# EDGAR Filing Document

**Accession Number:** 0001506001
**File Stem:** 0001410368-26-040115
**Filing Date:** 2026-4
**Character Count:** 79059
**Document Hash:** 94f98696dc5cec8342bed88cd1b81354
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001410368-26-040115.hdr.sgml**: 20260424

**ACCESSION NUMBER**: 0001410368-26-040115

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260228

**FILED AS OF DATE**: 20260424

**DATE AS OF CHANGE**: 20260424

**PERIOD START**: 20260831

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Neuberger Berman ETF Trust
- **CENTRAL INDEX KEY:** 0001506001

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** DE
- **FISCAL YEAR END:** 0831

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23761
- **FILM NUMBER:** 26892161

**BUSINESS ADDRESS:**
- **STREET 1:** 1290 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10104
- **BUSINESS PHONE:** 212-476-8800

**MAIL ADDRESS:**
- **STREET 1:** 1290 AVENUE OF THE AMERICAS
- **CITY:** NEW YORK
- **STATE:** NY
- **ZIP:** 10104

## Series and Classes Contracts Data

### Neuberger Commodity Strategy ETF (Series ID: S000077468)

| Class ID   | Class Name                       | Ticker Symbol   |
|:---|:---|:---|
| C000237927 | Neuberger Commodity Strategy ETF | NBCM            |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Neuberger Berman ETF Trust

- **b. Investment Company Act file number:** 811-23761

- **c. CIK number of Registrant:** 0001506001

- **d. LEI of Registrant:** 549300GPREY1N686GS02

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

  - **Street Address 1:** 1290 AVENUE OF THE AMERICAS

  - **City:** NEW YORK

  - **State:** NY

  - **Foreign country:** US

  - **Zip / Postal Code:** 10104

  - **Telephone number:** 877-628-2583

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

- **a. Name of Series:** Neuberger Commodity Strategy ETF

- **b. EDGAR series identifier (if any):** S000077468

- **c. LEI of Series:** 549300V8U0N6WG002P89

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

- **a. Date of fiscal year-end:** 2026-08-31

- **b. Date as of which information is reported:** 2026-02-28

**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:** $352706663.58

**Total Liabilities:** $7110806.96

**Net Assets:** $345595856.62

**Delayed Delivery Securities:** $6895000.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -948.00000000 | **1-Year:** -51270.00000000 | **5-Year:** -4993.00000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **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 C000237927 | 0.40%                | 8.14%                | 2.82%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $31774.71                | $-10091.22                                 |
| Month 2  | $4971.59                 | $16218.82                                  |
| Month 3  | $28127.29                | $-56762.38                                 |

