# EDGAR Filing Document

**Accession Number:** 0001472215
**File Stem:** 0001472215-26-000004
**Filing Date:** 2026-2
**Character Count:** 68537
**Document Hash:** 59e984b8fea2c709a0827fb085be4892
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001472215-26-000004.hdr.sgml**: 20260227

**ACCESSION NUMBER**: 0001472215-26-000004

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20251231

**FILED AS OF DATE**: 20260227

**DATE AS OF CHANGE**: 20260227

**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:** 26693039

**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

## 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:** 2025-12-31

**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:** $108920558.00

**Total Liabilities:** $2975831.00

**Net Assets:** $105944727.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1201.74000000 | **1-Year:** -2262.87000000 | **5-Year:** -1107.22000000 | **10-Year:** -22330.73000000 | **30-Year:** -10431.87000000

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

- **3-Month:** -3112.47000000 | **1-Year:** -2128.27000000 | **5-Year:** -4770.52000000 | **10-Year:** -5396.20000000 | **30-Year:** -777.28000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.69%                | 0.69%                | 0.59%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-537773.22              | $596233.73                                 |
| Month 2  | $31773.13                | $-43837.28                                 |
| Month 3  | $4497.81                 | $-37621.77                                 |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| AIMCO CLO 17 Ltd                                                | AIMCO CLO 17 Ltd                                                   | CUSIP: 00889JAP9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | JE        |    500000 | PA      | $501816.00    | 0.47%             | 2037-07-20      | Variable      | 6.76%                 | 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      | $477866.50    | 0.45%             | 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      | $428804.18    | 0.40%             | 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      | $250524.80    | 0.24%             | 2033-02-25      | Fixed         | 0.00%                 | Yes           | 3                  | On Loan: No      |
| Countrywide Home Loans                                          | CHL Mortgage Pass-Through Trust 2006-HYB1                          | CUSIP: 126694WE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    329056 | PA      | $307073.30    | 0.29%             | 2036-03-20      | Variable      | 4.82%                 | 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      | $817323.40    | 0.77%             | 2036-07-15      | Variable      | 6.58%                 | 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      | $513847.65    | 0.49%             | 2055-08-20      | Fixed         | 7.83%                 | Yes           | 2                  | On Loan: No      |
| Oportun Funding LLC                                             | Oportun Issuance Trust 2021-B                                      | CUSIP: 68377GAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    196321 | PA      | $195012.88    | 0.18%             | 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      | $517450.00    | 0.49%             | 2026-12-06      | Variable      | 11.25%                | 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      | $434395.36    | 0.41%             | 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      | $73139.85     | 0.07%             | 2031-07-15      | Variable      | 6.15%                 | Yes           | 2                  | On Loan: No      |
| Bank                                                            | BANK 2017-BNK6                                                     | CUSIP: 060352AL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $930947.50    | 0.88%             | 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      | $2434390.45   | 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      | $388650.05    | 0.37%             | 2051-02-15      | Variable      | 4.29%                 | No            | 2                  | On Loan: No      |
| Santander Bank Mortgage Credit-Linked Notes Series 2023-MTG1    | Santander Bank Mortgage Credit-Linked Notes Series 2023-MTG1       | CUSIP: 80290CBN3<br>LEI: N/A                  | Long             | ABS-CBDO         | USGSE             | US        |    895441 | PA      | $1005522.23   | 0.95%             | 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      | $695869.30    | 0.66%             | 2035-04-19      | Variable      | 8.63%                 | 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      | $1006639.80   | 0.95%             | 2039-06-15      | Variable      | 6.99%                 | Yes           | 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        |    312890 | PA      | $311387.67    | 0.29%             | 2048-05-15      | Variable      | 4.12%                 | No            | 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      | $99978.69     | 0.09%             | 2028-08-15      | Variable      | 8.52%                 | 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      | $856723.51    | 0.81%             | 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      | $127201.98    | 0.12%             | 2028-08-15      | Variable      | 6.77%                 | Yes           | 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      | $1215817.85   | 1.15%             | 2048-05-15      | Variable      | 3.86%                 | No            | 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      | $133590.00    | 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      | 3.73%                 | Yes           | 2                  | On Loan: No      |
