1
Nuveen
Enhanced
High
Yield
Municipal
Bond
Fund
Portfolio
of
Investments
December
31,
2023
(Unaudited)
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
LONG-TERM
INVESTMENTS
-
146.9% (100.0%
of
Total
Investments)
X
–
MUNICIPAL
BONDS
-
146
.7
%
(
99
.9
%
of
Total
Investments)
X
473,981,532
Alabama
-
4.0%
$
5,500
Hoover
Industrial
Development
Board,
Alabama,
Environmental
Improvement
Revenue
Bonds,
United
States
Steel
Corporation
Proejcet,
Series
2019,
5.750%,
10/01/49,
(AMT)
10/29
at
100.00
$
5,596,184
250
MidCity
Improvement
District,
Alabama,
Special
Assessment
Revenue
Bonds,
Series
2022,
4.750%,
11/01/49
11/32
at
100.00
206,654
220
Montgomery
Medical
Clinic
Board,
Alabama,
Health
Care
Facility
Revenue
Bonds,
Jackson
Hospital
&
Clinic,
Series
2015,
5.000%,
3/01/36
3/26
at
100.00
183,027
Tuscaloosa
County
Industrial
Development
Authority,
Alabama,
Gulf
Opportunity
Zone
Bonds,
Hunt
Refining
Project,
Refunding
Series
2019A
:
1,554
4.500%,
5/01/32,
144A
5/29
at
100.00
1,483,150
5,790
5.250%,
5/01/44,
144A
5/29
at
100.00
5,353,685
Total
Alabama
12,822,700
Arizona
-
1.8%
1,000
Arizona
Industrial
Development
Authority,
Arizona,
Education
Revenue
Bonds,
Heritage
Academy
-
Gateway
and
Laveen
Pojects,
Taxable
Series
2021A,
5.000%,
7/01/51,
144A
7/28
at
103.00
870,967
2,000
Arizona
Industrial
Development
Authority,
Arizona,
Education
Revenue
Bonds,
Leman
Academy
of
Excellence
-
Parker
Colorado
Campus
Project,
Series
2019A,
5.000%,
7/01/49,
144A
7/24
at
101.00
1,822,983
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
84,606
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
80,683
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
110,457
1,655
Maricopa
County
Industrial
Development
Authority,
Arizona,
Education
Revenue
Bonds,
Villa
Montessori,
Inc
Project,
Series
2023A,
5.500%,
7/01/53
7/32
at
100.00
1,690,520
250
(c)
Sierra
Vista
Industrial
Development
Authority,
Arizona,
Economic
Development
Revenue
Bonds,
Convertible
Capital
Appreciation
Revenue
Bonds,
Series
2021A,
0.000%,
10/01/56
10/29
at
103.00
185,903
500
(c)
Sierra
Vista
Industrial
Development
Authority,
Arizona,
Economic
Development
Revenue
Bonds,
Convertible
Capital
Appreciation
Revenue
Bonds,
Series
2022A,
0.000%,
10/01/56
10/29
at
103.00
453,075
1,000
Tempe
Industrial
Development
Authority,
Arizona,
Revenue
Bonds,
Mirabella
at
ASU
Project,
Series
2017A,
6.125%,
10/01/47,
144A
10/27
at
100.00
622,087
Total
Arizona
5,921,281
Arkansas
-
3.3%
4,000
Arkansas
Development
Finance
Authority,
Arkansas,
Environmental
Improvement
Revenue
Bonds,
United
States
Steel
Corporation,
Green
Series
2022,
5.450%,
9/01/52,
(AMT),
144A
9/25
at
105.00
4,006,316
1,000
Arkansas
Development
Finance
Authority,
Arkansas,
Environmental
Improvement
Revenue
Bonds,
United
States
Steel
Corporation,
Green
Series
2023,
5.700%,
5/01/53,
(AMT)
5/26
at
105.00
1,014,852
Nuveen
Enhanced
High
Yield
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
December
31,
2023
(Unaudited)
2
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Arkansas
(continued)
$
5,750
Arkansas
Development
Finance
Authority,
Industrial
Development
Revenue
Bonds,
Big
River
Steel
Project,
Series
2019,
4.500%,
9/01/49,
(AMT),
144A
9/26
at
103.00
$
5,732,322
Total
Arkansas
10,753,490
California
-
4.5%
2,000
California
Community
Housing
Agency,
California,
Essential
Housing
Revenue
Bonds,
Creekwood,
Series
2021A,
4.000%,
2/01/56,
144A
8/31
at
100.00
1,285,000
1,000
California
Community
Housing
Agency,
California,
Essential
Housing
Revenue
Bonds,
Mira
Vista
Hills Apartments,
Series
2021A,
4.000%,
2/01/56,
144A
8/31
at
100.00
702,559
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
185,111
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
181,286
5,000
California
School
Finance
Authority,
Charter
School
Lease
Revenue
Bonds,
Pathways
to
College
Project,
Series
2023A,
7.500%,
6/15/63,
144A
6/31
at
102.00
5,087,570
1,380
California
School
Finance
Authority,
Charter
School
Revenue
Bonds,
Arts
in
Action
Charter
Schools
-
Obligated
Group,
Series
2020A,
5.000%,
6/01/30,
144A
6/27
at
100.00
1,278,245
500
California
School
Finance
Authority,
Charter
School
Revenue
Bonds,
Arts
in
Action
Charter
Schools
Obligated
Group,
Series
2020A,
5.000%,
6/01/59,
144A
6/27
at
100.00
345,589
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
251,251
100
California
School
Finance
Authority,
Charter
School
Revenue
Bonds,
Partnerships
to
Uplift
Communities
Project,
Refunding
Social
Series
2023,
5.500%,
8/01/47,
144A
8/33
at
100.00
100,884
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
182,342
500
California
School
Finance
Authority,
Charter
School
Revenue
Bonds,
Scholarship
Prep
Public
Schools
?
Obligated
Group,
Series
2023A,
6.000%,
6/01/63,
144A,
(WI/DD)
6/31
at
100.00
496,229
245
California
Statewide
Communities
Development
Authority,
Statewide
Community
Infrastructure
Program
Revenue
Bonds,
Series
2021C,
4.000%,
9/02/51
9/31
at
100.00
207,656
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
376,333
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
200,397
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
203,686
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
225,414
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
191,443
3
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
California
(continued)
$
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
$
257,383
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
420,634
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
168,444
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
165,425
10,000
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
1,181,394
1,000
Kaweah
Delta
Health
Care
District,
California,
Revenue
Bonds,
Series
2015B,
5.000%,
6/01/40
6/25
at
100.00
868,354
Total
California
14,562,629
Colorado
-
19.1%
2,000
Aerotropolis
Regional
Transportation
Authority,
Colorado,
Special
Revenue
Bonds,
Series
2021,
4.375%,
12/01/52
12/26
at
103.00
1,638,724
3,025
Arista
Metropolitan
District,
Broomfield
County,
Colorado,
General
Obligation
Limited
Tax
Bonds,
Refunding
and
Improvement
Series
2023B,
8.250%,
12/15/39
12/28
at
103.00
3,123,333
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
2,314,933
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
412,890
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
1,339,855
250
Brighton
Crossing
Metropolitan
District
4,
Colorado,
General
Obligation
Bonds,
Limited
Tax
Convertible
to
Unlimited
Tax,
Series
2017A,
5.000%,
12/01/47
1/24
at
102.00
239,993
Broadway
Station
Metropolitan
District
2,
Denver
City
and
County,
Colorado,
General
Obligation
Limited
Tax
Bonds,
Convertible
to
Unlimited
Series
2019A
:
500
5.000%,
12/01/35
6/24
at
103.00
415,088
1,475
5.125%,
12/01/48
6/24
at
103.00
1,199,567
3,250
Broadway
Station
Metropolitan
District
3,
Denver
City
and
County,
Colorado,
General
Obligation
Limited
Tax
Bonds,
Convertible
to
Unlimited
Series
2019A,
5.000%,
12/01/49
6/24
at
103.00
2,578,025
7,872
Broadway
Station
Metropolitan
District
3,
Denver
County,
Colorado,
Tax
Increment
Supported
Revenue
Bonds,
Series
2023A,
7.000%,
12/15/32
1/24
at
100.00
7,604,885
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
1/24
at
100.00
349,173
1,000
Centerra
Metropolitan
District
1,
Loveland,
Colorado,
Special
Revenue
Bonds,
Refunding
&
Improvement
Series
2020A,
5.000%,
12/01/51
12/25
at
103.00
901,438
500
Centerra
Metropolitan
District
1,
Loveland,
Colorado,
Special
Revenue
Improvement
Bonds,
Series
2022,
6.500%,
12/01/53
12/27
at
103.00
509,135
Nuveen
Enhanced
High
