# EDGAR Filing Document

**Accession Number:** 0001635073
**File Stem:** 0001635073-26-000320
**Filing Date:** 2026-6
**Character Count:** 66670
**Document Hash:** f04b83e2686283f0aaa1de7c0145bf7e
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001635073-26-000320.hdr.sgml**: 20260624

**ACCESSION NUMBER**: 0001635073-26-000320

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260624

**DATE AS OF CHANGE**: 20260624

**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:** 261113980

**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:** 2026-04-30

**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:** $156722616.00

**Total Liabilities:** $25001.00

**Net Assets:** $156697615.00

**Cash Not Reported:** $123098.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1172.41000000 | **1-Year:** -9007.69000000 | **5-Year:** -2882.15000000 | **10-Year:** -86.34000000 | **30-Year:** 0.00000000

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

- **3-Month:** -353.95000000 | **1-Year:** -31.17000000 | **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 | 0.30%                | 0.15%                | 0.36%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-6461.25                | $-28339.26                                 |
| Month 2  | $20009.36                | $-330390.30                                |
| Month 3  | $-1640.14                | $60956.88                                  |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| SYSCO CORPORATION                                         | Sysco Corp                                                        | CUSIP: 871829BC0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $998157.66    | 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      | $1397475.41   | 0.89%             | 2026-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                       | Gilead Sciences Inc                                               | CUSIP: 375558BM4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1239117.13   | 0.79%             | 2027-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                 | Kroger Co/The                                                     | CUSIP: 501044DE8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1241666.90   | 0.79%             | 2026-10-15      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                          | ERP Operating LP                                                  | CUSIP: 26884ABF9<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $993997.84    | 0.63%             | 2026-11-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                  | RTX Corp                                                          | CUSIP: 913017CH0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $993217.26    | 0.63%             | 2026-11-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                             | Allstate Corp/The                                                 | CUSIP: 020002BD2<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $995154.79    | 0.64%             | 2026-12-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                    | Roper Technologies Inc                                            | CUSIP: 776743AD8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1247508.61   | 0.80%             | 2026-12-15      | Fixed         | 3.80%                 | 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        |     74152 | PA      | $73989.07     | 0.05%             | 2050-02-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                            | Sumisho Air Lease Corp                                            | CUSIP: 00912XAV6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $988372.37    | 0.63%             | 2027-04-01      | Fixed         | 3.62%                 | 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        |       544 | PA      | $543.27       | 0.00%             | 2050-06-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg                            | DBJPM 2017-C6 Mortgage Trust                                      | CUSIP: 23312JAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    279768 | PA      | $278163.81    | 0.18%             | 2050-06-10      | Fixed         | 3.12%                 | No            |                  2 | On Loan: No      |
| RENAISSANCERE FINANCE                                     | RenaissanceRe Finance Inc                                         | CUSIP: 75973QAA5<br>LEI: 54930048ETFU7B0OJ457 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1237733.98   | 0.79%             | 2027-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Bank                                                      | BANK 2017-BNK6                                                    | CUSIP: 060352AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     33158 | PA      | $33078.60     | 0.02%             | 2060-07-15      | Fixed         | 3.29%                 | 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        |     15693 | PA      | $15629.81     | 0.01%             | 2050-10-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                           | McDonald's Corp                                                   | CUSIP: 58013MFB5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1244069.55   | 0.79%             | 2027-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| VENTAS REALTY LP                                          | Ventas Realty LP                                                  | CUSIP: 92277GAL1<br>LEI: 32SXKSJ72K64GM3HOU64 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $996499.88    | 0.64%             | 2027-04-01      | Fixed         | 3.85%                 | No            |                  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        |     66793 | PA      | $66568.42     | 0.04%             | 2049-12-15      | Fixed         | 3.44%                 | 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      | $298643.37    | 0.19%             | 2049-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                          | BAT Capital Corp                                                  | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $989478.13    | 0.63%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                                  | AT&T