Portfolio

of

Investments

Nuveen

Core

Equity

Fund

July

31,

2024

1

(Unaudited)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

LONG-TERM

INVESTMENTS

-

99.8%

COMMON

STOCKS

-

99.8%

AUTOMOBILES

&

COMPONENTS

-

1

.1

%

1,588,514

General

Motors

Co

$

70,402,940‌

TOTAL

AUTOMOBILES

&

COMPONENTS

70,402,940‌

BANKS

-

3

.5

%

1,240,573

Citigroup,

Inc

80,488,376‌

2,381,943

Wells

Fargo

&

Co

141,344,498‌

TOTAL

BANKS

221,832,874‌

CAPITAL

GOODS

-

5

.5

%

340,623

(a)

Builders

FirstSource,

Inc

57,010,072‌

457,333

Dover

Corp

84,268,179‌

419,095

Honeywell

International,

Inc

85,809,701‌

160,483

United

Rentals,

Inc

121,501,679‌

TOTAL

CAPITAL

GOODS

348,589,631‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

8

.5

%

1,457,137

(a)

Amazon.com,

Inc

272,455,476‌

405,048

Home

Depot,

Inc

149,122,472‌

481,901

Lowe's

Cos,

Inc

118,311,514‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

539,889,462‌

CONSUMER

DURABLES

&

APPAREL

-

2

.3

%

422,831

DR

Horton,

Inc

76,079,982‌

547,056

Pulte

Homes,

Inc

72,211,392‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

148,291,374‌

CONSUMER

SERVICES

-

0

.9

%

383,633

(a)

Royal

Caribbean

Cruises

Ltd

60,122,964‌

TOTAL

CONSUMER

SERVICES

60,122,964‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

2

.6

%

45,275

Costco

Wholesale

Corp

37,216,050‌

1,872,521

Walmart,

Inc

128,529,841‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

165,745,891‌

ENERGY

-

4

.7

%

597,788

Chevron

Corp

95,927,040‌

514,732

EOG

Resources,

Inc

65,268,018‌

853,361

Valero

Energy

Corp

138,005,541‌

TOTAL

ENERGY

299,200,599‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

2

.4

%

985,080

Simon

Property

Group,

Inc

151,150,675‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

151,150,675‌

FINANCIAL

SERVICES

-

7

.5

%

338,559

American

Express

Co

85,668,970‌

345,312

Ameriprise

Financial,

Inc

148,508,332‌

2,335,746

Bank

of

New

York

Mellon

Corp

151,986,992‌

203,796

Mastercard,

Inc

(Class

A)

94,502,243‌

TOTAL

FINANCIAL

SERVICES

480,666,537‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

11

.6

%

744,375

Abbott

Laboratories

78,859,088‌

1,435,054

(a)

Boston

Scientific

Corp

106,021,790‌

414,432

Cigna

Group

144,500,005‌

320,170

HCA,

Inc

116,237,719‌

412,260

Labcorp

Holdings,

Inc

88,817,294‌

478,062

(a)

Tenet

Healthcare

Corp

71,565,881‌

233,294

UnitedHealth

Group,

Inc

134,414,671‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

740,416,448‌

Nuveen

Core

Equity

Fund

July

31,

2024

2

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

INSURANCE

-

5

.6

%

1,790,323

American

International

Group,

Inc

$

141,847,291‌

998,773

(a)

Arch

Capital

Group

Ltd

95,662,478‌

434,635

Chubb

Ltd

119,811,484‌

TOTAL

INSURANCE

357,321,253‌

MATERIALS

-

2

.2

%

954,479

Corteva,

Inc

53,546,272‌

191,070

Linde

plc

86,650,245‌

TOTAL

MATERIALS

140,196,517‌

MEDIA

&

ENTERTAINMENT

-

6

.9

%

702,346

Alphabet,

Inc

121,611,210‌

791,572

Alphabet,

Inc

(Class

A)

135,786,261‌

384,337

Meta

Platforms,

Inc

182,494,738‌

TOTAL

MEDIA

&

ENTERTAINMENT

439,892,209‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

2

.4

%

1,354,194

Merck

&

Co,

Inc

153,199,967‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

153,199,967‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

12

.3

%

330,446

Applied

Materials,

Inc

70,120,641‌

514,444

Broadcom,

Inc

82,660,862‌

85,084

Lam

Research

Corp

78,382,784‌

3,765,983

Nvidia

Corp

440,695,331‌

638,141

QUALCOMM,

Inc

115,471,614‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

787,331,232‌

SOFTWARE

&

SERVICES

-

8

.4

%

1,111,274

Microsoft

Corp

464,901,478‌

532,125

Oracle

Corp

74,204,831‌

TOTAL

SOFTWARE

&

SERVICES

539,106,309‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

7

.1

%

1,762,030

Apple,

Inc

391,311,622‌

168,989

(a)

Arista

Networks,

Inc

58,563,138‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

449,874,760‌

UTILITIES

-

4

.3

%

1,063,565

Alliant

Energy

Corp

59,198,028‌

710,226

American

Electric

Power

Co,

Inc

69,687,375‌

1,936,172

NextEra

Energy,

Inc

147,904,179‌

TOTAL

UTILITIES

276,789,582‌

TOTAL

COMMON

STOCKS

6,370,021,224‌

(Cost

$3,765,236,590)

TOTAL

LONG-TERM

INVESTMENTS

6,370,021,224‌

(Cost

$3,765,236,590)

PRINCIPAL

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

0.2%

TREASURY

DEBT

-

0

.2

%

$

6,975,000

United

States

Treasury

Bill

0

.000

%

08/27/24

6,948,387‌

5,000,000

United

States

Treasury

Bill

0

.000

09/24/24

4,960,588‌

TOTAL

TREASURY

DEBT

11,908,975‌

TOTAL

SHORT-TERM

INVESTMENTS

11,908,975‌

(Cost

$11,909,053)

TOTAL

INVESTMENTS

-

100.0%

6,381,930,199‌

(Cost

$3,777,145,643)

OTHER

ASSETS

&

LIABILITIES,

NET

-

0.0%

1,449,106‌

NET

ASSETS

-

100.0%

$

6,383,379,305‌

3

(a)

Non-income

producing

Nuveen

Large

Cap

Growth

Fund

July

31,

2024

Portfolio

of

Investments

4

(Unaudited)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

LONG-TERM

INVESTMENTS

-

99.8%

COMMON

STOCKS

-

99.8%

CAPITAL

GOODS

-

1

.9

%

328,916

(a)

Boeing

Co

$

62,691,389‌

157,924

Honeywell

International,

Inc

32,334,939‌

92,747

Quanta

Services,

Inc

24,613,199‌

TOTAL

CAPITAL

GOODS

119,639,527‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

2

.0

%

656,995

Experian

Group

Ltd

30,997,030‌

210,103

Verisk

Analytics,

Inc

54,994,461‌

195,099

Waste

Connections,

Inc

34,682,749‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

120,674,240‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

14

.3

%

4,244,838

(a)

Amazon.com,

Inc

793,699,809‌

715,872

TJX

Cos,

Inc

80,907,854‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

874,607,663‌

CONSUMER

DURABLES

&

APPAREL

-

0

.4

%

3,765,300

PRADA

S.p.A

27,145,411‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

27,145,411‌

CONSUMER

SERVICES

-

4

.7

%

24,109

Booking

Holdings,

Inc

89,565,176‌

3,045,544

(a)

Carnival

Corp

50,738,763‌

206,002

(a)

Flutter

Entertainment

plc

40,748,380‌

369,481

Las

Vegas

Sands

Corp

14,657,311‌

390,412

(b)

Restaurant

Brands

International,

Inc

27,324,936‌

823,037

Starbucks

Corp

64,155,734‌

TOTAL

CONSUMER

SERVICES

287,190,300‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

1

.2

%

93,061

Costco

Wholesale

Corp

76,496,142‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

76,496,142‌

ENERGY

-

0

.6

%

283,125

ConocoPhillips

31,483,500‌

14,211

Diamondback

Energy,

Inc

2,875,027‌

TOTAL

ENERGY

34,358,527‌

FINANCIAL

SERVICES

-

5

.2

%

36,068

(a),(c)

Adyen

NV

44,119,753‌

120,003

American

Express

Co

30,365,559‌

77,936

London

Stock

Exchange

Group

plc

9,486,812‌

708,540

(a)

PayPal

Holdings,

Inc

46,607,761‌

709,918

Visa,

Inc

(Class

A)

188,603,915‌

TOTAL

FINANCIAL

SERVICES

319,183,800‌

FOOD,

BEVERAGE

&

TOBACCO

-

1

.0

%

2,631,807

(b)

Davide

Campari-Milano

NV

23,734,877‌

769,173

(a)

Monster

Beverage

Corp

39,573,951‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

63,308,828‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

4

.4

%

176,053

(a)

Align

Technology,

Inc

40,823,170‌

347,090

(a)

DexCom,

Inc

23,539,644‌

193,255

(a)

Intuitive

Surgical,

Inc

85,923,106‌

132,334

UnitedHealth

Group,

Inc

76,245,557‌

214,364

(a)

Veeva

Systems,

Inc

41,142,882‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

267,674,359‌

INSURANCE

-

1

.6

%

461,684

Progressive

Corp

98,855,778‌

TOTAL

INSURANCE

98,855,778‌

5

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

MATERIALS

-

0

.4

%

50,928

Linde

plc

$

23,095,848‌

TOTAL

MATERIALS

23,095,848‌

MEDIA

&

ENTERTAINMENT

-

12

.2

%

2,394,360

Alphabet,

Inc

414,583,434‌

755,464

(a)

Match

Group,

Inc

28,813,397‌

634,797

Meta

Platforms,

Inc

301,420,659‌

TOTAL

MEDIA

&

ENTERTAINMENT

744,817,490‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

4

.1

%

110,254

Amgen,

Inc

36,656,147‌

23,946

(a)

GRAIL,

Inc

368,290‌

143,671

(a)

Illumina,

Inc

17,614,065‌

1,274,247

Novo

Nordisk

A.S.

168,828,661‌

23,070

(a)

Regeneron

Pharmaceuticals,

Inc

24,896,913‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

248,364,076‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

17

.9

%

144,648

(a)

Advanced

Micro

Devices,

Inc

20,898,743‌

687,181

Applied

Materials,

Inc

145,819,808‌

1,716,530

Broadcom,

Inc

275,812,040‌

5,181,366

Nvidia

Corp

606,323,449‌

579,000

Taiwan

Semiconductor

Manufacturing

Co

Ltd

16,890,177‌

186,505

Taiwan

Semiconductor

Manufacturing

Co

Ltd

(ADR)

30,922,529‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

1,096,666,746‌

SOFTWARE

&

SERVICES

-

19

.2

%

217,052

(a)

Atlassian

Corp

Ltd

38,324,872‌

90,875

Intuit,

Inc

58,827,931‌

1,654,258

Microsoft

Corp

692,058,834‌

132,060

(a)

Palo

Alto

Networks,

Inc

42,883,844‌

113,786

Roper

Industries,

Inc

61,984,923‌

592,126

Salesforce,

Inc

153,242,209‌

57,527

(a)

ServiceNow,

Inc

46,849,414‌

247,631

(a)

Snowflake,

Inc

32,286,130‌

211,134

(a)

Workday,

Inc

47,952,754‌

TOTAL

SOFTWARE

&

SERVICES

1,174,410,911‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

7

.0

%

1,935,904

Apple,

Inc

429,925,560‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

429,925,560‌

TRANSPORTATION

-

1

.7

%

3,133,698

(a)

Grab

Holdings

Ltd

10,341,204‌

1,489,377

(a)

Uber

Technologies,

Inc

96,020,135‌

TOTAL

TRANSPORTATION

106,361,339‌

TOTAL

COMMON

STOCKS

6,112,776,545‌

(Cost

$2,619,456,369)

TOTAL

LONG-TERM

INVESTMENTS

6,112,776,545‌

(Cost

$2,619,456,369)

PRINCIPAL

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

0.1%

TREASURY

DEBT

-

0

.1

%

$

4,638,000

United

States

Treasury

Bill

0

.000

%

08/29/24

4,618,971‌

TOTAL

TREASURY

DEBT

4,618,971‌

TOTAL

SHORT-TERM

INVESTMENTS

4,618,971‌

(Cost

$4,618,946)

Nuveen

Large

Cap

Growth

Fund

July

31,

2024

6

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

RATE

EXP

VALUE

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.1%

5,821,849

(d)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5

.310

%

(e)

$

5,821,849‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

5,821,849‌

(Cost

$5,821,849)

TOTAL

INVESTMENTS

-

100.0%

6,123,217,365‌

(Cost

$2,629,897,164)

OTHER

ASSETS

&

LIABILITIES,

NET

-

0.0%

443,548‌

NET

ASSETS

-

100.0%

$

6,123,660,913‌

ADR

American

Depositary

Receipt

(a)

Non-income

producing

(b)

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$9,841,652.

(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

$44,119,753

or

0.7%

of

Total

Investments.

(d)

Investments

made

with

cash

collateral

received

from

securities

on

loan.

(e)

The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

Portfolio

of

Investments

Nuveen

Large

Cap

Value

Fund

July

31,

2024

7

(Unaudited)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

LONG-TERM

INVESTMENTS

-

99.3%

COMMON

STOCKS

-

99.3%

BANKS

-

9

.5

%

3,540,904

Bank

of

America

Corp

$

142,733,840‌

797,185

Fifth

Third

Bancorp

33,752,813‌

1,128,665

JPMorgan

Chase

&

Co

240,179,912‌

402,783

PNC

Financial

Services

Group,

Inc

72,944,001‌

2,324,335

Wells

Fargo

&

Co

137,926,039‌

TOTAL

BANKS

627,536,605‌

CAPITAL

GOODS

-

11

.6

%

220,582

Allegion

plc

30,177,823‌

419,338

(a)

Boeing

Co

79,925,823‌

108,520

Deere

&

Co

40,367,270‌

420,964

Dover

Corp

77,566,827‌

307,854

Eaton

Corp

plc

93,830,821‌

483,253

Emerson

Electric

Co

56,593,759‌

397,692

Honeywell

International,

Inc

81,427,437‌

563,226

Masco

Corp

43,847,144‌

178,816

Parker-Hannifin

Corp

100,344,386‌

995,659

RTX

Corp

116,979,976‌

122,968

Trane

Technologies

plc

41,105,743‌

TOTAL

CAPITAL

GOODS

762,167,009‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

1

.8

%

200,097

Home

Depot,

Inc

73,667,712‌

40,994

(a)

O'Reilly

Automotive,

Inc

46,173,182‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

119,840,894‌

CONSUMER

DURABLES

&

APPAREL

-

1

.3

%

9,747

(a)

NVR,

Inc

83,897,108‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

83,897,108‌

CONSUMER

SERVICES

-

2

.0

%

11,333

Booking

Holdings,

Inc

42,102,208‌

329,604

Hilton

Worldwide

Holdings,

Inc

70,756,091‌

75,578

McDonald's

Corp

20,058,401‌

TOTAL

CONSUMER

SERVICES

132,916,700‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

2

.0

%

1,879,523

Walmart,

Inc

129,010,459‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

129,010,459‌

ENERGY

-

7

.6

%

298,246

Chevron

Corp

47,859,535‌

904,869

ConocoPhillips

100,621,433‌

593,666

EOG

Resources,

Inc

75,276,849‌

1,542,982

Exxon

Mobil

Corp

182,982,235‌

563,372

Valero

Energy

Corp

91,108,520‌

TOTAL

ENERGY

497,848,572‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

1

.5

%

784,314

Prologis,

Inc

98,862,780‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

98,862,780‌

FINANCIAL

SERVICES

-

10

.4

%

379,474

American

Express

Co

96,022,101‌

344,259

(a)

Berkshire

Hathaway,

Inc

150,957,571‌

87,195

BlackRock,

Inc

76,426,418‌

1,096,501

Charles

Schwab

Corp

71,480,900‌

517,060

(a)

Fiserv,

Inc

84,575,504‌

214,941

Goldman

Sachs

Group,

Inc

109,411,417‌

629,176

Intercontinental

Exchange,

Inc

95,357,915‌

TOTAL

FINANCIAL

SERVICES

684,231,826‌

Nuveen

Large

Cap

Value

Fund

July

31,

2024

8

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

FOOD,

BEVERAGE

&

TOBACCO

-

2

.2

%

782,101

Mondelez

International,

Inc

$

53,456,603‌

800,600

Philip

Morris

International,

Inc

92,197,096‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

145,653,699‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

9

.5

%

814,960

Abbott

Laboratories

86,336,863‌

208,108

Cigna

Group

72,561,016‌

173,527

Elevance

Health,

Inc

92,321,570‌

225,758

HCA,

Inc

81,961,442‌

113,026

Humana,

Inc

40,871,332‌

750,363

Medtronic

plc

60,269,156‌

328,133

UnitedHealth

Group,

Inc

189,057,109‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

623,378,488‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

1

.6

%

644,966

Procter

&

Gamble

Co

103,684,734‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

103,684,734‌

INSURANCE

-

5

.4

%

1,250,069

American

International

Group,

Inc

99,042,967‌

364,265

Chubb

Ltd

100,413,290‌

400,114

Marsh

&

McLennan

Cos,

Inc

89,053,373‌

831,285

Metlife,

Inc

63,884,252‌

TOTAL

INSURANCE

352,393,882‌

MATERIALS

-

4

.8

%

374,654

Celanese

Corp

(Series

A)

52,882,412‌

479,599

Crown

Holdings,

Inc

42,540,432‌

888,889

DuPont

de

Nemours,

Inc

74,400,009‌

266,704

Linde

plc

120,950,264‌

91,389

Reliance

Steel

&

Aluminum

Co

27,833,434‌

TOTAL

MATERIALS

318,606,551‌

MEDIA

&

ENTERTAINMENT

-

3

.0

%

312,321

Alphabet,

Inc

54,078,381‌

1,528,329

Comcast

Corp

(Class

A)

63,074,138‌

827,481

Walt

Disney

Co

77,526,695‌

TOTAL

MEDIA

&

ENTERTAINMENT

194,679,214‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

6

.8

%

608,461

AbbVie,

Inc

112,759,993‌

320,486

Danaher

Corp

88,800,261‌

124,840

Gilead

Sciences,

Inc

9,495,330‌

916,125

Johnson

&

Johnson

144,610,331‌

281,817

Merck

&

Co,

Inc

31,881,957‌

1,102,533

Sanofi

(ADR)

57,122,235‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

444,670,107‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

5

.5

%

268,162

Analog

Devices,

Inc

62,047,324‌

291,532

Applied

Materials,

Inc

61,863,090‌

250,041

Broadcom,

Inc

40,176,588‌

921,159

Intel

Corp

28,316,428‌

42,387

Lam

Research

Corp

39,048,600‌

551,942

Micron

Technology,

Inc

60,614,270‌

262,134

NXP

Semiconductors

NV

68,983,183‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

361,049,483‌

SOFTWARE

&

SERVICES

-

3

.6

%

309,436

Accenture

plc

102,305,730‌

145,507

Microsoft

Corp

60,872,854‌

505,945

Oracle

Corp

70,554,030‌

TOTAL

SOFTWARE

&

SERVICES

233,732,614‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

1

.9

%

984,182

Cisco

Systems,

Inc

47,683,618‌

9

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

TECHNOLOGY

HARDWARE

&

EQUIPMENT—continued

524,632

TE

Connectivity

Ltd

$

80,966,456‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

128,650,074‌

TELECOMMUNICATION

SERVICES

-

1

.3

%

477,971

T-Mobile

US,

Inc

87,124,554‌

TOTAL

TELECOMMUNICATION

SERVICES

87,124,554‌

TRANSPORTATION

-

2

.1

%

1,361,208

CSX

Corp

47,778,401‌

356,961

Union

Pacific

Corp

88,072,987‌

TOTAL

TRANSPORTATION

135,851,388‌

UTILITIES

-

3

.9

%

611,432

Ameren

Corp

48,468,215‌

573,979

American

Electric

Power

Co,

Inc

56,318,819‌

953,320

Dominion

Energy,

Inc

50,964,487‌

675,221

Eversource

Energy

43,828,595‌

712,425

NextEra

Energy,

Inc

54,422,146‌

TOTAL

UTILITIES

254,002,262‌

TOTAL

COMMON

STOCKS

6,519,789,003‌

(Cost

$4,175,856,732)

TOTAL

LONG-TERM

INVESTMENTS

6,519,789,003‌

(Cost

$4,175,856,732)

PRINCIPAL

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

0.5%

GOVERNMENT

AGENCY

DEBT

-

0

.0

%

$

1,465,000

Federal

Home

Loan

Bank

(FHLB)

0

.000

%

08/02/24

1,464,572‌

TOTAL

GOVERNMENT

AGENCY

DEBT

1,464,572‌

REPURCHASE

AGREEMENT

-

0

.2

%

9,363,000

(b)

Fixed

Income

Clearing

Corporation

5

.340

08/01/24

9,363,000‌

TOTAL

REPURCHASE

AGREEMENT

9,363,000‌

TREASURY

DEBT

-

0

.3

%

10,000,000

United

States

Treasury

Bill

0

.000

08/27/24

9,961,845‌

6,000,000

United

States

Treasury

Bill

0

.000

08/29/24

5,975,383‌

3,250,000

United

States

Treasury

Bill

0

.000

10/17/24

3,214,204‌

TOTAL

TREASURY

DEBT

19,151,432‌

TOTAL

SHORT-TERM

INVESTMENTS

29,979,004‌

(Cost

$29,979,035)

TOTAL

INVESTMENTS

-

99.8%

6,549,768,007‌

(Cost

$4,205,835,767)

OTHER

ASSETS

&

LIABILITIES,

NET

-

0.2%

16,189,896‌

NET

ASSETS

-

100.0%

$

6,565,957,903‌

ADR

American

Depositary

Receipt

(a)

Non-income

producing

(b)

Agreement

with

Fixed

Income

Clearing

Corporation,

5.340%

dated

7/31/24

to

be

repurchased

at

$9,364,389

on

8/1/24,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

4.875%

and

maturity

date

5/31/26,

valued

at

$9,550,318.

Nuveen

Mid

Cap

Growth

Fund

July

31,

2024

Portfolio

of

Investments

10

(Unaudited)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

LONG-TERM

INVESTMENTS

-

99.6%

COMMON

STOCKS

-

99.6%

BANKS

-

0

.5

%

367,990

(a)

NU

Holdings

Ltd

$

4,463,719‌

TOTAL

BANKS

4,463,719‌

CAPITAL

GOODS

-

8

.3

%

48,670

(a)

Axon

Enterprise,

Inc

14,601,487‌

38,337

Ferguson

plc

8,535,733‌

125,530

Howmet

Aerospace,

Inc

12,013,221‌

52,498

(a)

Middleby

Corp

7,117,679‌

25,036

Quanta

Services,

Inc

6,644,054‌

3,813

TransDigm

Group,

Inc

4,934,861‌

83,825

Vertiv

Holdings

Co

6,597,027‌

18,993

W.W.

Grainger,

Inc

18,552,552‌

TOTAL

CAPITAL

GOODS

78,996,614‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

13

.5

%

885,811

(a)

ACV

Auctions,

Inc

15,129,652‌

545,475

(a)

Cimpress

plc

49,785,503‌

263,048

Experian

Group

Ltd

12,410,607‌

4,383

Tetra

Tech,

Inc

934,631‌

117,912

Verisk

Analytics,

Inc

30,863,466‌

107,340

Waste

Connections,

Inc

19,081,832‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

128,205,691‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

4

.0

%

3,679

(a)

Autozone,

Inc

11,528,846‌

102,628

(a)

Burlington

Stores,

Inc

26,716,121‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

38,244,967‌

CONSUMER

DURABLES

&

APPAREL

-

6

.7

%

257,346

(a)

BK

LC

Lux

Finco

2

Sarl

15,211,722‌

97,159

(a)

Garmin

Ltd

16,638,479‌

1,755,700

PRADA

S.p.A

12,657,477‌

251,836

SharkNinja

Global

SPV

Ltd

19,353,596‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

63,861,274‌

CONSUMER

SERVICES

-

5

.7

%

507,393

(a)

Carnival

Corp

8,453,167‌

207,088

(a)

DraftKings,

Inc

7,651,902‌

600,000

Entain

plc

4,409,170‌

75,865

(a)

Expedia

Group,

Inc

9,685,684‌

109,518

Las

Vegas

Sands

Corp

4,344,579‌

245,826

(b)

Restaurant

Brands

International,

Inc

17,205,362‌

7,952

Wingstop,

Inc

2,973,094‌

TOTAL

CONSUMER

SERVICES

54,722,958‌

ENERGY

-

3

.8

%

122,403

Cheniere

Energy,

Inc

22,355,684‌

918,020

Permian

Resources

Corp

14,082,427‌

TOTAL

ENERGY

36,438,111‌

FINANCIAL

SERVICES

-

7

.4

%

5,392

(a),(c)

Adyen

NV

6,595,700‌

55,755

Ameriprise

Financial,

Inc

23,978,553‌

19,636

(a)

Coinbase

Global,

Inc

4,405,533‌

73,146

FirstCash

Holdings,

Inc

8,163,094‌

201,853

Jefferies

Financial

Group,

Inc

11,802,345‌

14,597

LPL

Financial

Holdings,

Inc

3,233,527‌

114,253

Tradeweb

Markets,

Inc

12,759,775‌

TOTAL

FINANCIAL

SERVICES

70,938,527‌

11

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

FOOD,

BEVERAGE

&

TOBACCO

-

2

.0

%

194,098

(a)

Celsius

Holdings,

Inc

$

9,089,609‌

1,140,111

Davide

Campari-Milano

NV

10,282,059‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

19,371,668‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

7

.7

%

65,967

(a)

Align

Technology,

Inc

15,296,428‌

257,060

(a)

DexCom,

Inc

17,433,809‌

49,760

(a)

Inspire

Medical

Systems,

Inc

7,018,648‌

35,100

(a)

Molina

Healthcare,

Inc

11,978,577‌

113,298

(a)

Veeva

Systems,

Inc

21,745,285‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

73,472,747‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

1

.6

%

537,234

(a)

Puig-Group

SL

15,000,674‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

15,000,674‌

INSURANCE

-

1

.1

%

105,708

(a)

Arch

Capital

Group

Ltd

10,124,712‌

TOTAL

INSURANCE

10,124,712‌

MATERIALS

-

1

.3

%

81,969

Westlake

Chemical

Corp

12,119,936‌

TOTAL

MATERIALS

12,119,936‌

MEDIA

&

ENTERTAINMENT

-

3

.7

%

1,452

(a)

Liberty

Media

Corp-Liberty

Formula

One

(Class

A)

107,404‌

374,111

(a)

Match

Group,

Inc

14,268,594‌

185,199

(a)

Reddit,

Inc

11,269,359‌

227,048

(a)

ROBLOX

Corp

9,427,033‌

TOTAL

MEDIA

&

ENTERTAINMENT

35,072,390‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

7

.8

%

89,013

(a)

BioMarin

Pharmaceutical,

Inc

7,506,466‌

1,031,471

(a)

Elanco

Animal

Health,

Inc

13,450,382‌

8,694

(a)

GRAIL,

Inc

133,714‌

52,164

(a)

Illumina,

Inc

6,395,306‌

40,079

(a)

Krystal

Biotech,

Inc

8,354,868‌

36,516

(a)

Repligen

Corp

6,110,953‌

82,170

(a)

Sarepta

Therapeutics,

Inc

11,687,861‌

16,896

(a)

United

Therapeutics

Corp

5,293,348‌

48,862

West

Pharmaceutical

Services,

Inc

14,960,078‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

73,892,976‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

5

.3

%

111,027

Entegris,

Inc

13,133,384‌

28,363

Monolithic

Power

Systems,

Inc

24,479,822‌

97,916

Teradyne,

Inc

12,842,662‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

50,455,868‌

SOFTWARE

&

SERVICES

-

15

.5

%

380,482

(a)

Confluent,

Inc

9,519,660‌

210,977

(a)

Datadog,

Inc

24,566,162‌

172,996

(a)

Five9,

Inc

7,706,972‌

35,454

(a)

HubSpot,

Inc

17,621,702‌

194,165

(a),(b)

Klaviyo,

Inc

5,087,123‌

195,920

(a)

Life360,

Inc

6,573,116‌

25,573

(a)

MongoDB,

Inc

6,453,602‌

131,298

(a)

Okta,

Inc

12,334,134‌

40,077

(a)

Procore

Technologies,

Inc

2,846,669‌

120,010

(a)

PTC,

Inc

21,343,778‌

421,940

(a)

SentinelOne,

Inc

9,662,426‌

122,701

(a)

Trade

Desk,

Inc

11,028,366‌

72,514

(a)

Zscaler,

Inc

13,005,386‌

TOTAL

SOFTWARE

&

SERVICES

147,749,096‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

2

.1

%

293,780

(a)

Flextronics

International

Ltd

9,445,027‌

Nuveen

Mid

Cap

Growth

Fund

July

31,

2024

12

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

TECHNOLOGY

HARDWARE

&

EQUIPMENT—continued

8,430

(a)

Super

Micro

Computer,

Inc

$

5,914,909‌

72,670

(a)

Western

Digital

Corp

4,872,524‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

20,232,460‌

TELECOMMUNICATION

SERVICES

-

0

.0

%

153,712

(a),(d)

GCI

Liberty,

Inc

1,537‌

TOTAL

TELECOMMUNICATION

SERVICES

1,537‌

TRANSPORTATION

-

1

.1

%

652,894

(a)

Grab

Holdings

Ltd

2,154,550‌

814,235

(a)

Grab

Holdings

Ltd

2,686,976‌

29,074

Old

Dominion

Freight

Line

6,110,773‌

TOTAL

TRANSPORTATION

10,952,299‌

UTILITIES

-

0

.5

%

55,953

Vistra

Corp

4,432,597‌

TOTAL

UTILITIES

4,432,597‌

TOTAL

COMMON

STOCKS

948,750,821‌

(Cost

$786,060,640)

TOTAL

LONG-TERM

INVESTMENTS

948,750,821‌

(Cost

$786,060,640)

PRINCIPAL

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

0.2%

TREASURY

DEBT

-

0

.2

%

$

2,117,000

United

States

Treasury

Bill

0

.000

%

08/06/24

2,115,452‌

TOTAL

TREASURY

DEBT

2,115,452‌

TOTAL

SHORT-TERM

INVESTMENTS

2,115,452‌

(Cost

$2,115,448)

SHARES

EXP

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

2.0%

19,291,028

(e)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5

.310

(f)

19,291,028‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

19,291,028‌

(Cost

$19,291,028)

TOTAL

INVESTMENTS

-

101.8%

970,157,301‌

(Cost

$807,467,116)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(1.8)%

(

17,501,404‌

)

NET

ASSETS

-

100.0%

$

952,655,897‌

(a)

Non-income

producing

(b)

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$19,038,347.

(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

$6,595,700

or

0.7%

of

Total

Investments.

(d)

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

(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.

Portfolio

of

Investments

Nuveen

Mid

Cap

Value

Fund

July

31,

2024

13

(Unaudited)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

LONG-TERM

INVESTMENTS

-

99.5%

COMMON

STOCKS

-

99.5%

BANKS

-

3

.1

%

328,215

East

West

Bancorp,

Inc

$

28,846,816‌

631,104

Fifth

Third

Bancorp

26,720,944‌

TOTAL

BANKS

55,567,760‌

CAPITAL

GOODS

-

20

.7

%

182,241

Ametek,

Inc

31,615,169‌

152,247

Crane

Co

24,423,464‌

69,199

Curtiss-Wright

Corp

20,392,945‌

415,134

Howmet

Aerospace,

Inc

39,728,324‌

74,715

Hubbell,

Inc

29,560,990‌

192,580

ITT,

Inc

27,242,367‌

126,752

L3Harris

Technologies,

Inc

28,758,761‌

379,801

nVent

Electric

plc

27,584,947‌

58,442

Parker-Hannifin

Corp

32,795,313‌

129,243

Regal-Beloit

Corp

20,766,765‌

48,446

United

Rentals,

Inc

36,678,467‌

152,209

WESCO

International,

Inc

26,628,964‌

161,510

Westinghouse

Air

Brake

Technologies

Corp

26,027,336‌

TOTAL

CAPITAL

GOODS

372,203,812‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

2

.2

%

266,572

Academy

Sports

&

Outdoors,

Inc

14,413,548‌

130,965

(a)

Autonation,

Inc

24,977,645‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

39,391,193‌

CONSUMER

SERVICES

-

5

.9

%

104,357

Darden

Restaurants,

Inc

15,266,386‌

572,494

(a)

MGM

Resorts

International

24,600,067‌

135,385

(a)

Royal

Caribbean

Cruises

Ltd

21,217,537‌

452,100

Travel

&

Leisure

Co

20,837,289‌

311,147

Wyndham

Hotels

&

Resorts,

Inc

23,560,051‌

TOTAL

CONSUMER

SERVICES

105,481,330‌

ENERGY

-

7

.3

%

748,304

Baker

Hughes

Co

28,974,331‌

179,564

Diamondback

Energy,

Inc

36,327,593‌

2,002,987

Permian

Resources

Corp

30,725,820‌

110,068

Valero

Energy

Corp

17,800,197‌

424,123

Williams

Cos,

Inc

18,211,842‌

TOTAL

ENERGY

132,039,783‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

9

.1

%

151,940

Crown

Castle,

Inc

16,725,555‌

181,812

Digital

Realty

Trust,

Inc

27,179,076‌

132,667

EastGroup

Properties,

Inc

24,807,402‌

397,761

Rexford

Industrial

Realty,

Inc

19,931,804‌

692,656

STAG

Industrial,

Inc

28,267,292‌

896,059

VICI

Properties,

Inc

28,010,804‌

588,774

Weyerhaeuser

Co

18,699,462‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

163,621,395‌

FINANCIAL

SERVICES

-

6

.8

%

31,086

Ameriprise

Financial,

Inc

13,369,156‌

491,807

Fidelity

National

Information

Services,

Inc

37,785,532‌

540,639

Jefferies

Financial

Group,

Inc

31,611,162‌

502,920

OneMain

Holdings,

Inc

26,282,599‌

106,896

Raymond

James

Financial,

Inc

12,399,936‌

TOTAL

FINANCIAL

SERVICES

121,448,385‌

Nuveen

Mid

Cap

Value

Fund

July

31,

2024

14

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

FOOD,

BEVERAGE

&

TOBACCO

-

1

.2

%

195,931

Bunge

Global

S.A.

$

20,617,819‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

20,617,819‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

2

.2

%

173,878

(a)

Centene

Corp

13,374,696‌

73,531

Humana,

Inc

26,589,545‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

39,964,241‌

INSURANCE

-

10

.4

%

166,663

Allstate

Corp

28,519,373‌

424,869

American

International

Group,

Inc

33,662,371‌

222,805

(a)

Arch

Capital

Group

Ltd

21,340,263‌

70,658

Everest

Re

Group

Ltd

27,759,408‌

546,225

Fidelity

National

Financial,

Inc

30,266,327‌

166,524

Metlife,

Inc

12,797,369‌

174,267

Stewart

Information

Services

Corp

12,320,677‌

358,630

Unum

Group

20,631,984‌

TOTAL

INSURANCE

187,297,772‌

MATERIALS

-

4

.7

%

349,513

DuPont

de

Nemours,

Inc

29,254,238‌

158,553

Nucor

Corp

25,834,626‌

199,453

Westlake

Chemical

Corp

29,491,120‌

TOTAL

MATERIALS

84,579,984‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

6

.2

%

254,347

(a)

BioMarin

Pharmaceutical,

Inc

21,449,083‌

1,858,803

(a)

Elanco

Animal

Health,

Inc

24,238,791‌

930,447

(a)

Exelixis,

Inc

21,818,982‌

162,784

(a)

Jazz

Pharmaceuticals

plc

17,946,936‌

80,789

(a)

United

Therapeutics

Corp

25,310,386‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

110,764,178‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

3

.6

%

320,886

Marvell

Technology,

Inc

21,492,944‌

138,315

Microchip

Technology,

Inc

12,279,606‌

90,580

(a)

Onto

Innovation,

Inc

17,327,954‌

409,057

(b)

STMicroelectronics

NV

13,809,764‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

64,910,268‌

SOFTWARE

&

SERVICES

-

3

.2

%

1,439,475

Gen

Digital,

Inc

37,411,955‌

38,234

Roper

Industries,

Inc

20,827,972‌

TOTAL

SOFTWARE

&

SERVICES

58,239,927‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

4

.0

%

1,803,855

Hewlett

Packard

Enterprise

Co

35,914,753‌

1,000,746

HP,

Inc

36,116,923‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

72,031,676‌

TRANSPORTATION

-

1

.0

%

117,366

(b)

TFI

International,

Inc

18,279,754‌

TOTAL

TRANSPORTATION

18,279,754‌

UTILITIES

-

7

.9

%

487,416

Alliant

Energy

Corp

27,129,574‌

283,033

American

Electric

Power

Co,

Inc

27,771,198‌

501,920

CMS

Energy

Corp

32,524,416‌

335,061

Dominion

Energy,

Inc

17,912,361‌

889,413

FirstEnergy

Corp

37,275,299‌

TOTAL

UTILITIES

142,612,848‌

TOTAL

COMMON

STOCKS

1,789,052,125‌

(Cost

$1,400,256,223)

TOTAL

LONG-TERM

INVESTMENTS

1,789,052,125‌

(Cost

$1,400,256,223)

15

PRINCIPAL

DESCRIPTION

REFERENCERATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

SHORT-TERM

INVESTMENTS

-

0.5%

REPURCHASE

AGREEMENT

-

0

.1

%

$

1,244,000

(c)

Fixed

Income

Clearing

Corporation

5

.340

%

08/01/24

$

1,244,000‌

TOTAL

REPURCHASE

AGREEMENT

1,244,000‌

TREASURY

DEBT

-

0

.4

%

7,000,000

United

States

Treasury

Bill

0

.000

08/06/24

6,994,881‌

TOTAL

TREASURY

DEBT

6,994,881‌

TOTAL

SHORT-TERM

INVESTMENTS

8,238,881‌

(Cost

$8,238,866)

SHARES

EXP

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.0%

728,366

(d)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5

.310

(e)

728,366‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

728,366‌

(Cost

$728,366)

TOTAL

INVESTMENTS

-

100.0%

1,798,019,372‌

(Cost

$1,409,223,455)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(0.0)%

(

715,010‌

)

NET

ASSETS

-

100.0%

$

1,797,304,362‌

(a)

Non-income

producing

(b)

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$2,072,170.

(c)

Agreement

with

Fixed

Income

Clearing

Corporation,

5.340%

dated

7/31/24

to

be

repurchased

at

$1,244,185

on

8/1/24,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

4.875%

and

maturity

date

5/31/26,

valued

at

$1,269,061.

(d)

Investments

made

with

cash

collateral

received

from

securities

on

loan.

(e)

The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

Nuveen

Quant

Small

Cap

Equity

Fund

July

31,

2024

Portfolio

of

Investments

16

(Unaudited)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

LONG-TERM

INVESTMENTS

-

98.6%

COMMON

STOCKS

-

98.6%

AUTOMOBILES

&

COMPONENTS

-

1

.3

%

380,390

(a)

Atmus

Filtration

Technologies,

Inc

$

11,731,227‌

148,100

(a)

Gentherm,

Inc

8,172,158‌

120,280

(a)

Modine

Manufacturing

Co

14,152,145‌

100,235

(a)

Visteon

Corp

11,581,152‌

TOTAL

AUTOMOBILES

&

COMPONENTS

45,636,682‌

BANKS

-

10

.0

%

251,130

Ameris

Bancorp

15,291,306‌

224,690

(a)

Axos

Financial,

Inc

16,404,617‌

132,520

(a)

Bancorp,

Inc

6,869,837‌

281,081

Bank

of

NT

Butterfield

&

Son

Ltd

10,776,646‌

133,900

Berkshire

Hills

Bancorp,

Inc

3,695,640‌

161,440

Cadence

Bank

5,306,533‌

299,510

Cathay

General

Bancorp

13,274,283‌

155,670

Central

Pacific

Financial

Corp

4,061,430‌

56,413

ConnectOne

Bancorp,

Inc

1,366,323‌

289,830

(a)

Customers

Bancorp,

Inc

18,688,238‌

489,162

CVB

Financial

Corp

9,323,428‌

248,460

Eagle

Bancorp,

Inc

5,346,859‌

99,050

Enterprise

Financial

Services

Corp

5,236,773‌

41,900

FB

Financial

Corp

1,956,311‌

165,390

First

Busey

Corp

4,538,302‌

122,980

First

Financial

Bancorp

3,364,733‌

163,900

First

Financial

Bankshares,

Inc

6,303,594‌

93,310

First

Financial

Corp

4,195,218‌

196,310

First

Merchants

Corp

7,921,108‌

279,130

Hancock

Whitney

Corp

15,276,785‌

156,550

Heartland

Financial

USA,

Inc

8,535,106‌

331,040

Heritage

Commerce

Corp

3,426,264‌

234,960

Horizon

Bancorp,

Inc

3,752,311‌

81,749

Independent

Bank

Corp

2,835,873‌

83,912

Independent

Bank

Corp

5,382,955‌

96,300

International

Bancshares

Corp

6,494,472‌

139,520

(a),(b)

Metropolitan

Bank

Holding

Corp

7,356,890‌

171,250

National

Bank

Holdings

Corp

7,171,950‌

302,250

OceanFirst

Financial

Corp

5,491,882‌

431,980

OFG

Bancorp

19,620,532‌

593,000

Old

National

Bancorp

11,871,860‌

419,550

Pacific

Premier

Bancorp,

Inc

11,353,023‌

77,590

Preferred

Bank

6,677,395‌

248,547

Provident

Financial

Services,

Inc

4,608,061‌

62,635

QCR

Holdings,

Inc

4,787,819‌

218,920

Renasant

Corp

7,528,659‌

259,070

Towne

Bank

8,611,487‌

159,720

UMB

Financial

Corp

16,294,634‌

353,368

United

Bankshares,

Inc

13,756,616‌

321,160

Veritex

Holdings,

Inc

8,051,481‌

57,721

Washington

Federal,

Inc

2,054,290‌

202,770

WesBanco,

Inc

6,464,308‌

160,430

Westamerica

Bancorporation

8,656,803‌

63,380

WSFS

Financial

Corp

3,580,336‌

TOTAL

BANKS

343,562,971‌

CAPITAL

GOODS

-

10

.9

%

124,210

Albany

International

Corp

(Class

A)

11,623,572‌

264,650

(a)

American

Superconductor

Corp

6,393,944‌

174,400

(a)

API

Group

Corp

6,608,016‌

127,450

Apogee

Enterprises,

Inc

8,748,168‌

17

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CAPITAL

GOODS—continued

157,670

Arcosa,

Inc

$

14,649,120‌

167,020

(a)

Beacon

Roofing

Supply,

Inc

17,169,656‌

259,700

(a)

Blue

Bird

Corp

13,535,564‌

88,700

Cadre

Holdings,

Inc

3,255,290‌

132,060

Columbus

McKinnon

Corp

5,039,409‌

40,960

Comfort

Systems

USA,

Inc

13,615,923‌

54,979

CSW

Industrials,

Inc

17,836,287‌

325,550

(a)

DNOW,

Inc

5,000,448‌

218,100

Enerpac

Tool

Group

Corp

8,767,620‌

84,280

ESCO

Technologies,

Inc

10,363,069‌

182,070

Federal

Signal

Corp

18,201,538‌

312,050

(a),(b)

Fluence

Energy,

Inc

5,111,379‌

89,770

FTAI

Aviation

Ltd

10,004,866‌

136,770

(a)

Gibraltar

Industries,

Inc

10,157,908‌

43,290

H&E

Equipment

Services,

Inc

2,264,067‌

581,520

(a)

Janus

International

Group,

Inc

8,385,518‌

181,400

(a)

Leonardo

DRS,

Inc

5,115,480‌

57,463

McGrath

RentCorp

6,311,161‌

47,677

Moog,

Inc

(Class

A)

9,349,460‌

678,710

Mueller

Water

Products,

Inc

(Class

A)

14,035,723‌

337,960

(a)

NEXTracker,

Inc

16,607,354‌

44,040

(a)

Parsons

Corp

4,023,935‌

77,010

Powell

Industries,

Inc

14,141,346‌

158,750

Primoris

Services

Corp

8,964,612‌

601,050

(a)

Resideo

Technologies,

Inc

13,655,856‌

137,450

(a)

SPX

Technologies,

Inc

20,279,373‌

107,830

(a)

Sterling

Construction

Co,

Inc

12,547,099‌

93,900

Tennant

Co

10,112,091‌

267,710

Trinity

Industries,

Inc

8,850,493‌

547,500

(a)

Triumph

Group,

Inc

8,973,525‌

29,320

UFP

Industries,

Inc

3,868,188‌

74,780

Watts

Water

Technologies,

Inc

(Class

A)

15,518,346‌

249,500

Zurn

Elkay

Water

Solutions

Corp

8,098,770‌

TOTAL

CAPITAL

GOODS

377,184,174‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

3

.5

%

145,160

ABM

Industries,

Inc

8,065,090‌

572,140

(a)

ACV

Auctions,

Inc

9,772,151‌

46,500

Barrett

Business

Services,

Inc

1,694,460‌

82,400

(a)

CECO

Environmental

Corp

2,406,080‌

468,720

(a)

ExlService

Holdings,

Inc

16,527,067‌

59,940

(a)

Franklin

Covey

Co

2,619,977‌

518,660

(a)

Healthcare

Services

Group

5,928,284‌

108,380

Heidrick

&

Struggles

International,

Inc

4,350,373‌

99,300

(a)

Huron

Consulting

Group,

Inc

10,923,993‌

80,153

ICF

International,

Inc

11,790,506‌

161,550

MAXIMUS,

Inc

15,006,379‌

169,050

(a)

Montrose

Environmental

Group,

Inc

5,391,005‌

126,610

TriNet

Group,

Inc

13,199,093‌

737,170

(a)

Upwork,

Inc

8,934,500‌

105,820

(a)

Verra

Mobility

Corp

3,188,357‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

119,797,315‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

2

.9

%

210,820

(a)

Abercrombie

&

Fitch

Co

(Class

A)

31,091,734‌

333,200

American

Eagle

Outfitters,

Inc

7,347,060‌

97,850

(a)

Carvana

Co

13,036,555‌

1,988,400

(a),(b)

EVgo,

Inc

7,635,456‌

229,540

(a),(b)

GigaCloud

Technology,

Inc

6,755,362‌

270,620

Upbound

Group,

Inc

10,210,493‌

287,560

(a)

Urban

Outfitters,

Inc

13,242,138‌

630,090

(a)

Warby

Parker,

Inc

10,377,582‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

99,696,380‌

Nuveen

Quant

Small

Cap

Equity

Fund

July

31,

2024

18

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CONSUMER

DURABLES

&

APPAREL

-

1

.9

%

102,920

Century

Communities,

Inc

$

10,776,753‌

29,430

Installed

Building

Products,

Inc

7,956,400‌

150,807

(a)

Lovesac

Co

4,126,080‌

88,900

(a)

Skyline

Champion

Corp

7,246,239‌

294,760

(a)

Taylor

Morrison

Home

Corp

19,772,501‌

327,450

(a)

Tri

Pointe

Homes,

Inc

14,817,113‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

64,695,086‌

CONSUMER

SERVICES

-

3

.6

%

95,300

(a)

Adtalem

Global

Education,

Inc

7,472,473‌

11,940

(a)

Biglari

Holdings,

Inc

(B

Shares)

2,396,955‌

134,820

(a)

Brinker

International,

Inc

9,007,324‌

87,200

Carriage

Services,

Inc

2,795,632‌

659,181

(a)

Coursera,

Inc

6,130,383‌

310,400

(a)

Despegar.com

Corp

3,606,848‌

31,960

(a)

Duolingo,

Inc

5,495,203‌

761,300

(a)

Everi

Holdings,

Inc

9,797,931‌

319,820

(a)

Frontdoor,

Inc

12,620,097‌

402,670

International

Game

Technology

plc

9,450,665‌

422,930

(a)

Life

Time

Group

Holdings,

Inc

8,784,256‌

448,150

(a)

OneSpaWorld

Holdings

Ltd

7,210,734‌

600,880

(a)

Rush

Street

Interactive,

Inc

6,014,809‌

77,600

(a)

Shake

Shack,

Inc

6,799,312‌

91,880

Strategic

Education,

Inc

9,684,152‌

375,790

(a)

Sweetgreen,

Inc

10,326,709‌

35,720

Texas

Roadhouse,

Inc

(Class

A)

6,237,069‌

TOTAL

CONSUMER

SERVICES

123,830,552‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

0

.7

%

272,740

(a)

Chefs'

Warehouse,

Inc

11,343,257‌

130,570

(a)

Sprouts

Farmers

Market,

Inc

13,042,637‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

24,385,894‌

ENERGY

-

6

.6

%

323,850

Archrock,

Inc

6,713,411‌

420,980

Ardmore

Shipping

Corp

9,126,846‌

53,870

Chord

Energy

Corp

9,247,324‌

618,180

Crescent

Energy

Co

7,560,341‌

335,870

Delek

US

Holdings,

Inc

7,986,989‌

198,688

DHT

Holdings,

Inc

2,334,584‌

513,500

(a)

Diamond

Offshore

Drilling,

Inc

8,431,670‌

174,640

Excelerate

Energy,

Inc

3,515,503‌

357,920

(a)

Expro

Group

Holdings

NV

8,310,902‌

421,540

Golar

LNG

Ltd

14,711,746‌

654,878

(a)

Helix

Energy

Solutions

Group,

Inc

7,727,560‌

124,350

International

Seaways,

Inc

6,963,600‌

165,120

Liberty

Energy,

Inc

3,987,648‌

310,590

(b)

Magnolia

Oil

&

Gas

Corp

8,460,472‌

485,770

Murphy

Oil

Corp

20,101,163‌

333,640

(a)

Oceaneering

International,

Inc

10,015,873‌

427,659

(a)

Par

Pacific

Holdings,

Inc

11,354,347‌

846,800

(a)

ProPetro

Holding

Corp

8,120,812‌

77,300

(a)

Rex

American

Resources

Corp

3,927,613‌

133,940

Scorpio

Tankers,

Inc

10,270,519‌

216,100

(a)

Seadrill

Ltd

11,887,661‌

606,390

Select

Water

Solutions,

Inc

7,167,530‌

290,780

SM

Energy

Co

13,434,036‌

151,280

Teekay

Tankers

Ltd

9,899,763‌

249,960

Vitesse

Energy,

Inc

6,488,962‌

81,963

(a)

Weatherford

International

plc

9,660,159‌

TOTAL

ENERGY

227,407,034‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

6

.5

%

145,380

American

Assets

Trust,

Inc

3,855,478‌

292,500

American

Healthcare

REIT,

Inc

4,662,450‌

19

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)—continued

793,000

Apple

Hospitality

REIT,

Inc

$

11,728,470‌

743,310

Broadstone

Net

Lease,

Inc

12,941,027‌

399,220

Corporate

Office

Properties

Trust

11,565,403‌

830,490

Empire

State

Realty

Trust,

Inc

8,944,377‌

288,700

(a)

Equity

Commonwealth

5,880,819‌

484,146

Essential

Properties

Realty

Trust,

Inc

14,325,880‌

1,420,460

Hudson

Pacific

Properties,

Inc

8,508,555‌

192,850

Independence

Realty

Trust,

Inc

3,596,653‌

257,890

InvenTrust

Properties

Corp

7,264,761‌

619,450

Kite

Realty

Group

Trust

15,275,637‌

149,380

National

Health

Investors,

Inc

11,182,587‌

884,820

Paramount

Group,

Inc

4,636,457‌

393,100

(c)

Phillips

Edison

&

Co,

Inc

13,797,810‌

876,470

Piedmont

Office

Realty

Trust,

Inc

7,581,466‌

830,040

RLJ

Lodging

Trust

7,835,578‌

163,210

Ryman

Hospitality

Properties,

Inc

16,404,237‌

907,210

Summit

Hotel

Properties,

Inc

5,751,711‌

949,330

Sunstone

Hotel

Investors,

Inc

9,835,059‌

499,740

Tanger

Factory

Outlet

Centers,

Inc

14,442,486‌

312,220

UMH

Properties,

Inc

5,545,027‌

271,900

Urban

Edge

Properties

5,519,570‌

479,210

Washington

REIT

7,887,797‌

460,580

Xenia

Hotels

&

Resorts,

Inc

6,392,850‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

225,362,145‌

FINANCIAL

SERVICES

-

6

.3

%

352,170

ARMOUR

Residential

REIT,

Inc

7,113,834‌

265,330

Artisan

Partners

Asset

Management,

Inc

11,716,973‌

1,955,420

BGC

Group,

Inc

18,009,418‌

178,910

Enact

Holdings,

Inc

6,088,307‌

43,663

(a)

Enova

International,

Inc

3,775,540‌

291,090

Essent

Group

Ltd

18,292,096‌

440,040

(a)

Flywire

Corp

8,057,132‌

481,450

(a)

Green

Dot

Corp

4,602,662‌

198,780

Jackson

Financial,

Inc

17,504,567‌

165,870

(a)

LendingTree,

Inc

8,827,601‌

145,270

Merchants

Bancorp

6,537,150‌

656,240

MFA

Financial,

Inc

7,343,326‌

48,600

(a)

Moneylion,

Inc

3,349,512‌

238,320

(a)

NCR

Corp

ATM

7,661,988‌

396,215

(a)

NMI

Holdings,

Inc

15,591,060‌

441,590

P10,

Inc

4,402,652‌

748,860

(a)

Pagseguro

Digital

Ltd

9,570,431‌

1,713,830

(a)

Payoneer

Global,

Inc

9,477,480‌

28,900

Piper

Jaffray

Cos

7,897,792‌

422,530

Radian

Group,

Inc

15,675,863‌

700,090

(a)

Repay

Holdings

Corp

6,734,866‌

193,400

Victory

Capital

Holdings,

Inc

10,132,226‌

33,576

Virtus

Investment

Partners,

Inc

7,588,176‌

TOTAL

FINANCIAL

SERVICES

215,950,652‌

FOOD,

BEVERAGE

&

TOBACCO

-

1

.6

%

117,844

Cal-Maine

Foods,

Inc

8,434,095‌

9,180

Coca-Cola

Consolidated

Inc

10,519,270‌

27,900

J&J

Snack

Foods

Corp

4,706,730‌

57,200

Lancaster

Colony

Corp

11,043,032‌

544,490

Primo

Water

Corp

11,940,666‌

207,150

(a)

Vital

Farms,

Inc

7,558,904‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

54,202,697‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

6

.0

%

30,940

(a)

Addus

HomeCare

Corp

3,754,878‌

359,550

(a)

Angiodynamics,

Inc

2,818,872‌

251,380

(a)

AtriCure,

Inc

5,422,267‌

Nuveen

Quant

Small

Cap

Equity

Fund

July

31,

2024

20

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES—continued

496,910

(a)

BrightSpring

Health

Services,

Inc

$

6,156,715‌

1,289,770

(a)

Brookdale

Senior

Living,

Inc

9,969,922‌

101,740

Conmed

Corp

7,024,130‌

1,343,430

(a)

Figs,

Inc

8,732,295‌

414,000

(a)

Guardant

Health,

Inc

14,543,820‌

429,260

(a)

Health

Catalyst,

Inc

3,163,646‌

130,674

HealthStream,

Inc

3,882,324‌

1,101,470

(a)

Hims

&

Hers

Health,

Inc

23,395,223‌

240,090

(a)

Inari

Medical,

Inc

11,178,590‌

134,421

(a)

Integra

LifeSciences

Holdings

Corp

3,334,985‌

214,747

(a)

Lantheus

Holdings,

Inc

22,511,928‌

205,230

(a)

LivaNova

plc

10,138,362‌

104,500

(a)

Merit

Medical

Systems,

Inc

8,912,805‌

85,800

(a)

PetIQ,

Inc

1,877,304‌

427,831

(a)

Privia

Health

Group,

Inc

8,873,215‌

21,187

(a)

RadNet,

Inc

1,265,923‌

400,010

Select

Medical

Holdings

Corp

15,904,398‌

337,070

(a)

Silk

Road

Medical,

Inc

9,104,261‌

386,500

(a)

Surgery

Partners,

Inc

11,734,140‌

75,130

(a)

TransMedics

Group,

Inc

10,687,994‌

22,900

US

Physical

Therapy,

Inc

2,232,750‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

206,620,747‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0

.7

%

207,350

(a)

BellRing

Brands,

Inc

10,632,908‌

78,480

(a)

elf

Beauty,

Inc

13,544,078‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

24,176,986‌

INSURANCE

-

1

.5

%

298,900

(a)

BRP

Group,

Inc

13,073,886‌

129,200

Employers

Holdings,

Inc

6,202,892‌

139,290

F&G

Annuities

&

Life,

Inc

6,007,578‌

424,260

Fidelis

Insurance

Holdings

Ltd

7,547,585‌

197,860

(a)

Hamilton

Insurance

Group

Ltd

3,448,700‌

45,720

(a)

Palomar

Holdings,

Inc

4,206,697‌

114,950

Selective

Insurance

Group,

Inc

10,382,284‌

TOTAL

INSURANCE

50,869,622‌

MATERIALS

-

4

.8

%

280,113

(a)

Allegheny

Technologies,

Inc

18,966,451‌

328,150

(a)

Aspen

Aerogels,

Inc

6,697,542‌

163,870

Cabot

Corp

16,434,522‌

125,010

Carpenter

Technology

Corp

18,235,209‌

778,470

(a)

Coeur

Mining,

Inc

5,052,270‌

70,790

Commercial

Metals

Co

4,254,479‌

380,380

(a)

Constellium

SE

6,774,568‌

2,217,680

Hecla

Mining

Co

12,818,190‌

88,110

Innospec,

Inc

11,554,745‌

34,624

Kaiser

Aluminum

Corp

2,724,563‌

177,120

(a)

Knife

River

Corp

14,084,582‌

153,700

Minerals

Technologies,

Inc

12,047,006‌

96,664

Olympic

Steel,

Inc

4,898,932‌

124,500

Orion

S.A.

3,065,190‌

469,310

(a)

Rayonier

Advanced

Materials,

Inc

3,120,912‌

141,547

Sensient

Technologies

Corp

11,047,743‌

349,490

(a)

Summit

Materials,

Inc

14,601,692‌

TOTAL

MATERIALS

166,378,596‌

MEDIA

&

ENTERTAINMENT

-

2

.1

%

190,690

(a)

Atlanta

Braves

Holdings,

Inc

8,281,667‌

488,970

(a),(b)

Cardlytics,

Inc

4,053,561‌

242,840

(a)

Cars.com,

Inc

5,007,361‌

299,810

(a)

EverQuote,

Inc

7,822,043‌

479,730

(a)

Integral

Ad

Science

Holding

Corp

4,883,652‌

70,040

John

Wiley

&

Sons,

Inc

(Class

A)

3,344,410‌

21

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

MEDIA

&

ENTERTAINMENT—continued

759,500

(a)

Lions

Gate

Entertainment

Corp

(Class

B)

$

6,258,280‌

226,813

(a)

Madison

Square

Garden

Entertainment

Corp

8,956,845‌

586,785

(a)

Magnite,

Inc

8,531,854‌

313,090

(a)

PubMatic,

Inc

6,875,456‌

259,170

(a)

Yelp,

Inc

9,441,563‌

TOTAL

MEDIA

&

ENTERTAINMENT

73,456,692‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

11

.7

%

481,300

(a)

Acadia

Pharmaceuticals,

Inc

9,154,326‌

1,783,160

(a)

ADMA

Biologics,

Inc

21,897,205‌

991,300

(a)

Amicus

Therapeutics,

Inc

10,220,303‌

833,090

(a)

Amneal

Pharmaceuticals,

Inc

6,106,550‌

199,150

(a)

Amphastar

Pharmaceuticals,

Inc

8,667,008‌

126,060

(a)

ANI

Pharmaceuticals,

Inc

8,284,663‌

1,103,900

(a)

Annexon,

Inc

7,075,999‌

1,503,480

(a)

Ardelyx,

Inc

8,344,314‌

847,450

(a)

Aurinia

Pharmaceuticals,

Inc

4,983,006‌

349,327

(a)

Avid

Bioservices,

Inc

3,646,974‌

384,510

(a)

Avidity

Biosciences,

Inc

17,525,966‌

1,419,080

(a)

BioCryst

Pharmaceuticals,

Inc

10,330,902‌

57,880

(a)

Blueprint

Medicines

Corp

6,268,404‌

527,470

(a)

Catalyst

Pharmaceuticals,

Inc

9,093,583‌

262,560

(a)

Celldex

Therapeutics,

Inc

10,006,162‌

673,941

(a)

Codexis,

Inc

2,412,709‌

439,840

(a)

Cogent

Biosciences,

Inc

4,147,691‌

56,200

(a)

Corbus

Pharmaceuticals

Holdings,

Inc

3,342,214‌

2,272,600

(a),(b)

Esperion

Thereapeutics,

Inc

5,249,706‌

469,310

(a)

Evolus,

Inc

5,828,830‌

342,870

(a)

Halozyme

Therapeutics,

Inc

18,946,996‌

1,212,340

(a),(b)

Heron

Therapeutics,

Inc

3,600,650‌

728,270

(a),(b)

Humacyte,

Inc

6,889,434‌

363,640

(a)

Insmed,

Inc

26,454,810‌

375,400

(a)

Intellia

Therapeutics,

Inc

9,839,234‌

193,392

(a)

Intra-Cellular

Therapies,

Inc

15,223,818‌

142,610

(a)

Janux

Therapeutics,

Inc

5,789,966‌

336,740

(a)

Kiniksa

Pharmaceuticals

Ltd

8,957,284‌

88,900

(a)

Longboard

Pharmaceuticals,

Inc

2,955,036‌

1,533,260

(a)

MannKind

Corp

8,831,578‌

234,970

(a)

Mirum

Pharmaceuticals,

Inc

9,528,033‌

466,560

(a)

Myriad

Genetics,

Inc

13,049,683‌

523,100

(a)

Nurix

Therapeutics,

Inc

11,445,428‌

140,804

Phibro

Animal

Health

Corp

2,658,380‌

155,920

(a)

Praxis

Precision

Medicines,

Inc

8,998,143‌

77,770

(a)

Protagonist

Therapeutics,

Inc

2,911,709‌

296,530

(a)

PTC

Therapeutics,

Inc

10,037,540‌

317,110

(a)

Quanterix

Corp

4,680,544‌

533,900

(a)

Relay

Therapeutics,

Inc

4,388,658‌

185,020

(a)

SpringWorks

Therapeutics,

Inc

6,644,068‌

479,240

(a)

Syndax

Pharmaceuticals,

Inc

10,878,748‌

545,196

(a)

Terns

Pharmaceuticals,

Inc

4,225,269‌

608,560

(a)

TG

Therapeutics,

Inc

12,025,146‌

805,710

(a)

Travere

Therapeutics,

Inc

7,686,473‌

530,500

(a)

Vanda

Pharmaceuticals,

Inc

3,098,120‌

326,790

(a)

Veracyte,

Inc

7,842,960‌

114,620

(a)

Vericel

Corp

5,790,602‌

477,670

(a)

Verve

Therapeutics,

Inc

3,343,690‌

298,600

(a)

Vir

Biotechnology,

Inc

3,033,776‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

402,342,291‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

2

.4

%

182,330

(a)

Ambarella,

Inc

9,597,851‌

110,650

(a)

Axcelis

Technologies,

Inc

13,980,628‌

517,910

(a)

Credo

Technology

Group

Holding

Ltd

14,372,002‌

21,816

(a)

Impinj,

Inc

3,475,071‌

Nuveen

Quant

Small

Cap

Equity

Fund

July

31,

2024

22

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT—continued

360,097

(a)

MaxLinear,

Inc

$

5,091,772‌

112,512

(a)

PDF

Solutions,

Inc

3,948,046‌

263,750

(a)

Rambus,

Inc

13,567,300‌

229,880

(a)

Semtech

Corp

7,291,794‌

131,620

(a)

Ultra

Clean

Holdings

5,693,881‌

154,152

(a)

Veeco

Instruments,

Inc

6,383,434‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

83,401,779‌

SOFTWARE

&

SERVICES

-

6

.3

%

17,237

(a)

Agilysys,

Inc

1,932,095‌

278,480

(a)

Alkami

Technology,

Inc

9,114,650‌

57,540

(a)

Appfolio,

Inc

12,743,959‌

396,410

(a)

AvePoint,

Inc

4,320,869‌

726,810

(a)

Cipher

Mining,

Inc

3,801,216‌

456,520

Clear

Secure,

Inc

9,746,702‌

296,000

(a)

Clearwater

Analytics

Holdings,

Inc

5,786,800‌

158,230

(a)

Commvault

Systems,

Inc

24,185,456‌

84,300

(a),(b)

Dave,

Inc

3,065,148‌

279,350

(a)

Fastly,

Inc

2,262,735‌

615,490

(a)

Freshworks,

Inc

7,693,625‌

195,799

(a)

Intapp,

Inc

7,015,478‌

111,370

(a)

LiveRamp

Holdings,

Inc

3,372,284‌

852,890

(a)

Olo,

Inc

4,076,814‌

468,600

(a),(b)

Pagaya

Technologies

Ltd

6,972,768‌

377,220

(a)

PagerDuty,

Inc

7,895,215‌

197,420

(a)

PROS

Holdings,

Inc

4,757,822‌

121,710

(a)

Q2

Holdings,

Inc

8,211,774‌

187,500

SolarWinds

Corp

2,236,875‌

62,910

(a)

Sprout

Social,

Inc

2,457,894‌

87,870

(a)

SPS

Commerce,

Inc

18,928,955‌

268,810

(a)

Squarespace,

Inc

11,878,714‌

354,610

(a)

Tenable

Holdings,

Inc

16,283,691‌

144,570

(a)

Varonis

Systems,

Inc

7,970,144‌

327,230

(a)

Verint

Systems,

Inc

11,826,092‌

32,840

(a)

Workiva,

Inc

2,422,607‌

537,140

(a)

Zeta

Global

Holdings

Corp

11,505,539‌

504,800

(a)

Zuora,

Inc

4,578,536‌

TOTAL

SOFTWARE

&

SERVICES

217,044,457‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

2

.8

%

157,444

(a)

Diebold

Nixdorf,

Inc

6,856,686‌

82,850

(a)

Fabrinet

18,273,396‌

767,790

(a),(b)

Infinera

Corp

4,560,673‌

308,160

(a)

Knowles

Corp

5,630,083‌

47,443

(a)

OSI

Systems,

Inc

7,020,615‌

36,500

(a)

Plexus

Corp

4,678,205‌

362,161

(a)

Sanmina

Corp

27,281,588‌

10,643

(a)

Super

Micro

Computer,

Inc

7,467,661‌

483,739

(a)

Viasat,

Inc

9,781,203‌

43,559

(a)

Vishay

Precision

Group,

Inc

1,493,638‌

506,270

Xerox

Holdings

Corp

5,449,996‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

98,493,744‌

TELECOMMUNICATION

SERVICES

-

0

.7

%

298,340

(a)

Bandwidth,

Inc

6,808,119‌

198,340

Iridium

Communications,

Inc

5,692,358‌

574,800

Telephone

and

Data

Systems,

Inc

12,185,760‌

TOTAL

TELECOMMUNICATION

SERVICES

24,686,237‌

TRANSPORTATION

-

1

.5

%

97,902

ArcBest

Corp

12,340,547‌

448,550

Costamare,

Inc

6,647,511‌

261,218

Hub

Group,

Inc

(Class

A)

12,217,166‌

23

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

TRANSPORTATION—continued

241,280

(a)

Skywest,

Inc

$

19,287,923‌

TOTAL

TRANSPORTATION

50,493,147‌

UTILITIES

-

2

.3

%

125,320

Allete,

Inc

8,083,140‌

230,938

Black

Hills

Corp

13,636,889‌

416,829

Brookfield

Infrastructure

Corp

16,214,648‌

193,450

ONE

Gas,

Inc

13,469,924‌

58,100

Otter

Tail

Corp

5,631,052‌

154,910

SJW

Corp

9,389,095‌

112,400

Southwest

Gas

Holdings

Inc

8,335,584‌

75,830

Unitil

Corp

4,646,862‌

TOTAL

UTILITIES

79,407,194‌

TOTAL

COMMON

STOCKS

3,399,083,074‌

(Cost

$2,668,066,418)

TOTAL

LONG-TERM

INVESTMENTS

3,399,083,074‌

(Cost

$2,668,066,418)

PRINCIPAL

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

1.3%

GOVERNMENT

AGENCY

DEBT

-

0

.3

%

$

10,000,000

Tennessee

Valley

Authority

(TVA)

0

.000

%

08/14/24

9,979,564‌

TOTAL

GOVERNMENT

AGENCY

DEBT

9,979,564‌

REPURCHASE

AGREEMENT

-

0

.0

%

1,322,000

(d)

Fixed

Income

Clearing

Corporation

5

.340

08/01/24

1,322,000‌

TOTAL

REPURCHASE

AGREEMENT

1,322,000‌

TREASURY

DEBT

-

1

.0

%

9,000,000

United

States

Treasury

Bill

0

.000

08/06/24

8,993,418‌

10,000,000

United

States

Treasury

Bill

0

.000

08/13/24

9,982,392‌

6,000,000

United

States

Treasury

Bill

0

.000

08/29/24

5,975,383‌

5,000,000

United

States

Treasury

Bill

0

.000

09/24/24

4,960,587‌

3,250,000

United

States

Treasury

Bill

0

.000

10/17/24

3,214,204‌

TOTAL

TREASURY

DEBT

33,125,984‌

TOTAL

SHORT-TERM

INVESTMENTS

44,427,548‌

(Cost

$44,428,547)

SHARES

EXP

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.9%

31,143,021

(e)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5

.310

(f)

31,143,021‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

31,143,021‌

(Cost

$31,143,021)

TOTAL

INVESTMENTS

-

100.8%

3,474,653,643‌

(Cost

$2,743,637,986)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(0.8)%

(

28,346,414‌

)

NET

ASSETS

-

100.0%

$

3,446,307,229‌

REIT

Real

Estate

Investment

Trust

(a)

Non-income

producing

(b)

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$42,742,571.

(c)

All

or

a

portion

of

these

securities

have

been

segregated

to

cover

margin

requirements

on

open

futures

contracts.

(d)

Agreement

with

Fixed

Income

Clearing

Corporation,

5.340%

dated

7/31/24

to

be

repurchased

at

$1,322,196

on

8/1/24,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

1.625%

and

maturity

date

5/15/26,

valued

at

$1,348,625.

(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.

Nuveen

Quant

Small

Cap

Equity

Fund

July

31,

2024

24

Portfolio

of

Investments

(continued)

Futures

Contracts

-

Long

Description

Number

of

Contracts

Expiration

Date

Notional

Amount

Value

Unrealized

Appreciation

(Depreciation)

Russell

2000

E-Mini

Index

280‌

09/20/24

 $

28,414,546‌

$

31,822,000‌

$

3,407,454‌

Portfolio

of

Investments

Nuveen

Quant

Small/Mid-Cap

Equity

Fund

July

31,

2024

25

(Unaudited)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

LONG-TERM

INVESTMENTS

-

99.8%

COMMON

STOCKS

-

99.8%

AUTOMOBILES

&

COMPONENTS

-

1.2%

31,531

(a)

Adient

plc

$

812,239‌

82,630

(a)

Atmus

Filtration

Technologies,

Inc

2,548,309‌

121,450

BorgWarner,

Inc

4,288,399‌

81,780

Phinia,

Inc

3,655,566‌

69,480

(a)

Stoneridge,

Inc

1,167,959‌

30,254

(a)

Visteon

Corp

3,495,547‌

TOTAL

AUTOMOBILES

&

COMPONENTS

15,968,019‌

BANKS

-

6.5%

77,036

Ameris

Bancorp

4,690,722‌

77,233

(a)

Axos

Financial,

Inc

5,638,781‌

107,154

Bank

of

NT

Butterfield

&

Son

Ltd

4,108,284‌

108,182

Bank

OZK

5,072,654‌

120,975

BankUnited,

Inc

4,659,957‌

79,231

Berkshire

Hills

Bancorp,

Inc

2,186,776‌

289,838

Capitol

Federal

Financial,

Inc

1,831,776‌

30,139

Cathay

General

Bancorp

1,335,761‌

82,046

Central

Pacific

Financial

Corp

2,140,580‌

49,438

(a)

Customers

Bancorp,

Inc

3,187,762‌

66,945

East

West

Bancorp,

Inc

5,883,796‌

18,617

Enterprise

Financial

Services

Corp

984,281‌

131,701

First

Financial

Bankshares,

Inc

5,065,220‌

191,405

First

Hawaiian,

Inc

4,792,781‌

263,920

First

Horizon

National

Corp

4,415,382‌

163,510

FNB

Corp

2,508,243‌

92,580

Hancock

Whitney

Corp

5,066,903‌

67,915

International

Bancshares

Corp

4,580,188‌

84,203

National

Bank

Holdings

Corp

3,526,422‌

99,682

OFG

Bancorp

4,527,556‌

129,316

Pacific

Premier

Bancorp,

Inc

3,499,291‌

72,074

Prosperity

Bancshares,

Inc

5,226,807‌

78,013

Renasant

Corp

2,682,867‌

22,311

Westamerica

Bancorporation

1,203,902‌

TOTAL

BANKS

88,816,692‌

CAPITAL

GOODS

-

15.4%

72,420

A.O.

Smith

Corp

6,158,597‌

8,000

Advanced

Drainage

Systems,

Inc

1,416,320‌

3,201

(a)

Aerovironment,

Inc

571,507‌

42,732

Albany

International

Corp

(Class

A)

3,998,861‌

18,050

Allison

Transmission

Holdings,

Inc

1,599,049‌

27,548

Applied

Industrial

Technologies,

Inc

6,010,698‌

113,411

(a)

AZEK

Co,

Inc

5,091,020‌

50,397

(a)

Beacon

Roofing

Supply,

Inc

5,180,812‌

88,340

(a)

Blue

Bird

Corp

4,604,281‌

29,927

Boise

Cascade

Co

4,252,327‌

31,954

Comfort

Systems

USA,

Inc

10,622,149‌

26,612

(a)

Construction

Partners,

Inc

1,720,466‌

23,284

(a)

Core

&

Main,

Inc

1,244,995‌

41,446

Crane

Co

6,648,767‌

24,181

Curtiss-Wright

Corp

7,126,141‌

253,622

(a)

DNOW,

Inc

3,895,634‌

23,358

Donaldson

Co,

Inc

1,747,646‌

23,123

EMCOR

Group,

Inc

8,681,299‌

77,059

Enerpac

Tool

Group

Corp

3,097,772‌

33,747

EnerSys

3,709,808‌

53,967

Esab

Corp

5,483,047‌

34,820

ESCO

Technologies,

Inc

4,281,467‌

Nuveen

Quant

Small/Mid-Cap

Equity

Fund

July

31,

2024

26

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CAPITAL

GOODS—continued

54,931

Federal

Signal

Corp

$

5,491,452‌

111,414

Flowserve

Corp

5,631,978‌

112,917

(a)

Fluor

Corp

5,431,308‌

25,940

Fortune

Brands

Innovations,

Inc

2,096,211‌

36,813

(a)

Gibraltar

Industries,

Inc

2,734,101‌

52,770

Griffon

Corp

3,802,606‌

67,790

Hexcel

Corp

4,488,376‌

60,501

ITT,

Inc

8,558,471‌

278,849

(a)

Janus

International

Group,

Inc

4,021,003‌

5,303

Lennox

International,

Inc

3,094,300‌

25,110

Lincoln

Electric

Holdings,

Inc

5,157,845‌

17,260

(a)

Mastec,

Inc

1,899,118‌

127,160

MDU

Resources

Group,

Inc

3,425,690‌

237,255

(a)

MRC

Global,

Inc

3,435,452‌

247,940

Mueller

Water

Products,

Inc

(Class

A)

5,127,399‌

78,972

nVent

Electric

plc

5,735,736‌

45,725

Oshkosh

Corp

4,968,021‌

93,920

Primoris

Services

Corp

5,303,662‌

90,080

(a)

Resideo

Technologies,

Inc

2,046,618‌

143,110

REV

Group,

Inc

4,175,950‌

41,053

(a)

SPX

Technologies,

Inc

6,056,960‌

31,630

Tennant

Co

3,406,235‌

38,280

Trinity

Industries,

Inc

1,265,537‌

169,270

(a)

Triumph

Group,

Inc

2,774,335‌

22,483

(a)

V2X,

Inc

1,172,039‌

7,800

Valmont

Industries,

Inc

2,327,208‌

50,856

Vertiv

Holdings

Co

4,002,367‌

22,013

Woodward

Inc

3,433,808‌

TOTAL

CAPITAL

GOODS

208,206,449‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

3.4%

232,854

(a)

ACV

Auctions,

Inc

3,977,146‌

23,820

Booz

Allen

Hamilton

Holding

Corp

3,413,644‌

16,650

Brink's

Co

1,831,333‌

17,740

(a)

Cimpress

plc

1,619,130‌

25,961

(a)

ExlService

Holdings,

Inc

915,385‌

8,580

ICF

International,

Inc

1,262,118‌

34,219

Insperity,

Inc

3,514,976‌

44,490

KBR,

Inc

2,962,589‌

43,158

Kforce,

Inc

2,998,186‌

50,670

MAXIMUS,

Inc

4,706,736‌

26,595

MSA

Safety,

Inc

5,017,147‌

93,360

(a)

OPENLANE,

Inc

1,669,277‌

28,107

Tetra

Tech,

Inc

5,993,537‌

30,380

TriNet

Group,

Inc

3,167,115‌

264,393

(a)

Upwork,

Inc

3,204,443‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

46,252,762‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

3.0%

14,360

(a)

Asbury

Automotive

Group,

Inc

3,865,999‌

134,510

Bath

&

Body

Works,

Inc

4,943,242‌

7,910

Dillard's,

Inc

(Class

A)

3,152,847‌

5,497

Murphy

USA,

Inc

2,775,545‌

204,450

Nordstrom,

Inc

4,667,593‌

55,963

Sonic

Automotive,

Inc

(Class

A)

3,332,037‌

688,077

(a)

Stitch

Fix,

Inc

3,240,843‌

40,090

Upbound

Group,

Inc

1,512,596‌

104,643

(a)

Urban

Outfitters,

Inc

4,818,810‌

14,017

(a)

Valvoline,

Inc

651,791‌

208,947

(a)

Warby

Parker,

Inc

3,441,357‌

68,734

(a)

Wayfair,

Inc

3,741,192‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

40,143,852‌

27

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CONSUMER

DURABLES

&

APPAREL

-

3.7%

32,320

(a)

BK

LC

Lux

Finco

2

Sarl

$

1,910,435‌

25,530

Carter's,

Inc

1,545,841‌

33,710

Century

Communities,

Inc

3,529,774‌

60,870

Hasbro,

Inc

3,923,680‌

27,371

Installed

Building

Products,

Inc

7,399,750‌

65,106

Kontoor

Brands,

Inc

4,567,186‌

42,250

(a)

Skechers

U.S.A.,

Inc

(Class

A)

2,751,742‌

88,443

Steven

Madden

Ltd

4,010,006‌

23,809

(a)

TopBuild

Corp

11,393,559‌

113,610

(a)

Tri

Pointe

Homes,

Inc

5,140,853‌

28,840

Whirlpool

Corp

2,940,815‌

43,200

(a)

YETI

Holdings,

Inc

1,786,320‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

50,899,961‌

CONSUMER

SERVICES

-

4.9%

170,020

Aramark

5,826,585‌

82,380

Bloomin'

Brands,

Inc

1,717,623‌

20,786

(a)

Brinker

International,

Inc

1,388,713‌

68,180

Cheesecake

Factory

2,651,520‌

34,370

Choice

Hotels

International,

Inc

4,380,457‌

124,970

(a)

Despegar.com

Corp

1,452,151‌

17,355

(a)

Duolingo,

Inc

2,984,019‌

272,160

(a)

Everi

Holdings,

Inc

3,502,699‌

118,085

(a)

Frontdoor,

Inc

4,659,634‌

36,680

Golden

Entertainment,

Inc

1,226,212‌

114,703

H&R

Block,

Inc

6,645,892‌

182,951

International

Game

Technology

plc

4,293,860‌

212,681

Laureate

Education,

Inc

3,296,556‌

148,740

(a)

OneSpaWorld

Holdings

Ltd

2,393,227‌

338,980

(a)

Rush

Street

Interactive,

Inc

3,393,190‌

40,441

Strategic

Education,

Inc

4,262,481‌

43,415

Texas

Roadhouse,

Inc

(Class

A)

7,580,693‌

109,671

Wendy's

Co

1,856,730‌

1,740

Wingstop,

Inc

650,551‌

14,676

Wyndham

Hotels

&

Resorts,

Inc

1,111,267‌

7,592

Wynn

Resorts

Ltd

628,769‌

TOTAL

CONSUMER

SERVICES

65,902,829‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

1.2%

57,887

Albertsons

Cos,

Inc

1,147,899‌

50,989

(a)

Chefs'

Warehouse,

Inc

2,120,632‌

91,681

(a)

Performance

Food

Group

Co

6,325,989‌

224,940

(a)

United

Natural

Foods,

Inc

3,486,570‌

71,286

(a)

US

Foods

Holding

Corp

3,877,246‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

16,958,336‌

ENERGY

-

5.3%

134,682

Archrock,

Inc

2,791,958‌

56,200

Ardmore

Shipping

Corp

1,218,416‌

81,580

ChampionX

Corp

2,794,931‌

7,120

Chord

Energy

Corp

1,222,219‌

40,420

Civitas

Resources,

Inc

2,819,699‌

279,950

Crescent

Energy

Co

3,423,789‌

116,783

Delek

US

Holdings,

Inc

2,777,100‌

186,010

(a)

Diamond

Offshore

Drilling,

Inc

3,054,284‌

117,270

EQT

Corp

4,046,988‌

18,766

(a)

Gulfport

Energy

Operating

Corp

2,762,543‌

188,081

(a)

Helix

Energy

Solutions

Group,

Inc

2,219,356‌

90,450

HF

Sinclair

Corp

4,655,461‌

85,471

Murphy

Oil

Corp

3,536,790‌

151,135

Ovintiv,

Inc

7,018,709‌

97,277

(a)

Par

Pacific

Holdings,

Inc

2,582,704‌

329,540

Permian

Resources

Corp

5,055,144‌

80,134

(a)

Seadrill

Ltd

4,408,171‌

Nuveen

Quant

Small/Mid-Cap

Equity

Fund

July

31,

2024

28

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

ENERGY—continued

382,251

(a)

Southwestern

Energy

Co

$

2,465,519‌

199,150

TechnipFMC

plc

5,874,925‌

99,831

Vitesse

Energy,

Inc

2,591,613‌

10,340

(a)

Weatherford

International

plc

1,218,672‌

139,029

World

Fuel

Services

Corp

3,883,080‌

TOTAL

ENERGY

72,422,071‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

7.0%

81,395

Agree

Realty

Corp

5,613,813‌

113,099

Alexander

&

Baldwin,

Inc

2,229,181‌

126,884

American

Assets

Trust,

Inc

3,364,964‌

101,070

American

Healthcare

REIT,

Inc

1,611,056‌

187,084

American

Homes

4

Rent

6,751,862‌

203,992

Americold

Realty

Trust,

Inc

6,097,321‌

148,435

Brixmor

Property

Group,

Inc

3,780,639‌

77,608

CareTrust

REIT,

Inc

2,092,312‌

146,690

Corporate

Office

Properties

Trust

4,249,609‌

153,497

Easterly

Government

Properties,

Inc

2,138,213‌

49,423

EPR

Properties

2,224,035‌

94,430

Equity

Lifestyle

Properties,

Inc

6,485,452‌

133,368

Essential

Properties

Realty

Trust,

Inc

3,946,359‌

32,398

Federal

Realty

Investment

Trust

3,617,237‌

97,676

First

Industrial

Realty

Trust,

Inc

5,344,831‌

75,830

Gaming

and

Leisure

Properties,

Inc

3,806,666‌

242,420

Kimco

Realty

Corp

5,267,787‌

206,051

Kite

Realty

Group

Trust

5,081,218‌

190,061

Mack-Cali

Realty

Corp

2,985,858‌

180,619

Piedmont

Office

Realty

Trust,

Inc

1,562,354‌

68,026

Regency

Centers

Corp

4,580,871‌

44,983

Ryman

Hospitality

Properties,

Inc

4,521,241‌

254,774

Sabra

Health

Care

REIT,

Inc

4,134,982‌

193,015

Service

Properties

Trust

1,094,395‌

176,530

Washington

REIT

2,905,684‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

95,487,940‌

FINANCIAL

SERVICES

-

8.6%

28,625

Ally

Financial,

Inc

1,288,411‌

95,450

(b)

A-Mark

Precious

Metals,

Inc

3,669,098‌

134,004

BGC

Group,

Inc

1,234,177‌

131,279

Brightsphere

Investment

Group,

Inc

3,438,197‌

130,712

Cannae

Holdings,

Inc

2,628,618‌

99,152

Corebridge

Financial,

Inc

2,929,942‌

32,230

Enact

Holdings,

Inc

1,096,787‌

21,990

(a)

Enova

International,

Inc

1,901,475‌

138,320

(a)

Flywire

Corp

2,532,639‌

34,342

Hamilton

Lane,

Inc

4,957,955‌

29,107

Jack

Henry

&

Associates,

Inc

4,991,268‌

31,403

Jackson

Financial,

Inc

2,765,348‌

127,100

Janus

Henderson

Group

plc

4,731,933‌

122,709

Jefferies

Financial

Group,

Inc

7,174,795‌

301,310

(a)

LendingClub

Corp

3,769,388‌

127,310

(a)

NCR

Corp

ATM

4,093,017‌

112,072

(a)

NMI

Holdings,

Inc

4,410,033‌

78,655

OneMain

Holdings,

Inc

4,110,510‌

286,259

(a)

Pagseguro

Digital

Ltd

3,658,390‌

459,906

(a)

Payoneer

Global,

Inc

2,543,280‌

42,730

Perella

Weinberg

Partners

807,597‌

11,600

PROG

Holdings,

Inc

522,696‌

351,240

(a)

Robinhood

Markets,

Inc

7,225,007‌

100,663

StepStone

Group,

Inc

5,059,322‌

44,472

(a)

StoneX

Group,

Inc

3,706,297‌

143,847

(a)

Toast,

Inc

3,763,038‌

75,000

(b)

Vanguard

Russell

2000

ETF

6,791,250‌

30,000

Vanguard

Small-Cap

ETF

7,002,000‌

29

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

FINANCIAL

SERVICES—continued

84,104

Victory

Capital

Holdings,

Inc

$

4,406,209‌

180,389

Virtu

Financial,

Inc

4,928,227‌

58,270

Voya

Financial,

Inc

4,237,977‌

TOTAL

FINANCIAL

SERVICES

116,374,881‌

FOOD,

BEVERAGE

&

TOBACCO

-

1.2%

24,780

(a)

Freshpet,

Inc

3,015,726‌

35,791

Ingredion,

Inc

4,451,327‌

83,047

(a)

Pilgrim's

Pride

Corp

3,424,028‌

257,170

Primo

Water

Corp

5,639,738‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

16,530,819‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

4.1%

139

(a)

agilon

health,

Inc

958‌

104,581

(a)

AtriCure,

Inc

2,255,812‌

56,666

(a)

Axonics,

Inc

3,880,488‌

464,720

(a)

Brookdale

Senior

Living,

Inc

3,592,286‌

20,250

Conmed

Corp

1,398,060‌

119,260

(a)

Evolent

Health,

Inc

2,781,143‌

15,450

(a)

GeneDx

Holdings

Corp

505,524‌

135,789

(a)

Guardant

Health,

Inc

4,770,267‌

407,085

(a)

Hims

&

Hers

Health,

Inc

8,646,485‌

82,573

(a)

Inari

Medical,

Inc

3,844,599‌

10,610

(a)

iRhythm

Technologies,

Inc

915,112‌

75,162

(a)

LivaNova

plc

3,713,003‌

70,654

(a)

Privia

Health

Group,

Inc

1,465,364‌

78,318

(a)

RxSight,

Inc

3,584,615‌

92,471

Select

Medical

Holdings

Corp

3,676,647‌

15,030

Teleflex,

Inc

3,320,428‌

47,260

(a)

Tenet

Healthcare

Corp

7,074,822‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

55,425,613‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0.7%

120,775

(a)

BellRing

Brands,

Inc

6,193,342‌

9,228

(a)

elf

Beauty,

Inc

1,592,568‌

46,090

Energizer

Holdings,

Inc

1,419,111‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

9,205,021‌

INSURANCE

-

3.7%

43,699

American

Financial

Group,

Inc

5,722,821‌

32,319

Assured

Guaranty

Ltd

2,662,116‌

68,979

Axis

Capital

Holdings

Ltd

5,225,159‌

28,050

Globe

Life,

Inc

2,601,357‌

117,300

(a)

Hamilton

Insurance

Group

Ltd

2,044,539‌

21,124

Hanover

Insurance

Group,

Inc

2,904,339‌

119,803

Lincoln

National

Corp

3,989,440‌

158,830

Old

Republic

International

Corp

5,498,695‌

456,745

(a)

Oscar

Health,

Inc

8,075,251‌

29,339

Reinsurance

Group

of

America,

Inc

(Class

A)

6,613,891‌

59,143

Selective

Insurance

Group,

Inc

5,341,796‌

TOTAL

INSURANCE

50,679,404‌

MATERIALS

-

5.2%

93,090

(a)

Allegheny

Technologies,

Inc

6,303,124‌

42,012

Berry

Global

Group,

Inc

2,761,029‌

69,228

Carpenter

Technology

Corp

10,098,288‌

245,969

(a)

Constellium

SE

4,380,708‌

176,090

Element

Solutions,

Inc

4,745,625‌

747,500

Hecla

Mining

Co

4,320,550‌

136,820

Huntsman

Corp

3,274,103‌

23,027

Innospec,

Inc

3,019,761‌

16,300

Kaiser

Aluminum

Corp

1,282,647‌

50,886

Minerals

Technologies,

Inc

3,988,445‌

30,580

Packaging

Corp

of

America

6,112,025‌

44,972

Royal

Gold,

Inc

6,211,533‌

Nuveen

Quant

Small/Mid-Cap

Equity

Fund

July

31,

2024

30

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

MATERIALS—continued

73,088

Ryerson

Holding

Corp

$

1,738,763‌

130,090

Sealed

Air

Corp

4,949,924‌

92,382

(a)

Summit

Materials,

Inc

3,859,720‌

82,337

Worthington

Steel,

Inc

3,282,776‌

TOTAL

MATERIALS

70,329,021‌

MEDIA

&

ENTERTAINMENT

-

1.2%

297,482

(a)

Eventbrite,

Inc

1,454,687‌

190,398

(a)

Integral

Ad

Science

Holding

Corp

1,938,252‌

265,212

(a),(b)

Lions

Gate

Entertainment

Corp

(Class

A)

2,431,994‌

219,270

(a)

Magnite,

Inc

3,188,186‌

12,640

New

York

Times

Co

(Class

A)

677,377‌

202,170

TEGNA,

Inc

3,220,568‌

78,958

(a)

Yelp,

Inc

2,876,440‌

TOTAL

MEDIA

&

ENTERTAINMENT

15,787,504‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

7.3%

248,630

(a)

ADMA

Biologics,

Inc

3,053,176‌

52,870

(a)

Apellis

Pharmaceuticals,

Inc

2,093,652‌

540,500

(a)

BioCryst

Pharmaceuticals,

Inc

3,934,840‌

27,310

(a)

Catalent,

Inc

1,620,575‌

216,441

(a)

Codexis,

Inc

774,859‌

177,100

(a)

Denali

Therapeutics,

Inc

4,315,927‌

282,770

(a)

Elanco

Animal

Health,

Inc

3,687,321‌

117,793

(a)

Exact

Sciences

Corp

5,380,784‌

211,573

(a)

Exelixis,

Inc

4,961,387‌

117,451

(a)

Halozyme

Therapeutics,

Inc

6,490,342‌

94,330

(a)

Intellia

Therapeutics,

Inc

2,472,389‌

63,627

(a)

Intra-Cellular

Therapies,

Inc

5,008,717‌

3,276

(a)

Medpace

Holdings,

Inc

1,253,136‌

30,530

(a)

Mirum

Pharmaceuticals,

Inc

1,237,992‌

116,010

(a)

Myriad

Genetics,

Inc

3,244,800‌

82,627

(a)

Natera,

Inc

8,460,179‌

51,819

(a)

Neurocrine

Biosciences,

Inc

7,336,016‌

77,650

(a)

Nurix

Therapeutics,

Inc

1,698,982‌

135,803

Perrigo

Co

plc

3,839,151‌

46,590

(a)

Praxis

Precision

Medicines,

Inc

2,688,709‌

114,727

(a)

PTC

Therapeutics,

Inc

3,883,509‌

126,403

QIAGEN

NV

5,623,670‌

13,363

(a)

Sarepta

Therapeutics,

Inc

1,900,753‌

78,140

(a)

TG

Therapeutics,

Inc

1,544,046‌

47,020

(a)

Ultragenyx

Pharmaceutical,

Inc

2,116,840‌

14,273

(a)

United

Therapeutics

Corp

4,471,588‌

162,382

(a)

Veracyte,

Inc

3,897,168‌

97,049

(a)

Viridian

Therapeutics,

Inc

1,635,276‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

98,625,784‌

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0.4%

865,780

(a)

Compass,

Inc

3,800,774‌

132,034

(b)

eXp

World

Holdings,

Inc

1,896,009‌

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

5,696,783‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

1.5%

30,490

(a)

Cirrus

Logic,

Inc

3,978,335‌

193,292

(a)

Credo

Technology

Group

Holding

Ltd

5,363,853‌

79,977

(a)

Formfactor,

Inc

4,283,568‌

19,420

(a)

Onto

Innovation,

Inc

3,715,046‌

51,390

Power

Integrations,

Inc

3,753,526‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

21,094,328‌

SOFTWARE

&

SERVICES

-

7.1%

65,450

Amdocs

Ltd

5,724,911‌

19,821

(a)

Appfolio,

Inc

4,389,955‌

47,780

(a)

AppLovin

Corp

3,683,838‌

155,930

(a)

Box,

Inc

4,384,752‌

31

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

SOFTWARE

&

SERVICES—continued

334,160

(a)

CCC

Intelligent

Solutions

Holdings,

Inc

$

3,428,482‌

189,693

Clear

Secure,

Inc

4,049,945‌

44,260

(a)

Commvault

Systems,

Inc

6,765,141‌

101,339

(a)

Dynatrace,

Inc

4,450,809‌

38,874

(a)

Elastic

NV

4,263,311‌

15,140

(a)

Gitlab,

Inc

775,622‌

179,884

(a)

Kyndryl

Holdings,

Inc

4,833,483‌

24,402

(a)

Manhattan

Associates,

Inc

6,231,783‌

76,852

(a),(b)

Marathon

Digital

Holdings,

Inc

1,511,679‌

154,066

(a)

Nutanix,

Inc

7,781,874‌

116,450

(a)

Paycor

HCM,

Inc

1,445,144‌

37,510

Pegasystems,

Inc

2,615,197‌

62,498

(a)

Q2

Holdings,

Inc

4,216,740‌

178,344

(a)

SentinelOne,

Inc

4,084,078‌

103,230

(a)

Smartsheet,

Inc

4,950,911‌

26,877

(a)

SPS

Commerce,

Inc

5,789,843‌

55,700

(a)

Tenable

Holdings,

Inc

2,557,744‌

230,226

(a)

Zeta

Global

Holdings

Corp

4,931,441‌

333,294

(a)

Zuora,

Inc

3,022,977‌

TOTAL

SOFTWARE

&

SERVICES

95,889,660‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

3.5%

167,615

(a)

Arlo

Technologies,

Inc

2,541,043‌

76,246

(a)

Calix,

Inc

3,135,998‌

191,918

(a)

Extreme

Networks,

Inc

2,744,427‌

15,521

(a)

Fabrinet

3,423,312‌

48,649

(a)

Itron,

Inc

5,032,253‌

53,620

Jabil

Inc

6,041,365‌

97,490

Juniper

Networks,

Inc

3,674,398‌

35,987

Napco

Security

Technologies,

Inc

2,008,434‌

3,700

(a)

Plexus

Corp

474,229‌

63,524

(a)

Sanmina

Corp

4,785,263‌

3,845

(a)

Super

Micro

Computer,

Inc

2,697,844‌

46,668

TD

SYNNEX

Corp

5,561,426‌

59,120

(a)

TTM

Technologies,

Inc

1,145,746‌

108,200

Vontier

Corp

4,244,686‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

47,510,424‌

TELECOMMUNICATION

SERVICES

-

0.2%

41,763

(a),(c)

GCI

Liberty,

Inc

418‌

121,260

(a)

Liberty

Global

Ltd

2,363,357‌

TOTAL

TELECOMMUNICATION

SERVICES

2,363,775‌

TRANSPORTATION

-

1.2%

94,596

(a)

GXO

Logistics,

Inc

5,295,484‌

58,144

Hub

Group,

Inc

(Class

A)

2,719,395‌

275,335

(a)

Lyft,

Inc

(Class

A)

3,317,787‌

147,186

(a)

RXO,

Inc

4,667,268‌

TOTAL

TRANSPORTATION

15,999,934‌

UTILITIES

-

2.3%

34,283

Allete,

Inc

2,211,253‌

93,350

Clearway

Energy,

Inc

(Class

A)

2,299,210‌

26,014

MGE

Energy,

Inc

2,285,070‌

40,314

New

Jersey

Resources

Corp

1,884,680‌

136,230

NRG

Energy,

Inc

10,240,409‌

63,940

ONE

Gas,

Inc

4,452,142‌

49,650

Pinnacle

West

Capital

Corp

4,249,544‌

Nuveen

Quant

Small/Mid-Cap

Equity

Fund

July

31,

2024

32

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

UTILITIES—continued

42,958

Vistra

Corp

$

3,403,133‌

TOTAL

UTILITIES

31,025,441‌

TOTAL

COMMON

STOCKS

1,353,597,303‌

(Cost

$1,051,937,856)

TOTAL

LONG-TERM

INVESTMENTS

1,353,597,303‌

(Cost

$1,051,937,856)

PRINCIPAL

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

0.2%

TREASURY

DEBT

-

0.2%

$

2,032,000

United

States

Treasury

Bill

0.000

%

08/06/24

2,030,514‌

TOTAL

TREASURY

DEBT

2,030,514‌

TOTAL

SHORT-TERM

INVESTMENTS

2,030,514‌

(Cost

$2,030,510)

SHARES

EXP

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.5%

7,374,795

(d)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5.310

(e)

7,374,795‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

7,374,795‌

(Cost

$7,374,795)

TOTAL

INVESTMENTS

-

100.5%

1,363,002,612‌

(Cost

$1,061,343,161)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(0.5)%

(7,259,519‌)

NET

ASSETS

-

100.0%

$

1,355,743,093‌

ETF

Exchange

Traded

Fund

REIT

Real

Estate

Investment

Trust

(a)

Non-income

producing

(b)

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$12,857,229.

(c)

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

(d)

Investments

made

with

cash

collateral

received

from

securities

on

loan.

(e)

The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

Portfolio

of

Investments

Nuveen

Large

Cap

Responsible

Equity

Fund

July

31,

2024

33

(Unaudited)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

LONG-TERM

INVESTMENTS

-

99.8%

COMMON

STOCKS

-

99.8%

AUTOMOBILES

&

COMPONENTS

-

2.0%

546,243

(a)

Tesla,

Inc

$

126,766,613‌

TOTAL

AUTOMOBILES

&

COMPONENTS

126,766,613‌

BANKS

-

2.6%

550,190

Citigroup,

Inc

35,696,327‌

588,757

JPMorgan

Chase

&

Co

125,287,490‌

TOTAL

BANKS

160,983,817‌

CAPITAL

GOODS

-

7.1%

58,608

(a)

Axon

Enterprise,

Inc

17,582,986‌

408,354

Carrier

Global

Corp

27,812,991‌

185,094

Caterpillar,

Inc

64,079,543‌

98,799

Deere

&

Co

36,751,252‌

185,498

Eaton

Corp

plc

56,537,935‌

250,803

Emerson

Electric

Co

29,371,539‌

2,220

Fastenal

Co

157,065‌

23,929

Fortive

Corp

1,719,299‌

181,650

Illinois

Tool

Works,

Inc

44,918,412‌

443,361

Ingersoll

Rand,

Inc

44,513,444‌

115,941

Quanta

Services,

Inc

30,768,423‌

16,808

Rockwell

Automation,

Inc

4,683,549‌

47,538

Trane

Technologies

plc

15,891,003‌

38,863

United

Rentals,

Inc

29,423,177‌

32,656

W.W.

Grainger,

Inc

31,898,707‌

68,161

Xylem,

Inc

9,099,494‌

TOTAL

CAPITAL

GOODS

445,208,819‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

1.7%

207,923

Automatic

Data

Processing,

Inc

54,604,738‌

6,914

Broadridge

Financial

Solutions,

Inc

1,479,596‌

773,661

(a)

Copart,

Inc

40,485,680‌

52,931

Paychex,

Inc

6,776,227‌

16,917

Verisk

Analytics,

Inc

4,428,025‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

107,774,266‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

4.0%

293,564

eBay,

Inc

16,325,094‌

65,443

(a)

Etsy,

Inc

4,262,957‌

251,170

Home

Depot,

Inc

92,470,747‌

241,159

Lowe's

Cos,

Inc

59,206,946‌

47,702

Pool

Corp

17,842,456‌

536,869

TJX

Cos,

Inc

60,676,935‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

250,785,135‌

CONSUMER

DURABLES

&

APPAREL

-

0.5%

2,384

(a)

Deckers

Outdoor

Corp

2,199,550‌

88,129

DR

Horton,

Inc

15,857,051‌

46,714

(a)

Lululemon

Athletica,

Inc

12,083,043‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

30,139,644‌

CONSUMER

SERVICES

-

2.7%

15,430

Booking

Holdings,

Inc

57,322,604‌

255,352

McDonald's

Corp

67,770,421‌

438,341

Starbucks

Corp

34,168,681‌

86,881

Yum!

Brands,

Inc

11,540,403‌

TOTAL

CONSUMER

SERVICES

170,802,109‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

1.1%

120,607

(a)

Dollar

Tree,

Inc

12,584,134‌

425,652

Kroger

Co

23,198,034‌

Nuveen

Large

Cap

Responsible

Equity

Fund

July

31,

2024

34

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL—continued

210,539

Target

Corp

$

31,667,171‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

67,449,339‌

ENERGY

-

2.1%

1,249,276

Baker

Hughes

Co

48,371,967‌

569,532

ONEOK,

Inc

47,459,102‌

278,430

Targa

Resources

Corp

37,666,010‌

TOTAL

ENERGY

133,497,079‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

2.5%

151,283

American

Tower

Corp

33,342,773‌

55,246

Equinix,

Inc

43,657,599‌

36,874

Iron

Mountain,

Inc

3,781,798‌

409,081

(b)

Prologis,

Inc

51,564,660‌

240,440

Welltower,

Inc

26,748,950‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

159,095,780‌

FINANCIAL

SERVICES

-

9.3%

249,465

American

Express

Co

63,124,624‌

85,645

Ameriprise

Financial,

Inc

36,833,345‌

345,014

Bank

of

New

York

Mellon

Corp

22,450,061‌

8,606

Discover

Financial

Services

1,239,178‌

12,314

Fidelity

National

Information

Services,

Inc

946,085‌

127,768

Goldman

Sachs

Group,

Inc

65,037,745‌

203,862

Mastercard,

Inc

(Class

A)

94,532,848‌

117,036

Moody's

Corp

53,424,593‌

577,428

Morgan

Stanley

59,596,344‌

120,129

Nasdaq

Stock

Market,

Inc

8,130,331‌

200,000

(c)

Nuveen

ESG

Large-Cap

ETF

8,860,760‌

191,293

(a)

PayPal

Holdings,

Inc

12,583,253‌

132,352

S&P

Global,

Inc

64,154,985‌

367,846

Visa,

Inc

(Class

A)

97,725,647‌

TOTAL

FINANCIAL

SERVICES

588,639,799‌

FOOD,

BEVERAGE

&

TOBACCO

-

3.5%

206,119

Archer-Daniels-Midland

Co

12,781,439‌

1,156,275

Coca-Cola

Co

77,169,793‌

374,661

General

Mills,

Inc

25,154,740‌

205,431

Keurig

Dr

Pepper,

Inc

7,042,175‌

790,709

Kraft

Heinz

Co

27,840,864‌

14,027

Lamb

Weston

Holdings,

Inc

841,901‌

421,326

PepsiCo,

Inc

72,750,360‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

223,581,272‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

5.5%

35,816

AmerisourceBergen

Corp

8,519,910‌

51,905

Cigna

Group

18,097,716‌

150,956

(a)

Cooper

Cos,

Inc

14,088,723‌

307,939

(a)

Edwards

Lifesciences

Corp

19,415,554‌

106,592

Elevance

Health,

Inc

56,710,142‌

99,554

HCA,

Inc

36,143,080‌

57,186

(a)

IDEXX

Laboratories,

Inc

27,227,398‌

67,409

McKesson

Corp

41,592,701‌

49,452

STERIS

plc

11,807,160‌

198,551

UnitedHealth

Group,

Inc

114,397,144‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

347,999,528‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

1.4%

568,238

Procter

&

Gamble

Co

91,349,941‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

91,349,941‌

INSURANCE

-

3.4%

144,844

Hartford

Financial

Services

Group,

Inc

16,066,096‌

259,428

Marsh

&

McLennan

Cos,

Inc

57,740,890‌

271,805

Progressive

Corp

58,198,887‌

356,512

Prudential

Financial,

Inc

44,678,084‌

35

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

INSURANCE—continued

162,598

Travelers

Cos,

Inc

$

35,192,711‌

TOTAL

INSURANCE

211,876,668‌

MATERIALS

-

3.4%

96,297

Avery

Dennison

Corp

20,880,078‌

285,047

Ball

Corp

18,194,550‌

202,660

Ecolab,

Inc

46,751,635‌

411,773

LyondellBasell

Industries

NV

40,954,943‌

1,060,037

Newmont

Goldcorp

Corp

52,016,016‌

153,201

(a)

Smurfit

WestRock

plc

6,869,533‌

201,895

Steel

Dynamics,

Inc

26,896,452‌

TOTAL

MATERIALS

212,563,207‌

MEDIA

&

ENTERTAINMENT

-

5.4%

1,564,707

Comcast

Corp

(Class

A)

64,575,458‌

304,215

Electronic

Arts,

Inc

45,918,212‌

226,823

Fox

Corp

(Class

A)

8,628,347‌

259,819

Fox

Corp

(Class

B)

9,205,387‌

122,597

(a)

NetFlix,

Inc

77,033,825‌

822,779

News

Corp

(Class

A)

22,692,245‌

159,676

Omnicom

Group,

Inc

15,654,635‌

246,168

(a)

Take-Two

Interactive

Software,

Inc

37,055,669‌

658,545

Walt

Disney

Co

61,699,081‌

TOTAL

MEDIA

&

ENTERTAINMENT

342,462,859‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

6.5%

99,462

Agilent

Technologies,

Inc

14,063,927‌

201,945

Amgen,

Inc

67,140,654‌

245,988

Danaher

Corp

68,158,355‌

155,705

Eli

Lilly

&

Co

125,228,860‌

4,499

Gilead

Sciences,

Inc

342,194‌

65,025

(a)

IQVIA

Holdings,

Inc

16,011,106‌

3,157

(a)

Mettler-Toledo

International,

Inc

4,801,892‌

54,100

(a)

Regeneron

Pharmaceuticals,

Inc

58,384,179‌

2,710

(a)

Waters

Corp

911,319‌

23,197

West

Pharmaceutical

Services,

Inc

7,102,225‌

253,414

Zoetis,

Inc

45,624,657‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

407,769,368‌

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0.4%

224,287

(a)

CBRE

Group,

Inc

25,279,388‌

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

25,279,388‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

12.2%

302,228

Applied

Materials,

Inc

64,132,781‌

206,093

(a)

First

Solar,

Inc

44,514,027‌

1,800,461

Intel

Corp

55,346,171‌

60,675

Lam

Research

Corp

55,896,237‌

3,674,167

Nvidia

Corp

429,951,022‌

188,223

NXP

Semiconductors

NV

49,532,765‌

332,686

Texas

Instruments,

Inc

67,804,734‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

767,177,737‌

SOFTWARE

&

SERVICES

-

16.1%

137,153

(a)

Adobe,

Inc

75,660,453‌

63,272

(a)

Ansys,

Inc

19,843,997‌

176,045

(a)

Autodesk,

Inc

43,574,658‌

183,959

(a)

Cadence

Design

Systems,

Inc

49,238,466‌

347,672

International

Business

Machines

Corp

66,801,698‌

103,413

Intuit,

Inc

66,944,406‌

1,101,446

Microsoft

Corp

460,789,934‌

203,985

(a)

PTC,

Inc

36,278,732‌

298,520

Salesforce,

Inc

77,256,976‌

79,354

(a)

ServiceNow,

Inc

64,625,104‌

Nuveen

Large

Cap

Responsible

Equity

Fund

July

31,

2024

36

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

SOFTWARE

&

SERVICES—continued

94,312

(a)

Synopsys,

Inc

$

52,656,276‌

TOTAL

SOFTWARE

&

SERVICES

1,013,670,700‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

2.5%

2,186,028

Hewlett

Packard

Enterprise

Co

43,523,818‌

1,264,859

HP,

Inc

45,648,761‌

276,174

(a)

Keysight

Technologies,

Inc

38,545,605‌

529,871

(a)

Trimble

Inc

28,899,164‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

156,617,348‌

TELECOMMUNICATION

SERVICES

-

1.0%

1,550,081

Verizon

Communications,

Inc

62,809,282‌

TOTAL

TELECOMMUNICATION

SERVICES

62,809,282‌

TRANSPORTATION

-

1.8%

1,164,564

CSX

Corp

40,876,196‌

8,753

Expeditors

International

Washington,

Inc

1,092,549‌

128,738

Old

Dominion

Freight

Line

27,058,153‌

354,621

United

Parcel

Service,

Inc

(Class

B)

46,231,940‌

TOTAL

TRANSPORTATION

115,258,838‌

UTILITIES

-

1.1%

102,911

American

Water

Works

Co,

Inc

14,650,410‌

455,862

Consolidated

Edison,

Inc

44,455,662‌

325,921

Exelon

Corp

12,124,261‌

TOTAL

UTILITIES

71,230,333‌

TOTAL

COMMON

STOCKS

6,290,788,869‌

(Cost

$3,686,625,740)

TOTAL

LONG-TERM

INVESTMENTS

6,290,788,869‌

(Cost

$3,686,625,740)

PRINCIPAL

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

0.2%

GOVERNMENT

AGENCY

DEBT

-

0.1%

$

6,315,000

Federal

Home

Loan

Bank

(FHLB)

0.000

%

08/14/24

6,302,095‌

TOTAL

GOVERNMENT

AGENCY

DEBT

6,302,095‌

REPURCHASE

AGREEMENT

-

0.1%

5,884,000

(d)

Fixed

Income

Clearing

Corporation

5.340

08/01/24

5,884,000‌

TOTAL

REPURCHASE

AGREEMENT

5,884,000‌

TOTAL

SHORT-TERM

INVESTMENTS

12,186,095‌

(Cost

$12,187,051)

SHARES

EXP

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.0%

283,302

(e)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5.310

(f)

283,302‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

283,302‌

(Cost

$283,302)

TOTAL

INVESTMENTS

-

100.0%

6,303,258,266‌

(Cost

$3,699,096,093)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(0.0)%

(208,864‌)

NET

ASSETS

-

100.0%

$

6,303,049,402‌

37

ETF

Exchange

Traded

Fund

(a)

Non-income

producing

(b)

All

or

a

portion

of

these

securities

have

been

segregated

to

cover

margin

requirements

on

open

futures

contracts.

(c)

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$276,129.

(d)

Agreement

with

Fixed

Income

Clearing

Corporation,

5.340%

dated

7/31/24

to

be

repurchased

at

$5,884,873

on

8/1/24,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

4.875%

and

maturity

date

5/31/26,

valued

at

$6,001,844.

(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)

S&P

500

E-Mini

Index

36‌

09/20/24

 $

9,866,791‌

$

10,004,400‌

$

137,609‌

Social

Choice

Low

Carbon

Equity

Fund

July

31,

2024

Portfolio

of

Investments

38

(Unaudited)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

LONG-TERM

INVESTMENTS

-

99.4%

COMMON

STOCKS

-

99.4%

AUTOMOBILES

&

COMPONENTS

-

2

.1

%

18,056

(a)

Modine

Manufacturing

Co

$

2,124,469‌

160,297

(a),(b)

Rivian

Automotive,

Inc

2,630,474‌

83,768

(a)

Tesla,

Inc

19,440,040‌

TOTAL

AUTOMOBILES

&

COMPONENTS

24,194,983‌

BANKS

-

3

.7

%

1,105

Amalgamated

Financial

Corp

35,150‌

339

Camden

National

Corp

14,129‌

132,014

Citigroup,

Inc

8,565,068‌

119

First

Commonwealth

Financial

Corp

2,152‌

5,919

Independent

Bank

Corp

205,330‌

90,774

JPMorgan

Chase

&

Co

19,316,707‌

41,669

PNC

Financial

Services

Group,

Inc

7,546,256‌

1,527

Premier

Financial

Corp

38,694‌

65,064

Regions

Financial

Corp

1,455,482‌

137,130

Truist

Financial

Corp

6,128,340‌

1,445

Univest

Financial

Corp

39,954‌

TOTAL

BANKS

43,347,262‌

CAPITAL

GOODS

-

8

.3

%

58,411

3M

Co

7,450,323‌

17,269

(a)

Axon

Enterprise,

Inc

5,180,873‌

106,453

Carrier

Global

Corp

7,250,514‌

27,337

Caterpillar,

Inc

9,464,069‌

9,355

Curtiss-Wright

Corp

2,756,918‌

20,005

Deere

&

Co

7,441,460‌

27,006

Eaton

Corp

plc

8,231,159‌

271

EMCOR

Group,

Inc

101,744‌

63,462

Emerson

Electric

Co

7,432,035‌

16,418

(a)

Energy

Recovery,

Inc

239,374‌

28,654

Fastenal

Co

2,027,270‌

78,308

Fortive

Corp

5,626,430‌

19,903

(a)

Great

Lakes

Dredge

&

Dock

Corp

187,685‌

29,663

Illinois

Tool

Works,

Inc

7,335,067‌

20,174

Ingersoll

Rand,

Inc

2,025,470‌

7,014

Moog,

Inc

(Class

A)

1,375,445‌

3,920

Owens

Corning,

Inc

730,610‌

6,312

(a)

Proto

Labs,

Inc

219,784‌

24,233

Quanta

Services,

Inc

6,430,953‌

6,567

Rockwell

Automation,

Inc

1,829,895‌

8,806

Trane

Technologies

plc

2,943,670‌

9,356

United

Rentals,

Inc

7,083,428‌

4,248

W.W.

Grainger,

Inc

4,149,489‌

1,778

Xylem,

Inc

237,363‌

TOTAL

CAPITAL

GOODS

97,751,028‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

1

.5

%

6,190

ACCO

Brands

Corp

31,631‌

31,656

Automatic

Data

Processing,

Inc

8,313,499‌

123,150

(a)

Copart,

Inc

6,444,439‌

1,324

Herman

Miller,

Inc

41,070‌

278

ICF

International,

Inc

40,894‌

2,761

(a)

OPENLANE,

Inc

49,367‌

5,558

TransUnion

501,665‌

12,847

Veralto

Corp

1,368,976‌

4,286

Verisk

Analytics,

Inc

1,121,861‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

17,913,402‌

39

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

3

.6

%

1,427

(a)

America's

Car-Mart,

Inc

$

98,820‌

1,632

(a)

Autozone,

Inc

5,114,182‌

10,233

Designer

Brands,

Inc

83,501‌

56,650

eBay,

Inc

3,150,306‌

38,155

Home

Depot,

Inc

14,047,145‌

11

LKQ

Corp

457‌

36,948

Lowe's

Cos,

Inc

9,071,103‌

1,783

(a)

O'Reilly

Automotive,

Inc

2,008,264‌

77,688

TJX

Cos,

Inc

8,780,298‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

42,354,076‌

CONSUMER

DURABLES

&

APPAREL

-

1

.0

%

17,686

DR

Horton,

Inc

3,182,242‌

5

Hasbro,

Inc

322‌

14,807

(a)

Lululemon

Athletica,

Inc

3,829,979‌

3,727

Movado

Group,

Inc

96,529‌

36,246

Pulte

Homes,

Inc

4,784,472‌

9,623

(a)

Sonos,

Inc

129,911‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

12,023,455‌

CONSUMER

SERVICES

-

3

.8

%

2,242

Booking

Holdings,

Inc

8,329,052‌

10,670

(a)

Brinker

International,

Inc

712,863‌

58,390

(a)

DoorDash,

Inc

6,464,941‌

6,086

(a)

European

Wax

Center,

Inc

57,148‌

128

(a)

Frontdoor,

Inc

5,051‌

38,299

McDonald's

Corp

10,164,555‌

10,345

(a)

Royal

Caribbean

Cruises

Ltd

1,621,268‌

5,037

(a)

Shake

Shack,

Inc

441,342‌

96,294

Starbucks

Corp

7,506,117‌

8,722

Wingstop,

Inc

3,260,981‌

46,366

Yum!

Brands,

Inc

6,158,796‌

TOTAL

CONSUMER

SERVICES

44,722,114‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

1

.6

%

5,371

Andersons,

Inc

292,881‌

32,626

(a)

BJ's

Wholesale

Club

Holdings,

Inc

2,869,783‌

19,153

Kroger

Co

1,043,839‌

37,582

(a)

Performance

Food

Group

Co

2,593,158‌

397

Pricesmart,

Inc

36,258‌

24,787

(a)

Sprouts

Farmers

Market,

Inc

2,475,973‌

44,878

Target

Corp

6,750,100‌

10,982

(a)

United

Natural

Foods,

Inc

170,221‌

55,578

(a)

US

Foods

Holding

Corp

3,022,887‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

19,255,100‌

ENERGY

-

2

.7

%

33,822

Archrock,

Inc

701,130‌

176,014

Baker

Hughes

Co

6,815,262‌

15,938

Cactus,

Inc

1,006,007‌

47,636

ChampionX

Corp

1,632,009‌

48,397

(a)

Clean

Energy

Fuels

Corp

137,932‌

7,822

(b)

Core

Laboratories,

Inc

191,561‌

17,371

Delek

US

Holdings,

Inc

413,082‌

10,205

(a)

Dril-Quip,

Inc

176,751‌

5,676

Excelerate

Energy,

Inc

114,258‌

23,720

(a)

Expro

Group

Holdings

NV

550,778‌

52,581

NOV,

Inc

1,094,736‌

24,446

(a)

Oceaneering

International,

Inc

733,869‌

84,965

ONEOK,

Inc

7,080,133‌

41,909

Targa

Resources

Corp

5,669,450‌

106,180

TechnipFMC

plc

3,132,310‌

17,322

(a)

Weatherford

International

plc

2,041,571‌

Social

Choice

Low

Carbon

Equity

Fund

July

31,

2024

40

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

ENERGY—continued

14,539

World

Fuel

Services

Corp

$

406,074‌

TOTAL

ENERGY

31,896,913‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

2

.7

%

37,235

American

Tower

Corp

8,206,594‌

9,601

Equinix,

Inc

7,587,094‌

67,114

(c)

Prologis,

Inc

8,459,720‌

66,468

Welltower,

Inc

7,394,565‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

31,647,973‌

FINANCIAL

SERVICES

-

8

.5

%

35,936

American

Express

Co

9,093,245‌

2,628

Ameriprise

Financial,

Inc

1,130,224‌

54,996

Bank

of

New

York

Mellon

Corp

3,578,590‌

666

Diamond

Hill

Investment

Group,

Inc

106,040‌

28,027

Discover

Financial

Services

4,035,608‌

129

Federal

Agricultural

Mortgage

Corp

(FAMC)

26,602‌

89,801

Fidelity

National

Information

Services,

Inc

6,899,411‌

18,563

Goldman

Sachs

Group,

Inc

9,449,124‌

31,108

Mastercard,

Inc

(Class

A)

14,425,091‌

16,531

Moody's

Corp

7,546,071‌

82,447

Morgan

Stanley

8,509,355‌

113,294

(a)

PayPal

Holdings,

Inc

7,452,479‌

19,290

S&P

Global,

Inc

9,350,442‌

19,202

State

Street

Corp

1,631,594‌

57,138

Visa,

Inc

(Class

A)

15,179,852‌

10,487

(a)

WEX,

Inc

1,923,840‌

TOTAL

FINANCIAL

SERVICES

100,337,568‌

FOOD,

BEVERAGE

&

TOBACCO

-

3

.2

%

1,602

Archer-Daniels-Midland

Co

99,340‌

17,950

Bunge

Global

S.A.

