# EDGAR Filing Document

**Accession Number:** 0001390204
**File Stem:** 0001390204-25-000009
**Filing Date:** 2025-9
**Character Count:** 76316
**Document Hash:** fcc4c7ca9db49fced0aa07434ecdf84c
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001390204-25-000009.hdr.sgml**: 20250926

**ACCESSION NUMBER**: 0001390204-25-000009

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250731

**FILED AS OF DATE**: 20250926

**DATE AS OF CHANGE**: 20250926

**PERIOD START**: 20250731

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Nuveen Managed Accounts Portfolios Trust
- **CENTRAL INDEX KEY:** 0001390204

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22023
- **FILM NUMBER:** 251346138

**BUSINESS ADDRESS:**
- **STREET 1:** 333 WEST WACKER DRIVE
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606
- **BUSINESS PHONE:** 312-917-8146

**MAIL ADDRESS:**
- **STREET 1:** 333 WEST WACKER DRIVE
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Nuveen Managed Account Pooled Shares Trust
- **DATE OF NAME CHANGE:** 20070215

## Series and Classes Contracts Data

### Nuveen Securitized Credit Managed Accounts Portfolio (Series ID: S000077855)

| Class ID   | Class Name    | Ticker Symbol   |
|:---|:---|:---|
| C000238442 | Common Shares | NNSDX           |

## Form NPORT-P: Monthly Portfolio Investments Report

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

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

- **a. Name of Registrant:** Nuveen Managed Accounts Portfolio Trust

- **b. Investment Company Act file number:** 811-22023

- **c. CIK number of Registrant:** 0001390204

- **d. LEI of Registrant:** 549300UCXWPJD55OUC23

- **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 Credit Managed Accounts Portfolio

- **b. EDGAR series identifier (if any):** S000077855

- **c. LEI of Series:** 549300WHICOC6JOKLG06

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

- **a. Date of fiscal year-end:** 2025-07-31

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

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $43503048.00

**Total Liabilities:** $252109.00

**Net Assets:** $43250939.00

**Cash Not Reported:** $588037.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -67.73000000 | **1-Year:** -990.79000000 | **5-Year:** -2587.05000000 | **10-Year:** -3947.62000000 | **30-Year:** -10395.01000000

