Form NPORT-P - Monthly Portfolio Investments Report on Form N-PORT (Public)

1

Nuveen

Mortgage

and

Income

Fund

Portfolio

of

Investments

March

31,

2024

(Unaudited)

JLS

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

LONG-TERM

INVESTMENTS

-

133.2% 

(98.9%

of

Total

Investments)

X–

MORTGAGE-BACKED

SECURITIES

-

92.0%

(68.3%

of

Total

Investments)

X

97,777,510

$

500

(b)

Alen

2021-ACEN

Mortgage

Trust,

(TSFR1M

reference

rate

+

4.114%

spread),

2021

ACEN,

144A

9.440%

4/15/34

$

235,346

1,000

(c)

BANK

2017-BNK6,

2017

BNK6

3.851%

7/15/60

883,442

1,000

BANK

2019-BNK21,

2019

BN21,

144A

2.500%

10/17/52

577,587

1,000

BBCMS

Mortgage

Trust

2020-C6,

2020

C6,

144A

3.688%

2/15/53

763,484

1,500

Benchmark

2020-B18

Mortgage

Trust,

2020

B18,

144A

4.139%

7/15/53

1,365,900

845

(c)

CD

2016-CD1

Mortgage

Trust,

2016

CD1

3.631%

8/10/49

594,689

1,500

CD

2016-CD2

Mortgage

Trust,

2016

CD2

3.977%

11/10/49

1,245,693

1,978

(c)

CD

2017-CD3

Mortgage

Trust,

2017

CD3

4.538%

2/10/50

988,883

24

CF

2020-P1

Mortgage

Trust,

2020

P1,

144A

2.840%

4/15/25

23,198

672

CFK

Trust

2019-FAX,

2019

FAX,

144A

4.637%

1/15/39

598,005

401

CHL

Mortgage

Pass-Through

Trust

2006-HYB1,

2006

HYB1

4.605%

3/20/36

357,835

1,500

(c)

COMM

2013-LC13

Mortgage

Trust,

2013

LC13,

144A

5.349%

8/10/46

1,244,343

925

(c)

COMM

2014-CCRE15

Mortgage

Trust,

2014

CR15

4.006%

2/10/47

866,856

1,000

(c)

COMM

2014-CCRE17

Mortgage

Trust,

2014

CR17

4.377%

5/10/47

951,794

1,452

(c)

COMM

2014-CCRE19

Mortgage

Trust,

2014

CR19,

144A

4.697%

8/10/47

1,298,781

1,000

(c)

Comm

2014-UBS2

Mortgage

Trust,

2014

UBS2

4.947%

3/10/47

886,418

1,500

(c)

COMM

2014-UBS3

Mortgage

Trust,

2014

UBS3,

144A

4.767%

6/10/47

842,850

1,400

COMM

2015-CCRE22

Mortgage

Trust,

2015

CR22,

144A

3.000%

3/10/48

1,071,217

2,000

(c)

COMM

2015-CCRE23

Mortgage

Trust,

2015

CR23

4.283%

5/10/48

1,775,858

1,800

(c)

COMM

2015-CCRE24

Mortgage

Trust,

2015

CR24

3.463%

8/10/48

1,553,242

1,245

COMM

2015-CCRE25

Mortgage

Trust,

2015

CR25

3.768%

8/10/48

1,103,030

800

(c)

COMM

2015-CCRE25

Mortgage

Trust,

2015

CR25

4.516%

8/10/48

766,813

658

(c)

COMM

Mortgage

Trust

4.585%

2/10/47

628,978

3,000

(b),(c)

Connecticut

Avenue

Securities

Trust

2021-R01,

(SOFR30A

reference

rate

+

6.000%

spread),

2021

R01,

144A

11.320%

10/25/41

3,172,151

625

(b)

Connecticut

Avenue

Securities

Trust

2021-R03,

(SOFR30A

reference

rate

+

5.500%

spread),

2021

R03,

144A

10.820%

12/25/41

655,417

2,100

(b)

Connecticut

Avenue

Securities

Trust

2022-R01,

(SOFR30A

reference

rate

+

6.000%

spread),

2022

R01,

144A

11.320%

12/25/41

2,215,564

2,550

(b),(c)

Connecticut

Avenue

Securities

Trust

2022-R02,

(SOFR30A

reference

rate

+

4.500%

spread),

2022

R02,

144A

9.820%

1/25/42

2,684,849

1,000

(b)

