1

Nuveen

Mortgage

and

Income

Fund

Portfolio

of

Investments

March

31,

2023

(Unaudited)

JLS

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

LONG-TERM

INVESTMENTS

-

139.9%  

(99.3%

of

Total

Investments) 

X104,002,979.00

MORTGAGE-BACKED

SECURITIES

-

101.1%

(71.7%

of

Total

Investments)

X

104,002,979

$

1,500

ACRE

Commercial

Mortgage

2021-FL4

Ltd,

(1-Month

LIBOR

reference

rate

+

2.600%

spread),

2021

FL4,

144A(3),(4)

7.361%

12/18/37

N/R

$

1,434,474

500

Alen

2021-ACEN

Mortgage

Trust,

(3-Month

LIBOR

reference

rate

+

4.000%

spread),

2021

ACEN,

144A(3)

8.684%

4/15/34

BB-

362,319

1,000

Angel

Oak

Mortgage

Trust

2019-5,

2019

5,

144A

3.957%

10/25/49

BB+

855,396

1,000

BANK

2017-BNK6,

2017

BNK6(4)

3.851%

7/15/60

A

838,209

1,000

BANK

2019-BNK21,

2019

BN21,

144A

2.500%

10/17/52

BBB

600,297

1,000

BBCMS

Mortgage

Trust

2020-C6,

2020

C6,

144A

3.688%

2/15/53

N/R

752,869

1,500

Benchmark

2020-B18

Mortgage

Trust,

2020

B18,

144A(4)

4.139%

7/15/53

B-

1,289,693

845

CD

2016-CD1

Mortgage

Trust,

2016

CD1(4)

3.631%

8/10/49

A-

665,681

1,500

CD

2016-CD2

Mortgage

Trust,

2016

CD2

3.980%

11/10/49

A-

1,213,930

1,978

CD

2017-CD3

Mortgage

Trust,

2017

CD3(4)

4.546%

2/10/50

BBB

1,292,186

25

CF

2020-P1

Mortgage

Trust,

2020

P1,

144A

2.840%

4/15/25

N/R

23,543

672

CFK

Trust

2019-FAX,

2019

FAX,

144A

4.637%

1/15/39

N/R

582,914

462

CHL

Mortgage

Pass-Through

Trust

2006-HYB1,

2006

HYB1

3.696%

3/20/36

Caa3

399,006

1,500

COMM

2013-LC13

Mortgage

Trust,

2013

LC13,

144A(4)

5.255%

8/10/46

BB-

1,404,404

925

COMM

2014-CCRE15

Mortgage

Trust,

2014

CR15(4)

4.672%

2/10/47

A2

818,155

700

COMM

2014-CCRE15

Mortgage

Trust,

2014

CR15,

144A

4.672%

2/10/47

Baa2

605,844

1,000

COMM

2014-CCRE17

Mortgage

Trust,

2014

CR17

4.377%

5/10/47

AA-

914,716

1,794

COMM

2014-CCRE19

Mortgage

Trust,

2014

CR19,

144A(4)

4.697%

8/10/47

BBB-

1,553,575

1,000

Comm

2014-UBS2

Mortgage

Trust,

2014

UBS2(4)

4.947%

3/10/47

Baa1

934,703

1,500

COMM

2014-UBS3

Mortgage

Trust,

2014

UBS3,

144A(4)

4.767%

6/10/47

N/R

1,047,855

1,400

COMM

2015-CCRE22

Mortgage

Trust,

2015

CR22,

144A

3.000%

3/10/48

BB-

998,508

2,000

COMM

2015-CCRE23

Mortgage

Trust,

2015

CR23(4)

4.295%

5/10/48

N/R

1,635,023

1,800

COMM

2015-CCRE24

Mortgage

Trust,

2015

CR24(4)

3.463%

8/10/48

BBB-

1,446,361

800

COMM

2015-CCRE25

Mortgage

Trust,

2015

CR25(4)

4.518%

8/10/48

A-

726,842

1,245

COMM

2015-CCRE25

Mortgage

Trust,

2015

CR25

3.768%

8/10/48

BB

952,655

3,000

Connecticut

Avenue

Securities

Trust

2021-R01,

(SOFR30A

reference

rate

+

6.000%

spread),

2021

R01,

144A(3)

10.560%

10/25/41

N/R

2,743,459

2,030

Connecticut

Avenue

Securities

Trust

2021-R01,

(SOFR30A

reference

rate

+

3.100%

spread),

2021

R01,

144A(3)

