# EDGAR Filing Document

**Accession Number:** 0001472215
**File Stem:** 0001752724-25-209873
**Filing Date:** 2025-8
**Character Count:** 68157
**Document Hash:** 3f4aadcf1b2d077a80f060d7dc698edd
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-25-209873.hdr.sgml**: 20250828

**ACCESSION NUMBER**: 0001752724-25-209873

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 1

**CONFORMED PERIOD OF REPORT**: 20250630

**FILED AS OF DATE**: 20250828

**DATE AS OF CHANGE**: 20250828

**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:** 251267628

**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:** 2025-06-30

**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:** $112458640.00

**Total Liabilities:** $5259476.00

**Net Assets:** $107199164.00

**Delayed Delivery Securities:** $1499812.00

**Currency Risk Metrics (dv01):**

- 

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

- **3-Month:** -1169.54000000 | **1-Year:** -3032.36000000 | **5-Year:** -1887.97000000 | **10-Year:** -20887.63000000 | **30-Year:** -10969.91000000

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

- **3-Month:** -2789.13000000 | **1-Year:** -2630.79000000 | **5-Year:** -4505.35000000 | **10-Year:** -4867.60000000 | **30-Year:** -576.16000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | 0.43%                | 1.21%                | 1.77%                |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $-4526.13                | $-323991.50                                |
| Month 2  | $-116504.68              | $729884.68                                 |
| Month 3  | $-711099.58              | $1841688.53                                |

