# EDGAR Filing Document

**Accession Number:** 0001472215
**File Stem:** 0001472215-25-000011
**Filing Date:** 2025-11
**Character Count:** 90773
**Document Hash:** a1555470de794d4235cc085fa6800962
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001472215-25-000011.hdr.sgml**: 20251126

**ACCESSION NUMBER**: 0001472215-25-000011

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20250930

**FILED AS OF DATE**: 20251126

**DATE AS OF CHANGE**: 20251126

**PERIOD START**: 20251231

**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:** 251524119

**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 September 30, 2025

#### JLS
(Unaudited)

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

LONG-TERM INVESTMENTS - 123.3% (95.4% of Total Investments)

ASSET-BACKED SECURITIES - 38.8% (30.1% of Total Investments)

–

$

929,674

(a) AASET 2020-1 Trust, Series 2020 1A

6.413 %

01/16/40

$

877,398

1,500,000

(a),(b)

ACRE Commercial Mortgage 2021-FL4 Ltd, Series 2021 FL4,

(TSFR1M + 3.214%)

7.350 12/18/37

1,430,792

299,853

(a) Air Canada 2020-2 Class B Pass Through Trust, Series 2020 A

9.000 10/01/25

299,878

500,000

(a),(b)

Allegro CLO XIII Ltd, Series 2021 1A, (TSFR3M + 6.300%)

10.618 07/20/38

503,909

750,000

(a),(b),(c)

Apidos CLO XLII Ltd, Series 2022 42A, (TSFR3M + 3.650%)

7.919 04/20/38

753,636

375,000

(a),(b)

Ares LXIII CLO Ltd, Series 2022 63A, (TSFR3M + 6.000%)

10.283 10/15/38

380,010

375,000

(a),(b)

Armor RE II Ltd, (3-Month U.S. Treasury Bill + 8.500%)

0.000 01/07/28

399,375

550,000

(a) Avis Budget Rental Car Funding AESOP LLC, Series 2021 2A

4.080 02/20/28

538,128

750,000

(a),(b)

Bonanza RE Ltd, (3-Month U.S. Treasury Bill + 8.030%)

12.787 01/08/26

760,875

272,175

(a),(c)

British Airways 2020-1 Class B Pass Through Trust, Series 2020

A

8.375 11/15/28

286,822

2,000,000

(a),(c)

Cars Net Lease Mortgage Notes Series 2020-1, Series 2020 1A

4.690 12/15/50

1,879,285

775,000

(a) CARS-DB4 LP, Series 2020 1A

4.520 02/15/50

754,339

250,000

(a),(b)

Cayuga Park CLO Ltd, Series 2020 1A, (TSFR3M + 6.262%)

1.000 07/17/34

251,656

1,000,000

(a) Centersquare Issuer LLC, Series 2024 1A

5.600 10/26/54

980,150

385,000

(a),(b)

CIFC Funding 2020-II Ltd, Series 2020 2A, (TSFR3M + 6.762%)

11.087 10/20/34

386,909

700,000

(a),(b)

CIFC Funding 2022-II Ltd, Series 2022 2A, (TSFR3M + 4.750%)

9.075 04/19/35

703,524

250,000

(a) Cologix Data Centers US Issuer LLC, Series 2021 1A

5.990 12/26/51

247,367

1,000,000

(a) Consolidated Communications LLC/Fidium Fiber Finance

Holdco LLC, Series 2025 1A

9.408 05/20/55

1,051,365

625,000

(a) Elara Hgv Timeshare Issuer 2025-A LLC, Series 2025 A

6.910 01/25/40

622,597

1,000,000

(a),(b),(c)

Elmwood CLO 26 Ltd, Series 2024 1A, (TSFR3M + 6.450%)

10.779 04/18/37

1,014,544

500,000

(a) ExteNet Issuer LLC, Series 2024 1A

9.050 07/25/54

517,302

1,500,000

(a),(d)

Frontier Issuer LLC, Series 2023 1

8.300 08/20/53

1,536,804

1,500,000

(a) Frontier Issuer LLC, Series 2023 1

11.500 08/20/53

1,563,374

500,000

(a),(b)

Goldentree Loan Management US CLO 1 Ltd, Series 2021 11A,

(TSFR3M + 7.762%)

12.379 10/20/34

486,329

1,000,000

(a),(b)

GRACIE POINT INTERNATIONAL FUNDING 2023-2, Series

2023 2A, (SOFR90A + 5.400%)

9.756 03/01/27

1,004,645

173,000

(a),(b)

Gracie Point International Funding 2024-1 LLC, Series 2024 1A,

(SOFR90A + 7.150%)

11.505 03/01/28

173,648

325,000

(a),(b)

Gracie Point International Funding 2025-1 LLC, Series 2025 1A,

(SOFR30A + 2.000%)

6.354 08/15/28

325,880

127,000

(a),(b)

Gracie Point International Funding 2025-1 LLC, Series 2025 1A,

(SOFR30A + 2.750%)

7.104 08/15/28

127,111

100,000

(a),(b)

Gracie Point International Funding 2025-1 LLC, Series 2025 1A,

(SOFR30A + 4.500%)

8.854 08/15/28

100,051

476,250

(a) Hardee's Funding LLC, Series 2020 1A

3.981 12/20/50

459,252

7,143

(a),(b)

Hestia Re Ltd, (1-Month U.S. Treasury Bill + 0.100%)

4.004 04/22/29

3,571

124,517

(a) HIN Timeshare Trust 2020-A, Series 2020 A

5.500 10/09/39

122,826

88,940

(a) HIN Timeshare Trust 2020-A, Series 2020 A

6.500 10/09/39

86,050

750,000

(a) Hotwire Funding LLC, Series 2024 1A

9.188 06/20/54

785,465

400,000

(a) Lmrk Issuer Co 2 LLC, Series 2025 1A

8.120 09/15/55

401,610

213,576

(a) LUNAR AIRCRAFT 2020-1 LTD, Series 2020 1A

3.376 02/15/45

209,369

1,125,000

(a),(b)

Magnetite XXIII Ltd, Series 2019 23A, (TSFR3M + 6.562%)

7.484 01/25/35

1,133,597

1,000,000

MetroNet Infrastructure Issuer LLC, Series 2025 1

9.370 07/20/55

1,022,921

500,000

(a) MetroNet Infrastructure Issuer LLC, Series 2025 2A

7.830 08/20/55

507,431

1,000,000

(a) Mexico Remittances Funding Fiduciary Estate Management

Sarl

12.500 10/15/31

1,017,610

1,525,000

(a),(e)

Mosaic Solar Loan Trust 2019-2, Series 2019 2A

0.000 09/20/40

527,040

460,438

(a) Mosaic Solar Loan Trust 2020-2, Series 2020 2A

5.420 08/20/46

431,085

1,000,000

(a) Mosaic Solar Loan Trust 2024-1, Series 2024 1A

10.000 09/20/49

219,595

105,721

(a) MVW 2020-1 LLC, Series 2020 1A

7.140 10/20/37

105,988

500,000

(a),(b)