Inc                                                          | CUSIP: 00206RHV7<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   1725000 | PA      | $1720772.49   | 1.10%             | 2026-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                               | Equinix Inc                                                       | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1240954.65   | 0.79%             | 2026-11-18      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                         | L3Harris Technologies Inc                                         | CUSIP: 502431AL3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $997904.61    | 0.64%             | 2026-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                       | Otis Worldwide Corp                                               | CUSIP: 68902VAJ6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $983709.16    | 0.63%             | 2027-04-05      | Fixed         | 2.29%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                       | Carrier Global Corp                                               | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $987215.05    | 0.63%             | 2027-02-15      | Fixed         | 2.49%                 | 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        |   1191790 | PA      | $1191852.14   | 0.76%             | 2038-10-15      | Variable      | 4.67%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                                  | BX Commercial Mortgage Trust 2021-CIP                             | CUSIP: 12434FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1439588 | PA      | $1439378.00   | 0.92%             | 2038-12-15      | Variable      | 4.69%                 | Yes           |                  2 | On Loan: No      |
| SMR 2022-IND Mortgage Trust                               | SMR 2022-IND Mortgage Trust                                       | CUSIP: 78458MAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    910385 | PA      | $908894.10    | 0.58%             | 2039-02-15      | Variable      | 5.30%                 | Yes           |                  2 | On Loan: No      |
| MTN Commercial Mortgage Trust                             | MTN Commercial Mortgage Trust 2022-LPFL                           | CUSIP: 62475WAA3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    240000 | PA      | $239997.77    | 0.15%             | 2039-03-15      | Variable      | 5.06%                 | Yes           |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                              | CUSIP: 06051GKP3<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1499528.06   | 0.96%             | 2028-04-27      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| HALEON US CAPITAL LLC                                     | Haleon US Capital LLC                                             | CUSIP: 36264FAK7<br>LEI: 549300N8C3A3L0UVQB07 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1239524.80   | 0.79%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| DBWF Mortgage Trust                                       | DBWF Mortgage Trust                                               | CUSIP: 23306NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    364848 | PA      | $362554.31    | 0.23%             | 2034-06-10      | Fixed         | 3.00%                 | 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        |     20777 | PA      | $20789.38     | 0.01%             | 2027-08-16      | Fixed         | 5.34%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                      | WEC Energy Group Inc                                              | CUSIP: 92939UAL0<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1256970.41   | 0.80%             | 2028-01-15      | Fixed         | 4.75%                 | 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      | $1010821.21   | 0.65%             | 2027-01-15      | Fixed         | 6.10%                 | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co                                               | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1668000 | PA      | $1681879.08   | 1.07%             | 2027-10-22      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                   | O'Reilly Automotive Inc                                           | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1007631.80   | 0.64%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                           | Philip Morris International Inc                                   | CUSIP: 718172DF3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1257016.10   | 0.80%             | 2027-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK39                                           | BANK 2022-BNK39                                                   | CUSIP: 06539VAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    316762 | PA      | $313798.40    | 0.20%             | 2055-02-15      | Fixed         | 1.74%                 | No            |                  2 | On Loan: No      |
| Aon North America Inc                                     | Aon North America Inc                                             | CUSIP: 03740MAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1006534.91   | 0.64%             | 2027-03-01      | Fixed         | 5.12%                 | 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      | $997097.91    | 0.64%             | 2027-04-02      | Variable      | 4.32%                 | Yes           |                  2 | On Loan: No      |