1,888,878‌

172,828

Coca-Cola

Co

11,534,541‌

81,822

General

Mills,

Inc

5,493,529‌

87

(a)

Hain

Celestial

Group,

Inc

673‌

127,363

Keurig

Dr

Pepper,

Inc

4,366,004‌

35,658

Lamb

Weston

Holdings,

Inc

2,140,193‌

11,256

McCormick

&

Co,

Inc

866,825‌

64,577

PepsiCo,

Inc

11,150,511‌

11,352

(a)

Vital

Farms,

Inc

414,234‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

37,954,728‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

5

.5

%

126

(a)

Acadia

Healthcare

Co,

Inc

8,171‌

43

(a)

AMN

Healthcare

Services,

Inc

2,908‌

9,011

(a)

Castle

Biosciences,

Inc

217,435‌

23,113

Cigna

Group

8,058,810‌

8,877

(a)

CryoLife,

Inc

241,011‌

74,719

(a)

Edwards

Lifesciences

Corp

4,711,033‌

16,015

Elevance

Health,

Inc

8,520,460‌

295

Encompass

Health

Corp

27,417‌

20,721

HCA,

Inc

7,522,759‌

6,341

(a)

Hologic,

Inc

517,489‌

12,257

(a)

IDEXX

Laboratories,

Inc

5,835,803‌

1,649

(a)

Insulet

Corp

320,483‌

90

(a)

Integer

Holdings

Corp

10,688‌

5,255

LeMaitre

Vascular,

Inc

456,607‌

62

(a)

LivaNova

plc

3,063‌

12,448

McKesson

Corp

7,680,665‌

8,743

(a)

Nevro

Corp

86,818‌

17,854

(a)

OraSure

Technologies,

Inc

79,986‌

5,698

(a)

Orthofix

Medical,

Inc

91,624‌

8,897

(a)

Penumbra,

Inc

1,486,600‌

586

(a)

RadNet,

Inc

35,014‌

10,364

(a)

SI-BONE,

Inc

157,533‌

41

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES—continued

16,232

(a)

Solventum

Corp

$

955,740‌

10,993

(a)

Treace

Medical

Concepts,

Inc

79,479‌

1,724

(a)

UFP

Technologies,

Inc

554,421‌

30,527

UnitedHealth

Group,

Inc

17,588,436‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

65,250,453‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

1

.2

%

87,893

Procter

&

Gamble

Co

14,129,679‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

14,129,679‌

INSURANCE

-

2

.8

%

37,200

Marsh

&

McLennan

Cos,

Inc

8,279,604‌

6,102

Primerica,

Inc

1,536,301‌

8,968

(a)

ProAssurance

Corp

117,481‌

40,730

Progressive

Corp

8,721,108‌

55,586

Prudential

Financial,

Inc

6,966,037‌

31,532

Travelers

Cos,

Inc

6,824,786‌

TOTAL

INSURANCE

32,445,317‌

MATERIALS

-

2

.6

%

31,378

(a)

Allegheny

Technologies,

Inc

2,124,604‌

75,588

Ball

Corp

4,824,782‌

2,810

(a)

Clearwater

Paper

Corp

155,871‌

34,438

(a)

Coeur

Mining,

Inc

223,503‌

918

Commercial

Metals

Co

55,172‌

81

Compass

Minerals

International,

Inc

1,077‌

30,136

Ecolab,

Inc

6,952,074‌

44,407

Graphic

Packaging

Holding

Co

1,336,651‌

34

Innospec,

Inc

4,459‌

6,388

International

Flavors

&

Fragrances,

Inc

635,478‌

6,031

Koppers

Holdings,

Inc

245,522‌

3,959

Myers

Industries,

Inc

58,989‌

148,106

Newmont

Goldcorp

Corp

7,267,561‌

1,645

Olympic

Steel,

Inc

83,368‌

6,517

PPG

Industries,

Inc

827,529‌

11,700

(a)

Ranpak

Holdings

Corp

84,474‌

16,081

Royal

Gold,

Inc

2,221,108‌

23,934

Steel

Dynamics,

Inc

3,188,487‌

TOTAL

MATERIALS

30,290,709‌

MEDIA

&

ENTERTAINMENT

-

4

.4

%

16,336

(a)

Charter

Communications,

Inc

6,203,106‌

229,495

Comcast

Corp

(Class

A)

9,471,259‌

43,644

Electronic

Arts,

Inc

6,587,625‌

5,935

(a)

Liberty

Media

Corp-Liberty

Formula

One

(Class

C)

479,964‌

5,895

Marcus

Corp

74,218‌

6,347

(a)

MediaAlpha,

Inc

93,111‌

18,977

(a)

NetFlix,

Inc

11,924,198‌

8,330

(a)

Roku,

Inc

484,889‌

36,213

(a)

Take-Two

Interactive

Software,

Inc

5,451,143‌

40,872

(a)

Vimeo,

Inc

164,305‌

96,787

Walt

Disney

Co

9,067,974‌

16,195

(a)

Yelp,

Inc

589,984‌

18,258

(a)

ZipRecruiter,

Inc

167,243‌

73,803

(a)

ZoomInfo

Technologies,

Inc

838,402‌

TOTAL

MEDIA

&

ENTERTAINMENT

51,597,421‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

6

.7

%

22,005

Agilent

Technologies,

Inc

3,111,507‌

17,589

(a)

Alector,

Inc

105,534‌

29,649

Amgen,

Inc

9,857,403‌

9,324

(a)

Arcellx,

Inc

576,316‌

7,981

(a)

Arcturus

Therapeutics

Holdings,

Inc

187,234‌

11,247

(a)

Biogen,

Inc

2,397,860‌

17,715

(a)

Biohaven

Ltd

696,731‌

Social

Choice

Low

Carbon

Equity

Fund

July

31,

2024

42

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES—continued

30,257

Bristol-Myers

Squibb

Co

$

1,439,023‌

9,291

(a)

Cabaletta

Bio,

Inc

65,966‌

6,343

(a),(b)

Cassava

Sciences,

Inc

140,941‌

371

(a)

CryoPort,

Inc

3,424‌

35,974

Danaher

Corp

9,967,676‌

19,998

(a)

Editas

Medicine,

Inc

108,189‌

26,136

Eli

Lilly

&

Co

21,020,401‌

8,601

(a)

Entrada

Therapeutics,

Inc

141,659‌

104,968

Gilead

Sciences,

Inc

7,983,866‌

14,558

(a)

Immunovant,

Inc

423,201‌

10,708

(a)

IQVIA

Holdings,

Inc

2,636,631‌

46,820

(a)

Lyell

Immunopharma,

Inc

75,380‌

7,336

(a),(b)

Phathom

Pharmaceuticals,

Inc

86,712‌

7,788

(a)

Regeneron

Pharmaceuticals,

Inc

8,404,732‌

21,275

(a),(b)

Revance

Therapeutics,

Inc

80,420‌

27,104

(a)

Sana

Biotechnology,

Inc

165,063‌

21,961

(a)

Savara,

Inc

101,021‌

7,756

(a)

Tango

Therapeutics,

Inc

76,397‌

12,814

(a)

Tarsus

Pharmaceuticals,

Inc

311,252‌

11,810

(a)

Theravance

Biopharma,

Inc

119,399‌

3,424

West

Pharmaceutical

Services,

Inc

1,048,326‌

42,934

Zoetis,

Inc

7,729,837‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

79,062,101‌

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0

.4

%

41,029

(a)

CBRE

Group,

Inc

4,624,379‌

4,386

(a)

Tejon

Ranch

Co

83,334‌

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

4,707,713‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

10

.7

%

46,887

Applied

Materials,

Inc

9,949,421‌

18,866

(a)

Cirrus

Logic,

Inc

2,461,635‌

28,622

(a)

First

Solar,

Inc

6,182,066‌

263,932

Intel

Corp

8,113,270‌

9,453

Lam

Research

Corp

8,708,482‌

108,797

Marvell

Technology,

Inc

7,287,223‌

573,642

Nvidia

Corp

67,127,587‌

17,189

(a)

Onto

Innovation,

Inc

3,288,256‌

26,205

(a)

Rambus,

Inc

1,347,985‌

1,540

(a)

Silicon

Laboratories,

Inc

185,000‌

49,512

Texas

Instruments,

Inc

10,091,041‌

19,429

(a)

Veeco

Instruments,

Inc

804,555‌

1,265

(a)

Wolfspeed,

Inc

23,845‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

125,570,366‌

SOFTWARE

&

SERVICES

-

15

.0

%

20,466

(a)

Adobe,

Inc

11,290,069‌

8,492

(a)

Altair

Engineering,

Inc

750,353‌

18,144

(a)

Ansys,

Inc

5,690,503‌

28,673

(a)

Autodesk,

Inc

7,097,141‌

27,425

(a)

Cadence

Design

Systems,

Inc

7,340,576‌

3,686

(a)

Commvault

Systems,

Inc

563,405‌

3,836

(a),(b)

Digimarc

Corp

122,714‌

1,826

Dolby

Laboratories,

Inc

(Class

A)

143,816‌

47,381

(a)

DXC

Technology

Co

963,730‌

11,841

(a)

Elastic

NV

1,298,603‌

9,741

(a)

HubSpot,

Inc

4,841,569‌

4,662

(a)

Intapp,

Inc

167,039‌

6,258

InterDigital,

Inc

768,232‌

51,050

International

Business

Machines

Corp

9,808,747‌

15,240

Intuit,

Inc

9,865,614‌

177,509

Microsoft

Corp

74,260,890‌

85,242

(a)

Nutanix,

Inc

4,305,573‌

43,676

Salesforce,

Inc

11,303,349‌

43

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

SOFTWARE

&

SERVICES—continued

11,852

(a)

ServiceNow,

Inc

$

9,652,150‌

8,929

(a)

SPS

Commerce,

Inc

1,923,485‌

13,285

(a)

Synopsys,

Inc

7,417,281‌

17,108

(a)

Teradata

Corp

554,641‌

30,634

(a)

Workday,

Inc

6,957,594‌

10,561

(a)

Xperi,

Inc

86,283‌

TOTAL

SOFTWARE

&

SERVICES

177,173,357‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

3

.1

%

22,284

Avnet,

Inc

1,197,988‌

7,157

Badger

Meter,

Inc

1,475,487‌

12,476

Benchmark

Electronics,

Inc

597,226‌

35,324

(a)

Ciena

Corp

1,862,988‌

7,536

CTS

Corp

368,360‌

6,465

(a)

ePlus,

Inc

594,263‌

26,785

(a)

Harmonic,

Inc

392,668‌

306,062

Hewlett

Packard

Enterprise

Co

6,093,694‌

175,472

HP,

Inc

6,332,785‌

6,840

(a)

Insight

Enterprises,

Inc

1,535,580‌

7,601

(a)

Itron,

Inc

786,247‌

38,697

(a)

Keysight

Technologies,

Inc

5,400,940‌

7,284

(a)

Kimball

Electronics,

Inc

172,631‌

21,601

(a)

Knowles

Corp

394,650‌

5,528

Littelfuse,

Inc

1,476,584‌

172

(a)

Lumentum

Holdings,

Inc

8,906‌

8,198

Methode

Electronics,

Inc

103,787‌

40,678

(a)

Mirion

Technologies,

Inc

428,746‌

8,531

(a)

Netgear,

Inc

135,472‌

2,868

(a)

Novanta,

Inc

519,624‌

7,569

(a),(b)

PAR

Technology

Corp

383,294‌

6,677

(a)

Plexus

Corp

855,791‌

21,532

(a)

Ribbon

Communications,

Inc

72,994‌

4,212

(a)

Rogers

Corp

514,622‌

60,449

(a)

Trimble

Inc

3,296,889‌

38,167

Vontier

Corp

1,497,291‌

28,457

Xerox

Holdings

Corp

306,340‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

36,805,847‌

TELECOMMUNICATION

SERVICES

-

0

.8

%

2,614

ATN

International,

Inc

77,557‌

21,856

(a)

Consolidated

Communications

Holdings,

Inc

100,538‌

1,277

Iridium

Communications,

Inc

36,650‌

236,658

Verizon

Communications,

Inc

9,589,382‌

TOTAL

TELECOMMUNICATION

SERVICES

9,804,127‌

TRANSPORTATION

-

2

.4

%

205,268

CSX

Corp

7,204,907‌

27,646

Expeditors

International

Washington,

Inc

3,450,774‌

30,868

Old

Dominion

Freight

Line

6,487,836‌

18,009

Union

Pacific

Corp

4,443,360‌

55,826

United

Parcel

Service,

Inc

(Class

B)

7,278,036‌

TOTAL

TRANSPORTATION

28,864,913‌

UTILITIES

-

1

.1

%

67,511

Consolidated

Edison,

Inc

6,583,673‌

50,945

Essential

Utilities,

Inc

2,070,914‌

46,227

Eversource

Energy

3,000,594‌

26,878

Exelon

Corp

999,862‌

TOTAL

UTILITIES

12,655,043‌

TOTAL

COMMON

STOCKS

1,171,755,648‌

(Cost

$814,981,757)

TOTAL

LONG-TERM

INVESTMENTS

1,171,755,648‌

(Cost

$814,981,757)

Social

Choice

Low

Carbon

Equity

Fund

July

31,

2024

44

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCERATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

SHORT-TERM

INVESTMENTS

-

0.6%

GOVERNMENT

AGENCY

DEBT

-

0

.1

%

$

845,000

Federal

Home

Loan

Bank

(FHLB)

0

.000

%

08/14/24

$

843,273‌

TOTAL

GOVERNMENT

AGENCY

DEBT

843,273‌

REPURCHASE

AGREEMENT

-

0

.0

%

63,000

(d)

Fixed

Income

Clearing

Corporation

5

.340

08/01/24

63,000‌

TOTAL

REPURCHASE

AGREEMENT

63,000‌

TREASURY

DEBT

-

0

.5

%

6,000,000

United

States

Treasury

Bill

0

.000

08/06/24

5,995,612‌

TOTAL

TREASURY

DEBT

5,995,612‌

TOTAL

SHORT-TERM

INVESTMENTS

6,901,885‌

(Cost

$6,902,001)

SHARES

EXP

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.0%

677,564

(e)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5

.310

(f)

677,564‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

677,564‌

(Cost

$677,564)

TOTAL

INVESTMENTS

-

100.0%

1,179,335,097‌

(Cost

$822,561,322)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(0.0)%

(

203,929‌

)

NET

ASSETS

-

100.0%

$

1,179,131,168‌

(a)

Non-income

producing

(b)

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$1,774,161.

(c)

All

or

a

portion

of

these

securities

have

been

segregated

to

cover

margin

requirements

on

open

futures

contracts.

(d)

Agreement

with

Fixed

Income

Clearing

Corporation,

5.340%

dated

7/31/24

to

be

repurchased

at

$63,009

on

8/1/24,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

1.625%

and

maturity

date

5/15/26,

valued

at

$64,299.

(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)

S&P

500

E-Mini

Index

26‌

09/20/24

 $

7,225,439‌

$

7,225,400‌

$

(

39‌

)

Portfolio

of

Investments

Emerging

Markets

Equity

Fund

July

31,

2024

45

(Unaudited)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

LONG-TERM

INVESTMENTS

-

98.9%

COMMON

STOCKS

-

98.9%

BRAZIL

-

10

.5

%

6,892,655

Arcos

Dorados

Holdings,

Inc

$

66,583,047‌

15,516,171

(a)

Cia

Brasileira

de

Distribuicao

7,269,583‌

1,869,300

(a)

Embraer

S.A.

14,478,759‌

2,797,000

Itau

Unibanco

Holding

S.A.

16,753,863‌

14,670,300

(a),(b)

Locaweb

Servicos

de

Internet

S.A.

11,412,236‌

1,295,200

Petroleo

Brasileiro

S.A.

(Preference)

8,566,504‌

31,886,011

Raizen

S.A.

16,855,843‌

7,703,341

Sendas

Distribuidora

S.A.

13,374,258‌

2,244,500

Vale

S.A.

24,456,306‌

TOTAL

BRAZIL

179,750,399‌

CHINA

-

23

.3

%

8,768,508

Alibaba

Group

Holding

Ltd

86,284,070‌

2,391,708

(a)

Baidu,

Inc

26,518,304‌

905,373

(a),(c)

Baozun,

Inc

(ADR)

2,145,734‌

1,111,071

BYD

Co

Ltd

37,986,742‌

7,829,840

China

Merchants

Bank

Co

Ltd

(Class

A)

35,442,338‌

971,785

Contemporary

Amperex

Technology

Co

Ltd

25,037,662‌

3,090,227

HUYA,

Inc

(ADR)

13,164,367‌

269,361

(a)

iClick

Interactive

Asia

Group

Ltd

(ADR)

716,500‌

4,404,078

JD.com,

Inc

58,070,400‌

1,248,754

(a)

Li

Auto,

Inc

12,215,575‌

2,882,017

Ping

An

Insurance

Group

Co

of

China

Ltd

(Class

A)

16,980,916‌

1,458,476

Tencent

Holdings

Ltd

67,303,497‌

1,286,517

(a)

Will

Semiconductor

Co

Ltd

18,353,449‌

TOTAL

CHINA

400,219,554‌

COLOMBIA

-

0

.8

%

6,871,593

Almacenes

Exito

S.A.

14,542,218‌

TOTAL

COLOMBIA

14,542,218‌

HONG

KONG

-

2

.2

%

2,135,600

AIA

Group

Ltd

14,284,720‌

22,290

(a),(d)

Asia

Pacific

Investment

Partners

Limited

223‌

434,500

Hong

Kong

Exchanges

and

Clearing

Ltd

12,816,455‌

1,812,362

(a)

Melco

Crown

Entertainment

Ltd

(ADR)

10,348,587‌

TOTAL

HONG

KONG

37,449,985‌

INDIA

-

19

.0

%

1,225,510

Axis

Bank

Ltd

17,119,518‌

26,821,113

Edelweiss

Financial

Services

Ltd

22,443,302‌

2,867,368

HDFC

Bank

Ltd

55,409,756‌

282,708

HDFC

Bank

Ltd

(ADR)

16,965,307‌

1,357,642

Infosys

Technologies

Ltd

30,105,447‌

686,173

Mahindra

&

Mahindra

Ltd

23,885,997‌

2,877,584

Reliance

Industries

Ltd

103,743,865‌

7,225,621

(a)

Reliance

Strategic

Investments

Ltd

28,452,980‌

421,314

Sun

Pharmaceutical

Industries

Ltd

8,665,564‌

1,427,798

Tata

Motors

Ltd

19,774,336‌

TOTAL

INDIA

326,566,072‌

INDONESIA

-

3

.5

%

54,229,500

Astra

International

Tbk

PT

15,764,093‌

111,711,900

Bank

Rakyat

Indonesia

32,143,990‌

72,703,200

Telkom

Indonesia

Persero

Tbk

PT

12,912,410‌

TOTAL

INDONESIA

60,820,493‌

KOREA,

REPUBLIC

OF

-

13

.2

%

298,751

KB

Financial

Group,

Inc

19,313,078‌

48,844

LG

Chem

Ltd

10,984,242‌

Emerging

Markets

Equity

Fund

July

31,

2024

46

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

KOREA,

REPUBLIC

OF—continued

170,357

Naver

Corp

$

21,727,743‌

170,133

Samsung

Electro-Mechanics

Co

Ltd

19,888,962‌

2,086,716

Samsung

Electronics

Co

Ltd

128,671,539‌

61,003

Samsung

SDI

Co

Ltd

14,343,590‌

252,057

Shinhan

Financial

Group

Co

Ltd

11,085,698‌

TOTAL

KOREA,

REPUBLIC

OF

226,014,852‌

MACAU

-

1

.0

%

23,702,500

(c)

Wynn

Macau

Ltd

17,508,924‌

TOTAL

MACAU

17,508,924‌

MEXICO

-

2

.3

%

297,489

Fomento

Economico

Mexicano

SAB

de

C.V.

(ADR)

32,798,162‌

3,008,105

(c)

Grupo

Televisa

SAB

(ADR)

6,557,669‌

TOTAL

MEXICO

39,355,831‌

SAUDI

ARABIA

-

4

.0

%

1,425,743

Al

Rajhi

Bank

32,508,051‌

4,864,308

(b)

Saudi

Arabian

Oil

Co

35,785,861‌

TOTAL

SAUDI

ARABIA

68,293,912‌

SOUTH

AFRICA

-

3

.9

%

529,953

Anglo

American

plc

16,066,224‌

190,498

Aspen

Pharmacare

Holdings

Ltd

2,634,390‌

146,017

Capitec

Bank

Holdings

Ltd

22,772,219‌

133,186

Naspers

Ltd

25,757,532‌

TOTAL

SOUTH

AFRICA

67,230,365‌

TAIWAN

-

13

.5

%

4,015,701

E

Ink

Holdings,

Inc

33,134,094‌

335,000

MediaTek,

Inc

12,758,515‌

6,388,400

Taiwan

Semiconductor

Manufacturing

Co

Ltd

186,357,864‌

TOTAL

TAIWAN

232,250,473‌

THAILAND

-

0

.7

%

3,099,200

Kasikornbank

PCL

-

NVDR

11,448,070‌

TOTAL

THAILAND

11,448,070‌

UNITED

STATES

-

1

.0

%

369,359

Newmont

Goldcorp

Corp

18,124,446‌

TOTAL

UNITED

STATES

18,124,446‌

TOTAL

COMMON

STOCKS

1,699,575,594‌

(Cost

$1,581,234,810)

TOTAL

LONG-TERM

INVESTMENTS

1,699,575,594‌

(Cost

$1,581,234,810)

RATE

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.1%

1,162,553

(e)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5

.310

%

(f)

1,162,553‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

1,162,553‌

(Cost

$1,162,553)

TOTAL

INVESTMENTS

-

99.0%

1,700,738,147‌

(Cost

$1,582,397,363)

OTHER

ASSETS

&

LIABILITIES,

NET

-

1.0%

16,773,834‌

NET

ASSETS

-

100.0%

$

1,717,511,981‌

ADR

American

Depositary

Receipt

NVDR

Non

Voting

Depositary

Receipt

47

(a)

Non-income

producing

(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

$47,198,097

or

2.8%

of

Total

Investments.

(c)

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$7,362,046.

(d)

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

(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.

Nuveen

International

Equity

Fund

July

31,

2024

Portfolio

of

Investments

48

(Unaudited)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

LONG-TERM

INVESTMENTS

-

99.5%

COMMON

STOCKS

-

99.5%

AUSTRALIA

-

5

.8

%

4,145,279

BHP

Billiton

Ltd

$

115,134,894‌

1,529,232

Commonwealth

Bank

of

Australia

137,799,254‌

20,557,799

Glencore

plc

114,071,884‌

1,855,782

Woodside

Energy

Group

Ltd

33,654,245‌

TOTAL

AUSTRALIA

400,660,277‌

BRAZIL

-

0

.9

%

10,614,600

Itau

Unibanco

Holding

S.A.

63,580,819‌

TOTAL

BRAZIL

63,580,819‌

DENMARK

-

6

.6

%

529,126

DSV

AS

97,065,314‌

2,734,442

Novo

Nordisk

A.S.

362,294,110‌

TOTAL

DENMARK

459,359,424‌

FINLAND

-

1

.2

%

7,148,922

Nordea

Bank

AB

publ

83,654,792‌

TOTAL

FINLAND

83,654,792‌

FRANCE

-

10

.6

%

1,140,178

Airbus

SE

172,539,246‌

694,933

BNP

Paribas

S.A.

47,612,444‌

758,680

Compagnie

de

Saint-Gobain

65,083,921‌

596,782

Essilor

International

S.A.

136,567,391‌

173,261

Kering

53,214,992‌

107,139

LVMH

Moet

Hennessy

Louis

Vuitton

S.A.

75,571,801‌

1,562,971

Total

S.A.

105,447,856‌

703,428

Vinci

S.A.

80,273,749‌

TOTAL

FRANCE

736,311,400‌

GERMANY

-

6

.3

%

1,380,861

Deutsche

Post

AG.

61,594,039‌

656,413

HeidelbergCement

AG.

68,384,567‌

2,757,966

Infineon

Technologies

AG.

95,806,606‌

1,800,114

RWE

AG.

67,181,877‌

787,599

Siemens

AG.

144,207,000‌

TOTAL

GERMANY

437,174,089‌

INDIA

-

1

.4

%

463,514

HDFC

Bank

Ltd

(ADR)

27,815,475‌

939,539

Reliance

Industries

Ltd

33,872,654‌

9,474,665

(a)

Reliance

Strategic

Investments

Ltd

37,309,243‌

TOTAL

INDIA

98,997,372‌

INDONESIA

-

0

.3

%

83,949,195

Bank

Rakyat

Indonesia

24,155,547‌

TOTAL

INDONESIA

24,155,547‌

ITALY

-

2

.0

%

7,159,077

Enel

S.p.A.

51,109,897‌

1,422,545

Moncler

S.p.A

84,820,757‌

TOTAL

ITALY

135,930,654‌

JAPAN

-

25

.8

%

1,962,500

Advantest

Corp

86,862,927‌

4,877,570

Daiichi

Sankyo

Co

Ltd

198,652,028‌

9,980,410

(a)

Hitachi

Ltd

215,643,353‌

16,890,689

Mitsubishi

UFJ

Financial

Group,

Inc

195,093,377‌

2,707,101

Nintendo

Co

Ltd

149,590,041‌

1,698,300

Oriental

Land

Co

Ltd

48,621,484‌

3,121,314

ORIX

Corp

75,503,461‌

49

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

JAPAN—continued

2,304,567

Recruit

Holdings

Co

Ltd

$

132,151,457‌

2,366,100

SBI

Holdings,

Inc

61,503,543‌

1,517,967

Sony

Corp

134,823,696‌

4,546,800

Sumco

Corp

74,751,158‌

3,236,514

Sumitomo

Mitsui

Financial

Group,

Inc

233,718,127‌

9,879,348

(a)

Toyota

Motor

Corp

189,789,735‌

TOTAL

JAPAN

1,796,704,387‌

KOREA,

REPUBLIC

OF

-

1

.6

%

1,751,400

Samsung

Electronics

Co

Ltd

107,995,210‌

TOTAL

KOREA,

REPUBLIC

OF

107,995,210‌

MEXICO

-

0

.8

%

316,652

Fomento

Economico

Mexicano

SAB

de

C.V.

(ADR)

34,910,883‌

3,130,000

Grupo

Financiero

Banorte

S.A.

de

C.V.

23,454,420‌

TOTAL

MEXICO

58,365,303‌

NETHERLANDS

-

6

.7

%

163,699

ASML

Holding

NV

152,431,812‌

1,043,287

Heineken

NV

92,582,071‌

7,651,250

ING

Groep

NV

138,877,407‌

21,050,666

Koninklijke

KPN

NV

82,943,499‌

TOTAL

NETHERLANDS

466,834,789‌

NORWAY

-

0

.1

%

377,806

Equinor

ASA

10,004,377‌

TOTAL

NORWAY

10,004,377‌

SPAIN

-

3

.4

%

13,587,277

Banco

Bilbao

Vizcaya

Argentaria

S.A.

142,411,125‌

19,628,567

Banco

Santander

S.A.

94,691,100‌

TOTAL

SPAIN

237,102,225‌

SWITZERLAND

-

4

.9

%

102,988

Lonza

Group

AG.

68,580,653‌

1,565,559

Novartis

AG.

174,759,945‌

182,896

Zurich

Insurance

Group

AG

100,550,757‌

TOTAL

SWITZERLAND

343,891,355‌

TAIWAN

-

2

.0

%

842,046

Taiwan

Semiconductor

Manufacturing

Co

Ltd

(ADR)

139,611,227‌

TOTAL

TAIWAN

139,611,227‌

UNITED

KINGDOM

-

6

.6

%

1,499,397

Ashtead

Group

plc

108,207,584‌

1,285,943

AstraZeneca

plc

204,298,759‌

2,365,097

Unilever

plc

145,346,267‌

TOTAL

UNITED

KINGDOM

457,852,610‌

UNITED

STATES

-

12

.5

%

17,383,169

BP

plc

102,753,835‌

1,866,524

CRH

plc

159,961,107‌

30,133,592

Haleon

plc

135,161,272‌

297,100

Linde

plc

134,734,850‌

514,049

Nestle

S.A.

52,069,356‌

5,880,717

Shell

plc

214,433,762‌

1,544,856

(a)

Smurfit

WestRock

plc

69,271,343‌

TOTAL

UNITED

STATES

868,385,525‌

TOTAL

COMMON

STOCKS

6,926,571,382‌

(Cost

$4,777,475,603)

TOTAL

LONG-TERM

INVESTMENTS

6,926,571,382‌

(Cost

$4,777,475,603)

Nuveen

International

Equity

Fund

July

31,

2024

50

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCERATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

SHORT-TERM

INVESTMENTS

-

0.5%

GOVERNMENT

AGENCY

DEBT

-

0

.0

%

$

101,000

Tennessee

Valley

Authority

(TVA)

0

.000

%

08/14/24

$

100,793‌

TOTAL

GOVERNMENT

AGENCY

DEBT

100,793‌

REPURCHASE

AGREEMENT

-

0

.5

%

35,483,000

(b)

Fixed

Income

Clearing

Corporation

5

.340

08/01/24

35,483,000‌

TOTAL

REPURCHASE

AGREEMENT

35,483,000‌

TOTAL

SHORT-TERM

INVESTMENTS

35,583,793‌

(Cost

$35,583,807)

TOTAL

INVESTMENTS

-

100.0%

6,962,155,175‌

(Cost

$4,813,059,410)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(0.0)%

(

449,027‌

)

NET

ASSETS

-

100.0%

$

6,961,706,148‌

ADR

American

Depositary

Receipt

(a)

Non-income

producing

(b)

Agreement

with

Fixed

Income

Clearing

Corporation,

5.340%

dated

7/31/24

to

be

repurchased

at

$35,488,263

on

8/1/24,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

4.875%

and

maturity

date

4/30/26,

valued

at

$36,192,807.

Portfolio

of

Investments

Nuveen

International

Opportunities

Fund

July

31,

2024

51

(Unaudited)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

LONG-TERM

INVESTMENTS

-

98.0%

COMMON

STOCKS

-

98.0%

AUSTRALIA

-

2

.2

%

1,767,689

Australia

&

New

Zealand

Banking

Group

Ltd

$

33,630,352‌

561,039

Mineral

Resources

Ltd

20,064,308‌

TOTAL

AUSTRALIA

53,694,660‌

BRAZIL

-

5

.0

%

4,087,500

Itau

Unibanco

Holding

S.A.

24,483,880‌

3,093,932

(a)

NU

Holdings

Ltd

37,529,395‌

1,548,775

(a)

Pagseguro

Digital

Ltd

19,793,344‌

2,655,300

Petro

Rio

S.A.

22,557,246‌

1,505,855

(a)

StoneCo

Ltd

19,756,818‌

TOTAL

BRAZIL

124,120,683‌

CANADA

-

10

.9

%

717,365

Alimentation

Couche-Tard,

Inc

44,221,878‌

279,558

(b)

Bank

of

Montreal

23,579,132‌

711,171

Cameco

Corp

32,368,801‌

544,524

Dollarama,

Inc

51,046,783‌

1,152,197

(a),(b)

Lightspeed

Commerce,

Inc

15,430,502‌

3,086,658

(a),(b)

NexGen

Energy

Ltd

20,568,032‌

921,152

Parex

Resources,

Inc

13,817,447‌

551,459

(a)

Shopify,

Inc

(Class

A)

33,774,942‌

846,253

Suncor

Energy,

Inc

33,797,407‌

TOTAL

CANADA

268,604,924‌

CHINA

-

4

.4

%

2,356,107

JD.com,

Inc

31,066,679‌

1,172,600

Tencent

Holdings

Ltd

54,111,332‌

1,680,649

Tencent

Music

Entertainment

Group

(ADR)

23,831,603‌

TOTAL

CHINA

109,009,614‌

DENMARK

-

4

.9

%

205,162

Carlsberg

AS

(Class

B)

24,774,736‌

622,363

Novo

Nordisk

A.S.

82,458,670‌

97,437

(a)

Zealand

Pharma

AS

13,126,829‌

TOTAL

DENMARK

120,360,235‌

FRANCE

-

4

.5

%

152,737

Essilor

International

S.A.

34,952,284‌

77,467

L'Oreal

S.A.

33,500,406‌

58,810

LVMH

Moet

Hennessy

Louis

Vuitton

S.A.

41,482,351‌

TOTAL

FRANCE

109,935,041‌

GERMANY

-

3

.7

%

228,509

Beiersdorf

AG.

33,167,400‌

164,525

Deutsche

Boerse

AG.

33,689,527‌

316,287

Dr

ING

hc

F

Porsche

AG.

23,816,634‌

TOTAL

GERMANY

90,673,561‌

INDIA

-

2

.6

%

946,652

Axis

Bank

Ltd

13,224,067‌

411,768

(c)

LTIMindtree

Ltd

27,897,870‌

5,857,167

(a)

Reliance

Strategic

Investments

Ltd

23,064,295‌

TOTAL

INDIA

64,186,232‌

INDONESIA

-

1

.0

%

86,868,400

Bank

Rakyat

Indonesia

24,995,519‌

TOTAL

INDONESIA

24,995,519‌

IRELAND

-

0

.5

%

375,292

Keywords

Studios

plc

11,521,067‌

TOTAL

IRELAND

11,521,067‌

Nuveen

International

Opportunities

Fund

July

31,

2024

52

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

ITALY

-

4

.5

%

734,877

Amplifon

S.p.A.

$

23,339,986‌

2,626,022

Davide

Campari-Milano

NV

23,682,705‌

91,218

Ferrari

NV

37,542,829‌

461,797

Moncler

S.p.A

27,535,136‌

TOTAL

ITALY

112,100,656‌

JAPAN

-

11

.5

%

97,400

Disco

Corp

32,570,224‌

241,800

(a)

Hoya

Corp

30,297,717‌

2,445,300

(b)

MonotaRO

Co

Ltd

34,567,490‌

1,448,100

Murata

Manufacturing

Co

Ltd

32,217,291‌

759,300

Recruit

Holdings

Co

Ltd

43,540,761‌

809,700

Shin-Etsu

Chemical

Co

Ltd

35,975,516‌

39,000

SMC

Corp

18,976,042‌

981,700

TechnoPro

Holdings,

Inc

18,877,097‌

178,600

Tokyo

Electron

Ltd

37,371,577‌

TOTAL

JAPAN

284,393,715‌

LUXEMBOURG

-

1

.4

%

594,760

(a)

BK

LC

Lux

Finco

2

Sarl

35,156,263‌

TOTAL

LUXEMBOURG

35,156,263‌

NETHERLANDS

-

6

.1

%

18,806

(a),(c)

Adyen

NV

23,004,216‌

79,627

ASML

Holding

NV

74,146,378‌

2,964,054

ING

Groep

NV

53,800,377‌

TOTAL

NETHERLANDS

150,950,971‌

NORWAY

-

1

.9

%

976,076

Aker

BP

ASA

23,634,894‌

906,566

Equinor

ASA

24,006,045‌

TOTAL

NORWAY

47,640,939‌

PHILIPPINES

-

0

.9

%

7,992,434

BDO

Unibank,

Inc

18,800,554‌

5,869,880

Robinsons

Retail

Holdings,

Inc

3,619,938‌

TOTAL

PHILIPPINES

22,420,492‌

PORTUGAL

-

0

.8

%

1,065,794

Jeronimo

Martins

SGPS

S.A.

18,628,306‌

TOTAL

PORTUGAL

18,628,306‌

SPAIN

-

1

.1

%

393,179

Amadeus

IT

Holding

S.A.

25,895,093‌

142,139

(a),(b),(d)

Let's

GOWEX

S.A.

1,538‌

TOTAL

SPAIN

25,896,631‌

SWEDEN

-

0

.8

%

197,224

(c)

Evolution

AB

19,104,940‌

TOTAL

SWEDEN

19,104,940‌

SWITZERLAND

-

5

.7

%

312,650

(a)

Galderma

Group

AG.

24,609,500‌

6,130

Givaudan

S.A.

30,074,114‌

74,340

Lonza

Group

AG.

49,503,687‌

867,359

(a)

On

Holding

AG.

35,926,010‌

TOTAL

SWITZERLAND

140,113,311‌

TAIWAN

-

7

.1

%

273,000

Alchip

Technologies

Ltd

22,235,621‌

1,281,000

Eclat

Textile

Co

Ltd

20,805,219‌

3,667,000

Taiwan

Semiconductor

Manufacturing

Co

Ltd

106,971,118‌

392,000

Wiwynn

Corp

24,846,523‌

TOTAL

TAIWAN

174,858,481‌

UNITED

KINGDOM

-

7

.7

%

781,329

Ashtead

Group

plc

56,386,483‌

1,871,027

Beazley

plc

16,445,399‌

53

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

UNITED

KINGDOM—continued

1,082,864

Compass

Group

plc

$

33,346,805‌

737,259

Fevertree

Drinks

plc

8,743,303‌

174,489

(a)

Flutter

Entertainment

plc

34,514,927‌

450,165

RELX

plc

21,246,656‌

8,564,778

Tritax

Big

Box

REIT

plc

18,205,057‌

TOTAL

UNITED

KINGDOM

188,888,630‌

UNITED

STATES

-

8

.8

%

203,747

(a)

ARM

Holdings

plc

(ADR)

29,374,205‌

480,518

CRH

plc

41,180,392‌

173,691

Ferguson

plc

38,358,126‌

81,074

Linde

plc

36,767,059‌

74,846

(a)

Lululemon

Athletica,

Inc

19,359,666‌

66,780

Roche

Holding

AG.

21,620,652‌

686,571

(a)

Smurfit

WestRock

plc

30,785,844‌

TOTAL

UNITED

STATES

217,445,944‌

TOTAL

COMMON

STOCKS

2,414,700,815‌

(Cost

$1,750,750,067)

TOTAL

LONG-TERM

INVESTMENTS

2,414,700,815‌

(Cost

$1,750,750,067)

PRINCIPAL

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

1.8%

GOVERNMENT

AGENCY

DEBT

-

0

.4

%

$

10,000,000

Tennessee

Valley

Authority

(TVA)

0

.000

%

08/14/24

9,979,564‌

TOTAL

GOVERNMENT

AGENCY

DEBT

9,979,564‌

TREASURY

DEBT

-

1

.4

%

7,917,000

United

States

Treasury

Bill

0

.000

08/06/24

7,911,210‌

10,000,000

United

States

Treasury

Bill

0

.000

08/27/24

9,961,845‌

5,000,000

United

States

Treasury

Bill

0

.000

09/24/24

4,960,588‌

12,500,000

United

States

Treasury

Bill

0

.000

10/17/24

12,362,322‌

TOTAL

TREASURY

DEBT

35,195,965‌

TOTAL

SHORT-TERM

INVESTMENTS

45,175,529‌

(Cost

$45,175,762)

SHARES

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

1.0%

23,682,944

(e)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5

.310

(f)

23,682,944‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

23,682,944‌

(Cost

$23,682,944)

TOTAL

INVESTMENTS

-

100.8%

2,483,559,288‌

(Cost

$1,819,608,773)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(0.8)%

(

20,267,553‌

)

NET

ASSETS

-

100.0%

$

2,463,291,735‌

ADR

American

Depositary

Receipt

REIT

Real

Estate

Investment

Trust

(a)

Non-income

producing

(b)

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$35,346,910.

(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

$70,007,026

or

2.8%

of

Total

Investments.

(d)

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

(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.

Nuveen

Quant

International

Small

Cap

Equity

Fund

July

31,

2024

Portfolio

of

Investments

54

(Unaudited)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

LONG-TERM

INVESTMENTS

-

100.1%

COMMON

STOCKS

-

100.1%

AUSTRALIA

-

6.1%

1,514,717

Abacus

Property

Group

$

1,094,507‌

521,609

Accent

Group

Ltd

748,867‌

1,110,268

AGL

Energy

Ltd

7,547,390‌

235,145

AUB

Group

Ltd

4,968,773‌

628,081

Austal

Ltd

1,078,323‌

229,325

Challenger

Financial

Services

Group

Ltd

1,056,945‌

1,644,950

Deterra

Royalties

Ltd

4,300,687‌

612,780

Growthpoint

Properties

Australia

Ltd

936,272‌

211,671

(a)

Johns

Lyng

Group

Ltd

826,956‌

1,530,167

Macquarie

CountryWide

Trust

3,501,053‌

403,598

Netwealth

Group

Ltd

6,273,024‌

2,294,754

OceanaGold

Corp

5,651,080‌

843,592

oOh!media

Ltd

801,294‌

3,234,466

Perenti

Ltd

2,226,769‌

4,558,310

Perseus

Mining

Ltd

7,594,989‌

201,594

Premier

Investments

Ltd

4,383,212‌

1,693,515

Steadfast

Group

Ltd

7,188,778‌

8,103,039

TABCORP

Holdings

Ltd

3,428,547‌

565,394

Technology

One

Ltd

7,637,604‌

2,538,874

(b)

Viva

Energy

Group

Ltd

5,415,803‌

35,504

Whitehaven

Coal

Ltd

179,241‌

TOTAL

AUSTRALIA

76,840,114‌

AUSTRIA

-

0.0%

6,713

Vienna

Insurance

Group

AG

Wiener

Versicherung

Gruppe

216,218‌

TOTAL

AUSTRIA

216,218‌

BELGIUM

-

0.8%

110,534

Colruyt

S.A.

5,301,994‌

63,067

Fagron

NV

1,297,720‌

403,582

Proximus

plc

2,918,756‌

9,812

(b),(c)

X-Fab

Silicon

Foundries

SE

62,865‌

864

(b),(c)

X-Fab

Silicon

Foundries

SE

5,527‌

TOTAL

BELGIUM

9,586,862‌

BERMUDA

-

0.0%

35,103

Cool

Co

Ltd

427,905‌

TOTAL

BERMUDA

427,905‌

BRAZIL

-

1.9%

1,616,000

Auren

Energia

S.A.

3,394,196‌

828,438

(c)

C&A

Modas

Ltd

1,236,180‌

1,149,700

(c)

Embraer

S.A.

8,905,060‌

353,124

(c)

Karoon

Energy

Ltd

428,219‌

4,649,600

(b),(c)

Locaweb

Servicos

de

Internet

S.A.

3,616,991‌

4,681,862

Marcopolo

S.A.

5,024,425‌

307,800

Odontoprev

S.A.

616,019‌

261,100

Schulz

S.A.

291,283‌

TOTAL

BRAZIL

23,512,373‌

CANADA

-

5.5%

77,194

ADENTRA,

Inc

2,441,648‌

111,998

Badger

Infrastructure

Solutions

Ltd

3,163,671‌

22,403

(a)

Brookfield

Infrastructure

Corp

872,332‌

44,161

Brookfield

Reinsurance

Ltd

2,150,076‌

84,466

Canaccord

Financial,

Inc

575,077‌

301,974

(c)

Canfor

Corp

3,464,504‌

99,120

(a)

Cardinal

Energy

Ltd

493,213‌

161,588

(c)

Celestica,

Inc

8,474,695‌

55

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CANADA—continued

64,771

CI

Financial

Corp

$

782,985‌

1,371,820

(a)

Converge

Technology

Solutions

Corp

4,183,075‌

78,361

Crombie

REIT

774,160‌

155,178

(a),(c)

dentalcorp

Holdings

Ltd

893,539‌

3,003

(a)

Evertz

Technologies

Ltd

28,058‌

5,671

Hammond

Power

Solutions,

Inc

490,187‌

73,255

(a)

Innergex

Renewable

Energy,

Inc

503,524‌

408,292

Killam

Apartment

REIT

5,479,775‌

8,342

(c)

Kinaxis,

Inc

1,026,308‌

68,861

(a)

Martinrea

International,

Inc

567,586‌

9,685

Morguard

North

American

Residential

REIT

116,797‌

220,564

Primaris

REIT

2,175,846‌

124,990

(a)

Savaria

Corp

1,763,521‌

184,962

(a)

Sienna

Senior

Living,

Inc

2,079,173‌

227,096

Slate

Grocery

REIT

1,959,014‌

313,946

SmartCentres

REIT

5,452,812‌

118,351

Sprott,

Inc

5,274,427‌

809,461

(a)

Superior

Plus

Corp

4,678,593‌

140,529

(a)

Topaz

Energy

Corp

2,645,383‌

1,470,247

Trican

Well

Service

Ltd

5,367,070‌

9,254

(c)

Trisura

Group

Ltd

309,528‌

33,220

Westshore

Terminals

Investment

Corp

557,015‌

20,058

Winpak

Ltd

690,949‌

TOTAL

CANADA

69,434,541‌

CHINA

-

2.8%

2,545,000

(c)

ANE

Cayman,

Inc

2,397,486‌

348,040

China

Education

Group

Holdings

Ltd

180,249‌

1,376,000

China

Foods

Ltd

479,047‌

2,626,000

(b)

China

New

Higher

Education

Group

Ltd

664,489‌

5,554,000

China

Resources

Cement

Holdings

Ltd

1,277,422‌

660,000

China

Shineway

Pharmaceutical

Group

Ltd

679,856‌

1,925,749

China

XLX

Fertiliser

Ltd

883,668‌

4,565,760

(a),(c),(d)

China

Zhongwang

Holdings

Ltd

5,844‌

7,544,000

Citic

Resources

Holdings

Ltd

376,580‌

1,418,000

COSCO

SHIPPING

International

Hong

Kong

Co

Ltd

670,840‌

2,210,000

(b)

Greentown

Management

Holdings

Co

Ltd

1,262,739‌

2,412,000

Harbin

Power

Equipment

779,709‌

754,000

JNBY

Design

Ltd

1,231,098‌

1,308,000

Kinetic

Development

Group

Ltd

179,136‌

12,960,000

(a),(c)

Kingsoft

Cloud

Holdings

Ltd

2,354,817‌

6,243,000

Lonking

Holdings

Ltd

1,227,744‌

596,000

(a),(b),(c)

Mobvista,

Inc

146,291‌

155,600

Sasseur

REIT

78,147‌

333,000

Shanghai

Industrial

Holdings

Ltd

496,773‌

8,976,000

Shougang

Fushan

Resources

Group

Ltd

3,155,995‌

11,719,000

Sihuan

Pharmaceutical

Holdings

Group

Ltd

795,571‌

2,524,000

Sinopec

Engineering

Group

Co

Ltd

1,608,826‌

2,406,000

Sinopec

Kantons

Holdings

Ltd

1,307,761‌

2,315,000

TCL

Electronics

Holdings

Ltd

1,532,696‌

1,397,000

Xinhua

Winshare

Publishing

and

Media

Co

Ltd

1,681,297‌

4,695,100

Yangzijiang

Shipbuilding

Holdings

Ltd

9,466,543‌

TOTAL

CHINA

34,920,624‌

COLOMBIA

-

0.0%

101,124

Frontera

Energy

Corp

569,104‌

TOTAL

COLOMBIA

569,104‌

DENMARK

-

1.4%

1,697,724

Alm

Brand

AS

3,238,851‌

89,829

Cementir

Holding

NV

1,013,041‌

117,743

D/S

Norden

5,093,259‌

491,783

H

Lundbeck

A.S.

3,076,764‌

43,050

(b)

Scandinavian

Tobacco

Group

A.S.

630,573‌

Nuveen

Quant

International

Small

Cap

Equity

Fund

July

31,

2024

56

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

DENMARK—continued

110,572

Spar

Nord

Bank

A.S.

$

2,255,016‌

50,376

Sydbank

AS

2,715,884‌

TOTAL

DENMARK

18,023,388‌

EGYPT

-

0.1%

908,849

Abou

Kir

Fertilizers

&

Chemical

Industries

1,160,336‌

TOTAL

EGYPT

1,160,336‌

FINLAND

-

0.5%

1,278,618

Mandatum

Holding

Oy

5,921,953‌

TOTAL

FINLAND

5,921,953‌

FRANCE

-

1.5%

8,100

Aubay

320,654‌

13,435

Cie

des

Alpes

192,371‌

119,039

Cie

Plastic

Omnium

SA

1,247,998‌

97,600

Elis

S.A.

2,257,033‌

6,035

Esso

SA

Francaise

949,453‌

8,718

Societe

BIC

S.A.

546,981‌

104,833

Societe

Television

Francaise

1

922,446‌

223,691

SPIE

S.A.

8,646,752‌

126,774

(c)

Ubisoft

Entertainment

2,604,371‌

33,195

Vicat

S.A.

1,154,382‌

TOTAL

FRANCE

18,842,441‌

GEORGIA

-

0.2%

502

Bank

of

Georgia

Group

plc

29,512‌

63,527

TBC

Bank

Group

plc

2,531,682‌

TOTAL

GEORGIA

2,561,194‌

GERMANY

-

2.8%

66,664

Bilfinger

Berger

AG.

3,737,534‌

157,065

(c)

Ceconomy

AG

473,738‌

3,421

Cewe

Stiftung

&

Co

KGAA

366,284‌

5,209

Datagroup

SE

236,404‌

180,574

Hensoldt

AG.

6,681,449‌

10,106

Hornbach

Holding

AG.

&

Co

KGaA

828,333‌

107,273

(a)

Hugo

Boss

AG.

4,263,079‌

30,952

(c)

Ionos

SE

817,664‌

159,848

KION

Group

AG.

6,321,962‌

46,943

(b),(c)

Montana

Aerospace

AG.

998,818‌

401,551

(b),(c)

TeamViewer

SE

5,415,691‌

818,407

(c)

TUI

AG.

5,277,778‌

44,482

Wacker

Construction

Equipment

AG.

692,399‌

TOTAL

GERMANY

36,111,133‌

GREECE

-

0.1%

101,728

Hellenic

Petroleum

S.A.

814,794‌

278,535

Holding

CO

ADMIE

IPTO

S.A.

680,072‌

4,968

Sarantis

S.A.

59,036‌

TOTAL

GREECE

1,553,902‌

HONG

KONG

-

0.3%

334,000

Cafe

de

Coral

Holdings

Ltd

344,064‌

2,168,000

Digital

China

Holdings

Ltd

885,239‌

551,000

Luk

Fook

Holdings

International

Ltd

1,083,702‌

2,962,000

Pacific

Basin

Shipping

Ltd

889,362‌

1,238,000

Texhong

International

Group

Ltd

633,827‌

TOTAL

HONG

KONG

3,836,194‌

INDIA

-

9.9%

283,989

(c)

Affle

India

Ltd

5,133,714‌

3,999

Akzo

Nobel

India

Ltd

142,131‌

239,338

Astral

Ltd

6,265,629‌

85,694

Bajaj

Electricals

Ltd

1,024,066‌

400,684

Bharat

Dynamics

Ltd

6,999,509‌

57

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

INDIA—continued

111,221

Chennai

Petroleum

Corp

Ltd

$

1,328,029‌

183,794

(b)

Cochin

Shipyard

Ltd

5,769,382‌

925,876

Crompton

Greaves

Consumer

Electricals

Ltd

4,998,543‌

125,928

DB

Corp

Ltd

532,898‌

9,172

ESAB

India

Ltd

699,730‌

26,946

(c)

GE

T&D

India

Ltd

510,109‌

25,957

Glenmark

Life

Sciences

Ltd

275,431‌

518

Grindwell

Norton

Ltd

16,032‌

343,633

Gujarat

Narmada

Valley

Fertilizers

&

Chemicals

Ltd

2,932,444‌

34,948

Hitachi

Energy

India

Ltd

4,853,248‌

118,236

(b)

IndiaMart

InterMesh

Ltd

4,164,682‌

22,511

Ingersoll

Rand

India

Ltd

1,186,905‌

3,306,791

Jamna

Auto

Industries

Ltd

5,785,270‌

146,734

Kansai

Nerolac

Paints

Ltd

539,200‌

6,261

Maharashtra

Scooters

Ltd

696,483‌

346,145

Maharashtra

Seamless

Ltd

2,691,666‌

1,515,520

NCC

Ltd

6,509,305‌

580,151

Poonawalla

Fincorp

Ltd

2,565,715‌

8,164

Procter

&

Gamble

Health

Ltd

512,383‌

2,367,294

PTC

India

Ltd

6,400,602‌

2,186

Ramkrishna

Forgings

Ltd

22,449‌

227,185

REC

Ltd

1,754,934‌

46,261

Relaxo

Footwears

Ltd

480,330‌

2,400,442

(c)

Reliance

Energy

Ltd

5,961,543‌

140,314

RITES

Ltd

1,200,826‌

13,006

(c)

Sanofi

Consumer

Healthcare

India

Ltd

655,840‌

1,922,064

Shipping

Corp

of

India

Ltd

6,606,851‌

12,547

SKF

India

Ltd

840,779‌

673,298

(c)

Star

Health

&

Allied

Insurance

Co

Ltd

4,881,664‌

300,240

Sun

TV

Network

Ltd

3,234,383‌

103,927

Supreme

Industries

Ltd

6,660,164‌

165,806

Symphony

Ltd

2,362,199‌

606,091

TD

Power

Systems

Ltd

3,017,950‌

317,927

Techno

Electric

&

Engineering

Co

Ltd

6,506,586‌

962,277

Triveni

Turbine

Ltd

6,858,289‌

390,378

V-Guard

Industries

Ltd

2,147,085‌

TOTAL

INDIA

125,724,978‌

INDONESIA

-

0.5%

1,877,700

(c)

Harum

Energy

Tbk

PT

137,421‌

682,575

Indo

Tambangraya

Megah

Tbk

PT

1,104,042‌

31,601,837

Industri

Jamu

Dan

Farmasi

Sido

Muncul

Tbk

PT

1,409,061‌

36,865,925

PT

Perusahaan

Gas

Negara

Persero

Tbk

3,630,759‌

TOTAL

INDONESIA

6,281,283‌

IRELAND

-

0.4%

930,718

Cairn

Homes

plc

1,903,739‌

2,046

COSMO

Pharmaceuticals

NV

173,890‌

423,796

Dalata

Hotel

Group

plc

1,886,723‌

808,289

(b),(c)

Glenveagh

Properties

plc

1,203,684‌

TOTAL

IRELAND

5,168,036‌

ISRAEL

-

2.0%

717

Blue

Square

Real

Estate

Ltd

49,197‌

63,504

Camtek

Ltd

6,374,688‌

66,981

(a),(c)

Cellebrite

DI

Ltd

917,640‌

35,400

First

International

Bank

Of

Israel

Ltd

1,427,285‌

8,686

Formula

Systems

1985

Ltd

676,734‌

26,214

Ituran

Location

and

Control

Ltd

693,885‌

7,432

M

Yochananof

&

Sons

Ltd

368,700‌

9,003

Magic

Software

Enterprises

Ltd

95,455‌

10,609

Matrix

IT

Ltd

207,009‌

39,719

(c)

Nova

Measuring

Instruments

Ltd

7,980,809‌

53,109

Sapiens

International

Corp

NV

2,054,212‌

Nuveen

Quant

International

Small

Cap

Equity

Fund

July

31,

2024

58

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

ISRAEL—continued

522,337

Shufersal

Ltd

$

3,537,346‌

165,594

(c)

SimilarWeb

Ltd

1,015,091‌

TOTAL

ISRAEL

25,398,051‌

ITALY

-

1.7%

2,962,980

A2A

S.p.A.

6,275,800‌

285,425

(b)

Anima

Holding

S.p.A

1,500,913‌

82,255

d'Amico

International

Shipping

S.A.

622,264‌

497,510

Iride

S.p.A.

1,012,356‌

690,749

MFE-MediaForEurope

NV

2,353,211‌

376,207

(b)

OVS

S.p.A

1,064,245‌

815,376

Unipol

Gruppo

S.p.A

8,785,154‌

TOTAL

ITALY

21,613,943‌

JAPAN

-

21.7%

108,300

AEON

Financial

Service

Co

Ltd

994,215‌

91,500

Aichi

Corp

771,241‌

37,200

Argo

Graphics,

Inc

1,267,703‌

115,120

Avex

Group

Holdings,

Inc

1,152,172‌

26,300

Bunka

Shutter

Co

Ltd

303,655‌

32,700

C

Uyemura

&

Co

Ltd

2,346,376‌

61,900

(c)

Canon

Electronics,

Inc

945,414‌

1,100

Chofu

Seisakusho

Co

Ltd

15,742‌

88,700

Chudenko

Corp

2,070,601‌

863,700

Chugoku

Electric

Power

Co,

Inc

6,281,437‌

152,300

Comture

Corp

1,914,587‌

52,740

(a),(c)

Cover

Corp

690,089‌

55,500

Cybozu,

Inc

671,273‌

123,300

(c)

Dai-Dan

Co

Ltd

2,527,094‌

14,500

Daiwa

Industries

Ltd

152,675‌

92,400

Digital

Arts,

Inc

2,933,450‌

371,400

Electric

Power

Development

Co

6,139,547‌

128,900

FCC

Co

Ltd

2,010,897‌

307,400

Fuji

Machine

Manufacturing

Co

Ltd

5,140,607‌

37,900

Fujicco

Co

Ltd

469,023‌

15,300

Future

Architect,

Inc

175,173‌

86,500

Glory

Ltd

1,572,499‌

105,100

G-Tekt

Corp

1,274,712‌

332,600

(c)

GungHo

Online

Entertainment,

Inc

6,502,669‌

49,400

Hirose

Electric

Co

Ltd

6,185,066‌

38,700

Hosiden

Corp

527,970‌

129,800

(a)

Ichibanya

Co

Ltd

923,598‌

56,600

(a)

I'll,

Inc

1,012,556‌

89,700

Inaba

Denki

Sangyo

Co

Ltd

2,351,811‌

10,700

INFRONEER

Holdings,

Inc

92,786‌

228,600

(c)

Ispace,

Inc

924,947‌

107,900

Itochu

Enex

Co

Ltd

1,231,669‌

12,600

Itoham

Yonekyu

Holdings,

Inc

371,922‌

238,800

JAC

Recruitment

Co

Ltd

1,151,622‌

420,300

Jafco

Co

Ltd

5,319,961‌

251,700

Japan

Aviation

Electronics

Industry

Ltd

4,218,086‌

131,800

Japan

Petroleum

Exploration

Co

5,434,467‌

566,700

JGC

Corp

4,812,813‌

157,900

Justsystems

Corp

3,340,581‌

44,400

(c)

K&O

Energy

Group,

Inc

1,010,081‌

113,000

Kanamoto

Co

Ltd

2,111,524‌

510,000

Kandenko

Co

Ltd

6,888,200‌

30,140

Kinden

Corp

635,896‌

595,400

Kobe

Steel

Ltd

7,431,982‌

112,100

Mandom

Corp

949,919‌

113,700

Maruichi

Steel

Tube

Ltd

2,770,774‌

15,700

Maxvalu

Tokai

Co

Ltd

331,877‌

189,100

MCJ

Co

Ltd

1,720,395‌

107,700

Micronics

Japan

Co

Ltd

4,279,586‌

59

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

JAPAN—continued

11,100

Mitsubishi

Research

Institute,

Inc

$

349,949‌

25,200

Mitsui

Mining

&

Smelting

Co

Ltd

840,130‌

224,000

Mixi

Inc

4,445,643‌

22,400

Modec,

Inc

417,849‌

70,600

Morita

Holdings

Corp

909,796‌

276,700

Nagase

&

Co

Ltd

6,078,770‌

117,900

NET

One

Systems

Co

Ltd

2,382,319‌

167,500

Nihon

Parkerizing

Co

Ltd

1,383,051‌

55,300

Nihon

Unisys

Ltd

1,812,100‌

83,200

Nikkiso

Co

Ltd

658,205‌

94,000

Nippon

Ceramic

Co

Ltd

1,555,460‌

39,600

Nippon

Densetsu

Kogyo

Co

Ltd

532,633‌

149,000

Nippon

Light

Metal

Holdings

Co

Ltd

1,751,204‌

115,900

Nippon

Pillar

Packing

Co

Ltd

3,929,925‌

48,300

Nitta

Corp

1,313,056‌

17,700

Nittetsu

Mining

Co

Ltd

561,316‌

25,500

Noevir

Holdings

Co

Ltd

985,938‌

239,400

Nomura

Co

Ltd

1,390,313‌

35,600

(a)

Obara

Corp

947,155‌

118,500

OBIC

Business

Consultants

Ltd

5,015,254‌

40,800

Ohsho

Food

Service

Corp

2,495,611‌

38,300

Okamura

Corp

563,483‌

308,100

Oki

Electric

Industry

Co

Ltd

2,090,904‌

136,300

Okinawa

Electric

Power

Co,

Inc

1,006,420‌

239,300

Optorun

Co

Ltd

3,125,159‌

79,500

Pal

Co

Ltd

1,091,122‌

112,000

Piolax,

Inc

1,834,948‌

101,300

Prima

Meat

Packers

Ltd

1,693,560‌

254,900

Raito

Kogyo

Co

Ltd

3,698,330‌

17,400

(a)

Rorze

Corp

2,829,878‌

33,740

RS

Technologies

Co

Ltd

728,107‌

33,500

Ryoshoku

Ltd

1,182,052‌

164,400

(c)

Ryoyo

Ryosan

Holdings,

Inc

3,150,465‌

133,200

Sangetsu

Co

Ltd

2,650,086‌

140,800

Sanki

Engineering

Co

Ltd

2,201,461‌

260,200

Sanwa

Shutter

Corp

5,573,545‌

44,800

Sanyo

Chemical

Industries

Ltd

1,227,942‌

18,000

SCREEN

Holdings

Co

Ltd

1,525,315‌

83,020

Shibaura

Machine

Co

Ltd

2,040,340‌

110,900

Shibaura

Mechatronics

Corp

5,843,232‌

193,400

Shin-Etsu

Polymer

Co

Ltd

2,075,944‌

223,900

Shinmaywa

Industries

Ltd

2,202,516‌

100,040

Shinwa

Kaiun

Kaisha

Ltd

3,233,522‌

87,900

Shizuoka

Gas

Co

Ltd

558,815‌

133,400

Siix

Corp

1,111,542‌

19,200

Sparx

Group

Co

Ltd

210,083‌

50,000

Sumitomo

Densetsu

Co

Ltd

1,374,037‌

216,300

Suzuken

Co

Ltd

7,882,796‌

1,544,900

Systena

Corp

3,477,247‌

131,100

Taikisha

Ltd

4,519,177‌

184,200

Takeuchi

Manufacturing

Co

Ltd

5,892,085‌

45,300

Takiron

Co

Ltd

257,927‌

150,900

TechMatrix

Corp

2,109,357‌

21,000

Telepark

Corp

543,869‌

78,500

TKC

1,859,246‌

140,100

Tocalo

Co

Ltd

1,830,841‌

12,900

(a)

Toenec

Corp

428,678‌

18,700

Tokai

Corp

(GIFU)

279,065‌

41,700

Torii

Pharmaceutical

Co

Ltd

1,039,835‌

246,500

Toyoda

Gosei

Co

Ltd

4,500,766‌

182,200

Toyota

Boshoku

Corp

2,455,268‌

78,900

Tsubakimoto

Chain

Co

3,412,055‌

63,700

UACJ

Corp

1,813,690‌

Nuveen

Quant

International

Small

Cap

Equity

Fund

July

31,

2024

60

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

JAPAN—continued

6,600

Union

Tool

Co

$

255,389‌

115,800

(c)

Visional,

Inc

6,113,969‌

130,700

Yamato

Kogyo

Co

Ltd

6,907,058‌

169,000

Yurtec

Corp

1,700,801‌

151,000

Zenkoku

Hosho

Co

Ltd

6,246,027‌

489,300

ZIGExN

Co

Ltd

1,892,502‌

45,700

Zuken,

Inc

1,119,905‌

TOTAL

JAPAN

275,468,978‌

KOREA,

REPUBLIC

OF

-

4.4%

13,432

AfreecaTV

Co

Ltd

1,014,511‌

51,585

Ahnlab,

Inc

2,175,185‌

51,012

Cheil

Worldwide,

Inc

660,508‌

41,029

Daeduck

Electronics

Co

Ltd

666,357‌

29,643

Daishin

Securities

Co

Ltd

PF

330,163‌

21,967

DB

HiTek

Co

Ltd

874,833‌

41,466

Doosan

Corp

5,317,977‌

47,949

Doosan

Tesna,

Inc

1,404,064‌

128,467

Eugene

Technology

Co

Ltd

4,320,318‌

11,339

Hanssem

Co

Ltd

526,978‌

537,612

Hanwha

General

Insurance

Co

Ltd

2,211,229‌

1,661,951

Hanwha

Life

Insurance

Co

Ltd

3,780,797‌

229,831

Hyundai

Marine

&

Fire

Insurance

Co

Ltd

6,048,002‌

21,422

IS

Dongseo

Co

Ltd

384,292‌

137,117

KEPCO

Plant

Service

&

Engineering

Co

Ltd

3,935,029‌

72,794

KoMiCo

Ltd

4,006,681‌

18,624

LEENO

Industrial,

Inc

2,741,637‌

10,149

Medytox,

Inc

1,280,874‌

66,911

Orion

Holdings

Corp

729,361‌

117,940

Poongsan

Corp

5,030,962‌

6,478

S1

Corp

(Korea)

267,118‌

71,173

Samsung

Securities

Co

Ltd

2,328,566‌

3,958

Shinyoung

Securities

Co

Ltd

209,579‌

18,681

Tongyang

Life

Insurance

Co

Ltd

108,144‌

191,475

WONIK

IPS

Co

Ltd

5,311,588‌

TOTAL

KOREA,

REPUBLIC

OF

55,664,753‌

KUWAIT

-

0.2%

147,950

Boursa

Kuwait

Securities

Co

KPSC

1,001,419‌

160,199

Humansoft

Holding

Co

KSC

1,381,976‌

TOTAL

KUWAIT

2,383,395‌

MALAYSIA

-

0.9%

2,496,100

Bermaz

Auto

Bhd

1,320,606‌

1,452,700

(c)

Greatech

Technology

Bhd

1,681,484‌

644,180

Hibiscus

Petroleum

Bhd

337,596‌

2,598,300

KPJ

Healthcare

Bhd

1,052,945‌

2,820,500

Malakoff

Corp

Bhd

513,129‌

427,000

Ta

Ann

Holdings

Bhd

372,841‌

507,700

United

Plantations

BHD

2,895,144‌

13,276,700

VS

Industry

Bhd

3,500,847‌

TOTAL

MALAYSIA

11,674,592‌

MEXICO

-

0.9%

1,293,867

Alsea

SAB

de

C.V.

3,906,394‌

1,388,765

(b)

Banco

del

Bajio

S.A.

4,138,491‌

342,823

Concentradora

Fibra

Danhos

S.A.

de

C.V.

376,110‌

1,017,342

(b)

FIBRA

Macquarie

Mexico

1,698,755‌

743,800

Gentera

SAB

de

C.V.

881,893‌

48,780

Qualitas

Controladora

SAB

de

C.V.

449,652‌

TOTAL

MEXICO

11,451,295‌

NETHERLANDS

-

0.9%

112,696

Arcadis

NV

8,048,876‌

96,576

Koninklijke

BAM

Groep

NV

400,247‌

61

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

NETHERLANDS—continued

157,224

SBM

Offshore

NV

$

2,548,012‌

TOTAL

NETHERLANDS

10,997,135‌

NORWAY

-

1.6%

715,167

Aker

Solutions

ASA

3,412,167‌

10,817

BW

Offshore

Ltd

30,139‌

222,787

Frontline

plc

5,490,754‌

968,312

MPC

Container

Ships

ASA

2,031,545‌

45,544

Odfjell

SE

693,690‌

13,621

Stolt-Nielsen

Ltd

534,323‌

681,676

Storebrand

ASA

6,841,955‌

123,957

Wallenius

Wilhelmsen

ASA

1,152,583‌

TOTAL

NORWAY

20,187,156‌

PHILIPPINES

-

0.2%

3,344,100

DMCI

Holdings,

Inc

650,769‌

2,596,400

LT

Group,

Inc

438,104‌

1,716,500

Semirara

Mining

&

Power

Corp

983,579‌

TOTAL

PHILIPPINES

2,072,452‌

POLAND

-

0.3%

108,378

Asseco

Poland

S.A.

2,297,093‌

419

Grupa

Kety

S.A.

86,917‌

33,827

LiveChat

Software

S.A.

753,570‌

157,113

Telekomunikacja

Polska

S.A.

314,791‌

54,181

Warsaw

Stock

Exchange

580,262‌

TOTAL

POLAND

4,032,633‌

PORTUGAL

-

0.1%

454,863

Redes

Energeticas

Nacionais

S.A.

1,153,530‌

25,465

Semapa-Sociedade

de

Investimento

e

Gestao

412,059‌

TOTAL

PORTUGAL

1,565,589‌

QATAR

-

0.2%

5,372,005

Vodafone

Qatar

QSC

2,493,460‌

TOTAL

QATAR

2,493,460‌

RUSSIA

-

0.0%

81,310

(c),(d)

Sistema

PJSFC

(GDR)

813‌

TOTAL

RUSSIA

813‌

SAUDI

ARABIA

-

0.4%

1,572,135

Abdullah

Al

Othaim

Markets

Co

4,905,504‌

104,344

Arabian

Cement

Co

751,430‌

4,705

Jadwa

REIT

Saudi

Fund

15,826‌

TOTAL

SAUDI

ARABIA

5,672,760‌

SINGAPORE

-

1.7%

524,796

AEM

Holdings

Ltd

662,098‌

742,882

Hafnia

Ltd

5,886,183‌

1,679,200

NetLink

NBN

Trust

1,067,794‌

2,623,900

Riverstone

Holdings

Ltd

1,874,397‌

1,532,600

Sheng

Siong

Group

Ltd

1,765,156‌

3,295,700

(a)

UMS

Holdings

Ltd

2,770,005‌

542,200

Venture

Corp

Ltd

6,137,905‌

6,069,300

Yangzijiang

Financial

Holding

Ltd

1,547,896‌

TOTAL

SINGAPORE

21,711,434‌

SOUTH

AFRICA

-

0.2%

32,007

Coronation

Fund

Managers

Ltd

65,710‌

145,981

Investec

Ltd

1,139,794‌

501,675

Resilient

REIT

Ltd

1,384,169‌

106,668

Reunert

Ltd

420,522‌

TOTAL

SOUTH

AFRICA

3,010,195‌

SPAIN

-

0.5%

294,392

Atresmedia

Corp

de

Medios

de

Comunicacion

S.A.

1,488,427‌

Nuveen

Quant

International

Small

Cap

Equity

Fund

July

31,

2024

62

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

SPAIN—continued

32,178

Construcciones

y

Auxiliar

de

Ferrocarriles

S.A.

$

1,218,241‌

94,689

(c)

eDreams

ODIGEO

S.A.

692,746‌

369,759

Faes

Farma

S.A.

(Sigma)

1,415,569‌

16,910

(a)

Sol

Melia

S.A.

129,477‌

1,389,916

(b)

Unicaja

Banco

S.A.

1,870,850‌

TOTAL

SPAIN

6,815,310‌

SWEDEN

-

3.8%

182,640

(b)

AcadeMedia

AB

939,703‌

581,886

Arjo

AB

2,255,186‌

260,796

(b)

Attendo

AB

1,139,698‌

223,652

Axfood

AB

5,546,817‌

117,266

BioGaia

AB

1,396,128‌

89,121

Bure

Equity

AB

3,338,864‌

7,158

(c)

Collector

Bank

AB

27,125‌

89,852

(b)

Coor

Service

Management

Holding

AB

362,371‌

118,685

Creades

AB

861,270‌

145,294

Hexpol

AB

1,624,962‌

38,433

Investment

AB

Oresund

446,493‌

99,540

Inwido

AB

1,642,789‌

106,544

Loomis

AB

3,395,048‌

64,960

Mekonomen

AB

681,797‌

277,049

(b)

Munters

Group

AB

5,998,108‌

90,968

Paradox

Interactive

AB

1,303,887‌

146,082

(c)

Rusta

AB

1,012,829‌

57,689

(c)

Sdiptech

AB

1,766,564‌

432,057

Ssab

Svenskt

Stal

AB

(Series

B)

2,189,970‌

1,782,913

(c)

Stillfront

Group

AB

1,490,717‌

114,874

Trelleborg

AB

(B

Shares)

4,269,013‌

30,625

VBG

Group

AB

1,220,175‌

15,983

(c)

Xvivo

Perfusion

AB

757,601‌

180,919

(c)

Yubico

AB

4,573,193‌

TOTAL

SWEDEN

48,240,308‌

SWITZERLAND

-

2.9%

180,502

Accelleron

Industries

AG.

8,932,076‌

2,965,260

(c)

Aryzta

AG.

5,676,739‌

13,750

Belimo

Holding

AG.

8,335,526‌

7,896

Burkhalter

Holding

AG.

797,022‌

2,220

Kardex

Holding

AG.

676,079‌

53,111

Landis&Gyr

Group

AG.

4,810,852‌

601

Siegfried

Holding

AG.

700,498‌

43,070

Sulzer

AG.

6,403,121‌

504

TX

Group

AG.

92,790‌

TOTAL

SWITZERLAND

36,424,703‌

TAIWAN

-

7.1%

2,483,000

Ardentec

Corp

4,860,043‌

50,000

ASMedia

Technology,

Inc

2,582,690‌

180,000

ASROCK,

Inc

1,107,938‌

282,000

Bizlink

Holding,

Inc

3,292,015‌

135,000

Chenbro

Micom

Co

Ltd

1,160,671‌

1,176,000

Chicony

Electronics

Co

Ltd

5,604,167‌

3,859,000

ChipMOS

Technologies,

Inc

4,660,201‌

1,236,000

Dynapack

International

Technology

Corp

4,167,191‌

19,000

ECOVE

Environment

Corp

169,274‌

220,000

Ever

Supreme

Bio

Technology

Co

Ltd

1,296,462‌

328,000

Formosa

Advanced

Technologies

Co

Ltd

370,049‌

260,700

Fortune

Electric

Co

Ltd

5,563,592‌

611,000

Foxsemicon

Integrated

Technology,

Inc

5,755,269‌

55,000

GFC

Ltd

173,182‌

1,104,000

Greatek

Electronics,

Inc

2,082,337‌

459,000

ITE

Technology,

Inc

2,117,258‌

1,537,000

King

Yuan

Electronics

Co

Ltd

5,010,864‌

63

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

TAIWAN—continued

96,000

(c)

LuxNet

Corp

$

307,339‌

4,402,000

Pan-International

Industrial

4,745,828‌

229,000

Parade

Technologies

Ltd

5,197,179‌

73,000

Powertech

Technology,

Inc

367,075‌

1,038,000

Shin

Zu

Shing

Co

Ltd

6,765,471‌

2,479,000

Sigurd

Microelectronics

Corp

5,862,194‌

625,000

Sinbon

Electronics

Co

Ltd

6,281,727‌

12,000

(c)

Taiwan

FamilyMart

Co

Ltd

69,182‌

198,000

Taiwan

Surface

Mounting

Technology

Corp

747,294‌

176,000

VIA

Labs,

Inc

969,582‌

1,170,000

Visual

Photonics

Epitaxy

Co

Ltd

5,424,050‌

549,000

XinTec,

Inc

3,962,571‌

TOTAL

TAIWAN

90,672,695‌

THAILAND

-

0.9%

7,283,600

AP

Thailand

PCL

1,675,565‌

1,804,800

Bangkok

Life

Assurance

PCL

886,971‌

291,300

Electricity

Generating

PCL

802,168‌

658,500

Pruksa

Holding

PCL

164,417‌

3,240,700

Regional

Container

Lines

PCL

2,063,793‌

6,504,800

Sri

Trang

Agro-Industry

PCL

3,619,175‌

1,176,900

Thanachart

Capital

PCL

1,551,778‌

168,900

Tisco

Bank

PCL

437,117‌

TOTAL

THAILAND

11,200,984‌

TURKEY

-

0.9%

1,972,459

(b)

Mavi

Giyim

Sanayi

Ve

Ticaret

AS.

6,713,631‌

109,757

Migros

Ticaret

AS

1,748,837‌

1,711,225

Sok

Marketler

Ticaret

AS.

3,090,812‌

TOTAL

TURKEY

11,553,280‌

UNITED

ARAB

EMIRATES

-

0.0%

229,020

Dubai

Financial

Market

PJSC

79,812‌

175,646

Taaleem

Holdings

PJSC

178,852‌

TOTAL

UNITED

ARAB

EMIRATES

258,664‌

UNITED

KINGDOM

-

10.8%

713,986

Allfunds

Group

PLC

4,291,376‌

170,963

(b),(c)

Aston

Martin

Lagonda

Global

Holdings

plc

342,744‌

68,054

Bellway

plc

2,498,800‌

338,323

Bodycote

plc

3,026,187‌

595,960

Bytes

Technology

Group

plc

3,882,785‌

335,588

Central

Asia

Metals

plc

853,339‌

766,388

Chemring

Group

plc

4,078,853‌

98,392

Close

Brothers

Group

plc

647,339‌

5,141,346

Dowlais

Group

plc

4,235,493‌

277,114

Dunelm

Group

plc

4,395,304‌

383,031

GB

Group

plc

1,714,556‌

121,300

Genuit

Group

plc

797,110‌

108,764

Hill

&

Smith

Holdings

plc

3,215,064‌

96,395

Hilton

Food

Group

plc

1,157,419‌

496,009

Hiscox

Ltd

8,100,198‌

643,044

Howden

Joinery

Group

plc

7,774,524‌

443,333

IntegraFin

Holdings

plc

2,194,218‌

2,267,176

(c)

John

Wood

Group

plc

5,945,720‌

284,116

Johnson

Service

Group

plc

594,620‌

67,374

(b),(c)

Just

Eat

Takeaway.com

NV

858,640‌

434,829

Just

Group

plc

674,829‌

483,324

Kier

Group

plc

1,005,925‌

284,844

Lancashire

Holdings

Ltd

2,321,589‌

157,741

Liontrust

Asset

Management

plc

1,352,838‌

1,586,192

Man

Group

plc

4,993,783‌

587,908

Mitie

Group

916,012‌

399,516

Moneysupermarket.com

Group

plc

1,219,581‌

598,620

NCC

Group

plc

1,135,694‌

Nuveen

Quant

International

Small

Cap

Equity

Fund

July

31,

2024

64

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

UNITED

KINGDOM—continued

110,775

(c)

Playtech

PLC

$

804,599‌

76,638

Polar

Capital

Holdings

plc

594,159‌

1,025,366

Premier

Foods

plc

2,372,687‌

1,342,033

QinetiQ

plc

8,337,196‌

641,423

Redde

Northgate

plc

3,501,358‌

953,587

Rightmove

plc

7,085,009‌

1,535,713

Rotork

plc

7,147,322‌

2,439,818

Serco

Group

plc

5,995,229‌

3,189,200

Shaftesbury

Capital

plc

6,244,113‌

366,841

Softcat

plc

7,674,651‌

24,945

Spectris

plc

978,524‌

127,991

Tate

&

Lyle

plc

1,081,843‌

156,258

(a)

TORM

plc

6,050,920‌

1,067,345

(b),(c)

Trustpilot

Group

plc

2,860,882‌

19,929

Vesuvius

plc

123,638‌

60,737

Volution

Group

plc

427,741‌

58,762

WH

Smith

plc

999,832‌

TOTAL

UNITED

KINGDOM

136,504,243‌

UNITED

STATES

-

1.0%

421,747

(c)

Carnival

plc

6,479,969‌

396,741

GCC

SAB

de

C.V.

3,368,604‌

426

iShares

Core

MSCI

Emerging

Markets

ETF

22,979‌

133

(a)

iShares

MSCI

Canada

Index

Fund

5,176‌

745

iShares

MSCI

EAFE

Small-Cap

ETF

48,269‌

17,523

(c)

Pagaya

Technologies

Ltd

260,742‌

52,717

Titan

Cement

International

S.A.

1,876,457‌

TOTAL

UNITED

STATES

12,062,196‌

TOTAL

COMMON

STOCKS

1,269,823,596‌

(Cost

$1,127,497,885)

TOTAL

LONG-TERM

INVESTMENTS

1,269,823,596‌

(Cost

$1,127,497,885)

PRINCIPAL

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

0.0%

GOVERNMENT

AGENCY

DEBT

-

0.0%

$

100,000

Federal

Home

Loan

Bank

(FHLB)

0.560

%

05/06/24

99,956‌

TOTAL

GOVERNMENT

AGENCY

DEBT

99,956‌

TOTAL

SHORT-TERM

INVESTMENTS

99,956‌

(Cost

$99,956)

SHARES

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.6%

6,942,847

(e)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5.310

(f)

6,942,847‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

6,942,847‌

(Cost

$6,942,847)

TOTAL

INVESTMENTS

-

100.7%

1,276,866,399‌

(Cost

$1,134,540,688)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(0.7)%

(8,512,005‌)

NET

ASSETS

-

100.0%

$

1,268,354,394‌

ETF

Exchange

Traded

Fund

GDR

Global

Depositary

Receipt

REIT

Real

Estate

Investment

Trust

65

(a)

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$18,425,366.

(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

$58,846,566

or

4.6%

of

Total

Investments.

(c)

Non-income

producing

(d)

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

(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.

Nuveen

International

Responsible

Equity

Fund

July

31,

2024

Portfolio

of

Investments

66

(Unaudited)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

LONG-TERM

INVESTMENTS

-

99.1%

COMMON

STOCKS

-

99.1%

AUSTRALIA

-

7

.4

%

28,193

Australian

Stock

Exchange

Ltd

$

1,201,196‌

622,320

Brambles

Ltd

6,344,348‌

12,852

Cochlear

Ltd

2,903,982‌

464,106

Coles

Group

Ltd

5,500,430‌

219,913

Commonwealth

Bank

of

Australia

19,816,383‌

252,706

Computershare

Ltd

4,557,807‌

98,414

Dexus

Property

Group

453,743‌

439,380

Fortescue

Metals

Group

Ltd

5,467,130‌

365,346

Goodman

Group

8,434,409‌

1,337,325

Insurance

Australia

Group

Ltd

6,469,849‌

102,069

Mineral

Resources

Ltd

3,650,270‌

1,661,087

(a)

Pilbara

Minerals

Ltd

3,210,654‌

535,678

QBE

Insurance

Group

Ltd

6,322,099‌

43,700

Ramsay

Health

Care

Ltd

1,330,824‌

28,331

REA

Group

Ltd

3,809,093‌

93,984

Sonic

Healthcare

Ltd

1,703,288‌

69,259

Stockland

Trust

Group

209,191‌

556,508

Suncorp-Metway

Ltd

6,475,037‌

2,349,410

Telstra

Corp

Ltd

6,071,495‌

852,459

Transurban

Group

7,274,710‌

216,263

Wesfarmers

Ltd

10,437,328‌

61,051

WiseTech

Global

Ltd

3,825,524‌

331,914

Woolworths

Ltd

7,489,032‌

TOTAL

AUSTRALIA

122,957,822‌

AUSTRIA

-

0

.4

%

126,510

Erste

Bank

der

Oesterreichischen

Sparkassen

AG.

6,580,577‌

TOTAL

AUSTRIA

6,580,577‌

BELGIUM

-

0

.7

%

12,481

Dieteren

S.A.

2,868,360‌

86,936

KBC

Groep

NV

6,724,145‌

121,675

(a)

Umicore

S.A.

1,671,094‌

TOTAL

BELGIUM

11,263,599‌

BURKINA

FASO

-

0

.1

%

106,751

Endeavour

Mining

plc

2,384,553‌

TOTAL

BURKINA

FASO

2,384,553‌

CHILE

-

0

.3

%

199,570

Antofagasta

plc

5,196,641‌

TOTAL

CHILE

5,196,641‌

CHINA

-

1

.0

%

1,801,517

BOC

Hong

Kong

Holdings

Ltd

5,241,192‌

259,617

Prosus

NV

9,056,293‌

1,116,039

Wilmar

International

Ltd

2,661,233‌

TOTAL

CHINA

16,958,718‌

DENMARK

-

4

.2

%

22,071

Coloplast

A.S.

2,869,241‌

16,708

(b)

Genmab

AS

4,719,536‌

349,994

Novo

Nordisk

A.S.

46,371,715‌

54,661

Novozymes

A.S.

3,479,568‌

92,753

Orsted

AS

5,528,450‌

2,382

Pandora

A.S.

373,386‌

258,094

Vestas

Wind

Systems

A.S.

6,387,062‌

TOTAL

DENMARK

69,728,958‌

67

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

FINLAND

-

1

.6

%

32,380

Elisa

Oyj

(Series

A)

$

1,507,659‌

11,736

Kesko

Oyj

(B

Shares)

212,289‌

155,626

Metso

Outotec

Oyj

1,581,243‌

245,782

Neste

Oil

Oyj

4,960,576‌

118,997

Sampo

Oyj

5,216,245‌

155,231

Stora

Enso

Oyj

(R

Shares)

1,940,561‌

170,814

UPM-Kymmene

Oyj

5,649,846‌

264,192

Wartsila

Oyj

(B

Shares)

5,459,484‌

TOTAL

FINLAND

26,527,903‌

FRANCE

-

7

.4

%

302,260

AXA

S.A.

10,612,289‌

110,323

Bouygues

S.A.

3,809,012‌

124,386

Bureau

Veritas

S.A.

3,891,940‌

329,421

Carrefour

S.A.

4,914,049‌

178,660

Cie

Generale

des

Etablissements

Michelin

S.C.A

7,072,942‌

133,388

Danone

8,665,558‌

176,189

Dassault

Systemes

SE

6,679,107‌

42,700

Eiffage

S.A.

4,249,577‌

26,520

Eurazeo

2,086,466‌

29,340

Fonciere

Des

Regions

1,510,341‌

26,550

Gecina

S.A.

2,632,106‌

4,993

Hermes

International

10,911,376‌

17,499

Kering

5,374,603‌

124,990

Klepierre

3,579,034‌

66,642

Legrand

S.A.

7,200,462‌

32,702

L'Oreal

S.A.

14,141,896‌

62,622

Publicis

Groupe

S.A.

6,537,514‌

131,029

Rexel

S.A.

3,329,040‌

222,728

Societe

Generale

5,776,888‌

51,399

Sodexho

Alliance

S.A.

4,867,860‌

63,871

Unibail-Rodamco-Westfield

4,776,351‌

TOTAL

FRANCE

122,618,411‌

GERMANY

-

8

.1

%

33,749

Adidas-Salomon

AG.

8,457,407‌

53,667

Allianz

AG.

15,116,136‌

81,481

Bayerische

Motoren

Werke

AG.

7,557,291‌

63,907

Continental

AG.

3,917,742‌

141,116

Daimler

AG.

(Registered)

9,328,392‌

41,667

Deutsche

Boerse

AG.

8,532,087‌

148,899

Evonik

Industries

AG.

3,015,457‌

50,913

GEA

Group

AG.

2,248,087‌

60,372

Henkel

KGaA

4,677,796‌

66,976

Henkel

KGaA

(Preference)

5,729,245‌

33,911

LEG

Immobilien

SE

2,958,107‌

37,911

Merck

KGaA

6,773,645‌

22,412

Muenchener

Rueckver

AG.

11,038,465‌

125,913

SAP

AG.

26,620,556‌

97,331

Siemens

AG.

17,821,012‌

48,312

(b),(c)

Zalando

SE

1,237,960‌

TOTAL

GERMANY

135,029,385‌

HONG

KONG

-

1

.4

%

1,680,715

AIA

Group

Ltd

11,242,060‌

205,585

Hong

Kong

Exchanges

and

Clearing

Ltd

6,064,145‌

903,002

(a)

MTR

Corp

2,921,297‌

1,388,000

Sino

Land

Co

1,435,689‌

245,757

Swire

Pacific

Ltd

(Class

A)

2,120,090‌

TOTAL

HONG

KONG

23,783,281‌

IRELAND

-

0

.4

%

68,913

Kerry

Group

plc

(Class

A)

6,443,071‌

TOTAL

IRELAND

6,443,071‌

Nuveen

International

Responsible

Equity

Fund

July

31,

2024

68

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

ISRAEL

-

0

.3

%

617,034

Bank

Hapoalim

Ltd

$

5,662,111‌

TOTAL

ISRAEL

5,662,111‌

ITALY

-

1

.8

%

71,869

Amplifon

S.p.A.

2,282,588‌

276,774

Assicurazioni

Generali

S.p.A.

7,163,745‌

127,419

Coca-Cola

HBC

AG.

4,649,508‌

2,573,579

Intesa

Sanpaolo

S.p.A.

10,450,873‌

85,353

Moncler

S.p.A

5,089,263‌

TOTAL

ITALY

29,635,977‌

JAPAN

-

24

.6

%

141,700

Advantest

Corp

6,271,835‌

109,900

Aeon

Co

Ltd

2,507,542‌

160,800

Ajinomoto

Co,

Inc

6,622,587‌

234,500

Asahi

Kasei

Corp

1,691,041‌

428,800

Astellas

Pharma,

Inc

4,973,201‌

159,864

Bridgestone

Corp

6,518,238‌

83,600

Brother

Industries

Ltd

1,715,167‌

50,027

Dai

Nippon

Printing

Co

Ltd

1,645,799‌

310,600

Daiichi

Sankyo

Co

Ltd

12,650,012‌

56,925

Daikin

Industries

Ltd

8,254,498‌

229,319

Daiwa

House

Industry

Co

Ltd

6,493,943‌

734,121

Daiwa

Securities

Group,

Inc

6,060,971‌

22,700

Don

Quijote

Co

Ltd

592,225‌

345,483

East

Japan

Railway

Co

6,582,627‌

58,748

Eisai

Co

Ltd

2,240,409‌

252,107

Fanuc

Ltd

7,474,153‌

34,864

Fast

Retailing

Co

Ltd

9,610,218‌

308,500

FUJIFILM

Holdings

Corp

7,334,873‌

485,720

Fujitsu

Ltd

8,820,752‌

87,916

Hankyu

Hanshin

Holdings,

Inc

2,508,589‌

62,453

(b)

Hitachi

Construction

Machinery

Co

Ltd

1,555,524‌

844,800

Honda

Motor

Co

Ltd

9,026,327‌

72,000

(b)

Hoya

Corp

9,021,653‌

65,400

Ibiden

Co

Ltd

2,535,046‌

338,700

Isuzu

Motors

Ltd

4,581,638‌

310,028

KDDI

Corp

9,328,744‌

216,400

Kikkoman

Corp

2,708,017‌

7,665

Kintetsu

Corp

177,523‌

247,483

Komatsu

Ltd

7,035,341‌

419,891

Kubota

Corp

6,036,736‌

136,700

Kyowa

Hakko

Kogyo

Co

Ltd

2,883,358‌

459,084

Mitsubishi

Electric

Corp

7,649,150‌

387,563

Mitsubishi

Estate

Co

Ltd

6,605,596‌

34,306

Mitsui

Chemicals,

Inc

991,855‌

770,583

Mitsui

Fudosan

Co

Ltd

7,983,132‌

340,655

Mitsui

Sumitomo

Insurance

Group

Holdings,

Inc

8,030,784‌

459,400

Mizuho

Financial

Group,

Inc

10,501,950‌

82,201

NEC

Corp

7,114,877‌

185,540

Nintendo

Co

Ltd

10,252,642‌

25,300

(a)

Nippon

Express

Holdings,

Inc

1,251,866‌

249,694

Nippon

Paint

Co

Ltd

1,593,915‌

42,300

Nitto

Denko

Corp

3,673,056‌

1,071,500

(b)

Nomura

Holdings,

Inc

6,606,449‌

110,400

Nomura

Research

Institute

Ltd

3,408,235‌

72,585

Obayashi

Corp

952,992‌

142,100

Ono

Pharmaceutical

Co

Ltd

2,096,305‌

269,353

Oriental

Land

Co

Ltd

7,711,442‌

324,007

ORIX

Corp

7,837,613‌

755,758

Panasonic

Corp

6,190,549‌

370,900

(b)

Rakuten,

Inc

2,175,950‌

236,078

Recruit

Holdings

Co

Ltd

13,537,490‌

388,700

Renesas

Electronics

Corp

6,694,919‌

69

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

JAPAN—continued

253,000

Ricoh

Co

Ltd

$

2,355,254‌

32,300

Secom

Co

Ltd

2,062,444‌

108,700

Seiko

Epson

Corp

1,881,642‌

18,324

Sekisui

Chemical

Co

Ltd

276,472‌

42,363

(a)

Sekisui

House

Ltd

1,061,461‌

74,200

SG

Holdings

Co

Ltd

754,514‌

298,266

Shin-Etsu

Chemical

Co

Ltd

13,252,159‌

61,300

Shionogi

&

Co

Ltd

2,696,530‌

655,739

SoftBank

Corp

8,553,952‌

300,678

Sompo

Holdings,

Inc

6,856,034‌

176,968

Sony

Corp

15,718,049‌

143,632

Sumitomo

Metal

Mining

Co

Ltd

4,379,924‌

228,200

T&D

Holdings,

Inc

4,277,777‌

116,700

TDK

Corp

8,141,260‌

230,200

Terumo

Corp

4,127,106‌

315,169

Tokio

Marine

Holdings,

Inc

12,365,059‌

66,200

Tokyo

Electron

Ltd

13,852,175‌

15,100

Tokyu

Corp

182,942‌

753,940

Toray

Industries,

Inc

3,919,774‌

24

Toto

Ltd

661‌

128,518

West

Japan

Railway

Co

2,530,138‌

518,800

Yamaha

Motor

Co

Ltd

4,831,053‌

55,200

Yamato

Transport

Co

Ltd

670,409‌

46,386

Yaskawa

Electric

Corp

1,614,410‌

81,698

Yokogawa

Electric

Corp

2,067,959‌

1,221,400

Z

Holdings

Corp

3,055,839‌

TOTAL

JAPAN

409,804,351‌

NETHERLANDS

-

4

.6

%

790,707

Aegon

NV

5,116,865‌

31,905

Akzo

Nobel

NV

1,972,757‌

43,437

ASML

Holding

NV

40,447,288‌

237,420

Koninklijke

Ahold

Delhaize

NV

7,648,530‌

437,512

Koninklijke

KPN

NV

1,723,878‌

124,215

NN

Group

NV

6,233,625‌

22,282

Randstad

Holdings

NV

1,085,244‌

228,752

Universal

Music

Group

NV

5,449,896‌

37,376

Wolters

Kluwer

NV

6,257,089‌

TOTAL

NETHERLANDS

75,935,172‌

NEW

ZEALAND

-

0

.6

%

773,955

Auckland

International

Airport

Ltd

3,445,432‌

199,293

Mercury

NZ

Ltd

816,031‌

326,115

Meridian

Energy

Ltd

1,261,568‌

400,639

Telecom

Corp

of

New

Zealand

Ltd

1,029,635‌

35,478

(b)

Xero

Ltd

3,232,654‌

TOTAL

NEW

ZEALAND

9,785,320‌

NORWAY

-

1

.3

%

315,940

DNB

Bank

ASA

6,527,332‌

116,191

Gjensidige

Forsikring

ASA

1,965,692‌

270,376

Mowi

ASA

4,563,544‌

407,251

Orkla

ASA

3,436,992‌

365,861

Telenor

ASA

4,359,241‌

TOTAL

NORWAY

20,852,801‌

SINGAPORE

-

1

.2

%

1,501,619

Capitaland

Investment

Ltd

3,044,582‌

1,221,364

(b)

Grab

Holdings

Ltd

4,030,501‌

846,119

Keppel

Corp

Ltd

4,211,021‌

753,005

Oversea-Chinese

Banking

Corp

8,381,431‌

TOTAL

SINGAPORE

19,667,535‌

SPAIN

-

2

.8

%

106,997

Amadeus

IT

Holding

S.A.

7,046,911‌

Nuveen

International

Responsible

Equity

Fund

July

31,

2024

70

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

SPAIN—continued

984,683

Banco

Bilbao

Vizcaya

Argentaria

S.A.

$

10,320,671‌

171,308

(c)

Cellnex

Telecom

S.A.

5,974,659‌

932,545

Iberdrola

S.A.

12,317,237‌

199,886

Industria

de

Diseno

Textil

S.A.

9,712,233‌

83,332

Redeia

Corp

S.A.

1,479,549‌

TOTAL

SPAIN

46,851,260‌

SWEDEN

-

3

.8

%

54,729

Alfa

Laval

AB

2,419,900‌

253,689

Assa

Abloy

AB

7,725,920‌

501,782

Atlas

Copco

AB

8,930,544‌

432,894

Atlas

Copco

AB

6,773,021‌

157,870

Boliden

AB

4,828,074‌

67,463

Epiroc

AB

1,259,222‌

42,058

Epiroc

AB

707,181‌

153,212

Essity

AB

4,307,757‌

22,793

(a)

Hennes

&

Mauritz

AB

(B

Shares)

354,601‌

311,594

Sandvik

AB

6,378,897‌

56,776

SKF

AB

(B

Shares)

1,055,515‌

30,955

Svenska

Cellulosa

AB

(B

Shares)

420,792‌

633,198

Svenska

Handelsbanken

AB

6,391,415‌

61,666

Tele2

AB

(B

Shares)

634,892‌

1,027,227

TeliaSonera

AB

2,985,504‌

323,149

Volvo

AB

(B

Shares)

8,247,005‌

TOTAL

SWEDEN

63,420,240‌

SWITZERLAND

-

8

.0

%

237,962

ABB

Ltd

13,208,464‌

1,305

Barry

Callebaut

AG.

2,099,761‌

125,347

Clariant

AG.

1,859,341‌

58,023

DSM-Firmenich

AG.

7,407,732‌

6,059

Dufry

Group

228,615‌

4,565

Geberit

AG.

2,906,381‌

1,869

Givaudan

S.A.

9,169,416‌

18,222

Kuehne

&

Nagel

International

AG.

5,648,649‌

15,596

Lonza

Group

AG.

10,385,519‌

235,746

Novartis

AG.

26,315,813‌

30,719

SGS

S.A.

3,358,609‌

64,052

SIG

Group

AG.

1,345,097‌

29,584

Sika

AG.

8,982,179‌

9,451

Swiss

Life

Holding

7,236,762‌

9,119

Swisscom

AG.

5,581,212‌

464,207

UBS

Group

AG

14,065,784‌

22,903

Zurich

Insurance

Group

AG

12,591,385‌

TOTAL

SWITZERLAND

132,390,719‌

UNITED

KINGDOM

-

12

.3

%

217,595

3i

Group

plc

8,754,002‌

104,688

Ashtead

Group

plc

7,555,061‌

166,549

Associated

British

Foods

plc

5,317,120‌

1,004,931

Aviva

plc

6,473,642‌

250,567

Barratt

Developments

plc

1,695,560‌

9,150

Berkeley

Group

Holdings

plc

597,334‌

3,389,226

BT

Group

plc

6,146,366‌

90,630

Bunzl

plc

3,797,338‌

82,982

(b)

Coca-Cola

Europacific

Partners

plc

6,121,582‌

327,984

Compass

Group

plc

10,100,270‌

31,651

Croda

International

plc

1,645,667‌

50,633

DCC

plc

3,488,358‌

2,341,837

HSBC

Holdings

plc

21,296,908‌

554,906

Informa

plc

6,201,172‌

966,448

J

Sainsbury

plc

3,427,215‌

173,492

Kingfisher

plc

616,786‌

1,995,631

Legal

&

General

Group

plc

5,952,221‌

71

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

UNITED

KINGDOM—continued

83,204

London

Stock

Exchange

Group

plc

$

10,128,062‌

887,353

National

Grid

plc

11,258,891‌

354,840

Pearson

plc

4,814,459‌

51,070

Persimmon

plc

1,041,433‌

149,881

Reckitt

Benckiser

Group

plc

8,062,646‌

286,399

RELX

plc

13,517,313‌

414,181

Schroders

plc

2,093,053‌

237,334

Segro

plc

2,793,565‌

669,157

Standard

Chartered

plc

6,610,124‌

814,139

Taylor

Wimpey

plc

1,669,127‌

1,823,961

Tesco

plc

7,778,227‌

326,311

Unilever

plc

20,053,336‌

6,987,506

Vodafone

Group

plc

6,538,555‌

107,181

Whitbread

plc

4,016,068‌

537,878

WPP

plc

5,188,413‌

TOTAL

UNITED

KINGDOM

204,749,874‌

UNITED

STATES

-

4

.8

%

99,468

Alcon,

Inc

9,418,081‌

607,031

GSK

plc

11,787,803‌

71,177

(b)

James

Hardie

Industries

plc

2,556,936‌

302,045

Nestle

S.A.

30,594,921‌

70,980

Schneider

Electric

S.A.

17,108,676‌

65,736

Swiss

Re

AG.

8,104,153‌

TOTAL

UNITED

STATES

79,570,570‌

TOTAL

COMMON

STOCKS

1,647,798,849‌

(Cost

$1,365,678,616)

TOTAL

LONG-TERM

INVESTMENTS

1,647,798,849‌

(Cost

$1,365,678,616)

PRINCIPAL

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

0.6%

GOVERNMENT

AGENCY

DEBT

-

0

.0

%

$

350,000

Tennessee

Valley

Authority

(TVA)

0

.000

%

04/24/24

349,640‌

TOTAL

GOVERNMENT

AGENCY

DEBT

349,640‌

TREASURY

DEBT

-

0

.6

%

3,725,000

United

States

Treasury

Bill

0

.000

08/06/24

3,722,276‌

6,000,000

United

States

Treasury

Bill

0

.000

08/29/24

5,975,383‌

TOTAL

TREASURY

DEBT

9,697,659‌

TOTAL

SHORT-TERM

INVESTMENTS

10,047,299‌

(Cost

$10,047,259)

SHARES

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.1%

1,635,682

(d)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5

.310

(e)

1,635,682‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

1,635,682‌

(Cost

$1,635,682)

TOTAL

INVESTMENTS

-

99.8%

1,659,481,830‌

(Cost

$1,377,361,557)

OTHER

ASSETS

&

LIABILITIES,

NET

-

0.2%

3,050,705‌

NET

ASSETS

-

100.0%

$

1,662,532,535‌

ADR

American

Depositary

Receipt

Nuveen

International

Responsible

Equity

Fund

July

31,

2024

72

Portfolio

of

Investments

(continued)

(a)

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$6,906,384.

(b)

Non-income

producing

(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

$7,212,619

or

0.4%

of

Total

Investments.

(d)

Investments

made

with

cash

collateral

received

from

securities

on

loan.

(e)

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)

MSCI

EAFE

Index

74‌

09/20/24

 $

8,709,089‌

$

8,841,890‌

$

132,801‌

Portfolio

of

Investments

Nuveen

Equity

Index

Fund

July

31,

2024

73

(Unaudited)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

LONG-TERM

INVESTMENTS

-

99.4%

COMMON

STOCKS

-

99.4%

AUTOMOBILES

&

COMPONENTS

-

1

.6

%

102,643

(a)

Adient

plc

$

2,644,084‌

82,911

(a)

American

Axle

&

Manufacturing

Holdings,

Inc

616,029‌

238,352

(a)

Aptiv

plc

16,539,245‌

57,161

(a)

Atmus

Filtration

Technologies,

Inc

1,762,845‌

204,944

BorgWarner,

Inc

7,236,573‌

27,933

(a)

Cooper-Standard

Holdings,

Inc

412,850‌

107,715

Dana

Inc

1,369,058‌

20,044

(a)

Dorman

Products,

Inc

2,031,860‌

3,405,066

Ford

Motor

Co

36,842,814‌

40,428

(a)

Fox

Factory

Holding

Corp

2,158,451‌

983,021

General

Motors

Co

43,567,491‌

177,823

Gentex

Corp

5,523,182‌

25,155

(a)

Gentherm,

Inc

1,388,053‌

275,187

(a)

Goodyear

Tire

&

Rubber

Co

3,219,688‌

127,748

Harley-Davidson,

Inc

4,790,550‌

110,804

(a)

Holley,

Inc

436,568‌

18,139

LCI

Industries

2,116,640‌

51,928

Lear

Corp

6,337,293‌

640,885

(a),(b)

Lucid

Group,

Inc

2,255,915‌

194,312

(a),(b)

Luminar

Technologies,

Inc

322,558‌

43,958

(a)

Modine

Manufacturing

Co

5,172,098‌

16,988

Patrick

Industries,

Inc

2,175,483‌

40,988

Phinia,

Inc

1,832,164‌

251,662

(a)

QuantumScape

Corp

1,625,736‌

688,446

(a),(b)

Rivian

Automotive,

Inc

11,297,399‌

217,401

(a),(b)

Solid

Power,

Inc

408,714‌

15,934

Standard

Motor

Products,

Inc

521,520‌

19,766

(a)

Stoneridge,

Inc

332,266‌

2,393,282

(a)

Tesla,

Inc

555,408,954‌

41,295

Thor

Industries,

Inc

4,383,051‌

28,194

(a)

Visteon

Corp

3,257,535‌

23,560

Winnebago

Industries,

Inc

1,472,971‌

21,842

(a)

XPEL,

Inc

892,682‌

TOTAL

AUTOMOBILES

&

COMPONENTS

730,352,320‌

BANKS

-

3

.7

%

18,633

1st

Source

Corp

1,184,127‌

14,723

Amalgamated

Financial

Corp

468,339‌

25,834

Amerant

Bancorp,

Inc

581,007‌

48,454

Ameris

Bancorp

2,950,364‌

27,215

Arrow

Financial

Corp

857,817‌

156,553

Associated

Banc-Corp

3,597,588‌

91,335

Atlantic

Union

Bankshares

Corp

3,771,222‌

44,566

(a)

Axos

Financial,

Inc

3,253,764‌

112,080

Banc

of

California,

Inc

1,566,878‌

24,715

Bancfirst

Corp

2,655,132‌

37,392

(a)

Bancorp,

Inc

1,938,401‌

7,985

(b)

Bank

First

Corp

740,209‌

5,849,884

Bank

of

America

Corp

235,808,824‌

34,424

(b)

Bank

of

Hawaii

Corp

2,361,142‌

6,575

Bank

of

Marin

Bancorp

133,538‌

39,774

Bank

of

NT

Butterfield

&

Son

Ltd

1,524,935‌

90,703

Bank

OZK

4,253,064‌

79,459

BankUnited,

Inc

3,060,761‌

41,073

Banner

Corp

2,432,343‌

12,845

Bar

Harbor

Bankshares

410,526‌

16,293

BCB

Bancorp,

Inc

206,595‌

43,571

Berkshire

Hills

Bancorp,

Inc

1,202,560‌

Nuveen

Equity

Index

Fund

July

31,

2024

74

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

BANKS—continued

33,023

BOK

Financial

Corp

$

3,396,085‌

15,598

(a)

Bridgewater

Bancshares,

Inc

215,408‌

67,439

Brookline

Bancorp,

Inc

707,435‌

2,955

Burke

&

Herbert

Financial

Services

Corp

200,053‌

19,568

Business

First

Bancshares,

Inc

497,419‌

25,800

Byline

Bancorp,

Inc

723,690‌

143,139

Cadence

Bank

4,704,979‌

11,105

(b)

Camden

National

Corp

462,856‌

191

(b)

Capital

Bancorp,

Inc

4,869‌

4,521

Capital

City

Bank

Group,

Inc

160,495‌

105,986

Capitol

Federal

Financial,

Inc

669,832‌

15,958

(a)

Carter

Bankshares,

Inc

259,956‌

82,639

Cathay

General

Bancorp

3,662,560‌

16,021

Central

Pacific

Financial

Corp

417,988‌

1,665,981

Citigroup,

Inc

108,088,847‌

5,190

Citizens

&

Northern

Corp

105,098‌

413,701

Citizens

Financial

Group,

Inc

17,652,622‌

13,280

City

Holding

Co

1,618,832‌

5,750

Civista

Bancshares,

Inc

103,213‌

7,874

CNB

Financial

Corp

202,047‌

14,705

(a)

Coastal

Financial

Corp

774,954‌

167,425

Columbia

Banking

System,

Inc

4,379,838‌

27,831

(a)

Columbia

Financial,

Inc

501,236‌

99,964

Comerica,

Inc

5,479,027‌

116,569

Commerce

Bancshares,

Inc

7,543,180‌

60,022

Community

Bank

System,

Inc

3,702,157‌

14,068

Community

Trust

Bancorp,

Inc

713,529‌

32,974

ConnectOne

Bancorp,

Inc

798,630‌

32,218

(a)

CrossFirst

Bankshares,

Inc

597,322‌

46,800

Cullen/Frost

Bankers,

Inc

5,478,408‌

32,680

(a)

Customers

Bancorp,

Inc

2,107,206‌

139,451

CVB

Financial

Corp

2,657,936‌

28,972

Dime

Community

Bancshares,

Inc

732,412‌

26,137

Eagle

Bancorp,

Inc

562,468‌

126,261

East

West

Bancorp,

Inc

11,097,079‌

158,264

Eastern

Bankshares,

Inc

2,633,513‌

5,234

Enterprise

Bancorp,

Inc

154,665‌

28,968

Enterprise

Financial

Services

Corp

1,531,538‌

11,154

Equity

Bancshares,

Inc

451,737‌

8,510

Esquire

Financial

Holdings,

Inc

524,812‌

9,389

(b)

Farmers

&

Merchants

Bancorp,

Inc

258,479‌

11,812

Farmers

National

Banc

Corp

184,385‌

34,406

FB

Financial

Corp

1,606,416‌

587,078

Fifth

Third

Bancorp

24,856,883‌

8,770

Financial

Institutions,

Inc

230,826‌

24,700

First

Bancorp

1,032,460‌

158,461

First

BanCorp

3,398,988‌

7,604

First

Bancorp,

Inc

214,053‌

14,763

First

Bancshares,

Inc

491,903‌

588

First

Bank

9,079‌

38,527

First

Busey

Corp

1,057,181‌

8,793

First

Business

Financial

Services,

Inc

404,654‌

9,797

First

Citizens

Bancshares,

Inc

(Class

A)

20,453,099‌

135,088

First

Commonwealth

Financial

Corp

2,442,391‌

14,032

First

Community

Bancshares,

Inc

628,353‌

73,937

First

Financial

Bancorp

2,022,916‌

112,033

First

Financial

Bankshares,

Inc

4,308,789‌

4,322

First

Financial

Corp

194,317‌

113,382

First

Foundation,

Inc

793,674‌

135,411

First

Hawaiian,

Inc

3,390,691‌

502,723

First

Horizon

National

Corp

8,410,556‌

96,845

First

Interstate

BancSystem,

Inc

3,057,397‌

47,027

First

Merchants

Corp

1,897,539‌

75

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

BANKS—continued

12,091

First

Mid

Bancshares,

Inc

$

464,173‌

12,529

First

of

Long

Island

Corp

164,380‌

9,917

(a)

First

Western

Financial,

Inc

179,894‌

15,276

Five

Star

Bancorp

449,114‌

42,707

Flushing

Financial

Corp

629,074‌

325,156

FNB

Corp

4,987,893‌

194,217

Fulton

Financial

Corp

3,761,983‌

19,386

(a),(b)

FVCBankcorp,

Inc

245,814‌

19,355

German

American

Bancorp,

Inc

761,426‌

101,511

Glacier

Bancorp,

Inc

4,538,557‌

7,132

Great

Southern

Bancorp,

Inc

446,535‌

11,967

Greene

County

Bancorp,

Inc

433,804‌

5,058

(b)

Guaranty

Bancshares,

Inc

174,653‌

70,171

Hancock

Whitney

Corp

3,840,459‌

29,083

Hanmi

Financial

Corp

593,293‌

39,598

HarborOne

Bancorp,

Inc

528,633‌

7,219

HBT

Financial,

Inc

166,037‌

34,542

Heartland

Financial

USA,

Inc

1,883,230‌

55,657

Heritage

Commerce

Corp

576,050‌

28,290

Heritage

Financial

Corp

655,479‌

46,898

Hilltop

Holdings,

Inc

1,547,165‌

1,692

Hingham

Institution

For

Savings

The

420,783‌

2,890

Home

Bancorp,

Inc

127,507‌

183,082

Home

Bancshares,

Inc

5,186,713‌

32,654

HomeStreet,

Inc

470,218‌

8,226

HomeTrust

Bancshares,

Inc

291,776‌

99,262

Hope

Bancorp,

Inc

1,306,288‌

37,769

Horizon

Bancorp,

Inc

603,171‌

1,192,416

Huntington

Bancshares,

Inc

17,826,619‌

41,058

Independent

Bank

Corp

2,633,871‌

16,001

Independent

Bank

Corp

555,075‌

27,575

Independent

Bank

Group,

Inc

1,628,580‌

63,589

International

Bancshares

Corp

4,288,442‌

10,716

(b)

John

Marshall

Bancorp,

Inc

207,140‌

2,471,617

JPMorgan

Chase

&

Co

525,960,098‌

62,205

Kearny

Financial

Corp

447,876‌

839,749

Keycorp

13,545,151‌

19,759

Lakeland

Financial

Corp

1,354,084‌

23,057

Live

Oak

Bancshares,

Inc

1,040,793‌

145,373

M&T

Bank

Corp

25,028,869‌

12,700

Macatawa

Bank

Corp

188,214‌

8,910

Mercantile

Bank

Corp

430,888‌

28,455

Metrocity

Bankshares,

Inc

899,463‌

15,723

(a)

Metropolitan

Bank

Holding

Corp

829,074‌

11,042

Mid

Penn

Bancorp,

Inc

327,395‌

22,606

Midland

States

Bancorp,

Inc

536,666‌

5,927

MidWestOne

Financial

Group,

Inc

173,720‌

25,698

MVB

Financial

Corp

590,283‌

21,289

National

Bank

Holdings

Corp

891,583‌

34,793

NBT

Bancorp,

Inc

1,705,553‌

196,976

(b)

New

York

Community

Bancorp,

Inc

2,072,188‌

8,973

Nicolet

Bankshares,

Inc

902,325‌

9,353

Northeast

Bank

679,589‌

27,798

Northeast

Community

Bancorp,

Inc

633,238‌

44,937

Northfield

Bancorp,

Inc

562,162‌

101,413

Northwest

Bancshares,

Inc

1,423,839‌

2,703,649

(a)

NU

Holdings

Ltd

32,795,262‌

52,078

OceanFirst

Financial

Corp

946,257‌

72,625

OFG

Bancorp

3,298,628‌

244,450

Old

National

Bancorp

4,893,889‌

15,271

Old

Second

Bancorp,

Inc

258,385‌

20,312

Origin

Bancorp,

Inc

697,920‌

3,618

Orrstown

Financial

Services,

Inc

127,209‌

Nuveen

Equity

Index

Fund

July

31,

2024

76

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

BANKS—continued

89,066

Pacific

Premier

Bancorp,

Inc

$

2,410,126‌

11,574

Park

National

Corp

2,048,135‌

12,857

Parke

Bancorp,

Inc

251,483‌

22,883

Pathward

Financial,

Inc

1,545,518‌

10,253

Peapack

Gladstone

Financial

Corp

289,750‌

23,125

Peoples

Bancorp,

Inc

769,369‌

8,138

Peoples

Financial

Services

Corp

404,214‌

64,999

Pinnacle

Financial

Partners,

Inc

6,260,704‌

385

(a)

Pioneer

Bancorp,

Inc

4,293‌

344,969

PNC

Financial

Services

Group,

Inc

62,473,886‌

61,345

Popular,

Inc

6,295,837‌

12,183

Preferred

Bank

1,048,469‌

28,576

Premier

Financial

Corp

724,116‌

5,687

Primis

Financial

Corp

75,068‌

82,390

Prosperity

Bancshares,

Inc

5,974,923‌

65,632

Provident

Financial

Services,

Inc

1,216,817‌

14,068

QCR

Holdings,

Inc

1,075,358‌

22,257

RBB

Bancorp

513,469‌

4,522

Red

River

Bancshares,

Inc

251,966‌

840,825

Regions

Financial

Corp

18,809,255‌

43,118

Renasant

Corp

1,482,828‌

4,137

Republic

Bancorp,

Inc

(Class

A)

271,470‌

33,109

S&T

Bancorp,

Inc

1,469,377‌

34,709

Sandy

Spring

Bancorp,

Inc

1,063,137‌

69,004

Seacoast

Banking

Corp

of

Florida

1,921,071‌

41,638

ServisFirst

Bancshares,

Inc

3,341,033‌

14,920

Shore

Bancshares,

Inc

216,638‌

5,250

Sierra

Bancorp

152,723‌

98,370

Simmons

First

National

Corp

(Class

A)

2,117,906‌

16,069

SmartFinancial,

Inc

455,395‌

354

South

Plains

Financial,

Inc

11,484‌

2,746

(a)

Southern

First

Bancshares,

Inc

95,012‌

5,675

Southern

Missouri

Bancorp,

Inc

324,610‌

24,349

Southside

Bancshares,

Inc

851,972‌

69,727

SouthState

Corp

6,900,881‌

38,203

Stellar

Bancorp,

Inc

1,046,762‌

21,096

Stock

Yards

Bancorp,

Inc

1,312,593‌

110,649

Synovus

Financial

Corp

5,172,841‌

38,762

(a)

Texas

Capital

Bancshares,

Inc

2,562,168‌

11,131

Tompkins

Trustco,

Inc

700,585‌

56,169

Towne

Bank

1,867,058‌

24,322

Trico

Bancshares

1,131,703‌

17,672

(a)

Triumph

Financial,

Inc

1,603,381‌

1,163,091

Truist

Financial

Corp

51,978,537‌

19,519

TrustCo

Bank

Corp

NY

695,072‌

45,567

Trustmark

Corp

1,582,542‌

38,832

UMB

Financial

Corp

3,961,641‌

130,431

United

Bankshares,

Inc

5,077,679‌

103,599

United

Community

Banks,

Inc

3,206,389‌

22,107

Univest

Financial

Corp

611,259‌

1,351,377

US

Bancorp

60,649,800‌

209,518

Valley

National

Bancorp

1,759,951‌

34,533

Veritex

Holdings,

Inc

865,742‌

81,289

Washington

Federal,

Inc

2,893,076‌

15,885

Washington

Trust

Bancorp,

Inc

508,479‌

153,531

Webster

Financial

Corp

7,618,208‌

3,019,659

Wells

Fargo

&

Co

179,186,565‌

51,566

WesBanco,

Inc

1,643,924‌

8,366

West

Bancorporation,

Inc

173,511‌

20,400

Westamerica

Bancorporation

1,100,784‌

91,934

Western

Alliance

Bancorp

7,397,010‌

46,083

Wintrust

Financial

Corp

4,986,181‌

47,065

WSFS

Financial

Corp

2,658,702‌

77

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

BANKS—continued

109,414

Zions

Bancorporation

$

5,653,421‌

TOTAL

BANKS

1,731,118,383‌

CAPITAL

GOODS

-

6

.5

%

90,270

(a)

3D

Systems

Corp

329,486‌

473,656

3M

Co

60,414,823‌

100,665

A.O.

