# EDGAR Filing Document

**Accession Number:** 0001472215
**File Stem:** 0001472215-26-000010
**Filing Date:** 2026-5
**Character Count:** 96621
**Document Hash:** 1b306efe535ec1a84576326ee1f3ce49
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001472215-26-000010.hdr.sgml**: 20260528

**ACCESSION NUMBER**: 0001472215-26-000010

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20260331

**FILED AS OF DATE**: 20260528

**DATE AS OF CHANGE**: 20260528

**PERIOD START**: 20261231

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Nuveen Mortgage & Income Fund/MA/
- **CENTRAL INDEX KEY:** 0001472215

**ORGANIZATION NAME:**
- **EIN:** 000000000
- **STATE OF INCORPORATION:** MA
- **FISCAL YEAR END:** 1231

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-22329
- **FILM NUMBER:** 261028739

**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 Mortgage Opportunity Term Fund
- **DATE OF NAME CHANGE:** 20090914

## Nport-Ex

#### Portfolio

#### of

#### Investments

#### March

#### 31,

#### 2026

#### JLS
(Unaudited)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

LONG-TERM

INVESTMENTS

-

124.8%

(95.3%

of

Total

Investments)

ASSET-BACKED

SECURITIES

-

39.4%

(30.1%

of

Total

Investments)

–

$

617,520

(a) AASET

2020-1

Trust,

Series

2020

1A

6.413 %

01/16/40

$

617,111

500,000

(a),(b)

AIMCO

CLO

Ltd,

Series

2022

17A,

(TSFR3M

+

2.900%)

6.569 07/20/37

500,528

500,000

(a),(b),(c)

Allegro

CLO

XIII

Ltd,

Series

2021

1A,

(TSFR3M

+

6.300%)

9.968 07/20/38

483,870

375,000

(a),(b),(d)

Apidos

Clo

Lvi,

Series

2026

56A,

(TSFR3M

+

5.300%)

0.000 04/24/39

375,966

750,000

(a),(b),(c)

Apidos

CLO

XLII

Ltd,

Series

2022

42A,

(TSFR3M

+

3.650%)

7.919 04/20/38

731,683

375,000

(a),(b),(c)

Ares

LXIII

CLO

Ltd,

Series

2022

63A,

(TSFR3M

+

6.000%)

9.672 10/15/38

352,516

375,000

(a),(b)

Armor

RE

II

Ltd,

(3-Month

U.S.

Treasury

Bill

+

8.500%)

0.000 01/07/28

397,050

550,000

(a),(c)

Avis

Budget

Rental

Car

Funding

AESOP

LLC,

Series

2021

2A

4.080 02/20/28

543,761

500,000

(a),(b)

Ballyrock

CLO

Ltd,

Series

2022

21A,

(TSFR3M

+

6.000%)

9.668 10/20/37

487,499

500,000

(a),(b),(d)

Barings

CLO

Ltd

2026-I,

Series

2026

1A,

(TSFR3M

+

3.100%)

0.000 04/15/39

500,896

250,000

(a),(b),(d)

Barings

CLO

Ltd

2026-I,

Series

2026

1A,

(TSFR3M

+

6.050%)

0.000 04/15/39

251,163

250,000

(a),(b)

Bonanza

RE

Ltd

3.607 01/08/27

211,775

500,000

(a) Cajun

Global

LLC,

Series

2025

2A

8.720 11/20/55

491,179

2,000,000

(a),(c)

Cars

Net

Lease

Mortgage

Notes,

Series

2020

1A

4.690 12/15/50

1,891,169

775,000

(a) CARS-DB4

LP,

Series

2020

1A

4.520 02/15/50

764,850

750,000

(a),(b),(c)

Cayuga

Park

CLO

Ltd,

Series

2020

1A,

(TSFR3M

+

5.500%)

9.168 10/17/38

679,570

1,000,000

(a) Centersquare

Issuer

LLC,

Series

2024

1A

5.600 10/26/54

966,199

1,580

(a) Chase

Auto

Owner

Trust

2025-2,

Series

2025

2A

0.000 02/25/33

249,179

700,000

(a),(b)

CIFC

Funding

2022-II

Ltd,

Series

2022

2A,

(TSFR3M

+

4.750%)

8.418 04/19/35

659,877

500,000

(a),(b)

CIFC

Funding

Ltd,

Series

2025

7A,

(TSFR3M

+

4.750%)

8.452 01/22/39

488,107

1,000,000

(a) Consolidated

Communications

LLC/Fidium

Fiber

Finance

Holdco

LLC,

Series

2025

1A

9.408 05/20/55

1,040,612

500,000

(a) DataBank

Issuer,

Series

2026

1A

6.493 02/25/56

496,689

490,290

(a) Elara

Hgv

Timeshare

Issuer

2025-A

LLC,

Series

2025

A

6.910 01/25/40

487,636

500,000

(a) ExteNet

Issuer

LLC,

Series

2024

1A

9.050 07/25/54

514,781

1,000,000

(a) Flexential

Issuer

LLC,

Series

2025

1A

6.030 10/25/60

993,155

250,000

(a),(b)

Galaxy

CLO

Ltd,

Series

2023

32A,

(TSFR3M

+

5.850%)

9.523 01/20/39

243,692

500,000

(a),(b)

Goldentree

Loan

Management

US

Clo

Ltd,

Series

2021

11A,

(TSFR3M

+

7.762%)

12.379 10/20/34

445,537

500,000

(a),(b),(d)

GoldenTree

Loan

Management

US

CLO

Ltd,

Series

2026

29A,

(TSFR3M

+

2.950%)

0.000 04/20/39

500,500

100,000

(a),(b)

Gracie

Point

International

Funding

2025-1

LLC,

Series

2025

1A,

(SOFR30A

+

4.500%)

8.169 08/15/28

99,947

325,000

(a),(b)

Gracie

Point

International

Funding

2025-1

LLC,

Series

2025

1A,

(SOFR30A

+

2.000%)

5.669 08/15/28

324,941

127,000

(a),(b)

Gracie

Point

International

Funding

2025-1

LLC,

Series

2025

1A,

(SOFR30A

+

2.750%)

6.419 08/15/28

127,140

473,750

(a) Hardee's

Funding

LLC,

Series

2020

1A

3.981 12/20/50

456,034

500,000

(a) Hertz

Vehicle

Financing

III

LLC,

Series

2025

6A

8.300 05/25/32

496,036

7,143

(a),(b)

Hestia

Re

Ltd,

(SOFR

+

0.100%)

3.640 04/22/29

3,572

434,776

(a) Hin

Timeshare

Trust,

Series

2025

B

7.580 05/15/45

437,092

750,000

(a) Hotwire

Funding

LLC,

Series

2024

1A

9.188 06/20/54

777,630

250,000

(a),(b)

Integrity

RE

III

Ltd,

(+

2.500%)

6.010 06/07/29

249,625

500,000

(a),(b)

Invesco

US

CLO

2024-3

Ltd,

Series

2024

3A,

(TSFR3M

+

6.500%)

10.168 07/20/37

482,737

600,000

(a) LIGHTPATH

FIBER

ISSUER

LLC,

Series

2026

1A

6.170 03/25/56

598,337

1,000,000

(a) Lmdv

Issuer

Co

LLC,

Series

2025

1A

7.880 12/15/55

1,004,320

500,000

(a) Lmrk

Issuer

Co

LLC,

Series

2025

1A

6.200 09/15/55

500,350

400,000

(a) Lmrk

Issuer

Co

LLC,

Series

2025

1A

8.120 09/15/55

405,113

160,505

(a) LUNAR

AIRCRAFT

2020-1

LTD,

Series

2020

1A

3.376 02/15/45

157,592

250,000

(a),(b),(d)

Magnetite

LV

Ltd,

Series

2026

55A,

(TSFR3M

+

5.000%)

0.000 04/15/39

248,044

1,000,000

MetroNet

Infrastructure

Issuer

LLC,

Series

2025

9.370 07/20/55

1,047,995

500,000

(a) MetroNet

Infrastructure

Issuer

LLC,

Series

2025

2A

7.830 08/20/55

507,480

1,000,000

(a),(c)

Mexico

Remittances

Funding

Fiduciary

Estate

Management

Sarl

12.500 10/15/31

1,053,500

1,525,000

(a),(e)

Mosaic

Solar

Loan

Trust

2019-2,

Series

2019

2A

0.000 09/20/40

396,043

442,990

(a) Mosaic

Solar

Loan

Trust

2020-2,

Series

2020

2A

5.420 08/20/46

388,868

86,957

(a) MVW

2020-1

LLC,

Series

2020

1A

7.140 10/20/37

87,092

500,000

(a),(b)

Neuberger

Berman

Loan

Advisers

CLO

Ltd,

Series

2019

34A,

(TSFR3M

+

5.000%)

8.668 07/20/39

498,074

#### Portfolio

#### of

#### Investments

#### March

#### 31,

#### 2026
(continued)

#### JLS

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ASSET-BACKED

SECURITIES

(continued)

$

500,000

(a),(b)

Neuberger

Berman

Loan

Advisers

CLO

Ltd,

Series

2021

40A,

(TSFR3M

+

5.150%)

8.821 %

10/16/37

$

477,458

500,000

(a),(b),(c)

Neuberger

Berman

Loan

Advisers

CLO

Ltd,

Series

2021

40A,

(TSFR3M

+

2.800%)

6.471 10/16/37

495,168

500,000

(a),(b)

Neuberger

Berman

Loan

Advisers

CLO

Ltd,

Series

2021

41A,

(TSFR3M

+

2.800%)

6.472 04/15/34

492,050

1,000,000

(a),(b),(c)

Neuberger

Berman

Loan

Advisers

CLO

Ltd,

Series

2022

48A,

(TSFR3M

+

2.700%)

7.018 04/25/36

968,720

525,000

(a) NMEF

Funding

2026-A

LLC,

Series

2026

A

6.730 02/15/34

520,733

250,000

(a),(b)

