# EDGAR Filing Document

**Accession Number:** 0001635073
**File Stem:** 0001635073-26-000141
**Filing Date:** 2026-3
**Character Count:** 42406
**Document Hash:** 9404894be10014daa7fcd003bae6190c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001635073-26-000141.hdr.sgml**: 20260325

**ACCESSION NUMBER**: 0001635073-26-000141

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20260131

**FILED AS OF DATE**: 20260325

**DATE AS OF CHANGE**: 20260325

**PERIOD START**: 20260731

**FILER**: 

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

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

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23161
- **FILM NUMBER:** 26788729

**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 AA-BBB CLO ETF (Series ID: S000088815)

| Class ID   | Class Name            | Ticker Symbol   |
|:---|:---|:---|
| C000255190 | Nuveen AA-BBB CLO ETF | NCLO            |

## 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 AA-BBB CLO ETF

- **b. EDGAR series identifier (if any):** S000088815

- **c. LEI of Series:** 254900K4Y7GA7PJXIN14

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

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

- **b. Date as of which information is reported:** 2026-01-31

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $152753066.00

**Total Liabilities:** $2032221.00

**Net Assets:** $150720845.00

**Cash Not Reported:** $1317303.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** -1515.32000000 | **10-Year:** -80785.31000000 | **30-Year:** -9211.55000000