Smith

Corp

8,560,552‌

54,660

Aaon,

Inc

4,839,050‌

23,678

(a)

AAR

Corp

1,529,599‌

26,578

Acuity

Brands,

Inc

6,680,380‌

57,160

Advanced

Drainage

Systems,

Inc

10,119,606‌

115,971

Aecom

Technology

Corp

10,508,132‌

22,184

(a)

Aerovironment,

Inc

3,960,731‌

27,273

(a)

AerSale

Corp

183,820‌

53,417

AGCO

Corp

5,043,633‌

77,906

Air

Lease

Corp

3,865,696‌

13,727

Alamo

Group,

Inc

2,645,467‌

34,459

Albany

International

Corp

(Class

A)

3,224,673‌

65,766

Allegion

plc

8,997,446‌

6,208

Allied

Motion

Technologies,

Inc

179,660‌

78,516

Allison

Transmission

Holdings,

Inc

6,955,732‌

12,889

Alta

Equipment

Group,

Inc

135,335‌

35,576

(a),(b)

Ameresco,

Inc

1,123,134‌

27,449

(a)

American

Superconductor

Corp

663,168‌

12,826

(a)

American

Woodmark

Corp

1,310,176‌

194,228

Ametek,

Inc

33,694,673‌

213,046

(a)

API

Group

Corp

8,072,313‌

18,243

Apogee

Enterprises,

Inc

1,252,200‌

30,780

Applied

Industrial

Technologies,

Inc

6,715,888‌

183,258

(a),(b)

Archer

Aviation,

Inc

764,186‌

51,490

Arcosa,

Inc

4,783,936‌

11,536

Argan,

Inc

910,536‌

35,399

Armstrong

World

Industries,

Inc

4,651,429‌

157,065

(a)

Array

Technologies,

Inc

1,652,324‌

17,527

Astec

Industries,

Inc

615,022‌

17,487

(a)

Astronics

Corp

402,726‌

34,587

Atkore,

Inc

4,669,245‌

60,126

(a)

Axon

Enterprise,

Inc

18,038,401‌

100,862

(a)

AZEK

Co,

Inc

4,527,695‌

18,025

AZZ,

Inc

1,441,279‌

60,464

Barnes

Group,

Inc

2,439,118‌

45,670

(a)

Beacon

Roofing

Supply,

Inc

4,694,876‌

568,083

(a),(b)

Blink

Charging

Co

1,868,993‌

162,550

(a),(b)

Bloom

Energy

Corp

2,200,927‌

25,060

(a)

Blue

Bird

Corp

1,306,127‌

11,068

(a)

BlueLinx

Holdings,

Inc

1,334,690‌

495,007

(a)

Boeing

Co

94,348,334‌

33,731

Boise

Cascade

Co

4,792,838‌

11,845

(a)

Bowman

Consulting

Group

Ltd

423,103‌

40,102

Brookfield

Business

Corp

904,300‌

106,149

(a)

Builders

FirstSource,

Inc

17,766,158‌

73,250

BWX

Technologies,

Inc

7,287,643‌

8,806

Cadre

Holdings,

Inc

323,180‌

41,080

Carlisle

Cos,

Inc

17,195,266‌

725,390

Carrier

Global

Corp

49,406,313‌

421,304

Caterpillar,

Inc

145,855,445‌

531,871

(a),(b)

ChargePoint

Holdings,

Inc

1,154,160‌

36,781

(a),(b)

Chart

Industries,

Inc

5,924,683‌

788,043

CNH

Industrial

NV

8,392,658‌

20,151

Columbus

McKinnon

Corp

768,962‌

28,861

Comfort

Systems

USA,

Inc

9,593,974‌

887

(a)

Concrete

Pumping

Holdings,

Inc

5,916‌

28,626

(a)

Construction

Partners,

Inc

1,850,671‌

Nuveen

Equity

Index

Fund

July

31,

2024

78

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CAPITAL

GOODS—continued

143,688

(a)

Core

&

Main,

Inc

$

7,682,997‌

38,580

Crane

Co

6,189,004‌

11,874

CSW

Industrials,

Inc

3,852,163‌

117,749

Cummins,

Inc

34,359,158‌

33,427

Curtiss-Wright

Corp

9,850,937‌

55,814

(a)

Custom

Truck

One

Source,

Inc

279,628‌

218,306

Deere

&

Co

81,205,466‌

80,220

(a)

DNOW,

Inc

1,232,179‌

101,213

Donaldson

Co,

Inc

7,572,757‌

17,088

Douglas

Dynamics,

Inc

494,014‌

121,539

Dover

Corp

22,394,776‌

7,460

(a)

Ducommun,

Inc

478,708‌

12,598

(a)

DXP

Enterprises,

Inc

689,866‌

21,956

(a)

Dycom

Industries,

Inc

4,029,146‌

344,369

Eaton

Corp

plc

104,960,228‌

39,624

EMCOR

Group,

Inc

14,876,435‌

490,669

Emerson

Electric

Co

57,462,247‌

46,405

(a)

Energy

Recovery,

Inc

676,585‌

94,986

(a),(b)

Energy

Vault

Holdings,

Inc

96,886‌

55,416

Enerpac

Tool

Group

Corp

2,227,723‌

33,465

EnerSys

3,678,807‌

116,702

(a),(b)

Enovix

Corp

1,681,676‌

16,390

EnPro

Industries,

Inc

2,801,707‌

56,109

Esab

Corp

5,700,674‌

19,331

ESCO

Technologies,

Inc

2,376,940‌

497,980

Fastenal

Co

35,232,085‌

46,155

Federal

Signal

Corp

4,614,115‌

175,632

Ferguson

plc

39,104,465‌

98,402

Flowserve

Corp

4,974,221‌

46,207

(a),(b)

Fluence

Energy,

Inc

756,871‌

129,933

(a)

Fluor

Corp

6,249,777‌

310,223

Fortive

Corp

22,289,523‌

104,386

Fortune

Brands

Innovations,

Inc

8,435,433‌

37,279

Franklin

Electric

Co,

Inc

3,974,687‌

949,368

(a),(b)

Freyr

Battery,

Inc

1,708,862‌

79,831

FTAI

Aviation

Ltd

8,897,165‌

511,812

(a),(b)

FuelCell

Energy,

Inc

259,182‌

155,438

(a)

Gates

Industrial

Corp

plc

2,889,592‌

25,920

GATX

Corp

3,615,840‌

237,498

(a)

GE

Vernova,

Inc

42,331,644‌

26,667

(a)

Gencor

Industries,

Inc

656,808‌

52,669

(a)

Generac

Holdings,

Inc

8,199,510‌

227,805

General

Dynamics

Corp

68,047,632‌

940,633

General

Electric

Co

160,095,737‌

26,448

(a)

Gibraltar

Industries,

Inc

1,964,293‌

25,662

Global

Industrial

Co

895,091‌

37,797

(a)

GMS,

Inc

3,637,205‌

18,896

Gorman-Rupp

Co

780,594‌

147,695

Graco,

Inc

12,561,460‌

149,154

GrafTech

International

Ltd

114,565‌

39,368

Granite

Construction,

Inc

2,695,133‌

60,950

(a)

Great

Lakes

Dredge

&

Dock

Corp

574,759‌

33,587

Greenbrier

Cos,

Inc

1,713,273‌

40,831

Griffon

Corp

2,942,282‌

22,211

H&E

Equipment

Services,

Inc

1,161,635‌

130,446

(a)

Hayward

Holdings,

Inc

1,929,296‌

41,922

HEICO

Corp

10,117,455‌

70,220

HEICO

Corp

(Class

A)

13,349,524‌

23,945

Helios

Technologies,

Inc

1,100,273‌

25,702

Herc

Holdings,

Inc

4,005,400‌

78,974

Hexcel

Corp

5,228,869‌

83,078

Hillenbrand,

Inc

3,674,540‌

103,419

(a)

Hillman

Solutions

Corp

1,049,703‌

79

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CAPITAL

GOODS—continued

560,106

Honeywell

International,

Inc

$

114,681,704‌

328,706

Howmet

Aerospace,

Inc

31,457,164‌

46,255

Hubbell,

Inc

18,300,791‌

33,445

(a)

Hudson

Technologies,

Inc

286,289‌

35,838

Huntington

Ingalls

Industries,

Inc

10,033,923‌

306,800

(a),(b)

Hyliion

Holdings

Corp

681,096‌

7,156

Hyster-Yale

Materials

Handling,

Inc

584,931‌

59,644

IDEX

Corp

12,434,581‌

8,756

(a)

IES

Holdings,

Inc

1,348,161‌

254,634

Illinois

Tool

Works,

Inc

62,965,896‌

353,391

Ingersoll

Rand,

Inc

35,480,456‌

15,632

Insteel

Industries,

Inc

535,396‌

66,579

ITT,

Inc

9,418,265‌

82,032

(a)

Janus

International

Group,

Inc

1,182,901‌

95,278

(a)

JELD-WEN

Holding,

Inc

1,590,190‌

30,832

John

Bean

Technologies

Corp

3,033,252‌

592,195

Johnson

Controls

International

plc

42,365,630‌

9,278

Kadant,

Inc

3,261,124‌

63,395

Kennametal,

Inc

1,657,145‌

110,429

(a)

Kratos

Defense

&

Security

Solutions,

Inc

2,489,070‌

167,378

L3Harris

Technologies,

Inc

37,976,394‌

4,474

(a)

Lawson

Products,

Inc

150,998‌

28,805

Lennox

International,

Inc

16,807,718‌

47,468

(a)

Leonardo

DRS,

Inc

1,338,598‌

16,978

(a)

Limbach

Holdings,

Inc

1,081,838‌

47,515

Lincoln

Electric

Holdings,

Inc

9,760,056‌

8,406

Lindsay

Corp

1,059,072‌

185,318

Lockheed

Martin

Corp

100,427,531‌

32,814

LSI

Industries,

Inc

559,807‌

30,526

Luxfer

Holdings

plc

395,006‌

25,887

(a)

Manitowoc

Co,

Inc

327,212‌

195,438

Masco

Corp

15,214,848‌

47,879

(a)

Mastec,

Inc

5,268,126‌

104,386

(a)

Masterbrand,

Inc

1,884,167‌

26,438

(a)

Mayville

Engineering

Co

Inc

505,230‌

21,770

McGrath

RentCorp

2,390,999‌

197,279

MDU

Resources

Group,

Inc

5,314,696‌

56,073

(a)

Mercury

Computer

Systems,

Inc

1,993,395‌

46,376

(a)

Middleby

Corp

6,287,658‌

12,532

Miller

Industries,

Inc

851,424‌

27,127

Moog,

Inc

(Class

A)

5,319,605‌

74,482

(a)

MRC

Global,

Inc

1,078,499‌

40,108

MSC

Industrial

Direct

Co

(Class

A)

3,567,607‌

91,520

Mueller

Industries,

Inc

6,492,429‌

123,593

Mueller

Water

Products,

Inc

(Class

A)

2,555,903‌

15,607

(a)

MYR

Group,

Inc

2,192,471‌

3,753

National

Presto

Industries,

Inc

286,992‌

102,670

(a)

NEXTracker,

Inc

5,045,204‌

17,649

(a),(b)

Nikola

Corp

158,488‌

50,093

Nordson

Corp

12,539,781‌

122,828

Northrop

Grumman

Corp

59,488,057‌

5,136

(a)

Northwest

Pipe

Co

195,938‌

63,246

(a),(b)

NuScale

Power

Corp

646,374‌

157,302

nVent

Electric

plc

11,424,844‌

2,380

Omega

Flex,

Inc

125,140‌

174,014

(a)

Orion

Marine

Group,

Inc

1,428,655‌

51,245

Oshkosh

Corp

5,567,769‌

346,378

Otis

Worldwide

Corp

32,732,721‌

77,678

Owens

Corning,

Inc

14,477,626‌

444,021

PACCAR,

Inc

43,807,112‌

17,348

Park

Aerospace

Corp

232,637‌

110,858

Parker-Hannifin

Corp

62,209,075‌

27,211

(a)

Parsons

Corp

2,486,269‌

Nuveen

Equity

Index

Fund

July

31,

2024

80

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CAPITAL

GOODS—continued

133,782

Pentair

plc

$

11,755,424‌

445,266

(a),(b)

Plug

Power,

Inc

1,099,807‌

6,237

Powell

Industries,

Inc

1,145,300‌

1,157

Preformed

Line

Products

Co

159,516‌

58,364

Primoris

Services

Corp

3,295,815‌

20,651

(a)

Proto

Labs,

Inc

719,068‌

24,588

Quanex

Building

Products

Corp

821,239‌

124,631

Quanta

Services,

Inc

33,074,575‌

25,790

(a)

RBC

Bearings,

Inc

7,500,764‌

60,202

(a)

Redwire

Corp

426,230‌

58,146

Regal-Beloit

Corp

9,342,899‌

112,180

(a)

Resideo

Technologies,

Inc

2,548,730‌

34,968

REV

Group,

Inc

1,020,366‌

241,774

(a),(b)

Rocket

Lab

USA,

Inc

1,266,896‌

102,202

Rockwell

Automation,

Inc

28,478,587‌

1,153,893

RTX

Corp

135,570,889‌

6,598

Rush

Enterprises,

Inc

311,953‌

44,730

Rush

Enterprises,

Inc

(Class

A)

2,281,677‌

134,984

Sensata

Technologies

Holding

plc

5,263,026‌

198,020

(a),(b)

SES

AI

Corp

243,565‌

140,450

(a)

Shoals

Technologies

Group,

Inc

912,925‌

24,827

Shyft

Group,

Inc

416,349‌

37,416

Simpson

Manufacturing

Co,

Inc

7,187,239‌

40,856

(a)

SiteOne

Landscape

Supply,

Inc

5,992,758‌

46,027

Snap-On,

Inc

13,211,130‌

96,167

(a)

Spirit

Aerosystems

Holdings,

Inc

(Class

A)

3,486,054‌

33,039

(a)

SPX

Technologies,

Inc

4,874,574‌

8,453

Standex

International

Corp

1,579,020‌

130,458

Stanley

Black

&

Decker,

Inc

13,778,974‌

150,669

(a),(b)

Stem,

Inc

183,816‌

23,409

(a)

Sterling

Construction

Co,

Inc

2,723,871‌

191,646

(a),(b)

Sunrun,

Inc

3,359,554‌

14,406

Tecnoglass,

Inc

775,187‌

24,854

Tennant

Co

2,676,527‌

69,107

Terex

Corp

4,371,709‌

281,691

(a),(b)

Terran

Orbital

Corp

202,733‌

169,213

Textron,

Inc

15,719,888‌

22,578

(a)

Thermon

Group

Holdings,

Inc

740,784‌

48,377

Timken

Co

4,206,380‌

51,987

(a)

Titan

International,

Inc

442,929‌

13,882

(a)

Titan

Machinery,

Inc

247,516‌

91,243

Toro

Co

8,734,692‌

196,741

Trane

Technologies

plc

65,766,582‌

5,151

(a)

Transcat,

Inc

593,601‌

46,529

TransDigm

Group,

Inc

60,218,762‌

100,182

(a)

Trex

Co,

Inc

8,378,221‌

67,174

Trinity

Industries,

Inc

2,220,772‌

47,307

(a)

Triumph

Group,

Inc

775,362‌

49,355

(a)

Tutor

Perini

Corp

1,228,446‌

59,386

UFP

Industries,

Inc

7,834,795‌

57,899

United

Rentals,

Inc

43,835,333‌

11,489

(a)

V2X,

Inc

598,922‌

18,457

Valmont

Industries,

Inc

5,506,831‌

304,683

Vertiv

Holdings

Co

23,978,552‌

15,571

(a)

Vicor

Corp

655,695‌

10,255

(a),(b)

Virgin

Galactic

Holdings,

Inc

72,913‌

38,013

W.W.

Grainger,

Inc

37,131,479‌

39,430

Wabash

National

Corp

847,351‌

29,046

Watsco,

Inc

14,217,727‌

26,804

Watts

Water

Technologies,

Inc

(Class

A)

5,562,366‌

40,493

WESCO

International,

Inc

7,084,250‌

150,557

Westinghouse

Air

Brake

Technologies

Corp

24,262,261‌

168,942

(a)

WillScot

Mobile

Mini

Holdings

Corp

6,926,622‌

81

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CAPITAL

GOODS—continued

55,521

Woodward

Inc

$

8,660,721‌

35,235

(a),(b)

Xometry,

Inc

515,488‌

211,534

Xylem,

Inc

28,239,789‌

140,071

Zurn

Elkay

Water

Solutions

Corp

4,546,705‌

TOTAL

CAPITAL

GOODS

3,021,232,108‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

1

.6

%

71,796

ABM

Industries,

Inc

3,988,986‌

91,019

ACCO

Brands

Corp

465,107‌

110,227

(a)

ACV

Auctions,

Inc

1,882,677‌

380,551

(a)

Alight,

Inc

2,880,771‌

13,852

Aris

Water

Solution,

Inc

245,319‌

42,312

(a)

ASGN,

Inc

4,005,677‌

703,425

(a),(b)

Aurora

Innovation,

Inc

2,813,700‌

355,533

Automatic

Data

Processing,

Inc

93,370,076‌

21,308

Barrett

Business

Services,

Inc

776,464‌

223,464

(a),(b)

BlackSky

Technology,

Inc

250,280‌

110,250

Booz

Allen

Hamilton

Holding

Corp

15,799,927‌

34,803

(a)

BrightView

Holdings,

Inc

500,815‌

35,470

Brink's

Co

3,901,345‌

104,604

Broadridge

Financial

Solutions,

Inc

22,385,256‌

21,645

(a)

CACI

International,

Inc

(Class

A)

9,988,735‌

41,616

(a)

Casella

Waste

Systems,

Inc

(Class

A)

4,309,753‌

43,111

(a)

CBIZ,

Inc

2,991,903‌

25,717

(a)

CECO

Environmental

Corp

750,936‌

13,622

(a)

Cimpress

plc

1,243,280‌

75,068

Cintas

Corp

57,347,448‌

387,769

(a)

Clarivate

plc

2,613,563‌

44,744

(a)

Clean

Harbors,

Inc

10,681,735‌

31,316

Concentrix

Corp

2,207,778‌

132,462

(a)

Conduent,

Inc

540,445‌

738,268

(a)

Copart,

Inc

38,633,564‌

100,942

(a)

CoreCivic,

Inc

1,407,131‌

357,188

(a)

CoStar

Group,

Inc

27,867,808‌

4,484

CRA

International,

Inc

783,803‌

26,157

CSG

Systems

International,

Inc

1,225,194‌

30,980

Deluxe

Corp

755,292‌

75,581

(a)

Driven

Brands

Holdings,

Inc

1,015,809‌

196,245

Dun

&

Bradstreet

Holdings,

Inc

2,135,146‌

16,785

Ennis,

Inc

400,154‌

108,554

Equifax,

Inc

30,326,731‌

132,285

(a)

ExlService

Holdings,

Inc

4,664,369‌

41,992

Exponent,

Inc

4,454,511‌

46,013

First

Advantage

Corp

792,344‌

8,190

(a)

Forrester

Research,

Inc

165,356‌

9,141

(a)

Franklin

Covey

Co

399,553‌

31,944

(a)

FTI

Consulting,

Inc

6,962,834‌

161,326

Genpact

Ltd

5,593,172‌

97,493

(a)

GEO

Group,

Inc

1,413,649‌

61,320

(a)

Harsco

Corp

724,802‌

56,484

(a)

Healthcare

Services

Group

645,612‌

14,986

Heidrick

&

Struggles

International,

Inc

601,538‌

56,093

Herman

Miller,

Inc

1,740,005‌

39,729

HNI

Corp

2,183,109‌

17,579

(a)

Huron

Consulting

Group,

Inc

1,933,866‌

14,225

ICF

International,

Inc

2,092,498‌

32,868

(a),(b)

Innodata,

Inc

635,996‌

30,132

Insperity,

Inc

3,095,159‌

40,589

Interface,

Inc

701,378‌

108,944

Jacobs

Solutions,

Inc

15,943,954‌

126,396

KBR,

Inc

8,416,710‌

25,446

Kelly

Services,

Inc

(Class

A)

598,744‌

14,799

Kforce,

Inc

1,028,087‌

Nuveen

Equity

Index

Fund

July

31,

2024

82

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

COMMERCIAL

&

PROFESSIONAL

SERVICES—continued

44,482

Korn/Ferry

International

$

3,279,213‌

82,778

(a)

Legalzoom.com,

Inc

552,957‌

115,337

Leidos

Holdings,

Inc

16,654,663‌

20,481

(a)

Liquidity

Services,

Inc

460,208‌

39,935

Manpower,

Inc

3,058,222‌

23,701

Matthews

International

Corp

(Class

A)

686,144‌

58,381

MAXIMUS,

Inc

5,423,011‌

51,680

(a)

Mistras

Group,

Inc

516,800‌

19,414

(a)

Montrose

Environmental

Group,

Inc

619,112‌

29,217

MSA

Safety,

Inc

5,511,787‌

8,091

NL

Industries,

Inc

51,701‌

11,033

(a)

NV5

Global,

Inc

1,137,944‌

99,756

(a)

OPENLANE,

Inc

1,783,637‌

279,078

Paychex,

Inc

35,727,566‌

44,093

Paycom

Software,

Inc

7,354,271‌

131,794

Pitney

Bowes,

Inc

869,840‌

120,113

(a)

Planet

Labs

PBC

305,087‌

83,380

Quad

Graphics,

Inc

381,047‌

151,028

RB

Global,

Inc

12,026,360‌

10,928

(a)

Red

Violet,

Inc

281,505‌

178,089

Republic

Services,

Inc

34,606,254‌

31,570

Resources

Connection,

Inc

376,630‌

95,845

Robert

Half

International,

Inc

6,152,291‌

231,850

Rollins,

Inc

11,107,934‌

43,704

Science

Applications

International

Corp

5,436,778‌

191,383

SS&C

Technologies

Holdings,

Inc

13,961,390‌

72,578

Steelcase,

Inc

(Class

A)

1,051,655‌

87,824

(a)

Stericycle,

Inc

5,142,095‌

11,647

(a)

Sterling

Check

Corp

182,625‌

47,995

Tetra

Tech,

Inc

10,234,454‌

166,720

TransUnion

15,048,147‌

31,176

TriNet

Group,

Inc

3,250,098‌

27,408

(a)

TrueBlue,

Inc

327,526‌

13,566

TTEC

Holdings,

Inc

108,257‌

16,144

Unifirst

Corp

3,140,654‌

86,222

(a)

Upwork,

Inc

1,045,011‌

198,239

Veralto

Corp

21,124,348‌

125,365

Verisk

Analytics,

Inc

32,814,289‌

106,472

(a)

Verra

Mobility

Corp

3,208,001‌

101,978

Vestis

Corp

1,322,655‌

14,279

(a)

Viad

Corp

474,777‌

7,529

VSE

Corp

670,006‌

348,356

Waste

Management,

Inc

70,597,827‌

7,913

(a)

Willdan

Group,

Inc

268,092‌

32,019

(a)

WNS

Holdings

Ltd

1,907,692‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

755,520,415‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

5

.5

%

19,450

(a)

1-800-FLOWERS.COM,

Inc

(Class

A)

201,502‌

25,052

Aaron's

Co,

Inc

250,520‌

41,896

(a)

Abercrombie

&

Fitch

Co

(Class

A)

6,178,822‌

71,514

Academy

Sports

&

Outdoors,

Inc

3,866,762‌

48,894

Advance

Auto

Parts,

Inc

3,096,457‌

8,000,948

(a)

Amazon.com,

Inc

1,496,017,257‌

151,292

American

Eagle

Outfitters,

Inc

3,335,989‌

4,429

(a)

America's

Car-Mart,

Inc

306,708‌

37,251

(b)

Arhaus,

Inc

565,843‌

88,408

Arko

Corp

579,072‌

17,268

(a)

Asbury

Automotive

Group,

Inc

4,648,891‌

27,134

(a)

Autonation,

Inc

5,174,996‌

15,045

(a)

Autozone,

Inc

47,146,366‌

196,056

(a),(b)

BARK,

Inc

303,887‌

191,637

Bath

&

Body

Works,

Inc

7,042,660‌

83

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL—continued

174,190

Best

Buy

Co,

Inc

$

15,070,919‌

21,956

(a)

Boot

Barn

Holdings,

Inc

2,930,687‌

43,151

Buckle,

Inc

1,863,692‌

16,431

Build-A-Bear

Workshop,

Inc

445,609‌

54,905

(a)

Burlington

Stores,

Inc

14,292,870‌

27,131

Caleres,

Inc

1,046,171‌

45,155

Camping

World

Holdings,

Inc

1,033,146‌

128,771

(a)

Carmax,

Inc

10,873,423‌

89,890

(a)

Carvana

Co

11,976,045‌

978,019

(a)

Coupang,

Inc

20,293,894‌

44,243

(b)

Designer

Brands,

Inc

361,023‌

74,785

(a)

Destination

XL

Group,

Inc

278,948‌

47,280

Dick's

Sporting

Goods,

Inc

10,229,028‌

3,335

Dillard's,

Inc

(Class

A)

1,329,298‌

444,151

eBay,

Inc

24,699,237‌

106,237

(a)

Etsy,

Inc

6,920,278‌

178,480

(a),(b)

EVgo,

Inc

685,363‌

46,886

(a)

Five

Below,

Inc

3,410,488‌

89,712

(a)

Floor

&

Decor

Holdings,

Inc

8,791,776‌

85,370

Foot

Locker,

Inc

2,480,852‌

16,268

(a)

Funko,

Inc

162,517‌

227,580

(a)

GameStop

Corp

(Class

A)

5,159,239‌

166,065

Gap,

Inc

3,899,206‌

10,885

(a)

Genesco,

Inc

335,585‌

123,926

Genuine

Parts

Co

18,230,754‌

19,249

(a),(b)

GigaCloud

Technology,

Inc

566,498‌

12,919

Group

1

Automotive,

Inc

4,724,737‌

19,850

(a),(b)

Groupon,

Inc

264,402‌

113,852

(a),(b)

GrowGeneration

Corp

262,998‌

12,079

Haverty

Furniture

Cos,

Inc

353,552‌

855,049

Home

Depot,

Inc

314,794,840‌

102,329

Kohl's

Corp

2,216,446‌

29,092

(a)

Lands'

End,

Inc

514,637‌

119,702

(a)

Leslie's,

Inc

353,121‌

25,514

Lithia

Motors,

Inc

(Class

A)

7,050,284‌

234,155

LKQ

Corp

9,717,432‌

493,136

Lowe's

Cos,

Inc

121,069,819‌

239,583

Macy's,

Inc

4,139,994‌

14,865

(a)

MarineMax,

Inc

518,343‌

24,916

Monro

Muffler,

Inc

767,911‌

14,919

Murphy

USA,

Inc

7,532,901‌

60,209

(a)

National

Vision

Holdings,

Inc

870,622‌

86,070

Nordstrom,

Inc

1,964,978‌

35,743

(a)

ODP

Corp

1,510,142‌

57,170

(a)

Ollie's

Bargain

Outlet

Holdings,

Inc

5,582,079‌

7,506

(a),(b)

OneWater

Marine,

Inc

185,248‌

50,873

(a)

O'Reilly

Automotive,

Inc

57,300,295‌

32,132

(a)

Overstock.com,

Inc

363,092‌

10,999

Penske

Auto

Group,

Inc

1,915,036‌

63,078

(a)

Petco

Health

&

Wellness

Co,

Inc

218,250‌

32,909

Pool

Corp

12,309,282‌

490,197

(a),(b)

RealReal,

Inc

1,833,337‌

26,266

(a),(b)

Revolve

Group,

Inc

508,247‌

15,040

(a)

RH

4,362,803‌

280,318

Ross

Stores,

Inc

40,149,947‌

82,883

(a)

Sally

Beauty

Holdings,

Inc

949,010‌

22,839

(a),(b)

Savers

Value

Village,

Inc

232,729‌

10,676

Shoe

Carnival,

Inc

453,410‌

39,515

Signet

Jewelers

Ltd

3,324,397‌

17,467

(a)

Sleep

Number

Corp

206,111‌

17,973

Sonic

Automotive,

Inc

(Class

A)

1,070,112‌

107,982

(a)

Stitch

Fix,

Inc

508,595‌

83,380

(a),(b)

ThredUp,

Inc

175,098‌

Nuveen

Equity

Index

Fund

July

31,

2024

84

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL—continued

16,584

(a)

Tilly's,

Inc

$

97,182‌

982,381

TJX

Cos,

Inc

111,028,701‌

21,328

(a),(b)

Torrid

Holdings,

Inc

177,022‌

95,996

Tractor

Supply

Co

25,277,667‌

41,546

(a)

Ulta

Beauty,

Inc

15,159,720‌

62,519

Upbound

Group,

Inc

2,358,842‌

53,953

(a)

Urban

Outfitters,

Inc

2,484,536‌

113,676

(a)

Valvoline,

Inc

5,285,934‌

67,822

(a)

Victoria's

Secret

&

Co

1,203,841‌

64,680

(a)

Warby

Parker,

Inc

1,065,280‌

74,009

(a),(b)

Wayfair,

Inc

4,028,310‌

111,458

Williams-Sonoma,

Inc

17,240,323‌

3,199

Winmark

Corp

1,265,652‌

17,055

(a)

Zumiez,

Inc

433,538‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

2,543,463,063‌

CONSUMER

DURABLES

&

APPAREL

-

1

.0

%

29,457

Acushnet

Holdings

Corp

2,137,989‌

67,518

(a)

Amer

Sports,

Inc

783,884‌

48,209

(a),(b)

AMMO,

Inc

87,740‌

37,938

(a)

Beazer

Homes

USA,

Inc

1,277,372‌

26,444

(a)

BK

LC

Lux

Finco

2

Sarl

1,563,105‌

70,933

Brunswick

Corp

5,777,493‌

107,866

(a)

Callaway

Golf

Co

1,779,789‌

87,246

(a)

Capri

Holdings

Ltd

2,926,231‌

31,801

Carter's,

Inc

1,925,551‌

7,534

(a)

Cavco

Industries,

Inc

3,123,747‌

32,019

Century

Communities,

Inc

3,352,709‌

17,828

Clarus

Corp

107,681‌

30,881

Columbia

Sportswear

Co

2,522,978‌

39,614

(b)

Cricut,

Inc

246,003‌

54,538

(a)

Crocs,

Inc

7,328,271‌

21,579

(a)

Deckers

Outdoor

Corp

19,909,433‌

255,813

DR

Horton,

Inc

46,028,433‌

28,420

(a)

Dream

Finders

Homes,

Inc

896,651‌

17,863

Ethan

Allen

Interiors,

Inc

551,431‌

139,793

(a)

Garmin

Ltd

23,939,551‌

32,892

(a)

G-III

Apparel

Group

Ltd

906,832‌

95,226

(a)

GoPro,

Inc

144,744‌

22,207

(a)

Green

Brick

Partners,

Inc

1,624,442‌

354,000

(a)

Hanesbrands,

Inc

2,102,760‌

113,125

Hasbro,

Inc

7,292,037‌

17,902

(a)

Helen

of

Troy

Ltd

1,058,187‌

5,395

(a)

Hovnanian

Enterprises,

Inc

1,132,357‌

17,511

Installed

Building

Products,

Inc

4,734,099‌

20,871

(a),(b)

iRobot

Corp

246,069‌

18,019

(a)

JAKKS

Pacific,

Inc

379,120‌

4,498

Johnson

Outdoors,

Inc

190,715‌

72,924

KB

Home

6,277,298‌

52,445

Kontoor

Brands,

Inc

3,679,017‌

41,872

(a)

Landsea

Homes

Corp

510,001‌

28,807

(a)

Latham

Group,

Inc

104,857‌

33,828

La-Z-Boy,

Inc

1,493,168‌

166

(a)

Legacy

Housing

Corp

4,728‌

99,765

Leggett

&

Platt,

Inc

1,313,905‌

205,452

Lennar

Corp

(Class

A)

36,350,622‌

6,572

Lennar

Corp

(Class

B)

1,084,117‌

16,589

(a)

LGI

Homes,

Inc

1,908,896‌

8,731

(a)

Lovesac

Co

238,880‌

101,263

(a)

Lululemon

Athletica,

Inc

26,192,688‌

29,049

(a)

M/I

Homes,

Inc

4,846,245‌

15,494

(a)

Malibu

Boats,

Inc

589,392‌

6,781

Marine

Products

Corp

71,811‌

85

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CONSUMER

DURABLES

&

APPAREL—continued

13,757

(a)

MasterCraft

Boat

Holdings,

Inc

$

301,003‌

253,886

(a)

Mattel,

Inc

4,897,461‌

35,719

Meritage

Homes

Corp

7,246,314‌

45,619

(a)

Mohawk

Industries,

Inc

7,347,852‌

11,455

Movado

Group,

Inc

296,684‌

291,711

Newell

Rubbermaid,

Inc

2,505,797‌

1,015,845

Nike,

Inc

(Class

B)

76,046,157‌

2,399

(a)

NVR,

Inc

20,649,345‌

11,713

Oxford

Industries,

Inc

1,233,730‌

245,766

(a),(b)

Peloton

Interactive,

Inc

874,927‌

49,830

Polaris

Industries,

Inc

4,149,842‌

184,681

Pulte

Homes,

Inc

24,377,892‌

117,697

(a),(b)

Purple

Innovation,

Inc

162,422‌

53,508

PVH

Corp

5,457,281‌

35,835

Ralph

Lauren

Corp

6,292,268‌

5,014

Rocky

Brands,

Inc

171,880‌

53,150

SharkNinja

Global

SPV

Ltd

4,084,577‌

111,211

(a)

Skechers

U.S.A.,

Inc

(Class

A)

7,243,172‌

45,632

(a)

Skyline

Champion

Corp

3,719,464‌

39,576

Smith

&

Wesson

Brands,

Inc

654,983‌

97,889

(a)

Sonos,

Inc

1,321,501‌

59,762

Steven

Madden

Ltd

2,709,609‌

31,019

Sturm

Ruger

&

Co,

Inc

1,399,267‌

202,096

Tapestry,

Inc

8,102,029‌

84,857

(a)

Taylor

Morrison

Home

Corp

5,692,208‌

133,539

Tempur

Sealy

International,

Inc

6,990,767‌

84,307

Toll

Brothers,

Inc

12,031,452‌

29,160

(a)

TopBuild

Corp

13,954,226‌

16,458

(a)

Traeger,

Inc

40,158‌

87,328

(a)

Tri

Pointe

Homes,

Inc

3,951,592‌

142,219

(a)

Under

Armour,

Inc

(Class

A)

991,266‌

152,950

(a)

Under

Armour,

Inc

(Class

C)

1,038,531‌

268,090

VF

Corp

4,546,806‌

46,617

(a)

Vista

Outdoor,

Inc

1,894,049‌

52,704

(a)

Vizio

Holding

Corp

578,690‌

44,369

Whirlpool

Corp

4,524,307‌

60,869

Wolverine

World

Wide,

Inc

905,122‌

87,376

(a)

YETI

Holdings,

Inc

3,612,998‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

482,740,658‌

CONSUMER

SERVICES

-

2

.1

%

42,715

(a)

Accel

Entertainment,

Inc

521,123‌

192,723

ADT,

Inc

1,499,385‌

39,603

(a)

Adtalem

Global

Education,

Inc

3,105,271‌

368,840

(a)

Airbnb,

Inc

51,475,310‌

203,957

Aramark

6,989,606‌

54,031

(a)

BALLY'S

CORP

930,954‌

2,687

(a)

Biglari

Holdings,

Inc

(B

Shares)

539,415‌

16,236

(a)

BJ's

Restaurants,

Inc

512,733‌

101,155

Bloomin'

Brands,

Inc

2,109,082‌

29,436

Booking

Holdings,

Inc

109,355,034‌

61,775

Boyd

Gaming

Corp

3,760,244‌

45,535

(a)

Bright

Horizons

Family

Solutions,

Inc

5,475,584‌

33,083

(a)

Brinker

International,

Inc

2,210,275‌

177,460

(a)

Caesars

Entertainment,

Inc

7,089,527‌

870,724

(a)

Carnival

Corp

14,506,262‌

13,917

Carriage

Services,

Inc

446,179‌

63,982

(a)

Cava

Group,

Inc

5,388,564‌

31,587

Cheesecake

Factory

1,228,418‌

107,492

(a)

Chegg,

Inc

366,548‌

1,193,750

(a)

Chipotle

Mexican

Grill,

Inc

(Class

A)

64,844,500‌

27,242

(b)

Choice

Hotels

International,

Inc

3,471,993‌

65,440

Churchill

Downs,

Inc

9,394,566‌

Nuveen

Equity

Index

Fund

July

31,

2024

86

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CONSUMER

SERVICES—continued

14,551

(a)

Chuy's

Holdings,

Inc

$

539,697‌

147,520

(a)

Coursera,

Inc

1,371,936‌

17,056

(b)

Cracker

Barrel

Old

Country

Store,

Inc

781,677‌

104,438

Darden

Restaurants,

Inc

15,278,235‌

30,838

(a)

Dave

&

Buster's

Entertainment,

Inc

1,159,817‌

49,845

(a)

Denny's

Corp

366,859‌

41,653

(a)

Despegar.com

Corp

484,008‌

13,530

Dine

Brands

Global

Inc.

484,915‌

29,862

Domino's

Pizza,

Inc

12,801,839‌

292,934

(a)

DoorDash,

Inc

32,433,653‌

371,676

(a)

DraftKings,

Inc

13,733,428‌

30,416

(a)

Duolingo,

Inc

5,229,727‌

74,792

(a)

Dutch

Bros,

Inc

2,860,794‌

12,211

(a)

El

Pollo

Loco

Holdings,

Inc

147,265‌

1,317

(a),(c)

Empire

Resorts,

Inc

13‌

9,603

(a),(b)

European

Wax

Center,

Inc

90,172‌

63,702

(a)

Everi

Holdings,

Inc

819,845‌

111,276

(a)

Expedia

Group,

Inc

14,206,607‌

7,261

(a)

First

Watch

Restaurant

Group,

Inc

118,137‌

63,264

(a)

Frontdoor,

Inc

2,496,398‌

67,165

(a)

Full

House

Resorts,

Inc

378,139‌

52,701

(a),(b)

Global

Business

Travel

Group

I

354,151‌

19,659

Golden

Entertainment,

Inc

657,200‌

2,812

Graham

Holdings

Co

2,178,878‌

29,625

(a)

Grand

Canyon

Education,

Inc

4,620,019‌

126,232

H&R

Block,

Inc

7,313,882‌

66,461

(a)

Hilton

Grand

Vacations,

Inc

2,871,780‌

213,552

Hilton

Worldwide

Holdings,

Inc

45,843,208‌

36,903

Hyatt

Hotels

Corp

5,436,919‌

30,674

(a)

Inspired

Entertainment,

Inc

283,121‌

112,880

International

Game

Technology

plc

2,649,294‌

17,265

Jack

in

the

Box,

Inc

1,026,232‌

62,386

Krispy

Kreme,

Inc

663,163‌

4,466

(a),(b)

Kura

Sushi

USA,

Inc

256,750‌

309,453

Las

Vegas

Sands

Corp

12,276,001‌

151,179

Laureate

Education,

Inc

2,343,275‌

36,714

(a)

Life

Time

Group

Holdings,

Inc

762,550‌

75,566

(a)

Light

&

Wonder,

Inc

8,100,675‌

50,626

(a)

Lindblad

Expeditions

Holdings,

Inc

435,890‌

203,931

Marriott

International,

Inc

(Class

A)

46,353,516‌

31,047

Marriott

Vacations

Worldwide

Corp

2,625,955‌

624,166

McDonald's

Corp

165,653,656‌

224,975

(a)

MGM

Resorts

International

9,667,176‌

56,702

(a),(b)

Mister

Car

Wash,

Inc

430,935‌

9,593

Monarch

Casino

&

Resort,

Inc

750,940‌

98,040

(a),(b)

Nerdy,

Inc

169,609‌

360,855

(a)

Norwegian

Cruise

Line

Holdings

Ltd

6,650,558‌

13,723

(a)

ONE

Group

Hospitality,

Inc

69,576‌

56,804

(a)

OneSpaWorld

Holdings

Ltd

913,976‌

24,598

Papa

John's

International,

Inc

1,087,970‌

138,532

(a)

Penn

National

Gaming,

Inc

2,766,484‌

51,762

Perdoceo

Education

Corp

1,283,180‌

74,794

(a)

Planet

Fitness,

Inc

5,512,318‌

26,634

(a)

PlayAGS,

Inc

304,959‌

36,820

(a)

Portillo's,

Inc

381,455‌

48,781

(a)

Potbelly

Corp

356,101‌

6,503

RCI

Hospitality

Holdings,

Inc

321,768‌

43,399

Red

Rock

Resorts,

Inc

2,473,743‌

201,912

(a)

Royal

Caribbean

Cruises

Ltd

31,643,649‌

102,195

(a)

Rush

Street

Interactive,

Inc

1,022,972‌

238,986

(a)

Sabre

Corp

819,722‌

38,148

(a)

SeaWorld

Entertainment,

Inc

2,008,492‌

121,563

Service

Corp

International

9,714,099‌

87

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CONSUMER

SERVICES—continued

27,489

(a)

Shake

Shack,

Inc

$

2,408,586‌

33,648

Six

Flags

Entertainment

Corp

1,602,654‌

972,049

Starbucks

Corp

75,771,220‌

17,816

Strategic

Education,

Inc

1,877,806‌

41,244

(a)

Stride,

Inc

3,133,719‌

107,220

Super

Group

SGHC

Ltd

410,653‌

82,698

(a)

Sweetgreen,

Inc

2,272,541‌

23,787

(a)

Target

Hospitality

Corp

222,646‌

53,249

Texas

Roadhouse,

Inc

(Class

A)

9,297,808‌

63,192

Travel

&

Leisure

Co

2,912,519‌

55,854

(a)

Udemy,

Inc

516,091‌

21,417

(a)

Universal

Technical

Institute,

Inc

405,638‌

32,770

Vail

Resorts,

Inc

5,964,468‌

126,653

Wendy's

Co

2,144,235‌

25,052

Wingstop,

Inc

9,366,442‌

68,358

Wyndham

Hotels

&

Resorts,

Inc

5,176,068‌

91,400

Wynn

Resorts

Ltd

7,569,748‌

29,226

(a),(b)

Xponential

Fitness,

Inc

501,810‌

237,809

Yum!

Brands,

Inc

31,588,170‌

TOTAL

CONSUMER

SERVICES

955,202,353‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

1

.8

%

329,301

Albertsons

Cos,

Inc

6,530,039‌

23,900

Andersons,

Inc

1,303,267‌

117,079

(a)

BJ's

Wholesale

Club

Holdings,

Inc

10,298,269‌

34,002

Casey's

General

Stores,

Inc

13,187,336‌

25,883

(a)

Chefs'

Warehouse,

Inc

1,076,474‌

383,638

Costco

Wholesale

Corp

315,350,436‌

193,885

Dollar

General

Corp

23,341,815‌

184,387

(a)

Dollar

Tree,

Inc

19,238,940‌

85,229

(a)

Grocery

Outlet

Holding

Corp

1,667,079‌

38,586

(a)

HF

Foods

Group,

Inc

153,958‌

9,950

Ingles

Markets,

Inc

(Class

A)

806,447‌

570,187

Kroger

Co

31,075,192‌

138,940

(a)

Maplebear,

Inc

4,792,041‌

10,408

Natural

Grocers

by

Vitamin

Cottage,

Inc

283,930‌

136,613

(a)

Performance

Food

Group

Co

9,426,297‌

17,346

Pricesmart,

Inc

1,584,210‌

28,101

SpartanNash

Co

593,493‌

87,100

(a)

Sprouts

Farmers

Market,

Inc

8,700,419‌

434,045

Sysco

Corp

33,269,549‌

401,230

Target

Corp

60,349,004‌

41,913

(a)

United

Natural

Foods,

Inc

649,652‌

184,514

(a)

US

Foods

Holding

Corp

10,035,716‌

4,530

Village

Super

Market

(Class

A)

143,510‌

572,576

Walgreens

Boots

Alliance,

Inc

6,796,477‌

3,708,103

Walmart,

Inc

254,524,190‌

14,813

Weis

Markets,

Inc

1,117,641‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

816,295,381‌

ENERGY

-

3

.9

%

342,819

Antero

Midstream

Corp

4,922,881‌

237,852

(a)

Antero

Resources

Corp

6,902,465‌

308,214

APA

Corp

9,613,195‌

114,423

Archrock,

Inc

2,371,989‌

37,685

Ardmore

Shipping

Corp

817,011‌

40,060

(b)

Atlas

Energy

Solutions,

Inc

850,874‌

869,879

Baker

Hughes

Co

33,681,715‌

74,590

Berry

Corp

511,687‌

202,443

(b)

Borr

Drilling

Ltd

1,386,735‌

22,773

(a)

Bristow

Group,

Inc

864,235‌

625,931

Cabot

Oil

&

Gas

Corp

16,149,020‌

58,903

Cactus,

Inc

3,717,957‌

61,384

California

Resources

Corp

3,157,593‌

Nuveen

Equity

Index

Fund

July

31,

2024

88

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

ENERGY—continued

4,103

(a)

Centrus

Energy

Corp

$

179,260‌

185,886

ChampionX

Corp

6,368,454‌

203,030

Cheniere

Energy,

Inc

37,081,399‌

118,152

Chesapeake

Energy

Corp

9,018,542‌

1,484,839

Chevron

Corp

238,272,114‌

53,991

Chord

Energy

Corp

9,268,095‌

69,843

Civitas

Resources,

Inc

4,872,248‌

115,507

(a)

Clean

Energy

Fuels

Corp

329,195‌

155,208

(a)

CNX

Resources

Corp

4,108,356‌

57,911

(b)

Comstock

Resources,

Inc

548,417‌

1,016,035

ConocoPhillips

112,983,092‌

29,435

CONSOL

Energy,

Inc

2,937,907‌

38,444

(b)

Core

Laboratories,

Inc

941,494‌

139,359

Crescent

Energy

Co

1,704,361‌

24,649

CVR

Energy,

Inc

704,961‌

64,227

Delek

US

Holdings,

Inc

1,527,318‌

544,803

Devon

Energy

Corp

25,622,085‌

104,954

DHT

Holdings,

Inc

1,233,209‌

78,397

(a)

Diamond

Offshore

Drilling,

Inc

1,287,279‌

155,086

Diamondback

Energy,

Inc

31,375,449‌

28,543

(a),(b)

Diversified

Energy

Co

plc

469,532‌

28,709

(a)

DMC

Global,

Inc

387,571‌

25,410

Dorian

LPG

Ltd

1,038,253‌

23,983

(a)

Dril-Quip,

Inc

415,386‌

75,689

DT

Midstream,

Inc

5,703,923‌

18,242

(a),(b)

Empire

Petroleum

Corp

99,784‌

153,847

(a),(b)

Encore

Energy

Corp

600,003‌

121,539

(a),(b)

Energy

Fuels,

Inc

691,557‌

506,999

EOG

Resources,

Inc

64,287,473‌

490,717

EQT

Corp

16,934,644‌

14,387

Excelerate

Energy,

Inc

289,610‌

59,737

(a)

Expro

Group

Holdings

NV

1,387,093‌

3,867,693

Exxon

Mobil

Corp

458,669,713‌

30,260

(b)

FLEX

LNG

Ltd

813,994‌

15,687

(a)

Forum

Energy

Technologies,

Inc

289,425‌

107,939

Golar

LNG

Ltd

3,767,071‌

245,500

(b)

Granite

Ridge

Resources,

Inc

1,681,675‌

35,517

(a)

Green

Plains,

Inc

629,716‌

9,172

(a)

Gulfport

Energy

Operating

Corp

1,350,210‌

44,445

(a)

Hallador

Energy

Co

353,782‌

760,379

Halliburton

Co

26,369,944‌

111,242

(a)

Helix

Energy

Solutions

Group,

Inc

1,312,656‌

78,305

Helmerich

&

Payne,

Inc

3,165,088‌

246,300

Hess

Corp

37,787,346‌

112,521

HF

Sinclair

Corp

5,791,456‌

4,935

(b)

HighPeak

Energy,

Inc

82,957‌

40,100

International

Seaways,

Inc

2,245,600‌

1,668,637

Kinder

Morgan,

Inc

35,258,300‌

12,940

Kinetik

Holdings,

Inc

536,751‌

359,220

(a)

Kosmos

Energy

Ltd

1,986,487‌

176,225

Liberty

Energy,

Inc

4,255,834‌

128,450

Magnolia

Oil

&

Gas

Corp

3,498,978‌

549,592

Marathon

Oil

Corp

15,416,056‌

307,042

Marathon

Petroleum

Corp

54,352,575‌

84,517

Matador

Resources

Co

5,196,105‌

135,186

Murphy

Oil

Corp

5,593,997‌

10,562

(a),(b)

Nabors

Industries

Ltd

1,086,090‌

6,549

Nacco

Industries,

Inc

(Class

A)

197,190‌

62,441

(b)

New

Fortress

Energy,

Inc

1,232,585‌

114,362

(a)

Newpark

Resources,

Inc

944,630‌

53,635

(a)

NextDecade

Corp

434,980‌

85,964

Noble

Corp

plc

4,059,220‌

168,162

Nordic

American

Tankers

Ltd

627,244‌

89

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

ENERGY—continued

77,394

Northern

Oil

and

Gas,

Inc

$

3,342,647‌

280,439

NOV,

Inc

5,838,740‌

557,923

Occidental

Petroleum

Corp

33,932,877‌

82,766

(a)

Oceaneering

International,

Inc

2,484,635‌

394,292

(a),(b)

Oil

States

International,

Inc

2,255,350‌

498,574

ONEOK,

Inc

41,546,171‌

218,815

Ovintiv,

Inc

10,161,769‌

70,841

(a)

Par

Pacific

Holdings,

Inc

1,880,829‌

273,456

Patterson-UTI

Energy,

Inc

3,005,281‌

96,438

PBF

Energy,

Inc

3,929,848‌

92,515

Peabody

Energy

Corp

2,054,758‌

476,085

Permian

Resources

Corp

7,303,144‌

366,974

Phillips

66

53,387,378‌

19,704

(a),(b)

ProFrac

Holding

Corp

183,050‌

145,202

(a)

ProPetro

Holding

Corp

1,392,487‌

209,680

Range

Resources

Corp

6,548,306‌

38,949

Ranger

Energy

Services,

Inc

505,169‌

12,132

(a)

Rex

American

Resources

Corp

616,427‌

9,029

Riley

Exploration

Permian,

Inc

264,459‌

186,183

(a),(b)

Ring

Energy,

Inc

366,781‌

30,384

(a),(b)

Sable

Offshore

Corp

511,059‌

18,387

SandRidge

Energy,

Inc

249,879‌

1,235,599

Schlumberger

Ltd

59,667,076‌

40,019

Scorpio

Tankers,

Inc

3,068,657‌

37,559

(a)

SEACOR

Marine

Holdings,

Inc

520,568‌

60,397

(a)

Seadrill

Ltd

3,322,439‌

50,298

Select

Water

Solutions,

Inc

594,522‌

105,783

SFL

Corp

Ltd

1,252,471‌

74,455

Sitio

Royalties

Corp

1,812,979‌

96,934

SM

Energy

Co

4,478,351‌

21,978

Solaris

Oilfield

Infrastructure,

Inc

289,011‌

1,044,724

(a)

Southwestern

Energy

Co

6,738,470‌

102,784

(a)

Talos

Energy,

Inc

1,216,963‌

190,147

Targa

Resources

Corp

25,723,086‌

374,932

TechnipFMC

plc

11,060,494‌

110,431

(a)

Teekay

Corp

957,437‌

17,431

Teekay

Tankers

Ltd

1,140,685‌

89,720

(a)

Tetra

Technologies,

Inc

334,656‌

15,625

Texas

Pacific

Land

Corp

13,201,563‌

38,631

(a)

Tidewater,

Inc

3,822,924‌

623,537

(a)

Transocean

Ltd

3,610,279‌

351,294

(a),(b)

Uranium

Energy

Corp

2,083,173‌

206,137

(a),(b)

Ur-Energy,

Inc

255,610‌

47,113

(a)

US

Silica

Holdings,

Inc

729,780‌

156,657

Vaalco

Energy,

Inc

1,121,664‌

62,702

(a)

Valaris

Ltd

4,927,750‌

284,235

Valero

Energy

Corp

45,966,484‌

51,223

Viper

Energy

Partners

LP

2,185,685‌

17,969

(a)

Vital

Energy,

Inc

783,628‌

19,327

Vitesse

Energy,

Inc

501,729‌

105,827

(b)

W&T

Offshore,

Inc

255,043‌

60,923

(a)

Weatherford

International

plc

7,180,385‌

1,060,058

Williams

Cos,

Inc

45,518,891‌

50,146

World

Fuel

Services

Corp

1,400,578‌

TOTAL

ENERGY

1,784,087,151‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

2

.5

%

67,908

Acadia

Realty

Trust

1,469,529‌

90,150

Agree

Realty

Corp

6,217,645‌

57,396

Alexander

&

Baldwin,

Inc

1,131,275‌

2,341

Alexander's,

Inc

567,224‌

146,220

Alexandria

Real

Estate

Equities,

Inc

17,150,144‌

24,923

Alpine

Income

Property

Trust,

Inc

432,913‌

Nuveen

Equity

Index

Fund

July

31,

2024

90

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)—continued

42,194

American

Assets

Trust,

Inc

$

1,118,985‌

27,014

American

Healthcare

REIT,

Inc

430,603‌

262,742

American

Homes

4

Rent

9,482,359‌

406,376

American

Tower

Corp

89,565,270‌

229,759

Americold

Realty

Trust,

Inc

6,867,497‌

228,578

(a)

Apartment

Investment

and

Management

Co

2,025,201‌

127,492

Apple

Hospitality

REIT,

Inc

1,885,607‌

51,087

Armada

Hoffler

Properties,

Inc

606,914‌

123,442

AvalonBay

Communities,

Inc

25,295,735‌

139,598

Boston

Properties,

Inc

9,954,733‌

32,707

Braemar

Hotels

&

Resorts,

Inc

116,110‌

140,474

Brandywine

Realty

Trust

707,989‌

242,399

Brixmor

Property

Group,

Inc

6,173,903‌

187,485

Broadstone

Net

Lease,

Inc

3,264,114‌

15,761

BRT

Apartments

Corp

295,361‌

92,462

Camden

Property

Trust

10,240,166‌

76,888

CareTrust

REIT,

Inc

2,072,900‌

20,606

CBL

&

Associates

Properties,

Inc

531,017‌

21,625

Centerspace

1,510,074‌

43,190

Chatham

Lodging

Trust

379,640‌

45,741

City

Office

REIT,

Inc

276,733‌

21,137

Community

Healthcare

Trust,

Inc

459,941‌

117,806

Corporate

Office

Properties

Trust

3,412,840‌

115,041

Cousins

Properties,

Inc

3,164,778‌

383,958

Crown

Castle,

Inc

42,266,097‌

21,615

CTO

Realty

Growth,

Inc

433,813‌

197,821

CubeSmart

9,412,323‌

157,600

DiamondRock

Hospitality

Co

1,297,048‌

268,176

Digital

Realty

Trust,

Inc

40,089,630‌

246,911

Diversified

Healthcare

Trust

824,683‌

181,095

Douglas

Emmett,

Inc

2,913,819‌

97,623

Easterly

Government

Properties,

Inc

1,359,888‌

40,446

EastGroup

Properties,

Inc

7,562,998‌

106,758

Empire

State

Realty

Trust,

Inc

1,149,784‌

59,303

EPR

Properties

2,668,635‌

81,504

Equinix,

Inc

64,407,721‌

52,654

(a)

Equity

Commonwealth

1,072,562‌

155,258

Equity

Lifestyle

Properties,

Inc

10,663,119‌

325,948

Equity

Residential

22,695,759‌

111,554

Essential

Properties

Realty

Trust,

Inc

3,300,883‌

52,849

Essex

Property

Trust,

Inc

14,711,048‌

182,425

Extra

Space

Storage,

Inc

29,118,678‌

21,102

Farmland

Partners,

Inc

224,103‌

73,495

Federal

Realty

Investment

Trust

8,205,717‌

103,143

First

Industrial

Realty

Trust,

Inc

5,643,985‌

99,649

Four

Corners

Property

Trust,

Inc

2,704,474‌

191,254

Gaming

and

Leisure

Properties,

Inc

9,600,951‌

40,489

Getty

Realty

Corp

1,199,284‌

37,072

Gladstone

Commercial

Corp

557,934‌

22,586

Gladstone

Land

Corp

335,402‌

54,522

Global

Medical

REIT,

Inc

520,685‌

178,326

Global

Net

Lease,

Inc

1,551,436‌

319,675

Healthcare

Realty

Trust,

Inc

5,655,051‌

630,447

Healthpeak

Properties,

Inc

13,756,354‌

104,113

Highwoods

Properties,

Inc

3,224,380‌

606,824

Host

Hotels

&

Resorts

Inc

10,625,488‌

171,592

Hudson

Pacific

Properties,

Inc

1,027,836‌

160,640

Independence

Realty

Trust,

Inc

2,995,936‌

28,462

Innovative

Industrial

Properties,

Inc

3,495,418‌

51,970

InvenTrust

Properties

Corp

1,463,995‌

541,412

Invitation

Homes,

Inc

19,095,601‌

246,451

Iron

Mountain,

Inc

25,276,015‌

90,901

JBG

SMITH

Properties

1,486,231‌

91

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)—continued

85,729

Kilroy

Realty

Corp

$

3,169,401‌

582,732

Kimco

Realty

Corp

12,662,766‌

166,378

Kite

Realty

Group

Trust

4,102,881‌

76,767

Lamar

Advertising

Co

9,201,293‌

294,002

Lexington

Realty

Trust

3,028,221‌

17,297

LTC

Properties,

Inc

617,676‌

209,540

Macerich

Co

3,354,735‌

75,492

Mack-Cali

Realty

Corp

1,185,979‌

483,068

Medical

Properties

Trust,

Inc

2,323,557‌

95,805

Mid-America

Apartment

Communities,

Inc

13,390,665‌

36,587

National

Health

Investors,

Inc

2,738,903‌

177,080

National

Retail

Properties,

Inc

7,949,121‌

90,637

National

Storage

Affiliates

Trust

3,858,417‌

12,391

NET

Lease

Office

Properties

365,658‌

79,116

NETSTREIT

Corp

1,303,041‌

37,553

NexPoint

Diversified

Real

Estate

Trust

237,710‌

17,985

NexPoint

Residential

Trust,

Inc

785,765‌

213,315

Omega

Healthcare

Investors,

Inc

7,764,666‌

17,267

One

Liberty

Properties,

Inc

455,676‌

38,649

Orion

Office

REIT,

Inc

156,528‌

132,558

Outfront

Media,

Inc

2,150,091‌

124,853

Paramount

Group,

Inc

654,230‌

261,208

Park

Hotels

&

Resorts,

Inc

3,933,792‌

23,540

Peakstone

Realty

Trust

319,673‌

101,003

Pebblebrook

Hotel

Trust

1,382,731‌

86,759

Phillips

Edison

&

Co,

Inc

3,045,241‌

246,426

Piedmont

Office

Realty

Trust,

Inc

2,131,585‌

22,498

Plymouth

Industrial

REIT,

Inc

538,152‌

15,321

Postal

Realty

Trust,

Inc

229,202‌

64,590

PotlatchDeltic

Corp

2,865,212‌

800,689

(d)

Prologis,

Inc

100,926,848‌

136,205

Public

Storage,

Inc

40,305,784‌

155,244

Rayonier,

Inc

4,708,551‌

735,468

Realty

Income

Corp

42,237,927‌

158,447

Regency

Centers

Corp

10,669,821‌

93,857

Retail

Opportunity

Investments

Corp

1,403,162‌

186,446

Rexford

Industrial

Realty,

Inc

9,342,809‌

61,574

RLJ

Lodging

Trust

581,259‌

52,448

Ryman

Hospitality

Properties,

Inc

5,271,548‌

210,350

Sabra

Health

Care

REIT,

Inc

3,413,980‌

42,812

Safehold,

Inc

990,670‌

9,694

Saul

Centers,

Inc

383,398‌

94,823

SBA

Communications

Corp

20,817,441‌

150,290

Service

Properties

Trust

852,144‌

281,504

Simon

Property

Group,

Inc

43,193,974‌

151,631

SITE

Centers

Corp

2,342,699‌

71,361

SL

Green

Realty

Corp

4,755,497‌

133,255

STAG

Industrial,

Inc

5,438,137‌

27,739

(a)

Star

Holdings

373,090‌

93,397

Summit

Hotel

Properties,

Inc

592,137‌

101,035

Sun

Communities,

Inc

12,804,166‌

159,255

Sunstone

Hotel

Investors,

Inc

1,649,882‌

104,878

Tanger

Factory

Outlet

Centers,

Inc

3,030,974‌

56,986

Terreno

Realty

Corp

3,898,412‌

285,558

UDR,

Inc

11,442,309‌

37,174

UMH

Properties,

Inc

660,210‌

112,942

Uniti

Group,

Inc

433,697‌

10,070

Universal

Health

Realty

Income

Trust

430,492‌

83,482

Urban

Edge

Properties

1,694,685‌

332,285

Ventas,

Inc

18,089,595‌

858,235

VICI

Properties,

Inc

26,828,426‌

162,331

Vornado

Realty

Trust

4,868,307‌

126,786

Washington

REIT

2,086,898‌

Nuveen

Equity

Index

Fund

July

31,

2024

92

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)—continued

490,185

(d)

Welltower,

Inc

$

54,533,081‌

655,228

Weyerhaeuser

Co

20,810,041‌

31,390

Whitestone

REIT

433,182‌

184,009

WP

Carey,

Inc

10,637,560‌

92,154

Xenia

Hotels

&

Resorts,

Inc

1,279,098‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

1,151,516,423‌

FINANCIAL

SERVICES

-

7

.7

%

8,238

AFC

Gamma,

Inc

73,895‌

36,469

Affiliated

Managers

Group,

Inc

6,769,376‌

198,148

(a)

Affirm

Holdings,

Inc

5,605,607‌

484,239

AGNC

Investment

Corp

4,847,232‌

11,267

Alerus

Financial

Corp

252,944‌

251,385

Ally

Financial,

Inc

11,314,839‌

12,218

A-Mark

Precious

Metals,

Inc

469,660‌

491,635

American

Express

Co

124,403,320‌

86,792

Ameriprise

Financial,

Inc

37,326,635‌

414,182

Annaly

Capital

Management,

Inc

8,246,364‌

102,927

Apollo

Commercial

Real

Estate

Finance,

Inc

1,121,904‌

450,811

Apollo

Global

Management,

Inc

56,491,126‌

138,147

Arbor

Realty

Trust,

Inc

1,864,984‌

26,410

Ares

Commercial

Real

Estate

Corp

204,149‌

146,765

Ares

Management

Corp

22,484,398‌

28,935

ARMOUR

Residential

REIT,

Inc

584,487‌

55,250

Artisan

Partners

Asset

Management,

Inc

2,439,840‌

17,300

(a)

AssetMark

Financial

Holdings,

Inc

596,850‌

3,795

(a)

Atlanticus

Holdings

Corp

135,747‌

113,462

(a)

AvidXchange

Holdings,

Inc

1,014,350‌

23,904

(b)

B

Riley

Financial,

Inc

458,957‌

25,565

Banco

Latinoamericano

de

Exportaciones

S.A.

(Class

E)

826,516‌

666,300

Bank

of

New

York

Mellon

Corp

43,356,141‌

1,576,649

(a)

Berkshire

Hathaway,

Inc

691,360,587‌

275,709

BGC

Group,

Inc

2,539,280‌

127,979

BlackRock,

Inc

112,173,594‌

132,203

Blackstone

Mortgage

Trust,

Inc

2,359,824‌

618,013

Blackstone,

Inc

87,850,548‌

472,035

(a)

Block,

Inc

29,209,526‌

407,422

Blue

Owl

Capital,

Inc

7,769,538‌

36,876

Bread

Financial

Holdings,

Inc

2,012,692‌

33,250

Brightsphere

Investment

Group,

Inc

870,818‌

72,747

BrightSpire

Capital,

Inc

416,840‌

148,330

(b)

Burford

Capital

Ltd

2,092,936‌

64,986

Cannae

Holdings,

Inc

1,306,868‌

42,561

(a)

Cantaloupe,

Inc

331,550‌

329,831

Capital

One

Financial

Corp

49,936,413‌

194,801

Carlyle

Group,

Inc

9,689,402‌

10,688

Cass

Information

Systems,

Inc

458,943‌

91,044

Cboe

Global

Markets,

Inc

16,707,484‌

1,286,647

Charles

Schwab

Corp

83,876,518‌

96,369

Chimera

Investment

Corp

1,407,951‌

71,387

Claros

Mortgage

Trust,

Inc

678,890‌

311,277

CME

Group,

Inc

60,297,468‌

22,619

(b)

Cohen

&

Steers,

Inc

1,941,163‌

169,091

(a)

Coinbase

Global,

Inc

37,937,257‌

46,488

Compass

Diversified

Trust

1,118,501‌

202,019

Corebridge

Financial,

Inc

5,969,661‌

61,420

(a)

Corpay,

Inc

17,923,584‌

5,387

(a)

Credit

Acceptance

Corp

3,096,986‌

2,620

Diamond

Hill

Investment

Group,

Inc

417,156‌

214,410

Discover

Financial

Services

30,872,896‌

21,354

(a)

Donnelley

Financial

Solutions,

Inc

1,440,968‌

19,484

Dynex

Capital,

Inc

237,120‌

93

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

FINANCIAL

SERVICES—continued

39,095

Ellington

Financial,

Inc

$

496,116‌

33,565

Enact

Holdings,

Inc

1,142,217‌

19,960

(a)

Encore

Capital

Group,

Inc

1,008,978‌

28,542

(a)

Enova

International,

Inc

2,468,027‌

308,446

Equitable

Holdings,

Inc

13,451,330‌

90,053

Essent

Group

Ltd

5,658,931‌

39,548

(a)

Euronet

Worldwide,

Inc

4,033,501‌

31,406

Evercore

Partners,

Inc

(Class

A)

7,863,748‌

75,626

EVERTEC,

Inc

2,606,828‌

34,739

Factset

Research

Systems,

Inc

14,350,334‌

8,178

Federal

Agricultural

Mortgage

Corp

(FAMC)

1,686,467‌

491,562

Fidelity

National

Information

Services,

Inc

37,766,708‌

29,291

FirstCash

Holdings,

Inc

3,268,876‌

505,008

(a)

Fiserv,

Inc

82,604,159‌

80,416

(a)

Flywire

Corp

1,472,417‌

192,308

(a),(b)

Forge

Global

Holdings,

Inc

278,847‌

64,711

Franklin

BSP

Realty

Trust,

Inc

895,600‌

259,566

Franklin

Resources,

Inc

5,936,274‌

23,662

GCM

Grosvenor,

Inc

263,358‌

223,897

Global

Payments,

Inc

22,756,891‌

273,506

Goldman

Sachs

Group,

Inc

139,222,759‌

40,822

Granite

Point

Mortgage

Trust,

Inc

121,650‌

39,301

(a)

Green

Dot

Corp

375,718‌

40,122

Hamilton

Lane,

Inc

5,792,413‌

86,811

Hannon

Armstrong

Sustainable

Infrastructure

Capital,

Inc

2,844,796‌

41,860

Houlihan

Lokey,

Inc

6,289,465‌

14,780

(a)

I3

Verticals,

Inc

362,258‌

82,877

Interactive

Brokers

Group,

Inc

(Class

A)

9,884,740‌

482,153

Intercontinental

Exchange,

Inc

73,075,109‌

23,706

(a)

International

Money

Express,

Inc

526,510‌

323,852

Invesco

Ltd

5,589,686‌

31,093

Invesco

Mortgage

Capital,

Inc

282,324‌

63,918

Jack

Henry

&

Associates,

Inc

10,960,659‌

65,488

Jackson

Financial,

Inc

5,766,873‌

106,680

Janus

Henderson

Group

plc

3,971,696‌

164,215

Jefferies

Financial

Group,

Inc

9,601,651‌

575,190

KKR

&

Co,

Inc

71,007,206‌

38,895

KKR

Real

Estate

Finance

Trust,

Inc

446,515‌

89,739

Ladder

Capital

Corp

1,076,868‌

75,192

Lazard,

Inc

3,697,191‌

91,135

(a)

LendingClub

Corp

1,140,099‌

8,934

(a)

LendingTree,

Inc

475,467‌

64,166

LPL

Financial

Holdings,

Inc

14,214,052‌

32,375

MarketAxess

Holdings,

Inc

7,236,784‌

420,596

(a)

Marqeta,

Inc

2,267,012‌

712,601

Mastercard,

Inc

(Class

A)

330,440,210‌

13,914

Merchants

Bancorp

626,130‌

119,851

MFA

Financial,

Inc

1,341,133‌

292,825

MGIC

Investment

Corp

7,273,773‌

44,818

Moelis

&

Co

3,047,624‌

7,165

(a)

Moneylion,

Inc

493,812‌

137,980

Moody's

Corp

62,985,110‌

1,004,009

Morgan

Stanley

103,623,769‌

23,298

Morningstar,

Inc

7,400,610‌

65,994

(a)

Mr

Cooper

Group,

Inc

5,931,541‌

65,841

MSCI,

Inc

(Class

A)

35,604,179‌

355,057

Nasdaq

Stock

Market,

Inc

24,030,258‌

89,103

Navient

Corp

1,462,180‌

55,688

(a)

NCR

Corp

ATM

1,790,369‌

11,253

Nelnet,

Inc

(Class

A)

1,268,326‌

27,715

(a)

NerdWallet,

Inc

405,470‌

74,821

New

York

Mortgage

Trust,

Inc

484,840‌

Nuveen

Equity

Index

Fund

July

31,

2024

94

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

FINANCIAL

SERVICES—continued

76,344

(a)

NMI

Holdings,

Inc

$

3,004,136‌

180,907

Northern

Trust

Corp

16,037,406‌

108,857

OneMain

Holdings,

Inc

5,688,867‌

76,300

(a)

Open

Lending

Corp

480,690‌

88,465

(b)

OppFi,

Inc

341,475‌

19,230

Orchid

Island

Capital,

Inc

154,609‌

37,029

P10,

Inc

369,179‌

169,691

(a)

Pagseguro

Digital

Ltd

2,168,651‌

32,804

Patria

Investments

Ltd

426,780‌

342,715

(a)

Payoneer

Global,

Inc

1,895,214‌

907,268

(a)

PayPal

Holdings,

Inc

59,680,089‌

25,684

(a)

Paysafe

Ltd

539,107‌

24,785

PennyMac

Financial

Services,

Inc

2,431,904‌

78,042

PennyMac

Mortgage

Investment

Trust

1,074,638‌

25,308

Perella

Weinberg

Partners

478,321‌

13,027

Piper

Jaffray

Cos

3,560,019‌

18,416

PJT

Partners,

Inc

2,448,223‌

34,184

(a)

PRA

Group,

Inc

911,004‌

50,105

PROG

Holdings,

Inc

2,257,731‌

133,385

Radian

Group,

Inc

4,948,584‌

166,455

Raymond

James

Financial,

Inc

19,308,780‌

47,942

Ready

Capital

Corp

444,902‌

89,598

Redwood

Trust,

Inc

651,377‌

5,861

Regional

Management

Corp

191,655‌

115,576

(a)

Remitly

Global,

Inc

1,526,759‌

63,890

(a)

Repay

Holdings

Corp

614,622‌

327,137

Rithm

Capital

Corp

3,798,061‌

568,310

(a)

Robinhood

Markets,

Inc

11,690,137‌

99,543

(a)

Rocket

Cos,

Inc

1,611,601‌

270,397

S&P

Global,

Inc

131,069,538‌

78,966

SEI

Investments

Co

5,357,053‌

44,800

(a),(b)

Shift4

Payments,

Inc

3,081,792‌

216,148

SLM

Corp

4,904,398‌

848,818

(a),(b)

SoFi

Technologies,

Inc

6,400,088‌

217,064

Starwood

Property

Trust,

Inc

4,330,427‌

257,974

State

Street

Corp

21,920,051‌

35,681

StepStone

Group,

Inc

1,793,327‌

97,747

Stifel

Financial

Corp

8,667,226‌

240,260

(a)

StoneCo

Ltd

3,152,211‌

18,076

(a)

StoneX

Group,

Inc

1,506,454‌

2,746

(a)

Sunrise

Realty

Trust,

Inc

32,952‌

360,792

Synchrony

Financial

18,324,626‌

191,988

T

Rowe

Price

Group,

Inc

21,926,949‌

119,035

TFS

Financial

Corp

1,614,115‌

371,998

(a)

Toast,

Inc

9,731,468‌

46,946

TPG

RE

Finance

Trust,

Inc

410,308‌

51,595

TPG,

Inc

2,630,829‌

96,462

Tradeweb

Markets,

Inc

10,772,876‌

59,490

Two

Harbors

Investment

Corp

801,330‌

62,035

(a),(b)

Upstart

Holdings,

Inc

1,732,638‌

73,381

(b)

UWM

Holdings

Corp

616,400‌

18,924

Victory

Capital

Holdings,

Inc

991,428‌

80,736

Virtu

Financial,

Inc

2,205,708‌

5,596

Virtus

Investment

Partners,

Inc

1,264,696‌

1,358,532

Visa,

Inc

(Class

A)

360,921,196‌

82,007

Voya

Financial,

Inc

5,964,369‌

33,610

Walker

&

Dunlop,

Inc

3,592,909‌

19,463

Waterstone

Financial,

Inc

290,388‌

300,683

Western

Union

Co

3,575,121‌

35,095

(a)

WEX,

Inc

6,438,178‌

100,313

WisdomTree,

Inc

1,197,737‌

3,291

(a)

World

Acceptance

Corp

401,897‌

95

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

FINANCIAL

SERVICES—continued

332,466

XP,

Inc

$

5,688,493‌

TOTAL

FINANCIAL

SERVICES

3,571,684,422‌

FOOD,

BEVERAGE

&

TOBACCO

-

2

.5

%

1,495,088

Altria

Group,

Inc

73,274,263‌

433,202

Archer-Daniels-Midland

Co

26,862,856‌

56,824

B&G

Foods,

Inc

(Class

A)

489,823‌

66,503

(a),(b)

Beyond

Meat,

Inc

417,639‌

9,546

(a)

Boston

Beer

Co,

Inc

(Class

A)

2,674,885‌

38,869

(a)

BRC,

Inc

221,942‌

38,202

Brown-Forman

Corp

(Class

A)

1,741,629‌

157,376

Brown-Forman

Corp

(Class

B)

7,107,100‌

126,578

Bunge

Global

S.A.

13,319,803‌

14,278

Calavo

Growers,

Inc

339,674‌

29,761

Cal-Maine

Foods,

Inc

2,129,995‌

185,170

Campbell

Soup

Co

8,677,066‌

149,516

(a)

Celsius

Holdings,

Inc

7,001,834‌

3,355,468

Coca-Cola

Co

223,943,934‌

4,469

Coca-Cola

Consolidated

Inc

5,120,982‌

411,163

ConAgra

Brands,

Inc

12,466,462‌

139,974

Constellation

Brands,

Inc

(Class

A)

34,316,026‌

137,434

(a)

Darling

International,

Inc

5,460,253‌

52,252

Dole

plc

775,942‌

34,349

(a)

Duckhorn

Portfolio,

Inc

249,374‌

178,075

Flowers

Foods,

Inc

4,010,249‌

34,730

Fresh

Del

Monte

Produce,

Inc

869,986‌

37,631

(a)

Freshpet,

Inc

4,579,693‌

486,311

General

Mills,

Inc

32,650,921‌

68,087

(a)

Hain

Celestial

Group,

Inc

526,993‌

130,868

Hershey

Co

25,843,813‌

263,487

Hormel

Foods

Corp

8,460,568‌

56,918

Ingredion,

Inc

7,078,892‌

11,507

J&J

Snack

Foods

Corp

1,941,231‌

95,242

J.M.

Smucker

Co

11,233,794‌

7,322

John

B

Sanfilippo

&

Son,

Inc

767,858‌

230,590

Kellogg

Co

13,408,808‌

848,343

Keurig

Dr

Pepper,

Inc

29,081,198‌

701,029

Kraft

Heinz

Co

24,683,231‌

126,597

Lamb

Weston

Holdings,

Inc

7,598,352‌

14,847

Lancaster

Colony

Corp

2,866,362‌

25,397

(b)

Limoneira

Co

559,750‌

217,351

McCormick

&

Co,

Inc

16,738,201‌

12,426

MGP

Ingredients,

Inc

1,013,340‌

27,002

(a)

Mission

Produce,

Inc

303,502‌

153,679

Molson

Coors

Brewing

Co

(Class

B)

8,121,935‌

1,156,921

Mondelez

International,

Inc

79,075,550‌

656,202

(a)

Monster

Beverage

Corp

33,761,593‌

21,109

National

Beverage

Corp

1,029,908‌

1,190,442

PepsiCo,

Inc

205,553,620‌

1,339,608

Philip

Morris

International,

Inc

154,269,257‌

41,744

(a)

Pilgrim's

Pride

Corp

1,721,105‌

43,090

(a)

Post

Holdings,

Inc

4,712,322‌

118,935

Primo

Water

Corp

2,608,245‌

234

Seaboard

Corp

760,011‌

4,078

(a)

Seneca

Foods

Corp

246,067‌

74,009

(a)

Simply

Good

Foods

Co

2,510,385‌

75,640

(a)

SunOpta,

Inc

400,892‌

45,643

(a)

TreeHouse

Foods,

Inc

1,838,500‌

10,372

Turning

Point

Brands,

Inc

391,232‌

240,203

Tyson

Foods,

Inc

(Class

A)

14,628,363‌

10,338

Universal

Corp

552,256‌

42,921

Utz

Brands,

Inc

636,948‌

153,958

Vector

Group

Ltd

1,967,583‌

Nuveen

Equity

Index

Fund

July

31,

2024

96

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

FOOD,

BEVERAGE

&

TOBACCO—continued

27,741

(a)

Vita

Coco

Co,

Inc

$

716,827‌

27,103

(a)

Vital

Farms,

Inc

988,988‌

34,783

(a),(b)

Westrock

Coffee

Co

344,352‌

57,647

WK

Kellogg

Co

1,014,587‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

1,138,658,750‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

4

.8

%

1,493,759

Abbott

Laboratories

158,248,828‌

84,411

(a)

Acadia

Healthcare

Co,

Inc

5,474,053‌

85,064

(a)

Accolade,

Inc

348,762‌

100,756

(a)

Accuray,

Inc

185,391‌

55,713

(a)

AdaptHealth

Corp

632,900‌

23,591

(a)

Addus

HomeCare

Corp

2,863,004‌

237,651

(a)

agilon

health,

Inc

1,637,415‌

13,730

(a),(b)

AirSculpt

Technologies,

Inc

68,238‌

66,434

(a)

Align

Technology,

Inc

15,404,716‌

66,096

(a)

Alignment

Healthcare,

Inc

577,679‌

80,196

(a)

Alphatec

Holdings,

Inc

809,980‌

22,500

(a)

Amedisys,

Inc

2,206,125‌

138,264

AmerisourceBergen

Corp

32,890,240‌

34,740

(a)

AMN

Healthcare

Services,

Inc

2,349,119‌

26,981

(a)

Angiodynamics,

Inc

211,531‌

31,254

(a)

Apollo

Medical

Holdings,

Inc

1,639,585‌

32,847

(a)

AtriCure,

Inc

708,510‌

1,088

Atrion

Corp

498,630‌

35,972

(a)

Avanos

Medical,

Inc

860,450‌

158,703

(a),(b)

Aveanna

Healthcare

Holdings,

Inc

668,140‌

27,811

(a)

Axogen,

Inc

244,181‌

46,100

(a)

Axonics,

Inc

3,156,928‌

419,525

Baxter

International,

Inc

15,027,385‌

251,352

Becton

Dickinson

&

Co

60,590,913‌

1,258,769

(a)

Boston

Scientific

Corp

92,997,854‌

182,415

(a)

Brookdale

Senior

Living,

Inc

1,410,068‌

216,193

Cardinal

Health,

Inc

21,798,740‌

15,535

(a)

Castle

Biosciences,

Inc

374,860‌

462,434

(a)

Centene

Corp

35,570,423‌

101,278

(a)

Certara,

Inc

1,580,950‌

124,755

(a)

Cerus

Corp

281,946‌

13,534

Chemed

Corp

7,716,545‌

240,348

Cigna

Group

83,802,137‌

22,557

Conmed

Corp

1,557,335‌

174,984

(a)

Cooper

Cos,

Inc

16,331,257‌

7,447

(a)

Corvel

Corp

2,284,740‌

36,466

(a)

Cross

Country

Healthcare,

Inc

665,140‌

28,142

(a)

CryoLife,

Inc

764,055‌

26,756

(a),(b)

CVRx,

Inc

228,764‌

1,088,734

CVS

Health

Corp

65,683,322‌

45,269

(a)

DaVita,

Inc

6,184,651‌

19,366

(a)

Definitive

Healthcare

Corp

75,527‌

193,911

Dentsply

Sirona,

Inc

5,262,745‌

335,844

(a)

DexCom,

Inc

22,776,940‌

62,348

(a)

DocGo,

Inc

226,323‌

106,732

(a)

Doximity,

Inc

2,988,496‌

522,521

(a)

Edwards

Lifesciences

Corp

32,944,949‌

201,077

Elevance

Health,

Inc

106,978,996‌

55,794

Embecta

Corp

874,292‌

89,300

Encompass

Health

Corp

8,299,542‌

36,675

(a)

Enhabit,

Inc

375,552‌

34,689

(a)

Enovis

Corp

1,652,584‌

45,165

Ensign

Group,

Inc

6,356,974‌

136,895

(a)

Envista

Holdings

Corp

2,336,798‌

92,363

(a)

Evolent

Health,

Inc

2,153,905‌

99,142

(a)

Figs,

Inc

644,423‌

97

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES—continued

15,836

(a)

Fulgent

Genetics,

Inc

$

378,955‌

362,535

GE

HealthCare

Technologies,

Inc

30,681,337‌

9,849

(a)

GeneDx

Holdings

Corp

322,259‌

43,328

(a)

Glaukos

Corp

5,076,742‌

93,228

(a)

Globus

Medical,

Inc

6,708,687‌

100,347

(a)

Guardant

Health,

Inc

3,525,190‌

41,751

(a)

Haemonetics

Corp

3,759,678‌

168,101

HCA,

Inc

61,029,068‌

38,567

(a)

Health

Catalyst,

Inc

284,239‌

77,387

(a)

HealthEquity,

Inc

6,073,332‌

19,996

HealthStream,

Inc

594,081‌

122,435

(a)

Henry

Schein,

Inc

8,807,974‌

156,782

(a)

Hims

&

Hers

Health,

Inc

3,330,050‌

185,842

(a)

Hologic,

Inc

15,166,566‌

103,451

Humana,

Inc

37,408,916‌

21,074

(a)

ICU

Medical,

Inc

2,675,977‌

71,881

(a)

IDEXX

Laboratories,

Inc

34,223,982‌

51,855

(a)

Inari

Medical,

Inc

2,414,369‌

39,216

(a)

InfuSystem

Holdings,

Inc

270,590‌

64,563

(a)

Inmode

Ltd

1,169,882‌

20,735

(a)

Innovage

Holding

Corp

130,216‌

13,893

(a)

Inogen,

Inc

128,510‌

26,630

(a)

Inspire

Medical

Systems,

Inc

3,756,161‌

61,135

(a)

Insulet

Corp

11,881,587‌

29,128

(a)

Integer

Holdings

Corp

3,459,241‌

87,550

(a)

Integra

LifeSciences

Holdings

Corp

2,172,115‌

301,137

(a)

Intuitive

Surgical,

Inc

133,888,522‌

12,831

iRadimed

Corp

599,336‌

24,799

(a)

iRhythm

Technologies,

Inc

2,138,914‌

10,108

(a)

Joint

Corp

145,757‌

75,830

Labcorp

Holdings,

Inc

16,336,815‌

60,306

(a)

Lantheus

Holdings,

Inc

6,321,878‌

16,045

LeMaitre

Vascular,

Inc

1,394,150‌

98,206

(a),(b)

LifeStance

Health

Group,

Inc

541,115‌

48,529

(a)

LivaNova

plc

2,397,333‌

39,912

(a)

Masimo

Corp

4,269,786‌

114,677

McKesson

Corp

70,758,003‌

1,152,737

Medtronic

plc

92,587,836‌

43,480

(a)

Merit

Medical

Systems,

Inc

3,708,409‌

9,311

(a)

ModivCare,

Inc

212,477‌

51,502

(a)

Molina

Healthcare,

Inc

17,576,088‌

32,656

(a),(b)

Nano-X

Imaging

Ltd

281,495‌

9,670

National

Healthcare

Corp

1,316,667‌

13,196

National

Research

Corp

336,366‌

180,245

(a)

Neogen

Corp

3,069,572‌

100,310

(a)

NeoGenomics,

Inc

1,778,496‌

25,545

(a)

Nevro

Corp

253,662‌

91,637

(a)

Novocure

Ltd

2,086,574‌

36,495

(a)

Omnicell,

Inc

1,066,019‌

299,751

(a),(b)

Opko

Health,

Inc

425,646‌

12,320

(a)

OptimizeRx

Corp

134,411‌

150,265

(a)

Option

Care

Health,

Inc

4,461,368‌

54,102

(a)

OraSure

Technologies,

Inc

242,377‌

24,415

(a)

Orthofix

Medical,

Inc

392,593‌

10,294

(a)

OrthoPediatrics

Corp

316,849‌

54,182

(a)

Owens

&

Minor,

Inc

889,668‌

35,588

(a),(b)

Paragon

28,

Inc

277,231‌

65,175

Patterson

Cos,

Inc

1,645,669‌

61,546

(a)

Pediatrix

Medical

Group,

Inc

513,294‌

31,176

(a)

Pennant

Group,

Inc

929,357‌

30,855

(a)

Penumbra,

Inc

5,155,562‌

17,969

(a)

PetIQ,

Inc

393,162‌

34,961

(a)

Phreesia,

Inc

872,277‌

Nuveen

Equity

Index

Fund

July

31,

2024

98

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES—continued

69,514

Premier,

Inc

$

1,458,404‌

113,231

(a)

Privia

Health

Group,

Inc

2,348,411‌

31,282

(a)

PROCEPT

BioRobotics

Corp

1,980,776‌

57,755

(a)

Progyny,

Inc

1,628,691‌

133,733

(a)

Project

Roadrunner

Parent,

Inc

1,722,481‌

18,481

(a)

Pulmonx

Corp

127,704‌

98,526

Quest

Diagnostics,

Inc

14,020,250‌

46,743

(a)

QuidelOrtho

Corp

1,836,532‌

72,993

(a)

Quipt

Home

Medical

Corp

281,753‌

65,204

(a)

RadNet,

Inc

3,895,939‌

128,377

Resmed,

Inc

27,376,395‌

24,262

(a)

RxSight,

Inc

1,110,472‌

46,518

(a),(b)

Schrodinger,

Inc

1,036,421‌

84,676

Select

Medical

Holdings

Corp

3,366,718‌

15,510

(a)

Semler

Scientific,

Inc

514,156‌

23,620

(a)

SI-BONE,

Inc

359,024‌

43,444

(a)

Silk

Road

Medical,

Inc

1,173,422‌

17,254

Simulations

Plus,

Inc

704,653‌

121,718

(a)

Solventum

Corp

7,166,756‌

48,121

(a)

STAAR

Surgical

Co

1,984,991‌

84,137

STERIS

plc

20,088,550‌

305,904

Stryker

Corp

100,168,265‌

61,036

(a)

Surgery

Partners,

Inc

1,853,053‌

12,089

(a)

SurModics,

Inc

500,485‌

16,050

(a)

Tactile

Systems

Technology,

Inc

204,958‌

67,537

(a)

Tandem

Diabetes

Care,

Inc

2,497,518‌

124,576

(a)

Teladoc

Health,

Inc

1,174,752‌

40,335

Teleflex,

Inc

8,910,808‌

86,346

(a)

Tenet

Healthcare

Corp

12,925,996‌

28,749

(a)

TransMedics

Group,

Inc

4,089,833‌

39,187

(a)

Treace

Medical

Concepts,

Inc

283,322‌

7,098

(a)

UFP

Technologies,

Inc

2,282,646‌

792,297

UnitedHealth

Group,

Inc

456,489,840‌

50,337

Universal

Health

Services,

Inc

(Class

B)

10,760,037‌

10,256

US

Physical

Therapy,

Inc

999,960‌

1,493

Utah

Medical

Products,

Inc

103,913‌

27,524

(a)

Varex

Imaging

Corp

407,080‌

122,699

(a)

Veeva

Systems,

Inc

23,549,619‌

43,337

(a)

Viemed

Healthcare,

Inc

312,460‌

186,832

Zimmer

Biomet

Holdings,

Inc

20,803,743‌

33,278

(a)

Zimvie,

Inc

703,497‌

18,221

(a),(b)

Zynex,

Inc

163,989‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

2,208,996,247‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

1

.2

%

123,209

(a)

BellRing

Brands,

Inc

6,318,158‌

8,367

(a)

Central

Garden

&

Pet

Co

333,341‌

40,499

(a)

Central

Garden

and

Pet

Co

(Class

A)

1,391,546‌

206,191

Church

&

Dwight

Co,

Inc

20,208,780‌

107,931

Clorox

Co

14,239,337‌

700,457

Colgate-Palmolive

Co

69,478,330‌

361,993

(a)

Coty,

Inc

3,601,830‌

41,696

Edgewell

Personal

Care

Co

1,632,398‌

47,155

(a)

elf

Beauty,

Inc

8,138,010‌

47,539

Energizer

Holdings,

Inc

1,463,726‌

203,943

Estee

Lauder

Cos

(Class

A)

20,314,762‌

79,731

(a)

Herbalife

Ltd

979,097‌

13,468

Inter

Parfums,

Inc

1,894,678‌

1,678,513

Kenvue,

Inc

31,035,705‌

291,516

Kimberly-Clark

Corp

39,369,236‌

220,914

(a)

LifeMD,

Inc

1,575,117‌

8,543

(b)

Medifast,

Inc

187,348‌

9,397

(a)

Nature's

Sunshine

Products,

Inc

160,783‌

99

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

HOUSEHOLD

&

PERSONAL

PRODUCTS—continued

89,497

Nu

Skin

Enterprises,

Inc

(Class

A)

$

1,004,156‌

11,333

Oil-Dri

Corp

of

America

737,778‌

96,295

(a)

Olaplex

Holdings,

Inc

200,294‌

2,035,455

Procter

&

Gamble

Co

327,219,746‌

34,115

Reynolds

Consumer

Products,

Inc

949,079‌

32,523

Spectrum

Brands

Holdings,

Inc

2,751,771‌

9,434

(a)

USANA

Health

Sciences,

Inc

420,756‌

10,397

WD-40

Co

2,719,959‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

558,325,721‌

INSURANCE

-

2

.2

%

503,447

Aflac,

Inc

48,018,775‌

229,795

Allstate

Corp

39,322,520‌

53,101

(a)

AMBAC

Financial

Group,

Inc

700,402‌

55,017

American

Financial

Group,

Inc

7,205,026‌

594,223

American

International

Group,

Inc

47,080,288‌

14,885

Amerisafe,

Inc

706,740‌

170,344

Aon

plc

55,959,707‌

312,147

(a)

Arch

Capital

Group

Ltd

29,897,440‌

43,360

Assurant,

Inc

7,582,363‌

53,340

Assured

Guaranty

Ltd

4,393,616‌

52,429

Axis

Capital

Holdings

Ltd

3,971,497‌

30,328

(a)

Brighthouse

Financial,

Inc

1,512,457‌

217,381

Brown

&

Brown,

Inc

21,614,193‌

68,812

(a)

BRP

Group,

Inc

3,009,837‌

350,524

Chubb

Ltd

96,625,446‌

129,513

Cincinnati

Financial

Corp

16,916,988‌

24,499

CNA

Financial

Corp

1,204,371‌

96,172

CNO

Financial

Group,

Inc

3,352,556‌

545

Crawford

&

Co

5,336‌

20,967

Employers

Holdings,

Inc

1,006,626‌

9,371

(a)

Enstar

Group

Ltd

3,039,952‌

34,250

Everest

Re

Group

Ltd

13,455,798‌

15,656

F&G

Annuities

&

Life,

Inc

675,243‌

46,770

Fidelis

Insurance

Holdings

Ltd

832,038‌

230,229

Fidelity

National

Financial,

Inc

12,756,989‌

98,532

First

American

Financial

Corp

5,969,069‌

184,202

Gallagher

(Arthur

J.)

&

Co

52,219,425‌

495,833

(a)

Genworth

Financial,

Inc

(Class

A)

3,356,789‌

68,411

Globe

Life,

Inc

6,344,436‌

27,359

(a)

Goosehead

Insurance,

Inc

2,470,244‌

24,981

(a)

Greenlight

Capital

Re

Ltd

(Class

A)

344,738‌

29,706

Hanover

Insurance

Group,

Inc

4,084,278‌

249,085

Hartford

Financial

Services

Group,

Inc

27,628,508‌

4,312

(b)

HCI

Group,

Inc

406,449‌

219,620

Heritage

Insurance

Holdings,

Inc

1,754,764‌

17,082

(a),(b)

Hippo

Holdings,

Inc

303,035‌

23,029

Horace

Mann

Educators

Corp

796,113‌

738

Investors

Title

Co

157,076‌

36,673

James

River

Group

Holdings

Ltd

316,855‌

47,055

Kemper

Corp

3,014,343‌

18,754

Kinsale

Capital

Group,

Inc

8,571,891‌

44,494

(a),(b)

Lemonade,

Inc

802,227‌

125,671

Lincoln

National

Corp

4,184,844‌

155,695

Loews

Corp

12,447,815‌

11,823

(a)

Markel

Corp

19,376,124‌

424,403

Marsh

&

McLennan

Cos,

Inc

94,459,376‌

53,327

MBIA,

Inc

234,639‌

21,627

Mercury

General

Corp

1,294,808‌

517,537

Metlife,

Inc

39,772,718‌

5,548

(a)

NI

Holdings,

Inc

91,098‌

205,791

Old

Republic

International

Corp

7,124,484‌

151,667

(a)

Oscar

Health,

Inc

2,681,473‌

Nuveen

Equity

Index

Fund

July

31,

2024

100

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

INSURANCE—continued

19,410

(a)

Palomar

Holdings,

Inc

$

1,785,914‌

29,473

Primerica,

Inc

7,420,417‌

202,011

Principal

Financial

Group

16,465,917‌

42,244

(a)

ProAssurance

Corp

553,396‌

507,378

Progressive

Corp

108,639,777‌

315,043

Prudential

Financial,

Inc

39,481,189‌

57,218

Reinsurance

Group

of

America,

Inc

(Class

A)

12,898,654‌

45,821

RenaissanceRe

Holdings

Ltd

10,626,348‌

39,552

RLI

Corp

5,956,136‌

7,371

(a)

Root,

Inc

443,955‌

75,489

Ryan

Specialty

Holdings,

Inc

4,649,368‌

12,520

Safety

Insurance

Group,

Inc

1,071,086‌

56,689

Selective

Insurance

Group,

Inc

5,120,150‌

111,945

(a)

Selectquote,

Inc

457,855‌

86,670

(a)

SiriusPoint

Ltd

1,245,448‌

20,595

(a)

Skyward

Specialty

Insurance

Group,

Inc

814,944‌

19,531

Stewart

Information

Services

Corp

1,380,842‌

13,676

Tiptree,

Inc

270,101‌

200,061

Travelers

Cos,

Inc

43,301,203‌

34,581

(a),(b)

Trupanion,

Inc

1,281,572‌

12,454

United

Fire

Group,

Inc

279,094‌

30,345

(a)

United

Insurance

Holdings

Corp

370,512‌

21,860

Universal

Insurance

Holdings,

Inc

433,047‌

150,445

Unum

Group

8,655,101‌

260,343

W.R.

Berkley

Corp

14,352,710‌

2,176

White

Mountains

Insurance

Group

Ltd

3,886,336‌

87,416

Willis

Towers

Watson

plc

24,675,788‌

TOTAL

INSURANCE

1,037,570,683‌

MATERIALS

-

2

.6

%

20,558

AdvanSix,

Inc

575,007‌

190,184

Air

Products

&

Chemicals,

Inc

50,180,048‌

101,519

Albemarle

Corp

9,509,285‌

215,932

Alcoa

Corp

7,134,393‌

114,893

(a)

Allegheny

Technologies,

Inc

7,779,405‌

9,873

Alpha

Metallurgical

Resources,

Inc

2,916,583‌

1,206,110

Amcor

plc

12,700,338‌

21,560

American

Vanguard

Corp

207,407‌

58,735

Aptargroup,

Inc

8,632,870‌

895,747

(a),(b)

Arcadium

Lithium

plc

2,848,475‌

18,418

Arch

Resources,

Inc

2,699,158‌

126,036

Ardagh

Metal

Packaging

S.A.

463,813‌

42,481

Ashland,

Inc

4,105,789‌

46,496

(a)

Aspen

Aerogels,

Inc

948,983‌

69,345

Avery

Dennison

Corp

15,036,076‌

70,844

Avient

Corp

3,204,983‌

172,888

(a)

Axalta

Coating

Systems

Ltd

6,163,457‌

32,189

Balchem

Corp

5,712,260‌

261,774

Ball

Corp

16,709,034‌

78,725

Berry

Global

Group,

Inc

5,173,807‌

47,966

Cabot

Corp

4,810,510‌

29,630

Caledonia

Mining

Corp

plc

346,671‌

35,519

Carpenter

Technology

Corp

5,181,157‌

89,864

Celanese

Corp

(Series

A)

12,684,304‌

44,567

(a)

Century

Aluminum

Co

673,407‌

166,916

CF

Industries

Holdings,

Inc

12,750,713‌

122,499

Chemours

Co

2,960,801‌

12,528

(a)

Clearwater

Paper

Corp

694,928‌

432,505

(a)

Cleveland-Cliffs,

Inc

6,638,952‌

305,162

(a)

Coeur

Mining,

Inc

1,980,501‌

92,973

Commercial

Metals

Co

5,587,677‌

26,808

Compass

Minerals

International,

Inc

356,546‌

123,107

(a)

Constellium

SE

2,192,536‌

101

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

MATERIALS—continued

612,410

Corteva,

Inc

$

34,356,201‌

575,245

CRH

plc

49,298,497‌

95,240

Crown

Holdings,

Inc

8,447,788‌

132,891

(a)

Dakota

Gold

Corp

316,281‌

214,737

(a)

Danimer

Scientific,

Inc

83,790‌

619,413

Dow,

Inc

33,739,426‌

368,514

DuPont

de

Nemours,

Inc

30,844,622‌

30,583

Eagle

Materials,

Inc

8,327,751‌

100,895

Eastman

Chemical

Co

10,425,480‌

213,932

Ecolab,

Inc

49,351,973‌

155,720

(a)

Ecovyst,

Inc

1,485,569‌

181,420

Element

Solutions,

Inc

4,889,269‌

109,761

FMC

Corp

6,405,652‌

1,242,240

Freeport-McMoRan,

Inc

(Class

B)

56,410,118‌

23,566

FutureFuel

Corp

131,734‌

278,912

Graphic

Packaging

Holding

Co

8,395,251‌

20,180

Greif,

Inc

(Class

A)

1,345,602‌

5,616

Greif,

Inc

(Class

B)

396,883‌

46,815

H.B.

Fuller

Co

4,035,453‌

14,458

Hawkins,

Inc

1,502,186‌

7,087

Haynes

International,

Inc

422,031‌

557,591

Hecla

Mining

Co

3,222,876‌

158,395

Huntsman

Corp

3,790,392‌

183,487

(a),(b)

i-80

Gold

Corp

192,661‌

29,963

(a)

Ingevity

Corp

1,375,002‌

19,888

Innospec,

Inc

2,608,112‌

215,328

International

Flavors

&

Fragrances,

Inc

21,420,829‌

299,276

International

Paper

Co

13,910,349‌

7,140

(a)

Intrepid

Potash,

Inc

186,283‌

37,532

(a),(b)

Ivanhoe

Electric,

Inc

372,317‌

11,630

Kaiser

Aluminum

Corp

915,165‌

49,319

(a)

Knife

River

Corp

3,921,847‌

14,468

Koppers

Holdings,

Inc

588,992‌

29,170

Kronos

Worldwide,

Inc

348,873‌

414,414

Linde

plc

187,936,749‌

53,366

Louisiana-Pacific

Corp

5,238,407‌

91,950

(a)

LSB

Industries,

Inc

837,665‌

223,395

LyondellBasell

Industries

NV

22,218,867‌

54,097

Martin

Marietta

Materials,

Inc

32,098,455‌

17,661

Materion

Corp

2,126,914‌

35,506

(a)

Metals

Acquisition

Ltd

458,027‌

28,271

Minerals

Technologies,

Inc

2,215,881‌

299,071

Mosaic

Co

8,903,344‌

100,937

(a),(b)

MP

Materials

Corp

1,364,668‌

25,893

Myers

Industries,

Inc

385,806‌

5,385

NewMarket

Corp

3,020,285‌

986,055

Newmont

Goldcorp

Corp

48,385,719‌

175,621

(a)

Novagold

Resources,

Inc

839,468‌

209,389

Nucor

Corp

34,117,844‌

123,701

(a)

O-I

Glass,

Inc

1,652,645‌

111,865

Olin

Corp

5,102,163‌

12,612

Olympic

Steel,

Inc

639,176‌

41,831

Orion

S.A.

1,029,879‌

78,609

Packaging

Corp

of

America

15,711,581‌

29,712

Pactiv

Evergreen,

Inc

390,416‌

94,769

(a)

Perimeter

Solutions

S.A.

918,312‌

13,423

(a),(b)

Piedmont

Lithium,

Inc

134,498‌

199,043

PPG

Industries,

Inc

25,274,480‌

98,667

(a),(b)

PureCycle

Technologies,

Inc

760,723‌

10,040

Quaker

Chemical

Corp

1,822,963‌

18,601

Ramaco

Resources,

Inc

252,974‌

26,216

(a)

Ranpak

Holdings

Corp

189,280‌

45,189

(a)

Rayonier

Advanced

Materials,

Inc

300,507‌

Nuveen

Equity

Index

Fund

July

31,

2024

102

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

MATERIALS—continued

49,028

Reliance

Steel

&

Aluminum

Co

$

14,931,968‌

55,206

Royal

Gold,

Inc

7,625,053‌

115,315

RPM

International,

Inc

14,006,160‌

19,086

Ryerson

Holding

Corp

454,056‌

19,139

Schnitzer

Steel

Industries,

Inc

(Class

A)

346,799‌

43,911

Schweitzer-Mauduit

International,

Inc

838,261‌

33,395

Scotts

Miracle-Gro

Co

(Class

A)

2,624,847‌

138,369

Sealed

Air

Corp

5,264,940‌

45,956

Sensient

Technologies

Corp

3,586,866‌

203,523

Sherwin-Williams

Co

71,395,868‌

84,315

Silgan

Holdings,

Inc

4,336,320‌

224,893

(a)

Smurfit

WestRock

plc

10,084,202‌

87,326

Sonoco

Products

Co

4,708,618‌

78,646

Southern

Copper

Corp

8,384,450‌

135,267

SSR

Mining,

Inc

753,437‌

131,754

Steel

Dynamics,

Inc

17,552,268‌

25,522

Stepan

Co

2,159,927‌

89,404

(a)

Summit

Materials,

Inc

3,735,299‌

62,507

SunCoke

Energy,

Inc

731,332‌

27,538

Sylvamo

Corp

2,029,826‌

33,322

(a)

TimkenSteel

Corp

747,079‌

19,788

Tredegar

Corp

112,990‌

32,674

Trimas

Corp

803,127‌

75,937

Tronox

Holdings

plc

1,227,142‌

4,035

United

States

Lime

&

Minerals,

Inc

343,177‌

182,234

United

States

Steel

Corp

7,487,995‌

53,610

(a)

Universal

Stainless

&

Alloy

2,011,447‌

6,593

(b)

Valhi,

Inc

139,112‌

114,280

Vulcan

Materials

Co

31,371,003‌

50,615

Warrior

Met

Coal,

Inc

3,498,003‌

24,539

Westlake

Chemical

Corp

3,628,337‌

25,062

Worthington

Industries,

Inc

1,250,844‌

25,062

Worthington

Steel,

Inc

999,222‌

TOTAL

MATERIALS

1,216,522,800‌

MEDIA

&

ENTERTAINMENT

-

7

.3

%

80,989

(a),(b)

Advantage

Solutions,

Inc

324,766‌

4,249,987

Alphabet,

Inc

735,885,249‌

5,071,602

Alphabet,

Inc

(Class

A)

869,982,607‌

229,588

(a),(b)

AMC

Entertainment

Holdings,

Inc

1,219,112‌

23,685

(a)

AMC

Networks,

Inc

263,614‌

6,134

(a)

Atlanta

Braves

Holdings,

Inc

281,673‌

36,516

(a)

Atlanta

Braves

Holdings,

Inc

1,585,890‌

12,671

(a)

Boston

Omaha

Corp

186,264‌

116,459

(a)

Bumble,

Inc

1,087,727‌

4,644

(b)

Cable

One,

Inc

1,919,737‌

32,779

(a),(b)

Cardlytics,

Inc

271,738‌

72,900

(a)

Cargurus,

Inc

1,809,378‌

50,674

(a)

Cars.com,

Inc

1,044,898‌

81,711

(a)

Charter

Communications,

Inc

31,027,301‌

82,557

(a)

Cinemark

Holdings,

Inc

1,946,694‌

499,375

(a)

Clear

Channel

Outdoor

Holdings,

Inc

828,963‌

3,349,998

Comcast

Corp

(Class

A)

138,254,417‌

455

(a)

Daily

Journal

Corp

211,848‌

237,028

Electronic

Arts,

Inc

35,777,006‌

40,007

Entravision

Communications

Corp

(Class

A)

87,615‌

54,751

(a)

Eventbrite,

Inc

267,732‌

14,208

(a)

EverQuote,

Inc

370,687‌

40,458

(a)

EW

Scripps

Co

(Class

A)

152,122‌

234,161

Fox

Corp

(Class

A)

8,907,484‌

116,246

Fox

Corp

(Class

B)

4,118,596‌

245,139

(a),(b)

fuboTV,

Inc

357,903‌

99,963

(a)

Gannett

Co,

Inc

490,818‌

103

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

MEDIA

&

ENTERTAINMENT—continued

72,633

Gray

Television,

Inc

$

467,030‌

57,550

(a)

IAC,

Inc

3,039,216‌

37,647

(a)

IMAX

Corp

794,352‌

25,095

(a)

Integral

Ad

Science

Holding

Corp

255,467‌

340,395

Interpublic

Group

of

Cos,

Inc

10,950,507‌

20,762

John

Wiley

&

Sons,

Inc

(Class

A)

991,386‌

100,537

(a)

Liberty

Broadband

Corp

6,775,188‌

18,787

(a)

Liberty

Broadband

Corp

(Class

A)

1,244,075‌

18,107

(a)

Liberty

Media

Corp-Liberty

Formula

One

(Class

A)

1,339,375‌

172,671

(a)

Liberty

Media

Corp-Liberty

Formula

One

(Class

C)

13,963,904‌

20,078

(a)

Liberty

Media

Corp-Liberty

Live

(Class

A)

758,346‌

42,962

(a)

Liberty

Media

Corp-Liberty

Live

(Class

C)

1,676,377‌

142,289

(a)

Liberty

Media

Corp-Liberty

SiriusXM

3,202,925‌

77,217

(a)

Liberty

Media

Corp-Liberty

SiriusXM

(Class

A)

1,746,649‌

44,591

(a),(b)

Lions

Gate

Entertainment

Corp

(Class

A)

408,900‌

114,064

(a)

Lions

Gate

Entertainment

Corp

(Class

B)

939,887‌

139,050

(a)

Live

Nation,

Inc

13,375,220‌

35,049

(a)

Madison

Square

Garden

Entertainment

Corp

1,384,085‌

18,866

(a)

Madison

Square

Garden

Sports

Corp

3,780,935‌

93,497

(a)

Magnite,

Inc

1,359,446‌

24,627

Marcus

Corp

310,054‌

234,733

(a)

Match

Group,

Inc

8,952,717‌

12,782

(a)

MediaAlpha,

Inc

187,512‌

1,890,338

Meta

Platforms,

Inc

897,589,193‌

369,326

(a)

NetFlix,

Inc

232,065,992‌

153,857

New

York

Times

Co

(Class

A)

8,245,197‌

293,922

News

Corp

(Class

A)

8,106,369‌

95,168

News

Corp

(Class

B)

2,711,336‌

29,527

Nexstar

Media

Group,

Inc

5,456,294‌

129,946

(a)

Nextdoor

Holdings,

Inc

369,047‌

172,073

Omnicom

Group,

Inc

16,870,037‌

5,903

Paramount

Global

(Class

A)

135,179‌

484,703

Paramount

Global

(Class

B)

5,535,308‌

500,118

(a)

Pinterest,

Inc

15,978,770‌

61,226

(a)

Playstudios,

Inc

132,860‌

37,469

Playtika

Holding

Corp

285,888‌

32,246

(a)

PubMatic,

Inc

708,122‌

41,070

(a)

QuinStreet,

Inc

768,009‌

433,868

(a)

ROBLOX

Corp

18,014,199‌

113,610

(a)

Roku,

Inc

6,613,238‌

22,422

Scholastic

Corp

702,481‌

17,136

Shutterstock,

Inc

757,754‌

37,146

(b)

Sinclair,

Inc

571,306‌

628,669

(b)

Sirius

XM

Holdings,

Inc

2,168,908‌

19,376

(a)

Sphere

Entertainment

Co

861,845‌

123,131

(a)

Spotify

Technology

S.A.

42,349,676‌

46,094

(a)

Stagwell,

Inc

307,908‌

144,314

(a)

Take-Two

Interactive

Software,

Inc

21,723,586‌

19,150

(a)

TechTarget,

Inc

612,800‌

120,593

TEGNA,

Inc

1,921,047‌

19,655

(a)

Thryv

Holdings,

Inc

382,879‌

62,451

TKO

Group

Holdings,

Inc

6,829,017‌

117,635

(a)

TripAdvisor,

Inc

2,073,905‌

85,679

(a)

TrueCar,

Inc

313,585‌

40,753

(a),(b)

Trump

Media

&

Technology

Group

Corp

1,171,241‌

106,282

(a)

Vimeo,

Inc

427,254‌

1,585,836

Walt

Disney

Co

148,576,975‌

2,032,240

(a)

Warner

Bros

Discovery,

Inc

17,578,876‌

39,638

(a)

WideOpenWest,

Inc

216,027‌

56,188

(a)

Yelp,

Inc

2,046,929‌

39,402

(a)

Ziff

Davis,

Inc

1,886,568‌

61,686

(a)

ZipRecruiter,

Inc

565,044‌

Nuveen

Equity

Index

Fund

July

31,

2024

104

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

MEDIA

&

ENTERTAINMENT—continued

267,681

(a)

ZoomInfo

Technologies,

Inc

$

3,040,856‌

TOTAL

MEDIA

&

ENTERTAINMENT

3,393,236,897‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

7

.1

%

83,340

(a)

10X

Genomics,

Inc

1,722,638‌

16,011

(a),(b)

2seventy

bio,

Inc

75,572‌

30,824

(a)

4D

Molecular

Therapeutics,

Inc

546,510‌

53,283

(a)

89bio,

Inc

488,072‌

1,527,488

AbbVie,

Inc

283,074,076‌

88,298

(a)

Acadia

Pharmaceuticals,

Inc

1,679,428‌

60,846

(a),(b)

ACELYRIN,

Inc

365,076‌

50,315

(a),(b)

Actinium

Pharmaceuticals,

Inc

348,180‌

118,561

(a),(b)

Adaptive

Biotechnologies

Corp

539,453‌

178,196

(a)

ADMA

Biologics,

Inc

2,188,247‌

23,668

(a)

Aerovate

Therapeutics,

Inc

43,076‌

255,544

Agilent

Technologies,

Inc

36,133,922‌

42,139

(a)

Agios

Pharmaceuticals,

Inc

1,955,250‌

55,427

(a)

Akero

Therapeutics,

Inc

1,481,564‌

7,279

(a),(b)

Akoya

Biosciences,

Inc

17,979‌

40,430

(a)

Aldeyra

Therapeutics,

Inc

159,294‌

42,029

(a)

Alector,

Inc

252,174‌

130,128

(a)

Alkermes

plc

3,555,097‌

49,804

(a),(b)

Allogene

Therapeutics,

Inc

146,424‌

109,660

(a)

Alnylam

Pharmaceuticals,

Inc

26,039,864‌

98,040

(a),(b)

Altimmune,

Inc

623,534‌

56,031

(a),(b)

ALX

Oncology

Holdings,

Inc

268,949‌

462,356

Amgen,

Inc

153,719,499‌

265,666

(a)

Amicus

Therapeutics,

Inc

2,739,016‌

87,784

(a)

Amneal

Pharmaceuticals,

Inc

643,457‌

28,740

(a)

Amphastar

Pharmaceuticals,

Inc

1,250,765‌

15,332

(a)

AnaptysBio,

Inc

534,167‌

45,302

(a),(b)

Anavex

Life

Sciences

Corp

307,827‌

16,713

(a)

ANI

Pharmaceuticals,

Inc

1,098,378‌

10,900

(a)

Anika

Therapeutics,

Inc

297,025‌

117,303

(a)

Annexon,

Inc

751,912‌

89,116

(a)

Apellis

Pharmaceuticals,

Inc

3,528,994‌

37,983

(a),(b)

Apogee

Therapeutics,

Inc

1,849,772‌

78,794

(a)

Applied

Therapeutics,

Inc

468,036‌

649,351

(a),(b)

Aquestive

Therapeutics,

Inc

2,493,508‌

62,957

(a),(b)

Arbutus

Biopharma

Corp

237,348‌

35,592

(a)

Arcellx,

Inc

2,199,942‌

18,624

(a)

Arcturus

Therapeutics

Holdings,

Inc

436,919‌

33,215

(a)

Arcus

Biosciences,

Inc

545,058‌

72,609

(a)

Arcutis

Biotherapeutics,

Inc

731,173‌

185,422

(a)

Ardelyx,

Inc

1,029,092‌

112,071

(a)

Arrowhead

Pharmaceuticals,

Inc

3,200,748‌

63,898

(a),(b)

ARS

Pharmaceuticals,

Inc

694,571‌

53,603

(a)

Arvinas,

Inc

1,474,619‌

40,817

(a)

Astria

Therapeutics,

Inc

476,743‌

146,157

(a)

Atea

Pharmaceuticals,

Inc

558,320‌

21,983

(a)

Aura

Biosciences,

Inc

224,446‌

103,661

(a)

Aurinia

Pharmaceuticals,

Inc

609,527‌

74,237

(a)

Avadel

Pharmaceuticals

plc

1,213,033‌

568,078

(a)

Avantor,

Inc

15,196,086‌

45,157

(a)

Avid

Bioservices,

Inc

471,439‌

84,974

(a)

Avidity

Biosciences,

Inc

3,873,115‌

24,845

(a),(b)

Avita

Medical,

Inc

243,481‌

34,184

(a),(b)

Axsome

Therapeutics,

Inc

2,984,605‌

49,100

(a),(b)

Beam

Therapeutics,

Inc

1,553,524‌

132,467

(a)

BioCryst

Pharmaceuticals,

Inc

964,360‌

125,092

(a)

Biogen,

Inc

26,669,614‌

61,978

(a)

Biohaven

Ltd

2,437,595‌

17,772

(a)

BioLife

Solutions,

Inc

426,883‌

105

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES—continued

169,848

(a)

BioMarin

Pharmaceutical,

Inc

$

14,323,282‌

16,998

(a),(b)

Biomea

Fusion,

Inc

94,679‌

18,401

(a)

Bio-Rad

Laboratories,

Inc

(Class

A)

6,226,162‌

129,981

Bio-Techne

Corp

10,605,150‌

117,035

(a),(b)

Bluebird

Bio,

Inc

135,761‌

55,914

(a)

Blueprint

Medicines

Corp

6,055,486‌

111,829

(a)

Bridgebio

Pharma,

Inc

2,901,963‌

1,755,595

Bristol-Myers

Squibb

Co

83,496,098‌

56,174

(a)

Brooks

Automation,

Inc

3,499,078‌

88,086

Bruker

BioSciences

Corp

6,034,772‌

318,472

(a),(b)

C4

Therapeutics,

Inc

2,133,762‌

32,181

(a),(b)

Cabaletta

Bio,

Inc

228,485‌

265,487

(a),(b)

Candel

Therapeutics,

Inc

1,574,338‌

36,257

(a)

CareDx,

Inc

724,777‌

17,292

(a),(b)

Cargo

Therapeutics,

Inc

294,483‌

134,961

(a)

Caribou

Biosciences,

Inc

313,110‌

31,847

(a),(b)

Cassava

Sciences,

Inc

707,640‌

162,660

(a)

Catalent,

Inc

9,652,244‌

73,978

(a)

Catalyst

Pharmaceuticals,

Inc

1,275,381‌

18,197

(a)

Celcuity,

Inc

333,551‌

50,208

(a)

Celldex

Therapeutics,

Inc

1,913,427‌

32,063

(a)

Century

Therapeutics,

Inc

71,500‌

53,312

(a)

Cerevel

Therapeutics

Holdings,

Inc

2,396,908‌

18,311

(a)

CG

oncology,

Inc

610,672‌

42,197

(a)

Charles

River

Laboratories

International,

Inc

10,300,288‌

62,303

(a),(c)

Chinook

Therapeutics,

Inc

24,298‌

179,971

(a)

Codexis,

Inc

644,296‌

87,080

(a)

Cogent

Biosciences,

Inc

821,164‌

27,222

(a)

Collegium

Pharmaceutical,

Inc

1,049,953‌

119,048

(a),(b)

Compass

Therapeutics,

Inc

122,619‌

8,797

(a)

Corbus

Pharmaceuticals

Holdings,

Inc

523,158‌

72,910

(a)

Corcept

Therapeutics,

Inc

2,819,430‌

72,860

(a),(b)

CorMedix,

Inc

333,699‌

73,540

(a)

Crinetics

Pharmaceuticals,

Inc

3,906,445‌

29,602

(a)

CryoPort,

Inc

273,226‌

110,231

(a)

Cullinan

Oncology,

Inc

2,132,970‌

93,386

(a)

Cytek

Biosciences,

Inc

626,620‌

92,031

(a)

Cytokinetics,

Inc

5,430,749‌

570,523

Danaher

Corp

158,080,513‌

53,454

(a)

Day

One

Biopharmaceuticals,

Inc

764,927‌

101,941

(a)

Denali

Therapeutics,

Inc

2,484,302‌

90,410

(a)

Design

Therapeutics,

Inc

461,091‌

7,551

(a)

Disc

Medicine,

Inc

325,901‌

103,603

(a)

Dynavax

Technologies

Corp

1,159,318‌

70,121

(a)

Dyne

Therapeutics,

Inc

3,008,892‌

72,629

(a)

Edgewise

Therapeutics,

Inc

1,236,872‌

76,006

(a)

Editas

Medicine,

Inc

411,192‌

406,143

(a)

Elanco

Animal

Health,

Inc

5,296,105‌

733,563

Eli

Lilly

&

Co

589,982,714‌

16,480

(a)

Enanta

Pharmaceuticals,

Inc

243,245‌

19,880

(a),(b)

Enliven

Therapeutics,

Inc

524,434‌

20,959

(a)

Entrada

Therapeutics,

Inc

345,195‌

194,484

(a)

Erasca,

Inc

612,625‌

165,874

(a)

Esperion

Thereapeutics,

Inc

383,169‌

21,778

(a)

Evolus,

Inc

270,483‌

155,554

(a)

Exact

Sciences

Corp

7,105,707‌

272,626

(a)

Exelixis,

Inc

6,393,080‌

23,505

(a),(b)

EyePoint

Pharmaceuticals,

Inc

232,229‌

127,905

(a)

Fate

Therapeutics,

Inc

681,734‌

232,051

(a),(b)

Fluidigm

Corp

519,794‌

14,252

(a),(b)

Foghorn

Therapeutics,

Inc

100,049‌

75,830

(a)

Fortrea

Holdings,

Inc

2,092,150‌

56,383

(a)

Fulcrum

Therapeutics,

Inc

523,234‌

Nuveen

Equity

Index

Fund

July

31,

2024

106

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES—continued

75,916

(a),(b)

Generation

Bio

Co

$

253,559‌

423,644

(a)

Geron

Corp

2,008,073‌

1,080,518

Gilead

Sciences,

Inc

82,184,199‌

22,781

(a)

GRAIL,

Inc

350,372‌

104,921

(a)

Halozyme

Therapeutics,

Inc

5,797,934‌

22,623

(a)

Harmony

Biosciences

Holdings,

Inc

766,015‌

21,426

(a),(b)

Harrow

Health,

Inc

552,362‌

67,454

(a)

Harvard

Bioscience,

Inc

215,853‌

135,329

(a),(b)

Heron

Therapeutics,

Inc

401,927‌

79,316

(a),(b)

Humacyte,

Inc

750,329‌

57,537

(a)

Ideaya

Biosciences,

Inc

2,476,968‌

21,368

(a),(b)

IGM

Biosciences,

Inc

238,467‌

136,690

(a)

Illumina,

Inc

16,758,194‌

114,982

(a),(b)

ImmunityBio,

Inc

592,157‌

43,493

(a),(b)

Immunome,

Inc

670,227‌

37,763

(a)

Immunovant,

Inc

1,097,770‌

160,716

(a)

Incyte

Corp

10,457,790‌

5,064

(a)

Inhibrx

Biosciences,

Inc

73,479‌

20,258

(a),(c)

Inhibrx,

Inc

13,117‌

49,340

(a)

Innoviva,

Inc

929,566‌

69,687

(a),(b)

Inozyme

Pharma,

Inc

404,185‌

128,087

(a)

Insmed,

Inc

9,318,329‌

86,438

(a)

Intellia

Therapeutics,

Inc

2,265,540‌

83,591

(a)

Intra-Cellular

Therapies,

Inc

6,580,284‌

127,693

(a)

Ionis

Pharmaceuticals,

Inc

6,315,696‌

180,203

(a)

Iovance

Biotherapeutics,

Inc

1,573,172‌

156,420

(a)

IQVIA

Holdings,

Inc

38,515,297‌

115,967

(a)

Ironwood

Pharmaceuticals,

Inc

792,055‌

14,777

(a)

iTeos

Therapeutics,

Inc

259,927‌

22,962

(a)

Janux

Therapeutics,

Inc

932,257‌

53,458

(a)

Jazz

Pharmaceuticals

plc

5,893,744‌

2,078,314

Johnson

&

Johnson

328,061,865‌

16,585

(a),(b)

KalVista

Pharmaceuticals,

Inc

241,146‌

31,056

(a)

Keros

Therapeutics,

Inc

1,557,769‌

21,130

(a)

Kiniksa

Pharmaceuticals

Ltd

562,058‌

75,293

(a)

Kodiak

Sciences,

Inc

219,103‌

19,582

(a)

Krystal

Biotech,

Inc

4,082,064‌

46,117

(a)

Kura

Oncology,

Inc

959,695‌

35,001

(a)

Kymera

Therapeutics,

Inc

1,617,046‌

36,605

(a)

Larimar

Therapeutics,

Inc

307,116‌

55,069

(a),(b)

Lexicon

Pharmaceuticals,

Inc

123,905‌

10,998

(a)

Ligand

Pharmaceuticals,

Inc

(Class

B)

1,198,672‌

270,271

(a),(b)

Lineage

Cell

Therapeutics,

Inc

278,379‌

61,737

(a),(b)

Liquidia

Corp

736,522‌

34,355

(a)

Longboard

Pharmaceuticals,

Inc

1,141,960‌

256,359

(a),(b)

Lyell

Immunopharma,

Inc

412,738‌

79,601

(a)

MacroGenics,

Inc

299,300‌

14,540

(a),(b)

Madrigal

Pharmaceuticals,

Inc

4,138,956‌

20,258

(a),(b)

Magenta

Therapeutics,

Inc

603,283‌

180,755

(a)

MannKind

Corp

1,041,149‌

84,535

(a)

Maravai

LifeSciences

Holdings,

Inc

822,526‌

68,933

(a)

MaxCyte,

Inc

330,878‌

21,610

(a)

Medpace

Holdings,

Inc

8,266,257‌

76,280

(a)

MeiraGTx

Holdings

plc

398,944‌

2,190,576

Merck

&

Co,

Inc

247,819,863‌

3,546

Mesa

Laboratories,

Inc

406,088‌

18,592

(a)

Mettler-Toledo

International,

Inc

28,278,990‌

81,129

(a)

MiMedx

Group,

Inc

604,411‌

62,350

(a),(b)

Mind

Medicine

MindMed,

Inc

577,361‌

20,639

(a)

Mineralys

Therapeutics,

Inc

255,717‌

29,905

(a)

Mirum

Pharmaceuticals,

Inc

1,212,648‌

279,847

(a)

Moderna,

Inc

33,363,359‌

31,239

(a),(b)

Monte

Rosa

Therapeutics,

Inc

141,200‌

107

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES—continued

25,612

(a)

Morphic

Holding,

Inc

$

1,451,176‌

63,827

(a)

Myriad

Genetics,

Inc

1,785,241‌

94,979

(a)

Natera,

Inc

9,724,900‌

96,721

(a)

Nautilus

Biotechnology,

Inc

262,114‌

64,965

(a),(b)

Neumora

Therapeutics,

Inc

835,450‌

81,997

(a)

Neurocrine

Biosciences,

Inc

11,608,315‌

8,702

(a),(b)

Neurogene,

Inc

358,000‌

34,251

(a)

Nkarta,

Inc

220,234‌

116,572

(a),(b)

Novavax,

Inc

1,493,287‌

49,240

(a)

Nurix

Therapeutics,

Inc

1,077,371‌

24,935

(a)

Nuvalent,

Inc

1,993,304‌

159,982

(a)

Nuvation

Bio,

Inc

612,731‌

230,126

(a),(b)

Ocugen,

Inc

323,327‌

151,573

(a),(b)

Ocular

Therapeutix,

Inc

1,282,308‌

47,004

(a)

Olema

Pharmaceuticals,

Inc

759,585‌

4,311

(a),(c)

OmniAb

Operations,

Inc

43‌

4,311

(a),(c)

OmniAb

Operations,

Inc

43‌

53,842

(a)

OmniAb,

Inc

257,903‌

64,901

(a)

Organogenesis

Holdings,

Inc

196,001‌

199,536

Organon

&

Co

4,361,857‌

61,634

(a),(b)

ORIC

Pharmaceuticals,

Inc

690,301‌

32,703

(a)

Pacira

BioSciences,

Inc

675,317‌

107,305

PerkinElmer,

Inc

13,478,581‌

128,070

Perrigo

Co

plc

3,620,539‌

39,666

(a)

Perspective

Therapeutics,

Inc

539,458‌

4,907,599

Pfizer,

Inc

149,878,073‌

53,110

(a),(b)

Phathom

Pharmaceuticals,

Inc

627,760‌

15,122

Phibro

Animal

Health

Corp

285,503‌

47,531

(a)

Pliant

Therapeutics,

Inc

680,169‌

167,365

(a)

Poseida

Therapeutics,

Inc

590,798‌

14,495

(a)

Praxis

Precision

Medicines,

Inc

836,506‌

293,619

(a),(b)

Precigen,

Inc

446,301‌

38,952

(a)

Prestige

Consumer

Healthcare,

Inc.