| MassMutual Global Funding II                              | MassMutual Global Funding II                                      | CUSIP: 57629TBS5<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1288504.85   | 0.82%             | 2027-04-09      | Variable      | 4.39%                 | Yes           |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                       | Caterpillar Financial Services Corp                               | CUSIP: 14913UAM2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    720000 | PA      | $721178.80    | 0.46%             | 2027-05-14      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                  | Toyota Motor Credit Corp                                          | CUSIP: 89236TME2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1065095.85   | 0.68%             | 2026-05-15      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                      | Royal Bank of Canada                                              | CUSIP: 78016HZR4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2055000 | PA      | $2059407.98   | 1.31%             | 2026-07-20      | Variable      | 4.73%                 | No            |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                    | UnitedHealth Group Inc                                            | CUSIP: 91324PFE7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1275697.16   | 0.81%             | 2026-07-15      | Variable      | 4.15%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                  | Toyota Motor Credit Corp                                          | CUSIP: 89236TML6<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1290000 | PA      | $1291787.85   | 0.82%             | 2026-08-07      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| DLLMT 2024-1 LLC                                          | DLLMT 2024-1 LLC                                                  | CUSIP: 23347AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      2893 | PA      | $2894.35      | 0.00%             | 2027-02-22      | Fixed         | 5.08%                 | Yes           |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                       | Caterpillar Financial Services Corp                               | CUSIP: 14913UAP5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1412820.00   | 0.90%             | 2026-10-16      | Variable      | 4.34%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                          | Bank of Montreal                                                  | CUSIP: 06368L8M1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1410000 | PA      | $1412002.20   | 0.90%             | 2027-09-10      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                               | American Honda Finance Corp                                       | CUSIP: 02665WFN6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    810000 | PA      | $810993.06    | 0.52%             | 2026-10-05      | Variable      | 4.39%                 | 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      | $1280852.25   | 0.82%             | 2027-09-16      | Variable      | 4.47%                 | No            |                  2 | On Loan: No      |
| Volvo Financial Equipment LLC Series 2024-1               | Volvo Financial Equipment LLC                                     | CUSIP: 92887QAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     81294 | PA      | $81336.41     | 0.05%             | 2027-05-17      | Fixed         | 4.56%                 | Yes           |                  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        |     68059 | PA      | $68068.14     | 0.04%             | 2027-08-15      | Variable      | 4.04%                 | 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        |     77119 | PA      | $77129.68     | 0.05%             | 2028-02-18      | Variable      | 4.06%                 | 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        |    116255 | PA      | $116270.53    | 0.07%             | 2027-09-15      | Variable      | 4.04%                 | 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        |     40944 | PA      | $40945.81     | 0.03%             | 2027-10-18      | Variable      | 4.04%                 | 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        |     75180 | PA      | $75206.49     | 0.05%             | 2027-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| State Street Corp                                         | State Street Corp                                                 | CUSIP: 857477CQ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001594.50   | 0.64%             | 2027-10-22      | Variable      | 4.29%                 | 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        |    134604 | PA      | $134620.55    | 0.09%             | 2027-12-15      | Variable      | 4.09%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                  | Marsh & McLennan Cos Inc                                          | CUSIP: 571748BZ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000885.19   | 0.64%             | 2027-11-08      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                 | Toronto-Dominion Bank/The                                         | CUSIP: 89115A3B6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1001755.00   | 0.64%             | 2026-12-17      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                 | Corebridge Global Funding                                         | CUSIP: 00138CBE7<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    750000 | PA      | $749152.22    | 0.48%             | 2028-01-07      | Variable      | 4.40%                 | Yes           |                  2 | On Loan: No      |
| UBS AG/Stamford CT                                        | UBS AG/Stamford CT                                                | CUSIP: 90261AAD4<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |    750000 | PA      | $752860.46    | 0.48%             | 2028-01-10      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                | Zimmer Biomet Holdings Inc                                        | CUSIP: 98956PBA9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004022.15   | 0.64%             | 2027-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| Huntington National Bank/The                              | Huntington National Bank/The                                      | CUSIP: 44644MAL5<br>LEI: 2WHM8VNJH63UN14OL754 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1000301.03   | 0.64%             | 2028-04-12      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                  | Duke Energy Progress LLC                                          | CUSIP: 26442UAT1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1253541.56   | 0.80%             | 2027-03-06      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                   | John Deere Capital Corp                                           | CUSIP: 24422EYA1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001966.26   | 0.64%             | 2028-03-06      | Variable      | 4.16%                 | 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        |    438396 | PA      | $438750.93    | 0.28%             | 2027-12-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                  | Mars Inc                                                          | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003543.90   | 0.64%             | 2027-03-01      | Fixed         | 4.45%                 | Yes           |                  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      | $1004332.74   | 0.64%             | 2027-03-25      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                      | Keurig Dr Pepper Inc                                              | CUSIP: 49271VAY6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1250937.50   | 0.80%             | 2026-11-15      | Variable      | 4.24%                 | 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      | $1050129.36   | 0.67%             | 2036-10-15      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Inc                                             | Citigroup Inc                                                     | CUSIP: 172967PZ8<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1502609.67   | 0.96%             | 2028-05-07      | Fixed         | 4.64%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                           | DTE Electric Co                                                   | CUSIP: 23338VAW6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    325000 | PA      | $325991.34    | 0.21%             | 2027-05-14      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| PNC Bank NA                                               | PNC Bank NA                                                       | CUSIP: 69353RFY9<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |    700000 | PA      | $700067.61    | 0.45%             | 2027-05-13      | Fixed         | 4.54%                 | 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        |    722254 | PA      | $722493.76    | 0.46%             | 2028-08-15      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Siemens Funding BV                                        | Siemens Funding BV                                                | CUSIP: 82622RAB2<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1002498.00   | 0.64%             | 2028-05-26      | Variable      | 4.30%                 | Yes           |                  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        |    934026 | PA      | $936448.52    | 0.60%             | 2028-04-17      | Fixed         | 4.48%                 | Yes           |                  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      | $1253116.26   | 0.80%             | 2028-07-06      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Truist Bank                                               | Truist Bank                                                       | CUSIP: 89788JAG4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1251116.50   | 0.80%             | 2028-07-24      | Variable      | 4.42%                 | 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        |   1198484 | PA      | $1201003.91   | 0.77%             | 2028-01-18      | Fixed         | 4.37%                 | 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      | $1004383.99   | 0.64%             | 2027-09-01      | Fixed         | 4.68%                 | 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        |    698693 | PA      | $699205.12    | 0.45%             | 2028-10-16      | Fixed         | 4.19%                 | 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      | $1249983.94   | 0.80%             | 2028-08-18      | Variable      | 4.47%                 | Yes           |                  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      | $1001365.00   | 0.64%             | 2028-09-08      | Variable      | 4.45%                 | No            |                  2 | On Loan: No      |
| Equitable America Global Funding                          | Equitable America Global Funding                                  | CUSIP: 29446Q2D4<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1251244.66   | 0.80%             | 2027-09-15      | Variable      | 4.36%                 | 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        |   1252625 | PA      | $1252369.29   | 0.80%             | 2028-05-22      | Fixed         | 3.91%                 | Yes           |                  2 | On Loan: No      |
| Bank of Montreal                                          | Bank of Montreal                                                  | CUSIP: 06368MXW9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1001367.51   | 0.64%             | 2028-09-22      | Variable      | 4.43%                 | No            |                  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      | $999636.10    | 0.64%             | 2028-06-15      | Fixed         | 3.96%                 | Yes           |                  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        |   1226383 | PA      | $1225981.70   | 0.78%             | 2028-08-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| Porsche Financial Auto Securit                            | Porsche Financial Auto Securit                                    | CUSIP: 732911AB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    529150 | PA      | $529025.47    | 0.34%             | 2029-03-22      | Fixed         | 3.91%                 | Yes           |                  2 | On Loan: No      |
