# EDGAR Filing Document

**Accession Number:** 0001635073
**File Stem:** 0001635073-26-000313
**Filing Date:** 2026-6
**Character Count:** 78653
**Document Hash:** bc7345f5d74a955c76e516dab91580c0
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001635073-26-000313.hdr.sgml**: 20260624

**ACCESSION NUMBER**: 0001635073-26-000313

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260430

**FILED AS OF DATE**: 20260624

**DATE AS OF CHANGE**: 20260624

**PERIOD START**: 20260731

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23161
- **FILM NUMBER:** 261113956

**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 Securitized Income ETF (Series ID: S000094799)

| Class ID   | Class Name                    | Ticker Symbol   |
|:---|:---|:---|
| C000263343 | Nuveen Securitized Income ETF | NSCI            |

## 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 Securitized Income ETF

- **b. EDGAR series identifier (if any):** S000094799

- **c. LEI of Series:** 254900VY03VUUSY2TQ72

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

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

- **b. Date as of which information is reported:** 2026-04-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $147415759.00

**Total Liabilities:** $5558177.00

**Net Assets:** $141857582.00

**Delayed Delivery Securities:** $5516502.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1311.95000000 | **1-Year:** -4435.71000000 | **5-Year:** -8545.24000000 | **10-Year:** -14041.70000000 | **30-Year:** -14175.03000000

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

- **3-Month:** -360.71000000 | **1-Year:** -1349.96000000 | **5-Year:** -2930.45000000 | **10-Year:** -496.62000000 | **30-Year:** -582.74000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000263343 | 0.90%                | -0.74%               | 0.67%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $2552.29                 | $571115.39                                 |
| Month 2  | $-4022.43                | $-1415554.79                               |
| Month 3  | $15943.17                | $269708.73                                 |

