# EDGAR Filing Document

**Accession Number:** 0001777482
**File Stem:** 0001752724-23-043560
**Filing Date:** 2023-2
**Character Count:** 185368
**Document Hash:** 96f487e7d4efc7bd9e9f43201ee64cc6
**Contains OCR:** False
**Source Format:** 

## Filing Content

## Filing Summary
**0001752724-23-043560.hdr.sgml**: 20230227

**ACCESSION NUMBER**: 0001752724-23-043560

**CONFORMED SUBMISSION TYPE**: NPORT-P

**PUBLIC DOCUMENT COUNT**: 2

**CONFORMED PERIOD OF REPORT**: 20221231

**FILED AS OF DATE**: 20230227

**DATE AS OF CHANGE**: 20230227

**PERIOD START**: 20230331

**FILER**: 

**COMPANY DATA:**
- **COMPANY CONFORMED NAME:** Nuveen Enhanced High Yield Municipal Bond Fund
- **CENTRAL INDEX KEY:** 0001777482
- **IRS NUMBER:** 000000000

**FILING VALUES:**
- **FORM TYPE:** NPORT-P
- **SEC ACT:** 1940 Act
- **SEC FILE NUMBER:** 811-23445
- **FILM NUMBER:** 23675449

**BUSINESS ADDRESS:**
- **STREET 1:** 333 WEST WACKER DR.
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606
- **BUSINESS PHONE:** 312-917-8146

**MAIL ADDRESS:**
- **STREET 1:** 333 WEST WACKER DR.
- **CITY:** CHICAGO
- **STATE:** IL
- **ZIP:** 60606

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Nuveen Strategic Municipal Credit Fund
- **DATE OF NAME CHANGE:** 20200228

**FORMER COMPANY:**
- **FORMER CONFORMED NAME:** Nuveen Municipal High Yield & Special Situations Fund
- **DATE OF NAME CHANGE:** 20190522

## Nport-Ex

Nuveen

Enhanced

High

Yield

Municipal

Bond

Fund

Portfolio

of

Investments

December

31,

2022

(Unaudited)

Principal

Amount

(000) Description

(1) Optional

Call

Provisions

(2) Ratings

(3) Value

LONG-TERM

INVESTMENTS

-

138.9% (100.0%

of

Total

Investments)

X

112,307,948

MUNICIPAL

BONDS

-

138.3%

(99.6%

of

Total

Investments)

X

112,307,948

Alabama

-

1.0%

$

MidCity

Improvement

District,

Alabama,

Special

Assessment

Revenue

Bonds,

Series

2022,

4.750%,

11/01/49

11/32

at

100.00 N/R

$

191,155

750

Tuscaloosa

County

Industrial

Development

Authority,

Alabama,

Gulf

Opportunity

Zone

Bonds,

Hunt

Refining

Project,

Refunding

Series

2019A,

5.250%,

5/01/44,

144A

5/29

at

100.00 N/R

659,820

1,000

Total

Alabama

850,975

Arizona

-

1.0%

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 BB

80,835

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

77,801

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

102,823

Sierra

Vista

Industrial

Development

Authority,

Arizona,

Economic

Development

Revenue

Bonds,

Convertible

Capital

Appreciation

Revenue

Bonds,

Series

2021A,

0.000%,

10/01/56

(4) 10/29

at

103.00 N/R

154,440

500

Sierra

Vista

Industrial

Development

Authority,

Arizona,

Economic

Development

Revenue

Bonds,

Convertible

Capital

Appreciation

Revenue

Bonds,

Series

2022A,

0.000%,

10/01/56

(4) 10/29

at

103.00 N/R

389,285

1,110

Total

Arizona

805,184

California

-

4.9%

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

223,716

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

160,812

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

175,398

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 BB-

246,665

California

School

Finance

Authority,

Charter

School

Revenue

Bonds,

Russell

Westbrook

Why

Not

Academy

Obligated

Group,

Series

2021A,

4.000%,

6/01/51,

144A

6/27

at

100.00 N/R

179,010

California

Statewide

Communities

Development

Authority,

Statewide

Community

Infrastructure

Program

Revenue

Bonds,

Series

2021C,

4.000%,

9/02/51

9/31

at

100.00 N/R

208,550

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

390,590

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

193,527

Nuveen

Enhanced

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

December

31,

2022

(Unaudited)

Principal

Amount

(000) Description

(1) Optional

Call

Provisions

(2) Ratings

(3) Value

California

(continued)

$

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

$

200,100

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

224,513

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

190,110

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

247,459

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

427,405

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

173,050

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

174,538

5,000

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 N/R

582,350

9,600

Total

California

3,997,793

Colorado

-

29.8%

500

Aerotropolis

Regional

Transportation

Authority,

Colorado,

Special

Revenue

Bonds,

Series

2021,

4.375%,

12/01/52

12/26

at

103.00 N/R

368,435

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

2,196,650

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

385,225

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

1,285,165

Brighton

Crossing

Metropolitan

District

4,

Colorado,

General

Obligation

Bonds,

Limited

Tax

Convertible

to

Unlimited

Tax,

Series

2017A,

5.000%,

12/01/47

1/23

at

103.00 N/R

229,403

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

1/23

at

100.00 N/R

334,135

500

Centerra

Metropolitan

District

1,

Loveland,

Colorado,

Special

Revenue

Improvement

Bonds,

Series

2022,

6.500%,

12/01/53

12/27

at

103.00 N/R

497,965

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

840,240

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

215,295

Principal

Amount

(000) Description

(1) Optional

Call

Provisions

(2) Ratings

(3) Value

Colorado

(continued)

$

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 BBB-

$

72,708

Colorado

Health

Facilities

Authority,

Colorado,

Revenue

Bonds,

Ralston

Creek

at

Arvada

Project,

Series

2017A:

5.250%,

11/01/32

(5) 11/25

at

102.00 N/R

110,250

670

5.500%,

11/01/37

(5) 11/25

at

102.00 N/R

328,300

1,250

5.750%,

11/01/47

(5) 11/25

at

102.00 N/R

612,500

835

6.000%,

11/01/52

(5) 11/25

at

102.00 N/R

409,150

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

402,460

500

6.250%,

12/01/50,

144A

12/25

at

100.00 N/R

342,250

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

468,035

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

931,840

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 N/R

591,378

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

357,395

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 N/R

977,470

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

371,860

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 N/R

1,010,770

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

417,430

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 N/R

981,210

500

Pioneer

Community

Authority

Board

(Weld

County,

Colorado),

Special

Revenue

Bonds,

Series

2022,

6.500%,

12/01/34

6/29

at

103.00 N/R

464,740

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

427,430

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

818,360

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

408,315

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

417,260

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

375,225

Nuveen

Enhanced

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

December

31,

2022

(Unaudited)

Principal

Amount

(000) Description

(1) Optional

Call

Provisions

(2) Ratings

(3) Value

Colorado

(continued)

$

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

$

416,990

1,000

USAFA

Visitor's

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

827,080

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

495,285

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 N/R

455,480

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

414,550

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

356,830

5,000

Windler

Public

Improvement

Authority,

Aurora,

Colorado,

Limited

Tax

Supported

Revenue

Bonds,

Convertible

Capital

Appreciation

Series

2021A-2,

0.000%,

12/01/41,

144A

(4) 9/26

at

97.43 N/R

2,835,300

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

735,350

31,427

Total

Colorado

24,185,714

Connecticut

-

0.6%

500

Connecticut

Development

Authority,

Airport

Facilities

Revenue

Bonds,

Learjet

Inc.,

Series

2004,

7.950%,

4/01/26,

(AMT)

1/23

at

100.00 B3

499,925

Florida

-

20.3%

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

168,937

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

218,107

15,020

Capital

Trust

Agency,

Florida,

Revenue

Bonds,

Educational

Growth

Fund,

LLC,

Charter

School

Portfolio

Projects,

Subordinate

Series

2021B,

0.000%,

7/01/61,

144A

No

Opt.

Call

N/R

738,834

Capital

Trust

Agency,

Florida,

Senior

Living

Facilities

Revenue

Bonds,

Elim

Senior

Housing,

Inc.

Project,

Series

2017:

5.375%,

8/01/32,

144A

8/24

at

103.00 N/R

202,035

5.625%,

8/01/37,

144A

8/24

at

103.00 N/R

133,628

900

Celebration

Pointe

Community

Development

District

1,

Alachua

County,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2021,

4.000%,

5/01/53

5/31

at

100.00 N/R

655,812

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

73,939

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

330,970

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 N/R

441,160

Principal

Amount

(000) Description

(1) Optional

Call

Provisions

(2) Ratings

(3) Value

Florida

(continued)

$

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

$

3,924,375

Florida

Development

Finance

Corporation,

Florida,

Surface

Transportation

Facility

Revenue

Bonds,

Virgin

Trains

USA

Passenger

Rail

Project,

Series

2019A:

1,000

6.250%,

1/01/49,

(AMT),

(Mandatory

Put

1/01/24),

144A

1/23

at

101.00 N/R

961,370

1,240

6.375%,

1/01/49,

(AMT),

(Mandatory

Put

1/01/26),

144A

1/23

at

102.00 N/R

1,133,298

1,000

6.500%,

1/01/49,

(AMT),

(Mandatory

Put

1/01/29),

144A

1/23

at

102.00 N/R

893,770

2,500

Florida

Development

Finance

Corporation,

Revenue

Bonds,

Brightline

Passenger

Rail

Expansion

Project,

Series

2022A,

7.250%,

7/01/57,

(AMT),

(Mandatory

Put

10/03/23),

144A

1/23

at

102.00 N/R

2,493,050

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 N/R

203,280

1,000

Miami-Dade

County,

Florida,

Seaport

Revenue

Bonds,

Refunding

Subordinate

Series

2021B-1,

4.000%,

10/01/50,

(AMT)

10/31

at

100.00 Aa3

886,430

Middleton

Community

Development

District

A,

Florida,

Special

Assessment

Revenue

Bonds,

Series

2022,

6.200%,

5/01/53,

144A

11/30

at

100.00 N/R

423,314

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

94,778

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

1/23

at

108.00 N/R

416,875

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

394,090

Seminole

County

Industrial

Development

Authority,

Florida,

Retirement

Facility

Revenue

Bonds,

Legacy

Pointe

At

UCF

Project,

Series

2019A:

5.000%,

11/15/29

11/26

at

103.00 N/R

377,928

500

5.750%,

11/15/54

11/26

at

103.00 N/R

418,435

Seminole

County

Industrial

Development

Authority,

Florida,

Retirement

Facility

Revenue

Bonds,

Legacy

Pointe

At

UCF

Project,

Series

2019B,

4.250%,

11/15/26

1/23

at

100.00 N/R

230,950

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

678,900

32,745

Total

Florida

16,494,265

Idaho

-

1.3%

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 N/R

619,770

5.000%,

7/15/56,

144A

7/26

at

103.00 N/R

194,880

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

165,480

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

71,911

1,330

Total

Idaho

1,052,041

Nuveen

Enhanced

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

December

31,

2022

(Unaudited)

Principal

Amount

(000) Description

(1) Optional

Call

Provisions

(2) Ratings

(3) Value

Illinois

-

7.5%

$

5,000

Illinois

Finance

Authority

Revenue

Bonds,

OSF

Healthcare

System,

Refunding

Series

2018A,

4.125%,

5/15/47,

(UB)

(6) 11/28

at

100.00 A

$

4,548,650

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

179,078

Illinois

Finance

Authority,

Revenue

Bonds,

Admiral

at

the

Lake

Project,

Refunding

Series

2017:

620

5.000%,

5/15/33

5/24

at

103.00 N/R

474,337

5.500%,

5/15/54

5/24

at

103.00 N/R

164,755

500

Illinois

Finance

Authority,

Revenue

Bonds,

Roosevelt

University,

Series

2019A,

6.125%,

4/01/58,

144A

10/28

at

100.50 N/R

473,445

Southwestern

Illinois

Development

Authority,

Environmental

Improvement

Revenue

Bonds,

US

Steel

Corporation

Project,

Series

2012,

5.750%,

8/01/42,

(AMT)

1/23

at

100.00 B1

249,987

6,870

Total

Illinois

6,090,252

Indiana

-

3.4%

1,350

Fort

Wayne,

Indiana

Economic

Development,

Solid

Waste

Facility

Revenue

Bonds,

Do

Good

Foods

LLC

Fort

Wayne,

Series

2022A-1,

9.000%,

12/01/44,

(AMT),

144A

12/29

at

105.00 N/R

1,330,776

775

Indiana

Finance

Authority,

Educational

Facilities

Revenue

Bonds,

University

of

Evansville

Project,

Series

2022A,

5.250%,

9/01/57

9/32

at

100.00 BBB-

717,619

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 N/R

737,887

2,875

Total

Indiana

2,786,282

Kansas

-

1.1%

1,000

Wyandotte

County-Kansas

City

Unified

Government,

Kansas,

Sales

Tax

Special

Obligation

Bonds,

Village

East

Project

Areas

2B

and

5,

Series

2022,

5.750%,

3/01/41,

144A

3/29

at

103.00 N/R

920,630

Louisiana

-

0.2%

Louisiana

Public

Facilities

Authority,

Louisiana,

Revenue

Bonds,

Encore

Academy

Project,

Series

2021A:

5.000%,

6/01/41,

144A

6/31

at

100.00 N/R

75,254

5.000%,

6/01/51,

144A

6/31

at

100.00 N/R

68,600

Total

Louisiana

143,854

Maryland

-

0.2%

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

123,304

Michigan

-

0.9%

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 BB+

235,679

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

230,170

Summit

Academy

North,

Michigan,

Revenue

Bonds,

Public

School

Academy,

Refunding

Series

2021,

4.000%,

11/01/41

11/28

at

103.00 BB

81,020

Trillium

Academy,

Michigan,

Public

School

Academy

Revenue

Bonds,

Refunding

Series

2019,

5.750%,

11/01/40

11/26

at

103.00 BB

162,830

905

Total

Michigan

709,699

Principal

Amount

(000) Description

(1) Optional

Call

Provisions

(2) Ratings

(3) Value

Minnesota

-

1.5%

$

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

$

353,940

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

881,100

1,500

Total

Minnesota

1,235,040

Missouri

-

3.2%

3,200

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 N/R

2,231,008

Missouri

Southern

State

University,

Auxiliary

Enterprise

System

Revenue

Bonds,

Series

2021:

4.000%,

10/01/34

10/31

at

100.00 N/R

87,222

4.000%,

10/01/44

10/31

at

100.00 N/R

77,601

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

170,952

3,642

Total

Missouri

2,566,783

Nevada

-

1.1%

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

888,730

New

Hampshire

-

1.2%

1,000

National

Finance

Authority,

New

Hampshire,

Revenue

Bonds,

GHI

Kiran

Capital

LLC

Project,

Series

2022,

6.250%,

9/01/30,

144A

1/23

at

100.00 N/R

956,220

New

York

-

3.4%

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

5/28

at

100.00 Aa2

619,030

750

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

(5) 1/23

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 C

798,340

550

5.000%,

1/01/34,

(AMT)

1/26

at

100.00 C

408,287

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

171,288

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

181,112

3,800

Total

New

York

2,778,057

Ohio

-

5.3%

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

224,577

5,000

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 N/R

574,150

Nuveen

Enhanced

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

December

31,

2022

(Unaudited)

Principal

Amount

(000) Description

(1) Optional

Call

Provisions

(2) Ratings

(3) Value

Ohio

(continued)

$

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

$

116,631

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

74,437

750

County

of

Lucas,

Ohio,

Hospital

Revenue

Bonds,

ProMedica

Healthcare

Obligated

Group,

Series

2018A,

5.250%,

11/15/48

11/28

at

100.00 BB

654,165

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

BBB-

219,882

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 N/R

376,460

1,420

7.000%,

12/01/42,

(AMT),

144A

12/27

at

103.00 N/R

978,522

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 N/R

1,105,788

9,660

Total

Ohio

4,324,612

Oklahoma

-

0.3%

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

80,795

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

191,357

Total

Oklahoma

272,152

Oregon

-

1.0%

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

597,615

5.000%,

11/15/56

11/28

at

103.00 N/R

188,318

1,000

Total

Oregon

785,933

Pennsylvania

-

5.8%

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 BB

353,285

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 BB-

281,200

1,000

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 N/R

981,320

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

400,104

2,000

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 N/R

1,000,000

1,715

Pennsylvania

Economic

Development

Financing

Authority,

Pennsylvania,

Private

Activity

Revenue

Bonds,

The

PennDOT

Major

Bridges

Package

One

Project,

Series

2022,

5.250%,

6/30/53,

(AMT)

12/32

at

100.00 BBB-

1,686,805

6,210

Total

Pennsylvania

4,702,714

Principal

Amount

(000) Description

(1) Optional

Call

Provisions

(2) Ratings

(3) Value

Puerto

Rico

-

5.6%

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Refunding

Series

2012A:

$

3.957%,

7/01/29

(5) 1/23

at

100.00 D

$

76,913

3.957%,

7/01/42

(5) 1/23

at

100.00 D

73,250

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Series

2007TT:

3.957%,

7/01/17

(5) No

Opt.

