# EDGAR Filing Document

**Accession Number:** 0001635073
**File Stem:** 0001635073-26-000168
**Filing Date:** 2026-3
**Character Count:** 73874
**Document Hash:** 1f53fa261a96b1ebb7be13f987db62c6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001635073-26-000168.hdr.sgml**: 20260325

**ACCESSION NUMBER**: 0001635073-26-000168

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260325

**DATE AS OF CHANGE**: 20260325

**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:** 26788977

**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:** 2026-01-31

**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:** $156337948.00

**Total Liabilities:** $23869.00

**Net Assets:** $156314079.00

**Cash Not Reported:** $22582.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -945.36000000 | **1-Year:** -8311.60000000 | **5-Year:** -2617.40000000 | **10-Year:** -124.19000000 | **30-Year:** 0.00000000

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

- **3-Month:** -334.91000000 | **1-Year:** -55.57000000 | **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 | 0.36%                | 0.39%                | 0.36%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $19025.63                | $-8445.74                                  |
| Month 2  | $-15942.13               | $28484.69                                  |
| Month 3  | $-32362.45               | $51256.83                                  |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| RENAISSANCERE FINANCE                                     | RenaissanceRe Finance Inc                                         | CUSIP: 75973QAA5<br>LEI: 54930048ETFU7B0OJ457 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1241687.79   | 0.79%             | 2027-07-01      | Fixed         | 3.45%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                | Zimmer Biomet Holdings Inc                                        | CUSIP: 98956PBA9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1008251.91   | 0.65%             | 2027-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| American Express Co                                       | American Express Co                                               | CUSIP: 025816DS5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1520785.00   | 0.97%             | 2027-04-23      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                           | Philip Morris International Inc                                   | CUSIP: 718172DF3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1262182.68   | 0.81%             | 2027-02-12      | Fixed         | 4.75%                 | 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      | $1281474.76   | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                    | Roper Technologies Inc                                            | CUSIP: 776743AD8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1249055.84   | 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        |    152799 | PA      | $152826.74    | 0.10%             | 2027-01-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Sheffield Receivables Co LLC                              | Sheffield Receivables Co LLC                                      | CUSIP: 82124MB90<br>LEI: 549300MYF6MOTU9T3G29 | Long             | STIV             | CORP              | US        |   1265000 | PA      | $1263699.71   | 0.81%             |  |  |  | Yes           |                  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        |     35994 | PA      | $36000.45     | 0.02%             | 2027-01-20      | Variable      | 4.22%                 | Yes           |                  2 | On Loan: No      |
| National Bank of Canada                                   | National Bank of Canada                                           | CUSIP: 63307A3L7<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | DBT              | CORP              | CA        |   1250000 | PA      | $1251937.50   | 0.80%             | 2029-01-20      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| Westpac Banking Corp/NY                                   | Westpac Banking Corp/NY                                           | CUSIP: 96130AC71<br>LEI: EN5TNI6CI43VEPAMHL14 | Long             | DBT              | CORP              | AU        |   1250000 | PA      | $1250545.50   | 0.80%             | 2026-10-06      | Variable      | 3.95%                 | No            |                  2 | On Loan: No      |
| CVS HEALTH CORP                                           | CVS Health Corp                                                   | CUSIP: 126650DS6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1275284.95   | 0.82%             | 2026-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                       | Caterpillar Financial Services Corp                               | CUSIP: 14913UAP5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1415325.26   | 0.91%             | 2026-10-16      | Variable      | 4.36%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                           | DTE Electric Co                                                   | CUSIP: 23338VAW6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    325000 | PA      | $327295.18    | 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      | $1000596.29   | 0.64%             | 2028-04-12      | Variable      | 4.39%                 | 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        |    169563 | PA      | $167848.15    | 0.11%             | 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      | $756545.45    | 0.48%             | 2028-01-10      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                       | NextEra Energy Capital Holdings Inc                               | CUSIP: 65339NBL7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | STIV             | CORP              | US        |    500000 | PA      | $498881.50    | 0.32%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CABOT TRAIL FUNDING LLC                                   | CABOT TRAIL FUNDING LLC                                           | CUSIP: 12710HCR7<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1250000 | PA      | $1242998.75   | 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      | $395251.90    | 0.25%             | 2026-04-02      | Variable      | 4.23%                 | Yes           |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                       | American Tower Corp                                               | CUSIP: 03027XAJ9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1249921.28   | 0.80%             | 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      | $998384.48    | 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      | $2063493.32   | 1.32%             | 2026-07-20      | Variable      | 4.75%                 | 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      | $999001.92    | 0.64%             | 2027-04-02      | Variable      | 4.35%                 | Yes           |                  2 | On Loan: No      |