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

- **3-Month:** -0.35000000 | **1-Year:** -48.21000000 | **5-Year:** -70.98000000 | **10-Year:** -32.66000000 | **30-Year:** -85.05000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000238442 | -0.37%               | 1.38%                | -0.05%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $35031.08                | $-383695.72                                |
| Month 2  | $23092.00                | $417312.06                                 |
| Month 3  | $47877.52                | $-253345.05                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Hotwire Funding LLC                                   | Hotwire Funding LLC                                                         | CUSIP: 44148JAH2<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101008.75    | 0.23%             | 2054-06-20      | Fixed         | 5.89%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                          | CUSIP: 36179XLH7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     59714 | PA      | $58597.22     | 0.14%             | 2052-11-20      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                              | Benchmark 2021-B28 Mortgage Trust                                           | CUSIP: 08163GAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $84767.57     | 0.20%             | 2054-08-15      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| KRE Commercial Mortgage Trust 2025-AIP4               | KRE Commercial Mortgage Trust 2025-AIP4                                     | CUSIP: 50077KAA6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $200083.84    | 0.46%             | 2042-03-15      | Variable      | 5.64%                 | Yes           |                  2 | On Loan: No      |
| STATE STR NAVIGATOR SECS L TR                         | State Street Navigator Securities Lending Government Money Market Portfolio | CUSIP: 857509301<br>LEI: N/A                  | Long             | STIV             | RF                | US        |         0 | NS      | $0.00         | 0.00%             |  |  |  | No            |                  1 | On Loan: No      |
| Alterna Funding III LLC                               | Alterna Funding III LLC                                                     | CUSIP: 02157JAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     83903 | PA      | $84317.22     | 0.19%             | 2039-05-16      | Fixed         | 7.14%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                        | Morgan Stanley Residential Mortgage Loan Trust 2021-5                       | CUSIP: 61772NBN6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     72318 | PA      | $57973.08     | 0.13%             | 2051-08-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| DBWF Mortgage Trust                                   | DBWF Mortgage Trust                                                         | CUSIP: 23306NAA0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |     37551 | PA      | $36809.90     | 0.09%             | 2034-06-10      | Fixed         | 3.00%                 | Yes           |                  2 | On Loan: No      |
| GRACIE POINT INTERNATIONAL FUNDING 2023-2             | Gracie Point International Funding                                          | CUSIP: 38410JAA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     16165 | PA      | $16187.36     | 0.04%             | 2027-03-01      | Variable      | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                      | Connecticut Avenue Securities Trust 2023-R01                                | CUSIP: 207932AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    315000 | PA      | $332917.89    | 0.77%             | 2042-12-25      | Variable      | 8.06%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                             | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     82711 | PA      | $80900.04     | 0.19%             | 2052-09-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| OHA Credit Funding 3 LTD                              | OHA Credit Funding 3 LTD                                                    | CUSIP: 67112RBG8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    250000 | PA      | $252185.25    | 0.58%             | 2038-01-20      | Variable      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                          | CUSIP: 36179XVR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    239309 | PA      | $228593.38    | 0.53%             | 2053-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| CD Commercial Mortgage Trust                          | CD 2017-CD4 Mortgage Trust                                                  | CUSIP: 12515DAR5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $195673.74    | 0.45%             | 2050-05-10      | Variable      | 3.51%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                              | Benchmark Mortgage Trust                                                    | CUSIP: 08163HAE8<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    530000 | PA      | $458822.70    | 1.06%             | 2054-07-15      | Fixed         | 2.39%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2021-8INV                     | Flagstar Mortgage Trust 2021-8INV                                           | CUSIP: 33852HBH4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    277833 | PA      | $229503.47    | 0.53%             | 2051-09-25      | Variable      | 3.51%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                              | Benchmark 2019-B12 Mortgage Trust                                           | CUSIP: 08162FAG8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $322925.23    | 0.75%             | 2052-08-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                       | Fannie Mae Pool                                                             | CUSIP: 31418E5P1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1030323 | PA      | $1025787.50   | 2.37%             | 2054-05-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                              | JP Morgan Mortgage Trust 2021-4                                             | CUSIP: 46652VBW4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     22379 | PA      | $17902.62     | 0.04%             | 2051-08-25      | Variable      | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Hotwire Funding LLC                                   | Hotwire Funding LLC                                                         | CUSIP: 44148HAA1<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $200956.12    | 0.46%             | 2053-05-20      | Fixed         | 5.69%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                             | CUSIP: 31418EPD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    320721 | PA      | $319788.25    | 0.74%             | 2053-02-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| OHA Credit Funding 3 LTD                              | OHA Credit Funding 3 LTD                                                    | CUSIP: 67112RBE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $502476.50    | 1.16%             | 2038-01-20      | Variable      | 5.93%                 | Yes           |                  2 | On Loan: No      |
