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Nuveen Enhanced High Yield Municipal Bond Fund NPORT-PNuveen Enhanced High Yield Municipal Bond Fund (Dec 2021 report)

Filed: 25 Feb 22, 3:43pm

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1

Nuveen

Enhanced

High

Yield

Municipal

Bond

Fund

Portfolio

of

Investments

December

31,

2021

(Unaudited)

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

LONG-TERM

INVESTMENTS

-

141.9% (100.0%

of

Total

Investments)

MUNICIPAL

BONDS

-

137.3%

(96.8%

of

Total

Investments)

Arizona

-

3.2%

$

150

Estrella

Mountain

Ranch

Community

Facilities

District,

Goodyear,

Arizona,

Special

Assessment

Revenue

Bonds,

Montecito

Assessment

District

3,

Series

2021,

3.750%,

7/01/46

7/31

at

100.00

N/R

$

149,047

600

Maricopa

County

Industrial

Development

Authority,

Arizona,

Education

Revenue

Bonds,

Benjamin

Franklin

Charter

School

Projects,

Series

2018A,

4.800%,

7/01/28,

144A

No

Opt.

Call

Ba2

679,254

250

Sierra

Vista

Industrial

Development

Authority,

Arizona,

Economic

Development

Revenue

Bonds,

Convertible

Capital

Appreciation

Revenue

Bonds,

Series

2021A,

0.000%,

10/01/56

(4)

10/29

at

103.00

N/R

208,798

1,000

Tempe

Industrial

Development

Authority,

Arizona,

Revenue

Bonds,

Mirabella

at

ASU

Project,

Series

2017B,

5.350%,

10/01/25,

144A

1/22

at

100.00

N/R

1,001,500

2,000

Total

Arizona

2,038,599

California

-

13.3%

750

California

Community

Housing

Agency,

California,

Essential

Housing

Revenue

Bonds,

K

Street

Flats,

Series

2021A-2,

4.000%,

8/01/50,

144A

8/32

at

100.00

N/R

720,225

300

California

Community

Housing

Agency,

California,

Essential

Housing

Revenue

Bonds,

Summit

at

Sausalito

Apartments,

Series

2021A-2,

4.000%,

2/01/50,

144A

8/32

at

100.00

N/R

285,870

250

California

Enterprise

Development

Authority,

Charter

School

Revenue

Bonds,

Norton

Science

&

Language

Academy

Project,

Series

2021,

4.000%,

7/01/61,

144A

7/27

at

100.00

N/R

250,365

335

California

Municipal

Finance

Authority,

Mobile

Home

Park

Revenue

Bonds,

Caritas

Projects,

Subordinate

Series

2021B,

4.000%,

8/15/56

8/31

at

100.00

N/R

349,968

250

California

School

Finance

Authority,

California,

Charter

School

Revenue

Bonds,

Girls

Athletic

Leadership

School

Los

Angeles

Project,

Series

2021A,

4.000%,

6/01/51,

144A

6/31

at

100.00

N/R

256,505

250

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Russell

Westbrook

Why

Not,

Academy,

Obligated

Group,

Series

2021A,

4.000%,

6/01/51,

144A

6/27

at

100.00

N/R

256,475

250

California

Statewide

Communities

Development

Authority,

Statewide

Infrastructure

Program

Revenue

Bonds,

Series

2021C,

4.000%,

9/02/51

9/31

at

100.00

N/R

272,367

500

CMFA

Special

Finance

Agency

I,

California,

Essential

Housing

Revenue

Bonds,

The

Mix

at

Center

City,

Subordinate

Series

2021B,

8.000%,

4/01/56,

144A

4/31

at

100.00

N/R

485,000

265

CMFA

Special

Finance

Agency

XII,

California,

Essential

Housing

Revenue

Bonds,

Allure

Apartments

Project,

Series

2022A-2,

4.375%,

8/01/49,

144A,

(WI/DD,

Settling

1/13/22)

2/32

at

100.00

N/R

252,945

250

CMFA

Special

Finance

Agency,

California,

Essential

Housing

Revenue

Bonds,

Latitude

33,

Senior

Series

2021A-2,

4.000%,

12/01/45,

144A

12/31

at

100.00

N/R

245,082

500

CMFA

Special

Finance

Agency,

California,

Essential

Housing

Revenue

Bonds,

Solana

at

Grand,

Junior

Series

2021A-2,

4.000%,

8/01/45,

144A

2/32

at

100.00

N/R

490,250

290

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

1818

Platinum

Triangle-Anaheim,

Mezzanine

Lien

Series

2021B,

4.000%,

4/01/57,

144A

4/32

at

100.00

N/R

281,442

325

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

1818

Platinum

Triangle-Anaheim,

Social

Bond

Series

2021A-2,

3.250%,

4/01/57,

144A

4/32

at

100.00

N/R

309,241

Nuveen

Enhanced

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

December

31,

2021

(Unaudited)

2

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

California

(continued)