**Designated Index Information**

- **Index Name:** Bloomberg US Aggregate Securitized - MBS & ABS & CMBS

- **Index Identifier:** BENCH:LHMN5582

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Citigroup Commercial Mortgage                                   | Citigroup Commercial Mortgage Trust 2016-P3                     | CUSIP: 29429CAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $979363.20    | 0.69%             | 2049-04-15      | Variable      | 4.27%                 | No            |                  2 | On Loan: No      |
| Deutsche Bank Commercial Mortg                                  | DBJPM 16-C1 Mortgage Trust                                      | CUSIP: 23312LAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1970000 | PA      | $1861358.44   | 1.31%             | 2049-05-10      | Variable      | 4.20%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                  | JPMBB Commercial Mortgage Securities Trust 2014-C23             | CUSIP: 46643ABL6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $1067368.17   | 0.75%             | 2047-09-15      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                    | GS Mortgage Securities Trust 2016-GS4                           | CUSIP: 36251XAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $949439.10    | 0.67%             | 2049-11-10      | Variable      | 3.99%                 | No            |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                                  | JPMDB Commercial Mortgage Securities Trust 2017-C7              | CUSIP: 46648KAZ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    625000 | PA      | $591576.63    | 0.42%             | 2050-10-15      | Fixed         | 3.99%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                    | GS Mortgage Securities Trust 2017-GS8                           | CUSIP: 36254KAU6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $460090.85    | 0.32%             | 2050-11-10      | Variable      | 4.46%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                             | COMM 2015-CCRE24 Mortgage Trust                                 | CUSIP: 12593JBL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    210000 | PA      | $194126.58    | 0.14%             | 2048-08-10      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                             | COMM 2018-COR3 Mortgage Trust                                   | CUSIP: 12595VAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $864329.40    | 0.61%             | 2051-05-10      | Variable      | 4.67%                 | No            |                  2 | On Loan: No      |
| HERO Funding Trust                                              | HERO FUNDING 2018-1                                             | CUSIP: 42772GAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    925696 | PA      | $898216.46    | 0.63%             | 2048-09-20      | Fixed         | 4.67%                 | Yes           |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                   | UBS Commercial Mortgage Trust 2018-C13                          | CUSIP: 90353KBD0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $903893.50    | 0.64%             | 2051-10-15      | Variable      | 5.12%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                    | GS Mortgage Securities Trust 2017-GS7                           | CUSIP: 36254CBB5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $455854.40    | 0.32%             | 2050-08-10      | Fixed         | 4.24%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                        | Benchmark 2018-B2 Mortgage Trust                                | CUSIP: 08161CAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $331776.55    | 0.23%             | 2051-02-15      | Variable      | 4.43%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                   | Citigroup Commercial Mortgage Trust 2017-P8                     | CUSIP: 17326DAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1426152.00   | 1.01%             | 2050-09-15      | Variable      | 3.79%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                  | Wells Fargo Commercial Mortgage Trust 2016-C36                  | CUSIP: 95000MBU4<br>LEI: 549300BSYX29G4VVM177 | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $568706.94    | 0.40%             | 2059-11-15      | Variable      | 3.67%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                  | JPMCC Commercial Mortgage Securities Trust 2017-JP6             | CUSIP: 48128KAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1250000 | PA      | $1139914.38   | 0.80%             | 2050-07-15      | Variable      | 3.83%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                    | GS Mortgage Securities Trust 2018-GS9                           | CUSIP: 36255NAZ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $476298.52    | 0.34%             | 2051-03-10      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| Credit Suisse Mortgage Trust                                    | CSMC Trust 2016-NXSR                                            | CUSIP: 12594PBB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $484147.45    | 0.34%             | 2049-12-15      | Variable      | 4.42%                 | No            |                  2 | On Loan: No      |
| Bank                                                            | BANK 2017-BNK8                                                  | CUSIP: 06650AAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $849743.20    | 0.60%             | 2050-11-15      | Variable      | 4.23%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                        | Benchmark 2018-B3 Mortgage Trust                                | CUSIP: 08161BBC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $641083.20    | 0.45%             | 2051-04-10      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                                   | Citigroup Commercial Mortgage Trust 2015-GC29                   | CUSIP: 17323VBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $537294.30    | 0.38%             | 2048-04-10      | Variable      | 4.11%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                    | GS Mortgage Securities Trust 2017-GS6                           | CUSIP: 36253PAH5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $542459.34    | 0.38%             | 2050-05-10      | Fixed         | 3.87%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                                   | UBS Commercial Mortgage Trust 2018-C8                           | CUSIP: 90276VAK5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    850000 | PA      | $782960.42    | 0.55%             | 2051-02-15      | Variable      | 4.84%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                  | Wells Fargo Commercial Mortgage Trust 2016-C36                  | CUSIP: 95000MBV2<br>LEI: 549300BSYX29G4VVM177 | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $857161.30    | 0.60%             | 2059-11-15      | Variable      | 4.22%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                  | JPMCC Commercial Mortgage Securities Trust 2017-JP7             | CUSIP: 465968AL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $582477.42    | 0.41%             | 2050-09-15      | Variable      | 3.81%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                             | COMM 2014-UBS3 Mortgage Trust                                   | CUSIP: 12591YBH7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $464692.35    | 0.33%             | 2047-06-10      | Variable      | 4.72%                 | No            |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                          | Taco Bell Funding LLC                                           | CUSIP: 87342RAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    476250 | PA      | $475203.96    | 0.33%             | 2048-11-25      | Fixed         | 4.94%                 | Yes           |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                  | BBCMS Trust 2015-SRCH                                           | CUSIP: 05547HAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1434466.20   | 1.01%             | 2035-08-10      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                  | BBCMS Trust 2015-SRCH                                           | CUSIP: 05547HAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $93171.99     | 0.07%             | 2035-08-10      | Variable      | 5.12%                 | Yes           |                  2 | On Loan: No      |