| INTEL CORP                                                | Intel Corp                                                        | CUSIP: 458140CD0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1320079.15   | 0.84%             | 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      | $1008370.41   | 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      | $282787.60    | 0.18%             | 2049-08-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                   | National Bank of Canada                                           | CUSIP: 63307MB32<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | STIV             | CORP              | CA        |   1000000 | PA      | $999593.80    | 0.64%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Barton Capital SA                                         | Barton Capital SA                                                 | CUSIP: 06945MBJ4<br>LEI: 549300KOFKIMD0C37W24 | Long             | STIV             | CORP              | LU        |   1250000 | PA      | $1247548.38   | 0.80%             |  |  |  | Yes           |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                       | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1495926.18   | 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        |    166438 | PA      | $166511.37    | 0.11%             | 2027-08-15      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp                              | Fixed Income Clearing Corp                                        | CUSIP: RPES128Y3<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | RA               | CORP              | US        |    120000 | PA      | $120000.00    | 0.08%             |  |  |  | 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      | $1301893.91   | 0.83%             | 2028-08-15      | Fixed         | 3.89%                 | No            |                  2 | On Loan: No      |
| KROGER CO                                                 | Kroger Co/The                                                     | CUSIP: 501044DE8<br>LEI: 6CPEOKI6OYJ13Q6O7870 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1238861.31   | 0.79%             | 2026-10-15      | Fixed         | 2.65%                 | 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      | $999119.00    | 0.64%             | 2036-10-15      | Variable      | 4.48%                 | Yes           |                  2 | On Loan: No      |
| ALLSTATE CORP                                             | Allstate Corp/The                                                 | CUSIP: 020002BD2<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $994558.99    | 0.64%             | 2026-12-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| US TREASURY N/B                                           | United States Treasury Note/Bond                                  | CUSIP: 91282CHU8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |    550000 | PA      | $552092.58    | 0.35%             | 2026-08-15      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                          | Bank of Montreal                                                  | CUSIP: 06368MC69<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1001252.86   | 0.64%             | 2027-12-15      | Fixed         | 4.10%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                          | United States Treasury Note/Bond                                  | CUSIP: 91282CJK8<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   1345000 | PA      | $1355329.18   | 0.87%             | 2026-11-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                              | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1498415.93   | 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        |     21658 | PA      | $21550.69     | 0.01%             | 2050-10-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| DLLMT 2024-1 LLC                                          | DLLMT 2024-1 LLC                                                  | CUSIP: 23347AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     60024 | PA      | $60132.40     | 0.04%             | 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        |    143698 | PA      | $143727.60    | 0.09%             | 2027-01-20      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                           | McDonald's Corp                                                   | CUSIP: 58013MFB5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1245667.86   | 0.80%             | 2027-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Bank                                                      | BANK 2017-BNK6                                                    | CUSIP: 060352AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     67568 | PA      | $67329.03     | 0.04%             | 2060-07-15      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                          | Duke Energy Corp                                                  | CUSIP: 26244JCP2<br>LEI: I1BZKREC126H0VB1BL91 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $994536.10    | 0.64%             |  |  |  | No            |                  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      | $1011442.14   | 0.65%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Archer-Daniels-Midland Co                                 | Archer-Daniels-Midland Co                                         | CUSIP: 03948HCG4<br>LEI: 549300LO13MQ9HYSTR83 | Long             | STIV             | CORP              | US        |   1250000 | PA      | $1244211.00   | 0.80%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                      | Keurig Dr Pepper Inc                                              | CUSIP: 49271VAY6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1250568.75   | 0.80%             | 2026-11-15      | Variable      | 4.37%                 | No            |                  2 | On Loan: No      |