**Designated Index Information**

- **Index Name:** Bloomberg Commodity Total Rtn Idx

- **Index Identifier:** BCOMTR

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Toyota Auto Receivables Owner Trust                    | Toyota Auto Receivables 2025-A Owner Trust                    | CUSIP: 89240JAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    632446 | PA      | $633290.94    | 0.18%             | 2027-11-15      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | NY HARB ULSD FUT APR26                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       126 | NC      | $1332169.88   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | GOLD 100 OZ FUTR APR26                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       130 | NC      | $9398227.32   | 2.72%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Credit Auto Owner Trust                           | Ford Credit Auto Owner Trust 2025-A                           | CUSIP: 34535KAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1081419 | PA      | $1084006.87   | 0.31%             | 2027-12-15      | Fixed         | 4.47%                 | No            |                  2 | On Loan: No      |
| ABBVIE INC                                             | AbbVie Inc                                                    | CUSIP: 00287YEC9<br>LEI: FR5LCKFTG8054YNNRU85 | Long             | DBT              | CORP              | US        |   1785000 | PA      | $1788641.40   | 0.52%             | 2028-03-03      | Floating      | 4.17%                 | No            |                  2 | On Loan: No      |
| CATERPILLAR FINL SERVICE                               | Caterpillar Financial Services Corp                           | CUSIP: 14913UAM2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   2915000 | PA      | $2926267.90   | 0.85%             | 2027-05-14      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| PAYPAL HOLDINGS INC                                    | PayPal Holdings Inc                                           | CUSIP: 70450YAR4<br>LEI: 5493005X2GO78EFZ3E94 | Long             | DBT              | CORP              | US        |   1875000 | PA      | $1879545.00   | 0.54%             | 2028-03-06      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |
| USAA Auto Owner Trust                                  | USAA Auto Owner Trust 2025-A                                  | CUSIP: 90327HAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1509000 | PA      | $1509860.58   | 0.44%             | 2028-03-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| COREBRIDGE GLOB FUNDING                                | Corebridge Global Funding                                     | CUSIP: 00138CAW8<br>LEI: 54930057MDZ7KOVOTV71 | Long             | DBT              | CORP              | US        |   2190000 | PA      | $2200794.55   | 0.64%             | 2026-09-25      | Floating      | 4.99%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                                | BMW Vehicle Lease Trust 2025-1                                | CUSIP: 096912AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    493242 | PA      | $494774.19    | 0.14%             | 2027-09-27      | Fixed         | 4.43%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                        | Chevron USA Inc                                               | CUSIP: 166756BA3<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   2350000 | PA      | $2355195.85   | 0.68%             | 2027-02-26      | Floating      | 4.05%                 | No            |                  2 | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                   | CUSIP: 68389XCX1<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   1070000 | PA      | $1058672.98   | 0.31%             | 2028-08-03      | Floating      | 4.44%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Lease Trust                            | Volkswagen Auto Lease Trust 2025-B                            | CUSIP: 92868BAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1277000 | PA      | $1278073.57   | 0.37%             | 2028-04-20      | Fixed         | 3.97%                 | No            |                  2 | On Loan: No      |
| Verizon Master Trust                                   | Verizon Master Trust                                          | CUSIP: 92348KCR2<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |   1113000 | PA      | $1114917.59   | 0.32%             | 2030-04-22      | Floating      | 4.24%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                         | Hyundai Auto Receivables Trust 2025-D                         | CUSIP: 44891XAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1705000 | PA      | $1709539.56   | 0.49%             | 2028-11-15      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | LME PRI ALUM FUTR MAR26                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |      -197 | NC      | $-345906.54   | -0.10%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | COTTON NO.2 FUTR DEC26                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        67 | NC      | $31599.23     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ENTERPRISE PRODUCTS OPER                               | Enterprise Products Operating LLC                             | CUSIP: 29379VCE1<br>LEI: 5493004LGN656HWLDA30 | Long             | DBT              | CORP              | US        |   3445000 | PA      | $3467416.13   | 1.00%             | 2027-01-11      | Fixed         | 4.60%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                | John Deere Capital Corp                                       | CUSIP: 24422EYB9<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1620000 | PA      | $1621364.04   | 0.47%             | 2027-01-05      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                     | Honda Auto Receivables 2025-3 Owner Trust                     | CUSIP: 43813QAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2081000 | PA      | $2085622.94   | 0.60%             | 2028-03-21      | Fixed         | 4.19%                 | No            |                  2 | On Loan: No      |
| DLLAA LLC                                              | DLLAA 2025-1 LLC                                              | CUSIP: 233249AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    175719 | PA      | $176310.14    | 0.05%             | 2027-10-20      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| GM Financial Securitized Term Auto Receivables Tr      | Gm Financial Consumer Automobile Receivables Trust 2025-3     | CUSIP: 379957AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    759366 | PA      | $761008.05    | 0.22%             | 2028-06-16      | Fixed         | 4.32%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust                                 | John Deere Owner Trust 2025-B                                 | CUSIP: 47800UAB2<br>LEI: 549300MS3JZB0OWONQ39 | Long             | ABS-O            | CORP              | US        |    909000 | PA      | $911279.68    | 0.26%             | 2028-07-17      | Fixed         | 4.28%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                 | Morgan Stanley Bank NA                                        | CUSIP: 61690U8C7<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   5940000 | PA      | $5962181.21   | 1.73%             | 2028-05-26      | Floating      | 4.55%                 | No            |                  2 | On Loan: No      |
| MASTERCARD INC                                         | Mastercard Inc                                                | CUSIP: 57636QBE3<br>LEI: AR5L2ODV9HN37376R084 | Long             | DBT              | CORP              | US        |    755000 | PA      | $759033.66    | 0.22%             | 2028-03-15      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Lease Trust                           | Ford Credit Auto Lease Trust 2026-A                           | CUSIP: 345276AB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    283000 | PA      | $283277.79    | 0.08%             | 2028-08-15      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | SILVER FUTURE MAY26                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        33 | NC      | $2308739.61   | 0.67%             |  |  |  | No            |                  1 | On Loan: No      |
