# EDGAR Filing Document

**Accession Number:** 0001635073
**File Stem:** 0001635073-25-000212
**Filing Date:** 2025-12
**Character Count:** 79382
**Document Hash:** 08b534c0da2ee62b626e7aa88fb55cec
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001635073-25-000212.hdr.sgml**: 20251230

**ACCESSION NUMBER**: 0001635073-25-000212

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20251031

**FILED AS OF DATE**: 20251230

**DATE AS OF CHANGE**: 20251230

**PERIOD START**: 20260731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Nushares ETF Trust
- **CENTRAL INDEX KEY:** 0001635073

**ORGANIZATION NAME:**
- **EIN:** 000000000

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23161
- **FILM NUMBER:** 251611328

**BUSINESS ADDRESS:**
- **STREET 1:** 333 W. WACKER DR.
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606
- **BUSINESS PHONE:** 312-917-8146

**MAIL ADDRESS:**
- **STREET 1:** 333 W. WACKER DR.
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** NuShares ETF Trust
- **DATE OF NAME CHANGE:** 20160614

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Nuveen ETF Trust
- **DATE OF NAME CHANGE:** 20150226

## Series and Classes Contracts Data

### Nuveen Ultra Short Income ETF (Series ID: S000084190)

| Class ID   | Class Name                    | Ticker Symbol   |
|:---|:---|:---|
| C000248463 | Nuveen Ultra Short Income ETF | NUSB            |

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** NuShares ETF Trust

- **b. Investment Company Act file number:** 811-23161

- **c. CIK number of Registrant:** 0001635073

- **d. LEI of Registrant:** 549300UWO63YZ5POLH71

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 333 W. Wacker Dr

  - **City:** Chicago

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60606

  - **Telephone number:** 312-917-7700

**Item A.2. Information about the Series.**

- **a. Name of Series:** Nuveen Ultra Short Income ETF

- **b. EDGAR series identifier (if any):** S000084190

- **c. LEI of Series:** 254900O5MH0BVF4L2M34

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2026-07-31

- **b. Date as of which information is reported:** 2025-10-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $156154887.00

**Total Liabilities:** $1026320.00

**Net Assets:** $155128567.00

**Delayed Delivery Securities:** $1000000.00

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** -1291.33000000 | **1-Year:** -8126.27000000 | **5-Year:** -2270.24000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** -234.81000000 | **1-Year:** -0.34000000 | **5-Year:** 0.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000248463 | 0.49%                | 0.40%                | 0.36%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-12579.35               | $158965.81                                 |
| Month 2  | $4335.36                 | $46069.45                                  |
| Month 3  | $-190.11                 | $-40528.59                                 |