| Sheffield Receivables Co LLC                              | Sheffield Receivables Co LLC                                      | CUSIP: 82124MBB5<br>LEI: 549300MYF6MOTU9T3G29 | Long             | STIV             | CORP              | US        |   1500000 | PA      | $1498146.45   | 0.96%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Atlantic Asset Securitization LLC                         | Atlantic Asset Securitization LLC                                 | CUSIP: 04821UBH4<br>LEI: 549300BUNY5BIX4CVW20 | Long             | STIV             | CORP              | US        |   1250000 | PA      | $1247678.75   | 0.80%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Globe Life Inc                                            | Globe Life Inc                                                    | CUSIP: 37961ND88<br>LEI: 5493001JFHKQOPP6XA71 | Long             | STIV             | CORP              | US        |   1430000 | PA      | $1419501.66   | 0.91%             |  |  |  | Yes           |                  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        |     19108 | PA      | $19110.30     | 0.01%             | 2027-05-17      | Variable      | 4.08%                 | No            |                  2 | On Loan: No      |
| McDonald's Corp                                           | McDonald's Corp                                                   | CUSIP: 58013NBC5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | STIV             | CORP              | US        |   1250000 | PA      | $1248275.50   | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                       | NextEra Energy Capital Holdings Inc                               | CUSIP: 65339NC69<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | STIV             | CORP              | US        |   1250000 | PA      | $1245303.00   | 0.80%             |  |  |  | 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        |     79030 | PA      | $78892.01     | 0.05%             | 2059-03-15      | Fixed         | 3.43%                 | 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      | $1049877.89   | 0.67%             | 2036-10-15      | Variable      | 4.77%                 | 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      | $1500864.90   | 0.96%             | 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      | $812122.20    | 0.52%             | 2026-10-05      | Variable      | 4.39%                 | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                       | Otis Worldwide Corp                                               | CUSIP: 68902VAJ6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $980960.63    | 0.63%             | 2027-04-05      | Fixed         | 2.29%                 | 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        |     68629 | PA      | $68315.72     | 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        |     48236 | PA      | $48253.23     | 0.03%             | 2028-01-18      | Variable      | 4.18%                 | 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      | $1251237.34   | 0.80%             | 2028-08-18      | Variable      | 4.59%                 | Yes           |                  2 | On Loan: No      |
| SYSCO CORPORATION                                         | Sysco Corp                                                        | CUSIP: 871829BC0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $997239.91    | 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      | $1394705.56   | 0.89%             | 2026-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Duke Energy Corporation                                   | Duke Energy Corporation                                           | CUSIP: 26244JB40<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1500000 | PA      | $1499232.45   | 0.96%             |  |  |  | No            |                  2 | On Loan: No      |
| BX Trust                                                  | BX Commercial Mortgage Trust                                      | CUSIP: 12434FAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1495397 | PA      | $1495725.92   | 0.96%             | 2038-12-15      | Variable      | 4.72%                 | Yes           |                  2 | On Loan: No      |
| Barton Capital SA                                         | Barton Capital SA                                                 | CUSIP: 06945MC61<br>LEI: 549300KOFKIMD0C37W24 | Long             | STIV             | CORP              | LU        |   1250000 | PA      | $1245463.00   | 0.80%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Salisbury Receivables Co LLC                              | Salisbury Receivables Co LLC                                      | CUSIP: 79490BB96<br>LEI: 549300HB2PGDP0V6U989 | Long             | STIV             | CORP              | US        |   1160000 | PA      | $1158808.91   | 0.74%             |  |  |  | Yes           |                  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      | $901468.44    | 0.58%             | 2028-10-16      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| MassMutual Global Funding II                              | MassMutual Global Funding II                                      | CUSIP: 57629TBS5<br>LEI: 549300K1IE3K7YU6VG29 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1291603.15   | 0.83%             | 2027-04-09      | Variable      | 4.41%                 | Yes           |                  2 | On Loan: No      |
| RTX CORP                                                  | RTX Corp                                                          | CUSIP: 913017CH0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $991557.04    | 0.63%             | 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        |      4290 | PA      | $4290.13      | 0.00%             | 2027-02-22      | Variable      | 4.14%                 | 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      | $1725905.33   | 1.10%             | 2026-03-13      | Fixed         | 4.45%                 | No            |                  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      | $240090.62    | 0.15%             | 2039-03-15      | Variable      | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Equitable America Global Funding                          | Equitable America Global Funding                                  | CUSIP: 29446Q2D4<br>LEI: 98450066CCBIACF06694 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1251968.75   | 0.80%             | 2027-09-15      | Variable      | 4.39%                 | Yes           |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES