# EDGAR Filing Document

**Accession Number:** 0001635073
**File Stem:** 0001635073-25-000040
**Filing Date:** 2025-9
**Character Count:** 80953
**Document Hash:** 86a449ea80700065381ff871ba1fcb36
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001635073-25-000040.hdr.sgml**: 20250926

**ACCESSION NUMBER**: 0001635073-25-000040

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250926

**DATE AS OF CHANGE**: 20250926

**PERIOD START**: 20250731

**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:** 251346154

**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:** 2025-07-31

- **b. Date as of which information is reported:** 2025-07-31

**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:** $152870963.00

**Total Liabilities:** $1027571.00

**Net Assets:** $151843392.00

**Delayed Delivery Securities:** $1003160.00

**Cash Not Reported:** $24360.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1351.86000000 | **1-Year:** -8067.29000000 | **5-Year:** -2033.50000000 | **10-Year:** 0.00000000 | **30-Year:** 0.00000000

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

- **3-Month:** -347.29000000 | **1-Year:** -0.12000000 | **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%                | 0.44%                | 0.34%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-5091.39                | $-43806.50                                 |
| Month 2  | $6384.96                 | $105836.59                                 |
| Month 3  | $-2160.90                | $-65798.09                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                        | CUSIP: 38145GAM2<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1320261.04   | 0.87%             | 2026-08-10      | Fixed         | 5.80%                 | No            |                  2 | On Loan: No      |
| Zimmer Biomet Holdings Inc                                | Zimmer Biomet Holdings Inc                                         | CUSIP: 98956PBA9<br>LEI: 2P2YLDVPES3BXQ1FRB91 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1003666.10   | 0.66%             | 2027-02-19      | Fixed         | 4.70%                 | No            |                  2 | On Loan: No      |
| John Deere Owner Trust 2024                               | John Deere Owner Trust 2024                                        | CUSIP: 47800RAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     35439 | PA      | $35449.35     | 0.02%             | 2027-02-16      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Honeywell International Inc                               | Honeywell International Inc                                        | CUSIP: 43851TW93<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $995170.40    | 0.66%             |  |  |  | Yes           |                  2 | On Loan: No      |
| American Express Co                                       | American Express Co                                                | CUSIP: 025816DS5<br>LEI: R4PP93JZOLY261QX3811 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1524125.57   | 1.00%             | 2027-04-23      | Variable      | 5.16%                 | No            |                  2 | On Loan: No      |
| Philip Morris International Inc                           | Philip Morris International Inc                                    | CUSIP: 718172DF3<br>LEI: HL3H1H2BGXWVG3BSWR90 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1256924.21   | 0.83%             | 2027-02-12      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| ROPER TECHNOLOGIES INC                                    | Roper Technologies Inc                                             | CUSIP: 776743AD8<br>LEI: 54930003T4SXCIWVXY35 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1238567.63   | 0.82%             | 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        |    513942 | PA      | $514261.04    | 0.34%             | 2027-01-25      | Variable      | 5.15%                 | No            |                  2 | On Loan: No      |
| Porsche Innovative Lease Owner Trust 2024-1               | Porsche Innovative Lease Owner Trust 2024-1                        | CUSIP: 73328AAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200744 | PA      | $200858.93    | 0.13%             | 2027-01-20      | Variable      | 4.82%                 | Yes           |                  2 | On Loan: No      |
| La Fayette Asset Securitization LLC                       | La Fayette Asset Securitization LLC                                | CUSIP: 50286LWJ8<br>LEI: 549300WQLPP9XYITNS62 | Long             | STIV             | CORP              | US        |   1315000 | PA      | $1307147.35   | 0.86%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Benchmark 2021-B30 Mortgage Trust                         | Benchmark 2021-B30 Mortgage Trust                                  | CUSIP: 08163KBC4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    205000 | PA      | $200338.54    | 0.13%             | 2054-11-15      | Fixed         | 1.19%                 | No            |                  2 | On Loan: No      |
| VW Credit Inc                                             | VW Credit Inc                                                      | CUSIP: 91842JWQ8<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1000000 | PA      | $992979.90    | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust 2024-A                             | Tesla Auto Lease Trust 2024-A                                      | CUSIP: 88166VAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |       950 | PA      | $950.19       | 0.00%             | 2026-06-22      | Variable      | 4.80%                 | Yes           |                  2 | On Loan: No      |
| CVS HEALTH CORP                                           | CVS Health Corp                                                    | CUSIP: 126650DS6<br>LEI: 549300EJG376EN5NQE29 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1276101.70   | 0.84%             | 2026-02-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Citizens Auto Receivables Trust 2024-1                    | Citizens Auto Receivables Trust 2024-1                             | CUSIP: 17331QAC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      9101 | PA      | $9102.20      | 0.01%             | 2026-10-15      | Variable      | 4.90%                 | Yes           |                  2 | On Loan: No      |
| PUBLIC SERVICE ENTERPRIS                                  | Public Service Enterprise Group Inc                                | CUSIP: 744573AP1<br>LEI: PUSS41EMO3E6XXNV3U28 | Long             | DBT              | CORP              | US        |   2060000 | PA      | $2056911.55   | 1.35%             | 2025-08-15      | Fixed         | 0.80%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                       | Caterpillar Financial Services Corp                                | CUSIP: 14913UAP5<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |   1410000 | PA      | $1417414.87   | 0.93%             | 2026-10-16      | Variable      | 5.09%                 | No            |                  2 | On Loan: No      |