Neuberger Berman Loan Advisers CLO 34 Ltd, Series 2019

34A, (TSFR3M + 5.000%)

9.329 07/20/39

502,160

500,000

(a),(b)

Neuberger Berman Loan Advisers CLO 40 Ltd, Series 2021

40A, (TSFR3M + 2.800%)

6.900 10/16/37

501,509

500,000

(a),(b)

Neuberger Berman Loan Advisers CLO 40 Ltd, Series 2021

40A, (TSFR3M + 5.150%)

9.250 10/16/37

502,358

#### Portfolio of Investments September 30, 2025
(continued)

#### JLS

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

ASSET-BACKED SECURITIES

(continued)

$

1,000,000

(a),(b),(c)

Neuberger Berman Loan Advisers CLO 48 Ltd, Series 2022

48A, (TSFR3M + 2.700%)

7.018 %

04/25/36

$

1,001,430

26,590

(a) Oportun Funding 2022-1 LLC, Series 2022 1

6.000 06/15/29

26,597

271,263

(a) Oportun Issuance Trust 2021-B, Series 2021 B

5.410 05/08/31

269,051

156,562

(a) Oportun Issuance Trust 2021-C, Series 2021 C

5.570 10/08/31

154,811

2,000,000

(a) Oportun Issuance Trust 2024-1, Series 2024 1A

12.072 04/08/31

2,069,465

1,000,000

(a) Oportun Issuance Trust 2025-B, Series 2025 B

9.400 05/09/33

1,010,076

500,000

(a),(b)

Palmer Square CLO 2021-4 Ltd, Series 2021 4A, (TSFR3M +

5.750%)

10.022 07/15/38

504,869

500,000

(a),(b)

Rad CLO 6 Ltd, Series 2019 6A, (TSFR3M + 6.750%)

11.075 10/20/37

505,863

750,000

(a),(b),(c)

Rad CLO 7 Ltd, Series 2020 7A, (TSFR3M + 4.150%)

8.472 04/17/36

751,197

350,000

(a),(b)

REESE PARK CLO LTD, Series 2020 1A, (TSFR3M + 6.000%)

10.318 01/15/38

351,171

500,000

(a),(b)

Residential Reinsurance 2022 Ltd, (3-Month U.S. Treasury Bill +

7.590%)

11.494 12/06/26

522,600

250,000

(a),(b)

Residential Reinsurance 2025 Ltd, (3-Month U.S. Treasury Bill +

5.750%)

4.783 06/06/29

258,450

410,771

(a) Start II LTD, Series 2019 1

5.095 03/15/44

408,455

436,470

(a),(b)

Sunnova Helios XII Issuer LLC, Series 2023 B

6.000 08/22/50

322,903

1,000,000

(a),(b)

TruPS Financials Note Securitization 2025-2, Series 2025 2A,

(TSFR3M + 1.900%)

5.872 07/15/39

1,000,500

1,000,000

(a),(b)

TruPS Financials Note Securitization 2025-2, Series 2025 2A,

(TSFR3M + 2.250%)

6.222 07/15/39

1,000,500

1,000,000

(a) Uniti Fiber Abs Issuer Llc, Series 2025 1A

9.018 04/20/55

1,043,682

500,000

(a),(b)

Ursa Re II Ltd, (3-Month U.S. Treasury Bill + 7.000%)

10.904 12/06/25

504,200

629,337

(a) Vivint Solar Financing V LLC, Series 2018 1A

7.370 04/30/48

610,455

500,000

(a) Zayo Issuer LLC, Series 2025 1A

8.659 03/20/55

518,659

TOTAL ASSET-BACKED SECURITIES

(Cost $42,159,954)

41,332,074

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE-BACKED SECURITIES - 84.5% (65.3% of Total Investments)

–

1,000,000

(a),(b)

ARDN 2025-ARCP Mortgage Trust, Series 2025 ARCP, (TSFR1M

+ 3.000%)

7.150 06/15/35

1,002,333

1,000,000

(a),(b)

ARDN 2025-ARCP Mortgage Trust, Series 2025 ARCP, (TSFR1M

+ 4.500%)

8.650 06/15/35

1,002,419

1,000,000

(b),(c)

BANK 2017-BNK6, Series 2017 BNK6

3.851 07/15/60

919,116

1,000,000

(a),(c)

BANK 2019-BNK21, Series 2019 BN21

2.500 10/17/52

744,565

1,000,000

(a),(b)

BBCMS Mortgage Trust 2020-C6, Series 2020 C6

3.811 02/15/53

798,174

1,750,000

(a),(b),(c)

BBCMS Trust 2015-SRCH, Series 2015 SRCH

5.122 08/10/35

1,652,077

500,000

(b) Benchmark 2018-B2 Mortgage Trust, Series 2018 B2

4.435 02/15/51

381,989

1,100,000

(b),(c)

Benchmark 2019-B14 Mortgage Trust, Series 2019 B14

3.903 12/15/62

772,707

948,827

(a),(b)

BLP Commercial Mortgage Trust 2024-IND2, Series 2024 IND2,

(TSFR1M + 3.689%)

8.011 03/15/41

949,061

1,000,000

(b),(c)

Cantor Commercial Real Estate Lending 2019-CF1, Series 2019

CF1

4.352 05/15/52

860,334

845,000

(b) CD 2016-CD1 Mortgage Trust, Series 2016 CD1

3.631 08/10/49

465,387

1,500,000

(b) CD 2016-CD2 Mortgage Trust, Series 2016 CD2

4.106 11/10/49

908,654

1,978,000

(b) CD 2017-CD3 Mortgage Trust, Series 2017 CD3

4.681 02/10/50

890,719

23,912

(a),(b)

CF 2020-P1 Mortgage Trust, Series 2020 P1

2.840 04/15/52

23,769

342,041

(b) CHL Mortgage Pass-Through Trust 2006-HYB1, Series 2006

HYB1

4.936 03/20/36

319,037

1,458,068

(a),(b)

COMM 2013-LC13 Mortgage Trust, Series 2013 LC13

5.549 08/10/46

1,357,637

925,000

(b),(c)

COMM 2014-CCRE15 Mortgage Trust, Series 2014 CR15

4.067 02/10/47

887,926

752,021

(c) COMM 2014-CCRE17 Mortgage Trust, Series 2014 CR17

4.377 05/10/47

731,905

395,371

(b),(c)

COMM 2014-CR14 Mortgage Trust, Series 2014 CR14

3.792 02/10/47

384,795

1,500,000

(a),(b)

COMM 2014-UBS3 Mortgage Trust, Series 2014 UBS3

4.767 06/10/47

682,500

1,400,000

(a) COMM 2015-CCRE22 Mortgage Trust, Series 2015 CR22

3.000 03/10/48

839,580

513,884

(b),(c)