Call

N/R

324,000

3.957%,

7/01/32

(5) 1/23

at

100.00 D

139,175

3.957%,

7/01/37

(5) 1/23

at

100.00 D

183,125

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Series

2010AAA,

3.978%,

7/01/27

(5) 1/23

at

100.00 D

117,600

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Series

2010ZZ:

3.957%,

7/01/24

(5) 1/23

at

100.00 D

240,992

3.978%,

7/01/26

(5) 1/23

at

100.00 D

84,525

Puerto

Rico

Electric

Power

Authority,

Power

Revenue

Bonds,

Series

WW,

3.999%,

7/01/18

(5) No

Opt.

Call

N/R

83,519

500

Puerto

Rico

Highway

and

Transportation

Authority,

Restructured

Toll

Revenue

Bonds,

Series

2022A,

5.000%,

7/01/62

7/32

at

100.00 N/R

461,875

3,000

Puerto

Rico

Highway

and

Transportation

Authority,

Restructured

Toll

Revenue

Bonds,

Series

2022C,

5.000%,

7/01/53

1/33

at

100.00 N/R

1,665,000

2,000

Puerto

Rico

Sales

Tax

Financing

Corporation,

Sales

Tax

Revenue

Bonds,

Restructured

2018A-1,

0.000%,

7/01/46

7/28

at

41.38 N/R

495,280

750

Puerto

Rico,

General

Obligation

Bonds,

Clawback

Highway

Transportation

Authority

Claims

Taxable

Series

2022,

1.000%,

11/01/51

No

Opt.

Call

N/R

329,062

Puerto

Rico,

General

Obligation

Bonds,

Restructured

Series

2022A-1:

5.625%,

7/01/27

No

Opt.

Call

N/R

83,380

5.750%,

7/01/31

No

Opt.

Call

N/R

80,921

4.000%,

7/01/33

7/31

at

103.00 N/R

64,378

4.000%,

7/01/37

7/31

at

103.00 N/R

46,889

8,355

Total

Puerto

Rico

4,549,884

South

Carolina

-

0.6%

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

268,356

South

Carolina

Jobs-Economic

Development

Authority,

Retirement

Community

Revenue

Notes,

Kiawah

Life

Plan

Village,

Inc.

Project,

Series

2021A,

8.750%,

7/01/25

1/23

at

100.00 N/R

260,202

580

Total

South

Carolina

528,558

Tennessee

-

0.6%

Knoxville

Industrial

Development

Board,

Tennessee,

Multifamily

Revenue

Bonds,

Pines

Apartments

Project,

Series

2008,

6.070%,

8/01/48,

(Mandatory

Put

9/01/23)

2/23

at

100.00 N/R

432,595

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

77,506

533

Total

Tennessee

510,101

Nuveen

Enhanced

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

December

31,

2022

(Unaudited)

Principal

Amount

(000) Description

(1) Optional

Call

Provisions

(2) Ratings

(3) Value

Texas

-

12.9%

$

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

$

196,710

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

178,165

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 N/R

782,771

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

89,810

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-

222,544

3,000

Hidalgo

County

Regional

Mobility

Authority,

Texas,

Toll

and

Vehicle

Registration

Fee

Revenue

Bonds,

Junior

Lien

Series

2022B,

0.000%,

12/01/46

12/31

at

53.69 BB+

688,170

500

Houston,

Texas,

Airport

System

Special

Facilities

Revenue

Bonds,

Continental

Airlines

Inc.

-

Terminal

Improvement

Project,

Refunding

Series

2011,

6.625%,

7/15/38,

(AMT)

1/23

at

100.00 B

500,150

1,000

Legato

Community

Authority,

Commerce

City,

Texas,

Limited

Tax

Supported

Revenue

Bonds,

District

1,

2,

&

7,

Convertible

Capital

Appreciation

Series

2021A-2,

5.000%,

12/01/51

6/26

at

100.67 N/R

612,530

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

56,862

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

371,516

3,043

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

1,397,085

3,440

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

2,488,427

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

(5) 7/25

at

100.00 Caa2

425,000

Red

River

Health

Facilities

Development

Corporation,

Texas,

First

Mortgage

Revenue

Bonds,

Eden

Home

Inc.,

Series

2012:

4.087%,

12/15/32

(5) 1/23

at

100.00 N/R

76,250

500

4.087%,

12/15/42

(5) 1/23

at

100.00 N/R

305,000

4.087%,

12/15/47

(5) 1/23

at

100.00 N/R

186,050

610

Sachse,

Texas,

Special

Assessment

Bonds,

Sachse

Public

Improvement

District

Improvement

Areas

2-3

Project,

Series

2022,

7.000%,

9/15/52,

144A

9/32

at

100.00 N/R

618,906

Sinton,

San

Patricio

County,

Texas,

Special

Assessment

Revenue

Bonds,

Somerset

Public

Improvement

District

Series

2022,

5.250%,

9/01/51,

144A

9/32

at

100.00 N/R

91,596

Principal

Amount

(000) Description

(1) Optional

Call

Provisions

(2) Ratings

(3) Value

Texas

(continued)

$

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

$

300,000

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 N/R

791,592

Viridian

Municipal

Management

District,

Texas,

Assessment

Revenue

Bonds,

Series

2017,

4.250%,

12/01/44

12/25

at

100.00 N/R

69,738

16,668

Total

Texas

10,448,872

Utah

-

2.6%

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

404,095

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

468,775

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

751,200

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

282,690

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

172,855

2,625

Total

Utah

2,079,615

Virgin

Islands

-

1.5%

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

239,375

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

238,865

500

Virgin

Islands

Water

and

Power

Authority,

Electric

System

Revenue

Bonds,

Series

2007B,

5.000%,

7/01/31

1/23

at

100.00 CC

465,245

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 N/R

239,875

1,250

Total

Virgin

Islands

1,183,360

West

Virginia

-

1.0%

South

Charleston,

West

Virginia,

Special

District

Excise

Tax

Revenue

Improvement

Bonds,

South

Charleston

Park

Place

Project,

Series

2022A:

4.250%,

6/01/42,

144A

6/31

at

100.00 N/R

143,690

4.500%,

6/01/50,

144A

6/31

at

100.00 N/R

188,440

585

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

467,327

1,020

Total

West

Virginia

799,457

Wisconsin

-

18.5%

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 AA

671,588

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

204,492

Nuveen

Enhanced

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

December

31,

2022

(Unaudited)

Principal

Amount

(000) Description

(1) Optional

Call

Provisions

(2) Ratings

(3) Value

Wisconsin

(continued)

$

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

$

189,192

1,650

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 N/R

1,699,946

Public

Finance

Authority

of

Wisconsin,

Charter

School

Revenue

Bonds,

North

Carolina

Charter

Educational

Foundation

Project,

Series

2016A:

1,750

5.000%,

6/15/36,

144A

6/26

at

100.00 N/R

1,487,517

625

5.000%,

6/15/46,

144A

6/26

at

100.00 N/R

468,088

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

441,445

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

621,548

Public

Finance

Authority

of

Wisconsin,

Education

Revenue

Bonds,

Casa

Esperanza

Montessori,

Series

2021A:

4.375%,

6/01/46,

144A

6/31

at

100.00 N/R

211,959

4.500%,

6/01/56,

144A

6/31

at

100.00 N/R

67,397

Public

Finance

Authority

of

Wisconsin,

Limited

Obligation

Grant

Revenue

Bonds,

American

Dream

@

Meadowlands

Project,

Series

2017A:

3.125%,

8/01/27,

144A

(5) No

Opt.

Call

N/R

86,574

1,100

6.750%,

8/01/31,

144A

(5) No

Opt.

Call

N/R

663,102

500

Public

Finance

Authority

of

Wisconsin,

Limited

Obligation

Grant

Revenue

Bonds,

American

Dream

@

Meadowlands

Project,

Series

2017B,

5.625%,

8/01/24,

144A

(5) No

Opt.

Call

N/R

420,315

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

415,245

4,250

7.000%,

12/01/50,

144A

12/27

at

100.00 N/R

3,504,082

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 N/R

2,215,377

Public

Finance

Authority

of

Wisconsin,

Revenue

Bonds,

SearStone

Retirement

Community,

Series

2023A:

5.000%,

6/01/37

,

(WI/DD,

Settling

3/03/23)

6/28

at

103.00 N/R

210,132

5.000%,

6/01/52

,

(WI/DD,

Settling

3/03/23)

6/28

at

103.00 N/R

181,815

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

189,913

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

80,277

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

Public

Finance

Authority

of

Wisconsin,

Wisconsin

Revenue

Note,

KDC

Agribusiness

LLC

Project,

Series

2022B,

15.000%,

2/01/23

1/23

at

105.00 N/R

99,934

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

75,875

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

–

Inputs

are

unadjusted

and

prices

are

determined

using

quoted

prices

in

active

markets

for

identical

securities.

Level

–

Prices

are

determined

using

other

significant

observable

inputs

(including

quoted

prices

for

similar

securities,

interest

rates,

credit

spreads,

etc.).

Level

–

Prices

are

determined

using

significant

unobservable

inputs

(including

management's

assumptions

in

determining

the

fair

value

of

investments).

The

following

table

summarizes

the

market

value

of

the

Fund's

investments

as

of

the

end

of

the

reporting

period,

based

on

the

inputs

used

to

value

them:

Principal

Amount

(000) Description

(1) Optional

Call

Provisions

(2) Ratings

(3) Value

Wisconsin

(continued)

$

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 BB+

$

217,129

20,790

Total

Wisconsin

15,037,942

$

169,680

Total

Municipal

Bonds

(cost

$128,645,029)

112,307,948

Principal

Amount

(000) Description

(1) Coupon

Maturity

Ratings

(3) Value

X

477,867

CORPORATE

BONDS

-

0.6%

(0.4%

of

Total

Investments)

X

477,867

Independent

Power

And

Renewable

Electricity

Producers

-

0.6%

$

1,448

Talen

Energy

Corp

0.000%

8/31/23

N/R

$

477,867

$

1,448

Total

Corporate

Bonds

(cost

$–)

477,867

Total

Long-Term

Investments

(cost

$128,645,029)

112,785,815

Borrowings

-

(3.0)%

(7) (2,399,831)

Floating

Rate

Obligations

-

(4.6)%

(3,750,000)

MuniFund

Preferred

Shares,

net

of

deferred

offering

costs

-

(33.6)%(8)

(27,268,099)

Other

Assets

Less

Liabilities

- 2.3%

1,802,776

Net

Assets

Applicable

to

Common

Shares

-

100%

$

81,170,661

Level

Level

Level

Total

Long-Term

Investments:

Municipal

Bonds

$

–

$

112,307,948

$

–

$

112,307,948

Corporate

Bonds

–

477,867

–

477,867

Total

$

–

$

112,785,815

$

–

$

112,785,815

(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.

Nuveen

Enhanced

High

Yield

Municipal

Bond

Fund

(continued)

Portfolio

of

Investments

December

31,

2022

(Unaudited)

(4) Step-up

coupon

bond,

a

bond

with

a

coupon

that

increases

("steps

up"),

usually

at

regular

intervals,

while

the

bond

is

outstanding.

The

rate

shown

is

the

coupon

as

of

the

end

of

the

reporting

period.

(5) 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,

or

portion

of

investment,

has

been

pledged

to

collateralize

the

net

payment

obligations

for

investments

in

inverse

floating

rate

transactions.

(7) Borrowings

as

a

percentage

of

Total

Investments

is

2.1%.

(8) MuniFund

Preferred

Shares,

net

of

deferred

offering

costs

as

a

percentage

of

Total

Investments

is

24.2%.

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

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.