| Bank                                                            | BANK 2019-BNK18                                                 | CUSIP: 065402BG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $882554.00    | 0.62%             | 2062-05-15      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                        | Benchmark 2019-B14 Mortgage Trust                               | CUSIP: 08162YAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $714578.00    | 0.50%             | 2062-12-15      | Variable      | 3.90%                 | No            |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se                                  | Natixis Commercial Mortgage Securities Trust 2019-MILE          | CUSIP: 63875FAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $223508.65    | 0.16%             | 2036-07-15      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Se                                  | Natixis Commercial Mortgage Securities Trust 2019-MILE          | CUSIP: 63875FAA4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1170337 | PA      | $1147056.76   | 0.81%             | 2036-07-15      | Variable      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                    | GS Mortgage Securities Trust 2020-GC45                          | CUSIP: 36258YBL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $462993.00    | 0.33%             | 2053-02-13      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| Ellington Financial Mortgage T                                  | Ellington Financial Mortgage Trust 2020-1                       | CUSIP: 31574PAC9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    250000 | PA      | $245324.20    | 0.17%             | 2065-05-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                                  | JPMDB Commercial Mortgage Securities Trust 2020-COR7            | CUSIP: 46652JBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $537069.39    | 0.38%             | 2053-05-13      | Fixed         | 2.54%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                        | Benchmark 2021-B23 Mortgage Trust                               | CUSIP: 08162RAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $575640.00    | 0.41%             | 2054-02-15      | Fixed         | 2.10%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                        | Benchmark 2021-B24 Mortgage Trust                               | CUSIP: 08163CBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $449620.45    | 0.32%             | 2054-03-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                             | Freddie Mac STACR REMIC Trust 2021-DNA5                         | CUSIP: 35564KJA8<br>LEI: 5493000ISU5NYXNHD479 | Long             | ABS-CBDO         | CORP              | US        |   1100000 | PA      | $1172510.02   | 0.83%             | 2034-01-25      | Variable      | 6.70%                 | Yes           |                  2 | On Loan: No      |
| COMM Mortgage Trust                                             | COMM 2019-GC44 Mortgage Trust                                   | CUSIP: 12655TBR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $413732.20    | 0.29%             | 2057-08-15      | Variable      | 3.63%                 | No            |                  2 | On Loan: No      |
| Crescendo Royalty Funding LP                                    | Crescendo Royalty Funding LP                                    | CUSIP: 225638AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $995215.70    | 0.70%             | 2051-12-20      | Fixed         | 3.57%                 | Yes           |                  2 | On Loan: No      |
| Hudson Yards                                                    | Hudson Yards 2019-30HY Mortgage Trust                           | CUSIP: 44421GAL7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    550000 | PA      | $502437.32    | 0.35%             | 2039-07-10      | Variable      | 3.56%                 | Yes           |                  2 | On Loan: No      |
| CSAIL 2019-C17 Commercial Mortgage Trust                        | CSAIL 2019-C17 Commercial Mortgage Trust                        | CUSIP: 12597BAZ2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $883573.60    | 0.62%             | 2052-09-15      | Fixed         | 3.48%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage Trust 2019-C4                      | Barclays Commercial Mortgage Trust 2019-C4                      | CUSIP: 07335CAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    825000 | PA      | $684326.61    | 0.48%             | 2052-08-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2019-COR4            | JPMCC Commercial Mortgage Securities Trust 2019-COR4            | CUSIP: 48128YBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $476604.85    | 0.34%             | 2052-03-10      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                  | JPMCC Commercial Mortgage Securities Trust 2019-COR4            | CUSIP: 48128YBB6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $454551.95    | 0.32%             | 2052-03-10      | Fixed         | 4.44%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B15 Mortgage Trust                               | Benchmark 2019-B15 Mortgage Trust                               | CUSIP: 08160KAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $864379.70    | 0.61%             | 2072-12-15      | Fixed         | 3.56%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B13 Mortgage Trust                               | Benchmark 2019-B13 Mortgage Trust                               | CUSIP: 08162DAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $507566.16    | 0.36%             | 2057-08-15      | Variable      | 3.84%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B12 Mortgage Trust                               | Benchmark 2019-B12 Mortgage Trust                               | CUSIP: 08162FAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $438124.20    | 0.31%             | 2052-08-15      | Fixed         | 3.57%                 | No            |                  2 | On Loan: No      |
| Benchmark 2019-B10 Mortgage Trust                               | Benchmark 2019-B10 Mortgage Trust                               | CUSIP: 08162VAH1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $694150.58    | 0.49%             | 2062-03-15      | Variable      | 4.18%                 | No            |                  2 | On Loan: No      |
| Cantor Commercial Real Estate Lending 2019-CF1                  | Cantor Commercial Real Estate Lending 2019-CF1                  | CUSIP: 12529MAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $494622.24    | 0.35%             | 2052-05-15      | Variable      | 4.35%                 | No            |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mor                                  | JP Morgan Chase Commercial Mortgage Securities Trust 2020-NNN   | CUSIP: 46652BBG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $206559.00    | 0.15%             | 2037-01-16      | Fixed         | 3.27%                 | Yes           |                  2 | On Loan: No      |
| VB-S1 Issuer LLC                                                | VB-S1 Issuer LLC - VBTEL                                        | CUSIP: 91823AAU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    751500 | PA      | $734103.38    | 0.52%             | 2052-02-15      | Fixed         | 3.16%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                        | Benchmark 2019-B9 Mortgage Trust                                | CUSIP: 08160JAK3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $885286.60    | 0.62%             | 2052-03-15      | Variable      | 4.97%                 | No            |                  2 | On Loan: No      |
