS

Trust

TSFR1M

+

0.274%

3.530

07/25/36

161,680‌

Series

-

2006

CB6

(Class

A1)

8,817,685

(a),(c)

CBRE

Realty

Finance

LIBOR

3

M

+

0.300%

5.891

04/07/52

22,044‌

Series

-

2007

1A

(Class

A2)

5,855,000

(a),(c)

CIFC

Funding

Ltd

LIBOR

3

M

+

1.862%

7.186

10/20/34

5,860,896‌

Series

-

2020

2A

(Class

BR)

3,000,000

(a),(c)

CIFC

Funding

Ltd

TSFR3M

+

3.000%

8.325

10/22/35

3,016,080‌

Series

-

2022

7A

(Class

B1)

5,625,000

(a),(c)

CIFC

Funding

Ltd

TSFR3M

+

1.912%

7.240

07/15/36

5,631,412‌

Series

-

2020

1A

(Class

BR)

2,524

CIT

Group

Home

Equity

Loan

Trust

(Step

Bond)

6.200

02/25/30

2,497‌

Series

-

2002

1

(Class

AF6)

1,500,000

CNH

Equipment

Trust

5.580

09/17/29

1,504,123‌

Series

-

2024

B

(Class

A3)

11,450,000

(c)

Cologix

Data

Centers

US

Issuer

LLC

3.300

12/26/51

10,479,484‌

Series

-

2021

1A

(Class

A2)

1,071,563

(c)

DB

Master

Finance

LLC

4.352

05/20/49

1,014,728‌

Series

-

2019

1A

(Class

A23)

16,575,000

(c)

DB

Master

Finance

LLC

2.045

11/20/51

15,218,495‌

Series

-

2021

1A

(Class

A2I)

191

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ASSET

BACKED—continued

$

13,065,000

(c)

DB

Master

Finance

LLC

2.493

%

11/20/51

$

11,474,811‌

Series

-

2021

1A

(Class

A2II)

1,362,782

(c)

Diamond

Resorts

Owner

Trust

2.050

11/21/33

1,284,179‌

Series

-

2021

1A

(Class

B)

649,250

(c)

Domino's

Pizza

Master

Issuer

LLC

4.474

10/25/45

636,564‌

Series

-

2015

1A

(Class

A2II)

2,274,000

(c)

Domino's

Pizza

Master

Issuer

LLC

4.116

07/25/48

2,219,370‌

Series

-

2018

1A

(Class

A2I)

13,566,375

(c)

Domino's

Pizza

Master

Issuer

LLC

2.662

04/25/51

12,040,329‌

Series

-

2021

1A

(Class

A2I)

3,800,000

(a),(c)

Dryden

49

Senior

Loan

Fund

TSFR1M

+

1.862%

7.189

07/18/30

3,805,780‌

Series

-

2017

49A

(Class

BR)

11,800,000

(c)

DT

Auto

Owner

Trust

1.160

11/16/26

11,508,336‌

Series

-

2021

1A

(Class

D)

582,865

(a),(c)

Ellington

Loan

Acquisition

Trust

TSFR1M

+

1.214%

6.560

05/25/37

577,931‌

Series

-

2007

2

(Class

A2C)

10,570,791

(c)

FNA

VI

LLC

1.350

01/10/32

9,700,485‌

Series

-

2021

1A

(Class

A)

7,000,000

Ford

Credit

Auto

Owner

Trust

5.090

12/15/28

6,987,682‌

Series

-

2024

A

(Class

A3)

4,950,000

GM

Financial

Consumer

Automobile

Receivables

Trust

5.100

03/16/29

4,949,135‌

Series

-

2024

2

(Class

A3)

1,930,000

(c)

Hardee's

Funding

LLC

3.981

12/20/50

1,754,061‌

Series

-

2020

1A

(Class

A2)

580,951

(c)

HERO

Funding

Trust

3.190

09/20/48

500,507‌

Series

-

2017

3A

(Class

A1)

210,115

(c)

HERO

Funding

Trust

3.280

09/20/48

183,281‌

Series

-

2017

2A

(Class

A1)

755,236

(c)

HERO

Funding

Trust

3.950

09/20/48

667,654‌

Series

-

2017

3A

(Class

A2)

420,230

(c)

HERO

Funding

Trust

4.070

09/20/48

375,842‌

Series

-

2017

2A

(Class

A2)

11,850,000

(c)

Hertz

Vehicle

Financing

LLC

1.560

12/26/25

11,683,395‌

Series

-

2021

1A

(Class

B)

4,700,000

(c)

Hertz

Vehicle

Financing

LLC

4.120

09/25/26

4,593,890‌

Series

-

2022

4A

(Class

B)

3,700,000

(c)

Hertz

Vehicle

Financing

LLC

4.610

09/25/26

3,613,579‌

Series

-

2022

4A

(Class

C)

484,386

(c)

Hilton

Grand

Vacations

Trust

2.340

07/25/33

464,663‌

Series

-

2019

AA

(Class

A)

55,698

(a)

Home

Equity

Asset

Trust

TSFR1M

+

1.614%

3.986

06/25/33

53,522‌

Series

-

2003

1

(Class

M1)

2,671,488

(c)

Horizon

Aircraft

Finance

II

Ltd

3.721

07/15/39

2,442,723‌

Series

-

2019

1

(Class

A)

3,790,622

(c)

Horizon

Aircraft

Finance

III

Ltd

3.425

11/15/39

3,282,102‌

Series

-

2019

2

(Class

A)

3,450,000

(c)

Hpefs

Equipment

Trust

4.430

09/20/29

3,410,249‌

Series

-

2022

2A

(Class

C)

3,750,000

(c),(g)

Industrial

DPR

Funding

Ltd

5.380

04/15/34

3,207,412‌

Series

-

2022

1A

(Class

1)

799,963

(a),(c)

Invitation

Homes

Trust

TSFR1M

+

1.364%

6.693

01/17/38

801,114‌

Series

-

2018

SFR4

(Class

B)

1,850,000

(a),(c)

KKR

Clo

32

Ltd

TSFR3M

+

2.100%

7.429

04/15/37

1,861,710‌

Series

-

2024

32A

(Class

BR)

3,500,000

(a),(c)

Madison

Park

Funding

LV

Ltd

TSFR1M

+

2.900%

8.227

07/18/35

3,507,269‌

Series

-

2022

55A

(Class

B1)

4,000,000

(a),(c)

Magnetite

XIX

Ltd

TSFR3M

+

1.812%

7.129

04/17/34

4,009,952‌

Series

-

2017

19A

(Class

B1R)

1,014,644

(c)

MAPS

Trust

2.521

06/15/46

913,444‌

Series

-

2021

1A

(Class

A)

Nuveen

Core

Bond

Fund

June

30,

2024

192

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ASSET

BACKED—continued

$

2,700,000

(a),(c)

Massachusetts

St

TSFR1M

+

1.912%

7.240

%

01/15/35

$

2,706,215‌

Series

-

2021

3A

(Class

B)

5,250,000

(a),(c)

MSCG

Trust

3.577

06/07/35

4,667,039‌

Series

-

2015

ALDR

(Class

C)

1,750,000

(a),(c)

MSCG

Trust

3.577

06/07/35

1,529,265‌

Series

-

2015

ALDR

(Class

D)

758,686

(c)

MVW

LLC

1.830

05/20/39

701,134‌

Series

-

2021

2A

(Class

B)

1,525,884

(c)

MVW

LLC

1.440

01/22/41

1,419,182‌

Series

-

2021

1WA

(Class

B)

961,307

(c)

MVW

LLC

1.940

01/22/41

891,376‌

Series

-

2021

1WA

(Class

C)

823,746

(c)

MVW

Owner

Trust

3.000

11/20/36

800,676‌

Series

-

2019

1A

(Class

B)

1,171,210

(c)

Navient

Private

Education

Refi

Loan

Trust

1.310

01/15/69

1,078,433‌

Series

-

2020

HA

(Class

A)

930,056

(c)

Navient

Student

Loan

Trust

3.390

12/15/59

893,036‌

Series

-

2019

BA

(Class

A2A)

1,100,000

(a),(c)

Neuberger

Berman

CLO

Ltd

TSFR3M

+

1.750%

7.069

07/24/37

1,101,478‌

Series

-

2024

56A

(Class

B)

16,000,000

(a),(c)

Neuberger

Berman

Loan

Advisers

CLO

31

Ltd

TSFR1M

+

1.812%

7.136

04/20/31

16,014,112‌

Series

-

2019

31A

(Class

BR)

6,750,000

(a),(c)

Neuberger

Berman

Loan

Advisers

Clo

40

Ltd

TSFR3M

+

1.662%

6.989

04/16/33

6,751,687‌

Series

-

2021

40A

(Class

B)

5,220,708

(c)

Oak

Street

Investment

Grade

Net

Lease

Fund

Series

1.480

01/20/51

4,832,493‌

Series

-

2021

1A

(Class

A1)

5,450,000

(a),(c)

OHA

Credit

Funding

10

Ltd

TSFR1M

+

1.912%

7.239

01/18/36

5,464,470‌

Series

-

2021

10A

(Class

B)

10,000,000

(c)

OneMain

Financial

Issuance

Trust

1.750

09/14/35

9,337,386‌

Series

-

2020

2A

(Class

A)

2,117,999

(c)

Oportun

Funding

XIV

LLC

1.210

03/08/28

2,055,188‌

Series

-

2021

A

(Class

A)

3,292,719

(c)

Oportun

Issuance

Trust

1.960

05/08/31

3,124,325‌

Series

-

2021

B

(Class

B)

6,340,000

(c)

PFS

Financing

Corp

5.340

04/15/29

6,357,807‌

Series

-

2024

D

(Class

A)

1,500,000

(c)

Progress

Residential

Trust

2.711

11/17/40

1,327,688‌

Series

-

2021

SFR9

(Class

D)

2,000,000

(c)

Regional

Management

Issuance

Trust

7.100

11/17/32

2,014,108‌

Series

-

2022

2B

(Class

A)

2,922,443

(c)

Renew

3.950

09/20/53

2,678,907‌

Series

-

2018

1

(Class

A)

11,168,725

(c)

SERVPRO

Master

Issuer

LLC

3.882

10/25/49

10,605,076‌

Series

-

2019

1A

(Class

A2)

3,249,500

(c)

SERVPRO

Master

Issuer

LLC

2.394

04/25/51

2,864,345‌

Series

-

2021

1A

(Class

A2)

508,796

(c)

Settlement

Fee

Finance

LLC

3.840

11/01/49

506,142‌

Series

-

2019

1A

(Class

A)

829,657

(c)

Sierra

Timeshare

Receivables

Funding

LLC

0.990

11/20/37

788,550‌

Series

-

2021

1A

(Class

A)

899,571

(c)

Sierra

Timeshare

Receivables

Funding

LLC

1.340

11/20/37

855,143‌

Series

-

2021

1A

(Class

B)

498,726

(c)

Sierra

Timeshare

Receivables

Funding

LLC

1.790

11/20/37

474,855‌

Series

-

2021

1A

(Class

C)

12,044,952

(c)

Sierra

Timeshare

Receivables

Funding

LLC

5.350

01/20/43

11,984,399‌

Series

-

2024

1A

(Class

B)

532,200

(c)

SMB

Private

Education

Loan

Trust

2.430

02/17/32

523,841‌

Series

-

2016

B

(Class

A2A)

555,063

(c)

SMB

Private

Education

Loan

Trust

2.880

09/15/34

544,434‌

Series

-

2017

A

(Class

A2A)

193

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ASSET

BACKED—continued

$

640,732

(c)

SMB

Private

Education

Loan

Trust

2.820

%

10/15/35

$

622,185‌

Series

-

2017

B

(Class

A2A)

627,076

(c)

SoFi

Professional

Loan

Program

LLC

2.840

01/25/41

612,673‌

Series

-

2017

F

(Class

A2FX)

609,384

(c)

SoFi

Professional

Loan

Program

LLC

3.690

06/15/48

591,334‌

Series

-

2019

A

(Class

A2FX)

552,046

(c)

SolarCity

LMC

4.800

11/20/38

540,535‌

Series

-

2013

1

(Class

A)

2,823,702

(c)

SpringCastle

America

Funding

LLC

1.970

09/25/37

2,580,957‌

Series

-

2020

AA

(Class

A)

3,950,000

(c)

Stack

Infrastructure

Issuer

LLC

1.893

08/25/45

3,757,592‌

Series

-

2020

1A

(Class

A2)

212,603

(a)

Structured

Asset

Investment

Loan

Trust

TSFR1M

+

1.014%

6.360

09/25/34

201,937‌

Series

-

2004

8

(Class

M1)

15,550,000

(c)

Subway

Funding

LLC

6.028

07/30/54

15,688,244‌

Series

-

2024

1A

(Class

A2I)

1,700,000

Synchrony

Card

Funding

LLC

5.040

03/15/30

1,695,498‌

Series

-

2024

A1

(Class

A)

14,987,055

(c)

Taco

Bell

Funding

LLC

1.946

08/25/51

13,626,045‌

Series

-

2021

1A

(Class

A2I)

9,667,800

(c)

Taco

Bell

Funding

LLC

2.294

08/25/51

8,382,328‌

Series

-

2021

1A

(Class

A2II)

5,250,000

(a),(c)

TICP

CLO

VIII

Ltd

TSFR3M

+

1.962%

7.286

10/20/34

5,257,098‌

Series

-

2017

8A

(Class

A2R)

650,000

(c)

Tricon

American

Homes

Trust

2.049

07/17/38

605,411‌

Series

-

2020

SFR1

(Class

B)

4,977,353

(c)

Vine

2.790

11/15/50

4,427,529‌

Series

-

2020

1A

(Class

A)

7,600,000

Volkswagen

Auto

Lease

Trust

5.210

06/21/27

7,591,670‌

Series

-

2024

A

(Class

A3)

9,852,420

(c)

Wendy's

Funding

LLC

2.370

06/15/51

8,587,294‌

Series

-

2021

1A

(Class

A2I)

TOTAL

ASSET

BACKED

463,539,177‌

OTHER

MORTGAGE

BACKED

-

9.3%

68,401

(a),(c)

ACRE

Commercial

Mortgage

Ltd

TSFR1M

+

0.944%

6.276

12/18/37

68,320‌

Series

-

2021

FL4

(Class

A)

70,523

(a),(c)

Agate

Bay

Mortgage

Trust

3.500

09/25/45

62,655‌

Series

-

2015

6

(Class

A9)

1,870,000

(c)

BAMLL

Commercial

Mortgage

Securities

Trust

3.490

04/14/33

1,802,056‌

Series

-

2015

200P

(Class

B)

2,486,000

Banc

of

America

Commercial

Mortgage

Trust

3.705

09/15/48

2,418,138‌

Series

-

2015

UBS7

(Class

A4)

1,910,000

(a)

Banc

of

America

Commercial

Mortgage

Trust

4.486

09/15/48

1,782,427‌

Series

-

2015

UBS7

(Class

B)

2,939,430

Banc

of

America

Commercial

Mortgage

Trust

3.366

02/15/50

2,866,619‌

Series

-

2017

BNK3

(Class

ASB)

5,055,000

BANK

3.731

11/15/50

4,568,900‌

Series

-

2017

BNK8

(Class

AS)

4,000,000

(a)

BANK

4.086

11/15/50

3,470,208‌

Series

-

2017

BNK8

(Class

B)

1,000,000

(a)

BANK

4.230

11/15/50

741,533‌

Series

-

2017

BNK8

(Class

C)

3,000,000

(c)

BANK

2.500

10/17/52

1,920,665‌

Series

-

2019

BN21

(Class

D)

1,000,000

BANK

3.093

10/17/52

858,081‌

Series

-

2019

BN21

(Class

AS)

2,500,000

BANK

3.203

12/15/52

2,181,772‌

Series

-

2019

BN23

(Class

AS)

1,637,000

BANK

3.455

12/15/52

1,402,023‌

Series

-

2019

BN23

(Class

B)

Nuveen

Core

Bond

Fund

June

30,

2024

194

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

4,621,000

BANK

1.925

%

12/15/53

$

3,715,998‌

Series

-

2020

BN30

(Class

A4)

425,000

BANK

2.036

02/15/54

347,495‌

Series

-

2021

BN31

(Class

A4)

8,864,000

(a)

BANK

2.928

02/15/55

7,546,950‌

Series

-

2022

BNK39

(Class

A4)

4,000,000

(a)

BANK

6.260

04/15/56

4,098,457‌

Series

-

2023

5YR1

(Class

A3)

6,000,000

BANK

5.769

06/15/57

6,090,110‌

Series

-

2024

5YR7

(Class

A3)

2,495,236

BANK

3.289

07/15/60

2,431,276‌

Series

-

2017

BNK6

(Class

ASB)

2,550,000

(a)

BANK

3.283

11/15/62

2,238,980‌

Series

-

2019

BN24

(Class

AS)

11,716,000

BANK

2.438

06/15/63

9,473,805‌

Series

-

2021

BN34

(Class

A5)

3,330,000

(a)

BANK

3.917

04/15/65

3,013,657‌

Series

-

2022

BNK41

(Class

A4)

7,089,528

(a),(c)

Bayview

MSR

Opportunity

Master

Fund

Trust

3.000

02/25/52

5,803,228‌

Series

-

2022

5

(Class

A19)

1,500,000

(c)

BBCMS

Mortgage

Trust

4.798

08/10/35

1,302,929‌

Series

-

2015

SRCH

(Class

C)

1,250,000

(a),(c)

BBCMS

Mortgage

Trust

4.409

08/05/38

979,242‌

Series

-

2018

CHRS

(Class

E)

8,895,000

BBCMS

Mortgage

Trust

5.753

04/15/56

8,886,083‌

Series

-

2023

C19

(Class

A2B)

4,400,000

(a)

BBCMS

Mortgage

Trust

6.383

07/15/56

4,502,119‌

Series

-

2023

C20

(Class

A2)

2,575,000

(a),(c)

Benchmark

Mortgage

Trust

2.791

09/15/48

2,098,184‌

Series

-

2020

IG2

(Class

AM)

2,500,000

(a),(c)

Benchmark

Mortgage

Trust

3.229

09/15/48

2,012,589‌

Series

-

2020

IG3

(Class

AS)

2,500,000

(a),(c)

Benchmark

Mortgage

Trust

3.654

09/15/48

2,242,965‌

Series

-

2020

IG3

(Class

BXA)

6,200,000

(a)

Benchmark

Mortgage

Trust

3.666

01/15/51

5,818,634‌

Series

-

2018

B1

(Class

A5)

1,380,000

Benchmark

Mortgage

Trust

4.016

03/15/52

1,284,918‌

Series

-

2019

B9

(Class

A5)

1,624,000

Benchmark

Mortgage

Trust

4.468

03/15/52

1,409,340‌

Series

-

2019

B9

(Class

B)

1,250,000

(a)

Benchmark

Mortgage

Trust

4.971

03/15/52

1,026,783‌

Series

-

2019

B9

(Class

C)

2,500,000

Benchmark

Mortgage

Trust

3.542

05/15/52

2,262,345‌

Series

-

2019

B11

(Class

A5)

1,050,000

Benchmark

Mortgage

Trust

2.095

02/15/54

747,174‌

Series

-

2021

B23

(Class

B)

24,906,000

Benchmark

Mortgage

Trust

2.584

03/15/54

20,646,479‌

Series

-

2021

B24

(Class

A5)

15,830,000

Benchmark

Mortgage

Trust

2.390

07/15/54

12,865,220‌

Series

-

2021

B27

(Class

A5)

2,000,000

Benchmark

Mortgage

Trust

2.224

08/15/54

1,635,894‌

Series

-

2021

B28

(Class

A5)

5,250,000

(a)

Benchmark

Mortgage

Trust

2.244

08/15/54

4,054,705‌

Series

-

2021

B28

(Class

B)

3,000,000

Benchmark

Mortgage

Trust

5.626

04/15/56

2,978,095‌

Series

-

2023

B38

(Class

A2)

8,000,000

Benchmark

Mortgage

Trust

5.750

07/15/56

8,263,349‌

Series

-

2023

B39

(Class

A5)

1,680,000

(c)

Benchmark

Mortgage

Trust

2.500

12/15/62

1,043,844‌

Series

-

2019

B14

(Class

D)

195

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

3,000,000

(a)

Benchmark

Mortgage

Trust

3.898

%

12/15/62

$

2,216,198‌

Series

-

2019

B14

(Class

C)

4,000,000

Benchmark

Mortgage

Trust

2.928

12/15/72

3,494,134‌

Series

-

2019

B15

(Class

)

2,100,000

(a),(c)

BX

Mortgage

Trust

TSFR1M

+

2.062%

7.391

10/15/36

2,051,042‌

Series

-

2021

PAC

(Class

E)

1,316,683

(a),(c)

BX

TRUST

TSFR1M

+

2.949%

8.278

08/15/39

1,316,272‌

Series

-

2022

PSB

(Class

B)

2,500,000

(a),(c)

BXP

Trust

2.868

01/15/44

1,708,742‌

Series

-

2021

601L

(Class

D)

6,500,000

(a)

CD

Mortgage

Trust

3.879

11/10/49

5,422,272‌

Series

-

2016

CD2

(Class

B)

3,030,000

(a)

CD

Mortgage

Trust

4.109

11/10/49

2,289,802‌

Series

-

2016

CD2

(Class

C)

4,709,353

CD

Mortgage

Trust

3.453

02/10/50

4,573,655‌

Series

-

2017

CD3

(Class

AAB)

5,555,000

CD

Mortgage

Trust

3.833

02/10/50

4,718,040‌

Series

-

2017

CD3

(Class

AS)

6,635,000

(a)

CD

Mortgage

Trust

3.984

02/10/50

4,490,375‌

Series

-

2017

CD3

(Class

B)

3,630,000

(a)

CD

Mortgage

Trust

4.689

02/10/50

1,431,445‌

Series

-

2017

CD3

(Class

C)

5,000,000

(a)

CD

Mortgage

Trust

3.684

08/15/50

4,641,738‌

Series

-

2017

CD5

(Class

AS)

1,000,000

CD

Mortgage

Trust

3.456

11/13/50

937,768‌

Series

-

2017

CD6

(Class

A5)

3,600,000

CD

Mortgage

Trust

2.812

08/15/57

3,383,348‌

Series

-

2019

CD8

(Class

ASB)

8,769,657

(c)

CF

Hippolyta

LLC

1.690

07/15/60

8,310,238‌

Series

-

2020

1

(Class

A1)

2,619,464

(c)

CF

Hippolyta

LLC

1.990

07/15/60

2,274,836‌

Series

-

2020

1

(Class

A2)

1,798,904

(c)

CF

Hippolyta

LLC

2.280

07/15/60

1,680,705‌

Series

-

2020

1

(Class

B1)

48,470

(a),(c)

CF

Mortgage

Trust

2.840

04/15/25

46,987‌

Series

-

2020

P1

(Class

A1)

1,750,000

(a),(c)

CF

Mortgage

Trust

3.603

04/15/52

1,178,432‌

Series

-

2020

P1

(Class

A2)

1,175,400

CGMS

Commercial

Mortgage

Trust

3.458

08/15/50

1,098,039‌

Series

-

2017

B1

(Class

A4)

43,089

(a)

CHL

Mortgage

Pass-Through

Trust

5.069

02/20/35

42,904‌

Series

-

2004

HYB9

(Class

1A1)

1,750,000

(a),(c)

Citigroup

Commercial

Mortgage

Trust

3.635

05/10/35

1,686,279‌

Series

-

2013

375P

(Class

B)

1,000,000

(a),(c)

Citigroup

Commercial

Mortgage

Trust

4.531

07/10/47

889,164‌

Series

-

2014

GC23

(Class

D)

3,023,000

Citigroup

Commercial

Mortgage

Trust

4.017

10/10/47

3,007,446‌

Series

-

2014

GC25

(Class

AS)

1,500,000

Citigroup

Commercial

Mortgage

Trust

3.457

04/10/48

1,455,244‌

Series

-

2015

GC29

(Class

AS)

500,000

(a)

Citigroup

Commercial

Mortgage

Trust

3.758

04/10/48

485,626‌

Series

-

2015

GC29

(Class

B)

2,000,000

(a)

Citigroup

Commercial

Mortgage

Trust

4.274

04/10/48

1,889,945‌

Series

-

2015

GC29

(Class

C)

6,000,000

(a),(c)

COMM

Mortgage

Trust

3.712

10/10/29

5,421,165‌

Series

-

2017

PANW

(Class

C)

131,100

(c)

COMM

Mortgage

Trust

3.178

02/10/35

120,398‌

Series

-

2015

3BP

(Class

A)

227,620

COMM

Mortgage

Trust

2.853

10/15/45

209,776‌

Series

-

2012

CR4

(Class

A3)

Nuveen

Core

Bond

Fund

June

30,

2024

196

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

3,666,790

(a)

COMM

Mortgage

Trust

4.585

%

02/10/47

$

3,493,600‌

Series

-

2014

CR14

(Class

B)

400,158

COMM

Mortgage

Trust

4.701

03/10/47

385,160‌

Series

-

2014

UBS2

(Class

B)

2,798,577

(a)

COMM

Mortgage

Trust

4.947

03/10/47

2,516,753‌

Series

-

2014

UBS2

(Class

C)

750,000

COMM

Mortgage

Trust

4.174

05/10/47

719,588‌

Series

-

2014

CR17

(Class

AM)

2,900,000

COMM

Mortgage

Trust

4.377

05/10/47

2,735,833‌

Series

-

2014

CR17

(Class

B)

1,329,075

COMM

Mortgage

Trust

3.819

06/10/47

1,325,656‌

Series

-

2014

UBS3

(Class

A4)

3,896,000

(a)

COMM

Mortgage

Trust

4.730

06/10/47

2,845,226‌

Series

-

2014

UBS3

(Class

C)

5,150,000

(a),(c)

COMM

Mortgage

Trust

4.767

06/10/47

2,310,008‌

Series

-

2014

UBS3

(Class

D)

6,400,000

COMM

Mortgage

Trust

3.917

10/10/47

6,372,604‌

Series

-

2014

LC17

(Class

A5)

2,000,000

(a)

COMM

Mortgage

Trust

4.490

10/10/47

1,974,110‌

Series

-

2014

LC17

(Class

B)

117,429

COMM

Mortgage

Trust

3.040

02/10/48

116,912‌

Series

-

2015

LC19

(Class

ASB)

2,498,000

(a)

COMM

Mortgage

Trust

3.829

02/10/48

2,364,151‌

Series

-

2015

LC19

(Class

B)

2,497,000

(c)

COMM

Mortgage

Trust

3.000

03/10/48

1,659,958‌

Series

-

2015

CR22

(Class

E)

2,575,000

(a)

COMM

Mortgage

Trust

3.603

03/10/48

2,432,931‌

Series

-

2015

CR22

(Class

AM)

5,315,000

(a)

COMM

Mortgage

Trust

3.926

03/10/48

4,913,708‌

Series

-

2015

CR22

(Class

B)

2,000,000

(a),(c)

COMM

Mortgage

Trust

4.200

03/10/48

1,450,484‌

Series

-

2015

CR22

(Class

D)

1,000,000

(a)

COMM

Mortgage

Trust

4.200

03/10/48

893,717‌

Series

-

2015

CR22

(Class

C)

2,000,000

COMM

Mortgage

Trust

3.801

05/10/48

1,952,073‌

Series

-

2015

CR23

(Class

AM)

3,936,016

(a)

COMM

Mortgage

Trust

4.183

05/10/48

3,840,082‌

Series

-

2015

CR23

(Class

B)

2,500,000

(a)

COMM

Mortgage

Trust

4.413

05/10/48

2,372,505‌

Series

-

2015

CR23

(Class

C)

2,500,000

(a)

COMM

Mortgage

Trust

4.413

05/10/48

2,278,429‌

Series

-

2015

CR23

(Class

D)

1,631,255

COMM

Mortgage

Trust

3.432

08/10/48

1,602,940‌

Series

-

2015

CR24

(Class

A4)

1,500,000

(a)

COMM

Mortgage

Trust

3.463

08/10/48

1,323,514‌

Series

-

2015

CR24

(Class

D)

3,640,000

(a)

COMM

Mortgage

Trust

4.028

08/10/48

3,535,878‌

Series

-

2015

CR24

(Class

AM)

1,000,000

(a)

COMM

Mortgage

Trust

4.494

08/10/48

959,113‌

Series

-

2015

CR24

(Class

B)

2,000,000

(a)

COMM

Mortgage

Trust

4.494

08/10/48

1,838,183‌

Series

-

2015

CR24

(Class

C)

2,250,000

(a)

COMM

Mortgage

Trust

4.668

08/10/48

2,190,529‌

Series

-

2015

CR25

(Class

B)

2,600,000

COMM

Mortgage

Trust

3.630

10/10/48

2,521,953‌

Series

-

2015

CR26

(Class

A4)

1,000,000

COMM

Mortgage

Trust

3.984

10/10/48

962,752‌

Series

-

2015

CR27

(Class

AM)

1,627,000

(a)

COMM

Mortgage

Trust

4.613

10/10/48

1,543,006‌

Series

-

2015

CR26

(Class

B)

197

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

3,731,000

(a)

COMM

Mortgage

Trust

4.613

%

10/10/48

$

3,355,388‌

Series

-

2015

CR26

(Class

C)

7,724,000

(a)

COMM

Mortgage

Trust

4.696

10/10/48

7,323,264‌

Series

-

2015

LC23

(Class

C)

1,080,000

COMM

Mortgage

Trust

3.762

02/10/49

1,047,826‌

Series

-

2016

CR28

(Class

A4)

5,000,000

(a)

COMM

Mortgage

Trust

4.759

02/10/49

4,664,782‌

Series

-

2016

CR28

(Class

B)

2,969,412

(a)

COMM

Mortgage

Trust

4.498

05/10/51

2,672,344‌

Series

-

2018

COR3

(Class

AM)

1,250,000

COMM

Mortgage

Trust

3.263

08/15/57

1,097,753‌

Series

-

2019

GC44

(Class

AM)

707,600

(a),(c)

Connecticut

Avenue

Securities

Trust

SOFR30A

+

6.250%

6.349

03/25/42

787,229‌

Series

-

2022

R03

(Class

1B1)

20,350,000

(a),(c)

Connecticut

Avenue

Securities

Trust

SOFR30A

+

3.500%

8.835

03/25/42

21,445,766‌

Series

-

2022

R03

(Class

1M2)

4,779,000

(a),(c)

Connecticut

Avenue

Securities

Trust

SOFR30A

+

3.000%

8.335

04/25/42

4,952,394‌

Series

-

2022

R05

(Class

2M2)

31,740,000

(a),(c)

Connecticut

Avenue

Securities

Trust

SOFR30A

+

3.850%

9.185

05/25/42

33,691,309‌

Series

-

2022

R06

(Class

1M2)

7,825,000

(a),(c)

Connecticut

Avenue

Securities

Trust

TSFR1M

+

3.600%

8.935

07/25/42

8,300,053‌

Series

-

2022

R08

(Class

1M2)

9,630,000

(a),(c)

Connecticut

Avenue

Securities

Trust

SOFR30A

+

4.750%

10.085

09/25/42

10,519,354‌

Series

-

2022

R09

(Class

2M2)

720,000

(a),(c)

Connecticut

Avenue

Securities

Trust

SOFR30A

+

6.750%

12.085

09/25/42

805,215‌

Series

-

2022

R09

(Class

2B1)

15,035,000

(a),(c)

Connecticut

Avenue

Securities

Trust

SOFR30A

+

3.750%

9.085

12/25/42

16,131,677‌

Series

-

2023

R01

(Class

1M2)

1,000,000

(a),(c)

CPT

Mortgage

Trust

3.097

11/13/39

719,434‌

Series

-

2019

CPT

(Class

E)

2,500,000

(a),(c)

Credit

Suisse

Mortgage

Capital

Certificates

3.388

10/25/59

2,305,084‌

Series

-

2019

NQM1

(Class

M1)

6,082,895

(a),(c)

Credit

Suisse

Mortgage

Capital

Certificates

2.405

10/25/66

5,151,562‌

Series

-

2021

NQM8

(Class

A3)

4,750,000

DBGS

Mortgage

Trust

4.466

10/15/51

4,450,846‌

Series

-

2018

C1

(Class

A4)

5,000,000

DBJPM

Mortgage

Trust

2.340

08/15/53

4,083,268‌

Series

-

2020

C9

(Class

AM)

1,500,000

(a),(c)

DBSG

Mortgage

Trust

6.595

06/10/37

1,503,875‌

Series

-

2024

ALTA

(Class

B)

1,200,000

(c)

DBUBS

Mortgage

Trust

3.452

10/10/34

1,147,077‌

Series

-

2017

BRBK

(Class

A)

1,142,157

(a),(c)

Flagstar

Mortgage

Trust

3.985

10/25/47

1,003,502‌

Series

-

2017

2

(Class

B3)

49,156

(a),(c)

Flagstar

Mortgage

Trust

4.000

09/25/48

45,181‌

Series

-

2018

5

(Class

A11)

1,853,764

(a),(c)

Flagstar

Mortgage

Trust

2.500

04/25/51

1,458,116‌

Series

-

2021

2

(Class

A4)

5,928,728

(a),(c)

Flagstar

Mortgage

Trust

2.500

06/01/51

4,659,812‌

Series

-

2021

4

(Class

A21)

20,772,931

(a),(c)

Flagstar

Mortgage

Trust

3.000

10/25/51

17,003,961‌

Series

-

2021

10IN

(Class

A17)

10,040,000

(c)

Flexential

Issuer,

LLC

3.250

11/27/51

9,235,615‌

Series

-

2021

1A

(Class

A2)

1,425,000

(a),(c)

GS

Mortgage

Securities

Corp

II

TSFR1M

+

1.364%

6.693

11/15/36

1,409,433‌

Series

-

2021

ARDN

(Class

A)

3,000,000

(a),(c)

GS

Mortgage

Securities

Corp

II

TSFR1M

+

3.464%

8.793

11/15/36

2,958,524‌

Series

-

2021

ARDN

(Class

E)

1,238,000

(a),(c)

GS

Mortgage

Securities

Corp

II

3.591

09/10/37

1,135,708‌

Series

-

2017

375H

(Class

A)

Nuveen

Core

Bond

Fund

June

30,

2024

198

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

2,590,000

(a)

GS

Mortgage

Securities

Corp

II

3.777

%

05/10/50

$

2,507,251‌

Series

-

2015

GC30

(Class

AS)

3,010,000

(a)

GS

Mortgage

Securities

Corp

II

3.992

03/10/51

2,797,361‌

Series

-

2018

GS9

(Class

A4)

1,625,000

(a)

GS

Mortgage

Securities

Corp

II

4.155

07/10/51

1,533,669‌

Series

-

2018

GS10

(Class

A5)

6,500,000

(a),(c)

GS

Mortgage

Securities

Corp

Trust

TSFR1M

+

2.164%

7.493

11/15/36

6,377,136‌

Series

-

2021

ARDN

(Class

C)

2,000,000

(a),(c)

GS

Mortgage

Securities

Trust

TSFR1M

+

1.747%

7.076

07/15/31

1,200,000‌

Series

-

2018

TWR

(Class

C)

1,649,617

(a),(c)

GS

Mortgage

Securities

Trust

4.285

02/10/46

1,557,206‌

Series

-

2013

GC10

(Class

C)

2,950,000

(a)

GS

Mortgage

Securities

Trust

4.449

02/10/48

2,760,593‌

Series

-

2015

GC28

(Class

C)

3,500,000

(a)

GS

Mortgage

Securities

Trust

4.018

07/10/48

3,406,064‌

Series

-

2015

GC32

(Class

AS)

3,779,000

(a)

GS

Mortgage

Securities

Trust

4.105

10/10/49

3,422,363‌

Series

-

2016

GS3

(Class

C)

4,185,000

(a)

GS

Mortgage

Securities

Trust

4.076

11/10/49

3,553,440‌

Series

-

2016

GS4

(Class

C)

4,024,308

GS

Mortgage

Securities

Trust

3.467

03/10/50

3,917,228‌

Series

-

2017

GS5

(Class

AAB)

9,100,951

GS

Mortgage

Securities

Trust

3.674

03/10/50

8,567,447‌

Series

-

2017

GS5

(Class

A4)

4,300,000

GS

Mortgage

Securities

Trust

3.433

05/10/50

4,022,763‌

Series

-

2017

GS6

(Class

A3)

1,500,000

GS

Mortgage

Securities

Trust

3.638

05/10/50

1,363,002‌

Series

-

2017

GS6

(Class

AS)

3,000,000

GS

Mortgage

Securities

Trust

3.837

11/10/50

2,830,700‌

Series

-

2017

GS8

(Class

ABP)

2,500,000

(a)

GS

Mortgage

Securities

Trust

4.463

11/10/50

2,223,548‌

Series

-

2017

GS8

(Class

C)

1,260,000

GS

Mortgage

Securities

Trust

3.968

02/10/52

1,178,707‌

Series

-

2019

GC38

(Class

A4)

2,400,000

(a)

GS

Mortgage

Securities

Trust

4.158

02/10/52

2,216,778‌

Series

-

2019

GC38

(Class

AS)

1,000,000

(a)

GS

Mortgage

Securities

Trust

4.761

02/10/52

894,023‌

Series

-

2019

GC38

(Class

C)

5,510,000

GS

Mortgage

Securities

Trust

3.001

09/10/52

4,929,831‌

Series

-

2019

GC42

(Class

A4)

1,361,000

(a)

GS

Mortgage

Securities

Trust

3.405

02/13/53

1,158,323‌

Series

-

2020

GC45

(Class

B)

5,500,000

GS

Mortgage

Securities

Trust

2.012

12/12/53

4,428,084‌

Series

-

2020

GSA2

(Class

A5)

115,152

(a),(c)

GS

Mortgage-Backed

Securities

Corp

Trust

4.000

11/25/49

105,640‌

Series

-

2019

PJ2

(Class

A1)

300,573

(a),(c)

GS

Mortgage-Backed

Securities

Corp

Trust

4.000

11/25/49

275,483‌

Series

-

2019

PJ2

(Class

A4)

719,779

(a),(c)

GS

Mortgage-Backed

Securities

Corp

Trust

3.000

01/25/51

600,562‌

Series

-

2020

PJ4

(Class

A4)

32,328,033

(a),(c)

GS

Mortgage-Backed

Securities

Corp

Trust

0.262

03/27/51

402,020‌

Series

-

2020

PJ5

(Class

AX1)

1,049,299

(a),(c)

GS

Mortgage-Backed

Securities

Corp

Trust

3.000

03/27/51

876,769‌

Series

-

2020

PJ5

(Class

A4)

2,064,740

(a),(c)

GS

Mortgage-Backed

Securities

Corp

Trust

2.500

05/25/51

1,650,458‌

Series

-

2020

PJ6

(Class

A4)

8,793,270

(a),(c)

GS

Mortgage-Backed

Securities

Corp

Trust

2.500

10/25/51

6,916,529‌

Series

-

2021

PJ5

(Class

A4)

10,518,437

(a),(c)

GS

Mortgage-Backed

Securities

Corp

Trust

3.000

06/25/52

8,610,531‌

Series

-

2022

PJ2

(Class

A36)

199

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

3,343,947

(a),(c)

GS

Mortgage-Backed

Securities

Corp

Trust

3.000

%

09/25/52

$

2,741,572‌

Series

-

2022

PJ4

(Class

A36)

972,453

(a),(c)

GS

Mortgage-Backed

Securities

Trust

3.631

05/25/50

821,904‌

Series

-

2020

PJ1

(Class

B2)

18,045,444

(a),(c)

GS

Mortgage-Backed

Securities

Trust

2.500

01/25/52

14,183,208‌

Series

-

2021

PJ7

(Class

A4)

9,125,939

(a),(c)

GS

Mortgage-Backed

Securities

Trust

2.500

01/25/52

7,175,464‌

Series

-

2021

PJ8

(Class

A4)

3,196,588

(a),(c)

GS

Mortgage-Backed

Securities

Trust

2.721

01/25/52

2,470,025‌

Series

-

2021

PJ7

(Class

B2)

2,197,978

(a),(c)

GS

Mortgage-Backed

Securities

Trust

3.245

06/25/52

1,699,939‌

Series

-

2022

LTV1

(Class

B3)

6,314,081

(a),(c)

GS

Mortgage-Backed

Securities

Trust

3.000

07/25/52

5,168,476‌

Series

-

2022

INV1

(Class

A4)

7,414,051

(a),(c)

GS

Mortgage-Backed

Securities

Trust

3.000

09/25/52

6,068,871‌

Series

-

2022

HP1

(Class

A4)

5,919,573

(a),(c)

GS

Mortgage-Backed

Securities

Trust

3.000

10/25/52

4,845,840‌

Series

-

2022

PJ5

(Class

A36)

4,669,324

(a),(c)

GS

Mortgage-Backed

Securities

Trust

3.000

01/25/53

3,822,370‌

Series

-

2022

PJ6

(Class

A24)

7,293,352

(a),(c)

GS

Mortgage-Backed

Securities

Trust

3.500

02/25/53

6,226,129‌

Series

-

2023

PJ1

(Class

A24)

2,500,000

(a),(c)

HTL

Commercial

Mortgage

Trust

7.324

05/10/39

2,511,938‌

Series

-

2024

T53

(Class

C)

1,500,000

(c)

Hudson

Yards

Mortgage

Trust

2.835

08/10/38

1,403,807‌

Series

-

2016

10HY

(Class

A)

3,000,000

(a),(c)

Hudson

Yards

Mortgage

Trust

3.076

08/10/38

2,796,707‌

Series

-

2016

10HY

(Class

B)

3,500,000

(a),(c)

Hudson

Yards

Mortgage

Trust

3.076

08/10/38

3,240,771‌

Series

-

2016

10HY

(Class

C)

3,450,000

(a),(c)

Hudson

Yards

Mortgage

Trust

3.041

12/10/41

2,805,547‌

Series

-

2019

55HY

(Class

D)

2,750,000

(a),(c)

Hudson

Yards

Mortgage

Trust

3.041

12/10/41

2,184,509‌

Series

-

2019

55HY

(Class

E)

2,136,092

(a),(c)

Imperial

Fund

Mortgage

Trust

2.051

10/25/55

1,931,037‌

Series

-

2020

NQM1

(Class

A3)

1,000,000

(a),(c)

Imperial

Fund

Mortgage

Trust

3.531

10/25/55

860,158‌

Series

-

2020

NQM1

(Class

M1)

3,000,000

(c)

JP

Morgan

Chase

Commercial

Mortgage

Securities

Corp

4.379

07/05/31

2,561,715‌

Series

-

2018

AON

(Class

B)

269,413

(a),(c)

JP

Morgan

Chase

Commercial

Mortgage

Securities

Corp

4.115

01/15/46

251,821‌

Series

-

2013

C13

(Class

D)

331,392

JP

Morgan

Chase

Commercial

Mortgage

Securities

Corp

3.379

09/15/50

326,612‌

Series

-

2017

JP7

(Class

A3)

1,000,000

(c)

JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust

3.620

01/16/37

527,700‌

Series

-

2020

NNN

(Class

DFX)

1,815,484

(a),(c)

JP

Morgan

Mortgage

Trust

6.646

12/25/44

1,751,813‌

Series

-

2015

1

(Class

B1)

61,331

(a),(c)

JP

Morgan

Mortgage

Trust

3.500

05/25/45

54,859‌

Series

-

2015

3

(Class

A19)

373,973

(a),(c)

JP

Morgan

Mortgage

Trust

3.500

10/25/45

331,217‌

Series

-

2015

6

(Class

A13)

1,261,882

(a),(c)

JP

Morgan

Mortgage

Trust

3.500

09/25/48

1,084,880‌

Series

-

2018

3

(Class

A13)

2,410,804

(a),(c)

JP

Morgan

Mortgage

Trust

3.500

10/25/48

2,090,603‌

Series

-

2018

5

(Class

A13)

1,148,412

(a),(c)

JP

Morgan

Mortgage

Trust

5.518

10/26/48

1,143,844‌

Series

-

2017

5

(Class

A2)

Nuveen

Core

Bond

Fund

June

30,

2024

200

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

123,958

(a),(c)

JP

Morgan

Mortgage

Trust

4.000

%

02/25/49

$

112,147‌

Series

-

2018

9

(Class

A13)

43,874

(a),(c)

JP

Morgan

Mortgage

Trust

4.000

05/25/49

40,287‌

Series

-

2019

1

(Class

A15)

3,464,653

(a),(c)

JP

Morgan

Mortgage

Trust

3.821

06/25/50

2,993,731‌

Series

-

2020

1

(Class

B2)

25,868,102

(a),(c)

JP

Morgan

Mortgage

Trust

0.138

07/25/51

190,076‌

Series

-

2021

3

(Class

AX1)

18,298,469

(a),(c)

JP

Morgan

Mortgage

Trust

0.131

08/25/51

127,738‌

Series

-

2021

4

(Class

AX1)

2,104,144

(a),(c)

JP

Morgan

Mortgage

Trust

2.881

08/25/51

1,642,052‌

Series

-

2021

4

(Class

B2)

35,117,913

(a),(c)

JP

Morgan

Mortgage

Trust

0.135

10/25/51

261,288‌

Series

-

2021

6

(Class

AX1)

4,430,836

(a),(c)

JP

Morgan

Mortgage

Trust

2.500

10/25/51

3,485,166‌

Series

-

2021

6

(Class

A15)

9,606,292

(a),(c)

JP

Morgan

Mortgage

Trust

0.400

12/25/51

214,284‌

Series

-

2021

INV2

(Class

AX4)

2,113,666

(a),(c)

JP

Morgan

Mortgage

Trust

2.500

12/25/51

1,661,282‌

Series

-

2021

10

(Class

A15)

2,199,543

(a),(c)

JP

Morgan

Mortgage

Trust

2.500

02/25/52

1,726,034‌

Series

-

2021

12

(Class

A15)

3,478,801

(a),(c)

JP

Morgan

Mortgage

Trust

2.500

05/25/52

2,729,898‌

Series

-

2021

14

(Class

A15)

2,160,611

(a),(c)

JP

Morgan

Mortgage

Trust

2.927

05/25/52

1,755,677‌

Series

-

2021

LTV2

(Class

A3)

15,063,133

(a),(c)

JP

Morgan

Mortgage

Trust

3.000

08/25/52

12,330,880‌

Series

-

2022

2

(Class

A25)

6,475,133

(a),(c)

JP

Morgan

Mortgage

Trust

3.000

09/25/52

5,296,589‌

Series

-

2022

INV3

(Class

A6)

9,160,786

(a),(c)

JP

Morgan

Mortgage

Trust

3.500

09/25/52

7,831,736‌

Series

-

2022

LTV2

(Class

A6)

5,976,035

(a),(c)

JP

Morgan

Mortgage

Trust

3.000

12/25/52

4,892,061‌

Series

-

2022

7

(Class

1A17)

2,118,219

(a),(c)

JP

Morgan

Mortgage

Trust

4.000

12/25/52

1,894,338‌

Series

-

2022

7

(Class

2A6A)

5,500,000

JPMBB

Commercial

Mortgage

Securities

Trust

4.110

09/15/47

5,250,431‌

Series

-

2014

C22

(Class

AS)

4,500,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust

4.602

09/15/47

4,447,216‌

Series

-

2014

C23

(Class

B)

1,500,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust

4.602

09/15/47

1,453,244‌

Series

-

2014

C23

(Class

C)

1,518,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust

4.694

09/15/47

1,415,164‌

Series

-

2014

C22

(Class

B)

1,000,000

JPMBB

Commercial

Mortgage

Securities

Trust

3.898

02/15/48

895,408‌

Series

-

2015

C27

(Class

B)

2,000,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust

3.917

05/15/48

1,950,834‌

Series

-

2015

C29

(Class

AS)

1,600,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust

4.118

05/15/48

1,524,891‌

Series

-

2015

C29

(Class

B)

6,000,000

JPMBB

Commercial

Mortgage

Securities

Trust

4.106

08/15/48

5,728,792‌

Series

-

2015

C31

(Class

AS)

3,000,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust

4.777

08/15/48

2,440,267‌

Series

-

2015

C31

(Class

C)

6,885,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust

4.777

08/15/48

6,170,110‌

Series

-

2015

C31

(Class

B)

1,400,000

JPMBB

Commercial

Mortgage

Securities

Trust

3.227

10/15/48

1,373,764‌

Series

-

2015

C28

(Class

A4)

3,016,000

JPMBB

Commercial

Mortgage

Securities

Trust

4.023

12/15/48

2,908,816‌

Series

-

2015

C33

(Class

AS)

201

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

745,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust

4.790

%

12/15/48

$

671,865‌

Series

-

2015

C33

(Class

C)

10,425,000

JPMBB

Commercial

Mortgage

Securities

Trust

3.576

03/17/49

10,053,734‌

Series

-

2016

C1

(Class

A5)

2,645,000

(a),(c)

JPMBB

Commercial

Mortgage

Securities

Trust

4.358

03/17/49

2,264,497‌

Series

-

2016

C1

(Class

D1)

1,606,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust

4.858

03/17/49

1,467,929‌

Series

-

2016

C1

(Class

C)

862,854

JPMCC

Commercial

Mortgage

Securities

Trust

3.457

03/15/50

823,270‌

Series

-

2017

JP5

(Class

A4)

2,000,000

(a)

JPMCC

Commercial

Mortgage

Securities

Trust

3.768

09/15/50

1,700,199‌

Series

-

2017

JP7

(Class

C)

2,500,000

JPMCC

Commercial

Mortgage

Securities

Trust

3.123

06/13/52

2,251,582‌

Series

-

2019

COR5

(Class

A3)

5,554,000

JPMDB

Commercial

Mortgage

Securities

Trust

2.180

05/13/53

4,418,704‌

Series

-

2020

COR7

(Class

A5)

3,625,000

JPMDB

Commercial

Mortgage

Securities

Trust

2.536

05/13/53

2,657,938‌

Series

-

2020

COR7

(Class

AS)

1,015,406

(c)

Ladder

Capital

Commercial

Mortgage

Securities

3.575

02/15/36

951,665‌

Series

-

2013

GCP

(Class

A1)

617,956

(c)

LSTAR

Commercial

Mortgage

Trust

2.579

03/10/49

601,568‌

Series

-

2016

4

(Class

A2)

2,200,000

(c)

LSTAR

Commercial

Mortgage

Trust

4.021

03/10/50

2,029,652‌

Series

-

2017

5

(Class

AS)

12,000,000

(a),(c)

MAD

Mortgage

Trust

3.294

08/15/34

11,152,500‌

Series

-

2017

330M

(Class

A)

1,500,000

(a),(c)

Manhattan

West

2.413

09/10/39

1,328,675‌

Series

-

2020

1MW

(Class

B)

1,353,580

(a)

Merrill

Lynch

Mortgage

Investors

Trust

TSFR1M

+

0.634%

2.278

01/25/37

1,286,831‌

Series

-

2006

WMC1

(Class

A1B)

2,776,478

(c)

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

3.989

12/15/46

2,685,269‌

Series

-

2014

C19

(Class

LNC1)

877,244

(c)

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

4.384

12/15/46

841,408‌

Series

-

2014

C19

(Class

LNC2)

2,500,000

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

3.832

12/15/47

2,457,726‌

Series

-

2014

C19

(Class

AS)

3,500,000

(a)

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

4.000

12/15/47

3,399,792‌

Series

-

2014

C19

(Class

B)

3,632

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

3.069

02/15/48

3,620‌

Series

-

2015

C20

(Class

ASB)

2,500,000

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

3.605

02/15/48

2,454,927‌

Series

-

2015

C20

(Class

AS)

5,938,073

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

3.652

03/15/48

5,756,056‌

Series

-

2015

C21

(Class

AS)

3,360,000

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

3.561

04/15/48

3,267,137‌

Series

-

2015

C22

(Class

AS)

5,096,745

Morgan

Stanley

Capital

I

Trust

2.606

08/15/49

4,958,264‌

Series

-

2016

UB11

(Class

ASB)

253,360

(a)

Morgan

Stanley

Capital

I

Trust

6.282

12/12/49

90,576‌

Series

-

2007

IQ16

(Class

AJ)

1,300,000

Morgan

Stanley

Capital

I

Trust

3.587

12/15/50

1,221,546‌

Series

-

2017

HR2

(Class

A4)

1,000,000

Morgan

Stanley

Capital

I

Trust

4.177

07/15/51

951,473‌

Series

-

2018

H3

(Class

A5)

3,142,000

(a)

Morgan

Stanley

Capital

I

Trust

4.429

07/15/51

2,976,495‌

Series

-

2018

H3

(Class

AS)

2,422,669

(a),(c)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

2.500

07/25/51

2,094,549‌

Series

-

2021

4

(Class

A4)

3,660,772

(a),(c)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

4.000

02/25/53

3,235,004‌

Series

-

2023

1

(Class

A7)

Nuveen

Core

Bond

Fund

June

30,

2024

202

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

2,000,000

(c)

MRCD

Mortgage

Trust

2.718

%

12/15/36

$

1,370,200‌

Series

-

2019

PARK

(Class

D)

3,500,000

(c)

MRCD

Mortgage

Trust

2.718

12/15/36

2,222,850‌

Series

-

2019

PARK

(Class

E)

1,500,000

(a),(c)

MSDB

Trust

3.427

07/11/39

1,342,152‌

Series

-

2017

712F

(Class

A)

5,347,801

(a),(c)

Natixis

Commercial

Mortgage

Securities

Trust

TSFR1M

+

1.579%

5.915

07/15/36

4,992,072‌

Series

-

2019

MILE

(Class

A)

2,500,000

(a),(c)

Natixis

Commercial

Mortgage

Securities

Trust

TSFR1M

+

1.879%

7.208

07/15/36

2,201,880‌

Series

-

2019

MILE

(Class

B)

703,488

(c)

Natixis

Commercial

Mortgage

Securities

Trust

2.966

12/15/38

645,644‌

Series

-

2020

2PAC

(Class

A)

3,300,066

(a),(c)

New

Residential

Mortgage

Loan

Trust

3.514

03/25/52

2,597,693‌

Series

-

2022

INV1

(Class

B4)

73,687

(a)

New

York

Mortgage

Trust

TSFR1M

+

0.594%

5.940

02/25/36

72,098‌

Series

-

2005

3

(Class

A1)

4,665,000

(a),(c)

NRTH

Mortgage

Trust

TSFR1M

+

1.641%

6.970

03/15/41

4,661,383‌

Series

-

2024

PARK

(Class

A)

4,673,501

(c)

Oak

Street

Investment

Grade

Net

Lease

Fund

Series

2.380

11/20/51

4,270,451‌

Series

-

2021

2A

(Class

A1)

9,715,729

(a),(c)

OBX

Trust

2.500

07/25/51

7,636,288‌

Series

-

2021

J2

(Class

A19)

8,252,085

(a),(c)

OBX

Trust

3.500

08/25/52

7,137,253‌

Series

-

2022

J2

(Class

A1)

7,887,175

(a),(c)

OBX

Trust

4.000

10/25/52

6,967,334‌

Series

-

2022

INV5

(Class

A13)

580,018

(a),(c)

OBX

Trust

TSFR1M

+

0.764%

4.658

06/25/57

562,178‌

Series

-

2018

1

(Class

A2)

2,013,206

(a),(c)

Oceanview

Mortgage

Trust

2.500

05/25/51

1,583,529‌

Series

-

2021

1

(Class

A19)

2,193,931

(a),(c)

Oceanview

Mortgage

Trust

4.500

11/25/52

2,026,078‌

Series

-

2022

1

(Class

A1)

5,000,000

(c)

One

Bryant

Park

Trust

2.516

09/15/54

4,241,613‌

Series

-

2019

OBP

(Class

A)

14,934,004

(c)

One

Market

Plaza

Trust

3.614

02/10/32

13,381,764‌

Series

-

2017

1MKT

(Class

A)

3,611,448

(a),(c)

OPEN

Trust

TSFR1M

+

5.236%

10.565

10/15/28

3,636,212‌

Series

-

2023

AIR

(Class

C)

2,500,000

(a),(c)

PKHL

Commercial

Mortgage

Trust

TSFR1M

+

0.994%

6.323

07/15/38

2,388,207‌

Series

-

2021

MF

(Class

A)

1,000,000

(c)

RBS

Commercial

Funding,

Inc

Trust

3.511

03/11/31

905,734‌

Series

-

2013

SMV

(Class

B)

2,586,763

(a),(c)

RCKT

Mortgage

Trust

3.500

06/25/52

2,208,117‌

Series

-

2022

4

(Class

A22)

285,401

(a),(c)

Sequoia

Mortgage

Trust

3.500

05/25/45

252,823‌

Series

-

2015

2

(Class

A1)

214,699

(a),(c)

Sequoia

Mortgage

Trust

3.500

02/25/47

188,193‌

Series

-

2017

2

(Class

A19)

764,984

(a),(c)

Sequoia

Mortgage

Trust

3.724

09/25/47

697,834‌

Series

-

2017

6

(Class

B1)

479,160

(a),(c)

Sequoia

Mortgage

Trust

3.500

03/25/48

418,707‌

Series

-

2018

3

(Class

A1)

39,642

(a),(c)

Sequoia

Mortgage

Trust

4.000

09/25/48

36,291‌

Series

-

2018

7

(Class

A19)

2,511,247

(a),(c)

Sequoia

Mortgage

Trust

3.000

04/25/50

2,078,741‌

Series

-

2020

3

(Class

A19)

4,366,959

(a),(c)

Sequoia

Mortgage

Trust

5.000

01/25/53

4,102,777‌

Series

-

2023

1

(Class

A19)

187,677

(a),(c)

Shellpoint

Co-Originator

Trust

3.500

04/25/47

164,789‌

Series

-

2017

1

(Class

A19)

203

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

1,500,000

(c)

SLG

Office

Trust

2.851

%

07/15/41

$

1,154,786‌

Series

-

2021

OVA

(Class

E)

1,800,000

UBS

Commercial

Mortgage

Trust

3.563

10/15/50

1,652,710‌

Series

-

2017

C4

(Class

A4)

2,250,000

UBS

Commercial

Mortgage

Trust

4.334

10/15/51

2,128,277‌

Series

-

2018

C13

(Class

A4)

6,541,522

(a),(c)

Verus

Securitization

Trust

2.240

10/25/66

5,504,967‌

Series

-

2021

7

(Class

A3)

364,285

(c)

VSE

VOI

Mortgage

LLC

4.020

02/20/36

361,395‌

Series

-

2018

A

(Class

C)

3,400,000

Wells

Fargo

Commercial

Mortgage

Trust

3.808

12/15/47

3,346,599‌

Series

-

2014

LC18

(Class

AS)

2,272,000

Wells

Fargo

Commercial

Mortgage

Trust

3.540

05/15/48

2,226,046‌

Series

-

2015

C28

(Class

A4)

2,100,000

(a)

Wells

Fargo

Commercial

Mortgage

Trust

3.658

05/15/48

2,012,257‌

Series

-

2015

NXS1

(Class

B)

2,000,000

(a)

Wells

Fargo

Commercial

Mortgage

Trust

4.254

05/15/48

1,776,237‌

Series

-

2015

NXS1

(Class

D)

350,000

Wells

Fargo

Commercial

Mortgage

Trust

3.637

06/15/48

342,630‌

Series

-

2015

C29

(Class

A4)

1,838,570

Wells

Fargo

Commercial

Mortgage

Trust

2.825

10/15/49

1,793,580‌

Series

-

2016

LC24

(Class

ASB)

387,000

Wells

Fargo

Commercial

Mortgage

Trust

3.635

03/15/50

361,562‌

Series

-

2017

RB1

(Class

A5)

2,000,000

Wells

Fargo

Commercial

Mortgage

Trust

3.757

03/15/50

1,841,967‌

Series

-

2017

RB1

(Class

AS)

1,720,000

Wells

Fargo

Commercial

Mortgage

Trust

3.467

04/15/50

1,674,870‌

Series

-

2015

LC20

(Class

AS)

2,000,000

(a)

Wells

Fargo

Commercial

Mortgage

Trust

4.012

03/15/51

1,899,228‌

Series

-

2018

C43

(Class

A4)

1,200,000

(c)

Wells

Fargo

Commercial

Mortgage

Trust

3.153

09/15/57

1,096,740‌

Series

-

2015

NXS3

(Class

D)

2,500,000

(a)

Wells

Fargo

Commercial

Mortgage

Trust

3.972

09/15/57

2,419,736‌

Series

-

2015

NXS3

(Class

AS)

3,350,000

Wells

Fargo

Commercial

Mortgage

Trust

3.952

01/15/59

3,212,246‌

Series

-

2016

C32

(Class

AS)

2,500,000

(a)

Wells

Fargo

Commercial

Mortgage

Trust

4.886

01/15/59

2,383,464‌

Series

-

2016

C32

(Class

B)

428,790

Wells

Fargo

Commercial

Mortgage

Trust

2.933

11/15/59

417,821‌

Series

-

2016

C36

(Class

ASB)

80,997

(a),(c)

Wells

Fargo

Mortgage

Backed

Securities

Trust

4.000

04/25/49

74,846‌

Series

-

2019

2

(Class

A17)

1,098,447

(a),(c)

Wells

Fargo

Mortgage

Backed

Securities

Trust

3.500

09/25/49

958,266‌

Series

-

2019

4

(Class

A1)

740,968

(a),(c)

Wells

Fargo

Mortgage

Backed

Securities

Trust

3.000

07/25/50

619,781‌

Series

-

2020

4

(Class

A17)

10,914,134

(a),(c)

Wells

Fargo

Mortgage

Backed

Securities

Trust

2.500

06/25/51

8,578,200‌

Series

-

2021

2

(Class

A17)

2,878,184

(a),(c)

Wells

Fargo

Mortgage

Backed

Securities

Trust

2.500

12/25/51

2,258,580‌

Series

-

2022

2

(Class

A18)

3,297,636

(a),(c)

Wells

Fargo

Mortgage

Backed

Securities

Trust

3.000

03/25/52

2,699,324‌

Series

-

2022

INV1

(Class

A18)

5,702,971

(a),(c)

Wells

Fargo

Mortgage

Backed

Securities

Trust

3.500

03/25/52

4,868,180‌

Series

-

2022

INV1

(Class

A17)

189,733

(a),(c)

WinWater

Mortgage

Loan

Trust

3.924

06/20/44

154,733‌

Series

-

2014

1

(Class

B4)

TOTAL

OTHER

MORTGAGE

BACKED

944,908,377‌

TOTAL

STRUCTURED

ASSETS

1,408,447,554‌

(Cost

$1,524,478,452)

Nuveen

Core

Bond

Fund

June

30,

2024

204

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

COMMON

STOCKS

-

0.0%

MATERIALS

-

0.0%

363,958

(i)

Petra

Diamonds

Ltd

$

184,492‌

TOTAL

MATERIALS

184,492‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0.0%

10,391

(i)

Bright

Bidco

BV

7,970‌

7,607

(i)

Bright

Bidco

BV

5,835‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

13,805‌

SOFTWARE

&

SERVICES

-

0.0%

4,815

(i)

Avaya,

Inc

31,297‌

1,010

(i)

Avaya,

Inc

6,565‌

TOTAL

SOFTWARE

&

SERVICES

37,862‌

TOTAL

COMMON

STOCKS

236,159‌

(Cost

$949,850)

PREFERRED

STOCKS

-

0.1%

FINANCIAL

SERVICES

-

0.1%

208,700

Morgan

Stanley

5,447,070‌

200,000

Morgan

Stanley

5,010,000‌

TOTAL

FINANCIAL

SERVICES

10,457,070‌

TOTAL

PREFERRED

STOCKS

10,457,070‌

(Cost

$10,877,500)

TOTAL

LONG-TERM

INVESTMENTS

9,986,946,591‌

(Cost

$10,761,836,138)

PRINCIPAL

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

0.9%

GOVERNMENT

AGENCY

DEBT

-

0.1%

$

5,000,000

Tennessee

Valley

Authority

(TVA)

0.000

%

07/10/24

4,991,258‌

TOTAL

GOVERNMENT

AGENCY

DEBT

4,991,258‌

REPURCHASE

AGREEMENT

-

0.5%

54,369,000

(j)

Fixed

Income

Clearing

Corporation

5.320

07/01/24

54,369,000‌

TOTAL

REPURCHASE

AGREEMENT

54,369,000‌

TREASURY

DEBT

-

0.3%

5,064,000

United

States

Treasury

Bill

0.000

07/05/24

5,061,033‌

10,000,000

United

States

Treasury

Bill

0.000

07/30/24

9,957,708‌

5,000,000

United

States

Treasury

Bill

0.000

08/13/24

4,968,695‌

10,000,000

United

States

Treasury

Bill

0.000

08/27/24

9,918,178‌

UYU

26,900,000

Uruguay

Monetary

Regulation

Bill

0.000

08/14/24

674,726‌

TOTAL

TREASURY

DEBT

30,580,340‌

TOTAL

SHORT-TERM

INVESTMENTS

89,940,598‌

(Cost

$89,962,996)

SHARES

EXP

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.9%

92,807,137

(k)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5.330

(l)

92,807,137‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

92,807,137‌

(Cost

$92,807,137)

TOTAL

INVESTMENTS

-

99.9%

10,169,694,326‌

(Cost

$10,944,606,271)

OTHER

ASSETS

&

LIABILITIES,

NET

-

0.1%

15,188,620‌

NET

ASSETS

-

100.0%

$

10,184,882,946‌

205

See

Notes

to

Portfolios

of

Investments

Principal

denominated

in

U.S.

Dollars,

unless

otherwise

noted. 

BRL

Brazilian

Real

DOP

Dominican

Republic

Peso

EUR

Euro

HUF

Hungary

Forint

IDR

Indonesian

Rupiah

INR

Indian

Rupee

LIBOR

London

Interbank

Offered

Rate

M

Month

MXN

Mexican

Peso

MYR

Malaysian

Ringgit

PLN

Polish

Zloty

REIT

Real

Estate

Investment

Trust

SOFR30A

30

Day

Average

Secured

Overnight

Financing

Rate

TSFR1M

CME

Term

Secured

Overnight

Financing

Rate

1

Month

TSFR3M

CME

Term

Secured

Overnight

Financing

Rate

3

Month

TSFR6M

CME

Term

Secured

Overnight

Financing

Rate

6

Month

TSFR12M

CME

Term

Secured

Overnight

Financing

Rate

12

Month

UGX

Ugandan

Shilling

UYU

Uruguayan

Peso

UZS

Uzbekistani

Som

ZAR

South

African

Rand

(a)

Floating

or

variable

rate

security

includes

the

reference

rate

and

spread,

unless

the

variable

rate

is

based

on

the

underlying

asset

of

the

security.

Coupon

rate

reflects

the

rate

at

period

end.

(b)

When-issued

or

delayed

delivery

security.

(c)

Security

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$2,268,673,768

or

22.3%

of

Total

Investments.

(d)

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$90,932,009.

(e)

Perpetual

security

(f)

Payment

in

Kind

Bond

(g)

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

(h)

Principal

amount

for

interest

accrual

purposes

is

periodically

adjusted

based

on

changes

in

the

Consumer

Price

Index.

(i)

Non-income

producing

(j)

Agreement

with

Fixed

Income

Clearing

Corporation,

5.320%

dated

6/28/24

to

be

repurchased

at

$54,393,104

on

7/1/24,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

0.625%

and

maturity

date

7/31/26,

valued

at

$55,456,512.

(k)

Investments

made

with

cash

collateral

received

from

securities

on

loan.

(l)

The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

Forward

Foreign

Currency

Contracts

Currency

Purchased

Receive

Currency

Sold

Deliver

Counterparty

Settlement

Date

Unrealized

Appreciation

(Depreciation)

$

4,690,382

EUR

4,360,062

Morgan

Stanley

Capital

Services

07/16/24

 $

17,393‌

EUR

Euro

Credit

Default

Swaps

-

Centrally

Cleared

PURCHASED

Reference

Entity

Terms

of

Payments

to

be

Paid

Terms

of

Payments

to

be

Received

Counterparty

Fixed

Rate

Payment

Frequency

Maturity

Date

Notional

Amount

*

Value

Premiums

Paid

(Received)

Unrealized

Appreciation

(Depreciation)

CDX-NAIGS42V1-5Y

5.000%

Credit

event

as

specified

in

contract

Citigroup

Global

Markets,

Inc

Quarterly

06/29/29

$30,000,000‌

$1,918,745‌

$1,975,951‌

$(57,206‌)

*  

The

maximum

potential

amount

the

Fund

could

be

required

to

pay

as

a

seller

of

credit

protection

or

receive

as

a

buyer

of

credit

protection

if

a

credit

event

occurs

is

defined

under

the

terms

of

that

particular

swap

agreement.

This

amount

may

be

reduced

by

any

recoverable

assets,

if

applicable.

Nuveen

Core

Bond

Fund

June

30,

2024

206

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

SOLD

Reference

Entity

Terms

of

Payments

to

be

Paid

Terms

of

Payments

to

be

Received

Counterparty

Fixed

Rate

Payment

Frequency

Maturity

Date

Notional

Amount

*

Value

Premiums

Paid

(Received)

Unrealized

Appreciation

(Depreciation)

CDX-NAIGS42V1-5Y

Credit

event

as

specified

in

contract

1.000%

Citigroup

Global

Markets,

Inc

Quarterly

06/29/29

$25,000,000‌

$(1,598,954‌)

$(1,709,743‌)

$110,789‌

CDX-NAIGS42V1-5Y

Credit

event

as

specified

in

contract

1.000

Citigroup

Global

Markets,

Inc

Quarterly

06/29/29

35,000,000‌

(2,238,535‌)

(2,404,762‌)

166,227‌

Total

$(3,837,489‌)

$(4,114,505‌)

$

277,016‌

*  

The

maximum

potential

amount

the

Fund

could

be

required

to

pay

as

a

seller

of

credit

protection

or

receive

as

a

buyer

of

credit

protection

if

a

credit

event

occurs

is

defined

under

the

terms

of

that

particular

swap

agreement.

This

amount

may

be

reduced

by

any

recoverable

assets,

if

applicable.

Portfolio

of

Investments

Nuveen

Core

Impact

Bond

Fund

June

30,

2024

207

See

Notes

to

Portfolios

of

Investments

(Unaudited)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

LONG-TERM

INVESTMENTS

-

98.9%

BANK

LOAN

OBLIGATIONS

-

0.7%

CAPITAL

GOODS

-

0.0%

$

450,366

(a),(b)

KDC

Agribusiness

Fairless

Hills

LLC

12.000

%

09/17/24

$

57,737‌

TOTAL

CAPITAL

GOODS

57,737‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0.2%

13,875,333

(c)

LTR

Intermediate

Holdings,

Inc

TSFR1M

+

4.500%

9.958

05/05/28

13,675,875‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

13,675,875‌

UTILITIES

-

0.5%

6,469,503

(c)

Constellation

Renewables

LLC

TSFR3M

+

3.250%

8.109

12/15/27

6,490,593‌

17,057,307

(c)

TerraForm

Power

Operating

LLC

TSFR3M

+

2.500%

7.935

05/21/29

17,134,662‌

3,990,000

(c)

Vistra

Operations

Co

LLC

TSFR1M

+

2.750%

8.094

04/30/31

4,013,441‌

TOTAL

UTILITIES

27,638,696‌

TOTAL

BANK

LOAN

OBLIGATIONS

41,372,308‌

(Cost

$41,518,466)

CORPORATE

BONDS

-

26.7%

AUTOMOBILES

&

COMPONENTS

-

0.5%

6,650,000

Ford

Motor

Co

3.250

02/12/32

5,495,784‌

11,025,000

Magna

International,

Inc

2.450

06/15/30

9,516,479‌

10,650,000

Toyota

Motor

Credit

Corp

2.150

02/13/30

9,198,144‌

2,260,000

(d)

ZF

North

America

Capital,

Inc

6.875

04/14/28

2,303,722‌

4,980,000

(d)

ZF

North

America

Capital,

Inc

7.125

04/14/30

5,156,133‌

TOTAL

AUTOMOBILES

&

COMPONENTS

31,670,262‌

BANKS

-

3.7%

10,000,000

Bank

of

Montreal

3.803

12/15/32

9,395,624‌

8,875,000

Bank

of

Montreal

7.700

05/26/84

9,064,836‌

6,750,000

Barclays

plc

6.692

09/13/34

7,155,921‌

1,775,000

Barclays

plc

6.036

03/12/55

1,798,946‌

11,375,000

(d)

BNP

Paribas

S.A.

5.894

12/05/34

11,651,211‌

2,500,000

(d),(e)

BNP

Paribas

S.A.

8.500

N/A(f)

2,560,540‌

5,000,000

(d)

BPCE

S.A.

2.045

10/19/27

4,590,099‌

5,350,000

(d)

BPCE

S.A.

5.936

05/30/35

5,328,698‌

2,990,000

Citigroup,

Inc

1.281

11/03/25

2,943,304‌

5,025,000

(e)

Citigroup,

Inc

7.625

N/A(f)

5,231,929‌

10,000,000

(d)

Credit

Agricole

S.A.

5.335

01/10/30

9,893,237‌

10,000,000

(d)

Credit

Agricole

S.A.

6.251

01/10/35

10,060,073‌

7,025,000

Deutsche

Bank

AG.

6.819

11/20/29

7,305,909‌

4,950,000

(d)

Federation

des

Caisses

Desjardins

du

Quebec

5.147

11/27/28

5,013,550‌

9,125,000

(d)

Federation

des

Caisses

Desjardins

du

Quebec

5.250

04/26/29

9,103,284‌

9,925,000

HSBC

Holdings

plc

6.161

03/09/29

10,152,383‌

6,250,000

(d)

Intesa

Sanpaolo

S.p.A

3.250

09/23/24

6,210,358‌

3,650,000

(d)

Intesa

Sanpaolo

S.p.A

6.625

06/20/33

3,762,564‌

13,800,000

(d)

Intesa

Sanpaolo

S.p.A

7.200

11/28/33

14,754,474‌

15,000,000

(d)

Intesa

Sanpaolo

S.p.A

7.800

11/28/53

16,491,140‌

12,575,000

JPMorgan

Chase

&

Co

5.571

04/22/28

12,676,821‌

4,500,000

JPMorgan

Chase

&

Co

5.766

04/22/35

4,617,036‌

10,990,000

JPMorgan

Chase

&

Co

3.650

N/A(f)

10,394,997‌

12,475,000

(e)

JPMorgan

Chase

&

Co

6.875

N/A(f)

12,884,978‌

7,750,000

Morgan

Stanley

Bank

NA

5.504

05/26/28

7,803,037‌

3,700,000

NatWest

Group

plc

8.125

N/A(f)

3,738,277‌

3,375,000

(d)

Royal

Bank

of

Canada

1.050

09/14/26

3,095,663‌

10,000,000

(d)

Royal

Bank

of

Canada

4.851

12/14/26

9,962,502‌

2,500,000

(d)

Shinhan

Financial

Group

Co

Ltd

5.000

07/24/28

2,475,805‌

8,850,000

(d)

Societe

Generale

S.A.

7.132

01/19/55

8,470,772‌

Nuveen

Core

Impact

Bond

Fund

June

30,

2024

208

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

BANKS—continued

$

7,500,000

(d)

UniCredit

S.p.A

2.569

%

09/22/26

$

7,193,978‌

TOTAL

BANKS

235,781,946‌

CAPITAL

GOODS

-

0.5%

10,625,000

Air

Lease

Corp

5.100

03/01/29

10,512,865‌

9,000,000

Conservation

Fund

3.474

12/15/29

8,135,105‌

8,725,000

Cummins,

Inc

5.450

02/20/54

8,557,919‌

6,250,000

(d)

Sociedad

de

Transmision

Austral

S.A.

4.000

01/27/32

5,587,379‌

TOTAL

CAPITAL

GOODS

32,793,268‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0.5%

5,025,000

(d)

Ambipar

Lux

Sarl

9.875

02/06/31

4,872,835‌

9,500,000

Automatic

Data

Processing,

Inc

1.700

05/15/28

8,485,661‌

12,875,000

Automatic

Data

Processing,

Inc

1.250

09/01/30

10,422,678‌

12,760,000

Rockefeller

Foundation

2.492

10/01/50

7,894,495‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

31,675,669‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0.2%

5,175,000

Home

Depot,

Inc

4.850

06/25/31

5,134,374‌

5,525,000

Lowe's

Cos,

Inc

2.800

09/15/41

3,791,849‌

5,300,000

Lowe's

Cos,

Inc

5.750

07/01/53

5,219,671‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

14,145,894‌

CONSUMER

DURABLES

&

APPAREL

-

0.1%

5,270,000

Whirlpool

Corp

2.400

05/15/31

4,326,325‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

4,326,325‌

CONSUMER

SERVICES

-

0.8%

8,475,000

Choice

Hotels

International,

Inc

0.000

08/01/34

8,353,030‌

5,820,000

Enterprise

Community

Loan

Fund,

Inc

4.152

11/01/28

5,568,436‌

2,250,000

Mary

Free

Bed

Rehabilitation

Hospital

3.786

04/01/51

1,614,447‌

11,525,000

Massachusetts

Higher

Education

Assistance

Corp

2.673

07/01/31

9,449,723‌

9,500,000

Mather

Foundation

2.675

10/01/31

7,975,310‌

45,000

Salvation

Army

5.637

09/01/26

45,173‌

5,000,000

Salvation

Army

4.528

09/01/48

4,498,167‌

6,350,000

Starbucks

Corp

2.450

06/15/26

6,029,710‌

5,000,000

YMCA

of

Greater

New

York

5.021

08/01/38

4,284,622‌

1,500,000

YMCA

of

Greater

New

York

5.151

08/01/48

1,202,609‌

TOTAL

CONSUMER

SERVICES

49,021,227‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

0.6%

2,000,000

(d)

Alimentation

Couche-Tard,

Inc

3.625

05/13/51

1,435,443‌

10,625,000

SYSCO

Corp

5.750

01/17/29

10,878,069‌

10,750,000

SYSCO

Corp

2.400

02/15/30

9,313,862‌

18,025,000

Walmart,

Inc

1.800

09/22/31

14,851,476‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

36,478,850‌

ENERGY

-

2.5%

2,125,000

BP

Capital

Markets

America,

Inc

4.699

04/10/29

2,094,214‌

4,360,000

BP

Capital

Markets

America,

Inc

4.812

02/13/33

4,226,808‌

6,050,000

BP

Capital

Markets

America,

Inc

4.893

09/11/33

5,883,058‌

9,875,000

BP

Capital

Markets

America,

Inc

2.772

11/10/50

6,069,238‌

6,950,000

BP

Capital

Markets

plc

6.450

N/A(f)

7,139,269‌

8,088,000

Cheniere

Energy

Partners

LP

4.000

03/01/31

7,355,237‌

4,850,000

Cheniere

Energy

Partners

LP

5.950

06/30/33

4,917,629‌

7,525,000

ConocoPhillips

Co

5.050

09/15/33

7,458,755‌

8,875,000

ConocoPhillips

Co

5.300

05/15/53

8,423,860‌

4,510,000

ConocoPhillips

Co

5.550

03/15/54

4,438,161‌

10,000,000

Enbridge,

Inc

5.625

04/05/34

9,983,542‌

3,000,000

Enbridge,

Inc

5.950

04/05/54

2,976,256‌

7,725,000

Equinor

ASA

2.375

05/22/30

6,745,081‌

3,000,000

Equinor

ASA

3.950

05/15/43

2,465,383‌

9,110,000

Equinor

ASA

3.250

11/18/49

6,373,728‌

5,825,000

Marathon

Oil

Corp

5.300

04/01/29

5,848,951‌

6,850,000

MPLX

LP

5.500

06/01/34

6,745,915‌

209

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ENERGY—continued

$

6,825,000

Pioneer

Natural

Resources

Co

5.100

%

03/29/26

$

6,809,920‌

2,950,000

(d)

Raizen

Fuels

Finance

S.A.

6.450

03/05/34

2,996,604‌

12,850,000

TotalEnergies

Capital

International

S.A.

2.986

06/29/41

9,365,846‌

11,550,000

TotalEnergies

Capital

International

S.A.

3.127

05/29/50

7,787,772‌

5,025,000

TotalEnergies

Capital

S.A.

5.150

04/05/34

5,026,825‌

4,350,000

TotalEnergies

Capital

S.A.

5.488

04/05/54

4,289,798‌

10,550,000

TotalEnergies

Capital

S.A.

5.638

04/05/64

10,446,523‌

10,000,000

Williams

Cos,

Inc

5.300

08/15/28

10,030,649‌

TOTAL

ENERGY

155,899,022‌

FINANCIAL

SERVICES

-

3.6%

3,419,800

BB

Blue

Financing

DAC

4.395

09/20/29

3,350,376‌

10,000,000

BB

Blue

Financing

DAC

4.395

09/20/37

9,788,506‌

11,645,000

Community

Preservation

Corp

2.867

02/01/30

10,145,044‌

10,400,000

Ford

Foundation

2.815

06/01/70

6,044,554‌

1,609,000

Goldman

Sachs

Group,

Inc

0.855

02/12/26

1,560,483‌

10,000,000

(d)

GPS

Blue

Financing

DAC

5.645

11/09/41

9,525,000‌

8,600,000

(d)

Hannon

Armstrong

Sustainable

Infrastructure

Capital,

Inc

6.375

07/01/34

8,418,981‌

3,500,000

(d)

HAT

Holdings

I

LLC

3.375

06/15/26

3,300,314‌

3,000,000

(d),(e)

HAT

Holdings

I

LLC

3.750

09/15/30

2,617,057‌

2,842,427

HNA

LLC

2.369

09/18/27

2,691,098‌

6,935,000

Kreditanstalt

fuer

Wiederaufbau

4.375

02/28/34

6,876,901‌

4,500,000

Low

Income

Investment

Fund

3.386

07/01/26

4,348,141‌

10,000,000

Low

Income

Investment

Fund

3.711

07/01/29

9,113,628‌

7,725,000

Mastercard,

Inc

1.900

03/15/31

6,455,109‌

6,500,000

National

Rural

Utilities

Cooperative

Finance

Corp

4.150

12/15/32

5,989,281‌

1,925,000

NHP

Foundation

5.850

12/01/28

1,968,467‌

4,850,000

NHP

Foundation

6.000

12/01/33

5,008,741‌

10,000,000

Private

Export

Funding

Corp

(PEFCO)

4.300

12/15/28

9,897,209‌

10,000,000

Private

Export

Funding

Corp

(PEFCO)

4.600

02/15/34

9,875,508‌

2,500,000

Reinvestment

Fund,

Inc

3.366

11/01/24

2,467,020‌

5,000,000

Reinvestment

Fund,

Inc

3.513

11/01/25

4,763,266‌

5,000,000

Reinvestment

Fund,

Inc

3.880

02/15/27

4,605,233‌

2,800,000

(d)

Starwood

Property

Trust,

Inc

7.250

04/01/29

2,830,020‌

7,472,572

Thirax  LLC

1.462

03/07/33

6,407,550‌

8,750,000

(d)

UBS

Group

AG.