$

250

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Acacia

on

Santa

Rosa

Creek,

Mezzanine

Lien

Series

2021B,

4.000%,

10/01/46,

144A

10/31

at

100.00

N/R

$

247,657

305

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Acacia

on

Santa

Rosa

Creek,

Senior

Lien

Series

2021A,

4.000%,

10/01/56,

144A

10/31

at

100.00

N/R

320,570

630

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Millennium

South

Bay-Hawthorne,

Mezzanine

Lien

Series

2021B,

4.000%,

7/01/58,

144A

7/32

at

100.00

N/R

596,459

250

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Monterrey

Station

Apartments,

Series

2021B,

4.000%,

7/01/58,

144A

7/32

at

100.00

N/R

223,998

135

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Waterscape

Apartments,

Mezzanine

Lien

Series

2021B,

4.000%,

9/01/46,

144A

9/31

at

100.00

N/R

133,739

250

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Westgate

Phase

1-Pasadena

Apartments,

Mezzanine

Lien

Series

2021B,

4.000%,

6/01/57,

144A

6/31

at

100.00

N/R

218,850

500

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Wood

Creek

Apartments,

Mezzanine

Lien

Series

2021A-2,

4.000%,

12/01/58

6/32

at

100.00

N/R

503,140

535

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Wood

Creek

Apartments,

Mezzanine

Lien

Series

2021B,

4.000%,

12/01/59

6/32

at

100.00

N/R

442,087

345

CSCDA

Community

Improvement

Authority,

California,

Essential

Housing

Revenue

Bonds,

Wood

Creek

Apartments,

Senior

Lien

Series

2021A-1,

3.000%,

12/01/49

6/32

at

100.00

N/R

300,999

1,000

Pomona

Unified

School

District,

Los

Angeles

County,

California,

General

Obligation

Bonds,

2016

Election,

Series

2021F,

3.000%,

8/01/48

-

BAM

Insured,

(UB)

(5)

8/31

at

100.00

Aa3

1,082,850

8,715

Total

California

8,526,084

Colorado

-

22.2%

500

Aerotropolis

Regional

Transportation

Authority,

Colorado,

Special

Revenue

Bonds,

Series

2021,

4.375%,

12/01/52

12/26

at

103.00

N/R

509,125

1,000

Aurora

Highlands

Community

Authority

Board,

Adams

County,

Colorado,

Special

Tax

Revenue

Bonds,

Refunding

&

Improvement

Series

2021A,

5.750%,

12/01/51

12/28

at

103.00

N/R

1,002,160

1,000

Aviation

Station

North

Metropolitan

District

2,

Denver

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Refunding

&

Improvement

Series

2019A,

5.000%,

12/01/48

9/24

at

103.00

N/R

1,062,550

1,000

Bradley

Heights

Metropolitan

District

2,

Colorado

Springs,

El

Paso

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Series

2021A-3,

4.750%,

12/01/51

9/26

at

103.00

N/R

993,490

500

Canyons

Metropolitan

District

5,

Douglas

County,

Colorado,

Limited

Tax

General

Obligation

and

Special

Revenue

Bonds,

Junior

Subordinate

Series

2016,

7.000%,

12/15/57

1/22

at

100.00

N/R

383,915

835

Chambers

Highpoint

Metropolitan

District

No.

2,

Colorado,

Limited

Tax

General

Obligation

and

Special

Revenue

Bonds,

Series

2021,

5.000%,

12/01/51

9/26

at

103.00

N/R

875,247

247

Cherry

Hills

City

Metropolitan

District,

Arapahoe

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Subordinate

Series

2020B-3,

8.000%,

12/15/47,

144A

12/25

at

103.00

N/R

248,316

3

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Colorado

(continued)

$

100

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Frasier

Project,

Refunding

Bonds

Series

2023A.

Forward

Delivery,

4.000%,

5/15/48,

(WI/DD,

Settling

2/15/23)

5/28

at

103.00

N/R

$

104,941

1,000

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Ralston

Creek

at

Arvada

Project,

Series

2017A,

5.750%,

11/01/47

11/25

at

102.00

N/R

818,900

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Sunny

Vista

Living

Center

Project,

Refunding

&

Improvement

Series

2015A:

500

5.500%,

12/01/30,

144A

12/25

at

100.00

N/R

494,090

500

6.250%,

12/01/50,

144A

12/25

at

100.00

N/R

501,570

500

Glen

Metropolitan

District

3,

El

Paso

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Series

2021,

4.250%,

12/01/51,

144A

12/26

at

103.00

N/R

500,645

500

Horizon

Metropolitan

District

2,

Arapahoe

County,

Colorado,

Limited

Tax

General

Obligation

and

Special

Revenue

Bonds,

Series

2021A-3,

4.500%,

12/01/51,

144A

9/26

at

103.00

N/R

506,345

500

Mountain

Brook

Metropolitan

District,

Longmont,

Boulder

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2021,

4.750%,

12/01/51

12/26

at

103.00

N/R

500,955

500

North

Pine

Vistas

Metropolitan

District

3,

Castle

Pines,

Douglas

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Subordinate

Series

2021B,

4.625%,

12/15/51

-

AGM

Insured

12/26

at

103.00

N/R

505,235

500

Prairie

Song

Metropolitan

District

4,

Windsor,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2021,

6.000%,

12/01/51,

144A

12/28

at

103.00

N/R

500,655

1,000

Reagan

Ranch

Metropolitan

District

1,

Colorado

Springs,

Colorado,

General

Obligation

Bonds,

Limited

Tax

Series

2021-3,

5.375%,

12/01/51

12/26

at

103.00

N/R

1,003,020

500

RRC

Metropolitan

District

2,

Jefferson

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2021,

5.250%,

12/01/51

12/26

at

103.00

N/R

500,575

500

Senac

South

Metropolitan

District

No.

1,

Aurora,

Colorado,

General

Obligation

Bonds,

Limited

Tax

Series

2021A(3),

5.250%,

12/01/51

12/26

at

103.00

N/R

505,370

500

Tree

Farm

Metropolitan

District,

Eagle

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Series

2021,

4.750%,

12/01/50,

144A

12/26

at

103.00

N/R

507,555

500

Westwood

Metropolitan

District,

Thornton,

Adams

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Senior

Series

2021A,

4.000%,

12/01/51,

144A

9/26

at

103.00

N/R

504,745

205

Windler

Public

Improvement

Authority,

Aurora,

Colorado,

Limited

Tax

Supported

Revenue

Bonds,

Convertible

Capital

Appreciation

Series

2021A-2,

0.000%,

12/01/51,

144A

(4)

9/26

at

97.28

N/R

153,447

Windler

Public

Improvement

Authority,

Aurora,

Colorado,

Limited

Tax

Supported

Revenue

Bonds,

Series

2021A-1:

500

4.000%,

12/01/36,

144A

9/26

at

103.00

N/R

505,240

1,000

4.125%,

12/01/51,

144A

9/26

at

103.00

N/R

1,001,570

14,387

Total

Colorado

14,189,661

Florida

-

17.3%

Capital

Trust

Agency,

Florida,

Revenue

Bonds,

Babcock

Neighborhood

School

Inc,

Series

2021:

250

4.000%,

8/15/51,

144A

8/28

at

100.00

N/R

244,885

250

4.200%,

8/15/56,

144A

8/28

at

100.00

N/R

244,625

250

4.250%,

8/15/61,

144A

8/28

at

100.00

N/R

244,362

15,020

Capital

Trust

Agency,

Florida,

Revenue

Bonds,

Educational

Growth

Fund,

LLC,

Charter

School

Portfolio

Projects,

Subordinate

Series

2021B,

0.000%,

7/01/61,

144A

No

Opt.