| COMM Mortgage Trust                                             | COMM 2015-CCRE25 Mortgage Trust                                    | CUSIP: 12593PBB7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    831795 | PA      | $805505.31    | 0.76%             | 2048-08-10      | Variable      | 3.77%                 | No            | 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      | $386514.98    | 0.36%             | 2034-10-20      | Variable      | 10.65%                | Yes           | 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      | $504698.05    | 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      | $2172430.36   | 2.05%             | 2042-06-25      | Variable      | 15.87%                | 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      | $730700.69    | 0.69%             | 2050-02-10      | Variable      | 4.57%                 | 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    | 0.82%             | 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      | $759039.50    | 0.72%             | 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      | $1044915.70   | 0.99%             | 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      | $507215.00    | 0.48%             | 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      | $501256.35    | 0.47%             | 2032-05-25      | Fixed         | 0.00%                 | 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      | $493012.00    | 0.47%             | 2037-10-20      | Variable      | 10.63%                | 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      | $210010.50    | 0.20%             | 2031-07-15      | Variable      | 5.50%                 | Yes           | 2                  | On Loan: No      |
| Flexential Issuer LLC                                           | Flexential Issuer LLC                                              | CUSIP: 33938MAK5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $994827.80    | 0.94%             | 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        |   1000000 | PA      | $1004990.00   | 0.95%             | 2039-07-15      | Variable      | 5.87%                 | 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        |   1950275 | PA      | $1996647.20   | 1.88%             | 2031-04-08      | Fixed         | 12.07%                | 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      | $502674.50    | 0.47%             | 2037-10-16      | Variable      | 9.25%                 | 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      | $829038.00    | 0.78%             | 2048-03-10      | Fixed         | 3.00%                 | Yes           | 2                  | On Loan: No      |
| BONANZA RE LTD                                                  | Bonanza RE Ltd                                                     | CUSIP: 09785EAK7<br>LEI: 5493003F0CXUQ2C83105 | Long             | DBT              | CORP              | BM        |    750000 | PA      | $750000.00    | 0.71%             | 2026-01-08      | Variable      | 12.79%                | 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        |    124239 | PA      | $120008.66    | 0.11%             | 2048-05-15      | Variable      | 4.15%                 | No            | 2                  | On Loan: No      |
| Societe Generale SA                                             | Societe Generale SA                                                | CUSIP: 944DFR907<br>LEI: O2RNE8IBXP4R0TD8PU41 | Short            | RA               | CORP              | FR        | -12094000 | PA      | $-12094000.00 | -11.42%           |  |  |  | No            | N/A                | On Loan: No      |
| Apollo Aviation Securitization                                  | AASET 2020-1 Trust                                                 | CUSIP: 00255UAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    893692 | PA      | $875818.40    | 0.83%             | 2040-01-16      | Fixed         | 6.41%                 | 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      | $502452.50    | 0.47%             | 2038-07-15      | Variable      | 9.65%                 | 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      | $1094089.20   | 1.03%             | 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      | $1829937.60   | 1.73%             | 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      | $750770.70    | 0.71%             | 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      | $372792.08    | 0.35%             | 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      | $1159915.75   | 1.09%             | 2049-03-17      | Variable      | 4.71%                 | No            | 2                  | On Loan: No      |
| Magnetite CLO Ltd                                               | Magnetite XXIII Ltd                                                | CUSIP: 55954RAG5<br>LEI: 549300WG00K34O9YA435 | Long             | ABS-O            | CORP              | KY        |   1125000 | PA      | $1130856.75   | 1.07%             | 2035-01-25      | Variable      | 7.48%                 | Yes           | 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      | $788810.33    | 0.74%             | 2062-12-15      | Variable      | 3.77%                 | 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      | $1003507.00   | 0.95%             | 2036-04-25      | Variable      | 7.02%                 | 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      | $4311284.80   | 4.07%             | 2043-01-25      | Variable      | 9.42%                 | Yes           | 2                  | On Loan: No      |