5.428

02/08/30

8,732,625‌

9,375,000

(d)

UBS

Group

AG.

5.617

09/13/30

9,414,944‌

10,000,000

(d)

UBS

Group

AG.

2.746

02/11/33

8,172,794‌

9,950,000

UBS

Group

AG.

6.301

09/22/34

10,347,418‌

6,150,000

(d)

UBS

Group

AG.

5.699

02/08/35

6,143,728‌

4,050,000

(d)

UBS

Group

AG.

9.250

N/A(f)

4,357,407‌

6,000,000

(d)

UBS

Group

AG.

7.750

N/A(f)

6,120,282‌

3,375,000

(d)

UBS

Group

AG.

9.250

N/A(f)

3,779,636‌

10,000,000

Visa,

Inc

1.100

02/15/31

7,961,598‌

3,450,000

(d)

WLB

Asset

II

B

Pte

Ltd

3.950

12/10/24

3,286,837‌

5,425,000

(d)

WLB

Asset

II

C

Pte

Ltd

3.900

12/23/25

5,122,161‌

10,000,000

(d)

WLB

Asset

II

D

Pte

Ltd

6.500

12/21/26

9,395,389‌

9,750,000

(d)

WLB

Asset

VI

Pte

Ltd

7.250

12/21/27

10,105,777‌

TOTAL

FINANCIAL

SERVICES

230,988,083‌

FOOD,

BEVERAGE

&

TOBACCO

-

0.8%

3,725,000

Campbell

Soup

Co

5.200

03/21/29

3,727,169‌

10,125,000

(d)

Mars,

Inc

4.650

04/20/31

9,866,449‌

7,000,000

(d)

NBM

US

Holdings,

Inc

6.625

08/06/29

6,918,087‌

6,600,000

(d)

Nestle

Holdings,

Inc

4.950

03/14/30

6,632,657‌

10,000,000

PepsiCo,

Inc

3.900

07/18/32

9,333,971‌

20,310,000

PepsiCo,

Inc

2.875

10/15/49

13,481,009‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

49,959,342‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

0.0%

665,000

Kaiser

Foundation

Hospitals

2.810

06/01/41

480,800‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

480,800‌

Nuveen

Core

Impact

Bond

Fund

June

30,

2024

210

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

1.0%

$

5,300,000

Procter

&

Gamble

Co

3.000

%

03/25/30

$

4,876,607‌

12,125,000

Procter

&

Gamble

Co

1.200

10/29/30

9,874,752‌

10,875,000

Procter

&

Gamble

Co

4.550

01/29/34

10,672,391‌

3,000,000

Unilever

Capital

Corp

0.626

08/12/24

2,981,614‌

14,500,000

Unilever

Capital

Corp

4.875

09/08/28

14,509,483‌

6,125,000

Unilever

Capital

Corp

1.375

09/14/30

4,990,956‌

10,000,000

(e)

Unilever

Capital

Corp

5.000

12/08/33

10,019,203‌

9,425,000

Unilever

Capital

Corp

2.625

08/12/51

5,998,776‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

63,923,782‌

INSURANCE

-

0.5%

12,075,000

(d)

Five

Corners

Funding

Trust

II

2.850

05/15/30

10,631,719‌

11,400,000

(d)

Muenchener

Rueckversicherungs-Gesellschaft

AG.

in

Muenchen

5.875

05/23/42

11,372,184‌

11,135,000

(d)

USAA

Capital

Corp

2.125

05/01/30

9,496,981‌

TOTAL

INSURANCE

31,500,884‌

MATERIALS

-

1.4%

10,500,000

Air

Products

and

Chemicals,

Inc

4.800

03/03/33

10,329,337‌

2,755,000

(d),(e)

Alcoa

Nederland

Holding

BV

7.125

03/15/31

2,831,414‌

10,000,000

Amcor

Group

Finance

plc

5.450

05/23/29

10,032,908‌

2,750,000

(d)

Anglo

American

Capital

plc

3.625

09/11/24

2,736,368‌

7,250,000

(d)

Cemex

SAB

de

C.V.

9.125

N/A(f)

7,734,227‌

8,500,000

Dow

Chemical

Co

5.150

02/15/34

8,314,716‌

10,750,000

(d)

FMG

Resources

August

2006

Pty

Ltd

6.125

04/15/32

10,628,414‌

1,300,000

LG

Chem

Ltd

3.250

10/15/24

1,290,648‌

2,490,000

(d)

LG

Chem

Ltd

3.625

04/15/29

2,318,702‌

6,900,000

Nutrien

Ltd

5.200

06/21/27

6,891,660‌

11,125,000

Nutrien

Ltd

5.400

06/21/34

10,959,013‌

4,541,400

(d)

Star

Energy

Geothermal

Wayang

Windu

Ltd

6.750

04/24/33

4,568,771‌

10,000,000

Teck

Resources

Ltd

3.900

07/15/30

9,277,582‌

TOTAL

MATERIALS

87,913,760‌

MEDIA

&

ENTERTAINMENT

-

0.2%

11,250,000

(e)

Comcast

Corp

4.650

02/15/33

10,861,127‌

TOTAL

MEDIA

&

ENTERTAINMENT

10,861,127‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

1.1%

13,250,000

Johnson

&

Johnson

4.900

06/01/31

13,380,094‌

8,300,000

Johnson

&

Johnson

2.250

09/01/50

4,933,305‌

12,550,000

Merck

&

Co,

Inc

2.150

12/10/31

10,433,114‌

8,800,000

Merck

&

Co,

Inc

2.750

12/10/51

5,501,611‌

6,650,000

Pfizer

Investment

Enterprises

Pte

Ltd

4.650

05/19/25

6,603,390‌

6,475,000

Pfizer

Investment

Enterprises

Pte

Ltd

5.110

05/19/43

6,156,336‌

15,000,000

Pfizer

Investment

Enterprises

Pte

Ltd

5.300

05/19/53

14,467,770‌

2,500,000

Pfizer,

Inc

2.625

04/01/30

2,217,785‌

5,400,000

Pfizer,

Inc

1.750

08/18/31

4,385,030‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

68,078,435‌

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0.2%

8,000,000

National

Community

Renaissance

of

California

3.270

12/01/32

6,642,633‌

9,775,000

Preservation

Of

Affordable

Housing,

Inc

4.479

12/01/32

8,936,985‌

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

15,579,618‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0.3%

10,050,000

Intel

Corp

4.150

08/05/32

9,412,028‌

10,000,000

Texas

Instruments,

Inc

5.050

05/18/63

9,293,265‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

18,705,293‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

0.2%

11,850,000

Apple,

Inc

3.000

06/20/27

11,287,015‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

11,287,015‌

211

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

TELECOMMUNICATION

SERVICES

-

0.1%

$

9,547,000

Verizon

Communications,

Inc

2.550

%

03/21/31

$

8,111,208‌

TOTAL

TELECOMMUNICATION

SERVICES

8,111,208‌

TRANSPORTATION

-

0.2%

5,066,976

(d)

Air

Canada

Pass

Through

Trust

4.125

05/15/25

4,958,758‌

3,612,115

(d)

Air

Canada

Pass

Through

Trust

3.300

01/15/30

3,299,749‌

6,000,000

Norfolk

Southern

Corp

2.300

05/15/31

5,038,698‌

TOTAL

TRANSPORTATION

13,297,205‌

UTILITIES

-

7.7%

5,000,000

AES

Corp

5.450

06/01/28

4,988,845‌

2,000,000

AES

Corp

7.600

01/15/55

2,024,727‌

6,725,000

Algonquin

Power

&

Utilities

Corp

5.365

06/15/26

6,692,411‌

12,350,000

Ameren

Illinois

Co

2.900

06/15/51

7,702,885‌

4,500,000

Atlantic

City

Electric

Co

2.300

03/15/31

3,778,341‌

3,345,000

Avangrid,

Inc

3.150

12/01/24

3,308,138‌

7,500,000

Avangrid,

Inc

3.800

06/01/29

6,977,319‌

7,050,000

(d)

Brooklyn

Union

Gas

Co

4.632

08/05/27

6,831,304‌

10,000,000

(d)

Brooklyn

Union

Gas

Co

4.866

08/05/32

9,269,523‌

9,850,000

CenterPoint

Energy

Houston

Electric

LLC

2.350

04/01/31

8,292,846‌

3,050,000

CMS

Energy

Corp

4.750

06/01/50

2,793,016‌

3,850,000

(d)

Colbun

S.A.

3.150

01/19/32

3,241,387‌

14,500,000

Commonwealth

Edison

Co

2.750

09/01/51

8,646,567‌

5,600,000

Connecticut

Light

and

Power

Co

4.650

01/01/29

5,533,527‌

6,475,000

(d)

Consorcio

Transmantaro

SA

4.700

04/16/34

6,089,174‌

5,200,000

Consumers

Energy

Co

4.600

05/30/29

5,116,018‌

14,882,879

(d)

Continental

Wind

LLC

6.000

02/28/33

14,669,864‌

3,425,000

Dominion

Energy,

Inc

7.000

06/01/54

3,563,589‌

8,325,000

Dominion

Energy,

Inc

4.350

N/A(f)

7,811,457‌

16,725,000

DTE

Electric

Co

1.900

04/01/28

14,987,237‌

9,025,000

DTE

Electric

Co

3.250

04/01/51

6,090,660‌

3,688,000

Duke

Energy

Carolinas

LLC

2.850

03/15/32

3,159,639‌

10,000,000

Duke

Energy

Florida

LLC

2.500

12/01/29

8,820,330‌

10,000,000

Duke

Energy

Florida

LLC

3.000

12/15/51

6,282,665‌

1,000,000

Duke

Energy

Progress

LLC

3.450

03/15/29

932,662‌

7,059,000

(d)

Electricite

de

France

S.A.

3.625

10/13/25

6,881,055‌

2,700,000

(d)

Engie

S.A.

5.625

04/10/34

2,685,972‌

6,375,000

Florida

Power

&

Light

Co

4.625

05/15/30

6,245,910‌

6,250,000

Georgia

Power

Co

3.250

03/15/51

4,250,015‌

2,700,000

Georgia

Power

Co

5.125

05/15/52

2,509,414‌

1,577,125

(d)

India

Cleantech

Energy

4.700

08/10/26

1,499,057‌

9,700,000

Interstate

Power

and

Light

Co

3.500

09/30/49

6,791,497‌

10,750,000

(d)

Liberty

Utilities

Finance

GP

2.050

09/15/30

8,792,777‌

2,498,000

(d)

Massachusetts

Electric

Co

1.729

11/24/30

1,984,443‌

6,875,000

MidAmerican

Energy

Co

3.100

05/01/27

6,557,362‌

5,000,000

MidAmerican

Energy

Co

5.350

01/15/34

5,068,566‌

12,626,000

National

Fuel

Gas

Co

5.500

01/15/26

12,585,595‌

200,000

National

Fuel

Gas

Co

3.950

09/15/27

191,130‌

11,274,000

National

Fuel

Gas

Co

2.950

03/01/31

9,459,086‌

11,250,000

(d)

New

York

State

Electric

&

Gas

Corp

2.150

10/01/31

9,015,896‌

13,000,000

NextEra

Energy

Capital

Holdings,

Inc

4.900

03/15/29

12,860,468‌

6,275,000

(e)

NextEra

Energy

Capital

Holdings,

Inc

6.750

06/15/54

6,310,981‌

2,034,000

(d),(e)

NextEra

Energy

Operating

Partners

LP

7.250

01/15/29

2,085,806‌

11,750,000

(d)

Niagara

Mohawk

Power

Corp

1.960

06/27/30

9,770,230‌

5,200,000

Northern

States

Power

Co

2.900

03/01/50

3,312,533‌

7,050,000

Northern

States

Power

Co

3.200

04/01/52

4,693,217‌

8,125,000

Northern

States

Power

Co

5.400

03/15/54

7,828,251‌

5,250,000

Northwest

Natural

Gas

Co

3.078

12/01/51

3,145,413‌

17,028,000

Pacific

Gas

and

Electric

Co

6.700

04/01/53

17,718,666‌

7,075,000

Piedmont

Natural

Gas

Co,

Inc

3.350

06/01/50

4,642,588‌

1,900,000

PPL

Electric

Utilities

Corp

4.850

02/15/34

1,848,784‌

3,625,000

Public

Service

Co

of

Colorado

3.200

03/01/50

2,382,917‌

Nuveen

Core

Impact

Bond

Fund

June

30,

2024

212

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES—continued

$

10,600,000

Public

Service

Co

of

Colorado

5.750

%

05/15/54

$

10,466,413‌

4,875,000

Public

Service

Electric

and

Gas

Co

4.650

03/15/33

4,698,736‌

6,150,000

Public

Service

Electric

and

Gas

Co

3.200

08/01/49

4,236,250‌

4,850,000

(d)

RWE

Finance

US

LLC

5.875

04/16/34

4,855,416‌

10,000,000

(d)

RWE

Finance

US

LLC

6.250

04/16/54

9,874,434‌

4,175,000

San

Diego

Gas

&

Electric

Co

4.950

08/15/28

4,155,782‌

15,000,000

San

Diego

Gas

&

Electric

Co

2.950

08/15/51

9,713,809‌

2,347,146

SCE

Recovery

Funding

LLC

1.977

11/15/28

2,175,532‌

7,100,000

SCE

Recovery

Funding

LLC

2.943

11/15/42

5,731,510‌

2,640,000

SCE

Recovery

Funding

LLC

3.240

11/15/46

1,913,341‌

3,000,000

Sempra

4.875

N/A(f)

2,942,447‌

3,664,967

(d)

Solar

Star

Funding

LLC

3.950

06/30/35

3,275,730‌

4,279,475

(d)

Solar

Star

Funding

LLC

5.375

06/30/35

4,168,863‌

8,430,000

Southern

California

Edison

Co

2.750

02/01/32

7,109,876‌

8,325,000

Southern

California

Edison

Co

5.200

06/01/34

8,128,911‌

5,000,000

Southern

California

Edison

Co

3.450

02/01/52

3,393,905‌

7,000,000

Southwestern

Electric

Power

Co

3.250

11/01/51

4,404,495‌

18,529,000

Southwestern

Public

Service

Co

3.150

05/01/50

11,806,646‌

1,270,000

(d),(e)

Sunnova

Energy

Corp

5.875

09/01/26

987,425‌

16,135,890

(d)

Sweihan

PV

Power

Co

PJSC

3.625

01/31/49

12,924,912‌

2,000,000

(d)

TerraForm

Power

Operating

LLC

5.000

01/31/28

1,910,348‌

6,578,326

(d)

Topaz

Solar

Farms

LLC

4.875

09/30/39

5,854,710‌

11,650,443

(d)

Topaz

Solar

Farms

LLC

5.750

09/30/39

11,269,823‌

5,821,256

(d)

UEP

Penonome

II

S.A.

6.500

10/01/38

4,883,555‌

15,000,000

Union

Electric

Co

2.150

03/15/32

12,055,164‌

16,400,000

Union

Electric

Co

2.625

03/15/51

9,777,130‌

3,625,000

(d)

Vistra

Corp

7.000

N/A(f)

3,593,503‌

TOTAL

UTILITIES

485,030,426‌

TOTAL

CORPORATE

BONDS

1,687,509,441‌

(Cost

$1,846,532,807)

GOVERNMENT

BONDS

-

57.8%

AGENCY

SECURITIES

-

2.9%

1,269,534

Canal

Barge

Co,

Inc

4.500

11/12/34

1,221,982‌

12,187,367

Crowley

Conro

LLC

4.181

08/15/43

10,943,618‌

234,302

Ethiopian

Leasing

LLC

2.566

08/14/26

229,402‌

25,000,000

Federal

Home

Loan

Mortgage

Corp

(FHLMC)

1.540

08/17/35

17,808,270‌

8,600,000

Federal

National

Mortgage

Association

(FNMA)

0.625

04/22/25

8,292,621‌

16,800,000

FNMA

0.875

08/05/30

13,610,311‌

9,000,000

FNMA

1.625

08/24/35

6,472,907‌

7,909,000

Hashemite

Kingdom

of

Jordan

Government

AID

Bond

3.000

06/30/25

7,684,910‌

990,000

(c)

Housing

and

Urban

Development

Corp

Ltd

LIBOR

6

M

+

0.035%

5.714

09/15/30

984,920‌

10,519,000

Private

Export

Funding

Corp

(PEFCO)

1.750

11/15/24

10,366,588‌

8,150,000

PEFCO

3.250

06/15/25

7,988,314‌

6,950,000

PEFCO

3.900

10/15/27

6,801,824‌

21,178,314

Thirax  LLC

0.968

01/14/33

17,871,485‌

3,331,851

Thirax

2

LLC

2.320

01/22/34

2,936,456‌

3,630,000

Tote

Shipholdings

LLC

3.400

10/16/40

2,936,048‌

2,407,000

Tote

Shipholdings

LLC

3.450

01/22/41

1,954,112‌

1,775,000

United

States

International

Development

Finance

Corp

1.440

04/15/28

1,596,408‌

1,000,000

United

States

International

Development

Finance

Corp

1.650

04/15/28

905,289‌

1,206,960

United

States

International

Development

Finance

Corp

1.050

10/15/29

1,080,249‌

3,914,463

United

States

International

Development

Finance

Corp

1.790

10/15/29

3,579,431‌

9,786,158

United

States

International

Development

Finance

Corp

2.360

10/15/29

9,094,781‌

1,166,400

United

States

International

Development

Finance

Corp

4.140

05/15/30

1,134,326‌

8,014,759

United

States

International

Development

Finance

Corp

3.430

06/01/33

7,519,709‌

4,877,400

United

States

International

Development

Finance

Corp

2.040

06/15/35

4,185,835‌

3,818,593

United

States

International

Development

Finance

Corp

1.670

07/15/38

3,059,471‌

8,880,449

United

States

International

Development

Finance

Corp

2.290

07/15/38

7,425,171‌

4,884,247

United

States

International

Development

Finance

Corp

2.450

07/15/38

4,127,980‌

213

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

AGENCY

SECURITIES—continued

$

2,087,000

US

Department

of

Housing

and

Urban

Development

(HUD)

2.960

%

08/01/24

$

2,082,578‌

3,726,000

HUD

2.870

08/01/27

3,521,610‌

420,000

HUD

5.380

08/01/27

420,138‌

4,675,000

HUD

2.985

08/01/28

4,405,064‌

1,931,000

HUD

3.185

08/01/29

1,776,907‌

1,750,000

HUD

3.585

08/01/37

1,504,757‌

541,666

VCM

Lease

S.A.

2.516

09/28/27

513,981‌

3,806,000

Vessel

Management

Services,

Inc

3.432

08/15/36

3,308,624‌

7,145,000

Vessel

Management

Services,

Inc

3.477

01/16/37

6,231,807‌

TOTAL

AGENCY

SECURITIES

185,577,884‌

FOREIGN

GOVERNMENT

BONDS

-

9.5%

17,925,000

African

Development

Bank

4.125

02/25/27

17,675,803‌

11,850,000

(d)

Arab

Petroleum

Investments

Corp

1.483

10/06/26

10,912,381‌

14,000,000

(d)

Arab

Petroleum

Investments

Corp

5.428

05/02/29

14,265,300‌

1,000,000

Asian

Development

Bank

2.125

03/19/25

977,526‌

9,670,000

Asian

Development

Bank

4.625

06/13/25

9,616,888‌

9,732,000

Asian

Development

Bank

1.750

08/14/26

9,145,714‌

12,694,000

Asian

Development

Bank

3.125

09/26/28

12,028,708‌

10,000,000

Asian

Development

Bank

3.875

06/14/33

9,539,960‌

5,375,000

Asian

Infrastructure

Investment

Bank

4.875

09/14/26

5,384,750‌

10,000,000

Asian

Infrastructure

Investment

Bank

4.125

01/18/29

9,867,020‌

10,000,000

Asian

Infrastructure

Investment

Bank

4.250

03/13/34

9,762,478‌

EUR

7,925,000

(d)

Banque

Ouest

Africaine

de

Developpement

2.750

01/22/33

6,826,321‌

17,250,000

(d)

BNG

Bank

NV

3.500

05/19/28

16,569,648‌

8,125,000

Brazilian

Government

International

Bond

6.125

01/22/32

8,013,281‌

8,500,000

(d)

Caisse

d'Amortissement

de

la

Dette

Sociale

0.375

09/23/25

8,020,555‌

4,750,000

(d)

Caisse

d'Amortissement

de

la

Dette

Sociale

1.375

01/20/31

3,892,802‌

5,000,000

Caisse

d'Amortissement

de

la

Dette

Sociale

2.125

01/26/32

4,210,291‌

19,600,000

Canada

Government

International

Bond

2.875

04/28/25

19,237,945‌

12,605,000

Canada

Government

International

Bond

3.750

04/26/28

12,248,367‌

7,000,000

(d)

CDP

Financial,

Inc

1.000

05/26/26

6,498,675‌

1,460,000

(c)

Central

American

Bank

for

Economic

Integration

TSFR3M

+

1.112%

6.438

11/15/24

1,459,270‌

5,975,000

(d)

Central

American

Bank

for

Economic

Integration

5.000

02/09/26

5,937,448‌

8,025,000

Colombia

Government

International

Bond

8.000

11/14/35

8,250,203‌

4,625,000

Council

Of

Europe

Development

Bank

3.000

06/16/25

4,528,904‌

5,725,000

(d)

Dominican

Republic

International

Bond

0.000

06/01/36

5,694,739‌

15,000,000

European

Bank

for

Reconstruction

&

Development

1.625

09/27/24

14,863,130‌

1,000,000

European

Bank

for

Reconstruction

&

Development

1.500

02/13/25

976,490‌

1,250,000

European

Investment

Bank

2.375

05/24/27

1,175,268‌

3,725,000

European

Investment

Bank

0.625

10/21/27

3,277,539‌

3,750,000

European

Investment

Bank

3.250

11/15/27

3,596,435‌

10,500,000

European

Investment

Bank

1.625

10/09/29

9,120,537‌

10,279,000

European

Investment

Bank

0.750

09/23/30

8,247,249‌

9,300,000

(d)

European

Stability

Mechanism

1.375

09/11/24

9,226,772‌

10,875,000

Export

Development

Canada

3.375

08/26/25

10,664,495‌

13,050,000

Export

Development

Canada

3.875

02/14/28

12,748,914‌

10,000,000

Export

Development

Canada

4.125

02/13/29

9,846,707‌

14,925,000

Export

Development

Canada

4.750

06/05/34

15,217,391‌

14,534,000

Hydro-Quebec

8.050

07/07/24

14,538,199‌

2,500,000

Inter-American

Development

Bank

1.125

01/13/31

2,026,961‌

12,250,000

(e)

Inter-American

Development

Bank

3.500

04/12/33

11,378,046‌

10,625,000

Inter-American

Investment

Corp

2.625

04/22/25

10,396,807‌

17,500,000

Inter-American

Investment

Corp

4.125

02/15/28

17,131,495‌

20,000,000

International

Bank

for

Reconstruction

&

Development

0.000

03/31/27

18,219,560‌

5,000,000

International

Bank

for

Reconstruction

&

Development

0.000

03/31/28

4,825,365‌

2,900,000

International

Bank

for

Reconstruction

&

Development

2.750

05/31/36

2,303,629‌

5,000,000

(d)

International

Development

Association

0.875

04/28/26

4,652,125‌

5,000,000

International

Finance

Corp

4.750

03/16/26

4,969,534‌

3,250,000

International

Finance

Corp

2.126

04/07/26

3,100,113‌

9,893,000

International

Finance

Facility

for

Immunisation

Co

1.000

04/21/26

9,211,184‌

Nuveen

Core

Impact

Bond

Fund

June

30,

2024

214

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FOREIGN

GOVERNMENT

BONDS—continued

$

2,500,000

Japan

Bank

for

International

Cooperation

1.625

%

01/20/27

$

2,307,552‌

3,250,000

Japan

Bank

for

International

Cooperation

4.375

10/05/27

3,208,737‌

8,750,000

Japan

International

Cooperation

Agency

1.750

04/28/31

7,242,075‌

6,000,000

(d)

Kommunalbanken

AS.

2.125

02/11/25

5,880,120‌

4,175,000

(d)

Kommuninvest

I

Sverige

AB

4.625

09/29/28

4,189,412‌

6,445,000

(d)

Korea

Electric

Power

Corp

1.125

06/15/25

6,186,732‌

10,250,000

(d)

Korea

Electric

Power

Corp

4.875

01/31/27

10,179,152‌

3,586,000

Kreditanstalt

fuer

Wiederaufbau

0.750

09/30/30

2,883,208‌

13,250,000

Landwirtschaftliche

Rentenbank

0.875

09/03/30

10,706,348‌

10,000,000

(d)

Nederlandse

Waterschapsbank

NV

1.750

01/15/25

9,807,360‌

2,000,000

(d)

Nederlandse

Waterschapsbank

NV

2.375

03/24/26

1,915,764‌

12,375,000

(d)

Nederlandse

Waterschapsbank

NV

4.000

06/01/28

12,098,822‌

4,450,000

(d)

Nederlandse

Waterschapsbank

NV

4.375

02/28/29

4,418,405‌

15,391,000

OMERS

Finance

Trust

3.500

04/19/32

14,026,016‌

7,666,000

(d)

OMERS

Finance

Trust

3.500

04/19/32

6,986,124‌

3,825,000

(d)

OMERS

Finance

Trust

4.000

04/19/52

3,039,784‌

1,250,000

OPEC

Fund

for

International

Development

4.500

01/26/26

1,233,443‌

8,750,000

(d)

OPEC

Fund

for

International

Development

4.500

01/26/26

8,634,209‌

5,900,000

(d)

Perusahaan

Penerbit

SBSN

Indonesia

III

3.900

08/20/24

5,882,136‌

11,750,000

Province

of

Ontario

Canada

5.050

04/24/34

11,993,020‌

5,000,000

Province

of

Quebec

Canada

2.750

04/12/27

4,743,830‌

15,000,000

Province

of

Quebec

Canada

1.900

04/21/31

12,589,518‌

10,625,000

Province

of

Quebec

Canada

4.500

09/08/33

10,417,120‌

10,750,000

(e)

Republic

of

Italy

Government

International

Bond

4.000

10/17/49

7,986,820‌

5,100,000

(d)

Serbia

International

Bond

6.000

06/12/34

5,020,624‌

4,250,000

Seychelles

International

Bond

6.500

10/11/28

3,876,346‌

TOTAL

FOREIGN

GOVERNMENT

BONDS

599,731,599‌

MORTGAGE

BACKED

-

25.8%

1,900,000

(c),(d)

Angel

Oak

Mortgage

Trust

2.837

11/25/66

1,318,403‌

43,270,733

(c),(d)

Citigroup

Mortgage

Loan

Trust

0.155

02/25/52

362,042‌

4,848,273

(c),(d)

Citigroup

Mortgage

Loan

Trust

0.250

02/25/52

67,515‌

2,351,516

(c),(d)

Connecticut

Avenue

Securities

Trust

SOFR30A

+

1.900%

7.235

12/25/41

2,381,831‌

2,480,000

(c),(d)

Connecticut

Avenue

Securities

Trust

SOFR30A

+

4.500%

9.835

01/25/42

2,614,076‌

7,500,000

(c),(d)

Connecticut

Avenue

Securities

Trust

SOFR30A

+

3.100%

8.435

03/25/42

7,821,805‌

14,611,000

(c),(d)

Connecticut

Avenue

Securities

Trust

SOFR30A

+

4.650%

9.985

06/25/42

15,857,076‌

1,405,000

(c),(d)

Connecticut

Avenue

Securities

Trust

SOFR30A

+

3.350%

8.685

01/25/43

1,486,654‌

1,295,000

(c),(d)

Connecticut

Avenue

Securities

Trust

SOFR30A

+

3.550%

8.885

05/25/43

1,395,322‌

2,000,000

(c),(d)

Connecticut

Avenue

Securities

Trust

SOFR30A

+

5.350%

10.685

05/25/43

2,208,820‌

2,646,000

(c),(d)

Connecticut

Avenue

Securities

Trust

SOFR30A

+

3.100%

8.435

06/25/43

2,800,071‌

2,070,000

(c),(d)

Connecticut

Avenue

Securities

Trust

SOFR30A

+

3.900%

9.188

07/25/43

2,200,687‌

3,385,000

(c),(d)

Connecticut

Avenue

Securities

Trust

SOFR30A

+

3.550%

8.885

10/25/43

3,544,491‌

62,799

(c)

Countrywide

Home

Loan

Mortgage

Pass

Through

Trust

5.311

11/20/34

58,585‌

5,279,011

Federal

Home

Loan

Mortgage

Corp

(FHLMC)

2.310

12/01/31

4,508,384‌

6,875,000

FHLMC

3.740

06/01/37

6,154,657‌

2,264,560

FHLMC

3.400

12/01/37

1,954,750‌

5,646,500

FHLMC

4.300

12/01/37

5,266,950‌

1,841,367

FHLMC

3.500

03/01/38

1,603,895‌

640,000

FHLMC

4.330

05/01/38

598,701‌

3,186,904

FHLMC

2.970

07/01/38

2,612,384‌

3,397,660

FHLMC

4.550

07/01/38

3,247,689‌

5,775,000

FHLMC

3.500

10/01/38

4,944,827‌

399,827

FHLMC

3.160

11/01/38

331,483‌

1,853,500

FHLMC

3.910

01/01/39

1,645,527‌

3,372,988

FHLMC

3.000

01/01/41

2,696,834‌

785,902

FHLMC

4.250

09/01/42

742,941‌

418,805

(c)

FHLMC

SOFR30A

+

5.806%

0.472

03/15/44

32,852‌

4,571,093

FHLMC

3.500

01/15/47

3,975,507‌

1,033,650

FHLMC

4.000

10/15/47

948,813‌

1,886,218

FHLMC

4.000

11/15/47

1,720,568‌

4,592,960

FHLMC

4.000

01/15/48

4,263,087‌

4,742,502

FHLMC

4.000

03/15/48

4,334,648‌

215

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

4,657,982

FHLMC

4.000

%

04/15/48

$

4,235,117‌

1,508,103

FHLMC

4.000

04/15/48

1,395,264‌

671,699

(c)

FHLMC

SOFR30A

+

9.737%

1.204

06/15/48

590,838‌

585,514

(c)

FHLMC

SOFR30A

+

9.657%

1.124

10/15/48

482,400‌

2,331,649

FHLMC

2.000

09/25/50

301,457‌

7,879,960

FHLMC

3.000

09/25/50

5,613,221‌

3,908,955

FHLMC

3.000

10/25/50

2,704,915‌

13,870,703

FHLMC

2.500

02/25/51

2,312,213‌

4,491,527

FHLMC

2.500

05/25/51

2,723,520‌

4,647,904

FHLMC

2.500

11/01/51

3,812,451‌

7,580,582

FHLMC

3.000

11/01/51

6,594,079‌

356,672

FHLMC

3.000

11/01/51

308,669‌

920,397

FHLMC

3.000

11/01/51

805,833‌

1,387,395

FHLMC

3.000

11/01/51

1,206,844‌

5,317,967

FHLMC

2.500

01/01/52

4,358,182‌

10,007,330

FHLMC

2.500

02/01/52

8,282,475‌

3,875,944

FHLMC

3.000

02/01/52

3,301,589‌

336,449

FHLMC

3.000

03/01/52

286,537‌

6,205,806

FHLMC

2.500

04/01/52

5,094,591‌

9,323,169

FHLMC

4.000

04/01/52

8,546,756‌

7,837,624

FHLMC

3.000

06/01/52

6,707,137‌

7,142,559

FHLMC

3.500

06/01/52

6,342,849‌

8,320,648

FHLMC

4.500

06/01/52

7,855,297‌

8,197,225

FHLMC

4.500

07/01/52

7,738,774‌

1,431,287

FHLMC

4.000

08/25/52

1,149,718‌

264,560

FHLMC

3.000

10/01/52

225,197‌

2,655,024

FHLMC

4.500

10/25/52

2,385,584‌

9,592,920

FHLMC

6.000

11/01/52

9,655,857‌

3,244,852

FHLMC

5.500

11/25/52

3,152,955‌

2,489,731

FHLMC

3.500

12/01/52

2,204,650‌

7,586,066

FHLMC

5.000

01/01/53

7,339,499‌

2,108,781

FHLMC

5.500

02/25/53

2,059,362‌

18,196,638

FHLMC

5.500

08/01/53

17,969,977‌

74,292

Federal

Home

Loan

Mortgage

Corp

Gold

(FGLMC)

5.000

06/01/36

73,454‌

71,162

FGLMC

4.000

06/01/42

66,803‌

72,996

FGLMC

4.500

12/01/43

70,924‌

71,208

FGLMC

4.500

02/01/44

69,187‌

619,438

FGLMC

5.000

08/01/44

613,587‌

123,716

FGLMC

3.500

04/01/45

112,585‌

2,610,767

FGLMC

3.500

08/01/45

2,380,676‌

1,470,565

FGLMC

3.500

02/01/47

1,328,277‌

19,363

FGLMC

3.000

04/01/47

16,885‌

176,610

FGLMC

4.500

06/01/47

170,241‌

254,464

FGLMC

4.000

09/01/47

237,600‌

57,770

FGLMC

3.500

12/01/47

52,357‌

1,195,525

FGLMC

4.500

08/01/48

1,150,685‌

29,509

Federal

National

Mortgage

Association

(FNMA)

3.500

07/01/26

28,888‌

3,421,996

(c)

FNMA

2.919

02/25/27

3,257,646‌

9,029,444

(c)

FNMA

3.412

06/25/28

8,563,768‌

11,250,000

(c)

FNMA

1.518

11/25/30

9,227,560‌

15,500,000

(c)

FNMA

1.287

01/25/31

12,523,600‌

200,979

FNMA

3.500

05/01/32

193,747‌

108,053

FNMA

5.500

11/01/38

108,450‌

3,065,549

FNMA

3.000

05/01/40

2,738,820‌

870,131

FNMA

3.500

05/01/40

806,499‌

206,498

FNMA

5.000

09/01/40

204,193‌

1,190,333

FNMA

4.000

09/01/42

1,115,982‌

537,151

(c)

FNMA

SOFR30A

+

5.836%

0.500

09/25/43

57,051‌

35,568,322

FNMA

4.000

05/01/44

33,521,384‌

41,317

FNMA

4.500

06/01/44

39,732‌

218,565

FNMA

4.500

06/01/44

210,178‌

Nuveen

Core

Impact

Bond

Fund

June

30,

2024

216

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

92,622

FNMA

4.500

%

08/01/44

$

89,068‌

180,928

FNMA

4.500

11/01/44

173,984‌

10,201

FNMA

5.000

11/01/44

10,087‌

534,256

FNMA

4.000

01/01/45

500,883‌

173,670

FNMA

4.500

03/01/45

167,007‌

1,800,610

FNMA

3.000

07/25/45

1,567,274‌

542,212

FNMA

3.500

01/01/46

491,421‌

591,796

FNMA

4.000

04/01/46

554,809‌

770,826

FNMA

3.500

06/01/46

697,818‌

1,106,250

FNMA

3.500

07/01/46

1,001,589‌

1,458,976

FNMA

3.500

07/01/46

1,327,821‌

1,589,971

FNMA

3.500

08/01/46

1,439,380‌

2,168,801

FNMA

3.000

10/01/46

1,852,482‌

112,383

FNMA

4.500

05/01/47

109,167‌

382,838

FNMA

4.000

10/01/47

356,966‌

3,582,078

FNMA

3.500

11/01/47

3,250,026‌

213,899

FNMA

4.500

11/01/47

205,829‌

139,272

FNMA

3.500

01/01/48

126,057‌

2,778,472

FNMA

3.500

01/01/48

2,500,395‌

785,588

FNMA

4.500

01/01/48

754,977‌

194,217

FNMA

4.500

02/01/48

186,689‌

3,147,251

FNMA

3.500

02/25/48

2,700,479‌

515,768

FNMA

4.500

05/01/48

495,457‌

370,925

FNMA

4.500

05/01/48

356,241‌

2,338,165

FNMA

4.000

07/25/48

2,137,498‌

9,195,367

FNMA

4.500

10/01/48

9,033,921‌

13,336,181

FNMA

3.000

07/01/50

11,561,886‌

4,136,661

FNMA

2.000

08/25/50

532,186‌

4,813,077

FNMA

2.000

10/25/50

3,149,708‌

11,389,214

FNMA

2.500

11/25/50

1,592,777‌

3,986,631

FNMA

3.000

12/25/50

685,287‌

3,901,537

FNMA

3.000

02/25/51

654,981‌

1,988,164

FNMA

3.000

09/01/51

1,721,411‌

4,999,322

FNMA

2.500

11/01/51

4,096,280‌

4,397,304

FNMA

2.500

11/25/51

540,452‌

5,133,097

FNMA

2.500

12/01/51

4,227,221‌

11,092,295

FNMA

2.500

02/01/52

9,163,583‌

7,039,416

FNMA

3.500

02/01/52

6,292,257‌

1,664,293

FNMA

2.500

04/01/52

1,376,914‌

1,392,922

FNMA

3.000

04/01/52

1,186,476‌

11,444,080

FNMA

3.500

05/01/52

10,205,438‌

8,176,101

FNMA

3.500

05/01/52

7,241,772‌

20,159,313

FNMA

4.000

05/01/52

18,479,104‌

1,877,636

FNMA

4.000

05/25/52

1,457,554‌

1,826,549

FNMA

3.000

06/01/52

1,555,706‌

12,368,381

FNMA

3.500

06/01/52

11,002,372‌

28,735,994

FNMA

3.500

06/01/52

25,452,481‌

9,863,023

FNMA

4.000

06/01/52

9,032,162‌

3,983,958

FNMA

4.500

06/01/52

3,761,321‌

17,857,594

FNMA

4.000

07/01/52

16,342,448‌

30,876,068

FNMA

4.000

07/01/52

28,270,345‌

3,646,383

FNMA

4.500

07/01/52

3,442,607‌

34,073,948

FNMA

4.500

07/01/52

32,127,525‌

5,486,125

FNMA

4.500

07/25/52

5,166,666‌

17,115,939

FNMA

5.000

08/01/52

16,582,886‌

2,354,186

FNMA

4.500

08/25/52

1,942,650‌

47,758,130

FNMA

4.000

09/01/52

43,751,257‌

158,947,952

FNMA

4.500

09/01/52

149,970,464‌

9,036,917

FNMA

5.000

09/01/52

8,752,447‌

1,796,850

FNMA

4.000

09/25/52

1,470,511‌

2,045,399

FNMA

4.000

09/25/52

1,757,735‌

217

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

53,677,450

FNMA

4.000

%

10/01/52

$

49,123,044‌

8,937,555

FNMA

4.500

10/01/52

8,438,063‌

42,116,554

FNMA

5.000

10/01/52

40,776,692‌

1,730,839

FNMA

4.500

10/25/52

1,548,477‌

1,974,238

FNMA

4.500

10/25/52

1,830,360‌

40,367,679

FNMA

4.500

11/01/52

38,075,765‌

3,314,704

FNMA

5.500

11/25/52

3,181,227‌

6,080,297

FNMA

5.500

12/01/52

5,999,803‌

123,773

FNMA

5.000

01/01/53

119,794‌

30,845,248

FNMA

5.000

02/01/53

29,840,909‌

28,088,147

FNMA

6.000

02/01/53

28,195,569‌

22,655,320

FNMA

6.000

03/01/53

22,750,319‌

11,479,369

FNMA

5.000

04/01/53

11,103,815‌

7,646,107

FNMA

5.000

06/01/53

7,455,132‌

49,438,733

FNMA

5.500

06/01/53

48,781,133‌

15,421,669

FNMA

5.000

08/01/53

14,910,377‌

62,976,426

FNMA

5.500

10/01/53

62,120,011‌

1,477,207

FNMA

6.000

01/01/54

1,481,596‌

513,502

Government

National

Mortgage

Association

(GNMA)

2.690

06/15/33

467,342‌

9,219,991

GNMA

5.000

01/20/40

2,005,254‌

4,194,242

GNMA

4.500

03/20/40

757,064‌

6,764,310

GNMA

5.000

03/20/40

1,373,069‌

25,900

GNMA

5.000

06/20/42

25,891‌

7,119,772

GNMA

2.500

12/20/43

6,190,486‌

10,912,941

GNMA

2.750

01/15/45

9,511,657‌

2,440,833

GNMA

3.000

03/20/45

2,125,157‌

417,698

GNMA

4.000

06/20/46

50,545‌

2,484,094

GNMA

5.000

09/20/46

473,144‌

2,219,833

GNMA

3.500

12/20/46

2,020,506‌

1,519,514

GNMA

3.500

01/20/47

1,381,778‌

2,773,999

(c)

GNMA

TSFR1M

+

5.986%

0.647

03/20/50

344,028‌

1,341,295

GNMA

3.500

10/20/50

1,211,014‌

22,777,794

GNMA

3.000

06/20/51

19,874,513‌

4,325,804

GNMA

3.000

07/20/51

3,762,720‌

9,048,901

GNMA

3.000

11/20/51

6,306,518‌

31,984,753

GNMA

3.000

12/20/51

27,887,598‌

9,871,691

GNMA

3.000

12/20/51

6,692,709‌

18,374,339

GNMA

3.000

01/20/52

16,007,844‌

7,880,269

GNMA

3.000

01/20/52

5,453,705‌

4,181,036

GNMA

2.500

02/20/52

3,410,196‌

8,202,265

GNMA

3.000

02/20/52

5,451,092‌

5,657,029

GNMA

4.000

04/20/52

4,684,359‌

7,372,061

GNMA

5.000

04/20/52

1,409,697‌

6,457,671

GNMA

3.000

05/20/52

5,625,962‌

32,142,184

GNMA

3.500

07/20/52

28,858,440‌

2,418,180

GNMA

4.000

07/20/52

1,913,971‌

6,964,104

GNMA

4.000

08/20/52

6,435,393‌

40,126,150

GNMA

4.000

09/20/52

37,079,770‌

3,512,522

GNMA

4.500

09/20/52

3,167,146‌

2,932,228

GNMA

4.500

09/20/52

2,669,296‌

2,498,899

GNMA

4.500

09/20/52

2,146,536‌

4,310,932

GNMA

4.500

09/20/52

3,879,870‌

13,838,402

GNMA

5.000

11/20/52

13,495,008‌

23,445,697

GNMA

3.500

12/20/52

21,050,506‌

15,708,103

GNMA

4.500

12/20/52

14,949,799‌

7,670,286

GNMA

4.500

02/20/53

7,298,641‌

2,935,649

GNMA

4.500

02/20/53

2,551,847‌

2,907,940

GNMA

5.000

02/20/53

2,833,794‌

2,673,634

GNMA

5.500

02/20/53

2,579,603‌

6,325,772

(c)

GNMA

SOFR30A

+

6.950%

1.617

05/20/53

667,814‌

4,869,129

(c)

GNMA

SOFR30A

+

23.205%

2.406

08/20/53

4,750,510‌

Nuveen

Core

Impact

Bond

Fund

June

30,

2024

218

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

3,991,210

GNMA

3.000

%

08/20/53

$

3,477,292‌

3,271,616

(c)

GNMA

SOFR30A

+

25.350%

4.551

08/20/53

3,398,832‌

5,324,739

GNMA

5.000

12/20/53

4,957,822‌

4,923,075

GNMA

2.500

04/20/54

3,396,282‌

1,778,139

(c),(d)

GS

Mortgage-Backed

Securities

Corp

Trust

2.500

08/25/51

1,397,567‌

46,704,005

(c),(d)

GS

Mortgage-Backed

Securities

Trust

0.148

08/25/51

366,874‌

6,806,295

(c),(d)

GS

Mortgage-Backed

Securities

Trust

2.500

11/25/51

5,364,505‌

3,911,626

(c),(d)

GS

Mortgage-Backed

Securities

Trust

2.500

03/25/52

3,069,547‌

3,223,642

(c),(d)

GS

Mortgage-Backed

Securities

Trust

2.500

05/01/52

2,760,246‌

1,620,498

(c),(d)

GS

Mortgage-Backed

Securities

Trust

2.830

05/28/52

1,283,589‌

16,576,100

(c),(d)

GS

Mortgage-Backed

Securities

Trust

3.000

01/25/53

13,714,215‌

8,488

(c)

Impac

CMB

Trust

TSFR1M

+

0.774%

6.120

03/25/35

7,574‌

5,286,778

(c),(d)

J.P.

Morgan

Mortgage

Trust

3.000

07/25/52

4,387,204‌

54,018

(c),(d)

JP

Morgan

Mortgage

Trust

3.500

05/25/47

47,143‌

323,324

(c),(d)

JP

Morgan

Mortgage

Trust

3.500

10/25/48

277,663‌

39,282

(c),(d)

JP

Morgan

Mortgage

Trust

4.000

01/25/49

35,535‌

13,075,828

(c),(d)

JP

Morgan

Mortgage

Trust

0.122

06/25/51

84,913‌

22,992,331

(c),(d)

JP

Morgan

Mortgage

Trust

0.110

11/25/51

134,036‌

1,909,466

(c),(d)

JP

Morgan

Mortgage

Trust

2.500

11/25/51

1,500,786‌

22,723,834

(c),(d)

JP

Morgan

Mortgage

Trust

0.119

12/25/51

143,194‌

2,393,007

(c),(d)

JP

Morgan

Mortgage

Trust

2.500

12/25/51

1,880,835‌

3,424,593

(c),(d)

JP

Morgan

Mortgage

Trust

2.500

01/25/52

2,691,633‌

2,419,462

(c),(d)

JP

Morgan

Mortgage

Trust

3.344

04/25/52

1,872,681‌

5,585,152

(c),(d)

JP

Morgan

Mortgage

Trust

2.500

06/25/52

4,382,802‌

9,916,036

(d)

JP

Morgan

Mortgage

Trust

0.224

07/25/52

112,988‌

5,346,564

(c),(d)

JP

Morgan

Mortgage

Trust

2.500

07/25/52

4,195,577‌

2,568,804

(c),(d)

JP

Morgan

Mortgage

Trust

3.250

07/25/52

2,162,152‌

8,282,446

(c),(d)

JP

Morgan

Mortgage

Trust

3.000

08/25/52

6,780,119‌

4,301,433

(c),(d)

JP

Morgan

Mortgage

Trust

3.000

10/25/52

3,521,210‌

3,961,486

(c),(d)

JP

Morgan

Mortgage

Trust

3.000

11/25/52

3,247,869‌

2,077,365

(c),(d)

JP

Morgan

Mortgage

Trust

5.000

06/25/53

1,973,780‌

2,148,083

(c),(d)

JP

Morgan

Mortgage

Trust

5.500

06/25/53

2,082,533‌

3,210,727

(c),(d)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

2.500

08/25/51

2,523,541‌

3,153,603

(c),(d)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

2.500

09/25/51

2,722,825‌

2,096,123

(c),(d)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

2.500

09/25/51

1,647,493‌

345,617

(c),(d)

New

Residential

Mortgage

Loan

Trust

2.797

09/25/59

321,012‌

1,386,959

(c),(d)

RCKT

Mortgage

Trust

3.007

09/25/51

1,063,407‌

5,901,150

(c),(d)

RCKT

Mortgage

Trust

2.500

02/25/52

4,630,774‌

2,803,970

(c),(d)

RCKT

Mortgage

Trust

3.000

05/25/52

2,295,367‌

31,217

(c),(d)

Sequoia

Mortgage

Trust

4.000

06/25/49

28,340‌

152,372

(c),(d)

Sequoia

Mortgage

Trust

3.500

12/25/49

132,138‌

2,533,365

(c),(d)

Sequoia

Mortgage

Trust

2.500

06/25/51

2,010,122‌

333,264

(c),(d)

Shellpoint

Co-Originator

Trust

3.500

10/25/47

295,222‌

6,774,736

(c),(d)

Structured

Agency

Credit

Risk

Debt

Note

(STACR)

SOFR30A

+

2.050%

7.395

12/25/33

6,919,673‌

4,158,000

(c),(d)

STACR

SOFR30A

+

2.400%

7.735

02/25/42

4,266,284‌

2,530,000

(c),(d)

STACR

SOFR30A

+

4.750%

10.085

02/25/42

2,702,516‌

7,090,000

(c),(d)

STACR

SOFR30A

+

2.900%

8.235

04/25/42

7,377,264‌

1,830,000

(c),(d)

STACR

SOFR30A

+

5.650%

8.647

04/25/42

1,993,406‌

15,290,000

(c),(d)

STACR

SOFR30A

+

3.350%

8.685

05/25/42

16,072,298‌

12,600,000

(c),(d)

STACR

SOFR30A

+

4.500%

9.835

06/25/42

13,683,857‌

6,400,000

(c),(d)

STACR

SOFR30A

+

4.000%

9.335

07/25/42

6,843,470‌

6,385,000

(c),(d)

STACR

SOFR30A

+

3.700%

9.035

09/25/42

6,806,132‌

280,000

(c),(d)

STACR

SOFR30A

+

3.100%

8.444

03/25/43

295,792‌

350,000

(c),(d)

STACR

SOFR30A

+

3.250%

8.585

04/25/43

371,228‌

4,150,000

(c),(d)

STACR

SOFR30A

+

3.500%

8.835

05/25/43

4,406,909‌

66,739

(c),(d)

STACR

3.791

02/25/48

62,850‌

2,665,000

(c),(d)

STACR

SOFR30A

+

4.800%

10.135

10/25/50

3,052,575‌

925,000

(c),(d)

Verus

Securitization

Trust

3.207

11/25/59

856,424‌

351,514

(d)

Verus

Securitization

Trust

(Step

Bond)

1.733

05/25/65

330,646‌

TOTAL

MORTGAGE

BACKED

1,634,005,077‌

219

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MUNICIPAL

BONDS

-

3.3%

$

2,000,000

Brunswick

&

Glynn

County

Development

Authority

3.060

%

04/01/25

$

1,968,684‌

950,000

California

Health

Facilities

Financing

Authority

4.353

06/01/41

850,069‌

6,400,000

(d)

California

Municipal

Finance

Authority

6.375

11/15/48

6,178,560‌

1,000,000

Chicago

Park

District

4.095

01/01/26

979,972‌

625,000

Chula

Vista

Municipal

Financing

Authority

3.775

12/01/33

572,276‌

740,000

Chula

Vista

Municipal

Financing

Authority

4.075

12/01/41

633,654‌

935,000

City

&

County

of

San

Francisco

CA

3.700

04/01/34

821,634‌

440,000

City

&

County

of

San

Francisco

CA

3.750

04/01/35

382,015‌

5,835,000

City

&

County

of

San

Francisco

CA

3.900

04/01/42

4,766,069‌

5,405,000

City

&

County

of

San

Francisco

CA

Community

Facilities

District

3.750

09/01/37

4,657,556‌

4,610,000

City

&

County

of

San

Francisco

CA

Community

Facilities

District

4.221

09/01/39

4,057,972‌

5,000,000

City

&

County

of

San

Francisco

CA

Community

Facilities

District

4.000

09/01/48

3,972,263‌

7,805,000

City

&

County

of

San

Francisco

CA

Community

Facilities

District

3.482

09/01/50

5,537,195‌

1,225,000

City

&

County

of

San

Francisco

CA

Community

Facilities

District

No

2014

6.332

09/01/51

1,271,192‌

1,925,000

City

of

Berkeley

CA

3.250

09/01/35

1,685,804‌

650,000

City

of

Detroit

MI

2.511

04/01/25

633,653‌

745,000

City

of

Detroit

MI

2.711

04/01/26

707,254‌

525,000

City

of

Detroit

MI

3.644

04/01/34

448,616‌

4,000,000

City

of

Los

Angeles

CA

3.500

09/01/37

3,416,076‌

9,060,000

City

of

Los

Angeles

CA

3.880

09/01/38

8,119,006‌

7,000,000

City

of

Los

Angeles

CA

5.000

09/01/42

6,857,536‌

870,000

(d)

City

of

Miami

FL

4.808

01/01/39

823,255‌

2,950,000

City

of

New

York

NY

5.828

10/01/53

3,223,892‌

2,685,000

City

of

Oakland

CA

1.830

01/15/27

2,498,612‌

3,025,000

City

of

Port

Lions

AK

7.500

10/01/52

3,151,474‌

1,385,000

City

of

San

Juan

Capistrano

CA

4.190

08/01/40

1,250,612‌

5,255,000

City

of

Seattle

WA

Local

Improvement

District

No

6751

2.999

11/01/43

4,365,582‌

5,240,000

City

of

Seattle

WA

Local

Improvement

District

No

6751

3.079

11/01/43

4,308,953‌

1,250,000

Connecticut

Green

Bank

2.900

11/15/35

1,047,328‌

3,500,000

(d)

County

of

Gallatin

MT

11.500

09/01/27

3,598,997‌

3,500,000

District

of

Columbia

3.432

04/01/42

2,825,181‌

5,480,000

Fairfax

County

Economic

Development

Authority

5.589

10/01/24

5,482,781‌

3,125,000

Florida

Development

Finance

Corp

7.500

07/01/57

3,180,742‌

2,170,000

(d)

Florida

Development

Finance

Corp

8.250

07/01/57

2,250,141‌

14,197,766

Freddie

Mac

Multifamily

Variable

Rate

Certificate

4.050

08/25/38

12,922,455‌

450,000

Klickitat

County

Public

Utilities

3.688

12/01/38

382,293‌

1,000,000

Lavaca-Navidad

River

Authority

4.430

08/01/35

968,492‌

1,300,000

Maine

State

Housing

Authority

2.481

11/15/31

1,095,772‌

2,490,000

Maryland

Community

Development

Administration

Housing

Revenue

3.797

03/01/39

2,122,762‌

4,000,000

Maryland

Economic

Development

Corp

5.942

05/31/57

4,030,822‌

3,000,000

Massachusetts

Clean

Energy

Cooperative

Corp

2.020

07/01/28

2,713,633‌

525,000

Metropolitan

Transportation

Authority

5.175

11/15/49

474,276‌

16,465,000

Metropolitan

Water

Reclamation

District

of

Greater

Chicago

5.720

12/01/38

16,913,569‌

170,000

Mount

Shasta

Public

Financing

Authority

4.000

08/01/29

178,316‌

190,000

Mount

Shasta

Public

Financing

Authority

3.000

08/01/32

181,157‌

5,750,000

(d)

New

Hampshire

Business

Finance

Authority

5.540

02/01/29

5,750,000‌

8,300,000

(d)

New

Hampshire

Business

Finance

Authority

5.410

07/01/33

8,300,000‌

700,000

New

Jersey

Economic

Development

Authority

5.198

03/01/31

703,797‌

2,500,000

New

York

City

Housing

Development

Corp

3.720

11/01/39

2,079,186‌

1,335,000

New

York

State

Energy

Research

&

Development

Authority

2.465

10/01/26

1,250,672‌

1,180,000

New

York

State

Energy

Research

&

Development

Authority

2.665

10/01/27

1,087,194‌

1,015,000

New

York

State

Energy

Research

&

Development

Authority

2.879

10/01/28

922,783‌

7,500,000

New

York

Transportation

Development

Corp

5.000

01/01/26

7,625,052‌

Nuveen

Core

Impact

Bond

Fund

June

30,

2024

220

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MUNICIPAL

BONDS—continued

$

6,920,000

(a),(b),(d)

Pennsylvania

Economic

Development

Financing

Authority

10.000

%

12/01/29

$

692‌

275,000

Pharr

Economic

Development

Corp

3.216

08/15/27

262,064‌

1,110,000

Pharr

Economic

Development

Corp

3.401

08/15/29

1,042,829‌

405,000

(a),(b)

Public

Finance

Authority

15.000

03/31/24

40‌

1,735,000

(d)

Public

Finance

Authority

7.500

06/01/29

1,700,138‌

1,000,000

Rhode

Island

Housing

&

Mortgage

Finance

Corp

3.300

10/01/39

792,094‌

1,450,000

Rhode

Island

Housing

&

Mortgage

Finance

Corp

3.400

10/01/44

1,088,101‌

6,950,000

Rhode

Island

Housing

&

Mortgage

Finance

Corp

3.500

10/01/51

4,923,294‌

995,000

Sales

Tax

Securitization

Corp

5.293

01/01/41

983,590‌

1,000,000

San

Francisco

City

&

County

Redevelopment

Agency

3.533

08/01/25

978,619‌

1,000,000

San

Francisco

City

&

County

Redevelopment

Agency

4.375

08/01/44

841,786‌

3,000,000

Semitropic

Improvement

District

2.499

12/01/25

2,887,093‌

1,775,000

South

Dakota

Housing

Development

Authority

5.460

05/01/53

1,771,892‌

1,000,000

South

Davis

Sewer

District

4.125

12/01/32

938,894‌

1,100,000

South

Davis

Sewer

District

4.500

12/01/37

988,701‌

1,815,643

State

of

Hawaii

Department

of

Business

Economic

Development

&

Tourism

3.242

01/01/31

1,750,879‌

2,400,000

(d)

Syracuse

Industrial

Development

Agency

5.000

01/01/36

1,820,277‌

7,500,000

Texas

Water

Development

Board

4.190

10/15/43

6,799,432‌

3,000,000

Texas

Water

Development

Board

4.648

04/15/50

2,816,159‌

6,500,000

Tuolumne

Wind

Project

Authority

6.918

01/01/34

7,046,727‌

2,000,000

University

of

New

Mexico

3.532

06/20/32

1,898,284‌

1,000,000

(d)

Warm

Springs

Reservation

Confederated

Tribe

3.300

11/01/27

960,867‌

1,250,000

(d)

Warm

Springs

Reservation

Confederated

Tribe

3.550

11/01/32

1,147,547‌

530,000

Washington

County

Clean

Water

Services

5.078

10/01/24

529,451‌

360,000

Washington

County

Clean

Water

Services

5.701

10/01/30

368,229‌

TOTAL

MUNICIPAL

BONDS

210,564,516‌

U.S.

TREASURY

SECURITIES

-

16.3%

2,500,000

United

States

Treasury

Bond

3.125

05/15/48

1,944,141‌

2,500,000

United

States

Treasury

Bond

3.000

02/15/49

1,893,652‌

29,284,000

United

States

Treasury

Note

5.000

09/30/25

29,271,417‌

97,971,000

United

States

Treasury

Note

4.875

05/31/26

98,170,004‌

5,000,000

United

States

Treasury

Note

4.625

06/30/26

4,991,016‌

16,055,000

United

States

Treasury

Note

4.625

06/15/27

16,101,409‌

9,000,000

United

States

Treasury

Note

1.375

10/31/28

7,936,172‌

121,735,000

United

States

Treasury

Note

4.500

05/31/29

122,562,418‌

7,500,000

United

States

Treasury

Note

4.250

06/30/29

7,468,945‌

40,643,000

United

States

Treasury

Note

4.625

05/31/31

41,303,449‌

7,500,000

United

States

Treasury

Note

4.250

06/30/31

7,457,813‌

239,399,000

United

States

Treasury

Note

4.375

05/15/34

239,473,812‌

14,543,000

United

States

Treasury

Note

1.875

02/15/41

9,951,161‌

9,700,000

United

States

Treasury

Note

2.250

05/15/41

7,018,102‌

114,908,400

United

States

Treasury

Note

2.375

02/15/42

83,649,724‌

9,000,000

United

States

Treasury

Note

4.000

11/15/42

8,294,062‌

148,450,000

(e)

United

States

Treasury

Note

4.625

05/15/44

148,171,656‌

31,783,000

United

States

Treasury

Note

2.250

02/15/52

20,246,764‌

182,168,000

United

States

Treasury

Note

4.250

02/15/54

173,458,093‌

TOTAL

U.S.

TREASURY

SECURITIES

1,029,363,810‌

TOTAL

GOVERNMENT

BONDS

3,659,242,886‌

(Cost

$3,816,162,854)

STRUCTURED

ASSETS

-

13.2%

ASSET

BACKED

-

4.4%

2,155,200

(d)

Air

Canada

Pass

Through

Trust

3.550

01/15/30

1,928,688‌

Series

-

2017

1

(Class

A)

450,000

(d)

AMSR

Trust

3.148

01/19/39

424,769‌

Series

-

2019

SFR1

(Class

C)

1,250,000

(c),(d)

BFLD

Trust

TSFR1M

+

2.214%

7.543

10/15/35

293,294‌

Series

-

2020

EYP

(Class

C)

221

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ASSET

BACKED—continued

$

58,852

(c)

C-BASS

Trust

TSFR1M

+

0.274%

3.530

%

07/25/36

$

56,508‌

Series

-

2006

CB6

(Class

A1)

1,447,025

(c),(d)

CBRE

Realty

Finance

LIBOR

3

M

+

0.300%

5.891

04/07/52

3,618‌

Series

-

2007

1A

(Class

A2)

2,783,845

Delta

Air

Lines

Pass

Through

Trust

3.625

07/30/27

2,656,110‌

Series

-

2015

1

(Class

AA)

5,858,347

Delta

Air

Lines

Pass

Through

Trust

2.000

06/10/28

5,325,861‌

Series

-

2020

1

(Class

AA)

13,691,458

Delta

Air

Lines

Pass

Through

Trust

2.500

06/10/28

12,434,232‌

Series

-

2020

1

(Class

A)

834,750

(d)

Domino's

Pizza

Master

Issuer

LLC

4.474

10/25/45

818,439‌

Series

-

2015

1A

(Class

A2II)

758,000

(d)

Domino's

Pizza

Master

Issuer

LLC

4.116

07/25/48

739,790‌

Series

-

2018

1A

(Class

A2I)

100,385

(c),(d)

Ellington

Loan

Acquisition

Trust

TSFR1M

+

1.214%

6.560

05/25/37

99,535‌

Series

-

2007

2

(Class

A2C)

5,750,000

(d)

Frontier

Issuer

LLC

8.300

08/20/53

5,899,529‌

Series

-

2023

1

(Class

B)

1,500,000

(d),(g)

Frontier

Issuer

LLC

11.160

06/20/54

1,501,986‌

Series

-

2024

1

(Class

C)

3,010,709

(d)

GoodLeap

Sustainable

Home

Solutions

Trust

2.100

05/20/48

2,358,956‌

Series

-

2021

3CS

(Class

A)

3,227,523

(d)

GoodLeap

Sustainable

Home

Solutions

Trust

1.930

07/20/48

2,509,600‌

Series

-

2021

4GS

(Class

A)

11,763,834

(d)

GoodLeap

Sustainable

Home

Solutions

Trust

2.310

10/20/48

9,376,042‌

Series

-

2021

5CS

(Class

A)

4,644,374

(d)

GoodLeap

Sustainable

Home

Solutions

Trust

2.560

10/20/48

3,547,702‌

Series

-

2021

5CS

(Class

B)

4,097,522

(d)

GoodLeap

Sustainable

Home

Solutions

Trust

2.700

01/20/49

3,373,820‌

Series

-

2022

1GS

(Class

A)

3,101,892

(d)

GoodLeap

Sustainable

Home

Solutions

Trust

2.940

01/20/49

2,384,977‌

Series

-

2022

1GS

(Class

B)

13,500,297

(d)

GoodLeap

Sustainable

Home

Solutions

Trust

4.950

07/20/49

12,552,211‌

Series

-

2022

3CS

(Class

A)

3,250,000

(d)

Grace

Trust

2.347

12/10/40

2,658,239‌

Series

-

2020

GRCE

(Class

A)

7,789,000

(d)

GSCG

Trust

2.936

09/06/34

5,888,240‌

Series

-

2019

600C

(Class

A)

4,087,183

(d)

Helios

Issuer

LLC

5.750

12/20/50

4,113,617‌

Series

-

2023

GRID1

(Class

1A)

2,357,652

(d)

Helios

Issuer,

LLC

5.600

08/22/50

2,268,932‌

Series

-

2023

B

(Class

B)

507,801

(d)

HERO

Funding

Trust

3.840

09/21/40

468,941‌

Series

-

2015

1A

(Class

A)

119,235

(d)

HERO

Funding

Trust

3.990

09/21/40

111,176‌

Series

-

2014

2A

(Class

A)

609,670

(d)

HERO

Funding

Trust

3.750

09/20/41

558,007‌

Series

-

2016

2A

(Class

A)

480,262

(d)

HERO

Funding

Trust

4.050

09/20/41

446,690‌

Series

-

2016

1A

(Class

A)

1,234,897

(d)

HERO

Funding

Trust

3.080

09/20/42

1,105,041‌

Series

-

2016

3A

(Class

A1)

1,114,136

(d)

HERO

Funding

Trust

3.910

09/20/42

1,021,426‌

Series

-

2016

3A

(Class

A2)

1,124,606

(d)

HERO

Funding

Trust

3.570

09/20/47

1,017,599‌

Series

-

2016

4A

(Class

A1)

1,159,635

(d)

HERO

Funding

Trust

3.710

09/20/47

1,028,080‌

Series

-

2017

1A

(Class

A1)

166,608

(d)

HERO

Funding

Trust

4.290

09/20/47

153,854‌

Series

-

2016

4A

(Class

A2)

Nuveen

Core

Impact

Bond

Fund

June

30,

2024

222

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ASSET

BACKED—continued

$

1,913,652

(d)

HERO

Funding

Trust

3.190

%

09/20/48

$

1,648,669‌

Series

-

2017

3A

(Class

A1)

1,790,723

(d)

HERO

Funding

Trust

3.950

09/20/48

1,583,060‌

Series

-

2017

3A

(Class

A2)

735,403

(d)

HERO

Funding

Trust

4.070

09/20/48

657,723‌

Series

-

2017

2A

(Class

A2)

2,592,654

(d)

HERO

Funding

Trust

4.670

09/20/48

2,408,657‌

Series

-

2018

1A

(Class

A2)

1,966,564

(d)

HERO

Funding

Trust

2.720

09/20/57

1,598,040‌

Series

-

2020

1A

(Class

A)

7,375,000

(d)

Hertz

Vehicle

Financing

III

LLC

5.570

09/25/29

7,351,261‌

Series

-

2023

2A

(Class

A)

17,277

(c)

Home

Equity

Asset

Trust

TSFR1M

+

1.614%

3.986

06/25/33

16,602‌

Series

-

2003

1

(Class

M1)

499,977

(c),(d)

Invitation

Homes

Trust

TSFR1M

+

1.364%

6.693

01/17/38

500,696‌

Series

-

2018

SFR4

(Class

B)

3,314,186

(d)

Loanpal

Solar

Loan

Ltd

2.750

07/20/47

2,687,925‌

Series

-

2020

2GF

(Class

A)

1,696,630

(d)

Loanpal

Solar

Loan

Ltd

2.290

01/20/48

1,362,034‌

Series

-

2021

1GS

(Class

A)

2,298,882

(d)

Loanpal

Solar

Loan

Ltd

2.840

01/20/48

1,671,566‌

Series

-

2021

1GS

(Class

B)

5,136,825

(d)

Loanpal

Solar

Loan

Ltd

2.220

03/20/48

4,027,102‌

Series

-

2021

2GS

(Class

A)

2,750,000

(a),(d)

Mosaic

Solar

Loan

Trust

0.000

04/20/46

1,470,700‌

Series

-

2020

1A

(Class

R)

1,244,411

(d)

Mosaic

Solar

Loan

Trust

2.100

04/20/46

1,073,903‌

Series

-

2020

1A

(Class

A)

1,581,014

(d)

Mosaic

Solar

Loan

Trust

3.100

04/20/46

1,349,007‌

Series

-

2020

1A

(Class

B)

1,305,000

(d)

Mosaic

Solar

Loan

Trust

10.000

09/20/49

1,110,719‌

Series

-

2024

1A

(Class

D)

4,671,820

(d)

Mosaic

Solar

Loan

Trust

1.920

06/20/52

3,477,622‌

Series

-

2021

3A

(Class

B)

3,765,797

(d)

Mosaic

Solar

Loan

Trust

6.100

06/20/53

3,797,201‌

Series

-

2022

3A

(Class

A)

1,611,399

(d)

Mosaic

Solar

Loans

LLC

3.820

06/22/43

1,501,650‌

Series

-

2017

2A

(Class

A)

2,981,113

(d)

Mosaic

Solar

Loans

LLC

1.640

04/22/47

2,464,798‌

Series

-

2021

2A

(Class

A)

290,000

(c),(d)

MSCG

Trust

3.577

06/07/35

253,421‌

Series

-

2015

ALDR

(Class

D)

700,000

(d)

Progress

Residential

Trust

2.711

11/17/40

619,588‌

Series

-

2021

SFR9

(Class

D)

3,610,194

PSNH

Funding

LLC

3.506

08/01/28

3,532,503‌

Series

-

2018

1

(Class

A2)

639,358

(d)

Renew

3.670

09/20/52

584,258‌

Series

-

2017

1A

(Class

A)

1,680,405

(d)

Renew

3.950

09/20/53

1,540,371‌

Series

-

2018

1

(Class

A)

3,479,694

(d)

Renew

2.060

11/20/56

2,754,299‌

Series

-

2021

1

(Class

A)

8,393,559

SCE

Recovery

Funding

LLC

0.861

11/15/31

7,171,393‌

Series

-

2021

A-1

(Class

A)

33,517

(d)

SolarCity

LMC

4.800

11/20/38

32,818‌

Series

-

2013

1

(Class

A)

138,610

(c)

Structured

Asset

Investment

Loan

Trust

TSFR1M

+

1.014%

6.360

09/25/34

131,656‌

Series

-

2004

8

(Class

M1)

6,204,338

(d)

Sunnova

Helios

VII

Issuer

LLC

2.030

10/20/48

5,197,626‌

Series

-

2021

C

(Class

A)

223

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ASSET

BACKED—continued

$

3,512,329

(d)

Sunnova

Helios

VIII

Issuer

LLC

2.790

%

02/22/49

$

3,012,740‌

Series

-

2022

A

(Class

A)

2,474,272

(d)

Sunnova

Helios

XI

Issuer

LLC

5.300

05/20/50

2,421,521‌

Series

-

2023

A

(Class

A)

4,982,522

(d)

Sunrun

Athena

Issuer

LLC

5.310

04/30/49

4,675,113‌

Series

-

2018

1

(Class

A)

6,249,018

(d)

Sunrun

Atlas

Issuer

LLC

3.610

02/01/55

5,699,090‌

Series

-

2019

2

(Class

A)

12,135,755

(d)

Sunrun

Callisto

Issuer

LLC

3.980

06/30/54

11,236,025‌

Series

-

2019

1A

(Class

A)

5,290,699

(d)

Sunrun

Callisto

Issuer

LLC

2.270

01/30/57

4,324,897‌

Series

-

2021

2A

(Class

A)

5,025,752

(d)

Sunrun

Julius

Issuer

LLC

6.600

01/30/59

4,983,165‌

Series

-

2023

2A

(Class

A1)

6,664,082

(d)

Sunrun

Jupiter

Issuer

LLC

4.750

07/30/57

6,127,065‌

Series

-

2022

1A

(Class

A)

8,606,466

(d)

Sunrun

Vulcan

Issuer

LLC

2.460

01/30/52

7,051,498‌

Series

-

2021

1A

(Class

A)

9,401,739

(d)

Tesla

Auto

Lease

Trust

5.860

08/20/25

9,407,362‌

Series

-

2023

A

(Class

A2)

7,000,000

(d)

Tesla

Auto

Lease

Trust

1.320

09/22/25

6,969,330‌

Series

-

2021

B

(Class

D)

4,625,000

(d)

Tesla

Auto

Lease

Trust

5.890

06/22/26

4,634,890‌

Series

-

2023

A

(Class

A3)

9,422,000

(d)

Tesla

Auto

Lease

Trust

6.130

09/21/26

9,473,655‌

Series

-

2023

B

(Class

A3)

2,385,000

(d)

Tesla

Auto

Lease

Trust

6.220

03/22/27

2,406,284‌

Series

-

2023

B

(Class

A4)

5,390,000

(d)

Tesla

Auto

Lease

Trust

5.300

06/21/27

5,375,909‌

Series

-

2024

A

(Class

A3)

8,250,000

(d)

Tesla

Electric

Vehicle

Trust

5.540

12/21/26

8,243,489‌

Series

-

2023

1

(Class

A2A)

4,650,000

(d)

Tesla

Electric

Vehicle

Trust

5.380

06/20/28

4,655,139‌

Series

-

2023

1

(Class

A3)

1,546,399

Toyota

Auto

Receivables

Owner

Trust

0.260

11/17/25

1,530,790‌

Series

-

2021

B

(Class

A3)

9,900,000

Toyota

Auto

Receivables

Owner

Trust

0.530

10/15/26

9,536,458‌

Series

-

2021

B

(Class

A4)

325,000

(d)

Tricon

American

Homes

Trust

2.049

07/17/38

302,706‌

Series

-

2020

SFR1

(Class

B)

4,969,683

(d)

Vivint

Colar

Financing

V

LLC

4.730

04/30/48

4,565,940‌

Series

-

2018

1A

(Class

A)

6,527,089

(d)

Vivint

Colar

Financing

V

LLC

7.370

04/30/48

6,068,845‌

Series

-

2018

1A

(Class

B)

4,210,764

(d)

Vivint

Solar

Financing

VII

LLC

2.210

07/31/51

3,605,555‌

Series

-

2020

1A

(Class

A)

TOTAL

ASSET

BACKED

279,009,843‌

OTHER

MORTGAGE

BACKED

-

8.8%

10,578

(c),(d)

Agate

Bay

Mortgage

Trust

3.500

09/25/45

9,398‌

Series

-

2015

6

(Class

A9)

4,075,000

(c),(d)

Alen

Mortgage

Trust

TSFR1M

+

2.364%

7.693

04/15/34

3,142,940‌

Series

-

2021

ACEN

(Class

C)

900,000

(c),(d)

BAMLL

Commercial

Mortgage

Securities

Trust

3.716

04/14/33

857,543‌

Series

-

2015

200P

(Class

D)

287,981

Banc

of

America

Commercial

Mortgage

Trust

3.019

07/15/49

281,038‌

Series

-

2016

UB10

(Class

ASB)

4,000,000

(d)

BANK

2.500

10/17/52

2,560,887‌

Series

-

2019

BN21

(Class

D)

6,500,000

(c)

BANK

3.517

10/17/52

4,892,321‌

Series

-

2019

BN21

(Class

C)

Nuveen

Core

Impact

Bond

Fund

June

30,

2024

224

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

2,500,000

(c)

BANK

3.016

%

12/15/53

$

1,545,132‌

Series

-

2020

BN30

(Class

MCDE)

8,000,000

(c)

BANK

3.576

11/15/62

6,649,736‌

Series

-

2019

BN22

(Class

C)

1,250,000

(d)

BBCMS

Mortgage

Trust

4.798

08/10/35

1,085,774‌

Series

-

2015

SRCH

(Class

C)

2,800,000

(d)

BBCMS

Trust

4.197

08/10/35

2,594,450‌

Series

-

2015

SRCH

(Class

A2)

1,316,000

(c),(d)

BBCMS

Trust

5.122

08/10/35

1,111,523‌

Series

-

2015

SRCH

(Class

D)

3,000,000

(c),(d)

BBCMS

Trust

3.811

02/15/53

2,306,969‌

Series

-

2020

C6

(Class

F5TA)

5,500,000

(c),(d)

Benchmark

Mortgage

Trust

4.029

03/15/62

3,967,729‌

Series

-

2019

B10

(Class

3CCA)

5,200,000

(d)

BMO

360A

3.776

02/17/55

4,306,249‌

Series

-

2022

C1

(Class

360A)

3,500,000

(c),(d)

BMO

360C

4.070

02/17/55

2,536,579‌

Series

-

2022

C1

(Class

360C)

7,003,886

(c),(d)

BX

Commercial

Mortgage

Trust

TSFR1M

+

1.312%

6.641

10/15/38

6,871,871‌

Series

-

2021

XL2

(Class

C)

12,000,000

(c),(d)

BX

Commercial

Mortgage

Trust

TSFR1M

+

1.840%

7.169

01/17/39

11,829,353‌

Series

-

2022

AHP

(Class

B)

4,250,000

(c),(d)

BX

TRUST

TSFR1M

+

1.490%

6.819

01/17/39

4,170,631‌

Series

-

2022

AHP

(Class

AS)

2,901,500

(c),(d)

CCRC

Affordable

Multifamily

Housing

Mortgage

Trust

5.636

06/25/34

2,561,727‌

Series

-

2017

Q005

(Class

B)

2,000,000

(c)

CD

Mortgage

Trust

3.879

11/10/49

1,668,391‌

Series

-

2016

CD2

(Class

B)

1,000,000

(c),(d)

Century

Plaza

Towers

3.097

11/13/39

836,700‌

Series

-

2019

CPT

(Class

B)

5,000,000

(c)

Citigroup

Commercial

Mortgage

Trust

3.758

04/10/48

4,856,258‌

Series

-

2015

GC29

(Class

B)

4,000,000

Citigroup

Commercial

Mortgage

Trust

3.300

11/10/52

3,382,671‌

Series

-

2019

GC43

(Class

AS)

5,000,000

Citigroup

Commercial

Mortgage

Trust

3.018

08/10/56

4,315,064‌

Series

-

2019

GC41

(Class

AS)

3,315,000

(d)

COMM

Mortgage

Trust

4.353

08/10/30

3,121,883‌

Series

-

2013

300P

(Class

A1)

4,375,000

(d)

COMM

Mortgage

Trust

3.376

01/10/39

3,878,619‌

Series

-

2022

HC

(Class

C)

315,446

COMM

Mortgage

Trust

4.701

03/10/47

303,623‌

Series

-

2014

UBS2

(Class

B)

2,000,000

(c)

COMM

Mortgage

Trust

4.703

08/10/47

1,957,425‌

Series

-

2014

CR19

(Class

B)

42,039

COMM

Mortgage

Trust

3.040

02/10/48

41,854‌

Series

-

2015

LC19

(Class

ASB)

3,500,000

(c),(d)

COMM

Mortgage

Trust

4.200

03/10/48

2,538,347‌

Series

-

2015

CR22

(Class

D)

2,000,000

(c)

COMM

Mortgage

Trust

4.413

05/10/48

1,822,743‌

Series

-

2015

CR23

(Class

D)

360,000

(c)

COMM

Mortgage

Trust

3.463

08/10/48

317,643‌

Series

-

2015

CR24

(Class

D)

1,000,000

COMM

Mortgage

Trust

3.263

08/15/57

878,202‌

Series

-

2019

GC44

(Class

AM)

4,000,000

(c),(d)

Commercial

Mortgage

Pass

Through

Certificates

4.084

01/10/39

3,516,781‌

Series

-

2022

HC

(Class

D)

21,084,884

(c),(d)

Connecticut

Avenue

Securities

Trust

SOFR30A

+

3.500%

8.835

03/25/42

22,220,221‌

Series

-

2022

R03

(Class

1M2)

4,435,000

(c),(d)

Connecticut

Avenue

Securities

Trust

SOFR30A

+

3.000%

8.335

04/25/42

4,595,912‌

Series

-

2022

R05

(Class

2M2)

225

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

13,780,000

(c),(d)

Connecticut

Avenue

Securities

Trust

SOFR30A

+

3.850%

9.185

%

05/25/42

$

14,627,165‌

Series

-

2022

R06

(Class

1M2)

4,170,000

(c),(d)

Connecticut

Avenue

Securities

Trust

TSFR1M

+

3.600%

8.935

07/25/42

4,423,159‌

Series

-

2022

R08

(Class

1M2)

7,535,000

(c),(d)

Connecticut

Avenue

Securities

Trust

SOFR30A

+

4.750%

10.085

09/25/42

8,230,875‌

Series

-

2022

R09

(Class

2M2)

430,000

(c),(d)

Connecticut

Avenue

Securities

Trust

SOFR30A

+

6.750%

12.085

09/25/42

480,892‌

Series

-

2022

R09

(Class

2B1)

20,340,000

(c),(d)

Connecticut

Avenue

Securities

Trust

SOFR30A

+

3.750%

9.085

12/25/42

21,823,632‌

Series

-

2023

R01

(Class

1M2)

14,427,500

(d)

CPT

Mortgage

Trust

2.865

11/13/39

12,384,514‌

Series

-

2019

CPT

(Class

A)

2,500,000

(c),(d)

CPT

Mortgage

Trust

3.097

11/13/39

1,978,725‌

Series

-

2019

CPT

(Class

C)

1,750,000

(c),(d)

CPT

Mortgage

Trust

3.097

11/13/39

1,259,009‌

Series

-

2019

CPT

(Class

E)

5,000,000

(c),(d)

Credit

Suisse

Commercial

Mortgage

Trust

3.854

11/10/32

3,724,335‌

Series

-

2017

CALI

(Class

B)

1,600,000

(c),(d)

Credit

Suisse

Mortgage

Capital

Certificates

3.388

10/25/59

1,475,253‌

Series

-

2019

NQM1

(Class

M1)

2,662,913

(c),(d)

Credit

Suisse

Mortgage

Capital

Certificates

2.405

10/25/66

2,255,203‌

Series

-

2021

NQM8

(Class

A3)

3,600,000

(c),(d)

CSAIL

Commercial

Mortgage

Trust

3.800

06/15/37

3,101,890‌

Series

-

2017

C8

(Class

85BB)

3,440,000

(c),(d)

DBUBS

Mortgage

Trust

3.648

10/10/34

3,015,072‌

Series

-

2017

BRBK

(Class

D)

102,725,000

(c),(d)

DOLP

Trust

0.665

05/10/41

3,464,955‌

Series

-

2021

NYC

(Class

X)

12,485,467

(c),(d)

ELP

Commercial

Mortgage

Trust

TSFR1M

+

1.434%

6.763

11/15/38

12,328,117‌

Series

-

2021

ELP

(Class

C)

3,995,350

(c),(d)

ELP

Commercial

Mortgage

Trust

TSFR1M

+

2.233%

7.562

11/15/38

3,934,134‌

Series

-

2021

ELP

(Class

E)

1,697,217

Federal

Home

Loan

Mortgage

Corp

Gold

(FGLMC)