### 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   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|:---|:---|
| GoldenTree Loan Management US                                   | GoldentTree Loan Management US CLO 1 Ltd                           | CUSIP: 38138RAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    500000 | PA      | $486301.50    | 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        |    629338 | PA      | $600169.39    | 0.56%             | 2048-04-30      | Fixed         | 7.37%                 | Yes           | 2                  | On Loan: No      |
| Countrywide Home Loans                                          | CHL Mortgage Pass-Through Trust 2006-HYB1                          | CUSIP: 126694WE4<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |    346492 | PA      | $322868.35    | 0.30%             | 2036-03-20      | Variable      | 4.96%                 | 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      | $787075.40    | 0.73%             | 2036-07-15      | Variable      | 7.14%                 | Yes           | 2                  | On Loan: No      |
| Oportun Funding LLC                                             | Oportun Funding 2022-1 LLC                                         | CUSIP: 68377XAC3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |     84850 | PA      | $84875.08     | 0.08%             | 2029-06-15      | Fixed         | 6.00%                 | Yes           | 2                  | On Loan: No      |
| Oportun Funding LLC                                             | Oportun Issuance Trust 2021-B                                      | CUSIP: 68377GAD8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    364311 | PA      | $359896.53    | 0.34%             | 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      | $516000.00    | 0.48%             | 2026-12-06      | Variable      | 11.98%                | 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        |    290017 | PA      | $305672.25    | 0.29%             | 2028-11-15      | Fixed         | 8.38%                 | 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      | $421909.64    | 0.39%             | 2032-05-05      | Variable      | 4.60%                 | 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      | $73419.15     | 0.07%             | 2031-07-15      | Variable      | 6.71%                 | Yes           | 2                  | On Loan: No      |
| Bank                                                            | BANK 2017-BNK6                                                     | CUSIP: 060352AL5<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $917414.60    | 0.86%             | 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      | $2481355.61   | 2.31%             | 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      | $401385.30    | 0.37%             | 2051-02-15      | Variable      | 4.45%                 | No            | 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      | $690122.30    | 0.64%             | 2035-04-19      | Variable      | 9.02%                 | 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      | $997154.70    | 0.93%             | 2039-06-15      | Variable      | 7.55%                 | 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        |    605689 | PA      | $601949.29    | 0.56%             | 2048-05-15      | Variable      | 4.12%                 | No            | 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      | $950964.89    | 0.89%             | 2041-03-15      | Variable      | 8.01%                 | 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      | $1261827.32   | 1.18%             | 2048-05-15      | Variable      | 4.04%                 | 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      | $115293.66    | 0.11%             | 2037-01-16      | Fixed         | 3.97%                 | 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        |    101013 | PA      | $96913.52     | 0.09%             | 2039-10-09      | Fixed         | 6.50%                 | Yes           | 2                  | On Loan: No      |
| HESTIA RE LTD                                                   | Hestia Re Ltd                                                      | CUSIP: 42815KAA0<br>LEI: 549300QRKQ1ZKOXEMZ38 | Long             | DBT              | CORP              | BM        |      7143 | PA      | $2857.14      | 0.00%             | 2029-04-22      | Variable      | 14.37%                | 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      | $1170042.41   | 1.09%             | 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      | $386907.29    | 0.36%             | 2034-10-20      | Variable      | 11.03%                | Yes           | 2                  | On Loan: No      |
| Flagstar Mortgage Trust                                         | Flagstar Mortgage Trust 2017-2                                     | CUSIP: 33850RBA9<br>LEI: N/A                  | Long             | ABS-CBDO         | CORP              | US        |     77620 | PA      | $71036.43     | 0.07%             | 2047-10-25      | Variable      | 3.98%                 | 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      | $2225983.00   | 2.08%             | 2042-06-25      | Variable      | 16.31%                | 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      | $925198.42    | 0.86%             | 2050-02-10      | Variable      | 4.68%                 | 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      | $863105.00    | 0.81%             | 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      | $748571.26    | 0.70%             | 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      | $1045678.90   | 0.98%             | 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      | $542290.00    | 0.51%             | 2040-09-20      | Fixed         | 0.00%                 | Yes           | 3                  | On Loan: No      |
| VR Funding LLC                                                  | VR Funding LLC                                                     | CUSIP: 91835CAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    182339 | PA      | $179734.24    | 0.17%             | 2050-11-15      | Fixed         | 6.42%                 | 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      | $496662.50    | 0.46%             | 2037-10-20      | Variable      | 11.02%                | 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      | $210514.50    | 0.20%             | 2031-07-15      | Variable      | 6.06%                 | Yes           | 2                  | On Loan: No      |