COMM 2015-CCRE23 Mortgage Trust, Series 2015 CR23

4.352 05/10/48

499,786

1,800,000

(b) COMM 2015-CCRE24 Mortgage Trust, Series 2015 CR24

3.463 08/10/48

1,637,775

249,838

(b),(c)

COMM 2015-CCRE25 Mortgage Trust, Series 2015 CR25

4.490 08/10/48

247,433

1,245,000

(b),(c)

COMM 2015-CCRE25 Mortgage Trust, Series 2015 CR25

3.768 08/10/48

1,175,353

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE-BACKED SECURITIES

(continued)

$

625,000

(a),(b)

Connecticut Avenue Securities Trust 2021-R03, Series 2021

R03, (SOFR30A + 5.500%)

9.856 %

12/25/41

$

647,591

2,100,000

(a),(b)

Connecticut Avenue Securities Trust 2022-R01, Series 2022

R01, (SOFR30A + 6.000%)

10.356 12/25/41

2,195,017

1,000,000

(a),(b)

Connecticut Avenue Securities Trust 2022-R03, Series 2022

R03, (SOFR30A + 9.850%)

14.823 03/25/42

1,108,421

2,840,000

(a),(b),(c)

Connecticut Avenue Securities Trust 2022-R05, Series 2022

R05, (SOFR30A + 7.000%)

11.356 04/25/42

3,052,130

1,900,000

(a),(b)

Connecticut Avenue Securities Trust 2022-R07, Series 2022

R07, (SOFR30A + 12.000%)

16.356 06/25/42

2,199,292

4,000,000

(a),(b),(c)

Connecticut Avenue Securities Trust 2023-R02, Series 2023

R02, (SOFR30A + 5.550%)

9.906 01/25/43

4,336,011

2,000,000

(a),(b),(c)

Connecticut Avenue Securities Trust 2023-R04, Series 2023

R04, (SOFR30A + 5.350%)

9.706 05/25/43

2,186,015

2,250,000

(a),(b),(c)

Connecticut Avenue Securities Trust 2023-R05, Series 2023

R05, (SOFR30A + 4.750%)

9.106 06/25/43

2,419,339

2,280,000

(a),(b),(c)

Connecticut Avenue Securities Trust 2023-R06, Series 2023

R06, (SOFR30A + 3.900%)

9.188 07/25/43

2,402,601

3,110,000

(a),(b)

Connecticut Avenue Securities Trust 2023-R06, Series 2023

R06, (SOFR30A + 5.900%)

10.256 07/25/43

3,360,571

1,000,000

(a),(b)

DK Trust, Series 2025 LXP, (TSFR1M + 2.891%)

7.041 08/15/37

1,004,164

33,000,000

(a),(b)

DOLP Trust 2021-NYC, Series 2021 NYC

0.665 05/10/41

949,276

76,399

(a),(b)

Flagstar Mortgage Trust 2017-2, Series 2017 2

3.971 10/25/47

70,076

7,439,935

(b) Freddie Mac Multifamily ML Certificates, Series 2021 ML12,

(I/O)

1.305 07/25/41

657,765

2,280,000

(a),(b),(c)

Freddie Mac STACR REMIC Trust 2021-DNA6, Series 2021

DNA6, (SOFR30A + 7.500%)

11.856 10/25/41

2,394,840

2,270,000

(a),(b)

Freddie Mac STACR REMIC Trust 2022-DNA1, Series 2022

DNA1, (SOFR30A + 7.100%)

11.456 01/25/42

2,409,258

2,270,000

(a),(b)

Freddie Mac STACR REMIC Trust 2022-DNA2, Series 2022

DNA2, (SOFR30A + 8.500%)

13.788 02/25/42

2,458,293

4,400,000

(a),(b)

Freddie Mac STACR REMIC Trust 2022-DNA2, Series 2022

DNA2, (SOFR30A + 4.750%)

9.106 02/25/42

4,586,691

3,250,000

(a),(b)

Freddie Mac STACR REMIC Trust 2022-DNA3, Series 2022

DNA3, (SOFR30A + 5.650%)

10.218 04/25/42

3,451,117

2,945,000

(a),(b)

Freddie Mac STACR REMIC Trust 2022-DNA3, Series 2022

DNA3, (SOFR30A + 9.750%)

15.087 04/25/42

3,267,825

1,000,000

(a),(b)

GS Mortgage Securities Corp Trust 2018-TWR, Series 2018

TWR, (TSFR1M + 1.747%)

5.898 07/15/31

210,000

1,100,000

(a),(b)

GS Mortgage Securities Corp Trust 2018-TWR, Series 2018

TWR, (TSFR1M + 1.897%)

6.048 07/15/31

155,347

700,000

(a),(b)

GS Mortgage Securities Corp Trust 2018-TWR, Series 2018

TWR, (TSFR1M + 2.397%)

6.548 07/15/31

73,133

700,000

(a),(b)

GS Mortgage Securities Corp Trust 2018-TWR, Series 2018

TWR, (TSFR1M + 3.097%)

7.248 07/15/31

65,783

892,000

(a),(b)

GS Mortgage Securities Corp Trust 2018-TWR, Series 2018

TWR, (TSFR1M + 4.222%)

8.373 07/15/31

74,460

2,000,000

(b),(c)

GS Mortgage Securities Trust 2016-GS4, Series 2016 GS4

4.032 11/10/49

1,825,485

1,000,000

(a),(b)

ILPT Commercial Mortgage Trust 2025-LPF2, Series 2025 LPF2

8.472 07/13/42

1,034,876

377,000

(a),(b)

JP Morgan Chase Commercial Mortgage Securities Trust 2019-

ICON UES, Series 2019 UES

4.601 05/05/32

368,533

441,000

(a),(b)

JP Morgan Chase Commercial Mortgage Securities Trust 2019-

ICON UES, Series 2019 UES

4.601 05/05/32

428,257

366,000

(a) JP Morgan Chase Commercial Mortgage Securities Trust 2020-

NNN, Series 2020 NNN

3.972 01/16/37

115,290

2,000,000

(b) JPMBB Commercial Mortgage Securities Trust 2014-C22,

Series 2014 C22

4.660 09/15/47

1,883,125

1,000,000

JPMBB Commercial Mortgage Securities Trust 2015-C27,

Series 2015 C27

3.898 02/15/48

862,250

328,807

(b),(c)

JPMBB Commercial Mortgage Securities Trust 2015-C29,

Series 2015 C29

4.118 05/15/48

328,089

1,189,000

(b),(c)

JPMBB Commercial Mortgage Securities Trust 2016-C1, Series

2016 C1

4.849 03/17/49

1,162,854

#### Portfolio of Investments September 30, 2025
(continued)

#### JLS

All percentages shown in the Portfolio of Investments are based on net assets applicable to common shares unless otherwise noted.