7.660%

10/25/41

BB-

1,918,781

625

Connecticut

Avenue

Securities

Trust

2021-R03,

(SOFR30A

reference

rate

+

5.500%

spread),

2021

R03,

144A(3)

10.060%

12/25/41

N/R

557,111

2,100

Connecticut

Avenue

Securities

Trust

2022-R01,

(SOFR30A

reference

rate

+

6.000%

spread),

2022

R01,

144A(3)

10.560%

12/25/41

N/R

1,896,139

2,300

Connecticut

Avenue

Securities

Trust

2022-R01,

(SOFR30A

reference

rate

+

3.150%

spread),

2022

R01,

144A(3),(4)

7.710%

12/25/41

BB

2,138,934

3,000

Connecticut

Avenue

Securities

Trust

2022-R02,

(SOFR30A

reference

rate

+

4.500%

spread),

2022

R02,

144A(3),(4)

9.060%

1/25/42

B+

2,861,234

3,000

Connecticut

Avenue

Securities

Trust

2022-R03,

(SOFR30A

reference

rate

+

6.250%

spread),

2022

R03,

144A(3)

6.349%

3/25/42

BB-

3,101,336

1,000

Connecticut

Avenue

Securities

Trust

2022-R03,

(SOFR30A

reference

rate

+

3.500%

spread),

2022

R03,

144A(3),(4)

8.060%

3/25/42

BBB-

1,007,646

Nuveen

Mortgage

and

Income

Fund

(continued)

Portfolio

of

Investments

March

31,

2023

(Unaudited)

2

JLS

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

X104,002,979.00

MORTGAGE-BACKED

SECURITIES

(continued)

$

200

Connecticut

Avenue

Securities

Trust

2022-R04,

(SOFR30A

reference

rate

+

3.100%

spread),

2022

R04,

144A(3)

7.660%

3/25/42

BBB-

$

198,398

2,900

Connecticut

Avenue

Securities

Trust

2022-R05,

(SOFR30A

reference

rate

+

7.000%

spread),

2022

R05,

144A(3)

11.560%

4/25/42

B3

2,849,693

460

Connecticut

Avenue

Securities

Trust

2022-R06,

(SOFR30A

reference

rate

+

3.850%

spread),

2022

R06,

144A(3),(4)

8.410%

5/25/42

BBB-

467,624

960

Connecticut

Avenue

Securities

Trust

2022-R07,

(SOFR30A

reference

rate

+

6.800%

spread),

2022

R07,

144A(3)

11.368%

6/25/42

BB-

1,011,858

1,500

Connecticut

Avenue

Securities

Trust

2022-R08,

(SOFR30A

reference

rate

+

5.600%

spread),

2022

R08,

144A(3),(4)

9.528%

7/25/42

BB-

1,514,340

33,000

DOLP

Trust

2021-NYC,

2021

NYC,

(I/O),

144A

0.665%

5/10/41

A-

1,311,605

3,000

Fannie

Mae

Connecticut

Avenue

Securities,

(SOFR30A

reference

rate

+

3.300%

spread),

2021

R02,

144A(3)

7.860%

11/25/41

B+

2,831,042

655

FARM

21-1

Mortgage

Trust,

2021

1,

144A

3.237%

7/25/51

N/R

447,143

87

Flagstar

Mortgage

Trust

2017-2,

2017

2,

144A

4.035%

10/25/47

Aa2

77,472

7,694

Freddie

Mac

Multifamily

ML

Certificates,

2021

ML12,

(I/O)

1.223%

7/25/41

AA+

790,180

2,275

Freddie

Mac

STACR

REMIC

Trust

2021-DNA6,

(SOFR30A

reference

rate

+

3.400%

spread),

2021

DNA6,

144A(3)

7.960%

10/25/41

BB-

2,138,207

2,000

Freddie

Mac

STACR

REMIC

Trust

2021-DNA6,

(SOFR30A

reference

rate

+

7.500%

spread),

2021

DNA6,

144A(3)

12.060%

10/25/41

N/R

1,863,358

3,000

Freddie

Mac

STACR

REMIC

Trust

2022-DNA1,

(SOFR30A

reference

rate

+

3.400%

spread),

2022

DNA1,

144A(3),(4)

7.960%

1/25/42

B+

2,732,952

1,000

Freddie

Mac

STACR

REMIC

Trust

2022-DNA1,

(SOFR30A

reference

rate

+

7.100%

spread),

2022

DNA1,

144A(3)