LUX                                    | Trane Technologies Financing Ltd                                  | CUSIP: 456873AE8<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |   1525000 | PA      | $1524170.64   | 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      | $1283252.64   | 0.82%             | 2027-09-16      | Variable      | 4.50%                 | 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      | $298151.79    | 0.19%             | 2049-11-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Healthpeak OP LLC                                         | Healthpeak OP LLC                                                 | CUSIP: 42250RBB4<br>LEI: PZ9HF5U52KPF0MH0QN75 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $998723.50    | 0.64%             |  |  |  | Yes           |                  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        |    681071 | PA      | $682202.02    | 0.44%             | 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      | $1717259.41   | 1.10%             | 2026-07-15      | Fixed         | 2.95%                 | No            |                  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      | $1251946.94   | 0.80%             | 2029-01-29      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| Mizuho Bank Ltd/New York NY                               | Mizuho Bank Ltd/New York NY                                       | CUSIP: 60689GDT0<br>LEI: RB0PEZSDGCO3JS6CEU02 | Long             | STIV             | CORP              | US        |    250000 | PA      | $247752.13    | 0.16%             |  |  |  | Yes           |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                       | Carrier Global Corp                                               | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $986079.34    | 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      | $1293735.84   | 0.83%             | 2026-08-07      | Variable      | 4.58%                 | No            |                  2 | On Loan: No      |
| National Australia Bank Ltd                               | National Australia Bank Ltd                                       | CUSIP: 632525CN9<br>LEI: F8SB4JFBSYQFRQEH3Z21 | Long             | DBT              | CORP              | AU        |   1250000 | PA      | $1250755.00   | 0.80%             | 2028-12-13      | Variable      | 4.19%                 | Yes           |                  2 | On Loan: No      |
| Bank of Montreal                                          | Bank of Montreal                                                  | CUSIP: 06368L8M1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1410000 | PA      | $1413597.02   | 0.90%             | 2027-09-10      | Variable      | 5.74%                 | No            |                  2 | On Loan: No      |
| Siemens Funding BV                                        | Siemens Funding BV                                                | CUSIP: 82622RAB2<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |   1000000 | PA      | $1004771.00   | 0.64%             | 2028-05-26      | Variable      | 4.39%                 | Yes           |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                       | Charles Schwab Corp/The                                           | CUSIP: 808513BF1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   2085000 | PA      | $2078851.06   | 1.33%             | 2026-03-11      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Pure Grove Funding                                        | Pure Grove Funding                                                | CUSIP: 74625UB44<br>LEI: 5493001D6K5CFMBUWV36 | Long             | STIV             | CORP              | CA        |    780000 | PA      | $779600.87    | 0.50%             |  |  |  | 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        |    915677 | PA      | $914950.82    | 0.59%             | 2039-02-15      | Variable      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                          | BAT Capital Corp                                                  | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $993639.13    | 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      | $1242053.46   | 0.79%             | 2027-03-24      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                       | CNH Equipment Trust                                               | CUSIP: 189920AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1200000 | PA      | $1203105.72   | 0.77%             | 2029-06-15      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| Danske Corp                                               | Danske Corp                                                       | CUSIP: 23636RB60<br>LEI: N/A                  | Long             | STIV             | CORP              | DK        |    995000 | PA      | $994286.09    | 0.64%             |  |  |  | No            |                  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      | $1558646.55   | 1.00%             | 2027-04-26      | Fixed         | 4.95%                 | 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      | $1251712.50   | 0.80%             | 2029-01-26      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                         | L3Harris Technologies Inc                                         | CUSIP: 502431AL3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $999188.18    | 0.64%             | 2026-12-15      | Fixed         | 3.85%                 | 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      | $1250027.50   | 0.80%             | 2029-01-21      | Variable      | 4.40%                 | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                       | Gilead Sciences Inc                                               | CUSIP: 375558BM4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1239086.38   | 0.79%             | 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      | $1004666.91   | 0.64%             | 2027-11-08      | Variable      | 4.51%                 | 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        |    168739 | PA      | $168246.21    | 0.11%             | 2050-02-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| National Bank of Canada                                   | National Bank of Canada                                           | CUSIP: 63307MED7<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | STIV             | CORP              | CA        |    592000 | PA      | $585728.23    | 