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Nuveen Enhanced High Yield Municipal Bond Fund NPORT-P/ANuveen Enhanced High Yield Municipal Bond Fund (Jun 2022 report)

Filed: 18 Apr 23, 12:09pm

1

Nuveen

Enhanced

High

Yield

Municipal

Bond

Fund

Portfolio

of

Investments

June

30,

2022

(Unaudited)

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

LONG-TERM

INVESTMENTS

-

147.5% (100.0%

of

Total

Investments)

X

82,556,887

MUNICIPAL

BONDS

-

144.7%

(98.1%

of

Total

Investments)

X

82,556,887

Alabama

-

0.3%

$

250

MidCity

Improvement

District,

Alabama,

Special

Assessment

Revenue

Bonds,

Series

2022,

4.750%,

11/01/49

11/32

at

100.00

N/R

$

197,320

Arizona

-

1.5%

110

Arizona

Industrial

Development

Authority,

Arizona,

Hotel

Revenue

Bonds,

Provident

Group

Falcon

Properties

LLC,

Project,

Senior

Series

2022A-1,

4.150%,

12/01/57,

144A

12/31

at

100.00

N/R

80,268

100

Arizona

Industrial

Development

Authority,

Arizona,

Hotel

Revenue

Bonds,

Provident

Group

Falcon

Properties

LLC,

Project,

Subordinate

Series

2022B,

5.750%,

12/15/57,

144A

12/31

at

100.00

N/R

77,389

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

106,415

250

Sierra

Vista

Industrial

Development

Authority,

Arizona,

Economic

Development

Revenue

Bonds,

Convertible

Capital

Appreciation

Revenue

Bonds,

Series

2021A,

5.375%,

10/01/56

10/29

at

103.00

N/R

161,217

500

Sierra

Vista

Industrial

Development

Authority,

Arizona,

Economic

Development

Revenue

Bonds,

Convertible

Capital

Appreciation

Revenue

Bonds,

Series

2022A,

7.000%,

10/01/56

,

(WI/DD,

Settling

7/01/22)

10/29

at

103.00

N/R

402,875

1,110

Total

Arizona

828,164

California

-

10.1%

500

California

Community

Housing

Agency,

California,

Essential

Housing

Revenue

Bonds,

Exchange

at

Bayfront

Apartments,

Junior

Series

2021A-

2,

4.000%,

8/01/51,

144A

8/32

at

100.00

N/R

329,540

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

558,960

500

California

Community

Housing

Agency,

California,

Essential

Housing

Revenue

Bonds,

Stoneridge

Apartments,

Series

2021A,

4.000%,

2/01/56,

144A

2/31

at

100.00

N/R

397,930

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

233,319

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

171,925

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

186,980

250

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Citizens

of

the

World

Charter,

Series

2022A,

6.250%,

4/01/52,

144A

4/30

at

100.00

N/R

252,715

250

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Russell

Westbrook

Academy

Obligated

Group,

Series

2021A,

4.000%,

6/01/51,

144A

6/27

at

100.00

N/R

192,737

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

213,305

Nuveen

Enhanced

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2022

(Unaudited)

2

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

California

(continued)

$

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

$

409,935

265

CMFA

Special

Finance

Agency

XII,

California,

Essential

Housing

Revenue

Bonds,

Allure

Apartments

Project,

Series

2022A-2,

4.375%,

8/01/49,

144A

2/32

at

100.00

N/R

203,629

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

194,895

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

207,008

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

233,363

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

190,462

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

262,340

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

446,418

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

167,745

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

105,531

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

179,772

6,100

Golden

State

Tobacco

Securitization

Corporation,

California,

Tobacco

Settlement

Asset-Backed

Bonds,

Capital

Appreciation

Series

2021B-2,

0.000%,

6/01/66

12/31

at

27.75

N/R

600,484

12,850

Total

California

5,738,993

Colorado

-

31.6%

500

Aerotropolis

Regional

Transportation

Authority,

Colorado,

Special

Revenue

Bonds,

Series

2021,

4.375%,

12/01/52

12/26

at

103.00

N/R

394,560

2,500

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

2,226,075

500

Berthoud-Heritage

Metropolitan

District

10,

Larimer

County,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Senior

Series

2022A,

4.750%,

12/01/52

12/26

at

103.00

N/R

408,295

1,750

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

1,326,273

250

Brighton

Crossing

Metropolitan

District

4,

Colorado,

General

Obligation

Bonds,

Limited

Tax

Convertible

to

Unlimited

Tax,

Series

2017A,

5.000%,

12/01/47

12/22

at

103.00

N/R

239,650

3

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Colorado

(continued)