Connecticut

Avenue

Securities

Trust

2022-R03,

(SOFR30A

reference

rate

+

9.850%

spread),

2022

R03,

144A

14.823%

3/25/42

1,155,373

2,000

(b)

Connecticut

Avenue

Securities

Trust

2022-R03,

(SOFR30A

reference

rate

+

6.250%

spread),

2022

R03,

144A

6.349%

3/25/42

2,236,419

2,840

(b)

Connecticut

Avenue

Securities

Trust

2022-R05,

(SOFR30A

reference

rate

+

7.000%

spread),

2022

R05,

144A

12.320%

4/25/42

3,100,406

1,900

(b)

Connecticut

Avenue

Securities

Trust

2022-R07,

(SOFR30A

reference

rate

+

12.000%

spread),

2022

R07,

144A

17.321%

6/25/42

2,329,980

960

(b),(c)

Connecticut

Avenue

Securities

Trust

2022-R07,

(SOFR30A

reference

rate

+

6.800%

spread),

2022

R07,

144A

12.121%

6/25/42

1,088,463

450

(b)

Connecticut

Avenue

Securities

Trust

2022-R09,

(SOFR30A

reference

rate

+

6.750%

spread),

2022

R09,

144A

12.071%

9/25/42

500,568

2,250

(b),(c)

Connecticut

Avenue

Securities

Trust

2023-R05,

(SOFR30A

reference

rate

+

4.750%

spread),

2023

R05,

144A

10.071%

6/25/43

2,433,834

2,280

(b),(c)

Connecticut

Avenue

Securities

Trust

2023-R06,

(SOFR30A

reference

rate

+

3.900%

spread),

2023

R06,

144A

9.188%

7/25/43

2,401,990

33,000

DOLP

Trust

2021-NYC,

2021

NYC,

(I/O),

144A

0.665%

5/10/41

1,151,913

4,000

(b),(c)

Fannie

Mae

-

CAS,

(SOFR30A

reference

rate

+

5.550%

spread),

2023

R02,

144A

10.870%

1/25/43

4,420,484

1

FARM

21-1

Mortgage

Trust,

2021

1,

144A

3.241%

7/25/51

890

83

Flagstar

Mortgage

Trust

2017-2,

2017

2,

144A

3.987%

10/25/47

73,009

7,601

Freddie

Mac

Multifamily

ML

Certificates,

2021

ML12,

(I/O)

1.225%

7/25/41

739,993

3,000

(b)

Freddie

Mac

STACR

REMIC

Trust

2021-DNA6,

(SOFR30A

reference

rate

+

7.500%

spread),

2021

DNA6,

144A

12.820%

10/25/41

3,262,152

1,000

(b)

Freddie

Mac

STACR

REMIC

Trust

2022-DNA1,

(SOFR30A

reference

rate

+

7.100%

spread),

2022

DNA1,

144A

12.420%

1/25/42

1,078,242

Nuveen

Mortgage

and

Income

Fund

(continued)

Portfolio

of

Investments

March

31,

2024

(Unaudited)

2

JLS

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

X–

MORTGAGE-BACKED

SECURITIES

(continued)

$

2,275

(b)

Freddie

Mac

STACR

REMIC

Trust

2022-DNA1,

(SOFR30A

reference

rate

+

3.400%

spread),

2022

DNA1,

144A

8.720%

1/25/42

$

2,352,751

4,900

(b)

Freddie

Mac

STACR

REMIC

Trust

2022-DNA2,

(SOFR30A

reference

rate

+

4.750%

spread),

2022

DNA2,

144A

10.070%

2/25/42

5,227,270

3,750

(b),(c)

Freddie

Mac

STACR

REMIC

Trust

2022-DNA3,

(SOFR30A

reference

rate

+

5.650%

spread),

2022

DNA3,

144A

8.647%

4/25/42

4,070,995

450

(b)

Freddie

Mac

STACR

REMIC

Trust

2023-DNA1,

(SOFR30A

reference

rate

+

3.100%

spread),

2023

DNA1,

144A

8.444%

3/25/43

472,800

110

(b)

Freddie

Mac

Strips,

(SOFR30A

reference

rate

+

5.806%

spread),

2014

327,

(I/O)

0.487%

3/15/44

8,555

6,826

(b),(c)

Government

National

Mortgage

Association,

(SOFR30A

reference

rate

+

6.250%

spread),

2020

133,

(I/O)