Call

N/R

1,669,924

250

Capital

Trust

Agency,

Florida,

Revenue

Bonds,

Tallahassee

Classical

School

Inc.,

Series

2021A,

4.375%,

7/01/56,

144A

7/31

at

100.00

N/R

250,575

Nuveen

Enhanced

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

December

31,

2021

(Unaudited)

4

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

Capital

Trust

Agency,

Florida,

Senior

Living

Facilities

Revenue

Bonds,

Elim

Senior

Housing,

Inc.

Project,

Series

2017:

$

250

5.375%,

8/01/32,

144A

8/24

at

103.00

N/R

$

243,793

175

5.625%,

8/01/37,

144A

8/24

at

103.00

N/R

172,053

250

Celebration

Pointe

Community

Development

District

1,

Alachua

County,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2021,

4.000%,

5/01/53

5/31

at

100.00

N/R

261,168

250

Centre

Lake

Community

Development

District,

Miami

Lakes,

Florida,

Special

Assessment

Bonds,

Series

2021,

4.000%,

5/01/52,

144A

5/31

at

100.00

N/R

268,510

250

Florida

Development

Finance

Corporation,

Educational

Facilities

Revenue

Bonds,

Drs.

Kiran

&

Pallavi

Patel

2017

Foundation

for

Global

Understanding,

Inc.

Project,

Series

2021A,

4.000%,

7/01/51,

144A

7/31

at

100.00

N/R

266,470

3,000

Florida

Development

Finance

Corporation,

Florida,

Surface

Transportation

Facility

Revenue

Bonds,

Brightline

Passenger

Rail

Project,

Green

Series

2019B,

7.375%,

1/01/49,

(AMT),

144A

1/24

at

107.00

N/R

3,276,410

1,000

Hillsborough

County,

Florida,

Utility

Revenue

Bonds,

Series

2021A,

2.500%,

8/01/51,

(UB)

(5)

8/31

at

100.00

AA+

1,002,570

1,000

Miami-Dade

County,

Florida,

Seaport

Revenue

Bonds,

Refunding

Subordinate

Series

2021B-1,

4.000%,

10/01/50,

(AMT),

(UB)

(5)

10/31

at

100.00

N/R

1,159,170

100

Palm

Beach

County

Health

Facilities

Authority,

Florida,

Revenue

Bonds,

Toby

&

Leon

Cooperman

Sinai

Residences

of

Boca

Raton,

Refunding

Series

2022,

4.250%,

6/01/56,

(WI/DD,

Settling

3/03/22)

6/27

at

103.00

N/R

104,233

580

Pinellas

County

Health

Facilities

Authority,

Florida,

Health

Care

Facilities

Revenue

Bonds,

Mease

Life,

Inc.

Project,

Refunding

Series

2021,

7.000%,

1/01/57,

144A

12/22

at

108.00

N/R

581,467

500

Sawyers

Landing

Community

Development

District,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2021,

4.250%,

5/01/53,

144A

5/31

at

100.00

N/R

538,660

295

Summit

View

Community

Development

District,

Dade

City,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2021B,

5.000%,

5/01/41

No

Opt.

Call

N/R

297,165

250

Three

Rivers

Community

Development

District,

Florida,

Special

Assessment

Revenue

Bonds,

South

Assessment

Area

Series

2021B,

4.625%,

5/01/36,

144A

9/23

at

100.00

N/R

249,995

23,920

Total

Florida

11,076,035

Guam

-

1.6%

990

Guam

A.B.

Won

Pat International

Airport

Authority,

Revenue

Bonds,

Series

2021A,

4.460%,

10/01/43

10/31

at

100.00

Baa2

1,030,966

Idaho

-

1.4%

Idaho

Housing

and

Finance

Association

NonProfit

Facilities

Revenue

Bonds,

Doral

Academy

of

Idaho,

Series

2021A:

250

5.000%,

7/15/41,

144A

7/26

at

103.00

N/R

258,065

250

5.000%,

7/15/56,

144A

7/26

at

103.00

N/R

254,070

250

Idaho

Housing

and

Finance

Association

NonProfit

Facilities

Revenue

Bonds,

Gem

Prep

Meridian

South

Charter

School

Project,

Series

2021,

4.000%,

5/01/56,

144A

11/25

at

100.00

N/R

250,075

100

Spring

Valley

Community

Infrastructure

District

1,

Eagle,

Idaho,

Special

Assessment

Bonds,

Series

2021,

3.750%,

9/01/51,

144A

12/26

at

103.00

N/R

100,679

850

Total

Idaho

862,889

Illinois

-

2.0%

250

Illinois

Finance

Authority,

Charter

School

Revenue

Bonds,

Art

in

Motion

AIM

Project,

Series

2021A,

5.000%,

7/01/56,

144A

7/31

at

100.00

N/R

254,920

5

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Illinois

(continued)