2,758,191‌

286,875

(a),(b)

Prime

Medicine,

Inc

1,609,369‌

53,801

(a),(b)

ProKidney

Corp

125,894‌

46,443

(a)

Protagonist

Therapeutics,

Inc

1,738,826‌

31,004

(a)

Prothena

Corp

plc

721,773‌

72,077

(a)

PTC

Therapeutics,

Inc

2,439,806‌

212,296

QIAGEN

NV

9,445,049‌

22,482

(a)

Quanterix

Corp

331,834‌

104,376

(a),(b)

Quantum-Si,

Inc

113,770‌

29,554

(a)

RAPT

Therapeutics,

Inc

92,800‌

168,632

(a),(b)

Recursion

Pharmaceuticals,

Inc

1,382,782‌

89,272

(a)

Regeneron

Pharmaceuticals,

Inc

96,341,450‌

27,410

(a)

REGENXBIO,

Inc

390,592‌

100,692

(a)

Relay

Therapeutics,

Inc

827,688‌

50,015

(a)

Repligen

Corp

8,370,010‌

36,059

(a)

Replimune

Group,

Inc

360,590‌

724,893

(a),(b)

Revance

Therapeutics,

Inc

2,740,096‌

126,030

(a)

REVOLUTION

Medicines,

Inc

5,752,009‌

44,362

(a)

Rhythm

Pharmaceuticals,

Inc

2,138,692‌

53,934

(a)

Rocket

Pharmaceuticals,

Inc

1,305,203‌

310,106

(a)

Roivant

Sciences

Ltd

3,364,650‌

279,982

Royalty

Pharma

plc

7,887,093‌

38,930

(a)

Sage

Therapeutics,

Inc

426,283‌

102,323

(a),(b)

Sana

Biotechnology,

Inc

623,147‌

77,287

(a)

Sarepta

Therapeutics,

Inc

10,993,303‌

82,656

(a)

Savara,

Inc

380,218‌

45,403

(a),(b)

Scholar

Rock

Holding

Corp

412,259‌

36,497

(a),(b)

scPharmaceuticals,

Inc

183,580‌

11,020

(a),(b)

Selecta

Biosciences,

Inc

179,626‌

46,544

SIGA

Technologies,

Inc

464,509‌

17,492

(a)

Soleno

Therapeutics,

Inc

843,639‌

Nuveen

Equity

Index

Fund

July

31,

2024

108

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES—continued

60,297

(a),(b),(c)

Sorrento

Therapeutics,

Inc

$

93,562‌

72,803

(a)

Sotera

Health

Co

1,009,778‌

49,435

(a)

SpringWorks

Therapeutics,

Inc

1,775,211‌

28,421

(a),(b)

Spyre

Therapeutics,

Inc

781,577‌

121,331

(a),(b)

Stoke

Therapeutics,

Inc

1,816,325‌

85,601

(a),(b)

Summit

Therapeutics,

Inc

924,491‌

34,780

(a)

Supernus

Pharmaceuticals,

Inc

1,037,140‌

105,693

(a)

Sutro

Biopharma,

Inc

419,601‌

61,495

(a)

Syndax

Pharmaceuticals,

Inc

1,395,937‌

54,251

(a),(b)

Tango

Therapeutics,

Inc

534,372‌

25,050

(a)

Tarsus

Pharmaceuticals,

Inc

608,465‌

737,042

(a),(b)

Taysha

Gene

Therapies,

Inc

1,628,863‌

69,998

(a)

Tenaya

Therapeutics,

Inc

244,993‌

244,179

(a)

Terns

Pharmaceuticals,

Inc

1,892,387‌

119,821

(a)

TG

Therapeutics,

Inc

2,367,663‌

38,181

(a)

Theravance

Biopharma,

Inc

386,010‌

329,096

Thermo

Fisher

Scientific,

Inc

201,847,741‌

20,447

Tourmaline

Bio,

Inc

345,145‌

43,527

(a)

Travere

Therapeutics,

Inc

415,248‌

53,575

(a)

Twist

Bioscience

Corp

2,990,021‌

15,113

(a)

Tyra

Biosciences,

Inc

334,904‌

63,606

(a)

Ultragenyx

Pharmaceutical,

Inc

2,863,542‌

38,931

(a)

United

Therapeutics

Corp

12,196,693‌

34,218

(a),(b)

UroGen

Pharma

Ltd

562,886‌

42,360

(a)

Vanda

Pharmaceuticals,

Inc

247,382‌

95,237

(a)

Vaxcyte,

Inc

7,513,247‌

40,027

(a),(b)

Ventyx

Biosciences,

Inc

92,863‌

36,394

(a)

Vera

Therapeutics,

Inc

1,331,656‌

49,459

(a)

Veracyte,

Inc

1,187,016‌

34,319

(a)

Vericel

Corp

1,733,796‌

66,556

(a),(b)

Verrica

Pharmaceuticals,

Inc

438,604‌

223,644

(a)

Vertex

Pharmaceuticals,

Inc

110,864,804‌

127,825

(a)

Verve

Therapeutics,

Inc

894,775‌

942,743

Viatris,

Inc

11,369,481‌

85,347

(a)

Viking

Therapeutics,

Inc

4,864,779‌

56,000

(a)

Vir

Biotechnology,

Inc

568,960‌

69,084

(a)

Viridian

Therapeutics,

Inc

1,164,065‌

28,592

(a)

Voyager

Therapeutics,

Inc

262,760‌

49,469

(a)

Waters

Corp

16,635,435‌

95,239

(a)

WaVe

Life

Sciences

Ltd

629,530‌

64,445

West

Pharmaceutical

Services,

Inc

19,731,126‌

195,122

(a),(b)

X4

Pharmaceuticals,

Inc

156,117‌

42,278

(a)

Xencor,

Inc

863,317‌

159,431

(a)

Xeris

Biopharma

Holdings,

Inc

395,389‌

41,080

(a),(b)

Y-mAbs

Therapeutics,

Inc

504,462‌

29,698

(a)

Zentalis

Pharmaceuticals,

Inc

115,525‌

64,413

(a),(b)

Zevra

Therapeutics,

Inc

418,040‌

397,336

Zoetis,

Inc

71,536,373‌

47,733

(a)

Zymeworks,

Inc

499,287‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

3,305,377,938‌

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0

.2

%

95,865

(a)

Anywhere

Real

Estate,

Inc

452,483‌

268,254

(a)

CBRE

Group,

Inc

30,234,908‌

296,863

(a)

Compass,

Inc

1,303,229‌

170,824

(a)

Cushman

&

Wakefield

plc

2,239,503‌

114,921

DigitalBridge

Group,

Inc

1,623,834‌

52,530

(b)

eXp

World

Holdings,

Inc

754,331‌

23,024

(a)

Forestar

Group,

Inc

728,249‌

12,216

(a)

FRP

Holdings,

Inc

367,579‌

32,582

(a)

Howard

Hughes

Holdings,

Inc

2,416,607‌

44,481

(a)

Jones

Lang

LaSalle,

Inc

11,160,283‌

159,327

Kennedy-Wilson

Holdings,

Inc

1,658,594‌

109

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT—continued

20,898

Marcus

&

Millichap,

Inc

$

827,770‌

137,987

Newmark

Group,

Inc

1,791,071‌

563,538

(a)

Opendoor

Technologies,

Inc

1,307,408‌

22,322

(b)

Re/Max

Holdings,

Inc

215,407‌

84,085

(a),(b)

Real

Brokerage,

Inc

500,306‌

111,352

(a),(b)

Redfin

Corp

906,405‌

11,719

RMR

Group,

Inc

303,991‌

37,446

St.

Joe

Co

2,309,669‌

23,298

(a)

Tejon

Ranch

Co

442,662‌

44,172

(a)

Zillow

Group,

Inc

(Class

A)

2,093,753‌

136,927

(a)

Zillow

Group,

Inc

(Class

C)

6,668,345‌

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

70,306,387‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

9

.9

%

37,003

(a)

ACM

Research,

Inc

664,204‌

1,389,251

(a)

Advanced

Micro

Devices,

Inc

200,718,985‌

22,266

(a),(b)

Aehr

Test

Systems

420,160‌

67,906

(a)

Allegro

MicroSystems,

Inc

1,632,460‌

15,596

(a)

Alpha

&

Omega

Semiconductor

Ltd

645,674‌

29,077

(a)

Ambarella,

Inc

1,530,613‌

99,807

Amkor

Technology,

Inc

3,259,697‌

427,746

Analog

Devices,

Inc

98,971,870‌

720,784

Applied

Materials,

Inc

152,950,365‌

11,352

(a)

Astera

Labs,

Inc

497,672‌

27,218

(a)

Axcelis

Technologies,

Inc

3,438,994‌

3,914,430

Broadcom,

Inc

628,970,612‌

17,022

(a)

Ceva,

Inc

341,291‌

47,822

(a)

Cirrus

Logic,

Inc

6,239,815‌

44,780

(a)

Cohu,

Inc

1,432,512‌

103,694

(a)

Credo

Technology

Group

Holding

Ltd

2,877,509‌

41,045

(a)

Diodes,

Inc

3,209,719‌

112,336

(a)

Enphase

Energy,

Inc

12,930,997‌

128,417

Entegris,

Inc

15,190,447‌

90,890

(a)

First

Solar,

Inc

19,631,331‌

63,486

(a)

Formfactor,

Inc

3,400,310‌

67,514

(a),(b)

GLOBALFOUNDRIES,

Inc

3,443,889‌

20,679

(a)

Ichor

Holdings

Ltd

703,086‌

20,869

(a)

Impinj,

Inc

3,324,223‌

120,636

(a),(b)

indie

Semiconductor,

Inc

721,403‌

3,669,404

Intel

Corp

112,797,479‌

116,999

KLA

Corp

96,298,367‌

47,086

Kulicke

&

Soffa

Industries,

Inc

2,221,047‌

113,225

Lam

Research

Corp

104,307,399‌

116,584

(a)

Lattice

Semiconductor

Corp

6,178,952‌

42,484

(a)

MACOM

Technology

Solutions

Holdings,

Inc

4,287,485‌

747,859

Marvell

Technology,

Inc

50,091,596‌

86,600

(a)

MaxLinear,

Inc

1,224,524‌

465,089

Microchip

Technology,

Inc

41,290,601‌

944,164

Micron

Technology,

Inc

103,688,091‌

53,916

MKS

Instruments,

Inc

6,788,024‌

41,146

Monolithic

Power

Systems,

Inc

35,512,701‌

89,644

(a),(b)

Navitas

Semiconductor

Corp

332,579‌

4,291

NVE

Corp

383,186‌

20,516,269

Nvidia

Corp

2,400,813,798‌

375,461

(a)

ON

Semiconductor

Corp

29,379,823‌

41,398

(a)

Onto

Innovation,

Inc

7,919,437‌

36,332

(a)

PDF

Solutions,

Inc

1,274,890‌

49,870

(a)

Photronics,

Inc

1,267,197‌

46,429

Power

Integrations,

Inc

3,391,174‌

84,782

(a)

Qorvo,

Inc

10,156,884‌

966,975

QUALCOMM,

Inc

174,974,126‌

95,117

(a)

Rambus,

Inc

4,892,819‌

50,739

(a)

Semtech

Corp

1,609,441‌

Nuveen

Equity

Index

Fund

July

31,

2024

110

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT—continued

28,202

(a)

Silicon

Laboratories,

Inc

$

3,387,906‌

17,834

(a)

SiTime

Corp

2,531,536‌

3,754

(a),(b)

SkyWater

Technology,

Inc

27,780‌

146,579

Skyworks

Solutions,

Inc

16,654,306‌

35,747

(a)

SMART

Global

Holdings,

Inc

836,480‌

30,232

(a)

Synaptics,

Inc

2,639,858‌

134,686

Teradyne,

Inc

17,665,416‌

784,081

Texas

Instruments,

Inc

159,803,549‌

31,853

(a)

Ultra

Clean

Holdings

1,377,961‌

41,731

Universal

Display

Corp

9,290,155‌

37,057

(a)

Veeco

Instruments,

Inc

1,534,530‌

104,946

(a)

Wolfspeed,

Inc

1,978,232‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

4,585,957,167‌

SOFTWARE

&

SERVICES

-

11

.3

%

78,314

(a)

8x8,

Inc

241,207‌

60,250

A10

Networks,

Inc

788,673‌

541,414

Accenture

plc

179,002,297‌

97,431

(a)

ACI

Worldwide,

Inc

4,211,942‌

76,196

Adeia,

Inc

895,303‌

387,236

(a)

Adobe,

Inc

213,618,739‌

16,094

(a)

Agilysys,

Inc

1,803,976‌

131,419

(a)

Akamai

Technologies,

Inc

12,915,859‌

39,936

(a)

Alarm.com

Holdings,

Inc

2,817,485‌

31,790

(a)

Alkami

Technology,

Inc

1,040,487‌

41,477

(a)

Altair

Engineering,

Inc

3,664,908‌

111,518

Amdocs

Ltd

9,754,479‌

26,922

American

Software,

Inc

(Class

A)

294,527‌

43,168

(a)

Amplitude,

Inc

369,518‌

73,375

(a)

Ansys,

Inc

23,012,601‌

18,081

(a)

Appfolio,

Inc

4,004,580‌

29,215

(a)

Appian

Corp

1,079,202‌

59,350

(a),(b)

Applied

Digital

Corp

288,441‌

224,028

(a)

AppLovin

Corp

17,272,559‌

67,566

(a)

Asana,

Inc

983,085‌

24,132

(a)

Aspentech

Corp

4,535,609‌

33,223

(a)

Asure

Software,

Inc

342,197‌

137,487

(a)

Atlassian

Corp

Ltd

24,276,080‌

185,995

(a)

Autodesk,

Inc

46,037,482‌

99,574

(a)

AvePoint,

Inc

1,085,357‌

142,771

Bentley

Systems,

Inc

6,958,659‌

154,441

(a),(b)

BigBear.ai

Holdings,

Inc

233,206‌

34,963

(a)

BigCommerce

Holdings,

Inc

283,200‌

88,953

(a)

BILL

Holdings,

Inc

4,444,092‌

103,897

(a)

Bit

Digital,

Inc

395,848‌

41,875

(a)

Blackbaud,

Inc

3,324,038‌

44,539

(a)

BlackLine,

Inc

2,116,493‌

202,594

(a),(b)

Blend

Labs,

Inc

561,185‌

143,236

(a)

Box,

Inc

4,027,796‌

51,645

(a)

Braze,

Inc

2,275,479‌

78,127

(a),(b)

C3.ai,

Inc

2,089,897‌

233,934

(a)

Cadence

Design

Systems,

Inc

62,614,774‌

305,216

(a)

CCC

Intelligent

Solutions

Holdings,

Inc

3,131,516‌

27,699

(a),(b)

Cerence,

Inc

88,083‌

122,132

(a),(b)

Ceridian

HCM

Holding,

Inc

7,239,985‌

134,681

(a),(b)

Cipher

Mining,

Inc

704,382‌

187,899

(a)

Cleanspark,

Inc

3,006,384‌

70,549

Clear

Secure,

Inc

1,506,221‌

107,408

(a)

Clearwater

Analytics

Holdings,

Inc

2,099,826‌

257,398

(a)

Cloudflare,

Inc

19,948,345‌

440,626

Cognizant

Technology

Solutions

Corp

(Class

A)

33,346,576‌

37,055

(a)

Commvault

Systems,

Inc

5,663,857‌

200,074

(a)

Confluent,

Inc

5,005,851‌

111

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

SOFTWARE

&

SERVICES—continued

10,805

(a)

Consensus

Cloud

Solutions,

Inc

$

230,147‌

142,805

(a)

Core

Scientific,

Inc

1,392,349‌

23,147

(a)

Couchbase,

Inc

444,191‌

186,186

(a)

Crowdstrike

Holdings,

Inc

43,187,705‌

9,431

(a)

CS

Disco,

Inc

58,284‌

253,496

(a)

Datadog,

Inc

29,517,074‌

7,154

(a),(b)

Dave,

Inc

260,119‌

9,840

(a),(b)

Digimarc

Corp

314,782‌

86,742

(a)

Digital

Turbine,

Inc

206,446‌

58,947

(a)

DigitalOcean

Holdings,

Inc

1,952,914‌

178,126

(a)

DocuSign,

Inc

9,882,430‌

50,425

Dolby

Laboratories,

Inc

(Class

A)

3,971,473‌

20,233

(a)

Domo,

Inc

169,148‌

129,394

(a)

DoubleVerify

Holdings,

Inc

2,732,801‌

231,906

(a)

Dropbox,

Inc

5,547,192‌

1,376,147

(a),(b)

D-Wave

Quantum,

Inc

1,376,147‌

178,283

(a)

DXC

Technology

Co

3,626,276‌

208,849

(a)

Dynatrace,

Inc

9,172,648‌

147,811

(a)

E2open

Parent

Holdings,

Inc

690,277‌

16,495

(a)

eGain

Corp

119,589‌

66,063

(a)

Elastic

NV

7,245,129‌

15,834

(a)

Enfusion,

Inc

150,106‌

42,067

(a)

Envestnet,

Inc

2,607,313‌

48,388

(a)

EPAM

Systems,

Inc

10,409,710‌

11,244

(a)

EverCommerce,

Inc

135,603‌

21,352

(a)

Fair

Isaac

Corp

34,163,200‌

136,530

(a)

Fastly,

Inc

1,105,893‌

57,264

(a)

Five9,

Inc

2,551,111‌

555,197

(a)

Fortinet,

Inc

32,223,634‌

158,570

(a)

Freshworks,

Inc

1,982,125‌

65,632

(a)

Gartner,

Inc

32,894,102‌

505,961

Gen

Digital,

Inc

13,149,926‌

98,530

(a)

Gitlab,

Inc

5,047,692‌

35,199

(a)

Globant

S.A.

6,853,597‌

126,709

(a)

GoDaddy,

Inc

18,429,824‌

32,650

(a)

Grid

Dynamics

Holdings,

Inc

421,185‌

65,057

(a)

Guidewire

Software,

Inc

9,763,104‌

37,219

Hackett

Group,

Inc

1,015,334‌

79,654

(a)

HashiCorp,

Inc

2,688,323‌

40,628

(a)

HubSpot,

Inc

20,193,335‌

67,082

(a),(b)

Hut

8

Corp

982,080‌

42,116

(a)

Informatica,

Inc

1,008,257‌

24,400

(a),(b)

Instructure

Holdings,

Inc

569,984‌

40,197

(a)

Intapp,

Inc

1,440,259‌

24,224

(b)

InterDigital,

Inc

2,973,738‌

790,618

International

Business

Machines

Corp

151,909,343‌

237,119

Intuit,

Inc

153,498,985‌

51,838

(a)

Jamf

Holding

Corp

949,154‌

182,043

(a)

Kyndryl

Holdings,

Inc

4,891,495‌

48,520

(a)

LiveRamp

Holdings,

Inc

1,469,186‌

56,829

(a)

Manhattan

Associates,

Inc

14,512,990‌

232,215

(a),(b)

Marathon

Digital

Holdings,

Inc

4,567,669‌

273,528

(a)

Matterport,

Inc

1,214,464‌

28,276

(a)

MeridianLink,

Inc

668,162‌

6,416,794

Microsoft

Corp

2,684,465,770‌

13,463

(a),(b)

MicroStrategy,

Inc

(Class

A)

21,735,206‌

31,026

(a)

Mitek

Systems,

Inc

412,956‌

59,634

(a)

MongoDB,

Inc

15,049,236‌

52,627

(a)

N-able,

Inc

733,620‌

58,836

(a)

nCino

OpCo,

Inc

1,927,467‌

111,377

(a)

NCR

Corp

1,642,811‌

66,024

(a),(b)

NextNav,

Inc

548,659‌

220,644

(a)

Nutanix,

Inc

11,144,728‌

Nuveen

Equity

Index

Fund

July

31,

2024

112

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

SOFTWARE

&

SERVICES—continued

133,403

(a)

Okta,

Inc

$

12,531,878‌

69,602

(a)

Olo,

Inc

332,698‌

19,455

(a)

ON24,

Inc

127,819‌

25,278

(a)

OneSpan,

Inc

374,114‌

1,344,723

Oracle

Corp

187,521,622‌

34,330

(a)

Pagaya

Technologies

Ltd

510,830‌

65,121

(a)

PagerDuty,

Inc

1,362,983‌

1,723,108

(a)

Palantir

Technologies,

Inc

46,334,374‌

263,121

(a)

Palo

Alto

Networks,

Inc

85,443,282‌

60,529

(a)

Paycor

HCM,

Inc

751,165‌

37,253

(a)

Paylocity

Holding

Corp

5,590,558‌

30,445

Pegasystems,

Inc

2,122,625‌

26,540

(a)

Perficient,

Inc

2,001,381‌

39,914

(a)

PowerSchool

Holdings,

Inc

900,460‌

83,015

(a)

Procore

Technologies,

Inc

5,896,555‌

35,100

Progress

Software

Corp

2,049,840‌

29,988

(a)

PROS

Holdings,

Inc

722,711‌

100,282

(a)

PTC,

Inc

17,835,154‌

47,344

(a)

Q2

Holdings,

Inc

3,194,300‌

33,850

(a)

Qualys,

Inc

5,048,389‌

45,920

(a)

Rapid7,

Inc

1,806,493‌

38,512

(a)

Rimini

Street,

Inc

85,497‌

61,567

(a)

RingCentral,

Inc

2,157,923‌

226,783

(a),(b)

Riot

Platforms,

Inc

2,310,919‌

89,619

Roper

Industries,

Inc

48,819,950‌

811,792

Salesforce,

Inc

210,091,770‌

37,443

Sapiens

International

Corp

NV

1,456,533‌

27,043

(a)

SEMrush

Holdings,

Inc

398,614‌

217,032

(a)

SentinelOne,

Inc

4,970,033‌

176,485

(a)

ServiceNow,

Inc

143,727,619‌

114,903

(a)

Smartsheet,

Inc

5,510,748‌

275,384

(a)

Snowflake,

Inc

35,904,566‌

26,865

SolarWinds

Corp

320,499‌

237,374

(a),(b)

SoundHound

AI,

Inc

1,208,234‌

6,623

(a)

SoundThinking,

Inc

102,392‌

69,477

(a)

Sprinklr,

Inc

682,959‌

56,116

(a)

Sprout

Social,

Inc

2,192,452‌

35,737

(a)

SPS

Commerce,

Inc

7,698,465‌

38,742

(a)

Squarespace,

Inc

1,712,009‌

132,441

(a)

Synopsys,

Inc

73,944,459‌

110,077

(a)

Tenable

Holdings,

Inc

5,054,736‌

85,041

(a)

Teradata

Corp

2,757,029‌

190,744

(a),(b)

Terawulf,

Inc

793,495‌

66,554

(a)

Thoughtworks

Holding,

Inc

231,608‌

381,593

(a)

Trade

Desk,

Inc

34,297,579‌

7,399

(a),(b)

Tucows,

Inc

186,233‌

152,065

(a)

Twilio,

Inc

8,991,603‌

34,904

(a)

Tyler

Technologies,

Inc

19,829,311‌

350,023

(a)

UiPath,

Inc

4,259,780‌

46,333

(a)

Unisys

Corp

220,545‌

249,899

(a)

Unity

Software,

Inc

4,088,348‌

112,868

(a)

Varonis

Systems,

Inc

6,222,413‌

55,349

(a)

Verint

Systems,

Inc

2,000,313‌

79,527

(a)

VeriSign,

Inc

14,872,344‌

41,020

(a),(b)

Vertex,

Inc

1,626,443‌

8,056

(a)

Viant

Technology,

Inc

93,691‌

47,115

(a)

Weave

Communications,

Inc

471,150‌

177,897

(a)

Workday,

Inc

40,403,967‌

49,334

(a)

Workiva,

Inc

3,639,369‌

30,478

(a)

Xperi,

Inc

249,005‌

82,017

(a)

Yext,

Inc

472,418‌

133,403

(a)

Zeta

Global

Holdings

Corp

2,857,492‌

224,197

(a)

Zoom

Video

Communications,

Inc

13,541,499‌

113

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

SOFTWARE

&

SERVICES—continued

75,557

(a)

Zscaler,

Inc

$

13,551,148‌

82,293

(a)

Zuora,

Inc

746,399‌

TOTAL

SOFTWARE

&

SERVICES

5,228,813,533‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

7

.8

%

63,108

(a),(b)

908

Devices,

Inc

359,084‌

83,498

ADTRAN

Holdings,

Inc

565,281‌

28,385

Advanced

Energy

Industries,

Inc

3,303,162‌

15,785

(a),(b)

Aeva

Technologies,

Inc

57,299‌

1,012,808

Amphenol

Corp

(Class

A)

65,083,042‌

12,539,688

Apple,

Inc

2,784,813,911‌

33,035

(a),(b)

Applied

Optoelectronics,

Inc

315,484‌

219,667

(a)

Arista

Networks,

Inc

76,125,599‌

59,735

(a)

Arlo

Technologies,

Inc

905,583‌

53,673

(a)

Arrow

Electronics,

Inc

6,638,813‌

7,088

(a)

Aviat

Networks,

Inc

219,728‌

95,338

Avnet,

Inc

5,125,371‌

29,448

Badger

Meter,

Inc

6,071,000‌

8,535

Bel

Fuse,

Inc

(Class

B)

633,894‌

32,324

Belden

CDT,

Inc

2,996,112‌

27,743

Benchmark

Electronics,

Inc

1,328,057‌

57,397

(a)

Calix,

Inc

2,360,739‌

116,387

CDW

Corp

25,385,169‌

138,095

(a)

Ciena

Corp

7,283,130‌

3,512,092

Cisco

Systems,

Inc

170,160,857‌

7,427

(a),(b)

Clearfield,

Inc

322,332‌

151,819

Cognex

Corp

7,533,259‌

120,219

(a)

Coherent

Corp

8,376,860‌

670,495

Corning,

Inc

26,826,505‌

19,293

(a)

Corsair

Gaming,

Inc

158,395‌

15,693

(a),(b)

CPI

Card

Group,

Inc

460,276‌

38,580

Crane

NXT

Co

2,425,910‌

23,784

CTS

Corp

1,162,562‌

60,151

(a)

Daktronics,

Inc

901,062‌

210,670

Dell

Technologies,

Inc

23,948,966‌

18,799

(a)

Diebold

Nixdorf,

Inc

818,696‌

23,627

(a)

Digi

International,

Inc

645,017‌

41,555

(a)

Eastman

Kodak

Co

241,434‌

19,554

(a)

ePlus,

Inc

1,797,404‌

85,848

(a),(b)

Evolv

Technologies

Holdings,

Inc

297,893‌

109,491

(a)

Extreme

Networks,

Inc

1,565,721‌

50,344

(a)

F5

Networks,

Inc

10,252,052‌

33,061

(a)

Fabrinet

7,291,934‌

14,036

(a)

FARO

Technologies,

Inc

240,016‌

89,756

(a)

Harmonic,

Inc

1,315,823‌

1,132,379

Hewlett

Packard

Enterprise

Co

22,545,666‌

788,380

HP,

Inc

28,452,634‌

25,842

Immersion

Corp

330,002‌

130,507

(a),(b)

Infinera

Corp

775,212‌

29,268

(a)

Insight

Enterprises,

Inc

6,570,666‌

138,657

(a),(b)

IonQ,

Inc

1,130,055‌

27,126

(a)

IPG

Photonics

Corp

2,180,930‌

32,976

(a)

Itron,

Inc

3,411,037‌

106,486

Jabil

Inc

11,997,778‌

278,626

Juniper

Networks,

Inc

10,501,414‌

151,172

(a)

Keysight

Technologies,

Inc

21,099,076‌

14,309

(a)

Kimball

Electronics,

Inc

339,123‌

61,140

(a)

Knowles

Corp

1,117,028‌

86,567

(a),(b)

Lightwave

Logic,

Inc

299,522‌

22,984

Littelfuse,

Inc

6,139,256‌

55,921

(a)

Lumentum

Holdings,

Inc

2,895,589‌

28,648

Methode

Electronics,

Inc

362,684‌

128,338

(a),(b)

MicroVision,

Inc

137,322‌

Nuveen

Equity

Index

Fund

July

31,

2024

114

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

TECHNOLOGY

HARDWARE

&

EQUIPMENT—continued

165,626

(a)

Mirion

Technologies,

Inc

$

1,745,698‌

141,944

Motorola

Solutions,

Inc

56,624,300‌

28,037

Napco

Security

Technologies,

Inc

1,564,745‌

178,329

NetApp,

Inc

22,644,216‌

23,717

(a)

Netgear,

Inc

376,626‌

52,942

(a)

Netscout

Systems,

Inc

1,077,370‌

31,027

(a)

nLight,

Inc

374,496‌

28,759

(a)

Novanta,

Inc

5,210,556‌

12,545

(a)

OSI

Systems,

Inc

1,856,409‌

36,044

(a)

Ouster,

Inc

473,258‌

24,291

(a),(b)

PAR

Technology

Corp

1,230,096‌

8,785

PC

Connection,

Inc

628,742‌

21,803

(a)

Plexus

Corp

2,794,490‌

77,555

(a)

Powerfleet,

Inc

351,324‌

252,114

(a)

Pure

Storage,

Inc

15,109,192‌

56,145

(a)

Ribbon

Communications,

Inc

190,332‌

15,589

(a)

Rogers

Corp

1,904,664‌

46,609

(a)

Sanmina

Corp

3,511,056‌

19,158

(a)

Scansource,

Inc

997,174‌

92,045

(a)

SmartRent,

Inc

169,363‌

42,824

(a)

Super

Micro

Computer,

Inc

30,047,460‌

50,482

TD

SYNNEX

Corp

6,015,940‌

40,888

(a)

Teledyne

Technologies,

Inc

17,249,012‌

223,129

(a)

Trimble

Inc

12,169,456‌

74,357

(a)

TTM

Technologies,

Inc

1,441,039‌

10,648

(a)

Turtle

Beach

Corp

154,077‌

5,384

(b)

Ubiquiti,

Inc

999,109‌

114,475

(a),(b)

Viasat,

Inc

2,314,684‌

187,869

(a)

Viavi

Solutions,

Inc

1,510,467‌

109,481

Vishay

Intertechnology,

Inc

2,661,483‌

9,120

(a)

Vishay

Precision

Group,

Inc

312,725‌

125,877

Vontier

Corp

4,938,155‌

269,993

(a)

Western

Digital

Corp

18,103,031‌

99,358

Xerox

Holdings

Corp

1,069,589‌

44,239

(a)

Zebra

Technologies

Corp

(Class

A)

15,536,294‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

3,609,955,054‌

TELECOMMUNICATION

SERVICES

-

0

.8

%

8,133

(a)

Anterix,

Inc

327,435‌

98,430

(a),(b)

AST

SpaceMobile,

Inc

2,035,532‌

6,194,440

AT&T,

Inc

119,242,970‌

5,649

ATN

International,

Inc

167,606‌

32,094

(a)

Bandwidth,

Inc

732,385‌

49,425

Cogent

Communications

Group,

Inc

3,488,911‌

68,536

(a)

Consolidated

Communications

Holdings,

Inc

315,266‌

122,900

(a)

EchoStar

Corp

(Class

A)

2,467,832‌

226,561

(a)

Frontier

Communications

Parent,

Inc

6,638,237‌

79,189

(a),(c)

GCI

Liberty,

Inc

792‌

522,135

(a)

Globalstar,

Inc

631,783‌

43,200

(a)

Gogo,

Inc

392,256‌

14,644

IDT

Corp

559,840‌

117,764

Iridium

Communications,

Inc

3,379,827‌

107,737

(a)

Liberty

Global

Ltd

2,099,794‌

114,238

(a)

Liberty

Global

Ltd

2,297,326‌

26,275

(a)

Liberty

Latin

America

Ltd

(Class

A)

275,362‌

114,989

(a)

Liberty

Latin

America

Ltd

(Class

C)

1,218,884‌

22,121

(a)

Ooma,

Inc

230,058‌

37,330

Shenandoah

Telecom

Co

794,756‌

30,098

Spok

Holdings,

Inc

461,402‌

88,529

Telephone

and

Data

Systems,

Inc

1,876,815‌

420,036

T-Mobile

US,

Inc

76,564,162‌

3,641,010

Verizon

Communications,

Inc

147,533,725‌

TOTAL

TELECOMMUNICATION

SERVICES

373,732,956‌

115

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

TRANSPORTATION

-

1

.5

%

43,466

(a)

Air

Transport

Services

Group,

Inc

$

701,541‌

114,348

(a)

Alaska

Air

Group,

Inc

4,291,480‌

17,676

Allegiant

Travel

Co

991,093‌

7,165

(a),(b)

Amerco,

Inc

478,550‌

554,601

(a)

American

Airlines

Group,

Inc

5,900,955‌

19,290

ArcBest

Corp

2,431,505‌

12,151

Avis

Budget

Group,

Inc

1,227,373‌

55,909

(a),(b)

Blade

Air

Mobility,

Inc

184,500‌

97,913

CH

Robinson

Worldwide,

Inc

8,719,153‌

46,970

Costamare,

Inc

696,095‌

14,890

Covenant

Logistics

Group,

Inc

833,096‌

1,690,670

CSX

Corp

59,342,517‌

561,695

Delta

Air

Lines,

Inc

24,164,119‌

124,264

Expeditors

International

Washington,

Inc

15,510,633‌

194,950

FedEx

Corp

58,923,638‌

26,026

(a),(b)

Frontier

Group

Holdings,

Inc

102,542‌

119,048

FTAI

Infrastructure,

Inc

1,227,385‌

22,919

Genco

Shipping

&

Trading

Ltd

444,858‌

94,540

Golden

Ocean

Group

Ltd

1,174,187‌

109,335

(a)

GXO

Logistics,

Inc

6,120,573‌

43,574

(a)

Hawaiian

Holdings,

Inc

557,311‌

62,367

Heartland

Express,

Inc

808,900‌

123,606

(a),(b)

Hertz

Global

Holdings,

Inc

504,313‌

74,214

Hub

Group,

Inc

(Class

A)

3,470,989‌

70,991

JB

Hunt

Transport

Services,

Inc

12,292,092‌

302,364

(a)

JetBlue

Airways

Corp

1,938,153‌

289,689

(a),(b)

Joby

Aviation,

Inc

1,732,340‌

47,100

(a)

Kirby

Corp

5,787,648‌

139,041

Knight-Swift

Transportation

Holdings,

Inc

7,568,002‌

29,754

Landstar

System,

Inc

5,660,699‌

278,864

(a)

Lyft,

Inc

(Class

A)

3,360,311‌

46,584

Marten

Transport

Ltd

876,245‌

32,216

Matson,

Inc

4,275,385‌

195,704

Norfolk

Southern

Corp

48,839,890‌

171,756

Old

Dominion

Freight

Line

36,099,676‌

5,088

(a)

PAM

Transportation

Services,

Inc

103,744‌

57,721

Pangaea

Logistics

Solutions

Ltd

419,054‌

25,749

(a)

Radiant

Logistics,

Inc

160,159‌

79,951

(a)

RXO,

Inc

2,535,246‌

43,140

Ryder

System,

Inc

6,046,502‌

34,465

(b)

Safe

Bulkers,

Inc

174,393‌

22,323

(a)

Saia,

Inc

9,327,666‌

55,591

Schneider

National,

Inc

1,495,954‌

39,428

(a)

Skywest,

Inc

3,151,874‌

521,159

Southwest

Airlines

Co

14,040,023‌

23,522

(a)

Sun

Country

Airlines

Holdings,

Inc

308,138‌

1,717,679

(a)

Uber

Technologies,

Inc

110,738,765‌

90,651

U-Haul

Holding

Co

5,777,188‌

524,670

Union

Pacific

Corp

129,451,829‌

279,728

(a)

United

Airlines

Holdings,

Inc

12,705,246‌

624,743

United

Parcel

Service,

Inc

(Class

B)

81,447,745‌

7,105

Universal

Truckload

Services,

Inc

305,728‌

46,797

Werner

Enterprises,

Inc

1,833,974‌

95,602

(a)

XPO,

Inc

10,983,714‌

TOTAL

TRANSPORTATION

718,244,689‌

UTILITIES

-

2

.3

%

574,379

AES

Corp

10,218,202‌

49,088

Allete,

Inc

3,166,176‌

210,876

Alliant

Energy

Corp

11,737,358‌

94,553

(a),(b)

Altus

Power,

Inc

397,123‌

213,873

Ameren

Corp

16,953,713‌

453,106

American

Electric

Power

Co,

Inc

44,458,761‌

Nuveen

Equity

Index

Fund

July

31,

2024

116

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

UTILITIES—continued

38,997

American

States

Water

Co

$

3,218,422‌

168,424

American

Water

Works

Co,

Inc

23,976,841‌

125,642

Atmos

Energy

Corp

16,067,099‌

36,829

Avangrid,

Inc

1,313,690‌

75,721

Avista

Corp

2,966,749‌

63,248

Black

Hills

Corp

3,734,794‌

100,652

Brookfield

Infrastructure

Corp

3,915,363‌

143,669

(b)

Brookfield

Renewable

Corp

4,037,099‌

97,088

(a),(b)

Cadiz,

Inc

361,167‌

56,549

California

Water

Service

Group

3,023,110‌

521,719

Centerpoint

Energy,

Inc

14,477,702‌

22,717

Chesapeake

Utilities

Corp

2,681,288‌

25,714

Clearway

Energy,

Inc

(Class

A)

633,336‌

85,770

Clearway

Energy,

Inc

(Class

C)

2,288,344‌

241,570

CMS

Energy

Corp

15,653,736‌

301,833

Consolidated

Edison,

Inc

29,434,754‌

17,051

Consolidated

Water

Co,

Inc

495,502‌

274,565

Constellation

Energy

Corp

52,112,437‌

726,927

Dominion

Energy,

Inc

38,861,517‌

180,750

DTE

Energy

Co

21,785,797‌

666,342

Duke

Energy

Corp

72,811,190‌

326,308

Edison

International

26,107,903‌

179,416

Entergy

Corp

20,806,874‌

196,369

Essential

Utilities,

Inc

7,982,400‌

187,796

Evergy,

Inc

10,892,168‌

294,143

Eversource

Energy

19,092,822‌

882,727

Exelon

Corp

32,837,444‌

469,514

FirstEnergy

Corp

19,677,332‌

28,389

Genie

Energy

Ltd

481,477‌

5,833

Global

Water

Resources,

Inc

75,421‌

80,946

Hawaiian

Electric

Industries,

Inc

1,340,466‌

52,830

Idacorp,

Inc

5,164,132‌

43,887

MGE

Energy,

Inc

3,855,034‌

13,108

Middlesex

Water

Co

871,420‌

49,852

(a)

Montauk

Renewables,

Inc

296,121‌

70,183

National

Fuel

Gas

Co

4,112,022‌

77,422

New

Jersey

Resources

Corp

3,619,479‌

1,785,253

NextEra

Energy,

Inc

136,375,477‌

359,796

NiSource,

Inc

11,243,625‌

43,547

Northwest

Natural

Holding

Co

1,741,009‌

58,124

NorthWestern

Corp

3,125,327‌

191,194

NRG

Energy,

Inc

14,372,053‌

193,006

OGE

Energy

Corp

7,482,843‌

41,420

ONE

Gas,

Inc

2,884,075‌

43,542

Ormat

Technologies,

Inc

3,380,601‌

34,114

Otter

Tail

Corp

3,306,329‌

1,730,815

PG&E

Corp

31,587,374‌

99,417

Pinnacle

West

Capital

Corp

8,509,101‌

53,568

PNM

Resources,

Inc

2,227,357‌

86,822

Portland

General

Electric

Co

4,113,626‌

645,366

PPL

Corp

19,180,278‌

422,306

Public

Service

Enterprise

Group,

Inc

33,687,350‌

16,040

(a)

Pure

Cycle

Corp

176,440‌

14,140

(b)

RGC

Resources,

Inc

318,291‌

559,560

Sempra

Energy

44,798,374‌

15,830

SJW

Corp

959,456‌

940,913

Southern

Co

78,585,054‌

66,919

Southwest

Gas

Holdings

Inc

4,962,713‌

31,704

Spire,

Inc

2,111,169‌

340,060

(a),(b)

Sunnova

Energy

International,

Inc

2,404,224‌

167,494

UGI

Corp

4,150,501‌

17,356

Unitil

Corp

1,063,576‌

299,161

Vistra

Corp

23,699,534‌

117

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

UTILITIES—continued

266,837

WEC

Energy

Group,

Inc

$

22,963,992‌

488,742

Xcel

Energy,

Inc

28,483,884‌

20,767

York

Water

Co

857,885‌

TOTAL

UTILITIES

1,056,745,303‌

TOTAL

COMMON

STOCKS

46,045,656,802‌

(Cost

$19,389,891,785)

EXPIRATION

DATE

RIGHTS/WARRANTS

-

0.0%

MATERIALS

-

0

.0

%

71,579

Danimer

Scientific,

Inc

05/03/29

5,367‌

TOTAL

MATERIALS

5,367‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

0

.0

%

50,751

(c)

AstraZeneca

plc

02/20/29

15,733‌

27,694

(c)

Chinook

Therapeutics,

Inc

277‌

330,579

(b),(c)

Selecta

Biosciences,

Inc

03/20/24

59,504‌

4,598

(c)

Tobira

Therapeutics,

Inc

276‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

75,790‌

TOTAL

RIGHTS/WARRANTS

81,157‌

(Cost

$68,015)

TOTAL

LONG-TERM

INVESTMENTS

46,045,737,959‌

(Cost

$19,389,959,800)

PRINCIPAL

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

0.3%

GOVERNMENT

AGENCY

DEBT

-

0

.1

%

$

20,000,000

Federal

Home

Loan

Bank

(FHLB)

0

.000

%

08/14/24

19,959,128‌

4,625,000

FHLB

0

.000

09/20/24

4,590,634‌

900,000

FHLB

0

.000

09/25/24

892,657‌

TOTAL

GOVERNMENT

AGENCY

DEBT

25,442,419‌

REPURCHASE

AGREEMENT

-

0

.0

%

13,989,000

(e)

Fixed

Income

Clearing

Corporation

5

.340

08/01/24

13,989,000‌

TOTAL

REPURCHASE

AGREEMENT

13,989,000‌

TREASURY

DEBT

-

0

.2

%

9,000,000

United

States

Treasury

Bill

0

.000

08/06/24

8,993,418‌

28,863,000

United

States

Treasury

Bill

0

.000

08/13/24

28,812,178‌

40,000,000

United

States

Treasury

Bill

0

.000

08/27/24

39,847,380‌

5,000,000

United

States

Treasury

Bill

0

.000

09/24/24

4,960,587‌

TOTAL

TREASURY

DEBT

82,613,563‌

TOTAL

SHORT-TERM

INVESTMENTS

122,044,982‌

(Cost

$122,049,603)

SHARES

EXP

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.2%

99,170,245

(f)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5

.310

(g)

99,170,245‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

99,170,245‌

(Cost

$99,170,245)

TOTAL

INVESTMENTS

-

99.9%

46,266,953,186‌

(Cost

$19,611,179,648)

OTHER

ASSETS

&

LIABILITIES,

NET

-

0.1%

32,425,103‌

NET

ASSETS

-

100.0%

$

46,299,378,289‌

REIT

Real

Estate

Investment

Trust

Nuveen

Equity

Index

Fund

July

31,

2024

118

Portfolio

of

Investments

(continued)

(a)

Non-income

producing

(b)

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$176,648,601.

(c)

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

(d)

All

or

a

portion

of

these

securities

have

been

segregated

to

cover

margin

requirements

on

open

futures

contracts.

(e)

Agreement

with

Fixed

Income

Clearing

Corporation,

5.340%

dated

7/31/24

to

be

repurchased

at

$13,991,075

on

8/1/24,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

4.875%

and

maturity

date

4/30/26,

valued

at

$14,268,821.

(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.

Futures

Contracts

-

Long

Description

Number

of

Contracts

Expiration

Date

Notional

Amount

Value

Unrealized

Appreciation

(Depreciation)

S&P

500

E-Mini

Index

826‌

09/20/24

 $

229,243,947‌

$

229,545,400‌

$

301,453‌

Portfolio

of

Investments

Nuveen

Large

Cap

Growth

Index

Fund

July

31,

2024

119

(Unaudited)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

LONG-TERM

INVESTMENTS

-

99.9%

COMMON

STOCKS

-

99.9%

AUTOMOBILES

&

COMPONENTS

-

2

.4

%

1,488,820

(a)

Tesla,

Inc

$

345,510,457‌

TOTAL

AUTOMOBILES

&

COMPONENTS

345,510,457‌

BANKS

-

0

.2

%

1,712,243

(a)

NU

Holdings

Ltd

20,769,507‌

3,952

Popular,

Inc

405,594‌

TOTAL

BANKS

21,175,101‌

CAPITAL

GOODS

-

1

.8

%

55,323

3M

Co

7,056,449‌

36,738

Aaon,

Inc

3,252,415‌

13,548

Advanced

Drainage

Systems,

Inc

2,398,538‌

7,954

Armstrong

World

Industries,

Inc

1,045,156‌

38,632

(a)

Axon

Enterprise,

Inc

11,589,986‌

54,215

(a)

AZEK

Co,

Inc

2,433,711‌

51,312

(a)

Boeing

Co

9,780,067‌

5,876

(a)

Builders

FirstSource,

Inc

983,466‌

7,654

BWX

Technologies,

Inc

761,496‌

3,456

Carlisle

Cos,

Inc

1,446,612‌

37,375

Caterpillar,

Inc

12,939,225‌

18,907

Comfort

Systems

USA,

Inc

6,285,065‌

58,638

(a)

Core

&

Main,

Inc

3,135,374‌

9,879

EMCOR

Group,

Inc

3,708,972‌

259,651

Fastenal

Co

18,370,308‌

7,736

Ferguson

plc

1,722,420‌

15,520

(a)

Generac

Holdings,

Inc

2,416,154‌

125,984

General

Electric

Co

21,442,477‌

23,713

HEICO

Corp

5,722,895‌

43,697

HEICO

Corp

(Class

A)

8,307,237‌

54,371

Honeywell

International,

Inc

11,132,462‌

13,300

Howmet

Aerospace,

Inc

1,272,810‌

59,765

Illinois

Tool

Works,

Inc

14,778,689‌

17,245

Lennox

International,

Inc

10,062,458‌

8,283

Lincoln

Electric

Holdings,

Inc

1,701,411‌

5,067

(a)

Loar

Holdings,

Inc

316,688‌

36,773

Lockheed

Martin

Corp

19,928,024‌

23,915

Quanta

Services,

Inc

6,346,563‌

5,673

Rockwell

Automation,

Inc

1,580,781‌

2,143

Simpson

Manufacturing

Co,

Inc

411,649‌

7,006

(a)

SiteOne

Landscape

Supply,

Inc

1,027,640‌

2,152

(a)

Spirit

Aerosystems

Holdings,

Inc

(Class

A)

78,010‌

41,552

Trane

Technologies

plc

13,890,003‌

5,918

TransDigm

Group,

Inc

7,659,194‌

54,254

(a)

Trex

Co,

Inc

4,537,262‌

8,652

United

Rentals,

Inc

6,550,429‌

192,631

Vertiv

Holdings

Co

15,160,060‌

20,348

W.W.

Grainger,

Inc

19,876,130‌

24,117

(a)

WillScot

Mobile

Mini

Holdings

Corp

988,797‌

TOTAL

CAPITAL

GOODS

262,097,083‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

1

.6

%

203,572

Automatic

Data

Processing,

Inc

53,462,079‌

68,889

Booz

Allen

Hamilton

Holding

Corp

9,872,483‌

57,522

Broadridge

Financial

Solutions,

Inc

12,309,708‌

43,578

Cintas

Corp

33,290,977‌

431,856

(a)

Copart,

Inc

22,599,024‌

13,285

Equifax,

Inc

3,711,430‌

6,158

KBR,

Inc

410,061‌

62,125

Paychex,

Inc

7,953,243‌

Nuveen

Large

Cap

Growth

Index

Fund

July

31,

2024

120

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

COMMERCIAL

&

PROFESSIONAL

SERVICES—continued

17,258

Paycom

Software,

Inc

$

2,878,462‌

150,336

Rollins,

Inc

7,202,598‌

6,743

Tetra

Tech,

Inc

1,437,877‌

5,951

TransUnion

537,137‌

59,798

Veralto

Corp

6,372,075‌

76,641

Verisk

Analytics,

Inc

20,060,782‌

213,832

Waste

Management,

Inc

43,335,193‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

225,433,129‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

8

.9

%

4,976,589

(a)

Amazon.com,

Inc

930,522,611‌

8,486

(a)

Autozone,

Inc

26,592,493‌

32,998

(a)

Burlington

Stores,

Inc

8,590,039‌

4,268

(a)

Carmax,

Inc

360,390‌

19,855

(a)

Carvana

Co

2,645,282‌

623,175

(a)

Coupang,

Inc

12,930,881‌

2,165

Dick's

Sporting

Goods,

Inc

468,398‌

40,820

(a)

Etsy,

Inc

2,659,015‌

23,277

(a)

Five

Below,

Inc

1,693,169‌

20,613

(a)

Floor

&

Decor

Holdings,

Inc

2,020,074‌

424,434

Home

Depot,

Inc

156,259,621‌

10,130

Murphy

USA,

Inc

5,114,840‌

29,061

(a)

O'Reilly

Automotive,

Inc

32,732,567‌

19,404

Pool

Corp

7,257,872‌

1,531

(a)

RH

444,112‌

40,894

Ross

Stores,

Inc

5,857,248‌

356,637

TJX

Cos,

Inc

40,307,114‌

58,038

Tractor

Supply

Co

15,282,566‌

22,294

(a)

Ulta

Beauty,

Inc

8,134,858‌

69,485

(a)

Valvoline,

Inc

3,231,053‌

40,534

Williams-Sonoma,

Inc

6,269,799‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

1,269,374,002‌

CONSUMER

DURABLES

&

APPAREL

-

0

.5

%

5,758

(a)

Crocs,

Inc

773,702‌

13,749

(a)

Deckers

Outdoor

Corp

12,685,240‌

65,389

Hasbro,

Inc

4,214,975‌

64,945

(a)

Lululemon

Athletica,

Inc

16,798,674‌

400,134

Nike,

Inc

(Class

B)

29,954,031‌

7,051

SharkNinja

Global

SPV

Ltd

541,869‌

4,710

(a)

Skechers

U.S.A.,

Inc

(Class

A)

306,762‌

90,256

Tempur

Sealy

International,

Inc

4,724,902‌

1,003

(a)

TopBuild

Corp

479,976‌

13,654

(a)

YETI

Holdings,

Inc

564,593‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

71,044,724‌

CONSUMER

SERVICES

-

2

.1

%

235,240

(a)

Airbnb,

Inc

32,830,094‌

17,113

Booking

Holdings,

Inc

63,574,966‌

3,484

(a)

Bright

Horizons

Family

Solutions,

Inc

418,951‌

40,588

(a)

Cava

Group,

Inc

3,418,321‌

735,200

(a)

Chipotle

Mexican

Grill,

Inc

(Class

A)

39,936,064‌

13,047

(b)

Choice

Hotels

International,

Inc

1,662,840‌

36,757

Churchill

Downs,

Inc

5,276,835‌

33,816

Darden

Restaurants,

Inc

4,946,943‌

6,528

Domino's

Pizza,

Inc

2,798,554‌

162,941

(a)

DoorDash,

Inc

18,040,827‌

239,103

(a)

DraftKings,

Inc

8,834,856‌

19,735

(a)

Duolingo,

Inc

3,393,236‌

19,455

(a)

Dutch

Bros,

Inc

744,154‌

68,033

(a)

Expedia

Group,

Inc

8,685,773‌

4,091

(a)

Grand

Canyon

Education,

Inc

637,991‌

14,557

H&R

Block,

Inc

843,432‌

67,822

Hilton

Worldwide

Holdings,

Inc

14,559,349‌

121

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CONSUMER

SERVICES—continued

3,415

Hyatt

Hotels

Corp

$

503,132‌

192,624

Las

Vegas

Sands

Corp

7,641,394‌

48,547

(a)

Light

&

Wonder,

Inc

5,204,238‌

24,824

McDonald's

Corp

6,588,290‌

230,279

(a)

Norwegian

Cruise

Line

Holdings

Ltd

4,244,042‌

25,784

(a)

Planet

Fitness,

Inc

1,900,281‌

44,265

(a)

Royal

Caribbean

Cruises

Ltd

6,937,211‌

473,287

Starbucks

Corp

36,892,722‌

36,185

Texas

Roadhouse,

Inc

(Class

A)

6,318,263‌

17,159

Vail

Resorts,

Inc

3,123,110‌

19,962

Wendy's

Co

337,957‌

15,784

Wingstop,

Inc

5,901,322‌

2,339

Wyndham

Hotels

&

Resorts,

Inc

177,109‌

3,081

Wynn

Resorts

Ltd

255,168‌

58,219

Yum!

Brands,

Inc

7,733,230‌

TOTAL

CONSUMER

SERVICES

304,360,655‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

1

.5

%

3,770

Casey's

General

Stores,

Inc

1,462,157‌

237,573

Costco

Wholesale

Corp

195,285,006‌

11,757

(a)

Performance

Food

Group

Co

811,233‌

166,442

Sysco

Corp

12,757,779‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

210,316,175‌

ENERGY

-

0

.4

%

84,532

Antero

Midstream

Corp

1,213,880‌

63,146

Cheniere

Energy,

Inc

11,532,986‌

14,784

Civitas

Resources,

Inc

1,031,332‌

19,657

EQT

Corp

678,363‌

97,260

Hess

Corp

14,921,629‌

4,805

Matador

Resources

Co

295,411‌

556

(b)

New

Fortress

Energy,

Inc

10,975‌

71,960

Permian

Resources

Corp

1,103,866‌

118,233

Targa

Resources

Corp

15,994,560‌

10,103

Texas

Pacific

Land

Corp

8,536,025‌

14,346

Viper

Energy

Partners

LP

612,144‌

38,818

(a)

Weatherford

International

plc

4,575,090‌

TOTAL

ENERGY

60,506,261‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

0

.6

%

251,287

American

Tower

Corp

55,383,655‌

2,755

Equinix,

Inc

2,177,111‌

89,449

Iron

Mountain,

Inc

9,173,890‌

11,805

Lamar

Advertising

Co

1,414,947‌

12,935

Public

Storage,

Inc

3,827,725‌

44,566

Simon

Property

Group,

Inc

6,838,207‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

78,815,535‌

FINANCIAL

SERVICES

-

6

.0

%

20,081

Ally

Financial,

Inc

903,846‌

114,604

American

Express

Co

28,999,396‌

49,170

Ameriprise

Financial,

Inc

21,146,542‌

210,029

Apollo

Global

Management,

Inc

26,318,734‌

95,942

Ares

Management

Corp

14,698,314‌

383,898

Blackstone,

Inc

54,571,101‌

126,136

(a)

Block,

Inc

7,805,296‌

269,906

Blue

Owl

Capital,

Inc

5,147,107‌

80,265

Charles

Schwab

Corp

5,232,475‌

89,212

(a)

Coinbase

Global,

Inc

20,015,604‌

37,228

(a)

Corpay,

Inc

10,863,875‌

2,635

(a)

Credit

Acceptance

Corp

1,514,861‌

174,371

Equitable

Holdings,

Inc

7,604,319‌

7,243

Factset

Research

Systems,

Inc

2,992,011‌

99,691

(a)

Fiserv,

Inc

16,306,457‌

45,664

Goldman

Sachs

Group,

Inc

23,244,346‌

Nuveen

Large

Cap

Growth

Index

Fund

July

31,

2024

122

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

FINANCIAL

SERVICES—continued

1,804

Houlihan

Lokey,

Inc

$

271,051‌

221,831

iShares

Russell

1000

Growth

Index

Fund

79,457,646‌

27,325

Jefferies

Financial

Group,

Inc

1,597,693‌

104,395

KKR

&

Co,

Inc

12,887,563‌

55,112

Lazard,

Inc

2,709,857‌

39,258

LPL

Financial

Holdings,

Inc

8,696,432‌

442,958

Mastercard,

Inc

(Class

A)

205,404,054‌

84,088

Moody's

Corp

38,384,490‌

36,867

Morgan

Stanley

3,805,043‌

14,592

Morningstar,

Inc

4,635,149‌

23,938

MSCI,

Inc

(Class

A)

12,944,713‌

30,733

(a),(b)

Shift4

Payments,

Inc

2,114,123‌

87,578

(a),(b)

SoFi

Technologies,

Inc

660,338‌

238,629

(a)

Toast,

Inc

6,242,535‌

9,118

TPG,

Inc

464,927‌

24,667

Tradeweb

Markets,

Inc

2,754,811‌

12,030

(b)

UWM

Holdings

Corp

101,052‌

844,417

Visa,

Inc

(Class

A)

224,336,264‌

4,511

Western

Union

Co

53,636‌

2,088

(a)

WEX,

Inc

383,044‌

13,400

XP,

Inc

229,274‌

TOTAL

FINANCIAL

SERVICES

855,497,979‌

FOOD,

BEVERAGE

&

TOBACCO

-

1

.5

%

993

(a)

Boston

Beer

Co,

Inc

(Class

A)

278,249‌

94,739

(a)

Celsius

Holdings,

Inc

4,436,627‌

1,190,747

Coca-Cola

Co

79,470,455‌

5,914

(a)

Freshpet,

Inc

719,734‌

11,034

Hershey

Co

2,178,994‌

24,847

Lamb

Weston

Holdings,

Inc

1,491,317‌

325,841

(a)

Monster

Beverage

Corp

16,764,519‌

581,909

PepsiCo,

Inc

100,478,227‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

205,818,122‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

2

.0

%

23,627

(a)

Align

Technology,

Inc

5,478,629‌

90,472

AmerisourceBergen

Corp

21,521,479‌

77,845

Cardinal

Health,

Inc

7,849,111‌

814

Chemed

Corp

464,110‌

12,353

Cigna

Group

4,307,121‌

27,999

(a)

DaVita,

Inc

3,825,223‌

212,856

(a)

DexCom,

Inc

14,435,894‌

4,491

(a)

Doximity,

Inc

125,748‌

61,443

(a)

Edwards

Lifesciences

Corp

3,873,981‌

20,026

Elevance

Health,

Inc

10,654,433‌

21,564

GE

HealthCare

Technologies,

Inc

1,824,961‌

25,488

HCA,

Inc

9,253,419‌

44,357

(a)

IDEXX

Laboratories,

Inc

21,119,255‌

13,981

(a)

Inspire

Medical

Systems,

Inc

1,972,020‌

37,934

(a)

Insulet

Corp

7,372,473‌

189,219

(a)

Intuitive

Surgical,

Inc

84,128,660‌

11,982

(a)

Masimo

Corp

1,281,834‌

29,741

McKesson

Corp

18,350,792‌

19,716

(a)

Molina

Healthcare,

Inc

6,728,479‌

18,524

(a)

Penumbra,

Inc

3,095,175‌

21,358

Resmed,

Inc

4,554,594‌

57,852

Stryker

Corp

18,943,637‌

33,664

UnitedHealth

Group,

Inc

19,395,850‌

79,362

(a)

Veeva

Systems,

Inc

15,231,949‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

285,788,827‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0

.7

%

66,792

Clorox

Co

8,811,869‌

236,088

Colgate-Palmolive

Co

23,417,569‌

123

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

HOUSEHOLD

&

PERSONAL

PRODUCTS—continued

28,464

(a)

elf

Beauty,

Inc

$

4,912,317‌

44,782

Estee

Lauder

Cos

(Class

A)

4,460,735‌

74,381

Kimberly-Clark

Corp

10,045,154‌

280,650

Procter

&

Gamble

Co

45,117,294‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

96,764,938‌

INSURANCE

-

0

.6

%

22,050

Allstate

Corp

3,773,196‌

56,540

Brown

&

Brown,

Inc

5,621,772‌

2,775

Everest

Re

Group

Ltd

1,090,214‌

8,014

Gallagher

(Arthur

J.)

&

Co

2,271,889‌

11,257

Kinsale

Capital

Group,

Inc

5,145,237‌

1,630

(a)

Markel

Corp

2,671,326‌

36,358

Marsh

&

McLennan

Cos,

Inc

8,092,200‌

263,237

Progressive

Corp

56,364,307‌

858

RLI

Corp

129,206‌

52,414

Ryan

Specialty

Holdings,

Inc

3,228,178‌

TOTAL

INSURANCE

88,387,525‌

MATERIALS

-

0

.7

%

16,250

Avery

Dennison

Corp

3,523,488‌

15,280

Celanese

Corp

(Series

A)

2,156,772‌

929

Chemours

Co

22,454‌

82,340

(a)

Cleveland-Cliffs,

Inc

1,263,919‌

13,883

Eagle

Materials,

Inc

3,780,341‌

116,627

Ecolab,

Inc

26,904,683‌

24,187

Louisiana-Pacific

Corp

2,374,196‌

1,847

Martin

Marietta

Materials,

Inc

1,095,917‌

15,787

RPM

International,

Inc

1,917,489‌

4,227

Sealed

Air

Corp

160,837‌

114,993

Sherwin-Williams

Co

40,339,544‌

44,957

Southern

Copper

Corp

4,792,866‌

18,370

Vulcan

Materials

Co

5,042,749‌

TOTAL

MATERIALS

93,375,255‌

MEDIA

&

ENTERTAINMENT

-

12

.4

%

2,638,720

Alphabet,

Inc

456,894,368‌

3,148,942

Alphabet,

Inc

(Class

A)

540,169,511‌

20,044

(a)

Liberty

Broadband

Corp

1,350,765‌

674

(a)

Liberty

Broadband

Corp

(Class

A)

44,632‌

4,443

(a)

Liberty

Media

Corp-Liberty

Formula

One

(Class

A)

328,649‌

37,525

(a)

Liberty

Media

Corp-Liberty

Formula

One

(Class

C)

3,034,647‌

84,958

(a)

Live

Nation,

Inc

8,172,110‌

800

(a)

Madison

Square

Garden

Sports

Corp

160,328‌

1,173,763

Meta

Platforms,

Inc

557,337,885‌

229,216

(a)

NetFlix,

Inc

144,027,874‌

5,728

Nexstar

Media

Group,

Inc

1,058,477‌

318,594

(a)

Pinterest,

Inc

10,179,078‌

274,912

(a)

ROBLOX

Corp

11,414,346‌

7,452

(a)

Roku,

Inc

433,781‌

78,115

(a)

Spotify

Technology

S.A.

26,866,873‌

5,815

TKO

Group

Holdings,

Inc

635,870‌

19,414

(a),(b)

Trump

Media

&

Technology

Group

Corp

557,959‌

TOTAL

MEDIA

&

ENTERTAINMENT

1,762,667,153‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

5

.8

%

45,971

(a)

10X

Genomics,

Inc

950,221‌

412,011

AbbVie,

Inc

76,353,878‌

60,340

(a)

Alnylam

Pharmaceuticals,

Inc

14,328,336‌

223,580

Amgen,

Inc

74,333,643‌

49,118

(a)

Apellis

Pharmaceuticals,

Inc

1,945,073‌

35,761

Bruker

BioSciences

Corp

2,449,986‌

37,097

(a)

Cerevel

Therapeutics

Holdings,

Inc

1,667,881‌

455,684

Eli

Lilly

&

Co

366,492,971‌

40,191

(a)

Exact

Sciences

Corp

1,835,925‌

Nuveen

Large

Cap

Growth

Index

Fund

July

31,

2024

124

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES—continued

113,511

(a)

Exelixis,

Inc

$

2,661,833‌

2,899

(a)

Fortrea

Holdings,

Inc

79,983‌

5,884

(a)

Incyte

Corp

382,872‌

55,371

(a)

Intra-Cellular

Therapies,

Inc

4,358,805‌

72,928

(a)

Ionis

Pharmaceuticals,

Inc

3,607,019‌

10,959

(a)

IQVIA

Holdings,

Inc

2,698,435‌

13,670

(a)

Medpace

Holdings,

Inc

5,229,048‌

1,358,523

Merck

&

Co,

Inc

153,689,707‌

60,889

(a)

Natera,

Inc

6,234,425‌

53,655

(a)

Neurocrine

Biosciences,

Inc

7,595,938‌

4,724

(a)

Regeneron

Pharmaceuticals,

Inc

5,098,094‌

4,286

(a)

Repligen

Corp

717,262‌

49,142

(a)

Sarepta

Therapeutics,

Inc

6,989,958‌

41,405

(a)

Ultragenyx

Pharmaceutical,

Inc

1,864,053‌

68,705

(a)

Vertex

Pharmaceuticals,

Inc

34,058,443‌

56,575

(a)

Viking

Therapeutics,

Inc

3,224,775‌

19,343

(a)

Waters

Corp

6,504,664‌

23,709

West

Pharmaceutical

Services,

Inc

7,258,984‌

203,093

Zoetis,

Inc

36,564,864‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

829,177,076‌

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0

.0

%

7,879

(a)

Jones

Lang

LaSalle,

Inc

1,976,841‌

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

1,976,841‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

16

.5

%

568,999

(a)

Advanced

Micro

Devices,

Inc

82,208,975‌

409,548

Applied

Materials,

Inc

86,906,086‌

2,435,765

Broadcom,

Inc

391,378,720‌

72,175

(a)

Enphase

Energy,

Inc

8,308,064‌

81,011

Entegris,

Inc

9,582,791‌

71,963

KLA

Corp

59,230,586‌

69,855

Lam

Research

Corp

64,353,220‌

61,967

(a)

Lattice

Semiconductor

Corp

3,284,251‌

36,894

Marvell

Technology,

Inc

2,471,160‌

2,122

MKS

Instruments,

Inc

267,160‌

25,270

Monolithic

Power

Systems,

Inc

21,810,284‌

12,739,583

Nvidia

Corp

1,490,786,003‌

6,771

(a)

Onto

Innovation,

Inc

1,295,292‌

561,089

QUALCOMM,

Inc

101,529,055‌

75,012

Teradyne,

Inc

9,838,574‌

59,286

Texas

Instruments,

Inc

12,083,080‌

12,648

Universal

Display

Corp

2,815,698‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

2,348,148,999‌

SOFTWARE

&

SERVICES

-

19

.4

%

240,024

(a)

Adobe,

Inc

132,409,240‌

11,827

(a)

Appfolio,

Inc

2,619,444‌

141,121

(a)

AppLovin

Corp

10,880,429‌

84,451

(a)

Atlassian

Corp

Ltd

14,911,513‌

115,940

(a)

Autodesk,

Inc

28,697,469‌

75,387

Bentley

Systems,

Inc

3,674,362‌

13,718

(a)

BILL

Holdings,

Inc

685,351‌

146,696

(a)

Cadence

Design

Systems,

Inc

39,264,651‌

6,171

(a)

Ceridian

HCM

Holding,

Inc

365,817‌

161,347

(a)

Cloudflare,

Inc

12,504,393‌

130,039

(a)

Confluent,

Inc

3,253,576‌

115,819

(a)

Crowdstrike

Holdings,

Inc

26,865,375‌

160,841

(a)

Datadog,

Inc

18,728,326‌

112,867

(a)

DocuSign,

Inc

6,261,861‌

43,964

(a)

DoubleVerify

Holdings,

Inc

928,520‌

40,799

(a)

Dropbox,

Inc

975,912‌

140,072

(a)

Dynatrace,

Inc

6,151,962‌

42,426

(a)

Elastic

NV

4,652,859‌

125

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

SOFTWARE

&

SERVICES—continued

1,883

(a)

EPAM

Systems,

Inc

$

405,090‌

10,939

(a)

Fair

Isaac

Corp

17,502,400‌

33,972

(a)

Five9,

Inc

1,513,453‌

277,139

(a)

Fortinet,

Inc

16,085,148‌

40,554

(a)

Gartner,

Inc

20,325,259‌

63,740

(a)

Gitlab,

Inc

3,265,400‌

17,013

(a)

Globant

S.A.

3,312,601‌

76,068

(a)

GoDaddy,

Inc

11,064,091‌

20,034

(a)

Guidewire

Software,

Inc

3,006,502‌

30,939

(a)

HashiCorp,

Inc

1,044,191‌

26,293

(a)

HubSpot,

Inc

13,068,410‌

146,306

Intuit,

Inc

94,711,189‌

31,691

(a)

Manhattan

Associates,

Inc

8,093,248‌

3,984,083

Microsoft

Corp

1,666,741,123‌

530

(a)

MicroStrategy,

Inc

(Class

A)

855,653‌

36,645

(a)

MongoDB,

Inc

9,247,732‌

27,478

(a)

nCino

OpCo,

Inc

900,179‌

32,505

(a)

Nutanix,

Inc

1,641,828‌

37,166

(a)

Okta,

Inc

3,491,374‌

841,650

Oracle

Corp

117,368,093‌

1,067,580

(a)

Palantir

Technologies,

Inc

28,707,226‌

164,456

(a)

Palo

Alto

Networks,

Inc

53,403,797‌

12,365

(a)

Paycor

HCM,

Inc

153,450‌

24,747

(a)

Paylocity

Holding

Corp

3,713,782‌

26,245

Pegasystems,

Inc

1,829,801‌

56,639

(a)

Procore

Technologies,

Inc

4,023,068‌

38,662

(a)

PTC,

Inc

6,876,037‌

43,129

(a)

RingCentral,

Inc

1,511,671‌

426,068

Salesforce,

Inc

110,266,398‌

12,259

(a)

SentinelOne,

Inc

280,731‌

109,958

(a)

ServiceNow,

Inc

89,548,696‌

62,234

(a)

Smartsheet,

Inc

2,984,743‌

170,127

(a)

Snowflake,

Inc

22,181,158‌

81,164

(a)

Synopsys,

Inc

45,315,485‌

49,348

(a)

Teradata

Corp

1,599,862‌

237,819

(a)

Trade

Desk,

Inc

21,375,172‌

13,614

(a)

Twilio,

Inc

804,996‌

19,388

(a)

Tyler

Technologies,

Inc

11,014,517‌

179,781

(a)

UiPath,

Inc

2,187,935‌

82,034

(a)

Unity

Software,

Inc

1,342,076‌

2,240

(a)

VeriSign,

Inc

418,902‌

113,895

(a)

Workday,

Inc

25,867,832‌

49,255

(a)

Zscaler,

Inc

8,833,884‌

TOTAL

SOFTWARE

&

SERVICES

2,751,715,243‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

13

.1

%

370,636

Amphenol

Corp

(Class

A)

23,817,069‌

7,787,475

Apple,

Inc

1,729,442,448‌

137,382

(a)

Arista

Networks,

Inc

47,609,732‌

36,361

CDW

Corp

7,930,698‌

4,992

Cognex

Corp

247,703‌

21,061

Dell

Technologies,

Inc

2,394,214‌

127,355

HP,

Inc

4,596,242‌

5,182

Jabil

Inc

583,856‌

42,215

Motorola

Solutions,

Inc

16,840,408‌

49,664

NetApp,

Inc

6,306,335‌

136,043

(a)

Pure

Storage,

Inc

8,153,057‌

26,112

(a)

Super

Micro

Computer,

Inc

18,321,485‌

823

Ubiquiti,

Inc

152,724‌

5,927

(a)

Zebra

Technologies

Corp

(Class

A)

2,081,503‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

1,868,477,474‌

Nuveen

Large

Cap

Growth

Index

Fund

July

31,

2024

126

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

TELECOMMUNICATION

SERVICES

-

0

.0

%

5,866

Iridium

Communications,

Inc

$

168,354‌

TOTAL

TELECOMMUNICATION

SERVICES

168,354‌

TRANSPORTATION

-

1

.0

%

6,547

(a),(b)

Amerco,

Inc

437,274‌

25,356

(a)

American

Airlines

Group,

Inc

269,788‌

3,195

Avis

Budget

Group,

Inc

322,727‌

10,153

Expeditors

International

Washington,

Inc

1,267,298‌

133,805

(a)

Lyft,

Inc

(Class

A)

1,612,350‌

105,697

Old

Dominion

Freight

Line

22,215,395‌

8,320

(a)

Saia,

Inc

3,476,512‌

1,075,195

(a)

Uber

Technologies,

Inc

69,317,822‌

20,882

U-Haul

Holding

Co

1,330,810‌

157,299

Union

Pacific

Corp

38,810,382‌

61,498

(a)

XPO,

Inc

7,065,505‌

TOTAL

TRANSPORTATION

146,125,863‌

UTILITIES

-

0

.2

%

26,947

Constellation

Energy

Corp

5,114,541‌

47,055

NRG

Energy,

Inc

3,537,124‌

185,365

Vistra

Corp

14,684,615‌

TOTAL

UTILITIES

23,336,280‌

TOTAL

COMMON

STOCKS

14,206,059,051‌

(Cost

$5,105,354,583)

TOTAL

LONG-TERM

INVESTMENTS

14,206,059,051‌

(Cost

$5,105,354,583)

PRINCIPAL

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

0.1%

REPURCHASE

AGREEMENT

-

0

.0

%

$

1,946,000

(c)

Fixed

Income

Clearing

Corporation

5

.340

%

08/01/24

1,946,000‌

TOTAL

REPURCHASE

AGREEMENT

1,946,000‌

TREASURY

DEBT

-

0

.1

%

6,000,000

United

States

Treasury

Bill

0

.000

08/06/24

5,995,612‌

TOTAL

TREASURY

DEBT

5,995,612‌

TOTAL

SHORT-TERM

INVESTMENTS

7,941,612‌

(Cost

$7,941,600)

SHARES

EXP

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.0%

2,149,789

(d)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5

.310

(e)

2,149,789‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

2,149,789‌

(Cost

$2,149,789)

TOTAL

INVESTMENTS

-

100.0%

14,216,150,452‌

(Cost

$5,115,445,972)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(0.0)%

(

3,794,883‌

)

NET

ASSETS

-

100.0%

$

14,212,355,569‌

(a)

Non-income

producing

(b)

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$5,207,807.

(c)

Agreement

with

Fixed

Income

Clearing

Corporation,

5.340%

dated

7/31/24

to

be

repurchased

at

$1,946,289

on

8/1/24,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

4.250%

and

maturity

date

2/28/31,

valued

at

$1,985,093.

(d)

Investments

made

with

cash

collateral

received

from

securities

on

loan.

(e)

The

rate

shown

is

the

one-day

yield

as

of

the

end

of

the

reporting

period.

Portfolio

of

Investments

Nuveen

Large

Cap

Value

Index

Fund

July

31,

2024

127

(Unaudited)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

LONG-TERM

INVESTMENTS

-

100.0%

COMMON

STOCKS

-

100.0%

AUTOMOBILES

&

COMPONENTS

-

0

.7

%

116,724

(a)

Aptiv

plc

$

8,099,478‌

98,570

BorgWarner,

Inc

3,480,507‌

1,683,348

Ford

Motor

Co

18,213,825‌

486,264

General

Motors

Co

21,551,220‌

99,137

Gentex

Corp

3,079,195‌

49,687

Harley-Davidson,

Inc

1,863,263‌

24,196

Lear

Corp

2,952,880‌

354,852

(a),(b)

Lucid

Group,

Inc

1,249,079‌

124,174

(a)

QuantumScape

Corp

802,164‌

352,699

(a),(b)

Rivian

Automotive,

Inc

5,787,791‌

21,797

Thor

Industries,

Inc

2,313,534‌

TOTAL

AUTOMOBILES

&

COMPONENTS

69,392,936‌

BANKS

-

6

.9

%

2,910,704

Bank

of

America

Corp

117,330,478‌

42,319

Bank

OZK

1,984,338‌

9,459

BOK

Financial

Corp

972,764‌

821,928

Citigroup,

Inc

53,326,689‌

195,872

Citizens

Financial

Group,

Inc

8,357,858‌

85,391

Columbia

Banking

System,

Inc

2,233,829‌

54,698

Comerica,

Inc

2,997,997‌

49,988

Commerce

Bancshares,

Inc

3,234,723‌

27,701

Cullen/Frost

Bankers,

Inc

3,242,679‌

59,130

East

West

Bancorp,

Inc

5,196,936‌

292,727

Fifth

Third

Bancorp

12,394,061‌

5,136

First

Citizens

Bancshares,

Inc

(Class

A)

10,722,376‌

43,033

First

Hawaiian,

Inc

1,077,546‌

233,952

First

Horizon

National

Corp

3,914,017‌

145,212

FNB

Corp

2,227,552‌

618,887

Huntington

Bancshares,

Inc

9,252,361‌

1,229,213

JPMorgan

Chase

&

Co

261,576,526‌

396,693

Keycorp

6,398,658‌

71,238

M&T

Bank

Corp

12,265,046‌

30,893

Pinnacle

Financial

Partners,

Inc

2,975,614‌

170,267

PNC

Financial

Services

Group,

Inc

30,835,354‌

27,420

Popular,

Inc

2,814,115‌

40,287

Prosperity

Bancshares,

Inc

2,921,613‌

393,822

Regions

Financial

Corp

8,809,798‌

66,961

Synovus

Financial

Corp

3,130,427‌

572,299

Truist

Financial

Corp

25,576,042‌

668,574

US

Bancorp

30,005,601‌

71,949

Webster

Financial

Corp

3,570,109‌

1,502,802

Wells

Fargo

&

Co

89,176,271‌

45,415

Western

Alliance

Bancorp

3,654,091‌

28,140

Wintrust

Financial

Corp

3,044,748‌

60,256

Zions

Bancorporation

3,113,428‌

TOTAL

BANKS

728,333,645‌

CAPITAL

GOODS

-

11

.0

%

192,892

3M

Co

24,603,375‌

50,530

A.O.

Smith

Corp

4,297,071‌

13,197

Acuity

Brands,

Inc

3,317,066‌

17,687

Advanced

Drainage

Systems,

Inc

3,131,306‌

58,175

Aecom

Technology

Corp

5,271,237‌

28,992

AGCO

Corp

2,737,425‌

42,483

Air

Lease

Corp

2,108,006‌

37,486

Allegion

plc

5,128,460‌

36,596

Allison

Transmission

Holdings,

Inc

3,242,040‌

Nuveen

Large

Cap

Value

Index

Fund

July

31,

2024

128

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CAPITAL

GOODS—continued

98,970

Ametek,

Inc

$

17,169,316‌

97,474

(a)

API

Group

Corp

3,693,290‌

11,894

Armstrong

World

Industries,

Inc

1,562,872‌

18,336

(a)

AZEK

Co,

Inc

823,103‌

208,393

(a)

Boeing

Co

39,719,706‌

46,759

(a)

Builders

FirstSource,

Inc

7,826,054‌

31,104

BWX

Technologies,

Inc

3,094,537‌

17,643

Carlisle

Cos,

Inc

7,385,007‌

359,697

Carrier

Global

Corp

24,498,963‌

179,921

Caterpillar,

Inc

62,288,650‌

374,165

CNH

Industrial

NV

3,984,857‌

24,389

(a)

Core

&

Main,

Inc

1,304,080‌

20,960

Crane

Co

3,362,403‌

58,571

Cummins,

Inc

17,091,018‌

16,349

Curtiss-Wright

Corp

4,818,050‌

109,242

Deere

&

Co

40,635,839‌

51,462

Donaldson

Co,

Inc

3,850,387‌

58,781

Dover

Corp

10,830,987‌

171,206

Eaton

Corp

plc

52,181,877‌

12,056

EMCOR

Group,

Inc

4,526,305‌

245,021

Emerson

Electric

Co

28,694,409‌

26,145

Esab

Corp

2,656,332‌

38,526

Fastenal

Co

2,725,714‌

80,915

Ferguson

plc

18,015,725‌

54,287

Flowserve

Corp

2,744,208‌

150,840

Fortive

Corp

10,837,854‌

53,454

Fortune

Brands

Innovations,

Inc

4,319,618‌

78,228

(a)

Gates

Industrial

Corp

plc

1,454,258‌

116,829

(a)

GE

Vernova,

Inc

20,823,601‌

12,869

(a)

Generac

Holdings,

Inc

2,003,446‌

117,085

General

Dynamics

Corp

34,974,460‌

366,478

General

Electric

Co

62,374,556‌

71,690

Graco,

Inc

6,097,234‌

43,854

(a)

Hayward

Holdings,

Inc

648,601‌

39,048

Hexcel

Corp

2,585,368‌

236,150

Honeywell

International,

Inc

48,351,712‌

163,111

Howmet

Aerospace,

Inc

15,609,723‌

22,951

Hubbell,

Inc

9,080,563‌

16,926

Huntington

Ingalls

Industries,

Inc

4,738,941‌

32,208

IDEX

Corp

6,714,724‌

79,359

Illinois

Tool

Works,

Inc

19,623,893‌

173,009

Ingersoll

Rand,

Inc

17,370,104‌

35,312

ITT,

Inc

4,995,235‌

291,932

Johnson

Controls

International

plc

20,884,815‌

81,186

L3Harris

Technologies,

Inc

18,420,291‌

17,055

Lincoln

Electric

Holdings,

Inc

3,503,268‌

62,257

Lockheed

Martin

Corp

33,738,313‌

94,326

Masco

Corp

7,343,279‌

26,853

(a)

Mastec,

Inc

2,954,636‌

87,047

MDU

Resources

Group,

Inc

2,345,046‌

24,637

(a)

Middleby

Corp

3,340,284‌

19,569

MSC

Industrial

Direct

Co

(Class

A)

1,740,663‌

24,320

Nordson

Corp

6,088,026‌

59,861

Northrop

Grumman

Corp

28,991,879‌

70,799

nVent

Electric

plc

5,142,131‌

30,207

Oshkosh

Corp

3,281,991‌

173,191

Otis

Worldwide

Corp

16,366,549‌

36,978

Owens

Corning,

Inc

6,891,960‌

220,518

PACCAR,

Inc

21,756,306‌

54,854

Parker-Hannifin

Corp

30,781,871‌

19,607

(a)

Parsons

Corp

1,791,492‌

70,765

Pentair

plc

6,218,120‌

43,214

Quanta

Services,

Inc

11,468,131‌

129

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CAPITAL

GOODS—continued

11,999

(a)

RBC

Bearings,

Inc

$

3,489,789‌

28,451

Regal-Beloit

Corp

4,571,507‌

44,611

Rockwell

Automation,

Inc

12,430,855‌

570,266

RTX

Corp

67,000,552‌

61,777

Sensata

Technologies

Holding

plc

2,408,685‌

16,456

Simpson

Manufacturing

Co,

Inc

3,161,033‌

11,582

(a)

SiteOne

Landscape

Supply,

Inc

1,698,848‌

22,176

Snap-On,

Inc

6,365,177‌

39,869

(a)

Spirit

Aerosystems

Holdings,

Inc

(Class

A)

1,445,251‌

65,874

Stanley

Black

&

Decker,

Inc

6,957,612‌

81,532

Textron,

Inc

7,574,323‌

28,301

Timken

Co

2,460,772‌

44,756

Toro

Co

4,284,492‌

63,977

Trane

Technologies

plc

21,386,232‌

18,626

TransDigm

Group,

Inc

24,106,142‌

21,591

United

Rentals,

Inc

16,346,546‌

8,974

Valmont

Industries,

Inc

2,677,483‌

2,444

W.W.

Grainger,

Inc

2,387,324‌

14,822

Watsco,

Inc

7,255,221‌

18,691

WESCO

International,

Inc

3,269,990‌

74,987

Westinghouse

Air

Brake

Technologies

Corp

12,084,155‌

63,564

(a)

WillScot

Mobile

Mini

Holdings

Corp

2,606,124‌

25,502

Woodward

Inc

3,978,057‌

103,589

Xylem,

Inc

13,829,131‌

TOTAL

CAPITAL

GOODS

1,158,747,918‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

1

.4

%

12,692

Automatic

Data

Processing,

Inc

3,333,173‌

4,367

Broadridge

Financial

Solutions,

Inc

934,538‌

9,460

(a)

CACI

International,

Inc

(Class

A)

4,365,601‌

1,890

Cintas

Corp

1,443,847‌

169,339

(a)

Clarivate

plc

1,141,345‌

22,093

(a)

Clean

Harbors,

Inc

5,274,262‌

19,409

Concentrix

Corp

1,368,334‌

25,428

(a)

Copart,

Inc

1,330,647‌

173,992

(a)

CoStar

Group,

Inc

13,574,856‌

134,984

Dun

&

Bradstreet

Holdings,

Inc

1,468,626‌

42,076

Equifax,

Inc

11,754,772‌

15,072

(a)

FTI

Consulting,

Inc

3,285,244‌

75,287

Genpact

Ltd

2,610,200‌

53,435

Jacobs

Solutions,

Inc

7,820,212‌

52,136

KBR,

Inc

3,471,736‌

57,788

Leidos

Holdings,

Inc

8,344,587‌

21,463

Manpower,

Inc

1,643,637‌

15,861

MSA

Safety,

Inc

2,992,178‌

88,375

Paychex,

Inc

11,313,768‌

8,075

Paycom

Software,

Inc

1,346,829‌

78,482

RB

Global,

Inc

6,249,522‌

87,992

Republic

Services,

Inc

17,098,605‌

43,197

Robert

Half

International,

Inc

2,772,815‌

21,644

Science

Applications

International

Corp

2,692,514‌

92,115

SS&C

Technologies

Holdings,

Inc

6,719,789‌

42,664

(a)

Stericycle,

Inc

2,497,977‌

17,932

Tetra

Tech,

Inc

3,823,820‌

78,436

TransUnion

7,079,633‌

58,228

Veralto

Corp

6,204,776‌

52,102

Vestis

Corp

675,763‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

144,633,606‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

2

.1

%

26,913

Advance

Auto

Parts,

Inc

1,704,400‌

11,047

(a)

Autonation,

Inc

2,106,884‌

644

(a)

Autozone,

Inc

2,018,096‌

96,437

Bath

&

Body

Works,

Inc

3,544,060‌

Nuveen

Large

Cap

Value

Index

Fund

July

31,

2024

130

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL—continued

92,396

Best

Buy

Co,

Inc

$

7,994,102‌

62,665

(a)

Carmax,

Inc

5,291,433‌

29,378

(a)

Carvana

Co

3,914,031‌

22,173

Dick's

Sporting

Goods,

Inc

4,797,129‌

1,317

Dillard's,

Inc

(Class

A)

524,943‌

216,966

eBay,

Inc

12,065,479‌

17,347

(a)

Etsy,

Inc

1,129,984‌

4,752

(a)

Five

Below,

Inc

345,660‌

28,571

(a)

Floor

&

Decor

Holdings,

Inc

2,799,958‌

115,348

(a),(b)

GameStop

Corp

(Class

A)

2,614,939‌

90,122

Gap,

Inc

2,116,065‌

59,615

Genuine

Parts

Co

8,769,963‌

85,932

Home

Depot,

Inc

31,636,725‌

39,693

Kohl's

Corp

859,750‌

11,349

Lithia

Motors,

Inc

(Class

A)

3,136,069‌

114,055

LKQ

Corp

4,733,282‌

245,556

Lowe's

Cos,

Inc

60,286,454‌

109,800

Macy's,

Inc

1,897,344‌

40,214

Nordstrom,

Inc

918,086‌

26,126

(a)

Ollie's

Bargain

Outlet

Holdings,

Inc

2,550,943‌

1,959

(a)

O'Reilly

Automotive,

Inc

2,206,500‌

7,338

Penske

Auto

Group,

Inc

1,277,619‌

5,131

(a)

RH

1,488,400‌

108,462

Ross

Stores,

Inc

15,535,012‌

198,756

TJX

Cos,

Inc

22,463,403‌

2,748

(a)

Ulta

Beauty,

Inc

1,002,718‌

39,565

(a),(b)

Wayfair,

Inc

2,153,523‌

22,256

Williams-Sonoma,

Inc

3,442,558‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

217,325,512‌

CONSUMER

DURABLES

&

APPAREL

-

1

.4

%

51,913

(a)

Amer

Sports,

Inc

602,710‌

9,257

(a)

BK

LC

Lux

Finco

2

Sarl

547,181‌

29,187

Brunswick

Corp

2,377,281‌

43,064

(a)

Capri

Holdings

Ltd

1,444,367‌

16,635

Carter's,

Inc

1,007,249‌

15,726

Columbia

Sportswear

Co

1,284,814‌

20,899

(a)

Crocs,

Inc

2,808,199‌

127,129

DR

Horton,

Inc

22,874,321‌

66,381

(a)

Garmin

Ltd

11,367,746‌

7,510

Hasbro,

Inc

484,095‌

30,444

Leggett

&

Platt,

Inc

400,948‌

103,383

Lennar

Corp

(Class

A)

18,291,554‌

5,997

Lennar

Corp

(Class

B)

989,265‌

163,185

(a)

Mattel,

Inc

3,147,839‌

24,513

(a)

Mohawk

Industries,

Inc

3,948,309‌

178,018

Newell

Rubbermaid,

Inc

1,529,175‌

197,050

Nike,

Inc

(Class

B)

14,751,163‌

1,275

(a)

NVR,

Inc

10,974,537‌

22,785

Polaris

Industries,

Inc

1,897,535‌

89,661

Pulte

Homes,

Inc

11,835,252‌

24,299

PVH

Corp

2,478,255‌

16,504

Ralph

Lauren

Corp

2,897,937‌

22,750

SharkNinja

Global

SPV

Ltd

1,748,338‌

52,891

(a)

Skechers

U.S.A.,

Inc

(Class

A)

3,444,791‌

99,416

Tapestry,

Inc

3,985,587‌

44,457

Toll

Brothers,

Inc

6,344,458‌

12,522

(a)

TopBuild

Corp

5,992,278‌

82,356

(a)

Under

Armour,

Inc

(Class

A)

574,021‌

77,183

(a)

Under

Armour,

Inc

(Class

C)

524,073‌

149,963

VF

Corp

2,543,372‌

22,677

Whirlpool

Corp

2,312,374‌

131

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CONSUMER

DURABLES

&

APPAREL—continued

25,627

(a)

YETI

Holdings,

Inc

$

1,059,676‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

146,468,700‌

CONSUMER

SERVICES

-

1

.9

%

122,302

ADT,

Inc

951,509‌

120,605

Aramark

4,133,133‌

891

Booking

Holdings,

Inc

3,310,074‌

32,315

Boyd

Gaming

Corp

1,967,014‌

20,480

(a)

Bright

Horizons

Family

Solutions,

Inc

2,462,720‌

92,184

(a)

Caesars

Entertainment,

Inc

3,682,751‌

427,771

(a)

Carnival

Corp

7,126,665‌

1,862

Choice

Hotels

International,

Inc

237,312‌

24,083

Darden

Restaurants,

Inc

3,523,102‌

9,703

Domino's

Pizza,

Inc

4,159,676‌

18,885

(a)

DoorDash,

Inc

2,090,947‌

23,741

(a)

Dutch

Bros,

Inc

908,093‌

7,965

(a)

Grand

Canyon

Education,

Inc

1,242,142‌

47,880

H&R

Block,

Inc

2,774,167‌

51,295

Hilton

Worldwide

Holdings,

Inc

11,011,498‌

16,045

Hyatt

Hotels

Corp

2,363,910‌

100,709

Marriott

International,

Inc

(Class

A)

22,891,156‌

12,667

Marriott

Vacations

Worldwide

Corp

1,071,375‌

289,245

McDonald's

Corp

76,765,623‌

104,522

(a)

MGM

Resorts

International

4,491,310‌

58,989

(a)

Penn

National

Gaming,

Inc

1,178,010‌

17,047

(a)

Planet

Fitness,

Inc

1,256,364‌

66,365

(a)

Royal

Caribbean

Cruises

Ltd

10,400,723‌

61,137

Service

Corp

International

4,885,458‌

108,845

Starbucks

Corp

8,484,468‌

29,344

Travel

&

Leisure

Co

1,352,465‌

2,604

Vail

Resorts,

Inc

473,954‌

37,558

Wendy's

Co

635,857‌

30,696

Wyndham

Hotels

&

Resorts,

Inc

2,324,301‌

40,504

Wynn

Resorts

Ltd

3,354,541‌

74,406

Yum!

Brands,

Inc

9,883,349‌

TOTAL

CONSUMER

SERVICES

201,393,667‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

2

.2

%

177,382

Albertsons

Cos,

Inc

3,517,485‌

56,536

(a)

BJ's

Wholesale

Club

Holdings,

Inc

4,972,906‌

13,119

Casey's

General

Stores,

Inc

5,088,073‌

94,177

Dollar

General

Corp

11,337,969‌

87,908

(a)

Dollar

Tree,

Inc

9,172,321‌

44,769

(a)

Grocery

Outlet

Holding

Corp

875,682‌

284,423

Kroger

Co

15,501,053‌

73,753

(a)

Maplebear,

Inc

2,543,741‌

56,131

(a)

Performance

Food

Group

Co

3,873,039‌

80,929

Sysco

Corp

6,203,208‌

198,393

Target

Corp

29,840,291‌

98,180

(a)

US

Foods

Holding

Corp

5,340,010‌

306,878

Walgreens

Boots

Alliance,

Inc

3,642,642‌

1,861,425

Walmart,

Inc

127,768,212‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

229,676,632‌

ENERGY

-

7

.3

%

87,959

Antero

Midstream

Corp

1,263,091‌

122,161

(a)

Antero

Resources

Corp

3,545,112‌

155,096

APA

Corp

4,837,444‌

427,893

Baker

Hughes

Co

16,568,017‌

318,008

Cabot

Oil

&

Gas

Corp

8,204,606‌

48,143

Cheniere

Energy,

Inc

8,792,838‌

57,388

Chesapeake

Energy

Corp

4,380,426‌

738,922

Chevron

Corp

118,574,813‌

26,483

Chord

Energy

Corp

4,546,072‌

Nuveen

Large

Cap

Value

Index

Fund

July

31,

2024

132

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

ENERGY—continued

31,052

Civitas

Resources,

Inc

$

2,166,188‌

502,522

ConocoPhillips

55,880,446‌

269,762

Devon

Energy

Corp

12,686,907‌

76,229

Diamondback

Energy,

Inc

15,421,889‌

41,620

DT

Midstream,

Inc

3,136,483‌

246,723

EOG

Resources,

Inc

31,284,476‌

236,943

EQT

Corp

8,176,903‌

1,924,780

Exxon

Mobil

Corp

228,259,660‌

377,919

Halliburton

Co

13,106,231‌

42,277

Hess

Corp

6,486,137‌

68,548

HF

Sinclair

Corp

3,528,166‌

831,093

Kinder

Morgan,

Inc

17,560,995‌

244,845

Marathon

Oil

Corp

6,867,902‌

151,018

Marathon

Petroleum

Corp

26,733,206‌

46,549

Matador

Resources

Co

2,861,833‌

13,143

(b)

New

Fortress

Energy,

Inc

259,443‌

165,869

NOV,

Inc

3,453,393‌

273,189

Occidental

Petroleum

Corp

16,615,355‌

250,158

ONEOK,

Inc

20,845,666‌

114,959

Ovintiv,

Inc

5,338,696‌

211,816

Permian

Resources

Corp

3,249,258‌

181,674

Phillips

66

26,429,934‌

99,707

Range

Resources

Corp

3,113,850‌

612,659

Schlumberger

Ltd

29,585,303‌

464,487

(a)

Southwestern

Energy

Co

2,995,941‌

183,822

TechnipFMC

plc

5,422,749‌

139,779

Valero

Energy

Corp

22,605,060‌

27,711

Viper

Energy

Partners

LP

1,182,428‌

521,751

Williams

Cos,

Inc

22,403,988‌

TOTAL

ENERGY

768,370,905‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

4

.3

%

45,835

Agree

Realty

Corp

3,161,240‌

74,250

Alexandria

Real

Estate

Equities,

Inc

8,708,782‌

144,708

American

Homes

4

Rent

5,222,512‌

129,475

Americold

Realty

Trust,

Inc

3,870,008‌

60,808

AvalonBay

Communities,

Inc

12,460,775‌

67,310

Boston

Properties,

Inc

4,799,876‌

138,493

Brixmor

Property

Group,

Inc

3,527,417‌

44,349

Camden

Property

Trust

4,911,652‌

68,757

Cousins

Properties,

Inc

1,891,505‌

186,374

Crown

Castle,

Inc

20,516,050‌

95,896

CubeSmart

4,562,732‌

138,448

Digital

Realty

Trust,

Inc

20,696,591‌

21,182

EastGroup

Properties,

Inc

3,960,822‌

28,494

EPR

Properties

1,282,230‌

38,458

Equinix,

Inc

30,391,050‌

78,980

Equity

Lifestyle

Properties,

Inc

5,424,346‌

161,916

Equity

Residential

11,274,211‌

27,363

Essex

Property

Trust,

Inc

7,616,765‌

89,655

Extra

Space

Storage,

Inc

14,310,731‌

34,410

Federal

Realty

Investment

Trust

3,841,876‌

61,116

First

Industrial

Realty

Trust,

Inc

3,344,267‌

111,637

Gaming

and

Leisure

Properties,

Inc

5,604,177‌

175,969

Healthcare

Realty

Trust,

Inc

3,112,892‌

303,855

Healthpeak

Properties,

Inc

6,630,116‌

34,675

Highwoods

Properties,

Inc

1,073,885‌

298,734

Host

Hotels

&

Resorts

Inc

5,230,832‌

262,318

Invitation

Homes,

Inc

9,251,956‌

53,542

Iron

Mountain,

Inc

5,491,267‌

44,431

Kilroy

Realty

Corp

1,642,614‌

282,349

Kimco

Realty

Corp

6,135,444‌

27,916

Lamar

Advertising

Co

3,346,012‌

133

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)—continued

226,255

Medical

Properties

Trust,

Inc

$

1,088,287‌

49,774

Mid-America

Apartment

Communities,

Inc

6,956,912‌

77,679

National

Retail

Properties,

Inc

3,487,010‌

29,587

National

Storage

Affiliates

Trust

1,259,519‌

105,747

Omega

Healthcare

Investors,

Inc

3,849,191‌

77,690

Park

Hotels

&

Resorts,

Inc

1,170,011‌

396,266

Prologis,

Inc

49,949,329‌

57,493

Public

Storage,

Inc

17,013,329‌

67,978

Rayonier,

Inc

2,061,773‌

369,483

Realty

Income

Corp

21,219,409‌

78,785

Regency

Centers

Corp

5,305,382‌

97,537

Rexford

Industrial

Realty,

Inc

4,887,579‌

44,797

SBA

Communications

Corp

9,834,733‌

103,190

Simon

Property

Group,

Inc

15,833,474‌

76,423

STAG

Industrial,

Inc

3,118,823‌

52,866

Sun

Communities,

Inc

6,699,708‌

143,574

UDR,

Inc

5,753,010‌

172,868

Ventas,

Inc

9,410,934‌

446,905

VICI

Properties,

Inc

13,970,250‌

70,547

Vornado

Realty

Trust

2,115,705‌

253,751

Welltower,

Inc

28,229,799‌

312,477

Weyerhaeuser

Co

9,924,270‌

92,873

WP

Carey,

Inc

5,368,988‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

451,802,058‌

FINANCIAL

SERVICES

-

10

.9

%

13,692

Affiliated

Managers

Group,

Inc

2,541,509‌

97,622

(a)

Affirm

Holdings,

Inc

2,761,726‌

292,095

AGNC

Investment

Corp

2,923,871‌

101,639

Ally

Financial,

Inc

4,574,771‌

152,177

American

Express

Co

38,506,868‌

3,780

Ameriprise

Financial,

Inc

1,625,665‌

214,480

Annaly

Capital

Management,

Inc

4,270,297‌

56,373

Apollo

Global

Management,

Inc

7,064,101‌

321,060

Bank

of

New

York

Mellon

Corp

20,891,374‌

785,029

(a)

Berkshire

Hathaway,

Inc

344,235,216‌

63,313

BlackRock,

Inc

55,493,844‌

137,645

(a)

Block,

Inc

8,517,473‌

162,332

Capital

One

Financial

Corp

24,577,065‌

97,807

Carlyle

Group,

Inc

4,864,920‌

45,218

Cboe

Global

Markets,

Inc

8,297,955‌

575,528

Charles

Schwab

Corp

37,518,670‌

154,150

CME

Group,

Inc

29,860,396‌

13,538

(a)

Coinbase

Global,

Inc

3,037,386‌

106,128

Corebridge

Financial,

Inc

3,136,082‌

565

(a)

Credit

Acceptance

Corp

324,819‌

107,196

Discover

Financial

Services

15,435,152‌

18,519

(a)

Euronet

Worldwide,

Inc

1,888,753‌

16,291

Evercore

Partners,

Inc

(Class

A)

4,079,103‌

10,530

Factset

Research

Systems,

Inc

4,349,838‌

240,973

Fidelity

National

Information

Services,

Inc

18,513,956‌

170,339

(a)

Fiserv,

Inc

27,862,350‌

122,131

Franklin

Resources,

Inc

2,793,136‌

109,114

Global

Payments,

Inc

11,090,347‌

98,864

Goldman

Sachs

Group,

Inc

50,324,742‌

19,420

Houlihan

Lokey,

Inc

2,917,855‌

44,520

Interactive

Brokers

Group,

Inc

(Class

A)

5,309,900‌

243,658

Intercontinental

Exchange,

Inc

36,928,806‌

162,301

Invesco

Ltd

2,801,315‌

335,479

iShares

Russell

1000

Value

Index

Fund

61,523,494‌

31,086

Jack

Henry

&

Associates,

Inc

5,330,627‌

54,213

Janus

Henderson

Group

plc

2,018,350‌

55,428

Jefferies

Financial

Group,

Inc

3,240,875‌

Nuveen

Large

Cap

Value

Index

Fund

July

31,

2024

134

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

FINANCIAL

SERVICES—continued

205,620

KKR

&

Co,

Inc

$

25,383,789‌

3,003

Lazard,

Inc

147,658‌

15,832

MarketAxess

Holdings,

Inc

3,538,927‌

114,007

MGIC

Investment

Corp

2,831,934‌

468,471

Morgan

Stanley

48,350,892‌

13,867

MSCI,

Inc

(Class

A)

7,498,719‌

176,566

Nasdaq

Stock

Market,

Inc

11,949,987‌

86,696

Northern

Trust

Corp

7,685,600‌

51,106

OneMain

Holdings,

Inc

2,670,800‌

448,652

(a)

PayPal

Holdings,

Inc

29,512,329‌

81,051

Raymond

James

Financial,

Inc

9,401,916‌

224,156

Rithm

Capital

Corp

2,602,451‌

293,503

(a)

Robinhood

Markets,

Inc

6,037,357‌

41,197

(a)

Rocket

Cos,

Inc

666,979‌

134,213

S&P

Global,

Inc

65,057,067‌

43,319

SEI

Investments

Co

2,938,761‌

93,506

SLM

Corp

2,121,651‌

371,835

(a),(b)

SoFi

Technologies,

Inc

2,803,636‌

136,362

Starwood

Property

Trust,

Inc

2,720,422‌

129,203

State

Street

Corp

10,978,379‌

41,536

Stifel

Financial

Corp

3,682,997‌

171,886

Synchrony

Financial

8,730,090‌

94,026

T

Rowe

Price

Group,

Inc

10,738,709‌

25,692

TFS

Financial

Corp

348,384‌

23,548

TPG,

Inc

1,200,713‌

30,101

Tradeweb

Markets,

Inc

3,361,680‌

41,634

(b)

UWM

Holdings

Corp

349,726‌

40,188

Virtu

Financial,

Inc

1,097,936‌

44,811

Voya

Financial,

Inc

3,259,104‌

119,404

Western

Union

Co

1,419,714‌

16,225

(a)

WEX,

Inc

2,976,476‌

157,208

XP,

Inc

2,689,829‌

TOTAL

FINANCIAL

SERVICES

1,146,187,219‌

FOOD,

BEVERAGE

&

TOBACCO

-

3

.7

%

737,059

Altria

Group,

Inc

36,123,262‌

211,381

Archer-Daniels-Midland

Co

13,107,736‌

3,106

(a)

Boston

Beer

Co,

Inc

(Class

A)

870,332‌

20,866

Brown-Forman

Corp

(Class

A)

951,281‌

73,847

Brown-Forman

Corp

(Class

B)

3,334,931‌

60,370

Bunge

Global

S.A.

6,352,735‌

82,294

Campbell

Soup

Co

3,856,297‌

710,921

Coca-Cola

Co

47,446,868‌

2,528

Coca-Cola

Consolidated

Inc

2,896,810‌

204,256

ConAgra

Brands,

Inc

6,193,042‌

68,226

Constellation

Brands,

Inc

(Class

A)

16,726,286‌

73,484

(a)

Darling

International,

Inc

2,919,519‌

73,543

Flowers

Foods,

Inc

1,656,188‌

13,586

(a)

Freshpet,

Inc

1,653,416‌

242,122

General

Mills,

Inc

16,256,071‌

54,456

Hershey

Co

10,753,971‌

124,275

Hormel

Foods

Corp

3,990,470‌

28,083

Ingredion,

Inc

3,492,683‌

44,232

J.M.

Smucker

Co

5,217,164‌

112,381

Kellogg

Co

6,534,955‌

454,533

Keurig

Dr

Pepper,

Inc

15,581,391‌

379,622

Kraft

Heinz

Co

13,366,491‌

41,874

Lamb

Weston

Holdings,

Inc

2,513,277‌

107,978

McCormick

&

Co,

Inc

8,315,386‌

75,021

Molson

Coors

Brewing

Co

(Class

B)

3,964,860‌

574,274

Mondelez

International,

Inc

39,251,628‌

64,900

(a)

Monster

Beverage

Corp

3,339,105‌

123,822

PepsiCo,

Inc

21,380,345‌

135

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

FOOD,

BEVERAGE

&

TOBACCO—continued

666,701

Philip

Morris

International,

Inc

$

76,777,287‌

12,737

(a)

Pilgrim's

Pride

Corp

525,146‌

20,620

(a)

Post

Holdings,

Inc

2,255,003‌

35

Seaboard

Corp

113,677‌

120,569

Tyson

Foods,

Inc

(Class

A)

7,342,652‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

385,060,265‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

7

.6

%

741,810

Abbott

Laboratories

78,587,351‌

40,432

(a)

Acadia

Healthcare

Co,

Inc

2,622,015‌

13,298

(a)

Align

Technology,

Inc

3,083,540‌

12,882

(a)

Amedisys,

Inc

1,263,080‌

218,282

Baxter

International,

Inc

7,818,861‌

123,969

Becton

Dickinson

&

Co

29,883,967‌

629,902

(a)

Boston

Scientific

Corp

46,537,160‌

42,390

Cardinal

Health,

Inc

4,274,184‌

228,694

(a)

Centene

Corp

17,591,143‌

32,917

(a)

Certara,

Inc

513,834‌

5,713

Chemed

Corp

3,257,324‌

108,654

Cigna

Group

37,884,390‌

83,661

(a)

Cooper

Cos,

Inc

7,808,081‌

540,932

CVS

Health

Corp

32,634,428‌

97,965

Dentsply

Sirona,

Inc

2,658,770‌

47,478

(a)

Doximity,

Inc

1,329,384‌

207,341

(a)

Edwards

Lifesciences

Corp

13,072,850‌

83,762

Elevance

Health,

Inc

44,563,897‌

39,111

Encompass

Health

Corp

3,634,976‌

24,845

(a)

Enovis

Corp

1,183,616‌

75,857

(a)

Envista

Holdings

Corp

1,294,879‌

165,596

GE

HealthCare

Technologies,

Inc

14,014,390‌

47,985

(a)

Globus

Medical,

Inc

3,453,001‌

62,576

HCA,

Inc

22,718,217‌

54,753

(a)

Henry

Schein,

Inc

3,938,931‌

99,058

(a)

Hologic,

Inc

8,084,123‌

51,683

Humana,

Inc

18,689,090‌

36,030

Labcorp

Holdings,

Inc

7,762,303‌

8,812

(a)

Masimo

Corp

942,708‌

32,065

McKesson

Corp

19,784,746‌

570,070

Medtronic

plc

45,788,022‌

9,185

(a)

Molina

Healthcare,

Inc

3,134,565‌

56,048

Premier,

Inc

1,175,887‌

66,048

(a)

Project

Roadrunner

Parent,

Inc

850,698‌

47,580

Quest

Diagnostics,

Inc

6,770,634‌

23,974

(a)

QuidelOrtho

Corp

941,939‌

45,314

Resmed,

Inc

9,663,211‌

57,931

(a)

Solventum

Corp

3,410,977‌

42,248

STERIS

plc

10,087,133‌

109,098

Stryker

Corp

35,724,140‌

20,186

Teleflex,

Inc

4,459,491‌

41,554

(a)

Tenet

Healthcare

Corp

6,220,634‌

367,599

UnitedHealth

Group,

Inc

211,795,840‌

24,807

Universal

Health

Services,

Inc

(Class

B)

5,302,744‌

87,644

Zimmer

Biomet

Holdings,

Inc

9,759,159‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

795,970,313‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

1

.8

%

55,851

(a)

BellRing

Brands,

Inc

2,864,039‌

104,584

Church

&

Dwight

Co,

Inc

10,250,278‌

156,816

Colgate-Palmolive

Co

15,554,579‌

173,464

(a)

Coty,

Inc

1,725,967‌

63,153

Estee

Lauder

Cos

(Class

A)

6,290,671‌

820,957

Kenvue,

Inc

15,179,495‌

84,925

Kimberly-Clark

Corp

11,469,121‌

786,312

Procter

&

Gamble

Co

126,407,517‌

Nuveen

Large

Cap

Value

Index

Fund

July

31,

2024

136

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

HOUSEHOLD

&

PERSONAL

PRODUCTS—continued

17,046

Reynolds

Consumer

Products,

Inc

$

474,220‌

10,684

Spectrum

Brands

Holdings,

Inc

903,973‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

191,119,860‌

INSURANCE

-

4

.0

%

245,201

Aflac,

Inc

23,387,271‌

95,045

Allstate

Corp

16,264,100‌

30,717

American

Financial

Group,

Inc

4,022,698‌

288,903

American

International

Group,

Inc

22,889,785‌

84,180

Aon

plc

27,653,972‌

154,644

(a)

Arch

Capital

Group

Ltd

14,811,802‌

22,293

Assurant,

Inc

3,898,377‌

25,181

Assured

Guaranty

Ltd

2,074,159‌

32,115

Axis

Capital

Holdings

Ltd

2,432,711‌

25,806

(a)

Brighthouse

Financial,

Inc

1,286,945‌

57,330

Brown

&

Brown,

Inc

5,700,322‌

173,508

Chubb

Ltd

47,829,215‌

65,625

Cincinnati

Financial

Corp

8,571,938‌

7,493

CNA

Financial

Corp

368,356‌

15,438

Everest

Re

Group

Ltd

6,065,127‌

111,227

Fidelity

National

Financial,

Inc

6,163,088‌

46,433

First

American

Financial

Corp

2,812,911‌

86,146

Gallagher

(Arthur

J.)

&

Co

24,421,530‌

40,093

Globe

Life,

Inc

3,718,225‌

13,943

Hanover

Insurance

Group,

Inc

1,917,023‌

127,261

Hartford

Financial

Services

Group,

Inc

14,115,790‌

26,911

Kemper

Corp

1,723,919‌

69,303

Lincoln

National

Corp

2,307,790‌

77,651

Loews

Corp

6,208,197‌

4,205

(a)

Markel

Corp

6,891,364‌

182,470

Marsh

&

McLennan

Cos,

Inc

40,612,348‌

255,595

Metlife,

Inc

19,642,476‌

107,968

Old

Republic

International

Corp

3,737,852‌

14,810

Primerica,

Inc

3,728,714‌

100,003

Principal

Financial

Group

8,151,245‌

39,358

Progressive

Corp

8,427,335‌

154,095

Prudential

Financial,

Inc

19,311,185‌

28,153

Reinsurance

Group

of

America,

Inc

(Class

A)

6,346,531‌

22,222

RenaissanceRe

Holdings

Ltd

5,153,504‌

15,486

RLI

Corp

2,332,037‌

97,960

Travelers

Cos,

Inc

21,202,462‌

81,795

Unum

Group

4,705,666‌

133,126

W.R.