| Bank                                                            | BANK 2019-BNK20                                                 | CUSIP: 06540AAJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    650000 | PA      | $492481.47    | 0.35%             | 2062-09-15      | Variable      | 3.77%                 | No            |                  2 | On Loan: No      |
| 3650R 2021-PF1 Commercial Mortgage Trust                        | 3650R 2021-PF1 Commercial Mortgage Trust                        | CUSIP: 88575JAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $499315.50    | 0.35%             | 2055-11-15      | Variable      | 5.29%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Connecticut Avenue Securities Trust 2023-R01                    | CUSIP: 207932AF1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   1190000 | PA      | $1263318.52   | 0.89%             | 2042-12-25      | Variable      | 8.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Connecticut Avenue Securities Trust 2023-R04                    | CUSIP: 20754QAJ7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   2450000 | PA      | $2750032.88   | 1.94%             | 2043-05-25      | Variable      | 11.90%                | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 31418EU81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     16550 | PA      | $16368.19     | 0.01%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                 | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    720256 | PA      | $726534.45    | 0.51%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R03                    | Connecticut Avenue Securities Trust 2023-R03                    | CUSIP: 20753ACF9<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    245000 | PA      | $268438.66    | 0.19%             | 2043-04-25      | Variable      | 10.00%                | Yes           |                  2 | On Loan: No      |
| NYCT Trust 2024-3ELV                                            | NYCT Trust 2024-3ELV                                            | CUSIP: 62956HAA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    720000 | PA      | $721064.45    | 0.51%             | 2029-08-15      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Orchard Park Clo Ltd                                            | Orchard Park Clo Ltd                                            | CUSIP: 68563JAC8<br>LEI: 3912000K0W3TWP1KMO81 | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $501031.00    | 0.35%             | 2037-10-20      | Variable      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| NYCT Trust 2024-3ELV                                            | NYCT Trust 2024-3ELV                                            | CUSIP: 62956HAE6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1100000 | PA      | $1098214.04   | 0.77%             | 2029-08-15      | Variable      | 6.49%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2021-SDMF                                              | BX Trust 2021-SDMF                                              | CUSIP: 12434CAL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    881577 | PA      | $881431.06    | 0.62%             | 2034-09-15      | Variable      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| SHR Trust 2024-LXRY                                             | SHR Trust 2024-LXRY                                             | CUSIP: 784234AG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1005690.60   | 0.71%             | 2041-10-15      | Variable      | 7.25%                 | Yes           |                  2 | On Loan: No      |
| BX Commercial Mortgage Trust 2024-BRBK                          | BX Commercial Mortgage Trust 2024-BRBK                          | CUSIP: 05613NAJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    800000 | PA      | $800690.40    | 0.56%             | 2041-10-15      | Variable      | 8.54%                 | Yes           |                  2 | On Loan: No      |
| WCORE Commercial Mortgage Trust 2024-CORE                       | WCORE Commercial Mortgage Trust 2024-CORE                       | CUSIP: 951913AE2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $501798.10    | 0.35%             | 2041-11-15      | Variable      | 5.90%                 | Yes           |                  2 | On Loan: No      |
| BMO 2024-C10 Mortgage Trust                                     | BMO 2024-C10 Mortgage Trust                                     | CUSIP: 096920AJ2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    630000 | PA      | $634170.29    | 0.45%             | 2057-11-15      | Variable      | 6.08%                 | No            |                  2 | On Loan: No      |
| CIFC Funding 2021-V Ltd                                         | CIFC Funding 2021-V Ltd                                         | CUSIP: 12565EAM3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    400000 | PA      | $400585.20    | 0.28%             | 2038-01-15      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust 2025-1                               | Verus Securitization Trust 2025-1                               | CUSIP: 92540TAD2<br>LEI: 213800JOKZMXZECMAB50 | Long             | ABS-CBDO         | USGSE             | US        |   1215000 | PA      | $1222501.41   | 0.86%             | 2070-01-25      | Variable      | 6.51%                 | Yes           |                  2 | On Loan: No      |
| Houston Galleria Mall Trust 2025-HGLR                           | Houston Galleria Mall Trust 2025-HGLR                           | CUSIP: 44216XAA3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1024557.20   | 0.72%             | 2045-02-05      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| BAMLL Trust 2025-ASHF                                           | BAMLL Trust 2025-ASHF                                           | CUSIP: 05494CAC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1001944.40   | 0.71%             | 2042-02-15      | Variable      | 6.00%                 | Yes           |                  2 | On Loan: No      |
| BSST 2022-1700 Mortgage Trust                                   | BSST 2022-1700 Mortgage Trust                                   | CUSIP: 055742AA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $443592.30    | 0.31%             | 2037-02-15      | Variable      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers Clo 42 Ltd                       | Neuberger Berman Loan Advisers Clo 42 Ltd                       | CUSIP: 64133WAU9<br>LEI: 549300LGCRX4YI1JNS93 | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $494551.00    | 0.35%             | 2036-07-16      | Variable      | 6.18%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R06                    | Connecticut Avenue Securities Trust 2023-R06                    | CUSIP: 20754EAB1<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   1200000 | PA      | $1230309.84   | 0.87%             | 2043-07-25      | Variable      | 6.35%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2024-FNX                                               | BX Trust 2024-FNX                                               | CUSIP: 05593TAJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    545562 | PA      | $546871.97    | 0.39%             | 2041-11-15      | Variable      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R08                    | Connecticut Avenue Securities Trust 2023-R08                    | CUSIP: 20755CAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   1175000 | PA      | $1197482.22   | 0.84%             | 2043-10-25      | Variable      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust                                   | ARDN 2025-ARCP Mortgage Trust                                   | CUSIP: 039961AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1002970.60   | 0.71%             | 2035-06-15      | Variable      | 8.15%                 | Yes           |                  2 | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust                                   | ARDN 2025-ARCP Mortgage Trust                                   | CUSIP: 039961AL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $501752.40    | 0.35%             | 2035-06-15      | Variable      | 9.30%                 | Yes           |                  2 | On Loan: No      |