Yield
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
December
31,
2023
(Unaudited)
4
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Colorado
(continued)
$
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
$
834,806
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
225,180
500
Citadel
on
Colfax
Business
Improvement
District,
Aurora,
Colorado,
Special
Revenue
and
Tax
Supported
Bonds,
Senior
Series
2020A,
5.350%,
12/01/50
12/25
at
103.00
456,840
1,170
Colorado
Educational
and
Cultural
Facilities
Authority,
Revenue
Bonds,
Rocky
Mountain
Classical
Academy
Project,
Refunding
Series
2019,
5.000%,
10/01/59,
144A
10/27
at
100.00
1,019,974
Colorado
Health
Facilities
Authority,
Colorado,
Revenue
Bonds,
Ralston
Creek
at
Arvada
Project,
Series
2017A
:
225
(d)
5.250%,
11/01/32
11/25
at
102.00
108,000
670
(d)
5.500%,
11/01/37
11/25
at
102.00
321,600
1,250
(d)
5.750%,
11/01/47
11/25
at
102.00
600,000
835
(d)
6.000%,
11/01/52
11/25
at
102.00
400,800
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
407,332
500
6.250%,
12/01/50,
144A
12/25
at
100.00
337,206
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
490,358
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
982,867
600
Falcon
Area
Water
and
Wastewater
Authority
(El
Paso
County,
Colorado),
Tap
Fee
Revenue
Bonds,
Series
2022A,
6.750%,
12/01/34,
144A
9/27
at
103.00
610,699
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
376,937
1,277
Grand
Avenue
Metropolitan
District,
In
the
City
of
Aurora,
Arapahoe
County,
Colorado,
Limited
Tax
General
Obligation
Bonds,
Series
2023,
8.125%,
12/01/52
3/28
at
103.00
1,278,852
5,000
Green
Valley
Ranch
East
Metropolitan
District
6,
Adams
County,
Colorado,
Limited
Tax
General
Obligation
Bonds,
Series
2020A-3,
5.875%,
12/01/50
9/25
at
103.00
5,002,759
1,500
Independence
Metropolitan
District
3,
Elbert
County,
Colorado,
Limited
Tax
General
Obligation
Bonds,
Series
2019A,
6.250%,
12/01/49
6/24
at
103.00
1,422,689
1,000
Ledge
Rock
Center
Commercial
Metropolitan
District
(In
the
Town
of
Johnstown,
Weld
County,
Colorado),
Limited
Tax
General
Obligation
Bonds,
Series
2022,
7.375%,
11/01/52,
144A
11/29
at
103.00
1,009,518
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
392,005
1,000
Mulberry
Metropolitan
District
2,
Fort
Collins,
Colorado,
Limited
Tax
General
Obligation
Bonds,
Series
2022A,
7.000%,
12/01/52
12/27
at
103.00
1,028,522
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
442,426
2,000
North
Range
Metropolitan
District
3,
Adams
County,
Colorado,
Limited
Tax
General
Obligation
Bonds,
Series
2020A-3,
5.250%,
12/01/50
12/25
at
103.00
1,908,511
5
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Colorado
(continued)
$
1,000
Peak
Metropolitan
District
3,
Colorado
Springs,
El
Paso
County,
Colorado,
Limited
Tax
General
Obligation
Bonds,
Series
2022A-1,
7.500%,
12/01/52
12/27
at
103.00
$
1,009,530
2,498
Pioneer
Community
Authority
Board
(Weld
County,
Colorado),
Special
Revenue
Bonds,
Series
2022,
6.500%,
12/01/34
6/29
at
103.00
2,388,594
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
451,278
4,015
Pueblo
Urban
Renewal
Authority,
Colorado,
Tax
Increment
Revenue
Bonds,
EVRAZ
Project,
Series
2021A,
4.750%,
12/01/45,
144A
12/30
at
100.00
2,730,200
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
865,754
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
431,166
750
Sagebrush
Farm
Metropolitan
District
1,
Aurora,
Adams
County,
Colorado,
General
Obligation
Limited
Tax
Bonds,
Series
2022A,
6.375%,
12/01/42
12/29
at
103.00
762,421
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
440,768
500
Sky
Ranch
Community
Authority
Board
(Arapahoe
County,
Colorado),
Limited
Tax
Supported
District
No.
3
Senior
Bonds
(Tax-Exempt
Fixed
Rate),
Series
2022A
and
Subordinate
Bonds
(Tax-Exempt
Fixed
Rate),
Series
2022B(3),
5.750%,
12/01/52,
144A
9/27
at
103.00
482,907
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
394,743
Transport
Metropolitan
District
3,
In
the
City
of
Aurora,
Adams
County,
Colorado,
General
Obligation
Limited
Bonds,
Series
2021A-1
:
1,000
4.125%,
12/01/31
3/26
at
103.00
896,056
1,000
5.000%,
12/01/41
3/26
at
103.00
858,639
1,210
5.000%,
12/01/51
3/26
at
103.00
983,909
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
438,737
1,000
USAFA
Visitors
Center
Business
Improvement
District,
Colorado
Springs,
Colorado,
Special
Revenue
Bonds,
Series
2022A,,
5.000%,
12/01/52,
144A
12/26
at
103.00
875,865
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
507,069
500
West
Globeville
Metropolitan
District
1,
Denver,
Colorado,
General
Obligation
Limited
Tax
Bonds,
Series
2022,
6.750%,
12/01/52
12/29
at
103.00
479,770
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
438,374
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
377,107
5,000
Windler
Public
Improvement
Authority,
Aurora,
Colorado,
Limited
Tax
Supported
Revenue
Bonds,
Convertible
Capital
Appreciation
Series
2021A-2,
4.500%,
12/01/41,
144A
9/26
at
97.43
3,047,611
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
705,978
Total
Colorado
61,851,396
Connecticut
-
2.0%
3,550
Connecticut
Development
Authority,
Airport
Facilities
Revenue
Bonds,
Learjet
Inc.,
Series
2004,
7.950%,
4/01/26,
(AMT)
1/24
at
100.00
3,551,046
Nuveen
Enhanced
High
Yield
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
December
31,
2023
(Unaudited)
6
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Connecticut
(continued)
$
4,000
Connecticut
Health
and
Educational
Facilities
Authority,
Revenue
Bonds,
Mary
Wade
Home
Issue,
Series
2019A-1,
5.000%,
10/01/54,
144A
10/24
at
104.00
$
3,022,745
Total
Connecticut
6,573,791
Delaware
-
0.3%
1,100
Delaware
Economic
Development
Authority,
Revenue
Bonds,
ASPIRA
of
Delaware
Charter
Operations,
Inc.
Project,
Series
2016A,
5.000%,
6/01/51
6/26
at
100.00
966,231
Total
Delaware
966,231
Florida
-
26.6%
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
168,202
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
217,807
250
Avenir
Community
Development
District,
Palm
Beach
Gardens,
Florida,
Special
Assessment
Bonds,
Area
3
-
Master
Infrastructure
Project,
Series
2023,
5.625%,
5/01/54
5/33
at
100.00
250,936
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
1,074,352
1,345
Capital
Trust
Agency,
Florida,
Revenue
Bonds,
Viera
Charter
School
Project,
Series
2019A,
5.000%,
10/15/54,
144A
10/27
at
100.00
1,214,379
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
213,417
175
5.625%,
8/01/37,
144A
8/24
at
103.00
140,695
4,100
Capital
Trust
Authority,
Florida,
Educational
Facilities
Revenue
Bonds,
Imagine
School
at
West
Pasco
Project,
Series
2023A,
6.500%,
12/15/58,
144A
12/30
at
100.00
4,145,397
Capital
Trust
Authority,
Florida,
Educational
Facilities
Revenue
Bonds,
IPS
Enterprises,
Inc.
Projects,
Refunding
Series
2023A
:
1,750
6.250%,
6/15/53,
144A
6/30
at
100.00
1,773,650
2,600
6.375%,
6/15/58,
144A
6/30
at
100.00
2,634,787
1,890
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
1,486,307
1,420
Florida
Development
Finance
Corporation,
Educational
Facilities
Revenue
Bonds,
Discovery
High
School
Project,
Series
2020A,
5.000%,
6/01/40,
144A
6/29
at
100.00
1,306,347
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
75,862
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
339,737
500
Florida
Development
Finance
Corporation,
Educational
Facilities
Revenue
Bonds,
Southwest
Charter
Foundation
Inc
Projects,
Series
2017A,
6.125%,
6/15/47,
144A
6/27
at
100.00
490,533
1,400
Florida
Development
Finance
Corporation,
Florida,
Solid
Waste
Disposal
Revenue
Bonds,
Waste
Pro
USA,
Inc.