11.660%

1/25/42

N/R

870,154

1,270

Freddie

Mac

STACR

REMIC

Trust

2022-DNA2,

(SOFR30A

reference

rate

+

3.750%

spread),

2022

DNA2,

144A(3),(4)

8.310%

2/25/42

BB

1,225,893

4,900

Freddie

Mac

STACR

REMIC

Trust

2022-DNA2,

(SOFR30A

reference

rate

+

4.750%

spread),

2022

DNA2,

144A(3)

9.310%

2/25/42

B+

4,674,852

3,750

Freddie

Mac

STACR

REMIC

Trust

2022-DNA3,

(SOFR30A

reference

rate

+

5.650%

spread),

2022

DNA3,

144A(3),(4)

8.647%

4/25/42

B+

3,665,954

790

Freddie

Mac

STACR

REMIC

Trust

2022-DNA3,

(SOFR30A

reference

rate

+

4.350%

spread),

2022

DNA3,

144A(3)

8.910%

4/25/42

BB

777,445

123

Freddie

Mac

Strips,

(1-Month

LIBOR

reference

rate

+

5.920%

spread),

2014

327,

(I/O)(3)

1.236%

3/15/44

N/R

11,910

1,000

Freddie

Mac

Structured

Agency

Credit

Risk

Debt

Notes,

(SOFR30A

reference

rate

+

4.000%

spread),

2022

HQA2,

144A(3),(4)

8.560%

7/25/42

Baa3

998,333

7,715

Government

National

Mortgage

Association,

(SOFR30A

reference

rate

+

6.250%

spread),

2020

133,

(I/O)(3),(4)

1.691%

9/20/50

N/R

1,069,833

1,500

GS

Mortgage

Securities

Corp

Trust

2017-SLP,

2017

SLP,

144A

4.599%

10/10/32

B

1,401,229

892

GS

Mortgage

Securities

Corp

Trust

2018-TWR,

(1-Month

LIBOR

reference

rate

+

4.175%

spread),

2018

TWR,

144A(3)

8.859%

7/15/31

N/R

535,200

700

GS

Mortgage

Securities

Corp

Trust

2018-TWR,

(1-Month

LIBOR

reference

rate

+

3.050%

spread),

2018

TWR,

144A(3)

7.734%

7/15/31

CCC

486,500

700

GS

Mortgage

Securities

Corp

Trust

2018-TWR,

(1-Month

LIBOR

reference

rate

+

2.350%

spread),

2018

TWR,

144A(3)

7.034%

7/15/31

B

513,800

1,000

GS

Mortgage

Securities

Corp

Trust

2018-TWR,

(1-Month

LIBOR

reference

rate

+

1.700%

spread),

2018

TWR,

144A(3)

6.384%

7/15/31

BBB

819,500

3

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

X104,002,979.00

MORTGAGE-BACKED

SECURITIES

(continued)

$

1,100

GS

Mortgage

Securities

Corp

Trust

2018-TWR,

(1-Month

LIBOR

reference

rate

+

1.850%

spread),

2018

TWR,

144A(3)

6.534%

7/15/31

BB

$

838,750

1,400

GS

Mortgage

Securities

Corp

Trust

2021-ARDN,

(1-Month

LIBOR

reference

rate

+

3.350%

spread),

2021

ARDN,

144A(3)

8.034%

11/15/36

N/R

1,327,072

2,000

GS

Mortgage

Securities

Trust

2016-GS4,

2016

GS4(4)

3.954%

11/10/49

A-

1,658,170

1,000

Hudson

Yards

2019-55HY

Mortgage

Trust,

2019

55HY,

144A

2.943%

12/10/41

N/R

634,180

441

JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust

2019-ICON

UES,

2019

UES,

144A

4.452%

5/05/32

BB-

409,533

377

JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust

2019-ICON

UES,

2019

UES,

144A

4.452%

5/05/32

BBB-

352,994

366

JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust

2020-NNN,

2020

NNN,

144A

3.972%

1/16/37

N/R

298,281

875

JP

Morgan

Mortgage

Trust

2018-6,

2018

6,

144A

3.893%

12/25/48

Baa3

734,064

2,000

JPMBB

Commercial

Mortgage

Securities

Trust

2014-

C22,

2014

C22(4)

4.548%

9/15/47

BBB

1,760,257

1,000

JPMBB

Commercial

Mortgage

Securities

Trust

2015-

C27,

2015

C27(4)

3.898%

2/15/48

N/R

939,704

760

JPMBB

Commercial

Mortgage

Securities

Trust

2015-

C29,

2015

C29(4)