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

MORTGAGE-BACKED SECURITIES

(continued)

$

2,000,000

(b),(c)

JPMCC Commercial Mortgage Securities Trust 2017-JP5,

Series 2017 JP5

3.904 %

03/15/50

$

1,793,034

1,500,000

(a),(b)

JPMCC Commercial Mortgage Securities Trust 2017-JP6,

Series 2017 JP6

4.598 07/15/50

1,205,973

1,849,000

(a),(b),(c)

JPMCC Commercial Mortgage Securities Trust 2017-JP7,

Series 2017 JP7

4.570 09/15/50

1,210,886

500,000

(a) Lmrk Issuer Co 2 LLC, Series 2025 1A

6.200 09/15/55

502,193

750,000

(a),(b)

MFT Trust 2020-ABC, Series 2020 ABC

3.593 02/10/42

550,404

388,995

(c) Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19,

Series 2014 C19

4.000 12/15/47

377,073

222,749

(b) Morgan Stanley Capital I Trust 2015-MS1, Series 2015 MS1

4.289 05/15/48

215,162

167,955

(b) Morgan Stanley Mortgage Loan Trust 2007-15AR, Series 2007

15AR

3.272 11/25/37

116,791

1,000,000

(a) MRCD 2019-MARK Mortgage Trust, Series 2019 PARK

2.718 12/15/36

705,900

1,000,000

(a),(b)

MTN Commercial Mortgage Trust 2022-LPFL, Series 2022 LPFL,

(TSFR1M + 5.285%)

9.605 03/15/39

1,000,889

600,000

(a),(b)

Natixis Commercial Mortgage Securities Trust 2019-MILE,

Series 2019 MILE, (TSFR1M + 2.279%)

6.430 07/15/36

511,969

1,000,000

(a),(b)

Natixis Commercial Mortgage Securities Trust 2019-MILE,

Series 2019 MILE, (TSFR1M + 2.829%)

6.980 07/15/36

796,371

1,050,000

(a),(b)

Natixis Commercial Mortgage Securities Trust 2019-MILE,

Series 2019 MILE, (TSFR1M + 4.329%)

8.480 07/15/36

713,016

400,000

(a),(b),(c)

OPEN Trust 2023-AIR, Series 2023 AIR, (TSFR1M + 5.236%)

9.386 11/15/40

401,597

1,000,000

(a),(b),(c)

PKHL Commercial Mortgage Trust 2021-MF, Series 2021 MF,

(TSFR1M + 0.994%)

5.145 07/15/38

941,477

1,000,000

(a),(b)

PKHL Commercial Mortgage Trust 2021-MF, Series 2021 MF,

(TSFR1M + 2.114%)

6.265 07/15/38

688,465

1,602,435

(a),(b),(c)

SMR 2022-IND Mortgage Trust, Series 2022 IND, (TSFR1M +

3.950%)

8.100 02/15/39

1,605,317

127,100,000

(a),(b)

SUMIT 2022-BVUE Mortgage Trust, Series 2022 BVUE, (I/O)

0.179 02/12/41

416,049

1,000,000

(a),(b),(c)

TX Trust 2024-HOU, Series 2024 1, (TSFR1M + 3.239%)

7.389 06/15/39

1,004,800

1,300,000

(b),(c)

Wells Fargo Commercial Mortgage Trust 2015-NXS1, Series

2015 NXS1

3.988 05/15/48

1,215,792

TOTAL MORTGAGE-BACKED SECURITIES

(Cost $99,949,763)

89,851,964

TOTAL LONG-TERM INVESTMENTS

(Cost $142,109,717)

131,184,038

PRINCIPAL

DESCRIPTION

RATE

MATURITY

VALUE

SHORT-TERM INVESTMENTS - 6.0%(4.6% of Total Investments)

6360307

U.S. GOVERNMENT AND AGENCY OBLIGATIONS - 6.0% (4.6% of Total Investments)

6360307

3,627,000

Federal Home Loan Bank Discount Notes

0.000 10/01/25

3,626,594

2,452,000

Federal Home Loan Bank Discount Notes

0.000 10/10/25

2,449,255

285,000

Federal Home Loan Bank Discount Notes

0.000 10/17/25

284,458

TOTAL U.S. GOVERNMENT AND AGENCY OBLIGATIONS

(Cost $6,360,925)

6,360,307

TOTAL SHORT-TERM INVESTMENTS

(Cost $6,360,925)

6,360,307

TOTAL INVESTMENTS - 129.3%

(Cost $148,470,642)

137,544,345

BORROWINGS - (2.4)% (f),(g)

(2,520,000)

REVERSE REPURCHASE AGREEMENTS, INCLUDING ACCRUED INTEREST - (26.6)%(h)

(28,321,367)

OTHER ASSETS & LIABILITIES, NET - (0.3)%

(356,678)

NET ASSETS APPLICABLE TO COMMON SHARES - 100%

$

106,346,300

I/O

Interest only security

SOFR30A

30 Day Average Secured Overnight Financing Rate

SOFR90A

90 Day Average Secured Overnight Financing Rate

TSFR1M

CME Term Secured Overnight Financing Rate 1 Month

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 1 – Inputs are unadjusted and prices are determined using quoted prices in active markets for identical securities.

Level 2 – Prices are determined using other significant observable inputs (including quoted prices for similar securities, interest rates, credit

spreads, etc.).

Level 3 – 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:

TSFR3M

CME Term Secured Overnight Financing Rate 3 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 $108,640,781 or 79.0% of Total Investments.

(b) Floating or variable rate security includes the reference rate and spread, unless 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 $39,848,753 have been pledged as collateral

for reverse repurchase agreements.

(d) Investment, or portion of investment, is hypothecated. The total value of investments hypothecated as of the end of the fiscal period

was $1,536,702.

(e) For fair value measurement disclosure purposes, investment classified as Level 3.

(f) Borrowings as a percentage of Total Investments is 1.8%.

(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 $41,697,886 have been pledged as collateral for borrowings.

(h) Reverse Repurchase Agreements, including accrued interest as a percentage of Total investments is 20.6%.

JLS

Level 1

Level 2

Level 3

Total

Long-Term Investments:

Asset-Backed Securities

$

–

$

40,805,034

$

527,040

$

41,332,074

Mortgage-Backed Securities

–

89,851,964

–

89,851,964

Short-Term Investments:

U.S. Government and Agency Obligations

–

6,360,307

–

6,360,307

Total

$

–

$

137,017,305

$

527,040

$

137,544,345

## 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:** 2025-12-31

- **b. Date as of which information is reported:** 2025-09-30

**Item A.4. Final filing**

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

### Fund Information

**Total Assets:** $110143440.00

**Total Liabilities:** $3797140.00

**Net Assets:** $106346300.00

**Cash Not Reported:** $724.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1164.91000000 | **1-Year:** -2512.54000000 | **5-Year:** -1419.90000000 | **10-Year:** -21419.15000000 | **30-Year:** -10499.36000000