Project,
Series
2023,
6.125%,
7/01/32,
(AMT),
(Mandatory
Put
7/01/26),
144A
4/26
at
100.00
1,411,941
7
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Florida
(continued)
$
28,485
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
$
28,698,523
4,000
Florida
Development
Finance
Corporation,
Florida,
Surface
Transportation
Facility
Revenue
Bonds,
Brightline
Passenger
Rail
Project,
Series
2019A-2,
6.250%,
1/01/49,
(AMT),
(Mandatory
Put
12/18/24),
144A,
(WI/DD)
2/24
at
100.00
3,999,648
Florida
Development
Finance
Corporation,
Florida,
Surface
Transportation
Facility
Revenue
Bonds,
Virgin
Trains
USA
Passenger
Rail
Project,
Series
2019A
:
4,240
6.375%,
1/01/49,
(AMT),
(Mandatory
Put
1/01/26),
144A
1/24
at
101.00
4,113,127
3,000
6.500%,
1/01/49,
(AMT),
(Mandatory
Put
1/01/29),
144A
1/24
at
101.00
2,940,404
5,400
Florida
Development
Finance
Corporation,
Revenue
Bonds,
Brightline
Florida
Passenger
Rail
Expansion
Project,
Series
2023A,
7.500%,
7/01/57,
(AMT),
(Mandatory
Put
8/15/24)
1/24
at
103.50
5,376,914
6,000
Florida
Development
Finance
Corporation,
Revenue
Bonds,
Brightline
Passenger
Rail
Expansion
Project,
Series
2023C,
8.000%,
7/01/57,
(AMT),
(Mandatory
Put
4/01/24),
144A
1/24
at
103.00
6,124,729
1,000
Kelly
Park
Community
Development
District,
Florida,
Special
Assessment
Revenue
Bonds,
Assessment
Area
One
Project
Series
2023,
6.250%,
11/01/53,
144A
11/33
at
100.00
1,017,512
1,210
Lake
County,
Florida
Retirement
Facility
Revenue
Bonds,
Lakeside
at
Waterman
Village
Project,
Series
2020A,
5.750%,
8/15/50
8/27
at
103.00
1,074,847
1,420
Lakewood
Ranch
Stewardship
District,
Florida,
Special
Assessment
Revenue
Bonds,
Taylor
Ranch
Project,
Series
2023,
6.300%,
5/01/54
5/33
at
100.00
1,470,506
200
Mandarin
Grove
Community
Development
District,
Manatee
County,
Florida,
Special
Assessment
Revenue
Bonds,
2022
Project
Series
2022,
6.625%,
5/01/53,
144A
5/42
at
100.00
211,608
3,000
Miami-Dade
County
Housing
Finance
Authority,
Florida,
Multifamily
Mortgage
Revenue
Bonds,
Wynwood
Works,
Series
2023B,
5.780%,
6/01/27,
(Mandatory
Put
6/01/26),
144A
No
Opt.
Call
3,012,151
1,000
Miami-Dade
County
Industrial
Development
Authority,
Florida,
Industrial
Development
Revenue
Bonds,
CFC-MB
I,
LLC
Collins
Park
Housing
Project
Series
2023,
6.250%,
1/01/59,
144A
1/33
at
100.00
993,663
415
Middleton
Community
Development
District
A,
Florida,
Special
Assessment
Revenue
Bonds,
Series
2022,
6.200%,
5/01/53,
144A
11/30
at
100.00
430,357
70
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
69,797
1,725
Parrish
Lakes
Community
Development
District,
Manatee
County,
Florida,
Capital
Improvement
Revenue
Bonds,
Assessment
Area
2,
Series
2023A,
5.625%,
5/01/53,
144A
5/33
at
100.00
1,728,726
800
Pine
Island
Community
Development
District,
Florida,
Special
Assessment
Bonds,
Bella
Collina,
Series
2004,
5.750%,
5/01/35
1/24
at
100.00
802,497
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
1/24
at
107.00
551,496
1,000
Rye
Ranch
Community
Development
District,
Florida,
Special
Assessment
Revenue
Bonds,
Pod
B
-
Assessment
Area
1
Series
2023,
6.000%,
11/01/53,
144A
11/33
at
100.00
1,014,724
500
Sawyers
Landing
Community
Development
District,
Florida,
Special
Assessment
Revenue
Bonds,
Series
2021,
4.250%,
5/01/53,
144A
5/31
at
100.00
377,106
Nuveen
Enhanced
High
Yield
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
December
31,
2023
(Unaudited)
8
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
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
$
380,071
1,500
5.750%,
11/15/54
11/26
at
103.00
1,187,393
110
Seminole
County
Industrial
Development
Authority,
Florida,
Retirement
Facility
Revenue
Bonds,
Legacy
Pointe
At
UCF
Project,
Series
2019B,
4.250%,
11/15/26
1/24
at
100.00
106,167
465
Three
Rivers
Community
Development
District,
Florida,
Special
Assessment
Revenue
Bonds,
South
Assessment
Area
Series
2021B,
4.625%,
5/01/36,
144A
1/24
at
100.00
442,484
2,000
Tradition
Community
Development
District
1,
Port
Saint
Lucie,
Florida,
Irrigation
System
Revenue
Bonds,
Existing
System
Series
2017,
4.500%,
10/01/47
10/27
at
100.00
1,790,118
225
Village
Community
Development
District
15,
Florida,
Special
Assessment
Revenue
Bonds,
Series
2023,
5.250%,
5/01/54,
144A
5/31
at
100.00
227,436
665
West
Villages
Improvement
District,
Florida,
Special
Assessment
Revenue
Bonds,
Unit
of
Development
7
Villages
F-3
and
G-1B
Series
2023,
6.250%,
5/01/54
5/34
at
100.00
692,663
Total
Florida
85,779,016
Georgia
-
0.2%
500
Cobb
County
Development
Authority,
Georgia,
Charter
School
Revenue
Bonds,
Northwest
Classical
Academy,
Inc.
Project,
Series
2023A,
6.375%,
6/15/58
6/31
at
100.00
496,869
Total
Georgia
496,869
Hawaii
-
0.9%
1,000
Hawaii
County,
Hawaii,
Special
Tax
Revenue
Bonds,
Community
Facilities
District
1-2021,
Kaloko
Heights
Project,
Series
2023,
7.250%,
5/15/52,
144A
5/33
at
100.00
1,007,297
2,000
Hawaii
Department
of
Budget
and
Finance,
Special
Purpose
Revenue
Bonds,
Hawaii
Pacific
University,
Series
2013A,
6.875%,
7/01/43,
144A
1/24
at
100.00
2,001,034
Total
Hawaii
3,008,331
Idaho
-
1.2%
3,000
Idaho
Falls
Auditorium
District,
Idaho,
Certifications
of
Participation, Annual
Appropriation
Series
2021,
5.250%,
5/15/51,
144A
5/26
at
102.00
2,910,827
Idaho
Housing
and
Finance
Association,
Nonprofit
Facilities
Revenue
Bonds,
Doral
Academy
of
Idaho,
Series
2021A
:
730
5.000%,
7/15/41,
144A
7/26
at
103.00
635,507
250
5.000%,
7/15/56,
144A
7/26
at
103.00
200,918
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
171,257
Total
Idaho
3,918,509
Illinois
-
3.3%
1,250
Chicago
Board
of
Education,
Illinois,
General
Obligation
Bonds,
Dedicated
Revenues,
Refunding
Series
2018D,
5.000%,
12/01/46
12/28
at
100.00
1,246,563
428
Chicago,
Illinois,
Certificates
of
Participation,
Tax
Increment
Allocation
Revenue
Note,
North
Pullman
Chicago
Neighborhood
Initiative,
Inc.
Redevelopement
Project-Whole
Foods
Warehouse
&
Distribution
Facility,
Series
2016A,
5.000%,
3/15/34,
144A
1/24
at
100.00
428,115
9
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Illinois
(continued)
Illinois
Finance
Authority,
Charter
School
Revenue
Bonds,
Art
in
Motion
AIM
Project,
Series
2021A
:
$
1,000
4.000%,
7/01/31,
144A
No
Opt.
Call
$
846,090
1,500
5.000%,
7/01/51,
144A
7/31
at
100.00
1,078,129
2,750
5.000%,
7/01/56,
144A
7/31
at
100.00
1,927,081
465
Illinois
Finance
Authority,
Education
Revenue
Bonds,
Noble
Network
of
Charter
Schools,
Series
2013,
6.000%,
9/01/32
1/24
at
100.00
465,478
250
Illinois
Finance
Authority,
Revenue
Bonds,
Admiral
at
the
Lake
Project,
Refunding
Series
2017,
5.500%,
5/15/54
5/24
at
103.00
194,574
Illinois
Finance
Authority,
Revenue
Bonds,
Christian
Homes
Inc.
Obligated
Group,
Refunding
Series
2016
:
1,280
5.000%,
5/15/31
5/26
at
100.00
576,000
2,800
5.000%,
5/15/36
5/26
at
100.00
1,267,000
500
Illinois
Finance
Authority,
Revenue
Bonds,
Roosevelt
University,
Series
2019A,
6.125%,
4/01/58,
144A
10/28
at
100.50
463,402
2,000
Illinois
Finance
Authority,
Solid
Waste
Revenue
Bonds,
LRS
Holdings
LLC
Project,
Series
2023B,
7.375%,
9/01/42,
(Mandatory
Put
9/01/33),
144A
6/33
at
100.00
2,130,287
Total
Illinois
10,622,719
Indiana
-
1.2%
85
Indiana
Finance
Authority,
Educational
Facilities
Revenue
Bonds,
Circle
City
Preparatory
Inc.