| CATERPILLAR FINL SERVICE                               | Caterpillar Financial Services Corp                           | CUSIP: 14913UBE9<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   2845000 | PA      | $2858272.92   | 0.83%             | 2028-11-14      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| GENERAL MOTORS FINL CO                                 | General Motors Financial Co Inc                               | CUSIP: 37045XEF9<br>LEI: 5493008B6JBRUJ90QL97 | Long             | DBT              | CORP              | US        |   2185000 | PA      | $2187353.97   | 0.63%             | 2026-04-06      | Fixed         | 5.40%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | GASOLINE RBOB FUT JUL26                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       162 | NC      | $1693949.94   | 0.49%             |  |  |  | No            |                  1 | On Loan: No      |
| SFS Auto Receivables Securitization Trust              | SFS Auto Receivables Securitization Trust 2026-1              | CUSIP: 81885FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    665000 | PA      | $665414.36    | 0.19%             | 2029-08-20      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                | John Deere Capital Corp                                       | CUSIP: 24422EXL8<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   3035000 | PA      | $3035104.98   | 0.88%             | 2026-03-06      | Floating      | 4.16%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | RAPESEED EURO MAY26                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | FR        |        38 | NC      | $31331.88     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC BANK NA                                            | PNC Bank NA                                                   | CUSIP: 69353RGA0<br>LEI: AD6GFRVSDT01YPT1CS68 | Long             | DBT              | CORP              | US        |   3775000 | PA      | $3781908.25   | 1.09%             | 2028-07-21      | Floating      | 4.41%                 | No            |                  2 | On Loan: No      |
| PHILIP MORRIS INTL INC                                 | Philip Morris International Inc                               | CUSIP: 718172DS5<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   2795000 | PA      | $2811175.42   | 0.81%             | 2028-04-28      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC                 | Amur Equipment Finance Receivables XI LLC                     | CUSIP: 03236XAB3<br>LEI: 549300IFG1NMINYRYF89 | Long             | ABS-O            | CORP              | US        |     40688 | PA      | $40741.21     | 0.01%             | 2028-06-21      | Fixed         | 5.30%                 | No            |                  2 | On Loan: No      |
| AT&T INC                                               | AT&T Inc                                                      | CUSIP: 00206RML3<br>LEI: 549300Z40J86GGSTL398 | Long             | DBT              | CORP              | US        |   6340000 | PA      | $6330656.62   | 1.83%             | 2026-03-25      | Fixed         | 1.70%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                    | CNH Equipment Trust 2026-A                                    | CUSIP: 189920AB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1687000 | PA      | $1688475.96   | 0.49%             | 2029-06-15      | Fixed         | 3.82%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                   | CUSIP: 38141GZS6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   4005000 | PA      | $4059057.81   | 1.17%             | 2028-03-15      | Floating      | 5.54%                 | No            |                  2 | On Loan: No      |
| USB Auto Owner Trust                                   | USB Auto Owner Trust 2025-1                                   | CUSIP: 90367VAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    596209 | PA      | $597441.14    | 0.17%             | 2028-06-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| State Street Global Advisors                           | State Street Institutional US Government Money Market Fund    | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |  48136660 | NS      | $48136660.47  | 13.93%            |  |  |  | No            |                  2 | On Loan: No      |
| CCG Receivables Trust                                  | CCG Receivables Trust 2023-1                                  | CUSIP: 12512XAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    136960 | PA      | $137401.90    | 0.04%             | 2030-09-16      | Fixed         | 5.82%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | COCOA FUTURE MAY26                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        42 | NC      | $-553885.35   | -0.16%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                    | JPMorgan Chase & Co                                           | CUSIP: 46647PDZ6<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   3450000 | PA      | $3472290.45   | 1.00%             | 2028-01-23      | Floating      | 4.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | LME LEAD FUTURE MAR26                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       -95 | NC      | $192734.65    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| SIEMENS FUNDING BV                                     | Siemens Funding BV                                            | CUSIP: 82622RAB2<br>LEI: 213800CCRGH2TO338X64 | Long             | DBT              | CORP              | NL        |   2205000 | PA      | $2215581.80   | 0.64%             | 2028-05-26      | Floating      | 4.33%                 | No            |                  2 | On Loan: No      |
| DLLAD LLC                                              | DLLAD 2025-1 LLC                                              | CUSIP: 23347BAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    478000 | PA      | $480407.93    | 0.14%             | 2028-11-20      | Fixed         | 4.46%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | LME PRI ALUM FUTR MAY26                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       210 | NC      | $201992.80    | 0.06%             |  |  |  | No            |                  1 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust | Stellantis Financial Underwritten Enhanced Lease Trust 2025-B | CUSIP: 858933AB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    291000 | PA      | $291939.84    | 0.08%             | 2028-05-22      | Fixed         | 4.31%                 | No            |                  2 | On Loan: No      |
| US BANK NA CINCINNATI                                  | US Bank NA/Cincinnati OH                                      | CUSIP: 90331HPQ0<br>LEI: 6BYL5QZYBDK8S7L73M02 | Long             | DBT              | CORP              | US        |   5675000 | PA      | $5683739.33   | 1.64%             | 2027-10-22      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                               | Toyota Lease Owner Trust 2025-B                               | CUSIP: 89240NAB8<br>LEI: 25490023VYI9VGKU0357 | Long             | ABS-O            | CORP              | US        |   1444342 | PA      | $1446029.48   | 0.42%             | 2028-05-22      | Fixed         | 3.91%                 | No            |                  2 | On Loan: No      |