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

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** -119.72000000 | **10-Year:** -2516.89000000 | **30-Year:** -229.93000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000255190 | 0.41%                | 0.52%                | 0.62%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-3337.50                | $-52936.25                                 |
| Month 2  | $-4918.40                | $-10156.77                                 |
| Month 3  | $-8008.88                | $245872.19                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Allegro CLO XII Ltd                                             | Allegro CLO XII Ltd                                             | CUSIP: 01750TAW6<br>LEI: 254900E0ZQX4DLP7HF87 | Long             | ABS-O            | CORP              | KY        |    550000 | PA      | $552097.15    | 0.37%             | 2037-07-21      | Variable      | 7.17%                 | Yes           |                  2 | On Loan: No      |
| Galaxy 36 CLO Ltd                                               | Galaxy 36 CLO Ltd                                               | CUSIP: 362937AA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    750000 | PA      | $751104.75    | 0.50%             | 2038-10-15      | Variable      | 5.01%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 51 Ltd                                                  | KKR CLO 51 Ltd                                                  | CUSIP: 48256NAE9<br>LEI: 2549007XGN8DQWK7JV59 | Long             | ABS-O            | CORP              | JE        |   2310000 | PA      | $2321062.59   | 1.54%             | 2037-10-20      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Regatta VI Funding Ltd                                          | Regatta VI Funding Ltd                                          | CUSIP: 75887NBU2<br>LEI: 2549001NU08X5ZRD6A39 | Long             | ABS-O            | CORP              | KY        |   1000000 | PA      | $1003741.00   | 0.67%             | 2038-10-20      | Variable      | 6.42%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO 24 Ltd                                              | Elmwood CLO 24 Ltd                                              | CUSIP: 290020AQ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1800000 | PA      | $1802493.00   | 1.20%             | 2038-01-17      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital Partners CLO, LT                                  | Golub Capital Partners CLO, LT                                  | CUSIP: 38182KAE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1500000 | PA      | $1502490.00   | 1.00%             | 2039-01-20      | Variable      | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXVII Ltd                                             | Magnetite XXVII Ltd                                             | CUSIP: 55955EAY4<br>LEI: 5493003N6WY184N72D84 | Long             | ABS-O            | CORP              | KY        |   1500000 | PA      | $1510237.50   | 1.00%             | 2038-10-20      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Riverbank Park Clo Ltd                                          | Riverbank Park Clo Ltd                                          | CUSIP: 76857JAJ1<br>LEI: 391200XRMVMR7GI9DR39 | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $501692.50    | 0.33%             | 2038-01-25      | Variable      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| CARLYLE US CLO 2023-4 LTD                                       | CARLYLE US CLO 2023-4 LTD                                       | CUSIP: 14319CAS9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1800000 | PA      | $1804663.80   | 1.20%             | 2038-10-25      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| Higley Park Clo Ltd                                             | Higley Park Clo Ltd                                             | CUSIP: 43128QAE9<br>LEI: 213800CD95HT8UXDOH68 | Long             | ABS-O            | CORP              | KY        |   2000000 | PA      | $2018710.00   | 1.34%             | 2038-07-24      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| KKR CLO 42 Ltd                                                  | KKR CLO 42 Ltd                                                  | CUSIP: 48255EAL4<br>LEI: 25490002X2XBS4OKP051 | Long             | ABS-O            | CORP              | KY        |   1000000 | PA      | $1001624.00   | 0.66%             | 2034-07-20      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO XV Ltd                              | Benefit Street Partners CLO XV Ltd                              | CUSIP: 08179MAU3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1500000 | PA      | $1504351.50   | 1.00%             | 2037-07-15      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| AIMCO CLO Series 2018-A                                         | AIMCO CLO                                                       | CUSIP: 00900GAW5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   3000000 | PA      | $3022032.00   | 2.01%             | 2037-10-17      | Variable      | 6.73%                 | Yes           |                  2 | On Loan: No      |
| TCW CLO 2020-1 Ltd                                              | TCW CLO 2020-1 Ltd                                              | CUSIP: 87190CBQ2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1550000 | PA      | $1543327.25   | 1.02%             | 2034-04-20      | Variable      | 7.28%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXVII Ltd                                             | Magnetite XXVII Ltd                                             | CUSIP: 55955EBA5<br>LEI: 5493003N6WY184N72D84 | Long             | ABS-O            | CORP              | KY        |   1500000 | PA      | $1505260.50   | 1.00%             | 2038-10-20      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 34 Ltd                       | Neuberger Berman Loan Advisers CLO 34 Ltd                       | CUSIP: 64132YBN1<br>LEI: 5493009EGZQAPYYVLD80 | Long             | ABS-O            | CORP              | KY        |   3000000 | PA      | $3034119.00   | 2.01%             | 2039-07-20      | Variable      | 6.52%                 | 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        |   2859503 | NS      | $2859502.75   | 1.90%             |  |  |  | No            |                  1 | On Loan: No      |