4.118%

5/15/48

AA-

698,682

1,189

JPMBB

Commercial

Mortgage

Securities

Trust

2016-C1,

2016

C1(4)

4.737%

3/17/49

A-

1,079,266

2,000

JPMCC

Commercial

Mortgage

Securities

Trust

2017-JP5,

2017

JP5(4)

3.762%

3/15/50

A-

1,548,829

1,930

JPMCC

Commercial

Mortgage

Securities

Trust

2017-JP6,

2017

JP6(4)

3.708%

7/15/50

A-

1,542,886

1,500

JPMCC

Commercial

Mortgage

Securities

Trust

2017-JP6,

2017

JP6,

144A

4.458%

7/15/50

BBB+

1,146,906

1,849

JPMCC

Commercial

Mortgage

Securities

Trust

2017-JP7,

2017

JP7,

144A(4)

4.383%

9/15/50

BBB

1,305,598

1,098

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

2014

C19,

2014

C19(4)

4.000%

12/15/47

N/R

992,495

226

Morgan

Stanley

Capital

I

Trust

2015-MS1,

2015

MS1

4.024%

5/15/48

N/R

209,531

187

Morgan

Stanley

Mortgage

Loan

Trust

2007-15AR,

2007

15AR

3.036%

11/25/37

D

120,156

1,000

MRCD

2019-MARK

Mortgage

Trust,

2019

PARK,

144A

2.718%

12/15/36

N/R

857,086

750

MSCG

Trust

2015-ALDR,

2015

ALDR,

144A

3.462%

6/07/35

A-

645,432

250

MSCG

Trust

2015-ALDR,

2015

ALDR,

144A

3.462%

6/07/35

BBB-

206,717

1,050

Natixis

Commercial

Mortgage

Securities

Trust

2019-

MILE,

(1-Month

LIBOR

reference

rate

+

4.329%

spread),

2019

MILE,

144A(3)

9.157%

7/15/36

N/R

940,946

1,000

Natixis

Commercial

Mortgage

Securities

Trust

2019-

MILE,

(1-Month

LIBOR

reference

rate

+

2.829%

spread),

2019

MILE,

144A(3)

7.657%

7/15/36

N/R

901,444

1,000

PKHL

Commercial

Mortgage

Trust

2021-MF,

(1-Month

LIBOR

reference

rate

+

2.000%

spread),

2021

MF,

144A(3),(4)

6.685%

7/15/38

BBB

920,864

40,180

SLG

Office

Trust

2021-OVA,

2021

OVA,

144A

0.258%

7/15/41

AA-

638,701

1,668

SMR

2022-IND

Mortgage

Trust,

(TSFR1M

reference

rate

+

3.950%

spread),

2022

IND,

144A(3),(4)

8.777%

2/15/39

Baa3

1,548,372

1,500

Spruce

Hill

Mortgage

Loan

Trust

2020-SH1,

2020

SH1,

144A

3.827%

1/28/50

BBB

1,310,030

127,100

SUMIT

2022-BVUE

Mortgage

Trust,

2022

BVUE,

(I/O),

144A

0.082%

2/12/41

A1

739,747

623

UBS-Barclays

Commercial

Mortgage

Trust

2013-C5,

2013

C5,

144A(4)

3.649%

3/10/46

A2

606,376

1,500

VNDO

Trust

2016-350P,

2016

350P,

144A

3.903%

1/10/35

B

1,150,963

1,300

Wells

Fargo

Commercial

Mortgage

Trust

2015-NXS1,

2015

NXS1(4)

4.149%

5/15/48

BBB-

1,080,674

Total

Mortgage-Backed

Securities

(cost

$116,068,938)

104,002,979

Nuveen

Mortgage

and

Income

Fund

(continued)

Portfolio

of

Investments

March

31,

2023

(Unaudited)

4

JLS

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

X39,962,892.00

ASSET-BACKED

SECURITIES

-

38.8%

(27.6%

of

Total

Investments)

X

39,962,892

$

1,121

AASET

2020-1

Trust,

2020

1A,

144A(5)

6.413%

1/16/40

B

$

11

1,500

Adams

Outdoor

Advertising

LP,

2018

1,

144A

7.356%

11/15/48

BB

1,355,389

855

Adams

Outdoor

Advertising

LP,

2018

1,

144A

4.810%

11/15/48

A

816,645

750

Affirm

Asset

Securitization

Trust

2021-B,

2021

B,

144A

2.540%

8/17/26

N/R

667,385

936

Air

Canada

2020-2

Class

A

Pass

Through

Trust,

2020

A,

144A(4)

5.250%

4/01/29

A

911,408

807

Air

Canada

2020-2

Class

B

Pass

Through

Trust,

2020

A,

144A(4)

9.000%

10/01/25

BBB

820,061

1,300

Avis

Budget

Rental

Car

Funding

AESOP

LLC,

2021

2A,

144A

4.080%

2/20/28

Ba1

1,070,141

297

Bojangles

Issuer

LLC,

2020

1A,

144A

3.832%

10/20/50

N/R

270,618

500

Bonanza

RE

Ltd,

(3-Month

U.S.