| DTE Electric Co                                           | DTE Electric Co                                                    | CUSIP: 23338VAW6<br>LEI: 9N0FWODEJVKHC2DYLO03 | Long             | DBT              | CORP              | US        |    325000 | PA      | $324954.23    | 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      | $999744.19    | 0.66%             | 2028-04-12      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| Barton Capital SA                                         | Barton Capital SA                                                  | CUSIP: 06945LWQ7<br>LEI: 549300KOFKIMD0C37W24 | Long             | STIV             | CORP              | LU        |   1250000 | PA      | $1241641.75   | 0.82%             |  |  |  | Yes           |                  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        |    306432 | PA      | $299417.19    | 0.20%             | 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      | $754714.80    | 0.50%             | 2028-01-10      | Fixed         | 4.86%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                   | Federal Home Loan Banks                                            | CUSIP: 3130APZ40<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     25000 | PA      | $24710.98     | 0.02%             | 2025-12-15      | Fixed         | 1.25%                 | No            |                  2 | On Loan: No      |
| ANZ New Zealand Int'l Ltd/London                          | ANZ New Zealand Int'l Ltd/London                                   | CUSIP: 0018A2XU5<br>LEI: 213800VD256NU2D97H12 | Long             | STIV             | CORP              | GB        |   1000000 | PA      | $989441.10    | 0.65%             |  |  |  | Yes           |                  2 | On Loan: No      |
| BMW US Capital LLC                                        | BMW US Capital LLC                                                 | CUSIP: 05565ECL7<br>LEI: KK5MZM9DIXLXZL9DZL15 | Long             | DBT              | CORP              | US        |    395000 | PA      | $395297.50    | 0.26%             | 2026-04-02      | Variable      | 4.95%                 | Yes           |                  2 | On Loan: No      |
| BP Capital Markets PLC                                    | BP Capital Markets PLC                                             | CUSIP: 05568TVF3<br>LEI: 549300CRVT18MXX0AG93 | Long             | STIV             | CORP              | GB        |   1250000 | PA      | $1247699.50   | 0.82%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Atlantic Asset Securitization LLC                         | Atlantic Asset Securitization LLC                                  | CUSIP: 04821TXG5<br>LEI: 549300BUNY5BIX4CVW20 | Long             | STIV             | CORP              | US        |   1035000 | PA      | $1025269.14   | 0.68%             |  |  |  | Yes           |                  2 | On Loan: No      |
| GM Financial Automobile Leasing Trust 2024-2              | GM Financial Automobile Leasing Trust 2024-2                       | CUSIP: 36269WAB5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    151976 | PA      | $152265.39    | 0.10%             | 2026-09-21      | Fixed         | 5.43%                 | No            |                  2 | On Loan: No      |
| AMERICAN TOWER CORP                                       | American Tower Corp                                                | CUSIP: 03027XAJ9<br>LEI: 5493006ORUSIL88JOE18 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1248171.56   | 0.82%             | 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      | $989076.40    | 0.65%             | 2027-04-01      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                            | Wells Fargo Commercial Mortgage Trust 2015-NXS3                    | CUSIP: 94989VAD1<br>LEI: 549300ZVNWG0TX42H716 | Long             | ABS-MBS          | CORP              | US        |    976462 | PA      | $974239.21    | 0.64%             | 2057-09-15      | Fixed         | 3.62%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                      | Royal Bank of Canada                                               | CUSIP: 78016HZR4<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | DBT              | CORP              | CA        |   2055000 | PA      | $2070311.60   | 1.36%             | 2026-07-20      | Variable      | 5.48%                 | No            |                  2 | On Loan: No      |
| Ford Credit Auto Owner Trust 2024-A                       | Ford Credit Auto Owner Trust 2024-A                                | CUSIP: 34535EAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     26428 | PA      | $26431.05     | 0.02%             | 2027-01-15      | Variable      | 4.66%                 | 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      | $999042.89    | 0.66%             | 2027-04-02      | Variable      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| INTEL CORP                                                | Intel Corp                                                         | CUSIP: 458140CD0<br>LEI: KNX4USFCNGPY45LOCE31 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1320730.71   | 0.87%             | 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      | $1001945.18   | 0.66%             | 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      | $279235.89    | 0.18%             | 2049-08-10      | Fixed         | 2.63%                 | No            |                  2 | On Loan: No      |
| GOLDMAN SACHS GROUP INC                                   | Goldman Sachs Group Inc/The                                        | CUSIP: 38141GYA6<br>LEI: 784F5XWPLTWKTBV3E584 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1470749.76   | 0.97%             | 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        |    380505 | PA      | $380710.05    | 0.25%             | 2027-08-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Royal Bank of Canada                                      | Royal Bank of Canada                                               | CUSIP: 78013VX31<br>LEI: ES7IP3U3RHIGC71XBU11 | Long             | STIV             | CORP              | CA        |   1000000 | PA      | $992258.40    | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| ALLSTATE CORP                                             | Allstate Corp/The                                                  | CUSIP: 020002BD2<br>LEI: OBT0W1ED8G0NWVOLOJ77 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $984535.61    | 0.65%             | 2026-12-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| MORGAN STANLEY                                            | Morgan Stanley                                                     | CUSIP: 61747YEZ4<br>LEI: IGJSJL3JD5P30I6NJZ34 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1322406.07   | 0.87%             | 2027-01-28      | Fixed         | 5.05%                 | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                  | TotalEnergies Capital SA                                           | CUSIP: 89152EXH6<br>LEI: 529900QI55ZLJVCMPA71 | Long             | STIV             | CORP              | FR        |    756000 | PA      | $748835.39    | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| BANK OF AMERICA CORP                                      | Bank of America Corp                                               | CUSIP: 06051GHT9<br>LEI: 9DJT3UXIJIZJI4WXO774 | Long             | DBT              | CORP              | US        |   1500000 | PA      | $1488357.86   | 0.98%             | 2027-04-23      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2023-D                  | World Omni Auto Receivables Trust 2023-D                           | CUSIP: 98164DAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      5589 | PA      | $5591.48      | 0.00%             | 2027-02-16      | Fixed         | 5.91%                 | 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        |     39215 | PA      | $38774.62     | 0.03%             | 2050-10-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| AIR LEASE CORP                                            | Air Lease Corp                                                     | CUSIP: 00914AAJ1<br>LEI: 5493004NW4M4P8TMMK63 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $991308.15    | 0.65%             | 2026-01-15      | Fixed         | 2.88%                 | No            |                  2 | On Loan: No      |