| Neuberger Berman Loan Advisers Lasalle Street Lending CLO I Ltd | Neuberger Berman Loan Advisers Lasalle Street Lending CLO I Ltd | CUSIP: 640977AW4<br>LEI: 549300IDH2882S517E68 | Long             | ABS-O            | CORP              | JE        |   1000000 | PA      | $999065.00    | 0.66%             | 2036-10-25      | Variable      | 7.02%                 | Yes           |                  2 | On Loan: No      |
| Ares XXXIV CLO Ltd                                              | Ares XXXIV CLO Ltd                                              | CUSIP: 04015GBK4<br>LEI: 549300VDFIIXSFET0S73 | Long             | ABS-O            | CORP              | KY        |   2000000 | PA      | $2022340.00   | 1.34%             | 2038-07-17      | Variable      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| AIMCO CLO 18 Ltd                                                | AIMCO CLO 18 Ltd                                                | CUSIP: BCC3GC349<br>LEI: 2549005IX0D6XDJNNS95 | Long             | ABS-O            | CORP              | JE        |   1600000 | PA      | $1603563.20   | 1.06%             | 2037-07-20      | Variable      | 5.57%                 | No            |                  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        |   2500000 | PA      | $2510047.50   | 1.67%             | 2038-10-15      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| MidOcean Credit CLO XVI                                         | MidOcean Credit CLO XVI                                         | CUSIP: 597921AG0<br>LEI: 2549006UGYVSVYJ8VC42 | Long             | ABS-O            | CORP              | KY        |   3250000 | PA      | $3259083.75   | 2.16%             | 2037-10-20      | Variable      | 6.27%                 | Yes           |                  2 | On Loan: No      |
| MidOcean Credit CLO XVII Ltd                                    | MidOcean Credit CLO XVII Ltd                                    | CUSIP: BCC3J2SZ2<br>LEI: 254900JGDVZUT1NBFA07 | Long             | ABS-O            | CORP              | KY        |   2500000 | PA      | $2507180.00   | 1.66%             | 2038-01-20      | Variable      | 5.62%                 | No            |                  2 | On Loan: No      |
| Ares LXXV CLO Ltd                                               | Ares LXXV CLO Ltd                                               | CUSIP: 039948AG9<br>LEI: 25490072V6KJ3BBCBI71 | Long             | ABS-O            | CORP              | KY        |   3000000 | PA      | $3011718.00   | 2.00%             | 2037-01-15      | Variable      | 6.09%                 | Yes           |                  2 | On Loan: No      |
| Madison Park Funding LXXI Ltd                                   | Madison Park Funding LXXI Ltd                                   | CUSIP: 55817DAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2000000 | PA      | $2005890.00   | 1.33%             | 2038-04-23      | Variable      | 5.17%                 | 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        |   1250000 | PA      | $1258451.25   | 0.83%             | 2038-10-19      | Variable      | 6.78%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Funding 21 Ltd                                       | OHA Credit Funding 21 Ltd                                       | CUSIP: 67707KAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    700000 | PA      | $705578.30    | 0.47%             | 2038-10-20      | Variable      | 5.55%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital Partners CLO 76 B Ltd                             | Golub Capital Partners CLO 76 B Ltd                             | CUSIP: 38180BAJ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JE        |    250000 | PA      | $251236.25    | 0.17%             | 2037-10-25      | Variable      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Funding 8 Ltd                                        | OHA Credit Funding 8 Ltd                                        | CUSIP: 67707GAY5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    750000 | PA      | $753168.00    | 0.50%             | 2038-01-20      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 34 Ltd                       | Neuberger Berman Loan Advisers CLO 34 Ltd                       | CUSIP: 64132YBL5<br>LEI: 5493009EGZQAPYYVLD80 | Long             | ABS-O            | CORP              | KY        |   2000000 | PA      | $2006772.00   | 1.33%             | 2039-07-20      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Magnetite Xli Ltd                                               | Magnetite Xli Ltd                                               | CUSIP: 55956AAC9<br>LEI: 529900IDXPZZY6034K03 | Long             | ABS-O            | CORP              | KY        |   1500000 | PA      | $1506174.00   | 1.00%             | 2038-01-25      | Variable      | 5.45%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners Clo 41 Ltd                              | Benefit Street Partners Clo 41 Ltd                              | CUSIP: 08186GAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2000000 | PA      | $2016890.00   | 1.34%             | 2038-07-25      | Variable      | 6.42%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO 2023-30 LTD                                             | OCP CLO 2023-30 LTD                                             | CUSIP: 67578RAQ4<br>LEI: 2138008RM9AHM8ZQ8119 | Long             | ABS-O            | CORP              | JE        |   1000000 | PA      | $1006023.00   | 0.67%             | 2039-01-24      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO XII Ltd                                             | Elmwood CLO XII Ltd                                             | CUSIP: 29002YAN2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1500000 | PA      | $1507531.50   | 1.00%             | 2037-10-15      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| AIMCO CLO 16 Ltd                                                | AIMCO CLO 16 Ltd                                                | CUSIP: 00901FAN6<br>LEI: 254900Q0PCRO7XC6LM21 | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $500968.50    | 0.33%             | 2037-07-17      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| REESE PARK CLO LTD                                              | REESE PARK CLO LTD                                              | CUSIP: 758465BQ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1500000 | PA      | $1509844.50   | 1.00%             | 2038-01-15      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding 2024-III Ltd                                       | CIFC Funding 2024-III Ltd                                       | CUSIP: 12575WAG4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   3550000 | PA      | $3567086.15   | 2.37%             | 2037-07-21      | Variable      | 5.87%                 | 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        |   3500000 | PA      | $3517010.00   | 2.33%             | 2038-07-18      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding 2020-III Ltd                                       | CIFC Funding 2020-III Ltd                                       | CUSIP: 12560EAW6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1000000 | PA      | $1003000.00   | 0.67%             | 2038-10-20      | Variable      | 4.88%                 | Yes           |                  2 | On Loan: No      |
| Golub Capital Partners CLO 41B-R Ltd                            | Golub Capital Partners CLO 41B-R Ltd                            | CUSIP: 38178AAN3<br>LEI: 2549005QZPXI5WPU4V74 | Long             | ABS-O            | CORP              | KY        |   1000000 | PA      | $1003342.00   | 0.67%             | 2038-07-20      | Variable      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXIII Ltd                                             | Magnetite XXIII Ltd                                             | CUSIP: 55954NAW9<br>LEI: 549300WG00K34O9YA435 | Long             | ABS-O            | CORP              | KY        |   1000000 | PA      | $1000750.00   | 0.66%             | 2035-01-25      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Blueberry Park CLO Ltd                                          | Blueberry Park CLO Ltd                                          | CUSIP: 09609QAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JE        |    730000 | PA      | $733459.47    | 0.49%             | 2037-10-20      | Variable      | 6.57%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square CLO 2023-1 Ltd                                    | Palmer Square CLO 2023-1 Ltd                                    | CUSIP: 69702TAU6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2000000 | PA      | $1996024.00   | 1.32%             | 2038-01-20      | Variable      | 7.42%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 31 Ltd                       | Neuberger Berman Loan Advisers CLO 31 Ltd                       | CUSIP: 64132JBA2<br>LEI: 5493007OZE2103TZO049 | Long             | ABS-O            | CORP              | KY        |   2500000 | PA      | $2509215.00   | 1.66%             | 2039-01-20      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Boyce Park CLO, LLC                                             | Boyce Park CLO Ltd                                              | CUSIP: 103228AL6<br>LEI: 54930028S3PFXX4SMQ72 | Long             | ABS-O            | CORP              | JE        |   2000000 | PA      | $2002136.00   | 1.33%             | 2035-04-21      | Variable      | 6.77%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXVI Ltd                                              | Magnetite XXVI Ltd                                              | CUSIP: 55954YBA2<br>LEI: 549300F7COUCG1RROP29 | Long             | ABS-O            | CORP              | KY        |   2000000 | PA      | $2003886.00   | 1.33%             | 2038-01-25      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Galaxy XXII CLO Ltd                                             | Galaxy XXII CLO Ltd                                             | CUSIP: 36320TBP7<br>LEI: 54930022KENWLYJ8SJ86 | Long             | ABS-O            | CORP              | KY        |   1000000 | PA      | $1001173.00   | 0.66%             | 2034-04-16      | Variable      | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Anchorage Capital Clo 20 Ltd                                    | Anchorage Capital Clo 20 Ltd                                    | CUSIP: 03330YAQ3<br>LEI: 549300AYL7KYENHY1C67 | Long             | ABS-O            | CORP              | KY        |   2500000 | PA      | $2504130.00   | 1.66%             | 2035-01-20      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| OHA Loan Funding 2013-1 Ltd                                     | OHA Loan Funding 2013-1 Ltd                                     | CUSIP: 67706HCC0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2000000 | PA      | $2009812.00   | 1.33%             | 2037-04-23      | Variable      | 6.97%                 | Yes           |                  2 | On Loan: No      |
| Apidos Clo LIV                                                  | Apidos Clo LIV                                                  | CUSIP: 03771RAL5<br>LEI: 254900SXYQWBYZA9L226 | Long             | ABS-O            | CORP              | KY        |   1800000 | PA      | $1809257.40   | 1.20%             | 2038-10-20      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO VIII Ltd                                            | Elmwood CLO VIII Ltd                                            | CUSIP: 29003EAW5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   3250000 | PA      | $3263123.50   | 2.17%             | 2037-04-20      | Variable      | 6.17%                 | Yes           |                  2 | On Loan: No      |
| Boyce Park CLO, LLC                                             | Boyce Park CLO Ltd                                              | CUSIP: 103228AE2<br>LEI: 54930028S3PFXX4SMQ72 | Long             | ABS-O            | CORP              | JE        |   1650000 | PA      | $1653819.75   | 1.10%             | 2035-04-21      | Variable      | 6.37%                 | 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      | $501298.00    | 0.33%             | 2037-10-22      | Variable      | 7.06%                 | Yes           |                  2 | On Loan: No      |