### Schedule of Portfolio Investments

| Name                                                      | Title                                                              | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Zimmer Biomet Holdings Inc                                | Zimmer Biomet Holdings Inc                                         | CUSIP: 98956PBA9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1006308.92   | 0.65%             | 2027-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2024                               | John Deere Owner Trust 2024                                        | CUSIP: 47800RAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     14184 | PA      | $14185.09     | 0.01%             | 2027-02-16      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| American Express Co                                       | American Express Co                                                | CUSIP: 025816DS5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1522193.66   | 0.98%             | 2027-04-23      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                           | Philip Morris International Inc                                    | CUSIP: 718172DF3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1261560.65   | 0.81%             | 2027-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                    | Roper Technologies Inc                                             | CUSIP: 776743AD8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1245543.34   | 0.80%             | 2026-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                                   | BMW Vehicle Lease Trust                                            | CUSIP: 05613MAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    342983 | PA      | $343082.47    | 0.22%             | 2027-01-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Porsche Innovative Lease Owner Trust 2024-1               | Porsche Innovative Lease Owner Trust 2024-1                        | CUSIP: 73328AAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    117366 | PA      | $117427.46    | 0.08%             | 2027-01-20      | Variable      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Benchmark 2021-B30 Mortgage Trust                         | Benchmark 2021-B30 Mortgage Trust                                  | CUSIP: 08163KBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    320738 | PA      | $315044.91    | 0.20%             | 2054-11-15      | Fixed         | 1.19%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                           | CVS Health Corp                                                    | CUSIP: 126650DS6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1276915.32   | 0.82%             | 2026-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fidelity National Information Services Inc                | Fidelity National Information Services Inc                         | CUSIP: 31621YY37<br>LEI: 6WQI0GK1PRFVBA061U48 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $999664.80    | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                       | Caterpillar Financial Services Corp                                | CUSIP: 14913UAP5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1416653.18   | 0.91%             | 2026-10-16      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                           | DTE Electric Co                                                    | CUSIP: 23338VAW6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    325000 | PA      | $326992.74    | 0.21%             | 2027-05-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank/The                              | Huntington National Bank/The                                       | CUSIP: 44644MAL5<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999497.98    | 0.64%             | 2028-04-12      | Variable      | 4.82%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2021-L7                    | Morgan Stanley Capital I Trust 2021-L7                             | CUSIP: 61772TAY0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240646 | PA      | $236995.27    | 0.15%             | 2054-10-15      | Fixed         | 0.88%                 | No            |                  2 | On Loan: No      |
| UBS AG/Stamford CT                                        | UBS AG/Stamford CT                                                 | CUSIP: 90261AAD4<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    750000 | PA      | $755934.35    | 0.49%             | 2028-01-10      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                   | Federal Home Loan Banks                                            | CUSIP: 3130APZ40<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     25000 | PA      | $24921.36     | 0.02%             | 2025-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                               | Honeywell International Inc                                        | CUSIP: 43851TZ82<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | STIV             | CORP              | US        |    440000 | PA      | $438173.21    | 0.28%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Pure Grove Funding                                        | Pure Grove Funding                                                 | CUSIP: 74625TYQ3<br>LEI: 5493001D6K5CFMBUWV36 | Long             | STIV             | CORP              | CA        |   1250000 | PA      | $1246697.50   | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| BMW US Capital LLC                                        | BMW US Capital LLC                                                 | CUSIP: 05565ECL7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    395000 | PA      | $395414.75    | 0.25%             | 2026-04-02      | Variable      | 4.66%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-2              | GM Financial Automobile Leasing Trust 2024-2                       | CUSIP: 36269WAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     41896 | PA      | $41928.79     | 0.03%             | 2026-09-21      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                       | American Tower Corp                                                | CUSIP: 03027XAJ9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1250034.64   | 0.81%             | 2026-02-15      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                          | Ventas Realty LP                                                   | CUSIP: 92277GAL1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $995297.46    | 0.64%             | 2027-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                      | Royal Bank of Canada                                               | CUSIP: 78016HZR4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2055000 | PA      | $2068618.63   | 1.33%             | 2026-07-20      | Variable      | 5.17%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-A                       | Ford Credit Auto Owner Trust 2024-A                                | CUSIP: 34535EAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5951 | PA      | $5951.99      | 0.00%             | 2027-01-15      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| New York Life Global Funding                              | New York Life Global Funding                                       | CUSIP: 64953BBL1<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |    995000 | PA      | $999321.66    | 0.64%             | 2027-04-02      | Variable      | 4.78%                 | Yes           |                  2 | On Loan: No      |