0.37%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BROADCOM INC                                              | Broadcom Inc                                                      | CUSIP: 11135FAN1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $997983.87    | 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        |    361191 | PA      | $361326.29    | 0.23%             | 2027-12-15      | Variable      | 4.16%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                          | ERP Operating LP                                                  | CUSIP: 26884ABF9<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $992453.36    | 0.63%             | 2026-11-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                               | Honeywell International Inc                                       | CUSIP: 43851UBH5<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $998127.40    | 0.64%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Pure Grove Funding                                        | Pure Grove Funding                                                | CUSIP: 74625UBR3<br>LEI: 5493001D6K5CFMBUWV36 | Long             | STIV             | CORP              | CA        |    250000 | PA      | $249327.30    | 0.16%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Citibank NA                                               | Citibank NA                                                       | CUSIP: 17325FBE7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1275854.25   | 0.82%             | 2026-04-30      | Variable      | 4.26%                 | 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        |    187873 | PA      | $187918.64    | 0.12%             | 2027-10-18      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Macquarie Bank Ltd                                        | Macquarie Bank Ltd                                                | CUSIP: 55607LDT8<br>LEI: 4ZHCHI4KYZG2WVRT8631 | Long             | STIV             | CORP              | AU        |   1250000 | PA      | $1238806.25   | 0.79%             |  |  |  | No            |                  2 | On Loan: No      |
| Pfizer Inc                                                | Pfizer Inc                                                        | CUSIP: 717081FC2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   1750000 | PA      | $1756954.12   | 1.12%             | 2027-11-15      | Variable      | 4.27%                 | 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        |      5045 | PA      | $5045.16      | 0.00%             | 2027-02-15      | Variable      | 4.11%                 | 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        |   1250000 | PA      | $1254179.75   | 0.80%             | 2035-12-26      | Fixed         | 4.06%                 | Yes           |                  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        |       225 | PA      | $224.50       | 0.00%             | 2049-03-15      | Fixed         | 3.59%                 | 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      | $1002740.00   | 0.64%             | 2028-11-17      | Variable      | 4.56%                 | 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        |      9021 | PA      | $9021.73      | 0.01%             | 2027-10-15      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Holdings SAS                                | TotalEnergies Holdings SAS                                        | CUSIP: 89152FBJ3<br>LEI: 529900OOXML0YNVAU562 | Long             | STIV             | CORP              | FR        |   1000000 | PA      | $998046.80    | 0.64%             |  |  |  | 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      | $1002068.43   | 0.64%             | 2028-09-08      | Variable      | 4.51%                 | No            |                  2 | On Loan: No      |
| EQUINIX INC                                               | Equinix Inc                                                       | CUSIP: 29444UBD7<br>LEI: 549300EVUN2BTLJ3GT74 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1239670.76   | 0.79%             | 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      | $1002995.03   | 0.64%             | 2026-12-17      | Variable      | 4.30%                 | No            |                  2 | On Loan: No      |
| SUMITOMO MITSUI TRUST NY                                  | SUMITOMO MITSUI TRUST NY                                          | CUSIP: 86563HDE7<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1500000 | PA      | $1488500.40   | 0.95%             |  |  |  | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                      | Royal Bank of Canada                                              | CUSIP: 78017DAP3<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1000793.00   | 0.64%             | 2028-11-03      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                            | Air Lease Corp                                                    | CUSIP: 00912XAV6<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $991880.26    | 0.63%             | 2027-04-01      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                   | John Deere Capital Corp                                           | CUSIP: 24422EYA1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004249.08   | 0.64%             | 2028-03-06      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                       | Caterpillar Financial Services Corp                               | CUSIP: 14913UAM2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    720000 | PA      | $723663.40    | 0.46%             | 2027-05-14      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                  | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    750000 | PA      | $747988.55    | 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      | $1253812.50   | 0.80%             | 2028-07-24      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                  | Duke Energy Progress LLC                                          | CUSIP: 26442UAT1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1258757.89   | 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      | $1253726.54   | 0.80%             | 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        |    436347 | PA      | $431043.73    | 0.28%             | 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      | $1005507.60   | 0.64%             | 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      | $1012118.96   | 0.65%             | 2027-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                 | Toronto-Dominion Bank/The                                         | CUSIP: 89115KAK6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1250000 | PA      | $1250431.86   | 0.80%             | 2028-01-13      | Fixed         | 3.91%                 | 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        |    263240 | PA      | $263545.37    | 0.17%             | 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      | $1192750.67   | 0.76%             | 2038-10-15      | Variable      | 4.70%                 | Yes           |                  2 | On Loan: No      |