| Alterna Funding III LLC                               | Alterna Funding III LLC                                                     | CUSIP: 02157JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     81597 | PA      | $82083.72     | 0.19%             | 2039-05-16      | Fixed         | 6.26%                 | Yes           |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust                          | Hilton Grand Vacations Trust 2019-A                                         | CUSIP: 43284HAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     93247 | PA      | $91778.52     | 0.21%             | 2033-07-25      | Fixed         | 2.34%                 | Yes           |                  2 | On Loan: No      |
| Bank                                                  | BANK 2019-BNK24                                                             | CUSIP: 06540VBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $276885.57    | 0.64%             | 2062-11-15      | Variable      | 3.28%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                              | Benchmark 2020-IG3 Mortgage Trust                                           | CUSIP: 08162QCG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    105000 | PA      | $86329.54     | 0.20%             | 2048-09-15      | Variable      | 3.10%                 | Yes           |                  2 | On Loan: No      |
| GRACIE POINT INTERNATIONAL FUNDING 2023-1             | Gracie Point International Funding                                          | CUSIP: 383931AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    229726 | PA      | $229913.93    | 0.53%             | 2026-09-01      | Variable      | 6.30%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                          | GS Mortgage Securities Trust 2017-GS6                                       | CUSIP: 36253PAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    575000 | PA      | $539820.47    | 1.25%             | 2050-05-10      | Fixed         | 3.64%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                              | Benchmark 2019-B11 Mortgage Trust                                           | CUSIP: 08162BBJ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $462608.50    | 1.07%             | 2052-05-15      | Fixed         | 3.78%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                             | CUSIP: 31418EE55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    409418 | PA      | $378402.45    | 0.87%             | 2052-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                             | CUSIP: 31418EPC8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    274887 | PA      | $268457.67    | 0.62%             | 2053-02-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage Association              | Government National Mortgage Association                                    | CUSIP: 38384CKJ7<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-CBDO         | USGSE             | US        |    105911 | PA      | $71021.51     | 0.16%             | 2052-02-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Texas Debt Capital CLO 2024-I Ltd                     | Texas Debt Capital CLO 2024-I Ltd                                           | CUSIP: 88240JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    250000 | PA      | $251003.25    | 0.58%             | 2037-04-22      | Variable      | 6.28%                 | Yes           |                  2 | On Loan: No      |
| Bank                                                  | Bank 2019-BNK19                                                             | CUSIP: 06540AAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $89761.97     | 0.21%             | 2062-09-15      | Variable      | 3.24%                 | No            |                  2 | On Loan: No      |
| Oceanview Mortgage Trust                              | Oceanview Mortgage Trust 2022-1                                             | CUSIP: 67647AAA3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     81379 | PA      | $76071.53     | 0.18%             | 2052-11-25      | Variable      | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Mercury Financial Credit Card Master Trust            | Mercury Financial Credit Card Master Trust                                  | CUSIP: 58940BAZ9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $100641.53    | 0.23%             | 2029-07-20      | Fixed         | 6.56%                 | Yes           |                  2 | On Loan: No      |
| Citigroup Commercial Mortgage                         | Citigroup Commercial Mortgage Trust 2016-C3                                 | CUSIP: 17325GAF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $192617.86    | 0.45%             | 2049-11-15      | Variable      | 3.37%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                          | CUSIP: 36179XDE3<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    102670 | PA      | $98269.39     | 0.23%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                              | Benchmark 2019-B9 Mortgage Trust                                            | CUSIP: 08160JAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $194025.52    | 0.45%             | 2052-03-15      | Fixed         | 4.02%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                       | Fannie Mae Pool                                                             | CUSIP: 31418E4R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    573879 | PA      | $571352.27    | 1.32%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                      | Freddie Mac Pool                                                            | CUSIP: 3132DSKX9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     69797 | PA      | $60617.00     | 0.14%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| BX Trust                                              | BX Commercial Mortgage Trust 2021-CIP                                       | CUSIP: 12434FAE7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    219911 | PA      | $219810.05    | 0.51%             | 2038-12-15      | Variable      | 5.73%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                             | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    429168 | PA      | $419793.78    | 0.97%             | 2052-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                             | CUSIP: 31418EHK9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    761883 | PA      | $724046.46    | 1.67%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Frontier Issuer LLC                                   | Frontier Issuer LLC                                                         | CUSIP: 35910EAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $101257.84    | 0.23%             | 2053-08-20      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                          | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     71033 | PA      | $62098.21     | 0.14%             | 2051-12-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                    | Freddie Mac REMICS                                                          | CUSIP: 3137FVSE3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     27581 | PA      | $18247.65     | 0.04%             | 2050-09-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                             | CUSIP: 3140XGV55<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    478687 | PA      | $414493.35    | 0.96%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2020-1                         | Sequoia Mortgage Trust 2020-1                                               | CUSIP: 81748MCE6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    208736 | PA      | $164016.09    | 0.38%             | 2050-02-25      | Variable      | 3.85%                 | Yes           |                  2 | On Loan: No      |