| Eastman Chemical Co                                       | Eastman Chemical Co                                                | CUSIP: 27743JY56<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $999430.80    | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| GTA Funding LLC                                           | GTA Funding LLC                                                    | CUSIP: 40060WY55<br>LEI: 254900AKBBBSYOV90641 | Long             | STIV             | CORP              | US        |    250000 | PA      | $249861.60    | 0.16%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Toronto Dominion Holdings USA Inc                         | Toronto Dominion Holdings USA Inc                                  | CUSIP: 89116EZC0<br>LEI: 549300YQDGZ24IX40M56 | Long             | STIV             | CORP              | US        |    500000 | PA      | $497660.20    | 0.32%             |  |  |  | Yes           |                  2 | On Loan: No      |
| INTEL CORP                                                | Intel Corp                                                         | CUSIP: 458140CD0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1322018.06   | 0.85%             | 2026-02-10      | Fixed         | 4.88%                 | No            |                  2 | On Loan: No      |
| Volkswagen Group of America Finance LLC                   | Volkswagen Group of America Finance LLC                            | CUSIP: 928668CN0<br>LEI: 5493002SQ1AVQBY41K40 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1007824.14   | 0.65%             | 2027-03-25      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg                            | DBJPM 2016-C3 Mortgage Trust                                       | CUSIP: 23312VAE6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    283751 | PA      | $281197.97    | 0.18%             | 2049-08-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                        | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1484523.02   | 0.96%             | 2027-03-09      | Fixed         | 1.43%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-C                       | Ford Credit Auto Owner Trust 2024-C                                | CUSIP: 34532UAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    271071 | PA      | $271211.73    | 0.17%             | 2027-08-15      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2025-D Owner Trust                | Toyota Auto Receivables 2025-D Owner Trust                         | CUSIP: 89231GAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1300000 | PA      | $1299269.21   | 0.84%             | 2028-08-15      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                 | Kroger Co/The                                                      | CUSIP: 501044DE8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1233220.59   | 0.79%             | 2026-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                             | Allstate Corp/The                                                  | CUSIP: 020002BD2<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990834.53    | 0.64%             | 2026-12-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                     | CUSIP: 61747YEZ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1321934.29   | 0.85%             | 2027-01-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| Swedbank AB                                               | Swedbank AB                                                        | CUSIP: 87020WZC9<br>LEI: M312WZV08Y7LYUC71685 | Long             | STIV             | CORP              | SE        |    250000 | PA      | $248854.40    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                               | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1494797.63   | 0.96%             | 2027-04-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                             | UBS Commercial Mortgage Trust 2017-C4                              | CUSIP: 90276RBC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33566 | PA      | $33328.72     | 0.02%             | 2050-10-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                            | Air Lease Corp                                                     | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $996480.63    | 0.64%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DLLMT 2024-1 LLC                                          | DLLMT 2024-1 LLC                                                   | CUSIP: 23347AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    123525 | PA      | $123861.30    | 0.08%             | 2027-02-22      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-3              | GM Financial Automobile Leasing Trust 2024-3                       | CUSIP: 38012QAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    356482 | PA      | $356667.14    | 0.23%             | 2027-01-20      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                           | Danske Bank A/S                                                    | CUSIP: 23636QY59<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | STIV             | CORP              | DK        |    300000 | PA      | $299834.40    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| National Bank of Canada                                   | National Bank of Canada                                            | CUSIP: 63307LY47<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | STIV             | CORP              | CA        |    270000 | PA      | $269882.06    | 0.17%             |  |  |  | Yes           |                  2 | On Loan: No      |
| MCDONALD'S CORP                                           | McDonald's Corp                                                    | CUSIP: 58013MFB5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1241058.33   | 0.80%             | 2027-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                             | Citigroup Commercial Mortgage Trust 2016-C1                        | CUSIP: 17290YAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |         6 | PA      | $6.05         | 0.00%             | 2049-05-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Pure Grove Funding                                        | Pure Grove Funding                                                 | CUSIP: 74625TYJ9<br>LEI: 5493001D6K5CFMBUWV36 | Long             | STIV             | CORP              | CA        |    330000 | PA      | $329343.96    | 0.21%             |  |  |  | No            |                  2 | On Loan: No      |
| Bank                                                      | BANK 2017-BNK6                                                     | CUSIP: 060352AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     98672 | PA      | $98189.82     | 0.06%             | 2060-07-15      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust                             | MHC Commercial Mortgage Trust 2021-MHC                             | CUSIP: 55316VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    244318 | PA      | $244323.04    | 0.16%             | 2038-04-15      | Variable      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                       | NextEra Energy Capital Holdings Inc                                | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1010798.27   | 0.65%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                      | Keurig Dr Pepper Inc                                               | CUSIP: 49271VAY6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1250006.66   | 0.81%             | 2026-11-15      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-A                     | Hyundai Auto Receivables Trust 2024-A                              | CUSIP: 448973AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     11521 | PA      | $11523.62     | 0.01%             | 2027-04-15      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-C Owner Trust                | Toyota Auto Receivables 2024-C Owner Trust                         | CUSIP: 89237QAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     58162 | PA      | $58178.52     | 0.04%             | 2027-05-17      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                            | Wells Fargo Commercial Mortgage Trust 2016-C33                     | CUSIP: 95000LAZ6<br>LEI: 549300JPCJUA5JJLRW54 | Long             | ABS-MBS          | CORP              | US        |    365000 | PA      | $363475.91    | 0.23%             | 2059-03-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| BNP Paribas SA/New York NY                                | BNP Paribas SA/New York NY                                         | CUSIP: 05593DD26<br>LEI: R0MUWSFPU8MPRO8K5P83 | Long             | DBT              | CORP              | FR        |    650000 | PA      | $650057.66    | 0.42%             | 2025-11-13      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2021-21M                     | BX Commercial Mortgage Trust 2021-21M                              | CUSIP: 05609CAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1050000 | PA      | $1048344.57   | 0.68%             | 2036-10-15      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Toyota Lease Owner Trust 2025-B                           | Toyota Lease Owner Trust 2025-B                                    | CUSIP: 89240NAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1498999.65   | 0.97%             | 2028-05-22      | Fixed         | 3.91%                 | Yes           |                  2 | On Loan: No      |
| American Honda Finance Corp                               | American Honda Finance Corp                                        | CUSIP: 02665WFN6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    810000 | PA      | $811975.59    | 0.52%             | 2026-10-05      | Variable      | 4.83%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                           | Danske Bank A/S                                                    | CUSIP: 23636RAD6<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | STIV             | CORP              | DK        |    559000 | PA      | $554430.57    | 0.36%             |  |  |  | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                       | Otis Worldwide Corp                                                | CUSIP: 68902VAJ6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $975862.18    | 0.63%             | 2027-04-05      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| Atlantic Asset Securitization LLC                         | Atlantic Asset Securitization LLC                                  | CUSIP: 04821UAP7<br>LEI: 549300BUNY5BIX4CVW20 | Long             | STIV             | CORP              | US        |   1250000 | PA      | $1238473.38   | 0.80%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                            | Morgan Stanley Capital I Trust 2016-UBS12                          | CUSIP: 61691EAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     70034 | PA      | $69551.65     | 0.04%             | 2049-12-15      | Fixed         | 3.44%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2024-C                  | World Omni Auto Receivables Trust 2024-C                           | CUSIP: 98164NAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    102530 | PA      | $102596.35    | 0.07%             | 2028-01-18      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Principal Life Global Funding II                          | Principal Life Global Funding II                                   | CUSIP: 7425APAC9<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1250350.36   | 0.81%             | 2028-08-18      | Variable      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| SYSCO CORPORATION                                         | Sysco Corp                                                         | CUSIP: 871829BC0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $993793.37    | 0.64%             | 2026-07-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| REPUBLIC SERVICES INC                                     | Republic Services Inc                                              | CUSIP: 760759AR1<br>LEI: NKNQHM6BLECKVOQP7O46 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1388968.74   | 0.90%             | 2026-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                               | Honeywell International Inc                                        | CUSIP: 43851TZG4<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | STIV             | CORP              | US        |   1250000 | PA      | $1243692.00   | 0.80%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                            | Morgan Stanley Capital I Trust 2016-UBS11                          | CUSIP: 61767FAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23749 | PA      | $23661.62     | 0.02%             | 2049-08-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-C                  | World Omni Auto Receivables Trust 2025-C                           | CUSIP: 981936AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $901151.73    | 0.58%             | 2028-10-16      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Sheffield Receivables Co LLC                              | Sheffield Receivables Co LLC                                       | CUSIP: 82124LYD8<br>LEI: 549300MYF6MOTU9T3G29 | Long             | STIV             | CORP              | US        |   1500000 | PA      | $1497836.40   | 0.97%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Home Depot Inc/The                                        | Home Depot Inc/The                                                 | CUSIP: 437076CY6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    645000 | PA      | $645266.35    | 0.42%             | 2025-12-24      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                              | MassMutual Global Funding II                                       | CUSIP: 57629TBS5<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1290025.35   | 0.83%             | 2027-04-09      | Variable      | 4.84%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                      | Verizon Master Trust                                               | CUSIP: 92348KCM3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100048.26    | 0.06%             | 2028-12-20      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                  | TotalEnergies Capital SA                                           | CUSIP: 89152EYL6<br>LEI: 529900QI55ZLJVCMPA71 | Long             | STIV             | CORP              | FR        |   1250000 | PA      | $1247273.13   | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| RTX CORP                                                  | RTX Corp                                                           | CUSIP: 913017CH0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $987362.81    | 0.64%             | 2026-11-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust 2024-B                           | Toyota Lease Owner Trust 2024-B                                    | CUSIP: 891943AC6<br>LEI: 254900R64DFTI1MWY364 | Long             | ABS-O            | CORP              | US        |    137120 | PA      | $137174.30    | 0.09%             | 2027-02-22      | Variable      | 4.62%                 | Yes           |                  2 | On Loan: No      |