## Form NPORT-P: Monthly Portfolio Investments Report

### NPORT-P: Part A: General Information

**Item A.1. Information about the Registrant.**

- **a. Name of Registrant:** Nuveen Enhanced High Yield Municipal Bond Fund

- **b. Investment Company Act file number:** 811-23445

- **c. CIK number of Registrant:** 0001777482

- **d. LEI of Registrant:** 549300YFCLR4D5FFW513

- **e. Address and telephone number of Registrant.**

  - **Street Address 1:** 333 W. Wacker Dr

  - **City:** Chicago

  - **State:** IL

  - **Foreign country:** US

  - **Zip / Postal Code:** 60606

  - **Telephone number:** 312-917-7700

**Item A.2. Information about the Series.**

- **a. Name of Series:** Nuveen Enhanced High Yield Municipal Bond Fund

- **c. LEI of Series:** 549300YFCLR4D5FFW513

**Item A.3. Reporting period.**

- **a. Date of fiscal year-end:** 2023-03-31

- **b. Date as of which information is reported:** 2022-12-31

**Item A.4. Final filing**

Does the Fund anticipate that this will be its final filing on Form N-PORT? **No**

### Fund Information

**Total Assets:** $115596703.00

**Total Liabilities:** $34780714.00

**Net Assets:** $80815989.00

**Delayed Delivery Securities:** $620589.00

**Currency Risk Metrics (dv01):**

- 

**Credit Spread Risk - Investment Grade (dv01):**

- **3-Month:** 0.00000000 | **1-Year:** 0.00000000 | **5-Year:** -86.48000000 | **10-Year:** -2214.05000000 | **30-Year:** -11143.45000000

**Credit Spread Risk - Non-Investment Grade (dv01):**

- **3-Month:** -51.11000000 | **1-Year:** -545.48000000 | **5-Year:** -2381.30000000 | **10-Year:** -19700.93000000 | **30-Year:** -76860.19000000

**Monthly Return Information**

| Class        | Month 1 Return (%)   | Month 2 Return (%)   | Month 3 Return (%)   |
|:---|:---|:---|:---|
| Class ID N/A | -2.52%               | 6.20%                | -1.07%               |
| Class ID N/A | -2.46%               | 6.26%                | -1.01%               |
| Class ID N/A | -2.64%               | 6.36%                | -1.05%               |

**Monthly Gains & Losses**

| Period   | Net Realized Gain/Loss   | Net Unrealized Appreciation/Depreciation   |
|:---|:---|:---|
| Month 1  | $234033.17               | $-2215375.23                               |
| Month 2  | $19315.22                | $3685352.83                                |
| Month 3  | $40310.40                | $-1321854.85                               |