1.204

09/25/31

1,499,201‌

Series

-

2021

P011

(Class

A1)

244,748

(c),(d)

Flagstar

Mortgage

Trust

3.985

10/25/47

215,036‌

Series

-

2017

2

(Class

B3)

8,937

(c),(d)

Flagstar

Mortgage

Trust

4.000

09/25/48

8,215‌

Series

-

2018

5

(Class

A11)

1,171,095

(c),(d)

Flagstar

Mortgage

Trust

2.500

04/25/51

921,149‌

Series

-

2021

2

(Class

A4)

3,620,818

(c),(d)

Flagstar

Mortgage

Trust

2.500

06/01/51

2,845,860‌

Series

-

2021

4

(Class

A21)

2,931,365

(c),(d)

Flagstar

Mortgage

Trust

3.344

07/25/51

2,245,535‌

Series

-

2021

5INV

(Class

B4)

7,700,000

Freddie

Mac

Multiclass

Certificates

Series

1.878

01/25/31

6,482,952‌

Series

-

2021

P009

(Class

A2)

7,324,000

(c)

Freddie

Mac

Multiclass

Certificates

Series

2.852

02/25/32

6,222,871‌

Series

-

2022

P013

(Class

A2)

27,500,000

(c)

Freddie

Mac

Multiclass

Certificates

Series

4.606

09/25/33

26,638,838‌

Series

-

2024

P016

(Class

A2)

6,586,160

Freddie

Mac

Multifamily

ML

Certificates

2.875

07/25/36

5,918,369‌

Series

-

2022

ML13

(Class

ACA)

8,111,644

Freddie

Mac

Multifamily

ML

Certificates

1.877

07/25/37

6,353,271‌

Series

-

2021

21-ML08

(Class

ML08)

38,829,175

(c)

Freddie

Mac

Multifamily

ML

Certificates

1.781

11/25/37

4,516,221‌

Series

-

2021

ML08

(Class

XCA)

8,964,007

Freddie

Mac

Multifamily

ML

Certificates

2.340

07/25/41

7,380,181‌

Series

-

2021

ML12

(Class

AUS)

3,429,167

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

3.871

07/25/33

3,199,322‌

Series

-

2015

Q002

(Class

A2)

Nuveen

Core

Impact

Bond

Fund

June

30,

2024

226

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

3,739,141

Freddie

Mac

Multifamily

Structured

Pass

Through

Certificates

1.555

%

01/25/36

$

2,987,910‌

Series

-

2020

Q014

(Class

A1)

9,734,516

Freddie

Mac

Multifamily

Variable

Rate

Certificate

3.150

10/15/36

8,473,869‌

Series

-

2022

M068

(Class

A)

1,710,000

Freddie

Mac

Multifamily

Variable

Rate

Certificate

4.013

04/15/37

1,670,272‌

Series

-

2022

M069

(Class

A)

5,928,632

Freddie

Mac

Multifamily

Variable

Rate

Certificate

1.761

09/15/38

4,627,917‌

Series

-

2020

M061

(Class

A)

11,875,000

(d)

Frontier

Issuer

LLC

6.600

08/20/53

11,946,271‌

Series

-

2023

1

(Class

A2)

1,325,000

(c),(d)

GCT

Commercial

Mortgage

Trust

TSFR1M

+

0.914%

6.243

02/15/38

1,093,503‌

Series

-

2021

GCT

(Class

A)

93,000

(c)

GS

Mortgage

Securities

Trust

4.076

11/10/49

78,965‌

Series

-

2016

GS4

(Class

C)

22,597

(c),(d)

GS

Mortgage-Backed

Securities

Corp

Trust

4.000

11/25/49

20,730‌

Series

-

2019

PJ2

(Class

A1)

59,124

(c),(d)

GS

Mortgage-Backed

Securities

Corp

Trust

4.000

11/25/49

54,189‌

Series

-

2019

PJ2

(Class

A4)

396,613

(c),(d)

GS

Mortgage-Backed

Securities

Corp

Trust

3.000

01/25/51

330,922‌

Series

-

2020

PJ4

(Class

A4)

18,046,347

(c),(d)

GS

Mortgage-Backed

Securities

Corp

Trust

0.262

03/27/51

224,418‌

Series

-

2020

PJ5

(Class

AX1)

608,754

(c),(d)

GS

Mortgage-Backed

Securities

Corp

Trust

3.000

03/27/51

508,660‌

Series

-

2020

PJ5

(Class

A4)

1,495,156

(c),(d)

GS

Mortgage-Backed

Securities

Corp

Trust

2.500

05/25/51

1,195,159‌

Series

-

2020

PJ6

(Class

A4)

4,555,933

(c),(d)

GS

Mortgage-Backed

Securities

Corp

Trust

2.500

10/25/51

3,583,564‌

Series

-

2021

PJ5

(Class

A4)

4,543,965

(c),(d)

GS

Mortgage-Backed

Securities

Corp

Trust

3.000

06/25/52

3,719,749‌

Series

-

2022

PJ2

(Class

A36)

1,910,827

(c),(d)

GS

Mortgage-Backed

Securities

Corp

Trust

3.000

09/25/52

1,566,613‌

Series

-

2022

PJ4

(Class

A36)

464,125

(c),(d)

GS

Mortgage-Backed

Securities

Trust

3.631

05/25/50

392,272‌

Series

-

2020

PJ1

(Class

B2)

8,707,385

(c),(d)

GS

Mortgage-Backed

Securities

Trust

2.500

01/25/52

6,843,758‌

Series

-

2021

PJ7

(Class

A4)

3,999,189

(c),(d)

GS

Mortgage-Backed

Securities

Trust

2.500

01/25/52

3,144,448‌

Series

-

2021

PJ8

(Class

A4)

1,923,520

(c),(d)

GS

Mortgage-Backed

Securities

Trust

2.721

01/25/52

1,486,317‌

Series

-

2021

PJ7

(Class

B2)

4,247,632

(c),(d)

GS

Mortgage-Backed

Securities

Trust

3.000

10/25/52

3,477,168‌

Series

-

2022

PJ5

(Class

A36)

2,720,779

(c),(d)

GS

Mortgage-Backed

Securities

Trust

3.000

01/25/53

2,227,266‌

Series

-

2022

PJ6

(Class

A24)

4,567,083

(c),(d)

GS

Mortgage-Backed

Securities

Trust

3.500

02/25/53

3,898,790‌

Series

-

2023

PJ1

(Class

A24)

2,000,000

(d)

Hudson

Yards

Mortgage

Trust

2.835

08/10/38

1,871,742‌

Series

-

2016

10HY

(Class

A)

2,500,000

(c),(d)

Hudson

Yards

Mortgage

Trust

3.076

08/10/38

2,330,589‌

Series

-

2016

10HY

(Class

B)

5,750,000

(c),(d)

Hudson

Yards

Mortgage

Trust

3.076

08/10/38

5,324,125‌

Series

-

2016

10HY

(Class

C)

2,500,000

(c),(d)

Hudson

Yards

Mortgage

Trust

3.076

08/10/38

2,253,115‌

Series

-

2016

10HY

(Class

E)

11,650,000

(c),(d)

Hudson

Yards

Mortgage

Trust

3.558

07/10/39

9,816,740‌

Series

-

2019

30HY

(Class

D)

5,545,000

(c),(d)

Hudson

Yards

Mortgage

Trust

3.041

12/10/41

4,819,395‌

Series

-

2019

55HY

(Class

A)

5,000,000

(c),(d)

Hudson

Yards

Mortgage

Trust

3.041

12/10/41

3,971,834‌

Series

-

2019

55HY

(Class

E)

227

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

1,500,000

(c),(d)

Hudson

Yards

Mortgage

Trust

3.041

%

12/10/41

$

1,219,803‌

Series

-

2019

55HY

(Class

D)

440,000

(c),(d)

Imperial

Fund

Mortgage

Trust

3.531

10/25/55

378,470‌

Series

-

2020

NQM1

(Class

M1)

3,500,000

(d)

Jackson

Park

Trust

2.766

10/14/39

3,033,980‌

Series

-

2019

LIC

(Class

A)

253,565

(c),(d)

JP

Morgan

Chase

Commercial

Mortgage

Securities

Corp

4.115

01/15/46

237,008‌

Series

-

2013

C13

(Class

D)

5,300,000

(c),(d)

JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust

TSFR1M

+

1.734%

7.063

10/15/33

5,070,337‌

Series

-

2020

609M

(Class

A)

866,573

(c),(d)

JP

Morgan

Mortgage

Trust

6.646

12/25/44

836,181‌

Series

-

2015

1

(Class

B1)

10,749

(c),(d)

JP

Morgan

Mortgage

Trust

3.500

05/25/45

9,614‌

Series

-

2015

3

(Class

A19)

188,110

(c),(d)

JP

Morgan

Mortgage

Trust

3.500

10/25/45

166,603‌

Series

-

2015

6

(Class

A13)

769,667

(c),(d)

JP

Morgan

Mortgage

Trust

3.500

09/25/48

661,708‌

Series

-

2018

3

(Class

A13)

1,115,955

(c),(d)

JP

Morgan

Mortgage

Trust

3.500

10/25/48

967,735‌

Series

-

2018

5

(Class

A13)

684,946

(c),(d)

JP

Morgan

Mortgage

Trust

5.518

10/26/48

682,221‌

Series

-

2017

5

(Class

A2)

70,587

(c),(d)

JP

Morgan

Mortgage

Trust

4.000

02/25/49

63,861‌

Series

-

2018

9

(Class

A13)

81,080

(c),(d)

JP

Morgan

Mortgage

Trust

4.000

05/25/49

74,451‌

Series

-

2019

1

(Class

A15)

824,270

(c),(d)

JP

Morgan

Mortgage

Trust

3.821

06/25/50

712,234‌

Series

-

2020

1

(Class

B2)

15,541,584

(c),(d)

JP

Morgan

Mortgage

Trust

0.138

07/25/51

114,198‌

Series

-

2021

3

(Class

AX1)

10,979,082

(c),(d)

JP

Morgan

Mortgage

Trust

0.131

08/25/51

76,643‌

Series

-

2021

4

(Class

AX1)

2,205,659

(c),(d)

JP

Morgan

Mortgage

Trust

2.881

08/25/51

1,721,274‌

Series

-

2021

4

(Class

B2)

21,095,215

(c),(d)

JP

Morgan

Mortgage

Trust

0.135

10/25/51

156,955‌

Series

-

2021

6

(Class

AX1)

2,737,255

(c),(d)

JP

Morgan

Mortgage

Trust

2.500

10/25/51

2,153,045‌

Series

-

2021

6

(Class

A15)

975,538

(c),(d)

JP

Morgan

Mortgage

Trust

2.500

12/25/51

766,745‌

Series

-

2021

10

(Class

A15)

1,961,360

(c),(d)

JP

Morgan

Mortgage

Trust

3.215

01/25/52

1,507,975‌

Series

-

2021

INV4

(Class

B4)

918,070

(c),(d)

JP

Morgan

Mortgage

Trust

2.500

02/25/52

720,432‌

Series

-

2021

12

(Class

A15)

2,869,393

(c),(d)

JP

Morgan

Mortgage

Trust

3.140

04/25/52

2,186,047‌

Series

-

2021

13

(Class

B4)

1,541,650

(c),(d)

JP

Morgan

Mortgage

Trust

2.500

05/25/52

1,209,769‌

Series

-

2021

14

(Class

A15)

976,133

(c),(d)

JP

Morgan

Mortgage

Trust

2.927

05/25/52

793,190‌

Series

-

2021

LTV2

(Class

A3)

643,116

(c),(d)

JP

Morgan

Mortgage

Trust

3.289

05/25/52

500,787‌

Series

-

2021

INV8

(Class

B4)

1,866,613

(c),(d)

JP

Morgan

Mortgage

Trust

3.000

08/25/52

1,528,034‌

Series

-

2022

2

(Class

A25)

5,242,224

(c),(d)

JP

Morgan

Mortgage

Trust

3.500

09/25/52

4,481,680‌

Series

-

2022

LTV2

(Class

A6)

2,693,743

(c),(d)

JP

Morgan

Mortgage

Trust

3.000

12/25/52

2,205,134‌

Series

-

2022

7

(Class

1A17)

1,179,607

(c),(d)

JP

Morgan

Mortgage

Trust

4.000

12/25/52

1,054,931‌

Series

-

2022

7

(Class

2A6A)

Nuveen

Core

Impact

Bond

Fund

June

30,

2024

228

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

15,937,046

(c),(d)

JP

Morgan

Mortgage

Trust

Series

3.000

%

05/25/54

$

13,045,482‌

Series

-

2024

3

(Class

A9)

2,400,000

(c)

JPMBB

Commercial

Mortgage

Securities

Trust

4.602

09/15/47

2,325,190‌

Series

-

2014

C23

(Class

C)

507,703

(d)

Ladder

Capital

Commercial

Mortgage

Securities

3.575

02/15/36

475,832‌

Series

-

2013

GCP

(Class

A1)

8,000,000

(d)

Liberty

Street

Trust

3.597

02/10/36

7,421,597‌

Series

-

2016

225L

(Class

A)

4,000,000

(c),(d)

MAD

Mortgage

Trust

3.294

08/15/34

3,717,500‌

Series

-

2017

330M

(Class

A)

2,350,000

(c),(d)

Manhattan

West

2.413

09/10/39

2,026,697‌

Series

-

2020

1MW

(Class

D)

2,250,000

(c),(d)

MFT

Trust

3.392

08/10/40

1,417,047‌

Series

-

2020

B6

(Class

B)

19,457

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

3.069

02/15/48

19,391‌

Series

-

2015

C20

(Class

ASB)

103,265

(c)

Morgan

Stanley

Capital

I

Trust

6.282

12/12/49

36,917‌

Series

-

2007

IQ16

(Class

AJFX)

1,003,364

(c),(d)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

2.500

07/25/51

867,471‌

Series

-

2021

4

(Class

A4)

4,392,926

(c),(d)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

4.000

02/25/53

3,882,005‌

Series

-

2023

1

(Class

A7)

1,500,000

(c),(d)

MSDB

Trust

3.427

07/11/39

1,342,152‌

Series

-

2017

712F

(Class

A)

3,024,947

(c),(d)

Natixis

Commercial

Mortgage

Securities

Trust

3.917

11/15/32

2,737,289‌

Series

-

2018

285M

(Class

A)

4,250,000

(c),(d)

Natixis

Commercial

Mortgage

Securities

Trust

TSFR1M

+

2.279%

7.608

07/15/36

3,533,054‌

Series

-

2019

MILE

(Class

C)

4,000,000

(c),(d)

Natixis

Commercial

Mortgage

Securities

Trust

TSFR1M

+

4.329%

9.658

07/15/36

2,695,992‌

Series

-

2019

MILE

(Class

F)

30,122

(c)

New

York

Mortgage

Trust

TSFR1M

+

0.594%

5.940

02/25/36

29,472‌

Series

-

2005

3

(Class

A1)

4,351,837

(c),(d)

OBX

Trust

2.500

07/25/51

3,420,421‌

Series

-

2021

J2

(Class

A19)

5,372,825

(c),(d)

OBX

Trust

3.500

08/25/52

4,646,972‌

Series

-

2022

J2

(Class

A1)

200,723

(c),(d)

OBX

Trust

TSFR1M

+

0.764%

4.658

06/25/57

194,550‌

Series

-

2018

1

(Class

A2)

1,224,764

(c),(d)

Oceanview

Mortgage

Trust

2.500

05/25/51

963,364‌

Series

-

2021

1

(Class

A19)

1,335,626

(c),(d)

Oceanview

Mortgage

Trust

4.500

11/25/52

1,233,441‌

Series

-

2022

1

(Class

A1)

16,035,000

(d)

One

Bryant

Park

Trust

2.516

09/15/54

13,602,851‌

Series

-

2019

OBP

(Class

A)

2,008,731

(d)

One

Market

Plaza

Trust

3.614

02/10/32

1,799,944‌

Series

-

2017

1MKT

(Class

A)

1,000,000

(d)

One

Market

Plaza

Trust

3.845

02/10/32

866,887‌

Series

-

2017

1MKT

(Class

B)

1,886,049

(c),(d)

RCKT

Mortgage

Trust

2.500

06/25/51

1,483,511‌

Series

-

2021

2

(Class

A21)

1,974,593

(c),(d)

RCKT

Mortgage

Trust

2.781

07/25/51

1,475,299‌

Series

-

2021

3

(Class

B4)

4,227,484

(c),(d)

RCKT

Mortgage

Trust

2.500

09/25/51

3,317,196‌

Series

-

2021

4

(Class

A21)

4,888,284

(c),(d)

RCKT

Mortgage

Trust

2.920

11/25/51

3,676,000‌

Series

-

2021

5

(Class

B4)

4,222,123

(c),(d)

RCKT

Mortgage

Trust

3.500

06/25/52

3,604,096‌

Series

-

2022

4

(Class

A22)

161,911

(c),(d)

Sequoia

Mortgage

Trust

3.500

05/25/45

143,429‌

Series

-

2015

2

(Class

A1)

229

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

44,578

(c),(d)

Sequoia

Mortgage

Trust

3.500

%

06/25/46

$

39,415‌

Series

-

2016

1

(Class

A19)

195,748

(c),(d)

Sequoia

Mortgage

Trust

3.724

09/25/47

178,566‌

Series

-

2017

6

(Class

B1)

11,804

(c),(d)

Sequoia

Mortgage

Trust

3.500

03/25/48

10,315‌

Series

-

2018

3

(Class

A1)

15,277

(c),(d)

Sequoia

Mortgage

Trust

4.000

09/25/48

13,986‌

Series

-

2018

7

(Class

A19)

1,627,891

(c),(d)

Sequoia

Mortgage

Trust

3.000

04/25/50

1,347,523‌

Series

-

2020

3

(Class

A19)

2,796,306

(c),(d)

Sequoia

Mortgage

Trust

5.000

01/25/53

2,627,142‌

Series

-

2023

1

(Class

A19)

12,900,000

(d)

SLG

Office

Trust

2.585

07/15/41

10,547,019‌

Series

-

2021

OVA

(Class

A)

1,760,000

(c),(d)

Structured

Agency

Credit

Risk

Debt

Note

(STACR)

SOFR30A

+

2.614%

7.950

02/25/50

1,831,913‌

Series

-

2020

DNA2

(Class

B1)

1,125,000

(c),(d)

STWD

Mortgage

Trust

TSFR1M

+

1.371%

6.700

11/15/36

1,109,416‌

Series

-

2021

LIH

(Class

AS)

2,000,000

(c),(d)

STWD

Mortgage

Trust

TSFR1M

+

1.770%

7.099

11/15/36

1,974,422‌

Series

-

2021

LIH

(Class

B)

2,050,000

(c),(d)

STWD

Mortgage

Trust

TSFR1M

+

2.069%

7.398

11/15/36

2,015,295‌

Series

-

2021

LIH

(Class

C)

4,000,000

(d)

SUMIT

Mortgage

Trust

2.789

02/12/41

3,111,077‌

Series

-

2022

BVUE

(Class

A)

1,085,000

(c),(d)

Times

Square

Trust

3.203

05/15/35

947,706‌

Series

-

2018

20TS

(Class

B)

2,861,251

(c),(d)

Verus

Securitization

Trust

2.240

10/25/66

2,407,864‌

Series

-

2021

7

(Class

A3)

3,000,000

(c),(d)

VNDO

Trust

4.033

01/10/35

2,789,442‌

Series

-

2016

350P

(Class

B)

1,095,000

(c),(d)

WB

Commercial

Mortgage

Trust

6.134

03/15/40

1,095,355‌

Series

-

2024

HQ

(Class

A)

7,150,000

(d)

Wells

Fargo

Commercial

Mortgage

Trust

6.011

06/10/37

7,231,125‌

Series

-

2024

SVEN

(Class

A)

1,100,000

Wells

Fargo

Commercial

Mortgage

Trust

3.808

12/15/47

1,082,723‌

Series

-

2014

LC18

(Class

AS)

255,654

Wells

Fargo

Commercial

Mortgage

Trust

2.514

08/15/49

249,716‌

Series

-

2016

BNK1

(Class

ASB)

225,775

Wells

Fargo

Commercial

Mortgage

Trust

3.185

03/15/59

221,694‌

Series

-

2016

C33

(Class

ASB)

81,047

(c),(d)

Wells

Fargo

Mortgage

Backed

Securities

Trust

4.000

04/25/49

74,893‌

Series

-

2019

2

(Class

A17)

453,064

(c),(d)

Wells

Fargo

Mortgage

Backed

Securities

Trust

3.000

07/25/50

378,965‌

Series

-

2020

4

(Class

A17)

5,403,458

(c),(d)

Wells

Fargo

Mortgage

Backed

Securities

Trust

2.500

06/25/51

4,246,965‌

Series

-

2021

2

(Class

A17)

1,375,719

(c),(d)

Wells

Fargo

Mortgage

Backed

Securities

Trust

2.500

12/25/51

1,079,560‌

Series

-

2022

2

(Class

A18)

118,754

(c),(d)

WinWater

Mortgage

Loan

Trust

3.924

06/20/44

96,848‌

Series

-

2014

1

(Class

B4)

TOTAL

OTHER

MORTGAGE

BACKED

558,429,447‌

TOTAL

STRUCTURED

ASSETS

837,439,290‌

(Cost

$927,516,701)

SHARES

REFERENCERATE

&

SPREAD

PREFERRED

STOCKS

-

0.5%

FINANCIAL

SERVICES

-

0.1%

126,248

(e)

Morgan

Stanley

3,295,073‌

TOTAL

FINANCIAL

SERVICES

3,295,073‌

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0.2%

629,610

Brookfield

Property

Partners

LP

7,467,174‌

Nuveen

Core

Impact

Bond

Fund

June

30,

2024

230

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT—continued

400,000

Brookfield

Property

Partners

LP

$

5,260,000‌

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

12,727,174‌

UTILITIES

-

0.2%

462,239

Brookfield

Infrastructure

Partners

LP

8,579,156‌

279,828

Brookfield

Renewable

Partners

LP

5,146,037‌

TOTAL

UTILITIES

13,725,193‌

TOTAL

PREFERRED

STOCKS

29,747,440‌

(Cost

$47,448,125)

TOTAL

LONG-TERM

INVESTMENTS

6,255,311,365‌

(Cost

$6,679,178,953)

PRINCIPAL

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

1.9%

GOVERNMENT

AGENCY

DEBT

-

0.0%

$

2,500,000

Federal

Home

Loan

Bank

(FHLB)

0.000

%

07/19/24

2,492,351‌

TOTAL

GOVERNMENT

AGENCY

DEBT

2,492,351‌

REPURCHASE

AGREEMENT

-

1.4%

88,348,000

(h)

Fixed

Income

Clearing

Corporation

5.320

07/01/24

88,348,000‌

TOTAL

REPURCHASE

AGREEMENT

88,348,000‌

TREASURY

DEBT

-

0.5%

5,054,000

United

States

Treasury

Bill

0.000

07/05/24

5,051,039‌

10,000,000

United

States

Treasury

Bill

0.000

07/30/24

9,957,708‌

5,000,000

United

States

Treasury

Bill

0.000

08/13/24

4,968,696‌

12,500,000

United

States

Treasury

Bill

0.000

08/27/24

12,397,722‌

TOTAL

TREASURY

DEBT

32,375,165‌

TOTAL

SHORT-TERM

INVESTMENTS

123,215,516‌

(Cost

$123,217,726)

SHARES

EXP

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

2.7%

169,221,213

(i)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5.330

(j)

169,221,213‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

169,221,213‌

(Cost

$169,221,213)

TOTAL

INVESTMENTS

-

103.5%

6,547,748,094‌

(Cost

$6,971,617,892)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(3.5)%

(220,040,302‌)

NET

ASSETS

-

100.0%

$

6,327,707,792‌

EUR

Euro

LIBOR

London

Interbank

Offered

Rate

M

Month

SOFR30A

30

Day

Average

Secured

Overnight

Financing

Rate

TSFR1M

CME

Term

Secured

Overnight

Financing

Rate

1

Month

TSFR3M

CME

Term

Secured

Overnight

Financing

Rate

3

Month

231

See

Notes

to

Portfolios

of

Investments

Principal

denominated

in

U.S.

Dollars,

unless

otherwise

noted. 

(a)

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

(b)

In

default

(c)

Floating

or

variable

rate

security

includes

the

reference

rate

and

spread,

unless

the

variable

rate

is

based

on

the

underlying

asset

of

the

security.

Coupon

rate

reflects

the

rate

at

period

end.

(d)

Security

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$1,583,329,956

or

24.2%

of

Total

Investments.

(e)

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$162,656,426.

(f)

Perpetual

security

(g)

When-issued

or

delayed

delivery

security.

(h)

Agreement

with

Fixed

Income

Clearing

Corporation,

5.320%

dated

6/28/24

to

be

repurchased

at

$88,387,168

on

7/1/24,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

0.625%

and

maturity

date

7/31/26,

valued

at

$90,115,054.

(i)

Investments

made

with

cash

collateral

received

from

securities

on

loan.

(j)

The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

Forward

Foreign

Currency

Contracts

Currency

Purchased

Receive

Currency

Sold

Deliver

Counterparty

Settlement

Date

Unrealized

Appreciation

(Depreciation)

EUR

2,574,918

$

2,802,878

Bank

of

America,

N.A.

07/16/24

 $

(43,155‌)

$

20,069,917

EUR

18,662,582

JPMorgan

Chase

Bank

07/16/24

 $

67,901‌

EUR

2,573,968

$

2,799,201

Morgan

Stanley

Capital

Services

07/16/24

 $

(40,497‌)

EUR

4,578,998

$

4,990,573

Morgan

Stanley

Capital

Services

07/16/24

(82,934‌)

EUR

2,494,315

$

2,719,464

Morgan

Stanley

Capital

Services

07/16/24

(46,129‌)

Total

 $

(169,560‌)

Total

 $

(144,814‌)

EUR

Euro

Nuveen

Core

Plus

Bond

Fund

June

30,

2024

Portfolio

of

Investments

232

See

Notes

to

Portfolios

of

Investments

(Unaudited)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

LONG-TERM

INVESTMENTS

-

97.2%

BANK

LOAN

OBLIGATIONS

-

3.0%

CAPITAL

GOODS

-

0.2%

$

1,653,347

(a)

Centuri

Group,

Inc

TSFR1M

+

2.500%

7.958

%

08/27/28

$

1,655,645‌

486,278

(a)

Chariot

Buyer

LLC

TSFR1M

+

3.250%

8.694

11/03/28

486,582‌

1,250,000

(a)

Closure

Systems

International

Group,

Inc

TSFR1M

+

4.000%

9.344

03/22/29

1,258,987‌

972,500

(a)

Conair

Holdings

LLC

TSFR1M

+

3.750%

9.208

05/17/28

968,450‌

250,000

(a)

Foundation

Building

Materials,

Inc

TSFR3M

+

4.000%

9.330

01/29/31

249,306‌

335,675

(a)

Quikrete

Holdings,

Inc

TSFR1M

+

2.500%

7.844

04/14/31

336,811‌

768,162

(a)

Resideo

Funding,

Inc

TSFR3M

+

2.000%

7.331

02/11/28

770,082‌

1,000,000

(a)

Titan

Acquisition

Ltd

TSFR6M

+

5.000%

10.326

02/15/29

1,003,545‌

634,079

(a)

TransDigm,

Inc

TSFR3M

+

0.028%

3.250

08/24/28

635,943‌

1,431,043

(a)

Zekelman

Industries,

Inc

TSFR1M

+

2.250%

7.594

01/24/31

1,435,136‌

TOTAL

CAPITAL

GOODS

8,800,487‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0.2%

288,060

(a)

AlixPartners

LLP

TSFR1M

+

2.500%

7.958

02/04/28

288,600‌

480,000

(a)

Amentum

Government

Services

Holdings

LLC

TSFR1M

+

3.000%

9.458

01/29/27

481,800‌

540,375

(a)

Amentum

Government

Services

Holdings

LLC

TSFR1M

+

4.000%

9.344

02/15/29

543,415‌

370,500

(a)

CHG

Healthcare

Services,

Inc

TSFR1M

+

3.250%

8.708

09/29/28

371,502‌

542,466

(a)

Covanta

Holding

Corp

TSFR1M

+

2.500%

7.844

11/30/28

542,829‌

41,463

(a)

Covanta

Holding

Corp

TSFR1M

+

2.500%

7.844

11/30/28

41,491‌

966,143

(a)

EAB

Global,

Inc

TSFR1M

+

3.500%

8.944

08/16/28

966,385‌

280,367

(a)

GFL

Environmental,

Inc

TSFR3M

+

2.500%

7.826

05/31/27

281,265‌

4,820,000

(a)

GTCR

W

MERGER

SUB

TSFR3M

+

3.000%

8.335

01/31/31

4,832,725‌

822,938

(a)

Prime

Security

Services

Borrower

LLC

TSFR3M

+

2.250%

7.579

10/13/30

823,514‌

2,236

(a)

TK

Elevator

US

Newco,

Inc

TSFR6M

+

0.035%

8.791

04/30/30

2,250‌

1,467,665

(a),(b)

WMB

Holdings,

Inc

TSFR1M

+

4.250%

8.094

11/02/29

1,475,003‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

10,650,779‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0.1%

1,686,410

(a)

CNT

Holdings

I

Corp

TSFR3M

+

3.500%

8.830

11/08/27

1,692,506‌

1,908,397

(a)

Driven

Holdings

LLC

TSFR1M

+

0.030%

8.458

12/17/28

1,904,427‌

516,489

(a)

LS

Group

OpCo

Acquistion

LLC

TSFR1M

+

3.000%

8.344

04/23/31

517,349‌

1,350,410

(a)

PetSmart

LLC

TSFR1M

+

3.750%

9.194

02/11/28

1,348,155‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

5,462,437‌

CONSUMER

DURABLES

&

APPAREL

-

0.1%

2,493,655

(a)

AI

Aqua

Merger

Sub,

Inc

TSFR1M

+

4.000%

9.329

07/31/28

2,500,911‌

291,125

(a)

Crocs,

Inc

TSFR3M

+

2.250%

7.585

02/20/29

293,491‌

297,273

(a)

SRAM

LLC

TSFR1M

+

2.750%

8.208

05/18/28

297,583‌

857,951

(a)

Weber-Stephen

Products

LLC

TSFR1M

+

3.250%

8.708

10/30/27

800,155‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

3,892,140‌

CONSUMER

SERVICES

-

0.3%

2,480,896

(a)

1011778

BC

ULC

TSFR1M

+

0.018%

7.578

09/20/30

2,477,757‌

394,937

(a)

Alterra

Mountain

Co

TSFR1M

+

3.250%

8.594

08/17/28

396,748‌

1,559,250

(a),(b)

Caesars

Entertainment,

Inc

TSFR3M

+

0.028%

8.097

02/06/30

1,562,291‌

1,884,686

(a)

Carnival

Corp

TSFR1M

+

2.750%

8.094

10/18/28

1,892,046‌

270,000

(a)

Delta

2

Lux

Sarl

TSFR3M

+

2.250%

7.585

01/15/30

271,013‌

1,816,276

(a)

Fertitta

Entertainment

LLC

TSFR1M

+

3.750%

9.081

01/27/29

1,820,471‌

2,164,125

(a)

Flutter

Financing

BV

TSFR3M

+

2.250%

7.585

11/25/30

2,167,966‌

475,220

(a)

IRB

Holding

Corp

TSFR1M

+

2.750%

8.179

12/15/27

475,576‌

721,524

(a)

KFC

Holding

Co

TSFR1M

+

1.750%

7.196

03/15/28

722,296‌

643,824

(a)

Life

Time,

Inc

TSFR3M

+

4.000%

9.591

01/15/26

647,619‌

1,856,390

(a)

Motion

Finco

Sarl

TSFR3M

+

0.035%

8.835

11/12/29

1,859,174‌

304,290

(a)

Penn

National

Gaming,

Inc

TSFR1M

+

2.750%

8.194

05/03/29

305,010‌

499,129

(a)

Scientific

Games

International,

Inc

TSFR1M

+

2.750%

8.081

04/14/29

499,978‌

472,289

(a)

Spin

Holdco,

Inc

TSFR3M

+

2.000%

9.600

03/04/28

404,692‌

TOTAL

CONSUMER

SERVICES

15,502,637‌

233

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ENERGY

-

0.0%

$

193,674

(a)

DT

Midstream,

Inc

TSFR1M

+

2.000%

7.458

%

06/26/28

$

194,965‌

447,022

(a)

Gulf

Finance

LLC

TSFR1M

+

6.250%

11.691

08/25/26

450,375‌

738,576

(a)

Oryx

Midstream

Services

Permian

Basin

LLC

TSFR1M

+

3.000%

8.441

10/05/28

739,961‌

TOTAL

ENERGY

1,385,301‌

FINANCIAL

SERVICES

-

0.1%

2,817,792

(a)

Trans

Union

LLC

TSFR1M

+

2.000%

7.344

12/01/28

2,822,061‌

TOTAL

FINANCIAL

SERVICES

2,822,061‌

FOOD,

BEVERAGE

&

TOBACCO

-

0.0%

595,796

(a)

Arterra

Wines

Canada,

Inc

TSFR3M

+

3.500%

9.096

11/24/27

553,235‌

126,258

(a)

CITY

BREWING

CO

LLC

TSFR3M

+

3.500%

9.090

04/05/28

115,841‌

48,249

(a)

CITY

BREWING

CO

LLC

TSFR3M

+

6.250%

11.579

04/05/28

48,973‌

77,258

(a)

City

Brewing

Company,

LLC

Term

Loan

TSFR3M

-

0.000%

8.797

04/14/28

61,806‌

576,001

(a)

Froneri

US,

Inc

TSFR1M

+

3.750%

9.208

10/08/27

576,330‌

1,051

(a)

Hearthside

Food

Solutions

LLC

TSFR3M

+

0.053%

9.297

05/23/25

774‌

305,359

(a)

Triton

Water

Holdings,

Inc

TSFR3M

+

3.250%

8.846

03/31/28

305,817‌

182,555

(a)

Utz

Quality

Foods

LLC

TSFR1M

+

2.750%

8.094

01/20/28

183,331‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

1,846,107‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

0.5%

4,144,531

(a)

Bausch

&

Lomb

Corp

TSFR1M

+

3.250%

8.689

05/10/27

4,105,676‌

448,175

(a)

Element

Materials

Technology

Group

US

Holdings,

Inc

TSFR3M

+

0.043%

9.659

04/12/29

450,510‌

206,850

(a)

Element

Materials

Technology

Group

US

Holdings,

Inc

TSFR3M

+

0.043%

9.685

07/06/29

207,928‌

596,778

(a)

Global

Medical

Response,

Inc

TSFR1M

+

5.500%

10.848

10/31/28

579,174‌

1,728,217

(a)

ICU

Medical,

Inc

TSFR3M

+

2.500%

7.985

01/08/29

1,731,595‌

2,506,666

(a)

Medline

Borrower

LP

TSFR1M

+

2.750%

8.094

10/23/28

2,514,499‌

1,867,250

(a)

Onex

TSG

Intermediate

Corp

TSFR3M

+

4.750%

10.346

02/28/28

1,865,691‌

2,493,750

(a)

Phoenix

Guarantor,

Inc

TSFR1M

+

3.250%

8.594

02/21/31

2,490,334‌

3,438,473

(a)

Phoenix

Newco,

Inc

TSFR1M

+

3.250%

8.708

11/15/28

3,449,751‌

3,836,775

(a)

Select

Medical

Corp

TSFR1M

+

3.500%

8.344

03/06/27

3,843,163‌

2,456,737

(a)

Surgery

Center

Holdings,

Inc

TSFR1M

+

0.028%

8.089

12/19/30

2,466,110‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

23,704,431‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0.1%

2,258,380

(a)

Kronos

Acquisition

Holdings,

Inc

TSFR1M

+

3.000%

9.314

12/22/26

2,259,227‌

1,899,684

(a)

Kronos

Acquisition

Holdings,

Inc

TSFR3M

+

6.000%

11.493

12/22/26

1,904,434‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

4,163,661‌

INSURANCE

-

0.2%

210,084

(a)

Acrisure

LLC

LIBOR

1

M

+

0.054%

8.944

02/15/27

210,303‌

722,168

(a)

Asurion

LLC

TSFR1M

+

3.250%

8.708

12/23/26

717,153‌

425,000

(a)

Asurion

LLC

TSFR1M

+

5.250%

10.708

02/03/28

397,109‌

2,979,203

(a)

BroadStreet

Partners,

Inc

TSFR1M

+

3.250%

8.594

06/13/31

2,974,734‌

326,973

(a)

HUB

International

Ltd

TSFR3M

+

3.250%

8.575

06/20/30

328,063‌

1,207,850

(a)

Ryan

Specialty

Group

LLC

TSFR1M

+

2.500%

8.094

09/01/27

1,215,550‌

1,975,038

(a)

USI,

Inc

TSFR3M

+

0.028%

8.302

11/23/29

1,977,516‌

1,990,000

(a)

USI,

Inc

TSFR3M

+

0.028%

8.085

09/27/30

1,992,488‌

TOTAL

INSURANCE

9,812,916‌

MATERIALS

-

0.1%

664,956

(a)

Asplundh

Tree

Expert

LLC

TSFR1M

+

1.750%

7.194

09/07/27

666,202‌

153,583

(a)

Berry

Global,

Inc

TSFR1M

+

1.750%

7.191

07/01/26

153,935‌

1,613,528

(a)

Clydesdale

Acquisition

Holdings,

Inc

TSFR1M

+

3.680%

9.119

04/13/29

1,619,071‌

198,004

(a)

H.B.

Fuller

Co

TSFR1M

+

2.000%

7.344

02/15/30

198,376‌

956,851

(a)

INEOS

US

Petrochem

LLC

TSFR1M

+

4.250%

9.694

04/02/29

956,253‌

856,750

(a)

Kloeckner

Pentaplast

of

America,

Inc

TSFR6M

+

2.750%

10.268

02/12/26

803,203‌

670

(a)

Reynolds

Group

Holdings,

Inc

TSFR1M

+

0.018%

3.250

02/05/26

671‌

1,881,292

(a)

TricorBraun

Holdings,

Inc

TSFR1M

+

3.250%

8.708

03/03/28

1,880,709‌

291,490

(a)

Tronox

Finance

LLC

TSFR3M

+

2.500%

7.958

03/10/28

292,564‌

TOTAL

MATERIALS

6,570,984‌

MEDIA

&

ENTERTAINMENT

-

0.0%

476,943

(a)

Altice

Financing

S.A.

TSFR3M

+

2.750%

8.340

01/31/26

443,557‌

545,423

(a)

CSC

Holdings

LLC

TSFR1M

+

0.054%

7.943

04/15/27

544,911‌

Nuveen

Core

Plus

Bond

Fund

June

30,

2024

234

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MEDIA

&

ENTERTAINMENT—continued

$

49,574

(a)

Diamond

Sports

Group

LLC

TSFR1M

+

8.000%

8.000

%

05/25/26

$

46,748‌

300,592

(a)

DIRECTV

Financing

LLC

TSFR1M

+

2.500%

10.458

08/02/27

301,569‌

263,122

(a)

Lions

Gate

Capital

Holdings

LLC

TSFR1M

+

2.250%

7.694

03/24/25

263,187‌

450,000

(a)

Match

Group

Holdings

II

LLC

TSFR3M

+

1.750%

7.244

02/13/27

450,000‌

215,286

(a)

Univision

Communications,

Inc

TSFR1M

+

3.250%

8.694

03/15/26

215,650‌

TOTAL

MEDIA

&

ENTERTAINMENT

2,265,622‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

0.3%

1,252,666

(a)

Avantor

Funding,

Inc

TSFR1M

+

2.000%

7.444

11/08/27

1,259,887‌

1,972,460

(a)

Elanco

Animal

Health

Inc

TSFR1M

+

1.750%

7.163

08/02/27

1,967,687‌

5,790,655

(a)

Jazz

Financing

Lux

Sarl

TSFR1M

+

3.000%

8.458

05/05/28

5,801,513‌

2,527,710

(a)

Organon

&

Co

TSFR1M

+

2.500%

7.829

05/19/31

2,532,449‌

291,803

(a)

Perrigo

Investments

LLC

TSFR1M

+

2.250%

7.694

04/20/29

291,620‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

11,853,156‌

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0.0%

16,547

(a)

Cushman

&

Wakefield

plc

TSFR1M

+

2.750%

8.208

08/21/25

16,583‌

330,886

(a)

Cushman

&

Wakefield

US

Borrower

LLC

TSFR1M

+

0.033%

8.679

01/31/30

331,300‌

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

347,883‌

SOFTWARE

&

SERVICES

-

0.5%

149,993

(a)

Avaya,

Inc

TSFR1M

+

0.015%

6.844

08/01/28

129,963‌

2,958,783

(a)

Boxer

Parent

Co,

Inc

TSFR1M

+

4.000%

9.344

12/29/28

2,968,547‌

691,961

(a)

Camelot

US

Acquisition

LLC

TSFR1M

+

2.750%

8.094

01/31/31

694,036‌

1,995,000

(a)

Cotiviti,

Inc

TSFR1M

+

3.250%

8.563

04/30/31

1,990,012‌

1,445,755

(a)

Ellucian

Holdings,

Inc

TSFR1M

+

3.500%

8.944

10/09/29

1,454,040‌

883,547

(a)

Epicor

Software

Corp

TSFR1M

+

0.053%

8.594

05/30/31

888,331‌

3,139,078

(a)

Gen

Digital,

Inc

TSFR1M

+

1.750%

7.094

09/12/29

3,132,062‌

830,875

(a)

Informatica

LLC

TSFR1M

+

2.750%

7.594

10/27/28

834,510‌

1,974,811

(a)

Instructure

Holdings,

Inc

TSFR3M

+

2.750%

8.355

10/30/28

1,976,045‌

2,726,190

(a)

Open

Text

Corp

TSFR1M

+

2.250%

7.594

01/31/30

2,741,157‌

370,922

(a)

Rackspace

Finance

LLC

TSFR1M

+

0.053%

8.186

05/15/28

171,153‌

80,784

(a)

Rackspace

Finance

LLC

TSFR1M

+

0.053%

11.692

05/15/28

82,047‌

461,938

(a)

RealPage,

Inc

TSFR1M

+

3.500%

8.458

04/24/28

449,779‌

987,500

(a)

Sedgwick

Claims

Management

Services,

Inc

TSFR1M

+

3.500%

9.094

02/24/28

989,831‌

1,622,274

(a)

UKG,

Inc

TSFR1M

+

3.250%

8.576

02/10/31

1,630,248‌

405,962

(a)

West

Technology

Group

LLC

TSFR3M

+

4.000%

9.580

04/10/27

395,458‌

2,500,000

(a),(b)

Zelis

Payments

Buyer,

Inc

TSFR1M

+

0.028%

8.094

09/28/29

2,502,288‌

TOTAL

SOFTWARE

&

SERVICES

23,029,507‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

0.0%

467,365

(a)

CommScope,

Inc

TSFR1M

+

3.250%

8.708

04/06/26

422,797‌

236,329

(a)

Ingram

Micro,

Inc

TSFR3M

+

3.000%

8.596

06/30/28

237,622‌

394,592

(a)

MLN

US

Holdco

LLC

TSFR3M

+

0.053%

4.500

11/30/25

44,392‌

247,119

(a)

MLN

US

Holdco

LLC

TSFR3M

+

6.700%

12.127

10/18/27

48,394‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

753,205‌

TELECOMMUNICATION

SERVICES

-

0.1%

930,568

(a)

Altice

France

S.A.

TSFR3M

+

3.690%

9.278

01/31/26

747,218‌

193,000

(a)

Cablevision

Lightpath

LLC

TSFR1M

+

3.250%

8.693

11/30/27

184,098‌

2,000,000

(a)

Virgin

Media

Bristol

LLC

TSFR1M

+

2.500%

8.656

03/31/31

1,916,020‌

TOTAL

TELECOMMUNICATION

SERVICES

2,847,336‌

TRANSPORTATION

-

0.1%

1,780,538

(a)

Air

Canada

TSFR3M

+

2.500%

7.847

03/21/31

1,785,265‌

600,000

(a)

American

Airlines,

Inc

TSFR3M

+

4.750%

10.336

04/20/28

620,625‌

285,000

(a)

Mileage

Plus

Holdings

LLC

TSFR3M

+

0.053%

10.744

06/21/27

291,153‌

118,051

(a)

SkyMiles

IP

Ltd

TSFR3M

+

3.750%

9.075

10/20/27

121,049‌

231,595

(a)

WestJet

Airlines

Ltd

TSFR1M

+

3.000%

8.444

12/11/26

232,560‌

383,123

(a)

XPO,

Inc

TSFR1M

+

0.020%

7.344

05/24/28

384,692‌

TOTAL

TRANSPORTATION

3,435,344‌

UTILITIES

-

0.1%

506,292

(a)

Energizer

Holdings,

Inc

TSFR1M

+

2.000%

7.344

12/22/27

508,193‌

2,514,686

(a)

Talen

Energy

Supply

LLC

TSFR3M

+

0.035%

8.818

05/17/30

2,546,119‌

235

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES—continued

$

533,721

(a)

Talen

Energy

Supply

LLC

TSFR3M

+

0.035%

8.827

%

05/17/30

$

540,393‌

TOTAL

UTILITIES

3,594,705‌

TOTAL

BANK

LOAN

OBLIGATIONS

142,740,699‌

(Cost

$142,723,998)

CORPORATE

BONDS

-

37.5%

AUTOMOBILES

&

COMPONENTS

-

1.3%

4,500,000

(c)

Adient

Global

Holdings

Ltd

4.875

08/15/26

4,376,582‌

2,060,000

(c)

Clarios

Global

LP

6.750

05/15/28

2,084,829‌

575,000

Dana,

Inc

5.375

11/15/27

562,022‌

350,000

(d)

Dana,

Inc

5.625

06/15/28

339,564‌

325,000

Dana,

Inc

4.250

09/01/30

283,706‌

4,045,000

Ford

Motor

Credit

Co

LLC

6.950

03/06/26

4,110,325‌

2,000,000

Ford

Motor

Credit

Co

LLC

7.350

11/04/27

2,083,988‌

4,525,000

Ford

Motor

Credit

Co

LLC

7.350

03/06/30

4,788,783‌

2,000,000

(c)

Ford

Otomotiv

Sanayi

AS.

7.125

04/25/29

2,018,200‌

2,500,000

General

Motors

Co

6.125

10/01/25

2,513,009‌

2,000,000

General

Motors

Financial

Co,

Inc

2.750

06/20/25

1,943,980‌

800,000

General

Motors

Financial

Co,

Inc

6.050

10/10/25

802,884‌

6,600,000

General

Motors

Financial

Co,

Inc

5.000

04/09/27

6,532,644‌

2,825,000

General

Motors

Financial

Co,

Inc

5.850

04/06/30

2,859,567‌

900,000

General

Motors

Financial

Co,

Inc

5.750

02/08/31

902,402‌

3,200,000

General

Motors

Financial

Co,

Inc

2.700

06/10/31

2,645,640‌

3,750,000

General

Motors

Financial

Co,

Inc

5.600

06/18/31

3,721,936‌

3,550,000

General

Motors

Financial

Co,

Inc

5.700

N/A(e)

3,332,450‌

2,000,000

General

Motors

Financial

Co,

Inc

5.750

N/A(e)

1,906,294‌

5,000,000

Goodyear

Tire

&

Rubber

Co

5.250

04/30/31

4,586,890‌

2,250,000

(c),(f)

IHO

Verwaltungs

GmbH

4.750

09/15/26

2,180,341‌

1,000,000

(c)

Nemak

SAB

de

C.V.

3.625

06/28/31

773,759‌

750,000

(c)

ZF

North

America

Capital,

Inc

6.875

04/14/28

764,510‌

3,665,000

(c)

ZF

North

America

Capital,

Inc

6.750

04/23/30

3,732,586‌

TOTAL

AUTOMOBILES

&

COMPONENTS

59,846,891‌

BANKS

-

7.6%

1,500,000

(c)

Akbank

T.A.S.

6.800

06/22/31

1,463,250‌

1,500,000

(c)

Akbank

TAS

7.498

01/20/30

1,489,125‌

4,000,000

Banco

Bilbao

Vizcaya

Argentaria

S.A.

9.375

N/A(e)

4,257,264‌

700,000

(c)

Banco

de

Credito

e

Inversiones

S.A.

8.750

N/A(e)

733,320‌

1,800,000

(c)

Banco

del

Estado

de

Chile

7.950

N/A(e)

1,859,400‌

2,000,000

(c)

Banco

do

Brasil

S.A.

6.000

03/18/31

1,956,540‌

3,000,000

(c)

Banco

Internacional

del

Peru

SAA

Interbank

4.000

07/08/30

2,909,227‌

925,000

(c)

Banco

Mercantil

del

Norte

S.A.

7.500

N/A(e)

897,803‌

1,000,000

(c)

Banco

Nacional

de

Comercio

Exterior

SNC

2.720

08/11/31

887,886‌

2,400,000

Banco

Santander

S.A.

5.294

08/18/27

2,384,112‌

1,905,000

Banco

Santander

S.A.

3.800

02/23/28

1,793,908‌

2,200,000

Banco

Santander

S.A.

6.350

03/14/34

2,201,571‌

3,800,000

Banco

Santander

S.A.

4.750

N/A(e)

3,396,451‌

2,400,000

Banco

Santander

S.A.

9.625

N/A(e)

2,660,412‌

2,000,000

Bancolombia

S.A.

4.625

12/18/29

1,931,730‌

2,000,000

Bancolombia

S.A.

8.625

12/24/34

2,042,500‌

2,600,000

(c)

Bangkok

Bank

PCL

3.466

09/23/36

2,162,570‌

2,000,000

(c)

Banistmo

S.A.

4.250

07/31/27

1,896,680‌

4,000,000

(c)

Bank

Hapoalim

BM

3.255

01/21/32

3,591,408‌

3,000,000

(c)

Bank

Leumi

Le-Israel

BM

3.275

01/29/31

2,775,840‌

22,795,000

Bank

of

America

Corp

2.592

04/29/31

19,708,912‌

11,000,000

Bank

of

America

Corp

5.288

04/25/34

10,884,546‌

6,500,000

Bank

of

America

Corp

5.468

01/23/35

6,493,425‌

5,700,000

Bank

of

America

Corp

2.676

06/19/41

3,982,510‌

2,850,000

(d)

Bank

of

America

Corp

4.375

N/A(e)

2,695,339‌

8,400,000

Bank

of

America

Corp

6.100

N/A(e)

8,375,514‌

Nuveen

Core

Plus

Bond

Fund

June

30,

2024

236

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

BANKS—continued

$

450,000

Barclays

plc

2.279

%

11/24/27

$

416,882‌

2,225,000

Barclays

plc

3.330

11/24/42

1,597,486‌

4,525,000

Barclays

plc

9.625

N/A(e)

4,905,516‌

1,850,000

(c)

BBVA

Bancomer

S.A.

5.125

01/18/33

1,685,918‌

1,000,000

(c)

BBVA

Bancomer

S.A.

8.450

06/29/38

1,030,673‌

3,300,000

(c)

BNP

Paribas

S.A.

2.819

11/19/25

3,258,913‌

100,000

(c)

BNP

Paribas

S.A.

4.375

05/12/26

97,295‌

2,150,000

(c)

BNP

Paribas

S.A.

1.904

09/30/28

1,919,479‌

1,800,000

(c)

BNP

Paribas

S.A.

2.159

09/15/29

1,570,887‌

6,600,000

(c)

BNP

Paribas

S.A.

2.588

08/12/35

5,394,513‌

8,000,000

(c)

BNP

Paribas

S.A.

7.750

N/A(e)

8,068,120‌

3,575,000

CitiBank

NA

5.570

04/30/34

3,631,864‌

5,895,000

Citigroup,

Inc

3.200

10/21/26

5,621,921‌

2,805,000

Citigroup,

Inc

4.300

11/20/26

2,736,132‌

600,000

Citigroup,

Inc

4.125

07/25/28

575,952‌

2,135,000

Citigroup,

Inc

2.572

06/03/31

1,832,521‌

5,000,000

Citigroup,

Inc

4.910

05/24/33

4,801,301‌

11,800,000

Citigroup,

Inc

6.270

11/17/33

12,358,528‌

1,750,000

(d)

Citigroup,

Inc

7.375

N/A(e)

1,795,948‌

5,000,000

Citigroup,

Inc

6.250

N/A(e)

4,996,507‌

2,600,000

Citigroup,

Inc

7.625

N/A(e)

2,707,068‌

2,500,000

Citigroup,

Inc

4.000

N/A(e)

2,394,193‌

3,700,000

Citigroup,

Inc

5.000

N/A(e)

3,676,039‌

1,075,000

(c)

Cooperatieve

Rabobank

UA

1.339

06/24/26

1,029,710‌

4,950,000

Cooperatieve

Rabobank

UA

3.750

07/21/26

4,764,893‌

5,000,000

(c)

Credit

Agricole

S.A.

8.125

N/A(e)

5,073,500‌

2,450,000

Deutsche

Bank

AG.

5.371

09/09/27

2,454,145‌

2,275,000

Deutsche

Bank

AG.

2.311

11/16/27

2,100,435‌

1,500,000

Deutsche

Bank

AG.

6.819

11/20/29

1,559,981‌

2,500,000

(c)

Grupo

Aval

Ltd

4.375

02/04/30

2,146,272‌

2,160,000

(c)

Hana

Bank

3.500

N/A(e)

2,024,676‌

4,325,000

HSBC

Holdings

plc

4.292

09/12/26

4,249,000‌

2,250,000

HSBC

Holdings

plc

2.013

09/22/28

2,020,655‌

3,750,000

HSBC

Holdings

plc

7.390

11/03/28

3,965,681‌

1,700,000

HSBC

Holdings

plc

2.206

08/17/29

1,494,408‌

2,200,000

HSBC

Holdings

plc

3.973

05/22/30

2,056,508‌

4,800,000

(d)

HSBC

Holdings

plc

8.000

N/A(e)

5,041,200‌

4,000,000

Huntington

Bancshares,

Inc

5.625

N/A(e)

3,823,277‌

UGX

6,000,000,000

(c),(g)

ICBC

Standard

Bank

plc

14.250

06/26/34

1,391,337‌

1,100,000

ING

Groep

NV

3.950

03/29/27

1,061,798‌

5,800,000

ING

Groep

NV

6.500

N/A(e)

5,736,349‌

3,000,000

(c)

Intercorp

Financial

Services,

Inc

4.125

10/19/27

2,798,356‌

660,000

JPMorgan

Chase

&

Co

3.900

07/15/25

649,838‌

350,000

JPMorgan

Chase

&

Co

3.200

06/15/26

336,939‌

6,325,000

JPMorgan

Chase

&

Co

4.323

04/26/28

6,170,254‌

7,805,000

JPMorgan

Chase

&

Co

3.702

05/06/30

7,297,914‌

725,000

JPMorgan

Chase

&

Co

1.953

02/04/32

589,704‌

4,250,000

JPMorgan

Chase

&

Co

5.350

06/01/34

4,231,166‌

1,075,000

JPMorgan

Chase

&

Co

6.254

10/23/34

1,140,155‌

8,650,000

JPMorgan

Chase

&

Co

5.766

04/22/35

8,874,968‌

2,750,000

JPMorgan

Chase

&

Co

2.525

11/19/41

1,873,529‌

12,350,000

JPMorgan

Chase

&

Co

3.157

04/22/42

9,190,279‌

1,250,000

JPMorgan

Chase

&

Co

4.260

02/22/48

1,046,784‌

5,250,000

JPMorgan

Chase

&

Co

3.650

N/A(e)

4,965,763‌

4,000,000

JPMorgan

Chase

&

Co

5.000

N/A(e)

3,988,559‌

4,000,000

JPMorgan

Chase

&

Co

6.100

N/A(e)

4,003,892‌

5,625,000

JPMorgan

Chase

&

Co

6.875

N/A(e)

5,809,860‌

5,000,000

Lloyds

Banking

Group

plc

7.500

N/A(e)

4,998,193‌

4,175,000

M&T

Bank

Corp

3.500

N/A(e)

3,484,038‌

1,800,000

Mitsubishi

UFJ

Financial

Group,

Inc

2.193

02/25/25

1,760,628‌

3,000,000

(c)

Mizrahi

Tefahot

Bank

Ltd

3.077

04/07/31

2,746,374‌

237

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

BANKS—continued

$

3,000,000

Natwest

Group

plc

6.000

%

N/A(e)

$

2,934,710‌

3,000,000

(c)

NBK

SPC

Ltd

1.625

09/15/27

2,756,250‌

3,000,000

(c)

NBK

Tier  Financing

Ltd

3.625

N/A(e)

2,771,250‌

5,225,000

PNC

Financial

Services

Group,

Inc

3.400

N/A(e)

4,687,713‌

3,275,000

PNC

Financial

Services

Group,

Inc

6.200

N/A(e)

3,262,259‌

1,450,000

(c)

Societe

Generale

S.A.

7.132

01/19/55

1,387,867‌

2,100,000

(c)

Societe

Generale

S.A.

9.375

N/A(e)

2,123,321‌

1,600,000

Sumitomo

Mitsui

Financial

Group,

Inc

1.474

07/08/25

1,536,017‌

475,000

Toronto-Dominion

Bank

3.625

09/15/31

452,207‌

5,000,000

Truist

Financial

Corp

4.950

N/A(e)

4,897,631‌

3,055,000

Truist

Financial

Corp

4.800

N/A(e)

3,001,734‌

2,500,000

(c)

Turkiye

Garanti

Bankasi

AS.

7.177

05/24/27

2,464,540‌

690,000

(c)

Turkiye

Garanti

Bankasi

AS.

8.375

02/28/34

687,413‌

1,000,000

(a),(b),(c)

Turkiye

Vakiflar

Bankasi

TAO

0.000

10/05/34

999,325‌

3,000,000

(c)

United

Overseas

Bank

Ltd

2.000

10/14/31

2,771,860‌

2,000,000

US

Bancorp

4.839

02/01/34

1,896,078‌

1,050,000

Wells

Fargo

&

Co

3.550

09/29/25

1,024,977‌

5,825,000

Wells

Fargo

&

Co

2.393

06/02/28

5,364,757‌

2,600,000

Wells

Fargo

&

Co

6.303

10/23/29

2,698,053‌

4,125,000

(d)

Wells

Fargo

&

Co

7.625

N/A(e)

4,392,733‌

7,000,000

Wells

Fargo

&

Co

3.900

N/A(e)

6,698,481‌

1,500,000

Wells

Fargo

&

Co

5.875

N/A(e)

1,493,146‌

TOTAL

BANKS

360,758,239‌

CAPITAL

GOODS

-

1.6%

3,000,000

(c)

AerCap

Global

Aviation

6.500

06/15/45

2,993,080‌

5,300,000

Air

Lease

Corp

3.125

12/01/30

4,630,958‌

1,690,000

(c)

Airbus

SE

3.150

04/10/27

1,611,977‌

1,395,000

(c)

Albion

Financing

1

SARL

6.125

10/15/26

1,377,044‌

600,000

(c)

BAE

Systems

plc

1.900

02/15/31

487,396‌

705,000

(c)

Beacon

Roofing

Supply,

Inc

6.500

08/01/30

711,351‌

10,500,000

Boeing

Co

2.196

02/04/26

9,868,689‌

1,050,000

Boeing

Co

3.250

02/01/28

961,588‌

1,375,000

Boeing

Co

5.705

05/01/40

1,267,701‌

9,850,000

Boeing

Co

5.805

05/01/50

8,876,820‌

1,160,000

(c)

Chart

Industries,

Inc

7.500

01/01/30

1,198,705‌

1,075,000

(c)

Embraer

Netherlands

Finance

BV

7.000

07/28/30

1,121,788‌

400,000

(c)

Esab

Corp

6.250

04/15/29

402,399‌

3,075,000

(c)

H&E

Equipment

Services,

Inc

3.875

12/15/28

2,774,476‌

665,000

(c)

Herc

Holdings,

Inc

6.625

06/15/29

674,325‌

4,100,000

Honeywell

International,

Inc

5.250

03/01/54

3,978,446‌

1,430,000

(c)

Husky

Injection

Molding

Systems

Ltd

9.000

02/15/29

1,480,785‌

2,900,000

L3Harris

Technologies,

Inc

5.400

07/31/33

2,890,854‌

75,000

Lockheed

Martin

Corp

1.850

06/15/30

63,182‌

1,275,000

Lockheed

Martin

Corp

5.200

02/15/64

1,205,457‌

595,000

(c)

Masterbrand,

Inc

7.000

07/15/32

601,724‌

280,000

MITER

BRAND

6.750

04/01/32

281,991‌

1,925,000

Northrop

Grumman

Corp

3.250

01/15/28

1,812,924‌

4,450,000

Raytheon

Technologies

Corp

4.125

11/16/28

4,283,567‌

1,080,000

Raytheon

Technologies

Corp

2.250

07/01/30

922,375‌

3,250,000

Raytheon

Technologies

Corp

6.000

03/15/31

3,385,362‌

3,900,000

(c)

Sisecam

UK

plc

8.625

05/02/32

3,971,019‌

3,000,000

(c)

Sociedad

Quimica

y

Minera

de

Chile

S.A.

3.500

09/10/51

2,028,851‌

2,200,000

(c)

Standard

Industries,

Inc

5.000

02/15/27

2,138,538‌

1,750,000

Trane

Technologies

Luxembourg

Finance

S.A.

3.800

03/21/29

1,663,215‌

1,575,000

(c)

TransDigm,

Inc

6.875

12/15/30

1,607,839‌

450,000

Tyco

Electronics

Group

S.A.

3.700

02/15/26

439,390‌

725,000

(c)

WESCO

Distribution,

Inc

7.250

06/15/28

738,005‌

1,595,000

(c)

Windsor

Holdings

III

LLC

8.500

06/15/30

1,664,681‌

TOTAL

CAPITAL

GOODS

74,116,502‌

Nuveen

Core

Plus

Bond

Fund

June

30,

2024

238

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0.4%

$

2,125,000

(c)

ADT

Corp

4.875

%

07/15/32

$

1,951,390‌

800,000

(c)

ASGN,

Inc

4.625

05/15/28

754,459‌

1,000,000

(c)

Garda

World

Security

Corp

4.625

02/15/27

955,560‌

745,000

(c)

Garda

World

Security

Corp

7.750

02/15/28

758,773‌

1,000,000

(c)

GFL

Environmental,

Inc

3.750

08/01/25

991,017‌

250,000

(c)

GFL

Environmental,

Inc

5.125

12/15/26

247,585‌

1,035,000

(c)

GTCR

W-2

MERGER

SUB

LLC

7.500

01/15/31

1,079,145‌

2,750,000

(c)

Prime

Security

Services

Borrower

LLC

5.750

04/15/26

2,729,106‌

1,200,000

(c)

Prime

Security

Services

Borrower

LLC

3.375

08/31/27

1,110,324‌

2,725,000

(c)

Prime

Security

Services

Borrower

LLC

6.250

01/15/28

2,685,277‌

1,550,000

Republic

Services,

Inc

2.900

07/01/26

1,481,578‌

1,330,000

Verisk

Analytics,

Inc

4.125

03/15/29

1,278,564‌

75,000

Verisk

Analytics,

Inc

3.625

05/15/50

53,934‌

850,000

Waste

Management,

Inc

2.500

11/15/50

508,294‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

16,585,006‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0.6%

2,670,000

(c)

Asbury

Automotive

Group,

Inc

4.625

11/15/29

2,467,800‌

755,000

(c)

Asbury

Automotive

Group,

Inc

5.000

02/15/32

684,036‌

1,950,000

AutoZone,

Inc

1.650

01/15/31

1,563,981‌

925,000

(c)

Bath

&

Body

Works,

Inc

6.625

10/01/30

927,888‌

3,225,000

Home

Depot,

Inc

4.950

06/25/34

3,191,384‌

3,900,000

(c)

JSM

Global

Sarl

4.750

10/20/30

585,000‌

635,000

Kohl's

Corp

4.625

05/01/31

531,195‌

800,000

(c)

LCM

Investments

Holdings

II

LLC

4.875

05/01/29

747,785‌

790,000

(c)

LCM

Investments

Holdings

II

LLC

8.250

08/01/31

824,348‌

2,175,000

(c)

Lithia

Motors,

Inc

4.625

12/15/27

2,074,745‌

3,300,000

Lowe's

Cos,

Inc

4.250

04/01/52

2,593,534‌

2,500,000

(c)

Macy's

Retail

Holdings

LLC

6.125

03/15/32

2,387,407‌

1,900,000

(c)

Magic

Mergeco,

Inc

5.250

05/01/28

1,519,994‌

790,000

O'Reilly

Automotive,

Inc

3.550

03/15/26

765,117‌

1,400,000

O'Reilly

Automotive,

Inc

3.600

09/01/27

1,333,722‌

1,225,000

O'Reilly

Automotive,

Inc

4.200

04/01/30

1,165,924‌

2,200,000

O'Reilly

Automotive,

Inc

1.750

03/15/31

1,772,686‌

1,675,000

(c)

Prosus

NV

4.987

01/19/52

1,307,124‌

460,000

(c)

Wand

NewCo

3,

Inc

7.625

01/30/32

475,084‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

26,918,754‌

CONSUMER

DURABLES

&

APPAREL

-

0.0%

1,175,000

(d)

Newell

Brands,

Inc

6.375

09/15/27

1,158,721‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

1,158,721‌

CONSUMER

SERVICES

-

0.5%

1,035,000

(c)

1011778

BC

ULC

6.125

06/15/29

1,038,752‌

2,000,000

(c)

CDI

Escrow

Issuer,

Inc

5.750

04/01/30

1,942,670‌

3,285,000

(c)

Churchill

Downs,

Inc

6.750

05/01/31

3,302,785‌

1,960,000

(c)

Flutter

Treasury

Designated

Activity

Co

6.375

04/29/29

1,972,410‌

2,200,000

(c)

Genm

Capital

Labuan

Ltd

3.882

04/19/31

1,920,630‌

150,000

(c)

Hilton

Domestic

Operating

Co,

Inc

5.750

05/01/28

149,254‌

2,990,000

(c)

Hilton

Domestic

Operating

Co,

Inc

5.875

04/01/29

2,994,057‌

2,200,000

(c)

Hilton

Domestic

Operating

Co,

Inc

3.625

02/15/32

1,903,840‌

2,455,000

(c)

Hilton

Grand

Vacations

Borrower

Escrow

LLC

6.625

01/15/32

2,466,494‌

1,480,000

(c)

International

Game

Technology

plc

6.500

02/15/25

1,480,802‌

400,000

(c)

International

Game

Technology

plc

4.125

04/15/26

389,402‌

350,000

(c)

Light

&

Wonder

International,

Inc

7.500

09/01/31

361,627‌

425,000

(c),(d)

Marriott

Ownership

Resorts,

Inc

4.500

06/15/29

390,514‌

200,000

(c)

MGM

China

Holdings

Ltd

7.125

06/26/31

201,057‌

1,000,000

(c)

NCL

Corp

Ltd

5.875

03/15/26

988,623‌

1,665,000

Sands

China

Ltd

2.300

03/08/27

1,516,550‌

1,980,000

(c)

Six

Flags

Entertainment

Corp

0.000

04/30/32

2,012,148‌

450,000

(c)

Wynn

Macau

Ltd

5.625

08/26/28

422,008‌

TOTAL

CONSUMER

SERVICES

25,453,623‌

239

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

0.4%

$

3,505,000

(c)

Albertsons

Cos,

Inc

6.500

%

02/15/28

$

3,521,618‌

2,350,000

Costco

Wholesale

Corp

1.600

04/20/30

1,975,273‌

1,460,000

Kroger

Co

3.875

10/15/46

1,100,051‌

675,000

SYSCO

Corp

3.300

07/15/26

649,143‌

450,000

SYSCO

Corp

6.000

01/17/34

472,325‌

2,250,000

SYSCO

Corp

3.150

12/14/51

1,472,269‌

785,000

(c)

US

Foods,

Inc

6.875

09/15/28

802,598‌

2,200,000

Walmart,

Inc

1.050

09/17/26

2,028,042‌

280,000

Walmart,

Inc

2.375

09/24/29

251,175‌

5,125,000

Walmart,

Inc

1.800

09/22/31

4,222,680‌

2,375,000

Walmart,

Inc

2.500

09/22/41

1,645,126‌

1,150,000

Walmart,

Inc

4.500

04/15/53

1,017,881‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

19,158,181‌

ENERGY

-

4.2%

2,000,000

(c)

Antero

Midstream

Partners

LP

6.625

02/01/32

2,017,996‌

3,950,000

(c)

Archrock

Partners

LP

6.875

04/01/27

3,965,741‌

375,000

(c)

Archrock

Partners

LP

6.250

04/01/28

371,394‌

550,000

Cenovus

Energy,

Inc

2.650

01/15/32

454,895‌

1,190,000

Cenovus

Energy,

Inc

5.400

06/15/47

1,095,285‌

2,750,000

Cheniere

Energy

Partners

LP

3.250

01/31/32

2,347,193‌

3,075,000

(c)

Cheniere

Energy

Partners

LP

5.750

08/15/34

3,087,251‌

300,000

Chevron

USA,

Inc

3.900

11/15/24

298,216‌

1,440,000

(c)

Civitas

Resources,

Inc

8.375

07/01/28

1,508,874‌

640,000

(c)

Civitas

Resources,

Inc

8.625

11/01/30

686,221‌

1,750,000

(c)

Civitas

Resources,

Inc

8.750

07/01/31

1,874,162‌

82,060

(f)

Cloud

Peak

Energy,

Inc

12.000

05/01/25

75,120‌

1,350,000

(c)

CNX

Resources

Corp

7.250

03/01/32

1,376,148‌

1,500,000

(c)

Cosan

Ltd

5.500

09/20/29

1,408,938‌

5,000,000

Diamondback

Energy,

Inc

4.400

03/24/51

3,993,751‌

1,790,000

(c)

DT

Midstream,

Inc

4.125

06/15/29

1,653,684‌

1,490,000

(c)

DT

Midstream,

Inc

4.375

06/15/31

1,357,127‌

2,300,000

Ecopetrol

S.A.

6.875

04/29/30

2,209,064‌

2,275,000

Ecopetrol

S.A.

4.625

11/02/31

1,861,976‌

300,000

Ecopetrol

S.A.

8.875

01/13/33

309,828‌

2,000,000

(c)

Empresa

Nacional

del

Petroleo

3.450

09/16/31

1,705,290‌

3,450,000

Enbridge,

Inc

5.700

03/08/33

3,477,132‌

2,340,000

Enbridge,

Inc

5.750

07/15/80

2,208,147‌

500,000

(c)

Energean

Israel

Finance

Ltd

4.875

03/30/26

471,250‌

897,000

(c)

Energean

Israel

Finance

Ltd

5.375

03/30/28

794,742‌

1,450,000

(c)

Energean

Israel

Finance

Ltd

8.500

09/30/33

1,370,250‌

1,375,000

Energy

Transfer

LP

2.900

05/15/25

1,341,283‌

950,000

Energy

Transfer

LP

4.750

01/15/26

938,437‌

2,000,000

Energy

Transfer

LP

4.950

06/15/28

1,973,576‌

575,000

Energy

Transfer

LP

5.250

04/15/29

572,724‌

2,900,000

Energy

Transfer

LP

5.750

02/15/33

2,929,867‌

1,825,000

Energy

Transfer

LP

6.550

12/01/33

1,934,093‌

1,100,000

Energy

Transfer

LP

5.550

05/15/34

1,088,649‌

600,000

Energy

Transfer

LP

5.400

10/01/47

536,753‌

2,100,000

Energy

Transfer

LP

6.250

04/15/49

2,089,052‌

2,700,000

Energy

Transfer

LP

5.000

05/15/50

2,291,803‌

3,000,000

Energy

Transfer

LP

5.950

05/15/54

2,921,305‌

4,200,000

Energy

Transfer

LP

6.500

N/A(e)

4,142,672‌

575,000

Energy

Transfer

Operating

LP

5.500

06/01/27

576,634‌

525,000

(c)

EnLink

Midstream

LLC

5.625

01/15/28

521,831‌

1,025,000

Enterprise

Products

Operating

LLC

3.700

02/15/26

998,644‌

1,025,000

Enterprise

Products

Operating

LLC

4.250

02/15/48

837,811‌

2,105,000

Enterprise

Products

Operating

LLC

4.200

01/31/50

1,687,899‌

825,000

Enterprise

Products

Operating

LLC

3.200

02/15/52

548,193‌

1,225,000

Enterprise

Products

Operating

LLC

3.300

02/15/53

825,031‌

450,000

(c)

EQM

Midstream

Partners

LP

6.000

07/01/25

450,089‌

800,000

(c)

EQM

Midstream

Partners

LP

6.500

07/01/27

808,589‌

Nuveen

Core

Plus

Bond

Fund

June

30,

2024

240

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ENERGY—continued

$

2,000,000

(c)

EQM

Midstream

Partners

LP

4.500

%

01/15/29

$

1,887,432‌

695,000

(c)

EQM

Midstream

Partners

LP

6.375

04/01/29

702,024‌

850,000

(c)

EQT

Corp

3.125

05/15/26

812,262‌

2,431,200

(c)

Galaxy

Pipeline

Assets

Bidco

Ltd

2.160

03/31/34

2,084,689‌

2,750,000

(c)

Galaxy

Pipeline

Assets

Bidco

Ltd

2.625

03/31/36

2,234,381‌

490,000

Genesis

Energy

LP

8.250

01/15/29

505,846‌

500,000

Genesis

Energy

LP

7.875

05/15/32

504,765‌

450,000

(c)

Hilcorp

Energy

I

LP

5.750

02/01/29

435,451‌

1,000,000

(c)

Hilcorp

Energy

I

LP

6.000

04/15/30

965,949‌

450,000

(c)

Hilcorp

Energy

I

LP

6.000

02/01/31

429,496‌

3,000,000

(c)

Hilcorp

Energy

I

LP

8.375

11/01/33

3,197,271‌

775,000

(c)

Hunt

Oil

Co

of

Peru

LLC

Sucursal

Del

Peru

8.550

09/18/33

838,934‌

1,800,000

(c)

Indika

Energy

Tbk

PT

8.750

05/07/29

1,797,942‌

1,500,000

(c)

KazMunayGas

National

Co

JSC

5.375

04/24/30

1,461,150‌

2,000,000

(c)

KazMunayGas

National

Co

JSC

3.500

04/14/33

1,636,140‌

2,000,000

(c)

Kinetik

Holdings

LP

6.625

12/15/28

2,031,916‌

1,070,000

(c)

Kodiak

Gas

Services

LLC

7.250

02/15/29

1,096,831‌

1,050,000

(c)

Kosmos

Energy

Ltd

7.750

05/01/27

1,026,493‌

1,025,000

(c)

Leviathan

Bond

Ltd

6.125

06/30/25

992,179‌

5,250,000

Marathon

Oil

Corp

5.300

04/01/29

5,271,586‌

2,200,000

Marathon

Petroleum

Corp

3.800

04/01/28

2,096,325‌

4,150,000

Marathon

Petroleum

Corp

4.750

09/15/44

3,538,339‌

1,650,000

Marathon

Petroleum

Corp

5.000

09/15/54

1,400,977‌

1,500,000

(c)

Medco

Maple

Tree

Pte

Ltd

8.960

04/27/29

1,568,203‌

485,000

(c)

Midwest

Connector

Capital

Co

LLC

4.625

04/01/29

470,779‌

2,625,000

MPLX

LP

1.750

03/01/26

2,466,737‌

7,275,000

MPLX

LP

2.650

08/15/30

6,269,110‌

1,550,000

MPLX

LP

4.700

04/15/48

1,274,946‌

1,617,000

Murphy

Oil

Corp

5.875

12/01/27

1,614,987‌

325,000

Occidental

Petroleum

Corp

5.500

12/01/25

324,174‌

800,000

Occidental

Petroleum

Corp

5.550

03/15/26

798,485‌

2,375,000

Occidental

Petroleum

Corp

3.500

08/15/29

2,158,530‌

2,000,000

Occidental

Petroleum

Corp

6.600

03/15/46

2,086,466‌

1,650,000

ONEOK,

Inc

4.500

03/15/50

1,305,115‌

2,000,000

(c)

Parkland

Corp

4.500

10/01/29

1,830,611‌

1,260,000

(c)

Parkland

Corp

4.625

05/01/30

1,149,175‌

1,210,000

(c)

Permian

Resources

Operating

LLC

7.000

01/15/32

1,242,992‌

4,000,000

(c)

Pertamina

Persero

PT

1.400

02/09/26

3,735,900‌

2,000,000

(c)

Pertamina

Persero

PT

2.300

02/09/31

1,659,700‌

1,992,000

Petroleos

Mexicanos

6.840

01/23/30

1,753,599‌

2,700,000

Petroleos

Mexicanos

5.950

01/28/31

2,175,835‌

4,509,000

Petroleos

Mexicanos

6.700

02/16/32

3,775,290‌

2,700,000

Phillips

66

2.150

12/15/30

2,255,312‌

1,450,000

Phillips

66

3.300

03/15/52

947,987‌

715,000

Phillips

66

Co

4.680

02/15/45

609,792‌

2,500,000

(c)

Promigas

S.A.

ESP

3.750

10/16/29

2,270,908‌

5,130,000

Sabine

Pass

Liquefaction

LLC

5.875

06/30/26

5,150,547‌

3,300,000

Sabine

Pass

Liquefaction

LLC

4.500

05/15/30

3,165,793‌

2,675,000

(c)

Saudi

Arabian

Oil

Co

2.250

11/24/30

2,251,965‌

2,000,000

(c)

SierraCol

Energy

Andina

LLC

6.000

06/15/28

1,787,471‌

455,000

Suncor

Energy,

Inc

6.800

05/15/38

485,581‌

1,400,000

Sunoco

Logistics

Partners

Operations

LP

4.000

10/01/27

1,344,096‌

2,235,000

(c)

Sunoco

LP

7.000

05/01/29

2,290,614‌

1,150,000

Sunoco

LP

4.500

05/15/29

1,075,503‌

525,000

Targa

Resources

Partners

LP

6.500

07/15/27

528,747‌

2,500,000

Targa

Resources

Partners

LP

6.500

03/30/34

2,647,328‌

2,000,000

(c)

Thaioil

Treasury

Center

Co

Ltd

2.500

06/18/30

1,687,062‌

3,300,000

TotalEnergies

Capital

International

S.A.

3.127

05/29/50

2,225,078‌

900,000

TotalEnergies

Capital

S.A.

5.488

04/05/54

887,544‌

1,375,000

TotalEnergies

Capital

S.A.

5.638

04/05/64

1,361,514‌

2,000,000

TransCanada

Trust

5.500

09/15/79

1,835,458‌

241

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ENERGY—continued

$

999,000

(c)

Transocean,

Inc

8.750

%

02/15/30

$

1,048,828‌

1,075,000

USA

Compression

Partners

LP

6.875

09/01/27

1,077,015‌

1,415,000

(c)

USA

Compression

Partners

LP

7.125

03/15/29

1,425,765‌

2,000,000

(c)

Venture

Global

Calcasieu

Pass

LLC

4.125

08/15/31

1,794,731‌

2,205,000

(c)

Venture

Global

LNG,

Inc

8.125

06/01/28

2,271,629‌

3,000,000

(c)

Venture

Global

LNG,

Inc

9.875

02/01/32

3,265,275‌

1,800,000

Williams

Cos,

Inc

2.600

03/15/31

1,520,472‌

3,075,000

Williams

Cos,

Inc

5.650

03/15/33

3,103,054‌

TOTAL

ENERGY

196,918,691‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

1.4%

2,050,000

Agree

LP

2.000

06/15/28

1,810,798‌

350,000

Alexandria

Real

Estate

Equities,

Inc

3.950

01/15/27

338,215‌

450,000

Alexandria

Real

Estate

Equities,

Inc

3.950

01/15/28

430,765‌

1,650,000

Alexandria

Real

Estate

Equities,

Inc

4.900

12/15/30

1,614,832‌

1,125,000

Alexandria

Real

Estate

Equities,

Inc

1.875

02/01/33

846,367‌

1,425,000

American

Tower

Corp

2.950

01/15/25

1,402,693‌

475,000

American

Tower

Corp

3.375

10/15/26

453,646‌

1,200,000

American

Tower

Corp

3.600

01/15/28

1,132,319‌

1,480,000

American

Tower

Corp

3.800

08/15/29

1,375,642‌

4,100,000

American

Tower

Corp

2.900

01/15/30

3,614,388‌

825,000

American

Tower

Corp

2.100

06/15/30

691,237‌

1,390,000

American

Tower

Corp

1.875

10/15/30

1,131,656‌

1,750,000

Brixmor

Operating

Partnership

LP

3.850

02/01/25

1,730,966‌

350,000

Brixmor

Operating

Partnership

LP

2.250

04/01/28

312,280‌

1,775,000

CubeSmart

LP

2.250

12/15/28

1,562,919‌

590,000

Equinix,

Inc

2.150

07/15/30

494,671‌

2,375,000

Essential

Properties

LP

2.950

07/15/31

1,953,912‌

1,890,000

Essex

Portfolio

LP

3.000

01/15/30

1,678,817‌

1,285,000

Extra

Space

Storage

LP

2.400

10/15/31

1,055,747‌

600,000

Federal

Realty

OP

LP

1.250

02/15/26

559,942‌

1,500,000

Healthcare

Realty

Holdings

LP

3.875

05/01/25

1,471,238‌

1,225,000

Healthcare

Realty

Holdings

LP

3.500

08/01/26

1,173,493‌

1,500,000

Healthcare

Realty

Holdings

LP

3.625

01/15/28

1,386,357‌

3,055,000

Healthcare

Realty

Holdings

LP

3.100

02/15/30

2,671,408‌

525,000

Healthcare

Realty

Holdings

LP

2.400

03/15/30

432,647‌

550,000

Healthcare

Realty

Holdings

LP

2.050

03/15/31

425,583‌

375,000

Highwoods

Realty

LP

3.875

03/01/27

355,551‌

725,000

Highwoods

Realty

LP

4.125

03/15/28

677,365‌

700,000

Highwoods

Realty

LP

4.200

04/15/29

641,231‌

3,369,000

Highwoods

Realty

LP

2.600

02/01/31

2,691,279‌

3,845,000

(c)

Iron

Mountain,

Inc

7.000

02/15/29

3,912,637‌

925,000

Kimco

Realty

OP

LLC

3.850

06/01/25

909,507‌

300,000

Kimco

Realty

OP

LLC

3.250

08/15/26

285,610‌

2,225,000

Kite

Realty

Group

LP

5.500

03/01/34

2,175,342‌

1,700,000

Kite

Realty

Group

Trust

4.750

09/15/30

1,623,767‌

850,000

Mid-America

Apartments

LP

4.000

11/15/25

833,866‌

3,925,000

Mid-America

Apartments

LP

2.750

03/15/30

3,473,667‌

1,625,000

Mid-America

Apartments

LP

1.700

02/15/31

1,303,822‌

1,000,000

Mid-America

Apartments

LP

2.875

09/15/51

618,842‌

3,375,000

MPT

Operating

Partnership

LP

3.500

03/15/31

2,199,203‌

550,000

National

Retail

Properties,

Inc

4.000

11/15/25

538,539‌

600,000

National

Retail

Properties,

Inc

3.600

12/15/26

575,590‌

650,000

NNN

REIT,

Inc

5.600

10/15/33

646,733‌

625,000

ProLogis

LP

2.875

11/15/29

562,253‌

875,000

Regency

Centers

LP

3.900

11/01/25

855,078‌

425,000

Regency

Centers

LP

3.600

02/01/27

407,942‌

1,650,000

Regency

Centers

LP

2.950

09/15/29

1,481,191‌

603,000

SITE

Centers

Corp

3.625

02/01/25

594,995‌

3,820,000

SITE

Centers

Corp

4.250

02/01/26

3,777,755‌

650,000

SITE

Centers

Corp

4.700

06/01/27

645,048‌

2,250,000

(c)

Trust

Fibra

Uno

7.375

02/13/34

2,219,511‌

Nuveen

Core

Plus

Bond

Fund

June

30,

2024

242

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)—continued

$

750,000

(c)

Uniti

Group

LP

10.500

%

02/15/28

$

734,462‌

750,000

(c)

Uniti

Group

LP

10.500

02/15/28

734,462‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

67,227,786‌

FINANCIAL

SERVICES

-

3.3%

2,150,000

AerCap

Ireland

Capital

DAC

1.750

01/30/26

2,025,254‌

8,375,000

AerCap

Ireland

Capital

DAC

3.000

10/29/28

7,610,954‌

750,000

AerCap

Ireland

Capital

DAC

3.850

10/29/41

586,550‌

1,000,000

(a),(c)

Alamo

Re

Ltd

12.882

06/07/25

970,600‌

4,086,000

Bank

of

New

York

Mellon

Corp

4.700

N/A(e)

4,013,944‌

4,690,000

(c)

Block,

Inc

6.500

05/15/32

4,752,799‌

75,000

Capital

One

Financial

Corp

3.750

03/09/27

72,032‌

3,940,000

(d)

Capital

One

Financial

Corp

3.950

N/A(e)

3,625,810‌

6,675,000

Charles

Schwab

Corp

5.375

N/A(e)

6,600,073‌

500,000

(a),(c)

Citrus

Re

Ltd

3-Month

US

Treasury

Bill

+

5.060%

5.100

06/07/25

496,050‌

600,000

(c)

Compass

Group

Diversified

Holdings

LLC

5.250

04/15/29

569,083‌

1,210,000

(c)

Corebridge

Financial,

Inc

6.050

09/15/33

1,240,927‌

1,575,000

Corebridge

Financial,

Inc

5.750

01/15/34

1,585,450‌

3,400,000

Deutsche

Bank

AG.