$

1,000

Morton

Grove,

Illinois,

Tax

Increment

Revenue

Bonds,

Sawmill

Station

Redevelopment

Project,

Senior

Lien

Series

2019,

5.000%,

1/01/39

1/26

at

100.00

N/R

$

1,037,950

1,250

Total

Illinois

1,292,870

Louisiana

-

0.3%

Louisiana

Public

Facilities

Authority,

Louisiana,

Revenue

Bonds,

Encore

Academy

Project,

Series

2021A:

100

5.000%,

6/01/41,

144A

6/31

at

100.00

N/R

108,099

100

5.000%,

6/01/51,

144A

6/31

at

100.00

N/R

106,481

200

Total

Louisiana

214,580

Michigan

-

3.2%

1,000

Michigan

Finance

Authority,

Higher

Education

Limited

Obligation

Revenue

Bonds,

Aquinas

College

Project,

Refunding

Series

2021,

5.000%,

5/01/46

5/31

at

100.00

N/R

1,100,880

330

Michigan

Finance

Authority,

Public

School

Academy

Limited

Obligation

Revenue

Bonds,

Holly

Academy

Project,

Refunding

Series

2021,

4.000%,

12/01/51

12/31

at

100.00

N/R

343,985

290

Michigan

Finance

Authority,

Public

School

Academy

Limited

Obligation

Revenue

Bonds,

Madison

Academy

Project,

Refunding

Series

2021,

5.000%,

12/01/46

12/27

at

100.00

N/R

302,479

100

Summit

Academy

North,

Michigan,

Revenue

Bonds,

Public

School

Academy,

Refunding

Series

2021,

4.000%,

11/01/41

11/28

at

103.00

N/R

108,097

185

Trillium

Academy,

Michigan,

Public

School

Academy

Revenue

Bonds,

Refunding

Series

2019,

5.750%,

11/01/40

11/26

at

103.00

BB

200,829

1,905

Total

Michigan

2,056,270

Minnesota

-

0.8%

500

Bethel,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Level

Up

Academy,

Series

2021A,

5.000%,

6/15/56

6/29

at

102.00

N/R

508,270

Missouri

-

3.1%

1,500

Land

Clearance

for

Redevelopment

Authority

of

Kansas

City,

Missouri,

Project

Revenue

Bonds,

Convention

Center

Hotel

Project

-

TIF

Financing,

Series

2018B,

5.000%,

2/01/40,

144A

2/28

at

100.00

N/R

1,533,345

Missouri

Southern

State

University,

Auxiliary

Enterprise

System

Revenue

Bonds,

Series

2021:

100

4.000%,

10/01/34

10/31

at

100.00

N/R

106,473

100

4.000%,

10/01/44

10/31

at

100.00

N/R

104,009

246

North

Outer

Forty

Transportation

Development

District,

Chesterfield,

Missouri,

Transportation

Development

Revenue

Notes,

Refunding

Series

2021A,

4.000%,

12/01/46

No

Opt.

Call

N/R

241,285

1,946

Total

Missouri

1,985,112

New

York

-

6.7%

1,000

New

York

City

Housing

Development

Corp,

2.450%,

11/01/45,

(UB)

(5)

9/29

at

100.00

N/R

995,920

1,000

New

York

City

Housing

Development

Corporation,

New

York,

Multifamily

Housing

Revenue

Bonds,

Sustainable

Neighborhood

Green

Series

2020D-1B,

2.400%,

11/01/50,

(UB)

(5)

5/28

at

100.00

Aa2

974,000

250

New

York

City

Industrial

Development

Agency,

New

York,

Civic

Facility

Revenue

Bonds,

Bronx

Parking

Development

Company,

LLC

Project,

Series

2007,

5.875%,

10/01/46

(6)

1/22

at

100.00

N/R

200,000

625

New

York

Liberty

Development

Corporation,

New

York,

Liberty

Revenue

Bonds,

4

World

Trade

Center

Project,

Refunding

Green

Series

2021A,

3.000%,

11/15/51,

(UB)

(5)

11/31

at

100.00

A-

655,531

Nuveen

Enhanced

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

December

31,

2021

(Unaudited)

6

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

York

(continued)

$

1,000

Syracuse

Industrial

Development

Authority,

New

York,

PILOT

Revenue

Bonds,

Carousel

Center

Project,

Refunding

Series

2016A,

5.000%,

1/01/31,

(AMT)

1/26

at

100.00

CC

$

964,690

250

Westchester

County

Local

Development

Corporation,

New

York,

Revenue

Bond,

Purchase

Senior

Learning

Community,

Inc.

Project,

Accd

Inv

Series

2021A,

4.500%,

7/01/56,

144A

7/27

at

104.00

N/R

257,375

250

Western

Regional

Off-Track

Betting

Corporation,

New

York,

Tax

Exempt

Revenue

Bonds,

Additional

Secured

General

Obligation

Series

2021,

4.125%,

12/01/41,

144A

6/31

at

100.00

N/R

254,188

4,375

Total

New

York

4,301,704

Ohio

-

4.9%

150

Cleveland-Cuyahoga

County

Port

Authority,

Ohio,

Tax

Increment

Financing

Revenue

Bonds,

Flats

East

Bank

Project,

Refunding

Senior

Series

2021A,

4.000%,

12/01/55,

144A

12/29

at

100.00

BB

157,999

100

Cleveland-Cuyahoga

County

Port

Authority,

Ohio,

Tax

Increment

Financing

Revenue

Bonds,

Flats

East

Bank

Project,

Refunding

Subordinate

Series

2021B,

4.500%,

12/01/55

12/29

at

100.00

N/R

106,497

250

Jefferson

County

Port

Authority,

Ohio,

Economic

Develoepment

Revenue

Bonds,

JSW

Steel

USA

Ohio,

Inc.

Project,

Series

2021,

3.500%,

12/01/51,

(AMT)

12/31

at

100.00

Ba2

255,035

250

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Generation

Corporation

Project,

Refunding

Series

2009D,

3.375%,

8/01/29,

(Mandatory

Put

9/15/2021)

No

Opt.