### Schedule of Portfolio Investments

| Name                                                                                                                                                   | Title                                                                                                                                                  | Identifiers                                   | Payoff Profile   | Asset Category   | Issuer Category   | Country   |   Balance | Units   | Value (USD)   | % of Net Assets   | Maturity Date   | Coupon Type   | Annualized Rate (%)   | Restricted?   |   Fair Value Level | Lending Status   |
|:---|:---|:---|:---|:---|:---|:---|---:|:---|:---|:---|:---|:---|:---|:---|---:|:---|
| Public Finance Authority of Wisconsin, Limited Obligation Grant Revenue Bonds, American Dream @ Meadowlands Project, Series 2017B                      | Public Finance Authority of Wisconsin, Limited Obligation Grant Revenue Bonds, American Dream @ Meadowlands Project, Series 2017B                      | CUSIP: 74446EAC0<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    500000 | PA      | $420315.00    | 0.52%             | 2024-08-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Coral Junction Public Infrastructure District 1, Utah, Limited Tax General Obligation Bonds, Series 2022A-1                                            | Coral Junction Public Infrastructure District 1, Utah, Limited Tax General Obligation Bonds, Series 2022A-1                                            | CUSIP: 217893AA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $468775.00    | 0.58%             | 2053-03-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Michigan Finance Authority, Public School Academy Limited Obligation Revenue Bonds, Madison Academy Project, Refunding Series 2021                     | Michigan Finance Authority, Public School Academy Limited Obligation Revenue Bonds, Madison Academy Project, Refunding Series 2021                     | CUSIP: 594479GU5<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    290000 | PA      | $230170.10    | 0.28%             | 2046-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Florida Development Finance Corporation, Florida, Surface Transportation Facility Revenue Bonds, Virgin Trains USA Passenger Rail Project, Series 2019 | Florida Development Finance Corporation, Florida, Surface Transportation Facility Revenue Bonds, Virgin Trains USA Passenger Rail Project, Series 2019 | CUSIP: 34061YAD2<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $893770.00    | 1.11%             | 2049-01-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Restructured 2018A-1                                                             | Puerto Rico Sales Tax Financing Corporation, Sales Tax Revenue Bonds, Restructured 2018A-1                                                             | CUSIP: 74529JQG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $495280.00    | 0.61%             | 2046-07-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority, California, Essential Housing Revenue Bonds, Westgate Phase 1-Pasadena Apartments, Mezzanine Lien Series 2021B  | CSCDA Community Improvement Authority, California, Essential Housing Revenue Bonds, Westgate Phase 1-Pasadena Apartments, Mezzanine Lien Series 2021B  | CUSIP: 126292CC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $174537.50    | 0.22%             | 2057-06-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Colorado Health Facilities Authority, Colorado, Revenue Bonds, Sunny Vista Living Center Project, Refunding & Improvement Series 2015A                 | Colorado Health Facilities Authority, Colorado, Revenue Bonds, Sunny Vista Living Center Project, Refunding & Improvement Series 2015A                 | CUSIP: 19648A5K7<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |    500000 | PA      | $402460.00    | 0.50%             | 2030-12-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Arizona Industrial Development Authority, Arizona, Hotel Revenue Bonds, Provident Group ? Falcon Properties LLC, Project, Subordinate Series 2022B     | Arizona Industrial Development Authority, Arizona, Hotel Revenue Bonds, Provident Group ? Falcon Properties LLC, Project, Subordinate Series 2022B     | CUSIP: 71885JAD1<br>LEI: 549300A62PWFBDWB8332 | Long             | DBT              | MUN               | US        |    100000 | PA      | $77801.00     | 0.10%             | 2057-12-15      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Allegheny County Industrial Development Authority, Pennsylvania, Revenue Bonds, Penn Hills Charter School of Entrepreneurship, Series 2021A            | Allegheny County Industrial Development Authority, Pennsylvania, Revenue Bonds, Penn Hills Charter School of Entrepreneurship, Series 2021A            | CUSIP: 017292XW8<br>LEI: 5493001680EYSTWFLS08 | Long             | DBT              | MUN               | US        |    500000 | PA      | $353285.00    | 0.44%             | 2051-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority of Wisconsin, Wisconsin Revenue Note, KDC Agribusiness LLC Project, Series 2022B                                              | Public Finance Authority of Wisconsin, Wisconsin Revenue Note, KDC Agribusiness LLC Project, Series 2022B                                              | CUSIP: 74442PYN9<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    100000 | PA      | $99934.00     | 0.12%             | 2023-02-01      | Fixed         | 15.00%                | No            |                  2 | On Loan: No      |
| Yamhill County Hospital Authority, Oregon, Revenue Bonds, Friendsview Retirement Community, Refunding Series 2021A                                     | Yamhill County Hospital Authority, Oregon, Revenue Bonds, Friendsview Retirement Community, Refunding Series 2021A                                     | CUSIP: 98464UAW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $597615.00    | 0.74%             | 2046-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Tree Farm Metropolitan District, Eagle County, Colorado, General Obligation Limited Tax Bonds, Series 2021                                             | Tree Farm Metropolitan District, Eagle County, Colorado, General Obligation Limited Tax Bonds, Series 2021                                             | CUSIP: 894676AB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $416990.00    | 0.52%             | 2050-12-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| Florida Development Finance Corporation, Florida, Surface Transportation Facility Revenue Bonds, Virgin Trains USA Passenger Rail Project, Series 2019 | Florida Development Finance Corporation, Florida, Surface Transportation Facility Revenue Bonds, Virgin Trains USA Passenger Rail Project, Series 2019 | CUSIP: 34061YAC4<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |   1240000 | PA      | $1133298.00   | 1.40%             | 2049-01-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Chambers Highpoint Metropolitan District No. 2, Colorado, Limited Tax General Obligation and Special Revenue Bonds, Series 2021                        | Chambers Highpoint Metropolitan District No. 2, Colorado, Limited Tax General Obligation and Special Revenue Bonds, Series 2021                        | CUSIP: 157817AB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $840240.00    | 1.04%             | 2051-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| California Community Housing Agency, California, Essential Housing Revenue Bonds, Summit at Sausalito Apartments, Series 2021A-2                       | California Community Housing Agency, California, Essential Housing Revenue Bonds, Summit at Sausalito Apartments, Series 2021A-2                       | CUSIP: 13013FBC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    300000 | PA      | $223716.00    | 0.28%             | 2050-02-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Public Finance Authority of Wisconsin, Limited Obligation Grant Revenue Bonds, American Dream @ Meadowlands Project, Series 2017A                      | Public Finance Authority of Wisconsin, Limited Obligation Grant Revenue Bonds, American Dream @ Meadowlands Project, Series 2017A                      | CUSIP: 74446EAB2<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   1100000 | PA      | $663102.00    | 0.82%             | 2031-08-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Senac South Metropolitan District No. 1, Aurora, Colorado, General Obligation Bonds, Limited Tax Series 2021A(3)                                       | Senac South Metropolitan District No. 1, Aurora, Colorado, General Obligation Bonds, Limited Tax Series 2021A(3)                                       | CUSIP: 81685AAA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $417260.00    | 0.52%             | 2051-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Puerto Rico, General Obligation Bonds, Clawback Highway Transportation Authority Claims Taxable Series 2022                                            | Puerto Rico, General Obligation Bonds, Clawback Highway Transportation Authority Claims Taxable Series 2022                                            | CUSIP: 74514L4C8<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |    750000 | PA      | $329062.50    | 0.41%             | 2051-11-01      | Fixed         | 1.00%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cuyahoga County Port Authority, Ohio, Tax Increment Financing Revenue Bonds, Flats East Bank Project, Refunding Senior Series 2021A          | Cleveland-Cuyahoga County Port Authority, Ohio, Tax Increment Financing Revenue Bonds, Flats East Bank Project, Refunding Senior Series 2021A          | CUSIP: 18611HAB1<br>LEI: 549300KI3FXFLUKF3A98 | Long             | DBT              | MUN               | US        |    150000 | PA      | $116631.00    | 0.14%             | 2055-12-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority, Power Revenue Bonds, Series WW                                                                                   | Puerto Rico Electric Power Authority, Power Revenue Bonds, Series WW                                                                                   | CUSIP: 74526QUU4<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    115000 | PA      | $83518.75     | 0.10%             | 2018-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Red River Health Facilities Development Corporation, Texas, First Mortgage Revenue Bonds, Eden Home Inc., Series 2012                                  | Red River Health Facilities Development Corporation, Texas, First Mortgage Revenue Bonds, Eden Home Inc., Series 2012                                  | CUSIP: 75687RAD4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $305000.00    | 0.38%             | 2042-12-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Virgin Islands Water and Power Authority, Electric System Revenue Bonds, Series 2007B                                                                  | Virgin Islands Water and Power Authority, Electric System Revenue Bonds, Series 2007B                                                                  | CUSIP: 927688FL0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $465245.00    | 0.58%             | 2031-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Gillett, Wisconsin, Solid Waste Disposal Revenue Bonds, WI RNG Hub North LLC Renewable Natural Gas Production Plant Project, Series 2021A              | Gillett, Wisconsin, Solid Waste Disposal Revenue Bonds, WI RNG Hub North LLC Renewable Natural Gas Production Plant Project, Series 2021A              | CUSIP: 375760AA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $204492.50    | 0.25%             | 2032-12-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Southern Ohio Port Authority, Ohio, Facility Revenue Bonds, Purecycle Project, Series 2020B                                                            | Southern Ohio Port Authority, Ohio, Facility Revenue Bonds, Purecycle Project, Series 2020B                                                            | CUSIP: 84355AAE2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1250000 | PA      | $1105787.50   | 1.37%             | 2027-12-01      | Fixed         | 10.00%                | Yes           |                  2 | On Loan: No      |
| Puerto Rico Highway and Transportation Authority, Restructured Toll Revenue Bonds, Series 2022C                                                        | Puerto Rico Highway and Transportation Authority, Restructured Toll Revenue Bonds, Series 2022C                                                        | CUSIP: 745197AC7<br>LEI: 549300J6QBXVWJXB7Y41 | Long             | DBT              | MUN               | US        |   3000000 | PA      | $1665000.00   | 2.06%             | 2053-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Estrella Mountain Ranch Community Facilities District, Goodyear, Arizona, Special Assessment Revenue Bonds, Montecito Assessment District 3, Series 20 | Estrella Mountain Ranch Community Facilities District, Goodyear, Arizona, Special Assessment Revenue Bonds, Montecito Assessment District 3, Series 20 | CUSIP: 29758RCG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    150000 | PA      | $102823.50    | 0.13%             | 2046-07-01      | Fixed         | 3.75%                 | No            |                  2 | On Loan: No      |
| Puerto Rico, General Obligation Bonds, Restructured Series 2022A-1                                                                                     | Puerto Rico, General Obligation Bonds, Restructured Series 2022A-1                                                                                     | CUSIP: 74514L3M7<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |     57138 | PA      | $46888.59     | 0.06%             | 2037-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arizona Industrial Development Authority, Arizona, Hotel Revenue Bonds, Provident Group ? Falcon Properties LLC, Project, Senior Series 2022A-1        | Arizona Industrial Development Authority, Arizona, Hotel Revenue Bonds, Provident Group ? Falcon Properties LLC, Project, Senior Series 2022A-1        | CUSIP: 71885JAC3<br>LEI: 549300A62PWFBDWB8332 | Long             | DBT              | MUN               | US        |    110000 | PA      | $80834.60     | 0.10%             | 2057-12-01      | Fixed         | 4.15%                 | Yes           |                  2 | On Loan: No      |
| Metropolitan Government of Nashville-Davidson County Industrial Development Board, Tennessee, Special Assessment Revenue Bonds, South Nashville Centra | Metropolitan Government of Nashville-Davidson County Industrial Development Board, Tennessee, Special Assessment Revenue Bonds, South Nashville Centra | CUSIP: 59211SAA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $77506.00     | 0.10%             | 2051-06-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Pennsylvania Economic Development Financing Authority, Exempt Facilities Revenue Bonds, KDC Agribusiness Fairless Hills LLC Project, Series 2021A      | Pennsylvania Economic Development Financing Authority, Exempt Facilities Revenue Bonds, KDC Agribusiness Fairless Hills LLC Project, Series 2021A      | CUSIP: 708686ER7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    495000 | PA      | $400103.55    | 0.50%             | 2031-12-01      | Fixed         | 10.00%                | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority, Power Revenue Bonds, Series 2007TT                                                                               | Puerto Rico Electric Power Authority, Power Revenue Bonds, Series 2007TT                                                                               | CUSIP: 74526QKX9<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    250000 | PA      | $183125.00    | 0.23%             | 2037-07-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Sawyers Landing Community Development District, Florida, Special Assessment Revenue Bonds, Series 2021                                                 | Sawyers Landing Community Development District, Florida, Special Assessment Revenue Bonds, Series 2021                                                 | CUSIP: 805517AD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $394090.00    | 0.49%             | 2053-05-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Illinois Finance Authority, Revenue Bonds, Roosevelt University, Series 2019A                                                                          | Illinois Finance Authority, Revenue Bonds, Roosevelt University, Series 2019A                                                                          | CUSIP: 45204EJ41<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    500000 | PA      | $473445.00    | 0.59%             | 2058-04-01      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Spring Valley Community Infrastructure District 1, Eagle, Idaho, Special Assessment Bonds, Series 2021                                                 | Spring Valley Community Infrastructure District 1, Eagle, Idaho, Special Assessment Bonds, Series 2021                                                 | CUSIP: 850072AA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $71911.00     | 0.09%             | 2051-09-01      | Fixed         | 3.75%                 | Yes           |                  2 | On Loan: No      |
| Ashwaubenon Community Development Authority, Wisconsin, Lease Revenue Bonds, Brown County Expo Center Project, Series 2019                             | Ashwaubenon Community Development Authority, Wisconsin, Lease Revenue Bonds, Brown County Expo Center Project, Series 2019                             | CUSIP: 045142DM5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3020000 | PA      | $671587.60    | 0.83%             | 2054-06-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Florida Development Finance Corporation, Revenue Bonds, Brightline Passenger Rail Expansion Project, Series 2022A                                      | Florida Development Finance Corporation, Revenue Bonds, Brightline Passenger Rail Expansion Project, Series 2022A                                      | CUSIP: 340618DF1<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2493050.00   | 3.08%             | 2057-07-01      | Fixed         | 7.25%                 | Yes           |                  2 | On Loan: No      |
| Buckeye Tobacco Settlement Financing Authority, Ohio, Tobacco Settlement Asset-Backed Revenue Bonds, Refunding Senior Lien Capital Appreciation Series | Buckeye Tobacco Settlement Financing Authority, Ohio, Tobacco Settlement Asset-Backed Revenue Bonds, Refunding Senior Lien Capital Appreciation Series | CUSIP: 118217DA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $574150.00    | 0.71%             | 2057-06-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority of Wisconsin, Charter School Revenue Bonds, Discovery Charter School Project, Series 2022A                                    | Public Finance Authority of Wisconsin, Charter School Revenue Bonds, Discovery Charter School Project, Series 2022A                                    | CUSIP: 744396HN5<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   1650000 | PA      | $1699945.50   | 2.10%             | 2062-06-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority, California, Essential Housing Revenue Bonds, 1818 Platinum Triangle-Anaheim, Mezzanine Lien Series 2021B        | CSCDA Community Improvement Authority, California, Essential Housing Revenue Bonds, 1818 Platinum Triangle-Anaheim, Mezzanine Lien Series 2021B        | CUSIP: 126292BH3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    290000 | PA      | $200100.00    | 0.25%             | 2057-04-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Capital Trust Agency, Florida, Senior Living Facilities Revenue Bonds, Elim Senior Housing, Inc. Project, Series 2017                                  | Capital Trust Agency, Florida, Senior Living Facilities Revenue Bonds, Elim Senior Housing, Inc. Project, Series 2017                                  | CUSIP: 140542AE1<br>LEI: 549300F49UWS7X0OGQ59 | Long             | DBT              | MUN               | US        |    250000 | PA      | $202035.00    | 0.25%             | 2032-08-01      | Fixed         | 5.38%                 | Yes           |                  2 | On Loan: No      |
| Capital Trust Agency, Florida, Senior Living Facilities Revenue Bonds, Elim Senior Housing, Inc. Project, Series 2017                                  | Capital Trust Agency, Florida, Senior Living Facilities Revenue Bonds, Elim Senior Housing, Inc. Project, Series 2017                                  | CUSIP: 140542AF8<br>LEI: 549300F49UWS7X0OGQ59 | Long             | DBT              | MUN               | US        |    175000 | PA      | $133628.25    | 0.17%             | 2037-08-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| North Pine Vistas Metropolitan District 3, Castle Pines, Douglas County, Colorado, Limited Tax General Obligation Bonds, Subordinate Series 2021B      | North Pine Vistas Metropolitan District 3, Castle Pines, Douglas County, Colorado, Limited Tax General Obligation Bonds, Subordinate Series 2021B      | CUSIP: 661558AX4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $417430.00    | 0.52%             | 2051-12-15      | Fixed         | 4.62%                 | No            |                  2 | On Loan: No      |
| McCandless IDA, University Revenue Bonds, Series A and B of 2022, La Roche University                                                                  | McCandless Industrial Development Authority, Pennsylvania, La Roche University Revenue Bonds, Series A and B of 2022                                   | CUSIP: 579394AB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $981320.00    | 1.21%             | 2046-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Mandarin Grove Community Development District, Manatee County, Florida, Special Assessment Revenue Bonds, 2022 Project Series 2022                     | Mandarin Grove Community Development District, Manatee County, Florida, Special Assessment Revenue Bonds, 2022 Project Series 2022                     | CUSIP: 56259FAA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    200000 | PA      | $203280.00    | 0.25%             | 2053-05-01      | Fixed         | 6.62%                 | Yes           |                  2 | On Loan: No      |