| Hotwire Funding LLC                                             | Hotwire Funding LLC                                                | CUSIP: 44148JAM1<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $778304.40    | 0.73%             | 2054-06-20      | Fixed         | 9.19%                 | Yes           | 2                  | On Loan: No      |
| Federal Home Loan Bank Discount Notes                           | Federal Home Loan Bank Discount Notes                              | CUSIP: 313385TA4<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |   2145000 | PA      | $2135758.63   | 2.02%             |  |  |  | No            | 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      | $542005.81    | 0.51%             | 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      | $2165050.40   | 2.04%             | 2043-05-25      | Variable      | 9.22%                 | 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      | $2381518.37   | 2.25%             | 2041-10-25      | Variable      | 11.37%                | 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      | $1869391.60   | 1.76%             | 2049-11-10      | Variable      | 3.91%                 | No            | 2                  | On Loan: No      |
| Federal Home Loan Bank Discount Notes                           | Federal Home Loan Bank Discount Notes                              | CUSIP: 313385RM0<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    541000 | PA      | $540630.77    | 0.51%             |  |  |  | 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      | $1011493.00   | 0.95%             | 2039-07-15      | Variable      | 6.22%                 | 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      | $1612956.44   | 1.52%             | 2039-02-15      | Variable      | 7.70%                 | 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      | $944929.30    | 0.89%             | 2038-07-15      | Variable      | 4.75%                 | 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      | $502889.50    | 0.47%             | 2039-07-20      | Variable      | 8.88%                 | 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      | $1003488.40   | 0.95%             | 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      | $257350.00    | 0.24%             | 2029-06-06      | Variable      | 4.78%                 | Yes           | 2                  | On Loan: No      |
| DK Trust                                                        | DK Trust                                                           | CUSIP: 23292LAG7<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $1005243.00   | 0.95%             | 2037-08-15      | Variable      | 6.63%                 | 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      | $23774.84     | 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      | $531507.68    | 0.50%             | 2042-02-10      | Variable      | 3.59%                 | 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      | $2410960.05   | 2.28%             | 2043-06-25      | Variable      | 8.62%                 | Yes           | 2                  | On Loan: No      |
| Helios Issuer, LLC                                              | Sunnova Helios XII Issuer LLC                                      | CUSIP: 86745YAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    430875 | PA      | $316321.57    | 0.30%             | 2050-08-22      | Variable      | 6.00%                 | 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      | $2403700.49   | 2.27%             | 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      | $1004032.40   | 0.95%             | 2035-06-15      | Variable      | 6.75%                 | 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      | $1655325.00   | 1.56%             | 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      | $999900.00    | 0.94%             | 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      | $1030000.00   | 0.97%             | 2031-10-15      | Fixed         | 12.50%                | 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      | $402462.00    | 0.38%             | 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      | $4575663.84   | 4.32%             | 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      | $854724.20    | 0.81%             | 2052-05-15      | Variable      | 4.35%                 | No            | 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      | $173303.60    | 0.16%             | 2028-03-01      | Variable      | 11.34%                | 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      | $74469.07     | 0.07%             | 2031-07-15      | Variable      | 7.97%                 | 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      | $646606.25    | 0.61%             | 2041-12-25      | Variable      | 9.37%                 | 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      | $1041964.60   | 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      | $911829.60    | 0.86%             | 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      | $3028070.20   | 2.86%             | 2042-04-25      | Variable      | 10.87%                | Yes           | 2                  | On Loan: No      |
| ExteNet Issuer LLC                                              | ExteNet Issuer LLC                                                 | CUSIP: 30227XAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $517487.40    | 0.49%             | 2054-07-25      | Fixed         | 9.05%                 | Yes           | 2                  | On Loan: No      |