$

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

8/22

at

100.00

N/R

$

333,585

1,000

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

867,030

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

214,112

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

78,054

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Ralston

Creek

at

Arvada

Project,

Series

2017A:

225

5.250%,

11/01/32

11/25

at

102.00

N/R

163,627

670

5.500%,

11/01/37

11/25

at

102.00

N/R

480,745

1,250

5.750%,

11/01/47

11/25

at

102.00

N/R

861,212

835

6.000%,

11/01/52

11/25

at

102.00

N/R

580,918

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

432,240

500

6.250%,

12/01/50,

144A

12/25

at

100.00

N/R

392,895

500

Copperleaf

Metropolitan

District

6,

Arapahoe

County,

Colorado,

Limited

Tax,

General

Obligation

Bonds,

Subordinate

Series

2022B,

6.000%,

12/15/41

3/27

at

103.00

N/R

471,565

1,000

Crossroads

Metropolitan

District

1,

El

Paso

County,

Colorado,

Limited

Tax

General

Obligation

and

Special

Revenue

Bonds,

Series

2022,

6.500%,

12/01/51

12/29

at

103.00

N/R

940,880

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

378,925

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

653,760

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

391,280

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

417,775

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

428,490

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

821,370

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

409,835

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

420,975

500

Third

Creek

Metropolitan

District

1,

Commerce

City,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2022A-1,

4.750%,

12/01/51,

144A

3/27

at

103.00

N/R

392,620

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

395,635

Nuveen

Enhanced

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2022

(Unaudited)

4

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Colorado

(continued)

$

1,000

USAFA

Visitor

Center

Business

Improvement

District,

Colorado

Springs,

Colorado,

Special

Revenue

Bonds,

Series

2022A,,

5.000%,

12/01/52,

144A

12/26

at

103.00

N/R

$

839,060

500

Villages

at

Johnstown

Metropolitan

District

7,

Johnstown,

Colorado,

Limited

Tax

General

Obligation

Bonds,

Series

2022A(3),

6.250%,

12/01/52

6/27

at

103.00

N/R

511,090

500

Westgate

Metropolitan

District,

Colorado

Springs,

El

Paso

County,

Colorado,

General

Obligation

Limited

Tax

Bonds,

Series

2022,

5.125%,

12/01/51

3/27

at

103.00

N/R

420,365

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

379,125

1,000

Windler

Public

Improvement

Authority,

Aurora,

Colorado,

Limited

Tax

Supported

Revenue

Bonds,

Series

2021A-1,

4.000%,

12/01/41,

144A

9/26

at

103.00

N/R

781,480

22,327

Total

Colorado

18,053,501

Florida

-

18.7%

250

Alachua

County

Health

Facilities

Authority,

Florida,

Health

Facilities

Revenue

Bonds,

Terraces

at

Bonita

Springs

Project,

Refunding

Series

2022A,

5.000%,

11/15/61,

144A

11/29

at

103.00

N/R

181,785

250

Alachua

County

Health

Facilities

Authority,

Florida,

Health

Facilities

Revenue

Bonds,

Terraces

at

Bonita

Springs

Project,

Taxable

Refunding

Series

2022B,

6.500%,

11/15/33,

144A

No

Opt.

Call

N/R

226,222

15,020

Capital

Trust

Agency,

Florida,

Revenue

Bonds,

Educational

Growth

Fund,

LLC,

Charter

School

Portfolio

Projects,

Subordinate

Series

2021B,

0.010%,

7/01/61,

144A

No

Opt.