6.000

N/A(e)

3,218,240‌

2,450,000

Discover

Bank

2.450

09/12/24

2,432,899‌

800,000

Discover

Bank

4.250

03/13/26

780,126‌

1,625,000

Discover

Bank

3.450

07/27/26

1,551,962‌

1,375,000

Discover

Bank

2.700

02/06/30

1,180,329‌

6,400,000

(d)

Discover

Financial

Services

6.125

N/A(e)

6,331,346‌

550,000

(c)

Equitable

Financial

Life

Global

Funding

1.400

07/07/25

526,883‌

4,550,000

Equitable

Holdings,

Inc

4.950

N/A(e)

4,479,154‌

1,705,000

(c)

FirstCash,

Inc

6.875

03/01/32

1,704,772‌

2,135,000

Fiserv,

Inc

3.500

07/01/29

1,973,871‌

2,350,000

Fiserv,

Inc

5.450

03/15/34

2,335,282‌

1,000,000

Goldman

Sachs

Group,

Inc

3.500

04/01/25

984,707‌

8,200,000

Goldman

Sachs

Group,

Inc

4.482

08/23/28

8,013,981‌

2,950,000

Goldman

Sachs

Group,

Inc

5.851

04/25/35

3,021,765‌

1,050,000

Goldman

Sachs

Group,

Inc

4.411

04/23/39

928,453‌

1,625,000

Goldman

Sachs

Group,

Inc

3.210

04/22/42

1,201,417‌

1,450,000

Goldman

Sachs

Group,

Inc

3.436

02/24/43

1,094,970‌

3,000,000

(d)

Goldman

Sachs

Group,

Inc

5.500

N/A(e)

2,980,382‌

4,925,000

(d)

Goldman

Sachs

Group,

Inc

7.500

N/A(e)

5,159,995‌

800,000

(c)

HAT

Holdings

I

LLC

8.000

06/15/27

831,710‌

1,250,000

(a),(c)

Hestia

Re

Ltd

SOFR

+

10.080%

15.440

04/22/25

1,204,000‌

925,000

Icahn

Enterprises

LP

5.250

05/15/27

868,226‌

3,850,000

Icahn

Enterprises

LP

4.375

02/01/29

3,291,910‌

3,000,000

(c)

Indian

Railway

Finance

Corp

Ltd

2.800

02/10/31

2,570,610‌

425,000

Legg

Mason,

Inc

3.950

07/15/24

424,709‌

500,000

(a),(c)

Matterhorn

Re

Ltd

SOFR

+

5.250%

5.889

03/24/25

480,150‌

1,833,750

(c)

Mexico

Remittances

Funding

Fiduciary

Estate

Management

Sarl

4.875

01/15/28

1,670,603‌

1,301,720

(c)

Minejesa

Capital

BV

4.625

08/10/30

1,247,875‌

1,000,000

(c)

Minejesa

Capital

BV

5.625

08/10/37

901,212‌

3,445,000

Morgan

Stanley

2.720

07/22/25

3,438,529‌

2,650,000

Morgan

Stanley

2.188

04/28/26

2,573,532‌

6,625,000

Morgan

Stanley

3.125

07/27/26

6,333,757‌

1,480,000

Morgan

Stanley

3.950

04/23/27

1,429,331‌

550,000

Morgan

Stanley

5.449

07/20/29

553,393‌

2,400,000

Morgan

Stanley

6.407

11/01/29

2,504,069‌

4,000,000

Morgan

Stanley

5.250

04/21/34

3,937,420‌

3,200,000

Morgan

Stanley

5.424

07/21/34

3,183,881‌

2,000,000

Morgan

Stanley

5.831

04/19/35

2,050,150‌

2,000,000

Navient

Corp

5.500

03/15/29

1,826,038‌

1,140,000

Northern

Trust

Corp

3.950

10/30/25

1,116,891‌

2,421,000

Northern

Trust

Corp

4.600

N/A(e)

2,342,918‌

1,345,000

OneMain

Finance

Corp

3.500

01/15/27

1,260,194‌

350,000

(c)

PennyMac

Financial

Services,

Inc

7.875

12/15/29

360,914‌

243

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FINANCIAL

SERVICES—continued

$

2,375,000

(c)

Power

Finance

Corp

Ltd

3.950

%

04/23/30

$

2,185,142‌

2,000,000

(c)

Rocket

Mortgage

LLC

4.000

10/15/33

1,685,378‌

1,830,000

S&P

Global,

Inc

4.250

05/01/29

1,776,245‌

1,350,000

Springleaf

Finance

Corp

5.375

11/15/29

1,266,105‌

3,750,000

State

Street

Corp

6.700

N/A(e)

3,772,354‌

2,325,000

UBS

Group

AG.

3.750

03/26/25

2,292,920‌

475,000

(c)

UBS

Group

AG.

2.193

06/05/26

459,030‌

5,900,000

(c)

UBS

Group

AG.

1.305

02/02/27

5,500,570‌

2,050,000

(c)

UBS

Group

AG.

6.442

08/11/28

2,101,839‌

2,100,000

(c)

UBS

Group

AG.

3.179

02/11/43

1,497,772‌

2,500,000

(c)

UBS

Group

AG.

9.250

N/A(e)

2,689,758‌

2,100,000

(c)

UBS

Group

AG.

9.250

N/A(e)

2,351,773‌

550,000

Visa,

Inc

2.700

04/15/40

400,759‌

260,000

Voya

Financial,

Inc

5.700

07/15/43

251,903‌

TOTAL

FINANCIAL

SERVICES

158,683,630‌

FOOD,

BEVERAGE

&

TOBACCO

-

1.3%

2,575,000

Anheuser-Busch

Cos

LLC

4.700

02/01/36

2,454,940‌

4,580,000

Anheuser-Busch

Cos

LLC

4.900

02/01/46

4,222,575‌

5,580,000

Anheuser-Busch

InBev

Worldwide,

Inc

4.750

01/23/29

5,548,354‌

5,000,000

Anheuser-Busch

InBev

Worldwide,

Inc

5.000

06/15/34

4,961,477‌

3,700,000

BAT

Capital

Corp

2.259

03/25/28

3,315,084‌

3,650,000

BAT

Capital

Corp

4.906

04/02/30

3,557,508‌

3,735,000

BAT

Capital

Corp

2.726

03/25/31

3,149,754‌

4,400,000

BAT

International

Finance

plc

4.448

03/16/28

4,259,728‌

2,250,000

(c)

Becle

SAB

de

C.V.

2.500

10/14/31

1,793,970‌

2,500,000

(c)

Bimbo

Bakeries

USA,

Inc

6.050

01/15/29

2,569,563‌

2,700,000

(c)

Cia

Cervecerias

Unidas

S.A.

3.350

01/19/32

2,347,839‌

3,000,000

(c)

Coca-Cola

Icecek

AS.

4.500

01/20/29

2,760,267‌

450,000

Constellation

Brands,

Inc

4.400

11/15/25

443,752‌

450,000

Constellation

Brands,

Inc

3.700

12/06/26

434,792‌

1,625,000

Constellation

Brands,

Inc

3.150

08/01/29

1,473,716‌

2,350,000

Constellation

Brands,

Inc

2.875

05/01/30

2,073,956‌

1,700,000

Constellation

Brands,

Inc

2.250

08/01/31

1,395,373‌

1,650,000

Diageo

Capital

plc

2.125

10/24/24

1,631,750‌

1,500,000

Kraft

Heinz

Foods

Co

4.375

06/01/46

1,219,917‌

2,500,000

(c)

MARB

BondCo

plc

3.950

01/29/31

2,077,824‌

4,000,000

Philip

Morris

International,

Inc

5.250

02/13/34

3,924,271‌

680,000

(c)

Post

Holdings,

Inc

6.250

02/15/32

680,883‌

1,500,000

(c)

Primo

Water

Holdings,

Inc

4.375

04/30/29

1,381,898‌

1,800,000

(c)

Ulker

Biskuvi

Sanayi

AS.

6.950

10/30/25

1,820,250‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

59,499,441‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

1.3%

150,000

Aetna,

Inc

6.625

06/15/36

159,247‌

1,200,000

Boston

Scientific

Corp

2.650

06/01/30

1,053,361‌

1,640,000

Centene

Corp

2.450

07/15/28

1,456,041‌

6,410,000

Centene

Corp

3.000

10/15/30

5,480,992‌

1,250,000

(c)

CHS

5.250

05/15/30

1,030,615‌

1,525,000

Cigna

Group

3.200

03/15/40

1,128,047‌

430,000

(b),(c)

Concentra

Escrow

Issuer

Corp

6.875

07/15/32

435,659‌

5,175,000

CVS

Health

Corp

4.780

03/25/38

4,620,325‌

1,400,000

CVS

Health

Corp

2.700

08/21/40

930,176‌

3,425,000

CVS

Health

Corp

5.050

03/25/48

2,951,004‌

2,000,000

(c)

DaVita,

Inc

4.625

06/01/30

1,807,259‌

4,200,000

Elevance

Health,

Inc

2.250

05/15/30

3,598,715‌

1,575,000

Elevance

Health,

Inc

5.125

02/15/53

1,448,707‌

4,630,000

Encompass

Health

Corp

4.500

02/01/28

4,404,262‌

9,000,000

HCA,

Inc

3.500

09/01/30

8,118,330‌

2,075,000

HCA,

Inc

3.625

03/15/32

1,827,791‌

1,700,000

HCA,

Inc

4.625

03/15/52

1,372,385‌

3,500,000

(c)

Hologic,

Inc

3.250

02/15/29

3,139,883‌

Nuveen

Core

Plus

Bond

Fund

June

30,

2024

244

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES—continued

$

2,000,000

Humana,

Inc

2.150

%

02/03/32

$

1,595,829‌

800,000

Humana,

Inc

5.875

03/01/33

813,791‌

1,025,000

McKesson

Corp

5.100

07/15/33

1,022,731‌

375,000

Tenet

Healthcare

Corp

4.625

06/15/28

356,624‌

3,400,000

(d)

Tenet

Healthcare

Corp

6.125

10/01/28

3,382,998‌

5,600,000

Tenet

Healthcare

Corp

4.375

01/15/30

5,190,956‌

2,650,000

UnitedHealth

Group,

Inc

2.950

10/15/27

2,491,284‌

3,625,000

UnitedHealth

Group,

Inc

2.300

05/15/31

3,041,626‌

1,085,000

UnitedHealth

Group,

Inc

3.750

10/15/47

826,009‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

63,684,647‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0.2%

1,875,000

Church

&

Dwight

Co,

Inc

2.300

12/15/31

1,559,408‌

1,170,000

(c)

Coty,

Inc

6.625

07/15/30

1,187,313‌

2,000,000

Haleon

US

Capital

LLC

3.375

03/24/27

1,908,461‌

4,100,000

Haleon

US

Capital

LLC

3.625

03/24/32

3,672,872‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

8,328,054‌

INSURANCE

-

1.2%

2,550,000

(c)

Acrisure

LLC

4.250

02/15/29

2,316,396‌

53,000

Aflac,

Inc

6.450

08/15/40

57,069‌

825,000

(c)

Alliant

Holdings

Intermediate

LLC

4.250

10/15/27

772,475‌

4,360,000

(c)

Alliant

Holdings

Intermediate

LLC

6.750

04/15/28

4,366,919‌

1,250,000

Aon

Corp

2.800

05/15/30

1,095,631‌

1,450,000

Aon

Corp

5.350

02/28/33

1,440,241‌

1,045,000

(c)

Ardonagh

Finco

Ltd

7.750

02/15/31

1,033,050‌

900,000

Arthur

J

Gallagher

&

Co

5.750

03/02/53

872,628‌

500,000

Berkshire

Hathaway

Finance

Corp

2.875

03/15/32

437,901‌

3,895,000

Berkshire

Hathaway

Finance

Corp

2.850

10/15/50

2,504,397‌

400,000

Berkshire

Hathaway

Finance

Corp

3.850

03/15/52

309,192‌

500,000

(a),(c)

Bonanza

RE

Ltd

3-Month

US

Treasury

Bill

+

5.620%

10.988

03/16/25

471,700‌

1,690,000

(c)

Five

Corners

Funding

Trust

II

2.850

05/15/30

1,488,000‌

7,425,000

Hartford

Financial

Services

Group,

Inc

2.800

08/19/29

6,593,380‌

250,000

Hartford

Financial

Services

Group,

Inc

4.300

04/15/43

210,957‌

850,000

Hartford

Financial

Services

Group,

Inc

2.900

09/15/51

534,632‌

2,000,000

(c)

High

Street

Funding

Trust

I

4.111

02/15/28

1,888,170‌

545,000

(c)

Howden

UK

Refinance

plc

7.250

02/15/31

540,926‌

2,755,000

(c)

HUB

International

Ltd

7.250

06/15/30

2,824,236‌

1,521,000

(c)

Liberty

Mutual

Group,

Inc

4.569

02/01/29

1,482,788‌

1,750,000

(c)

Liberty

Mutual

Group,

Inc

3.951

10/15/50

1,272,378‌

260,000

MetLife,

Inc

3.600

11/13/25

254,182‌

625,000

MetLife,

Inc

5.000

07/15/52

569,363‌

3,920,000

MetLife,

Inc

3.850

N/A(e)

3,794,014‌

3,250,000

(c)

Panther

Escrow

Issuer

LLC

7.125

06/01/31

3,287,161‌

500,000

Principal

Financial

Group,

Inc

2.125

06/15/30

417,717‌

500,000

Prudential

Financial,

Inc

3.905

12/07/47

384,073‌

4,000,000

Prudential

Financial,

Inc

5.125

03/01/52

3,718,454‌

2,350,000

Prudential

Financial,

Inc

6.500

03/15/54

2,372,285‌

1,050,000

Reinsurance

Group

of

America,

Inc

3.900

05/15/29

984,217‌

3,275,000

Reinsurance

Group

of

America,

Inc

5.750

09/15/34

3,263,114‌

900,000

(c)

Swiss

Re

Finance

Luxembourg

S.A.

5.000

04/02/49

866,250‌

1,725,000

Verisk

Analytics,

Inc

5.250

06/05/34

1,698,491‌

1,500,000

(a),(c)

Vitality

Re

XIV

Ltd

3-Month

US

Treasury

Bill

+

3.500%

8.855

01/05/27

1,523,250‌

1,850,000

(a),(c)

Vitality

Re

XV

Ltd

3-Month

US

Treasury

Bill

+

2.500%

7.868

01/07/28

1,847,595‌

TOTAL

INSURANCE

57,493,232‌

MATERIALS

-

1.6%

2,650,000

Albemarle

Corp

4.650

06/01/27

2,607,332‌

270,000

Amcor

Flexibles

North

America,

Inc

3.100

09/15/26

255,211‌

1,200,000

Amcor

Flexibles

North

America,

Inc

2.630

06/19/30

1,029,543‌

3,700,000

Amcor

Flexibles

North

America,

Inc

2.690

05/25/31

3,109,065‌

2,300,000

AngloGold

Ashanti

Holdings

plc

3.375

11/01/28

2,066,726‌

1,500,000

AngloGold

Ashanti

Holdings

plc

3.750

10/01/30

1,308,908‌

245

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MATERIALS—continued

$

1,400,000

(c)

Antofagasta

plc

6.250

%

05/02/34

$

1,449,980‌

1,445,000

(c)

Arsenal

AIC

Parent

LLC

8.000

10/01/30

1,516,377‌

2,900,000

(c)

Avient

Corp

5.750

05/15/25

2,892,132‌

3,570,000

Ball

Corp

6.875

03/15/28

3,664,144‌

2,425,000

Ball

Corp

2.875

08/15/30

2,060,103‌

5,375,000

Berry

Global,

Inc

1.570

01/15/26

5,049,859‌

3,125,000

Berry

Global,

Inc

1.650

01/15/27

2,845,959‌

1,500,000

(c)

Celulosa

Arauco

y

Constitucion

S.A.

4.250

04/30/29

1,395,667‌

500,000

(c),(d)

Cemex

SAB

de

C.V.

3.875

07/11/31

440,830‌

875,000

(c)

Cemex

SAB

de

C.V.

9.125

N/A(e)

933,441‌

2,250,000

(c)

Cleveland-Cliffs,

Inc

7.000

03/15/32

2,224,527‌

1,500,000

Commercial

Metals

Co

4.125

01/15/30

1,371,189‌

725,000

(c)

Constellium

SE

3.750

04/15/29

657,304‌

2,000,000

(c)

Corp

Nacional

del

Cobre

de

Chile

3.150

01/14/30

1,772,252‌

1,050,000

(c)

Corp

Nacional

del

Cobre

de

Chile

6.440

01/26/36

1,083,939‌

5,805,000

DowDuPont,

Inc

4.493

11/15/25

5,722,842‌

1,785,000

(c)

Freeport

Indonesia

PT

5.315

04/14/32

1,731,017‌

1,215,000

(c)

Inversiones

CMPC

S.A.

6.125

06/23/33

1,236,519‌

2,000,000

(c)

Mineral

Resources

Ltd

8.000

11/01/27

2,046,134‌

1,325,000

(c)

Mineral

Resources

Ltd

9.250

10/01/28

1,390,630‌

600,000

(c)

Nexa

Resources

S.A.

6.750

04/09/34

609,711‌

2,500,000

Nutrien

Ltd

2.950

05/13/30

2,212,314‌

1,920,000

(c)

OCI

NV

4.625

10/15/25

1,886,579‌

1,100,000

(c)

OCP

S.A.

3.750

06/23/31

946,822‌

1,075,000

(c)

OCP

S.A.

6.750

05/01/34

1,103,057‌

2,000,000

Olin

Corp

5.125

09/15/27

1,939,997‌

1,975,000

(c)

Orbia

Advance

Corp

SAB

de

C.V.

1.875

05/11/26

1,840,986‌

2,075,000

(d)

Sasol

Financing

USA

LLC

4.375

09/18/26

1,953,263‌

670,000

(c)

Sealed

Air

Corp

6.125

02/01/28

668,384‌

600,000

(c)

Sealed

Air

Corp

7.250

02/15/31

617,758‌

1,280,000

(c)

Sealed

Air

Corp

6.500

07/15/32

1,272,817‌

1,000,000

(c)

St.

Marys

Cement,

Inc

Canada

5.750

04/02/34

981,250‌

2,000,000

(c)

SunCoke

Energy,

Inc

4.875

06/30/29

1,811,936‌

3,000,000

Suzano

Austria

GmbH

3.125

01/15/32

2,455,663‌

3,911,000

(c)

Tronox,

Inc

4.625

03/15/29

3,530,415‌

2,675,000

(c)

UltraTech

Cement

Ltd

2.800

02/16/31

2,257,539‌

TOTAL

MATERIALS

77,950,121‌

MEDIA

&

ENTERTAINMENT

-

1.7%

6,000,000

(c)

CCO

Holdings

LLC

5.125

05/01/27

5,760,876‌

1,800,000

(c)

CCO

Holdings

LLC

4.500

08/15/30

1,523,838‌

2,200,000

(d)

Charter

Communications

Operating

LLC

4.400

04/01/33

1,939,395‌

4,550,000

Charter

Communications

Operating

LLC

6.550

06/01/34

4,551,513‌

3,000,000

Charter

Communications

Operating

LLC

3.500

03/01/42

1,995,844‌

3,500,000

Charter

Communications

Operating

LLC

4.800

03/01/50

2,567,558‌

5,000,000

Comcast

Corp

4.150

10/15/28

4,840,424‌

2,975,000

Comcast

Corp

3.200

07/15/36

2,403,845‌

1,000,000

Comcast

Corp

3.900

03/01/38

847,541‌

15,185,000

Comcast

Corp

2.887

11/01/51

9,473,826‌

5,000,000

(c)

CSC

Holdings

LLC

5.500

04/15/27

4,055,699‌

980,000

(c)

CSC

Holdings

LLC

11.250

05/15/28

853,468‌

985,000

(c)

DIRECTV

Holdings

LLC

5.875

08/15/27

926,478‌

3,570,000

(c)

Gray

Television,

Inc

10.500

07/15/29

3,589,206‌

1,275,000

Lamar

Media

Corp

3.750

02/15/28

1,192,458‌

3,000,000

Lamar

Media

Corp

4.875

01/15/29

2,882,800‌

1,000,000

Lamar

Media

Corp

4.000

02/15/30

906,596‌

825,000

Lamar

Media

Corp

3.625

01/15/31

725,604‌

1,275,000

(c)

LCPR

Senior

Secured

Financing

DAC

5.125

07/15/29

1,058,136‌

2,550,000

(c)

Live

Nation

Entertainment,

Inc

6.500

05/15/27

2,564,601‌

825,000

(c)

News

Corp

3.875

05/15/29

759,411‌

3,500,000

Paramount

Global

6.375

03/30/62

3,091,051‌

590,000

(c)

Sirius

XM

Radio,

Inc

3.125

09/01/26

555,094‌

Nuveen

Core

Plus

Bond

Fund

June

30,

2024

246

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MEDIA

&

ENTERTAINMENT—continued

$

2,725,000

(c)

Sirius

XM

Radio,

Inc

4.000

%

07/15/28

$

2,461,638‌

1,575,000

(c)

Sirius

XM

Radio,

Inc

4.125

07/01/30

1,345,233‌

3,000,000

(c)

Sunrise

FinCo

I

BV

4.875

07/15/31

2,724,045‌

1,230,000

Time

Warner

Cable

LLC

5.875

11/15/40

1,067,232‌

475,000

Time

Warner

Cable

LLC

4.500

09/15/42

347,653‌

1,275,000

(c)

Univision

Communications,

Inc

4.500

05/01/29

1,071,599‌

2,000,000

(c)

VZ

Secured

Financing

BV

5.000

01/15/32

1,705,342‌

5,000,000

Warnermedia

Holdings,

Inc

3.755

03/15/27

4,747,101‌

6,475,000

Warnermedia

Holdings,

Inc

5.050

03/15/42

5,266,822‌

1,825,000

(d)

Weibo

Corp

3.375

07/08/30

1,594,416‌

1,413,000

(c)

Ziff

Davis,

Inc

4.625

10/15/30

1,277,558‌

TOTAL

MEDIA

&

ENTERTAINMENT

82,673,901‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

1.2%

1,250,000

AbbVie,

Inc

3.200

11/21/29

1,147,003‌

3,450,000

AbbVie,

Inc

5.050

03/15/34

3,439,909‌

3,325,000

AbbVie,

Inc

4.050

11/21/39

2,888,088‌

2,500,000

AbbVie,

Inc

5.400

03/15/54

2,472,047‌

5,975,000

Amgen,

Inc

5.250

03/02/33

5,957,587‌

8,600,000

Amgen,

Inc

5.650

03/02/53

8,469,645‌

25,000

AstraZeneca

Finance

LLC

2.250

05/28/31

21,111‌

1,500,000

(c)

Avantor

Funding,

Inc

4.625

07/15/28

1,427,398‌

2,040,000

(c)

Avantor

Funding,

Inc

3.875

11/01/29

1,855,100‌

1,090,000

Danaher

Corp

2.800

12/10/51

688,151‌

1,675,000

Eli

Lilly

&

Co

5.000

02/09/54

1,599,594‌

4,750,000

Gilead

Sciences,

Inc

5.250

10/15/33

4,784,703‌

450,000

Gilead

Sciences,

Inc

4.000

09/01/36

396,851‌

600,000

Gilead

Sciences,

Inc

2.600

10/01/40

413,519‌

2,000,000

Gilead

Sciences,

Inc

5.550

10/15/53

1,996,922‌

900,000

Johnson

&

Johnson

3.400

01/15/38

755,412‌

1,325,000

Merck

&

Co,

Inc

2.750

12/10/51

828,367‌

2,000,000

(c)

Organon

Finance  LLC

4.125

04/30/28

1,857,393‌

3,150,000

(c)

Organon

Finance  LLC

5.125

04/30/31

2,829,494‌

10,750,000

Pfizer

Investment

Enterprises

Pte

Ltd

5.300

05/19/53

10,368,569‌

3,000,000

Teva

Pharmaceutical

Finance

Netherlands

III

BV

3.150

10/01/26

2,815,612‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

57,012,475‌

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0.1%

1,850,000

(c),(d)

Cushman

&

Wakefield

US

Borrower

LLC

6.750

05/15/28

1,836,361‌

1,400,000

Kennedy-Wilson,

Inc

4.750

03/01/29

1,197,814‌

1,475,000

Kennedy-Wilson,

Inc

5.000

03/01/31

1,206,232‌

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

4,240,407‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0.3%

8,558,000

(c)

Broadcom,

Inc

4.926

05/15/37

8,048,914‌

1,035,000

Intel

Corp

3.734

12/08/47

760,675‌

3,595,000

NVIDIA

Corp

2.000

06/15/31

3,020,961‌

1,425,000

NXP

BV

3.875

06/18/26

1,383,836‌

1,175,000

NXP

BV

4.400

06/01/27

1,149,219‌

725,000

NXP

BV

3.400

05/01/30

656,897‌

1,575,000

NXP

BV

3.125

02/15/42

1,107,868‌

505,000

Texas

Instruments,

Inc

4.150

05/15/48

418,734‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

16,547,104‌

SOFTWARE

&

SERVICES

-

0.7%

2,975,000

Adobe,

Inc

2.300

02/01/30

2,606,551‌

3,000,000

(c)

Ahead

DB

Holdings

LLC

6.625

05/01/28

2,839,380‌

265,000

(c)

CA

Magnum

Holdings

5.375

10/31/26

252,202‌

900,000

(c)

Gartner,

Inc

3.750

10/01/30

807,156‌

2,270,000

(c)

Gen

Digital,

Inc

6.750

09/30/27

2,298,799‌

3,000,000

Microsoft

Corp

2.400

08/08/26

2,854,319‌

875,000

Microsoft

Corp

3.400

09/15/26

847,070‌

1,165,000

Microsoft

Corp

3.300

02/06/27

1,123,760‌

247

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

SOFTWARE

&

SERVICES—continued

$

1,100,000

(d)

Microsoft

Corp

1.350

%

09/15/30

$

910,827‌

1,149,000

Microsoft

Corp

2.525

06/01/50

725,500‌

565,000

(c)

Open

Text

Corp

6.900

12/01/27

586,387‌

2,830,000

(c)

Open

Text

Corp

3.875

12/01/29

2,534,467‌

550,000

(c)

Open

Text

Holdings,

Inc

4.125

02/15/30

495,993‌

4,300,000

Oracle

Corp

4.900

02/06/33

4,171,141‌

5,450,000

Oracle

Corp

5.550

02/06/53

5,156,539‌

1,300,000

Roper

Technologies,

Inc

1.400

09/15/27

1,157,432‌

4,100,000

Roper

Technologies,

Inc

2.000

06/30/30

3,425,206‌

3,525,000

Salesforce,

Inc

2.700

07/15/41

2,467,076‌

TOTAL

SOFTWARE

&

SERVICES

35,259,805‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

0.5%

1,470,000

Amphenol

Corp

2.800

02/15/30

1,308,632‌

5,575,000

Apple,

Inc

2.450

08/04/26

5,295,913‌

10,350,000

Apple,

Inc

2.050

09/11/26

9,729,955‌

1,000,000

Apple,

Inc

3.850

05/04/43

836,976‌

640,000

Apple,

Inc

4.650

02/23/46

589,850‌

875,000

Flex

Ltd

4.875

06/15/29

847,584‌

4,125,000

(c)

Imola

Merger

Corp

4.750

05/15/29

3,856,222‌

1,500,000

(c)

Lenovo

Group

Ltd

3.421

11/02/30

1,325,246‌

975,000

(c)

Sensata

Technologies

BV

4.000

04/15/29

895,148‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

24,685,526‌

TELECOMMUNICATION

SERVICES

-

2.3%

6,563,000

AT&T,

Inc

2.550

12/01/33

5,218,550‌

2,085,000

AT&T,

Inc

4.500

05/15/35

1,920,088‌

22,020,000

AT&T,

Inc

3.550

09/15/55

14,845,675‌

4,917,000

AT&T,

Inc

3.800

12/01/57

3,435,193‌

1,500,000

(c)

Bharti

Airtel

Ltd

3.250

06/03/31

1,317,914‌

3,200,000

(c)

C&W

Senior

Financing

Designated

Activity

Co

6.875

09/15/27

3,070,300‌

1,225,000

(c)

CT

Trust

5.125

02/03/32

1,079,448‌

2,575,000

(c)

Empresa

Nacional

de

Telecomunicaciones

S.A.

3.050

09/14/32

2,077,892‌

2,000,000

(c)

Frontier

Communications

Holdings

LLC

5.875

10/15/27

1,952,618‌

1,925,000

(c)

Iliad

Holding

SASU

6.500

10/15/26

1,916,473‌

893,000

(c)

Iliad

Holding

SASU

7.000

10/15/28

885,525‌

865,000

(c)

Iliad

Holding

SASU

8.500

04/15/31

875,846‌

5,000,000

(c)

Level

3

Financing,

Inc

10.500

05/15/30

4,952,071‌

1,500,000

(c)

Liberty

Costa

Rica

Senior

Secured

Finance

10.875

01/15/31

1,590,000‌

1,175,000

(c)

Millicom

International

Cellular

S.A.

4.500

04/27/31

1,011,012‌

1,025,000

(c),(d)

Millicom

International

Cellular

S.A.

7.375

04/02/32

1,022,118‌

370,000

Orange

S.A.

5.375

01/13/42

353,249‌

3,575,000

(c)

Sitios

Latinoamerica

SAB

de

C.V.

5.375

04/04/32

3,328,287‌

1,175,000

(c)

Telecomunicaciones

Digitales

S.A.

4.500

01/30/30

1,044,712‌

1,150,000

Telefonica

Emisiones

S.A.

4.895

03/06/48

971,039‌

3,000,000

(c)

Telefonica

Moviles

Chile

S.A.

3.537

11/18/31

2,294,536‌

800,000

T-Mobile

USA,

Inc

2.250

02/15/26

759,669‌

10,850,000

T-Mobile

USA,

Inc

2.625

02/15/29

9,718,053‌

8,650,000

T-Mobile

USA,

Inc

3.875

04/15/30

8,086,251‌

3,750,000

T-Mobile

USA,

Inc

5.050

07/15/33

3,668,656‌

750,000

T-Mobile

USA,

Inc

3.000

02/15/41

536,656‌

3,000,000

T-Mobile

USA,

Inc

3.300

02/15/51

2,025,358‌

1,550,000

(c)

Turk

Telekomunikasyon

AS.

7.375

05/20/29

1,555,541‌

1,700,000

Verizon

Communications,

Inc

1.750

01/20/31

1,375,761‌

9,800,000

Verizon

Communications,

Inc

2.550

03/21/31

8,326,159‌

8,158,000

Verizon

Communications,

Inc

2.355

03/15/32

6,668,972‌

2,835,000

(c)

Vmed

O2

UK

Financing

I

plc

4.750

07/15/31

2,390,969‌

2,850,000

Vodafone

Group

plc

4.375

02/19/43

2,484,551‌

2,620,000

Vodafone

Group

plc

4.250

09/17/50

2,043,992‌

6,000,000

Vodafone

Group

plc

4.125

06/04/81

5,109,898‌

TOTAL

TELECOMMUNICATION

SERVICES

109,913,032‌

Nuveen

Core

Plus

Bond

Fund

June

30,

2024

248

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

TRANSPORTATION

-

0.9%

$

3,600,000

(c)

Adani

Ports

&

Special

Economic

Zone

Ltd

3.100

%

02/02/31

$

2,865,053‌

1,400,000

(c)

Aeropuerto

Internacional

de

Tocumen

S.A.

4.000

08/11/41

1,052,380‌

2,000,000

(b),(c)

Aeropuertos

Dominicanos

Siglo

XXI

S.A.

7.000

06/30/34

2,017,402‌

5,000,000

(c)

Brightline

East

LLC

11.000

01/31/30

4,559,325‌

1,800,000

Burlington

Northern

Santa

Fe

LLC

3.050

02/15/51

1,189,442‌

5,500,000

Canadian

Pacific

Railway

Co

2.050

03/05/30

4,691,376‌

750,000

Canadian

Pacific

Railway

Co

3.100

12/02/51

498,035‌

2,750,000

(c)

Cargo

Aircraft

Management,

Inc

4.750

02/01/28

2,550,737‌

700,000

CSX

Corp

3.800

03/01/28

673,271‌

3,295,000

CSX

Corp

4.250

03/15/29

3,195,522‌

2,300,000

(c)

ENA

Master

Trust

4.000

05/19/48

1,630,240‌

1,110,000

(c)

Genesee

&

Wyoming,

Inc

6.250

04/15/32

1,105,841‌

2,000,000

(c)

Grupo

Aeromexico

SAB

de

C.V.

8.500

03/17/27

2,001,348‌

657,428

(c)

Lima

Metro

Line

2

Finance

Ltd

4.350

04/05/36

600,074‌

2,260,000

(c)

Misc

Capital

Two

Labuan

Ltd

3.750

04/06/27

2,160,072‌

3,200,000

(c)

Rumo

Luxembourg

Sarl

4.200

01/18/32

2,712,911‌

2,000,000

(c)

Transnet

SOC

Ltd

8.250

02/06/28

1,988,860‌

1,550,000

Union

Pacific

Corp

2.891

04/06/36

1,248,597‌

1,880,000

Union

Pacific

Corp

3.839

03/20/60

1,380,399‌

3,940,000

(c)

XPO,

Inc

6.250

06/01/28

3,951,821‌

TOTAL

TRANSPORTATION

42,072,706‌

UTILITIES

-

2.9%

2,030,000

(c)

Adani

Electricity

Mumbai

Ltd

3.867

07/22/31

1,654,084‌

325,000

AEP

Transmission

Co

LLC

3.100

12/01/26

309,514‌

350,000

AEP

Transmission

Co

LLC

4.000

12/01/46

277,690‌

2,285,000

AEP

Transmission

Co

LLC

2.750

08/15/51

1,368,441‌

700,000

Alabama

Power

Co

4.150

08/15/44

577,136‌

3,971,763

(c)

Alfa

Desarrollo

S.p.A

4.550

09/27/51

2,982,939‌

1,350,000

Ameren

Corp

1.750

03/15/28

1,191,315‌

3,000,000

Ameren

Illinois

Co

4.950

06/01/33

2,928,186‌

3,225,000

Ameren

Illinois

Co

5.900

12/01/52

3,326,286‌

525,000

American

Water

Capital

Corp

3.000

12/01/26

497,193‌

1,927,000

American

Water

Capital

Corp

2.800

05/01/30

1,696,498‌

5,000,000

American

Water

Capital

Corp

2.300

06/01/31

4,136,130‌

500,000

American

Water

Capital

Corp

4.000

12/01/46

392,545‌

900,000

American

Water

Capital

Corp

3.750

09/01/47

680,788‌

3,100,000

Atmos

Energy

Corp

1.500

01/15/31

2,483,624‌

250,000

Atmos

Energy

Corp

4.125

10/15/44

206,465‌

2,075,000

Atmos

Energy

Corp

6.200

11/15/53

2,233,757‌

1,325,000

Baltimore

Gas

and

Electric

Co

3.750

08/15/47

992,389‌

7,100,000

Berkshire

Hathaway

Energy

Co

1.650

05/15/31

5,649,625‌

725,000

CenterPoint

Energy

Houston

Electric

LLC

3.000

03/01/32

625,699‌

525,000

(c)

Clearway

Energy

Operating

LLC

4.750

03/15/28

501,650‌

1,000,000

CMS

Energy

Corp

3.600

11/15/25

970,212‌

3,050,000

CMS

Energy

Corp

4.750

06/01/50

2,793,016‌

1,650,000

Commonwealth

Edison

Co

2.750

09/01/51

983,920‌

4,350,000

Consolidated

Edison

Co

of

New

York,

Inc

5.700

05/15/54

4,339,660‌

740,000

Consumers

Energy

Co

2.650

08/15/52

455,147‌

1,750,000

Consumers

Energy

Co

4.200

09/01/52

1,416,788‌

1,500,000

(c)

Continuum

Green

Energy

India

Pvt

7.500

06/26/33

1,487,250‌

755,000

Dominion

Energy,

Inc

2.250

08/15/31

615,016‌

3,375,000

Dominion

Energy,

Inc

3.300

04/15/41

2,437,112‌

1,700,000

Dominion

Energy,

Inc

7.000

06/01/54

1,768,789‌

750,000

DTE

Electric

Co

3.650

03/01/52

551,764‌

1,875,000

DTE

Electric

Co

5.400

04/01/53

1,828,332‌

250,000

Duke

Energy

Corp

3.300

06/15/41

181,336‌

875,000

Duke

Energy

Corp

3.750

09/01/46

636,854‌

5,000,000

Duke

Energy

Florida

LLC

3.400

10/01/46

3,518,902‌

1,300,000

(c)

Electricidad

Firme

de

Mexico

Holdings

S.A.

de

C.V.

4.900

11/20/26

1,214,357‌

1,500,000

(c)

Empresa

de

Transmision

Electrica

S.A.

5.125

05/02/49

1,082,705‌

2,525,000

(c)

Empresas

Publicas

de

Medellin

ESP

4.250

07/18/29

2,168,344‌

249

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES—continued

$

2,000,000

(c)

EnfraGen

Energia

Sur

S.A.

5.375

%

12/30/30

$

1,668,720‌

3,125,000

Enterprise

Products

Operating

LLC

3.700

01/31/51

2,303,739‌

3,450,000

(c)

Eskom

Holdings

SOC

Ltd

8.450

08/10/28

3,467,250‌

2,025,000

(c)

Ferrellgas

LP

5.375

04/01/26

1,981,029‌

2,225,000

(c)

Ferrellgas

LP

5.875

04/01/29

2,047,108‌

3,225,000

Florida

Power

&

Light

Co

4.800

05/15/33

3,135,595‌

1,270,000

Florida

Power

&

Light

Co

3.990

03/01/49

1,005,102‌

750,000

Indiana

Michigan

Power

Co

3.750

07/01/47

552,056‌

1,140,000

Indiana

Michigan

Power

Co

3.250

05/01/51

750,626‌

2,000,000

(c)

Israel

Electric

Corp

Ltd

4.250

08/14/28

1,843,180‌

1,250,000

(c)

Israel

Electric

Corp

Ltd

3.750

02/22/32

1,026,563‌

1,525,000

(c)

Kallpa

Generacion

SA

4.125

08/16/27

1,455,971‌

2,400,000

(c)

Korea

Southern

Power

Co

Ltd

0.750

01/27/26

2,233,017‌

775,000

MidAmerican

Energy

Co

3.650

04/15/29

732,833‌

1,550,000

MidAmerican

Energy

Co

3.650

08/01/48

1,163,133‌

1,000,000

Nevada

Power

Co

5.450

05/15/41

972,670‌

50,000

(c)

NextEra

Energy

Operating

Partners

LP

4.250

09/15/24

49,438‌

8,135,000

NiSource,

Inc

1.700

02/15/31

6,469,409‌

1,400,000

Northern

States

Power

Co

3.600

09/15/47

1,020,641‌

1,955,000

(c)

NRG

Energy,

Inc

2.450

12/02/27

1,764,323‌

1,350,000

NRG

Energy,

Inc

5.750

01/15/28

1,339,463‌

500,000

NSTAR

Electric

Co

3.950

04/01/30

471,995‌

1,550,000

Ohio

Power

Co

4.150

04/01/48

1,193,914‌

1,365,000

Ohio

Power

Co

4.000

06/01/49

1,033,542‌

600,000

(c)

Pattern

Energy

Operations

LP

4.500

08/15/28

555,370‌

825,000

PECO

Energy

Co

3.000

09/15/49

542,887‌

2,325,000

PECO

Energy

Co

2.800

06/15/50

1,453,776‌

50,000

(d)

Potomac

Electric

Power

Co

7.900

12/15/38

63,316‌

550,000

Public

Service

Co

of

Colorado

4.750

08/15/41

481,671‌

1,410,000

Public

Service

Co

of

Colorado

4.050

09/15/49

1,067,263‌

1,700,000

Public

Service

Electric

and

Gas

Co

4.900

12/15/32

1,672,926‌

4,000,000

Public

Service

Electric

and

Gas

Co

5.450

03/01/54

3,944,072‌

8,400,000

Sempra

4.875

N/A(e)

8,238,853‌

2,118,478

(c)

Solar

Star

Funding

LLC

3.950

06/30/35

1,893,486‌

75,000

Southern

Co

Gas

Capital

Corp

3.875

11/15/25

73,327‌

625,000

Southern

Co

Gas

Capital

Corp

4.400

06/01/43

515,010‌

425,000

Southern

Co

Gas

Capital

Corp

3.950

10/01/46

319,003‌

550,000

(c)

Superior

Plus

LP

4.500

03/15/29

504,721‌

2,815,000

(c)

Talen

Energy

Supply

LLC

8.625

06/01/30

3,001,421‌

2,000,000

(c)

TerraForm

Power

Operating

LLC

4.750

01/15/30

1,823,002‌

1,465,009

(c)

UEP

Penonome

II

S.A.

6.500

10/01/38

1,229,022‌

1,575,000

Union

Electric

Co

5.450

03/15/53

1,514,887‌

650,000

Virginia

Electric

and

Power

Co

2.950

11/15/26

617,942‌

775,000

Virginia

Electric

and

Power

Co

3.800

09/15/47

574,587‌

1,500,000

Wisconsin

Power

and

Light

Co

4.950

04/01/33

1,451,335‌

850,000

Wisconsin

Power

and

Light

Co

4.100

10/15/44

666,256‌

215,000

Xcel

Energy,

Inc

4.800

09/15/41

186,815‌

TOTAL

UTILITIES

135,233,723‌

TOTAL

CORPORATE

BONDS

1,781,420,198‌

(Cost

$1,919,700,363)

GOVERNMENT

BONDS

-

43.6%

FOREIGN

GOVERNMENT

BONDS

-

2.6%

2,675,000

(c)

Angolan

Government

International

Bond

8.750

04/14/32

2,366,519‌

INR

70,000,000

Asian

Development

Bank

6.200

10/06/26

827,548‌

830,000

(c)

Bank

Gospodarstwa

Krajowego

5.375

05/22/33

821,575‌

550,000

(c)

Banque

Ouest

Africaine

de

Developpement

5.000

07/27/27

524,571‌

3,000,000

(c)

Banque

Ouest

Africaine

de

Developpement

4.700

10/22/31

2,620,380‌

EUR

1,575,000

(c)

Banque

Ouest

Africaine

de

Developpement

2.750

01/22/33

1,356,651‌

287,000

(c)

Barbados

Government

International

Bond

6.500

10/01/29

272,535‌

1,500,000

(c)

BNG

Bank

NV

1.500

10/16/24

1,482,802‌

Nuveen

Core

Plus

Bond

Fund

June

30,

2024

250

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FOREIGN

GOVERNMENT

BONDS—continued

BRL

4,850,000

Brazil

Notas

do

Tesouro

Nacional

Serie

F

10.000

%

01/01/29

$

807,124‌

BRL

5,100,000

Brazil

Notas

do

Tesouro

Nacional

Serie

F

10.000

01/01/33

809,150‌

$

1,705,000

Brazilian

Government

International

Bond

6.000

10/20/33

1,638,513‌

1,500,000

Brazilian

Government

International

Bond

4.750

01/14/50

1,074,150‌

1,050,000

Brazilian

Government

International

Bond

7.125

05/13/54

1,014,581‌

3,575,000

Chile

Government

International

Bond

2.550

01/27/32

2,998,166‌

1,925,000

Colombia

Government

International

Bond

3.250

04/22/32

1,472,588‌

825,000

Colombia

Government

International

Bond

8.000

11/14/35

848,152‌

1,500,000

Colombia

Government

International

Bond

5.000

06/15/45

1,051,478‌

COP

2,290,000,000

Colombian

TES

7.250

10/18/34

431,861‌

1,850,000

(c)

Costa

Rica

Government

International

Bond

5.625

04/30/43

1,661,356‌

DOP

160,000,000

(c)

Dominican

Republic

Government

International

Bond

12.000

03/05/32

2,937,509‌

600,000

(c)

Dominican

Republic

Government

International

Bond

4.875

09/23/32

536,778‌

3,850,000

(c)

Dominican

Republic

Government

International

Bond

5.875

01/30/60

3,263,577‌

928,125

(c)

Ecuador

Government

International

Bond

(Step

Bond)

5.000

07/31/30

586,712‌

650,162

(c)

Ecuador

Government

International

Bond

(Step

Bond)

1.000

07/31/35

322,581‌

188,000

(c)

Ecuador

Government

International

Bond

(Step

Bond)

2.500

07/31/40

85,352‌

EUR

1,400,000

(c)

Egypt

Government

International

Bond

5.625

04/16/30

1,196,955‌

1,500,000

(c)

Egypt

Government

International

Bond

7.053

01/15/32

1,197,849‌

2,475,000

(c)

Egypt

Government

International

Bond

8.500

01/31/47

1,834,965‌

2,250,000

(c)

Egypt

Government

International

Bond

8.875

05/29/50

1,709,775‌

INR

45,000,000

European

Bank

for

Reconstruction

&

Development

6.300

10/26/27

527,079‌

1,375,000

(c)

Export-Import

Bank

of

India

3.875

02/01/28

1,315,751‌

2,000,000

(c)

Export-Import

Bank

of

India

2.250

01/13/31

1,658,790‌

2,200,000

(c)

Ghana

Government

International

Bond

8.125

03/26/32

1,127,500‌

950,000

(c)

Guatemala

Government

Bond

3.700

10/07/33

774,708‌

600,000

(c)

Guatemala

Government

Bond

6.125

06/01/50

544,773‌

1,250,000

(c)

Honduras

Government

International

Bond

5.625

06/24/30

1,064,063‌

2,155,000

(c)

Hong

Kong

Government

International

Bond

4.625

01/11/33

2,184,286‌

710,000

(c)

Hungary

Government

International

Bond

6.125

05/22/28

722,780‌

725,000

(c)

Hungary

Government

International

Bond

5.250

06/16/29

711,594‌

HUF

402,500,000

Hungary

Government

International

Bond

3.000

08/21/30

891,018‌

425,000

(c)

Hungary

Government

International

Bond

2.125

09/22/31

336,281‌

225,000

Indonesia

Government

International

Bond

3.550

03/31/32

201,709‌

IDR

14,160,000,000

International

Bank

for

Reconstruction

&

Development

6.250

01/19/29

854,538‌

1,175,000

(c)

Iraq

Government

International

Bond

5.800

01/15/28

1,097,036‌

1,500,000

Israel

Government

International

Bond

5.375

03/12/29

1,471,512‌

EUR

125,000

(c)

Ivory

Coast

Government

International

Bond

4.875

01/30/32

111,948‌

1,375,000

(c)

Ivory

Coast

Government

International

Bond

8.250

01/30/37

1,331,963‌

805,417

(c)

Ivory

Coast

Government

International

Bond

(Step

Bond)

5.750

12/31/32

748,877‌

1,675,000

Jamaica

Government

International

Bond

6.750

04/28/28

1,706,825‌

1,500,000

Jamaica

Government

International

Bond

8.000

03/15/39

1,754,128‌

500,000

(c)

Jordan

Government

International

Bond

7.500

01/13/29

489,375‌

875,000

(c)

Jordan

Government

International

Bond

7.375

10/10/47

743,552‌

925,000

(c)

Kazakhstan

Government

International

Bond

6.500

07/21/45

1,066,486‌

2,500,000

(c)

Kenya

Government

International

Bond

7.000

05/22/27

2,377,210‌

445,000

(c)

Magyar

Export-Import

Bank

Zrt

6.125

12/04/27

446,287‌

MYR

1,450,000

Malaysia

Government

Bond

3.828

07/05/34

306,141‌

MXN

18,000,000

Mexican

Bonos

5.750

03/05/26

909,278‌

MXN

16,300,000

Mexican

Bonos

8.500

11/18/38

789,358‌

550,000

Mexico

Government

International

Bond

5.400

02/09/28

547,874‌

525,000

Mexico

Government

International

Bond

3.250

04/16/30

461,690‌

1,859,000

Mexico

Government

International

Bond

6.050

01/11/40

1,795,339‌

3,000,000

Mexico

Government

International

Bond

4.280

08/14/41

2,322,070‌

2,325,000

Mexico

Government

International

Bond

5.000

04/27/51

1,860,218‌

2,500,000

Mexico

Government

International

Bond

6.400

05/07/54

2,380,927‌

500,000

(c)

Mongolia

Government

International

Bond

5.125

04/07/26

483,750‌

1,025,000

(c)

Morocco

Government

International

Bond

3.000

12/15/32

823,880‌

2,575,000

(c)

Morocco

Government

International

Bond

5.500

12/11/42

2,268,253‌

525,000

(c)

Morocco

Government

International

Bond

4.000

12/15/50

360,373‌

850,000

(c)

Nigeria

Government

International

Bond

8.375

03/24/29

796,850‌

251

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FOREIGN

GOVERNMENT

BONDS—continued

$

1,250,000

(c)

Nigeria

Government

International

Bond

7.375

%

09/28/33

$

1,020,508‌

1,500,000

(c)

Oman

Government

International

Bond

7.375

10/28/32

1,659,150‌

525,000

(c)

Oman

Government

International

Bond

6.500

03/08/47

523,688‌

2,675,000

(c)

OPEC

Fund

for

International

Development

4.500

01/26/26

2,639,601‌

1,800,000

Panama

Bonos

del

Tesoro

3.362

06/30/31

1,435,500‌

2,250,000

Panama

Government

International

Bond

4.500

04/01/56

1,453,331‌

500,000

(c)

Paraguay

Government

International

Bond

6.000

02/09/36

501,911‌

1,475,000

(c)

Paraguay

Government

International

Bond

5.400

03/30/50

1,286,692‌

3,040,000

Philippine

Government

International

Bond

4.200

03/29/47

2,534,600‌

1,803,168

(c)

Provincia

de

Buenos

Aires

(Step

Bond)

6.375

09/01/37

741,553‌

5,000,000

Republic

of

Italy

Government

International

Bond

4.000

10/17/49

3,714,800‌

1,000,000

(c)

Republic

of

Kenya

Government

International

Bond

9.750

02/16/31

958,650‌

575,000

(c)

Republic

of

Kenya

Government

International

Bond

6.300

01/23/34

429,033‌

PLN

3,775,000

Republic

of

Poland

Government

International

Bond

6.000

10/25/33

960,655‌

3,248,000

Republic

of

Poland

Government

International

Bond

5.500

04/04/53

3,183,706‌

1,500,000

Republic

of

South

Africa

Government

International

Bond

4.300

10/12/28

1,376,325‌

ZAR

19,500,000

Republic

of

South

Africa

Government

International

Bond

8.875

02/28/35

902,667‌

ZAR

9,300,000

Republic

of

South

Africa

Government

International

Bond

8.750

01/31/44

379,667‌

2,150,000

Republic

of

South

Africa

Government

International

Bond

5.375

07/24/44

1,621,444‌

UZS

8,925,000

(c)

Republic

of

Uzbekistan

International

Bond

14.000

07/19/24

711‌

UZS

5,990,000,000

(c)

Republic

of

Uzbekistan

International

Bond

16.625

05/29/27

476,999‌

1,115,000

(c)

Republic

of

Uzbekistan

International

Bond

7.850

10/12/28

1,150,245‌

1,000,000

(c),(d)

Romanian

Government

International

Bond

5.250

11/25/27

981,245‌

750,000

(c),(h)

Romanian

Government

International

Bond

5.875

01/30/29

745,200‌

1,425,000

(c)

Romanian

Government

International

Bond

4.000

02/14/51

981,113‌

3,150,000

(c)

Rwanda

International

Government

Bond

5.500

08/09/31

2,524,851‌

2,050,000

(c)

Saudi

Government

International

Bond

5.000

01/16/34

2,013,305‌

2,000,000

(c)

Saudi

Government

International

Bond

3.750

01/21/55

1,414,760‌

1,425,000

(c)

Senegal

Government

International

Bond

6.750

03/13/48

1,029,263‌

1,225,000

(c)

Serbia

Government

International

Bond

2.125

12/01/30

977,648‌

1,400,000

(c)

Serbia

Government

International

Bond

6.500

09/26/33

1,418,858‌

2,400,000

State

of

Israel

3.800

05/13/60

1,550,712‌

1,575,000

(d)

Turkiye

Government

International

Bond

7.625

05/15/34

1,584,844‌

1,250,000

(c)

Ukraine

Government

International

Bond

6.876

05/21/31

356,250‌

841,965

(c)

Zambia

Government

International

Bond

5.750

06/30/33

737,499‌

695,891

(c)

Zambia

Government

International

Bond

0.500

12/31/53

339,247‌

TOTAL

FOREIGN

GOVERNMENT

BONDS

125,724,054‌

MORTGAGE

BACKED

-

23.4%

1,539,257

(a),(c)

Bayview

MSR

Opportunity

Master

Fund

Trust

3.000

10/25/51

1,259,979‌

102,558

Citicorp

Mortgage

Securities,

Inc

5.500

07/25/35

96,004‌

33,518,557

(a),(c)

Citigroup

Mortgage

Loan

Trust

0.155

02/25/52

280,446‌

3,757,091

(a),(c)

Citigroup

Mortgage

Loan

Trust

0.250

02/25/52

52,320‌

2,645,000

(a),(c)

Connecticut

Avenue

Securities

Trust

SOFR30A

+

1.900%

7.235

12/25/41

2,679,098‌

2,480,000

(a),(c)

Connecticut

Avenue

Securities

Trust

SOFR30A

+

4.500%

9.835

01/25/42

2,614,076‌

7,555,870

(a),(c)

Connecticut

Avenue

Securities

Trust

SOFR30A

+

3.100%

8.435

03/25/42

7,880,073‌

3,600,000

(a),(c)

Connecticut

Avenue

Securities

Trust

SOFR30A

+

9.850%

14.823

03/25/42

4,131,620‌

9,165,000

(a),(c)

Connecticut

Avenue

Securities

Trust

SOFR30A

+

4.650%

9.985

06/25/42

9,946,622‌

1,525,000

(a),(c)

Connecticut

Avenue

Securities

Trust

SOFR30A

+

3.350%

8.685

01/25/43

1,613,628‌

550,000

(a),(c)

Connecticut

Avenue

Securities

Trust

SOFR30A

+

5.350%

10.685

05/25/43

607,425‌

1,515,000

(a),(c)

Connecticut

Avenue

Securities

Trust

SOFR30A

+

3.100%

8.435

06/25/43

1,603,215‌

425,000

(a),(c)

Connecticut

Avenue

Securities

Trust

SOFR30A

+

6.850%

12.185

06/25/43

477,413‌

2,665,000

(a),(c)

Connecticut

Avenue

Securities

Trust

SOFR30A

+

3.900%

9.188

07/25/43

2,833,252‌

2,170,000

(a),(c)

Connecticut

Avenue

Securities

Trust

SOFR30A

+

3.550%

8.885

10/25/43

2,272,244‌

24,200

Countrywide

Alternative

Loan

Trust

5.000

12/25/56

21,597‌

272,128

(a)

Countrywide

Home

Loan

Mortgage

Pass

Through

Trust

5.311

11/20/34

253,868‌

14,317

Countrywide

Home

Loan

Mortgage

Pass

Through

Trust

5.250

09/25/35

13,320‌

1,256,414

(a)

Federal

Home

Loan

Mortgage

Corp

(FHLMC)

SOFR30A

+

5.806%

0.472

03/15/44

98,557‌

Nuveen

Core

Plus

Bond

Fund

June

30,

2024

252

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

3,669,572

FHLMC

3.500

%

01/15/47

$

3,191,449‌

710,634

FHLMC

4.000

10/15/47

652,309‌

1,244,515

FHLMC

4.000

11/15/47

1,135,220‌

3,613,128

FHLMC

4.000

01/15/48

3,353,628‌

3,420,505

FHLMC

4.000

03/15/48

3,126,343‌

1,052,463

FHLMC

4.000

04/15/48

973,716‌

3,147,937

FHLMC

4.000

04/15/48

2,862,158‌

2,682,528

(a)

FHLMC

SOFR30A

+

9.737%

1.204

06/15/48

2,359,595‌

1,908,149

(a)

FHLMC

SOFR30A

+

9.657%

1.124

10/15/48

1,572,106‌

33,070,171

FHLMC

3.000

11/01/49

28,665,054‌

2,119,681

FHLMC

2.000

09/25/50

274,052‌

2,828,849

FHLMC

3.000

10/25/50

1,957,505‌

13,870,703

FHLMC

2.500

02/25/51

2,312,213‌

3,604,044

FHLMC

2.500

05/25/51

2,185,379‌

4,358,186

FHLMC

2.500

11/01/51

3,574,809‌

3,438,783

FHLMC

3.000

11/01/51

2,975,971‌

5,259,996

FHLMC

3.000

11/01/51

4,575,484‌

650,404

FHLMC

3.000

11/01/51

569,446‌

956,824

FHLMC

3.000

11/01/51

832,306‌

2,901,754

FHLMC

3.000

02/01/52

2,471,759‌

3,943,177

FHLMC

3.000

03/01/52

3,358,211‌

5,827,520

FHLMC

2.500

04/01/52

4,784,041‌

2,184,526

FHLMC

3.000

04/01/52

1,883,183‌

3,004,132

FHLMC

4.000

04/01/52

2,753,955‌

3,573,598

FHLMC

3.500

05/01/52

3,182,285‌

498,765

FHLMC

3.000

06/01/52

426,824‌

3,694,332

FHLMC

3.000

06/01/52

3,145,989‌

420,411

FHLMC

3.500

06/01/52

373,340‌

6,135,344

FHLMC

4.500

06/01/52

5,792,211‌

6,037,787

FHLMC

4.500

07/01/52

5,700,108‌

1,446,590

FHLMC

4.000

08/25/52

1,162,011‌

218,146

FHLMC

3.000

10/01/52

185,689‌

2,650,347

FHLMC

4.500

10/25/52

2,381,382‌

3,194,169

FHLMC

5.500

11/25/52

3,103,708‌

2,580,351

FHLMC

3.500

12/01/52

2,284,894‌

1,630,002

FHLMC

5.500

02/25/53

1,591,803‌

12,477,420

FHLMC

5.500

08/01/53

12,321,998‌

293

Federal

Home

Loan

Mortgage

Corp

Gold

(FGLMC)

8.000

01/01/31

293‌

84,727

FGLMC

7.000

12/01/33

87,225‌

14,271

FGLMC

4.500

10/01/34

13,724‌

22,656

FGLMC

7.000

05/01/35

23,340‌

840,746

FGLMC

5.000

06/01/36

831,261‌

328,831

FGLMC

4.500

10/01/44

316,623‌

56,343

FGLMC

4.500

11/01/44

54,251‌

102,166

FGLMC

4.500

11/01/44

98,373‌

55,425

FGLMC

4.500

12/01/44

53,428‌

59,526

FGLMC

4.500

12/01/44

57,316‌

494,864

FGLMC

3.500

04/01/45

450,341‌

1,792,222

FGLMC

3.500

08/01/45

1,634,271‌

1,017,330

FGLMC

3.500

10/01/45

923,221‌

1,136,923

FGLMC

4.500

06/01/47

1,095,927‌

1,116,356

FGLMC

4.000

09/01/47

1,042,374‌

1,299,067

FGLMC

3.500

12/01/47

1,177,358‌

7,147,903

FGLMC

4.500

08/01/48

6,879,807‌

80

Federal

National

Mortgage

Association

(FNMA)

9.000

11/01/25

80‌

1,875

FNMA

7.000

05/01/26

1,928‌

7,490

FNMA

7.000

07/25/26

7,450‌

448

FNMA

7.500

01/01/29

452‌

230

FNMA

7.500

02/01/30

233‌

803,915

FNMA

3.500

05/01/32

774,986‌

91,079

FNMA

7.000

07/01/32

93,671‌

253

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

22,053

FNMA

7.000

%

07/01/32

$

22,681‌

23,803

FNMA

4.500

10/01/33

23,050‌

1,092,466

FNMA

5.000

05/01/35

1,077,620‌

643,441

FNMA

5.000

10/01/35

635,181‌

486,832

FNMA

5.000

02/01/36

480,832‌

497,907

FNMA

5.500

11/01/38

499,735‌

4,968,421

FNMA

3.000

05/01/40

4,438,881‌

1,683,638

FNMA

3.500

05/01/40

1,560,515‌

154,423

FNMA

5.000

09/01/40

152,699‌

328,687

FNMA

5.000

05/01/41

324,612‌

2,174,894

FNMA

4.000

09/01/42

2,039,046‌

315,880

(a)

FNMA

2.502

12/25/42

161,019‌

1,824,504

(a)

FNMA

SOFR30A

+

5.836%

0.500

09/25/43

193,783‌

539,985

FNMA

4.500

02/01/44

519,850‌

136,671

FNMA

4.500

03/01/44

132,646‌

5,204,319

FNMA

4.000

05/01/44

4,904,814‌

519,827

FNMA

4.500

06/01/44

499,879‌

1,563,272

FNMA

4.500

10/01/44

1,503,277‌

410,639

FNMA

5.000

11/01/44

406,063‌

422,239

FNMA

4.000

01/01/45

395,863‌

148,875

FNMA

4.500

03/01/45

143,162‌

1,152,870

FNMA

3.500

05/01/45

1,049,904‌

1,249,715

FNMA

3.000

07/25/45

1,087,768‌

542,212

FNMA

3.500

01/01/46

491,421‌

355,691

FNMA

4.000

04/01/46

333,460‌

256,942

FNMA

3.500

06/01/46

232,606‌

2,945,686

FNMA

3.500

07/01/46

2,666,998‌

3,551,836

FNMA

3.500

07/01/46

3,232,544‌

69,137

FNMA

3.000

08/01/46

60,350‌

1,397,723

FNMA

3.000

10/01/46

1,193,865‌

974,818

FNMA

3.500

10/01/46

882,284‌

1,383,835

FNMA

4.500

05/01/47

1,344,237‌

1,047,670

FNMA

3.500

11/01/47

950,553‌

8,779,445

FNMA

3.500

01/01/48

7,946,358‌

4,610,546

FNMA

4.500

01/01/48

4,430,895‌

885,787

FNMA

4.500

02/01/48

851,454‌

2,465,242

FNMA

3.500

02/25/48

2,115,285‌

3,029,457

FNMA

4.500

05/01/48

2,910,157‌

2,166,914

FNMA

4.500

05/01/48

2,081,135‌

1,798,100

FNMA

4.000

07/25/48

1,643,782‌

4,870,531

FNMA

2.000

08/25/50

626,599‌

3,857,615

FNMA

2.000

10/25/50

2,524,448‌

12,249,426

FNMA

2.500

11/25/50

1,713,077‌

4,142,000

FNMA

3.000

12/25/50

711,995‌

76,399

FNMA

3.000

02/25/51

12,826‌

3,119,083

FNMA

3.000

09/01/51

2,700,594‌

5,558,718

FNMA

2.500

11/01/51

4,554,631‌

4,837,035

FNMA

2.500

11/25/51

594,497‌

4,087,466

FNMA

2.500

12/01/51

3,366,120‌

8,215,040

FNMA

2.500

02/01/52

6,799,737‌

1,871,957

FNMA

2.500

02/01/52

1,546,464‌

14,842,975

FNMA

3.500

02/01/52

13,267,552‌

10,720,168

FNMA

3.000

04/01/52

9,228,222‌

1,074,165

FNMA

3.000

04/01/52

914,963‌

862,054

FNMA

3.500

04/01/52

763,541‌

2,825,552

FNMA

3.000

05/01/52

2,429,928‌

1,337,513

FNMA

3.500

05/01/52

1,184,668‌

25,722,718

FNMA

4.000

05/01/52

23,578,819‌

1,506,651

FNMA

4.000

05/25/52

1,169,569‌

117,667

FNMA

3.000

06/01/52

100,219‌

5,084,268

FNMA

3.500

06/01/52

4,503,315‌

Nuveen

Core

Plus

Bond

Fund

June

30,

2024

254

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

8,722,824

FNMA

3.500

%

06/01/52

$

7,759,444‌

10,372,195

FNMA

4.000

06/01/52

9,498,442‌

2,936,791

FNMA

4.500

06/01/52

2,772,673‌

1,731,990

FNMA

3.000

07/01/52

1,475,034‌

20,584,594

FNMA

4.000

07/01/52

18,838,073‌

30,065,059

FNMA

4.000

07/01/52

27,527,779‌

2,703,061

FNMA

4.500

07/01/52

2,552,002‌

1,798,094

FNMA

4.500

07/01/52

1,697,602‌

16,738,932

FNMA

4.500

07/01/52

15,782,746‌

3,993,098

FNMA

4.500

07/25/52

3,760,578‌

25,288,800

FNMA

5.000

08/01/52

24,501,213‌

2,354,190

FNMA

4.500

08/25/52

1,942,653‌

7,948,616

FNMA

3.500

09/01/52

7,038,479‌

60,974,340

FNMA

4.000

09/01/52

55,858,636‌

79,536,428

FNMA

4.500

09/01/52

75,044,156‌

17,464,896

FNMA

5.000

09/01/52

16,915,125‌

1,786,090

FNMA

4.000

09/25/52

1,461,706‌

2,076,599

FNMA

4.000

09/25/52

1,784,546‌

25,422,806

FNMA

4.000

10/01/52

23,265,740‌

17,955,547

FNMA

4.500

10/01/52

16,952,069‌

8,850,612

FNMA

5.000

10/01/52

8,569,046‌

1,963,421

FNMA

4.500

10/25/52

1,820,330‌

1,720,021

FNMA

4.500

10/25/52

1,538,799‌

4,281,152

FNMA

4.000

11/01/52

3,920,042‌

33,758,086

FNMA

4.500

11/01/52

31,841,438‌

3,144,860

FNMA

5.500

11/25/52

3,018,222‌

5,522,715

FNMA

5.500

12/01/52

5,449,603‌

146,694

FNMA

5.000

01/01/53

141,978‌

13,031,667

FNMA

5.000

02/01/53

12,607,349‌

8,557,129

FNMA

5.500

02/01/53

8,445,944‌

16,196,162

FNMA

5.000

04/01/53

15,666,296‌

3,059,352

FNMA

5.000

06/01/53

2,982,939‌

16,563,626

FNMA

5.500

06/01/53

16,343,308‌

27,891,867

FNMA

5.000

08/01/53

26,967,138‌

45,651,968

FNMA

5.500

10/01/53

45,031,148‌

489,205

FNMA

6.000

01/01/54

490,659‌

38,329

Government

National

Mortgage

Association

(GNMA)

5.000

02/15/33

38,294‌

66,004

GNMA

5.000

09/15/33

66,142‌

3,024,953

GNMA

3.700

10/15/33

2,874,093‌

6,778

GNMA

5.500

04/15/34

6,901‌

8,766

GNMA

5.000

04/15/38

8,749‌

6,909,864

GNMA

5.000

01/20/40

1,502,825‌

3,187,129

GNMA

4.500

03/20/40

575,279‌

5,161,347

GNMA

5.000

03/20/40

1,047,688‌

3,447,374

GNMA

2.500

12/20/43

2,997,416‌

1,187,432

GNMA

3.000

03/20/45

1,033,860‌

779,414

GNMA

4.500

12/20/45

771,744‌

1,929,674

GNMA

4.000

06/20/46

233,508‌

1,804,922

GNMA

5.000

09/20/46

343,782‌

2,754,382

(a)

GNMA

TSFR1M

+

5.986%

0.647

03/20/50

341,595‌

5,445,462

GNMA

3.000

11/20/51

3,795,147‌

7,743,699

GNMA

3.000

12/20/51

5,249,994‌

5,067,840

GNMA

3.000

01/20/52

3,507,305‌

2,020,248

GNMA

2.500

02/20/52

1,647,784‌

6,408,019

GNMA

3.000

02/20/52

4,258,665‌

4,437,097

GNMA

4.000

04/20/52

3,674,182‌

5,131,883

GNMA

5.000

04/20/52

981,326‌

23,055,776

GNMA

3.500

07/20/52

20,700,327‌

2,267,043

GNMA

4.000

07/20/52

1,794,348‌

4,440,291

GNMA

4.000

08/20/52

4,103,186‌

12,354,073

GNMA

4.500

08/20/52

11,774,251‌

255

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

21,113,071

GNMA

4.000

%

09/20/52

$

19,510,165‌

3,572,685

GNMA

4.500

09/20/52

3,215,442‌

3,488,723

GNMA

4.500

09/20/52

3,145,687‌

1,998,262

GNMA

4.500

09/20/52

1,716,493‌

2,882,929

GNMA

4.500

09/20/52

2,624,418‌

3,828,413

GNMA

5.000

11/20/52

3,733,413‌

2,351,704

GNMA

4.500

02/20/53

2,044,246‌

2,065,745

GNMA

5.500

02/20/53

1,993,094‌

5,074,425

(a)

GNMA

SOFR30A

+

6.950%

1.617

05/20/53

535,709‌

19,436,734

(a)

GNMA

SOFR30A

+

26.100%

2.901

07/20/53

20,544,774‌

3,954,435

(a)

GNMA

SOFR30A

+

23.205%

2.406

08/20/53

3,858,099‌

37,479,186

(a),(c)

GS

Mortgage-Backed

Securities

Trust

0.148

08/25/51

294,410‌

6,886,369

(a),(c)

GS

Mortgage-Backed

Securities

Trust

2.500

11/25/51

5,427,617‌

3,995,208

(a),(c)

GS

Mortgage-Backed

Securities

Trust

2.500

03/25/52

3,135,135‌

2,314,409

(a),(c)

GS

Mortgage-Backed

Securities

Trust

2.500

05/01/52

1,981,715‌

1,247,970

(a),(c)

GS

Mortgage-Backed

Securities

Trust

2.830

05/28/52

988,511‌

3,583,859

(a),(c)

GS

Mortgage-Backed

Securities

Trust

3.000

08/26/52

2,933,616‌

195,305

GSR

Mortgage

Loan

Trust

6.000

01/25/35

171,014‌

50,841

(a)

Impac

CMB

Trust

TSFR1M

+

0.774%

6.120

03/25/35

45,367‌

4,810,000

(a),(c)

Imperial

Fund

Mortgage

Trust

2.383

06/25/56

3,495,526‌

113,261

(a)

JP

Morgan

Mortgage

Trust

6.081

11/25/33

108,581‌

183,168

(a),(c)

JP

Morgan

Mortgage

Trust

3.500

05/25/47

159,857‌

302,052

(a),(c)

JP

Morgan

Mortgage

Trust

3.500

10/25/48

259,396‌

90,851

(a),(c)

JP

Morgan

Mortgage

Trust

4.000

01/25/49

82,184‌

10,448,721

(a),(c)

JP

Morgan

Mortgage

Trust

0.122

06/25/51

67,853‌

18,385,991

(a),(c)

JP

Morgan

Mortgage

Trust

0.110

11/25/51

107,183‌

2,192,933

(a),(c)

JP

Morgan

Mortgage

Trust

2.500

11/25/51

1,723,583‌

18,171,285

(a),(c)

JP

Morgan

Mortgage

Trust

0.119

12/25/51

114,506‌

2,529,194

(a),(c)

JP

Morgan

Mortgage

Trust

2.500

12/25/51

1,987,875‌

3,700,135

(a),(c)

JP

Morgan

Mortgage

Trust

2.500

01/25/52

2,908,202‌

4,358,184

(a),(c)

JP

Morgan

Mortgage

Trust

0.500

04/25/52

123,193‌

2,105,915

(a),(c)

JP

Morgan

Mortgage

Trust

3.344

04/25/52

1,725,233‌

1,347,786

(a),(c)

JP

Morgan

Mortgage

Trust

3.344

04/25/52

1,092,179‌

5,448,424

(a),(c)

JP

Morgan

Mortgage

Trust

2.500

06/25/52

4,275,508‌

8,318,429

(c)

JP

Morgan

Mortgage

Trust

0.224

07/25/52

94,784‌

5,893,178

(a),(c)

JP

Morgan

Mortgage

Trust

2.500

07/25/52

4,624,517‌

2,154,481

(a),(c)

JP

Morgan

Mortgage

Trust

3.250

07/25/52

1,813,417‌

6,019,343

(a),(c)

JP

Morgan

Mortgage

Trust

3.000

08/25/52

4,927,513‌

3,991,066

(a),(c)

JP

Morgan

Mortgage

Trust

3.000

10/25/52

3,267,139‌

2,194,206

(a),(c)

JP

Morgan

Mortgage

Trust

3.000

11/25/52

1,798,945‌

1,127,081

(a),(c)

JP

Morgan

Mortgage

Trust

5.000

06/25/53

1,070,881‌

1,577,913

(a),(c)

JP

Morgan

Mortgage

Trust

5.500

06/25/53

1,529,762‌

297,664

Master

Alternative

Loan

Trust

7.000

01/25/34

285,836‌

3,222,389

(a),(c)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

2.500

08/25/51

2,532,706‌

2,629,754

(a),(c)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

2.500

09/25/51

2,066,913‌

2,852,910

(a),(c)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

2.500

09/25/51

2,463,207‌

354,257

(a),(c)

New

Residential

Mortgage

Loan

Trust

2.797

09/25/59

329,038‌

650,000

(a),(c)

NLT

Trust

2.569

08/25/56

446,775‌

2,360,534

(a),(c)

OBX

3.000

01/25/52

1,932,246‌

2,700,000

(a),(c)

Onslow

Bay

Mortgage

Loan

Trust

2.451

05/25/61

1,585,756‌

1,052,402

(a),(c)

RCKT

Mortgage

Trust

3.007

09/25/51

806,896‌

6,045,495

(a),(c)

RCKT

Mortgage

Trust

2.500

02/25/52

4,744,044‌

2,501,319

(a),(c)

RCKT

Mortgage

Trust

3.000

05/25/52

2,047,613‌

93,650

(a),(c)

Sequoia

Mortgage

Trust

4.000

06/25/49

85,021‌

577,816

(a),(c)

Sequoia

Mortgage

Trust

3.500

12/25/49

501,086‌

2,289,962

(a),(c)

Sequoia

Mortgage

Trust

2.500

06/25/51

1,816,991‌

261,594

(a),(c)

Shellpoint

Co-Originator

Trust

3.500

10/25/47

231,734‌

3,420,000

(a),(c)

Structured

Agency

Credit

Risk

Debt

Note

(STACR)

SOFR30A

+

2.400%

7.735

02/25/42

3,509,065‌

4,835,000

(a),(c)

STACR

SOFR30A

+

4.750%

10.085

02/25/42

5,164,690‌

6,705,000

(a),(c)

STACR

SOFR30A

+

2.900%

8.235

04/25/42

6,976,665‌

2,960,000

(a),(c)

STACR

SOFR30A

+

5.650%

8.647

04/25/42

3,224,307‌

Nuveen

Core

Plus

Bond

Fund

June

30,

2024

256

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MORTGAGE

BACKED—continued

$

10,590,000

(a),(c)

STACR

SOFR30A

+

3.350%

8.685

%

05/25/42

$

11,131,827‌

14,620,000

(a),(c)

STACR

SOFR30A

+

4.500%

9.835

06/25/42

15,877,618‌

7,305,000

(a),(c)

STACR

SOFR30A

+

4.000%

9.335

07/25/42

7,811,180‌

6,335,000

(a),(c)

STACR

SOFR30A

+

3.700%

9.035

09/25/42

6,752,834‌

510,000

(a),(c)

STACR

SOFR30A

+

3.100%

8.444

03/25/43

538,763‌

285,000

(a),(c)

STACR

SOFR30A

+

3.250%

8.585

04/25/43

302,286‌

12,859

(a),(c)

STACR

3.791

02/25/48

12,110‌

226,398

(a),(c)

STACR

3.848

05/25/48

218,261‌

219,003

(a),(c)

STACR

3.848

05/25/48

208,280‌

2,670,000

(a),(c)

STACR

SOFR30A

+

4.800%

10.135

10/25/50

3,058,302‌

930,000

(a),(c)

Verus

Securitization

Trust

3.207

11/25/59

861,054‌

13,031,000

(a),(c)

Verus

Securitization

Trust

3.288

11/25/66

9,634,484‌

351,514

(c)

Verus

Securitization

Trust

(Step

Bond)

1.733

05/25/65

330,646‌

1,188,592

(a),(c)

Wells

Fargo

Mortgage

Backed

Securities

Trust

3.000

08/25/51

974,481‌

7,455,208

(a),(c)

Wells

Fargo

Mortgage

Backed

Securities

Trust

3.312

08/25/51

6,036,213‌

TOTAL

MORTGAGE

BACKED

1,110,663,868‌

MUNICIPAL

BONDS

-

0.1%

4,195,000

Virgin

Islands

Water

&

Power

Authority-Electric

System

10.000

07/01/24

4,195,000‌

TOTAL

MUNICIPAL

BONDS

4,195,000‌

U.S.

TREASURY

SECURITIES

-

17.5%

755,000

United

States

Treasury

Note

0.375

07/15/24

753,552‌

3,980,000

United

States

Treasury

Note

5.000

08/31/25

3,976,891‌

1,035,000

United

States

Treasury

Note

4.875

11/30/25

1,033,828‌

5,750,000

United

States

Treasury

Note

4.625

02/28/26

5,729,336‌

2,350,000

United

States

Treasury

Note

4.500

03/31/26

2,337,699‌

23,535,000

United

States

Treasury

Note

4.875

04/30/26

23,569,935‌

2,601,000

United

States

Treasury

Note

3.625

05/15/26

2,547,964‌

900,000

United

States

Treasury

Note

4.875

05/31/26

901,828‌

550,000

United

States

Treasury

Note

4.375

08/15/26

546,391‌

3,060,000

United

States

Treasury

Note

4.000

01/15/27

3,015,534‌

950,000

United

States

Treasury

Note

4.500

04/15/27

948,590‌

3,000,000

United

States

Treasury

Note

4.500

05/15/27

2,996,016‌

410,000

United

States

Treasury

Note

1.375

10/31/28

361,537‌

50,291,000

United

States

Treasury

Note

4.500

05/31/29

50,632,822‌

2,000,000

United

States

Treasury

Note

3.500

04/30/30

1,912,187‌

1,635,000

United

States

Treasury

Note

3.750

06/30/30

1,582,629‌

7,500,000

United

States

Treasury

Note

4.000

07/31/30

7,357,031‌

19,750,000

United

States

Treasury

Note

3.750

12/31/30

19,078,808‌

26,150,000

United

States

Treasury

Note

4.000

01/31/31

25,623,935‌

8,548,300

United

States

Treasury

Note

4.250

02/28/31

8,497,878‌

10,625,000

United

States

Treasury

Note

4.125

03/31/31

10,485,132‌

3,000,000

United

States

Treasury

Note

4.625

04/30/31

3,048,281‌

33,940,000

United

States

Treasury

Note

3.375

05/15/33

31,454,160‌

25,570,000

United

States

Treasury

Note

4.375

05/15/34

25,577,991‌

23,980,000

United

States

Treasury

Note

2.250

05/15/41

17,349,905‌

38,000,000

United

States

Treasury

Note

1.750

08/15/41

25,109,687‌

14,775,000

United

States

Treasury

Note

2.000

11/15/41

10,150,310‌

154,896,900

United

States

Treasury

Note

2.375

02/15/42

112,760,103‌

1,823,000

United

States

Treasury

Note

3.250

05/15/42

1,515,938‌

4,800,000

United

States

Treasury

Note

4.000

11/15/42

4,423,500‌

112,996,000

United

States

Treasury

Note

3.875

02/15/43

102,137,791‌

9,440,000

United

States

Treasury

Note

3.875

05/15/43

8,517,387‌

9,745,000

United

States

Treasury

Note

4.375

08/15/43

9,406,209‌

31,850,000

United

States

Treasury

Note

4.750

11/15/43

32,273,008‌

42,650,000

United

States

Treasury

Note

4.500

02/15/44

41,836,984‌

21,600,000

(d)

United

States

Treasury

Note

4.625

05/15/44

21,559,500‌

135,110,000

United

States

Treasury

Note

2.250

02/15/52

86,069,292‌

64,156,000

United

States

Treasury

Note

3.625

02/15/53

54,577,709‌

59,915,000

United

States

Treasury

Note

4.250

02/15/54

57,050,314‌

257

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

U.S.