| DLLMT 2024-1 LLC                                          | DLLMT 2024-1 LLC                                                   | CUSIP: 23347AAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    187063 | PA      | $187414.42    | 0.12%             | 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        |    544588 | PA      | $544885.62    | 0.36%             | 2027-01-20      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| Dow Chemical Co/The                                       | Dow Chemical Co/The                                                | CUSIP: 26055AWR3<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $992804.00    | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| National Bank of Canada                                   | National Bank of Canada                                            | CUSIP: 63307LY47<br>LEI: BSGEFEIOM18Y80CKCV46 | Long             | STIV             | CORP              | CA        |    270000 | PA      | $266862.25    | 0.18%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Duke Energy Corp                                          | Duke Energy Corp                                                   | CUSIP: 26244HWN9<br>LEI: I1BZKREC126H0VB1BL91 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $993311.70    | 0.65%             |  |  |  | No            |                  2 | On Loan: No      |
| MCDONALD'S CORP                                           | McDonald's Corp                                                    | CUSIP: 58013MFB5<br>LEI: UE2136O97NLB5BYP9H04 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1233885.84   | 0.81%             | 2027-03-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                             | Citigroup Commercial Mortgage Trust 2016-C1                        | CUSIP: 17290YAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     38830 | PA      | $38712.79     | 0.03%             | 2049-05-10      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                   | Federal Home Loan Banks                                            | CUSIP: 3130AQBF9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     75000 | PA      | $74620.87     | 0.05%             | 2025-09-30      | Fixed         | 1.38%                 | No            |                  2 | On Loan: No      |
| Bank                                                      | BANK 2017-BNK6                                                     | CUSIP: 060352AC5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    130273 | PA      | $129181.41    | 0.09%             | 2060-07-15      | Fixed         | 3.29%                 | No            |                  2 | On Loan: No      |
| MHC Commercial Mortgage Trust                             | MHC Commercial Mortgage Trust 2021-MHC                             | CUSIP: 55316VAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    244318 | PA      | $244410.89    | 0.16%             | 2038-04-15      | Variable      | 5.26%                 | Yes           |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                       | NextEra Energy Capital Holdings Inc                                | CUSIP: 65339KCL2<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004907.58   | 0.66%             | 2027-09-01      | Fixed         | 4.68%                 | No            |                  2 | On Loan: No      |
| Keurig Dr Pepper Inc                                      | Keurig Dr Pepper Inc                                               | CUSIP: 49271VAY6<br>LEI: DYTQ8KRTKO7Y2BVU5K74 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1252958.75   | 0.83%             | 2026-11-15      | Variable      | 4.93%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                | Fiserv Inc                                                         | CUSIP: 33774KV49<br>LEI: GI7UBEJLXYLGR2C7GV83 | Long             | STIV             | CORP              | US        |    500000 | PA      | $499746.60    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| Nordea Bank Abp/New York NY                               | Nordea Bank Abp/New York NY                                        | CUSIP: 65558WGN2<br>LEI: 529900ODI3047E2LIV03 | Long             | DBT              | CORP              | FI        |   1250000 | PA      | $1250062.88   | 0.82%             | 2025-08-19      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                       | COMM 2015-CCRE26 Mortgage Trust                                    | CUSIP: 12593QBE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     76455 | PA      | $76192.52     | 0.05%             | 2048-10-10      | Fixed         | 3.63%                 | No            |                  2 | On Loan: No      |
| ABN AMRO Funding USA LLC                                  | ABN AMRO Funding USA LLC                                           | CUSIP: 00084BW26<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |    285000 | PA      | $283849.71    | 0.19%             |  |  |  | No            |                  2 | On Loan: No      |
| TotalEnergies Capital SA                                  | TotalEnergies Capital SA                                           | CUSIP: 89152EWG9<br>LEI: 529900QI55ZLJVCMPA71 | Long             | STIV             | CORP              | FR        |   1250000 | PA      | $1242859.13   | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2024-A                     | Hyundai Auto Receivables Trust 2024-A                              | CUSIP: 448973AC1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     30600 | PA      | $30612.63     | 0.02%             | 2027-04-15      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Kentucky Utilities Co                                     | Kentucky Utilities Co                                              | CUSIP: 49167AVB6<br>LEI: AGX0G2MXE54NFNNICD28 | Long             | STIV             | CORP              | US        |   1250000 | PA      | $1248256.38   | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-C Owner Trust                | Toyota Auto Receivables 2024-C Owner Trust                         | CUSIP: 89237QAC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    101254 | PA      | $101284.75    | 0.07%             | 2027-05-17      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                            | Wells