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

- **3-Month:** -2952.97000000 | **1-Year:** -2206.71000000 | **5-Year:** -4449.16000000 | **10-Year:** -4991.90000000 | **30-Year:** -689.58000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.58%                | 0.68%                | 0.38%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $54778.88                | $-267129.24                                |
| Month 2  | $134951.41               | $-158564.35                                |
| Month 3  | $20592.44                | $-287645.04                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| Morgan Stanley Capital I Trust                                  | Morgan Stanley Capital I Trust 2015-MS1                            | CUSIP: 61765DAX6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    222749 | PA      | $215161.50    | 0.20%             | 2048-05-15      | Variable      | 4.29%                 | No            | 2                  | On Loan: No      |
| Morgan Stanley BAML Trust                                       | Morgan Stanley Bank of America Merrill Lynch Trust 2014 C19        | CUSIP: 61764PBZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    388995 | PA      | $377072.60    | 0.35%             | 2047-12-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| GS Mortgage Securities Trust                                    | GS Mortgage Securities Trust 2016-GS4                              | CUSIP: 36251XAY3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   2000000 | PA      | $1825485.20   | 1.72%             | 2049-11-10      | Variable      | 4.03%                 | 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      | $862250.00    | 0.81%             | 2048-02-15      | Fixed         | 3.90%                 | No            | 2                  | On Loan: No      |
| JPMBB Commercial Mortgage Secu                                  | JPMBB Commercial Mortgage Securities Trust 2015-C29                | CUSIP: 46644RBE4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    328807 | PA      | $328089.20    | 0.31%             | 2048-05-15      | Variable      | 4.12%                 | No            | 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        |    342041 | PA      | $319036.97    | 0.30%             | 2036-03-20      | Variable      | 4.94%                 | No            | 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      | $1637775.00   | 1.54%             | 2048-08-10      | Variable      | 3.46%                 | No            | 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        |    167955 | PA      | $116791.18    | 0.11%             | 2037-11-25      | Variable      | 3.27%                 | 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        |   1300000 | PA      | $1215792.50   | 1.14%             | 2048-05-15      | Variable      | 3.99%                 | No            | 2                  | On Loan: No      |
| VIVINT SOLAR FINANCING LLC                                      | Vivint Solar Financing V LLC                                       | CUSIP: 92854VAB1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    629338 | PA      | $610455.10    | 0.57%             | 2048-04-30      | Fixed         | 7.37%                 | 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      | $908653.95    | 0.85%             | 2049-11-10      | Variable      | 4.11%                 | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                                             | COMM 2015-CCRE23 Mortgage Trust                                    | CUSIP: 12593ABF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    513884 | PA      | $499786.50    | 0.47%             | 2048-05-10      | Variable      | 4.35%                 | No            | 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      | $887925.82    | 0.83%             | 2047-02-10      | Variable      | 4.07%                 | No            | 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      | $1162853.89   | 1.09%             | 2049-03-17      | Variable      | 4.85%                 | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                                             | COMM 2015-CCRE25 Mortgage Trust                                    | CUSIP: 12593PBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    249839 | PA      | $247432.89    | 0.23%             | 2048-08-10      | Variable      | 4.49%                 | No            | 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      | $1793034.40   | 1.69%             | 2050-03-15      | Variable      | 3.90%                 | No            | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                                        | Benchmark 2018-B2 Mortgage Trust                                   | CUSIP: 08161CAL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $381989.35    | 0.36%             | 2051-02-15      | Variable      | 4.43%                 | No            | 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      | $1883125.00   | 1.77%             | 2047-09-15      | Variable      | 4.66%                 | No            | 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      | $890718.52    | 0.84%             | 2050-02-10      | Variable      | 4.68%                 | 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      | $1210885.88   | 1.14%             | 2050-09-15      | Variable      | 4.57%                 | Yes           | 2                  | On Loan: No      |
| COMM Mortgage Trust                                             | COMM 2014-CR14 Mortgage Trust                                      | CUSIP: 12630DBB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    395371 | PA      | $384794.66    | 0.36%             | 2047-02-10      | Variable      | 3.79%                 | No            | 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      | $465387.13    | 0.44%             | 2049-08-10      | Variable      | 3.63%                 | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                                             | COMM 2013-LC13 Mortgage Trust                                      | CUSIP: 12626GAT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1458068 | PA      | $1357636.82   | 1.28%             | 2046-08-10      | Variable      | 5.55%                 | Yes           | 2                  | On Loan: No      |
| COMM Mortgage Trust                                             | COMM 2015-CCRE25 Mortgage Trust                                    | CUSIP: 12593PBB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1245000 | PA      | $1175352.83   | 1.11%             | 2048-08-10      | Variable      | 3.77%                 | No            | 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      | $731904.56    | 0.69%             | 2047-05-10      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| Bank                                                            | BANK 2017-BNK6                                                     | CUSIP: 060352AL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $919116.00    | 0.86%             | 2060-07-15      | Variable      | 3.85%                 | No            | 2                  | On Loan: No      |
| Barclays Commercial Mortgage S                                  | BBCMS Trust 2015-SRCH                                              | CUSIP: 05547HAN1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1750000 | PA      | $1652076.65   | 1.55%             | 2035-08-10      | Variable      | 5.12%                 | Yes           | 2                  | On Loan: No      |
| Start Ltd.                                                      | Start II LTD                                                       | CUSIP: 85573LAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |    410771 | PA      | $408454.73    | 0.38%             | 2044-03-15      | Fixed         | 5.09%                 | 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  | -8.44%            |  |  |  | No            | N/A                | On Loan: No      |
| BENCHMARK Mortgage Trust                                        | Benchmark 2019-B14 Mortgage Trust                                  | CUSIP: 08162YAJ1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1100000 | PA      | $772706.88    | 0.73%             | 2062-12-15      | Variable      | 3.90%                 | No            | 2                  | On Loan: No      |
| Natixis Commercial Mortgage Se                                  | Natixis Commercial Mortgage Securities Trust 2019-MILE             | CUSIP: 63875FAG1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    600000 | PA      | $511969.20    | 0.48%             | 2036-07-15      | Variable      | 6.43%                 | Yes           | 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      | $796371.40    | 0.75%             | 2036-07-15      | Variable      | 6.98%                 | 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      | $713015.52    | 0.67%             | 2036-07-15      | Variable      | 8.48%                 | 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      | $839580.00    | 0.79%             | 2048-03-10      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| Flagstar Mortgage Trust                                         | Flagstar Mortgage Trust 2017-2                                     | CUSIP: 33850RBA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     76398 | PA      | $70075.67     | 0.07%             | 2047-10-25      | Variable      | 3.97%                 | Yes           | 2                  | On Loan: No      |