Treasury

Bill

reference

rate

+

4.870%

spread),

2020

A,

144A(3)

9.557%

12/23/24

N/R

427,500

250

Bonanza

RE

Ltd,

(3-Month

U.S.

Treasury

Bill

reference

rate

+

5.750%

spread),

144A(3)

10.440%

3/16/25

N/R

205,950

250

Bonanza

RE

Ltd,

144A(3)

4.555%

1/08/24

N/R

202,050

750

Bonanza

RE

Ltd,

(3-Month

U.S.

Treasury

Bill

reference

rate

+

8.250%

spread),

144A(3)

12.787%

1/08/26

N/R

749,100

528

British

Airways

2020-1

Class

A

Pass

Through

Trust,

144A(4)

4.250%

11/15/32

A

493,208

450

British

Airways

2020-1

Class

B

Pass

Through

Trust,

2020

A,

144A(4)

8.375%

11/15/28

A-

460,850

550

Caelus

Re

VI

Ltd,

(3-Month

U.S.

Treasury

Bill

reference

rate

+

5.380%

spread),

2020

A,

144A(3)

10.070%

6/07/23

N/R

541,090

2,000

Cars

Net

Lease

Mortgage

Notes

Series

2020-1,

2020

1A,

144A

4.690%

12/15/50

BBB

1,759,192

775

CARS-DB4

LP,

2020

1A,

144A

4.520%

2/15/50

BBB

698,884

2

Carvana

Auto

Receivables

Trust

2021-P2,

2021

P2,

144A

0.000%

5/10/28

N/R

797,500

250

Cayuga

Park

CLO

Ltd,

(3-Month

LIBOR

reference

rate

+

6.000%

spread),

2020

1A,

144A(3)

1.000%

7/17/34

BB-

221,363

385

CIFC

Funding

2020-II

Ltd,

(3-Month

LIBOR

reference

rate

+

6.500%

spread),

2020

2A,

144A(3)

11.308%

10/20/34

BB-

351,731

375

CIFC

Funding

2022-II

Ltd,

(TSFR3M

reference

rate

+

7.000%

spread),

2022

2A,

144A(3)

11.633%

4/19/35

Ba3

347,139

750

CIFC

Funding

2022-IV

Ltd,

(SOFR

reference

rate

+

3.550%

spread),

2022

4A,

144A(3)

8.208%

7/16/35

BBB-

703,048

250

Citrus

Re

Ltd,

(3-Month

U.S.

Treasury

Bill

reference

rate

+

5.100%

spread),

144A(3)

5.100%

6/07/25

N/R

237,500

250

Cologix

Data

Centers

US

Issuer

LLC,

2021

1A,

144A

5.990%

12/26/51

N/R

211,811

993

EWC

Master

Issuer

LLC,

2022

1A,

144A

5.500%

3/15/52

N/R

900,701

479

FOCUS

Brands

Funding

LLC,

2018

1,

144A

5.184%

10/30/48

BBB

451,692

500

Goldentree

Loan

Opportunities

IX

Ltd,

(3-Month

LIBOR

reference

rate

+

5.660%

spread),

2014

9A,

144A(3)

10.462%

10/29/29

BB-

454,605

500

GoldentTree

Loan

Management

US

CLO

1

Ltd,

(3-Month

LIBOR

reference

rate

+

7.500%

spread),

2021

11A,

144A(3)

8.563%

10/20/34

B-

397,490

375

GRACIE

POINT

INTERNATIONAL

FUNDING

2021-1,

(1-Month

LIBOR

reference

rate

+

2.400%

spread),

2021

1A,

144A(3)

7.062%

11/01/23

N/R

374,484

489

Hardee's

Funding

LLC,

2020

1A,

144A

3.981%

12/20/50

BBB

424,977

500

Hertz

Vehicle

Financing

III

LLC,

2022

1A,

144A

4.850%

6/25/26

Ba2

456,473

250

Hestia

Re

Ltd,

(1-Month

U.S.