TREASURY

SECURITIES—continued

$

9,400,000

United

States

Treasury

Note

4.625

%

05/15/54

$

9,530,719‌

TOTAL

U.S.

TREASURY

SECURITIES

828,238,311‌

TOTAL

GOVERNMENT

BONDS

2,068,821,233‌

(Cost

$2,251,722,290)

STRUCTURED

ASSETS

-

13.0%

ASSET

BACKED

-

4.0%

1,214,048

(c)

AASET

Trust

6.413

01/16/40

358,155‌

Series

-

2020

1A

(Class

C)

2,100,000

(a),(c)

AGL

CLO

19

Ltd

TSFR3M

+

2.750%

8.075

07/21/35

2,106,957‌

Series

-

2022

19A

(Class

B1)

3,100,000

(c)

AMSR

Trust

3.218

04/17/37

3,019,607‌

Series

-

2020

SFR1

(Class

E)

7,000,000

(a),(c)

Apidos

CLO

XXIV

TSFR3M

+

1.612%

6.936

10/20/30

7,004,718‌

Series

-

2016

24A

(Class

A2LX)

1,000,000

(a),(c)

Apidos

CLO

XXIX

TSFR3M

+

1.812%

7.135

07/25/30

1,000,958‌

Series

-

2018

29A

(Class

A2)

2,423,908

(c)

Apollo

aviation

securitization

2.798

01/15/47

2,167,479‌

Series

-

2021

2A

(Class

A)

955,000

(c)

Avis

Budget

Rental

Car

Funding

AESOP

LLC

4.240

09/22/25

952,030‌

Series

-

2019

2A

(Class

C)

2,797,000

(c)

Avis

Budget

Rental

Car

Funding

AESOP

LLC

2.130

08/20/27

2,577,884‌

Series

-

2021

1A

(Class

C)

5,075,000

(c)

Avis

Budget

Rental

Car

Funding

AESOP

LLC

4.080

02/20/28

4,534,896‌

Series

-

2021

2A

(Class

D)

1,000,000

(a),(c)

Bonanza

RE

Ltd

3-Month

US

Treasury

Bill

+

4.910%

10.270

12/23/24

965,000‌

Series

-

2020

A

(Class

A)

1,016,488

(c)

BRE

Grand

Islander

Timeshare

Issuer

LLC

3.280

09/26/33

978,688‌

Series

-

2019

A

(Class

A)

451,735

(c)

British

Airways

Pass

Through

Trust

8.375

11/15/28

472,507‌

Series

-

2020

A

(Class

A)

1,800,598

(c)

British

Airways

Pass

Through

Trust

3.800

09/20/31

1,692,101‌

Series

-

2018

1

(Class

AA)

3,146,885

(c)

Capital

Automotive

REIT

1.920

08/15/51

2,885,707‌

Series

-

2021

1A

(Class

A3)

2,456,250

(c)

Cars

Net

Lease

Mortgage

Notes

Series

3.100

12/15/50

2,214,770‌

Series

-

2020

1A

(Class

A3)

2,500,000

(c)

Cars

Net

Lease

Mortgage

Notes

Series

4.690

12/15/50

2,209,604‌

Series

-

2020

1A

(Class

B1)

1,250,000

(a),(c)

Cayuga

Park

CLO

Ltd

TSFR3M

+

6.262%

1.000

07/17/34

1,255,890‌

Series

-

2020

1A

(Class

ER)

345,826

(a)

C-BASS

Trust

TSFR1M

+

0.274%

3.530

07/25/36

332,053‌

Series

-

2006

CB6

(Class

A1)

6,451,318

(a),(c)

CBRE

Realty

Finance

LIBOR

3

M

+

0.300%

5.891

04/07/52

16,128‌

Series

-

2007

1A

(Class

A2)

5,432

Centex

Home

Equity

5.540

01/25/32

5,347‌

Series

-

2002

A

(Class

AF6)

4,375,000

(a),(c)

CIFC

Funding

TSFR3M

+

1.712%

7.040

04/15/34

4,379,607‌

Series

-

2021

2A

(Class

B)

1,500,000

(a),(c)

CIFC

Funding

Ltd

TSFR3M

+

2.562%

7.879

01/17/35

1,503,400‌

Series

-

2014

4RA

(Class

BR)

1,675,000

(c)

Cologix

Data

Centers

US

Issuer

LLC

3.300

12/26/51

1,533,025‌

Series

-

2021

1A

(Class

A2)

17,926

Countrywide

Asset-Backed

Certificates

(Step

Bond)

5.216

10/25/27

15,596‌

Series

-

2002

S4

(Class

A5)

9,850,000

(c)

Crescendo

Royalty

Funding

LP

3.567

12/20/51

9,211,092‌

Series

-

2021

1

(Class

A)

4,271,963

(c)

DB

Master

Finance

LLC

4.021

05/20/49

4,135,132‌

Series

-

2019

1A

(Class

A2II)

3,095,625

(c)

DB

Master

Finance

LLC

4.352

05/20/49

2,931,437‌

Series

-

2019

1A

(Class

A23)

Nuveen

Core

Plus

Bond

Fund

June

30,

2024

258

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ASSET

BACKED—continued

$

2,315,625

(c)

DB

Master

Finance

LLC

2.045

%

11/20/51

$

2,126,113‌

Series

-

2021

1A

(Class

A2I)

6,727,500

(c)

DB

Master

Finance

LLC

2.493

11/20/51

5,908,671‌

Series

-

2021

1A

(Class

A2II)

554,352

(c)

Diamond

Resorts

Owner

Trust

2.700

11/21/33

526,623‌

Series

-

2021

1A

(Class

C)

288,725

(c)

Diamond

Resorts

Owner

Trust

3.830

11/21/33

266,256‌

Series

-

2021

1A

(Class

D)

2,847,425

(c)

Domino's

Pizza

Master

Issuer

LLC

4.474

10/25/45

2,791,786‌

Series

-

2015

1A

(Class

A2II)

1,492,313

(c)

Domino's

Pizza

Master

Issuer

LLC

4.116

07/25/48

1,456,461‌

Series

-

2018

1A

(Class

A2I)

301,607

(a),(c)

Ellington

Loan

Acquisition

Trust

TSFR1M

+

1.214%

6.560

05/25/37

299,053‌

Series

-

2007

2

(Class

A2C)

3,250,000

(a),(c)

Elmwood

CLO

26

Ltd

TSFR3M

+

3.600%

8.891

04/18/37

3,334,256‌

Series

-

2024

1A

(Class

D)

210,115

(c)

HERO

Funding

Trust

3.280

09/20/48

183,281‌

Series

-

2017

2A

(Class

A1)

420,230

(c)

HERO

Funding

Trust

4.070

09/20/48

375,842‌

Series

-

2017

2A

(Class

A2)

4,525,000

(c)

Hertz

Vehicle

Financing

LLC

2.050

12/26/25

4,461,250‌

Series

-

2021

1A

(Class

C)

3,750,000

(c)

HIFI

A2

3.939

02/01/62

3,531,518‌

Series

-

2022

1A

(Class

A2)

341,851

(c)

Hilton

Grand

Vacations

Trust

4.000

02/25/32

334,679‌

Series

-

2018

AA

(Class

C)

881,583

(c)

Hilton

Grand

Vacations

Trust

2.840

07/25/33

845,783‌

Series

-

2019

AA

(Class

C)

20,629

(a)

Home

Equity

Asset

Trust

TSFR1M

+

1.614%

3.986

06/25/33

19,823‌

Series

-

2003

1

(Class

M1)

1,484,160

(c)

Horizon

Aircraft

Finance

II

Ltd

3.721

07/15/39

1,357,069‌

Series

-

2019

1

(Class

A)

6,982,725

(c)

Horizon

Aircraft

Finance

III

Ltd

3.425

11/15/39

6,045,978‌

Series

-

2019

2

(Class

A)

3,000,000

(c),(g)

Industrial

DPR

Funding

Ltd

5.380

04/15/34

2,565,930‌

Series

-

2022

1A

(Class

1)

499,977

(a),(c)

Invitation

Homes

Trust

TSFR1M

+

1.364%

6.693

01/17/38

500,697‌

Series

-

2018

SFR4

(Class

B)

1,519,244

(c)

Jonah

Energy

Abs

I

LLC

7.200

11/20/37

1,510,836‌

Series

-

2022

1

(Class

A1)

2,382,420

(c)

Lunar

Structured

Aircraft

Portfolio

Notes

5.682

10/15/46

2,130,241‌

Series

-

2021

1

(Class

C)

1,000,000

(a),(c)

Madison

Park

Funding

XXXVI

Ltd

TSFR3M

+

3.500%

5.981

04/15/35

1,005,244‌

Series

-

2019

36A

(Class

D1R)

1,000,000

(a),(c)

Magnetite

XXIII

Ltd

TSFR3M

+

6.562%

7.484

01/25/35

1,009,764‌

Series

-

2019

23A

(Class

ER)

3,500,000

(a),(c)

Magnetite

XXIII

Ltd

TSFR3M

+

2.312%

7.635

01/25/35

3,505,103‌

Series

-

2019

23A

(Class

CR)

292,645

Mid-State

Capital

Trust

5.745

01/15/40

288,127‌

Series

-

2005

1

(Class

A)

800,000

(a),(c)

MSCG

Trust

3.577

06/07/35

711,168‌

Series

-

2015

ALDR

(Class

C)

4,310,000

(a),(c)

MSCG

Trust

3.577

06/07/35

3,766,361‌

Series

-

2015

ALDR

(Class

D)

781,242

(c)

MVW

LLC

2.230

05/20/39

718,815‌

Series

-

2021

2A

(Class

C)

413,164

(c)

MVW

Owner

Trust

3.900

01/21/36

412,386‌

Series

-

2018

1A

(Class

C)

448,002

(c)

MVW

Owner

Trust

3.330

11/20/36

433,726‌

Series

-

2019

1A

(Class

C)

259

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ASSET

BACKED—continued

$

1,730,000

(a),(c)

Myers

Park

CLO

Ltd

TSFR3M

+

1.862%

7.186

%

10/20/30

$

1,733,104‌

Series

-

2018

1A

(Class

B1)

1,500,000

(c)

NBC

Funding

LLC

4.970

07/30/51

1,366,594‌

Series

-

2021

1

(Class

B)

1,000,000

(c)

Oak

Street

Investment

Grade

Net

Lease

Fund

Series

4.230

01/20/51

893,586‌

Series

-

2021

1A

(Class

B1)

1,000,000

(a),(c)

Palmer

Square

CLO

Ltd

TSFR3M

+

3.212%

5.462

01/15/35

1,002,123‌

Series

-

2021

3A

(Class

D)

2,500,000

(a),(c)

Palmer

Square

CLO

Ltd

TSFR3M

+

3.050%

8.375

04/20/35

2,503,695‌

Series

-

2022

1A

(Class

D)

600,000

(c)

Progress

Residential

Trust

2.711

11/17/40

531,075‌

Series

-

2021

SFR9

(Class

D)

3,368,149

(c)

Purewest

Funding

LLC

4.091

12/22/36

3,262,448‌

Series

-

2021

1

(Class

A1)

500,000

(a),(c)

Residential

Reinsurance

2021

Ltd

3-Month

US

Treasury

Bill

+

2.710%

8.078

06/06/25

479,600‌

Series

-

2020

A

(Class

A)

500,000

(a),(c)

Residential

Reinsurance

2021

Ltd

3-Month

US

Treasury

Bill

+

3.880%

9.248

06/06/25

474,850‌

Series

-

2020

A

(Class

A)

2,400,000

(a),(c)

Sanders

RE

II

Ltd

3-Month

US

Treasury

Bill

+

3.250%

3.250

04/07/25

2,311,200‌

Series

-

2020

A

(Class

A)

635,995

(c)

Settlement

Fee

Finance

LLC

3.840

11/01/49

632,677‌

Series

-

2019

1A

(Class

A)

115,673

(c)

Sierra

Timeshare

Receivables

Funding

LLC

4.540

05/20/36

115,382‌

Series

-

2019

2A

(Class

D)

932,198

(c)

Sierra

Timeshare

Receivables

Funding

LLC

1.790

11/20/37

887,580‌

Series

-

2021

1A

(Class

C)

167,586

(c)

SolarCity

LMC

4.800

11/20/38

164,091‌

Series

-

2013

1

(Class

A)

5,875,000

(c)

Stack

Infrastructure

Issuer

LLC

1.877

03/26/46

5,467,652‌

Series

-

2021

1A

(Class

A2)

2,369,275

(c)

START

Ireland

5.095

03/15/44

2,151,966‌

Series

-

2019

1

(Class

B)

95,804

(a)

Structured

Asset

Investment

Loan

Trust

TSFR1M

+

1.014%

6.360

09/25/34

90,998‌

Series

-

2004

8

(Class

M1)

10,300,000

(c)

Subway

Funding

LLC

6.028

07/30/54

10,391,570‌

Series

-

2024

1A

(Class

A2I)

5,250,000

(c)

Taco

Bell

Funding

LLC

4.970

05/25/46

5,148,682‌

Series

-

2016

1A

(Class

A23)

4,563,713

(c)

Taco

Bell

Funding

LLC

1.946

08/25/51

4,149,271‌

Series

-

2021

1A

(Class

A2I)

4,833,900

(c)

Taco

Bell

Funding

LLC

2.294

08/25/51

4,191,164‌

Series

-

2021

1A

(Class

A2II)

2,500,000

(a),(c)

TCW

CLO

Ltd

LIBOR

3

M

+

7.122%

6.985

07/25/34

2,509,728‌

Series

-

2021

2A

(Class

E)

475,000

(c)

Tricon

American

Homes

Trust

2.049

07/17/38

442,416‌

Series

-

2020

SFR1

(Class

B)

3,673,829

United

Airlines

Pass

Through

Trust

3.700

03/01/30

3,333,788‌

Series

-

2018

1

(Class

A)

4,905,993

(c)

Vine

2.790

11/15/50

4,364,052‌

Series

-

2020

1A

(Class

A)

1,553,827

(c)

Vine

6.420

11/15/50

1,436,537‌

Series

-

2020

1A

(Class

C)

2,000,000

(a),(c)

Vitality

Re

XII

Ltd

3-Month

US

Treasury

Bill

+

2.250%

2.250

01/07/25

1,999,400‌

Series

-

2020

A

(Class

A)

2,288,601

(c)

Vivint

Colar

Financing

V

LLC

7.370

04/30/48

2,127,926‌

Series

-

2018

1A

(Class

B)

6,544,359

(c)

Wendys

Funding

LLC

3.884

03/15/48

6,148,417‌

Series

-

2018

1A

(Class

A2II)

5,634,110

(c)

Wendy's

Funding

LLC

2.370

06/15/51

4,910,647‌

Series

-

2021

1A

(Class

A2I)

TOTAL

ASSET

BACKED

188,104,827‌

Nuveen

Core

Plus

Bond

Fund

June

30,

2024

260

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED

-

9.0%

$

149,298

(a),(c)

Agate

Bay

Mortgage

Trust

3.500

%

09/25/45

$

132,640‌

Series

-

2015

6

(Class

A9)

1,895,000

(a),(c)

ARES

Commercial

Mortgage

Trust

TSFR1M

+

1.692%

7.012

07/15/41

1,894,400‌

Series

-

2024

IND

(Class

A)

1,500,000

(a),(c)

Ashford

Hospitality

Trust

TSFR1M

+

2.022%

7.476

06/15/35

1,471,299‌

Series

-

2018

KEYS

(Class

C)

2,000,000

(a)

BANK

4.086

11/15/50

1,735,104‌

Series

-

2017

BNK8

(Class

B)

3,000,000

(c)

BANK

2.500

10/17/52

1,920,665‌

Series

-

2019

BN21

(Class

D)

1,000,000

BANK

3.093

10/17/52

858,081‌

Series

-

2019

BN21

(Class

AS)

1,000,000

BANK

3.455

12/15/52

856,459‌

Series

-

2019

BN23

(Class

B)

2,000,000

BANK

1.925

12/15/53

1,608,309‌

Series

-

2020

BN30

(Class

A4)

4,000,000

(a)

BANK

6.260

04/15/56

4,098,457‌

Series

-

2023

5YR1

(Class

A3)

1,725,000

BANK

5.769

06/15/57

1,750,907‌

Series

-

2024

5YR7

(Class

A3)

4,500,000

(a),(c)

BBCMS

Mortgage

Trust

4.409

08/05/38

3,525,273‌

Series

-

2018

CHRS

(Class

E)

1,769,000

(a),(c)

Benchmark

Mortgage

Trust

2.791

09/15/48

1,441,432‌

Series

-

2020

IG2

(Class

AM)

2,800,000

(a),(c)

Benchmark

Mortgage

Trust

3.229

09/15/48

2,254,100‌

Series

-

2020

IG3

(Class

AS)

5,000,000

(a),(c)

Benchmark

Mortgage

Trust

3.654

09/15/48

4,485,929‌

Series

-

2020

IG3

(Class

BXA)

1,100,000

Benchmark

Mortgage

Trust

4.267

03/15/52

1,015,966‌

Series

-

2019

B9

(Class

AS)

2,000,000

(a)

Benchmark

Mortgage

Trust

4.510

05/15/53

1,919,322‌

Series

-

2018

B7

(Class

A4)

9,100,000

(c)

Benchmark

Mortgage

Trust

4.139

07/15/53

8,409,285‌

Series

-

2020

B18

(Class

AGNF)

6,500,000

(a)

Benchmark

Mortgage

Trust

2.563

02/15/54

4,495,818‌

Series

-

2021

B23

(Class

C)

2,000,000

Benchmark

Mortgage

Trust

2.224

08/15/54

1,635,894‌

Series

-

2021

B28

(Class

A5)

2,000,000

Benchmark

Mortgage

Trust

5.626

04/15/56

1,985,396‌

Series

-

2023

B38

(Class

A2)

2,500,000

(a),(c)

BXP

Trust

2.868

01/15/44

1,708,742‌

Series

-

2021

601L

(Class

D)

5,100,000

(c)

Capital

Automotive

REIT

4.520

02/15/50

4,707,066‌

Series

-

2020

1A

(Class

B2)

1,800,000

(a)

CD

Mortgage

Trust

3.879

11/10/49

1,501,552‌

Series

-

2016

CD2

(Class

B)

1,000,000

(a)

CD

Mortgage

Trust

4.109

11/10/49

755,710‌

Series

-

2016

CD2

(Class

C)

1,400,000

(a)

CD

Mortgage

Trust

4.689

02/10/50

552,072‌

Series

-

2017

CD3

(Class

C)

6,296,164

(c)

CF

Hippolyta

LLC

2.280

07/15/60

5,882,468‌

Series

-

2020

1

(Class

B1)

2,806,290

(c)

CF

Hippolyta

LLC

2.600

07/15/60

2,350,477‌

Series

-

2020

1

(Class

B2)

10,131,311

(c)

CF

Hippolyta

LLC

1.530

03/15/61

9,279,780‌

Series

-

2021

1A

(Class

A1)

8,482,028

(c)

CF

Hippolyta

LLC

1.980

03/15/61

7,572,303‌

Series

-

2021

1A

(Class

B1)

218,116

(a),(c)

CF

Mortgage

Trust

2.840

04/15/25

211,443‌

Series

-

2020

P1

(Class

A1)

261

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

10,000,000

(a),(c)

CF

Mortgage

Trust

3.603

%

04/15/52

$

6,733,898‌

Series

-

2020

P1

(Class

A2)

5,000,000

(a)

CFCRE

Commercial

Mortgage

Trust

3.502

11/10/49

4,643,607‌

Series

-

2016

C6

(Class

AM)

3,400,000

(a),(c)

Citigroup

Commercial

Mortgage

Trust

TSFR1M

+

2.014%

7.343

10/15/38

3,357,860‌

Series

-

2021

PRM2

(Class

D)

1,129,262

(a),(c)

Citigroup

Commercial

Mortgage

Trust

4.531

07/10/47

1,004,099‌

Series

-

2014

GC23

(Class

D)

2,600,000

(a)

Citigroup

Commercial

Mortgage

Trust

3.758

04/10/48

2,525,254‌

Series

-

2015

GC29

(Class

B)

1,650,000

(a)

Citigroup

Commercial

Mortgage

Trust

4.274

04/10/48

1,559,204‌

Series

-

2015

GC29

(Class

C)

2,717,806

Citigroup

Commercial

Mortgage

Trust

4.233

04/10/49

2,561,375‌

Series

-

2016

GC37

(Class

B)

1,020,000

Citigroup

Commercial

Mortgage

Trust

3.018

08/10/56

880,273‌

Series

-

2019

GC41

(Class

AS)

3,000,000

(a),(c)

COMM

Mortgage

Trust

5.571

08/10/46

2,478,844‌

Series

-

2013

LC13

(Class

D)

4,230,912

(a)

COMM

Mortgage

Trust

4.585

02/10/47

4,031,077‌

Series

-

2014

CR14

(Class

B)

1,120,000

COMM

Mortgage

Trust

4.174

05/10/47

1,074,585‌

Series

-

2014

CR17

(Class

AM)

3,465,600

COMM

Mortgage

Trust

4.377

05/10/47

3,269,414‌

Series

-

2014

CR17

(Class

B)

5,150,000

(a),(c)

COMM

Mortgage

Trust

4.767

06/10/47

2,310,008‌

Series

-

2014

UBS3

(Class

D)

3,619,500

(a)

COMM

Mortgage

Trust

4.456

07/15/47

3,564,793‌

Series

-

2014

CR18

(Class

B)

2,500,000

(c)

COMM

Mortgage

Trust

3.000

03/10/48

1,661,953‌

Series

-

2015

CR22

(Class

E)

2,600,000

(a),(c)

COMM

Mortgage

Trust

4.200

03/10/48

1,885,629‌

Series

-

2015

CR22

(Class

D)

3,340,500

(a)

COMM

Mortgage

Trust

4.200

03/10/48

2,985,462‌

Series

-

2015

CR22

(Class

C)

2,500,000

(a)

COMM

Mortgage

Trust

4.413

05/10/48

2,278,429‌

Series

-

2015

CR23

(Class

D)

2,500,000

(a)

COMM

Mortgage

Trust

3.463

08/10/48

2,205,857‌

Series

-

2015

CR24

(Class

D)

3,000,000

(a)

COMM

Mortgage

Trust

4.494

08/10/48

2,757,274‌

Series

-

2015

CR24

(Class

C)

2,500,000

(a)

COMM

Mortgage

Trust

4.494

08/10/48

2,397,782‌

Series

-

2015

CR24

(Class

B)

3,175,000

(a)

COMM

Mortgage

Trust

4.613

10/10/48

2,855,362‌

Series

-

2015

CR26

(Class

C)

7,610,000

(a),(c)

Connecticut

Avenue

Securities

Trust

SOFR30A

+

3.500%

8.835

03/25/42

8,019,768‌

Series

-

2022

R03

(Class

1M2)

2,475,000

(a),(c)

Connecticut

Avenue

Securities

Trust

SOFR30A

+

3.000%

8.335

04/25/42

2,564,799‌

Series

-

2022

R05

(Class

2M2)

2,500,000

(a),(c)

Connecticut

Avenue

Securities

Trust

SOFR30A

+

7.000%

12.335

04/25/42

2,744,878‌

Series

-

2022

R05

(Class

2B2)

15,720,000

(a),(c)

Connecticut

Avenue

Securities

Trust

SOFR30A

+

3.850%

9.185

05/25/42

16,686,433‌

Series

-

2022

R06

(Class

1M2)

3,565,000

(a),(c)

Connecticut

Avenue

Securities

Trust

TSFR1M

+

3.600%

8.935

07/25/42

3,781,430‌

Series

-

2022

R08

(Class

1M2)

5,675,000

(a),(c)

Connecticut

Avenue

Securities

Trust

SOFR30A

+

4.750%

10.085

09/25/42

6,199,100‌

Series

-

2022

R09

(Class

2M2)

430,000

(a),(c)

Connecticut

Avenue

Securities

Trust

SOFR30A

+

6.750%

12.085

09/25/42

480,892‌

Series

-

2022

R09

(Class

2B1)

9,681,000

(a),(c)

Connecticut

Avenue

Securities

Trust

SOFR30A

+

3.750%

9.085

12/25/42

10,387,148‌

Series

-

2023

R01

(Class

1M2)

Nuveen

Core

Plus

Bond

Fund

June

30,

2024

262

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

4,000,000

(a),(c)

CPT

Mortgage

Trust

3.097

%

11/13/39

$

2,877,736‌

Series

-

2019

CPT

(Class

E)

1,850,000

(a),(c)

Credit

Suisse

Mortgage

Capital

Certificates

3.388

10/25/59

1,705,762‌

Series

-

2019

NQM1

(Class

M1)

1,846,128

(a),(c)

Credit

Suisse

Mortgage

Capital

Certificates

2.405

10/25/66

1,563,473‌

Series

-

2021

NQM8

(Class

A3)

3,340,000

CSAIL

Commercial

Mortgage

Trust

3.505

04/15/50

3,299,134‌

Series

-

2015

C1

(Class

A4)

1,799,583

(a),(c)

CSMC

2.130

05/25/65

1,251,374‌

Series

-

2021

NQM1

(Class

M1)

5,065,000

DBJPMortgage

Trust

3.539

05/10/49

4,791,234‌

Series

-

2016

C1

(Class

AM)

1,997,675

(a),(c)

ELP

Commercial

Mortgage

Trust

TSFR1M

+

2.233%

7.562

11/15/38

1,967,067‌

Series

-

2021

ELP

(Class

E)

815,826

(a),(c)

Flagstar

Mortgage

Trust

3.985

10/25/47

716,787‌

Series

-

2017

2

(Class

B3)

33,516

(a),(c)

Flagstar

Mortgage

Trust

4.000

09/25/48

30,805‌

Series

-

2018

5

(Class

A11)

1,257,335

(a),(c)

Flagstar

Mortgage

Trust

2.500

04/25/51

988,983‌

Series

-

2021

2

(Class

A4)

1,651,456

(a),(c)

Flagstar

Mortgage

Trust

2.500

06/01/51

1,297,998‌

Series

-

2021

4

(Class

A21)

7,960,090

(a),(c)

Flagstar

Mortgage

Trust

3.000

10/25/51

6,515,839‌

Series

-

2021

10IN

(Class

A17)

3,000,000

(a),(c)

GS

Mortgage

Securities

Corp

II

TSFR1M

+

3.464%

8.793

11/15/36

2,958,524‌

Series

-

2021

ARDN

(Class

E)

5,200,000

(a),(c)

GS

Mortgage

Securities

Corp

Trust

TSFR1M

+

2.164%

7.493

11/15/36

5,101,709‌

Series

-

2021

ARDN

(Class

C)

2,537,771

(a),(c)

GS

Mortgage

Securities

Trust

4.285

02/10/46

2,395,606‌

Series

-

2013

GC10

(Class

C)

2,250,000

(a)

GS

Mortgage

Securities

Trust

4.105

10/10/49

2,037,660‌

Series

-

2016

GS3

(Class

C)

3,725,000

(a)

GS

Mortgage

Securities

Trust

4.076

11/10/49

3,162,858‌

Series

-

2016

GS4

(Class

C)

2,000,000

(c)

GS

Mortgage

Securities

Trust

3.000

08/10/50

1,644,326‌

Series

-

2017

GS7

(Class

D)

3,800,000

(a)

GS

Mortgage

Securities

Trust

4.158

02/10/52

3,509,898‌

Series

-

2019

GC38

(Class

AS)

1,500,000

(a)

GS

Mortgage

Securities

Trust

4.761

02/10/52

1,341,035‌

Series

-

2019

GC38

(Class

C)

1,000,000

(a)

GS

Mortgage

Securities

Trust

3.405

02/13/53

851,082‌

Series

-

2020

GC45

(Class

B)

3,000,000

GS

Mortgage

Securities

Trust

2.012

12/12/53

2,415,318‌

Series

-

2020

GSA2

(Class

A5)

108,342

(a),(c)

GS

Mortgage-Backed

Securities

Corp

Trust

4.000

11/25/49

99,299‌

Series

-

2019

PJ2

(Class

A4)

41,480

(a),(c)

GS

Mortgage-Backed

Securities

Corp

Trust

4.000

11/25/49

38,053‌

Series

-

2019

PJ2

(Class

A1)

235,030

(a),(c)

GS

Mortgage-Backed

Securities

Corp

Trust

3.000

01/25/51

196,102‌

Series

-

2020

PJ4

(Class

A4)

14,654,948

(a),(c)

GS

Mortgage-Backed

Securities

Corp

Trust

0.262

03/27/51

182,244‌

Series

-

2020

PJ5

(Class

AX1)

418,118

(a),(c)

GS

Mortgage-Backed

Securities

Corp

Trust

3.000

03/27/51

349,369‌

Series

-

2020

PJ5

(Class

A4)

978,198

(a),(c)

GS

Mortgage-Backed

Securities

Corp

Trust

2.500

05/25/51

781,926‌

Series

-

2020

PJ6

(Class

A4)

5,209,057

(a),(c)

GS

Mortgage-Backed

Securities

Corp

Trust

2.500

10/25/51

4,097,292‌

Series

-

2021

PJ5

(Class

A4)

3,587,544

(a),(c)

GS

Mortgage-Backed

Securities

Corp

Trust

3.000

06/25/52

2,936,811‌

Series

-

2022

PJ2

(Class

A36)

263

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

265,215

(a),(c)

GS

Mortgage-Backed

Securities

Trust

3.631

%

05/25/50

$

224,156‌

Series

-

2020

PJ1

(Class

B2)

8,198,776

(a),(c)

GS

Mortgage-Backed

Securities

Trust

2.500

01/25/52

6,444,006‌

Series

-

2021

PJ7

(Class

A4)

4,015,413

(a),(c)

GS

Mortgage-Backed

Securities

Trust

2.500

01/25/52

3,157,204‌

Series

-

2021

PJ8

(Class

A4)

1,484,627

(a),(c)

GS

Mortgage-Backed

Securities

Trust

2.721

01/25/52

1,147,182‌

Series

-

2021

PJ7

(Class

B2)

1,020,659

(a),(c)

GS

Mortgage-Backed

Securities

Trust

3.245

06/25/52

789,388‌

Series

-

2022

LTV1

(Class

B3)

2,088,186

(a),(c)

GS

Mortgage-Backed

Securities

Trust

3.000

07/25/52

1,709,313‌

Series

-

2022

INV1

(Class

A4)

3,665,354

(a),(c)

GS

Mortgage-Backed

Securities

Trust

3.000

09/25/52

3,000,324‌

Series

-

2022

HP1

(Class

A4)

2,530,504

(a),(c)

GS

Mortgage-Backed

Securities

Trust

3.000

10/25/52

2,071,504‌

Series

-

2022

PJ5

(Class

A36)

2,244,867

(a),(c)

GS

Mortgage-Backed

Securities

Trust

3.000

01/25/53

1,837,678‌

Series

-

2022

PJ6

(Class

A24)

3,332,107

(a),(c)

GS

Mortgage-Backed

Securities

Trust

3.500

02/25/53

2,844,525‌

Series

-

2023

PJ1

(Class

A24)

184,373

(c)

GSMPS

Mortgage

Loan

Trust

7.500

03/25/35

176,279‌

Series

-

2005

RP2

(Class

1A2)

168,426

(c)

GSMPS

Mortgage

Loan

Trust

7.500

09/25/35

164,257‌

Series

-

2005

RP3

(Class

1A2)

2,500,000

(a),(c)

HTL

Commercial

Mortgage

Trust

7.324

05/10/39

2,511,937‌

Series

-

2024

T53

(Class

C)

3,000,000

(a),(c)

Hudson

Yards

Mortgage

Trust

3.558

07/10/39

2,527,916‌

Series

-

2019

30HY

(Class

D)

1,000,000

(a),(c)

Hudson

Yards

Mortgage

Trust

3.041

12/10/41

813,202‌

Series

-

2019

55HY

(Class

D)

1,490,000

(a),(c)

Hudson

Yards

Mortgage

Trust

3.041

12/10/41

1,153,605‌

Series

-

2019

55HY

(Class

F)

569,624

(a),(c)

Imperial

Fund

Mortgage

Trust

2.051

10/25/55

514,943‌

Series

-

2020

NQM1

(Class

A3)

440,000

(a),(c)

Imperial

Fund

Mortgage

Trust

3.531

10/25/55

378,470‌

Series

-

2020

NQM1

(Class

M1)

27,604

(a)

JP

Morgan

Alternative

Loan

Trust

TSFR1M

+

0.674%

6.020

04/25/47

26,089‌

Series

-

2007

S1

(Class

A1)

269,413

(a),(c)

JP

Morgan

Chase

Commercial

Mortgage

Securities

Corp

4.115

01/15/46

251,821‌

Series

-

2013

C13

(Class

D)

3,313,918

JP

Morgan

Chase

Commercial

Mortgage

Securities

Corp

3.379

09/15/50

3,266,118‌

Series

-

2017

JP7

(Class

A3)

1,000,000

(c)

JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust

3.267

01/16/37

697,800‌

Series

-

2020

NNN

(Class

CFX)

2,140,000

JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust

2.822

08/15/49

2,024,592‌

Series

-

2016

JP2

(Class

A4)

833,186

(a),(c)

JP

Morgan

Mortgage

Trust

6.646

12/25/44

803,965‌

Series

-

2015

1

(Class

B1)

59,434

(a),(c)

JP

Morgan

Mortgage

Trust

3.500

05/25/45

53,162‌

Series

-

2015

3

(Class

A19)

307,714

(a),(c)

JP

Morgan

Mortgage

Trust

3.500

10/25/45

272,533‌

Series

-

2015

6

(Class

A13)

637,314

(a),(c)

JP

Morgan

Mortgage

Trust

3.500

09/25/48

547,919‌

Series

-

2018

3

(Class

A13)

924,283

(a),(c)

JP

Morgan

Mortgage

Trust

3.500

10/25/48

801,521‌

Series

-

2018

5

(Class

A13)

656,235

(a),(c)

JP

Morgan

Mortgage

Trust

5.518

10/26/48

653,625‌

Series

-

2017

5

(Class

A2)

Nuveen

Core

Plus

Bond

Fund

June

30,

2024

264

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

117,932

(a),(c)

JP

Morgan

Mortgage

Trust

4.000

%

02/25/49

$

106,695‌

Series

-

2018

9

(Class

A13)

182,039

(a),(c)

JP

Morgan

Mortgage

Trust

4.000

05/25/49

167,155‌

Series

-

2019

1

(Class

A15)

2,332,414

(a),(c)

JP

Morgan

Mortgage

Trust

3.821

06/25/50

2,015,387‌

Series

-

2020

1

(Class

B2)

12,053,361

(a),(c)

JP

Morgan

Mortgage

Trust

0.138

07/25/51

88,567‌

Series

-

2021

3

(Class

AX1)

8,508,788

(a),(c)

JP

Morgan

Mortgage

Trust

0.131

08/25/51

59,398‌

Series

-

2021

4

(Class

AX1)

978,242

(a),(c)

JP

Morgan

Mortgage

Trust

2.881

08/25/51

763,410‌

Series

-

2021

4

(Class

B2)

16,354,717

(a),(c)

JP

Morgan

Mortgage

Trust

0.135

10/25/51

121,684‌

Series

-

2021

6

(Class

AX1)

2,924,581

(a),(c)

JP

Morgan

Mortgage

Trust

2.500

10/25/51

2,300,390‌

Series

-

2021

6

(Class

A15)

4,462,797

(a),(c)

JP

Morgan

Mortgage

Trust

0.400

12/25/51

99,550‌

Series

-

2021

INV2

(Class

AX4)

975,538

(a),(c)

JP

Morgan

Mortgage

Trust

2.500

12/25/51

766,745‌

Series

-

2021

10

(Class

A15)

1,051,955

(a),(c)

JP

Morgan

Mortgage

Trust

2.500

02/25/52

825,494‌

Series

-

2021

12

(Class

A15)

1,582,007

(a),(c)

JP

Morgan

Mortgage

Trust

2.500

05/25/52

1,241,439‌

Series

-

2021

14

(Class

A15)

1,022,432

(a),(c)

JP

Morgan

Mortgage

Trust

2.927

05/25/52

830,812‌

Series

-

2021

LTV2

(Class

A3)

1,562,746

(a),(c)

JP

Morgan

Mortgage

Trust

3.000

08/25/52

1,279,284‌

Series

-

2022

2

(Class

A25)

2,133,473

(a),(c)

JP

Morgan

Mortgage

Trust

3.000

09/25/52

1,745,158‌

Series

-

2022

INV3

(Class

A6)

4,010,301

(a),(c)

JP

Morgan

Mortgage

Trust

3.500

09/25/52

3,428,485‌

Series

-

2022

LTV2

(Class

A6)

2,852,198

(a),(c)

JP

Morgan

Mortgage

Trust

3.000

12/25/52

2,334,847‌

Series

-

2022

7

(Class

1A17)

959,752

(a),(c)

JP

Morgan

Mortgage

Trust

4.000

12/25/52

858,313‌

Series

-

2022

7

(Class

2A6A)

19,010

JPMBB

Commercial

Mortgage

Securities

Trust

3.657

09/15/47

18,961‌

Series

-

2014

C23

(Class

ASB)

2,500,000

JPMBB

Commercial

Mortgage

Securities

Trust

4.110

09/15/47

2,386,560‌

Series

-

2014

C22

(Class

AS)

1,688,355

(a)

JPMBB

Commercial

Mortgage

Securities

Trust

4.602

09/15/47

1,668,551‌

Series

-

2014

C23

(Class

B)

1,550,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust

4.602

09/15/47

1,501,685‌

Series

-

2014

C23

(Class

C)

1,000,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust

4.694

09/15/47

932,256‌

Series

-

2014

C22

(Class

B)

5,000,000

JPMBB

Commercial

Mortgage

Securities

Trust

3.634

02/15/48

4,682,866‌

Series

-

2015

C27

(Class

AS)

3,500,000

JPMBB

Commercial

Mortgage

Securities

Trust

4.106

08/15/48

3,341,795‌

Series

-

2015

C31

(Class

AS)

6,000,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust

4.777

08/15/48

5,377,002‌

Series

-

2015

C31

(Class

B)

2,500,000

(a),(c)

JPMBB

Commercial

Mortgage

Securities

Trust

4.358

03/17/49

2,140,357‌

Series

-

2016

C1

(Class

D1)

2,800,000

JPMDB

Commercial

Mortgage

Securities

Trust

2.536

05/13/53

2,053,028‌

Series

-

2020

COR7

(Class

AS)

8,000,000

(c)

Liberty

Street

Trust

3.597

02/10/36

7,421,597‌

Series

-

2016

225L

(Class

A)

877,244

(c)

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

4.384

12/15/46

841,408‌

Series

-

2014

C19

(Class

LNC2)

265

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

3,682,000

(a)

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

4.000

%

12/15/47

$

3,576,581‌

Series

-

2014

C19

(Class

B)

2,140,000

(a)

Morgan

Stanley

Capital

I

Trust

3.779

05/15/48

2,092,660‌

Series

-

2015

MS1

(Class

A4)

129,081

(a)

Morgan

Stanley

Capital

I

Trust

6.282

12/12/49

46,146‌

Series

-

2007

IQ16

(Class

AJFX)

300,000

Morgan

Stanley

Capital

I

Trust

3.587

12/15/50

281,895‌

Series

-

2017

HR2

(Class

A4)

2,150,000

(a)

Morgan

Stanley

Capital

I

Trust

4.429

07/15/51

2,036,748‌

Series

-

2018

H3

(Class

AS)

904,852

(a),(c)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

2.500

07/25/51

782,301‌

Series

-

2021

4

(Class

A4)

1,372,789

(a),(c)

Morgan

Stanley

Residential

Mortgage

Loan

Trust

4.000

02/25/53

1,213,127‌

Series

-

2023

1

(Class

A7)

1,500,000

(c)

MRCD

Mortgage

Trust

2.718

12/15/36

952,650‌

Series

-

2019

PARK

(Class

E)

9,422,316

(a),(c)

Natixis

Commercial

Mortgage

Securities

Trust

TSFR1M

+

1.579%

5.915

07/15/36

8,795,555‌

Series

-

2019

MILE

(Class

A)

3,000,000

(a),(c)

Natixis

Commercial

Mortgage

Securities

Trust

TSFR1M

+

3.579%

8.908

07/15/36

2,180,620‌

Series

-

2019

MILE

(Class

E)

4,500,000

(a),(c)

Natixis

Commercial

Mortgage

Securities

Trust

TSFR1M

+

4.329%

9.658

07/15/36

3,032,991‌

Series

-

2019

MILE

(Class

F)

1,680,554

(a),(c)

New

Residential

Mortgage

Loan

Trust

3.514

03/25/52

1,322,872‌

Series

-

2022

INV1

(Class

B4)

67,663

(a)

New

York

Mortgage

Trust

TSFR1M

+

0.594%

5.940

02/25/36

66,204‌

Series

-

2005

3

(Class

A1)

4,665,000

(a),(c)

NRTH

Mortgage

Trust

TSFR1M

+

1.641%

6.970

03/15/41

4,661,383‌

Series

-

2024

PARK

(Class

A)

4,857,864

(a),(c)

OBX

Trust

2.500

07/25/51

3,818,144‌

Series

-

2021

J2

(Class

A19)

3,870,407

(a),(c)

OBX

Trust

3.500

08/25/52

3,347,527‌

Series

-

2022

J2

(Class

A1)

3,732,160

(a),(c)

OBX

Trust

4.000

10/25/52

3,296,897‌

Series

-

2022

INV5

(Class

A13)

282,550

(a),(c)

OBX

Trust

TSFR1M

+

0.764%

4.658

06/25/57

273,859‌

Series

-

2018

1

(Class

A2)

1,458,235

(a),(c)

Oceanview

Mortgage

Trust

2.500

05/25/51

1,147,005‌

Series

-

2021

1

(Class

A19)

1,024,710

(a),(c)

Oceanview

Mortgage

Trust

4.500

11/25/52

946,312‌

Series

-

2022

1

(Class

A1)

5,700,000

(c)

One

Bryant

Park

Trust

2.516

09/15/54

4,835,438‌

Series

-

2019

OBP

(Class

A)

3,160,017

(a),(c)

OPEN

Trust

TSFR1M

+

5.236%

10.565

10/15/28

3,181,685‌

Series

-

2023

AIR

(Class

C)

1,500,000

(a),(c)

PKHL

Commercial

Mortgage

Trust

TSFR1M

+

0.994%

6.323

07/15/38

1,432,924‌

Series

-

2021

MF

(Class

A)

1,332,840

(a),(c)

RCKT

Mortgage

Trust

3.500

06/25/52

1,137,742‌

Series

-

2022

4

(Class

A22)

142,657

(a),(c)

Sequoia

Mortgage

Trust

3.500

05/25/45

126,373‌

Series

-

2015

2

(Class

A1)

178,312

(a),(c)

Sequoia

Mortgage

Trust

3.500

06/25/46

157,660‌

Series

-

2016

1

(Class

A19)

537,321

(a),(c)

Sequoia

Mortgage

Trust

3.500

02/25/47

470,984‌

Series

-

2017

2

(Class

A19)

1,080,530

(a),(c)

Sequoia

Mortgage

Trust

3.724

09/25/47

985,682‌

Series

-

2017

6

(Class

B1)

203,615

(a),(c)

Sequoia

Mortgage

Trust

3.500

03/25/48

177,927‌

Series

-

2018

3

(Class

A1)

15,804

(a),(c)

Sequoia

Mortgage

Trust

4.000

09/25/48

14,468‌

Series

-

2018

7

(Class

A19)

Nuveen

Core

Plus

Bond

Fund

June

30,

2024

266

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

1,655,597

(a),(c)

Sequoia

Mortgage

Trust

3.000

%

04/25/50

$

1,370,458‌

Series

-

2020

3

(Class

A19)

2,500,000

(c)

SLG

Office

Trust

2.851

07/15/41

1,924,644‌

Series

-

2021

OVA

(Class

E)

2,524,425

(a),(c)

Verus

Securitization

Trust

2.240

10/25/66

2,124,410‌

Series

-

2021

7

(Class

A3)

1,500,000

(a),(c)

VNDO

Trust

4.033

01/10/35

1,346,598‌

Series

-

2016

350P

(Class

E)

364,285

(c)

VSE

VOI

Mortgage

LLC

4.020

02/20/36

361,395‌

Series

-

2018

A

(Class

C)

5,947

(a)

Washington

Mutual

Mortgage

Pass-Through

Certificates

Trust

5.664

08/25/38

5,730‌

Series

-

2004

RA3

(Class

2A)

2,000,000

(a)

Wells

Fargo

Commercial

Mortgage

Trust

4.254

05/15/48

1,776,237‌

Series

-

2015

NXS1

(Class

D)

1,200,000

(c)

Wells

Fargo

Commercial

Mortgage

Trust

3.153

09/15/57

1,096,740‌

Series

-

2015

NXS3

(Class

D)

62,040

(a),(c)

Wells

Fargo

Mortgage

Backed

Securities

Trust

4.000

04/25/49

57,329‌

Series

-

2019

2

(Class

A17)

273,058

(a),(c)

Wells

Fargo

Mortgage

Backed

Securities

Trust

3.000

07/25/50

228,399‌

Series

-

2020

4

(Class

A17)

6,400,340

(a),(c)

Wells

Fargo

Mortgage

Backed

Securities

Trust

2.500

06/25/51

5,030,486‌

Series

-

2021

2

(Class

A17)

1,201,444

(a),(c)

Wells

Fargo

Mortgage

Backed

Securities

Trust

2.500

12/25/51

942,802‌

Series

-

2022

2

(Class

A18)

1,535,448

(a),(c)

Wells

Fargo

Mortgage

Backed

Securities

Trust

3.000

03/25/52

1,256,862‌

Series

-

2022

INV1

(Class

A18)

2,659,662

(a),(c)

Wells

Fargo

Mortgage

Backed

Securities

Trust

3.500

03/25/52

2,270,346‌

Series

-

2022

INV1

(Class

A17)

5,277,000

WFRBS

Commercial

Mortgage

Trust

3.607

11/15/47

5,231,432‌

Series

-

2014

C24

(Class

A5)

81,899

(a),(c)

WinWater

Mortgage

Loan

Trust

3.924

06/20/44

66,791‌

Series

-

2014

1

(Class

B4)

TOTAL

OTHER

MORTGAGE

BACKED

426,755,072‌

TOTAL

STRUCTURED

ASSETS

614,859,899‌

(Cost

$680,150,372)

SHARES

REFERENCERATE

&

SPREAD

COMMON

STOCKS

-

0.0%

ENERGY

-

0.0%

1,538

(g),(i)

Cloud

Peak

Energy,

Inc

15‌

TOTAL

ENERGY

15‌

MATERIALS

-

0.0%

415,953

(i)

Petra

Diamonds

Ltd

210,848‌

TOTAL

MATERIALS

210,848‌

SOFTWARE

&

SERVICES

-

0.0%

1,010

(i)

Avaya,

Inc

6,565‌

4,815

(i)

Avaya,

Inc

31,298‌

TOTAL

SOFTWARE

&

SERVICES

37,863‌

TOTAL

COMMON

STOCKS

248,726‌

(Cost

$457,866)

PREFERRED

STOCKS

-

0.1%

FINANCIAL

SERVICES

-

0.1%

34,686

Morgan

Stanley

868,884‌

267

See

Notes

to

Portfolios

of

Investments

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

FINANCIAL

SERVICES—continued

139,125

Morgan

Stanley

$

3,631,163‌

TOTAL

FINANCIAL

SERVICES

4,500,047‌

TOTAL

PREFERRED

STOCKS

4,500,047‌

(Cost

$4,394,529)

TOTAL

LONG-TERM

INVESTMENTS

4,612,590,802‌

(Cost

$4,999,149,418)

PRINCIPAL

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

1.4%

GOVERNMENT

AGENCY

DEBT

-

0.2%

$

5,000,000

Federal

Home

Loan

Bank

(FHLB)

0.000

%

08/14/24

4,965,827‌

5,000,000

Tennessee

Valley

Authority

(TVA)

0.000

07/10/24

4,991,259‌

TOTAL

GOVERNMENT

AGENCY

DEBT

9,957,086‌

REPURCHASE

AGREEMENT

-

0.8%

38,099,000

(j)

Fixed

Income

Clearing

Corporation

5.320

07/01/24

38,099,000‌

TOTAL

REPURCHASE

AGREEMENT

38,099,000‌

TREASURY

DEBT

-

0.4%

43,000

United

States

Treasury

Bill

0.000

07/05/24

42,975‌

10,000,000

United

States

Treasury

Bill

0.000

07/30/24

9,957,708‌

5,000,000

United

States

Treasury

Bill

0.000

08/13/24

4,968,696‌

UYU

19,500,000

Uruguay

Monetary

Regulation

Bill

0.000

08/14/24

489,113‌

TOTAL

TREASURY

DEBT

15,458,492‌

TOTAL

SHORT-TERM

INVESTMENTS

63,514,578‌

(Cost

$63,533,882)

SHARES

EXP

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

1.2%

55,903,161

(k)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5.330

(l)

55,903,161‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

55,903,161‌

(Cost

$55,903,161)

TOTAL

INVESTMENTS

-

99.8%

4,732,008,541‌

(Cost

$5,118,586,461)

OTHER

ASSETS

&

LIABILITIES,

NET

-

0.2%

11,754,640‌

NET

ASSETS

-

100.0%

$

4,743,763,181‌

Nuveen

Core

Plus

Bond

Fund

June

30,

2024

268

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

Principal

denominated

in

U.S.

Dollars,

unless

otherwise

noted. 

BRL

Brazilian

Real

COP

Colombia

Peso

DOP

Dominican

Republic

Peso

EUR

Euro

HUF

Hungary

Forint

IDR

Indonesian

Rupiah

INR

Indian

Rupee

LIBOR

London

Interbank

Offered

Rate

M

Month

MXN

Mexican

Peso

MYR

Malaysian

Ringgit

PLN

Polish

Zloty

REIT

Real

Estate

Investment

Trust

SOFR

Secured

Overnight

Financing

Rate

SOFR30A

30

Day

Average

Secured

Overnight

Financing

Rate

TSFR1M

CME

Term

Secured

Overnight

Financing

Rate

1

Month

TSFR3M

CME

Term

Secured

Overnight

Financing

Rate

3

Month

TSFR6M

CME

Term

Secured

Overnight

Financing

Rate

6

Month

UGX

Ugandan

Shilling

UYU

Uruguayan

Peso

UZS

Uzbekistani

Som

ZAR

South

African

Rand

(a)

Floating

or

variable

rate

security

includes

the

reference

rate

and

spread,

unless

the

variable

rate

is

based

on

the

underlying

asset

of

the

security.

Coupon

rate

reflects

the

rate

at

period

end.

(b)

When-issued

or

delayed

delivery

security.

(c)

Security

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$1,307,121,286

or

27.6%

of

Total

Investments.

(d)

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$56,580,329.

(e)

Perpetual

security

(f)

Payment

in

Kind

Bond

(g)

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

(h)

Principal

amount

for

interest

accrual

purposes

is

periodically

adjusted

based

on

changes

in

the

Consumer

Price

Index.

(i)

Non-income

producing

(j)

Agreement

with

Fixed

Income

Clearing

Corporation,

5.320%

dated

6/28/24

to

be

repurchased

at

$38,115,891

on

7/1/24,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

0.625%

and

maturity

date

7/31/26,

valued

at

$38,861,135.

(k)

Investments

made

with

cash

collateral

received

from

securities

on

loan.

(l)

The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

Forward

Foreign

Currency

Contracts

Currency

Purchased

Receive

Currency

Sold

Deliver

Counterparty

Settlement

Date

Unrealized

Appreciation

(Depreciation)

$

2,748,025

EUR

2,552,064

Morgan

Stanley

Capital

Services

07/16/24

 $

12,797‌

EUR

Euro

Credit

Default

Swaps

-

Centrally

Cleared

PURCHASED

Reference

Entity

Terms

of

Payments

to

be

Paid

Terms

of

Payments

to

be

Received

Counterparty

Fixed

Rate

Payment

Frequency

Maturity

Date

Notional

Amount

*

Value

Premiums

Paid

(Received)

Unrealized

Appreciation

(Depreciation)

CDX-NAHYS42V1-5Y

5.000%

Credit

event

as

specified

in

contract

Citigroup

Global

Markets,

Inc

Quarterly

06/20/29

$45,000,000‌

$2,878,117‌

$2,963,926‌

$(85,809‌)

*  

The

maximum

potential

amount

the

Fund

could

be

required

to

pay

as

a

seller

of

credit

protection

or

receive

as

a

buyer

of

credit

protection

if

a

credit

event

occurs

is

defined

under

the

terms

of

that

particular

swap

agreement.

This

amount

may

be

reduced

by

any

recoverable

assets,

if

applicable.

269

See

Notes

to

Portfolios

of

Investments

SOLD

Reference

Entity

Terms

of

Payments

to

be

Paid

Terms

of

Payments

to

be

Received

Counterparty

Fixed

Rate

Payment

Frequency

Maturity

Date

Notional

Amount

*

Value

Premiums

Paid

(Received)

Unrealized

Appreciation

(Depreciation)

CDX-NAHYS42V1-5Y

Credit

event

as

specified

in

contract

1.000%

Citigroup

Global

Markets,

Inc

Quarterly

06/20/29

$50,000,000‌

$(3,197,908‌)

$(3,419,485‌)

$221,577‌

CDX-NAHYS42V1-5Y

Credit

event

as

specified

in

contract

1.000

Citigroup

Global

Markets,

Inc

Quarterly

06/20/29

40,000,000‌

(2,558,326‌)

(2,748,300‌)

189,974‌

Total

$(5,756,234‌)

$(6,167,785‌)

$

411,551‌

*  

The

maximum

potential

amount

the

Fund

could

be

required

to

pay

as

a

seller

of

credit

protection

or

receive

as

a

buyer

of

credit

protection

if

a

credit

event

occurs

is

defined

under

the

terms

of

that

particular

swap

agreement.

This

amount

may

be

reduced

by

any

recoverable

assets,

if

applicable.

Nuveen

5-15

Year

Laddered

Tax

Exempt

Bond

Fund

June

30,

2024

Portfolio

of

Investments

270

See

Notes

to

Portfolios

of

Investments

(Unaudited)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

LONG-TERM

INVESTMENTS

-

97.0%

LONG-TERM

MUNICIPAL

BONDS

-

97.0%

ALABAMA

-

1

.1

%

$

220,000

City

of

Andalusia

AL

4

.000

%

10/01/33

$

223,766‌

500,000

City

of

Birmingham

AL

5

.000

12/01/30

532,153‌

600,000

County

of

Jefferson

AL

Sewer

Revenue

5

.000

10/01/39

659,132‌

630,000

County

of

Mobile

AL

5

.000

02/01/34

681,175‌

250,000

Jackson

County

Board

of

Education

3

.000

03/01/39

213,019‌

TOTAL

ALABAMA

2,309,245‌

ALASKA

-

0

.2

%

500,000

Alaska

Municipal

Bond

Bank

Authority

5

.000

12/01/31

511,177‌

TOTAL

ALASKA

511,177‌

ARIZONA

-

0

.7

%

150,000

Maricopa

County

Unified

School

District

No

60

Higley

5

.000

06/01/38

165,556‌

190,000

Pinal

County

Electric

District

No

3

5

.000

07/01/33

195,125‌

1,005,000

Salt

River

Project

Agricultural

Improvement

&

Power

District

5

.000

01/01/38

1,061,044‌

TOTAL

ARIZONA

1,421,725‌

ARKANSAS

-

0

.5

%

1,000,000

City

of

Fort

Smith

AR

Water

&

Sewer

Revenue

5

.000

10/01/32

1,059,529‌

TOTAL

ARKANSAS

1,059,529‌

CALIFORNIA

-

6

.2

%

365,000

California

Educational

Facilities

Authority

5

.000

12/01/29

386,950‌

1,510,000

California

Health

Facilities

Financing

Authority

5

.000

09/01/33

1,528,206‌

185,000

California

Municipal

Finance

Authority

4

.000

07/15/29

184,914‌

225,000

(a)

California

Statewide

Communities

Development

Authority

5

.000

12/01/28

232,624‌

115,000

City

&

County

of

San

Francisco

CA

3

.000

06/15/24

114,900‌

2,500,000

City

of

Los

Angeles

Department

of

Airports

5

.000

05/15/33

2,718,584‌

1,000,000

City

of

Los

Angeles

Department

of

Airports

5

.000

05/15/35

1,086,951‌

1,595,000

Hayward

Area

Recreation

&

Park

District

5

.000

08/01/31

1,696,367‌

1,560,000

Rancho

Water

District

Financing

Authority

5

.000

08/01/30

1,661,087‌

285,000

Riverside

Public

Financing

Authority

Loc

Measure

A

Sales

Tax

Revenue

5

.000

06/01/30

318,235‌

800,000

Sacramento

City

Unified

School

District

5

.000

08/01/39

878,087‌

2,475,000

State

of

California

4

.000

03/01/36

2,569,767‌

TOTAL

CALIFORNIA

13,376,672‌

COLORADO

-

0

.7

%

1,000,000

Colorado

Health

Facilities

Authority

4

.000

11/15/38

1,001,405‌

250,000

Colorado

Health

Facilities

Authority

5

.000

12/01/41

252,492‌

310,000

Denver

Health

&

Hospital

Authority

5

.000

12/01/28

321,986‌

TOTAL

COLORADO

1,575,883‌

CONNECTICUT

-

4

.1

%

1,180,000

Capital

Region

Development

Authority

5

.000

06/15/29

1,243,958‌

765,000

Capital

Region

Development

Authority

5

.000

06/15/33

806,557‌

1,900,000

City

of

Bridgeport

CT

5

.000

06/01/34

2,071,821‌

630,000

Connecticut

State

Health

&

Educational

Facilities

Authority

5

.000

07/01/29

644,000‌

330,000

Connecticut

State

Health

&

Educational

Facilities

Authority

5

.000

07/01/30

337,286‌

271

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

RATE

MATURITY

DATE

VALUE

CONNECTICUT—continued

$

350,000

Connecticut

State

Health

&

Educational

Facilities

Authority

5

.000

%

07/01/32

$

363,273‌

350,000

Connecticut

State

Health

&

Educational

Facilities

Authority

5

.000

07/01/33

363,141‌

1,540,000

State

of

Connecticut

3

.000

01/15/36

1,424,548‌

255,000

State

of

Connecticut

5

.000

11/15/38

285,686‌

200,000

State

of

Connecticut

5

.000

01/15/39

226,234‌

1,000,000

State

of

Connecticut

Special

Tax

Revenue

5

.000

05/01/34

1,099,267‌

TOTAL

CONNECTICUT

8,865,771‌

DISTRICT

OF

COLUMBIA

-

0

.8

%

1,435,000

Metropolitan

Washington

Airports

Authority

Aviation

Revenue

5

.000

10/01/32

1,517,261‌

300,000

Washington

Metropolitan

Area

Transit

Authority

5

.000

07/01/32

311,637‌

TOTAL

DISTRICT

OF

COLUMBIA

1,828,898‌

FLORIDA

-

9

.2

%

2,500,000

Brevard

County

School

District

5

.000

07/01/31

2,614,474‌

210,000

City

of

Mount

Dora

FL

Fire

Protection

Assessment

Revenue

5

.000

05/01/30

220,365‌

1,000,000

County

of

Miami-Dade

FL

Water

&

Sewer

System

Revenue

5

.000

10/01/32

1,135,419‌

550,000

County

of

Okaloosa

FL

Sales

Tax

Revenue

5

.000

10/01/33

593,420‌

2,500,000

Duval

County

Public

Schools

5

.000

07/01/31

2,752,198‌

500,000

(a)

Florida

Development

Finance

Corp

12

.000

07/15/32

532,447‌

1,000,000

Florida

Development

Finance

Corp

5

.000

07/01/41

1,036,715‌

1,210,000

(a)

Florida

Development

Finance

Corp

8

.250

07/01/57

1,254,687‌

1,200,000

Greater

Orlando

Aviation

Authority

4

.000

10/01/35

1,204,678‌

175,000

Hillsborough

County

Aviation

Authority

5

.000

10/01/31

182,236‌

190,000

Hillsborough

County

Aviation

Authority

5

.000

10/01/33

197,828‌

400,000

Hillsborough

County

Port

District

5

.000

06/01/29

418,487‌

1,000,000

Hillsborough

County

Port

District

5

.000

06/01/33

1,045,657‌

250,000

Palm

Beach

County

School

District

5

.000

08/01/39

281,866‌

500,000

School

District

of

Broward

County

5

.000

07/01/31

509,707‌

2,040,000

School

District

of

Broward

County

5

.000

07/01/32

2,231,587‌

2,500,000

State

of

Florida

5

.000

06/01/35

2,971,647‌

540,000

Volusia

County

Educational

Facility

Authority

5

.000

10/15/32

563,894‌

TOTAL

FLORIDA

19,747,312‌

GEORGIA

-

3

.7

%

2,500,000

City

of

Atlanta

GA

Department

of

Aviation

4

.000

07/01/34

2,511,926‌

1,000,000

Dahlonega

Downtown

Development

Authority

4

.000

07/01/37

990,633‌

1,250,000

Dahlonega

Downtown

Development

Authority

4

.000

07/01/38

1,225,576‌

1,000,000

Dahlonega

Downtown

Development

Authority

5

.000

07/01/39

1,034,570‌

1,165,000

Main

Street

Natural

Gas,

Inc

5

.000

06/01/28

1,207,483‌

1,000,000

Main

Street

Natural

Gas,

Inc

5

.000

12/01/30

1,057,644‌

TOTAL

GEORGIA

8,027,832‌

GUAM

-

0

.2

%

200,000

Port

Authority

of

Guam

5

.000

07/01/29

207,563‌

200,000

Port

Authority

of

Guam

5

.000

07/01/30

207,535‌

TOTAL

GUAM

415,098‌

HAWAII

-

0

.5

%

1,000,000

State

of

Hawaii

Airports

System

Revenue

5

.000

07/01/41

1,005,132‌

TOTAL

HAWAII

1,005,132‌

ILLINOIS

-

11

.6

%

500,000

Chicago

Housing

Authority

5

.000

01/01/33

520,982‌

1,250,000

City

of

Chicago

IL

5

.000

01/01/29

1,319,450‌

3,315,000

City

of

Chicago

IL

5

.000

01/01/29

3,499,182‌

270,000

City

of

LeRoy

IL

3

.000

12/01/35

234,010‌

Nuveen

5-15

Year

Laddered

Tax

Exempt

Bond

Fund

June

30,

2024

272

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

DATE

VALUE

ILLINOIS—continued

$

200,000

City

of

Waukegan

IL

Water

&

Sewer

System

Revenue

5

.000

%

12/30/31

$

214,802‌

1,750,000

County

of

Cook

IL

5

.000

11/15/31

1,806,455‌

1,355,000

County

of

Cook

IL

Sales

Tax

Revenue

4

.000

11/15/39

1,320,222‌

2,000,000

Illinois

Finance

Authority

5

.000

10/01/34

2,029,263‌

475,000

Illinois

Finance

Authority

5

.000

10/01/36

484,922‌

1,825,000

Illinois

State

Toll

Highway

Authority

5

.000

01/01/37

2,109,185‌

275,000

Illinois

State

Toll

Highway

Authority

5

.000

01/01/39

313,547‌

225,000

Madison

&

Jersey

Counties

Unit

School

District

No

11-Alton

5

.000

12/01/30

233,992‌

300,000

Metropolitan

Pier

&

Exposition

Authority

5

.000

12/15/34

312,644‌

2,500,000

Sales

Tax

Securitization

Corp

5

.000

01/01/31

2,717,142‌

1,655,000

State

of

Illinois

4

.000

02/01/30

1,672,330‌

1,500,000

State

of

Illinois

5

.000

03/01/37

1,619,529‌

1,043,000

Village

of

Bolingbrook

IL

4

.000

03/01/30

1,046,768‌

250,000

Village

of

Broadview

IL

5

.000

12/01/28

259,623‌

200,000

Village

of

Broadview

IL

5

.000

12/01/29

207,838‌

545,000

Village

of

Broadview

IL

5

.000

12/01/30

567,135‌

745,000

Village

of

Broadview

IL

5

.000

12/01/33

778,821‌

1,005,000

Village

of

Lyons

IL

4

.000

12/01/36

1,021,431‌

500,000

Village

of

Matteson

IL

5

.000

12/01/35

525,685‌

TOTAL

ILLINOIS

24,814,958‌

INDIANA

-

1

.7

%

500,000

Brownsburg

1999

School

Building

Corp

5

.000

01/15/30

528,013‌

1,045,000

Indianapolis

Local

Public

Improvement

Bond

Bank

6

.000

02/01/37

1,265,292‌

1,000,000

Indianapolis

Local

Public

Improvement

Bond

Bank

6

.000

02/01/39

1,196,255‌

550,000

New

Castle

Middle

School

Building

Corp

5

.000

07/15/30

591,929‌

TOTAL

INDIANA

3,581,489‌

IOWA

-

1

.8

%

3,470,000

Iowa

Finance

Authority

5

.000

08/01/37

3,838,694‌

TOTAL

IOWA

3,838,694‌

KENTUCKY

-

1

.3

%

200,000

Kentucky

State

Property

&

Building

Commission

3

.500

05/01/32

194,976‌

1,250,000

Paducah

Electric

Plant

Board

5

.000

10/01/34

1,281,629‌

1,250,000

Paducah

Electric

Plant

Board

5

.000

10/01/35

1,278,105‌

TOTAL

KENTUCKY

2,754,710‌

LOUISIANA

-

0

.9

%

500,000

New

Orleans

Aviation

Board

5

.000

10/01/33

528,620‌

1,250,000

St.

Tammany

Parish

Hospital

Service

District

No

5

.000

07/01/33

1,315,275‌

TOTAL

LOUISIANA

1,843,895‌

MASSACHUSETTS

-

0

.8

%

1,500,000

Commonwealth

of

Massachusetts

5

.000

01/01/39

1,711,804‌

TOTAL

MASSACHUSETTS

1,711,804‌

MICHIGAN

-

3

.9

%

200,000

City

of

Monroe

MI

4

.000

05/01/36

203,336‌

1,000,000

City

of

Southfield

MI

4

.000

05/01/29

1,019,596‌

4,380,000

Michigan

State

Housing

Development

Authority

4

.500

12/01/38

4,458,098‌

385,000

Wayne

County

Airport

Authority

5

.000

12/01/29

412,383‌

2,270,000

Wayne-Westland

Community

Schools

4

.000

11/01/38

2,299,263‌

TOTAL

MICHIGAN

8,392,676‌

MINNESOTA

-

4

.0

%

1,055,000

City

of

Minneapolis

MN

5

.000

11/15/33

1,089,796‌

70,000

Duluth

Economic

Development

Authority

5

.000

02/15/33

72,220‌

250,000

Forest

Lake

Independent

School

District

No

831

3

.000

02/01/30

247,909‌

400,000

Hawley

Independent

School

District

No

150

5

.000

02/01/38

431,916‌

273

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

RATE

MATURITY

DATE

VALUE

MINNESOTA—continued

$

1,500,000

Howard

Lake-Waverly-Winsted

Independent

School

District

No

2687

5

.000

%

02/01/36

$

1,692,930‌

1,695,000

Le

Sueur-Henderson

Independent

School

District

No

2397

5

.000

02/01/31

1,898,678‌

2,500,000

Osseo

Independent

School

District

No

279

5

.000

02/01/35

2,826,932‌

285,000

Plymouth

Intermediate

District

No

287

4

.000

05/01/31

286,754‌

TOTAL

MINNESOTA

8,547,135‌

MISSISSIPPI

-

2

.0

%

1,000,000

Mississippi

Development

Bank

5

.000

03/01/35

1,020,914‌

800,000

Mississippi

Development

Bank

4

.000

10/01/38

794,837‌

2,485,000

State

of

Mississippi

Gaming

Tax

Revenue

5

.000

10/15/33

2,578,321‌

TOTAL

MISSISSIPPI

4,394,072‌

MISSOURI

-

0

.5

%

425,000

Missouri

Joint

Municipal

Electric

Utility

Commission

5

.250

12/01/38

467,380‌

555,000

North

Kansas

City

School

District

No

74

3

.000

03/01/32

513,200‌

TOTAL

MISSOURI

980,580‌

NEVADA

-

0

.4

%

700,000

County

of

Clark

NV

3

.125

11/01/35

657,660‌

200,000

State

of

Nevada

3

.125

02/01/31

189,747‌

TOTAL

NEVADA

847,407‌

NEW

JERSEY

-

6

.1

%

2,500,000

New

Jersey

Economic

Development

Authority

5

.000

11/01/35

2,688,344‌

1,000,000

New

Jersey

Transportation

Trust

Fund

Authority

5

.000

06/15/29

1,025,407‌

765,000

New

Jersey

Transportation

Trust

Fund

Authority

5

.000

12/15/33

808,852‌

3,000,000

New

Jersey

Transportation

Trust

Fund

Authority

5

.000

06/15/34

3,172,099‌

2,500,000

New

Jersey

Transportation

Trust

Fund

Authority

5

.000

06/15/38

2,770,053‌

1,025,000

New

Jersey

Transportation

Trust

Fund

Authority

4

.000

06/15/39

1,029,821‌

500,000

South

Jersey

Port

Corp

5

.000

01/01/48

510,131‌

1,300,000

Toms

River

Board

of

Education

3

.000

07/15/38

1,144,324‌

TOTAL

NEW

JERSEY

13,149,031‌

NEW

MEXICO

-

0

.5

%

1,040,000

New

Mexico

Finance

Authority

5

.000

06/15/31

1,043,276‌

TOTAL

NEW

MEXICO

1,043,276‌

NEW

YORK

-

4

.5

%

2,500,000

City

of

New

York

NY

5

.000

08/01/30

2,762,723‌

650,000

City

of

New

York

NY

5

.000

08/01/39

696,286‌

200,000

Long

Island

Power

Authority

3

.000

09/01/36

188,626‌

545,000

Metropolitan

Transportation

Authority

4

.000

11/15/34

545,212‌

220,000

Metropolitan

Transportation

Authority

4

.000

11/15/37

220,114‌

1,250,000

Metropolitan

Transportation

Authority

5

.000

11/15/50

1,302,825‌

200,000

New

York

City

Municipal

Water

Finance

Authority

3

.500

06/15/32

198,751‌

350,000

New

York

City

Transitional

Finance

Authority

Future

Tax

Secured

Revenue

4

.000

05/01/37

351,171‌

125,000

New

York

State

Dormitory

Authority

5

.000

07/01/38

137,290‌

305,000

New

York

State

Urban

Development

Corp

5

.000

03/15/38

322,378‌

375,000

New

York

Transportation

Development

Corp

5

.000

07/01/30

375,373‌

1,080,000

New

York

Transportation

Development

Corp

4

.000

10/01/30

1,083,037‌

715,000

New

York

Transportation

Development

Corp

5

.000

01/01/36

736,489‌

140,000

New

York

Transportation

Development

Corp

5

.500

06/30/39

152,265‌

500,000

Triborough

Bridge

&

Tunnel

Authority

5

.000

11/15/37

568,265‌

100,000

Watervliet

City

School

District

3

.500

06/15/34

94,318‌

TOTAL

NEW

YORK

9,735,123‌

NORTH

CAROLINA

-

0

.9

%

100,000

Appalachian

State

University

3

.000

10/01/31

93,526‌

250,000

Charlotte-Mecklenburg

Hospital

Authority

5

.000

01/15/30

273,415‌

Nuveen

5-15

Year

Laddered

Tax

Exempt

Bond

Fund

June

30,

2024

274

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

DATE

VALUE

NORTH

CAROLINA—continued

$

300,000

Greenville

Utilities

Commission

5

.000

%

08/01/31

$

328,350‌

300,000

North

Carolina

Housing

Finance

Agency

4

.000

07/01/39

299,005‌

830,000

North

Carolina

Housing

Finance

Agency

4

.900

07/01/43

855,801‌

TOTAL

NORTH

CAROLINA

1,850,097‌

OHIO

-

1

.8

%

1,000,000

American

Municipal

Power,

Inc

5

.000

02/15/34

1,067,202‌

200,000

City

of

Akron

OH

Income

Tax

Revenue

3

.500

12/01/33

189,326‌

240,000

City

of

Toledo

OH

4

.000

12/01/29

245,671‌

250,000

City

of

Toledo

OH

4

.000

12/01/30

255,019‌

200,000

City

of

Toledo

OH

4

.000

12/01/31

204,139‌

1,500,000

County

of

Miami

OH

5

.000

08/01/32

1,578,701‌

235,000

Jackson

Milton

Local

School

District

4

.000

06/01/31

236,029‌

TOTAL

OHIO

3,776,087‌

OKLAHOMA

-

0

.7

%

695,000

Marshall

County

Educational

Facilities

Authority

5

.000

09/01/31

724,528‌

750,000

Oklahoma

Development

Finance

Authority

5

.000

08/15/28

771,801‌

TOTAL

OKLAHOMA

1,496,329‌

OREGON

-

0

.5

%

1,000,000

Tri-County

Metropolitan

Transportation

District

of

Oregon

5

.000

10/01/28

1,053,838‌

TOTAL

OREGON

1,053,838‌

PENNSYLVANIA

-

1

.7

%

1,025,000

Norristown

Area

School

District

4

.000

09/01/31

1,036,499‌

1,660,000

North

Pocono

School

District

4

.000

09/15/29

1,704,324‌

915,000

Township

of

Northampton

PA

4

.000

05/15/33

917,034‌

TOTAL

PENNSYLVANIA

3,657,857‌

SOUTH

CAROLINA

-

0

.1

%

270,000

State

of

South

Carolina

5

.000

04/01/35

303,775‌

TOTAL

SOUTH

CAROLINA

303,775‌

TENNESSEE

-

1

.9

%

1,140,000

Metropolitan

Government

of

Nashville

&

Davidson

County

TN

4

.000

07/01/38

1,156,178‌

755,000

Tennessee

Energy

Acquisition

Corp

4

.000

11/01/49

755,470‌

2,000,000

Tennessee

Energy

Acquisition

Corp

5

.000

05/01/53

2,079,618‌

TOTAL

TENNESSEE

3,991,266‌

TEXAS

-

10

.7

%

1,105,000

Canyon

Independent

School

District

4

.000

02/15/38

1,115,296‌

1,210,000

Central

Texas

Regional

Mobility

Authority

5

.000

01/01/29

1,269,735‌

310,000

City

of

Baytown

TX

3

.500

02/01/29

307,928‌

205,000

City

of

Dallas

TX

5

.000

02/15/30

212,994‌

2,000,000

City

of

El

Paso

TX

Airport

Revenue

5

.000

08/15/28

2,091,235‌

1,970,000

City

of

Houston

TX

5

.000

03/01/32

2,044,525‌

1,650,000

City

of

Houston

TX

Airport

System

Revenue

5

.000

07/01/35

1,806,924‌

2,000,000

City

of

San

Antonio

TX

Electric

&

Gas

Systems

Revenue

5

.000

02/01/46

2,120,217‌

985,000

County

of

Nueces

TX

5

.000

02/15/34

1,007,616‌

1,225,000

El

Paso

County

Community

College

District

5

.000

04/01/38

1,255,961‌

1,125,000

Fort

Worth

Independent

School

District

5

.000

02/15/35

1,285,175‌

400,000

Harris

County

Municipal

Utility

District

No

367

3

.000

09/01/31

373,390‌

1,000,000

North

Texas

Tollway

Authority

5

.000

01/01/30

1,054,051‌

420,000

Port

Freeport

TX

5

.000

06/01/28

439,191‌

825,000

Port

Freeport

TX

5

.000

06/01/29

854,300‌

865,000

Port

Freeport

TX

5

.000

06/01/30

895,079‌

935,000

Port

Freeport

TX

5

.000

06/01/32

965,087‌

1,385,000

Texas

Municipal

Power

Agency

3

.000

09/01/40

1,175,726‌

1,000,000

Texas

Water

Development

Board

5

.000

10/15/32

1,064,756‌

275

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

RATE

MATURITY

DATE

VALUE

TEXAS—continued

$

1,370,000

University

of

Houston

4

.000

%

02/15/37

$

1,372,238‌

285,000

Williamson

County

Municipal

Utility

District

No

19

4

.250

08/15/37

287,947‌

TOTAL

TEXAS

22,999,371‌

UTAH

-

1

.2

%

475,000

City

of

Salt

Lake

City

UT

Airport

Revenue

5

.000

07/01/31

493,608‌

1,000,000

City

of

Salt

Lake

City

UT

Airport

Revenue

5

.000

07/01/32

1,039,112‌

1,000,000

City

of

Salt

Lake

City

UT

Airport

Revenue

5

.000

07/01/33

1,038,990‌

TOTAL

UTAH

2,571,710‌

VIRGIN

ISLANDS

-

2

.1

%

2,000,000

(a)

Virgin

Islands

Public

Finance

Authority

5

.000

09/01/25

2,000,725‌

2,500,000

(a)

Virgin

Islands

Public

Finance

Authority

5

.000

09/01/33

2,517,110‌

TOTAL

VIRGIN

ISLANDS

4,517,835‌

VIRGINIA

-

2

.1

%

1,065,000

County

of

Fairfax

VA

Sewer

Revenue

4

.000

07/15/38

1,101,361‌

700,000

Virginia

College

Building

Authority

3

.000

02/01/32

649,529‌

350,000

Virginia

Housing

Development

Authority

4

.375

07/01/38

361,191‌

2,000,000

Virginia

Small

Business

Financing

Authority

4

.000

01/01/36

2,017,201‌

400,000

Virginia

Small

Business

Financing

Authority

5

.000

12/31/47

414,526‌

TOTAL

VIRGINIA

4,543,808‌

WASHINGTON

-

1

.8

%

1,610,000

City

of

Tukwila

WA

3

.000

12/01/31

1,526,298‌

1,000,000

Pend

Oreille

County

Public

Utility

District

No  Box

Canyon

5

.000

01/01/29

1,033,041‌

1,000,000

State

of

Washington

5

.000

02/01/39

1,052,512‌

270,000

State

of

Washington

5

.000

06/01/39

289,602‌

TOTAL

WASHINGTON

3,901,453‌

WEST

VIRGINIA

-

0

.9

%

750,000

West

Virginia

Hospital

Finance

Authority

5

.000

01/01/29

749,422‌

1,215,000

West

Virginia

Hospital

Finance

Authority

5

.000

01/01/30

1,216,207‌

TOTAL

WEST

VIRGINIA

1,965,629‌

WISCONSIN

-

2

.6

%

1,000,000

City

of

Milwaukee

WI

4

.000

04/01/33

1,002,168‌

1,000,000

City

of

Milwaukee

WI

4

.000

04/01/34

1,002,243‌

2,500,000

State

of

Wisconsin

5

.000

05/01/31

2,819,328‌

755,000

State

of

Wisconsin

4

.000

05/01/41

756,208‌

TOTAL

WISCONSIN

5,579,947‌

WYOMING

-

0

.1

%

250,000

Wyoming

Municipal

Power

Agency,

Inc

4

.000

01/01/36

255,528‌

TOTAL

WYOMING

255,528‌

TOTAL

LONG-TERM

MUNICIPAL

BONDS

208,243,654‌

(Cost

$210,015,084)

TOTAL

LONG-TERM

INVESTMENTS

208,243,654‌

(Cost

$210,015,084)

REFERENCERATE

&

SPREAD

SHORT-TERM

INVESTMENTS

-

1.8%

GOVERNMENT

AGENCY

DEBT

-

1

.8

%

3,772,000

Federal

Home

Loan

Bank

(FHLB)

0

.000

07/01/24

3,770,351‌

TOTAL

GOVERNMENT

AGENCY

DEBT

3,770,351‌

TOTAL

SHORT-TERM

INVESTMENTS

3,770,351‌

(Cost

$3,772,000)

TOTAL

INVESTMENTS

-

98.8%

212,014,005‌

(Cost

$213,787,084)

Nuveen

5-15

Year

Laddered

Tax

Exempt

Bond

Fund

June

30,

2024

276

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCERATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

GOVERNMENT

AGENCY

DEBT—continued

OTHER

ASSETS

&

LIABILITIES,

NET

-

1.2%

$

2,663,071‌

NET

ASSETS

-

100.0%

$

214,677,076‌

(a)

Security

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$6,537,595

or

3.1%

of

Total

Investments.