| NATIONAL RURAL UTIL COOP                                  | National Rural Utilities Cooperative Finance Corp                  | CUSIP: 63743HFH0<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1726262.87   | 1.11%             | 2026-03-13      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                            | JPMBB Commercial Mortgage Securities Trust 2015-C33                | CUSIP: 46645JAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    107016 | PA      | $106789.66    | 0.07%             | 2048-12-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Magna International Inc                                   | Magna International Inc                                            | CUSIP: 55922PYR8<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | STIV             | CORP              | CA        |   1000000 | PA      | $997152.50    | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Equitable America Global Funding                          | Equitable America Global Funding                                   | CUSIP: 29446Q2D4<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1251077.04   | 0.81%             | 2027-09-15      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                   | Simon Property Group LP                                            | CUSIP: 828807CW5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1397705.60   | 0.90%             | 2026-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES LUX                                    | Trane Technologies Financing Ltd                                   | CUSIP: 456873AE8<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |   1525000 | PA      | $1520916.74   | 0.98%             | 2026-03-21      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp         | National Rural Utilities Cooperative Finance Corp                  | CUSIP: 63743HFU1<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1281722.97   | 0.83%             | 2027-09-16      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                            | CSAIL 2016-C7 Commercial Mortgage Trust                            | CUSIP: 12637UAW9<br>LEI: 5493006MX7HG5PC85C29 | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $297315.57    | 0.19%             | 2049-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2025-A                     | Hyundai Auto Receivables Trust 2025-A                              | CUSIP: 44935CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    927222 | PA      | $928393.63    | 0.60%             | 2027-12-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                           | CUSIP: 00206RHV7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1710691.69   | 1.10%             | 2026-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Manhattan Asset Funding Co LLC                            | Manhattan Asset Funding Co LLC                                     | CUSIP: 56274LZC1<br>LEI: 549300S0NSJYSOB32S63 | Long             | STIV             | CORP              | US        |   1575000 | PA      | $1567741.93   | 1.01%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                       | Carrier Global Corp                                                | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $980078.81    | 0.63%             | 2027-02-15      | Fixed         | 2.49%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                  | Toyota Motor Credit Corp                                           | CUSIP: 89236TML6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1295158.34   | 0.83%             | 2026-08-07      | Variable      | 5.06%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                          | Bank of Montreal                                                   | CUSIP: 06368L8M1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1410000 | PA      | $1415188.80   | 0.91%             | 2027-09-10      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                            | JP Morgan Chase Commercial Mortgage Securities Trust 2021-MHC      | CUSIP: 466330AA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    952542 | PA      | $952641.04    | 0.61%             | 2038-04-15      | Variable      | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Siemens Funding BV                                        | Siemens Funding BV                                                 | CUSIP: 82622RAB2<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1001526.00   | 0.65%             | 2028-05-26      | Variable      | 4.87%                 | Yes           |                  2 | On Loan: No      |
| Thunder Bay Funding LLC                                   | Thunder Bay Funding LLC                                            | CUSIP: 88602TYL1<br>LEI: 549300D7DHGDB5EMW139 | Long             | STIV             | CORP              | US        |   1250000 | PA      | $1247253.38   | 0.80%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Manhattan Asset Funding Co LLC                            | Manhattan Asset Funding Co LLC                                     | CUSIP: 56274LYC2<br>LEI: 549300S0NSJYSOB32S63 | Long             | STIV             | CORP              | US        |    250000 | PA      | $249666.95    | 0.16%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                       | Charles Schwab Corp/The                                            | CUSIP: 808513BF1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   2085000 | PA      | $2062175.69   | 1.33%             | 2026-03-11      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Atlantic Asset Securitization LLC                         | Atlantic Asset Securitization LLC                                  | CUSIP: 04821TYH2<br>LEI: 549300BUNY5BIX4CVW20 | Long             | STIV             | CORP              | US        |   1250000 | PA      | $1247651.75   | 0.80%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Pure Grove Funding                                        | Pure Grove Funding                                                 | CUSIP: 74625UB44<br>LEI: 5493001D6K5CFMBUWV36 | Long             | STIV             | CORP              | CA        |    780000 | PA      | $771725.76    | 0.50%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                          | BAT Capital Corp                                                   | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990223.69    | 0.64%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                     | Haleon US Capital LLC                                              | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1238905.61   | 0.80%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-2 | GM Financial Consumer Automobile Receivables Trust 2024-2          | CUSIP: 379931AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      4660 | PA      | $4660.45      | 0.00%             | 2027-03-16      | Variable      | 4.59%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                               | Prologis LP                                                        | CUSIP: 74340XBU4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1399154.48   | 0.90%             | 2026-06-30      | Fixed         | 3.25%                 | No            |                  2 | On Loan: No      |