OCP

CLO

2018-15

Ltd,

Series

2018

15A,

(TSFR3M

+

2.750%)

6.418 01/20/38

249,479

250,000

(a),(b)

OCP

CLO

2024-31

Ltd,

Series

2026

31A,

(TSFR3M

+

4.950%)

8.618 04/20/39

247,693

500,000

(b) OHA

Credit

Funding

10-R

Ltd,

Series

2021

10RX,

(TSFR3M

+

4.850%),

Reg

S

8.518 07/18/38

482,779

999,167

(a) OHS

Issuer

LLC,

Series

2026

6.000 02/25/61

979,605

138,845

(a) Oportun

Issuance

Trust

2021-B,

Series

2021

B

5.410 05/08/31

137,943

89,585

(a) Oportun

Issuance

Trust

2021-C,

Series

2021

C

5.570 10/08/31

88,722

1,000,000

(a) Oportun

Issuance

Trust

2025-B,

Series

2025

B

9.400 05/09/33

1,007,191

500,000

(a) QTS

Issuer

ABS

II

LLC,

Series

2026

1A

6.729 01/05/56

494,854

500,000

(a),(b)

Rad

CLO

Ltd,

Series

2019

6A,

(TSFR3M

+

6.750%)

10.418 10/20/37

459,744

350,000

(a),(b)

REESE

PARK

CLO

LTD,

Series

2020

1A,

(TSFR3M

+

6.000%)

9.672 01/15/38

297,535

500,000

(a),(b)

Residential

Reinsurance

2022

Ltd,

(CJTXX

+

7.590%)

11.150 12/06/26

508,950

250,000

(a),(b)

Residential

Reinsurance

2025

Ltd,

(3-Month

U.S.

Treasury

Bill

+

5.750%)

4.783 06/06/29

257,250

312,181

(a) Start

II

LTD,

Series

2019

5.095 03/15/44

312,228

424,732

(a),(b)

Sunnova

Helios

XII

Issuer

LLC,

Series

2023

B

6.000 08/22/50

285,390

990,503

(a),(b)

TruPS

Financials

Note

Securitization

2025-2,

Series

2025

2A,

(TSFR3M

+

1.900%)

5.572 07/15/39

995,458

1,000,000

(a),(b)

TruPS

Financials

Note

Securitization

2025-2,

Series

2025

2A,

(TSFR3M

+

2.250%)

5.922 07/15/39

1,011,507

1,000,000

(a) Uniti

Fiber

Abs

Issuer

LLC,

Series

2025

1A

9.018 04/20/55

1,028,143

1,000,000

(a) UNITK

2026-1A

A2,

Series

2026

1A

7.653 02/25/56

1,007,762

500,000

(a) VB-S1

Issuer

LLC,

Series

2026

1A

6.843 03/15/56

502,111

438,784

(a) Vivint

Solar

Financing

V

LLC,

Series

2018

1A

7.370 04/30/48

430,169

500,000

(a) Zayo

Issuer

LLC,

Series

2025

1A

8.659 03/20/55

510,284

TOTAL

ASSET-BACKED

SECURITIES

(Cost

$42,021,304)

40,963,038

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE-BACKED

SECURITIES

-

85.4%

(65.2%

of

Total

Investments)

–

1,000,000

(a),(b),(c)

ARDN

2025-ARCP

Mortgage

Trust,

Series

2025

ARCP,

(TSFR1M

+

3.000%)

6.673 06/15/35

998,981

1,000,000

(a),(b)

ARDN

2025-ARCP

Mortgage

Trust,

Series

2025

ARCP,

(TSFR1M

+

4.500%)

8.173 06/15/35

999,159

1,000,000

(b),(c)

BANK

2017-BNK6,

Series

2017

BNK6

3.851 07/15/60

935,867

1,000,000

(a),(c)

BANK

2019-BNK21,

Series

2019

BN21

2.500 10/17/52

743,149

1,000,000

(a),(b)

BBCMS

Mortgage

Trust

2020-C6,

Series

2020

C6

3.688 02/15/53

802,678

1,750,000

(a),(b),(c)

BBCMS

Trust

2015-SRCH,

Series

2015

SRCH

4.957 08/10/35

1,626,927

500,000

(b) Benchmark

2018-B2

Mortgage

Trust,

Series

2018

B2

4.292 02/15/51

326,138

500,000

(b) Benchmark

2018-B4

Mortgage

Trust,

Series

2018

B4

4.513 07/15/51

429,864

1,100,000

(b),(c)

Benchmark

2019-B14

Mortgage

Trust,

Series

2019

B14

3.761 12/15/62

782,455

856,656

(a),(b)

BLP

Commercial

Mortgage

Trust

2024-IND2,

Series

2024

IND2,

(TSFR1M

+

3.689%)

8.011 03/15/41

852,411

1,000,000

(a),(b)

BX

Commercial

Mortgage

Trust

2024-BRBK,

Series

2024

BRBK,

(TSFR1M

+

5.971%)

9.705 10/15/41

1,000,097

1,000,000

(b),(c)

Cantor

Commercial

Real

Estate

Lending

2019-CF1,

Series

2019

CF1

4.352 05/15/52

832,159

845,000

(b) CD

2016-CD1

Mortgage

Trust,

Series

2016

CD1

3.631 08/10/49

478,192

1,500,000

(b) CD

2016-CD2

Mortgage

Trust,

Series

2016

CD2

3.967 11/10/49

900,322

1,978,000

(b) CD

2017-CD3

Mortgage

Trust,

Series

2017

CD3

4.557 02/10/50

736,083

23,912

(a),(b)

CF

2020-P1

Mortgage

Trust,

Series

2020

P1

2.840 04/15/52

23,780

317,851

(b) CHL

Mortgage

Pass-Through

Trust

2006-HYB1,

Series

2006

HYB1

4.682 03/20/36

298,696

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE-BACKED

SECURITIES

(continued)

$

500,000

(a),(b)

CIP

Commercial

Mortgage

Trust

2025-SBAY,

Series

2025

SBAY,

(TSFR1M

+

3.750%)

7.850 %

10/15/37

$

499,885

1,437,245

(a),(b)

COMM

2013-LC13

Mortgage

Trust,

Series

2013

LC13

5.012 08/10/46

1,349,683

925,000

(b),(c)

COMM

2014-CCRE15

Mortgage

Trust,

Series

2014

CR15

3.730 02/10/47

878,515

752,021

(c) COMM

2014-CCRE17

Mortgage

Trust,

Series

2014

CR17

4.377 05/10/47

745,103

393,342

(b),(c)

COMM

2014-CR14

Mortgage

Trust,

Series

2014

CR14

3.133 02/10/47

389,041

1,500,000

(a),(b)

COMM

2014-UBS3

Mortgage

Trust,

Series

2014

UBS3

4.767 06/10/47

922,500

1,400,000

(a) COMM

2015-CCRE22

Mortgage

Trust,

Series

2015

CR22

3.000 03/10/48

819,420

1,800,000

(b) COMM

2015-CCRE24

Mortgage

Trust,

Series

2015

CR24

3.463 08/10/48

1,664,083

825,011

(b),(c)

COMM

2015-CCRE25

Mortgage

Trust,

Series

2015

CR25

3.768 08/10/48

806,948

625,000

(a),(b)

Connecticut

Avenue

Securities

Trust

2021-R03,

Series

2021

R03,

(SOFR30A

+

5.500%)

9.162 12/25/41

640,246

2,100,000

(a),(b)

Connecticut

Avenue

Securities

Trust

2022-R01,

Series

2022

R01,

(SOFR30A

+

6.000%)

9.662 12/25/41

2,155,439

1,000,000

(a),(b)

Connecticut

Avenue

Securities

Trust

2022-R03,

Series

2022

R03,

(SOFR30A

+

9.850%)

14.823 03/25/42

1,077,381

2,840,000

(a),(b),(c)

Connecticut

Avenue

Securities

Trust

2022-R05,

Series

2022

R05,

(SOFR30A

+

7.000%)

10.662 04/25/42

2,995,036

1,900,000

(a),(b)

Connecticut

Avenue

Securities

Trust

2022-R07,

Series

2022

R07,

(SOFR30A

+

12.000%)

15.662 06/25/42

2,131,597

4,000,000

(a),(b),(c)

Connecticut

Avenue

Securities

Trust

2023-R02,

Series

2023

R02,

(SOFR30A

+

5.550%)

9.212 01/25/43

4,253,678

2,000,000

(a),(b),(c)

Connecticut

Avenue

Securities

Trust

2023-R04,

Series

2023

R04,

(SOFR30A

+

5.350%)

9.012 05/25/43

2,139,629

2,250,000

(a),(b),(c)

Connecticut

Avenue

Securities

Trust

2023-R05,

Series

2023

R05,

(SOFR30A

+

4.750%)

8.412 06/25/43

2,384,963

2,280,000

(a),(b),(c)

Connecticut

Avenue

Securities

Trust

2023-R06,

Series

2023

R06,

(SOFR30A

+

3.900%)

9.188 07/25/43

2,376,005

3,110,000

(a),(b),(c)

Connecticut

Avenue

Securities

Trust

2023-R06,

Series

2023

R06,

(SOFR30A

+

5.900%)

9.562 07/25/43

3,353,466

1,000,000

(a),(b)

DK

Trust,

Series

2025

LXP,

(TSFR1M

+

2.891%)

6.569 08/15/37

1,002,660

33,000,000

(a),(b)

DOLP

Trust

2021-NYC,

Series

2021

NYC,

(I/O)

0.665 05/10/41

866,641

7,381,527

(b) Freddie

Mac

Multifamily

ML

Certificates,

Series

2021

ML12,

(I/O)

1.227 07/25/41

633,040

2,270,000

(a),(b)

Freddie

Mac

STACR

REMIC

Trust

2022-DNA1,

Series

2022

DNA1,

(SOFR30A

+

7.100%)