Berkley

Corp

7,339,236‌

960

White

Mountains

Insurance

Group

Ltd

1,714,560‌

43,816

Willis

Towers

Watson

plc

12,368,381‌

TOTAL

INSURANCE

422,310,147‌

MATERIALS

-

4

.5

%

95,173

Air

Products

&

Chemicals,

Inc

25,111,396‌

50,282

Albemarle

Corp

4,709,915‌

107,384

Alcoa

Corp

3,547,967‌

52,883

(a)

Allegheny

Technologies,

Inc

3,580,708‌

616,499

Amcor

plc

6,491,735‌

28,292

Aptargroup,

Inc

4,158,358‌

23,104

Ashland,

Inc

2,233,002‌

21,394

Avery

Dennison

Corp

4,638,861‌

91,513

(a)

Axalta

Coating

Systems

Ltd

3,262,438‌

133,467

Ball

Corp

8,519,199‌

49,641

Berry

Global

Group,

Inc

3,262,407‌

35,568

Celanese

Corp

(Series

A)

5,020,423‌

80,242

CF

Industries

Holdings,

Inc

6,129,686‌

59,167

Chemours

Co

1,430,066‌

135,007

(a)

Cleveland-Cliffs,

Inc

2,072,357‌

299,878

Corteva,

Inc

16,823,156‌

137

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

MATERIALS—continued

294,569

CRH

plc

$

25,244,563‌

49,182

Crown

Holdings,

Inc

4,362,443‌

301,719

Dow,

Inc

16,434,634‌

179,280

DuPont

de

Nemours,

Inc

15,005,736‌

3,550

Eagle

Materials,

Inc

966,665‌

50,124

Eastman

Chemical

Co

5,179,313‌

14,130

Ecolab,

Inc

3,259,650‌

95,916

Element

Solutions,

Inc

2,584,936‌

49,281

FMC

Corp

2,876,039‌

613,668

Freeport-McMoRan,

Inc

(Class

B)

27,866,664‌

130,333

Graphic

Packaging

Holding

Co

3,923,023‌

78,504

Huntsman

Corp

1,878,601‌

109,612

International

Flavors

&

Fragrances,

Inc

10,904,202‌

148,489

International

Paper

Co

6,901,769‌

206,059

Linde

plc

93,447,757‌

8,337

Louisiana-Pacific

Corp

818,360‌

111,591

LyondellBasell

Industries

NV

11,098,841‌

24,808

Martin

Marietta

Materials,

Inc

14,719,827‌

137,123

Mosaic

Co

4,082,152‌

44,935

(a),(b)

MP

Materials

Corp

607,521‌

3,003

NewMarket

Corp

1,684,293‌

494,941

Newmont

Goldcorp

Corp

24,286,755‌

102,759

Nucor

Corp

16,743,551‌

55,661

Olin

Corp

2,538,698‌

37,999

Packaging

Corp

of

America

7,594,860‌

100,183

PPG

Industries,

Inc

12,721,237‌

24,476

Reliance

Steel

&

Aluminum

Co

7,454,411‌

28,069

Royal

Gold,

Inc

3,876,890‌

42,169

RPM

International,

Inc

5,121,847‌

18,203

Scotts

Miracle-Gro

Co

(Class

A)

1,430,756‌

58,982

Sealed

Air

Corp

2,244,265‌

8,950

Sherwin-Williams

Co

3,139,660‌

31,433

Silgan

Holdings,

Inc

1,616,599‌

109,633

(a)

Smurfit

WestRock

plc

4,915,944‌

45,226

Sonoco

Products

Co

2,438,586‌

63,706

Steel

Dynamics,

Inc

8,486,913‌

94,288

United

States

Steel

Corp

3,874,294‌

42,091

Vulcan

Materials

Co

11,554,400‌

15,923

Westlake

Chemical

Corp

2,354,375‌

TOTAL

MATERIALS

477,232,704‌

MEDIA

&

ENTERTAINMENT

-

2

.4

%

40,225

(a)

Charter

Communications,

Inc

15,274,237‌

1,669,015

Comcast

Corp

(Class

A)

68,880,249‌

114,642

Electronic

Arts,

Inc

17,304,063‌

101,906

Fox

Corp

(Class

A)

3,876,504‌

53,506

Fox

Corp

(Class

B)

1,895,718‌

37,178

(a)

IAC,

Inc

1,963,370‌

161,475

Interpublic

Group

of

Cos,

Inc

5,194,651‌

35,709

(a)

Liberty

Broadband

Corp

2,406,430‌

4,845

(a)

Liberty

Broadband

Corp

(Class

A)

320,836‌

6,403

(a)

Liberty

Media

Corp-Liberty

Formula

One

(Class

A)

473,630‌

54,082

(a)

Liberty

Media

Corp-Liberty

Formula

One

(Class

C)

4,373,611‌

8,510

(a)

Liberty

Media

Corp-Liberty

Live

(Class

A)

321,423‌

20,174

(a)

Liberty

Media

Corp-Liberty

Live

(Class

C)

787,189‌

71,149

(a)

Liberty

Media

Corp-Liberty

SiriusXM

1,601,564‌

36,114

(a)

Liberty

Media

Corp-Liberty

SiriusXM

(Class

A)

816,899‌

7,004

(a)

Madison

Square

Garden

Sports

Corp

1,403,672‌

113,464

(a)

Match

Group,

Inc

4,327,517‌

68,904

New

York

Times

Co

(Class

A)

3,692,565‌

163,107

News

Corp

(Class

A)

4,498,491‌

56,770

News

Corp

(Class

B)

1,617,377‌

7,802

Nexstar

Media

Group,

Inc

1,441,732‌

Nuveen

Large

Cap

Value

Index

Fund

July

31,

2024

138

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

MEDIA

&

ENTERTAINMENT—continued

82,979

Omnicom

Group,

Inc

$

8,135,261‌

5,322

Paramount

Global

(Class

A)

121,874‌

237,739

Paramount

Global

(Class

B)

2,714,979‌

30,151

Playtika

Holding

Corp

230,052‌

45,462

(a)

Roku,

Inc

2,646,343‌

195,473

(b)

Sirius

XM

Holdings,

Inc

674,382‌

71,929

(a)

Take-Two

Interactive

Software,

Inc

10,827,472‌

29,183

TKO

Group

Holdings,

Inc

3,191,161‌

50,439

(a)

TripAdvisor,

Inc

889,240‌

9,242

(a),(b)

Trump

Media

&

Technology

Group

Corp

265,615‌

787,700

Walt

Disney

Co

73,799,613‌

1,022,718

(a)

Warner

Bros

Discovery,

Inc

8,846,511‌

133,747

(a)

ZoomInfo

Technologies,

Inc

1,519,366‌

TOTAL

MEDIA

&

ENTERTAINMENT

256,333,597‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

8

.2

%

14,721

(a)

10X

Genomics,

Inc

304,283‌

431,591

AbbVie,

Inc

79,982,444‌

125,566

Agilent

Technologies,

Inc

17,755,032‌

6,063

(a)

Alnylam

Pharmaceuticals,

Inc

1,439,720‌

50,828

Amgen,

Inc

16,898,785‌

290,720

(a)

Avantor,

Inc

7,776,760‌

62,449

(a)

Biogen,

Inc

13,314,127‌

80,935

(a)

BioMarin

Pharmaceutical,

Inc

6,825,249‌

8,274

(a)

Bio-Rad

Laboratories,

Inc

(Class

A)

2,799,591‌

66,575

Bio-Techne

Corp

5,431,854‌

869,868

Bristol-Myers

Squibb

Co

41,370,922‌

25,787

(a)

Brooks

Automation,

Inc

1,606,272‌

16,447

Bruker

BioSciences

Corp

1,126,784‌

77,570

(a)

Catalent,

Inc

4,603,004‌

21,892

(a)

Charles

River

Laboratories

International,

Inc

5,343,837‌

283,907

Danaher

Corp

78,664,952‌

210,477

(a)

Elanco

Animal

Health,

Inc

2,744,620‌

47,245

(a)

Exact

Sciences

Corp

2,158,152‌

20,367

(a)

Exelixis,

Inc

477,606‌

27,651

(a)

Fortrea

Holdings,

Inc

762,891‌

535,232

Gilead

Sciences,

Inc

40,709,746‌

8,586

(a)

GRAIL,

Inc

132,053‌

68,285

(a)

Illumina,

Inc

8,371,741‌

74,777

(a)

Incyte

Corp

4,865,739‌

9,564

(a)

Ionis

Pharmaceuticals,

Inc

473,036‌

68,536

(a)

IQVIA

Holdings,

Inc

16,875,619‌

26,083

(a)

Jazz

Pharmaceuticals

plc

2,875,651‌

1,034,585

Johnson

&

Johnson

163,309,242‌

9,046

(a)

Mettler-Toledo

International,

Inc

13,759,237‌

138,542

(a)

Moderna,

Inc

16,516,977‌

103,952

Organon

&

Co

2,272,391‌

52,735

PerkinElmer,

Inc

6,624,043‌

62,527

Perrigo

Co

plc

1,767,638‌

2,431,528

Pfizer,

Inc

74,258,865‌

94,680

QIAGEN

NV

4,212,313‌

41,050

(a)

Regeneron

Pharmaceuticals,

Inc

44,300,750‌

20,463

(a)

Repligen

Corp

3,424,483‌

150,219

(a)

Roivant

Sciences

Ltd

1,629,876‌

172,178

Royalty

Pharma

plc

4,850,254‌

53,823

(a)

Sotera

Health

Co

746,525‌

163,778

Thermo

Fisher

Scientific,

Inc

100,451,599‌

18,718

(a)

United

Therapeutics

Corp

5,864,162‌

55,443

(a)

Vertex

Pharmaceuticals,

Inc

27,484,204‌

508,719

Viatris,

Inc

6,135,151‌

9,853

(a)

Waters

Corp

3,313,367‌

12,229

West

Pharmaceutical

Services,

Inc

3,744,153‌

139

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES—continued

34,322

Zoetis,

Inc

$

6,179,333‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

856,535,033‌

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0

.2

%

131,130

(a)

CBRE

Group,

Inc

14,779,662‌

10,441

(a)

Howard

Hughes

Holdings,

Inc

774,409‌

13,974

(a)

Jones

Lang

LaSalle,

Inc

3,506,077‌

17,081

(a)

Zillow

Group,

Inc

(Class

A)

809,639‌

71,646

(a)

Zillow

Group,

Inc

(Class

C)

3,489,160‌

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

23,358,947‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

3

.6

%

234,733

(a)

Advanced

Micro

Devices,

Inc

33,914,224‌

32,236

(a)

Allegro

MicroSystems,

Inc

774,953‌

48,317

Amkor

Technology,

Inc

1,578,033‌

212,494

Analog

Devices,

Inc

49,166,862‌

28,901

Applied

Materials,

Inc

6,132,792‌

8,971

(a),(b)

Astera

Labs,

Inc

393,289‌

22,685

(a)

Cirrus

Logic,

Inc

2,959,939‌

45,703

(a)

First

Solar,

Inc

9,871,391‌

36,350

(a),(b)

GLOBALFOUNDRIES,

Inc

1,854,213‌

1,827,556

Intel

Corp

56,179,071‌

7,820

(a)

Lattice

Semiconductor

Corp

414,460‌

23,908

(a)

MACOM

Technology

Solutions

Holdings,

Inc

2,412,795‌

338,024

Marvell

Technology,

Inc

22,640,848‌

227,322

Microchip

Technology,

Inc

20,181,647‌

472,750

Micron

Technology,

Inc

51,917,405‌

26,963

MKS

Instruments,

Inc

3,394,642‌

184,036

(a)

ON

Semiconductor

Corp

14,400,817‌

15,595

(a)

Onto

Innovation,

Inc

2,983,324‌

41,288

(a)

Qorvo,

Inc

4,946,302‌

29,693

QUALCOMM,

Inc

5,372,948‌

68,846

Skyworks

Solutions,

Inc

7,822,283‌

5,839

Teradyne,

Inc

765,843‌

343,126

Texas

Instruments,

Inc

69,932,510‌

9,916

Universal

Display

Corp

2,207,500‌

46,874

(a)

Wolfspeed,

Inc

883,575‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

373,101,666‌

SOFTWARE

&

SERVICES

-

3

.1

%

269,103

Accenture

plc

88,970,834‌

64,530

(a)

Akamai

Technologies,

Inc

6,342,008‌

49,091

Amdocs

Ltd

4,293,990‌

37,398

(a)

Ansys,

Inc

11,729,135‌

12,733

(a)

Aspentech

Corp

2,393,167‌

32,965

(a)

BILL

Holdings,

Inc

1,646,931‌

157,682

(a)

CCC

Intelligent

Solutions

Holdings,

Inc

1,617,817‌

56,788

(a),(b)

Ceridian

HCM

Holding,

Inc

3,366,393‌

213,375

Cognizant

Technology

Solutions

Corp

(Class

A)

16,148,220‌

23,230

Dolby

Laboratories,

Inc

(Class

A)

1,829,595‌

27,079

(a)

DoubleVerify

Holdings,

Inc

571,908‌

74,065

(a)

Dropbox,

Inc

1,771,635‌

76,594

(a)

DXC

Technology

Co

1,557,922‌

22,312

(a)

EPAM

Systems,

Inc

4,799,981‌

1,586

(a)

Fair

Isaac

Corp

2,537,600‌

49,787

(a)

Fortinet,

Inc

2,889,637‌

241,232

Gen

Digital,

Inc

6,269,620‌

4,470

(a)

Globant

S.A.

870,354‌

19,119

(a)

Guidewire

Software,

Inc

2,869,188‌

8,988

(a)

HashiCorp,

Inc

303,345‌

18,478

(a)

Informatica,

Inc

442,363‌

393,438

International

Business

Machines

Corp

75,595,177‌

95,123

(a)

Kyndryl

Holdings,

Inc

2,555,955‌

6,290

(a)

MicroStrategy,

Inc

(Class

A)

10,154,828‌

Nuveen

Large

Cap

Value

Index

Fund

July

31,

2024

140

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

SOFTWARE

&

SERVICES—continued

13,476

(a)

nCino

OpCo,

Inc

$

441,474‌

74,528

(a)

Nutanix,

Inc

3,764,409‌

36,633

(a)

Okta,

Inc

3,441,304‌

12,937

(a)

Paycor

HCM,

Inc

160,548‌

19,943

(a)

PTC,

Inc

3,546,863‌

45,783

Roper

Industries,

Inc

24,940,289‌

61,125

Salesforce,

Inc

15,819,150‌

80,695

(a)

SentinelOne,

Inc

1,847,915‌

59,872

(a)

Twilio,

Inc

3,540,231‌

2,726

(a)

Tyler

Technologies,

Inc

1,548,668‌

37,819

(a)

UiPath,

Inc

460,257‌

63,313

(a)

Unity

Software,

Inc

1,035,801‌

34,764

(a)

VeriSign,

Inc

6,501,216‌

106,834

(a)

Zoom

Video

Communications,

Inc

6,452,774‌

TOTAL

SOFTWARE

&

SERVICES

325,028,502‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

2

.5

%

211,209

Amphenol

Corp

(Class

A)

13,572,290‌

24,940

(a)

Arrow

Electronics,

Inc

3,084,829‌

42,751

Avnet,

Inc

2,298,294‌

28,623

CDW

Corp

6,242,963‌

66,784

(a)

Ciena

Corp

3,522,188‌

1,738,938

Cisco

Systems,

Inc

84,251,546‌

69,691

Cognex

Corp

3,458,067‌

56,100

(a)

Coherent

Corp

3,909,048‌

328,576

Corning,

Inc

13,146,326‌

21,764

Crane

NXT

Co

1,368,520‌

89,419

Dell

Technologies,

Inc

10,165,152‌

25,036

(a)

F5

Networks,

Inc

5,098,331‌

556,219

Hewlett

Packard

Enterprise

Co

11,074,320‌

317,811

HP,

Inc

11,469,799‌

12,912

(a)

IPG

Photonics

Corp

1,038,125‌

46,217

Jabil

Inc

5,207,269‌

137,781

Juniper

Networks,

Inc

5,192,966‌

74,697

(a)

Keysight

Technologies,

Inc

10,425,460‌

11,209

Littelfuse,

Inc

2,994,036‌

29,442

(a)

Lumentum

Holdings,

Inc

1,524,507‌

37,025

Motorola

Solutions,

Inc

14,770,013‌

48,753

NetApp,

Inc

6,190,656‌

15,909

(a)

Pure

Storage,

Inc

953,426‌

31,379

TD

SYNNEX

Corp

3,739,435‌

20,114

(a)

Teledyne

Technologies,

Inc

8,485,292‌

104,386

(a)

Trimble

Inc

5,693,213‌

1,001

(b)

Ubiquiti,

Inc

185,756‌

66,186

Vontier

Corp

2,596,477‌

139,862

(a)

Western

Digital

Corp

9,377,747‌

17,231

(a)

Zebra

Technologies

Corp

(Class

A)

6,051,355‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

257,087,406‌

TELECOMMUNICATION

SERVICES

-

1

.7

%

3,078,757

AT&T,

Inc

59,266,072‌

101,739

(a)

Frontier

Communications

Parent,

Inc

2,980,953‌

43,240

(a),(c)

GCI

Liberty,

Inc

432‌

46,682

Iridium

Communications,

Inc

1,339,773‌

71,090

(a)

Liberty

Global

Ltd

1,385,544‌

73,738

(a)

Liberty

Global

Ltd

1,482,871‌

207,502

T-Mobile

US,

Inc

37,823,465‌

1,807,303

Verizon

Communications,

Inc

73,231,918‌

TOTAL

TELECOMMUNICATION

SERVICES

177,511,028‌

TRANSPORTATION

-

2

.1

%

50,075

(a)

Alaska

Air

Group,

Inc

1,879,315‌

3,876

(a),(b)

Amerco,

Inc

258,878‌

260,343

(a)

American

Airlines

Group,

Inc

2,770,049‌

141

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

TRANSPORTATION—continued

3,053

Avis

Budget

Group,

Inc

$

308,384‌

49,163

CH

Robinson

Worldwide,

Inc

4,377,965‌

837,830

CSX

Corp

29,407,833‌

276,143

Delta

Air

Lines,

Inc

11,879,672‌

50,647

Expeditors

International

Washington,

Inc

6,321,759‌

97,069

FedEx

Corp

29,339,105‌

54,226

(a)

GXO

Logistics,

Inc

3,035,571‌

35,592

JB

Hunt

Transport

Services,

Inc

6,162,755‌

24,825

(a)

Kirby

Corp

3,050,496‌

72,379

Knight-Swift

Transportation

Holdings,

Inc

3,939,589‌

15,244

Landstar

System,

Inc

2,900,171‌

48,120

(a)

Lyft,

Inc

(Class

A)

579,846‌

96,896

Norfolk

Southern

Corp

24,181,366‌

17,867

Ryder

System,

Inc

2,504,239‌

4,722

(a)

Saia,

Inc

1,973,088‌

21,540

Schneider

National,

Inc

579,641‌

256,095

Southwest

Airlines

Co

6,899,199‌

23,814

U-Haul

Holding

Co

1,517,666‌

136,310

Union

Pacific

Corp

33,631,766‌

140,323

(a)

United

Airlines

Holdings,

Inc

6,373,471‌

312,618

United

Parcel

Service,

Inc

(Class

B)

40,756,009‌

TOTAL

TRANSPORTATION

224,627,833‌

UTILITIES

-

4

.5

%

303,952

AES

Corp

5,407,306‌

109,829

Alliant

Energy

Corp

6,113,082‌

114,055

Ameren

Corp

9,041,140‌

226,107

American

Electric

Power

Co,

Inc

22,185,619‌

83,610

American

Water

Works

Co,

Inc

11,902,720‌

64,480

Atmos

Energy

Corp

8,245,702‌

30,989

Avangrid,

Inc

1,105,378‌

61,700

Brookfield

Renewable

Corp

1,733,770‌

271,542

Centerpoint

Energy,

Inc

7,535,291‌

14,977

Clearway

Energy,

Inc

(Class

A)

368,884‌

35,390

Clearway

Energy,

Inc

(Class

C)

944,205‌

127,577

CMS

Energy

Corp

8,266,990‌

148,469

Consolidated

Edison,

Inc

14,478,697‌

113,555

Constellation

Energy

Corp

21,552,739‌

359,294

Dominion

Energy,

Inc

19,207,857‌

88,621

DTE

Energy

Co

10,681,489‌

330,877

Duke

Energy

Corp

36,154,930‌

163,078

Edison

International

13,047,871‌

91,384

Entergy

Corp

10,597,802‌

107,922

Essential

Utilities,

Inc

4,387,029‌

95,451

Evergy,

Inc

5,536,158‌

150,553

Eversource

Energy

9,772,395‌

428,947

Exelon

Corp

15,956,828‌

245,976

FirstEnergy

Corp

10,308,854‌

21,671

Idacorp,

Inc

2,118,340‌

35,619

National

Fuel

Gas

Co

2,086,917‌

881,841

NextEra

Energy,

Inc

67,363,834‌

184,560

NiSource,

Inc

5,767,500‌

54,171

NRG

Energy,

Inc

4,072,034‌

85,673

OGE

Energy

Corp

3,321,542‌

916,434

PG&E

Corp

16,724,921‌

48,432

Pinnacle

West

Capital

Corp

4,145,295‌

316,585

PPL

Corp

9,408,906‌

213,778

Public

Service

Enterprise

Group,

Inc

17,053,071‌

271,610

Sempra

Energy

21,745,097‌

469,610

Southern

Co

39,221,827‌

96,800

UGI

Corp

2,398,704‌

135,583

WEC

Energy

Group,

Inc

11,668,273‌

Nuveen

Large

Cap

Value

Index

Fund

July

31,

2024

142

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

UTILITIES—continued

238,436

Xcel

Energy,

Inc

$

13,896,050‌

TOTAL

UTILITIES

475,525,047‌

TOTAL

COMMON

STOCKS

10,503,135,146‌

(Cost

$7,117,384,978)

TOTAL

LONG-TERM

INVESTMENTS

10,503,135,146‌

(Cost

$7,117,384,978)

PRINCIPAL

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

0.0%

REPURCHASE

AGREEMENT

-

0

.0

%

$

1,022,000

(d)

Fixed

Income

Clearing

Corporation

5

.340

%

08/01/24

1,022,000‌

TOTAL

REPURCHASE

AGREEMENT

1,022,000‌

TOTAL

SHORT-TERM

INVESTMENTS

1,022,000‌

(Cost

$1,022,000)

SHARES

EXP

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.1%

14,104,470

(e)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5

.310

(f)

14,104,470‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

14,104,470‌

(Cost

$14,104,470)

TOTAL

INVESTMENTS

-

100.1%

10,518,261,616‌

(Cost

$7,132,511,448)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(0.1)%

(

9,995,282‌

)

NET

ASSETS

-

100.0%

$

10,508,266,334‌

(a)

Non-income

producing

(b)

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$17,961,452.

(c)

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

(d)

Agreement

with

Fixed

Income

Clearing

Corporation,

5.340%

dated

7/31/24

to

be

repurchased

at

$1,022,152

on

8/1/24,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

4.875%

and

maturity

date

5/31/26,

valued

at

$1,042,515.

(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.

Portfolio

of

Investments

Nuveen

S&P

500

Index

Fund

July

31,

2024

143

(Unaudited)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

LONG-TERM

INVESTMENTS

-

99.1%

COMMON

STOCKS

-

99.1%

AUTOMOBILES

&

COMPONENTS

-

1.6%

59,088

(a)

Aptiv

plc

$

4,100,116‌

51,799

BorgWarner,

Inc

1,829,023‌

852,079

Ford

Motor

Co

9,219,495‌

248,044

General

Motors

Co

10,993,310‌

606,152

(a)

Tesla,

Inc

140,669,694‌

TOTAL

AUTOMOBILES

&

COMPONENTS

166,811,638‌

BANKS

-

3.3%

1,487,539

Bank

of

America

Corp

59,962,697‌

421,736

Citigroup,

Inc

27,362,232‌

102,731

Citizens

Financial

Group,

Inc

4,383,532‌

153,006

Fifth

Third

Bancorp

6,478,274‌

309,423

Huntington

Bancshares,

Inc

4,625,874‌

627,816

JPMorgan

Chase

&

Co

133,599,245‌

213,449

Keycorp

3,442,932‌

34,717

M&T

Bank

Corp

5,977,226‌

85,686

PNC

Financial

Services

Group,

Inc

15,517,735‌

198,854

Regions

Financial

Corp

4,448,364‌

293,505

Truist

Financial

Corp

13,116,738‌

344,667

US

Bancorp

15,468,655‌

762,230

Wells

Fargo

&

Co

45,230,728‌

TOTAL

BANKS

339,614,232‌

CAPITAL

GOODS

-

5.6%

121,658

3M

Co

15,517,478‌

24,914

A.O.

Smith

Corp

2,118,686‌

17,465

Allegion

plc

2,389,387‌

50,728

Ametek,

Inc

8,800,293‌

14,783

(a)

Axon

Enterprise,

Inc

4,435,048‌

124,927

(a)

Boeing

Co

23,811,086‌

27,205

(a)

Builders

FirstSource,

Inc

4,553,301‌

184,111

Carrier

Global

Corp

12,539,800‌

106,930

Caterpillar,

Inc

37,019,166‌

29,902

Cummins,

Inc

8,725,404‌

56,995

Deere

&

Co

21,201,000‌

30,438

Dover

Corp

5,608,506‌

87,553

Eaton

Corp

plc

26,685,279‌

124,845

Emerson

Electric

Co

14,620,598‌

124,132

Fastenal

Co

8,782,339‌

75,840

Fortive

Corp

5,449,104‌

60,228

(a)

GE

Vernova,

Inc

10,735,039‌

11,474

(a)

Generac

Holdings,

Inc

1,786,272‌

49,941

General

Dynamics

Corp

14,917,876‌

239,199

General

Electric

Co

40,711,670‌

142,340

Honeywell

International,

Inc

29,144,115‌

84,551

Howmet

Aerospace,

Inc

8,091,531‌

11,885

Hubbell,

Inc

4,702,300‌

9,069

Huntington

Ingalls

Industries,

Inc

2,539,139‌

15,850

IDEX

Corp

3,304,408‌

59,426

Illinois

Tool

Works,

Inc

14,694,861‌

90,129

Ingersoll

Rand,

Inc

9,048,952‌

146,340

Johnson

Controls

International

plc

10,469,164‌

42,526

L3Harris

Technologies,

Inc

9,648,724‌

46,641

Lockheed

Martin

Corp

25,275,691‌

50,006

Masco

Corp

3,892,967‌

11,898

Nordson

Corp

2,978,426‌

30,772

Northrop

Grumman

Corp

14,903,495‌

88,894

Otis

Worldwide

Corp

8,400,483‌

Nuveen

S&P

500

Index

Fund

July

31,

2024

144

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CAPITAL

GOODS—continued

115,979

PACCAR,

Inc

$

11,442,488‌

27,954

Parker-Hannifin

Corp

15,686,667‌

38,114

Pentair

plc

3,349,077‌

31,481

Quanta

Services,

Inc

8,354,428‌

25,620

Rockwell

Automation,

Inc

7,139,013‌

290,177

RTX

Corp

34,092,896‌

11,731

Snap-On,

Inc

3,367,149‌

33,121

Stanley

Black

&

Decker,

Inc

3,498,240‌

39,986

Textron,

Inc

3,714,699‌

49,979

Trane

Technologies

plc

16,706,980‌

12,246

TransDigm

Group,

Inc

15,849,018‌

14,702

United

Rentals,

Inc

11,130,884‌

9,641

W.W.

Grainger,

Inc

9,417,425‌

38,627

Westinghouse

Air

Brake

Technologies

Corp

6,224,741‌

53,036

Xylem,

Inc

7,080,306‌

TOTAL

CAPITAL

GOODS

574,555,599‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

1.3%

89,211

Automatic

Data

Processing,

Inc

23,428,593‌

25,418

Broadridge

Financial

Solutions,

Inc

5,439,452‌

18,948

Cintas

Corp

14,475,135‌

193,118

(a)

Copart,

Inc

10,105,865‌

89,164

(a)

CoStar

Group,

Inc

6,956,575‌

26,695

Equifax,

Inc

7,457,782‌

28,711

Jacobs

Solutions,

Inc

4,201,855‌

28,749

Leidos

Holdings,

Inc

4,151,356‌

69,997

Paychex,

Inc

8,961,016‌

11,107

Paycom

Software,

Inc

1,852,537‌

44,895

Republic

Services,

Inc

8,723,996‌

62,217

Rollins,

Inc

2,980,816‌

48,875

Veralto

Corp

5,208,120‌

31,926

Verisk

Analytics,

Inc

8,356,630‌

79,606

Waste

Management,

Inc

16,132,952‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

128,432,680‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

5.7%

2,003,589

(a)

Amazon.com,

Inc

374,631,071‌

3,793

(a)

Autozone,

Inc

11,886,086‌

48,105

Bath

&

Body

Works,

Inc

1,767,859‌

39,575

Best

Buy

Co,

Inc

3,424,029‌

32,133

(a)

Carmax,

Inc

2,713,311‌

110,625

eBay,

Inc

6,151,856‌

26,973

(a)

Etsy,

Inc

1,757,021‌

30,791

Genuine

Parts

Co

4,529,664‌

216,663

Home

Depot,

Inc

79,766,650‌

57,527

LKQ

Corp

2,387,371‌

126,020

Lowe's

Cos,

Inc

30,939,170‌

13,004

(a)

O'Reilly

Automotive,

Inc

14,646,925‌

8,403

Pool

Corp

3,143,058‌

72,942

Ross

Stores,

Inc

10,447,483‌

249,674

TJX

Cos,

Inc

28,218,156‌

24,060

Tractor

Supply

Co

6,335,479‌

10,136

(a)

Ulta

Beauty,

Inc

3,698,525‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

586,443,714‌

CONSUMER

DURABLES

&

APPAREL

-

0.8%

5,562

(a)

Deckers

Outdoor

Corp

5,131,668‌

63,897

DR

Horton,

Inc

11,496,987‌

32,790

(a)

Garmin

Ltd

5,615,288‌

29,707

Hasbro,

Inc

1,914,913‌

54,243

Lennar

Corp

(Class

A)

9,597,214‌

24,724

(a)

Lululemon

Athletica,

Inc

6,395,110‌

10,889

(a)

Mohawk

Industries,

Inc

1,753,891‌

263,839

Nike,

Inc

(Class

B)

19,750,988‌

145

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CONSUMER

DURABLES

&

APPAREL—continued

679

(a)

NVR,

Inc

$

5,844,479‌

46,715

Pulte

Homes,

Inc

6,166,380‌

8,795

Ralph

Lauren

Corp

1,544,314‌

51,312

Tapestry,

Inc

2,057,098‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

77,268,330‌

CONSUMER

SERVICES

-

1.8%

94,539

(a)

Airbnb,

Inc

13,193,863‌

7,418

Booking

Holdings,

Inc

27,557,944‌

46,216

(a)

Caesars

Entertainment,

Inc

1,846,329‌

216,844

(a)

Carnival

Corp

3,612,621‌

298,650

(a)

Chipotle

Mexican

Grill,

Inc

(Class

A)

16,222,668‌

26,368

Darden

Restaurants,

Inc

3,857,375‌

7,380

Domino's

Pizza,

Inc

3,163,806‌

27,015

(a)

Expedia

Group,

Inc

3,449,005‌

54,638

Hilton

Worldwide

Holdings,

Inc

11,729,139‌

81,806

Las

Vegas

Sands

Corp

3,245,244‌

52,477

Marriott

International,

Inc

(Class

A)

11,928,022‌

157,587

McDonald's

Corp

41,823,590‌

60,074

(a)

MGM

Resorts

International

2,581,380‌

94,992

(a)

Norwegian

Cruise

Line

Holdings

Ltd

1,750,702‌

52,362

(a)

Royal

Caribbean

Cruises

Ltd

8,206,173‌

251,003

Starbucks

Corp

19,565,684‌

19,644

Wynn

Resorts

Ltd

1,626,916‌

60,622

Yum!

Brands,

Inc

8,052,420‌

TOTAL

CONSUMER

SERVICES

183,412,881‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

1.8%

96,933

Costco

Wholesale

Corp

79,678,926‌

47,277

Dollar

General

Corp

5,691,678‌

44,677

(a)

Dollar

Tree,

Inc

4,661,598‌

146,972

Kroger

Co

8,009,974‌

108,720

Sysco

Corp

8,333,388‌

102,491

Target

Corp

15,415,671‌

150,031

Walgreens

Boots

Alliance,

Inc

1,780,868‌

933,875

Walmart,

Inc

64,101,180‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

187,673,283‌

ENERGY

-

3.7%

70,133

APA

Corp

2,187,448‌

215,586

Baker

Hughes

Co

8,347,490‌

168,148

Cabot

Oil

&

Gas

Corp

4,338,219‌

374,690

Chevron

Corp

60,126,504‌

255,667

ConocoPhillips

28,430,170‌

139,059

Devon

Energy

Corp

6,539,945‌

39,520

Diamondback

Energy,

Inc

7,995,291‌

125,700

EOG

Resources,

Inc

15,938,760‌

129,762

EQT

Corp

4,478,087‌

980,779

Exxon

Mobil

Corp

116,310,582‌

191,869

Halliburton

Co

6,654,017‌

61,354

Hess

Corp

9,412,931‌

420,254

Kinder

Morgan,

Inc

8,879,967‌

120,456

Marathon

Oil

Corp

3,378,791‌

77,061

Marathon

Petroleum

Corp

13,641,338‌

147,059

Occidental

Petroleum

Corp

8,944,128‌

125,526

ONEOK,

Inc

10,460,082‌

92,684

Phillips

66

13,483,668‌

311,261

Schlumberger

Ltd

15,030,794‌

50,130

Targa

Resources

Corp

6,781,586‌

71,504

Valero

Energy

Corp

11,563,627‌

263,529

Williams

Cos,

Inc

11,315,935‌

TOTAL

ENERGY

374,239,360‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

2.1%

35,211

Alexandria

Real

Estate

Equities,

Inc

4,129,898‌

Nuveen

S&P

500

Index

Fund

July

31,

2024

146

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)—continued

103,324

American

Tower

Corp

$

22,772,610‌

31,293

AvalonBay

Communities,

Inc

6,412,562‌

29,424

Boston

Properties,

Inc

2,098,225‌

24,190

Camden

Property

Trust

2,679,042‌

93,696

Crown

Castle,

Inc

10,314,056‌

71,009

Digital

Realty

Trust,

Inc

10,615,135‌

20,612

Equinix,

Inc

16,288,427‌

74,179

Equity

Residential

5,165,084‌

14,754

Essex

Property

Trust,

Inc

4,106,923‌

46,940

Extra

Space

Storage,

Inc

7,492,563‌

16,879

Federal

Realty

Investment

Trust

1,884,540‌

156,155

Healthpeak

Properties,

Inc

3,407,302‌

163,337

Host

Hotels

&

Resorts

Inc

2,860,031‌

128,031

Invitation

Homes,

Inc

4,515,653‌

62,705

Iron

Mountain,

Inc

6,431,025‌

141,829

Kimco

Realty

Corp

3,081,944‌

25,462

Mid-America

Apartment

Communities,

Inc

3,558,824‌

204,116

(b)

Prologis,

Inc

25,728,822‌

34,896

Public

Storage,

Inc

10,326,424‌

190,156

Realty

Income

Corp

10,920,659‌

32,080

Regency

Centers

Corp

2,160,267‌

24,101

SBA

Communications

Corp

5,291,134‌

71,080

Simon

Property

Group,

Inc

10,906,515‌

72,506

UDR,

Inc

2,905,315‌

87,565

Ventas,

Inc

4,767,039‌

219,506

VICI

Properties,

Inc

6,861,758‌

130,760

Welltower,

Inc

14,547,050‌

157,260

Weyerhaeuser

Co

4,994,578‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

217,223,405‌

FINANCIAL

SERVICES

-

7.5%

124,239

American

Express

Co

31,437,437‌

21,837

Ameriprise

Financial,

Inc

9,391,439‌

166,559

Bank

of

New

York

Mellon

Corp

10,837,994‌

395,792

(a)

Berkshire

Hathaway,

Inc

173,554,792‌

30,391

BlackRock,

Inc

26,637,711‌

157,365

Blackstone,

Inc

22,369,435‌

83,303

Capital

One

Financial

Corp

12,612,074‌

22,860

Cboe

Global

Markets,

Inc

4,195,039‌

325,360

Charles

Schwab

Corp

21,210,218‌

78,340

CME

Group,

Inc

15,175,241‌

15,947

(a)

Corpay,

Inc

4,653,654‌

54,373

Discover

Financial

Services

7,829,168‌

7,894

Factset

Research

Systems,

Inc

3,260,932‌

121,595

Fidelity

National

Information

Services,

Inc

9,342,144‌

127,883

(a)

Fiserv,

Inc

20,917,822‌

64,273

Franklin

Resources,

Inc

1,469,924‌

57,098

Global

Payments,

Inc

5,803,441‌

70,492

Goldman

Sachs

Group,

Inc

35,882,543‌

124,230

Intercontinental

Exchange,

Inc

18,828,299‌

87,485

Invesco

Ltd

1,509,991‌

15,929

Jack

Henry

&

Associates,

Inc

2,731,505‌

145,519

KKR

&

Co,

Inc

17,964,321‌

8,144

MarketAxess

Holdings,

Inc

1,820,428‌

179,498

Mastercard,

Inc

(Class

A)

83,235,018‌

34,386

Moody's

Corp

15,696,521‌

275,649

Morgan

Stanley

28,449,733‌

17,021

MSCI,

Inc

(Class

A)

9,204,276‌

90,471

Nasdaq

Stock

Market,

Inc

6,123,077‌

43,685

Northern

Trust

Corp

3,872,675‌

227,817

(a)

PayPal

Holdings,

Inc

14,985,802‌

40,771

Raymond

James

Financial,

Inc

4,729,436‌

69,871

S&P

Global,

Inc

33,868,570‌

147

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

FINANCIAL

SERVICES—continued

66,660

State

Street

Corp

$

5,664,100‌

92,701

Synchrony

Financial

4,708,284‌

50,394

T

Rowe

Price

Group,

Inc

5,755,499‌

344,157

Visa,

Inc

(Class

A)

91,432,190‌

TOTAL

FINANCIAL

SERVICES

767,160,733‌

FOOD,

BEVERAGE

&

TOBACCO

-

2.6%

375,548

Altria

Group,

Inc

18,405,607‌

108,053

Archer-Daniels-Midland

Co

6,700,367‌

39,727

Brown-Forman

Corp

(Class

B)

1,794,071‌

31,481

Bunge

Global

S.A.

3,312,746‌

39,681

Campbell

Soup

Co

1,859,452‌

847,061

Coca-Cola

Co

56,532,851‌

99,851

ConAgra

Brands,

Inc

3,027,482‌

35,386

Constellation

Brands,

Inc

(Class

A)

8,675,232‌

124,147

General

Mills,

Inc

8,335,230‌

33,037

Hershey

Co

6,524,147‌

62,770

Hormel

Foods

Corp

2,015,545‌

22,186

J.M.

Smucker

Co

2,616,839‌

57,722

Kellogg

Co

3,356,534‌

223,369

Keurig

Dr

Pepper,

Inc

7,657,089‌

169,384

Kraft

Heinz

Co

5,964,011‌

32,426

Lamb

Weston

Holdings,

Inc

1,946,208‌

55,713

McCormick

&

Co,

Inc

4,290,458‌

42,674

Molson

Coors

Brewing

Co

(Class

B)

2,255,321‌

296,231

Mondelez

International,

Inc

20,247,389‌

155,160

(a)

Monster

Beverage

Corp

7,982,982‌

300,545

PepsiCo,

Inc

51,895,105‌

341,593

Philip

Morris

International,

Inc

39,337,850‌

62,765

Tyson

Foods,

Inc

(Class

A)

3,822,388‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

268,554,904‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

4.9%

380,558

Abbott

Laboratories

40,316,314‌

15,487

(a)

Align

Technology,

Inc

3,591,126‌

35,353

AmerisourceBergen

Corp

8,409,772‌

105,960

Baxter

International,

Inc

3,795,487‌

63,141

Becton

Dickinson

&

Co

15,220,769‌

319,005

(a)

Boston

Scientific

Corp

23,568,089‌

54,449

Cardinal

Health,

Inc

5,490,093‌

114,724

(a)

Centene

Corp

8,824,570‌

62,098

Cigna

Group

21,651,710‌

42,448

(a)

Cooper

Cos,

Inc

3,961,672‌

273,102

CVS

Health

Corp

16,476,244‌

11,100

(a)

DaVita,

Inc

1,516,482‌

86,942

(a)

DexCom,

Inc

5,896,406‌

131,671

(a)

Edwards

Lifesciences

Corp

8,301,857‌

50,805

Elevance

Health,

Inc

27,029,784‌

89,408

GE

HealthCare

Technologies,

Inc

7,566,599‌

42,361

HCA,

Inc

15,379,161‌

30,612

(a)

Henry

Schein,

Inc

2,202,227‌

51,694

(a)

Hologic,

Inc

4,218,747‌

26,439

Humana,

Inc

9,560,607‌

17,994

(a)

IDEXX

Laboratories,

Inc

8,567,303‌

15,427

(a)

Insulet

Corp

2,998,237‌

77,378

(a)

Intuitive

Surgical,

Inc

34,403,033‌

18,367

Labcorp

Holdings,

Inc

3,956,986‌

28,328

McKesson

Corp

17,478,943‌

291,480

Medtronic

plc

23,411,674‌

12,513

(a)

Molina

Healthcare,

Inc

4,270,311‌

24,563

Quest

Diagnostics,

Inc

3,495,315‌

31,687

Resmed,

Inc

6,757,253‌

30,414

(a)

Solventum

Corp

1,790,776‌

21,734

STERIS

plc

5,189,210‌

Nuveen

S&P

500

Index

Fund

July

31,

2024

148

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES—continued

74,684

Stryker

Corp

$

24,455,276‌

10,927

Teleflex,

Inc

2,413,993‌

201,214

UnitedHealth

Group,

Inc

115,931,458‌

14,306

Universal

Health

Services,

Inc

(Class

B)

3,058,051‌

45,221

Zimmer

Biomet

Holdings,

Inc

5,035,358‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

496,190,893‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

1.3%

54,380

Church

&

Dwight

Co,

Inc

5,329,784‌

27,624

Clorox

Co

3,644,434‌

179,282

Colgate-Palmolive

Co

17,782,982‌

50,581

Estee

Lauder

Cos

(Class

A)

5,038,373‌

421,053

Kenvue,

Inc

7,785,270‌

72,985

Kimberly-Clark

Corp

9,856,624‌

515,066

Procter

&

Gamble

Co

82,802,010‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

132,239,477‌

INSURANCE

-

2.1%

113,155

Aflac,

Inc

10,792,724‌

58,429

Allstate

Corp

9,998,370‌

144,989

American

International

Group,

Inc

11,487,478‌

47,531

Aon

plc

15,614,409‌

83,043

(a)

Arch

Capital

Group

Ltd

7,953,859‌

12,019

Assurant,

Inc

2,101,763‌

51,220

Brown

&

Brown,

Inc

5,092,805‌

89,223

Chubb

Ltd

24,595,212‌

35,539

Cincinnati

Financial

Corp

4,642,104‌

9,057

Everest

Re

Group

Ltd

3,558,224‌

47,673

Gallagher

(Arthur

J.)

&

Co

13,514,819‌

17,385

Globe

Life,

Inc

1,612,285‌

62,930

Hartford

Financial

Services

Group,

Inc

6,980,196‌

39,570

Loews

Corp

3,163,622‌

108,263

Marsh

&

McLennan

Cos,

Inc

24,096,096‌

130,613

Metlife,

Inc

10,037,609‌

47,299

Principal

Financial

Group

3,855,341‌

127,143

Progressive

Corp

27,223,859‌

80,032

Prudential

Financial,

Inc

10,029,610‌

49,817

Travelers

Cos,

Inc

10,782,391‌

64,825

W.R.

Berkley

Corp

3,573,802‌

22,268

Willis

Towers

Watson

plc

6,285,811‌

TOTAL

INSURANCE

216,992,389‌

MATERIALS

-

2.2%

48,163

Air

Products

&

Chemicals,

Inc

12,707,808‌

25,602

Albemarle

Corp

2,398,139‌

307,249

Amcor

plc

3,235,332‌

17,000

Avery

Dennison

Corp

3,686,110‌

69,913

Ball

Corp

4,462,547‌

21,646

Celanese

Corp

(Series

A)

3,055,333‌

40,354

CF

Industries

Holdings,

Inc

3,082,642‌

155,324

Corteva,

Inc

8,713,676‌

156,733

Dow,

Inc

8,537,247‌

91,261

DuPont

de

Nemours,

Inc

7,638,546‌

25,889

Eastman

Chemical

Co

2,675,110‌

54,973

Ecolab,

Inc

12,681,721‌

27,497

FMC

Corp

1,604,725‌

314,147

Freeport-McMoRan,

Inc

(Class

B)

14,265,415‌

56,913

International

Flavors

&

Fragrances,

Inc

5,661,705‌

76,720

International

Paper

Co

3,565,946‌

105,089

Linde

plc

47,657,861‌

56,266

LyondellBasell

Industries

NV

5,596,216‌

13,522

Martin

Marietta

Materials,

Inc

8,023,279‌

69,801

Mosaic

Co

2,077,976‌

255,382

Newmont

Goldcorp

Corp

12,531,595‌

149

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

MATERIALS—continued

51,817

Nucor

Corp

$

8,443,062‌

19,186

Packaging

Corp

of

America

3,834,706‌

50,723

PPG

Industries,

Inc

6,440,807‌

50,981

Sherwin-Williams

Co

17,884,135‌

112,088

(a)

Smurfit

WestRock

plc

5,026,026‌

33,420

Steel

Dynamics,

Inc

4,452,212‌

29,018

Vulcan

Materials

Co

7,965,731‌

TOTAL

MATERIALS

227,905,608‌

MEDIA

&

ENTERTAINMENT

-

7.9%

1,068,365

Alphabet,

Inc

184,987,400‌

1,284,188

Alphabet,

Inc

(Class

A)

220,289,609‌

21,256

(a)

Charter

Communications,

Inc

8,071,328‌

855,781

Comcast

Corp

(Class

A)

35,318,082‌

52,522

Electronic

Arts,

Inc

7,927,671‌

52,514

Fox

Corp

(Class

A)

1,997,633‌

31,481

Fox

Corp

(Class

B)

1,115,372‌

81,564

Interpublic

Group

of

Cos,

Inc

2,623,914‌

31,405

(a)

Live

Nation,

Inc

3,020,847‌

59,840

(a)

Match

Group,

Inc

2,282,298‌

479,098

Meta

Platforms,

Inc

227,490,103‌

94,201

(a)

NetFlix,

Inc

59,191,198‌

77,943

News

Corp

(Class

A)

2,149,668‌

23,838

News

Corp

(Class

B)

679,145‌

43,533

Omnicom

Group,

Inc

4,267,975‌

111,755

Paramount

Global

(Class

B)

1,276,242‌

34,816

(a)

Take-Two

Interactive

Software,

Inc

5,240,852‌

398,533

Walt

Disney

Co

37,338,557‌

486,295

(a)

Warner

Bros

Discovery,

Inc

4,206,452‌

TOTAL

MEDIA

&

ENTERTAINMENT

809,474,346‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

6.9%

387,008

AbbVie,

Inc

71,720,323‌

64,545

Agilent

Technologies,

Inc

9,126,663‌

117,093

Amgen,

Inc

38,929,910‌

31,860

(a)

Biogen,

Inc

6,792,552‌

4,633

(a)

Bio-Rad

Laboratories,

Inc

(Class

A)

1,567,622‌

34,200

Bio-Techne

Corp

2,790,378‌

448,833

Bristol-Myers

Squibb

Co

21,346,497‌

39,202

(a)

Catalent,

Inc

2,326,247‌

11,012

(a)

Charles

River

Laboratories

International,

Inc

2,688,029‌

144,228

Danaher

Corp

39,962,694‌

174,515

Eli

Lilly

&

Co

140,357,179‌

271,897

Gilead

Sciences,

Inc

20,680,486‌

39,135

(a)

Incyte

Corp

2,546,514‌

40,466

(a)

IQVIA

Holdings,

Inc

9,963,943‌

526,119

Johnson

&

Johnson

83,047,884‌

552,787

Merck

&

Co,

Inc

62,536,793‌

4,698

(a)

Mettler-Toledo

International,

Inc

7,145,799‌

72,180

(a)

Moderna,

Inc

8,605,300‌

26,424

PerkinElmer,

Inc

3,319,119‌

1,234,950

Pfizer,

Inc

37,715,373‌

23,216

(a)

Regeneron

Pharmaceuticals,

Inc

25,054,475‌

83,456

Thermo

Fisher

Scientific,

Inc

51,186,903‌

56,325

(a)

Vertex

Pharmaceuticals,

Inc

27,921,429‌

239,734

Viatris,

Inc

2,891,192‌

12,962

(a)

Waters

Corp

4,358,861‌

16,031

West

Pharmaceutical

Services,

Inc

4,908,211‌

99,771

Zoetis,

Inc

17,962,771‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

707,453,147‌

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0.1%

63,889

(a)

CBRE

Group,

Inc

7,200,929‌

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

7,200,929‌

Nuveen

S&P

500

Index

Fund

July

31,

2024

150

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

11.2%

353,563

(a)

Advanced

Micro

Devices,

Inc

$

51,082,782‌

108,004

Analog

Devices,

Inc

24,989,966‌

181,720

Applied

Materials,

Inc

38,560,984‌

952,330

Broadcom,

Inc

153,020,384‌

30,249

(a)

Enphase

Energy,

Inc

3,481,962‌

23,495

(a)

First

Solar,

Inc

5,074,685‌

923,178

Intel

Corp

28,378,492‌

29,342

KLA

Corp

24,150,520‌

28,751

Lam

Research

Corp

26,486,571‌

119,709

Microchip

Technology,

Inc

10,627,765‌

242,728

Micron

Technology,

Inc

26,656,389‌

10,639

Monolithic

Power

Systems,

Inc

9,182,414‌

5,377,685

Nvidia

Corp

629,296,699‌

55,579

NXP

Semiconductors

NV

14,626,170‌

94,815

(a)

ON

Semiconductor

Corp

7,419,274‌

21,692

(a)

Qorvo,

Inc

2,598,702‌

244,460

QUALCOMM,

Inc

44,235,037‌

35,393

Skyworks

Solutions,

Inc

4,021,353‌

32,876

Teradyne,

Inc

4,312,016‌

198,831

Texas

Instruments,

Inc

40,523,746‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

1,148,725,911‌

SOFTWARE

&

SERVICES

-

11.3%

137,562

Accenture

plc

45,480,748‌

97,939

(a)

Adobe,

Inc

54,028,049‌

33,190

(a)

Akamai

Technologies,

Inc

3,261,913‌

18,568

(a)

Ansys,

Inc

5,823,482‌

47,070

(a)

Autodesk,

Inc

11,650,766‌

59,034

(a)

Cadence

Design

Systems,

Inc

15,801,040‌

35,007

(a),(c)

Ceridian

HCM

Holding,

Inc

2,075,215‌

111,089

Cognizant

Technology

Solutions

Corp

(Class

A)

8,407,215‌

50,427

(a)

Crowdstrike

Holdings,

Inc

11,697,047‌

12,561

(a)

EPAM

Systems,

Inc

2,702,248‌

5,411

(a)

Fair

Isaac

Corp

8,657,600‌

137,049

(a)

Fortinet,

Inc

7,954,324‌

17,019

(a)

Gartner,

Inc

8,529,753‌

124,511

Gen

Digital,

Inc

3,236,041‌

30,811

(a)

GoDaddy,

Inc

4,481,460‌

200,206

International

Business

Machines

Corp

38,467,581‌

61,161

Intuit,

Inc

39,592,573‌

1,624,862

Microsoft

Corp

679,761,018‌

348,197

Oracle

Corp

48,556,072‌

70,632

(a)

Palo

Alto

Networks,

Inc

22,936,329‌

26,403

(a)

PTC,

Inc

4,695,774‌

23,281

Roper

Industries,

Inc

12,682,325‌

212,071

Salesforce,

Inc

54,883,975‌

44,979

(a)

ServiceNow,

Inc

36,630,448‌

33,465

(a)

Synopsys,

Inc

18,684,179‌

9,415

(a)

Tyler

Technologies,

Inc

5,348,756‌

19,198

(a)

VeriSign,

Inc

3,590,218‌

TOTAL

SOFTWARE

&

SERVICES

1,159,616,149‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

8.6%

265,456

Amphenol

Corp

(Class

A)

17,058,203‌

3,151,219

Apple,

Inc

699,822,716‌

54,752

(a)

Arista

Networks,

Inc

18,974,306‌

28,932

CDW

Corp

6,310,359‌

885,074

Cisco

Systems,

Inc

42,881,835‌

170,689

Corning,

Inc

6,829,267‌

13,861

(a)

F5

Networks,

Inc

2,822,654‌

285,877

Hewlett

Packard

Enterprise

Co

5,691,811‌

195,411

HP,

Inc

7,052,383‌

25,529

Jabil

Inc

2,876,352‌

67,379

Juniper

Networks,

Inc

2,539,514‌

151

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

TECHNOLOGY

HARDWARE

&

EQUIPMENT—continued

38,900

(a)

Keysight

Technologies,

Inc

$

5,429,273‌

36,784

Motorola

Solutions,

Inc

14,673,873‌

45,795

NetApp,

Inc

5,815,049‌

40,859

Seagate

Technology

Holdings

plc

4,174,564‌

10,717

(a)

Super

Micro

Computer,

Inc

7,519,583‌

66,981

TE

Connectivity

Ltd

10,337,178‌

10,387

(a)

Teledyne

Technologies,

Inc

4,381,860‌

52,555

(a)

Trimble

Inc

2,866,350‌

67,702

(a)

Western

Digital

Corp

4,539,419‌

11,623

(a)

Zebra

Technologies

Corp

(Class

A)

4,081,881‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

876,678,430‌

TELECOMMUNICATION

SERVICES

-

0.9%

1,558,781

AT&T,

Inc

30,006,534‌

112,408

T-Mobile

US,

Inc

20,489,730‌

924,516

Verizon

Communications,

Inc

37,461,389‌

TOTAL

TELECOMMUNICATION

SERVICES

87,957,653‌

TRANSPORTATION

-

1.5%

140,758

(a)

American

Airlines

Group,

Inc

1,497,665‌

26,916

CH

Robinson

Worldwide,

Inc

2,396,870‌

432,436

CSX

Corp

15,178,503‌

139,199

Delta

Air

Lines,

Inc

5,988,341‌

29,810

Expeditors

International

Washington,

Inc

3,720,884‌

49,475

FedEx

Corp

14,953,819‌

18,146

JB

Hunt

Transport

Services,

Inc

3,141,980‌

49,496

Norfolk

Southern

Corp

12,352,222‌

38,565

Old

Dominion

Freight

Line

8,105,592‌

131,493

Southwest

Airlines

Co

3,542,421‌

456,804

(a)

Uber

Technologies,

Inc

29,450,154‌

132,731

Union

Pacific

Corp

32,748,719‌

69,812

(a)

United

Airlines

Holdings,

Inc

3,170,861‌

159,167

United

Parcel

Service,

Inc

(Class

B)

20,750,602‌

TOTAL

TRANSPORTATION

156,998,633‌

UTILITIES

-

2.4%

154,880

AES

Corp

2,755,315‌

58,186

Alliant

Energy

Corp

3,238,633‌

57,798

Ameren

Corp

4,581,648‌

112,303

American

Electric

Power

Co,

Inc

11,019,170‌

44,076

American

Water

Works

Co,

Inc

6,274,659‌

31,813

Atmos

Energy

Corp

4,068,247‌

142,910

Centerpoint

Energy,

Inc

3,965,753‌

66,074

CMS

Energy

Corp

4,281,595‌

74,226

Consolidated

Edison,

Inc

7,238,520‌

68,491

Constellation

Energy

Corp

12,999,592‌

184,031

Dominion

Energy,

Inc

9,838,297‌

45,359

DTE

Energy

Co

5,467,120‌

169,272

Duke

Energy

Corp

18,496,351‌

81,726

Edison

International

6,538,897‌

49,122

Entergy

Corp

5,696,678‌

47,828

Evergy,

Inc

2,774,024‌

76,774

Eversource

Energy

4,983,400‌

215,497

Exelon

Corp

8,016,488‌

106,769

FirstEnergy

Corp

4,474,689‌

452,743

NextEra

Energy,

Inc

34,585,038‌

89,204

NiSource,

Inc

2,787,625‌

45,559

NRG

Energy,

Inc

3,424,670‌

464,560

PG&E

Corp

8,478,220‌

22,225

Pinnacle

West

Capital

Corp

1,902,238‌

164,693

PPL

Corp

4,894,676‌

106,734

Public

Service

Enterprise

Group,

Inc

8,514,171‌

137,456

Sempra

Energy

11,004,727‌

239,217

Southern

Co

19,979,404‌

Nuveen

S&P

500

Index

Fund

July

31,

2024

152

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

UTILITIES—continued

70,790

Vistra

Corp

$

5,607,984‌

68,760

WEC

Energy

Group,

Inc

5,917,486‌

119,678

Xcel

Energy,

Inc

6,974,834‌

TOTAL

UTILITIES

240,780,149‌

TOTAL

COMMON

STOCKS

10,139,604,473‌

(Cost

$3,624,529,027)

TOTAL

LONG-TERM

INVESTMENTS

10,139,604,473‌

(Cost

$3,624,529,027)

PRINCIPAL

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

0.8%

REPURCHASE

AGREEMENT

-

0.3%

$

36,313,000

(d)

Fixed

Income

Clearing

Corporation

5.340

%

08/01/24

36,313,000‌

TOTAL

REPURCHASE

AGREEMENT

36,313,000‌

TREASURY

DEBT

-

0.5%

15,000,000

United

States

Treasury

Bill

0.000

08/13/24

14,973,588‌

10,000,000

United

States

Treasury

Bill

0.000

08/29/24

9,958,972‌

10,000,000

United

States

Treasury

Bill

0.000

09/24/24

9,921,175‌

12,500,000

United

States

Treasury

Bill

0.000

10/17/24

12,362,322‌

TOTAL

TREASURY

DEBT

47,216,057‌

TOTAL

SHORT-TERM

INVESTMENTS

83,529,057‌

(Cost

$83,527,930)

SHARES

EXP

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.0%

73,661

(e)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5.310

(f)

73,661‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

73,661‌

(Cost

$73,661)

TOTAL

INVESTMENTS

-

99.9%

10,223,207,1

91‌

(Cost

$3,708,130,618)

OTHER

ASSETS

&

LIABILITIES,

NET

-

0.1%

7,136,016‌

NET

ASSETS

-

100.0%

$

10,230,343,207‌

(a)

Non-income

producing

(b)

All

or

a

portion

of

these

securities

have

been

segregated

to

cover

margin

requirements

on

open

futures

contracts.

(c)

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$1,749,531.

(d)

Agreement

with

Fixed

Income

Clearing

Corporation,

5.340%

dated

7/31/24

to

be

repurchased

at

$36,318,386

on

8/1/24,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

4.875%

and

maturity

date

5/31/26,

valued

at

$37,039,417.

(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)

S&P

500

E-Mini

Index

301‌

09/20/24

 $

83,796,336‌

$

83,647,900‌

$

(148,436‌)

Portfolio

of

Investments

Nuveen

Small

Cap

Blend

Index

Fund

July

31,

2024

153

(Unaudited)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

LONG-TERM

INVESTMENTS

-

98.9%

COMMON

STOCKS

-

98.9%

AUTOMOBILES

&

COMPONENTS

-

1

.5

%

123,287

(a)

Adient

plc

$

3,175,873‌

152,153

(a)

American

Axle

&

Manufacturing

Holdings,

Inc

1,130,497‌

113,696

(a)

Atmus

Filtration

Technologies,

Inc

3,506,385‌

80,191

(a),(b)

Canoo,

Inc

161,184‌

22,990

(a)

Cooper-Standard

Holdings,

Inc

339,792‌

176,845

Dana

Inc

2,247,700‌

35,599

(a)

Dorman

Products,

Inc

3,608,671‌

57,395

(a)

Fox

Factory

Holding

Corp

3,064,319‌

42,574

(a)

Gentherm,

Inc

2,349,233‌

377,303

(a)

Goodyear

Tire

&

Rubber

Co

4,414,445‌

71,316

(a)

Holley,

Inc

280,985‌

33,657

LCI

Industries

3,927,435‌

21,628

(a)

Livewire

Group,

Inc

159,398‌

456,047

(a),(b)

Luminar

Technologies,

Inc

757,038‌

69,186

(a)

Modine

Manufacturing

Co

8,140,425‌

29,292

Patrick

Industries,

Inc

3,751,133‌

61,596

Phinia,

Inc

2,753,341‌

211,191

(a),(b)

Solid

Power,

Inc

397,039‌

27,701

Standard

Motor

Products,

Inc

906,654‌

35,980

(a)

Stoneridge,

Inc

604,824‌

37,079

(a)

Visteon

Corp

4,284,108‌

38,684

Winnebago

Industries,

Inc

2,418,524‌

34,242

(a)

XPEL,

Inc

1,399,470‌

TOTAL

AUTOMOBILES

&

COMPONENTS

53,778,473‌

BANKS

-

9

.9

%

24,774

1st

Source

Corp

1,574,388‌

11,792

ACNB

Corp

489,132‌

24,152

Amalgamated

Financial

Corp

768,275‌

39,950

Amerant

Bancorp,

Inc

898,475‌

89,090

Ameris

Bancorp

5,424,690‌

10,397

Ames

National

Corp

226,967‌

20,287

Arrow

Financial

Corp

639,446‌

202,919

Associated

Banc-Corp

4,663,079‌

121,204

Atlantic

Union

Bankshares

Corp

5,004,513‌

74,129

(a)

Axos

Financial,

Inc

5,412,158‌

188,611

Banc

of

California,

Inc

2,636,782‌

26,831

Bancfirst

Corp

2,882,454‌

67,954

(a)

Bancorp,

Inc

3,522,735‌

12,630

Bank

First

Corp

1,170,801‌

53,063

Bank

of

Hawaii

Corp

3,639,591‌

21,702

Bank

of

Marin

Bancorp

440,768‌

62,887

Bank

of

NT

Butterfield

&

Son

Ltd

2,411,088‌

4,212

Bank7

Corp

174,714‌

101,056

BankUnited,

Inc

3,892,677‌

8,096

Bankwell

Financial

Group,

Inc

227,902‌

46,468

Banner

Corp

2,751,835‌

20,159

Bar

Harbor

Bankshares

644,282‌

12,869

BayCom

Corp

310,014‌

17,299

BCB

Bancorp,

Inc

219,351‌

58,022

Berkshire

Hills

Bancorp,

Inc

1,601,407‌

31,713

(a)

Blue

Foundry

Bancorp

358,040‌

28,761

(a)

Bridgewater

Bancshares,

Inc

397,189‌

118,063

Brookline

Bancorp,

Inc

1,238,481‌

17,586

Burke

&

Herbert

Financial

Services

Corp

1,190,572‌

32,439

Business

First

Bancshares,

Inc

824,599‌

41,696

Byline

Bancorp,

Inc

1,169,573‌

243,820

Cadence

Bank

8,014,363‌

Nuveen

Small

Cap

Blend

Index

Fund

July

31,

2024

154

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

BANKS—continued

10,197

(a)

California

Bancorp,

Inc

$

255,843‌

19,391

Camden

National

Corp

808,217‌

12,139

Capital

Bancorp,

Inc

309,423‌

18,901

Capital

City

Bank

Group,

Inc

670,985‌

161,890

Capitol

Federal

Financial,

Inc

1,023,145‌

33,893

(a),(b)

Carter

Bankshares,

Inc

552,117‌

94,408

Cathay

General

Bancorp

4,184,163‌

36,449

Central

Pacific

Financial

Corp

950,954‌

4,222

Chemung

Financial

Corp

205,865‌

8,887

ChoiceOne

Financial

Services,

Inc

244,392‌

19,873

Citizens

&

Northern

Corp

402,428‌

5,876

Citizens

Financial

Services,

Inc

314,131‌

19,919

City

Holding

Co

2,428,126‌

18,904

Civista

Bancshares,

Inc

339,327‌

27,365

CNB

Financial

Corp

702,186‌

13,841

(a)

Coastal

Financial

Corp

729,421‌

21,607

Colony

Bankcorp,

Inc

335,557‌

35,116

(a)

Columbia

Financial,

Inc

632,439‌

70,042

Community

Bank

System,

Inc

4,320,191‌

20,619

Community

Trust

Bancorp,

Inc

1,045,796‌

22,805

Community

West

Bancshares

472,976‌

49,791

ConnectOne

Bancorp,

Inc

1,205,938‌

59,959

(a)

CrossFirst

Bankshares,

Inc

1,111,640‌

40,118

(a)

Customers

Bancorp,

Inc

2,586,809‌

179,631

CVB

Financial

Corp

3,423,767‌

50,173

Dime

Community

Bancshares,

Inc

1,268,373‌

42,002

Eagle

Bancorp,

Inc

903,883‌

262,238

Eastern

Bankshares,

Inc

4,363,640‌

12,398

Enterprise

Bancorp,

Inc

366,361‌

50,027

Enterprise

Financial

Services

Corp

2,644,927‌

19,872

Equity

Bancshares,

Inc

804,816‌

9,679

Esquire

Financial

Holdings,

Inc

596,904‌

11,338

ESSA

Bancorp,

Inc

217,576‌

16,904

Farmers

&

Merchants

Bancorp,

Inc

465,367‌

48,973

Farmers

National

Banc

Corp

764,469‌

47,962

FB

Financial

Corp

2,239,346‌

6,177

Fidelity

D&D

Bancorp,

Inc

320,586‌

19,973

Financial

Institutions,

Inc

525,689‌

53,480

First

Bancorp

2,235,464‌

223,657

First

BanCorp

4,797,443‌

13,531

First

Bancorp,

Inc

380,898‌

41,304

First

Bancshares,

Inc

1,376,249‌

27,795

First

Bank

429,155‌

71,640

First

Busey

Corp

1,965,802‌

9,719

First

Business

Financial

Services,

Inc

447,268‌

136,677

First

Commonwealth

Financial

Corp

2,471,120‌

23,921

First

Community

Bancshares,

Inc

1,071,182‌

127,817

First

Financial

Bancorp

3,497,073‌

176,672

First

Financial

Bankshares,

Inc

6,794,805‌

15,228

First

Financial

Corp

684,651‌

9,426

First

Financial

Northwest,

Inc

202,753‌

69,857

First

Foundation,

Inc

488,999‌

10,867

First

Internet

Bancorp

402,731‌

105,527

First

Interstate

BancSystem,

Inc

3,331,487‌

78,833

First

Merchants

Corp

3,180,912‌

30,557

First

Mid

Bancshares,

Inc

1,173,083‌

28,032

First

of

Long

Island

Corp

367,780‌

11,035

(a)

First

Western

Financial,

Inc

200,175‌

21,926

Five

Star

Bancorp

644,624‌

38,663

Flushing

Financial

Corp

569,506‌

8,212

FS

Bancorp,

Inc

361,574‌

242,432

Fulton

Financial

Corp

4,695,908‌

17,596

(a)

FVCBankcorp,

Inc

223,117‌

155

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

BANKS—continued

37,852

German

American

Bancorp,

Inc

$

1,489,098‌

154,589

Glacier

Bancorp,

Inc

6,911,674‌

11,809

Great

Southern

Bancorp,

Inc

739,361‌

9,442

Greene

County

Bancorp,

Inc

342,272‌

11,476

Guaranty

Bancshares,

Inc

396,266‌

117,684

Hancock

Whitney

Corp

6,440,845‌

39,747

Hanmi

Financial

Corp

810,839‌

57,370

HarborOne

Bancorp,

Inc

765,890‌

17,094

HBT

Financial,

Inc

393,162‌

57,139

Heartland

Financial

USA,

Inc

3,115,218‌

80,674

Heritage

Commerce

Corp

834,976‌

45,837

Heritage

Financial

Corp

1,062,043‌

63,195

Hilltop

Holdings,

Inc

2,084,803‌

2,081

Hingham

Institution

For

Savings

The

517,524‌

10,191

Home

Bancorp,

Inc

449,627‌

251,580

Home

Bancshares,

Inc

7,127,261‌

24,748

HomeStreet,

Inc

356,371‌

20,789

HomeTrust

Bancshares,

Inc

737,386‌

154,369

Hope

Bancorp,

Inc

2,031,496‌

62,708

Horizon

Bancorp,

Inc

1,001,447‌

27,331

Independent

Bank

Corp

948,112‌

57,709

Independent

Bank

Corp

3,702,032‌

49,119

Independent

Bank

Group,

Inc

2,900,968‌

71,626

International

Bancshares

Corp

4,830,457‌

12,280

Investar

Holding

Corp

227,180‌

15,873

John

Marshall

Bancorp,

Inc

306,825‌

69,147

Kearny

Financial

Corp

497,858‌

33,753

Lakeland

Financial

Corp

2,313,093‌

13,925

LCNB

Corp

212,913‌

28,662

LINKBANCORP,

Inc

208,946‌

45,800

Live

Oak

Bancshares,

Inc

2,067,412‌

21,514

Mercantile

Bank

Corp

1,040,417‌

25,254

Metrocity

Bankshares,

Inc

798,279‌

14,795

(a)

Metropolitan

Bank

Holding

Corp

780,140‌

19,978

Mid

Penn

Bancorp,

Inc

592,348‌

10,348

Middlefield

Banc

Corp

278,982‌

27,953

Midland

States

Bancorp,

Inc

663,604‌

19,523

MidWestOne

Financial

Group,

Inc

572,219‌

14,402

MVB

Financial

Corp

330,814‌

49,948

National

Bank

Holdings

Corp

2,091,822‌

7,584

National

Bankshares,

Inc

241,020‌

52,590

(a)

NB

Bancorp,

Inc

1,005,521‌

62,375

NBT

Bancorp,

Inc

3,057,623‌

344,108

New

York

Community

Bancorp,

Inc

3,620,016‌

18,019

Nicolet

Bankshares,

Inc

1,811,991‌

9,098

Northeast

Bank

661,061‌

16,152

Northeast

Community

Bancorp,

Inc

367,943‌

54,701

Northfield

Bancorp,

Inc

684,310‌

6,833

Northrim

BanCorp,

Inc

467,377‌

172,650

Northwest

Bancshares,

Inc

2,424,006‌

9,670

Norwood

Financial

Corp

285,072‌

8,516

(b)

Oak

Valley

Bancorp

242,451‌

73,825

OceanFirst

Financial

Corp

1,341,400‌

62,939

OFG

Bancorp

2,858,689‌

421,206

Old

National

Bancorp

8,432,544‌

58,579

Old

Second

Bancorp,

Inc

991,157‌

6,875

Orange

County

Bancorp,

Inc

427,556‌

39,468

Origin

Bancorp,

Inc

1,356,120‌

24,652

Orrstown

Financial

Services,

Inc

866,764‌

130,004

Pacific

Premier

Bancorp,

Inc

3,517,908‌

19,529

Park

National

Corp

3,455,852‌

14,104

Parke

Bancorp,

Inc

275,874‌

34,138

Pathward

Financial,

Inc

2,305,681‌

Nuveen

Small

Cap

Blend

Index

Fund

July

31,

2024

156

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

BANKS—continued

14,201

PCB

Bancorp

$

273,653‌

22,843

Peapack

Gladstone

Financial

Corp

645,543‌

6,105

Peoples

Bancorp

of

North

Carolina,

Inc

194,017‌

46,718

Peoples

Bancorp,

Inc

1,554,308‌

12,298

Peoples

Financial

Services

Corp

610,842‌

16,955

(a)

Pioneer

Bancorp,

Inc

189,048‌

7,368

Plumas

Bancorp

318,813‌

27,093

(a)

Ponce

Financial

Group,

Inc

268,221‌

16,183

Preferred

Bank

1,392,709‌

49,051

Premier

Financial

Corp

1,242,952‌

26,528

Primis

Financial

Corp

350,170‌

6,731

Princeton

Bancorp,

Inc

263,317‌

21,060

(a)

Provident

Bancorp

Inc

229,343‌

168,641

Provident

Financial

Services,

Inc

3,126,604‌

21,993

QCR

Holdings,

Inc

1,681,145‌

22,382

RBB

Bancorp

516,353‌

5,706

Red

River

Bancshares,

Inc

317,938‌

74,638

Renasant

Corp

2,566,801‌

10,738

Republic

Bancorp,

Inc

(Class

A)

704,628‌

51,396

S&T

Bancorp,

Inc

2,280,954‌

59,795

Sandy

Spring

Bancorp,

Inc

1,831,521‌

111,945

Seacoast

Banking

Corp

of

Florida

3,116,549‌

68,840

ServisFirst

Bancshares,

Inc

5,523,722‌

39,076

Shore

Bancshares,

Inc

567,384‌

18,048

Sierra

Bancorp

525,016‌

168,295

Simmons

First

National

Corp

(Class

A)

3,623,391‌

21,563

SmartFinancial,

Inc

611,095‌

15,988

South

Plains

Financial,

Inc

518,651‌

16,056

(a)

Southern

California

Bancorp

253,524‌

10,600

(a)

Southern

First

Bancshares,

Inc

366,760‌

12,797

Southern

Missouri

Bancorp,

Inc

731,988‌

9,401

Southern

States

Bancshares,

Inc

307,601‌

36,743

Southside

Bancshares,

Inc

1,285,638‌

101,934

SouthState

Corp

10,088,408‌

66,307

Stellar

Bancorp,

Inc

1,816,812‌

23,940

(a)

Sterling

Bancorp,

Inc

139,331‌

34,486

Stock

Yards

Bancorp,

Inc

2,145,719‌

63,003

(a)

Texas

Capital

Bancshares,

Inc

4,164,498‌

17,897

(a)

Third

Coast

Bancshares,

Inc

418,253‌

9,087

Timberland

Bancorp,

Inc

277,608‌

18,120

Tompkins

Trustco,

Inc

1,140,473‌

94,948

Towne

Bank

3,156,072‌

42,158

Trico

Bancshares

1,961,612‌

29,952

(a)

Triumph

Financial,

Inc

2,717,545‌

25,242

TrustCo

Bank

Corp

NY

898,868‌

82,361

Trustmark

Corp

2,860,398‌

59,727

UMB

Financial

Corp

6,093,349‌

176,286

United

Bankshares,

Inc

6,862,814‌

162,076

United

Community

Banks,

Inc

5,016,252‌

7,945

Unity

Bancorp,

Inc

275,056‌

38,986

Univest

Financial

Corp

1,077,963‌

15,236

USCB

Financial

Holdings,

Inc

253,832‌

585,103

Valley

National

Bancorp

4,914,865‌

71,665

Veritex

Holdings,

Inc

1,796,642‌

5,470

Virginia

National

Bankshares

Corp

213,768‌

90,301

Washington

Federal,

Inc

3,213,813‌

23,311

Washington

Trust

Bancorp,

Inc

746,185‌

77,592

WesBanco,

Inc

2,473,633‌

22,562

West

Bancorporation,

Inc

467,936‌

34,720

Westamerica

Bancorporation

1,873,491‌

81,163

WSFS

Financial

Corp

4,584,898‌

TOTAL

BANKS

364,862,082‌

157

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CAPITAL

GOODS

-

11

.5

%

80,326

(a)

374Water,

Inc

$

97,194‌

179,882

(a)

3D

Systems

Corp

656,569‌

46,716

(a)

AAR

Corp

3,017,854‌

35,264

(a)

Aerovironment,

Inc

6,296,035‌

45,030

(a)

AerSale

Corp

303,502‌

13,863

Alamo

Group,

Inc

2,671,677‌

42,276

Albany

International

Corp

(Class

A)

3,956,188‌

18,217

Allied

Motion

Technologies,

Inc

527,200‌

35,339

Alta

Equipment

Group,

Inc

371,059‌

43,486

(a)

Ameresco,

Inc

1,372,853‌

46,433

(a)

American

Superconductor

Corp

1,121,821‌

21,457

(a)

American

Woodmark

Corp

2,191,833‌

13,071

(a)

Amprius

Technologies,

Inc

15,685‌

29,649

Apogee

Enterprises,

Inc

2,035,107‌

51,756

Applied

Industrial

Technologies,

Inc

11,292,642‌

317,339

(a),(b)

Archer

Aviation,

Inc

1,323,304‌

64,598

Arcosa,

Inc

6,001,800‌

17,133

Argan,

Inc

1,352,308‌

207,606

(a)

Array

Technologies,

Inc

2,184,015‌

30,543

Astec

Industries,

Inc

1,071,754‌

38,742

(a)

Astronics

Corp

892,228‌

49,147

Atkore,

Inc

6,634,845‌

39,765

AZZ,

Inc

3,179,609‌

63,434

Barnes

Group,

Inc

2,558,928‌

85,356

(a)

Beacon

Roofing

Supply,

Inc

8,774,597‌

131,377

(a),(b)

Blink

Charging

Co

432,230‌

270,274

(a),(b)

Bloom

Energy

Corp

3,659,510‌

43,654

(a)

Blue

Bird

Corp

2,275,246‌

11,445

(a)

BlueLinx

Holdings,

Inc

1,380,153‌

52,899

Boise

Cascade

Co

7,516,419‌

18,047

(a)

Bowman

Consulting

Group

Ltd

644,639‌

35,043

(b)

Brookfield

Business

Corp

790,220‌

23,364

(a),(b)

Byrna

Technologies,

Inc

219,154‌

35,266

Cadre

Holdings,

Inc

1,294,262‌

27,788

(a)

Caesarstone

Sdot-Yam

Ltd

176,176‌

18,432

(a),(b)

Centuri

Holdings,

Inc

304,312‌

530,220

(a),(b)

ChargePoint

Holdings,

Inc

1,150,577‌

56,609

(a)

Chart

Industries,

Inc

9,118,578‌

38,405

Columbus

McKinnon

Corp

1,465,535‌

42,685

(a)

Commercial

Vehicle

Group,

Inc

232,633‌

32,351

(a)

Concrete

Pumping

Holdings,

Inc

215,781‌

58,219

(a)

Construction

Partners,

Inc

3,763,858‌

20,636

CSW

Industrials,

Inc

6,694,731‌

64,572

(a)

Custom

Truck

One

Source,

Inc

323,506‌

146,289

(a)

DNOW,

Inc

2,246,999‌

29,703

Douglas

Dynamics,

Inc

858,714‌

17,595

(a)

Ducommun,

Inc

1,129,071‌

16,951

(a)

DXP

Enterprises,

Inc

928,237‌

37,958

(a)

Dycom

Industries,

Inc

6,965,673‌

6,955

Eastern

Co

204,755‌

75,714

(a)

Energy

Recovery,

Inc

1,103,910‌

134,808

(a),(b)

Energy

Vault

Holdings,

Inc

137,504‌

73,807

Enerpac

Tool

Group

Corp

2,967,041‌

54,393

EnerSys

5,979,422‌

196,104

(a),(b)

Enovix

Corp

2,825,859‌

28,468

EnPro

Industries,

Inc

4,866,320‌

35,128

ESCO

Technologies,

Inc

4,319,339‌

24,700

(a),(b)

Eve

Holding,

Inc

84,968‌

6,471

(b)

EVI

Industries,

Inc

132,203‌

80,370

Federal

Signal

Corp

8,034,589‌

82,791

(a),(b)

Fluence

Energy,

Inc

1,356,117‌

229,731

(a)

Fluor

Corp

11,050,061‌

60,425

Franklin

Electric

Co,

Inc

6,442,513‌

Nuveen

Small

Cap

Blend

Index

Fund

July

31,

2024

158

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CAPITAL

GOODS—continued

152,807

(a),(b)

Freyr

Battery,

Inc

$

275,053‌

134,031

FTAI

Aviation

Ltd

14,937,755‌

629,779

(a),(b)

FuelCell

Energy,

Inc

318,920‌

47,709

GATX

Corp

6,655,405‌

13,295

(a)

Gencor

Industries,

Inc

327,456‌

41,475

(a)

Gibraltar

Industries,

Inc

3,080,348‌

18,424

Global

Industrial

Co

642,629‌

54,313

(a)

GMS,

Inc

5,226,540‌

29,051

Gorman-Rupp

Co

1,200,097‌

351,751

GrafTech

International

Ltd

270,180‌

13,824

(a)

Graham

Corp

453,012‌

59,733

Granite

Construction,

Inc

4,089,321‌

92,133

(a)

Great

Lakes

Dredge

&

Dock

Corp

868,814‌

41,570

Greenbrier

Cos,

Inc

2,120,486‌

52,480

Griffon

Corp

3,781,709‌

43,018

H&E

Equipment

Services,

Inc

2,249,841‌

44,963

Helios

Technologies,

Inc

2,066,050‌

38,204

Herc

Holdings,

Inc

5,953,711‌

95,210

Hillenbrand,

Inc

4,211,138‌

266,159

(a)

Hillman

Solutions

Corp

2,701,514‌

57,112

(a)

Hudson

Technologies,

Inc

488,879‌

187,746

(a),(b)

Hyliion

Holdings

Corp

416,796‌

15,514

Hyster-Yale

Materials

Handling,

Inc

1,268,114‌

11,288

(a)

IES

Holdings,

Inc

1,738,013‌

25,320

Insteel

Industries,

Inc

867,210‌

38,674

(a),(b)

Intuitive

Machines,

Inc

153,923‌

192,600

(a)

Janus

International

Group,

Inc

2,777,292‌

113,834

(a)

JELD-WEN

Holding,

Inc

1,899,889‌

43,106

John

Bean

Technologies

Corp

4,240,768‌

15,903

Kadant,

Inc

5,589,745‌

7,176

Karat

Packaging,

Inc

214,347‌

107,291

Kennametal,

Inc

2,804,587‌

200,792

(a)

Kratos

Defense

&

Security

Solutions,

Inc

4,525,852‌

13,914

(a)

Lawson

Products,

Inc

469,597‌

12,187

(a)

LB

Foster

Co

(Class

A)

292,610‌

99,778

(a)

Leonardo

DRS,

Inc

2,813,740‌

13,848

(a)

Limbach

Holdings,

Inc

882,395‌

14,764

Lindsay

Corp

1,860,116‌

35,165

LSI

Industries,

Inc

599,915‌

36,674

Luxfer

Holdings

plc

474,562‌

45,765

(a)

Manitowoc

Co,

Inc

578,470‌

168,300

(a)

Masterbrand,

Inc

3,037,815‌

35,714

(a)

Matrix

Service

Co

361,426‌

14,640

(a)

Mayville

Engineering

Co

Inc

279,770‌

33,104

McGrath

RentCorp

3,635,812‌

74,374

(a)

Mercury

Computer

Systems,

Inc

2,643,996‌

144,054

(a),(b)

Microvast

Holdings,

Inc

56,282‌

14,957

Miller

Industries,

Inc

1,016,179‌

37,927

Moog,

Inc

(Class

A)

7,437,485‌

110,682

(a)

MRC

Global,

Inc

1,602,675‌

149,900

Mueller

Industries,

Inc

10,633,906‌

210,862

Mueller

Water

Products,

Inc

(Class

A)

4,360,626‌

22,527

(a)

MYR

Group,

Inc

3,164,593‌

6,945

National

Presto

Industries,

Inc

531,084‌

28,744

(a),(b)

Net

Power,

Inc

274,793‌

156,867

(a)

NEXTracker,

Inc

7,708,444‌

26,731

(a),(b)

Nikola

Corp

240,044‌

62,006

(a),(b)

NN,

Inc

243,064‌

13,656

(a)

Northwest

Pipe

Co

520,976‌

105,420

(a)

NuScale

Power

Corp

1,077,392‌

4,550

Omega

Flex,

Inc

239,239‌

41,404

(a)

Orion

Marine

Group,

Inc

339,927‌

27,268

Park

Aerospace

Corp

365,664‌

159

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CAPITAL

GOODS—continued

10,937

Park-Ohio

Holdings

Corp

$

341,453‌

858,029

(a),(b)

Plug

Power,

Inc

2,119,332‌

12,693

Powell

Industries,

Inc

2,330,816‌

3,385

Preformed

Line

Products

Co

466,690‌

72,399

Primoris

Services

Corp

4,088,372‌

33,921

(a)

Proto

Labs,

Inc

1,181,129‌

59,599

Quanex

Building

Products

Corp

1,990,607‌

30,308

(a)

Redwire

Corp

214,581‌

197,998

(a)

Resideo

Technologies,

Inc

4,498,515‌

69,545

REV

Group,

Inc

2,029,323‌

472,117

(a),(b)

Rocket

Lab

USA,

Inc

2,473,893‌

10,640

Rush

Enterprises,

Inc

503,059‌

82,569

Rush

Enterprises,

Inc

(Class

A)

4,211,845‌

172,581

(a),(b)

SES

AI

Corp

212,275‌

233,111

(a)

Shoals

Technologies

Group,

Inc

1,515,221‌

46,436

Shyft

Group,

Inc

778,732‌

13,098

(a)

Southland

Holdings,

Inc

51,082‌

60,418

(a)

SPX

Technologies,

Inc

8,914,072‌

15,450

Standex

International

Corp

2,886,060‌

199,739

(a),(b)

Stem,

Inc

243,682‌

40,164

(a)

Sterling

Construction

Co,

Inc

4,673,483‌

76,905

(a),(b)

SunPower

Corp

65,638‌

290,549

(a),(b)

Sunrun,

Inc

5,093,324‌

3,212

(a),(b)

Taylor

Devices,

Inc

164,968‌

30,479

Tecnoglass,

Inc

1,640,075‌

25,733

Tennant

Co

2,771,187‌

88,518

Terex

Corp

5,599,649‌

209,353

(a),(b)

Terran

Orbital

Corp

150,671‌

45,098

(a)

Thermon

Group

Holdings,

Inc

1,479,665‌

68,648

(a)

Titan

International,

Inc

584,881‌

25,486

(a)

Titan

Machinery,

Inc

454,415‌

43,078

(a),(b)

TPI

Composites,

Inc

183,512‌

11,701

(a)

Transcat,

Inc

1,348,423‌

110,914

Trinity

Industries,

Inc

3,666,817‌

86,691

(a)

Triumph

Group,

Inc

1,420,865‌

57,548

(a)

Tutor

Perini

Corp

1,432,370‌

15,002

Twin

Disc,

Inc

216,329‌

81,435

UFP

Industries,

Inc

10,743,720‌

13,610

(a)

Ultralife

Corp

163,048‌

16,620

(a)

V2X,

Inc

866,401‌

29,475

(a)

Vicor

Corp

1,241,192‌

22,414

(a)

Virgin

Galactic

Holdings,

Inc

159,364‌

14,200

(a)

VirTra,

Inc

124,534‌

62,328

Wabash

National

Corp

1,339,429‌

36,617

Watts

Water

Technologies,

Inc

(Class

A)

7,598,760‌

3,320

Willis

Lease

Finance

Corp

286,450‌

57,141

(a),(b)

Xometry,

Inc

835,973‌

194,129

Zurn

Elkay

Water

Solutions

Corp

6,301,427‌

TOTAL

CAPITAL

GOODS

421,006,722‌

COMMERCIAL

&

PROFESSIONAL

SERVICES

-

4

.3

%

85,672

ABM

Industries,

Inc

4,759,936‌

124,948

ACCO

Brands

Corp

638,484‌

200,819

(a)

ACV

Auctions,

Inc

3,429,988‌

644,156

(a)

Alight,

Inc

4,876,261‌

36,067

Aris

Water

Solution,

Inc

638,747‌

61,071

(a)

ASGN,

Inc

5,781,592‌

1,141,633

(a),(b)

Aurora

Innovation,

Inc

4,566,532‌

34,560

Barrett

Business

Services,

Inc

1,259,366‌

162,423

(a)

BlackSky

Technology,

Inc

181,914‌

55,968

(a)

BrightView

Holdings,

Inc

805,380‌

59,914

Brink's

Co

6,589,941‌

76,554

(a)

Casella

Waste

Systems,

Inc

(Class

A)

7,927,932‌

Nuveen

Small

Cap

Blend

Index

Fund

July

31,

2024

160

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

COMMERCIAL

&

PROFESSIONAL

SERVICES—continued

64,879

(a)

CBIZ,

Inc

$

4,502,603‌

39,690

(a)

CECO

Environmental

Corp

1,158,948‌

24,531

(a)

Cimpress

plc

2,238,944‌

1,670

Compx

International,

Inc

42,819‌

239,412

(a)

Conduent,

Inc

976,801‌

147,987

(a)

CoreCivic,

Inc

2,062,939‌

9,209

CRA

International,

Inc

1,609,733‌

38,720

CSG

Systems

International,

Inc

1,813,645‌

59,366

Deluxe

Corp

1,447,343‌

10,947

(a)

DLH

Holdings

Corp

126,657‌

81,058

(a)

Driven

Brands

Holdings,

Inc

1,089,420‌

33,898

Ennis,

Inc

808,128‌

211,611

(a)

ExlService

Holdings,

Inc

7,461,404‌

68,519

Exponent,

Inc

7,268,496‌

65,916

First

Advantage

Corp

1,135,074‌

80,965

(a),(b)

FiscalNote

Holdings,

Inc

123,876‌

15,725

(a)

Forrester

Research,

Inc

317,488‌

15,776

(a)

Franklin

Covey

Co

689,569‌

168,529

(a)

GEO

Group,

Inc

2,443,670‌

106,622

(a)

Harsco

Corp

1,260,272‌

99,048

(a)

Healthcare

Services

Group

1,132,119‌

27,521

Heidrick

&

Struggles

International,

Inc

1,104,693‌

96,267

Herman

Miller,

Inc

2,986,202‌

7,182

HireQuest,

Inc

96,598‌

63,728

HNI

Corp

3,501,854‌

23,929

(a)

Huron

Consulting

Group,

Inc

2,632,429‌

25,274

ICF

International,

Inc

3,717,805‌

34,234

(a)

Innodata,

Inc

662,428‌

48,712

Insperity,

Inc

5,003,697‌

77,869

Interface,

Inc

1,345,576‌

40,981

Kelly

Services,

Inc

(Class

A)

964,283‌

24,542

Kforce,

Inc

1,704,933‌

70,235

Korn/Ferry

International

5,177,724‌

151,051

(a)

LanzaTech

Global,

Inc

273,402‌

186,796

(a)

Legalzoom.com,

Inc

1,247,797‌

27,926

(a)

Liquidity

Services,

Inc

627,497‌

39,687

Matthews

International

Corp

(Class

A)

1,148,939‌

81,506

MAXIMUS,

Inc

7,571,092‌

27,337

(a)

Mistras

Group,

Inc

273,370‌

43,160

(a)

Montrose

Environmental

Group,

Inc

1,376,372‌

9,268

NL

Industries,

Inc

59,223‌

19,296

(a)

NV5

Global,

Inc

1,990,189‌

145,215

(a)

OPENLANE,

Inc

2,596,444‌

91,816

(a)

Performant

Financial

Corp

340,637‌

16,895

(a),(b)

Perma-Fix

Environmental

Services,

Inc

214,398‌

216,075

Pitney

Bowes,

Inc

1,426,095‌

227,968

(a),(b)

Planet

Labs

PBC

579,039‌

44,823

Quad

Graphics,

Inc

204,841‌

23,022

(a)

Quest

Resource

Holding

Corp

194,306‌

13,233

(a)

Red

Violet,

Inc

340,882‌

43,962

Resources

Connection,

Inc

524,467‌

30,243

(a),(b)

Spire

Global,

Inc

421,587‌

125,358

Steelcase,

Inc

(Class

A)

1,816,437‌

44,666

(a)

Sterling

Check

Corp

700,363‌

43,117

TriNet

Group,

Inc

4,494,947‌

41,004

(a)

TrueBlue,

Inc

489,998‌

27,064

TTEC

Holdings,

Inc

215,971‌

20,355

Unifirst

Corp

3,959,862‌

166,466

(a)

Upwork,

Inc

2,017,568‌

222,157

(a)

Verra

Mobility

Corp

6,693,590‌

27,586

(a)

Viad

Corp

917,234‌

13,996

Virco

Mfg.

Corp

246,330‌

18,496

VSE

Corp

1,645,959‌

161

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

COMMERCIAL

&

PROFESSIONAL

SERVICES—continued

16,227

(a)

Willdan

Group,

Inc

$

549,771‌

62,825

(a)

WNS

Holdings

Ltd

3,743,113‌

TOTAL

COMMERCIAL

&

PROFESSIONAL

SERVICES

158,965,963‌

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

-

2

.5

%

36,380

(a)

1-800-FLOWERS.COM,

Inc

(Class

A)

376,897‌

33,826

(a)

1stdibs.com,

Inc

154,923‌

44,172

Aaron's

Co,

Inc

441,720‌

67,667

(a)

Abercrombie

&

Fitch

Co

(Class

A)

9,979,529‌

97,962

Academy

Sports

&

Outdoors,

Inc

5,296,805‌

242,297

American

Eagle

Outfitters,

Inc

5,342,649‌

8,391

(a)

America's

Car-Mart,

Inc

581,077‌

69,529

(b)

Arhaus,

Inc

1,056,145‌

112,475

Arko

Corp

736,711‌

27,092

(a)

Asbury

Automotive

Group,

Inc

7,293,708‌

157,351

(a),(b)

BARK,

Inc

243,894‌

39,311

(a)

Boot

Barn

Holdings,

Inc

5,247,232‌

41,564

Buckle,

Inc

1,795,149‌

17,777

Build-A-Bear

Workshop,

Inc

482,112‌

46,161

Caleres,

Inc

1,779,968‌

57,652

Camping

World

Holdings,

Inc

1,319,078‌

10,691

(a),(b)

Citi

Trends,

Inc

209,651‌

59,076

Designer

Brands,

Inc

482,060‌

72,031

(a)

Destination

XL

Group,

Inc

268,676‌

138,619

(a),(b)

EVgo,

Inc

532,297‌

113,116

Foot

Locker,

Inc

3,287,151‌

44,369

(a)

Funko,

Inc

443,246‌

15,097

(a)

Genesco,

Inc

465,441‌

31,833

(a),(b)

GigaCloud

Technology,

Inc

936,845‌

17,627

Group

1

Automotive,

Inc

6,446,546‌

31,047

(a),(b)

Groupon,

Inc

413,546‌

80,682

(a)

GrowGeneration

Corp

186,375‌

20,154

Haverty

Furniture

Cos,

Inc

589,908‌

6,255

J

Jill,

Inc

240,505‌

19,032

(a)

Lands'

End,

Inc

336,676‌

237,582

(a)

Leslie's,

Inc

700,867‌

28,757

(a)

MarineMax,

Inc

1,002,757‌

38,889

Monro

Muffler,

Inc

1,198,559‌

101,662

(a)

National

Vision

Holdings,

Inc

1,470,033‌

48,183

(a)

ODP

Corp

2,035,732‌

16,656

(a),(b)

OneWater

Marine,

Inc

411,070‌

58,083

(a)

Overstock.com,

Inc

656,338‌

112,399

(a)

Petco

Health

&

Wellness

Co,

Inc

388,901‌

132,866

(a),(b)

RealReal,

Inc

496,919‌

51,193

(a),(b)

Revolve

Group,

Inc

990,585‌

21,664

(a)

RumbleON,

Inc

89,256‌

146,601

(a)

Sally

Beauty

Holdings,

Inc

1,678,581‌

30,011

(a),(b)

Savers

Value

Village,

Inc

305,812‌

24,101

Shoe

Carnival,

Inc

1,023,569‌

57,893

Signet

Jewelers

Ltd

4,870,538‌

28,674

(a)

Sleep

Number

Corp

338,353‌

19,772

Sonic

Automotive,

Inc

(Class

A)

1,177,225‌

116,501

(a)

Stitch

Fix,

Inc

548,720‌

98,951

(a)

ThredUp,

Inc

207,797‌

24,764

(a)

Tile

Shop

Holdings,

Inc

178,796‌

30,285

(a)

Tilly's,

Inc

177,470‌

18,215

(a),(b)

Torrid

Holdings,

Inc

151,184‌

72,841

Upbound

Group,

Inc

2,748,291‌

86,754

(a)

Urban

Outfitters,

Inc

3,995,022‌

106,403

(a)

Victoria's

Secret

&

Co

1,888,653‌

118,213

(a)

Warby

Parker,

Inc

1,946,968‌

8,228

Weyco

Group,

Inc

286,417‌

3,944

Winmark

Corp

1,560,404‌

Nuveen

Small

Cap

Blend

Index

Fund

July

31,

2024

162

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL—continued

21,845

(a)

Zumiez,

Inc

$

555,300‌

TOTAL

CONSUMER

DISCRETIONARY

DISTRIBUTION

&

RETAIL

90,046,637‌

CONSUMER

DURABLES

&

APPAREL

-

3

.3

%

38,904

Acushnet

Holdings

Corp

2,823,652‌

122,313

(a),(b)

AMMO,

Inc

222,610‌

39,684

(a)

Beazer

Homes

USA,

Inc

1,336,160‌

191,931

(a)

Callaway

Golf

Co

3,166,862‌

11,364

(a)

Cavco

Industries,

Inc

4,711,742‌

38,454

Century

Communities,

Inc

4,026,518‌

39,006

Clarus

Corp

235,596‌

64,659

(b)

Cricut,

Inc

401,532‌

38,076

(a)

Dream

Finders

Homes,

Inc

1,201,298‌

13,002

Escalade,

Inc

193,470‌

30,328

Ethan

Allen

Interiors,

Inc

936,225‌

6,192

Flexsteel

Industries,

Inc

234,986‌

54,988

(a)

G-III

Apparel

Group

Ltd

1,516,019‌

172,014

(a)

GoPro,

Inc

261,461‌

42,614

(a)

Green

Brick

Partners,

Inc

3,117,214‌

11,420

Hamilton

Beach

Brands

Holding

Co

223,033‌

478,911

(a)

Hanesbrands,

Inc

2,844,731‌

32,252

(a)

Helen

of

Troy

Ltd

1,906,416‌

13,365

Hooker

Furniture

Corp

204,084‌

6,484

(a)

Hovnanian

Enterprises,

Inc

1,360,927‌

32,106

Installed

Building

Products,

Inc

8,679,857‌

38,143

(a),(b)

iRobot

Corp

449,706‌

9,347

(a)

JAKKS

Pacific,

Inc

196,661‌

7,378

Johnson

Outdoors,

Inc

312,827‌

89,900

KB

Home

7,738,592‌

73,867

Kontoor

Brands,

Inc

5,181,770‌

27,788

(a)

Landsea

Homes

Corp

338,458‌

58,833

(a)

Latham

Group,

Inc

214,152‌

58,178

La-Z-Boy,

Inc

2,567,977‌

15,075

(a)

Legacy

Housing

Corp

429,336‌

28,415

(a)

LGI

Homes,

Inc

3,269,714‌

16,644

(a)

Lifetime

Brands,

Inc

143,804‌

18,991

(a)

Lovesac

Co

519,594‌

36,643

(a)

M/I

Homes,

Inc

6,113,152‌

27,910

(a)

Malibu

Boats,

Inc

1,061,696‌

11,799

Marine

Products

Corp

124,951‌

23,720

(a)

MasterCraft

Boat

Holdings,

Inc

518,994‌

48,723

Meritage

Homes

Corp

9,884,435‌

20,686

Movado

Group,

Inc

535,767‌

19,605

Oxford

Industries,

Inc

2,064,995‌

459,503

(a),(b)

Peloton

Interactive,

Inc

1,635,831‌

77,557

(a),(b)

Purple

Innovation,

Inc

107,029‌

8,350

Rocky

Brands,

Inc

286,238‌

71,479

(a)

Skyline

Champion

Corp

5,826,253‌

61,498

Smith

&

Wesson

Brands,

Inc

1,017,792‌

30,224

(a),(b)

Solo

Brands,

Inc

72,235‌

167,217

(a)

Sonos,

Inc

2,257,430‌

98,071

Steven

Madden

Ltd

4,446,539‌

22,085

Sturm

Ruger

&

Co,

Inc

996,254‌

17,465

Superior

Uniform

Group,

Inc

347,903‌

138,949

(a)

Taylor

Morrison

Home

Corp

9,320,699‌

56,696

(a)

Traeger,

Inc

138,338‌

126,492

(a)

Tri

Pointe

Homes,

Inc

5,723,763‌

7,006

(a)

United

Homes

Group,

Inc

43,507‌

32,725

(a)

Vera

Bradley,

Inc

225,148‌

78,944

(a)

Vista

Outdoor,

Inc

3,207,495‌

120,855

(a)

Vizio

Holding

Corp

1,326,988‌

107,580

Wolverine

World

Wide,

Inc

1,599,715‌

TOTAL

CONSUMER

DURABLES

&

APPAREL

119,850,131‌

163

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CONSUMER

SERVICES

-

2

.6

%

69,969

(a)

Accel

Entertainment,

Inc

$

853,622‌

52,946

(a)

Adtalem

Global

Education,

Inc

4,151,496‌

21,169

(a)

American

Public

Education,

Inc

422,533‌

35,177

(a)

BALLY'S

CORP

606,100‌

914

(a)

Biglari

Holdings,

Inc

(B

Shares)

183,485‌

25,492

(a)

BJ's

Restaurants,

Inc

805,037‌

106,294

Bloomin'

Brands,

Inc

2,216,230‌

59,730

(a)

Brinker

International,

Inc

3,990,561‌

18,194

Carriage

Services,

Inc

583,300‌

65,131

Cheesecake

Factory

2,532,945‌

154,312

(a)

Chegg,

Inc

526,204‌

24,200

(a)

Chuy's

Holdings,

Inc

897,578‌

186,242

(a)

Coursera,

Inc

1,732,051‌

29,751

(b)

Cracker

Barrel

Old

Country

Store,

Inc

1,363,488‌

44,231

(a)

Dave

&

Buster's

Entertainment,

Inc

1,663,528‌

69,612

(a)

Denny's

Corp

512,344‌

83,145

(a)

Despegar.com

Corp

966,145‌

21,123

Dine

Brands

Global

Inc.

757,048‌

34,449

(a)

El

Pollo

Loco

Holdings,

Inc

415,455‌

3,992

(a),(c)

Empire

Resorts,

Inc

40‌

45,139

(a)

European

Wax

Center,

Inc

423,855‌

111,166

(a)

Everi

Holdings,

Inc

1,430,706‌

40,689

(a),(b)

First

Watch

Restaurant

Group,

Inc

662,010‌

106,324

(a)

Frontdoor,

Inc

4,195,545‌

41,544

(a)

Full

House

Resorts,

Inc

233,893‌

169,740

(a)

Global

Business

Travel

Group

I

1,140,653‌

26,672

Golden

Entertainment,

Inc

891,645‌

4,480

Graham

Holdings

Co

3,471,328‌

99,290

(a)

Hilton

Grand

Vacations,

Inc

4,290,321‌

31,386

(a)

Inspired

Entertainment,

Inc

289,693‌

154,004

International

Game

Technology

plc

3,614,474‌

26,413

Jack

in

the

Box,

Inc

1,569,989‌

115,489

Krispy

Kreme,

Inc

1,227,648‌

7,827

(a),(b)

Kura

Sushi

USA,

Inc

449,974‌

181,270

Laureate

Education,

Inc

2,809,685‌

79,574

(a)

Life

Time

Group

Holdings,

Inc

1,652,752‌

30,587

(a)

Lincoln

Educational

Services

Corp

431,583‌

47,271

(a)

Lindblad

Expeditions

Holdings,

Inc

407,003‌

126,336

(a)

Mister

Car

Wash,

Inc

960,154‌

17,150

Monarch

Casino

&

Resort,

Inc

1,342,502‌

61,478

(a)

Mondee

Holdings,

Inc

183,819‌

3,470

Nathan's

Famous,

Inc

260,424‌

70,999

(a),(b)

Nerdy,

Inc

122,828‌

30,594

(a)

ONE

Group

Hospitality,

Inc

155,112‌

135,832

(a)

OneSpaWorld

Holdings

Ltd

2,185,537‌

45,001

Papa

John's

International,

Inc

1,990,394‌

88,567

Perdoceo

Education

Corp

2,195,576‌

52,966

(a)

PlayAGS,

Inc

606,461‌

72,338

(a)

Portillo's,

Inc

749,422‌

34,790

(a)

Potbelly

Corp

253,967‌

11,650

RCI

Hospitality

Holdings,

Inc

576,442‌

66,531

Red

Rock

Resorts,

Inc

3,792,267‌

103,107

(a)

Rush

Street

Interactive,

Inc

1,032,101‌

510,899

(a)

Sabre

Corp

1,752,384‌

48,237

(a)

SeaWorld

Entertainment,

Inc

2,539,678‌

51,524

(a)

Shake

Shack,

Inc

4,514,533‌

55,483

Six

Flags

Entertainment

Corp

2,642,655‌

29,726

Strategic

Education,

Inc

3,133,120‌

57,727

(a)

Stride,

Inc

4,386,097‌

201,982

Super

Group

SGHC

Ltd

773,591‌

129,867

(a)

Sweetgreen,

Inc

3,568,745‌

39,028

(a)

Target

Hospitality

Corp

365,302‌

129,189

(a)

Udemy,

Inc

1,193,706‌

Nuveen

Small

Cap

Blend

Index

Fund

July

31,

2024

164

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CONSUMER

SERVICES—continued

53,232

(a)

Universal

Technical

Institute,

Inc

$

1,008,214‌

32,389

(a)

Xponential

Fitness,

Inc

556,119‌

TOTAL

CONSUMER

SERVICES

97,213,097‌

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

-

0

.7

%

44,198

Andersons,

Inc

2,410,117‌

46,080

(a)

Chefs'

Warehouse,

Inc

1,916,467‌

51,841

(a)

HF

Foods

Group,

Inc

206,846‌

19,465

Ingles

Markets,

Inc

(Class

A)

1,577,638‌

12,852

Natural

Grocers

by

Vitamin

Cottage,

Inc

350,603‌

33,989

Pricesmart,

Inc

3,104,215‌

47,147

SpartanNash

Co

995,745‌

135,541

(a)

Sprouts

Farmers

Market,

Inc

13,539,190‌

78,946

(a)

United

Natural

Foods,

Inc

1,223,663‌

11,469

Village

Super

Market

(Class

A)

363,338‌

21,359

Weis

Markets,

Inc

1,611,536‌

TOTAL

CONSUMER

STAPLES

DISTRIBUTION

&

RETAIL

27,299,358‌

ENERGY

-

6

.0

%

49,234

(a),(b)

Aemetis,

Inc

158,041‌

49,857

(a)

Amplify

Energy

Corp

374,426‌

209,422

Archrock,

Inc

4,341,318‌

55,514

Ardmore

Shipping

Corp

1,203,544‌

91,985

Atlas

Energy

Solutions,

Inc

1,953,761‌

96,397

Berry

Corp

661,283‌

321,514

(b)

Borr

Drilling

Ltd

2,202,371‌

33,164

(a)

Bristow

Group,

Inc

1,258,574‌

88,804

Cactus,

Inc

5,605,308‌

93,634

California

Resources

Corp

4,816,533‌

19,081

(a)

Centrus

Energy

Corp

833,649‌

255,649

ChampionX

Corp

8,758,535‌

211,719

(a)

Clean

Energy

Fuels

Corp

603,399‌

198,659

(a)

CNX

Resources

Corp

5,258,504‌

125,215

(b)

Comstock

Resources,

Inc

1,185,786‌

39,329

CONSOL

Energy,

Inc

3,925,427‌

63,121

(b)

Core

Laboratories,

Inc

1,545,833‌

219,224

Crescent

Energy

Co

2,681,111‌

46,287

CVR

Energy,

Inc

1,323,808‌

84,387

Delek

US

Holdings,

Inc

2,006,723‌

182,829

DHT

Holdings,

Inc

2,148,241‌

138,745

(a)

Diamond

Offshore

Drilling,

Inc

2,278,193‌

63,487

(a)

Diversified

Energy

Co

plc

1,044,361‌

22,625

(a)

DMC

Global,

Inc

305,438‌

46,932

Dorian

LPG

Ltd

1,917,642‌

12,113

(a)

Drilling

Tools

International

Corp

69,286‌

45,388

(a)

Dril-Quip,

Inc

786,120‌

14,077

(a),(b)

Empire

Petroleum

Corp

77,001‌

241,021

(a)

Encore

Energy

Corp

939,982‌

213,166

(a),(b)

Energy

Fuels,

Inc

1,212,915‌

42,535

Evolution

Petroleum

Corp

239,047‌

25,892

Excelerate

Energy,

Inc

521,206‌

128,299

(a)

Expro

Group

Holdings

NV

2,979,103‌

41,325

FLEX

LNG

Ltd

1,111,642‌

13,082

(a)

Forum

Energy

Technologies,

Inc

241,363‌

16,684

(a)

Geospace

Technologies

Corp

155,662‌

134,237

Golar

LNG

Ltd

4,684,871‌

71,165

Granite

Ridge

Resources,

Inc

487,480‌

86,315

(a)

Green

Plains,

Inc

1,530,365‌

16,915

(a)

Gulfport

Energy

Operating

Corp

2,490,057‌

30,364

(a)

Hallador

Energy

Co

241,697‌

195,328

(a)

Helix

Energy

Solutions

Group,

Inc

2,304,870‌

131,263

Helmerich

&

Payne,

Inc

5,305,650‌

16,274

(b)

HighPeak

Energy,

Inc

273,566‌

54,763

International

Seaways,

Inc

3,066,728‌

165

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

ENERGY—continued

51,878

Kinetik

Holdings,

Inc

$

2,151,899‌

27,113

Kodiak

Gas

Services,

Inc

782,210‌

634,908

(a)

Kosmos

Energy

Ltd

3,511,041‌

219,038

Liberty

Energy,

Inc

5,289,768‌

235,425

Magnolia

Oil

&

Gas

Corp

6,412,977‌

31,375

(a)

Mammoth

Energy

Services,

Inc

126,128‌

194,469

Murphy

Oil

Corp

8,047,127‌

12,281

(a)

Nabors

Industries

Ltd

1,262,855‌

5,622

Nacco

Industries,

Inc

(Class

A)

169,278‌

14,217

(a)

Natural

Gas

Services

Group,

Inc

289,458‌

111,638

(a)

Newpark

Resources,

Inc

922,130‌

156,724

(a)

NextDecade

Corp

1,271,032‌

152,983

Noble

Corp

plc

7,223,857‌

270,472

Nordic

American

Tankers

Ltd

1,008,861‌

134,750

Northern

Oil

and

Gas,

Inc

5,819,853‌

136,906

(a)

Oceaneering

International,

Inc

4,109,918‌

85,619

(a)

Oil

States

International,

Inc

489,741‌

77,494

(a)

Par

Pacific

Holdings,

Inc

2,057,466‌

541,631

Patterson-UTI

Energy,

Inc

5,952,525‌

139,748

PBF

Energy,

Inc

5,694,731‌

173,544

Peabody

Energy

Corp

3,854,412‌

927

(a)

PrimeEnergy

Corp

109,497‌

22,596

(a),(b)

ProFrac

Holding

Corp

209,917‌

129,228

(a)

ProPetro

Holding

Corp

1,239,297‌

21,926

Ranger

Energy

Services,

Inc

284,380‌

21,837

(a)

Rex

American

Resources

Corp

1,109,538‌

15,325

Riley

Exploration

Permian,

Inc

448,869‌

196,488

(a),(b)

Ring

Energy,

Inc

387,081‌

111,463

RPC,

Inc

832,629‌

68,493

(a),(b)

Sable

Offshore

Corp

1,152,052‌

43,233

SandRidge

Energy,

Inc

587,536‌

62,216

Scorpio

Tankers,

Inc

4,770,723‌

32,964

(a)

SEACOR

Marine

Holdings,

Inc

456,881‌

99,009

(a)

Seadrill

Ltd

5,446,485‌

123,295

Select

Water

Solutions,

Inc

1,457,347‌

152,242

SFL

Corp

Ltd

1,802,545‌

112,105

Sitio

Royalties

Corp

2,729,757‌

153,018

SM

Energy

Co

7,069,432‌

33,904

Solaris

Oilfield

Infrastructure,

Inc

445,838‌

200,571

(a)

Talos

Energy,

Inc

2,374,761‌

76,964

(a)

Teekay

Corp

667,278‌

32,525

Teekay

Tankers

Ltd

2,128,436‌

157,128

(a)

Tetra

Technologies,

Inc

586,087‌

65,099

(a)

Tidewater,

Inc

6,442,197‌

989,083

(a)

Transocean

Ltd

5,726,791‌

533,405

(a),(b)

Uranium

Energy

Corp

3,163,092‌

370,639

(a),(b)

Ur-Energy,

Inc

459,592‌

102,997

(a)

US

Silica

Holdings,

Inc

1,595,424‌

141,101

Vaalco

Energy,

Inc

1,010,283‌

83,840

(a)

Valaris

Ltd

6,588,986‌

5,797

(a),(b)

Verde

Clean

Fuels,

Inc

25,275‌

38,727

(a)

Vital

Energy,

Inc

1,688,884‌

33,898

Vitesse

Energy,

Inc

879,992‌

125,971

(b)

W&T

Offshore,

Inc

303,590‌

79,488

World

Fuel

Services

Corp

2,220,100‌

TOTAL

ENERGY

219,958,259‌

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

-

5

.3

%

136,884

Acadia

Realty

Trust

2,962,170‌

97,745

Alexander

&

Baldwin,

Inc

1,926,554‌

2,877

Alexander's,

Inc

697,097‌

17,127

Alpine

Income

Property

Trust,

Inc

297,496‌

65,435

American

Assets

Trust,

Inc

1,735,336‌

Nuveen

Small

Cap

Blend

Index

Fund

July

31,

2024

166

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)—continued

87,959

American

Healthcare

REIT,

Inc

$

1,402,066‌

187,867

(a)

Apartment

Investment

and

Management

Co

1,664,502‌

301,732

Apple

Hospitality

REIT,

Inc

4,462,616‌

85,020

Armada

Hoffler

Properties,

Inc

1,010,038‌

95,713

Braemar

Hotels

&

Resorts,

Inc

339,781‌

236,646

Brandywine

Realty

Trust

1,192,696‌

255,393

Broadstone

Net

Lease,

Inc

4,446,392‌

16,093

BRT

Apartments

Corp

301,583‌

180,287

CareTrust

REIT,

Inc

4,860,537‌

32,453

CBL

&

Associates

Properties,

Inc

836,314‌

20,178

Centerspace

1,409,030‌

58,471

Chatham

Lodging

Trust

513,960‌

54,938

City

Office

REIT,

Inc

332,375‌

13,183

Clipper

Realty,

Inc

51,941‌

36,253

Community

Healthcare

Trust,

Inc

788,865‌

152,867

Corporate

Office

Properties

Trust

4,428,557‌

29,377

CTO

Realty

Growth,

Inc

589,596‌

284,288

DiamondRock

Hospitality

Co

2,339,690‌

279,271

Diversified

Healthcare

Trust

932,765‌

218,932

Douglas

Emmett,

Inc

3,522,616‌

126,672

Easterly

Government

Properties,

Inc

1,764,541‌

180,702

Empire

State

Realty

Trust,

Inc

1,946,161‌

137,915

(a)

Equity

Commonwealth

2,809,329‌

234,328

Essential

Properties

Realty

Trust,

Inc

6,933,765‌

60,384

Farmland

Partners,

Inc

641,278‌

124,095

Four

Corners

Property

Trust,

Inc

3,367,938‌

129,529

Franklin

Street

Properties

Corp

225,380‌

66,840

Getty

Realty

Corp

1,979,801‌

53,876

Gladstone

Commercial

Corp

810,834‌

44,632

Gladstone

Land

Corp

662,785‌

83,263

Global

Medical

REIT,

Inc

795,162‌

271,468

Global

Net

Lease,

Inc

2,361,772‌

188,383

Hudson

Pacific

Properties,

Inc

1,128,414‌

300,980

Independence

Realty

Trust,

Inc

5,613,277‌

87,881

Industrial

Logistics

Properties

Trust

451,708‌

38,216

Innovative

Industrial

Properties,

Inc

4,693,307‌

92,405

InvenTrust

Properties

Corp

2,603,049‌

122,766

JBG

SMITH

Properties

2,007,224‌

290,445

Kite

Realty

Group

Trust

7,162,374‌

394,241

Lexington

Realty

Trust

4,060,682‌

58,311

LTC

Properties,

Inc

2,082,286‌

294,053

Macerich

Co

4,707,788‌

106,908

Mack-Cali

Realty

Corp

1,679,525‌

56,749

National

Health

Investors,

Inc

4,248,230‌

20,076

NET

Lease

Office

Properties

592,443‌

99,482

NETSTREIT

Corp

1,638,469‌

44,929

NexPoint

Diversified

Real

Estate

Trust

284,401‌

30,782

NexPoint

Residential

Trust,

Inc

1,344,866‌

21,738

One

Liberty

Properties,

Inc

573,666‌

77,925

Orion

Office

REIT,

Inc

315,596‌

200,864

Outfront

Media,

Inc

3,258,014‌

254,434

Paramount

Group,

Inc

1,333,234‌

49,445

Peakstone

Realty

Trust

671,463‌

158,549

Pebblebrook

Hotel

Trust

2,170,536‌

163,589

Phillips

Edison

&

Co,

Inc

5,741,974‌

171,598

Piedmont

Office

Realty

Trust,

Inc

1,484,323‌

56,344

Plymouth

Industrial

REIT,

Inc

1,347,748‌

24,650

Postal

Realty

Trust,

Inc

368,764‌

107,654

PotlatchDeltic

Corp

4,775,531‌

168,195

Retail

Opportunity

Investments

Corp

2,514,515‌

205,605

RLJ

Lodging

Trust

1,940,911‌

78,564

Ryman

Hospitality

Properties,

Inc

7,896,468‌

307,530

Sabra

Health

Care

REIT,

Inc

4,991,212‌

167

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)—continued

69,964

Safehold,

Inc

$

1,618,967‌

13,508

Saul

Centers,

Inc

534,241‌

223,128

Service

Properties

Trust

1,265,136‌

257,450

SITE

Centers

Corp

3,977,602‌

88,551

SL

Green

Realty

Corp

5,901,039‌

17,982

(a)

Star

Holdings

241,858‌

7,238

(b)

Strawberry

Fields

REIT,

Inc

83,020‌

138,486

Summit

Hotel

Properties,

Inc

878,001‌

275,208

Sunstone

Hotel

Investors,

Inc

2,851,155‌

144,554

Tanger

Factory

Outlet

Centers,

Inc

4,177,611‌

127,978

Terreno

Realty

Corp

8,754,975‌

86,518

UMH

Properties,

Inc

1,536,560‌

322,414

Uniti

Group,

Inc

1,238,070‌

17,424

Universal

Health

Realty

Income

Trust

744,876‌

162,237

Urban

Edge

Properties

3,293,411‌

119,129

Washington

REIT

1,960,863‌

62,723

Whitestone

REIT

865,577‌

140,219

Xenia

Hotels

&

Resorts,

Inc

1,946,240‌

TOTAL

EQUITY

REAL

ESTATE

INVESTMENT

TRUSTS

(REITS)

192,894,519‌

FINANCIAL

SERVICES

-

6

.2

%

51,959

(a)

Acacia

Research

(Acacia

Technologies)

277,981‌

22,327

AFC

Gamma,

Inc

200,273‌

37,607

AG.

Mortgage

Investment

Trust,

Inc

290,326‌

24,063

Alerus

Financial

Corp

540,214‌

45,450

(a)

AlTi

Global,

Inc

222,705‌

23,569

(b)

A-Mark

Precious

Metals,

Inc

905,992‌

18,385

Angel

Oak

Mortgage

REIT,

Inc

231,651‌

187,042

Apollo

Commercial

Real

Estate

Finance,

Inc

2,038,758‌

249,551

Arbor

Realty

Trust,

Inc

3,368,939‌

68,600

Ares

Commercial

Real

Estate

Corp

530,278‌

66,241

ARMOUR

Residential

REIT,

Inc

1,338,068‌

85,372

Artisan

Partners

Asset

Management,

Inc

3,770,028‌

30,872

(a)

AssetMark

Financial

Holdings,

Inc

1,065,084‌

6,149

(a)

Atlanticus

Holdings

Corp

219,950‌

235,518

(a)

AvidXchange

Holdings,

Inc

2,105,531‌

26,819

(b)

B

Riley

Financial,

Inc

514,925‌

36,857

Banco

Latinoamericano

de

Exportaciones

S.A.