Call

N/R

726,818

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

204,125

175

5.625%,

8/01/37,

144A

8/24

at

103.00

N/R

136,780

100

Florida

Development

Finance

Corporation,

Educational

Facilities

Revenue

Bonds,

Dreamers

Academy

Project,

Series

2022A,

6.000%,

1/15/57,

144A

1/28

at

101.00

N/R

77,889

360

Florida

Development

Finance

Corporation,

Educational

Facilities

Revenue

Bonds,

Miami

Arts

Charter

School

Projects,

Series

2014,

5.625%,

6/15/29,

144A

6/24

at

100.00

N/R

335,743

4,485

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

4,490,203

1,000

Hillsborough

County,

Florida,

Utility

Revenue

Bonds,

Series

2021A,

2.500%,

8/01/51,

(UB)

(4)

8/31

at

100.00

AA+

687,610

1,000

Miami-Dade

County,

Florida,

Seaport

Revenue

Bonds,

Refunding

Subordinate

Series

2021B-1,

4.000%,

10/01/50,

(AMT),

(UB)

(4)

10/31

at

100.00

Aa3

917,100

100

North

Powerline

Road

Community

Development

District,

Polk

County,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2022,

5.625%,

5/01/52,

144A

5/32

at

100.00

N/R

96,084

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

440,916

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

428,835

5

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Florida

(continued)

Seminole

County

Industrial

Development

Authority,

Florida,

Retirement

Facility

Revenue

Bonds,

Legacy

Pointe

At

UCF

Project,

Series

2019A:

$

415

5.000%,

11/15/29

11/26

at

103.00

N/R

$

387,751

500

5.750%,

11/15/54

11/26

at

103.00

N/R

448,305

250

Seminole

County

Industrial

Development

Authority,

Florida,

Retirement

Facility

Revenue

Bonds,

Legacy

Pointe

At

UCF

Project,

Series

2019B,

4.250%,

11/15/26

8/22

at

100.00

N/R

233,685

750

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

669,173

25,985

Total

Florida

10,689,024

Idaho

-

1.1%

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

206,297

250

5.000%,

7/15/56,

144A

7/26

at

103.00

N/R

188,518

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

174,385

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

71,983

850

Total

Idaho

641,183

Illinois

-

1.9%

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

200,580

250

Illinois

Finance

Authority,

Revenue

Bonds,

Admiral

at

the

Lake

Project,

Refunding

Series

2017,

5.500%,

5/15/54

5/24

at

103.00

N/R

199,215

400

Illinois

State,

General

Obligation

Bonds,

Refunding

March

Series

2022A,

5.500%,

3/01/47,

(UB)

(4)

3/32

at

100.00

N/R

434,284

250

Southwestern

Illinois

Development

Authority,

Environmental

Improvement

Revenue

Bonds,

US

Steel

Corporation

Project,

Series

2012,

5.750%,

8/01/42,

(AMT)

8/22

at

100.00

B-

250,015

1,150

Total

Illinois

1,084,094

Indiana

-

1.3%

775

Indiana

Finance

Authority,

Educational

Facilities

Revenue

Bonds,

University

of

Evansville

Project,

Series

2022,

5.250%,

9/01/57,

(UB)

(4)

9/32

at

100.00

N/R

737,304

Kansas

-

1.6%

1,000

Wyandotte

County-Kansas

City

Unified

Government,

Kansas,

Sales

Tax

Special

Obligation

Bonds,

Village

East

Project

Areas

2B

3

and

5,

Series

2022,

5.750%,

3/01/41,

144A

3/29

at

103.00

N/R

934,850

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

87,751

100

5.000%,

6/01/51,

144A

6/31

at

100.00

N/R

82,794

200

Total

Louisiana

170,545

Nuveen

Enhanced

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2022

(Unaudited)