10.762 01/25/42

2,355,984

4,400,000

(a),(b)

Freddie

Mac

STACR

REMIC

Trust

2022-DNA2,

Series

2022

DNA2,

(SOFR30A

+

4.750%)

8.412 02/25/42

4,506,029

2,270,000

(a),(b)

Freddie

Mac

STACR

REMIC

Trust

2022-DNA2,

Series

2022

DNA2,

(SOFR30A

+

8.500%)

13.788 02/25/42

2,390,735

3,250,000

(a),(b)

Freddie

Mac

STACR

REMIC

Trust

2022-DNA3,

Series

2022

DNA3,

(SOFR30A

+

5.650%)

10.218 04/25/42

3,403,708

2,945,000

(a),(b),(c)

Freddie

Mac

STACR

REMIC

Trust

2022-DNA3,

Series

2022

DNA3,

(SOFR30A

+

9.750%)

15.087 04/25/42

3,159,462

1,900,000

(a),(b)

Freddie

Mac

STACR

REMIC

Trust

2023-DNA1,

Series

2023

DNA1,

(SOFR30A

+

8.150%)

11.811 03/25/43

2,129,004

892,000

(a),(b)

GS

Mortgage

Securities

Corp

Trust

2018-TWR,

Series

2018

TWR,

(TSFR1M

+

4.222%)

7.895 07/15/31

8,911

700,000

(a),(b)

GS

Mortgage

Securities

Corp

Trust

2018-TWR,

Series

2018

TWR,

(TSFR1M

+

3.097%)

6.770 07/15/31

18,368

700,000

(a),(b)

GS

Mortgage

Securities

Corp

Trust

2018-TWR,

Series

2018

TWR,

(TSFR1M

+

2.397%)

6.070 07/15/31

36,743

1,100,000

(a),(b)

GS

Mortgage

Securities

Corp

Trust

2018-TWR,

Series

2018

TWR,

(TSFR1M

+

1.897%)

5.570 07/15/31

115,488

1,000,000

(a),(b)

GS

Mortgage

Securities

Corp

Trust

2018-TWR,

Series

2018

TWR,

(TSFR1M

+

1.747%)

5.420 07/15/31

194,240

2,000,000

(b),(c)

GS

Mortgage

Securities

Trust

2016-GS4,

Series

2016

GS4

3.908 11/10/49

1,883,519

1,000,000

(a),(b)

ILPT

Commercial

Mortgage

Trust

2025-LPF2,

Series

2025

LPF2

8.199 07/13/42

1,022,220

441,000

(a),(b)

JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust

2019-

ICON

UES,

Series

2019

UES

4.452 05/05/32

440,377

377,000

(a),(b)

JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust

2019-

ICON

UES,

Series

2019

UES

4.452 05/05/32

376,877

#### Portfolio

#### of

#### Investments

#### March

#### 31,

#### 2026
(continued)

#### JLS

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE-BACKED

SECURITIES

(continued)

$

366,000

(a) JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust

2020-

NNN,

Series

2020

NNN

3.972 %

01/16/37

$

133,579

2,000,000

(b) JPMBB

Commercial

Mortgage

Securities

Trust

2014-C22,

Series

2014

C22

4.514 09/15/47

1,907,714

1,000,000

JPMBB

Commercial

Mortgage

Securities

Trust

2015-C27,

Series

2015

C27

3.898 02/15/48

871,750

1,189,000

(b) JPMBB

Commercial

Mortgage

Securities

Trust

2016-C1,

Series

2016

C1

4.938 03/17/49

1,157,194

2,000,000

(b),(c)

JPMCC

Commercial

Mortgage

Securities

Trust

2017-JP5,

Series

2017

JP5

3.904 03/15/50

1,766,484

1,500,000

(a),(b),(c)

JPMCC

Commercial

Mortgage

Securities

Trust

2017-JP6,

Series

2017

JP6

4.433 07/15/50

1,249,548

1,849,000

(a),(b),(c)

JPMCC

Commercial

Mortgage

Securities

Trust

2017-JP7,

Series

2017

JP7

4.414 09/15/50

1,348,759

750,000

(a),(b)

MFT

Trust

2020-ABC,

Series

2020

ABC

3.593 02/10/42

537,053

123,154

(b) Morgan

Stanley

Capital

I

Trust

2015-MS1,

Series

2015

MS1

4.028 05/15/48

118,885

160,817

(b) Morgan

Stanley

Mortgage

Loan

Trust

2007-15AR,

Series

2007

15AR

3.199 11/25/37

111,262

1,000,000

(a) MRCD

2019-MARK

Mortgage

Trust,

Series

2019

PARK

2.718 12/15/36

690,000

1,000,000

(a),(b)

MTN

Commercial

Mortgage

Trust

2022-LPFL,

Series

2022

LPFL,

(TSFR1M

+

5.285%)

9.605 03/15/39

998,792

1,050,000

(a),(b)

Natixis

Commercial

Mortgage

Securities

Trust

2019-MILE,

Series

2019

MILE,

(TSFR1M

+

4.329%)

8.002 07/15/36

756,351

1,000,000

(a),(b)

Natixis

Commercial

Mortgage

Securities

Trust

2019-MILE,

Series

2019

MILE,

(TSFR1M

+

2.829%)

6.502 07/15/36

839,084

600,000

(a),(b)

Natixis

Commercial

Mortgage

Securities

Trust

2019-MILE,

Series

2019

MILE,

(TSFR1M

+

2.279%)

5.952 07/15/36

531,951

1,000,000

(a),(b)

PKHL

Commercial

Mortgage

Trust

2021-MF,

Series

2021

MF,

(TSFR1M

+

0.994%)

4.667 07/15/38

947,881

1,000,000

(a),(b)

PKHL

Commercial

Mortgage

Trust

2021-MF,

Series

2021

MF,

(TSFR1M

+

2.114%)

5.787 07/15/38

701,625

871,375

(a),(b)

Santander

Bank

Mortgage

Credit-Linked

Notes,

Series

2023

MTG1,

(SOFR30A

+

4.900%)

9.256 02/26/52

1,000,451

1,593,174

(a),(b)

SMR

2022-IND

Mortgage

Trust,

Series

2022

IND,

(TSFR1M

+

3.950%)

7.623 02/15/39

1,598,304

127,100,000

(a),(b)

SUMIT

2022-BVUE

Mortgage

Trust,

Series

2022

BVUE,

(I/O)

0.082 02/12/41

352,639

1,000,000

(a),(b),(c)

TX

Trust

2024-HOU,

Series

2024

1,

(TSFR1M

+

3.239%)

6.912 06/15/39

1,004,425

1,278,760

(b),(c)

Wells

Fargo

Commercial

Mortgage

Trust

2015-NXS1,

Series

2015

NXS1

3.818 05/15/48

1,164,260

TOTAL

MORTGAGE-BACKED

SECURITIES

(Cost

$99,659,753)

88,681,573

TOTAL

LONG-TERM

INVESTMENTS

(Cost

$141,681,057)

129,644,611

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SHORT-TERM

INVESTMENTS

-

6.1%(4.7%

of

Total

Investments)

6385783

U.S.

GOVERNMENT

AND

AGENCY

OBLIGATIONS

-

6.1%

(4.7%

of

Total

Investments)

6385783

1,490,000

Federal

Home

Loan

Bank

Discount

Notes

0.000 04/06/26

1,489,108

4,745,000

Federal

Home

Loan

Bank

Discount

Notes

0.000 04/17/26

4,736,956

100,000

Federal

Home

Loan

Bank

Discount

Notes

0.000 04/27/26

99,731

60,000

Freddie

Mac

Discount

Notes

0.000 04/02/26

59,988

TOTAL

U.S.

GOVERNMENT

AND

AGENCY

OBLIGATIONS

(Cost

$6,386,303)

6,385,783

TOTAL

SHORT-TERM

INVESTMENTS

(Cost

$6,386,303)

6,385,783

TOTAL

INVESTMENTS

-

130.9%

(Cost

$148,067,360)

136,030,394

BORROWINGS

-

(2.4)%

(f),(g)

(2,520,000)

REVERSE

REPURCHASE

AGREEMENTS,

INCLUDING

ACCRUED

INTEREST

-

(27.3)%(h)

(28,342,227)

OTHER

ASSETS

&

LIABILITIES,

NET

- (1.2)%

(1,247,443)

NET

ASSETS

APPLICABLE

TO

COMMON

SHARES

-

100%

$

103,920,724

All

percentages

shown

in

the

Portfolio

of

Investments

are

based

on

net

assets

applicable

to

common

shares

unless

otherwise

noted.

Part

F

of

Form

N-PORT

was

prepared

in

accordance

with

U.S.

generally

accepted

accounting

principles

("U.S.

GAAP")

and

in

conformity

with

the

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission

("SEC")

related

to

interim

filings.

Part

F

of

Form

N-PORT

does

not

include

all

information

and

footnotes

required

by

U.S.

GAAP

for

complete

financial

statements.

Certain

footnote

disclosures

normally

included

in

financial

statements

prepared

in

accordance

with

U.S.

GAAP

have

been

condensed

or

omitted

from

this

report

pursuant

to

the

rules

of

the

SEC.

For

a

full

set

of

the

Fund's

notes

to

financial

statements,

please

refer

to

the

Fund's

most

recently

filed

annual

or

semi-annual

report.

Fair

Value

Measurements

The

Fund's

investments

in

securities

are

recorded

at

their

estimated

fair

value

utilizing

valuation

methods

approved

by

the

Board

of

Directors/

Trustees.

Fair

value

is

defined

as

the

price

that

would

be

received

upon

selling

an

investment

or

transferring

a

liability

in

an

orderly

transaction

to

an

independent

buyer

in

the

principal

or

most

advantageous

market

for

the

investment.

U.S.