0.931%

9/20/50

684,727

1,500

GS

Mortgage

Securities

Corp

Trust

2017-SLP,

2017

SLP,

144A

4.605%

10/10/32

1,406,346

1,000

(b)

GS

Mortgage

Securities

Corp

Trust

2018-TWR,

(TSFR1M

reference

rate

+

1.747%

spread),

2018

TWR,

144A

7.073%

7/15/31

615,000

892

(b)

GS

Mortgage

Securities

Corp

Trust

2018-TWR,

(TSFR1M

reference

rate

+

4.222%

spread),

2018

TWR,

144A

9.548%

7/15/31

37,464

700

(b)

GS

Mortgage

Securities

Corp

Trust

2018-TWR,

(TSFR1M

reference

rate

+

3.097%

spread),

2018

TWR,

144A

8.423%

7/15/31

143,325

1,100

(b)

GS

Mortgage

Securities

Corp

Trust

2018-TWR,

(TSFR1M

reference

rate

+

1.897%

spread),

2018

TWR,

144A

7.223%

7/15/31

456,500

700

(b)

GS

Mortgage

Securities

Corp

Trust

2018-TWR,

(TSFR1M

reference

rate

+

2.397%

spread),

2018

TWR,

144A

7.723%

7/15/31

220,500

1,000

(b)

GS

Mortgage

Securities

Corp

Trust

2021-ARDN,

(TSFR1M

reference

rate

+

2.864%

spread),

2021

ARDN,

144A

8.190%

11/15/36

969,171

1,400

(b),(c)

GS

Mortgage

Securities

Corp

Trust

2021-ARDN,

(TSFR1M

reference

rate

+

3.464%

spread),

2021

ARDN,

144A

8.790%

11/15/36

1,346,826

2,000

(c)

GS

Mortgage

Securities

Trust

2016-GS4,

2016

GS4

3.952%

11/10/49

1,705,061

1,000

Hudson

Yards

2019-55HY

Mortgage

Trust,

2019

55HY,

144A

2.943%

12/10/41

734,406

377

JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust

2019-ICON

UES,

2019

UES,

144A

4.452%

5/05/32

358,553

441

JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust

2019-ICON

UES,

2019

UES,

144A

4.452%

5/05/32

416,982

366

JP

Morgan

Chase

Commercial

Mortgage

Securities

Trust

2020-NNN,

2020

NNN,

144A

3.972%

1/16/37

173,989

2,000

(c)

JPMBB

Commercial

Mortgage

Securities

Trust

2014-C22,

2014

C22

4.561%

9/15/47

1,701,875

1,000

(c)

JPMBB

Commercial

Mortgage

Securities

Trust

2015-C27,

2015

C27

3.898%

2/15/48

905,200

760

(c)

JPMBB

Commercial

Mortgage

Securities

Trust

2015-C29,

2015

C29

4.118%

5/15/48

720,533

1,189

(c)

JPMBB

Commercial

Mortgage

Securities

Trust

2016-C1,

2016

C1

4.702%

3/17/49

1,102,998

2,000

(c)

JPMCC

Commercial

Mortgage

Securities

Trust

2017-JP5,

2017

JP5

3.904%

3/15/50

1,625,608

1,500

JPMCC

Commercial

Mortgage

Securities

Trust

2017-JP6,

2017

JP6,

144A

4.453%

7/15/50

1,006,207

1,930

(c)

JPMCC

Commercial

Mortgage

Securities

Trust

2017-JP6,

2017

JP6

3.703%

7/15/50

1,423,009

1,849

(c)

JPMCC

Commercial

Mortgage

Securities

Trust

2017-JP7,

2017

JP7,

144A

4.383%

9/15/50

1,436,668

1,214

(c)

Morgan

Stanley

Bank

of

America

Merrill

Lynch

Trust

2014

C19,

2014

C19

4.000%

12/15/47

1,153,374

226

Morgan

Stanley

Capital

I

Trust

2015-MS1,

2015

MS1

4.023%

5/15/48

211,675

181

Morgan

Stanley

Mortgage

Loan

Trust

2007-15AR,

2007

15AR

3.303%

11/25/37

124,715

1,000

MRCD

2019-MARK

Mortgage

Trust,

2019

PARK,

144A

2.718%

12/15/36

624,869

250

MSCG

Trust

2015-ALDR,

2015

ALDR,

144A

3.462%

6/07/35

214,006

750

MSCG

Trust

2015-ALDR,

2015

ALDR,

144A

3.462%

6/07/35

655,598

1,000

(b)