Treasury

Bill

reference

rate

+

9.500%

spread),

144A(3)

14.192%

4/22/25

N/R

200,000

213

HIN

Timeshare

Trust

2020-A,

2020

A,

144A

6.500%

10/09/39

B

198,786

299

HIN

Timeshare

Trust

2020-A,

2020

A,

144A

5.500%

10/09/39

BB

277,820

643

Jack

in

the

Box

Funding

LLC,

2019

1A,

144A

4.476%

8/25/49

BBB

602,829

639

Jonah

Energy

Abs

I

LLC,

2022

1,

144A

7.200%

11/20/37

A-

631,836

349

LUNAR

AIRCRAFT

2020-1

LTD,

2020

1A,

144A

3.376%

2/15/45

BBB

302,266

500

Madison

Park

Funding

XXXVI

Ltd,

(TSFR3M

reference

rate

+

5.460%

spread),

2019

36A,

144A(3)

5.764%

4/15/35

BBB-

489,706

1,125

Magnetite

XXIII

Ltd,

(3-Month

LIBOR

reference

rate

+

6.300%

spread),

2019

23A,

144A(3)

7.484%

1/25/35

BB-

1,028,663

5

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

X39,962,892.00

ASSET-BACKED

SECURITIES

(continued)

$

250

Matterhorn

Re

Ltd,

(SOFR

reference

rate

+

5.250%

spread),

144A(3)

5.889%

3/24/25

N/R

$

219,825

500

Mercury

Financial

Credit

Card

Master

Trust,

2022

3A,

144A

10.680%

6/21/27

N/R

498,421

500

Mercury

Financial

Credit

Card

Master

Trust,

2023

1A,

144A

9.590%

9/20/27

N/R

495,567

500

Mercury

Financial

Credit

Card

Master

Trust,

2023

1A,

144A

8.040%

9/20/27

N/R

500,178

125

MetroNet

Infrastructure

Issuer

LLC,

2023

1A,

144A

10.850%

4/20/53

N/R

125,000

125

MetroNet

Infrastructure

Issuer

LLC,

2023

1A,

144A

8.010%

4/20/53

N/R

123,411

1,630

Mexico

Remittances

Funding

Fiduciary

Estate

Management

Sarl,

144A

4.875%

1/15/28

BB+

1,458,850

1,308

Mosaic

Solar

Loan

Trust

2019-2,

2019

2A,

144A

0.000%

9/20/40

N/R

555,379

888

Mosaic

Solar

Loan

Trust

2020-1,

2020

1A,

144A

0.000%

4/20/46

N/R

629,021

930

Mosaic

Solar

Loan

Trust

2020-2,

2020

2A,

144A

5.420%

8/20/46

N/R

863,359

265

MVW

2020-1

LLC,

2020

1A,

144A

7.140%

10/20/37

BB

253,956

571

MVW

2020-1

LLC,

2020

1A,

144A

4.210%

10/20/37

BBB

540,306

500

Oportun

Funding

2022-1

LLC,

2022

1,

144A

6.000%

6/15/29

N/R

481,385

500

Oportun

Funding

XIV

LLC,

2021

A,

144A

5.400%

3/08/28

N/R

466,508

1,000

Oportun

Issuance

Trust

2021-B,

2021

B,

144A

5.410%

5/08/31

N/R

854,730

350

Oportun

Issuance

Trust

2021-C,

2021

C,

144A

5.570%

10/08/31

N/R

296,714

925

Palmer

Square

CLO

2023-1

Ltd,

(TSFR3M

reference

rate

+

5.300%

spread),

2023

1A,

144A(3)

10.027%

1/20/36

BBB-

912,344

625

Palmer

Square

CLO

Ltd,

(TSFR3M

reference

rate

+

6.350%

spread),

2022

1A,

144A(3)

10.989%

4/20/35

Ba3

569,926

250

Purchasing

Power

Funding

2021-A

LLC,

2021

A,

144A

4.370%

10/15/25

N/R

232,798

1,158

Purewest

Funding

LLC,

2021

1,

144A

4.091%

12/22/36

A-

1,104,753

2

Putnam

RE

PTE

Ltd,

144A(5)

10.184%

6/07/24

N/R

0

400

Residential

Reinsurance

2020

Ltd,

(3-Month

U.S.

Treasury

Bill

reference

rate

+

6.180%

spread),

2020

A,

144A(3)

6.510%

12/06/24

N/R

381,120

500

Residential

Reinsurance

2022

Ltd,

(3-Month

U.S.