Fargo Commercial Mortgage Trust 2016-C33                     | CUSIP: 95000LAZ6<br>LEI: 549300JPCJUA5JJLRW54 | Long             | ABS-MBS          | CORP              | US        |    365000 | PA      | $361902.10    | 0.24%             | 2059-03-15      | Fixed         | 3.43%                 | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                           | Danske Bank A/S                                                    | CUSIP: 23636QXT8<br>LEI: N/A                  | Long             | STIV             | CORP              | DK        |    570000 | PA      | $563882.36    | 0.37%             |  |  |  | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                               | American Honda Finance Corp                                        | CUSIP: 02665WFN6<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | DBT              | CORP              | US        |    810000 | PA      | $811521.37    | 0.53%             | 2026-10-05      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                               | American Honda Finance Corp                                        | CUSIP: 02665JW55<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | STIV             | CORP              | US        |    270000 | PA      | $268757.46    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Danske Bank A/S                                           | Danske Bank A/S                                                    | CUSIP: 23636QV11<br>LEI: MAES062Z21O4RZ2U7M96 | Long             | STIV             | CORP              | DK        |   1400000 | PA      | $1399830.74   | 0.92%             |  |  |  | No            |                  2 | On Loan: No      |
| OTIS WORLDWIDE CORP                                       | Otis Worldwide Corp                                                | CUSIP: 68902VAJ6<br>LEI: 549300ZLBKR8VSU25153 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $965601.89    | 0.64%             | 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        |     83985 | PA      | $83057.05     | 0.05%             | 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        |    162107 | PA      | $162184.49    | 0.11%             | 2028-01-18      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| SYSCO CORPORATION                                         | Sysco Corp                                                         | CUSIP: 871829BC0<br>LEI: 5RGWIFLMGH3YS7KWI652 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $988582.89    | 0.65%             | 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      | $1382490.12   | 0.91%             | 2026-07-01      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Nestle Finance International Ltd                          | Nestle Finance International Ltd                                   | CUSIP: 64106GVF7<br>LEI: 0KLLMNHINTFDRMU6DI05 | Long             | STIV             | CORP              | LU        |    750000 | PA      | $748652.03    | 0.49%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Dow Chemical Co/The                                       | Dow Chemical Co/The                                                | CUSIP: 26055AWS1<br>LEI: ZQUIP1CSZO8LXRBSOU78 | Long             | STIV             | CORP              | US        |    250000 | PA      | $248168.48    | 0.16%             |  |  |  | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                            | Morgan Stanley Capital I Trust 2016-UBS11                          | CUSIP: 61767FAY7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     38916 | PA      | $38611.88     | 0.03%             | 2049-08-15      | Fixed         | 2.61%                 | No            |                  2 | On Loan: No      |
| Atlantic Asset Securitization LLC                         | Atlantic Asset Securitization LLC                                  | CUSIP: 04821TWN1<br>LEI: 549300BUNY5BIX4CVW20 | Long             | STIV             | CORP              | US        |   1260000 | PA      | $1251847.93   | 0.82%             |  |  |  | Yes           |                  2 | On Loan: No      |
| AstraZeneca PLC                                           | AstraZeneca PLC                                                    | CUSIP: 04635PX61<br>LEI: PY6ZZQWO2IZFZC3IOL08 | Long             | STIV             | CORP              | GB        |   1500000 | PA      | $1487388.15   | 0.98%             |  |  |  | No            |                  2 | On Loan: No      |
| Home Depot Inc/The                                        | Home Depot Inc/The                                                 | CUSIP: 437076CY6<br>LEI: QEKMOTMBBKA8I816DO57 | Long             | DBT              | CORP              | US        |    645000 | PA      | $645473.90    | 0.43%             | 2025-12-24      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Massachusetts Mutual Life Insurance Co                    | Massachusetts Mutual Life Insurance Co                             | CUSIP: 57629TBS5<br>LEI: R6ZXK5P01NP6HXSY1S07 | Long             | DBT              | CORP              | US        |   1285000 | PA      | $1291353.61   | 0.85%             | 2027-04-09      | Variable      | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Verizon Master Trust                                      | Verizon Master Trust                                               | CUSIP: 92348KCM3<br>LEI: 5493007MUBNP1GFMEB89 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100146.52    | 0.07%             | 2028-12-20      | Variable      | 4.95%                 | No            |                  2 | On Loan: No      |
| RTX CORP                                                  | RTX Corp                                                           | CUSIP: 913017CH0<br>LEI: I07WOS4YJ0N7YRFE7309 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $978427.96    | 0.64%             | 2026-11-01      | Fixed         | 2.65%                 | No            |                  2 | On Loan: No      |
| Toyota Lease Owner Trust 2024-B                           | Toyota Lease Owner Trust 2024-B                                    | CUSIP: 891943AC6<br>LEI: 254900R64DFTI1MWY364 | Long             | ABS-O            | CORP              | US        |    262769 | PA      | $262773.11    | 0.17%             | 2027-02-22      | Variable      | 4.74%                 | 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      | $1723947.20   | 1.14%             | 2026-03-13      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                            | JPMBB Commercial Mortgage Securities Trust 2015-C33                | CUSIP: 46645JAD4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    316269 | PA      | $314865.21    | 0.21%             | 2048-12-15      | Fixed         | 3.77%                 | No            |                  2 | On Loan: No      |
| Eastman Chemical Co                                       | Eastman Chemical Co                                                | CUSIP: 27743JV59<br>LEI: FDPVHDGJ1IQZFK9KH630 | Long             | STIV             | CORP              | US        |    500000 | PA      | $499684.40    | 0.33%             |  |  |  | No            |                  2 | On Loan: No      |
