# EDGAR Filing Document

**Accession Number:** 0001390204
**File Stem:** 0001390204-26-000040
**Filing Date:** 2026-3
**Character Count:** 92450
**Document Hash:** 1fad469a1a2da82c1742a4228e355e89
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001390204-26-000040.hdr.sgml**: 20260325

**ACCESSION NUMBER**: 0001390204-26-000040

**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:** 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:** 26788857

**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:** 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:** $54503615.00

**Total Liabilities:** $947557.00

**Net Assets:** $53556058.00

**Delayed Delivery Securities:** $430451.00

**Cash Not Reported:** $749064.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -53.52000000 | **1-Year:** -1066.53000000 | **5-Year:** -4240.44000000 | **10-Year:** -5006.89000000 | **30-Year:** -13301.22000000

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

- **3-Month:** 0.00000000 | **1-Year:** -82.40000000 | **5-Year:** -395.07000000 | **10-Year:** -162.01000000 | **30-Year:** -71.28000000

**Monthly Return Information**

| Class               | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID C000238442 | 0.78%                | 0.10%                | 0.59%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $36399.07                | $124319.18                                 |
| Month 2  | $69604.25                | $-202735.55                                |
| Month 3  | $40209.51                | $62669.27                                  |

### 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      | $101593.40    | 0.19%             | 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        |     56177 | PA      | $56556.06     | 0.11%             | 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      | $87085.88     | 0.16%             | 2054-08-15      | Fixed         | 2.43%                 | No            |                  2 | On Loan: No      |
| BBCMS Mortgage Trust 2024-C24                                   | BBCMS Mortgage Trust 2024-C24                                               | CUSIP: 07336VAW1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $210073.32    | 0.39%             | 2057-02-15      | Fixed         | 5.87%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                             | CUSIP: 31418ED64<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    283774 | PA      | $252386.68    | 0.47%             | 2052-06-01      | Fixed         | 3.00%                 | No            |                  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      |
| Freddie Mac Pool                                                | Freddie Mac Pool                                                            | CUSIP: 3132DSRU8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    125350 | PA      | $125814.88    | 0.23%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Alterna Funding III LLC                                         | Alterna Funding III LLC                                                     | CUSIP: 02157JAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     71664 | PA      | $71763.80     | 0.13%             | 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        |     70411 | PA      | $58928.34     | 0.11%             | 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        |     17220 | PA      | $17067.72     | 0.03%             | 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        |      8371 | PA      | $8374.54      | 0.02%             | 2027-03-01      | Variable      | 6.45%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Connecticut Avenue Securities Trust                                         | CUSIP: 207932AB0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    315000 | PA      | $329560.65    | 0.62%             | 2042-12-25      | Variable      | 7.45%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                             | CUSIP: 31418EJF8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     77968 | PA      | $78281.05     | 0.15%             | 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      | $252577.75    | 0.47%             | 2038-01-20      | Variable      | 5.56%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                             | CUSIP: 31418EKS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     70137 | PA      | $67333.09     | 0.13%             | 2052-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                          | CUSIP: 36179XVR4<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    226016 | PA      | $222127.84    | 0.41%             | 2053-03-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BENCHMARK Mortgage Trust                                        | Benchmark 2022-B35 Mortgage Trust                                           | CUSIP: 08163RBQ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $490545.60    | 0.92%             | 2055-05-15      | Variable      | 4.44%                 | No            |                  2 | On Loan: No      |
| Bank                                                            | BANK 2021-BNK31                                                             | CUSIP: 06541ABP4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    295000 | PA      | $258603.64    | 0.48%             | 2054-02-15      | Variable      | 2.21%                 | 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        |    274449 | PA      | $235027.60    | 0.44%             | 2051-09-25      | Variable      | 3.51%                 | Yes           |                  2 | On Loan: No      |
| BMO Mortgage Trust                                              | BMO 2023-C5 Mortgage Trust                                                  | CUSIP: 055988AH2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $209830.42    | 0.39%             | 2056-06-15      | Variable      | 6.16%                 | No            |                  2 | On Loan: No      |