(Class

E)

1,191,587‌

490,326

BGC

Group,

Inc

4,515,902‌

235,034

Blackstone

Mortgage

Trust,

Inc

4,195,357‌

67,348

Bread

Financial

Holdings,

Inc

3,675,854‌

37,243

Brightsphere

Investment

Group,

Inc

975,394‌

174,785

BrightSpire

Capital,

Inc

1,001,518‌

271,746

Burford

Capital

Ltd

3,834,336‌

75,868

Cannae

Holdings,

Inc

1,525,705‌

78,493

(a)

Cantaloupe,

Inc

611,460‌

17,461

Cass

Information

Systems,

Inc

749,775‌

20,932

Chicago

Atlantic

Real

Estate

Finance,

Inc

334,493‌

108,877

Chimera

Investment

Corp

1,590,693‌

116,554

Claros

Mortgage

Trust,

Inc

1,108,429‌

37,237

(b)

Cohen

&

Steers,

Inc

3,195,679‌

90,169

Compass

Diversified

Trust

2,169,466‌

13,986

(a)

Consumer

Portfolio

Services,

Inc

132,308‌

3,880

Diamond

Hill

Investment

Group,

Inc

617,774‌

35,434

(a)

Donnelley

Financial

Solutions,

Inc

2,391,086‌

85,840

Dynex

Capital,

Inc

1,044,673‌

111,420

Ellington

Financial,

Inc

1,413,920‌

39,280

Enact

Holdings,

Inc

1,336,698‌

31,275

(a)

Encore

Capital

Group,

Inc

1,580,951‌

36,083

(a)

Enova

International,

Inc

3,120,097‌

139,646

Essent

Group

Ltd

8,775,355‌

85,781

EVERTEC,

Inc

2,956,871‌

Nuveen

Small

Cap

Blend

Index

Fund

July

31,

2024

168

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

FINANCIAL

SERVICES—continued

12,214

Federal

Agricultural

Mortgage

Corp

(FAMC)

$

2,518,771‌

52,054

FirstCash

Holdings,

Inc

5,809,226‌

163,788

(a)

Flywire

Corp

2,998,958‌

151,090

(a),(b)

Forge

Global

Holdings,

Inc

219,081‌

110,680

Franklin

BSP

Realty

Trust,

Inc

1,531,811‌

55,324

GCM

Grosvenor,

Inc

615,756‌

75,993

Granite

Point

Mortgage

Trust,

Inc

226,459‌

71,377

(a)

Green

Dot

Corp

682,364‌

51,329

Hamilton

Lane,

Inc

7,410,368‌

149,366

Hannon

Armstrong

Sustainable

Infrastructure

Capital,

Inc

4,894,724‌

32,706

(a)

I3

Verticals,

Inc

801,624‌

43,507

(a)

International

Money

Express,

Inc

966,290‌

63,899

Invesco

Mortgage

Capital,

Inc

580,203‌

102,870

Jackson

Financial,

Inc

9,058,732‌

80,286

KKR

Real

Estate

Finance

Trust,

Inc

921,683‌

152,373

Ladder

Capital

Corp

1,828,476‌

148,229

(a)

LendingClub

Corp

1,854,345‌

12,882

(a)

LendingTree,

Inc

685,580‌

42,753

MarketWise,

Inc

48,738‌

632,804

(a)

Marqeta,

Inc

3,410,814‌

24,450

(a)

Medallion

Financial

Corp

202,691‌

23,122

Merchants

Bancorp

1,040,490‌

137,756

MFA

Financial,

Inc

1,541,490‌

94,205

Moelis

&

Co

6,405,940‌

11,525

(a)

Moneylion,

Inc

794,303‌

85,285

(a)

Mr

Cooper

Group,

Inc

7,665,416‌

108,541

Navient

Corp

1,781,158‌

97,906

(a)

NCR

Corp

ATM

3,147,678‌

19,574

Nelnet,

Inc

(Class

A)

2,206,186‌

52,464

(a)

NerdWallet,

Inc

767,548‌

113,687

New

York

Mortgage

Trust,

Inc

736,692‌

30,932

NewtekOne,

Inc

432,739‌

11,334

Nexpoint

Real

Estate

Finance,

Inc

163,550‌

107,462

(a)

NMI

Holdings,

Inc

4,228,630‌

8,575

(a)

Ocwen

Financial

Corp

250,647‌

138,168

(a)

Open

Lending

Corp

870,458‌

19,207

OppFi,

Inc

74,139‌

71,476

Orchid

Island

Capital,

Inc

574,667‌

57,144

P10,

Inc

569,726‌

248,509

(a)

Pagseguro

Digital

Ltd

3,175,945‌

72,267

Patria

Investments

Ltd

940,194‌

384,096

(a)

Payoneer

Global,

Inc

2,124,051‌

42,771

(a)

Paysafe

Ltd

897,763‌

43,694

(a)

Paysign

Inc

232,889‌

35,194

PennyMac

Financial

Services,

Inc

3,453,235‌

114,025

PennyMac

Mortgage

Investment

Trust

1,570,124‌

71,120

Perella

Weinberg

Partners

1,344,168‌

23,082

Piper

Jaffray

Cos

6,307,849‌

32,014

PJT

Partners,

Inc

4,255,941‌

52,853

(a)

PRA

Group,

Inc

1,408,532‌

25,156

(a)

Priority

Technology

Holdings

Inc

149,175‌

58,298

PROG

Holdings,

Inc

2,626,908‌

202,238

Radian

Group,

Inc

7,503,030‌

212,565

Ready

Capital

Corp

1,972,603‌

172,173

Redwood

Trust,

Inc

1,251,698‌

11,335

Regional

Management

Corp

370,655‌

196,803

(a)

Remitly

Global,

Inc

2,599,768‌

122,440

(a)

Repay

Holdings

Corp

1,177,873‌

16,624

Seven

Hills

Realty

Trust

222,595‌

3,195

(a),(b)

Sezzle,

Inc

279,435‌

13,835

Silvercrest

Asset

Management

Group,

Inc

245,295‌

72,708

StepStone

Group,

Inc

3,654,304‌

169

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

FINANCIAL

SERVICES—continued

380,648

(a)

StoneCo

Ltd

$

4,994,102‌

37,104

(a)

StoneX

Group,

Inc

3,092,247‌

7,442

(a)

Sunrise

Realty

Trust,

Inc

89,304‌

4,871

(a)

SWK

Holdings

Corp

85,778‌

85,106

TPG

RE

Finance

Trust,

Inc

743,826‌

140,303

Two

Harbors

Investment

Corp

1,889,881‌

100,780

(a),(b)

Upstart

Holdings,

Inc

2,814,785‌

1,276

(b)

Value

Line,

Inc

60,291‌

13,428

(a)

Velocity

Financial,

Inc

254,192‌

55,690

Victory

Capital

Holdings,

Inc

2,917,599‌

9,115

Virtus

Investment

Partners,

Inc

2,059,990‌

43,566

Walker

&

Dunlop,

Inc

4,657,205‌

25,565

Waterstone

Financial,

Inc

381,430‌

184,169

WisdomTree,

Inc

2,198,978‌

5,301

(a)

World

Acceptance

Corp

647,358‌

TOTAL

FINANCIAL

SERVICES

226,835,231‌

FOOD,

BEVERAGE

&

TOBACCO

-

1

.4

%

8,749

Alico,

Inc

257,658‌

104,703

B&G

Foods,

Inc

(Class

A)

902,540‌

79,731

(a),(b)

Beyond

Meat,

Inc

500,711‌

70,323

(a)

BRC,

Inc

401,544‌

22,401

Calavo

Growers,

Inc

532,920‌

55,570

Cal-Maine

Foods,

Inc

3,977,145‌

100,851

Dole

plc

1,497,637‌

70,114

(a)

Duckhorn

Portfolio,

Inc

509,028‌

6,332

(a),(b)

Forafric

Global

plc

74,274‌

44,645

Fresh

Del

Monte

Produce,

Inc

1,118,357‌

121,403

(a)

Hain

Celestial

Group,

Inc

939,659‌

23,066

(a)

Ispire

Technology,

Inc

176,224‌

20,638

J&J

Snack

Foods

Corp

3,481,631‌

11,667

John

B

Sanfilippo

&

Son,

Inc

1,223,518‌

25,950

Lancaster

Colony

Corp

5,009,907‌

28,837

(a),(b)

Landec

Corp

182,538‌

5,951

(a)

Lifeway

Foods,

Inc

73,376‌

23,415

Limoneira

Co

516,067‌

44,117

(a)

MamaMancini's

Holdings,

Inc

336,171‌

19,072

MGP

Ingredients,

Inc

1,555,322‌

66,355

(a)

Mission

Produce,

Inc

745,830‌

31,715

National

Beverage

Corp

1,547,375‌

213,688

Primo

Water

Corp

4,686,178‌

5,612

(a)

Seneca

Foods

Corp

338,628‌

123,597

(a)

Simply

Good

Foods

Co

4,192,410‌

129,933

(a)

SunOpta,

Inc

688,645‌

66,363

(a)

TreeHouse

Foods,

Inc

2,673,102‌

22,190

Turning

Point

Brands,

Inc

837,007‌

31,232

Universal

Corp

1,668,413‌

87,552

Utz

Brands,

Inc

1,299,272‌

194,102

Vector

Group

Ltd

2,480,623‌

53,165

(a)

Vita

Coco

Co,

Inc

1,373,784‌

44,173

(a)

Vital

Farms,

Inc

1,611,873‌

45,145

(a),(b)

Westrock

Coffee

Co

446,935‌

43,299

(a),(b)

Whole

Earth

Brands,

Inc

210,866‌

88,933

WK

Kellogg

Co

1,565,221‌

TOTAL

FOOD,

BEVERAGE

&

TOBACCO

49,632,389‌

HEALTH

CARE

EQUIPMENT

&

SERVICES

-

6

.4

%

100,495

(a)

Accolade,

Inc

412,029‌

125,546

(a)

Accuray,

Inc

231,005‌

137,928

(a)

AdaptHealth

Corp

1,566,862‌

20,910

(a)

Addus

HomeCare

Corp

2,537,638‌

418,554

(a)

agilon

health,

Inc

2,883,837‌

17,003

(a)

AirSculpt

Technologies,

Inc

84,505‌

135,782

(a)

Alignment

Healthcare,

Inc

1,186,735‌

Nuveen

Small

Cap

Blend

Index

Fund

July

31,

2024

170

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES—continued

139,210

(a)

Alphatec

Holdings,

Inc

$

1,406,021‌

50,396

(a)

AMN

Healthcare

Services,

Inc

3,407,778‌

51,827

(a)

Angiodynamics,

Inc

406,324‌

58,376

(a)

Apollo

Medical

Holdings,

Inc

3,062,405‌

62,786

(a)

AtriCure,

Inc

1,354,294‌

1,897

Atrion

Corp

869,395‌

62,533

(a)

Avanos

Medical,

Inc

1,495,789‌

60,420

(a)

Aveanna

Healthcare

Holdings,

Inc

254,368‌

54,514

(a)

Axogen,

Inc

478,633‌

67,659

(a)

Axonics,

Inc

4,633,288‌

50,773

(a)

Bioventus,

Inc

355,919‌

70,765

(a)

BrightSpring

Health

Services,

Inc

876,778‌

259,537

(a)

Brookdale

Senior

Living,

Inc

2,006,221‌

33,263

(a)

Castle

Biosciences,

Inc

802,636‌

237,114

(a)

Cerus

Corp

535,878‌

160,384

(a)

Community

Health

Systems,

Inc

843,620‌

41,870

Conmed

Corp

2,890,705‌

12,016

(a)

Corvel

Corp

3,686,509‌

46,184

(a)

Cross

Country

Healthcare,

Inc

842,396‌

53,750

(a)

CryoLife,

Inc

1,459,313‌

15,323

(a),(b)

CVRx,

Inc

131,012‌

71,723

(a)

Definitive

Healthcare

Corp

279,720‌

136,849

(a)

DocGo,

Inc

496,762‌

78,647

Embecta

Corp

1,232,398‌

68,394

(a)

Enhabit,

Inc

700,355‌

74,501

Ensign

Group,

Inc

10,486,016‌

156,633

(a)

Evolent

Health,

Inc

3,652,682‌

171,182

(a)

Figs,

Inc

1,112,683‌

27,932

(a)

Fulgent

Genetics,

Inc

668,413‌

16,490

(a)

GeneDx

Holdings

Corp

539,553‌

65,589

(a)

Glaukos

Corp

7,685,063‌

160,172

(a)

Guardant

Health,

Inc

5,626,842‌

66,944

(a)

Haemonetics

Corp

6,028,307‌

76,936

(a)

Health

Catalyst,

Inc

567,018‌

113,535

(a)

HealthEquity,

Inc

8,910,227‌

33,035

HealthStream,

Inc

981,470‌

252,646

(a)

Hims

&

Hers

Health,

Inc

5,366,201‌

29,082

(a)

ICU

Medical,

Inc

3,692,832‌

71,828

(a)

Inari

Medical,

Inc

3,344,312‌

25,023

(a)

InfuSystem

Holdings,

Inc

172,659‌

107,787

(a)

Inmode

Ltd

1,953,100‌

21,483

(a)

Innovage

Holding

Corp

134,913‌

32,057

(a)

Inogen,

Inc

296,527‌

44,354

(a)

Integer

Holdings

Corp

5,267,481‌

93,063

(a)

Integra

LifeSciences

Holdings

Corp

2,308,893‌

9,882

iRadimed

Corp

461,588‌

42,424

(a)

iRhythm

Technologies,

Inc

3,659,070‌

20,600

(a)

Joint

Corp

297,052‌

91,468

(a)

Lantheus

Holdings,

Inc

9,588,590‌

27,474

LeMaitre

Vascular,

Inc

2,387,216‌

161,434

(a),(b)

LifeStance

Health

Group,

Inc

889,501‌

74,002

(a)

LivaNova

plc

3,655,699‌

76,460

(a)

Merit

Medical

Systems,

Inc

6,521,273‌

13,635

(a)

ModivCare,

Inc

311,151‌

73,732

(a),(b)

Nano-X

Imaging

Ltd

635,570‌

16,920

National

Healthcare

Corp

2,303,827‌

19,429

National

Research

Corp

495,245‌

289,582

(a)

Neogen

Corp

4,931,581‌

173,075

(a)

NeoGenomics,

Inc

3,068,620‌

18,420

(a)

NeuroPace,

Inc

142,387‌

47,225

(a)

Nevro

Corp

468,944‌

144,635

(a)

Novocure

Ltd

3,293,339‌

61,880

(a)

Omnicell,

Inc

1,807,515‌

171

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

HEALTH

CARE

EQUIPMENT

&

SERVICES—continued

479,282

(a),(b)

Opko

Health,

Inc

$

680,580‌

21,914

(a)

OptimizeRx

Corp

239,082‌

233,019

(a)

Option

Care

Health,

Inc

6,918,334‌

99,167

(a)

OraSure

Technologies,

Inc

444,268‌

31,439

(a),(b)

Orchestra

BioMed

Holdings,

Inc

232,020‌

47,704

(a)

Orthofix

Medical,

Inc

767,080‌

20,885

(a)

OrthoPediatrics

Corp

642,840‌

102,149

(a)

Owens

&

Minor,

Inc

1,677,287‌

33,669

(a)

PACS

Group,

Inc

1,205,350‌

61,370

(a),(b)

Paragon

28,

Inc

478,072‌

109,032

Patterson

Cos,

Inc

2,753,058‌

112,512

(a)

Pediatrix

Medical

Group,

Inc

938,350‌

39,068

(a)

Pennant

Group,

Inc

1,164,617‌

36,462

(a)

PetIQ,

Inc

797,789‌

68,121

(a)

Phreesia,

Inc

1,699,619‌

141,545

(a)

Privia

Health

Group,

Inc

2,935,643‌

57,460

(a)

PROCEPT

BioRobotics

Corp

3,638,367‌

114,609

(a)

Progyny,

Inc

3,231,974‌

47,757

(a)

Pulmonx

Corp

330,001‌

22,441

(a),(b)

Pulse

Biosciences,

Inc

335,717‌

55,552

(a)

Quipt

Home

Medical

Corp

214,431‌

89,655

(a)

RadNet,

Inc

5,356,886‌

46,156

(a)

RxSight,

Inc

2,112,560‌

5,089

(a)

Sanara

Medtech,

Inc

162,288‌

75,478

(a)

Schrodinger,

Inc

1,681,650‌

144,869

Select

Medical

Holdings

Corp

5,759,991‌

6,429

(a)

Semler

Scientific,

Inc

213,121‌

54,102

(a)

SI-BONE,

Inc

822,350‌

47,520

(a)

Sight

Sciences,

Inc

369,706‌

51,255

(a)

Silk

Road

Medical,

Inc

1,384,398‌

20,907

Simulations

Plus,

Inc

853,842‌

4,594

(a),(b)

Sonida

Senior

Living,

Inc

148,340‌

67,135

(a)

STAAR

Surgical

Co

2,769,319‌

73,990

(a)

Stereotaxis,

Inc

147,980‌

104,141

(a)

Surgery

Partners,

Inc

3,161,721‌

19,020

(a)

SurModics,

Inc

787,428‌

31,396

(a)

Tactile

Systems

Technology,

Inc

400,927‌

166,117

(a)

Talkspace,

Inc

333,895‌

87,899

(a)

Tandem

Diabetes

Care,

Inc

3,250,505‌

230,797

(a)

Teladoc

Health,

Inc

2,176,416‌

42,844

(a)

TransMedics

Group,

Inc

6,094,987‌

61,173

(a)

Treace

Medical

Concepts,

Inc

442,281‌

9,851

(a)

UFP

Technologies,

Inc

3,167,983‌

19,725

US

Physical

Therapy,

Inc

1,923,188‌

4,768

Utah

Medical

Products,

Inc

331,853‌

53,665

(a)

Varex

Imaging

Corp

793,705‌

47,009

(a)

Viemed

Healthcare,

Inc

338,935‌

34,878

(a)

Zimvie,

Inc

737,321‌

18,760

(a),(b)

Zynex,

Inc

168,840‌

TOTAL

HEALTH

CARE

EQUIPMENT

&

SERVICES

234,341,383‌

HOUSEHOLD

&

PERSONAL

PRODUCTS

-

0

.6

%

43,730

(a),(b)

Beauty

Health

Co

80,901‌

12,941

(a)

Central

Garden

&

Pet

Co

515,570‌

70,620

(a)

Central

Garden

and

Pet

Co

(Class

A)

2,426,503‌

66,675

Edgewell

Personal

Care

Co

2,610,326‌

97,757

Energizer

Holdings,

Inc

3,009,938‌

131,960

(a)

Herbalife

Ltd

1,620,469‌

108,394

(a)

Honest

Co,

Inc

404,310‌

24,733

Inter

Parfums,

Inc

3,479,438‌

46,916

(a)

LifeMD,

Inc

334,511‌

14,608

(b)

Medifast,

Inc

320,353‌

18,571

(a)

Nature's

Sunshine

Products,

Inc

317,750‌

Nuveen

Small

Cap

Blend

Index

Fund

July

31,

2024

172

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

HOUSEHOLD

&

PERSONAL

PRODUCTS—continued

67,415

Nu

Skin

Enterprises,

Inc

(Class

A)

$

756,396‌

6,480

Oil-Dri

Corp

of

America

421,848‌

187,132

(a)

Olaplex

Holdings,

Inc

389,235‌

14,485

(a)

USANA

Health

Sciences,

Inc

646,031‌

178,557

(a)

Veru,

Inc

167,165‌

31,500

(a)

Waldencast

plc

98,910‌

18,494

WD-40

Co

4,838,215‌

TOTAL

HOUSEHOLD

&

PERSONAL

PRODUCTS

22,437,869‌

INSURANCE

-

1

.8

%

59,995

(a)

AMBAC

Financial

Group,

Inc

791,334‌

24,817

Amerisafe,

Inc

1,178,311‌

89,333

(a)

BRP

Group,

Inc

3,907,425‌

144,434

CNO

Financial

Group,

Inc

5,034,969‌

15,196

Crawford

&

Co

148,769‌

19,550

Donegal

Group,

Inc

(Class

A)

287,971‌

33,826

Employers

Holdings,

Inc

1,623,986‌

16,856

(a)

Enstar

Group

Ltd

5,468,086‌

24,912

F&G

Annuities

&

Life,

Inc

1,074,455‌

61,955

Fidelis

Insurance

Holdings

Ltd

1,102,179‌

587,696

(a)

Genworth

Financial,

Inc

(Class

A)

3,978,702‌

5,436

(a)

GoHealth,

Inc

71,320‌

31,789

(a)

Goosehead

Insurance,

Inc

2,870,229‌

36,216

(a)

Greenlight

Capital

Re

Ltd

(Class

A)

499,781‌

22,237

(a)

Hamilton

Insurance

Group

Ltd

387,591‌

11,002

(b)

HCI

Group,

Inc

1,037,049‌

30,842

Heritage

Insurance

Holdings,

Inc

246,428‌

26,705

(a),(b)

Hippo

Holdings,

Inc

473,747‌

54,712

Horace

Mann

Educators

Corp

1,891,394‌

1,606

Investors

Title

Co

341,821‌

39,977

James

River

Group

Holdings

Ltd

345,401‌

15,529

(a),(b)

Kingsway

Financial

Services,

Inc

131,686‌

69,511

(a),(b)

Lemonade,

Inc

1,253,283‌

115,265

(a)

Maiden

Holdings

Ltd

243,209‌

62,428

MBIA,

Inc

274,683‌

36,239

Mercury

General

Corp

2,169,629‌

11,769

(a)

NI

Holdings,

Inc

193,247‌

257,643

(a)

Oscar

Health,

Inc

4,555,128‌

33,212

(a)

Palomar

Holdings,

Inc

3,055,836‌

73,221

(a)

ProAssurance

Corp

959,195‌

11,716

(a)

Root,

Inc

705,655‌

19,845

Safety

Insurance

Group,

Inc

1,697,740‌

81,421

Selective

Insurance

Group,

Inc

7,353,945‌

185,776

(a)

Selectquote,

Inc

759,824‌

133,359

(a)

SiriusPoint

Ltd

1,916,369‌

50,355

(a)

Skyward

Specialty

Insurance

Group,

Inc

1,992,547‌

36,665

Stewart

Information

Services

Corp

2,592,216‌

33,806

Tiptree,

Inc

667,669‌

45,323

(a),(b)

Trupanion,

Inc

1,679,670‌

28,478

United

Fire

Group,

Inc

638,192‌

32,738

(a)

United

Insurance

Holdings

Corp

399,731‌

32,896

Universal

Insurance

Holdings,

Inc

651,670‌

TOTAL

INSURANCE

66,652,072‌

MATERIALS

-

4

.6

%

33,406

(a)

Advanced

Emissions

Solutions,

Inc

218,475‌

35,671

AdvanSix,

Inc

997,718‌

14,783

Alpha

Metallurgical

Resources,

Inc

4,367,046‌

38,046

American

Vanguard

Corp

366,002‌

1,470,717

(a),(b)

Arcadium

Lithium

plc

4,676,880‌

23,823

Arch

Resources,

Inc

3,491,261‌

195,791

Ardagh

Metal

Packaging

S.A.

720,511‌

53,535

(a)

ASP

Isotopes,

Inc

141,868‌

79,148

(a)

Aspen

Aerogels,

Inc

1,615,411‌

173

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

MATERIALS—continued

119,815

Avient

Corp

$

5,420,431‌

43,205

Balchem

Corp

7,667,159‌

72,313

Cabot

Corp

7,252,271‌

22,143

Caledonia

Mining

Corp

plc

259,073‌

63,627

Carpenter

Technology

Corp

9,281,270‌

71,478

(a)

Century

Aluminum

Co

1,080,033‌

21,917

(a)

Clearwater

Paper

Corp

1,215,736‌

536,234

(a)

Coeur

Mining,

Inc

3,480,159‌

155,047

Commercial

Metals

Co

9,318,325‌

46,667

Compass

Minerals

International,

Inc

620,671‌

175,526

(a)

Constellium

SE

3,126,118‌

10,622

(a),(b)

Contango

ORE,

Inc

242,713‌

10,158

(a)

Core

Molding

Technologies,

Inc

187,415‌

9,649

(a)

Critical

Metals

Corp

97,262‌

71,181

(a)

Dakota

Gold

Corp

169,411‌

125,548

(a),(b)

Danimer

Scientific,

Inc

48,989‌

156,739

(a)

Ecovyst,

Inc

1,495,290‌

35,238

FutureFuel

Corp

196,980‌

33,727

Greif,

Inc

(Class

A)

2,248,916‌

6,392

Greif,

Inc

(Class

B)

451,723‌

72,958

H.B.

Fuller

Co

6,288,980‌

26,167

Hawkins,

Inc

2,718,751‌

17,007

Haynes

International,

Inc

1,012,767‌

778,421

Hecla

Mining

Co

4,499,273‌

347,639

(a),(b)

i-80

Gold

Corp

365,021‌

49,392

(a)

Ingevity

Corp

2,266,599‌

33,750

Innospec,

Inc

4,425,975‌

15,133

(a)

Intrepid

Potash,

Inc

394,820‌

113,270

(a),(b)

Ivanhoe

Electric,

Inc

1,123,638‌

21,644

Kaiser

Aluminum

Corp

1,703,166‌

75,741

(a)

Knife

River

Corp

6,022,924‌

27,522

Koppers

Holdings,

Inc

1,120,421‌

30,976

Kronos

Worldwide,

Inc

370,473‌

49,406

(a)

Lifezone

Metals

Ltd

389,813‌

73,197

(a)

LSB

Industries,

Inc

666,825‌

26,949

Materion

Corp

3,245,468‌

72,828

(a)

Metals

Acquisition

Ltd

939,481‌

43,470

Minerals

Technologies,

Inc

3,407,179‌

49,769

Myers

Industries,

Inc

741,558‌

10,495

Northern

Technologies

International

Corp

138,219‌

330,419

(a)

Novagold

Resources,

Inc

1,579,403‌

209,864

(a)

O-I

Glass,

Inc

2,803,783‌

14,875

Olympic

Steel,

Inc

753,865‌

77,828

Orion

S.A.

1,916,125‌

54,537

Pactiv

Evergreen,

Inc

716,616‌

188,567

(a)

Perimeter

Solutions

S.A.

1,827,214‌

51,867

(a),(b)

Perpetua

Resources

Corp

352,177‌

24,661

(a),(b)

Piedmont

Lithium,

Inc

247,103‌

167,331

(a),(b)

PureCycle

Technologies,

Inc

1,290,122‌

18,954

Quaker

Chemical

Corp

3,441,478‌

6,249

Ramaco

Resources,

Inc

73,051‌

31,252

Ramaco

Resources,

Inc

425,027‌

59,396

(a)

Ranpak

Holdings

Corp

428,839‌

83,699

(a)

Rayonier

Advanced

Materials,

Inc

556,598‌

39,225

Ryerson

Holding

Corp

933,163‌

34,222

Schnitzer

Steel

Industries,

Inc

(Class

A)

620,103‌

73,697

Schweitzer-Mauduit

International,

Inc

1,406,876‌

57,148

Sensient

Technologies

Corp

4,460,401‌

6,070

(a)

Smith-Midland

Corp

210,750‌

273,628

SSR

Mining,

Inc

1,524,108‌

28,624

Stepan

Co

2,422,449‌

161,591

(a)

Summit

Materials,

Inc

6,751,272‌

115,874

SunCoke

Energy,

Inc

1,355,726‌

Nuveen

Small

Cap

Blend

Index

Fund

July

31,

2024

174

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

MATERIALS—continued

47,738

Sylvamo

Corp

$

3,518,768‌

57,564

(a)

TimkenSteel

Corp

1,290,585‌

45,315

Tredegar

Corp

258,749‌

54,601

Trimas

Corp

1,342,093‌

160,880

Tronox

Holdings

plc

2,599,821‌

14,270

United

States

Lime

&

Minerals,

Inc

1,213,663‌

11,644

(a)

Universal

Stainless

&

Alloy

436,883‌

3,773

Valhi,

Inc

79,610‌

70,332

Warrior

Met

Coal,

Inc

4,860,644‌

42,619

Worthington

Industries,

Inc

2,127,114‌

44,003

Worthington

Steel,

Inc

1,754,400‌

TOTAL

MATERIALS

167,875,047‌

MEDIA

&

ENTERTAINMENT

-

1

.8

%

143,211

(a)

Advantage

Solutions,

Inc

574,276‌

377,173

(a)

AMC

Entertainment

Holdings,

Inc

2,002,789‌

43,573

(a)

AMC

Networks,

Inc

484,967‌

12,450

(a)

Atlanta

Braves

Holdings,

Inc

571,704‌

67,227

(a)

Atlanta

Braves

Holdings,

Inc

2,919,669‌

30,157

(a)

Boston

Omaha

Corp

443,308‌

130,807

(a)

Bumble,

Inc

1,221,737‌

7,605

(b)

Cable

One,

Inc

3,143,755‌

54,319

(a),(b)

Cardlytics,

Inc

450,304‌

118,836

(a)

Cargurus,

Inc

2,949,510‌

89,483

(a)

Cars.com,

Inc

1,845,139‌

149,480

(a)

Cinemark

Holdings,

Inc

3,524,738‌

452,701

(a)

Clear

Channel

Outdoor

Holdings,

Inc

751,484‌

1,849

(a)

Daily

Journal

Corp

860,894‌

19,910

(a),(b)

Emerald

Holding,

Inc

112,890‌

78,418

Entravision

Communications

Corp

(Class

A)

171,735‌

111,285

(a)

Eventbrite,

Inc

544,184‌

33,957

(a)

EverQuote,

Inc

885,938‌

69,850

(a)

EW

Scripps

Co

(Class

A)

262,636‌

382,380

(a),(b)

fuboTV,

Inc

558,275‌

18,540

(a)

Gambling.com

Group

Ltd

178,355‌

191,562

(a)

Gannett

Co,

Inc

940,569‌

135,943

(a),(b)

Getty

Images

Holdings,

Inc

517,943‌

26,520

(a),(b)

Golden

Matrix

Group,

Inc

59,140‌

116,164

Gray

Television,

Inc

746,935‌

36,062

(a)

Grindr,

Inc

419,401‌

10,206

(a)

Ibotta,

Inc

686,251‌

147,651

(a),(b)

iHeartMedia,

Inc

262,819‌

60,717

(a)

IMAX

Corp

1,281,129‌

142,711

(a),(b)

Innovid

Corp

302,547‌

97,131

(a)

Integral

Ad

Science

Holding

Corp

988,794‌

48,545

John

Wiley

&

Sons,

Inc

(Class

A)

2,318,024‌

78,321

(a),(b)

Lions

Gate

Entertainment

Corp

(Class

A)

718,204‌

159,743

(a)

Lions

Gate

Entertainment

Corp

(Class

B)

1,316,282‌

89,692

(a),(b)

LiveOne,

Inc

152,476‌

51,391

(a)

Madison

Square

Garden

Entertainment

Corp

2,029,431‌

165,282

(a)

Magnite,

Inc

2,403,200‌

33,377

Marcus

Corp

420,216‌

30,198

(a)

MediaAlpha,

Inc

443,005‌

95,492

(a)

National

CineMedia,

Inc

576,772‌

236,150

(a)

Nextdoor

Holdings,

Inc

670,666‌

55,980

(a)

Outbrain,

Inc

267,584‌

110,418

(a)

Playstudios,

Inc

239,607‌

54,478

(a)

PubMatic,

Inc

1,196,337‌

72,007

(a)

QuinStreet,

Inc

1,346,531‌

28,672

(a)

Reservoir

Media,

Inc

228,229‌

31,672

Scholastic

Corp

992,284‌

32,860

Shutterstock,

Inc

1,453,069‌

44,646

(b)

Sinclair,

Inc

686,655‌

175

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

MEDIA

&

ENTERTAINMENT—continued

35,816

(a)

Sphere

Entertainment

Co

$

1,593,096‌

121,578

(a)

Stagwell,

Inc

812,141‌

34,112

(a)

System1,

Inc

46,392‌

34,289

(a)

TechTarget,

Inc

1,097,248‌

237,201

TEGNA,

Inc

3,778,612‌

40,670

(a)

Thryv

Holdings,

Inc

792,252‌

15,132

Townsquare

Media,

Inc

182,795‌

129,623

(a)

TrueCar,

Inc

474,420‌

201,481

(a)

Vimeo,

Inc

809,954‌

97,832

(a),(b)

Vivid

Seats,

Inc

477,420‌

73,523

(a)

WideOpenWest,

Inc

400,700‌

88,024

(a)

Yelp,

Inc

3,206,714‌

61,499

(a)

Ziff

Davis,

Inc

2,944,572‌

96,597

(a)

ZipRecruiter,

Inc

884,829‌

TOTAL

MEDIA

&

ENTERTAINMENT

65,623,532‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

10

.7

%

68,049

(a),(b)

2seventy

bio,

Inc

321,191‌

67,650

(a)

4D

Molecular

Therapeutics,

Inc

1,199,434‌

103,282

(a)

89bio,

Inc

946,063‌

108,711

(a),(b)

Absci

Corp

478,328‌

162,465

(a)

Acadia

Pharmaceuticals,

Inc

3,090,084‌

94,925

(a),(b)

ACELYRIN,

Inc

569,550‌

46,668

(a),(b)

Achieve

Life

Sciences,

Inc

232,407‌

11,821

(a),(b)

Acrivon

Therapeutics,

Inc

99,060‌

35,556

(a)

Actinium

Pharmaceuticals,

Inc

246,048‌

56,664

(a)

Acumen

Pharmaceuticals,

Inc

186,991‌

107,119

(a)

Adagio

Therapeutics,

Inc

133,899‌

155,076

(a)

Adaptive

Biotechnologies

Corp

705,596‌

94,938

(a)

ADC

Therapeutics

S.A.

315,194‌

305,664

(a)

ADMA

Biologics,

Inc

3,753,554‌

28,229

(a)

Adverum

Biotechnologies,

Inc

209,459‌

15,387

(a)

Aerovate

Therapeutics,

Inc

28,004‌

3,303

(a),(b)

Agenus,

Inc

19,950‌

76,733

(a)

Agios

Pharmaceuticals,

Inc

3,560,411‌

282,396

(a),(b)

Akebia

Therapeutics,

Inc

389,706‌

92,040

(a)

Akero

Therapeutics,

Inc

2,460,229‌

33,158

(a),(b)

Akoya

Biosciences,

Inc

81,900‌

62,944

(a)

Aldeyra

Therapeutics,

Inc

247,999‌

109,634

(a)

Alector,

Inc

657,804‌

28,920

(a)

Alimera

Sciences,

Inc

160,795‌

228,761

(a)

Alkermes

plc

6,249,751‌

130,716

(a)

Allogene

Therapeutics,

Inc

384,305‌

96,540

(a),(b)

Altimmune,

Inc

613,994‌

11,929

(a),(b)

Alto

Neuroscience,

Inc

128,595‌

36,722

(a),(b)

ALX

Oncology

Holdings,

Inc

176,266‌

398,415

(a)

Amicus

Therapeutics,

Inc

4,107,659‌

215,749

(a)

Amneal

Pharmaceuticals,

Inc

1,581,440‌

52,188

(a)

Amphastar

Pharmaceuticals,

Inc

2,271,222‌

26,611

(a)

AnaptysBio,

Inc

927,127‌

98,638

(a),(b)

Anavex

Life

Sciences

Corp

670,245‌

25,059

(a)

ANI

Pharmaceuticals,

Inc

1,646,877‌

20,311

(a)

Anika

Therapeutics,

Inc

553,475‌

114,327

(a)

Annexon,

Inc

732,836‌

47,219

(a),(b)

Apogee

Therapeutics,

Inc

2,299,565‌

130,554

(a)

Applied

Therapeutics,

Inc

775,491‌

100,616

(a),(b)

Aquestive

Therapeutics,

Inc

386,365‌

189,039

(a),(b)

Arbutus

Biopharma

Corp

712,677‌

58,523

(a)

Arcellx,

Inc

3,617,307‌

31,233

(a)

Arcturus

Therapeutics

Holdings,

Inc

732,726‌

73,878

(a)

Arcus

Biosciences,

Inc

1,212,338‌

144,237

(a)

Arcutis

Biotherapeutics,

Inc

1,452,467‌

315,484

(a)

Ardelyx,

Inc

1,750,936‌

Nuveen

Small

Cap

Blend

Index

Fund

July

31,

2024

176

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES—continued

12,932

(a)

ArriVent

Biopharma,

Inc

$

283,211‌

162,117

(a)

Arrowhead

Pharmaceuticals,

Inc

4,630,062‌

66,848

(a)

ARS

Pharmaceuticals,

Inc

726,638‌

87,180

(a)

Arvinas,

Inc

2,398,322‌

55,991

(a)

Astria

Therapeutics,

Inc

653,975‌

105,147

(a)

Atea

Pharmaceuticals,

Inc

401,662‌

170,733

(a)

Atossa

Therapeutics,

Inc

230,490‌

62,773

(a)

Aura

Biosciences,

Inc

640,912‌

194,798

(a)

Aurinia

Pharmaceuticals,

Inc

1,145,412‌

125,446

(a)

Avadel

Pharmaceuticals

plc

2,049,788‌

83,065

(a)

Avid

Bioservices,

Inc

867,199‌

134,870

(a)

Avidity

Biosciences,

Inc

6,147,375‌

34,057

(a),(b)

Avita

Medical,

Inc

333,759‌

48,236

(a),(b)

Axsome

Therapeutics,

Inc

4,211,485‌

103,874

(a)

Beam

Therapeutics,

Inc

3,286,573‌

280,629

(a)

BioCryst

Pharmaceuticals,

Inc

2,042,979‌

101,941

(a)

Biohaven

Ltd

4,009,340‌

47,217

(a)

BioLife

Solutions,

Inc

1,134,152‌

37,547

(a),(b)

Biomea

Fusion,

Inc

209,137‌

36,459

(a)

Biote

Corp

289,120‌

50,392

(a)

Black

Diamond

Therapeutics,

Inc

306,887‌

251,271

(a),(b)

Bluebird

Bio,

Inc

291,474‌

84,585

(a)

Blueprint

Medicines

Corp

9,160,555‌

187,137

(a)

Bridgebio

Pharma,

Inc

4,856,205‌

79,561

(a),(b)

C4

Therapeutics,

Inc

533,059‌

58,462

(a)

Cabaletta

Bio,

Inc

415,080‌

26,951

(a),(b)

Candel

Therapeutics,

Inc

159,819‌

34,320

(a)

Capricor

Therapeutics,

Inc

139,339‌

53,116

(a),(b)

Cardiff

Oncology,

Inc

124,291‌

70,175

(a)

CareDx,

Inc

1,402,798‌

28,125

(a)

Cargo

Therapeutics,

Inc

478,969‌

111,659

(a)

Caribou

Biosciences,

Inc

259,049‌

55,106

(a),(b)

Cassava

Sciences,

Inc

1,224,455‌

9,472

(a),(b)

Catalyst

Biosciences,

Inc

137,060‌

157,887

(a)

Catalyst

Pharmaceuticals,

Inc

2,721,972‌

31,712

(a),(b)

Celcuity,

Inc

581,281‌

87,714

(a)

Celldex

Therapeutics,

Inc

3,342,781‌

62,039

(a)

Century

Therapeutics,

Inc

138,347‌

30,405

(a)

CG

oncology,

Inc

1,014,007‌

78,524

(a),(c)

Chinook

Therapeutics,

Inc

30,624‌

66,114

(a)

ChromaDex

Corp

197,681‌

20,234

(a)

Cibus,

Inc

200,114‌

89,565

(a)

Codexis,

Inc

320,643‌

124,494

(a)

Cogent

Biosciences,

Inc

1,173,978‌

95,056

(a),(b)

Coherus

Biosciences,

Inc

146,386‌

42,690

(a)

Collegium

Pharmaceutical,

Inc

1,646,553‌

124,245

(a)

Compass

Therapeutics,

Inc

127,972‌

9,388

(a)

Contineum

Therapeutics,

Inc

188,323‌

13,792

(a)

Corbus

Pharmaceuticals

Holdings,

Inc

820,210‌

109,677

(a)

Corcept

Therapeutics,

Inc

4,241,210‌

74,251

(a),(b)

CorMedix,

Inc

340,070‌

105,631

(a)

Crinetics

Pharmaceuticals,

Inc

5,611,119‌

59,106

(a)

CryoPort,

Inc

545,548‌

52,463

(a)

Cullinan

Oncology,

Inc

1,015,159‌

164,704

(a)

Cytek

Biosciences,

Inc

1,105,164‌

149,820

(a)

Cytokinetics,

Inc

8,840,878‌

72,605

(a)

Day

One

Biopharmaceuticals,

Inc

1,038,978‌

168,926

(a)

Denali

Therapeutics,

Inc

4,116,727‌

47,309

(a)

Design

Therapeutics,

Inc

241,276‌

7,309

(a)

Diffusion

Pharmaceuticals,

Inc

95,017‌

22,321

(a)

Disc

Medicine,

Inc

963,374‌

179,042

(a)

Dynavax

Technologies

Corp

2,003,480‌

107,095

(a)

Dyne

Therapeutics,

Inc

4,595,446‌

177

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES—continued

98,514

(a)

Edgewise

Therapeutics,

Inc

$

1,677,693‌

111,593

(a)

Editas

Medicine,

Inc

603,718‌

70,813

(a)

Elevation

Oncology,

Inc

186,238‌

9,862

(a)

Eliem

Therapeutics,

Inc

81,756‌

25,834

(a)

Enanta

Pharmaceuticals,

Inc

381,310‌

47,750

(a),(b)

Enliven

Therapeutics,

Inc

1,259,645‌

66,288

(a)

Enochian

Biosciences

Inc

48,390‌

33,481

(a)

Entrada

Therapeutics,

Inc

551,432‌

153,011

(a)

Erasca,

Inc

481,985‌

256,326

(a)

Esperion

Thereapeutics,

Inc

592,113‌

74,841

(a)

Evolus,

Inc

929,525‌

67,836

(a)

EyePoint

Pharmaceuticals,

Inc

670,220‌

136,284

(a)

Fate

Therapeutics,

Inc

726,394‌

24,461

(a),(b)

Fennec

Pharmaceuticals,

Inc

158,263‌

34,540

(a)

Fibrobiologics,

Inc

179,953‌

409,831

(a)

Fluidigm

Corp

918,021‌

28,008

(a),(b)

Foghorn

Therapeutics,

Inc

196,616‌

8,283

(a)

Frequency

Therapeutics,

Inc

385,656‌

84,097

(a)

Fulcrum

Therapeutics,

Inc

780,420‌

66,928

(a),(b)

G1

Therapeutics,

Inc

287,121‌

27,623

(a),(b)

Galectin

Therapeutics,

Inc

69,057‌

64,890

(a)

Generation

Bio

Co

216,733‌

781,838

(a)

Geron

Corp

3,705,912‌

8,122

(a),(b)

Greenwich

Lifesciences,

Inc

130,927‌

167,833

(a)

Halozyme

Therapeutics,

Inc

9,274,452‌

41,309

(a)

Harmony

Biosciences

Holdings,

Inc

1,398,723‌

39,598

(a),(b)

Harrow

Health,

Inc

1,020,836‌

52,517

(a)

Harvard

Bioscience,

Inc

168,054‌

159,504

(a),(b)

Heron

Therapeutics,

Inc

473,727‌

119,313

(a),(b)

Humacyte,

Inc

1,128,701‌

110,921

(a)

Ideaya

Biosciences,

Inc

4,775,149‌

15,873

(a),(b)

IGM

Biosciences,

Inc

177,143‌

192,396

(a),(b)

ImmunityBio,

Inc

990,839‌

69,741

(a),(b)

Immunome,

Inc

1,074,709‌

78,846

(a)

Immunovant,

Inc

2,292,053‌

10,986

(a)

Inhibrx

Biosciences,

Inc

159,407‌

43,946

(a),(c)

Inhibrx,

Inc

28,455‌

16,518

(a),(b)

Inmune

Bio,

Inc

141,890‌

74,548

(a)

Innoviva,

Inc

1,404,484‌

34,467

(a)

Inovio

Pharmaceuticals,

Inc

367,418‌

65,457

(a),(b)

Inozyme

Pharma,

Inc

379,651‌

208,965

(a)

Insmed,

Inc

15,202,204‌

131,008

(a)

Intellia

Therapeutics,

Inc

3,433,720‌

343,972

(a)

Iovance

Biotherapeutics,

Inc

3,002,876‌

183,812

(a)

Ironwood

Pharmaceuticals,

Inc

1,255,436‌

33,162

(a)

iTeos

Therapeutics,

Inc

583,320‌

38,067

(a)

Janux

Therapeutics,

Inc

1,545,520‌

15,363

(a)

Jasper

Therapeutics,

Inc

284,062‌

51,753

(a),(b)

KalVista

Pharmaceuticals,

Inc

752,489‌

40,012

(a)

Keros

Therapeutics,

Inc

2,007,002‌

50,664

(a)

Kiniksa

Pharmaceuticals

Ltd

1,347,662‌

46,566

(a)

Kodiak

Sciences,

Inc

135,507‌

33,158

(a)

Krystal

Biotech,

Inc

6,912,117‌

98,481

(a)

Kura

Oncology,

Inc

2,049,390‌

60,406

(a)

Kymera

Therapeutics,

Inc

2,790,757‌

22,848

(a),(b)

Kyverna

Therapeutics,

Inc

197,864‌

57,035

(a)

Larimar

Therapeutics,

Inc

478,524‌

17,058

(b)

LENZ

Therapeutics,

Inc

423,550‌

13,478

(a),(b)

Lexeo

Therapeutics,

Inc

169,149‌

126,230

(a),(b)

Lexicon

Pharmaceuticals,

Inc

284,017‌

23,070

(a)

Ligand

Pharmaceuticals,

Inc

(Class

B)

2,514,399‌

176,749

(a),(b)

Lineage

Cell

Therapeutics,

Inc

182,051‌

78,234

(a),(b)

Liquidia

Corp

933,332‌

Nuveen

Small

Cap

Blend

Index

Fund

July

31,

2024

178

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES—continued

43,882

(a)

Longboard

Pharmaceuticals,

Inc

$

1,458,638‌

242,546

(a),(b)

Lyell

Immunopharma,

Inc

390,499‌

82,092

(a)

MacroGenics,

Inc

308,666‌

23,459

(a)

Madrigal

Pharmaceuticals,

Inc

6,677,839‌

32,414

(a),(b)

Magenta

Therapeutics,

Inc

965,289‌

359,916

(a)

MannKind

Corp

2,073,116‌

150,024

(a)

Maravai

LifeSciences

Holdings,

Inc

1,459,734‌

141,895

(a),(b)

MaxCyte,

Inc

681,096‌

10,799

(a),(b)

MediWound

Ltd

207,665‌

44,655

(a)

MeiraGTx

Holdings

plc

233,546‌

123,339

(a)

Mersana

Therapeutics,

Inc

246,678‌

7,010

Mesa

Laboratories,

Inc

802,785‌

155,997

(a)

MiMedx

Group,

Inc

1,162,178‌

97,610

(a)

Mind

Medicine

MindMed,

Inc

903,869‌

38,707

(a)

Mineralys

Therapeutics,

Inc

479,580‌

53,276

(a)

Mirum

Pharmaceuticals,

Inc

2,160,342‌

41,302

(a),(b)

Monte

Rosa

Therapeutics,

Inc

186,685‌

54,098

(a)

Morphic

Holding,

Inc

3,065,193‌

121,384

(a)

Myriad

Genetics,

Inc

3,395,110‌

66,458

(a)

Nautilus

Biotechnology,

Inc

180,101‌

241,869

(a)

Nektar

Therapeutics

324,104‌

114,148

(a)

Neumora

Therapeutics,

Inc

1,467,943‌

13,965

(a),(b)

Neurogene,

Inc

574,520‌

71,802

(a)

Nkarta,

Inc

461,687‌

191,776

(a)

Novavax,

Inc

2,456,651‌

82,237

(a)

Nurix

Therapeutics,

Inc

1,799,346‌

43,368

(a)

Nuvalent,

Inc

3,466,838‌

243,289

(a)

Nuvation

Bio,

Inc

931,797‌

346,835

(a),(b)

Ocugen,

Inc

487,303‌

211,164

(a),(b)

Ocular

Therapeutix,

Inc

1,786,447‌

54,197

(a)

Olema

Pharmaceuticals,

Inc

875,824‌

75,965

(a),(b)

Omeros

Corp

409,451‌

7,972

(a),(c)

OmniAb

Operations,

Inc

80‌

7,972

(a),(c)

OmniAb

Operations,

Inc

80‌

126,229

(a)

OmniAb,

Inc

604,637‌

99,130

(a)

Organogenesis

Holdings,

Inc

299,373‌

83,554

(a),(b)

ORIC

Pharmaceuticals,

Inc

935,805‌

10,671

(a)

Outlook

Therapeutics,

Inc

82,700‌

82,414

(a)

Ovid

therapeutics,

Inc

85,711‌

270,184

(a),(b)

Pacific

Biosciences

of

California,

Inc

556,579‌

61,624

(a)

Pacira

BioSciences,

Inc

1,272,536‌

21,071

(a)

PepGen,

Inc

240,842‌

63,907

(a)

Perspective

Therapeutics,

Inc

869,135‌

41,651

(a),(b)

Phathom

Pharmaceuticals,

Inc

492,315‌

28,478

Phibro

Animal

Health

Corp

537,665‌

76,493

(a)

Pliant

Therapeutics,

Inc

1,094,615‌

93,312

(a)

Poseida

Therapeutics,

Inc

329,391‌

23,404

(a)

Praxis

Precision

Medicines,

Inc

1,350,645‌

185,473

(a),(b)

Precigen,

Inc

281,919‌

13,804

(a),(b)

Prelude

Therapeutics,

Inc

87,931‌

67,183

(a)

Prestige

Consumer

Healthcare,

Inc.

4,757,228‌

77,263

(a),(b)

Prime

Medicine,

Inc

433,445‌

85,451

(a),(b)

ProKidney

Corp

199,955‌

79,315

(a)

Protagonist

Therapeutics,

Inc

2,969,554‌

56,664

(a)

Prothena

Corp

plc

1,319,138‌

103,395

(a)

PTC

Therapeutics,

Inc

3,499,921‌

55,922

(a)

Puma

Biotechnology,

Inc

200,480‌

66,164

(a)

Pyxis

Oncology,

Inc

259,363‌

8,168

(a),(b)

Q32

Bio,

Inc

311,037‌

47,125

(a)

Quanterix

Corp

695,565‌

127,709

(a),(b)

Quantum-Si,

Inc

139,203‌

39,628

(a)

RAPT

Therapeutics,

Inc

124,432‌

280,798

(a),(b)

Recursion

Pharmaceuticals,

Inc

2,302,544‌

179

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES—continued

62,504

(a)

REGENXBIO,

Inc

$

890,682‌

85,602

(a)

Regulus

Therapeutics,

Inc

154,084‌

135,385

(a)

Relay

Therapeutics,

Inc

1,112,865‌

68,193

(a)

Replimune

Group,

Inc

681,930‌

119,788

(a),(b)

Revance

Therapeutics,

Inc

452,799‌

204,994

(a)

REVOLUTION

Medicines,

Inc

9,355,926‌

74,313

(a)

Rhythm

Pharmaceuticals,

Inc

3,582,630‌

9,971

(a)

Rigel

Pharmaceuticals,

Inc

105,493‌

89,391

(a)

Rocket

Pharmaceuticals,

Inc

2,163,262‌

71,611

(a)

Sage

Therapeutics,

Inc

784,140‌

179,583

(a),(b)

Sana

Biotechnology,

Inc

1,093,660‌

122,409

(a),(b)

Savara,

Inc

563,081‌

93,021

(a),(b)

Scholar

Rock

Holding

Corp

844,631‌

39,230

(a),(b)

scPharmaceuticals,

Inc

197,327‌

9,819

(a),(b)

Selecta

Biosciences,

Inc

160,050‌

37,417

(a)

Sera

Prognostics,

Inc

310,187‌

53,038

(a)

Shattuck

Labs,

Inc

211,091‌

62,653

SIGA

Technologies,

Inc

625,277‌

23,389

(a),(b)

Skye

Bioscience,

Inc

120,921‌

29,852

(a)

Soleno

Therapeutics,

Inc

1,439,762‌

30,501

(a)

Solid

Biosciences,

Inc

272,069‌

88,306

(a),(b),(c)

Sorrento

Therapeutics,

Inc

137,024‌

93,342

(a)

SpringWorks

Therapeutics,

Inc

3,351,911‌

46,995

(a),(b)

Spyre

Therapeutics,

Inc

1,292,362‌

48,362

(a)

Stoke

Therapeutics,

Inc

723,979‌

120,173

(a),(b)

Summit

Therapeutics,

Inc

1,297,868‌

68,085

(a)

Supernus

Pharmaceuticals,

Inc

2,030,295‌

111,073

(a)

Sutro

Biopharma,

Inc

440,960‌

111,559

(a)

Syndax

Pharmaceuticals,

Inc

2,532,389‌

64,790

(a)

Tango

Therapeutics,

Inc

638,181‌

49,885

(a)

Tarsus

Pharmaceuticals,

Inc

1,211,707‌

217,518

(a),(b)

Taysha

Gene

Therapies,

Inc

480,715‌

62,367

(a)

Tenaya

Therapeutics,

Inc

218,284‌

78,098

(a)

Terns

Pharmaceuticals,

Inc

605,260‌

184,682

(a)

TG

Therapeutics,

Inc

3,649,316‌

56,055

(a)

Theravance

Biopharma,

Inc

566,716‌

26,824

(a)

Third

Harmonic

Bio,

Inc

325,643‌

31,294

Tourmaline

Bio,

Inc

528,243‌

98,440

(a)

Travere

Therapeutics,

Inc

939,118‌

79,210

(a),(b)

Trevi

Therapeutics,

Inc

251,888‌

52,005

(a)

TScan

Therapeutics,

Inc

371,316‌

78,141

(a)

Twist

Bioscience

Corp

4,361,049‌

27,572

(a)

Tyra

Biosciences,

Inc

610,996‌

46,662

(a),(b)

UroGen

Pharma

Ltd

767,590‌

77,049

(a)

Vanda

Pharmaceuticals,

Inc

449,966‌

146,882

(a)

Vaxcyte,

Inc

11,587,521‌

60,524

(a),(b)

Ventyx

Biosciences,

Inc

140,416‌

52,343

(a)

Vera

Therapeutics,

Inc

1,915,230‌

104,413

(a)

Veracyte,

Inc

2,505,912‌

34,399

(a)

Verastem,

Inc

89,437‌

65,765

(a)

Vericel

Corp

3,322,448‌

28,476

(a)

Verrica

Pharmaceuticals,

Inc

187,657‌

86,100

(a)

Verve

Therapeutics,

Inc

602,700‌

121,477

(a)

Vir

Biotechnology,

Inc

1,234,206‌

84,979

(a)

Viridian

Therapeutics,

Inc

1,431,896‌

62,291

(a)

Voyager

Therapeutics,

Inc

572,454‌

96,153

(a)

WaVe

Life

Sciences

Ltd

635,571‌

41,364

(a)

Werewolf

Therapeutics,

Inc

93,069‌

227,993

(a),(b)

X4

Pharmaceuticals,

Inc

182,417‌

24,879

(a),(b)

XBiotech,

Inc

192,066‌

78,294

(a)

Xencor,

Inc

1,598,763‌

185,451

(a)

Xeris

Biopharma

Holdings,

Inc

459,918‌

9,988

(a),(b)

XOMA

Corp

267,279‌

Nuveen

Small

Cap

Blend

Index

Fund

July

31,

2024

180

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES—continued

49,892

(a)

Y-mAbs

Therapeutics,

Inc

$

612,674‌

78,566

(a)

Zentalis

Pharmaceuticals,

Inc

305,622‌

47,316

(a)

Zevra

Therapeutics,

Inc

307,081‌

23,657

(a)

Zura

Bio

Ltd

93,445‌

72,589

(a)

Zymeworks,

Inc

759,281‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

393,038,056‌

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

-

0

.7

%

2,110

(a),(b)

American

Realty

Investors,

Inc

44,584‌

147,307

(a)

Anywhere

Real

Estate,

Inc

695,289‌

495,112

(a)

Compass,

Inc

2,173,542‌

310,442

(a)

Cushman

&

Wakefield

plc

4,069,895‌

215,582

DigitalBridge

Group,

Inc

3,046,174‌

110,074

(b)

eXp

World

Holdings,

Inc

1,580,663‌

24,714

(a)

Forestar

Group,

Inc

781,704‌

17,516

(a)

FRP

Holdings,

Inc

527,056‌

153,067

Kennedy-Wilson

Holdings,

Inc

1,593,427‌

32,091

Marcus

&

Millichap,

Inc

1,271,124‌

9,874

(a)

Maui

Land

&

Pineapple

Co,

Inc

236,087‌

184,997

Newmark

Group,

Inc

2,401,261‌

13,873

(a),(b)

Offerpad

Solutions,

Inc

61,596‌

841,480

(a)

Opendoor

Technologies,

Inc

1,952,233‌

23,741

Re/Max

Holdings,

Inc

229,101‌

128,847

(a),(b)

Real

Brokerage,

Inc

766,640‌

159,473

(a),(b)

Redfin

Corp

1,298,110‌

20,152

RMR

Group,

Inc

522,743‌

48,747

St.

Joe

Co

3,006,715‌

8,230

(a)

Stratus

Properties,

Inc

227,313‌

28,670

(a)

Tejon

Ranch

Co

544,730‌

1,691

(a)

Transcontinental

Realty

Investors,

Inc

53,165‌

TOTAL

REAL

ESTATE

MANAGEMENT

&

DEVELOPMENT

27,083,152‌

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

-

2

.3

%

69,198

(a)

ACM

Research,

Inc

1,242,104‌

36,387

(a),(b)

Aehr

Test

Systems

686,623‌

30,740

(a)

Alpha

&

Omega

Semiconductor

Ltd

1,272,636‌

51,499

(a)

Ambarella,

Inc

2,710,907‌

43,549

(a)

Axcelis

Technologies,

Inc

5,502,416‌

28,763

(a)

Ceva,

Inc

576,698‌

16

(a),(c)

China

Energy

Savings

Technology,

Inc

0‌

62,303

(a)

Cohu,

Inc

1,993,073‌

169,461

(a)

Credo

Technology

Group

Holding

Ltd

4,702,543‌

61,904

(a)

Diodes,

Inc

4,840,893‌

25,997

(a)

Everspin

Technologies,

Inc

161,441‌

103,393

(a)

Formfactor,

Inc

5,537,729‌

44,229

(a)

Ichor

Holdings

Ltd

1,503,786‌

30,070

(a)

Impinj,

Inc

4,789,850‌

223,059

(a),(b)

indie

Semiconductor,

Inc

1,333,893‌

74,483

Kulicke

&

Soffa

Industries,

Inc

3,513,363‌

107,264

(a)

MaxLinear,

Inc

1,516,713‌

171,716

(a)

Navitas

Semiconductor

Corp

637,066‌

6,396

NVE

Corp

571,163‌

41,128

(a)

PDF

Solutions,

Inc

1,443,182‌

83,791

(a)

Photronics,

Inc

2,129,129‌

76,879

Power

Integrations,

Inc

5,615,242‌

18,565

(a)

QuickLogic

Corp

200,502‌

146,452

(a)

Rambus,

Inc

7,533,491‌

192,739

(a)

Rigetti

Computing,

Inc

198,521‌

88,009

(a)

Semtech

Corp

2,791,646‌

43,084

(a)

Silicon

Laboratories,

Inc

5,175,681‌

24,984

(a)

SiTime

Corp

3,546,479‌

37,108

(a),(b)

SkyWater

Technology,

Inc

274,599‌

67,443

(a)

SMART

Global

Holdings,

Inc

1,578,166‌

52,939

(a)

Synaptics,

Inc

4,622,634‌

181

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT—continued

60,198

(a)

Ultra

Clean

Holdings

$

2,604,165‌

73,250

(a)

Veeco

Instruments,

Inc

3,033,283‌

TOTAL

SEMICONDUCTORS

&

SEMICONDUCTOR

EQUIPMENT

83,839,617‌

SOFTWARE

&

SERVICES

-

6

.2

%

154,489

(a)

8x8,

Inc

475,826‌

94,696

A10

Networks,

Inc

1,239,571‌

142,972

(a)

ACI

Worldwide,

Inc

6,180,680‌

147,334

Adeia,

Inc

1,731,174‌

29,995

(a)

Agilysys,

Inc

3,362,140‌

65,374

(a)

Alarm.com

Holdings,

Inc

4,612,136‌

59,548

(a)

Alkami

Technology,

Inc

1,949,006‌

76,498

(a)

Altair

Engineering,

Inc

6,759,363‌

42,572

American

Software,

Inc

(Class

A)

465,738‌

103,285

(a)

Amplitude,

Inc

884,120‌

56,141

(a)

Appian

Corp

2,073,849‌

133,674

(a),(b)

Applied

Digital

Corp

649,656‌

37,316

(a)

Arteris,

Inc

305,618‌

108,467

(a)

Asana,

Inc

1,578,195‌

25,633

(a)

Asure

Software,

Inc

264,020‌

9,437

(a),(b)

AudioEye,

Inc

236,208‌

177,921

(a)

AvePoint,

Inc

1,939,339‌

53,607

(a)

Backblaze,

Inc

354,878‌

137,937

(a),(b)

BigBear.ai

Holdings,

Inc

208,285‌

92,493

(a)

BigCommerce

Holdings,

Inc

749,193‌

158,805

(a)

Bit

Digital,

Inc

605,047‌

55,928

(a)

Blackbaud,

Inc

4,439,565‌

78,284

(a)

BlackLine,

Inc

3,720,056‌

313,403

(a),(b)

Blend

Labs,

Inc

868,126‌

191,135

(a)

Box,

Inc

5,374,716‌

70,996

(a)

Braze,

Inc

3,128,084‌

108,799

(a),(b)

C3.ai,

Inc

2,910,373‌

52,366

(a)

Cerence,

Inc

166,524‌

234,455

(a)

Cipher

Mining,

Inc

1,226,200‌

293,902

(a)

Cleanspark,

Inc

4,702,432‌

119,045

Clear

Secure,

Inc

2,541,611‌

189,929

(a)

Clearwater

Analytics

Holdings,

Inc

3,713,112‌

58,364

(a)

Commvault

Systems,

Inc

8,920,937‌

25,392

(a)

Consensus

Cloud

Solutions,

Inc

540,850‌

241,981

(a)

Core

Scientific,

Inc

2,359,315‌

52,678

(a)

Couchbase,

Inc

1,010,891‌

31,049

(a)

CS

Disco,

Inc

191,883‌

10,570

(a),(b)

Dave,

Inc

384,325‌

20,502

(a),(b)

Digimarc

Corp

655,859‌

127,855

(a)

Digital

Turbine,

Inc

304,295‌

89,007

(a)

DigitalOcean

Holdings,

Inc

2,948,802‌

41,771

(a)

Domo,

Inc

349,206‌

118,851

(a),(b)

D-Wave

Quantum,

Inc

118,851‌

229,054

(a)

E2open

Parent

Holdings,

Inc

1,069,682‌

32,005

(a)

eGain

Corp

232,036‌

65,506

(a)

Enfusion,

Inc

620,997‌

68,737

(a)

Envestnet,

Inc

4,260,319‌

23,497

(a)

EverCommerce,

Inc

283,374‌

174,516

(a)

Fastly,

Inc

1,413,580‌

276,514

(a)

Freshworks,

Inc

3,456,425‌

76,767

(a)

Grid

Dynamics

Holdings,

Inc

990,294‌

32,648

Hackett

Group,

Inc

890,637‌

108,876

(a),(b)

Hut

8

Corp

1,593,945‌

14,547

(a)

IBEX

Holdings

Ltd

253,700‌

39,536

(a)

iLearningEngines

Holdings,

Inc

326,963‌

49,632

Information

Services

Group,

Inc

172,223‌

29,707

(a)

Instructure

Holdings,

Inc

693,955‌

52,024

(a)

Intapp,

Inc

1,864,020‌

Nuveen

Small

Cap

Blend

Index

Fund

July

31,

2024

182

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

SOFTWARE

&

SERVICES—continued

33,486

InterDigital,

Inc

$

4,110,741‌

100,313

(a)

Jamf

Holding

Corp

1,836,731‌

113,547

(a)

Kaltura,

Inc

151,017‌

88,287

(a)

LiveRamp

Holdings,

Inc

2,673,330‌

365,694

(a),(b)

Marathon

Digital

Holdings,

Inc

7,193,201‌

355,903

(a)

Matterport,

Inc

1,580,209‌

34,938

(a)

MeridianLink,

Inc

825,585‌

59,675

(a)

Mitek

Systems,

Inc

794,274‌

96,650

(a)

N-able,

Inc

1,347,301‌

196,981

(a)

NCR

Corp

2,905,470‌

101,692

(a),(b)

NextNav,

Inc

845,060‌

139,279

(a)

Olo,

Inc

665,754‌

42,356

(a)

ON24,

Inc

278,279‌

53,118

(a)

OneSpan,

Inc

786,146‌

54,856

(a)

Pagaya

Technologies

Ltd

816,257‌

119,323

(a)

PagerDuty,

Inc

2,497,430‌

15,573

(b)

Park

City

Group,

Inc

297,600‌

47,035

(a)

Perficient,

Inc

3,546,909‌

104,723

(a)

Porch

Group,

Inc

214,682‌

80,691

(a)

PowerSchool

Holdings,

Inc

1,820,389‌

5,611

(a)

Prairie

Operating

Co

54,146‌

57,688

Progress

Software

Corp

3,368,979‌

60,276

(a)

PROS

Holdings,

Inc

1,452,652‌

78,260

(a)

Q2

Holdings,

Inc

5,280,202‌

49,643

(a)

Qualys,

Inc

7,403,757‌

90,686

(a),(b)

Rackspace

Technology,

Inc

212,205‌

83,963

(a)

Rapid7,

Inc

3,303,104‌

96,176

(a)

Rekor

Systems,

Inc

175,040‌

68,658

(a)

Rimini

Street,

Inc

152,421‌

357,327

(a)

Riot

Platforms,

Inc

3,641,162‌

41,552

Sapiens

International

Corp

NV

1,616,373‌

48,973

(a)

SEMrush

Holdings,

Inc

721,862‌

73,130

SolarWinds

Corp

872,441‌

385,333

(a),(b)

SoundHound

AI,

Inc

1,961,345‌

11,953

(a)

SoundThinking,

Inc

184,793‌

136,514

(a)

Sprinklr,

Inc

1,341,933‌

67,023

(a)

Sprout

Social,

Inc

2,618,589‌

49,925

(a)

SPS

Commerce,

Inc

10,754,843‌

79,905

(a)

Squarespace,

Inc

3,531,002‌

75,926

(a)

Telos

Corp

326,482‌

157,504

(a)

Tenable

Holdings,

Inc

7,232,584‌

312,517

(a),(b)

Terawulf,

Inc

1,300,071‌

124,531

(a)

Thoughtworks

Holding,

Inc

433,368‌

13,579

(a),(b)

Tucows,

Inc

341,783‌

80,099

(a)

Unisys

Corp

381,271‌

147,372

(a)

Varonis

Systems,

Inc

8,124,618‌

83,627

(a)

Verint

Systems,

Inc

3,022,280‌

73,606

(a)

Vertex,

Inc

2,918,478‌

17,360

(a)

Viant

Technology,

Inc

201,897‌

52,910

(a)

Weave

Communications,

Inc

529,100‌

111,832

(a)

WM

Technology,

Inc

120,779‌

68,514

(a)

Workiva,

Inc

5,054,278‌

58,016

(a)

Xperi,

Inc

473,991‌

147,082

(a)

Yext,

Inc

847,192‌

223,117

(a)

Zeta

Global

Holdings

Corp

4,779,166‌

180,434

(a)

Zuora,

Inc

1,636,536‌

TOTAL

SOFTWARE

&

SERVICES

226,879,293‌

TECHNOLOGY

HARDWARE

&

EQUIPMENT

-

3

.8

%

30,205

(a)

908

Devices,

Inc

171,866‌

103,824

ADTRAN

Holdings,

Inc

702,888‌

50,832

Advanced

Energy

Industries,

Inc

5,915,320‌

27,230

(a),(b)

Aeva

Technologies,

Inc

98,845‌

183

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

TECHNOLOGY

HARDWARE

&

EQUIPMENT—continued

50,294

(a),(b)

Applied

Optoelectronics,

Inc

$

480,308‌

129,115

(a)

Arlo

Technologies,

Inc

1,957,383‌

15,093

(a)

Aviat

Networks,

Inc

467,883‌

39,361

Badger

Meter,

Inc

8,114,664‌

2,347

Bel

Fuse,

Inc

220,031‌

13,903

Bel

Fuse,

Inc

(Class

B)

1,032,576‌

54,979

Belden

CDT,

Inc

5,096,004‌

47,165

Benchmark

Electronics,

Inc

2,257,789‌

79,814

(a)

Calix,

Inc

3,282,750‌

17,023

(a)

Clearfield,

Inc

738,798‌

5,413

Climb

Global

Solutions,

Inc

386,596‌

226,468

(a)

CommScope

Holding

Co,

Inc

586,552‌

19,845

CompoSecure,

Inc

161,737‌

60,480

(a)

Corsair

Gaming,

Inc

496,541‌

5,715

(a)

CPI

Card

Group,

Inc

167,621‌

41,171

CTS

Corp

2,012,438‌

52,112

(a)

Daktronics,

Inc

780,638‌

34,234

(a)

Diebold

Nixdorf,

Inc

1,490,891‌

46,873

(a)

Digi

International,

Inc

1,279,633‌

74,749

(a)

Eastman

Kodak

Co

434,292‌

35,667

(a)

ePlus,

Inc

3,278,511‌

177,584

(a),(b)

Evolv

Technologies

Holdings,

Inc

616,216‌

170,619

(a)

Extreme

Networks,

Inc

2,439,852‌

49,067

(a)

Fabrinet

10,822,218‌

25,759

(a)

FARO

Technologies,

Inc

440,479‌

149,974

(a)

Harmonic,

Inc

2,198,619‌

42,335

Immersion

Corp

540,618‌

271,730

(a),(b)

Infinera

Corp

1,614,076‌

37,348

(a)

Insight

Enterprises,

Inc

8,384,626‌

269,661

(a),(b)

IonQ,

Inc

2,197,737‌

55,526

(a)

Iteris,

Inc

272,633‌

61,299

(a)

Itron,

Inc

6,340,769‌

31,385

(a)

Kimball

Electronics,

Inc

743,824‌

118,060

(a)

Knowles

Corp

2,156,956‌

155,618

(a),(b)

Lightwave

Logic,

Inc

538,438‌

46,978

Methode

Electronics,

Inc

594,741‌

240,192

(a),(b)

MicroVision,

Inc

257,005‌

270,971

(a)

Mirion

Technologies,

Inc

2,856,034‌

47,773

Napco

Security

Technologies,

Inc

2,666,211‌

37,896

(a)

Netgear,

Inc

601,788‌

93,747

(a)

Netscout

Systems,

Inc

1,907,751‌

59,828

(a)

nLight,

Inc

722,124‌

48,082

(a)

Novanta,

Inc

8,711,497‌

21,933

(a)

OSI

Systems,

Inc

3,245,645‌

58,818

(a)

Ouster,

Inc

772,280‌

45,798

(a),(b)

PAR

Technology

Corp

2,319,211‌

15,952

PC

Connection,

Inc

1,141,685‌

36,864

(a)

Plexus

Corp

4,724,859‌

122,402

(a)

Powerfleet,

Inc

554,481‌

114,929

(a)

Ribbon

Communications,

Inc

389,609‌

15,463

Richardson

Electronics

Ltd

185,092‌

25,481

(a)

Rogers

Corp

3,113,269‌

74,327

(a)

Sanmina

Corp

5,599,053‌

33,317

(a)

Scansource,

Inc

1,734,150‌

249,482

(a),(b)

SmartRent,

Inc

459,047‌

136,936

(a)

TTM

Technologies,

Inc

2,653,820‌

23,429

(a)

Turtle

Beach

Corp

339,018‌

164,754

(a),(b)

Viasat,

Inc

3,331,326‌

298,029

(a)

Viavi

Solutions,

Inc

2,396,153‌

171,475

Vishay

Intertechnology,

Inc

4,168,557‌

16,057

(a)

Vishay

Precision

Group,

Inc

550,595‌

Nuveen

Small

Cap

Blend

Index

Fund

July

31,

2024

184

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

TECHNOLOGY

HARDWARE

&

EQUIPMENT—continued

153,872

Xerox

Holdings

Corp

$

1,656,432‌

TOTAL

TECHNOLOGY

HARDWARE

&

EQUIPMENT

138,571,049‌

TELECOMMUNICATION

SERVICES

-

0

.7

%

17,395

(a)

Anterix,

Inc

700,323‌

160,163

(a),(b)

AST

SpaceMobile,

Inc

3,312,171‌

14,813

ATN

International,

Inc

439,502‌

31,861

(a)

Bandwidth,

Inc

727,068‌

59,969

Cogent

Communications

Group,

Inc

4,233,212‌

104,760

(a)

Consolidated

Communications

Holdings,

Inc

481,896‌

165,008

(a)

EchoStar

Corp

(Class

A)

3,313,361‌

992,264

(a)

Globalstar,

Inc

1,200,639‌

90,915

(a)

Gogo,

Inc

825,508‌

21,037

IDT

Corp

804,244‌

48,837

(a)

Liberty

Latin

America

Ltd

(Class

A)

511,812‌

188,205

(a)

Liberty

Latin

America

Ltd

(Class

C)

1,994,973‌

1,220,138

(a)

Lumen

Technologies,

Inc

3,843,435‌

29,212

(a)

Ooma,

Inc

303,805‌

66,225

Shenandoah

Telecom

Co

1,409,930‌

24,019

Spok

Holdings,

Inc

368,211‌

131,096

Telephone

and

Data

Systems,

Inc

2,779,235‌

TOTAL

TELECOMMUNICATION

SERVICES

27,249,325‌

TRANSPORTATION

-

1

.3

%

65,864

(a)

Air

Transport

Services

Group,

Inc

1,063,045‌

20,123

Allegiant

Travel

Co

1,128,297‌

31,946

ArcBest

Corp

4,026,793‌

76,928

(a)

Blade

Air

Mobility,

Inc

253,862‌

58,833

Costamare,

Inc

871,905‌

11,167

Covenant

Logistics

Group,

Inc

624,794‌

29,177

(b)

Forward

Air

Corp

739,929‌

56,882

(a),(b)

Frontier

Group

Holdings,

Inc

224,115‌

134,966

FTAI

Infrastructure,

Inc

1,391,499‌

57,052

Genco

Shipping

&

Trading

Ltd

1,107,379‌

163,178

Golden

Ocean

Group

Ltd

2,026,671‌

70,818

(a)

Hawaiian

Holdings,

Inc

905,762‌

63,458

Heartland

Express,

Inc

823,050‌

166,284

(a)

Hertz

Global

Holdings,

Inc

678,439‌

38,844

Himalaya

Shipping

Ltd

315,413‌

82,469

Hub

Group,

Inc

(Class

A)

3,857,075‌

412,246

(a)

JetBlue

Airways

Corp

2,642,497‌

546,290

(a),(b)

Joby

Aviation,

Inc

3,266,814‌

78,738

Marten

Transport

Ltd

1,481,062‌

46,126

Matson,

Inc

6,121,381‌

8,979

(a)

PAM

Transportation

Services,

Inc

183,082‌

47,422

Pangaea

Logistics

Solutions

Ltd

344,284‌

51,631

(a)

Radiant

Logistics,

Inc

321,145‌

158,179

(a)

RXO,

Inc

5,015,856‌

75,940

(b)

Safe

Bulkers,

Inc

384,256‌

15,222

(a)

Sky

Harbour

Group

Corp

156,026‌

52,507

(a)

Skywest,

Inc

4,197,410‌

127,109

(b)

Spirit

Airlines,

Inc

382,598‌

49,955

(a)

Sun

Country

Airlines

Holdings,

Inc

654,411‌

9,065

Universal

Truckload

Services,

Inc

390,067‌

85,901

Werner

Enterprises,

Inc

3,366,460‌

121,707

(a)

Wheels

Up

Experience,

Inc

320,089‌

TOTAL

TRANSPORTATION

49,265,466‌

UTILITIES

-

2

.8

%

77,164

Allete,

Inc

4,977,078‌

102,994

(a)

Altus

Power,

Inc

432,575‌

50,633

American

States

Water

Co

4,178,741‌

106,179

Avista

Corp

4,160,093‌

92,990

Black

Hills

Corp

5,491,059‌

185

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

UTILITIES—continued

159,919

Brookfield

Infrastructure

Corp

$

6,220,849‌

56,339

(a),(b)

Cadiz,

Inc

209,581‌

78,558

California

Water

Service

Group

4,199,711‌

29,946

Chesapeake

Utilities

Corp

3,534,526‌

20,522

Consolidated

Water

Co,

Inc

596,369‌

19,360

Genie

Energy

Ltd

328,346‌

17,733

Global

Water

Resources,

Inc

229,288‌

150,487

Hawaiian

Electric

Industries,

Inc

2,492,065‌

49,448

MGE

Energy,

Inc

4,343,512‌

23,404

Middlesex

Water

Co

1,555,898‌

83,866

(a)

Montauk

Renewables,

Inc

498,164‌

130,976

New

Jersey

Resources

Corp

6,123,128‌

51,118

Northwest

Natural

Holding

Co

2,043,698‌

83,771

NorthWestern

Corp

4,504,367‌

76,380

ONE

Gas,

Inc

5,318,339‌

73,259

Ormat

Technologies,

Inc

5,687,829‌

54,943

Otter

Tail

Corp

5,325,076‌

119,624

PNM

Resources,

Inc

4,973,966‌

135,522

Portland

General

Electric

Co

6,421,032‌

25,021

(a)

Pure

Cycle

Corp

275,231‌

10,847

RGC

Resources,

Inc

244,166‌

43,856

SJW

Corp

2,658,112‌

81,172

Southwest

Gas

Holdings

Inc

6,019,715‌

71,610

Spire,

Inc

4,768,510‌

147,482

(a),(b)

Sunnova

Energy

International,

Inc

1,042,698‌

21,828

Unitil

Corp

1,337,620‌

18,741

York

Water

Co

774,191‌

TOTAL

UTILITIES

100,965,533‌

TOTAL

COMMON

STOCKS

3,626,164,255‌

(Cost

$2,436,830,843)

EXPIRATION

DATE

RIGHTS/WARRANTS

-

0.0%

MATERIALS

-

0

.0

%

41,848

Danimer

Scientific,

Inc

05/03/29

3,139‌

TOTAL

MATERIALS

3,139‌

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

-

0

.0

%

37,494

(c)

AstraZeneca

plc

02/20/29

11,623‌

20,265

(c)

Chinook

Therapeutics,

Inc

203‌

159,741

(b),(c)

Selecta

Biosciences,

Inc

03/20/24

28,753‌

9,351

(c)

Tobira

Therapeutics,

Inc

561‌

TOTAL

PHARMACEUTICALS,

BIOTECHNOLOGY

&

LIFE

SCIENCES

41,140‌

TOTAL

RIGHTS/WARRANTS

44,279‌

(Cost

$37,315)

TOTAL

LONG-TERM

INVESTMENTS

3,626,208,534‌

(Cost

$2,436,868,158)

PRINCIPAL

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

1.0%

REPURCHASE

AGREEMENT

-

0

.6

%

$

24,608,000

(d)

Fixed

Income

Clearing

Corporation

5

.340

%

08/01/24

24,608,000‌

TOTAL

REPURCHASE

AGREEMENT

24,608,000‌

TREASURY

DEBT

-

0

.4

%

6,000,000

United

States

Treasury

Bill

0

.000

08/29/24

5,975,383‌

5,000,000

United

States

Treasury

Bill

0

.000

09/24/24

4,960,588‌

Nuveen

Small

Cap

Blend

Index

Fund

July

31,

2024

186

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCERATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

TREASURY

DEBT—continued

$

3,250,000

United

States

Treasury

Bill

0

.000

%

10/17/24

$

3,214,204‌

TOTAL

TREASURY

DEBT

14,150,175‌

TOTAL

SHORT-TERM

INVESTMENTS

38,758,175‌

(Cost

$38,757,788)

SHARES

EXP

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

2.0%

72,611,368

(e)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5

.310

(f)

72,611,368‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

72,611,368‌

(Cost

$72,611,368)

TOTAL

INVESTMENTS

-

101.9%

3,737,578,077‌

(Cost

$2,548,237,314)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(1.9)%

(

69,753,715‌

)

NET

ASSETS

-

100.0%

$

3,667,824,362‌

REIT

Real

Estate

Investment

Trust

(a)

Non-income

producing

(b)

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$126,091,596.

(c)

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

(d)

Agreement

with

Fixed

Income

Clearing

Corporation,

5.340%

dated

7/31/24

to

be

repurchased

at

$24,611,650

on

8/1/24,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

4.875%

and

maturity

date

5/31/26,

valued

at

$25,100,255.

(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)

Russell

2000

E-Mini

Index

336‌

09/20/24

 $

36,568,712‌

$

38,186,400‌

$

1,617,688‌

Portfolio

of

Investments

Nuveen

Emerging

Markets

Equity

Index

Fund

July

31,

2024

187

(Unaudited)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

LONG-TERM

INVESTMENTS

-

100.5%

COMMON

STOCKS

-

97.7%

BRAZIL

-

4.2%

4,050,197

Ambev

S.A.

$

8,292,086

534,400

(a)

Atacadao

S.A.

874,896

4,741,146

B3

SA-Brasil

Bolsa

Balcao

9,094,779

1,338,028

Banco

Bradesco

S.A.

2,656,587

4,476,604

Banco

Bradesco

S.A.

(Preference)

9,837,820

1,003,300

Banco

BTG

Pactual

S.A.

-

Unit

5,784,432

1,499,166

Banco

do

Brasil

S.A.

7,037,094

602,948

BB

Seguridade

Participacoes

S.A.

3,749,137

481,600

(a)

BRF

S.A.

1,793,180

557,800

Caixa

Seguridade

Participacoes

S

1,422,076

1,034,145

Centrais

Eletricas

Brasileiras

S.A.

7,234,801

164,992

Centrais

Eletricas

Brasileiras

S.A.

1,272,120

738,042

Cia

de

Concessoes

Rodoviarias

1,615,403

382,758

Cia

de

Saneamento

Basico

do

Estado

de

Sao

Paulo

5,971,299

1,575,575

Cia

Energetica

de

Minas

Gerais

3,025,157

964,800

Cia

Paranaense

de

Energia

1,721,106

545,530

Cia

Siderurgica

Nacional

S.A.

1,143,885

1,027,783

Cosan

SA

Industria

e

Comercio

2,429,472

215,480

CPFL

Energia

S.A.

1,237,377

214,752

Energisa

S.A.

1,667,929

263,400

(a)

Eneva

S.A.

588,164

175,125

Engie

Brasil

Energia

S.A.

1,369,444

894,897

Equatorial

Energia

S.A.

5,164,191

1,148,619

Gerdau

S.A.

(Preference)

3,708,138

4,172,850

(a),(b)

Hapvida

Participacoes

e

Investimentos

S.A.

3,002,661

280,403

Hypera

S.A.

1,427,757

4,500,890

Investimentos

Itau

S.A.

-

PR

8,092,793

4,159,153

Itau

Unibanco

Holding

S.A.

24,913,078

671,036

Klabin

S.A.

2,620,720

1

Klabin

S.A.

(Preference)

1

756,803

Localiza

Rent

A

Car

5,864,532

780,854

Lojas

Renner

S.A.

1,830,596

761,819

Natura

&

Co

Holding

S.A.

2,010,901

899,685

Petro

Rio

S.A.

7,642,984

3,403,478

Petroleo

Brasileiro

S.A.

24,430,258

4,302,525

Petroleo

Brasileiro

S.A.

(Preference)

28,457,071

1,097,195

Raia

Drogasil

S.A.

5,353,921

429,488

(b)

Rede

D'Or

Sao

Luiz

S.A.

2,094,989

1,078,527

Rumo

S.A.

4,223,610

1,142,019

Sendas

Distribuidora

S.A.

1,982,731

659,987

Suzano

SA

6,284,646

345,721

Telefonica

Brasil

S.A.

2,965,078

769,566

TIM

S.A.

2,379,659

455,700

TOTVS

S.A.

2,235,739

708,660

Ultrapar

Participacoes

S.A.

2,782,695

2,916,742

Vale

S.A.

31,781,125

865,527

Vibra

Energia

S.A.

3,544,037

Nuveen

Emerging

Markets

Equity

Index

Fund

July

31,

2024

188

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

BRAZIL—continued

1,450,234

WEG

S.A.

$

12,989,198

TOTAL

BRAZIL

277,601,353

CHILE

-

0.4%

38,210,903

Banco

de

Chile

4,552,245

68,066

Banco

de

Credito

e

Inversiones

1,990,364

53,267,494

Banco

Santander

Chile

S.A.

2,652,417

1,152,948

Cencosud

S.A.

2,131,156

12,576,205

Cia

Sud

Americana

de

Vapores

S.A.

864,295

976,449

Empresas

CMPC

S.A.

1,696,054

387,358

Empresas

COPEC

S.A.

2,697,883

22,752,382

Enel

Chile

S.A.

1,299,618

18,656,126

Enersis

S.A.

1,746,025

146,483,696

Lan

Airlines

S.A.

1,813,404

757,518

(a)

SACI

Falabella

2,509,310

120,732

Sociedad

Quimica

y

Minera

de

Chile

S.A.

(Class

B)

4,577,401

TOTAL

CHILE

28,530,172

CHINA

-

23.7%

104,300

360

Finance,

Inc

(ADR)

2,118,333

351,500

360

Security

Technology,

Inc

364,719

125,000

37

Interactive

Entertainment

Network

Technology

Group

Co

Ltd

228,903

667,000

AAC

Technologies

Holdings,

Inc

2,441,548

45,400

Accelink

Technologies

Co

Ltd

214,885

11,685

ACM

Research

Shanghai,

Inc

146,892

30,375

Advanced

Micro-Fabrication

Equipment,

Inc

China

661,914

38,500

AECC

Aero-Engine

Control

Co

Ltd

116,380

135,300

AECC

Aviation

Power

Co

Ltd

744,313

25,467,043

Agricultural

Bank

of

China

Ltd

11,396,311

4,666,600

Agricultural

Bank

of

China

Ltd

(Class

A)

2,962,376

455,170

Aier

Eye

Hospital

Group

Co

Ltd

697,207

80,500

AIMA

Technology

Group

Co

Ltd

311,158

499,090

(a)

Air

China

Ltd

503,567

124,530

Airtac

International

Group

3,192,160

550,000

(a),(b),(c)

Akeso,

Inc

2,978,626

13,443,977

Alibaba

Group

Holding

Ltd

132,291,726

4,500,284

(a),(c)

Alibaba

Health

Information

Technology

Ltd

1,903,536

3,504,000

Aluminum

Corp

of

China

Ltd

1,961,485

785,700

Aluminum

Corp

of

China

Ltd

(Class

A)

750,426

15,390

Amlogic

Shanghai

Co

Ltd

140,774

37,600

Angel

Yeast

Co

Ltd

155,881

1,145,282

Anhui

Conch

Cement

Co

Ltd

2,792,464

206,200

Anhui

Conch

Cement

Co

Ltd

(Class

A)

689,663

100,758

Anhui

Gujing

Distillery

Co

Ltd

1,343,446

20,900

Anhui

Gujing

Distillery

Co

Ltd

(Class

A)

543,998

119,100

Anhui

Jianghuai

Automobile

Group

Corp

Ltd

331,897

28,400

Anhui

Kouzi

Distillery

Co

Ltd

150,082

28,600

Anhui

Yingjia

Distillery

Co

Ltd

206,677

23,660

Anker

Innovations

Technology

Co

Ltd

178,082

1,102,486

Anta

Sports

Products

Ltd

9,868,173

15,400

Asymchem

Laboratories

Tianjin

Co

Ltd

157,967

30,100

Autobio

Diagnostics

Co

Ltd

175,433

62,200

Autohome,

Inc

(ADR)

1,551,268

189

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CHINA—continued

84,800

Avary

Holding

Shenzhen

Co

Ltd

$

438,490

294,858

(a)

AVIC

Industry-Finance

Holdings

Co

Ltd

98,344

1,054,861

AviChina

Industry

&

Technology

Co

Ltd

516,009

14,700

AVICOPTER

plc

85,844

449,300

(a)

BAIC

BluePark

New

Energy

Technology

Co

Ltd

595,683

1,974,512

(a)

Baidu,

Inc

21,892,601

1,235,616

Bank

of

Beijing

Co

Ltd

911,199

259,086

Bank

of

Changsha

Co

Ltd

269,733

247,205

Bank

of

Chengdu

Co

Ltd

499,149

2,077,343

Bank

of

China

Ltd

-

A

1,339,557

71,212,425

Bank

of

China

Ltd

-

H

31,710,044

2,235,200

Bank

of

Communications

Co

Ltd

-

A

2,275,978

8,510,934

Bank

of

Communications

Co

Ltd

-

H

6,183,948

259,700

Bank

of

Hangzhou

Co

Ltd

483,935

1,185,010

Bank

of

Jiangsu

Co

Ltd

1,261,103

658,000

Bank

of

Nanjing

Co

Ltd

918,663

342,168

Bank

of

Ningbo

Co

Ltd

1,018,491

731,809

Bank

of

Shanghai

Co

Ltd

738,098

320,800

Bank

of

Suzhou

Co

Ltd

319,528

1,345,900

Baoshan

Iron

&

Steel

Co

Ltd

1,266,078

598,526

(a)

BeiGene

Ltd

7,614,893

178,400

Beijing

Enlight

Media

Co

Ltd

190,686

506,500

Beijing

Enterprises

Holdings

Ltd

1,680,596

3,803,583

(c)

Beijing

Enterprises

Water

Group

Ltd

1,173,598

24,376

Beijing

Kingsoft

Office

Software,

Inc

711,293

79,600

Beijing

New

Building

Materials

plc

286,258

61,400

Beijing

Oriental

Yuhong

Waterproof

Technology

Co

Ltd

110,287

6,511

Beijing

Roborock

Technology

Co

Ltd

283,439

97,320

Beijing

Tiantan

Biological

Products

Corp

Ltd

335,254

70,200

Beijing

Tongrentang

Co

Ltd

362,454

54,698

Beijing

Wantai

Biological

Pharmacy

Enterprise

Co

Ltd

521,395

224,900

Beijing

Yanjing

Brewery

Co

Ltd

293,373

2,515,700

Beijing-Shanghai

High

Speed

Railway

Co

Ltd

1,991,935

399,700

(a)

Beiqi

Foton

Motor

Co

Ltd

157,955

16,520

Bethel

Automotive

Safety

Systems

Co

Ltd

95,744

206,527

(a)

Bilibili,

Inc

3,142,538

26,921

(a)

Bloomage

Biotechnology

Corp

Ltd

230,992

186,900

(b)

BOC

Aviation

Ltd

1,639,862

162,200

BOC

International

China

Co

Ltd

211,171

2,261,500

BOE

Technology

Group

Co

Ltd

1,234,795

3,478,000

Bosideng

International

Holdings

Ltd

1,740,591

98,400

BYD

Co

Ltd

3,364,227

907,037

BYD

Co

Ltd

(H

shares)

26,852,614

709,500

BYD

Electronic

International

Co

Ltd

2,761,285

113,600

By-health

Co

Ltd

213,105

603,575

C&D

International

Investment

Group

Ltd

1,011,665

383,350

Caitong

Securities

Co

Ltd

365,561

22,695

(a)

Cambricon

Technologies

Corp

Ltd

829,940

27,137

Cathay

Biotech,

Inc

147,567

10,329,000

(b)

CGN

Power

Co

Ltd

4,218,044

1,073,100

CGN

Power

Co

Ltd

694,904

16,900

Changchun

High

&

New

Technology

Industry

Group,

Inc

221,852

Nuveen

Emerging

Markets

Equity

Index

Fund

July

31,

2024

190

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CHINA—continued

269,545

Changjiang

Securities

Co

Ltd

$

193,312

12,800

Changzhou

Xingyu

Automotive

Lighting

Systems

Co

Ltd

220,838

127,100

Chaozhou

Three-Circle

Group

Co

Ltd

576,663

59,600

Chifeng

Jilong

Gold

Mining

Co

Ltd

162,527

233,400

China

Baoan

Group

Co

Ltd

272,363

9,327,530

China

Citic

Bank

5,581,876

2,215,000

China

Coal

Energy

Co

2,244,042

2,790,000

China

Communications

Services

Corp

Ltd

1,433,369

791,800

China

Construction

Bank

Corp

-

A

815,470

83,778,641

China

Construction

Bank

Corp

-

H

58,501,433

257,400

(a)

China

CSSC

Holdings

Ltd

1,461,036

880,200

(a)

China

Eastern

Airlines

Corp

Ltd

485,977

1,330,900

(a)

China

Energy

Engineering

Corp

Ltd

407,011

2,820,000

China

Everbright

Bank

Co

Ltd

-

A

1,232,871

4,574,000

China

Everbright

Bank

Co

Ltd

-

H

1,381,027

3,307,000

(b)

China

Feihe

Ltd

1,497,710

119,000

China

Film

Co

Ltd

176,885

3,396,245

China

Galaxy

Securities

Co

Ltd

1,738,259

410,100

China

Galaxy

Securities

Co

Ltd

(Class

A)

617,622

2,487,268

China

Gas

Holdings

Ltd

2,261,972

213,400

(a)

China

Great

Wall

Securities

Co

Ltd

207,656

74,800

China

Greatwall

Technology

Group

Co

Ltd

90,086

2,489,500

(c)

China

Hongqiao

Group

Ltd

3,100,935

2,230,000

(a),(d)

China

Huishan

Dairy

Holdings

Co

Ltd

2,854

1,324,224

China

Insurance

International

Holdings

Co

Ltd

1,409,822

1,464,206

(b)

China

International

Capital

Corp

Ltd

1,631,993

95,000

China

International

Capital

Corp

Ltd

398,245

182,544

China

Jushi

Co

Ltd

268,425

6,631,880

China

Life

Insurance

Co

Ltd

9,200,777

156,500

China

Life

Insurance

Co

Ltd

(Class

A)

697,236

348,000

(a),(b),(c)

China

Literature

Ltd

1,127,662

2,783,341

China

Longyuan

Power

Group

Corp

Ltd

2,495,702

2,775,000

China

Mengniu

Dairy

Co

Ltd

4,643,387

3,403,868

China

Merchants

Bank

Co

Ltd

14,108,440

1,081,095

China

Merchants

Bank

Co

Ltd

(Class

A)

4,893,655

756,200

China

Merchants

Energy

Shipping

Co

Ltd

816,150

281,200

China

Merchants

Expressway

Network

&

Technology

Holdings

Co

Ltd

479,364

1,342,894

China

Merchants

Holdings

International

Co

Ltd

1,974,637

351,020

China

Merchants

Securities

Co

Ltd

722,895

438,000

China

Merchants

Shekou

Industrial

Zone

Holdings

Co

Ltd

533,044

2,177,258

China

Minsheng

Banking

Corp

Ltd

-

A

1,070,145

6,538,014

(c)

China

Minsheng

Banking

Corp

Ltd

-

H

2,317,140

3,249,000

China

Molybdenum

Co

Ltd

2,591,269

918,300

China

Molybdenum

Co

Ltd

(Class

A)

952,674

4,085,913

China

National

Building

Material

Co

Ltd

1,354,199

256,700

China

National

Chemical

Engineering

Co

Ltd

266,257

59,700

China

National

Medicines

Corp

Ltd

278,540

1,183,400

China

National

Nuclear

Power

Co

Ltd

1,807,102

170,900

China

Northern

Rare

Earth

Group

High-Tech

Co

Ltd

414,062

2,322,773

China

Oilfield

Services

Ltd

2,046,116

3,349,794

China

Overseas

Land

&

Investment

Ltd

5,415,394

191

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CHINA—continued

396,700

China

Pacific

Insurance

Group

Co

Ltd

-

A

$

1,622,759

2,357,419

China

Pacific

Insurance

Group

Co

Ltd

-

H

6,266,057

4,296,000

China

Power

International

Development

Ltd

2,022,157

1,165,611

China

Railway

Group

Ltd

-

A

1,003,595

3,970,000

China

Railway

Group

Ltd

-

H

1,936,016

365,184

China

Railway

Signal

&

Communication

Corp

Ltd

295,600

77,800

China

Rare

Earth

Resources

And

Technology

Co

Ltd

255,133

1,435,071

China

Resources

Beer

Holdings

Company

Ltd

4,464,397

860,500

China

Resources

Gas

Group

Ltd

2,920,346

2,754,555

China

Resources

Land

Ltd

8,233,614

45,334

China

Resources

Microelectronics

Ltd

249,524

616,807

(b)

China

Resources

Mixc

Lifestyle

Services

Ltd

1,729,037

1,860,346

(b)

China

Resources

Pharmaceutical

Group

Ltd

1,272,063

1,723,372

China

Resources

Power

Holdings

Co

4,740,710

64,252

China

Resources

Sanjiu

Medical

&

Pharmaceutical

Co

Ltd

366,999

5,426,904

(a),(c)

China

Ruyi

Holdings

Ltd

1,450,700

440,200

China

Shenhua

Energy

Co

Ltd

-

A

2,421,426

3,099,000

China

Shenhua

Energy

Co

Ltd

-

H

12,885,983

1,250,000

(c)

China

Shipping

Development

Co

Ltd

1,500,733

454,500

(a)

China

Southern

Airlines

Co

Ltd

(Class

A)

372,528

2,240,710

China

State

Construction

Engineering

Corp

Ltd

1,730,945

1,770,000

China

State

Construction

International

Holdings

Ltd

2,473,924

1,369,000

China

Three

Gorges

Renewables

Group

Co

Ltd

920,777

91,800

China

Tourism

Group

Duty

Free

Corp

Ltd

872,254

122,663

(b),(c)

China

Tourism

Group

Duty

Free

Corp

Ltd

866,677

40,776,778

(b)

China

Tower

Corp

Ltd

5,003,250

1,926,800

(c)

China

Vanke

Co

Ltd

1,056,563

367,700

China

Vanke

Co

Ltd

(Class

A)

360,910

323,200

China

XD

Electric

Co

Ltd

320,712

1,301,100

China

Yangtze

Power

Co

Ltd

5,375,754

16,100

China

Zhenhua

Group

Science

&

Technology

Co

Ltd

90,476

710,815

China

Zheshang

Bank

Co

Ltd

277,472

20,500

Chongqing

Brewery

Co

Ltd

175,853

320,866

Chongqing

Changan

Automobile

Co

Ltd

648,327

1,012,352

Chongqing

Rural

Commercial

Bank

Co

Ltd

723,899

111,500

(a)

Chongqing

Zhifei

Biological

Products

Co

Ltd

437,384

1,767,833

Chow

Tai

Fook

Jewellery

Group

Ltd

1,605,510

5,655,738

Citic

Pacific

Ltd

5,214,406

117,100

Citic

Pacific

Special

Steel

Group

Co

Ltd

201,620

1,623,732

CITIC

Securities

Co

Ltd

2,441,938

643,480

CITIC

Securities

Co

Ltd

(Class

A)

1,762,608

38,080

CNGR

Advanced

Material

Co

Ltd

157,633

1,324,000

CNOOC

Energy

Technology

&

Services

Ltd

707,417

394,800

CNPC

Capital

Co

Ltd

304,957

224,280

Contemporary

Amperex

Technology

Co

Ltd

5,778,487

317,000

COSCO

SHIPPING

Development

Co

Ltd

107,545

249,100

COSCO

SHIPPING

Energy

Transportation

Co

Ltd

530,803

628,010

COSCO

SHIPPING

Holdings

Co

Ltd

-

A

1,144,015

2,631,800

COSCO

SHIPPING

Holdings

Co

Ltd

-

H

3,758,505

10,881,496

(c),(d)

Country

Garden

Holdings

Co

Ltd

506,620

188,900

CSC

Financial

Co

Ltd

519,851

Nuveen

Emerging

Markets

Equity

Index

Fund

July

31,

2024

192

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CHINA—continued

76,200

CSPC

Innovation

Pharmaceutical

Co

Ltd

$

258,370

7,219,489

CSPC

Pharmaceutical

Group

Ltd

5,370,186

81,800

(a)

CSSC

Science

&

Technology

Co

Ltd

150,644

1,194,000

Daqin

Railway

Co

Ltd

1,151,532

69,120

DaShenLin

Pharmaceutical

Group

Co

Ltd

125,801

324,600

Datang

International

Power

Generation

Co

Ltd

134,447

56,200

Dong-E-E-Jiao

Co

Ltd

380,185

145,100

Dongfang

Electric

Corp

Ltd

328,274

82,600

Dongxing

Securities

Co

Ltd

100,507

742,185

East

Money

Information

Co

Ltd

1,144,075

19,675

Eastroc

Beverage

Group

Co

Ltd

635,185

18,900

Ecovacs

Robotics

Co

Ltd

107,728

18,200

Empyrean

Technology

Co

Ltd

198,547

707,028

ENN

Energy

Holdings

Ltd

4,947,259

115,700

(a)

ENN

Natural

Gas

Co

Ltd

313,895

37,600

Eoptolink

Technology,

Inc

Ltd

526,224

95,861

Eve

Energy

Co

Ltd

509,818

182,800

Everbright

Securities

Co

Ltd

384,004

314,783

(a)

Everdisplay

Optronics

Shanghai

Co

Ltd

88,424

1,007,000

Far

East

Horizon

Ltd

686,985

93,400

FAW

Jiefang

Group

Co

Ltd

109,465

178,400

First

Capital

Securities

Co

Ltd

130,713

95,600

Flat

Glass

Group

Co

Ltd

249,967

425,000

Flat

Glass

Group

Co

Ltd

616,767

845,140

Focus

Media

Information

Technology

Co

Ltd

677,765

229,564

Foshan

Haitian

Flavouring

&

Food

Co

Ltd

1,116,540

2,145,452

Fosun

International

1,117,676

365,800

Founder

Securities

Co

Ltd

392,947

669,300

(a)

Foxconn

Industrial

Internet

Co

Ltd

2,248,491

19,100

Fu

Jian

Anjoy

Foods

Co

Ltd

210,041

89,400

Fuyao

Glass

Industry

Group

Co

Ltd

-

A

556,782

549,298

(b)

Fuyao

Glass

Industry

Group

Co

Ltd

-

H

2,868,525

36,061

GalaxyCore,

Inc

60,042

70,440

Ganfeng

Lithium

Group

Co

Ltd

274,494

412,720

(b),(c)

Ganfeng

Lithium

Group

Co

Ltd

866,661

18,185,795

(a)

GCL

Technology

Holdings

Ltd

2,558,706

1,118,283

GD

Power

Development

Co

Ltd

860,331

5,310,828

Geely

Automobile

Holdings

Ltd

5,396,104

268,600

GEM

Co

Ltd

230,057

1,030,000

(a)

Genscript

Biotech

Corp

1,641,005

924,600

GF

Securities

Co

Ltd

794,856

293,100

GF

Securities

Co

Ltd

(Class

A)

509,618

287,200

(b)

Giant

Biogene

Holding

Co

ltd

1,488,765

27,468

GigaDevice

Semiconductor,

Inc

327,580

18,750

Ginlong

Technologies

Co

Ltd

165,698

87,200

GoerTek,

Inc

260,320

34,220

Gongniu

Group

Co

Ltd

331,924

70,200

Gotion

High-tech

Co

Ltd

190,100

131,400

Great

Wall

Motor

Co

Ltd

429,355

1,996,766

(c)

Great

Wall

Motor

Co

Ltd

2,726,340

160,900

Gree

Electric

Appliances,

Inc

of

Zhuhai

891,109

143,700

GRG

Banking

Equipment

Co

Ltd

200,614

193

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CHINA—continued

83,900

Guangdong

Haid

Group

Co

Ltd

$

509,991

128,400

Guangdong

HEC

Technology

Holding

Co

Ltd

123,221

2,596,000

Guangdong

Investments

Ltd

1,361,363

851,787

Guanghui

Energy

Co

Ltd

718,269

222,800

Guangzhou

Automobile

Group

Co

Ltd

253,955

2,684,851

Guangzhou

Automobile

Group

Co

Ltd

-

H

990,241

172,200

Guangzhou

Baiyun

International

Airport

Co

Ltd

229,469

74,100

Guangzhou

Baiyunshan

Pharmaceutical

Holdings

Co

Ltd

300,126

212,700

Guangzhou

Haige

Communications

Group,

Inc

Co

293,866

25,700

Guangzhou

Kingmed

Diagnostics

Group

Co

Ltd

103,419

36,672

Guangzhou

Shiyuan

Electronic

Technology

Co

Ltd

150,866

86,900

Guangzhou

Tinci

Materials

Technology

Co

Ltd

189,241

181,400

Guangzhou

Yuexiu

Capital

Holdings

Group

Co

Ltd

133,886

122,100

(a)

Guolian

Securities

Co

Ltd

175,590

280,600

Guosen

Securities

Co

Ltd

343,500

365,300

Guotai

Junan

Securities

Co

Ltd

726,681

339,630

Guoyuan

Securities

Co

Ltd

312,777

1,524,000

(b)

Haidilao

International

Holding

Ltd

2,471,833

2,147,600

Haier

Smart

Home

Co

Ltd

7,021,396

285,400

Haier

Smart

Home

Co

Ltd

1,077,928

2,100,900

(a)

Hainan

Airlines

Holding

Co

Ltd

319,648

650,200

(a)

Hainan

Airport

Infrastructure

Co

Ltd

307,802

549,000

Haitian

International

Holdings

Ltd

1,592,802

2,679,600

Haitong

Securities

Co

Ltd

1,238,941

394,700

(a)

Haitong

Securities

Co

Ltd

(Class

A)

495,766

56,900

Hang

Zhou

Great

Star

Industrial

Co

Ltd

191,948

111,790

Hangzhou

First

Applied

Material

Co

Ltd

240,512

63,300

Hangzhou

Oxygen

Plant

Group

Co

Ltd

170,697

44,600

Hangzhou

Robam

Appliances

Co

Ltd

133,877

46,500

Hangzhou

Silan

Microelectronics

Co

Ltd

138,790

16,000

Hangzhou

Tigermed

Consulting

Co

Ltd

-

A

118,649

1,072,000

(b)

Hansoh

Pharmaceutical

Group

Co

Ltd

2,344,866

29,600

Haohua

Chemical

Science

&

Technology

Co

Ltd

115,581

111,100

Hebei

Yangyuan

Zhihui

Beverage

Co

Ltd

325,249

87,000

Heilongjiang

Agriculture

Co

Ltd

157,388

232,900

Henan

Shenhuo

Coal

&

Power

Co

Ltd

530,665

170,070

Henan

Shuanghui

Investment

&

Development

Co

Ltd

542,893

554,500

Hengan

International

Group

Co

Ltd

1,732,178

77,700

Hengdian

Group

DMEGC

Magnetics

Co

Ltd

131,401

370,520

Hengli

Petrochemical

Co

Ltd

716,651

127,300

Hengtong

Optic-electric

Co

Ltd

274,200

354,660

Hengyi

Petrochemical

Co

Ltd

317,449

768,900

Hesteel

Co

Ltd

206,596

56,600

(a)

Hisense

Home

Appliances

Group

Co

Ltd

233,071

316,000

(c)

Hisense

Kelon

Electrical

Holdings

Co

Ltd

1,021,600

81,700

Hisense

Visual

Technology

Co

Ltd

200,885

26,100

Hithink

RoyalFlush

Information

Network

Co

Ltd

386,106

297,100

HLA

Corp

Ltd

269,764

24,340

Hongfa

Technology

Co

Ltd

92,287

41,000

(a)

Hoshine

Silicon

Industry

Co

Ltd

271,422

532,051

(b),(c)

Hua

Hong

Semiconductor

Ltd

1,410,780

Nuveen

Emerging

Markets

Equity

Index

Fund

July

31,

2024

194

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CHINA—continued

555,400

(d)

Huadian

Power

International

Corp

Ltd

(Class

A)

$

455,722

97,400

Huadong

Medicine

Co

Ltd

393,273

146,400

Huafon

Chemical

Co

Ltd

156,984

69,000

Huagong

Tech

Co

Ltd

277,163

240,100

Huaibei

Mining

Holdings

Co

Ltd

495,346

105,520

Hualan

Biological

Engineering,

Inc

240,787

621,400

Huaneng

Power

International,

Inc

-

A

683,561

3,747,110

Huaneng

Power

International,

Inc

-

H

2,226,766

1,199,000

(b)

Huatai

Securities

Co

Ltd

1,326,552

216,000

Huatai

Securities

Co

Ltd

(Class

A)

397,407

692,419

Huaxia

Bank

Co

Ltd

601,596

154,873

Huayu

Automotive

Systems

Co

Ltd

334,109

181,906

Huazhu

Group

Ltd

(ADR)

5,457,180

47,100

Hubei

Jumpcan

Pharmaceutical

Co

Ltd

207,768

24,100

Huizhou

Desay

Sv

Automotive

Co

Ltd

318,564

93,600

Humanwell

Healthcare

Group

Co

Ltd

258,293

389,400

Hunan

Valin

Steel

Co

Ltd

250,681

98,096

Hundsun

Technologies,

Inc

248,745

10,535

Hwatsing

Technology

Co

Ltd

210,239

340,800

(a),(b),(c)

Hygeia

Healthcare

Holdings

Co

Ltd

918,210

118,634

Hygon

Information

Technology

Co

Ltd

1,306,833

121,200

Iflytek

Co

Ltd

668,386

15,260

Imeik

Technology

Development

Co

Ltd

371,343

3,456,505

Industrial

&

Commercial

Bank

of

China

Ltd

-

A

2,798,187

57,215,777

Industrial

&

Commercial

Bank

of

China

Ltd

-

H

31,696,501

1,101,200

Industrial

Bank

Co

Ltd

2,552,450

376,480

Industrial

Securities

Co

Ltd

284,428

22,800

Ingenic

Semiconductor

Co

Ltd

176,592

1,909,400

Inner

Mongolia

BaoTou

Steel

Union

Co

Ltd

386,083

140,900

Inner

Mongolia

Dian

Tou

Energy

Corp

Ltd

368,831

343,300

Inner

Mongolia

Junzheng

Energy

&

Chemical

Industry

Group

Co

Ltd

178,214

323,600

Inner

Mongolia

Yili

Industrial

Group

Co

Ltd

1,124,133

1,095,300

Inner

Mongolia

Yitai

Coal

Co

1,985,779

186,500

Inner

Mongolia

Yuan

Xing

Energy

Co

Ltd

175,011

1,062,737

(a),(b)

Innovent

Biologics,

Inc

5,260,890

76,900

Inspur

Electronic

Information

Industry

Co

Ltd

400,148

447,185

(a)

iQIYI,

Inc

(ADR)

1,489,126

52,500

Isoftstone

Information

Technology

Group

Co

Ltd

250,801

159,684

JA

Solar

Technology

Co

Ltd

238,704

23,660

Jason

Furniture

Hangzhou

Co

Ltd

83,091

32,000

JCHX

Mining

Management

Co

Ltd

183,089

1,006,249

(a),(b)

JD

Health

International,

Inc

2,792,890

1,848,600

(a),(b)

JD

Logistics,

Inc

1,901,308

2,005,384

JD.com,

Inc

26,442,186

302,900

Jiangsu

Eastern

Shenghong

Co

Ltd

332,704

1,280,000

Jiangsu

Express

1,217,277

63,456

Jiangsu

Hengli

Hydraulic

Co

Ltd

402,143

324,119

Jiangsu

Hengrui

Pharmaceuticals

Co

Ltd

1,892,443

76,300

Jiangsu

King's

Luck

Brewery

JSC

Ltd

466,499

55,400

Jiangsu

Nhwa

Pharmaceutical

Co

Ltd

197,117

26,550

Jiangsu

Pacific

Quartz

Co

Ltd

104,737

195

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CHINA—continued

151,400

Jiangsu

Phoenix

Publishing

&

Media

Corp

Ltd

$

216,653

72,700

Jiangsu

Yanghe

Brewery

Joint-Stock

Co

Ltd

822,999

11,050

Jiangsu

Yangnong

Chemical

Co

Ltd

84,183

28,500

Jiangsu

Yoke

Technology

Co

Ltd

234,610

58,800

Jiangsu

Yuyue

Medical

Equipment

&

Supply

Co

Ltd

302,699

157,000

Jiangsu

Zhongtian

Technology

Co

Ltd

325,373

992,000

Jiangxi

Copper

Co

Ltd

1,743,876

100,300

Jiangxi

Copper

Co

Ltd

(Class

A)

298,436

206,300

Jinduicheng

Molybdenum

Co

Ltd

301,746

291,207

Jinko

Solar

Co

Ltd

295,030

578,900

Jizhong

Energy

Resources

Co

Ltd

454,177

166,500

Joincare

Pharmaceutical

Group

Industry

Co

Ltd

243,222

381,374

Jointown

Pharmaceutical

Group

Co

Ltd

243,559

51,500

Jonjee

Hi-Tech

Industrial

And

Commercial

Holding

Co

Ltd

140,097

113,200

Juneyao

Airlines

Co

Ltd

178,324

232,000

Kanzhun

Ltd

(ADR)

3,150,560

567,094

KE

Holdings,

Inc

(ADR)

7,854,252

2,686,000

(a)

Kingdee

International

Software

Group

Co

Ltd

2,152,482

123,800

Kingnet

Network

Co

Ltd

161,677

812,400

Kingsoft

Corp

Ltd

2,301,237

2,013,101

(a),(b)

Kuaishou

Technology

11,274,763

98,000

(a)

Kuang-Chi

Technologies

Co

Ltd

244,577

71,100

Kunlun

Tech

Co

Ltd

297,579

65,343

Kweichow

Moutai

Co

Ltd

12,846,292

139,300

LB

Group

Co

Ltd

332,519

7,005,856

Lenovo

Group

Ltd

9,074,054

202,900

Lens

Technology

Co

Ltd

502,369

50,700

Lepu

Medical

Technology

Beijing

Co

Ltd

92,041

1,071,510

(a)

Li

Auto,

Inc

10,481,737

2,005,000

Li

Ning

Co

Ltd

3,734,539

140,900

Liaoning

Port

Co

Ltd

24,965

216,700

Lingyi

iTech

Guangdong

Co

216,564

58,900

Livzon

Pharmaceutical

Group,

Inc

299,581

1,646,500

(b),(c)

Longfor

Group

Holdings

Ltd

2,138,982

369,224

LONGi

Green

Energy

Technology

Co

Ltd

741,969

332,053

Luxshare

Precision

Industry

Co

Ltd

1,763,601

73,100

Luzhou

Laojiao

Co

Ltd

1,322,408

108,370

Mango

Excellent

Media

Co

Ltd

308,888

28,120

Maxscend

Microelectronics

Co

Ltd

301,060

195,200

Meihua

Holdings

Group

Co

Ltd

275,287

4,380,929

(a),(b)

Meituan

60,661,225

966,700

Metallurgical

Corp

of

China

Ltd

423,104

19,213

(a)

MGI

Tech

Co

Ltd

118,522

181,400

Midea

Group

Co

Ltd

1,599,854

334,800

MINISO

Group

Holding

Ltd

1,399,592

3,616,000

(a)

MMG

Ltd

1,122,343

64,976

Montage

Technology

Co

Ltd

536,410

279,184

Muyuan

Foods

Co

Ltd

1,689,373

520,200

Nanjing

Iron

&

Steel

Co

Ltd

323,908

191,000

(a)

Nanjing

Securities

Co

Ltd

208,743

415,827

NARI

Technology

Co

Ltd

1,381,586

Nuveen

Emerging

Markets

Equity

Index

Fund

July

31,

2024

196

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CHINA—continued

134,469

National

Silicon

Industry

Group

Co

Ltd

$

286,164

28,700

NAURA

Technology

Group

Co

Ltd

1,362,485

1,675,419

NetEase,

Inc

30,900,722

104,200

New

China

Life

Insurance

Co

Ltd

-

A

460,945

817,200

New

China

Life

insurance

Co

Ltd

-

H

1,593,856

264,900

(a)

New

Hope

Liuhe

Co

Ltd

347,313

1,281,027

(a)

New

Oriental

Education

&

Technology

Group,

Inc

8,291,629

78,600

Ninestar

Corp

294,363

30,744

Ningbo

Deye

Technology

Co

Ltd

413,037

105,200

Ningbo

Joyson

Electronic

Corp

223,946

37,700

Ningbo

Orient

Wires

&

Cables

Co

Ltd

266,598

90,000

Ningbo

Sanxing

Medical

Electric

Co

Ltd

366,747

95,200

Ningbo

Shanshan

Co

Ltd

101,346

69,310

Ningbo

Tuopu

Group

Co

Ltd

352,122

361,400

Ningxia

Baofeng

Energy

Group

Co

Ltd

751,190

1,150,334

(a)

NIO,

Inc

(ADR)

5,107,483

1,793,300

(b)

Nongfu

Spring

Co

Ltd

6,966,356

905,326

Offshore

Oil

Engineering

Co

Ltd

688,980

208,900

(a)

OFILM

Group

Co

Ltd

240,203

27,740

Oppein

Home

Group,

Inc

174,578

295,680

Orient

Securities

Co

Ltd

347,883

293,000

Oriental

Pearl

Group

Co

Ltd

257,631

384,500

(a)

Pangang

Group

Vanadium

Titanium

&

Resources

Co

Ltd

128,847

515,817

(a)

PDD

Holdings,

Inc

(ADR)

66,483,653

68,500

People.cn

Co

Ltd

187,497

9,474,220

People's

Insurance

Co

Group

of

China

Ltd

3,187,717

619,700

People's

Insurance

Co

Group

of

China

Ltd

(Class

A)

491,352

75,900

Pharmaron

Beijing

Co

Ltd

-

A

232,420

6,118,306

PICC

Property

&

Casualty

Co

Ltd

8,023,052

980,700

Ping

An

Bank

Co

Ltd

1,394,939

5,839,192

Ping

An

Insurance

Group

Co

of

China

Ltd

25,357,385

582,500

Ping

An

Insurance

Group

Co

of

China

Ltd

(Class

A)

3,432,105

306,800

Pingdingshan

Tianan

Coal

Mining

Co

Ltd

445,742

13,542

Piotech,

Inc

239,893

458,600

Poly

Developments

and

Holdings

Group

Co

Ltd

559,499

437,275

(b)

Pop

Mart

International

Group

Ltd

2,319,979

1,587,078

Postal

Savings

Bank

of

China

Co

Ltd

-

A

1,060,553

7,418,000

(b)

Postal

Savings

Bank

of

China

Co

Ltd

-

H

3,966,669

856,300

Power

Construction

Corp

of

China

Ltd

651,851

264,300

(a)

Qinghai

Salt

Lake

Industry

Co

Ltd

568,764

74,200

Range

Intelligent

Computing

Technology

Group

Co

Ltd

232,283

15,200

Rockchip

Electronics

Co

Ltd

130,235

593,400

Rongsheng

Petrochemical

Co

Ltd

745,100

456,300

(a)

SAIC

Motor

Corp

Ltd

926,812

173,200

Sailun

Group

Co

Ltd

316,243

254,100

Sanan

Optoelectronics

Co

Ltd

419,020

20,500

Sangfor

Technologies,

Inc

140,219

383,400

Sany

Heavy

Industry

Co

Ltd

856,667

268,691

Satellite

Chemical

Co

Ltd

649,387

290,100

SDIC

Capital

Co

Ltd

241,304

411,400

SDIC

Power

Holdings

Co

Ltd

967,156

83,900

(a)

Seres

Group

Co

Ltd

926,405

197

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CHINA—continued

254,900

SF

Holding

Co

Ltd

$

1,236,690

17,647

SG

Micro

Corp

192,851

625,571

Shaanxi

Coal

Industry

Co

Ltd

2,023,395

454,950

Shan

XI

Hua

Yang

Group

New

Energy

Co

Ltd

451,359

200,845

Shandong

Gold

Mining

Co

Ltd

-

A

821,735

715,624

(b)

Shandong

Gold

Mining

Co

Ltd

-

H

1,482,756

66,800

Shandong

Himile

Mechanical

Science

&

Technology

Co

Ltd

339,942

117,100

Shandong

Hualu

Hengsheng

Chemical

Co

Ltd

402,103

44,800

Shandong

Linglong

Tyre

Co

Ltd

104,920

673,600

Shandong

Nanshan

Aluminum

Co

Ltd

337,852

104,900

Shandong

Sun

Paper

Industry

JSC

Ltd

198,604

2,083,390

Shandong

Weigao

Group

Medical

Polymer

Co

Ltd

1,057,175

77,560

(a)

Shanghai

Aiko

Solar

Energy

Co

Ltd

101,295

90,417

Shanghai

Baosight

Software

Co

Ltd

402,230

627,962

Shanghai

Baosight

Software

Co

Ltd

1,027,579

421,400

Shanghai

Construction

Group

Co

Ltd

136,425

707,900

Shanghai

Electric

Group

Co

Ltd

379,206

288,800

Shanghai

Electric

Power

Co

Ltd

375,882

123,800

Shanghai

Fosun

Pharmaceutical

Group

Co

Ltd

-

A

403,713

11,107

Shanghai

Friendess

Electronic

Technology

Corp

Ltd

225,106

72,400

Shanghai

International

Airport

Co

Ltd

346,337

451,300

Shanghai

International

Port

Group

Co

Ltd

376,989

56,400

Shanghai

Jinjiang

International

Hotels

Development

Co

Ltd

187,617

26,700

Shanghai

M&G

Stationery,

Inc

110,706

22,300

Shanghai

Moons'

Electric

Co

Ltd

123,728

137,200

Shanghai

Pharmaceuticals

Holding

Co

Ltd

-

A

368,233

656,841

Shanghai

Pharmaceuticals

Holding

Co

Ltd

-

H

984,942

1,614,630

Shanghai

Pudong

Development

Bank

Co

Ltd

1,877,748

99,383

Shanghai

Putailai

New

Energy

Technology

Co

Ltd

178,827

348,100

Shanghai

RAAS

Blood

Products

Co

Ltd

370,903

468,600

Shanghai

Rural

Commercial

Bank

Co

Ltd

431,724

39,319

Shanghai

United

Imaging

Healthcare

Co

Ltd

632,404

228,100

Shanghai

Yuyuan

Tourist

Mart

Group

Co

Ltd

172,369

82,900

(a)

Shanghai

Zhangjiang

High-Tech

Park

Development

Co

Ltd

224,938

125,200

Shanxi

Coal

International

Energy

Group

Co

Ltd

223,477

282,100

Shanxi

Lu'an

Environmental

Energy

Development

Co

Ltd

607,544

237,700

(a)

Shanxi

Meijin

Energy

Co

Ltd

144,942

281,100

Shanxi

Taigang

Stainless

Steel

Co

Ltd

139,650

62,320

Shanxi

Xinghuacun

Fen

Wine

Factory

Co

Ltd

1,589,469

474,570

Shanxi

Xishan

Coal

&

Electricity

Power

Co

Ltd

543,988

16,200

Shede

Spirits

Co

Ltd

123,004

484,700

Shenergy

Co

Ltd

560,295

69,000

Shengyi

Technology

Co

Ltd

186,695

11,760

Shennan

Circuits

Co

Ltd

180,537

1,055,300

Shenwan

Hongyuan

Group

Co

Ltd

669,110

30,780

Shenzhen

Capchem

Technology

Co

Ltd

140,275

387,400

Shenzhen

Energy

Group

Co

Ltd

362,081

26,500

Shenzhen

Goodix

Technology

Co

Ltd

230,404

60,927

Shenzhen

Inovance

Technology

Co

Ltd

392,971

53,020

Shenzhen

Kangtai

Biological

Products

Co

Ltd

117,044

Nuveen

Emerging

Markets

Equity

Index

Fund

July

31,

2024

198

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CHINA—continued

8,900

Shenzhen

Kedali

Industry

Co

Ltd

$

97,053

59,100

Shenzhen

Mindray

Bio-Medical

Electronics

Co

Ltd

2,104,490

44,500

Shenzhen

New

Industries

Biomedical

Engineering

Co

Ltd

382,518

47,700

Shenzhen

Salubris

Pharmaceuticals

Co

Ltd

191,585

59,469

Shenzhen

Transsion

Holdings

Co

Ltd

666,081

38,400

Shenzhen

YUTO

Packaging

Technology

Co

Ltd

124,095

721,900

Shenzhou

International

Group

Holdings

Ltd

6,111,231

89,680

Shijiazhuang

Yiling

Pharmaceutical

Co

Ltd

196,396

267,500

Sichuan

Changhong

Electric

Co

Ltd

167,614

251,373

Sichuan

Chuantou

Energy

Co

Ltd

651,471

479,100

(a)

Sichuan

Hebang

Biotechnology

Co

Ltd

113,966

117,600

Sichuan

Kelun

Pharmaceutical

Co

Ltd

488,570

444,640

Sichuan

Road

and

Bridge

Group

Co

Ltd

387,604

21,100

Sichuan

Swellfun

Co

Ltd

109,495

52,400

Sieyuan

Electric

Co

Ltd

481,470

282,000

Silergy

Corp

3,898,788

208,200

Sinolink

Securities

Co

Ltd

227,383

181,700

Sinoma

International

Engineering

Co

256,123

70,800

Sinoma

Science

&

Technology

Co

Ltd

112,599

78,800

Sinomine

Resource

Group

Co

Ltd

293,834

1,164,000

Sinopharm

Group

Co

Ltd

2,730,212

626,000

Sinotruk

Hong

Kong

Ltd

1,646,557

1,664,000

(b),(c)

Smoore

International

Holdings

Ltd

1,942,848

105,560

Songcheng

Performance

Development

Co

Ltd

119,393

261,456

SooChow

Securities

Co

Ltd

230,014

542,900

Southwest

Securities

Co

Ltd

295,200

46,200

(a)

Spring

Airlines

Co

Ltd

346,393

10,176

StarPower

Semiconductor

Ltd

128,356

104,020

Sungrow

Power

Supply

Co

Ltd

992,873

632,317

Sunny

Optical

Technology

Group

Co

Ltd

3,546,099

28,950

Sunresin

New

Materials

Co

Ltd

158,759

78,000

Sunwoda

Electronic

Co

Ltd

185,521

128,000

Suzhou

Dongshan

Precision

Manufacturing

Co

Ltd

442,778

12,544

Suzhou

Maxwell

Technologies

Co

Ltd

180,655

32,760

Suzhou

TFC

Optical

Communication

Co

Ltd

458,965

393,032

(a)

TAL

Education

Group

(ADR)

3,938,181

249,470

TBEA

Co

Ltd

467,703

833,690

TCL

Technology

Group

Corp

452,481

186,250

TCL

Zhonghuan

Renewable

Energy

Technology

Co

Ltd

225,395

5,707,591

Tencent

Holdings

Ltd

263,385,089

654,600

Tencent

Music

Entertainment

Group

(ADR)

9,282,228

20,800

Thunder

Software

Technology

Co

Ltd

130,860

347,100

Tian

Di

Science

&

Technology

Co

Ltd

279,042

475,700

Tianfeng

Securities

Co

Ltd

166,536

76,200

Tianqi

Lithium

Corp

309,580

184,400

Tianshan

Aluminum

Group

Co

Ltd

175,572

86,500

Tianshui

Huatian

Technology

Co

Ltd

103,678

1,808,025

Tingyi

Cayman

Islands

Holding

Corp

2,204,516

1,088,000

Tongcheng

Travel

Holdings

Ltd

1,894,265

83,500

TongFu

Microelectronics

Co

Ltd

263,788

122,000

Tongkun

Group

Co

Ltd

237,326

199

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CHINA—continued

1,080,700

Tongling

Nonferrous

Metals

Group

Co

Ltd

$

472,257

231,892

Tongwei

Co

Ltd

582,058

1,937,000

(b)

Topsports

International

Holdings

Ltd

862,778

869,661

Travelsky

Technology

Ltd

980,397

94,675

Trina

Solar

Co

Ltd

228,625

477,100

(a)

Trip.com

Group

Ltd

20,368,202

566,000

Tsingtao

Brewery

Co

Ltd

3,615,945

40,300

Tsingtao

Brewery

Co

Ltd

(Class

A)

383,082

34,299

Unigroup

Guoxin

Microelectronics

Co

Ltd

256,134

166,080

Unisplendour

Corp

Ltd

535,461

37,600

Universal

Scientific

Industrial

Shanghai

Co

Ltd

83,966

324,097

Vipshop

Holdings

Ltd

(ADR)

4,420,683

67,400

Walvax

Biotechnology

Co

Ltd

108,016

123,000

(a)

Wanda

Film

Holding

Co

Ltd

190,101

158,700

Wanhua

Chemical

Group

Co

Ltd

1,703,406

4,063,587

Want

Want

China

Holdings

Ltd

2,439,343

1,689,800

Weichai

Power

Co

Ltd

2,704,434

356,600

Weichai

Power

Co

Ltd

(Class

A)

682,175

41,920

Weihai

Guangwei

Composites

Co

Ltd

163,918

392,660

Wens

Foodstuffs

Group

Co

Ltd

1,083,380

118,300

Western

Mining

Co

Ltd

264,767

255,800

Western

Securities

Co

Ltd

231,408

24,665

Western

Superconducting

Technologies

Co

Ltd

131,779

62,790

(a)

Will

Semiconductor

Co

Ltd

895,762

50,200

Wingtech

Technology

Co

Ltd

208,119

1,538,900

(a),(d)

Wintime

Energy

Group

Co

Ltd

234,230

221,200

Wuchan

Zhongda

Group

Co

Ltd

133,413

125,768

Wuhan

Guide

Infrared

Co

Ltd

110,327

209,700

Wuliangye

Yibin

Co

Ltd

3,684,266

98,790

WUS

Printed

Circuit

Kunshan

Co

Ltd

459,854

127,404

WuXi

AppTec

Co

Ltd

-

A

749,120

317,877

(b)

WuXi

AppTec

Co

Ltd

-

H

1,300,342

3,342,801

(a),(b)

Wuxi

Biologics

Cayman,

Inc

4,889,365

561,100

XCMG

Construction

Machinery

Co

Ltd

509,168

201,636

Xiamen

C

&

D,

Inc

221,336

9,000

Xiamen

Faratronic

Co

Ltd

107,998

47,100

Xiamen

Tungsten

Co

Ltd

110,899

13,215,036

(a),(b)

Xiaomi

Corp

28,383,648

74,862

Xinjiang

Daqo

New

Energy

Co

Ltd

210,279

158,100

Xinjiang

Goldwind

Science

&

Technology

Co

Ltd

-

A

175,276

4,261,780

Xinyi

Solar

Holdings

Ltd

2,022,122

1,050,389

(a),(c)

XPeng,

Inc

4,245,709

1,156,000

(b)

Yadea

Group

Holdings

Ltd

1,557,931

182,600

Yantai

Jereh

Oilfield

Services

Group

Co

Ltd

794,677

3,057,204

(c)

Yanzhou

Coal

Mining

Co

Ltd

3,990,600

384,995

Yanzhou

Coal

Mining

Co

Ltd

(Class

A)

799,071

69,953

Yealink

Network

Technology

Corp

Ltd

326,400

83,845

Yifeng

Pharmacy

Chain

Co

Ltd

242,996

71,500

Yihai

Kerry

Arawana

Holdings

Co

Ltd

270,959

185,420

Yintai

Gold

Co

Ltd

458,560

23,530

YongXing

Special

Materials

Technology

Co

Ltd

109,035

153,999

Yonyou

Network

Technology

Co

Ltd

204,265

Nuveen

Emerging

Markets

Equity

Index

Fund

July

31,

2024

200

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

CHINA—continued

437,100

Youngor

Group

Co

Ltd

$

432,665

155,000

YTO

Express

Group

Co

Ltd

307,670

338,745

Yum

China

Holdings,

Inc

10,243,649

191,710

Yunda

Holding

Co

Ltd

195,951

269,100

Yunnan

Aluminium

Co

Ltd

450,278

80,860

Yunnan

Baiyao

Group

Co

Ltd

565,303

11,900

Yunnan

Botanee

Bio-Technology

Group

Co

Ltd

79,754

337,400

Yunnan

Chihong

Zinc&Germanium

Co

Ltd

252,719

48,700

Yunnan

Energy

New

Material

Co

Ltd

207,843

228,500

Yunnan

Tin

Co

Ltd

445,442

158,800

Yunnan

Yuntianhua

Co

Ltd

431,193

76,600

Zangge

Mining

Co

Ltd

244,072

26,695

Zhangzhou

Pientzehuang

Pharmaceutical

Co

Ltd

785,638

1,333,641

Zhaojin

Mining

Industry

Co

Ltd

2,390,979

384,700

(a)

Zhejiang

Century

Huatong

Group

Co

Ltd

174,689

349,900

Zhejiang

China

Commodities

City

Group

Co

Ltd

374,034

119,716

Zhejiang

Chint

Electrics

Co

Ltd

319,353

180,800

Zhejiang

Dahua

Technology

Co

Ltd

375,924

30,420

Zhejiang

Dingli

Machinery

Co

Ltd

221,090

2,111,971

Zhejiang

Expressway

Co

Ltd

1,385,912

70,730

Zhejiang

Huahai

Pharmaceutical

Co

Ltd

167,776

68,828

Zhejiang

Huayou

Cobalt

Co

Ltd

223,828

53,700

Zhejiang

Jingsheng

Mechanical

&

Electrical

Co

Ltd

222,217

168,600

Zhejiang

Juhua

Co

Ltd

461,786

477,800

(a),(b),(c)

Zhejiang

Leapmotor

Technologies

Ltd

1,526,016

198,900

Zhejiang

Longsheng

Group

Co

Ltd

247,504

134,164

Zhejiang

NHU

Co

Ltd

387,929

90,600

Zhejiang

Sanhua

Intelligent

Controls

Co

Ltd

231,460

35,967

Zhejiang

Supcon

Technology

Co

Ltd

188,142

26,400

Zhejiang

Supor

Co

Ltd

183,487

137,400

Zhejiang

Wanfeng

Auto

Wheel

Co

Ltd

271,870

58,370

Zhejiang

Weiming

Environment

Protection

Co

Ltd

154,872

50,700

Zhejiang

Weixing

New

Building

Materials

Co

Ltd

98,345

745,100

Zhejiang

Zheneng

Electric

Power

Co

Ltd

683,545

158,300

Zhengzhou

Yutong

Bus

Co

Ltd

490,856

201,800

Zheshang

Securities

Co

Ltd

324,600

63,280

Zhongji

Innolight

Co

Ltd

1,152,151

378,800

Zhongjin

Gold

Corp

Ltd

846,978

691,500

Zhongsheng

Group

Holdings

Ltd

1,078,916

301,900

Zhongtai

Securities

Co

Ltd

252,189

44,389

Zhuzhou

CRRC

Times

Electric

Co

Ltd

334,393

472,100

Zhuzhou

CSR

Times

Electric

Co

Ltd

1,742,297

4,833,299

Zijin

Mining

Group

Co

Ltd

9,803,695

1,118,300

Zijin

Mining

Group

Co

Ltd

(Class

A)

2,579,348

328,700

Zoomlion

Heavy

Industry

Science

and

Technology

Co

Ltd

-

A

306,264

208,400

ZTE

Corp

793,569

664,864

ZTE

Corp

(Class

H)

1,489,346

373,022

ZTO

Express

Cayman,

Inc

(ADR)

7,068,767

TOTAL

CHINA

1,581,094,909

COLOMBIA

-

0.1%

219,410

BanColombia

S.A.