| Philip Morris International Inc                           | Philip Morris International Inc                                   | CUSIP: 718172EB1<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999962.15    | 0.64%             | 2028-10-27      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                      | Royal Bank of Canada                                              | CUSIP: 78017DAP3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1000515.28   | 0.64%             | 2028-11-03      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Private Bank NA                            | Morgan Stanley Private Bank NA                                    | CUSIP: 61776NZT3<br>LEI: 549300GS0W0TEUQS8571 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001656.24   | 0.64%             | 2028-11-17      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                | Pfizer Inc                                                        | CUSIP: 717081FC2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1754672.50   | 1.12%             | 2027-11-15      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp/NY                                   | Westpac Banking Corp/NY                                           | CUSIP: 96130AC71<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1250000 | PA      | $1250215.75   | 0.80%             | 2026-10-06      | Variable      | 3.93%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                   | National Bank of Canada                                           | CUSIP: 63307MED7<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | STIV             | CORP              | CA        |    592000 | PA      | $591205.65    | 0.38%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Bank of Montreal                                          | Bank of Montreal                                                  | CUSIP: 06368MC69<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $998185.49    | 0.64%             | 2027-12-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| CABOT TRAIL FUNDING LLC                                   | CABOT TRAIL FUNDING LLC                                           | CUSIP: 12710HEB0<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1295000 | PA      | $1293534.45   | 0.83%             |  |  |  | No            |                  2 | On Loan: No      |
| US 2YR NOTE (CBT) Jun26                                   | US 2YR NOTE (CBT) Jun26                                           | CUSIP: N/A<br>LEI: N/A                        | N/A              | DIR              |  | US        |         0 | NC      | $8285000.00   | 5.29%             |  |  |  | No            |                  1 | On Loan: No      |
| Toronto-Dominion Bank/The                                 | Toronto-Dominion Bank/The                                         | CUSIP: 89115KAK6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1250000 | PA      | $1241614.68   | 0.79%             | 2028-01-13      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                               | National Australia Bank Ltd                                       | CUSIP: 632525CN9<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   1250000 | PA      | $1250881.25   | 0.80%             | 2028-12-13      | Variable      | 4.18%                 | Yes           |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitizat                            | Hyundai Auto Lease Securitizat                                    | CUSIP: 448970AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1295000 | PA      | $1293259.78   | 0.83%             | 2028-05-15      | Fixed         | 3.85%                 | Yes           |                  2 | On Loan: No      |
| National Bank of Canada                                   | National Bank of Canada                                           | CUSIP: 63307A3L7<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   1250000 | PA      | $1249425.00   | 0.80%             | 2029-01-20      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Goldman Sachs Group Inc/The                               | Goldman Sachs Group Inc/The                                       | CUSIP: 38141GD76<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1247450.00   | 0.80%             | 2029-01-21      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| Salisbury Receivables Co LLC                              | Salisbury Receivables Co LLC                                      | CUSIP: 79490BF43<br>LEI: 549300HB2PGDP0V6U989 | Long             | STIV             | CORP              | US        |   1250000 | PA      | $1245375.88   | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                       | CNH Equipment Trust                                               | CUSIP: 189920AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1198161.24   | 0.76%             | 2029-06-15      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| PNC Financial Services Group Inc/The                      | PNC Financial Services Group Inc/The                              | CUSIP: 693475CH6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1249057.50   | 0.80%             | 2029-01-26      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| SOFI CONSUMER LOAN PROGRAM TRU                            | SOFI CONSUMER LOAN PROGRAM TRU                                    | CUSIP: 83408AAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1049337 | PA      | $1048336.91   | 0.67%             | 2035-12-26      | Fixed         | 4.06%                 | Yes           |                  2 | On Loan: No      |
| Citizens Bank NA/Providence RI                            | Citizens Bank NA/Providence RI                                    | CUSIP: 75524KSA3<br>LEI: DRMSV1Q0EKMEXLAU1P80 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1241315.05   | 0.79%             | 2029-01-29      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| BX 2021-LBA3 Mortgage Trust                               | BX 2021-LBA3 Mortgage Trust                                       | CUSIP: 05609PAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $999989.20    | 0.64%             | 2036-10-15      | Variable      | 4.46%                 | Yes           |                  2 | On Loan: No      |
| National Rural Utilities Cooperative Finance Corp         | National Rural Utilities Cooperative Finance Corp                 | CUSIP: 63743HGD8<br>LEI: 4NYF266XZC35SCTGX023 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1250300.00   | 0.80%             | 2027-08-09      | Variable      | 4.10%                 | No            |                  2 | On Loan: No      |
| American Express Co                                       | American Express Co                                               | CUSIP: 025816EQ8<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1251718.00   | 0.80%             | 2029-02-09      | Variable      | 4.26%                 | No            |                  2 | On Loan: No      |