6

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Maryland

-

0.2%

$

135

Maryland

Health

and

Higher

Educational

Facilities

Authority,

Revenue

Bonds,

Imagine

Andrews

Public

Charter

School,

Series

2022A,

5.500%,

5/01/52,

144A

5/30

at

100.00

N/R

$

131,136

Michigan

-

1.9%

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

252,724

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

242,994

3,500

Michigan

Finance

Authority,

Tobacco

Settlement

Asset-

Backed

Bonds,

2007

Sold

Tobacco

Receipts,

Series

2020B2-CL2,

0.000%,

6/01/65

12/30

at

18.38

N/R

320,495

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

85,912

185

Trillium

Academy,

Michigan,

Public

School

Academy

Revenue

Bonds,

Refunding

Series

2019,

5.750%,

11/01/40

11/26

at

103.00

BB

171,550

4,405

Total

Michigan

1,073,675

Minnesota

-

2.3%

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

375,030

1,000

Saint

Cloud,

Minnesota,

Charter

School

Lease

Revenue

Bonds,

Athlos

Academy,

Series

2022A,

5.875%,

6/01/57,

144A

6/30

at

102.00

N/R

936,210

1,500

Total

Minnesota

1,311,240

Missouri

-

5.2%

Land

Clearance

for

Redevelopment

Authority

of

Kansas

City,

Missouri,

Project

Revenue

Bonds,

Convention

Center

Hotel

Project

-

TIF

Financing,

Series

2018B:

2,375

5.000%,

2/01/40,

144A

2/28

at

100.00

N/R

1,970,110

825

5.000%,

2/01/50,

144A

2/28

at

100.00

N/R

646,981

Missouri

Southern

State

University,

Auxiliary

Enterprise

System

Revenue

Bonds,

Series

2021:

100

4.000%,

10/01/34

10/31

at

100.00

N/R

86,195

100

4.000%,

10/01/44

10/31

at

100.00

N/R

77,670

245

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

178,815

3,645

Total

Missouri

2,959,771

Nevada

-

1.6%

1,000

Director

of

Nevada

State

Department

of

Business

&

Industry,

Environmental

Improvement

Revenue

Bonds,

Fulcrum

Sierra

BioFuels

LLC

Project,

Green

Series

2018,

6.950%,

2/15/38,

(AMT),

144A

8/28

at

100.00

N/R

917,170

New

York

-

6.4%

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)

(4)

5/28

at

100.00

Aa2

674,810

1,000

New

York

City

Housing

Development

Corporation,

New

York,

Multifamily

Housing

Revenue

Bonds,

Sustainable

Neighborhood

Green

Series

2021-1,

2.450%,

11/01/45,

(UB)

(4)

9/29

at

100.00

N/R

723,440

7

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

New

York

(continued)

$

750

New

York

City

Industrial

Development

Agency,

New

York,

Civic

Facility

Revenue

Bonds,

Bronx

Parking

Development

Company,

LLC

Project,

Series

2007,

0.000%,

10/01/46

(5)

8/22

at

100.00

N/R

$

600,000

Syracuse

Industrial

Development

Authority,

New

York,

PILOT

Revenue

Bonds,

Carousel

Center

Project,

Refunding

Series

2016A:

1,000

5.000%,

1/01/31,

(AMT)

1/26

at

100.00

CC

827,790

550

5.000%,

1/01/34,

(AMT)

1/26

at

100.00

CC

428,676

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

189,202

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

197,885

4,800

Total

New

York

3,641,803

Ohio

-

5.4%

245

Brecksville,

Ohio,

Tax

Increment

Financing

Revenue

Bonds,

Valor

Acres

Project,

Series

2022,

5.625%,

12/01/53,

144A

12/32

at

100.00

N/R

229,249

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

119,221

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

83,195

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

176,667

250

Ohio

Air

Quality

Development

Authority,

Ohio,

Pollution

Control

Revenue

Bonds,

FirstEnergy

Generation

Corporation

Project,

Refunding

Series

2009D,

3.375%,

8/01/29

No

Opt.

Call

N/R

224,103

1,420

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

1,232,262

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

997,760

3,415

Total

Ohio

3,062,457

Oklahoma

-

2.1%

1,000

Oklahoma

Development

Finance

Authority,

Health

System

Revenue

Bonds,

OU

Medicine

Project,

Series

2018B,

5.500%,

8/15/57

8/28

at

100.00

BB+

908,370

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

76,933

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

189,305

1,350

Total

Oklahoma

1,174,608

Oregon

-

1.5%

Yamhill

County

Hospital

Authority,

Oregon,

Revenue

Bonds,

Friendsview

Retirement

Community,

Refunding

Series

2021A:

750

5.000%,

11/15/46

11/28

at

103.00

N/R

642,593

250

5.000%,

11/15/56

11/28

at

103.00

N/R

206,315

1,000

Total

Oregon

848,908

Nuveen

Enhanced

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2022

(Unaudited)