GAAP

establishes

the

three-tier

hierarchy

which

is

used

to

maximize

the

use

of

observable

market

data

and

minimize

the

use

of

unobservable

inputs

and

to

establish

classification

of

fair

value

measurements

for

disclosure

purposes.

Observable

inputs

reflect

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Observable

inputs

are

based

on

market

data

obtained

from

sources

independent

of

the

reporting

entity.

Unobservable

inputs

reflect

management's

assumptions

about

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Unobservable

inputs

are

based

on

the

best

information

available

in

the

circumstances.

The

following

is

a

summary

of

the

three-tiered

hierarchy

of

valuation

input

levels.

Level

–

Inputs

are

unadjusted

and

prices

are

determined

using

quoted

prices

in

active

markets

for

identical

securities.

Level

–

Prices

are

determined

using

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

credit

spreads,

etc.).

Level

–

Prices

are

determined

using

significant

unobservable

inputs

(including

management's

assumptions

in

determining

the

fair

value

of

investments).

The

following

table

summarizes

the

market

value

of

the

Fund's

investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

them:

CJTXX

JPMorgan

100%

U.S.

Treasury

Securities

Money

Market

Fund

I/O

Interest

only

security

Reg

S

Regulation

S

allows

U.S.

companies

to

sell

securities

to

persons

or

entities

located

outside

of

the

United

States

without

registering

those

securities

with

the

Securities

and

Exchange

Commission.

Specifically,

Regulation

S

provides

a

safe

harbor

from

the

registration

requirements

of

the

Securities

Act

for

the

offers

and

sales

of

securities

by

both

foreign

and

domestic

issuers

that

are

made

outside

the

United

States.

SOFR

Secured

Overnight

Financing

Rate

SOFR30A

Day

Average

Secured

Overnight

Financing

Rate

TSFR1M

CME

Term

Secured

Overnight

Financing

Rate

Month

TSFR3M

CME

Term

Secured

Overnight

Financing

Rate

Month

(a) Security

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

securities

are

deemed

liquid

and

may

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

As

of

the

end

of

the

fiscal

period,

the

aggregate

value

of

these

securities

is

$108,296,263

or

79.6%

of

Total

Investments.

(b) Floating

or

variable

rate

security

includes

the

reference

rate

and

spread,

when

applicable. For

mortgage-backed

or

asset-backed

securities

the

variable

rate

is

based

on

the

underlying

asset

of

the

security.

Coupon

rate

reflects

the

rate

at

period

end.

(c) Investment,

or

portion

of

investment,

has

been

pledged

to

collateralize

the

net

payment

obligations

for

investments

in

reverse

repurchase

agreements.

As

of

the

end

of

the

fiscal

period,

investments

with

a

value

of

$37,751,655

have

been

pledged

as

collateral

for

reverse

repurchase

agreements.

(d) When-issued

or

delayed

delivery

security.

(e) For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3. (f) Borrowings

as

a

percentage

of

Total

Investments

is

1.9%.

(g) The

Fund

may

pledge

up

to

100%

of

its

eligible

investments

(excluding

any

investments

separately

pledged

as

collateral

for

specific

investments

in

derivatives,

when

applicable)

in

the

Portfolio

of

Investments

as

collateral

for

borrowings.

As

of

the

end

of

the

reporting

period,

investments

with

a

value

of

$13,267,458

have

been

pledged

as

collateral

for

borrowings.

(h) Reverse

Repurchase

Agreements,

including

accrued

interest

as

a

percentage

of

Total

investments

is

20.8%.

JLS

Level

Level

Level

Total

Long-Term

Investments:

Asset-Backed

Securities

$

–

$

40,566,995

$

396,043

$

40,963,038

Mortgage-Backed

Securities

–

88,681,573

–

88,681,573

Short-Term

Investments:

U.S.

Government

and

Agency

Obligations

–

6,385,783

–

6,385,783

Total

$

–

$

135,634,351

$

396,043

$

136,030,394

## 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 Mortgage and Income Fund

- **b. Investment Company Act file number:** 811-22329

- **c. CIK number of Registrant:** 0001472215

- **d. LEI of Registrant:** 07Q4EPZRU8XATVYVY545

- **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 Mortgage and Income Fund

- **c. LEI of Series:** 07Q4EPZRU8XATVYVY545

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

- **a. Date of fiscal year-end:** 2026-12-31

- **b. Date as of which information is reported:** 2026-03-31

**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:** $109109050.00

**Total Liabilities:** $5188826.00

**Net Assets:** $103920224.00

**Delayed Delivery Securities:** $1372500.00

**Cash Not Reported:** $27847.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1291.79000000 | **1-Year:** -2309.26000000 | **5-Year:** -1899.55000000 | **10-Year:** -22004.44000000 | **30-Year:** -9750.72000000