| Federal Home Loan Bank Discount Notes                           | Federal Home Loan Bank Discount Notes                              | CUSIP: 313385JG2<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |   2509000 | PA      | $2503768.74   | 2.34%             |  |  |  | No            | 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      | $2082264.80   | 1.94%             | 2031-04-08      | Fixed         | 12.07%                | 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      | $301808.62    | 0.28%             | 2025-10-01      | Fixed         | 9.00%                 | 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      | $962430.00    | 0.90%             | 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      | $751950.00    | 0.70%             | 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        |    226295 | PA      | $217697.35    | 0.20%             | 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        | -14118000 | PA      | $-14118000.00 | -13.17%           |  |  |  | No            | N/A                | On Loan: No      |
| Apollo Aviation Securitization                                  | AASET 2020-1 Trust                                                 | CUSIP: 00255UAC9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1083147 | PA      | $1016694.59   | 0.95%             | 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      | $502500.00    | 0.47%             | 2038-07-15      | Variable      | 0.00%                 | 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      | $1120442.40   | 1.05%             | 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      | $1756145.80   | 1.64%             | 2050-03-15      | Variable      | 3.90%                 | No            | 2                  | On Loan: No      |
| CIFC Funding Ltd                                                | CIFC Funding 2022-IV Ltd                                           | CUSIP: 12567WAJ8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    750000 | PA      | $751349.25    | 0.70%             | 2035-07-16      | Variable      | 7.81%                 | Yes           | 2                  | On Loan: No      |
| Bank                                                            | BANK 2019-BNK21                                                    | CUSIP: 06540BAJ8<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1000000 | PA      | $731903.40    | 0.68%             | 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      | $364052.84    | 0.34%             | 2032-05-05      | Variable      | 4.60%                 | 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      | $1135563.01   | 1.06%             | 2049-03-17      | Variable      | 4.85%                 | No            | 2                  | On Loan: No      |
| Magnetite CLO Ltd                                               | Magnetite XXIII Ltd                                                | CUSIP: 55954RAG5<br>LEI: 549300WG00K34O9YA435 | Long             | ABS-O            | CORP              | KY        |   1125000 | PA      | $1127977.88   | 1.05%             | 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      | $842516.62    | 0.79%             | 2062-12-15      | Variable      | 3.89%                 | No            | 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      | $4368108.80   | 4.07%             | 2043-01-25      | Variable      | 9.86%                 | Yes           | 2                  | On Loan: No      |
| Hotwire Funding LLC                                             | Hotwire Funding LLC                                                | CUSIP: 44148JAM1<br>LEI: 254900ZCO90MCT7Y9348 | Long             | ABS-O            | CORP              | US        |    750000 | PA      | $788118.15    | 0.74%             | 2054-06-20      | Fixed         | 9.19%                 | Yes           | 2                  | On Loan: No      |
| KKR CLO 49 Ltd                                                  | KKR CLO 49 Ltd                                                     | CUSIP: 481940AG9<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    420000 | PA      | $415816.80    | 0.39%             | 2037-10-20      | Variable      | 11.09%                | 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      | $531515.88    | 0.50%             | 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      | $2189435.80   | 2.04%             | 2043-05-25      | Variable      | 9.66%                 | Yes           | 2                  | On Loan: No      |
| Ziply Fiber Issuer LLC                                          | Ziply Fiber Issuer LLC                                             | CUSIP: 98979QAC7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $522728.85    | 0.49%             | 2054-04-20      | Fixed         | 7.81%                 | 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      | $2424369.83   | 2.26%             | 2041-10-25      | Variable      | 11.81%                | 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      | $1785981.00   | 1.67%             | 2049-11-10      | Variable      | 4.07%                 | No            | 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      | $1608240.95   | 1.50%             | 2039-02-15      | Variable      | 8.26%                 | 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      | $946394.90    | 0.88%             | 2038-07-15      | Variable      | 5.31%                 | 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      | $623183.00    | 0.58%             | 2049-09-20      | Fixed         | 10.00%                | 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      | $1002592.20   | 0.94%             | 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      | $249425.00    | 0.23%             | 2029-06-06      | Variable      | 4.78%                 | Yes           | 2                  | On Loan: No      |
| TCW CLO 2021-2, Ltd.                                            | TCW CLO 2021-2 Ltd                                                 | CUSIP: 87301QAA3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1000000 | PA      | $994965.00    | 0.93%             | 2034-07-25      | Variable      | 11.75%                | 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        |     23977 | PA      | $23818.75     | 0.02%             | 2052-04-15      | Variable      | 2.84%                 | 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      | $507100.00    | 0.47%             | 2025-12-06      | Variable      | 11.29%                | 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      | $2429672.63   | 2.27%             | 2043-06-25      | Variable      | 9.06%                 | Yes           | 2                  | On Loan: No      |