Call

N/R

250,743

1,000

Southern

Ohio

Port

Authority,

Ohio,

Facility

Revenue

Bonds,

Purecycle

Project,

Series

2020A,

7.000%,

12/01/42,

(AMT),

144A

12/27

at

103.00

N/R

1,149,750

1,000

Southern

Ohio

Port

Authority,

Ohio,

Facility

Revenue

Bonds,

Purecycle

Project,

Series

2020B,

10.000%,

12/01/27,

(AMT),

144A

12/26

at

105.00

N/R

1,180,080

2,750

Total

Ohio

3,100,104

Oklahoma

-

0.5%

100

Tulsa

Authority

for

Economic

Opportunity,

Tulsa

County,

Oklahoma,

Tax

Apportionment

Revenue

Bonds,

Santa

Fe

Square

Project,

Series

2021,

4.375%,

12/01/41,

144A

12/31

at

100.00

N/R

97,388

250

Tulsa

Authority

for

Economic

Opportunity,

Tulsa

County,

Oklahoma,

Tax

Apportionment

Revenue

Bonds,

Vast

Bank

Project,

Series

2021,

4.000%,

12/01/43,

144A

12/31

at

100.00

N/R

247,008

350

Total

Oklahoma

344,396

Pennsylvania

-

1.6%

500

Allegheny

County

Industrial

Development

Authority,

Pennsylvania,

Revenue

Bonds,

Penn

Hills

Charter

School

of

Entrepreneurship,

Series

2021A,

4.000%,

6/15/51

6/31

at

100.00

N/R

535,330

500

Pennsylvania

Economic

Development

Financing

Authority,

Exempt

Facilities

Revenue

Bonds,

KDC

Agribusiness

Fairless

Hills

LLC

Project,

Series

2021A,

10.000%,

12/01/31

No

Opt.

Call

N/R

498,045

1,000

Total

Pennsylvania

1,033,375

Puerto

Rico

-

12.4%

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Refunding

Series

2012A:

105

3.957%,

7/01/29

(6)

7/22

at

100.00

N/R

97,781

100

3.957%,

7/01/42

(6)

7/22

at

100.00

D

99,875

7

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Puerto

Rico

(continued)

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Series

2007TT:

$

450

3.957%,

7/01/17

(6)

No

Opt.

Call

N/R

$

411,187

190

3.957%,

7/01/32

(6)

1/22

at

100.00

D

189,763

250

3.957%,

7/01/37

(6)

1/22

at

100.00

D

249,687

160

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Series

2010AAA,

3.998%,

7/01/27

(6)

1/22

at

100.00

D

160,400

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Series

2010ZZ:

329

3.957%,

7/01/24

(6)

1/22

at

100.00

D

306,381

115

3.978%,

7/01/26

(6)

1/22

at

100.00

D

107,813

115

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Series

WW,

3.999%,

7/01/18

(6)

No

Opt.

Call

N/R

105,513

1,000

Puerto

Rico

Highway

and

Transportation

Authority,

Highway

Revenue

Bonds,

Series

2005L,

5.250%,

7/01/38

-

AMBAC

Insured

No

Opt.

Call

N/R

1,018,090

Puerto

Rico

Highway

and

Transportation

Authority,

Highway

Revenue

Bonds,

Series

2007N:

155

5.250%,

7/01/32

-

NPFG

Insured

No

Opt.

Call

Baa2

165,599

150

5.250%,

7/01/33

-

NPFG

Insured

No

Opt.

Call

Baa2

160,446

Puerto

Rico

Infrastructure

Financing

Authority,

Special

Tax

Revenue

Bonds,

Refunding

Series

2005C:

130

5.500%,

7/01/25

-

AMBAC

Insured

No

Opt.

Call

N/R

134,157

200

5.500%,

7/01/26

-

AMBAC

Insured

No

Opt.

Call

N/R

207,054

555

Puerto

Rico

Infrastructure

Financing

Authority,

Special

Tax

Revenue

Bonds,

Series

2005A,

0.000%,

7/01/29

-

AMBAC

Insured

No

Opt.

Call

N/R

402,636

285

Puerto

Rico

Public

Buildings

Authority,

Guaranteed

Government

Facilities

Revenue

Bonds,

Refunding

Series

2002D,

5.450%,

7/01/31

-

AMBAC

Insured

1/22

at

100.00

N/R

289,440

315

Puerto

Rico

Public

Buildings

Authority,

Guaranteed

Government

Facilities

Revenue

Bonds,

Series

2007M,

10.000%,

7/01/35

-

AMBAC

Insured

1/22

at

100.00

N/R

324,450

Puerto

Rico

Public

Buildings

Authority,

Guaranteed

Government

Facilities

Revenue

Bonds,

Series

2007M3:

180

6.000%,

7/01/24

-

NPFG

Insured

1/22

at

100.00

N/R

181,868

100

6.000%,

7/01/26

-

NPFG

Insured

1/22

at

100.00

N/R

101,038

205

6.000%,

7/01/28

-

NPFG

Insured

1/22

at

100.00

N/R

207,128

400

Puerto

Rico,

General

Obligation

and

Public

Improvement

Refunding

Bonds,

Series

1998,

4.500%,

7/01/23

-

AMBAC

Insured

1/22

at

100.00

N/R

400,604

1,000

Puerto

Rico,

General

Obligation

Bonds,

Public

Improvement

Series

2008A,

2.140%,

7/01/33

(6)

1/22

at

100.00

N/R

988,750

1,000

Puerto

Rico,

General

Obligation

Bonds,

Refunding

Public

Improvement

Series

2012A,

2.260%,

7/01/23

(6)

7/22

at

100.00

N/R

941,250

Puerto

Rico,

General

Obligation

Bonds,

Refunding

Series

2003C-7:

500

6.000%,

7/01/27

-

NPFG

Insured

1/22

at

100.00

Baa2

505,190

170

6.000%,

7/01/28

-

NPFG

Insured

1/22

at

100.00

N/R

171,765

8,159

Total

Puerto

Rico

7,927,865

South

Carolina

-

2.8%

330

South

Carolina

Jobs-Economic

Development

Authority,

Educational

Facilities

Revenue

Bonds,

Virtus

Academy

Project,

Series

2021A,

5.000%,

6/15/51,

144A

6/29

at

100.00

N/R

341,811

250

South

Carolina

Jobs-Economic

Development

Authority,

Retirement

Community

Revenue

Notes,

Kiawah

Life

Plan

Village,

Inc.