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

- **3-Month:** -2946.63000000 | **1-Year:** -1954.91000000 | **5-Year:** -4976.83000000 | **10-Year:** -4773.28000000 | **30-Year:** -722.00000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.79%                | 0.28%                | -0.55%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $285158.99               | $-103149.40                                |
| Month 2  | $-6496.12                | $-289130.80                                |
| Month 3  | $1589.39                 | $-1233662.54                               |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Freddie Mac Discount Notes                                      | Freddie Mac Discount Notes                                         | CUSIP: 313397VA6<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | STIV             | USGSE             | US        |     60000 | PA      | $59988.03     | 0.06%             |  |  |  | No            | 2                  | On Loan: No      |
| AIMCO CLO 17 Ltd                                                | AIMCO CLO 17 Ltd                                                   | CUSIP: 00889JAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JE        |    500000 | PA      | $500528.50    | 0.48%             | 2037-07-20      | Variable      | 6.57%                 | Yes           | 2                  | On Loan: No      |
| GoldenTree Loan Management US                                   | Goldentree Loan Management US Clo 11 Ltd                           | CUSIP: 38138RAC9<br>LEI: 549300TMEEKUOKVHYV65 | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $445537.00    | 0.43%             | 2034-10-20      | Variable      | 12.38%                | Yes           | 2                  | On Loan: No      |
| VIVINT SOLAR FINANCING LLC                                      | Vivint Solar Financing V LLC                                       | CUSIP: 92854VAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    438784 | PA      | $430168.40    | 0.41%             | 2048-04-30      | Fixed         | 7.37%                 | Yes           | 2                  | On Loan: No      |
| Chase Auto Owner Trust 2025-2                                   | Chase Auto Owner Trust 2025-2                                      | CUSIP: 16144MAJ3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |      1580 | PA      | $249179.41    | 0.24%             | 2033-02-25      | Fixed         | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Countrywide Home Loans                                          | CHL Mortgage Pass-Through Trust 2006-HYB1                          | CUSIP: 126694WE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    317851 | PA      | $298696.37    | 0.29%             | 2036-03-20      | Variable      | 4.68%                 | No            | 2                  | On Loan: No      |
| Natixis Commercial Mortgage Se                                  | Natixis Commercial Mortgage Securities Trust 2019-MILE             | CUSIP: 63875FAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $839084.30    | 0.81%             | 2036-07-15      | Variable      | 6.50%                 | Yes           | 2                  | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                              | MetroNet Infrastructure Issuer LLC                                 | CUSIP: 59170JBB3<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $507480.15    | 0.49%             | 2055-08-20      | Fixed         | 7.83%                 | Yes           | 2                  | On Loan: No      |
| Barings CLO Ltd 2026-I                                          | Barings CLO Ltd 2026-I                                             | CUSIP: 06765NAJ0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $500896.00    | 0.48%             | 2039-04-15      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Oportun Funding LLC                                             | Oportun Issuance Trust 2021-B                                      | CUSIP: 68377GAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    138845 | PA      | $137942.94    | 0.13%             | 2031-05-08      | Fixed         | 5.41%                 | Yes           | 2                  | On Loan: No      |
| RESIDENTIAL RE 2022 LTD                                         | Residential Reinsurance 2022 Ltd                                   | CUSIP: 76119YAG8<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    500000 | PA      | $508950.00    | 0.49%             | 2026-12-06      | Variable      | 11.15%                | Yes           | 2                  | On Loan: No      |
| JP Morgan Chase Commercial Mor                                  | JP Morgan Chase Commercial Mortgage Securities Trust 2019-ICON UES | CUSIP: 46651CAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    441000 | PA      | $440377.40    | 0.42%             | 2032-05-05      | Variable      | 4.45%                 | Yes           | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                                    | GS Mortgage Securities Corp Trust 2018-TWR                         | CUSIP: 36251SAQ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $36742.65     | 0.04%             | 2031-07-15      | Variable      | 6.07%                 | Yes           | 2                  | On Loan: No      |
| Bank                                                            | BANK 2017-BNK6                                                     | CUSIP: 060352AL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $935867.10    | 0.90%             | 2060-07-15      | Variable      | 3.85%                 | No            | 2                  | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA2                         | Freddie Mac STACR REMIC Trust 2022-DNA2                            | CUSIP: 35564KSQ3<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-CBDO         | CORP              | US        |   2270000 | PA      | $2390734.49   | 2.30%             | 2042-02-25      | Variable      | 13.79%                | Yes           | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                                        | Benchmark 2018-B2 Mortgage Trust                                   | CUSIP: 08161CAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $326138.25    | 0.31%             | 2051-02-15      | Variable      | 4.29%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Bank Discount Notes                           | Federal Home Loan Bank Discount Notes                              | CUSIP: 313385VE3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |   1490000 | PA      | $1489108.48   | 1.43%             |  |  |  | No            | 2                  | On Loan: No      |
| Federal Home Loan Bank Discount Notes                           | Federal Home Loan Bank Discount Notes                              | CUSIP: 313385VR4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |   4745000 | PA      | $4736955.90   | 4.56%             |  |  |  | No            | 2                  | On Loan: No      |
| Santander Bank Mortgage Credit-Linked Notes Series 2023-MTG1    | Santander Bank Mortgage Credit-Linked Notes                        | CUSIP: 80290CBN3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    871374 | PA      | $1000450.59   | 0.96%             | 2052-02-26      | Variable      | 9.26%                 | Yes           | 2                  | On Loan: No      |
| CIFC Funding 2022-II Ltd                                        | CIFC Funding 2022-II Ltd                                           | CUSIP: 12567QAJ1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    700000 | PA      | $659876.70    | 0.63%             | 2035-04-19      | Variable      | 8.42%                 | Yes           | 2                  | On Loan: No      |
| TX Trust 2024-HOU                                               | TX Trust 2024-HOU                                                  | CUSIP: 90216DAG7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1004424.50   | 0.97%             | 2039-06-15      | Variable      | 6.91%                 | Yes           | 2                  | On Loan: No      |
| Gracie Point International Funding 2025-1 LLC                   | Gracie Point International Funding 2025-1 LLC                      | CUSIP: 38411WAD4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    100000 | PA      | $99946.55     | 0.10%             | 2028-08-15      | Variable      | 8.17%                 | Yes           | 2                  | On Loan: No      |
| BLP Commercial Mortgage Trust 2024-IND2                         | BLP Commercial Mortgage Trust 2024-IND2                            | CUSIP: 05625AAN1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    856656 | PA      | $852411.01    | 0.82%             | 2041-03-15      | Variable      | 8.01%                 | Yes           | 2                  | On Loan: No      |
| Gracie Point International Funding 2025-1 LLC                   | Gracie Point International Funding 2025-1 LLC                      | CUSIP: 38411WAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    127000 | PA      | $127139.81    | 0.12%             | 2028-08-15      | Variable      | 6.42%                 | Yes           | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                                        | Benchmark 2018-B4 Mortgage Trust                                   | CUSIP: 08161HAK6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $429864.00    | 0.41%             | 2051-07-15      | Variable      | 4.51%                 | No            | 2                  | On Loan: No      |
| Wells Fargo Commercial Mortgag                                  | Wells Fargo Commercial Mortgage Trust 2015-NXS1                    | CUSIP: 94989HBM1<br>LEI: 5493002S7XBI8CVRR075 | Long             | ABS-MBS          | CORP              | US        |   1278760 | PA      | $1164259.95   | 1.12%             | 2048-05-15      | Variable      | 3.82%                 | No            | 2                  | On Loan: No      |
| Integrity RE III Ltd                                            | Integrity RE III Ltd                                               | CUSIP: 45870GAH9<br>LEI: 254900VWHVNG2WMBWC74 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $249625.00    | 0.24%             | 2029-06-07      | Variable      | 6.01%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Chase Commercial Mor                                  | JP Morgan Chase Commercial Mortgage Securities Trust 2020-NNN      | CUSIP: 46652BBL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    366000 | PA      | $133579.02    | 0.13%             | 2037-01-16      | Fixed         | 3.97%                 | Yes           | 2                  | On Loan: No      |
| HESTIA RE LTD                                                   | Hestia Re Ltd                                                      | CUSIP: 42815KAA0<br>LEI: 549300QRKQ1ZKOXEMZ38 | Long             | DBT              | CORP              | BM        |      7143 | PA      | $3571.43      | 0.00%             | 2029-04-22      | Variable      | 3.64%                 | Yes           | 2                  | On Loan: No      |
| COMM Mortgage Trust                                             | COMM 2015-CCRE25 Mortgage Trust                                    | CUSIP: 12593PBB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    825011 | PA      | $806947.55    | 0.78%             | 2048-08-10      | Variable      | 3.77%                 | No            | 2                  | On Loan: No      |
| Lmrk Issuer Co 2 LLC                                            | Lmrk Issuer Co 2 LLC                                               | CUSIP: 50209AAJ0<br>LEI: 549300TATF7H68SRLE80 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $500349.85    | 0.48%             | 2055-09-15      | Fixed         | 6.20%                 | Yes           | 2                  | On Loan: No      |
| Connecticut Avenue Securities Trust 2022-R07                    | Connecticut Avenue Securities Trust 2022-R07                       | CUSIP: 20754MAL1<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1900000 | PA      | $2131596.70   | 2.05%             | 2042-06-25      | Variable      | 15.66%                | Yes           | 2                  | On Loan: No      |
| CD Commercial Mortgage Trust                                    | CD 2017-CD3 Mortgage Trust                                         | CUSIP: 12515GAH0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1978000 | PA      | $736083.23    | 0.71%             | 2050-02-10      | Variable      | 4.56%                 | No            | 2                  | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                  | JPMBB Commercial Mortgage Securities Trust 2015-C27                | CUSIP: 46644ABL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $871750.00    | 0.84%             | 2048-02-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| Capital Automotive Reit                                         | CARS-DB4 LP                                                        | CUSIP: 12510HAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    775000 | PA      | $764849.90    | 0.74%             | 2050-02-15      | Fixed         | 4.52%                 | Yes           | 2                  | On Loan: No      |
| Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC | Consolidated Communications LLC/Fidium Fiber Finance Holdco LLC    | CUSIP: 209031AC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1040612.40   | 1.00%             | 2055-05-20      | Fixed         | 9.41%                 | Yes           | 2                  | On Loan: No      |
| Mosaic Solar Loan Trust 2019-2                                  | Mosaic Solar Loan Trust 2019-2                                     | CUSIP: 61945LAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1525000 | PA      | $396042.50    | 0.38%             | 2040-09-20      | Fixed         | 0.00%                 | Yes           | 3                  | On Loan: No      |
| Hertz Vehicle Financing III LLC                                 | Hertz Vehicle Financing III LLC                                    | CUSIP: 42806MDT3<br>LEI: 549300MNOMKDMDFI8J66 | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $496036.00    | 0.48%             | 2032-05-25      | Fixed         | 8.30%                 | Yes           | 2                  | On Loan: No      |