| DLLAD LLC                                              | Dllad 2024-1 LLC                                              | CUSIP: 23346MAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    196734 | PA      | $197441.58    | 0.06%             | 2027-08-20      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | WHITE SUGAR (ICE) MAY26                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        60 | NC      | $-45717.28    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Ally Auto Receivables Trust                            | Ally Auto Receivables Trust 2025-1                            | CUSIP: 02008KAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1853000 | PA      | $1854098.64   | 0.54%             | 2028-07-17      | Fixed         | 4.03%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust                                    | CNH Equipment Trust 2025-A                                    | CUSIP: 12674BAB1<br>LEI: 549300BIZ8MA1TOD5D46 | Long             | ABS-O            | CORP              | US        |    533272 | PA      | $534418.15    | 0.15%             | 2028-08-15      | Fixed         | 4.30%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                         | Hyundai Auto Receivables Trust 2024-B                         | CUSIP: 44934QAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     37021 | PA      | $37050.33     | 0.01%             | 2027-06-15      | Fixed         | 5.15%                 | No            |                  2 | On Loan: No      |
| AMPHENOL CORP                                          | Amphenol Corp                                                 | CUSIP: 032095AV3<br>LEI: 549300D3L3G0R4U4VT04 | Long             | DBT              | CORP              | US        |   2000000 | PA      | $2003608.80   | 0.58%             | 2027-11-15      | Floating      | 4.22%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                  | Athene Global Funding                                         | CUSIP: 04685A4T5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1530855.50   | 0.44%             | 2028-09-18      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| AXIS Equipment Finance Receivables LLC                 | Amur Equipment Finance Receivables XIII LLC                   | CUSIP: 03237CAB8<br>LEI: 254900O8ABFLU3FOSN14 | Long             | ABS-O            | CORP              | US        |    128072 | PA      | $129264.93    | 0.04%             | 2031-01-21      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner Trust                    | Nissan Auto Receivables 2025-A Owner Trust                    | CUSIP: 65481GAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1279940 | PA      | $1283556.29   | 0.37%             | 2028-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| PRINCIPAL LFE GLB FND II                               | Principal Life Global Funding II                              | CUSIP: 7425APAC9<br>LEI: 635400WSLKBQWSOIIT41 | Long             | DBT              | CORP              | US        |   1815000 | PA      | $1815900.95   | 0.53%             | 2028-08-18      | Floating      | 4.50%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust                               | Toyota Lease Owner Trust 2025-A                               | CUSIP: 89239NAB1<br>LEI: 254900299R9KF5UH9O95 | Long             | ABS-O            | CORP              | US        |    406256 | PA      | $407067.77    | 0.12%             | 2027-07-20      | Fixed         | 4.58%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | LME ZINC FUTURE MAY26                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -9 | NC      | $18540.81     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                         | Mercedes-Benz Auto Lease Trust 2026-A                         | CUSIP: 58770YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1143000 | PA      | $1142802.38   | 0.33%             | 2028-07-17      | Fixed         | 3.83%                 | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner Trust                    | PenFed Auto Receivables Owner Trust 2025-A                    | CUSIP: 706916AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    512000 | PA      | $512605.75    | 0.15%             | 2028-09-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust                    | Volkswagen Auto Loan Enhanced Trust 2024-1                    | CUSIP: 92868RAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    615728 | PA      | $617193.72    | 0.18%             | 2027-11-22      | Fixed         | 4.65%                 | No            |                  2 | On Loan: No      |
| AMERICAN EXPRESS CO                                    | American Express Co                                           | CUSIP: 025816DQ9<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   3830000 | PA      | $3851076.03   | 1.11%             | 2028-02-16      | Floating      | 4.69%                 | No            |                  2 | On Loan: No      |
| BANK OF NEW YORK MELLON                                | Bank of New York Mellon/The                                   | CUSIP: 06405LAG6<br>LEI: HPFHU0OQ28E4N0NFVK49 | Long             | DBT              | CORP              | US        |    960000 | PA      | $960569.98    | 0.28%             | 2027-04-20      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | SUGAR 11 (WORLD) MAY26                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       301 | NC      | $11942.40     | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | LEAN HOGS FUTURE APR26                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       149 | NC      | $234356.80    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| NEXTERA ENERGY CAPITAL                                 | NextEra Energy Capital Holdings Inc                           | CUSIP: 65339KDH0<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |    770000 | PA      | $774812.50    | 0.22%             | 2028-02-04      | Floating      | 4.48%                 | No            |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust                  | GM Financial Automobile Leasing Trust 2026-1                  | CUSIP: 36273VAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2689000 | PA      | $2689882.53   | 0.78%             | 2028-04-20      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Volvo Financial Equipment LLC                          | Volvo Financial Equipment LLC Series 2025-2                   | CUSIP: 92886CAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    602000 | PA      | $602309.55    | 0.17%             | 2028-06-15      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Stellantis Financial Underwritten Enhanced Lease Trust | Stellantis Financial Underwritten Enhanced Lease Trust 2025-C | CUSIP: 85855EAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1945000 | PA      | $1949520.76   | 0.56%             | 2028-06-20      | Fixed         | 4.06%                 | No            |                  2 | On Loan: No      |
| Kubota Credit Owner Trust                              | Kubota Credit Owner Trust 2025-2                              | CUSIP: 50117LAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    768000 | PA      | $771651.84    | 0.22%             | 2028-04-17      | Fixed         | 4.48%                 | No            |                  2 | On Loan: No      |
| GEORGIA POWER CO                                       | Georgia Power Co                                              | CUSIP: 373334KZ3<br>LEI: D981X4Z4RWS7PDMJUZ03 | Long             | DBT              | CORP              | US        |   2235000 | PA      | $2235356.95   | 0.65%             | 2026-09-15      | Floating      | 3.97%                 | No            |                  2 | On Loan: No      |
| CHEVRON USA INC                                        | Chevron USA Inc                                               | CUSIP: 166756BM7<br>LEI: VA8TZDWPEZYU430RZ444 | Long             | DBT              | CORP              | US        |   2325000 | PA      | $2341472.83   | 0.68%             | 2028-08-13      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| SANOFI SA                                              | Sanofi SA                                                     | CUSIP: 801060AF1<br>LEI: 549300E9PC51EN656011 | Long             | DBT              | CORP              | FR        |   3110000 | PA      | $3123202.85   | 0.90%             | 2027-11-03      | Floating      | 4.14%                 | No            |                  2 | On Loan: No      |