Project,

Series

2021A,

8.750%,

7/01/25

1/22

at

100.00

N/R

258,645

Nuveen

Enhanced

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

December

31,

2021

(Unaudited)

8

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

South

Carolina

(continued)

$

1,000

South

Carolina

Public

Service

Authority,

Revenue

Obligation

Bonds,

Improvement

Series

2021B,

4.000%,

12/01/51,

(UB)

(5)

12/31

at

100.00

A-

$

1,177,020

1,580

Total

South

Carolina

1,777,476

Tennessee

-

0.9%

440

Knoxville

Industrial

Development

Board,

Tennessee,

Multifamily

Revenue

Bonds,

Pines

Apartments

Project,

Series

2008,

6.070%,

8/01/48,

(Mandatory

Put

9/1/2023)

2/22

at

101.00

N/R

445,169

100

Metropolitan

Government

of

Nashville-Davidson

County

Industrial

Development

Board,

Tennessee,

Special

Assessment

Revenue

Bonds,

South

Nashville

Central

Business

Improvement

District,

Series

2021A,

4.000%,

6/01/51,

144A

6/31

at

100.00

N/R

103,813

540

Total

Tennessee

548,982

Texas

-

16.4%

250

Abilene

Convention

Center

Hotel

Development

Corporation,

Texas,

Hotel

Revenue

Bonds,

Second-Lien

Series

2021B,

5.000%,

10/01/50,

144A

10/31

at

100.00

N/R

275,775

250

Arlington

Higher

Education

Finance

Corporation,

Texas,

Education

Revenue

Bonds,

Legacy

Traditional

Schools

-

Texas

Project,

Refunding

Series

2021A,

4.500%,

2/15/56

2/30

at

100.00

N/R

254,325

575

Baytown

Municipal

Development

District,

Texas,

Hotel

Revenue

Bonds,

Baytown

Convention

Center

Hotel,

Second-Lien

Series

2021B,

5.000%,

10/01/50,

144A

10/31

at

100.00

BB

625,456

100

Bee

Cave,

Travis

County,

Texas,

Special

Assessment

Revenue

Bonds,

Backyard

Public

Improvement

District

Project,

Series

2021,

5.250%,

9/01/51,

144A

9/31

at

100.00

N/R

102,064

250

Celina,

Texas,

Special

Assessment

Revenue

Bonds,

Sutton

Fields

II

Public

Improvement

District

Neighborhood

Improvement

Area

5

Project,

Series

2022,

4.000%,

9/01/51,

144A,

(WI/DD,

Settling

1/12/22)

9/31

at

100.00

N/R

255,817

250

Celina,

Texas,

Special

Assessment

Revenue

Bonds,

The

Parks

at

Wilson

Creek

Public

Improvement

District

Initial

Major

Improvement

Project,

Series

2021,

4.500%,

9/01/51,

144A

9/31

at

100.00

N/R

251,153

150

Celina,

Texas,

Special

Assessment

Revenue

Bonds,

Wells

South

Public

Improvement

District

Neighborhood

Improvement

Area

4

Project,

Series

2021,

4.000%,

9/01/51,

144A

9/31

at

100.00

N/R

156,096

275

Conroe

Local

Government

Corporation,

Texas,

Hotel

Revenue

Bonds,

Conroe

Convention

Center

Hotel,

Second-Lien

Series

2021B,

5.000%,

10/01/50

10/31

at

100.00

BB-

302,879

500

Hutto,

Williams

County

Texas,

Special

Assessment

Revenue

Bonds,

Durango

Farms

Public

Improvement

Project

Series

2021,

4.000%,

9/01/56,

144A

9/29

at

100.00

N/R

505,240

1,000

Legato

Community

Authority,

Commerce

City,

Colorado,

Limited

Tax

Supported

Revenue

Bonds,

District

1,

2,

3

&

7,

Convertible

Capital

Appreciation

Series

2021A-2,

5.000%,

12/01/51

6/26

at

100.67

N/R

844,580

750

Legato

Community

Authority,

Commerce

City,

Colorado,

Limited

Tax

Supported

Revenue

Bonds,

District

1,

2,

3

&

7,

Series

2021A-1,

5.000%,

12/01/51

6/26

at

103.00

N/R

809,722

250

Liberty

Hill,

Williamson

County,

Texas,

Special

Assessment

Revenue

Bonds,

Butler

Farms

Public

Improvement

District

Improvement

Areas

1

&

2

Project,

Series

2022,

4.000%,

9/01/52,

144A,

(WI/DD,

Settling

1/12/22)

9/32

at

100.00

N/R

259,660

250

New

Braunfels,

Comal

and

Guadalupe

Counties,

Texas,

Special

Assessment

Revenue

Bonds,

Solms

Landing

Public

Improvement

District

Improvement

Area

1

Project,

Series

2021,

4.750%,

9/01/51,

144A

9/31

at

100.00

N/R

251,332

9

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Texas

(continued)

$

70

New

Hope

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Retirement

Facility

Revenue

Bonds,

Buckingham

Senior

Living

Community,

Inc.

Project,

Series

2021A-1,

7.500%,

11/15/37

No

Opt.

Call

N/R

$

69,742

435

New

Hope

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Retirement

Facility

Revenue

Bonds,

Buckingham

Senior

Living

Community,

Inc.

Project,

Series

2021A-2,

7.500%,

11/15/36

No

Opt.