| Rad CLO 6 Ltd                                                   | Rad CLO 6 Ltd                                                      | CUSIP: 75010LAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $459744.00    | 0.44%             | 2037-10-20      | Variable      | 10.42%                | Yes           | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                                    | GS Mortgage Securities Corp Trust 2018-TWR                         | CUSIP: 36251SAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $194239.50    | 0.19%             | 2031-07-15      | Variable      | 5.42%                 | Yes           | 2                  | On Loan: No      |
| Flexential Issuer LLC                                           | Flexential Issuer LLC                                              | CUSIP: 33938MAK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $993155.50    | 0.96%             | 2060-10-25      | Fixed         | 6.03%                 | Yes           | 2                  | On Loan: No      |
| TruPS Financials Note Securitization 2025-2                     | TruPS Financials Note Securitization 2025-2                        | CUSIP: 89822HAA9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    990503 | PA      | $995458.06    | 0.96%             | 2039-07-15      | Variable      | 5.57%                 | Yes           | 2                  | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 40 Ltd                       | Neuberger Berman Loan Advisers CLO 40 Ltd                          | CUSIP: 64134KAL4<br>LEI: 549300Y2YE54ON4DJE28 | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $477458.00    | 0.46%             | 2037-10-16      | Variable      | 8.82%                 | Yes           | 2                  | On Loan: No      |
| COMM Mortgage Trust                                             | COMM 2015-CCRE22 Mortgage Trust                                    | CUSIP: 12592XAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1400000 | PA      | $819420.00    | 0.79%             | 2048-03-10      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley Capital I Trust                                  | Morgan Stanley Capital I Trust 2015-MS1                            | CUSIP: 61765DAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    123154 | PA      | $118885.41    | 0.11%             | 2048-05-15      | Variable      | 4.03%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                             | Societe Generale SA                                                | CUSIP: 957AAX008<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | FR        | -12094000 | PA      | $-12094000.00 | -11.64%           |  |  |  | No            | N/A                | On Loan: No      |
| Apollo Aviation Securitization                                  | AASET 2020-1 Trust                                                 | CUSIP: 00255UAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    617520 | PA      | $617110.51    | 0.59%             | 2040-01-16      | Fixed         | 6.41%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                | Connecticut Avenue Securities Trust 2022-R03                       | CUSIP: 20753XAJ3<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   1000000 | PA      | $1077381.10   | 1.04%             | 2042-03-25      | Variable      | 14.82%                | Yes           | 2                  | On Loan: No      |
| JP Morgan Chase Commercial Mor                                  | JPMCC Commercial Mortgage Securities Trust 2017-JP5                | CUSIP: 46647TAZ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1766484.20   | 1.70%             | 2050-03-15      | Variable      | 3.90%                 | No            | 2                  | On Loan: No      |
| Bank                                                            | BANK 2019-BNK21                                                    | CUSIP: 06540BAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $743148.70    | 0.72%             | 2052-10-17      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Chase Commercial Mor                                  | JP Morgan Chase Commercial Mortgage Securities Trust 2019-ICON UES | CUSIP: 46651CAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    377000 | PA      | $376877.29    | 0.36%             | 2032-05-05      | Variable      | 4.45%                 | Yes           | 2                  | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                  | JPMBB Commercial Mortgage Securities Trust 2016-C1                 | CUSIP: 46645LBF3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1189000 | PA      | $1157194.25   | 1.11%             | 2049-03-17      | Variable      | 4.94%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                                        | Benchmark 2019-B14 Mortgage Trust                                  | CUSIP: 08162YAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $782455.08    | 0.75%             | 2062-12-15      | Variable      | 3.76%                 | No            | 2                  | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 48 Ltd                       | Neuberger Berman Loan Advisers CLO 48 Ltd                          | CUSIP: 64135GAU2<br>LEI: 549300FC7JRIZ6YLHK36 | Long             | ABS-O            | CORP              | JE        |   1000000 | PA      | $968720.00    | 0.93%             | 2036-04-25      | Variable      | 7.02%                 | Yes           | 2                  | On Loan: No      |
| LIGHTPATH FIBER ISSUER LLC                                      | LIGHTPATH FIBER ISSUER LLC                                         | CUSIP: 53229YAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    600000 | PA      | $598336.80    | 0.58%             | 2056-03-25      | Fixed         | 6.17%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                | Connecticut Avenue Securities Trust 2023-R02                       | CUSIP: 20755AAD4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   4000000 | PA      | $4253678.40   | 4.09%             | 2043-01-25      | Variable      | 9.21%                 | Yes           | 2                  | On Loan: No      |
| Hotwire Funding LLC                                             | Hotwire Funding LLC                                                | CUSIP: 44148JAM1<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $777629.63    | 0.75%             | 2054-06-20      | Fixed         | 9.19%                 | Yes           | 2                  | On Loan: No      |
| Avis Budget Rental Car Funding                                  | Avis Budget Rental Car Funding AESOP LLC                           | CUSIP: 05377REU4<br>LEI: IHXLB8SL0QWSSG2VG640 | Long             | ABS-O            | CORP              | US        |    550000 | PA      | $543760.64    | 0.52%             | 2028-02-20      | Fixed         | 4.08%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                | Connecticut Avenue Securities Trust 2023-R04                       | CUSIP: 20754QAF5<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   2000000 | PA      | $2139629.20   | 2.06%             | 2043-05-25      | Variable      | 9.01%                 | Yes           | 2                  | On Loan: No      |
| OCP CLO 2018-15 Ltd                                             | OCP CLO 2018-15 Ltd                                                | CUSIP: 67112KAK5<br>LEI: 254900WK4JKXAXOKTL68 | Long             | ABS-O            | CORP              | KY        |    250000 | PA      | $249479.25    | 0.24%             | 2038-01-20      | Variable      | 6.42%                 | Yes           | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                                    | GS Mortgage Securities Trust 2016-GS4                              | CUSIP: 36251XAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1883519.20   | 1.81%             | 2049-11-10      | Variable      | 3.91%                 | No            | 2                  | On Loan: No      |
| TruPS Financials Note Securitization 2025-2                     | TruPS Financials Note Securitization 2025-2                        | CUSIP: 89822HAC5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1000000 | PA      | $1011507.00   | 0.97%             | 2039-07-15      | Variable      | 5.92%                 | Yes           | 2                  | On Loan: No      |
| SMR 2022-IND Mortgage Trust                                     | SMR 2022-IND Mortgage Trust                                        | CUSIP: 78458MAG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1593174 | PA      | $1598304.49   | 1.54%             | 2039-02-15      | Variable      | 7.62%                 | Yes           | 2                  | On Loan: No      |
| PKHL Commercial Mortgage Trust                                  | PKHL Commercial Mortgage Trust 2021-MF                             | CUSIP: 69356GAA7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $947881.20    | 0.91%             | 2038-07-15      | Variable      | 4.67%                 | Yes           | 2                  | On Loan: No      |
| OHA Credit Funding 10-R Ltd                                     | OHA Credit Funding 10-R Ltd                                        | CUSIP: BCC3NSB70<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $482779.00    | 0.46%             | 2038-07-18      | Variable      | 8.52%                 | No            | 2                  | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 34 Ltd                       | Neuberger Berman Loan Advisers CLO 34 Ltd                          | CUSIP: 64132PAN1<br>LEI: 5493009EGZQAPYYVLD80 | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $498074.00    | 0.48%             | 2039-07-20      | Variable      | 8.67%                 | Yes           | 2                  | On Loan: No      |
| MTN Commercial Mortgage Trust 2022-LPFL                         | MTN Commercial Mortgage Trust 2022-LPFL                            | CUSIP: 62475WAL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $998792.10    | 0.96%             | 2039-03-15      | Variable      | 9.61%                 | Yes           | 2                  | On Loan: No      |
| Residential Reinsurance 2025 Ltd                                | Residential Reinsurance 2025 Ltd                                   | CUSIP: 76091DAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    250000 | PA      | $257250.00    | 0.25%             | 2029-06-06      | Variable      | 4.78%                 | Yes           | 2                  | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 41 Ltd                       | Neuberger Berman Loan Advisers CLO 41 Ltd                          | CUSIP: 64134BAQ3<br>LEI: 549300RYH1PYRU661D66 | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $492050.00    | 0.47%             | 2034-04-15      | Variable      | 6.47%                 | Yes           | 2                  | On Loan: No      |
| BX Commercial Mortgage Trust 2024-BRBK                          | BX Commercial Mortgage Trust 2024-BRBK                             | CUSIP: 05613NAL1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1000096.60   | 0.96%             | 2041-10-15      | Variable      | 9.70%                 | Yes           | 2                  | On Loan: No      |
| DK Trust                                                        | DK Trust                                                           | CUSIP: 23292LAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1002660.40   | 0.96%             | 2037-08-15      | Variable      | 6.57%                 | Yes           | 2                  | On Loan: No      |
| UNITK 2026-1A A2                                                | UNITK 2026-1A A2                                                   | CUSIP: 49459AAE0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1007762.00   | 0.97%             | 2056-02-25      | Fixed         | 7.65%                 | Yes           | 2                  | On Loan: No      |
| Cantor Commercial Real Estate                                   | CF 2020-P1 Mortgage Trust                                          | CUSIP: 12529WAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |     23912 | PA      | $23779.85     | 0.02%             | 2052-04-15      | Variable      | 2.84%                 | Yes           | 2                  | On Loan: No      |
| MFT Trust 2020-ABC                                              | MFT Trust 2020-ABC                                                 | CUSIP: 55317BAG2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    750000 | PA      | $537052.58    | 0.52%             | 2042-02-10      | Variable      | 3.59%                 | Yes           | 2                  | On Loan: No      |
| Federal Home Loan Bank Discount Notes                           | Federal Home Loan Bank Discount Notes                              | CUSIP: 313385WB8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    100000 | PA      | $99730.75     | 0.10%             |  |  |  | No            | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                | Connecticut Avenue Securities Trust 2023-R05                       | CUSIP: 207942AC7<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   2250000 | PA      | $2384963.10   | 2.29%             | 2043-06-25      | Variable      | 8.41%                 | Yes           | 2                  | On Loan: No      |
| Helios Issuer, LLC                                              | Sunnova Helios XII Issuer LLC                                      | CUSIP: 86745YAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    424732 | PA      | $285390.35    | 0.27%             | 2050-08-22      | Variable      | 6.00%                 | Yes           | 2                  | On Loan: No      |
| VB-S1 Issuer LLC                                                | VB-S1 Issuer LLC                                                   | CUSIP: 91825HAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $502110.50    | 0.48%             | 2056-03-15      | Fixed         | 6.84%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                | Connecticut Avenue Securities Trust 2023-R06                       | CUSIP: 20754EAF2<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   2280000 | PA      | $2376005.33   | 2.29%             | 2043-07-25      | Variable      | 9.19%                 | Yes           | 2                  | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust                                   | ARDN 2025-ARCP Mortgage Trust                                      | CUSIP: 039961AG2<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $998981.00    | 0.96%             | 2035-06-15      | Variable      | 6.67%                 | Yes           | 2                  | On Loan: No      |