Project,
Series
2021A,
5.000%,
12/01/30,
144A
12/27
at
103.00
80,382
775
Indiana
Finance
Authority,
Educational
Facilities
Revenue
Bonds,
University
of
Evansville
Project,
Series
2022A,
5.250%,
9/01/57
9/32
at
100.00
771,983
750
Indiana
Housing
and
Community
Development
Authority,
Multifamily
Housing
Revenue
Bonds,
Vita
of
New
Whiteland
Project,
Series
2022,
6.750%,
1/01/43
1/33
at
100.00
746,820
1,000
Indianapolis
Local
Public
Improvement
Bond
Bank,
Indiana,
Revenue
Bonds,
Convention
Center
Hotel
Subordinate
Series
2023F-1,
7.750%,
3/01/67
3/33
at
100.00
1,065,650
1,360
Valparaiso,
Indiana,
Exempt
Faciltiies
Revenue
Bonds,
Pratt
Paper
LLC
Project,
Series
2013,
7.000%,
1/01/44,
(AMT)
1/24
at
100.00
1,362,679
Total
Indiana
4,027,514
Kansas
-
2.6%
500
Hutchinson,
Kansas,
Hospital
Facilities
Revenue
Bonds,
Hutchinson
Regional
Medical
Center,
Inc.,
Series
2016,
5.000%,
12/01/41
12/26
at
100.00
468,614
500
Kansas
Development
Finance
Authority
Revenue
Bonds,
Village
Shalom
Project,
Series
2018A,
5.250%,
11/15/53
1/24
at
103.75
363,830
6,250
(d)
Overland
Park,
Kansas,
Sales
Tax
Special
Obligation
Revenue
Bonds,
Prairiefire
at
Lionsgate
Project,
Series
2012,
5.250%,
12/15/29
1/24
at
100.00
3,218,750
4,000
Wichita,
Kansas,
Health
Care
Facilities
Revenue
Bonds,
Presbyterian
Manors,
Series
2013IV-A,
6.500%,
5/15/48
1/24
at
100.00
3,401,751
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
968,149
Total
Kansas
8,421,094
Louisiana
-
3.3%
1,500
Louisiana
Publc
Facilities
Authority,
Lousiana,
Revenue
Bonds,
Lincoln
Preparatory
School
Project,
Series
2021A,
5.250%,
6/01/60,
144A
6/31
at
100.00
1,208,147
Nuveen
Enhanced
High
Yield
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
December
31,
2023
(Unaudited)
10
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Louisiana
(continued)
Louisiana
Publc
Facilities
Authority,
Lousiana,
Revenue
Bonds,
Young
Audiences
Charter
School,
Series
2019A
:
$
1,425
5.000%,
4/01/39,
144A
4/27
at
100.00
$
1,287,774
2,635
5.000%,
4/01/49,
144A
4/27
at
100.00
2,210,424
1,000
5.000%,
4/01/57,
144A
4/27
at
100.00
811,576
2,500
Louisiana
Public
Facilities
Authority,
Dock
and
Wharf
Revenue
Bonds,
Impala
Warehousing
(US)
LLC
Project,
Series
2013,
6.500%,
7/01/36,
(AMT),
144A
1/24
at
100.00
2,500,414
Louisiana
Public
Facilities
Authority,
Louisiana,
Revenue
Bonds,
Encore
Academy
Project,
Series
2021A
:
100
(d)
5.000%,
6/01/41,
144A
6/31
at
100.00
70,000
100
(d)
5.000%,
6/01/51,
144A
6/31
at
100.00
70,000
2,000
Louisiana
Public
Facilities
Authority,
Solid
Waste
Disposal
Revenue
Bonds,
Waste
Pro
USA
Inc
Project
Series
2023,
6.750%,
10/01/53,
(AMT),
(Mandatory
Put
10/01/28),
144A
7/28
at
100.00
2,036,357
500
Louisiana
Public
Facilities
Authority,
Solid
Waste
Disposal
Revenue
Bonds,
Waste
Pro
USA
Inc
Project
Series
2023R-2,
6.500%,
10/01/53,
(AMT),
(Mandatory
Put
10/01/28)
7/28
at
100.00
503,284
Total
Louisiana
10,697,976
Maryland
-
0.5%
500
Maryland
Economic
Development
Corporation,
Port
Facilities
Revenue
Bonds,
CNX
Marine
Terminals
Inc.
Port
of
Baltimore
Facility,
Refunding
Series
2010,
5.750%,
9/01/25
1/24
at
100.00
500,705
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
126,717
1,000
Prince
George's
County,
Maryland,
Special
Obligation
Bonds,
Westphalia
Town
Center
Project,
Series
2018,
5.250%,
7/01/48,
144A
7/28
at
100.00
958,792
Total
Maryland
1,586,214
Michigan
-
0.8%
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
243,963
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
236,736
40,000
Michigan
Tobacco
Settlement
Finance
Authority,
Tobacco
Settlement
Asset-Backed
Revenue
Bonds,
Capital
Appreciation
Turbo
Term
Series
2008C,
0.000%,
6/01/58
6/33
at
11.41
1,687,588
100
Summit
Academy
North,
Michigan,
Revenue
Bonds,
Public
School
Academy,
Refunding
Series
2021,
4.000%,
11/01/41
11/28
at
103.00
83,488
185
Trillium
Academy,
Michigan,
Public
School
Academy
Revenue
Bonds,
Refunding
Series
2019,
5.750%,
11/01/40
11/26
at
103.00
166,713
Total
Michigan
2,418,488
Minnesota
-
0.7%
500
Bethel,
Minnesota,
Charter
School
Lease
Revenue
Bonds,
Level
Up
Academy,
Series
2021A,
5.000%,
6/15/56
6/29
at
102.00
364,528
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
935,703
11
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Minnesota
(continued)
$
1,000
Saint
Paul
Housing
&
Redevelopment
Authority,
Minnesota,
Charter
School
Lease
Revenue
Bonds,
Community
School
of
Excellence,
Series
2023,
5.250%,
3/01/43,
144A
3/33
at
100.00
$
929,148
Total
Minnesota
2,229,379
Missouri
-
3.5%
2,000
Independence
Industrial
Development
Authority,
Missouri,
Revenue
Bonds,
Tax
Increment
and
Special
Districts,
Hub
Drive
Redevelopment
Project
Series
2023,
6.750%,
11/01/53
11/28
at
103.00
2,014,226
Kirkwood
Industrial
Development
Authority,
Missouri,
Retirement
Community
Revenue
Bonds,
Aberdeen
Heights
Project,
Refunding
Series
2017A
:
2,000
5.250%,
5/15/42
5/27
at
100.00
1,619,864
1,000
5.250%,
5/15/50
5/27
at
100.00
759,605
5,200
Land
Clearance
for
Redevelopment
Authority
of
Kansas
City,
Missouri,
Project
Revenue
Bonds,
Convention
Center
Hotel
Project
-
TIF
Financing,
Series
2018B,
5.000%,
2/01/50,
144A
2/28
at
100.00
3,971,113
Missouri
Health
and
Educational
Facilities
Authority,
Revenue
Bonds,
Christian
Homes
Inc.,
Senior
Living
Facilities
Series
2018
:
1,555
5.000%,
5/15/32
5/25
at
103.00
703,637
2,280
5.000%,
5/15/36
5/25
at
103.00
1,031,700
1,975
5.000%,
5/15/40
5/25
at
103.00
893,688
Missouri
Southern
State
University,
Auxiliary
Enterprise
System
Revenue
Bonds,
Series
2021
:
100
4.000%,
10/01/34
10/31
at
100.00
94,384
100
4.000%,
10/01/44
10/31
at
100.00
82,980
239
North
Outer
Forty
Transportation
Development
District,
Chesterfield,
Missouri,
Transportation
Development
Revenue
Notes,
Refunding
Series
2021A,
4.000%,
12/01/46
No
Opt.