Portfolio

of

Investments

Nuveen

Green

Bond

Fund

June

30,

2024

277

See

Notes

to

Portfolios

of

Investments

(Unaudited)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

LONG-TERM

INVESTMENTS

-

98.9%

BANK

LOAN

OBLIGATIONS

-

1.8%

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0.3%

$

485,000

(a)

LTR

Intermediate

Holdings,

Inc

TSFR1M

+

4.500%

9.958

%

05/05/28

$

478,028‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

478,028‌

UTILITIES

-

1.5%

420,098

(a)

Constellation

Renewables

LLC

TSFR3M

+

3.250%

8.109

12/15/27

421,467‌

900,000

(a)

TerraForm

Power

Operating

LLC

TSFR3M

+

2.500%

7.935

05/21/29

904,082‌

997,500

(a)

Vistra

Operations

Co

LLC

TSFR1M

+

2.750%

8.094

04/30/31

1,003,360‌

TOTAL

UTILITIES

2,328,909‌

TOTAL

BANK

LOAN

OBLIGATIONS

2,806,937‌

(Cost

$2,782,151)

CORPORATE

BONDS

-

52.7%

AUTOMOBILES

&

COMPONENTS

-

1.7%

1,250,000

Ford

Motor

Co

3.250

02/12/32

1,033,042‌

775,000

General

Motors

Co

5.400

10/15/29

771,033‌

1,000,000

Toyota

Motor

Credit

Corp

2.150

02/13/30

863,675‌

TOTAL

AUTOMOBILES

&

COMPONENTS

2,667,750‌

BANKS

-

3.6%

1,000,000

Bank

of

America

Corp

0.981

09/25/25

988,795‌

1,000,000

Bank

of

America

Corp

2.456

10/22/25

989,592‌

250,000

Citigroup,

Inc

6.048

10/30/24

250,230‌

1,000,000

(b)

Cooperatieve

Rabobank

UA

1.106

02/24/27

928,819‌

500,000

(b)

ING

Groep

NV

4.625

01/06/26

494,189‌

1,000,000

JPMorgan

Chase

&

Co

0.768

08/09/25

994,526‌

1,000,000

Wells

Fargo

&

Co

4.540

08/15/26

987,623‌

TOTAL

BANKS

5,633,774‌

CAPITAL

GOODS

-

0.8%

1,250,000

Conservation

Fund

3.474

12/15/29

1,129,876‌

250,000

(b)

Sociedad

de

Transmision

Austral

S.A.

4.000

01/27/32

223,495‌

TOTAL

CAPITAL

GOODS

1,353,371‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0.3%

500,000

Nature

Conservancy

1.511

07/01/29

417,815‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

417,815‌

CONSUMER

DURABLES

&

APPAREL

-

0.1%

250,000

Whirlpool

Corp

2.400

05/15/31

205,234‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

205,234‌

CONSUMER

SERVICES

-

0.5%

750,000

Family

Forest

Impact

Foundation

LLC

5.500

07/01/32

733,933‌

TOTAL

CONSUMER

SERVICES

733,933‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

1.4%

1,000,000

SYSCO

Corp

2.400

02/15/30

866,406‌

1,575,000

Walmart,

Inc

1.800

09/22/31

1,297,702‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

2,164,108‌

ENERGY

-

1.0%

1,000,000

(b)

New

York

State

Electric

&

Gas

Corp

5.650

08/15/28

1,015,737‌

575,000

(b)

Raizen

Fuels

Finance

S.A.

6.450

03/05/34

584,084‌

TOTAL

ENERGY

1,599,821‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

1.0%

406,000

ERP

Operating

LP

4.150

12/01/28

391,890‌

Nuveen

Green

Bond

Fund

June

30,

2024

278

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)—continued

$

1,225,000

Host

Hotels

&

Resorts

LP

5.700

%

07/01/34

$

1,203,891‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

1,595,781‌

FINANCIAL

SERVICES

-

5.4%

1,000,000

BB

Blue

Financing

DAC

4.395

09/20/29

979,699‌

1,000,000

BB

Blue

Financing

DAC

4.395

09/20/37

978,851‌

1,000,000

Goldman

Sachs

Group,

Inc

4.387

06/15/27

980,472‌

1,000,000

(b)

GPS

Blue

Financing

DAC

5.645

11/09/41

952,500‌

400,000

(b)

Hannon

Armstrong

Sustainable

Infrastructure

Capital,

Inc

6.375

07/01/34

391,580‌

250,000

(b)

HAT

Holdings

I

LLC

6.000

04/15/25

249,760‌

250,000

(b)

HAT

Holdings

I

LLC

3.375

06/15/26

235,737‌

250,000

(b)

HAT

Holdings

I

LLC

8.000

06/15/27

259,909‌

1,100,000

Kreditanstalt

fuer

Wiederaufbau

4.375

02/28/34

1,090,785‌

1,000,000

Mastercard,

Inc

1.900

03/15/31

835,613‌

1,000,000

National

Rural

Utilities

Cooperative

Finance

Corp

4.150

12/15/32

921,428‌

285,000

(b)

Starwood

Property

Trust,

Inc

4.375

01/15/27

269,830‌

500,000

(b)

WLB

Asset

II

C

Pte

Ltd

3.900

12/23/25

472,088‌

TOTAL

FINANCIAL

SERVICES

8,618,252‌

FOOD,

BEVERAGE

&

TOBACCO

-

1.6%

650,000

(b)

Mars,

Inc

4.650

04/20/31

633,402‌

250,000

(b)

NBM

US

Holdings,

Inc

6.625

08/06/29

247,074‌

1,000,000

PepsiCo,

Inc

3.900

07/18/32

933,397‌

1,000,000

PepsiCo,

Inc

2.875

10/15/49

663,762‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

2,477,635‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

0.4%

1,000,000

Kaiser

Foundation

Hospitals

2.810

06/01/41

723,007‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

723,007‌

INSURANCE

-

1.2%

1,000,000

(b)

Muenchener

Rueckversicherungs-Gesellschaft

AG.

in

Muenchen

5.875

05/23/42

997,560‌

1,000,000

(b)

USAA

Capital

Corp

2.125

05/01/30

852,895‌

TOTAL

INSURANCE

1,850,455‌

MATERIALS

-

3.6%

750,000

Air

Products

and

Chemicals,

Inc

4.800

03/03/33

737,810‌

685,000

(b)

Alcoa

Nederland

Holding

BV

7.125

03/15/31

703,999‌

625,000

(b)

Cemex

SAB

de

C.V.

9.125

N/A(c)

666,744‌

1,000,000

(b)

FMG

Resources

August

2006

Pty

Ltd

6.125

04/15/32

988,689‌

1,000,000

LG

Chem

Ltd

3.250

10/15/24

992,806‌

570,000

(b)

LG

Chem

Ltd

4.375

07/14/25

562,909‌

900,000

(b)

Smurfit

Kappa

Treasury

ULC

5.200

01/15/30

895,376‌

195,750

(b)

Star

Energy

Geothermal

Wayang

Windu

Ltd

6.750

04/24/33

196,930‌

TOTAL

MATERIALS

5,745,263‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

0.6%

1,000,000

Pfizer,

Inc

2.625

04/01/30

887,114‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

887,114‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

1.2%

1,000,000

Intel

Corp

4.150

08/05/32

936,520‌

1,000,000

NXP

BV

3.400

05/01/30

906,065‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

1,842,585‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

1.2%

2,000,000

Apple,

Inc

3.000

06/20/27

1,904,981‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

1,904,981‌

TELECOMMUNICATION

SERVICES

-

1.7%

1,500,000

Verizon

Communications,

Inc

1.500

09/18/30

1,224,056‌

1,000,000

Verizon

Communications,

Inc

2.850

09/03/41

700,622‌

1,000,000

Verizon

Communications,

Inc

3.875

03/01/52

758,568‌

TOTAL

TELECOMMUNICATION

SERVICES

2,683,246‌

279

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

TRANSPORTATION

-

0.1%

$

250,000

Norfolk

Southern

Corp

2.300

%

05/15/31

$

209,946‌

TOTAL

TRANSPORTATION

209,946‌

UTILITIES

-

25.3%

1,050,000

AES

Corp

7.600

01/15/55

1,062,982‌

527,000

Ameren

Illinois

Co

2.900

06/15/51

328,698‌

1,000,000

Avangrid,

Inc

3.150

12/01/24

988,980‌

215,000

(b)

Consorcio

Transmantaro

SA

4.700

04/16/34

202,189‌

1,000,000

Consumers

2023

Securitization

Funding

LLC

5.550

03/01/27

999,882‌

983,992

(b)

Continental

Wind

LLC

6.000

02/28/33

969,908‌

500,000

Dominion

Energy,

Inc

2.250

08/15/31

407,295‌

2,000,000

DTE

Electric

Co

1.900

04/01/28

1,792,196‌

1,000,000

DTE

Electric

Co

3.950

03/01/49

787,755‌

1,000,000

DTE

Electric

Co

3.250

04/01/51

674,865‌

1,000,000

Duke

Energy

Carolinas

LLC

2.850

03/15/32

856,735‌

1,000,000

Duke

Energy

Florida

LLC

2.500

12/01/29

882,033‌

1,000,000

Duke

Energy

Florida

LLC

3.000

12/15/51

628,267‌

1,000,000

Duke

Energy

Progress

LLC

3.450

03/15/29

932,662‌

1,000,000

Duke

Energy

Progress

LLC

4.000

04/01/52

759,397‌

250,000

(b)

Electricite

de

France

S.A.

3.625

10/13/25

243,698‌

1,000,000

Georgia

Power

Co

3.250

04/01/26

966,508‌

1,000,000

(b)

Liberty

Utilities

Finance

GP

2.050

09/15/30

817,933‌

1,000,000

MidAmerican

Energy

Co

3.100

05/01/27

953,798‌

500,000

MidAmerican

Energy

Co

2.700

08/01/52

300,219‌

975,000

MidAmerican

Energy

Co

5.850

09/15/54

998,406‌

1,050,000

MidAmerican

Energy

Co

5.300

02/01/55

999,321‌

1,075,000

(b)

New

York

State

Electric

&

Gas

Corp

2.150

10/01/31

861,519‌

1,016,000

(b)

NextEra

Energy

Operating

Partners

LP

7.250

01/15/29

1,041,878‌

1,000,000

(b)

Niagara

Mohawk

Power

Corp

1.960

06/27/30

831,509‌

1,000,000

Northern

States

Power

Co

5.400

03/15/54

963,477‌

500,000

Northwest

Natural

Gas

Co

3.078

12/01/51

299,563‌

1,000,000

Oncor

Electric

Delivery

Co

LLC

0.550

10/01/25

941,907‌

1,000,000

Pacific

Gas

and

Electric

Co

6.700

04/01/53

1,040,561‌

529,000

Public

Service

Co

of

Colorado

3.700

06/15/28

502,386‌

1,000,000

Public

Service

Co

of

Colorado

3.200

03/01/50

657,356‌

500,000

Public

Service

Co

of

Colorado

5.750

05/15/54

493,699‌

1,000,000

Public

Service

Co

of

Oklahoma

2.200

08/15/31

808,076‌

1,000,000

Public

Service

Electric

and

Gas

Co

3.100

03/15/32

871,675‌

250,000

Public

Service

Electric

and

Gas

Co

4.650

03/15/33

240,961‌

175,000

(b)

RWE

Finance

US

LLC

5.875

04/16/34

175,195‌

550,000

San

Diego

Gas

&

Electric

Co

4.950

08/15/28

547,468‌

1,000,000

San

Diego

Gas

&

Electric

Co

2.950

08/15/51

647,587‌

1,000,000

SCE

Recovery

Funding

LLC

2.943

11/15/42

807,255‌

960,000

SCE

Recovery

Funding

LLC

3.240

11/15/46

695,760‌

706,159

(b)

Solar

Star

Funding

LLC

3.950

06/30/35

631,162‌

1,000,000

Southern

California

Edison

Co

2.750

02/01/32

843,402‌

1,162,000

Southern

California

Edison

Co

3.650

06/01/51

819,380‌

1,000,000

Southern

Power

Co

4.150

12/01/25

982,193‌

1,000,000

Southwestern

Electric

Power

Co

3.250

11/01/51

629,214‌

1,000,000

Southwestern

Public

Service

Co

3.150

05/01/50

637,198‌

949,170

(b)

Sweihan

PV

Power

Co

PJSC

3.625

01/31/49

760,289‌

296,445

(b)

Topaz

Solar

Farms

LLC

4.875

09/30/39

263,836‌

925,068

(b)

Topaz

Solar

Farms

LLC

5.750

09/30/39

894,846‌

172,354

(b)

UEP

Penonome

II

S.A.

6.500

10/01/38

144,591‌

1,000,000

Union

Electric

Co

2.150

03/15/32

803,678‌

1,000,000

Union

Electric

Co

2.625

03/15/51

596,166‌

1,050,000

(b)

Vistra

Corp

7.000

N/A(c)

1,040,877‌

1,000,000

Wisconsin

Power

and

Light

Co

3.950

09/01/32

913,974‌

TOTAL

UTILITIES

39,942,365‌

TOTAL

CORPORATE

BONDS

83,256,436‌

(Cost

$89,213,483)

Nuveen

Green

Bond

Fund

June

30,

2024

280

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

GOVERNMENT

BONDS

-

26.8%

AGENCY

SECURITIES

-

2.0%

$

1,000,000

Hashemite

Kingdom

of

Jordan

Government

AID

Bond

3.000

%

06/30/25

$

971,667‌

250,000

United

States

International

Development

Finance

Corp

1.650

04/15/28

226,322‌

163,103

United

States

International

Development

Finance

Corp

1.050

10/15/29

145,979‌

163,103

United

States

International

Development

Finance

Corp

1.790

10/15/29

149,143‌

163,103

United

States

International

Development

Finance

Corp

2.360

10/15/29

151,580‌

1,409,188

United

States

International

Development

Finance

Corp

3.430

06/01/33

1,322,147‌

222,011

United

States

International

Development

Finance

Corp

1.630

07/15/38

177,416‌

TOTAL

AGENCY

SECURITIES

3,144,254‌

FOREIGN

GOVERNMENT

BONDS

-

14.8%

1,000,000

African

Development

Bank

5.750

08/07/72

964,979‌

700,000

Arab

Petroleum

Investments

Corp

1.483

10/06/26

644,679‌

300,000

(b)

Arab

Petroleum

Investments

Corp

1.483

10/06/26

276,263‌

1,000,000

(b)

Arab

Petroleum

Investments

Corp

5.428

05/02/29

1,018,950‌

1,000,000

Asian

Development

Bank

1.750

08/14/26

939,757‌

750,000

Asian

Development

Bank

3.125

09/26/28

710,692‌

1,000,000

Asian

Infrastructure

Investment

Bank

4.875

09/14/26

1,001,814‌

250,000

(b)

CDP

Financial,

Inc

1.000

05/26/26

232,095‌

150,000

(b)

Dominican

Republic

International

Bond

0.000

06/01/36

149,207‌

250,000

European

Bank

for

Reconstruction

&

Development

1.625

09/27/24

247,719‌

2,000,000

European

Investment

Bank

2.500

10/15/24

1,983,045‌

1,000,000

(b)

European

Investment

Bank

2.876

06/13/25

979,018‌

830,000

European

Investment

Bank

3.250

11/15/27

796,011‌

250,000

European

Investment

Bank

1.625

10/09/29

217,156‌

1,500,000

European

Investment

Bank

0.750

09/23/30

1,203,509‌

1,000,000

European

Investment

Bank

3.750

02/14/33

949,937‌

1,000,000

Export

Development

Canada

4.750

06/05/34

1,019,591‌

1,000,000

Hydro-Quebec

8.050

07/07/24

1,000,289‌

1,000,000

Inter-American

Investment

Corp

2.625

04/22/25

978,523‌

500,000

International

Bank

for

Reconstruction

&

Development

2.125

03/03/25

489,772‌

1,000,000

International

Bank

for

Reconstruction

&

Development

0.000

03/31/27

910,978‌

500,000

International

Bank

for

Reconstruction

&

Development

0.000

03/31/28

482,536‌

500,000

(b)

Korea

Electric

Power

Corp

4.875

01/31/27

496,544‌

2,053,000

Kreditanstalt

fuer

Wiederaufbau

0.750

09/30/30

1,650,649‌

1,610,000

OMERS

Finance

Trust

3.500

04/19/32

1,467,214‌

2,000,000

(b)

OMERS

Finance

Trust

4.000

04/19/52

1,589,429‌

1,000,000

(b)

OPEC

Fund

for

International

Development

4.500

01/26/26

986,767‌

TOTAL

FOREIGN

GOVERNMENT

BONDS

23,387,123‌

MORTGAGE

BACKED

-

0.2%

250,000

(a)

Federal

National

Mortgage

Association

(FNMA)

1.518

11/25/30

205,057‌

250,000

(a)

FNMA

1.287

01/25/31

201,994‌

TOTAL

MORTGAGE

BACKED

407,051‌

MUNICIPAL

BONDS

-

8.5%

800,000

California

Community

Choice

Financing

Authority

5.950

08/01/29

803,875‌

1,000,000

California

Community

Choice

Financing

Authority

6.125

04/01/30

1,010,692‌

180,000

(b)

California

Municipal

Finance

Authority

6.375

11/15/48

173,772‌

500,000

City

&

County

of

San

Francisco

CA

Community

Facilities

District

No

2014

6.332

09/01/51

518,854‌

300,000

City

of

Cleveland

OH

Income

Tax

Revenue

3.072

10/01/41

229,420‌

142,958

(d)

City

of

Fort

Wayne

IN

10.750

12/01/29

14‌

250,000

(b)

County

of

Gallatin

MT

11.500

09/01/27

257,071‌

500,000

District

of

Columbia

3.850

02/28/25

493,788‌

1,000,000

Florida

Development

Finance

Corp

7.500

07/01/57

1,017,837‌

1,000,000

(b)

Florida

Development

Finance

Corp

8.250

07/01/57

1,036,931‌

290,000

Klickitat

County

Public

Utilities

3.688

12/01/38

246,367‌

350,000

Maryland

Economic

Development

Corp

5.942

05/31/57

352,697‌

315,000

Massachusetts

Clean

Energy

Cooperative

Corp

2.485

07/01/32

266,988‌

80,000

Metropolitan

Transportation

Authority

5.175

11/15/49

72,271‌

170,000

Morris

County

Improvement

Authority

1.298

06/15/27

153,862‌

281

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MUNICIPAL

BONDS—continued

$

210,000

Mount

Shasta

Public

Financing

Authority

3.000

%

08/01/35

$

193,544‌

220,000

Mount

Shasta

Public

Financing

Authority

2.625

08/01/36

188,885‌

120,000

Mount

Shasta

Public

Financing

Authority

2.625

08/01/37

101,834‌

160,000

Mount

Shasta

Public

Financing

Authority

2.750

08/01/38

135,135‌

165,000

Mount

Shasta

Public

Financing

Authority

2.750

08/01/39

136,379‌

1,000,000

(b)

New

Hampshire

Business

Finance

Authority

5.540

02/01/29

1,000,000‌

850,000

(b)

New

Hampshire

Business

Finance

Authority

5.410

07/01/33

850,000‌

1,840,000

New

York

State

Energy

Research

&

Development

Authority

4.521

04/01/26

1,804,376‌

195,000

New

York

State

Energy

Research

&

Development

Authority

3.927

04/01/27

187,776‌

240,000

(b),(d),(e)

Pennsylvania

Economic

Development

Financing

Authority

10.000

12/01/29

24‌

1,000,000

Philadelphia

Energy

Authority

5.048

11/01/27

1,001,334‌

907,822

State

of

Hawaii

Department

of

Business

Economic

Development

&

Tourism

3.242

01/01/31

875,439‌

250,000

Tuolumne

Wind

Project

Authority

6.918

01/01/34

271,028‌

TOTAL

MUNICIPAL

BONDS

13,380,193‌

U.S.

TREASURY

SECURITIES

-

1.3%

530,000

United

States

Treasury

Note

4.875

05/31/26

531,077‌

105,000

United

States

Treasury

Note

4.625

06/15/27

105,303‌

763,000

United

States

Treasury

Note

4.500

05/31/29

768,186‌

670,000

(f)

United

States

Treasury

Note

4.625

05/15/44

668,744‌

TOTAL

U.S.

TREASURY

SECURITIES

2,073,310‌

TOTAL

GOVERNMENT

BONDS

42,391,931‌

(Cost

$43,948,181)

STRUCTURED

ASSETS

-

17.1%

ASSET

BACKED

-

11.4%

125,000

(a),(b)

BFLD

Trust

TSFR1M

+

2.214%

7.543

10/15/35

29,329‌

Series

-

2020

EYP

(Class

C)

71,684

(b)

GoodLeap

Sustainable

Home

Solutions

Trust

2.100

05/20/48

56,166‌

Series

-

2021

3CS

(Class

A)

252,433

(b)

GoodLeap

Sustainable

Home

Solutions

Trust

1.930

07/20/48

196,282‌

Series

-

2021

4GS

(Class

A)

242,753

(b)

GoodLeap

Sustainable

Home

Solutions

Trust

2.560

10/20/48

185,432‌

Series

-

2021

5CS

(Class

B)

396,534

(b)

GoodLeap

Sustainable

Home

Solutions

Trust

2.700

01/20/49

326,499‌

Series

-

2022

1GS

(Class

A)

870,987

(b)

GoodLeap

Sustainable

Home

Solutions

Trust

4.950

07/20/49

809,820‌

Series

-

2022

3CS

(Class

A)

985,532

(b)

GoodLeap

Sustainable

Home

Solutions

Trust

5.520

02/22/55

947,057‌

Series

-

2023

1GS

(Class

A)

908,263

(b)

Helios

Issuer

LLC

5.750

12/20/50

914,137‌

Series

-

2023

GRID1

(Class

1A)

235,765

(b)

Helios

Issuer,

LLC

5.300

08/22/50

229,137‌

Series

-

2023

B

(Class

A)

90,049

(b)

HERO

Funding

Trust

4.050

09/20/41

83,754‌

Series

-

2016

1A

(Class

A)

139,932

(b)

HERO

Funding

Trust

3.910

09/20/42

128,288‌

Series

-

2016

3A

(Class

A2)

83,304

(b)

HERO

Funding

Trust

4.290

09/20/47

76,927‌

Series

-

2016

4A

(Class

A2)

40,335

(b)

HERO

Funding

Trust

4.460

09/20/47

36,601‌

Series

-

2017

1A

(Class

A2)

92,952

(b)

HERO

Funding

Trust

3.190

09/20/48

80,081‌

Series

-

2017

3A

(Class

A1)

187,299

(b)

HERO

Funding

Trust

3.950

09/20/48

165,578‌

Series

-

2017

3A

(Class

A2)

104,627

(b)

HERO

Funding

Trust

2.720

09/20/57

85,020‌

Series

-

2020

1A

(Class

A)

Nuveen

Green

Bond

Fund

June

30,

2024

282

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ASSET

BACKED—continued

$

900,000

(b)

Hertz

Vehicle

Financing

III

LLC

7.130

%

09/25/29

$

909,534‌

Series

-

2023

2A

(Class

C)

148,827

(b)

Loanpal

Solar

Loan

Ltd

2.290

01/20/48

119,477‌

Series

-

2021

1GS

(Class

A)

250,000

(b),(e)

Mosaic

Solar

Loan

Trust

0.000

04/20/46

133,700‌

Series

-

2020

1A

(Class

R)

338,643

(b)

Mosaic

Solar

Loan

Trust

2.100

04/20/46

292,242‌

Series

-

2020

1A

(Class

A)

116,162

(b)

Mosaic

Solar

Loan

Trust

1.440

08/20/46

97,299‌

Series

-

2020

2A

(Class

A)

650,653

(b)

Mosaic

Solar

Loan

Trust

2.050

12/20/46

505,969‌

Series

-

2021

1A

(Class

B)

236,506

(b)

Mosaic

Solar

Loan

Trust

2.250

12/20/46

209,636‌

Series

-

2021

1A

(Class

C)

447,160

(b)

Mosaic

Solar

Loan

Trust

1.440

06/20/52

360,108‌

Series

-

2021

3A

(Class

A)

944,709

(b)

Mosaic

Solar

Loan

Trust

1.770

06/20/52

792,458‌

Series

-

2021

3A

(Class

C)

793,063

(b)

Mosaic

Solar

Loan

Trust

6.100

06/20/53

799,677‌

Series

-

2022

3A

(Class

A)

500,000

(b)

Mosaic

Solar

Loan

Trust

8.180

09/22/53

447,380‌

Series

-

2023

2A

(Class

C)

151,291

(b)

Renew

2.060

11/20/56

119,752‌

Series

-

2021

1

(Class

A)

1,034,305

(b)

Sunnova

Helios

VIII

Issuer

LLC

2.790

02/22/49

887,187‌

Series

-

2022

A

(Class

A)

1,140,000

(b),(e)

Sunnova

Hestia

II

Issuer

LLC

5.630

07/20/51

1,139,959‌

Series

-

2024

GRID1

(Class

1A)

216,631

(b)

Sunrun

Athena

Issuer

LLC

5.310

04/30/49

203,266‌

Series

-

2018

1

(Class

A)

432,757

(b)

Sunrun

Atlas

Issuer

LLC

3.610

02/01/55

394,674‌

Series

-

2019

2

(Class

A)

319,362

(b)

Sunrun

Callisto

Issuer

LLC

3.980

06/30/54

295,685‌

Series

-

2019

1A

(Class

A)

460,227

(b)

Sunrun

Jupiter

Issuer

LLC

4.750

07/30/57

423,140‌

Series

-

2022

1A

(Class

A)

215,162

(b)

Sunrun

Vulcan

Issuer

LLC

2.460

01/30/52

176,288‌

Series

-

2021

1A

(Class

A)

352,786

(b)

Tesla

Auto

Lease

Trust

5.860

08/20/25

352,997‌

Series

-

2023

A

(Class

A2)

1,000,000

(b)

Tesla

Auto

Lease

Trust

1.320

09/22/25

995,619‌

Series

-

2021

B

(Class

D)

500,000

(b)

Tesla

Auto

Lease

Trust

5.890

06/22/26

501,069‌

Series

-

2023

A

(Class

A3)

1,300,000

(b)

Tesla

Auto

Lease

Trust

6.130

09/21/26

1,307,127‌

Series

-

2023

B

(Class

A3)

1,170,000

(b)

Tesla

Auto

Lease

Trust

5.300

06/21/27

1,166,941‌

Series

-

2024

A

(Class

A3)

343,290

(b)

Vivint

Colar

Financing

V

LLC

7.370

04/30/48

319,189‌

Series

-

2018

1A

(Class

B)

842,153

(b)

Vivint

Solar

Financing

VII

LLC

2.210

07/31/51

721,111‌

Series

-

2020

1A

(Class

A)

TOTAL

ASSET

BACKED

18,021,592‌

OTHER

MORTGAGE

BACKED

-

5.7%

250,000

(a),(b)

Alen

Mortgage

Trust

TSFR1M

+

1.764%

7.093

04/15/34

215,490‌

Series

-

2021

ACEN

(Class

B)

100,000

(b)

BBCMS

Trust

4.498

08/10/35

89,017‌

Series

-

2015

SRCH

(Class

B)

500,000

(b)

COMM

Mortgage

Trust

3.178

02/10/35

459,183‌

Series

-

2015

3BP

(Class

A)

283

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

100,000

(b)

COMM

Mortgage

Trust

3.376

%

01/10/39

$

88,654‌

Series

-

2022

HC

(Class

C)

500,000

(b)

CPT

Mortgage

Trust

2.865

11/13/39

429,198‌

Series

-

2019

CPT

(Class

A)

500,000

(a),(b)

DBUBS

Mortgage

Trust

3.648

10/10/34

438,237‌

Series

-

2017

BRBK

(Class

D)

1,000,000

(b)

Frontier

Issuer

LLC

11.500

08/20/53

1,009,445‌

Series

-

2023

1

(Class

C)

210,000

(a),(b)

GCT

Commercial

Mortgage

Trust

TSFR1M

+

0.914%

6.243

02/15/38

173,310‌

Series

-

2021

GCT

(Class

A)

345,000

(a),(b)

Hudson

Yards

Mortgage

Trust

3.558

07/10/39

278,478‌

Series

-

2019

30HY

(Class

E)

1,255,000

(a),(b)

JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust

TSFR1M

+

1.734%

7.063

10/15/33

1,200,618‌

Series

-

2020

609M

(Class

A)

1,000,000

(a),(b)

JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust

TSFR1M

+

2.134%

7.463

10/15/33

922,671‌

Series

-

2020

609M

(Class

B)

250,000

(a),(b)

MFT

Trust

3.392

08/10/40

157,450‌

Series

-

2020

B6

(Class

B)

297,597

(a),(b)

Natixis

Commercial

Mortgage

Securities

Trust

TSFR1M

+

1.579%

5.915

07/15/36

277,802‌

Series

-

2019

MILE

(Class

A)

500,000

(a),(b)

Natixis

Commercial

Mortgage

Securities

Trust

TSFR1M

+

2.829%

8.158

07/15/36

390,733‌

Series

-

2019

MILE

(Class

D)

250,000

(a),(b)

Natixis

Commercial

Mortgage

Securities

Trust

TSFR1M

+

4.329%

9.658

07/15/36

168,499‌

Series

-

2019

MILE

(Class

F)

11,470,000

(a),(b)

NYC

Commercial

Mortgage

Trust

0.333

04/10/43

161,760‌

Series

-

2021

909

(Class

X)

500,000

(b)

One

Bryant

Park

Trust

2.516

09/15/54

424,161‌

Series

-

2019

OBP

(Class

A)

730,448

(b)

One

Market

Plaza

Trust

3.614

02/10/32

654,525‌

Series

-

2017

1MKT

(Class

A)

400,000

(a),(b)

STWD

Mortgage

Trust

TSFR1M

+

2.419%

7.748

11/15/36

391,731‌

Series

-

2021

LIH

(Class

D)

100,000

(a),(b)

VNDO

Trust

4.033

01/10/35

91,205‌

Series

-

2016

350P

(Class

D)

1,000,000

(b)

Wells

Fargo

Commercial

Mortgage

Trust

6.011

06/10/37

1,011,346‌

Series

-

2024

SVEN

(Class

A)

TOTAL

OTHER

MORTGAGE

BACKED

9,033,513‌

TOTAL

STRUCTURED

ASSETS

27,055,105‌

(Cost

$29,183,804)

SHARES

REFERENCERATE

&

SPREAD

PREFERRED

STOCKS

-

0.5%

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0.1%

10,000

Brookfield

Property

Partners

LP

131,500‌

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

131,500‌

UTILITIES

-

0.4%

20,000

Brookfield

Infrastructure

Partners

LP

371,200‌

16,000

Brookfield

Renewable

Partners

LP

294,240‌

TOTAL

UTILITIES

665,440‌

TOTAL

PREFERRED

STOCKS

796,940‌

(Cost

$1,150,000)

TOTAL

LONG-TERM

INVESTMENTS

156,307,349‌

(Cost

$166,277,619)

Nuveen

Green

Bond

Fund

June

30,

2024

284

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCERATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

SHORT-TERM

INVESTMENTS

-

0.9%

GOVERNMENT

AGENCY

DEBT

-

0.9%

$

1,371,000

Federal

Home

Loan

Bank

(FHLB)

0.000

%

07/01/24

$

1,370,400‌

TOTAL

GOVERNMENT

AGENCY

DEBT

1,370,400‌

TOTAL

SHORT-TERM

INVESTMENTS

1,370,400‌

(Cost

$1,371,000)

SHARES

EXP

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.4%

688,959

(g)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5.330

(h)

688,959‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

688,959‌

(Cost

$688,959)

TOTAL

INVESTMENTS

-

100.2%

158,366,708‌

(Cost

$168,337,578)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(0.2)%

(356,472‌)

NET

ASSETS

-

100.0%

$

158,010,236‌

TSFR1M

CME

Term

Secured

Overnight

Financing

Rate

1

Month

TSFR3M

CME

Term

Secured

Overnight

Financing

Rate

3

Month

(a)

Floating

or

variable

rate

security

includes

the

reference

rate

and

spread,

unless

the

variable

rate

is

based

on

the

underlying

asset

of

the

security.

Coupon

rate

reflects

the

rate

at

period

end.

(b)

Security

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$57,803,914

or

36.5%

of

Total

Investments.

(c)

Perpetual

security

(d)

In

default

(e)

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

(f)

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$661,757.

(g)

Investments

made

with

cash

collateral

received

from

securities

on

loan.

(h)

The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

Portfolio

of

Investments

Nuveen

High

Yield

Fund

June

30,

2024

285

See

Notes

to

Portfolios

of

Investments

(Unaudited)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

LONG-TERM

INVESTMENTS

-

97.4%

BANK

LOAN

OBLIGATIONS

-

5.5%

CAPITAL

GOODS

-

0.8%

$

9,925,000

(a)

TransDigm,

Inc

TSFR3M

+

0.028%

3.250

%

08/24/28

$

9,954,179‌

6,034,372

(a)

Windsor

Holdings

III

LLC

TSFR1M

+

4.000%

9.339

08/01/30

6,081,139‌

TOTAL

CAPITAL

GOODS

16,035,318‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0.5%

10,000,000

(a)

GTCR

W

MERGER

SUB

TSFR3M

+

3.000%

8.335

01/31/31

10,026,400‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

10,026,400‌

FINANCIAL

SERVICES

-

0.6%

7,371,237

(a)

Advisor

Group

Holdings,

Inc

TSFR1M

+

4.000%

9.344

08/17/28

7,403,044‌

5,454,000

(a),(b)

Clue

Opco

LLC

TSFR1M

+

4.250%

0.000

12/19/30

5,100,172‌

TOTAL

FINANCIAL

SERVICES

12,503,216‌

FOOD,

BEVERAGE

&

TOBACCO

-

0.5%

9,319,730

(a)

Triton

Water

Holdings,

Inc

TSFR3M

+

3.250%

8.846

03/31/28

9,333,709‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

9,333,709‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

1.4%

7,900,826

(a)

ADMI

Corp

TSFR1M

+

3.375%

8.833

12/23/27

7,736,884‌

9,062,917

(a)

Medline

Borrower

LP

TSFR1M

+

2.750%

8.094

10/23/28

9,091,239‌

9,975,000

(a)

Phoenix

Guarantor,

Inc

TSFR1M

+

3.250%

8.594

02/21/31

9,961,334‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

26,789,457‌

MEDIA

&

ENTERTAINMENT

-

0.5%

4,973,807

(a)

Abe

Investment

Holdings

TSFR3M

+

4.500%

9.935

02/19/26

4,978,532‌

5,000,000

(a)

Gray

Television,

Inc

TSFR1M

+

3.000%

8.428

12/01/28

4,523,425‌

TOTAL

MEDIA

&

ENTERTAINMENT

9,501,957‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0.0%

24,255

(a)

Bright

Bidco

BV

TSFR3M

+

9.000%

14.330

10/31/27

11,631‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

11,631‌

SOFTWARE

&

SERVICES

-

0.5%

7,840,350

(a)

Cotiviti,

Inc

TSFR1M

+

3.250%

8.563

04/30/31

7,820,749‌

2,922,034

(a)

Rackspace

Finance

LLC

TSFR1M

+

0.053%

11.692

05/15/28

2,967,706‌

TOTAL

SOFTWARE

&

SERVICES

10,788,455‌

TELECOMMUNICATION

SERVICES

-

0.5%

9,847,328

(a)

Frontier

Communications

Corp

TSFR1M

+

3.750%

9.208

10/08/27

9,854,714‌

TOTAL

TELECOMMUNICATION

SERVICES

9,854,714‌

TRANSPORTATION

-

0.2%

3,815,438

(a)

Air

Canada

TSFR3M

+

2.500%

7.847

03/21/31

3,825,568‌

TOTAL

TRANSPORTATION

3,825,568‌

TOTAL

BANK

LOAN

OBLIGATIONS

108,670,425‌

(Cost

$107,990,461)

CORPORATE

BONDS

-

89.4%

AUTOMOBILES

&

COMPONENTS

-

3.8%

4,520,000

Dana,

Inc

5.375

11/15/27

4,417,982‌

2,400,000

Dana,

Inc

4.250

09/01/30

2,095,062‌

15,040,000

Dana,

Inc

4.500

02/15/32

12,916,468‌

5,325,000

(c)

Garrett

Motion

Holdings,

Inc

7.750

05/31/32

5,396,472‌

6,815,000

Goodyear

Tire

&

Rubber

Co

5.000

07/15/29

6,343,353‌

4,650,000

(d)

Goodyear

Tire

&

Rubber

Co

5.250

07/15/31

4,234,740‌

18,450,000

(c),(e)

IHO

Verwaltungs

GmbH

6.375

05/15/29

18,234,427‌

6,615,000

(c)

Phinia,

Inc

6.750

04/15/29

6,713,173‌

Nuveen

High

Yield

Fund

June

30,

2024

286

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

AUTOMOBILES

&

COMPONENTS—continued

$

14,635,000

(c)

ZF

North

America

Capital,

Inc

6.750

%

04/23/30

$

14,904,884‌

TOTAL

AUTOMOBILES

&

COMPONENTS

75,256,561‌

CAPITAL

GOODS

-

5.7%

13,945,000

(c)

Albion

Financing

1

SARL

6.125

10/15/26

13,765,504‌

15,785,000

(c)

Albion

Financing

2

SARL

8.750

04/15/27

15,905,329‌

7,675,000

(c)

Alta

Equipment

Group,

Inc

9.000

06/01/29

7,120,162‌

800,000

(c)

Brand

Industrial

Services,

Inc

10.375

08/01/30

864,555‌

7,135,000

(c)

Chart

Industries,

Inc

7.500

01/01/30

7,373,067‌

8,050,000

(c)

EquipmentShare.com,

Inc

8.625

05/15/32

8,347,222‌

2,335,000

(c)

Gates

Corp

6.875

07/01/29

2,375,722‌

7,770,000

(c)

Herc

Holdings,

Inc

6.625

06/15/29

7,878,957‌

9,370,000

(c)

Husky

Injection

Molding

Systems

Ltd

9.000

02/15/29

9,702,766‌

8,975,000

(c)

Masterbrand,

Inc

7.000

07/15/32

9,076,424‌

11,790,000

(c)

TransDigm,

Inc

6.875

12/15/30

12,035,822‌

4,035,000

(c)

TransDigm,

Inc

6.625

03/01/32

4,075,590‌

9,830,000

(c)

Trinity

Industries,

Inc

7.750

07/15/28

10,176,061‌

3,975,000

(c)

Windsor

Holdings

III

LLC

8.500

06/15/30

4,148,656‌

TOTAL

CAPITAL

GOODS

112,845,837‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

2.2%

10,785,000

(c)

ASGN,

Inc

4.625

05/15/28

10,171,045‌

4,355,000

(c)

Brink's

Co

6.500

06/15/29

4,400,655‌

5,500,000

(c)

Garda

World

Security

Corp

4.625

02/15/27

5,255,582‌

5,000,000

(c)

GTCR

W-2

MERGER

SUB

LLC

7.500

01/15/31

5,213,261‌

5,075,000

(c)

Prime

Security

Services

Borrower

LLC

5.750

04/15/26

5,036,441‌

5,325,000

(c)

Prime

Security

Services

Borrower

LLC

3.375

08/31/27

4,927,065‌

9,060,000

(c)

Prime

Security

Services

Borrower

LLC

6.250

01/15/28

8,927,931‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

43,931,980‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

4.9%

10,915,000

(c)

Academy

Ltd

6.000

11/15/27

10,746,536‌

6,000,000

(c),(d)

Asbury

Automotive

Group,

Inc

4.625

11/15/29

5,545,617‌

5,240,000

(c)

Asbury

Automotive

Group,

Inc

5.000

02/15/32

4,747,480‌

7,440,000

(c)

Bath

&

Body

Works,

Inc

6.625

10/01/30

7,463,228‌

6,675,000

(c)

Group

1

Automotive,

Inc

4.000

08/15/28

6,165,977‌

9,725,000

Kohl's

Corp

4.625

05/01/31

8,135,229‌

7,835,000

(c)

LCM

Investments

Holdings

II

LLC

4.875

05/01/29

7,323,614‌

620,000

(c)

LCM

Investments

Holdings

II

LLC

8.250

08/01/31

646,957‌

9,555,000

(c)

Macy's

Retail

Holdings

LLC

6.125

03/15/32

9,124,668‌

17,230,000

(c)

Magic

Mergeco,

Inc

5.250

05/01/28

13,783,947‌

10,000,000

(c)

Magic

Mergeco,

Inc

7.875

05/01/29

6,416,898‌

800,000

(c)

PetSmart,

Inc

4.750

02/15/28

743,101‌

10,000,000

(c)

Staples,

Inc

10.750

09/01/29

9,503,268‌

5,790,000

(c)

Velocity

Vehicle

Group

LLC

8.000

06/01/29

5,955,305‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

96,301,825‌

CONSUMER

DURABLES

&

APPAREL

-

0.8%

3,853,000

(c)

Hanesbrands,

Inc

4.875

05/15/26

3,769,397‌

5,200,000

Newell

Rubbermaid,

Inc

5.750

04/01/46

4,208,673‌

8,880,000

(c)

Wolverine

World

Wide,

Inc

4.000

08/15/29

7,433,710‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

15,411,780‌

CONSUMER

SERVICES

-

4.4%

11,845,000

(c)

Carnival

Corp

4.000

08/01/28

11,123,849‌

16,330,000

(c)

CDI

Escrow

Issuer,

Inc

5.750

04/01/30

15,861,897‌

6,615,000

(c),(d)

Cinemark

USA,

Inc

5.250

07/15/28

6,323,408‌

11,345,000

(c)

Fertitta

Entertainment

LLC

4.625

01/15/29

10,331,448‌

5,865,000

(c)

Flutter

Treasury

Designated

Activity

Co

6.375

04/29/29

5,902,133‌

5,330,000

(c)

Hilton

Grand

Vacations

Borrower

Escrow

LLC

6.625

01/15/32

5,354,955‌

6,495,000

(c)

Life

Time,

Inc

5.750

01/15/26

6,466,381‌

2,400,000

(c)

Merlin

Entertainments

Group

US

Holdings,

Inc

7.375

02/15/31

2,445,262‌

10,495,000

(c)

NCL

Corp

Ltd

5.875

03/15/26

10,375,598‌

3,925,000

(c)

Royal

Caribbean

Cruises

Ltd

7.250

01/15/30

4,064,004‌

287

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

CONSUMER

SERVICES—continued

$

7,925,000

(c)

Six

Flags

Entertainment

Corp

0.000

%

04/30/32

$

8,053,673‌

TOTAL

CONSUMER

SERVICES

86,302,608‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

0.4%

8,020,000

(c)

Albertsons

Cos,

Inc

6.500

02/15/28

8,058,024‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

8,058,024‌

ENERGY

-

13.3%

9,000,000

(c)

Antero

Midstream

Partners

LP

5.750

03/01/27

8,927,305‌

7,190,000

(c)

Archrock

Partners

LP

6.875

04/01/27

7,218,652‌

2,000,000

(c)

Archrock

Partners

LP

6.250

04/01/28

1,980,766‌

7,650,000

(c)

Baytex

Energy

Corp

7.375

03/15/32

7,773,915‌

2,010,000

(c)

Blue

Racer

Midstream

LLC

7.000

07/15/29

2,046,964‌

1,005,000

(c)

Blue

Racer

Midstream

LLC

7.250

07/15/32

1,033,289‌

769,268

(c)

BORR

IHC

Ltd

10.000

11/15/28

803,885‌

2,400,000

(c)

Buckeye

Partners

LP

6.875

07/01/29

2,408,964‌

7,190,000

(c)

Civitas

Resources,

Inc

8.375

07/01/28

7,533,890‌

1,595,000

(c)

Civitas

Resources,

Inc

8.625

11/01/30

1,710,191‌

10,635,000

(c)

Civitas

Resources,

Inc

8.750

07/01/31

11,389,553‌

424,860

(e)

Cloud

Peak

Energy,

Inc

12.000

05/01/25

388,930‌

13,510,000

(c)

CNX

Resources

Corp

7.250

03/01/32

13,771,675‌

3,200,000

(c)

Delek

Logistics

Partners

LP

8.625

03/15/29

3,292,989‌

5,800,000

(c)

Energean

Israel

Finance

Ltd

5.375

03/30/28

5,138,800‌

7,969,000

(c)

Energean

Israel

Finance

Ltd

5.875

03/30/31

6,748,149‌

10,000,000

Energy

Transfer

LP

6.500

N/A(f)

9,863,505‌

1,365,000

(c)

EQM

Midstream

Partners

LP

7.500

06/01/27

1,393,953‌

7,200,000

(c)

EQM

Midstream

Partners

LP

6.500

07/01/27

7,277,299‌

3,470,000

(c)

EQM

Midstream

Partners

LP

6.375

04/01/29

3,505,071‌

7,700,000

EQT

Midstream

Partners

LP

6.500

07/15/48

7,773,735‌

2,905,000

Genesis

Energy

LP

8.000

01/15/27

2,970,243‌

2,515,000

Genesis

Energy

LP

7.875

05/15/32

2,538,970‌

7,470,000

(c)

Harvest

Midstream

I

LP

7.500

05/15/32

7,584,635‌

6,340,000

(c)

Hilcorp

Energy

I

LP

5.750

02/01/29

6,135,016‌

6,185,000

(c)

Hilcorp

Energy

I

LP

6.000

04/15/30

5,974,393‌

6,166,000

(c)

Hilcorp

Energy

I

LP

6.000

02/01/31

5,885,044‌

8,685,000

(c)

Hilcorp

Energy

I

LP

6.250

04/15/32

8,352,180‌

430,000

(c)

Hilcorp

Energy

I

LP

8.375

11/01/33

458,276‌

10,000,000

(c)

Kinetik

Holdings

LP

6.625

12/15/28

10,159,580‌

5,350,000

(c)

Kodiak

Gas

Services

LLC

7.250

02/15/29

5,484,157‌

6,923,000

(c)

Parkland

Corp

4.500

10/01/29

6,336,660‌

5,000,000

(c)

Parkland

Corp

4.625

05/01/30

4,560,220‌

4,925,000

(c)

PBF

Holding

Co

LLC

7.875

09/15/30

5,041,851‌

5,900,000

SM

Energy

Co

6.750

09/15/26

5,901,959‌

7,735,000

SM

Energy

Co

6.625

01/15/27

7,704,228‌

4,460,000

(c)

Sunoco

LP

7.000

05/01/29

4,570,979‌

5,000,000

(c)

Talos

Production,

Inc

9.000

02/01/29

5,247,720‌

1,230,000

(c)

TRANSOCEAN

AQUILA

Ltd

8.000

09/30/28

1,249,144‌

4,475,000

(c)

Transocean

Titan

Financing

Ltd

8.375

02/01/28

4,618,589‌

4,882,500

(c)

Transocean,

Inc

8.750

02/15/30

5,126,028‌

2,720,000

USA

Compression

Partners

LP

6.875

09/01/27

2,725,097‌

13,020,000

(c)

USA

Compression

Partners

LP

7.125

03/15/29

13,119,056‌

6,935,000

(c)

Venture

Global

LNG,

Inc

8.125

06/01/28

7,144,555‌

20,375,000

(c)

Venture

Global

LNG,

Inc

9.875

02/01/32

22,176,660‌

TOTAL

ENERGY

263,046,720‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

1.6%

7,690,000

(c)

Iron

Mountain,

Inc

7.000

02/15/29

7,825,275‌

10,230,000

(d)

MPT

Operating

Partnership

LP

5.000

10/15/27

8,449,040‌

2,400,000

(c)

RLJ

Lodging

Trust

LP

4.000

09/15/29

2,119,753‌

1,250,000

(c)

Uniti

Group

LP

10.500

02/15/28

1,224,103‌

12,150,000

(c)

Uniti

Group

LP

10.500

02/15/28

11,898,278‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

31,516,449‌

Nuveen

High

Yield

Fund

June

30,

2024

288

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FINANCIAL

SERVICES

-

9.3%

$

8,060,000

(c)

Block,

Inc

6.500

%

05/15/32

$

8,167,924‌

9,812,000

(c)

Compass

Group

Diversified

Holdings

LLC

5.250

04/15/29

9,306,398‌

10,000,000

(c),(d)

Compass

Group

Diversified

Holdings

LLC

5.000

01/15/32

9,049,175‌

16,310,000

(c)

Encore

Capital

Group,

Inc

8.500

05/15/30

16,592,571‌

15,170,000

(c)

FirstCash,

Inc

6.875

03/01/32

15,167,969‌

9,015,000

(c)

HAT

Holdings

I

LLC

3.375

06/15/26

8,500,667‌

7,250,000

(c)

HAT

Holdings

I

LLC

8.000

06/15/27

7,537,375‌

12,000,000

(c)

Hunt

Cos,

Inc

5.250

04/15/29

10,905,698‌

2,250,000

Icahn

Enterprises

LP

6.250

05/15/26

2,232,235‌

10,320,000

Icahn

Enterprises

LP

5.250

05/15/27

9,686,589‌

15,375,000

Icahn

Enterprises

LP

4.375

02/01/29

13,146,263‌

2,400,000

(c)

Icahn

Enterprises

LP

9.000

06/15/30

2,387,892‌

4,000,000

Navient

Corp

5.000

03/15/27

3,818,080‌

10,360,000

Navient

Corp

4.875

03/15/28

9,507,572‌

5,450,000

Navient

Corp

5.500

03/15/29

4,975,955‌

800,000

(c)

NCR

Corp

ATM

9.500

04/01/29

864,593‌

215,000

OneMain

Finance

Corp

7.125

03/15/26

218,473‌

11,735,000

OneMain

Finance

Corp

3.500

01/15/27

10,995,073‌

10,000,000

OneMain

Finance

Corp

4.000

09/15/30

8,582,418‌

14,220,000

(c)

PennyMac

Financial

Services,

Inc

7.875

12/15/29

14,663,422‌

5,000,000

(c)

PennyMac

Financial

Services,

Inc

7.125

11/15/30

4,984,595‌

5,000,000

(c)

Rocket

Mortgage

LLC

3.875

03/01/31

4,357,414‌

5,000,000

Springleaf

Finance

Corp

5.375

11/15/29

4,689,277‌

2,400,000

(c)

Starwood

Property

Trust,

Inc

7.250

04/01/29

2,425,732‌

TOTAL

FINANCIAL

SERVICES

182,763,360‌

FOOD,

BEVERAGE

&

TOBACCO

-

1.0%

800,000

(c)

B&G

Foods,

Inc

8.000

09/15/28

812,980‌

5,615,000

(c)

Darling

Ingredients,

Inc

6.000

06/15/30

5,521,043‌

10,245,000

(c)

Primo

Water

Holdings,

Inc

4.375

04/30/29

9,438,360‌

5,000,000

(c)

Triton

Water

Holdings,

Inc

6.250

04/01/29

4,822,554‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

20,594,937‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

3.8%

2,400,000

(c)

AMN

Healthcare

Services,

Inc

4.000

04/15/29

2,155,474‌

12,255,000

(c)

CHS

5.250

05/15/30

10,104,151‌

7,030,000

(c)

CHS

10.875

01/15/32

7,316,729‌

2,275,000

(c)

CHS/Community

Health

Systems,

Inc

5.625

03/15/27

2,118,496‌

3,850,000

(c)

CHS/Community

Health

Systems,

Inc

8.000

12/15/27

3,817,624‌

4,250,000

(b),(c)

Concentra

Escrow

Issuer

Corp

6.875

07/15/32

4,305,931‌

12,260,000

(c)

DaVita,

Inc

4.625

06/01/30

11,078,496‌

6,540,000

(c)

DaVita,

Inc

3.750

02/15/31

5,578,351‌

15,151,515

(c)

Global

Medical

Response,

Inc

10.000

10/31/28

14,779,470‌

9,690,000

(c)

LifePoint

Health,

Inc

11.000

10/15/30

10,676,132‌

2,400,000

(c)

Pediatrix

Medical

Group,

Inc

5.375

02/15/30

2,122,104‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

74,052,958‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

1.2%

5,840,000

(c)

Coty,

Inc

6.625

07/15/30

5,926,420‌

12,556,000

(c),(d)

Kronos

Acquisition

Holdings,

Inc

7.000

12/31/27

12,985,453‌

5,420,000

(b),(c)

Kronos

Acquisition

Holdings,

Inc

8.250

06/30/31

5,425,420‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

24,337,293‌

INSURANCE

-

4.0%

18,513,000

(c)

Acrisure

LLC

4.250

02/15/29

16,817,037‌

11,725,000

(c)

Alliant

Holdings

Intermediate

LLC

4.250

10/15/27

10,978,507‌

9,305,000

(c)

Alliant

Holdings

Intermediate

LLC

6.750

04/15/28

9,319,767‌

7,810,000

(c)

Ardonagh

Finco

Ltd

7.750

02/15/31

7,720,688‌

24,000

(c)

Howden

UK

Refinance

plc

7.250

02/15/31

23,821‌

8,270,000

(c)

HUB

International

Ltd

7.250

06/15/30

8,477,833‌

24,620,000

(c)

Panther

Escrow

Issuer

LLC

7.125

06/01/31

24,901,505‌

TOTAL

INSURANCE

78,239,158‌

289

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MATERIALS

-

5.7%

$

7,225,000

(c)

Arsenal

AIC

Parent

LLC

8.000

%

10/01/30

$

7,581,886‌

6,110,000

(c)

Avient

Corp

7.125

08/01/30

6,226,664‌

18,740,000

(c)

Cleveland-Cliffs,

Inc

7.000

03/15/32

18,527,841‌

10,000,000

(c)

EverArc

Escrow

Sarl

5.000

10/30/29

9,056,130‌

15,785,000

(c)

Mineral

Resources

Ltd

8.000

11/01/27

16,149,113‌

2,625,000

(c)

Mineral

Resources

Ltd

9.250

10/01/28

2,755,021‌

2,400,000

(c),(d)

NV

Chemicals

Corp

4.250

05/15/29

2,115,425‌

2,400,000

Olin

Corp

5.625

08/01/29

2,354,134‌

8,485,000

(c)

Olympus

Water

US

Holding

Corp

4.250

10/01/28

7,718,557‌

6,410,000

(c)

Sealed

Air

Corp

6.500

07/15/32

6,374,031‌

16,005,000

(c)

SunCoke

Energy,

Inc

4.875

06/30/29

14,500,016‌

4,862,000

(c)

Trinseo

Materials

Operating

S.C.A

5.375

09/01/25

3,990,394‌

7,000,000

(c)

Trinseo

Materials

Operating

S.C.A

5.125

04/01/29

2,720,895‌

10,397,000

(c)

Tronox,

Inc

4.625

03/15/29

9,385,252‌

2,500,000

(c)

WR

Grace

Holdings

LLC

7.375

03/01/31

2,533,660‌

TOTAL

MATERIALS

111,989,019‌

MEDIA

&

ENTERTAINMENT

-

9.9%

8,860,000

(c)

Arches

Buyer,

Inc

4.250

06/01/28

7,910,912‌

5,120,000

(c)

CCO

Holdings

LLC

5.375

06/01/29

4,657,994‌

20,000,000

(c)

CCO

Holdings

LLC

6.375

09/01/29

19,010,590‌

12,250,000

(c)

CCO

Holdings

LLC

4.500

08/15/30

10,370,562‌

9,025,000

(c)

CCO

Holdings

LLC

4.250

02/01/31

7,368,379‌

310,000

(c)

CCO

Holdings

LLC

7.375

03/03/31

305,662‌

10,800,000

CCO

Holdings

LLC

4.500

05/01/32

8,698,551‌

800,000

(c)

Clear

Channel

Outdoor

Holdings,

Inc

7.875

04/01/30

805,237‌

5,980,000

(c)

CSC

Holdings

LLC

5.500

04/15/27

4,850,617‌

5,788,000

(c)

CSC

Holdings

LLC

11.250

05/15/28

5,040,686‌

4,135,000

(c)

CSC

Holdings

LLC

11.750

01/31/29

3,526,552‌

11,170,000

(c)

DIRECTV

Holdings

LLC

5.875

08/15/27

10,506,350‌

10,800,000

(c)

DISH

Network

Corp

11.750

11/15/27

10,589,395‌

10,015,000

(c)

Gray

Television,

Inc

10.500

07/15/29

10,068,878‌

6,900,000

(c)

Gray

Television,

Inc

4.750

10/15/30

4,140,594‌

225,000

(c)

LCPR

Senior

Secured

Financing

DAC

6.750

10/15/27

210,720‌

9,650,000

(c)

LCPR

Senior

Secured

Financing

DAC

5.125

07/15/29

8,008,641‌

7,000,000

(c)

Outfront

Media

Capital

LLC

7.375

02/15/31

7,284,963‌

4,000,000

(c)

Sirius

XM

Radio,

Inc

5.000

08/01/27

3,828,884‌

4,650,000

(c)

Sirius

XM

Radio,

Inc

4.000

07/15/28

4,200,593‌

4,380,000

(c)

Sirius

XM

Radio,

Inc

4.125

07/01/30

3,741,029‌

10,525,000

(c)

Sunrise

FinCo

I

BV

4.875

07/15/31

9,556,858‌

5,000,000

(c)

Sunrise

HoldCo

IV

BV

5.500

01/15/28

4,836,144‌

12,000,000

(c)

Univision

Communications,

Inc

4.500

05/01/29

10,085,642‌

800,000

(c)

Univision

Communications,

Inc

7.375

06/30/30

744,135‌

17,665,000

(c)

Virgin

Media

Secured

Finance

plc

5.500

05/15/29

16,148,474‌

11,175,000

(c)

VZ

Secured

Financing

BV

5.000

01/15/32

9,528,596‌

9,672,000

(c)

Ziff

Davis,

Inc

4.625

10/15/30

8,744,896‌

TOTAL

MEDIA

&

ENTERTAINMENT

194,770,534‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

1.4%

9,350,000

(c)

Bausch

Health

Cos,

Inc

4.875

06/01/28

6,997,166‌

800,000

(d)

Endo

Finance

Holdings,

Inc

8.500

04/15/31

825,581‌

1,600,000

(c)

Organon

&

Co

6.750

05/15/34

1,597,785‌

5,410,000

(c)

Organon

&

Co

7.875

05/15/34

5,558,794‌

14,000,000

(c)

Organon

Finance  LLC

5.125

04/30/31

12,575,530‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

27,554,856‌

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

1.5%

12,755,400

(c)

Anywhere

Real

Estate

Group

LLC

7.000

04/15/30

10,429,992‌

9,145,000

(c)

Cushman

&

Wakefield

US

Borrower

LLC

6.750

05/15/28

9,077,578‌

3,472,000

Kennedy-Wilson,

Inc

4.750

03/01/29

2,970,579‌

7,000,000

(d)

Kennedy-Wilson,

Inc

5.000

03/01/31

5,724,493‌

Nuveen

High

Yield

Fund

June

30,

2024

290

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT—continued

$

742,000

(c),(d)

Realogy

Group

LLC

5.250

%

04/15/30

$

442,952‌

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

28,645,594‌

SOFTWARE

&

SERVICES

-

1.5%

14,000,000

(c),(d)

Ahead

DB

Holdings

LLC

6.625

05/01/28

13,250,440‌

3,375,000

(c)

CA

Magnum

Holdings

5.375

10/31/26

3,212,002‌

800,000

(c)

Cloud

Software

Group,

Inc

8.250

06/30/32

815,397‌

13,450,180

(c)

Rackspace

Finance

LLC

3.500

05/15/28

5,783,577‌

6,800,000

Rocket

Software,

Inc

9.000

11/28/28

6,910,507‌

TOTAL

SOFTWARE

&

SERVICES

29,971,923‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

0.4%

9,335,000

(c)

Imola

Merger

Corp

4.750

05/15/29

8,726,747‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

8,726,747‌

TELECOMMUNICATION

SERVICES

-

3.8%

230,000

(c)

Frontier

Communications

Corp

5.000

05/01/28

216,682‌

5,000,000

(c),(d)

Frontier

Communications

Holdings

LLC

6.000

01/15/30

4,349,809‌

800,000

(c)

Frontier

Communications

Holdings

LLC

8.750

05/15/30

824,354‌

8,210,000

(c)

Frontier

Communications

Holdings

LLC

8.625

03/15/31

8,457,341‌

12,695,000

(c)

Iliad

Holding

SASU

6.500

10/15/26

12,638,767‌

9,820,000

(c)

Iliad

Holding

SASU

7.000

10/15/28

9,737,796‌

11,595,000

(c)

Iliad

Holding

SASU

8.500

04/15/31

11,740,385‌

10,850,000

(c)

Level

3

Financing,

Inc

10.500

04/15/29

10,822,875‌

10,000,000

(c)

Level

3

Financing,

Inc

10.500

05/15/30

9,904,142‌

5,000,000

(c)

Level

3

Financing,

Inc

10.750

12/15/30

4,987,500‌

2,050,000

(c)

Vmed

O2

UK

Financing

I

plc

4.250

01/31/31

1,701,249‌

800,000

(c),(d)

Zayo

Group

Holdings,

Inc

4.000

03/01/27

639,813‌

TOTAL

TELECOMMUNICATION

SERVICES

76,020,713‌

TRANSPORTATION

-

4.6%

6,666,667

(c)

American

Airlines,

Inc

5.500

04/20/26

6,607,405‌

6,805,000

(c)

American

Airlines,

Inc

7.250

02/15/28

6,809,430‌

2,500,000

(c)

American

Airlines,

Inc

5.750

04/20/29

2,432,172‌

2,500,000

(c)

American

Airlines,

Inc

8.500

05/15/29

2,597,417‌

25,000,000

(c)

Brightline

East

LLC

11.000

01/31/30

22,796,627‌

14,235,000

(c)

Cargo

Aircraft

Management,

Inc

4.750

02/01/28

13,203,542‌

4,410,000

(c)

Genesee

&

Wyoming,

Inc

6.250

04/15/32

4,393,478‌

20,050,000

(c)

Hawaiian

Brand

Intellectual

Property

Ltd

5.750

01/20/26

19,076,783‌

6,550,000

(c)

United

Airlines,

Inc

4.375

04/15/26

6,327,348‌

3,550,000

(c)

United

Airlines,

Inc

4.625

04/15/29

3,306,151‌

800,000

(d)

VistaJet

Malta

Finance

plc

9.500

06/01/28

701,300‌

2,805,000

(c)

XPO,

Inc

7.125

06/01/31

2,865,622‌

TOTAL

TRANSPORTATION

91,117,275‌

UTILITIES

-

4.2%

10,285,000

(c)

Ferrellgas

LP

5.375

04/01/26

10,061,670‌

19,778,000

(c)

Ferrellgas

LP

5.875

04/01/29

18,196,721‌

8,175,000

Suburban

Propane

Partners

LP

5.875

03/01/27

8,089,767‌

1,800,000

(c)

Suburban

Propane

Partners

LP

5.000

06/01/31

1,620,971‌

9,836,000

(c)

Superior

Plus

LP

4.500

03/15/29

9,026,248‌

18,790,000

(c)

Talen

Energy

Supply

LLC

8.625

06/01/30

20,034,349‌

10,000,000

(c)

TerraForm

Power

Operating

LLC

5.000

01/31/28

9,551,738‌

6,710,000

(c)

Vistra

Operations

Co

LLC

7.750

10/15/31

6,987,734‌

TOTAL

UTILITIES

83,569,198‌

TOTAL

CORPORATE

BONDS

1,765,025,349‌

(Cost

$1,831,555,933)

SHARES

REFERENCERATE

&

SPREAD

COMMON

STOCKS

-

2.5%

ENERGY

-

0.0%

7,963

(g),(h)

Cloud

Peak

Energy,

Inc

80‌

TOTAL

ENERGY

80‌

291

See

Notes

to

Portfolios

of

Investments

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

FINANCIAL

SERVICES

-

2.5%

471,698

Invesco

Senior

Loan

ETF

$

9,924,526‌

233,904

iShares

0-5

Year

High

Yield

Corporate

Bond

ETF

9,870,749‌

128,749

(d)

iShares

iBoxx

High

Yield

Corporate

Bond

ETF

9,931,698‌

105,174

(d)

SPDR

Bloomberg

Barclays

High

Yield

Bond

ETF

9,914,753‌

396,353

(d)

SPDR

Bloomberg

Barclays

Short

Term

High

Yield

Bond

ETF

9,896,934‌

TOTAL

FINANCIAL

SERVICES

49,538,660‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0.0%

22,100

(h)

Bright

Bidco

BV

16,950‌

5,572

(h)

Bright

Bidco

BV

4,274‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

21,224‌

TOTAL

COMMON

STOCKS

49,559,964‌

(Cost

$50,696,660)

TOTAL

LONG-TERM

INVESTMENTS

1,923,255,738‌

(Cost

$1,990,243,054)

PRINCIPAL

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

1.6%

GOVERNMENT

AGENCY

DEBT

-

1.5%

$

5,000,000

Federal

Home

Loan

Bank

(FHLB)

0.000

%

08/14/24

4,965,827‌

25,000,000

FHLB

0.000

08/30/24

24,770,969‌

TOTAL

GOVERNMENT

AGENCY

DEBT

29,736,796‌

TREASURY

DEBT

-

0.1%

2,345,000

United

States

Treasury

Bill

0.000

08/13/24

2,330,318‌

TOTAL

TREASURY

DEBT

2,330,318‌

TOTAL

SHORT-TERM

INVESTMENTS

32,067,114‌

(Cost

$32,079,897)

SHARES

EXP

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

1.7%

33,395,124

(i)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5.330

(j)

33,395,124‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

33,395,124‌

(Cost

$33,395,124)

TOTAL

INVESTMENTS

-

100.7%

1,988,717,976‌

(Cost

$2,055,718,075)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(0.7)%

(14,176,097‌)

NET

ASSETS

-

100.0%

$

1,974,541,879‌

ETF

Exchange

Traded

Fund

SPDR

Standard

&

Poor's

Depositary

Receipts

TSFR1M

CME

Term

Secured

Overnight

Financing

Rate

1

Month

TSFR3M

CME

Term

Secured

Overnight

Financing

Rate

3

Month

(a)

Floating

or

variable

rate

security

includes

the

reference

rate

and

spread,

unless

the

variable

rate

is

based

on

the

underlying

asset

of

the

security.

Coupon

rate

reflects

the

rate

at

period

end.

(b)

When-issued

or

delayed

delivery

security.

(c)

Security

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$1,570,231,287

or

79.0%

of

Total

Investments.

(d)

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$45,325,189.

(e)

Payment

in

Kind

Bond

(f)

Perpetual

security

(g)

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

(h)

Non-income

producing

(i)

Investments

made

with

cash

collateral

received

from

securities

on

loan.

(j)

The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

Nuveen

Inflation

Linked

Bond

Fund

June

30,

2024

Portfolio

of

Investments

292

See

Notes

to

Portfolios

of

Investments

(Unaudited)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

LONG-TERM

INVESTMENTS

-

99.5%

CORPORATE

BONDS

-

0

.2

%

ENERGY

-

0

.0

%

$

1,315,789

Reliance

Industries

Ltd

2

.444

%

01/15/26

$

1,281,883‌

TOTAL

ENERGY

1,281,883‌

FINANCIAL

SERVICES

-

0

.0

%

907,157

HNA

LLC

2

.369

09/18/27

858,861‌

TOTAL

FINANCIAL

SERVICES

858,861‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

0

.2

%

6,600,000

Montefiore

Medical

Center

2

.895

04/20/32

5,558,410‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

5,558,410‌

TOTAL

CORPORATE

BONDS

7,699,154‌

(Cost

$8,817,585)

GOVERNMENT

BONDS

-

99

.3

%

AGENCY

SECURITIES

-

0

.2

%

9,000,000

Federal

National

Mortgage

Association

(FNMA)

1

.625

08/24/35

6,472,907‌

TOTAL

AGENCY

SECURITIES

6,472,907‌

MORTGAGE

BACKED

-

1

.8

%

7,803,013

Government

National

Mortgage

Association

(GNMA)

3

.600

09/15/31

7,496,061‌

4,234,934

GNMA

3

.700

10/15/33

4,023,730‌

1,272,429

GNMA

3

.380

07/15/35

1,214,903‌

1,238,131

GNMA

3

.870

10/15/36

1,173,291‌

4,524,452

GNMA

3

.940

03/15/37

4,237,347‌

16,340,390

GNMA

1

.730

07/15/37

13,620,431‌

12,100,785

GNMA

1

.650

07/15/42

9,663,586‌

12,221,726

GNMA

2

.750

01/15/45

10,652,387‌

TOTAL

MORTGAGE

BACKED

52,081,736‌

U.S.

TREASURY

SECURITIES

-

97

.3

%

244

(a)

United

States

Treasury

Inflation

Indexed

Bonds

0

.125

10/15/24

242‌

529

(a)

United

States

Treasury

Inflation

Indexed

Bonds

0

.250

01/15/25

519‌

19,035,490

(a)

United

States

Treasury

Inflation

Indexed

Bonds

2

.375

01/15/25

18,864,096‌

37,684,132

(a)

United

States

Treasury

Inflation

Indexed

Bonds

0

.125

04/15/25

36,657,141‌

4,914,345

(a)

United

States

Treasury

Inflation

Indexed

Bonds

0

.375

07/15/25

4,790,883‌

64,037,297

(a)

United

States

Treasury

Inflation

Indexed

Bonds

0

.125

10/15/25

61,921,791‌

102,439,256

(a)

United

States

Treasury

Inflation

Indexed

Bonds

0

.625

01/15/26

99,101,578‌

63,908,366

(a)

United

States

Treasury

Inflation

Indexed

Bonds

2

.000

01/15/26

63,119,455‌

62,873,975

(a)

United

States

Treasury

Inflation

Indexed

Bonds

0

.125

04/15/26

60,061,218‌

108,555,615

(a)

United

States

Treasury

Inflation

Indexed

Bonds

0

.125

07/15/26

103,769,758‌

137,663,380

(a)

United

States

Treasury

Inflation

Indexed

Bonds

0

.125

10/15/26

131,027,867‌

129,046,783

(a)

United

States

Treasury

Inflation

Indexed

Bonds

0

.375

01/15/27

122,660,125‌

39,415,017

(a)

United

States

Treasury

Inflation

Indexed

Bonds

2

.375

01/15/27

39,390,027‌

16,655,400

(a)

United

States

Treasury

Inflation

Indexed

Bonds

0

.125

04/15/27

15,670,497‌

101,038,051

(a)

United

States

Treasury

Inflation

Indexed

Bonds

0

.375

07/15/27

95,879,900‌

87,576,808

(a)

United

States

Treasury

Inflation

Indexed

Bonds

1

.625

10/15/27

86,147,656‌

153,703,679

(a)

United

States

Treasury

Inflation

Indexed

Bonds

0

.500

01/15/28

144,829,228‌

26,285,372

(a)

United

States

Treasury

Inflation

Indexed

Bonds

1

.750

01/15/28

25,864,679‌

137,626,710

(a)

United

States

Treasury

Inflation

Indexed

Bonds

1

.250

04/15/28

132,918,898‌

48,033,810

(a)

United

States

Treasury

Inflation

Indexed

Bonds

3

.625

04/15/28

50,475,917‌

83,980,272

(a)

United

States

Treasury

Inflation

Indexed

Bonds

0

.750

07/15/28

79,801,208‌

73,030,293

(a)

United

States

Treasury

Inflation

Indexed

Bonds

2

.375

10/15/28

73,982,959‌

107,179,878

(a)

United

States

Treasury

Inflation

Indexed

Bonds

0

.875

01/15/29

101,533,901‌

77,514,810

(a)

United

States

Treasury

Inflation

Indexed

Bonds

2

.500

01/15/29

78,869,959‌

79,163,101

(a)

United

States

Treasury

Inflation

Indexed

Bonds

2

.125

04/15/29

79,254,404‌

77,016,237

(a)

United

States

Treasury

Inflation

Indexed

Bonds

3

.875

04/15/29

83,182,422‌

72,888,706

(a)

United

States

Treasury

Inflation

Indexed

Bonds

0

.250

07/15/29

66,928,313‌

293

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

U.S.

TREASURY

SECURITIES—continued

$

121,325,498

(a)

United

States

Treasury

Inflation

Indexed

Bonds

0

.125

%

01/15/30

$

109,190,152‌

127,799,763

(a)

United

States

Treasury

Inflation

Indexed

Bonds

0

.125

07/15/30

114,345,713‌

97,550,730

(a)

United

States

Treasury

Inflation

Indexed

Bonds

0

.125

01/15/31

86,103,431‌

140,877,533

(a)

United

States

Treasury

Inflation

Indexed

Bonds

0

.125

07/15/31

123,702,684‌

6,113,119

(a)

United

States

Treasury

Inflation

Indexed

Bonds

0

.125

01/15/32

5,292,110‌

56,021,424

(a)

United

States

Treasury

Inflation

Indexed

Bonds

3

.375

04/15/32

61,155,333‌

72,132,487

(a)

United

States

Treasury

Inflation

Indexed

Bonds

0

.625

07/15/32

64,675,669‌

184,131,376

(a)

United

States

Treasury

Inflation

Indexed

Bonds

1

.125

01/15/33

170,352,289‌

92,594,619

(a)

United

States

Treasury

Inflation

Indexed

Bonds

1

.375

07/15/33

87,429,838‌

143,706,744

(a)

United

States

Treasury

Inflation

Indexed

Bonds

1

.750

01/15/34

139,430,145‌

TOTAL

U.S.

TREASURY

SECURITIES

2,818,382,005‌

TOTAL

GOVERNMENT

BONDS

2,876,936,648‌

(Cost

$3,037,739,456)

TOTAL

LONG-TERM

INVESTMENTS

2,884,635,802‌

(Cost

$3,046,557,041)

REFERENCERATE

&

SPREAD

SHORT-TERM

INVESTMENTS

-

0.2%

REPURCHASE

AGREEMENT

-

0

.2

%

6,043,000

(b)

Fixed

Income

Clearing

Corporation

5

.320

07/01/24

6,043,000‌

TOTAL

REPURCHASE

AGREEMENT

6,043,000‌

TOTAL

SHORT-TERM

INVESTMENTS

6,043,000‌

(Cost

$6,043,000)

TOTAL

INVESTMENTS

-

99.7%

2,890,678,802‌

(Cost

$3,052,600,041)

OTHER

ASSETS

&

LIABILITIES,

NET

-

0.3%

7,256,195‌

NET

ASSETS

-

100.0%

$

2,897,934,997‌

(a)

Principal

amount

for

interest

accrual

purposes

is

periodically

adjusted

based

on

changes

in

the

Consumer

Price

Index.

(b)

Agreement

with

Fixed

Income

Clearing

Corporation,

5.320%

dated

6/28/24

to

be

repurchased

at

$6,045,679

on

7/1/24,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

0.125%

and

maturity

date

7/15/26,

valued

at

$6,164,084.

Futures

Contracts

-

Long

Description

Number

of

Contracts

Expiration

Date

Notional

Amount

Value

Unrealized

Appreciation

(Depreciation)

U.S.

Treasury

10-Year

Note

101‌

09/19/24

 $

11,126,085‌

$

11,108,422‌

 $

(

17,663‌

)

U.S.

Treasury

2-Year

Note

345‌

09/30/24

70,243,344‌

70,455,469‌

212,125‌

Total

446‌

 $

81,369,429‌

 $

81,563,891‌

$

194,462‌

Nuveen

Short

Duration

Impact

Bond

Fund

June

30,

2024

Portfolio

of

Investments

294

See

Notes

to

Portfolios

of

Investments

(Unaudited)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

LONG-TERM

INVESTMENTS

-

99.0%

BANK

LOAN

OBLIGATIONS

-

2.4%

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0.6%

$

485,000

(a)

LTR

Intermediate

Holdings,

Inc

TSFR1M

+

4.500%

9.958

%

05/05/28

$

478,028‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

478,028‌

UTILITIES

-

1.8%

420,098

(a)

Constellation

Renewables

LLC

TSFR3M

+

3.250%

8.109

12/15/27

421,467‌

900,000

(a)

TerraForm

Power

Operating

LLC

TSFR3M

+

2.500%

7.935

05/21/29

904,082‌

TOTAL

UTILITIES

1,325,549‌

TOTAL

BANK

LOAN

OBLIGATIONS

1,803,577‌

(Cost

$1,789,565)

CORPORATE

BONDS

-

33.8%

BANKS

-

9.5%

250,000

(b)

BNP

Paribas

S.A.

1.675

06/30/27

230,985‌

689,000

Citigroup,

Inc

1.281

11/03/25

678,240‌

500,000

(a)

Citigroup,

Inc

TSFR3M

+

1.512%

6.843

07/01/26

505,228‌

250,000

(b)

Cooperatieve

Rabobank

UA

1.106

02/24/27

232,205‌

250,000

(b)

Credit

Agricole

S.A.

5.335

01/10/30

247,331‌

275,000

Deutsche

Bank

AG.

6.819

11/20/29

285,997‌

600,000

(b)

Federation

des

Caisses

Desjardins

du

Quebec

5.147

11/27/28

607,703‌

250,000

(b)

Federation

des

Caisses

Desjardins

du

Quebec

5.250

04/26/29

249,405‌

500,000

(b)

ING

Groep

NV

1.400

07/01/26

478,893‌

500,000

JPMorgan

Chase

&

Co

0.768

08/09/25

497,263‌

925,000

JPMorgan

Chase

&

Co

5.571

04/22/28

932,490‌

550,000

Morgan

Stanley

Bank

NA

5.504

05/26/28

553,764‌

250,000

(b)

Royal

Bank

of

Canada

1.050

09/14/26

229,308‌

1,000,000

(b)

Royal

Bank

of

Canada

4.851

12/14/26

996,250‌

500,000

Wells

Fargo

&

Co

4.540

08/15/26

493,811‌

TOTAL

BANKS

7,218,873‌

CAPITAL

GOODS

-

0.7%

250,000

Air

Lease

Corp

5.100

03/01/29

247,362‌

300,000

Nature

Conservancy

2.668

03/01/26

285,766‌

TOTAL

CAPITAL

GOODS

533,128‌

ENERGY

-

2.0%

500,000

Marathon

Oil

Corp

5.300

04/01/29

502,056‌

525,000

Pioneer

Natural

Resources

Co

5.100

03/29/26

523,840‌

250,000

Williams

Cos,

Inc

5.400

03/02/26

249,759‌

250,000

Williams

Cos,

Inc

5.300

08/15/28

250,766‌

TOTAL

ENERGY

1,526,421‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

0.7%

500,000

SITE

Centers

Corp

3.625

02/01/25

493,362‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

493,362‌

FINANCIAL

SERVICES

-

6.0%

500,000

AerCap

Ireland

Capital

DAC

1.650

10/29/24

493,226‌

250,000

BB

Blue

Financing

DAC

4.395

09/20/29

244,925‌

500,000

(b)

Equitable

Financial

Life

Global

Funding

1.300

07/12/26

459,674‌

500,000

Goldman

Sachs

Group,

Inc

0.855

02/12/26

484,923‌

250,000

(b)

HAT

Holdings

I

LLC

3.375

06/15/26

235,737‌

250,000

(b)

HAT

Holdings

I

LLC

8.000

06/15/27

259,910‌

500,000

Morgan

Stanley

0.864

10/21/25

492,274‌

500,000

Private

Export

Funding

Corp

(PEFCO)

1.400

07/15/28

438,896‌

250,000

Private

Export

Funding

Corp

(PEFCO)

4.300

12/15/28

247,430‌

250,000

(b)

Starwood

Property

Trust,

Inc

7.250

04/01/29

252,680‌

250,000

(b)

WLB

Asset

II

B

Pte

Ltd

3.950

12/10/24

238,177‌

295

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FINANCIAL

SERVICES—continued

$

250,000

(b)

WLB

Asset

II

C

Pte

Ltd

3.900

%

12/23/25

$

236,044‌

250,000

(b)

WLB

Asset

II

D

Pte

Ltd

6.500

12/21/26

234,885‌

250,000

(b)

WLB

Asset

VI

Pte

Ltd

7.250

12/21/27

259,122‌

TOTAL

FINANCIAL

SERVICES

4,577,903‌

FOOD,

BEVERAGE

&

TOBACCO

-

0.4%

275,000

Campbell

Soup

Co

5.200

03/21/29

275,160‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

275,160‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

1.6%

250,000

Unilever

Capital

Corp

0.626

08/12/24

248,468‌

1,000,000

Unilever

Capital

Corp

4.875

09/08/28

1,000,654‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

1,249,122‌

MATERIALS

-

2.0%

500,000

(b)

Anglo

American

Capital

plc

3.625

09/11/24

497,521‌

200,000

(b)

Cemex

SAB

de

C.V.

9.125

N/A(c)

213,358‌

325,000

Nutrien

Ltd

5.200

06/21/27

324,607‌

450,000

(b)

Smurfit

Kappa

Treasury

ULC

5.200

01/15/30

447,688‌

TOTAL

MATERIALS

1,483,174‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

0.9%

500,000

Merck

&

Co,

Inc

1.900

12/10/28

444,587‌

275,000

Pfizer

Investment

Enterprises

Pte

Ltd

4.650

05/19/25

273,073‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

717,660‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

0.6%

500,000

Apple,

Inc

3.000

06/20/27

476,245‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

476,245‌

TRANSPORTATION

-

0.2%

124,802

(b)

Air

Canada

Pass

Through

Trust

4.125

05/15/25

122,137‌

48,534

Ethiopian

Leasing

2012

LLC

2.646

05/12/26

47,235‌

TOTAL

TRANSPORTATION

169,372‌

UTILITIES

-

9.2%

475,000

Algonquin

Power

&

Utilities

Corp

5.365

06/15/26

472,698‌

500,000

Avangrid,

Inc

3.150

12/01/24

494,490‌

600,000

(b)

Brooklyn

Union

Gas

Co

4.632

08/05/27

581,388‌

500,000

Connecticut

Light

and

Power

Co

4.650

01/01/29

494,065‌

500,000

Consumers

2023

Securitization

Funding

LLC

5.550

03/01/27

499,941‌

491,996

(b)

Continental

Wind

LLC

6.000

02/28/33

484,954‌

1,000,000

DTE

Electric

Co

1.900

04/01/28

896,098‌

250,000

(b)

Electricite

de

France

S.A.