| COMM Mortgage Trust                                             | COMM 2015-CCRE24 Mortgage Trust                                    | CUSIP: 12593JBL9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1800000 | PA      | $1664082.54   | 1.60%             | 2048-08-10      | Variable      | 3.46%                 | No            | 2                  | On Loan: No      |
| Lmdv Issuer Co LLC                                              | Lmdv Issuer Co LLC                                                 | CUSIP: 538908AE4<br>LEI: 254900A6HRP8XHJJGM20 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1004319.80   | 0.97%             | 2055-12-15      | Fixed         | 7.88%                 | Yes           | 2                  | On Loan: No      |
| Mexico Remittances Funding Fiduciary Estate Management Sarl     | Mexico Remittances Funding Fiduciary Estate Management Sarl        | CUSIP: 593035AB4<br>LEI: 54930007WQ6S3GFCM563 | Long             | DBT              | CORP              | LU        |   1000000 | PA      | $1053500.00   | 1.01%             | 2031-10-15      | Fixed         | 12.50%                | Yes           | 2                  | On Loan: No      |
| OCP CLO 2024-31 Ltd                                             | OCP CLO 2024-31 Ltd                                                | CUSIP: 67570BAE4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JE        |    250000 | PA      | $247692.75    | 0.24%             | 2039-04-20      | Variable      | 8.62%                 | Yes           | 2                  | On Loan: No      |
| Lmrk Issuer Co 2 LLC                                            | Lmrk Issuer Co 2 LLC                                               | CUSIP: 50209AAK7<br>LEI: 549300TATF7H68SRLE80 | Long             | ABS-O            | CORP              | US        |    400000 | PA      | $405113.24    | 0.39%             | 2055-09-15      | Fixed         | 8.12%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac - STACR                                             | Freddie Mac STACR REMIC Trust 2022-DNA2                            | CUSIP: 35564KSJ9<br>LEI: 5493000ISA3AUOXQEF68 | Long             | ABS-CBDO         | CORP              | US        |   4400000 | PA      | $4506028.56   | 4.34%             | 2042-02-25      | Variable      | 8.41%                 | Yes           | 2                  | On Loan: No      |
| Cantor Commercial Real Estate Lending 2019-CF1                  | Cantor Commercial Real Estate Lending 2019-CF1                     | CUSIP: 12529MAL2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $832158.80    | 0.80%             | 2052-05-15      | Variable      | 4.35%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                                    | GS Mortgage Securities Corp Trust 2018-TWR                         | CUSIP: 36251SAU2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    892000 | PA      | $8911.08      | 0.01%             | 2031-07-15      | Variable      | 7.89%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2023-DNA1                         | Freddie Mac STACR REMIC Trust 2023-DNA1                            | CUSIP: 35564KS59<br>LEI: 5493000IRILHAKSCHN59 | Long             | ABS-CBDO         | USGSE             | US        |   1900000 | PA      | $2129004.15   | 2.05%             | 2043-03-25      | Variable      | 11.81%                | Yes           | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                | Connecticut Avenue Securities Trust 2021-R03                       | CUSIP: 20754AAJ2<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    625000 | PA      | $640245.75    | 0.62%             | 2041-12-25      | Variable      | 9.16%                 | Yes           | 2                  | On Loan: No      |
| ILPT Commercial Mortgage Trust 2025-LPF2                        | ILPT Commercial Mortgage Trust 2025-LPF2                           | CUSIP: 451955AJ7<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1022219.70   | 0.98%             | 2042-07-13      | Variable      | 8.20%                 | Yes           | 2                  | On Loan: No      |
| DOLP Trust                                                      | DOLP Trust 2021-NYC                                                | CUSIP: 23345LAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  33000000 | PA      | $866641.05    | 0.83%             | 2041-05-10      | Variable      | 0.67%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                | Connecticut Avenue Securities Trust 2022-R05                       | CUSIP: 20754DAJ6<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2840000 | PA      | $2995036.17   | 2.88%             | 2042-04-25      | Variable      | 10.66%                | Yes           | 2                  | On Loan: No      |
| ExteNet Issuer LLC                                              | ExteNet Issuer LLC                                                 | CUSIP: 30227XAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $514781.35    | 0.50%             | 2054-07-25      | Fixed         | 9.05%                 | Yes           | 2                  | On Loan: No      |
| Ballyrock CLO 21 Ltd                                            | Ballyrock CLO 21 Ltd                                               | CUSIP: 05874RAE2<br>LEI: 254900FOV48Z8K26JH50 | Long             | ABS-O            | CORP              | JE        |    500000 | PA      | $487499.00    | 0.47%             | 2037-10-20      | Variable      | 9.67%                 | Yes           | 2                  | On Loan: No      |
| MVW 2020-1 LLC                                                  | MVW 2020-1 LLC                                                     | CUSIP: 55400EAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     86957 | PA      | $87091.80     | 0.08%             | 2037-10-20      | Fixed         | 7.14%                 | Yes           | 2                  | On Loan: No      |
| Natixis Commercial Mortgage Se                                  | Natixis Commercial Mortgage Securities Trust 2019-MILE             | CUSIP: 63875FAN6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1050000 | PA      | $756351.02    | 0.73%             | 2036-07-15      | Variable      | 8.00%                 | Yes           | 2                  | On Loan: No      |
| Mosaic Solar Loans LLC                                          | Mosaic Solar Loan Trust 2020-2                                     | CUSIP: 61946PAD5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    442990 | PA      | $388867.95    | 0.37%             | 2046-08-20      | Fixed         | 5.42%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Chase Commercial Mor                                  | JPMCC Commercial Mortgage Securities Trust 2017-JP6                | CUSIP: 48128KAA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1249548.45   | 1.20%             | 2050-07-15      | Variable      | 4.43%                 | Yes           | 2                  | On Loan: No      |
| Bonanza RE Ltd                                                  | Bonanza RE Ltd                                                     | CUSIP: 09785EAR2<br>LEI: 5493003F0CXUQ2C83105 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $211775.00    | 0.20%             | 2027-01-08      | Variable      | 3.61%                 | Yes           | 2                  | On Loan: No      |
| CD Commercial Mortgage Trust                                    | CD 2016-CD2 Mortgage Trust                                         | CUSIP: 12515ABJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $900322.20    | 0.87%             | 2049-11-10      | Variable      | 3.97%                 | No            | 2                  | On Loan: No      |
| NMEF Funding 2026-A LLC                                         | NMEF Funding 2026-A LLC                                            | CUSIP: 62919FAG1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    525000 | PA      | $520733.22    | 0.50%             | 2034-02-15      | Fixed         | 6.73%                 | Yes           | 2                  | On Loan: No      |
| COMM Mortgage Trust                                             | COMM 2013-LC13 Mortgage Trust                                      | CUSIP: 12626GAT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1437245 | PA      | $1349682.49   | 1.30%             | 2046-08-10      | Variable      | 5.01%                 | Yes           | 2                  | On Loan: No      |
| Cayuga Park CLO Ltd                                             | Cayuga Park CLO Ltd                                                | CUSIP: 149790AM9<br>LEI: 549300SVH2QJEV4A2G21 | Long             | ABS-O            | CORP              | KY        |    750000 | PA      | $679570.50    | 0.65%             | 2038-10-17      | Variable      | 9.17%                 | Yes           | 2                  | On Loan: No      |
| Capital Automotive LP                                           | Cars Net Lease Mortgage Notes                                      | CUSIP: 14576AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1891169.20   | 1.82%             | 2050-12-15      | Fixed         | 4.69%                 | Yes           | 2                  | On Loan: No      |
| Apidos CLO XLII Ltd                                             | Apidos CLO XLII Ltd                                                | CUSIP: 03770GAW6<br>LEI: 213800XUV3WLXWBKOJ53 | Long             | ABS-O            | CORP              | JE        |    750000 | PA      | $731682.75    | 0.70%             | 2038-04-20      | Variable      | 7.92%                 | Yes           | 2                  | On Loan: No      |
| Allegro CLO XIII Ltd                                            | Allegro CLO XIII Ltd                                               | CUSIP: 01750XAE7<br>LEI: 254900E6QZJ305P65V74 | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $483870.00    | 0.47%             | 2038-07-20      | Variable      | 9.97%                 | Yes           | 2                  | On Loan: No      |
| REESE PARK CLO LTD                                              | REESE PARK CLO LTD                                                 | CUSIP: 758464AN1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    350000 | PA      | $297535.35    | 0.29%             | 2038-01-15      | Variable      | 9.67%                 | Yes           | 2                  | On Loan: No      |
| Lucid Prime Fund LLC                                            | Lucid Prime Fund LLC                                               | CUSIP: 956DUU007<br>LEI: 529900MRL9Z13ZCRVD74 | Short            | RA               | CORP              | US        |  -7068000 | PA      | $-7068000.00  | -6.80%            |  |  |  | No            | N/A                | On Loan: No      |
| CIFC Funding Ltd                                                | CIFC Funding Ltd                                                   | CUSIP: 12575YAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $488107.50    | 0.47%             | 2039-01-22      | Variable      | 8.45%                 | Yes           | 2                  | On Loan: No      |
| COMM Mortgage Trust                                             | COMM 2014-CCRE15 Mortgage Trust                                    | CUSIP: 12591RBF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    925000 | PA      | $878515.14    | 0.85%             | 2047-02-10      | Variable      | 3.73%                 | No            | 2                  | On Loan: No      |
| Neuberger Berman Loan Advisers CLO 40 Ltd                       | Neuberger Berman Loan Advisers CLO 40 Ltd                          | CUSIP: 64134JAS2<br>LEI: 549300Y2YE54ON4DJE28 | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $495167.50    | 0.48%             | 2037-10-16      | Variable      | 6.47%                 | Yes           | 2                  | On Loan: No      |
| PKHL Commercial Mortgage Trust                                  | PKHL Commercial Mortgage Trust 2021-MF                             | CUSIP: 69356GAL3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $701625.10    | 0.68%             | 2038-07-15      | Variable      | 5.79%                 | Yes           | 2                  | On Loan: No      |
| Start Ltd.                                                      | Start II LTD                                                       | CUSIP: 85573LAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |    312181 | PA      | $312227.72    | 0.30%             | 2044-03-15      | Fixed         | 5.09%                 | Yes           | 2                  | On Loan: No      |
| Morgan Stanley Mortgage Loan T                                  | Morgan Stanley Mortgage Loan Trust 2007-15AR                       | CUSIP: 61756XAG0<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    160817 | PA      | $111261.79    | 0.11%             | 2037-11-25      | Variable      | 3.20%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                                    | GS Mortgage Securities Corp Trust 2018-TWR                         | CUSIP: 36251SAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    700000 | PA      | $18367.65     | 0.02%             | 2031-07-15      | Variable      | 6.77%                 | Yes           | 2                  | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                  | JPMBB Commercial Mortgage Securities Trust 2014-C22                | CUSIP: 46642NBK1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1907714.40   | 1.84%             | 2047-09-15      | Variable      | 4.51%                 | No            | 2                  | On Loan: No      |
| Zayo Issuer LLC                                                 | Zayo Issuer LLC                                                    | CUSIP: 98919WAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $510284.05    | 0.49%             | 2055-03-20      | Fixed         | 8.66%                 | Yes           | 2                  | On Loan: No      |
| Hardee's Funding LLC and Carls                                  | Hardee's Funding LLC                                               | CUSIP: 411707AH5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    473750 | PA      | $456033.98    | 0.44%             | 2050-12-20      | Fixed         | 3.98%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac - STACR                                             | Freddie Mac STACR REMIC Trust 2022-DNA3                            | CUSIP: 35564KWA3<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-CBDO         | CORP              | US        |   3250000 | PA      | $3403708.43   | 3.28%             | 2042-04-25      | Variable      | 10.22%                | Yes           | 2                  | On Loan: No      |