Call
177,764
Total
Missouri
11,348,961
Nevada
-
0.0%
981
(d)
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
98,057
Total
Nevada
98,057
New
Hampshire
-
1.2%
1,585
National
Finance
Authority,
New
Hampshire,
Resource
Recovery
Revenue
Bonds,
Covanta
Project,
Refunding
Series
2018C,
4.875%,
11/01/42,
(AMT),
144A
1/24
at
100.00
1,374,049
2,000
National
Finance
Authority,
New
Hampshire,
Resource
Recovery
Revenue
Bonds,
Covanta
Project,
Refunding
Series
2020B,
3.750%,
7/01/45,
(AMT),
(Mandatory
Put
7/02/40),
144A
7/25
at
100.00
1,568,344
1,000
National
Finance
Authority,
New
Hampshire,
Revenue
Bonds,
GHI
Kiran
Capital
LLC
Project,
Series
2022,
6.250%,
9/01/30,
144A
1/24
at
100.00
999,560
Total
New
Hampshire
3,941,953
New
York
-
7.9%
2,000
Dormitory
Authority
of
the
State
of
New
York,
General
Revenue
Bonds,
American
Musical
and
Dramatic
Academy
Inc.,
Series
2023A,
7.250%,
7/01/53,
144A
7/33
at
100.00
2,069,256
10,000
Erie
County
Tobacco
Asset
Securitization
Corporation,
New
York,
Tobacco
Settlement
Asset-Backed
Bonds,
1st
Subordinate
Series
2005B,
0.000%,
6/01/47
1/24
at
25.89
2,064,093
Nuveen
Enhanced
High
Yield
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
December
31,
2023
(Unaudited)
12
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
New
York
(continued)
$
7,000
Glen
Cove
Local
Economic
Assistance
Corporation,
New
York,
Revenue
Bonds,
Garvies
Point
Public
Improvement
Project,
Capital
Appreciation
Series
2016C,
5.625%,
1/01/55
1/34
at
100.00
$
6,354,452
2,000
Monroe
County
Industrial
Development
Corporation,
New
York,
Revenue
Bonds,
Saint
Ann's
Community
Project,
Series
2019,
5.000%,
1/01/50
1/26
at
103.00
1,621,699
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
5/28
at
100.00
665,779
750
(d)
New
York
City
Industrial
Development
Agency,
New
York,
Civic
Facility
Revenue
Bonds,
Bronx
Parking
Development
Company,
LLC
Project,
Series
2007,
2.350%,
10/01/46
1/24
at
100.00
525,000
2,500
New
York
Liberty
Development
Corporation,
New
York,
Liberty
Revenue
Bonds,
3
World
Trade
Center
Project,
Class
3
Series
2014,
7.250%,
11/15/44,
144A
11/24
at
100.00
2,517,573
Syracuse
Industrial
Development
Authority,
New
York,
PILOT
Revenue
Bonds,
Carousel
Center
Project,
Refunding
Series
2016A
:
750
5.000%,
1/01/28,
(AMT)
1/26
at
100.00
561,872
1,130
5.000%,
1/01/29,
(AMT)
1/26
at
100.00
845,853
150
5.000%,
1/01/30,
(AMT)
1/26
at
100.00
112,301
1,000
5.000%,
1/01/31,
(AMT)
1/26
at
100.00
749,192
820
5.000%,
1/01/32,
(AMT)
1/26
at
100.00
614,941
3,000
5.000%,
1/01/33,
(AMT)
1/26
at
100.00
2,252,335
550
5.000%,
1/01/34,
(AMT)
1/26
at
100.00
413,427
2,200
5.000%,
1/01/35,
(AMT)
1/26
at
100.00
1,655,754
650
5.000%,
1/01/36,
(AMT)
1/26
at
100.00
489,803
Westchester
County
Local
Development
Corporation,
New
York,
Revenue
Bond,
Purchase
Senior
Learning
Community,
Inc.
Project,
Accd
Inv
Series
2021A
:
2,000
4.500%,
7/01/56,
144A
7/27
at
104.00
1,472,148
250
5.000%,
7/01/56,
144A
7/27
at
104.00
200,940
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
190,981
Total
New
York
25,377,399
North
Dakota
-
0.3%
1,000
Ward
County
Health
Care,
North
Dakota,
Revenue
Bonds,
Trinity
Obligated
Group,
Series
2017C,
5.000%,
6/01/53
6/28
at
100.00
818,389
Total
North
Dakota
818,389
Ohio
-
6.5%
245
Brecksville,
Ohio,
Tax
Increment
Financing
Revenue
Bonds,
Valor
Acres
Project,
Series
2022,
5.625%,
12/01/53,
144A
12/32
at
100.00
235,705
28,190
Buckeye
Tobacco
Settlement
Financing
Authority,
Ohio,
Tobacco
Settlement
Asset-Backed
Revenue
Bonds,
Refunding
Senior
Lien
Capital
Appreciation
Series
2020B-3
Class
2,
0.000%,
6/01/57
6/30
at
22.36
3,032,348
5,000
Buckeye
Tobacco
Settlement
Financing
Authority,
Ohio,
Tobacco
Settlement
Asset-Backed
Revenue
Bonds,
Refunding
Senior
Lien
Series
2020B-2
Class
2,
5.000%,
6/01/55
6/30
at
100.00
4,705,965
145
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
119,399
95
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
81,033
13
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Ohio
(continued)
$
2,750
County
of
Lucas,
Ohio,
Hospital
Revenue
Bonds,
ProMedica
Healthcare
Obligated
Group,
Series
2018A,
5.250%,
11/15/48
11/28
at
100.00
$
2,536,622
1,730
Jefferson
County
Port
Authority,
Ohio,
Economic
Development
Revenue
Bonds,
JSW
Steel
USA
Ohio,
Inc.
Project,
Series
2023,
5.000%,
12/01/53,
(AMT),
(Mandatory
Put
12/01/28),
144A
9/28
at
100.00
1,747,792
5,800
Ohio
Air
Quality
Development
Authority,
Ohio,
Exempt
Facilities
Revenue
Bonds,
AMG
Vanadium
Project,
Series
2019,
5.000%,
7/01/49,
(AMT),
144A
7/29
at
100.00
5,315,938
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
9/15/21)
No
Opt.
Call
227,676
Southern
Ohio
Port
Authority,
Ohio,
Facility
Revenue
Bonds,
Purecycle
Project,
Series
2020A
:
500
6.500%,
12/01/30,
(AMT),
144A
12/27
at
103.00
378,791
2,420
7.000%,
12/01/42,
(AMT),
144A
12/27
at
103.00
1,912,383
1,250
Southern
Ohio
Port
Authority,
Ohio,
Facility
Revenue
Bonds,
Purecycle
Project,
Series
2020B,
10.000%,
12/01/27,
(AMT),
144A
12/26
at
105.00
772,448
Total
Ohio
21,066,100
Oklahoma
-
0.4%
1,000
Osage
County
Industrial
Authority,
Oklahoma,
Sales
and
Use
Tax
Revenue
Bonds,
Refunding
Series
2023,
5.750%,
9/01/53
9/31
at
100.00
1,005,444
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
95,590
240
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
215,121
Total
Oklahoma
1,316,155
Oregon
-
1.1%
730
Port
of
Saint
Helens,
Oregon,
Pollution
Control
Revenue
Bonds,
Boise
Cascade
Project,
Series
1997,
5.650%,
12/01/27
1/24
at
100.00
730,817
1,000
Yamhill
County
Hospital
Authority,
Oregon,
Revenue
Bonds,
Friendsview
Retirement
Community,
Refunding
Series
2016A,
5.000%,
11/15/46
11/24
at
102.00
781,020
Yamhill
County
Hospital
Authority,
Oregon,
Revenue
Bonds,
Friendsview
Retirement
Community,
Refunding
Series
2021A
:
2,290
5.000%,
11/15/46
11/28
at
103.00
1,788,537
250
5.000%,
11/15/56
11/28
at
103.00
185,240
Total
Oregon
3,485,614
Pennsylvania
-
1.7%
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
372,698
1,610
Allentown
Neighborhood
Improvement
Zone
Development
Authority,
Pennsylvania,
Tax
Revenue
Bonds,
Neuweiler
Lofts
Project,
Series
2023,
6.250%,
5/01/42,
144A
5/33
at
100.00
1,610,243
500
Berks
County
Industrial
Development
Authority,
Pennsylvania,
Health
System
Revenue
Bonds,
Tower
Health
Project,
Series
2017,
4.000%,
11/01/47
11/27
at
100.00
261,321
3,000
McCandless
Industrial
Development
Authority,
Pennsylvania,
La
Roche
University
Revenue
Bonds,
Series
A
and
B
of
2022,
6.750%,
12/01/46
12/32
at
100.00
2,852,542
Nuveen
Enhanced
High
Yield
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
December
31,
2023
(Unaudited)
14
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Pennsylvania
(continued)
$
370
Montgomery
County
Redevelopment
Authority,
Pennsylvania,
Special
Obligation
Revenue
Bonds,
River
Pointe
Project
Series
2023,
6.500%,
9/01/43
9/33
at
100.00
$
379,207
495
(d),(e)
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
50
Total
Pennsylvania
5,476,061
Puerto
Rico
-
4.1%
450
(d),(e)
Puerto
Rico
Electric
Power
Authority,
Power
Revenue
Bonds,
Series
2007TT,
5.000%,
1/01/24
No
Opt.
Call
158,688
160
(d),(e)
Puerto
Rico
Electric
Power
Authority,
Power
Revenue
Bonds,
Series
2010AAA,
5.250%,
7/01/27
1/24
at
100.00
56,422
Puerto
Rico
Electric
Power
Authority,
Power
Revenue
Bonds,
Series
2010ZZ
:
325
(d),(e)
5.000%,
7/01/24
1/24
at
100.00
114,608
4
(d),(e)
5.000%,
7/01/24
1/24
at
100.00
1,410
115
(d),(e)
5.250%,
7/01/26
1/24
at
100.00
40,554
105
(d),(e)
Puerto
Rico
Electric
Power
Authority,
Power
Revenue
Bonds,
Series
2013A,
5.000%,
7/01/29
1/24
at
100.00
37,027
Puerto
Rico
Electric
Power
Authority,
Revenue
Bonds,
Series
2007TT
:
190
(d),(e)
5.000%,
7/01/32
1/24
at
100.00
67,002
250
(d),(e)
5.000%,
7/01/37
1/24
at
100.00
88,160
115
(d),(e)
Puerto
Rico
Electric
Power
Authority,
Revenue
Bonds,
Series
2008WW,
5.500%,
1/01/24
No
Opt.