8

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Pennsylvania

-

3.0%

$

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

$

393,795

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

451,575

1,500

Pennsylvania

Economic

Development

Financing

Authority,

Exempt

Facilities

Revenue

Refunding

Bonds,

PPL

Energy

Supply,

LLC

Project,

Series

2009A,

6.400%,

12/01/38

(5)

9/25

at

100.00

CCC

841,875

2,500

Total

Pennsylvania

1,687,245

Puerto

Rico

-

4.1%

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Refunding

Series

2012A:

105

3.957%,

7/01/29

(5)

8/22

at

100.00

N/R

89,250

100

3.957%,

7/01/42

(5)

8/22

at

100.00

D

85,000

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Series

2007TT:

450

3.957%,

7/01/17

(5)

No

Opt.

Call

N/R

381,375

190

3.957%,

7/01/32

(5)

8/22

at

100.00

D

161,500

250

3.957%,

7/01/37

(5)

8/22

at

100.00

D

212,500

160

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Series

2010AAA,

3.978%,

7/01/27

(5)

8/22

at

100.00

D

136,000

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Series

2010ZZ:

329

3.957%,

7/01/24

(5)

8/22

at

100.00

D

279,650

115

3.978%,

7/01/26

(5)

8/22

at

100.00

D

97,750

115

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Series

WW,

3.999%,

7/01/18

(5)

No

Opt.

Call

N/R

97,894

Puerto

Rico

Highway

and

Transportation

Authority,

Highway

Revenue

Bonds,

Series

2007N:

155

5.250%,

7/01/32

-

NPFG

Insured

No

Opt.

Call

Baa2

157,821

150

5.250%,

7/01/33

-

NPFG

Insured

No

Opt.

Call

Baa2

152,422

Puerto

Rico,

General

Obligation

Bonds,

Restructured

Series

2022A-1:

41

5.250%,

7/01/23

No

Opt.

Call

N/R

42,119

25

0.000%,

7/01/24

No

Opt.

Call

N/R

22,677

82

5.375%,

7/01/25

No

Opt.

Call

N/R

85,716

82

5.625%,

7/01/27

No

Opt.

Call

N/R

87,065

78

5.750%,

7/01/31

No

Opt.

Call

N/R

85,478

74

4.000%,

7/01/33

7/31

at

103.00

N/R

68,037

57

4.000%,

7/01/37

7/31

at

103.00

N/R

50,717

78

4.000%,

7/01/41

7/31

at

103.00

N/R

67,455

2,636

Total

Puerto

Rico

2,360,426

South

Carolina

-

0.9%

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

282,916

250

South

Carolina

Jobs-Economic

Development

Authority,

Retirement

Community

Revenue

Notes,

Kiawah

Life

Plan

Village,

Inc.

Project,

Series

2021A,

8.750%,

7/01/25

7/22

at

100.00

N/R

249,100

580

Total

South

Carolina

532,016

9

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Tennessee

-

0.9%

$

437

Knoxville

Industrial

Development

Board,

Tennessee,

Multifamily

Revenue

Bonds,

Pines

Apartments

Project,

Series

2008,

6.070%,

8/01/48,

(Mandatory

Put

9/01/23)

8/22

at

101.00

N/R

$

436,865

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

81,637

537

Total

Tennessee

518,502

Texas

-

8.9%

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

218,447

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

185,102

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

84,789

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-

230,120

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

59,851

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

385,802

2,985

New

Hope

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Retirement

Facility

Revenue

Bonds,

Buckingham

Senior

Living

Community,

Inc.

Project,

Series

2021B,

5.625%,

11/15/61

11/26

at

105.00

N/R

1,623,243

940

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

803,362

500

New

Hope

Cultural

Education

Facilities

Finance

Corporation,

Texas,

Student

Housing

Revenue

Bonds,

NCCD

-

College

Station

Properties

LLC

-

Texas

A&M

University

Project, Series

2015A,

5.000%,

7/01/30

7/25

at

100.00

CCC

425,000

Red

River

Health

Facilities

Development

Corporation,

Texas,

First

Mortgage

Revenue

Bonds,

Eden

Home

Inc.,

Series

2012:

125

4.087%,

12/15/32

(5)