| SIMON PROPERTY GROUP LP                                   | Simon Property Group LP                                            | CUSIP: 828807CW5<br>LEI: MR92GTD0MJTTTTQDVG45 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1392212.33   | 0.92%             | 2026-01-15      | Fixed         | 3.30%                 | No            |                  2 | On Loan: No      |
| TRANE TECHNOLOGIES LUX                                    | Trane Technologies Financing Ltd                                   | CUSIP: 456873AE8<br>LEI: 549300A5OEF3CJI2CO89 | Long             | DBT              | CORP              | IE        |   1525000 | PA      | $1515042.65   | 1.00%             | 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      | $1279805.81   | 0.84%             | 2027-09-16      | Variable      | 5.20%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Receivables Trust 2025-A                     | Hyundai Auto Receivables Trust 2025-A                              | CUSIP: 44935CAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $999119.60    | 0.66%             | 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      | $1701108.25   | 1.12%             | 2026-07-15      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| CARRIER GLOBAL CORP                                       | Carrier Global Corp                                                | CUSIP: 14448CAP9<br>LEI: 549300JE3W6CWY2NAN77 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $972492.74    | 0.64%             | 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      | $1296062.26   | 0.85%             | 2026-08-07      | Variable      | 5.11%                 | No            |                  2 | On Loan: No      |
| Bank of Montreal                                          | Bank of Montreal                                                   | CUSIP: 06368L8M1<br>LEI: NQQ6HPCNCCU6TUTQYE16 | Long             | DBT              | CORP              | CA        |   1410000 | PA      | $1414217.73   | 0.93%             | 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      | $1002380.00   | 0.66%             | 2028-05-26      | Variable      | 5.00%                 | Yes           |                  2 | On Loan: No      |
| McDonald's Corp                                           | McDonald's Corp                                                    | CUSIP: 58013LVC7<br>LEI: UE2136O97NLB5BYP9H04 | Long             | STIV             | CORP              | US        |    250000 | PA      | $249619.58    | 0.16%             |  |  |  | Yes           |                  2 | On Loan: No      |
| AERCAP IRELAND CAP/GLOBA                                  | AerCap Ireland Capital DAC / AerCap Global Aviation Trust          | CUSIP: 00774MAG0<br>LEI: N/A                  | Long             | DBT              | CORP              | IE        |    750000 | PA      | $749593.55    | 0.49%             | 2025-10-01      | Fixed         | 4.45%                 | No            |                  2 | On Loan: No      |
| CHARLES SCHWAB CORP                                       | Charles Schwab Corp/The                                            | CUSIP: 808513BF1<br>LEI: 549300VSGCJ7E698NM85 | Long             | DBT              | CORP              | US        |   2085000 | PA      | $2039544.19   | 1.34%             | 2026-03-11      | Fixed         | 0.90%                 | No            |                  2 | On Loan: No      |
| Federal Home Loan Banks                                   | Federal Home Loan Banks                                            | CUSIP: 3130ANKS8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | DBT              | USGSE             | US        |     50000 | PA      | $49873.28     | 0.03%             | 2025-08-26      | Fixed         | 0.70%                 | No            |                  2 | On Loan: No      |
| BAT CAPITAL CORP                                          | BAT Capital Corp                                                   | CUSIP: 05526DBB0<br>LEI: 2138005GYEXN7XRHFA84 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $981437.55    | 0.65%             | 2027-08-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| GM Financial Consumer Automobile Receivables Trust 2024-2 | GM Financial Consumer Automobile Receivables Trust 2024-2          | CUSIP: 379931AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     34844 | PA      | $34855.49     | 0.02%             | 2027-03-16      | Variable      | 4.69%                 | No            |                  2 | On Loan: No      |
| PROLOGIS LP                                               | Prologis LP                                                        | CUSIP: 74340XBU4<br>LEI: GL16H1DHB0QSHP25F723 | Long             | DBT              | CORP              | US        |   1400000 | PA      | $1385259.43   | 0.91%             | 2026-06-30      | Fixed         | 3.25%                 | 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      | $1559786.62   | 1.03%             | 2027-04-26      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| Citibank Credit Card Issuance Trust                       | Citibank Credit Card Issuance Trust                                | CUSIP: 17305EGX7<br>LEI: R8AG6FXVDQAMDKCSJJ64 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $500331.60    | 0.33%             | 2027-12-08      | Variable      | 5.03%                 | No            |                  2 | On Loan: No      |
| WEC ENERGY GROUP INC                                      | WEC Energy Group Inc                                               | CUSIP: 92939UAK2<br>LEI: 549300IGLYTZUK3PVP70 | Long             | DBT              | CORP              | US        |   2060000 | PA      | $2060113.36   | 1.36%             | 2026-01-09      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| CITIGROUP INC                                             | Citigroup Inc                                                      | CUSIP: 172967NX5<br>LEI: 6SHGI4ZSSLCXXQSBB395 | Long             | DBT              | CORP              | US        |    875000 | PA      | $876066.55    | 0.58%             | 2026-09-29      | Fixed         | 5.61%                 | No            |                  2 | On Loan: No      |
| L3HARRIS TECH INC                                         | L3Harris Technologies Inc                                          | CUSIP: 502431AL3<br>LEI: 549300UTE50ZMDBG8A20 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $991305.31    | 0.65%             | 2026-12-15      | Fixed         | 3.85%                 | No            |                  2 | On Loan: No      |
| American Honda Finance Corp                               | American Honda Finance Corp                                        | CUSIP: 02665JV80<br>LEI: B6Q2VFHD1797Q7NZ3E43 | Long             | STIV             | CORP              | US        |    648000 | PA      | $647344.87    | 0.43%             |  |  |  | No            |                  2 | On Loan: No      |
| GILEAD SCIENCES INC                                       | Gilead Sciences Inc                                                | CUSIP: 375558BM4<br>LEI: 549300WTZWR07K8MNV44 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1224748.70   | 0.81%             | 2027-03-01      | Fixed         | 2.95%                 | No            |                  2 | On Loan: No      |