| Apidos CLO LI Ltd                                               | Apidos CLO LI Ltd                                               | CUSIP: 03771JAG4<br>LEI: 254900K0UHSUBZXUMR56 | Long             | ABS-O            | CORP              | JE        |   2000000 | PA      | $2007902.00   | 1.33%             | 2038-01-20      | 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        |   2000000 | PA      | $2018856.00   | 1.34%             | 2038-07-20      | Variable      | 5.62%                 | 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      | $502454.50    | 0.33%             | 2038-10-24      | Variable      | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO IX Ltd                              | Benefit Street Partners CLO IX Ltd                              | CUSIP: 08181BBG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    600000 | PA      | $605095.80    | 0.40%             | 2037-10-20      | Variable      | 6.77%                 | Yes           |                  2 | On Loan: No      |
| Magnetite Xli Ltd                                               | Magnetite Xli Ltd                                               | CUSIP: 55956AAA3<br>LEI: 529900IDXPZZY6034K03 | Long             | ABS-O            | CORP              | KY        |   1000000 | PA      | $1004677.00   | 0.67%             | 2038-01-25      | Variable      | 4.96%                 | Yes           |                  2 | On Loan: No      |
| Invesco US CLO 2024-3 Ltd                                       | Invesco US CLO 2024-3 Ltd                                       | CUSIP: 46148HAD0<br>LEI: 254900GU4U8LUX3GA959 | Long             | ABS-O            | CORP              | JE        |   3250000 | PA      | $3265986.75   | 2.17%             | 2037-07-20      | Variable      | 5.92%                 | Yes           |                  2 | On Loan: No      |
| Sixth Street CLO XX Ltd                                         | Sixth Street CLO XX Ltd                                         | CUSIP: 83012QAS3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1000000 | PA      | $1004424.00   | 0.67%             | 2038-07-17      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square CLO 2023-1 Ltd                                    | Palmer Square CLO 2023-1 Ltd                                    | CUSIP: 69702TAS1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    350000 | PA      | $350963.20    | 0.23%             | 2038-01-20      | Variable      | 6.32%                 | Yes           |                  2 | On Loan: No      |
| AIMCO CLO Series 2015-A                                         | AIMCO CLO                                                       | CUSIP: 00900LBQ6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   4000000 | PA      | $4025192.00   | 2.67%             | 2038-10-17      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| Palmer Square CLO 2025-1 Ltd                                    | Palmer Square CLO 2025-1 Ltd                                    | CUSIP: 69703YAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2700000 | PA      | $2710867.50   | 1.80%             | 2038-04-20      | Variable      | 5.37%                 | 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        |   1000000 | PA      | $1002803.00   | 0.67%             | 2038-04-24      | Variable      | 5.22%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding 2021-VII Ltd                                       | CIFC Funding 2021-VII Ltd                                       | CUSIP: 12567HAU6<br>LEI: 54930089HD7KU5NUS092 | Long             | ABS-O            | CORP              | KY        |   1500000 | PA      | $1502956.50   | 1.00%             | 2035-01-23      | Variable      | 5.42%                 | 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        |   1500000 | PA      | $1504486.50   | 1.00%             | 2035-04-16      | Variable      | 7.00%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO 2020-18 Ltd                                             | OCP CLO 2020-18 Ltd                                             | CUSIP: 671078BG7<br>LEI: 254900MN6N176YEZLX15 | Long             | ABS-O            | CORP              | KY        |    250000 | PA      | $251646.25    | 0.17%             | 2037-07-20      | Variable      | 6.77%                 | Yes           |                  2 | On Loan: No      |
| Goldentree Loan Management US Clo 17 Ltd                        | Goldentree Loan Management US Clo 17 Ltd                        | CUSIP: 38139FAU4<br>LEI: 549300TS068SCJRDSP12 | Long             | ABS-O            | CORP              | JE        |   3000000 | PA      | $3021369.00   | 2.00%             | 2039-01-20      | Variable      | 5.68%                 | Yes           |                  2 | On Loan: No      |
| Barings CLO Ltd 2024-V                                          | Barings CLO Ltd 2024-V                                          | CUSIP: 06763YAL3<br>LEI: 25490047AECQPJIDJC73 | Long             | ABS-O            | CORP              | KY        |   1470000 | PA      | $1481779.11   | 0.98%             | 2038-07-15      | Variable      | 6.67%                 | Yes           |                  2 | On Loan: No      |
| AIMCO CLO 22 Ltd                                                | AIMCO CLO 22 Ltd                                                | CUSIP: 00901UAG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JE        |    840000 | PA      | $844935.84    | 0.56%             | 2037-04-19      | Variable      | 7.07%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XIX Ltd                                               | Magnetite XIX Ltd                                               | CUSIP: 55954JAL2<br>LEI: 5493000OP4ZUZOOM1U45 | Long             | ABS-O            | CORP              | KY        |    750000 | PA      | $753510.00    | 0.50%             | 2034-04-17      | Variable      | 8.77%                 | Yes           |                  2 | On Loan: No      |
| OCP CLO 2024-38 Ltd                                             | OCP CLO 2024-38 Ltd                                             | CUSIP: 67120KAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1500000 | PA      | $1506289.50   | 1.00%             | 2038-01-21      | Variable      | 5.27%                 | 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        |   2500000 | PA      | $2518285.00   | 1.67%             | 2039-07-20      | Variable      | 5.32%                 | Yes           |                  2 | On Loan: No      |