| Red River Health Facilities Development Corporation, Texas, First Mortgage Revenue Bonds, Eden Home Inc., Series 2012                                  | Red River Health Facilities Development Corporation, Texas, First Mortgage Revenue Bonds, Eden Home Inc., Series 2012                                  | CUSIP: 75687RAB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    125000 | PA      | $76250.00     | 0.09%             | 2032-12-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority, Power Revenue Bonds, Refunding Series 2012A                                                                      | Puerto Rico Electric Power Authority, Power Revenue Bonds, Refunding Series 2012A                                                                      | CUSIP: 74526QA28<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    100000 | PA      | $73250.00     | 0.09%             | 2042-07-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Centerra Metropolitan District 1, Loveland, Colorado, Special Revenue Improvement Bonds, Series 2022                                                   | Centerra Metropolitan District 1, Loveland, Colorado, Special Revenue Improvement Bonds, Series 2022                                                   | CUSIP: 15200XAL7<br>LEI: 549300SHE5ZPSMGZH793 | Long             | DBT              | MUN               | US        |    500000 | PA      | $497965.00    | 0.62%             | 2053-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Florida Development Finance Corporation, Florida, Surface Transportation Facility Revenue Bonds, Virgin Trains USA Passenger Rail Project, Series 2019 | Florida Development Finance Corporation, Florida, Surface Transportation Facility Revenue Bonds, Virgin Trains USA Passenger Rail Project, Series 2019 | CUSIP: 34061YAB6<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $961370.00    | 1.19%             | 2049-01-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Brecksville, Ohio, Tax Increment Financing Revenue Bonds, Valor Acres Project, Series 2022                                                             | Brecksville, Ohio, Tax Increment Financing Revenue Bonds, Valor Acres Project, Series 2022                                                             | CUSIP: 106679AA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    245000 | PA      | $224576.80    | 0.28%             | 2053-12-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Public Finance Authority of Wisconsin, Charter School Revenue Bonds, North Carolina Charter Educational Foundation Project, Series 2016A               | Public Finance Authority of Wisconsin, Charter School Revenue Bonds, North Carolina Charter Educational Foundation Project, Series 2016A               | CUSIP: 74442EBP4<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    625000 | PA      | $468087.50    | 0.58%             | 2046-06-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Louisiana Public Facilities Authority, Louisiana, Revenue Bonds, Encore Academy Project, Series 2021A                                                  | Louisiana Public Facilities Authority, Louisiana, Revenue Bonds, Encore Academy Project, Series 2021A                                                  | CUSIP: 546399NC6<br>LEI: 549300RQIPT5S4P4M065 | Long             | DBT              | MUN               | US        |    100000 | PA      | $68600.00     | 0.08%             | 2051-06-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| MidCity Improvement District, Alabama, Special Assessment Revenue Bonds, Series 2022                                                                   | MidCity Improvement District, Alabama, Special Assessment Revenue Bonds, Series 2022                                                                   | CUSIP: 59564KAD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $191155.00    | 0.24%             | 2049-11-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Houston, Texas, Airport System Special Facilities Revenue Bonds, Continental Airlines Inc. - Terminal Improvement Project, Refunding Series 2011       | Houston, Texas, Airport System Special Facilities Revenue Bonds, Continental Airlines Inc. - Terminal Improvement Project, Refunding Series 2011       | CUSIP: 4423485T1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $500150.00    | 0.62%             | 2038-07-15      | Fixed         | 6.62%                 | No            |                  2 | On Loan: No      |
| Utah Charter School Finance Authority, Charter School Revenue Bonds, Bridge Elementary Project, Series 2021A                                           | Utah Charter School Finance Authority, Charter School Revenue Bonds, Bridge Elementary Project, Series 2021A                                           | CUSIP: 91754TM75<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    375000 | PA      | $282690.00    | 0.35%             | 2041-06-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Tulsa Authority for Economic Opportunity, Tulsa County, Oklahoma, Tax Apportionment Revenue Bonds, Santa Fe Square Project, Series 2021                | Tulsa Authority for Economic Opportunity, Tulsa County, Oklahoma, Tax Apportionment Revenue Bonds, Santa Fe Square Project, Series 2021                | CUSIP: 899650AB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $80795.00     | 0.10%             | 2041-12-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Fort Wayne, Indiana Economic Development, Solid Waste Facility Revenue Bonds, Do Good Foods LLC Fort Wayne, Series 2022A-1                             | Fort Wayne, Indiana Economic Development, Solid Waste Facility Revenue Bonds, Do Good Foods LLC Fort Wayne, Series 2022A-1                             | CUSIP: 34924CAA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1350000 | PA      | $1330776.00   | 1.65%             | 2044-12-01      | Fixed         | 9.00%                 | Yes           |                  2 | On Loan: No      |
| New York City Housing Development Corporation, New York, Multifamily Housing Revenue Bonds, Sustainable Neighborhood Green Series 2020D-1B             | New York City Housing Development Corporation, New York, Multifamily Housing Revenue Bonds, Sustainable Neighborhood Green Series 2020D-1B             | CUSIP: 64972ESG5<br>LEI: 549300SQWVHKBRF8D702 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $619030.00    | 0.77%             | 2050-11-01      | Fixed         | 2.40%                 | No            |                  2 | On Loan: No      |
| Syracuse Industrial Development Authority, New York, PILOT Revenue Bonds, Carousel Center Project, Refunding Series 2016A                              | Syracuse Industrial Development Authority, New York, PILOT Revenue Bonds, Carousel Center Project, Refunding Series 2016A                              | CUSIP: 87172NBB3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    550000 | PA      | $408287.00    | 0.51%             | 2034-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Westgate Metropolitan District, Colorado Springs, El Paso County, Colorado, General Obligation Limited Tax Bonds, Series 2022                          | Westgate Metropolitan District, Colorado Springs, El Paso County, Colorado, General Obligation Limited Tax Bonds, Series 2022                          | CUSIP: 96031FAA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $414550.00    | 0.51%             | 2051-12-01      | Fixed         | 5.12%                 | No            |                  2 | On Loan: No      |
| Land Clearance for Redevelopment Authority of Kansas City, Missouri, Project Revenue Bonds, Convention Center Hotel Project - TIF Financing, Series 20 | Land Clearance for Redevelopment Authority of Kansas City, Missouri, Project Revenue Bonds, Convention Center Hotel Project - TIF Financing, Series 20 | CUSIP: 48504MAD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3200000 | PA      | $2231008.00   | 2.76%             | 2050-02-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority, Power Revenue Bonds, Series 2010AAA                                                                              | Puerto Rico Electric Power Authority, Power Revenue Bonds, Series 2010AAA                                                                              | CUSIP: 74526QYA4<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    160000 | PA      | $117600.00    | 0.15%             | 2027-07-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Puerto Rico, General Obligation Bonds, Restructured Series 2022A-1                                                                                     | Puerto Rico, General Obligation Bonds, Restructured Series 2022A-1                                                                                     | CUSIP: 74514L3K1<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |     74065 | PA      | $64378.04     | 0.08%             | 2033-07-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Seminole County Industrial Development Authority, Florida, Retirement Facility Revenue Bonds, Legacy Pointe At UCF Project, Series 2019A               | Seminole County Industrial Development Authority, Florida, Retirement Facility Revenue Bonds, Legacy Pointe At UCF Project, Series 2019A               | CUSIP: 81669TAD0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $418435.00    | 0.52%             | 2054-11-15      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| RRC Metropolitan District 2, Jefferson County, Colorado, Limited Tax General Obligation Bonds, Series 2021                                             | RRC Metropolitan District 2, Jefferson County, Colorado, Limited Tax General Obligation Bonds, Series 2021                                             | CUSIP: 78110PAA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $408315.00    | 0.51%             | 2051-12-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Windler Public Improvement Authority, Aurora, Colorado, Limited Tax Supported Revenue Bonds, Series 2021A-1                                            | Windler Public Improvement Authority, Aurora, Colorado, Limited Tax Supported Revenue Bonds, Series 2021A-1                                            | CUSIP: 973405AC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $735350.00    | 0.91%             | 2041-12-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Virgin Islands Water and Power Authority, Electric System Revenue Bonds, Bond Anticipation Notes, Senior Series 2021A                                  | Virgin Islands Water and Power Authority, Electric System Revenue Bonds, Bond Anticipation Notes, Senior Series 2021A                                  | CUSIP: 927688GT2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $239375.00    | 0.30%             | 2026-07-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority, California, Essential Housing Revenue Bonds, Acacia on Santa Rosa Creek, Senior Lien Series 2021A               | CSCDA Community Improvement Authority, California, Essential Housing Revenue Bonds, Acacia on Santa Rosa Creek, Senior Lien Series 2021A               | CUSIP: 126292BD2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    305000 | PA      | $247458.70    | 0.31%             | 2056-10-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| California Statewide Communities Development Authority, Statewide Community Infrastructure Program Revenue Bonds, Series 2021C                         | California Statewide Communities Development Authority, Statewide Community Infrastructure Program Revenue Bonds, Series 2021C                         | CUSIP: 13078YSY2<br>LEI: 549300KTNI2GCJNX2U48 | Long             | DBT              | MUN               | US        |    250000 | PA      | $208550.00    | 0.26%             | 2051-09-02      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority, California, Essential Housing Revenue Bonds, Monterrey Station Apartments, Series 2021B                         | CSCDA Community Improvement Authority, California, Essential Housing Revenue Bonds, Monterrey Station Apartments, Series 2021B                         | CUSIP: 126292BX8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $173050.00    | 0.21%             | 2058-07-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Yamhill County Hospital Authority, Oregon, Revenue Bonds, Friendsview Retirement Community, Refunding Series 2021A                                     | Yamhill County Hospital Authority, Oregon, Revenue Bonds, Friendsview Retirement Community, Refunding Series 2021A                                     | CUSIP: 98464UAY2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $188317.50    | 0.23%             | 2056-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority of Wisconsin, Limited Obligation Grant Revenue Bonds, American Dream @ Meadowlands Project, Series 2017A                      | Public Finance Authority of Wisconsin, Limited Obligation Grant Revenue Bonds, American Dream @ Meadowlands Project, Series 2017A                      | CUSIP: 74446EAA4<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    105000 | PA      | $86573.55     | 0.11%             | 2027-08-01      | Fixed         | 3.12%                 | Yes           |                  2 | On Loan: No      |
| Crossroads Metropolitan District 1, El Paso County, Colorado, Limited Tax General Obligation and Special Revenue Bonds, Series 2022                    | Crossroads Metropolitan District 1, El Paso County, Colorado, Limited Tax General Obligation and Special Revenue Bonds, Series 2022                    | CUSIP: 22766BAA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $931840.00    | 1.15%             | 2051-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Trillium Academy, Michigan, Public School Academy Revenue Bonds, Refunding Series 2019                                                                 | Trillium Academy, Michigan, Public School Academy Revenue Bonds, Refunding Series 2019                                                                 | CUSIP: 89621DAH6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $162829.60    | 0.20%             | 2040-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Economic Development Financing Authority, Exempt Facilities Revenue Refunding Bonds, PPL Energy Supply, LLC Project, Series 2009A         | Pennsylvania Economic Development Financing Authority, Exempt Facilities Revenue Refunding Bonds, PPL Energy Supply, LLC Project, Series 2009A         | CUSIP: 708686EB2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2000000 | PA      | $1000000.00   | 1.24%             | 2038-12-01      | Fixed         | 6.40%                 | No            |                  2 | On Loan: No      |
| Sachse, Texas, Special Assessment Bonds, Sachse Public Improvement District 1 Improvement Areas 2-3 Project, Series 2022                               | Sachse, Texas, Special Assessment Bonds, Sachse Public Improvement District 1 Improvement Areas 2-3 Project, Series 2022                               | CUSIP: 785756AJ6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    610000 | PA      | $618906.00    | 0.77%             | 2052-09-15      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| North Powerline Road Community Development District, Polk County, Florida, Special Assessment Revenue Bonds, Series 2022                               | North Powerline Road Community Development District, Polk County, Florida, Special Assessment Revenue Bonds, Series 2022                               | CUSIP: 66173PAG1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $94778.00     | 0.12%             | 2052-05-01      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| North Outer Forty Transportation Development District, Chesterfield, Missouri, Transportation Development Revenue Notes, Refunding Series 2021A        | North Outer Forty Transportation Development District, Chesterfield, Missouri, Transportation Development Revenue Notes, Refunding Series 2021A        | CUSIP: 66137RAA5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    242169 | PA      | $170951.94    | 0.21%             | 2046-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wyandotte County-Kansas City Unified Government, Kansas, Sales Tax Special Obligation Bonds, Village East Project Areas 2B 3 and 5, Series 2022        | Wyandotte County-Kansas City Unified Government, Kansas, Sales Tax Special Obligation Bonds, Village East Project Areas 2B 3 and 5, Series 2022        | CUSIP: 98267VDL4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $920630.00    | 1.14%             | 2041-03-01      | Fixed         | 5.75%                 | Yes           |                  2 | On Loan: No      |
| Southern Ohio Port Authority, Ohio, Facility Revenue Bonds, Purecycle Project, Series 2020A                                                            | Southern Ohio Port Authority, Ohio, Facility Revenue Bonds, Purecycle Project, Series 2020A                                                            | CUSIP: 84355AAB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $376460.00    | 0.47%             | 2030-12-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Puerto Rico, General Obligation Bonds, Restructured Series 2022A-1                                                                                     | Puerto Rico, General Obligation Bonds, Restructured Series 2022A-1                                                                                     | CUSIP: 74514L3G0<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |     81740 | PA      | $83380.52     | 0.10%             | 2027-07-01      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority of Wisconsin, Charter School Revenue Bonds, North Carolina Charter Educational Foundation Project, Series 2016A               | Public Finance Authority of Wisconsin, Charter School Revenue Bonds, North Carolina Charter Educational Foundation Project, Series 2016A               | CUSIP: 74442EBN9<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   1750000 | PA      | $1487517.50   | 1.84%             | 2036-06-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| CMFA Special Finance Agency, California, Essential Housing Revenue Bonds, Latitude 33, Senior Series 2021A-2                                           | CMFA Special Finance Agency, California, Essential Housing Revenue Bonds, Latitude 33, Senior Series 2021A-2                                           | CUSIP: 12574WAE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $193527.50    | 0.24%             | 2045-12-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| South Carolina Jobs-Economic Development Authority, Educational Facilities Revenue Bonds, Virtus Academy Project, Series 2021A                         | South Carolina Jobs-Economic Development Authority, Educational Facilities Revenue Bonds, Virtus Academy Project, Series 2021A                         | CUSIP: 83704MBZ8<br>LEI: 5493006X47I9VG3DL112 | Long             | DBT              | MUN               | US        |    330000 | PA      | $268356.00    | 0.33%             | 2051-06-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Aurora Highlands Community Authority Board, Adams County, Colorado, Special Tax Revenue Bonds, Refunding & Improvement Series 2021A                    | Aurora Highlands Community Authority Board, Adams County, Colorado, Special Tax Revenue Bonds, Refunding & Improvement Series 2021A                    | CUSIP: 05164HAV5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   2500000 | PA      | $2196650.00   | 2.72%             | 2051-12-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Tulsa Authority for Economic Opportunity, Tulsa County, Oklahoma, Tax Apportionment Revenue Bonds, Vast Bank Project, Series 2021                      | Tulsa Authority for Economic Opportunity, Tulsa County, Oklahoma, Tax Apportionment Revenue Bonds, Vast Bank Project, Series 2021                      | CUSIP: 899650AA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $191357.50    | 0.24%             | 2043-12-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Public Finance Authority of Wisconsin, Senior Revenue Bonds, Maryland Proton Treatment Center, Series 2018A-1                                          | Public Finance Authority of Wisconsin, Senior Revenue Bonds, Maryland Proton Treatment Center, Series 2018A-1                                          | CUSIP: 74442PJV8<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $615000.00    | 0.76%             | 2048-01-01      | Fixed         | 6.38%                 | Yes           |                  2 | On Loan: No      |
| Illinois Finance Authority Revenue Bonds, OSF Healthcare System, Refunding Series 2018A                                                                | Illinois Finance Authority Revenue Bonds, OSF Healthcare System, Refunding Series 2018A                                                                | CUSIP: 45204EM21<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |   5000000 | PA      | $4548650.00   | 5.63%             | 2047-05-15      | Fixed         | 4.12%                 | No            |                  2 | On Loan: No      |