| Toyota Industries Commercial Finance Inc                  | Toyota Industries Commercial Finance Inc                           | CUSIP: 89232LY34<br>LEI: 54930085LCL2BOXUSV19 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $999673.00    | 0.64%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BANK OF NY MELLON CORP                                    | Bank of New York Mellon Corp/The                                   | CUSIP: 06406RBQ9<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   1555000 | PA      | $1561526.60   | 1.01%             | 2027-04-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                       | Citibank Credit Card Issuance Trust                                | CUSIP: 17305EGX7<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $499975.35    | 0.32%             | 2027-12-08      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                | AbbVie Inc                                                         | CUSIP: 00287BYC7<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | STIV             | CORP              | US        |   2250000 | PA      | $2246915.70   | 1.45%             |  |  |  | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                      | WEC Energy Group Inc                                               | CUSIP: 92939UAK2<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   2060000 | PA      | $2059707.93   | 1.33%             | 2026-01-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                         | L3Harris Technologies Inc                                          | CUSIP: 502431AL3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $997756.57    | 0.64%             | 2026-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                       | Gilead Sciences Inc                                                | CUSIP: 375558BM4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1234987.46   | 0.80%             | 2027-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                  | Marsh & McLennan Cos Inc                                           | CUSIP: 571748BZ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004649.13   | 0.65%             | 2027-11-08      | Variable      | 4.98%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mor                            | Bank of America Merrill Lynch Commercial Mortgage Trust 2017-BNK3  | CUSIP: 06427DAQ6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    261073 | PA      | $259841.25    | 0.17%             | 2050-02-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                              | Broadcom Inc                                                       | CUSIP: 11135FAN1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $995631.11    | 0.64%             | 2026-09-15      | Fixed         | 3.46%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-4                            | CarMax Auto Owner Trust 2024-4                                     | CUSIP: 14290DAH4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    595408 | PA      | $595802.18    | 0.38%             | 2027-12-15      | Variable      | 4.68%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                              | Comcast Corp                                                       | CUSIP: 20030NBS9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1246205.36   | 0.80%             | 2026-03-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                          | ERP Operating LP                                                   | CUSIP: 26884ABF9<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $988384.67    | 0.64%             | 2026-11-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                          | Bank of New York Mellon Corp/The                                   | CUSIP: RPEW0R3Q2<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | RA               | CORP              | US        |   1401000 | PA      | $1401000.00   | 0.90%             |  |  |  | No            |                  2 | On Loan: No      |
| Citibank NA                                               | Citibank NA                                                        | CUSIP: 17325FBE7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1276830.90   | 0.82%             | 2026-04-30      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-4 | GM Financial Consumer Automobile Receivables Trust 2024-4          | CUSIP: 38014AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    347158 | PA      | $347289.49    | 0.22%             | 2027-10-18      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Unilever Capital Corp                                     | Unilever Capital Corp                                              | CUSIP: 90477DZA7<br>LEI: MYF1DAS6G5WY7PRWCU78 | Long             | STIV             | CORP              | US        |    500000 | PA      | $497831.50    | 0.32%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-2                            | CarMax Auto Owner Trust 2024-2                                     | CUSIP: 14319EAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     19453 | PA      | $19459.19     | 0.01%             | 2027-05-17      | Variable      | 4.81%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust 2024-B                       | Ford Credit Auto Lease Trust 2024-B                                | CUSIP: 345279AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     73083 | PA      | $73095.80     | 0.05%             | 2027-02-15      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mor                            | Bank of America Merrill Lynch Commercial Mortgage Trust 2016-UBS10 | CUSIP: 06054MAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    454993 | PA      | $453805.22    | 0.29%             | 2049-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                            | Morgan Stanley Capital I Trust 2016-UBS9                           | CUSIP: 61766CAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    128000 | PA      | $127543.28    | 0.08%             | 2049-03-15      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                       | NextEra Energy Capital Holdings Inc                                | CUSIP: 65339MYL4<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | STIV             | CORP              | US        |    900000 | PA      | $897953.31    | 0.58%             |  |  |  | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust 2016-C6                   | CFCRE Commercial Mortgage Trust 2016-C6                            | CUSIP: 12532AAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     25964 | PA      | $25929.52     | 0.02%             | 2049-11-10      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Barton Capital SA                                         | Barton Capital SA                                                  | CUSIP: 06945LYH5<br>LEI: 549300KOFKIMD0C37W24 | Long             | STIV             | CORP              | LU        |   1500000 | PA      | $1497182.10   | 0.97%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                            | CSAIL 2016-C5 Commercial Mortgage Trust                            | CUSIP: 12636LAY6<br>LEI: 549300FU8TZDHFLQZL50 | Long             | ABS-MBS          | CORP              | US        |    171919 | PA      | $171919.42    | 0.11%             | 2048-11-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2024-B                                | CNH Equipment Trust 2024-B                                         | CUSIP: 18978JAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     36274 | PA      | $36286.07     | 0.02%             | 2027-10-15      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Canadian Imperial Bank of Commerce                        | Canadian Imperial Bank of Commerce                                 | CUSIP: 13607QFC1<br>LEI: 2IGI19DL77OX0HC3ZE78 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1000980.70   | 0.65%             | 2028-09-08      | Variable      | 4.99%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                               | Equinix Inc                                                        | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1233838.50   | 