| Zayo Issuer LLC                                       | Zayo Issuer LLC                                                             | CUSIP: 98919WAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $252462.25    | 0.58%             | 2055-03-20      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                             | CUSIP: 31418EJ50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    188500 | PA      | $174041.33    | 0.40%             | 2052-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                             | CUSIP: 3140QNDJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    211413 | PA      | $175496.90    | 0.41%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                       | Fannie Mae Pool                                                             | CUSIP: 3140XLXH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70862 | PA      | $69659.55     | 0.16%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                              | Benchmark 2019-B14 Mortgage Trust                                           | CUSIP: 08162YAF9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $269618.16    | 0.62%             | 2062-12-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| COMM Mortgage Trust                                   | COMM 2018-COR3 Mortgage Trust                                               | CUSIP: 12595VAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    295000 | PA      | $247314.08    | 0.57%             | 2051-05-10      | Variable      | 4.52%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                              | JP Morgan Mortgage Trust 2021-11                                            | CUSIP: 46654KBP1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    292240 | PA      | $234007.92    | 0.54%             | 2052-01-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                             | CUSIP: 31418EPE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    102660 | PA      | $104341.84    | 0.24%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                        | MVW 2020-1 LLC                                                              | CUSIP: 55400EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    126451 | PA      | $122781.84    | 0.28%             | 2037-10-20      | Fixed         | 1.74%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                      | Freddie Mac Pool                                                            | CUSIP: 3132DWEC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    273862 | PA      | $259944.51    | 0.60%             | 2052-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Tesla Auto Lease Trust 2023-B                         | Tesla Auto Lease Trust 2023-B                                               | CUSIP: 88167QAE6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    260000 | PA      | $261768.39    | 0.61%             | 2027-08-20      | Fixed         | 6.57%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                              | Benchmark 2018-B8 Mortgage Trust                                            | CUSIP: 08162UAW0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    255000 | PA      | $248870.62    | 0.58%             | 2052-01-15      | Fixed         | 4.23%                 | No            |                  2 | On Loan: No      |
| Fannie Mae REMICS                                     | Fannie Mae REMICS                                                           | CUSIP: 3136BNPT7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     79766 | PA      | $52373.12     | 0.12%             | 2050-08-25      | Fixed         | 2.00%                 | No            |                  2 | On Loan: No      |
| One Bryant Park Trust                                 | One Bryant Park Trust 2019-OBP                                              | CUSIP: 68236JAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    400000 | PA      | $362709.48    | 0.84%             | 2054-09-15      | Fixed         | 2.52%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                              | JP Morgan Mortgage Trust 2020-7                                             | CUSIP: 46591XBT1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    367608 | PA      | $316474.28    | 0.73%             | 2051-01-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                             | CUSIP: 31418EKT6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    588819 | PA      | $559619.84    | 1.29%             | 2052-11-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                             | CUSIP: 31418EHJ2<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    181618 | PA      | $167849.94    | 0.39%             | 2052-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                             | CUSIP: 31418ECQ1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    208657 | PA      | $171430.07    | 0.40%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                          | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    221325 | PA      | $205592.18    | 0.48%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2021-5INV                     | Flagstar Mortgage Trust 2021-5INV                                           | CUSIP: 33851PBX2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     91407 | PA      | $74231.73     | 0.17%             | 2051-07-25      | Variable      | 3.34%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                              | JP Morgan Mortgage Trust 2017-2                                             | CUSIP: 46648HAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    220176 | PA      | $198915.32    | 0.46%             | 2047-05-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Lyra Music Assets Delaware LP                         | Lyra Music Assets Delaware LP                                               | CUSIP: 552339AA1<br>LEI: 9845007N9EAB0C048A12 | Long             | ABS-O            | CORP              | US        |    199713 | PA      | $201402.17    | 0.47%             | 2064-12-22      | Fixed         | 5.76%                 | Yes           |                  2 | On Loan: No      |
| JPMDB Commercial Mortgage Secu                        | JPMDB Commercial Mortgage Securities Trust 2016-C2                          | CUSIP: 46590LAT9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    345000 | PA      | $338966.50    | 0.78%             | 2049-06-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| PenFed Auto Receivables Owner                         | PenFed Auto Receivables Owner Trust 2022-A                                  | CUSIP: 706874AF1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $249830.35    | 0.58%             | 2028-12-15      | Fixed         | 4.83%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                            | CUSIP: 3133KNQT3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    562383 | PA      | $466891.32    | 1.08%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                         | UBS Commercial Mortgage Trust 2018-C11                                      | CUSIP: 90276XAY1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $242334.73    | 0.56%             | 2051-06-15      | Variable      | 4.49%                 | No            |                  2 | On Loan: No      |