| ILPT Commercial Mortgage Trust 2025-LPF2                        | ILPT Commercial Mortgage Trust 2025-LPF2                        | CUSIP: 451955AJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    750000 | PA      | $763866.53    | 0.54%             | 2042-07-13      | Variable      | 8.20%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXII Ltd                                              | Magnetite XXII Ltd                                              | CUSIP: 55954HAY8<br>LEI: 5493000081NBXWGGSW23 | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $500171.00    | 0.35%             | 2036-07-15      | Variable      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2025-AGLN                 | Wells Fargo Commercial Mortgage Trust 2025-AGLN                 | CUSIP: 94990HAE7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1100000 | PA      | $1102633.62   | 0.78%             | 2037-07-15      | Variable      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2024-R02                    | Connecticut Avenue Securities Trust 2024-R02                    | CUSIP: 20754GAE0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    700000 | PA      | $705134.99    | 0.50%             | 2044-02-25      | Variable      | 6.15%                 | Yes           |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                              | MetroNet Infrastructure Issuer LLC                              | CUSIP: 59170JAX6<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1009147.60   | 0.71%             | 2055-08-20      | Fixed         | 5.40%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Funding 10-R Ltd                                     | OHA Credit Funding 10-R Ltd                                     | CUSIP: 67121RAJ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $501145.00    | 0.35%             | 2038-07-18      | Variable      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| NMEF Funding LLC                                                | NMEF Funding LLC                                                | CUSIP: 62919WAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1002145.90   | 0.71%             | 2033-01-18      | Fixed         | 5.47%                 | Yes           |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                | Domino's Pizza Master Issuer LLC                                | CUSIP: 25755TAQ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $997133.10    | 0.70%             | 2055-07-25      | Fixed         | 4.93%                 | Yes           |                  2 | On Loan: No      |
| Lmrk Issuer Co 2 LLC                                            | Lmrk Issuer Co 2 LLC                                            | CUSIP: 50209AAH4<br>LEI: 549300TATF7H68SRLE80 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $997025.40    | 0.70%             | 2055-09-15      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Centersquare Issuer LLC                                         | Centersquare Issuer LLC                                         | CUSIP: 15201EAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $951226.90    | 0.67%             | 2055-08-25      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| JW Trust 2024-BERY                                              | JW Trust 2024-BERY                                              | CUSIP: 46676AAG8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1005812.40   | 0.71%             | 2039-11-15      | Variable      | 7.15%                 | Yes           |                  2 | On Loan: No      |
| State Street Institutional US Government Money Market Fund      | State Street Institutional US Government Money Market Fund      | CUSIP: 857492706<br>LEI: 549300BZ5TGIFZUZDZ37 | Long             | EC               | RF                | US        |  11092438 | NS      | $11092437.54  | 7.82%             |  |  |  | No            |                  1 | On Loan: No      |
| MCR 2024-HF1 Mortgage Trust                                     | MCR 2024-HF1 Mortgage Trust                                     | CUSIP: 55287FAE4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    992644 | PA      | $997580.39    | 0.70%             | 2041-12-15      | Variable      | 7.20%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO IV Ltd                              | Benefit Street Partners CLO IV Ltd                              | CUSIP: 08180FCL3<br>LEI: 5493002BNZCV0YE1MG83 | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $501082.00    | 0.35%             | 2038-10-20      | Variable      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO Ltd                                                     | OCP CLO Ltd                                                     | CUSIP: 67126BAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $501023.00    | 0.35%             | 2038-10-15      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO X Ltd                                               | Elmwood CLO X Ltd                                               | CUSIP: 29002VBA5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $502180.50    | 0.35%             | 2038-07-20      | Variable      | 5.63%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 36R Ltd                      | Neuberger Berman Loan Advisers CLO 36R Ltd                      | CUSIP: 64090EAC0<br>LEI: 254900RBT2LAQQHMHG60 | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $501098.50    | 0.35%             | 2039-07-20      | Variable      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO 2025-40 Ltd                                             | OCP CLO 2025-40 Ltd                                             | CUSIP: 67570FAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JE        |    500000 | PA      | $500420.00    | 0.35%             | 2038-04-16      | Variable      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| CARLYLE US CLO 2021-8 LTD                                       | CARLYLE US CLO 2021-8 LTD                                       | CUSIP: 143120AU7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $501612.50    | 0.35%             | 2038-10-15      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2025-AURA                 | Wells Fargo Commercial Mortgage Trust 2025-AURA                 | CUSIP: 95004VAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $801817.76    | 0.57%             | 2042-10-15      | Variable      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2024-HQA1                         | Freddie Mac STACR REMIC Trust 2024-HQA1                         | CUSIP: 35564NCA9<br>LEI: 529900PGKDI4ZEXFQ523 | Long             | ABS-CBDO         | CORP              | US        |   1100000 | PA      | $1108505.86   | 0.78%             | 2044-03-25      | Variable      | 5.65%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Chase Commercial Mortgage Securities Trust 2021-NYAH  | JP Morgan Chase Commercial Mortgage Securities Trust 2021-NYAH  | CUSIP: 46654EAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $580572.54    | 0.41%             | 2038-06-15      | Variable      | 5.28%                 | Yes           |                  2 | On Loan: No      |
| MFT Trust 2020-ABC                                              | MFT Trust 2020-ABC                                              | CUSIP: 55317BAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $545979.60    | 0.38%             | 2042-02-10      | Variable      | 3.59%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2025-OMG                                               | BX Trust 2025-OMG                                               | CUSIP: 05619HAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    800000 | PA      | $797198.32    | 0.56%             | 2042-10-15      | Variable      | 6.05%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2021-9                                   | Sequoia Mortgage Trust 2021-9                                   | CUSIP: 81748CCF5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    889330 | PA      | $716108.30    | 0.50%             | 2052-01-25      | Variable      | 2.85%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2025-8                                 | Angel Oak Mortgage Trust 2025-8                                 | CUSIP: 03466UAD6<br>LEI: 254900WZRTR935QJJ709 | Long             | ABS-CBDO         | USGSE             | US        |    250000 | PA      | $250814.05    | 0.18%             | 2070-07-25      | Variable      | 6.22%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM13 Trust                                            | OBX 2025-NQM13 Trust                                            | CUSIP: 67121UAD8<br>LEI: 254900FPAGVH6E25VL74 | Long             | ABS-CBDO         | USGSE             | US        |    250000 | PA      | $251127.70    | 0.18%             | 2065-05-25      | Variable      | 6.28%                 | Yes           |                  2 | On Loan: No      |