8/22

at

100.00

N/R

77,500

500

4.087%,

12/15/42

(5)

8/22

at

100.00

N/R

310,000

305

4.087%,

12/15/47

(5)

8/22

at

100.00

N/R

189,100

100

Sinton,

San

Patricio

County,

Texas,

Special

Assessment

Revenue

Bonds,

Somerset

Public

Improvement

District

1

Series

2022,

5.250%,

9/01/51,

144A

9/32

at

100.00

N/R

86,436

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

(5)

2/27

at

100.00

N/R

330,000

80

Viridian

Municipal

Management

District,

Texas,

Assessment

Revenue

Bonds,

Series

2017,

4.250%,

12/01/44

12/25

at

100.00

N/R

71,612

7,415

Total

Texas

5,080,364

Nuveen

Enhanced

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2022

(Unaudited)

10

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Utah

-

3.7%

$

500

Black

Desert

Public

Infrastructure

District,

Utah,

Limited

Tax

General

Obligation

Bonds,

Subordinate

Series

2021B,

7.375%,

9/15/51,

144A

9/26

at

103.00

N/R

$

416,465

500

Coral

Junction

Public

Infrastructure

District

1,

Utah,

Limited

Tax

General

Obligation

Bonds,

Series

2022A-1,

6.500%,

3/01/53

6/27

at

103.00

N/R

475,230

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

763,620

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

297,274

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

182,967

2,625

Total

Utah

2,135,556

Virgin

Islands

-

2.1%

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

241,075

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

239,485

500

Virgin

Islands

Water

and

Power

Authority,

Electric

System

Revenue

Bonds,

Series

2007B,

5.000%,

7/01/31

8/22

at

100.00

Caa3

460,565

250

West

Indian

Company

Limited,

Virgin

Island,

Port

Facilities

Revenue

Bonds,

WICO

Financing,

Series

2022B,

6.500%,

4/01/52,

(AMT),

144A

10/29

at

104.00

N/R

233,673

1,250

Total

Virgin

Islands

1,174,798

West

Virginia

-

1.5%

South

Charleston,

West

Virginia,

Special

District

Excise

Tax

Revenue

Improvement

Bonds,

South

Charleston

Park

Place

Project,

Series

2022A:

185

4.250%,

6/01/42,

144A

6/31

at

100.00

N/R

148,771

250

4.500%,

6/01/50,

144A

6/31

at

100.00

N/R

195,010

600

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

499,350

1,035

Total

West

Virginia

843,131

Wisconsin

-

24.6%

3,230

Ashwaubenon

Community

Development

Authority,

Wisconsin,

Lease

Revenue

Bonds,

Brown

County

Expo

Center

Project,

Series

2019,

0.000%,

6/01/54,

(UB)

(4)

6/29

at

37.80

AA

761,763

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

209,825

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

200,160

1,650

Public

Finance

Authority

of

Wisconsin,

Charter

School

Revenue

Bonds,

Discovery

Charter

School

Project,

Series

2022,

6.750%,

6/01/62,

144A

,

(WI/DD,

Settling

7/14/22)

6/30

at

100.00

N/R

1,645,300

1,750

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

1,520,295

500

Public

Finance

Authority

of

Wisconsin,

Charter

School

Revenue

Bonds,

Phoenix

Academy

Charter

School,

North

Carolina,

Series

2017A,

5.875%,

6/15/47,

144A

6/24

at

100.00

N/R

465,720

11

Principal

Amount

(000)

Description

(1)

Optional

Call

Provisions

(2)

Ratings

(3)

Value

Wisconsin

(continued)

$

845

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

$

629,956

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

223,599

100

4.500%,

6/01/56,

144A

6/31

at

100.00

N/R

71,592

Public

Finance

Authority

of

Wisconsin,

Limited

Obligation

Grant

Revenue

Bonds,

American

Dream

@

Meadowlands

Project,

Series

2017A:

105

3.125%,

8/01/27,

144A

(5)

No

Opt.

Call

N/R

95,447

100

6.750%,

8/01/31,

144A

(5)

No

Opt.