| CARS-DB7 LP                                           | CARS-DB7 LP                                                                 | CUSIP: 12510HAS9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    328417 | PA      | $329926.86    | 0.76%             | 2053-09-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                             | CUSIP: 31418ED80<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1408878 | PA      | $1302151.24   | 3.01%             | 2052-06-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Flagstar Mortgage Trust 2021-10INV                    | Flagstar Mortgage Trust 2021-10INV                                          | CUSIP: 33851RBF7<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     92304 | PA      | $74967.40     | 0.17%             | 2051-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Onslow Bay Financial LLC                              | OBX 2022-INV5 Trust                                                         | CUSIP: 67448JAN7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    257190 | PA      | $230829.55    | 0.53%             | 2052-10-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                             | CUSIP: 31374CR73<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    159853 | PA      | $151859.46    | 0.35%             | 2044-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                              | JP Morgan Mortgage Trust 2021-7                                             | CUSIP: 46592NBP0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    108904 | PA      | $87311.06     | 0.20%             | 2051-11-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Bank                                                  | BANK 2019-BNK22                                                             | CUSIP: 06540XBK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    350000 | PA      | $322692.37    | 0.75%             | 2062-11-15      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| Ziply Fiber Issuer LLC                                | Ziply Fiber Issuer LLC                                                      | CUSIP: 98979QAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $357887.01    | 0.83%             | 2054-04-20      | Fixed         | 6.64%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                             | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    155442 | PA      | $154890.17    | 0.36%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                             | CUSIP: 31418EGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    384801 | PA      | $365677.97    | 0.85%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                    | Freddie Mac REMICS                                                          | CUSIP: 3137F4ST0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     46849 | PA      | $44140.40     | 0.10%             | 2048-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Magnetite XXXVII Ltd                                  | Magnetite XXXVII Ltd                                                        | CUSIP: 55952AAC3<br>LEI: 529900QDM2RO966NLE49 | Long             | ABS-O            | CORP              | KY        |    300000 | PA      | $300876.30    | 0.70%             | 2036-10-20      | Variable      | 6.63%                 | Yes           |                  2 | On Loan: No      |
| ONNI Commerical Mortgage Trust 2024-APT               | ONNI Commerical Mortgage Trust 2024-APT                                     | CUSIP: 682939AA1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $203974.30    | 0.47%             | 2039-07-15      | Variable      | 5.57%                 | Yes           |                  2 | On Loan: No      |
| Natixis Commercial Mortgage Securities Trust 2019-LVL | Natixis Commercial Mortgage Securities Trust 2019-LVL                       | CUSIP: 63874TAA5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $240394.78    | 0.56%             | 2038-08-15      | Fixed         | 3.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                             | CUSIP: 31418EJ68<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    787292 | PA      | $750144.79    | 1.73%             | 2052-10-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                       | Fannie Mae Pool                                                             | CUSIP: 31418ET42<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    622082 | PA      | $591038.13    | 1.37%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Capital Automotive LP                                 | Cars Net Lease Mortgage Notes Series 2020-1                                 | CUSIP: 14576AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     97708 | PA      | $91769.89     | 0.21%             | 2050-12-15      | Fixed         | 3.10%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                          | GS Mortgage Securities Trust 2019-GSA1                                      | CUSIP: 36261PAX0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     45000 | PA      | $42174.69     | 0.10%             | 2052-11-10      | Fixed         | 3.34%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                      | Connecticut Avenue Securities Trust 2022-R07                                | CUSIP: 20754MCB1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $319301.40    | 0.74%             | 2042-06-25      | Variable      | 8.96%                 | Yes           |                  2 | On Loan: No      |
| UBS Commercial Mortgage Trust                         | UBS Commercial Mortgage Trust 2017-C5                                       | CUSIP: 90276TAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     45000 | PA      | $43258.55     | 0.10%             | 2050-11-15      | Fixed         | 3.47%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-INV4                    | JP Morgan Mortgage Trust 2021-INV4                                          | CUSIP: 46654DAV5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     90658 | PA      | $72619.48     | 0.17%             | 2052-01-25      | Variable      | 3.21%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                       | Fannie Mae Pool                                                             | CUSIP: 31418EZM5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    404733 | PA      | $410701.68    | 0.95%             | 2054-01-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| JPMBB Commercial Mortgage Secu                        | JPMBB Commercial Mortgage Securities Trust 2014-C23                         | CUSIP: 46643ABK8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $232764.55    | 0.54%             | 2047-09-15      | Variable      | 4.55%                 | No            |                  2 | On Loan: No      |