| Summit Issuer LLC                                               | Summit Issuer LLC                                                           | CUSIP: 86613XAN5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $251955.18    | 0.47%             | 2055-11-20      | Fixed         | 5.21%                 | 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      | $330743.84    | 0.62%             | 2052-08-15      | Fixed         | 3.42%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                             | CUSIP: 31418E7B0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    327442 | PA      | $335509.47    | 0.63%             | 2054-06-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                             | CUSIP: 31418EW22<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    220616 | PA      | $221151.30    | 0.41%             | 2053-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                             | CUSIP: 31418E5P1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1154199 | PA      | $1171062.10   | 2.19%             | 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        |     22051 | PA      | $18242.56     | 0.03%             | 2051-08-25      | Variable      | 2.88%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                             | CUSIP: 31418EPD6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    293380 | PA      | $298560.19    | 0.56%             | 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      | $501912.50    | 0.94%             | 2038-01-20      | Variable      | 5.27%                 | Yes           |                  2 | On Loan: No      |
| Alterna Funding III LLC                                         | Alterna Funding III LLC                                                     | CUSIP: 02157JAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     67645 | PA      | $67747.58     | 0.13%             | 2039-05-16      | Fixed         | 6.26%                 | Yes           |                  2 | On Loan: No      |
| Bank                                                            | BANK 2019-BNK24                                                             | CUSIP: 06540VBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $283121.82    | 0.53%             | 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      | $86098.52     | 0.16%             | 2048-09-15      | Variable      | 3.10%                 | Yes           |                  2 | On Loan: No      |
| Planet Fitness Master Issuer LLC                                | Planet Fitness Master Issuer LLC                                            | CUSIP: 72703PAH6<br>LEI: 549300NX9W3U2DO53T22 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $251658.08    | 0.47%             | 2055-12-06      | Fixed         | 5.27%                 | 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      | $553267.70    | 1.03%             | 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      | $462174.20    | 0.86%             | 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        |    391982 | PA      | $375452.04    | 0.70%             | 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        |    155036 | PA      | $155626.60    | 0.29%             | 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        |    107510 | PA      | $75690.05     | 0.14%             | 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      | $250853.25    | 0.47%             | 2037-04-22      | Variable      | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                            | CUSIP: 3132DWDS9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    115106 | PA      | $102397.01    | 0.19%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Bank                                                            | BANK 2019-BNK20                                                             | CUSIP: 06540AAG6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $90786.30     | 0.17%             | 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        |     75740 | PA      | $73282.93     | 0.14%             | 2052-11-25      | Variable      | 4.50%                 | 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      | $196519.04    | 0.37%             | 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        |     96613 | PA      | $95089.37     | 0.18%             | 2052-08-20      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Centersquare Issuer LLC                                         | Centersquare Issuer LLC                                                     | CUSIP: 15201EAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $243011.55    | 0.45%             | 2055-08-25      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| ELP Commercial Mortgage Trust                                   | ELP Commercial Mortgage Trust                                               | CUSIP: 290154AA1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $249753.05    | 0.47%             | 2042-11-13      | Variable      | 4.76%                 | Yes           |                  2 | On Loan: No      |
| JPMCC Commercial Mortgage Securities Trust 2019-COR4            | JPMCC Commercial Mortgage Securities Trust 2019-COR4                        | CUSIP: 48128YBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    100000 | PA      | $95808.48     | 0.18%             | 2052-03-10      | Fixed         | 4.29%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Mortgage Backed Se                                  | Wells Fargo Mortgage Backed Securities 2020-4 Trust                         | CUSIP: 95002VAS8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     51609 | PA      | $45163.44     | 0.08%             | 2050-07-25      | Variable      | 3.00%                 | Yes           |                  2 | On Loan: No      |
| HTL Commercial Mortgage Trust 2024-T53                          | HTL Commercial Mortgage Trust 2024-T53                                      | CUSIP: 404300AC9<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    125000 | PA      | $126908.21    | 0.24%             | 2039-05-10      | Variable      | 6.56%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                             | CUSIP: 31418E4R8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |   1569191 | PA      | $1592116.79   | 2.97%             | 2054-04-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                  | Wells Fargo Commercial Mortgage Trust 2018-C46                              | CUSIP: 95001QAX9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     90000 | PA      | $89217.83     | 0.17%             | 2051-08-15      | Fixed         | 4.38%                 | 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      | $219975.93    | 0.41%             | 2038-12-15      | Variable      | 5.07%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                             | CUSIP: 31418EHP8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    404154 | PA      | $405776.62    | 0.76%             | 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        |    725635 | PA      | $713799.96    | 1.33%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                          | CUSIP: 36179WTZ1<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |     67644 | PA      | $61194.73     | 0.11%             | 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        |     27858 | PA      | $19306.69     | 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        |    456276 | PA      | $409410.42    | 0.76%             | 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        |    201199 | PA      | $162107.28    | 0.30%             | 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      | $254591.63    | 0.48%             | 2055-03-20      | Fixed         | 5.65%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                             | CUSIP: 3140QNDJ8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    200842 | PA      | $173371.35    | 0.32%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| BMO 2023-C5 Mortgage Trust                                      | BMO 2023-C5 Mortgage Trust                                                  | CUSIP: 055988AD1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    250000 | PA      | $261947.68    | 0.49%             | 2056-06-15      | Fixed         | 5.77%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                             | CUSIP: 3140XLXH6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     65369 | PA      | $65755.81     | 0.12%             | 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      | $275708.34    | 0.51%             | 2062-12-15      | Fixed         | 3.35%                 | No            |                  2 | On Loan: No      |
| Connecticut Avenue Securities Trust 2023-R08                    | Connecticut Avenue Securities Trust 2023-R08                                | CUSIP: 20755CAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    125000 | PA      | $127557.53    | 0.24%             | 2043-10-25      | Variable      | 6.20%                 | Yes           |                  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      | $254991.36    | 0.48%             | 2051-05-10      | Variable      | 4.54%                 | 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        |    282585 | PA      | $236499.81    | 0.44%             | 2052-01-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| RCKT Trust 2025-PL1                                             | RCKT Trust 2025-PL1                                                         | CUSIP: 74939RAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $251431.98    | 0.47%             | 2034-07-25      | Fixed         | 5.42%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                             | CUSIP: 31418EPE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     88633 | PA      | $91263.32     | 0.17%             | 2053-02-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| MVW 2020-1 LLC                                                  | MVW LLC                                                                     | CUSIP: 55400EAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    104449 | PA      | $103065.29    | 0.19%             | 2037-10-20      | Fixed         | 1.74%                 | Yes           |                  2 | On Loan: No      |
| Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC             | CUSIP: 315961AA0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    300000 | PA      | $303767.01    | 0.57%             | 2055-12-20      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                | Freddie Mac Pool                                                            | CUSIP: 3132DWEC3<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    261099 | PA      | $256636.69    | 0.48%             | 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        |    189051 | PA      | $189396.96    | 0.35%             | 2027-08-20      | Fixed         | 6.57%                 | Yes           |                  2 | On Loan: No      |
| Domino's Pizza Master Issuer LLC                                | Domino's Pizza Master Issuer LLC                                            | CUSIP: 25755TAR1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $251014.98    | 0.47%             | 2055-07-25      | Fixed         | 5.22%                 | Yes           |                  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        |    600000 | PA      | $559462.56    | 1.04%             | 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        |    357274 | PA      | $313419.07    | 0.59%             | 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        |    561739 | PA      | $552404.24    | 1.03%             | 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        |    557753 | PA      | $533527.03    | 1.00%             | 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        |    173209 | PA      | $147956.18    | 0.28%             | 2052-04-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2026-1                               | Verus Securitization Trust 2026-1                                           | CUSIP: 92541JAN1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100317.82    | 0.19%             | 2071-01-25      | Variable      | 5.67%                 | Yes           |                  2 | On Loan: No      |
| Government National Mortgage A                                  | Ginnie Mae II Pool                                                          | CUSIP: 36179XDD5<br>LEI: 549300M8ZYFG0OCMTT87 | Long             | ABS-MBS          | USGSE             | US        |    210259 | PA      | $200556.38    | 0.37%             | 2052-08-20      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Barclays Commercial Mortgage S                                  | BBCMS Mortgage Trust 2023-C20                                               | CUSIP: 07336DBA8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     30000 | PA      | $31493.21     | 0.06%             | 2056-07-15      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| Hertz Vehicle Financing III LLC                                 | Hertz Vehicle Financing III LLC                                             | CUSIP: 42806MDR7<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $249353.80    | 0.47%             | 2032-05-25      | Fixed         | 5.14%                 | Yes           |                  2 | On Loan: No      |
| Lmrk Issuer Co 2 LLC                                            | Lmrk Issuer Co 2 LLC                                                        | CUSIP: 50209AAH4<br>LEI: 549300TATF7H68SRLE80 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $252158.00    | 0.47%             | 2055-09-15      | Fixed         | 5.52%                 | Yes           |                  2 | On Loan: No      |