| Helios Issuer, LLC                                              | Sunnova Helios XII Issuer LLC                                      | CUSIP: 86745YAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    442580 | PA      | $265209.33    | 0.25%             | 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      | $2412411.91   | 2.25%             | 2043-07-25      | Variable      | 9.19%                 | 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      | $241785.55    | 0.23%             | 2051-12-26      | Fixed         | 5.99%                 | 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      | $1003696.80   | 0.94%             | 2035-06-15      | Variable      | 7.30%                 | 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      | $1633721.94   | 1.52%             | 2048-08-10      | Variable      | 3.46%                 | No            | 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      | $977500.00    | 0.91%             | 2031-10-15      | Fixed         | 12.50%                | 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      | $4612321.12   | 4.30%             | 2042-02-25      | Variable      | 9.06%                 | 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      | $837751.80    | 0.78%             | 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      | $173137.22    | 0.16%             | 2028-03-01      | Variable      | 11.57%                | 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      | $75012.29     | 0.07%             | 2031-07-15      | Variable      | 8.53%                 | 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      | $651829.81    | 0.61%             | 2041-12-25      | Variable      | 9.81%                 | Yes           | 2                  | On Loan: No      |
| Ziply Fiber Issuer LLC                                          | Ziply Fiber Issuer LLC                                             | CUSIP: 98979QAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1076710.80   | 1.00%             | 2054-04-20      | Fixed         | 11.17%                | 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      | $1027746.30   | 0.96%             | 2042-07-15      | 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      | $986167.05    | 0.92%             | 2041-05-10      | Variable      | 0.67%                 | 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        |    141419 | PA      | $137656.76    | 0.13%             | 2039-10-09      | Fixed         | 5.50%                 | 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      | $3075880.18   | 2.87%             | 2042-04-25      | Variable      | 11.31%                | Yes           | 2                  | On Loan: No      |
| ExteNet Issuer LLC                                              | ExteNet Issuer LLC                                                 | CUSIP: 30227XAL5<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $524768.10    | 0.49%             | 2054-07-25      | Fixed         | 9.05%                 | Yes           | 2                  | On Loan: No      |
| Freddie Mac Discount Notes                                      | Freddie Mac Discount Notes                                         | CUSIP: 313397HX2<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | STIV             | USGSE             | US        |   1011000 | PA      | $1009946.03   | 0.94%             |  |  |  | No            | 2                  | On Loan: No      |
| MVW 2020-1 LLC                                                  | MVW 2020-1 LLC                                                     | CUSIP: 55400EAD1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    116886 | PA      | $115993.54    | 0.11%             | 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      | $702740.96    | 0.66%             | 2036-07-15      | Variable      | 8.64%                 | 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        |    497442 | PA      | $463314.83    | 0.43%             | 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      | $1150608.30   | 1.07%             | 2050-07-15      | Variable      | 4.60%                 | Yes           | 2                  | On Loan: No      |
| Frontier Issuer LLC                                             | Frontier Issuer LLC                                                | CUSIP: 35910EAC8<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1577687.25   | 1.47%             | 2053-08-20      | Fixed         | 11.50%                | 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      | $910726.20    | 0.85%             | 2049-11-10      | Variable      | 4.11%                 | 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      | $1018114.00   | 0.95%             | 2037-04-18      | Variable      | 10.72%                | Yes           | 2                  | On Loan: No      |
| COMM Mortgage Trust                                             | COMM 2013-LC13 Mortgage Trust                                      | CUSIP: 12626GAT0<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1471597 | PA      | $1350017.09   | 1.26%             | 2046-08-10      | Variable      | 5.55%                 | Yes           | 2                  | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                              | MetroNet Infrastructure Issuer LLC                                 | CUSIP: 59170JAJ7<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1073662.20   | 1.00%             | 2054-04-20      | Fixed         | 10.86%                | Yes           | 2                  | On Loan: No      |
| Sixth Street CLO LTD.                                           | Sixth Street CLO XIX Ltd                                           | CUSIP: 83011MAA2<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |   1000000 | PA      | $1005888.00   | 0.94%             | 2034-07-20      | Variable      | 6.04%                 | 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      | $1863071.80   | 1.74%             | 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      | $752278.50    | 0.70%             | 2038-04-20      | Variable      | 7.92%                 | 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      | $350609.35    | 0.33%             | 2038-01-15      | Variable      | 10.26%                | Yes           | 2                  | On Loan: No      |