| Capital Automotive Reit                                         | CARS-DB4 LP                                                        | CUSIP: 12510HAH3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    775000 | PA      | $754339.51    | 0.71%             | 2050-02-15      | Fixed         | 4.52%                 | Yes           | 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      | $798173.90    | 0.75%             | 2053-02-15      | Variable      | 3.81%                 | Yes           | 2                  | On Loan: No      |
| Apollo Aviation Securitization                                  | AASET 2020-1 Trust                                                 | CUSIP: 00255UAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    929674 | PA      | $877398.40    | 0.83%             | 2040-01-16      | Fixed         | 6.41%                 | 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      | $23768.57     | 0.02%             | 2052-04-15      | Variable      | 2.84%                 | Yes           | 2                  | On Loan: No      |
| MVW 2020-1 LLC                                                  | MVW 2020-1 LLC                                                     | CUSIP: 55400EAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    105721 | PA      | $105987.76    | 0.10%             | 2037-10-20      | Fixed         | 7.14%                 | 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      | $210000.00    | 0.20%             | 2031-07-15      | Variable      | 5.90%                 | Yes           | 2                  | On Loan: No      |
| HIN Timeshare Trust 2020-A                                      | HIN Timeshare Trust 2020-A                                         | CUSIP: 40439HAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    124517 | PA      | $122826.08    | 0.12%             | 2039-10-09      | Fixed         | 5.50%                 | Yes           | 2                  | On Loan: No      |
| HIN Timeshare Trust 2020-A                                      | HIN Timeshare Trust 2020-A                                         | CUSIP: 40439HAE9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     88941 | PA      | $86050.36     | 0.08%             | 2039-10-09      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| AIR CANADA 2020-2B PTT                                          | Air Canada 2020-2 Class B Pass Through Trust                       | CUSIP: 00909UAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | CA        |    299853 | PA      | $299877.66    | 0.28%             | 2025-10-01      | Fixed         | 9.00%                 | 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        |    460438 | PA      | $431084.92    | 0.41%             | 2046-08-20      | Fixed         | 5.42%                 | 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        |    476250 | PA      | $459252.07    | 0.43%             | 2050-12-20      | Fixed         | 3.98%                 | Yes           | 2                  | On Loan: No      |
| BRITISH AIR 20-1 B PTT                                          | British Airways 2020-1 Class B Pass Through Trust                  | CUSIP: 11042WAA4<br>LEI: 635400FQKDVFBRDDER80 | Long             | ABS-O            | CORP              | US        |    272175 | PA      | $286822.00    | 0.27%             | 2028-11-15      | Fixed         | 8.38%                 | Yes           | 2                  | On Loan: No      |
| Capital Automotive LP                                           | Cars Net Lease Mortgage Notes Series 2020-1                        | CUSIP: 14576AAE2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $1879284.60   | 1.77%             | 2050-12-15      | Fixed         | 4.69%                 | 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      | $705900.00    | 0.66%             | 2036-12-15      | Fixed         | 2.72%                 | Yes           | 2                  | On Loan: No      |
| ACRE COMMERCIAL MORTGAGE TRUST                                  | ACRE Commercial Mortgage 2021-FL4 Ltd                              | CUSIP: 00489TAJ5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1500000 | PA      | $1430791.65   | 1.35%             | 2037-12-18      | Variable      | 7.35%                 | Yes           | 2                  | On Loan: No      |
| Bank                                                            | BANK 2019-BNK21                                                    | CUSIP: 06540BAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $744565.10    | 0.70%             | 2052-10-17      | Fixed         | 2.50%                 | Yes           | 2                  | On Loan: No      |
| DOLP Trust                                                      | DOLP Trust 2021-NYC                                                | CUSIP: 23345LAC3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |  33000000 | PA      | $949276.35    | 0.89%             | 2041-05-10      | Variable      | 0.67%                 | Yes           | 2                  | On Loan: No      |
| Oportun Funding LLC                                             | Oportun Issuance Trust 2021-B                                      | CUSIP: 68377GAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    271263 | PA      | $269050.92    | 0.25%             | 2031-05-08      | Fixed         | 5.41%                 | 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      | $682500.00    | 0.64%             | 2047-06-10      | Variable      | 4.77%                 | Yes           | 2                  | On Loan: No      |
| Cayuga Park CLO, Ltd.                                           | Cayuga Park CLO Ltd                                                | CUSIP: 149790AJ6<br>LEI: 549300SVH2QJEV4A2G21 | Long             | ABS-O            | CORP              | KY        |    250000 | PA      | $251656.50    | 0.24%             | 2034-07-17      | Variable      | 1.00%                 | 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      | $688464.90    | 0.65%             | 2038-07-15      | Variable      | 6.27%                 | 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      | $941476.80    | 0.89%             | 2038-07-15      | Variable      | 5.15%                 | 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      | $115290.00    | 0.11%             | 2037-01-16      | Fixed         | 3.97%                 | 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      | $155347.50    | 0.15%             | 2031-07-15      | Variable      | 6.05%                 | Yes           | 2                  | On Loan: No      |
| CIFC Funding Ltd                                                | CIFC Funding 2020-II Ltd                                           | CUSIP: 12547JAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    385000 | PA      | $386908.83    | 0.36%             | 2034-10-20      | Variable      | 11.09%                | 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      | $368532.96    | 0.35%             | 2032-05-05      | Variable      | 4.60%                 | 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      | $428257.35    | 0.40%             | 2032-05-05      | Variable      | 4.60%                 | Yes           | 2                  | On Loan: No      |
| Oportun Funding LLC                                             | Oportun Issuance Trust 2021-C                                      | CUSIP: 68377WAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    156562 | PA      | $154811.63    | 0.15%             | 2031-10-08      | Fixed         | 5.57%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac - STACR                                             | Freddie Mac STACR REMIC Trust 2021-DNA6                            | CUSIP: 35564KLV9<br>LEI: 5493000ISONLNOUKGB71 | Long             | ABS-CBDO         | CORP              | US        |   2280000 | PA      | $2394839.50   | 2.25%             | 2041-10-25      | Variable      | 11.86%                | 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      | $538127.87    | 0.51%             | 2028-02-20      | Fixed         | 4.08%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac Multifamily                                         | Freddie Mac Multifamily ML Certificates                            | CUSIP: 35833TAB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   7439935 | PA      | $657764.67    | 0.62%             | 2041-07-25      | Variable      | 1.31%                 | No            | 2                  | On Loan: No      |
| Magnetite CLO Ltd                                               | Magnetite XXIII Ltd                                                | CUSIP: 55954RAG5<br>LEI: 549300WG00K34O9YA435 | Long             | ABS-O            | CORP              | KY        |   1125000 | PA      | $1133597.25   | 1.07%             | 2035-01-25      | Variable      | 7.48%                 | 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      | $73132.50     | 0.07%             | 2031-07-15      | Variable      | 6.55%                 | Yes           | 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      | $65782.50     | 0.06%             | 2031-07-15      | Variable      | 7.25%                 | Yes           | 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      | $74459.70     | 0.07%             | 2031-07-15      | Variable      | 8.37%                 | 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      | $647590.94    | 0.61%             | 2041-12-25      | Variable      | 9.86%                 | 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      | $2195017.44   | 2.06%             | 2041-12-25      | Variable      | 10.36%                | 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      | $416049.14    | 0.39%             | 2041-02-12      | Variable      | 0.18%                 | Yes           | 2                  | On Loan: No      |