| MVW 2020-1 LLC                                                  | MVW 2020-1 LLC                                                     | CUSIP: 55400EAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     95764 | PA      | $95963.11     | 0.09%             | 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      | $732594.35    | 0.69%             | 2036-07-15      | Variable      | 8.08%                 | 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        |    450704 | PA      | $396418.36    | 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      | $1231199.25   | 1.16%             | 2050-07-15      | Variable      | 4.45%                 | Yes           | 2                  | On Loan: No      |
| Frontier Issuer LLC                                             | Frontier Issuer LLC                                                | CUSIP: 35910EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1544266.05   | 1.46%             | 2053-08-20      | Fixed         | 11.50%                | Yes           | 2                  | On Loan: No      |
| Bonanza RE Ltd                                                  | Bonanza RE Ltd                                                     | CUSIP: 09785EAR2<br>LEI: 5493003F0CXUQ2C83105 | Long             | DBT              | CORP              | BM        |    250000 | PA      | $209750.00    | 0.20%             | 2027-01-08      | Variable      | 3.61%                 | Yes           | 2                  | On Loan: No      |
| Federal Home Loan Bank Discount Notes                           | Federal Home Loan Bank Discount Notes                              | CUSIP: 313385RG3<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    681000 | PA      | $680867.21    | 0.64%             |  |  |  | No            | 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      | $915443.10    | 0.86%             | 2049-11-10      | Variable      | 3.97%                 | No            | 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      | $1011682.00   | 0.95%             | 2037-04-18      | Variable      | 10.33%                | 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      | $1349752.63   | 1.27%             | 2046-08-10      | Variable      | 5.37%                 | 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      | $753714.00    | 0.71%             | 2038-10-17      | Variable      | 9.42%                 | 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      | $1896336.20   | 1.79%             | 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      | $751452.75    | 0.71%             | 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      | $503771.50    | 0.48%             | 2038-07-20      | Variable      | 10.18%                | 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      | $345270.45    | 0.33%             | 2038-01-15      | Variable      | 9.90%                 | Yes           | 2                  | On Loan: No      |
| BANK OF NEW YORK (THE)                                          | Lucid Prime Fund LLC                                               | CUSIP: 956DUU007<br>LEI: 529900MRL9Z13ZCRVD74 | Short            | RA               | CORP              | US        |  -7068000 | PA      | $-7068000.00  | -6.67%            |  |  |  | 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      | $501505.50    | 0.47%             | 2039-01-22      | Variable      | 8.52%                 | 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      | $893266.30    | 0.84%             | 2047-02-10      | Variable      | 3.96%                 | 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      | $502291.00    | 0.47%             | 2037-10-16      | Variable      | 6.90%                 | 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      | $699414.10    | 0.66%             | 2038-07-15      | Variable      | 5.87%                 | 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      | $1002652.40   | 0.95%             | 2027-03-01      | Variable      | 9.60%                 | Yes           | 2                  | On Loan: No      |
| Start Ltd.                                                      | Start II LTD                                                       | CUSIP: 85573LAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |    375329 | PA      | $374628.72    | 0.35%             | 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        |    166022 | PA      | $115032.31    | 0.11%             | 2037-11-25      | Variable      | 3.24%                 | 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      | $65789.85     | 0.06%             | 2031-07-15      | Variable      | 6.85%                 | 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      | $1887941.60   | 1.78%             | 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      | $518551.20    | 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        |    475000 | PA      | $459644.15    | 0.43%             | 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      | $3435851.90   | 3.24%             | 2042-04-25      | Variable      | 10.22%                | 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      | $715000.00    | 0.67%             | 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      | $2177644.14   | 2.06%             | 2041-12-25      | Variable      | 9.87%                 | 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      | $3368645.95   | 3.18%             | 2043-07-25      | Variable      | 9.77%                 | Yes           | 2                  | On Loan: No      |