| DTP Commercial Mortgage Trust 2023-STE2               | DTP Commercial Mortgage Trust 2023-STE2                                     | CUSIP: 23346GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $204074.56    | 0.47%             | 2041-01-15      | Variable      | 6.04%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                              | JP Morgan Mortgage Trust 2017-5                                             | CUSIP: 46590YAB0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    215122 | PA      | $214856.48    | 0.50%             | 2048-10-26      | Variable      | 4.98%                 | Yes           |                  2 | On Loan: No      |
| Verus Securitization Trust 2023-INV1                  | Verus Securitization Trust 2023-INV1                                        | CUSIP: 92539FAD5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    100000 | PA      | $100340.70    | 0.23%             | 2068-02-25      | Variable      | 7.49%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                             | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    353107 | PA      | $290275.07    | 0.67%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                       | Fannie Mae Pool                                                             | CUSIP: 3140XPDD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     89123 | PA      | $77198.31     | 0.18%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                             | CUSIP: 31418EDE7<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    447146 | PA      | $400189.75    | 0.93%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| BX Trust 2021-VIEW                                    | BX Trust 2021-VIEW                                                          | CUSIP: 05606GAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $249921.00    | 0.58%             | 2036-06-15      | Variable      | 5.74%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                       | Fannie Mae Pool                                                             | CUSIP: 31418E3D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    244017 | PA      | $247558.60    | 0.57%             | 2054-03-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Regional Management Issuance Trust 2024-2             | Regional Management Issuance Trust 2024-2                                   | CUSIP: 75907AAB9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $251365.38    | 0.58%             | 2033-12-15      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| HI-FI MUSIC IP ISSUER II L.P                          | HI-FI Music IP Issuer LP                                                    | CUSIP: 428357AA5<br>LEI: 635400VMUHJZERQEGT10 | Long             | ABS-O            | CORP              | CA        |    200000 | PA      | $195455.32    | 0.45%             | 2062-02-01      | Fixed         | 3.94%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                   | Freddie Mac STACR REMIC Trust 2022-HQA2                                     | CUSIP: 35564KB32<br>LEI: 5493000IRLADKYZNON28 | Long             | ABS-CBDO         | USGSE             | US        |    285000 | PA      | $300909.41    | 0.70%             | 2042-07-25      | Variable      | 8.31%                 | Yes           |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                | Taco Bell Funding LLC                                                       | CUSIP: 87342RAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    140625 | PA      | $140437.84    | 0.32%             | 2046-05-25      | Fixed         | 4.97%                 | Yes           |                  2 | On Loan: No      |
| SBA Tower Trust                                       | SBA Tower Trust                                                             | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $256325.18    | 0.59%             | 2028-01-15      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Taco Bell Funding, LLC                                | Taco Bell Funding LLC                                                       | CUSIP: 87342RAG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    142462 | PA      | $135856.34    | 0.31%             | 2051-08-25      | Fixed         | 1.95%                 | Yes           |                  2 | On Loan: No      |
| LAD Auto Receivables Trust 2024-3                     | LAD Auto Receivables Trust 2024-3                                           | CUSIP: 505709AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $200318.96    | 0.46%             | 2030-01-15      | Fixed         | 4.74%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                      | Freddie Mac Pool                                                            | CUSIP: 3132DWHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |   1240026 | PA      | $1209358.16   | 2.80%             | 2053-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing LLC                           | Hertz Vehicle Financing III LP                                              | CUSIP: 42806MAF6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $96088.70     | 0.22%             | 2027-12-27      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| VB-S1 Issuer LLC - VBTEL                              | VB-S1 Issuer LLC - VBTEL                                                    | CUSIP: 91823ABC4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $352203.74    | 0.81%             | 2054-05-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| Horizon Aircraft Finance IV Ltd                       | Horizon Aircraft Finance IV Ltd                                             | CUSIP: 43990EAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    295156 | PA      | $294612.46    | 0.68%             | 2049-09-15      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| J.P. Morgan Mortgage Trust 2021-INV5                  | J.P. Morgan Mortgage Trust 2021-INV5                                        | CUSIP: 46653XAU4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    180498 | PA      | $150066.13    | 0.35%             | 2051-12-25      | Variable      | 3.19%                 | Yes           |                  2 | On Loan: No      |
| DBJPM 20-C9 Mortgage Trust                            | DBJPM 20-C9 Mortgage Trust                                                  | CUSIP: 233063AT3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $219593.60    | 0.51%             | 2053-08-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Fannie Mae - CAS                                      | Connecticut Avenue Securities Trust 2022-R09                                | CUSIP: 20753DAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    240000 | PA      | $257321.83    | 0.59%             | 2042-09-25      | Variable      | 9.06%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae REMICS                                     | Fannie Mae REMICS                                                           | CUSIP: 3136BMFV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     78649 | PA      | $59426.92     | 0.14%             | 2052-04-25      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                             | CUSIP: 31418EAN0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    320402 | PA      | $263687.10    | 0.61%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Boyce Park CLO, LLC                                   | Boyce Park CLO Ltd                                                          | CUSIP: 103228AE2<br>LEI: 54930028S3PFXX4SMQ72 | Long             | ABS-O            | CORP              | JE        |    350000 | PA      | $351146.60    | 0.81%             | 2035-04-21      | Variable      | 6.37%                 | Yes           |                  2 | On Loan: No      |