| Societe Generale SA                                             | Societe Generale SA                                                | CUSIP: 944DFR907<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | FR        | -14118000 | PA      | $-14118000.00 | -13.28%           |  |  |  | No            | N/A                | On Loan: No      |
| GoldenTree Loan Management US                                   | Goldentree Loan Management US CLO 1 Ltd                            | CUSIP: 38138RAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $486329.50    | 0.46%             | 2034-10-20      | Variable      | 12.38%                | 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      | $2409257.69   | 2.27%             | 2042-01-25      | Variable      | 11.46%                | 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        |   1602435 | PA      | $1605316.51   | 1.51%             | 2039-02-15      | Variable      | 8.10%                 | 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      | $4586691.12   | 4.31%             | 2042-02-25      | Variable      | 9.11%                 | 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      | $860334.50    | 0.81%             | 2052-05-15      | Variable      | 4.35%                 | No            | 2                  | On Loan: No      |
| Oportun Funding LLC                                             | Oportun Funding 2022-1 LLC                                         | CUSIP: 68377XAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     26590 | PA      | $26597.08     | 0.03%             | 2029-06-15      | Fixed         | 6.00%                 | 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      | 4.00%                 | 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      | $3451116.50   | 3.25%             | 2042-04-25      | Variable      | 10.22%                | 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      | $3052130.11   | 2.87%             | 2042-04-25      | Variable      | 11.36%                | 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      | $1205972.70   | 1.13%             | 2050-07-15      | Variable      | 4.60%                 | 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        |    213576 | PA      | $209368.79    | 0.20%             | 2045-02-15      | Fixed         | 3.38%                 | 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      | $522600.00    | 0.49%             | 2026-12-06      | Variable      | 11.49%                | Yes           | 2                  | On Loan: No      |
| URSA RE II LTD                                                  | Ursa Re II Ltd                                                     | CUSIP: 91734PAF3<br>LEI: N/A                  | Long             | DBT              | CORP              | BM        |    500000 | PA      | $504200.00    | 0.47%             | 2025-12-06      | Variable      | 10.90%                | Yes           | 2                  | On Loan: No      |
| BONANZA RE LTD                                                  | Bonanza RE Ltd                                                     | CUSIP: 09785EAK7<br>LEI: 5493003F0CXUQ2C83105 | Long             | DBT              | CORP              | BM        |    750000 | PA      | $760875.00    | 0.72%             | 2026-01-08      | Variable      | 12.79%                | 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      | $4336011.20   | 4.08%             | 2043-01-25      | Variable      | 9.91%                 | Yes           | 2                  | On Loan: No      |
| Cologix Data Centers Issuer LL                                  | Cologix Data Centers US Issuer LLC                                 | CUSIP: 19521UAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    250000 | PA      | $247366.53    | 0.23%             | 2051-12-26      | Fixed         | 5.99%                 | 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      | $2186014.80   | 2.06%             | 2043-05-25      | Variable      | 9.71%                 | 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      | $1108421.50   | 1.04%             | 2042-03-25      | Variable      | 14.82%                | Yes           | 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      | $2419339.05   | 2.27%             | 2043-06-25      | Variable      | 9.11%                 | 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      | $3360570.83   | 3.16%             | 2043-07-25      | Variable      | 10.26%                | 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      | $2402600.84   | 2.26%             | 2043-07-25      | Variable      | 9.19%                 | Yes           | 2                  | On Loan: No      |
| Frontier Issuer LLC                                             | Frontier Issuer LLC                                                | CUSIP: 35910EAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1536804.00   | 1.45%             | 2053-08-20      | Fixed         | 8.30%                 | Yes           | 2                  | On Loan: No      |
| Frontier Issuer LLC                                             | Frontier Issuer LLC                                                | CUSIP: 35910EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1563373.80   | 1.47%             | 2053-08-20      | Fixed         | 11.50%                | Yes           | 2                  | On Loan: No      |
| Helios Issuer, LLC                                              | Sunnova Helios XII Issuer LLC                                      | CUSIP: 86745YAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    436470 | PA      | $322902.83    | 0.30%             | 2050-08-22      | Variable      | 6.00%                 | Yes           | 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      | $2458293.32   | 2.31%             | 2042-02-25      | Variable      | 13.79%                | 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      | $2199291.80   | 2.07%             | 2042-06-25      | Variable      | 16.36%                | Yes           | 2                  | On Loan: No      |
| GRACIE POINT INTERNATIONAL FUNDING 2023-2                       | GRACIE POINT INTERNATIONAL FUNDING 2023-2                          | CUSIP: 38410JAC6<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1004645.30   | 0.94%             | 2027-03-01      | Variable      | 9.76%                 | Yes           | 2                  | On Loan: No      |
| OPEN Trust 2023-AIR                                             | OPEN Trust 2023-AIR                                                | CUSIP: 68373BAE1<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |    400000 | PA      | $401597.32    | 0.38%             | 2040-11-15      | Variable      | 9.39%                 | 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      | $3267825.30   | 3.07%             | 2042-04-25      | Variable      | 15.09%                | Yes           | 2                  | On Loan: No      |
| Oportun Issuance Trust 2024-1                                   | Oportun Issuance Trust 2024-1                                      | CUSIP: 68377JAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   2000000 | PA      | $2069464.80   | 1.95%             | 2031-04-08      | Fixed         | 12.07%                | Yes           | 2                  | On Loan: No      |
| Mosaic Solar Loan Trust 2024-1                                  | Mosaic Solar Loan Trust 2024-1                                     | CUSIP: 618937AD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $219595.30    | 0.21%             | 2049-09-20      | Fixed         | 10.00%                | Yes           | 2                  | On Loan: No      |
| Rad CLO 7 Ltd                                                   | Rad CLO 7 Ltd                                                      | CUSIP: 74936GAG3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    750000 | PA      | $751197.00    | 0.71%             | 2036-04-17      | Variable      | 8.47%                 | Yes           | 2                  | On Loan: No      |
| Elmwood CLO 26 Ltd                                              | Elmwood CLO 26 Ltd                                                 | CUSIP: 29004DAA4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1000000 | PA      | $1014544.00   | 0.95%             | 2037-04-18      | Variable      | 10.78%                | Yes           | 2                  | On Loan: No      |
| Gracie Point International Funding 2024-1 LLC                   | Gracie Point International Funding 2024-1 LLC                      | CUSIP: 38410KAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    173000 | PA      | $173647.90    | 0.16%             | 2028-03-01      | Variable      | 11.51%                | Yes           | 2                  | On Loan: No      |
| Hotwire Funding LLC                                             | Hotwire Funding LLC                                                | CUSIP: 44148JAM1<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $785464.95    | 0.74%             | 2054-06-20      | Fixed         | 9.19%                 | 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      | $1004800.00   | 0.94%             | 2039-06-15      | Variable      | 7.39%                 | 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      | $527040.00    | 0.50%             | 2040-09-20      | Fixed         | 0.00%                 | Yes           | 3                  | On Loan: No      |