| Santander Bank Mortgage Credit-Linked Notes Series 2023-MTG1    | Santander Bank Mortgage Credit-Linked Notes                     | CUSIP: 80290CBN3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    426572 | PA      | $492746.34    | 0.35%             | 2052-02-26      | Variable      | 9.26%                 | Yes           |                  2 | On Loan: No      |
| DB Master Finance LLC                                           | DB Master Finance LLC                                           | CUSIP: 233046AU5<br>LEI: 549300F17UZJL70BPB08 | Long             | ABS-O            | CORP              | US        |   1221938 | PA      | $1213023.22   | 0.86%             | 2055-08-20      | Fixed         | 4.89%                 | Yes           |                  2 | On Loan: No      |
| Apidos Clo LIV                                                  | Apidos Clo LIV                                                  | CUSIP: 03771RAL5<br>LEI: 254900SXYQWBYZA9L226 | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $500677.00    | 0.35%             | 2038-10-20      | Variable      | 5.48%                 | Yes           |                  2 | On Loan: No      |
| Uniti Fiber Abs Issuer LLC                                      | Uniti Fiber Abs Issuer LLC                                      | CUSIP: 91326EAG0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $994420.90    | 0.70%             | 2056-01-20      | Fixed         | 5.18%                 | Yes           |                  2 | On Loan: No      |
| CIP Commercial Mortgage Trust 2025-SBAY                         | CIP Commercial Mortgage Trust 2025-SBAY                         | CUSIP: 12576AAG1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1002812.60   | 0.71%             | 2037-10-15      | Variable      | 6.40%                 | Yes           |                  2 | On Loan: No      |
| AIMCO CLO 17 Ltd                                                | AIMCO CLO 17 Ltd                                                | CUSIP: 00889JAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JE        |    500000 | PA      | $500862.50    | 0.35%             | 2037-07-20      | Variable      | 6.56%                 | Yes           |                  2 | On Loan: No      |
| BX Trust 2025-LUNR                                              | BX Trust 2025-LUNR                                              | CUSIP: 05594CAD6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    778260 | PA      | $781001.71    | 0.55%             | 2040-06-15      | Variable      | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Cajun Global LLC                                                | Cajun Global LLC                                                | CUSIP: 12803VAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $496670.15    | 0.35%             | 2055-11-20      | Fixed         | 5.91%                 | Yes           |                  2 | On Loan: No      |
| Cajun Global LLC                                                | Cajun Global LLC                                                | CUSIP: 12803VAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $246071.90    | 0.17%             | 2055-11-20      | Fixed         | 8.72%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust 2025-11                                | Angel Oak Mortgage Trust 2025-11                                | CUSIP: 03466FAF4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   1250000 | PA      | $1239467.38   | 0.87%             | 2070-10-25      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| OBX 2025-NQM2 Trust                                             | OBX 2025-NQM2 Trust                                             | CUSIP: 67120VAD7<br>LEI: 2549006BC0G3YEF5SL09 | Long             | ABS-CBDO         | CORP              | US        |    825000 | PA      | $833667.95    | 0.59%             | 2064-11-25      | Variable      | 6.49%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2022-3                                      | RCKT Mortgage Trust 2022-3                                      | CUSIP: 74938XBW8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    728628 | PA      | $477742.85    | 0.34%             | 2052-05-25      | Variable      | 3.18%                 | Yes           |                  2 | On Loan: No      |
| Invesco CLO 2022-3 Ltd                                          | Invesco CLO 2022-3 Ltd                                          | CUSIP: 46146VAU3<br>LEI: 254900JVSF4JLNP9YV71 | Long             | ABS-O            | CORP              | JE        |    500000 | PA      | $500811.00    | 0.35%             | 2037-10-22      | Variable      | 7.06%                 | Yes           |                  2 | On Loan: No      |
| Chase Home Lending Mortgage Trust 2025-10                       | Chase Home Lending Mortgage Trust 2025-10                       | CUSIP: 16160BCK1<br>LEI: 529900PXR6MEGSRAOO62 | Long             | ABS-CBDO         | USGSE             | US        |   1190166 | PA      | $1210333.41   | 0.85%             | 2056-07-25      | Variable      | 6.59%                 | Yes           |                  2 | On Loan: No      |
| EFMT 2025-NQM5                                                  | EFMT 2025-NQM5                                                  | CUSIP: 28225KAH8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   1000000 | PA      | $994905.00    | 0.70%             | 2070-11-25      | Variable      | 5.77%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-NLP | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-NLP | CUSIP: 466317AL8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    623444 | PA      | $613110.61    | 0.43%             | 2037-04-15      | Variable      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                                        | BX Trust                                                        | CUSIP: 05594LAE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1111503 | PA      | $1114123.48   | 0.79%             | 2042-11-15      | Variable      | 5.40%                 | Yes           |                  2 | On Loan: No      |
| Flexential Issuer LLC                                           | Flexential Issuer LLC                                           | CUSIP: 33938MAK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $996626.70    | 0.70%             | 2060-10-25      | Fixed         | 6.03%                 | Yes           |                  2 | On Loan: No      |
| Hin Timeshare Trust                                             | Hin Timeshare Trust                                             | CUSIP: 433401AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    416685 | PA      | $419293.67    | 0.30%             | 2045-05-15      | Fixed         | 7.58%                 | Yes           |                  2 | On Loan: No      |
| COLT 2025-11 Mortgage Loan Trust                                | COLT 2025-11 Mortgage Loan Trust                                | CUSIP: 12676KAH6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $995983.60    | 0.70%             | 2070-11-25      | Variable      | 5.95%                 | Yes           |                  2 | On Loan: No      |
| Summit Issuer LLC                                               | Summit Issuer LLC                                               | CUSIP: 86613XAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1002870.90   | 0.71%             | 2055-11-20      | Fixed         | 5.21%                 | Yes           |                  2 | On Loan: No      |
