Not necessarily since Puerto Rico is exempt from Obamacare.
You would be able to claim an exemption for the months that your nephew was a resident of PR.
You will claim or
report coverage exemptions on Form 8965,
Health Coverage Exemptions, and file it with your Form 1040, Form 1040A, or
Form 1040EZ. TurboTax will guide you under the health insurance section and ask
if you meet any exemptions.
Click this IRS link
for more information about the Shared
Responsibility Provision