| LOWE'S COS INC                                            | Lowe's Cos Inc                                                     | CUSIP: 548661EK9<br>LEI: WAFCR4OKGSC504WU3E95 | Long             | DBT              | CORP              | US        |   1535000 | PA      | $1534368.24   | 1.01%             | 2025-09-08      | Fixed         | 4.40%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                          | Fixed Income Clearing Corp (FICC)                                  | CUSIP: RPEW0HBZ5<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | RA               | CORP              | US        |    279054 | PA      | $279053.93    | 0.18%             |  |  |  | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                            | Wells Fargo Commercial Mortgage Trust 2015-NXS2                    | CUSIP: 94989MAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      1216 | PA      | $1207.52      | 0.00%             | 2058-07-15      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| Marsh & McLennan Cos Inc                                  | Marsh & McLennan Cos Inc                                           | CUSIP: 571748BZ4<br>LEI: 549300XMP3KDCKJXIU47 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1004999.22   | 0.66%             | 2027-11-08      | Variable      | 5.04%                 | 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        |    349167 | PA      | $346428.81    | 0.23%             | 2050-02-15      | Fixed         | 3.37%                 | No            |                  2 | On Loan: No      |
| BROADCOM INC                                              | Broadcom Inc                                                       | CUSIP: 11135FAN1<br>LEI: 549300WV6GIDOZJTV909 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $990141.54    | 0.65%             | 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        |    867352 | PA      | $868061.78    | 0.57%             | 2027-12-15      | Variable      | 4.75%                 | No            |                  2 | On Loan: No      |
| COMCAST CORP                                              | Comcast Corp                                                       | CUSIP: 20030NBS9<br>LEI: 51M0QTTNCGUN7KFCFZ59 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1239609.19   | 0.82%             | 2026-03-01      | Fixed         | 3.15%                 | No            |                  2 | On Loan: No      |
| ERP OPERATING LP                                          | ERP Operating LP                                                   | CUSIP: 26884ABF9<br>LEI: DX5HQV5MLU50FEWZ5072 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $980214.66    | 0.65%             | 2026-11-01      | Fixed         | 2.85%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                            | Wells Fargo Commercial Mortgage Trust 2016-C35                     | CUSIP: 95000FAU0<br>LEI: 549300MZIB10PDVAE312 | Long             | ABS-MBS          | CORP              | US        |     66956 | PA      | $66758.47     | 0.04%             | 2048-07-15      | Fixed         | 2.79%                 | No            |                  2 | On Loan: No      |
| MetLife Short Term Funding LLC                            | MetLife Short Term Funding LLC                                     | CUSIP: 59157TVL4<br>LEI: 54930024MDLTV1K1YL10 | Long             | STIV             | CORP              | US        |   1000000 | PA      | $997571.50    | 0.66%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Citibank NA                                               | Citibank NA                                                        | CUSIP: 17325FBE7<br>LEI: E57ODZWZ7FF32TWEFA76 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1277721.88   | 0.84%             | 2026-04-30      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2021-L5                    | Morgan Stanley Capital I Trust 2021-L5                             | CUSIP: 61691YAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    149281 | PA      | $146906.70    | 0.10%             | 2054-05-15      | Fixed         | 0.79%                 | 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        |    516900 | PA      | $517203.62    | 0.34%             | 2027-10-18      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| CarMax Auto Owner Trust 2024-2                            | CarMax Auto Owner Trust 2024-2                                     | CUSIP: 14319EAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     50075 | PA      | $50100.08     | 0.03%             | 2027-05-17      | Variable      | 4.88%                 | 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        |    129257 | PA      | $129322.06    | 0.09%             | 2027-02-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Banc of America Commercial Mor                            | Bank of America Merrill Lynch Commercial Mortgage Trust 2016-UBS10 | CUSIP: 06054MAD5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    570969 | PA      | $566568.13    | 0.37%             | 2049-07-15      | Fixed         | 2.90%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust                            | Morgan Stanley Capital I Trust 2016-UBS9                           | CUSIP: 61766CAE9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    128000 | PA      | $126776.29    | 0.08%             | 2049-03-15      | Fixed         | 3.59%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                       | COMM 2015-LC23 Mortgage Trust                                      | CUSIP: 12636FBH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      3105 | PA      | $3100.70      | 0.00%             | 2048-10-10      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trust 2016-C6                   | CFCRE Commercial Mortgage Trust 2016-C6                            | CUSIP: 12532AAX7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    107729 | PA      | $107298.28    | 0.07%             | 2049-11-10      | Fixed         | 3.06%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                            | Wells Fargo Commercial Mortgage Trust 2015-P2                      | CUSIP: 95000AAT4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     81480 | PA      | $81154.85     | 0.05%             | 2048-12-15      | Fixed         | 3.54%                 | No            |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                            | CSAIL 2016-C5 Commercial Mortgage Trust                            | CUSIP: 12636LAY6<br>LEI: 549300FU8TZDHFLQZL50 | Long             | ABS-MBS          | CORP              | US        |    259446 | PA      | $258359.27    | 0.17%             | 2048-11-15      | Fixed         | 3.76%                 | No            |                  2 | On Loan: No      |
| CNH Equipment Trust 2024-B                                | CNH Equipment Trust 2024-B                                         | CUSIP: 18978JAC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     52612 | PA      | $52619.41     | 0.03%             | 2027-10-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| MAGNA INTERNATIONAL INC                                   | Magna International Inc                                            | CUSIP: 559222AR5<br>LEI: 95RWVLFZX6VGDZNNTN43 | Long             | DBT              | CORP              | CA        |   1410000 | PA      | $1408500.59   | 0.93%             | 2025-10-01      | Fixed         | 4.15%                 | No            |                  2 | On Loan: No      |