| QTS Issuer ABS II LLC                                           | QTS Issuer ABS II LLC                                              | CUSIP: 74690FAS5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $494854.10    | 0.48%             | 2056-01-05      | Fixed         | 6.73%                 | Yes           | 2                  | On Loan: No      |
| MRCD Mortgage Trust                                             | MRCD 2019-MARK Mortgage Trust                                      | CUSIP: 55348UAS7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $690000.00    | 0.66%             | 2036-12-15      | Fixed         | 2.72%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                | Connecticut Avenue Securities Trust 2022-R01                       | CUSIP: 20754LAJ8<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |   2100000 | PA      | $2155438.53   | 2.07%             | 2041-12-25      | Variable      | 9.66%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae - CAS                                                | Connecticut Avenue Securities Trust 2023-R06                       | CUSIP: 20754EAJ4<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |   3110000 | PA      | $3353466.35   | 3.23%             | 2043-07-25      | Variable      | 9.56%                 | Yes           | 2                  | On Loan: No      |
| Armor RE II Ltd                                                 | Armor RE II Ltd                                                    | CUSIP: 04227FAF2<br>LEI: 549300X573KDIHEJL317 | Long             | DBT              | CORP              | BM        |    375000 | PA      | $397050.00    | 0.38%             | 2028-01-07      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Apidos Clo Lvi                                                  | Apidos Clo Lvi                                                     | CUSIP: 03772BAC9<br>LEI: 2549003LKUVWYHE49X85 | Long             | ABS-O            | CORP              | KY        |    375000 | PA      | $375966.38    | 0.36%             | 2039-04-24      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Hin Timeshare Trust                                             | Hin Timeshare Trust                                                | CUSIP: 433401AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    434776 | PA      | $437092.44    | 0.42%             | 2045-05-15      | Fixed         | 7.58%                 | Yes           | 2                  | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                              | MetroNet Infrastructure Issuer LLC                                 | CUSIP: 59170JAT5<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1047994.90   | 1.01%             | 2055-07-20      | Fixed         | 9.37%                 | No            | 2                  | On Loan: No      |
| Barclays Commercial Mortgage S                                  | BBCMS Mortgage Trust 2020-C6                                       | CUSIP: 05492TBF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $802678.00    | 0.77%             | 2053-02-15      | Variable      | 3.69%                 | Yes           | 2                  | On Loan: No      |
| LUNAR AIRCRAFT 2020-1 LIMITED                                   | LUNAR AIRCRAFT 2020-1 LTD                                          | CUSIP: 55037LAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    160505 | PA      | $157591.94    | 0.15%             | 2045-02-15      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| OHS Issuer LLC                                                  | OHS Issuer LLC                                                     | CUSIP: 67115SAA7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    999167 | PA      | $979604.98    | 0.94%             | 2061-02-25      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Barings CLO Ltd 2026-I                                          | Barings CLO Ltd 2026-I                                             | CUSIP: 06765QAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    250000 | PA      | $251163.25    | 0.24%             | 2039-04-15      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| Uniti Fiber Abs Issuer LLC                                      | Uniti Fiber Abs Issuer LLC                                         | CUSIP: 91326EAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1028142.50   | 0.99%             | 2055-04-20      | Fixed         | 9.02%                 | Yes           | 2                  | On Loan: No      |
| Elara Hgv Timeshare Issuer 2025-A LLC                           | Elara Hgv Timeshare Issuer 2025-A LLC                              | CUSIP: 28416VAD2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    490290 | PA      | $487635.57    | 0.47%             | 2040-01-25      | Fixed         | 6.91%                 | Yes           | 2                  | On Loan: No      |
| Magnetite LV Ltd                                                | Magnetite LV Ltd                                                   | CUSIP: 55956QAA8<br>LEI: 529900Y11QGJ7NJFMY63 | Long             | ABS-O            | CORP              | KY        |    250000 | PA      | $248044.50    | 0.24%             | 2039-04-15      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| COMM Mortgage Trust                                             | COMM 2014-UBS3 Mortgage Trust                                      | CUSIP: 12591YAG0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $922500.00    | 0.89%             | 2047-06-10      | Variable      | 4.77%                 | Yes           | 2                  | On Loan: No      |
| CIP Commercial Mortgage Trust 2025-SBAY                         | CIP Commercial Mortgage Trust 2025-SBAY                            | CUSIP: 12576AAJ5<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    500000 | PA      | $499885.25    | 0.48%             | 2037-10-15      | Variable      | 7.85%                 | Yes           | 2                  | On Loan: No      |
| DataBank Issuer                                                 | DataBank Issuer                                                    | CUSIP: 23802WAR2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $496688.80    | 0.48%             | 2056-02-25      | Fixed         | 6.49%                 | Yes           | 2                  | On Loan: No      |
| CD Commercial Mortgage Trust                                    | CD 2016-CD1 Mortgage Trust                                         | CUSIP: 12514MBG9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    845000 | PA      | $478191.67    | 0.46%             | 2049-08-10      | Variable      | 3.63%                 | No            | 2                  | On Loan: No      |
| Galaxy 32 CLO Ltd                                               | Galaxy 32 CLO Ltd                                                  | CUSIP: 362941AG1<br>LEI: 391200J1K1EF617W8568 | Long             | ABS-O            | CORP              | KY        |    250000 | PA      | $243692.00    | 0.23%             | 2039-01-20      | Variable      | 9.52%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac - STACR                                             | Freddie Mac STACR REMIC Trust 2022-DNA1                            | CUSIP: 35564KQZ5<br>LEI: 5493000ISBDRXIMCHZ70 | Long             | ABS-CBDO         | CORP              | US        |   2270000 | PA      | $2355983.97   | 2.27%             | 2042-01-25      | Variable      | 10.76%                | Yes           | 2                  | On Loan: No      |
| Oportun Funding LLC                                             | Oportun Issuance Trust 2021-C                                      | CUSIP: 68377WAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     89585 | PA      | $88722.37     | 0.09%             | 2031-10-08      | Fixed         | 5.57%                 | Yes           | 2                  | On Loan: No      |
| Invesco US CLO 2024-3 Ltd                                       | Invesco US CLO 2024-3 Ltd                                          | CUSIP: 46148MAA5<br>LEI: 254900GU4U8LUX3GA959 | Long             | ABS-O            | CORP              | JE        |    500000 | PA      | $482737.00    | 0.46%             | 2037-07-20      | Variable      | 10.17%                | Yes           | 2                  | On Loan: No      |
| Ares LXIII CLO Ltd                                              | Ares LXIII CLO Ltd                                                 | CUSIP: 039938AE5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    375000 | PA      | $352516.50    | 0.34%             | 2038-10-15      | Variable      | 9.67%                 | Yes           | 2                  | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust                                   | ARDN 2025-ARCP Mortgage Trust                                      | CUSIP: 039961AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $999159.30    | 0.96%             | 2035-06-15      | Variable      | 8.17%                 | Yes           | 2                  | On Loan: No      |
| COMM Mortgage Trust                                             | COMM 2014-CCRE17 Mortgage Trust                                    | CUSIP: 12631DBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    752021 | PA      | $745102.53    | 0.72%             | 2047-05-10      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| JP Morgan Chase Commercial Mor                                  | JPMCC Commercial Mortgage Securities Trust 2017-JP7                | CUSIP: 465968AM7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1849000 | PA      | $1348758.78   | 1.30%             | 2050-09-15      | Variable      | 4.41%                 | Yes           | 2                  | On Loan: No      |
| Oportun Issuance Trust 2025-B                                   | Oportun Issuance Trust 2025-B                                      | CUSIP: 68378QAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1007191.00   | 0.97%             | 2033-05-09      | Fixed         | 9.40%                 | Yes           | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                                    | GS Mortgage Securities Corp Trust 2018-TWR                         | CUSIP: 36251SAN8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $115488.45    | 0.11%             | 2031-07-15      | Variable      | 5.57%                 | Yes           | 2                  | On Loan: No      |
| Centersquare Issuer LLC                                         | Centersquare Issuer LLC                                            | CUSIP: 15201EAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $966199.00    | 0.93%             | 2054-10-26      | Fixed         | 5.60%                 | Yes           | 2                  | On Loan: No      |
| Cajun Global LLC                                                | Cajun Global LLC                                                   | CUSIP: 12803VAD7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $491179.00    | 0.47%             | 2055-11-20      | Fixed         | 8.72%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac Multifamily                                         | Freddie Mac Multifamily ML Certificates                            | CUSIP: 35833TAB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   7381527 | PA      | $633039.79    | 0.61%             | 2041-07-25      | Variable      | 1.23%                 | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                                             | COMM 2014-CR14 Mortgage Trust                                      | CUSIP: 12630DBB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    393343 | PA      | $389041.27    | 0.37%             | 2047-02-10      | Variable      | 3.13%                 | No            | 2                  | On Loan: No      |
| Natixis Commercial Mortgage Se                                  | Natixis Commercial Mortgage Securities Trust 2019-MILE             | CUSIP: 63875FAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $531950.58    | 0.51%             | 2036-07-15      | Variable      | 5.95%                 | Yes           | 2                  | On Loan: No      |
| Gracie Point International Funding 2025-1 LLC                   | Gracie Point International Funding 2025-1 LLC                      | CUSIP: 38411WAB8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    325000 | PA      | $324940.79    | 0.31%             | 2028-08-15      | Variable      | 5.67%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac STACR REMIC Trust 2022-DNA3                         | Freddie Mac STACR REMIC Trust 2022-DNA3                            | CUSIP: 35564KWG0<br>LEI: 5493000IS4M3TZMRB410 | Long             | ABS-CBDO         | CORP              | US        |   2945000 | PA      | $3159461.97   | 3.04%             | 2042-04-25      | Variable      | 15.09%                | Yes           | 2                  | On Loan: No      |
| SUMIT 2022-BVUE Mortgage Trust                                  | SUMIT 2022-BVUE Mortgage Trust                                     | CUSIP: 865592AC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        | 127100000 | PA      | $352638.95    | 0.34%             | 2041-02-12      | Variable      | 0.08%                 | Yes           | 2                  | On Loan: No      |
| Royal Bank of Canada                                            | Royal Bank of Canada                                               | CUSIP: 973MHZ000<br>LEI: ES7IP3U3RHIGC71XBU11 | Short            | RA               | CORP              | US        |  -8975000 | PA      | $-8975000.00  | -8.64%            |  |  |  | No            | N/A                | On Loan: No      |
| Barclays Commercial Mortgage S                                  | BBCMS Trust 2015-SRCH                                              | CUSIP: 05547HAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1626927.23   | 1.57%             | 2035-08-10      | Variable      | 4.96%                 | Yes           | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2026-03-31

**Name of Applicant:** Nuveen Mortgage and Income Fund

**Signature:** Gina Spunder

**Name of Signer:** Gina Spunder

**Title:** Director, Fund Financial Reporting