Call
40,554
Puerto
Rico
Electric
Power
Authority,
Revenue
Bonds,
Taxable
Series
2010EEE
:
100
(d),(e)
5.950%,
7/01/30
1/24
at
100.00
35,264
100
(d),(e)
6.250%,
7/01/40
1/24
at
100.00
35,264
7,000
Puerto
Rico
Sales
Tax
Financing
Corporation,
Sales
Tax
Revenue
Bonds,
Restructured
2018A-1,
5.000%,
7/01/58
7/28
at
100.00
7,041,926
2,500
Puerto
Rico
Sales
Tax
Financing
Corporation,
Sales
Tax
Revenue
Bonds,
Taxable
Restructured
Cofina
Project
Series
2019A-2,
4.784%,
7/01/58
7/28
at
100.00
2,470,474
Puerto
Rico,
General
Obligation
Bonds,
Restructured
Series
2022A-1
:
82
5.625%,
7/01/27
No
Opt.
Call
86,524
78
5.750%,
7/01/31
No
Opt.
Call
87,042
74
4.000%,
7/01/33
7/31
at
103.00
72,687
57
4.000%,
7/01/37
7/31
at
103.00
54,718
2,970
4.000%,
7/01/46
7/31
at
103.00
2,656,649
Total
Puerto
Rico
13,144,973
South
Carolina
-
2.4%
2,960
South
Carolina
Jobs-Economic
Development
Authority,
Economic
Development
Revenue
Bonds,
Hilton
Head
Christian
Academy,
Series
2020,
5.000%,
1/01/40,
144A
1/30
at
100.00
2,773,966
500
South
Carolina
Jobs-Economic
Development
Authority,
Economic
Development
Revenue
Bonds,
Palmetto
Scholars
Academy
Project,
Series
2015A,
5.125%,
8/15/35,
144A
2/25
at
100.00
458,470
2,000
South
Carolina
Jobs-Economic
Development
Authority,
Educational
Facilities
Revenue
Bonds,
Lowcountry
Leadership
Charter
School
Project,
Series
2019A,
5.000%,
12/01/49,
144A
12/29
at
100.00
1,927,654
15
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
South
Carolina
(continued)
South
Carolina
Jobs-Economic
Development
Authority,
Educational
Facilities
Revenue
Bonds,
Virtus
Academy
Project,
Series
2021A
:
$
200
4.000%,
6/15/31,
144A
6/29
at
100.00
$
179,139
1,840
5.000%,
6/15/41,
144A
6/29
at
100.00
1,561,206
330
5.000%,
6/15/51,
144A
6/29
at
100.00
259,629
South
Carolina
Jobs-Economic
Development
Authority,
Educational
Facilities
Revenue
Bonds,
Virtus
Academy
Project,
Series
2023A
:
250
7.000%,
6/15/53,
144A
6/31
at
100.00
253,891
250
7.125%,
6/15/58,
144A
6/31
at
100.00
254,967
Total
South
Carolina
7,668,922
Tennessee
-
0.0%
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
84,111
Total
Tennessee
84,111
Texas
-
13.8%
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
223,394
Arlington
Higher
Education
Finance
Corporation,
Texas,
Education
Revenue
Bonds,
Legacy
Traditional
Schools
-
Texas
Project,
Refunding
Series
2021A
:
1,190
4.125%,
2/15/41
2/30
at
100.00
875,702
250
4.500%,
2/15/56
2/30
at
100.00
168,402
785
Arlington
Higher
Education
Finance
Corporation,
Texas,
Education
Revenue
Bonds,
Legacy
Traditional
Schools
-
Texas
Project,
Refunding
Series
2022A,
6.750%,
2/15/62,
144A
2/30
at
100.00
753,895
1,825
Arlington
Higher
Education
Finance
Corporation,
Texas,
Education
Revenue
Bonds,
Odyssey
Academy
Inc
Series
2023A,
6.000%,
2/15/43
2/31
at
100.00
1,824,525
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
94,719
1,600
Celina,
Texas,
Special
Assessment
Revenue
Bonds,
Cross
Creek
Meadows
Public
Improvement
District,
Major
Improvement
Area
District
Series
2023,
6.125%,
9/01/53,
144A
9/33
at
100.00
1,625,620
1,000
Celina,
Texas,
Special
Assessment
Revenue
Bonds,
Parvin
Public
Improvement
District
Project,
Series
2023,
6.750%,
9/01/53,
144A
9/33
at
100.00
1,014,785
3,000
Clifton
Higher
Education
Finance
Corporation,
Texas,
Education
Revenue
Bonds,
Valor
Education
Foundation,
Series
2023A,
6.250%,
6/15/53,
144A
6/31
at
100.00
3,028,281
2,880
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
2,419,265
2,000
Forney,
Texas,
Special
Assessment
Revenue
Bonds,
Bellagio
Public
Improvement
District
1
Phase
I
Project
Series
2023,
6.500%,
9/15/53,
144A
9/33
at
100.00
1,973,848
3,000
Hidalgo
County
Regional
Mobility
Authority,
Texas,
Toll
and
Vehicle
Registration
Fee
Revenue
Bonds,
Refunding
Junior
Lien
Series
2022B,
0.000%,
12/01/46
12/31
at
53.69
770,274
500
Houston,
Texas,
Airport
System
Special
Facilities
Revenue
Bonds,
Continental
Airlines
Inc.
-
Terminal
Improvement
Project,
Refunding
Series
2011,
6.625%,
7/15/38,
(AMT)
1/24
at
100.00
500,218
Nuveen
Enhanced
High
Yield
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
December
31,
2023
(Unaudited)
16
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Texas
(continued)
$
2,205
Kyle,
Texas,
Special
Assessment
Revenue
Bonds,
Porter
County
Public
Improvement
District
Improvement
Area
1
Project,
Series
2023,
6.000%,
9/01/53,
144A
9/33
at
100.00
$
2,224,073
1,205
Kyle,
Texas,
Special
Assessment
Revenue
Bonds,
Southwest
Kyle
Public
Improvement
District
1
Improvement
Area
2
Project,
Series
2023,
6.750%,
9/01/48,
144A
9/33
at
100.00
1,275,844
1,000
Legato
Community
Authority,
Commerce
City,
Texas,
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
690,230
1,625
Lewisville,
Denton
and
Dallas
Counties,
Texas,
Special
Assessment
Revenue
Bonds,
Lakeside
Crossing
Public
Improvement
District
Series
2023,
8.000%,
9/01/53,
144A
9/33
at
100.00
1,708,367
250
Mesquite,
Texas,
Special
Assessment
Revenue
Bonds,
Solterra
Public
Improvement
District
Improvement
Area
A-1
Projects,
Series
2023,
5.750%,
9/01/53,
144A
9/33
at
100.00
252,574
70
(d)
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
53,696
435
(d)
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
357,086
3,104
(d)
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
1,171,088
7,810
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
5,607,539
New
Hope
Cultural
Education
Facilities
Finance
Corporation,
Texas,
Student
Housing
Revenue
Bonds,
NCCD
-
College
Station
Properties
LLC
-
Texas
A&M
University
Project, Series
2015A
:
250
(d)
5.000%,
7/01/24
No
Opt.
Call
226,875
650
(d)
5.000%,
7/01/25
No
Opt.
Call
589,875
472
(d)
3.000%,
7/01/28
No
Opt.
Call
428,773
500
(d)
5.000%,
7/01/30
7/25
at
100.00
453,750
750
(d)
5.000%,
7/01/33
No
Opt.
Call
680,625
1,000
(d)
5.000%,
7/01/35
7/25
at
100.00
907,500
1,275
New
Hope
Higher
Education
Finance
Corporation,
Texas,
Education
Revenue
Bonds,
Southwest
Preparatory
School
Series
2023A,
6.375%,
8/15/53,
144A
8/30
at
103.00
1,285,820
100
New
Hope
Higher
Education
Finance
Corporation,
Texas,
Education
Revenue
Bonds,
Southwest
Preparatory
School
Taxable
Series
2023A,
8.000%,
8/15/30,
144A
No
Opt.