| Sheffield Receivables Co LLC                              | Sheffield Receivables Co LLC                                      | CUSIP: 82124MEC0<br>LEI: 549300MYF6MOTU9T3G29 | Long             | STIV             | CORP              | US        |   2750000 | PA      | $2746592.75   | 1.75%             |  |  |  | No            |                  2 | On Loan: No      |
| Victory Receivables Corp                                  | Victory Receivables Corp                                          | CUSIP: 92646LE14<br>LEI: 549300D0F37QF0LP7F94 | Long             | STIV             | CORP              | US        |    950000 | PA      | $949903.01    | 0.61%             |  |  |  | No            |                  2 | On Loan: No      |
| Howmet Aerospace Inc                                      | Howmet Aerospace Inc                                              | CUSIP: 443201AF5<br>LEI: 549300HO5WFZUT5N2T22 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1236486.93   | 0.79%             | 2028-03-03      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                 | Archer-Daniels-Midland Co                                         | CUSIP: 03948HEC1<br>LEI: 549300LO13MQ9HYSTR83 | Long             | STIV             | CORP              | US        |    825000 | PA      | $823988.39    | 0.53%             |  |  |  | No            |                  2 | On Loan: No      |
| VW Credit Inc                                             | VW Credit Inc                                                     | CUSIP: 91842KFF8<br>LEI: 549300UUPJ2NXDB68M19 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $994698.10    | 0.63%             |  |  |  | No            |                  2 | On Loan: No      |
| Barton Capital SA                                         | Barton Capital SA                                                 | CUSIP: 06945MEN2<br>LEI: 549300KOFKIMD0C37W24 | Long             | STIV             | CORP              | LU        |   1500000 | PA      | $1496557.35   | 0.96%             |  |  |  | No            |                  2 | On Loan: No      |
| AbbVie Inc                                                | AbbVie Inc                                                        | CUSIP: 00287YEC9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1251787.50   | 0.80%             | 2028-03-03      | Variable      | 4.14%                 | No            |                  2 | On Loan: No      |
| Oncor Electric Delivery Co LLC                            | Oncor Electric Delivery Co LLC                                    | CUSIP: 68233JDB7<br>LEI: 549300SP2X2BS1KERD24 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003690.64   | 0.64%             | 2027-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Pure Grove Funding                                        | Pure Grove Funding                                                | CUSIP: 74625UEL3<br>LEI: 5493001D6K5CFMBUWV36 | Long             | STIV             | CORP              | CA        |   1250000 | PA      | $1247399.63   | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd                                        | Macquarie Bank Ltd                                                | CUSIP: 55607LG16<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | STIV             | CORP              | AU        |   1520000 | PA      | $1510036.70   | 0.96%             |  |  |  | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2026                               | John Deere Owner Trust 2026                                       | CUSIP: 47787DAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $998553.80    | 0.64%             | 2028-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Amazon.com Inc                                            | Amazon.com Inc                                                    | CUSIP: 023135DA1<br>LEI: ZXTILKJKG63JELOEG630 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1503112.50   | 0.96%             | 2029-03-13      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| Honeywell Aerospace Inc                                   | Honeywell Aerospace Inc                                           | CUSIP: 43849RAA3<br>LEI: 213800ZUAQRBYL67JS90 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1240692.34   | 0.79%             | 2028-03-16      | Fixed         | 3.90%                 | Yes           |                  2 | On Loan: No      |
| Thermo Fisher Scientific Inc                              | Thermo Fisher Scientific Inc                                      | CUSIP: 88355MFR3<br>LEI: HCHV7422L5HDJZCRFL38 | Long             | STIV             | CORP              | US        |   1500000 | PA      | $1490618.40   | 0.95%             |  |  |  | Yes           |                  2 | On Loan: No      |
| UBS AG/Stamford CT                                        | UBS AG/Stamford CT                                                | CUSIP: 90261AAF9<br>LEI: 254900R882POXXVAK772 | Long             | DBT              | CORP              | CH        |   1250000 | PA      | $1251719.31   | 0.80%             | 2029-03-16      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| United States Treasury Bill                               | United States Treasury Bill                                       | CUSIP: 912797UD7<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   4000000 | PA      | $3873145.56   | 2.47%             |  |  |  | No            |                  2 | On Loan: No      |
| Augusta SpinCo Corp                                       | Augusta SpinCo Corp                                               | CUSIP: 051473AB2<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1247959.36   | 0.80%             | 2027-09-23      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| Globe Life Inc                                            | Globe Life Inc                                                    | CUSIP: 37961NFG8<br>LEI: 5493001JFHKQOPP6XA71 | Long             | STIV             | CORP              | US        |   1900000 | PA      | $1890238.18   | 1.21%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Mizuho Bank Ltd/New York NY                               | Mizuho Bank Ltd/New York NY                                       | CUSIP: 60689GFA9<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | STIV             | CORP              | US        |    841000 | PA      | $837474.28    | 0.53%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Barton Capital SA                                         | Barton Capital SA                                                 | CUSIP: 06945MHU3<br>LEI: 549300KOFKIMD0C37W24 | Long             | STIV             | CORP              | LU        |   1500000 | PA      | $1480600.05   | 0.94%             |  |  |  | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                       | NextEra Energy Capital Holdings Inc                               | CUSIP: 65339NE75<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | STIV             | CORP              | US        |   1250000 | PA      | $1249032.63   | 0.80%             |  |  |  | Yes           |                  2 | On Loan: No      |