| Toronto-Dominion Bank/The                                 | Toronto-Dominion Bank/The                                          | CUSIP: 89115A3B6<br>LEI: PT3QB789TSUIDF371261 | Long             | DBT              | CORP              | CA        |   1000000 | PA      | $1003280.00   | 0.66%             | 2026-12-17      | Variable      | 5.00%                 | No            |                  2 | On Loan: No      |
| L3Harris Technologies Inc                                 | L3Harris Technologies Inc                                          | CUSIP: 50248BV74<br>LEI: 549300UTE50ZMDBG8A20 | Long             | STIV             | CORP              | US        |    393000 | PA      | $392652.31    | 0.26%             |  |  |  | No            |                  2 | On Loan: No      |
| Sheffield Receivables Co LLC                              | Sheffield Receivables Co LLC                                       | CUSIP: 82124LX98<br>LEI: 549300MYF6MOTU9T3G29 | Long             | STIV             | CORP              | US        |   1250000 | PA      | $1239350.13   | 0.82%             |  |  |  | Yes           |                  2 | On Loan: No      |
| Medtronic Global Holdings SCA                             | Medtronic Global Holdings SCA                                      | CUSIP: 58507AVN0<br>LEI: 549300JXMTTP8GKYIX14 | Long             | STIV             | CORP              | LU        |   1250000 | PA      | $1246590.75   | 0.82%             |  |  |  | No            |                  2 | On Loan: No      |
| Duke Energy Corp                                          | Duke Energy Corp                                                   | CUSIP: 26244HV42<br>LEI: I1BZKREC126H0VB1BL91 | Long             | STIV             | CORP              | US        |    750000 | PA      | $749625.75    | 0.49%             |  |  |  | No            |                  2 | On Loan: No      |
| John Deere Capital Corp                                   | John Deere Capital Corp                                            | CUSIP: 24422EYA1<br>LEI: E0KSF7PFQ210NWI8Z391 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1002219.67   | 0.66%             | 2028-03-06      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Caterpillar Financial Services Corp                       | Caterpillar Financial Services Corp                                | CUSIP: 14913UAM2<br>LEI: EDBQKYOPJUCJKLOJDE72 | Long             | DBT              | CORP              | US        |    720000 | PA      | $721128.79    | 0.47%             | 2027-05-14      | Variable      | 4.87%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Bank NA                                       | Wells Fargo Bank NA                                                | CUSIP: 94988J6H5<br>LEI: KB1H1DSPRFMYMCUFXT09 | Long             | DBT              | CORP              | US        |   1520000 | PA      | $1522161.21   | 1.00%             | 2026-01-15      | Fixed         | 4.81%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                            | Wells Fargo Commercial Mortgage Trust 2015-P2                      | CUSIP: 95000AAV9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |      6161 | PA      | $6148.05      | 0.00%             | 2048-12-15      | Fixed         | 3.66%                 | No            |                  2 | On Loan: No      |
| T-MOBILE USA INC                                          | T-Mobile USA Inc                                                   | CUSIP: 87264ABU8<br>LEI: 549300V2JRLO5DIFGE82 | Long             | DBT              | CORP              | US        |    750000 | PA      | $739375.25    | 0.49%             | 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      | $1252135.00   | 0.82%             | 2028-07-24      | Variable      | 5.13%                 | No            |                  2 | On Loan: No      |
| Duke Energy Progress LLC                                  | Duke Energy Progress LLC                                           | CUSIP: 26442UAT1<br>LEI: 0NIFZ782LS46WOC9QK20 | Long             | DBT              | CORP              | US        |   1250000 | PA      | $1251419.78   | 0.82%             | 2027-03-06      | Fixed         | 4.35%                 | No            |                  2 | On Loan: No      |
| ENTERGY CORP                                              | Entergy Corp                                                       | CUSIP: 29364GAM5<br>LEI: 4XM3TW50JULSLG8BNC79 | Long             | DBT              | CORP              | US        |   2060000 | PA      | $2050567.40   | 1.35%             | 2025-09-15      | Fixed         | 0.90%                 | 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      | $1251912.50   | 0.82%             | 2028-07-06      | Variable      | 5.13%                 | 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      | $1001517.90   | 0.66%             | 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      | $1009574.91   | 0.66%             | 2027-03-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| United States Treasury Note/Bond                          | United States Treasury Note/Bond                                   | CUSIP: 91282CKB6<br>LEI: 254900HROIFWPRGM1V77 | Long             | DBT              | UST               | US        |   4055000 | PA      | $4061430.99   | 2.67%             | 2026-02-28      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| Toyota Auto Receivables 2024-D Owner Trust                | Toyota Auto Receivables 2024-D Owner Trust                         | CUSIP: 89239TAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    676403 | PA      | $676487.64    | 0.45%             | 2027-08-16      | Fixed         | 4.55%                 | No            |                  2 | On Loan: No      |
| Mars Inc                                                  | Mars Inc                                                           | CUSIP: 571676AW5<br>LEI: 54930073HKEO6GZBSS03 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1001400.68   | 0.66%             | 2027-03-01      | Fixed         | 4.45%                 | Yes           |                  2 | On Loan: No      |
| CFCRE Commercial Mortgage Trus                            | CFCRE Commercial Mortgage Trust 2016-C4                            | CUSIP: 12531YAM0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    114446 | PA      | $113628.17    | 0.07%             | 2058-05-10      | Fixed         | 3.01%                 | No            |                  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        |    128107 | PA      | $127325.04    | 0.08%             | 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      | $1001587.15   | 0.66%             | 2027-10-22      | Variable      | 5.04%                 | No            |                  2 | On Loan: No      |
| ELP 2021-ELP                                              | ELP Commercial Mortgage Trust 2021-ELP                             | CUSIP: 26863LAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    991737 | PA      | $991391.64    | 0.65%             | 2038-11-15      | Variable      | 4.11%                 | Yes           |                  2 | On Loan: No      |