| VIRGINIA ELEC & POWER CO                               | Virginia Electric and Power Co                                | CUSIP: 927804FX7<br>LEI: CQKUMNNZVDJLRYV2PT43 | Long             | DBT              | CORP              | US        |   4105000 | PA      | $4090086.74   | 1.18%             | 2027-03-15      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Capital One Prime Auto Receivables Trust               | Capital One Prime Auto Receivables Trust 2024-1               | CUSIP: 14043NAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    242147 | PA      | $242362.43    | 0.07%             | 2027-10-15      | Fixed         | 4.61%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                      | World Omni Auto Receivables Trust 2026-A                      | CUSIP: 98190AAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1310000 | PA      | $1309496.04   | 0.38%             | 2029-04-16      | Fixed         | 3.71%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | WTI CRUDE FUTURE APR26                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       314 | NC      | $934121.08    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | LME NICKEL FUTURE MAR26                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       -41 | NC      | $-223126.90   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| GLAXOSMITHKLINE CAPITAL                                | GlaxoSmithKline Capital PLC                                   | CUSIP: 377373AN5<br>LEI: 549300U0LV41VX7LEP38 | Long             | DBT              | CORP              | GB        |   2830000 | PA      | $2838631.50   | 0.82%             | 2027-03-12      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                | Simon Property Group LP                                       | CUSIP: 828807DP9<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              |  | US        |   2505000 | PA      | $2453903.36   | 0.71%             | 2027-01-15      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | LME LEAD FUTURE MAR26                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        95 | NC      | $-255045.35   | -0.07%            |  |  |  | No            |                  1 | On Loan: No      |
| CON EDISON CO OF NY INC                                | Consolidated Edison Co of New York Inc                        | CUSIP: 209111GL1<br>LEI: VZFZPMWDHTQCFKYOBP05 | Long             | DBT              | CORP              | US        |   2440000 | PA      | $2443606.37   | 0.71%             | 2027-11-18      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | LME ZINC FUTURE MAR26                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |      -140 | NC      | $-391892.40   | -0.11%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | BRENT CRUDE FUTR MAY26                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       416 | NC      | $4353641.14   | 1.26%             |  |  |  | No            |                  1 | On Loan: No      |
| GENERAL ELECTRIC CO                                    | General Electric Co                                           | CUSIP: 36962GW75<br>LEI: 3C7474T6CDKPR9K6YT90 | Long             | DBT              | CORP              | US        |   3784000 | PA      | $3786508.56   | 1.10%             | 2026-05-05      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                | Hyundai Auto Lease Securitization Trust 2025-C                | CUSIP: 44935GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    722377 | PA      | $724786.50    | 0.21%             | 2028-01-18      | Fixed         | 4.37%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | LME COPPER FUTURE MAR26                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        42 | NC      | $2484872.20   | 0.72%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | LME COPPER FUTURE MAR26                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       -42 | NC      | $-1245893.80  | -0.36%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | NATURAL GAS FUTR JUL26                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       800 | NC      | $-3361934.05  | -0.97%            |  |  |  | No            |                  1 | On Loan: No      |
| JOHN DEERE CAPITAL CORP                                | John Deere Capital Corp                                       | CUSIP: 24422EXS3<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |    845000 | PA      | $848913.63    | 0.25%             | 2027-06-11      | Floating      | 4.31%                 | No            |                  2 | On Loan: No      |
| ABBOTT LABORATORIES                                    | Abbott Laboratories                                           | CUSIP: 002824BY5<br>LEI: HQD377W2YR662HK5JX27 | Long             | DBT              | CORP              | US        |   5110000 | PA      | $5110204.40   | 1.48%             | 2029-03-09      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | WHEAT FUTURE(CBT) JUL26                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       140 | NC      | $300316.40    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | TTF NAT GAS F DEC26                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |        85 | NC      | $237791.98    | 0.07%             |  |  |  | No            |                  1 | On Loan: No      |
| Kubota Credit Owner Trust                              | Kubota Credit Owner Trust 2026-1                              | CUSIP: 50118HAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    683000 | PA      | $683581.03    | 0.20%             | 2029-01-16      | Fixed         | 3.84%                 | No            |                  2 | On Loan: No      |
| STATE STREET CORP                                      | State Street Corp                                             | CUSIP: 857477CE1<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |    700000 | PA      | $701176.70    | 0.20%             | 2026-08-03      | Floating      | 4.53%                 | No            |                  2 | On Loan: No      |
| SBNA Auto Lease Trust                                  | SBNA Auto Lease Trust 2025-A                                  | CUSIP: 78437KAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    115009 | PA      | $115068.31    | 0.03%             | 2027-04-20      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY BANK NA                                 | Morgan Stanley Bank NA                                        | CUSIP: 61690U8F0<br>LEI: G1MLHIS0N32I3QPILB75 | Long             | DBT              | CORP              | US        |   1200000 | PA      | $1202424.00   | 0.35%             | 2027-10-15      | Floating      | 4.37%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                    | Toyota Auto Receivables 2025-C Owner Trust                    | CUSIP: 89238VAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1773794 | PA      | $1777803.02   | 0.51%             | 2028-06-15      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | CANOLA FUTR (WCE) MAY26                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | CA        |       162 | NC      | $29260.75     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | SOYBEAN OIL FUTR JUL26                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       494 | NC      | $3054328.20   | 0.88%             |  |  |  | No            |                  1 | On Loan: No      |
| Ford Credit Auto Lease Trust                           | Ford Credit Auto Lease Trust 2025-A                           | CUSIP: 345282AB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    611475 | PA      | $612574.94    | 0.18%             | 2027-08-15      | Fixed         | 4.57%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | PALLADIUM FUTURE JUN26                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         7 | NC      | $36772.72     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| TRUIST BANK                                            | Truist Bank                                                   | CUSIP: 89788JAG4<br>LEI: JJKC32MCHWDI71265Z06 | Long             | DBT              | CORP              | US        |   4865000 | PA      | $4874340.80   | 1.41%             | 2028-07-24      | Floating      | 4.45%                 | No            |                  2 | On Loan: No      |