| Mars Inc                                                  | Mars Inc                                                          | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1007340.63   | 0.64%             | 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        |     32400 | PA      | $32355.77     | 0.02%             | 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      | $1004895.52   | 0.64%             | 2027-10-22      | Variable      | 4.31%                 | No            |                  2 | On Loan: No      |
| Salisbury Receivables Co LLC                              | Salisbury Receivables Co LLC                                      | CUSIP: 79490BF43<br>LEI: 549300HB2PGDP0V6U989 | Long             | STIV             | CORP              | US        |   1250000 | PA      | $1233825.25   | 0.79%             |  |  |  | No            |                  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        |      2301 | PA      | $2303.54      | 0.00%             | 2027-09-27      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Banco Santander SA                                        | Banco Santander SA                                                | CUSIP: 05970UB98<br>LEI: 5493006QMFDDMYWIAM13 | Long             | STIV             | CORP              | ES        |   1250000 | PA      | $1248708.25   | 0.80%             |  |  |  | No            |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co                                               | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1668000 | PA      | $1693942.10   | 1.08%             | 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      | $700930.86    | 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      | $998701.99    | 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        |    204052 | PA      | $204130.56    | 0.13%             | 2028-02-18      | Variable      | 4.13%                 | 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        |    261700 | PA      | $261805.12    | 0.17%             | 2027-09-15      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                          | Bank of Montreal                                                  | CUSIP: 06368MXW9<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1001688.27   | 0.64%             | 2028-09-22      | Variable      | 4.43%                 | 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      | $751053.12    | 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        |   1215554 | PA      | $1216360.18   | 0.78%             | 2028-08-15      | Variable      | 4.18%                 | 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        |     42552 | PA      | $42557.21     | 0.03%             | 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        |     24972 | PA      | $24975.67     | 0.02%             | 2026-12-21      | Variable      | 4.17%                 | 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        |     10956 | PA      | $10926.11     | 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        |   1379243 | PA      | $1384206.03   | 0.89%             | 2028-01-18      | Fixed         | 4.37%                 | 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      | $1296062.42   | 0.83%             | 2028-05-15      | Fixed         | 4.18%                 | Yes           |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                   | O'Reilly Automotive Inc                                           | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1012571.10   | 0.65%             | 2026-11-20      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Corebridge Global Funding                                 | Corebridge Global Funding                                         | CUSIP: 00138CBE7<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |    750000 | PA      | $750147.77    | 0.48%             | 2028-01-07      | Variable      | 4.42%                 | 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        |     78762 | PA      | $78773.33     | 0.05%             | 2027-01-20      | Variable      | 4.29%                 | 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        |     80137 | PA      | $80330.76     | 0.05%             | 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        |    812678 | PA      | $813262.37    | 0.52%             | 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      | $1008007.87   | 0.64%             | 2027-03-20      | Fixed         | 4.50%                 | Yes           |                  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        |    200352 | PA      | $200584.06    | 0.13%             | 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      | $1001688.30   | 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      | $1277023.90   | 0.82%             | 2026-07-15      | Variable      | 4.17%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                  | Toyota Motor Credit Corp                                          | CUSIP: 89236TME2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1065904.13   | 0.68%             | 2026-05-15      | Variable      | 4.24%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                       | COMM 2016-CR28 Mortgage Trust                                     | CUSIP: 12593YBF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    113534 | PA      | $113529.76    | 0.07%             | 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      | $1018978.95   | 0.65%             | 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      | $1003417.14   | 0.64%             | 2028-10-27      | Variable      | 4.33%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-01-31

**Name of Applicant:** Nushares ETF Trust

**Signature:** Gina Spunder

**Name of Signer:** Gina Spunder

**Title:** Director, Fund Financial Reporting