Natixis

Commercial

Mortgage

Securities

Trust

2019-MILE,

(TSFR1M

reference

rate

+

2.829%

spread),

2019

MILE,

144A

8.155%

7/15/36

774,211

3

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

X–

MORTGAGE-BACKED

SECURITIES

(continued)

$

1,050

(b)

Natixis

Commercial

Mortgage

Securities

Trust

2019-MILE,

(TSFR1M

reference

rate

+

4.329%

spread),

2019

MILE,

144A

9.655%

7/15/36

$

699,680

478

(b)

OPEN

Trust,

(TSFR1M

reference

rate

+

5.236%

spread),

2023

AIR,

144A

10.561%

10/15/28

482,987

1,000

(b)

PKHL

Commercial

Mortgage

Trust

2021-MF,

(TSFR1M

reference

rate

+

0.994%

spread),

2021

MF,

144A

6.320%

7/15/38

952,981

1,000

(b)

PKHL

Commercial

Mortgage

Trust

2021-MF,

(TSFR1M

reference

rate

+

2.114%

spread),

2021

MF,

144A

7.440%

7/15/38

807,878

1,624

(b),(c)

SMR

2022-IND

Mortgage

Trust,

(TSFR1M

reference

rate

+

3.950%

spread),

2022

IND,

144A

9.275%

2/15/39

1,495,888

127,100

SUMIT

2022-BVUE

Mortgage

Trust,

2022

BVUE,

(I/O),

144A

0.082%

2/12/41

605,644

1,500

VNDO

Trust

2016-350P,

2016

350P,

144A

3.903%

1/10/35

1,203,713

1,300

(c)

Wells

Fargo

Commercial

Mortgage

Trust

2015-NXS1,

2015

NXS1

4.140%

5/15/48

1,121,033

Total

Mortgage-Backed

Securities

(cost

$107,189,462)

97,777,510

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

X–

ASSET-BACKED

SECURITIES

-

41.2%

(30.6%

of

Total

Investments)

X

43,862,294

1,195

AASET

2020-1

Trust,

2020

1A,

144A

6.413%

1/16/40

$

340,537

1,500

(b),(c)

ACRE

Commercial

Mortgage

2021-FL4

Ltd,

(TSFR1M

reference

rate

+

2.714%

spread),

2021

FL4,

144A

8.041%

12/18/37

1,425,520

515

Affirm

Asset

Securitization

Trust

2023-B,

2023

B,

144A

11.320%

9/15/28

533,151

585

(c)

Air

Canada

2020-2

Class

B

Pass

Through

Trust,

2020

A,

144A

9.000%

10/01/25

594,095

550

Avis

Budget

Rental

Car

Funding

AESOP

LLC,

2021

2A,

144A

4.080%

2/20/28

495,089

983

Bojangles

Issuer

LLC,

2020

1A,

144A

3.832%

10/20/50

926,999

750

(b)

Bonanza

RE

Ltd,

(3-Month

U.S.

Treasury

Bill

reference

rate

+

8.250%

spread),

144A

12.787%

1/08/26

759,675

250

(b)

Bonanza

RE

Ltd,

(3-Month

U.S.

Treasury

Bill

reference

rate

+

5.780%

spread),

144A

11.135%

3/16/25

234,525

250

Bonanza

RE

Ltd,

144A

5.359%

1/08/25

195,450

500

(b)

Bonanza

RE

Ltd,

(3-Month

U.S.

Treasury

Bill

reference

rate

+

4.910%

spread),

2020

A,

144A

10.250%

12/23/24

490,000

379

(c)

British

Airways

2020-1

Class

B

Pass

Through

Trust,

2020

A,

144A

8.375%

11/15/28

394,015

2,000

Cars

Net

Lease

Mortgage

Notes

Series

2020-1,

2020

1A,

144A

4.690%

12/15/50

1,735,659

775

CARS-DB4

LP,

2020

1A,

144A

4.520%

2/15/50

703,921

2

(d)

Carvana

Auto

Receivables

Trust

2021-P2,

2021

P2,

144A

0.000%

5/10/28

535,875

250

(b)

Cayuga

Park

CLO

Ltd,

(TSFR3M

reference

rate

+

6.262%

spread),

2020

1A,

144A

1.000%

7/17/34

250,463

385

(b)