| Lucid Prime Fund LLC                                            | Lucid Prime Fund LLC                                               | CUSIP: 956DUU007<br>LEI: 529900MRL9Z13ZCRVD74 | Short            | RA               | CORP              | US        |  -5044000 | PA      | $-5044000.00  | -4.71%            |  |  |  | No            | N/A                | On Loan: No      |
| COMM Mortgage Trust                                             | COMM 2014-CCRE15 Mortgage Trust                                    | CUSIP: 12591RBF6<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    925000 | PA      | $884673.70    | 0.83%             | 2047-02-10      | Variable      | 4.07%                 | No            | 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      | $719352.60    | 0.67%             | 2038-07-15      | Variable      | 6.43%                 | Yes           | 2                  | On Loan: No      |
| COMM Mortgage Trust                                             | COMM 2015-CCRE25 Mortgage Trust                                    | CUSIP: 12593PBA9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    892000 | PA      | $873170.50    | 0.81%             | 2048-08-10      | Variable      | 4.69%                 | No            | 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      | $1007414.00   | 0.94%             | 2027-03-01      | Variable      | 9.75%                 | Yes           | 2                  | On Loan: No      |
| Start Ltd.                                                      | Start II LTD                                                       | CUSIP: 85573LAB7<br>LEI: N/A                  | Long             | ABS-O            | CORP              | BM        |    458993 | PA      | $454498.53    | 0.42%             | 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        |    172073 | PA      | $120248.70    | 0.11%             | 2037-11-25      | Variable      | 3.37%                 | 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      | $66142.65     | 0.06%             | 2031-07-15      | Variable      | 7.41%                 | 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      | $1848844.00   | 1.72%             | 2047-09-15      | Variable      | 4.66%                 | 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        |    478356 | PA      | $463894.99    | 0.43%             | 2047-12-15      | Fixed         | 4.00%                 | No            | 2                  | On Loan: No      |
| Zayo Issuer LLC                                                 | Zayo Issuer LLC                                                    | CUSIP: 98919WAE3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    500000 | PA      | $513092.10    | 0.48%             | 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        |    477500 | PA      | $454092.85    | 0.42%             | 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      | $3477176.95   | 3.24%             | 2042-04-25      | Variable      | 10.22%                | Yes           | 2                  | On Loan: No      |
| BENCHMARK Mortgage Trust                                        | Benchmark 2020-B18 Mortgage Trust                                  | CUSIP: 08163ABR3<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1500000 | PA      | $1483073.70   | 1.38%             | 2053-07-15      | Fixed         | 4.14%                 | Yes           | 2                  | On Loan: No      |
| Palmer Square CLO Ltd                                           | Palmer Square CLO Ltd                                              | CUSIP: 69689RAA1<br>LEI: N/A                  | Long             | ABS-O            | CORP              | KY        |    625000 | PA      | $626653.75    | 0.58%             | 2035-04-20      | Variable      | 10.62%                | 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      | $701400.00    | 0.65%             | 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      | $2206296.96   | 2.06%             | 2041-12-25      | Variable      | 10.31%                | 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      | $3320913.67   | 3.10%             | 2043-07-25      | Variable      | 10.21%                | Yes           | 2                  | On Loan: No      |
| Armor RE II Ltd                                                 | Armor RE II Ltd                                                    | CUSIP: 04227FAF2<br>LEI: 549300X573KDIHEJL317 | Long             | DBT              | CORP              | BM        |    375000 | PA      | $375112.50    | 0.35%             | 2028-01-07      | Variable      | 0.00%                 | Yes           | 2                  | On Loan: No      |
| MetroNet Infrastructure Issuer LLC                              | MetroNet Infrastructure Issuer LLC                                 | CUSIP: 59170JAQ1<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $1023603.90   | 0.95%             | 2055-07-20      | Fixed         | 9.37%                 | No            | 2                  | On Loan: No      |
| Freddie Mac Discount Notes                                      | Freddie Mac Discount Notes                                         | CUSIP: 313397HP9<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | STIV             | USGSE             | US        |    674000 | PA      | $673921.93    | 0.63%             |  |  |  | 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      | $847684.70    | 0.79%             | 2053-02-15      | Variable      | 3.81%                 | 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        |    221296 | PA      | $215770.10    | 0.20%             | 2045-02-15      | Fixed         | 3.38%                 | 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      | $401688.96    | 0.37%             | 2040-11-15      | Variable      | 9.55%                 | Yes           | 2                  | On Loan: No      |
| Frontier Issuer LLC                                             | Frontier Issuer LLC                                                | CUSIP: 35910EAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1500000 | PA      | $1548240.15   | 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      | $1032341.30   | 0.96%             | 2055-04-20      | Fixed         | 9.12%                 | Yes           | 2                  | On Loan: No      |