| FIFTH THIRD BANK INC                                   | Fifth Third Bank NA                                           | CUSIP: 31677QBV0<br>LEI: QFROUN1UWUYU0DVIWD51 | Long             | DBT              | CORP              | US        |   2120000 | PA      | $2122710.10   | 0.61%             | 2028-01-28      | Floating      | 4.49%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                    | Toyota Auto Receivables 2024-D Owner Trust                    | CUSIP: 89239TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    169200 | PA      | $169354.83    | 0.05%             | 2027-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | MILL WHEAT EURO MAY26                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | FR        |      -105 | NC      | $-76017.36    | -0.02%            |  |  |  | No            |                  1 | On Loan: No      |
| HPEFS Equipment Trust                                  | HPEFS Equipment Trust 2025-1                                  | CUSIP: 40446EAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    380000 | PA      | $381077.76    | 0.11%             | 2032-09-20      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | CORN FUTURE SEP26                                             | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       413 | NC      | $283387.13    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | LME TIN FUTURE MAR26                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       -15 | NC      | $-480135.00   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| Nissan Auto Lease Trust                                | Nissan Auto Lease Trust 2026-A                                | CUSIP: 65481HAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    477000 | PA      | $477425.39    | 0.14%             | 2028-05-15      | Fixed         | 3.90%                 | No            |                  2 | On Loan: No      |
| PEPSICO SINGAPORE FIN                                  | Pepsico Singapore Financing I Pte Ltd                         | CUSIP: 713466AE0<br>LEI: 254900DOMTCMUFROFJ76 | Long             | DBT              | CORP              | SG        |   2775000 | PA      | $2784787.90   | 0.81%             | 2027-02-16      | Floating      | 4.25%                 | No            |                  2 | On Loan: No      |
| NOVARTIS CAPITAL CORP                                  | Novartis Capital Corp                                         | CUSIP: 66989HBD9<br>LEI: 5493002KF87V5RSRQS84 | Long             | DBT              | CORP              | US        |   2630000 | PA      | $2648777.57   | 0.77%             | 2028-11-05      | Floating      | 4.20%                 | No            |                  2 | On Loan: No      |
| BP CAP MARKETS AMERICA                                 | BP Capital Markets America Inc                                | CUSIP: 10373QAV2<br>LEI: 5493009NTB34VXE1T760 | Long             | DBT              | CORP              | US        |   2850000 | PA      | $2830775.04   | 0.82%             | 2027-01-16      | Fixed         | 3.02%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | LME TIN FUTURE MAR26                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        19 | NC      | $1785786.40   | 0.52%             |  |  |  | No            |                  1 | On Loan: No      |
| Evergreen Credit Card Trust                            | Evergreen Credit Card Trust                                   | CUSIP: 30023JCZ9<br>LEI: 5493002G9KVV6J3CNU15 | Long             | ABS-O            | CORP              | CA        |    553000 | PA      | $555114.78    | 0.16%             | 2029-10-15      | Floating      | 4.26%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust                                | CarMax Auto Owner Trust 2024-4                                | CUSIP: 14290DAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    165290 | PA      | $165507.49    | 0.05%             | 2027-12-15      | Fixed         | 4.67%                 | No            |                  2 | On Loan: No      |
| ATHENE GLOBAL FUNDING                                  | Athene Global Funding                                         | CUSIP: 04685A4F5<br>LEI: 549300LM1QSI4MSIL320 | Long             | DBT              | CORP              | US        |   1540000 | PA      | $1542136.18   | 0.45%             | 2027-01-07      | Floating      | 4.51%                 | No            |                  2 | On Loan: No      |
| BMW Vehicle Lease Trust                                | BMW Vehicle Lease Trust                                       | CUSIP: 05613MAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    133913 | PA      | $133970.87    | 0.04%             | 2027-01-25      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| PFIZER INC                                             | Pfizer Inc                                                    | CUSIP: 717081FC2<br>LEI: 765LHXWGK1KXCLTFYQ30 | Long             | DBT              | CORP              | US        |   2285000 | PA      | $2293043.20   | 0.66%             | 2027-11-15      | Floating      | 4.19%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust                      | World Omni Auto Receivables Trust 2025-A                      | CUSIP: 98164YAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    318479 | PA      | $318854.81    | 0.09%             | 2028-04-17      | Fixed         | 4.49%                 | No            |                  2 | On Loan: No      |
| TOYOTA MOTOR CREDIT CORP                               | Toyota Motor Credit Corp                                      | CUSIP: 89236TMR3<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1700000 | PA      | $1700474.50   | 0.49%             | 2026-04-10      | Floating      | 4.13%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | SOYBEAN FUTURE JUL26                                          | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       289 | NC      | $1310653.82   | 0.38%             |  |  |  | No            |                  1 | On Loan: No      |
| VERIZON COMMUNICATIONS                                 | Verizon Communications Inc                                    | CUSIP: 92343VDY7<br>LEI: 2S72QS2UO2OESLG6Y829 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1324707.32   | 0.38%             | 2027-03-16      | Fixed         | 4.13%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust              | SFS Auto Receivables Securitization Trust 2025-3              | CUSIP: 78398KAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2040914 | PA      | $2043362.83   | 0.59%             | 2029-03-20      | Fixed         | 4.11%                 | No            |                  2 | On Loan: No      |
| NORDEA BANK ABP                                        | Nordea Bank Abp                                               | CUSIP: 65558RAF6<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   1835000 | PA      | $1844166.08   | 0.53%             | 2027-03-19      | Floating      | 4.43%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                   | Bank of America Corp                                          | CUSIP: 06051GKH1<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1190000 | PA      | $1196432.82   | 0.35%             | 2028-02-04      | Floating      | 4.73%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables Owner Trust                    | Toyota Auto Receivables 2026-A Owner Trust                    | CUSIP: 89240KAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1189000 | PA      | $1189470.84   | 0.34%             | 2028-12-15      | Fixed         | 3.80%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | LME ZINC FUTURE MAY26                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       140 | NC      | $328180.10    | 0.09%             |  |  |  | No            |                  1 | On Loan: No      |
| ORACLE CORP                                            | Oracle Corp                                                   | CUSIP: 68389XCC7<br>LEI: 1Z4GXXU7ZHVWFCD8TV52 | Long             | DBT              | CORP              | US        |   3485000 | PA      | $3478901.70   | 1.01%             | 2026-03-25      | Fixed         | 1.65%                 | No            |                  2 | On Loan: No      |