CIFC

Funding

2020-II

Ltd,

(3-Month

LIBOR

reference

rate

+

6.762%

spread),

2020

2A,

144A

12.079%

10/20/34

386,922

375

(b)

CIFC

Funding

2022-II

Ltd,

(TSFR3M

reference

rate

+

7.000%

spread),

2022

2A,

144A

12.310%

4/19/35

376,844

750

(b)

CIFC

Funding

2022-IV

Ltd,

(SOFR

reference

rate

+

3.550%

spread),

2022

4A,

144A

8.864%

7/16/35

751,768

250

(b)

Citrus

Re

Ltd,

(3-Month

U.S.

Treasury

Bill

reference

rate

+

5.240%

spread),

144A

5.100%

6/07/25

251,675

250

Cologix

Data

Centers

US

Issuer

LLC,

2021

1A,

144A

5.990%

12/26/51

222,366

1,073

CyrusOne

Data

Centers

Issuer

I,

2023

1A,

144A

5.450%

4/20/48

997,712

1,000

(b)

Elmwood

CLO

26

Ltd,

(TSFR3M

reference

rate

+

6.450%

spread),

2024

1A,

144A

0.000%

4/18/37

1,005,675

914

EWC

Master

Issuer

LLC,

2022

1A,

144A

5.500%

3/15/52

869,558

1,500

Frontier

Issuer

LLC,

2023

1,

144A

11.500%

8/20/53

1,521,768

1,500

Frontier

Issuer

LLC,

2023

1,

144A

8.300%

8/20/53

1,524,161

500

(b)

GoldentTree

Loan

Management

US

CLO

1

Ltd,

(3-Month

LIBOR

reference

rate

+

7.762%

spread),

2021

11A,

144A

8.563%

10/20/34

465,945

Nuveen

Mortgage

and

Income

Fund

(continued)

Portfolio

of

Investments

March

31,

2024

(Unaudited)

4

JLS

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

X–

ASSET-BACKED

SECURITIES

(continued)

$

1,000

(b)

GRACIE

POINT

INTERNATIONAL

FUNDING

2023-2,

(SOFR90A

reference

rate

+

5.400%

spread),

2023

2A,

144A

10.758%

3/01/27

$

1,007,471

173

(b)

Gracie

Point

International

Funding

2024-1

LLC,

(SOFR90A

reference

rate

+

7.150%

spread),

2024

1A,

144A

12.508%

3/01/28

173,022

484

Hardee's

Funding

LLC,

2020

1A,

144A

3.981%

12/20/50

435,739

500

Hertz

Vehicle

Financing

III

LLC,

2022

1A,

144A

4.850%

6/25/26

485,410

250

(b)

Hestia

Re

Ltd,

(1-Month

U.S.

Treasury

Bill

reference

rate

+

9.370%

spread),

144A

14.720%

4/22/25

245,250

219

HIN

Timeshare

Trust

2020-A,

2020

A,

144A

5.500%

10/09/39

206,392

156

HIN

Timeshare

Trust

2020-A,

2020

A,

144A

6.500%

10/09/39

146,773

298

LUNAR

AIRCRAFT

2020-1

LTD,

2020

1A,

144A

3.376%

2/15/45

275,045

500

(b)

Madison

Park

Funding

XXXVI

Ltd,

(TSFR3M

reference

rate

+

5.460%

spread),

2019

36A,

144A

5.764%

4/15/35

498,414

1,125

(b)

Magnetite

XXIII

Ltd,

(TSFR3M

reference

rate

+

6.562%

spread),

2019

23A,

144A

7.484%

1/25/35

1,128,090

250

(b)

Matterhorn

Re

Ltd,

(SOFR

reference

rate

+

5.250%

spread),

144A

5.889%

3/24/25

248,975

500

Mercury

Financial

Credit

Card

Master

Trust,

2022

3A,

144A

10.680%

6/21/27

499,711

500

Mercury

Financial

Credit

Card

Master

Trust,

2023

1A,

144A

9.590%

9/20/27

502,139

500

Mercury

Financial

Credit

Card

Master

Trust,

2023

1A,

144A

8.040%

9/20/27

504,194

125

MetroNet

Infrastructure

Issuer

LLC,

2023

1A,

144A

8.010%

4/20/53

126,494

1,000

MetroNet

Infrastructure

Issuer

LLC,

2024

1A,

144A

10.860%

4/20/54

1,003,452

125

MetroNet

Infrastructure

Issuer

LLC,

2023

1A,

144A

10.850%

4/20/53

122,831

1,304

Mexico

Remittances

Funding

Fiduciary

Estate

Management

Sarl

,

144A

4.875%

1/15/28

1,169,823

1,187

(d)