| Indiana Finance Authority, Educational Facilities Revenue Bonds, University of Evansville Project, Series 2022A                                        | Indiana Finance Authority, Educational Facilities Revenue Bonds, University of Evansville Project, Series 2022A                                        | CUSIP: 45470ECC7<br>LEI: 549300PS0PAS7NDSSI20 | Long             | DBT              | MUN               | US        |    775000 | PA      | $717619.00    | 0.89%             | 2057-09-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Conroe Local Government Corporation, Texas, Hotel Revenue Bonds, Conroe Convention Center Hotel, Second-Lien Series 2021B                              | Conroe Local Government Corporation, Texas, Hotel Revenue Bonds, Conroe Convention Center Hotel, Second-Lien Series 2021B                              | CUSIP: 208419AD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    275000 | PA      | $222543.75    | 0.28%             | 2050-10-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Villages at Johnstown Metropolitan District 7, Johnstown, Colorado, Limited Tax General Obligation Bonds, Series 2022A(3)                              | Villages at Johnstown Metropolitan District 7, Johnstown, Colorado, Limited Tax General Obligation Bonds, Series 2022A(3)                              | CUSIP: 927134AA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $495285.00    | 0.61%             | 2052-12-01      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| Southern Ohio Port Authority, Ohio, Facility Revenue Bonds, Purecycle Project, Series 2020A                                                            | Southern Ohio Port Authority, Ohio, Facility Revenue Bonds, Purecycle Project, Series 2020A                                                            | CUSIP: 84355AAC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1420000 | PA      | $978522.00    | 1.21%             | 2042-12-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| TALEN COMMITMENT                                                                                                                                       | Talen Energy Corp                                                                                                                                      | CUSIP: PPFLGH2Q3<br>LEI: N/A                  | Long             | DBT              | CORP              | US        |   1448081 | PA      | $477866.73    | 0.59%             | 2023-08-31      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Connecticut Development Authority, Airport Facilities Revenue Bonds, Learjet Inc., Series 2004                                                         | Connecticut Development Authority, Airport Facilities Revenue Bonds, Learjet Inc., Series 2004                                                         | CUSIP: 207907AW6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $499925.00    | 0.62%             | 2026-04-01      | Fixed         | 7.95%                 | No            |                  2 | On Loan: No      |
| Seminole County Industrial Development Authority, Florida, Retirement Facility Revenue Bonds, Legacy Pointe At UCF Project, Series 2019B               | Seminole County Industrial Development Authority, Florida, Retirement Facility Revenue Bonds, Legacy Pointe At UCF Project, Series 2019B               | CUSIP: 81669TAE8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $230950.00    | 0.29%             | 2026-11-15      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| California School Finance Authority, Charter School Revenue Bonds, Citizens of the World Charter, Series 2022A                                         | California School Finance Authority, Charter School Revenue Bonds, Citizens of the World Charter, Series 2022A                                         | CUSIP: 13058TQN3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $246665.00    | 0.31%             | 2052-04-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Mulberry Metropolitan District 2, Fort Collins, Colorado, Limited Tax General Obligation Bonds, Series 2022A                                           | Mulberry Metropolitan District 2, Fort Collins, Colorado, Limited Tax General Obligation Bonds, Series 2022A                                           | CUSIP: 62517NAA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $1010770.00   | 1.25%             | 2052-12-01      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Saint Croix Chippewa Indians of Wisconsin, Revenue Bonds, Refunding Senior Series 2021                                                                 | Saint Croix Chippewa Indians of Wisconsin, Revenue Bonds, Refunding Senior Series 2021                                                                 | CUSIP: 788400AA7<br>LEI: 5493006ZQ04VD450FS17 | Long             | DBT              | MUN               | US        |    100000 | PA      | $75875.00     | 0.09%             | 2041-09-30      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Glen Metropolitan District 3, El Paso County, Colorado, General Obligation Limited Tax Bonds, Series 2021                                              | Glen Metropolitan District 3, El Paso County, Colorado, General Obligation Limited Tax Bonds, Series 2021                                              | CUSIP: 37767RAA3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $357395.00    | 0.44%             | 2051-12-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Western Regional Off-Track Betting Corporation, New York, Tax Exempt Revenue Bonds, Additional Secured General Obligation Series 2021                  | Western Regional Off-Track Betting Corporation, New York, Tax Exempt Revenue Bonds, Additional Secured General Obligation Series 2021                  | CUSIP: 959321AB6<br>LEI: 549300OJK9LIIXQUYY95 | Long             | DBT              | MUN               | US        |    250000 | PA      | $181112.50    | 0.22%             | 2041-12-01      | Fixed         | 4.12%                 | Yes           |                  2 | On Loan: No      |
| Third Creek Metropolitan District 1, Commerce City, Colorado, Limited Tax General Obligation Bonds, Series 2022A-1                                     | Third Creek Metropolitan District 1, Commerce City, Colorado, Limited Tax General Obligation Bonds, Series 2022A-1                                     | CUSIP: 88423EAC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $375225.00    | 0.46%             | 2051-12-01      | Fixed         | 4.75%                 | Yes           |                  2 | On Loan: No      |
| California Enterprise Development Authority, Charter School Revenue Bonds, Norton Science & Language Academy Project, Series 2021                      | California Enterprise Development Authority, Charter School Revenue Bonds, Norton Science & Language Academy Project, Series 2021                      | CUSIP: 13069AAQ1<br>LEI: 549300544P6FSHU1HB46 | Long             | DBT              | MUN               | US        |    250000 | PA      | $160812.50    | 0.20%             | 2061-07-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Public Finance Authority of Wisconsin, Charter School Revenue Bonds, Phoenix Academy Charter School, North Carolina, Series 2017A                      | Public Finance Authority of Wisconsin, Charter School Revenue Bonds, Phoenix Academy Charter School, North Carolina, Series 2017A                      | CUSIP: 74442EBT6<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    500000 | PA      | $441445.00    | 0.55%             | 2047-06-15      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Black Desert Public Infrastructure District, Limited Tax General Obligation Bonds, Subordinate Series 2021B                                            | Black Desert Public Infrastructure District, Utah, Limited Tax General Obligation Bonds, Subordinate Series 2021B                                      | CUSIP: 09204PAE9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $404095.00    | 0.50%             | 2051-09-15      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Southwestern Illinois Development Authority, Environmental Improvement Revenue Bonds, US Steel Corporation Project, Series 2012                        | Southwestern Illinois Development Authority, Environmental Improvement Revenue Bonds, US Steel Corporation Project, Series 2012                        | CUSIP: 84552TAB8<br>LEI: 549300B1KLLJ8NU5XK71 | Long             | DBT              | MUN               | US        |    250000 | PA      | $249987.50    | 0.31%             | 2042-08-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Gateway at Sand Hollow, Public Infrastructure District 1, Utah, Limited Tax General Obligation Bonds, Series 2021A                                     | Gateway at Sand Hollow, Public Infrastructure District 1, Utah, Limited Tax General Obligation Bonds, Series 2021A                                     | CUSIP: 367572AA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $751200.00    | 0.93%             | 2051-03-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Colorado Health Facilities Authority, Colorado, Revenue Bonds, Sunny Vista Living Center Project, Refunding & Improvement Series 2015A                 | Colorado Health Facilities Authority, Colorado, Revenue Bonds, Sunny Vista Living Center Project, Refunding & Improvement Series 2015A                 | CUSIP: 19648A5H4<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |    500000 | PA      | $342250.00    | 0.42%             | 2050-12-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Westchester County Local Development Corporation, New York, Revenue Bond, Purchase Senior Learning Community, Inc. Project, Accd Inv Series 2021A      | Westchester County Local Development Corporation, New York, Revenue Bond, Purchase Senior Learning Community, Inc. Project, Accd Inv Series 2021A      | CUSIP: 95737TEV4<br>LEI: 549300KOSU8OC75V9238 | Long             | DBT              | MUN               | US        |    250000 | PA      | $171287.50    | 0.21%             | 2056-07-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| New Hope Cultural Education Facilities Finance Corporation, Texas, Retirement Facility Revenue Bonds, Buckingham Senior Living Community, Inc. Project | New Hope Cultural Education Facilities Finance Corporation, Texas, Retirement Facility Revenue Bonds, Buckingham Senior Living Community, Inc. Project | CUSIP: 64542UFR0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3042499 | PA      | $1397085.12   | 1.73%             | 2061-11-15      | Fixed         | 5.62%                 | No            |                  2 | On Loan: No      |
| Hidalgo County Regional Mobility Authority, Texas, Toll and Vehicle Registration Fee Revenue Bonds, Junior Lien Series 2022B                           | Hidalgo County Regional Mobility Authority, Texas, Toll and Vehicle Registration Fee Revenue Bonds, Junior Lien Series 2022B                           | CUSIP: 42934ABZ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3000000 | PA      | $688170.00    | 0.85%             | 2046-12-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Ohio Air Quality Development Authority, Ohio, Pollution Control Revenue Bonds, FirstEnergy Generation Corporation Project, Refunding Series 2009D      | Ohio Air Quality Development Authority, Ohio, Pollution Control Revenue Bonds, FirstEnergy Generation Corporation Project, Refunding Series 2009D      | CUSIP: 677525VZ7<br>LEI: 549300DZUU80AYOR6M80 | Long             | DBT              | MUN               | US        |    250000 | PA      | $219882.50    | 0.27%             | 2029-08-01      | Fixed         | 3.38%                 | No            |                  2 | On Loan: No      |
| Prairie Song Metropolitan District 4, Windsor, Colorado, Limited Tax General Obligation Bonds, Series 2021                                             | Prairie Song Metropolitan District 4, Windsor, Colorado, Limited Tax General Obligation Bonds, Series 2021                                             | CUSIP: 73966HAA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $427430.00    | 0.53%             | 2051-12-01      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| Idaho Housing and Finance Association, Nonprofit Facilities Revenue Bonds, Doral Academy of Idaho, Series 2021A                                        | Idaho Housing and Finance Association, Nonprofit Facilities Revenue Bonds, Doral Academy of Idaho, Series 2021A                                        | CUSIP: 45129GGA7<br>LEI: 5493002WM3NYB1LQB744 | Long             | DBT              | MUN               | US        |    250000 | PA      | $194880.00    | 0.24%             | 2056-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Saint Cloud, Minnesota, Charter School Lease Revenue Bonds, Athlos Academy, Series 2022A                                                               | Saint Cloud, Minnesota, Charter School Lease Revenue Bonds, Athlos Academy, Series 2022A                                                               | CUSIP: 788326AJ5<br>LEI: 549300IOO80ICGIWAU74 | Long             | DBT              | MUN               | US        |   1000000 | PA      | $881100.00    | 1.09%             | 2057-06-01      | Fixed         | 5.88%                 | Yes           |                  2 | On Loan: No      |
| Idaho Housing and Finance Association, Nonprofit Facilities Revenue Bonds, Gem Prep Meridian South Charter School Project, Series 2021                 | Idaho Housing and Finance Association, Nonprofit Facilities Revenue Bonds, Gem Prep Meridian South Charter School Project, Series 2021                 | CUSIP: 45129GFU4<br>LEI: 5493002WM3NYB1LQB744 | Long             | DBT              | MUN               | US        |    250000 | PA      | $165480.00    | 0.20%             | 2056-05-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Westwood Metropolitan District, Thornton, Adams County, Colorado, Limited Tax General Obligation Bonds, Senior Series 2021A                            | Westwood Metropolitan District, Thornton, Adams County, Colorado, Limited Tax General Obligation Bonds, Senior Series 2021A                            | CUSIP: 96177FAA9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $356830.00    | 0.44%             | 2051-12-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Capital Trust Agency, Florida, Revenue Bonds, Educational Growth Fund, LLC, Charter School Portfolio Projects, Subordinate Series 2021B                | Capital Trust Agency, Florida, Revenue Bonds, Educational Growth Fund, LLC, Charter School Portfolio Projects, Subordinate Series 2021B                | CUSIP: 14052WDR5<br>LEI: 549300F49UWS7X0OGQ59 | Long             | DBT              | MUN               | US        |  15020000 | PA      | $738833.80    | 0.91%             | 2061-07-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Abilene Convention Center Hotel Development Corporation, Texas, Hotel Revenue Bonds, Second-Lien Series 2021B                                          | Abilene Convention Center Hotel Development Corporation, Texas, Hotel Revenue Bonds, Second-Lien Series 2021B                                          | CUSIP: 00344PAD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $196710.00    | 0.24%             | 2050-10-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Alachua County Health Facilities Authority, Florida, Health Facilities Revenue Bonds, Terraces at Bonita Springs Project, Taxable Refunding Series 202 | Alachua County Health Facilities Authority, Florida, Health Facilities Revenue Bonds, Terraces at Bonita Springs Project, Taxable Refunding Series 202 | CUSIP: 010685LF0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $218107.50    | 0.27%             | 2033-11-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Public Finance Authority of Wisconsin, Revenue Bonds, Procure Proton Therapy Center, Senior Series 2018A                                               | Public Finance Authority of Wisconsin, Revenue Bonds, Procure Proton Therapy Center, Senior Series 2018A                                               | CUSIP: 74442PHZ1<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   2700000 | PA      | $2215377.00   | 2.74%             | 2048-07-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Alachua County Health Facilities Authority, Florida, Health Facilities Revenue Bonds, Terraces at Bonita Springs Project, Refunding Series 2022A       | Alachua County Health Facilities Authority, Florida, Health Facilities Revenue Bonds, Terraces at Bonita Springs Project, Refunding Series 2022A       | CUSIP: 010685LE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $168937.50    | 0.21%             | 2061-11-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| California School Finance Authority, California, Charter School Revenue Bonds, Girls Athletic Leadership School Los Angeles Project, Series 2021A      | California School Finance Authority, California, Charter School Revenue Bonds, Girls Athletic Leadership School Los Angeles Project, Series 2021A      | CUSIP: 13058TMM9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $175397.50    | 0.22%             | 2051-06-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| West Virginia Economic Development Authority, Dock and Wharf Facilities Revenue Bonds, Empire Trimodal Terminal, LLC Project, Series 2020              | West Virginia Economic Development Authority, Dock and Wharf Facilities Revenue Bonds, Empire Trimodal Terminal, LLC Project, Series 2020              | CUSIP: 95649CAA8<br>LEI: 549300WW88TKKF5H1220 | Long             | DBT              | MUN               | US        |    585000 | PA      | $467327.25    | 0.58%             | 2040-12-01      | Fixed         | 7.62%                 | Yes           |                  2 | On Loan: No      |
| Tarrant County Cultural Education Facilities Finance Corporaton, Texas, Retirement Facility Revenue Bonds, C.C. Young Memorial Home Project, Series 20 | Tarrant County Cultural Education Facilities Finance Corporaton, Texas, Retirement Facility Revenue Bonds, C.C. Young Memorial Home Project, Series 20 | CUSIP: 87638RHQ3<br>LEI: 549300ROY505NVTMMI25 | Long             | DBT              | MUN               | US        |    500000 | PA      | $300000.00    | 0.37%             | 2037-02-15      | Fixed         | 6.25%                 | No            |                  2 | On Loan: No      |
| South Charleston, West Virginia, Special District Excise Tax Revenue Improvement Bonds, South Charleston Park Place Project, Series 2022A              | South Charleston, West Virginia, Special District Excise Tax Revenue Improvement Bonds, South Charleston Park Place Project, Series 2022A              | CUSIP: 837323AB0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $188440.00    | 0.23%             | 2050-06-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Peak Metropolitan District 3, Colorado Springs, El Paso County, Colorado, Limited Tax General Obligation Bonds, Series 2022A-1                         | Peak Metropolitan District 3, Colorado Springs, El Paso County, Colorado, Limited Tax General Obligation Bonds, Series 2022A-1                         | CUSIP: 70467CAA0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $981210.00    | 1.21%             | 2052-12-01      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Golden State Tobacco Securitization Corporation, California, Tobacco Settlement Asset-Backed Bonds, Capital Appreciation Series 2021B-2                | Golden State Tobacco Securitization Corporation, California, Tobacco Settlement Asset-Backed Bonds, Capital Appreciation Series 2021B-2                | CUSIP: 38122NB84<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $582350.00    | 0.72%             | 2066-06-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Sierra Vista Industrial Development Authority, Arizona, Economic Development Revenue Bonds, Convertible Capital Appreciation Revenue Bonds, Series 202 | Sierra Vista Industrial Development Authority, Arizona, Economic Development Revenue Bonds, Convertible Capital Appreciation Revenue Bonds, Series 202 | CUSIP: 82652PAA1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $154440.00    | 0.19%             | 2056-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Tuscaloosa County Industrial Development Authority, Alabama, Gulf Opportunity Zone Bonds, Hunt Refining Project, Refunding Series 2019A                | Tuscaloosa County Industrial Development Authority, Alabama, Gulf Opportunity Zone Bonds, Hunt Refining Project, Refunding Series 2019A                | CUSIP: 90068FAZ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $659820.00    | 0.82%             | 2044-05-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority, California, Essential Housing Revenue Bonds, Millennium South Bay-Hawthorne, Mezzanine Lien Series 2021B        | CSCDA Community Improvement Authority, California, Essential Housing Revenue Bonds, Millennium South Bay-Hawthorne, Mezzanine Lien Series 2021B        | CUSIP: 126292BU4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    630000 | PA      | $427404.60    | 0.53%             | 2058-07-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Bethel, Minnesota, Charter School Lease Revenue Bonds, Level Up Academy, Series 2021A                                                                  | Bethel, Minnesota, Charter School Lease Revenue Bonds, Level Up Academy, Series 2021A                                                                  | CUSIP: 086759AV9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $353940.00    | 0.44%             | 2056-06-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Virgin Islands Water and Power Authority, Electric System Revenue Bonds, Bond Anticipation Notes, Taxable Series 2021B                                 | Virgin Islands Water and Power Authority, Electric System Revenue Bonds, Bond Anticipation Notes, Taxable Series 2021B                                 | CUSIP: 927688GU9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $238865.00    | 0.30%             | 2026-07-01      | Fixed         | 8.50%                 | Yes           |                  2 | On Loan: No      |
| Seminole County Industrial Development Authority, Florida, Retirement Facility Revenue Bonds, Legacy Pointe At UCF Project, Series 2019A               | Seminole County Industrial Development Authority, Florida, Retirement Facility Revenue Bonds, Legacy Pointe At UCF Project, Series 2019A               | CUSIP: 81669TAA6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    415000 | PA      | $377928.05    | 0.47%             | 2029-11-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority, Power Revenue Bonds, Series 2010ZZ                                                                               | Puerto Rico Electric Power Authority, Power Revenue Bonds, Series 2010ZZ                                                                               | CUSIP: 74526QWU2<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    329000 | PA      | $240992.50    | 0.30%             | 2024-07-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority of Wisconsin, Revenue Bonds, Senior Revenue Bonds, Proton International Arkansas, LLC, Series 2021A                           | Public Finance Authority of Wisconsin, Revenue Bonds, Senior Revenue Bonds, Proton International Arkansas, LLC, Series 2021A                           | CUSIP: 74442PVQ5<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    250000 | PA      | $189912.50    | 0.23%             | 2051-01-01      | Fixed         | 6.85%                 | Yes           |                  2 | On Loan: No      |