Treasury

Bill

reference

rate

+

7.000%

spread),

144A(3)

11.684%

12/06/26

N/R

498,100

500

SD

Re

Ltd,

(3-Month

U.S.

Treasury

Bill

reference

rate

+

9.250%

spread),

144A(3)

13.932%

11/19/24

N/R

480,500

653

SERVPRO

Master

Issuer

LLC,

2019

1A,

144A

3.882%

10/25/49

BBB-

596,164

574

Sesac

Finance

LLC,

2019

1,

144A

5.216%

7/25/49

N/R

539,531

57

Sierra

Timeshare

2019-3

Receivables

Funding

LLC,

2019

3A,

144A

4.180%

8/20/36

BB

53,841

345

Sierra

Timeshare

2020-2

Receivables

Funding

LLC,

2020

2A,

144A

6.590%

7/20/37

BB

331,595

1,000

Sixth

Street

CLO

XIX

Ltd,

(3-Month

LIBOR

reference

rate

+

5.900%

spread),

2021

19A,

144A(3)

6.035%

7/20/34

BB-

926,166

490

Start

II

LTD,

2019

1,

144A

5.095%

3/15/44

BB

380,373

1,000

TCW

CLO

2021-2

Ltd,

(3-Month

LIBOR

reference

rate

+

6.860%

spread),

2021

2A,

144A(3)

6.985%

7/25/34

BB-

895,630

500

Ursa

Re

II

Ltd,

(3-Month

U.S.

Treasury

Bill

reference

rate

+

7.000%

spread),

144A(3)

11.684%

12/06/25

N/R

502,950

1,266

Vivint

Solar

Financing

V

LLC,

2018

1A,

144A

7.370%

4/30/48

N/R

1,174,406

Nuveen

Mortgage

and

Income

Fund

(continued)

Portfolio

of

Investments

March

31,

2023

(Unaudited)

6

JLS

Part

F

of

Form

N-PORT

was

prepared

in

accordance

with

U.S.

generally

accepted

accounting

principles

(“U.S.

GAAP”)

and

in

conformity

with

the

applicable

rules

and

regulations

of

the

U.S.

Securities

and

Exchange

Commission

(“SEC”)

related

to

interim

filings.

Part

F

of

Form

N-PORT

does

not

include

all

information

and

footnotes

required

by

U.S.

GAAP

for

complete

financial

statements.

Certain

footnote

disclosures

normally

included

in

financial

statements

prepared

in

accordance

with

U.S.

GAAP

have

been

condensed

or

omitted

from

this

report

pursuant

to

the

rules

of

the

SEC.

For

a

full

set

of

the

Fund’s

notes

to

financial

statements,

please

refer

to

the

Fund’s

most

recently

filed

annual

or

semi-annual

report.

Fair

Value

Measurements

The

Fund’s

investments

in

securities

are

recorded

at

their

estimated

fair

value

utilizing

valuation

methods

approved

by

the

Board

of

Directors/

Trustees.

Fair

value

is

defined

as

the

price

that

would

be

received

upon

selling

an

investment

or

transferring

a

liability

in

an

orderly

transaction

to

an

independent

buyer

in

the

principal

or

most

advantageous

market

for

the

investment.

U.S.

GAAP

establishes

the

three-tier

hierarchy

which

is

used

to

maximize

the

use

of

observable

market

data

and

minimize

the

use

of

unobservable

inputs

and

to

establish

classification

of

fair

value

measurements

for

disclosure

purposes.

Observable

inputs

reflect

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Observable

inputs

are

based

on

market

data

obtained

from

sources

independent

of

the

reporting

entity.

Unobservable

inputs

reflect

management’s

assumptions

about

the

assumptions

market

participants

would

use

in

pricing

the

asset

or

liability.

Unobservable

inputs

are

based

on

the

best

information

available

in

the

circumstances.

The

following

is

a

summary

of

the

three-tiered

hierarchy

of

valuation

input

levels.

Level

1

–

Inputs

are

unadjusted

and

prices

are

determined

using

quoted

prices

in

active

markets

for

identical

securities.

Level

2

–

Prices

are

determined

using

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

credit

spreads,

etc.).

Level

3

–

Prices

are

determined

using

significant

unobservable

inputs

(including

management’s

assumptions

in

determining

the

fair

value

of

investments).