| Nissan Auto Receivables Owner Trust                    | Nissan Auto Receivables 2024-B Owner Trust                    | CUSIP: 65479WAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    186993 | PA      | $187126.78    | 0.05%             | 2027-06-15      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                   | Bank of America Corp                                          | CUSIP: 06051GLX5<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   5475000 | PA      | $5502624.66   | 1.59%             | 2027-09-15      | Floating      | 5.04%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | IODEX IO FUT MAY26                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | SG        |       152 | NC      | $-25901.08    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust                | Hyundai Auto Lease Securitization Trust 2026-A                | CUSIP: 448970AB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2382000 | PA      | $2383293.19   | 0.69%             | 2028-05-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | LME LEAD FUTURE MAY26                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        75 | NC      | $-165643.25   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| Hyundai Auto Receivables Trust                         | Hyundai Auto Receivables Trust 2024-C                         | CUSIP: 448976AB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    144281 | PA      | $144452.94    | 0.04%             | 2027-09-15      | Fixed         | 4.53%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | SOYBEAN MEAL FUTR MAY26                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       445 | NC      | $917800.15    | 0.27%             |  |  |  | No            |                  1 | On Loan: No      |
| STATE STREET CORP                                      | State Street Corp                                             | CUSIP: 857477CQ4<br>LEI: 549300ZFEEJ2IP5VME73 | Long             | DBT              | CORP              | US        |   2795000 | PA      | $2806398.09   | 0.81%             | 2027-10-22      | Floating      | 4.32%                 | No            |                  2 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                               | New York Life Global Funding                                  | CUSIP: 64953BBU1<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   1605000 | PA      | $1607397.71   | 0.47%             | 2027-02-05      | Floating      | 4.09%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | LME NICKEL FUTURE MAR26                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        41 | NC      | $609562.28    | 0.18%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | LME NICKEL FUTURE MAY26                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        73 | NC      | $64060.18     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | LME COPPER FUTURE APR26                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |         7 | NC      | $28637.95     | 0.01%             |  |  |  | No            |                  1 | On Loan: No      |
| ALPHABET INC                                           | Alphabet Inc                                                  | CUSIP: 02079KAU1<br>LEI: 5493006MHB84DD0ZWV18 | Long             | DBT              | CORP              | US        |   2810000 | PA      | $2828205.71   | 0.82%             | 2028-11-15      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| Volkswagen Auto Loan Enhanced Trust                    | Volkswagen Auto Loan Enhanced Trust 2025-1                    | CUSIP: 92868MAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    936233 | PA      | $938225.15    | 0.27%             | 2028-01-20      | Fixed         | 4.51%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | LME PRI ALUM FUTR MAY26                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        -4 | NC      | $2370.72      | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| CarMax Auto Owner Trust                                | Carmax Auto Owner Trust 2025-3                                | CUSIP: 14290FAB2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    601614 | PA      | $602872.56    | 0.17%             | 2028-08-15      | Fixed         | 4.42%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | COFFEE 'C' FUTURE MAY26                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        49 | NC      | $-609545.41   | -0.18%            |  |  |  | No            |                  1 | On Loan: No      |
| CONSTELLATION EN GEN LLC                               | Constellation Energy Generation LLC                           | CUSIP: 210385AN0<br>LEI: S2PEWKCZFFECR4533P43 | Long             | DBT              | CORP              | US        |    735000 | PA      | $736317.57    | 0.21%             | 2028-01-08      | Floating      | 4.28%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bills                                           | CUSIP: 912797TA5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |   5000000 | PA      | $4988946.55   | 1.44%             | 2026-03-24      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | LME LEAD FUTURE MAY26                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       -99 | NC      | $153214.28    | 0.04%             |  |  |  | No            |                  1 | On Loan: No      |
| ELI LILLY & CO                                         | Eli Lilly & Co                                                | CUSIP: 532457DA3<br>LEI: FRDRIPF3EKNDJ2CQJL29 | Long             | DBT              | CORP              | US        |   1395000 | PA      | $1403344.86   | 0.41%             | 2028-10-15      | Floating      | 4.21%                 | No            |                  2 | On Loan: No      |
| ENBRIDGE INC                                           | Enbridge Inc                                                  | CUSIP: 29250NBW4<br>LEI: 98TPTUM4IVMFCZBCUR27 | Long             | DBT              | CORP              | CA        |   2635000 | PA      | $2666966.32   | 0.77%             | 2026-11-15      | Fixed         | 5.90%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                       | T-Mobile USA Inc                                              | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    150000 | PA      | $149726.40    | 0.04%             | 2026-04-15      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| Mercedes-Benz Auto Lease Trust                         | Mercedes-Benz Auto Lease Trust 2025-B                         | CUSIP: 58770XAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1943000 | PA      | $1943419.69   | 0.56%             | 2028-03-15      | Fixed         | 3.86%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                          | Citigroup Inc                                                 | CUSIP: 172967PY1<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |   4100000 | PA      | $4123531.50   | 1.19%             | 2028-05-07      | Floating      | 4.83%                 | No            |                  2 | On Loan: No      |
| SFS Auto Receivables Securitization Trust              | SFS Auto Receivables Securitization Trust 2025-2              | CUSIP: 78398HAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    332009 | PA      | $332786.49    | 0.10%             | 2028-11-20      | Fixed         | 4.52%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | COPPER FUTURE JUL26                                           | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       151 | NC      | $270400.39    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | LIVE CATTLE FUTR APR26                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       114 | NC      | $-205760.57   | -0.06%            |  |  |  | No            |                  1 | On Loan: No      |
| JPMORGAN CHASE & CO                                    | JPMorgan Chase & Co                                           | CUSIP: 46647PEF9<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   2935000 | PA      | $2950542.97   | 0.85%             | 2028-04-22      | Floating      | 4.60%                 | No            |                  2 | On Loan: No      |