| Chase Auto Owner Trust 2024-4                             | Chase Auto Owner Trust 2024-4                                      | CUSIP: 16144YAB4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     84607 | PA      | $84758.71     | 0.06%             | 2027-09-27      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| JPMorgan Chase & Co                                       | JPMorgan Chase & Co                                                | CUSIP: 46647PDW3<br>LEI: 8I5DZWZKVSZI1NUHU748 | Long             | DBT              | CORP              | US        |   1668000 | PA      | $1698225.53   | 1.12%             | 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      | $699140.49    | 0.46%             | 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      | $981221.33    | 0.65%             | 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        |    514367 | PA      | $514559.58    | 0.34%             | 2028-02-18      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Fiserv Inc                                                | Fiserv Inc                                                         | CUSIP: 33774KV80<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1000000 | PA      | $998983.80    | 0.66%             |  |  |  | No            |                  2 | On Loan: No      |
| Salisbury Receivables Co LLC                              | Salisbury Receivables Co LLC                                       | CUSIP: 79490AXQ6<br>LEI: N/A                  | Long             | STIV             | CORP              | US        |   1250000 | PA      | $1237023.75   | 0.81%             |  |  |  | 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        |    580195 | PA      | $580548.68    | 0.38%             | 2027-09-15      | Variable      | 4.70%                 | No            |                  2 | On Loan: No      |
| Bank of New York Mellon Corp/The                          | Bank of New York Mellon Corp/The                                   | CUSIP: 06405LAF8<br>LEI: WFLLPEPC7FZXENRZV188 | Long             | DBT              | CORP              | US        |    750000 | PA      | $750913.50    | 0.49%             | 2027-04-20      | Fixed         | 4.59%                 | No            |                  2 | On Loan: No      |
| World Omni Auto Receivables Trust 2025-B                  | World Omni Auto Receivables Trust 2025-B                           | CUSIP: 98164TAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1501940.70   | 0.99%             | 2028-08-15      | Variable      | 4.77%                 | 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        |    424143 | PA      | $424318.96    | 0.28%             | 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        |    302402 | PA      | $302520.79    | 0.20%             | 2026-12-21      | Variable      | 4.77%                 | No            |                  2 | On Loan: No      |
| World Omni Automobile Lease Securitization Trust 2024-A   | World Omni Automobile Lease Securitization Trust 2024-A            | CUSIP: 981946AC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     62704 | PA      | $62729.21     | 0.04%             | 2027-02-16      | Variable      | 4.73%                 | 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        |     25396 | PA      | $25204.32     | 0.02%             | 2050-06-15      | Fixed         | 3.26%                 | No            |                  2 | On Loan: No      |
| Hyundai Auto Lease Securitization Trust 2025-C            | Hyundai Auto Lease Securitization Trust 2025-C                     | CUSIP: 44935GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1400000 | PA      | $1399674.50   | 0.92%             | 2028-01-18      | Fixed         | 4.37%                 | Yes           |                  2 | On Loan: No      |
| O'Reilly Automotive Inc                                   | O'Reilly Automotive Inc                                            | CUSIP: 67103HAM9<br>LEI: 549300K2RLMQL149Q332 | Long             | DBT              | CORP              | US        |   1000000 | PA      | $1014665.83   | 0.67%             | 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      | $748641.74    | 0.49%             | 2028-01-07      | Variable      | 5.15%                 | Yes           |                  2 | On Loan: No      |
| Honeywell International Inc                               | Honeywell International Inc                                        | CUSIP: 43851TV60<br>LEI: ISRPG12PN4EIEOEMW547 | Long             | STIV             | CORP              | US        |   1500000 | PA      | $1498920.30   | 0.99%             |  |  |  | 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        |    683777 | PA      | $684154.56    | 0.45%             | 2027-01-20      | Variable      | 4.89%                 | 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        |    209759 | PA      | $210362.31    | 0.14%             | 2027-08-16      | Fixed         | 5.34%                 | No            |                  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      | $1002511.23   | 0.66%             | 2027-03-20      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Volvo Financial Equipment LLC Series 2024-1               | Volvo Financial Equipment LLC Series 2024-1                        | CUSIP: 92887QAB3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    430375 | PA      | $430410.37    | 0.28%             | 2027-05-17      | Fixed         | 4.56%                 | Yes           |                  2 | On Loan: No      |
| UnitedHealth Group Inc                                    | UnitedHealth Group Inc                                             | CUSIP: 91324PFE7<br>LEI: 549300GHBMY8T5GXDE41 | Long             | DBT              | CORP              | US        |   1275000 | PA      | $1277910.29   | 0.84%             | 2026-07-15      | Variable      | 4.90%                 | No            |                  2 | On Loan: No      |
| Toyota Motor Credit Corp                                  | Toyota Motor Credit Corp                                           | CUSIP: 89236TME2<br>LEI: Z2VZBHUMB7PWWJ63I008 | Long             | DBT              | CORP              | US        |   1065000 | PA      | $1065931.84   | 0.70%             | 2026-05-15      | Variable      | 4.80%                 | No            |                  2 | On Loan: No      |
| NextEra Energy Capital Holdings Inc                       | NextEra Energy Capital Holdings Inc                                | CUSIP: 65339KCS7<br>LEI: UMI46YPGBLUE4VGNNT48 | Long             | DBT              | CORP              | US        |   1320000 | PA      | $1322004.82   | 0.87%             | 2026-01-29      | Fixed         | 4.95%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                       | COMM 2016-CR28 Mortgage Trust                                      | CUSIP: 12593YBF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    597191 | PA      | $592040.49    | 0.39%             | 2049-02-10      | Fixed         | 3.65%                 | No            |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2025-07-31

**Name of Applicant:** Nushares ETF Trust

**Signature:** Gina Spunder

**Name of Signer:** Gina Spunder

**Title:** Director, Fund Financial Reporting