| Benchmark 2024-V10 Mortgage Trust                               | Benchmark 2024-V10 Mortgage Trust                                           | CUSIP: 08163UAF6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    155000 | PA      | $159827.77    | 0.30%             | 2057-09-15      | Variable      | 5.73%                 | 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        |     90249 | PA      | $75671.77     | 0.14%             | 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        |    207168 | PA      | $189593.82    | 0.35%             | 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        |    184967 | PA      | $186980.99    | 0.35%             | 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        |    475000 | PA      | $472928.72    | 0.88%             | 2049-06-15      | Fixed         | 3.14%                 | No            |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgag                                  | Wells Fargo Commercial Mortgage Trust 2021-C59                              | CUSIP: 95003CAJ9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $454352.35    | 0.85%             | 2054-04-15      | Fixed         | 2.63%                 | 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      | $250254.75    | 0.47%             | 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        |    537481 | PA      | $464289.17    | 0.87%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| GBX Leasing 2022-1 LLC                                          | GBX Leasing 2022-1 LLC                                                      | CUSIP: 361528AE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $250096.99    | 0.47%             | 2056-02-20      | Fixed         | 5.13%                 | Yes           |                  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      | $246873.08    | 0.46%             | 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        |    327542 | PA      | $329672.64    | 0.62%             | 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        |   1649084 | PA      | $1578989.36   | 2.95%             | 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        |     91179 | PA      | $76765.94     | 0.14%             | 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        |    248361 | PA      | $231603.07    | 0.43%             | 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        |    151486 | PA      | $148850.83    | 0.28%             | 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        |    104984 | PA      | $87863.09     | 0.16%             | 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      | $328567.47    | 0.61%             | 2062-11-15      | Fixed         | 3.21%                 | No            |                  2 | On Loan: No      |
| CSAIL 2019-C17 Commercial Mortgage Trust                        | CSAIL 2019-C17 Commercial Mortgage Trust                                    | CUSIP: 12597BAY5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $182758.16    | 0.34%             | 2052-09-15      | Fixed         | 3.28%                 | No            |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                             | CUSIP: 31418ES50<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    142070 | PA      | $144535.22    | 0.27%             | 2053-06-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Trinity Rail Leasing L.P.                                       | Trinity Rail Leasing L.P.                                                   | CUSIP: 89657MAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    247851 | PA      | $247484.05    | 0.46%             | 2055-10-19      | Fixed         | 5.09%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                             | CUSIP: 31418EGK0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    367507 | PA      | $361550.71    | 0.68%             | 2052-08-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| BANK 2022-BNK39                                                 | BANK 2022-BNK39                                                             | CUSIP: 06539VAR9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $182061.74    | 0.34%             | 2055-02-15      | Fixed         | 3.18%                 | No            |                  2 | On Loan: No      |
| Freddie Mac REMICS                                              | Freddie Mac REMICS                                                          | CUSIP: 3137F4ST0<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-CBDO         | USGSE             | US        |     44839 | PA      | $42976.00     | 0.08%             | 2048-03-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| BMO Mortgage Trust                                              | BMO Mortgage Trust                                                          | CUSIP: 096942AZ0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    175000 | PA      | $180301.73    | 0.34%             | 2059-02-15      | Variable      | 5.52%                 | No            |                  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      | $203630.26    | 0.38%             | 2039-07-15      | Variable      | 5.75%                 | 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      | $244774.28    | 0.46%             | 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        |    739700 | PA      | $728092.85    | 1.36%             | 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        |    236460 | PA      | $232325.59    | 0.43%             | 2053-07-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Capital Automotive LP                                           | Cars Net Lease Mortgage Notes                                               | CUSIP: 14576AAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     97458 | PA      | $94066.95     | 0.18%             | 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      | $42748.70     | 0.08%             | 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      | $315274.38    | 0.59%             | 2042-06-25      | Variable      | 8.35%                 | Yes           |                  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        |     89355 | PA      | $73894.45     | 0.14%             | 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        |    337965 | PA      | $346405.12    | 0.65%             | 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      | $245969.43    | 0.46%             | 2047-09-15      | Variable      | 4.54%                 | No            |                  2 | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                              | MetroNet Infrastructure Issuer LLC                                          | CUSIP: 59170JAX6<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $253708.20    | 0.47%             | 2055-08-20      | Fixed         | 5.40%                 | Yes           |                  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      | $205359.92    | 0.38%             | 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        |    209981 | PA      | $211784.46    | 0.40%             | 2048-10-26      | Variable      | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2026-1                                   | Sequoia Mortgage Trust 2026-1                                               | CUSIP: 81750KAU1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    100000 | PA      | $100258.60    | 0.19%             | 2056-02-25      | Variable      | 5.50%                 | 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      | $99726.29     | 0.19%             | 2068-02-25      | Variable      | 7.44%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                             | CUSIP: 31418EBS8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    753782 | PA      | $643891.14    | 1.20%             | 2052-02-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| Verus Securitization Trust 2025-12                              | Verus Securitization Trust 2025-12                                          | CUSIP: 92490FAN0<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    525000 | PA      | $527424.56    | 0.98%             | 2070-12-25      | Variable      | 5.76%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                             | CUSIP: 3140XPDD8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     83705 | PA      | $75155.00     | 0.14%             | 2052-05-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust 2025-S2                                  | Sequoia Mortgage Trust 2025-S2                                              | CUSIP: 81748UAA8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     99274 | PA      | $93754.58     | 0.18%             | 2055-11-25      | Variable      | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                             | CUSIP: 31418E3D0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    207331 | PA      | $212611.22    | 0.40%             | 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      | $252267.00    | 0.47%             | 2033-12-15      | Fixed         | 5.49%                 | Yes           |                  2 | On Loan: No      |
| UNITK 2026-1A A2                                                | UNITK 2026-1A A2                                                            | CUSIP: 49459AAA8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    200000 | PA      | $200125.00    | 0.37%             | 2056-02-25      | Fixed         | 5.22%                 | Yes           |                  2 | On Loan: No      |
| MSWF Commercial Mortgage Trust 2023-2                           | MSWF Commercial Mortgage Trust 2023-2                                       | CUSIP: 55361AAX2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    155000 | PA      | $168777.36    | 0.32%             | 2056-12-15      | Variable      | 6.49%                 | No            |                  2 | On Loan: No      |
| GS Mortgage Securities Trust                                    | GS Mortgage Securities Trust 2020-GC45                                      | CUSIP: 36258YBL1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $698570.70    | 1.30%             | 2053-02-13      | Variable      | 3.17%                 | No            |                  2 | On Loan: No      |
| BMO 2022-C3 MORTGAGE TRUST                                      | BMO 2022-C3 MORTGAGE TRUST                                                  | CUSIP: 05602QBC6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $204511.32    | 0.38%             | 2054-09-15      | Variable      | 5.33%                 | No            |                  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      | $198032.62    | 0.37%             | 2062-02-01      | Fixed         | 3.94%                 | Yes           |                  2 | On Loan: No      |
| Bank                                                            | BANK 2023-BNK46                                                             | CUSIP: 06541DBN3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    200000 | PA      | $213180.76    | 0.40%             | 2056-08-15      | Variable      | 6.38%                 | No            |                  2 | On Loan: No      |
| Freddie Mac Pool                                                | Freddie Mac Pool                                                            | CUSIP: 3132DWES8<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    605214 | PA      | $595717.23    | 1.11%             | 2052-09-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                             | CUSIP: 31418EU81<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    621747 | PA      | $623478.23    | 1.16%             | 2053-08-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| SBA Tower Trust                                                 | SBA Tower Trust                                                             | CUSIP: 78403DAZ3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |    250000 | PA      | $255631.83    | 0.48%             | 2028-01-15      | Fixed         | 6.60%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac Pool                                                | Freddie Mac Pool                                                            | CUSIP: 3132DWHE6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    983288 | PA      | $986681.83    | 1.84%             | 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      | $98377.40     | 0.18%             | 2027-12-27      | Fixed         | 2.12%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                             | CUSIP: 3140QN7M8<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    265624 | PA      | $246843.57    | 0.46%             | 2052-05-01      | Fixed         | 3.50%                 | No            |                  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      | $353879.96    | 0.66%             | 2054-05-15      | Fixed         | 5.59%                 | Yes           |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | JP Morgan Mortgage Trust 2021-10                                            | CUSIP: 46654ABP3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     37103 | PA      | $31030.26     | 0.06%             | 2051-12-25      | Variable      | 2.50%                 | 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        |    287456 | PA      | $289292.83    | 0.54%             | 2049-09-15      | Fixed         | 5.38%                 | 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      | $224829.88    | 0.42%             | 2053-08-15      | Fixed         | 1.93%                 | No            |                  2 | On Loan: No      |