3.625

10/13/25

243,698‌

300,000

National

Fuel

Gas

Co

5.500

01/15/26

299,040‌

237,000

(b)

NextEra

Energy

Operating

Partners

LP

7.250

01/15/29

243,037‌

719,000

Oncor

Electric

Delivery

Co

LLC

0.550

10/01/25

677,231‌

250,000

Public

Service

Co

of

Colorado

3.700

06/15/28

237,422‌

275,000

San

Diego

Gas

&

Electric

Co

4.950

08/15/28

273,734‌

336,329

SCE

Recovery

Funding

LLC

1.977

11/15/28

311,738‌

275,000

Southern

California

Edison

Co

4.875

02/01/27

272,962‌

500,000

Southern

Power

Co

4.150

12/01/25

491,097‌

TOTAL

UTILITIES

6,973,593‌

TOTAL

CORPORATE

BONDS

25,694,013‌

(Cost

$25,767,806)

GOVERNMENT

BONDS

-

44.9%

AGENCY

SECURITIES

-

4.5%

85,782

Export-Import

Bank

of

the

United

States

1.822

05/03/25

84,134‌

250,000

Federal

Home

Loan

Mortgage

Corp

(FHLMC)

1.500

02/12/25

244,248‌

330,208

Harar

Leasing

2013

LLC

2.582

07/02/25

320,742‌

500,000

Hashemite

Kingdom

of

Jordan

Government

AID

Bond

3.000

06/30/25

485,833‌

171,008

Lulwa

Ltd

1.831

03/26/25

167,935‌

177,913

Penta

Aircraft

Leasing

LLC

1.691

04/29/25

174,585‌

Nuveen

Short

Duration

Impact

Bond

Fund

June

30,

2024

296

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

AGENCY

SECURITIES—continued

$

500,000

Private

Export

Funding

Corp

(PEFCO)

1.750

%

11/15/24

$

492,756‌

250,000

PEFCO

3.250

06/15/25

245,040‌

38,458

Sandalwood

LLC

2.821

02/12/26

37,509‌

579,617

Thirax  LLC

0.968

01/14/33

489,114‌

163,103

United

States

International

Development

Finance

Corp

1.050

10/15/29

145,980‌

163,103

United

States

International

Development

Finance

Corp

1.790

10/15/29

149,143‌

363,931

Windermere

Aviation

LLC

2.351

05/27/26

352,386‌

TOTAL

AGENCY

SECURITIES

3,389,405‌

FOREIGN

GOVERNMENT

BONDS

-

14.3%

500,000

African

Development

Bank

4.125

02/25/27

493,049‌

1,000,000

(b)

Arab

Petroleum

Investments

Corp

5.428

05/02/29

1,018,950‌

360,000

Asian

Development

Bank

4.625

06/13/25

358,023‌

250,000

Asian

Infrastructure

Investment

Bank

0.500

01/27/26

233,134‌

250,000

Asian

Infrastructure

Investment

Bank

4.875

09/14/26

250,453‌

300,000

(a),(b)

Asian

Infrastructure

Investment

Bank

SOFR

Compounded

Index

+

0.620%

5.985

08/16/27

301,530‌

250,000

(b)

BNG

Bank

NV

3.500

05/19/28

240,140‌

250,000

(b)

Caisse

d'Amortissement

de

la

Dette

Sociale

4.875

09/19/26

250,201‌

250,000

(a)

Central

American

Bank

for

Economic

Integration

TSFR3M

+

1.112%

6.438

11/15/24

249,875‌

250,000

(b)

Central

American

Bank

for

Economic

Integration

5.000

02/09/26

248,429‌

500,000

Council

Of

Europe

Development

Bank

3.000

06/16/25

489,611‌

500,000

European

Investment

Bank

2.875

06/13/25

489,582‌

500,000

(b)

European

Stability

Mechanism

1.375

09/11/24

496,063‌

450,000

Export

Development

Canada

3.875

02/14/28

439,618‌

500,000

Hydro-Quebec

8.050

07/07/24

500,144‌

250,000

Inter-American

Investment

Corp

2.625

04/22/25

244,631‌

250,000

Inter-American

Investment

Corp

0.625

02/10/26

233,023‌

500,000

Inter-American

Investment

Corp

4.125

02/15/28

489,471‌

250,000

International

Bank

for

Reconstruction

&

Development

0.000

03/31/27

227,744‌

500,000

International

Bank

for

Reconstruction

&

Development

0.000

03/31/28

482,537‌

250,000

International

Finance

Facility

for

Immunisation

Co

1.000

04/21/26

232,770‌

500,000

Japan

Bank

for

International

Cooperation

1.625

01/20/27

461,510‌

500,000

Japan

Bank

for

International

Cooperation

4.375

10/05/27

493,652‌

250,000

Japan

International

Cooperation

Agency

4.000

05/23/28

242,851‌

500,000

Japan

International

Cooperation

Agency

4.750

05/21/29

502,672‌

500,000

Kreditanstalt

fuer

Wiederaufbau

1.000

10/01/26

461,082‌

250,000

(b)

Nederlandse

Waterschapsbank

NV

1.750

01/15/25

245,184‌

500,000

OPEC

Fund

for

International

Development

4.500

01/26/26

493,377‌

TOTAL

FOREIGN

GOVERNMENT

BONDS

10,869,306‌

MORTGAGE

BACKED

-

0.0%

30,000

(a),(b)

Structured

Agency

Credit

Risk

Debt

Note

(STACR)

SOFR30A

+

2.900%

8.235

04/25/42

31,215‌

TOTAL

MORTGAGE

BACKED

31,215‌

MUNICIPAL

BONDS

-

7.3%

117,179

(d)

City

of

Fort

Wayne

IN

10.750

12/01/29

12‌

500,000

District

of

Columbia

3.850

02/28/25

493,788‌

250,000

Fairfax

County

Economic

Development

Authority

5.589

10/01/24

250,127‌

250,000

Florida

Development

Finance

Corp

7.500

07/01/57

254,459‌

250,000

(b)

Florida

Development

Finance

Corp

8.250

07/01/57

259,233‌

250,000

Mount

Diablo

Unified

School

District

5.548

08/01/27

251,515‌

500,000

(b)

New

Hampshire

Business

Finance

Authority

5.540

02/01/29

500,000‌

850,000

New

York

State

Energy

Research

&

Development

Authority

3.845

04/01/25

839,235‌

815,000

(e)

New

York

State

Energy

Research

&

Development

Authority

5.822

04/01/27

815,140‌

250,000

Pharr

Economic

Development

Corp

3.016

08/15/26

239,973‌

650,000

Philadelphia

Energy

Authority

5.587

11/01/24

650,460‌

302,607

State

of

Hawaii

Department

of

Business

Economic

Development

&

Tourism

3.242

01/01/31

291,813‌

250,000

Village

of

Deerfield

IL

4.000

12/01/28

243,715‌

200,000

(b)

Warm

Springs

Reservation

Confederated

Tribe

3.050

11/01/24

198,260‌

297

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MUNICIPAL

BONDS—continued

$

250,000

(b)

Warm

Springs

Reservation

Confederated

Tribe

2.165

%

11/01/26

$

233,300‌

TOTAL

MUNICIPAL

BONDS

5,521,030‌

U.S.

TREASURY

SECURITIES

-

18.8%

9,283,000

United

States

Treasury

Note

5.000

09/30/25

9,279,011‌

4,096,000

United

States

Treasury

Note

4.875

05/31/26

4,104,320‌

393,000

United

States

Treasury

Note

4.625

06/15/27

394,136‌

500,000

United

States

Treasury

Note

4.500

05/31/29

503,398‌

TOTAL

U.S.

TREASURY

SECURITIES

14,280,865‌

TOTAL

GOVERNMENT

BONDS

34,091,821‌

(Cost

$34,352,468)

STRUCTURED

ASSETS

-

17.9%

ASSET

BACKED

-

10.7%

247,938

(b)

Air

Canada

2020-2,

Class

A

Pass

Through

Trust

5.250

04/01/29

244,557‌

Series

-

2020

A

(Class

)

543,297

Delta

Air

Lines

Pass

Through

Trust

3.625

07/30/27

518,368‌

Series

-

2015

1

(Class

AA)

190,206

Delta

Air

Lines

Pass

Through

Trust

2.000

06/10/28

172,918‌

Series

-

2020

1

(Class

AA)

191,569

Delta

Air

Lines

Pass

Through

Trust

2.500

06/10/28

173,978‌

Series

-

2020

1

(Class

A)

252,432

(b)

GoodLeap

Sustainable

Home

Solutions

Trust

1.930

07/20/48

196,281‌

Series

-

2021

4GS

(Class

A)

242,753

(b)

GoodLeap

Sustainable

Home

Solutions

Trust

2.560

10/20/48

185,432‌

Series

-

2021

5CS

(Class

B)

471,530

(b)

Helios

Issuer,

LLC

5.300

08/22/50

458,273‌

Series

-

2023

B

(Class

A)

90,049

(b)

HERO

Funding

Trust

4.050

09/20/41

83,754‌

Series

-

2016

1A

(Class

A)

139,932

(b)

HERO

Funding

Trust

3.910

09/20/42

128,288‌

Series

-

2016

3A

(Class

A2)

104,627

(b)

HERO

Funding

Trust

2.720

09/20/57

85,020‌

Series

-

2020

1A

(Class

A)

500,000

(b)

Hertz

Vehicle

Financing

III

LLC

5.570

09/25/29

498,391‌

Series

-

2023

2A

(Class

A)

102,001

(b)

Mosaic

Solar

Loan

Trust

2.100

04/20/46

88,025‌

Series

-

2020

1A

(Class

A)

232,324

(b)

Mosaic

Solar

Loan

Trust

1.440

08/20/46

194,598‌

Series

-

2020

2A

(Class

A)

280,309

(b)

Mosaic

Solar

Loan

Trust

1.440

06/20/52

225,739‌

Series

-

2021

3A

(Class

A)

236,177

(b)

Mosaic

Solar

Loan

Trust

1.770

06/20/52

198,115‌

Series

-

2021

3A

(Class

C)

25,574

(b)

Renew

3.670

09/20/52

23,370‌

Series

-

2017

1A

(Class

A)

192,318

(b)

Sunnova

Helios

VII

Issuer

LLC

2.030

10/20/48

161,112‌

Series

-

2021

C

(Class

A)

249,957

(b)

Sunnova

Helios

VIII

Issuer

LLC

2.790

02/22/49

214,404‌

Series

-

2022

A

(Class

A)

233,422

(b)

Sunnova

Helios

XI

Issuer

LLC

5.300

05/20/50

228,445‌

Series

-

2023

A

(Class

A)

432,757

(b)

Sunrun

Atlas

Issuer

LLC

3.610

02/01/55

394,674‌

Series

-

2019

2

(Class

A)

319,362

(b)

Sunrun

Callisto

Issuer

LLC

3.980

06/30/54

295,685‌

Series

-

2019

1A

(Class

A)

278,458

(b)

Sunrun

Callisto

Issuer

LLC

2.270

01/30/57

227,626‌

Series

-

2021

2A

(Class

A)

176,393

(b)

Tesla

Auto

Lease

Trust

5.860

08/20/25

176,498‌

Series

-

2023

A

(Class

A2)

Nuveen

Short

Duration

Impact

Bond

Fund

June

30,

2024

298

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ASSET

BACKED—continued

$

250,000

(b)

Tesla

Auto

Lease

Trust

1.320

%

09/22/25

$

248,905‌

Series

-

2021

B

(Class

D)

250,000

(b)

Tesla

Auto

Lease

Trust

5.890

06/22/26

250,535‌

Series

-

2023

A

(Class

A3)

815,000

(b)

Tesla

Auto

Lease

Trust

6.130

09/21/26

819,468‌

Series

-

2023

B

(Class

A3)

580,000

(b)

Tesla

Auto

Lease

Trust

5.300

06/21/27

578,484‌

Series

-

2024

A

(Class

A3)

750,000

(b)

Tesla

Electric

Vehicle

Trust

5.540

12/21/26

749,408‌

Series

-

2023

1

(Class

A2A)

343,290

(b)

Vivint

Colar

Financing

V

LLC

7.370

04/30/48

319,189‌

Series

-

2018

1A

(Class

B)

TOTAL

ASSET

BACKED

8,139,540‌

OTHER

MORTGAGE

BACKED

-

7.2%

250,000

(a),(b)

Alen

Mortgage

Trust

TSFR1M

+

2.364%

7.693

04/15/34

192,818‌

Series

-

2021

ACEN

(Class

C)

250,000

(b)

BX

Trust

6.300

10/13/27

235,462‌

Series

-

2022

CLS

(Class

B)

250,000

(a),(b)

BX

TRUST

TSFR1M

+

1.490%

6.819

01/17/39

245,331‌

Series

-

2022

AHP

(Class

AS)

250,000

(a),(b)

BX

TRUST

TSFR1M

+

2.090%

7.419

01/17/39

244,490‌

Series

-

2022

AHP

(Class

C)

50,000

(a),(b)

Connecticut

Avenue

Securities

Trust

SOFR30A

+

3.500%

8.835

03/25/42

52,692‌

Series

-

2022

R03

(Class

1M2)

27,000

(a),(b)

Connecticut

Avenue

Securities

Trust

TSFR1M

+

3.600%

8.935

07/25/42

28,639‌

Series

-

2022

R08

(Class

1M2)

250,000

(a),(b)

DBUBS

Mortgage

Trust

3.648

10/10/34

219,119‌

Series

-

2017

BRBK

(Class

D)

250,000

(b)

Frontier

Issuer

LLC

6.600

08/20/53

251,500‌

Series

-

2023

1

(Class

A2)

250,000

(b)

Frontier

Issuer

LLC

11.500

08/20/53

252,361‌

Series

-

2023

1

(Class

C)

68,740

GS

Mortgage

Securities

Trust

2.922

05/10/49

67,228‌

Series

-

2016

GS2

(Class

AAB)

500,000

(a),(b)

JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust

TSFR1M

+

1.734%

7.063

10/15/33

478,334‌

Series

-

2020

609M

(Class

A)

250,000

(a),(b)

MAD

Mortgage

Trust

3.294

08/15/34

232,344‌

Series

-

2017

330M

(Class

A)

212,214

(a),(b)

Natixis

Commercial

Mortgage

Securities

Trust

TSFR1M

+

1.579%

5.915

07/15/36

198,098‌

Series

-

2019

MILE

(Class

A)

250,000

(a),(b)

Natixis

Commercial

Mortgage

Securities

Trust

TSFR1M

+

1.879%

7.208

07/15/36

220,188‌

Series

-

2019

MILE

(Class

B)

250,000

(a),(b)

Natixis

Commercial

Mortgage

Securities

Trust

TSFR1M

+

2.279%

7.608

07/15/36

207,827‌

Series

-

2019

MILE

(Class

C)

250,000

(a),(b)

Natixis

Commercial

Mortgage

Securities

Trust

TSFR1M

+

4.329%

9.658

07/15/36

168,500‌

Series

-

2019

MILE

(Class

F)

11,302

(a),(b)

OBX

Trust

TSFR1M

+

0.764%

4.658

06/25/57

10,954‌

Series

-

2018

1

(Class

A2)

182,612

(b)

One

Market

Plaza

Trust

3.614

02/10/32

163,631‌

Series

-

2017

1MKT

(Class

A)

250,000

(b)

One

Market

Plaza

Trust

3.845

02/10/32

216,722‌

Series

-

2017

1MKT

(Class

B)

27,382,754

(a),(b)

SLG

Office

Trust

0.258

07/15/41

383,227‌

Series

-

2021

OVA

(Class

X)

500,000

(a),(b)

STWD

Mortgage

Trust

TSFR1M

+

1.371%

6.700

11/15/36

493,074‌

Series

-

2021

LIH

(Class

AS)

500,000

(a),(b)

STWD

Mortgage

Trust

TSFR1M

+

1.770%

7.099

11/15/36

493,605‌

Series

-

2021

LIH

(Class

B)

270,000

(a),(b)

STWD

Mortgage

Trust

TSFR1M

+

2.069%

7.398

11/15/36

265,429‌

Series

-

2021

LIH

(Class

C)

299

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

111,038

(b)

Verus

Securitization

Trust

3.417

%

01/25/60

$

106,641‌

Series

-

2020

1

(Class

A1)

TOTAL

OTHER

MORTGAGE

BACKED

5,428,214‌

TOTAL

STRUCTURED

ASSETS

13,567,754‌

(Cost

$14,366,489)

TOTAL

LONG-TERM

INVESTMENTS

75,157,165‌

(Cost

$76,276,328)

REFERENCERATE

&

SPREAD

SHORT-TERM

INVESTMENTS

-

1.9%

GOVERNMENT

AGENCY

DEBT

-

1.9%

1,494,000

Federal

Home

Loan

Bank

(FHLB)

0.000

07/01/24

1,493,347‌

TOTAL

GOVERNMENT

AGENCY

DEBT

1,493,347‌

TOTAL

SHORT-TERM

INVESTMENTS

1,493,347‌

(Cost

$1,494,000)

SHARES

EXP

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.0%

318

(f)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5.330

(g)

318‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

318‌

(Cost

$318)

TOTAL

INVESTMENTS

-

100.9%

76,650,830‌

(Cost

$77,770,646)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(0.9)%

(692,721‌)

NET

ASSETS

-

100.0%

$

75,958,109‌

SOFR

Secured

Overnight

Financing

Rate

SOFR30A

30

Day

Average

Secured

Overnight

Financing

Rate

TSFR1M

CME

Term

Secured

Overnight

Financing

Rate

1

Month

TSFR3M

CME

Term

Secured

Overnight

Financing

Rate

3

Month

(a)

Floating

or

variable

rate

security

includes

the

reference

rate

and

spread,

unless

the

variable

rate

is

based

on

the

underlying

asset

of

the

security.

Coupon

rate

reflects

the

rate

at

period

end.

(b)

Security

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$24,939,856

or

32.5%

of

Total

Investments.

(c)

Perpetual

security

(d)

In

default

(e)

When-issued

or

delayed

delivery

security.

(f)

Investments

made

with

cash

collateral

received

from

securities

on

loan.

(g)

The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

Nuveen

Short

Term

Bond

Fund

June

30,

2024

Portfolio

of

Investments

300

See

Notes

to

Portfolios

of

Investments

(Unaudited)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

LONG-TERM

INVESTMENTS

-

98.3%

BANK

LOAN

OBLIGATIONS

-

1.1%

CAPITAL

GOODS

-

0.1%

$

1,469,773

(a)

Core

&

Main

LP

TSFR3M

+

2.000%

7.339

%

07/27/28

$

1,474,374‌

TOTAL

CAPITAL

GOODS

1,474,374‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0.0%

1,116,055

(a)

GFL

Environmental,

Inc

TSFR3M

+

2.500%

7.826

05/31/27

1,119,632‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

1,119,632‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0.2%

670,250

(a)

American

Builders

&

Contractors

Supply

Co,

Inc

TSFR1M

+

2.000%

7.344

01/31/31

672,432‌

1,762,757

(a)

Avis

Budget

Car

Rental

LLC

TSFR1M

+

1.750%

7.208

08/06/27

1,748,064‌

1,072,113

(a)

Avis

Budget

Car

Rental

LLC

TSFR1M

+

3.000%

8.444

03/16/29

1,072,514‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

3,493,010‌

CONSUMER

SERVICES

-

0.3%

1,458,466

(a)

1011778

BC

ULC

TSFR1M

+

0.018%

7.578

09/20/30

1,456,621‌

1,943,891

(a)

Hilton

Worldwide

Finance

LLC

TSFR1M

+

1.750%

7.095

11/08/30

1,948,071‌

786,202

(a)

KFC

Holding

Co

TSFR1M

+

1.750%

7.196

03/15/28

787,043‌

1,419,275

(a)

Wyndham

Hotels

&

Resorts,

Inc

TSFR1M

+

0.018%

7.094

05/24/30

1,422,724‌

TOTAL

CONSUMER

SERVICES

5,614,459‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

0.0%

803,676

(a)

US

Foods,

Inc

TSFR1M

+

2.000%

7.344

11/22/28

808,807‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

808,807‌

FINANCIAL

SERVICES

-

0.0%

703,570

(a)

Trans

Union

LLC

TSFR1M

+

2.000%

7.344

12/01/28

704,636‌

TOTAL

FINANCIAL

SERVICES

704,636‌

MATERIALS

-

0.0%

416,418

(a)

Berry

Global,

Inc

TSFR1M

+

1.750%

7.191

07/01/26

417,373‌

TOTAL

MATERIALS

417,373‌

MEDIA

&

ENTERTAINMENT

-

0.1%

1,005,647

(a)

CSC

Holdings

LLC

TSFR1M

+

0.054%

7.943

04/15/27

1,004,703‌

674,453

(a)

Outfront

Media

Capital

LLC

TSFR1M

+

1.750%

7.094

11/18/26

675,381‌

TOTAL

MEDIA

&

ENTERTAINMENT

1,680,084‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

0.2%

920,310

(a)

Avantor

Funding,

Inc

TSFR1M

+

2.000%

7.444

11/08/27

925,616‌

2,199,561

(a)

Jazz

Financing

Lux

Sarl

TSFR1M

+

3.000%

8.458

05/05/28

2,203,685‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

3,129,301‌

SOFTWARE

&

SERVICES

-

0.1%

1,303,333

(a)

Gen

Digital,

Inc

TSFR1M

+

1.750%

7.094

09/12/29

1,300,420‌

TOTAL

SOFTWARE

&

SERVICES

1,300,420‌

UTILITIES

-

0.1%

1,748,459

(a)

Energizer

Holdings,

Inc

TSFR1M

+

2.000%

7.344

12/22/27

1,755,024‌

TOTAL

UTILITIES

1,755,024‌

TOTAL

BANK

LOAN

OBLIGATIONS

21,497,120‌

(Cost

$21,369,444)

CORPORATE

BONDS

-

31.6%

AUTOMOBILES

&

COMPONENTS

-

2.2%

2,725,000

(b)

Denso

Corp

1.239

09/16/26

2,490,356‌

10,000,000

Ford

Motor

Credit

Co

LLC

6.950

06/10/26

10,191,344‌

3,000,000

Ford

Motor

Credit

Co

LLC

7.350

11/04/27

3,125,983‌

2,200,000

(b),(c)

Ford

Otomotiv

Sanayi

AS.

7.125

04/25/29

2,220,020‌

4,000,000

General

Motors

Financial

Co,

Inc

1.200

10/15/24

3,947,920‌

301

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

AUTOMOBILES

&

COMPONENTS—continued

$

11,000,000

General

Motors

Financial

Co,

Inc

5.400

%

04/06/26

$

10,974,972‌

5,000,000

General

Motors

Financial

Co,

Inc

5.400

05/08/27

4,997,246‌

850,000

General

Motors

Financial

Co,

Inc

6.000

01/09/28

863,935‌

2,250,000

(b)

Hyundai

Capital

Services,

Inc

2.125

04/24/25

2,186,964‌

1,335,000

(b)

Kia

Corp

2.375

02/14/25

1,308,240‌

TOTAL

AUTOMOBILES

&

COMPONENTS

42,306,980‌

BANKS

-

11.7%

2,100,000

(b)

Banco

de

Credito

del

Peru

2.700

01/11/25

2,063,975‌

3,650,000

(b)

Banco

del

Estado

de

Chile

2.704

01/09/25

3,576,818‌

2,855,000

(b)

Banco

do

Brasil

S.A.

3.250

09/30/26

2,705,454‌

5,000,000

Banco

Santander

S.A.

3.496

03/24/25

4,925,985‌

4,000,000

(b)

Bank

Leumi

Le-Israel

BM

5.125

07/27/27

3,870,264‌

8,000,000

Bank

of

America

Corp

0.981

09/25/25

7,910,359‌

20,000,000

Bank

of

America

Corp

3.384

04/02/26

19,641,854‌

5,000,000

Bank

of

America

Corp

5.819

09/15/29

5,104,671‌

10,000,000

Bank

of

America

NA

5.650

08/18/25

10,030,817‌

5,000,000

Barclays

plc

6.490

09/13/29

5,175,988‌

15,000,000

CitiBank

NA

5.438

04/30/26

15,052,140‌

500,000

Citigroup,

Inc

6.048

10/30/24

500,460‌

2,500,000

Citigroup,

Inc

1.281

11/03/25

2,460,957‌

10,000,000

Citigroup,

Inc

5.610

09/29/26

9,994,448‌

20,000,000

Goldman

Sachs

Bank

USA

5.283

03/18/27

19,934,414‌

10,000,000

Goldman

Sachs

Bank

USA

5.414

05/21/27

9,983,450‌

14,000,000

JPMorgan

Chase

&

Co

4.080

04/26/26

13,813,897‌

10,000,000

JPMorgan

Chase

&

Co

5.581

04/22/30

10,158,409‌

10,000,000

JPMorgan

Chase

Bank

NA

5.110

12/08/26

9,998,399‌

5,000,000

Mitsubishi

UFJ

Financial

Group,

Inc

5.063

09/12/25

4,991,079‌

5,000,000

Morgan

Stanley

Bank

NA

5.882

10/30/26

5,061,673‌

8,400,000

Morgan

Stanley

Bank

NA

5.504

05/26/28

8,457,485‌

4,275,000

(b)

NatWest

Markets

plc

5.416

05/17/27

4,272,516‌

10,000,000

Royal

Bank

of

Canada

5.200

07/20/26

9,987,070‌

3,000,000

Toronto-Dominion

Bank

3.766

06/06/25

2,951,444‌

3,000,000

(c)

Toronto-Dominion

Bank

4.980

04/05/27

2,983,952‌

4,000,000

(b)

United

Overseas

Bank

Ltd

1.250

04/14/26

3,737,014‌

21,900,000

Wells

Fargo

Bank

NA

5.450

08/07/26

21,965,640‌

TOTAL

BANKS

221,310,632‌

CAPITAL

GOODS

-

1.1%

10,000,000

Boeing

Co

2.196

02/04/26

9,398,752‌

10,000,000

Caterpillar

Financial

Services

Corp

4.350

05/15/26

9,865,352‌

2,000,000

(b)

Sisecam

UK

plc

8.250

05/02/29

2,031,080‌

TOTAL

CAPITAL

GOODS

21,295,184‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0.3%

2,700,000

O'Reilly

Automotive,

Inc

5.750

11/20/26

2,725,055‌

3,000,000

(b)

Prosus

NV

3.257

01/19/27

2,807,751‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

5,532,806‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

0.2%

3,900,000

Walmart,

Inc

1.050

09/17/26

3,595,165‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

3,595,165‌

ENERGY

-

2.5%

3,000,000

Canadian

Natural

Resources

Ltd

2.050

07/15/25

2,889,115‌

2,000,000

Diamondback

Energy,

Inc

5.150

01/30/30

1,991,532‌

4,775,000

Enbridge,

Inc

2.500

02/14/25

4,679,226‌

3,000,000

Energy

Transfer

LP

2.900

05/15/25

2,926,435‌

3,500,000

Enterprise

Products

Operating

LLC

5.050

01/10/26

3,490,305‌

2,991,000

Hess

Corp

4.300

04/01/27

2,916,335‌

2,425,000

Marathon

Oil

Corp

5.300

04/01/29

2,434,971‌

4,000,000

Marathon

Petroleum

Corp

4.700

05/01/25

3,967,297‌

139,000

Petroleos

Mexicanos

2.378

04/15/25

133,880‌

1,000,000

Petroleos

Mexicanos

4.500

01/23/26

951,444‌

Nuveen

Short

Term

Bond

Fund

June

30,

2024

302

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ENERGY—continued

$

1,000,000

Petroleos

Mexicanos

5.350

%

02/12/28

$

898,701‌

2,631,579

Reliance

Industries

Ltd

2.444

01/15/26

2,563,767‌

2,000,000

(b)

Tengizchevroil

Finance

Co

International

Ltd

2.625

08/15/25

1,916,840‌

5,000,000

TransCanada

PipeLines

Ltd

1.000

10/12/24

4,931,707‌

10,000,000

Williams

Cos,

Inc

5.400

03/02/26

9,990,359‌

TOTAL

ENERGY

46,681,914‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

1.9%

3,000,000

American

Tower

Corp

5.250

07/15/28

2,993,645‌

1,450,000

AvalonBay

Communities,

Inc

3.500

11/15/24

1,438,417‌

3,000,000

Essex

Portfolio

LP

1.700

03/01/28

2,632,758‌

4,800,000

Kite

Realty

Group

LP

4.000

10/01/26

4,643,301‌

3,000,000

(b)

ProLogis

Targeted

US

Logistics

Fund

LP

5.250

04/01/29

3,002,029‌

1,665,000

(b)

SBA

Tower

Trust

2.836

01/15/25

1,635,756‌

13,365,000

(b)

SBA

Tower

Trust

1.884

01/15/26

12,568,980‌

2,500,000

(b)

SBA

Tower

Trust

1.631

11/15/26

2,270,731‌

5,000,000

SITE

Centers

Corp

4.700

06/01/27

4,961,906‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

36,147,523‌

FINANCIAL

SERVICES

-

1.7%

5,500,000

AerCap

Ireland

Capital

DAC

6.100

01/15/27

5,580,674‌

3,000,000

American

Express

Co

5.532

04/25/30

3,034,563‌

1,500,000

(b)

Banco

BTG

Pactual

S.A.

2.750

01/11/26

1,423,297‌

2,500,000

(b)

DAE

Funding

LLC

2.625

03/20/25

2,433,090‌

5,000,000

Morgan

Stanley

1.164

10/21/25

4,927,798‌

1,675,000

Morgan

Stanley

5.449

07/20/29

1,685,332‌

5,875,000

Morgan

Stanley

5.656

04/18/30

5,974,502‌

2,000,000

(b)

Private

Export

Funding

Corp

(PEFCO)

0.550

07/30/24

1,991,793‌

5,000,000

State

Street

Corp

5.272

08/03/26

5,009,526‌

TOTAL

FINANCIAL

SERVICES

32,060,575‌

FOOD,

BEVERAGE

&

TOBACCO

-

0.7%

3,000,000

(b)

Bimbo

Bakeries

USA,

Inc

6.050

01/15/29

3,083,475‌

3,000,000

Constellation

Brands,

Inc

3.150

08/01/29

2,720,707‌

4,300,000

PepsiCo,

Inc

5.125

11/10/26

4,318,894‌

3,000,000

Philip

Morris

International,

Inc

4.875

02/13/29

2,966,573‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

13,089,649‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

0.6%

3,750,000

CVS

Health

Corp

4.300

03/25/28

3,621,069‌

3,200,000

HCA,

Inc

5.200

06/01/28

3,187,328‌

5,000,000

McKesson

Corp

4.900

07/15/28

4,988,479‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

11,796,876‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0.3%

5,000,000

Haleon

UK

Capital

plc

3.125

03/24/25

4,908,910‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

4,908,910‌

INSURANCE

-

0.1%

2,500,000

(b)

Principal

Life

Global

Funding

II

0.875

01/12/26

2,335,968‌

TOTAL

INSURANCE

2,335,968‌

MATERIALS

-

1.1%

3,401,000

Amcor

Finance

USA,

Inc

3.625

04/28/26

3,282,926‌

2,200,000

AngloGold

Ashanti

Holdings

plc

3.375

11/01/28

1,976,869‌

1,200,000

(b)

Freeport

Indonesia

PT

4.763

04/14/27

1,175,219‌

2,325,000

(b)

Orbia

Advance

Corp

SAB

de

C.V.

1.875

05/11/26

2,167,237‌

3,000,000

(b)

POSCO

4.375

08/04/25

2,959,621‌

4,200,000

(b)

POSCO

5.750

01/17/28

4,253,586‌

3,000,000

Sherwin-Williams

Co

4.050

08/08/24

2,993,918‌

3,000,000

WRKCo,

Inc

3.000

09/15/24

2,981,490‌

TOTAL

MATERIALS

21,790,866‌

MEDIA

&

ENTERTAINMENT

-

1.5%

2,000,000

(b)

CCO

Holdings

LLC

5.125

05/01/27

1,920,292‌

303

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MEDIA

&

ENTERTAINMENT—continued

$

10,000,000

Charter

Communications

Operating

LLC

6.150

%

11/10/26

$

10,096,641‌

10,000,000

Comcast

Corp

3.150

03/01/26

9,665,880‌

6,875,000

Warnermedia

Holdings,

Inc

3.638

03/15/25

6,768,392‌

TOTAL

MEDIA

&

ENTERTAINMENT

28,451,205‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

1.2%

3,450,000

AbbVie,

Inc

4.800

03/15/29

3,436,665‌

4,600,000

Amgen,

Inc

5.150

03/02/28

4,599,324‌

3,000,000

AstraZeneca

Finance

LLC

4.800

02/26/27

2,982,709‌

8,000,000

Pfizer

Investment

Enterprises

Pte

Ltd

4.450

05/19/28

7,859,942‌

1,045,000

Teva

Pharmaceutical

Finance

Netherlands

III

BV

4.750

05/09/27

1,007,022‌

3,000,000

Zoetis,

Inc

5.400

11/14/25

2,997,773‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

22,883,435‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0.6%

3,000,000

(b)

SK

Hynix,

Inc

1.500

01/19/26

2,816,588‌

3,000,000

(b)

SK

Hynix,

Inc

6.375

01/17/28

3,086,649‌

1,075,000

TSMC

Arizona

Corp

1.750

10/25/26

994,830‌

1,325,000

TSMC

Arizona

Corp

3.875

04/22/27

1,280,710‌

3,000,000

(b)

TSMC

Global

Ltd

0.750

09/28/25

2,834,711‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

11,013,488‌

SOFTWARE

&

SERVICES

-

0.5%

5,000,000

Adobe,

Inc

1.900

02/01/25

4,895,265‌

925,000

(b)

Gen

Digital,

Inc

6.750

09/30/27

936,736‌

3,100,000

Oracle

Corp

5.800

11/10/25

3,114,688‌

TOTAL

SOFTWARE

&

SERVICES

8,946,689‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

0.2%

3,000,000

Amphenol

Corp

5.050

04/05/29

3,008,996‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

3,008,996‌

TELECOMMUNICATION

SERVICES

-

0.9%

5,500,000

AT&T,

Inc

1.700

03/25/26

5,162,937‌

8,000,000

T-Mobile

USA,

Inc

3.750

04/15/27

7,689,282‌

5,500,000

Verizon

Communications,

Inc

2.100

03/22/28

4,946,320‌

TOTAL

TELECOMMUNICATION

SERVICES

17,798,539‌

TRANSPORTATION

-

0.6%

5,000,000

Canadian

Pacific

Railway

Co

1.350

12/02/24

4,909,234‌

2,000,000

(b)

Grupo

Aeromexico

SAB

de

C.V.

8.500

03/17/27

2,001,348‌

3,400,000

(b)

Misc

Capital

Two

Labuan

Ltd

3.625

04/06/25

3,347,752‌

2,000,000

(b)

Transnet

SOC

Ltd

8.250

02/06/28

1,988,860‌

TOTAL

TRANSPORTATION

12,247,194‌

UTILITIES

-

1.7%

1,925,000

Consumers

2023

Securitization

Funding

LLC

5.550

03/01/27

1,924,773‌

3,000,000

Dominion

Energy,

Inc

3.300

03/15/25

2,949,817‌

5,000,000

Florida

Power

&

Light

Co

4.400

05/15/28

4,910,832‌

1,575,000

NextEra

Energy

Capital

Holdings,

Inc

4.900

02/28/28

1,559,900‌

3,000,000

NextEra

Energy

Capital

Holdings,

Inc

4.900

03/15/29

2,967,800‌

9,300,000

Virginia

Power

Fuel

Securitization

LLC

5.088

05/01/27

9,254,515‌

5,000,000

WEC

Energy

Group,

Inc

4.750

01/09/26

4,945,884‌

3,300,000

WEC

Energy

Group,

Inc

5.600

09/12/26

3,312,474‌

TOTAL

UTILITIES

31,825,995‌

TOTAL

CORPORATE

BONDS

599,028,589‌

(Cost

$603,180,483)

GOVERNMENT

BONDS

-

46.5%

AGENCY

SECURITIES

-

1.2%

20,036,250

Federal

Home

Loan

Bank

(FHLB)

1.000

03/23/26

18,744,017‌

1,265,000

Montefiore

Medical

Center

2.152

10/20/26

1,203,343‌

2,105,263

Reliance

Industries

Ltd

1.870

01/15/26

2,034,792‌

Nuveen

Short

Term

Bond

Fund

June

30,

2024

304

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

AGENCY

SECURITIES—continued

$

2,000,000

Reliance

Industries

Ltd

2.060

%

01/15/26

$

1,949,302‌

TOTAL

AGENCY

SECURITIES

23,931,454‌

FOREIGN

GOVERNMENT

BONDS

-

2.6%

2,500,000

Brazilian

Government

International

Bond

2.875

06/06/25

2,424,837‌

6,250,000

(b)

Central

American

Bank

for

Economic

Integration

5.000

02/09/26

6,210,720‌

1,000,000

(b)

Hungary

Government

International

Bond

6.125

05/22/28

1,018,000‌

2,800,000

(b)

Korea

Hydro

&

Nuclear

Power

Co

Ltd

1.250

04/27/26

2,603,787‌

300,000

(b)

Magyar

Export-Import

Bank

Zrt

6.125

12/04/27

300,868‌

4,350,000

Mexico

Government

International

Bond

3.750

01/11/28

4,111,286‌

4,300,000

(b)

Morocco

Government

International

Bond

2.375

12/15/27

3,831,816‌

3,575,000

(b)

OPEC

Fund

for

International

Development

4.500

01/26/26

3,527,691‌

3,400,000

(b)

Perusahaan

Penerbit

SBSN

Indonesia

III

3.900

08/20/24

3,389,705‌

4,250,000

Peruvian

Government

International

Bond

4.125

08/25/27

4,098,736‌

900,000

Philippine

Government

International

Bond

2.457

05/05/30

776,891‌

4,000,000

(b)

Qatar

Government

International

Bond

4.000

03/14/29

3,874,928‌

6,800,000

Republic

of

Italy

Government

International

Bond

2.375

10/17/24

6,732,462‌

1,000,000

(b)

Romanian

Government

International

Bond

6.625

02/17/28

1,021,350‌

5,200,000

(b)

Saudi

Government

International

Bond

3.250

10/26/26

4,986,020‌

TOTAL

FOREIGN

GOVERNMENT

BONDS

48,909,097‌

MORTGAGE

BACKED

-

6.1%

2,960,977

(a),(b)

Chase

Mortgage

Trust

3.750

12/25/45

2,652,754‌

11,475

Citicorp

Mortgage

Securities

Trust

5.500

02/25/26

11,218‌

285,000

(a),(b)

Connecticut

Avenue

Securities

Trust

SOFR30A

+

1.900%

7.235

12/25/41

288,674‌

8,784,000

(a),(b)

Connecticut

Avenue

Securities

Trust

SOFR30A

+

3.100%

8.435

03/25/42

9,160,899‌

6,120,000

(a),(b)

Connecticut

Avenue

Securities

Trust

SOFR30A

+

4.650%

9.985

06/25/42

6,641,934‌

7,277,000

(a),(b)

Connecticut

Avenue

Securities

Trust

SOFR30A

+

3.350%

8.685

01/25/43

7,699,914‌

8,380,000

(a),(b)

Connecticut

Avenue

Securities

Trust

SOFR30A

+

3.550%

8.885

05/25/43

9,029,191‌

1,030,000

(a),(b)

Connecticut

Avenue

Securities

Trust

SOFR30A

+

3.100%

8.435

06/25/43

1,089,975‌

12,356

Deutsche

Mortgage

Securities,

Inc

Mortgage

Loan

Trust

(Step

Bond)

5.940

07/25/34

12,060‌

25,019,809

Federal

Home

Loan

Mortgage

Corp

(FHLMC)

5.500

10/01/38

25,073,942‌

5,683,767

Federal

National

Mortgage

Association

(FNMA)

5.500

09/01/38

5,696,065‌

5,975,837

Government

National

Mortgage

Association

(GNMA)

2.000

05/15/31

5,353,018‌

16,340,390

GNMA

1.730

07/15/37

13,620,431‌

50,841

(a)

Impac

CMB

Trust

TSFR1M

+

0.774%

6.120

03/25/35

45,367‌

256,373

(a),(b)

New

Residential

Mortgage

Loan

Trust

3.750

11/25/54

238,459‌

417,785

(a),(b)

New

Residential

Mortgage

Loan

Trust

3.750

03/25/56

389,762‌

716,234

(a),(b)

New

Residential

Mortgage

Loan

Trust

4.000

12/25/57

676,638‌

336,174

(a)

Structured

Adjustable

Rate

Mortgage

Loan

Trust

TSFR1M

+

0.484%

5.830

07/25/34

332,723‌

460,000

(a),(b)

Structured

Agency

Credit

Risk

Debt

Note

(STACR)

SOFR30A

+

2.900%

8.235

04/25/42

478,638‌

20,000,000

(a),(b)

STACR

SOFR30A

+

3.350%

8.685

05/25/42

21,023,280‌

235,357

(a),(b)

STACR

SOFR30A

+

4.500%

9.835

06/25/42

255,602‌

1,055,000

(a),(b)

STACR

SOFR30A

+

4.000%

9.335

07/25/42

1,128,103‌

3,830,000

(a),(b)

STACR

SOFR30A

+

3.250%

8.585

04/25/43

4,062,299‌

TOTAL

MORTGAGE

BACKED

114,960,946‌

U.S.

TREASURY

SECURITIES

-

36.6%

63,131,715

(d)

United

States

Treasury

Inflation

Indexed

Bonds

0.125

04/15/26

60,307,427‌

35,922,000

United

States

Treasury

Note

3.875

03/31/25

35,569,445‌

21,185,000

United

States

Treasury

Note

3.875

04/30/25

20,957,013‌

70,000,000

United

States

Treasury

Note

3.000

09/30/25

68,293,750‌

80,000,000

United

States

Treasury

Note

3.000

10/31/25

77,978,125‌

20,000,000

United

States

Treasury

Note

2.875

11/30/25

19,443,750‌

39,000,000

United

States

Treasury

Note

0.500

02/28/26

36,315,703‌

13,091,000

United

States

Treasury

Note

3.625

05/15/26

12,824,067‌

25,079,000

United

States

Treasury

Note

4.875

05/31/26

25,129,942‌

131,000,000

United

States

Treasury

Note

1.500

08/15/26

122,587,344‌

37,915,000

United

States

Treasury

Note

4.625

06/15/27

38,024,598‌

15,000,000

United

States

Treasury

Note

0.500

06/30/27

13,328,320‌

49,000,000

United

States

Treasury

Note

0.625

11/30/27

43,077,890‌

15,686,000

United

States

Treasury

Note

3.625

03/31/28

15,244,831‌

305

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

U.S.

TREASURY

SECURITIES—continued

$

7,000,000

United

States

Treasury

Note

1.250

%

09/30/28

$

6,151,250‌

66,000,000

United

States

Treasury

Note

1.375

10/31/28

58,198,594‌

39,470,000

United

States

Treasury

Note

4.500

05/31/29

39,738,273‌

TOTAL

U.S.

TREASURY

SECURITIES

693,170,322‌

TOTAL

GOVERNMENT

BONDS

880,971,819‌

(Cost

$889,297,175)

STRUCTURED

ASSETS

-

19.1%

ASSET

BACKED

-

8.7%

53,553

Aames

Mortgage

Trust

(Step

Bond)

7.396

06/25/32

52,334‌

Series

-

2002

1

(Class

A3)

4,975,000

(b)

Alterna

Funding

III

LLC

6.260

05/16/39

4,982,602‌

Series

-

2024

1A

(Class

A)

55,677

(b)

Asset

Backed

Funding

Corp

NIM

Trust

5.900

07/26/35

1‌

Series

-

2005

WMC1

(Class

N1)

588,960

(a)

Asset

Backed

Securities

Corp

Home

Equity

Loan

Trust

Series

TSFR1M

+

1.764%

7.093

03/15/32

604,193‌

Series

-

2002

HE1

(Class

M1)

9,000,000

(b)

Avis

Budget

Rental

Car

Funding

AESOP

LLC

5.360

06/20/30

8,958,318‌

Series

-

2024

1A

(Class

A)

1,909,470

(b)

Capital

Automotive

REIT

1.440

08/15/51

1,743,051‌

Series

-

2021

1A

(Class

A1)

2,099,578

(b)

Capital

Automotive

REIT

1.920

08/15/51

1,925,322‌

Series

-

2021

1A

(Class

A3)

8,600,000

CarMax

Auto

Owner

Trust

0.740

10/15/26

8,289,668‌

Series

-

2021

1

(Class

B)

7,000,000

CarMax

Auto

Owner

Trust

1.000

03/15/27

6,608,530‌

Series

-

2021

3

(Class

B)

724

Centex

Home

Equity

5.540

01/25/32

713‌

Series

-

2002

A

(Class

AF6)

40,066

(a)

Centex

Home

Equity

TSFR1M

+

0.759%

6.105

03/25/34

39,026‌

Series

-

2004

B

(Class

M1)

122,341

(a)

Chase

Funding

Mortgage

Loan

Asset-Backed

Certificates

5.700

02/26/35

110,947‌

Series

-

2004

2

(Class

1M2)

2,540,000

CNH

Equipment

Trust

0.900

01/16/29

2,382,106‌

Series

-

2021

B

(Class

B)

6,630,000

(b)

DB

Master

Finance

LLC

2.045

11/20/51

6,087,398‌

Series

-

2021

1A

(Class

A2I)

10,697,500

(b)

Domino's

Pizza

Master

Issuer

LLC

2.662

04/25/51

9,494,166‌

Series

-

2021

1A

(Class

A2I)

454,013

(b)

FCI

Funding

LLC

1.130

04/15/33

447,705‌

Series

-

2021

1A

(Class

A)

1,642,065

(b)

FNA

VI

LLC

1.350

01/10/32

1,506,871‌

Series

-

2021

1A

(Class

A)

4,500,000

Ford

Credit

Auto

Owner

Trust

0.700

10/15/26

4,337,619‌

Series

-

2021

A

(Class

B)

1,500,000

(b)

Ford

Credit

Auto

Owner

Trust

1.610

10/17/33

1,397,637‌

Series

-

2021

1

(Class

B)

18,050,000

GM

Financial

Automobile

Leasing

Trust

5.780

07/20/27

18,102,293‌

Series

-

2024

2

(Class

A3)

3,350,000

GM

Financial

Consumer

Automobile

Receivables

Trust

0.750

05/17/27

3,271,034‌

Series

-

2021

1

(Class

B)

2,500,000

(a),(b)

Gracie

Point

International

Funding

LLC

7.050

03/01/28

2,509,801‌

Series

-

2024

1A

(Class

A)

1,115,000

(a),(b)

Gracie

Point

International

Funding

LLC

7.450

03/01/28

1,119,347‌

Series

-

2024

1A

(Class

B)

6,406,664

(b)

Hilton

Grand

Vacations

Trust

5.500

03/25/38

6,442,069‌

Series

-

2024

2A

(Class

A)

273,546

IMC

Home

Equity

Loan

Trust

(Step

Bond)

5.432

08/20/29

263,967‌

Series

-

1998

3

(Class

A7)

Nuveen

Short

Term

Bond

Fund

June

30,

2024

306

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ASSET

BACKED—continued

$

6,100,000

(a),(b)

MSCG

Trust

3.577

%

06/07/35

$

5,422,655‌

Series

-

2015

ALDR

(Class

C)

12,183,401

(b)

MVW

LLC

5.320

02/20/43

12,157,845‌

Series

-

2024

1A

(Class

A)

2,013,780

(b)

Navient

Private

Education

Refi

Loan

Trust

0.840

05/15/69

1,779,217‌

Series

-

2021

A

(Class

A)

876,413

(b)

Oportun

Funding

XIV

LLC

1.210

03/08/28

850,423‌

Series

-

2021

A

(Class

A)

1,873,524

(b)

Oportun

Issuance

Trust

1.960

05/08/31

1,777,710‌

Series

-

2021

B

(Class

B)

365,386

(a)

Park

Place

Securities,

Inc

TSFR1M

+

1.359%

6.705

01/25/36

360,439‌

Series

-

2005

WCH1

(Class

M4)

8,425,000

(b)

PFS

Financing

Corp

4.950

02/15/29

8,356,111‌

9,630,000

(b)

PFS

Financing

Corp

5.340

04/15/29

9,657,047‌

Series

-

2024

D

(Class

A)

5,500,000

(b)

Santander

Consumer

Auto

Receivables

Trust

0.710

08/17/26

5,356,764‌

Series

-

2021

AA

(Class

B)

5,679,820

SCE

Recovery

Funding

LLC

0.861

11/15/31

4,852,794‌

Series

-

2021

A-1

(Class

A)

2,357,400

(b)

ServiceMaster

Funding

LLC

2.841

10/30/51

2,097,286‌

Series

-

2020

1

(Class

A2I)

5,577,500

(b)

SERVPRO

Master

Issuer

LLC

2.394

04/25/51

4,916,412‌

Series

-

2021

1A

(Class

A2)

932,198

(b)

Sierra

Timeshare

Receivables

Funding

LLC

0.990

11/20/37

886,011‌

Series

-

2021

1A

(Class

A)

12,615,300

(b)

Taco

Bell

Funding

LLC

1.946

08/25/51

11,469,674‌

Series

-

2021

1A

(Class

A2I)

5,634,110

(b)

Wendy's

Funding

LLC

2.370

06/15/51

4,910,647‌

Series

-

2021

1A

(Class

A2I)

TOTAL

ASSET

BACKED

165,527,753‌

OTHER

MORTGAGE

BACKED

-

10.4%

93,273

(a),(b)

ACRE

Commercial

Mortgage

Ltd

TSFR1M

+

0.944%

6.276

12/18/37

93,164‌

Series

-

2021

FL4

(Class

A)

1,185,000

(a),(b)

ARES

Commercial

Mortgage

Trust

TSFR1M

+

1.692%

7.012

07/15/41

1,184,625‌

Series

-

2024

IND

(Class

A)

2,500,000

(a),(b)

Ashford

Hospitality

Trust

LIBOR

1

M

+

2.922%

2.860

06/15/35

2,426,155‌

Series

-

2018

KEYS

(Class

D)

4,119,000

(a),(b)

Barclays

Commercial

Mortgage

Securities

LLC

TSFR1M

+

1.297%

6.626

07/15/37

4,047,616‌

Series

-

2018

CBM

(Class

A)

3,519,541

(a),(b)

BX

Commercial

Mortgage

Trust

TSFR1M

+

1.112%

6.441

10/15/38

3,470,101‌

Series

-

2021

XL2

(Class

B)

5,948,024

(a),(b)

BX

Commercial

Mortgage

Trust

TSFR1M

+

1.312%

6.641

10/15/38

5,835,911‌

Series

-

2021

XL2

(Class

C)

1,000,000

(a),(b)

BX

Commercial

Mortgage

Trust

TSFR1M

+

1.840%

7.169

01/17/39

985,779‌

Series

-

2022

AHP

(Class

B)

9,579,164

(b)

CF

Hippolyta

LLC

1.690

07/15/60

9,077,337‌

Series

-

2020

1

(Class

A1)

1,490,000

Citigroup

Commercial

Mortgage

Trust

3.863

07/10/47

1,487,301‌

Series

-

2014

GC23

(Class

AS)

3,000,000

(b)

COMM

Mortgage

Trust

3.376

01/10/39

2,659,625‌

Series

-

2022

HC

(Class

C)

1,684,219

(b)

COMM

Mortgage

Trust

3.397

03/10/46

1,589,269‌

Series

-

2013

CR6

(Class

B)

611,950

COMM

Mortgage

Trust

4.701

03/10/47

589,015‌

Series

-

2014

UBS2

(Class

B)

1,422,184

(a)

COMM

Mortgage

Trust

4.947

03/10/47

1,278,966‌

Series

-

2014

UBS2

(Class

C)

6,000,000

COMM

Mortgage

Trust

4.377

05/10/47

5,660,344‌

Series

-

2014

CR17

(Class

B)

2,500,000

COMM

Mortgage

Trust

4.012

06/10/47

2,438,675‌

Series

-

2014

UBS3

(Class

AM)

307

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

2,000,000

(a)

COMM

Mortgage

Trust

4.703

%

08/10/47

$

1,957,425‌

Series

-

2014

CR19

(Class

B)

1,188,400

(a)

COMM

Mortgage

Trust

4.777

08/10/47

1,117,008‌

Series

-

2014

CR19

(Class

C)

1,012,000

(a)

COMM

Mortgage

Trust

4.413

05/10/48

960,390‌

Series

-

2015

CR23

(Class

C)

4,115,000

(a)

COMM

Mortgage

Trust

4.458

07/10/48

3,983,275‌

Series

-

2015

LC21

(Class

B)

3,000,000

(a)

COMM

Mortgage

Trust

3.463

08/10/48

2,647,028‌

Series

-

2015

CR24

(Class

D)

4,170,000

(a)

COMM

Mortgage

Trust

4.668

08/10/48

4,059,781‌

Series

-

2015

CR25

(Class

B)

2,500,000

(a)

COMM

Mortgage

Trust

4.613

10/10/48

2,370,937‌

Series

-

2015

CR26

(Class

B)

165,000

(a),(b)

Connecticut

Avenue

Securities

Trust

SOFR30A

+

3.850%

9.185

05/25/42

175,144‌

Series

-

2022

R06

(Class

1M2)

733,816

(a),(b)

Connecticut

Avenue

Securities

Trust

TSFR1M

+

3.600%

8.935

07/25/42

778,366‌

Series

-

2022

R08

(Class

1M2)

8,295,000

(a),(b)

Connecticut

Avenue

Securities

Trust

SOFR30A

+

4.750%

10.085

09/25/42

9,061,063‌

Series

-

2022

R09

(Class

2M2)

12,515,000

(a),(b)

Connecticut

Avenue

Securities

Trust

SOFR30A

+

3.750%

9.085

12/25/42

13,427,864‌

Series

-

2023

R01

(Class

1M2)

1,400,000

(b)

Credit

Suisse

Commercial

Mortgage

Trust

2.816

08/15/37

1,319,636‌

Series

-

2020

NET

(Class

B)

2,523,039

(b)

Credit

Suisse

Commercial

Mortgage

Trust

3.304

09/15/37

2,253,877‌

Series

-

2014

USA

(Class

A1)

1,726,461

(b)

CSMC

Trust

1.414

05/25/65

1,582,858‌

Series

-

2020

NQM1

(Class

A2)

5,000,000

(a),(b)

DBSG

Mortgage

Trust

6.595

06/10/37

5,012,917‌

Series

-

2024

ALTA

(Class

B)

2,598,000

(a),(b)

GS

Mortgage

Securities

Corp

II

4.688

02/10/46

2,363,316‌

Series

-

2013

GC10

(Class

D)

1,000,000

(a),(b)

GS

Mortgage

Securities

Corp

Trust

TSFR1M

+

2.164%

7.493

11/15/36

981,098‌

Series

-

2021

ARDN

(Class

C)

1,750,000

(a),(b)

GS

Mortgage

Securities

Corp

Trust

TSFR1M

+

2.864%

8.193

11/15/36

1,727,889‌

Series

-

2021

ARDN

(Class

D)

2,780,723

(a),(b)

GS

Mortgage-Backed

Securities

Corp

Trust

3.000

03/27/51

2,323,505‌

Series

-

2020

PJ5

(Class

A4)

2,362,242

(a),(b)

JP

Morgan

Chase

Commercial

Mortgage

Securities

Corp

TSFR1M

+

1.164%

6.493

04/15/38

2,362,525‌

Series

-

2021

MHC

(Class

A)

878,429

(a),(b)

JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust

5.013

02/15/46

825,805‌

Series

-

2011

C3

(Class

B)

2,300,000

JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust

2.870

08/15/49

2,155,937‌

Series

-

2016

JP3

(Class

A5)

9,505

JPMBB

Commercial

Mortgage

Securities

Trust

3.657

09/15/47

9,481‌

Series

-

2014

C23

(Class

ASB)

4,700,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust

4.602

09/15/47

4,644,870‌

Series

-

2014

C23

(Class

B)

1,570,000

JPMBB

Commercial

Mortgage

Securities

Trust

4.106

08/15/48

1,499,034‌

Series

-

2015

C31

(Class

AS)

1,200,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust

4.777

08/15/48

1,075,400‌

Series

-

2015

C31

(Class

B)

5,000,000

(a)

JPMBB

Commercial

Mortgage

Securities

Trust

4.777

08/15/48

4,067,112‌

Series

-

2015

C31

(Class

C)

2,000,000

(a)

JPMCC

Commercial

Mortgage

Securities

Trust

3.904

03/15/50

1,663,323‌

Series

-

2017

JP5

(Class

C)

1,523,657

(a),(b)

MCR

MORTGAGE

TRUST

TSFR1M

+

1.758%

7.087

02/15/37

1,526,798‌

Series

-

2024

HTL

(Class

A)

Nuveen

Short

Term

Bond

Fund

June

30,

2024

308

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

OTHER

MORTGAGE

BACKED—continued

$

3,355,507

(a),(b)

MHC

Commercial

Mortgage

Trust

TSFR1M

+

0.915%

6.244

%

04/15/38

$

3,330,216‌

Series

-

2021

MHC

(Class

A)

4,194,383

(a),(b)

MHC

Commercial

Mortgage

Trust

TSFR1M

+

1.215%

6.536

04/15/38

4,150,501‌

Series

-

2021

MHC

(Class

B)

1,258,315

(a),(b)

MHC

Commercial

Mortgage

Trust

TSFR1M

+

1.715%

7.040

04/15/38

1,246,160‌

Series

-

2021

MHC

(Class

D)

1,754,488

(b)

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

3.989

12/15/46

1,696,853‌

Series

-

2014

C19

(Class

LNC1)

5,000,000

(a)

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

4.000

12/15/47

4,856,846‌

Series

-

2014

C19

(Class

B)

2,565,000

(a)

Morgan

Stanley

Capital

I

Trust

3.779

05/15/48

2,508,258‌

Series

-

2015

MS1

(Class

A4)

2,500,000

(b)

MRCD

Mortgage

Trust

2.718

12/15/36

1,712,750‌

Series

-

2019

PARK

(Class

D)

2,500,000

(b)

MRCD

Mortgage

Trust

2.718

12/15/36

1,587,750‌

Series

-

2019

PARK

(Class

E)

3,900,000

(a),(b)

MTN

Commercial

Mortgage

Trust

TSFR1M

+

1.397%

6.727

03/15/39

3,856,939‌

Series

-

2022

LPFL

(Class

A)

6,000,000

(a),(b)

MTN

Commercial

Mortgage

Trust

TSFR1M

+

1.896%

7.226

03/15/39

5,935,422‌

Series

-

2022

LPFL

(Class

B)

8,064,144

(a),(b)

Natixis

Commercial

Mortgage

Securities

Trust

TSFR1M

+

1.579%

5.915

07/15/36

7,527,727‌

Series

-

2019

MILE

(Class

A)

7,500,000

(a),(b)

Natixis

Commercial

Mortgage

Securities

Trust

TSFR1M

+

2.279%

7.608

07/15/36

6,234,802‌

Series

-

2019

MILE

(Class

C)

351,744

(b)

Natixis

Commercial

Mortgage

Securities

Trust

2.966

12/15/38

322,822‌

Series

-

2020

2PAC

(Class

A)

576,401

(a),(b)

OBX

Trust

TSFR1M

+

0.764%

4.658

06/25/57

558,673‌

Series

-

2018

1

(Class

A2)

2,000,000

(a),(b)

PKHL

Commercial

Mortgage

Trust

TSFR1M

+

2.114%

7.443

07/15/38

1,601,184‌

Series

-

2021

MF

(Class

D)

2,000,000

(b)

RBS

Commercial

Funding,

Inc

Trust

3.511

03/11/31

1,811,469‌

Series

-

2013

SMV

(Class

B)

2,275,000

(a),(b)

RLGH

Trust

LIBOR

1

M

+

1.828%

1.821

04/15/36

2,235,427‌

Series

-

2021

TROT

(Class

D)

7,886,000

(a),(b)

RLGH

Trust

TSFR1M

+

1.279%

6.608

04/15/36

7,791,452‌

Series

-

2021

TROT

(Class

B)

3,710,899

(a),(b)

SMR

Mortgage

Trust

TSFR1M

+

2.400%

7.729

02/15/39

3,612,186‌

Series

-

2022

IND

(Class

B)

2,250,128

(b)

Verus

Securitization

Trust

3.417

01/25/60

2,161,025‌

Series

-

2020

1

(Class

A1)

7,091,080

(a),(b)

Verus

Securitization

Trust

2.240

10/25/66

5,967,444‌

Series

-

2021

7

(Class

A3)

3,000,000

(a)

WFRBS

Commercial

Mortgage

Trust

4.140

03/15/45

2,724,047‌

Series

-

2013

C11

(Class

C)

2,500,000

(a)

WFRBS

Commercial

Mortgage

Trust

4.204

11/15/47

2,346,025‌

Series

-

2014

C24

(Class

B)

TOTAL

OTHER

MORTGAGE

BACKED

196,533,523‌

TOTAL

STRUCTURED

ASSETS

362,061,276‌

(Cost

$379,101,153)

TOTAL

LONG-TERM

INVESTMENTS

1,863,558,804‌

(Cost

$1,892,948,255)

REFERENCERATE

&

SPREAD

SHORT-TERM

INVESTMENTS

-

1.6%

GOVERNMENT

AGENCY

DEBT

-

0.5%

1,611,000

Federal

Home

Loan

Bank

(FHLB)

0.000

07/01/24

1,610,296‌

2,500,000

FHLB

0.000

07/19/24

2,492,351‌

6,000,000

Tennessee

Valley

Authority

(TVA)

0.000

07/10/24

5,989,510‌

TOTAL

GOVERNMENT

AGENCY

DEBT

10,092,157‌

309

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCERATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

TREASURY

DEBT

-

1.1%

$

5,000,000

United

States

Treasury

Bill

0.000

%

07/25/24

$

4,982,550‌

5,000,000

United

States

Treasury

Bill

0.000

07/30/24

4,978,854‌

10,000,000

United

States

Treasury

Bill

0.000

08/13/24

9,937,391‌

TOTAL

TREASURY

DEBT

19,898,795‌

TOTAL

SHORT-TERM

INVESTMENTS

29,990,952‌

(Cost

$29,994,792)

SHARES

EXP

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.3%

5,301,700

(e)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5.330

(f)

5,301,700‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

5,301,700‌

(Cost

$5,301,700)

TOTAL

INVESTMENTS

-

100.2%

1,898,851,456‌

(Cost

$1,928,244,747)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(0.2)%

(4,554,549‌)

NET

ASSETS

-

100.0%

$

1,894,296,907‌

LIBOR

London

Interbank

Offered

Rate

M

Month

REIT

Real

Estate

Investment

Trust

SOFR30A

30

Day

Average

Secured

Overnight

Financing

Rate

TSFR1M

CME

Term

Secured

Overnight

Financing

Rate

1

Month

TSFR3M

CME

Term

Secured

Overnight

Financing

Rate

3

Month

(a)

Floating

or

variable

rate

security

includes

the

reference

rate

and

spread,

unless

the

variable

rate

is

based

on

the

underlying

asset

of

the

security.

Coupon

rate

reflects

the

rate

at

period

end.

(b)

Security

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$447,687,153

or

23.6%

of

Total

Investments.

(c)

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$5,149,266.

(d)

Principal

amount

for

interest

accrual

purposes

is

periodically

adjusted

based

on

changes

in

the

Consumer

Price

Index.

(e)

Investments

made

with

cash

collateral

received

from

securities

on

loan.

(f)

The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

Futures

Contracts

-

Long

Description

Number

of

Contracts

Expiration

Date

Notional

Amount

Value

Unrealized

Appreciation

(Depreciation)

U.S.

Treasury

2-Year

Note

665‌

09/30/24

 $

135,451,624‌

$

135,805,469‌

$

353,845‌

Nuveen

Short

Term

Bond

Index

Fund

June

30,

2024

Portfolio

of

Investments

310

See

Notes

to

Portfolios

of

Investments

(Unaudited)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

LONG-TERM

INVESTMENTS

-

98.9%

CORPORATE

BONDS

-

25.4%

AUTOMOBILES

&

COMPONENTS

-

1.0%

$

500,000

American

Honda

Finance

Corp

5.800

%

10/03/25

$

502,480‌

500,000

American

Honda

Finance

Corp

4.950

01/09/26

497,317‌

500,000

American

Honda

Finance

Corp

4.750

01/12/26

495,914‌

300,000

American

Honda

Finance

Corp

5.250

07/07/26

300,539‌

1,000,000

American

Honda

Finance

Corp

4.900

03/12/27

996,246‌

1,500,000

Ford

Motor

Credit

Co

LLC

3.375

11/13/25

1,451,707‌

1,500,000

Ford

Motor

Credit

Co

LLC

6.950

03/06/26

1,524,224‌

1,500,000

Ford

Motor

Credit

Co

LLC

2.700

08/10/26

1,408,895‌

1,000,000

Ford

Motor

Credit

Co

LLC

5.800

03/05/27

1,000,023‌

750,000

Ford

Motor

Credit

Co

LLC

5.850

05/17/27

749,909‌

1,000,000

General

Motors

Financial

Co,

Inc

6.050

10/10/25

1,003,605‌

700,000

General

Motors

Financial

Co,

Inc

5.400

04/06/26

698,407‌

1,500,000

General

Motors

Financial

Co,

Inc

1.500

06/10/26

1,389,231‌

300,000

General

Motors

Financial

Co,

Inc

5.000

04/09/27

296,938‌

1,000,000

General

Motors

Financial

Co,

Inc

5.400

05/08/27

999,449‌

1,000,000

General

Motors

Financial

Co,

Inc

5.350

07/15/27

997,193‌

300,000

Magna

International,

Inc

4.150

10/01/25

295,203‌

500,000

Toyota

Motor

Corp

5.275

07/13/26

501,464‌

300,000

Toyota

Motor

Credit

Corp

3.650

08/18/25

294,534‌

300,000

Toyota

Motor

Credit

Corp

5.600

09/11/25

301,174‌

500,000

Toyota

Motor

Credit

Corp

5.400

11/10/25

501,199‌

500,000

Toyota

Motor

Credit

Corp

4.800

01/05/26

497,515‌

500,000

Toyota

Motor

Credit

Corp

5.200

05/15/26

500,822‌

1,000,000

Toyota

Motor

Credit

Corp

4.450

05/18/26

987,202‌

300,000

Toyota

Motor

Credit

Corp

5.000

08/14/26

299,316‌

350,000

Toyota

Motor

Credit

Corp

5.400

11/20/26

352,449‌

1,250,000

Toyota

Motor

Credit

Corp

5.000

03/19/27

1,249,910‌

TOTAL

AUTOMOBILES

&

COMPONENTS

20,092,865‌

BANKS

-

7.4%

500,000

Australia

&

New

Zealand

Banking

Group

Ltd

5.671

10/03/25

502,584‌

1,000,000

Australia

&

New

Zealand

Banking

Group

Ltd

5.088

12/08/25

998,630‌

500,000

Australia

&

New

Zealand

Banking

Group

Ltd

5.000

03/18/26

498,642‌

500,000

Australia

&

New

Zealand

Banking

Group

Ltd

4.750

01/18/27

497,442‌

600,000

Banco

Bilbao

Vizcaya

Argentaria

S.A.

5.862

09/14/26

600,032‌

1,000,000

Banco

Santander

S.A.

5.147

08/18/25

992,220‌

600,000

Banco

Santander

S.A.

5.179

11/19/25

594,206‌

400,000

Banco

Santander

S.A.

6.527

11/07/27

409,145‌

1,000,000

Banco

Santander

S.A.

5.552

03/14/28

998,087‌

800,000

Banco

Santander

S.A.

4.175

03/24/28

771,075‌

1,000,000

Bank

of

,NV

Scotia

5.400

06/04/27

1,004,626‌

1,500,000

Bank

of

America

Corp

4.827

07/22/26

1,485,538‌

1,250,000

Bank

of

America

Corp

1.197

10/24/26

1,179,197‌

1,855,000

Bank

of

America

Corp

5.080

01/20/27

1,843,867‌

1,000,000

Bank

of

America

Corp

1.658

03/11/27

937,579‌

1,500,000

Bank

of

America

Corp

3.559

04/23/27

1,450,457‌

1,500,000

Bank

of

America

Corp

1.734

07/22/27

1,390,388‌

1,000,000

Bank

of

America

Corp

5.933

09/15/27

1,010,758‌

500,000

Bank

of

America

Corp

3.824

01/20/28

481,918‌

750,000

Bank

of

America

Corp

2.551

02/04/28

700,004‌

750,000

Bank

of

America

Corp

3.705

04/24/28

718,359‌

1,500,000

Bank

of

America

Corp

4.376

04/27/28

1,464,060‌

1,500,000

Bank

of

America

NA

5.526

08/18/26

1,510,650‌

500,000

Bank

of

Montreal

5.300

06/05/26

499,565‌

1,000,000

Bank

of

Montreal

1.250

09/15/26

915,976‌

500,000

Bank

of

Montreal

5.266

12/11/26

499,241‌

311

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

BANKS—continued

$

500,000

Bank

of

Montreal

2.650

%

03/08/27

$

468,735‌

750,000

Bank

of

Montreal

5.370

06/04/27

753,144‌

1,000,000

Bank

of

Nova

Scotia

4.750

02/02/26

989,505‌

300,000

Bank

of

Nova

Scotia

2.700

08/03/26

284,310‌

500,000

Bank

of

Nova

Scotia

1.300

09/15/26

458,437‌

1,000,000

Bank

of

Nova

Scotia

5.350

12/07/26

1,001,237‌

500,000

Barclays

plc

5.200

05/12/26

494,260‌

550,000

Barclays

plc

5.304

08/09/26

546,356‌

500,000

Barclays

plc

7.325

11/02/26

508,720‌

1,200,000

Barclays

plc

5.829

05/09/27

1,201,759‌

1,250,000

Barclays

plc

6.496

09/13/27

1,270,767‌

1,000,000

Barclays

plc

5.674

03/12/28

1,001,525‌

750,000

Canadian

Imperial

Bank

of

Commerce

5.926

10/02/26

759,601‌

750,000

Canadian

Imperial

Bank

of

Commerce

3.450

04/07/27

718,069‌

1,000,000

Canadian

Imperial

Bank

of

Commerce

5.237

06/28/27

998,409‌

1,000,000

CitiBank

NA

5.864

09/29/25

1,005,060‌

1,000,000

CitiBank

NA

5.438

04/30/26

1,003,476‌

2,500,000

CitiBank

NA

5.488

12/04/26

2,513,499‌

1,000,000

Citigroup,

Inc

4.600

03/09/26

983,933‌

1,000,000

Citigroup,

Inc

5.610

09/29/26

999,445‌

2,000,000

Citigroup,

Inc

1.122

01/28/27

1,865,300‌

1,500,000

Citigroup,

Inc

1.462

06/09/27

1,390,241‌

1,500,000

Citigroup,

Inc

3.070

02/24/28

1,415,606‌

500,000

Citizens

Bank

NA

3.750

02/18/26

483,346‌

1,000,000

Commonwealth

Bank

of

Australia

5.316

03/13/26

1,003,693‌

500,000

Cooperatieve

Rabobank

UA

4.850

01/09/26

497,188‌

750,000

Cooperatieve

Rabobank

UA

5.500

10/05/26

754,694‌

1,500,000

Cooperatieve

Rabobank

UA

5.041

03/05/27

1,497,624‌

500,000

Credit

Suisse

AG.

1.250

08/07/26

459,665‌

750,000

Deutsche

Bank

AG.

1.686

03/19/26

705,531‌

750,000

Deutsche

Bank

AG.

6.119

07/14/26

750,660‌

500,000

Deutsche

Bank

AG.

2.129

11/24/26

474,502‌

650,000

Deutsche

Bank

AG.

7.146

07/13/27

665,820‌

1,000,000

Deutsche

Bank

AG.

5.706

02/08/28

998,678‌

500,000

Fifth

Third

Bank

NA

5.852

10/27/25

499,561‌

500,000

Fifth

Third

Bank

NA

3.850

03/15/26

485,101‌

500,000

Fifth

Third

Bank

NA

2.250

02/01/27

462,478‌

750,000

FNB

Corp

5.150

08/25/25

739,438‌

1,500,000

Goldman

Sachs

Bank

USA

5.283

03/18/27

1,495,081‌

1,000,000

Goldman

Sachs

Bank

USA

5.414

05/21/27

998,345‌

250,000

HSBC

Holdings

plc

4.180

12/09/25

248,142‌

500,000

HSBC

Holdings

plc

1.645

04/18/26

483,915‌

750,000

HSBC

Holdings

plc

2.099

06/04/26

725,100‌

1,000,000

HSBC

Holdings

plc

7.336

11/03/26

1,021,438‌

1,100,000

HSBC

Holdings

plc

5.887

08/14/27

1,108,248‌

750,000

HSBC

Holdings

plc

4.041

03/13/28

722,548‌

1,500,000

HSBC

Holdings

plc

5.597

05/17/28

1,505,865‌

1,500,000

HSBC

USA,

Inc

5.294

03/04/27

1,503,981‌

500,000

Huntington

National

Bank

5.699

11/18/25

499,237‌

500,000

ING

Groep

NV

3.950

03/29/27

482,635‌

250,000

ING

Groep

NV

1.726

04/01/27

233,812‌

450,000

ING

Groep

NV

6.083

09/11/27

454,994‌

500,000

ING

Groep

NV

4.017

03/28/28

482,149‌

1,000,000

JPMorgan

Chase

&

Co

1.045

11/19/26

939,471‌

1,000,000

JPMorgan

Chase

&

Co

3.960

01/29/27

976,794‌

1,000,000

JPMorgan

Chase

&

Co

1.040

02/04/27

931,529‌

2,860,000

JPMorgan

Chase

&

Co

1.578

04/22/27

2,668,976‌

750,000

JPMorgan

Chase

&

Co

1.470

09/22/27

688,868‌

2,000,000

JPMorgan

Chase

&

Co

6.070

10/22/27

2,034,991‌

3,000,000

JPMorgan

Chase

&

Co

5.040

01/23/28

2,983,764‌

2,700,000

JPMorgan

Chase

&

Co

5.571

04/22/28

2,721,862‌

Nuveen

Short

Term

Bond

Index

Fund

June

30,

2024

312

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

BANKS—continued

$

500,000

JPMorgan

Chase

&

Co

4.323

%

04/26/28

$

487,767‌

750,000

JPMorgan

Chase

&

Co

2.182

06/01/28

688,249‌

1,000,000

JPMorgan

Chase

Bank

NA

5.110

12/08/26

999,840‌

1,000,000

KeyBank

NA

4.700

01/26/26

980,104‌

1,000,000

Kreditanstalt

fuer

Wiederaufbau

5.000

03/16/26

1,001,699‌

1,905,000

Kreditanstalt

fuer

Wiederaufbau

3.625

04/01/26

1,865,519‌

1,500,000

Kreditanstalt

fuer

Wiederaufbau

4.625

08/07/26

1,496,069‌

650,000

Kreditanstalt

fuer

Wiederaufbau

4.000

03/15/29

637,582‌

250,000

Lloyds

Banking

Group

plc

4.650

03/24/26

245,401‌

1,000,000

Lloyds

Banking

Group

plc

4.716

08/11/26

988,499‌

800,000

Lloyds

Banking

Group

plc

1.627

05/11/27

743,159‌

750,000

Lloyds

Banking

Group

plc

5.985

08/07/27

754,439‌

800,000

Lloyds

Banking

Group

plc

5.462

01/05/28

798,301‌

1,000,000

Manufacturers

&

Traders

Trust

Co

4.650

01/27/26

981,653‌

300,000

Mitsubishi

UFJ

Financial

Group,

Inc

1.412

07/17/25

287,444‌

300,000

Mitsubishi

UFJ

Financial

Group,

Inc

3.850

03/01/26

292,437‌

750,000

Mitsubishi

UFJ

Financial

Group,

Inc

3.837

04/17/26

738,704‌

750,000

Mitsubishi

UFJ

Financial

Group,

Inc

5.541

04/17/26

749,209‌

500,000

Mitsubishi

UFJ

Financial

Group,

Inc

1.538

07/20/27

462,687‌

750,000

Mitsubishi

UFJ

Financial

Group,

Inc

1.640

10/13/27

690,585‌

500,000

Mitsubishi

UFJ

Financial

Group,

Inc

2.341

01/19/28

464,589‌

500,000

Mitsubishi

UFJ

Financial

Group,

Inc

4.080

04/19/28

484,220‌

500,000

Mizuho

Financial

Group,

Inc

3.663

02/28/27

480,171‌

200,000

Mizuho

Financial

Group,

Inc

1.234

05/22/27

184,874‌

300,000

Mizuho

Financial

Group,

Inc

1.554

07/09/27

277,693‌

1,000,000

Morgan

Stanley

Bank

NA

5.882

10/30/26

1,012,335‌

1,500,000

Morgan

Stanley

Bank

NA

4.952

01/14/28

1,488,704‌

850,000

Morgan

Stanley

Bank

NA

5.504

05/26/28

855,817‌

250,000

National

Australia

Bank

Ltd

4.750

12/10/25

248,518‌

500,000

National

Australia

Bank

Ltd

4.966

01/12/26

497,360‌

1,000,000

National

Australia

Bank

Ltd

5.087

06/11/27

1,001,458‌

500,000

National

Bank

of

Canada

5.600

07/02/27

499,861‌

500,000

NatWest

Group

plc

7.472

11/10/26

510,959‌

1,000,000

NatWest

Group

plc

5.847

03/02/27

1,002,337‌

1,000,000

NatWest

Group

plc

5.583

03/01/28

1,000,783‌

750,000

Oesterreichische

Kontrollbank

AG.

0.500

09/16/24

742,215‌

1,000,000

PNC

Financial

Services

Group,

Inc

4.758

01/26/27

987,765‌

500,000

PNC

Financial

Services

Group,

Inc

6.615

10/20/27

512,145‌

1,000,000

PNC

Financial

Services

Group,

Inc

5.300

01/21/28

998,624‌

250,000

Royal

Bank

of

Canada

4.875

01/12/26

248,141‌

500,000

Royal

Bank

of

Canada

0.875

01/20/26

467,616‌

300,000

Royal

Bank

of

Canada

1.200

04/27/26

278,674‌

750,000

Royal

Bank

of

Canada

5.200

07/20/26

749,030‌

400,000

Royal

Bank

of

Canada

1.400

11/02/26

366,432‌

1,250,000

Royal

Bank

of

Canada

4.875

01/19/27

1,241,714‌

425,000

Santander

Holdings

USA,

Inc

5.807

09/09/26

422,970‌

150,000

Santander

Holdings

USA,

Inc

3.244

10/05/26

142,162‌

500,000

Santander

Holdings

USA,

Inc

6.124

05/31/27

502,065‌

500,000

Santander

Holdings

USA,

Inc

2.490

01/06/28

460,776‌

750,000

Santander

UK

Group

Holdings

plc

6.833

11/21/26

760,005‌

300,000

Santander

UK

Group

Holdings

plc

1.673

06/14/27

277,330‌

500,000

Santander

UK

Group

Holdings

plc

2.469

01/11/28

461,284‌

750,000

Sumitomo

Mitsui

Financial

Group,

Inc

1.474

07/08/25

720,008‌

500,000

Sumitomo

Mitsui

Financial

Group,

Inc

0.948

01/12/26

467,218‌

1,500,000

Sumitomo

Mitsui

Financial

Group,

Inc

5.464

01/13/26

1,499,846‌

500,000

Sumitomo

Mitsui

Financial

Group,

Inc

5.880

07/13/26

504,560‌

1,500,000

Sumitomo

Mitsui

Financial

Group,

Inc

1.402

09/17/26

1,376,765‌

500,000

Sumitomo

Mitsui

Financial

Group,

Inc

3.446

01/11/27

478,985‌

500,000

Synovus

Financial

Corp

5.200

08/11/25

492,707‌

750,000

Toronto-Dominion

Bank

3.766

06/06/25

737,861‌

500,000

Toronto-Dominion

Bank

5.103

01/09/26

498,175‌

313

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

BANKS—continued

$

500,000

Toronto-Dominion

Bank

5.532

%

07/17/26

$

501,752‌

1,050,000

Toronto-Dominion

Bank

1.250

09/10/26

962,869‌

775,000

Toronto-Dominion

Bank

5.264

12/11/26

774,733‌

1,000,000

(a)

Toronto-Dominion

Bank

4.980

04/05/27

994,651‌

300,000

Toronto-Dominion

Bank

3.625

09/15/31

285,605‌

500,000

Truist

Bank

3.300

05/15/26

479,090‌

1,000,000

Truist

Bank

2.636

09/17/29

978,546‌

1,250,000

Truist

Financial

Corp

4.260

07/28/26

1,229,498‌

750,000

Truist

Financial

Corp

5.900

10/28/26

751,879‌

500,000

Truist

Financial

Corp

1.267

03/02/27

464,970‌

750,000

Truist

Financial

Corp

6.047

06/08/27

755,253‌

400,000

US

Bancorp

2.375

07/22/26

377,471‌

1,200,000

US

Bancorp

5.727

10/21/26

1,202,045‌

1,500,000

US

Bancorp

6.787

10/26/27

1,544,415‌

1,670,000

Wells

Fargo

&

Co

3.000

04/22/26

1,601,026‌

1,150,000

Wells

Fargo

&

Co

4.540

08/15/26

1,135,766‌

1,000,000

Wells

Fargo

&

Co

3.000

10/23/26

949,936‌

1,300,000

Wells

Fargo

&

Co

3.196

06/17/27

1,244,509‌

1,000,000

Wells

Fargo

&

Co

3.526

03/24/28

953,848‌

1,500,000

Wells

Fargo

&

Co

5.707

04/22/28

1,512,980‌

750,000

Wells

Fargo

&

Co

3.584

05/22/28

714,320‌

1,000,000

Wells

Fargo

&

Co

2.393

06/02/28

920,988‌

750,000

Wells

Fargo

Bank

NA

5.550

08/01/25

751,026‌

2,000,000

Wells

Fargo

Bank

NA

4.811

01/15/26

1,987,140‌

700,000

Wells

Fargo

Bank

NA

5.450

08/07/26

702,098‌

1,000,000

Wells

Fargo

Bank

NA

5.254

12/11/26

1,001,035‌

750,000

Westpac

Banking

Corp

3.735

08/26/25

737,181‌

750,000

Westpac

Banking

Corp

5.200

04/16/26

750,259‌

1,000,000

Westpac

Banking

Corp

1.150

06/03/26

928,759‌

300,000

Westpac

Banking

Corp

2.700

08/19/26

285,450‌

500,000

Westpac

Banking

Corp

4.322

11/23/31

482,579‌

TOTAL

BANKS

153,231,140‌

CAPITAL

GOODS

-

1.5%

200,000

3M

Co

2.250

09/19/26

187,544‌

750,000

AGCO

Corp

5.450

03/21/27

751,783‌

500,000

Air

Lease

Corp

2.875

01/15/26

479,711‌

750,000

Air

Lease

Corp

5.300

06/25/26

747,369‌

750,000

Air

Lease

Corp

1.875

08/15/26

695,482‌

300,000

Air

Lease

Corp

2.200

01/15/27

276,952‌

100,000

Aircastle

Ltd

4.250

06/15/26

97,415‌

300,000

Boeing

Co

2.600

10/30/25

286,878‌

500,000

Boeing

Co

2.750

02/01/26

475,175‌

1,500,000

Boeing

Co

2.196

02/04/26

1,409,813‌

1,050,000

Boeing

Co

3.100

05/01/26

996,280‌

500,000

Boeing

Co

2.700

02/01/27

460,948‌

1,000,000

(b)

Boeing

Co

6.259

05/01/27

1,006,760‌

700,000

Carrier

Global

Corp

2.493

02/15/27

655,375‌

300,000

Caterpillar

Financial

Services

Corp

4.800

01/06/26

298,529‌

500,000

Caterpillar

Financial

Services

Corp

5.050

02/27/26

499,714‌

500,000

Caterpillar

Financial

Services

Corp

4.350

05/15/26

493,268‌

300,000

Caterpillar

Financial

Services

Corp

4.500

01/08/27

296,965‌

1,000,000

Caterpillar

Financial

Services

Corp

5.000

05/14/27

1,000,617‌

500,000

CNH

Industrial

Capital

LLC

5.450

10/14/25

499,559‌

500,000

Emerson

Electric

Co

0.875

10/15/26

456,029‌

200,000

GATX

Corp

3.250

09/15/26

191,300‌

1,000,000

GATX

Corp

5.400

03/15/27

1,000,907‌

500,000

General

Dynamics

Corp

1.150

06/01/26

464,789‌

400,000

General

Dynamics

Corp

3.500

04/01/27

385,096‌

300,000

Honeywell

International,

Inc

2.500

11/01/26

283,539‌

600,000

Honeywell

International,

Inc

1.100

03/01/27

544,109‌

400,000

Howmet

Aerospace,

Inc

5.900

02/01/27

404,854‌

Nuveen

Short

Term

Bond

Index

Fund

June

30,

2024

314

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

CAPITAL

GOODS—continued

$

300,000

Illinois

Tool

Works,

Inc

2.650

%

11/15/26

$

285,301‌

750,000

Ingersoll

Rand,

Inc

5.197

06/15/27

751,483‌

300,000

John

Deere

Capital

Corp

4.800

01/09/26

298,129‌

500,000

John

Deere

Capital

Corp

5.050

03/03/26

499,979‌

750,000

John

Deere

Capital

Corp

4.750

06/08/26

745,261‌

500,000

John

Deere

Capital

Corp

4.500

01/08/27

495,023‌

750,000

John

Deere

Capital

Corp

4.850

03/05/27

747,220‌

1,000,000

John

Deere

Capital

Corp

4.900

06/11/27

997,643‌

800,000

L3Harris

Technologies,

Inc

5.400

01/15/27

803,234‌

500,000

Lockheed

Martin

Corp

4.950

10/15/25

498,442‌

250,000

Northrop

Grumman

Corp

3.200

02/01/27

238,435‌

200,000

Otis

Worldwide

Corp

2.293

04/05/27

185,408‌

125,000

Owens

Corning

5.500

06/15/27

126,083‌

300,000

PACCAR

Financial

Corp

4.950

10/03/25

298,852‌

500,000

PACCAR

Financial

Corp

5.050

08/10/26

499,488‌

500,000

PACCAR

Financial

Corp

5.200

11/09/26

501,836‌

750,000

PACCAR

Financial

Corp

5.000

05/13/27

751,715‌

300,000

Parker-Hannifin

Corp

3.250

03/01/27

286,082‌

750,000

Quanta

Services,

Inc

0.950

10/01/24

740,363‌

500,000

Raytheon

Technologies

Corp

3.950

08/16/25

491,425‌

550,000

Raytheon

Technologies

Corp

5.000

02/27/26

547,325‌

1,000,000

Raytheon

Technologies

Corp

5.750

11/08/26

1,010,688‌

500,000

Regal

Rexnord

Corp

6.050

02/15/26

501,225‌

200,000

Textron,

Inc

4.000

03/15/26

195,388‌

200,000

Textron,

Inc

3.650

03/15/27

191,633‌

250,000

Trane

Technologies

Luxembourg

Finance

S.A.