Mosaic

Solar

Loan

Trust

2019-2,

2019

2A,

144A

0.000%

9/20/40

364,782

714

(d)

Mosaic

Solar

Loan

Trust

2020-1,

2020

1A,

144A

0.000%

4/20/46

442,738

732

Mosaic

Solar

Loan

Trust

2020-2,

2020

2A,

144A

5.420%

8/20/46

652,325

1,000

(d)

Mosaic

Solar

Loans

LLC,

2024

1A,

144A

10.000%

9/20/49

837,734

186

MVW

2020-1

LLC,

2020

1A,

144A

7.140%

10/20/37

180,816

500

(b)

Neuberger

Berman

Loan

Advisers

NBLA

CLO

53

Ltd,

(TSFR3M

reference

rate

+

7.625%

spread),

2023

23-53A,

144A

12.964%

10/24/32

501,881

500

Oportun

Funding

2022-1

LLC,

2022

1,

144A

6.000%

6/15/29

491,443

195

Oportun

Funding

XIV

LLC,

2021

A,

144A

5.400%

3/08/28

182,045

1,000

Oportun

Issuance

Trust

2021-B,

2021

B,

144A

5.410%

5/08/31

911,168

350

Oportun

Issuance

Trust

2021-C,

2021

C,

144A

5.570%

10/08/31

308,116

2,000

Oportun

Issuance

Trust

2024-1,

2024

1A,

144A

12.072%

4/08/31

1,992,487

925

(b)

Palmer

Square

CLO

2023-1

Ltd,

(TSFR3M

reference

rate

+

5.300%

spread),

2023

1A,

144A

10.618%

1/20/36

937,178

625

(b)

Palmer

Square

CLO

Ltd,

(TSFR3M

reference

rate

+

6.350%

spread),

2022

1A,

144A

11.668%

4/20/35

628,022

750

(b)

Rad

CLO

7

Ltd,

(TSFR3M

reference

rate

+

4.150%

spread),

2020

7A,

144A

9.480%

4/17/36

751,403

400

(b)

Residential

Reinsurance

2020

Ltd,

(3-Month

U.S.

Treasury

Bill

reference

rate

+

6.010%

spread),

2020

A,

144A

6.510%

12/06/24

390,120

500

(b)

Residential

Reinsurance

2022

Ltd,

(3-Month

U.S.

Treasury

Bill

reference

rate

+

7.690%

spread),

144A

13.045%

12/06/26

505,900

500

(b)

SD

Re

Ltd,

(3-Month

U.S.

Treasury

Bill

reference

rate

+

9.250%

spread),

144A

14.590%

11/19/24

497,400

35

Sierra

Timeshare

2019-3

Receivables

Funding

LLC,

2019

3A,

144A

4.180%

8/20/36

34,629

220

Sierra

Timeshare

2020-2

Receivables

Funding

LLC,

2020

2A,

144A

6.590%

7/20/37

214,266

1,000

(b)

Sixth

Street

CLO

XIX

Ltd,

(3-Month

LIBOR

reference

rate

+

6.162%

spread),

2021

19A,

144A

6.035%

7/20/34

1,001,274

427

Start

II

LTD,

2019

1,

144A

5.095%

3/15/44

370,573

494

Sunnova

Helios

XII

Issuer

LLC,

2023

B,

144A

6.000%

8/22/50

464,006

1,000

(b)

TCW

CLO

2021-2

Ltd,

(3-Month

LIBOR

reference

rate

+

7.122%

spread),

2021

2A,

144A

6.985%

7/25/34

985,947

500

(b)

Ursa

Re

II

Ltd,

(3-Month

U.S.