| Lmdv Issuer Co LLC                                              | Lmdv Issuer Co LLC                                                          | CUSIP: 538908AA2<br>LEI: 254900A6HRP8XHJJGM20 | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $251538.80    | 0.47%             | 2055-12-15      | Fixed         | 5.31%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae - CAS                                                | Connecticut Avenue Securities Trust                                         | CUSIP: 20753DAB4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    240000 | PA      | $254716.82    | 0.48%             | 2042-09-25      | Variable      | 8.45%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae REMICS                                               | Fannie Mae REMICS                                                           | CUSIP: 3136BMFV5<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-CBDO         | USGSE             | US        |     80035 | PA      | $63013.02     | 0.12%             | 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        |    307526 | PA      | $262978.58    | 0.49%             | 2052-01-01      | Fixed         | 2.50%                 | No            |                  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      | $103711.93    | 0.19%             | 2030-06-20      | Fixed         | 5.85%                 | Yes           |                  2 | On Loan: No      |
| Freddie Mac                                                     | Freddie Mac Pool                                                            | CUSIP: 3132DWCP6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | USGSE             | US        |    350805 | PA      | $300099.77    | 0.56%             | 2051-11-01      | Fixed         | 2.50%                 | No            |                  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      | $43909.08     | 0.08%             | 2050-11-15      | Variable      | 3.46%                 | No            |                  2 | On Loan: No      |
| BANK 2024-BNK48                                                 | BANK 2024-BNK48                                                             | CUSIP: 06541GAQ0<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    200000 | PA      | $203365.02    | 0.38%             | 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      | $157799.73    | 0.29%             | 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      | $175531.32    | 0.33%             | 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        |     35756 | PA      | $34361.18     | 0.06%             | 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        |     51964 | PA      | $46954.48     | 0.09%             | 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        |    931368 | PA      | $934820.77    | 1.75%             | 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      | $270182.19    | 0.50%             | 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        |     35826 | PA      | $34230.78     | 0.06%             | 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        |    221208 | PA      | $200655.60    | 0.37%             | 2048-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                             | CUSIP: 3140QPKT3<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    224157 | PA      | $207556.35    | 0.39%             | 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        |   2175209 | PA      | $2210967.67   | 4.13%             | 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        |     53532 | PA      | $54611.92     | 0.10%             | 2038-03-25      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Bayview MSR Opportunity Master Fund Trust 2021-INV4             | Bayview MSR Opportunity Master Fund Trust 2021-INV4                         | CUSIP: 07336GAV6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     70893 | PA      | $59331.60     | 0.11%             | 2051-10-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                             | CUSIP: 3140W0GF6<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    111726 | PA      | $107323.10    | 0.20%             | 2054-02-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| DOLP Trust 2021-NYC                                             | DOLP Trust 2021-NYC                                                         | CUSIP: 23345LAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    300000 | PA      | $272230.71    | 0.51%             | 2041-05-10      | Fixed         | 2.96%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                             | CUSIP: 31418ELY4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    117617 | PA      | $119837.53    | 0.22%             | 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        |     76855 | PA      | $69763.82     | 0.13%             | 2048-10-25      | Variable      | 3.50%                 | Yes           |                  2 | On Loan: No      |
| Gracechurch Mortgage Finance P                                  | Grace Trust 2020-GRCE                                                       | CUSIP: 38406JAA6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $539097.12    | 1.01%             | 2040-12-10      | Fixed         | 2.35%                 | 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        |    216907 | PA      | $181403.53    | 0.34%             | 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        |    248941 | PA      | $230652.05    | 0.43%             | 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      | $356446.83    | 0.67%             | 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      | $95593.74     | 0.18%             | 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        |    295270 | PA      | $273459.87    | 0.51%             | 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      | $492686.20    | 0.92%             | 2046-11-10      | Fixed         | 2.70%                 | Yes           |                  2 | On Loan: No      |