Call
101,097
465
Plano,
Collin
and
Denton
Counties,
Texas,
Special
Assessment
Revenue
Bonds,
Haggard
Farm
Public
Improvement
District
Project,
Area
1
Project
Series
2023,
7.500%,
9/15/53,
144A
9/33
at
100.00
493,881
1,000
Plano,
Collin
and
Denton
Counties,
Texas,
Special
Assessment
Revenue
Bonds,
Haggard
Farm
Public
Improvement
District
Project,
Major
Improvement
Area
Project
Series
2023,
8.500%,
9/15/53,
144A
9/33
at
100.00
1,059,385
3,000
Port
Beaumont
Navigation
District,
Jefferson
County,
Texas,
Dock
and
Wharf
Facility
Revenue
Bonds,
Jefferson
Gulf
Coast
Energy
Project,
Series
2020,
3.625%,
1/01/35,
(AMT),
144A
1/24
at
101.00
2,481,452
1,000
Port
Beaumont
Navigation
District,
Jefferson
County,
Texas,
Dock
and
Wharf
Facility
Revenue
Bonds,
Jefferson
Gulf
Coast
Energy
Project,
Series
2021A,
3.000%,
1/01/50,
(AMT),
144A
1/24
at
103.00
590,306
17
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Texas
(continued)
$
250
Princeton,
Texas,
Special
Assessment
Revenue
Bonds,
Sicily
Public
Improvement
District
Improvement
Area
1
Project,
Series
2023,
7.000%,
9/01/53,
144A
9/33
at
100.00
$
253,291
500
Princeton,
Texas,
Special
Assessment
Revenue
Bonds,
Sicily
Public
Improvement
District
Major
Improvement
Area
Project,
Series
2023,
7.875%,
9/01/53,
144A
9/33
at
100.00
511,612
Red
River
Health
Facilities
Development
Corporation,
Texas,
First
Mortgage
Revenue
Bonds,
Eden
Home
Inc.,
Series
2012
:
125
(d)
7.000%,
12/15/32
1/24
at
100.00
75,000
500
(d)
7.250%,
12/15/42
1/24
at
100.00
300,000
305
(d)
7.250%,
12/15/47
1/24
at
100.00
183,000
2,000
Rockdale,
Milam
County,
Texas,
Special
Assessment
Revenue
Bonds,
Cornerstone
Public
Improvement
District
Improvement
Area
1,
Series
2023,
7.500%,
9/15/54,
144A
9/33
at
100.00
2,090,732
610
Sachse,
Texas,
Special
Assessment
Bonds,
Sachse
Public
Improvement
District
1
Improvement
Areas
2-3
Project,
Series
2022,
7.000%,
9/15/52,
144A
9/32
at
100.00
633,225
1,500
San
Marcos
City,
Hays,
Caldwell
and
Guadalupe
Counties,
Texas,
Special
Assessment
Revenue
Bonds,
San
Marcos
Trace
Public
Improvement
District
Series
2024,
6.000%,
9/01/48,
144A,
(WI/DD)
9/31
at
100.00
1,504,550
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
96,213
500
(d)
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
2/27
at
100.00
275,000
800
Venus,
Johnson
County,
Texas,
Special
Assessment
Revenue
Bonds,
Brahman
Ranch
Public
Improvement
District,
Series
2022,
6.500%,
9/15/52,
144A
9/32
at
100.00
816,935
80
Viridian
Municipal
Management
District,
Texas,
Assessment
Revenue
Bonds,
Series
2017,
4.250%,
12/01/44
12/25
at
100.00
72,354
Total
Texas
44,724,676
Utah
-
6.4%
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
418,421
4,200
Chelsey
Public
Infrastructure
District
1,
Utah,
Special
Assessment
Bonds,
Chelsey
Assessment
Area
1,
Series
2024.,
7.000%,
12/01/42,
144A,
(WI/
DD)
3/29
at
103.00
4,338,737
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
489,678
Downtown
East
Streetcar
Sewer
Public
Infrastructure
District,
South
Salt
Lake,
Salt
Lake
County,
Utah,
Limited
Tax
General
Obligation
Bonds,
Series
2022A
:
1,000
5.750%,
3/01/42,
144A
9/27
at
103.00
1,014,157
1,000
6.000%,
3/01/53,
144A
9/27
at
103.00
1,005,841
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
785,664
1,595
Jordanelle
Ridge
Public
Infrastructure
District
2,
Utah,
General
Obligation
Bonds,
Limited
Tax
Series
2023A,
7.750%,
3/01/54,
144A
12/28
at
103.00
1,622,023
Medical
School
Campus
Public
Infrastructure
District,
Utah,
Limited
Tax
General
Obligation
Bonds,
Series
2020A
:
1,180
5.250%,
2/01/40,
144A
9/25
at
103.00
1,067,821
Nuveen
Enhanced
High
Yield
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
December
31,
2023
(Unaudited)
18
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Utah
(continued)
$
2,915
5.500%,
2/01/50,
144A
9/25
at
103.00
$
2,523,030
1,790
MIDA
Military
Installation
Development
Authority
Golf
and
Equestrian
Center
Public
Infrastructure
District,
Utah,
Limited
Tax
and
Tax
Allocation
Revenue
Bonds,
Series
2021,
4.125%,
6/01/36,
144A
12/26
at
103.00
1,497,433
1,000
MIDA
Mountain
Village
Public
Infrastructure
District,
Utah,
Special
Assessment
Revenue
Bonds,
Mountain
Village
Assessment
Area
2,
Series
2021,
4.000%,
8/01/50,
144A
8/31
at
100.00
778,307
1,250
Military
Installation
Development
Authority,
Utah,
Tax
Allocation
and
Hotel
Tax
Revenue
Bonds,
Series
2021A-1,
4.000%,
6/01/52
9/26
at
103.00
935,648
Military
Installation
Development
Authority,
Utah,
Tax
Allocation
Revenue
Bonds,
Series
2021A-2
:
1,250
4.000%,
6/01/36
9/26
at
103.00
1,077,902
1,000
4.000%,
6/01/41
9/26
at
103.00
806,892
865
Sienna
Hills
Public
Infrastructure
District
No.
1,
Utah,
Limited
Tax
General
Obligation
and
Sales
Tax
Revenue
Bonds,
Series
2023A,
6.750%,
7/01/35,
144A
7/28
at
103.00
877,918
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
288,777
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
177,973
1,015
Wohali
Public
Infrastructure
District
1,
Utah,
Special
Assessment
Revenue
Bonds,
Assessment
Area
1
Series
2023,
7.000%,
12/01/42,
144A
9/28
at
103.00
1,025,326
Total
Utah
20,731,548
Virgin
Islands
-
1.0%
240
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
232,888
2,745
Virgin
Islands
Water
and
Power
Authority,
Electric
System
Revenue
Bonds,
Series
2007B,
5.000%,
7/01/31
1/24
at
100.00
2,654,634
250
West
Indian
Company
Limited,
Virgin
Islands,
Port
Facilities
Revenue
Bonds,
WICO
Financing,
Series
2022B,
6.500%,
4/01/52,
(AMT),
144A
10/29
at
104.00
239,699
Total
Virgin
Islands
3,127,221
Virginia
-
1.7%
300
James
City
County
Economic
Development
Authority,
Virginia,
Residential
Care
Facility
Revenue
Bonds,
Williamsburg
Landing
Inc.,
Series
2024A,
6.875%,
12/01/58,
(WI/DD)
12/30
at
103.00
318,452
1,000
Norfolk
Redevelopment
and
Housing
Authority,
Virginia,
Fort
Norfolk
Retirement
Community,
Inc.,
Harbor's
Edge
Project,
Series
2019A,
5.000%,
1/01/49
1/24
at
104.00
800,242
4,145
Virginia
Beach
Development
Authority,
Virginia,
Residential
Care
Facility
Revenue
Bonds,
Westminster
Canterbury
on
Chesapeake
Bay,
Series
2023A,
7.000%,
9/01/59
9/30
at
103.00
4,416,964
Total
Virginia
5,535,658
West
Virginia
-
0.5%
1,000
Monongalia
County
Commission,
West
Virginia,
Special
District
Excise
Tax
Revenue
Bonds,
University
Town
Centre
Economic
Opportunity
Development
District,
Subordinate
Improvement
and
Refunding
Series
2023B,
8.000%,
6/01/53,
144A
6/28
at
29.69
229,145
500
Monongalia
County,
West
Virginia,
Tax
Increment
Revenue
Bonds,
University
Town
Centre
Development
District
4,
Senior
Refunding
and
Improvement
Series
2023A,
6.000%,
6/01/53,
144A
6/33
at
100.00
537,029
19
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
West
Virginia
(continued)
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
$
150,551
250
4.500%,
6/01/50,
144A
6/31
at
100.00
196,641
565
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
459,635
Total
West
Virginia
1,573,001
Wisconsin
-
17.9%
3,020
Ashwaubenon
Community
Development
Authority,
Wisconsin,
Lease
Revenue
Bonds,
Brown
County
Expo
Center
Project,
Series
2019,
0.000%,
6/01/54
6/29
at
37.80
738,685
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
211,540