| Avis Budget Rental Car Funding AESOP LLC              | Avis Budget Rental Car Funding AESOP LLC                                    | CUSIP: 05377RHZ0<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $102473.43    | 0.24%             | 2030-06-20      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| CSAIL Commercial Mortgage Trus                        | CSAIL 2017-CX10 Commercial Mortgage Trust                                   | CUSIP: 12595JAJ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     45000 | PA      | $43377.57     | 0.10%             | 2050-11-15      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| Freddie Mac - STACR                                   | Freddie Mac STACR REMIC Trust 2022-HQA3                                     | CUSIP: 35564KE47<br>LEI: 5493000IRJ8RDHSNEL96 | Long             | ABS-CBDO         | USGSE             | US        |    300000 | PA      | $314684.64    | 0.73%             | 2042-08-25      | Variable      | 7.86%                 | Yes           |                  2 | On Loan: No      |
| BANK 2024-BNK48                                       | BANK 2024-BNK48                                                             | CUSIP: 06541GAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $198813.00    | 0.46%             | 2057-10-15      | Variable      | 5.36%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                        | Wells Fargo Commercial Mortgage Trust 2017-C38                              | CUSIP: 95001MAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    165000 | PA      | $155304.78    | 0.36%             | 2050-07-15      | Variable      | 3.92%                 | No            |                  2 | On Loan: No      |
| CSAIL 2020-C19 Commercial Mortgage Trust              | CSAIL 2020-C19 Commercial Mortgage Trust                                    | CUSIP: 12597NAW3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $171647.88    | 0.40%             | 2053-03-15      | Fixed         | 2.97%                 | No            |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                            | CUSIP: 3133KPAL2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |     37650 | PA      | $34824.97     | 0.08%             | 2052-04-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                          | CUSIP: 36179WG44<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     54714 | PA      | $47865.55     | 0.11%             | 2051-06-20      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                             | CUSIP: 31418EQ86<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    983820 | PA      | $961148.54    | 2.22%             | 2053-04-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                              | Benchmark 2021-B24 Mortgage Trust                                           | CUSIP: 08163CBC2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $263048.34    | 0.61%             | 2054-03-15      | Fixed         | 2.58%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                    | Freddie Mac REMICS                                                          | CUSIP: 3137F4YK2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     36354 | PA      | $34059.19     | 0.08%             | 2048-04-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                              | JP MORGAN MORTGAGE TRUST 2018-5                                             | CUSIP: 46649KAN5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    231478 | PA      | $208231.74    | 0.48%             | 2048-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Oscar US Funding XVII LLC                             | Oscar US Funding XVII LLC                                                   | CUSIP: 68784BAC8<br>LEI: 353800UI8625NXT7ND41 | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $149260.28    | 0.35%             | 2029-03-12      | Fixed         | 4.47%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                       | Fannie Mae Pool                                                             | CUSIP: 3140QPKT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    234323 | PA      | $210067.25    | 0.49%             | 2052-06-01      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                       | Fannie Mae Pool                                                             | CUSIP: 31418EW30<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   2152116 | PA      | $2143806.91   | 4.96%             | 2053-10-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Hilton Grand Vacations Trust 2024-2                   | Hilton Grand Vacations Trust 2024-2                                         | CUSIP: 43283JAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     64903 | PA      | $65755.78     | 0.15%             | 2038-03-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                       | Fannie Mae Pool                                                             | CUSIP: 3140W0GF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    116556 | PA      | $107810.30    | 0.25%             | 2054-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                             | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    125791 | PA      | $125743.21    | 0.29%             | 2052-12-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                              | JP Morgan Mortgage Trust 2018-4                                             | CUSIP: 46649CAN3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     79845 | PA      | $70988.80     | 0.16%             | 2048-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Brex Commercial Charge Card Master Trust              | Brex Commercial Charge Card Master Trust                                    | CUSIP: 05601DAF0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    150000 | PA      | $150458.19    | 0.35%             | 2027-07-15      | Fixed         | 6.68%                 | Yes           |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                         | GS Mortgage-Backed Securities Trust 2021-PJ6                                | CUSIP: 36262LAD2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    225378 | PA      | $180041.63    | 0.42%             | 2051-11-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| RCKT Mortgage Trust 2022-4                            | RCKT Mortgage Trust 2022-4                                                  | CUSIP: 74938GAW6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    256613 | PA      | $230311.44    | 0.53%             | 2052-06-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Carvana Auto Receivables Trust 2024-P4                | Carvana Auto Receivables Trust 2024-P4                                      | CUSIP: 14076LAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    350000 | PA      | $352475.24    | 0.81%             | 2031-02-10      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Capital I Trust 2019-H7                | Morgan Stanley Capital I Trust 2019-H7                                      | CUSIP: 61771MAZ3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $93776.81     | 0.22%             | 2052-07-15      | Fixed         | 3.52%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                        | Ginnie Mae II Pool                                                          | CUSIP: 36179XBS4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    310180 | PA      | $278943.76    | 0.64%             | 2052-07-20      | Fixed         | 3.50%                 | No            |                  2 | On Loan: No      |