The

following

table

summarizes

the

market

value

of

the

Fund's

investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

them:

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

X39,962,892.00

ASSET-BACKED

SECURITIES

(continued)

$

574

VR

Funding

LLC,

2020

1A,

144A

6.420%

11/15/50

N/R

$

508,183

Total

Asset-Backed

Securities

(cost

$44,741,667)

39,962,892

Total

Long-Term

Investments

(cost

$160,810,605)

143,965,871

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(2)

Value

SHORT-TERM

INVESTMENTS

-

 1.0% (0.7%

of

Total

Investments) 

X

959,768

U.S.

GOVERNMENT

AND

AGENCY

OBLIGATIONS

-

1.0%

(0.7%

of

Total

Investments)

X

959,768

$

960

Federal

Home

Loan

Bank

Discount

Notes

0.000%

4/03/23

N/R

$

959,768

Total

U.S.

Government

and

Agency

Obligations

(cost

$959,768)

959,768

Total

Short-Term

Investments

(cost

$959,768)

959,768

Total

Investments

(cost

$161,770,373

)

-

140.9%

144,925,639

Borrowings

-

(8.7)%

(6),(7)

(8,995,000)

Reverse

Repurchase

Agreements,

including

accrued

interest

-

(31.6)%(8)

(32,563,071)

Other

Assets

&

Liabilities,

Net

-  (0.6)%

(475,279)

Net

Assets

Applicable

to

Common

Shares

-

100%

$

102,892,289

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Mortgage-Backed

Securities

$

–

$

104,002,979

$

–

$

104,002,979

Asset-Backed

Securities

–

39,962,881

11

39,962,892

Short-Term

Investments:

U.S.

Government

and

Agency

Obligations

–

959,768

–

959,768

Total

$

–

$

144,925,628

$

11

$

144,925,639

For

Fund

portfolio

compliance

purposes,

the

Fund’s

industry

classifications

refer

to

any

one

or

more

of

the

industry

sub-classifications

used

by

one

or

more

widely

recognized

market

indexes

or

ratings

group

indexes,

and/or

as

defined

by

Fund

management.

This

definition

may

not

apply

for

purposes

of

this

report,

which

may

combine

industry

sub-classifications

into

sectors

for

reporting

ease.

(1)

All

percentages

shown

in

the

Portfolio

of

Investments

are

based

on

net

assets

applicable

to

common

shares

unless

otherwise

noted.

(2)

For

financial

reporting

purposes,

the

ratings

disclosed

are

the

highest

of

Standard

&

Poor’s

Group

(“Standard

&

Poor’s”),

Moody’s

Investors

Service,

Inc.

(“Moody’s”)

or

Fitch,

Inc.

(“Fitch”)

rating.

This

treatment

of

split-rated

securities

may

differ

from

that

used

for

other

purposes,

such

as

for

Fund

investment

policies.

Ratings

below

BBB

by

Standard

&

Poor’s,

Baa

by

Moody’s

or

BBB

by

Fitch

are

considered

to

be

below

investment

grade.

Holdings

designated

N/R

are

not

rated

by

any

of

these

national

rating

agencies.

7

(3)

Variable

rate

security.

The

rate

shown

is

the

coupon

as

of

the

end

of

the

reporting

period.

(4)

Investment,

or

portion

of

investment,

has

been

pledged

to

collateralize

the

net

payment

obligations

for

investments

in

reverse

repurchase

agreements.

As

of

the

end

of

the

reporting

period,

investments

with

a

value

of

$49,585,266

have

been

pledged

as

collateral

for

reverse

repurchase

agreements.

(5)

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

(6)

Borrowings

as

a

percentage

of

Total

Investments

is

6.2%.

(7)

The

Fund

may

pledge

up

to

100%

of

its

eligible

investments

(excluding

any

investments

separately

pledged

as

collateral

for

specific

investments

in

derivatives,

when

applicable)

in

the

Portfolio

of

Investments

as

collateral

for

borrowings.

As

of

the

end

of

the

reporting

period,

investments

with

a

value

of

$30,160,390

have

been

pledged

as

collateral

for

borrowings.

(8)

Reverse

Repurchase

Agreements,

including

accrued

interest

as

a

percentage

of

Total

investments

is

22.5%.

144A

Investment

is

exempt

from

registration

under

Rule

144A

of

the

Securities

Act

of

1933,

as

amended.

These

investments

may

only

be

resold

in

transactions

exempt

from

registration,

which

are

normally

those

transactions

with

qualified

institutional

buyers.

I/O

Interest

only

security

LIBOR

London

Inter-Bank

Offered

Rate

SOFR

30A

30

Day

Average

Secured

Overnight

Financing

Rate

TSFR

1M

CME

Term

SOFR

1

Month

TSFR

3M

CME

Term

SOFR

3

Month