Call

N/R

82,553

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

448,850

4,250

7.000%,

12/01/50,

144A

12/27

at

100.00

N/R

3,859,383

750

Public

Finance

Authority

of

Wisconsin,

Project

Revenue

Bonds,

Irving

Convention

Center

Hotel

Project,

First

Tier

Series

2017A-2,

7.000%,

1/01/50,

144A

1/32

at

100.00

N/R

811,830

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

1,407,090

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

219,067

250

5.000%,

6/01/52

,

(WI/DD,

Settling

3/03/23)

6/28

at

103.00

N/R

192,385

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

198,713

100

Public

Finance

Authority

of

Wisconsin,

Revenue

Bonds,

Viticus

Group

Project,

Series

2022A,

4.000%,

12/01/41,

144A

12/31

at

100.00

N/R

84,033

1,000

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

615,000

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

79,291

290

Wisconsin

Health

and

Educational

Facilities

Authority,

Revenue

Bonds,

Covenant

Communities

Inc,

Second

Tier

Series

2018B,

4.375%,

7/01/38

7/23

at

103.00

N/R

207,251

18,525

Total

Wisconsin

14,029,103

$

124,850

Total

Municipal

Bonds

(cost

$96,931,650)

82,556,887

Principal

Amount

(000)

Description

(1)

Coupon

Maturity

Ratings

(3)

Value

X

1,606,850

CORPORATE

BONDS

-

2.8%

(1.9%

of

Total

Investments)

X

1,606,850

Electric

Utilities

-

1.1%

$

1,000

Talen

Energy

Supply

LLC

(5)

6.500%

6/01/25

C

$

638,660

Independent

Power

and

Renewable

Electricity

Producers

-

1.7%

1,000

Energy

Harbor

Corp

(6)

7.000%

5/02/23

N/R

968,190

$

2,000

Total

Corporate

Bonds

(cost

$1,447,886)

1,606,850

Total

Long-Term

Investments

(cost

$98,379,536)

84,163,737

Borrowings

-

(35.1)%

(7),(8)

(20,000,000)

Floating

Rate

Obligations

-

(8.6)%

(4,900,000)

Other

Assets

Less

Liabilities

-

(3.8)%

(2,222,406)

Net

Assets

Applicable

to

Common

Shares

-

100%

$

57,041,331

Nuveen

Enhanced

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

June

30,

2022

(Unaudited)

12

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:

The

following

is

a

reconciliation

of

the

Fund’s

Level

3

investments

held

at

the

beginning

and

end

of

the

measurement

period:

Level

1

Level

2

Level

3

Total

Long-Term

Investments:

Municipal

Bonds

$

–

$

82,556,887

$

–

$

82,556,887

Corporate

Bonds

–

638,660

968,190

1,606,850

Total

$

–

$

83,195,547

$

968,190

$

84,163,737

Corporate

Bonds

Balance

at

the

beginning

of

period

$-

Gains

(losses):

Net

realized

gains

(losses)

-

Change

in

net

unrealized

appreciation

(depreciation)

(6,742)

Purchases

at

cost

970,000

Sales

at

proceeds

-

Net

discounts

(premiums)

4,932

Transfers

into

-

Transfers

(out

of)

-

Balance

at

the

end

of

period

$968,190

Change

in

net

unrealized

appreciation

(depreciation)

during

the

period

of

Level

3

securities

held

as

of

period

end

$(6,742)

(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)

The

ratings

disclosed

are

the

lowest

of

Standard

&

Poor’s

Group

(“Standard

&

Poor’s”),

Moody’s

Investors

Service,

Inc.

(“Moody’s”)

or

Fitch,

Inc.

(“Fitch”)

rating.

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)

Investment,

or

portion

of

investment,

has

been

pledged

to

collateralize

the

net

payment

obligations

for

investments

in

inverse

floating

rate

transactions.

(5)

Defaulted

security.

A

security

whose

issuer

has

failed

to

fully

pay

principal

and/or

interest

when

due,

or

is

under

the

protection

of

bankruptcy.

(6)

Investment

valued

at

fair

value

using

methods

determined

in

good

faith

by,

or

at

the

discretion

of,

the

Board.

For

fair

value

measurement

disclosure

purposes,

investment

classified

as

Level

3.

(7)

Borrowings

as

a

percentage

of

Total

Investments

is

23.8%.

(8)

The

fund

segregates

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.

13

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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