Treasury

Bill

reference

rate

+

7.000%

spread),

144A

12.355%

12/06/25

519,800

5

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

(a)

Coupon

Maturity

Value

X–

ASSET-BACKED

SECURITIES

(continued)

$

1,013

Vivint

Solar

Financing

V

LLC,

2018

1A,

144A

7.370%

4/30/48

$

944,621

520

VR

Funding

LLC,

2020

1A,

144A

6.420%

11/15/50

482,053

500

Ziply

Fiber

Issuer

LLC,

2024

1A,

144A,

(WI/DD)

7.810%

4/20/54

500,387

1,000

Ziply

Fiber

Issuer

LLC,

2024

1A,

144A,

(WI/DD)

11.170%

4/20/54

1,000,587

Total

Asset-Backed

Securities

(cost

$46,771,153)

43,862,294

Total

Long-Term

Investments

(cost

$153,960,615)

141,639,804

Principal

Amount

(000)

Description

(a)

Coupon

Maturity

Value

SHORT-TERM

INVESTMENTS

-

1.5% (1.1%

of

Total

Investments)

X

–

U.S.

GOVERNMENT

AND

AGENCY

OBLIGATIONS

-

1.5%

(1.1%

of

Total

Investments)

X

1,610,000

$

1,610

Federal

Home

Loan

Bank

Discount

Notes

0.000%

4/01/24

$

1,610,000

Total

U.S.

Government

and

Agency

Obligations

(cost

$1,610,000)

1,610,000

Total

Short-Term

Investments

(cost

$1,610,000)

1,610,000

Total

Investments

(cost

$155,570,615

)

-

134.7%

143,249,804

Borrowings

-

(3.3)%

(e),(f)

(3,520,000)

Reverse

Repurchase

Agreements,

including

accrued

interest

-

(29.9)%(g)

(31,748,561)

Other

Assets

&

Liabilities,

Net

-  (1.5)%

(1,667,439)

Net

Assets

Applicable

to

Common

Shares

-

100%

$

106,313,804

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Mortgage-Backed

Securities

$

–

$

97,777,510

$

–

$

97,777,510

Asset-Backed

Securities

–

41,681,165

2,181,129

43,862,294

Short-Term

Investments:

U.S.

Government

and

Agency

Obligations

–

1,610,000

–

1,610,000

Total

$

–

$

141,068,675

$

2,181,129

$

143,249,804

Nuveen

Mortgage

and

Income

Fund

(continued)

Portfolio

of

Investments

March

31,

2024

(Unaudited)

6

JLS

The

following

is

a

reconciliation

of

the

Fund’s

Level

3

investments

held

at

the

beginning

and

end

of

the

measurement

period:

The

valuation

techniques

and

significant

unobservable

inputs

used

in

recurring

Level

3

fair

value

measurements

of

assets

as

of

the

end

of

the

reporting

period,

were

as

follows:

Level

3

JLS

Asset-Backed

Securities

Balance

at

the

beginning

of

period

$

1,379,951

Gains

(losses):

-

Net

realized

gains

(losses)

5,922

Change

in

net

unrealized

appreciation

(depreciation)

6,231

Purchases

at

cost

832,040

Sales

at

proceeds

(44,836)

Net

discounts

(premiums)

1,821

Transfers

into

-

Transfers

(out

of)

-

Balance

at

the

end

of

period

$

2,181,129

Change

in

net

unrealized

appreciation

(depreciation)

during

the

period

of

Level

3

securities

held

as

of

period

end

$

6,231

Fund

Asset

Class

Market

Value

Techniques

Unobservable

Inputs

Range

Weighted

Average

JLS

Asset-Backed

Securities

$2,181,129

Indicative

Trade

Broker

Quote

$30.72-$21,435

$8,579.11

Yield

Spread

Broker

Quote

12.49%

N/A

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.

(a)

All

percentages

shown

in

the

Portfolio

of

Investments

are

based

on

net

assets

applicable

to

common

shares

unless

otherwise

noted.

(b)

Variable

rate

security.

The

rate

shown

is

the

coupon

as

of

the

end

of

the

reporting

period.

(c)

Investment,

or

portion

of

investment,

has

been

pledged

to

collateralize

the

net

payment

obligations

for

investments

in

reverse

repurchase

agreements.

As

of

the

end

of

the

reporting

period,

investments

with

a

value

of

$47,735,562

have

been

pledged

as

collateral

for

reverse

repurchase

agreements.

(d)

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

(e)

Borrowings

as

a

percentage

of

Total

Investments

is

2.5%.

(f)

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

$30,926,979

have

been

pledged

as

collateral

for

borrowings.

(g)

Reverse

Repurchase

Agreements,

including

accrued

interest

as

a

percentage

of

Total

investments

is

22.2%.

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

WI/DD

When-issued

or

delayed

delivery

security.

---