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
210,525
2,275
Public
Finance
Authority
of
Wisconsin,
Charter
School
Revenue
Bonds,
Corvian
Community
School
Bonds,
North
Carolina,
Series
2019A,
5.000%,
6/15/49,
144A
6/26
at
100.00
1,927,690
1,425
Public
Finance
Authority
of
Wisconsin,
Charter
School
Revenue
Bonds,
Discovery
Charter
School
Project,
Series
2022A,
6.750%,
6/01/62,
144A
6/30
at
100.00
1,392,440
1,380
Public
Finance
Authority
of
Wisconsin,
Charter
School
Revenue
Bonds,
Eno
River
Academy
Project,
Series
2020A,
5.000%,
6/15/54,
144A
6/30
at
100.00
1,259,608
Public
Finance
Authority
of
Wisconsin,
Charter
School
Revenue
Bonds,
Founders
Academy
of
Las
Vegas,
Series
2023A
:
600
6.625%,
7/01/53,
144A
7/28
at
103.00
615,822
550
6.750%,
7/01/58,
144A
7/28
at
103.00
566,917
Public
Finance
Authority
of
Wisconsin,
Charter
School
Revenue
Bonds,
Freedom
Classical
Academy
Inc.,
Series
2020A
:
1,000
5.000%,
1/01/42,
144A
1/28
at
100.00
914,496
1,000
5.000%,
1/01/56,
144A
1/28
at
100.00
843,587
Public
Finance
Authority
of
Wisconsin,
Charter
School
Revenue
Bonds,
North
Carolina
Charter
Educational
Foundation
Project,
Series
2016A
:
3,750
5.000%,
6/15/36,
144A
6/26
at
100.00
3,280,264
625
5.000%,
6/15/46,
144A
6/26
at
100.00
482,181
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
452,630
Public
Finance
Authority
of
Wisconsin,
Charter
School
Revenue
Bonds,
Quality
Education
Academy
Project,
Series
2023A
:
635
6.250%,
7/15/53,
144A
7/33
at
100.00
642,248
1,175
6.500%,
7/15/63,
144A
7/33
at
100.00
1,194,981
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
632,693
1,250
Public
Finance
Authority
of
Wisconsin,
Contract
Revenue
Bonds,
Mercer
Crossing
Public
Improvement
District
Project,
Series
2017,
7.000%,
3/01/47,
144A
3/27
at
100.00
1,300,370
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
218,683
Nuveen
Enhanced
High
Yield
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
December
31,
2023
(Unaudited)
20
Principal
Amount
(000)
Description
(a)
Optional
Call
Provisions
(b)
Value
Wisconsin
(continued)
$
100
4.500%,
6/01/56,
144A
6/31
at
100.00
$
69,555
1,000
Public
Finance
Authority
of
Wisconsin,
Education
Revenue
Bonds,
Corvian
Community
School,
North
Carolina
Series
2023A,
6.250%,
6/15/53,
144A
6/33
at
100.00
997,285
1,000
Public
Finance
Authority
of
Wisconsin,
Hotel
Revenue
Bonds,
Grand
Hyatt
San
Antonio
Hotel
Acquisition
Project,
Subordinate
Lien
Series
2022B,
6.000%,
2/01/62,
144A
2/32
at
100.00
1,029,948
Public
Finance
Authority
of
Wisconsin,
Limited
Obligation
Grant
Revenue
Bonds,
American
Dream
@
Meadowlands
Project,
Series
2017A
:
1,105
(d)
3.125%,
8/01/27,
144A
No
Opt.
Call
861,900
1,100
(d)
6.750%,
8/01/31,
144A
No
Opt.
Call
803,000
500
(d)
Public
Finance
Authority
of
Wisconsin,
Limited
Obligation
Grant
Revenue
Bonds,
American
Dream
@
Meadowlands
Project,
Series
2017B,
5.625%,
8/01/24,
144A
No
Opt.
Call
390,000
Public
Finance
Authority
of
Wisconsin,
Limited
Obligation
PILOT
Revenue
Bonds,
American
Dream
@
Meadowlands
Project,
Series
2017
:
1,000
6.500%,
12/01/37,
144A
12/27
at
100.00
920,302
31,000
7.000%,
12/01/50,
144A
12/27
at
100.00
28,978,890
2,700
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
2,153,208
700
Public
Finance
Authority
of
Wisconsin,
Revenue
Bonds,
Revolution
Academy,
Refunding
Series
2023A,
6.250%,
10/01/58,
144A
10/31
at
100.00
702,044
Public
Finance
Authority
of
Wisconsin,
Revenue
Bonds,
SearStone
Retirement
Community,
Series
2023A
:
250
5.000%,
6/01/37
6/28
at
103.00
233,734
250
5.000%,
6/01/52
6/28
at
103.00
205,552
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
184,654
Public
Finance
Authority
of
Wisconsin,
Revenue
Bonds,
Sky
Harbour
LLC
Obligated
Group
Aviation
Facilities
Project,
Series
2021
:
2,500
4.000%,
7/01/41,
(AMT)
7/31
at
100.00
1,961,217
245
4.250%,
7/01/54,
(AMT)
7/31
at
100.00
172,637
100
Public
Finance
Authority
of
Wisconsin,
Revenue
Bonds,
Viticus
Group
Project,
Series
2022A,
4.000%,
12/01/41,
144A
12/31
at
100.00
81,852
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
450,000
100
(d),(e)
Public
Finance
Authority
of
Wisconsin,
Wisconsin
Revenue
Note,
KDC
Agribusiness
LLC
Project,
Series
2022B,
15.000%,
3/31/24
4/23
at
105.00
10
100
Saint
Croix
Chippewa
Indians
of
Wisconsin,
Revenue
Bonds,
Refunding
Senior
Series
2021,
5.000%,
9/30/41,
144A
9/28
at
100.00
74,500
290
Wisconsin
Health
and
Educational
Facilities
Authority,
Revenue
Bonds,
Covenant
Communities
Inc,
Second
Tier
Series
2018B,
4.375%,
7/01/38
1/24
at
103.00
223,131
505
Wisconsin
Health
and
Educational
Facilities
Authority,
Wisconsin,
Revenue
Bonds,
Hope
Christian
Schools
Obligated
Group,
Series
2021,
3.000%,
12/01/31
12/26
at
100.00
426,327
Total
Wisconsin
57,805,106
Total
Municipal
Bonds
(cost
$479,950,309)
473,981,532
21
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:
Shares
Description
(a)
Value
X
–
COMMON
STOCKS
-
0
.2
%
(
0
.1
%
of
Total
Investments)
X
617,364
Utilities
-
0.2%
10,052
(f),(g)
Talen
Energy
Supply
LLC
$
617,364
Total
Utilities
617,364
Total
Common
Stocks
(cost
$321,664)
617,364
Principal
Amount
(000)
Description
(a)
Coupon
Maturity
Value
–
CORPORATE
BONDS
-
0
.0
%
(
0
.0
%
of
Total
Investments)
X
28,193
Capital
Goods
-
0.0%
$
129
(d),(e)
KDC
Agribusiness
Fairless
Hills
LLC
12.000%
9/17/24
$
28,193
Total
Capital
Goods
28,193
Total
Corporate
Bonds
(cost
$128,676)
28,193
Total
Long-Term
Investments
(cost
$480,400,649)
474,627,089
Borrowings
-
(4.6)%
(h)
(
14,911,167
)
MFP
Shares,
Net
-
(42.9)%(i)
(
138,703,161
)
Other
Assets
&
Liabilities,
Net
- 0.6%
2,009,753
Net
Assets
Applicable
to
Common
Shares
-
100%
$
323,022,514
Level
1
Level
2
Level
3
Total
Long-Term
Investments:
Municipal
Bonds
$
–
$
473,306,519
$
675,013
$
473,981,532
Common
Stocks
–
617,364
–
617,364
Corporate
Bonds
–
–
28,193
28,193
Total
$
–
$
473,923,883
$
703,206
$
474,627,089
Nuveen
Enhanced
High
Yield
Municipal
Bond
Fund
(continued)
Portfolio
of
Investments
December
31,
2023
(Unaudited)
22
(a)
All
percentages
shown
in
the
Portfolio
of
Investments
are
based
on
net
assets
applicable
to
common
shares
unless
otherwise
noted.
(b)
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.
(c)
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.
(d)
Defaulted
security.
A
security
whose
issuer
has
failed
to
fully
pay
principal
and/or
interest
when
due,
or
is
under
the
protection
of
bankruptcy.
(e)
For
fair
value
measurement
disclosure
purposes,
investment
classified
as
Level
3.
(f)
In
May
2023,
Talen
Energy
completed
a
Chapter
11
plan
of
reorganization
whereby
the
Fund
received
Talen
Energy
Common
Stock
in
exchange
for
the
following
portfolio
holding:
Pennsylvania
Economic
Development
Financing
Authority,
Exempt
Facilities
Revenue
Refunding
Bonds,
PPL
Energy
Supply,
LLC
Project,
Series
2009A,
6.400%,
12/01/38.
(g)
Non-income
producing;
issuer
has
not
declared
an
ex-dividend
date
within
the
past
twelve
months.
(h)
Borrowings
as
a
percentage
of
Total
Investments
is
3.1%.
(i)
MFP
Shares,
Net
as
a
percentage
of
Total
Investments
is
29.2%.
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.
AMT
Alternative
Minimum
Tax
WI/DD
When-issued
or
delayed
delivery
security.