| Federal Home Loan Bank Discount Notes                           | Federal Home Loan Bank Discount Notes                              | CUSIP: 313385JE7<br>LEI: 2549001DPIFGXC1TOL40 | Long             | STIV             | USGSE             | US        |    330000 | PA      | $329388.40    | 0.31%             |  |  |  | No            | 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      | $645000.00    | 0.60%             | 2047-06-10      | Variable      | 4.77%                 | Yes           | 2                  | On Loan: No      |
| Fannie Mae Discount Notes                                       | Fannie Mae Discount Notes                                          | CUSIP: 313589JE4<br>LEI: B1V7KEBTPIMZEU4LTD58 | Long             | STIV             | USGSE             | US        |   1000000 | PA      | $998146.67    | 0.93%             |  |  |  | No            | 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      | $751188.75    | 0.70%             | 2036-04-17      | Variable      | 8.43%                 | 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      | $571629.40    | 0.53%             | 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      | $2422761.01   | 2.26%             | 2042-01-25      | Variable      | 11.41%                | Yes           | 2                  | On Loan: No      |
| Oportun Funding LLC                                             | Oportun Issuance Trust 2021-C                                      | CUSIP: 68377WAD3<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    201350 | PA      | $198144.46    | 0.18%             | 2031-10-08      | Fixed         | 5.57%                 | 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      | $1004552.40   | 0.94%             | 2035-06-15      | Variable      | 8.80%                 | 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      | $251256.25    | 0.23%             | 2034-07-17      | Variable      | 1.00%                 | Yes           | 2                  | On Loan: No      |
| COMM Mortgage Trust                                             | COMM 2014-CCRE17 Mortgage Trust                                    | CUSIP: 12631DBE2<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    755772 | PA      | $730036.03    | 0.68%             | 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        |    872393 | PA      | $847823.54    | 0.79%             | 2048-05-10      | Variable      | 4.36%                 | 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      | $1155657.54   | 1.08%             | 2050-09-15      | Variable      | 4.57%                 | 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      | $996676.70    | 0.93%             | 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      | $155682.45    | 0.15%             | 2031-07-15      | Variable      | 6.21%                 | 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      | $1434861.83   | 1.34%             | 2037-12-18      | Variable      | 7.53%                 | Yes           | 2                  | On Loan: No      |
| MetroNet Infrastructure Issuer                                  | MetroNet Infrastructure Issuer LLC                                 | CUSIP: 59170DAB7<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $130122.38    | 0.12%             | 2053-04-20      | Fixed         | 8.01%                 | Yes           | 2                  | On Loan: No      |
| Centersquare Issuer LLC                                         | Centersquare Issuer LLC                                            | CUSIP: 15201EAB0<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |   1000000 | PA      | $973083.40    | 0.91%             | 2054-10-26      | Fixed         | 5.60%                 | Yes           | 2                  | On Loan: No      |
| JP Morgan Chase Commercial Mor                                  | JPMCC Commercial Mortgage Securities Trust 2017-JP6                | CUSIP: 48128KAZ4<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |   1930000 | PA      | $1580958.15   | 1.47%             | 2050-07-15      | Variable      | 3.85%                 | No            | 2                  | On Loan: No      |
| MetroNet Infrastructure Issuer                                  | MetroNet Infrastructure Issuer LLC                                 | CUSIP: 59170DAC5<br>LEI: 5493000BIROCAEATAQ61 | Long             | ABS-O            | CORP              | US        |    125000 | PA      | $133501.49    | 0.12%             | 2053-04-20      | Fixed         | 10.85%                | Yes           | 2                  | On Loan: No      |
| Freddie Mac Multifamily                                         | Freddie Mac Multifamily ML Certificates                            | CUSIP: 35833TAB1<br>LEI: S6XOOCT0IEG5ABCC6L87 | Long             | ABS-MBS          | MUN               | US        |   7467859 | PA      | $663892.63    | 0.62%             | 2041-07-25      | Variable      | 1.30%                 | No            | 2                  | On Loan: No      |
| COMM Mortgage Trust                                             | COMM 2014-CR14 Mortgage Trust                                      | CUSIP: 12630DBB9<br>LEI: N/A                  | Long             | ABS-MBS          | CORP              | US        |    645450 | PA      | $622017.21    | 0.58%             | 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      | $506391.66    | 0.47%             | 2036-07-15      | Variable      | 6.59%                 | Yes           | 2                  | On Loan: No      |
| Affirm Asset Securitization Trust 2023-B                        | Affirm Asset Securitization Trust 2023-B                           | CUSIP: 00792FAK4<br>LEI: N/A                  | Long             | ABS-O            | CORP              | US        |    515000 | PA      | $519610.49    | 0.48%             | 2028-09-15      | Fixed         | 11.32%                | 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      | $3294759.98   | 3.07%             | 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      | $456225.45    | 0.43%             | 2041-02-12      | Variable      | 0.18%                 | 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  | -8.37%            |  |  |  | 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      | $1640300.20   | 1.53%             | 2035-08-10      | Variable      | 5.12%                 | Yes           | 2                  | On Loan: No      |

### Signature

**Date Signed:** 2025-06-30

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

**Signature:** Gina Spunder

**Name of Signer:** Gina Spunder

**Title:** Director, Fund Financial Reporting