| Davis Park CLO Ltd                                              | Davis Park CLO Ltd                                              | CUSIP: 239086AU5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JE        |   2000000 | PA      | $2018058.00   | 1.34%             | 2038-07-20      | Variable      | 0.00%                 | 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        |   1000000 | PA      | $1002920.00   | 0.67%             | 2038-10-20      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |
| Ares LXXII CLO Ltd                                              | Ares LXXII CLO Ltd                                              | CUSIP: 04020WAE7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2000000 | PA      | $2005994.00   | 1.33%             | 2036-07-15      | Variable      | 5.37%                 | Yes           |                  2 | On Loan: No      |
| Serenity-Peace Park Clo Ltd                                     | Serenity-Peace Park Clo Ltd                                     | CUSIP: 817940AG4<br>LEI: 3912001A818O0ZP8HP89 | Long             | ABS-O            | CORP              | KY        |   3000000 | PA      | $3017433.00   | 2.00%             | 2038-10-24      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| CIFC Funding 2021-IV Ltd                                        | CIFC Funding 2021-IV Ltd                                        | CUSIP: 12547DAQ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    950000 | PA      | $952136.55    | 0.63%             | 2037-07-23      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXXII Ltd                                             | Magnetite XXXII Ltd                                             | CUSIP: 55953WAQ3<br>LEI: 549300QUG3I8PF6T6C52 | Long             | ABS-O            | CORP              | KY        |   1000000 | PA      | $1001828.00   | 0.66%             | 2037-10-15      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXIX Ltd                            | Benefit Street Partners CLO XXIX Ltd                            | CUSIP: 08186EAQ1<br>LEI: 549300DICNUWMUKL3816 | Long             | ABS-O            | CORP              | JE        |   1300000 | PA      | $1303620.50   | 0.86%             | 2038-01-25      | Variable      | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Benefit Street Partners CLO XXXVIII Ltd                         | Benefit Street Partners CLO XXXVIII Ltd                         | CUSIP: 08183FAE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2000000 | PA      | $2005320.00   | 1.33%             | 2038-01-25      | Variable      | 5.47%                 | 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        |   3500000 | PA      | $3504305.00   | 2.33%             | 2038-04-16      | Variable      | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 26 Ltd                       | Neuberger Berman Loan Advisers CLO 26 Ltd                       | CUSIP: 64131QAS9<br>LEI: 549300P0MOXZPIM3AS61 | Long             | ABS-O            | CORP              | KY        |   1550000 | PA      | $1555525.75   | 1.03%             | 2038-10-18      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Magnetite XXII Ltd                                              | Magnetite XXII Ltd                                              | CUSIP: 55954HAY8<br>LEI: 5493000081NBXWGGSW23 | Long             | ABS-O            | CORP              | KY        |   2000000 | PA      | $2003540.00   | 1.33%             | 2036-07-15      | Variable      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| OHA Credit Funding 2 LTD                                        | OHA Credit Funding 2 LTD                                        | CUSIP: 67707ECC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    750000 | PA      | $751759.50    | 0.50%             | 2038-01-21      | Variable      | 7.37%                 | Yes           |                  2 | On Loan: No      |
| Elmwood CLO III Ltd                                             | Elmwood CLO III Ltd                                             | CUSIP: 29002HBE8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1000000 | PA      | $1001411.00   | 0.66%             | 2037-07-18      | Variable      | 6.77%                 | Yes           |                  2 | On Loan: No      |
| AIMCO CLO 18 Ltd                                                | AIMCO CLO 18 Ltd                                                | CUSIP: G0139LAL4<br>LEI: 2549005IX0D6XDJNNS95 | Long             | ABS-O            | CORP              | JE        |   1250000 | PA      | $1255926.25   | 0.83%             | 2037-07-20      | Variable      | 7.18%                 | No            |                  2 | On Loan: No      |
| Galaxy 36 CLO Ltd                                               | Galaxy 36 CLO Ltd                                               | CUSIP: 362937AE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1000000 | PA      | $1004541.00   | 0.67%             | 2038-10-15      | Variable      | 5.38%                 | Yes           |                  2 | On Loan: No      |
| ARES XLIV CLO Ltd                                               | ARES XLIV CLO Ltd                                               | CUSIP: 04016NBM4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   2000000 | PA      | $2002496.00   | 1.33%             | 2034-04-15      | Variable      | 5.17%                 | Yes           |                  2 | On Loan: No      |
| AGL CLO 42 Ltd                                                  | AGL CLO 42 Ltd                                                  | CUSIP: 00791YAG3<br>LEI: 254900AMSJHVKQ5QFA09 | Long             | ABS-O            | CORP              | KY        |   1500000 | PA      | $1505428.50   | 1.00%             | 2038-07-22      | Variable      | 5.47%                 | Yes           |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Nushares ETF Trust

**Signature:** Gina Spunder

**Name of Signer:** Gina Spunder

**Title:** Director, Fund Financial Reporting