| Auxilior Term Funding LLC                              | Auxilior Term Funding 2024-1 LLC                              | CUSIP: 05335FAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      8051 | PA      | $8056.80      | 0.00%             | 2027-03-15      | Fixed         | 5.84%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust                         | Hyundai Auto Receivables Trust 2025-A                         | CUSIP: 44935CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    503852 | PA      | $504588.35    | 0.15%             | 2027-12-15      | Fixed         | 4.33%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | LME ZINC FUTURE MAR26                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       140 | NC      | $781965.10    | 0.23%             |  |  |  | No            |                  1 | On Loan: No      |
| PNC FINANCIAL SERVICES                                 | PNC Financial Services Group Inc/The                          | CUSIP: 693475CH6<br>LEI: CFGNEKW0P8842LEUIA51 | Long             | DBT              | CORP              | US        |    945000 | PA      | $944659.80    | 0.27%             | 2029-01-26      | Floating      | 4.30%                 | No            |                  2 | On Loan: No      |
| Honda Auto Receivables Owner Trust                     | Honda Auto Receivables 2024-4 Owner Trust                     | CUSIP: 43816DAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     94521 | PA      | $94574.49     | 0.03%             | 2027-03-15      | Fixed         | 4.56%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | PHELIX DE BASE Y JAN27                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | DE        |         1 | NC      | $-43396.38    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| NEW YORK LIFE GLOBAL FDG                               | New York Life Global Funding                                  | CUSIP: 64953BBQ0<br>LEI: 635400DPNHEAUHB7ZI15 | Long             | DBT              | CORP              | US        |   2480000 | PA      | $2484564.86   | 0.72%             | 2026-08-28      | Floating      | 4.27%                 | No            |                  2 | On Loan: No      |
| United States Treasury                                 | U.S. Treasury Bills                                           | CUSIP: 912797ST5<br>LEI: 254900HROIFWPRGM1V77 | Long             | STIV             | UST               | US        |  27000000 | PA      | $26997294.87  | 7.81%             | 2026-03-03      | None          | 0.00%                 | No            |                  2 | On Loan: No      |
| WELLS FARGO & COMPANY                                  | Wells Fargo & Co                                              | CUSIP: 95000U3S0<br>LEI: PBLD0EJDB5FWOLXP3B76 | Long             | DBT              | CORP              | US        |   6025000 | PA      | $6040544.50   | 1.75%             | 2028-01-24      | Floating      | 4.46%                 | No            |                  2 | On Loan: No      |
| UNITEDHEALTH GROUP INC                                 | UnitedHealth Group Inc                                        | CUSIP: 91324PFE7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   3281000 | PA      | $3284786.31   | 0.95%             | 2026-07-15      | Floating      | 4.18%                 | No            |                  2 | On Loan: No      |
| DUKE ENERGY FLORIDA LLC                                | Duke Energy Florida LLC                                       | CUSIP: 26444HAC5<br>LEI: 7MOHLM3DKE63RX2ZCN83 | Long             | DBT              | CORP              | US        |   3520000 | PA      | $3503137.02   | 1.01%             | 2027-01-15      | Fixed         | 3.20%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | COCOA FUTURE - IC MAY26                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        40 | NC      | $-475417.87   | -0.14%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | KC HRW WHEAT FUT JUL26                                        | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |       255 | NC      | $329718.60    | 0.10%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | LME PRI ALUM FUTR MAR26                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       197 | NC      | $1176503.46   | 0.34%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | MIAX RED WHEAT FUTMAY26                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        45 | NC      | $73393.51     | 0.02%             |  |  |  | No            |                  1 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust       | World Omni Automobile Lease Securitization Trust 2025-A       | CUSIP: 98164PAB6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    190921 | PA      | $191263.57    | 0.06%             | 2027-12-15      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                | Goldman Sachs Group Inc/The                                   | CUSIP: 38141GC85<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   3320000 | PA      | $3345146.11   | 0.97%             | 2028-04-23      | Floating      | 4.97%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | LOW SU GASOIL G APR26                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |       208 | NC      | $1348468.94   | 0.39%             |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | ECX EMISSION DEC26                                            | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | NL        |        22 | NC      | $-301661.52   | -0.09%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | CATTLE FEEDER FUT APR26                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |        28 | NC      | $-180407.54   | -0.05%            |  |  |  | No            |                  1 | On Loan: No      |
| BANK OF NY MELLON CORP                                 | Bank of New York Mellon Corp/The                              | CUSIP: 06406RCD7<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |   5815000 | PA      | $5832750.87   | 1.69%             | 2028-06-09      | Floating      | 4.39%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust                           | Ford Credit Auto Owner Trust 2025-B                           | CUSIP: 34532BAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1742000 | PA      | $1742486.54   | 0.50%             | 2028-06-15      | Fixed         | 3.88%                 | No            |                  2 | On Loan: No      |
| N/A                                                    | COFF ROBUSTA 10TN MAY26                                       | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | GB        |        28 | NC      | $-46436.21    | -0.01%            |  |  |  | No            |                  1 | On Loan: No      |
| N/A                                                    | PLATINUM FUTURE APR26                                         | CUSIP: 000000000<br>LEI: N/A                  | N/A              | DCO              |  | US        |         9 | NC      | $292736.08    | 0.08%             |  |  |  | No            |                  1 | On Loan: No      |
| State Street Global Advisors                           | State Street Institutional U.S. Government Money Market Fund  | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | STIV             | RF                | US        |   1331345 | NS      | $1331344.57   | 0.39%             |  |  |  | No            |                  2 | On Loan: No      |
| CITIBANK NA                                            | Citibank NA                                                   | CUSIP: 17325FBM9<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   3110000 | PA      | $3117810.73   | 0.90%             | 2027-11-19      | Floating      | 4.40%                 | No            |                  2 | On Loan: No      |
| MARSH & MCLENNAN COS INC                               | Marsh & McLennan Cos Inc                                      | CUSIP: 571748BZ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |    730000 | PA      | $732542.14    | 0.21%             | 2027-11-08      | Floating      | 4.38%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2026-03-26

**Name of Applicant:** Neuberger Berman ETF Trust

**Signature:** John McGovern

**Name of Signer:** John McGovern

**Title:** Treasuer