| Cherry Hills City Metropolitan District, Arapahoe County, Colorado, General Obligation Limited Tax Bonds, Subordinate Series 2020B-3                   | Cherry Hills City Metropolitan District, Arapahoe County, Colorado, General Obligation Limited Tax Bonds, Subordinate Series 2020B-3                   | CUSIP: 164684AB8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    247000 | PA      | $215295.08    | 0.27%             | 2047-12-15      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Miami-Dade County, Florida, Seaport Revenue Bonds, Refunding Subordinate Series 2021B-1                                                                | Miami-Dade County, Florida, Seaport Revenue Bonds, Refunding Subordinate Series 2021B-1                                                                | CUSIP: 59335KDL8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $886430.00    | 1.10%             | 2050-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Arlington Higher Education Finance Corporation, Texas, Education Revenue Bonds, Legacy Traditional Schools - Texas Project, Refunding Series 2021A     | Arlington Higher Education Finance Corporation, Texas, Education Revenue Bonds, Legacy Traditional Schools - Texas Project, Refunding Series 2021A     | CUSIP: 0418064Y3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $178165.00    | 0.22%             | 2056-02-15      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Florida Development Finance Corporation, Educational Facilities Revenue Bonds, Dreamers Academy Project, Series 2022A                                  | Florida Development Finance Corporation, Educational Facilities Revenue Bonds, Dreamers Academy Project, Series 2022A                                  | CUSIP: 34061UJJ8<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |    100000 | PA      | $73939.00     | 0.09%             | 2057-01-15      | Fixed         | 6.00%                 | Yes           |                  2 | On Loan: No      |
| New York City Industrial Development Agency, New York, Civic Facility Revenue Bonds, Bronx Parking Development Company, LLC Project, Series 2007       | New York City Industrial Development Agency, New York, Civic Facility Revenue Bonds, Bronx Parking Development Company, LLC Project, Series 2007       | CUSIP: 649438FN3<br>LEI: 549300XR20ZR5DHL9534 | Long             | DBT              | MUN               | US        |    750000 | PA      | $600000.00    | 0.74%             | 2046-10-01      | Fixed         | 2.35%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority of Wisconsin, Charter School Revenue Bonds, Alamance Community School, Series 2021A                                           | Public Finance Authority of Wisconsin, Charter School Revenue Bonds, Alamance Community School, Series 2021A                                           | CUSIP: 744396GY2<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    255000 | PA      | $189192.15    | 0.23%             | 2051-06-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Indiana Housing and Community Development Authority, Multifamily Housing Revenue Bonds, Vita of New Whiteland Project, Series 2022                     | Indiana Housing and Community Development Authority, Multifamily Housing Revenue Bonds, Vita of New Whiteland Project, Series 2022                     | CUSIP: 45506CBH9<br>LEI: 549300QRKDYVNHT1OE86 | Long             | DBT              | MUN               | US        |    750000 | PA      | $737887.50    | 0.91%             | 2043-01-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority of Wisconsin, Limited Obligation PILOT Revenue Bonds, American Dream @ Meadowlands Project, Series 2017                       | Public Finance Authority of Wisconsin, Limited Obligation PILOT Revenue Bonds, American Dream @ Meadowlands Project, Series 2017                       | CUSIP: 74446HAD1<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |   4250000 | PA      | $3504082.50   | 4.34%             | 2050-12-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Public Finance Authority of Wisconsin, Conference Center and Hotel Revenue Bonds, The Foundation of the University of North Carolina at Charlotte Inc. | Public Finance Authority of Wisconsin, Conference Center and Hotel Revenue Bonds, The Foundation of the University of North Carolina at Charlotte Inc. | CUSIP: 74445QDX5<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    845000 | PA      | $621548.20    | 0.77%             | 2056-09-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Canyons Metropolitan District 5, Douglas County, Colorado, Limited Tax General Obligation and Special Revenue Bonds, Junior Subordinate Series 2016    | Canyons Metropolitan District 5, Douglas County, Colorado, Limited Tax General Obligation and Special Revenue Bonds, Junior Subordinate Series 2016    | CUSIP: 139071AD6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $334135.00    | 0.41%             | 2057-12-15      | Fixed         | 7.00%                 | No            |                  2 | On Loan: No      |
| Missouri Southern State University, Auxiliary Enterprise System Revenue Bonds, Series 2021                                                             | Missouri Southern State University, Auxiliary Enterprise System Revenue Bonds, Series 2021                                                             | CUSIP: 60629QAX5<br>LEI: 5493006A7RZIOMVEPD54 | Long             | DBT              | MUN               | US        |    100000 | PA      | $77601.00     | 0.10%             | 2044-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Syracuse Industrial Development Authority, New York, PILOT Revenue Bonds, Carousel Center Project, Refunding Series 2016A                              | Syracuse Industrial Development Authority, New York, PILOT Revenue Bonds, Carousel Center Project, Refunding Series 2016A                              | CUSIP: 87172NAY4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $798340.00    | 0.99%             | 2031-01-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Cleveland-Cuyahoga County Port Authority, Ohio, Tax Increment Financing Revenue Bonds, Flats East Bank Project, Refunding Subordinate Series 2021B     | Cleveland-Cuyahoga County Port Authority, Ohio, Tax Increment Financing Revenue Bonds, Flats East Bank Project, Refunding Subordinate Series 2021B     | CUSIP: 18611HAA3<br>LEI: 549300KI3FXFLUKF3A98 | Long             | DBT              | MUN               | US        |     95000 | PA      | $74437.25     | 0.09%             | 2055-12-01      | Fixed         | 4.50%                 | No            |                  2 | On Loan: No      |
| Berthoud-Heritage Metropolitan District 10, Larimer County, Colorado, Limited Tax General Obligation Bonds, Senior Series 2022A                        | Berthoud-Heritage Metropolitan District 10, Larimer County, Colorado, Limited Tax General Obligation Bonds, Senior Series 2022A                        | CUSIP: 08587QAC0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $385225.00    | 0.48%             | 2052-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority of Wisconsin, Revenue Bonds, SearStone Retirement Community, Series 2023A                                                     | Public Finance Authority of Wisconsin, Revenue Bonds, SearStone Retirement Community, Series 2023A                                                     | CUSIP: 74442PTR6<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    250000 | PA      | $181815.00    | 0.22%             | 2052-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colorado Health Facilities Authority, Colorado, Revenue Bonds, Ralston Creek at Arvada Project, Series 2017A                                           | Colorado Health Facilities Authority, Colorado, Revenue Bonds, Ralston Creek at Arvada Project, Series 2017A                                           | CUSIP: 19648FCK8<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |   1250000 | PA      | $612500.00    | 0.76%             | 2047-11-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Summit Academy North, Michigan, Revenue Bonds, Public School Academy, Refunding Series 2021                                                            | Summit Academy North, Michigan, Revenue Bonds, Public School Academy, Refunding Series 2021                                                            | CUSIP: 86589TAV6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $81020.00     | 0.10%             | 2041-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority, Revenue Bonds, Admiral at the Lake Project, Refunding Series 2017                                                          | Illinois Finance Authority, Revenue Bonds, Admiral at the Lake Project, Refunding Series 2017                                                          | CUSIP: 45204EB98<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    620000 | PA      | $474337.20    | 0.59%             | 2033-05-15      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Celebration Pointe Community Development District 1, Alachua County, Florida, Special Assessment Revenue Bonds, Series 2021                            | Celebration Pointe Community Development District 1, Alachua County, Florida, Special Assessment Revenue Bonds, Series 2021                            | CUSIP: 15102HAK3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    900000 | PA      | $655812.00    | 0.81%             | 2053-05-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| CMFA Special Finance Agency I, California, Essential Housing Revenue Bonds, The Mix at Center City, Subordinate Series 2021B                           | CMFA Special Finance Agency I, California, Essential Housing Revenue Bonds, The Mix at Center City, Subordinate Series 2021B                           | CUSIP: 12574TAD9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $390590.00    | 0.48%             | 2056-04-01      | Fixed         | 8.00%                 | Yes           |                  2 | On Loan: No      |
| Public Finance Authority of Wisconsin, Revenue Bonds, Viticus Group Project, Series 2022A                                                              | Public Finance Authority of Wisconsin, Revenue Bonds, Viticus Group Project, Series 2022A                                                              | CUSIP: 74442PWM3<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    100000 | PA      | $80277.00     | 0.10%             | 2041-12-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Public Finance Authority of Wisconsin, Revenue Bonds, SearStone Retirement Community, Series 2023A                                                     | Public Finance Authority of Wisconsin, Revenue Bonds, SearStone Retirement Community, Series 2023A                                                     | CUSIP: 74442PTP0<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    250000 | PA      | $210132.50    | 0.26%             | 2037-06-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Hope Cultural Education Facilities Finance Corporation, Texas, Retirement Facility Revenue Bonds, Buckingham Senior Living Community, Inc. Project | New Hope Cultural Education Facilities Finance Corporation, Texas, Retirement Facility Revenue Bonds, Buckingham Senior Living Community, Inc. Project | CUSIP: 64542UFP4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     70000 | PA      | $56862.40     | 0.07%             | 2037-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| New Hope Cultural Education Facilities Finance Corporation, Texas, Student Housing Revenue Bonds, NCCD - College Station Properties LLC - Texas A&M Un | New Hope Cultural Education Facilities Finance Corporation, Texas, Student Housing Revenue Bonds, NCCD - College Station Properties LLC - Texas A&M Un | CUSIP: 64542RDG3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $425000.00    | 0.53%             | 2030-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Highway and Transportation Authority, Restructured Toll Revenue Bonds, Series 2022A                                                        | Puerto Rico Highway and Transportation Authority, Restructured Toll Revenue Bonds, Series 2022A                                                        | CUSIP: 745197AA1<br>LEI: 549300J6QBXVWJXB7Y41 | Long             | DBT              | MUN               | US        |    500000 | PA      | $461875.00    | 0.57%             | 2062-07-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Colorado Health Facilities Authority, Colorado, Revenue Bonds, Ralston Creek at Arvada Project, Series 2017A                                           | Colorado Health Facilities Authority, Colorado, Revenue Bonds, Ralston Creek at Arvada Project, Series 2017A                                           | CUSIP: 19648FCL6<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |    835000 | PA      | $409150.00    | 0.51%             | 2052-11-01      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Public Finance Authority of Wisconsin, Limited Obligation PILOT Revenue Bonds, American Dream @ Meadowlands Project, Series 2017                       | Public Finance Authority of Wisconsin, Limited Obligation PILOT Revenue Bonds, American Dream @ Meadowlands Project, Series 2017                       | CUSIP: 74446HAB5<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    500000 | PA      | $415245.00    | 0.51%             | 2037-12-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Berks County Industrial Development Authority, Pennsylvania, Health System Revenue Bonds, Tower Health Project, Series 2017                            | Berks County Industrial Development Authority, Pennsylvania, Health System Revenue Bonds, Tower Health Project, Series 2017                            | CUSIP: 08451PAW1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $281200.00    | 0.35%             | 2047-11-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Covenant Communities Inc, Second Tier Series 2018B                               | Wisconsin Health and Educational Facilities Authority, Revenue Bonds, Covenant Communities Inc, Second Tier Series 2018B                               | CUSIP: 97671VBF1<br>LEI: 549300ISNGXS0VHGVD41 | Long             | DBT              | MUN               | US        |    290000 | PA      | $217128.80    | 0.27%             | 2038-07-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Puerto Rico, General Obligation Bonds, Restructured Series 2022A-1                                                                                     | Puerto Rico, General Obligation Bonds, Restructured Series 2022A-1                                                                                     | CUSIP: 74514L3J4<br>LEI: 549300X44HXPLJU48U63 | Long             | DBT              | MUN               | US        |     78106 | PA      | $80920.94     | 0.10%             | 2031-07-01      | Fixed         | 5.75%                 | No            |                  2 | On Loan: No      |
| Ledge Rock Center Commercial Metropolitan District (In the Town of Johnstown, Weld County, Colorado), Limited Tax General Obligation Bonds, Series 202 | Ledge Rock Center Commercial Metropolitan District (In the Town of Johnstown, Weld County, Colorado), Limited Tax General Obligation Bonds, Series 202 | CUSIP: 523278AD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $977470.00    | 1.21%             | 2052-11-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |
| Michigan Finance Authority, Public School Academy Limited Obligation Revenue Bonds, Holly Academy Project, Refunding Series 2021                       | Michigan Finance Authority, Public School Academy Limited Obligation Revenue Bonds, Holly Academy Project, Refunding Series 2021                       | CUSIP: 594479GY7<br>LEI: 54930022O46HOX5J1D14 | Long             | DBT              | MUN               | US        |    330000 | PA      | $235679.40    | 0.29%             | 2051-12-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Sierra Vista Industrial Development Authority, Arizona, Economic Development Revenue Bonds, Convertible Capital Appreciation Revenue Bonds, Series 202 | Sierra Vista Industrial Development Authority, Arizona, Economic Development Revenue Bonds, Convertible Capital Appreciation Revenue Bonds, Series 202 | CUSIP: 82652PAC7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $389285.00    | 0.48%             | 2056-10-01      | Fixed         | 0.00%                 | No            |                  2 | On Loan: No      |
| Knoxville Industrial Development Board, Tennessee, Multifamily Revenue Bonds, Pines Apartments Project, Series 2008                                    | Knoxville Industrial Development Board, Tennessee, Multifamily Revenue Bonds, Pines Apartments Project, Series 2008                                    | CUSIP: 499789AB1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    433293 | PA      | $432594.96    | 0.54%             | 2048-08-01      | Fixed         | 6.07%                 | No            |                  2 | On Loan: No      |
| Pennsylvania Economic Development Financing Authority, Pennsylvania, Private Activity Revenue Bonds, The PennDOT Major Bridges Package One Project, Se | Pennsylvania Economic Development Financing Authority, Pennsylvania, Private Activity Revenue Bonds, The PennDOT Major Bridges Package One Project, Se | CUSIP: 70868YAW9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1715000 | PA      | $1686805.40   | 2.09%             | 2053-06-30      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority, Power Revenue Bonds, Series 2007TT                                                                               | Puerto Rico Electric Power Authority, Power Revenue Bonds, Series 2007TT                                                                               | CUSIP: 74526QKW1<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    190000 | PA      | $139175.00    | 0.17%             | 2032-07-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Colorado Health Facilities Authority, Colorado, Revenue Bonds, Ralston Creek at Arvada Project, Series 2017A                                           | Colorado Health Facilities Authority, Colorado, Revenue Bonds, Ralston Creek at Arvada Project, Series 2017A                                           | CUSIP: 19648FCH5<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |    225000 | PA      | $110250.00    | 0.14%             | 2032-11-01      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Pinellas County Health Facilities Authority, Florida, Health Care Facilities Revenue Bonds, Mease Life, Inc. Project, Refunding Series 2021            | Pinellas County Health Facilities Authority, Florida, Health Care Facilities Revenue Bonds, Mease Life, Inc. Project, Refunding Series 2021            | CUSIP: 72316MFE4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    580000 | PA      | $416875.00    | 0.52%             | 2057-01-01      | Fixed         | 7.00%                 | Yes           |                  2 | On Loan: No      |
| Red River Health Facilities Development Corporation, Texas, First Mortgage Revenue Bonds, Eden Home Inc., Series 2012                                  | Red River Health Facilities Development Corporation, Texas, First Mortgage Revenue Bonds, Eden Home Inc., Series 2012                                  | CUSIP: 75687RAC6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    305000 | PA      | $186050.00    | 0.23%             | 2047-12-15      | Fixed         | 4.09%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority, Power Revenue Bonds, Series 2010ZZ                                                                               | Puerto Rico Electric Power Authority, Power Revenue Bonds, Series 2010ZZ                                                                               | CUSIP: 74526QXR8<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    115000 | PA      | $84525.00     | 0.10%             | 2026-07-01      | Fixed         | 3.98%                 | No            |                  2 | On Loan: No      |
| Mountain Brook Metropolitan District, Longmont, Boulder County, Colorado, Limited Tax General Obligation Bonds, Series 2021                            | Mountain Brook Metropolitan District, Longmont, Boulder County, Colorado, Limited Tax General Obligation Bonds, Series 2021                            | CUSIP: 62387TAA7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $371860.00    | 0.46%             | 2051-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| California School Finance Authority, Charter School Revenue Bonds, Russell Westbrook Why Not Academy Obligated Group, Series 2021A                     | California School Finance Authority, Charter School Revenue Bonds, Russell Westbrook Why Not Academy Obligated Group, Series 2021A                     | CUSIP: 13058TNZ9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $179010.00    | 0.22%             | 2051-06-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Colorado Health Facilities Authority, Colorado, Revenue Bonds, Frasier Project, Refunding Bonds Series 2023A. Forward Delivery                         | Colorado Health Facilities Authority, Colorado, Revenue Bonds, Frasier Project, Refunding Bonds Series 2023A. Forward Delivery                         | CUSIP: 19648FTE4<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |    100000 | PA      | $72708.00     | 0.09%             | 2048-05-15      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| South Charleston, West Virginia, Special District Excise Tax Revenue Improvement Bonds, South Charleston Park Place Project, Series 2022A              | South Charleston, West Virginia, Special District Excise Tax Revenue Improvement Bonds, South Charleston Park Place Project, Series 2022A              | CUSIP: 837323AA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    185000 | PA      | $143689.50    | 0.18%             | 2042-06-01      | Fixed         | 4.25%                 | Yes           |                  2 | On Loan: No      |