1,977,991

201

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

COLOMBIA—continued

411,863

BanColombia

S.A.

(Preference)

$

3,446,591

384,740

Interconexion

Electrica

S.A.

ESP

1,662,044

TOTAL

COLOMBIA

7,086,626

CZECH

REPUBLIC

-

0.1%

148,169

CEZ

AS

5,705,820

58,462

Komercni

Banka

AS

2,019,750

160,838

(b)

Moneta

Money

Bank

AS

736,806

TOTAL

CZECH

REPUBLIC

8,462,376

EGYPT

-

0.1%

2,046,994

Commercial

International

Bank

3,510,999

1,477,240

Eastern

Tobacco

679,883

952,753

Talaat

Moustafa

Group

1,103,632

TOTAL

EGYPT

5,294,514

GREECE

-

0.5%

1,861,709

Alpha

Services

and

Holdings

S.A.

3,435,019

2,245,477

Eurobank

Ergasias

Services

and

Holdings

S.A.

5,144,992

12,741

(a),(d)

FF

Group

138

158,231

Hellenic

Telecommunications

Organization

S.A.

2,599,696

100,201

JUMBO

S.A.

2,685,037

68,693

Motor

Oil

Hellas

Corinth

Refineries

S.A.

1,750,972

92,405

Mytilineos

Holdings

S.A.

3,651,798

683,892

National

Bank

of

Greece

S.A.

6,002,552

162,163

OPAP

S.A.

2,827,319

863,615

Piraeus

Financial

Holdings

S.A.

3,648,736

193,680

Public

Power

Corp

2,467,353

TOTAL

GREECE

34,213,612

HONG

KONG

-

0.1%

114,406

Orient

Overseas

International

Ltd

1,611,178

9,053,331

Sino

Biopharmaceutical

Ltd

3,246,517

TOTAL

HONG

KONG

4,857,695

HUNGARY

-

0.2%

473,571

MOL

Hungarian

Oil

&

Gas

plc

3,691,252

178,331

OTP

Bank

Rt

9,141,524

120,201

Richter

Gedeon

Rt

3,426,744

TOTAL

HUNGARY

16,259,520

INDIA

-

19.4%

45,730

ABB

Ltd

India

4,321,744

150,640

Adani

Enterprises

Ltd

5,716,899

272,953

(a)

Adani

Green

Energy

Ltd

6,038,637

456,011

Adani

Ports

&

Special

Economic

Zone

Ltd

8,575,506

672,352

(a)

Adani

Power

Ltd

5,915,911

533,689

Ambuja

Cements

Ltd

4,341,216

136,283

APL

Apollo

Tubes

Ltd

2,422,874

85,778

Apollo

Hospitals

Enterprise

Ltd

6,791,502

1,259,700

Ashok

Leyland

Ltd

3,876,876

329,968

Asian

Paints

Ltd

12,178,400

115,337

Astral

Ltd

3,019,407

311,240

(b)

AU

Small

Finance

Bank

Ltd

2,405,808

243,302

Aurobindo

Pharma

Ltd

4,175,110

142,276

(a),(b)

Avenue

Supermarts

Ltd

8,394,571

Nuveen

Emerging

Markets

Equity

Index

Fund

July

31,

2024

202

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

INDIA—continued

1,974,806

Axis

Bank

Ltd

$

27,586,660

59,760

Bajaj

Auto

Ltd

6,904,387

240,050

Bajaj

Finance

Ltd

19,560,912

321,566

Bajaj

Finserv

Ltd

6,357,630

20,755

Bajaj

Holdings

&

Investment

Ltd

2,388,195

61,563

Balkrishna

Industries

Ltd

2,447,990

676,733

(b)

Bandhan

Bank

Ltd

1,767,144

897,879

Bank

of

Baroda

2,725,614

3,200,050

Bharat

Electronics

Ltd

12,108,631

214,102

Bharat

Forge

Ltd

4,443,395

939,710

Bharat

Heavy

Electricals

Ltd

3,555,011

1,373,046

Bharat

Petroleum

Corp

Ltd

5,759,207

1,948,042

Bharti

Airtel

Ltd

34,799,659

6,206

Bosch

Ltd

2,595,538

93,667

(a)

Britannia

Industries

Ltd

6,476,812

1,663,567

Canara

Bank

2,285,842

527,683

CG

Power

&

Industrial

Solutions

Ltd

4,650,449

365,060

Cholamandalam

Investment

and

Finance

Co

Ltd

6,185,414

460,027

(a)

Cipla

Ltd

8,500,371

1,444,192

Coal

India

Ltd

9,033,267

115,995

Colgate-Palmolive

India

Ltd

4,733,792

216,954

Container

Corp

Of

India

Ltd

2,704,215

116,320

Cummins

India

Ltd

5,363,216

437,784

Dabur

India

Ltd

3,328,394

100,932

Divi's

Laboratories

Ltd

5,941,542

661,101

DLF

Ltd

7,038,349

101,401

Dr

Reddy's

Laboratories

Ltd

8,188,067

115,836

Eicher

Motors

Ltd

6,878,820

2,110,508

GAIL

India

Ltd

6,087,231

2,070,419

(a)

GMR

Infrastructure

Ltd

2,523,173

354,849

Godrej

Consumer

Products

Ltd

6,119,237

99,772

(a)

Godrej

Properties

Ltd

3,846,196

222,884

Grasim

Industries

Ltd

7,402,850

208,982

Havells

India

Ltd

4,621,932

818,346

HCL

Technologies

Ltd

16,102,535

84,439

(b)

HDFC

Asset

Management

Co

Ltd

4,155,245

2,429,848

HDFC

Bank

Ltd

46,955,007

820,882

(b)

HDFC

Life

Insurance

Co

Ltd

7,028,206

104,542

Hero

Honda

Motors

Ltd

6,868,164

1,158,421

Hindalco

Industries

Ltd

9,292,293

177,734

Hindustan

Aeronautics

Ltd

10,474,247

714,393

Hindustan

Lever

Ltd

23,112,378

761,277

Hindustan

Petroleum

Corp

Ltd

3,578,869

4,488,110

ICICI

Bank

Ltd

65,420,773

184,709

(b)

ICICI

Lombard

General

Insurance

Co

Ltd

4,438,479

304,887

(b)

ICICI

Prudential

Life

Insurance

Co

Ltd

2,686,166

2,970,489

(a)

IDFC

First

Bank

Ltd

2,703,028

717,839

Indian

Hotels

Co

Ltd

5,516,362

2,613,346

Indian

Oil

Corp

Ltd

5,694,902

208,818

Indian

Railway

Catering

&

Tourism

Corp

Ltd

2,469,465

1,044,841

(a)

Indus

Towers

Ltd

5,416,264

253,647

IndusInd

Bank

Ltd

4,335,410

203

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

INDIA—continued

60,182

Info

Edge

India

Ltd

$

5,060,916

2,862,732

Infosys

Technologies

Ltd

63,480,524

150,420

(a),(b)

InterGlobe

Aviation

Ltd

8,043,865

2,660,300

ITC

Ltd

15,772,041

274,810

Jindal

Stainless

Ltd

2,436,612

318,524

Jindal

Steel

&

Power

Ltd

3,771,944

319,471

JSW

Energy

Ltd

2,786,196

549,517

JSW

Steel

Ltd

6,107,612

292,311

Jubilant

Foodworks

Ltd

2,095,181

942,727

Kotak

Mahindra

Bank

Ltd

20,423,185

584,466

Larsen

&

Toubro

Ltd

26,691,023

76,805

(b)

LTIMindtree

Ltd

5,203,648

201,369

Lupin

Ltd

4,608,003

253,374

(b)

Macrotech

Developers

Ltd

3,967,723

805,404

Mahindra

&

Mahindra

Ltd

28,036,483

85,268

(a)

Mankind

Pharma

Ltd

2,069,391

402,469

Marico

Ltd

3,245,287

122,454

Maruti

Suzuki

India

Ltd

19,213,464

671,697

Max

Healthcare

Institute

Ltd

7,417,571

89,550

Mphasis

Ltd

3,104,086

2,066

MRF

Ltd

3,513,209

95,097

Muthoot

Finance

Ltd

2,090,799

291,468

Nestle

India

Ltd

8,565,084

2,667,670

(a)

NHPC

Ltd

3,358,248

897,317

NMDC

Ltd

2,598,090

3,823,858

NTPC

Ltd

19,041,773

4,719

Page

Industries

Ltd

2,393,147

246,739

(a)

PB

Fintech

Ltd

4,292,439

85,916

Persistent

Systems

Ltd

4,971,337

722,367

Petronet

LNG

Ltd

3,185,564

83,220

Phoenix

Mills

Ltd

3,581,374

72,217

PI

Industries

Ltd

3,827,190

132,375

Pidilite

Industries

Ltd

5,040,831

46,176

Polycab

India

Ltd

3,793,709

1,306,144

Power

Finance

Corp

Ltd

8,718,680

4,094,723

Power

Grid

Corp

of

India

Ltd

17,055,291

1,930,644

Punjab

National

Bank

2,868,356

1,129,612

REC

Ltd

8,725,903

2,633,774

Reliance

Industries

Ltd

94,953,925

2,476,157

(a)

Reliance

Strategic

Investments

Ltd

9,750,587

2,350,431

Samvardhana

Motherson

International

Ltd

5,532,741

244,066

SBI

Cards

&

Payment

Services

Ltd

2,121,928

392,645

(b)

SBI

Life

Insurance

Co

Ltd

8,240,234

7,222

Shree

Cement

Ltd

2,396,308

241,557

Shriram

Finance

Ltd

8,474,723

79,394

Siemens

India

Ltd

6,779,251

22,987

Solar

Industries

India

Ltd

2,972,215

367,553

(b)

Sona

Blw

Precision

Forgings

Ltd

2,985,906

126,974

SRF

Ltd

4,019,221

1,563,737

State

Bank

of

India

16,348,438

830,817

Sun

Pharmaceutical

Industries

Ltd

17,088,200

54,006

Sundaram

Finance

Ltd

2,794,441

Nuveen

Emerging

Markets

Equity

Index

Fund

July

31,

2024

204

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

INDIA—continued

55,011

Supreme

Industries

Ltd

$

3,525,381

8,209,226

(a)

Suzlon

Energy

Ltd

6,826,674

98,126

Tata

Communications

Ltd

2,337,238

783,292

Tata

Consultancy

Services

Ltd

41,131,213

499,575

Tata

Consumer

Products

Ltd

7,108,348

27,618

Tata

Elxsi

Ltd

2,308,598

1,448,309

Tata

Motors

Ltd

20,058,403

1,247,358

Tata

Power

Co

Ltd

6,773,820

6,491,855

Tata

Steel

Ltd

12,853,148

470,349

Tech

Mahindra

Ltd

8,761,311

35,255

Thermax

Ltd

2,140,091

305,116

Titan

Co

Ltd

12,635,266

90,276

Torrent

Pharmaceuticals

Ltd

3,426,238

145,452

Torrent

Power

Ltd

3,247,754

157,293

Trent

Ltd

10,992,971

90,570

Tube

Investments

of

India

Ltd

4,484,015

202,674

TVS

Motor

Co

Ltd

6,138,191

100,619

Ultra

Tech

Cement

Ltd

14,306,283

1,397,982

Union

Bank

of

India

2,259,735

245,378

United

Spirits

Ltd

4,150,661

383,500

UPL

Ltd

2,625,531

400,836

Varun

Beverages

Ltd

7,562,447

1,178,791

Vedanta

Ltd

6,358,959

1,143,361

Wipro

Ltd

7,135,040

12,101,005

(a)

Yes

Bank

Ltd

3,842,894

5,697,217

(a)

Zomato

Ltd

15,667,389

TOTAL

INDIA

1,293,602,892

INDONESIA

-

1.6%

13,847,354

Adaro

Energy

Indonesia

Tbk

PT

2,742,219

5,671,400

(a)

Amman

Mineral

Internasional

PT

4,129,148

16,886,854

Astra

International

Tbk

PT

4,908,877

47,744,029

Bank

Central

Asia

Tbk

PT

30,170,350

12,079,318

Bank

Negara

Indonesia

Persero

Tbk

PT

3,699,569

58,528,650

Bank

Rakyat

Indonesia

16,841,038

24,584,203

Barito

Pacific

Tbk

PT

1,652,727

6,993,400

Chandra

Asri

Pacific

Tbk

PT

4,150,450

5,864,500

Charoen

Pokphand

Indonesia

Tbk

PT

1,884,503

700,080,776

(a)

GoTo

Gojek

Tokopedia

Tbk

PT

2,290,961

2,279,005

Indah

Kiat

Pulp

&

Paper

Tbk

PT

1,172,156

2,207,641

Indofood

CBP

Sukses

Makmur

Tbk

PT

1,483,301

18,359,800

Kalbe

Farma

Tbk

PT

1,795,331

7,645,228

(a)

Merdeka

Copper

Gold

Tbk

PT

1,159,278

6,042,700

PT

Aneka

Tambang

Tbk

489,425

32,082,678

PT

Bank

Mandiri

Persero

Tbk

12,653,061

3,949,170

PT

Indofood

Sukses

Makmur

Tbk

1,487,618

6,321,845

PT

Unilever

Indonesia

Tbk

949,295

1,455,973

PT

United

Tractors

Tbk

2,310,216

16,592,300

Sumber

Alfaria

Trijaya

Tbk

PT

2,898,040

42,335,683

Telkom

Indonesia

Persero

Tbk

PT

7,519,005

TOTAL

INDONESIA

106,386,568

205

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

KOREA,

REPUBLIC

OF

-

11.9%

34,573

(a)

Alteogen,

Inc

$

7,971,890

25,750

Amorepacific

Corp

3,422,518

15,920

(a)

Celltrion

Pharm

Inc

1,169,796

129,466

Celltrion,

Inc

19,380,610

7,408

CJ

CheilJedang

Corp

2,091,716

20,619

(a)

CosmoAM&T

Co

Ltd

1,962,981

46,371

Coway

Co

Ltd

2,121,466

45,473

Daewoo

International

Corp

1,769,543

76,624

(a)

Daewoo

Shipbuilding

&

Marine

Engineering

Co

Ltd

1,715,459

39,710

Dongbu

Insurance

Co

Ltd

3,208,455

51,719

Doosan

Bobcat,

Inc

1,565,234

385,979

(a)

Doosan

Heavy

Industries

and

Construction

Co

Ltd

5,315,978

42,935

Ecopro

BM

Co

Ltd

5,700,460

87,596

Ecopro

Co

Ltd

5,954,911

11,826

(a)

Ecopro

Materials

Co

Ltd

707,093

9,692

(a)

Enchem

Co

Ltd

1,240,018

44,225

GS

Holdings

Corp

1,583,221

251,898

Hana

Financial

Group,

Inc

11,934,429

21,252

Hanjin

Kal

Corp

1,075,597

62,136

Hankook

Tire

&

Technology

Co

Ltd

2,029,095

5,885

Hanmi

Pharm

Co

Ltd

1,243,654

37,598

Hanmi

Semiconductor

Co

Ltd

3,621,654

94,414

Hanwha

Chemical

Corp

1,715,718

39,907

HD

Hyundai

Co

Ltd

2,445,557

18,564

HD

Hyundai

Electric

Co

Ltd

4,200,876

18,360

(a)

HD

Hyundai

Heavy

Industries

Co

Ltd

2,837,289

102,734

(a)

HLB,

Inc

6,101,907

205,120

HMM

Co

Ltd

2,728,219

17,122

Honam

Petrochemical

Corp

1,268,857

17,265

HYBE

Co

Ltd

2,220,875

471,613

Hynix

Semiconductor,

Inc

67,640,381

63,742

Hyundai

Engineering

&

Construction

Co

Ltd

1,557,405

31,420

Hyundai

Glovis

Co

Ltd

2,796,625

37,899

(a)

Hyundai

Heavy

Industries

5,749,110

52,374

Hyundai

Mobis

8,473,601

117,404

Hyundai

Motor

Co

21,396,869

31,174

Hyundai

Motor

Co

Ltd

(2nd

Preference)

3,788,824

20,847

Hyundai

Motor

Co

Ltd

(Preference)

2,523,355

73,347

Hyundai

Steel

Co

1,484,126

250,570

Industrial

Bank

of

Korea

2,556,773

264,663

Kakao

Corp

7,605,635

140,493

KakaoBank

Corp

2,206,689

330,750

KB

Financial

Group,

Inc

21,381,687

225,837

Kia

Motors

Corp

18,531,423

64,207

Korea

Aerospace

Industries

Ltd

2,668,542

233,102

Korea

Electric

Power

Corp

3,364,027

32,973

Korea

Investment

Holdings

Co

Ltd

1,771,518

6,987

Korea

Zinc

Co

Ltd

2,477,218

126,898

Korean

Air

Lines

Co

Ltd

1,972,185

24,980

(a),(b)

Krafton,

Inc

5,386,149

29,414

KT

Corp

856,577

89,704

KT&G

Corp

6,115,288

Nuveen

Emerging

Markets

Equity

Index

Fund

July

31,

2024

206

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

KOREA,

REPUBLIC

OF—continued

34,280

(a)

Kum

Yang

Co

Ltd

$

1,700,693

15,174

Kumho

Petrochemical

Co

Ltd

1,539,129

22,881

L&F

Co

Ltd

1,913,722

42,770

LG

Chem

Ltd

9,618,296

6,570

LG

Chem

Ltd

(Preference)

1,023,938

82,499

LG

Corp

5,261,139

263,913

LG

Display

Co

Ltd

2,166,423

92,393

LG

Electronics,

Inc

7,035,788

40,398

(a)

LG

Energy

Solution

Ltd

9,616,736

7,496

LG

Household

&

Health

Care

Ltd

1,928,369

11,674

LG

Innotek

Co

Ltd

2,192,553

183,636

LG

Telecom

Ltd

1,343,126

83,858

Meritz

Financial

Group,

Inc

5,168,656

204,405

Mirae

Asset

Daewoo

Co

Ltd

1,160,647

110,099

Naver

Corp

14,042,292

11,325

NCSoft

Corp

1,453,199

23,545

(b)

Netmarble

Corp

1,094,522

19,349

Orion

Corp/Republic

of

Korea

1,239,915

61,877

POSCO

16,001,413

44,819

POSCO

DX

Co

Ltd

950,198

27,252

POSCO

Future

M

Co

Ltd

4,252,471

15,244

(a),(b)

Samsung

Biologics

Co

Ltd

10,458,756

71,604

Samsung

C&T

Corp

8,155,834

48,048

Samsung

Electro-Mechanics

Co

Ltd

5,616,928

4,120,298

Samsung

Electronics

Co

Ltd

254,066,717

714,056

Samsung

Electronics

Co

Ltd

(Preference)

33,993,943

125,322

(a)

Samsung

Engineering

Co

Ltd

2,617,700

26,486

Samsung

Fire

&

Marine

Insurance

Co

Ltd

7,202,317

582,551

(a)

Samsung

Heavy

Industries

Co

Ltd

4,994,336

68,371

Samsung

Life

Insurance

Co

Ltd

4,825,321

47,210

Samsung

SDI

Co

Ltd

11,100,452

35,609

Samsung

SDS

Co

Ltd

3,853,281

31,364

Samsung

Techwin

Co

Ltd

6,580,967

371,685

Shinhan

Financial

Group

Co

Ltd

16,347,048

25,723

(a)

SK

Biopharmaceuticals

Co

Ltd

1,615,758

21,845

(a)

SK

Bioscience

Co

Ltd

886,643

24,945

(a),(b)

SK

IE

Technology

Co

Ltd

683,813

55,966

(a)

SK

Innovation

Co

Ltd

4,267,748

85,523

(a)

SK

Square

Co

Ltd

5,424,659

49,598

SK

Telecom

Co

Ltd

1,962,542

31,422

SK,

Inc

3,446,334

15,683

SKC

Co

Ltd

1,563,687

51,998

S-Oil

Corp

2,565,154

504,934

Woori

Financial

Group,

Inc

5,811,898

107,349

Woori

Investment

&

Securities

Co

Ltd

1,090,458

47,402

Yuhan

Corp

3,265,993

TOTAL

KOREA,

REPUBLIC

OF

795,710,595

KUWAIT

-

0.8%

1,266,222

Boubyan

Bank

KSCP

2,452,508

1,897,405

Gulf

Bank

KSCP

1,930,620

8,956,883

Kuwait

Finance

House

KSCP

21,600,676

628,464

Mabanee

Co

SAK

1,726,244

207

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

KUWAIT—continued

1,797,822

Mobile

Telecommunications

Co

KSCP

$

2,683,713

6,927,469

National

Bank

of

Kuwait

SAKP

20,540,439

TOTAL

KUWAIT

50,934,200

LUXEMBOURG

-

0.0%

120,340

Reinet

Investments

S.C.A

3,240,342

TOTAL

LUXEMBOURG

3,240,342

MALAYSIA

-

1.4%

1,987,333

AMMB

Holdings

BHD

1,952,729

2,323,074

Axiata

Group

Bhd

1,214,835

5,875,052

Bumiputra-Commerce

Holdings

BHD

9,499,534

2,906,039

Digi.Com

BHD

2,405,207

1,745,138

Gamuda

BHD

2,984,374

1,831,975

Genting

BHD

1,887,776

2,597,900

Genting

Malaysia

BHD

1,472,003

471,987

Hong

Leong

Bank

BHD

1,981,728

2,017,870

IHH

Healthcare

Bhd

2,766,913

2,115,100

Inari

Amertron

Bhd

1,743,849

2,128,700

IOI

Corp

BHD

1,771,091

404,039

Kuala

Lumpur

Kepong

BHD

1,855,154

4,690,149

Malayan

Banking

BHD

10,432,762

781,734

Malaysia

Airports

Holdings

Bhd

1,743,106

1,962,800

Maxis

Bhd

1,508,039

1,461,300

MISC

Bhd

2,795,696

2,369,287

(b)

MR

DIY

Group

M

Bhd

1,083,345

60,400

Nestle

Malaysia

Bhd

1,428,693

2,582,400

Petronas

Chemicals

Group

Bhd

3,261,060

317,100

Petronas

Dagangan

BHD

1,224,367

1,103,300

Petronas

Gas

BHD

4,373,301

479,059

PPB

Group

BHD

1,547,134

3,188,924

Press

Metal

Aluminium

Holdings

Bhd

3,723,307

12,406,215

Public

Bank

Bhd

11,373,533

911,250

QL

Resources

Bhd

1,326,067

1,233,414

RHB

Capital

BHD

1,533,155

2,368,965

Sime

Darby

BHD

1,341,761

1,731,665

Sime

Darby

Plantation

Bhd

1,686,188

1,018,951

Telekom

Malaysia

BHD

1,547,439

2,368,558

Tenaga

Nasional

BHD

7,258,526

2,918,900

YTL

Corp

BHD

2,170,956

2,150,600

YTL

Power

International

BHD

2,186,704

TOTAL

MALAYSIA

95,080,332

MEXICO

-

2.2%

2,592,800

Alfa

S.A.

de

C.V.

(Class

A)

1,490,467

16,218,841

America

Movil

SAB

de

C.V.

13,545,444

453,657

Arca

Continental

SAB

de

C.V.

4,464,252

682,649

(b)

Banco

del

Bajio

S.A.

2,034,280

12,995,697

Cemex

S.A.

de

C.V.

8,398,271

451,310

Coca-Cola

Femsa

SAB

de

C.V.

4,095,243

2,546,100

Fibra

Uno

Administracion

S.A.

de

C.V.

3,236,093

1,673,577

Fomento

Economico

Mexicano

S.A.

de

C.V.

18,481,119

155,575

Gruma

SAB

de

C.V.

2,908,587

236,300

Grupo

Aeroportuario

del

Centro

Norte

Sab

de

C.V.

2,028,545

Nuveen

Emerging

Markets

Equity

Index

Fund

July

31,

2024

208

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

MEXICO—continued

329,630

(c)

Grupo

Aeroportuario

del

Pacifico

S.A.

de

C.V.

(B

Shares)

$

5,259,112

154,061

Grupo

Aeroportuario

del

Sureste

S.A.

de

C.V.

(Class

B)

4,645,562

1,105,289

(c)

Grupo

Bimbo

S.A.

de

C.V.

(Series

A)

3,866,228

523,752

(c)

Grupo

Carso

S.A.

de

C.V.

(Series

A1)

3,367,800

2,229,928

Grupo

Financiero

Banorte

S.A.

de

C.V.

16,709,798

1,532,144

(a),(c)

Grupo

Financiero

Inbursa

S.A.

3,731,060

2,677,332

Grupo

Mexico

S.A.

de

C.V.

(Series

B)

15,088,823

179,604

(a)

Industrias

Penoles

S.A.

de

C.V.

2,623,832

1,233,595

Kimberly-Clark

de

Mexico

S.A.

de

C.V.

(Class

A)

2,194,264

890,800

(c)

Operadora

De

Sites

Mexicanos

SAB

de

C.V.

772,655

843,823

Orbia

Advance

Corp

SAB

de

C.V.

1,082,916

627,357

ProLogis

Property

Mexico

S.A.

de

C.V.

2,094,445

155,580

Promotora

y

Operadora

de

Infraestructura

SAB

de

C.V.

1,461,188

74,369

Southern

Copper

Corp

7,928,479

4,461,089

Wal-Mart

de

Mexico

SAB

de

C.V.

14,835,976

TOTAL

MEXICO

146,344,439

PERU

-

0.2%

147,622

Cia

de

Minas

Buenaventura

S.A.

(ADR)

(Series

B)

2,288,141

57,414

Credicorp

Ltd

9,797,125

TOTAL

PERU

12,085,266

PHILIPPINES

-

0.5%

212,923

Ayala

Corp

2,141,760

5,809,293

Ayala

Land,

Inc

2,941,192

1,645,763

Bank

of

the

Philippine

Islands

3,419,774

2,045,737

BDO

Unibank,

Inc

4,812,175

897,553

International

Container

Term

Services,

Inc

5,473,681

2,164,956

JG

Summit

Holdings

(Series

B)

1,031,011

421,430

Jollibee

Foods

Corp

1,663,120

266,441

Manila

Electric

Co

1,780,062

1,622,680

Metropolitan

Bank

&

Trust

1,909,427

67,905

PLDT,

Inc

1,763,199

189,105

SM

Investments

Corp

2,947,287

8,929,468

SM

Prime

Holdings

4,412,003

763,937

Universal

Robina

Corp

1,557,306

TOTAL

PHILIPPINES

35,851,997

POLAND

-

0.9%

501,436

(a),(b)

Allegro.eu

S.A.

4,606,201

155,356

Bank

Pekao

S.A.

6,293,644

30,463

Bank

Zachodni

WBK

S.A.

4,014,364

12,659

(a)

BRE

Bank

S.A.

1,990,062

11,223

Budimex

S.A.

1,806,130

52,720

CD

Projekt

S.A.

2,116,258

42,137

(a),(b)

Dino

Polska

S.A.

3,742,015

116,568

KGHM

Polska

Miedz

S.A.

4,007,264

921

LPP

S.A.

3,531,063

793,133

(a)

PGE

Polska

Grupa

Energetyczna

S.A.

1,460,300

565,245

Polski

Koncern

Naftowy

Orlen

S.A.

9,216,914

741,398

Powszechna

Kasa

Oszczednosci

Bank

Polski

S.A.

11,018,230

528,861

Powszechny

Zaklad

Ubezpieczen

S.A.

6,476,495

TOTAL

POLAND

60,278,940

209

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

QATAR

-

0.8%

1,909,676

Barwa

Real

Estate

Co

$

1,457,349

2,740,225

Commercial

Bank

PSQC

3,145,125

1,655,601

Dukhan

Bank

1,702,257

1,367,133

Industries

Qatar

QSC

4,919,956

4,928,843

Masraf

Al

Rayan

QSC

3,153,131

4,931,512

Mesaieed

Petrochemical

Holding

Co

2,264,863

798,765

Ooredoo

QPSC

2,292,528

386,003

Qatar

Electricity

&

Water

Co

QSC

1,630,534

633,137

Qatar

Fuel

QSC

2,563,153

2,678,189

Qatar

Gas

Transport

Co

Ltd

3,314,523

815,095

Qatar

International

Islamic

Bank

QSC

2,334,919

1,511,658

Qatar

Islamic

Bank

SAQ

8,173,164

3,976,225

Qatar

National

Bank

QPSC

16,676,953

TOTAL

QATAR

53,628,455

ROMANIA

-

0.0%

470,646

NEPI

Rockcastle

NV

3,558,949

TOTAL

ROMANIA

3,558,949

RUSSIA

-

0.0%

35,937

(a),(c),(d)

Ozon

Holdings

plc

(ADR)

359

911,463

(a),(d)

VTB

Bank

PJSC

(GDR)

Equiduct

9,115

281,650

(a),(d)

VTB

Bank

PJSC

(GDR)

Tradegate

2,816

TOTAL

RUSSIA

12,290

SAUDI

ARABIA

-

4.0%

127,058

ACWA

Power

Co

13,376,665

381,920

(a)

Ades

Holding

Co

2,076,593

101,032

(a)

Advanced

Petrochemical

Co

1,077,129

1,691,825

Al

Rajhi

Bank

38,574,928

1,048,096

Alinma

Bank

9,052,466

216,692

Almarai

Co

JSC

3,489,992

781,292

Arab

National

Bank

4,468,783

20,234

Arabian

Internet

&

Communications

Services

Co

1,586,119

507,291

Bank

AlBilad

4,972,117

412,240

(a)

Bank

Al-Jazira

1,889,608

485,694

Banque

Saudi

Fransi

4,789,697

73,102

Bupa

Arabia

for

Cooperative

Insurance

Co

4,489,112

67,306

Co

for

Cooperative

Insurance

2,582,593

29,669

Dallah

Healthcare

Co

1,309,520

513,066

(a)

Dar

Al

Arkan

Real

Estate

Development

Co

1,851,572

77,359

Dr

Sulaiman

Al

Habib

Medical

Services

Group

Co

5,938,163

21,253

Elm

Co

5,183,074

326,545

Etihad

Etisalat

Co

4,535,827

486,768

Jarir

Marketing

Co

1,685,099

384,314

Mobile

Telecommunications

Co

Saudi

Arabia

1,115,120

83,678

Mouwasat

Medical

Services

Co

2,692,463

35,387

Nahdi

Medical

Co

1,252,928

66,032

Power

&

Water

Utility

Co

for

Jubail

&

Yanbu

1,083,860

1,236,283

Riyad

Bank

9,043,887

212,488

SABIC

Agri-Nutrients

Co

6,667,542

325,926

Sahara

International

Petrochemical

Co

2,480,179

20,190

SAL

Saudi

Logistics

Services

1,691,928

1,121,461

(a)

Saudi

Arabian

Mining

Co

12,876,899

Nuveen

Emerging

Markets

Equity

Index

Fund

July

31,

2024

210

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

SAUDI

ARABIA—continued

3,217,379

(b)

Saudi

Arabian

Oil

Co

$

23,669,693

46,871

Saudi

Aramco

Base

Oil

Co

1,625,307

861,866

Saudi

Awwal

Bank

9,017,971

777,813

Saudi

Basic

Industries

Corp

16,336,167

715,470

Saudi

Electricity

Co

3,259,911

318,734

Saudi

Industrial

Investment

Group

1,735,350

527,976

Saudi

Investment

Bank

1,798,445

657,406

(a)

Saudi

Kayan

Petrochemical

Co

1,429,477

2,516,886

Saudi

National

Bank

25,431,522

30,417

(a)

Saudi

Research

&

Media

Group

2,116,378

41,465

Saudi

Tadawul

Group

Holding

Co

2,558,752

1,750,454

Saudi

Telecom

Co

17,980,530

239,905

Savola

Group

2,918,249

246,271

Yanbu

National

Petrochemical

Co

2,655,098

TOTAL

SAUDI

ARABIA

264,366,713

SOUTH

AFRICA

-

2.8%

728,926

Absa

Group

Ltd

6,395,738

55,551

(c)

Anglo

American

Platinum

Ltd

2,156,234

335,855

Aspen

Pharmacare

Holdings

Ltd

4,644,526

288,343

Bid

Corp

Ltd

7,176,871

298,156

Bidvest

Group

Ltd

4,481,037

75,034

Capitec

Bank

Holdings

Ltd

11,701,998

197,264

Clicks

Group

Ltd

3,834,260

485,285

Discovery

Ltd

3,805,007

256,038

(c)

Exxaro

Resources

Ltd

2,743,217

4,351,316

FirstRand

Ltd

19,552,258

767,839

Gold

Fields

Ltd

13,367,791

460,973

Harmony

Gold

Mining

Co

Ltd

4,520,117

749,697

(c)

Impala

Platinum

Holdings

Ltd

3,851,351

55,279

Kumba

Iron

Ore

Ltd

1,205,864

1,445,265

MTN

Group

Ltd

6,271,210

153,209

Naspers

Ltd

29,629,884

398,880

Nedbank

Group

Ltd

6,108,708

294,987

Northam

Platinum

Holdings

Ltd

2,310,657

4,149,346

Old

Mutual

Ltd

2,806,860

768,004

OUTsurance

Group

Ltd

2,036,765

2,032,670

(b)

Pepkor

Holdings

Ltd

2,281,180

432,141

Remgro

Ltd

3,321,643

1,543,953

Sanlam

Ltd

6,913,349

494,739

Sasol

Ltd

4,011,716

426,453

Shoprite

Holdings

Ltd

7,146,373

2,521,222

Sibanye

Stillwater

Ltd

2,878,958

1,159,527

Standard

Bank

Group

Ltd

14,132,435

519,027

Vodacom

Group

Ltd

2,913,106

764,590

Woolworths

Holdings

Ltd

2,527,293

TOTAL

SOUTH

AFRICA

184,726,406

TAIWAN

-

18.2%

432,344

Accton

Technology

Corp

6,777,112

2,590,380

Acer,

Inc

3,496,407

401,665

Advantech

Co

Ltd

4,272,333

68,000

Alchip

Technologies

Ltd

5,538,543

211

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

TAIWAN—continued

2,870,011

ASE

Technology

Holding

Co

Ltd

$

13,394,652

1,988,512

Asia

Cement

Corp

2,512,194

287,000

Asia

Vital

Components

Co

Ltd

5,714,757

616,500

Asustek

Computer,

Inc

8,645,594

5,559,800

AU

Optronics

Corp

3,035,656

538,389

Catcher

Technology

Co

Ltd

3,506,945

8,192,889

Cathay

Financial

Holding

Co

Ltd

15,687,923

1,229,998

Chailease

Holding

Co

Ltd

5,738,127

4,674,309

Chang

Hwa

Commercial

Bank

2,673,390

1,580,922

Cheng

Shin

Rubber

Industry

Co

Ltd

2,329,416

2,483,035

China

Airlines

1,746,698

13,297,522

China

Development

Financial

Holding

Corp

6,562,868

9,904,151

China

Steel

Corp

7,009,883

15,312,611

Chinatrust

Financial

Holding

Co

16,620,578

3,348,763

Chunghwa

Telecom

Co

Ltd

12,408,787

3,609,000

Compal

Electronics,

Inc

3,496,819

1,667,768

Delta

Electronics,

Inc

21,420,521

728,000

E

Ink

Holdings,

Inc

6,006,827

12,428,042

E.Sun

Financial

Holding

Co

Ltd

10,069,007

153,316

Eclat

Textile

Co

Ltd

2,490,065

54,000

eMemory

Technology,

Inc

3,835,903

2,351,803

Eva

Airways

Corp

2,478,613

882,192

Evergreen

Marine

Corp

Taiwan

Ltd

4,582,045

2,794,071

Far

Eastern

Textile

Co

Ltd

2,906,613

1,526,589

Far

EasTone

Telecommunications

Co

Ltd

4,021,506

406,014

Feng

TAY

Enterprise

Co

Ltd

1,739,030

9,445,944

First

Financial

Holding

Co

Ltd

8,460,285

2,994,173

Formosa

Chemicals

&

Fibre

Corp

4,558,814

1,271,064

Formosa

Petrochemical

Corp

2,493,922

3,445,813

Formosa

Plastics

Corp

6,084,690

113,300

Fortune

Electric

Co

Ltd

2,417,932

6,818,221

Fubon

Financial

Holding

Co

Ltd

18,463,488

8,765,229

Fuhwa

Financial

Holdings

Co

Ltd

8,793,969

448,000

Gigabyte

Technology

Co

Ltd

3,623,093

77,000

Global

Unichip

Corp

2,771,620

226,535

Globalwafers

Co

Ltd

3,445,983

10,769,002

Hon

Hai

Precision

Industry

Co,

Ltd

66,066,921

251,540

Hotai

Motor

Co

Ltd

4,988,516

7,470,026

Hua

Nan

Financial

Holdings

Co

Ltd

6,326,246

7,216,282

InnoLux

Display

Corp

3,393,957

2,275,340

Inventec

Co

Ltd

3,364,687

84,125

Largan

Precision

Co

Ltd

7,298,705

1,752,778

Lite-On

Technology

Corp

5,360,538

1,312,464

MediaTek,

Inc

49,985,348

9,825,754

Mega

Financial

Holding

Co

Ltd

12,956,396

609,000

Micro-Star

International

Co

Ltd

3,177,445

4,152,271

Nan

Ya

Plastics

Corp

6,353,669

1,092,000

Nanya

Technology

Corp

1,922,347

138,000

Nien

Made

Enterprise

Co

Ltd

1,676,011

503,474

Novatek

Microelectronics

Corp

Ltd

8,119,806

1,753,000

Pegatron

Corp

5,415,233

200,025

(a)

PharmaEssentia

Corp

4,015,885

Nuveen

Emerging

Markets

Equity

Index

Fund

July

31,

2024

212

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

TAIWAN—continued

1,897,512

Pou

Chen

Corp

$

2,094,522

508,000

President

Chain

Store

Corp

4,302,879

2,339,000

Quanta

Computer,

Inc

19,927,694

422,085

Realtek

Semiconductor

Corp

6,658,373

1,307,975

Ruentex

Development

Co

Ltd

2,053,346

3,262,599

Shanghai

Commercial

&

Savings

Bank

Ltd

4,156,478

11,806,661

(e)

Shin

Kong

Financial

Holding

Co

Ltd

3,921,500

9,031,419

SinoPac

Financial

Holdings

Co

Ltd

7,351,645

1,096,522

Synnex

Technology

International

Corp

2,382,002

9,743,413

(a)

Taishin

Financial

Holdings

Co

Ltd

6,038,621

5,310,648

Taiwan

Business

Bank

3,042,883

5,777,039

Taiwan

Cement

Corp

6,112,280

8,751,816

Taiwan

Cooperative

Financial

Holding

Co

Ltd

7,176,353

1,647,561

Taiwan

High

Speed

Rail

Corp

1,496,111

1,589,861

Taiwan

Mobile

Co

Ltd

5,114,586

21,248,183

Taiwan

Semiconductor

Manufacturing

Co

Ltd

619,836,893

1,176,000

Unimicron

Technology

Corp

6,553,157

4,218,908

Uni-President

Enterprises

Corp

10,842,194

9,768,103

United

Microelectronics

Corp

15,561,490

780,000

Vanguard

International

Semiconductor

Corp

2,780,287

57,000

Voltronic

Power

Technology

Corp

3,244,163

2,402,529

Walsin

Lihwa

Corp

2,535,084

587,460

Wan

Hai

Lines

Ltd

1,401,338

2,712,492

Winbond

Electronics

Corp

1,933,801

2,291,000

Wistron

Corp

6,893,265

84,000

Wiwynn

Corp

5,324,255

1,406,660

WPG

Holdings

Ltd

3,706,755

292,437

Yageo

Corp

7,131,287

1,464,000

Yang

Ming

Marine

Transport

2,837,022

562,127

Zhen

Ding

Technology

Holding

Ltd

2,370,734

TOTAL

TAIWAN

1,217,035,316

THAILAND

-

1.3%

1,050,400

Advanced

Info

Service

PCL

6,866,130

3,379,756

Airports

of

Thailand

PCL

5,333,463

4,994,500

Asset

World

Corp

PCL

510,964

9,151,799

Bangkok

Dusit

Medical

Services

PCL

6,739,647

4,624,383

Bangkok

Expressway

&

Metro

PCL

1,013,337

494,800

Bumrungrad

Hospital

PCL

3,416,323

1,608,099

Central

Pattana

PCL

2,481,286

1,478,707

Central

Retail

Corp

PCL

1,319,558

2,775,380

Charoen

Pokphand

Foods

PCL

1,870,256

4,901,830

CP

ALL

plc

7,941,666

1,713,500

CP

Axtra

PCL

1,468,326

2,601,800

Delta

Electronics

Thailand

PCL

7,492,655

1,303,803

Energy

Absolute

PCL

132,239

588,900

Global

Power

Synergy

PCL

659,332

2,191,550

Gulf

Energy

Development

PCL

2,920,427

4,127,826

Home

Product

Center

PCL

1,055,695

1,167,539

Indorama

Ventures

PCL

633,692

587,600

Intouch

Holdings

PCL

(Class

F)

1,357,725

465,700

Kasikornbank

PCL

(Foreign)

1,724,573

2,777,498

Krung

Thai

Bank

PCL

1,402,580

213

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

THAILAND—continued

605,694

Krungthai

Card

PCL

$

663,736

2,786,178

Minor

International

PCL

2,286,315

1,553,141

PTT

Exploration

&

Production

PCL

6,392,011

1,806,629

PTT

Global

Chemical

PCL

1,354,113

3,009,522

PTT

Oil

&

Retail

Business

PCL

1,335,731

10,475,432

PTT

PCL

9,330,761

758,401

SCB

X

PCL

2,191,480

918,000

SCG

Packaging

PCL

730,243

662,860

Siam

Cement

PCL

4,091,154

1,184,250

Thai

Oil

PCL

1,676,940

19,649,400

TMB

Bank

PCL

(Foreign)

932,313

8,462,481

(a)

True

Corp

PCL

2,203,733

TOTAL

THAILAND

89,528,404

TURKEY

-

0.8%

2,724,076

Akbank

TAS

5,091,539

1,166,573

Aselsan

Elektronik

Sanayi

Ve

Ticaret

AS

2,203,150

397,880

BIM

Birlesik

Magazalar

AS

7,514,820

65,483

Coca-Cola

Icecek

AS

1,672,777

1,177,508

Eregli

Demir

ve

Celik

Fabrikalari

TAS

1,992,869

57,620

Ford

Otomotiv

Sanayi

AS

1,729,413

900,254

Haci

Omer

Sabanci

Holding

AS

2,700,674

676,334

KOC

Holding

AS

4,392,794

152,439

(a)

Pegasus

Hava

Tasimaciligi

AS.

1,031,058

1,227,467

(a)

Sasa

Polyester

Sanayi

AS

1,723,463

108,263

Tofas

Turk

Otomobil

Fabrik

915,329

457,631

(a)

Turk

Hava

Yollari

AO

3,996,943

1,080,187

Turkcell

Iletisim

Hizmet

AS

3,444,309

7,684,978

Turkiye

Is

Bankasi

(Series

C)

3,480,752

916,467

Turkiye

Petrol

Rafinerileri

AS

4,518,998

1,241,629

Turkiye

Sise

ve

Cam

Fabrikalari

AS

1,763,593

3,048,373

Yapi

ve

Kredi

Bankasi

2,779,804

TOTAL

TURKEY

50,952,285

UNITED

ARAB

EMIRATES

-

1.2%

2,576,255

Abu

Dhabi

Commercial

Bank

PJSC

6,242,016

1,301,484

Abu

Dhabi

Islamic

Bank

PJSC

4,344,245

2,978,067

Abu

Dhabi

National

Oil

Co

for

Distribution

PJSC

2,893,416

3,330,923

Aldar

Properties

PJSC

6,701,839

2,586,468

Americana

Restaurants

International

plc

2,177,553

2,590,717

Dubai

Islamic

Bank

PJSC

4,126,300

5,745,642

Emaar

Properties

PJSC

13,500,018

1,628,983

Emirates

NBD

Bank

PJSC

8,471,004

2,979,437

Emirates

Telecommunications

Group

Co

PJSC

13,287,188

3,805,586

First

Abu

Dhabi

Bank

PJSC

13,510,895

3,338,344

(a)

Multiply

Group

PJSC

2,090,470

TOTAL

UNITED

ARAB

EMIRATES

77,344,944

UNITED

KINGDOM

-

0.2%

360,518

AngloGold

Ashanti

UK

Ltd

10,381,305

TOTAL

UNITED

KINGDOM

10,381,305

UNITED

STATES

-

0.1%

683,465

(a)

JBS

S.A.

4,074,581

Nuveen

Emerging

Markets

Equity

Index

Fund

July

31,

2024

214

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

UNITED

STATES—continued

61,860

(a)

Legend

Biotech

Corp

(ADR)

$

3,488,285

TOTAL

UNITED

STATES

7,562,866

TOTAL

COMMON

STOCKS

6,522,014,281

(Cost

$5,262,889,741)

EXPIRATION

DATE

RIGHTS/WARRANTS

-

0.1%

BRAZIL

-

0.0%

7,646

Localiza

Rent

a

Car

S.A.

07/30/24

15,667

TOTAL

BRAZIL

15,667

CHINA

-

0.0%

15,550

(d)

Kangmei

Pharmaceutical

Co

Ltd

12/31/28

22

TOTAL

CHINA

22

INDIA

-

0.1%

19,214

(d)

Tata

Consumer

Products

Ltd

08/19/24

85,766

391,719

Tata

Motors

Ltd

(DVR)

3,722,886

TOTAL

INDIA

3,808,652

TOTAL

RIGHTS/WARRANTS

3,824,341

(Cost

$2,250,849)

TOTAL

LONG-TERM

INVESTMENTS

6,525,838,622

(Cost

$5,265,140,590)

PRINCIPAL

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

2.4%

GOVERNMENT

AGENCY

DEBT

-

0.2%

$

15,000,000

Federal

Home

Loan

Bank

(FHLB)

0.000

%

08/14/24

14,969,346

582,000

Tennessee

Valley

Authority

(TVA)

0.000

08/14/24

580,810

TOTAL

GOVERNMENT

AGENCY

DEBT

15,550,156

REPURCHASE

AGREEMENT

-

1.2%

82,216,000

(f)

Fixed

Income

Clearing

Corporation

5.340

08/01/24

82,216,000

TOTAL

REPURCHASE

AGREEMENT

82,216,000

TREASURY

DEBT

-

1.0%

19,370,000

United

States

Treasury

Bill

0.000

08/13/24

19,335,893

12,500,000

United

States

Treasury

Bill

0.000

08/27/24

12,452,306

10,000,000

United

States

Treasury

Bill

0.000

08/29/24

9,958,972

10,000,000

United

States

Treasury

Bill

0.000

09/24/24

9,921,175

12,000,000

United

States

Treasury

Bill

0.000

10/17/24

11,867,830

TOTAL

TREASURY

DEBT

63,536,176

TOTAL

SHORT-TERM

INVESTMENTS

161,302,332

(Cost

$161,303,719)

215

SHARES

DESCRIPTION

RATE

VALUE

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.1%

7,479,138

(g)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5.310

%

(h)

$

7,479,138

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

7,479,138

(Cost

$7,479,138)

TOTAL

INVESTMENTS

-

100.3%

6,694,620,092

(Cost

$5,433,923,447)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(0.3)%

(18,454,500)

NET

ASSETS

-

100.0%

$

6,676,165,592

ADR

American

Depositary

Receipt

GDR

Global

Depositary

Receipt

(a)

Non-income

producing

(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

$295,081,268

or

4.4%

of

Total

Investments.

(c)

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$35,652,407.

(d)

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

(e)

When-issued

or

delayed

delivery

security.

(f)

Agreement

with

Fixed

Income

Clearing

Corporation,

5.340%

dated

7/31/24

to

be

repurchased

at

$82,228,195

on

8/1/24,

collateralized

by

Government

Agency

Securities,

with

coupon

rates

1.875%–4.625%

and

maturity

dates

2/28/31–5/15/54,

valued

at

$83,860,505.

(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.

Futures

Contracts

-

Long

Description

Number

of

Contracts

Expiration

Date

Notional

Amount

Value

Unrealized

Appreciation

(Depreciation)

ICE

US

MSCI

Emerging

Markets

EM

Index

Future

3,341‌

09/20/24

 $

182,535,085‌

$

183,170,325‌

$

635,240‌

Nuveen

International

Equity

Index

Fund

July

31,

2024

Portfolio

of

Investments

216

(Unaudited)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

LONG-TERM

INVESTMENTS

-

97.8%

COMMON

STOCKS

-

97.8%

AUSTRALIA

-

7.3%

374,062

Ampol

Ltd

$

8,193,810‌

1,875,574

APA

Group

9,721,393‌

854,061

Aristocrat

Leisure

Ltd

30,416,613‌

2,672,926

Aurizon

Holdings

Ltd

6,517,319‌

4,488,616

Australia

&

New

Zealand

Banking

Group

Ltd

85,396,095‌

281,496

Australian

Stock

Exchange

Ltd

11,993,468‌

7,570,948

BHP

Billiton

Ltd

210,282,660‌

654,740

BlueScope

Steel

Ltd

9,507,579‌

2,045,009

Brambles

Ltd

20,848,197‌

532,978

carsales.com

Ltd

12,189,481‌

98,922

Cochlear

Ltd

22,351,987‌

2,017,168

Coles

Group

Ltd

23,906,806‌

2,498,687

Commonwealth

Bank

of

Australia

225,156,944‌

786,566

Computershare

Ltd

14,186,508‌

1,604,724

Dexus

Property

Group

7,398,670‌

2,217,949

Endeavour

Group

Ltd

7,977,236‌

2,525,969

Fortescue

Metals

Group

Ltd

31,430,198‌

15,472,163

Glencore

plc

85,852,517‌

2,548,134

Goodman

Group

58,826,441‌

3,028,063

GPT

Group

9,223,536‌

3,569,614

Insurance

Australia

Group

Ltd

17,269,448‌

3,329,297

Lottery

Corp

Ltd

10,848,721‌

542,938

Macquarie

Group

Ltd

74,722,202‌

4,143,049

Medibank

Pvt

Ltd

10,785,777‌

261,056

Mineral

Resources

Ltd

9,336,085‌

6,047,309

Mirvac

Group

8,514,655‌

4,629,925

National

Australia

Bank

Ltd

116,936,449‌

1,784,112

Northern

Star

Resources

Ltd

16,558,573‌

705,334

Orica

Ltd

8,299,581‌

2,546,692

Origin

Energy

Ltd

17,474,054‌

4,261,838

(a)

Pilbara

Minerals

Ltd

8,237,551‌

83,679

Pro

Medicus

Ltd

7,895,043‌

1,249,490

(b)

Qantas

Airways

Ltd

5,293,418‌

2,269,438

QBE

Insurance

Group

Ltd

26,784,021‌

265,117

Ramsay

Health

Care

Ltd

8,073,775‌

76,280

REA

Group

Ltd

10,255,820‌

337,075

Reece

Ltd

6,108,281‌

554,491

Rio

Tinto

Ltd

42,608,251‌

1,682,179

Rio

Tinto

plc

109,396,972‌

4,935,416

Santos

Ltd

25,727,862‌

7,475,357

Scentre

Group

17,047,010‌

512,062

Seek

Ltd

7,415,470‌

313,873

Seven

Group

Holdings

Ltd

8,053,020‌

704,285

Sonic

Healthcare

Ltd

12,763,874‌

6,675,167

South32

Ltd

13,388,346‌

3,430,181

Stockland

Trust

Group

10,360,552‌

1,889,866

Suncorp-Metway

Ltd

21,988,818‌

5,936,729

Telstra

Corp

Ltd

15,342,074‌

4,606,794

Transurban

Group

39,313,436‌

1,228,612

Treasury

Wine

Estates

Ltd

9,932,738‌

5,537,380

Vicinity

Ltd

7,678,128‌

334,547

Washington

H

Soul

Pattinson

&

Co

Ltd

7,786,714‌

1,694,475

Wesfarmers

Ltd

81,779,087‌

5,183,259

Westpac

Banking

Corp

101,295,394‌

253,603

WiseTech

Global

Ltd

15,891,047‌

2,825,335

Woodside

Energy

Group

Ltd

51,236,900‌

217

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

AUSTRALIA—continued

1,820,728

Woolworths

Ltd

$

41,081,393‌

TOTAL

AUSTRALIA

1,894,857,998‌

AUSTRIA

-

0.2%

496,902

Erste

Bank

der

Oesterreichischen

Sparkassen

AG.

25,846,983‌

658,172

Mondi

plc

12,868,355‌

219,613

OMV

AG.

9,188,629‌

102,118

Verbund

AG.

8,199,626‌

171,858

Voestalpine

AG.

4,407,616‌

TOTAL

AUSTRIA

60,511,209‌

BELGIUM

-

0.8%

244,743

Ageas

S.A.

11,684,331‌

1,341,223

Anheuser-Busch

InBev

S.A.

79,633,993‌

31,009

Dieteren

S.A.

7,126,431‌

44,242

Elia

Group

S.A.

4,594,983‌

125,363

Groupe

Bruxelles

Lambert

S.A.

9,355,727‌

373,185

KBC

Groep

NV

28,864,336‌

611

Lotus

Bakeries

NV

6,638,997‌

22,948

(a)

Sofina

S.A.

5,422,087‌

107,495

Syensqo

S.A.

9,505,545‌

190,176

UCB

S.A.

31,777,324‌

323,434

(a)

Umicore

S.A.

4,442,069‌

246,738

Warehouses

De

Pauw

CVA

6,683,927‌

TOTAL

BELGIUM

205,729,750‌

BRAZIL

-

0.0%

237,732

Yara

International

ASA

6,772,116‌

TOTAL

BRAZIL

6,772,116‌

BURKINA

FASO

-

0.0%

301,809

Endeavour

Mining

plc

6,741,665‌

TOTAL

BURKINA

FASO

6,741,665‌

CHILE

-

0.1%

578,158

Antofagasta

plc

15,054,766‌

TOTAL

CHILE

15,054,766‌

CHINA

-

0.4%

5,537,114

BOC

Hong

Kong

Holdings

Ltd

16,109,245‌

2,114,355

Prosus

NV

73,755,641‌

2,001,946

(a)

SITC

International

Holdings

Co

Ltd

4,467,897‌

1,498,000

(a)

Wharf

Holdings

Ltd

4,107,288‌

2,793,250

Wilmar

International

Ltd

6,660,598‌

TOTAL

CHINA

105,100,669‌

DENMARK

-

3.7%

4,702

AP

Moller

-

Maersk

AS

(Class

A)

7,638,095‌

6,524

AP

Moller

-

Maersk

AS

(Class

B)

10,792,902‌

141,894

Carlsberg

AS

(Class

B)

17,134,686‌

190,523

Coloplast

A.S.

24,768,085‌

1,019,551

Danske

Bank

AS

31,180,403‌

150,525

(b)

Demant

A.S.

5,771,041‌

257,299

DSV

AS

47,200,115‌

99,045

(b)

Genmab

AS

27,977,401‌

4,870,984

Novo

Nordisk

A.S.

645,370,723‌

555,823

Novozymes

A.S.

35,382,152‌

285,985

Orsted

AS

17,045,851‌

120,829

Pandora

A.S.

18,940,345‌

13,416

Rockwool

International

AS

(B

Shares)

5,930,041‌

523,581

Tryg

A.S.

11,463,336‌

1,518,340

Vestas

Wind

Systems

A.S.

37,574,417‌

TOTAL

DENMARK

944,169,593‌

FINLAND

-

1.0%

215,814

Elisa

Oyj

(Series

A)

10,048,606‌

Nuveen

International

Equity

Index

Fund

July

31,

2024

218

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

FINLAND—continued

697,839

Fortum

Oyj

$

10,730,658‌

415,528

Kesko

Oyj

(B

Shares)

7,516,361‌

505,270

Kone

Oyj

(Class

B)

25,801,399‌

933,923

Metso

Outotec

Oyj

9,489,156‌

652,284

Neste

Oil

Oyj

13,164,936‌

8,012,616

Nokia

Oyj

31,488,784‌

4,708,240

Nordea

Bank

AB

publ

55,094,578‌

167,528

Orion

Oyj

(Class

B)

7,700,115‌

673,396

Sampo

Oyj

29,518,377‌

863,357

Stora

Enso

Oyj

(R

Shares)

10,792,925‌

790,759

UPM-Kymmene

Oyj

26,155,156‌

732,799

Wartsila

Oyj

(B

Shares)

15,143,171‌

TOTAL

FINLAND

252,644,222‌

FRANCE

-

9.2%

296,595

Accor

S.A.

11,413,900‌

54,220

Aeroports

de

Paris

7,123,767‌

862,653

Air

Liquide

157,398,348‌

887,157

Airbus

SE

134,250,441‌

520,021

Alstom

RGPT

10,188,564‌

85,512

(c)

Amundi

S.A.

6,240,724‌

90,336

Arkema

8,152,178‌

2,710,741

AXA

S.A.

95,173,579‌

57,784

BioMerieux

6,097,741‌

1,542,089

BNP

Paribas

S.A.

105,654,251‌

1,093,159

Bollore

SE

6,804,738‌

290,379

Bouygues

S.A.

10,025,624‌

452,768

Bureau

Veritas

S.A.

14,166,752‌

231,810

Cap

Gemini

S.A.

46,019,720‌

831,880

Carrefour

S.A.

12,409,346‌

1,011,959

Cie

Generale

des

Etablissements

Michelin

S.C.A

40,062,281‌

675,750

Compagnie

de

Saint-Gobain

57,969,711‌

1,546,390

Credit

Agricole

S.A.

23,467,184‌

957,156

Danone

62,181,684‌

30,213

Dassault

Aviation

S.A.

6,082,904‌

1,003,238

Dassault

Systemes

SE

38,031,513‌

369,534

Edenred

15,386,940‌

108,523

Eiffage

S.A.

10,800,395‌

2,742,234

Engie

S.A.

43,108,362‌

440,293

Essilor

International

S.A.

100,756,502‌

66,508

Eurazeo

5,232,531‌

87,407

Fonciere

Des

Regions

4,499,468‌

74,085

Gecina

S.A.

7,344,618‌

440,732

Getlink

S.E.

7,853,778‌

47,253

Hermes

International

103,263,617‌

56,968

Ipsen

6,396,375‌

111,799

Kering

34,337,692‌

314,757

Klepierre

9,012,929‌

150,898

(c)

La

Francaise

des

Jeux

SAEM

5,854,650‌

393,250

Legrand

S.A.

42,489,447‌

359,466

L'Oreal

S.A.

155,450,151‌

411,570

LVMH

Moet

Hennessy

Louis

Vuitton

S.A.

290,305,922‌

2,792,176

Orange

S.

A.

30,985,517‌

304,420

Pernod-Ricard

S.A.

40,733,566‌

341,405

Publicis

Groupe

S.A.

35,641,466‌

41,284

Remy

Cointreau

S.A.

3,257,542‌

282,928

Renault

S.A.

13,711,295‌

319,376

Rexel

S.A.

8,114,352‌

507,891

Safran

S.A.

111,579,912‌

42,211

Sartorius

Stedim

Biotech

8,423,231‌

37,382

SEB

S.A.

3,740,737‌

1,079,885

Societe

Generale

28,008,936‌

129,292

Sodexho

Alliance

S.A.

12,244,896‌

219

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

FRANCE—continued

84,604

Teleperformance

$

10,891,525‌

138,091

Thales

S.A.

21,950,041‌

3,207,858

Total

S.A.

216,422,280‌

177,874

Unibail-Rodamco-Westfield

13,301,635‌

1,004,045

Veolia

Environnement

31,540,771‌

747,542

Vinci

S.A.

85,307,948‌

1,050,375

Vivendi

Universal

S.A.

11,208,294‌

TOTAL

FRANCE

2,388,072,271‌

GERMANY

-

8.3%

242,079

Adidas-Salomon

AG.

60,664,334‌

584,608

Allianz

AG.

164,663,839‌

1,332,317

BASF

SE

62,028,866‌

1,469,630

Bayer

AG.

43,722,503‌

498,915

Bayerische

Motoren

Werke

AG.

46,273,928‌

55,829

Bayerische

Motoren

Werke

AG.

(Preference)

4,786,308‌

124,777

Bechtle

AG.

5,514,342‌

150,425

Beiersdorf

AG.

21,833,740‌

192,881

Brenntag

SE

13,720,843‌

58,838

Carl

Zeiss

Meditec

AG.

4,025,376‌

1,566,282

Commerzbank

AG.

25,534,269‌

167,304

Continental

AG.

10,256,371‌

281,853

(c)

Covestro

AG.

16,592,358‌

90,914

CTS

Eventim

AG.

8,008,047‌

1,197,491

Daimler

AG.

(Registered)

79,159,452‌

801,518

Daimler

Truck

Holding

AG.

30,945,764‌

2,832,937

Deutsche

Bank

AG.

(Registered)

44,096,009‌

282,483

Deutsche

Boerse

AG.

57,843,603‌

992,048

Deutsche

Lufthansa

AG.

6,216,950‌

1,479,463

Deutsche

Post

AG.

65,992,234‌

4,841,946

Deutsche

Telekom

AG.

126,653,118‌

163,847

Dr

ING

hc

F

Porsche

AG.

12,337,794‌

3,342,598

E.ON

AG.

46,873,650‌

373,417

Evonik

Industries

AG.

7,562,328‌

306,457

Fresenius

Medical

Care

AG.

11,825,516‌

628,800

Fresenius

SE

22,530,380‌

229,351

GEA

Group

AG.

10,127,099‌

89,991

Hannover

Rueckversicherung

AG.

22,343,912‌

205,644

HeidelbergCement

AG.

21,423,823‌

156,298

Henkel

KGaA

12,110,419‌

249,910

Henkel

KGaA

(Preference)

21,377,742‌

1,949,174

Infineon

Technologies

AG.

67,710,677‌

107,225

Knorr-Bremse

AG.

8,622,587‌

118,385

LEG

Immobilien

SE

10,326,899‌

194,177

Merck

KGaA

34,694,046‌

80,194

MTU

Aero

Engines

Holding

AG.

22,708,024‌

203,919

Muenchener

Rueckver

AG.

100,435,157‌

87,086

Nemetschek

SE

8,318,115‌

235,764

Porsche

AG.

10,538,525‌

160,022

Puma

AG.

Rudolf

Dassler

Sport

7,940,790‌

7,978

Rational

AG.

6,983,757‌

65,024

Rheinmetall

AG.

35,415,730‌

941,865

RWE

AG.

35,151,250‌

1,558,549

SAP

AG.

329,508,797‌

37,672

Sartorius

AG.

10,684,603‌

110,409

(c)

Scout24

SE

8,728,650‌

1,134,424

Siemens

AG.

207,709,611‌

901,268

(b)

Siemens

Energy

AG.

26,171,505‌

414,689

(c)

Siemens

Healthineers

AG.

22,226,960‌

199,016

Symrise

AG.

25,082,257‌

101,082

Talanx

AG.

7,679,342‌

75,686

Volkswagen

AG.

8,930,119‌

270,706

Volkswagen

AG.

(Preference)

30,211,594‌

Nuveen

International

Equity

Index

Fund

July

31,

2024

220

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

GERMANY—continued

1,100,830

Vonovia

SE

$

33,751,666‌

339,273

(b),(c)

Zalando

SE

8,693,624‌

TOTAL

GERMANY

2,155,269,202‌

HONG

KONG

-

1.6%

16,771,991

AIA

Group

Ltd

112,185,425‌

2,801,113

CK

Asset

Holdings

Ltd

10,703,248‌

935,596

CK

Infrastructure

Holdings

Ltd

6,240,189‌

2,516,174

CLP

Holdings

Ltd

21,595,356‌

82,447

(b)

Futu

Holdings

Ltd

(ADR)

5,217,246‌

1,165,605

Hang

Seng

Bank

Ltd

14,273,794‌

2,243,386

Henderson

Land

Development

Co

Ltd

6,301,273‌

5,894,025

HKT

Trust

&

HKT

Ltd

7,138,621‌

16,374,041

Hong

Kong

&

China

Gas

Ltd

13,342,757‌

2,034,977

Hong

Kong

Electric

Holdings

Ltd

12,969,866‌

1,797,235

Hong

Kong

Exchanges

and

Clearing

Ltd

53,013,076‌

1,580,829

Hongkong

Land

Holdings

Ltd

5,105,464‌

243,294

Jardine

Matheson

Holdings

Ltd

8,570,988‌

3,788,498

Link

REIT

15,983,752‌

2,264,812

MTR

Corp

7,326,881‌

4,129,287

Prudential

plc

37,264,283‌

6,002,607

Sino

Land

Co

6,208,845‌

2,128,419

Sun

Hung

Kai

Properties

Ltd

18,428,964‌

642,764

Swire

Pacific

Ltd

(Class

A)

5,544,981‌

1,913,290

Swire

Properties

Ltd

3,021,715‌

2,057,498

Techtronic

Industries

Co

26,349,741‌

12,150,380

(c)

WH

Group

Ltd

7,898,278‌

2,548,992

Wharf

Real

Estate

Investment

Co

Ltd

6,266,490‌

TOTAL

HONG

KONG

410,951,233‌

IRELAND

-

0.4%

306,143

AerCap

Holdings

NV

28,762,135‌

2,607,481

AIB

Group

plc

14,956,732‌

1,575,471

Bank

of

Ireland

Group

plc

17,842,108‌

232,687

Kerry

Group

plc

(Class

A)

21,755,241‌

236,235

Kingspan

Group

plc

22,103,134‌

TOTAL

IRELAND

105,419,350‌

ISRAEL

-

0.6%

61,959

Azrieli

Group

Ltd

3,802,881‌

1,882,048

Bank

Hapoalim

Ltd

17,270,303‌

2,257,925

Bank

Leumi

Le-Israel

19,457,646‌

134,854

(b)

Check

Point

Software

Technologies

24,738,966‌

41,582

Elbit

Systems

Ltd

7,442,557‌

162,140

(b)

Global-e

Online

Ltd

5,564,645‌

1,104,440

Israel

Chemicals

Ltd

4,623,269‌

1,860,383

Israel

Discount

Bank

Ltd

9,497,281‌

220,492

Mizrahi

Tefahot

Bank

Ltd

7,956,732‌

94,064

(b)

Nice

Systems

Ltd

16,977,527‌

1,673,106

(b)

Teva

Pharmaceutical

Industries

Ltd

(ADR)

29,162,238‌

79,625

(b)

Wix.com

Ltd

12,415,528‌

TOTAL

ISRAEL

158,909,573‌

ITALY

-

2.4%

179,984

Amplifon

S.p.A.

5,716,363‌

1,519,291

Assicurazioni

Generali

S.p.A.

39,323,827‌

1,905,121

Banco

BPM

S.p.A.

13,190,429‌

327,437

Coca-Cola

HBC

AG.

11,948,148‌

947,364

Davide

Campari-Milano

NV

8,543,776‌

31,490

DiaSorin

S.p.A.

3,434,643‌

12,129,379

Enel

S.p.A.

86,593,748‌

3,200,849

ENI

S.p.A.

51,212,915‌

188,243

Ferrari

NV

77,475,660‌

895,180

FinecoBank

Banca

Fineco

S.p.A

15,196,770‌

504,668

Infrastrutture

Wireless

Italiane

S.p.A

5,615,552‌

221

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

ITALY—continued

21,824,580

Intesa

Sanpaolo

S.p.A.

$

88,625,957‌

595,868

Leonardo

S.p.A.

14,196,776‌

769,594

Mediobanca

S.p.A.

12,493,002‌

320,303

Moncler

S.p.A

19,098,407‌

931,349

(b),(c)

Nexi

S.p.A

5,716,320‌

707,829

(c)

Poste

Italiane

S.p.A

9,582,266‌

390,610

Prysmian

S.p.A.

26,852,288‌

162,637

Recordati

S.p.A.

8,854,473‌

2,883,365

Snam

Rete

Gas

S.p.A.

13,778,519‌

12,757,792

(a)

Telecom

Italia

S.p.A.

3,127,092‌

2,220,769

Terna

Rete

Elettrica

Nazionale

S.p.A.

18,492,905‌

2,258,679

UniCredit

S.p.A

92,774,563‌

TOTAL

ITALY

631,844,399‌

JAPAN

-

22.8%

1,149,772

Advantest

Corp

50,890,477‌

988,117

Aeon

Co

Ltd

22,545,452‌

259,680

Aisin

Seiki

Co

Ltd

8,760,560‌

705,538

Ajinomoto

Co,

Inc

29,057,755‌

238,252

All

Nippon

Airways

Co

Ltd

4,557,218‌

712,114

Asahi

Breweries

Ltd

26,215,181‌

284,212

Asahi

Glass

Co

Ltd

10,171,874‌

1,843,193

Asahi

Kasei

Corp

13,291,752‌

985,500

Asics

Corp

16,083,684‌

2,697,020

Astellas

Pharma,

Inc

31,279,903‌

891,281

Bandai

Namco

Holdings,

Inc

18,940,388‌

851,060

Bridgestone

Corp

34,700,817‌

337,393

Brother

Industries

Ltd

6,922,074‌

1,488,418

(a)

Canon,

Inc

46,590,006‌

507,910

Capcom

Co

Ltd

10,850,947‌

1,149,575

Central

Japan

Railway

Co

27,103,463‌

772,668

Chiba

Bank

Ltd

7,237,946‌

983,917

Chubu

Electric

Power

Co,

Inc

12,405,737‌

1,002,232

Chugai

Pharmaceutical

Co

Ltd

43,739,883‌

1,596,068

Concordia

Financial

Group

Ltd

10,059,235‌

315,185

Dai

Nippon

Printing

Co

Ltd

10,369,023‌

447,639

Daifuku

Co

Ltd

8,101,498‌

1,364,095

Dai-ichi

Life

Holdings,

Inc

41,591,661‌

2,760,679

Daiichi

Sankyo

Co

Ltd

112,436,004‌

394,707

Daikin

Industries

Ltd

57,235,101‌

85,212

Daito

Trust

Construction

Co

Ltd

10,247,603‌

840,229

Daiwa

House

Industry

Co

Ltd

23,793,926‌

1,990,189

Daiwa

Securities

Group,

Inc

16,431,186‌

2,821,888

Denso

Corp

46,276,159‌

319,964

Dentsu,

Inc

8,460,875‌

137,465

Disco

Corp

45,967,822‌

580,726

Don

Quijote

Co

Ltd

15,150,681‌

1,374,269

East

Japan

Railway

Co

26,184,503‌

373,667

Eisai

Co

Ltd

14,250,137‌

4,220,628

ENEOS

Holdings,

Inc

22,114,152‌

1,403,757

Fanuc

Ltd

41,616,834‌

260,773

Fast

Retailing

Co

Ltd

71,881,749‌

185,327

(b)

Fuji

Electric

Holdings

Co

Ltd

10,424,069‌

878,432

Fuji

Heavy

Industries

Ltd

16,889,170‌

1,666,898

FUJIFILM

Holdings

Corp

39,632,045‌

2,629,110

Fujitsu

Ltd

47,745,053‌

219,588

Hamamatsu

Photonics

KK

6,323,902‌

333,322

Hankyu

Hanshin

Holdings,

Inc

9,510,986‌

30,060

Hikari

Tsushin,

Inc

5,628,864‌

168,677

(b)

Hitachi

Construction

Machinery

Co

Ltd

4,201,258‌

6,922,810

(b)

Hitachi

Ltd

149,578,821‌

6,690,314

Honda

Motor

Co

Ltd

71,483,144‌

172,184

Hoshizaki

Corp

5,422,729‌

Nuveen

International

Equity

Index

Fund

July

31,

2024

222

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

JAPAN—continued

523,607

(b)

Hoya

Corp

$

65,608,341‌

520,881

(a)

Hulic

Co

Ltd

5,084,373‌

178,612

Ibiden

Co

Ltd

6,923,390‌

1,387,630

Idemitsu

Kosan

Co

Ltd

9,139,368‌

1,398,472

Inpex

Holdings,

Inc

21,594,484‌

876,098

Isuzu

Motors

Ltd

11,851,088‌

1,773,569

(a)

Itochu

Corp

90,954,695‌

236,761

Japan

Airlines

Co

Ltd

3,836,209‌

2,131,971

Japan

Post

Bank

Co

Ltd

22,185,646‌

3,159,035

Japan

Post

Holdings

Co

Ltd

33,455,628‌

293,575

Japan

Post

Insurance

Co

Ltd

6,043,986‌

2,083

Japan

Real

Estate

Investment

Corp

7,224,899‌

1,786,673

(a)

Japan

Tobacco,

Inc

52,573,173‌

852,620

JFE

Holdings,

Inc

12,489,484‌

639,809

Kajima

Corp

12,363,360‌

1,039,026

Kansai

Electric

Power

Co,

Inc

17,783,754‌

697,391

Kao

Corp

30,538,523‌

586,254

Kawasaki

Kisen

Kaisha

Ltd

9,007,880‌

2,216,957

KDDI

Corp

66,708,248‌

195,442

Keisei

Electric

Railway

Co

Ltd

5,845,487‌

290,254

Keyence

Corp

126,916,500‌

986,265

Kikkoman

Corp

12,342,065‌

289,150

Kintetsu

Corp

6,696,767‌

1,133,172

Kirin

Brewery

Co

Ltd

16,020,300‌

220,521

Kobe

Bussan

Co

Ltd

5,920,735‌

321,771

Koito

Manufacturing

Co

Ltd

4,757,804‌

1,378,250

Komatsu

Ltd

39,180,305‌

151,502

Konami

Corp

11,398,947‌

1,482,144

Kubota

Corp

21,308,653‌

1,907,520

Kyocera

Corp

24,025,140‌

408,824

Kyowa

Hakko

Kogyo

Co

Ltd

8,623,160‌

120,729

Lasertec

Corp

21,421,327‌

662,699

M3,

Inc

6,187,790‌

341,476

Makita

Corp

11,255,876‌

2,111,353

Marubeni

Corp

39,735,162‌

505,402

Matsumotokiyoshi

Holdings

Co

Ltd

8,242,042‌

903,601

Mazda

Motor

Corp

7,793,934‌

127,337

McDonald's

Holdings

Co

Japan

Ltd

5,275,463‌

342,024

MEIJI

Holdings

Co

Ltd

8,637,599‌

548,177

Minebea

Co

Ltd

13,186,022‌

1,975,108

Mitsubishi

Chemical

Holdings

Corp

11,665,471‌

4,987,982

Mitsubishi

Corp

103,012,072‌

2,880,682

Mitsubishi

Electric

Corp

47,997,249‌

1,653,485

Mitsubishi

Estate

Co

Ltd

28,181,878‌

4,783,760

Mitsubishi

Heavy

Industries

Ltd

57,338,509‌

16,570,988

Mitsubishi

UFJ

Financial

Group,

Inc

191,400,719‌

1,141,044

Mitsubishi

UFJ

Lease

&

Finance

Co

Ltd

8,209,147‌

3,838,696

Mitsui

&

Co

Ltd

89,072,663‌

259,156

Mitsui

Chemicals,

Inc

7,492,722‌

3,994,437

Mitsui

Fudosan

Co

Ltd

41,381,807‌

506,983

(a)

Mitsui

OSK

Lines

Ltd

16,103,378‌

1,911,587

Mitsui

Sumitomo

Insurance

Group

Holdings,

Inc

45,064,776‌

3,597,069

Mizuho

Financial

Group,

Inc

82,229,517‌

412,427

MonotaRO

Co

Ltd

5,830,191‌

2,566,841

Murata

Manufacturing

Co

Ltd

57,107,011‌

369,940

NEC

Corp

32,020,021‌

487,448

Nexon

Co

Ltd

10,498,997‌

627,267

Nidec

Corp

27,593,892‌

1,550,955

Nintendo

Co

Ltd

85,703,275‌

2,310

Nippon

Building

Fund,

Inc

8,914,868‌

115,619

Nippon

Express

Holdings,

Inc

5,720,927‌

1,418,691

Nippon

Paint

Co

Ltd

9,056,175‌

3,607

Nippon

ProLogis

REIT,

Inc

5,959,477‌

223

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

JAPAN—continued

1,282,147

(a)

Nippon

Steel

Corp

$

27,838,480‌

44,609,586

Nippon

Telegraph

&

Telephone

Corp

47,541,025‌

696,947

(a)

Nippon

Yusen

Kabushiki

Kaisha

22,458,336‌

180,700

Nissan

Chemical

Industries

Ltd

5,830,456‌

3,592,968

Nissan

Motor

Co

Ltd

11,404,528‌

309,887

Nissin

Food

Products

Co

Ltd

9,213,803‌

117,311

Nitori

Co

Ltd

14,346,600‌

212,227

Nitto

Denko

Corp

18,428,406‌

4,400,770

(b)

Nomura

Holdings,

Inc

27,133,421‌

180,625

Nomura

Real

Estate

Holdings,

Inc

5,049,318‌

6,123

Nomura

Real

Estate

Master

Fund,

Inc

6,006,964‌

567,530

Nomura

Research

Institute

Ltd

17,520,611‌

943,159

NTT

Data

Corp

14,689,151‌

965,185

Obayashi

Corp

12,672,226‌

94,365

Obic

Co

Ltd

14,389,065‌

1,725,747

Olympus

Corp

29,793,439‌

256,032

Omron

Corp

9,497,212‌

534,382

Ono

Pharmaceutical

Co

Ltd

7,883,377‌

53,578

(b)

Oracle

Corp

Japan

4,373,528‌

1,620,992

Oriental

Land

Co

Ltd

46,408,195‌

1,718,450

ORIX

Corp

41,568,686‌

557,448

Osaka

Gas

Co

Ltd

12,617,358‌

746,069

Osaka

Securities

Exchange

Co

Ltd

17,516,514‌

342,274

Otsuka

Corp

7,587,454‌

620,426

Otsuka

Holdings

Co

Ltd

31,622,059‌

3,488,615

Panasonic

Corp

28,575,868‌

2,228,678

(b)

Rakuten,

Inc

13,074,928‌

2,215,615

Recruit

Holdings

Co

Ltd

127,050,656‌

2,219,012

Renesas

Electronics

Corp

38,219,980‌

3,112,169

Resona

Holdings,

Inc

22,317,161‌

852,060

Ricoh

Co

Ltd

7,932,086‌

479,472

Rohm

Co

Ltd

6,537,232‌

395,828

SBI

Holdings,

Inc

10,289,009‌

122,800

SCREEN

Holdings

Co

Ltd

10,406,036‌

311,569

Secom

Co

Ltd

19,894,537‌

438,542

Seiko

Epson

Corp

7,591,343‌

562,655

Sekisui

Chemical

Co

Ltd

8,489,335‌

876,960

(a)

Sekisui

House

Ltd

21,973,394‌

3,332,988

Seven

&

I

Holdings

Co

Ltd

39,911,706‌

538,387

SG

Holdings

Co

Ltd

5,474,667‌

368,266

Shimadzu

Corp

10,861,741‌

112,464

Shimano,

Inc

19,951,565‌

2,688,626

Shin-Etsu

Chemical

Co

Ltd

119,457,464‌

378,249

Shionogi

&

Co

Ltd

16,638,822‌

607,718

Shiseido

Co

Ltd

18,992,061‌

639,343

Shizuoka

Financial

Group,

Inc

6,385,944‌

85,432

SMC

Corp

41,568,235‌

4,244,995

SoftBank

Corp

55,374,903‌

1,535,646

Softbank

Group

Corp

93,847,035‌

1,333,385

Sompo

Holdings,

Inc

30,403,732‌

1,863,393

Sony

Corp

165,503,949‌

524,647

Sumco

Corp

8,625,400‌

238,012

Sumisho

Computer

Systems

Corp

4,685,959‌

1,530,939

Sumitomo

Corp

38,040,069‌

1,041,065

Sumitomo

Electric

Industries

Ltd

15,748,258‌

366,102

Sumitomo

Metal

Mining

Co

Ltd

11,163,940‌

1,867,197

Sumitomo

Mitsui

Financial

Group,

Inc

134,835,748‌

984,984

Sumitomo

Mitsui

Trust

Holdings,

Inc

24,897,277‌

413,385

Sumitomo

Realty

&

Development

Co

Ltd

13,663,502‌

213,023

Suntory

Beverage

&

Food

Ltd

7,650,966‌

2,353,604

Suzuki

Motor

Corp

27,048,045‌

751,772

Sysmex

Corp

12,307,459‌

720,747

T&D

Holdings,

Inc

13,510,934‌

Nuveen

International

Equity

Index

Fund

July

31,

2024

224

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

JAPAN—continued

253,962

Taisei

Corp

$

10,786,109‌

270,414

Taiyo

Nippon

Sanso

Corp

8,837,599‌

2,363,411

Takeda

Pharmaceutical

Co

Ltd

66,351,027‌

581,482

TDK

Corp

40,565,521‌

2,005,362

Terumo

Corp

35,952,831‌

324,515

TIS,

Inc

6,951,575‌

168,832

Toho

Co

Ltd

6,063,132‌

2,805,464

Tokio

Marine

Holdings,

Inc

110,067,066‌

2,303,150

(b)

Tokyo

Electric

Power

Co,

Inc

11,535,925‌

703,890

Tokyo

Electron

Ltd

147,287,118‌

552,333

Tokyo

Gas

Co

Ltd

12,101,409‌

754,070

Tokyu

Corp

9,135,844‌

338,512

Toppan

Printing

Co

Ltd

9,575,199‌

2,000,756

Toray

Industries,

Inc

10,402,035‌

221,300

Toto

Ltd

6,093,536‌

219,962

Toyota

Industries

Corp

18,492,226‌

15,825,727

(b)

Toyota

Motor

Corp

304,024,166‌

959,507

Toyota

Tsusho

Corp

19,183,441‌

208,744

(b)

Trend

Micro,

Inc

10,005,619‌

611,098

Uni-Charm

Corp

20,472,148‌

675,056

West

Japan

Railway

Co

13,289,850‌

393,702

Yakult

Honsha

Co

Ltd

8,073,023‌

1,323,306

(a)

Yamaha

Motor

Co

Ltd

12,322,594‌

424,540

Yamato

Transport

Co

Ltd

5,156,074‌

349,403

Yaskawa

Electric

Corp

12,160,557‌

339,847

Yokogawa

Electric

Corp

8,602,287‌

3,864,021

Z

Holdings

Corp

9,667,451‌

153,827

Zensho

Co

Ltd

6,261,343‌

187,177

ZOZO,

Inc

5,479,593‌

TOTAL

JAPAN

5,905,233,112‌

JORDAN

-

0.0%

259,224

Hikma

Pharmaceuticals

plc

6,337,989‌

TOTAL

JORDAN

6,337,989‌

KOREA,

REPUBLIC

OF

-

0.0%

285,900

(b),(c)

Delivery

Hero

SE

6,360,755‌

TOTAL

KOREA,

REPUBLIC

OF

6,360,755‌

LUXEMBOURG

-

0.1%

716,085

ArcelorMittal

S.A.

16,305,746‌

196,190

Eurofins

Scientific

SE

11,615,207‌

TOTAL

LUXEMBOURG

27,920,953‌

MACAU

-

0.1%

3,210,274

Galaxy

Entertainment

Group

Ltd

13,495,742‌

3,535,224

(b)

Sands

China

Ltd

6,627,251‌

TOTAL

MACAU

20,122,993‌

NETHERLANDS

-

4.5%

672,277

(c)

ABN

AMRO

Bank

NV

11,735,840‌

32,552

(b),(c)

Adyen

NV

39,818,848‌

2,055,828

Aegon

NV

13,303,783‌

248,556

Akzo

Nobel

NV

15,368,767‌

10,149

(b)

Argenx

SE

5,174,447‌

78,064

(b)

Argenx

SE

39,913,047‌

70,101

ASM

International

NV

48,230,958‌

596,475

ASML

Holding

NV

555,420,407‌

227,681

ASR

Nederland

NV

11,439,204‌

114,068

BE

Semiconductor

Industries

NV

14,694,765‌

120,521

(c)

Euronext

NV

12,185,027‌

151,900

EXOR

NV

15,571,634‌

197,684

Heineken

Holding

NV

14,567,424‌

429,438

Heineken

NV

38,108,650‌

85,038

IMCD

NV

12,227,905‌

225

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

NETHERLANDS—continued

4,932,634

ING

Groep

NV

$

89,531,961‌

177,545

JDE

Peet's

NV

3,904,338‌

1,414,377

Koninklijke

Ahold

Delhaize

NV

45,564,423‌

5,932,660

Koninklijke

KPN

NV

23,375,772‌

1,199,582

Koninklijke

Philips

Electronics

NV

33,695,877‌

410,105

NN

Group

NV

20,580,774‌

153,655

OCI

NV

3,703,144‌

151,253

Randstad

Holdings

NV

7,366,771‌

1,226,963

Universal

Music

Group

NV

29,231,747‌

371,199

Wolters

Kluwer

NV

62,142,160‌

TOTAL

NETHERLANDS

1,166,857,673‌

NEW

ZEALAND

-

0.3%

1,900,704

Auckland

International

Airport

Ltd

8,461,404‌

863,173

Fisher

&

Paykel

Healthcare

Corp

16,663,409‌

1,022,870

Mercury

NZ

Ltd

4,188,276‌

1,942,096

Meridian

Energy

Ltd

7,512,948‌

2,807,785

Telecom

Corp

of

New

Zealand

Ltd

7,215,959‌

218,361

(b)

Xero

Ltd

19,896,433‌

TOTAL

NEW

ZEALAND

63,938,429‌

NORWAY

-

0.5%

469,466

Aker

BP

ASA

11,367,741‌

1,236,126

DNB

Bank

ASA

25,538,410‌

1,350,606

Equinor

ASA

35,764,311‌

294,297

Gjensidige

Forsikring

ASA

4,978,849‌

133,587

Kongsberg

Gruppen

ASA

13,432,791‌

692,616

Mowi

ASA

11,690,327‌

1,999,999

Norsk

Hydro

ASA

11,093,707‌

1,070,758

Orkla

ASA

9,036,654‌

101,935

Salmar

ASA

5,864,811‌

946,109

Telenor

ASA

11,272,906‌

TOTAL

NORWAY

140,040,507‌

POLAND

-

0.0%

291,389

(b)

InPost

S.A.

5,048,470‌

TOTAL

POLAND

5,048,470‌

PORTUGAL

-

0.2%

4,640,437

Energias

de

Portugal

S.A.

19,125,400‌

680,405

Galp

Energia

SGPS

S.A.

14,306,474‌

408,455

Jeronimo

Martins

SGPS

S.A.

7,139,114‌

TOTAL

PORTUGAL

40,570,988‌

SINGAPORE

-

1.5%

5,624,182

Ascendas

REIT

11,482,096‌

3,554,999

Capitaland

Investment

Ltd

7,207,877‌

7,975,671

CapitaMall

Trust

12,458,288‌

2,969,898

DBS

Group

Holdings

Ltd

81,385,334‌

8,471,301

Genting

Singapore

Ltd

5,383,113‌

3,063,058

(b)

Grab

Holdings

Ltd

10,108,091‌

2,225,421

Keppel

Corp

Ltd

11,075,621‌

5,042,587

Oversea-Chinese

Banking

Corp

56,127,245‌

548,318

(b)

Sea

Ltd

(ADR)

36,024,493‌

1,372,527

SembCorp

Industries

Ltd

4,907,565‌

2,248,468

(a)

Singapore

Airlines

Ltd

11,750,290‌

1,382,387

Singapore

Exchange

Ltd

10,192,204‌

2,586,687

Singapore

Technologies

Engineering

Ltd

8,563,945‌

12,182,033

Singapore

Telecommunications

Ltd

28,221,716‌

1,016,124

STMicroelectronics

NV

33,595,938‌

1,881,723

United

Overseas

Bank

Ltd

45,629,299‌

TOTAL

SINGAPORE

374,113,115‌

Nuveen

International

Equity

Index

Fund

July

31,

2024

226

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

SOUTH

AFRICA

-

0.2%

1,899,928

Anglo

American

plc

$

57,598,823‌

TOTAL

SOUTH

AFRICA

57,598,823‌

SPAIN

-

2.5%

35,688

(a)

Acciona

S.A.

4,626,718‌

319,152

(a)

ACS

Actividades

de

Construccion

y

Servicios

S.A.

14,258,649‌

109,272

Aena

SME

S.A.

20,761,532‌

671,219

Amadeus

IT

Holding

S.A.

44,207,036‌

8,709,016

Banco

Bilbao

Vizcaya

Argentaria

S.A.

91,281,040‌

8,267,909

Banco

de

Sabadell

S.A.

17,447,309‌

23,618,916

Banco

Santander

S.A.

113,941,132‌

5,735,149

CaixaBank

S.A.

33,448,755‌

741,569

(c)

Cellnex

Telecom

S.A.

25,863,485‌

454,664

EDP

Renovaveis

S.A.

7,068,222‌

463,991

Endesa

S.A.

9,003,374‌

504,155

(a),(b)

Grifols

S.A.

5,092,240‌

8,900,579

Iberdrola

S.A.

117,560,576‌

1,627,411

Industria

de

Diseno

Textil

S.A.

79,074,048‌

592,321

Redeia

Corp

S.A.

10,516,585‌

1,816,021

Repsol

YPF

S.A.

25,901,762‌

6,867,769

(a)

Telefonica

S.A.

31,105,764‌

TOTAL

SPAIN

651,158,227‌

SWEDEN

-

3.1%

435,177

Alfa

Laval

AB

19,241,803‌

1,493,290

Assa

Abloy

AB

45,477,098‌

2,325,448

Atlas

Copco

AB

36,383,753‌

4,006,140

Atlas

Copco

AB

71,299,904‌

558,276

(a)

Beijer

Ref

AB

8,865,217‌

423,169

Boliden

AB

12,941,606‌

978,220

Epiroc

AB

18,258,840‌

578,496

Epiroc

AB

9,727,072‌

552,733

EQT

AB

17,897,429‌

4,124,576

Ericsson

(LM)

(B

Shares)

28,360,001‌

902,682

Essity

AB

25,380,092‌

275,870

(c)

Evolution

AB

26,723,318‌

1,011,427

(b)

Fastighets

AB

Balder

7,458,601‌

339,110

Getinge

AB

(B

Shares)

6,622,091‌

836,452

(a)

Hennes

&

Mauritz

AB

(B

Shares)

13,013,054‌

3,093,228

Hexagon

AB

31,502,809‌

125,045

Holmen

AB

4,915,772‌

529,609

Husqvarna

AB

(B

Shares)

3,576,526‌

175,534

Industrivarden

AB

6,021,550‌

233,259

(a)

Industrivarden

AB

7,906,809‌

420,051

Indutrade

AB

12,351,623‌

207,044

Investment

AB

Latour

6,080,146‌

2,582,576

Investor

AB

73,319,636‌

105,990

(a)

L

E

Lundbergforetagen

AB

5,358,169‌

339,039

Lifco

AB

10,058,101‌

2,285,467

(a)

Nibe

Industrier

AB

10,042,901‌

491,086

(b)

Saab

AB

11,339,675‌

328,104

Sagax

AB

8,105,607‌

1,587,314

Sandvik

AB

32,495,208‌

752,675

Securitas

AB

(B

Shares)

8,096,978‌

2,363,806

Skandinaviska

Enskilda

Banken

AB

(Class

A)

36,354,125‌

516,950

Skanska

AB

(B

Shares)

10,107,284‌

509,769

SKF

AB

(B

Shares)

9,477,044‌

891,623

Svenska

Cellulosa

AB

(B

Shares)

12,120,437‌

2,189,389

Svenska

Handelsbanken

AB

22,099,395‌

1,272,973

Swedbank

AB

(A

Shares)

27,068,422‌

302,307

(b)

Swedish

Orphan

Biovitrum

AB

7,898,396‌

821,171

Tele2

AB

(B

Shares)

8,454,498‌

3,621,099

TeliaSonera

AB

10,524,263‌

313,671

Trelleborg

AB

(B

Shares)

11,656,821‌

227

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

SWEDEN—continued

283,832

Volvo

AB

(A

Shares)

$

7,378,638‌

2,368,183

Volvo

AB

(B

Shares)

60,437,810‌

1,248,672

(a),(b)

Volvo

Car

AB

3,542,905‌

TOTAL

SWEDEN

805,941,427‌

SWITZERLAND

-

6.1%

2,388,241

ABB

Ltd

132,563,162‌

259,074

Adecco

S.A.

8,818,442‌

53,694

Bachem

Holding

AG.

4,818,592‌

66,656

Baloise

Holding

AG.

11,928,842‌

44,721

Banque

Cantonale

Vaudoise

4,747,018‌

5,359

Barry

Callebaut

AG.

8,622,694‌

30,110

BKW

AG.

5,446,641‌

161

Chocoladefabriken

Lindt

&

Spruengli

AG.

19,936,368‌

802,425

Cie

Financiere

Richemont

S.A.

122,394,937‌

322,423

Clariant

AG.

4,782,679‌

279,385

DSM-Firmenich

AG.

35,668,773‌

146,059

Dufry

Group

5,511,014‌

10,171

(a)

EMS-Chemie

Holding

AG.

8,505,356‌

49,248

Geberit

AG.

31,354,533‌

13,803

Givaudan

S.A.

67,718,270‌

52,512

Helvetia

Holding

AG.

7,833,691‌

302,203

Julius

Baer

Group

Ltd

16,538,852‌

70,373

Kuehne

&

Nagel

International

AG.

21,814,968‌

1,438

Lindt

&

Spruengli

AG.

18,023,318‌

235,171

Logitech

International

S.A.

21,183,292‌

111,129

Lonza

Group

AG.

74,001,819‌

2,942,652

Novartis

AG.

328,481,841‌

33,908

Partners

Group

45,641,617‌

609,510

Sandoz

Group

AG.

26,436,431‌

60,352

Schindler

Holding

AG.

16,153,452‌

34,704

Schindler

Holding

AG.

(Registered)

9,111,169‌

224,727

SGS

S.A.

24,570,140‌

433,468

SIG

Group

AG.

9,102,864‌

227,611

Sika

AG.

69,106,369‌

76,387

Sonova

Holdings

AG

23,415,362‌

164,536

Straumann

Holding

AG.

21,217,199‌

47,663

Swatch

Group

AG.

9,816,430‌

50,748

Swatch

Group

AG.

(Registered)

2,057,706‌

44,016

Swiss

Life

Holding

33,703,664‌

118,083

Swiss

Prime

Site

AG.

11,834,315‌

39,169

Swisscom

AG.

23,973,075‌

96,365

Temenos

Group

AG.

6,691,440‌

4,910,479

UBS

Group

AG

148,790,814‌

40,829

(c)

VAT

Group

AG.

20,460,877‌

218,406

Zurich

Insurance

Group

AG

120,073,094‌

TOTAL

SWITZERLAND

1,582,851,120‌

UNITED

ARAB

EMIRATES

-

0.0%

121,704

(b),(d)

NMC

Health

plc

0‌

TOTAL

UNITED

ARAB

EMIRATES

0‌

UNITED

KINGDOM

-

10.8%

1,451,899

3i

Group

plc

58,410,930‌

385,963

Admiral

Group

plc

13,678,374‌

652,054

Ashtead

Group

plc

47,057,042‌

496,352

Associated

British

Foods

plc

15,846,166‌

2,313,930

AstraZeneca

plc

367,615,850‌

1,327,243

(c)

Auto

Trader

Group

plc

13,902,685‌

4,021,424

Aviva

plc

25,905,519‌

4,510,605

BAE

Systems

plc

75,228,342‌

22,461,726

Barclays

plc

67,167,427‌

1,402,669

Barratt

Developments

plc

9,491,708‌

161,411

Berkeley

Group

Holdings

plc

10,537,294‌

Nuveen

International

Equity

Index

Fund

July

31,

2024

228

Portfolio

of

Investments

(continued)

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

UNITED

KINGDOM—continued

2,999,516

British

American

Tobacco

plc

$

106,425,917‌

9,509,245

(a)

BT

Group

plc

17,245,029‌

518,450

Bunzl

plc

21,722,720‌

533,661

Burberry

Group

plc

5,340,782‌

8,140,485

Centrica

plc

13,879,315‌

4,020,469

CK

Hutchison

Holdings

Ltd

21,003,364‌

303,971

(b)

Coca-Cola

Europacific

Partners

plc

22,423,941‌

2,533,333

Compass

Group

plc

78,014,009‌

198,332

Croda

International

plc

10,312,105‌

145,838

DCC

plc

10,047,502‌

3,321,832

Diageo

plc

103,358,697‌

975,868

Entain

plc

7,171,280‌

264,596

(b)

Flutter

Entertainment

plc

52,338,609‌

553,128

Halma

plc

18,932,780‌

554,289

Hargreaves

Lansdown

plc

7,874,275‌

28,180,913

HSBC

Holdings

plc

256,280,141‌

1,226,165

Imperial

Tobacco

Group

plc

33,795,363‌

2,050,600

Informa

plc

22,915,815‌

243,470

InterContinental

Hotels

Group

plc

24,528,536‌

238,037

Intertek

Group

plc

15,457,634‌

2,577,791

J

Sainsbury

plc

9,141,354‌

4,083,896

JD

Sports

Fashion

plc

6,909,317‌

2,820,575

Kingfisher

plc

10,027,508‌

1,099,649

Land

Securities

Group

plc

8,992,279‌

8,901,332

Legal

&

General

Group

plc

26,549,342‌

94,499,454

Lloyds

TSB

Group

plc

72,192,842‌

678,891

London

Stock

Exchange

Group

plc

82,638,457‌

3,303,114

M&G

plc

9,019,632‌

2,003,513

Melrose

Industries

plc

15,171,220‌

7,163,483

National

Grid

plc

90,891,530‌

9,718,743

NatWest

Group

plc

46,110,421‌

181,777

Next

plc

21,246,041‌

928,783

Pearson

plc

12,601,701‌

480,057

Persimmon

plc

9,789,454‌

994,290

Phoenix

Group

Holdings

plc

7,002,876‌

1,053,521

Reckitt

Benckiser

Group

plc

56,672,738‌

2,802,923

RELX

plc

132,290,916‌

3,801,796

Rentokil

Initial

plc

23,214,358‌

12,552,389

(b)

Rolls-Royce

Holdings

plc

72,680,869‌

1,460,270

Sage

Group

plc

20,412,464‌

1,111,272

Schroders

plc

5,615,784‌

1,626,482

Scottish

&

Southern

Energy

plc

39,363,791‌

1,865,476

Segro

plc

21,957,786‌

414,232

Severn

Trent

plc

13,694,370‌

1,288,163

Smith

&

Nephew

plc

18,566,064‌

563,928

Smiths

Group

plc

12,952,951‌

108,723

Spirax-Sarco

Engineering

plc

12,693,085‌

3,285,552

Standard

Chartered

plc

32,455,620‌

5,128,087

Taylor

Wimpey

plc

10,513,476‌

10,476,251

Tesco

plc

44,675,656‌

3,740,490

Unilever

plc

229,870,596‌

1,019,610

United

Utilities

Group

plc

13,550,236‌

33,536,228

Vodafone

Group

plc

31,381,508‌

276,659

Whitbread

plc

10,366,403‌

942,613

(b)

Wise

plc

8,679,191‌

1,616,449

WPP

plc

15,592,393‌

TOTAL

UNITED

KINGDOM

2,809,393,380‌

UNITED

STATES

-

9.1%

745,963

Alcon,

Inc

70,631,157‌

25,108,003

BP

plc

148,416,183‌

721,620

CSL

Ltd

146,462,212‌

62,006

(b)

CyberArk

Software

Ltd

15,897,098‌

229

SHARES

DESCRIPTION

REFERENCERATE

&

SPREAD

VALUE

UNITED

STATES—continued

1,368,942

Experian

Group

Ltd

$

64,586,696‌

773,488

Ferrovial

SE

30,758,336‌

6,184,894

GSK

plc

120,103,109‌

10,221,636

Haleon

plc

45,848,146‌

778,579

Holcim

Ltd

72,758,523‌

649,216

(b)

James

Hardie

Industries

plc

23,322,190‌

56,607

(b)

Monday.com

Ltd

13,008,855‌

3,986,915

Nestle

S.A.

403,844,956‌

336,057

QIAGEN

NV

14,952,500‌

1,048,704

Roche

Holding

AG.

339,527,761‌

48,246

Roche

Holding

AG.

16,968,690‌

1,699,291

Sanofi-Aventis

175,184,113‌

812,267

Schneider

Electric

S.A.

195,784,912‌

9,560,332

Shell

plc

348,606,804‌

3,304,508

Stellantis

NV

55,066,516‌

451,541

Swiss

Re

AG.

55,667,483‌

721,850

Tenaris

S.A.

11,453,469‌

TOTAL

UNITED

STATES

2,368,849,709‌

TOTAL

COMMON

STOCKS

25,374,385,686‌

(Cost

$19,329,741,465)

TOTAL

LONG-TERM

INVESTMENTS

25,374,385,686‌

(Cost

$19,329,741,465)

PRINCIPAL

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

1.7%

GOVERNMENT

AGENCY

DEBT

-

0.1%

$

2,617,000

Federal

Home

Loan

Bank

(FHLB)

0.000

%

08/02/24

2,616,236‌

5,750,000

FHLB

0.450

08/26/24

5,731,248‌

1,900,000

FHLB

0.000

08/28/24

1,892,234‌

19,375,000

FHLB

0.000

09/18/24

19,236,681‌

4,625,000

FHLB

0.000

09/20/24

4,590,635‌

525,000

FHLB

0.000

10/23/24

518,728‌

TOTAL

GOVERNMENT

AGENCY

DEBT

34,585,762‌

REPURCHASE

AGREEMENT

-

0.4%

99,709,000

(e)

Fixed

Income

Clearing

Corporation

5.340

08/01/24

99,709,000‌

TOTAL

REPURCHASE

AGREEMENT

99,709,000‌

TREASURY

DEBT

-

1.2%

80,000,000

United

States

Treasury

Bill

0.000

08/13/24

79,859,134‌

40,000,000

United

States

Treasury

Bill

0.000

08/27/24

39,847,380‌

10,000,000

United

States

Treasury

Bill

0.000

08/29/24

9,958,972‌

50,000,000

United

States

Treasury

Bill

0.000

09/10/24

49,707,037‌

25,000,000

United

States

Treasury

Bill

0.000

09/24/24

24,802,937‌

100,000,000

United

States

Treasury

Bill

0.000

10/17/24

98,898,579‌

TOTAL

TREASURY

DEBT

303,074,039‌

TOTAL

SHORT-TERM

INVESTMENTS

437,368,801‌

(Cost

$437,365,100)

SHARES

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.4%

97,250,292

(f)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5.310

(g)

97,250,292‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

97,250,292‌

(Cost

$97,250,292)

TOTAL

INVESTMENTS

-

99.9%

25,909,004,779‌

(Cost

$19,864,356,857)

OTHER

ASSETS

&

LIABILITIES,

NET

-

0.1%

24,645,362‌

NET

ASSETS

-

100.0%

$

25,933,650,141‌

Nuveen

International

Equity

Index

Fund

July

31,

2024

230

Portfolio

of

Investments

(continued)

ADR

American

Depositary

Receipt

REIT

Real

Estate

Investment

Trust

(a)

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$230,672,827.

(b)

Non-income

producing

(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

$248,584,666

or

1.0%

of

Total

Investments.

(d)

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

(e)

Agreement

with

Fixed

Income

Clearing

Corporation,

5.340%

dated

7/31/24

to

be

repurchased

at

$99,723,790

on

8/1/24,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

4.875%

and

maturity

date

5/31/26,

valued

at

$101,703,252.

(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.

Futures

Contracts

-

Long

Description

Number

of

Contracts

Expiration

Date

Notional

Amount

Value

Unrealized

Appreciation

(Depreciation)

MSCI

EAFE

Index

3,853‌

09/20/24

 $

455,088,661‌

$

460,375,705‌

$

5,287,044‌

Portfolio

of

Investments

Nuveen

Emerging

Markets

Debt

Fund

July

31,

2024

231

(Unaudited)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

LONG-TERM

INVESTMENTS

-

98.7%

BANK

LOAN

OBLIGATIONS

-

0.4%

PUERTO

RICO

-

0.4%

$

1,840,000

(a)

Coral-US

Co-Borrower

LLC

CME

Term

SOFR

12

+

3.000%

8.443

%

10/15/29

$

1,824,664‌

TOTAL

PUERTO

RICO

1,824,664‌

TOTAL

BANK

LOAN

OBLIGATIONS

1,824,664‌

(Cost

$1,829,297)

CONVERTIBLE

BONDS

-

0.0%

CHILE

-

0.0%

367,935

(b),(c)

ILAP

Holdings

Ltd

5.000

06/15/33

103,022‌

TOTAL

CHILE

103,022‌

TOTAL

CONVERTIBLE

BONDS

103,022‌

(Cost

$57,476)

CORPORATE

BONDS

-

42.9%

ARGENTINA

-

0.3%

1,500,000

(c)

YPF

S.A.

6.950

07/21/27

1,382,034‌

TOTAL

ARGENTINA

1,382,034‌

AUSTRALIA

-

0.5%

1,725,000

AngloGold

Ashanti

Holdings

plc

3.375

11/01/28

1,579,492‌

1,500,000

AngloGold

Ashanti

Holdings

plc

3.750

10/01/30

1,339,463‌

TOTAL

AUSTRALIA

2,918,955‌

BRAZIL

-

2.5%

1,825,000

(c)

Ambipar

Lux

Sarl

9.875

02/06/31

1,790,273‌

2,200,000

(c)

Embraer

Netherlands

Finance

BV

7.000

07/28/30

2,324,654‌

2,750,000

(c)

Itau

Unibanco

Holding

S.A.

4.625

N/A(d)

2,696,975‌

1,600,000

(c),(e)

Minerva

Luxembourg

S.A.

8.875

09/13/33

1,687,475‌

525,000

(c)

Nexa

Resources

S.A.

6.750

04/09/34

533,485‌

141,584

(c),(f)

Oi

S.A.

8.000

12/15/24

140,168‌

714,000

(f),(g)

Oi

S.A.

10.000

07/27/25

3,499‌

1,500,000

Petrobras

Global

Finance

BV

6.900

03/19/49

1,460,796‌

1,318,400

(c)

Rio

Oil

Finance

Trust

8.200

04/06/28

1,337,821‌

2,000,000

(c)

Rumo

Luxembourg

Sarl

4.200

01/18/32

1,712,302‌

TOTAL

BRAZIL

13,687,448‌

CHILE

-

4.0%

2,000,000

(c)

AES

Andes

S.A.

6.300

03/15/29

2,033,146‌

1,075,000

(c)

AES

Andes

S.A.

8.150

06/10/55

1,097,442‌

2,383,058

(c)

Alfa

Desarrollo

S.p.A

4.550

09/27/51

1,801,155‌

850,000

(c)

Antofagasta

plc

6.250

05/02/34

883,618‌

550,000

(c)

Banco

de

Credito

e

Inversiones

S.A.

8.750

N/A(d)

578,875‌

1,600,000

(c)

Banco

del

Estado

de

Chile

7.950

N/A(d)

1,658,083‌

1,500,000

(c)

Celulosa

Arauco

y

Constitucion

S.A.

5.150

01/29/50

1,284,846‌

2,250,000

(c)

Cia

Cervecerias

Unidas

S.A.

3.350

01/19/32

1,978,585‌

1,175,000

(c)

Corp

Nacional

del

Cobre

de

Chile

5.950

01/08/34

1,193,126‌

850,000

(c)

Corp

Nacional

del

Cobre

de

Chile

6.440

01/26/36

888,608‌

2,150,000

(c)

Corp

Nacional

del

Cobre

de

Chile

4.375

02/05/49

1,684,424‌

1,500,000

(c)

Embotelladora

Andina

S.A.

3.950

01/21/50

1,113,750‌

2,000,000

(c)

Empresa

de

los

Ferrocarriles

del

Estado

3.068

08/18/50

1,213,825‌

2,200,000

(c)

Empresa

Nacional

de

Telecomunicaciones

S.A.

3.050

09/14/32

1,793,631‌

1,775,000

(c)

Empresa

Nacional

del

Petroleo

3.450

09/16/31

1,549,801‌

350,000

(c)

Empresa

Nacional

del

Petroleo

6.150

05/10/33

355,891‌

48,161

(f)

Inversiones

Latin

America

Power

Ltd

12.000

06/15/33

47,679‌

Nuveen

Emerging

Markets

Debt

Fund

July

31,

2024

232

Portfolio

of

Investments

(continued)

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

CHILE—continued

$

551,862

(c),(f)

Inversiones

Latin

America

Power

S.p.A

11.000

%

06/15/33

$

546,343‌

TOTAL

CHILE

21,702,828‌

CHINA

-

0.7%

2,500,000

(c)

ENN

Clean

Energy

International

Investment

Ltd

3.375

05/12/26

2,414,935‌

1,500,000

(c)

Lenovo

Group

Ltd

3.421

11/02/30

1,361,695‌

TOTAL

CHINA

3,776,630‌

COLOMBIA

-

2.7%

1,675,000

Bancolombia

S.A.

4.625

12/18/29

1,658,602‌

1,000,000

Bancolombia

S.A.

8.625

12/24/34

1,035,818‌

1,375,000

Ecopetrol

S.A.

4.625

11/02/31

1,138,587‌

1,500,000

Ecopetrol

S.A.

8.875

01/13/33

1,567,422‌

2,000,000

Ecopetrol

S.A.

5.875

11/02/51

1,402,237‌

2,000,000

(c)

Empresas

Publicas

de

Medellin

ESP

4.250

07/18/29

1,763,303‌

1,000,000

(c)

Empresas

Publicas

de

Medellin

ESP

4.375

02/15/31

839,631‌

1,500,000

(c)

EnfraGen

Energia

Sur

S.A.

5.375

12/30/30

1,250,432‌

2,075,000

(c)

Grupo

Aval

Ltd

4.375

02/04/30

1,765,919‌

2,200,000

(c)

SierraCol

Energy

Andina

LLC

6.000

06/15/28

1,977,844‌

TOTAL

COLOMBIA

14,399,795‌

COSTA

RICA

-

0.8%

1,756,872

(c)

Autopistas

del

Sol

S.A.

7.375

12/30/30

1,703,727‌

2,300,000

(c)

Liberty

Costa

Rica

Senior

Secured

Finance

10.875

01/15/31

2,417,875‌

TOTAL

COSTA

RICA

4,121,602‌

DOMINICAN

REPUBLIC

-

0.9%

2,100,000

(c)

Aeropuertos

Dominicanos

Siglo

XXI

S.A.

7.000

06/30/34

2,166,549‌

2,500,000

(c)

AES

Andres

BV

5.700

05/04/28

2,400,000‌

TOTAL

DOMINICAN

REPUBLIC

4,566,549‌

GHANA

-

0.5%

1,100,000

(c),(e)

Kosmos

Energy

Ltd

7.500

03/01/28

1,061,588‌

1,653,000

(c)

Tullow

Oil

plc

10.250

05/15/26

1,596,118‌

TOTAL

GHANA

2,657,706‌

GUATEMALA

-

0.9%

1,225,000

(c)

CT

Trust

5.125

02/03/32

1,093,139‌

1,650,000

(c)

Investment

Energy

Resources

Ltd

6.250

04/26/29

1,591,571‌

725,000

(c)

Millicom

International

Cellular

S.A.