| ExteNet Issuer LLC                                              | ExteNet Issuer LLC                                                 | CUSIP: 30227XAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $517302.45    | 0.49%             | 2054-07-25      | Fixed         | 9.05%                 | Yes           | 2                  | On Loan: No      |
| Centersquare Issuer LLC                                         | Centersquare Issuer LLC                                            | CUSIP: 15201EAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $980149.60    | 0.92%             | 2054-10-26      | Fixed         | 5.60%                 | 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      | $505862.50    | 0.48%             | 2037-10-20      | Variable      | 11.08%                | 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      | $1017610.00   | 0.96%             | 2031-10-15      | Fixed         | 12.50%                | Yes           | 2                  | On Loan: No      |
| Armor RE II Ltd                                                 | Armor RE II Ltd                                                    | CUSIP: 04227FAF2<br>LEI: 549300X573KDIHEJL317 | Long             | DBT              | CORP              | BM        |    375000 | PA      | $399375.00    | 0.38%             | 2028-01-07      | 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      | $1043682.00   | 0.98%             | 2055-04-20      | Fixed         | 9.02%                 | 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      | $703523.80    | 0.66%             | 2035-04-19      | Variable      | 9.08%                 | Yes           | 2                  | On Loan: No      |
| Zayo Issuer LLC                                                 | Zayo Issuer LLC                                                    | CUSIP: 98919WAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $518659.10    | 0.49%             | 2055-03-20      | Fixed         | 8.66%                 | 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      | $753636.00    | 0.71%             | 2038-04-20      | Variable      | 7.92%                 | Yes           | 2                  | On Loan: No      |
| BANK OF NEW YORK (THE)                                          | Lucid Prime Fund LLC                                               | CUSIP: 956DUU007<br>LEI: 529900MRL9Z13ZCRVD74 | Short            | RA               | CORP              | US        |  -5044000 | PA      | $-5044000.00  | -4.74%            |  |  |  | No            | N/A                | On Loan: No      |
| Residential Reinsurance 2025 Ltd                                | Residential Reinsurance 2025 Ltd                                   | CUSIP: 76091DAC5<br>LEI: N/A                  | Long             | DBT              | CORP              | KY        |    250000 | PA      | $258450.00    | 0.24%             | 2029-06-06      | Variable      | 4.78%                 | 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      | $1051365.30   | 0.99%             | 2055-05-20      | Fixed         | 9.41%                 | 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        |    948827 | PA      | $949061.35    | 0.89%             | 2041-03-15      | Variable      | 8.01%                 | 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      | $1022921.50   | 0.96%             | 2055-07-20      | Fixed         | 9.37%                 | No            | 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      | $351171.45    | 0.33%             | 2038-01-15      | Variable      | 10.32%                | 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      | $1010075.80   | 0.95%             | 2033-05-09      | Fixed         | 9.40%                 | 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      | $1002333.20   | 0.94%             | 2035-06-15      | Variable      | 7.15%                 | Yes           | 2                  | On Loan: No      |
| ARDN 2025-ARCP Mortgage Trust                                   | ARDN 2025-ARCP Mortgage Trust                                      | CUSIP: 039961AJ6<br>LEI: N/A                  | Long             | ABS-MBS          | USGSE             | US        |   1000000 | PA      | $1002419.30   | 0.94%             | 2035-06-15      | Variable      | 8.65%                 | Yes           | 2                  | On Loan: No      |
| Palmer Square CLO 2021-4 Ltd                                    | Palmer Square CLO 2021-4 Ltd                                       | CUSIP: 69702GAG5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $504868.50    | 0.47%             | 2038-07-15      | Variable      | 10.02%                | Yes           | 2                  | On Loan: No      |
| Federal Home Loan Bank Discount Notes                           | Federal Home Loan Bank Discount Notes                              | CUSIP: 313385MU7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |   2452000 | PA      | $2449255.13   | 2.30%             |  |  |  | No            | 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      | $1034876.40   | 0.97%             | 2042-07-13      | Variable      | 8.47%                 | Yes           | 2                  | On Loan: No      |
| Federal Home Loan Bank Discount Notes                           | Federal Home Loan Bank Discount Notes                              | CUSIP: 313385NB8<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    285000 | PA      | $284457.63    | 0.27%             |  |  |  | No            | 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      | $1000888.90   | 0.94%             | 2039-03-15      | Variable      | 9.61%                 | 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      | $503909.00    | 0.47%             | 2038-07-20      | Variable      | 10.62%                | Yes           | 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      | $502159.50    | 0.47%             | 2039-07-20      | Variable      | 9.33%                 | 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      | $380010.00    | 0.36%             | 2038-10-15      | Variable      | 10.28%                | 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      | $507431.50    | 0.48%             | 2055-08-20      | Fixed         | 7.83%                 | Yes           | 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      | $501508.50    | 0.47%             | 2037-10-16      | Variable      | 6.90%                 | 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      | $502358.00    | 0.47%             | 2037-10-16      | Variable      | 9.25%                 | Yes           | 2                  | On Loan: No      |
| Federal Home Loan Bank Discount Notes                           | Federal Home Loan Bank Discount Notes                              | CUSIP: 313385MK9<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |   3627000 | PA      | $3626593.99   | 3.41%             |  |  |  | No            | 2                  | On Loan: No      |
| DK Trust                                                        | DK Trust                                                           | CUSIP: 23292LAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1004164.20   | 0.94%             | 2037-08-15      | Variable      | 7.04%                 | Yes           | 2                  | On Loan: No      |
| Lmrk Issuer Co 2 LLC                                            | Lmrk Issuer Co 2 LLC                                               | CUSIP: 50209AAJ0<br>LEI: 549300TATF7H68SRLE80 | Long             | ABS-MBS          | CORP              | US        |    500000 | PA      | $502193.30    | 0.47%             | 2055-09-15      | Fixed         | 6.20%                 | 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      | $401609.52    | 0.38%             | 2055-09-15      | Fixed         | 8.12%                 | Yes           | 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      | $1001430.00   | 0.94%             | 2036-04-25      | Variable      | 7.02%                 | 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      | $325879.84    | 0.31%             | 2028-08-15      | Variable      | 6.35%                 | 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      | $127111.20    | 0.12%             | 2028-08-15      | Variable      | 7.10%                 | 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      | $100051.04    | 0.09%             | 2028-08-15      | Variable      | 8.85%                 | 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        |   1000000 | PA      | $1000500.00   | 0.94%             | 2039-07-15      | Variable      | 5.87%                 | Yes           | 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      | $1000500.00   | 0.94%             | 2039-07-15      | Variable      | 6.22%                 | 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        |    625000 | PA      | $622597.04    | 0.59%             | 2040-01-25      | Fixed         | 6.91%                 | 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      | $550404.45    | 0.52%             | 2042-02-10      | Variable      | 3.59%                 | Yes           | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2025-09-30

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

**Signature:** Gina Spunder

**Name of Signer:** Gina Spunder

**Title:** Director, Fund Financial Reporting