| CAMB Commercial Mortgage Trust                        | CAMB Commercial Mortgage Trust 2021-CX2                                     | CUSIP: 12477BAA2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    569943 | PA      | $484740.97    | 1.12%             | 2046-11-10      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                      | Connecticut Avenue Securities Trust 2022-R05                                | CUSIP: 20754DAB3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    300000 | PA      | $307764.06    | 0.71%             | 2042-04-25      | Variable      | 7.31%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                              | J.P. Morgan Mortgage Trust 2022-6                                           | CUSIP: 46655KCR5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    405785 | PA      | $339950.60    | 0.79%             | 2052-11-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                             | CUSIP: 31418EGJ3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    344301 | PA      | $318200.39    | 0.74%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                              | J.P. Morgan Mortgage Trust 2021-15                                          | CUSIP: 46654TBQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     76760 | PA      | $61252.38     | 0.14%             | 2052-06-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                              | Benchmark 2019-B15 Mortgage Trust                                           | CUSIP: 08160KAK0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    199000 | PA      | $159169.79    | 0.37%             | 2072-12-15      | Variable      | 3.71%                 | No            |                  2 | On Loan: No      |
| STORE Master Funding LLC                              | Store Master Funding I-VII XIV XIX XX XXIV                                  | CUSIP: 86212XAF7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    296750 | PA      | $298390.28    | 0.69%             | 2053-06-20      | Fixed         | 6.19%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac - STACR                                   | Freddie Mac STACR REMIC Trust 2022-DNA5                                     | CUSIP: 35564KYP8<br>LEI: 5493000IS349P4O9HR58 | Long             | ABS-CBDO         | CORP              | US        |     87000 | PA      | $92475.40     | 0.21%             | 2042-06-25      | Variable      | 8.81%                 | Yes           |                  2 | On Loan: No      |
| BMO 2025-C12 Mortgage Trust                           | BMO 2025-C12 Mortgage Trust                                                 | CUSIP: 05615DAG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    250000 | PA      | $264534.30    | 0.61%             | 2058-06-15      | Variable      | 6.20%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                       | Fannie Mae Pool                                                             | CUSIP: 31418EU99<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     24901 | PA      | $24811.68     | 0.06%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                              | JP Morgan Mortgage Trust 2020-1                                             | CUSIP: 46651XBT8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    238446 | PA      | $213149.79    | 0.49%             | 2050-06-25      | Variable      | 3.82%                 | Yes           |                  2 | On Loan: No      |
| EQT Trust 2024-EXTR                                   | EQT Trust 2024-EXTR                                                         | CUSIP: 29439DAA9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $507917.50    | 1.17%             | 2041-07-05      | Variable      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                | Sequoia Mortgage Trust 2021-4                                               | CUSIP: 81748WAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     71363 | PA      | $57615.42     | 0.13%             | 2051-06-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust 2021-INV6                    | JP Morgan Mortgage Trust 2021-INV6                                          | CUSIP: 46654FAV0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     90801 | PA      | $73555.15     | 0.17%             | 2052-04-25      | Variable      | 3.34%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                           | Freddie Mac Pool                                                            | CUSIP: 3133KRVW1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    180244 | PA      | $179618.15    | 0.42%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                         | GS Mortgage-Backed Securities Trust 2023-PJ1                                | CUSIP: 36267TBP2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     85179 | PA      | $74047.97     | 0.17%             | 2053-02-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Onemain Financial Issuance Trust 2025-1               | Onemain Financial Issuance Trust 2025-1                                     | CUSIP: 68270DAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $251028.30    | 0.58%             | 2038-07-14      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                       | Fannie Mae Pool                                                             | CUSIP: 3140QLNT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    101836 | PA      | $84511.04     | 0.20%             | 2051-08-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                        | Wells Fargo Commercial Mortgage Trust 2021-C61                              | CUSIP: 95003QBG3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $86882.22     | 0.20%             | 2054-11-15      | Fixed         | 2.86%                 | No            |                  2 | On Loan: No      |
| Morgan Stanley Residential Mor                        | Morgan Stanley Residential Mortgage Loan Trust 2023-1                       | CUSIP: 61774YAL5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    254777 | PA      | $229292.97    | 0.53%             | 2053-02-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                            | Fannie Mae Pool                                                             | CUSIP: 31418ECR9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1897734 | PA      | $1627161.68   | 3.76%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |

### Signature

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

**Name of Applicant:** Nuveen Managed Accounts Portfolios Trust

**Signature:** Gina Spunder

**Name of Signer:** Gina Spunder

**Title:** Director, Fund Financial Reporting