0.80%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                 | Toronto-Dominion Bank/The                                          | CUSIP: 89115A3B6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1003227.63   | 0.65%             | 2026-12-17      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                      | Royal Bank of Canada                                               | CUSIP: 78013VY71<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | STIV             | CORP              | CA        |    350000 | PA      | $349730.50    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| GTA Funding LLC                                           | GTA Funding LLC                                                    | CUSIP: 40060WYE6<br>LEI: 254900AKBBBSYOV90641 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $998450.40    | 0.64%             |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                          | Duke Energy Corp                                                   | CUSIP: 26244HY64<br>LEI: I1BZKREC126H0VB1BL91 | Long             | STIV             | CORP              | US        |   1500000 | PA      | $1498991.40   | 0.97%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                      | Royal Bank of Canada                                               | CUSIP: 78017DAP3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1000446.00   | 0.64%             | 2028-11-03      | Variable      | 4.76%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                   | John Deere Capital Corp                                            | CUSIP: 24422EYA1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001270.83   | 0.65%             | 2028-03-06      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                       | Caterpillar Financial Services Corp                                | CUSIP: 14913UAM2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    720000 | PA      | $721931.71    | 0.47%             | 2027-05-14      | Variable      | 4.78%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                       | Wells Fargo Bank NA                                                | CUSIP: 94988J6H5<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1520988.09   | 0.98%             | 2026-01-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                              | Thermo Fisher Scientific Inc                                       | CUSIP: 88355LYE3<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | STIV             | CORP              | US        |    350000 | PA      | $349446.23    | 0.23%             |  |  |  | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                   | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    750000 | PA      | $745552.55    | 0.48%             | 2026-04-15      | Fixed         | 2.62%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                               | Truist Bank                                                        | CUSIP: 89788JAG4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1251237.50   | 0.81%             | 2028-07-24      | Variable      | 4.85%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                  | Duke Energy Progress LLC                                           | CUSIP: 26442UAT1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1256961.66   | 0.81%             | 2027-03-06      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                            | Morgan Stanley Private Bank NA                                     | CUSIP: 61776NVF7<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1252725.00   | 0.81%             | 2028-07-06      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK39                                           | BANK 2022-BNK39                                                    | CUSIP: 06539VAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    541438 | PA      | $532554.06    | 0.34%             | 2055-02-15      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust 2025-2                          | Kubota Credit Owner Trust 2025-2                                   | CUSIP: 50117LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1004464.20   | 0.65%             | 2028-04-17      | Fixed         | 4.48%                 | Yes           |                  2 | On Loan: No      |
| Aon North America Inc                                     | Aon North America Inc                                              | CUSIP: 03740MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1012268.09   | 0.65%             | 2027-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                          | United States Treasury Note/Bond                                   | CUSIP: 91282CKB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   3040000 | PA      | $3046531.26   | 1.96%             | 2026-02-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-D Owner Trust                | Toyota Auto Receivables 2024-D Owner Trust                         | CUSIP: 89239TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    459917 | PA      | $460561.22    | 0.30%             | 2027-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| EQUS 2021-EQAZ Mortgage Trust                             | EQUS 2021-EQAZ Mortgage Trust                                      | CUSIP: 29478JAA8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1192255 | PA      | $1191917.76   | 0.77%             | 2038-10-15      | Variable      | 5.05%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc                                                  | Mars Inc                                                           | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1006460.80   | 0.65%             | 2027-03-01      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust 2016-GS4                     | GS Mortgage Securities Trust 2016-GS4                              | CUSIP: 36251XAS6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     77765 | PA      | $77517.97     | 0.05%             | 2049-11-10      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                         | State Street Corp                                                  | CUSIP: 857477CQ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002752.47   | 0.65%             | 2027-10-22      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| ELP 2021-ELP                                              | ELP Commercial Mortgage Trust 2021-ELP                             | CUSIP: 26863LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    991737 | PA      | $990145.92    | 0.64%             | 2038-11-15      | Variable      | 4.11%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-4                             | Chase Auto Owner Trust 2024-4                                      | CUSIP: 16144YAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     41582 | PA      | $41647.04     | 0.03%             | 2027-09-27      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co                                                | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1668000 | PA      | $1697766.51   | 1.09%             | 2027-10-22      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                               | PNC Bank NA                                                        | CUSIP: 69353RFY9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    700000 | PA      | $701008.97    | 0.45%             | 2027-05-13      | Fixed         | 4.54%                 | No            |                  2 | On Loan: No      |