| SIMON PROPERTY GRP LP                                     | SIMON PROPERTY GRP LP                                             | CUSIP: 82880XEN6<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    625000 | PA      | $623457.13    | 0.40%             |  |  |  | No            |                  2 | On Loan: No      |
| Old Line Funding LLC                                      | Old Line Funding LLC                                              | CUSIP: 67983UK69<br>LEI: 5493004QSN8OZAIU2J90 | Long             | STIV             | CORP              | US        |   1250000 | PA      | $1228566.75   | 0.78%             |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                                   | Duke Energy Corporation                                           | CUSIP: 26244JE13<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    750000 | PA      | $749920.58    | 0.48%             |  |  |  | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2026-2 | GM Financial Consumer Automobile Receivables Trust 2026-2         | CUSIP: 380143AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1000891.20   | 0.64%             | 2029-05-16      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Metropolitan Life Global Funding I                        | Metropolitan Life Global Funding I                                | CUSIP: 592179KU8<br>LEI: 635400MMSOCXNNNZDZ82 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1498101.08   | 0.96%             | 2028-04-13      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Honeywell International Inc                               | Honeywell International Inc                                       | CUSIP: 43851UFS7<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | STIV             | CORP              | US        |   1250000 | PA      | $1242512.75   | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                  | TotalEnergies Capital SA                                          | CUSIP: 89152FGH2<br>LEI: 529900QI55ZLJVCMPA71 | Long             | STIV             | CORP              | FR        |    500000 | PA      | $495866.00    | 0.32%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Industries Commercial Finance Inc                  | Toyota Industries Commercial Finance Inc                          | CUSIP: 89232MET7<br>LEI: 54930085LCL2BOXUSV19 | Long             | STIV             | CORP              | US        |   1250000 | PA      | $1246482.38   | 0.80%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BP Capital Markets PLC                                    | BP Capital Markets PLC                                            | CUSIP: 05568UF92<br>LEI: 549300CRVT18MXX0AG93 | Long             | STIV             | CORP              | GB        |   1250000 | PA      | $1244717.63   | 0.79%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Toyota Auto Receivables 2026-B Owner Trust                | Toyota Auto Receivables 2026-B Owner Trust                        | CUSIP: 89240QAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1000178.60   | 0.64%             | 2029-02-15      | Fixed         | 4.04%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                          | Duke Energy Corp                                                  | CUSIP: 26244JE62<br>LEI: I1BZKREC126H0VB1BL91 | Long             | STIV             | CORP              | US        |    750000 | PA      | $749521.58    | 0.48%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Simon Property Group LP                                   | Simon Property Group LP                                           | CUSIP: 82880XEM8<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $997645.10    | 0.64%             |  |  |  | Yes           |                  2 | On Loan: No      |
| MARSH & MCLENNAN CO INC                                   | MARSH & MCLENNAN CO INC                                           | CUSIP: 57174WE70<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1500000 | PA      | $1498842.15   | 0.96%             |  |  |  | No            |                  2 | On Loan: No      |
| RTX Corp                                                  | RTX Corp                                                          | CUSIP: 78109GFR6<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | STIV             | CORP              | US        |   1250000 | PA      | $1242182.00   | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| American Electric Power Co Inc                            | American Electric Power Co Inc                                    | CUSIP: 0255E3EK0<br>LEI: 1B4S6S7G0TW5EE83BO58 | Long             | STIV             | CORP              | US        |   1500000 | PA      | $1496811.60   | 0.96%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust 2021-BXMF                                        | BX Trust 2021-BXMF                                                | CUSIP: 05609RAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1432451 | PA      | $1432142.07   | 0.91%             | 2026-10-15      | Variable      | 4.41%                 | Yes           |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                          | Bank of New York Mellon Corp/The                                  | CUSIP: RPES1D4L1<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | RA               | CORP              | US        |    510000 | PA      | $510000.00    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-04-30

**Name of Applicant:** Nushares ETF Trust

**Signature:** Gina Spunder

**Name of Signer:** Gina Spunder

**Title:** Director, Fund Financial Reporting