| ELP Commercial Mortgage Trust                                   | ELP Commercial Mortgage Trust                                   | CUSIP: 290154AG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $991365.50    | 0.70%             | 2042-11-13      | Variable      | 5.61%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust                                      | Verus Securitization Trust                                      | CUSIP: 924935AK5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $985887.10    | 0.69%             | 2070-11-25      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Maritime Partners, LLC                                          | Maritime Partners, LLC                                          | CUSIP: 553427AB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    989470 | PA      | $979892.54    | 0.69%             | 2065-11-15      | Fixed         | 5.55%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Funding 16-R Ltd                                     | OHA Credit Funding 16-R Ltd                                     | CUSIP: 67122KAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $500780.50    | 0.35%             | 2038-10-20      | Variable      | 5.43%                 | Yes           |                  2 | On Loan: No      |
| Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC | CUSIP: 315961AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1009313.40   | 0.71%             | 2055-12-20      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust                                        | CUSIP: 46594JDP5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1237474 | PA      | $1259881.80   | 0.89%             | 2056-05-25      | Variable      | 6.38%                 | Yes           |                  2 | On Loan: No      |
| KSL Commercial Mortgage Trust                                   | KSL Commercial Mortgage Trust                                   | CUSIP: 48268VAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1002232.80   | 0.71%             | 2042-12-15      | Variable      | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Aimco CLO 14 Ltd                                                | Aimco CLO 14 Ltd                                                | CUSIP: 00144GAU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $500616.00    | 0.35%             | 2038-10-20      | Variable      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R07                    | Connecticut Avenue Securities Trust 2023-R07                    | CUSIP: 20753BAB8<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   1200000 | PA      | $1233954.60   | 0.87%             | 2043-09-25      | Variable      | 6.90%                 | Yes           |                  2 | On Loan: No      |
| BX Trust                                                        | BX Trust                                                        | CUSIP: 05594MAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1125000 | PA      | $1131027.19   | 0.80%             | 2042-12-15      | Variable      | 6.70%                 | Yes           |                  2 | On Loan: No      |
| Angel Oak Mortgage Trust                                        | Angel Oak Mortgage Trust                                        | CUSIP: 03466KAF3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1250000 | PA      | $1241760.63   | 0.88%             | 2070-12-25      | Fixed         | 5.77%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO 2025-44 Ltd                                             | OCP CLO 2025-44 Ltd                                             | CUSIP: 67570UAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $501647.00    | 0.35%             | 2038-10-24      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                 | Hertz Vehicle Financing III LLC                                 | CUSIP: 42806MDR7<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $988561.00    | 0.70%             | 2032-05-25      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 47 Ltd                       | Neuberger Berman Loan Advisers CLO 47 Ltd                       | CUSIP: 64135DAQ8<br>LEI: 549300JRWXK6DFJD7D06 | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $496014.50    | 0.35%             | 2035-04-16      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| BOCA Commercial Mortgage Trust 2025-BOCA                        | BOCA Commercial Mortgage Trust 2025-BOCA                        | CUSIP: 05619RAC6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1004585.40   | 0.71%             | 2042-12-15      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                                | Planet Fitness Master Issuer LLC                                | CUSIP: 72703PAH6<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $498710.05    | 0.35%             | 2055-12-06      | Fixed         | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding LI Ltd                                     | Madison Park Funding LI Ltd                                     | CUSIP: 55821GAY1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $501141.50    | 0.35%             | 2038-10-19      | Variable      | 6.78%                 | Yes           |                  2 | On Loan: No      |
| Texas Debt Capital CLO 2025-I Ltd                               | Texas Debt Capital CLO 2025-I Ltd                               | CUSIP: 881936AC2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $500546.50    | 0.35%             | 2038-04-24      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Lmdv Issuer Co LLC                                              | Lmdv Issuer Co LLC                                              | CUSIP: 538908AA2<br>LEI: 254900A6HRP8XHJJGM20 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $997297.40    | 0.70%             | 2055-12-15      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| BANK 2025-BNK51                                                 | BANK 2025-BNK51                                                 | CUSIP: 06541HAH8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1013684.80   | 0.71%             | 2067-12-25      | Fixed         | 5.54%                 | No            |                  2 | On Loan: No      |
| Willis Engine Structured Trust IX                               | Willis Engine Structured Trust IX                               | CUSIP: 970910AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    492914 | PA      | $490639.16    | 0.35%             | 2050-12-15      | Fixed         | 5.16%                 | Yes           |                  2 | On Loan: No      |
| Kinetic ABS Issuer LLC                                          | Kinetic ABS Issuer LLC                                          | CUSIP: 49459AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $999219.10    | 0.70%             | 2056-02-25      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Kinetic ABS Issuer LLC                                          | Kinetic ABS Issuer LLC                                          | CUSIP: 49459AAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $511136.30    | 0.36%             | 2056-02-25      | Fixed         | 7.65%                 | Yes           |                  2 | On Loan: No      |
| QTS Issuer ABS II LLC                                           | QTS Issuer ABS II LLC                                           | CUSIP: 74690FAQ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $986484.40    | 0.70%             | 2056-01-05      | Fixed         | 5.36%                 | Yes           |                  2 | On Loan: No      |
| DataBank Issuer                                                 | DataBank Issuer                                                 | CUSIP: 23802WAQ4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    725000 | PA      | $726890.22    | 0.51%             | 2056-02-25      | Fixed         | 5.81%                 | Yes           |                  2 | On Loan: No      |