3.500

03/21/26

241,996‌

1,000,000

Tyco

Electronics

Group

S.A.

4.500

02/13/26

990,562‌

500,000

(b)

Veralto

Corp

5.500

09/18/26

500,050‌

300,000

Westinghouse

Air

Brake

Technologies

Corp

3.450

11/15/26

286,701‌

200,000

Xylem,

Inc

3.250

11/01/26

191,211‌

TOTAL

CAPITAL

GOODS

30,244,941‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

0.2%

350,000

Automatic

Data

Processing,

Inc

3.375

09/15/25

342,797‌

200,000

Broadridge

Financial

Solutions,

Inc

3.400

06/27/26

192,197‌

1,250,000

Cintas

Corp

No

2

3.450

05/01/25

1,228,818‌

500,000

Concentrix

Corp

6.650

08/02/26

505,182‌

350,000

Equifax,

Inc

2.600

12/15/25

335,260‌

400,000

Republic

Services,

Inc

2.900

07/01/26

382,343‌

200,000

Thomson

Reuters

Corp

3.350

05/15/26

192,839‌

45,000

Verisk

Analytics,

Inc

4.000

06/15/25

44,259‌

250,000

Waste

Management,

Inc

0.750

11/15/25

235,004‌

1,000,000

(c)

Waste

Management,

Inc

4.950

07/03/27

998,461‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

4,457,160‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

0.5%

1,000,000

Amazon.com,

Inc

4.600

12/01/25

993,686‌

1,250,000

Amazon.com,

Inc

1.000

05/12/26

1,162,905‌

500,000

Amazon.com,

Inc

3.300

04/13/27

479,472‌

500,000

AutoZone,

Inc

5.050

07/15/26

498,092‌

500,000

eBay,

Inc

5.900

11/22/25

502,850‌

350,000

eBay,

Inc

1.400

05/10/26

325,477‌

1,000,000

Home

Depot,

Inc

4.000

09/15/25

985,434‌

500,000

Home

Depot,

Inc

5.150

06/25/26

500,420‌

750,000

Home

Depot,

Inc

4.950

09/30/26

748,955‌

200,000

Home

Depot,

Inc

2.875

04/15/27

189,305‌

500,000

(a)

Home

Depot,

Inc

4.875

06/25/27

498,981‌

500,000

Lowe's

Cos,

Inc

3.375

09/15/25

487,866‌

800,000

Lowe's

Cos,

Inc

4.800

04/01/26

793,249‌

400,000

Lowe's

Cos,

Inc

3.350

04/01/27

381,634‌

500,000

Lowe's

Cos,

Inc

3.100

05/03/27

473,320‌

350,000

O'Reilly

Automotive,

Inc

5.750

11/20/26

353,248‌

315

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL—continued

$

400,000

Ross

Stores,

Inc

0.875

%

04/15/26

$

369,791‌

300,000

TJX

Cos,

Inc

2.250

09/15/26

282,659‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

10,027,344‌

CONSUMER

DURABLES

&

APPAREL

-

0.1%

300,000

DR

Horton,

Inc

2.600

10/15/25

289,056‌

200,000

DR

Horton,

Inc

1.300

10/15/26

183,069‌

200,000

Hasbro,

Inc

3.550

11/19/26

190,881‌

750,000

NIKE,

Inc

2.750

03/27/27

710,180‌

128,000

PulteGroup,

Inc

5.000

01/15/27

127,015‌

200,000

PVH

Corp

4.625

07/10/25

197,650‌

750,000

Tapestry,

Inc

7.000

11/27/26

770,800‌

200,000

Toll

Brothers

Finance

Corp

4.875

03/15/27

197,024‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

2,665,675‌

CONSUMER

SERVICES

-

0.3%

400,000

Booking

Holdings,

Inc

3.600

06/01/26

388,813‌

500,000

Hyatt

Hotels

Corp

5.750

01/30/27

504,937‌

500,000

Las

Vegas

Sands

Corp

5.900

06/01/27

502,654‌

800,000

Marriott

International,

Inc

5.450

09/15/26

803,295‌

300,000

McDonald's

Corp

1.450

09/01/25

286,986‌

500,000

McDonald's

Corp

3.700

01/30/26

488,526‌

300,000

McDonald's

Corp

3.500

03/01/27

287,983‌

500,000

Sands

China

Ltd

2.300

03/08/27

455,420‌

1,000,000

Starbucks

Corp

4.750

02/15/26

992,841‌

750,000

Starbucks

Corp

4.850

02/08/27

745,894‌

TOTAL

CONSUMER

SERVICES

5,457,349‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

0.2%

300,000

Costco

Wholesale

Corp

1.375

06/20/27

272,499‌

300,000

Dollar

General

Corp

3.875

04/15/27

288,472‌

300,000

Kroger

Co

3.500

02/01/26

291,122‌

100,000

Kroger

Co

2.650

10/15/26

94,486‌

600,000

SYSCO

Corp

3.300

07/15/26

577,016‌

500,000

Target

Corp

1.950

01/15/27

465,301‌

750,000

Walmart,

Inc

3.900

09/09/25

739,235‌

1,500,000

(a)

Walmart,

Inc

4.000

04/15/26

1,476,173‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

4,204,304‌

ENERGY

-

1.2%

250,000

Baker

Hughes

Holdings

LLC

2.061

12/15/26

232,028‌

500,000

Boardwalk

Pipelines

LP

5.950

06/01/26

502,540‌

1,355,000

BP

Capital

Markets

America,

Inc

3.410

02/11/26

1,316,601‌

450,000

BP

Capital

Markets

America,

Inc

3.543

04/06/27

432,723‌

500,000

Canadian

Natural

Resources

Ltd

3.850

06/01/27

480,886‌

1,000,000

Chevron

Corp

3.326

11/17/25

976,945‌

200,000

Chevron

Corp

2.954

05/16/26

192,417‌

200,000

Chevron

Corp

1.995

05/11/27

184,792‌

250,000

Coterra

Energy,

Inc

3.900

05/15/27

240,482‌

1,000,000

Diamondback

Energy,

Inc

5.200

04/18/27

1,000,211‌

1,000,000

Enbridge,

Inc

5.900

11/15/26

1,011,432‌

300,000

Enbridge,

Inc

5.250

04/05/27

299,980‌

500,000

Energy

Transfer

LP

3.900

07/15/26

484,156‌

500,000

Energy

Transfer

LP

6.050

12/01/26

506,381‌

350,000

Energy

Transfer

LP

4.400

03/15/27

341,385‌

500,000

Energy

Transfer

Operating

LP

5.500

06/01/27

501,421‌

700,000

Enterprise

Products

Operating

LLC

5.050

01/10/26

698,061‌

115,000

Enterprise

Products

Operating

LLC

3.700

02/15/26

112,043‌

500,000

Enterprise

Products

Operating

LLC

4.600

01/11/27

495,187‌

300,000

EOG

Resources,

Inc

4.150

01/15/26

295,282‌

775,000

Equinor

ASA

1.750

01/22/26

735,895‌

2,005,000

Exxon

Mobil

Corp

3.043

03/01/26

1,939,227‌

350,000

Hess

Corp

4.300

04/01/27

341,263‌

Nuveen

Short

Term

Bond

Index

Fund

June

30,

2024

316

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ENERGY—continued

$

100,000

HF

Sinclair

Corp

5.875

%

04/01/26

$

100,213‌

400,000

Kinder

Morgan,

Inc

1.750

11/15/26

368,861‌

250,000

Marathon

Petroleum

Corp

5.125

12/15/26

249,059‌

800,000

MPLX

LP

1.750

03/01/26

751,768‌

250,000

MPLX

LP

4.125

03/01/27

242,754‌

300,000

Occidental

Petroleum

Corp

5.500

12/01/25

299,238‌

250,000

Occidental

Petroleum

Corp

5.550

03/15/26

249,526‌

500,000

ONEOK,

Inc

5.850

01/15/26

502,541‌

195,000

ONEOK,

Inc

5.000

03/01/26

193,370‌

500,000

ONEOK,

Inc

5.550

11/01/26

502,040‌

750,000

Phillips

66

1.300

02/15/26

702,061‌

500,000

Pioneer

Natural

Resources

Co

1.125

01/15/26

468,925‌

275,000

Pioneer

Natural

Resources

Co

5.100

03/29/26

274,392‌

400,000

Plains

All

American

Pipeline

LP

4.650

10/15/25

394,601‌

300,000

Plains

All

American

Pipeline

LP

4.500

12/15/26

293,526‌

500,000

Sabine

Pass

Liquefaction

LLC

5.875

06/30/26

502,003‌

600,000

Sabine

Pass

Liquefaction

LLC

5.000

03/15/27

594,940‌

750,000

Schlumberger

Finance

Canada

Ltd

1.400

09/17/25

715,449‌

850,000

Shell

International

Finance

BV

2.500

09/12/26

804,592‌

200,000

TC

PipeLines

LP

3.900

05/25/27

191,590‌

300,000

TransCanada

PipeLines

Ltd

4.875

01/15/26

297,518‌

200,000

Valero

Energy

Corp

3.400

09/15/26

191,683‌

500,000

Western

Gas

Partners

LP

4.650

07/01/26

490,282‌

1,375,000

Williams

Cos,

Inc

5.400

03/02/26

1,373,674‌

300,000

Williams

Cos,

Inc

3.750

06/15/27

287,940‌

TOTAL

ENERGY

24,363,884‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

0.8%

200,000

Alexandria

Real

Estate

Equities,

Inc

3.450

04/30/25

196,292‌

250,000

Alexandria

Real

Estate

Equities,

Inc

3.800

04/15/26

242,905‌

200,000

American

Tower

Corp

4.000

06/01/25

196,809‌

500,000

American

Tower

Corp

1.300

09/15/25

475,020‌

500,000

American

Tower

Corp

1.600

04/15/26

466,735‌

500,000

American

Tower

Corp

3.375

10/15/26

477,522‌

400,000

American

Tower

Corp

3.125

01/15/27

379,012‌

200,000

American

Tower

Corp

3.650

03/15/27

191,535‌

300,000

AvalonBay

Communities,

Inc

3.450

06/01/25

294,325‌

100,000

AvalonBay

Communities,

Inc

2.950

05/11/26

95,939‌

200,000

AvalonBay

Communities,

Inc

2.900

10/15/26

189,851‌

500,000

Boston

Properties

LP

3.650

02/01/26

482,531‌

300,000

Brixmor

Operating

Partnership

LP

4.125

06/15/26

292,081‌

500,000

Camden

Property

Trust

5.850

11/03/26

507,134‌

140,000

Crown

Castle,

Inc

4.450

02/15/26

137,549‌

850,000

Crown

Castle,

Inc

1.050

07/15/26

778,011‌

500,000

Crown

Castle,

Inc

2.900

03/15/27

469,278‌

200,000

CubeSmart

LP

3.125

09/01/26

190,549‌

100,000

EPR

Properties

4.750

12/15/26

96,639‌

400,000

Equinix,

Inc

1.250

07/15/25

382,188‌

500,000

Equinix,

Inc

1.450

05/15/26

464,194‌

200,000

ERP

Operating

LP

3.375

06/01/25

196,038‌

100,000

ERP

Operating

LP

2.850

11/01/26

94,814‌

350,000

Essex

Portfolio

LP

3.625

05/01/27

334,893‌

200,000

Extra

Space

Storage

LP

3.500

07/01/26

192,408‌

200,000

Federal

Realty

OP

LP

1.250

02/15/26

186,647‌

200,000

Healthcare

Realty

Holdings

LP

3.500

08/01/26

191,591‌

450,000

Healthpeak

OP

LLC

3.250

07/15/26

430,979‌

250,000

Healthpeak

OP

LLC

1.350

02/01/27

226,645‌

200,000

Host

Hotels

&

Resorts

LP

4.000

06/15/25

196,659‌

500,000

Kilroy

Realty

LP

4.375

10/01/25

489,360‌

300,000

Kimco

Realty

OP

LLC

2.800

10/01/26

283,691‌

200,000

Kite

Realty

Group

LP

4.000

10/01/26

193,471‌

500,000

Mid-America

Apartments

LP

4.000

11/15/25

490,510‌

317

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)—continued

$

250,000

National

Retail

Properties,

Inc

3.600

%

12/15/26

$

239,829‌

500,000

OMEGA

Healthcare

Investors,

Inc

5.250

01/15/26

495,161‌

150,000

Prologis

LP

3.250

10/01/26

143,857‌

350,000

Prologis

LP

2.125

04/15/27

323,183‌

350,000

Public

Storage

1.500

11/09/26

322,247‌

500,000

Realty

Income

Corp

4.625

11/01/25

494,004‌

250,000

Realty

Income

Corp

5.050

01/13/26

248,337‌

100,000

Realty

Income

Corp

4.450

09/15/26

97,570‌

300,000

Realty

Income

Corp

3.000

01/15/27

284,180‌

200,000

Regency

Centers

LP

3.600

02/01/27

191,972‌

150,000

Sabra

Health

Care

LP

5.125

08/15/26

147,633‌

500,000

Simon

Property

Group

LP

3.300

01/15/26

484,472‌

500,000

Simon

Property

Group

LP

1.375

01/15/27

456,192‌

100,000

UDR,

Inc

2.950

09/01/26

94,821‌

150,000

Ventas

Realty

LP

3.250

10/15/26

142,537‌

350,000

Ventas

Realty

LP

3.850

04/01/27

336,502‌

200,000

Welltower

OP

LLC

4.250

04/01/26

195,885‌

200,000

Welltower

OP

LLC

2.700

02/15/27

188,452‌

600,000

Welltower,

Inc

4.000

06/01/25

590,284‌

500,000

Weyerhaeuser

Co

4.750

05/15/26

494,246‌

250,000

WP

Carey,

Inc

4.250

10/01/26

243,521‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

16,728,690‌

FINANCIAL

SERVICES

-

3.7%

500,000

AerCap

Ireland

Capital

DAC

1.650

10/29/24

493,226‌

300,000

AerCap

Ireland

Capital

DAC

6.500

07/15/25

302,294‌

800,000

AerCap

Ireland

Capital

DAC

1.750

01/30/26

753,583‌

750,000

AerCap

Ireland

Capital

DAC

2.450

10/29/26

699,625‌

500,000

AerCap

Ireland

Capital

DAC

6.100

01/15/27

507,334‌

750,000

AerCap

Ireland

Capital

DAC

6.450

04/15/27

767,117‌

250,000

American

Express

Co

3.950

08/01/25

245,892‌

1,000,000

American

Express

Co

4.900

02/13/26

993,562‌

500,000

American

Express

Co

6.338

10/30/26

504,910‌

500,000

American

Express

Co

1.650

11/04/26

460,021‌

500,000

American

Express

Co

2.550

03/04/27

467,320‌

1,000,000

American

Express

Co

5.645

04/23/27

1,003,867‌

500,000

American

Express

Co

5.389

07/28/27

500,612‌

1,000,000

American

Express

Co

5.098

02/16/28

995,544‌

300,000

Ameriprise

Financial,

Inc

2.875

09/15/26

285,678‌

600,000

Ares

Capital

Corp

3.250

07/15/25

582,924‌

500,000

Ares

Capital

Corp

3.875

01/15/26

482,765‌

650,000

Ares

Capital

Corp

7.000

01/15/27

660,900‌

100,000

Bain

Capital

Specialty

Finance,

Inc

2.550

10/13/26

91,713‌

550,000

Bank

of

New

York

Mellon

Corp

4.414

07/24/26

543,822‌

500,000

Bank

of

New

York

Mellon

Corp

2.450

08/17/26

473,773‌

1,150,000

Bank

of

New

York

Mellon

Corp

4.947

04/26/27

1,142,929‌

750,000

Bank

of

New

York

Mellon

Corp

3.442

02/07/28

717,570‌

100,000

Barings

BDC,

Inc

3.300

11/23/26

92,332‌

750,000

Berkshire

Hathaway,

Inc

3.125

03/15/26

725,948‌

250,000

BlackRock,

Inc

3.200

03/15/27

240,107‌

500,000

Blackstone

Private

Credit

Fund

2.700

01/15/25

490,704‌

350,000

Blackstone

Private

Credit

Fund

7.050

09/29/25

353,371‌

300,000

Blackstone

Private

Credit

Fund

2.625

12/15/26

274,366‌

400,000

Blackstone

Secured

Lending

Fund

2.750

09/16/26

370,298‌

300,000

Blackstone

Secured

Lending

Fund

2.125

02/15/27

270,917‌

500,000

Blue

Owl

Capital

Corp

3.750

07/22/25

487,423‌

450,000

Blue

Owl

Capital

Corp

3.400

07/15/26

424,013‌

150,000

Blue

Owl

Capital

Corp

2.625

01/15/27

137,059‌

150,000

(b)

Blue

Owl

Capital

Corp

II

8.450

11/15/26

154,761‌

200,000

Blue

Owl

Credit

Income

Corp

4.700

02/08/27

190,316‌

250,000

Brookfield

Finance,

Inc

4.250

06/02/26

244,788‌

500,000

Capital

One

Financial

Corp

4.985

07/24/26

495,653‌

Nuveen

Short

Term

Bond

Index

Fund

June

30,

2024

318

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FINANCIAL

SERVICES—continued

$

550,000

Capital

One

Financial

Corp

3.750

%

07/28/26

$

530,881‌

1,000,000

Capital

One

Financial

Corp

3.750

03/09/27

960,426‌

850,000

Capital

One

Financial

Corp

7.149

10/29/27

878,431‌

500,000

Capital

One

Financial

Corp

4.927

05/10/28

492,912‌

250,000

Cboe

Global

Markets,

Inc

3.650

01/12/27

241,186‌

500,000

Charles

Schwab

Corp

1.150

05/13/26

462,382‌

750,000

Charles

Schwab

Corp

5.875

08/24/26

758,620‌

500,000

Charles

Schwab

Corp

2.450

03/03/27

466,330‌

500,000

Corebridge

Financial,

Inc

3.500

04/04/25

491,678‌

250,000

Discover

Bank

5.974

08/09/28

249,685‌

500,000

Discover

Financial

Services

4.500

01/30/26

490,052‌

700,000

Fiserv,

Inc

3.200

07/01/26

671,736‌

750,000

Fiserv,

Inc

5.150

03/15/27

750,386‌

200,000

FS

KKR

Capital

Corp

3.400

01/15/26

190,277‌

900,000

Global

Payments,

Inc

1.200

03/01/26

837,686‌

250,000

Goldman

Sachs

BDC,

Inc

2.875

01/15/26

238,630‌

300,000

Goldman

Sachs

BDC,

Inc

6.375

03/11/27

302,339‌

500,000

Goldman

Sachs

Group,

Inc

3.750

02/25/26

487,052‌

550,000

Goldman

Sachs

Group,

Inc

5.798

08/10/26

550,216‌

1,250,000

Goldman

Sachs

Group,

Inc

1.093

12/09/26

1,168,492‌

1,500,000

Goldman

Sachs

Group,

Inc

1.431

03/09/27

1,399,642‌

1,750,000

Goldman

Sachs

Group,

Inc

1.542

09/10/27

1,607,292‌

2,000,000

Goldman

Sachs

Group,

Inc

1.948

10/21/27

1,846,861‌

1,500,000

Goldman

Sachs

Group,

Inc

2.640

02/24/28

1,399,037‌

1,500,000

Goldman

Sachs

Group,

Inc

3.615

03/15/28

1,434,265‌

1,000,000

Goldman

Sachs

Group,

Inc

3.691

06/05/28

956,622‌

200,000

Golub

Capital

BDC,

Inc

2.500

08/24/26

183,969‌

100,000

Hercules

Capital,

Inc

2.625

09/16/26

91,667‌

200,000

Hercules

Capital,

Inc

3.375

01/20/27

185,202‌

1,000,000

Intercontinental

Exchange,

Inc

3.650

05/23/25

984,492‌

500,000

Invesco

Finance

plc

3.750

01/15/26

486,705‌

500,000

Jefferies

Financial

Group,

Inc

4.850

01/15/27

493,370‌

2,400,000

Kreditanstalt

fuer

Wiederaufbau

4.375

03/01/27

2,382,681‌

300,000

LPL

Holdings,

Inc

5.700

05/20/27

301,186‌

200,000

Main

Street

Capital

Corp

3.000

07/14/26

187,235‌

500,000

Main

Street

Capital

Corp

6.500

06/04/27

500,381‌

600,000

Mastercard,

Inc

3.300

03/26/27

575,602‌

750,000

Morgan

Stanley

3.875

01/27/26

733,152‌

1,000,000

Morgan

Stanley

4.679

07/17/26

990,200‌

1,000,000

Morgan

Stanley

3.125

07/27/26

956,039‌

500,000

Morgan

Stanley

4.350

09/08/26

489,041‌

1,250,000

Morgan

Stanley

6.138

10/16/26

1,258,210‌

750,000

Morgan

Stanley

0.985

12/10/26

701,317‌

1,000,000

Morgan

Stanley

5.050

01/28/27

994,345‌

300,000

Morgan

Stanley

1.593

05/04/27

279,678‌

500,000

Morgan

Stanley

1.512

07/20/27

462,252‌

1,000,000

Morgan

Stanley

2.475

01/21/28

932,431‌

2,500,000

Morgan

Stanley

5.652

04/13/28

2,524,762‌

1,000,000

Morgan

Stanley

4.210

04/20/28

971,713‌

1,350,000

Morgan

Stanley

Bank

NA

4.754

04/21/26

1,337,835‌

200,000

Morgan

Stanley

Direct

Lending

Fund

4.500

02/11/27

192,707‌

500,000

NASDAQ,

Inc

5.650

06/28/25

500,161‌

500,000

National

Rural

Utilities

Cooperative

Finance

Corp

3.450

06/15/25

490,277‌

250,000

National

Rural

Utilities

Cooperative

Finance

Corp

5.450

10/30/25

250,056‌

500,000

National

Rural

Utilities

Cooperative

Finance

Corp

4.450

03/13/26

493,067‌

300,000

National

Rural

Utilities

Cooperative

Finance

Corp

5.600

11/13/26

302,665‌

500,000

National

Rural

Utilities

Cooperative

Finance

Corp

4.800

02/05/27

496,864‌

750,000

National

Rural

Utilities

Cooperative

Finance

Corp

5.100

05/06/27

749,878‌

750,000

Nomura

Holdings,

Inc

5.099

07/03/25

745,251‌

300,000

Nomura

Holdings,

Inc

1.851

07/16/25

288,217‌

500,000

Nomura

Holdings,

Inc

5.709

01/09/26

500,326‌

319

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FINANCIAL

SERVICES—continued

$

250,000

Nomura

Holdings,

Inc

1.653

%

07/14/26

$

231,081‌

500,000

Nomura

Holdings,

Inc

2.329

01/22/27

462,216‌

750,000

Nomura

Holdings,

Inc

5.594

07/02/27

750,164‌

750,000

Northern

Trust

Corp

3.375

05/08/32

708,566‌

200,000

Oaktree

Specialty

Lending

Corp

2.700

01/15/27

181,565‌

1,000,000

Oesterreichische

Kontrollbank

AG.

2.875

05/23/25

979,176‌

1,000,000

Oesterreichische

Kontrollbank

AG.

4.625

11/03/25

994,132‌

400,000

Oesterreichische

Kontrollbank

AG.

4.125

01/20/26

394,797‌

500,000

Oesterreichische

Kontrollbank

AG.

5.000

10/23/26

502,491‌

1,500,000

Oesterreichische

Kontrollbank

AG.

4.750

05/21/27

1,504,529‌

500,000

PayPal

Holdings,

Inc

2.650

10/01/26

473,218‌

150,000

(a)

Prospect

Capital

Corp

3.364

11/15/26

137,714‌

750,000

S&P

Global,

Inc

2.450

03/01/27

701,202‌

100,000

Sixth

Street

Specialty

Lending,

Inc

2.500

08/01/26

92,794‌

500,000

State

Street

Corp

5.272

08/03/26

500,953‌

500,000

State

Street

Corp

5.751

11/04/26

501,971‌

750,000

State

Street

Corp

4.993

03/18/27

749,093‌

500,000

Synchrony

Bank

5.400

08/22/25

496,247‌

500,000

Synchrony

Financial

4.875

06/13/25

494,959‌

500,000

UBS

AG.

5.800

09/11/25

501,829‌

1,000,000

UBS

Group

AG.

4.550

04/17/26

982,674‌

1,300,000

Visa,

Inc

3.150

12/14/25

1,264,287‌

500,000

Visa,

Inc

1.900

04/15/27

461,551‌

150,000

Voya

Financial,

Inc

3.650

06/15/26

144,751‌

340,000

Western

Union

Co

1.350

03/15/26

316,967‌

TOTAL

FINANCIAL

SERVICES

77,034,014‌

FOOD,

BEVERAGE

&

TOBACCO

-

0.8%

200,000

Altria

Group,

Inc

2.625

09/16/26

188,495‌

300,000

Archer-Daniels-Midland

Co

2.500

08/11/26

284,290‌

500,000

BAT

Capital

Corp

3.215

09/06/26

477,195‌

300,000

BAT

Capital

Corp

4.700

04/02/27

295,323‌

750,000

BAT

International

Finance

plc

1.668

03/25/26

702,601‌

200,000

Bunge

Ltd

1.630

08/17/25

191,285‌

250,000

Bunge

Ltd

3.250

08/15/26

239,145‌

750,000

Campbell

Soup

Co

5.300

03/20/26

748,129‌

750,000

Campbell

Soup

Co

5.200

03/19/27

751,126‌

500,000

ConAgra

Brands,

Inc

5.300

10/01/26

499,403‌

300,000

Constellation

Brands,

Inc

5.000

02/02/26

299,254‌

500,000

Constellation

Brands,

Inc

3.700

12/06/26

483,103‌

500,000

Constellation

Brands,

Inc

4.350

05/09/27

487,637‌

500,000

Diageo

Capital

plc

5.200

10/24/25

499,106‌

500,000

Diageo

Capital

plc

5.375

10/05/26

502,673‌

500,000

General

Mills,

Inc

4.700

01/30/27

493,723‌

500,000

Hershey

Co

2.300

08/15/26

472,185‌

500,000

Hormel

Foods

Corp

4.800

03/30/27

498,066‌

200,000

Ingredion,

Inc

3.200

10/01/26

190,990‌

250,000

Kellogg

Co

3.250

04/01/26

241,126‌

500,000

Keurig

Dr

Pepper,

Inc

2.550

09/15/26

471,538‌

500,000

Keurig

Dr

Pepper,

Inc

5.100

03/15/27

500,136‌

600,000

Kraft

Heinz

Foods

Co

3.000

06/01/26

574,629‌

500,000

Kraft

Heinz

Foods

Co

3.875

05/15/27

483,479‌

300,000

McCormick

&

Co,

Inc

0.900

02/15/26

279,340‌

700,000

Molson

Coors

Beverage

Co

3.000

07/15/26

670,111‌

500,000

Mondelez

International,

Inc

2.625

03/17/27

468,631‌

1,000,000

PepsiCo

Singapore

Financing

I

Pte

Ltd

4.650

02/16/27

992,204‌

1,000,000

PepsiCo,

Inc

4.550

02/13/26

993,258‌

150,000

PepsiCo,

Inc

5.125

11/10/26

150,659‌

500,000

Philip

Morris

International,

Inc

5.000

11/17/25

497,481‌

1,250,000

Philip

Morris

International,

Inc

4.875

02/13/26

1,240,155‌

750,000

Philip

Morris

International,

Inc

4.750

02/12/27

743,912‌

310,000

Reynolds

American,

Inc

4.450

06/12/25

306,369‌

Nuveen

Short

Term

Bond

Index

Fund

June

30,

2024

320

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FOOD,

BEVERAGE

&

TOBACCO—continued

$

500,000

Tyson

Foods,

Inc

4.000

%

03/01/26

$

488,114‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

17,404,871‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

0.7%

500,000

Abbott

Laboratories

3.750

11/30/26

487,679‌

200,000

Baxter

International,

Inc

2.600

08/15/26

188,922‌

500,000

Becton

Dickinson

&

Co

3.700

06/06/27

481,050‌

400,000

Cigna

Group

3.250

04/15/25

392,853‌

208,000

Cigna

Group

1.250

03/15/26

194,198‌

500,000

Cigna

Group

3.400

03/01/27

478,032‌

750,000

CVS

Health

Corp

3.875

07/20/25

736,397‌

625,000

CVS

Health

Corp

5.000

02/20/26

620,206‌

500,000

CVS

Health

Corp

2.875

06/01/26

476,084‌

400,000

CVS

Health

Corp

3.000

08/15/26

381,162‌

600,000

CVS

Health

Corp

3.625

04/01/27

575,539‌

500,000

Elevance

Health,

Inc

5.350

10/15/25

499,395‌

150,000

Elevance

Health,

Inc

4.900

02/08/26

148,810‌

500,000

GE

HealthCare

Technologies,

Inc

5.600

11/15/25

500,168‌

600,000

HCA,

Inc

5.250

06/15/26

597,319‌

1,000,000

HCA,

Inc

5.375

09/01/26

997,506‌

500,000

HCA,

Inc

3.125

03/15/27

472,390‌

500,000

Humana,

Inc

1.350

02/03/27

453,053‌

500,000

Icon

Investments

Six

DAC

5.809

05/08/27

505,009‌

300,000

McKesson

Corp

0.900

12/03/25

281,848‌

200,000

McKesson

Corp

1.300

08/15/26

184,511‌

200,000

PeaceHealth

Obligated

Group

1.375

11/15/25

188,419‌

750,000

Smith

&

Nephew

plc

5.150

03/20/27

747,501‌

500,000

(b)

Solventum

Corp

5.450

02/25/27

499,512‌

500,000

Stryker

Corp

1.150

06/15/25

479,614‌

300,000

Stryker

Corp

3.500

03/15/26

291,104‌

500,000

UnitedHealth

Group,

Inc

5.150

10/15/25

499,269‌

1,500,000

UnitedHealth

Group,

Inc

1.150

05/15/26

1,394,354‌

1,000,000

UnitedHealth

Group,

Inc

4.600

04/15/27

991,852‌

250,000

Universal

Health

Services,

Inc

1.650

09/01/26

229,929‌

300,000

Zimmer

Biomet

Holdings,

Inc

3.050

01/15/26

289,683‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

15,263,368‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0.3%

1,000,000

Colgate-Palmolive

Co

3.100

08/15/25

978,366‌

750,000

Colgate-Palmolive

Co

4.800

03/02/26

748,241‌

800,000

Haleon

US

Capital

LLC

3.375

03/24/27

763,385‌

500,000

Kenvue,

Inc

5.350

03/22/26

501,255‌

500,000

Procter

&

Gamble

Co

4.100

01/26/26

493,756‌

400,000

Procter

&

Gamble

Co

1.000

04/23/26

373,539‌

1,000,000

Unilever

Capital

Corp

3.100

07/30/25

979,007‌

300,000

Unilever

Capital

Corp

2.900

05/05/27

284,406‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

5,121,955‌

INSURANCE

-

0.4%

500,000

Allied

World

Assurance

Co

Holdings

Ltd

4.350

10/29/25

499,354‌

500,000

Allstate

Corp

0.750

12/15/25

467,474‌

200,000

Allstate

Corp

8.522

08/15/53

199,846‌

500,000

Aon

Global

Ltd

3.875

12/15/25

488,609‌

750,000

Aon

North

America,

Inc

5.125

03/01/27

748,697‌

200,000

Arch

Capital

Group

Ltd

4.011

12/15/26

193,845‌

300,000

Brown

&

Brown,

Inc

4.200

09/15/24

298,743‌

500,000

Chubb

INA

Holdings,

Inc

3.350

05/03/26

483,822‌

315,000

CNA

Financial

Corp

4.500

03/01/26

310,101‌

115,000

Hanover

Insurance

Group,

Inc

4.500

04/15/26

112,966‌

300,000

Lincoln

National

Corp

3.625

12/12/26

287,027‌

250,000

Loews

Corp

3.750

04/01/26

243,665‌

300,000

Manulife

Financial

Corp

4.150

03/04/26

293,524‌

200,000

Manulife

Financial

Corp

4.061

02/24/32

191,585‌

321

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

INSURANCE—continued

$

500,000

Marsh

&

McLennan

Cos,

Inc

3.500

%

03/10/25

$

492,870‌

100,000

Marsh

&

McLennan

Cos,

Inc

3.750

03/14/26

97,609‌

1,000,000

MetLife,

Inc

3.000

03/01/25

982,905‌

200,000

Old

Republic

International

Corp

3.875

08/26/26

193,376‌

250,000

Principal

Financial

Group,

Inc

3.100

11/15/26

237,924‌

200,000

Progressive

Corp

2.450

01/15/27

187,507‌

500,000

Prudential

Financial,

Inc

1.500

03/10/26

470,158‌

150,000

Reinsurance

Group

of

America,

Inc

3.950

09/15/26

145,824‌

360,000

Trinity

Acquisition

plc

4.400

03/15/26

353,158‌

TOTAL

INSURANCE

7,980,589‌

MATERIALS

-

0.5%

500,000

Berry

Global,

Inc

1.570

01/15/26

469,754‌

200,000

Berry

Global,

Inc

1.650

01/15/27

182,141‌

1,500,000

BHP

Billiton

Finance

USA

Ltd

4.875

02/27/26

1,488,761‌

100,000

BHP

Billiton

Finance

USA

Ltd

5.250

09/08/26

100,154‌

200,000

Celulosa

Arauco

y

Constitucion

S.A.

4.500

08/01/24

199,424‌

1,000,000

DowDuPont,

Inc

4.493

11/15/25

985,847‌

400,000

Ecolab,

Inc

1.650

02/01/27

367,813‌

500,000

EIDP,

Inc

4.500

05/15/26

492,887‌

500,000

FMC

Corp

5.150

05/18/26

496,512‌

1,000,000

Linde,

Inc

4.700

12/05/25

994,043‌

350,000

LYB

International

Finance

BV

3.500

03/02/27

335,262‌

750,000

(b)

Newmont

Corp

5.300

03/15/26

749,750‌

300,000

Nutrien

Ltd

5.950

11/07/25

301,601‌

650,000

Nutrien

Ltd

5.200

06/21/27

649,214‌

500,000

Sherwin-Williams

Co

4.250

08/08/25

493,345‌

300,000

Suzano

International

Finance

BV

5.500

01/17/27

298,046‌

200,000

Vulcan

Materials

Co

3.900

04/01/27

193,501‌

250,000

Westlake

Corp

3.600

08/15/26

240,553‌

500,000

WRKCo,

Inc

4.650

03/15/26

492,699‌

TOTAL

MATERIALS

9,531,307‌

MEDIA

&

ENTERTAINMENT

-

0.6%

300,000

Alphabet,

Inc

0.450

08/15/25

285,608‌

750,000

Alphabet,

Inc

1.998

08/15/26

706,397‌

173,000

Charter

Communications

Operating

LLC

4.908

07/23/25

171,319‌

1,500,000

Charter

Communications

Operating

LLC

6.150

11/10/26

1,514,496‌

1,200,000

Comcast

Corp

5.250

11/07/25

1,199,150‌

1,200,000

Comcast

Corp

3.150

03/01/26

1,159,906‌

400,000

Comcast

Corp

2.350

01/15/27

374,491‌

600,000

Comcast

Corp

3.300

02/01/27

575,129‌

300,000

Comcast

Corp

3.300

04/01/27

286,862‌

500,000

Discovery

Communications

LLC

4.900

03/11/26

492,572‌

120,000

Electronic

Arts

Inc

4.800

03/01/26

119,206‌

500,000

NetFlix,

Inc

4.375

11/15/26

490,956‌

655,000

Omnicom

Group,

Inc

3.600

04/15/26

633,549‌

300,000

Paramount

Global

2.900

01/15/27

276,873‌

600,000

Take-Two

Interactive

Software,

Inc

5.000

03/28/26

596,102‌

1,000,000

TWDC

Enterprises

18

Corp

3.150

09/17/25

974,525‌

750,000

TWDC

Enterprises

18

Corp

3.000

02/13/26

723,011‌

100,000

Walt

Disney

Co

1.750

01/13/26

94,878‌

300,000

Walt

Disney

Co

3.700

03/23/27

290,752‌

1,500,000

Warnermedia

Holdings,

Inc

3.755

03/15/27

1,424,130‌

TOTAL

MEDIA

&

ENTERTAINMENT

12,389,912‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

1.2%

1,250,000

AbbVie,

Inc

3.200

05/14/26

1,207,000‌

950,000

AbbVie,

Inc

2.950

11/21/26

905,584‌

2,000,000

AbbVie,

Inc

4.800

03/15/27

1,991,026‌

100,000

Agilent

Technologies,

Inc

3.050

09/22/26

95,128‌

1,500,000

Amgen,

Inc

5.250

03/02/25

1,496,964‌

800,000

Amgen,

Inc

2.200

02/21/27

742,104‌

Nuveen

Short

Term

Bond

Index

Fund

June

30,

2024

322

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES—continued

$

750,000

AstraZeneca

Finance

LLC

1.200

%

05/28/26

$

696,325‌

1,000,000

AstraZeneca

Finance

LLC

4.800

02/26/27

994,236‌

750,000

AstraZeneca

plc

0.700

04/08/26

694,218‌

500,000

Baxalta,

Inc

4.000

06/23/25

492,698‌

500,000

Bristol-Myers

Squibb

Co

0.750

11/13/25

470,537‌

500,000

Bristol-Myers

Squibb

Co

3.200

06/15/26

482,036‌

2,000,000

Bristol-Myers

Squibb

Co

4.900

02/22/27

1,994,257‌

1,000,000

Eli

Lilly

&

Co

4.500

02/09/27

991,317‌

800,000

Gilead

Sciences,

Inc

3.650

03/01/26

777,575‌

500,000

Gilead

Sciences,

Inc

2.950

03/01/27

474,542‌

500,000

Illumina,

Inc

5.800

12/12/25

500,546‌

1,120,000

Johnson

&

Johnson

2.450

03/01/26

1,075,581‌

200,000

Merck

&

Co,

Inc

0.750

02/24/26

186,758‌

750,000

Merck

&

Co,

Inc

1.700

06/10/27

688,255‌

1,000,000

Novartis

Capital

Corp

3.000

11/20/25

972,701‌

2,000,000

Pfizer

Investment

Enterprises

Pte

Ltd

4.450

05/19/26

1,974,452‌

300,000

Pfizer,

Inc

3.000

12/15/26

286,282‌

1,050,000

Shire

Acquisitions

Investments

Ireland

DAC

3.200

09/23/26

1,006,975‌

550,000

Thermo

Fisher

Scientific,

Inc

4.953

08/10/26

548,614‌

1,000,000

Thermo

Fisher

Scientific,

Inc

5.000

12/05/26

998,794‌

700,000

Utah

Acquisition

Sub,

Inc

3.950

06/15/26

678,714‌

300,000

Viatris,

Inc

1.650

06/22/25

288,323‌

500,000

Zoetis,

Inc

5.400

11/14/25

499,629‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

24,211,171‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

0.5%

500,000

Analog

Devices,

Inc

3.500

12/05/26

482,357‌

500,000

Applied

Materials,

Inc

3.300

04/01/27

480,116‌

1,000,000

Broadcom

Corp

3.875

01/15/27

967,551‌

300,000

Broadcom,

Inc

3.150

11/15/25

290,678‌

200,000

Broadcom,

Inc

3.459

09/15/26

192,517‌

500,000

Intel

Corp

3.700

07/29/25

491,396‌

1,250,000

Intel

Corp

4.875

02/10/26

1,242,533‌

300,000

Intel

Corp

3.750

03/25/27

290,248‌

500,000

Intel

Corp

3.150

05/11/27

475,167‌

375,000

Lam

Research

Corp

3.750

03/15/26

366,022‌

150,000

Marvell

Technology,

Inc

1.650

04/15/26

140,399‌

1,000,000

Microchip

Technology,

Inc

4.250

09/01/25

984,469‌

150,000

Micron

Technology,

Inc

4.975

02/06/26

148,774‌

300,000

Micron

Technology,

Inc

4.185

02/15/27

291,565‌

300,000

NVIDIA

Corp

3.200

09/16/26

290,012‌

290,000

NXP

BV

5.350

03/01/26

289,235‌

300,000

NXP

BV

3.875

06/18/26

291,334‌

300,000

NXP

BV

4.400

06/01/27

293,418‌

750,000

Qorvo,

Inc

1.750

12/15/24

734,099‌

500,000

QUALCOMM,

Inc

3.450

05/20/25

491,794‌

200,000

Skyworks

Solutions,

Inc

1.800

06/01/26

185,988‌

750,000

Texas

Instruments,

Inc

4.600

02/08/27

745,093‌

300,000

TSMC

Arizona

Corp

1.750

10/25/26

277,627‌

500,000

TSMC

Arizona

Corp

3.875

04/22/27

483,287‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

10,925,679‌

SOFTWARE

&

SERVICES

-

0.7%

750,000

Adobe,

Inc

4.850

04/04/27

750,165‌

200,000

CGI,

Inc

1.450

09/14/26

183,147‌

250,000

DXC

Technology

Co

1.800

09/15/26

229,485‌

150,000

Fortinet,

Inc

1.000

03/15/26

139,240‌

300,000

Genpact

Luxembourg

Sarl

1.750

04/10/26

279,816‌

500,000

IBM

International

Capital

Pte

Ltd

4.700

02/05/26

496,459‌

500,000

IBM

International

Capital

Pte

Ltd

4.600

02/05/27

493,831‌

600,000

International

Business

Machines

Corp

4.000

07/27/25

591,422‌

500,000

International

Business

Machines

Corp

4.500

02/06/26

495,055‌

323

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

SOFTWARE

&

SERVICES—continued

$

1,050,000

International

Business

Machines

Corp

3.300

%

05/15/26

$

1,014,792‌

500,000

International

Business

Machines

Corp

1.700

05/15/27

456,105‌

750,000

Intuit,

Inc

5.250

09/15/26

752,948‌

200,000

Kyndryl

Holdings,

Inc

2.050

10/15/26

184,442‌

1,000,000

Microsoft

Corp

3.125

11/03/25

975,205‌

1,600,000

Microsoft

Corp

2.400

08/08/26

1,522,303‌

1,750,000

Microsoft

Corp

3.400

09/15/26

1,694,140‌

150,000

Oracle

Corp

5.800

11/10/25

150,711‌

1,035,000

Oracle

Corp

1.650

03/25/26

970,155‌

1,250,000

Oracle

Corp

2.650

07/15/26

1,184,641‌

750,000

Oracle

Corp

2.800

04/01/27

704,140‌

500,000

Roper

Technologies,

Inc

3.800

12/15/26

483,302‌

900,000

VMware,

Inc

1.400

08/15/26

828,700‌

300,000

Workday,

Inc

3.500

04/01/27

286,980‌

TOTAL

SOFTWARE

&

SERVICES

14,867,184‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

0.7%

1,000,000

Amphenol

Corp

4.750

03/30/26

991,678‌

50,000

Amphenol

Corp

5.050

04/05/27

49,958‌

1,000,000

Apple,

Inc

1.125

05/11/25

965,044‌

1,000,000

Apple,

Inc

0.550

08/20/25

949,745‌

1,820,000

Apple,

Inc

3.250

02/23/26

1,768,974‌

300,000

Apple,

Inc

2.450

08/04/26

284,982‌

1,000,000

Apple,

Inc

2.050

09/11/26

940,092‌

500,000

Apple,

Inc

3.350

02/09/27

482,004‌

750,000

Apple,

Inc

3.200

05/11/27

718,699‌

300,000

Avnet,

Inc

4.625

04/15/26

294,936‌

300,000

CDW

LLC

2.670

12/01/26

280,245‌

750,000

Cisco

Systems,

Inc

4.900

02/26/26

748,849‌

450,000

Cisco

Systems,

Inc

2.500

09/20/26

427,898‌

1,500,000

Cisco

Systems,

Inc

4.800

02/26/27

1,495,944‌

964,000

Dell

International

LLC

6.020

06/15/26

974,086‌

500,000

Dell

International

LLC

4.900

10/01/26

495,107‌

185,000

Flex

Ltd

3.750

02/01/26

179,535‌

500,000

Hewlett

Packard

Enterprise

Co

4.900

10/15/25

495,912‌

250,000

Hewlett

Packard

Enterprise

Co

1.750

04/01/26

234,552‌

300,000

HP,

Inc

1.450

06/17/26

278,095‌

300,000

HP,

Inc

3.000

06/17/27

282,120‌

150,000

Jabil,

Inc

1.700

04/15/26

140,120‌

250,000

Jabil,

Inc

4.250

05/15/27

242,214‌

120,000

Juniper

Networks,

Inc

1.200

12/10/25

112,688‌

250,000

Keysight

Technologies,

Inc

4.600

04/06/27

245,542‌

300,000

NetApp,

Inc

2.375

06/22/27

277,026‌

200,000

TD

SYNNEX

Corp

1.750

08/09/26

184,505‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

14,540,550‌

TELECOMMUNICATION

SERVICES

-

0.5%

1,500,000

AT&T,

Inc

1.700

03/25/26

1,408,074‌

300,000

AT&T,

Inc

2.950

07/15/26

286,163‌

750,000

AT&T,

Inc

3.800

02/15/27

724,611‌

1,000,000

AT&T,

Inc

2.300

06/01/27

925,051‌

800,000

Rogers

Communications,

Inc

3.200

03/15/27

759,262‌

500,000

Sprint

LLC

7.625

03/01/26

513,790‌

450,000

Telefonica

Emisiones

SAU

4.103

03/08/27

436,811‌

750,000

T-Mobile

USA,

Inc

1.500

02/15/26

704,099‌

365,000

T-Mobile

USA,

Inc

2.250

02/15/26

346,599‌

200,000

T-Mobile

USA,

Inc

2.625

04/15/26

190,211‌

1,500,000

T-Mobile

USA,

Inc

3.750

04/15/27

1,441,740‌

1,350,000

Verizon

Communications,

Inc

1.450

03/20/26

1,263,877‌

500,000

Verizon

Communications,

Inc

2.625

08/15/26

474,189‌

1,500,000

Verizon

Communications,

Inc

3.000

03/22/27

1,419,199‌

TOTAL

TELECOMMUNICATION

SERVICES

10,893,676‌

Nuveen

Short

Term

Bond

Index

Fund

June

30,

2024

324

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

TRANSPORTATION

-

0.3%

$

500,000

Burlington

Northern

Santa

Fe

LLC

7.000

%

12/15/25

$

512,808‌

260,000

Canadian

National

Railway

Co

2.750

03/01/26

250,380‌

500,000

Canadian

Pacific

Railway

Co

1.750

12/02/26

461,280‌

900,000

CSX

Corp

2.600

11/01/26

850,621‌

225,000

FedEx

Corp

3.250

04/01/26

217,229‌

200,000

GXO

Logistics,

Inc

1.650

07/15/26

184,340‌

210,000

JB

Hunt

Transport

Services,

Inc

3.875

03/01/26

205,247‌

300,000

Norfolk

Southern

Corp

2.900

06/15/26

286,557‌

750,000

Ryder

System,

Inc

5.300

03/15/27

750,913‌

500,000

Southwest

Airlines

Co

3.000

11/15/26

471,979‌

500,000

Southwest

Airlines

Co

5.125

06/15/27

497,425‌

1,000,000

Union

Pacific

Corp

4.750

02/21/26

992,360‌

450,000

United

Parcel

Service,

Inc

2.400

11/15/26

424,390‌

TOTAL

TRANSPORTATION

6,105,529‌

UTILITIES

-

1.3%

500,000

AES

Corp

1.375

01/15/26

468,558‌

300,000

Algonquin

Power

&

Utilities

Corp

5.365

06/15/26

298,546‌

500,000

Ameren

Corp

5.700

12/01/26

503,959‌

1,000,000

American

Electric

Power

Co,

Inc

5.699

08/15/25

1,000,791‌

300,000

Black

Hills

Corp

3.150

01/15/27

284,525‌

750,000

CenterPoint

Energy,

Inc

5.250

08/10/26

748,107‌

400,000

Cheniere

Corpus

Christi

Holdings

LLC

5.125

06/30/27

399,332‌

100,000

CMS

Energy

Corp

3.000

05/15/26

95,658‌

1,000,000

Dominion

Energy,

Inc

3.900

10/01/25

979,137‌

250,000

Dominion

Energy,

Inc

3.600

03/15/27

239,411‌

200,000

Dominion

Resources,

Inc

2.850

08/15/26

189,998‌

750,000

DTE

Electric

Co

4.850

12/01/26

749,487‌

750,000

Duke

Energy

Corp

5.000

12/08/25

746,265‌

250,000

Duke

Energy

Corp

2.650

09/01/26

236,334‌

750,000

Duke

Energy

Corp

4.850

01/05/27

744,207‌

750,000

Edison

International

4.700

08/15/25

741,414‌

250,000

Emera

US

Finance

LP

3.550

06/15/26

239,745‌

500,000

Entergy

Arkansas

LLC

3.500

04/01/26

486,203‌

300,000

Entergy

Corp

2.950

09/01/26

284,642‌

500,000

Evergy

Kansas

Central,

Inc

2.550

07/01/26

475,333‌

750,000

Eversource

Energy

4.750

05/15/26

740,201‌

500,000

Eversource

Energy

5.000

01/01/27

495,989‌

1,000,000

Exelon

Corp

3.400

04/15/26

967,574‌

500,000

Florida

Power

&

Light

Co

4.450

05/15/26

493,919‌

400,000

Fortis,

Inc

3.055

10/04/26

379,543‌

1,000,000

Georgia

Power

Co

5.004

02/23/27

996,843‌

300,000

Gulf

Power

Co

3.300

05/30/27

285,623‌

100,000

ITC

Holdings

Corp

3.250

06/30/26

95,769‌

500,000

National

Fuel

Gas

Co

5.500

01/15/26

498,400‌

175,000

National

Fuel

Gas

Co

5.500

10/01/26

174,705‌

500,000

NextEra

Energy

Capital

Holdings,

Inc

4.450

06/20/25

494,748‌

550,000

NextEra

Energy

Capital

Holdings,

Inc

5.749

09/01/25

551,192‌

500,000

NextEra

Energy

Capital

Holdings,

Inc

4.950

01/29/26

497,078‌

300,000

NextEra

Energy

Capital

Holdings,

Inc

3.550

05/01/27

286,424‌

400,000

NextEra

Energy

Capital

Holdings,

Inc

3.800

03/15/82

368,724‌

300,000

NiSource,

Inc

0.950

08/15/25

284,937‌

400,000

NiSource,

Inc

3.490

05/15/27

381,621‌

200,000

Pacific

Gas

&

Electric

Co

2.950

03/01/26

191,427‌

250,000

Pacific

Gas

and

Electric

Co

4.950

06/08/25

247,795‌

1,000,000

Pacific

Gas

and

Electric

Co

3.150

01/01/26

963,174‌

300,000

PPL

Capital

Funding,

Inc

3.100

05/15/26

287,871‌

500,000

Public

Service

Electric

and

Gas

Co

0.950

03/15/26

466,305‌

100,000

Public

Service

Electric

and

Gas

Co

2.250

09/15/26

94,051‌

150,000

San

Diego

Gas

&

Electric

Co

2.500

05/15/26

142,851‌

350,000

Sempra

4.125

04/01/52

322,158‌

500,000

Sempra

Energy

3.300

04/01/25

491,080‌

325

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UTILITIES—continued

$

500,000

Sempra

Energy

5.400

%

08/01/26

$

499,548‌

500,000

Southern

California

Edison

Co

5.350

03/01/26

498,972‌

300,000

Southern

California

Edison

Co

4.900

06/01/26

297,551‌

175,000

Southern

California

Edison

Co

4.875

02/01/27

173,703‌

300,000

Southern

Co

4.000

01/15/51

290,860‌

300,000

Southern

Co

3.750

09/15/51

281,700‌

300,000

Southern

Co

Gas

Capital

Corp

3.250

06/15/26

288,049‌

300,000

Southern

Power

Co

0.900

01/15/26

279,601‌

250,000

Southwestern

Electric

Power

Co

2.750

10/01/26

236,053‌

500,000

Spire,

Inc

5.300

03/01/26

498,870‌

750,000

WEC

Energy

Group,

Inc

5.000

09/27/25

745,114‌

800,000

WEC

Energy

Group,

Inc

4.750

01/09/26

791,341‌

100,000

WEC

Energy

Group,

Inc

5.600

09/12/26

100,378‌

300,000

Wisconsin

Public

Service

Corp

5.350

11/10/25

299,798‌

200,000

Xcel

Energy,

Inc

3.350

12/01/26

190,849‌

400,000

Xcel

Energy,

Inc

1.750

03/15/27

363,929‌

TOTAL

UTILITIES

26,947,970‌

TOTAL

CORPORATE

BONDS

524,691,127‌

(Cost

$525,390,423)

GOVERNMENT

BONDS

-

73.5%

AGENCY

SECURITIES

-

2.1%

1,750,000

Federal

Farm

Credit

Bank

(FFCB)

1.125

01/06/25

1,712,814‌

1,000,000

FFCB

1.750

02/14/25

978,133‌

2,000,000

FFCB

4.375

02/23/26

1,983,636‌

750,000

FFCB

4.375

06/23/26

744,707‌

3,500,000

FFCB

4.500

03/26/27

3,492,034‌

2,000,000

Federal

Home

Loan

Bank

(FHLB)

0.750

12/13/24

1,959,602‌

2,000,000

FHLB

1.000

12/20/24

1,959,433‌

2,000,000

FHLB

5.000

02/28/25

1,996,047‌

500,000

FHLB

4.625

06/06/25

497,455‌

200,000

FHLB

3.125

06/13/25

196,186‌

4,500,000

FHLB

4.625

11/17/26

4,495,477‌

4,500,000

FHLB

4.125

01/15/27

4,447,297‌

3,000,000

FHLB

4.750

04/09/27

3,008,512‌

3,000,000

Federal

Home

Loan

Mortgage

Corp

(FHLMC)

1.500

02/12/25

2,930,974‌

4,000,000

FHLMC

0.375

09/23/25

3,780,476‌

2,000,000

Federal

National

Mortgage

Association

(FNMA)

1.625

01/07/25

1,962,685‌

4,500,000

FNMA

0.625

04/22/25

4,339,162‌

2,500,000

FNMA

0.500

11/07/25

2,355,613‌

500,000

Tennessee

Valley

Authority

(TVA)

0.750

05/15/25

481,023‌

TOTAL

AGENCY

SECURITIES

43,321,266‌

FOREIGN

GOVERNMENT

BONDS

-

4.8%

750,000

African

Development

Bank

3.375

07/07/25

736,556‌

265,000

African

Development

Bank

0.875

03/23/26

247,412‌

875,000

African

Development

Bank

4.625

01/04/27

873,308‌

2,000,000

African

Development

Bank

4.125

02/25/27

1,972,196‌

1,500,000

Asian

Development

Bank

2.875

05/06/25

1,470,882‌

720,000

Asian

Development

Bank

4.625

06/13/25

716,045‌

910,000

Asian

Development

Bank

4.250

01/09/26

900,533‌

2,500,000

Asian

Development

Bank

1.000

04/14/26

2,335,144‌

1,500,000

Asian

Development

Bank

2.000

04/24/26

1,425,676‌

500,000

Asian

Development

Bank

4.875

05/21/26

500,144‌

1,000,000

Asian

Development

Bank

4.125

01/12/27

986,848‌

2,500,000

Asian

Development

Bank

1.500

01/20/27

2,310,902‌

1,000,000

Asian

Infrastructure

Investment

Bank

3.375

06/29/25

981,944‌

1,390,000

Asian

Infrastructure

Investment

Bank

0.500

01/27/26

1,296,223‌

1,000,000

Asian

Infrastructure

Investment

Bank

4.875

09/14/26

1,001,814‌

1,870,000

Canada

Government

International

Bond

2.875

04/28/25

1,835,457‌

1,000,000

Canada

Government

International

Bond

0.750

05/19/26

927,174‌

Nuveen

Short

Term

Bond

Index

Fund

June

30,

2024

326

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FOREIGN

GOVERNMENT

BONDS—continued

$

310,000

Chile

Government

International

Bond

3.125

%

01/21/26

$

299,169‌

500,000

Chile

Government

International

Bond

2.750

01/31/27

469,649‌

675,000

Corp

Andina

de

Fomento

1.250

10/26/24

664,565‌

1,000,000

Corp

Andina

de

Fomento

5.250

11/21/25

995,282‌

500,000

Corp

Andina

de

Fomento

4.750

04/01/26

493,620‌

350,000

Corp

Andina

de

Fomento

6.000

04/26/27

357,396‌

1,500,000

Council

Of

Europe

Development

Bank

3.000

06/16/25

1,468,834‌

750,000

Council

Of

Europe

Development

Bank

3.750

05/25/26

734,771‌

750,000

Council

Of

Europe

Development

Bank

4.625

06/11/27

747,419‌

2,000,000

European

Bank

for

Reconstruction

&

Development

0.500

05/19/25

1,918,612‌

755,000

European

Bank

for

Reconstruction

&

Development

0.500

01/28/26

704,433‌

2,250,000

European

Investment

Bank

0.625

07/25/25

2,146,447‌

1,500,000

European

Investment

Bank

2.750

08/15/25

1,461,893‌

3,000,000

European

Investment

Bank

0.375

03/26/26

2,777,783‌

1,500,000

European

Investment

Bank

1.375

03/15/27

1,376,222‌

2,150,000

European

Investment

Bank

4.375

03/19/27

2,134,871‌

1,750,000

Export

Development

Canada

3.375

08/26/25

1,716,126‌

500,000

Export

Development

Canada

4.375

06/29/26

495,541‌

750,000

Export-Import

Bank

of

Korea

5.375

09/18/25

751,186‌

750,000

Export-Import

Bank

of

Korea

4.875

01/11/26

747,780‌

1,000,000

Export-Import

Bank

of

Korea

4.625

01/11/27

992,536‌

1,700,000

Inter-American

Development

Bank

0.875

04/20/26

1,583,535‌

3,000,000

Inter-American

Development

Bank

4.500

05/15/26

2,980,061‌

2,000,000

Inter-American

Development

Bank

1.500

01/13/27

1,849,390‌

500,000

Inter-American

Development

Bank

4.375

02/01/27

496,412‌

1,000,000

Inter-American

Investment

Corp

2.625

04/22/25

978,523‌

1,500,000

International

Bank

for

Reconstruction

&

Development

2.500

07/29/25

1,459,417‌

2,585,000

International

Bank

for

Reconstruction

&

Development

0.500

10/28/25

2,436,552‌

1,500,000

International

Bank

for

Reconstruction

&

Development

4.750

04/10/26

1,497,344‌

3,000,000

International

Bank

for

Reconstruction

&

Development

1.875

10/27/26

2,814,351‌

750,000

International

Finance

Corp

3.625

09/15/25

737,294‌

1,500,000

International

Finance

Corp

2.126

04/07/26

1,430,821‌

715,000

International

Finance

Corp

4.375

01/15/27

709,911‌

1,000,000

Japan

Bank

for

International

Cooperation

1.750

10/17/24

988,888‌

400,000

Japan

Bank

for

International

Cooperation

2.875

04/14/25

392,375‌

1,000,000

Japan

Bank

for

International

Cooperation

3.875

09/16/25

983,611‌

1,000,000

Japan

Bank

for

International

Cooperation

4.250

01/26/26

986,856‌

500,000

Japan

Bank

for

International

Cooperation

4.250

04/27/26

492,899‌

2,000,000

Japan

Bank

for

International

Cooperation

2.250

11/04/26

1,882,815‌

1,000,000

Korea

Development

Bank

2.000

02/24/25

979,146‌

750,000

Korea

Development

Bank

4.000

09/08/25

739,180‌

1,000,000

Korea

Development

Bank

5.375

10/23/26

1,007,771‌

500,000

Korea

Development

Bank

4.625

02/15/27

496,735‌

3,000,000

Kreditanstalt

fuer

Wiederaufbau

3.125

06/10/25

2,944,496‌

3,500,000

Kreditanstalt

fuer

Wiederaufbau

0.375

07/18/25

3,333,621‌

1,500,000

Landwirtschaftliche

Rentenbank

0.500

05/27/25

1,437,422‌

1,000,000

Landwirtschaftliche

Rentenbank

1.750

07/27/26

940,535‌

1,000,000

(a)

Mexico

Government

International

Bond

3.900

04/27/25

994,334‌

500,000

Mexico

Government

International

Bond

4.125

01/21/26

489,200‌

1,000,000

Mexico

Government

International

Bond

4.150

03/28/27

967,327‌

1,000,000

Nordic

Investment

Bank

0.375

09/20/24

988,901‌

500,000

Nordic

Investment

Bank

2.625

04/04/25

490,202‌

400,000

Nordic

Investment

Bank

5.000

10/15/25

399,713‌

300,000

Panama

Government

International

Bond

3.750

03/16/25

294,808‌

460,000

Panama

Government

International

Bond

7.125

01/29/26

466,626‌

500,000

Peruvian

Government

International

Bond

2.392

01/23/26

475,439‌

1,015,000

Philippine

Government

International

Bond

5.500

03/30/26

1,018,806‌

1,250,000

Province

of

British

Columbia

Canada

0.900

07/20/26

1,153,587‌

2,595,000

Province

of

Ontario

Canada

1.050

04/14/26

2,421,835‌

500,000

Province

of

Ontario

Canada

2.300

06/15/26

475,456‌

750,000

Province

of

Quebec

Canada

1.500

02/11/25

732,366‌

327

See

Notes

to

Portfolios

of

Investments

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

FOREIGN

GOVERNMENT

BONDS—continued

$

1,000,000

Province

of

Quebec

Canada

0.600

%

07/23/25

$

952,883‌

600,000

Province

of

Quebec

Canada

2.500

04/20/26

574,579‌

300,000

Republic

of

Italy

Government

International

Bond

2.375

10/17/24

297,020‌

500,000

Republic

of

Italy

Government

International

Bond

1.250

02/17/26

467,794‌

400,000

Republic

of

Poland

Government

International

Bond

3.250

04/06/26

388,000‌

925,000

Svensk

Exportkredit

AB

0.625

10/07/24

912,870‌

750,000

Svensk

Exportkredit

AB

4.000

07/15/25

740,714‌

750,000

Svensk

Exportkredit

AB

4.625

11/28/25

744,771‌

1,000,000

Svensk

Exportkredit

AB

4.375

02/13/26

989,612‌

200,000

Svensk

Exportkredit

AB

4.875

09/14/26

200,077‌

TOTAL

FOREIGN

GOVERNMENT

BONDS

98,189,274‌

U.S.

TREASURY

SECURITIES

-

66.6%

43,000,000

United

States

Treasury

Note

3.125

08/15/25

42,098,008‌

5,000,000

United

States

Treasury

Note

0.250

08/31/25

4,730,664‌

34,500,000

United

States

Treasury

Note

3.500

09/15/25

33,878,731‌

4,000,000

United

States

Treasury

Note

0.250

09/30/25

3,771,562‌

9,000,000

United

States

Treasury

Note

5.000

09/30/25

8,996,133‌

30,000,000

United

States

Treasury

Note

4.250

10/15/25

29,718,750‌

15,000,000

United

States

Treasury

Note

5.000

10/31/25

15,001,758‌

52,000,000

United

States

Treasury

Note

4.500

11/15/25

51,685,156‌

29,500,000

United

States

Treasury

Note

4.875

11/30/25

29,466,582‌

42,000,000

United

States

Treasury

Note

4.000

12/15/25

41,458,594‌

38,800,000

United

States

Treasury

Note

4.250

12/31/25

38,428,672‌

47,500,000

United

States

Treasury

Note

3.875

01/15/26

46,785,645‌

27,500,000

United

States

Treasury

Note

4.250

01/31/26

27,235,742‌

63,000,000

United

States

Treasury

Note

4.000

02/15/26

62,148,516‌

20,000,000

United

States

Treasury

Note

4.625

02/28/26

19,928,125‌

53,000,000

United

States

Treasury

Note

4.625

03/15/26

52,815,742‌

15,950,000

United

States

Treasury

Note

4.500

03/31/26

15,866,512‌

14,500,000

United

States

Treasury

Note

3.750

04/15/26

14,240,586‌

5,500,000

United

States

Treasury

Note

4.875

04/30/26

5,508,164‌

79,750,000

United

States

Treasury

Note

3.625

05/15/26

78,123,848‌

18,500,000

United

States

Treasury

Note

4.875

05/31/26

18,537,578‌

56,000,000

United

States

Treasury

Note

4.125

06/15/26

55,356,875‌

18,500,000

United

States

Treasury

Note

4.625

06/30/26

18,466,758‌

26,700,000

United

States

Treasury

Note

4.500

07/15/26

26,585,273‌

73,000,000

United

States

Treasury

Note

4.375

08/15/26

72,520,937‌

41,000,000

United

States

Treasury

Note

4.625

09/15/26

40,945,547‌

26,000,000

United

States

Treasury

Note

4.625

10/15/26

25,976,641‌

10,000,000

United

States

Treasury

Note

1.125

10/31/26

9,228,516‌

10,000,000

United

States

Treasury

Note

1.625

10/31/26

9,338,672‌

68,800,000

United

States

Treasury

Note

4.625

11/15/26

68,767,750‌

49,650,000

United

States

Treasury

Note

4.375

12/15/26

49,364,900‌

51,800,000

United

States

Treasury

Note

4.000

01/15/27

51,047,281‌

60,500,000

United

States

Treasury

Note

4.125

02/15/27

59,805,195‌

54,700,000

United

States

Treasury

Note

4.250

03/15/27

54,261,973‌

41,000,000

United

States

Treasury

Note

4.500

04/15/27

40,939,140‌

91,750,000

United

States

Treasury

Note

4.500

05/15/27

91,628,145‌

62,500,000

United

States

Treasury

Note

4.625

06/15/27

62,680,664‌

TOTAL

U.S.

TREASURY

SECURITIES

1,377,339,335‌

TOTAL

GOVERNMENT

BONDS

1,518,849,875‌

(Cost

$1,528,526,541)

STRUCTURED

ASSETS

-

0.0%

ASSET

BACKED

-

0.0%

274,963

American

Airlines

Pass

Through

Trust

3.375

05/01/27

259,586‌

Series

-

2015

1

(Class

A)

254,192

United

Airlines

Pass

Through

Trust

4.000

04/11/26

246,321‌

Series

-

2020

A

(Class

A)

Nuveen

Short

Term

Bond

Index

Fund

June

30,

2024

328

See

Notes

to

Portfolios

of

Investments

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

ASSET

BACKED—continued

$

157,852

United

Airlines

Pass

Through

Trust

3.750

%

09/03/26

$

152,317‌

Series

-

2014

2

(Class

A)

TOTAL

ASSET

BACKED

658,224‌

TOTAL

STRUCTURED

ASSETS

658,224‌

(Cost

$653,421)

TOTAL

LONG-TERM

INVESTMENTS

2,044,199,226‌

(Cost

$2,054,570,385)

REFERENCERATE

&

SPREAD

SHORT-TERM

INVESTMENTS

-

2.5%

REPURCHASE

AGREEMENT

-

2.2%

45,788,000

(d)

Fixed

Income

Clearing

Corporation

5.320

07/01/24

45,788,000‌

TOTAL

REPURCHASE

AGREEMENT

45,788,000‌

TREASURY

DEBT

-

0.3%

4,907,000

United

States

Treasury

Bill

0.000

08/27/24

4,866,850‌

TOTAL

TREASURY

DEBT

4,866,850‌

TOTAL

SHORT-TERM

INVESTMENTS

50,654,850‌

(Cost

$50,654,850)

SHARES

EXP

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.1%

2,118,198

(e)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5.330

(f)

2,118,198‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

2,118,198‌

(Cost

$2,118,198)

TOTAL

INVESTMENTS

-

101.5%

2,096,972,274‌

(Cost

$2,107,343,433)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(1.5)%

(30,484,432‌)

NET

ASSETS

-

100.0%

$

2,066,487,842‌

(a)

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$2,049,813.

(b)

Security

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

As

of

the

end

of

the

reporting

period,

the

aggregate

value

of

these

securities

is

$2,910,834

or

0.1%

of

Total

Investments.

(c)

When-issued

or

delayed

delivery

security.

(d)

Agreement

with

Fixed

Income

Clearing

Corporation,

5.320%

dated

6/28/24

to

be

repurchased

at

$45,808,299

on

7/1/24,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

0.625%

and

maturity

date

7/31/26,

valued

at

$46,703,802.

(e)

Investments

made

with

cash

collateral

received

from

securities

on

loan.

(f)

The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

Notes

to

Portfolios

of

Investments

(Unaudited)

329

Organization

and

Significant

Accounting

Policies

Part

F

of

Form

N-PORT

was

prepared in

accordance

with

accounting

principles

generally

accepted

in

the

United

States

of

America

(“U.S.

GAAP”)

and

in

conformity

with

the

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission related

to

interim

filings. Part

F

of

Form

N-PORT

does

not

include

all

information

and

footnotes

required

by

U.S.

GAAP

for

complete

financial

statements.

Certain

footnote

disclosures

normally

included

in

financial

statements

prepared

in

accordance

with

U.S.

GAAP

have

been

condensed

or

omitted

from

this

report.

For

a

full

set

of

financial

statement

notes,

please

refer

to

the

most

recently

filed

annual

or

semiannual

report.

Valuation

of

Investments

The

Funds' investments

in

securities

are

recorded

at

their

estimated

fair

value

utilizing

valuation

methods

approved

by

the

Adviser,

subject

to

the

review

and

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

that

is

used

to

maximize

the

use

of

observable

market

data

and

minimize

the

use

of

unobservable

inputs

and

to

establish

classification

of

fair

value

measurements

for

disclosure

purposes.

Observable

inputs

reflect

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Observable

inputs

are

based

on

market

data

obtained

from

sources

independent

of

the

reporting

entity.

Unobservable

inputs

reflect

management’s

assumptions

about

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Unobservable

inputs

are

based

on

the

best

information

available

in

the

circumstances.

The

following

is

a

summary

of

the

three-tiered

hierarchy

of

valuation

input

levels:

Level

1

–

Inputs

are

unadjusted

and

prices

are

determined

using

quoted

prices

in

active

markets

for

identical

securities.

Level

2

–

Prices

are

determined

using

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

credit

spreads,

etc.).

Level

3

–

Prices

are

determined

using

significant

unobservable

inputs

(including

management’s

assumptions

in

determining

the

fair

value

of

investments).

The

following

table

summarizes

the

market

value

of

the

Funds'

investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

them:

Fund

Level

1

Level

2

Level

3

Total

Real

Estate

Securities

Select

Long-Term

Investments

:

Common

stocks

$2,747,724,640

$—

$—

$2,747,724,640

Short-Term

Investments

:

Government

agency

debt

—

17,050,902

—

17,050,902

Treasury

debt

—

4,968,695

—

4,968,695

Total

$2,747,724,640

$22,019,597

$—

$2,769,744,237

1

1

1

1

1

Bond

Index

Long-Term

Investments

:

Corporate

bonds

$—

$6,042,578,688

$—

$6,042,578,688

Government

bonds

—

17,238,879,385

—

17,238,879,385

Structured

assets

—

547,209,339

—

547,209,339

Short-Term

Investments

:

Government

agency

debt

—

4,965,827

—

4,965,827

Repurchase

agreement

—

106,724,000

—

106,724,000

Investments

purchased

with

collateral

from

securities

lending

183,241,712

—

—

183,241,712

Total

$183,241,712

$23,940,357,239

$—

$24,123,598,951

1

1

1

1

1

Core

Bond

Long-Term

Investments

:

Bank

loan

obligations

$—

$161,860,513

$—

$161,860,513

Corporate

bonds

—

3,387,355,029

1,855,116

3,389,210,145

Government

bonds

—

5,016,735,150

—

5,016,735,150

Structured

assets

—

1,405,240,142

3,207,412

1,408,447,554

Common

stocks

—

236,159

—

236,159

Preferred

stocks

10,457,070

—

—

10,457,070

Short-Term

Investments

:

Government

agency

debt

—

4,991,258

—

4,991,258

Repurchase

agreement

—

54,369,000

—

54,369,000

Treasury

debt

—

30,580,340

—

30,580,340

Investments

purchased

with

collateral

from

securities

lending

92,807,137

—

—

92,807,137

Investments

in

Derivatives

:

Forward

foreign

currency

contracts*

—

17,393

—

17,393

Credit

default

swap

contracts*

—

219,809

—

219,809

Total

$103,264,207

$10,061,604,793

$5,062,528

$10,169,931,528

1

1

1

1

1

Notes

to

Portfolios

of

Investments

(Unaudited)

(continued)

330

Fund

Level

1

Level

2

Level

3

Total

Core

Impact

Bond

Long-Term

Investments

:

Bank

loan

obligations

$—

$41,314,571

$57,737

$41,372,308

Corporate

bonds

—

1,687,509,441

—

1,687,509,441

Government

bonds

—

3,659,242,154

732

3,659,242,886

Structured

assets

—

835,968,590

1,470,700

837,439,290

Preferred

stocks

29,747,440

—

—

29,747,440

Short-Term

Investments

:

Government

agency

debt

—

2,492,351

—

2,492,351

Repurchase

agreement

—

88,348,000

—

88,348,000

Treasury

debt

—

32,375,165

—

32,375,165

Investments

purchased

with

collateral

from

securities

lending

169,221,213

—

—

169,221,213

Investments

in

Derivatives

:

Forward

foreign

currency

contracts*

—

(144,814)

—

(144,814)

Total

$198,968,653

$6,347,105,458

$1,529,169

$6,547,603,280

1

1

1

1

1

Core

Plus

Bond

Long-Term

Investments

:

Bank

loan

obligations

$—

$142,740,699

$—

$142,740,699

Corporate

bonds

—

1,780,028,861

1,391,337

1,781,420,198

Government

bonds

—

2,068,821,233

—

2,068,821,233

Structured

assets

—

612,293,969

2,565,930

614,859,899

Common

stocks

—

248,711

15

248,726

Preferred

stocks

4,500,047

—

—

4,500,047

Short-Term

Investments

:

Government

agency

debt

—

9,957,086

—

9,957,086

Repurchase

agreement

—

38,099,000

—

38,099,000

Treasury

debt

—

15,458,492

—

15,458,492

Investments

purchased

with

collateral

from

securities

lending

55,903,161

—

—

55,903,161

Investments

in

Derivatives

:

Forward

foreign

currency

contracts*

—

12,797

—

12,797

Credit

default

swap

contracts*

—

325,742

—

325,742

Total

$60,403,208

$4,667,986,590

$3,957,282

$4,732,347,080

1

1

1

1

1

5-15

Year

Laddered

Tax

Exempt

Bond

Long-Term

Investments:

Long-term

municipal

bonds

$

—

$

208,243,654

$

—

$

208,243,654

Short-Term

Investments:

Government

agency

debt

—

3,770,351

—

3,770,351

Total

$—

$212,014,005

$—

$212,014,005

1

1

1

1

1

Green

Bond

Long-Term

Investments

:

Bank

loan

obligations

$—

$2,806,937

$—

$2,806,937

Corporate

bonds

—

83,256,436

—

83,256,436

Government

bonds

—

42,391,907

24

42,391,931

Structured

assets

—

25,781,446

1,273,659

27,055,105

Preferred

stocks

796,940

—

—

796,940

Short-Term

Investments

:

Government

agency

debt

—

1,370,400

—

1,370,400

Investments

purchased

with

collateral

from

securities

lending

688,959

—

—

688,959

Total

$1,485,899

$155,607,126

$1,273,683

$158,366,708

1

1

1

1

1

High

Yield

Long-Term

Investments

:

Bank

loan

obligations

$—

$108,670,425

$—

$108,670,425

Corporate

bonds

—

1,765,025,349

—

1,765,025,349

Common

stocks

49,538,660

21,224

80

49,559,964

Short-Term

Investments

:

Government

agency

debt

—

29,736,796

—

29,736,796

Treasury

debt

—

2,330,318

—

2,330,318

Investments

purchased

with

collateral

from

securities

lending

33,395,124

—

—

33,395,124

Total

$82,933,784

$1,905,784,112

$80

$1,988,717,976

1

1

1

1

1

331

Fund

Level

1

Level

2

Level

3

Total

Inflation

Linked

Bond

Long-Term

Investments

:

Corporate

bonds

$—

$7,699,154

$—

$7,699,154

Government

bonds

—

2,876,936,648

—

2,876,936,648

Short-Term

Investments

:

Repurchase

agreement

—

6,043,000

—

6,043,000

Investments

in

Derivatives

:

Futures

contracts*

194,462

—

—

194,462

Total

$194,462

$2,890,678,802

$—

$2,890,873,264

1

1

1

1

1

Short

Duration

Impact

Bond

Long-Term

Investments

:

Bank

loan

obligations

$—

$1,803,577

$—

$1,803,577

Corporate

bonds

—

25,694,013

—

25,694,013

Government

bonds

—

34,091,821

—

34,091,821

Structured

assets

—

13,567,754

—

13,567,754

Short-Term

Investments

:

Government

agency

debt

—

1,493,347

—

1,493,347

Investments

purchased

with

collateral

from

securities

lending

318

—

—

318

Total

$318

$76,650,512

$—

$76,650,830

1

1

1

1

1

Short

Term

Bond

Long-Term

Investments

:

Bank

loan

obligations

$—

$21,497,120

$—

$21,497,120

Corporate

bonds

—

599,028,589

—

599,028,589

Government

bonds

—

880,971,819

—

880,971,819

Structured

assets

—

362,061,276

—

362,061,276

Short-Term

Investments

:

Government

agency

debt

—

10,092,157

—

10,092,157

Treasury

debt

—

19,898,795

—

19,898,795

Investments

purchased

with

collateral

from

securities

lending

5,301,700

—

—

5,301,700

Investments

in

Derivatives

:

Futures

contracts*

353,845

—

—

353,845

Total

$5,655,545

$1,893,549,756

$—

$1,899,205,301

1

1

1

1

1

Short

Term

Bond

Index

Long-Term

Investments

:

Corporate

bonds

$—

$524,691,127

$—

$524,691,127

Government

bonds

—

1,518,849,875

—

1,518,849,875

Structured

assets

—

658,224

—

658,224

Short-Term

Investments

:

Repurchase

agreement

—

45,788,000

—

45,788,000

Treasury

debt

—

4,866,850

—

4,866,850

Investments

purchased

with

collateral

from

securities

lending

2,118,198

—

—

2,118,198

Total

$2,118,198

$2,094,854,076

$—

$2,096,972,274

1

1

1

1

1

*

Represents

net

unrealized

appreciation

(depreciation).

A12451-C

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