| Taco Bell Funding LLC                                           | Taco Bell Funding LLC                                                       | CUSIP: 87342RAK0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $248736.33    | 0.46%             | 2055-08-25      | Fixed         | 4.82%                 | 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      | $306665.55    | 0.57%             | 2042-04-25      | Variable      | 6.70%                 | Yes           |                  2 | On Loan: No      |
| Morgan Stanley Bank of America Merrill Lynch Trust 2025-C35     | Morgan Stanley Bank of America Merrill Lynch Trust 2025-C35                 | CUSIP: 61779CAQ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    390000 | PA      | $412852.91    | 0.77%             | 2058-08-15      | Variable      | 5.97%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | J.P. Morgan Mortgage Trust                                                  | CUSIP: 46655KCR5<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    390632 | PA      | $338921.11    | 0.63%             | 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        |    281837 | PA      | $269770.29    | 0.50%             | 2052-08-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | J.P. Morgan Mortgage Trust                                                  | CUSIP: 46654TBQ0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     74280 | PA      | $62121.27     | 0.12%             | 2052-06-25      | Variable      | 2.50%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae                                                      | Fannie Mae Pool                                                             | CUSIP: 31418EDC1<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    588147 | PA      | $502399.40    | 0.94%             | 2052-05-01      | Fixed         | 2.50%                 | No            |                  2 | On Loan: No      |
| JP Morgan Mortgage Trust                                        | J.P. Morgan Mortgage Trust                                                  | CUSIP: 465976AA6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     72127 | PA      | $65029.60     | 0.12%             | 2052-07-25      | Variable      | 3.25%                 | 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      | $161160.89    | 0.30%             | 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        |    296000 | PA      | $297193.27    | 0.55%             | 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        |     57000 | PA      | $59755.24     | 0.11%             | 2042-06-25      | Variable      | 8.20%                 | Yes           |                  2 | On Loan: No      |
| Willis Engine Structured Trust IX                               | Willis Engine Structured Trust IX                                           | CUSIP: 970910AA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    249298 | PA      | $249336.20    | 0.47%             | 2050-12-15      | Fixed         | 5.16%                 | 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      | $267500.08    | 0.50%             | 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        |    262768 | PA      | $267207.63    | 0.50%             | 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        |    233839 | PA      | $214329.39    | 0.40%             | 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      | $510976.60    | 0.95%             | 2041-07-05      | Variable      | 5.33%                 | Yes           |                  2 | On Loan: No      |
| Wells Fargo Commercial Mortgage Trust 2021-C61                  | Wells Fargo Commercial Mortgage Trust 2021-C61                              | CUSIP: 95003QAG4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     60000 | PA      | $53640.62     | 0.10%             | 2054-11-15      | Fixed         | 2.41%                 | No            |                  2 | On Loan: No      |
| Sequoia Mortgage Trust                                          | Sequoia Mortgage Trust 2021-4                                               | CUSIP: 81748WAU0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     68678 | PA      | $57592.25     | 0.11%             | 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        |     89472 | PA      | $74773.71     | 0.14%             | 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        |    171732 | PA      | $174647.22    | 0.33%             | 2053-08-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| GS Mortgage-Backed Securities                                   | GS Mortgage-Backed Securities Trust                                         | CUSIP: 36267TBP2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |     81753 | PA      | $73780.09     | 0.14%             | 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      | $253130.35    | 0.47%             | 2038-07-14      | Fixed         | 5.20%                 | Yes           |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                             | CUSIP: 31418EPB0<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |    151413 | PA      | $148896.24    | 0.28%             | 2053-02-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Fannie Mae Pool                                                 | Fannie Mae Pool                                                             | CUSIP: 3140QLNT9<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | ABS-MBS          | USGSE             | US        |     97918 | PA      | $84795.47     | 0.16%             | 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        |    350000 | PA      | $309807.54    | 0.58%             | 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        |    242250 | PA      | $226049.22    | 0.42%             | 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        |   1744256 | PA      | $1550602.42   | 2.90%             | 2052-04-01      | Fixed         | 3.00%                 | No            |                  2 | On Loan: No      |
| Elmwood CLO 14 Ltd                                              | Elmwood CLO 14 Ltd                                                          | CUSIP: 29003WAQ8<br>LEI: 254900OL3XXZ9LCM4Q21 | Long             | ABS-O            | CORP              | KY        |    250000 | PA      | $251447.75    | 0.47%             | 2038-10-20      | Variable      | 5.37%                 | Yes           |                  2 | On Loan: No      |

### Signature

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

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

**Signature:** Gina Spunder

**Name of Signer:** Gina Spunder

**Title:** Director, Fund Financial Reporting