| Vitality Re XVII Ltd                                            | Vitality Re XVII Ltd                                            | CUSIP: 92853KAA8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |   1000000 | PA      | $998600.00    | 0.70%             | 2030-01-08      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Sotheby's Artfi Master Trust                                    | Sotheby's Artfi Master Trust                                    | CUSIP: 83589DAE6<br>LEI: 9845002FA850DM72BA31 | Long             | ABS-O            | CORP              | US        |    900000 | PA      | $898452.63    | 0.63%             | 2033-06-20      | Fixed         | 6.80%                 | Yes           |                  2 | On Loan: No      |
| LSTR Trust                                                      | LSTR Trust                                                      | CUSIP: 50220QAE1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1000047.20   | 0.70%             | 2040-12-15      | Variable      | 5.87%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2015-420                         | Morgan Stanley Capital I Trust 2015-420                         | CUSIP: 61765BAA0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    924023 | PA      | $942318.29    | 0.66%             | 2050-10-12      | Fixed         | 7.98%                 | Yes           |                  2 | On Loan: No      |
| OHS Issuer LLC                                                  | OHS Issuer LLC                                                  | CUSIP: 67115SAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    998333 | PA      | $982867.66    | 0.69%             | 2061-02-25      | Fixed         | 5.98%                 | Yes           |                  2 | On Loan: No      |
| Jersey Mike's Funding LLC                                       | Jersey Mike's Funding LLC                                       | CUSIP: 476681AF8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $992689.90    | 0.70%             | 2056-02-15      | Fixed         | 4.95%                 | Yes           |                  2 | On Loan: No      |
| LIGHTPATH FIBER ISSUER LLC                                      | LIGHTPATH FIBER ISSUER LLC                                      | CUSIP: 53229YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1004818.00   | 0.71%             | 2056-03-25      | Fixed         | 5.60%                 | Yes           |                  2 | On Loan: No      |
| PLYM Commercial Mortgage Trust 2026-IND                         | PLYM Commercial Mortgage Trust 2026-IND                         | CUSIP: 69292BAG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $997351.50    | 0.70%             | 2043-03-15      | Variable      | 5.80%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-NLP | J.P. Morgan Chase Commercial Mortgage Securities Trust 2022-NLP | CUSIP: 466317AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    364403 | PA      | $358312.36    | 0.25%             | 2037-04-15      | Variable      | 5.39%                 | Yes           |                  2 | On Loan: No      |
| WCORE Commercial Mortgage Trust 2024-CORE                       | WCORE Commercial Mortgage Trust 2024-CORE                       | CUSIP: 951913AG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    750000 | PA      | $753289.13    | 0.53%             | 2041-11-15      | Variable      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers Clo 51 Ltd                       | Neuberger Berman Loan Advisers Clo 51 Ltd                       | CUSIP: 64135BBC2<br>LEI: 549300E2R8NH2QE50368 | Long             | ABS-O            | CORP              | JE        |   1000000 | PA      | $1001345.00   | 0.71%             | 2036-10-23      | Variable      | 6.47%                 | Yes           |                  2 | On Loan: No      |
| New Residential Mortgage Loan Trust 2026-NQM4                   | New Residential Mortgage Loan Trust 2026-NQM4                   | CUSIP: 64790AAH0<br>LEI: 213800UD7J2W19Q88M79 | Long             | ABS-CBDO         | USGSE             | US        |    973000 | PA      | $960619.35    | 0.68%             | 2066-02-25      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Goldentree Loan Management US Clo 8 Ltd                         | Goldentree Loan Management US Clo 8 Ltd                         | CUSIP: 38136NBE5<br>LEI: 549300LOEERRNVSKVY31 | Long             | ABS-O            | CORP              | KY        |   1000000 | PA      | $1001443.00   | 0.71%             | 2034-10-20      | Variable      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| FNA 9 LLC                                                       | FNA 9 LLC                                                       | CUSIP: 34411JAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1650000 | PA      | $1650075.90   | 1.16%             | 2046-04-16      | Variable      | 5.51%                 | Yes           |                  2 | On Loan: No      |
| Castlelake Aircraft Structured Trust 2026-2                     | Castlelake Aircraft Structured Trust 2026-2                     | CUSIP: 14855UAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1000000.00   | 0.70%             | 2051-04-15      | Fixed         | 5.33%                 | Yes           |                  2 | On Loan: No      |
| MTN Commercial Mortgage Trust 2026-LPFX                         | MTN Commercial Mortgage Trust 2026-LPFX                         | CUSIP: 624944AJ3<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1014883.30   | 0.72%             | 2043-05-15      | Variable      | 6.56%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO 2023-28 Ltd                                             | OCP CLO 2023-28 Ltd                                             | CUSIP: 670891AL4<br>LEI: 2138002ZIH5ZX5JB4G62 | Long             | ABS-O            | CORP              | JE        |   1250000 | PA      | $1254375.00   | 0.88%             | 2038-07-16      | Variable      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Birch Grove CLO 7 Ltd                                           | Birch Grove CLO 7 Ltd                                           | CUSIP: 09077RAQ2<br>LEI: 254900FP4VB7V5ZG0W95 | Long             | ABS-O            | CORP              | JE        |   1000000 | PA      | $1001313.00   | 0.71%             | 2038-10-20      | Variable      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Canon Music Issuer Trust                                        | Canon Music Issuer Trust                                        | CUSIP: 138011AA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    875000 | PA      | $878535.26    | 0.62%             | 2076-05-01      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Carlyle US CLO 2026-2 Ltd                                       | Carlyle US CLO 2026-2 Ltd                                       | CUSIP: 142928AG5<br>LEI: 2549008K66BXTSQHBB60 | Long             | ABS-O            | CORP              | KY        |   1500000 | PA      | $1501450.50   | 1.06%             | 2039-04-20      | Variable      | 5.41%                 | Yes           |                  2 | On Loan: No      |
| SHOPS Commercial Mortgage Trust 2026-CSTL                       | SHOPS Commercial Mortgage Trust 2026-CSTL                       | CUSIP: 82510YAA4<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1250000 | PA      | $1248386.50   | 0.88%             | 2039-05-15      | Variable      | 4.97%                 | Yes           |                  2 | On Loan: No      |
| OBX 2026-NQM6 Trust                                             | OBX 2026-NQM6 Trust                                             | CUSIP: 67124EAK5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   2500000 | PA      | $2500501.75   | 1.76%             | 2066-04-26      | Variable      | 5.81%                 | Yes           |                  2 | On Loan: No      |
| Mission Lane Credit Card Master Trust                           | Mission Lane Credit Card Master Trust                           | CUSIP: 60510MCK2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1250000 | PA      | $1254394.50   | 0.88%             | 2032-07-15      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Nushares ETF Trust

**Signature:** Gina Spunder

**Name of Signer:** Gina Spunder

**Title:** Director, Fund Financial Reporting