Call

N/R

434,709

2,220

New

Hope

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Retirement

Facility

Revenue

Bonds,

Buckingham

Senior

Living

Community,

Inc.

Project,

Series

2021B,

2.000%,

11/15/61

11/26

at

105.00

N/R

1,504,516

1,190

New

Hope

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Senior

Living

Revenue

Bonds,

Sanctuary

LTC

LLC

Project,

Series

2021A-

1,

5.500%,

1/01/57

1/28

at

103.00

N/R

1,213,645

North

Parkway

Municipal

Management

District

1,

Celina,

Texas,

Contract

Revenue

Bonds,

Legacy

Hills

Public

Improvement

District

Phase

1A-1B

Improvements,

Series

2021:

300

4.000%,

9/15/41,

144A

9/31

at

100.00

N/R

319,860

250

4.250%,

9/15/51,

144A

9/31

at

100.00

N/R

267,418

250

North

Parkway

Municipal

Management

District

1,

Celina,

Texas,

Special

Assessment

Revenue

Bonds,

Major

Improvements

Project,

Series

2021,

5.000%,

9/15/51,

144A

9/31

at

100.00

N/R

279,943

250

Plano,

Collin

and

Denton

Counties,

Texas,

Special

Assessment

Revenue

Bonds,

Collin

Creek

East

Public

Improvement

District

Project,

Series

2021,

4.375%,

9/15/51,

144A

9/31

at

100.00

N/R

254,338

Red

River

Health

Facilities

Development

Corporation,

Texas,

First

Mortgage

Revenue

Bonds,

Eden

Home

Inc.,

Series

2012:

125

4.293%,

12/15/32

(6)

1/22

at

100.00

N/R

78,125

500

7.250%,

12/15/42

(6)

1/22

at

100.00

N/R

312,500

305

4.293%,

12/15/47

(6)

1/22

at

100.00

N/R

190,625

250

San

Marcos,

Hays,

Caldwell

and

Guadalupe

Counties,

Texas,

Special

Assessment

Revenue

Bonds,

Whisper

South

Public

Improvement

District,

Series

2020,

4.500%,

9/01/51,

144A,

(WI/DD,

Settling

1/19/22)

9/32

at

100.00

N/R

250,615

500

Tarrant

County

Cultural

Education

Facilities

Finance

Corporaton,

Texas,

Retirement

Facility

Revenue

Bonds,

C.C.

Young

Memorial

Home

Project,

Series

2016A,

6.250%,

2/15/37

(6)

2/27

at

100.00

N/R

350,000

80

Viridian

Municipal

Management

District,

Texas,

Assessment

Revenue

Bonds,

Series

2017,

4.250%,

12/01/44

12/25

at

100.00

N/R

84,482

11,575

Total

Texas

10,504,617

Utah

-

5.0%

500

Black

Desert

Public

Infrastructure

District,

Limited

Tax

General

Obligation

Bonds,

Subordinate

Series

2021B,

7.375%,

9/15/51,

144A

9/26

at

103.00

N/R

502,435

1,000

Gateway

at

Sand

Hollow,

Public

Infrastructure

District

1,

Utah,

Limited

Tax

General

Obligation

Bonds,

Series

2021A,

5.500%,

3/01/51,

144A

12/26

at

103.00

N/R

1,013,300

1,000

Red

Bridge

Public

Infrastructure

District

1,

Utah,

Limited

Tax

General

Obligation

Bonds,

Series

2021A,

4.375%,

2/01/51,

144A

2/26

at

103.00

N/R

1,043,170

375

Utah

Charter

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Bridge

Elementary

Project,

Series

2021A,

4.000%,

6/15/41

6/28

at

103.00

N/R

384,495

250

Utah

Charter

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Saint

George

Academy

Project,

Series

2021A,

5.000%,

6/15/56,

144A

12/30

at

101.00

N/R

250,770

3,125

Total

Utah

3,194,170

Nuveen

Enhanced

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

December

31,

2021

(Unaudited)

10

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Virgin

Islands

-

1.9%

$

700

Virgin

Islands

Public

Finance

Authority,

Gross

Receipts

Taxes

Loan

Note,

Refunding

Series

2014C,

5.000%,

10/01/30

10/24

at

100.00

N/R

$

701,645

250

Virgin

Islands

Water

and

Power

Authority,

Electric

System

Revenue

Bonds,

Bond

Anticipation

Notes,

Senior

Series

2021A,

6.750%,

7/01/26,

144A

No

Opt.

Call

N/R

247,332

250

Virgin

Islands

Water

and

Power

Authority,

Electric

System

Revenue

Bonds,

Bond

Anticipation

Notes,

Taxable

Series

2021B,

8.500%,

7/01/26,

144A

No

Opt.

Call

N/R

245,273

1,200

Total

Virgin

Islands

1,194,250

West

Virginia

-

0.2%

100

West

Virginia

Economic

Development

Authority,

Dock

and

Wharf

Facilities

Revenue

Bonds,

Empire

Trimodal

Terminal,

LLC

Project,

Series

2020,

7.625%,

12/01/40,

144A

12/27

at

103.00

N/R

103,213

Wisconsin

-

15.6%

3,230

Ashwaubenon

Community

Development

Authority,

Wisconsin,

Lease

Revenue

Bonds,

Brown

County

Expo

Center

Project,

Series

2019,

0.000%,

6/01/54,

(UB)

(5)