| FEDERAL REALTY OP LP                                      | Federal Realty OP LP                                               | CUSIP: 313747BB2<br>LEI: 549300LI6XZ51GOCJ427 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990008.27    | 0.64%             | 2026-02-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2024-C                                | CNH Equipment Trust 2024-C                                         | CUSIP: 18978GAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    306101 | PA      | $306182.06    | 0.20%             | 2028-02-18      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-C                     | Hyundai Auto Receivables Trust 2024-C                              | CUSIP: 448976AC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    415006 | PA      | $415232.34    | 0.27%             | 2027-09-15      | Variable      | 4.63%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                          | Bank of Montreal                                                   | CUSIP: 06368MXW9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1000373.21   | 0.64%             | 2028-09-22      | Variable      | 4.88%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon/The                               | Bank of New York Mellon/The                                        | CUSIP: 06405LAF8<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    750000 | PA      | $751544.34    | 0.48%             | 2027-04-20      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-B                  | World Omni Auto Receivables Trust 2025-B                           | CUSIP: 98164TAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1501260.75   | 0.97%             | 2028-08-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Porsche Innovative Lease Owner Trust 2024-2               | Porsche Innovative Lease Owner Trust 2024-2                        | CUSIP: 73328NAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    221222 | PA      | $221293.25    | 0.14%             | 2026-12-21      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust 2024-A                        | Volkswagen Auto Lease Trust 2024-A                                 | CUSIP: 92866EAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    166578 | PA      | $166660.00    | 0.11%             | 2026-12-21      | Variable      | 4.65%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust 2024-A   | World Omni Automobile Lease Securitization Trust 2024-A            | CUSIP: 981946AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     31163 | PA      | $31169.62     | 0.02%             | 2027-02-16      | Variable      | 4.66%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                             | UBS Commercial Mortgage Trust 2017-C1                              | CUSIP: 90276EAC1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     17712 | PA      | $17636.40     | 0.01%             | 2050-06-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-C            | Hyundai Auto Lease Securitization Trust 2025-C                     | CUSIP: 44935GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1404660.32   | 0.91%             | 2028-01-18      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                   | O'Reilly Automotive Inc                                            | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1016131.98   | 0.66%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| La Fayette Asset Securitization LLC                       | La Fayette Asset Securitization LLC                                | CUSIP: 50286MAC5<br>LEI: 549300WQLPP9XYITNS62 | Long             | STIV             | CORP              | US        |   2500000 | PA      | $2479975.75   | 1.60%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Corebridge Global Funding                                 | Corebridge Global Funding                                          | CUSIP: 00138CBE7<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    750000 | PA      | $749826.59    | 0.48%             | 2028-01-07      | Variable      | 4.86%                 | Yes           |                  2 | On Loan: No      |
| Tesla Auto Lease Trust 2024-B                             | Tesla Auto Lease Trust 2024-B                                      | CUSIP: 881934AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    356996 | PA      | $357111.21    | 0.23%             | 2027-01-20      | Variable      | 4.77%                 | Yes           |                  2 | On Loan: No      |
| Carmax Auto Owner Trust 2022-4                            | Carmax Auto Owner Trust 2022-4                                     | CUSIP: 14318UAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140439 | PA      | $140876.51    | 0.09%             | 2027-08-16      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| Porsche Financial Auto Securit                            | Porsche Financial Auto Securit                                     | CUSIP: 732911AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $899815.37    | 0.58%             | 2029-03-22      | Fixed         | 3.91%                 | Yes           |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                            | Oncor Electric Delivery Co LLC                                     | CUSIP: 68233JCY8<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1007011.00   | 0.65%             | 2027-03-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Volvo Financial Equipment LLC Series 2024-1               | Volvo Financial Equipment LLC Series 2024-1                        | CUSIP: 92887QAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    352567 | PA      | $353110.57    | 0.23%             | 2027-05-17      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| Volvo Financial Equipment LLC                             | Volvo Financial Equipment LLC                                      | CUSIP: 92886CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $999286.60    | 0.64%             | 2028-06-15      | Fixed         | 3.96%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                    | UnitedHealth Group Inc                                             | CUSIP: 91324PFE7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1276156.95   | 0.82%             | 2026-07-15      | Variable      | 4.60%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                  | Toyota Motor Credit Corp                                           | CUSIP: 89236TME2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1065735.22   | 0.69%             | 2026-05-15      | Variable      | 4.71%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                       | NextEra Energy Capital Holdings Inc                                | CUSIP: 65339KCS7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1322081.80   | 0.85%             | 2026-01-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                       | COMM 2016-CR28 Mortgage Trust                                      | CUSIP: 12593YBF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    592605 | PA      | $589977.31    | 0.38%             | 2049-02-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |
| AerCap Ireland Capital DAC / AerCap Global Aviation Trust | AerCap Ireland Capital DAC / AerCap Global Aviation Trust          | CUSIP: 00774MBD6<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |   1000000 | PA      | $1020295.46   | 0.66%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                           | Philip Morris International Inc                                    | CUSIP: 718172EB1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000873.00   | 0.65%             | 2028-10-27      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-10-31

**Name of Applicant:** Nushares ETF Trust

**Signature:** Gina Spunder

**Name of Signer:** Gina Spunder

**Title:** Director, Fund Financial Reporting