| Three Rivers Community Development District, Florida, Special Assessment Revenue Bonds, South Assessment Area Series 2021B                             | Three Rivers Community Development District, Florida, Special Assessment Revenue Bonds, South Assessment Area Series 2021B                             | CUSIP: 88563MAG0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $678900.00    | 0.84%             | 2036-05-01      | Fixed         | 4.62%                 | Yes           |                  2 | On Loan: No      |
| New Hope Cultural Education Facilities Finance Corporation, Texas, Retirement Facility Revenue Bonds, Buckingham Senior Living Community, Inc. Project | New Hope Cultural Education Facilities Finance Corporation, Texas, Retirement Facility Revenue Bonds, Buckingham Senior Living Community, Inc. Project | CUSIP: 64542UFQ2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    435000 | PA      | $371516.10    | 0.46%             | 2036-11-15      | Fixed         | 7.50%                 | No            |                  2 | On Loan: No      |
| Sinton, San Patricio County, Texas, Special Assessment Revenue Bonds, Somerset Public Improvement District 1 Series 2022                               | Sinton, San Patricio County, Texas, Special Assessment Revenue Bonds, Somerset Public Improvement District 1 Series 2022                               | CUSIP: 829366AD5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $91596.00     | 0.11%             | 2051-09-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority, California, Essential Housing Revenue Bonds, Acacia on Santa Rosa Creek, Mezzanine Lien Series 2021B            | CSCDA Community Improvement Authority, California, Essential Housing Revenue Bonds, Acacia on Santa Rosa Creek, Mezzanine Lien Series 2021B            | CUSIP: 126292BE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $190110.00    | 0.24%             | 2046-10-01      | Fixed         | 4.00%                 | Yes           |                  2 | On Loan: No      |
| Utah Charter School Finance Authority, Charter School Revenue Bonds, Saint George Academy Project, Series 2021A                                        | Utah Charter School Finance Authority, Charter School Revenue Bonds, Saint George Academy Project, Series 2021A                                        | CUSIP: 91754TK77<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $172855.00    | 0.21%             | 2056-06-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| West Globeville Metropolitan District 1, Denver, Colorado, General Obligation Limited Tax Bonds, Series 2022                                           | West Globeville Metropolitan District 1, Denver, Colorado, General Obligation Limited Tax Bonds, Series 2022                                           | CUSIP: 952866AB7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $455480.00    | 0.56%             | 2052-12-01      | Fixed         | 6.75%                 | No            |                  2 | On Loan: No      |
| Arlington Higher Education Finance Corporation, Texas, Education Revenue Bonds, Legacy Traditional Schools - Texas Project, Refunding Series 2022A     | Arlington Higher Education Finance Corporation, Texas, Education Revenue Bonds, Legacy Traditional Schools - Texas Project, Refunding Series 2022A     | CUSIP: 041807AZ1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    785000 | PA      | $782770.60    | 0.97%             | 2062-02-15      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Aerotropolis Regional Transportation Authority, Colorado, Special Revenue Bonds, Series 2021                                                           | Aerotropolis Regional Transportation Authority, Colorado, Special Revenue Bonds, Series 2021                                                           | CUSIP: 008051AC8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $368435.00    | 0.46%             | 2052-12-01      | Fixed         | 4.38%                 | No            |                  2 | On Loan: No      |
| Illinois Finance Authority, Charter School Revenue Bonds, Art in Motion AIM Project, Series 2021A                                                      | Illinois Finance Authority, Charter School Revenue Bonds, Art in Motion AIM Project, Series 2021A                                                      | CUSIP: 452022BV7<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    250000 | PA      | $179077.50    | 0.22%             | 2056-07-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| USAFA Visitor?s Center Business Improvement District, Colorado Springs, Colorado, Special Revenue Bonds, Series 2022A,                                 | USAFA Visitor?s Center Business Improvement District, Colorado Springs, Colorado, Special Revenue Bonds, Series 2022A,                                 | CUSIP: 917305AH7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $827080.00    | 1.02%             | 2052-12-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Missouri Southern State University, Auxiliary Enterprise System Revenue Bonds, Series 2021                                                             | Missouri Southern State University, Auxiliary Enterprise System Revenue Bonds, Series 2021                                                             | CUSIP: 60629QAW7<br>LEI: 5493006A7RZIOMVEPD54 | Long             | DBT              | MUN               | US        |    100000 | PA      | $87222.00     | 0.11%             | 2034-10-01      | Fixed         | 4.00%                 | No            |                  2 | On Loan: No      |
| Copperleaf Metropolitan District 6, Arapahoe County, Colorado, Limited Tax, General Obligation Bonds, Subordinate Series 2022B                         | Copperleaf Metropolitan District 6, Arapahoe County, Colorado, Limited Tax, General Obligation Bonds, Subordinate Series 2022B                         | CUSIP: 21765PAC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $468035.00    | 0.58%             | 2041-12-15      | Fixed         | 6.00%                 | No            |                  2 | On Loan: No      |
| Bee Cave, Travis County, Texas, Special Assessment Revenue Bonds, Backyard Public Improvement District Project, Series 2021                            | Bee Cave, Travis County, Texas, Special Assessment Revenue Bonds, Backyard Public Improvement District Project, Series 2021                            | CUSIP: 076561AD1<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    100000 | PA      | $89810.00     | 0.11%             | 2051-09-01      | Fixed         | 5.25%                 | Yes           |                  2 | On Loan: No      |
| Public Finance Authority of Wisconsin, Education Revenue Bonds, Casa Esperanza Montessori, Series 2021A                                                | Public Finance Authority of Wisconsin, Education Revenue Bonds, Casa Esperanza Montessori, Series 2021A                                                | CUSIP: 74442EHU7<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    100000 | PA      | $67397.00     | 0.08%             | 2056-06-01      | Fixed         | 4.50%                 | Yes           |                  2 | On Loan: No      |
| Public Finance Authority of Wisconsin, Education Revenue Bonds, Casa Esperanza Montessori, Series 2021A                                                | Public Finance Authority of Wisconsin, Education Revenue Bonds, Casa Esperanza Montessori, Series 2021A                                                | CUSIP: 74442EHT0<br>LEI: 5493004S6D3NA627K012 | Long             | DBT              | MUN               | US        |    300000 | PA      | $211959.00    | 0.26%             | 2046-06-01      | Fixed         | 4.38%                 | Yes           |                  2 | On Loan: No      |
| Falcon Area Water and Wastewater Authority (El Paso County, Colorado), Tap Fee Revenue Bonds, Series 2022A                                             | Falcon Area Water and Wastewater Authority (El Paso County, Colorado), Tap Fee Revenue Bonds, Series 2022A                                             | CUSIP: 30607HAA4<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    600000 | PA      | $591378.00    | 0.73%             | 2034-12-01      | Fixed         | 6.75%                 | Yes           |                  2 | On Loan: No      |
| Illinois Finance Authority, Revenue Bonds, Admiral at the Lake Project, Refunding Series 2017                                                          | Illinois Finance Authority, Revenue Bonds, Admiral at the Lake Project, Refunding Series 2017                                                          | CUSIP: 45204EC48<br>LEI: 549300ZG6UBPNNNRN315 | Long             | DBT              | MUN               | US        |    250000 | PA      | $164755.00    | 0.20%             | 2054-05-15      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Viridian Municipal Management District, Texas, Assessment Revenue Bonds, Series 2017                                                                   | Viridian Municipal Management District, Texas, Assessment Revenue Bonds, Series 2017                                                                   | CUSIP: 92823UAH8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |     80000 | PA      | $69737.60     | 0.09%             | 2044-12-01      | Fixed         | 4.25%                 | No            |                  2 | On Loan: No      |
| Venus, Johnson County, Texas, Special Assessment Revenue Bonds, Brahman Ranch Public Improvement District, Series 2022                                 | Venus, Johnson County, Texas, Special Assessment Revenue Bonds, Brahman Ranch Public Improvement District, Series 2022                                 | CUSIP: 92334AAG6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    800000 | PA      | $791592.00    | 0.98%             | 2052-09-15      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Imagine Andrews Public Charter School, Series 2022A                        | Maryland Health and Higher Educational Facilities Authority, Revenue Bonds, Imagine Andrews Public Charter School, Series 2022A                        | CUSIP: 57421CDY7<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    135000 | PA      | $123303.60    | 0.15%             | 2052-05-01      | Fixed         | 5.50%                 | Yes           |                  2 | On Loan: No      |
| Reagan Ranch Metropolitan District 1, Colorado Springs, Colorado, General Obligation Bonds, Limited Tax Series 2021-3                                  | Reagan Ranch Metropolitan District 1, Colorado Springs, Colorado, General Obligation Bonds, Limited Tax Series 2021-3                                  | CUSIP: 755809AA8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $818360.00    | 1.01%             | 2051-12-01      | Fixed         | 5.38%                 | No            |                  2 | On Loan: No      |
| West Indian Company Limited, Virgin Island, Port Facilities Revenue Bonds, WICO Financing, Series 2022B                                                | West Indian Company Limited, Virgin Islands, Port Facilities Revenue Bonds, WICO Financing, Series 2022B                                               | CUSIP: 953352AD3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $239875.00    | 0.30%             | 2052-04-01      | Fixed         | 6.50%                 | Yes           |                  2 | On Loan: No      |
| Colorado Health Facilities Authority, Colorado, Revenue Bonds, Ralston Creek at Arvada Project, Series 2017A                                           | Colorado Health Facilities Authority, Colorado, Revenue Bonds, Ralston Creek at Arvada Project, Series 2017A                                           | CUSIP: 19648FCJ1<br>LEI: 5493002JB6DRFRZPEQ21 | Long             | DBT              | MUN               | US        |    670000 | PA      | $328300.00    | 0.41%             | 2037-11-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Florida Development Finance Corporation, Educational Facilities Revenue Bonds, Miami Arts Charter School Projects, Series 2014                         | Florida Development Finance Corporation, Educational Facilities Revenue Bonds, Miami Arts Charter School Projects, Series 2014                         | CUSIP: 34061UBJ6<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |    360000 | PA      | $330969.60    | 0.41%             | 2029-06-15      | Fixed         | 5.62%                 | Yes           |                  2 | On Loan: No      |
| Brighton Crossing Metropolitan District 4, Colorado, General Obligation Bonds, Limited Tax Convertible to Unlimited Tax, Series 2017A                  | Brighton Crossing Metropolitan District 4, Colorado, General Obligation Bonds, Limited Tax Convertible to Unlimited Tax, Series 2017A                  | CUSIP: 109330AE0<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    250000 | PA      | $229402.50    | 0.28%             | 2047-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| Director of Nevada State Department of Business & Industry, Environmental Improvement Revenue Bonds, Fulcrum Sierra BioFuels LLC Project, Green Series | Director of Nevada State Department of Business & Industry, Environmental Improvement Revenue Bonds, Fulcrum Sierra BioFuels LLC Project, Green Series | CUSIP: 25461PAE3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $888730.00    | 1.10%             | 2038-02-15      | Fixed         | 6.95%                 | Yes           |                  2 | On Loan: No      |
| Pioneer Community Authority Board (Weld County, Colorado), Special Revenue Bonds, Series 2022                                                          | Pioneer Community Authority Board (Weld County, Colorado), Special Revenue Bonds, Series 2022                                                          | CUSIP: 72364TAC9<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    500000 | PA      | $464740.00    | 0.58%             | 2034-12-01      | Fixed         | 6.50%                 | No            |                  2 | On Loan: No      |
| Legato Community Authority, Commerce City, Colorado, Limited Tax Supported Revenue Bonds, District 1, 2, 3 & 7, Convertible Capital Appreciation Serie | Legato Community Authority, Commerce City, Texas, Limited Tax Supported Revenue Bonds, District 1, 2, 3 & 7, Convertible Capital Appreciation Series 2 | CUSIP: 52473TAE5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $612530.00    | 0.76%             | 2051-12-01      | Fixed         | 5.00%                 | No            |                  2 | On Loan: No      |
| New Hope Cultural Education Facilities Finance Corporation, Texas, Senior Living Revenue Bonds, Sanctuary LTC LLC Project, Series 2021A-1              | New Hope Cultural Education Facilities Finance Corporation, Texas, Senior Living Revenue Bonds, Sanctuary LTC LLC Project, Series 2021A-1              | CUSIP: 64542PGC3<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   3440000 | PA      | $2488427.20   | 3.08%             | 2057-01-01      | Fixed         | 5.50%                 | No            |                  2 | On Loan: No      |
| Louisiana Public Facilities Authority, Louisiana, Revenue Bonds, Encore Academy Project, Series 2021A                                                  | Louisiana Public Facilities Authority, Louisiana, Revenue Bonds, Encore Academy Project, Series 2021A                                                  | CUSIP: 546399NB8<br>LEI: 549300RQIPT5S4P4M065 | Long             | DBT              | MUN               | US        |    100000 | PA      | $75254.00     | 0.09%             | 2041-06-01      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority, Power Revenue Bonds, Series 2007TT                                                                               | Puerto Rico Electric Power Authority, Power Revenue Bonds, Series 2007TT                                                                               | CUSIP: 74526QKK7<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    450000 | PA      | $324000.00    | 0.40%             | 2017-07-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| Puerto Rico Electric Power Authority, Power Revenue Bonds, Refunding Series 2012A                                                                      | Puerto Rico Electric Power Authority, Power Revenue Bonds, Refunding Series 2012A                                                                      | CUSIP: 74526QZZ8<br>LEI: 5493003BRB67HF8ST418 | Long             | DBT              | MUN               | US        |    105000 | PA      | $76912.50     | 0.10%             | 2029-07-01      | Fixed         | 3.96%                 | No            |                  2 | On Loan: No      |
| CSCDA Community Improvement Authority, California, Essential Housing Revenue Bonds, 1818 Platinum Triangle-Anaheim, Social Bond Series 2021A-2         | CSCDA Community Improvement Authority, California, Essential Housing Revenue Bonds, 1818 Platinum Triangle-Anaheim, Social Bond Series 2021A-2         | CUSIP: 126292BG5<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    325000 | PA      | $224513.25    | 0.28%             | 2057-04-01      | Fixed         | 3.25%                 | Yes           |                  2 | On Loan: No      |
| South Carolina Jobs-Economic Development Authority, Retirement Community Revenue Notes, Kiawah Life Plan Village, Inc. Project, Series 2021A           | South Carolina Jobs-Economic Development Authority, Retirement Community Revenue Notes, Kiawah Life Plan Village, Inc. Project, Series 2021A           | CUSIP: 83704EAB0<br>LEI: 5493006X47I9VG3DL112 | Long             | DBT              | MUN               | US        |    250000 | PA      | $260202.50    | 0.32%             | 2025-07-01      | Fixed         | 8.75%                 | No            |                  2 | On Loan: No      |
| County of Lucas, Ohio, Hospital Revenue Bonds, ProMedica Healthcare Obligated Group, Series 2018A                                                      | County of Lucas, Ohio, Hospital Revenue Bonds, ProMedica Healthcare Obligated Group, Series 2018A                                                      | CUSIP: 549310WE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    750000 | PA      | $654165.00    | 0.81%             | 2048-11-15      | Fixed         | 5.25%                 | No            |                  2 | On Loan: No      |
| Florida Development Finance Corporation, Educational Facilities Revenue Bonds, Southwest Charter Foundation Inc Projects, Series 2017A                 | Florida Development Finance Corporation, Educational Facilities Revenue Bonds, Southwest Charter Foundation Inc Projects, Series 2017A                 | CUSIP: 34061UCS5<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |    500000 | PA      | $441160.00    | 0.55%             | 2047-06-15      | Fixed         | 6.12%                 | Yes           |                  2 | On Loan: No      |
| Windler Public Improvement Authority, Aurora, Colorado, Limited Tax Supported Revenue Bonds, Convertible Capital Appreciation Series 2021A-2           | Windler Public Improvement Authority, Aurora, Colorado, Limited Tax Supported Revenue Bonds, Convertible Capital Appreciation Series 2021A-2           | CUSIP: 973405AG8<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   5000000 | PA      | $2835300.00   | 3.51%             | 2041-12-01      | Fixed         | 0.00%                 | Yes           |                  2 | On Loan: No      |
| Bradley Heights Metropolitan District 2, Colorado Springs, El Paso County, Colorado, General Obligation Limited Tax Bonds, Series 2021A-3              | Bradley Heights Metropolitan District 2, Colorado Springs, El Paso County, Colorado, General Obligation Limited Tax Bonds, Series 2021A-3              | CUSIP: 104571AA2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1750000 | PA      | $1285165.00   | 1.59%             | 2051-12-01      | Fixed         | 4.75%                 | No            |                  2 | On Loan: No      |
| Idaho Housing and Finance Association, Nonprofit Facilities Revenue Bonds, Doral Academy of Idaho, Series 2021A                                        | Idaho Housing and Finance Association, Nonprofit Facilities Revenue Bonds, Doral Academy of Idaho, Series 2021A                                        | CUSIP: 45129GFZ3<br>LEI: 5493002WM3NYB1LQB744 | Long             | DBT              | MUN               | US        |    730000 | PA      | $619770.00    | 0.77%             | 2041-07-15      | Fixed         | 5.00%                 | Yes           |                  2 | On Loan: No      |
| National Finance Authority, Revenue Bonds, GHI Kiran Capital LLC Project, Series 2022                                                                  | National Finance Authority, New Hampshire, Revenue Bonds, GHI Kiran Capital LLC Project, Series 2022                                                   | CUSIP: 63607YBH2<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |   1000000 | PA      | $956220.00    | 1.18%             | 2030-09-01      | Fixed         | 6.25%                 | Yes           |                  2 | On Loan: No      |
| Middleton Community Development District A, Florida, Special Assessment Revenue Bonds, Series 2022                                                     | Middleton Community Development District A, Florida, Special Assessment Revenue Bonds, Series 2022                                                     | CUSIP: 596681AE6<br>LEI: N/A                  | Long             | DBT              | MUN               | US        |    420000 | PA      | $423313.80    | 0.52%             | 2053-05-01      | Fixed         | 6.20%                 | Yes           |                  2 | On Loan: No      |
| Florida Development Finance Corporation, Florida, Surface Transportation Facility Revenue Bonds, Brightline Passenger Rail Project, Green Series 2019B | Florida Development Finance Corporation, Florida, Surface Transportation Facility Revenue Bonds, Brightline Passenger Rail Project, Green Series 2019B | CUSIP: 34061YAH3<br>LEI: 549300HC854CNBLMWC48 | Long             | DBT              | MUN               | US        |   4485000 | PA      | $3924375.00   | 4.86%             | 2049-01-01      | Fixed         | 7.38%                 | Yes           |                  2 | On Loan: No      |

### Signature

**Date Signed:** 2022-12-31

**Name of Applicant:** Nuveen Enhanced High Yield Municipal Bond Fund

**Signature:** E. Scott Wickerham

**Name of Signer:** E. Scott Wickerham

**Title:** Vice President and Funds Controller