6/29

at

37.80

AA

1,009,666

250

Gillett,

Wisconsin,

Solid

Waste

Disposal

Revenue

Bonds,

WI

RNG

Hub

North

LLC

Renewable

Natural

Gas

Production

Plant

Project,

Series

2021A,

5.500%,

12/01/32,

144A

12/26

at

100.00

N/R

250,410

255

Public

Finance

Authority

of

Wisconsin,

Charter

School

Revenue

Bonds,

Alamance

Community

School,

Series

2021A,

5.000%,

6/15/51,

144A

6/29

at

100.00

N/R

262,173

1,000

Public

Finance

Authority

of

Wisconsin,

Charter

School

Revenue

Bonds,

North

Carolina

Charter

Educational

Foundation

Project,

Series

2016A,

5.000%,

6/15/36,

144A

6/26

at

100.00

N/R

1,046,150

345

Public

Finance

Authority

of

Wisconsin,

Conference

Center

and

Hotel

Revenue

Bonds,

The

Foundation

of

the

University

of

North

Carolina

at

Charlotte

Inc.,

Series

2021A,

4.000%,

9/01/56

9/31

at

100.00

N/R

366,011

Public

Finance

Authority

of

Wisconsin,

Education

Revenue

Bonds,

Casa

Esperanza

Montessori,

Series

2021A:

300

4.375%,

6/01/46,

144A

6/31

at

100.00

N/R

300,678

100

4.500%,

6/01/56,

144A

6/31

at

100.00

N/R

100,224

1,000

Public

Finance

Authority

of

Wisconsin,

First

Tier

Revenue

Bonds,

McLemore

Hotel

&

Conference

Center

Project,

Senior

Series

2021A,

4.500%,

6/01/56,

144A

6/28

at

103.00

N/R

1,022,340

Public

Finance

Authority

of

Wisconsin,

Limited

Obligation

PILOT

Revenue

Bonds,

American

Dream

@

Meadowlands

Project,

Series

2017:

500

6.500%,

12/01/37,

144A

12/27

at

100.00

N/R

540,315

2,000

7.000%,

12/01/50,

144A

12/27

at

100.00

N/R

2,193,760

1,700

Public

Finance

Authority

of

Wisconsin,

Revenue

Bonds,

Procure

Proton

Therapy

Center,

Senior

Series

2018A,

7.000%,

7/01/48,

144A

7/28

at

100.00

N/R

1,653,539

Public

Finance

Authority

of

Wisconsin,

Revenue

Bonds,

SearStone

Retirement

Community,

Series

2023A:

250

5.000%,

6/01/37,

(WI/DD,

Settling

3/03/23)

6/28

at

103.00

N/R

266,850

250

5.000%,

6/01/52,

(WI/DD,

Settling

3/03/23)

6/28

at

103.00

N/R

257,990

250

Public

Finance

Authority

of

Wisconsin,

Revenue

Bonds,

Senior

Revenue

Bonds,

Proton

International

Arkansas,

LLC,

Series

2021A,

6.850%,

1/01/51,

144A

1/32

at

100.00

N/R

244,752

500

Public

Finance

Authority

of

Wisconsin,

Senior

Revenue

Bonds,

Maryland

Proton

Treatment

Center,

Series

2018A-1,

6.375%,

1/01/48,

144A

1/28

at

100.00

N/R

383,055

11

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)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Wisconsin

(continued)

$

100

Saint

Croix

Chippewa

Indians

of

Wisconsin,

Revenue

Bonds,

Refunding

Senior

Series

2021,

5.000%,

9/30/41,

144A

9/28

at

100.00

N/R

$

98,025

12,030

Total

Wisconsin

9,995,938

$

103,447

Total

Municipal

Bonds

(cost

$87,284,252)

87,807,426

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(3)

Value

CORPORATE

BONDS

-

4.6%

(3.2%

of

Total

Investments)

Electric

Utilities

-

0.6%

1,000

Talen

Energy

Supply

LLC

6.500%

06/01/25

CCC

397,920

Hotels,

Restaurants

&

Leisure

-

4.0%

2,500

Wild

Rivers

Water

Park

8.500%

11/01/51

N/R

2,527,638

$

3,500

Total

Corporate

Bonds

(cost

$2,980,573)

2,925,558

Total

Long-Term

Investments

(cost

$90,264,825)

90,732,984

Borrowings

-

(31.3)%

(7),(8)

(

20,000,000

)

Floating

Rate

Obligations

-

(9.4)%

(

6,022,000

)

Other

Assets

Less

Liabilities

-

(1.2)%

(

789,943

)

Net

Assets

Applicable

to

Common

Shares

-

100%

$

63,921,041

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Municipal

Bonds

$

–

$

87,807,426

$

–

$

87,807,426

Corporate

Bonds

–

2,925,558

–

2,925,558

Total

$

–

$

90,732,984

$

–

$

90,732,984

(1)

All

percentages

shown

in

the

Portfolio

of

Investments

are

based

on

net

assets

applicable

to

common

shares

unless

otherwise

noted.

(2)

Optional

Call

Provisions:

Dates

(month

and

year)

and

prices

of

the

earliest

optional

call

or

redemption.

There

may

be

other

call

provisions

at

varying

prices

at

later

dates.

Certain

mortgage-backed

securities

may

be

subject

to

periodic

principal

paydowns.

(3)

For

financial

reporting

purposes,

the

ratings

disclosed

are

the

lowest

of

the

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.

(4)

Step-up

coupon

bond,

a

bond

with

a

coupon

that

increases

("steps

up"),

usually

at

regular

intervals,

while

the

bond

is

outstanding.

The

rate

shown

is

the

coupon

as

of

the

end

of

the

reporting

period.

(5)

Investment,

or

portion

of

investment,

has

been

pledged

to

collateralize

the

net

payment

obligations

for

investments

in

inverse

floating

rate

transactions.

Nuveen

Enhanced

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

December

31,

2021

(Unaudited)

12

(6)

Defaulted

security.

A

security

whose

issuer

has

failed

to

fully

pay

principal

and/or

interest

when

due,

or

is

under

the

protection

of

bankruptcy.

(7)

Borrowings

as

a

percentage

of

Total

investments

is

22.0%.

(8)

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.

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.

AMT

Alternative

Minimum

Tax

UB

Underlying

bond

of

an

inverse

floating

rate

trust

reflected

as

a

financing

transaction.

WI/DD

Purchased

on

a

when-issued

or

delayed

delivery

basis.

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