| Armor RE II Ltd                                                 | Armor RE II Ltd                                                    | CUSIP: 04227FAF2<br>LEI: 549300X573KDIHEJL317 | Long             | DBT              | CORP              | BM        |    375000 | PA      | $396000.00    | 0.37%             | 2028-01-07      | 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        |    485487 | PA      | $486576.32    | 0.46%             | 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      | $1059651.20   | 1.00%             | 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      | $808725.40    | 0.76%             | 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        |    205857 | PA      | $202502.06    | 0.19%             | 2045-02-15      | Fixed         | 3.38%                 | Yes           | 2                  | On Loan: No      |
| Frontier Issuer LLC                                             | Frontier Issuer LLC                                                | CUSIP: 35910EAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1525981.65   | 1.44%             | 2053-08-20      | Fixed         | 8.30%                 | 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      | $1055868.80   | 1.00%             | 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        |    552530 | PA      | $551810.11    | 0.52%             | 2040-01-25      | Fixed         | 6.91%                 | 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      | $701535.00    | 0.66%             | 2047-06-10      | Variable      | 4.77%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac Discount Notes                                      | Freddie Mac Discount Notes                                         | CUSIP: 313397RL7<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | STIV             | USGSE             | US        |     45000 | PA      | $44973.68     | 0.04%             |  |  |  | No            | 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      | $502577.75    | 0.47%             | 2037-10-15      | Variable      | 7.85%                 | 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      | $481795.17    | 0.45%             | 2049-08-10      | Variable      | 3.63%                 | No            | 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      | $2391417.53   | 2.26%             | 2042-01-25      | Variable      | 10.97%                | Yes           | 2                  | On Loan: No      |
| Oportun Funding LLC                                             | Oportun Issuance Trust 2021-C                                      | CUSIP: 68377WAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    119091 | PA      | $117957.08    | 0.11%             | 2031-10-08      | Fixed         | 5.57%                 | 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      | $376133.63    | 0.36%             | 2038-10-15      | Variable      | 10.28%                | 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      | $1004061.70   | 0.95%             | 2035-06-15      | Variable      | 8.25%                 | 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      | $731919.22    | 0.69%             | 2047-05-10      | Fixed         | 4.38%                 | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                                             | COMM 2015-CCRE23 Mortgage Trust                                    | CUSIP: 12593ABF1<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    142329 | PA      | $138521.61    | 0.13%             | 2048-05-10      | Variable      | 4.19%                 | 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      | $1277292.16   | 1.21%             | 2050-09-15      | Variable      | 4.42%                 | 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      | $1007880.90   | 0.95%             | 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      | $155359.05    | 0.15%             | 2031-07-15      | Variable      | 5.65%                 | 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      | $1436515.80   | 1.36%             | 2037-12-18      | Variable      | 6.95%                 | Yes           | 2                  | On Loan: No      |
| Centersquare Issuer LLC                                         | Centersquare Issuer LLC                                            | CUSIP: 15201EAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $979864.00    | 0.92%             | 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      | $495925.95    | 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        |   7411158 | PA      | $651366.68    | 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        |    393695 | PA      | $385467.09    | 0.36%             | 2047-02-10      | Variable      | 3.79%                 | 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      | $518894.04    | 0.49%             | 2036-07-15      | Variable      | 6.43%                 | 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      | $325013.59    | 0.31%             | 2028-08-15      | Variable      | 6.02%                 | Yes           | 2                  | On Loan: No      |
| Federal Home Loan Bank Discount Notes                           | Federal Home Loan Bank Discount Notes                              | CUSIP: 313385RS7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    214000 | PA      | $213749.62    | 0.20%             |  |  |  | No            | 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      | $3238365.00   | 3.06%             | 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      | $385303.65    | 0.36%             | 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  | -8.47%            |  |  |  | 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      | $1665761.83   | 1.57%             | 2035-08-10      | Variable      | 4.96%                 | Yes           | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2025-12-31

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

**Signature:** Gina Spunder

**Name of Signer:** Gina Spunder

**Title:** Director, Fund Financial Reporting