4.500

04/27/31

636,865‌

1,550,000

(c)

Millicom

International

Cellular

S.A.

7.375

04/02/32

1,555,943‌

TOTAL

GUATEMALA

4,877,518‌

INDIA

-

2.8%

2,100,000

(c)

Adani

Ports

&

Special

Economic

Zone

Ltd

4.375

07/03/29

1,927,302‌

1,800,000

(c)

Adani

Ports

&

Special

Economic

Zone

Ltd

3.100

02/02/31

1,474,846‌

828,900

(c)

Azure

Power

Energy

Ltd

3.575

08/19/26

767,893‌

1,750,000

(c)

Continuum

Green

Energy

India

Pvt

7.500

06/26/33

1,767,451‌

1,000,000

(c),(e)

Indian

Railway

Finance

Corp

Ltd

3.570

01/21/32

903,848‌

2,050,000

(c)

IRB

Infrastructure

Developers

Ltd

7.110

03/11/32

2,092,025‌

1,500,000

(c)

JSW

Steel

Ltd

5.050

04/05/32

1,375,552‌

2,500,000

(c)

Network

i2i

Ltd

3.975

N/A(d)

2,381,796‌

2,700,000

(c)

ReNew

Wind

Energy

AP2

4.500

07/14/28

2,485,131‌

TOTAL

INDIA

15,175,844‌

INDONESIA

-

3.5%

1,000,000

Bank

Negara

Indonesia

Persero

Tbk

PT

4.300

N/A(d)

938,682‌

1,860,000

(c)

Freeport

Indonesia

PT

5.315

04/14/32

1,828,832‌

1,800,000

(c)

Indika

Energy

Tbk

PT

8.750

05/07/29

1,827,069‌

3,500,000

(c)

Indonesia

Asahan

Aluminium

PT

5.450

05/15/30

3,485,848‌

2,000,000

(c)

Medco

Laurel

Tree

Pte

Ltd

6.950

11/12/28

1,999,907‌

2,000,000

(c)

Medco

Maple

Tree

Pte

Ltd

8.960

04/27/29

2,102,870‌

1,500,000

(c)

Pertamina

Persero

PT

3.100

08/27/30

1,335,000‌

1,250,000

(c)

Pertamina

Persero

PT

4.700

07/30/49

1,065,748‌

1,000,000

(c)

Perusahaan

Listrik

Negara

PT

5.250

10/24/42

914,227‌

233

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

INDONESIA—continued

$

2,000,000

(c)

Perusahaan

Listrik

Negara

PT

6.150

%

05/21/48

$

1,992,751‌

1,500,000

(c)

Sorik

Marapi

Geothermal

Power

PT

7.750

08/05/31

1,504,961‌

TOTAL

INDONESIA

18,995,895‌

ISRAEL

-

2.1%

3,000,000

(c)

Bank

Hapoalim

BM

3.255

01/21/32

2,721,456‌

3,141,000

(c)

Energean

Israel

Finance

Ltd

5.375

03/30/28

2,814,462‌

485,000

(c)

Energean

Israel

Finance

Ltd

8.500

09/30/33

462,714‌

2,000,000

(c)

Israel

Chemicals

Ltd

6.375

05/31/38

1,881,152‌

2,000,000

(c)

Israel

Electric

Corp

Ltd

3.750

02/22/32

1,675,928‌

1,800,000

(c)

Leviathan

Bond

Ltd

6.750

06/30/30

1,614,197‌

TOTAL

ISRAEL

11,169,909‌

KAZAKHSTAN

-

1.2%

1,300,000

(c)

Development

Bank

of

Kazakhstan

JSC

5.500

04/15/27

1,293,042‌

1,550,000

(c)

KazMunayGas

National

Co

JSC

6.375

10/24/48

1,459,750‌

2,225,000

(c)

QazaqGaz

NC

JSC

4.375

09/26/27

2,103,693‌

1,000,000

(c)

Tengizchevroil

Finance

Co

International

Ltd

4.000

08/15/26

958,319‌

1,000,000

(c)

Tengizchevroil

Finance

Co

International

Ltd

3.250

08/15/30

832,172‌

TOTAL

KAZAKHSTAN

6,646,976‌

MACAU

-

0.4%

200,000

(c)

MGM

China

Holdings

Ltd

7.125

06/26/31

202,645‌

2,000,000

Sands

China

Ltd

3.250

08/08/31

1,690,682‌

TOTAL

MACAU

1,893,327‌

MALAYSIA

-

1.0%

2,000,000

(c)

Genm

Capital

Labuan

Ltd

3.882

04/19/31

1,782,149‌

2,000,000

(c)

Misc

Capital

Two

Labuan

Ltd

3.750

04/06/27

1,940,366‌

2,000,000

(c),(e)

Petronas

Capital

Ltd

3.500

04/21/30

1,873,776‌

TOTAL

MALAYSIA

5,596,291‌

MAURITIUS

-

0.2%

1,000,000

(c)

WLB

Asset

VI

Pte

Ltd

7.250

12/21/27

1,049,400‌

TOTAL

MAURITIUS

1,049,400‌

MEXICO

-

5.9%

3,000,000

(c)

Banco

Nacional

de

Comercio

Exterior

SNC

2.720

08/11/31

2,699,561‌

800,000

(c)

BBVA

Bancomer

S.A.

5.350

11/12/29

792,544‌

2,000,000

(c)

BBVA

Bancomer

S.A.

5.125

01/18/33

1,863,401‌

1,300,000

(c)

Cemex

SAB

de

C.V.

9.125

N/A(d)

1,402,194‌

1,000,000

(c)

Cemex

SAB

de

C.V.

5.125

N/A(d)

975,815‌

360,000

(c)

Comision

Federal

de

Electricidad

6.125

06/16/45

329,097‌

1,640,000

(c)

Comision

Federal

de

Electricidad

6.264

02/15/52

1,433,971‌

1,300,000

(c)

Electricidad

Firme

de

Mexico

Holdings

S.A.

de

C.V.

4.900

11/20/26

1,233,403‌

2,013,000

(c)

Grupo

Aeromexico

SAB

de

C.V.

8.500

03/17/27

2,012,057‌

2,541,000

(c)

Mexico

Remittances

Funding

Fiduciary

Estate

Management

Sarl

4.875

01/15/28

2,331,224‌

3,800,000

(c)

Nemak

SAB

de

C.V.

3.625

06/28/31

3,028,399‌

EUR

1,700,000

Petroleos

Mexicanos

3.625

11/24/25

1,781,521‌

4,647,000

Petroleos

Mexicanos

6.840

01/23/30

4,160,027‌

4,219,000

Petroleos

Mexicanos

6.700

02/16/32

3,597,112‌

2,000,000

(e)

Petroleos

Mexicanos

5.625

01/23/46

1,226,726‌

2,075,000

Petroleos

Mexicanos

6.350

02/12/48

1,354,861‌

1,600,000

(c)

Trust

Fibra

Uno

7.375

02/13/34

1,596,148‌

TOTAL

MEXICO

31,818,061‌

MOROCCO

-

0.6%

650,000

(c)

OCP

S.A.

3.750

06/23/31

567,125‌

350,000

(c)

OCP

S.A.

6.750

05/01/34

364,767‌

3,000,000

(c)

OCP

S.A.

5.125

06/23/51

2,308,926‌

TOTAL

MOROCCO

3,240,818‌

Nuveen

Emerging

Markets

Debt

Fund

July

31,

2024

234

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

NIGERIA

-

0.2%

$

1,000,000

(c)

IHS

Holding

Ltd

6.250

%

11/29/28

$

891,141‌

TOTAL

NIGERIA

891,141‌

PANAMA

-

1.1%

2,000,000

(c)

Aeropuerto

Internacional

de

Tocumen

S.A.

5.125

08/11/61

1,506,750‌

2,000,000

(c)

Banco

Nacional

de

Panama

2.500

08/11/30

1,579,933‌

1,000,000

(c)

Empresa

de

Transmision

Electrica

S.A.

5.125

05/02/49

741,318‌

1,175,000

(c)

Telecomunicaciones

Digitales

S.A.

4.500

01/30/30

1,050,260‌

1,465,009

(c)

UEP

Penonome

II

S.A.

6.500

10/01/38

1,238,829‌

TOTAL

PANAMA

6,117,090‌

PERU

-

0.8%

1,050,000

(c)

Banco

BBVA

Peru

S.A.

6.200

06/07/34

1,060,564‌

825,000

(c)

Hunt

Oil

Co

of

Peru

LLC

Sucursal

Del

Peru

8.550

09/18/33

900,281‌

813,872

(c)

Lima

Metro

Line

2

Finance

Ltd

4.350

04/05/36

743,854‌

2,750,000

(c)

Petroleos

del

Peru

S.A.

5.625

06/19/47

1,756,872‌

TOTAL

PERU

4,461,571‌

QATAR

-

0.3%

2,000,000

(c)

Qatar

Petroleum

3.300

07/12/51

1,423,140‌

TOTAL

QATAR

1,423,140‌

SAUDI

ARABIA

-

0.8%

2,500,000

(c)

EIG

Pearl

Holdings

Sarl

4.387

11/30/46

1,970,000‌

1,250,000

(c)

Saudi

Arabian

Oil

Co

4.375

04/16/49

1,032,455‌

2,000,000

(c)

Saudi

Arabian

Oil

Co

3.250

11/24/50

1,349,648‌

TOTAL

SAUDI

ARABIA

4,352,103‌

SOUTH

AFRICA

-

3.2%

800,000

Absa

Group

Ltd

6.375

N/A(d)

776,900‌

2,000,000

(c)

Eskom

Holdings

SOC

Ltd

7.125

02/11/25

1,998,600‌

2,875,000

(c)

Eskom

Holdings

SOC

Ltd

6.350

08/10/28

2,835,469‌

4,600,000

(c)

Eskom

Holdings

SOC

Ltd

8.450

08/10/28

4,720,548‌

2,000,000

(c)

MTN

Mauritius

Investment

Ltd

6.500

10/13/26

2,002,240‌

2,800,000

(c)

Sasol

Financing

USA

LLC

8.750

05/03/29

2,899,887‌

2,000,000

(c)

Transnet

SOC

Ltd

8.250

02/06/28

2,027,900‌

TOTAL

SOUTH

AFRICA

17,261,544‌

THAILAND

-

0.4%

2,600,000

(c)

Bangkok

Bank

PCL

3.466

09/23/36

2,229,697‌

TOTAL

THAILAND

2,229,697‌

TRINIDAD

AND

TOBAGO

-

0.2%

850,000

(c)

National

Gas

Company

of

Trinidad

and

Tobago

Limited

6.050

01/15/36

779,875‌

TOTAL

TRINIDAD

AND

TOBAGO

779,875‌

TURKEY

-

2.6%

1,750,000

(c)

Akbank

TAS

7.498

01/20/30

1,752,292‌

1,500,000

(c)

Anadolu

Efes

Biracilik

Ve

Malt

Sanayii

AS.

3.375

06/29/28

1,319,427‌

1,500,000

(c)

Ford

Otomotiv

Sanayi

AS.

7.125

04/25/29

1,528,418‌

2,300,000

(c)

Limak

Cimento

Sanayi

ve

Ticaret

AS.

9.750

07/25/29

2,300,000‌

1,400,000

(c)

Sisecam

UK

plc

8.625

05/02/32

1,427,132‌

885,000

(c)

Turkiye

Garanti

Bankasi

AS.

8.375

02/28/34

887,381‌

1,000,000

(c)

Turkiye

Vakiflar

Bankasi

TAO

8.994

10/05/34

1,009,000‌

1,875,000

(c)

Ulker

Biskuvi

Sanayi

AS.

7.875

07/08/31

1,910,156‌

2,000,000

(c),(e)

Yapi

ve

Kredi

Bankasi

AS.

9.250

01/17/34

2,061,566‌

TOTAL

TURKEY

14,195,372‌

UKRAINE

-

0.3%

2,000,000

(c)

NAK

Naftogaz

Ukraine

via

Kondor

Finance

plc

7.625

11/08/28

1,613,612‌

21,875

Ukreximbank

Via

Biz

Finance

plc

9.750

01/22/25

20,567‌

150,000

(c)

Ukreximbank

Via

Biz

Finance

plc

9.750

01/22/25

141,026‌

TOTAL

UKRAINE

1,775,205‌

UNITED

ARAB

EMIRATES

-

1.5%

1,500,000

(c)

Abu

Dhabi

Crude

Oil

Pipeline

LLC

4.600

11/02/47

1,351,131‌

235

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UNITED

ARAB

EMIRATES—continued

$

1,325,000

(c)

DAE

Funding

LLC

3.375

%

03/20/28

$

1,240,566‌

1,683,600

(c)

Galaxy

Pipeline

Assets

Bidco

Ltd

1.750

09/30/27

1,589,562‌

1,620,800

(c)

Galaxy

Pipeline

Assets

Bidco

Ltd

2.160

03/31/34

1,405,423‌

561,000

(c)

Shelf

Drilling

Holdings

Ltd

9.625

04/15/29

539,476‌

2,359,775

(c)

Sweihan

PV

Power

Co

PJSC

3.625

01/31/49

1,909,355‌

TOTAL

UNITED

ARAB

EMIRATES

8,035,513‌

TOTAL

CORPORATE

BONDS

231,199,837‌

(Cost

$246,934,243)

GOVERNMENT

BONDS

-

51.8%

ANGOLA

-

1.4%

2,250,000

(c)

Angolan

Government

International

Bond

8.250

05/09/28

2,131,416‌

1,250,000

(c)

Angolan

Government

International

Bond

8.000

11/26/29

1,130,125‌

2,850,000

(c)

Angolan

Government

International

Bond

8.750

04/14/32

2,547,330‌

1,950,000

(c)

Angolan

Government

International

Bond

9.375

05/08/48

1,638,000‌

TOTAL

ANGOLA

7,446,871‌

ARGENTINA

-

0.9%

3,400,000

Argentine

Republic

Government

International

Bond

5.000

01/09/38

1,558,873‌

5,134,989

Argentine

Republic

Government

International

Bond

(Step

Bond)

4.125

07/09/35

2,143,299‌

2,895,996

(c)

Provincia

de

Buenos

Aires

(Step

Bond)

6.375

09/01/37

1,278,583‌

TOTAL

ARGENTINA

4,980,755‌

BAHRAIN

-

0.3%

1,500,000

(c)

Bahrain

Government

International

Bond

7.500

09/20/47

1,452,489‌

TOTAL

BAHRAIN

1,452,489‌

BARBADOS

-

0.4%

2,039,800

(c)

Barbados

Government

International

Bond

6.500

10/01/29

1,937,810‌

TOTAL

BARBADOS

1,937,810‌

BENIN

-

0.3%

1,025,000

(c),(h)

Benin

Government

International

Bond

7.960

02/13/38

954,531‌

EUR

1,125,000

(c)

Benin

Government

International

Bond

6.875

01/19/52

963,031‌

TOTAL

BENIN

1,917,562‌

BERMUDA

-

0.2%

1,125,000

(c)

Bermuda

Government

International

Bond

2.375

08/20/30

954,225‌

TOTAL

BERMUDA

954,225‌

BRAZIL

-

2.4%

BRL

5,982,000

Brazil

Notas

do

Tesouro

Nacional

Serie

F

10.000

01/01/27

1,021,204‌

BRL

8,800,000

Brazil

Notas

do

Tesouro

Nacional

Serie

F

10.000

01/01/29

1,462,012‌

BRL

12,475,000

Brazil

Notas

do

Tesouro

Nacional

Serie

F

10.000

01/01/31

2,026,229‌

2,000,000

Brazilian

Government

International

Bond

3.875

06/12/30

1,805,374‌

3,410,000

Brazilian

Government

International

Bond

6.000

10/20/33

3,352,015‌

1,100,000

Brazilian

Government

International

Bond

5.000

01/27/45

862,855‌

1,400,000

Brazilian

Government

International

Bond

4.750

01/14/50

1,018,483‌

1,475,000

Brazilian

Government

International

Bond

7.125

05/13/54

1,453,060‌

TOTAL

BRAZIL

13,001,232‌

CAMEROON

-

0.2%

EUR

1,000,000

(c)

Republic

of

Cameroon

International

Bond

5.950

07/07/32

847,293‌

TOTAL

CAMEROON

847,293‌

CHILE

-

0.1%

535,000

Chile

Government

International

Bond

2.750

01/31/27

505,807‌

TOTAL

CHILE

505,807‌

COLOMBIA

-

2.0%

2,000,000

Colombia

Government

International

Bond

3.000

01/30/30

1,665,950‌

2,925,000

Colombia

Government

International

Bond

3.250

04/22/32

2,288,068‌

500,000

Colombia

Government

International

Bond

7.500

02/02/34

506,925‌

1,525,000

Colombia

Government

International

Bond

8.000

11/14/35

1,589,995‌

Nuveen

Emerging

Markets

Debt

Fund

July

31,

2024

236

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

COLOMBIA—continued

$

1,300,000

Colombia

Government

International

Bond

5.625

%

02/26/44

$

1,009,970‌

950,000

Colombia

Government

International

Bond

5.200

05/15/49

679,291‌

COP

10,700,000,000

Colombian

TES

6.000

04/28/28

2,345,937‌

COP

3,480,000,000

Colombian

TES

7.000

06/30/32

700,865‌

TOTAL

COLOMBIA

10,787,001‌

COSTA

RICA

-

0.7%

1,050,000

(c)

Costa

Rica

Government

International

Bond

6.550

04/03/34

1,087,064‌

2,500,000

(c)

Costa

Rica

Government

International

Bond

5.625

04/30/43

2,270,688‌

575,000

(c)

Costa

Rica

Government

International

Bond

7.000

04/04/44

596,332‌

TOTAL

COSTA

RICA

3,954,084‌

COTE

D'IVOIRE

-

0.6%

1,050,000

(c)

Ivory

Coast

Government

International

Bond

8.250

01/30/37

1,015,403‌

2,484,030

(c)

Ivory

Coast

Government

International

Bond

(Step

Bond)

5.750

12/31/32

2,322,568‌

TOTAL

COTE

D'IVOIRE

3,337,971‌

CZECH

REPUBLIC

-

0.1%

CZK

6,000,000

Czech

Republic

Government

Bond

1.000

06/26/26

242,531‌

CZK

6,750,000

Czech

Republic

Government

Bond

1.750

06/23/32

249,374‌

TOTAL

CZECH

REPUBLIC

491,905‌

DOMINICAN

REPUBLIC

-

2.0%

1,575,000

(c)

Dominican

Republic

Government

International

Bond

6.875

01/29/26

1,590,750‌

1,195,000

(c)

Dominican

Republic

Government

International

Bond

5.500

02/22/29

1,172,346‌

DOP

74,000,000

(c)

Dominican

Republic

Government

International

Bond

10.375

01/11/30

1,258,496‌

700,000

(c)

Dominican

Republic

Government

International

Bond

7.050

02/03/31

735,129‌

4,000,000

(c)

Dominican

Republic

Government

International

Bond

4.875

09/23/32

3,660,755‌

1,585,000

(c)

Dominican

Republic

Government

International

Bond

7.450

04/30/44

1,700,594‌

650,000

(c)

Dominican

Republic

Government

International

Bond

5.875

01/30/60

561,741‌

TOTAL

DOMINICAN

REPUBLIC

10,679,811‌

ECUADOR

-

0.8%

2,234,600

(c)

Ecuador

Government

International

Bond

(Step

Bond)

5.000

07/31/30

1,509,245‌

4,637,020

(c)

Ecuador

Government

International

Bond

(Step

Bond)

1.000

07/31/35

2,449,062‌

820,000

(c)

Ecuador

Government

International

Bond

(Step

Bond)

5.000

07/31/40

395,472‌

TOTAL

ECUADOR

4,353,779‌

EGYPT

-

1.9%

850,000

(c)

Egypt

Government

International

Bond

5.800

09/30/27

775,625‌

3,275,000

(c)

Egypt

Government

International

Bond

7.600

03/01/29

3,052,889‌

3,200,000

(c)

Egypt

Government

International

Bond

7.053

01/15/32

2,624,000‌

4,075,000

(c)

Egypt

Government

International

Bond

8.500

01/31/47

3,067,253‌

1,000,000

(c)

Egypt

Government

International

Bond

8.150

11/20/59

720,000‌

TOTAL

EGYPT

10,239,767‌

EL

SALVADOR

-

0.9%

1,500,000

(c)

El

Salvador

Government

International

Bond

9.250

04/17/30

1,365,738‌

1,600,000

(c)

El

Salvador

Government

International

Bond

7.650

06/15/35

1,199,947‌

3,100,000

(c)

El

Salvador

Government

International

Bond

7.625

02/01/41

2,170,305‌

1,500,000

(c)

Republic

of

El

Salvador

0.250

04/17/30

40,917‌

TOTAL

EL

SALVADOR

4,776,907‌

GHANA

-

0.8%

3,325,000

(c)

Ghana

Government

International

Bond

0.000

04/07/25

1,379,875‌

3,325,000

(c)

Ghana

Government

International

Bond

7.750

04/07/29

1,670,812‌

2,025,000

(c)

Ghana

Government

International

Bond

8.750

03/11/61

1,032,750‌

TOTAL

GHANA

4,083,437‌

GUATEMALA

-

0.6%

525,000

(c)

Guatemala

Government

Bond

4.900

06/01/30

500,369‌

2,000,000

(c)

Guatemala

Government

Bond

3.700

10/07/33

1,655,536‌

1,075,000

(c)

Guatemala

Government

Bond

6.125

06/01/50

984,208‌

TOTAL

GUATEMALA

3,140,113‌

237

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

HONDURAS

-

0.2%

$

1,200,000

(c)

Honduras

Government

International

Bond

5.625

%

06/24/30

$

1,033,500‌

TOTAL

HONDURAS

1,033,500‌

HUNGARY

-

1.9%

HUF

190,000,000

Hungary

Government

Bond

4.750

11/24/32

474,060‌

1,900,000

(c)

Hungary

Government

International

Bond

6.125

05/22/28

1,949,856‌

HUF

705,000,000

Hungary

Government

International

Bond

2.000

05/23/29

1,625,417‌

1,850,000

(c)

Hungary

Government

International

Bond

5.250

06/16/29

1,842,496‌

2,825,000

(c)

Hungary

Government

International

Bond

2.125

09/22/31

2,277,586‌

750,000

(c)

Hungary

Government

International

Bond

3.125

09/21/51

478,330‌

1,775,000

(c)

Magyar

Export-Import

Bank

Zrt

6.125

12/04/27

1,787,762‌

TOTAL

HUNGARY

10,435,507‌

INDIA

-

0.5%

1,700,000

(c)

Export-Import

Bank

of

India

2.250

01/13/31

1,432,608‌

INR

106,400,000

India

Government

Bond

7.180

08/14/33

1,284,562‌

TOTAL

INDIA

2,717,170‌

INDONESIA

-

0.9%

IDR

4,550,000,000

Indonesia

Treasury

Bond

8.375

09/15/26

289,849‌

IDR

21,100,000,000

Indonesia

Treasury

Bond

7.000

09/15/30

1,310,982‌

IDR

34,000,000,000

Indonesia

Treasury

Bond

7.125

06/15/38

2,103,620‌

1,075,000

(c)

Perusahaan

Penerbit

SBSN

Indonesia

III

4.700

06/06/32

1,048,674‌

TOTAL

INDONESIA

4,753,125‌

IRAQ

-

0.3%

1,782,813

(c)

Iraq

Government

International

Bond

5.800

01/15/28

1,686,462‌

TOTAL

IRAQ

1,686,462‌

ISRAEL

-

0.4%

2,000,000

Israel

Government

International

Bond

5.375

03/12/29

1,992,460‌

TOTAL

ISRAEL

1,992,460‌

JAMAICA

-

0.8%

1,650,000

Jamaica

Government

International

Bond

8.000

03/15/39

1,958,159‌

1,810,000

Jamaica

Government

International

Bond

7.875

07/28/45

2,138,985‌

TOTAL

JAMAICA

4,097,144‌

JORDAN

-

0.7%

450,000

(c)

Jordan

Government

International

Bond

7.500

01/13/29

446,413‌

1,500,000

(c)

Jordan

Government

International

Bond

5.850

07/07/30

1,372,500‌

2,000,000

(c)

Jordan

Government

International

Bond

7.375

10/10/47

1,745,000‌

TOTAL

JORDAN

3,563,913‌

KAZAKHSTAN

-

0.4%

KZT

210,000,000

Kazakhstan

Government

Bond-MEUKAM

7.130

08/06/24

441,972‌

1,750,000

(c)

Kazakhstan

Government

International

Bond

6.500

07/21/45

2,005,938‌

TOTAL

KAZAKHSTAN

2,447,910‌

KENYA

-

0.6%

1,700,000

(c)

Republic

of

Kenya

Government

International

Bond

9.750

02/16/31

1,617,133‌

1,125,000

(c)

Republic

of

Kenya

Government

International

Bond

6.300

01/23/34

844,045‌

1,325,000

(c)

Republic

of

Kenya

Government

International

Bond

8.250

02/28/48

1,021,628‌

TOTAL

KENYA

3,482,806‌

KOREA,

REPUBLIC

OF

-

0.3%

2,102,000

Export-Import

Bank

of

Korea

2.500

06/29/41

1,508,732‌

TOTAL

KOREA,

REPUBLIC

OF

1,508,732‌

LEBANON

-

0.1%

3,200,000

(g)

Lebanon

Government

International

Bond

6.250

11/04/24

212,800‌

3,800,000

(g)

Lebanon

Government

International

Bond

6.850

03/23/27

266,000‌

TOTAL

LEBANON

478,800‌

MALAYSIA

-

0.5%

MYR

5,600,000

Malaysia

Government

Bond

3.844

04/15/33

1,226,986‌

Nuveen

Emerging

Markets

Debt

Fund

July

31,

2024

238

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

MALAYSIA—continued

MYR

6,500,000

Malaysia

Government

Bond

4.762

%

04/07/37

$

1,539,437‌

TOTAL

MALAYSIA

2,766,423‌

MEXICO

-

1.9%

MXN

37,050,000

Mexican

Bonos

7.500

06/03/27

1,872,923‌

MXN

26,700,000

Mexican

Bonos

7.750

05/29/31

1,290,631‌

MXN

5,500,000

(h)

Mexican

Bonos

7.750

11/23/34

256,798‌

MXN

29,900,000

Mexican

Bonos

8.500

11/18/38

1,433,903‌

$

525,000

Mexico

Government

International

Bond

4.875

05/19/33

493,196‌

1,775,000

Mexico

Government

International

Bond

6.000

05/07/36

1,766,459‌

2,250,000

Mexico

Government

International

Bond

4.280

08/14/41

1,783,610‌

1,850,000

Mexico

Government

International

Bond

4.400

02/12/52

1,369,901‌

TOTAL

MEXICO

10,267,421‌

MONGOLIA

-

0.3%

1,900,000

(c)

Mongolia

Government

International

Bond

5.125

04/07/26

1,853,273‌

TOTAL

MONGOLIA

1,853,273‌

MOROCCO

-

0.7%

1,775,000

(c)

Morocco

Government

International

Bond

3.000

12/15/32

1,456,817‌

1,170,000

(c)

Morocco

Government

International

Bond

6.500

09/08/33

1,221,657‌

1,450,000

(c)

Morocco

Government

International

Bond

5.500

12/11/42

1,300,831‌

TOTAL

MOROCCO

3,979,305‌

NAMIBIA

-

0.3%

1,700,000

(c)

Namibia

Government

International

Bond

5.250

10/29/25

1,674,500‌

TOTAL

NAMIBIA

1,674,500‌

NIGERIA

-

1.5%

2,075,000

(c)

Nigeria

Government

International

Bond

8.375

03/24/29

1,950,811‌

2,850,000

(c)

Nigeria

Government

International

Bond

7.143

02/23/30

2,497,974‌

1,550,000

(c)

Nigeria

Government

International

Bond

7.875

02/16/32

1,344,625‌

950,000

(c)

Nigeria

Government

International

Bond

7.375

09/28/33

776,625‌

2,000,000

(c)

Nigeria

Government

International

Bond

7.696

02/23/38

1,555,900‌

TOTAL

NIGERIA

8,125,935‌

OMAN

-

1.5%

1,900,000

(c)

Oman

Government

International

Bond

4.750

06/15/26

1,876,141‌

800,000

(c)

Oman

Government

International

Bond

6.750

10/28/27

831,552‌

1,500,000

(c)

Oman

Government

International

Bond

6.250

01/25/31

1,566,060‌

2,700,000

(c)

Oman

Government

International

Bond

6.500

03/08/47

2,743,238‌

1,025,000

(c)

Oman

Government

International

Bond

6.750

01/17/48

1,065,129‌

TOTAL

OMAN

8,082,120‌

PAKISTAN

-

0.8%

610,000

(c)

Pakistan

Global

Sukuk

Programme

Co

Ltd

7.950

01/31/29

543,662‌

1,700,000

(c)

Pakistan

Government

International

Bond

7.375

04/08/31

1,349,248‌

1,815,000

(c)

Pakistan

Government

International

Bond

8.875

04/08/51

1,357,838‌

1,500,000

Pakistan

Water

&

Power

Development

Authority

7.500

06/04/31

1,125,000‌

TOTAL

PAKISTAN

4,375,748‌

PANAMA

-

1.2%

1,500,000

Panama

Government

International

Bond

6.400

02/14/35

1,458,507‌

2,100,000

Panama

Government

International

Bond

6.700

01/26/36

2,093,450‌

1,750,000

Panama

Government

International

Bond

8.000

03/01/38

1,884,113‌

1,950,000

Panama

Government

International

Bond

4.500

04/01/56

1,301,426‌

TOTAL

PANAMA

6,737,496‌

PARAGUAY

-

0.6%

1,375,000

(c)

Paraguay

Government

International

Bond

2.739

01/29/33

1,134,092‌

500,000

(c)

Paraguay

Government

International

Bond

6.000

02/09/36

512,393‌

525,000

(c)

Paraguay

Government

International

Bond

6.100

08/11/44

516,844‌

1,050,000

(c)

Paraguay

Government

International

Bond

5.600

03/13/48

959,886‌

TOTAL

PARAGUAY

3,123,215‌

239

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

PERU

-

1.2%

PEN

1,850,000

(c)

Peruvian

Government

International

Bond

6.950

%

08/12/31

$

511,294‌

$

975,000

Peruvian

Government

International

Bond

1.862

12/01/32

752,750‌

2,895,000

Peruvian

Government

International

Bond

3.000

01/15/34

2,390,185‌

PEN

5,950,000

(c)

Peruvian

Government

International

Bond

5.400

08/12/34

1,417,905‌

1,800,000

Peruvian

Government

International

Bond

3.300

03/11/41

1,361,577‌

TOTAL

PERU

6,433,711‌

PHILIPPINES

-

0.5%

3,050,000

Philippine

Government

International

Bond

4.200

03/29/47

2,569,445‌

TOTAL

PHILIPPINES

2,569,445‌

POLAND

-

2.2%

2,830,000

(c)

Bank

Gospodarstwa

Krajowego

5.375

05/22/33

2,849,555‌

1,500,000

(c)

Bank

Gospodarstwa

Krajowego

5.750

07/09/34

1,546,650‌

PLN

4,415,000

Republic

of

Poland

Government

International

Bond

0.250

10/25/26

1,004,032‌

PLN

1,850,000

Republic

of

Poland

Government

International

Bond

5.750

04/25/29

477,666‌

PLN

8,100,000

Republic

of

Poland

Government

International

Bond

2.750

10/25/29

1,821,514‌

600,000

Republic

of

Poland

Government

International

Bond

5.750

11/16/32

632,799‌

500,000

Republic

of

Poland

Government

International

Bond

4.875

10/04/33

495,560‌

PLN

5,500,000

Republic

of

Poland

Government

International

Bond

6.000

10/25/33

1,451,921‌

1,398,000

Republic

of

Poland

Government

International

Bond

5.500

04/04/53

1,382,180‌

TOTAL

POLAND

11,661,877‌

QATAR

-

0.2%

450,000

(c)

Qatar

Government

International

Bond

3.750

04/16/30

432,855‌

925,000

(c)

Qatar

Government

International

Bond

5.103

04/23/48

912,538‌

TOTAL

QATAR

1,345,393‌

REPUBLIC

OF

SERBIA

-

0.7%

2,650,000

(c)

Serbia

Government

International

Bond

2.125

12/01/30

2,153,125‌

750,000

(c)

Serbia

Government

International

Bond

6.500

09/26/33

774,966‌

750,000

(c)

Serbia

International

Bond

6.250

05/26/28

766,290‌

TOTAL

REPUBLIC

OF

SERBIA

3,694,381‌

ROMANIA

-

1.9%

RON

4,325,000

Romania

Government

Bond

7.200

10/28/26

961,354‌

1,870,000

(c)

Romanian

Government

International

Bond

3.000

02/27/27

1,755,369‌

RON

7,850,000

Romanian

Government

International

Bond

4.150

01/26/28

1,591,633‌

1,860,000

(c),(h)

Romanian

Government

International

Bond

5.875

01/30/29

1,875,810‌

350,000

(c)

Romanian

Government

International

Bond

3.000

02/14/31

297,323‌

RON

3,600,000

Romanian

Government

International

Bond

3.650

09/24/31

652,460‌

EUR

920,000

(c)

Romanian

Government

International

Bond

5.250

05/30/32

988,565‌

1,160,000

(c)

Romanian

Government

International

Bond

7.125

01/17/33

1,242,360‌

1,400,000

(c)

Romanian

Government

International

Bond

4.000

02/14/51

984,480‌

TOTAL

ROMANIA

10,349,354‌

RWANDA

-

0.5%

3,075,000

(c)

Rwanda

International

Government

Bond

5.500

08/09/31

2,467,688‌

TOTAL

RWANDA

2,467,688‌

SAUDI

ARABIA

-

1.2%

750,000

(c)

Saudi

Government

International

Bond

3.250

10/26/26

725,571‌

500,000

(c)

Saudi

Government

International

Bond

4.750

01/18/28

499,071‌

760,000

(c)

Saudi

Government

International

Bond

4.750

01/16/30

755,866‌

1,250,000

(c)

Saudi

Government

International

Bond

5.000

01/16/34

1,244,645‌

1,000,000

(c)

Saudi

Government

International

Bond

3.250

11/17/51

665,040‌

2,000,000

(c)

Saudi

Government

International

Bond

3.750

01/21/55

1,429,840‌

1,500,000

(c)

Saudi

Government

International

Bond

3.450

02/02/61

983,517‌

TOTAL

SAUDI

ARABIA

6,303,550‌

SENEGAL

-

0.6%

1,000,000

(c)

Senegal

Government

International

Bond

6.250

05/23/33

848,890‌

3,300,000

(c)

Senegal

Government

International

Bond

6.750

03/13/48

2,398,440‌

TOTAL

SENEGAL

3,247,330‌

Nuveen

Emerging

Markets

Debt

Fund

July

31,

2024

240

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

SOUTH

AFRICA

-

2.2%

ZAR

7,000,000

Republic

of

South

Africa

Government

Bond

9.000

%

01/31/40

$

315,053‌

$

1,875,000

Republic

of

South

Africa

Government

International

Bond

4.300

10/12/28

1,750,781‌

ZAR

54,025,000

Republic

of

South

Africa

Government

International

Bond

7.000

02/28/31

2,561,905‌

1,400,000

Republic

of

South

Africa

Government

International

Bond

5.875

04/20/32

1,325,380‌

ZAR

31,250,000

Republic

of

South

Africa

Government

International

Bond

8.875

02/28/35

1,493,995‌

ZAR

12,600,000

Republic

of

South

Africa

Government

International

Bond

8.750

01/31/44

539,214‌

1,250,000

Republic

of

South

Africa

Government

International

Bond

5.375

07/24/44

966,531‌

2,075,000

Republic

of

South

Africa

Government

International

Bond

5.650

09/27/47

1,602,937‌

775,000

Republic

of

South

Africa

Government

International

Bond

5.750

09/30/49

597,041‌

1,000,000

Republic

of

South

Africa

Government

International

Bond

7.300

04/20/52

923,800‌

TOTAL

SOUTH

AFRICA

12,076,637‌

SRI

LANKA

-

0.4%

800,000

(c)

Sri

Lanka

Government

International

Bond

5.750

04/18/24

441,947‌

1,400,000

(c)

Sri

Lanka

Government

International

Bond

6.750

04/18/28

790,997‌

1,650,000

(c)

Sri

Lanka

Government

International

Bond

7.550

03/28/30

918,409‌

TOTAL

SRI

LANKA

2,151,353‌

SUPRANATIONAL

-

0.5%

INR

83,000,000

Asian

Development

Bank

6.200

10/06/26

981,958‌

INR

57,100,000

Asian

Infrastructure

Investment

Bank

6.000

12/08/31

636,276‌

1,200,000

(c)

Banque

Ouest

Africaine

de

Developpement

4.700

10/22/31

1,056,264‌

INR

20,000,000

Inter-American

Development

Bank

7.350

10/06/30

243,329‌

TOTAL

SUPRANATIONAL

2,917,827‌

THAILAND

-

0.2%

THB

47,000,000

Thailand

Government

International

Bond

2.875

12/17/28

1,350,484‌

TOTAL

THAILAND

1,350,484‌

TURKEY

-

3.1%

800,000

Turkey

Government

International

Bond

5.125

02/17/28

769,000‌

825,000

Turkey

Government

International

Bond

5.250

03/13/30

768,281‌

1,500,000

Turkey

Government

International

Bond

6.500

09/20/33

1,437,246‌

1,300,000

Turkey

Government

International

Bond

6.000

01/14/41

1,101,750‌

4,350,000

Turkey

Government

International

Bond

4.875

04/16/43

3,115,840‌

TRY

77,500,000

Turkiye

Government

International

Bond

12.600

10/01/25

1,785,523‌

EUR

1,750,000

Turkiye

Government

International

Bond

5.875

05/21/30

1,917,252‌

1,500,000

Turkiye

Government

International

Bond

7.125

07/17/32

1,497,305‌

1,575,000

(e)

Turkiye

Government

International

Bond

7.625

05/15/34

1,616,693‌

500,000

(c)

Turkiye

Ihracat

Kredi

Bankasi

AS.

5.750

07/06/26

487,923‌

2,000,000

(c)

Turkiye

Ihracat

Kredi

Bankasi

AS.

7.500

02/06/28

2,016,008‌

TOTAL

TURKEY

16,512,821‌

UGANDA

-

0.1%

UGX

3,000,000,000

Republic

of

Uganda

Government

Bonds

14.250

08/23/29

775,607‌

TOTAL

UGANDA

775,607‌

UKRAINE

-

0.7%

UAH

37,000,000

Ukraine

Government

International

Bond

15.840

02/26/25

725,579‌

1,925,000

(c)

Ukraine

Government

International

Bond

7.750

09/01/27

632,362‌

3,000,000

(c)

Ukraine

Government

International

Bond

7.253

03/15/35

918,000‌

2,320,000

(a),(c)

Ukraine

Government

International

Bond

7.750

08/01/41

1,415,200‌

TOTAL

UKRAINE

3,691,141‌

UNITED

ARAB

EMIRATES

-

0.4%

400,000

(c)

Abu

Dhabi

Government

International

Bond

3.125

09/30/49

281,000‌

241

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UNITED

ARAB

EMIRATES—continued

$

2,600,000

Emirate

of

Dubai

Government

International

Bonds

3.900

%

09/09/50

$

1,926,631‌

TOTAL

UNITED

ARAB

EMIRATES

2,207,631‌

URUGUAY

-

0.4%

UYU

39,650,000

Uruguay

Government

International

Bond

8.250

05/21/31

915,000‌

UYU

18,940,950

Uruguay

Government

International

Bond

9.750

07/20/33

471,879‌

600,000

Uruguay

Government

International

Bond

5.750

10/28/34

635,831‌

TOTAL

URUGUAY

2,022,710‌

UZBEKISTAN

-

0.7%

UZS

9,240,000,000

(c)

Republic

of

Uzbekistan

International

Bond

16.625

05/29/27

732,588‌

745,000

(c)

Republic

of

Uzbekistan

International

Bond

7.850

10/12/28

768,058‌

1,700,000

(c)

Republic

of

Uzbekistan

International

Bond

5.375

02/20/29

1,586,950‌

550,000

(c)

Republic

of

Uzbekistan

International

Bond

3.700

11/25/30

456,500‌

TOTAL

UZBEKISTAN

3,544,096‌

VIETNAM

-

0.5%

2,575,000

(c)

Vietnam

Government

International

Bond

4.800

11/19/24

2,568,099‌

TOTAL

VIETNAM

2,568,099‌

ZAMBIA

-

0.6%

2,309,033

(c)

Zambia

Government

International

Bond

5.750

06/30/33

2,020,404‌

2,155,173

(c)

Zambia

Government

International

Bond

0.500

12/31/53

1,085,668‌

TOTAL

ZAMBIA

3,106,072‌

TOTAL

GOVERNMENT

BONDS

279,068,991‌

(Cost

$315,041,881)

STRUCTURED

ASSETS

-

0.5%

CAYMAN

ISLANDS

-

0.5%

3,000,000

(b),(c)

Industrial

DPR

Funding

Ltd

5.380

04/15/34

2,607,510‌

Series

-

2022

1A

(Class

1)

TOTAL

CAYMAN

ISLANDS

2,607,510‌

TOTAL

STRUCTURED

ASSETS

2,607,510‌

(Cost

$3,000,000)

SHARES

REFERENCERATE

&

SPREAD

COMMON

STOCKS

-

1.9%

MEXICO

-

1.0%

265,589

(i)

Grupo

Aeromexico

SAB

de

C.V.

5,345,707‌

TOTAL

MEXICO

5,345,707‌

SOUTH

AFRICA

-

0.1%

729,619

(i)

Petra

Diamonds

Ltd

284,202‌

TOTAL

SOUTH

AFRICA

284,202‌

UNITED

STATES

-

0.8%

50,370

(e)

iShares

JP

Morgan

USD

Emerging

Markets

Bond

ETF

4,555,967‌

TOTAL

UNITED

STATES

4,555,967‌

TOTAL

COMMON

STOCKS

10,185,876‌

(Cost

$10,154,795)

TOTAL

LONG-TERM

INVESTMENTS

524,989,900‌

(Cost

$577,017,692)

PRINCIPAL

RATE

MATURITY

DATE

SHORT-TERM

INVESTMENTS

-

1.4%

REPURCHASE

AGREEMENT

-

0.3%

1,479,000

(j)

Fixed

Income

Clearing

Corporation

5.340

08/01/24

1,479,000‌

TOTAL

REPURCHASE

AGREEMENT

1,479,000‌

TREASURY

DEBT

-

1.1%

5,849,000

United

States

Treasury

Bill

0.000

08/06/24

5,844,723‌

Nuveen

Emerging

Markets

Debt

Fund

July

31,

2024

242

Portfolio

of

Investments

(continued)

Principal

denominated

in

U.S.

Dollars,

unless

otherwise

noted. 

PRINCIPAL

DESCRIPTION

REFERENCERATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

TREASURY

DEBT—continued

UYU

11,650,000

Uruguay

Monetary

Regulation

Bill

0.000

%

10/02/24

$

284,572‌

TOTAL

TREASURY

DEBT

6,129,295‌

TOTAL

SHORT-TERM

INVESTMENTS

7,608,295‌

(Cost

$7,610,889)

SHARES

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

1.6%

8,572,298

(k)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5.310

(l)

8,572,298‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

8,572,298‌

(Cost

$8,572,298)

TOTAL

INVESTMENTS

-

100.5%

541,170,493‌

(Cost

$593,200,879)

OTHER

ASSETS

&

LIABILITIES,

NET

-

(0.5)%

(2,441,242‌)

NET

ASSETS

-

100.0%

$

538,729,251‌

BRL

Brazilian

Real

CME

Chicago

Mercantile

Exchange

COP

Colombia

Peso

CZK

Czech

Republic

Koruna

DOP

Dominican

Republic

Peso

ETF

Exchange

Traded

Fund

EUR

Euro

HUF

Hungary

Forint

IDR

Indonesian

Rupiah

INR

Indian

Rupee

KZT

Kazakhstani

Tenge

MXN

Mexican

Peso

MYR

Malaysian

Ringgit

PEN

Peruvian

Sol

PLN

Polish

Zloty

RON

Romanian

Leu

SOFR

Secured

Overnight

Financing

Rate

THB

Thai

Baht

TRY

Turkish

Lira

UAH

Ukrainian

Hryvnia

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)

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

(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

$368,913,454

or

68.2%

of

Total

Investments.

(d)

Perpetual

security

(e)

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$9,984,161.

(f)

Payment

in

Kind

Bond

(g)

In

default

(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,

5.340%

dated

7/31/24

to

be

repurchased

at

$1,479,219

on

8/1/24,

collateralized

by

Government

Agency

Securities,

with

coupon

rate

4.250%

and

maturity

date

2/28/31,

valued

at

$1,508,663.

(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.

243

Forward

Foreign

Currency

Contracts

Currency

Purchased

Receive

Currency

Sold

Deliver

Counterparty

Settlement

Date

Unrealized

Appreciation

(Depreciation)

$

8,709,767

EUR

7,977,764

Morgan

Stanley

10/15/24

 $

44,417‌

EUR

1,967,743

$

2,154,406

Morgan

Stanley

10/15/24

(17,067‌)

Total

 $

27,350‌

EUR

Euro

Nuveen

International

Bond

Fund

July

31,

2024

Consolidated

Portfolio

of

Investments

244

(Unaudited)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

LONG-TERM

INVESTMENTS

-

182.8%

BANK

LOAN

OBLIGATIONS

-

0.2%

IRELAND

-

0.1%

$

335,125

(a)

Avolon

TLB

Borrower

US

LLC

CME

Term

SOFR

12

+

1.500%

6.945

%

02/12/27

$

335,524‌

259,131

(a)

Avolon

TLB

Borrower

US

LLC

CME

Term

SOFR

12

+

2.000%

7.345

06/22/28

260,271‌

TOTAL

IRELAND

595,795‌

UNITED

STATES

-

0.1%

213,880

(a)

Jazz

Financing

Lux

Sarl

CME

Term

SOFR

12

+

2.250%

7.594

05/05/28

214,490‌

233,169

(a)

Phoenix

Newco,

Inc

TSFR1M

+

3.250%

8.708

11/15/28

234,366‌

TOTAL

UNITED

STATES

448,856‌

TOTAL

BANK

LOAN

OBLIGATIONS

1,044,651‌

(Cost

$1,044,580)

CORPORATE

BONDS

-

20.9%

AUSTRALIA

-

0.3%

EUR

400,000

Amcor

UK

Finance

plc

3.950

05/29/32

438,411‌

250,000

AngloGold

Ashanti

Holdings

plc

3.750

10/01/30

223,244‌

EUR

500,000

(b)

Glencore

Capital

Finance

DAC

4.154

04/29/31

550,656‌

TOTAL

AUSTRALIA

1,212,311‌

AUSTRIA

-

0.1%

EUR

600,000

Erste

Group

Bank

AG.

4.250

N/A(c)

597,402‌

TOTAL

AUSTRIA

597,402‌

BELGIUM

-

0.2%

EUR

800,000

(d)

Proximus

SADP

0.750

11/17/36

628,695‌

TOTAL

BELGIUM

628,695‌

BRAZIL

-

0.1%

300,000

Suzano

Austria

GmbH

3.125

01/15/32

248,481‌

TOTAL

BRAZIL

248,481‌

CANADA

-

0.6%

GBP

500,000

(b)

Bank

of

Montreal

5.125

10/10/28

652,531‌

EUR

250,000

(e)

Fairfax

Financial

Holdings

Ltd

2.750

03/29/28

262,749‌

1,275,000

(e)

MEG

Energy

Corp

5.875

02/01/29

1,259,111‌

315,000

(e)

Parkland

Corp

4.625

05/01/30

292,863‌

TOTAL

CANADA

2,467,254‌

CHILE

-

0.3%

397,176

(e)

Alfa

Desarrollo

S.p.A

4.550

09/27/51

300,192‌

300,000

Celulosa

Arauco

y

Constitucion

S.A.

3.875

11/02/27

283,034‌

200,000

(e)

Cia

Cervecerias

Unidas

S.A.

3.350

01/19/32

175,874‌

200,000

(e)

Corp

Nacional

del

Cobre

de

Chile

3.625

08/01/27

190,916‌

200,000

(e)

Corp

Nacional

del

Cobre

de

Chile

6.440

01/26/36

209,084‌

325,000

(e)

Empresa

Nacional

de

Telecomunicaciones

S.A.

3.050

09/14/32

264,968‌

TOTAL

CHILE

1,424,068‌

CHINA

-

0.1%

300,000

(e)

ENN

Clean

Energy

International

Investment

Ltd

3.375

05/12/26

289,792‌

TOTAL

CHINA

289,792‌

COLOMBIA

-

0.1%

75,000

Ecopetrol

S.A.

6.875

04/29/30

73,382‌

225,000

Ecopetrol

S.A.

4.625

11/02/31

186,314‌

300,000

Ecopetrol

S.A.

8.875

01/13/33

313,485‌

TOTAL

COLOMBIA

573,181‌

245

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

CZECH

REPUBLIC

-

0.1%

EUR

250,000

(d)

Czech

Gas

Networks

Investments

Sarl

0.450

%

09/08/29

$

232,558‌

TOTAL

CZECH

REPUBLIC

232,558‌

DENMARK

-

0.2%

GBP

500,000

Danske

Bank

A.S.

2.250

01/14/28

600,979‌

EUR

300,000

Danske

Bank

A.S.

4.125

01/10/31

336,996‌

TOTAL

DENMARK

937,975‌

FRANCE

-

2.0%

EUR

400,000

(b)

Airbus

SE

1.375

05/13/31

386,030‌

EUR

400,000

(b)

AXA

S.A.

3.375

05/31/34

437,254‌

EUR

500,000

AXA

S.A.

1.375

10/07/41

457,635‌

EUR

400,000

(d)

AXA

S.A.

6.375

N/A(c)

448,926‌

GBP

300,000

(d)

Banque

Federative

du

Credit

Mutuel

S.A.

4.875

09/25/25

383,889‌

$

500,000

(e),(f)

BNP

Paribas

S.A.

8.500

N/A(c)

524,444‌

EUR

800,000

BPCE

S.A.

0.500

09/15/27

812,454‌

EUR

500,000

Credit

Agricole

Assurances

S.A.

1.500

10/06/31

454,346‌

EUR

500,000

Danone

S.A.

3.470

05/22/31

550,879‌

EUR

300,000

(d)

Engie

S.A.

3.625

12/06/26

327,945‌

EUR

400,000

(d)

Engie

S.A.

4.500

09/06/42

456,324‌

EUR

500,000

(e)

Iliad

Holding

SAS

5.125

10/15/26

544,507‌

EUR

300,000

(d)

La

Poste

S.A.

0.625

01/18/36

238,565‌

EUR

200,000

(d)

RTE

Reseau

de

Transport

d'Electricite

SADIR

3.750

07/04/35

221,612‌

EUR

600,000

(d)

Societe

Generale

S.A.

4.000

11/16/27

663,474‌

EUR

500,000

(d)

Societe

Generale

S.A.

0.500

06/12/29

480,421‌

EUR

400,000

(d)

Societe

Generale

S.A.

4.875

11/21/31

454,948‌

EUR

600,000

(d)

Thales

S.A.

3.625

06/14/29

663,604‌

TOTAL

FRANCE

8,507,257‌

GERMANY

-

2.1%

EUR

500,000

(b)

Deutsche

Bank

AG.

1.625

01/20/27

517,450‌

EUR

400,000

(d)

Deutsche

Boerse

AG.

3.875

09/28/33

454,603‌

EUR

500,000

(b)

EnBW

International

Finance

BV

4.300

05/23/34

568,698‌

EUR

750,000

(e),(g)

IHO

Verwaltungs

GmbH

3.750

09/15/26

801,541‌

EUR

3,050,000

(b)

Kreditanstalt

fuer

Wiederaufbau

0.000

01/10/31

2,795,253‌

GBP

800,000

(b)

Mercedes-Benz

International

Finance

BV

5.000

07/12/27

1,038,972‌

EUR

400,000

(b)

RWE

AG.

2.750

05/24/30

421,564‌

EUR

500,000

(d)

Sartorius

Finance

BV

4.375

09/14/29

560,329‌

EUR

400,000

(b)

Siemens

Financieringsmaatschappij

NV

3.625

02/22/44

434,682‌

EUR

500,000

(b)

Volkswagen

Financial

Services

Overseas

AG.

3.750

09/10/26

545,650‌

EUR

500,000

(d)

Volkswagen

International

Finance

NV

4.125

11/15/25

546,145‌

150,000

(e)

ZF

North

America

Capital,

Inc

6.875

04/14/28

153,746‌

TOTAL

GERMANY

8,838,633‌

GUATEMALA

-

0.0%

200,000

(e),(f)

Millicom

International

Cellular

S.A.

4.500

04/27/31

175,687‌

TOTAL

GUATEMALA

175,687‌

INDIA

-

0.2%

300,000

(e)

Adani

Electricity

Mumbai

Ltd

3.867

07/22/31

251,201‌

200,000

(e)

Bharti

Airtel

Ltd

3.250

06/03/31

179,000‌

200,000

(e),(f)

CA

Magnum

Holdings

5.375

10/31/26

192,679‌

250,000

(d)

Power

Finance

Corp

Ltd

3.350

05/16/31

222,132‌

225,000

(e)

UltraTech

Cement

Ltd

2.800

02/16/31

194,810‌

TOTAL

INDIA

1,039,822‌

INDONESIA

-

0.1%

200,000

(e)

Pertamina

Persero

PT

3.650

07/30/29

187,524‌

225,000

(e)

Perusahaan

Listrik

Negara

PT

4.875

07/17/49

187,535‌

TOTAL

INDONESIA

375,059‌

IRELAND

-

0.2%

EUR

600,000

(d)

Bank

of

Ireland

Group

plc

0.375

05/10/27

616,716‌

Nuveen

International

Bond

Fund

July

31,

2024

246

Consolidated

Portfolio

of

Investments

(continued)

Consolidated

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

IRELAND—continued

EUR

320,000

(d)

Bank

of

Ireland

Group

plc

5.000

%

07/04/31

$

373,711‌

TOTAL

IRELAND

990,427‌

ISRAEL

-

0.2%

$

270,000

(e)

Bank

Hapoalim

BM

3.255

01/21/32

244,931‌

300,000

(e)

Bank

Leumi

Le-Israel

BM

3.275

01/29/31

279,862‌

400,000

(e)

Israel

Electric

Corp

Ltd

4.250

08/14/28

373,702‌

TOTAL

ISRAEL

898,495‌

ITALY

-

0.3%

EUR

500,000

(b)

Enel

Finance

International

NV

3.875

01/23/35

548,541‌

EUR

500,000

(b)

Intesa

Sanpaolo

S.p.A

5.125

08/29/31

593,271‌

200,000

(e)

Intesa

Sanpaolo

S.p.A

4.198

06/01/32

173,158‌

TOTAL

ITALY

1,314,970‌

JAPAN

-

0.1%

EUR

500,000

(d)

ORIX

Corp

1.919

04/20/26

528,124‌

TOTAL

JAPAN

528,124‌

KAZAKHSTAN

-

0.1%

200,000

(e)

QazaqGaz

NC

JSC

4.375

09/26/27

189,096‌

200,000

(e)

Tengizchevroil

Finance

Co

International

Ltd

2.625

08/15/25

192,306‌

TOTAL

KAZAKHSTAN

381,402‌

KOREA,

REPUBLIC

OF

-

0.1%

250,000

(e)

Kia

Corp

2.750

02/14/27

237,097‌

TOTAL

KOREA,

REPUBLIC

OF

237,097‌

KUWAIT

-

0.1%

375,000

(e)

NBK

SPC

Ltd

1.625

09/15/27

347,470‌

TOTAL

KUWAIT

347,470‌

LUXEMBOURG

-

0.5%

EUR

1,000,000

(e)

Albion

Financing

1

SARL

5.250

10/15/26

1,088,287‌

EUR

400,000

(d)

ProLogis

International

Funding

II

S.A.

3.625

03/07/30

435,179‌

EUR

500,000

(d)

ProLogis

International

Funding

II

S.A.

2.375

11/14/30

506,062‌

TOTAL

LUXEMBOURG

2,029,528‌

MEXICO

-

0.3%

200,000

(e)

Bimbo

Bakeries

USA,

Inc

6.050

01/15/29

208,001‌

200,000

(e)

Nemak

SAB

de

C.V.

3.625

06/28/31

159,389‌

375,000

(e)

Orbia

Advance

Corp

SAB

de

C.V.

1.875

05/11/26

352,019‌

500,000

Petroleos

Mexicanos

6.840

01/23/30

447,604‌

TOTAL

MEXICO

1,167,013‌

NETHERLANDS

-

0.8%

EUR

700,000

(b)

Cooperatieve

Rabobank

UA

4.233

04/25/29

782,044‌

EUR

400,000

(b)

Heineken

NV

3.625

11/15/26

437,465‌

EUR

600,000

(b)

Koninklijke

KPN

NV

3.875

02/16/36

658,129‌

EUR

1,300,000

(e)

VZ

Secured

Financing

BV

3.500

01/15/32

1,262,462‌

TOTAL

NETHERLANDS

3,140,100‌

NIGERIA

-

0.2%

EUR

1,000,000

(e)

BOI

Finance

BV

7.500

02/16/27

1,014,501‌

TOTAL

NIGERIA

1,014,501‌

NORWAY

-

0.2%

EUR

500,000

(b)

Statkraft

AS.

3.125

12/13/26

541,818‌

EUR

100,000

(b)

Statnett

SF

3.500

06/08/33

110,455‌

TOTAL

NORWAY

652,273‌

POLAND

-

0.2%

EUR

150,000

(d)

GTC

Aurora

Luxembourg

S.A.

2.250

06/23/26

144,389‌

EUR

300,000

(d)

mBank

S.A.

0.966

09/21/27

297,968‌

EUR

250,000

(d)

ORLEN

S.A.

1.125

05/27/28

246,879‌

TOTAL

POLAND

689,236‌

247

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

PORTUGAL

-

0.1%

EUR

500,000

(d)

EDP

Servicios

Financieros

Espana

SAU

4.125

%

04/04/29

$

560,128‌

TOTAL

PORTUGAL

560,128‌

QATAR

-

0.6%

$

300,000

(d)

CBQ

Finance

Ltd

5.375

03/28/29

301,832‌

CNY

16,000,000

QNB

Finance

Ltd

3.150

02/04/26

2,212,798‌

TOTAL

QATAR

2,514,630‌

ROMANIA

-

0.1%

EUR

250,000

(d)

NE

Property

BV

2.000

01/20/30

238,823‌

TOTAL

ROMANIA

238,823‌

SINGAPORE

-

0.2%

EUR

200,000

(d)

Temasek

Financial

I

Ltd

0.500

11/20/31

180,348‌

500,000

(e)

United

Overseas

Bank

Ltd

2.000

10/14/31

467,599‌

TOTAL

SINGAPORE

647,947‌

SOUTH

AFRICA

-

0.3%

1,250,000

(d)

Eskom

Holdings

SOC

Ltd

4.314

07/23/27

1,174,300‌

300,000

Sasol

Financing

USA

LLC

5.500

03/18/31

260,284‌

TOTAL

SOUTH

AFRICA

1,434,584‌

SPAIN

-

0.2%

GBP

300,000

(d)

Banco

Santander

S.A.

5.500

06/11/29

390,709‌

EUR

500,000

(b)

Cepsa

Finance

S.A.

4.125

04/11/31

537,709‌

TOTAL

SPAIN

928,418‌

SWITZERLAND

-

0.4%

EUR

750,000

(d)

Cloverie

plc

for

Zurich

Insurance

Co

Ltd

1.500

12/15/28

761,959‌

EUR

500,000

UBS

AG.

0.500

03/31/31

451,275‌

EUR

600,000

(d)

UBS

Group

AG

0.250

11/05/28

586,314‌

TOTAL

SWITZERLAND

1,799,548‌

THAILAND

-

0.2%

430,000

(e),(f)

Bangkok

Bank

PCL

3.466

09/23/36

368,757‌

300,000

(e)

Thaioil

Treasury

Center

Co

Ltd

2.500

06/18/30

258,922‌

TOTAL

THAILAND

627,679‌

UNITED

ARAB

EMIRATES

-

0.1%

283,173

(e)

Sweihan

PV

Power

Co

PJSC

3.625

01/31/49

229,123‌

TOTAL

UNITED

ARAB

EMIRATES

229,123‌

UNITED

KINGDOM

-

1.3%

EUR

400,000

(d)

Barclays

plc

0.877

01/28/28

406,865‌

GBP

200,000

(d)

Barclays

plc

8.407

11/14/32

274,820‌

EUR

400,000

(b)

British

Telecommunications

plc

3.875

01/20/34

441,879‌

EUR

500,000

(b)

Cadent

Finance

plc

3.750

04/16/33

540,160‌

UGX

3,000,000,000

(e)

ICBC

Standard

Bank

plc

14.250

06/26/34

720,245‌

EUR

400,000

National

Grid

Electricity

Distribution

East

Midlands

plc

3.530

09/20/28

436,526‌

EUR

750,000

Natwest

Group

plc

1.750

03/02/26

802,158‌

GBP

300,000

(b)

NatWest

Markets

plc

6.625

06/22/26

398,356‌

EUR

200,000

(b)

Reckitt

Benckiser

Treasury

Services

plc

3.625

06/20/29

220,211‌

EUR

700,000

(d)

Standard

Chartered

plc

1.200

09/23/31

709,927‌

GBP

600,000

(e)

Vmed

O2

UK

Financing

I

plc

4.500

07/15/31

649,846‌

TOTAL

UNITED

KINGDOM

5,600,993‌

UNITED

STATES

-

7.6%

EUR

450,000

AbbVie,

Inc

2.125

06/01/29

468,880‌

JPY

100,000,000

Aflac,

Inc

0.550

03/12/30

631,815‌

EUR

500,000

American

Medical

Systems

Europe

BV

1.625

03/08/31

488,493‌

EUR

450,000

American

Tower

Corp

0.450

01/15/27

454,820‌

EUR

300,000

Aptiv

plc

1.500

03/10/25

320,072‌

GBP

500,000

AT&T,

Inc

2.900

12/04/26

615,923‌

EUR

500,000

AT&T,

Inc

2.350

09/05/29

519,263‌

EUR

500,000

(e)

Avantor

Funding,

Inc

3.875

07/15/28

532,991‌

EUR

500,000

(d)

Bank

of

America

Corp

1.662

04/25/28

519,533‌

Nuveen

International

Bond

Fund

July

31,

2024

248

Consolidated

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UNITED

STATES—continued

EUR

500,000

(d)

Bank

of

America

Corp

2.824

%

04/27/33

$

513,472‌

EUR

600,000

Becton

Dickinson

&

Co

3.519

02/08/31

653,677‌

EUR

1,050,000

BP

Capital

Markets

plc

1.231

05/08/31

994,352‌

EUR

400,000

(d)

Carrier

Global

Corp

4.500

11/29/32

462,374‌

EUR

750,000

Chubb

INA

Holdings,

Inc

1.550

03/15/28

764,807‌

EUR

500,000

Citigroup,

Inc

1.250

07/06/26

529,447‌

EUR

400,000

(a),(d)

Citigroup,

Inc

EURIBOR

3

M

+

0.600%

4.418

05/14/28

433,286‌

EUR

500,000

(b)

CNH

Industrial

NV

3.750

06/11/31

545,199‌

EUR

700,000

Comcast

Corp

0.250

05/20/27

701,751‌

EUR

750,000

(e)

Coty,

Inc

3.875

04/15/26

810,968‌

EUR

500,000

(e)

Dana

Financing

Luxembourg

Sarl

3.000

07/15/29

490,638‌

GBP

200,000

Discovery

Communications

LLC

2.500

09/20/24

255,929‌

EUR

800,000

Dow

Chemical

Co

0.500

03/15/27

808,031‌

EUR

400,000

Duke

Energy

Corp

3.100

06/15/28

428,595‌

EUR

400,000

Duke

Energy

Corp

3.750

04/01/31

432,705‌

EUR

500,000

FedEx

Corp

1.625

01/11/27

522,689‌

EUR

400,000

Ford

Motor

Credit

Co

LLC

5.125

02/20/29

453,017‌

EUR

500,000

(d)

Goldman

Sachs

Group,

Inc

0.250

01/26/28

491,763‌

EUR

295,000

(e)

Goodyear

Europe

BV

2.750

08/15/28

289,933‌

EUR

500,000

Highland

Holdings

Sarl

0.318

12/15/26

507,503‌

EUR

500,000

Honeywell

International,

Inc

3.750

03/01/36

546,385‌

EUR

600,000

International

Business

Machines

Corp

0.650

02/11/32

539,700‌

EUR

250,000

(e)

IQVIA,

Inc

1.750

03/15/26

262,168‌

EUR

400,000

(d)

John

Deere

Bank

S.A.

3.300

10/15/29

436,424‌

EUR

400,000

Johnson

&

Johnson

3.200

06/01/32

442,412‌

EUR

800,000

(d)

Liberty

Mutual

Group,

Inc

4.625

12/02/30

905,235‌

GBP

600,000

McKesson

Corp

3.125

02/17/29

726,771‌

EUR

400,000

(d)

Metropolitan

Life

Global

Funding

I

1.750

05/25/25

426,686‌

GBP

600,000

(d)

Metropolitan

Life

Global

Funding

I

4.125

09/02/25

763,737‌

EUR

175,000

(d)

Metropolitan

Life

Global

Funding

I

3.625

03/26/34

193,108‌

EUR

600,000

(d)

Mondelez

International

Holdings

Netherlands

BV

1.250

09/09/41

453,657‌

EUR

670,000

Morgan

Stanley

1.342

10/23/26

706,740‌

EUR

500,000

Morgan

Stanley

3.790

03/21/30

549,066‌

EUR

400,000

MSD

Netherlands

Capital

BV

3.250

05/30/32

436,160‌

GBP

400,000

(d)

Nestle

Holdings,

Inc

5.250

09/21/26

521,478‌

EUR

250,000

(e)

OI

European

Group

BV

6.250

05/15/28

279,056‌

EUR

500,000

(e)

Olympus

Water

US

Holding

Corp

3.875

10/01/28

511,591‌

EUR

100,000

(e)

Organon

Finance  LLC

2.875

04/30/28

103,095‌

$

750,000

(e)

Organon

Finance  LLC

5.125

04/30/31

690,223‌

GBP

400,000

(d)

Pacific

Life

Global

Funding

II

5.375

11/30/28

530,073‌

EUR

600,000

ProLogis

Euro

Finance

LLC

4.000

05/05/34

663,838‌

GBP

500,000

(d)

Protective

Life

Global

Funding

5.248

01/13/28

656,322‌

EUR

500,000

Raytheon

Technologies

Corp

2.150

05/18/30

501,046‌

EUR

450,000

Stryker

Corp

2.625

11/30/30

470,999‌

EUR

700,000

The

Procter

&

Gamble

Company

0.625

10/30/24

751,856‌

EUR

500,000

The

Procter

&

Gamble

Company

1.875

10/30/38

463,115‌

EUR

1,100,000

Thermo

Fisher

Scientific

Finance

I

BV

0.800

10/18/30

1,040,207‌

GBP

600,000

Time

Warner

Cable

LLC

5.750

06/02/31

748,231‌

EUR

700,000

Verizon

Communications,

Inc

1.875

10/26/29

712,649‌

TOTAL

UNITED

STATES

31,673,954‌

TOTAL

CORPORATE

BONDS

87,194,638‌

(Cost

$92,323,702)

GOVERNMENT

BONDS

-

71.2%

ANGOLA

-

0.3%

1,550,000

(e)

Angolan

Government

International

Bond

8.750

04/14/32

1,385,390‌

TOTAL

ANGOLA

1,385,390‌

AUSTRALIA

-

2.2%

AUD

2,050,000

Australia

Government

Bond

0.250

11/21/25

1,277,550‌

AUD

1,950,000

Australia

Government

Bond

1.000

12/21/30

1,070,251‌

249

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

AUSTRALIA—continued

AUD

2,550,000

(d)

Australia

Government

Bond

1.750

%

06/21/51

$

941,345‌

AUD

1,685,000

New

South

Wales

Treasury

Corp

3.000

04/20/29

1,048,036‌

AUD

4,800,000

(e)

Queensland

Treasury

Corp

1.750

07/20/34

2,363,229‌

AUD

4,575,000

Treasury

Corp

of

Victoria

2.250

11/20/34

2,334,592‌

TOTAL

AUSTRALIA

9,035,003‌

BELGIUM

-

2.4%

EUR

2,125,000

(e)

Kingdom

of

Belgium

Government

Bond

0.000

10/22/27

2,120,798‌

EUR

3,825,000

(e)

Kingdom

of

Belgium

Government

Bond

0.350

06/22/32

3,445,168‌

EUR

285,000

Kingdom

of

Belgium

Government

Bond

3.000

06/22/34

312,492‌

EUR

525,000

(e)

Kingdom

of

Belgium

Government

Bond

1.450

06/22/37

472,055‌

EUR

5,150,000

(e)

Kingdom

of

Belgium

Government

Bond

0.400

06/22/40

3,651,814‌

TOTAL

BELGIUM

10,002,327‌

BENIN

-

0.3%

EUR

1,275,000

(e)

Benin

Government

International

Bond

4.950

01/22/35

1,098,962‌

TOTAL

BENIN

1,098,962‌

BRAZIL

-

0.6%

BRL

5,500,000

Brazil

Notas

do

Tesouro

Nacional

Serie

F

10.000

01/01/27

938,920‌

BRL

5,000,000

Brazil

Notas

do

Tesouro

Nacional

Serie

F

10.000

01/01/31

812,116‌

$

750,000

Brazilian

Government

International

Bond

6.125

01/22/32

745,400‌

TOTAL

BRAZIL

2,496,436‌

BULGARIA

-

0.2%

EUR

750,000

(d)

Bulgaria

Government

International

Bond

4.375

05/13/31

850,201‌

TOTAL

BULGARIA

850,201‌

CAMEROON

-

0.1%

EUR

650,000

(e)

Republic

of

Cameroon

International

Bond

5.950

07/07/32

550,741‌

TOTAL

CAMEROON

550,741‌

CANADA

-

3.1%

CAD

3,050,000

(e)

Canada

Housing

Trust

No

1

1.100

12/15/26

2,091,315‌

CAD

3,075,000

(e)

Canada

Housing

Trust

No

1

3.550

09/15/32

2,241,288‌

CAD

1,825,000

Canadian

Government

International

Bond

3.500

08/01/25

1,316,607‌

CAD

2,625,000

Canadian

Government

International

Bond

2.000

06/01/28

1,827,604‌

CAD

2,275,000

Canadian

Government

International

Bond

2.000

06/01/32

1,518,276‌

CAD

1,300,000

Canadian

Government

International

Bond

5.000

06/01/37

1,116,805‌

CAD

1,350,000

Hydro-Quebec

4.000

02/15/55

939,578‌

CAD

1,300,000

Province

of

Ontario

Canada

2.150

06/02/31

860,703‌

CAD

1,100,000

Province

of

Ontario

Canada

1.900

12/02/51

504,590‌

CAD

1,000,000

Province

of

Quebec

Canada

2.750

09/01/27

710,448‌

TOTAL

CANADA

13,127,214‌

CHILE

-

0.2%

EUR

925,000

Chile

Government

International

Bond

3.875

07/09/31

1,012,512‌

TOTAL

CHILE

1,012,512‌

CHINA

-

8.4%

CNY

19,300,000

China

Government

Bond

2.940

10/17/24

2,680,006‌

CNY

60,500,000

China

Government

Bond

3.120

12/05/26

8,665,173‌

CNY

31,000,000

China

Government

Bond

2.040

02/25/27

4,328,081‌

CNY

6,750,000

China

Government

Bond

2.500

07/25/27

955,801‌

CNY

14,900,000

China

Government

Bond

2.910

10/14/28

2,152,865‌

CNY

13,800,000

China

Government

Bond

2.550

10/15/28

1,965,526‌

CNY

14,300,000

China

Government

Bond

2.670

05/25/33

2,063,019‌

CNY

13,900,000

China

Government

Bond

2.520

08/25/33

1,982,588‌

CNY

18,900,000

China

Government

Bond

3.860

07/22/49

3,320,713‌

CNY

15,000,000

China

Government

Bond

3.390

03/16/50

2,456,063‌

CNY

12,700,000

China

Government

Bond

3.810

09/14/50

2,224,886‌

CNY

12,400,000

China

Government

Bond

3.720

04/12/51

2,151,067‌

TOTAL

CHINA

34,945,788‌

COLOMBIA

-

0.3%

200,000

Colombia

Government

International

Bond

8.000

11/14/35

208,524‌

Nuveen

International

Bond

Fund

July

31,

2024

250

Consolidated

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

COLOMBIA—continued

COP

5,710,000,000

Colombian

TES

7.750

%

09/18/30

$

1,263,922‌

TOTAL

COLOMBIA

1,472,446‌

COSTA

RICA

-

0.1%

$

400,000

(e)

Costa

Rica

Government

International

Bond

6.550

04/03/34

414,119‌

TOTAL

COSTA

RICA

414,119‌

COTE

D'IVOIRE

-

0.4%

EUR

1,000,000

(e)

Ivory

Coast

Government

International

Bond

5.875

10/17/31

985,919‌

EUR

100,000

(e)

Ivory

Coast

Government

International

Bond

4.875

01/30/32

91,639‌

500,000

(e)

Ivory

Coast

Government

International

Bond

8.250

01/30/37

483,525‌

TOTAL

COTE

D'IVOIRE

1,561,083‌

CYPRUS

-

0.9%

EUR

1,100,000

(d)

Cyprus

Government

International

Bond

0.625

01/21/30

1,061,213‌

EUR

1,550,000

(d)

Cyprus

Government

International

Bond

0.950

01/20/32

1,455,110‌

EUR

575,000

(d)

Cyprus

Government

International

Bond

2.750

02/26/34

602,685‌

EUR

500,000

(d)

Cyprus

Government

International

Bond

2.750

05/03/49

465,188‌

TOTAL

CYPRUS

3,584,196‌

DOMINICAN

REPUBLIC

-

0.5%

DOP

43,000,000

(e)

Dominican

Republic

Central

Bank

Notes

13.000

12/05/25

733,887‌

300,000

(e)

Dominican

Republic

Government

International

Bond

7.050

02/03/31

315,055‌

750,000

(e)

Dominican

Republic

Government

International

Bond

4.875

09/23/32

686,391‌

DOP

15,600,000

(e)

Dominican

Republic

Government

International

Bond

11.250

09/15/35

275,494‌

TOTAL

DOMINICAN

REPUBLIC

2,010,827‌

ECUADOR

-

0.1%

441,250

(e)

Ecuador

Government

International

Bond

(Step

Bond)

5.000

07/31/30

298,020‌

309,125

(e)

Ecuador

Government

International

Bond

(Step

Bond)

1.000

07/31/35

163,266‌

86,000

(e)

Ecuador

Government

International

Bond

(Step

Bond)

5.000

07/31/40

41,476‌

TOTAL

ECUADOR

502,762‌

EGYPT

-

0.4%

EUR

900,000

(e)

Egypt

Government

International

Bond

6.375

04/11/31

788,595‌

300,000

(e)

Egypt

Government

International

Bond

7.053

01/15/32

246,000‌

675,000

(e)

Egypt

Government

International

Bond

8.500

01/31/47

508,072‌

TOTAL

EGYPT

1,542,667‌

FRANCE

-

3.4%

EUR

3,775,000

(e)

French

Republic

Government

Bond

OAT

0.750

11/25/28

3,771,622‌

EUR

2,500,000

French

Republic

Government

Bond

OAT

2.750

02/25/29

2,710,846‌

EUR

2,150,000

French

Republic

Government

Bond

OAT

3.500

11/25/33

2,434,669‌

EUR

1,600,000

(e)

French

Republic

Government

Bond

OAT

4.750

04/25/35

2,005,659‌

EUR

2,425,000

(e)

French

Republic

Government

Bond

OAT

0.500

05/25/40

1,742,626‌

EUR

910,000

(e)

French

Republic

Government

Bond

OAT

0.750

05/25/52

519,837‌

EUR

1,560,000

(e)

French

Republic

Government

Bond

OAT

0.750

05/25/53

872,138‌

TOTAL

FRANCE

14,057,397‌

GERMANY

-

4.9%

EUR

425,000

Bundesobligation

1.300

10/15/27

446,620‌

EUR

4,675,000

Bundesrepublik

Deutschland

0.500

08/15/27

4,801,450‌

EUR

645,000

Bundesrepublik

Deutschland

0.000

08/15/29

626,226‌

EUR

365,000

Bundesrepublik

Deutschland

2.100

11/15/29

392,549‌

EUR

2,550,000

Bundesrepublik

Deutschland

0.000

08/15/31

2,372,632‌

EUR

1,000,000

Bundesrepublik

Deutschland

0.000

02/15/32

920,000‌

EUR

1,110,000

Bundesrepublik

Deutschland

2.300

02/15/33

1,208,543‌

EUR

7,600,000

Bundesrepublik

Deutschland

1.000

05/15/38

6,849,146‌

EUR

3,245,000

Bundesrepublik

Deutschland

0.000

08/15/52

1,768,927‌

EUR

950,000

Bundesschatzanweisungen

2.500

03/19/26

1,025,979‌

TOTAL

GERMANY

20,412,072‌

GHANA

-

0.3%

500,000

(e)

Ghana

Government

International

Bond

7.750

04/07/29

251,250‌

825,000

(e)

Ghana

Government

International

Bond

8.125

03/26/32

419,719‌

251

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

GHANA—continued

$

1,000,000

(e)

Ghana

Government

International

Bond

8.627

%

06/16/49

$

500,000‌

TOTAL

GHANA

1,170,969‌

GREECE

-

1.8%

EUR

575,000

(e)

Hellenic

Republic

Government

International

Bond

3.875

03/12/29

650,971‌

EUR

2,300,000

(e)

Hellenic

Republic

Government

International

Bond

1.500

06/18/30

2,292,141‌

EUR

1,300,000

(e)

Hellenic

Republic

Government

International

Bond

0.750

06/18/31

1,212,164‌

EUR

1,100,000

(e)

Hellenic

Republic

Government

International

Bond

1.750

06/18/32

1,079,257‌

EUR

725,000

(e)

Hellenic

Republic

Government

International

Bond

3.375

06/15/34

787,996‌

EUR

750,000

(e)

Hellenic

Republic

Government

International

Bond

4.375

07/18/38

874,636‌

EUR

650,000

(e)

Hellenic

Republic

Government

International

Bond

4.125

06/15/54

717,672‌

TOTAL

GREECE

7,614,837‌

HUNGARY

-

0.9%

EUR

550,000

(d)

Hungary

Government

International

Bond

5.000

02/22/27

613,130‌

285,000

(e)

Hungary

Government

International

Bond

6.125

05/22/28

292,478‌

EUR

645,000

(d)

Hungary

Government

International

Bond

4.000

07/25/29

698,959‌

HUF

632,000,000

Hungary

Government

International

Bond

3.000

08/21/30

1,479,352‌

EUR

600,000

(d)

Hungary

Government

International

Bond

1.750

06/05/35

498,376‌

TOTAL

HUNGARY

3,582,295‌

INDIA

-

0.0%

INR

8,150,000

India

Government

Bond

7.180

08/14/33

98,395‌

TOTAL

INDIA

98,395‌

INDONESIA

-

0.5%

IDR

12,750,000,000

Indonesia

Treasury

Bond

8.375

09/15/26

812,215‌

IDR

7,550,000,000

Indonesia

Treasury

Bond

6.875

04/15/29

466,737‌

IDR

17,000,000,000

Indonesia

Treasury

Bond

6.375

04/15/32

1,014,141‌

TOTAL

INDONESIA

2,293,093‌

IRELAND

-

0.6%

EUR

930,000

Ireland

Government

Bond

0.000

10/18/31

839,296‌

EUR

225,000

Ireland

Government

Bond

1.700

05/15/37

214,252‌

EUR

550,000

Ireland

Government

Bond

3.000

10/18/43

598,814‌

EUR

1,000,000

Ireland

Government

Bond

1.500

05/15/50

793,112‌

TOTAL

IRELAND

2,445,474‌

ITALY

-

2.4%

EUR

2,575,000

Italy

Buoni

Poliennali

Del

Tesoro

1.250

12/01/26

2,685,276‌

EUR

2,625,000

Italy

Buoni

Poliennali

Del

Tesoro

0.950

09/15/27

2,679,521‌

EUR

975,000

Italy

Buoni

Poliennali

Del

Tesoro

0.250

03/15/28

959,315‌

EUR

900,000

Italy

Buoni

Poliennali

Del

Tesoro

4.000

10/30/31

1,019,228‌

EUR

925,000

(d)

Italy

Buoni

Poliennali

Del

Tesoro

3.850

07/01/34

1,021,915‌

EUR

1,150,000

(e)

Italy

Buoni

Poliennali

Del

Tesoro

0.950

03/01/37

897,153‌

EUR

950,000

(e)

Italy

Buoni

Poliennali

Del

Tesoro

1.700

09/01/51

640,702‌

TOTAL

ITALY

9,903,110‌

JAPAN

-

9.7%

JPY

13,000,000

Japan

Finance

Organization

for

Municipalities

0.440

08/15/25

86,929‌

JPY

21,000,000

Japan

Finance

Organization

for

Municipalities

0.320

01/19/26

140,107‌

JPY

30,000,000

Japan

Finance

Organization

for

Municipalities

0.145

02/16/26

199,559‌

JPY

14,000,000

Japan

Finance

Organization

for

Municipalities

0.020

05/22/26

92,726‌

JPY

268,000,000

Japan

Government

Five

Year

Bond

0.005

09/20/26

1,772,660‌

JPY

340,000,000

Japan

Government

Five

Year

Bond

0.300

09/20/28

2,243,101‌

JPY

319,000,000

Japan

Government

Five

Year

Bond

0.500

03/20/29

2,116,929‌

JPY

349,000,000

Japan

Government

Forty

Year

Bond

1.300

03/20/63

1,701,132‌

JPY

660,000,000

Japan

Government

Ten

Year

Bond

0.100

09/20/26

4,374,237‌

JPY

322,000,000

Japan

Government

Ten

Year

Bond

0.100

09/20/29

2,089,131‌

JPY

325,000,000

Japan

Government

Ten

Year

Bond

0.100

12/20/29

2,104,794‌

JPY

969,400,000

Japan

Government

Ten

Year

Bond

0.100

12/20/30

6,218,203‌

JPY

457,700,000

Japan

Government

Thirty

Year

Bond

0.500

09/20/46

2,262,975‌

JPY

73,000,000

Japan

Government

Thirty

Year

Bond

0.600

09/20/50

341,650‌

JPY

278,000,000

Japan

Government

Thirty

Year

Bond

0.700

09/20/51

1,313,152‌

JPY

143,000,000

Japan

Government

Thirty

Year

Bond

1.300

06/20/52

785,932‌

Nuveen

International

Bond

Fund

July

31,

2024

252

Consolidated

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

JAPAN—continued

JPY

233,000,000

Japan

Government

Thirty

Year

Bond

1.600

%

12/20/53

$

1,361,223‌

JPY

273,800,000

Japan

Government

Twenty

Year

Bond

2.100

03/20/26

1,880,112‌

JPY

278,000,000

Japan

Government

Twenty

Year

Bond

0.600

12/20/36

1,707,935‌

JPY

256,000,000

Japan

Government

Twenty

Year

Bond

0.500

06/20/38

1,509,478‌

JPY

660,000,000

Japan

Government

Twenty

Year

Bond

0.700

09/20/38

3,978,245‌

JPY

185,000,000

Japan

Government

Twenty

Year

Bond

0.300

06/20/39

1,035,477‌

JPY

212,000,000

Japan

Government

Twenty

Year

Bond

1.600

03/20/44

1,361,381‌

TOTAL

JAPAN

40,677,068‌

KAZAKHSTAN

-

0.2%

KZT

380,000,000

Kazakhstan

Government

Bond-MEUKAM

7.130

08/06/24

799,759‌

TOTAL

KAZAKHSTAN

799,759‌

KENYA

-

0.3%

$

1,200,000

(e)

Kenya

Government

International

Bond

7.000

05/22/27

1,137,000‌

TOTAL

KENYA

1,137,000‌

KOREA,

REPUBLIC

OF

-

3.0%

KRW

1,900,000,000

Korea

Treasury

Bond

2.250

06/10/25

1,369,547‌

KRW

4,350,000,000

Korea

Treasury

Bond

1.375

12/10/29

2,905,340‌

KRW

7,440,000,000

Korea

Treasury

Bond

2.000

06/10/31

5,066,707‌

KRW

1,175,000,000

Korea

Treasury

Bond

2.375

12/10/31

816,600‌

KRW

1,940,000,000

Korea

Treasury

Bond

2.375

09/10/38

1,302,607‌

KRW

800,000,000

Korea

Treasury

Bond

1.875

09/10/41

491,927‌

KRW

730,000,000

Korea

Treasury

Bond

2.500

03/10/52

482,986‌

TOTAL

KOREA,

REPUBLIC

OF

12,435,714‌

LEBANON

-

0.0%

1,400,000

(d),(h)

Lebanon

Government

International

Bond

6.850

03/23/27

98,000‌

TOTAL

LEBANON

98,000‌

LITHUANIA

-

0.5%

EUR

1,800,000

(d)

Lithuania

Government

International

Bond

3.875

06/14/33

2,012,422‌

TOTAL

LITHUANIA

2,012,422‌

MALAYSIA

-

0.2%

MYR

4,355,000

Malaysia

Government

Bond

4.457

03/31/53

995,952‌

TOTAL

MALAYSIA

995,952‌

MEXICO

-

1.5%

MXN

10,900,000

Mexican

Bonos

5.000

03/06/25

567,700‌

MXN

35,500,000

Mexican

Bonos

5.750

03/05/26

1,770,922‌

MXN

38,600,000

Mexican

Bonos

8.500

11/18/38

1,851,126‌

EUR

840,000

Mexico

Government

International

Bond

4.490

05/25/32

913,871‌

1,025,000

Mexico

Government

International

Bond

6.400

05/07/54

992,080‌

TOTAL

MEXICO

6,095,699‌

MOROCCO

-

0.2%

800,000

(e)

Morocco

Government

International

Bond

2.375

12/15/27

724,056‌

TOTAL

MOROCCO

724,056‌

NEW

ZEALAND

-

0.8%

NZD

1,800,000

New

Zealand

Government

International

Bond

2.750

04/15/25

1,054,070‌

NZD

3,980,000

New

Zealand

Government

International

Bond

3.500

04/14/33

2,237,318‌

TOTAL

NEW

ZEALAND

3,291,388‌

NIGERIA

-

0.2%

925,000

(e)

Nigeria

Government

International

Bond

8.375

03/24/29

869,639‌

TOTAL

NIGERIA

869,639‌

NORWAY

-

0.7%

NOK

9,000,000

City

of

Oslo

Norway

2.050

10/31/24

818,056‌

NOK

24,975,000

(e)

Norway

Government

International

Bond

2.000

04/26/28

2,179,924‌

TOTAL

NORWAY

2,997,980‌

253

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

PANAMA

-

0.2%

$

800,000

Panama

Government

International

Bond

8.000

%

03/01/38

$

861,309‌

TOTAL

PANAMA

861,309‌

PARAGUAY

-

0.1%

400,000

(e)

Paraguay

Government

International

Bond

6.000

02/09/36

409,914‌

TOTAL

PARAGUAY

409,914‌

PERU

-

0.3%

PEN

6,201,000

(e)

Peruvian

Government

International

Bond

5.400

08/12/34

1,477,719‌

TOTAL

PERU

1,477,719‌

POLAND

-

1.7%

315,000

(e)

Bank

Gospodarstwa

Krajowego

6.250

10/31/28

331,638‌

1,000,000

(e)

Bank

Gospodarstwa

Krajowego

5.750

07/09/34

1,031,100‌

EUR

800,000

(d)

Bank

Gospodarstwa

Krajowego

4.375

03/13/39

877,253‌

PLN

9,150,000

Republic

of

Poland

Government

International

Bond

5.750

04/25/29

2,362,512‌

PLN

5,400,000

Republic

of

Poland

Government

International

Bond

6.000

10/25/33

1,425,523‌

EUR

700,000

(b)

Republic

of

Poland

Government

International

Bond

4.125

01/11/44

769,304‌

280,000

Republic

of

Poland

Government

International

Bond

5.500

04/04/53

276,831‌

TOTAL

POLAND

7,074,161‌

REPUBLIC

OF

SERBIA

-

1.1%

EUR

1,700,000

(e)

Serbia

Government

International

Bond

1.500

06/26/29

1,577,650‌

375,000

(e)

Serbia

Government

International

Bond

6.500

09/26/33

387,483‌

EUR

675,000

(e)

Serbia

International

Bond

1.650

03/03/33

557,897‌

RSD

110,000,000

Serbia

Treasury

Bonds

7.000

10/26/31

1,122,085‌

RSD

101,500,000

Serbia

Treasury

Bonds

4.500

08/20/32

886,681‌

TOTAL

REPUBLIC

OF

SERBIA

4,531,796‌

ROMANIA

-

0.8%

RON

7,590,000

Romanian

Government

International

Bond

8.000

04/29/30

1,759,196‌

EUR

800,000

(e)

Romanian

Government

International

Bond

2.000

01/28/32

691,774‌

EUR

850,000

(e)

Romanian

Government

International

Bond

2.000

04/14/33

705,757‌

TOTAL

ROMANIA

3,156,727‌

RWANDA

-

0.2%

1,225,000

(e)

Rwanda

International

Government

Bond

5.500

08/09/31

983,063‌

TOTAL

RWANDA

983,063‌

SENEGAL

-

0.3%

EUR

525,000

(e)

Senegal

Government

International

Bond

4.750

03/13/28

529,147‌

EUR

825,000

(e)

Senegal

Government

International

Bond

5.375

06/08/37

648,437‌

TOTAL

SENEGAL

1,177,584‌

SOUTH

AFRICA

-

1.0%

1,025,000

Republic

of

South

Africa

Government

International

Bond

5.875

06/22/30

992,349‌

ZAR

16,500,000

Republic

of

South

Africa

Government

International

Bond

7.000

02/28/31

782,442‌

475,000

Republic

of

South

Africa

Government

International

Bond

5.875

04/20/32

449,682‌

ZAR

20,900,000

Republic

of

South

Africa

Government

International

Bond

8.875

02/28/35

999,184‌

ZAR

7,800,000

Republic

of

South

Africa

Government

International

Bond

8.750

01/31/44

333,799‌

500,000

Republic

of

South

Africa

Government

International

Bond

7.300

04/20/52

461,900‌

TOTAL

SOUTH

AFRICA

4,019,356‌

SPAIN

-

2.7%

EUR

1,625,000

(d),(e)

Spain

Government

Bond

3.250

04/30/34

1,788,210‌

EUR

2,175,000

(e)

Spain

Government

Bond

3.900

07/30/39

2,486,734‌

EUR

1,095,000

(e)

Spain

Government

International

Bond

1.400

07/30/28

1,129,599‌

EUR

1,875,000

(e)

Spain

Government

International

Bond

0.600

10/31/29

1,824,219‌

EUR

985,000

(e)

Spain

Government

International

Bond

0.100

04/30/31

892,447‌

Nuveen

International

Bond

Fund

July

31,

2024

254

Consolidated

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

SPAIN—continued

EUR

4,275,000

(e)

Spain

Government

International

Bond

1.200

%

10/31/40

$

3,329,592‌

TOTAL

SPAIN

11,450,801‌

SUPRANATIONAL

-

2.8%

GBP

695,000

African

Development

Bank

0.500

06/22/26

832,655‌

AUD

720,000

Asian

Development

Bank

3.900

02/17/26

468,351‌

INR

52,500,000

Asian

Development

Bank

6.200

10/06/26

621,118‌

CNY

7,000,000

Asian

Infrastructure

Investment

Bank

2.500

03/24/25

968,661‌

INR

41,700,000

Asian

Infrastructure

Investment

Bank

6.000

12/08/31

464,671‌

$

1,250,000

(e)

Banque

Ouest

Africaine

de

Developpement

4.700

10/22/31

1,100,275‌

EUR

650,000

(e)

Banque

Ouest

Africaine

de

Developpement

2.750

01/22/33

569,875‌

AUD

2,150,000

Inter-American

Development

Bank

4.750

08/27/24

1,406,295‌

INR

33,000,000

Inter-American

Development

Bank

7.000

04/17/33

396,453‌

CAD

1,600,000

International

Bank

for

Reconstruction

&

Development

1.900

01/16/25

1,145,941‌

INR

41,300,000

International

Bank

for

Reconstruction

&

Development

5.500

01/21/27

477,340‌

IDR

31,200,000,000

International

Bank

for

Reconstruction

&

Development

6.250

01/12/28

1,905,183‌

GBP

700,000

International

Finance

Corp

0.250

12/15/25

848,432‌

GBP

400,000

(d)

International

Finance

Facility

for

Immunisation

Co

2.750

06/07/25

504,963‌

TOTAL

SUPRANATIONAL

11,710,213‌

THAILAND

-

0.4%

THB

12,000,000

Thailand

Government

International

Bond

1.585

12/17/35

301,768‌

THB

27,500,000

Thailand

Government

International

Bond

3.300

06/17/38

816,318‌

THB

29,000,000

Thailand

Government

International

Bond

2.000

06/17/42

712,486‌

TOTAL

THAILAND

1,830,572‌

TURKEY

-

0.5%

TRY

42,000,000

Turkiye

Government

International

Bond

12.600

10/01/25

967,638‌

EUR

1,000,000

Turkiye

Government

International

Bond

5.875

05/21/30

1,095,573‌

TOTAL

TURKEY

2,063,211‌

UKRAINE

-

0.1%

EUR

1,000,000

(e)

Ukraine

Government

International

Bond

6.750

06/20/28

323,052‌

TOTAL

UKRAINE

323,052‌

UNITED

KINGDOM

-

4.9%

GBP

780,000

United

Kingdom

Gilt

0.250

01/31/25

982,840‌

GBP

1,230,000

United

Kingdom

Gilt

0.125

01/31/28

1,398,602‌

GBP

900,000

United

Kingdom

Gilt

1.625

10/22/28

1,062,931‌

GBP

1,735,000

United

Kingdom

Gilt

0.500

01/31/29

1,934,148‌

GBP

450,000

United

Kingdom

Gilt

0.250

07/31/31

454,880‌

GBP

660,000

United

Kingdom

Gilt

3.250

01/31/33

807,228‌

GBP

1,100,000

United

Kingdom

Gilt

0.875

07/31/33

1,090,986‌

GBP

760,000

United

Kingdom

Gilt

4.625

01/31/34

1,028,884‌

GBP

3,895,000

United

Kingdom

Gilt

1.750

09/07/37

3,807,850‌

GBP

1,300,000

United

Kingdom

Gilt

3.750

01/29/38

1,597,083‌

GBP

1,450,000

United

Kingdom

Gilt

1.250

10/22/41

1,169,401‌

GBP

900,000

United

Kingdom

Gilt

0.875

01/31/46

585,802‌

GBP

1,200,000

United

Kingdom

Gilt

4.250

12/07/49

1,478,272‌

GBP

2,760,000

United

Kingdom

Gilt

0.625

10/22/50

1,463,480‌

GBP

2,150,000

United

Kingdom

Gilt

1.500

07/31/53

1,428,705‌

TOTAL

UNITED

KINGDOM

20,291,092‌

UNITED

STATES

-

0.9%

2,090,000

(a),(e)

Connecticut

Avenue

Securities

Trust

SOFR30A

+

3.100%

8.447

03/25/42

2,174,918‌

1,670,000

(a),(e)

Structured

Agency

Credit

Risk

Debt

Note

(STACR)

SOFR30A

+

3.250%

8.597

04/25/43

1,766,507‌

TOTAL

UNITED

STATES

3,941,425‌

URUGUAY

-

0.2%

UYU

40,600,000

Uruguay

Government

International

Bond

8.250

05/21/31

936,923‌

TOTAL

URUGUAY

936,923‌

UZBEKISTAN

-

0.4%

UZS

7,970,000,000

(e)

Republic

of

Uzbekistan

International

Bond

16.625

05/29/27

631,897‌

255

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UZBEKISTAN—continued

$

1,130,000

(e)

Republic

of

Uzbekistan

International

Bond

7.850

%

10/12/28

$

1,164,973‌

TOTAL

UZBEKISTAN

1,796,870‌

TOTAL

GOVERNMENT

BONDS

297,340,781‌

(Cost

$334,291,483)

STRUCTURED

ASSETS

-

4.3%

IRELAND

-

2.1%

837,843

(a),(e)

Atom

Mortgage

Securities

DAC

SONIA

Interest

Rate

Benchmark

+

1.900%

7.134

07/22/31

907,066‌

Series

-

2021

1A

(Class

D)

1,135,766

(a),(e)

Bruegel

2021

DAC

EURIBOR

3

M

+

2.470%

6.292

05/22/31

1,141,885‌

Series

-

2021

1A

(Class

D)

1,862,911

(a),(e)

Frost

CMBS

DAC

SONIA

Interest

Rate

Benchmark

+

2.900%

8.133

11/20/33

2,332,690‌

Series

-

2021

1A

(Class

GBD)

883,671

(a),(e)

Last

Mile

Logistics

Pan

Euro

Finance

DAC

EURIBOR

3

M

+

2.700%

1.000

08/17/33

935,885‌

Series

-

2021

1A

(Class

E)

1,079,778

(a),(e)

Last

Mile

Securities

EURIBOR

3

M

+

2.350%

6.166

08/17/31

1,163,112‌

Series

-

2021

1A

(Class

D)

347,448

(a),(e)

Taurus

UK

DAC

SONIA

Interest

Rate

Benchmark

+

1.300%

6.534

05/17/31

444,738‌

Series

-

2021

UK1A

(Class

B)

1,035,395

(a),(e)

Taurus

UK

DAC

SONIA

Interest

Rate

Benchmark

+

1.650%

6.884

05/17/31

1,324,759‌

Series

-

2021

UK1A

(Class

C)

297,813

(a),(e)

Taurus

UK

DAC

SONIA

Interest

Rate

Benchmark

+

2.600%

7.834

05/17/31

382,340‌

Series

-

2021

UK1A

(Class

D)

TOTAL

IRELAND

8,632,475‌

ITALY

-

0.2%

893,385

(a),(e)

Cassia

SRL

EURIBOR

3

M

+

3.500%

7.322

05/22/34

957,382‌

Series

-

2022

1A

(Class

B)

TOTAL

ITALY

957,382‌

UNITED

KINGDOM

-

0.3%

897,665

(a)

Agora

Securities

SONIA

Interest

Rate

Benchmark

+

1.900%

7.134

07/22/31

1,134,262‌

Series

-

2021

1X

(Class

C)

TOTAL

UNITED

KINGDOM

1,134,262‌

UNITED

STATES

-

1.7%

2,000,000

(a),(e)

Alen

Mortgage

Trust

TSFR1M

+

2.364%

7.693

04/15/34

1,561,604‌

Series

-

2021

ACEN

(Class

C)

232,706

Carvana

Auto

Receivables

Trust

1.270

03/10/28

220,586‌

Series

-

2021

N2

(Class

D)

1,500,000

(a)

COMM

Mortgage

Trust

4.350

08/10/48

1,391,374‌

Series

-

2015

CR24

(Class

C)

1,100,000

(a),(e)

Connecticut

Avenue

Securities

Trust

SOFR30A

+

3.500%

8.847

03/25/42

1,159,608‌

Series

-

2022

R03

(Class

1M2)

336,363

(e)

Diamond

Resorts

Owner

Trust

2.700

11/21/33

321,813‌

Series

-

2021

1A

(Class

C)

1,498,256

(a),(e)

ELP

Commercial

Mortgage

Trust

TSFR1M

+

2.781%

8.110

11/15/38

1,467,366‌

Series

-

2021

ELP

(Class

F)

147,428

(e)

MVW

LLC

1.940

01/22/41

137,704‌

Series

-

2021

1WA

(Class

C)

438,643

(e)

Oportun

Issuance

Trust

1.960

05/08/31

420,291‌

Series

-

2021

B

(Class

B)

Nuveen

International

Bond

Fund

July

31,

2024

256

Consolidated

Portfolio

of

Investments

(continued)

PRINCIPAL

DESCRIPTION

REFERENCE

RATE

&

SPREAD

RATE

MATURITY

DATE

VALUE

UNITED

STATES—continued

$

438,643

(e)

Oportun

Issuance

Trust

3.650

%

05/08/31

$

424,102‌

Series

-

2021

B

(Class

C)

TOTAL

UNITED

STATES

7,104,448‌

TOTAL

STRUCTURED

ASSETS

17,828,567‌

(Cost

$19,023,625)

TOTAL

LONG-TERM

INVESTMENTS

403,408,637‌

(Cost

$446,683,390)

REFERENCERATE

&

SPREAD

SHORT-TERM

INVESTMENTS

-

2.5%

TREASURY

DEBT

-

2.5%

CAD

2,800,000

Canadian

Treasury

Bill

0.000

12/05/24

1,997,772‌

EUR

2,520,000

German

Treasury

Bill

0.000

11/20/24

2,699,725‌

5,606,000

United

States

Treasury

Bill

0.000

08/06/24

5,601,900‌

TOTAL

TREASURY

DEBT

10,299,397‌

TOTAL

SHORT-TERM

INVESTMENTS

10,299,397‌

(Cost

$10,329,545)

SHARES

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

-

0.3%

1,303,103

(i)

State

Street

Navigator

Securities

Lending

Government

Money

Market

Portfolio

5.310

(j)

1,303,103‌

TOTAL

INVESTMENTS

PURCHASED

WITH

COLLATERAL

FROM

SECURITIES

LENDING

1,303,103‌

(Cost

$1,303,103)

TOTAL

INVESTMENTS

-

99.4%

415,011,137‌

(Cost

$458,316,038)

OTHER

ASSETS

&

LIABILITIES,

NET

-

0.6%

2,322,091‌

NET

ASSETS

-

100.0%

$

417,333,228‌

257

Principal

denominated

in

U.S.

Dollars,

unless

otherwise

noted. 

AUD

Australian

Dollar

BRL

Brazilian

Real

CAD

Canadian

Dollar

CME

Chicago

Mercantile

Exchange

CNY

Chinese

Yuan

COP

Colombia

Peso

DOP

Dominican

Republic

Peso

EUR

Euro

EURIBOR

EURO

Interbank

Offer

Rate

GBP

Pound

Sterling

HUF

Hungary

Forint

IDR

Indonesian

Rupiah

INR

Indian

Rupee

JPY

Japanese

Yen

KRW

South

Korean

Won

KZT

Kazakhstani

Tenge

M

Month

MXN

Mexican

Peso

MYR

Malaysian

Ringgit

NOK

Norwegian

Krone

NZD

New

Zealand

Dollar

PEN

Peruvian

Sol

PLN

Polish

Zloty

RON

Romanian

Leu

RSD

Serbian

Dinar

SOFR

Secured

Overnight

Financing

Rate

SOFR30A

30

Day

Average

Secured

Overnight

Financing

Rate

SONIA

Sterling

Overnight

Interbank

Average

Rate

THB

Thai

Baht

TRY

Turkish

Lira

TSFR1M

CME

Term

Secured

Overnight

Financing

Rate

1

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)

All

or

a

portion

of

this

security

is

owned

by

TIAA-CREF

International

Bond

Taxable

Offshore

Limited

which

is

a

100%

owned

subsidiary

of

the

fund.

(c)

Perpetual

security

(d)

All

or

a

portion

of

this

security

is

owned

by

TIAA-CREF

International

Bond

Offshore

Limited

which

is

a

100%

owned

subsidiary

of

the

fund.

(e)

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

$112,912,741

or

27.2%

of

Total

Investments.

(f)

All

or

a

portion

of

these

securities

are

out

on

loan.

The

aggregate

value

of

securities

on

loan

is

$1,248,352.

(g)

Payment

in

Kind

Bond

(h)

In

default

(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

International

Bond

Fund

July

31,

2024

258

Consolidated

Portfolio

of

Investments

(continued)

0

Forward

Foreign

Currency

Contracts

Currency

Purchased

Receive

Currency

Sold

Deliver

Counterparty

Settlement

Date

Unrealized

Appreciation

(Depreciation)

$

3,338,931

NZD

5,462,209

Australia

and

New

Zealand

Banking

Group

10/15/24

 $

87,909‌

JPY

749,971,500

$

4,843,103

Australia

and

New

Zealand

Banking

Group

10/15/24

220,573‌

Total

 $

308,482‌

$

38,400,091

CNH

275,564,430

Bank

of

America

12/17/24

 $

(146,277‌)

$

13,747,461

EUR

12,596,053

Bank

of

America(a)

10/15/24

67,375‌

$

2,082,187

GBP

1,611,412

Bank

of

America(a)

10/15/24

11,970‌

EUR

402,666

$

437,617

Bank

of

America(a)

10/15/24

(297‌)

Total

 $

(67,229‌)

$

1,764,582

THB

63,590,067

Citibank

N.A.

08/16/24

 $

(21,800‌)

$

740,070

PEN

2,786,147

Goldman

Sachs

08/16/24

 $

(5,262‌)

$

455,071

EUR

414,749

Morgan

Stanley

10/15/24

 $

4,576‌

$

776,587

EUR

712,797

Morgan

Stanley

10/15/24

2,356‌

$

4,108

EUR

3,770

Morgan

Stanley

10/15/24

14‌

$

439,553

EUR

404,442

Morgan

Stanley

10/15/24

253‌

$

36,014,221

GBP

27,864,270

Morgan

Stanley

10/15/24

171,803‌

$

1,361,745

HUF

494,172,464

Morgan

Stanley

08/15/24

5,194‌

$

4,302,372

IDR

69,256,140,000

Morgan

Stanley

08/16/24

40,798‌

$

42,937,214

JPY

6,715,645,205

Morgan

Stanley

10/15/24

(2,405,648‌)

$

2,203,272

MXN

39,483,094

Morgan

Stanley

08/15/24

89,224‌

$

3,039,976

NOK

32,515,331

Morgan

Stanley

10/15/24

54,767‌

$

3,818,611

PLN

14,968,417

Morgan

Stanley

08/16/24

42,904‌

$

1,783,232

RON

8,164,381

Morgan

Stanley

08/16/24

7,632‌

EUR

1,852,567

$

2,026,472

Morgan

Stanley

10/15/24

(14,236‌)

EUR

580,889

$

637,363

Morgan

Stanley

10/15/24

(6,409‌)

HUF

230,717,600

$

632,305

Morgan

Stanley

08/15/24

1,036‌

$

541,392

ZAR

9,779,041

Morgan

Stanley

08/15/24

5,197‌

Total

 $

(2,000,539‌)

$

2,893,265

EUR

2,634,936

Standard

Chartered

Bank

10/15/24

 $

31,230‌

$

12,312,156

KRW

16,862,360,000

Standard

Chartered

Bank

08/16/24

(4,901‌)

Total

 $

26,329‌

$

11,150,524

AUD

16,421,932

Toronto

Dominion

Bank

10/15/24

 $

391,624‌

$

17,354,894

CAD

23,590,292

Toronto

Dominion

Bank

10/15/24

230,636‌

$

150,471,632

EUR

137,832,287

Toronto

Dominion

Bank

10/15/24

759,890‌

Total

 $

1,382,150‌

Total

 $

(377,869‌)

AUD

Australian

Dollar

CAD

Canadian

Dollar

CNH

Chinese

Yuan

Renminbi

Offshore

EUR

Euro

GBP

Pound

Sterling

HUF

Hungary

Forint

IDR

Indonesia

Rupiah

JPY

Japanese

Yen

KRW

South

Korean

Won

MXN

Mexican

Peso

NOK

Norwegian

Krone

NZD

New

Zealand

Dollar

PEN

Peruvian

Sol

PLN

Polish

Zloty

RON

Romanian

Leu

THB

Thai

Baht

ZAR

South

African

Rand

(a)

All

or

a

portion

of

this

security

is

owned

by

TIAA-CREF

International

Bond

Taxable

Offshore

Limited

which

is

a

100%

owned

subsidiary

of

the

fund.

Notes

to

Portfolio

of

Investments

(Unaudited)

259

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

Core

Equity

Long-Term

Investments

:

Common

stocks

$6,370,021,224

$—

$—

$6,370,021,224

Short-Term

Investments

:

Treasury

debt

—

11,908,975

—

11,908,975

Total

$6,370,021,224

$11,908,975

$—

$6,381,930,199

1

1

1

1

1

Large

Cap

Growth

Long-Term

Investments

:

Common

stocks

$5,750,825,444

$361,951,101

$—

$6,112,776,545

Short-Term

Investments

:

Treasury

debt

—

4,618,971

—

4,618,971

Investments

purchased

with

collateral

from

securities

lending

5,821,849

—

—

5,821,849

Total

$5,756,647,293

$366,570,072

$—

$6,123,217,365

1

1

1

1

1

Large

Cap

Value

Long-Term

Investments

:

Common

stocks

$6,519,789,003

$—

$—

$6,519,789,003

Short-Term

Investments

:

Government

agency

debt

—

1,464,572

—

1,464,572

Repurchase

agreement

—

9,363,000

—

9,363,000

Treasury

debt

—

19,151,432

—

19,151,432

Total

$6,519,789,003

$29,979,004

$—

$6,549,768,007

1

1

1

1

1

Mid

Cap

Growth

Long-Term

Investments

:

Common

stocks

$887,393,597

$61,355,687

$1,537

$948,750,821

Short-Term

Investments

:

Treasury

debt

—

2,115,452

—

2,115,452

Investments

purchased

with

collateral

from

securities

lending

19,291,028

—

—

19,291,028

Total

$906,684,625

$63,471,139

$1,537

$970,157,301

1

1

1

1

1

Notes

to

Portfolio

of

Investments

(Unaudited)

(continued)

260

Fund

Level

1

Level

2

Level

3

Total

Mid

Cap

Value

Long-Term

Investments

:

Common

stocks

$1,789,052,125

$—

$—

$1,789,052,125

Short-Term

Investments

:

Repurchase

agreement

—

1,244,000

—

1,244,000

Treasury

debt

—

6,994,881

—

6,994,881

Investments

purchased

with

collateral

from

securities

lending

728,366

—

—

728,366

Total

$1,789,780,491

$8,238,881

$—

$1,798,019,372

1

1

1

1

1

Quant

Small

Cap

Equity

Long-Term

Investments

:

Common

stocks

$3,399,083,074

$—

$—

$3,399,083,074

Short-Term

Investments

:

Government

agency

debt

—

9,979,564

—

9,979,564

Repurchase

agreement

—

1,322,000

—

1,322,000

Treasury

debt

—

33,125,984

—

33,125,984

Investments

purchased

with

collateral

from

securities

lending

31,143,021

—

—

31,143,021

Investments

in

Derivatives

:

Futures

contracts*

3,407,454

—

—

3,407,454

Total

$3,433,633,549

$44,427,548

$—

$3,478,061,097

1

1

1

1

1

Quant

Small/Mid

Cap

Equity

Long-Term

Investments

:

Common

stocks

$1,353,596,885

$—

$418

$1,353,597,303

Short-Term

Investments

:

Treasury

debt

—

2,030,514

—

2,030,514

Investments

purchased

with

collateral

from

securities

lending

7,374,795

—

—

7,374,795

Total

$1,360,971,680

$2,030,514

$418

$1,363,002,612

1

1

1

1

1

Large

Cap

Responsible

Equity

Long-Term

Investments

:

Common

stocks

$6,290,788,869

$—

$—

$6,290,788,869

Short-Term

Investments

:

Government

agency

debt

—

6,302,095

—

6,302,095

Repurchase

agreement

—

5,884,000

—

5,884,000

Investments

purchased

with

collateral

from

securities

lending

283,302

—

—

283,302

Investments

in

Derivatives

:

Futures

contracts*

137,609

—

—

137,609

Total

$6,291,209,780

$12,186,095

$—

$6,303,395,875

1

1

1

1

1

Social

Choice

Low

Carbon

Equity

Long-Term

Investments

:

Common

stocks

$1,171,755,648

$—

$—

$1,171,755,648

Short-Term

Investments

:

Government

agency

debt

—

843,273

—

843,273

Repurchase

agreement

—

63,000

—

63,000

Treasury

debt

—

5,995,612

—

5,995,612

Investments

purchased

with

collateral

from

securities

lending

677,564

—

—

677,564

Investments

in

Derivatives

:

Futures

contracts*

(39)

—

—

(39)

Total

$1,172,433,173

$6,901,885

$—

$1,179,335,058

1

1

1

1

1

Emerging

Markets

Equity

Long-Term

Investments

:

Common

stocks

$295,113,389

$1,404,461,982

$223

$1,699,575,594

Investments

purchased

with

collateral

from

securities

lending

1,162,553

—

—

1,162,553

Total

$296,275,942

$1,404,461,982

$223

$1,700,738,147

1

1

1

1

1

International

Equity

Long-Term

Investments

:

Common

stocks

$653,340,124

$6,273,231,258

$—

$6,926,571,382

Short-Term

Investments

:

Government

agency

debt

—

100,793

—

100,793

Repurchase

agreement

—

35,483,000

—

35,483,000

Total

$653,340,124

$6,308,815,051

$—

$6,962,155,175

1

1

1

1

1

261

Fund

Level

1

Level

2

Level

3

Total

International

Opportunities

Long-Term

Investments

:

Common

stocks

$645,106,649

$1,769,592,628

$1,538

$2,414,700,815

Short-Term

Investments

:

Government

agency

debt

—

9,979,564

—

9,979,564

Treasury

debt

—

35,195,965

—

35,195,965

Investments

purchased

with

collateral

from

securities

lending

23,682,944

—

—

23,682,944

Total

$668,789,593

$1,814,768,157

$1,538

$2,483,559,288

1

1

1

1

1

Quant

International

Small

Cap

Equity

Long-Term

Investments

:

Common

stocks

$116,522,560

$1,153,294,379

$6,657

$1,269,823,596

Short-Term

Investments

:

Government

agency

debt

—

99,956

—

99,956

Investments

purchased

with

collateral

from

securities

lending

6,942,847

—

—

6,942,847

Total

$123,465,407

$1,153,394,335

$6,657

$1,276,866,399

1

1

1

1

1

International

Responsible

Equity

Long-Term

Investments

:

Common

stocks

$10,152,083

$1,637,646,766

$—

$1,647,798,849

Short-Term

Investments

:

Government

agency

debt

—

349,640

—

349,640

Treasury

debt

—

9,697,659

—

9,697,659

Investments

purchased

with

collateral

from

securities

lending

1,635,682

—

—

1,635,682

Investments

in

Derivatives

:

Futures

contracts*

132,801

—

—

132,801

Total

$11,920,566

$1,647,694,065

$—

$1,659,614,631

1

1

1

1

1

Equity

Index

Long-Term

Investments

:

Common

stocks

$46,045,524,934

$—

$131,868

$46,045,656,802

Rights/Warrants

5,367

—

75,790

81,157

Short-Term

Investments

:

Government

agency

debt

—

25,442,419

—

25,442,419

Repurchase

agreement

—

13,989,000

—

13,989,000

Treasury

debt

—

82,613,563

—

82,613,563

Investments

purchased

with

collateral

from

securities

lending

99,170,245

—

—

99,170,245

Investments

in

Derivatives

:

Futures

contracts*

301,453

—

—

301,453

Total

$46,145,001,999

$122,044,982

$207,658

$46,267,254,639

1

1

1

1

1

Large

Cap

Growth

Index

Long-Term

Investments

:

Common

stocks

$14,206,059,051

$—

$—

$14,206,059,051

Short-Term

Investments

:

Repurchase

agreement

—

1,946,000

—

1,946,000

Treasury

debt

—

5,995,612

—

5,995,612

Investments

purchased

with

collateral

from

securities

lending

2,149,789

—

—

2,149,789

Total

$14,208,208,840

$7,941,612

$—

$14,216,150,452

1

1

1

1

1

Large

Cap

Value

Index

Long-Term

Investments

:

Common

stocks

$10,503,134,714

$—

$432

$10,503,135,146

Short-Term

Investments

:

Repurchase

agreement

—

1,022,000

—

1,022,000

Investments

purchased

with

collateral

from

securities

lending

14,104,470

—

—

14,104,470

Total

$10,517,239,184

$1,022,000

$432

$10,518,261,616

1

1

1

1

1

S&P

500

Index

Long-Term

Investments

:

Common

stocks

$10,139,604,473

$—

$—

$10,139,604,473

Short-Term

Investments

:

Government

agency

debt

—

11,211,034

—

11,211,034

Repurchase

agreement

—

36,313,000

—

36,313,000

Treasury

debt

—

47,216,057

—

47,216,057

Investments

purchased

with

collateral

from

securities

lending

73,661

—

—

73,661

Investments

in

Derivatives

:

Futures

contracts*

(148,436)

—

—

(148,436)

Total

$10,139,529,698

$94,740,091

$—

$10,234,269,789

1

1

1

1

1

Notes

to

Portfolio

of

Investments

(Unaudited)

(continued)

262

Fund

Level

1

Level

2

Level

3

Total

Small

Cap

Blend

Index

Long-Term

Investments

:

Common

stocks

$3,625,967,952

$—

$196,303

$3,626,164,255

Rights/Warrants

3,139

—

41,140

44,279

Short-Term

Investments

:

Repurchase

agreement

—

24,608,000

—

24,608,000

Treasury

debt

—

14,150,175

—

14,150,175

Investments

purchased

with

collateral

from

securities

lending

72,611,368

—

—

72,611,368

Investments

in

Derivatives

:

Futures

contracts*

1,617,688

—

—

1,617,688

Total

$3,700,200,147

$38,758,175

$237,443

$3,739,195,765

1

1

1

1

1

Emerging

Markets

Equity

Index

Long-Term

Investments

:

Common

stocks

$578,845,913

$5,941,956,514

$1,211,854

$6,522,014,281

Rights/Warrants

—

3,738,553

85,788

3,824,341

Futures

contracts*

635,240

—

—

635,240

Short-Term

Investments

:

Government

agency

debt

—

16,699,650

—

16,699,650

Repurchase

agreement

—

82,216,000

—

82,216,000

Treasury

debt

—

63,536,176

—

63,536,176

Investments

purchased

with

collateral

from

securities

lending

7,479,138

—

—

7,479,138

Total

$586,960,291

$6,108,146,893

$1,297,642

$6,696,404,826

1

1

1

1

1

International

Equity

Index

Long-Term

Investments

:

Common

stocks

$203,323,236

$25,171,062,450

$—**

$25,374,385,686

Short-Term

Investments

:

Government

agency

debt

—

34,585,762

—

34,585,762

Repurchase

agreement

—

99,709,000

—

99,709,000

Treasury

debt

—

303,074,039

—

303,074,039

Investments

purchased

with

collateral

from

securities

lending

97,250,292

—

—

97,250,292

Investments

in

Derivatives

:

Futures

contracts*

5,287,044

—

—

5,287,044

Total

$305,860,572

$25,608,431,251

$—

$25,914,291,823

1

1

1

1

1

Emerging

Markets

Debt

Long-Term

Investments

:

Bank

loan

obligations

$—

$1,824,664

$—

$1,824,664

Corporate

bonds

—

231,199,837

—

231,199,837

Government

bonds

—

279,068,991

—

279,068,991

Structured

assets

—

—

2,607,510

2,607,510

Common

stocks

9,901,674

284,202

—

10,185,876

Convertible

bonds

—

—

103,022

103,022

Forward

foreign

currency

contracts*

—

27,350

—

27,350

Short-Term

Investments

:

Repurchase

agreement

—

1,479,000

—

1,479,000

Treasury

debt

—

6,129,295

—

6,129,295

Investments

purchased

with

collateral

from

securities

lending

8,572,298

—

—

8,572,298

Total

$18,473,972

$520,013,339

$2,710,532

$541,197,843

1

1

1

1

1

International

Bond

Long-Term

Investments

:

Bank

loan

obligations

$—

$1,044,651

$—

$1,044,651

Corporate

bonds

—

87,194,638

—

87,194,638

Government

bonds

—

297,340,781

—

297,340,781

Structured

assets

—

17,828,567

—

17,828,567

Forward

foreign

currency

contracts*

—

(377,869)

—

(377,869)

FOREIGN

CURRENCY*

—

—

—

—

Short-Term

Investments

:

Treasury

debt

—

10,299,397

—

10,299,397

Investments

purchased

with

collateral

from

securities

lending

1,303,103

—

—

1,303,103

Total

$1,303,103

$413,330,165

$—

$414,633,268

1

1

1

1

1

*

Represents

net

unrealized

appreciation

(depreciation).

**

Value

equals

zero

as

of

the

end

of

the

reporting

period.

A12448-C

(9/24)